 |
MRCI's Free Historical Futures Prices |
Daily Futures Price Listing Tue May 16, 2000 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Jul00 |
000516 |
548.50 |
551.75 |
542.00 |
543.75 |
-6.00 |
60,128 |
101,598 |
-5,054 |
Aug00 |
000516 |
552.00 |
555.25 |
546.00 |
547.50 |
-5.75 |
2,181 |
12,729 |
+390 |
Sep00 |
000516 |
554.50 |
558.00 |
548.50 |
550.00 |
-6.00 |
938 |
8,526 |
-19 |
Nov00 |
000516 |
562.50 |
565.50 |
555.00 |
557.00 |
-6.50 |
15,851 |
54,243 |
+371 |
Jan01 |
000516 |
570.00 |
572.50 |
563.50 |
565.00 |
-6.00 |
433 |
4,946 |
-248 |
Mar01 |
000516 |
575.00 |
578.00 |
569.50 |
570.75 |
-7.25 |
105 |
5,517 |
-8 |
May01 |
000516 |
577.00 |
581.00 |
573.00 |
574.50 |
-6.50 |
40 |
5,308 |
-11 |
Total Volume and Open Interest |
79,913 |
197,866 |
-4,556 |
Soybean Meal(CBOT) |
Jul00 |
000516 |
182.70 |
183.80 |
180.50 |
181.70 |
-1.40 |
25,878 |
67,181 |
-3,711 |
Aug00 |
000516 |
182.80 |
183.50 |
180.50 |
181.60 |
-1.40 |
2,176 |
13,710 |
-233 |
Sep00 |
000516 |
182.50 |
183.20 |
180.50 |
181.40 |
-1.60 |
1,671 |
7,748 |
+96 |
Oct00 |
000516 |
182.50 |
183.10 |
180.40 |
181.20 |
-2.00 |
441 |
7,507 |
-135 |
Dec00 |
000516 |
183.80 |
184.50 |
181.10 |
182.20 |
-2.10 |
3,044 |
19,897 |
-384 |
Jan01 |
000516 |
183.70 |
184.00 |
182.00 |
182.40 |
-2.00 |
128 |
2,131 |
-56 |
Mar01 |
000516 |
184.10 |
184.10 |
182.00 |
182.00 |
-2.10 |
7 |
2,465 |
-346 |
May01 |
000516 |
184.50 |
184.50 |
182.00 |
182.80 |
-2.10 |
1 |
1,840 |
+0 |
Total Volume and Open Interest |
33,346 |
122,625 |
-4,769 |
Soybean Oil(CBOT) |
Jul00 |
000516 |
17.02 |
17.31 |
16.96 |
17.00 |
-0.03 |
28,729 |
53,392 |
-7,056 |
Aug00 |
000516 |
18.20 |
18.20 |
17.18 |
17.19 |
-0.04 |
3,495 |
13,873 |
-397 |
Sep00 |
000516 |
17.40 |
17.70 |
17.37 |
17.37 |
-0.07 |
1,499 |
12,413 |
+521 |
Oct00 |
000516 |
17.60 |
17.85 |
17.55 |
17.55 |
-0.08 |
506 |
7,327 |
+90 |
Dec00 |
000516 |
17.92 |
18.20 |
17.89 |
17.89 |
-0.07 |
6,049 |
21,706 |
-2,130 |
Jan01 |
000516 |
18.25 |
18.42 |
18.20 |
18.20 |
-0.06 |
31 |
8,033 |
-21 |
Mar01 |
000516 |
18.60 |
18.80 |
18.50 |
18.50 |
-0.13 |
156 |
3,471 |
+89 |
May01 |
000516 |
18.93 |
19.10 |
18.80 |
18.80 |
-0.13 |
6 |
4,094 |
+6 |
Total Volume and Open Interest |
40,757 |
126,787 |
-8,697 |
Canola(WCE) |
May00 |
000516 |
264.2 |
264.2 |
264.2 |
264.2 |
unch |
|
|
|
Jul00 |
000516 |
269.5 |
270.9 |
267.9 |
268.3 |
-0.8 |
134 |
29,454 |
-572 |
Aug00 |
000516 |
273.1 |
273.5 |
271.1 |
271.7 |
-0.7 |
71 |
4,442 |
-30 |
Sep00 |
000516 |
275.0 |
276.5 |
274.0 |
274.0 |
-1.0 |
6 |
664 |
+664 |
Nov00 |
000516 |
281.0 |
282.1 |
279.5 |
280.5 |
-0.6 |
41 |
25,475 |
+583 |
Total Volume and Open Interest |
7,871 |
64,177 |
+2 |
Corn(CBOT) |
Jul00 |
000516 |
238.25 |
240.25 |
235.25 |
235.50 |
-3.25 |
80,307 |
246,811 |
-9,764 |
Sep00 |
000516 |
247.00 |
248.50 |
243.50 |
243.75 |
-3.50 |
6,779 |
60,236 |
+13 |
Nov00 |
000516 |
252.50 |
254.00 |
249.00 |
249.00 |
-3.25 |
10 |
958 |
+5 |
Dec00 |
000516 |
256.50 |
258.25 |
252.75 |
253.00 |
-3.50 |
23,642 |
137,865 |
-682 |
Jan01 |
000516 |
256.00 |
256.00 |
256.00 |
256.00 |
-3.75 |
99 |
149 |
+55 |
Mar01 |
000516 |
264.00 |
266.00 |
260.75 |
261.00 |
-3.50 |
985 |
18,362 |
+119 |
Total Volume and Open Interest |
112,386 |
478,432 |
-10,252 |
Wheat(CBOT) |
Jul00 |
000516 |
282.75 |
285.50 |
280.50 |
281.25 |
-1.00 |
27,471 |
80,206 |
+1,049 |
Sep00 |
000516 |
293.50 |
296.00 |
291.50 |
291.75 |
-1.75 |
2,993 |
19,826 |
-391 |
Dec00 |
000516 |
308.50 |
311.50 |
306.25 |
307.50 |
-1.75 |
3,785 |
24,664 |
+636 |
Mar01 |
000516 |
321.00 |
323.00 |
318.50 |
319.25 |
-2.75 |
145 |
7,156 |
+41 |
May01 |
000516 |
325.50 |
325.50 |
325.50 |
325.50 |
-1.00 |
0 |
45 |
+0 |
Total Volume and Open Interest |
34,660 |
134,404 |
+1,491 |
Wheat(KCBT) |
May00 |
000516 |
295.50 |
295.50 |
295.50 |
295.50 |
+1.50 |
|
|
|
Jul00 |
000516 |
304.00 |
307.00 |
302.00 |
302.50 |
-0.75 |
|
|
|
Sep00 |
000516 |
314.25 |
317.00 |
312.50 |
313.00 |
-1.00 |
|
|
|
Dec00 |
000516 |
328.50 |
331.00 |
327.00 |
327.50 |
-0.75 |
|
|
|
Mar01 |
000516 |
339.00 |
342.00 |
338.00 |
338.50 |
-1.50 |
|
|
|
Total Volume and Open Interest |
|
|
|
Wheat(MGE) |
May00 |
000516 |
323.00 |
323.00 |
323.00 |
323.00 |
+1.00 |
|
|
|
Jul00 |
000516 |
333.25 |
333.50 |
333.25 |
333.50 |
-3.50 |
2,659 |
0 |
+0 |
Sep00 |
000516 |
344.00 |
344.00 |
344.00 |
344.00 |
-4.50 |
1,227 |
0 |
-5,234 |
Dec00 |
000516 |
357.25 |
357.50 |
357.25 |
357.50 |
-1.50 |
344 |
0 |
+0 |
Mar01 |
000516 |
369.00 |
369.50 |
369.00 |
369.00 |
-1.25 |
1 |
0 |
+0 |
Total Volume and Open Interest |
|
|
|
Oats(CBOT) |
Jul00 |
000516 |
119.75 |
121.00 |
118.75 |
119.00 |
-0.75 |
1,883 |
10,609 |
-245 |
Sep00 |
000516 |
124.00 |
125.50 |
123.75 |
123.75 |
-0.25 |
153 |
2,816 |
+35 |
Dec00 |
000516 |
129.00 |
130.75 |
129.00 |
129.00 |
-0.75 |
184 |
4,235 |
-12 |
Mar01 |
000516 |
136.00 |
136.00 |
136.00 |
136.00 |
unch |
0 |
384 |
+0 |
Total Volume and Open Interest |
2,220 |
18,045 |
-222 |
Rough Rice(CBOT) |
May00 |
000516 |
5.18 |
5.18 |
5.18 |
5.18 |
+0.03 |
0 |
10 |
+0 |
Jul00 |
000516 |
5.37 |
5.42 |
5.35 |
5.38 |
+0.03 |
221 |
4,358 |
-247 |
Sep00 |
000516 |
6.30 |
6.32 |
6.28 |
6.29 |
+0.01 |
27 |
911 |
-56 |
Nov00 |
000516 |
6.40 |
6.42 |
6.40 |
6.40 |
+0.02 |
43 |
1,423 |
-29 |
Total Volume and Open Interest |
335 |
7,222 |
-327 |
Live Cattle(CME) |
Jun00 |
000516 |
68.050 |
68.325 |
67.900 |
68.125 |
+0.200 |
6,654 |
40,062 |
-640 |
Aug00 |
000516 |
68.250 |
68.475 |
67.975 |
68.125 |
-0.025 |
3,440 |
40,093 |
+1,014 |
Oct00 |
000516 |
70.900 |
71.000 |
70.650 |
70.850 |
+0.050 |
1,679 |
21,525 |
+837 |
Dec00 |
000516 |
72.650 |
72.650 |
72.300 |
72.425 |
-0.025 |
640 |
8,188 |
+122 |
Feb01 |
000516 |
74.050 |
74.250 |
73.900 |
73.950 |
unch |
242 |
4,122 |
+114 |
Apr01 |
000516 |
76.100 |
76.125 |
75.950 |
76.075 |
unch |
106 |
4,333 |
+46 |
Total Volume and Open Interest |
13,084 |
120,792 |
+1,510 |
Feeder Cattle(CME) |
May00 |
000516 |
83.100 |
83.200 |
83.000 |
83.175 |
+0.200 |
340 |
2,428 |
-135 |
Aug00 |
000516 |
84.150 |
84.350 |
83.650 |
83.825 |
-0.125 |
1,041 |
9,110 |
+135 |
Sep00 |
000516 |
84.200 |
84.400 |
84.000 |
84.000 |
unch |
115 |
1,917 |
-21 |
Oct00 |
000516 |
85.200 |
85.300 |
84.800 |
84.975 |
-0.025 |
183 |
2,226 |
+34 |
Nov00 |
000516 |
86.300 |
86.425 |
85.950 |
86.250 |
unch |
55 |
1,395 |
-7 |
Jan01 |
000516 |
87.000 |
87.200 |
86.950 |
87.200 |
+0.150 |
26 |
772 |
+20 |
Mar01 |
000516 |
87.000 |
87.000 |
87.000 |
87.000 |
unch |
2 |
135 |
+2 |
Total Volume and Open Interest |
1,762 |
17,983 |
+28 |
Lean Hogs(CME) |
Jun00 |
000516 |
70.100 |
71.400 |
70.100 |
70.900 |
+0.050 |
6,176 |
28,401 |
+112 |
Jul00 |
000516 |
69.500 |
70.275 |
69.500 |
69.900 |
+0.225 |
3,724 |
17,691 |
+784 |
Aug00 |
000516 |
66.300 |
66.950 |
66.250 |
66.725 |
+0.125 |
2,311 |
11,662 |
+903 |
Oct00 |
000516 |
57.750 |
58.300 |
57.550 |
58.225 |
+0.425 |
352 |
6,496 |
+391 |
Dec00 |
000516 |
55.800 |
56.300 |
55.750 |
56.150 |
+0.350 |
309 |
4,778 |
+290 |
Feb01 |
000516 |
56.400 |
56.750 |
56.400 |
56.600 |
+0.275 |
67 |
1,148 |
+31 |
Apr01 |
000516 |
55.450 |
55.800 |
55.425 |
55.425 |
-0.050 |
42 |
321 |
+49 |
Jun01 |
000516 |
63.000 |
63.000 |
63.000 |
63.000 |
-0.100 |
3 |
37 |
+7 |
Total Volume and Open Interest |
12,984 |
70,534 |
+2,567 |
Pork Bellies(CME) |
May00 |
000516 |
90.250 |
91.150 |
90.250 |
90.350 |
+1.050 |
128 |
346 |
-107 |
Jul00 |
000516 |
86.350 |
87.950 |
86.350 |
87.100 |
+0.950 |
1,268 |
3,898 |
-16 |
Aug00 |
000516 |
84.500 |
86.050 |
84.500 |
85.075 |
+0.700 |
273 |
1,194 |
+60 |
Feb01 |
000516 |
77.100 |
77.300 |
77.100 |
77.300 |
+0.275 |
27 |
80 |
+2 |
Mar01 |
000516 |
78.300 |
78.300 |
78.300 |
78.300 |
-0.050 |
|
|
|
Total Volume and Open Interest |
1,696 |
5,518 |
-61 |
Cocoa(NYBOT) |
May00 |
000516 |
783 |
783 |
783 |
783 |
unch |
|
|
|
Jul00 |
000516 |
810 |
840 |
810 |
837 |
+27 |
3,026 |
42,262 |
-189 |
Sep00 |
000516 |
845 |
868 |
845 |
863 |
+25 |
966 |
25,034 |
-128 |
Dec00 |
000516 |
878 |
900 |
878 |
896 |
+25 |
174 |
16,187 |
+36 |
Mar01 |
000516 |
914 |
932 |
914 |
932 |
+25 |
35 |
7,208 |
-24 |
May01 |
000516 |
940 |
957 |
940 |
957 |
+25 |
|
|
|
Jul01 |
000516 |
983 |
988 |
983 |
983 |
+25 |
|
|
|
Total Volume and Open Interest |
4,201 |
90,691 |
-317 |
Coffee "C"(NYBOT) |
May00 |
000516 |
92.50 |
92.50 |
92.00 |
92.25 |
+1.00 |
67 |
521 |
-91 |
Jul00 |
000516 |
93.00 |
95.75 |
93.00 |
94.65 |
+0.90 |
5,646 |
30,125 |
-158 |
Sep00 |
000516 |
98.30 |
98.80 |
96.50 |
97.75 |
+0.90 |
1,351 |
13,322 |
+355 |
Dec00 |
000516 |
100.60 |
102.00 |
100.30 |
101.35 |
+0.90 |
673 |
4,939 |
-129 |
Mar01 |
000516 |
104.00 |
105.50 |
104.00 |
104.95 |
+0.85 |
410 |
1,761 |
+208 |
May01 |
000516 |
107.00 |
107.00 |
107.00 |
107.00 |
+0.80 |
7 |
252 |
+7 |
Total Volume and Open Interest |
8,195 |
50,979 |
+251 |
Orange Juice(NYBOT) |
Jul00 |
000516 |
82.55 |
83.40 |
82.40 |
83.10 |
+0.55 |
708 |
11,874 |
-147 |
Sep00 |
000516 |
82.80 |
83.50 |
82.60 |
83.20 |
+0.40 |
149 |
4,695 |
+42 |
Nov00 |
000516 |
82.90 |
83.60 |
82.90 |
83.20 |
+0.45 |
61 |
3,181 |
-12 |
Jan01 |
000516 |
83.50 |
83.50 |
83.30 |
83.30 |
+0.30 |
17 |
1,197 |
-13 |
Mar01 |
000516 |
84.25 |
84.25 |
83.80 |
83.80 |
+0.20 |
24 |
1,051 |
+13 |
Total Volume and Open Interest |
959 |
22,441 |
-117 |
Sugar #11(NYBOT) |
Jul00 |
000516 |
6.96 |
7.17 |
6.95 |
7.13 |
+0.18 |
14,706 |
112,767 |
-786 |
Oct00 |
000516 |
7.20 |
7.38 |
7.17 |
7.35 |
+0.17 |
6,387 |
42,029 |
+1,286 |
Mar01 |
000516 |
7.44 |
7.45 |
7.37 |
7.43 |
+0.07 |
2,943 |
29,097 |
+1,381 |
May01 |
000516 |
7.40 |
7.44 |
7.40 |
7.42 |
+0.07 |
68 |
4,180 |
+52 |
Jul01 |
000516 |
7.41 |
7.44 |
7.38 |
7.40 |
+0.07 |
14 |
4,896 |
+4 |
Total Volume and Open Interest |
24,782 |
201,873 |
+2,186 |
London Cocoa(LCE) |
May00 |
000515 |
601 |
607 |
599 |
599 |
-6 |
1,822 |
11,607 |
-3,028 |
Jul00 |
000516 |
605 |
629 |
602 |
624 |
+24 |
3,252 |
38,754 |
+181 |
Sep00 |
000516 |
622 |
647 |
622 |
644 |
+25 |
1,344 |
30,243 |
+168 |
Dec00 |
000516 |
654 |
683 |
653 |
679 |
+28 |
1,253 |
31,345 |
+168 |
Mar01 |
000516 |
670 |
698 |
670 |
694 |
+27 |
449 |
24,322 |
+50 |
May01 |
000516 |
695 |
712 |
695 |
709 |
+27 |
9,131 |
9,405 |
+93 |
Jul01 |
000516 |
723 |
723 |
723 |
723 |
+27 |
0 |
4,937 |
+0 |
Total Volume and Open Interest |
24,429 |
151,683 |
+151,683 |
London Coffee(LCE) |
May00 |
000516 |
901.00 |
901.00 |
899.00 |
901.00 |
unch |
79 |
804 |
-56 |
Jul00 |
000516 |
918.00 |
920.00 |
914.00 |
918.00 |
-5.00 |
1,785 |
38,061 |
+18 |
Sep00 |
000516 |
929.00 |
930.00 |
925.00 |
929.00 |
-4.00 |
570 |
16,690 |
+201 |
Nov00 |
000516 |
945.00 |
945.00 |
940.00 |
943.00 |
-4.00 |
176 |
5,798 |
+142 |
Jan01 |
000516 |
958.00 |
958.00 |
956.00 |
956.00 |
-4.00 |
5 |
2,087 |
-17 |
Mar01 |
000516 |
970.00 |
970.00 |
970.00 |
970.00 |
unch |
0 |
805 |
+14 |
Total Volume and Open Interest |
2,615 |
64,803 |
+64,803 |
London Sugar(LCE) |
May00 |
000414 |
190.80 |
194.60 |
188.00 |
189.50 |
-1.30 |
2,157 |
2,521 |
-1,172 |
Aug00 |
000516 |
197.50 |
199.30 |
197.40 |
198.30 |
+1.20 |
937 |
22,164 |
-101 |
Oct00 |
000516 |
199.70 |
202.00 |
199.70 |
201.00 |
+1.30 |
445 |
10,199 |
+52 |
Dec00 |
000516 |
201.40 |
203.40 |
201.40 |
203.10 |
+1.40 |
24 |
996 |
+136 |
Mar01 |
000516 |
206.00 |
206.00 |
205.80 |
205.80 |
+1.10 |
0 |
2,680 |
+158 |
Total Volume and Open Interest |
|
|
|
Cotton(NYBOT) |
Jul00 |
000516 |
62.80 |
62.90 |
62.35 |
62.62 |
-0.13 |
6,784 |
29,455 |
+400 |
Oct00 |
000516 |
63.45 |
63.85 |
63.30 |
63.47 |
-0.09 |
298 |
1,717 |
+97 |
Dec00 |
000516 |
63.85 |
63.99 |
63.50 |
63.64 |
-0.29 |
3,331 |
18,152 |
+764 |
Mar01 |
000516 |
64.80 |
64.85 |
64.50 |
64.60 |
-0.20 |
142 |
2,230 |
+22 |
May01 |
000516 |
65.40 |
65.40 |
65.15 |
65.15 |
-0.20 |
32 |
1,216 |
+20 |
Jul01 |
000516 |
66.00 |
66.00 |
65.85 |
65.85 |
-0.20 |
7 |
440 |
-1 |
Total Volume and Open Interest |
10,599 |
53,463 |
+1,322 |
Lumber(CME) |
Jul00 |
000516 |
286.5 |
292.7 |
286.5 |
291.9 |
+3.3 |
469 |
2,262 |
+96 |
Sep00 |
000516 |
291.6 |
294.6 |
291.1 |
294.1 |
+2.7 |
96 |
504 |
+7 |
Nov00 |
000516 |
291.2 |
295.2 |
291.1 |
295.1 |
+3.6 |
24 |
181 |
+13 |
Jan01 |
000516 |
298.2 |
298.2 |
298.2 |
298.2 |
+5.7 |
|
|
|
Total Volume and Open Interest |
838 |
3,003 |
+24 |
Crude Oil(NYM) |
Jun00 |
000516 |
30.10 |
30.22 |
29.60 |
29.73 |
-0.19 |
47,413 |
67,713 |
-2,902 |
Jul00 |
000516 |
29.55 |
29.89 |
29.54 |
29.65 |
-0.08 |
34,004 |
116,467 |
+2,454 |
Aug00 |
000516 |
29.30 |
29.40 |
29.04 |
29.08 |
+0.01 |
9,316 |
42,848 |
+1,870 |
Sep00 |
000516 |
28.70 |
28.70 |
28.30 |
28.41 |
unch |
4,297 |
25,117 |
-422 |
Oct00 |
000516 |
27.99 |
27.99 |
27.72 |
27.81 |
-0.02 |
1,596 |
20,020 |
+423 |
Nov00 |
000516 |
27.33 |
27.33 |
27.25 |
27.28 |
-0.04 |
1,314 |
15,395 |
+23 |
Dec00 |
000516 |
27.00 |
27.00 |
26.65 |
26.80 |
-0.06 |
4,485 |
39,444 |
+872 |
Jan01 |
000516 |
26.40 |
26.45 |
26.40 |
26.40 |
-0.07 |
517 |
14,423 |
+130 |
Feb01 |
000516 |
25.95 |
26.01 |
25.95 |
26.01 |
-0.08 |
339 |
6,908 |
+249 |
Mar01 |
000516 |
25.70 |
25.70 |
25.47 |
25.62 |
-0.09 |
519 |
7,786 |
+62 |
Total Volume and Open Interest |
107,776 |
469,337 |
+2,537 |
Heating Oil(NYM) |
Jun00 |
000516 |
77.60 |
77.90 |
76.60 |
76.84 |
-0.41 |
19,584 |
112,606 |
-1,169 |
Jul00 |
000516 |
75.30 |
75.65 |
74.45 |
74.59 |
-0.28 |
4,661 |
24,049 |
-352 |
Aug00 |
000516 |
74.70 |
74.70 |
73.85 |
73.89 |
-0.08 |
704 |
11,433 |
+119 |
Sep00 |
000516 |
74.40 |
74.60 |
73.84 |
73.84 |
-0.03 |
372 |
7,398 |
+61 |
Oct00 |
000516 |
74.40 |
74.40 |
73.80 |
73.94 |
+0.02 |
321 |
5,386 |
+49 |
Nov00 |
000516 |
74.35 |
74.35 |
73.99 |
73.99 |
+0.02 |
217 |
6,758 |
+7 |
Dec00 |
000516 |
74.30 |
74.50 |
73.80 |
73.99 |
+0.02 |
1,856 |
15,304 |
-358 |
Jan01 |
000516 |
73.80 |
73.80 |
73.25 |
73.34 |
+0.07 |
602 |
5,734 |
-210 |
Feb01 |
000516 |
71.85 |
72.80 |
71.85 |
71.94 |
+0.07 |
431 |
4,807 |
+161 |
Mar01 |
000516 |
69.15 |
70.00 |
69.15 |
69.49 |
+0.17 |
510 |
2,956 |
+5 |
Total Volume and Open Interest |
19,584 |
112,606 |
-1,169 |
Unleaded Gas(NYM) |
Jun00 |
000516 |
97.50 |
98.90 |
97.50 |
98.31 |
+1.52 |
20,617 |
34,819 |
-1,526 |
Jul00 |
000516 |
94.87 |
95.35 |
93.85 |
94.38 |
+0.87 |
9,525 |
30,078 |
-75 |
Aug00 |
000516 |
89.70 |
90.25 |
89.30 |
89.63 |
+0.62 |
2,826 |
15,624 |
+15 |
Sep00 |
000516 |
85.40 |
85.40 |
84.70 |
84.83 |
+0.52 |
1,253 |
14,071 |
+271 |
Oct00 |
000516 |
79.70 |
79.85 |
79.25 |
79.55 |
+0.39 |
392 |
7,419 |
+45 |
Nov00 |
000516 |
76.30 |
76.55 |
76.30 |
76.55 |
+0.24 |
414 |
3,098 |
-21 |
Dec00 |
000516 |
75.00 |
75.00 |
73.90 |
74.85 |
+0.19 |
148 |
1,924 |
+72 |
Jan01 |
000516 |
73.50 |
73.50 |
73.50 |
73.50 |
+0.15 |
1 |
261 |
+1 |
Total Volume and Open Interest |
54,830 |
219,980 |
+111,447 |
Natural Gas(NYM) |
Jun00 |
000516 |
3.425 |
3.475 |
3.410 |
3.448 |
+0.052 |
30,374 |
61,815 |
+1,048 |
Jul00 |
000516 |
3.450 |
3.500 |
3.435 |
3.475 |
+0.051 |
8,916 |
36,972 |
+85 |
Aug00 |
000516 |
3.460 |
3.520 |
3.460 |
3.497 |
+0.054 |
2,476 |
26,285 |
-55 |
Sep00 |
000516 |
3.460 |
3.515 |
3.455 |
3.495 |
+0.057 |
1,045 |
25,362 |
-48 |
Oct00 |
000516 |
3.470 |
3.540 |
3.470 |
3.516 |
+0.062 |
2,425 |
23,424 |
-362 |
Nov00 |
000516 |
3.590 |
3.650 |
3.580 |
3.627 |
+0.069 |
949 |
15,373 |
+276 |
Dec00 |
000516 |
3.695 |
3.755 |
3.685 |
3.733 |
+0.073 |
1,672 |
24,769 |
+360 |
Jan01 |
000516 |
3.710 |
3.770 |
3.700 |
3.751 |
+0.074 |
1,404 |
19,673 |
+395 |
Total Volume and Open Interest |
54,280 |
348,128 |
+1,720 |
Brent Crude Oil(IPE) |
Jun00 |
000516 |
28.36 |
28.85 |
28.35 |
28.78 |
+0.45 |
8,047 |
13,620 |
-9,867 |
Jul00 |
000516 |
27.95 |
28.41 |
27.90 |
28.10 |
+0.21 |
37,408 |
82,487 |
+6,939 |
Aug00 |
000516 |
27.18 |
27.63 |
27.18 |
27.36 |
+0.21 |
15,809 |
55,696 |
+2,304 |
Sep00 |
000516 |
26.60 |
26.96 |
26.35 |
26.75 |
+0.18 |
5,994 |
20,810 |
+99 |
Oct00 |
000516 |
26.17 |
26.52 |
26.13 |
26.33 |
+0.21 |
1,557 |
13,757 |
+373 |
Nov00 |
000516 |
25.70 |
26.15 |
25.70 |
25.97 |
+0.20 |
767 |
7,246 |
+426 |
Dec00 |
000516 |
25.45 |
25.75 |
25.41 |
25.58 |
+0.17 |
4,031 |
28,025 |
+928 |
Jan01 |
000516 |
25.12 |
25.12 |
25.12 |
25.12 |
+0.14 |
500 |
10,805 |
-40 |
Total Volume and Open Interest |
|
|
|
Gas Oil(IPE) |
Jun00 |
000516 |
227.75 |
228.75 |
225.50 |
227.00 |
+0.25 |
10,510 |
39,171 |
-843 |
Jul00 |
000516 |
224.00 |
226.25 |
223.25 |
224.75 |
+0.75 |
5,664 |
15,782 |
+411 |
Aug00 |
000516 |
223.50 |
225.50 |
223.25 |
224.25 |
+0.50 |
1,691 |
8,050 |
+252 |
Sep00 |
000516 |
223.75 |
225.50 |
223.75 |
225.50 |
+1.75 |
97 |
5,970 |
-12 |
Oct00 |
000516 |
225.50 |
225.50 |
225.50 |
225.50 |
+1.75 |
0 |
3,913 |
-1,253 |
Nov00 |
000516 |
224.25 |
225.00 |
224.25 |
225.00 |
+1.50 |
125 |
2,825 |
-40 |
Dec00 |
000516 |
225.00 |
225.00 |
223.00 |
224.50 |
+1.50 |
2,469 |
16,207 |
-418 |
Jan01 |
000516 |
222.00 |
222.75 |
222.00 |
222.75 |
+1.75 |
641 |
1,193 |
-15 |
Total Volume and Open Interest |
|
|
|
US Dollar Index(NYBOT) |
Jun00 |
000516 |
110.72 |
111.25 |
110.58 |
111.23 |
+0.83 |
404 |
5,526 |
-25 |
Sep00 |
000516 |
110.37 |
110.86 |
110.37 |
110.85 |
+0.83 |
21 |
2,056 |
-8 |
Dec00 |
000516 |
110.47 |
110.47 |
110.47 |
110.47 |
+0.83 |
0 |
3 |
+0 |
Total Volume and Open Interest |
425 |
7,585 |
-33 |
Australian Dollar(IMM) |
Jun00 |
000516 |
57.55 |
57.90 |
57.46 |
57.64 |
+0.27 |
2,103 |
23,734 |
+223 |
Sep00 |
000516 |
57.60 |
57.90 |
57.60 |
57.72 |
+0.30 |
11 |
36 |
+36 |
Dec00 |
000516 |
57.88 |
57.88 |
57.75 |
57.80 |
+0.33 |
5 |
0 |
-66 |
Total Volume and Open Interest |
2,120 |
23,770 |
+193 |
British Pound(IMM) |
Jun00 |
000516 |
150.00 |
150.22 |
149.50 |
149.58 |
-1.18 |
3,540 |
48,798 |
-112 |
Sep00 |
000516 |
150.20 |
150.40 |
149.78 |
149.78 |
-1.18 |
52 |
342 |
-57 |
Dec00 |
000516 |
150.60 |
150.60 |
150.02 |
150.02 |
-1.18 |
1 |
242 |
+242 |
Total Volume and Open Interest |
3,593 |
49,382 |
+73 |
Canadian Dollar(IMM) |
Jun00 |
000516 |
67.38 |
67.48 |
67.22 |
67.29 |
-0.04 |
4,805 |
61,638 |
-321 |
Sep00 |
000516 |
67.55 |
67.56 |
67.39 |
67.45 |
-0.04 |
87 |
7,785 |
+266 |
Dec00 |
000516 |
67.73 |
67.73 |
67.60 |
67.62 |
-0.04 |
48 |
2,479 |
+199 |
Mar01 |
000516 |
67.87 |
67.87 |
67.78 |
67.79 |
-0.04 |
31 |
603 |
+34 |
Total Volume and Open Interest |
4,987 |
72,616 |
+289 |
Japanese Yen(IMM) |
Jun00 |
000516 |
92.30 |
92.42 |
91.53 |
91.96 |
+0.10 |
7,520 |
80,437 |
+1,460 |
Sep00 |
000516 |
93.90 |
93.97 |
93.12 |
93.52 |
+0.10 |
33 |
1,020 |
+9 |
Dec00 |
000516 |
94.86 |
95.17 |
94.80 |
95.17 |
+0.11 |
76 |
548 |
+548 |
Total Volume and Open Interest |
7,633 |
82,024 |
+2,021 |
Swiss Franc(IMM) |
Jun00 |
000516 |
58.61 |
58.67 |
58.34 |
58.39 |
-0.42 |
10,698 |
44,682 |
-1,507 |
Sep00 |
000516 |
59.11 |
59.15 |
58.87 |
58.91 |
-0.42 |
31 |
308 |
+14 |
Dec00 |
000516 |
59.60 |
59.60 |
59.42 |
59.42 |
-0.42 |
|
|
|
Total Volume and Open Interest |
10,732 |
44,994 |
-1,489 |
EuroFX(IMM) |
Jun00 |
000516 |
90.86 |
90.95 |
90.46 |
90.55 |
-0.92 |
10,239 |
62,244 |
-995 |
Sep00 |
000516 |
91.40 |
91.50 |
91.10 |
91.11 |
-0.92 |
29 |
1,853 |
+13 |
Dec00 |
000516 |
91.80 |
92.00 |
91.80 |
91.67 |
-0.92 |
0 |
228 |
+0 |
Total Volume and Open Interest |
10,270 |
64,340 |
-980 |
Mexican Peso(IMM) |
Jun00 |
000516 |
10405.0 |
10458.0 |
10380.0 |
10408.0 |
+13.0 |
2,272 |
16,409 |
-127 |
Sep00 |
000516 |
10150.0 |
10150.0 |
10115.0 |
10128.0 |
+13.0 |
20 |
0 |
-2,388 |
Total Volume and Open Interest |
2,310 |
17,748 |
-2,398 |
30-Year T-Bonds(CBOT) |
Jun00 |
000516 |
94~11 |
94~29 |
94~04 |
94~17 |
+0~15 |
152,397 |
404,126 |
-7,281 |
Sep00 |
000516 |
94~05 |
94~25 |
93~31 |
94~12 |
+0~15 |
8,286 |
26,005 |
+4,910 |
Dec00 |
000516 |
94~08 |
94~12 |
94~08 |
94~12 |
+0~16 |
27 |
2,109 |
-27 |
Total Volume and Open Interest |
160,710 |
432,452 |
-2,398 |
Municipal Bonds(CBOT) |
Jun00 |
000516 |
92~00 |
92~11 |
91~26 |
92~03 |
+0~08 |
4,225 |
24,528 |
-507 |
Sep00 |
000516 |
91~13 |
91~17 |
91~05 |
91~12 |
+0~07 |
221 |
712 |
+545 |
Total Volume and Open Interest |
4,446 |
25,240 |
+38 |
10-Year T-Notes(CBOT) |
Jun00 |
000516 |
95~245 |
95~255 |
95~230 |
95~255 |
+0~060 |
8,167 |
573,085 |
-13,674 |
Sep00 |
000516 |
95~180 |
95~280 |
95~110 |
95~205 |
+0~085 |
15,300 |
47,200 |
+10,602 |
Total Volume and Open Interest |
23,467 |
620,285 |
-3,072 |
5-Year T-Notes(CBOT) |
Jun00 |
000516 |
96~280 |
96~290 |
96~265 |
96~290 |
+0~015 |
9,764 |
408,896 |
-3,275 |
Sep00 |
000516 |
96~260 |
96~260 |
96~260 |
96~260 |
+0~020 |
1,544 |
18,767 |
+2,608 |
Total Volume and Open Interest |
11,308 |
427,663 |
-667 |
2 Year T-Notes(CBOT) |
Jun00 |
000516 |
98~049 |
98~060 |
98~040 |
98~045 |
+0~001 |
|
|
|
Sep00 |
000516 |
98~028 |
98~029 |
98~028 |
98~029 |
+0~007 |
|
|
|
Total Volume and Open Interest |
|
|
|
3-Mth T-Bills(IMM) |
Jun00 |
000516 |
93.81 |
93.86 |
93.76 |
93.79 |
+0.01 |
17 |
763 |
+7 |
Total Volume and Open Interest |
17 |
763 |
+7 |
Eurodollars(IMM) |
Jun00 |
000516 |
93.115 |
93.130 |
93.045 |
93.048 |
-0.055 |
57,793 |
491,867 |
-7,025 |
Sep00 |
000516 |
92.755 |
92.770 |
92.680 |
92.695 |
-0.045 |
63,862 |
569,960 |
-7,468 |
Dec00 |
000516 |
92.470 |
92.510 |
92.410 |
92.450 |
-0.005 |
39,504 |
471,896 |
+1,422 |
Mar01 |
000516 |
92.400 |
92.445 |
92.355 |
92.400 |
+0.020 |
39,607 |
346,422 |
-5,189 |
Jun01 |
000516 |
92.320 |
92.385 |
92.290 |
92.335 |
+0.030 |
20,619 |
237,491 |
+4,595 |
Sep01 |
000516 |
92.305 |
92.370 |
92.280 |
92.325 |
+0.040 |
16,963 |
184,224 |
+2,008 |
Dec01 |
000516 |
92.260 |
92.330 |
92.240 |
92.290 |
+0.050 |
7,522 |
136,383 |
+529 |
Mar02 |
000516 |
92.305 |
92.390 |
92.300 |
92.350 |
+0.055 |
7,350 |
122,677 |
+309 |
Jun02 |
000516 |
92.320 |
92.395 |
92.300 |
92.360 |
+0.060 |
3,983 |
89,158 |
-840 |
Sep02 |
000516 |
92.320 |
92.405 |
92.305 |
92.375 |
+0.070 |
3,765 |
86,874 |
-279 |
Dec02 |
000516 |
92.280 |
92.365 |
92.260 |
92.340 |
+0.080 |
3,510 |
70,957 |
-384 |
Mar03 |
000516 |
92.330 |
92.410 |
92.310 |
92.395 |
+0.085 |
3,240 |
70,156 |
-412 |
Total Volume and Open Interest |
282,291 |
3,256,349 |
-43,105 |
3-Mth Euro-Yen(IMM) |
Jun00 |
000516 |
99.88 |
99.89 |
99.88 |
99.88 |
unch |
241 |
15,678 |
+91 |
Sep00 |
000516 |
99.75 |
99.76 |
99.75 |
99.75 |
-0.02 |
479 |
18,228 |
-506 |
Dec00 |
000516 |
99.59 |
99.60 |
99.59 |
99.60 |
-0.01 |
409 |
12,190 |
-1,268 |
Mar01 |
000516 |
99.47 |
99.47 |
99.47 |
99.47 |
-0.03 |
463 |
17,876 |
+480 |
Jun01 |
000516 |
99.33 |
99.34 |
99.33 |
99.33 |
-0.03 |
43 |
3,600 |
-72 |
Sep01 |
000516 |
99.19 |
99.19 |
99.19 |
99.19 |
-0.02 |
52 |
13,802 |
-150 |
Dec01 |
000516 |
99.04 |
99.04 |
99.04 |
99.04 |
-0.03 |
0 |
1,491 |
-500 |
Mar02 |
000516 |
98.93 |
98.93 |
98.93 |
98.93 |
-0.01 |
0 |
1,338 |
-35 |
Jun02 |
000516 |
98.78 |
98.78 |
98.78 |
98.78 |
unch |
0 |
79 |
+0 |
Sep02 |
000516 |
98.63 |
98.63 |
98.63 |
98.63 |
unch |
0 |
30 |
+0 |
Total Volume and Open Interest |
1,687 |
84,263 |
-527 |
3-Mth Euro-Yen(SIMEX) |
Jun00 |
000516 |
99.88 |
99.88 |
99.87 |
99.88 |
unch |
1,838 |
80,117 |
+36 |
Sep00 |
000516 |
99.78 |
99.78 |
99.75 |
99.75 |
-0.03 |
3,228 |
74,804 |
-1,114 |
Dec00 |
000516 |
99.62 |
99.62 |
99.59 |
99.59 |
-0.03 |
8,732 |
78,446 |
-997 |
Mar01 |
000516 |
99.50 |
99.50 |
99.47 |
99.47 |
-0.03 |
5,626 |
78,324 |
-2,465 |
Jun01 |
000516 |
99.36 |
99.36 |
99.33 |
99.33 |
-0.03 |
2,109 |
59,801 |
-1,105 |
Sep01 |
000516 |
99.21 |
99.21 |
99.19 |
99.19 |
-0.03 |
384 |
58,897 |
-95 |
Dec01 |
000516 |
99.07 |
99.07 |
99.04 |
99.04 |
-0.03 |
560 |
14,689 |
-586 |
Mar02 |
000516 |
98.93 |
98.93 |
98.92 |
98.92 |
-0.02 |
130 |
11,751 |
-200 |
Total Volume and Open Interest |
22,607 |
459,659 |
+459,659 |
German Euro-Bund(EUREX) |
Jun00 |
000516 |
104.02 |
104.38 |
103.88 |
104.25 |
+0.25 |
634,577 |
670,293 |
-12,004 |
Sep00 |
000516 |
103.74 |
104.02 |
103.59 |
103.95 |
+0.29 |
11,582 |
61,786 |
+4,704 |
Dec00 |
000516 |
103.53 |
103.53 |
103.53 |
103.53 |
+0.35 |
2,963 |
2,865 |
-210 |
Total Volume and Open Interest |
649,122 |
734,944 |
+734,944 |
German Euro-Bobl(EUREX) |
Jun00 |
000516 |
102.60 |
102.69 |
102.48 |
102.62 |
+0.02 |
198,637 |
331,029 |
-3,302 |
Sep00 |
000516 |
102.39 |
102.52 |
102.35 |
102.47 |
+0.03 |
5,025 |
11,852 |
+54 |
Dec00 |
000516 |
101.92 |
101.92 |
101.92 |
101.92 |
+0.02 |
764 |
865 |
+0 |
Total Volume and Open Interest |
204,426 |
343,746 |
+343,746 |
Long Gilt(LIFFE) |
Jun00 |
000516 |
112~12 |
112~30 |
112~12 |
112~28 |
+0~10 |
12,946 |
68,178 |
+340 |
Sep00 |
000516 |
112~03 |
112~23 |
112~03 |
112~23 |
+0~10 |
0 |
700 |
+0 |
Total Volume and Open Interest |
|
|
|
3-Mth Short Sterling(LIFFE) |
Jun00 |
000516 |
93.57 |
93.61 |
93.49 |
93.60 |
+0.01 |
10,933 |
183,395 |
+84 |
Sep00 |
000516 |
93.30 |
93.35 |
93.29 |
93.32 |
unch |
22,678 |
186,662 |
+1,225 |
Dec00 |
000516 |
93.08 |
93.15 |
93.08 |
93.13 |
+0.01 |
18,125 |
119,914 |
-337 |
Total Volume and Open Interest |
|
|
|
3-Mth Euribor(LIFFE) |
Jun00 |
000516 |
95.575 |
95.575 |
95.500 |
95.535 |
-0.040 |
41,718 |
301,691 |
+1,536 |
Sep00 |
000516 |
95.290 |
95.290 |
95.210 |
95.255 |
-0.040 |
58,839 |
326,453 |
-1,128 |
Dec00 |
000516 |
95.005 |
95.005 |
94.935 |
94.975 |
-0.035 |
35,097 |
187,640 |
+1,206 |
Total Volume and Open Interest |
|
|
|
3-Mth Aus T-Bills(SFE) |
Jun00 |
000516 |
93.52 |
93.56 |
93.52 |
93.55 |
+0.01 |
4,161 |
178,539 |
+307 |
Sep00 |
000516 |
93.24 |
93.30 |
93.23 |
93.31 |
+0.03 |
8,892 |
157,883 |
+958 |
Dec00 |
000516 |
93.11 |
93.16 |
93.11 |
93.16 |
+0.03 |
2,751 |
46,921 |
+410 |
Mar01 |
000516 |
93.07 |
93.10 |
93.05 |
93.10 |
+0.04 |
887 |
21,821 |
+141 |
Jun01 |
000516 |
92.99 |
93.04 |
92.99 |
93.03 |
+0.04 |
826 |
14,952 |
+723 |
Sep01 |
000516 |
92.92 |
92.97 |
92.92 |
92.98 |
+0.06 |
601 |
8,880 |
+342 |
Dec01 |
000516 |
92.87 |
92.89 |
92.87 |
92.93 |
+0.06 |
244 |
5,769 |
+235 |
Mar02 |
000516 |
92.83 |
92.86 |
92.83 |
92.89 |
+0.06 |
224 |
4,979 |
+223 |
Jun02 |
000516 |
92.82 |
92.87 |
92.82 |
92.91 |
+0.12 |
29 |
2,326 |
+5 |
Sep02 |
000516 |
92.79 |
92.81 |
92.79 |
92.84 |
+0.08 |
24 |
1,869 |
+0 |
Total Volume and Open Interest |
|
|
|
10-Year Aus T-Bonds(SFE) |
Jun00 |
000516 |
93.47 |
93.57 |
93.44 |
93.56 |
+0.08 |
9,842 |
166,733 |
-1,971 |
Sep00 |
000516 |
93.53 |
93.53 |
93.53 |
93.53 |
+0.08 |
0 |
4 |
+0 |
Total Volume and Open Interest |
|
|
|
3-Year Aus T-Bonds(SFE) |
Jun00 |
000516 |
93.52 |
93.60 |
93.52 |
93.59 |
+0.04 |
29,187 |
309,254 |
+432 |
Sep00 |
000516 |
93.52 |
93.52 |
93.52 |
93.52 |
+0.04 |
0 |
100 |
+0 |
Total Volume and Open Interest |
|
|
|
Gold(CMX) |
Jun00 |
000516 |
276.4 |
278.0 |
276.0 |
276.2 |
-0.2 |
19,334 |
81,702 |
-772 |
Aug00 |
000516 |
279.7 |
280.9 |
279.0 |
279.1 |
-0.2 |
5,452 |
20,478 |
+783 |
Oct00 |
000516 |
282.9 |
283.0 |
282.0 |
282.0 |
-0.3 |
121 |
4,195 |
+4,195 |
Dec00 |
000516 |
286.0 |
286.8 |
284.9 |
284.9 |
-0.4 |
951 |
19,232 |
+508 |
Feb01 |
000516 |
287.6 |
287.6 |
287.6 |
287.6 |
-0.5 |
12 |
0 |
-9,716 |
Apr01 |
000516 |
290.5 |
290.5 |
290.5 |
290.5 |
-0.5 |
|
|
|
Total Volume and Open Interest |
26,449 |
144,092 |
+1,574 |
Silver(CMX) |
May00 |
000516 |
507.0 |
512.0 |
507.0 |
510.8 |
+8.5 |
132 |
175 |
-298 |
Jul00 |
000516 |
506.0 |
519.0 |
501.5 |
514.5 |
+8.5 |
6,416 |
55,618 |
+15 |
Sep00 |
000516 |
514.5 |
522.0 |
514.0 |
518.3 |
+8.1 |
322 |
4,325 |
+148 |
Dec00 |
000516 |
520.0 |
527.0 |
519.5 |
523.3 |
+8.1 |
74 |
7,406 |
+3 |
Mar01 |
000516 |
527.0 |
527.0 |
527.0 |
527.0 |
+8.4 |
7 |
877 |
+877 |
Total Volume and Open Interest |
7,021 |
70,736 |
+1,963 |
Platinum(NYM) |
Jul00 |
000516 |
478.0 |
484.0 |
475.5 |
483.5 |
+4.5 |
744 |
0 |
+0 |
Oct00 |
000516 |
467.0 |
472.0 |
467.0 |
469.5 |
+4.5 |
15 |
0 |
+0 |
Jan01 |
000516 |
458.5 |
458.5 |
458.5 |
458.5 |
+4.5 |
|
|
|
Total Volume and Open Interest |
759 |
|
|
Palladium(NYME) |
Jun00 |
000516 |
565.50 |
579.90 |
565.50 |
576.00 |
+8.50 |
127 |
2,115 |
+2,115 |
Sep00 |
000516 |
570.00 |
573.25 |
570.00 |
573.25 |
+8.25 |
37 |
0 |
+0 |
Dec00 |
000516 |
566.25 |
566.25 |
566.25 |
566.25 |
+8.25 |
|
|
|
Total Volume and Open Interest |
164 |
2,115 |
+2,115 |
Copper(CMX) |
May00 |
000516 |
84.10 |
84.85 |
84.10 |
84.60 |
+1.05 |
275 |
3,711 |
-251 |
Jul00 |
000516 |
85.07 |
85.50 |
84.60 |
85.10 |
+1.05 |
5,179 |
37,379 |
+217 |
Sep00 |
000516 |
84.60 |
85.45 |
84.60 |
85.00 |
+0.95 |
573 |
6,386 |
-126 |
Dec00 |
000516 |
84.85 |
85.50 |
84.85 |
85.25 |
+0.95 |
536 |
6,257 |
+189 |
Mar01 |
000516 |
85.60 |
85.60 |
85.50 |
85.50 |
+0.95 |
15 |
1,904 |
+1,904 |
Total Volume and Open Interest |
7,076 |
63,607 |
+922 |
DJIA Index(CBOT) |
Jun00 |
000516 |
10850 |
11005 |
10840 |
10957 |
+107 |
8,880 |
16,763 |
+514 |
Sep00 |
000516 |
11000 |
11120 |
11000 |
11099 |
+106 |
12 |
465 |
+10 |
Dec00 |
000516 |
11220 |
11257 |
11220 |
11257 |
+107 |
3 |
1,794 |
+0 |
Total Volume and Open Interest |
8,895 |
19,028 |
+524 |
S & P 500(CME) |
Jun00 |
000516 |
1469.00 |
1479.00 |
1457.50 |
1471.70 |
+14.00 |
57,055 |
368,100 |
-583 |
Sep00 |
000516 |
1490.00 |
1500.00 |
1479.00 |
1493.40 |
+14.20 |
469 |
8,157 |
+279 |
Dec00 |
000516 |
1520.00 |
1520.00 |
1517.40 |
1517.40 |
+14.70 |
86 |
3,333 |
+63 |
Mar01 |
000516 |
1536.00 |
1542.40 |
1528.00 |
1542.40 |
+15.20 |
4 |
0 |
-395 |
Total Volume and Open Interest |
|
|
|
S & P 500 E-Mini(Globex) |
Jun00 |
000516 |
1457.50 |
1478.75 |
1456.25 |
1471.75 |
+14.25 |
68,022 |
40,948 |
+1,501 |
Sep00 |
000516 |
1490.00 |
1495.75 |
1481.25 |
1493.50 |
+21.00 |
6 |
16 |
+1 |
Total Volume and Open Interest |
68,028 |
40,964 |
+40,964 |
NASDAQ 100(CME) |
Jun00 |
000516 |
3625.00 |
3685.00 |
3550.00 |
3670.00 |
+110.50 |
17,655 |
36,707 |
+160 |
Sep00 |
000516 |
3705.00 |
3725.00 |
3705.00 |
3722.00 |
+112.50 |
1 |
0 |
-106 |
Dec00 |
000516 |
3774.00 |
3774.00 |
3774.00 |
3774.00 |
+114.50 |
|
|
|
Total Volume and Open Interest |
|
|
|
NASDAQ 100 E-Mini(GLOBEX) |
Jun00 |
000516 |
3555.0 |
3683.5 |
3547.0 |
3670.0 |
+110.5 |
31,751 |
23,911 |
+576 |
Sep00 |
000516 |
3722.0 |
3722.0 |
3722.0 |
3722.0 |
+112.5 |
1 |
3 |
+0 |
Total Volume and Open Interest |
31,752 |
23,914 |
+576 |
NYSE Composite(NYBOT) |
Jun00 |
000516 |
663.00 |
664.50 |
657.00 |
661.85 |
+3.50 |
341 |
2,459 |
-56 |
Sep00 |
000516 |
670.10 |
670.10 |
670.10 |
670.10 |
+3.50 |
310 |
212 |
-304 |
Dec00 |
000516 |
678.35 |
678.35 |
678.35 |
678.35 |
+3.50 |
150 |
102 |
-150 |
Total Volume and Open Interest |
405 |
1,833 |
+13 |
S & P Midcap 400(CME) |
Jun00 |
000516 |
489.00 |
493.50 |
488.00 |
491.00 |
+11.95 |
784 |
13,745 |
+93 |
Sep00 |
000516 |
498.00 |
498.00 |
498.00 |
498.00 |
+12.45 |
|
|
|
Dec00 |
000516 |
502.50 |
503.00 |
502.50 |
502.50 |
+11.95 |
|
|
|
Total Volume and Open Interest |
784 |
13,745 |
+93 |
Russell 2000(CME) |
Jun00 |
000516 |
507.90 |
513.00 |
500.50 |
512.35 |
+20.85 |
1,404 |
13,946 |
+30 |
Sep00 |
000516 |
518.60 |
518.60 |
518.60 |
518.60 |
+20.85 |
|
|
|
Dec00 |
000516 |
526.15 |
526.15 |
526.15 |
526.15 |
+20.85 |
|
|
|
Total Volume and Open Interest |
1,404 |
13,946 |
-118 |
Value Line(KCBT) |
Jun00 |
000516 |
1093.00 |
1098.00 |
1081.00 |
1093.00 |
+6.00 |
44 |
164 |
+164 |
Total Volume and Open Interest |
44 |
165 |
+165 |
Nikkei 225(CME) |
Jun00 |
000516 |
17600 |
17745 |
17600 |
17705 |
+395 |
748 |
16,974 |
+42 |
Sep00 |
000516 |
17750 |
17750 |
17730 |
17730 |
+410 |
|
|
|
Total Volume and Open Interest |
748 |
16,974 |
+42 |
Nikkei 225(SIMEX) |
Jun00 |
000516 |
17360 |
17615 |
17295 |
17565 |
+275 |
10,167 |
108,033 |
-3,166 |
Sep00 |
000516 |
17580 |
17580 |
17580 |
17580 |
+275 |
0 |
10,812 |
+0 |
Dec00 |
000516 |
17560 |
17560 |
17560 |
17560 |
+275 |
0 |
2,063 |
+0 |
Total Volume and Open Interest |
33,179 |
122,625 |
-4,769 |
CAC 40(MATIF) |
May00 |
000516 |
6475.0 |
6577.5 |
6450.0 |
6544.0 |
+98.0 |
47,717 |
286,367 |
+13,121 |
Jun00 |
000516 |
6467.0 |
6564.5 |
6449.0 |
6530.0 |
+130.0 |
1,097 |
87,661 |
+1,405 |
Jul00 |
000516 |
6505.5 |
6581.0 |
6505.5 |
6581.0 |
+166.0 |
40 |
165 |
+155 |
Total Volume and Open Interest |
49,469 |
422,504 |
+422,504 |
DAX Index(EUREX) |
Jun00 |
000516 |
7281.0 |
7420.0 |
7268.5 |
7403.0 |
+183.0 |
32,895 |
397,773 |
-443 |
Sep00 |
000516 |
7358.0 |
7490.0 |
7350.0 |
7483.0 |
+185.0 |
94 |
757 |
+8 |
Dec00 |
000516 |
7450.0 |
7575.0 |
7450.0 |
7568.0 |
+184.5 |
12 |
416 |
-32 |
Total Volume and Open Interest |
33,001 |
398,946 |
+398,946 |
FT-SE 100(LIFFE) |
Jun00 |
000516 |
6322.00 |
6377.00 |
6305.50 |
6350.50 |
+88.50 |
25,049 |
229,728 |
-557 |
Sep00 |
000516 |
6399.00 |
6421.00 |
6396.50 |
6415.50 |
+88.50 |
12 |
3,124 |
+1 |
Dec00 |
000516 |
6476.00 |
6498.50 |
6476.00 |
6498.50 |
+88.50 |
1 |
789 |
+0 |
Total Volume and Open Interest |
|
|
|
SPI 200(SFE) |
Jun00 |
000516 |
3067.0 |
3099.0 |
3062.0 |
3093.0 |
+40.0 |
7,309 |
134,213 |
+149 |
Sep00 |
000516 |
3090.0 |
3115.0 |
3083.0 |
3111.0 |
+41.0 |
374 |
4,092 |
-42 |
Dec00 |
000516 |
3110.0 |
3134.0 |
3110.0 |
3134.0 |
+40.0 |
65 |
2,190 |
+29 |
Total Volume and Open Interest |
|
|
|
GSCI(CME) |
Jun00 |
000516 |
222.80 |
223.50 |
221.60 |
222.00 |
+0.10 |
3,771 |
41,367 |
+2,730 |
Jul00 |
000516 |
220.50 |
221.60 |
220.50 |
220.50 |
+0.70 |
|
|
|
Aug00 |
000516 |
218.20 |
218.20 |
218.20 |
218.20 |
+1.50 |
|
|
|
Total Volume and Open Interest |
6,498 |
42,188 |
-348 |
Bridge CRB Index(NYBOT) |
Jun00 |
000516 |
220.90 |
222.55 |
220.90 |
221.65 |
+1.75 |
283 |
1,770 |
-62 |
Aug00 |
000516 |
221.00 |
222.60 |
221.00 |
221.75 |
+1.65 |
3 |
879 |
+1 |
Nov00 |
000516 |
221.85 |
221.85 |
221.85 |
221.85 |
+1.55 |
0 |
430 |
+0 |
Total Volume and Open Interest |
3,970 |
|
|
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
|
|