|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Mon April 03, 2000 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| May00 |
000403 |
549.00 |
554.00 |
546.00 |
546.50 |
+1.00 |
44,279 |
76,777 |
+4,959 |
| Jul00 |
000403 |
563.00 |
566.00 |
558.00 |
558.50 |
+1.00 |
16,300 |
59,990 |
+4,073 |
| Aug00 |
000403 |
565.00 |
569.00 |
561.50 |
561.75 |
+1.75 |
1,911 |
9,193 |
+535 |
| Sep00 |
000403 |
567.00 |
571.50 |
563.50 |
563.75 |
+1.75 |
494 |
4,758 |
+2 |
| Nov00 |
000403 |
575.50 |
579.00 |
571.00 |
572.00 |
+3.50 |
8,735 |
37,555 |
+1,131 |
| Jan01 |
000403 |
581.00 |
586.00 |
579.00 |
579.50 |
+3.50 |
305 |
2,477 |
+68 |
| Mar01 |
000403 |
588.00 |
591.50 |
585.00 |
585.00 |
+3.50 |
74 |
1,557 |
+30 |
| Total Volume and Open Interest |
72,880 |
194,607 |
+11,245 |
| Soybean Meal(CBOT) |
| May00 |
000403 |
173.50 |
174.20 |
171.40 |
172.20 |
unch |
14,796 |
46,773 |
+757 |
| Jul00 |
000403 |
175.30 |
176.20 |
173.00 |
173.40 |
-0.90 |
9,227 |
37,112 |
+912 |
| Aug00 |
000403 |
175.50 |
176.20 |
173.60 |
173.70 |
-0.90 |
416 |
10,026 |
-7 |
| Sep00 |
000403 |
176.00 |
176.90 |
173.50 |
173.70 |
-1.50 |
1,346 |
6,668 |
+257 |
| Oct00 |
000403 |
176.30 |
177.20 |
173.50 |
173.50 |
-1.70 |
890 |
5,559 |
+90 |
| Dec00 |
000403 |
179.00 |
180.20 |
176.40 |
176.50 |
-1.80 |
2,841 |
12,441 |
+173 |
| Jan01 |
000403 |
179.50 |
181.00 |
177.00 |
177.10 |
-1.10 |
212 |
801 |
-55 |
| Mar01 |
000403 |
182.00 |
183.00 |
179.00 |
179.10 |
-1.90 |
88 |
1,068 |
+72 |
| Total Volume and Open Interest |
29,826 |
120,478 |
+2,204 |
| Soybean Oil(CBOT) |
| May00 |
000403 |
18.40 |
18.70 |
18.35 |
18.54 |
+0.23 |
14,586 |
54,738 |
+309 |
| Jul00 |
000403 |
18.75 |
19.04 |
18.72 |
18.86 |
+0.16 |
7,294 |
45,029 |
+1,253 |
| Aug00 |
000403 |
18.92 |
19.20 |
18.92 |
19.01 |
+0.13 |
264 |
11,329 |
+5 |
| Sep00 |
000403 |
19.10 |
19.37 |
19.10 |
19.16 |
+0.13 |
1,012 |
7,945 |
-82 |
| Oct00 |
000403 |
19.27 |
19.50 |
19.25 |
19.29 |
+0.11 |
276 |
6,758 |
+68 |
| Dec00 |
000403 |
19.62 |
19.80 |
19.62 |
19.68 |
+0.18 |
2,187 |
16,662 |
+172 |
| Jan01 |
000403 |
20.00 |
20.08 |
19.85 |
19.99 |
+0.21 |
217 |
8,146 |
-25 |
| Mar01 |
000403 |
20.30 |
20.38 |
20.25 |
20.25 |
+0.28 |
159 |
2,111 |
+123 |
| Total Volume and Open Interest |
26,164 |
157,198 |
+1,923 |
| Canola(WCE) |
| May00 |
000403 |
272.0 |
274.0 |
271.5 |
272.7 |
+5.0 |
4,386 |
23,484 |
-1,451 |
| Jul00 |
000403 |
280.0 |
280.0 |
277.5 |
277.7 |
+4.2 |
3,283 |
23,563 |
+1,410 |
| Aug00 |
000403 |
281.0 |
281.0 |
281.0 |
281.0 |
+2.5 |
0 |
2,857 |
+0 |
| Sep00 |
000403 |
284.5 |
284.5 |
284.5 |
284.5 |
+2.7 |
1 |
761 |
+1 |
| Nov00 |
000403 |
290.0 |
291.5 |
289.0 |
290.1 |
+3.9 |
1,944 |
17,723 |
+885 |
| Total Volume and Open Interest |
9,624 |
68,888 |
+849 |
| Corn(CBOT) |
| May00 |
000403 |
238.50 |
239.00 |
233.75 |
234.25 |
-1.75 |
39,264 |
172,739 |
-848 |
| Jul00 |
000403 |
248.00 |
248.00 |
242.50 |
242.75 |
-1.75 |
20,547 |
153,801 |
+1,773 |
| Sep00 |
000403 |
254.50 |
254.75 |
250.00 |
250.25 |
-1.75 |
2,309 |
44,183 |
+130 |
| Nov00 |
000403 |
258.00 |
258.50 |
255.50 |
255.75 |
-1.75 |
13 |
977 |
+2 |
| Dec00 |
000403 |
264.00 |
264.25 |
259.25 |
259.50 |
-1.00 |
12,061 |
108,253 |
+1,156 |
| Jan01 |
000403 |
265.00 |
265.00 |
263.50 |
263.50 |
-1.50 |
0 |
38 |
+0 |
| Total Volume and Open Interest |
76,212 |
501,404 |
+2,820 |
| Wheat(CBOT) |
| May00 |
000403 |
266.50 |
267.00 |
257.00 |
257.75 |
-4.50 |
20,974 |
54,342 |
-1,658 |
| Jul00 |
000403 |
277.50 |
278.50 |
269.00 |
269.25 |
-5.00 |
13,761 |
48,359 |
+1,524 |
| Sep00 |
000403 |
289.00 |
289.00 |
280.50 |
280.75 |
-4.25 |
1,312 |
8,754 |
+427 |
| Dec00 |
000403 |
304.50 |
304.50 |
295.50 |
295.75 |
-5.00 |
2,060 |
13,298 |
+222 |
| Mar01 |
000403 |
317.00 |
317.00 |
309.50 |
309.50 |
-4.00 |
139 |
1,579 |
+93 |
| Total Volume and Open Interest |
38,248 |
126,838 |
+609 |
| Wheat(KCBT) |
| May00 |
000403 |
289.00 |
290.00 |
283.50 |
284.00 |
-2.50 |
4,723 |
24,304 |
-707 |
| Jul00 |
000403 |
300.75 |
301.50 |
294.50 |
295.00 |
-2.75 |
4,189 |
29,636 |
+257 |
| Sep00 |
000403 |
309.00 |
309.00 |
303.00 |
303.00 |
-3.50 |
197 |
3,186 |
+68 |
| Dec00 |
000403 |
323.50 |
323.50 |
317.50 |
317.50 |
-3.00 |
324 |
7,621 |
-18 |
| Mar01 |
000403 |
329.00 |
329.00 |
328.00 |
328.00 |
-2.00 |
22 |
535 |
+3 |
| Total Volume and Open Interest |
9,455 |
65,514 |
-397 |
| Wheat(MGE) |
| May00 |
000403 |
329.00 |
329.50 |
322.25 |
322.50 |
-4.50 |
2,420 |
12,023 |
+255 |
| Jul00 |
000403 |
339.00 |
340.25 |
332.50 |
332.75 |
-4.25 |
2,279 |
7,808 |
+556 |
| Sep00 |
000403 |
348.00 |
349.75 |
342.50 |
342.50 |
-3.75 |
258 |
3,397 |
-14 |
| Dec00 |
000403 |
360.00 |
360.75 |
355.00 |
355.00 |
-4.00 |
144 |
1,505 |
+10 |
| Mar01 |
000403 |
370.00 |
370.00 |
365.00 |
366.00 |
-2.00 |
47 |
195 |
+47 |
| Total Volume and Open Interest |
5,149 |
24,932 |
+855 |
| Oats(CBOT) |
| May00 |
000403 |
124.25 |
125.50 |
123.00 |
123.00 |
+0.75 |
664 |
4,980 |
-5 |
| Jul00 |
000403 |
122.50 |
123.25 |
121.00 |
121.00 |
+0.75 |
668 |
7,414 |
+65 |
| Sep00 |
000403 |
124.00 |
124.50 |
123.00 |
123.00 |
+1.00 |
135 |
1,584 |
+39 |
| Dec00 |
000403 |
129.50 |
130.00 |
129.00 |
129.00 |
+1.00 |
185 |
3,305 |
+33 |
| Total Volume and Open Interest |
1,654 |
17,749 |
+133 |
| Rough Rice(CBOT) |
| May00 |
000403 |
5.85 |
5.89 |
5.71 |
5.73 |
-0.11 |
254 |
3,854 |
+7 |
| Jul00 |
000403 |
6.18 |
6.18 |
6.00 |
6.02 |
-0.12 |
50 |
1,631 |
+9 |
| Sep00 |
000403 |
6.85 |
6.85 |
6.85 |
6.85 |
-0.06 |
38 |
482 |
+29 |
| Nov00 |
000403 |
7.05 |
7.07 |
6.96 |
6.96 |
-0.09 |
|
|
|
| Total Volume and Open Interest |
448 |
6,888 |
+113 |
| Live Cattle(CME) |
| Apr00 |
000403 |
72.200 |
72.225 |
71.850 |
72.125 |
-0.050 |
5,014 |
30,185 |
-1,535 |
| Jun00 |
000403 |
69.050 |
69.200 |
68.775 |
69.150 |
+0.175 |
4,503 |
47,236 |
+448 |
| Aug00 |
000403 |
69.725 |
69.925 |
69.550 |
69.900 |
+0.175 |
700 |
22,946 |
-59 |
| Oct00 |
000403 |
72.475 |
72.700 |
72.300 |
72.675 |
+0.175 |
365 |
13,365 |
-78 |
| Dec00 |
000403 |
74.075 |
74.200 |
73.950 |
74.175 |
+0.050 |
157 |
5,232 |
+1 |
| Feb01 |
000403 |
74.800 |
74.900 |
74.725 |
74.900 |
+0.050 |
73 |
2,985 |
-3 |
| Total Volume and Open Interest |
10,858 |
125,143 |
-1,230 |
| Feeder Cattle(CME) |
| Apr00 |
000403 |
83.875 |
83.950 |
83.575 |
83.875 |
-0.150 |
186 |
4,519 |
-71 |
| May00 |
000403 |
83.900 |
83.950 |
83.550 |
83.900 |
-0.025 |
331 |
8,476 |
+15 |
| Aug00 |
000403 |
86.000 |
86.050 |
85.650 |
86.000 |
-0.200 |
190 |
5,851 |
+78 |
| Sep00 |
000403 |
85.900 |
86.100 |
85.750 |
86.100 |
-0.125 |
12 |
1,545 |
+0 |
| Oct00 |
000403 |
86.350 |
86.450 |
86.125 |
86.350 |
-0.025 |
40 |
1,516 |
+24 |
| Nov00 |
000403 |
87.200 |
87.450 |
87.100 |
87.450 |
-0.025 |
|
|
|
| Jan01 |
000403 |
87.500 |
87.875 |
87.400 |
87.875 |
-0.025 |
|
|
|
| Total Volume and Open Interest |
813 |
25,380 |
+27 |
| Lean Hogs(CME) |
| Apr00 |
000403 |
64.450 |
64.575 |
63.900 |
64.425 |
+0.075 |
2,934 |
13,384 |
+4 |
| Jun00 |
000403 |
73.250 |
73.550 |
72.550 |
73.275 |
+0.125 |
4,878 |
30,716 |
+1,073 |
| Jul00 |
000403 |
71.200 |
71.550 |
70.500 |
71.400 |
+0.100 |
1,206 |
7,769 |
+146 |
| Aug00 |
000403 |
68.400 |
68.800 |
68.000 |
68.650 |
+0.150 |
1,086 |
8,244 |
+393 |
| Oct00 |
000403 |
61.150 |
61.800 |
60.950 |
61.725 |
+0.425 |
692 |
4,325 |
+447 |
| Dec00 |
000403 |
58.200 |
58.800 |
58.200 |
58.600 |
+0.600 |
271 |
3,237 |
+245 |
| Feb01 |
000403 |
58.000 |
58.450 |
57.800 |
58.400 |
+0.400 |
102 |
583 |
+81 |
| Apr01 |
000403 |
56.500 |
56.900 |
56.500 |
56.625 |
+0.225 |
1 |
155 |
-1 |
| Total Volume and Open Interest |
11,170 |
68,423 |
+2,388 |
| Pork Bellies(CME) |
| May00 |
000403 |
96.900 |
97.800 |
96.500 |
97.350 |
+0.050 |
998 |
4,409 |
-15 |
| Jul00 |
000403 |
94.200 |
95.375 |
94.000 |
94.875 |
+0.475 |
443 |
1,425 |
+23 |
| Aug00 |
000403 |
91.000 |
92.250 |
90.900 |
91.300 |
+0.300 |
50 |
537 |
+0 |
| Total Volume and Open Interest |
1,491 |
6,371 |
+8 |
| Class III Milk(CME) |
| Apr00 |
000403 |
9.62 |
9.62 |
9.62 |
9.62 |
+0.02 |
7 |
673 |
-1 |
| May00 |
000403 |
9.90 |
9.90 |
9.90 |
9.90 |
unch |
3 |
780 |
+1 |
| Jun00 |
000403 |
9.76 |
9.77 |
9.75 |
9.77 |
+0.01 |
14 |
1,027 |
+6 |
| Jul00 |
000403 |
11.70 |
11.70 |
11.70 |
11.70 |
+0.04 |
15 |
1,294 |
+5 |
| Aug00 |
000403 |
12.22 |
12.24 |
12.22 |
12.22 |
unch |
20 |
1,187 |
+5 |
| Total Volume and Open Interest |
79 |
8,454 |
+16 |
| Cocoa(ICE) |
| May00 |
000403 |
785 |
804 |
783 |
784 |
-16 |
4,065 |
26,694 |
-656 |
| Jul00 |
000403 |
817 |
835 |
812 |
815 |
-16 |
1,450 |
24,279 |
+134 |
| Sep00 |
000403 |
847 |
863 |
844 |
845 |
-13 |
488 |
19,829 |
+291 |
| Dec00 |
000403 |
885 |
901 |
883 |
883 |
-13 |
421 |
11,075 |
-33 |
| Mar01 |
000403 |
920 |
923 |
918 |
918 |
-13 |
108 |
8,242 |
+99 |
| May01 |
000403 |
944 |
944 |
944 |
944 |
-13 |
0 |
5,484 |
+0 |
| Jul01 |
000403 |
980 |
980 |
972 |
972 |
-13 |
0 |
4,982 |
+0 |
| Total Volume and Open Interest |
6,532 |
105,681 |
-165 |
| Coffee "C"(ICE) |
| May00 |
000403 |
103.50 |
103.70 |
101.30 |
102.10 |
-1.60 |
5,523 |
27,731 |
+351 |
| Jul00 |
000403 |
106.00 |
106.10 |
104.10 |
104.75 |
-1.55 |
1,397 |
12,462 |
+188 |
| Sep00 |
000403 |
108.25 |
108.50 |
106.75 |
107.35 |
-1.60 |
838 |
7,404 |
+452 |
| Dec00 |
000403 |
111.25 |
111.75 |
109.80 |
110.50 |
-1.40 |
233 |
3,576 |
-56 |
| Mar01 |
000403 |
113.70 |
113.70 |
113.70 |
113.70 |
-1.30 |
21 |
1,175 |
+19 |
| May01 |
000403 |
115.50 |
115.50 |
115.50 |
115.50 |
-1.30 |
3 |
115 |
+2 |
| Total Volume and Open Interest |
8,019 |
52,478 |
+960 |
| Orange Juice(ICE) |
| May00 |
000403 |
82.00 |
83.90 |
81.85 |
83.30 |
+1.50 |
1,021 |
11,548 |
+33 |
| Jul00 |
000403 |
82.00 |
83.60 |
82.00 |
82.95 |
+1.35 |
384 |
3,948 |
+150 |
| Sep00 |
000403 |
82.00 |
83.30 |
82.00 |
82.85 |
+1.15 |
76 |
2,234 |
+44 |
| Nov00 |
000403 |
82.40 |
83.85 |
82.40 |
82.90 |
+1.10 |
31 |
1,035 |
+16 |
| Jan01 |
000403 |
82.40 |
84.00 |
82.40 |
83.10 |
+1.15 |
10 |
656 |
+8 |
| Mar01 |
000403 |
83.55 |
83.55 |
83.55 |
83.55 |
+1.15 |
11 |
568 |
+6 |
| Total Volume and Open Interest |
1,533 |
20,252 |
+257 |
| Sugar #11(ICE) |
| May00 |
000403 |
5.90 |
5.93 |
5.73 |
5.91 |
+0.01 |
46,870 |
67,934 |
-6,909 |
| Jul00 |
000403 |
5.76 |
5.83 |
5.65 |
5.81 |
+0.03 |
18,012 |
52,664 |
+972 |
| Oct00 |
000403 |
6.05 |
6.07 |
5.95 |
6.05 |
unch |
6,468 |
33,472 |
+1,607 |
| Mar01 |
000403 |
6.38 |
6.40 |
6.27 |
6.38 |
-0.05 |
1,761 |
19,754 |
+529 |
| May01 |
000403 |
6.50 |
6.53 |
6.45 |
6.50 |
-0.01 |
210 |
2,937 |
+149 |
| Total Volume and Open Interest |
73,463 |
183,191 |
-3,564 |
| Sugar #14(ICE) |
| May00 |
000403 |
19.25 |
19.30 |
19.00 |
19.00 |
+0.01 |
75 |
1,876 |
-25 |
| Jul00 |
000403 |
19.25 |
19.25 |
19.24 |
19.24 |
-0.01 |
76 |
3,598 |
-28 |
| Sep00 |
000403 |
19.45 |
19.45 |
19.45 |
19.45 |
unch |
65 |
2,466 |
+57 |
| Nov00 |
000403 |
18.77 |
18.90 |
18.77 |
18.84 |
+0.08 |
46 |
1,471 |
+39 |
| Jan01 |
000403 |
18.60 |
18.60 |
18.60 |
18.60 |
+0.10 |
7 |
2,784 |
+0 |
| Total Volume and Open Interest |
400 |
15,097 |
+85 |
| London Cocoa(LCE) |
| May00 |
000403 |
580 |
581 |
571 |
571 |
-17 |
|
|
|
| Jul00 |
000403 |
586 |
590 |
579 |
580 |
-14 |
|
|
|
| Sep00 |
000403 |
607 |
609 |
599 |
600 |
-14 |
|
|
|
| Dec00 |
000403 |
632 |
634 |
627 |
628 |
-14 |
|
|
|
| Mar01 |
000403 |
660 |
660 |
647 |
647 |
-15 |
|
|
|
| May01 |
000403 |
662 |
662 |
662 |
662 |
-15 |
|
|
|
| Jul01 |
000403 |
685 |
685 |
677 |
677 |
-15 |
|
|
|
| Total Volume and Open Interest |
2,475 |
147,015 |
+624 |
| London Coffee(LCE) |
| May00 |
000403 |
972.00 |
990.00 |
965.00 |
965.00 |
-12.00 |
|
|
|
| Jul00 |
000403 |
974.00 |
985.00 |
966.00 |
966.00 |
-9.00 |
|
|
|
| Sep00 |
000403 |
987.00 |
990.00 |
980.00 |
980.00 |
-5.00 |
|
|
|
| Nov00 |
000403 |
998.00 |
1004.00 |
994.00 |
994.00 |
-4.00 |
|
|
|
| Jan01 |
000403 |
1018.00 |
1018.00 |
1008.00 |
1009.00 |
-1.00 |
|
|
|
| Mar01 |
000403 |
1030.00 |
1030.00 |
1024.00 |
1024.00 |
-1.00 |
|
|
|
| Total Volume and Open Interest |
4,615 |
63,549 |
+386 |
| London Sugar(LCE) |
| May00 |
000403 |
184.00 |
187.50 |
183.00 |
185.30 |
+1.50 |
|
|
|
| Aug00 |
000403 |
186.00 |
187.50 |
183.50 |
186.10 |
+1.80 |
|
|
|
| Oct00 |
000403 |
188.20 |
188.20 |
184.70 |
186.90 |
+1.80 |
|
|
|
| Dec00 |
000403 |
188.40 |
188.50 |
187.90 |
188.50 |
+1.40 |
|
|
|
| Mar01 |
000403 |
190.90 |
191.70 |
190.50 |
191.70 |
+2.10 |
|
|
|
| Total Volume and Open Interest |
7,403 |
41,676 |
+148 |
| Cotton(ICE) |
| May00 |
000403 |
57.50 |
58.45 |
57.40 |
58.39 |
+0.25 |
8,519 |
28,896 |
-1,377 |
| Jul00 |
000403 |
59.55 |
60.25 |
59.40 |
60.21 |
+0.20 |
3,933 |
17,999 |
+795 |
| Oct00 |
000403 |
60.00 |
60.65 |
59.80 |
60.65 |
-0.07 |
66 |
926 |
+15 |
| Dec00 |
000403 |
60.70 |
61.50 |
60.70 |
61.49 |
+0.48 |
1,669 |
13,702 |
-3 |
| Mar01 |
000403 |
61.60 |
62.45 |
61.60 |
62.45 |
+0.45 |
32 |
988 |
+16 |
| May01 |
000403 |
62.70 |
63.00 |
62.70 |
63.00 |
+0.45 |
0 |
404 |
+0 |
| Total Volume and Open Interest |
14,219 |
63,290 |
-554 |
| Lumber(CME) |
| May00 |
000403 |
326.0 |
328.0 |
325.7 |
326.5 |
+1.8 |
464 |
2,014 |
+28 |
| Jul00 |
000403 |
332.5 |
332.8 |
330.8 |
331.3 |
+1.0 |
148 |
771 |
+32 |
| Sep00 |
000403 |
328.7 |
329.3 |
327.3 |
329.3 |
+0.7 |
4 |
181 |
+3 |
| Nov00 |
000403 |
321.5 |
322.0 |
319.3 |
321.7 |
+1.4 |
6 |
59 |
+6 |
| Total Volume and Open Interest |
622 |
3,026 |
+69 |
| Crude Oil(NYM) |
| May00 |
000403 |
26.95 |
27.12 |
26.35 |
26.43 |
-0.47 |
75,234 |
124,235 |
+6,684 |
| Jun00 |
000403 |
26.40 |
26.60 |
25.85 |
25.94 |
-0.44 |
35,149 |
83,048 |
+716 |
| Jul00 |
000403 |
26.07 |
26.20 |
25.55 |
25.62 |
-0.42 |
8,357 |
47,099 |
+337 |
| Aug00 |
000403 |
25.70 |
25.85 |
25.34 |
25.34 |
-0.42 |
1,414 |
28,553 |
+132 |
| Sep00 |
000403 |
25.43 |
25.54 |
25.00 |
25.06 |
-0.42 |
2,749 |
18,686 |
+481 |
| Oct00 |
000403 |
25.07 |
25.07 |
24.77 |
24.77 |
-0.42 |
993 |
18,614 |
+333 |
| Nov00 |
000403 |
24.82 |
24.82 |
24.48 |
24.48 |
-0.42 |
148 |
14,621 |
+67 |
| Dec00 |
000403 |
24.60 |
24.60 |
24.18 |
24.18 |
-0.42 |
3,646 |
38,827 |
-832 |
| Jan01 |
000403 |
24.02 |
24.02 |
23.86 |
23.86 |
-0.42 |
373 |
15,540 |
+121 |
| Feb01 |
000403 |
23.85 |
23.85 |
23.54 |
23.54 |
-0.43 |
11 |
5,994 |
+2 |
| Mar01 |
000403 |
23.60 |
23.63 |
23.24 |
23.24 |
-0.44 |
17 |
5,532 |
+2 |
| Apr01 |
000403 |
22.94 |
22.94 |
22.94 |
22.94 |
-0.45 |
0 |
3,452 |
+0 |
| May01 |
000403 |
22.95 |
22.95 |
22.66 |
22.66 |
-0.45 |
12 |
2,428 |
-12 |
| Jun01 |
000403 |
22.74 |
22.74 |
22.42 |
22.42 |
-0.45 |
80 |
19,176 |
-15 |
| Jul01 |
000403 |
22.21 |
22.21 |
22.21 |
22.21 |
-0.45 |
265 |
4,650 |
-220 |
| Aug01 |
000403 |
22.01 |
22.01 |
22.01 |
22.01 |
-0.45 |
400 |
1,960 |
+130 |
| Total Volume and Open Interest |
129,454 |
490,971 |
+7,836 |
| e-miNY Crude Oil(NYM) |
| Heating Oil(NYM) |
| May00 |
000403 |
68.75 |
69.25 |
67.10 |
67.26 |
-1.39 |
41,587 |
91,496 |
-5,803 |
| Jun00 |
000403 |
66.00 |
66.30 |
64.70 |
64.81 |
-1.04 |
41,587 |
91,496 |
-5,803 |
| Jul00 |
000403 |
65.25 |
65.25 |
64.16 |
64.16 |
-0.89 |
1,325 |
9,348 |
+125 |
| Aug00 |
000403 |
64.90 |
65.10 |
64.31 |
64.31 |
-0.74 |
515 |
7,913 |
+456 |
| Sep00 |
000403 |
65.50 |
65.50 |
64.86 |
64.86 |
-0.74 |
255 |
5,650 |
+8 |
| Oct00 |
000403 |
66.00 |
66.00 |
65.26 |
65.26 |
-0.74 |
92 |
2,967 |
+60 |
| Nov00 |
000403 |
65.66 |
65.66 |
65.66 |
65.66 |
-0.74 |
37 |
2,824 |
+12 |
| Dec00 |
000403 |
66.90 |
66.90 |
66.06 |
66.06 |
-0.74 |
269 |
13,523 |
-7 |
| Jan01 |
000403 |
66.16 |
66.16 |
66.16 |
66.16 |
-0.74 |
78 |
3,827 |
-59 |
| Feb01 |
000403 |
65.21 |
65.21 |
65.21 |
65.21 |
-0.84 |
96 |
1,693 |
-8 |
| Mar01 |
000403 |
63.21 |
63.21 |
63.21 |
63.21 |
-0.84 |
0 |
1,545 |
+0 |
| Apr01 |
000403 |
61.80 |
61.80 |
60.96 |
60.96 |
-0.84 |
0 |
781 |
+0 |
| Total Volume and Open Interest |
41,587 |
91,496 |
-5,803 |
| Gasoline(NYMEX) |
| May00 |
000403 |
85.80 |
86.90 |
83.80 |
84.16 |
-1.43 |
23,624 |
39,887 |
+834 |
| Jun00 |
000403 |
81.55 |
82.50 |
80.40 |
80.54 |
-1.01 |
5,047 |
17,049 |
-169 |
| Jul00 |
000403 |
79.10 |
79.10 |
77.95 |
77.99 |
-0.76 |
1,423 |
12,294 |
+11 |
| Aug00 |
000403 |
76.75 |
76.75 |
75.84 |
75.84 |
-0.61 |
1,076 |
10,279 |
+1 |
| Sep00 |
000403 |
73.85 |
73.89 |
73.85 |
73.89 |
-0.46 |
2,158 |
10,044 |
+26 |
| Oct00 |
000403 |
71.20 |
71.20 |
70.89 |
70.89 |
-0.31 |
106 |
2,037 |
+55 |
| Nov00 |
000403 |
69.80 |
69.80 |
69.10 |
69.10 |
-0.30 |
2 |
1,151 |
+0 |
| Dec00 |
000403 |
67.70 |
67.70 |
67.70 |
67.70 |
-0.30 |
32 |
1,288 |
-26 |
| Jan01 |
000403 |
67.20 |
67.20 |
67.20 |
67.20 |
-0.30 |
0 |
44 |
+0 |
| Feb01 |
000403 |
67.00 |
67.00 |
67.00 |
67.00 |
-0.30 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
|
|
|
| e-miNY RBOB Gasoline(NYM) |
| Natural Gas(NYM) |
| May00 |
000403 |
2.940 |
2.945 |
2.880 |
2.889 |
-0.056 |
26,950 |
64,592 |
+552 |
| Jun00 |
000403 |
2.955 |
2.960 |
2.900 |
2.911 |
-0.044 |
7,836 |
30,078 |
-94 |
| Jul00 |
000403 |
2.975 |
2.975 |
2.920 |
2.925 |
-0.041 |
3,268 |
21,608 |
-974 |
| Aug00 |
000403 |
2.980 |
2.980 |
2.930 |
2.938 |
-0.040 |
2,050 |
17,966 |
+528 |
| Sep00 |
000403 |
2.985 |
2.985 |
2.935 |
2.938 |
-0.039 |
2,228 |
17,752 |
-565 |
| Oct00 |
000403 |
2.975 |
2.985 |
2.945 |
2.953 |
-0.034 |
4,132 |
18,509 |
-334 |
| Nov00 |
000403 |
3.070 |
3.080 |
3.050 |
3.053 |
-0.027 |
676 |
13,265 |
+50 |
| Dec00 |
000403 |
3.175 |
3.185 |
3.150 |
3.153 |
-0.024 |
1,447 |
18,624 |
+307 |
| Jan01 |
000403 |
3.200 |
3.200 |
3.165 |
3.170 |
-0.022 |
749 |
13,667 |
-72 |
| Feb01 |
000403 |
3.030 |
3.035 |
3.005 |
3.016 |
-0.021 |
706 |
8,399 |
-296 |
| Mar01 |
000403 |
2.860 |
2.870 |
2.845 |
2.852 |
-0.020 |
763 |
8,090 |
+30 |
| Apr01 |
000403 |
2.725 |
2.725 |
2.715 |
2.720 |
-0.015 |
253 |
5,814 |
+80 |
| May01 |
000403 |
2.695 |
2.695 |
2.675 |
2.681 |
-0.013 |
351 |
5,107 |
+36 |
| Jun01 |
000403 |
2.700 |
2.700 |
2.687 |
2.687 |
-0.013 |
496 |
7,936 |
-156 |
| Jul01 |
000403 |
2.706 |
2.706 |
2.694 |
2.694 |
-0.013 |
90 |
5,555 |
+56 |
| Aug01 |
000403 |
2.715 |
2.715 |
2.700 |
2.702 |
-0.013 |
30 |
3,760 |
+3 |
| Total Volume and Open Interest |
52,807 |
301,349 |
-541 |
| Brent Crude Oil(ICE) |
| May00 |
000403 |
25.00 |
25.22 |
24.50 |
24.51 |
-0.26 |
28,626 |
65,993 |
+1,916 |
| Jun00 |
000403 |
25.10 |
25.19 |
24.55 |
24.58 |
-0.21 |
12,263 |
58,289 |
-1,429 |
| Jul00 |
000403 |
24.70 |
24.90 |
24.33 |
24.33 |
-0.21 |
4,386 |
30,068 |
+1,730 |
| Aug00 |
000403 |
24.50 |
24.67 |
24.13 |
24.13 |
-0.21 |
1,472 |
14,322 |
+131 |
| Sep00 |
000403 |
24.40 |
24.48 |
23.89 |
23.89 |
-0.21 |
790 |
12,803 |
+293 |
| Oct00 |
000403 |
24.17 |
24.17 |
23.68 |
23.68 |
-0.22 |
388 |
14,105 |
+158 |
| Nov00 |
000403 |
23.91 |
23.91 |
23.41 |
23.41 |
-0.24 |
50 |
6,363 |
+14 |
| Dec00 |
000403 |
23.65 |
23.65 |
23.13 |
23.13 |
-0.26 |
1,025 |
22,886 |
-656 |
| Jan01 |
000403 |
23.31 |
23.31 |
22.78 |
22.78 |
-0.26 |
63 |
9,777 |
+63 |
| Feb01 |
000403 |
23.00 |
23.00 |
22.44 |
22.44 |
-0.28 |
35 |
5,369 |
+35 |
| Mar01 |
000403 |
22.10 |
22.10 |
22.10 |
22.10 |
-0.30 |
0 |
4,780 |
-655 |
| Apr01 |
000403 |
21.78 |
21.78 |
21.78 |
21.78 |
-0.30 |
0 |
1,250 |
+0 |
| Jun01 |
000403 |
21.25 |
21.25 |
21.25 |
21.25 |
-0.26 |
0 |
6,691 |
+750 |
| Total Volume and Open Interest |
49,498 |
271,408 |
+2,350 |
| Gas Oil(ICE) |
| Apr00 |
000403 |
206.00 |
208.50 |
205.25 |
207.25 |
+3.25 |
|
|
|
| May00 |
000403 |
199.25 |
203.75 |
199.25 |
201.75 |
+3.00 |
|
|
|
| Jun00 |
000403 |
199.50 |
201.50 |
199.00 |
199.00 |
+1.75 |
|
|
|
| Jul00 |
000403 |
198.50 |
201.00 |
198.50 |
198.50 |
+0.75 |
|
|
|
| Aug00 |
000403 |
200.00 |
201.25 |
199.50 |
199.50 |
+1.50 |
|
|
|
| Sep00 |
000403 |
199.75 |
199.75 |
199.75 |
199.75 |
+1.50 |
|
|
|
| Oct00 |
000403 |
200.00 |
200.00 |
200.00 |
200.00 |
+1.25 |
|
|
|
| Nov00 |
000403 |
200.75 |
200.75 |
200.75 |
200.75 |
+1.25 |
|
|
|
| Dec00 |
000403 |
204.00 |
204.00 |
201.75 |
201.75 |
+1.50 |
|
|
|
| Jan01 |
000403 |
203.00 |
203.00 |
200.75 |
200.75 |
+1.25 |
|
|
|
| Total Volume and Open Interest |
20,089 |
103,680 |
+1,913 |
| Ethanol(CBOT) |
| US Dollar Index(ICE) |
| Jun00 |
000403 |
105.310 |
105.820 |
105.100 |
105.210 |
+0.050 |
|
|
|
| Sep00 |
000403 |
104.990 |
105.200 |
104.880 |
104.880 |
+0.040 |
|
|
|
| Dec00 |
000403 |
104.770 |
104.770 |
104.550 |
104.550 |
+0.030 |
|
|
|
| Total Volume and Open Interest |
672 |
6,956 |
+0 |
| Australian Dollar(CME) |
| Jun00 |
000403 |
60.76 |
60.88 |
60.66 |
60.76 |
-0.06 |
2,604 |
22,874 |
-51 |
| Sep00 |
000403 |
60.81 |
60.81 |
60.81 |
60.81 |
-0.06 |
0 |
6 |
+0 |
| Dec00 |
000403 |
60.86 |
60.86 |
60.86 |
60.86 |
-0.06 |
201 |
250 |
+200 |
| Total Volume and Open Interest |
2,805 |
23,215 |
+149 |
| British Pound(CME) |
| Jun00 |
000403 |
159.42 |
159.98 |
159.30 |
159.86 |
+0.46 |
7,019 |
42,451 |
+1,690 |
| Sep00 |
000403 |
159.96 |
160.00 |
159.40 |
159.96 |
+0.46 |
0 |
33 |
+0 |
| Dec00 |
000403 |
160.16 |
160.16 |
160.16 |
160.16 |
+0.46 |
1 |
225 |
+0 |
| Total Volume and Open Interest |
7,019 |
42,709 |
+1,690 |
| Canadian Dollar(CME) |
| Jun00 |
000403 |
69.11 |
69.12 |
68.85 |
69.05 |
-0.06 |
9,725 |
44,230 |
+707 |
| Sep00 |
000403 |
69.25 |
69.25 |
69.04 |
69.21 |
-0.06 |
23 |
6,596 |
+12 |
| Dec00 |
000403 |
69.40 |
69.40 |
69.20 |
69.37 |
-0.06 |
26 |
1,582 |
+5 |
| Mar01 |
000403 |
69.55 |
69.55 |
69.45 |
69.53 |
-0.06 |
16 |
405 |
+0 |
| Total Volume and Open Interest |
9,791 |
52,907 |
+724 |
| Japanese Yen(CME) |
| Jun00 |
000403 |
96.60 |
96.93 |
96.30 |
96.63 |
-2.45 |
54,568 |
76,646 |
+6,695 |
| Sep00 |
000403 |
98.10 |
98.48 |
98.10 |
98.19 |
-2.46 |
146 |
747 |
+17 |
| Dec00 |
000403 |
99.81 |
99.81 |
99.81 |
99.81 |
-2.47 |
0 |
321 |
+0 |
| Total Volume and Open Interest |
54,714 |
77,794 |
+6,712 |
| Swiss Franc(CME) |
| Jun00 |
000403 |
60.68 |
61.11 |
60.50 |
61.03 |
+0.48 |
5,740 |
38,915 |
-101 |
| Sep00 |
000403 |
61.08 |
61.55 |
61.08 |
61.54 |
+0.48 |
1 |
180 |
-1 |
| Dec00 |
000403 |
62.05 |
62.05 |
62.05 |
62.05 |
+0.48 |
2 |
5 |
+0 |
| Total Volume and Open Interest |
5,741 |
39,100 |
-102 |
| EuroFX(CME) |
| Jun00 |
000403 |
96.19 |
96.53 |
95.76 |
96.30 |
+0.23 |
10,862 |
53,871 |
+998 |
| Sep00 |
000403 |
96.80 |
97.00 |
96.43 |
96.90 |
+0.23 |
2 |
432 |
+0 |
| Dec00 |
000403 |
97.50 |
97.55 |
97.05 |
97.50 |
+0.23 |
27 |
46 |
+0 |
| Total Volume and Open Interest |
10,864 |
54,349 |
+998 |
| Mexican Peso(CME) |
| Jun00 |
000403 |
1059.0 |
1061.8 |
1056.0 |
1056.8 |
-4.5 |
|
|
|
| Sep00 |
000403 |
1032.0 |
1032.0 |
1032.0 |
1032.0 |
-4.5 |
|
|
|
| Total Volume and Open Interest |
3,111 |
21,547 |
+69 |
| 30-Year T-Bonds(CBOT) |
| Jun00 |
000403 |
97~260 |
97~280 |
97~100 |
97~260 |
+0~040 |
240,286 |
506,896 |
+7,278 |
| Sep00 |
000403 |
97~150 |
97~200 |
97~040 |
97~200 |
+0~050 |
222 |
2,081 |
-16 |
| Dec00 |
000403 |
97~140 |
97~140 |
97~140 |
97~140 |
+0~050 |
60 |
435 |
+0 |
| Total Volume and Open Interest |
240,573 |
509,619 |
+7,267 |
| 10-Year T-Notes(CBOT) |
| Jun00 |
000403 |
98~055 |
98~090 |
97~290 |
98~085 |
+0~060 |
147,168 |
570,174 |
+7,115 |
| Sep00 |
000403 |
97~290 |
98~030 |
97~290 |
98~030 |
+0~070 |
516 |
1,965 |
+799 |
| Total Volume and Open Interest |
147,684 |
572,139 |
+7,914 |
| 5-Year T-Notes(CBOT) |
| Jun00 |
000403 |
98~072 |
98~084 |
98~040 |
98~082 |
+0~018 |
70,778 |
394,418 |
+1,849 |
| Sep00 |
000403 |
98~072 |
98~072 |
98~072 |
98~072 |
+0~018 |
928 |
3,397 |
+887 |
| Total Volume and Open Interest |
71,706 |
397,815 |
+2,736 |
| 2 Year T-Notes(CBOT) |
| Jun00 |
000403 |
99~002 |
99~008 |
98~120 |
99~008 |
+0~010 |
4,515 |
43,795 |
+1,513 |
| Total Volume and Open Interest |
4,515 |
43,795 |
+103 |
| Eurodollars(CME) |
| Jun00 |
000403 |
93.350 |
93.355 |
93.325 |
93.345 |
unch |
39,992 |
557,250 |
-3,918 |
| Sep00 |
000403 |
93.060 |
93.085 |
93.045 |
93.080 |
+0.020 |
74,635 |
486,061 |
-6,464 |
| Dec00 |
000403 |
92.845 |
92.895 |
92.830 |
92.890 |
+0.050 |
55,969 |
378,207 |
+1,472 |
| Mar01 |
000403 |
92.785 |
92.850 |
92.770 |
92.840 |
+0.055 |
42,122 |
304,128 |
-1,516 |
| Jun01 |
000403 |
92.725 |
92.785 |
92.720 |
92.780 |
+0.060 |
28,709 |
209,014 |
+1,732 |
| Sep01 |
000403 |
92.715 |
92.785 |
92.710 |
92.775 |
+0.070 |
17,503 |
173,733 |
-1,220 |
| Dec01 |
000403 |
92.690 |
92.760 |
92.690 |
92.750 |
+0.070 |
12,826 |
127,711 |
-87 |
| Mar02 |
000403 |
92.760 |
92.820 |
92.755 |
92.820 |
+0.070 |
10,395 |
119,057 |
-718 |
| Jun02 |
000403 |
92.790 |
92.840 |
92.785 |
92.840 |
+0.065 |
6,932 |
86,485 |
-1,051 |
| Sep02 |
000403 |
92.810 |
92.860 |
92.805 |
92.855 |
+0.060 |
5,512 |
84,839 |
-333 |
| Dec02 |
000403 |
92.780 |
92.820 |
92.775 |
92.820 |
+0.060 |
6,893 |
72,533 |
-1,410 |
| Mar03 |
000403 |
92.840 |
92.885 |
92.840 |
92.885 |
+0.060 |
4,243 |
63,568 |
-1,087 |
| Jun03 |
000403 |
92.835 |
92.880 |
92.835 |
92.880 |
+0.055 |
3,798 |
49,571 |
+648 |
| Sep03 |
000403 |
92.830 |
92.875 |
92.830 |
92.875 |
+0.055 |
1,667 |
51,216 |
-160 |
| Dec03 |
000403 |
92.775 |
92.820 |
92.775 |
92.820 |
+0.055 |
2,983 |
37,438 |
-161 |
| Mar04 |
000403 |
92.825 |
92.865 |
92.825 |
92.865 |
+0.055 |
1,659 |
31,838 |
-58 |
| Jun04 |
000403 |
92.795 |
92.830 |
92.790 |
92.830 |
+0.050 |
1,543 |
31,665 |
-145 |
| Sep04 |
000403 |
92.770 |
92.805 |
92.765 |
92.805 |
+0.050 |
1,698 |
25,350 |
-469 |
| Total Volume and Open Interest |
327,911 |
3,093,065 |
-14,188 |
| 30 Day Federal Funds(CBOT) |
| Apr00 |
000403 |
93.985 |
93.985 |
93.980 |
93.985 |
+0.005 |
|
|
|
| May00 |
000403 |
93.820 |
93.835 |
93.820 |
93.830 |
unch |
|
|
|
| Jun00 |
000403 |
93.675 |
93.685 |
93.670 |
93.675 |
unch |
|
|
|
| Jul00 |
000403 |
93.520 |
93.530 |
93.520 |
93.525 |
+0.005 |
|
|
|
| Aug00 |
000403 |
93.500 |
93.500 |
93.495 |
93.495 |
+0.005 |
|
|
|
| Sep00 |
000403 |
93.415 |
93.415 |
93.390 |
93.390 |
unch |
|
|
|
| Total Volume and Open Interest |
6,896 |
50,595 |
+1,923 |
| 30 Day Fed Funds(e-CBOT) |
| 3-Mth Euro-Yen(CME) |
| Jun00 |
000403 |
99.82 |
99.82 |
99.81 |
99.81 |
unch |
523 |
15,455 |
+140 |
| Sep00 |
000403 |
99.67 |
99.67 |
99.66 |
99.66 |
unch |
1,221 |
15,116 |
+276 |
| Dec00 |
000403 |
99.48 |
99.48 |
99.47 |
99.48 |
+0.01 |
1,128 |
9,283 |
+725 |
| Mar01 |
000403 |
99.33 |
99.33 |
99.33 |
99.33 |
unch |
2,095 |
16,689 |
+182 |
| Jun01 |
000403 |
99.19 |
99.19 |
99.19 |
99.19 |
unch |
746 |
4,937 |
+181 |
| Sep01 |
000403 |
99.02 |
99.03 |
99.02 |
99.02 |
unch |
917 |
10,578 |
+335 |
| Dec01 |
000403 |
98.86 |
98.86 |
98.85 |
98.86 |
unch |
0 |
1,092 |
+0 |
| Mar02 |
000403 |
98.72 |
98.72 |
98.71 |
98.72 |
unch |
0 |
1,032 |
+0 |
| Jun02 |
000403 |
98.61 |
98.61 |
98.61 |
98.61 |
unch |
0 |
79 |
+0 |
| Sep02 |
000403 |
98.45 |
98.45 |
98.45 |
98.45 |
unch |
0 |
30 |
+0 |
| Total Volume and Open Interest |
6,630 |
74,321 |
+1,839 |
| 3-Mth Euro-Yen(SGX) |
| Jun00 |
000403 |
99.81 |
99.82 |
99.81 |
99.81 |
+0.00 |
|
|
|
| Sep00 |
000403 |
99.67 |
99.68 |
99.66 |
99.67 |
+0.00 |
|
|
|
| Dec00 |
000403 |
99.49 |
99.50 |
99.47 |
99.48 |
0.00 |
|
|
|
| Mar01 |
000403 |
99.35 |
99.36 |
99.33 |
99.33 |
0.00 |
|
|
|
| Jun01 |
000403 |
99.21 |
99.21 |
99.18 |
99.18 |
-0.01 |
|
|
|
| Sep01 |
000403 |
99.04 |
99.06 |
99.03 |
99.03 |
0.00 |
|
|
|
| Dec01 |
000403 |
98.85 |
98.88 |
98.85 |
98.85 |
-0.01 |
|
|
|
| Mar02 |
000403 |
98.71 |
98.74 |
98.71 |
98.71 |
-0.01 |
|
|
|
| Total Volume and Open Interest |
44,822 |
348,872 |
+4,543 |
| Japanese Gov't Bonds(SGX) |
| Jun00 |
000403 |
131.50 |
132.00 |
131.20 |
131.32 |
-0.22 |
|
|
|
| Sep00 |
000403 |
130.45 |
130.45 |
130.45 |
130.45 |
-0.09 |
|
|
|
| Dec00 |
000403 |
130.45 |
130.45 |
130.45 |
130.45 |
-0.09 |
|
|
|
| Total Volume and Open Interest |
9,487 |
17,081 |
+2,926 |
| Euro-Bund(EUREX) |
| Jun00 |
000403 |
105.35 |
105.80 |
105.15 |
105.63 |
+0.22 |
|
|
|
| Sep00 |
000403 |
104.80 |
105.28 |
104.80 |
105.17 |
+0.22 |
|
|
|
| Dec00 |
000403 |
104.63 |
104.63 |
104.63 |
104.63 |
+0.22 |
|
|
|
| Total Volume and Open Interest |
491,259 |
664,725 |
+37,117 |
| Euro-Bobl(EUREX) |
| Jun00 |
000403 |
103.65 |
103.85 |
103.57 |
103.80 |
+0.10 |
|
|
|
| Sep00 |
000403 |
103.66 |
103.66 |
103.66 |
103.66 |
+0.18 |
|
|
|
| Dec00 |
000403 |
103.28 |
103.28 |
103.28 |
103.28 |
+0.20 |
|
|
|
| Total Volume and Open Interest |
|
|
|
| 3-Mth Euribor(EUREX) |
| Jun00 |
000403 |
95.915 |
95.915 |
95.890 |
95.915 |
unch |
|
|
|
| Sep00 |
000403 |
95.645 |
95.660 |
95.630 |
95.655 |
-0.005 |
|
|
|
| Dec00 |
000403 |
95.405 |
95.425 |
95.395 |
95.420 |
+0.010 |
|
|
|
| Total Volume and Open Interest |
|
|
|
| Long Gilt(LIFFE) |
| Jun00 |
000403 |
113~14 |
114~05 |
113~02 |
113~27 |
+0~11 |
|
|
|
| Sep00 |
000403 |
113~23 |
113~23 |
113~23 |
113~23 |
+0~10 |
|
|
|
| Total Volume and Open Interest |
14,187 |
66,152 |
+1,034 |
| 3-Mth Short Sterling(LIFFE) |
| Jun00 |
000403 |
93.45 |
93.47 |
93.43 |
93.45 |
-0.01 |
|
|
|
| Sep00 |
000403 |
93.26 |
93.27 |
93.22 |
93.26 |
unch |
|
|
|
| Dec00 |
000403 |
93.07 |
93.10 |
93.05 |
93.09 |
+0.01 |
|
|
|
| Mar01 |
000403 |
92.99 |
93.04 |
92.96 |
93.02 |
+0.02 |
|
|
|
| Jun01 |
000403 |
92.92 |
92.99 |
92.89 |
92.96 |
+0.02 |
|
|
|
| Sep01 |
000403 |
92.86 |
92.93 |
92.86 |
92.92 |
+0.03 |
|
|
|
| Total Volume and Open Interest |
50,568 |
735,402 |
+952 |
| 3-Mth Euribor(LIFFE) |
| Jun00 |
000403 |
95.925 |
95.925 |
95.890 |
95.915 |
-0.005 |
|
|
|
| Sep00 |
000403 |
95.670 |
95.670 |
95.625 |
95.655 |
-0.005 |
|
|
|
| Dec00 |
000403 |
95.415 |
95.430 |
95.375 |
95.420 |
+0.010 |
|
|
|
| Total Volume and Open Interest |
114,226 |
1,239,867 |
-10,725 |
| 3-Mth Aus T-Bills(SFE) |
| Jun00 |
000403 |
93.72 |
93.74 |
93.68 |
93.69 |
-0.05 |
|
|
|
| Sep00 |
000403 |
93.35 |
93.37 |
93.32 |
93.34 |
-0.04 |
|
|
|
| Dec00 |
000403 |
93.16 |
93.17 |
93.13 |
93.14 |
-0.02 |
|
|
|
| Mar01 |
000403 |
93.06 |
93.06 |
93.02 |
93.02 |
-0.03 |
|
|
|
| Jun01 |
000403 |
92.98 |
92.98 |
92.95 |
92.95 |
-0.03 |
|
|
|
| Sep01 |
000403 |
92.93 |
92.95 |
92.90 |
92.90 |
-0.04 |
|
|
|
| Dec01 |
000403 |
92.91 |
92.93 |
92.88 |
92.88 |
-0.04 |
|
|
|
| Mar02 |
000403 |
92.91 |
92.91 |
92.85 |
92.85 |
-0.05 |
|
|
|
| Jun02 |
000403 |
92.85 |
92.85 |
92.84 |
92.84 |
-0.02 |
|
|
|
| Sep02 |
000403 |
92.84 |
92.84 |
92.84 |
92.84 |
unch |
|
|
|
| Total Volume and Open Interest |
13,392 |
479,143 |
+9,866 |
| 10-Year Aus T-Bonds(SFE) |
| Jun00 |
000403 |
93.62 |
93.68 |
93.60 |
93.64 |
+0.02 |
|
|
|
| Sep00 |
000403 |
93.48 |
93.48 |
93.48 |
93.48 |
+0.02 |
|
|
|
| Total Volume and Open Interest |
6,238 |
173,899 |
+7,163 |
| 3-Year Aus T-Bonds(SFE) |
| Jun00 |
000403 |
93.56 |
93.60 |
93.53 |
93.54 |
-0.03 |
|
|
|
| Sep00 |
000403 |
93.37 |
93.37 |
93.37 |
93.37 |
-0.03 |
|
|
|
| Total Volume and Open Interest |
14,747 |
316,663 |
+29,330 |
| Gold(CMX) |
| Apr00 |
000403 |
277.8 |
278.7 |
276.8 |
277.6 |
-0.8 |
3,167 |
2,542 |
-7,575 |
| Jun00 |
000403 |
280.7 |
281.5 |
279.7 |
280.4 |
-1.0 |
31,833 |
83,834 |
+4,892 |
| Aug00 |
000403 |
283.5 |
284.1 |
282.5 |
283.0 |
-1.0 |
161 |
13,855 |
-89 |
| Oct00 |
000403 |
285.6 |
285.6 |
285.6 |
285.6 |
-1.0 |
178 |
3,929 |
+174 |
| Dec00 |
000403 |
289.0 |
289.3 |
288.0 |
288.3 |
-1.0 |
546 |
20,254 |
+119 |
| Feb01 |
000403 |
290.5 |
290.5 |
290.5 |
290.5 |
-1.0 |
2 |
6,707 |
+2 |
| Apr01 |
000403 |
293.0 |
293.0 |
293.0 |
293.0 |
-1.0 |
0 |
2,829 |
+138 |
| Jun01 |
000403 |
295.7 |
295.7 |
295.7 |
295.7 |
-1.0 |
2 |
8,536 |
-1 |
| Aug01 |
000403 |
298.2 |
298.2 |
298.2 |
298.2 |
-1.0 |
0 |
703 |
+0 |
| Oct01 |
000403 |
300.7 |
300.7 |
300.7 |
300.7 |
-1.0 |
0 |
153 |
+0 |
| Dec01 |
000403 |
303.3 |
303.3 |
303.3 |
303.3 |
-1.0 |
3 |
5,382 |
-1 |
| Feb02 |
000403 |
305.9 |
305.9 |
305.9 |
305.9 |
-1.0 |
|
|
|
| Total Volume and Open Interest |
35,892 |
157,605 |
|
| Silver(CMX) |
| May00 |
000403 |
506.5 |
507.5 |
503.5 |
505.7 |
+1.2 |
9,811 |
58,122 |
-882 |
| Jul00 |
000403 |
509.0 |
511.5 |
508.0 |
509.5 |
+1.0 |
1,034 |
11,218 |
+220 |
| Sep00 |
000403 |
516.0 |
516.0 |
513.5 |
513.5 |
+1.0 |
188 |
2,830 |
+136 |
| Dec00 |
000403 |
515.0 |
519.5 |
515.0 |
516.8 |
+1.1 |
71 |
6,200 |
-246 |
| Mar01 |
000403 |
518.5 |
519.7 |
518.5 |
519.7 |
+1.1 |
13 |
644 |
+12 |
| May01 |
000403 |
521.8 |
521.8 |
521.8 |
521.8 |
+1.1 |
0 |
180 |
+0 |
| Jul01 |
000403 |
523.2 |
523.2 |
523.2 |
523.2 |
+1.1 |
0 |
978 |
+0 |
| Total Volume and Open Interest |
11,120 |
82,401 |
-1,073 |
| Platinum(NYMEX) |
| Apr00 |
000403 |
496.5 |
505.0 |
496.5 |
498.7 |
+2.3 |
1,763 |
1,212 |
-543 |
| Jul00 |
000403 |
489.0 |
499.0 |
487.0 |
489.7 |
+1.8 |
2,874 |
8,467 |
+1,365 |
| Oct00 |
000403 |
477.7 |
477.7 |
477.7 |
477.7 |
+1.8 |
1 |
141 |
+1 |
| Jan01 |
000403 |
470.7 |
470.7 |
470.7 |
470.7 |
+1.8 |
0 |
10 |
+0 |
| Total Volume and Open Interest |
4,638 |
9,830 |
+823 |
| Palladium(NYMEX) |
| Jun00 |
000403 |
585.00 |
588.00 |
578.00 |
582.00 |
-13.50 |
212 |
2,309 |
-51 |
| Sep00 |
000403 |
580.00 |
580.00 |
577.00 |
577.00 |
-13.50 |
38 |
60 |
+17 |
| Total Volume and Open Interest |
250 |
2,369 |
-34 |
| Copper(CMX) |
| May00 |
000403 |
79.40 |
80.30 |
78.80 |
80.25 |
-0.25 |
7,449 |
39,953 |
+943 |
| Jul00 |
000403 |
80.20 |
80.90 |
79.60 |
80.90 |
-0.25 |
312 |
8,092 |
+127 |
| Sep00 |
000403 |
81.00 |
81.60 |
80.65 |
81.60 |
-0.25 |
107 |
4,503 |
+82 |
| Dec00 |
000403 |
81.90 |
82.40 |
81.60 |
82.35 |
-0.30 |
160 |
4,574 |
+57 |
| Mar01 |
000403 |
82.40 |
82.80 |
82.40 |
82.80 |
-0.30 |
0 |
1,714 |
+0 |
| Total Volume and Open Interest |
8,594 |
69,354 |
-68 |
| Aluminum(CMX) |
| DJIA Index(CBOT) |
| Jun00 |
000403 |
10990 |
11385 |
10980 |
11380 |
+312 |
9,706 |
13,873 |
-493 |
| Sep00 |
000403 |
11150 |
11526 |
11140 |
11526 |
+313 |
10 |
743 |
-1 |
| Dec00 |
000403 |
11580 |
11682 |
11540 |
11682 |
+314 |
4 |
1,318 |
-1 |
| Total Volume and Open Interest |
9,720 |
15,940 |
-495 |
| S & P 500(CME) |
| Jun00 |
000403 |
1513.00 |
1529.00 |
1502.50 |
1528.20 |
+12.90 |
88,828 |
363,796 |
+2,108 |
| Sep00 |
000403 |
1530.00 |
1549.50 |
1525.00 |
1549.50 |
+12.90 |
0 |
5,452 |
-7 |
| Dec00 |
000403 |
1572.50 |
1572.50 |
1549.60 |
1572.50 |
+12.90 |
17 |
3,296 |
-11 |
| Mar01 |
000403 |
1596.50 |
1596.50 |
1573.60 |
1596.50 |
+12.90 |
38 |
241 |
+16 |
| Total Volume and Open Interest |
88,888 |
373,144 |
+2,099 |
| S & P 500 E-Mini(Globex) |
| Jun00 |
000403 |
1514.00 |
1528.75 |
1502.00 |
1528.25 |
+13.00 |
58,521 |
24,538 |
+1,325 |
| Sep00 |
000403 |
1530.00 |
1532.25 |
1530.00 |
1549.50 |
+13.00 |
2 |
2 |
+0 |
| Total Volume and Open Interest |
58,523 |
24,540 |
+1,325 |
| NASDAQ 100(CME) |
| Jun00 |
000403 |
4375.00 |
4415.00 |
4090.00 |
4135.00 |
-322.40 |
24,389 |
32,399 |
+1,467 |
| Sep00 |
000403 |
4413.40 |
4425.00 |
4200.00 |
4200.00 |
-323.40 |
0 |
16 |
-1 |
| Dec00 |
000403 |
4265.00 |
4265.00 |
4265.00 |
4265.00 |
-324.40 |
2 |
2 |
+2 |
| Total Volume and Open Interest |
24,391 |
32,417 |
+1,468 |
| NASDAQ 100 E-Mini(Globex) |
| S & P Midcap 400(CME) |
| Jun00 |
000403 |
504.00 |
504.00 |
483.00 |
483.00 |
-22.35 |
|
|
|
| Sep00 |
000403 |
500.00 |
500.00 |
488.50 |
488.50 |
-22.35 |
|
|
|
| Dec00 |
000403 |
494.50 |
494.50 |
494.50 |
494.50 |
-22.35 |
|
|
|
| Total Volume and Open Interest |
1,731 |
13,152 |
+143 |
| Russell 2000(CME) |
| Jun00 |
000403 |
545.00 |
548.00 |
516.25 |
516.25 |
-29.10 |
1,981 |
12,915 |
+541 |
| Sep00 |
000403 |
522.75 |
522.75 |
522.75 |
522.75 |
-29.10 |
|
|
|
| Dec00 |
000403 |
530.30 |
530.30 |
530.30 |
530.30 |
-29.10 |
|
|
|
| Total Volume and Open Interest |
1,981 |
12,915 |
+541 |
| Russell 2000 E-Mini(Globex) |
| Nikkei 225(CME) |
| Jun00 |
000403 |
20400 |
20730 |
20230 |
20685 |
+290 |
|
|
|
| Sep00 |
000403 |
20700 |
20700 |
20700 |
20700 |
+290 |
|
|
|
| Total Volume and Open Interest |
14,946 |
110,059 |
-446 |
| Nikkei 225(SGX) |
| Jun00 |
000403 |
20400 |
20730 |
20230 |
20685 |
+290 |
|
|
|
| Sep00 |
000403 |
20700 |
20700 |
20700 |
20700 |
+290 |
|
|
|
| Dec00 |
000403 |
20680 |
20680 |
20680 |
20680 |
+290 |
|
|
|
| Total Volume and Open Interest |
14,946 |
110,059 |
-446 |
| CAC 40(EURONEXT) |
| Apr00 |
000403 |
6323.0 |
6326.0 |
6078.0 |
6128.0 |
-145.0 |
|
|
|
| May00 |
000403 |
6156.0 |
6156.0 |
6075.5 |
6120.0 |
-143.0 |
|
|
|
| Jun00 |
000403 |
6288.0 |
6298.0 |
6069.0 |
6110.5 |
-141.5 |
|
|
|
| Total Volume and Open Interest |
114,126 |
212,461 |
-37,951 |
| Hang Seng Index(HKFE) |
| Apr00 |
000403 |
17350 |
17480 |
16925 |
17010 |
-450 |
|
|
|
| May00 |
000403 |
17000 |
17000 |
17000 |
17000 |
-450 |
|
|
|
| Jun00 |
000403 |
17470 |
17470 |
17070 |
17070 |
-460 |
|
|
|
| Total Volume and Open Interest |
|
|
|
| DAX(EUREX) |
| Jun00 |
000403 |
7611.0 |
7683.0 |
7443.5 |
7474.5 |
-130.5 |
|
|
|
| Sep00 |
000403 |
7702.0 |
7702.0 |
7536.0 |
7548.5 |
-134.0 |
|
|
|
| Dec00 |
000403 |
7551.0 |
7707.0 |
7551.0 |
7632.0 |
-135.0 |
|
|
|
| Total Volume and Open Interest |
37,089 |
345,763 |
+3,642 |
| FT-SE 100(EURONEXT) |
| Jun00 |
000403 |
6617.50 |
6617.50 |
6496.00 |
6517.00 |
-83.50 |
|
|
|
| Sep00 |
000403 |
6590.00 |
6590.00 |
6590.00 |
6590.00 |
-83.50 |
|
|
|
| Dec00 |
000403 |
6681.00 |
6681.00 |
6681.00 |
6681.00 |
-83.50 |
|
|
|
| Total Volume and Open Interest |
38,661 |
204,408 |
-5,050 |
| SPI 200(SFE) |
| Jun00 |
000403 |
3177.0 |
3240.0 |
3177.0 |
3230.0 |
+49.0 |
19,424 |
112,504 |
+14,068 |
| Sep00 |
000403 |
3219.0 |
3255.0 |
3219.0 |
3252.0 |
+53.0 |
0 |
4,278 |
-38 |
| Dec00 |
000403 |
3270.0 |
3270.0 |
3270.0 |
3270.0 |
+53.0 |
0 |
2,120 |
+0 |
| Total Volume and Open Interest |
36,198 |
119,768 |
-216,390 |
| GSCI(CME) |
| Apr00 |
000403 |
207.50 |
208.30 |
204.40 |
204.80 |
-2.60 |
400 |
36,013 |
+76 |
| May00 |
000403 |
205.80 |
206.70 |
204.10 |
204.10 |
-1.60 |
0 |
5 |
+0 |
| Jun00 |
000403 |
203.00 |
205.20 |
203.00 |
203.00 |
-1.50 |
0 |
42 |
+0 |
| Total Volume and Open Interest |
400 |
36,060 |
+76 |
| Reuters CCI(ICE) |
| Apr00 |
000403 |
213.20 |
213.80 |
212.60 |
212.70 |
-0.45 |
201 |
1,551 |
+42 |
| Jun00 |
000403 |
215.10 |
215.50 |
214.45 |
214.55 |
-0.45 |
102 |
1,217 |
+35 |
| Aug00 |
000403 |
215.90 |
215.90 |
215.90 |
215.90 |
+0.05 |
0 |
544 |
+0 |
| Total Volume and Open Interest |
303 |
3,324 |
+77 |
|
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
|
|