 |
MRCI's Free Historical Futures Prices |
Daily Futures Price Listing Thu March 16, 2000 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
May00 |
000316 |
523.00 |
534.50 |
522.50 |
525.50 |
+0.50 |
30,272 |
76,416 |
-881 |
Jul00 |
000316 |
533.00 |
545.00 |
533.00 |
536.50 |
+0.75 |
10,844 |
48,802 |
+408 |
Aug00 |
000316 |
536.00 |
546.50 |
535.50 |
537.50 |
+0.25 |
1,903 |
6,891 |
-20 |
Sep00 |
000316 |
538.50 |
549.00 |
537.50 |
538.50 |
-0.50 |
1,035 |
4,618 |
-1 |
Nov00 |
000316 |
544.00 |
556.00 |
544.00 |
546.00 |
-0.25 |
6,975 |
29,305 |
+557 |
Jan01 |
000316 |
551.50 |
563.00 |
551.50 |
553.50 |
-0.50 |
335 |
2,343 |
+93 |
Mar01 |
000316 |
560.00 |
569.00 |
559.50 |
561.00 |
+0.25 |
133 |
959 |
-14 |
Total Volume and Open Interest |
51,532 |
169,911 |
-260 |
Soybean Meal(CBOT) |
May00 |
000316 |
169.50 |
174.40 |
169.20 |
170.00 |
unch |
12,552 |
56,077 |
-740 |
Jul00 |
000316 |
171.00 |
175.80 |
170.50 |
171.40 |
unch |
3,657 |
36,636 |
-129 |
Aug00 |
000316 |
170.80 |
176.00 |
170.80 |
171.70 |
+0.20 |
386 |
7,966 |
+188 |
Sep00 |
000316 |
171.00 |
175.20 |
170.80 |
171.70 |
+0.30 |
314 |
5,097 |
+231 |
Oct00 |
000316 |
172.80 |
175.00 |
171.30 |
171.90 |
+0.30 |
468 |
5,137 |
+373 |
Dec00 |
000316 |
173.40 |
178.50 |
173.40 |
173.90 |
unch |
2,173 |
11,178 |
+363 |
Jan01 |
000316 |
174.20 |
177.50 |
174.00 |
174.00 |
-0.10 |
5 |
771 |
+0 |
Mar01 |
000316 |
178.50 |
178.50 |
175.00 |
175.00 |
-0.60 |
40 |
567 |
+20 |
Total Volume and Open Interest |
19,595 |
123,454 |
+291 |
Soybean Oil(CBOT) |
May00 |
000316 |
16.80 |
17.22 |
16.64 |
16.94 |
+0.09 |
11,147 |
52,458 |
+946 |
Jul00 |
000316 |
17.15 |
17.57 |
17.01 |
17.30 |
+0.09 |
5,596 |
36,015 |
+821 |
Aug00 |
000316 |
17.30 |
17.70 |
17.20 |
17.45 |
+0.10 |
1,078 |
8,210 |
+459 |
Sep00 |
000316 |
17.45 |
17.85 |
17.35 |
17.61 |
+0.10 |
326 |
6,995 |
+127 |
Oct00 |
000316 |
17.60 |
17.95 |
17.60 |
17.74 |
+0.07 |
39 |
6,356 |
+22 |
Dec00 |
000316 |
17.95 |
18.35 |
17.87 |
18.12 |
+0.09 |
1,026 |
16,924 |
-285 |
Jan01 |
000316 |
18.68 |
18.68 |
18.46 |
18.46 |
+0.11 |
106 |
7,892 |
-17 |
Mar01 |
000316 |
18.67 |
18.67 |
18.67 |
18.67 |
+0.07 |
53 |
1,949 |
+2 |
Total Volume and Open Interest |
19,374 |
140,941 |
+1,597 |
Canola(WCE) |
Mar00 |
000316 |
260.0 |
260.0 |
260.0 |
260.0 |
+4.3 |
|
|
|
May00 |
000316 |
260.2 |
267.1 |
259.6 |
263.9 |
+2.7 |
4,256 |
36,406 |
+1,084 |
Jul00 |
000316 |
265.6 |
272.5 |
265.1 |
269.1 |
+2.5 |
1,954 |
20,457 |
+923 |
Aug00 |
000316 |
269.0 |
275.3 |
269.0 |
272.0 |
+2.5 |
251 |
2,152 |
-77 |
Sep00 |
000316 |
273.2 |
277.6 |
273.2 |
274.5 |
+2.5 |
6 |
533 |
-4 |
Total Volume and Open Interest |
7,588 |
68,892 |
+2,438 |
Corn(CBOT) |
May00 |
000316 |
235.25 |
239.75 |
234.25 |
235.25 |
-0.75 |
45,447 |
198,618 |
-45 |
Jul00 |
000316 |
243.25 |
248.00 |
242.75 |
243.75 |
-0.75 |
20,335 |
135,739 |
+2,192 |
Sep00 |
000316 |
250.75 |
254.50 |
249.75 |
250.25 |
-1.00 |
4,544 |
41,339 |
+93 |
Nov00 |
000316 |
255.00 |
259.00 |
255.00 |
255.00 |
-1.75 |
23 |
865 |
+1 |
Dec00 |
000316 |
258.50 |
262.50 |
257.75 |
258.50 |
-1.25 |
15,588 |
94,577 |
+2,990 |
Jan01 |
000316 |
262.50 |
262.50 |
262.50 |
262.50 |
-0.50 |
4 |
16 |
+2 |
Total Volume and Open Interest |
88,252 |
488,734 |
+5,099 |
Wheat(CBOT) |
May00 |
000316 |
266.50 |
270.00 |
266.00 |
266.25 |
-2.50 |
11,503 |
61,990 |
-1,616 |
Jul00 |
000316 |
279.00 |
281.50 |
277.00 |
277.25 |
-2.75 |
5,458 |
38,094 |
+696 |
Sep00 |
000316 |
288.50 |
291.50 |
288.00 |
288.25 |
-2.50 |
269 |
7,391 |
+27 |
Dec00 |
000316 |
304.00 |
306.00 |
302.00 |
302.50 |
-3.25 |
331 |
12,397 |
+41 |
Mar01 |
000316 |
313.00 |
316.00 |
312.50 |
313.50 |
-2.50 |
31 |
374 |
+3 |
Total Volume and Open Interest |
17,596 |
120,675 |
-930 |
Wheat(KCBT) |
Mar00 |
000316 |
287.00 |
288.00 |
287.00 |
287.00 |
-2.00 |
12 |
36 |
-72 |
May00 |
000316 |
295.75 |
298.00 |
294.00 |
295.50 |
-1.75 |
4,250 |
28,470 |
-270 |
Jul00 |
000316 |
306.50 |
309.00 |
304.75 |
306.00 |
-1.75 |
2,298 |
25,178 |
+482 |
Sep00 |
000316 |
315.50 |
317.50 |
314.00 |
314.00 |
-2.50 |
104 |
2,863 |
+0 |
Dec00 |
000316 |
328.50 |
331.00 |
327.00 |
328.50 |
-1.50 |
652 |
6,435 |
+403 |
Total Volume and Open Interest |
7,327 |
63,434 |
+544 |
Wheat(MGE) |
Mar00 |
000316 |
312.00 |
312.00 |
312.00 |
312.00 |
unch |
|
|
|
May00 |
000316 |
325.25 |
328.50 |
324.75 |
325.25 |
-1.00 |
2,238 |
12,010 |
-177 |
Jul00 |
000316 |
335.50 |
338.75 |
335.25 |
335.50 |
-1.50 |
825 |
7,324 |
+321 |
Sep00 |
000316 |
345.50 |
348.00 |
344.50 |
344.75 |
-1.75 |
82 |
2,583 |
-37 |
Dec00 |
000316 |
356.50 |
358.50 |
355.50 |
356.00 |
-1.50 |
45 |
1,358 |
+16 |
Total Volume and Open Interest |
3,190 |
23,412 |
+123 |
Oats(CBOT) |
May00 |
000316 |
119.50 |
122.00 |
119.50 |
120.50 |
+0.75 |
690 |
5,913 |
-1 |
Jul00 |
000316 |
118.25 |
120.50 |
118.00 |
119.00 |
+0.50 |
611 |
7,295 |
+44 |
Sep00 |
000316 |
121.00 |
123.25 |
121.00 |
121.75 |
+0.50 |
20 |
1,412 |
+16 |
Dec00 |
000316 |
127.00 |
129.00 |
127.00 |
128.50 |
+0.75 |
146 |
2,845 |
+68 |
Total Volume and Open Interest |
1,469 |
17,887 |
+118 |
Rough Rice(CBOT) |
Mar00 |
000316 |
5.61 |
5.73 |
5.61 |
5.68 |
+0.08 |
2 |
84 |
+2 |
May00 |
000316 |
5.83 |
6.01 |
5.79 |
5.86 |
+0.05 |
241 |
4,163 |
+33 |
Jul00 |
000316 |
6.07 |
6.26 |
6.05 |
6.11 |
+0.06 |
70 |
1,499 |
+48 |
Sep00 |
000316 |
6.73 |
6.87 |
6.73 |
6.81 |
+0.09 |
24 |
338 |
+9 |
Total Volume and Open Interest |
383 |
6,797 |
+103 |
Live Cattle(CME) |
Apr00 |
000316 |
72.800 |
72.875 |
72.100 |
72.125 |
-0.650 |
5,930 |
44,852 |
-840 |
Jun00 |
000316 |
69.475 |
69.550 |
68.850 |
68.875 |
-0.600 |
4,176 |
39,787 |
+1,456 |
Aug00 |
000316 |
69.500 |
69.500 |
69.000 |
69.025 |
-0.425 |
1,256 |
21,009 |
+218 |
Oct00 |
000316 |
72.200 |
72.200 |
71.850 |
71.875 |
-0.300 |
749 |
11,365 |
+271 |
Dec00 |
000316 |
73.350 |
73.375 |
73.200 |
73.275 |
-0.025 |
113 |
4,507 |
-24 |
Feb01 |
000316 |
74.500 |
74.525 |
74.350 |
74.350 |
-0.125 |
49 |
2,883 |
+3 |
Total Volume and Open Interest |
12,333 |
126,406 |
+1,144 |
Feeder Cattle(CME) |
Mar00 |
000316 |
83.600 |
83.600 |
83.075 |
83.150 |
-0.400 |
639 |
4,009 |
-463 |
Apr00 |
000316 |
83.675 |
83.800 |
83.150 |
83.350 |
-0.275 |
589 |
5,443 |
+73 |
May00 |
000316 |
83.800 |
83.825 |
83.075 |
83.225 |
-0.450 |
739 |
7,538 |
+53 |
Aug00 |
000316 |
85.875 |
85.875 |
85.300 |
85.375 |
-0.500 |
169 |
5,591 |
+64 |
Sep00 |
000316 |
86.250 |
86.250 |
85.750 |
85.875 |
-0.325 |
41 |
1,499 |
-7 |
Oct00 |
000316 |
86.525 |
86.525 |
86.100 |
86.175 |
-0.250 |
81 |
1,405 |
+48 |
Nov00 |
000316 |
87.500 |
87.550 |
87.050 |
87.450 |
-0.050 |
|
|
|
Total Volume and Open Interest |
2,318 |
26,906 |
-237 |
Lean Hogs(CME) |
Apr00 |
000316 |
62.500 |
62.600 |
61.575 |
61.800 |
-0.475 |
3,931 |
18,963 |
-413 |
Jun00 |
000316 |
71.000 |
71.100 |
70.300 |
70.350 |
-0.550 |
4,259 |
22,898 |
+774 |
Jul00 |
000316 |
68.400 |
68.450 |
67.850 |
68.275 |
-0.250 |
538 |
6,076 |
+216 |
Aug00 |
000316 |
65.150 |
65.400 |
64.950 |
65.200 |
-0.025 |
338 |
5,563 |
+116 |
Oct00 |
000316 |
57.850 |
58.500 |
57.800 |
58.450 |
-0.100 |
137 |
2,837 |
+65 |
Dec00 |
000316 |
56.000 |
56.450 |
55.850 |
56.150 |
-0.100 |
102 |
1,540 |
+41 |
Feb01 |
000316 |
56.400 |
56.600 |
56.000 |
56.400 |
-0.300 |
1 |
249 |
+1 |
Apr01 |
000316 |
55.700 |
55.700 |
55.250 |
55.575 |
-0.725 |
0 |
55 |
+0 |
Total Volume and Open Interest |
9,306 |
58,191 |
+800 |
Pork Bellies(CME) |
Mar00 |
000316 |
94.900 |
95.200 |
94.100 |
94.950 |
+1.250 |
95 |
529 |
-112 |
May00 |
000316 |
92.800 |
93.600 |
92.250 |
93.325 |
+1.275 |
1,884 |
4,462 |
+87 |
Jul00 |
000316 |
90.450 |
91.100 |
90.050 |
90.725 |
+0.975 |
182 |
918 |
+57 |
Aug00 |
000316 |
86.250 |
87.950 |
86.250 |
86.325 |
+0.175 |
34 |
292 |
+9 |
Total Volume and Open Interest |
2,195 |
6,201 |
+41 |
Cocoa(NYBOT) |
Mar00 |
000316 |
910 |
910 |
862 |
878 |
+32 |
14 |
6 |
-8 |
May00 |
000316 |
908 |
947 |
902 |
935 |
+37 |
7,425 |
33,904 |
-563 |
Jul00 |
000316 |
934 |
973 |
930 |
963 |
+39 |
1,692 |
20,328 |
+321 |
Sep00 |
000316 |
960 |
999 |
956 |
987 |
+38 |
560 |
16,997 |
+149 |
Dec00 |
000316 |
998 |
1037 |
994 |
1022 |
+36 |
387 |
9,286 |
-52 |
Mar01 |
000316 |
1030 |
1058 |
1030 |
1058 |
+36 |
16 |
7,975 |
+16 |
May01 |
000316 |
1060 |
1092 |
1060 |
1085 |
+42 |
2 |
4,413 |
+1 |
Total Volume and Open Interest |
10,100 |
102,335 |
-132 |
Coffee "C"(NYBOT) |
Mar00 |
000316 |
103.50 |
106.75 |
103.50 |
106.35 |
+3.35 |
178 |
791 |
-158 |
May00 |
000316 |
103.75 |
107.15 |
103.75 |
106.65 |
+3.50 |
5,145 |
30,863 |
-436 |
Jul00 |
000316 |
106.70 |
109.40 |
106.60 |
109.35 |
+3.50 |
1,328 |
8,805 |
+108 |
Sep00 |
000316 |
109.50 |
112.05 |
109.50 |
112.05 |
+4.25 |
597 |
6,118 |
+112 |
Dec00 |
000316 |
112.75 |
115.30 |
112.75 |
115.30 |
+4.30 |
267 |
3,105 |
+104 |
Mar01 |
000316 |
118.55 |
118.55 |
118.55 |
118.55 |
+3.15 |
86 |
1,114 |
+1,114 |
Total Volume and Open Interest |
7,606 |
50,874 |
-237 |
Orange Juice(NYBOT) |
May00 |
000316 |
85.40 |
86.00 |
84.80 |
85.90 |
+0.35 |
3,356 |
12,107 |
-215 |
Jul00 |
000316 |
84.80 |
85.10 |
84.20 |
85.00 |
-0.05 |
396 |
3,298 |
+22 |
Sep00 |
000316 |
84.00 |
84.75 |
84.00 |
84.75 |
+0.50 |
139 |
1,934 |
-7 |
Nov00 |
000316 |
84.50 |
84.50 |
84.50 |
84.50 |
+0.05 |
63 |
888 |
-17 |
Jan01 |
000316 |
84.25 |
84.25 |
84.25 |
84.25 |
-0.25 |
23 |
627 |
-8 |
Total Volume and Open Interest |
3,983 |
19,622 |
-224 |
Sugar #11(NYBOT) |
May00 |
000316 |
5.32 |
5.35 |
5.25 |
5.34 |
+0.07 |
8,679 |
96,790 |
-33 |
Jul00 |
000316 |
5.36 |
5.40 |
5.32 |
5.39 |
+0.06 |
3,381 |
49,265 |
+161 |
Oct00 |
000316 |
5.73 |
5.78 |
5.70 |
5.77 |
+0.03 |
2,129 |
27,966 |
+719 |
Mar01 |
000316 |
6.05 |
6.08 |
6.02 |
6.05 |
-0.02 |
1,185 |
15,616 |
+619 |
May01 |
000316 |
6.17 |
6.17 |
6.16 |
6.16 |
+0.02 |
12 |
1,976 |
+12 |
Total Volume and Open Interest |
15,537 |
196,484 |
+1,629 |
London Cocoa(LCE) |
Mar00 |
000316 |
616 |
616 |
616 |
616 |
+7 |
1 |
55 |
+0 |
May00 |
000316 |
663 |
674 |
658 |
666 |
+7 |
2,253 |
34,136 |
-278 |
Jul00 |
000316 |
662 |
677 |
658 |
670 |
+14 |
3,174 |
36,039 |
+802 |
Sep00 |
000316 |
680 |
695 |
678 |
689 |
+13 |
1,014 |
27,655 |
-451 |
Dec00 |
000316 |
708 |
721 |
705 |
716 |
+13 |
553 |
23,171 |
+168 |
Mar01 |
000316 |
731 |
741 |
729 |
738 |
+13 |
75 |
15,369 |
+37 |
May01 |
000316 |
753 |
753 |
753 |
753 |
+13 |
22 |
9,010 |
+0 |
Total Volume and Open Interest |
7,112 |
152,983 |
+298 |
London Coffee(LCE) |
Mar00 |
000316 |
978.00 |
985.00 |
975.00 |
985.00 |
+11.00 |
162 |
272 |
-101 |
May00 |
000316 |
1009.00 |
1015.00 |
1000.00 |
1009.00 |
+8.00 |
2,320 |
35,188 |
+0 |
Jul00 |
000316 |
1015.00 |
1016.00 |
1007.00 |
1013.00 |
+9.00 |
1,331 |
15,956 |
+661 |
Sep00 |
000316 |
1020.00 |
1024.00 |
1013.00 |
1021.00 |
+11.00 |
397 |
5,476 |
+111 |
Nov00 |
000316 |
1031.00 |
1033.00 |
1028.00 |
1031.00 |
+10.00 |
165 |
2,975 |
+75 |
Jan01 |
000316 |
1040.00 |
1048.00 |
1040.00 |
1046.00 |
+8.00 |
25 |
851 |
+11 |
Total Volume and Open Interest |
4,400 |
61,111 |
+757 |
London Sugar(LCE) |
Mar00 |
000215 |
0.00 |
0.00 |
0.00 |
0.00 |
-170.90 |
3,691 |
87 |
-3,090 |
May00 |
000316 |
173.00 |
173.90 |
172.40 |
173.00 |
+0.50 |
1,374 |
21,240 |
+24 |
Aug00 |
000316 |
175.80 |
176.60 |
175.20 |
175.80 |
+0.30 |
198 |
13,707 |
-36 |
Oct00 |
000316 |
178.80 |
179.90 |
178.80 |
179.30 |
+0.30 |
309 |
5,359 |
+213 |
Dec00 |
000316 |
182.30 |
182.30 |
182.30 |
182.30 |
+0.80 |
36 |
116 |
-1 |
Total Volume and Open Interest |
1,920 |
41,129 |
+201 |
Cotton(NYBOT) |
May00 |
000316 |
62.80 |
63.20 |
62.45 |
62.54 |
-0.68 |
5,493 |
41,144 |
-469 |
Jul00 |
000316 |
64.10 |
64.40 |
63.80 |
63.93 |
-0.61 |
1,944 |
18,178 |
-47 |
Oct00 |
000316 |
64.30 |
64.30 |
63.95 |
63.95 |
-0.55 |
28 |
829 |
+13 |
Dec00 |
000316 |
63.95 |
64.45 |
63.80 |
63.91 |
-0.36 |
2,162 |
12,651 |
+522 |
Mar01 |
000316 |
65.00 |
65.00 |
64.85 |
64.85 |
-0.33 |
17 |
767 |
+12 |
May01 |
000316 |
65.35 |
65.35 |
65.35 |
65.35 |
-0.28 |
7 |
284 |
+7 |
Total Volume and Open Interest |
9,671 |
74,096 |
+39 |
Lumber(CME) |
May00 |
000316 |
337.7 |
337.7 |
332.5 |
335.9 |
-2.8 |
633 |
1,709 |
+33 |
Jul00 |
000316 |
340.5 |
341.7 |
336.3 |
340.6 |
-2.3 |
96 |
508 |
+30 |
Sep00 |
000316 |
336.7 |
337.0 |
335.2 |
337.0 |
-0.7 |
5 |
117 |
+2 |
Nov00 |
000316 |
328.1 |
329.6 |
327.8 |
329.5 |
-1.0 |
4 |
34 |
+2 |
Total Volume and Open Interest |
1,107 |
2,454 |
-139 |
Crude Oil(NYM) |
Apr00 |
000316 |
30.35 |
31.20 |
30.15 |
31.09 |
+0.37 |
65,989 |
84,079 |
-11,222 |
May00 |
000316 |
28.70 |
29.40 |
28.65 |
29.28 |
+0.25 |
57,613 |
120,481 |
+5,661 |
Jun00 |
000316 |
27.55 |
28.10 |
27.50 |
28.00 |
+0.22 |
21,257 |
66,291 |
+2,551 |
Jul00 |
000316 |
26.68 |
27.20 |
26.60 |
27.10 |
+0.22 |
5,783 |
43,591 |
+752 |
Aug00 |
000316 |
26.05 |
26.45 |
26.05 |
26.45 |
+0.22 |
2,513 |
24,979 |
+933 |
Sep00 |
000316 |
25.55 |
25.88 |
25.52 |
25.88 |
+0.22 |
2,277 |
18,443 |
-513 |
Oct00 |
000316 |
25.07 |
25.36 |
25.07 |
25.36 |
+0.22 |
857 |
17,748 |
+69 |
Nov00 |
000316 |
24.84 |
24.95 |
24.84 |
24.92 |
+0.21 |
593 |
13,983 |
-66 |
Dec00 |
000316 |
24.38 |
24.65 |
24.32 |
24.51 |
+0.21 |
4,135 |
37,639 |
-981 |
Jan01 |
000316 |
23.92 |
24.13 |
23.92 |
24.13 |
+0.21 |
1,569 |
16,302 |
-142 |
Total Volume and Open Interest |
166,688 |
537,108 |
-3,391 |
Heating Oil(NYM) |
Apr00 |
000316 |
70.50 |
72.80 |
70.35 |
72.03 |
+0.32 |
13,615 |
24,180 |
-1,238 |
May00 |
000316 |
68.00 |
69.90 |
67.60 |
69.53 |
+0.63 |
25,348 |
111,620 |
-1,233 |
Jun00 |
000316 |
66.20 |
68.00 |
66.00 |
67.63 |
+0.53 |
25,348 |
111,620 |
-1,233 |
Jul00 |
000316 |
64.90 |
67.00 |
64.80 |
66.48 |
+0.48 |
1,445 |
13,325 |
+23 |
Aug00 |
000316 |
65.90 |
66.23 |
65.90 |
66.23 |
+0.43 |
527 |
6,742 |
+340 |
Sep00 |
000316 |
65.65 |
66.60 |
65.60 |
66.53 |
+0.58 |
544 |
5,905 |
+273 |
Oct00 |
000316 |
66.15 |
67.20 |
66.15 |
66.83 |
+0.68 |
34 |
2,771 |
+2 |
Nov00 |
000316 |
67.13 |
67.13 |
67.13 |
67.13 |
+0.73 |
28 |
2,639 |
-2 |
Dec00 |
000316 |
66.10 |
67.60 |
66.10 |
67.43 |
+0.83 |
830 |
15,663 |
-11 |
Jan01 |
000316 |
67.30 |
67.43 |
67.30 |
67.43 |
+0.83 |
75 |
3,686 |
+6 |
Total Volume and Open Interest |
25,348 |
111,620 |
-1,233 |
Unleaded Gas(NYM) |
Apr00 |
000316 |
91.80 |
94.50 |
91.60 |
93.98 |
+0.70 |
15,274 |
32,622 |
+851 |
May00 |
000316 |
86.30 |
88.90 |
86.20 |
88.00 |
+0.66 |
11,133 |
26,808 |
+695 |
Jun00 |
000316 |
82.60 |
84.60 |
82.50 |
84.00 |
+0.51 |
3,325 |
17,692 |
-135 |
Jul00 |
000316 |
79.50 |
81.40 |
79.50 |
80.85 |
+0.51 |
1,365 |
9,196 |
+38 |
Aug00 |
000316 |
77.90 |
78.10 |
77.90 |
78.10 |
+0.66 |
1,389 |
7,312 |
+435 |
Sep00 |
000316 |
74.25 |
76.00 |
74.25 |
75.55 |
+0.71 |
353 |
8,782 |
+33 |
Oct00 |
000316 |
72.15 |
72.15 |
71.85 |
71.85 |
+0.71 |
129 |
2,200 |
+35 |
Nov00 |
000316 |
69.85 |
69.85 |
69.85 |
69.85 |
+0.71 |
|
|
|
Total Volume and Open Interest |
32,970 |
106,596 |
+1,952 |
Natural Gas(NYM) |
Apr00 |
000316 |
2.860 |
2.900 |
2.825 |
2.851 |
-0.015 |
36,163 |
51,632 |
-1,604 |
May00 |
000316 |
2.885 |
2.920 |
2.845 |
2.876 |
-0.005 |
9,660 |
34,692 |
+1,114 |
Jun00 |
000316 |
2.895 |
2.925 |
2.875 |
2.889 |
-0.007 |
4,968 |
23,356 |
+987 |
Jul00 |
000316 |
2.915 |
2.930 |
2.890 |
2.902 |
-0.008 |
3,189 |
18,207 |
+772 |
Aug00 |
000316 |
2.915 |
2.945 |
2.900 |
2.912 |
-0.009 |
1,766 |
15,384 |
+347 |
Sep00 |
000316 |
2.920 |
2.940 |
2.900 |
2.910 |
-0.012 |
1,684 |
17,937 |
-688 |
Oct00 |
000316 |
2.930 |
2.960 |
2.925 |
2.930 |
-0.012 |
1,687 |
17,211 |
+153 |
Nov00 |
000316 |
3.040 |
3.070 |
3.035 |
3.045 |
-0.010 |
1,560 |
12,473 |
+168 |
Total Volume and Open Interest |
65,111 |
296,320 |
+2,054 |
Brent Crude Oil(IPE) |
May00 |
000316 |
26.10 |
26.83 |
25.88 |
26.78 |
+0.31 |
40,113 |
79,370 |
-3,615 |
Jun00 |
000316 |
25.40 |
26.10 |
25.18 |
26.07 |
+0.24 |
18,487 |
40,603 |
+3,588 |
Jul00 |
000316 |
24.80 |
25.55 |
24.80 |
25.49 |
+0.35 |
5,965 |
17,534 |
-718 |
Aug00 |
000316 |
24.33 |
24.97 |
24.25 |
24.97 |
+0.36 |
2,237 |
12,018 |
+252 |
Sep00 |
000316 |
23.81 |
24.52 |
23.79 |
24.52 |
+0.38 |
1,426 |
12,446 |
+118 |
Oct00 |
000316 |
23.50 |
24.15 |
23.50 |
24.15 |
+0.39 |
957 |
12,748 |
+475 |
Nov00 |
000316 |
23.15 |
23.80 |
23.15 |
23.80 |
+0.39 |
674 |
6,240 |
-779 |
Dec00 |
000316 |
22.79 |
23.45 |
22.79 |
23.45 |
+0.39 |
2,683 |
27,303 |
-663 |
Total Volume and Open Interest |
99,151 |
264,532 |
-17,071 |
Gas Oil(IPE) |
Apr00 |
000316 |
209.50 |
214.75 |
205.00 |
214.50 |
+3.50 |
12,512 |
22,966 |
-2,854 |
May00 |
000316 |
204.75 |
208.00 |
200.50 |
207.50 |
+1.25 |
6,119 |
12,946 |
-104 |
Jun00 |
000316 |
201.00 |
204.25 |
198.50 |
203.75 |
-0.25 |
4,338 |
11,444 |
-700 |
Jul00 |
000316 |
199.50 |
202.25 |
197.50 |
202.25 |
+0.25 |
2,228 |
8,378 |
+657 |
Aug00 |
000316 |
197.50 |
200.50 |
197.50 |
199.50 |
-2.50 |
454 |
5,284 |
+63 |
Sep00 |
000316 |
198.00 |
200.00 |
198.00 |
200.00 |
-2.00 |
43 |
3,786 |
+35 |
Oct00 |
000316 |
200.00 |
200.00 |
200.00 |
200.00 |
-0.50 |
17 |
1,870 |
+17 |
Nov00 |
000316 |
200.25 |
200.25 |
200.25 |
200.25 |
+200.25 |
0 |
1,556 |
+0 |
Total Volume and Open Interest |
27,891 |
87,603 |
-1,788 |
US Dollar Index(NYBOT) |
Jun00 |
000316 |
105.23 |
105.31 |
104.63 |
104.80 |
-0.26 |
1,583 |
4,817 |
-98 |
Sep00 |
000316 |
104.49 |
104.49 |
104.49 |
104.49 |
-0.26 |
1,000 |
1,008 |
+1,000 |
Dec00 |
000316 |
104.18 |
104.18 |
104.18 |
104.18 |
-0.26 |
|
|
|
Total Volume and Open Interest |
2,650 |
6,722 |
+848 |
Australian Dollar(IMM) |
Jun00 |
000316 |
61.38 |
61.40 |
60.90 |
61.23 |
-0.14 |
693 |
20,521 |
-11 |
Sep00 |
000316 |
61.29 |
61.29 |
61.20 |
61.29 |
-0.14 |
0 |
4 |
+0 |
Dec00 |
000316 |
61.20 |
61.35 |
61.20 |
61.35 |
-0.14 |
2 |
50 |
+1 |
Total Volume and Open Interest |
695 |
20,585 |
-12,679 |
British Pound(IMM) |
Jun00 |
000316 |
157.12 |
157.80 |
156.94 |
157.62 |
+0.28 |
3,623 |
43,272 |
-161 |
Sep00 |
000316 |
157.68 |
157.70 |
156.90 |
157.68 |
+0.28 |
0 |
20 |
+0 |
Dec00 |
000316 |
158.00 |
158.00 |
157.00 |
157.80 |
+0.28 |
0 |
224 |
+0 |
Total Volume and Open Interest |
3,623 |
43,516 |
-28,677 |
Canadian Dollar(IMM) |
Jun00 |
000316 |
68.25 |
68.28 |
67.93 |
67.94 |
-0.33 |
8,867 |
42,284 |
+170 |
Sep00 |
000316 |
68.39 |
68.42 |
68.06 |
68.10 |
-0.33 |
100 |
5,879 |
+25 |
Dec00 |
000316 |
68.40 |
68.40 |
68.26 |
68.26 |
-0.33 |
53 |
1,652 |
+14 |
Mar01 |
000316 |
68.55 |
68.55 |
68.42 |
68.42 |
-0.33 |
20 |
389 |
+10 |
Total Volume and Open Interest |
9,040 |
50,303 |
-12,768 |
Japanese Yen(IMM) |
Jun00 |
000316 |
96.41 |
96.47 |
95.97 |
96.20 |
-0.04 |
10,875 |
69,541 |
-584 |
Sep00 |
000316 |
98.00 |
98.00 |
97.60 |
97.74 |
-0.05 |
202 |
826 |
+68 |
Dec00 |
000316 |
99.36 |
99.36 |
99.30 |
99.36 |
-0.06 |
26 |
354 |
+4 |
Total Volume and Open Interest |
11,103 |
70,721 |
-56,986 |
Swiss Franc(IMM) |
Jun00 |
000316 |
60.55 |
61.07 |
60.43 |
60.84 |
+0.22 |
8,029 |
45,013 |
-1,280 |
Sep00 |
000316 |
61.20 |
61.60 |
61.03 |
61.37 |
+0.22 |
0 |
166 |
+0 |
Dec00 |
000316 |
61.90 |
62.10 |
61.90 |
61.90 |
+0.22 |
2 |
4 |
+1 |
Total Volume and Open Interest |
8,031 |
45,183 |
-30,641 |
EuroFX(IMM) |
Jun00 |
000316 |
97.24 |
98.00 |
97.09 |
97.75 |
+0.34 |
11,344 |
50,539 |
+99 |
Sep00 |
000316 |
98.10 |
98.45 |
97.85 |
98.34 |
+0.34 |
67 |
466 |
-24 |
Dec00 |
000316 |
98.93 |
99.00 |
98.45 |
98.93 |
+0.34 |
0 |
32 |
+0 |
Total Volume and Open Interest |
11,411 |
51,037 |
-25,725 |
Mexican Peso(IMM) |
Mar00 |
000313 |
10640.0 |
10670.0 |
10640.0 |
10650.0 |
-78.0 |
341 |
7,827 |
-1,306 |
Jun00 |
000316 |
10460.0 |
10480.0 |
10440.0 |
10468.0 |
+8.0 |
6,471 |
17,409 |
-37 |
Total Volume and Open Interest |
6,917 |
20,884 |
-7,552 |
30-Year T-Bonds(CBOT) |
Mar00 |
000316 |
95~26 |
96~12 |
95~25 |
96~03 |
+0~09 |
16,537 |
39,300 |
-10,732 |
Jun00 |
000316 |
95~16 |
96~03 |
95~11 |
95~25 |
+0~10 |
282,247 |
500,948 |
+13,371 |
Sep00 |
000316 |
95~05 |
95~22 |
95~05 |
95~16 |
+0~10 |
130 |
752 |
-19 |
Total Volume and Open Interest |
298,974 |
541,613 |
+2,624 |
Municipal Bonds(CBOT) |
Mar00 |
000316 |
94~12 |
94~13 |
94~07 |
94~11 |
+0~01 |
2,131 |
6,954 |
-1,179 |
Jun00 |
000316 |
93~21 |
93~29 |
93~17 |
93~22 |
unch |
4,268 |
13,521 |
+1,202 |
Total Volume and Open Interest |
6,399 |
20,475 |
+23 |
10-Year T-Notes(CBOT) |
Mar00 |
000316 |
96~250 |
97~030 |
96~220 |
96~310 |
+0~075 |
6,172 |
20,572 |
-7,833 |
Jun00 |
000316 |
96~135 |
96~250 |
96~110 |
96~210 |
+0~075 |
180,143 |
545,371 |
-8,774 |
Total Volume and Open Interest |
186,316 |
566,238 |
-16,607 |
5-Year T-Notes(CBOT) |
Mar00 |
000316 |
98~045 |
98~065 |
98~020 |
98~050 |
+0~035 |
7,438 |
27,409 |
-2,365 |
Jun00 |
000316 |
97~235 |
97~290 |
97~210 |
97~265 |
+0~040 |
103,998 |
401,922 |
+3,639 |
Total Volume and Open Interest |
111,436 |
429,331 |
+1,274 |
2 Year T-Notes(CBOT) |
Mar00 |
000316 |
99~016 |
99~018 |
99~010 |
99~018 |
+0~003 |
339 |
4,826 |
-318 |
Jun00 |
000316 |
98~111 |
98~119 |
98~106 |
98~118 |
+0~006 |
2,349 |
39,959 |
+128 |
Total Volume and Open Interest |
2,688 |
44,785 |
-190 |
3-Mth T-Bills(IMM) |
Jun00 |
000316 |
94.04 |
94.04 |
94.00 |
94.04 |
unch |
|
|
|
Total Volume and Open Interest |
4 |
707 |
-1,560 |
Eurodollars(IMM) |
Jun00 |
000316 |
93.405 |
93.420 |
93.390 |
93.415 |
unch |
48,277 |
530,312 |
+8 |
Sep00 |
000316 |
93.135 |
93.155 |
93.110 |
93.145 |
unch |
96,765 |
455,127 |
-23 |
Dec00 |
000316 |
92.920 |
92.950 |
92.900 |
92.935 |
+0.010 |
62,793 |
351,116 |
+7,737 |
Mar01 |
000316 |
92.845 |
92.880 |
92.830 |
92.870 |
+0.020 |
67,564 |
297,335 |
+5,254 |
Jun01 |
000316 |
92.755 |
92.785 |
92.730 |
92.780 |
+0.025 |
31,388 |
198,831 |
+2,082 |
Sep01 |
000316 |
92.705 |
92.745 |
92.700 |
92.740 |
+0.035 |
25,551 |
161,721 |
+4,657 |
Dec01 |
000316 |
92.630 |
92.680 |
92.630 |
92.670 |
+0.030 |
16,851 |
127,532 |
+1,725 |
Mar02 |
000316 |
92.675 |
92.715 |
92.665 |
92.710 |
+0.030 |
24,651 |
116,710 |
+8,012 |
Jun02 |
000316 |
92.680 |
92.715 |
92.670 |
92.710 |
+0.035 |
5,860 |
89,383 |
+1,591 |
Sep02 |
000316 |
92.695 |
92.715 |
92.685 |
92.710 |
+0.040 |
8,015 |
81,267 |
+1,281 |
Dec02 |
000316 |
92.630 |
92.655 |
92.625 |
92.655 |
+0.045 |
7,860 |
70,732 |
+1,105 |
Mar03 |
000316 |
92.655 |
92.695 |
92.655 |
92.695 |
+0.045 |
5,946 |
61,531 |
+68 |
Total Volume and Open Interest |
449,812 |
2,953,557 |
+46,044 |
3-Mth Euro-Yen(IMM) |
Mar00 |
000310 |
99.88 |
99.88 |
99.87 |
99.88 |
unch |
1,060 |
15,157 |
-915 |
Jun00 |
000316 |
99.79 |
99.79 |
99.79 |
99.79 |
-0.02 |
3,266 |
20,411 |
+523 |
Sep00 |
000316 |
99.65 |
99.65 |
99.65 |
99.65 |
-0.04 |
290 |
14,478 |
+159 |
Dec00 |
000316 |
99.48 |
99.49 |
99.48 |
99.49 |
-0.04 |
474 |
10,086 |
+29 |
Mar01 |
000316 |
99.34 |
99.35 |
99.34 |
99.35 |
-0.04 |
481 |
16,621 |
-302 |
Jun01 |
000316 |
99.21 |
99.21 |
99.21 |
99.21 |
-0.04 |
57 |
4,763 |
+46 |
Sep01 |
000316 |
99.05 |
99.06 |
99.04 |
99.04 |
-0.06 |
29 |
9,557 |
-817 |
Dec01 |
000316 |
98.89 |
98.89 |
98.89 |
98.89 |
-0.05 |
0 |
1,154 |
+0 |
Mar02 |
000316 |
98.74 |
98.74 |
98.74 |
98.74 |
-0.06 |
1,000 |
1,379 |
+1,000 |
Jun02 |
000316 |
98.64 |
98.64 |
98.64 |
98.64 |
unch |
0 |
79 |
+0 |
Total Volume and Open Interest |
5,597 |
78,588 |
-12,787 |
3-Mth Euro-Yen(SIMEX) |
Jun00 |
000316 |
99.82 |
99.82 |
99.79 |
99.79 |
-0.02 |
9,233 |
86,370 |
-4,651 |
Sep00 |
000316 |
99.69 |
99.69 |
99.65 |
99.65 |
-0.04 |
2,552 |
78,166 |
-2,648 |
Dec00 |
000316 |
99.52 |
99.52 |
99.48 |
99.49 |
-0.04 |
3,559 |
58,507 |
+296 |
Mar01 |
000316 |
99.39 |
99.39 |
99.35 |
99.35 |
-0.04 |
4,681 |
59,692 |
+55,583 |
Jun01 |
000316 |
99.24 |
99.25 |
99.21 |
99.21 |
-0.05 |
5,596 |
55,928 |
+394 |
Sep01 |
000316 |
99.09 |
99.09 |
99.05 |
99.05 |
-0.06 |
946 |
47,320 |
-1,146 |
Dec01 |
000316 |
98.92 |
98.92 |
98.88 |
98.88 |
-0.05 |
131 |
9,968 |
+356 |
Mar02 |
000316 |
98.76 |
98.76 |
98.75 |
98.75 |
-0.06 |
0 |
4,109 |
+4,109 |
Total Volume and Open Interest |
26,698 |
402,361 |
+52,293 |
German Euro-Bund(EUREX) |
Jun00 |
000316 |
104.37 |
104.99 |
104.23 |
104.78 |
+0.29 |
763,179 |
567,524 |
+28,080 |
Sep00 |
000316 |
103.85 |
104.36 |
103.85 |
104.27 |
+0.34 |
3,448 |
6,053 |
+44 |
Dec00 |
000316 |
103.78 |
103.78 |
103.78 |
103.78 |
+103.78 |
0 |
510 |
+510 |
Total Volume and Open Interest |
766,627 |
574,087 |
+28,485 |
German Euro-Bobl(EUREX) |
Jun00 |
000316 |
103.10 |
103.48 |
103.02 |
103.38 |
+0.23 |
265,031 |
318,101 |
+8,526 |
Sep00 |
000316 |
103.10 |
103.10 |
103.08 |
103.08 |
+103.08 |
0 |
2,993 |
+2,993 |
Dec00 |
000316 |
102.58 |
102.58 |
102.58 |
102.58 |
+0.30 |
|
|
|
Total Volume and Open Interest |
281,594 |
312,568 |
+10,678 |
Long Gilt(LIFFE) |
Mar00 |
000316 |
113~29 |
114~09 |
113~28 |
114~09 |
+1~04 |
1,759 |
9,113 |
-901 |
Jun00 |
000316 |
112~28 |
114~03 |
112~26 |
113~29 |
+0~28 |
19,860 |
65,000 |
+365 |
Total Volume and Open Interest |
21,619 |
74,113 |
-536 |
3-Mth Short Sterling(LIFFE) |
Jun00 |
000316 |
93.40 |
93.45 |
93.37 |
93.44 |
+0.04 |
51,725 |
186,244 |
+423 |
Sep00 |
000316 |
93.23 |
93.30 |
93.20 |
93.28 |
+0.04 |
35,685 |
179,533 |
-486 |
Dec00 |
000316 |
93.12 |
93.18 |
93.09 |
93.16 |
+0.03 |
14,356 |
93,200 |
+803 |
Total Volume and Open Interest |
139,479 |
720,813 |
-155,837 |
3-Mth Euribor(LIFFE) |
Jun00 |
000316 |
95.810 |
95.885 |
95.805 |
95.870 |
+0.050 |
66,336 |
330,121 |
+2,086 |
Sep00 |
000316 |
95.535 |
95.625 |
95.520 |
95.615 |
+0.075 |
47,660 |
295,023 |
+2,529 |
Dec00 |
000316 |
95.305 |
95.385 |
95.290 |
95.375 |
+0.065 |
22,828 |
157,380 |
+4,904 |
Total Volume and Open Interest |
195,523 |
1,221,873 |
+13,281 |
3-Mth Aus T-Bills(SFE) |
Mar00 |
000309 |
94.15 |
94.18 |
94.12 |
94.15 |
-0.03 |
4,788 |
0 |
+0 |
Jun00 |
000316 |
93.87 |
93.90 |
93.85 |
93.88 |
-0.01 |
6,714 |
0 |
+0 |
Sep00 |
000316 |
93.51 |
93.53 |
93.49 |
93.53 |
unch |
2,940 |
0 |
+0 |
Dec00 |
000316 |
93.31 |
93.31 |
93.29 |
93.31 |
-0.01 |
473 |
0 |
+0 |
Mar01 |
000316 |
93.16 |
93.16 |
93.14 |
93.16 |
-0.01 |
201 |
0 |
+0 |
Jun01 |
000316 |
93.05 |
93.06 |
93.04 |
93.06 |
+0.01 |
177 |
0 |
+0 |
Sep01 |
000316 |
92.95 |
92.97 |
92.95 |
92.97 |
+0.01 |
53 |
0 |
+0 |
Dec01 |
000316 |
92.88 |
92.89 |
92.86 |
92.89 |
unch |
136 |
0 |
+0 |
Mar02 |
000316 |
92.80 |
92.83 |
92.80 |
92.83 |
-0.02 |
40 |
0 |
+0 |
Jun02 |
000316 |
92.76 |
92.76 |
92.75 |
92.75 |
-0.04 |
40 |
0 |
+0 |
Total Volume and Open Interest |
10,774 |
411,283 |
-2,178 |
10-Year Aus T-Bonds(SFE) |
Jun00 |
000316 |
93.39 |
93.47 |
93.37 |
93.45 |
+0.03 |
3,971 |
0 |
+0 |
Total Volume and Open Interest |
3,971 |
116,953 |
-2,468 |
3-Year Aus T-Bonds(SFE) |
Jun00 |
000316 |
93.51 |
93.53 |
93.47 |
93.52 |
-0.02 |
8,020 |
0 |
+0 |
Total Volume and Open Interest |
8,020 |
188,424 |
+14,438 |
Gold(CMX) |
Apr00 |
000316 |
289.3 |
289.4 |
286.3 |
287.0 |
-2.6 |
10,300 |
64,128 |
+1,210 |
Jun00 |
000316 |
292.0 |
292.0 |
288.7 |
289.6 |
-2.7 |
2,201 |
31,261 |
+765 |
Aug00 |
000316 |
293.6 |
294.0 |
291.5 |
292.2 |
-2.7 |
148 |
12,678 |
-54 |
Oct00 |
000316 |
294.5 |
294.8 |
294.5 |
294.8 |
-2.7 |
0 |
3,769 |
+0 |
Dec00 |
000316 |
300.0 |
300.2 |
297.5 |
297.5 |
-2.6 |
105 |
19,894 |
-33 |
Feb01 |
000316 |
300.0 |
300.0 |
299.7 |
299.7 |
-2.6 |
0 |
6,412 |
+0 |
Total Volume and Open Interest |
12,827 |
163,361 |
+1,817 |
Silver(CMX) |
Mar00 |
000316 |
510.0 |
511.0 |
507.5 |
508.7 |
-4.0 |
37 |
172 |
-31 |
May00 |
000316 |
516.0 |
516.5 |
509.0 |
512.5 |
-4.0 |
9,381 |
53,527 |
-758 |
Jul00 |
000316 |
519.0 |
520.5 |
512.5 |
516.0 |
-4.0 |
750 |
7,973 |
+243 |
Sep00 |
000316 |
517.0 |
519.2 |
517.0 |
519.2 |
-4.0 |
70 |
2,121 |
-44 |
Dec00 |
000316 |
525.0 |
525.0 |
520.0 |
521.5 |
-4.0 |
9 |
5,984 |
+4 |
Total Volume and Open Interest |
10,247 |
73,695 |
-586 |
Platinum(NYM) |
Apr00 |
000316 |
482.0 |
485.0 |
480.0 |
481.7 |
+3.4 |
507 |
7,164 |
-150 |
Jul00 |
000316 |
476.5 |
478.0 |
473.5 |
474.7 |
+2.9 |
112 |
1,542 |
+60 |
Oct00 |
000316 |
465.7 |
465.7 |
465.7 |
465.7 |
+2.9 |
|
|
|
Jan01 |
000316 |
458.7 |
458.7 |
458.7 |
458.7 |
+2.9 |
|
|
|
Total Volume and Open Interest |
619 |
8,785 |
-90 |
Palladium(NYME) |
Mar00 |
000316 |
720.00 |
720.00 |
720.00 |
720.00 |
+14.00 |
20 |
23 |
+23 |
Jun00 |
000316 |
710.00 |
719.00 |
710.00 |
713.00 |
+14.00 |
80 |
2,273 |
-6 |
Sep00 |
000316 |
706.00 |
706.00 |
706.00 |
706.00 |
+14.00 |
|
|
|
Total Volume and Open Interest |
100 |
2,339 |
+4 |
Copper(CMX) |
Mar00 |
000316 |
80.35 |
81.05 |
79.90 |
81.05 |
+0.90 |
224 |
744 |
-69 |
May00 |
000316 |
81.30 |
82.25 |
80.60 |
81.95 |
+0.85 |
6,775 |
39,029 |
+619 |
Jul00 |
000316 |
81.95 |
83.00 |
81.50 |
82.70 |
+0.80 |
461 |
6,976 |
+36 |
Sep00 |
000316 |
82.60 |
83.40 |
82.60 |
83.35 |
+0.75 |
26 |
4,832 |
+12 |
Dec00 |
000316 |
83.60 |
84.20 |
83.20 |
84.00 |
+0.70 |
107 |
3,761 |
-62 |
Total Volume and Open Interest |
7,957 |
67,828 |
+541 |
DJIA Index(CBOT) |
Mar00 |
000316 |
10200 |
10685 |
10155 |
10680 |
+523 |
4,896 |
8,206 |
-2,539 |
Jun00 |
000316 |
10320 |
10815 |
10280 |
10805 |
+525 |
27,982 |
13,751 |
+1,464 |
Sep00 |
000316 |
10460 |
10945 |
10458 |
10939 |
+529 |
2 |
589 |
+1 |
Dec00 |
000316 |
11086 |
11086 |
11086 |
11086 |
+534 |
2 |
1,267 |
+1 |
Total Volume and Open Interest |
32,885 |
23,819 |
-1,070 |
S & P 500(CME) |
Mar00 |
000316 |
1408.00 |
1462.00 |
1406.00 |
1459.00 |
+63.80 |
37,395 |
88,362 |
-21,071 |
Jun00 |
000316 |
1427.00 |
1481.00 |
1423.00 |
1478.00 |
+64.80 |
137,509 |
346,118 |
+18,226 |
Sep00 |
000316 |
1445.00 |
1500.60 |
1444.60 |
1498.50 |
+65.90 |
155 |
5,124 |
-32 |
Dec00 |
000316 |
1482.00 |
1520.80 |
1482.00 |
1520.50 |
+67.70 |
5 |
2,940 |
+4 |
Total Volume and Open Interest |
175,494 |
443,029 |
-2,679 |
S & P 500 E-Mini(Globex) |
Mar00 |
000316 |
1396.00 |
1469.00 |
1395.75 |
1459.00 |
+63.75 |
1,377 |
20,474 |
-4,660 |
Jun00 |
000316 |
1413.25 |
1481.50 |
1412.25 |
1478.00 |
+64.75 |
84,513 |
16,204 |
+4,147 |
Total Volume and Open Interest |
85,890 |
36,678 |
-513 |
NASDAQ 100(CME) |
Mar00 |
000316 |
4200.00 |
4375.00 |
4065.00 |
4359.50 |
+249.00 |
3,995 |
11,949 |
-2,827 |
Jun00 |
000316 |
4255.00 |
4434.00 |
4110.00 |
4414.50 |
+252.00 |
32,585 |
32,393 |
+2,362 |
Sep00 |
000316 |
4470.50 |
4470.50 |
4470.50 |
4470.50 |
+252.00 |
0 |
12 |
+0 |
Total Volume and Open Interest |
36,580 |
44,354 |
-465 |
NASDAQ 100 E-Mini(GLOBEX) |
Mar00 |
000316 |
4155.0 |
4400.0 |
4057.0 |
4359.5 |
+249.0 |
895 |
8,318 |
-727 |
Jun00 |
000316 |
4172.0 |
4432.0 |
4108.0 |
4414.5 |
+252.0 |
33,240 |
6,541 |
+783 |
Total Volume and Open Interest |
34,135 |
14,859 |
+56 |
NYSE Composite(NYBOT) |
Mar00 |
000316 |
611.25 |
636.65 |
611.25 |
636.65 |
+30.25 |
344 |
1,142 |
-128 |
Jun00 |
000316 |
617.50 |
644.00 |
617.00 |
643.65 |
+30.25 |
1,287 |
2,540 |
-7 |
Sep00 |
000316 |
650.65 |
650.65 |
650.65 |
650.65 |
+30.25 |
0 |
250 |
+250 |
Total Volume and Open Interest |
0 |
3,719 |
+0 |
S & P Midcap 400(CME) |
Mar00 |
000316 |
461.00 |
484.65 |
461.00 |
484.65 |
+26.05 |
1,094 |
3,921 |
-1,262 |
Jun00 |
000316 |
469.00 |
493.50 |
464.70 |
490.75 |
+26.15 |
2,164 |
12,087 |
+1,208 |
Sep00 |
000316 |
493.55 |
495.70 |
493.55 |
493.55 |
+26.15 |
2 |
0 |
+0 |
Total Volume and Open Interest |
3,260 |
16,008 |
-54 |
Russell 2000(CME) |
Mar00 |
000316 |
549.00 |
581.50 |
548.00 |
581.50 |
+22.50 |
999 |
3,111 |
-941 |
Jun00 |
000316 |
571.00 |
589.50 |
550.55 |
589.00 |
+23.00 |
3,546 |
11,329 |
+924 |
Sep00 |
000316 |
595.50 |
595.50 |
595.50 |
595.50 |
+23.00 |
|
|
|
Total Volume and Open Interest |
4,545 |
14,440 |
-17 |
Value Line(KCBT) |
Mar00 |
000316 |
1008.00 |
1048.00 |
1008.00 |
1048.00 |
+48.75 |
40 |
238 |
-23 |
Total Volume and Open Interest |
136 |
331 |
-1 |
Nikkei 225(CME) |
Jun00 |
000316 |
19280 |
19450 |
19170 |
19440 |
+275 |
1,163 |
12,222 |
+593 |
Sep00 |
000316 |
19440 |
19440 |
19440 |
19440 |
+275 |
0 |
2 |
+0 |
Total Volume and Open Interest |
1,163 |
12,224 |
+588 |
Nikkei 225(SIMEX) |
Jun00 |
000316 |
19070 |
19210 |
18835 |
19190 |
+200 |
16,570 |
91,442 |
-5,515 |
Sep00 |
000316 |
19195 |
19195 |
19195 |
19195 |
+200 |
0 |
8,978 |
+0 |
Dec00 |
000316 |
19170 |
19170 |
19170 |
19170 |
+200 |
0 |
1,001 |
+0 |
Total Volume and Open Interest |
19,568 |
123,454 |
+306 |
CAC 40(MATIF) |
Mar00 |
000316 |
6253.5 |
6410.0 |
6241.0 |
6410.0 |
+180.0 |
63,610 |
158,848 |
-4,113 |
Apr00 |
000316 |
6259.5 |
6365.0 |
6251.5 |
6365.0 |
+95.0 |
2,015 |
4,479 |
-352 |
May00 |
000316 |
6262.0 |
6274.5 |
6262.0 |
6274.5 |
+44.5 |
0 |
15 |
+0 |
Total Volume and Open Interest |
69,203 |
228,136 |
-1,794 |
DAX Index(EUREX) |
Mar00 |
000316 |
7520.0 |
7640.5 |
7467.5 |
7596.5 |
+150.5 |
102,857 |
289,540 |
-1,873 |
Jun00 |
000316 |
7572.0 |
7695.0 |
7524.0 |
7650.5 |
+150.5 |
51,950 |
248,107 |
+19,685 |
Sep00 |
000316 |
7612.0 |
7769.5 |
7612.0 |
7729.0 |
+152.5 |
20 |
1,452 |
+31 |
Total Volume and Open Interest |
154,827 |
539,099 |
+17,843 |
FT-SE 100(LIFFE) |
Mar00 |
000316 |
6527.00 |
6635.00 |
6485.00 |
6628.00 |
+163.00 |
62,907 |
67,641 |
-18,582 |
Jun00 |
000316 |
6540.00 |
6707.00 |
6540.00 |
6698.00 |
+165.50 |
40,332 |
171,656 |
+26,628 |
Sep00 |
000316 |
6701.00 |
6766.00 |
6701.00 |
6766.00 |
+163.00 |
0 |
1,190 |
+0 |
Total Volume and Open Interest |
105,051 |
240,487 |
+8,046 |
SPI 200(SFE) |
Mar00 |
000316 |
3199.0 |
3210.0 |
3193.0 |
3208.0 |
+28.0 |
1,795 |
0 |
+0 |
Jun00 |
000316 |
3215.0 |
3220.0 |
3206.0 |
3217.0 |
+25.0 |
253 |
0 |
+0 |
Sep00 |
000316 |
3234.0 |
3234.0 |
3234.0 |
3234.0 |
+28.0 |
208 |
0 |
+0 |
Total Volume and Open Interest |
2,256 |
250,996 |
+7,482 |
GSCI(CME) |
Apr00 |
000316 |
211.50 |
215.10 |
211.40 |
214.00 |
+0.25 |
622 |
37,059 |
+453 |
May00 |
000316 |
211.30 |
211.50 |
209.70 |
211.30 |
+0.40 |
0 |
5 |
+0 |
Jun00 |
000316 |
207.40 |
208.00 |
206.20 |
207.40 |
+0.10 |
0 |
43 |
+0 |
Total Volume and Open Interest |
936 |
38,350 |
+260 |
Bridge CRB Index(NYBOT) |
Apr00 |
000316 |
214.20 |
215.80 |
214.20 |
215.05 |
+0.75 |
108 |
1,565 |
-47 |
Jun00 |
000316 |
215.40 |
216.90 |
215.40 |
216.25 |
+0.75 |
6 |
1,131 |
-5 |
Aug00 |
000316 |
216.95 |
216.95 |
216.95 |
216.95 |
+0.75 |
0 |
544 |
+0 |
Total Volume and Open Interest |
114 |
3,242 |
-52 |
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
|
|