 |
MRCI's Free Historical Futures Prices |
Daily Futures Price Listing Wed March 29, 2000 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
May00 |
000329 |
529.00 |
529.75 |
523.50 |
529.00 |
+2.50 |
21,418 |
73,066 |
-2,219 |
Jul00 |
000329 |
539.00 |
540.00 |
534.50 |
539.50 |
+2.25 |
5,739 |
55,868 |
-71 |
Aug00 |
000329 |
543.00 |
543.50 |
537.50 |
542.75 |
+3.50 |
715 |
8,029 |
-75 |
Sep00 |
000329 |
542.25 |
544.50 |
539.00 |
544.50 |
+3.50 |
344 |
4,618 |
-87 |
Nov00 |
000329 |
551.00 |
552.50 |
546.00 |
552.00 |
+1.75 |
3,228 |
35,358 |
+215 |
Jan01 |
000329 |
554.50 |
559.00 |
554.00 |
559.00 |
+1.50 |
34 |
2,537 |
+7 |
Mar01 |
000329 |
564.50 |
565.00 |
561.00 |
564.50 |
+1.50 |
37 |
1,316 |
-2 |
Total Volume and Open Interest |
31,653 |
182,351 |
-2,208 |
Soybean Meal(CBOT) |
May00 |
000329 |
168.00 |
168.10 |
165.80 |
167.70 |
unch |
12,616 |
48,289 |
-1,118 |
Jul00 |
000329 |
169.20 |
169.40 |
166.50 |
168.80 |
-0.20 |
3,307 |
36,409 |
+238 |
Aug00 |
000329 |
169.00 |
169.30 |
167.10 |
168.80 |
+0.10 |
679 |
9,471 |
-93 |
Sep00 |
000329 |
169.50 |
169.50 |
167.50 |
169.20 |
-0.50 |
576 |
6,152 |
+18 |
Oct00 |
000329 |
169.50 |
169.70 |
167.50 |
168.70 |
-0.80 |
321 |
5,400 |
+172 |
Dec00 |
000329 |
172.60 |
172.60 |
170.30 |
171.70 |
-0.50 |
699 |
12,234 |
-96 |
Jan01 |
000329 |
172.30 |
172.30 |
170.80 |
171.30 |
-0.50 |
0 |
895 |
+0 |
Mar01 |
000329 |
173.80 |
173.80 |
173.00 |
173.20 |
-0.30 |
2 |
619 |
+2 |
Total Volume and Open Interest |
18,200 |
119,494 |
-877 |
Soybean Oil(CBOT) |
May00 |
000329 |
17.48 |
17.99 |
17.35 |
17.79 |
+0.29 |
7,022 |
52,203 |
-312 |
Jul00 |
000329 |
17.77 |
18.38 |
17.68 |
18.13 |
+0.31 |
2,862 |
41,322 |
+359 |
Aug00 |
000329 |
18.00 |
18.50 |
17.86 |
18.30 |
+0.28 |
418 |
9,987 |
+70 |
Sep00 |
000329 |
18.14 |
18.60 |
18.05 |
18.45 |
+0.30 |
82 |
7,315 |
+40 |
Oct00 |
000329 |
18.70 |
18.70 |
18.65 |
18.65 |
+0.36 |
160 |
6,380 |
-119 |
Dec00 |
000329 |
18.62 |
19.05 |
18.50 |
18.94 |
+0.39 |
577 |
16,665 |
-341 |
Jan01 |
000329 |
18.85 |
19.23 |
18.85 |
19.23 |
+0.38 |
45 |
8,283 |
+0 |
Mar01 |
000329 |
19.20 |
19.45 |
19.20 |
19.45 |
+0.30 |
97 |
2,036 |
-16 |
Total Volume and Open Interest |
11,301 |
148,582 |
-306 |
Canola(WCE) |
May00 |
000329 |
262.0 |
265.8 |
261.8 |
264.6 |
+2.4 |
1,816 |
25,728 |
-507 |
Jul00 |
000329 |
268.2 |
271.4 |
267.6 |
270.2 |
+2.2 |
1,680 |
21,394 |
+284 |
Aug00 |
000329 |
273.3 |
273.3 |
273.3 |
273.3 |
+2.2 |
0 |
2,858 |
+0 |
Sep00 |
000329 |
275.6 |
275.6 |
275.6 |
275.6 |
+2.0 |
0 |
660 |
+0 |
Nov00 |
000329 |
279.2 |
282.3 |
279.0 |
281.3 |
+1.6 |
1,805 |
16,991 |
+1,210 |
Total Volume and Open Interest |
5,307 |
68,112 |
+987 |
Corn(CBOT) |
May00 |
000329 |
226.00 |
227.50 |
224.00 |
227.00 |
+2.00 |
55,740 |
180,026 |
-8,581 |
Jul00 |
000329 |
233.75 |
236.00 |
232.75 |
235.50 |
+1.75 |
27,578 |
151,494 |
-327 |
Sep00 |
000329 |
242.00 |
243.50 |
240.75 |
243.00 |
+1.75 |
2,148 |
44,236 |
+494 |
Nov00 |
000329 |
247.00 |
249.00 |
246.50 |
249.00 |
+2.00 |
71 |
999 |
+63 |
Dec00 |
000329 |
251.75 |
253.25 |
250.00 |
252.75 |
+1.50 |
11,183 |
109,346 |
+1,756 |
Jan01 |
000329 |
255.25 |
257.00 |
254.50 |
257.00 |
+2.00 |
1 |
39 |
+1 |
Total Volume and Open Interest |
97,360 |
506,215 |
-6,440 |
Wheat(CBOT) |
May00 |
000329 |
249.50 |
252.00 |
248.50 |
251.25 |
+1.50 |
10,171 |
57,524 |
+507 |
Jul00 |
000329 |
261.00 |
263.75 |
260.50 |
262.75 |
+1.50 |
7,688 |
46,415 |
+1,313 |
Sep00 |
000329 |
272.50 |
274.50 |
271.75 |
274.25 |
+2.25 |
512 |
7,971 |
+136 |
Dec00 |
000329 |
288.00 |
290.00 |
286.75 |
289.25 |
+1.50 |
717 |
12,313 |
-107 |
Mar01 |
000329 |
302.00 |
303.50 |
301.00 |
302.25 |
+1.25 |
52 |
1,368 |
+43 |
Total Volume and Open Interest |
19,140 |
126,069 |
+1,892 |
Wheat(KCBT) |
May00 |
000329 |
274.75 |
277.25 |
274.00 |
276.00 |
+1.50 |
3,031 |
25,762 |
-952 |
Jul00 |
000329 |
286.00 |
288.00 |
285.00 |
287.00 |
+1.50 |
3,428 |
29,009 |
+58 |
Sep00 |
000329 |
294.00 |
296.50 |
294.00 |
296.25 |
+2.25 |
163 |
3,118 |
+16 |
Dec00 |
000329 |
309.50 |
310.75 |
308.25 |
310.75 |
+2.25 |
416 |
7,473 |
+82 |
Mar01 |
000329 |
320.50 |
321.50 |
320.25 |
321.50 |
+3.00 |
112 |
530 |
+55 |
Total Volume and Open Interest |
7,150 |
66,123 |
-741 |
Wheat(MGE) |
May00 |
000329 |
318.00 |
319.00 |
316.50 |
317.50 |
-0.75 |
1,607 |
11,944 |
+186 |
Jul00 |
000329 |
328.00 |
328.50 |
326.50 |
327.25 |
-0.25 |
774 |
7,077 |
-47 |
Sep00 |
000329 |
337.75 |
338.25 |
336.25 |
337.00 |
+0.25 |
595 |
3,239 |
+76 |
Dec00 |
000329 |
348.50 |
350.50 |
348.50 |
349.50 |
-0.50 |
218 |
1,440 |
+86 |
Mar01 |
000329 |
359.00 |
360.50 |
359.00 |
359.50 |
-0.50 |
6 |
147 |
-1 |
Total Volume and Open Interest |
3,200 |
23,850 |
+300 |
Oats(CBOT) |
May00 |
000329 |
117.50 |
118.75 |
117.25 |
118.50 |
unch |
644 |
5,301 |
-78 |
Jul00 |
000329 |
116.50 |
117.00 |
116.25 |
116.75 |
-0.50 |
539 |
7,245 |
-43 |
Sep00 |
000329 |
119.25 |
119.75 |
119.00 |
119.50 |
-0.25 |
152 |
1,524 |
+41 |
Dec00 |
000329 |
125.25 |
125.75 |
125.00 |
125.75 |
-0.25 |
185 |
3,275 |
+90 |
Total Volume and Open Interest |
1,520 |
17,810 |
+10 |
Rough Rice(CBOT) |
May00 |
000329 |
5.69 |
5.78 |
5.67 |
5.76 |
+0.05 |
562 |
3,848 |
-137 |
Jul00 |
000329 |
5.98 |
6.06 |
5.97 |
6.05 |
+0.04 |
162 |
1,596 |
+24 |
Sep00 |
000329 |
6.72 |
6.82 |
6.72 |
6.82 |
+0.10 |
39 |
416 |
+0 |
Nov00 |
000329 |
6.87 |
6.95 |
6.87 |
6.93 |
+0.08 |
39 |
635 |
-7 |
Total Volume and Open Interest |
771 |
6,646 |
-121 |
Live Cattle(CME) |
Apr00 |
000329 |
72.850 |
72.850 |
71.675 |
71.675 |
-1.500 |
4,023 |
37,312 |
-799 |
Jun00 |
000329 |
70.250 |
70.250 |
68.700 |
68.775 |
-1.175 |
8,273 |
44,310 |
+1,250 |
Aug00 |
000329 |
70.050 |
70.150 |
69.425 |
69.450 |
-0.700 |
3,584 |
23,219 |
-4 |
Oct00 |
000329 |
72.550 |
72.625 |
72.150 |
72.275 |
-0.575 |
826 |
12,931 |
+200 |
Dec00 |
000329 |
74.200 |
74.200 |
73.800 |
73.950 |
-0.400 |
226 |
5,148 |
+84 |
Feb01 |
000329 |
74.900 |
74.900 |
74.700 |
74.750 |
-0.250 |
156 |
3,004 |
+56 |
Total Volume and Open Interest |
17,220 |
129,091 |
+789 |
Feeder Cattle(CME) |
Mar00 |
000329 |
84.025 |
84.050 |
83.850 |
83.875 |
-0.125 |
486 |
2,259 |
-291 |
Apr00 |
000329 |
84.600 |
84.600 |
83.600 |
83.750 |
-0.825 |
411 |
4,713 |
-148 |
May00 |
000329 |
84.800 |
84.800 |
83.750 |
83.850 |
-0.925 |
842 |
8,178 |
+124 |
Aug00 |
000329 |
86.700 |
86.700 |
85.750 |
85.950 |
-0.850 |
330 |
5,695 |
+60 |
Sep00 |
000329 |
86.500 |
86.600 |
85.900 |
86.100 |
-0.750 |
30 |
1,533 |
+5 |
Oct00 |
000329 |
86.900 |
86.900 |
86.250 |
86.250 |
-0.750 |
124 |
1,491 |
+75 |
Nov00 |
000329 |
87.900 |
87.900 |
87.350 |
87.500 |
-0.500 |
|
|
|
Total Volume and Open Interest |
2,318 |
25,395 |
-131 |
Lean Hogs(CME) |
Apr00 |
000329 |
63.000 |
63.500 |
62.800 |
63.275 |
+0.325 |
3,553 |
14,685 |
-966 |
Jun00 |
000329 |
72.200 |
72.500 |
71.650 |
72.400 |
-0.025 |
5,612 |
26,430 |
+741 |
Jul00 |
000329 |
69.900 |
70.300 |
69.450 |
70.275 |
+0.050 |
1,994 |
6,983 |
+84 |
Aug00 |
000329 |
67.400 |
67.950 |
67.150 |
67.550 |
-0.050 |
1,428 |
6,406 |
+219 |
Oct00 |
000329 |
59.650 |
60.250 |
59.600 |
60.225 |
+0.450 |
330 |
3,691 |
+21 |
Dec00 |
000329 |
56.950 |
57.600 |
56.950 |
57.200 |
+0.325 |
220 |
2,498 |
+56 |
Feb01 |
000329 |
57.000 |
57.300 |
56.900 |
57.175 |
+0.225 |
8 |
507 |
-2 |
Apr01 |
000329 |
55.600 |
55.800 |
55.600 |
55.600 |
unch |
4 |
147 |
+4 |
Total Volume and Open Interest |
13,149 |
61,357 |
+157 |
Pork Bellies(CME) |
May00 |
000329 |
97.000 |
97.350 |
94.700 |
95.800 |
+0.950 |
566 |
4,515 |
-117 |
Jul00 |
000329 |
94.600 |
94.850 |
92.250 |
93.100 |
+0.200 |
272 |
1,262 |
-26 |
Aug00 |
000329 |
91.900 |
92.000 |
89.500 |
89.800 |
-0.350 |
46 |
472 |
-12 |
Total Volume and Open Interest |
890 |
6,249 |
-180 |
Cocoa(NYBOT) |
May00 |
000329 |
820 |
833 |
792 |
796 |
-19 |
5,519 |
29,772 |
-1,289 |
Jul00 |
000329 |
850 |
863 |
822 |
826 |
-20 |
1,873 |
23,717 |
+593 |
Sep00 |
000329 |
875 |
890 |
852 |
855 |
-18 |
825 |
19,278 |
+668 |
Dec00 |
000329 |
915 |
930 |
892 |
894 |
-17 |
165 |
11,053 |
+43 |
Mar01 |
000329 |
947 |
947 |
929 |
929 |
-17 |
25 |
8,088 |
-9 |
May01 |
000329 |
980 |
982 |
956 |
956 |
-17 |
2 |
5,479 |
+0 |
Jul01 |
000329 |
1006 |
1012 |
984 |
984 |
-17 |
3 |
4,982 |
+2 |
Total Volume and Open Interest |
8,417 |
107,465 |
+10 |
Coffee "C"(NYBOT) |
May00 |
000329 |
104.75 |
105.25 |
103.50 |
103.90 |
-0.60 |
4,242 |
28,211 |
-651 |
Jul00 |
000329 |
107.50 |
107.80 |
106.30 |
106.60 |
-0.55 |
1,409 |
11,626 |
+391 |
Sep00 |
000329 |
110.40 |
110.40 |
109.00 |
109.20 |
-0.70 |
132 |
6,919 |
+55 |
Dec00 |
000329 |
113.70 |
113.70 |
112.25 |
112.50 |
-0.60 |
63 |
3,595 |
+55 |
Mar01 |
000329 |
115.75 |
115.75 |
115.75 |
115.75 |
-0.55 |
5 |
1,156 |
+3 |
May01 |
000329 |
117.50 |
117.50 |
117.50 |
117.50 |
-0.50 |
1 |
113 |
+1 |
Total Volume and Open Interest |
5,852 |
51,631 |
-146 |
Orange Juice(NYBOT) |
May00 |
000329 |
83.00 |
83.00 |
82.30 |
82.30 |
-0.25 |
434 |
11,778 |
-71 |
Jul00 |
000329 |
82.70 |
82.70 |
82.00 |
82.15 |
+0.05 |
122 |
3,609 |
-1 |
Sep00 |
000329 |
82.40 |
82.40 |
82.05 |
82.10 |
+0.05 |
79 |
2,140 |
+37 |
Nov00 |
000329 |
81.80 |
82.20 |
81.80 |
81.90 |
+0.10 |
64 |
934 |
+9 |
Jan01 |
000329 |
81.80 |
82.05 |
81.80 |
82.05 |
+0.05 |
28 |
638 |
-20 |
Total Volume and Open Interest |
727 |
19,923 |
-46 |
Sugar #11(NYBOT) |
May00 |
000329 |
5.40 |
5.44 |
5.28 |
5.42 |
+0.01 |
16,789 |
79,582 |
-3,583 |
Jul00 |
000329 |
5.42 |
5.44 |
5.30 |
5.42 |
unch |
10,377 |
53,163 |
-694 |
Oct00 |
000329 |
5.75 |
5.79 |
5.66 |
5.78 |
+0.02 |
3,258 |
30,453 |
+958 |
Mar01 |
000329 |
6.11 |
6.13 |
6.04 |
6.11 |
+0.01 |
1,060 |
18,941 |
+125 |
May01 |
000329 |
6.25 |
6.26 |
6.20 |
6.26 |
+0.01 |
184 |
2,627 |
+41 |
Total Volume and Open Interest |
31,763 |
190,852 |
-3,120 |
London Cocoa(LCE) |
Mar00 |
000329 |
582 |
582 |
567 |
567 |
+18 |
0 |
12 |
+0 |
May00 |
000329 |
590 |
603 |
588 |
597 |
+8 |
2,555 |
28,246 |
-639 |
Jul00 |
000329 |
600 |
607 |
596 |
602 |
+4 |
2,970 |
34,681 |
-337 |
Sep00 |
000329 |
621 |
628 |
617 |
622 |
+4 |
880 |
26,871 |
-72 |
Dec00 |
000329 |
647 |
653 |
647 |
649 |
+4 |
600 |
24,661 |
+314 |
Mar01 |
000329 |
670 |
674 |
665 |
669 |
+4 |
427 |
15,972 |
+113 |
May01 |
000329 |
684 |
684 |
684 |
684 |
+4 |
60 |
9,101 |
+30 |
Total Volume and Open Interest |
7,523 |
147,294 |
-561 |
London Coffee(LCE) |
Mar00 |
000329 |
966.00 |
966.00 |
963.00 |
966.00 |
-3.00 |
73 |
40 |
+2 |
May00 |
000329 |
988.00 |
995.00 |
976.00 |
985.00 |
-3.00 |
3,278 |
31,606 |
-824 |
Jul00 |
000329 |
991.00 |
992.00 |
975.00 |
984.00 |
-1.00 |
1,958 |
20,215 |
+685 |
Sep00 |
000329 |
995.00 |
995.00 |
980.00 |
990.00 |
unch |
344 |
6,483 |
+132 |
Nov00 |
000329 |
1000.00 |
1004.00 |
999.00 |
1000.00 |
-3.00 |
210 |
3,298 |
+99 |
Jan01 |
000329 |
1015.00 |
1015.00 |
1010.00 |
1013.00 |
-4.00 |
152 |
1,017 |
+45 |
Total Volume and Open Interest |
6,015 |
63,095 |
+139 |
London Sugar(LCE) |
Mar00 |
000215 |
0.00 |
0.00 |
0.00 |
0.00 |
-170.90 |
3,691 |
87 |
-3,090 |
May00 |
000329 |
174.80 |
176.40 |
174.20 |
176.10 |
+1.40 |
2,470 |
18,101 |
-1,381 |
Aug00 |
000329 |
177.00 |
178.00 |
175.80 |
177.90 |
+1.10 |
2,188 |
14,637 |
-159 |
Oct00 |
000329 |
179.00 |
179.20 |
177.00 |
179.20 |
+0.20 |
734 |
5,769 |
+222 |
Dec00 |
000329 |
180.00 |
181.10 |
180.00 |
181.10 |
-0.30 |
6 |
168 |
+0 |
Total Volume and Open Interest |
5,398 |
39,392 |
-1,318 |
Cotton(NYBOT) |
May00 |
000329 |
58.50 |
58.70 |
57.82 |
57.95 |
-1.20 |
3,666 |
33,198 |
-168 |
Jul00 |
000329 |
60.10 |
60.18 |
59.45 |
59.47 |
-1.21 |
1,095 |
17,772 |
-106 |
Oct00 |
000329 |
60.07 |
60.10 |
59.90 |
59.90 |
-0.60 |
21 |
908 |
-19 |
Dec00 |
000329 |
61.00 |
61.05 |
60.52 |
60.60 |
-0.70 |
280 |
13,681 |
+12 |
Mar01 |
000329 |
62.10 |
62.10 |
61.60 |
61.63 |
-0.67 |
0 |
941 |
+0 |
May01 |
000329 |
62.40 |
62.50 |
62.15 |
62.15 |
-0.65 |
0 |
341 |
+0 |
Total Volume and Open Interest |
5,062 |
67,213 |
-281 |
Lumber(CME) |
May00 |
000329 |
318.1 |
323.6 |
317.0 |
321.2 |
+3.4 |
772 |
1,858 |
+34 |
Jul00 |
000329 |
325.1 |
329.9 |
324.4 |
328.9 |
+4.2 |
205 |
690 |
+35 |
Sep00 |
000329 |
325.5 |
328.0 |
323.2 |
327.9 |
+0.5 |
4 |
179 |
-2 |
Nov00 |
000329 |
319.6 |
319.6 |
318.0 |
319.6 |
+0.1 |
13 |
54 |
+4 |
Total Volume and Open Interest |
997 |
2,782 |
+72 |
Crude Oil(NYM) |
May00 |
000329 |
26.40 |
26.65 |
26.05 |
26.45 |
-0.64 |
64,091 |
123,588 |
-833 |
Jun00 |
000329 |
25.70 |
26.04 |
25.60 |
25.87 |
-0.48 |
24,404 |
80,172 |
-599 |
Jul00 |
000329 |
25.40 |
25.70 |
25.30 |
25.58 |
-0.30 |
9,235 |
49,184 |
-1,196 |
Aug00 |
000329 |
25.20 |
25.45 |
25.05 |
25.31 |
-0.17 |
2,412 |
27,002 |
+542 |
Sep00 |
000329 |
24.90 |
25.15 |
24.80 |
25.04 |
-0.04 |
2,502 |
18,016 |
-4 |
Oct00 |
000329 |
24.65 |
24.85 |
24.55 |
24.77 |
+0.08 |
773 |
17,819 |
+274 |
Nov00 |
000329 |
24.40 |
24.50 |
24.32 |
24.50 |
+0.18 |
571 |
14,449 |
+216 |
Dec00 |
000329 |
23.70 |
24.25 |
23.70 |
24.21 |
+0.25 |
2,671 |
40,004 |
+3 |
Jan01 |
000329 |
23.60 |
23.90 |
23.60 |
23.90 |
+0.30 |
388 |
15,717 |
-92 |
Feb01 |
000329 |
23.30 |
23.60 |
23.30 |
23.60 |
+0.33 |
0 |
6,038 |
-1 |
Total Volume and Open Interest |
109,359 |
486,362 |
-1,123 |
Heating Oil(NYM) |
Apr00 |
000329 |
73.00 |
73.35 |
71.80 |
72.51 |
-1.65 |
10,987 |
12,316 |
-3,475 |
May00 |
000329 |
66.75 |
67.25 |
65.80 |
66.88 |
-1.28 |
29,032 |
98,867 |
-1,882 |
Jun00 |
000329 |
64.50 |
64.90 |
63.50 |
64.58 |
-0.98 |
29,032 |
98,867 |
-1,882 |
Jul00 |
000329 |
62.80 |
64.10 |
62.80 |
63.78 |
-0.68 |
867 |
9,840 |
+87 |
Aug00 |
000329 |
63.50 |
64.15 |
63.50 |
63.83 |
-0.43 |
1,505 |
7,261 |
+882 |
Sep00 |
000329 |
63.70 |
64.70 |
63.70 |
64.38 |
-0.38 |
108 |
0 |
-5,596 |
Oct00 |
000329 |
64.75 |
65.25 |
64.20 |
64.78 |
-0.38 |
13 |
2,892 |
+11 |
Nov00 |
000329 |
65.20 |
65.80 |
65.00 |
65.18 |
-0.38 |
112 |
2,808 |
-6 |
Dec00 |
000329 |
65.70 |
66.35 |
65.30 |
65.58 |
-0.38 |
1,960 |
14,600 |
-503 |
Jan01 |
000329 |
65.70 |
66.20 |
65.68 |
65.68 |
-0.33 |
71 |
3,806 |
+21 |
Total Volume and Open Interest |
29,032 |
98,867 |
-1,882 |
Unleaded Gas(NYM) |
Apr00 |
000329 |
93.25 |
93.80 |
89.90 |
91.30 |
-3.88 |
14,221 |
19,553 |
-2,895 |
May00 |
000329 |
86.50 |
87.15 |
84.20 |
85.25 |
-3.13 |
16,430 |
36,400 |
+242 |
Jun00 |
000329 |
81.70 |
82.40 |
80.50 |
81.35 |
-1.98 |
5,845 |
17,169 |
-489 |
Jul00 |
000329 |
78.50 |
79.00 |
77.80 |
78.55 |
-1.16 |
852 |
11,195 |
+55 |
Aug00 |
000329 |
75.60 |
76.30 |
75.50 |
76.30 |
-0.71 |
879 |
10,542 |
+825 |
Sep00 |
000329 |
73.20 |
74.50 |
73.10 |
74.20 |
-0.41 |
1,011 |
10,159 |
-268 |
Oct00 |
000329 |
70.50 |
71.15 |
70.50 |
71.05 |
-0.06 |
109 |
1,887 |
+49 |
Nov00 |
000329 |
68.50 |
69.10 |
68.50 |
69.10 |
+0.14 |
3 |
895 |
+895 |
Total Volume and Open Interest |
39,355 |
109,034 |
-2,478 |
Natural Gas(NYM) |
Apr00 |
000329 |
2.950 |
2.965 |
2.860 |
2.900 |
-0.063 |
44,390 |
22,144 |
-10,263 |
May00 |
000329 |
2.950 |
2.965 |
2.900 |
2.908 |
-0.063 |
27,199 |
58,254 |
+3,004 |
Jun00 |
000329 |
2.960 |
2.970 |
2.925 |
2.928 |
-0.058 |
8,165 |
29,204 |
+2,060 |
Jul00 |
000329 |
2.975 |
2.985 |
2.943 |
2.943 |
-0.055 |
2,501 |
22,112 |
-26 |
Aug00 |
000329 |
2.970 |
2.990 |
2.945 |
2.953 |
-0.048 |
2,438 |
16,823 |
+294 |
Sep00 |
000329 |
2.975 |
2.980 |
2.945 |
2.951 |
-0.044 |
2,398 |
18,329 |
+488 |
Oct00 |
000329 |
2.985 |
2.990 |
2.955 |
2.961 |
-0.039 |
3,856 |
19,042 |
+803 |
Nov00 |
000329 |
3.080 |
3.080 |
3.061 |
3.061 |
-0.034 |
1,775 |
13,228 |
+247 |
Total Volume and Open Interest |
102,907 |
313,377 |
-664 |
Brent Crude Oil(IPE) |
May00 |
000329 |
25.24 |
25.27 |
24.25 |
24.40 |
-1.11 |
29,355 |
64,341 |
+698 |
Jun00 |
000329 |
25.03 |
25.19 |
24.25 |
24.66 |
-0.71 |
13,203 |
52,365 |
+240 |
Jul00 |
000329 |
24.95 |
24.96 |
24.18 |
24.56 |
-0.54 |
6,071 |
27,093 |
+1,033 |
Aug00 |
000329 |
24.65 |
24.65 |
24.03 |
24.42 |
-0.36 |
1,238 |
14,216 |
+511 |
Sep00 |
000329 |
24.27 |
24.27 |
23.77 |
24.18 |
-0.28 |
937 |
12,591 |
-36 |
Oct00 |
000329 |
23.82 |
23.91 |
23.50 |
23.91 |
-0.20 |
117 |
13,446 |
-15 |
Nov00 |
000329 |
23.55 |
23.63 |
23.25 |
23.63 |
-0.13 |
18 |
6,345 |
+0 |
Dec00 |
000329 |
23.37 |
23.37 |
22.93 |
23.35 |
-0.06 |
982 |
24,300 |
+298 |
Total Volume and Open Interest |
53,088 |
254,903 |
+2,989 |
Gas Oil(IPE) |
Apr00 |
000329 |
211.50 |
211.50 |
203.00 |
203.50 |
-7.75 |
6,152 |
23,667 |
-54 |
May00 |
000329 |
201.50 |
201.75 |
195.50 |
195.75 |
-6.25 |
5,235 |
19,020 |
+131 |
Jun00 |
000329 |
197.75 |
197.75 |
193.00 |
193.25 |
-5.25 |
2,042 |
13,643 |
+114 |
Jul00 |
000329 |
195.00 |
195.75 |
192.00 |
193.25 |
-3.75 |
708 |
7,262 |
+31 |
Aug00 |
000329 |
193.25 |
193.25 |
191.75 |
193.00 |
-3.50 |
109 |
5,491 |
+59 |
Sep00 |
000329 |
195.00 |
195.00 |
193.75 |
193.75 |
-3.00 |
30 |
3,655 |
+0 |
Oct00 |
000329 |
195.00 |
195.25 |
194.50 |
194.50 |
-2.50 |
5 |
1,820 |
+0 |
Nov00 |
000329 |
195.00 |
195.00 |
195.00 |
195.00 |
-2.25 |
0 |
1,596 |
+0 |
Total Volume and Open Interest |
14,641 |
98,142 |
+431 |
US Dollar Index(NYBOT) |
Jun00 |
000329 |
105.57 |
106.25 |
105.37 |
105.92 |
+0.77 |
1,464 |
5,673 |
-281 |
Sep00 |
000329 |
105.40 |
105.80 |
105.35 |
105.60 |
+0.77 |
1 |
2,005 |
-2 |
Dec00 |
000329 |
105.28 |
105.28 |
105.28 |
105.28 |
+0.77 |
|
|
|
Total Volume and Open Interest |
1,464 |
7,678 |
-283 |
Australian Dollar(IMM) |
Jun00 |
000329 |
60.97 |
61.39 |
60.95 |
61.19 |
-0.36 |
2,567 |
22,260 |
+418 |
Sep00 |
000329 |
61.24 |
61.24 |
61.24 |
61.24 |
-0.36 |
0 |
6 |
+0 |
Dec00 |
000329 |
61.29 |
61.29 |
61.29 |
61.29 |
-0.36 |
0 |
50 |
+0 |
Total Volume and Open Interest |
2,567 |
22,401 |
+418 |
British Pound(IMM) |
Jun00 |
000329 |
158.88 |
159.80 |
158.18 |
159.62 |
+0.66 |
4,615 |
37,593 |
+99 |
Sep00 |
000329 |
159.00 |
159.90 |
158.20 |
159.72 |
+0.66 |
0 |
25 |
+0 |
Dec00 |
000329 |
159.92 |
160.00 |
158.40 |
159.92 |
+0.66 |
1 |
225 |
+0 |
Total Volume and Open Interest |
4,615 |
37,843 |
+99 |
Canadian Dollar(IMM) |
Jun00 |
000329 |
68.90 |
69.02 |
68.69 |
68.76 |
-0.21 |
19,030 |
47,152 |
-4,201 |
Sep00 |
000329 |
69.03 |
69.15 |
68.87 |
68.92 |
-0.21 |
429 |
6,125 |
+34 |
Dec00 |
000329 |
69.16 |
69.38 |
69.05 |
69.08 |
-0.21 |
25 |
1,553 |
-6 |
Mar01 |
000329 |
69.24 |
69.24 |
69.24 |
69.24 |
-0.21 |
0 |
405 |
+0 |
Total Volume and Open Interest |
19,484 |
55,329 |
-4,173 |
Japanese Yen(IMM) |
Jun00 |
000329 |
96.26 |
96.33 |
95.79 |
96.03 |
+0.24 |
16,139 |
68,251 |
+1,261 |
Sep00 |
000329 |
97.80 |
97.80 |
97.55 |
97.57 |
+0.25 |
10 |
730 |
-1 |
Dec00 |
000329 |
99.17 |
99.17 |
99.17 |
99.17 |
+0.26 |
0 |
321 |
+0 |
Total Volume and Open Interest |
16,649 |
69,382 |
+1,260 |
Swiss Franc(IMM) |
Jun00 |
000329 |
60.57 |
60.64 |
59.96 |
60.11 |
-0.81 |
11,330 |
39,438 |
-161 |
Sep00 |
000329 |
61.13 |
61.14 |
60.42 |
60.62 |
-0.81 |
1 |
181 |
-1 |
Dec00 |
000329 |
61.13 |
61.13 |
61.10 |
61.13 |
-0.81 |
0 |
5 |
+0 |
Total Volume and Open Interest |
11,331 |
39,624 |
-162 |
EuroFX(IMM) |
Jun00 |
000329 |
96.17 |
96.28 |
95.30 |
95.60 |
-1.09 |
9,781 |
51,879 |
+360 |
Sep00 |
000329 |
96.86 |
96.86 |
96.05 |
96.21 |
-1.09 |
8 |
417 |
-4 |
Dec00 |
000329 |
96.75 |
97.20 |
96.75 |
96.82 |
-1.09 |
1 |
33 |
+0 |
Total Volume and Open Interest |
9,789 |
52,329 |
+356 |
Mexican Peso(IMM) |
Mar00 |
000313 |
10640.0 |
10670.0 |
10640.0 |
10650.0 |
-78.0 |
341 |
7,827 |
-1,306 |
Jun00 |
000329 |
10635.0 |
10660.0 |
10550.0 |
10583.0 |
-52.0 |
6,546 |
18,584 |
-70 |
Total Volume and Open Interest |
6,634 |
22,418 |
-14 |
30-Year T-Bonds(CBOT) |
Jun00 |
000329 |
96~07 |
96~12 |
95~28 |
96~03 |
-0~01 |
148,958 |
497,313 |
-4,685 |
Sep00 |
000329 |
96~01 |
96~04 |
95~23 |
95~28 |
-0~01 |
126 |
2,002 |
-2 |
Dec00 |
000329 |
95~21 |
95~21 |
95~21 |
95~21 |
-0~01 |
0 |
435 |
+0 |
Total Volume and Open Interest |
149,084 |
517,239 |
-4,687 |
Municipal Bonds(CBOT) |
Jun00 |
000329 |
94~19 |
94~21 |
94~03 |
94~11 |
-0~03 |
2,793 |
19,470 |
+564 |
Sep00 |
000329 |
93~17 |
93~17 |
93~17 |
93~17 |
-0~03 |
0 |
1 |
+0 |
Total Volume and Open Interest |
2,793 |
19,471 |
+564 |
10-Year T-Notes(CBOT) |
Jun00 |
000329 |
97~000 |
97~050 |
96~255 |
97~025 |
+0~055 |
96,584 |
561,924 |
-7,012 |
Sep00 |
000329 |
96~270 |
96~275 |
96~270 |
96~275 |
+0~055 |
685 |
1,175 |
+149 |
Total Volume and Open Interest |
97,269 |
563,835 |
-7,368 |
5-Year T-Notes(CBOT) |
Jun00 |
000329 |
97~310 |
98~000 |
97~245 |
97~295 |
+0~030 |
52,184 |
393,568 |
-35 |
Sep00 |
000329 |
97~275 |
97~275 |
97~265 |
97~265 |
+0~040 |
0 |
770 |
+0 |
Total Volume and Open Interest |
52,184 |
404,383 |
-35 |
2 Year T-Notes(CBOT) |
Jun00 |
000329 |
98~098 |
98~100 |
98~088 |
98~099 |
+0~006 |
1,615 |
41,476 |
+323 |
Total Volume and Open Interest |
1,615 |
45,190 |
+323 |
3-Mth T-Bills(IMM) |
Jun00 |
000329 |
94.03 |
94.03 |
94.01 |
94.01 |
+0.01 |
|
|
|
Total Volume and Open Interest |
58 |
692 |
-10 |
Eurodollars(IMM) |
Jun00 |
000329 |
93.315 |
93.325 |
93.310 |
93.315 |
+0.005 |
56,740 |
556,716 |
+2,694 |
Sep00 |
000329 |
93.010 |
93.025 |
93.000 |
93.010 |
+0.020 |
99,212 |
495,310 |
+123 |
Dec00 |
000329 |
92.775 |
92.790 |
92.755 |
92.765 |
+0.015 |
73,890 |
379,782 |
-773 |
Mar01 |
000329 |
92.690 |
92.700 |
92.665 |
92.685 |
+0.020 |
57,577 |
311,234 |
+523 |
Jun01 |
000329 |
92.610 |
92.615 |
92.575 |
92.610 |
+0.025 |
33,237 |
208,381 |
+6,585 |
Sep01 |
000329 |
92.585 |
92.595 |
92.555 |
92.580 |
+0.015 |
20,190 |
176,662 |
+4,988 |
Dec01 |
000329 |
92.560 |
92.560 |
92.530 |
92.550 |
+0.010 |
14,615 |
129,067 |
+3,809 |
Mar02 |
000329 |
92.635 |
92.635 |
92.595 |
92.620 |
unch |
16,812 |
118,618 |
+3,758 |
Jun02 |
000329 |
92.650 |
92.650 |
92.610 |
92.635 |
unch |
5,351 |
88,449 |
-192 |
Sep02 |
000329 |
92.675 |
92.675 |
92.640 |
92.655 |
-0.005 |
8,826 |
86,347 |
+6 |
Dec02 |
000329 |
92.645 |
92.645 |
92.600 |
92.620 |
-0.010 |
4,971 |
73,549 |
-207 |
Mar03 |
000329 |
92.705 |
92.705 |
92.665 |
92.685 |
-0.010 |
5,673 |
64,057 |
-1,462 |
Total Volume and Open Interest |
446,661 |
3,113,150 |
+21,577 |
3-Mth Euro-Yen(IMM) |
Mar00 |
000310 |
99.88 |
99.88 |
99.87 |
99.88 |
unch |
1,060 |
15,157 |
-915 |
Jun00 |
000329 |
99.81 |
99.81 |
99.79 |
99.80 |
+0.01 |
468 |
15,615 |
+21 |
Sep00 |
000329 |
99.64 |
99.65 |
99.64 |
99.65 |
+0.01 |
686 |
14,741 |
-194 |
Dec00 |
000329 |
99.48 |
99.48 |
99.47 |
99.47 |
+0.01 |
835 |
9,841 |
+728 |
Mar01 |
000329 |
99.33 |
99.35 |
99.33 |
99.34 |
+0.02 |
784 |
17,600 |
-47 |
Jun01 |
000329 |
99.19 |
99.19 |
99.19 |
99.19 |
+0.02 |
118 |
4,670 |
-311 |
Sep01 |
000329 |
99.03 |
99.03 |
99.03 |
99.03 |
+0.02 |
467 |
10,377 |
+280 |
Dec01 |
000329 |
98.86 |
98.86 |
98.86 |
98.86 |
+0.01 |
1 |
1,282 |
+81 |
Mar02 |
000329 |
98.72 |
98.72 |
98.72 |
98.72 |
+0.02 |
0 |
1,032 |
+0 |
Jun02 |
000329 |
98.64 |
98.64 |
98.64 |
98.64 |
unch |
0 |
79 |
+0 |
Total Volume and Open Interest |
3,359 |
75,297 |
+558 |
3-Mth Euro-Yen(SIMEX) |
Jun00 |
000329 |
99.79 |
99.81 |
99.79 |
99.80 |
+0.02 |
3,736 |
80,649 |
+1,552 |
Sep00 |
000329 |
99.64 |
99.65 |
99.63 |
99.64 |
+0.01 |
7,655 |
79,465 |
+1,498 |
Dec00 |
000329 |
99.45 |
99.49 |
99.44 |
99.47 |
+0.02 |
4,609 |
61,776 |
+2,040 |
Mar01 |
000329 |
99.31 |
99.35 |
99.30 |
99.33 |
+0.02 |
3,685 |
62,602 |
+164 |
Jun01 |
000329 |
99.17 |
99.19 |
99.15 |
99.19 |
+0.03 |
3,258 |
56,995 |
+1,828 |
Sep01 |
000329 |
99.00 |
99.04 |
99.00 |
99.03 |
+0.03 |
411 |
48,341 |
-226 |
Dec01 |
000329 |
98.86 |
98.86 |
98.86 |
98.86 |
+0.04 |
702 |
11,384 |
+90 |
Mar02 |
000329 |
98.72 |
98.72 |
98.72 |
98.72 |
+0.03 |
401 |
8,789 |
+3,000 |
Total Volume and Open Interest |
24,457 |
412,302 |
+9,946 |
German Euro-Bund(EUREX) |
Jun00 |
000329 |
104.96 |
105.02 |
104.57 |
104.64 |
-0.34 |
547,077 |
649,927 |
-5,971 |
Sep00 |
000329 |
104.32 |
104.46 |
104.17 |
104.17 |
-0.33 |
5,163 |
13,230 |
+1,473 |
Dec00 |
000329 |
103.64 |
103.64 |
103.64 |
103.64 |
-0.34 |
0 |
561 |
+0 |
Total Volume and Open Interest |
552,240 |
663,718 |
-4,498 |
German Euro-Bobl(EUREX) |
Jun00 |
000329 |
103.45 |
103.48 |
103.31 |
103.34 |
-0.11 |
258,808 |
325,000 |
+5,338 |
Sep00 |
000329 |
103.09 |
103.09 |
103.09 |
103.09 |
-0.11 |
0 |
1,995 |
-137 |
Dec00 |
000329 |
102.69 |
102.69 |
102.69 |
102.69 |
-0.11 |
|
|
|
Total Volume and Open Interest |
258,808 |
326,995 |
+5,201 |
Long Gilt(LIFFE) |
Mar00 |
000329 |
112~28 |
112~31 |
112~28 |
112~30 |
-0~06 |
668 |
4,133 |
-1,763 |
Jun00 |
000329 |
112~22 |
113~01 |
112~15 |
112~21 |
-0~04 |
17,187 |
63,830 |
-1,210 |
Total Volume and Open Interest |
17,855 |
67,963 |
-2,973 |
3-Mth Short Sterling(LIFFE) |
Jun00 |
000329 |
93.44 |
93.45 |
93.43 |
93.43 |
-0.02 |
20,516 |
191,493 |
-2,177 |
Sep00 |
000329 |
93.23 |
93.25 |
93.21 |
93.22 |
-0.02 |
15,139 |
163,435 |
-4,104 |
Dec00 |
000329 |
93.07 |
93.08 |
93.04 |
93.05 |
-0.03 |
12,040 |
101,693 |
+1,045 |
Total Volume and Open Interest |
75,500 |
732,483 |
-4,821 |
3-Mth Euribor(LIFFE) |
Jun00 |
000329 |
95.895 |
95.900 |
95.865 |
95.870 |
-0.025 |
91,879 |
327,734 |
-19,588 |
Sep00 |
000329 |
95.630 |
95.635 |
95.595 |
95.605 |
-0.025 |
48,470 |
285,902 |
-2,788 |
Dec00 |
000329 |
95.375 |
95.380 |
95.335 |
95.345 |
-0.025 |
24,218 |
160,880 |
-1,207 |
Total Volume and Open Interest |
222,207 |
1,566,880 |
+303,123 |
3-Mth Aus T-Bills(SFE) |
Jun00 |
000329 |
93.62 |
93.63 |
93.59 |
93.60 |
-0.03 |
3,158 |
0 |
+0 |
Sep00 |
000329 |
93.27 |
93.27 |
93.22 |
93.24 |
-0.02 |
6,547 |
0 |
+0 |
Dec00 |
000329 |
93.06 |
93.06 |
93.02 |
93.02 |
-0.02 |
731 |
0 |
+0 |
Mar01 |
000329 |
92.94 |
92.94 |
92.89 |
92.90 |
-0.03 |
378 |
0 |
+0 |
Jun01 |
000329 |
92.87 |
92.87 |
92.82 |
92.83 |
-0.03 |
113 |
0 |
+0 |
Sep01 |
000329 |
92.77 |
92.78 |
92.77 |
92.78 |
-0.03 |
233 |
0 |
+0 |
Dec01 |
000329 |
92.75 |
92.76 |
92.75 |
92.76 |
-0.02 |
21 |
0 |
+0 |
Mar02 |
000329 |
92.74 |
92.74 |
92.73 |
92.74 |
-0.02 |
40 |
0 |
+0 |
Jun02 |
000329 |
92.73 |
92.73 |
92.71 |
92.71 |
-0.03 |
40 |
0 |
+0 |
Sep02 |
000329 |
92.69 |
92.69 |
92.69 |
92.69 |
-0.03 |
355 |
0 |
+0 |
Total Volume and Open Interest |
11,686 |
472,228 |
+0 |
10-Year Aus T-Bonds(SFE) |
Jun00 |
000329 |
93.50 |
93.51 |
93.42 |
93.44 |
-0.05 |
11,074 |
156,974 |
+5,072 |
Sep00 |
000329 |
93.28 |
93.28 |
93.28 |
93.28 |
-0.03 |
|
|
|
Total Volume and Open Interest |
11,074 |
156,974 |
+5,072 |
3-Year Aus T-Bonds(SFE) |
Jun00 |
000329 |
93.42 |
93.43 |
93.37 |
93.39 |
-0.01 |
4,777 |
0 |
+0 |
Sep00 |
000329 |
93.22 |
93.22 |
93.22 |
93.22 |
-0.01 |
|
|
|
Total Volume and Open Interest |
4,777 |
273,390 |
+0 |
Gold(CMX) |
Apr00 |
000329 |
279.0 |
280.2 |
274.8 |
275.9 |
-3.6 |
22,148 |
24,280 |
-5,383 |
Jun00 |
000329 |
282.2 |
283.2 |
277.8 |
278.7 |
-3.5 |
20,407 |
56,370 |
+7,782 |
Aug00 |
000329 |
285.0 |
286.0 |
280.6 |
281.3 |
-3.6 |
600 |
13,845 |
-140 |
Oct00 |
000329 |
287.0 |
287.0 |
283.9 |
283.9 |
-3.6 |
79 |
3,743 |
+2 |
Dec00 |
000329 |
290.5 |
291.0 |
285.8 |
286.6 |
-3.7 |
166 |
19,707 |
-18 |
Feb01 |
000329 |
288.9 |
288.9 |
288.9 |
288.9 |
-3.7 |
62 |
6,684 |
-22 |
Total Volume and Open Interest |
44,601 |
150,714 |
+2,431 |
Silver(CMX) |
Mar00 |
000329 |
500.0 |
500.0 |
495.6 |
495.6 |
-12.0 |
12 |
70 |
-4 |
May00 |
000329 |
510.0 |
512.0 |
496.5 |
498.0 |
-12.3 |
5,707 |
55,952 |
+917 |
Jul00 |
000329 |
515.0 |
516.0 |
501.0 |
502.2 |
-12.2 |
442 |
10,220 |
+191 |
Sep00 |
000329 |
516.0 |
517.0 |
505.8 |
505.8 |
-11.9 |
5 |
2,262 |
-5 |
Dec00 |
000329 |
522.0 |
522.0 |
509.0 |
509.0 |
-11.6 |
27 |
6,171 |
+2 |
Total Volume and Open Interest |
6,193 |
78,696 |
+1,101 |
Platinum(NYM) |
Apr00 |
000329 |
478.5 |
479.0 |
469.2 |
474.7 |
-4.6 |
975 |
5,041 |
-581 |
Jul00 |
000329 |
473.0 |
473.0 |
462.0 |
467.7 |
-3.6 |
853 |
4,518 |
+454 |
Oct00 |
000329 |
456.7 |
456.7 |
456.7 |
456.7 |
-3.6 |
80 |
130 |
+9 |
Jan01 |
000329 |
449.7 |
449.7 |
449.7 |
449.7 |
-3.6 |
|
|
|
Total Volume and Open Interest |
1,908 |
9,699 |
-119 |
Palladium(NYME) |
Jun00 |
000329 |
620.00 |
620.00 |
610.00 |
610.00 |
-5.55 |
115 |
2,325 |
+42 |
Sep00 |
000329 |
603.00 |
603.00 |
603.00 |
603.00 |
-5.55 |
|
|
|
Total Volume and Open Interest |
115 |
2,368 |
+40 |
Copper(CMX) |
Mar00 |
000329 |
79.35 |
80.05 |
79.35 |
80.05 |
+0.25 |
510 |
472 |
+279 |
May00 |
000329 |
80.00 |
80.85 |
80.00 |
80.70 |
+0.30 |
5,936 |
37,513 |
-445 |
Jul00 |
000329 |
80.90 |
81.50 |
80.80 |
81.45 |
+0.30 |
277 |
7,824 |
-9 |
Sep00 |
000329 |
82.15 |
82.15 |
82.15 |
82.15 |
+0.30 |
24 |
4,475 |
+6 |
Dec00 |
000329 |
82.85 |
82.95 |
82.85 |
82.95 |
+0.30 |
96 |
4,542 |
-44 |
Total Volume and Open Interest |
7,263 |
68,722 |
-324 |
DJIA Index(CBOT) |
Mar00 |
000316 |
10200 |
10685 |
10155 |
10680 |
+523 |
4,896 |
8,206 |
-2,539 |
Jun00 |
000329 |
11090 |
11230 |
11015 |
11182 |
+122 |
13,622 |
14,492 |
-443 |
Sep00 |
000329 |
11175 |
11365 |
11175 |
11327 |
+122 |
14 |
744 |
+5 |
Dec00 |
000329 |
11482 |
11482 |
11482 |
11482 |
+122 |
2 |
1,319 |
+0 |
Total Volume and Open Interest |
13,638 |
16,561 |
-438 |
S & P 500(CME) |
Jun00 |
000329 |
1532.50 |
1541.00 |
1515.00 |
1530.50 |
+0.30 |
71,032 |
355,972 |
-1,636 |
Sep00 |
000329 |
1553.00 |
1561.00 |
1537.00 |
1552.30 |
+0.40 |
421 |
5,252 |
+94 |
Dec00 |
000329 |
1575.80 |
1587.10 |
1563.10 |
1575.80 |
-0.30 |
0 |
3,318 |
+0 |
Mar01 |
000329 |
1593.00 |
1611.50 |
1587.50 |
1599.90 |
-0.60 |
0 |
225 |
+0 |
Total Volume and Open Interest |
71,457 |
365,131 |
-1,540 |
S & P 500 E-Mini(Globex) |
Jun00 |
000329 |
1529.25 |
1541.25 |
1515.00 |
1530.50 |
+0.25 |
60,995 |
23,252 |
+1,399 |
Sep00 |
000329 |
1544.50 |
1552.25 |
1540.00 |
1552.25 |
+0.25 |
|
|
|
Total Volume and Open Interest |
60,995 |
23,252 |
+1,399 |
NASDAQ 100(CME) |
Jun00 |
000329 |
4667.00 |
4675.00 |
4460.00 |
4468.50 |
-194.00 |
14,430 |
30,181 |
-78 |
Sep00 |
000329 |
4670.00 |
4670.00 |
4533.50 |
4536.50 |
-194.00 |
2 |
15 |
+2 |
Dec00 |
000329 |
4592.50 |
4592.50 |
4589.50 |
4592.50 |
-194.00 |
|
|
|
Total Volume and Open Interest |
14,432 |
30,196 |
-76 |
NASDAQ 100 E-Mini(GLOBEX) |
Jun00 |
000329 |
4660.0 |
4678.0 |
4456.0 |
4468.5 |
-194.0 |
25,160 |
7,584 |
-243 |
Sep00 |
000329 |
4536.5 |
4536.5 |
4536.5 |
4536.5 |
-194.0 |
|
|
|
Total Volume and Open Interest |
25,160 |
7,584 |
-243 |
NYSE Composite(NYBOT) |
Jun00 |
000329 |
655.50 |
659.50 |
651.50 |
658.80 |
+5.05 |
563 |
2,645 |
-39 |
Sep00 |
000329 |
666.60 |
666.60 |
666.60 |
666.60 |
+5.05 |
0 |
250 |
+0 |
Dec00 |
000329 |
674.40 |
674.40 |
674.40 |
674.40 |
+5.05 |
|
|
|
Total Volume and Open Interest |
0 |
1,995 |
+0 |
S & P Midcap 400(CME) |
Jun00 |
000329 |
494.50 |
498.50 |
484.00 |
486.70 |
-7.30 |
534 |
12,884 |
-21 |
Sep00 |
000329 |
492.20 |
492.20 |
491.00 |
492.20 |
-7.30 |
0 |
1 |
+0 |
Dec00 |
000329 |
498.20 |
498.20 |
497.00 |
498.20 |
-7.30 |
|
|
|
Total Volume and Open Interest |
534 |
12,885 |
-21 |
Russell 2000(CME) |
Jun00 |
000329 |
562.00 |
568.00 |
543.00 |
547.50 |
-14.20 |
2,931 |
12,131 |
+335 |
Sep00 |
000329 |
554.00 |
554.00 |
552.60 |
554.00 |
-14.20 |
|
|
|
Dec00 |
000329 |
561.55 |
561.55 |
560.15 |
561.55 |
-14.20 |
|
|
|
Total Volume and Open Interest |
2,931 |
12,131 |
+335 |
Value Line(KCBT) |
Jun00 |
000329 |
1056.00 |
1059.50 |
1048.00 |
1059.45 |
+4.55 |
39 |
96 |
-12 |
Total Volume and Open Interest |
39 |
97 |
-12 |
Nikkei 225(CME) |
Jun00 |
000329 |
20580 |
20610 |
20470 |
20555 |
+205 |
1,050 |
12,018 |
-24 |
Sep00 |
000329 |
20555 |
20600 |
20555 |
20555 |
+205 |
0 |
2 |
+0 |
Total Volume and Open Interest |
1,050 |
12,020 |
-24 |
Nikkei 225(SIMEX) |
Jun00 |
000329 |
20370 |
20820 |
20370 |
20635 |
+170 |
15,319 |
94,070 |
+1,867 |
Sep00 |
000329 |
20645 |
20645 |
20645 |
20645 |
+170 |
0 |
8,978 |
-197 |
Dec00 |
000329 |
20630 |
20630 |
20630 |
20630 |
+170 |
1,612 |
2,063 |
+1,062 |
Total Volume and Open Interest |
18,156 |
119,494 |
-877 |
CAC 40(MATIF) |
Mar00 |
000329 |
6510.0 |
6570.0 |
6441.0 |
6489.0 |
-48.0 |
135,665 |
79,290 |
-40,491 |
Apr00 |
000329 |
6539.0 |
6575.0 |
6451.0 |
6484.5 |
-57.5 |
77,843 |
74,199 |
+51,024 |
May00 |
000329 |
6484.0 |
6497.0 |
6484.0 |
6497.0 |
-32.5 |
0 |
3 |
+0 |
Total Volume and Open Interest |
224,471 |
242,314 |
+10,969 |
DAX Index(EUREX) |
Jun00 |
000329 |
7962.0 |
8011.5 |
7907.0 |
7936.0 |
-37.0 |
38,467 |
338,335 |
+2,431 |
Sep00 |
000329 |
8045.0 |
8088.0 |
7995.0 |
8013.0 |
-37.0 |
114 |
1,606 |
-16 |
Dec00 |
000329 |
8101.5 |
8101.5 |
8101.5 |
8101.5 |
-36.5 |
34 |
162 |
+48 |
Total Volume and Open Interest |
38,615 |
340,103 |
+2,463 |
FT-SE 100(LIFFE) |
Jun00 |
000329 |
6735.00 |
6739.00 |
6621.00 |
6654.00 |
-100.00 |
20,116 |
207,118 |
+2,162 |
Sep00 |
000329 |
6715.00 |
6729.00 |
6715.00 |
6729.00 |
-100.00 |
30 |
1,222 |
+0 |
Dec00 |
000329 |
6820.00 |
6820.00 |
6820.00 |
6820.00 |
-100.00 |
10 |
7 |
+0 |
Total Volume and Open Interest |
20,156 |
208,347 |
+2,162 |
SPI 200(SFE) |
Mar00 |
000329 |
3253.0 |
3263.0 |
3231.0 |
3236.0 |
-30.0 |
1,245 |
0 |
+0 |
Jun00 |
000329 |
3291.0 |
3296.0 |
3259.0 |
3272.0 |
-27.0 |
1,060 |
0 |
+0 |
Sep00 |
000329 |
3301.0 |
3301.0 |
3292.0 |
3292.0 |
-20.0 |
1 |
0 |
+0 |
Total Volume and Open Interest |
2,703 |
331,940 |
+0 |
GSCI(CME) |
Apr00 |
000329 |
203.55 |
205.25 |
202.50 |
203.45 |
-3.25 |
822 |
35,955 |
-413 |
May00 |
000329 |
203.00 |
203.00 |
202.70 |
203.00 |
-2.30 |
0 |
5 |
+0 |
Jun00 |
000329 |
201.80 |
201.80 |
201.80 |
201.80 |
-2.20 |
0 |
42 |
+0 |
Total Volume and Open Interest |
822 |
36,002 |
-413 |
Bridge CRB Index(NYBOT) |
Apr00 |
000329 |
210.30 |
210.30 |
209.50 |
209.65 |
-1.35 |
108 |
1,484 |
-26 |
Jun00 |
000329 |
212.20 |
212.20 |
211.25 |
211.40 |
-1.35 |
17 |
1,160 |
+5 |
Aug00 |
000329 |
212.65 |
212.65 |
212.65 |
212.65 |
-1.35 |
15 |
544 |
+0 |
Total Volume and Open Interest |
125 |
3,200 |
-21 |
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
|
|