 |
MRCI's Free Historical Futures Prices |
Daily Futures Price Listing Thu April 27, 2000 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
May00 |
000427 |
537.50 |
539.00 |
531.50 |
532.50 |
-7.75 |
19,265 |
20,540 |
-7,042 |
Jul00 |
000427 |
550.00 |
552.00 |
544.00 |
545.00 |
-8.25 |
34,640 |
97,713 |
+4,684 |
Aug00 |
000427 |
553.50 |
555.25 |
547.50 |
548.25 |
-8.50 |
1,508 |
9,185 |
+129 |
Sep00 |
000427 |
556.50 |
557.50 |
550.00 |
550.00 |
-9.25 |
2,133 |
6,561 |
-104 |
Nov00 |
000427 |
562.00 |
563.75 |
556.00 |
557.00 |
-8.75 |
7,396 |
47,285 |
+23 |
Jan01 |
000427 |
569.50 |
570.50 |
564.00 |
565.50 |
-7.75 |
465 |
3,993 |
+190 |
Mar01 |
000427 |
576.50 |
577.00 |
572.00 |
573.50 |
-6.50 |
372 |
3,224 |
+168 |
Total Volume and Open Interest |
66,311 |
194,307 |
-1,764 |
Soybean Meal(CBOT) |
May00 |
000427 |
174.00 |
176.00 |
173.40 |
173.80 |
-1.30 |
17,440 |
17,590 |
-1,665 |
Jul00 |
000427 |
174.50 |
176.40 |
173.50 |
173.70 |
-1.70 |
16,512 |
66,592 |
+3,385 |
Aug00 |
000427 |
174.50 |
176.00 |
173.30 |
173.40 |
-1.70 |
1,731 |
12,550 |
+69 |
Sep00 |
000427 |
174.30 |
175.80 |
173.40 |
173.50 |
-1.60 |
1,083 |
7,324 |
+277 |
Oct00 |
000427 |
174.50 |
175.80 |
173.30 |
173.50 |
-1.60 |
629 |
7,552 |
+299 |
Dec00 |
000427 |
175.50 |
177.30 |
174.60 |
174.80 |
-1.80 |
1,824 |
15,193 |
+420 |
Jan01 |
000427 |
177.00 |
177.10 |
175.50 |
175.50 |
-1.60 |
3 |
1,275 |
-2 |
Mar01 |
000427 |
177.50 |
178.00 |
176.00 |
176.00 |
-1.60 |
6 |
2,074 |
+5 |
Total Volume and Open Interest |
39,228 |
131,730 |
+2,786 |
Soybean Oil(CBOT) |
May00 |
000427 |
17.88 |
17.88 |
17.55 |
17.67 |
-0.35 |
11,931 |
14,844 |
-3,757 |
Jul00 |
000427 |
18.21 |
18.27 |
17.97 |
18.09 |
-0.37 |
16,156 |
68,652 |
+2,127 |
Aug00 |
000427 |
18.40 |
18.44 |
18.18 |
18.27 |
-0.37 |
1,450 |
13,565 |
+351 |
Sep00 |
000427 |
18.60 |
18.62 |
18.39 |
18.46 |
-0.34 |
459 |
9,372 |
+387 |
Oct00 |
000427 |
18.75 |
18.76 |
18.59 |
18.65 |
-0.33 |
578 |
6,490 |
-129 |
Dec00 |
000427 |
19.07 |
19.13 |
18.88 |
19.00 |
-0.35 |
1,498 |
21,206 |
+202 |
Jan01 |
000427 |
19.30 |
19.35 |
19.20 |
19.33 |
-0.32 |
122 |
8,195 |
-9 |
Mar01 |
000427 |
19.70 |
19.70 |
19.50 |
19.58 |
-0.34 |
187 |
2,872 |
+8 |
Total Volume and Open Interest |
32,454 |
150,893 |
-796 |
Canola(WCE) |
May00 |
000427 |
273.5 |
273.5 |
270.0 |
270.0 |
-4.0 |
1,846 |
4,945 |
-2,120 |
Jul00 |
000427 |
279.0 |
279.5 |
276.0 |
276.3 |
-4.0 |
4,493 |
28,026 |
+73 |
Aug00 |
000427 |
282.0 |
282.3 |
279.5 |
279.5 |
-4.5 |
0 |
2,885 |
+0 |
Sep00 |
000427 |
282.0 |
282.0 |
282.0 |
282.0 |
-5.5 |
0 |
653 |
+0 |
Nov00 |
000427 |
290.0 |
290.5 |
287.5 |
288.4 |
-3.8 |
3,090 |
18,690 |
+932 |
Total Volume and Open Interest |
9,434 |
58,558 |
-1,254 |
Corn(CBOT) |
May00 |
000427 |
226.00 |
227.00 |
225.00 |
225.25 |
-2.25 |
38,729 |
43,776 |
-12,904 |
Jul00 |
000427 |
235.50 |
236.00 |
233.50 |
234.25 |
-2.25 |
48,940 |
232,838 |
+6,544 |
Sep00 |
000427 |
243.75 |
244.00 |
241.75 |
242.25 |
-2.50 |
2,372 |
51,755 |
+950 |
Nov00 |
000427 |
248.50 |
249.75 |
247.75 |
248.00 |
-2.00 |
6 |
887 |
+0 |
Dec00 |
000427 |
253.50 |
253.50 |
251.50 |
252.00 |
-2.50 |
10,205 |
116,299 |
-784 |
Jan01 |
000427 |
256.25 |
256.25 |
256.25 |
256.25 |
-2.25 |
2 |
91 |
+1 |
Total Volume and Open Interest |
100,941 |
470,276 |
-5,828 |
Wheat(CBOT) |
May00 |
000427 |
246.50 |
247.00 |
240.50 |
241.00 |
-7.50 |
11,498 |
14,716 |
-5,902 |
Jul00 |
000427 |
259.00 |
259.50 |
253.00 |
254.00 |
-7.00 |
25,630 |
74,730 |
+3,856 |
Sep00 |
000427 |
271.00 |
271.00 |
266.00 |
266.25 |
-6.50 |
1,371 |
13,268 |
+470 |
Dec00 |
000427 |
286.00 |
286.00 |
281.00 |
282.00 |
-5.50 |
2,580 |
17,453 |
+652 |
Mar01 |
000427 |
300.00 |
300.00 |
294.50 |
295.00 |
-7.00 |
256 |
3,593 |
+140 |
Total Volume and Open Interest |
41,366 |
124,882 |
-760 |
Wheat(KCBT) |
May00 |
000427 |
274.25 |
274.50 |
270.25 |
270.75 |
-4.25 |
5,561 |
9,211 |
-2,966 |
Jul00 |
000427 |
285.50 |
285.50 |
282.00 |
282.50 |
-4.25 |
6,760 |
38,635 |
+1,367 |
Sep00 |
000427 |
295.50 |
296.00 |
293.00 |
293.25 |
-3.75 |
526 |
5,086 |
+287 |
Dec00 |
000427 |
311.00 |
311.00 |
307.50 |
308.25 |
-4.25 |
609 |
8,718 |
+131 |
Mar01 |
000427 |
321.00 |
322.50 |
321.00 |
321.50 |
-3.00 |
0 |
884 |
+0 |
Total Volume and Open Interest |
13,456 |
63,027 |
-1,181 |
Wheat(MGE) |
May00 |
000427 |
317.00 |
317.00 |
314.50 |
314.50 |
-3.25 |
4,897 |
2,847 |
-1,995 |
Jul00 |
000427 |
327.00 |
327.00 |
324.00 |
324.50 |
-3.00 |
3,337 |
10,756 |
+1,573 |
Sep00 |
000427 |
337.00 |
337.00 |
334.00 |
334.50 |
-3.50 |
502 |
5,338 |
+81 |
Dec00 |
000427 |
350.00 |
350.00 |
346.50 |
347.50 |
-2.75 |
43 |
1,979 |
+18 |
Mar01 |
000427 |
359.50 |
359.50 |
358.50 |
358.50 |
-3.50 |
2 |
228 |
-4 |
Total Volume and Open Interest |
8,781 |
21,194 |
-327 |
Oats(CBOT) |
May00 |
000427 |
125.25 |
125.25 |
123.50 |
124.00 |
-1.25 |
679 |
1,173 |
-297 |
Jul00 |
000427 |
122.75 |
123.00 |
121.25 |
122.25 |
-0.75 |
821 |
10,787 |
+163 |
Sep00 |
000427 |
125.00 |
125.75 |
124.00 |
124.25 |
-0.75 |
141 |
2,265 |
+18 |
Dec00 |
000427 |
130.00 |
130.00 |
128.50 |
129.00 |
-1.00 |
157 |
3,859 |
+26 |
Total Volume and Open Interest |
1,800 |
18,425 |
-88 |
Rough Rice(CBOT) |
May00 |
000427 |
5.26 |
5.28 |
5.22 |
5.24 |
-0.03 |
362 |
1,318 |
-128 |
Jul00 |
000427 |
5.55 |
5.59 |
5.51 |
5.53 |
-0.03 |
374 |
3,592 |
+245 |
Sep00 |
000427 |
6.36 |
6.36 |
6.26 |
6.26 |
-0.08 |
39 |
759 |
+38 |
Nov00 |
000427 |
6.45 |
6.45 |
6.35 |
6.36 |
-0.08 |
94 |
1,327 |
+212 |
Total Volume and Open Interest |
942 |
7,259 |
+422 |
Live Cattle(CME) |
Apr00 |
000427 |
74.200 |
74.200 |
73.925 |
73.975 |
-0.350 |
1,783 |
3,583 |
-1,032 |
Jun00 |
000427 |
69.750 |
69.750 |
69.375 |
69.400 |
-0.325 |
6,063 |
57,827 |
+241 |
Aug00 |
000427 |
69.700 |
69.700 |
69.425 |
69.525 |
-0.150 |
1,823 |
27,789 |
+494 |
Oct00 |
000427 |
72.225 |
72.250 |
72.075 |
72.100 |
-0.175 |
1,136 |
17,512 |
+138 |
Dec00 |
000427 |
73.750 |
73.775 |
73.550 |
73.575 |
-0.175 |
431 |
7,186 |
+195 |
Feb01 |
000427 |
74.850 |
74.850 |
74.650 |
74.675 |
-0.175 |
89 |
3,369 |
+51 |
Total Volume and Open Interest |
11,374 |
121,101 |
+126 |
Feeder Cattle(CME) |
Apr00 |
000426 |
84.200 |
84.200 |
84.200 |
84.200 |
-0.100 |
|
|
|
May00 |
000427 |
84.300 |
84.450 |
84.200 |
84.325 |
+0.100 |
829 |
7,727 |
-197 |
Aug00 |
000427 |
85.950 |
85.975 |
85.700 |
85.775 |
-0.100 |
622 |
6,678 |
+87 |
Sep00 |
000427 |
86.000 |
86.100 |
85.850 |
85.975 |
-0.075 |
104 |
1,885 |
+13 |
Oct00 |
000427 |
86.700 |
86.700 |
86.450 |
86.600 |
-0.100 |
27 |
1,861 |
-2 |
Nov00 |
000427 |
87.500 |
87.700 |
87.500 |
87.650 |
+0.025 |
|
|
|
Jan01 |
000427 |
87.900 |
87.900 |
87.875 |
87.900 |
unch |
|
|
|
Total Volume and Open Interest |
1,650 |
20,041 |
-2,080 |
Lean Hogs(CME) |
Jun00 |
000427 |
77.425 |
77.650 |
76.875 |
77.050 |
-0.425 |
4,548 |
35,545 |
-14 |
Jul00 |
000427 |
74.400 |
74.900 |
74.100 |
74.450 |
+0.075 |
1,670 |
11,013 |
+115 |
Aug00 |
000427 |
69.950 |
70.550 |
69.800 |
70.250 |
+0.400 |
968 |
9,937 |
+43 |
Oct00 |
000427 |
61.950 |
62.350 |
61.775 |
62.175 |
+0.250 |
660 |
5,135 |
+199 |
Dec00 |
000427 |
59.225 |
59.700 |
59.150 |
59.175 |
-0.050 |
307 |
3,696 |
-17 |
Feb01 |
000427 |
59.450 |
59.450 |
59.225 |
59.275 |
-0.225 |
10 |
940 |
+1 |
Apr01 |
000427 |
57.000 |
57.050 |
57.000 |
57.000 |
unch |
0 |
166 |
+0 |
Jun01 |
000427 |
65.200 |
65.200 |
65.000 |
65.000 |
unch |
2 |
24 |
+2 |
Total Volume and Open Interest |
8,165 |
66,456 |
+329 |
Pork Bellies(CME) |
May00 |
000427 |
99.700 |
101.100 |
99.100 |
99.925 |
+0.200 |
1,549 |
3,630 |
-12 |
Jul00 |
000427 |
97.150 |
98.300 |
96.200 |
96.950 |
-0.050 |
1,398 |
2,587 |
+344 |
Aug00 |
000427 |
94.150 |
95.300 |
93.500 |
93.925 |
+0.100 |
190 |
651 |
+23 |
Feb01 |
000427 |
79.250 |
80.000 |
78.500 |
78.500 |
-0.300 |
8 |
19 |
+5 |
Mar01 |
000427 |
77.950 |
77.950 |
77.950 |
77.950 |
+0.550 |
0 |
2 |
+0 |
Total Volume and Open Interest |
3,145 |
6,889 |
+360 |
Cocoa(NYBOT) |
May00 |
000427 |
755 |
768 |
753 |
755 |
-10 |
14 |
130 |
-27 |
Jul00 |
000427 |
795 |
800 |
781 |
782 |
-18 |
3,786 |
39,530 |
-194 |
Sep00 |
000427 |
824 |
827 |
811 |
812 |
-18 |
845 |
22,459 |
-379 |
Dec00 |
000427 |
863 |
865 |
849 |
850 |
-17 |
442 |
12,825 |
+202 |
Mar01 |
000427 |
899 |
899 |
887 |
887 |
-16 |
234 |
8,138 |
+108 |
May01 |
000427 |
916 |
916 |
912 |
912 |
-16 |
25 |
5,455 |
+0 |
Jul01 |
000427 |
939 |
939 |
939 |
939 |
-16 |
0 |
6,997 |
+0 |
Total Volume and Open Interest |
5,346 |
101,612 |
-290 |
Coffee "C"(NYBOT) |
May00 |
000427 |
94.75 |
95.35 |
94.50 |
94.85 |
+0.10 |
175 |
2,604 |
-57 |
Jul00 |
000427 |
97.75 |
98.40 |
97.25 |
97.45 |
-0.05 |
3,611 |
29,951 |
+225 |
Sep00 |
000427 |
101.00 |
101.10 |
100.25 |
100.45 |
-0.05 |
605 |
11,616 |
-92 |
Dec00 |
000427 |
105.00 |
105.00 |
104.00 |
104.10 |
-0.20 |
269 |
4,749 |
-59 |
Mar01 |
000427 |
108.00 |
108.00 |
107.90 |
107.90 |
-0.10 |
36 |
1,498 |
+14 |
May01 |
000427 |
110.00 |
110.00 |
110.00 |
110.00 |
-0.10 |
4 |
131 |
+0 |
Total Volume and Open Interest |
4,701 |
50,569 |
+31 |
Orange Juice(NYBOT) |
May00 |
000427 |
81.50 |
81.60 |
79.80 |
79.80 |
-2.40 |
1,060 |
3,672 |
-775 |
Jul00 |
000427 |
81.70 |
81.75 |
80.00 |
80.00 |
-1.75 |
1,639 |
12,327 |
+647 |
Sep00 |
000427 |
81.90 |
81.90 |
80.55 |
80.55 |
-1.30 |
110 |
4,192 |
+42 |
Nov00 |
000427 |
81.45 |
81.50 |
80.90 |
80.90 |
-1.05 |
60 |
2,271 |
+46 |
Jan01 |
000427 |
81.75 |
81.85 |
81.10 |
81.10 |
-1.05 |
16 |
884 |
+12 |
Total Volume and Open Interest |
2,916 |
24,389 |
+4 |
Sugar #11(NYBOT) |
May00 |
000427 |
6.25 |
6.28 |
6.15 |
6.18 |
-0.09 |
9,859 |
11,646 |
-2,846 |
Jul00 |
000427 |
6.37 |
6.47 |
6.34 |
6.37 |
unch |
14,052 |
111,789 |
+1,440 |
Oct00 |
000427 |
6.64 |
6.71 |
6.60 |
6.64 |
-0.01 |
2,104 |
36,430 |
-8 |
Mar01 |
000427 |
6.85 |
6.93 |
6.83 |
6.83 |
-0.04 |
1,662 |
22,995 |
+175 |
May01 |
000427 |
6.87 |
6.95 |
6.87 |
6.88 |
-0.04 |
66 |
3,743 |
+26 |
Total Volume and Open Interest |
28,443 |
195,059 |
-1,508 |
London Cocoa(LCE) |
May00 |
000427 |
580 |
580 |
561 |
570 |
-15 |
472 |
19,134 |
-131 |
Jul00 |
000427 |
582 |
584 |
563 |
574 |
-14 |
1,891 |
41,044 |
+718 |
Sep00 |
000427 |
602 |
603 |
585 |
595 |
-14 |
1,820 |
28,884 |
-344 |
Dec00 |
000427 |
637 |
638 |
618 |
628 |
-14 |
1,091 |
28,822 |
+314 |
Mar01 |
000427 |
652 |
652 |
635 |
644 |
-13 |
1,552 |
22,542 |
+1,280 |
May01 |
000427 |
655 |
661 |
650 |
658 |
-13 |
24 |
9,333 |
+0 |
Jul01 |
000427 |
672 |
672 |
672 |
672 |
-13 |
0 |
4,919 |
+0 |
Total Volume and Open Interest |
9,380 |
166,612 |
+4,202 |
London Coffee(LCE) |
May00 |
000427 |
905.00 |
905.00 |
894.00 |
895.00 |
-10.00 |
4,252 |
11,480 |
-2,988 |
Jul00 |
000427 |
928.00 |
930.00 |
916.00 |
920.00 |
-8.00 |
3,885 |
33,355 |
+1,909 |
Sep00 |
000427 |
943.00 |
943.00 |
930.00 |
932.00 |
-8.00 |
1,077 |
12,245 |
+571 |
Nov00 |
000427 |
956.00 |
956.00 |
950.00 |
950.00 |
-7.00 |
171 |
4,948 |
+27 |
Jan01 |
000427 |
965.00 |
973.00 |
965.00 |
965.00 |
-7.00 |
39 |
1,428 |
-32 |
Mar01 |
000427 |
983.00 |
983.00 |
980.00 |
980.00 |
-7.00 |
0 |
765 |
+0 |
Total Volume and Open Interest |
9,424 |
64,251 |
-513 |
London Sugar(LCE) |
May00 |
000414 |
190.80 |
194.60 |
188.00 |
189.50 |
-1.30 |
2,157 |
2,521 |
-1,172 |
Aug00 |
000427 |
196.00 |
197.00 |
195.00 |
195.90 |
-0.60 |
2,232 |
26,256 |
+297 |
Oct00 |
000427 |
197.70 |
197.70 |
197.00 |
197.30 |
-0.70 |
378 |
10,446 |
+73 |
Dec00 |
000427 |
198.30 |
198.80 |
198.30 |
198.50 |
-0.90 |
20 |
891 |
+13 |
Mar01 |
000427 |
202.00 |
202.00 |
202.00 |
202.00 |
-0.70 |
30 |
1,582 |
+30 |
Total Volume and Open Interest |
2,660 |
41,133 |
+413 |
Cotton(NYBOT) |
May00 |
000427 |
56.90 |
56.90 |
56.20 |
56.45 |
-0.15 |
185 |
345 |
-796 |
Jul00 |
000427 |
57.60 |
58.15 |
57.50 |
57.55 |
-0.36 |
3,754 |
31,959 |
-296 |
Oct00 |
000427 |
58.85 |
58.85 |
58.70 |
58.75 |
-0.30 |
164 |
1,354 |
+27 |
Dec00 |
000427 |
59.62 |
59.85 |
59.45 |
59.51 |
-0.24 |
592 |
14,203 |
+28 |
Mar01 |
000427 |
60.60 |
60.60 |
60.58 |
60.58 |
-0.17 |
1 |
1,581 |
+0 |
May01 |
000427 |
61.14 |
61.14 |
61.14 |
61.14 |
-0.21 |
20 |
861 |
+20 |
Total Volume and Open Interest |
4,731 |
50,736 |
-1,023 |
Lumber(CME) |
May00 |
000427 |
303.7 |
304.5 |
297.8 |
297.9 |
-4.9 |
541 |
1,773 |
-35 |
Jul00 |
000427 |
311.1 |
311.3 |
307.0 |
307.8 |
-1.9 |
397 |
1,172 |
+46 |
Sep00 |
000427 |
309.7 |
310.7 |
306.3 |
307.0 |
-1.8 |
34 |
230 |
-6 |
Nov00 |
000427 |
305.8 |
306.5 |
304.0 |
304.1 |
-0.6 |
10 |
88 |
+3 |
Total Volume and Open Interest |
983 |
3,267 |
+9 |
Crude Oil(NYM) |
Jun00 |
000427 |
24.85 |
25.50 |
24.80 |
25.42 |
+0.77 |
77,426 |
107,002 |
-3,935 |
Jul00 |
000427 |
24.70 |
25.30 |
24.65 |
25.21 |
+0.68 |
39,514 |
56,857 |
+661 |
Aug00 |
000427 |
24.55 |
25.00 |
24.50 |
24.94 |
+0.60 |
15,114 |
38,144 |
+2,814 |
Sep00 |
000427 |
24.35 |
24.73 |
24.30 |
24.70 |
+0.55 |
8,990 |
23,121 |
+491 |
Oct00 |
000427 |
24.14 |
24.46 |
24.14 |
24.46 |
+0.52 |
2,162 |
20,131 |
+351 |
Nov00 |
000427 |
24.02 |
24.22 |
23.95 |
24.22 |
+0.49 |
715 |
15,981 |
+266 |
Dec00 |
000427 |
23.67 |
23.98 |
23.65 |
23.98 |
+0.46 |
3,705 |
38,647 |
-342 |
Jan01 |
000427 |
23.50 |
23.75 |
23.50 |
23.75 |
+0.44 |
2,323 |
15,312 |
+1,256 |
Feb01 |
000427 |
23.31 |
23.52 |
23.30 |
23.52 |
+0.42 |
345 |
6,223 |
-6 |
Mar01 |
000427 |
23.20 |
23.29 |
23.20 |
23.29 |
+0.40 |
0 |
7,124 |
+0 |
Total Volume and Open Interest |
151,836 |
426,818 |
+2,513 |
Heating Oil(NYM) |
May00 |
000427 |
76.25 |
77.75 |
74.20 |
75.05 |
-0.81 |
36,671 |
107,657 |
-843 |
Jun00 |
000427 |
66.90 |
68.30 |
66.90 |
67.72 |
+1.38 |
36,671 |
107,657 |
-843 |
Jul00 |
000427 |
64.60 |
65.80 |
64.60 |
65.42 |
+1.48 |
3,918 |
15,631 |
+1,013 |
Aug00 |
000427 |
64.30 |
65.02 |
64.30 |
65.02 |
+1.43 |
1,516 |
8,244 |
+56 |
Sep00 |
000427 |
65.30 |
65.47 |
64.80 |
65.47 |
+1.43 |
687 |
5,975 |
-68 |
Oct00 |
000427 |
65.40 |
65.82 |
65.40 |
65.82 |
+1.43 |
516 |
4,204 |
+4 |
Nov00 |
000427 |
66.30 |
66.30 |
66.00 |
66.12 |
+1.43 |
102 |
5,092 |
+95 |
Dec00 |
000427 |
66.30 |
66.42 |
66.00 |
66.42 |
+1.43 |
1,151 |
14,249 |
+288 |
Jan01 |
000427 |
66.50 |
66.50 |
66.25 |
66.42 |
+1.43 |
159 |
4,804 |
+50 |
Feb01 |
000427 |
65.40 |
65.52 |
65.40 |
65.52 |
+1.43 |
419 |
3,847 |
+159 |
Total Volume and Open Interest |
36,671 |
107,657 |
-843 |
Unleaded Gas(NYM) |
May00 |
000427 |
80.70 |
82.60 |
80.25 |
82.38 |
+2.09 |
13,412 |
15,504 |
-2,456 |
Jun00 |
000427 |
79.90 |
81.50 |
79.60 |
81.27 |
+1.74 |
20,621 |
35,815 |
+3,286 |
Jul00 |
000427 |
78.00 |
79.32 |
77.95 |
79.32 |
+1.69 |
6,060 |
17,234 |
-934 |
Aug00 |
000427 |
75.50 |
76.97 |
75.50 |
76.97 |
+2.17 |
3,626 |
15,926 |
-124 |
Sep00 |
000427 |
73.25 |
74.52 |
73.10 |
74.52 |
+2.12 |
2,791 |
14,558 |
+174 |
Oct00 |
000427 |
69.70 |
70.87 |
69.60 |
70.87 |
+1.97 |
2,149 |
7,373 |
+796 |
Nov00 |
000427 |
68.30 |
69.27 |
68.30 |
69.27 |
+1.97 |
174 |
3,163 |
+157 |
Dec00 |
000427 |
67.10 |
67.97 |
67.00 |
67.97 |
+1.97 |
36 |
1,843 |
-27 |
Total Volume and Open Interest |
48,870 |
111,490 |
+873 |
Natural Gas(NYM) |
Jun00 |
000427 |
3.055 |
3.075 |
3.040 |
3.055 |
-0.035 |
23,172 |
64,565 |
+2,121 |
Jul00 |
000427 |
3.065 |
3.090 |
3.055 |
3.074 |
-0.031 |
6,791 |
25,848 |
+474 |
Aug00 |
000427 |
3.075 |
3.100 |
3.070 |
3.088 |
-0.029 |
4,830 |
22,643 |
+1,200 |
Sep00 |
000427 |
3.080 |
3.095 |
3.065 |
3.085 |
-0.028 |
1,404 |
22,400 |
-122 |
Oct00 |
000427 |
3.095 |
3.110 |
3.085 |
3.099 |
-0.027 |
1,151 |
21,403 |
+3 |
Nov00 |
000427 |
3.195 |
3.200 |
3.175 |
3.191 |
-0.028 |
1,400 |
15,735 |
-334 |
Dec00 |
000427 |
3.290 |
3.300 |
3.275 |
3.288 |
-0.025 |
675 |
20,876 |
+175 |
Jan01 |
000427 |
3.305 |
3.310 |
3.290 |
3.302 |
-0.025 |
563 |
15,730 |
+79 |
Total Volume and Open Interest |
92,305 |
312,662 |
-16,479 |
Brent Crude Oil(IPE) |
Jun00 |
000427 |
23.05 |
23.85 |
23.05 |
23.76 |
+0.78 |
31,647 |
74,558 |
-5,492 |
Jul00 |
000427 |
23.12 |
23.73 |
23.12 |
23.60 |
+0.63 |
18,459 |
47,866 |
+830 |
Aug00 |
000427 |
23.09 |
23.44 |
23.09 |
23.44 |
+0.53 |
7,239 |
26,596 |
+1,792 |
Sep00 |
000427 |
22.99 |
23.23 |
22.98 |
23.23 |
+0.45 |
1,473 |
18,057 |
+924 |
Oct00 |
000427 |
22.88 |
23.09 |
22.86 |
23.09 |
+0.39 |
699 |
12,384 |
+80 |
Nov00 |
000427 |
22.76 |
22.95 |
22.76 |
22.95 |
+0.34 |
132 |
5,998 |
+90 |
Dec00 |
000427 |
22.64 |
22.84 |
22.62 |
22.78 |
+0.30 |
1,636 |
26,999 |
+261 |
Jan01 |
000427 |
22.41 |
22.53 |
22.41 |
22.53 |
+0.28 |
1,415 |
10,525 |
+400 |
Total Volume and Open Interest |
64,161 |
266,702 |
-1,560 |
Gas Oil(IPE) |
May00 |
000427 |
204.50 |
209.25 |
203.50 |
208.50 |
+2.50 |
11,722 |
22,915 |
+471 |
Jun00 |
000427 |
196.25 |
201.25 |
196.25 |
200.00 |
+2.25 |
8,401 |
26,767 |
+2,722 |
Jul00 |
000427 |
193.25 |
198.25 |
193.25 |
197.50 |
+2.25 |
3,570 |
11,462 |
-63 |
Aug00 |
000427 |
194.75 |
198.25 |
194.25 |
198.25 |
+2.00 |
235 |
7,076 |
+131 |
Sep00 |
000427 |
195.25 |
199.25 |
195.25 |
199.25 |
+2.00 |
79 |
4,311 |
+75 |
Oct00 |
000427 |
198.75 |
200.25 |
198.75 |
200.25 |
+2.00 |
371 |
1,673 |
-140 |
Nov00 |
000427 |
201.00 |
201.00 |
201.00 |
201.00 |
+2.00 |
836 |
2,239 |
+635 |
Dec00 |
000427 |
197.50 |
201.75 |
197.50 |
201.50 |
+2.00 |
1,423 |
15,516 |
+55 |
Total Volume and Open Interest |
26,812 |
94,694 |
+3,986 |
US Dollar Index(NYBOT) |
Jun00 |
000427 |
108.33 |
109.80 |
108.29 |
109.43 |
+1.03 |
407 |
6,389 |
-80 |
Sep00 |
000427 |
108.00 |
109.25 |
107.90 |
109.07 |
+1.03 |
16 |
2,042 |
-2 |
Dec00 |
000427 |
108.71 |
108.71 |
108.71 |
108.71 |
+1.03 |
|
|
|
Total Volume and Open Interest |
423 |
8,431 |
-82 |
Australian Dollar(IMM) |
Jun00 |
000427 |
58.88 |
58.96 |
58.66 |
58.88 |
+0.07 |
2,080 |
24,670 |
-219 |
Sep00 |
000427 |
58.93 |
58.95 |
58.93 |
58.93 |
+0.07 |
0 |
21 |
+0 |
Dec00 |
000427 |
58.98 |
58.98 |
58.90 |
58.98 |
+0.07 |
2 |
56 |
+1 |
Total Volume and Open Interest |
2,082 |
25,012 |
-218 |
British Pound(IMM) |
Jun00 |
000427 |
157.20 |
158.12 |
157.12 |
157.62 |
-0.06 |
4,142 |
42,913 |
+391 |
Sep00 |
000427 |
157.30 |
158.20 |
157.30 |
157.82 |
unch |
2 |
65 |
+1 |
Dec00 |
000427 |
157.80 |
158.30 |
157.70 |
158.08 |
+0.04 |
4 |
229 |
+2 |
Total Volume and Open Interest |
4,148 |
43,207 |
+394 |
Canadian Dollar(IMM) |
Jun00 |
000427 |
67.78 |
67.83 |
67.43 |
67.81 |
-0.11 |
9,425 |
60,196 |
+2,801 |
Sep00 |
000427 |
67.94 |
67.96 |
67.59 |
67.96 |
-0.11 |
197 |
7,202 |
+51 |
Dec00 |
000427 |
67.95 |
68.12 |
67.75 |
68.12 |
-0.11 |
82 |
1,716 |
+40 |
Mar01 |
000427 |
68.10 |
68.28 |
68.00 |
68.28 |
-0.11 |
3 |
434 |
+1 |
Total Volume and Open Interest |
9,707 |
69,644 |
+2,893 |
Japanese Yen(IMM) |
Jun00 |
000427 |
94.73 |
95.30 |
94.58 |
94.85 |
-0.12 |
17,871 |
75,224 |
+1,585 |
Sep00 |
000427 |
96.85 |
96.85 |
96.18 |
96.40 |
-0.10 |
22 |
867 |
-3 |
Dec00 |
000427 |
98.02 |
98.02 |
98.02 |
98.02 |
-0.08 |
20 |
435 |
-15 |
Total Volume and Open Interest |
17,913 |
76,606 |
+1,567 |
Swiss Franc(IMM) |
Jun00 |
000427 |
58.50 |
59.02 |
57.95 |
58.15 |
-0.89 |
8,544 |
43,638 |
-856 |
Sep00 |
000427 |
58.94 |
59.40 |
58.48 |
58.64 |
-0.90 |
172 |
254 |
+21 |
Dec00 |
000427 |
59.20 |
59.20 |
59.00 |
59.12 |
-0.91 |
0 |
4 |
+0 |
Total Volume and Open Interest |
8,716 |
43,896 |
-835 |
EuroFX(IMM) |
Jun00 |
000427 |
91.95 |
92.79 |
90.90 |
91.37 |
-1.31 |
11,841 |
62,910 |
-586 |
Sep00 |
000427 |
92.58 |
93.30 |
91.55 |
91.92 |
-1.31 |
108 |
1,277 |
+23 |
Dec00 |
000427 |
92.47 |
92.47 |
92.25 |
92.47 |
-1.31 |
2 |
55 |
+0 |
Total Volume and Open Interest |
11,951 |
64,242 |
-563 |
Mexican Peso(IMM) |
Jun00 |
000427 |
10475.0 |
10500.0 |
10415.0 |
10478.0 |
unch |
2,251 |
15,364 |
+441 |
Sep00 |
000427 |
10223.0 |
10223.0 |
10175.0 |
10223.0 |
unch |
2 |
2,399 |
+2 |
Total Volume and Open Interest |
2,277 |
19,166 |
+433 |
30-Year T-Bonds(CBOT) |
Jun00 |
000427 |
96~29 |
97~11 |
96~01 |
96~08 |
-0~22 |
174,713 |
473,678 |
-3,550 |
Sep00 |
000427 |
96~30 |
97~05 |
95~29 |
96~02 |
-0~23 |
765 |
5,913 |
+304 |
Dec00 |
000427 |
96~01 |
96~01 |
96~01 |
96~01 |
-0~23 |
5 |
2,204 |
-2 |
Total Volume and Open Interest |
175,486 |
482,005 |
-3,245 |
Municipal Bonds(CBOT) |
Jun00 |
000427 |
93~27 |
94~00 |
93~00 |
93~03 |
-0~18 |
1,515 |
22,871 |
+353 |
Sep00 |
000427 |
92~13 |
92~13 |
92~13 |
92~13 |
-0~18 |
0 |
2 |
+0 |
Total Volume and Open Interest |
1,515 |
22,873 |
+353 |
10-Year T-Notes(CBOT) |
Jun00 |
000427 |
97~170 |
97~240 |
96~230 |
96~265 |
-0~230 |
145,435 |
609,865 |
-974 |
Sep00 |
000427 |
97~110 |
97~120 |
96~175 |
96~195 |
-0~235 |
929 |
6,991 |
+625 |
Total Volume and Open Interest |
146,364 |
616,856 |
-349 |
5-Year T-Notes(CBOT) |
Jun00 |
000427 |
98~085 |
98~085 |
97~195 |
97~220 |
-0~195 |
65,746 |
401,399 |
-5,169 |
Sep00 |
000427 |
97~250 |
97~250 |
97~200 |
97~215 |
-0~190 |
1,100 |
8,107 |
+975 |
Total Volume and Open Interest |
66,846 |
409,506 |
-4,194 |
2 Year T-Notes(CBOT) |
Jun00 |
000427 |
98~120 |
98~123 |
98~088 |
98~090 |
-0~037 |
1,853 |
44,153 |
+147 |
Total Volume and Open Interest |
1,853 |
44,153 |
+147 |
3-Mth T-Bills(IMM) |
Jun00 |
000427 |
94.11 |
94.12 |
94.08 |
94.09 |
-0.03 |
17 |
706 |
+2 |
Total Volume and Open Interest |
17 |
706 |
+2 |
Eurodollars(IMM) |
Jun00 |
000427 |
93.330 |
93.335 |
93.245 |
93.255 |
-0.090 |
59,321 |
533,787 |
+5,719 |
Sep00 |
000427 |
93.090 |
93.095 |
92.955 |
92.965 |
-0.145 |
105,062 |
511,671 |
-1,609 |
Dec00 |
000427 |
92.900 |
92.900 |
92.745 |
92.755 |
-0.160 |
102,487 |
431,574 |
-8,549 |
Mar01 |
000427 |
92.880 |
92.880 |
92.705 |
92.715 |
-0.175 |
58,391 |
360,124 |
+2,109 |
Jun01 |
000427 |
92.815 |
92.815 |
92.655 |
92.670 |
-0.155 |
36,700 |
227,772 |
+77 |
Sep01 |
000427 |
92.785 |
92.785 |
92.645 |
92.655 |
-0.140 |
25,861 |
179,404 |
-1,523 |
Dec01 |
000427 |
92.730 |
92.730 |
92.610 |
92.620 |
-0.120 |
16,571 |
125,066 |
-2,093 |
Mar02 |
000427 |
92.800 |
92.800 |
92.685 |
92.695 |
-0.120 |
15,956 |
111,619 |
-2,184 |
Jun02 |
000427 |
92.790 |
92.800 |
92.700 |
92.705 |
-0.115 |
5,622 |
86,665 |
-134 |
Sep02 |
000427 |
92.815 |
92.815 |
92.690 |
92.710 |
-0.115 |
6,594 |
86,704 |
+1,100 |
Dec02 |
000427 |
92.750 |
92.755 |
92.660 |
92.665 |
-0.115 |
4,842 |
70,301 |
-273 |
Mar03 |
000427 |
92.805 |
92.805 |
92.710 |
92.715 |
-0.115 |
4,823 |
64,695 |
+416 |
Total Volume and Open Interest |
471,588 |
3,201,656 |
-4,844 |
3-Mth Euro-Yen(IMM) |
Jun00 |
000427 |
99.85 |
99.86 |
99.85 |
99.86 |
unch |
927 |
17,558 |
-195 |
Sep00 |
000427 |
99.72 |
99.74 |
99.72 |
99.74 |
unch |
336 |
18,285 |
+56 |
Dec00 |
000427 |
99.56 |
99.57 |
99.55 |
99.56 |
unch |
453 |
13,811 |
-157 |
Mar01 |
000427 |
99.43 |
99.43 |
99.43 |
99.43 |
unch |
239 |
22,702 |
+444 |
Jun01 |
000427 |
99.28 |
99.29 |
99.28 |
99.29 |
unch |
73 |
4,335 |
+21 |
Sep01 |
000427 |
99.14 |
99.14 |
99.14 |
99.14 |
unch |
172 |
13,775 |
+288 |
Dec01 |
000427 |
98.99 |
98.99 |
98.99 |
98.99 |
-0.01 |
0 |
1,417 |
+50 |
Mar02 |
000427 |
98.88 |
98.88 |
98.88 |
98.88 |
-0.01 |
20 |
1,207 |
+19 |
Jun02 |
000427 |
98.67 |
98.70 |
98.67 |
98.67 |
unch |
0 |
79 |
+0 |
Sep02 |
000427 |
98.45 |
98.45 |
98.45 |
98.45 |
unch |
0 |
30 |
+0 |
Total Volume and Open Interest |
2,220 |
14 |
-92,689 |
3-Mth Euro-Yen(SIMEX) |
Jun00 |
000427 |
99.86 |
99.86 |
99.85 |
99.86 |
unch |
3,825 |
85,928 |
+2,044 |
Sep00 |
000427 |
99.74 |
99.74 |
99.72 |
99.73 |
unch |
6,024 |
75,501 |
+3,199 |
Dec00 |
000427 |
99.57 |
99.57 |
99.54 |
99.56 |
+0.01 |
4,833 |
77,325 |
+2,362 |
Mar01 |
000427 |
99.44 |
99.44 |
99.42 |
99.43 |
+0.01 |
2,768 |
81,344 |
+1,491 |
Jun01 |
000427 |
99.30 |
99.30 |
99.28 |
99.29 |
+0.01 |
2,188 |
58,735 |
+517 |
Sep01 |
000427 |
99.15 |
99.15 |
99.14 |
99.14 |
unch |
3,072 |
58,865 |
+48 |
Dec01 |
000427 |
98.99 |
98.99 |
98.99 |
98.99 |
unch |
742 |
14,646 |
+2 |
Mar02 |
000427 |
98.88 |
98.88 |
98.88 |
98.88 |
+0.01 |
375 |
10,071 |
+30 |
Total Volume and Open Interest |
23,827 |
464,816 |
+9,693 |
German Euro-Bund(EUREX) |
Jun00 |
000427 |
105.06 |
105.42 |
104.77 |
104.86 |
-0.30 |
689,423 |
658,870 |
-6,382 |
Sep00 |
000427 |
104.59 |
104.84 |
104.42 |
104.42 |
-0.30 |
2,874 |
36,320 |
+2,151 |
Dec00 |
000427 |
103.96 |
103.96 |
103.96 |
103.96 |
-0.20 |
0 |
2,076 |
-596 |
Total Volume and Open Interest |
692,297 |
697,266 |
-4,827 |
German Euro-Bobl(EUREX) |
Jun00 |
000427 |
103.37 |
103.56 |
103.23 |
103.26 |
-0.15 |
269,367 |
319,075 |
-3,818 |
Sep00 |
000427 |
103.25 |
103.25 |
103.15 |
103.15 |
-0.14 |
1,705 |
3,543 |
+101 |
Dec00 |
000427 |
102.54 |
102.54 |
102.54 |
102.54 |
-0.32 |
0 |
230 |
+0 |
Total Volume and Open Interest |
271,072 |
322,848 |
-3,717 |
Long Gilt(LIFFE) |
Jun00 |
000427 |
112~29 |
113~16 |
112~25 |
113~04 |
+0~06 |
17,817 |
64,549 |
+1,078 |
Sep00 |
000427 |
113~00 |
113~00 |
113~00 |
113~00 |
+0~05 |
50 |
405 |
+50 |
Total Volume and Open Interest |
17,867 |
64,954 |
+1,128 |
3-Mth Short Sterling(LIFFE) |
Jun00 |
000427 |
93.60 |
93.63 |
93.58 |
93.62 |
+0.02 |
38,747 |
199,351 |
-9,109 |
Sep00 |
000427 |
93.40 |
93.46 |
93.38 |
93.43 |
+0.02 |
43,848 |
197,448 |
+2,369 |
Dec00 |
000427 |
93.24 |
93.31 |
93.21 |
93.27 |
+0.03 |
16,811 |
110,025 |
-2,134 |
Total Volume and Open Interest |
125,221 |
788,064 |
-10,009 |
3-Mth Euribor(LIFFE) |
Jun00 |
000427 |
95.810 |
95.830 |
95.750 |
95.765 |
-0.050 |
69,502 |
306,451 |
-5,652 |
Sep00 |
000427 |
95.525 |
95.570 |
95.465 |
95.475 |
-0.060 |
68,520 |
287,668 |
-4,977 |
Dec00 |
000427 |
95.295 |
95.320 |
95.215 |
95.225 |
-0.060 |
47,090 |
184,309 |
-6,257 |
Total Volume and Open Interest |
253,391 |
1,528,472 |
-22,186 |
3-Mth Aus T-Bills(SFE) |
Jun00 |
000427 |
93.75 |
93.76 |
93.67 |
93.68 |
-0.09 |
10,137 |
176,617 |
-23,387 |
Sep00 |
000427 |
93.49 |
93.52 |
93.43 |
93.46 |
-0.07 |
11,368 |
122,973 |
+6,160 |
Dec00 |
000427 |
93.36 |
93.37 |
93.30 |
93.32 |
-0.06 |
2,607 |
42,700 |
+176 |
Mar01 |
000427 |
93.25 |
93.26 |
93.20 |
93.21 |
-0.06 |
403 |
18,640 |
+78 |
Jun01 |
000427 |
93.15 |
93.15 |
93.10 |
93.11 |
-0.08 |
177 |
14,351 |
-116 |
Sep01 |
000427 |
93.03 |
93.03 |
93.03 |
93.03 |
-0.08 |
40 |
8,508 |
-150 |
Dec01 |
000427 |
92.96 |
92.96 |
92.96 |
92.96 |
-0.07 |
0 |
5,805 |
-110 |
Mar02 |
000427 |
92.91 |
92.92 |
92.90 |
92.90 |
-0.09 |
4 |
4,907 |
-269 |
Jun02 |
000427 |
92.89 |
92.89 |
92.88 |
92.88 |
-0.07 |
24 |
2,333 |
+22 |
Sep02 |
000427 |
92.83 |
92.83 |
92.83 |
92.83 |
-0.06 |
22 |
2,079 |
-238 |
Total Volume and Open Interest |
24,792 |
402,869 |
-17,994 |
10-Year Aus T-Bonds(SFE) |
Jun00 |
000427 |
93.60 |
93.64 |
93.51 |
93.52 |
-0.08 |
2,749 |
163,869 |
+6,532 |
Sep00 |
000427 |
93.44 |
93.44 |
93.44 |
93.44 |
0.00 |
|
|
|
Total Volume and Open Interest |
2,749 |
163,869 |
+6,532 |
3-Year Aus T-Bonds(SFE) |
Jun00 |
000427 |
93.64 |
93.66 |
93.56 |
93.60 |
-0.07 |
5,362 |
331,060 |
+17,319 |
Sep00 |
000427 |
93.43 |
93.43 |
93.43 |
93.43 |
-0.07 |
|
|
|
Total Volume and Open Interest |
5,362 |
331,060 |
+17,319 |
Gold(CMX) |
Jun00 |
000427 |
277.7 |
279.1 |
276.8 |
278.4 |
+1.3 |
27,418 |
90,584 |
+5,865 |
Aug00 |
000427 |
281.2 |
282.0 |
279.2 |
281.1 |
+1.3 |
2,630 |
13,631 |
-243 |
Oct00 |
000427 |
283.8 |
283.8 |
283.8 |
283.8 |
+1.3 |
3 |
3,921 |
+1 |
Dec00 |
000427 |
286.5 |
287.0 |
284.9 |
286.6 |
+1.3 |
512 |
19,574 |
-99 |
Feb01 |
000427 |
289.0 |
289.0 |
289.0 |
289.0 |
+1.4 |
13 |
6,799 |
-1 |
Apr01 |
000427 |
289.8 |
291.6 |
289.8 |
291.6 |
+1.4 |
0 |
3,344 |
-5 |
Total Volume and Open Interest |
30,640 |
161,997 |
+5,507 |
Silver(CMX) |
May00 |
000427 |
498.0 |
498.5 |
492.5 |
495.8 |
+1.1 |
18,258 |
18,759 |
-10,659 |
Jul00 |
000427 |
501.5 |
504.5 |
497.5 |
501.5 |
+1.7 |
19,602 |
48,546 |
+10,500 |
Sep00 |
000427 |
506.0 |
507.5 |
503.0 |
505.8 |
+1.8 |
237 |
3,360 |
+64 |
Dec00 |
000427 |
513.5 |
514.0 |
509.0 |
510.2 |
+1.8 |
244 |
7,127 |
+136 |
Mar01 |
000427 |
512.0 |
512.6 |
512.0 |
512.6 |
+1.8 |
2 |
799 |
+2 |
Total Volume and Open Interest |
38,478 |
82,728 |
+32 |
Platinum(NYM) |
Jul00 |
000427 |
445.0 |
463.5 |
444.0 |
462.1 |
+24.0 |
1,875 |
6,994 |
-306 |
Oct00 |
000427 |
445.0 |
447.1 |
445.0 |
447.1 |
+19.0 |
42 |
419 |
+21 |
Jan01 |
000427 |
436.1 |
436.1 |
436.1 |
436.1 |
+19.0 |
0 |
18 |
+0 |
Total Volume and Open Interest |
1,917 |
7,431 |
-301 |
Palladium(NYME) |
Jun00 |
000427 |
577.00 |
595.00 |
577.00 |
590.80 |
+15.90 |
92 |
2,266 |
+12 |
Sep00 |
000427 |
575.00 |
588.80 |
575.00 |
588.80 |
+15.90 |
0 |
100 |
+0 |
Dec00 |
000427 |
581.80 |
581.80 |
581.80 |
581.80 |
+15.90 |
0 |
10 |
+0 |
Total Volume and Open Interest |
92 |
2,376 |
+12 |
Copper(CMX) |
May00 |
000427 |
78.20 |
78.90 |
77.70 |
78.80 |
+0.50 |
9,667 |
14,956 |
-5,618 |
Jul00 |
000427 |
79.10 |
79.80 |
78.70 |
79.65 |
+0.45 |
10,365 |
32,405 |
+5,306 |
Sep00 |
000427 |
79.50 |
80.25 |
79.30 |
80.25 |
+0.45 |
73 |
6,085 |
-14 |
Dec00 |
000427 |
80.60 |
81.05 |
80.60 |
81.05 |
+0.45 |
159 |
5,516 |
-28 |
Mar01 |
000427 |
81.75 |
81.75 |
81.75 |
81.75 |
+0.45 |
1 |
1,770 |
+1 |
Total Volume and Open Interest |
20,511 |
72,330 |
-403 |
DJIA Index(CBOT) |
Jun00 |
000427 |
11000 |
11025 |
10780 |
10894 |
-114 |
15,155 |
17,443 |
-367 |
Sep00 |
000427 |
11130 |
11155 |
10920 |
11034 |
-112 |
127 |
674 |
+63 |
Dec00 |
000427 |
11115 |
11280 |
11115 |
11186 |
-110 |
16 |
1,490 |
+3 |
Total Volume and Open Interest |
15,298 |
19,613 |
-301 |
S & P 500(CME) |
Jun00 |
000427 |
1440.50 |
1480.50 |
1440.50 |
1467.30 |
-8.20 |
66,110 |
372,779 |
-2,111 |
Sep00 |
000427 |
1461.30 |
1500.00 |
1461.30 |
1488.30 |
-8.00 |
43 |
5,968 |
+0 |
Dec00 |
000427 |
1483.30 |
1523.30 |
1483.30 |
1510.80 |
-7.50 |
0 |
3,362 |
+0 |
Mar01 |
000427 |
1506.30 |
1546.30 |
1506.30 |
1534.80 |
-6.50 |
12 |
322 |
+10 |
Total Volume and Open Interest |
66,166 |
382,815 |
-2,103 |
S & P 500 E-Mini(Globex) |
Jun00 |
000427 |
1475.00 |
1480.75 |
1440.50 |
1467.25 |
-8.25 |
74,709 |
33,485 |
-957 |
Sep00 |
000427 |
1520.00 |
1520.00 |
1463.75 |
1488.25 |
-8.00 |
1 |
15 |
+1 |
Total Volume and Open Interest |
74,710 |
|
|
NASDAQ 100(CME) |
Jun00 |
000427 |
3417.50 |
3735.00 |
3417.50 |
3685.00 |
+157.50 |
20,072 |
37,832 |
-349 |
Sep00 |
000427 |
3738.00 |
3767.50 |
3738.00 |
3738.00 |
+160.50 |
1 |
41 |
+0 |
Dec00 |
000427 |
3788.00 |
3817.50 |
3788.00 |
3788.00 |
+160.50 |
0 |
10 |
+0 |
Total Volume and Open Interest |
20,073 |
37,883 |
-349 |
NASDAQ 100 E-Mini(GLOBEX) |
Jun00 |
000427 |
3527.5 |
3733.5 |
3417.5 |
3685.0 |
+157.5 |
32,073 |
16,003 |
-2,867 |
Sep00 |
000427 |
3738.0 |
3738.0 |
3738.0 |
3738.0 |
+160.5 |
0 |
2 |
+0 |
Total Volume and Open Interest |
32,073 |
16,005 |
-2,867 |
NYSE Composite(NYBOT) |
Jun00 |
000427 |
646.50 |
657.50 |
646.00 |
652.45 |
-7.30 |
460 |
2,251 |
+62 |
Sep00 |
000427 |
660.25 |
660.25 |
660.25 |
660.25 |
-7.30 |
0 |
250 |
+0 |
Dec00 |
000427 |
668.05 |
668.05 |
668.05 |
668.05 |
-7.30 |
|
|
|
Total Volume and Open Interest |
0 |
1,995 |
+0 |
S & P Midcap 400(CME) |
Jun00 |
000427 |
465.00 |
478.75 |
463.00 |
477.25 |
+4.35 |
17 |
12,704 |
-53 |
Sep00 |
000427 |
482.75 |
483.00 |
482.75 |
482.75 |
+4.35 |
0 |
2 |
+0 |
Dec00 |
000427 |
488.75 |
489.00 |
488.75 |
488.75 |
+4.35 |
|
|
|
Total Volume and Open Interest |
17 |
12,706 |
-53 |
Russell 2000(CME) |
Jun00 |
000427 |
473.00 |
501.00 |
472.40 |
500.75 |
+15.35 |
0 |
13,579 |
-13 |
Sep00 |
000427 |
507.00 |
507.25 |
507.00 |
507.00 |
+15.35 |
|
|
|
Dec00 |
000427 |
514.55 |
514.80 |
514.55 |
514.55 |
+15.35 |
|
|
|
Total Volume and Open Interest |
0 |
13,579 |
-13 |
Value Line(KCBT) |
Jun00 |
000427 |
1041.00 |
1066.50 |
1041.00 |
1065.50 |
+0.50 |
58 |
138 |
+8 |
Total Volume and Open Interest |
58 |
139 |
+8 |
Nikkei 225(CME) |
Jun00 |
000427 |
17990 |
18090 |
17820 |
18070 |
-95 |
1,456 |
16,314 |
-16 |
Sep00 |
000427 |
18070 |
18070 |
17865 |
18070 |
-95 |
0 |
5 |
+0 |
Total Volume and Open Interest |
1,456 |
16,320 |
-16 |
Nikkei 225(SIMEX) |
Jun00 |
000427 |
18200 |
18260 |
18010 |
18085 |
-30 |
17,845 |
109,246 |
+1,607 |
Sep00 |
000427 |
18100 |
18100 |
18100 |
18100 |
-30 |
0 |
10,778 |
+0 |
Dec00 |
000427 |
18080 |
18080 |
18080 |
18080 |
-30 |
0 |
2,063 |
+0 |
Total Volume and Open Interest |
39,204 |
131,730 |
+2,786 |
CAC 40(MATIF) |
Apr00 |
000427 |
6370.0 |
6397.0 |
6182.0 |
6310.0 |
-60.5 |
123,018 |
59,157 |
-36,495 |
May00 |
000427 |
6362.0 |
6389.0 |
6173.0 |
6299.5 |
-60.0 |
72,552 |
78,025 |
+41,167 |
Jun00 |
000427 |
6368.0 |
6368.0 |
6175.0 |
6203.0 |
-164.5 |
3,899 |
55,518 |
+1,787 |
Total Volume and Open Interest |
199,469 |
238,702 |
+6,459 |
DAX Index(EUREX) |
Jun00 |
000427 |
7405.0 |
7444.5 |
7173.0 |
7220.0 |
-181.0 |
28,255 |
377,658 |
+1,260 |
Sep00 |
000427 |
7455.0 |
7509.5 |
7262.5 |
7292.0 |
-182.0 |
84 |
672 |
-5 |
Dec00 |
000427 |
7584.0 |
7585.0 |
7370.0 |
7370.5 |
-183.5 |
32 |
351 |
+15 |
Total Volume and Open Interest |
28,371 |
378,681 |
+1,270 |
FT-SE 100(LIFFE) |
Jun00 |
000427 |
6248.00 |
6346.50 |
6164.00 |
6247.00 |
+4.00 |
26,780 |
210,984 |
-422 |
Sep00 |
000427 |
6378.50 |
6406.00 |
6245.00 |
6310.50 |
+4.50 |
10 |
1,475 |
-10 |
Dec00 |
000427 |
6464.50 |
6464.50 |
6332.00 |
6392.00 |
-1.00 |
10 |
35 |
-10 |
Total Volume and Open Interest |
26,800 |
212,494 |
-442 |
SPI 200(SFE) |
Jun00 |
000427 |
3097.0 |
3119.0 |
3090.0 |
3103.0 |
-5.0 |
10,365 |
162,130 |
+3,309 |
Sep00 |
000427 |
3120.0 |
3120.0 |
3120.0 |
3120.0 |
-4.0 |
100 |
4,473 |
-77 |
Dec00 |
000427 |
3142.0 |
3142.0 |
3142.0 |
3142.0 |
-5.0 |
78 |
1,681 |
-30 |
Total Volume and Open Interest |
10,543 |
169,258 |
+3,202 |
GSCI(CME) |
May00 |
000427 |
201.30 |
202.60 |
200.50 |
201.90 |
+1.40 |
81 |
39,015 |
+5 |
Jun00 |
000427 |
200.50 |
200.50 |
199.40 |
200.50 |
+1.00 |
1 |
51 |
+0 |
Jul00 |
000427 |
200.00 |
200.00 |
200.00 |
200.00 |
-1.00 |
|
|
|
Total Volume and Open Interest |
82 |
39,066 |
+5 |
Bridge CRB Index(NYBOT) |
Jun00 |
000427 |
211.60 |
211.80 |
211.00 |
211.25 |
-0.15 |
155 |
1,203 |
+29 |
Aug00 |
000427 |
212.05 |
212.05 |
212.05 |
212.05 |
-0.15 |
5 |
1,070 |
+2 |
Nov00 |
000427 |
212.85 |
212.85 |
212.85 |
212.85 |
-0.15 |
3 |
527 |
+1 |
Total Volume and Open Interest |
163 |
2,801 |
+32 |
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
|
|