 |
MRCI's Free Historical Futures Prices |
Daily Futures Price Listing Fri March 31, 2000 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
May00 |
000331 |
542.00 |
548.50 |
540.50 |
545.50 |
+8.00 |
28,464 |
71,818 |
-434 |
Jul00 |
000331 |
553.00 |
559.00 |
551.75 |
557.50 |
+9.50 |
9,470 |
55,917 |
+69 |
Aug00 |
000331 |
555.00 |
561.00 |
555.00 |
560.00 |
+9.25 |
916 |
8,658 |
+209 |
Sep00 |
000331 |
556.00 |
562.50 |
556.00 |
562.00 |
+9.50 |
663 |
4,756 |
+69 |
Nov00 |
000331 |
563.50 |
570.50 |
563.00 |
568.50 |
+9.00 |
5,913 |
36,424 |
+629 |
Jan01 |
000331 |
570.50 |
577.00 |
570.50 |
576.00 |
+9.25 |
302 |
2,409 |
-144 |
Mar01 |
000331 |
578.00 |
583.00 |
578.00 |
581.50 |
+8.00 |
216 |
1,527 |
+208 |
Total Volume and Open Interest |
46,312 |
183,362 |
+815 |
Soybean Meal(CBOT) |
May00 |
000331 |
171.80 |
175.50 |
171.30 |
172.20 |
+1.40 |
12,350 |
46,016 |
-400 |
Jul00 |
000331 |
173.50 |
175.50 |
173.00 |
174.30 |
+2.60 |
5,240 |
36,200 |
+274 |
Aug00 |
000331 |
173.80 |
175.50 |
173.50 |
174.60 |
+2.50 |
1,030 |
10,033 |
+274 |
Sep00 |
000331 |
173.80 |
176.00 |
173.50 |
175.20 |
+3.00 |
675 |
6,411 |
+35 |
Oct00 |
000331 |
176.00 |
176.00 |
174.50 |
175.20 |
+3.00 |
253 |
5,469 |
-56 |
Dec00 |
000331 |
176.50 |
179.20 |
176.50 |
178.30 |
+2.80 |
1,669 |
12,268 |
-54 |
Jan01 |
000331 |
179.50 |
179.80 |
178.20 |
178.20 |
+3.20 |
525 |
856 |
-40 |
Mar01 |
000331 |
182.50 |
182.50 |
181.00 |
181.00 |
+4.00 |
437 |
996 |
+373 |
Total Volume and Open Interest |
22,179 |
118,274 |
+406 |
Soybean Oil(CBOT) |
May00 |
000331 |
17.99 |
18.48 |
17.92 |
18.31 |
+0.43 |
11,292 |
54,429 |
-35 |
Jul00 |
000331 |
18.30 |
18.83 |
18.27 |
18.70 |
+0.48 |
4,769 |
43,776 |
+1,254 |
Aug00 |
000331 |
18.50 |
18.90 |
18.45 |
18.88 |
+0.50 |
1,313 |
11,324 |
+771 |
Sep00 |
000331 |
18.65 |
19.15 |
18.62 |
19.03 |
+0.51 |
273 |
8,027 |
+89 |
Oct00 |
000331 |
18.92 |
19.19 |
18.85 |
19.18 |
+0.48 |
620 |
6,690 |
+308 |
Dec00 |
000331 |
19.35 |
19.55 |
19.15 |
19.50 |
+0.51 |
2,136 |
16,490 |
-100 |
Jan01 |
000331 |
19.52 |
19.80 |
19.45 |
19.78 |
+0.52 |
322 |
8,171 |
-112 |
Mar01 |
000331 |
19.90 |
20.05 |
19.70 |
19.97 |
+0.47 |
130 |
1,988 |
-44 |
Total Volume and Open Interest |
21,041 |
155,275 |
+2,121 |
Canola(WCE) |
May00 |
000331 |
269.0 |
272.2 |
267.0 |
267.7 |
-0.1 |
1,847 |
24,935 |
-307 |
Jul00 |
000331 |
274.5 |
277.8 |
272.5 |
273.5 |
+0.1 |
2,408 |
22,153 |
+252 |
Aug00 |
000331 |
278.5 |
278.5 |
278.5 |
278.5 |
+2.5 |
0 |
2,857 |
-1 |
Sep00 |
000331 |
281.8 |
281.8 |
281.8 |
281.8 |
+3.4 |
100 |
760 |
+100 |
Nov00 |
000331 |
285.5 |
288.8 |
285.5 |
286.2 |
+1.8 |
1,128 |
16,838 |
-180 |
Total Volume and Open Interest |
5,488 |
68,039 |
-131 |
Corn(CBOT) |
May00 |
000331 |
235.25 |
238.50 |
234.25 |
236.00 |
+2.75 |
33,384 |
173,587 |
+776 |
Jul00 |
000331 |
243.25 |
246.25 |
243.00 |
244.50 |
+2.75 |
14,459 |
152,028 |
+2,061 |
Sep00 |
000331 |
250.50 |
253.00 |
250.25 |
252.00 |
+3.00 |
3,181 |
44,053 |
+804 |
Nov00 |
000331 |
256.50 |
257.50 |
256.00 |
257.50 |
+3.25 |
3 |
975 |
+0 |
Dec00 |
000331 |
259.75 |
262.00 |
259.00 |
260.50 |
+2.50 |
10,402 |
107,097 |
-1,747 |
Jan01 |
000331 |
264.50 |
265.00 |
264.50 |
265.00 |
+2.50 |
0 |
38 |
+0 |
Total Volume and Open Interest |
62,740 |
498,584 |
+2,510 |
Wheat(CBOT) |
May00 |
000331 |
258.00 |
263.50 |
257.50 |
262.25 |
+6.75 |
8,594 |
56,000 |
-1,041 |
Jul00 |
000331 |
269.50 |
275.25 |
269.50 |
274.25 |
+7.00 |
4,428 |
46,835 |
+330 |
Sep00 |
000331 |
281.00 |
285.50 |
280.25 |
285.00 |
+6.75 |
723 |
8,327 |
+362 |
Dec00 |
000331 |
296.00 |
301.50 |
295.50 |
300.75 |
+7.00 |
1,587 |
13,076 |
+662 |
Mar01 |
000331 |
309.00 |
314.00 |
309.00 |
313.50 |
+7.25 |
25 |
1,486 |
+6 |
Total Volume and Open Interest |
15,378 |
126,229 |
+332 |
Wheat(KCBT) |
May00 |
000331 |
284.00 |
287.50 |
282.25 |
286.50 |
+6.50 |
2,688 |
25,011 |
-215 |
Jul00 |
000331 |
295.50 |
298.25 |
293.00 |
297.75 |
+6.75 |
2,189 |
29,379 |
+223 |
Sep00 |
000331 |
305.00 |
307.25 |
302.75 |
306.50 |
+6.50 |
424 |
3,118 |
-31 |
Dec00 |
000331 |
318.00 |
321.00 |
316.25 |
320.50 |
+6.50 |
629 |
7,639 |
+173 |
Mar01 |
000331 |
330.00 |
331.00 |
330.00 |
330.00 |
+5.00 |
3 |
532 |
+2 |
Total Volume and Open Interest |
5,934 |
65,911 |
+153 |
Wheat(MGE) |
May00 |
000331 |
324.00 |
327.00 |
322.50 |
327.00 |
+6.00 |
1,119 |
11,768 |
-26 |
Jul00 |
000331 |
334.00 |
337.75 |
333.50 |
337.00 |
+6.50 |
789 |
7,252 |
+214 |
Sep00 |
000331 |
344.50 |
347.50 |
343.50 |
346.25 |
+5.50 |
230 |
3,411 |
+52 |
Dec00 |
000331 |
355.50 |
359.50 |
355.50 |
359.00 |
+5.50 |
58 |
1,495 |
+8 |
Mar01 |
000331 |
365.00 |
368.00 |
365.00 |
368.00 |
+6.00 |
0 |
148 |
+0 |
Total Volume and Open Interest |
2,196 |
24,077 |
+248 |
Oats(CBOT) |
May00 |
000331 |
121.50 |
123.50 |
121.50 |
122.25 |
+1.25 |
647 |
4,985 |
-116 |
Jul00 |
000331 |
120.25 |
121.00 |
119.75 |
120.25 |
+1.25 |
323 |
7,349 |
+96 |
Sep00 |
000331 |
122.00 |
123.00 |
122.00 |
122.00 |
+1.00 |
11 |
1,545 |
+6 |
Dec00 |
000331 |
128.00 |
128.50 |
128.00 |
128.00 |
unch |
83 |
3,272 |
-9 |
Total Volume and Open Interest |
1,064 |
17,616 |
-23 |
Rough Rice(CBOT) |
May00 |
000331 |
5.83 |
5.85 |
5.75 |
5.84 |
+0.01 |
345 |
3,847 |
+28 |
Jul00 |
000331 |
6.14 |
6.15 |
6.06 |
6.14 |
-0.01 |
150 |
1,622 |
+20 |
Sep00 |
000331 |
6.92 |
6.92 |
6.86 |
6.91 |
-0.05 |
36 |
453 |
+28 |
Nov00 |
000331 |
7.10 |
7.10 |
7.00 |
7.05 |
-0.05 |
112 |
683 |
+37 |
Total Volume and Open Interest |
668 |
6,775 |
+119 |
Live Cattle(CME) |
Apr00 |
000331 |
71.950 |
72.225 |
71.875 |
72.175 |
+0.325 |
9,024 |
31,720 |
-2,296 |
Jun00 |
000331 |
68.800 |
69.175 |
68.800 |
68.975 |
+0.175 |
9,048 |
46,788 |
+292 |
Aug00 |
000331 |
69.600 |
69.775 |
69.600 |
69.725 |
+0.175 |
1,415 |
23,005 |
-115 |
Oct00 |
000331 |
72.475 |
72.550 |
72.375 |
72.500 |
+0.150 |
800 |
13,443 |
+132 |
Dec00 |
000331 |
74.000 |
74.175 |
73.975 |
74.125 |
+0.150 |
184 |
5,231 |
+31 |
Feb01 |
000331 |
74.750 |
74.875 |
74.750 |
74.850 |
+0.150 |
26 |
2,988 |
-7 |
Total Volume and Open Interest |
20,543 |
126,373 |
-1,953 |
Feeder Cattle(CME) |
Apr00 |
000331 |
83.850 |
84.100 |
83.800 |
84.025 |
+0.225 |
243 |
4,590 |
+8 |
May00 |
000331 |
84.000 |
84.175 |
83.900 |
83.925 |
+0.025 |
936 |
8,461 |
+183 |
Aug00 |
000331 |
86.000 |
86.250 |
86.000 |
86.200 |
+0.200 |
212 |
5,773 |
+79 |
Sep00 |
000331 |
86.000 |
86.225 |
85.950 |
86.225 |
+0.225 |
38 |
1,545 |
+4 |
Oct00 |
000331 |
86.400 |
86.450 |
86.300 |
86.375 |
+0.200 |
15 |
1,492 |
+2 |
Nov00 |
000331 |
87.400 |
87.500 |
87.300 |
87.475 |
+0.075 |
29 |
1,111 |
+1,111 |
Jan01 |
000331 |
87.400 |
87.900 |
87.400 |
87.900 |
+0.100 |
7 |
440 |
+440 |
Total Volume and Open Interest |
1,745 |
25,353 |
+183 |
Lean Hogs(CME) |
Apr00 |
000331 |
64.500 |
64.500 |
63.925 |
64.350 |
+0.200 |
4,246 |
13,380 |
-623 |
Jun00 |
000331 |
73.750 |
73.750 |
73.000 |
73.150 |
-0.400 |
8,125 |
29,643 |
+2,427 |
Jul00 |
000331 |
71.100 |
71.375 |
70.700 |
71.300 |
+0.525 |
2,726 |
7,623 |
+465 |
Aug00 |
000331 |
68.250 |
68.950 |
68.025 |
68.500 |
+0.375 |
1,453 |
7,851 |
+1,025 |
Oct00 |
000331 |
60.850 |
61.300 |
60.700 |
61.300 |
+0.450 |
309 |
3,878 |
+111 |
Dec00 |
000331 |
57.650 |
58.250 |
57.650 |
58.000 |
+0.500 |
409 |
2,992 |
+240 |
Feb01 |
000331 |
57.900 |
58.000 |
57.650 |
58.000 |
+0.150 |
14 |
502 |
-3 |
Apr01 |
000331 |
56.400 |
56.500 |
56.300 |
56.400 |
+0.100 |
12 |
156 |
+9 |
Total Volume and Open Interest |
17,294 |
66,035 |
+3,651 |
Pork Bellies(CME) |
May00 |
000331 |
96.600 |
97.500 |
96.150 |
97.300 |
+0.100 |
1,539 |
4,424 |
+179 |
Jul00 |
000331 |
93.750 |
94.600 |
93.200 |
94.400 |
+0.250 |
398 |
1,402 |
+57 |
Aug00 |
000331 |
90.600 |
91.450 |
90.550 |
91.000 |
+0.150 |
120 |
537 |
+46 |
Total Volume and Open Interest |
2,057 |
6,363 |
+282 |
Cocoa(NYBOT) |
May00 |
000331 |
804 |
811 |
794 |
800 |
+6 |
4,101 |
27,350 |
-325 |
Jul00 |
000331 |
834 |
840 |
825 |
831 |
+7 |
2,796 |
24,145 |
+201 |
Sep00 |
000331 |
863 |
868 |
854 |
858 |
+7 |
696 |
19,538 |
+106 |
Dec00 |
000331 |
902 |
907 |
895 |
896 |
+5 |
322 |
11,108 |
+30 |
Mar01 |
000331 |
940 |
940 |
928 |
931 |
+5 |
116 |
8,143 |
+55 |
May01 |
000331 |
957 |
957 |
957 |
957 |
+5 |
323 |
5,484 |
+5 |
Jul01 |
000331 |
985 |
985 |
985 |
985 |
+5 |
0 |
4,982 |
+0 |
Total Volume and Open Interest |
8,354 |
105,846 |
+72 |
Coffee "C"(NYBOT) |
May00 |
000331 |
103.50 |
104.60 |
102.00 |
103.70 |
+0.20 |
2,999 |
27,380 |
-246 |
Jul00 |
000331 |
106.00 |
107.10 |
104.75 |
106.30 |
+0.25 |
1,174 |
12,274 |
+177 |
Sep00 |
000331 |
108.70 |
109.50 |
107.70 |
108.95 |
+0.25 |
124 |
6,952 |
+21 |
Dec00 |
000331 |
111.75 |
112.40 |
110.70 |
111.90 |
+0.15 |
90 |
3,632 |
+34 |
Mar01 |
000331 |
115.00 |
115.00 |
115.00 |
115.00 |
+0.15 |
5 |
1,156 |
+0 |
May01 |
000331 |
116.80 |
116.80 |
116.80 |
116.80 |
+0.15 |
0 |
113 |
+0 |
Total Volume and Open Interest |
4,392 |
51,518 |
-14 |
Orange Juice(NYBOT) |
May00 |
000331 |
82.60 |
82.70 |
81.60 |
81.80 |
-0.30 |
1,076 |
11,515 |
-40 |
Jul00 |
000331 |
82.00 |
82.10 |
81.45 |
81.60 |
-0.15 |
289 |
3,798 |
+107 |
Sep00 |
000331 |
81.50 |
81.90 |
81.50 |
81.70 |
-0.10 |
33 |
2,190 |
+5 |
Nov00 |
000331 |
81.80 |
82.00 |
81.60 |
81.80 |
+0.10 |
77 |
1,019 |
+77 |
Jan01 |
000331 |
82.00 |
82.00 |
81.95 |
81.95 |
+0.10 |
9 |
648 |
+8 |
Total Volume and Open Interest |
1,486 |
19,995 |
+157 |
Sugar #11(NYBOT) |
May00 |
000331 |
5.58 |
5.94 |
5.58 |
5.90 |
+0.35 |
12,831 |
74,843 |
-1,545 |
Jul00 |
000331 |
5.56 |
5.84 |
5.56 |
5.78 |
+0.28 |
8,767 |
51,692 |
-268 |
Oct00 |
000331 |
5.91 |
6.13 |
5.90 |
6.05 |
+0.20 |
1,892 |
31,865 |
+553 |
Mar01 |
000331 |
6.27 |
6.43 |
6.23 |
6.43 |
+0.25 |
566 |
19,225 |
+38 |
May01 |
000331 |
6.35 |
6.54 |
6.35 |
6.51 |
+0.21 |
112 |
2,788 |
+70 |
Total Volume and Open Interest |
24,516 |
186,755 |
-935 |
London Cocoa(LCE) |
Mar00 |
000331 |
588 |
588 |
588 |
588 |
+41 |
0 |
10 |
+0 |
May00 |
000331 |
580 |
590 |
578 |
588 |
+11 |
782 |
27,353 |
-389 |
Jul00 |
000331 |
582 |
595 |
580 |
594 |
+13 |
1,281 |
33,958 |
-225 |
Sep00 |
000331 |
601 |
614 |
601 |
614 |
+13 |
520 |
27,093 |
-29 |
Dec00 |
000331 |
629 |
642 |
629 |
642 |
+14 |
400 |
24,731 |
+36 |
Mar01 |
000331 |
656 |
662 |
656 |
662 |
+14 |
475 |
16,268 |
+140 |
May01 |
000331 |
677 |
677 |
677 |
677 |
+14 |
20 |
9,117 |
+17 |
Total Volume and Open Interest |
3,588 |
146,391 |
-340 |
London Coffee(LCE) |
Mar00 |
000331 |
942.00 |
977.00 |
935.00 |
977.00 |
+29.00 |
15 |
20 |
+6 |
May00 |
000331 |
968.00 |
978.00 |
965.00 |
977.00 |
+4.00 |
1,774 |
31,041 |
-610 |
Jul00 |
000331 |
970.00 |
975.00 |
965.00 |
975.00 |
+2.00 |
1,331 |
20,599 |
+226 |
Sep00 |
000331 |
980.00 |
985.00 |
975.00 |
985.00 |
+2.00 |
828 |
6,567 |
+55 |
Nov00 |
000331 |
995.00 |
998.00 |
990.00 |
998.00 |
+4.00 |
96 |
3,322 |
+22 |
Jan01 |
000331 |
998.00 |
1010.00 |
998.00 |
1010.00 |
+1.00 |
85 |
1,161 |
+69 |
Total Volume and Open Interest |
4,150 |
63,163 |
-215 |
London Sugar(LCE) |
Mar00 |
000215 |
0.00 |
0.00 |
0.00 |
0.00 |
-170.90 |
3,691 |
87 |
-3,090 |
May00 |
000331 |
179.50 |
184.40 |
179.30 |
183.80 |
+5.10 |
2,013 |
17,698 |
+118 |
Aug00 |
000331 |
179.90 |
185.00 |
179.90 |
184.30 |
+4.90 |
2,833 |
15,014 |
+248 |
Oct00 |
000331 |
180.60 |
186.00 |
180.60 |
185.10 |
+5.00 |
1,470 |
7,477 |
+1,150 |
Dec00 |
000331 |
187.10 |
187.10 |
187.10 |
187.10 |
+5.00 |
66 |
270 |
+66 |
Total Volume and Open Interest |
6,416 |
41,528 |
+1,582 |
Cotton(NYBOT) |
May00 |
000331 |
57.75 |
58.90 |
57.72 |
58.14 |
+0.57 |
7,071 |
30,273 |
-1,512 |
Jul00 |
000331 |
59.55 |
60.60 |
59.50 |
60.01 |
+0.77 |
2,644 |
17,204 |
-191 |
Oct00 |
000331 |
60.00 |
61.10 |
60.00 |
60.72 |
+1.02 |
164 |
911 |
+59 |
Dec00 |
000331 |
60.70 |
61.60 |
60.65 |
61.01 |
+0.65 |
1,292 |
13,705 |
-168 |
Mar01 |
000331 |
62.00 |
62.50 |
62.00 |
62.00 |
+0.62 |
55 |
972 |
+12 |
May01 |
000331 |
62.55 |
62.55 |
62.55 |
62.55 |
+0.60 |
23 |
404 |
+0 |
Total Volume and Open Interest |
11,252 |
63,844 |
-1,800 |
Lumber(CME) |
May00 |
000331 |
322.6 |
325.0 |
320.7 |
324.7 |
+3.7 |
661 |
1,986 |
+111 |
Jul00 |
000331 |
330.7 |
332.6 |
328.1 |
330.3 |
+1.2 |
106 |
739 |
+22 |
Sep00 |
000331 |
328.3 |
328.7 |
326.4 |
328.6 |
+0.4 |
0 |
178 |
+0 |
Nov00 |
000331 |
321.1 |
321.5 |
319.2 |
320.3 |
+0.2 |
1 |
53 |
-1 |
Total Volume and Open Interest |
768 |
2,957 |
+132 |
Crude Oil(NYM) |
May00 |
000331 |
26.95 |
27.15 |
26.24 |
26.90 |
+0.20 |
47,790 |
117,551 |
-6,037 |
Jun00 |
000331 |
26.35 |
26.57 |
25.80 |
26.38 |
+0.31 |
26,129 |
82,332 |
+2,160 |
Jul00 |
000331 |
26.05 |
26.15 |
25.54 |
26.04 |
+0.30 |
13,235 |
46,762 |
-2,422 |
Aug00 |
000331 |
25.85 |
25.90 |
25.30 |
25.76 |
+0.29 |
4,668 |
28,421 |
+1,419 |
Sep00 |
000331 |
25.50 |
25.55 |
25.00 |
25.48 |
+0.29 |
3,545 |
18,205 |
+189 |
Oct00 |
000331 |
25.05 |
25.25 |
24.70 |
25.19 |
+0.28 |
719 |
18,281 |
+462 |
Nov00 |
000331 |
24.85 |
24.90 |
24.70 |
24.90 |
+0.27 |
1,085 |
14,554 |
+105 |
Dec00 |
000331 |
24.50 |
24.60 |
24.21 |
24.60 |
+0.26 |
5,634 |
39,659 |
-345 |
Jan01 |
000331 |
24.15 |
24.28 |
24.15 |
24.28 |
+0.25 |
1,853 |
15,419 |
-298 |
Feb01 |
000331 |
23.97 |
23.97 |
23.97 |
23.97 |
+0.24 |
150 |
5,992 |
-46 |
Total Volume and Open Interest |
109,224 |
483,135 |
-3,227 |
Heating Oil(NYM) |
Apr00 |
000331 |
74.50 |
79.50 |
73.95 |
78.33 |
+4.85 |
11,511 |
7,046 |
-5,270 |
May00 |
000331 |
68.70 |
69.30 |
66.70 |
68.65 |
+1.03 |
25,000 |
97,299 |
-1,568 |
Jun00 |
000331 |
66.00 |
66.40 |
64.40 |
65.85 |
+0.63 |
25,000 |
97,299 |
-1,568 |
Jul00 |
000331 |
65.50 |
65.60 |
64.00 |
65.05 |
+0.63 |
1,553 |
9,223 |
-617 |
Aug00 |
000331 |
65.50 |
65.50 |
64.30 |
65.05 |
+0.58 |
40 |
7,457 |
+196 |
Sep00 |
000331 |
66.00 |
66.00 |
64.80 |
65.60 |
+0.58 |
232 |
5,642 |
+46 |
Oct00 |
000331 |
65.80 |
66.40 |
65.15 |
66.00 |
+0.58 |
89 |
2,907 |
+15 |
Nov00 |
000331 |
65.70 |
66.50 |
65.55 |
66.40 |
+0.58 |
147 |
2,812 |
+4 |
Dec00 |
000331 |
66.10 |
67.10 |
66.10 |
66.80 |
+0.58 |
461 |
13,530 |
-1,070 |
Jan01 |
000331 |
66.30 |
67.20 |
66.00 |
66.90 |
+0.58 |
65 |
3,886 |
+80 |
Total Volume and Open Interest |
25,000 |
97,299 |
-1,568 |
Unleaded Gas(NYM) |
Apr00 |
000331 |
89.80 |
93.00 |
88.15 |
91.69 |
+2.29 |
17,067 |
9,370 |
-10,183 |
May00 |
000331 |
85.10 |
86.60 |
83.50 |
85.59 |
+0.94 |
17,988 |
39,053 |
+2,653 |
Jun00 |
000331 |
81.60 |
82.25 |
80.25 |
81.55 |
+0.55 |
6,434 |
17,218 |
+49 |
Jul00 |
000331 |
78.15 |
78.75 |
77.60 |
78.75 |
+0.45 |
3,158 |
12,283 |
+1,088 |
Aug00 |
000331 |
76.75 |
76.75 |
75.65 |
76.45 |
+0.35 |
1,691 |
10,278 |
-264 |
Sep00 |
000331 |
74.00 |
74.70 |
73.80 |
74.35 |
+0.30 |
1,725 |
10,018 |
-141 |
Oct00 |
000331 |
71.45 |
71.45 |
71.20 |
71.20 |
+0.30 |
78 |
1,982 |
+95 |
Nov00 |
000331 |
69.45 |
69.50 |
69.40 |
69.40 |
+0.30 |
43 |
1,151 |
+256 |
Total Volume and Open Interest |
48,222 |
102,712 |
-6,322 |
Natural Gas(NYM) |
May00 |
000331 |
2.915 |
2.955 |
2.895 |
2.945 |
+0.072 |
23,612 |
64,040 |
+5,786 |
Jun00 |
000331 |
2.930 |
2.970 |
2.915 |
2.955 |
+0.065 |
5,685 |
30,172 |
+968 |
Jul00 |
000331 |
2.960 |
2.975 |
2.930 |
2.966 |
+0.060 |
3,995 |
22,582 |
+470 |
Aug00 |
000331 |
2.965 |
2.990 |
2.940 |
2.978 |
+0.057 |
3,386 |
17,438 |
+615 |
Sep00 |
000331 |
2.965 |
2.985 |
2.945 |
2.977 |
+0.057 |
2,102 |
18,317 |
-12 |
Oct00 |
000331 |
2.980 |
3.000 |
2.960 |
2.987 |
+0.055 |
1,673 |
18,843 |
-199 |
Nov00 |
000331 |
3.080 |
3.090 |
3.055 |
3.080 |
+0.047 |
1,227 |
13,215 |
-13 |
Dec00 |
000331 |
3.170 |
3.185 |
3.155 |
3.177 |
+0.047 |
1,146 |
18,317 |
+1,823 |
Total Volume and Open Interest |
45,375 |
301,890 |
+196 |
Brent Crude Oil(IPE) |
May00 |
000331 |
24.80 |
25.27 |
24.58 |
24.77 |
+0.14 |
31,027 |
64,077 |
-3,910 |
Jun00 |
000331 |
24.89 |
25.18 |
24.53 |
24.79 |
+0.12 |
30,360 |
59,718 |
+4,302 |
Jul00 |
000331 |
24.77 |
24.91 |
24.35 |
24.54 |
+0.04 |
8,252 |
28,338 |
+1,200 |
Aug00 |
000331 |
24.59 |
24.67 |
24.21 |
24.34 |
+0.02 |
4,209 |
14,191 |
+481 |
Sep00 |
000331 |
24.39 |
24.42 |
24.00 |
24.10 |
+0.03 |
2,210 |
12,510 |
-71 |
Oct00 |
000331 |
24.14 |
24.17 |
23.87 |
23.90 |
+0.03 |
1,488 |
13,947 |
+548 |
Nov00 |
000331 |
23.90 |
23.90 |
23.50 |
23.65 |
+0.04 |
27 |
6,349 |
-6 |
Dec00 |
000331 |
23.50 |
23.69 |
23.30 |
23.39 |
+0.05 |
3,128 |
23,542 |
-454 |
Total Volume and Open Interest |
84,029 |
269,058 |
+5,390 |
Gas Oil(IPE) |
Apr00 |
000331 |
204.00 |
207.75 |
203.00 |
204.00 |
unch |
8,594 |
22,636 |
-43 |
May00 |
000331 |
198.00 |
200.75 |
197.25 |
198.75 |
+2.25 |
7,022 |
21,266 |
+36 |
Jun00 |
000331 |
197.00 |
198.75 |
196.25 |
197.25 |
+1.50 |
2,643 |
14,681 |
+421 |
Jul00 |
000331 |
197.75 |
198.00 |
196.50 |
197.75 |
+2.00 |
1,237 |
8,160 |
+161 |
Aug00 |
000331 |
198.00 |
198.00 |
198.00 |
198.00 |
+2.00 |
211 |
5,524 |
+67 |
Sep00 |
000331 |
198.00 |
199.00 |
197.00 |
198.25 |
+1.75 |
49 |
3,618 |
-32 |
Oct00 |
000331 |
198.75 |
198.75 |
198.75 |
198.75 |
+1.50 |
0 |
1,825 |
+0 |
Nov00 |
000331 |
199.50 |
199.50 |
199.50 |
199.50 |
+1.50 |
20 |
1,616 |
+20 |
Total Volume and Open Interest |
20,511 |
101,767 |
+616 |
US Dollar Index(NYBOT) |
Jun00 |
000331 |
105.31 |
105.47 |
104.84 |
105.16 |
-0.04 |
655 |
4,946 |
-485 |
Sep00 |
000331 |
104.75 |
104.84 |
104.75 |
104.84 |
-0.04 |
3 |
2,010 |
+1 |
Dec00 |
000331 |
104.52 |
104.52 |
104.52 |
104.52 |
-0.04 |
|
|
|
Total Volume and Open Interest |
658 |
6,956 |
-484 |
Australian Dollar(IMM) |
Jun00 |
000331 |
60.34 |
60.85 |
60.26 |
60.82 |
-0.50 |
992 |
22,925 |
-230 |
Sep00 |
000331 |
60.87 |
60.87 |
60.50 |
60.87 |
-0.50 |
0 |
6 |
+0 |
Dec00 |
000331 |
60.53 |
60.92 |
60.53 |
60.92 |
-0.50 |
0 |
50 |
+0 |
Total Volume and Open Interest |
980 |
23,066 |
-230 |
British Pound(IMM) |
Jun00 |
000331 |
159.40 |
159.94 |
159.00 |
159.40 |
-0.28 |
16,650 |
40,761 |
+3,150 |
Sep00 |
000331 |
159.50 |
160.10 |
159.20 |
159.50 |
-0.28 |
19 |
33 |
+8 |
Dec00 |
000331 |
159.70 |
159.70 |
159.70 |
159.70 |
-0.28 |
1 |
225 |
+0 |
Total Volume and Open Interest |
16,669 |
41,019 |
+3,158 |
Canadian Dollar(IMM) |
Jun00 |
000331 |
69.05 |
69.13 |
68.90 |
69.11 |
+0.22 |
3,498 |
43,523 |
-2,953 |
Sep00 |
000331 |
69.20 |
69.30 |
69.05 |
69.27 |
+0.22 |
1,005 |
6,584 |
+475 |
Dec00 |
000331 |
69.40 |
69.43 |
69.27 |
69.43 |
+0.22 |
3 |
1,577 |
+9 |
Mar01 |
000331 |
69.57 |
69.59 |
69.57 |
69.59 |
+0.22 |
0 |
405 |
+0 |
Total Volume and Open Interest |
4,506 |
52,183 |
-2,469 |
Japanese Yen(IMM) |
Jun00 |
000331 |
98.20 |
99.36 |
98.16 |
99.08 |
+3.02 |
21,830 |
69,951 |
+1,087 |
Sep00 |
000331 |
99.70 |
100.76 |
99.70 |
100.65 |
+3.04 |
4 |
730 |
+0 |
Dec00 |
000331 |
102.28 |
102.28 |
102.28 |
102.28 |
+3.06 |
0 |
321 |
+0 |
Total Volume and Open Interest |
21,834 |
71,082 |
+1,087 |
Swiss Franc(IMM) |
Jun00 |
000331 |
60.50 |
60.72 |
60.43 |
60.55 |
-0.22 |
572 |
39,016 |
-223 |
Sep00 |
000331 |
60.98 |
61.21 |
60.98 |
61.06 |
-0.22 |
2 |
181 |
-1 |
Dec00 |
000331 |
61.57 |
61.57 |
61.55 |
61.57 |
-0.22 |
0 |
5 |
+0 |
Total Volume and Open Interest |
574 |
39,202 |
-224 |
EuroFX(IMM) |
Jun00 |
000331 |
96.03 |
96.39 |
95.99 |
96.07 |
-0.55 |
15,537 |
52,873 |
-1,339 |
Sep00 |
000331 |
96.92 |
96.92 |
96.65 |
96.67 |
-0.55 |
3 |
432 |
-1 |
Dec00 |
000331 |
97.27 |
97.27 |
97.27 |
97.27 |
-0.55 |
27 |
46 |
+0 |
Total Volume and Open Interest |
15,540 |
53,351 |
-1,340 |
Mexican Peso(IMM) |
Mar00 |
000313 |
10640.0 |
10670.0 |
10640.0 |
10650.0 |
-78.0 |
341 |
7,827 |
-1,306 |
Jun00 |
000331 |
10585.0 |
10620.0 |
10550.0 |
10613.0 |
+63.0 |
5,215 |
17,623 |
-566 |
Total Volume and Open Interest |
5,216 |
21,478 |
-563 |
30-Year T-Bonds(CBOT) |
Jun00 |
000331 |
97~08 |
97~28 |
96~29 |
97~22 |
+0~16 |
210,572 |
499,618 |
+7,250 |
Sep00 |
000331 |
96~28 |
97~20 |
96~24 |
97~15 |
+0~16 |
457 |
2,097 |
+72 |
Dec00 |
000331 |
97~10 |
97~10 |
97~09 |
97~09 |
+0~17 |
0 |
435 |
+0 |
Total Volume and Open Interest |
211,029 |
502,352 |
-9,965 |
Municipal Bonds(CBOT) |
Jun00 |
000331 |
94~29 |
95~16 |
94~21 |
95~11 |
+0~11 |
2,629 |
20,025 |
+523 |
Sep00 |
000331 |
94~17 |
94~17 |
94~17 |
94~17 |
+0~11 |
0 |
1 |
+0 |
Total Volume and Open Interest |
2,629 |
20,026 |
+523 |
10-Year T-Notes(CBOT) |
Jun00 |
000331 |
97~275 |
98~070 |
97~190 |
98~025 |
+0~085 |
153,250 |
563,059 |
-1,827 |
Sep00 |
000331 |
97~290 |
97~290 |
97~260 |
97~280 |
+0~085 |
689 |
1,166 |
-10 |
Total Volume and Open Interest |
153,939 |
564,225 |
-2,468 |
5-Year T-Notes(CBOT) |
Jun00 |
000331 |
98~085 |
98~200 |
98~065 |
98~160 |
+0~045 |
59,769 |
392,569 |
+3,158 |
Sep00 |
000331 |
98~135 |
98~135 |
98~135 |
98~135 |
+0~050 |
1,710 |
2,510 |
+1,600 |
Total Volume and Open Interest |
61,479 |
395,079 |
-5,287 |
2 Year T-Notes(CBOT) |
Jun00 |
000331 |
98~118 |
99~008 |
98~110 |
98~126 |
+0~003 |
3,675 |
42,282 |
+990 |
Total Volume and Open Interest |
3,675 |
43,692 |
-1,214 |
3-Mth T-Bills(IMM) |
Jun00 |
000331 |
94.04 |
94.04 |
94.03 |
94.03 |
unch |
56 |
699 |
+3 |
Total Volume and Open Interest |
56 |
699 |
+3 |
Eurodollars(IMM) |
Jun00 |
000331 |
93.340 |
93.355 |
93.330 |
93.345 |
-0.005 |
56,429 |
561,168 |
+2,918 |
Sep00 |
000331 |
93.055 |
93.080 |
93.040 |
93.060 |
-0.005 |
131,540 |
492,525 |
+3,928 |
Dec00 |
000331 |
92.840 |
92.870 |
92.815 |
92.840 |
-0.010 |
77,362 |
376,735 |
+2,681 |
Mar01 |
000331 |
92.760 |
92.815 |
92.740 |
92.785 |
+0.010 |
55,617 |
305,644 |
-1,949 |
Jun01 |
000331 |
92.680 |
92.755 |
92.660 |
92.720 |
+0.025 |
33,734 |
207,282 |
-2,067 |
Sep01 |
000331 |
92.660 |
92.740 |
92.640 |
92.705 |
+0.030 |
18,938 |
174,953 |
-3,942 |
Dec01 |
000331 |
92.630 |
92.700 |
92.610 |
92.680 |
+0.040 |
8,025 |
127,798 |
-754 |
Mar02 |
000331 |
92.690 |
92.760 |
92.670 |
92.750 |
+0.050 |
8,678 |
119,775 |
+695 |
Jun02 |
000331 |
92.720 |
92.795 |
92.700 |
92.775 |
+0.055 |
6,346 |
87,536 |
-1,049 |
Sep02 |
000331 |
92.730 |
92.815 |
92.730 |
92.795 |
+0.055 |
4,908 |
85,172 |
+11 |
Dec02 |
000331 |
92.700 |
92.775 |
92.700 |
92.760 |
+0.055 |
3,257 |
73,943 |
-252 |
Mar03 |
000331 |
92.770 |
92.840 |
92.770 |
92.825 |
+0.055 |
3,591 |
64,655 |
-171 |
Total Volume and Open Interest |
438,769 |
3,107,253 |
+2,677 |
3-Mth Euro-Yen(IMM) |
Mar00 |
000310 |
99.88 |
99.88 |
99.87 |
99.88 |
unch |
1,060 |
15,157 |
-915 |
Jun00 |
000331 |
99.81 |
99.81 |
99.81 |
99.81 |
unch |
343 |
15,315 |
-335 |
Sep00 |
000331 |
99.67 |
99.67 |
99.66 |
99.66 |
+0.01 |
759 |
14,840 |
-158 |
Dec00 |
000331 |
99.48 |
99.49 |
99.47 |
99.47 |
unch |
596 |
8,558 |
-349 |
Mar01 |
000331 |
99.35 |
99.35 |
99.33 |
99.33 |
-0.01 |
180 |
16,507 |
-344 |
Jun01 |
000331 |
99.19 |
99.19 |
99.19 |
99.19 |
unch |
1 |
4,756 |
+23 |
Sep01 |
000331 |
99.03 |
99.03 |
99.02 |
99.02 |
unch |
99 |
10,243 |
+400 |
Dec01 |
000331 |
98.86 |
98.86 |
98.86 |
98.86 |
unch |
0 |
1,092 |
+15 |
Mar02 |
000331 |
98.72 |
98.72 |
98.72 |
98.72 |
unch |
0 |
1,032 |
+0 |
Jun02 |
000331 |
98.61 |
98.61 |
98.61 |
98.61 |
-0.02 |
0 |
79 |
+0 |
Total Volume and Open Interest |
1,978 |
72,482 |
-748 |
3-Mth Euro-Yen(SIMEX) |
Jun00 |
000331 |
99.82 |
99.82 |
99.80 |
99.81 |
-0.01 |
5,018 |
78,414 |
-754 |
Sep00 |
000331 |
99.65 |
99.67 |
99.65 |
99.66 |
unch |
14,426 |
76,248 |
-1,263 |
Dec00 |
000331 |
99.47 |
99.50 |
99.47 |
99.49 |
unch |
9,068 |
65,546 |
+2,307 |
Mar01 |
000331 |
99.34 |
99.35 |
99.33 |
99.34 |
-0.01 |
11,967 |
67,447 |
+3,790 |
Jun01 |
000331 |
99.19 |
99.20 |
99.18 |
99.19 |
-0.01 |
4,343 |
56,674 |
+109 |
Sep01 |
000331 |
99.03 |
99.04 |
99.02 |
99.03 |
-0.01 |
2,315 |
48,887 |
+822 |
Dec01 |
000331 |
98.87 |
98.87 |
98.86 |
98.86 |
unch |
444 |
11,685 |
-7 |
Mar02 |
000331 |
98.72 |
98.72 |
98.72 |
98.72 |
-0.01 |
0 |
8,709 |
+0 |
Total Volume and Open Interest |
47,581 |
415,911 |
+5,004 |
German Euro-Bund(EUREX) |
Jun00 |
000331 |
105.37 |
105.57 |
105.24 |
105.41 |
+0.22 |
641,294 |
610,061 |
-17,506 |
Sep00 |
000331 |
105.02 |
105.07 |
104.77 |
104.95 |
+0.23 |
3,544 |
17,046 |
+529 |
Dec00 |
000331 |
104.41 |
104.41 |
104.41 |
104.41 |
+0.22 |
0 |
501 |
-60 |
Total Volume and Open Interest |
644,838 |
627,608 |
-17,037 |
German Euro-Bobl(EUREX) |
Jun00 |
000331 |
103.70 |
103.78 |
103.59 |
103.70 |
+0.08 |
220,589 |
318,972 |
-2,350 |
Sep00 |
000331 |
103.48 |
103.48 |
103.48 |
103.48 |
+0.11 |
0 |
1,318 |
-150 |
Dec00 |
000331 |
103.08 |
103.08 |
103.08 |
103.08 |
+0.11 |
|
|
|
Total Volume and Open Interest |
220,589 |
320,290 |
-2,500 |
Long Gilt(LIFFE) |
Jun00 |
000331 |
113~24 |
113~24 |
113~03 |
113~14 |
-0~04 |
20,625 |
64,918 |
+1,102 |
Sep00 |
000331 |
113~11 |
113~11 |
113~11 |
113~11 |
-0~04 |
220 |
200 |
-63,616 |
Total Volume and Open Interest |
20,845 |
65,118 |
-62,514 |
3-Mth Short Sterling(LIFFE) |
Jun00 |
000331 |
93.46 |
93.47 |
93.44 |
93.46 |
+0.01 |
19,817 |
190,567 |
+146 |
Sep00 |
000331 |
93.26 |
93.27 |
93.23 |
93.26 |
+0.02 |
23,985 |
165,588 |
+1,286 |
Dec00 |
000331 |
93.09 |
93.10 |
93.06 |
93.09 |
+0.02 |
13,287 |
104,215 |
+3,441 |
Total Volume and Open Interest |
70,638 |
734,450 |
+3,312 |
3-Mth Euribor(LIFFE) |
Jun00 |
000331 |
95.915 |
95.920 |
95.895 |
95.920 |
+0.015 |
80,875 |
332,988 |
+2,694 |
Sep00 |
000331 |
95.660 |
95.665 |
95.640 |
95.660 |
+0.020 |
52,574 |
288,029 |
+4,165 |
Dec00 |
000331 |
95.415 |
95.425 |
95.390 |
95.410 |
+0.015 |
23,288 |
163,697 |
-169 |
Total Volume and Open Interest |
213,165 |
1,250,592 |
+6,776 |
3-Mth Aus T-Bills(SFE) |
Jun00 |
000331 |
93.65 |
93.77 |
93.64 |
93.74 |
+0.13 |
4,455 |
281,685 |
+281,685 |
Sep00 |
000331 |
93.30 |
93.41 |
93.28 |
93.38 |
+0.14 |
1,394 |
97,885 |
+97,885 |
Dec00 |
000331 |
93.06 |
93.20 |
93.06 |
93.16 |
+0.14 |
1,053 |
33,733 |
+33,733 |
Mar01 |
000331 |
92.96 |
93.05 |
92.95 |
93.05 |
+0.15 |
266 |
16,849 |
+16,849 |
Jun01 |
000331 |
92.87 |
92.99 |
92.87 |
92.98 |
+0.16 |
342 |
13,352 |
+13,352 |
Sep01 |
000331 |
92.92 |
92.94 |
92.92 |
92.94 |
+0.18 |
220 |
7,899 |
+7,899 |
Dec01 |
000331 |
92.89 |
92.92 |
92.89 |
92.92 |
+0.18 |
188 |
5,676 |
+5,676 |
Mar02 |
000331 |
92.86 |
92.90 |
92.86 |
92.90 |
+0.18 |
60 |
4,622 |
+4,622 |
Jun02 |
000331 |
92.86 |
92.86 |
92.86 |
92.86 |
+0.16 |
0 |
2,158 |
+2,158 |
Sep02 |
000331 |
92.84 |
92.84 |
92.84 |
92.84 |
+0.16 |
20 |
1,826 |
+1,826 |
Total Volume and Open Interest |
8,038 |
469,277 |
+0 |
10-Year Aus T-Bonds(SFE) |
Jun00 |
000331 |
93.54 |
93.64 |
93.50 |
93.63 |
+0.09 |
2,556 |
166,736 |
+9,762 |
Sep00 |
000331 |
93.46 |
93.46 |
93.46 |
93.46 |
+0.19 |
|
|
|
Total Volume and Open Interest |
2,556 |
166,736 |
+9,762 |
3-Year Aus T-Bonds(SFE) |
Jun00 |
000331 |
93.50 |
93.62 |
93.47 |
93.57 |
+0.18 |
7,245 |
287,333 |
+287,333 |
Sep00 |
000331 |
93.40 |
93.40 |
93.40 |
93.40 |
+0.18 |
|
|
|
Total Volume and Open Interest |
7,245 |
287,333 |
+0 |
Gold(CMX) |
Apr00 |
000331 |
275.5 |
279.8 |
274.5 |
278.4 |
+2.3 |
12,107 |
10,117 |
-5,463 |
Jun00 |
000331 |
278.2 |
283.0 |
277.5 |
281.4 |
+2.3 |
29,784 |
78,942 |
+8,761 |
Aug00 |
000331 |
281.5 |
285.8 |
281.5 |
284.0 |
+2.3 |
627 |
13,944 |
-17 |
Oct00 |
000331 |
284.7 |
286.6 |
284.3 |
286.6 |
+2.3 |
9 |
3,755 |
+9 |
Dec00 |
000331 |
285.3 |
291.0 |
285.0 |
289.3 |
+2.3 |
850 |
20,135 |
+325 |
Feb01 |
000331 |
293.0 |
293.0 |
291.5 |
291.5 |
+2.3 |
248 |
6,705 |
+21 |
Total Volume and Open Interest |
44,164 |
159,946 |
+3,652 |
Silver(CMX) |
May00 |
000331 |
496.0 |
505.0 |
495.0 |
504.5 |
+6.2 |
13,576 |
59,004 |
+1,232 |
Jul00 |
000331 |
500.5 |
509.0 |
499.0 |
508.5 |
+5.9 |
1,920 |
10,998 |
+252 |
Sep00 |
000331 |
506.5 |
513.0 |
506.5 |
512.5 |
+6.2 |
582 |
2,694 |
+423 |
Dec00 |
000331 |
510.0 |
518.0 |
510.0 |
515.7 |
+6.2 |
152 |
6,446 |
+108 |
Mar01 |
000331 |
512.0 |
519.5 |
511.0 |
518.6 |
+6.2 |
88 |
632 |
+88 |
Total Volume and Open Interest |
16,378 |
83,474 |
+2,074 |
Platinum(NYM) |
Apr00 |
000331 |
475.1 |
498.0 |
475.0 |
496.4 |
+17.4 |
809 |
1,755 |
-1,010 |
Jul00 |
000331 |
467.0 |
490.0 |
467.0 |
487.9 |
+15.9 |
815 |
7,102 |
+7,102 |
Oct00 |
000331 |
470.0 |
475.9 |
470.0 |
475.9 |
+14.9 |
12 |
140 |
+140 |
Jan01 |
000331 |
468.9 |
468.9 |
468.9 |
468.9 |
+14.9 |
0 |
10 |
+10 |
Total Volume and Open Interest |
1,636 |
9,007 |
-692 |
Palladium(NYME) |
Jun00 |
000331 |
595.00 |
600.00 |
555.00 |
595.50 |
-7.30 |
76 |
2,360 |
+2,360 |
Sep00 |
000331 |
575.00 |
590.50 |
575.00 |
590.50 |
-5.30 |
0 |
43 |
+43 |
Total Volume and Open Interest |
76 |
2,403 |
+35 |
Copper(CMX) |
May00 |
000331 |
80.15 |
80.65 |
79.80 |
80.50 |
-0.25 |
8,552 |
39,010 |
+1,177 |
Jul00 |
000331 |
80.80 |
81.25 |
80.75 |
81.15 |
-0.25 |
477 |
7,965 |
+93 |
Sep00 |
000331 |
81.65 |
81.85 |
81.65 |
81.85 |
-0.25 |
55 |
4,421 |
-30 |
Dec00 |
000331 |
82.45 |
82.65 |
82.40 |
82.65 |
-0.30 |
174 |
4,517 |
+13 |
Mar01 |
000331 |
83.10 |
83.10 |
83.10 |
83.10 |
-0.30 |
0 |
1,714 |
+0 |
Total Volume and Open Interest |
9,888 |
69,422 |
+976 |
DJIA Index(CBOT) |
Mar00 |
000316 |
10200 |
10685 |
10155 |
10680 |
+523 |
4,896 |
8,206 |
-2,539 |
Jun00 |
000331 |
11165 |
11230 |
11034 |
11068 |
-47 |
17,326 |
14,366 |
-122 |
Sep00 |
000331 |
11300 |
11365 |
11200 |
11213 |
-47 |
8 |
744 |
+0 |
Dec00 |
000331 |
11410 |
11520 |
11360 |
11368 |
-47 |
2 |
1,319 |
+0 |
Total Volume and Open Interest |
17,334 |
16,435 |
-122 |
S & P 500(CME) |
Jun00 |
000331 |
1511.00 |
1538.50 |
1501.00 |
1515.30 |
+11.00 |
81,086 |
361,688 |
+2,382 |
Sep00 |
000331 |
1535.00 |
1560.00 |
1525.00 |
1536.60 |
+11.00 |
146 |
5,459 |
+27 |
Dec00 |
000331 |
1570.00 |
1578.30 |
1546.30 |
1559.60 |
+11.30 |
4 |
3,307 |
+0 |
Mar01 |
000331 |
1583.60 |
1601.80 |
1569.80 |
1583.60 |
+11.80 |
4 |
225 |
+0 |
Total Volume and Open Interest |
81,250 |
371,045 |
+2,411 |
S & P 500 E-Mini(Globex) |
Jun00 |
000331 |
1505.25 |
1538.75 |
1501.00 |
1515.25 |
+11.00 |
67,211 |
23,213 |
+544 |
Sep00 |
000331 |
1532.00 |
1545.00 |
1532.00 |
1536.50 |
+11.00 |
1 |
2 |
+2 |
Total Volume and Open Interest |
67,212 |
23,215 |
+546 |
NASDAQ 100(CME) |
Jun00 |
000331 |
4393.00 |
4488.00 |
4245.50 |
4457.40 |
+129.90 |
24,989 |
30,932 |
+1,020 |
Sep00 |
000331 |
4523.40 |
4523.40 |
4313.50 |
4523.40 |
+127.90 |
2 |
17 |
+1 |
Dec00 |
000331 |
4540.00 |
4589.40 |
4369.50 |
4589.40 |
+137.90 |
|
|
|
Total Volume and Open Interest |
24,991 |
30,949 |
+1,021 |
NASDAQ 100 E-Mini(GLOBEX) |
Jun00 |
000331 |
4328.0 |
4486.0 |
4245.5 |
4457.5 |
+130.0 |
32,339 |
8,653 |
+789 |
Sep00 |
000331 |
4523.5 |
4523.5 |
4523.5 |
4523.5 |
+128.0 |
|
|
|
Total Volume and Open Interest |
32,339 |
8,653 |
+789 |
NYSE Composite(NYBOT) |
Jun00 |
000331 |
655.00 |
663.00 |
652.70 |
653.35 |
+1.10 |
721 |
2,627 |
-53 |
Sep00 |
000331 |
661.25 |
665.50 |
661.15 |
661.15 |
+1.10 |
|
|
|
Dec00 |
000331 |
668.95 |
668.95 |
668.95 |
668.95 |
+1.10 |
|
|
|
Total Volume and Open Interest |
0 |
1,995 |
+0 |
S & P Midcap 400(CME) |
Jun00 |
000331 |
492.00 |
505.35 |
486.50 |
505.35 |
+21.15 |
1,672 |
13,008 |
+168 |
Sep00 |
000331 |
510.85 |
510.85 |
510.85 |
510.85 |
+21.15 |
0 |
1 |
+0 |
Dec00 |
000331 |
516.85 |
516.85 |
516.85 |
516.85 |
+21.15 |
|
|
|
Total Volume and Open Interest |
1,672 |
13,009 |
+168 |
Russell 2000(CME) |
Jun00 |
000331 |
540.00 |
553.00 |
530.00 |
545.35 |
+10.55 |
3,679 |
12,374 |
+177 |
Sep00 |
000331 |
551.85 |
558.30 |
551.85 |
551.85 |
+10.55 |
|
|
|
Dec00 |
000331 |
559.40 |
565.85 |
559.40 |
559.40 |
+10.55 |
|
|
|
Total Volume and Open Interest |
3,679 |
12,374 |
+177 |
Value Line(KCBT) |
Jun00 |
000331 |
1061.50 |
1084.00 |
1060.00 |
1080.00 |
+24.00 |
63 |
128 |
+9 |
Total Volume and Open Interest |
63 |
129 |
+9 |
Nikkei 225(CME) |
Jun00 |
000331 |
20400 |
20420 |
20285 |
20370 |
+70 |
1,500 |
12,222 |
+19 |
Sep00 |
000331 |
20370 |
20370 |
20370 |
20370 |
+70 |
0 |
2 |
+0 |
Total Volume and Open Interest |
1,500 |
12,224 |
+19 |
Nikkei 225(SIMEX) |
Jun00 |
000331 |
20335 |
20550 |
20315 |
20395 |
-40 |
13,946 |
94,068 |
-1,221 |
Sep00 |
000331 |
20410 |
20410 |
20410 |
20410 |
-35 |
1,000 |
9,728 |
+775 |
Dec00 |
000331 |
20390 |
20390 |
20390 |
20390 |
-40 |
0 |
2,063 |
+0 |
Total Volume and Open Interest |
22,140 |
118,274 |
+406 |
CAC 40(MATIF) |
Mar00 |
000331 |
6252.0 |
6364.0 |
6169.0 |
6304.0 |
+48.0 |
107,313 |
43,786 |
-22,208 |
Apr00 |
000331 |
6267.0 |
6369.5 |
6178.5 |
6310.0 |
+40.0 |
61,044 |
111,527 |
+23,269 |
May00 |
000331 |
6194.0 |
6300.0 |
6190.0 |
6263.0 |
-55.0 |
0 |
3 |
+0 |
Total Volume and Open Interest |
174,906 |
250,412 |
+3,903 |
DAX Index(EUREX) |
Jun00 |
000331 |
7675.0 |
7753.0 |
7565.0 |
7605.0 |
-93.0 |
51,158 |
341,325 |
+79 |
Sep00 |
000331 |
7740.0 |
7829.5 |
7646.0 |
7682.5 |
-90.0 |
88 |
606 |
-996 |
Dec00 |
000331 |
7898.0 |
7898.0 |
7767.0 |
7767.0 |
-93.0 |
0 |
190 |
+0 |
Total Volume and Open Interest |
51,246 |
342,121 |
-917 |
FT-SE 100(LIFFE) |
Jun00 |
000331 |
6440.00 |
6617.50 |
6438.00 |
6552.50 |
+81.50 |
38,204 |
208,210 |
+317 |
Sep00 |
000331 |
6625.00 |
6625.50 |
6625.00 |
6625.50 |
+81.50 |
31 |
1,241 |
+18 |
Dec00 |
000331 |
6716.50 |
6716.50 |
6716.50 |
6716.50 |
+81.50 |
16 |
7 |
+0 |
Total Volume and Open Interest |
38,251 |
209,458 |
+335 |
SPI 200(SFE) |
Mar00 |
000331 |
3185.0 |
3188.0 |
3133.0 |
3134.0 |
-65.0 |
2,092 |
230,420 |
+230,420 |
Jun00 |
000331 |
3215.0 |
3215.0 |
3163.0 |
3181.0 |
-45.0 |
2,123 |
98,436 |
+98,436 |
Sep00 |
000331 |
3199.0 |
3199.0 |
3199.0 |
3199.0 |
-56.0 |
0 |
4,316 |
+4,316 |
Total Volume and Open Interest |
4,215 |
336,158 |
+0 |
GSCI(CME) |
Apr00 |
000331 |
206.00 |
208.10 |
204.25 |
207.40 |
+2.60 |
121 |
35,937 |
-36 |
May00 |
000331 |
205.70 |
205.70 |
203.80 |
205.70 |
+1.80 |
0 |
5 |
+0 |
Jun00 |
000331 |
204.50 |
204.50 |
202.60 |
204.50 |
+1.80 |
0 |
42 |
+0 |
Total Volume and Open Interest |
121 |
35,984 |
-36 |
Bridge CRB Index(NYBOT) |
Apr00 |
000331 |
211.25 |
213.40 |
211.25 |
213.15 |
+2.65 |
116 |
1,509 |
+22 |
Jun00 |
000331 |
213.25 |
215.00 |
213.25 |
215.00 |
+2.50 |
27 |
1,182 |
+16 |
Aug00 |
000331 |
215.85 |
215.85 |
215.85 |
215.85 |
+1.85 |
0 |
544 |
+0 |
Total Volume and Open Interest |
143 |
3,247 |
+38 |
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
|
|