 |
MRCI's Free Historical Futures Prices |
Daily Futures Price Listing Mon March 20, 2000 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
May00 |
000320 |
526.00 |
529.50 |
523.50 |
525.75 |
-11.75 |
40,729 |
80,142 |
+3,241 |
Jul00 |
000320 |
536.00 |
540.50 |
534.00 |
536.75 |
-11.00 |
11,072 |
51,312 |
+1,103 |
Aug00 |
000320 |
540.00 |
543.00 |
537.50 |
539.25 |
-10.50 |
1,436 |
7,067 |
+285 |
Sep00 |
000320 |
540.00 |
544.50 |
539.00 |
540.75 |
-10.50 |
516 |
4,952 |
+270 |
Nov00 |
000320 |
546.00 |
551.50 |
545.00 |
548.50 |
-10.00 |
5,512 |
31,611 |
+476 |
Jan01 |
000320 |
554.00 |
558.00 |
552.50 |
556.00 |
-10.00 |
100 |
2,437 |
+40 |
Mar01 |
000320 |
561.50 |
565.00 |
560.00 |
563.75 |
-10.25 |
55 |
1,093 |
+17 |
Total Volume and Open Interest |
59,501 |
179,269 |
+5,501 |
Soybean Meal(CBOT) |
May00 |
000320 |
168.50 |
170.00 |
167.30 |
167.70 |
-4.10 |
15,169 |
57,660 |
+1,204 |
Jul00 |
000320 |
169.50 |
171.40 |
169.30 |
169.40 |
-4.40 |
3,949 |
37,902 |
+262 |
Aug00 |
000320 |
170.00 |
171.50 |
169.50 |
169.70 |
-4.30 |
2,960 |
9,194 |
+669 |
Sep00 |
000320 |
170.80 |
171.50 |
169.80 |
170.00 |
-4.10 |
1,133 |
5,540 |
+378 |
Oct00 |
000320 |
171.00 |
171.50 |
170.00 |
170.20 |
-3.90 |
377 |
5,133 |
-11 |
Dec00 |
000320 |
173.50 |
174.10 |
172.30 |
172.50 |
-3.60 |
1,748 |
12,350 |
+619 |
Jan01 |
000320 |
173.00 |
173.00 |
173.00 |
173.00 |
-3.00 |
60 |
821 |
+50 |
Mar01 |
000320 |
175.00 |
175.00 |
174.00 |
174.10 |
-3.90 |
9 |
567 |
-1 |
Total Volume and Open Interest |
25,405 |
129,192 |
+3,170 |
Soybean Oil(CBOT) |
May00 |
000320 |
17.50 |
17.60 |
17.26 |
17.46 |
-0.39 |
24,579 |
58,482 |
+6,728 |
Jul00 |
000320 |
17.80 |
17.90 |
17.60 |
17.79 |
-0.39 |
9,378 |
38,032 |
+3,235 |
Aug00 |
000320 |
18.00 |
18.00 |
17.75 |
17.94 |
-0.36 |
555 |
8,708 |
+237 |
Sep00 |
000320 |
18.15 |
18.18 |
17.85 |
18.09 |
-0.34 |
303 |
7,082 |
+147 |
Oct00 |
000320 |
18.30 |
18.30 |
18.10 |
18.24 |
-0.31 |
159 |
6,327 |
-36 |
Dec00 |
000320 |
18.59 |
18.65 |
18.40 |
18.63 |
-0.37 |
1,114 |
17,015 |
+140 |
Jan01 |
000320 |
18.80 |
18.98 |
18.80 |
18.93 |
-0.42 |
328 |
8,183 |
+291 |
Mar01 |
000320 |
19.05 |
19.17 |
19.05 |
19.17 |
-0.36 |
13 |
1,952 |
+3 |
Total Volume and Open Interest |
36,429 |
149,923 |
+10,745 |
Canola(WCE) |
Mar00 |
000320 |
260.5 |
260.5 |
260.5 |
260.5 |
unch |
|
|
|
May00 |
000320 |
265.0 |
265.5 |
262.1 |
263.3 |
-7.8 |
8,786 |
32,855 |
-131 |
Jul00 |
000320 |
269.0 |
270.5 |
267.8 |
269.1 |
-7.5 |
3,309 |
22,727 |
+1,178 |
Aug00 |
000320 |
273.0 |
273.3 |
270.8 |
272.0 |
-7.9 |
29 |
2,524 |
+0 |
Sep00 |
000320 |
277.5 |
277.5 |
273.6 |
274.5 |
-8.3 |
1 |
535 |
+1 |
Total Volume and Open Interest |
14,555 |
70,269 |
+1,612 |
Corn(CBOT) |
May00 |
000320 |
234.50 |
237.25 |
233.50 |
235.75 |
-5.00 |
47,338 |
201,805 |
+4,011 |
Jul00 |
000320 |
243.00 |
245.50 |
242.00 |
244.00 |
-5.00 |
20,217 |
141,981 |
+3,286 |
Sep00 |
000320 |
250.00 |
252.25 |
249.00 |
250.75 |
-4.75 |
3,700 |
41,436 |
+477 |
Nov00 |
000320 |
254.50 |
256.75 |
254.50 |
255.50 |
-4.25 |
15 |
899 |
-9 |
Dec00 |
000320 |
257.00 |
260.25 |
256.50 |
259.25 |
-4.50 |
17,745 |
102,405 |
+5,554 |
Jan01 |
000320 |
263.00 |
263.00 |
261.50 |
262.50 |
-4.25 |
0 |
16 |
+0 |
Total Volume and Open Interest |
90,932 |
507,817 |
+14,356 |
Wheat(CBOT) |
May00 |
000320 |
266.00 |
268.25 |
266.00 |
266.25 |
-6.00 |
17,957 |
60,485 |
-818 |
Jul00 |
000320 |
278.00 |
279.50 |
277.50 |
277.75 |
-5.75 |
7,351 |
39,186 |
+1,007 |
Sep00 |
000320 |
288.00 |
289.50 |
287.50 |
288.50 |
-5.75 |
406 |
7,244 |
+32 |
Dec00 |
000320 |
303.50 |
304.50 |
302.50 |
303.50 |
-5.25 |
1,455 |
12,918 |
+470 |
Mar01 |
000320 |
313.50 |
314.50 |
313.50 |
314.50 |
-4.00 |
173 |
507 |
+103 |
Total Volume and Open Interest |
27,349 |
120,772 |
+798 |
Wheat(KCBT) |
Mar00 |
000320 |
288.50 |
288.50 |
288.00 |
288.00 |
-0.50 |
14 |
23 |
-1 |
May00 |
000320 |
294.50 |
295.75 |
294.25 |
294.75 |
-5.00 |
3,900 |
27,717 |
-435 |
Jul00 |
000320 |
304.50 |
306.50 |
304.50 |
305.25 |
-4.75 |
3,429 |
25,522 |
+128 |
Sep00 |
000320 |
312.50 |
315.25 |
312.50 |
314.25 |
-3.25 |
167 |
3,071 |
+141 |
Dec00 |
000320 |
326.00 |
328.50 |
326.00 |
328.50 |
-3.50 |
736 |
6,723 |
+229 |
Total Volume and Open Interest |
8,251 |
63,711 |
+64 |
Wheat(MGE) |
Mar00 |
000320 |
312.00 |
312.00 |
312.00 |
312.00 |
unch |
|
|
|
May00 |
000320 |
323.50 |
324.75 |
322.50 |
324.50 |
-3.25 |
2,194 |
11,863 |
+141 |
Jul00 |
000320 |
334.50 |
335.25 |
333.00 |
334.50 |
-3.75 |
1,362 |
7,092 |
-113 |
Sep00 |
000320 |
344.00 |
344.50 |
343.00 |
343.00 |
-4.25 |
528 |
2,955 |
+143 |
Dec00 |
000320 |
355.00 |
355.50 |
355.00 |
355.00 |
-3.25 |
25 |
1,385 |
+11 |
Total Volume and Open Interest |
4,111 |
23,436 |
+184 |
Oats(CBOT) |
May00 |
000320 |
121.00 |
121.50 |
120.50 |
121.50 |
-0.50 |
571 |
5,566 |
-188 |
Jul00 |
000320 |
119.50 |
120.25 |
119.25 |
120.25 |
-0.25 |
324 |
7,344 |
+109 |
Sep00 |
000320 |
122.50 |
122.50 |
122.25 |
122.25 |
-1.00 |
26 |
1,433 |
+6 |
Dec00 |
000320 |
128.00 |
128.50 |
127.75 |
128.50 |
-0.50 |
192 |
2,945 |
+77 |
Total Volume and Open Interest |
1,113 |
17,732 |
+4 |
Rough Rice(CBOT) |
Mar00 |
000320 |
5.62 |
5.62 |
5.62 |
5.62 |
-0.10 |
0 |
46 |
-35 |
May00 |
000320 |
5.88 |
5.88 |
5.79 |
5.82 |
-0.09 |
380 |
4,242 |
+32 |
Jul00 |
000320 |
6.06 |
6.12 |
6.05 |
6.06 |
-0.10 |
74 |
1,523 |
+15 |
Sep00 |
000320 |
6.77 |
6.77 |
6.77 |
6.77 |
-0.09 |
27 |
392 |
+12 |
Total Volume and Open Interest |
519 |
6,983 |
+35 |
Live Cattle(CME) |
Apr00 |
000320 |
72.400 |
72.675 |
72.100 |
72.200 |
+0.275 |
5,889 |
43,289 |
-764 |
Jun00 |
000320 |
69.050 |
69.150 |
68.700 |
68.725 |
unch |
2,484 |
40,603 |
+117 |
Aug00 |
000320 |
69.250 |
69.550 |
69.050 |
69.175 |
+0.150 |
1,168 |
21,284 |
+289 |
Oct00 |
000320 |
72.075 |
72.475 |
72.050 |
72.050 |
+0.175 |
536 |
11,683 |
+113 |
Dec00 |
000320 |
73.500 |
73.900 |
73.500 |
73.500 |
+0.200 |
178 |
4,692 |
+97 |
Feb01 |
000320 |
74.500 |
74.900 |
74.450 |
74.450 |
+0.200 |
104 |
2,887 |
+5 |
Total Volume and Open Interest |
10,488 |
126,771 |
-47 |
Feeder Cattle(CME) |
Mar00 |
000320 |
83.500 |
83.600 |
83.300 |
83.300 |
+0.200 |
494 |
3,375 |
-332 |
Apr00 |
000320 |
83.750 |
83.850 |
83.400 |
83.425 |
+0.375 |
476 |
5,456 |
+26 |
May00 |
000320 |
83.650 |
83.900 |
83.400 |
83.400 |
+0.450 |
1,275 |
7,656 |
+91 |
Aug00 |
000320 |
85.550 |
85.900 |
85.500 |
85.525 |
+0.550 |
329 |
5,515 |
-51 |
Sep00 |
000320 |
85.700 |
85.825 |
85.550 |
85.600 |
+0.100 |
|
|
|
Oct00 |
000320 |
86.450 |
86.550 |
86.100 |
86.150 |
+0.200 |
38 |
1,408 |
+1 |
Nov00 |
000320 |
87.500 |
87.750 |
87.300 |
87.350 |
+0.400 |
|
|
|
Total Volume and Open Interest |
2,793 |
26,299 |
-297 |
Lean Hogs(CME) |
Apr00 |
000320 |
62.700 |
63.225 |
62.350 |
63.075 |
+0.400 |
2,992 |
18,806 |
+82 |
Jun00 |
000320 |
71.200 |
71.200 |
70.050 |
71.000 |
+0.075 |
2,745 |
23,474 |
+343 |
Jul00 |
000320 |
68.700 |
68.700 |
67.350 |
68.350 |
-0.350 |
483 |
6,318 |
+74 |
Aug00 |
000320 |
65.250 |
65.350 |
64.250 |
64.950 |
-0.375 |
523 |
5,804 |
+116 |
Oct00 |
000320 |
58.875 |
58.900 |
58.100 |
58.875 |
unch |
219 |
2,981 |
+107 |
Dec00 |
000320 |
56.500 |
56.550 |
56.100 |
56.150 |
-0.325 |
198 |
1,760 |
+134 |
Feb01 |
000320 |
56.800 |
56.800 |
56.400 |
56.500 |
-0.250 |
26 |
324 |
+20 |
Apr01 |
000320 |
56.100 |
56.125 |
55.650 |
55.650 |
-0.450 |
12 |
60 |
+5 |
Total Volume and Open Interest |
7,198 |
59,537 |
+881 |
Pork Bellies(CME) |
Mar00 |
000320 |
95.000 |
95.300 |
93.625 |
94.700 |
-0.300 |
66 |
437 |
-49 |
May00 |
000320 |
93.400 |
93.700 |
92.250 |
92.725 |
-0.650 |
1,074 |
4,704 |
+135 |
Jul00 |
000320 |
90.775 |
90.800 |
89.550 |
90.100 |
-0.650 |
74 |
1,008 |
+16 |
Aug00 |
000320 |
87.600 |
87.800 |
86.800 |
87.100 |
+0.550 |
13 |
294 |
+2 |
Total Volume and Open Interest |
1,227 |
6,443 |
+104 |
Cocoa(NYBOT) |
May00 |
000320 |
885 |
891 |
851 |
857 |
-41 |
7,745 |
34,362 |
-846 |
Jul00 |
000320 |
914 |
920 |
879 |
885 |
-38 |
4,498 |
21,709 |
+416 |
Sep00 |
000320 |
937 |
941 |
905 |
911 |
-38 |
566 |
17,893 |
+189 |
Dec00 |
000320 |
974 |
976 |
945 |
947 |
-38 |
1,620 |
11,187 |
+975 |
Mar01 |
000320 |
1010 |
1013 |
980 |
983 |
-38 |
7 |
8,003 |
+1 |
May01 |
000320 |
1035 |
1035 |
1010 |
1010 |
-38 |
364 |
4,555 |
+131 |
Jul01 |
000320 |
1036 |
1036 |
1036 |
1036 |
-38 |
214 |
4,709 |
+73 |
Total Volume and Open Interest |
15,089 |
107,283 |
+1,014 |
Coffee "C"(NYBOT) |
Mar00 |
000320 |
104.75 |
105.00 |
103.10 |
103.10 |
-3.00 |
138 |
477 |
-143 |
May00 |
000320 |
105.50 |
105.50 |
102.50 |
103.25 |
-3.10 |
3,596 |
30,234 |
-55 |
Jul00 |
000320 |
107.50 |
107.70 |
105.50 |
106.00 |
-2.85 |
1,116 |
9,247 |
+164 |
Sep00 |
000320 |
109.75 |
109.75 |
108.40 |
108.65 |
-2.80 |
721 |
6,338 |
+170 |
Dec00 |
000320 |
113.00 |
113.00 |
111.25 |
111.55 |
-2.90 |
450 |
3,228 |
+215 |
Mar01 |
000320 |
114.75 |
114.75 |
114.50 |
114.50 |
-3.20 |
0 |
1,114 |
+0 |
Total Volume and Open Interest |
6,021 |
50,717 |
+351 |
Orange Juice(NYBOT) |
May00 |
000320 |
86.40 |
86.50 |
84.45 |
84.55 |
-1.65 |
779 |
12,253 |
+108 |
Jul00 |
000320 |
85.20 |
85.40 |
83.60 |
83.65 |
-1.55 |
312 |
3,269 |
-26 |
Sep00 |
000320 |
84.70 |
85.10 |
83.50 |
83.50 |
-1.20 |
110 |
1,935 |
-3 |
Nov00 |
000320 |
84.70 |
84.70 |
83.05 |
83.05 |
-0.95 |
52 |
861 |
-27 |
Jan01 |
000320 |
83.05 |
83.05 |
83.05 |
83.05 |
-0.70 |
0 |
627 |
+0 |
Total Volume and Open Interest |
1,254 |
19,714 |
+57 |
Sugar #11(NYBOT) |
May00 |
000320 |
5.23 |
5.29 |
5.11 |
5.13 |
-0.14 |
4,970 |
93,987 |
-1,084 |
Jul00 |
000320 |
5.30 |
5.33 |
5.19 |
5.20 |
-0.13 |
2,405 |
49,857 |
-49 |
Oct00 |
000320 |
5.72 |
5.74 |
5.65 |
5.66 |
-0.06 |
771 |
28,325 |
+88 |
Mar01 |
000320 |
6.02 |
6.03 |
5.97 |
5.98 |
-0.04 |
949 |
16,202 |
+168 |
May01 |
000320 |
6.14 |
6.14 |
6.10 |
6.10 |
-0.04 |
112 |
2,027 |
+50 |
Total Volume and Open Interest |
9,914 |
195,684 |
-440 |
London Cocoa(LCE) |
Mar00 |
000320 |
583 |
583 |
583 |
583 |
-20 |
19 |
17 |
-29 |
May00 |
000320 |
647 |
647 |
632 |
633 |
-20 |
2,467 |
33,109 |
-553 |
Jul00 |
000320 |
652 |
652 |
641 |
641 |
-19 |
2,254 |
36,228 |
-436 |
Sep00 |
000320 |
670 |
670 |
661 |
661 |
-19 |
823 |
27,123 |
-504 |
Dec00 |
000320 |
697 |
699 |
688 |
688 |
-19 |
1,866 |
23,885 |
-582 |
Mar01 |
000320 |
708 |
708 |
708 |
708 |
-19 |
442 |
15,629 |
+298 |
May01 |
000320 |
722 |
730 |
722 |
722 |
-20 |
571 |
8,983 |
-27 |
Total Volume and Open Interest |
8,881 |
152,649 |
-1,706 |
London Coffee(LCE) |
Mar00 |
000320 |
980.00 |
980.00 |
955.00 |
956.00 |
-24.00 |
77 |
214 |
-20 |
May00 |
000320 |
1005.00 |
1005.00 |
976.00 |
981.00 |
-19.00 |
1,339 |
34,504 |
-115 |
Jul00 |
000320 |
1000.00 |
1000.00 |
980.00 |
982.00 |
-21.00 |
716 |
16,213 |
+174 |
Sep00 |
000320 |
1003.00 |
1006.00 |
990.00 |
991.00 |
-22.00 |
456 |
5,656 |
+170 |
Nov00 |
000320 |
1015.00 |
1015.00 |
1000.00 |
1003.00 |
-22.00 |
65 |
3,023 |
+17 |
Jan01 |
000320 |
1036.00 |
1036.00 |
1020.00 |
1020.00 |
-20.00 |
34 |
914 |
+9 |
Total Volume and Open Interest |
2,693 |
60,924 |
+241 |
London Sugar(LCE) |
Mar00 |
000215 |
0.00 |
0.00 |
0.00 |
0.00 |
-170.90 |
3,691 |
87 |
-3,090 |
May00 |
000320 |
172.50 |
172.70 |
170.40 |
170.40 |
-2.40 |
508 |
21,301 |
+119 |
Aug00 |
000320 |
175.00 |
175.00 |
173.00 |
173.00 |
-2.30 |
432 |
13,903 |
+78 |
Oct00 |
000320 |
178.60 |
178.90 |
177.30 |
177.30 |
-1.60 |
111 |
5,413 |
+54 |
Dec00 |
000320 |
180.70 |
180.70 |
180.30 |
180.30 |
-1.40 |
0 |
116 |
+0 |
Total Volume and Open Interest |
1,051 |
41,440 |
+251 |
Cotton(NYBOT) |
May00 |
000320 |
62.15 |
62.31 |
61.01 |
61.14 |
-1.55 |
3,509 |
40,188 |
-405 |
Jul00 |
000320 |
63.45 |
63.50 |
62.35 |
62.54 |
-1.59 |
917 |
18,448 |
+94 |
Oct00 |
000320 |
63.45 |
63.45 |
62.30 |
62.40 |
-1.60 |
2 |
832 |
-1 |
Dec00 |
000320 |
63.30 |
63.50 |
62.83 |
62.88 |
-1.20 |
1,016 |
13,673 |
+368 |
Mar01 |
000320 |
64.25 |
64.25 |
63.80 |
63.80 |
-1.15 |
83 |
818 |
+28 |
May01 |
000320 |
65.00 |
65.00 |
64.25 |
64.25 |
-1.15 |
1 |
285 |
+1 |
Total Volume and Open Interest |
5,715 |
74,519 |
+117 |
Lumber(CME) |
May00 |
000320 |
335.0 |
336.3 |
333.3 |
334.6 |
+0.1 |
447 |
1,859 |
+37 |
Jul00 |
000320 |
339.0 |
339.5 |
337.6 |
339.0 |
-0.1 |
93 |
558 |
+19 |
Sep00 |
000320 |
336.5 |
337.1 |
336.2 |
336.3 |
-0.7 |
11 |
121 |
+4 |
Nov00 |
000320 |
330.2 |
330.2 |
330.2 |
330.2 |
-0.3 |
2 |
33 |
-1 |
Total Volume and Open Interest |
563 |
2,618 |
+41 |
Crude Oil(NYM) |
Apr00 |
000320 |
30.45 |
30.49 |
29.30 |
29.43 |
-1.48 |
53,851 |
59,229 |
-9,328 |
May00 |
000320 |
28.60 |
28.60 |
27.37 |
27.55 |
-1.53 |
70,576 |
147,343 |
+15,614 |
Jun00 |
000320 |
27.40 |
27.40 |
26.55 |
26.70 |
-1.13 |
22,167 |
79,145 |
+8,045 |
Jul00 |
000320 |
26.60 |
26.65 |
26.00 |
26.13 |
-0.87 |
4,528 |
45,055 |
+1,251 |
Aug00 |
000320 |
26.05 |
26.05 |
25.55 |
25.67 |
-0.73 |
627 |
24,990 |
+12 |
Sep00 |
000320 |
25.60 |
25.62 |
25.10 |
25.25 |
-0.62 |
1,806 |
18,319 |
-316 |
Oct00 |
000320 |
24.75 |
24.90 |
24.70 |
24.85 |
-0.52 |
1,209 |
18,475 |
+668 |
Nov00 |
000320 |
24.59 |
24.59 |
24.45 |
24.48 |
-0.46 |
1,135 |
14,865 |
+693 |
Dec00 |
000320 |
24.25 |
24.35 |
24.05 |
24.13 |
-0.41 |
2,956 |
38,081 |
+252 |
Jan01 |
000320 |
23.95 |
23.95 |
23.82 |
23.82 |
-0.35 |
101 |
16,449 |
+37 |
Total Volume and Open Interest |
160,398 |
557,429 |
+17,922 |
Heating Oil(NYM) |
Apr00 |
000320 |
71.00 |
71.15 |
67.90 |
68.08 |
-3.64 |
11,283 |
22,363 |
-347 |
May00 |
000320 |
68.20 |
68.20 |
65.10 |
65.33 |
-3.48 |
21,084 |
111,426 |
+150 |
Jun00 |
000320 |
66.00 |
66.05 |
63.80 |
63.83 |
-3.03 |
21,084 |
111,426 |
+150 |
Jul00 |
000320 |
65.20 |
65.20 |
63.08 |
63.08 |
-2.63 |
832 |
13,130 |
-388 |
Aug00 |
000320 |
64.50 |
64.50 |
63.13 |
63.13 |
-2.33 |
86 |
6,923 |
+212 |
Sep00 |
000320 |
63.90 |
65.00 |
63.68 |
63.68 |
-2.13 |
347 |
5,952 |
-23 |
Oct00 |
000320 |
65.00 |
65.00 |
64.18 |
64.18 |
-1.98 |
157 |
2,888 |
-3 |
Nov00 |
000320 |
65.90 |
65.90 |
64.63 |
64.63 |
-1.88 |
241 |
2,920 |
+111 |
Dec00 |
000320 |
66.30 |
66.30 |
65.08 |
65.08 |
-1.73 |
443 |
15,757 |
-100 |
Jan01 |
000320 |
66.30 |
66.30 |
65.18 |
65.18 |
-1.68 |
156 |
3,792 |
+54 |
Total Volume and Open Interest |
21,084 |
111,426 |
+150 |
Unleaded Gas(NYM) |
Apr00 |
000320 |
92.30 |
92.45 |
87.50 |
88.99 |
-4.44 |
11,916 |
29,786 |
-633 |
May00 |
000320 |
86.90 |
86.90 |
83.90 |
84.64 |
-3.12 |
9,919 |
31,226 |
+1,115 |
Jun00 |
000320 |
82.95 |
83.00 |
80.30 |
81.64 |
-2.12 |
4,394 |
16,808 |
-873 |
Jul00 |
000320 |
79.80 |
79.80 |
78.10 |
78.89 |
-1.77 |
3,711 |
10,213 |
+632 |
Aug00 |
000320 |
76.50 |
76.90 |
76.00 |
76.59 |
-1.37 |
850 |
7,780 |
+213 |
Sep00 |
000320 |
74.60 |
74.65 |
73.50 |
74.39 |
-1.07 |
1,003 |
8,731 |
-6 |
Oct00 |
000320 |
70.79 |
70.79 |
70.79 |
70.79 |
-0.97 |
160 |
2,243 |
+32 |
Nov00 |
000320 |
68.79 |
68.79 |
68.79 |
68.79 |
-0.97 |
|
|
|
Total Volume and Open Interest |
32,223 |
108,860 |
+626 |
Natural Gas(NYM) |
Apr00 |
000320 |
2.760 |
2.775 |
2.710 |
2.714 |
-0.071 |
23,683 |
48,999 |
-1,427 |
May00 |
000320 |
2.800 |
2.820 |
2.740 |
2.744 |
-0.076 |
11,096 |
40,121 |
+4,316 |
Jun00 |
000320 |
2.825 |
2.835 |
2.765 |
2.771 |
-0.069 |
2,615 |
23,874 |
+195 |
Jul00 |
000320 |
2.845 |
2.845 |
2.790 |
2.793 |
-0.062 |
1,427 |
18,643 |
+261 |
Aug00 |
000320 |
2.855 |
2.860 |
2.810 |
2.811 |
-0.057 |
1,266 |
15,386 |
+191 |
Sep00 |
000320 |
2.855 |
2.865 |
2.815 |
2.818 |
-0.052 |
721 |
17,775 |
+38 |
Oct00 |
000320 |
2.885 |
2.890 |
2.835 |
2.840 |
-0.052 |
1,160 |
17,171 |
+134 |
Nov00 |
000320 |
2.985 |
2.990 |
2.955 |
2.960 |
-0.050 |
304 |
12,339 |
-13 |
Total Volume and Open Interest |
44,041 |
302,139 |
+4,022 |
Brent Crude Oil(IPE) |
May00 |
000320 |
26.40 |
26.43 |
25.20 |
25.21 |
-1.35 |
34,130 |
76,599 |
-3,318 |
Jun00 |
000320 |
25.84 |
25.84 |
25.11 |
25.13 |
-0.80 |
19,177 |
41,536 |
+251 |
Jul00 |
000320 |
25.21 |
25.30 |
24.71 |
24.87 |
-0.48 |
7,056 |
18,330 |
+2,692 |
Aug00 |
000320 |
24.70 |
24.90 |
24.51 |
24.55 |
-0.30 |
2,059 |
11,650 |
-80 |
Sep00 |
000320 |
24.31 |
24.55 |
24.15 |
24.23 |
-0.20 |
1,904 |
12,465 |
+590 |
Oct00 |
000320 |
23.99 |
24.15 |
23.90 |
23.92 |
-0.15 |
756 |
13,448 |
+478 |
Nov00 |
000320 |
23.71 |
23.71 |
23.57 |
23.60 |
-0.12 |
612 |
6,124 |
-130 |
Dec00 |
000320 |
23.44 |
23.52 |
23.10 |
23.28 |
-0.09 |
1,911 |
25,856 |
-257 |
Total Volume and Open Interest |
67,805 |
242,994 |
-12,650 |
Gas Oil(IPE) |
Apr00 |
000320 |
214.00 |
216.75 |
209.00 |
209.25 |
-8.25 |
9,479 |
22,720 |
+19 |
May00 |
000320 |
207.50 |
208.00 |
200.75 |
201.50 |
-7.75 |
4,940 |
14,854 |
+227 |
Jun00 |
000320 |
203.25 |
203.25 |
198.50 |
199.00 |
-6.00 |
2,683 |
11,829 |
+484 |
Jul00 |
000320 |
201.00 |
201.50 |
198.00 |
198.00 |
-5.50 |
596 |
8,183 |
+15 |
Aug00 |
000320 |
201.50 |
201.50 |
198.00 |
198.00 |
-3.75 |
150 |
4,835 |
-332 |
Sep00 |
000320 |
201.50 |
201.50 |
198.00 |
198.00 |
-3.75 |
80 |
3,728 |
-20 |
Oct00 |
000320 |
201.50 |
201.50 |
198.00 |
198.00 |
-3.75 |
30 |
1,870 |
+0 |
Nov00 |
000320 |
201.50 |
201.50 |
198.25 |
198.25 |
-3.75 |
0 |
1,556 |
+0 |
Total Volume and Open Interest |
19,008 |
88,890 |
+510 |
US Dollar Index(NYBOT) |
Jun00 |
000320 |
104.94 |
105.16 |
104.71 |
104.77 |
-0.10 |
901 |
4,843 |
+223 |
Sep00 |
000320 |
104.45 |
104.45 |
104.45 |
104.45 |
-0.08 |
501 |
2,006 |
+500 |
Dec00 |
000320 |
104.13 |
104.13 |
104.13 |
104.13 |
-0.06 |
|
|
|
Total Volume and Open Interest |
1,402 |
6,849 |
+723 |
Australian Dollar(IMM) |
Jun00 |
000320 |
60.68 |
60.90 |
60.56 |
60.84 |
+0.16 |
1,085 |
20,877 |
+21 |
Sep00 |
000320 |
60.90 |
60.90 |
60.70 |
60.90 |
+0.16 |
0 |
4 |
+0 |
Dec00 |
000320 |
60.73 |
60.96 |
60.73 |
60.96 |
+0.16 |
0 |
50 |
+0 |
Total Volume and Open Interest |
1,235 |
21,016 |
+96 |
British Pound(IMM) |
Jun00 |
000320 |
156.68 |
157.20 |
156.56 |
157.00 |
-0.30 |
3,572 |
43,657 |
-49 |
Sep00 |
000320 |
157.06 |
157.06 |
156.60 |
157.06 |
-0.30 |
0 |
20 |
+0 |
Dec00 |
000320 |
157.18 |
157.18 |
156.60 |
157.18 |
-0.30 |
0 |
225 |
+0 |
Total Volume and Open Interest |
3,572 |
43,902 |
-49 |
Canadian Dollar(IMM) |
Jun00 |
000320 |
68.16 |
68.25 |
68.11 |
68.15 |
+0.06 |
6,857 |
45,561 |
-1,732 |
Sep00 |
000320 |
68.30 |
68.38 |
68.29 |
68.30 |
+0.06 |
197 |
6,006 |
-12 |
Dec00 |
000320 |
68.54 |
68.56 |
68.45 |
68.45 |
+0.06 |
94 |
1,612 |
-36 |
Mar01 |
000320 |
68.60 |
68.60 |
68.60 |
68.60 |
+0.06 |
11 |
400 |
+10 |
Total Volume and Open Interest |
7,159 |
53,673 |
-1,770 |
Japanese Yen(IMM) |
Jun00 |
000320 |
95.13 |
95.55 |
95.04 |
95.51 |
+0.35 |
18,960 |
69,936 |
+1,890 |
Sep00 |
000320 |
96.76 |
97.04 |
96.64 |
97.04 |
+0.35 |
60 |
698 |
-106 |
Dec00 |
000320 |
98.65 |
98.65 |
98.65 |
98.65 |
+0.35 |
0 |
353 |
+0 |
Total Volume and Open Interest |
19,020 |
71,067 |
+1,784 |
Swiss Franc(IMM) |
Jun00 |
000320 |
60.81 |
61.00 |
60.58 |
60.94 |
unch |
9,327 |
44,074 |
+173 |
Sep00 |
000320 |
61.36 |
61.50 |
61.15 |
61.47 |
unch |
9 |
165 |
+3 |
Dec00 |
000320 |
62.00 |
62.00 |
61.75 |
62.00 |
unch |
2 |
5 |
+1 |
Total Volume and Open Interest |
9,338 |
44,244 |
+177 |
EuroFX(IMM) |
Jun00 |
000320 |
97.74 |
98.00 |
97.45 |
97.93 |
+0.06 |
10,872 |
51,858 |
+1,032 |
Sep00 |
000320 |
98.55 |
98.56 |
98.17 |
98.52 |
+0.06 |
71 |
422 |
-15 |
Dec00 |
000320 |
99.11 |
99.15 |
98.90 |
99.11 |
+0.06 |
0 |
32 |
+0 |
Total Volume and Open Interest |
10,943 |
52,312 |
+1,017 |
Mexican Peso(IMM) |
Mar00 |
000313 |
10640.0 |
10670.0 |
10640.0 |
10650.0 |
-78.0 |
341 |
7,827 |
-1,306 |
Jun00 |
000320 |
10490.0 |
10505.0 |
10470.0 |
10488.0 |
-2.0 |
882 |
17,483 |
+673 |
Total Volume and Open Interest |
933 |
20,975 |
+716 |
30-Year T-Bonds(CBOT) |
Mar00 |
000320 |
96~11 |
96~26 |
96~10 |
96~21 |
+0~04 |
7,837 |
35,747 |
-3,362 |
Jun00 |
000320 |
96~08 |
96~16 |
95~31 |
96~11 |
+0~04 |
199,464 |
507,836 |
+4,051 |
Sep00 |
000320 |
95~23 |
96~07 |
95~23 |
96~03 |
+0~05 |
790 |
1,241 |
+409 |
Total Volume and Open Interest |
208,253 |
545,511 |
+1,172 |
Municipal Bonds(CBOT) |
Mar00 |
000320 |
94~17 |
94~21 |
94~16 |
94~18 |
-0~03 |
705 |
6,543 |
-214 |
Jun00 |
000320 |
93~30 |
94~01 |
93~27 |
93~30 |
-0~03 |
1,390 |
14,528 |
+387 |
Total Volume and Open Interest |
2,095 |
21,071 |
+173 |
10-Year T-Notes(CBOT) |
Mar00 |
000320 |
97~065 |
97~125 |
97~020 |
97~095 |
unch |
5,540 |
15,883 |
-2,546 |
Jun00 |
000320 |
96~310 |
97~020 |
96~235 |
96~310 |
-0~005 |
185,553 |
533,987 |
-13,955 |
Total Volume and Open Interest |
191,097 |
550,163 |
-16,503 |
5-Year T-Notes(CBOT) |
Mar00 |
000320 |
98~020 |
98~075 |
98~020 |
98~065 |
-0~015 |
3,132 |
23,388 |
-1,888 |
Jun00 |
000320 |
97~255 |
97~310 |
97~235 |
97~290 |
-0~010 |
59,402 |
397,823 |
-2,967 |
Sep00 |
000320 |
97~245 |
97~245 |
97~245 |
97~245 |
-0~010 |
1,020 |
670 |
|
Total Volume and Open Interest |
63,554 |
421,881 |
|
2 Year T-Notes(CBOT) |
Mar00 |
000320 |
99~004 |
99~010 |
99~003 |
99~010 |
-0~006 |
4 |
4,239 |
+1 |
Jun00 |
000320 |
98~112 |
98~116 |
98~105 |
98~115 |
-0~003 |
1,462 |
40,700 |
+674 |
Total Volume and Open Interest |
1,466 |
44,939 |
+675 |
3-Mth T-Bills(IMM) |
Jun00 |
000320 |
94.06 |
94.06 |
94.03 |
94.03 |
-0.01 |
|
|
|
Total Volume and Open Interest |
4 |
714 |
+0 |
Eurodollars(IMM) |
Jun00 |
000320 |
93.410 |
93.410 |
93.395 |
93.405 |
-0.010 |
71,471 |
544,144 |
+9,833 |
Sep00 |
000320 |
93.135 |
93.145 |
93.130 |
93.135 |
-0.010 |
89,302 |
457,104 |
+687 |
Dec00 |
000320 |
92.925 |
92.945 |
92.915 |
92.920 |
-0.020 |
58,776 |
352,445 |
+3,725 |
Mar01 |
000320 |
92.870 |
92.885 |
92.850 |
92.865 |
-0.020 |
54,046 |
295,802 |
-3,851 |
Jun01 |
000320 |
92.780 |
92.795 |
92.765 |
92.785 |
-0.015 |
24,440 |
199,163 |
-1,846 |
Sep01 |
000320 |
92.740 |
92.755 |
92.725 |
92.745 |
-0.015 |
20,889 |
164,706 |
+1,658 |
Dec01 |
000320 |
92.680 |
92.690 |
92.660 |
92.690 |
-0.010 |
11,134 |
126,315 |
-2,349 |
Mar02 |
000320 |
92.725 |
92.740 |
92.705 |
92.730 |
-0.015 |
14,439 |
113,811 |
-902 |
Jun02 |
000320 |
92.745 |
92.745 |
92.715 |
92.735 |
-0.020 |
5,850 |
88,957 |
-402 |
Sep02 |
000320 |
92.720 |
92.740 |
92.720 |
92.740 |
-0.020 |
8,349 |
81,103 |
+445 |
Dec02 |
000320 |
92.690 |
92.690 |
92.670 |
92.690 |
-0.020 |
5,358 |
70,465 |
-550 |
Mar03 |
000320 |
92.745 |
92.745 |
92.715 |
92.735 |
-0.020 |
4,780 |
61,238 |
-969 |
Total Volume and Open Interest |
405,592 |
2,971,371 |
+6,638 |
3-Mth Euro-Yen(IMM) |
Mar00 |
000310 |
99.88 |
99.88 |
99.87 |
99.88 |
unch |
1,060 |
15,157 |
-915 |
Jun00 |
000320 |
99.79 |
99.79 |
99.78 |
99.79 |
+0.01 |
891 |
15,572 |
-137 |
Sep00 |
000320 |
99.64 |
99.65 |
99.64 |
99.65 |
unch |
297 |
15,200 |
+394 |
Dec00 |
000320 |
99.48 |
99.49 |
99.48 |
99.49 |
unch |
1,618 |
10,452 |
-100 |
Mar01 |
000320 |
99.34 |
99.35 |
99.34 |
99.35 |
unch |
332 |
17,156 |
+485 |
Jun01 |
000320 |
99.21 |
99.21 |
99.21 |
99.21 |
unch |
279 |
5,093 |
-249 |
Sep01 |
000320 |
99.04 |
99.04 |
99.04 |
99.04 |
unch |
48 |
9,701 |
-49 |
Dec01 |
000320 |
98.88 |
98.88 |
98.88 |
98.88 |
unch |
0 |
1,154 |
+0 |
Mar02 |
000320 |
98.74 |
98.74 |
98.74 |
98.74 |
unch |
0 |
1,031 |
-148 |
Jun02 |
000320 |
98.64 |
98.64 |
98.64 |
98.64 |
unch |
0 |
79 |
+0 |
Total Volume and Open Interest |
3,465 |
75,498 |
+196 |
3-Mth Euro-Yen(SIMEX) |
Jun00 |
000320 |
99.78 |
99.79 |
99.78 |
99.79 |
+0.01 |
2,650 |
83,429 |
-5,507 |
Sep00 |
000320 |
99.65 |
99.65 |
99.64 |
99.64 |
-0.01 |
7,170 |
79,208 |
+733 |
Dec00 |
000320 |
99.49 |
99.49 |
99.48 |
99.48 |
-0.01 |
5,015 |
59,493 |
+1,610 |
Mar01 |
000320 |
99.35 |
99.35 |
99.35 |
99.35 |
unch |
6,125 |
60,602 |
+25 |
Jun01 |
000320 |
99.21 |
99.21 |
99.21 |
99.21 |
unch |
1,425 |
53,704 |
-3,381 |
Sep01 |
000320 |
99.04 |
99.04 |
99.04 |
99.04 |
-0.02 |
883 |
47,040 |
+28 |
Dec01 |
000320 |
98.88 |
98.88 |
98.88 |
98.88 |
-0.01 |
215 |
10,113 |
+206 |
Mar02 |
000320 |
98.75 |
98.75 |
98.75 |
98.75 |
unch |
100 |
3,328 |
-181 |
Total Volume and Open Interest |
23,583 |
399,218 |
-6,467 |
German Euro-Bund(EUREX) |
Jun00 |
000320 |
105.18 |
105.29 |
104.89 |
105.11 |
-0.07 |
673,289 |
602,826 |
+49,118 |
Sep00 |
000320 |
104.70 |
104.70 |
104.46 |
104.60 |
-0.07 |
1,974 |
9,093 |
+488 |
Dec00 |
000320 |
104.10 |
104.10 |
104.10 |
104.10 |
-0.08 |
0 |
710 |
+240 |
Total Volume and Open Interest |
675,263 |
612,629 |
+49,846 |
German Euro-Bobl(EUREX) |
Jun00 |
000320 |
103.52 |
103.60 |
103.40 |
103.51 |
-0.02 |
223,223 |
323,331 |
+7,918 |
Sep00 |
000320 |
103.21 |
103.21 |
103.21 |
103.21 |
-0.07 |
0 |
3,102 |
+150 |
Dec00 |
000320 |
102.84 |
102.84 |
102.84 |
102.84 |
+0.06 |
|
|
|
Total Volume and Open Interest |
223,223 |
326,433 |
+8,068 |
Long Gilt(LIFFE) |
Mar00 |
000320 |
114~25 |
114~25 |
114~05 |
114~14 |
-0~13 |
31 |
8,226 |
-2 |
Jun00 |
000320 |
114~16 |
114~22 |
113~25 |
114~03 |
-0~12 |
14,453 |
72,598 |
+3,595 |
Total Volume and Open Interest |
14,484 |
80,824 |
+3,593 |
3-Mth Short Sterling(LIFFE) |
Jun00 |
000320 |
93.46 |
93.47 |
93.44 |
93.46 |
+0.01 |
23,560 |
191,221 |
+288 |
Sep00 |
000320 |
93.32 |
93.33 |
93.30 |
93.32 |
+0.01 |
23,966 |
178,057 |
-2,022 |
Dec00 |
000320 |
93.21 |
93.22 |
93.18 |
93.20 |
unch |
11,762 |
95,882 |
-502 |
Total Volume and Open Interest |
72,263 |
731,201 |
-1,535 |
3-Mth Euribor(LIFFE) |
Jun00 |
000320 |
95.900 |
95.920 |
95.885 |
95.915 |
+0.005 |
75,023 |
322,145 |
+2,955 |
Sep00 |
000320 |
95.655 |
95.680 |
95.625 |
95.665 |
unch |
54,064 |
298,836 |
-875 |
Dec00 |
000320 |
95.420 |
95.435 |
95.385 |
95.425 |
-0.005 |
30,785 |
159,959 |
-1,454 |
Total Volume and Open Interest |
241,190 |
1,231,088 |
+2,403 |
3-Mth Aus T-Bills(SFE) |
Jun00 |
000320 |
93.84 |
93.84 |
93.79 |
93.79 |
-0.07 |
11,070 |
0 |
-238,715 |
Sep00 |
000320 |
93.49 |
93.49 |
93.43 |
93.44 |
-0.06 |
2,673 |
0 |
-81,854 |
Dec00 |
000320 |
93.27 |
93.27 |
93.22 |
93.23 |
-0.06 |
715 |
0 |
-34,738 |
Mar01 |
000320 |
93.10 |
93.12 |
93.09 |
93.09 |
-0.06 |
270 |
0 |
-18,348 |
Jun01 |
000320 |
93.01 |
93.05 |
93.01 |
93.02 |
-0.03 |
357 |
0 |
-12,805 |
Sep01 |
000320 |
92.92 |
92.96 |
92.92 |
92.96 |
-0.02 |
26 |
0 |
-7,941 |
Dec01 |
000320 |
92.87 |
92.90 |
92.87 |
92.89 |
-0.04 |
280 |
0 |
-5,517 |
Mar02 |
000320 |
92.80 |
92.83 |
92.80 |
92.83 |
-0.03 |
239 |
0 |
-4,358 |
Jun02 |
000320 |
92.77 |
92.77 |
92.77 |
92.77 |
unch |
|
|
|
Sep02 |
000320 |
92.71 |
92.71 |
92.71 |
92.71 |
-0.02 |
|
|
|
Total Volume and Open Interest |
15,630 |
411,961 |
+678 |
10-Year Aus T-Bonds(SFE) |
Jun00 |
000320 |
93.45 |
93.48 |
93.43 |
93.46 |
+0.02 |
1,969 |
0 |
-116,953 |
Sep00 |
000320 |
93.31 |
93.31 |
93.31 |
93.31 |
+0.03 |
|
|
|
Total Volume and Open Interest |
1,969 |
122,687 |
|
3-Year Aus T-Bonds(SFE) |
Jun00 |
000320 |
93.52 |
93.52 |
93.45 |
93.49 |
-0.03 |
5,489 |
0 |
-188,424 |
Sep00 |
000320 |
93.32 |
93.32 |
93.32 |
93.32 |
-0.03 |
|
|
|
Total Volume and Open Interest |
5,489 |
189,175 |
|
Gold(CMX) |
Apr00 |
000320 |
285.8 |
286.9 |
285.3 |
286.5 |
+1.5 |
22,018 |
64,020 |
-2,483 |
Jun00 |
000320 |
288.5 |
289.7 |
288.0 |
289.2 |
+1.6 |
4,909 |
32,014 |
+269 |
Aug00 |
000320 |
290.3 |
291.9 |
290.3 |
291.9 |
+1.7 |
25 |
12,728 |
+9 |
Oct00 |
000320 |
294.6 |
294.6 |
294.6 |
294.6 |
+1.8 |
2 |
3,821 |
+0 |
Dec00 |
000320 |
297.0 |
297.5 |
296.4 |
297.3 |
+1.8 |
298 |
20,080 |
+105 |
Feb01 |
000320 |
299.5 |
299.5 |
299.5 |
299.5 |
+1.8 |
2 |
6,414 |
+0 |
Total Volume and Open Interest |
27,264 |
164,289 |
-2,104 |
Silver(CMX) |
Mar00 |
000320 |
507.5 |
507.5 |
503.0 |
503.0 |
-6.2 |
141 |
223 |
+77 |
May00 |
000320 |
512.5 |
513.5 |
506.0 |
506.8 |
-6.2 |
4,433 |
55,059 |
+649 |
Jul00 |
000320 |
516.5 |
516.5 |
510.5 |
510.8 |
-5.8 |
254 |
8,063 |
+10 |
Sep00 |
000320 |
518.0 |
518.5 |
513.0 |
514.1 |
-5.7 |
4 |
2,123 |
+2 |
Dec00 |
000320 |
524.0 |
525.0 |
517.1 |
517.1 |
-5.0 |
149 |
6,122 |
+134 |
Total Volume and Open Interest |
5,081 |
75,581 |
+946 |
Platinum(NYM) |
Apr00 |
000320 |
484.5 |
489.9 |
482.7 |
487.2 |
+2.4 |
1,019 |
7,373 |
+20 |
Jul00 |
000320 |
478.0 |
482.5 |
474.7 |
479.5 |
+2.7 |
154 |
1,819 |
+125 |
Oct00 |
000320 |
470.5 |
470.5 |
470.5 |
470.5 |
+2.7 |
|
|
|
Jan01 |
000320 |
463.5 |
463.5 |
463.5 |
463.5 |
+2.7 |
|
|
|
Total Volume and Open Interest |
1,173 |
9,271 |
+145 |
Palladium(NYME) |
Mar00 |
000320 |
711.00 |
711.00 |
686.90 |
686.90 |
-31.60 |
10 |
7 |
-5 |
Jun00 |
000320 |
709.00 |
710.00 |
675.00 |
678.40 |
-31.60 |
4 |
2,282 |
-1 |
Sep00 |
000320 |
671.40 |
671.40 |
671.40 |
671.40 |
-31.60 |
|
|
|
Total Volume and Open Interest |
14 |
2,332 |
-6 |
Copper(CMX) |
Mar00 |
000320 |
80.40 |
81.00 |
79.90 |
79.90 |
-0.65 |
532 |
810 |
-24 |
May00 |
000320 |
81.30 |
81.90 |
80.60 |
80.75 |
-0.70 |
7,550 |
38,069 |
+3 |
Jul00 |
000320 |
82.00 |
82.60 |
81.50 |
81.55 |
-0.65 |
184 |
7,217 |
+50 |
Sep00 |
000320 |
83.40 |
83.40 |
82.25 |
82.25 |
-0.65 |
27 |
4,841 |
+2 |
Dec00 |
000320 |
83.40 |
84.05 |
83.05 |
83.05 |
-0.65 |
592 |
4,129 |
+370 |
Total Volume and Open Interest |
9,573 |
67,583 |
+453 |
DJIA Index(CBOT) |
Mar00 |
000316 |
10200 |
10685 |
10155 |
10680 |
+523 |
4,896 |
8,206 |
-2,539 |
Jun00 |
000320 |
10740 |
10860 |
10725 |
10820 |
+62 |
18,212 |
15,782 |
-800 |
Sep00 |
000320 |
10875 |
10990 |
10865 |
10955 |
+63 |
19 |
615 |
+4 |
Dec00 |
000320 |
11050 |
11130 |
11050 |
11105 |
+66 |
0 |
1,266 |
+0 |
Total Volume and Open Interest |
18,231 |
17,669 |
-8,304 |
S & P 500(CME) |
Jun00 |
000320 |
1486.00 |
1490.90 |
1466.50 |
1478.10 |
-10.90 |
98,736 |
360,660 |
+4,917 |
Sep00 |
000320 |
1491.00 |
1511.00 |
1488.00 |
1498.50 |
-10.90 |
0 |
5,195 |
+12 |
Dec00 |
000320 |
1520.90 |
1532.00 |
1510.50 |
1520.90 |
-10.60 |
150 |
3,152 |
+1 |
Mar01 |
000320 |
1544.30 |
1555.50 |
1534.00 |
1544.30 |
-10.70 |
0 |
201 |
+0 |
Total Volume and Open Interest |
98,886 |
445,059 |
-422 |
S & P 500 E-Mini(Globex) |
Jun00 |
000320 |
1486.00 |
1490.50 |
1466.75 |
1478.00 |
-11.00 |
65,580 |
19,528 |
+12 |
Sep00 |
000320 |
1498.50 |
1498.50 |
1498.50 |
1498.50 |
|
|
|
|
NASDAQ 100(CME) |
Jun00 |
000320 |
4510.00 |
4529.00 |
4320.00 |
4352.50 |
-164.00 |
19,468 |
35,390 |
-1,374 |
Sep00 |
000320 |
4396.00 |
4408.50 |
4396.00 |
4408.50 |
-164.00 |
0 |
12 |
+0 |
Dec00 |
000320 |
4464.50 |
4464.50 |
4452.00 |
4464.50 |
|
|
|
|
NASDAQ 100 E-Mini(GLOBEX) |
Jun00 |
000320 |
4507.5 |
4529.0 |
4315.5 |
4352.5 |
-164.0 |
21,752 |
7,358 |
+254 |
Sep00 |
000320 |
4408.5 |
4408.5 |
4408.5 |
4408.5 |
|
|
|
|
NYSE Composite(NYBOT) |
Jun00 |
000320 |
641.00 |
643.00 |
635.50 |
640.75 |
-1.00 |
1,947 |
2,537 |
-135 |
Sep00 |
000320 |
649.00 |
649.00 |
648.55 |
648.55 |
-0.60 |
|
|
|
Dec00 |
000320 |
656.35 |
656.35 |
656.35 |
656.35 |
-0.20 |
|
|
|
Total Volume and Open Interest |
0 |
1,995 |
-1,724 |
S & P Midcap 400(CME) |
Jun00 |
000320 |
495.90 |
497.40 |
478.50 |
479.75 |
-16.50 |
52 |
12,529 |
-48 |
Sep00 |
000320 |
482.55 |
482.55 |
482.55 |
482.55 |
-16.50 |
0 |
1 |
+0 |
Dec00 |
000320 |
484.65 |
484.65 |
484.65 |
484.65 |
-16.50 |
|
|
|
Total Volume and Open Interest |
52 |
14,954 |
-181 |
Russell 2000(CME) |
Jun00 |
000320 |
582.00 |
582.00 |
548.50 |
548.75 |
-33.25 |
208 |
12,029 |
+139 |
Sep00 |
000320 |
555.25 |
555.25 |
555.00 |
555.25 |
-33.25 |
|
|
|
Dec00 |
000320 |
562.80 |
562.80 |
562.55 |
562.80 |
-33.25 |
|
|
|
Total Volume and Open Interest |
208 |
14,851 |
+7 |
Value Line(KCBT) |
Jun00 |
000320 |
1048.00 |
1054.00 |
1041.50 |
1041.50 |
-11.50 |
45 |
127 |
-1 |
Total Volume and Open Interest |
60 |
128 |
-200 |
Nikkei 225(CME) |
Jun00 |
000320 |
19350 |
19460 |
19320 |
19355 |
unch |
1,095 |
11,717 |
-40 |
Sep00 |
000320 |
19355 |
19405 |
19355 |
19355 |
unch |
0 |
2 |
+0 |
Total Volume and Open Interest |
1,095 |
11,719 |
-40 |
Nikkei 225(SIMEX) |
Jun00 |
000317 |
19380 |
19480 |
19295 |
19465 |
+275 |
13,174 |
90,151 |
-1,291 |
Sep00 |
000317 |
19470 |
19470 |
19470 |
19470 |
+275 |
0 |
8,978 |
+0 |
Dec00 |
000317 |
19445 |
19445 |
19445 |
19445 |
+275 |
0 |
1,001 |
+0 |
Total Volume and Open Interest |
26,554 |
126,022 |
+2,568 |
CAC 40(MATIF) |
Mar00 |
000320 |
6318.0 |
6424.5 |
6311.0 |
6358.0 |
+77.0 |
44,605 |
155,272 |
+284 |
Apr00 |
000320 |
6325.0 |
6424.0 |
6324.5 |
6375.0 |
+75.0 |
680 |
4,648 |
+132 |
May00 |
000320 |
6377.5 |
6377.5 |
6377.5 |
6377.5 |
+46.0 |
0 |
13 |
+0 |
Total Volume and Open Interest |
46,384 |
229,390 |
+303 |
DAX Index(EUREX) |
Jun00 |
000320 |
7817.0 |
7931.0 |
7782.5 |
7919.0 |
+140.0 |
67,683 |
314,162 |
+37,870 |
Sep00 |
000320 |
7864.5 |
8000.5 |
7864.5 |
8000.5 |
+142.0 |
82 |
1,497 |
+28 |
Total Volume and Open Interest |
102,464 |
315,659 |
-236,710 |
FT-SE 100(LIFFE) |
Jun00 |
000320 |
6620.00 |
6717.50 |
6607.00 |
6683.00 |
+58.00 |
41,967 |
199,416 |
+4,817 |
Sep00 |
000320 |
6778.00 |
6778.00 |
6754.00 |
6754.00 |
+58.00 |
80 |
1,190 |
+0 |
Total Volume and Open Interest |
62,693 |
200,606 |
-39,231 |
SPI 200(SFE) |
Mar00 |
000320 |
3226.0 |
3238.0 |
3221.0 |
3236.0 |
+14.0 |
590 |
0 |
-226,825 |
Jun00 |
000320 |
3242.0 |
3249.0 |
3233.0 |
3247.0 |
+13.0 |
137 |
0 |
-17,405 |
Sep00 |
000320 |
3269.0 |
3269.0 |
3269.0 |
3269.0 |
+14.0 |
24 |
0 |
-4,212 |
Total Volume and Open Interest |
863 |
269,437 |
+18,441 |
GSCI(CME) |
Apr00 |
000320 |
212.20 |
212.20 |
206.50 |
206.50 |
-7.00 |
212 |
37,092 |
-94 |
May00 |
000320 |
206.10 |
206.10 |
205.80 |
206.10 |
-5.20 |
0 |
5 |
+0 |
Jun00 |
000320 |
205.00 |
205.00 |
203.45 |
204.00 |
-4.60 |
8 |
43 |
+0 |
Total Volume and Open Interest |
220 |
37,140 |
-94 |
Bridge CRB Index(NYBOT) |
Apr00 |
000320 |
213.45 |
213.50 |
211.65 |
212.10 |
-2.90 |
124 |
1,514 |
-17 |
Jun00 |
000320 |
214.40 |
214.40 |
213.00 |
213.50 |
-2.70 |
21 |
1,137 |
+1 |
Aug00 |
000320 |
214.40 |
214.40 |
214.40 |
214.40 |
-2.50 |
0 |
544 |
+0 |
Total Volume and Open Interest |
145 |
3,197 |
-16 |
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
|
|