 |
MRCI's Free Historical Futures Prices |
Daily Futures Price Listing Tue March 21, 2000 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
May00 |
000321 |
525.00 |
527.75 |
522.50 |
526.75 |
+1.00 |
34,866 |
81,358 |
+1,216 |
Jul00 |
000321 |
536.00 |
538.75 |
533.25 |
537.75 |
+1.00 |
10,142 |
52,542 |
+1,230 |
Aug00 |
000321 |
539.00 |
541.50 |
536.75 |
540.25 |
+1.00 |
935 |
7,422 |
+355 |
Sep00 |
000321 |
542.00 |
543.50 |
538.00 |
541.75 |
+1.00 |
480 |
4,902 |
-50 |
Nov00 |
000321 |
547.00 |
551.00 |
544.50 |
548.75 |
+0.25 |
5,544 |
32,497 |
+886 |
Jan01 |
000321 |
555.00 |
557.00 |
552.50 |
556.50 |
+0.50 |
94 |
2,469 |
+32 |
Mar01 |
000321 |
561.00 |
564.50 |
560.00 |
564.50 |
+0.75 |
27 |
1,114 |
+21 |
Total Volume and Open Interest |
52,157 |
182,951 |
+3,682 |
Soybean Meal(CBOT) |
May00 |
000321 |
167.20 |
169.50 |
167.00 |
169.40 |
+1.70 |
15,655 |
56,214 |
-1,446 |
Jul00 |
000321 |
169.00 |
170.70 |
168.80 |
170.60 |
+1.20 |
5,862 |
37,516 |
-386 |
Aug00 |
000321 |
169.50 |
170.70 |
168.90 |
170.60 |
+0.90 |
951 |
9,082 |
-112 |
Sep00 |
000321 |
169.30 |
171.00 |
169.30 |
170.80 |
+0.80 |
748 |
5,638 |
+98 |
Oct00 |
000321 |
169.80 |
171.00 |
169.60 |
171.00 |
+0.80 |
440 |
5,164 |
+31 |
Dec00 |
000321 |
172.50 |
173.50 |
171.80 |
173.30 |
+0.80 |
1,325 |
12,118 |
-232 |
Jan01 |
000321 |
173.50 |
174.00 |
172.80 |
174.00 |
+1.00 |
5 |
824 |
+3 |
Mar01 |
000321 |
175.00 |
175.00 |
174.00 |
175.00 |
+0.90 |
40 |
593 |
+26 |
Total Volume and Open Interest |
25,026 |
127,174 |
-2,018 |
Soybean Oil(CBOT) |
May00 |
000321 |
17.38 |
17.42 |
17.22 |
17.27 |
-0.19 |
10,960 |
55,681 |
-2,801 |
Jul00 |
000321 |
17.72 |
17.77 |
17.53 |
17.61 |
-0.18 |
5,283 |
38,200 |
+168 |
Aug00 |
000321 |
17.90 |
17.90 |
17.70 |
17.77 |
-0.17 |
667 |
9,081 |
+373 |
Sep00 |
000321 |
18.10 |
18.10 |
17.87 |
17.92 |
-0.17 |
114 |
7,108 |
+26 |
Oct00 |
000321 |
18.25 |
18.25 |
18.02 |
18.08 |
-0.16 |
97 |
6,396 |
+69 |
Dec00 |
000321 |
18.62 |
18.65 |
18.38 |
18.41 |
-0.22 |
1,079 |
16,831 |
-184 |
Jan01 |
000321 |
18.80 |
18.80 |
18.68 |
18.72 |
-0.21 |
115 |
8,198 |
+15 |
Mar01 |
000321 |
18.98 |
18.98 |
18.98 |
18.98 |
-0.19 |
133 |
1,970 |
+18 |
Total Volume and Open Interest |
18,598 |
147,757 |
-2,166 |
Canola(WCE) |
Mar00 |
000321 |
260.5 |
260.5 |
260.5 |
260.5 |
unch |
|
|
|
May00 |
000321 |
262.3 |
262.7 |
260.4 |
261.2 |
-2.1 |
5,889 |
30,185 |
-2,670 |
Jul00 |
000321 |
268.5 |
268.5 |
266.2 |
266.8 |
-2.3 |
3,261 |
21,681 |
-1,046 |
Aug00 |
000321 |
270.0 |
270.0 |
270.0 |
270.0 |
-2.0 |
287 |
2,508 |
-16 |
Sep00 |
000321 |
272.5 |
272.5 |
272.5 |
272.5 |
-2.0 |
151 |
660 |
+125 |
Total Volume and Open Interest |
12,542 |
68,453 |
-1,816 |
Corn(CBOT) |
May00 |
000321 |
235.50 |
236.50 |
231.25 |
232.00 |
-3.75 |
36,706 |
199,436 |
-2,369 |
Jul00 |
000321 |
243.50 |
244.75 |
240.00 |
240.50 |
-3.50 |
14,536 |
143,344 |
+1,363 |
Sep00 |
000321 |
250.25 |
251.50 |
247.25 |
247.50 |
-3.25 |
2,294 |
42,185 |
+749 |
Nov00 |
000321 |
255.75 |
256.00 |
252.00 |
252.50 |
-3.00 |
76 |
937 |
+38 |
Dec00 |
000321 |
258.75 |
260.00 |
255.50 |
256.50 |
-2.75 |
11,109 |
103,914 |
+1,509 |
Jan01 |
000321 |
260.00 |
260.00 |
260.00 |
260.00 |
-2.50 |
9 |
20 |
+4 |
Total Volume and Open Interest |
65,629 |
509,149 |
+1,332 |
Wheat(CBOT) |
May00 |
000321 |
265.00 |
265.50 |
259.25 |
260.25 |
-6.00 |
10,129 |
60,617 |
+132 |
Jul00 |
000321 |
276.00 |
277.25 |
271.00 |
272.25 |
-5.50 |
5,238 |
39,423 |
+237 |
Sep00 |
000321 |
286.50 |
287.50 |
282.00 |
283.25 |
-5.25 |
315 |
7,284 |
+40 |
Dec00 |
000321 |
302.50 |
302.50 |
297.00 |
298.25 |
-5.25 |
291 |
13,015 |
+97 |
Mar01 |
000321 |
311.50 |
311.50 |
308.00 |
310.00 |
-4.50 |
86 |
537 |
+30 |
Total Volume and Open Interest |
16,074 |
121,320 |
+548 |
Wheat(KCBT) |
Mar00 |
000321 |
287.00 |
287.00 |
283.00 |
283.00 |
-5.00 |
5 |
10 |
-13 |
May00 |
000321 |
293.25 |
293.75 |
287.50 |
289.25 |
-5.50 |
2,430 |
27,595 |
-122 |
Jul00 |
000321 |
303.50 |
304.25 |
298.00 |
298.75 |
-6.50 |
1,461 |
25,661 |
+139 |
Sep00 |
000321 |
312.50 |
313.00 |
308.00 |
308.50 |
-5.75 |
177 |
3,101 |
+30 |
Dec00 |
000321 |
326.00 |
326.50 |
321.25 |
323.25 |
-5.25 |
168 |
6,794 |
+71 |
Total Volume and Open Interest |
4,243 |
63,816 |
+105 |
Wheat(MGE) |
Mar00 |
000321 |
314.00 |
314.00 |
314.00 |
314.00 |
+2.00 |
|
|
|
May00 |
000321 |
324.00 |
324.50 |
320.00 |
321.50 |
-3.00 |
1,604 |
11,719 |
-144 |
Jul00 |
000321 |
335.00 |
335.00 |
330.50 |
332.25 |
-2.25 |
474 |
7,021 |
-71 |
Sep00 |
000321 |
343.50 |
344.25 |
340.00 |
341.25 |
-1.75 |
55 |
2,990 |
+35 |
Dec00 |
000321 |
355.00 |
355.75 |
351.00 |
353.00 |
-2.00 |
11 |
1,380 |
-5 |
Total Volume and Open Interest |
2,144 |
23,251 |
-185 |
Oats(CBOT) |
May00 |
000321 |
121.25 |
122.00 |
120.50 |
120.75 |
-0.75 |
582 |
5,507 |
-59 |
Jul00 |
000321 |
120.50 |
120.75 |
119.50 |
119.50 |
-0.75 |
551 |
7,305 |
-39 |
Sep00 |
000321 |
123.00 |
123.00 |
122.00 |
122.00 |
-0.25 |
28 |
1,443 |
+10 |
Dec00 |
000321 |
128.50 |
128.75 |
127.75 |
128.00 |
-0.50 |
98 |
3,021 |
+76 |
Total Volume and Open Interest |
1,259 |
17,720 |
-12 |
Rough Rice(CBOT) |
Mar00 |
000321 |
5.50 |
5.50 |
5.50 |
5.50 |
-0.12 |
4 |
46 |
+0 |
May00 |
000321 |
5.79 |
5.83 |
5.62 |
5.70 |
-0.12 |
199 |
4,234 |
-8 |
Jul00 |
000321 |
6.06 |
6.08 |
5.93 |
5.99 |
-0.07 |
96 |
1,564 |
+41 |
Sep00 |
000321 |
6.74 |
6.74 |
6.64 |
6.66 |
-0.11 |
0 |
392 |
+0 |
Total Volume and Open Interest |
366 |
6,993 |
+10 |
Live Cattle(CME) |
Apr00 |
000321 |
72.300 |
72.575 |
72.225 |
72.450 |
+0.250 |
5,958 |
42,263 |
-1,026 |
Jun00 |
000321 |
68.700 |
69.050 |
68.650 |
68.825 |
+0.100 |
3,185 |
40,993 |
+390 |
Aug00 |
000321 |
69.200 |
69.500 |
69.175 |
69.200 |
+0.025 |
2,141 |
22,035 |
+751 |
Oct00 |
000321 |
72.175 |
72.350 |
72.100 |
72.225 |
+0.175 |
770 |
11,913 |
+230 |
Dec00 |
000321 |
73.600 |
73.775 |
73.600 |
73.750 |
+0.250 |
146 |
4,730 |
+38 |
Feb01 |
000321 |
74.525 |
74.650 |
74.525 |
74.625 |
+0.175 |
61 |
2,899 |
+12 |
Total Volume and Open Interest |
12,276 |
127,176 |
+405 |
Feeder Cattle(CME) |
Mar00 |
000321 |
83.350 |
83.600 |
83.350 |
83.400 |
+0.100 |
394 |
3,339 |
-36 |
Apr00 |
000321 |
83.550 |
83.750 |
83.500 |
83.650 |
+0.225 |
508 |
5,273 |
-183 |
May00 |
000321 |
83.650 |
83.800 |
83.450 |
83.575 |
+0.175 |
708 |
7,617 |
-39 |
Aug00 |
000321 |
85.525 |
85.825 |
85.450 |
85.700 |
+0.175 |
229 |
5,534 |
+19 |
Sep00 |
000321 |
85.800 |
85.900 |
85.800 |
85.850 |
+0.250 |
|
|
|
Oct00 |
000321 |
86.250 |
86.450 |
86.250 |
86.350 |
+0.200 |
56 |
1,402 |
-6 |
Nov00 |
000321 |
87.350 |
87.450 |
87.250 |
87.450 |
+0.100 |
|
|
|
Total Volume and Open Interest |
1,961 |
26,049 |
-250 |
Lean Hogs(CME) |
Apr00 |
000321 |
62.550 |
62.900 |
62.350 |
62.525 |
-0.550 |
3,756 |
18,239 |
-567 |
Jun00 |
000321 |
70.700 |
70.850 |
70.200 |
70.650 |
-0.350 |
3,145 |
23,655 |
+181 |
Jul00 |
000321 |
67.900 |
68.150 |
67.325 |
67.950 |
-0.400 |
1,178 |
6,151 |
-167 |
Aug00 |
000321 |
64.500 |
64.700 |
64.200 |
64.450 |
-0.500 |
451 |
5,837 |
+33 |
Oct00 |
000321 |
58.500 |
58.600 |
58.100 |
58.300 |
-0.575 |
239 |
3,056 |
+75 |
Dec00 |
000321 |
56.150 |
56.200 |
55.975 |
56.050 |
-0.100 |
51 |
1,767 |
+7 |
Feb01 |
000321 |
56.100 |
56.475 |
56.100 |
56.475 |
-0.025 |
53 |
376 |
+52 |
Apr01 |
000321 |
55.600 |
55.675 |
55.525 |
55.600 |
-0.050 |
14 |
71 |
+11 |
Total Volume and Open Interest |
8,887 |
59,162 |
-375 |
Pork Bellies(CME) |
Mar00 |
000321 |
94.000 |
94.300 |
92.000 |
93.150 |
-1.550 |
73 |
409 |
-28 |
May00 |
000321 |
92.000 |
92.300 |
89.725 |
90.275 |
-2.450 |
938 |
4,708 |
+4 |
Jul00 |
000321 |
89.125 |
89.350 |
87.250 |
87.650 |
-2.450 |
111 |
1,036 |
+28 |
Aug00 |
000321 |
86.550 |
86.950 |
85.250 |
85.250 |
-1.850 |
12 |
304 |
+10 |
Total Volume and Open Interest |
1,134 |
6,457 |
+14 |
Cocoa(NYBOT) |
May00 |
000321 |
862 |
870 |
845 |
868 |
+11 |
6,808 |
33,698 |
-664 |
Jul00 |
000321 |
889 |
897 |
872 |
895 |
+10 |
2,439 |
21,524 |
-185 |
Sep00 |
000321 |
918 |
922 |
897 |
922 |
+11 |
506 |
17,711 |
-182 |
Dec00 |
000321 |
951 |
959 |
937 |
959 |
+12 |
729 |
10,984 |
-203 |
Mar01 |
000321 |
980 |
995 |
980 |
995 |
+12 |
93 |
8,000 |
-3 |
May01 |
000321 |
1022 |
1022 |
1022 |
1022 |
+12 |
7 |
4,552 |
-3 |
Jul01 |
000321 |
1044 |
1047 |
1027 |
1047 |
+11 |
0 |
4,709 |
+0 |
Total Volume and Open Interest |
10,582 |
106,043 |
-1,240 |
Coffee "C"(NYBOT) |
Mar00 |
000321 |
103.50 |
104.00 |
103.50 |
103.75 |
+0.65 |
186 |
298 |
-179 |
May00 |
000321 |
104.00 |
104.40 |
103.50 |
104.20 |
+0.95 |
4,573 |
30,599 |
+365 |
Jul00 |
000321 |
106.50 |
106.90 |
106.00 |
106.90 |
+0.90 |
1,149 |
9,473 |
+226 |
Sep00 |
000321 |
109.00 |
109.70 |
108.75 |
109.55 |
+0.90 |
278 |
6,437 |
+99 |
Dec00 |
000321 |
112.10 |
112.60 |
111.75 |
112.60 |
+1.05 |
562 |
3,352 |
+124 |
Mar01 |
000321 |
115.60 |
115.60 |
115.60 |
115.60 |
+1.10 |
103 |
1,155 |
+41 |
Total Volume and Open Interest |
6,951 |
51,436 |
+719 |
Orange Juice(NYBOT) |
May00 |
000321 |
83.90 |
84.10 |
83.10 |
83.85 |
-0.70 |
850 |
12,399 |
+146 |
Jul00 |
000321 |
83.00 |
83.40 |
82.35 |
83.05 |
-0.60 |
206 |
3,371 |
+102 |
Sep00 |
000321 |
82.95 |
83.00 |
82.50 |
82.90 |
-0.60 |
73 |
1,926 |
-9 |
Nov00 |
000321 |
82.50 |
82.75 |
82.40 |
82.60 |
-0.45 |
11 |
874 |
+13 |
Jan01 |
000321 |
83.00 |
83.00 |
82.60 |
82.60 |
-0.45 |
0 |
627 |
+0 |
Total Volume and Open Interest |
1,144 |
19,964 |
+250 |
Sugar #11(NYBOT) |
May00 |
000321 |
5.09 |
5.22 |
5.06 |
5.20 |
+0.07 |
11,128 |
91,531 |
-2,456 |
Jul00 |
000321 |
5.16 |
5.30 |
5.14 |
5.28 |
+0.08 |
3,449 |
50,849 |
+992 |
Oct00 |
000321 |
5.63 |
5.70 |
5.60 |
5.69 |
+0.03 |
1,120 |
28,526 |
+201 |
Mar01 |
000321 |
5.97 |
6.01 |
5.95 |
6.00 |
+0.02 |
920 |
16,612 |
+410 |
May01 |
000321 |
6.10 |
6.13 |
6.10 |
6.12 |
+0.02 |
120 |
2,059 |
+32 |
Total Volume and Open Interest |
17,091 |
195,127 |
-557 |
London Cocoa(LCE) |
Mar00 |
000321 |
578 |
578 |
566 |
566 |
-17 |
0 |
17 |
+0 |
May00 |
000321 |
624 |
630 |
615 |
616 |
-17 |
1,130 |
33,526 |
+417 |
Jul00 |
000321 |
628 |
635 |
622 |
623 |
-18 |
703 |
36,052 |
-176 |
Sep00 |
000321 |
653 |
655 |
641 |
643 |
-18 |
175 |
27,122 |
-1 |
Dec00 |
000321 |
679 |
681 |
669 |
670 |
-18 |
307 |
23,777 |
-108 |
Mar01 |
000321 |
691 |
691 |
691 |
691 |
-17 |
0 |
15,619 |
-10 |
May01 |
000321 |
713 |
713 |
705 |
705 |
-17 |
127 |
9,071 |
+88 |
Total Volume and Open Interest |
2,442 |
152,859 |
+210 |
London Coffee(LCE) |
Mar00 |
000321 |
975.00 |
975.00 |
961.00 |
966.00 |
+10.00 |
194 |
87 |
-127 |
May00 |
000321 |
985.00 |
992.00 |
980.00 |
988.00 |
+7.00 |
1,425 |
34,473 |
-31 |
Jul00 |
000321 |
985.00 |
992.00 |
980.00 |
985.00 |
+3.00 |
1,045 |
16,471 |
+258 |
Sep00 |
000321 |
994.00 |
1000.00 |
993.00 |
993.00 |
+2.00 |
368 |
5,733 |
+77 |
Nov00 |
000321 |
1010.00 |
1010.00 |
1000.00 |
1000.00 |
-3.00 |
54 |
3,024 |
+1 |
Jan01 |
000321 |
1020.00 |
1024.00 |
1015.00 |
1017.00 |
-3.00 |
26 |
920 |
+6 |
Total Volume and Open Interest |
3,112 |
61,108 |
+184 |
London Sugar(LCE) |
Mar00 |
000215 |
0.00 |
0.00 |
0.00 |
0.00 |
-170.90 |
3,691 |
87 |
-3,090 |
May00 |
000321 |
170.20 |
171.20 |
169.00 |
171.20 |
+0.80 |
1,312 |
20,689 |
-612 |
Aug00 |
000321 |
172.60 |
174.10 |
171.80 |
174.10 |
+1.10 |
538 |
13,946 |
+43 |
Oct00 |
000321 |
177.30 |
178.70 |
176.00 |
178.30 |
+1.00 |
95 |
5,403 |
-10 |
Dec00 |
000321 |
181.60 |
181.60 |
181.60 |
181.60 |
+1.30 |
70 |
142 |
+26 |
Total Volume and Open Interest |
2,015 |
40,887 |
-553 |
Cotton(NYBOT) |
May00 |
000321 |
60.77 |
61.91 |
60.50 |
61.38 |
+0.24 |
9,131 |
39,524 |
-664 |
Jul00 |
000321 |
62.10 |
63.10 |
61.81 |
62.69 |
+0.15 |
3,011 |
18,337 |
-111 |
Oct00 |
000321 |
62.05 |
62.50 |
61.90 |
62.50 |
+0.10 |
156 |
866 |
+34 |
Dec00 |
000321 |
62.50 |
63.20 |
62.30 |
62.78 |
-0.10 |
1,287 |
13,835 |
+162 |
Mar01 |
000321 |
63.60 |
63.80 |
63.60 |
63.70 |
-0.10 |
64 |
881 |
+63 |
May01 |
000321 |
63.85 |
64.15 |
63.85 |
64.15 |
-0.10 |
5 |
280 |
-5 |
Total Volume and Open Interest |
13,746 |
74,104 |
-415 |
Lumber(CME) |
May00 |
000321 |
335.5 |
340.0 |
334.5 |
337.3 |
+2.7 |
275 |
1,840 |
-19 |
Jul00 |
000321 |
338.8 |
341.8 |
337.8 |
341.1 |
+2.1 |
104 |
579 |
+21 |
Sep00 |
000321 |
337.1 |
337.7 |
337.1 |
337.5 |
+1.2 |
2 |
121 |
+0 |
Nov00 |
000321 |
330.8 |
330.8 |
330.7 |
330.7 |
+0.5 |
1 |
32 |
-1 |
Total Volume and Open Interest |
382 |
2,619 |
+1 |
Crude Oil(NYM) |
Apr00 |
000321 |
29.60 |
29.65 |
27.25 |
28.00 |
-1.43 |
63,583 |
37,520 |
-21,709 |
May00 |
000321 |
27.70 |
28.08 |
27.40 |
27.81 |
+0.26 |
94,266 |
141,024 |
-6,319 |
Jun00 |
000321 |
26.80 |
27.15 |
26.75 |
27.06 |
+0.36 |
18,890 |
78,501 |
-644 |
Jul00 |
000321 |
26.20 |
26.65 |
26.20 |
26.47 |
+0.34 |
9,217 |
46,850 |
+1,795 |
Aug00 |
000321 |
25.86 |
26.02 |
25.67 |
25.99 |
+0.32 |
2,276 |
25,523 |
+533 |
Sep00 |
000321 |
25.25 |
25.58 |
25.25 |
25.55 |
+0.30 |
2,703 |
18,864 |
+545 |
Oct00 |
000321 |
25.10 |
25.15 |
24.95 |
25.14 |
+0.29 |
754 |
18,289 |
-186 |
Nov00 |
000321 |
24.65 |
24.76 |
24.60 |
24.76 |
+0.28 |
387 |
14,857 |
-8 |
Dec00 |
000321 |
24.20 |
24.41 |
24.15 |
24.41 |
+0.28 |
7,422 |
37,480 |
-601 |
Jan01 |
000321 |
23.92 |
24.08 |
23.80 |
24.08 |
+0.26 |
667 |
16,722 |
+273 |
Total Volume and Open Interest |
209,140 |
533,431 |
-23,998 |
Heating Oil(NYM) |
Apr00 |
000321 |
68.50 |
69.25 |
68.10 |
68.76 |
+0.68 |
3,197 |
22,593 |
+230 |
May00 |
000321 |
65.80 |
66.50 |
65.45 |
66.41 |
+1.08 |
18,251 |
110,209 |
-1,217 |
Jun00 |
000321 |
64.30 |
65.25 |
64.30 |
65.11 |
+1.28 |
18,251 |
110,209 |
-1,217 |
Jul00 |
000321 |
63.40 |
64.46 |
63.40 |
64.46 |
+1.38 |
1,438 |
12,608 |
-522 |
Aug00 |
000321 |
64.65 |
64.65 |
64.05 |
64.56 |
+1.43 |
878 |
6,889 |
-34 |
Sep00 |
000321 |
65.25 |
65.25 |
64.75 |
65.11 |
+1.43 |
434 |
5,747 |
-205 |
Oct00 |
000321 |
65.40 |
65.75 |
65.40 |
65.56 |
+1.38 |
154 |
2,843 |
-45 |
Nov00 |
000321 |
65.75 |
66.01 |
65.75 |
66.01 |
+1.38 |
175 |
2,875 |
-45 |
Dec00 |
000321 |
66.10 |
66.41 |
65.70 |
66.41 |
+1.33 |
1,483 |
15,584 |
-173 |
Jan01 |
000321 |
66.51 |
66.51 |
66.51 |
66.51 |
+1.33 |
195 |
3,849 |
+57 |
Total Volume and Open Interest |
18,251 |
110,209 |
-1,217 |
Unleaded Gas(NYM) |
Apr00 |
000321 |
89.70 |
90.00 |
88.50 |
89.45 |
+0.46 |
20,927 |
28,677 |
-1,109 |
May00 |
000321 |
85.20 |
85.80 |
84.75 |
85.57 |
+0.93 |
11,779 |
32,097 |
+871 |
Jun00 |
000321 |
82.00 |
82.70 |
81.80 |
82.52 |
+0.88 |
4,018 |
17,735 |
+927 |
Jul00 |
000321 |
79.10 |
79.80 |
79.10 |
79.77 |
+0.88 |
2,778 |
10,578 |
+365 |
Aug00 |
000321 |
76.80 |
77.32 |
76.80 |
77.32 |
+0.73 |
1,386 |
8,215 |
+435 |
Sep00 |
000321 |
75.00 |
75.20 |
74.55 |
75.02 |
+0.63 |
1,779 |
8,748 |
+17 |
Oct00 |
000321 |
71.42 |
71.42 |
71.42 |
71.42 |
+0.63 |
433 |
1,820 |
-423 |
Nov00 |
000321 |
69.42 |
69.42 |
69.42 |
69.42 |
+0.63 |
|
|
|
Total Volume and Open Interest |
43,101 |
109,982 |
+1,122 |
Natural Gas(NYM) |
Apr00 |
000321 |
2.740 |
2.770 |
2.730 |
2.751 |
+0.037 |
28,704 |
45,775 |
-3,224 |
May00 |
000321 |
2.765 |
2.800 |
2.760 |
2.781 |
+0.037 |
17,070 |
40,096 |
-25 |
Jun00 |
000321 |
2.790 |
2.820 |
2.780 |
2.803 |
+0.032 |
4,920 |
24,651 |
+777 |
Jul00 |
000321 |
2.805 |
2.840 |
2.805 |
2.823 |
+0.030 |
2,125 |
18,970 |
+327 |
Aug00 |
000321 |
2.825 |
2.850 |
2.815 |
2.840 |
+0.029 |
2,267 |
15,947 |
+561 |
Sep00 |
000321 |
2.825 |
2.850 |
2.825 |
2.844 |
+0.026 |
1,950 |
17,599 |
-176 |
Oct00 |
000321 |
2.855 |
2.870 |
2.850 |
2.864 |
+0.024 |
2,043 |
17,355 |
+184 |
Nov00 |
000321 |
2.975 |
2.985 |
2.975 |
2.982 |
+0.022 |
1,962 |
11,885 |
-454 |
Total Volume and Open Interest |
63,962 |
300,891 |
-1,248 |
Brent Crude Oil(IPE) |
May00 |
000321 |
25.20 |
25.85 |
25.14 |
25.72 |
+0.51 |
37,888 |
73,190 |
-3,409 |
Jun00 |
000321 |
24.90 |
25.59 |
24.90 |
25.50 |
+0.37 |
23,026 |
45,640 |
+4,104 |
Jul00 |
000321 |
24.83 |
25.20 |
24.70 |
25.15 |
+0.28 |
9,332 |
21,967 |
+3,637 |
Aug00 |
000321 |
24.49 |
24.80 |
24.37 |
24.80 |
+0.25 |
3,233 |
12,709 |
+1,059 |
Sep00 |
000321 |
24.11 |
24.43 |
24.11 |
24.43 |
+0.20 |
3,993 |
14,187 |
+1,722 |
Oct00 |
000321 |
23.83 |
24.11 |
23.75 |
24.11 |
+0.19 |
1,373 |
13,519 |
+71 |
Nov00 |
000321 |
23.51 |
23.78 |
23.45 |
23.78 |
+0.18 |
663 |
6,155 |
+31 |
Dec00 |
000321 |
23.17 |
23.44 |
23.17 |
23.44 |
+0.16 |
2,123 |
25,653 |
-203 |
Total Volume and Open Interest |
81,856 |
250,006 |
+7,012 |
Gas Oil(IPE) |
Apr00 |
000321 |
207.00 |
211.25 |
206.00 |
209.00 |
-0.25 |
12,895 |
24,491 |
+1,771 |
May00 |
000321 |
199.00 |
203.75 |
198.25 |
202.00 |
+0.50 |
7,342 |
15,574 |
+720 |
Jun00 |
000321 |
196.25 |
201.25 |
196.25 |
199.50 |
+0.50 |
6,303 |
13,967 |
+2,138 |
Jul00 |
000321 |
196.25 |
199.50 |
196.25 |
198.50 |
+0.50 |
943 |
8,364 |
+181 |
Aug00 |
000321 |
196.75 |
199.50 |
196.75 |
198.50 |
+0.50 |
596 |
5,340 |
+505 |
Sep00 |
000321 |
200.00 |
200.00 |
198.25 |
198.75 |
+0.75 |
79 |
3,782 |
+54 |
Oct00 |
000321 |
197.00 |
199.00 |
197.00 |
199.00 |
+1.00 |
30 |
1,845 |
-25 |
Nov00 |
000321 |
199.00 |
199.25 |
199.00 |
199.25 |
+1.00 |
5 |
1,556 |
+0 |
Total Volume and Open Interest |
32,229 |
96,441 |
+7,551 |
US Dollar Index(NYBOT) |
Jun00 |
000321 |
104.77 |
105.56 |
104.77 |
105.48 |
+0.71 |
682 |
4,661 |
-182 |
Sep00 |
000321 |
104.76 |
105.16 |
104.76 |
105.16 |
+0.71 |
501 |
2,006 |
+0 |
Dec00 |
000321 |
104.84 |
104.84 |
104.84 |
104.84 |
+0.71 |
|
|
|
Total Volume and Open Interest |
682 |
6,667 |
-182 |
Australian Dollar(IMM) |
Jun00 |
000321 |
60.96 |
61.18 |
60.92 |
61.08 |
+0.24 |
936 |
21,311 |
+434 |
Sep00 |
000321 |
61.14 |
61.14 |
61.14 |
61.14 |
+0.24 |
0 |
4 |
+0 |
Dec00 |
000321 |
61.20 |
61.20 |
61.20 |
61.20 |
+0.24 |
2 |
50 |
+0 |
Total Volume and Open Interest |
938 |
21,450 |
+434 |
British Pound(IMM) |
Jun00 |
000321 |
157.02 |
157.82 |
157.00 |
157.38 |
+0.38 |
8,524 |
47,634 |
+3,977 |
Sep00 |
000321 |
157.50 |
158.00 |
157.40 |
157.40 |
+0.34 |
0 |
20 |
+0 |
Dec00 |
000321 |
157.52 |
157.90 |
157.52 |
157.52 |
+0.34 |
0 |
225 |
+0 |
Total Volume and Open Interest |
8,524 |
47,879 |
+3,977 |
Canadian Dollar(IMM) |
Jun00 |
000321 |
68.10 |
68.39 |
68.04 |
68.24 |
+0.09 |
3,592 |
46,424 |
+863 |
Sep00 |
000321 |
68.35 |
68.55 |
68.20 |
68.39 |
+0.09 |
80 |
6,006 |
+0 |
Dec00 |
000321 |
68.55 |
68.68 |
68.54 |
68.54 |
+0.09 |
129 |
1,608 |
-4 |
Mar01 |
000321 |
68.69 |
68.80 |
68.69 |
68.69 |
+0.09 |
0 |
400 |
+0 |
Total Volume and Open Interest |
3,801 |
54,532 |
+859 |
Japanese Yen(IMM) |
Jun00 |
000321 |
95.16 |
95.20 |
94.67 |
94.83 |
-0.68 |
10,668 |
67,900 |
-2,036 |
Sep00 |
000321 |
96.36 |
96.36 |
96.36 |
96.36 |
-0.68 |
4 |
698 |
+0 |
Dec00 |
000321 |
98.26 |
98.26 |
97.82 |
97.96 |
-0.69 |
0 |
353 |
+0 |
Total Volume and Open Interest |
10,672 |
69,031 |
-2,036 |
Swiss Franc(IMM) |
Jun00 |
000321 |
60.74 |
60.93 |
60.32 |
60.38 |
-0.56 |
10,266 |
44,282 |
+208 |
Sep00 |
000321 |
61.40 |
61.45 |
60.88 |
60.91 |
-0.56 |
4 |
166 |
+1 |
Dec00 |
000321 |
61.90 |
61.90 |
61.40 |
61.44 |
-0.56 |
1 |
5 |
+0 |
Total Volume and Open Interest |
10,271 |
44,453 |
+209 |
EuroFX(IMM) |
Jun00 |
000321 |
97.58 |
97.80 |
96.92 |
97.04 |
-0.89 |
7,001 |
51,144 |
-714 |
Sep00 |
000321 |
98.30 |
98.30 |
97.58 |
97.63 |
-0.89 |
2 |
424 |
+2 |
Dec00 |
000321 |
98.22 |
98.22 |
98.22 |
98.22 |
-0.89 |
0 |
32 |
+0 |
Total Volume and Open Interest |
7,003 |
51,600 |
-712 |
Mexican Peso(IMM) |
Mar00 |
000313 |
10640.0 |
10670.0 |
10640.0 |
10650.0 |
-78.0 |
341 |
7,827 |
-1,306 |
Jun00 |
000321 |
10483.0 |
10540.0 |
10470.0 |
10518.0 |
+30.0 |
2,721 |
16,926 |
-557 |
Total Volume and Open Interest |
2,741 |
20,418 |
-557 |
30-Year T-Bonds(CBOT) |
Mar00 |
000321 |
96~21 |
96~29 |
96~16 |
96~28 |
+0~07 |
4,784 |
31,920 |
-3,827 |
Jun00 |
000321 |
96~11 |
96~20 |
96~02 |
96~19 |
+0~08 |
82,903 |
507,426 |
-410 |
Sep00 |
000321 |
96~06 |
96~13 |
96~03 |
96~11 |
+0~08 |
60 |
1,215 |
-26 |
Total Volume and Open Interest |
87,748 |
541,249 |
-4,262 |
Municipal Bonds(CBOT) |
Mar00 |
000321 |
94~19 |
94~28 |
94~19 |
94~28 |
+0~10 |
1,026 |
5,765 |
-778 |
Jun00 |
000321 |
94~01 |
94~07 |
93~27 |
94~07 |
+0~09 |
1,579 |
15,520 |
+992 |
Total Volume and Open Interest |
2,605 |
21,285 |
+214 |
10-Year T-Notes(CBOT) |
Mar00 |
000321 |
97~120 |
97~170 |
97~090 |
97~165 |
+0~070 |
3,575 |
13,762 |
-2,121 |
Jun00 |
000321 |
96~315 |
97~080 |
96~270 |
97~055 |
+0~065 |
41,961 |
532,589 |
-1,398 |
Total Volume and Open Interest |
45,582 |
546,690 |
-3,473 |
5-Year T-Notes(CBOT) |
Mar00 |
000321 |
98~080 |
98~100 |
98~050 |
98~090 |
+0~025 |
2,847 |
20,368 |
-3,020 |
Jun00 |
000321 |
97~290 |
98~010 |
97~260 |
97~310 |
+0~020 |
25,405 |
400,258 |
+2,435 |
Sep00 |
000321 |
97~270 |
97~270 |
97~270 |
97~270 |
+0~025 |
0 |
770 |
+100 |
Total Volume and Open Interest |
28,252 |
421,396 |
-485 |
2 Year T-Notes(CBOT) |
Mar00 |
000321 |
99~012 |
99~012 |
99~011 |
99~012 |
+0~002 |
363 |
4,008 |
-231 |
Jun00 |
000321 |
98~116 |
98~122 |
98~111 |
98~116 |
+0~001 |
1,350 |
41,088 |
+388 |
Total Volume and Open Interest |
1,713 |
45,096 |
+157 |
3-Mth T-Bills(IMM) |
Jun00 |
000321 |
94.03 |
94.03 |
94.03 |
94.03 |
unch |
|
|
|
Total Volume and Open Interest |
40 |
715 |
+1 |
Eurodollars(IMM) |
Jun00 |
000321 |
93.410 |
93.420 |
93.390 |
93.405 |
unch |
30,904 |
540,307 |
-3,837 |
Sep00 |
000321 |
93.140 |
93.160 |
93.135 |
93.150 |
+0.015 |
36,691 |
454,146 |
-2,958 |
Dec00 |
000321 |
92.935 |
92.955 |
92.930 |
92.950 |
+0.030 |
44,846 |
351,586 |
-859 |
Mar01 |
000321 |
92.875 |
92.900 |
92.870 |
92.895 |
+0.030 |
23,734 |
296,805 |
+1,003 |
Jun01 |
000321 |
92.800 |
92.815 |
92.790 |
92.805 |
+0.020 |
10,198 |
199,499 |
+336 |
Sep01 |
000321 |
92.760 |
92.770 |
92.745 |
92.760 |
+0.015 |
10,673 |
164,461 |
-245 |
Dec01 |
000321 |
92.700 |
92.710 |
92.680 |
92.700 |
+0.010 |
6,832 |
126,263 |
-52 |
Mar02 |
000321 |
92.740 |
92.750 |
92.720 |
92.745 |
+0.015 |
12,902 |
111,015 |
-2,796 |
Jun02 |
000321 |
92.745 |
92.755 |
92.730 |
92.750 |
+0.015 |
2,990 |
88,083 |
-874 |
Sep02 |
000321 |
92.750 |
92.755 |
92.740 |
92.755 |
+0.015 |
2,760 |
80,588 |
-515 |
Dec02 |
000321 |
92.705 |
92.705 |
92.690 |
92.705 |
+0.015 |
5,015 |
70,406 |
-59 |
Mar03 |
000321 |
92.745 |
92.750 |
92.730 |
92.745 |
+0.010 |
2,259 |
61,209 |
-29 |
Total Volume and Open Interest |
208,960 |
2,965,083 |
-6,288 |
3-Mth Euro-Yen(IMM) |
Mar00 |
000310 |
99.88 |
99.88 |
99.87 |
99.88 |
unch |
1,060 |
15,157 |
-915 |
Jun00 |
000321 |
99.79 |
99.79 |
99.78 |
99.78 |
-0.01 |
550 |
16,331 |
+759 |
Sep00 |
000321 |
99.64 |
99.64 |
99.64 |
99.64 |
-0.01 |
287 |
15,625 |
+425 |
Dec00 |
000321 |
99.47 |
99.47 |
99.47 |
99.47 |
-0.02 |
167 |
10,571 |
+119 |
Mar01 |
000321 |
99.33 |
99.34 |
99.33 |
99.33 |
-0.02 |
36 |
17,494 |
+338 |
Jun01 |
000321 |
99.19 |
99.19 |
99.19 |
99.19 |
-0.02 |
50 |
5,229 |
+136 |
Sep01 |
000321 |
99.03 |
99.04 |
99.03 |
99.03 |
-0.01 |
0 |
9,662 |
-39 |
Dec01 |
000321 |
98.87 |
98.87 |
98.86 |
98.86 |
-0.02 |
0 |
1,167 |
+13 |
Mar02 |
000321 |
98.72 |
98.72 |
98.72 |
98.72 |
-0.02 |
0 |
1,031 |
+0 |
Jun02 |
000321 |
98.64 |
98.64 |
98.64 |
98.64 |
unch |
0 |
79 |
+0 |
Total Volume and Open Interest |
1,090 |
77,249 |
+1,751 |
3-Mth Euro-Yen(SIMEX) |
Jun00 |
000321 |
99.79 |
99.79 |
99.78 |
99.78 |
-0.01 |
703 |
83,887 |
+458 |
Sep00 |
000321 |
99.64 |
99.65 |
99.64 |
99.64 |
unch |
716 |
80,533 |
+1,325 |
Dec00 |
000321 |
99.48 |
99.50 |
99.47 |
99.47 |
-0.01 |
71 |
59,118 |
-375 |
Mar01 |
000321 |
99.34 |
99.35 |
99.33 |
99.33 |
-0.02 |
514 |
62,768 |
+2,166 |
Jun01 |
000321 |
99.21 |
99.21 |
99.19 |
99.19 |
-0.02 |
13 |
52,630 |
-1,074 |
Sep01 |
000321 |
99.04 |
99.05 |
99.03 |
99.03 |
-0.01 |
200 |
46,954 |
-86 |
Dec01 |
000321 |
98.88 |
98.88 |
98.86 |
98.86 |
-0.02 |
13 |
10,266 |
+153 |
Mar02 |
000321 |
98.73 |
98.73 |
98.72 |
98.72 |
-0.03 |
1 |
4,130 |
+802 |
Total Volume and Open Interest |
2,231 |
402,587 |
+3,369 |
German Euro-Bund(EUREX) |
Jun00 |
000321 |
105.06 |
105.42 |
105.06 |
105.16 |
+0.05 |
318,963 |
641,328 |
+38,502 |
Sep00 |
000321 |
104.71 |
104.82 |
104.64 |
104.65 |
+0.05 |
1,357 |
9,797 |
+704 |
Dec00 |
000321 |
104.17 |
104.17 |
104.17 |
104.17 |
+0.07 |
0 |
290 |
-420 |
Total Volume and Open Interest |
320,320 |
651,415 |
+38,786 |
German Euro-Bobl(EUREX) |
Jun00 |
000321 |
103.49 |
103.68 |
103.49 |
103.58 |
+0.07 |
123,899 |
340,264 |
+16,933 |
Sep00 |
000321 |
103.28 |
103.28 |
103.28 |
103.28 |
+0.07 |
0 |
3,102 |
+0 |
Dec00 |
000321 |
102.97 |
102.97 |
102.97 |
102.97 |
+0.13 |
|
|
|
Total Volume and Open Interest |
123,899 |
343,366 |
+16,933 |
Long Gilt(LIFFE) |
Mar00 |
000321 |
114~18 |
114~18 |
114~04 |
114~04 |
-0~10 |
296 |
7,964 |
-262 |
Jun00 |
000321 |
114~05 |
114~10 |
113~20 |
113~26 |
-0~10 |
11,899 |
70,733 |
-1,865 |
Total Volume and Open Interest |
13,129 |
78,697 |
-2,127 |
3-Mth Short Sterling(LIFFE) |
Jun00 |
000321 |
93.46 |
93.52 |
93.45 |
93.49 |
+0.03 |
15,868 |
191,220 |
-1 |
Sep00 |
000321 |
93.32 |
93.37 |
93.29 |
93.34 |
+0.02 |
14,721 |
179,534 |
+1,477 |
Dec00 |
000321 |
93.20 |
93.26 |
93.17 |
93.22 |
+0.02 |
6,859 |
96,103 |
+221 |
Total Volume and Open Interest |
46,838 |
734,618 |
+3,417 |
3-Mth Euribor(LIFFE) |
Jun00 |
000321 |
95.920 |
95.935 |
95.910 |
95.915 |
unch |
49,460 |
327,346 |
+5,201 |
Sep00 |
000321 |
95.675 |
95.690 |
95.665 |
95.670 |
+0.005 |
52,104 |
288,813 |
-10,023 |
Dec00 |
000321 |
95.435 |
95.450 |
95.425 |
95.430 |
+0.005 |
20,012 |
158,909 |
-1,050 |
Total Volume and Open Interest |
170,777 |
1,232,117 |
+1,029 |
3-Mth Aus T-Bills(SFE) |
Jun00 |
000321 |
93.80 |
93.83 |
93.79 |
93.81 |
+0.02 |
3,659 |
0 |
+0 |
Sep00 |
000321 |
93.43 |
93.47 |
93.42 |
93.45 |
+0.01 |
994 |
0 |
+0 |
Dec00 |
000321 |
93.22 |
93.27 |
93.22 |
93.25 |
+0.02 |
637 |
0 |
+0 |
Mar01 |
000321 |
93.08 |
93.14 |
93.08 |
93.13 |
+0.04 |
257 |
0 |
+0 |
Jun01 |
000321 |
93.01 |
93.06 |
93.01 |
93.04 |
+0.02 |
102 |
0 |
+0 |
Sep01 |
000321 |
92.94 |
92.99 |
92.94 |
92.98 |
+0.02 |
46 |
0 |
+0 |
Dec01 |
000321 |
92.95 |
92.95 |
92.95 |
92.95 |
+0.06 |
24 |
0 |
+0 |
Mar02 |
000321 |
92.90 |
92.90 |
92.90 |
92.90 |
+0.07 |
|
|
|
Jun02 |
000321 |
92.84 |
92.84 |
92.83 |
92.83 |
+0.06 |
100 |
0 |
+0 |
Sep02 |
000321 |
92.73 |
92.79 |
92.73 |
92.79 |
+0.08 |
68 |
0 |
+0 |
Total Volume and Open Interest |
5,891 |
413,438 |
+1,477 |
10-Year Aus T-Bonds(SFE) |
Jun00 |
000321 |
93.47 |
93.65 |
93.46 |
93.65 |
+0.20 |
3,306 |
0 |
+0 |
Sep00 |
000321 |
93.38 |
93.38 |
93.38 |
93.38 |
+0.07 |
|
|
|
Total Volume and Open Interest |
3,306 |
132,781 |
+10,094 |
3-Year Aus T-Bonds(SFE) |
Jun00 |
000321 |
93.47 |
93.56 |
93.45 |
93.54 |
+0.05 |
7,544 |
0 |
+0 |
Sep00 |
000321 |
93.37 |
93.37 |
93.37 |
93.37 |
+0.05 |
|
|
|
Total Volume and Open Interest |
7,544 |
209,550 |
+20,375 |
Gold(CMX) |
Apr00 |
000321 |
284.7 |
292.0 |
284.2 |
290.4 |
+3.9 |
17,900 |
63,403 |
-617 |
Jun00 |
000321 |
287.0 |
295.0 |
286.5 |
293.2 |
+4.0 |
6,008 |
33,011 |
+997 |
Aug00 |
000321 |
291.2 |
297.3 |
290.0 |
295.8 |
+3.9 |
49 |
12,738 |
+10 |
Oct00 |
000321 |
298.5 |
298.5 |
298.5 |
298.5 |
+3.9 |
0 |
3,821 |
+0 |
Dec00 |
000321 |
296.0 |
302.0 |
296.0 |
301.2 |
+3.9 |
702 |
20,157 |
+77 |
Feb01 |
000321 |
297.7 |
305.5 |
297.7 |
303.4 |
+3.9 |
0 |
6,414 |
+0 |
Total Volume and Open Interest |
25,098 |
165,132 |
+843 |
Silver(CMX) |
Mar00 |
000321 |
504.5 |
518.0 |
504.5 |
512.1 |
+9.1 |
30 |
116 |
-107 |
May00 |
000321 |
508.0 |
520.0 |
507.5 |
515.8 |
+9.0 |
9,871 |
55,612 |
+553 |
Jul00 |
000321 |
512.0 |
524.0 |
511.5 |
519.4 |
+8.6 |
864 |
8,076 |
+13 |
Sep00 |
000321 |
525.0 |
525.0 |
520.5 |
522.7 |
+8.6 |
167 |
2,244 |
+121 |
Dec00 |
000321 |
530.0 |
530.0 |
525.0 |
525.7 |
+8.6 |
56 |
6,164 |
+42 |
Total Volume and Open Interest |
11,027 |
76,233 |
+652 |
Platinum(NYM) |
Apr00 |
000321 |
489.0 |
496.0 |
488.2 |
491.6 |
+4.4 |
562 |
7,329 |
-44 |
Jul00 |
000321 |
480.5 |
487.0 |
480.5 |
482.1 |
+2.6 |
177 |
1,927 |
+108 |
Oct00 |
000321 |
473.1 |
473.1 |
473.1 |
473.1 |
+2.6 |
|
|
|
Jan01 |
000321 |
466.1 |
466.1 |
466.1 |
466.1 |
+2.6 |
|
|
|
Total Volume and Open Interest |
739 |
9,335 |
+64 |
Palladium(NYME) |
Mar00 |
000321 |
695.00 |
695.00 |
660.00 |
663.50 |
-23.40 |
2 |
1 |
-6 |
Jun00 |
000321 |
680.00 |
680.00 |
650.50 |
655.00 |
-23.40 |
62 |
2,308 |
+26 |
Sep00 |
000321 |
648.00 |
648.00 |
648.00 |
648.00 |
-23.40 |
|
|
|
Total Volume and Open Interest |
64 |
2,352 |
+20 |
Copper(CMX) |
Mar00 |
000321 |
80.25 |
81.20 |
80.25 |
81.00 |
+1.10 |
423 |
662 |
-148 |
May00 |
000321 |
81.00 |
82.20 |
80.60 |
81.85 |
+1.10 |
5,947 |
38,830 |
+761 |
Jul00 |
000321 |
81.70 |
83.00 |
81.60 |
82.65 |
+1.10 |
410 |
7,286 |
+69 |
Sep00 |
000321 |
82.95 |
83.35 |
82.95 |
83.35 |
+1.10 |
13 |
4,835 |
-6 |
Dec00 |
000321 |
83.20 |
84.40 |
83.20 |
84.15 |
+1.10 |
47 |
4,134 |
+5 |
Total Volume and Open Interest |
7,490 |
68,249 |
+666 |
DJIA Index(CBOT) |
Mar00 |
000316 |
10200 |
10685 |
10155 |
10680 |
+523 |
4,896 |
8,206 |
-2,539 |
Jun00 |
000321 |
10810 |
11050 |
10725 |
11025 |
+205 |
12,740 |
15,097 |
-685 |
Sep00 |
000321 |
10885 |
11170 |
10875 |
11161 |
+206 |
107 |
709 |
+94 |
Dec00 |
000321 |
11095 |
11320 |
11035 |
11312 |
+207 |
52 |
1,316 |
+50 |
Total Volume and Open Interest |
12,899 |
17,128 |
-541 |
S & P 500(CME) |
Jun00 |
000321 |
1474.00 |
1514.30 |
1463.50 |
1507.50 |
+29.40 |
70,587 |
357,988 |
-2,672 |
Sep00 |
000321 |
1488.00 |
1534.50 |
1484.50 |
1528.10 |
+29.60 |
194 |
5,228 |
+33 |
Dec00 |
000321 |
1532.90 |
1556.90 |
1508.90 |
1550.60 |
+29.70 |
278 |
3,231 |
+79 |
Mar01 |
000321 |
1556.30 |
1580.30 |
1532.30 |
1573.60 |
+29.30 |
60 |
230 |
+29 |
Total Volume and Open Interest |
71,259 |
442,037 |
-3,022 |
S & P 500 E-Mini(Globex) |
Jun00 |
000321 |
1477.50 |
1514.25 |
1463.25 |
1507.50 |
+29.50 |
58,295 |
19,351 |
-177 |
Sep00 |
000321 |
1528.00 |
1528.00 |
1528.00 |
1528.00 |
+29.50 |
|
|
|
Total Volume and Open Interest |
58,295 |
19,351 |
|
NASDAQ 100(CME) |
Jun00 |
000321 |
4325.00 |
4530.00 |
4210.00 |
4518.00 |
+165.50 |
18,917 |
34,823 |
-567 |
Sep00 |
000321 |
4408.50 |
4578.50 |
4326.50 |
4574.00 |
+165.50 |
0 |
12 |
+0 |
Dec00 |
000321 |
4630.00 |
4634.50 |
4382.50 |
4630.00 |
+165.50 |
|
|
|
Total Volume and Open Interest |
18,958 |
43,383 |
|
NASDAQ 100 E-Mini(GLOBEX) |
Jun00 |
000321 |
4348.0 |
4529.5 |
4215.0 |
4518.0 |
+165.5 |
25,413 |
7,812 |
+454 |
Sep00 |
000321 |
4574.0 |
4574.0 |
4574.0 |
4574.0 |
+165.5 |
|
|
|
Total Volume and Open Interest |
25,413 |
7,812 |
|
NYSE Composite(NYBOT) |
Jun00 |
000321 |
639.00 |
651.50 |
634.00 |
649.70 |
+8.95 |
330 |
2,554 |
+17 |
Sep00 |
000321 |
646.50 |
656.80 |
646.50 |
656.80 |
+8.25 |
|
|
|
Dec00 |
000321 |
663.90 |
663.90 |
663.90 |
663.90 |
+7.55 |
|
|
|
Total Volume and Open Interest |
0 |
1,995 |
+0 |
S & P Midcap 400(CME) |
Jun00 |
000321 |
479.50 |
492.00 |
471.00 |
490.50 |
+10.75 |
1,645 |
12,412 |
-117 |
Sep00 |
000321 |
493.30 |
493.80 |
493.30 |
493.30 |
+10.75 |
0 |
1 |
+0 |
Dec00 |
000321 |
495.40 |
495.90 |
495.40 |
495.40 |
+10.75 |
|
|
|
Total Volume and Open Interest |
1,645 |
14,837 |
-117 |
Russell 2000(CME) |
Jun00 |
000321 |
549.00 |
564.00 |
532.00 |
563.50 |
+14.75 |
3,165 |
11,678 |
-351 |
Sep00 |
000321 |
570.00 |
570.00 |
554.25 |
570.00 |
+14.75 |
|
|
|
Dec00 |
000321 |
577.55 |
577.55 |
577.55 |
577.55 |
+14.75 |
|
|
|
Total Volume and Open Interest |
3,165 |
14,500 |
-351 |
Value Line(KCBT) |
Jun00 |
000321 |
1038.00 |
1060.00 |
1031.50 |
1060.00 |
+18.50 |
30 |
114 |
-13 |
Total Volume and Open Interest |
30 |
115 |
-13 |
Nikkei 225(CME) |
Jun00 |
000321 |
19560 |
19705 |
19450 |
19705 |
+350 |
727 |
11,580 |
-137 |
Sep00 |
000321 |
19705 |
19705 |
19705 |
19705 |
+350 |
0 |
2 |
+0 |
Total Volume and Open Interest |
727 |
11,582 |
-137 |
Nikkei 225(SIMEX) |
Jun00 |
000321 |
19380 |
19560 |
19360 |
19510 |
+45 |
10,183 |
0 |
-90,151 |
Sep00 |
000321 |
19515 |
19515 |
19515 |
19515 |
+45 |
|
|
|
Dec00 |
000321 |
19490 |
19490 |
19490 |
19490 |
+45 |
|
|
|
Total Volume and Open Interest |
25,347 |
129,192 |
+3,170 |
CAC 40(MATIF) |
Mar00 |
000321 |
6345.0 |
6430.0 |
6272.0 |
6420.0 |
+62.0 |
29,721 |
155,919 |
+647 |
Apr00 |
000321 |
6360.0 |
6373.0 |
6292.5 |
6373.0 |
-2.0 |
2,202 |
4,799 |
+151 |
May00 |
000321 |
6333.0 |
6333.0 |
6333.0 |
6333.0 |
-44.5 |
0 |
13 |
+0 |
Total Volume and Open Interest |
35,317 |
232,412 |
+3,022 |
DAX Index(EUREX) |
Jun00 |
000321 |
7900.0 |
7906.5 |
7786.5 |
7858.0 |
-61.0 |
26,151 |
331,699 |
+17,537 |
Sep00 |
000321 |
7934.0 |
7936.5 |
7865.5 |
7936.5 |
-64.0 |
166 |
1,509 |
+12 |
Dec00 |
000321 |
8008.5 |
8025.0 |
8004.0 |
8025.0 |
|
|
|
|
FT-SE 100(LIFFE) |
Jun00 |
000321 |
6650.00 |
6695.50 |
6612.00 |
6690.00 |
+7.00 |
18,293 |
200,535 |
+1,119 |
Sep00 |
000321 |
6738.50 |
6761.00 |
6738.50 |
6761.00 |
+7.00 |
10 |
1,190 |
+0 |
Dec00 |
000321 |
6852.00 |
6852.00 |
6852.00 |
6852.00 |
|
|
|
|
SPI 200(SFE) |
Mar00 |
000321 |
3236.0 |
3259.0 |
3231.0 |
3251.0 |
+15.0 |
915 |
0 |
+0 |
Jun00 |
000321 |
3245.0 |
3269.0 |
3244.0 |
3261.0 |
+14.0 |
653 |
0 |
+0 |
Sep00 |
000321 |
3274.0 |
3274.0 |
3274.0 |
3274.0 |
+5.0 |
169 |
0 |
+0 |
Total Volume and Open Interest |
2,170 |
270,879 |
+1,442 |
GSCI(CME) |
Apr00 |
000321 |
208.10 |
209.10 |
206.60 |
208.10 |
+1.60 |
676 |
37,469 |
+377 |
May00 |
000321 |
206.70 |
207.30 |
206.70 |
206.70 |
+0.60 |
0 |
5 |
+0 |
Jun00 |
000321 |
204.20 |
204.70 |
203.50 |
204.20 |
+0.20 |
6 |
40 |
-3 |
Total Volume and Open Interest |
676 |
37,514 |
+374 |
Bridge CRB Index(NYBOT) |
Apr00 |
000321 |
211.70 |
212.85 |
211.70 |
212.80 |
+0.70 |
173 |
1,502 |
-12 |
Jun00 |
000321 |
213.40 |
214.30 |
213.40 |
214.30 |
+0.80 |
36 |
1,129 |
-8 |
Aug00 |
000321 |
215.30 |
215.30 |
215.30 |
215.30 |
+0.90 |
0 |
544 |
+0 |
Total Volume and Open Interest |
210 |
3,177 |
-20 |
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
|
|