 |
MRCI's Free Historical Futures Prices |
Daily Futures Price Listing Mon March 27, 2000 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
May00 |
000327 |
534.00 |
535.00 |
527.50 |
531.50 |
+0.75 |
34,918 |
75,792 |
-2,299 |
Jul00 |
000327 |
545.00 |
545.75 |
538.50 |
542.00 |
+0.75 |
11,974 |
55,363 |
+1,559 |
Aug00 |
000327 |
548.00 |
549.00 |
542.00 |
545.00 |
+0.25 |
687 |
8,044 |
+266 |
Sep00 |
000327 |
550.00 |
551.50 |
544.50 |
546.50 |
unch |
296 |
4,640 |
+20 |
Nov00 |
000327 |
556.50 |
558.25 |
551.50 |
556.00 |
+1.50 |
5,213 |
34,747 |
+677 |
Jan01 |
000327 |
562.50 |
564.50 |
560.00 |
562.50 |
+0.50 |
98 |
2,523 |
+5 |
Mar01 |
000327 |
570.25 |
571.50 |
566.00 |
569.50 |
+1.50 |
265 |
1,180 |
+133 |
Total Volume and Open Interest |
54,484 |
183,575 |
+767 |
Soybean Meal(CBOT) |
May00 |
000327 |
171.30 |
171.50 |
168.80 |
169.20 |
-0.90 |
11,857 |
51,536 |
-1,463 |
Jul00 |
000327 |
172.70 |
172.70 |
170.40 |
170.90 |
-0.80 |
3,973 |
36,839 |
+174 |
Aug00 |
000327 |
172.70 |
172.70 |
170.80 |
171.30 |
+0.10 |
370 |
9,563 |
+21 |
Sep00 |
000327 |
173.30 |
173.30 |
171.20 |
171.90 |
+0.40 |
457 |
5,701 |
-55 |
Oct00 |
000327 |
172.80 |
172.80 |
171.30 |
172.10 |
+0.90 |
240 |
5,173 |
+5 |
Dec00 |
000327 |
175.30 |
175.80 |
174.10 |
174.60 |
+0.30 |
1,453 |
12,359 |
+403 |
Jan01 |
000327 |
176.00 |
176.20 |
175.00 |
175.00 |
+1.00 |
0 |
894 |
+0 |
Mar01 |
000327 |
177.50 |
177.50 |
176.50 |
176.80 |
+1.30 |
25 |
615 |
+14 |
Total Volume and Open Interest |
18,375 |
122,705 |
-901 |
Soybean Oil(CBOT) |
May00 |
000327 |
17.55 |
17.70 |
17.45 |
17.60 |
+0.20 |
7,382 |
54,189 |
+572 |
Jul00 |
000327 |
17.95 |
18.01 |
17.79 |
17.90 |
+0.19 |
3,777 |
40,421 |
+665 |
Aug00 |
000327 |
18.17 |
18.17 |
17.96 |
18.05 |
+0.20 |
1,002 |
9,892 |
+306 |
Sep00 |
000327 |
18.34 |
18.35 |
18.12 |
18.17 |
+0.20 |
105 |
7,297 |
+52 |
Oct00 |
000327 |
18.40 |
18.50 |
18.30 |
18.36 |
+0.17 |
207 |
6,409 |
-26 |
Dec00 |
000327 |
18.85 |
18.85 |
18.60 |
18.65 |
+0.14 |
1,034 |
17,047 |
+58 |
Jan01 |
000327 |
18.99 |
19.00 |
18.95 |
19.00 |
+0.19 |
8 |
8,191 |
+0 |
Mar01 |
000327 |
19.33 |
19.40 |
19.30 |
19.40 |
+0.35 |
66 |
2,029 |
-10 |
Total Volume and Open Interest |
13,582 |
149,842 |
+1,618 |
Canola(WCE) |
May00 |
000327 |
264.0 |
264.5 |
262.0 |
262.9 |
+0.7 |
1,336 |
27,118 |
+125 |
Jul00 |
000327 |
270.2 |
270.2 |
268.2 |
269.1 |
+0.5 |
1,216 |
21,011 |
-7 |
Aug00 |
000327 |
272.0 |
272.0 |
272.0 |
272.0 |
+0.5 |
0 |
2,858 |
+0 |
Sep00 |
000327 |
274.5 |
274.5 |
274.5 |
274.5 |
+0.8 |
0 |
660 |
+0 |
Nov00 |
000327 |
281.8 |
281.8 |
279.5 |
280.7 |
+0.7 |
975 |
15,967 |
+257 |
Total Volume and Open Interest |
3,627 |
68,094 |
+380 |
Corn(CBOT) |
May00 |
000327 |
234.00 |
234.75 |
229.75 |
232.50 |
+0.50 |
29,755 |
187,333 |
-1,928 |
Jul00 |
000327 |
241.00 |
243.00 |
238.25 |
240.75 |
+0.50 |
15,120 |
147,494 |
+1,639 |
Sep00 |
000327 |
249.75 |
250.50 |
246.25 |
248.75 |
+1.00 |
1,580 |
43,149 |
+245 |
Nov00 |
000327 |
254.50 |
254.50 |
252.50 |
253.50 |
+0.25 |
56 |
936 |
-8 |
Dec00 |
000327 |
258.00 |
259.25 |
255.75 |
257.50 |
+0.25 |
9,484 |
106,888 |
+578 |
Jan01 |
000327 |
261.00 |
261.50 |
261.00 |
261.50 |
+0.50 |
0 |
20 |
+0 |
Total Volume and Open Interest |
56,588 |
505,541 |
+703 |
Wheat(CBOT) |
May00 |
000327 |
254.50 |
255.75 |
252.75 |
254.50 |
+1.75 |
20,106 |
58,189 |
-561 |
Jul00 |
000327 |
266.50 |
267.75 |
264.75 |
265.75 |
+1.00 |
15,013 |
45,387 |
+3,524 |
Sep00 |
000327 |
278.00 |
278.50 |
275.50 |
277.00 |
+1.25 |
649 |
7,717 |
+104 |
Dec00 |
000327 |
292.50 |
293.50 |
290.50 |
292.50 |
+2.00 |
2,695 |
12,016 |
-550 |
Mar01 |
000327 |
305.50 |
306.50 |
304.50 |
305.50 |
+1.50 |
282 |
1,305 |
+259 |
Total Volume and Open Interest |
38,765 |
125,092 |
+2,783 |
Wheat(KCBT) |
May00 |
000327 |
279.50 |
280.25 |
276.00 |
279.50 |
+1.50 |
5,525 |
26,978 |
-573 |
Jul00 |
000327 |
290.50 |
291.00 |
287.00 |
289.50 |
+1.75 |
7,070 |
28,948 |
+1,691 |
Sep00 |
000327 |
298.00 |
300.50 |
297.00 |
298.00 |
+1.50 |
424 |
3,069 |
+24 |
Dec00 |
000327 |
313.00 |
314.50 |
311.00 |
313.00 |
+1.00 |
1,907 |
7,323 |
+65 |
Mar01 |
000327 |
323.50 |
323.50 |
321.50 |
321.50 |
+2.00 |
0 |
432 |
+0 |
Total Volume and Open Interest |
14,926 |
66,981 |
+1,207 |
Wheat(MGE) |
May00 |
000327 |
321.50 |
323.00 |
320.50 |
322.00 |
+1.50 |
1,746 |
11,837 |
+202 |
Jul00 |
000327 |
331.00 |
333.25 |
331.00 |
333.00 |
+2.00 |
1,357 |
7,430 |
+79 |
Sep00 |
000327 |
341.50 |
343.25 |
341.00 |
343.00 |
+2.00 |
533 |
3,182 |
+43 |
Dec00 |
000327 |
353.75 |
355.50 |
353.50 |
355.25 |
+2.00 |
70 |
1,350 |
+10 |
Mar01 |
000327 |
363.50 |
363.50 |
363.50 |
363.50 |
+1.50 |
0 |
143 |
+0 |
Total Volume and Open Interest |
3,706 |
23,945 |
+334 |
Oats(CBOT) |
May00 |
000327 |
121.25 |
122.00 |
120.75 |
121.75 |
+1.25 |
204 |
5,255 |
+0 |
Jul00 |
000327 |
119.50 |
120.00 |
118.75 |
119.75 |
+1.00 |
180 |
7,236 |
+29 |
Sep00 |
000327 |
122.75 |
122.75 |
121.50 |
122.50 |
+1.00 |
10 |
1,486 |
+2 |
Dec00 |
000327 |
129.00 |
129.00 |
128.50 |
128.50 |
+0.50 |
31 |
3,138 |
-23 |
Total Volume and Open Interest |
425 |
17,580 |
+8 |
Rough Rice(CBOT) |
May00 |
000327 |
5.74 |
5.99 |
5.72 |
5.92 |
+0.20 |
233 |
3,963 |
-4 |
Jul00 |
000327 |
6.08 |
6.22 |
6.04 |
6.22 |
+0.19 |
174 |
1,584 |
-13 |
Sep00 |
000327 |
6.80 |
6.90 |
6.80 |
6.90 |
+0.18 |
19 |
398 |
-5 |
Nov00 |
000327 |
6.93 |
7.04 |
6.91 |
7.04 |
+0.16 |
23 |
604 |
-2 |
Total Volume and Open Interest |
454 |
6,703 |
-24 |
Live Cattle(CME) |
Apr00 |
000327 |
73.100 |
73.250 |
72.850 |
73.050 |
+0.025 |
3,508 |
39,125 |
-780 |
Jun00 |
000327 |
69.500 |
69.775 |
69.500 |
69.725 |
+0.325 |
3,487 |
42,289 |
+532 |
Aug00 |
000327 |
69.700 |
69.900 |
69.650 |
69.800 |
+0.275 |
812 |
22,741 |
+79 |
Oct00 |
000327 |
72.600 |
72.750 |
72.550 |
72.700 |
+0.250 |
433 |
12,588 |
+143 |
Dec00 |
000327 |
74.200 |
74.400 |
74.100 |
74.300 |
+0.250 |
166 |
4,997 |
+51 |
Feb01 |
000327 |
75.000 |
75.150 |
74.975 |
75.050 |
+0.200 |
32 |
2,935 |
+7 |
Total Volume and Open Interest |
8,751 |
127,872 |
+275 |
Feeder Cattle(CME) |
Mar00 |
000327 |
83.900 |
84.000 |
83.775 |
83.900 |
+0.350 |
194 |
2,936 |
-60 |
Apr00 |
000327 |
84.550 |
84.650 |
84.200 |
84.400 |
+0.075 |
674 |
5,023 |
-89 |
May00 |
000327 |
84.600 |
84.850 |
84.350 |
84.575 |
+0.200 |
801 |
7,695 |
+38 |
Aug00 |
000327 |
86.350 |
86.525 |
86.300 |
86.500 |
+0.200 |
259 |
5,564 |
-26 |
Sep00 |
000327 |
86.500 |
86.600 |
86.400 |
86.600 |
+0.150 |
27 |
1,500 |
+10 |
Oct00 |
000327 |
86.750 |
86.850 |
86.700 |
86.750 |
+0.150 |
6 |
1,416 |
-1 |
Nov00 |
000327 |
87.700 |
87.800 |
87.600 |
87.800 |
+0.125 |
20 |
1,066 |
+1,066 |
Total Volume and Open Interest |
1,981 |
25,558 |
-120 |
Lean Hogs(CME) |
Apr00 |
000327 |
62.700 |
63.750 |
62.200 |
62.675 |
-0.050 |
1,742 |
16,125 |
-565 |
Jun00 |
000327 |
70.525 |
72.250 |
70.400 |
71.925 |
+1.400 |
3,336 |
24,506 |
+42 |
Jul00 |
000327 |
68.050 |
69.575 |
68.000 |
69.500 |
+1.925 |
780 |
6,498 |
+52 |
Aug00 |
000327 |
65.500 |
66.175 |
65.500 |
66.175 |
+2.000 |
384 |
6,057 |
+128 |
Oct00 |
000327 |
59.300 |
59.750 |
59.300 |
59.750 |
+2.000 |
223 |
3,492 |
+80 |
Dec00 |
000327 |
56.825 |
56.825 |
56.500 |
56.825 |
+2.000 |
315 |
2,327 |
+181 |
Feb01 |
000327 |
57.500 |
57.500 |
56.900 |
57.150 |
+1.650 |
76 |
489 |
+50 |
Apr01 |
000327 |
56.500 |
56.850 |
55.800 |
55.800 |
+0.950 |
29 |
138 |
+21 |
Total Volume and Open Interest |
6,888 |
59,643 |
-10 |
Pork Bellies(CME) |
Mar00 |
000327 |
94.700 |
94.700 |
94.700 |
94.700 |
+3.000 |
81 |
66 |
-61 |
May00 |
000327 |
89.600 |
91.850 |
89.600 |
91.850 |
+3.000 |
685 |
4,736 |
-49 |
Jul00 |
000327 |
88.150 |
89.900 |
88.150 |
89.900 |
+3.000 |
159 |
1,312 |
+23 |
Aug00 |
000327 |
86.250 |
87.150 |
86.250 |
87.150 |
+3.000 |
52 |
498 |
+35 |
Total Volume and Open Interest |
977 |
6,612 |
-52 |
Cocoa(NYBOT) |
May00 |
000327 |
840 |
840 |
792 |
797 |
-43 |
7,655 |
32,523 |
-277 |
Jul00 |
000327 |
867 |
870 |
821 |
828 |
-43 |
2,312 |
22,628 |
+458 |
Sep00 |
000327 |
892 |
892 |
850 |
855 |
-42 |
650 |
18,202 |
+337 |
Dec00 |
000327 |
932 |
935 |
889 |
893 |
-42 |
167 |
10,982 |
+55 |
Mar01 |
000327 |
967 |
967 |
928 |
928 |
-42 |
44 |
8,018 |
-10 |
May01 |
000327 |
965 |
965 |
955 |
955 |
-42 |
200 |
5,478 |
+140 |
Jul01 |
000327 |
983 |
983 |
983 |
983 |
-42 |
0 |
4,980 |
+0 |
Total Volume and Open Interest |
11,028 |
107,905 |
+703 |
Coffee "C"(NYBOT) |
May00 |
000327 |
102.75 |
103.25 |
101.35 |
103.15 |
unch |
4,240 |
29,008 |
-382 |
Jul00 |
000327 |
105.25 |
105.90 |
104.20 |
105.80 |
unch |
1,507 |
10,492 |
+580 |
Sep00 |
000327 |
108.00 |
108.55 |
106.90 |
108.55 |
unch |
150 |
6,799 |
+40 |
Dec00 |
000327 |
111.50 |
111.90 |
110.20 |
111.90 |
-0.10 |
116 |
3,534 |
-4 |
Mar01 |
000327 |
114.00 |
115.20 |
113.50 |
115.20 |
unch |
37 |
1,152 |
-2 |
May01 |
000327 |
117.00 |
117.00 |
117.00 |
117.00 |
unch |
0 |
112 |
+0 |
Total Volume and Open Interest |
6,050 |
51,108 |
+232 |
Orange Juice(NYBOT) |
May00 |
000327 |
82.55 |
83.20 |
82.45 |
82.50 |
-0.05 |
1,671 |
11,860 |
-395 |
Jul00 |
000327 |
82.60 |
82.80 |
82.05 |
82.15 |
unch |
428 |
3,566 |
+207 |
Sep00 |
000327 |
82.60 |
82.60 |
82.05 |
82.10 |
+0.05 |
56 |
2,100 |
+23 |
Nov00 |
000327 |
81.75 |
82.50 |
81.75 |
81.80 |
-0.05 |
32 |
921 |
+13 |
Jan01 |
000327 |
82.45 |
82.45 |
82.25 |
82.25 |
-0.25 |
6 |
654 |
+6 |
Total Volume and Open Interest |
2,206 |
19,886 |
-133 |
Sugar #11(NYBOT) |
May00 |
000327 |
5.38 |
5.50 |
5.37 |
5.47 |
+0.09 |
12,199 |
85,851 |
-129 |
Jul00 |
000327 |
5.40 |
5.50 |
5.39 |
5.45 |
+0.07 |
8,673 |
57,044 |
+1,726 |
Oct00 |
000327 |
5.74 |
5.80 |
5.73 |
5.78 |
+0.05 |
3,279 |
29,234 |
-46 |
Mar01 |
000327 |
6.10 |
6.13 |
6.09 |
6.12 |
+0.03 |
752 |
18,696 |
+150 |
May01 |
000327 |
6.25 |
6.27 |
6.25 |
6.25 |
+0.03 |
160 |
2,526 |
+110 |
Total Volume and Open Interest |
25,279 |
199,445 |
+2,000 |
London Cocoa(LCE) |
Mar00 |
000327 |
540 |
540 |
540 |
540 |
-10 |
0 |
13 |
+0 |
May00 |
000327 |
600 |
601 |
578 |
580 |
-20 |
2,474 |
29,973 |
-1,015 |
Jul00 |
000327 |
606 |
610 |
588 |
589 |
-19 |
2,522 |
35,601 |
-718 |
Sep00 |
000327 |
629 |
629 |
611 |
611 |
-17 |
356 |
26,973 |
-105 |
Dec00 |
000327 |
656 |
656 |
637 |
637 |
-19 |
259 |
23,947 |
-133 |
Mar01 |
000327 |
670 |
674 |
657 |
657 |
-19 |
49 |
15,679 |
+10 |
May01 |
000327 |
672 |
672 |
672 |
672 |
-18 |
0 |
9,071 |
+0 |
Total Volume and Open Interest |
5,660 |
148,977 |
-1,961 |
London Coffee(LCE) |
Mar00 |
000327 |
945.00 |
950.00 |
945.00 |
947.00 |
+1.00 |
23 |
45 |
+19 |
May00 |
000327 |
966.00 |
972.00 |
960.00 |
960.00 |
-6.00 |
2,324 |
33,007 |
-862 |
Jul00 |
000327 |
970.00 |
970.00 |
958.00 |
960.00 |
-4.00 |
2,023 |
18,864 |
+693 |
Sep00 |
000327 |
971.00 |
971.00 |
966.00 |
966.00 |
-4.00 |
235 |
6,247 |
+51 |
Nov00 |
000327 |
980.00 |
985.00 |
978.00 |
978.00 |
-3.00 |
105 |
3,177 |
+12 |
Jan01 |
000327 |
1000.00 |
1000.00 |
996.00 |
996.00 |
unch |
50 |
965 |
+22 |
Total Volume and Open Interest |
4,760 |
62,735 |
-65 |
London Sugar(LCE) |
Mar00 |
000215 |
0.00 |
0.00 |
0.00 |
0.00 |
-170.90 |
3,691 |
87 |
-3,090 |
May00 |
000327 |
172.60 |
174.60 |
172.00 |
174.60 |
+2.00 |
1,170 |
19,378 |
-94 |
Aug00 |
000327 |
174.50 |
177.50 |
174.50 |
177.20 |
+1.90 |
915 |
14,770 |
+138 |
Oct00 |
000327 |
180.80 |
181.60 |
180.50 |
181.30 |
+1.30 |
120 |
5,604 |
+8 |
Dec00 |
000327 |
181.20 |
183.30 |
181.20 |
183.30 |
+2.10 |
80 |
168 |
+26 |
Total Volume and Open Interest |
2,335 |
40,637 |
+88 |
Cotton(NYBOT) |
May00 |
000327 |
59.05 |
59.40 |
58.50 |
59.21 |
+0.40 |
8,009 |
33,785 |
-1,658 |
Jul00 |
000327 |
60.60 |
60.90 |
60.05 |
60.85 |
+0.49 |
5,158 |
17,892 |
-355 |
Oct00 |
000327 |
60.40 |
60.70 |
60.15 |
60.40 |
+0.20 |
42 |
885 |
-1 |
Dec00 |
000327 |
61.50 |
61.70 |
61.10 |
61.30 |
-0.03 |
2,129 |
13,662 |
-101 |
Mar01 |
000327 |
62.30 |
62.30 |
62.30 |
62.30 |
unch |
17 |
941 |
+16 |
May01 |
000327 |
62.80 |
62.80 |
62.80 |
62.80 |
unch |
0 |
339 |
+0 |
Total Volume and Open Interest |
15,355 |
67,876 |
-2,099 |
Lumber(CME) |
May00 |
000327 |
323.5 |
325.8 |
322.1 |
325.0 |
+1.0 |
968 |
1,751 |
+80 |
Jul00 |
000327 |
328.5 |
331.3 |
328.0 |
329.9 |
+2.5 |
163 |
666 |
-56 |
Sep00 |
000327 |
327.8 |
328.8 |
327.8 |
328.8 |
+1.8 |
27 |
177 |
+6 |
Nov00 |
000327 |
323.2 |
323.6 |
322.0 |
322.0 |
+0.9 |
13 |
50 |
+7 |
Total Volume and Open Interest |
1,174 |
2,688 |
+37 |
Crude Oil(NYM) |
May00 |
000327 |
27.65 |
28.01 |
27.47 |
27.79 |
-0.23 |
59,199 |
125,913 |
+14 |
Jun00 |
000327 |
27.10 |
27.25 |
26.85 |
27.00 |
-0.28 |
26,411 |
80,720 |
-416 |
Jul00 |
000327 |
26.58 |
26.60 |
26.35 |
26.45 |
-0.26 |
10,674 |
48,512 |
-858 |
Aug00 |
000327 |
25.95 |
26.08 |
25.90 |
25.97 |
-0.24 |
3,042 |
26,219 |
+463 |
Sep00 |
000327 |
25.70 |
25.70 |
25.53 |
25.53 |
-0.23 |
2,160 |
17,957 |
-261 |
Oct00 |
000327 |
25.05 |
25.25 |
25.05 |
25.12 |
-0.23 |
2,052 |
17,450 |
-453 |
Nov00 |
000327 |
24.75 |
24.80 |
24.70 |
24.73 |
-0.23 |
928 |
14,201 |
-459 |
Dec00 |
000327 |
24.45 |
24.60 |
24.32 |
24.36 |
-0.24 |
7,207 |
39,970 |
+1,131 |
Jan01 |
000327 |
24.18 |
24.18 |
24.00 |
24.00 |
-0.26 |
315 |
15,760 |
+37 |
Feb01 |
000327 |
23.65 |
23.65 |
23.65 |
23.65 |
-0.28 |
126 |
6,044 |
+40 |
Total Volume and Open Interest |
114,684 |
485,665 |
-552 |
Heating Oil(NYM) |
Apr00 |
000327 |
73.90 |
75.00 |
73.00 |
73.73 |
-1.14 |
12,184 |
17,405 |
-2,665 |
May00 |
000327 |
68.00 |
68.70 |
67.10 |
67.93 |
-0.54 |
21,268 |
102,281 |
-1,835 |
Jun00 |
000327 |
65.30 |
66.10 |
65.30 |
65.63 |
-0.59 |
21,268 |
102,281 |
-1,835 |
Jul00 |
000327 |
64.40 |
65.00 |
64.25 |
64.58 |
-0.59 |
729 |
9,915 |
-98 |
Aug00 |
000327 |
64.50 |
64.50 |
64.30 |
64.38 |
-0.59 |
102 |
6,380 |
-15 |
Sep00 |
000327 |
64.95 |
64.95 |
64.93 |
64.93 |
-0.54 |
88 |
5,586 |
-52 |
Oct00 |
000327 |
65.40 |
65.60 |
65.33 |
65.33 |
-0.54 |
14 |
2,780 |
+0 |
Nov00 |
000327 |
66.40 |
66.40 |
65.78 |
65.78 |
-0.49 |
17 |
2,823 |
-8 |
Dec00 |
000327 |
66.30 |
66.40 |
66.00 |
66.18 |
-0.44 |
324 |
15,383 |
-32 |
Jan01 |
000327 |
66.35 |
66.50 |
66.18 |
66.18 |
-0.44 |
59 |
3,797 |
+17 |
Total Volume and Open Interest |
21,268 |
102,281 |
-1,835 |
Unleaded Gas(NYM) |
Apr00 |
000327 |
94.30 |
96.20 |
93.20 |
94.69 |
-0.20 |
16,784 |
23,792 |
-417 |
May00 |
000327 |
87.00 |
89.30 |
86.00 |
88.40 |
+0.62 |
14,428 |
35,053 |
+923 |
Jun00 |
000327 |
82.50 |
84.20 |
82.30 |
83.90 |
+0.52 |
5,514 |
18,128 |
-1,016 |
Jul00 |
000327 |
79.80 |
80.60 |
79.40 |
80.50 |
+0.42 |
2,758 |
11,017 |
+4 |
Aug00 |
000327 |
77.65 |
77.85 |
77.65 |
77.85 |
+0.37 |
1,603 |
9,505 |
+211 |
Sep00 |
000327 |
74.70 |
75.50 |
74.70 |
75.45 |
+0.37 |
1,173 |
10,332 |
+86 |
Oct00 |
000327 |
71.58 |
71.95 |
71.58 |
71.95 |
+0.37 |
34 |
1,838 |
-20 |
Nov00 |
000327 |
69.75 |
69.80 |
69.75 |
69.80 |
+0.27 |
14 |
0 |
-892 |
Total Volume and Open Interest |
42,328 |
111,743 |
-240 |
Natural Gas(NYM) |
Apr00 |
000327 |
2.830 |
2.935 |
2.810 |
2.914 |
+0.078 |
28,636 |
33,045 |
-7,183 |
May00 |
000327 |
2.860 |
2.960 |
2.840 |
2.938 |
+0.076 |
18,220 |
49,647 |
+1,933 |
Jun00 |
000327 |
2.880 |
2.965 |
2.870 |
2.953 |
+0.073 |
6,939 |
25,849 |
+2,793 |
Jul00 |
000327 |
2.880 |
2.965 |
2.880 |
2.965 |
+0.070 |
3,205 |
21,536 |
+69 |
Aug00 |
000327 |
2.880 |
2.968 |
2.880 |
2.968 |
+0.066 |
2,099 |
16,576 |
-86 |
Sep00 |
000327 |
2.895 |
2.963 |
2.895 |
2.963 |
+0.062 |
2,135 |
18,324 |
+154 |
Oct00 |
000327 |
2.915 |
2.973 |
2.915 |
2.973 |
+0.058 |
1,809 |
18,112 |
-269 |
Nov00 |
000327 |
3.020 |
3.073 |
3.020 |
3.073 |
+0.051 |
1,972 |
12,456 |
+192 |
Total Volume and Open Interest |
69,460 |
305,181 |
-2,383 |
Brent Crude Oil(IPE) |
May00 |
000327 |
25.65 |
25.90 |
25.38 |
25.68 |
-0.23 |
26,389 |
64,779 |
-1,166 |
Jun00 |
000327 |
25.20 |
25.59 |
25.17 |
25.46 |
-0.15 |
17,843 |
53,812 |
+2,305 |
Jul00 |
000327 |
24.85 |
25.27 |
24.84 |
25.13 |
-0.08 |
6,763 |
25,201 |
+1,652 |
Aug00 |
000327 |
24.47 |
24.86 |
24.47 |
24.74 |
-0.08 |
2,347 |
14,062 |
+1,121 |
Sep00 |
000327 |
24.09 |
24.48 |
24.09 |
24.36 |
-0.07 |
281 |
12,727 |
+75 |
Oct00 |
000327 |
23.80 |
24.01 |
23.80 |
24.01 |
-0.07 |
770 |
13,910 |
+160 |
Nov00 |
000327 |
23.48 |
23.66 |
23.48 |
23.66 |
-0.06 |
43 |
6,345 |
-22 |
Dec00 |
000327 |
23.15 |
23.31 |
23.13 |
23.31 |
-0.05 |
3,823 |
24,695 |
-1,079 |
Total Volume and Open Interest |
60,582 |
254,230 |
+4,449 |
Gas Oil(IPE) |
Apr00 |
000327 |
211.50 |
212.00 |
208.75 |
211.00 |
-2.75 |
10,026 |
23,496 |
-1,077 |
May00 |
000327 |
204.00 |
204.00 |
201.25 |
202.25 |
-3.50 |
4,440 |
18,310 |
+239 |
Jun00 |
000327 |
199.50 |
199.75 |
197.50 |
199.00 |
-3.50 |
3,366 |
13,804 |
-318 |
Jul00 |
000327 |
198.25 |
198.25 |
196.50 |
197.50 |
-3.75 |
629 |
7,186 |
+87 |
Aug00 |
000327 |
196.00 |
197.00 |
196.00 |
197.00 |
-3.75 |
108 |
5,404 |
-103 |
Sep00 |
000327 |
197.25 |
197.25 |
197.25 |
197.25 |
-3.50 |
100 |
3,655 |
-100 |
Oct00 |
000327 |
198.00 |
198.00 |
197.75 |
197.75 |
-3.00 |
0 |
1,820 |
+0 |
Nov00 |
000327 |
198.00 |
198.00 |
198.00 |
198.00 |
-2.75 |
0 |
1,596 |
+0 |
Total Volume and Open Interest |
19,098 |
96,809 |
-985 |
US Dollar Index(NYBOT) |
Jun00 |
000327 |
104.25 |
105.34 |
104.18 |
105.17 |
+0.75 |
979 |
6,002 |
+102 |
Sep00 |
000327 |
104.22 |
104.85 |
104.22 |
104.85 |
+0.75 |
2 |
2,007 |
+0 |
Dec00 |
000327 |
104.53 |
104.53 |
104.53 |
104.53 |
+0.75 |
|
|
|
Total Volume and Open Interest |
981 |
8,009 |
+102 |
Australian Dollar(IMM) |
Jun00 |
000327 |
61.44 |
61.48 |
61.08 |
61.17 |
+0.29 |
831 |
22,422 |
+182 |
Sep00 |
000327 |
61.22 |
61.22 |
61.22 |
61.22 |
+0.29 |
0 |
6 |
+0 |
Dec00 |
000327 |
61.27 |
61.60 |
61.27 |
61.27 |
+0.29 |
0 |
50 |
+0 |
Total Volume and Open Interest |
831 |
22,563 |
+182 |
British Pound(IMM) |
Jun00 |
000327 |
159.34 |
159.46 |
158.46 |
158.76 |
-0.58 |
4,786 |
37,125 |
-2,851 |
Sep00 |
000327 |
158.70 |
159.50 |
158.50 |
158.86 |
-0.52 |
5 |
24 |
+0 |
Dec00 |
000327 |
159.06 |
159.06 |
159.06 |
159.06 |
-0.40 |
0 |
225 |
-1 |
Total Volume and Open Interest |
4,786 |
37,374 |
-2,852 |
Canadian Dollar(IMM) |
Jun00 |
000327 |
68.53 |
68.77 |
68.51 |
68.60 |
+0.14 |
5,344 |
55,748 |
-148 |
Sep00 |
000327 |
68.70 |
68.92 |
68.70 |
68.76 |
+0.14 |
2 |
6,066 |
+25 |
Dec00 |
000327 |
68.91 |
69.05 |
68.88 |
68.92 |
+0.14 |
1 |
1,563 |
-4 |
Mar01 |
000327 |
69.08 |
69.20 |
69.08 |
69.08 |
+0.14 |
8 |
405 |
+0 |
Total Volume and Open Interest |
5,355 |
63,876 |
-127 |
Japanese Yen(IMM) |
Jun00 |
000327 |
95.04 |
95.11 |
94.65 |
95.02 |
+0.22 |
9,836 |
66,613 |
-117 |
Sep00 |
000327 |
96.54 |
96.54 |
96.21 |
96.53 |
+0.21 |
0 |
729 |
-17 |
Dec00 |
000327 |
98.10 |
98.10 |
98.10 |
98.10 |
+0.20 |
0 |
320 |
+0 |
Total Volume and Open Interest |
3,352 |
67,742 |
-134 |
Swiss Franc(IMM) |
Jun00 |
000327 |
61.58 |
61.71 |
61.10 |
61.27 |
-0.67 |
12,225 |
41,464 |
-3,068 |
Sep00 |
000327 |
62.10 |
62.10 |
61.70 |
61.78 |
-0.67 |
0 |
182 |
+3 |
Dec00 |
000327 |
62.29 |
62.29 |
62.29 |
62.29 |
-0.67 |
2 |
5 |
-2 |
Total Volume and Open Interest |
12,227 |
41,651 |
-3,067 |
EuroFX(IMM) |
Jun00 |
000327 |
97.74 |
97.85 |
96.88 |
97.10 |
-0.97 |
15,949 |
51,154 |
+584 |
Sep00 |
000327 |
97.70 |
97.70 |
97.53 |
97.70 |
-0.96 |
28 |
423 |
-1 |
Dec00 |
000327 |
98.25 |
98.30 |
98.20 |
98.30 |
-0.95 |
1 |
32 |
-1 |
Total Volume and Open Interest |
15,977 |
51,609 |
+582 |
Mexican Peso(IMM) |
Mar00 |
000313 |
10640.0 |
10670.0 |
10640.0 |
10650.0 |
-78.0 |
341 |
7,827 |
-1,306 |
Jun00 |
000327 |
10635.0 |
10698.0 |
10625.0 |
10668.0 |
+25.0 |
1,056 |
18,696 |
+255 |
Total Volume and Open Interest |
1,066 |
22,460 |
+278 |
30-Year T-Bonds(CBOT) |
Jun00 |
000327 |
96~00 |
96~07 |
95~19 |
96~03 |
+0~02 |
212,003 |
508,370 |
-13,073 |
Sep00 |
000327 |
95~20 |
95~31 |
95~12 |
95~12 |
-0~14 |
228 |
2,005 |
+54 |
Dec00 |
000327 |
95~21 |
95~21 |
95~21 |
95~21 |
+0~02 |
1 |
435 |
+0 |
Total Volume and Open Interest |
212,232 |
528,299 |
-13,090 |
Municipal Bonds(CBOT) |
Jun00 |
000327 |
94~05 |
94~13 |
93~31 |
94~12 |
+0~03 |
2,449 |
18,713 |
+434 |
Sep00 |
000327 |
93~18 |
93~18 |
93~18 |
93~18 |
+0~03 |
0 |
1 |
+0 |
Total Volume and Open Interest |
2,449 |
18,714 |
+434 |
10-Year T-Notes(CBOT) |
Jun00 |
000327 |
96~220 |
96~260 |
96~105 |
96~255 |
+0~030 |
116,681 |
565,801 |
-5,603 |
Sep00 |
000327 |
96~175 |
96~175 |
96~175 |
96~175 |
+0~030 |
1 |
1,023 |
+7 |
Total Volume and Open Interest |
116,802 |
568,065 |
-5,596 |
5-Year T-Notes(CBOT) |
Jun00 |
000327 |
97~170 |
97~225 |
97~130 |
97~220 |
-0~005 |
61,693 |
401,813 |
-6,533 |
Sep00 |
000327 |
97~180 |
97~180 |
97~180 |
97~180 |
unch |
0 |
770 |
-11 |
Total Volume and Open Interest |
61,757 |
412,628 |
-7,194 |
2 Year T-Notes(CBOT) |
Jun00 |
000327 |
98~078 |
98~089 |
98~078 |
98~088 |
-0~002 |
2,564 |
40,924 |
+229 |
Total Volume and Open Interest |
2,566 |
44,638 |
+229 |
3-Mth T-Bills(IMM) |
Jun00 |
000327 |
93.96 |
93.99 |
93.96 |
93.97 |
+0.01 |
|
|
|
Total Volume and Open Interest |
0 |
708 |
-5 |
Eurodollars(IMM) |
Jun00 |
000327 |
93.300 |
93.310 |
93.290 |
93.300 |
-0.015 |
116,559 |
553,205 |
+9,646 |
Sep00 |
000327 |
92.995 |
92.995 |
92.950 |
92.975 |
-0.030 |
217,174 |
482,808 |
+4,104 |
Dec00 |
000327 |
92.765 |
92.765 |
92.705 |
92.730 |
-0.055 |
149,108 |
373,872 |
+18,104 |
Mar01 |
000327 |
92.675 |
92.680 |
92.630 |
92.650 |
-0.055 |
86,927 |
306,867 |
+2,612 |
Jun01 |
000327 |
92.610 |
92.610 |
92.560 |
92.580 |
-0.050 |
47,173 |
202,086 |
+1,458 |
Sep01 |
000327 |
92.590 |
92.590 |
92.550 |
92.565 |
-0.045 |
37,263 |
173,306 |
+3,940 |
Dec01 |
000327 |
92.550 |
92.560 |
92.520 |
92.540 |
-0.040 |
18,793 |
127,720 |
+1,028 |
Mar02 |
000327 |
92.625 |
92.635 |
92.600 |
92.625 |
-0.030 |
19,110 |
115,441 |
-658 |
Jun02 |
000327 |
92.655 |
92.655 |
92.630 |
92.645 |
-0.020 |
6,480 |
88,861 |
+89 |
Sep02 |
000327 |
92.675 |
92.680 |
92.655 |
92.675 |
-0.010 |
8,566 |
86,578 |
+2,076 |
Dec02 |
000327 |
92.635 |
92.655 |
92.620 |
92.650 |
unch |
6,533 |
72,658 |
-927 |
Mar03 |
000327 |
92.685 |
92.720 |
92.680 |
92.715 |
+0.010 |
7,504 |
63,642 |
+1,802 |
Total Volume and Open Interest |
767,907 |
3,073,487 |
+39,739 |
3-Mth Euro-Yen(IMM) |
Mar00 |
000310 |
99.88 |
99.88 |
99.87 |
99.88 |
unch |
1,060 |
15,157 |
-915 |
Jun00 |
000327 |
99.76 |
99.77 |
99.76 |
99.76 |
unch |
837 |
14,998 |
+82 |
Sep00 |
000327 |
99.61 |
99.61 |
99.60 |
99.61 |
unch |
832 |
15,571 |
+555 |
Dec00 |
000327 |
99.41 |
99.42 |
99.41 |
99.42 |
-0.02 |
243 |
9,094 |
-706 |
Mar01 |
000327 |
99.27 |
99.29 |
99.26 |
99.29 |
-0.02 |
1,308 |
18,492 |
-312 |
Jun01 |
000327 |
99.13 |
99.14 |
99.13 |
99.14 |
-0.01 |
158 |
4,880 |
+406 |
Sep01 |
000327 |
98.96 |
98.96 |
98.96 |
98.96 |
-0.03 |
646 |
10,211 |
+474 |
Dec01 |
000327 |
98.78 |
98.81 |
98.78 |
98.80 |
-0.03 |
0 |
1,181 |
+0 |
Mar02 |
000327 |
98.70 |
98.70 |
98.70 |
98.70 |
unch |
0 |
1,032 |
+0 |
Jun02 |
000327 |
98.64 |
98.64 |
98.64 |
98.64 |
unch |
0 |
79 |
+0 |
Total Volume and Open Interest |
4,024 |
75,598 |
+499 |
3-Mth Euro-Yen(SIMEX) |
Jun00 |
000327 |
99.76 |
99.78 |
99.76 |
99.76 |
unch |
7,450 |
79,852 |
-2,880 |
Sep00 |
000327 |
99.61 |
99.63 |
99.60 |
99.61 |
-0.01 |
16,170 |
78,886 |
-558 |
Dec00 |
000327 |
99.43 |
99.45 |
99.41 |
99.42 |
-0.02 |
11,474 |
58,021 |
-952 |
Mar01 |
000327 |
99.29 |
99.31 |
99.27 |
99.28 |
-0.02 |
5,354 |
62,579 |
+539 |
Jun01 |
000327 |
99.15 |
99.16 |
99.11 |
99.13 |
-0.03 |
5,122 |
54,426 |
+960 |
Sep01 |
000327 |
99.00 |
99.00 |
98.96 |
98.96 |
-0.04 |
1,604 |
47,753 |
+99 |
Dec01 |
000327 |
98.82 |
98.82 |
98.79 |
98.79 |
-0.04 |
76 |
11,264 |
-23 |
Mar02 |
000327 |
98.70 |
98.70 |
98.68 |
98.68 |
-0.01 |
1,981 |
4,499 |
+266 |
Total Volume and Open Interest |
49,231 |
399,581 |
-2,549 |
German Euro-Bund(EUREX) |
Jun00 |
000327 |
105.01 |
105.02 |
104.52 |
104.61 |
-0.54 |
519,034 |
606,188 |
+14,688 |
Sep00 |
000327 |
104.40 |
104.40 |
104.14 |
104.14 |
-0.51 |
2,305 |
11,697 |
+689 |
Dec00 |
000327 |
103.61 |
103.61 |
103.61 |
103.61 |
-0.54 |
0 |
593 |
-50 |
Total Volume and Open Interest |
521,339 |
618,478 |
+15,327 |
German Euro-Bobl(EUREX) |
Jun00 |
000327 |
103.46 |
103.46 |
103.23 |
103.26 |
-0.24 |
200,091 |
329,412 |
-6,356 |
Sep00 |
000327 |
103.01 |
103.01 |
103.01 |
103.01 |
-0.19 |
0 |
2,307 |
-120 |
Dec00 |
000327 |
102.76 |
102.76 |
102.76 |
102.76 |
-0.07 |
|
|
|
Total Volume and Open Interest |
200,091 |
331,719 |
-6,476 |
Long Gilt(LIFFE) |
Mar00 |
000327 |
113~06 |
113~06 |
112~22 |
112~24 |
-1~01 |
495 |
6,286 |
-396 |
Jun00 |
000327 |
113~05 |
113~07 |
112~06 |
112~13 |
-1~01 |
10,040 |
67,097 |
-1,320 |
Total Volume and Open Interest |
10,535 |
73,383 |
-1,716 |
3-Mth Short Sterling(LIFFE) |
Jun00 |
000327 |
93.47 |
93.47 |
93.41 |
93.42 |
-0.07 |
17,083 |
199,442 |
+397 |
Sep00 |
000327 |
93.28 |
93.29 |
93.19 |
93.20 |
-0.11 |
17,754 |
178,286 |
-3,024 |
Dec00 |
000327 |
93.15 |
93.15 |
93.02 |
93.02 |
-0.15 |
11,115 |
100,135 |
+1,642 |
Total Volume and Open Interest |
58,125 |
752,097 |
-312 |
3-Mth Euribor(LIFFE) |
Jun00 |
000327 |
95.865 |
95.880 |
95.850 |
95.860 |
-0.020 |
68,928 |
348,779 |
+9,510 |
Sep00 |
000327 |
95.610 |
95.620 |
95.590 |
95.600 |
-0.025 |
56,001 |
283,212 |
-2,751 |
Dec00 |
000327 |
95.355 |
95.370 |
95.325 |
95.340 |
-0.035 |
26,792 |
161,238 |
-1,487 |
Total Volume and Open Interest |
200,851 |
1,258,019 |
+7,535 |
3-Mth Aus T-Bills(SFE) |
Jun00 |
000327 |
93.56 |
93.62 |
93.55 |
93.58 |
-0.05 |
17,849 |
0 |
-259,047 |
Sep00 |
000327 |
93.18 |
93.23 |
93.17 |
93.20 |
-0.09 |
9,065 |
0 |
-87,388 |
Dec00 |
000327 |
93.00 |
93.01 |
92.96 |
92.98 |
-0.12 |
2,674 |
0 |
-35,043 |
Mar01 |
000327 |
92.86 |
92.90 |
92.85 |
92.87 |
-0.13 |
1,049 |
0 |
-18,512 |
Jun01 |
000327 |
92.79 |
92.81 |
92.78 |
92.80 |
-0.12 |
223 |
0 |
-12,835 |
Sep01 |
000327 |
92.75 |
92.75 |
92.71 |
92.74 |
-0.12 |
50 |
0 |
-8,078 |
Dec01 |
000327 |
92.72 |
92.72 |
92.68 |
92.71 |
-0.12 |
30 |
0 |
-6,020 |
Mar02 |
000327 |
92.66 |
92.69 |
92.65 |
92.69 |
-0.12 |
100 |
0 |
-4,528 |
Jun02 |
000327 |
92.62 |
92.67 |
92.62 |
92.66 |
-0.12 |
93 |
0 |
-2,053 |
Sep02 |
000327 |
92.64 |
92.64 |
92.64 |
92.64 |
-0.12 |
|
|
|
Total Volume and Open Interest |
31,183 |
467,538 |
+29,022 |
10-Year Aus T-Bonds(SFE) |
Jun00 |
000327 |
93.45 |
93.47 |
93.39 |
93.42 |
-0.03 |
1,783 |
151,902 |
-1,252 |
Sep00 |
000327 |
93.39 |
93.39 |
93.26 |
93.26 |
-0.12 |
|
|
|
Total Volume and Open Interest |
1,783 |
151,902 |
-1,252 |
3-Year Aus T-Bonds(SFE) |
Jun00 |
000327 |
93.32 |
93.36 |
93.30 |
93.35 |
-0.10 |
3,529 |
0 |
-247,076 |
Sep00 |
000327 |
93.18 |
93.18 |
93.18 |
93.18 |
-0.10 |
|
|
|
Total Volume and Open Interest |
3,529 |
256,549 |
+9,473 |
Gold(CMX) |
Apr00 |
000327 |
284.0 |
284.8 |
280.2 |
280.5 |
-4.6 |
12,053 |
46,738 |
-3,598 |
Jun00 |
000327 |
287.1 |
287.7 |
282.8 |
283.2 |
-4.7 |
4,515 |
38,521 |
+954 |
Aug00 |
000327 |
289.0 |
289.0 |
285.8 |
285.8 |
-4.7 |
157 |
13,948 |
+24 |
Oct00 |
000327 |
290.0 |
290.0 |
288.4 |
288.4 |
-4.7 |
0 |
3,742 |
+0 |
Dec00 |
000327 |
295.3 |
295.6 |
290.8 |
291.2 |
-4.7 |
380 |
19,802 |
-121 |
Feb01 |
000327 |
293.5 |
293.5 |
293.5 |
293.5 |
-4.6 |
0 |
6,716 |
+0 |
Total Volume and Open Interest |
17,118 |
155,187 |
-2,735 |
Silver(CMX) |
Mar00 |
000327 |
511.5 |
511.5 |
509.3 |
509.3 |
-2.6 |
80 |
151 |
+54 |
May00 |
000327 |
512.5 |
514.5 |
510.5 |
512.0 |
-2.8 |
5,909 |
54,356 |
+484 |
Jul00 |
000327 |
517.0 |
518.5 |
514.5 |
516.0 |
-2.7 |
984 |
9,791 |
+625 |
Sep00 |
000327 |
519.3 |
519.3 |
519.3 |
519.3 |
-2.7 |
9 |
2,267 |
+3 |
Dec00 |
000327 |
526.0 |
526.0 |
522.2 |
522.2 |
-2.7 |
10 |
6,166 |
+1 |
Total Volume and Open Interest |
6,993 |
76,752 |
+1,167 |
Platinum(NYM) |
Apr00 |
000327 |
475.5 |
478.0 |
475.0 |
475.5 |
-3.2 |
559 |
6,522 |
-153 |
Jul00 |
000327 |
466.0 |
471.0 |
466.0 |
468.5 |
-1.4 |
0 |
3,087 |
+133 |
Oct00 |
000327 |
459.5 |
459.5 |
459.5 |
459.5 |
-1.4 |
22 |
80 |
+0 |
Jan01 |
000327 |
452.5 |
452.5 |
452.5 |
452.5 |
-1.4 |
|
|
|
Total Volume and Open Interest |
803 |
9,700 |
-20 |
Palladium(NYME) |
Mar00 |
000327 |
650.50 |
650.50 |
650.50 |
650.50 |
unch |
3 |
2 |
+2 |
Jun00 |
000327 |
610.00 |
620.00 |
605.00 |
614.75 |
-3.25 |
0 |
2,306 |
-35 |
Sep00 |
000327 |
607.75 |
607.75 |
607.75 |
607.75 |
-3.25 |
|
|
|
Total Volume and Open Interest |
193 |
2,351 |
-35 |
Copper(CMX) |
Mar00 |
000327 |
79.50 |
79.50 |
79.10 |
79.50 |
-0.95 |
178 |
304 |
-200 |
May00 |
000327 |
80.00 |
80.30 |
79.50 |
80.25 |
-0.85 |
6,085 |
38,795 |
-366 |
Jul00 |
000327 |
80.70 |
81.05 |
80.30 |
81.05 |
-0.75 |
264 |
7,706 |
+8 |
Sep00 |
000327 |
81.50 |
81.75 |
81.40 |
81.75 |
-0.70 |
112 |
4,490 |
-70 |
Dec00 |
000327 |
82.60 |
82.60 |
82.40 |
82.60 |
-0.70 |
21 |
4,496 |
-1 |
Total Volume and Open Interest |
7,762 |
69,815 |
-340 |
DJIA Index(CBOT) |
Mar00 |
000316 |
10200 |
10685 |
10155 |
10680 |
+523 |
4,896 |
8,206 |
-2,539 |
Jun00 |
000327 |
11265 |
11309 |
11100 |
11109 |
-191 |
14,051 |
14,802 |
+577 |
Sep00 |
000327 |
11395 |
11455 |
11250 |
11254 |
-191 |
12 |
735 |
-3 |
Dec00 |
000327 |
11409 |
11409 |
11409 |
11409 |
-191 |
4 |
1,319 |
-1 |
Total Volume and Open Interest |
14,067 |
16,862 |
+573 |
S & P 500(CME) |
Jun00 |
000327 |
1550.50 |
1554.30 |
1536.50 |
1538.50 |
-16.90 |
104,054 |
360,699 |
+2,392 |
Sep00 |
000327 |
1571.50 |
1574.50 |
1559.00 |
1560.30 |
-16.90 |
0 |
5,160 |
-21 |
Dec00 |
000327 |
1597.50 |
1598.00 |
1583.20 |
1583.60 |
-17.60 |
139 |
3,320 |
+52 |
Mar01 |
000327 |
1608.40 |
1608.40 |
1607.20 |
1608.40 |
-16.80 |
6 |
225 |
-5 |
Total Volume and Open Interest |
104,199 |
369,765 |
+2,418 |
S & P 500 E-Mini(Globex) |
Jun00 |
000327 |
1552.25 |
1554.50 |
1536.00 |
1538.50 |
-17.00 |
67,498 |
20,996 |
+648 |
Sep00 |
000327 |
1560.25 |
1560.25 |
1560.25 |
1560.25 |
-17.00 |
|
|
|
Total Volume and Open Interest |
67,498 |
20,996 |
+648 |
NASDAQ 100(CME) |
Jun00 |
000327 |
4788.00 |
4850.00 |
4755.00 |
4762.00 |
-42.00 |
31,369 |
30,604 |
-1,561 |
Sep00 |
000327 |
4835.00 |
4835.00 |
4816.00 |
4832.00 |
-28.00 |
0 |
12 |
-4 |
Dec00 |
000327 |
4874.00 |
4874.00 |
4872.00 |
4874.00 |
-42.00 |
|
|
|
Total Volume and Open Interest |
31,369 |
30,616 |
-1,565 |
NASDAQ 100 E-Mini(GLOBEX) |
Jun00 |
000327 |
4787.0 |
4850.0 |
4751.0 |
4762.0 |
-42.0 |
25,878 |
7,547 |
+481 |
Sep00 |
000327 |
4818.0 |
4818.0 |
4818.0 |
4818.0 |
-42.0 |
|
|
|
Total Volume and Open Interest |
25,878 |
7,547 |
+481 |
NYSE Composite(NYBOT) |
Jun00 |
000327 |
659.50 |
661.00 |
654.00 |
654.15 |
-7.65 |
526 |
2,674 |
+13 |
Sep00 |
000327 |
661.95 |
661.95 |
661.95 |
661.95 |
-7.65 |
|
|
|
Dec00 |
000327 |
669.75 |
669.75 |
669.75 |
669.75 |
-7.65 |
|
|
|
Total Volume and Open Interest |
0 |
1,995 |
+0 |
S & P Midcap 400(CME) |
Jun00 |
000327 |
505.00 |
509.50 |
502.25 |
504.90 |
-0.10 |
453 |
12,772 |
+378 |
Sep00 |
000327 |
510.40 |
510.40 |
509.50 |
510.40 |
-0.10 |
0 |
1 |
+0 |
Dec00 |
000327 |
516.40 |
516.40 |
515.50 |
516.40 |
-0.10 |
|
|
|
Total Volume and Open Interest |
453 |
12,773 |
+378 |
Russell 2000(CME) |
Jun00 |
000327 |
579.00 |
585.00 |
578.25 |
579.00 |
+0.50 |
0 |
11,807 |
-88 |
Sep00 |
000327 |
585.50 |
586.00 |
585.50 |
585.50 |
+0.50 |
|
|
|
Dec00 |
000327 |
593.05 |
593.55 |
593.05 |
593.05 |
+0.50 |
|
|
|
Total Volume and Open Interest |
0 |
11,807 |
-88 |
Value Line(KCBT) |
Jun00 |
000327 |
1064.00 |
1072.00 |
1061.50 |
1062.00 |
-5.50 |
38 |
108 |
-21 |
Total Volume and Open Interest |
38 |
109 |
-21 |
Nikkei 225(CME) |
Jun00 |
000327 |
20120 |
20185 |
20095 |
20120 |
+175 |
1,228 |
12,295 |
+308 |
Sep00 |
000327 |
20120 |
20145 |
20120 |
20120 |
+175 |
0 |
2 |
+0 |
Total Volume and Open Interest |
1,228 |
12,297 |
+308 |
Nikkei 225(SIMEX) |
Jun00 |
000327 |
19920 |
20190 |
19850 |
20135 |
+295 |
15,697 |
91,772 |
+1,770 |
Sep00 |
000327 |
20145 |
20145 |
20145 |
20145 |
+295 |
0 |
8,978 |
+0 |
Dec00 |
000327 |
20130 |
20130 |
20130 |
20130 |
+305 |
0 |
1,001 |
+0 |
Total Volume and Open Interest |
18,302 |
122,705 |
-901 |
CAC 40(MATIF) |
Mar00 |
000327 |
6398.0 |
6463.5 |
6365.0 |
6431.0 |
+56.0 |
62,630 |
127,595 |
-15,992 |
Apr00 |
000327 |
6420.0 |
6470.5 |
6378.0 |
6438.5 |
+51.0 |
7,709 |
14,979 |
+5,268 |
May00 |
000327 |
6441.5 |
6457.5 |
6441.5 |
6457.5 |
+80.0 |
3 |
11 |
-3 |
Total Volume and Open Interest |
86,148 |
226,269 |
-9,388 |
DAX Index(EUREX) |
Jun00 |
000327 |
7960.0 |
7980.0 |
7877.5 |
7947.0 |
-5.0 |
34,136 |
336,320 |
+1,559 |
Sep00 |
000327 |
8030.0 |
8047.5 |
7957.5 |
8026.0 |
-3.5 |
46 |
1,619 |
+15 |
Dec00 |
000327 |
8119.0 |
8129.5 |
8082.0 |
8114.0 |
unch |
29 |
85 |
+41 |
Total Volume and Open Interest |
34,211 |
338,024 |
+1,615 |
FT-SE 100(LIFFE) |
Jun00 |
000327 |
6799.50 |
6847.50 |
6705.00 |
6708.00 |
-104.00 |
28,115 |
205,509 |
+6,070 |
Sep00 |
000327 |
6857.50 |
6857.50 |
6783.00 |
6783.00 |
-107.00 |
0 |
1,190 |
+0 |
Dec00 |
000327 |
6951.00 |
6951.00 |
6874.00 |
6874.00 |
-104.00 |
|
|
|
Total Volume and Open Interest |
28,115 |
206,699 |
+6,070 |
SPI 200(SFE) |
Mar00 |
000327 |
3260.0 |
3266.0 |
3241.0 |
3254.0 |
-11.0 |
1,779 |
0 |
-238,873 |
Jun00 |
000327 |
3278.0 |
3281.0 |
3261.0 |
3273.0 |
-4.0 |
1,260 |
0 |
-39,995 |
Sep00 |
000327 |
3294.0 |
3294.0 |
3294.0 |
3294.0 |
unch |
250 |
0 |
-4,331 |
Total Volume and Open Interest |
3,613 |
317,451 |
+31,645 |
GSCI(CME) |
Apr00 |
000327 |
207.60 |
209.70 |
207.25 |
209.10 |
+0.90 |
577 |
36,599 |
-458 |
May00 |
000327 |
207.40 |
207.65 |
206.50 |
207.40 |
-0.20 |
0 |
5 |
+0 |
Jun00 |
000327 |
205.10 |
205.10 |
204.20 |
205.10 |
+0.10 |
2 |
42 |
+2 |
Total Volume and Open Interest |
579 |
36,646 |
-456 |
Bridge CRB Index(NYBOT) |
Apr00 |
000327 |
210.90 |
211.50 |
210.70 |
211.35 |
-0.20 |
140 |
1,505 |
-26 |
Jun00 |
000327 |
212.70 |
213.00 |
212.70 |
212.85 |
-0.20 |
24 |
1,153 |
+12 |
Aug00 |
000327 |
213.85 |
213.85 |
213.85 |
213.85 |
-0.20 |
0 |
544 |
+0 |
Total Volume and Open Interest |
174 |
3,214 |
-4 |
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
|
|