|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Wed May 03, 2000 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| May00 |
000503 |
557.00 |
570.50 |
557.00 |
560.75 |
+6.50 |
5,836 |
4,685 |
-1,225 |
| Jul00 |
000503 |
569.00 |
582.50 |
568.50 |
572.00 |
+6.50 |
37,315 |
102,373 |
+847 |
| Aug00 |
000503 |
571.50 |
584.50 |
571.50 |
574.75 |
+6.75 |
2,533 |
11,443 |
-65 |
| Sep00 |
000503 |
573.00 |
587.50 |
573.00 |
578.00 |
+7.00 |
966 |
7,246 |
+48 |
| Nov00 |
000503 |
580.00 |
594.50 |
579.00 |
584.00 |
+7.25 |
8,617 |
51,580 |
+1,277 |
| Jan01 |
000503 |
588.00 |
600.00 |
588.00 |
591.75 |
+7.25 |
284 |
4,753 |
+393 |
| Mar01 |
000503 |
595.00 |
604.50 |
595.00 |
598.00 |
+8.00 |
354 |
3,620 |
+280 |
| Total Volume and Open Interest |
56,606 |
192,833 |
+1,974 |
| Soybean Meal(CBOT) |
| May00 |
000503 |
182.20 |
186.50 |
182.20 |
184.10 |
+2.90 |
4,348 |
11,468 |
-286 |
| Jul00 |
000503 |
182.20 |
186.80 |
182.20 |
183.80 |
+3.00 |
12,107 |
66,950 |
-975 |
| Aug00 |
000503 |
182.50 |
186.60 |
182.50 |
183.60 |
+2.90 |
1,892 |
13,365 |
+128 |
| Sep00 |
000503 |
182.70 |
186.80 |
182.50 |
183.80 |
+3.00 |
630 |
7,976 |
+79 |
| Oct00 |
000503 |
183.00 |
187.00 |
182.80 |
184.00 |
+3.10 |
1,500 |
8,001 |
-51 |
| Dec00 |
000503 |
184.50 |
189.30 |
184.50 |
186.10 |
+3.30 |
2,646 |
16,135 |
+13 |
| Jan01 |
000503 |
185.00 |
189.00 |
185.00 |
186.50 |
+3.90 |
316 |
1,207 |
-39 |
| Mar01 |
000503 |
186.00 |
189.50 |
186.00 |
187.00 |
+3.90 |
4 |
2,110 |
+2 |
| Total Volume and Open Interest |
23,448 |
128,873 |
-1,124 |
| Soybean Oil(CBOT) |
| May00 |
000503 |
18.18 |
18.60 |
18.18 |
18.21 |
+0.06 |
4,656 |
5,030 |
-860 |
| Jul00 |
000503 |
18.60 |
19.02 |
18.56 |
18.58 |
+0.04 |
12,577 |
64,807 |
+17 |
| Aug00 |
000503 |
18.76 |
19.16 |
18.74 |
18.74 |
+0.04 |
286 |
14,187 |
+37 |
| Sep00 |
000503 |
19.00 |
19.30 |
18.90 |
18.90 |
+0.03 |
751 |
11,150 |
+6 |
| Oct00 |
000503 |
19.23 |
19.45 |
19.07 |
19.07 |
+0.04 |
138 |
6,975 |
+56 |
| Dec00 |
000503 |
19.45 |
19.80 |
19.43 |
19.43 |
+0.05 |
1,870 |
20,737 |
-51 |
| Jan01 |
000503 |
19.85 |
20.08 |
19.70 |
19.73 |
+0.07 |
63 |
8,125 |
+5 |
| Mar01 |
000503 |
20.00 |
20.20 |
19.95 |
19.95 |
+0.09 |
2 |
3,207 |
+1 |
| Total Volume and Open Interest |
20,343 |
139,938 |
-789 |
| Canola(WCE) |
| May00 |
000503 |
279.0 |
282.2 |
278.8 |
279.0 |
+3.0 |
415 |
1,636 |
-271 |
| Jul00 |
000503 |
282.0 |
288.0 |
282.0 |
284.6 |
+3.5 |
4,169 |
32,279 |
+1,564 |
| Aug00 |
000503 |
287.5 |
287.5 |
287.5 |
287.5 |
+3.6 |
3 |
2,826 |
-3 |
| Sep00 |
000503 |
292.2 |
292.2 |
289.5 |
289.5 |
+2.5 |
8 |
653 |
+0 |
| Nov00 |
000503 |
293.0 |
298.5 |
293.0 |
294.9 |
+3.4 |
1,977 |
22,146 |
+465 |
| Total Volume and Open Interest |
6,597 |
63,226 |
+1,760 |
| Corn(CBOT) |
| May00 |
000503 |
239.00 |
249.50 |
239.00 |
241.75 |
+4.25 |
16,459 |
13,126 |
-5,153 |
| Jul00 |
000503 |
248.50 |
258.25 |
248.00 |
250.75 |
+4.50 |
72,631 |
255,325 |
+5,024 |
| Sep00 |
000503 |
256.00 |
265.50 |
256.00 |
258.50 |
+4.75 |
10,247 |
55,667 |
+1,121 |
| Nov00 |
000503 |
267.00 |
268.50 |
263.25 |
263.25 |
+4.00 |
119 |
948 |
+7 |
| Dec00 |
000503 |
266.00 |
273.25 |
265.00 |
267.25 |
+4.50 |
22,474 |
125,064 |
+3,255 |
| Jan01 |
000503 |
271.50 |
271.50 |
271.50 |
271.50 |
+4.50 |
1 |
91 |
+0 |
| Total Volume and Open Interest |
126,079 |
477,479 |
+5,786 |
| Wheat(CBOT) |
| May00 |
000503 |
258.00 |
264.50 |
257.50 |
260.00 |
+5.75 |
4,981 |
3,072 |
-1,434 |
| Jul00 |
000503 |
268.00 |
277.50 |
267.50 |
272.00 |
+6.25 |
24,713 |
81,648 |
-156 |
| Sep00 |
000503 |
278.50 |
288.50 |
278.50 |
282.50 |
+5.00 |
1,130 |
15,600 |
+702 |
| Dec00 |
000503 |
293.50 |
303.50 |
293.50 |
298.75 |
+6.50 |
3,320 |
19,983 |
+185 |
| Mar01 |
000503 |
306.50 |
315.50 |
306.50 |
311.50 |
+5.75 |
261 |
4,153 |
+40 |
| Total Volume and Open Interest |
34,474 |
125,755 |
-618 |
| Wheat(KCBT) |
| May00 |
000503 |
285.00 |
290.00 |
283.50 |
283.50 |
+2.50 |
488 |
1,270 |
-363 |
| Jul00 |
000503 |
291.50 |
301.50 |
291.50 |
294.50 |
+4.25 |
7,268 |
44,152 |
+1,033 |
| Sep00 |
000503 |
302.25 |
311.50 |
302.25 |
305.50 |
+4.25 |
793 |
7,079 |
+162 |
| Dec00 |
000503 |
317.00 |
325.00 |
317.00 |
320.00 |
+4.25 |
495 |
9,063 |
+83 |
| Mar01 |
000503 |
329.50 |
336.75 |
329.50 |
331.00 |
+2.50 |
164 |
1,000 |
+58 |
| Total Volume and Open Interest |
9,333 |
63,177 |
+1,088 |
| Wheat(MGE) |
| May00 |
000503 |
331.50 |
340.00 |
331.50 |
336.00 |
+7.75 |
182 |
786 |
-365 |
| Jul00 |
000503 |
335.50 |
345.00 |
335.50 |
340.75 |
+5.50 |
3,476 |
13,490 |
+480 |
| Sep00 |
000503 |
344.00 |
353.00 |
344.00 |
349.25 |
+6.25 |
464 |
6,124 |
-108 |
| Dec00 |
000503 |
356.00 |
363.50 |
356.00 |
360.25 |
+6.25 |
200 |
2,454 |
+72 |
| Mar01 |
000503 |
365.00 |
371.50 |
365.00 |
369.50 |
+4.50 |
1 |
239 |
-9 |
| Total Volume and Open Interest |
4,323 |
23,140 |
+70 |
| Oats(CBOT) |
| May00 |
000503 |
132.00 |
134.00 |
131.50 |
132.25 |
+1.75 |
236 |
293 |
-159 |
| Jul00 |
000503 |
127.25 |
130.00 |
127.25 |
128.25 |
+1.75 |
1,261 |
11,509 |
+111 |
| Sep00 |
000503 |
130.25 |
132.50 |
130.00 |
131.00 |
+2.00 |
206 |
2,481 |
+66 |
| Dec00 |
000503 |
134.50 |
137.00 |
134.25 |
136.00 |
+2.00 |
153 |
4,117 |
+29 |
| Total Volume and Open Interest |
1,857 |
18,751 |
+46 |
| Rough Rice(CBOT) |
| May00 |
000503 |
5.09 |
5.18 |
5.09 |
5.16 |
+0.01 |
147 |
166 |
+111 |
| Jul00 |
000503 |
5.40 |
5.48 |
5.35 |
5.42 |
+0.01 |
494 |
4,201 |
+290 |
| Sep00 |
000503 |
6.17 |
6.25 |
6.17 |
6.22 |
+0.01 |
39 |
815 |
+83 |
| Nov00 |
000503 |
6.30 |
6.35 |
6.30 |
6.34 |
+0.01 |
|
|
|
| Total Volume and Open Interest |
747 |
6,703 |
+580 |
| Live Cattle(CME) |
| Jun00 |
000503 |
68.800 |
69.225 |
68.500 |
68.900 |
unch |
4,594 |
55,326 |
-520 |
| Aug00 |
000503 |
69.250 |
69.350 |
68.725 |
69.150 |
-0.250 |
2,178 |
29,743 |
+594 |
| Oct00 |
000503 |
72.075 |
72.075 |
71.600 |
71.975 |
-0.125 |
976 |
18,331 |
+131 |
| Dec00 |
000503 |
73.600 |
73.800 |
73.350 |
73.700 |
+0.050 |
228 |
7,323 |
+51 |
| Feb01 |
000503 |
74.800 |
74.875 |
74.650 |
74.825 |
+0.025 |
52 |
3,491 |
+30 |
| Apr01 |
000503 |
76.800 |
76.975 |
76.750 |
76.925 |
+0.025 |
370 |
4,052 |
+128 |
| Total Volume and Open Interest |
8,889 |
118,938 |
+768 |
| Feeder Cattle(CME) |
| May00 |
000503 |
84.100 |
84.100 |
83.500 |
83.525 |
-0.675 |
1,013 |
6,535 |
-436 |
| Aug00 |
000503 |
85.500 |
85.500 |
84.500 |
84.700 |
-0.775 |
1,302 |
7,886 |
+390 |
| Sep00 |
000503 |
85.500 |
85.500 |
84.650 |
85.050 |
-0.550 |
210 |
2,037 |
+87 |
| Oct00 |
000503 |
86.050 |
86.050 |
85.325 |
85.750 |
-0.500 |
80 |
1,946 |
+1,946 |
| Nov00 |
000503 |
87.200 |
87.200 |
86.500 |
86.925 |
-0.400 |
38 |
1,429 |
+7 |
| Jan01 |
000503 |
87.400 |
87.450 |
86.900 |
87.425 |
-0.150 |
46 |
653 |
+21 |
| Mar01 |
000503 |
87.000 |
87.000 |
86.500 |
86.950 |
-0.350 |
2 |
65 |
+65 |
| Total Volume and Open Interest |
2,691 |
20,551 |
+65 |
| Lean Hogs(CME) |
| Jun00 |
000503 |
75.300 |
75.350 |
74.275 |
74.275 |
-2.000 |
2,718 |
35,086 |
+673 |
| Jul00 |
000503 |
73.300 |
73.300 |
71.950 |
72.375 |
-1.575 |
1,095 |
11,324 |
+194 |
| Aug00 |
000503 |
69.100 |
69.100 |
67.675 |
68.625 |
-1.050 |
837 |
10,396 |
+62 |
| Oct00 |
000503 |
60.950 |
60.950 |
59.700 |
60.350 |
-1.000 |
427 |
5,347 |
+75 |
| Dec00 |
000503 |
58.750 |
58.750 |
57.500 |
58.025 |
-0.900 |
239 |
3,836 |
+68 |
| Feb01 |
000503 |
58.325 |
58.325 |
57.300 |
58.050 |
-0.550 |
25 |
996 |
+9 |
| Apr01 |
000503 |
56.725 |
56.725 |
56.175 |
56.300 |
-0.400 |
7 |
173 |
+6 |
| Jun01 |
000503 |
64.500 |
64.500 |
63.800 |
63.900 |
-0.900 |
0 |
24 |
+0 |
| Total Volume and Open Interest |
5,348 |
67,182 |
+1,087 |
| Pork Bellies(CME) |
| May00 |
000503 |
96.800 |
96.800 |
95.975 |
95.975 |
-3.000 |
601 |
2,678 |
-206 |
| Jul00 |
000503 |
93.100 |
93.100 |
92.625 |
92.625 |
-3.000 |
976 |
3,340 |
+271 |
| Aug00 |
000503 |
91.000 |
91.000 |
89.500 |
89.600 |
-2.900 |
97 |
662 |
-23 |
| Feb01 |
000503 |
80.000 |
80.000 |
78.050 |
78.050 |
+0.050 |
0 |
68 |
+0 |
| Mar01 |
000503 |
78.650 |
78.650 |
77.500 |
77.500 |
-1.150 |
0 |
2 |
+0 |
| Total Volume and Open Interest |
1,674 |
6,750 |
+42 |
| Class III Milk(CME) |
| May00 |
000503 |
9.63 |
9.63 |
9.60 |
9.60 |
-0.03 |
6 |
801 |
+1 |
| Jun00 |
000503 |
9.68 |
9.68 |
9.63 |
9.63 |
-0.04 |
7 |
1,240 |
+1 |
| Jul00 |
000503 |
11.61 |
11.61 |
11.61 |
11.61 |
+0.05 |
4 |
1,490 |
-1 |
| Aug00 |
000503 |
12.16 |
12.16 |
12.16 |
12.16 |
+0.01 |
9 |
1,393 |
+1 |
| Sep00 |
000503 |
12.35 |
12.36 |
12.35 |
12.36 |
+0.01 |
9 |
1,102 |
+5 |
| Total Volume and Open Interest |
41 |
8,915 |
+11 |
| Cocoa(ICE) |
| May00 |
000503 |
755 |
772 |
755 |
772 |
+9 |
11 |
39 |
-8 |
| Jul00 |
000503 |
797 |
808 |
793 |
802 |
+5 |
2,995 |
42,360 |
+131 |
| Sep00 |
000503 |
827 |
835 |
823 |
830 |
+3 |
3,713 |
23,007 |
-1,250 |
| Dec00 |
000503 |
863 |
870 |
860 |
866 |
+5 |
407 |
13,524 |
+99 |
| Mar01 |
000503 |
896 |
903 |
896 |
903 |
+4 |
411 |
8,290 |
+152 |
| May01 |
000503 |
930 |
930 |
928 |
928 |
+6 |
0 |
5,456 |
+0 |
| Jul01 |
000503 |
950 |
955 |
950 |
953 |
+4 |
0 |
6,997 |
+0 |
| Total Volume and Open Interest |
10,690 |
109,215 |
+2,277 |
| Coffee "C"(ICE) |
| May00 |
000503 |
98.00 |
98.35 |
94.25 |
94.45 |
-4.65 |
149 |
1,181 |
-305 |
| Jul00 |
000503 |
101.50 |
101.70 |
96.75 |
97.20 |
-5.30 |
5,395 |
29,459 |
-262 |
| Sep00 |
000503 |
104.50 |
104.50 |
100.00 |
100.25 |
-5.10 |
690 |
11,974 |
+69 |
| Dec00 |
000503 |
108.00 |
108.00 |
104.00 |
104.00 |
-5.10 |
150 |
4,936 |
+18 |
| Mar01 |
000503 |
111.50 |
111.50 |
107.75 |
107.75 |
-5.00 |
33 |
1,533 |
+20 |
| May01 |
000503 |
112.25 |
112.25 |
109.50 |
109.50 |
-5.00 |
0 |
131 |
+0 |
| Total Volume and Open Interest |
6,417 |
49,237 |
-460 |
| Orange Juice(ICE) |
| May00 |
000503 |
83.60 |
83.90 |
80.30 |
80.30 |
-3.30 |
441 |
1,281 |
-229 |
| Jul00 |
000503 |
84.65 |
85.25 |
81.20 |
81.35 |
-3.05 |
3,141 |
13,391 |
+118 |
| Sep00 |
000503 |
84.30 |
84.80 |
81.30 |
81.60 |
-2.65 |
314 |
4,519 |
-32 |
| Nov00 |
000503 |
84.00 |
84.35 |
81.70 |
81.70 |
-2.30 |
138 |
2,951 |
+10 |
| Jan01 |
000503 |
84.45 |
84.90 |
82.30 |
82.30 |
-1.95 |
12 |
1,016 |
-5 |
| Mar01 |
000503 |
85.00 |
85.00 |
83.10 |
83.10 |
-1.65 |
13 |
741 |
-11 |
| Total Volume and Open Interest |
4,059 |
24,341 |
-149 |
| Sugar #11(ICE) |
| Jul00 |
000503 |
6.42 |
6.52 |
6.32 |
6.40 |
unch |
15,674 |
113,122 |
-868 |
| Oct00 |
000503 |
6.58 |
6.75 |
6.54 |
6.64 |
+0.04 |
8,854 |
38,679 |
+2,326 |
| Mar01 |
000503 |
6.77 |
6.95 |
6.75 |
6.88 |
+0.07 |
1,645 |
24,231 |
+379 |
| May01 |
000503 |
6.80 |
6.97 |
6.80 |
6.91 |
+0.02 |
115 |
3,967 |
+48 |
| Jul01 |
000503 |
6.91 |
6.91 |
6.91 |
6.91 |
unch |
511 |
2,757 |
+307 |
| Total Volume and Open Interest |
27,838 |
189,495 |
+2,849 |
| Sugar #14(ICE) |
| Jul00 |
000503 |
19.55 |
19.55 |
19.48 |
19.49 |
-0.06 |
205 |
3,641 |
-140 |
| Sep00 |
000503 |
19.60 |
19.65 |
19.57 |
19.65 |
+0.05 |
100 |
2,506 |
+0 |
| Nov00 |
000503 |
19.05 |
19.05 |
19.05 |
19.05 |
unch |
5 |
1,507 |
+5 |
| Jan01 |
000503 |
18.90 |
18.90 |
18.90 |
18.90 |
unch |
0 |
2,673 |
+0 |
| Mar01 |
000503 |
19.00 |
19.00 |
19.00 |
19.00 |
-0.01 |
4 |
963 |
-1 |
| Total Volume and Open Interest |
318 |
13,697 |
-134 |
| London Cocoa(LCE) |
| May00 |
000503 |
578 |
580 |
571 |
580 |
-3 |
|
|
|
| Jul00 |
000503 |
583 |
588 |
578 |
587 |
-1 |
|
|
|
| Sep00 |
000503 |
604 |
608 |
598 |
607 |
-2 |
|
|
|
| Dec00 |
000503 |
632 |
641 |
632 |
641 |
-2 |
|
|
|
| Mar01 |
000503 |
652 |
655 |
646 |
655 |
-2 |
|
|
|
| May01 |
000503 |
670 |
670 |
670 |
670 |
-2 |
|
|
|
| Jul01 |
000503 |
684 |
684 |
684 |
684 |
-2 |
|
|
|
| Total Volume and Open Interest |
3,322 |
169,686 |
+196 |
| London Coffee(LCE) |
| May00 |
000503 |
946.00 |
946.00 |
899.00 |
906.00 |
-39.00 |
|
|
|
| Jul00 |
000503 |
970.00 |
970.00 |
920.00 |
931.00 |
-34.00 |
|
|
|
| Sep00 |
000503 |
980.00 |
980.00 |
930.00 |
940.00 |
-35.00 |
|
|
|
| Nov00 |
000503 |
990.00 |
990.00 |
947.00 |
955.00 |
-38.00 |
|
|
|
| Jan01 |
000503 |
1010.00 |
1010.00 |
967.00 |
967.00 |
-39.00 |
|
|
|
| Mar01 |
000503 |
980.00 |
980.00 |
980.00 |
980.00 |
-39.00 |
|
|
|
| Total Volume and Open Interest |
5,845 |
63,120 |
-1,379 |
| London Sugar(LCE) |
| Aug00 |
000503 |
194.40 |
195.50 |
192.80 |
194.30 |
-0.10 |
|
|
|
| Oct00 |
000503 |
195.00 |
196.30 |
193.70 |
195.40 |
+0.30 |
|
|
|
| Dec00 |
000503 |
196.50 |
198.20 |
195.70 |
197.40 |
+0.30 |
|
|
|
| Mar01 |
000503 |
201.80 |
202.70 |
200.60 |
200.60 |
+0.50 |
|
|
|
| May01 |
000503 |
201.30 |
201.30 |
201.30 |
201.30 |
+0.70 |
|
|
|
| Total Volume and Open Interest |
2,463 |
39,528 |
-241 |
| Cotton(ICE) |
| May00 |
000503 |
57.50 |
58.40 |
56.95 |
56.95 |
-0.80 |
36 |
274 |
-1 |
| Jul00 |
000503 |
58.60 |
59.20 |
57.60 |
57.69 |
-1.26 |
8,877 |
31,557 |
-829 |
| Oct00 |
000503 |
59.63 |
60.00 |
59.10 |
59.10 |
-0.90 |
98 |
1,534 |
+45 |
| Dec00 |
000503 |
60.25 |
60.55 |
59.65 |
59.71 |
-0.79 |
1,990 |
15,102 |
+471 |
| Mar01 |
000503 |
61.33 |
61.33 |
60.80 |
60.83 |
-0.72 |
10 |
1,708 |
+0 |
| May01 |
000503 |
61.95 |
61.95 |
61.38 |
61.38 |
-0.82 |
2 |
930 |
+26 |
| Total Volume and Open Interest |
11,050 |
51,571 |
-263 |
| Lumber(CME) |
| May00 |
000503 |
294.5 |
294.5 |
286.7 |
289.5 |
-6.4 |
384 |
1,267 |
-185 |
| Jul00 |
000503 |
302.7 |
302.7 |
294.9 |
298.4 |
-6.3 |
570 |
1,416 |
+113 |
| Sep00 |
000503 |
303.5 |
304.4 |
298.0 |
300.8 |
-5.0 |
71 |
301 |
+17 |
| Nov00 |
000503 |
300.0 |
303.6 |
297.0 |
297.1 |
-6.0 |
7 |
95 |
+5 |
| Total Volume and Open Interest |
1,032 |
3,083 |
-50 |
| Crude Oil(NYM) |
| Jun00 |
000503 |
26.92 |
27.39 |
26.65 |
26.75 |
-0.14 |
80,094 |
107,309 |
+4,161 |
| Jul00 |
000503 |
26.50 |
26.92 |
26.26 |
26.41 |
-0.05 |
38,855 |
65,163 |
+3,577 |
| Aug00 |
000503 |
26.00 |
26.35 |
25.85 |
25.91 |
-0.09 |
14,051 |
40,658 |
+308 |
| Sep00 |
000503 |
25.60 |
25.83 |
25.45 |
25.46 |
-0.14 |
7,847 |
23,071 |
+218 |
| Oct00 |
000503 |
25.14 |
25.48 |
25.04 |
25.04 |
-0.19 |
2,386 |
18,715 |
+77 |
| Nov00 |
000503 |
24.82 |
24.82 |
24.66 |
24.66 |
-0.22 |
3,643 |
14,270 |
-1,210 |
| Dec00 |
000503 |
24.70 |
24.78 |
24.30 |
24.30 |
-0.25 |
8,261 |
38,838 |
-190 |
| Jan01 |
000503 |
24.20 |
24.28 |
23.98 |
23.98 |
-0.27 |
744 |
14,802 |
-37 |
| Feb01 |
000503 |
23.68 |
23.68 |
23.68 |
23.68 |
-0.28 |
278 |
6,266 |
+151 |
| Mar01 |
000503 |
23.60 |
23.60 |
23.38 |
23.38 |
-0.29 |
100 |
6,871 |
-35 |
| Apr01 |
000503 |
23.50 |
23.50 |
23.09 |
23.09 |
-0.30 |
76 |
3,655 |
-76 |
| May01 |
000503 |
23.10 |
23.10 |
22.82 |
22.82 |
-0.31 |
76 |
3,429 |
-76 |
| Jun01 |
000503 |
23.00 |
23.00 |
22.57 |
22.57 |
-0.32 |
475 |
21,956 |
+209 |
| Jul01 |
000503 |
22.60 |
22.60 |
22.32 |
22.32 |
-0.33 |
225 |
4,928 |
-50 |
| Aug01 |
000503 |
22.08 |
22.08 |
22.08 |
22.08 |
-0.34 |
0 |
2,022 |
+0 |
| Sep01 |
000503 |
21.85 |
21.85 |
21.85 |
21.85 |
-0.34 |
0 |
3,035 |
+0 |
| Total Volume and Open Interest |
164,154 |
439,268 |
+10,973 |
| e-miNY Crude Oil(NYM) |
| Heating Oil(NYM) |
| Jun00 |
000503 |
68.90 |
69.50 |
67.60 |
67.73 |
-1.74 |
21,914 |
106,009 |
+1,846 |
| Jul00 |
000503 |
67.70 |
68.20 |
66.70 |
66.87 |
-1.40 |
5,924 |
18,567 |
+1,195 |
| Aug00 |
000503 |
67.50 |
67.70 |
66.50 |
66.67 |
-1.25 |
1,156 |
8,414 |
+357 |
| Sep00 |
000503 |
67.90 |
68.10 |
67.07 |
67.07 |
-1.25 |
514 |
6,643 |
+242 |
| Oct00 |
000503 |
68.20 |
68.30 |
67.20 |
67.42 |
-1.20 |
494 |
4,301 |
+40 |
| Nov00 |
000503 |
67.72 |
67.72 |
67.72 |
67.72 |
-1.15 |
548 |
6,093 |
+135 |
| Dec00 |
000503 |
68.50 |
68.50 |
67.87 |
67.87 |
-1.15 |
2,100 |
14,677 |
-10 |
| Jan01 |
000503 |
68.10 |
68.10 |
67.67 |
67.67 |
-1.20 |
419 |
6,002 |
+45 |
| Feb01 |
000503 |
66.62 |
66.62 |
66.62 |
66.62 |
-1.25 |
290 |
4,108 |
+154 |
| Mar01 |
000503 |
64.27 |
64.27 |
64.27 |
64.27 |
-1.30 |
248 |
2,349 |
+190 |
| Apr01 |
000503 |
61.87 |
61.87 |
61.87 |
61.87 |
-1.35 |
9 |
908 |
+3 |
| May01 |
000503 |
60.22 |
60.22 |
60.22 |
60.22 |
-1.40 |
51 |
593 |
+0 |
| Total Volume and Open Interest |
21,914 |
106,009 |
+1,846 |
| Gasoline(NYMEX) |
| Jun00 |
000503 |
87.90 |
89.95 |
87.20 |
89.07 |
+0.45 |
33,609 |
36,196 |
+718 |
| Jul00 |
000503 |
84.25 |
85.70 |
83.70 |
85.03 |
+0.43 |
13,560 |
16,909 |
+2,475 |
| Aug00 |
000503 |
80.40 |
81.55 |
80.10 |
81.08 |
+0.16 |
6,921 |
15,385 |
-409 |
| Sep00 |
000503 |
77.50 |
78.10 |
77.30 |
77.58 |
-0.02 |
5,303 |
14,348 |
-364 |
| Oct00 |
000503 |
72.80 |
73.30 |
72.80 |
72.93 |
-0.17 |
1,175 |
8,100 |
+254 |
| Nov00 |
000503 |
70.30 |
70.65 |
70.20 |
70.65 |
-0.25 |
616 |
3,724 |
+73 |
| Dec00 |
000503 |
69.00 |
69.10 |
69.00 |
69.10 |
-0.25 |
250 |
1,813 |
+159 |
| Jan01 |
000503 |
67.90 |
67.90 |
67.90 |
67.90 |
-0.30 |
10 |
265 |
+5 |
| Feb01 |
000503 |
67.45 |
67.45 |
67.45 |
67.45 |
-0.35 |
0 |
2 |
+2 |
| Mar01 |
000503 |
67.20 |
67.20 |
67.20 |
67.20 |
+0.50 |
0 |
18 |
+18 |
| Total Volume and Open Interest |
|
|
|
| e-miNY RBOB Gasoline(NYM) |
| Natural Gas(NYM) |
| Jun00 |
000503 |
3.185 |
3.235 |
3.125 |
3.126 |
-0.091 |
31,498 |
68,248 |
-743 |
| Jul00 |
000503 |
3.200 |
3.255 |
3.145 |
3.149 |
-0.086 |
6,771 |
25,136 |
-223 |
| Aug00 |
000503 |
3.225 |
3.265 |
3.160 |
3.164 |
-0.080 |
5,209 |
24,682 |
+31 |
| Sep00 |
000503 |
3.230 |
3.265 |
3.160 |
3.164 |
-0.075 |
2,087 |
24,582 |
+184 |
| Oct00 |
000503 |
3.235 |
3.270 |
3.175 |
3.179 |
-0.070 |
2,778 |
21,579 |
-286 |
| Nov00 |
000503 |
3.330 |
3.360 |
3.270 |
3.279 |
-0.058 |
1,025 |
15,778 |
-171 |
| Dec00 |
000503 |
3.415 |
3.450 |
3.379 |
3.379 |
-0.048 |
2,923 |
22,531 |
+745 |
| Jan01 |
000503 |
3.430 |
3.465 |
3.390 |
3.395 |
-0.045 |
1,155 |
16,068 |
+34 |
| Feb01 |
000503 |
3.265 |
3.290 |
3.230 |
3.230 |
-0.040 |
745 |
9,608 |
-178 |
| Mar01 |
000503 |
3.090 |
3.120 |
3.060 |
3.063 |
-0.037 |
484 |
9,871 |
-202 |
| Apr01 |
000503 |
2.930 |
2.940 |
2.896 |
2.896 |
-0.034 |
780 |
6,762 |
-352 |
| May01 |
000503 |
2.895 |
2.895 |
2.852 |
2.852 |
-0.033 |
567 |
6,822 |
+81 |
| Jun01 |
000503 |
2.890 |
2.890 |
2.850 |
2.850 |
-0.033 |
343 |
9,151 |
+5 |
| Jul01 |
000503 |
2.885 |
2.885 |
2.850 |
2.850 |
-0.033 |
80 |
6,645 |
+71 |
| Aug01 |
000503 |
2.885 |
2.885 |
2.854 |
2.854 |
-0.029 |
192 |
4,676 |
+9 |
| Sep01 |
000503 |
2.880 |
2.880 |
2.850 |
2.854 |
-0.026 |
24 |
3,539 |
+14 |
| Total Volume and Open Interest |
62,177 |
323,680 |
+3,297 |
| Brent Crude Oil(ICE) |
| Jun00 |
000503 |
25.15 |
25.70 |
24.90 |
25.00 |
-0.08 |
40,256 |
58,006 |
-1,387 |
| Jul00 |
000503 |
24.84 |
25.07 |
24.40 |
24.44 |
-0.27 |
35,174 |
58,001 |
+2,234 |
| Aug00 |
000503 |
24.46 |
24.64 |
24.10 |
24.10 |
-0.30 |
12,050 |
30,825 |
-312 |
| Sep00 |
000503 |
24.15 |
24.23 |
23.78 |
23.78 |
-0.30 |
2,441 |
18,461 |
-913 |
| Oct00 |
000503 |
23.95 |
24.00 |
23.56 |
23.56 |
-0.31 |
965 |
12,646 |
-365 |
| Nov00 |
000503 |
23.62 |
23.78 |
23.33 |
23.33 |
-0.34 |
494 |
6,479 |
-11 |
| Dec00 |
000503 |
23.47 |
23.58 |
23.07 |
23.07 |
-0.36 |
3,480 |
28,017 |
-1,333 |
| Jan01 |
000503 |
23.12 |
23.18 |
22.76 |
22.76 |
-0.36 |
823 |
10,454 |
-376 |
| Feb01 |
000503 |
22.97 |
22.97 |
22.48 |
22.48 |
-0.34 |
0 |
4,879 |
-5 |
| Mar01 |
000503 |
22.18 |
22.18 |
22.18 |
22.18 |
-0.35 |
0 |
5,419 |
+0 |
| Apr01 |
000503 |
22.31 |
22.31 |
21.89 |
21.89 |
-0.35 |
0 |
1,920 |
+0 |
| May01 |
000503 |
21.60 |
21.60 |
21.60 |
21.60 |
-0.36 |
|
|
|
| Jun01 |
000503 |
21.31 |
21.31 |
21.31 |
21.31 |
-0.37 |
0 |
9,760 |
+0 |
| Total Volume and Open Interest |
96,183 |
266,679 |
-2,768 |
| Gas Oil(ICE) |
| May00 |
000503 |
215.50 |
216.75 |
212.00 |
215.25 |
-0.75 |
|
|
|
| Jun00 |
000503 |
208.00 |
208.75 |
204.50 |
207.75 |
-0.50 |
|
|
|
| Jul00 |
000503 |
205.50 |
205.50 |
201.50 |
205.00 |
+0.25 |
|
|
|
| Aug00 |
000503 |
205.00 |
205.50 |
202.50 |
205.00 |
+0.25 |
|
|
|
| Sep00 |
000503 |
206.50 |
206.50 |
204.25 |
206.00 |
+0.25 |
|
|
|
| Oct00 |
000503 |
205.00 |
207.00 |
205.00 |
207.00 |
+0.25 |
|
|
|
| Nov00 |
000503 |
206.00 |
207.50 |
206.00 |
207.50 |
unch |
|
|
|
| Dec00 |
000503 |
207.00 |
208.50 |
205.25 |
207.75 |
-0.25 |
|
|
|
| Jan01 |
000503 |
206.50 |
207.00 |
206.00 |
207.00 |
-0.25 |
|
|
|
| Feb01 |
000503 |
204.00 |
204.00 |
204.00 |
204.00 |
-0.25 |
|
|
|
| Total Volume and Open Interest |
29,219 |
96,189 |
+671 |
| Ethanol(CBOT) |
| US Dollar Index(ICE) |
| Jun00 |
000503 |
109.880 |
111.630 |
109.880 |
111.150 |
+1.020 |
|
|
|
| Sep00 |
000503 |
109.480 |
111.130 |
109.480 |
110.780 |
+1.020 |
|
|
|
| Dec00 |
000503 |
109.100 |
110.410 |
109.100 |
110.410 |
+1.020 |
|
|
|
| Total Volume and Open Interest |
2,738 |
8,985 |
+250 |
| Australian Dollar(CME) |
| Jun00 |
000503 |
58.90 |
59.39 |
58.80 |
59.35 |
+0.76 |
1,659 |
25,164 |
-447 |
| Sep00 |
000503 |
59.40 |
59.40 |
59.20 |
59.40 |
+0.76 |
1 |
24 |
+1 |
| Dec00 |
000503 |
59.10 |
59.45 |
59.10 |
59.45 |
+0.76 |
1 |
57 |
+1 |
| Total Volume and Open Interest |
1,661 |
25,510 |
-445 |
| British Pound(CME) |
| Jun00 |
000503 |
155.96 |
156.48 |
155.66 |
156.16 |
+0.18 |
10,266 |
52,353 |
-216 |
| Sep00 |
000503 |
156.36 |
156.80 |
156.00 |
156.36 |
+0.18 |
94 |
133 |
+38 |
| Dec00 |
000503 |
156.62 |
156.80 |
156.20 |
156.62 |
+0.18 |
0 |
231 |
+0 |
| Total Volume and Open Interest |
10,360 |
52,717 |
-178 |
| Canadian Dollar(CME) |
| Jun00 |
000503 |
67.29 |
67.35 |
67.01 |
67.03 |
-0.32 |
9,899 |
61,630 |
+1,959 |
| Sep00 |
000503 |
67.40 |
67.50 |
67.17 |
67.18 |
-0.32 |
158 |
7,309 |
+70 |
| Dec00 |
000503 |
67.57 |
67.68 |
67.32 |
67.34 |
-0.32 |
94 |
1,767 |
+12 |
| Mar01 |
000503 |
67.60 |
67.60 |
67.50 |
67.50 |
-0.32 |
0 |
440 |
+0 |
| Total Volume and Open Interest |
10,156 |
71,246 |
+2,045 |
| Japanese Yen(CME) |
| Jun00 |
000503 |
92.05 |
92.53 |
92.01 |
92.25 |
-0.60 |
9,629 |
78,671 |
-1,578 |
| Sep00 |
000503 |
93.58 |
94.00 |
93.54 |
93.79 |
-0.60 |
36 |
910 |
+3 |
| Dec00 |
000503 |
95.40 |
95.40 |
95.40 |
95.40 |
-0.60 |
4 |
498 |
+0 |
| Total Volume and Open Interest |
9,669 |
80,159 |
-1,575 |
| Swiss Franc(CME) |
| Jun00 |
000503 |
57.98 |
58.40 |
57.80 |
58.31 |
-0.15 |
6,229 |
44,472 |
-739 |
| Sep00 |
000503 |
58.65 |
58.86 |
58.30 |
58.81 |
-0.15 |
16 |
253 |
+0 |
| Dec00 |
000503 |
59.30 |
59.30 |
58.83 |
59.30 |
-0.15 |
2 |
21 |
+1 |
| Total Volume and Open Interest |
6,247 |
44,747 |
-738 |
| EuroFX(CME) |
| Jun00 |
000503 |
89.25 |
89.97 |
89.13 |
89.87 |
-1.17 |
16,026 |
68,271 |
-1,222 |
| Sep00 |
000503 |
89.85 |
90.50 |
89.80 |
90.43 |
-1.18 |
253 |
1,498 |
+102 |
| Dec00 |
000503 |
90.65 |
91.00 |
90.40 |
90.98 |
-1.20 |
0 |
70 |
+0 |
| Total Volume and Open Interest |
16,279 |
69,848 |
-1,120 |
| Mexican Peso(CME) |
| Jun00 |
000503 |
1058.5 |
1058.8 |
1051.0 |
1052.5 |
-6.2 |
|
|
|
| Sep00 |
000503 |
1026.5 |
1027.0 |
1026.5 |
1027.0 |
-6.2 |
|
|
|
| Total Volume and Open Interest |
4,570 |
20,442 |
+1,481 |
| 30-Year T-Bonds(CBOT) |
| Jun00 |
000503 |
95~260 |
96~020 |
94~210 |
94~250 |
-1~020 |
223,589 |
460,860 |
+2,420 |
| Sep00 |
000503 |
95~200 |
95~230 |
94~150 |
94~180 |
-1~020 |
7,001 |
11,160 |
+3,754 |
| Dec00 |
000503 |
94~170 |
94~170 |
94~170 |
94~170 |
-1~020 |
4 |
2,126 |
-4 |
| Total Volume and Open Interest |
230,594 |
474,356 |
+6,170 |
| 10-Year T-Notes(CBOT) |
| Jun00 |
000503 |
96~130 |
96~190 |
95~290 |
95~305 |
-0~155 |
144,552 |
606,102 |
-6,802 |
| Sep00 |
000503 |
96~050 |
96~095 |
95~230 |
95~235 |
-0~150 |
8,502 |
12,396 |
+4,590 |
| Total Volume and Open Interest |
153,054 |
618,498 |
-2,212 |
| 5-Year T-Notes(CBOT) |
| Jun00 |
000503 |
97~048 |
97~076 |
97~026 |
97~034 |
-0~026 |
73,841 |
416,103 |
-5,324 |
| Sep00 |
000503 |
97~042 |
97~060 |
97~024 |
97~024 |
-0~026 |
3,602 |
11,664 |
+90 |
| Total Volume and Open Interest |
77,443 |
427,767 |
-5,234 |
| 2 Year T-Notes(CBOT) |
| Jun00 |
000503 |
98~070 |
98~084 |
98~064 |
98~070 |
-0~004 |
2,966 |
45,926 |
+235 |
| Sep00 |
000503 |
98~074 |
98~074 |
98~074 |
98~074 |
-0~006 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
2,966 |
45,927 |
+235 |
| Eurodollars(CME) |
| Jun00 |
000503 |
93.170 |
93.185 |
93.150 |
93.155 |
-0.040 |
57,445 |
500,401 |
-10,434 |
| Sep00 |
000503 |
92.865 |
92.900 |
92.830 |
92.835 |
-0.060 |
67,598 |
545,447 |
+1,723 |
| Dec00 |
000503 |
92.655 |
92.680 |
92.595 |
92.605 |
-0.070 |
69,346 |
460,211 |
+4,585 |
| Mar01 |
000503 |
92.635 |
92.680 |
92.585 |
92.590 |
-0.075 |
66,469 |
365,250 |
+5,997 |
| Jun01 |
000503 |
92.580 |
92.615 |
92.535 |
92.540 |
-0.065 |
22,082 |
231,276 |
+1,723 |
| Sep01 |
000503 |
92.570 |
92.600 |
92.515 |
92.520 |
-0.075 |
15,469 |
189,464 |
-475 |
| Dec01 |
000503 |
92.550 |
92.570 |
92.480 |
92.480 |
-0.090 |
8,514 |
134,992 |
+221 |
| Mar02 |
000503 |
92.620 |
92.630 |
92.545 |
92.550 |
-0.095 |
9,666 |
122,520 |
+640 |
| Jun02 |
000503 |
92.620 |
92.630 |
92.535 |
92.545 |
-0.105 |
4,492 |
87,657 |
-266 |
| Sep02 |
000503 |
92.615 |
92.635 |
92.535 |
92.540 |
-0.115 |
3,308 |
90,058 |
-483 |
| Dec02 |
000503 |
92.580 |
92.590 |
92.475 |
92.485 |
-0.125 |
3,140 |
74,520 |
+19 |
| Mar03 |
000503 |
92.635 |
92.645 |
92.520 |
92.530 |
-0.135 |
3,205 |
69,491 |
+363 |
| Jun03 |
000503 |
92.620 |
92.620 |
92.495 |
92.500 |
-0.145 |
3,800 |
49,246 |
-362 |
| Sep03 |
000503 |
92.595 |
92.595 |
92.480 |
92.480 |
-0.150 |
5,360 |
52,547 |
-471 |
| Dec03 |
000503 |
92.550 |
92.550 |
92.415 |
92.415 |
-0.155 |
4,049 |
37,531 |
-10 |
| Mar04 |
000503 |
92.575 |
92.580 |
92.450 |
92.450 |
-0.160 |
3,892 |
33,035 |
+35 |
| Jun04 |
000503 |
92.550 |
92.550 |
92.410 |
92.410 |
-0.165 |
1,276 |
31,216 |
-208 |
| Sep04 |
000503 |
92.510 |
92.510 |
92.375 |
92.375 |
-0.170 |
1,185 |
26,328 |
-105 |
| Total Volume and Open Interest |
360,360 |
3,287,863 |
+1,923 |
| 30 Day Federal Funds(CBOT) |
| May00 |
000503 |
93.795 |
93.795 |
93.780 |
93.790 |
-0.010 |
|
|
|
| Jun00 |
000503 |
93.570 |
93.575 |
93.550 |
93.560 |
-0.010 |
|
|
|
| Jul00 |
000503 |
93.340 |
93.365 |
93.330 |
93.340 |
-0.030 |
|
|
|
| Aug00 |
000503 |
93.310 |
93.335 |
93.300 |
93.305 |
-0.035 |
|
|
|
| Sep00 |
000503 |
93.240 |
93.240 |
93.220 |
93.220 |
-0.035 |
|
|
|
| Oct00 |
000503 |
93.110 |
93.110 |
93.110 |
93.110 |
-0.035 |
|
|
|
| Total Volume and Open Interest |
3,864 |
38,867 |
+835 |
| 30 Day Fed Funds(e-CBOT) |
| 3-Mth Euro-Yen(CME) |
| Jun00 |
000503 |
99.86 |
99.86 |
99.86 |
99.86 |
unch |
720 |
16,230 |
+346 |
| Sep00 |
000503 |
99.74 |
99.75 |
99.74 |
99.74 |
-0.01 |
352 |
19,804 |
+298 |
| Dec00 |
000503 |
99.57 |
99.57 |
99.57 |
99.57 |
-0.01 |
492 |
14,920 |
+309 |
| Mar01 |
000503 |
99.44 |
99.44 |
99.44 |
99.44 |
unch |
597 |
21,402 |
-168 |
| Jun01 |
000503 |
99.29 |
99.29 |
99.29 |
99.29 |
unch |
240 |
4,624 |
-45 |
| Sep01 |
000503 |
99.14 |
99.14 |
99.14 |
99.14 |
unch |
25 |
14,236 |
+24 |
| Dec01 |
000503 |
99.00 |
99.00 |
99.00 |
99.00 |
unch |
2 |
1,859 |
+0 |
| Mar02 |
000503 |
98.88 |
98.88 |
98.88 |
98.88 |
unch |
0 |
1,251 |
-50 |
| Jun02 |
000503 |
98.67 |
98.67 |
98.67 |
98.67 |
unch |
0 |
79 |
+0 |
| Sep02 |
000503 |
98.45 |
98.45 |
98.45 |
98.45 |
unch |
0 |
30 |
+0 |
| Total Volume and Open Interest |
2,428 |
94,465 |
+714 |
| 3-Mth Euro-Yen(SGX) |
| Jun00 |
000503 |
99.86 |
99.86 |
99.86 |
99.86 |
unch |
|
|
|
| Sep00 |
000503 |
99.75 |
99.75 |
99.74 |
99.75 |
unch |
|
|
|
| Dec00 |
000503 |
99.58 |
99.58 |
99.57 |
99.57 |
unch |
|
|
|
| Mar01 |
000503 |
99.44 |
99.44 |
99.43 |
99.44 |
unch |
|
|
|
| Jun01 |
000503 |
99.31 |
99.31 |
99.29 |
99.29 |
unch |
|
|
|
| Sep01 |
000503 |
99.14 |
99.14 |
99.14 |
99.14 |
unch |
|
|
|
| Dec01 |
000503 |
98.97 |
99.00 |
98.97 |
99.00 |
unch |
|
|
|
| Mar02 |
000503 |
98.86 |
98.87 |
98.86 |
98.87 |
-0.01 |
|
|
|
| Total Volume and Open Interest |
9,698 |
377,080 |
+2,121 |
| Japanese Gov't Bonds(SGX) |
| Jun00 |
000502 |
132.75 |
132.75 |
132.48 |
132.65 |
-0.03 |
|
|
|
| Sep00 |
000502 |
131.86 |
131.86 |
131.86 |
131.86 |
+0.09 |
|
|
|
| Dec00 |
000502 |
131.86 |
131.86 |
131.86 |
131.86 |
+0.09 |
|
|
|
| Total Volume and Open Interest |
7,949 |
24,809 |
+768 |
| Euro-Bund(EUREX) |
| Jun00 |
000503 |
104.60 |
104.67 |
104.02 |
104.14 |
-0.55 |
|
|
|
| Sep00 |
000503 |
104.13 |
104.17 |
103.65 |
103.75 |
-0.51 |
|
|
|
| Dec00 |
000503 |
103.29 |
103.29 |
103.29 |
103.29 |
-0.55 |
|
|
|
| Total Volume and Open Interest |
458,758 |
709,949 |
-28,007 |
| Euro-Bobl(EUREX) |
| Jun00 |
000503 |
102.93 |
102.99 |
102.69 |
102.75 |
-0.22 |
|
|
|
| Sep00 |
000503 |
102.80 |
102.80 |
102.63 |
102.63 |
-0.23 |
|
|
|
| Dec00 |
000503 |
102.05 |
102.05 |
102.05 |
102.05 |
-0.22 |
|
|
|
| Total Volume and Open Interest |
|
|
|
| 3-Mth Euribor(EUREX) |
| Jun00 |
000503 |
95.670 |
95.670 |
95.615 |
95.625 |
-0.055 |
|
|
|
| Sep00 |
000503 |
95.350 |
95.375 |
95.330 |
95.330 |
-0.055 |
|
|
|
| Dec00 |
000503 |
95.080 |
95.090 |
95.055 |
95.055 |
-0.055 |
|
|
|
| Total Volume and Open Interest |
|
|
|
| Long Gilt(LIFFE) |
| Jun00 |
000503 |
113~10 |
114~01 |
113~10 |
113~13 |
-0~02 |
|
|
|
| Sep00 |
000503 |
113~09 |
113~09 |
113~09 |
113~09 |
-0~02 |
|
|
|
| Total Volume and Open Interest |
15,011 |
65,233 |
+1,793 |
| 3-Mth Short Sterling(LIFFE) |
| Jun00 |
000503 |
93.63 |
93.65 |
93.62 |
93.63 |
unch |
|
|
|
| Sep00 |
000503 |
93.46 |
93.49 |
93.44 |
93.46 |
unch |
|
|
|
| Dec00 |
000503 |
93.34 |
93.37 |
93.32 |
93.33 |
-0.01 |
|
|
|
| Mar01 |
000503 |
93.28 |
93.31 |
93.26 |
93.27 |
-0.01 |
|
|
|
| Jun01 |
000503 |
93.23 |
93.25 |
93.20 |
93.22 |
unch |
|
|
|
| Sep01 |
000503 |
93.20 |
93.22 |
93.17 |
93.19 |
unch |
|
|
|
| Total Volume and Open Interest |
78,334 |
811,306 |
+8,958 |
| 3-Mth Euribor(LIFFE) |
| Jun00 |
000503 |
95.675 |
95.675 |
95.615 |
95.615 |
-0.060 |
|
|
|
| Sep00 |
000503 |
95.385 |
95.385 |
95.325 |
95.325 |
-0.060 |
|
|
|
| Dec00 |
000503 |
95.110 |
95.110 |
95.045 |
95.050 |
-0.060 |
|
|
|
| Total Volume and Open Interest |
253,289 |
1,289,338 |
+27,420 |
| 3-Mth Aus T-Bills(SFE) |
| Jun00 |
000503 |
93.57 |
93.61 |
93.54 |
93.55 |
-0.03 |
|
|
|
| Sep00 |
000503 |
93.26 |
93.33 |
93.23 |
93.24 |
-0.03 |
|
|
|
| Dec00 |
000503 |
93.13 |
93.19 |
93.10 |
93.11 |
-0.03 |
|
|
|
| Mar01 |
000503 |
93.07 |
93.11 |
93.04 |
93.04 |
-0.02 |
|
|
|
| Jun01 |
000503 |
93.00 |
93.00 |
92.97 |
92.97 |
-0.02 |
|
|
|
| Sep01 |
000503 |
92.91 |
92.91 |
92.90 |
92.90 |
-0.01 |
|
|
|
| Dec01 |
000503 |
92.85 |
92.85 |
92.83 |
92.83 |
-0.02 |
|
|
|
| Mar02 |
000503 |
92.88 |
92.88 |
92.80 |
92.80 |
-0.03 |
|
|
|
| Jun02 |
000503 |
92.84 |
92.84 |
92.78 |
92.78 |
-0.01 |
|
|
|
| Sep02 |
000503 |
92.76 |
92.77 |
92.75 |
92.75 |
-0.02 |
|
|
|
| Total Volume and Open Interest |
46,977 |
437,727 |
-19,793 |
| 10-Year Aus T-Bonds(SFE) |
| Jun00 |
000503 |
93.51 |
93.55 |
93.44 |
93.46 |
-0.05 |
|
|
|
| Sep00 |
000503 |
93.30 |
93.30 |
93.30 |
93.30 |
-0.05 |
|
|
|
| Total Volume and Open Interest |
12,767 |
186,116 |
+6,587 |
| 3-Year Aus T-Bonds(SFE) |
| Jun00 |
000503 |
93.49 |
93.56 |
93.46 |
93.48 |
-0.01 |
|
|
|
| Sep00 |
000503 |
93.31 |
93.31 |
93.31 |
93.31 |
-0.01 |
|
|
|
| Total Volume and Open Interest |
42,796 |
375,273 |
+18,542 |
| Gold(CMX) |
| Jun00 |
000503 |
278.0 |
279.4 |
276.6 |
279.1 |
+2.1 |
16,038 |
92,000 |
+636 |
| Aug00 |
000503 |
281.1 |
282.3 |
279.5 |
281.9 |
+2.2 |
1,001 |
16,224 |
+580 |
| Oct00 |
000503 |
283.5 |
285.0 |
283.5 |
284.7 |
+2.2 |
1 |
4,114 |
+2 |
| Dec00 |
000503 |
286.7 |
287.6 |
285.0 |
287.6 |
+2.3 |
279 |
20,106 |
+0 |
| Feb01 |
000503 |
290.1 |
290.1 |
290.1 |
290.1 |
+2.4 |
610 |
8,278 |
+0 |
| Apr01 |
000503 |
292.9 |
292.9 |
292.9 |
292.9 |
+2.4 |
0 |
3,375 |
+0 |
| Jun01 |
000503 |
293.5 |
295.6 |
293.5 |
295.6 |
+2.4 |
220 |
8,733 |
+15 |
| Aug01 |
000503 |
298.3 |
298.3 |
298.3 |
298.3 |
+2.4 |
0 |
691 |
+0 |
| Oct01 |
000503 |
300.9 |
300.9 |
300.9 |
300.9 |
+2.4 |
0 |
141 |
+0 |
| Dec01 |
000503 |
301.8 |
303.6 |
301.8 |
303.6 |
+2.5 |
21 |
5,366 |
+1 |
| Feb02 |
000503 |
306.3 |
306.3 |
306.3 |
306.3 |
+2.6 |
|
|
|
| Total Volume and Open Interest |
18,170 |
168,232 |
+1,234 |
| Silver(CMX) |
| May00 |
000503 |
500.5 |
505.0 |
499.0 |
502.5 |
unch |
170 |
895 |
-207 |
| Jul00 |
000503 |
507.0 |
510.5 |
505.5 |
507.7 |
unch |
3,711 |
55,513 |
+288 |
| Sep00 |
000503 |
509.0 |
513.0 |
509.0 |
511.7 |
unch |
135 |
3,557 |
-20 |
| Dec00 |
000503 |
517.0 |
518.5 |
515.0 |
516.0 |
unch |
31 |
7,364 |
-4 |
| Mar01 |
000503 |
515.0 |
518.7 |
515.0 |
518.7 |
+0.3 |
0 |
898 |
+0 |
| May01 |
000503 |
520.6 |
520.6 |
520.6 |
520.6 |
+0.3 |
3 |
802 |
+3 |
| Jul01 |
000503 |
522.6 |
522.6 |
522.6 |
522.6 |
+0.3 |
0 |
1,119 |
+0 |
| Total Volume and Open Interest |
4,052 |
72,673 |
+62 |
| Platinum(NYMEX) |
| Jul00 |
000503 |
480.0 |
481.0 |
466.0 |
471.9 |
-11.3 |
825 |
7,462 |
-25 |
| Oct00 |
000503 |
463.0 |
463.0 |
457.9 |
457.9 |
-7.3 |
2 |
644 |
-1 |
| Jan01 |
000503 |
446.9 |
446.9 |
446.9 |
446.9 |
-7.3 |
0 |
18 |
+18 |
| Total Volume and Open Interest |
827 |
8,124 |
-26 |
| Palladium(NYMEX) |
| Jun00 |
000503 |
590.00 |
600.00 |
578.00 |
593.25 |
-5.75 |
139 |
2,283 |
-30 |
| Sep00 |
000503 |
590.75 |
590.75 |
590.75 |
590.75 |
-5.25 |
21 |
162 |
+21 |
| Dec00 |
000503 |
583.75 |
583.75 |
583.75 |
583.75 |
-5.25 |
0 |
10 |
+10 |
| Total Volume and Open Interest |
160 |
2,455 |
-9 |
| Copper(CMX) |
| May00 |
000503 |
82.00 |
82.00 |
80.95 |
81.55 |
-0.20 |
1,115 |
6,787 |
-44 |
| Jul00 |
000503 |
81.95 |
82.40 |
81.35 |
81.85 |
-0.30 |
15,866 |
36,312 |
-1,198 |
| Sep00 |
000503 |
82.20 |
82.75 |
81.80 |
82.15 |
-0.35 |
908 |
6,269 |
-7 |
| Dec00 |
000503 |
83.05 |
83.10 |
82.60 |
82.75 |
-0.35 |
1,341 |
5,830 |
+300 |
| Mar01 |
000503 |
83.25 |
83.25 |
83.25 |
83.25 |
-0.35 |
245 |
1,936 |
+169 |
| Total Volume and Open Interest |
165,133 |
69,211 |
-688 |
| Aluminum(CMX) |
| DJIA Index(CBOT) |
| Jun00 |
000503 |
10750 |
10750 |
10435 |
10523 |
-252 |
11,301 |
16,282 |
-262 |
| Sep00 |
000503 |
10870 |
10870 |
10630 |
10661 |
-254 |
9 |
554 |
+2 |
| Dec00 |
000503 |
11022 |
11022 |
10811 |
10811 |
-256 |
0 |
1,680 |
+0 |
| Total Volume and Open Interest |
11,310 |
18,522 |
-260 |
| S & P 500(CME) |
| Jun00 |
000503 |
1447.00 |
1447.00 |
1404.50 |
1422.50 |
-28.00 |
67,932 |
369,168 |
-1,736 |
| Sep00 |
000503 |
1466.00 |
1466.00 |
1425.00 |
1443.00 |
-28.50 |
623 |
6,620 |
+263 |
| Dec00 |
000503 |
1465.50 |
1465.50 |
1453.00 |
1465.50 |
-28.50 |
46 |
3,365 |
-5 |
| Mar01 |
000503 |
1515.00 |
1515.00 |
1476.00 |
1489.30 |
-27.70 |
36 |
341 |
-17 |
| Total Volume and Open Interest |
68,646 |
379,878 |
-1,494 |
| S & P 500 E-Mini(Globex) |
| Jun00 |
000503 |
1450.75 |
1451.50 |
1404.50 |
1422.50 |
-28.00 |
76,464 |
34,713 |
-236 |
| Sep00 |
000503 |
1450.00 |
1450.00 |
1436.75 |
1443.00 |
-28.50 |
1 |
14 |
+0 |
| Total Volume and Open Interest |
76,465 |
34,727 |
-236 |
| NASDAQ 100(CME) |
| Jun00 |
000503 |
3620.00 |
3635.00 |
3450.00 |
3585.00 |
-53.00 |
15,380 |
34,250 |
-4,123 |
| Sep00 |
000503 |
3638.00 |
3638.00 |
3638.00 |
3638.00 |
-53.00 |
0 |
90 |
+0 |
| Dec00 |
000503 |
3695.00 |
3695.00 |
3695.00 |
3695.00 |
-53.00 |
0 |
10 |
+0 |
| Total Volume and Open Interest |
15,380 |
34,350 |
-4,123 |
| NASDAQ 100 E-Mini(Globex) |
| S & P Midcap 400(CME) |
| Jun00 |
000503 |
476.00 |
477.00 |
462.50 |
469.50 |
-7.05 |
|
|
|
| Sep00 |
000503 |
475.00 |
475.00 |
475.00 |
475.00 |
-7.05 |
|
|
|
| Dec00 |
000503 |
481.00 |
481.00 |
481.00 |
481.00 |
-7.05 |
|
|
|
| Total Volume and Open Interest |
601 |
12,432 |
-81 |
| Russell 2000(CME) |
| Jun00 |
000503 |
502.10 |
505.00 |
487.50 |
496.00 |
-8.75 |
1,865 |
13,612 |
-224 |
| Sep00 |
000503 |
502.25 |
502.25 |
502.25 |
502.25 |
-8.75 |
0 |
4 |
+0 |
| Dec00 |
000503 |
509.80 |
509.80 |
509.80 |
509.80 |
-8.75 |
|
|
|
| Total Volume and Open Interest |
1,865 |
13,616 |
-224 |
| Russell 2000 E-Mini(Globex) |
| Nikkei 225(CME) |
| Jun00 |
000502 |
18550 |
18580 |
18400 |
18475 |
+80 |
|
|
|
| Sep00 |
000502 |
18500 |
18500 |
18500 |
18500 |
+90 |
|
|
|
| Total Volume and Open Interest |
12,089 |
122,374 |
-1,503 |
| Nikkei 225(SGX) |
| Jun00 |
000502 |
18550 |
18580 |
18400 |
18475 |
+80 |
|
|
|
| Sep00 |
000502 |
18500 |
18500 |
18500 |
18500 |
+90 |
|
|
|
| Dec00 |
000502 |
18470 |
18470 |
18470 |
18470 |
+80 |
|
|
|
| Total Volume and Open Interest |
12,089 |
122,374 |
-1,503 |
| CAC 40(EURONEXT) |
| May00 |
000503 |
6500.0 |
6536.5 |
6403.5 |
6412.0 |
-144.0 |
|
|
|
| Jun00 |
000503 |
6468.0 |
6540.0 |
6392.0 |
6404.0 |
-144.0 |
|
|
|
| Jul00 |
000503 |
6424.0 |
6424.0 |
6424.0 |
6424.0 |
|
|
|
|
| Hang Seng Index(HKFE) |
| May00 |
000503 |
15670 |
15700 |
15450 |
15515 |
-315 |
|
|
|
| Jun00 |
000503 |
15530 |
15565 |
15530 |
15565 |
-315 |
|
|
|
| Total Volume and Open Interest |
|
|
|
| DAX(EUREX) |
| Jun00 |
000503 |
7523.0 |
7598.5 |
7375.0 |
7380.0 |
-200.0 |
|
|
|
| Sep00 |
000503 |
7584.5 |
7669.0 |
7456.0 |
7456.0 |
-199.5 |
|
|
|
| Dec00 |
000503 |
7652.0 |
7737.5 |
7538.5 |
7538.5 |
-198.5 |
|
|
|
| Total Volume and Open Interest |
39,900 |
381,909 |
-1,189 |
| FT-SE 100(EURONEXT) |
| Jun00 |
000503 |
6390.00 |
6390.00 |
6202.00 |
6214.00 |
-215.00 |
|
|
|
| Sep00 |
000503 |
6410.50 |
6410.50 |
6281.00 |
6281.00 |
-215.00 |
|
|
|
| Dec00 |
000503 |
6365.00 |
6365.00 |
6365.00 |
6365.00 |
-215.00 |
|
|
|
| Total Volume and Open Interest |
24,844 |
219,865 |
+2,807 |
| SPI 200(SFE) |
| Jun00 |
000503 |
3142.0 |
3144.0 |
3106.0 |
3117.0 |
-29.0 |
63 |
111,947 |
-45,566 |
| Sep00 |
000503 |
3155.0 |
3155.0 |
3125.0 |
3134.0 |
-29.0 |
492 |
4,385 |
+135 |
| Dec00 |
000503 |
3156.0 |
3156.0 |
3156.0 |
3156.0 |
-29.0 |
0 |
1,687 |
+0 |
| Total Volume and Open Interest |
555 |
118,993 |
-45,431 |
| GSCI(CME) |
| May00 |
000503 |
209.95 |
212.05 |
208.15 |
208.15 |
-2.35 |
234 |
39,492 |
-56 |
| Jun00 |
000503 |
208.40 |
210.20 |
206.45 |
206.45 |
-2.35 |
14 |
102 |
+11 |
| Jul00 |
000503 |
206.00 |
208.50 |
206.00 |
206.00 |
-2.00 |
|
|
|
| Total Volume and Open Interest |
248 |
39,594 |
+39,594 |
| Reuters CCI(ICE) |
| Jun00 |
000503 |
216.60 |
218.30 |
215.60 |
215.65 |
-1.45 |
233 |
1,906 |
+83 |
| Aug00 |
000503 |
217.10 |
218.60 |
216.05 |
216.05 |
-1.85 |
9 |
1,079 |
+3 |
| Nov00 |
000503 |
220.00 |
220.00 |
216.45 |
216.45 |
-2.25 |
0 |
529 |
+0 |
| Total Volume and Open Interest |
5,302 |
|
|
|
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
|
|