 |
MRCI's Free Historical Futures Prices |
Daily Futures Price Listing Wed May 17, 2000 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Jul00 |
000517 |
538.50 |
545.00 |
536.50 |
541.25 |
-2.50 |
31,759 |
100,713 |
-885 |
Aug00 |
000517 |
541.50 |
548.00 |
540.00 |
544.50 |
-3.00 |
1,753 |
13,243 |
+514 |
Sep00 |
000517 |
545.50 |
550.50 |
542.75 |
546.75 |
-3.25 |
1,103 |
8,267 |
-259 |
Nov00 |
000517 |
552.00 |
557.00 |
549.00 |
553.00 |
-4.00 |
8,937 |
53,608 |
-635 |
Jan01 |
000517 |
559.50 |
564.50 |
557.00 |
560.50 |
-4.50 |
354 |
4,804 |
-142 |
Mar01 |
000517 |
565.50 |
570.00 |
563.00 |
567.00 |
-3.75 |
295 |
5,513 |
-4 |
May01 |
000517 |
567.00 |
573.00 |
567.00 |
569.50 |
-5.00 |
202 |
5,312 |
+4 |
Total Volume and Open Interest |
44,710 |
196,485 |
-1,381 |
Soybean Meal(CBOT) |
Jul00 |
000517 |
180.00 |
180.50 |
177.80 |
179.70 |
-2.00 |
13,486 |
65,443 |
-1,738 |
Aug00 |
000517 |
180.00 |
180.20 |
178.00 |
179.60 |
-2.00 |
2,388 |
14,033 |
+323 |
Sep00 |
000517 |
179.50 |
180.00 |
177.80 |
179.50 |
-1.90 |
497 |
7,885 |
+137 |
Oct00 |
000517 |
179.30 |
179.30 |
179.30 |
179.30 |
-1.90 |
162 |
7,545 |
+38 |
Dec00 |
000517 |
180.80 |
181.00 |
178.50 |
180.30 |
-1.90 |
2,524 |
19,780 |
-117 |
Jan01 |
000517 |
179.10 |
180.20 |
179.10 |
180.20 |
-2.20 |
23 |
2,145 |
+14 |
Mar01 |
000517 |
180.50 |
181.00 |
179.40 |
180.40 |
-1.60 |
52 |
2,468 |
+3 |
May01 |
000517 |
179.50 |
180.90 |
179.50 |
180.90 |
-1.90 |
16 |
1,841 |
+1 |
Total Volume and Open Interest |
19,150 |
121,286 |
-1,339 |
Soybean Oil(CBOT) |
Jul00 |
000517 |
16.80 |
17.18 |
16.75 |
17.05 |
+0.05 |
9,481 |
53,192 |
-200 |
Aug00 |
000517 |
16.95 |
17.37 |
16.93 |
17.26 |
+0.07 |
1,395 |
14,110 |
+237 |
Sep00 |
000517 |
17.18 |
17.55 |
17.13 |
17.44 |
+0.07 |
912 |
12,564 |
+151 |
Oct00 |
000517 |
17.35 |
17.75 |
17.35 |
17.61 |
+0.06 |
511 |
7,592 |
+265 |
Dec00 |
000517 |
17.95 |
17.95 |
17.95 |
17.95 |
+0.06 |
2,057 |
21,586 |
-120 |
Jan01 |
000517 |
18.30 |
18.40 |
18.30 |
18.30 |
+0.10 |
477 |
8,047 |
+14 |
Mar01 |
000517 |
18.32 |
18.72 |
18.32 |
18.60 |
+0.10 |
229 |
3,623 |
+152 |
May01 |
000517 |
18.62 |
19.05 |
18.62 |
18.87 |
+0.07 |
222 |
4,155 |
+61 |
Total Volume and Open Interest |
15,484 |
127,490 |
+703 |
Canola(WCE) |
May00 |
000517 |
264.2 |
264.2 |
264.2 |
264.2 |
unch |
|
|
|
Jul00 |
000517 |
267.5 |
269.0 |
266.2 |
268.9 |
+0.6 |
119 |
27,063 |
-2,391 |
Aug00 |
000517 |
270.7 |
271.7 |
270.7 |
271.7 |
unch |
320 |
4,333 |
-109 |
Sep00 |
000517 |
274.2 |
274.2 |
274.2 |
274.2 |
+0.2 |
29 |
667 |
+3 |
Nov00 |
000517 |
279.5 |
281.0 |
279.0 |
280.7 |
+0.2 |
28 |
28,393 |
+2,918 |
Total Volume and Open Interest |
15,795 |
65,003 |
+826 |
Corn(CBOT) |
Jul00 |
000517 |
232.50 |
237.25 |
232.00 |
235.50 |
unch |
40,665 |
240,574 |
-6,237 |
Sep00 |
000517 |
241.75 |
245.50 |
241.00 |
243.25 |
-0.50 |
3,871 |
60,523 |
+287 |
Nov00 |
000517 |
247.00 |
250.00 |
247.00 |
249.50 |
+0.50 |
60 |
1,014 |
+56 |
Dec00 |
000517 |
250.25 |
255.00 |
250.25 |
253.50 |
+0.50 |
11,272 |
138,413 |
+548 |
Jan01 |
000517 |
256.75 |
256.75 |
256.75 |
256.75 |
+0.75 |
0 |
149 |
+0 |
Mar01 |
000517 |
258.75 |
262.75 |
258.25 |
261.75 |
+0.75 |
494 |
18,588 |
+226 |
Total Volume and Open Interest |
56,811 |
473,311 |
-5,121 |
Wheat(CBOT) |
Jul00 |
000517 |
279.00 |
281.50 |
276.00 |
277.00 |
-4.25 |
18,203 |
78,853 |
-1,353 |
Sep00 |
000517 |
290.00 |
292.00 |
287.25 |
288.75 |
-3.00 |
1,996 |
20,184 |
+358 |
Dec00 |
000517 |
306.00 |
307.00 |
302.25 |
303.75 |
-3.75 |
2,500 |
24,741 |
+77 |
Mar01 |
000517 |
316.50 |
319.50 |
315.00 |
316.25 |
-3.00 |
176 |
7,258 |
+102 |
May01 |
000517 |
324.00 |
324.50 |
321.50 |
321.50 |
-4.00 |
0 |
45 |
+0 |
Total Volume and Open Interest |
22,955 |
133,641 |
-763 |
Wheat(KCBT) |
May00 |
000517 |
293.00 |
293.00 |
293.00 |
293.00 |
-2.50 |
0 |
4 |
+4 |
Jul00 |
000517 |
300.00 |
303.50 |
298.00 |
298.50 |
-4.00 |
5,536 |
37,275 |
+37,275 |
Sep00 |
000517 |
311.00 |
313.00 |
308.50 |
308.50 |
-4.50 |
1,451 |
9,068 |
+9,068 |
Dec00 |
000517 |
324.00 |
328.00 |
323.75 |
324.50 |
-3.00 |
241 |
11,099 |
+11,099 |
Mar01 |
000517 |
335.50 |
338.00 |
335.00 |
335.00 |
-3.50 |
66 |
1,319 |
+1,319 |
Total Volume and Open Interest |
7,298 |
59,495 |
+59,495 |
Wheat(MGE) |
May00 |
000517 |
323.00 |
323.00 |
323.00 |
323.00 |
unch |
|
|
|
Jul00 |
000517 |
332.00 |
333.25 |
329.75 |
330.75 |
-2.75 |
1,820 |
10,298 |
+10,298 |
Sep00 |
000517 |
343.00 |
344.00 |
340.25 |
341.50 |
-2.50 |
595 |
5,356 |
+5,356 |
Dec00 |
000517 |
355.75 |
357.00 |
354.50 |
355.25 |
-2.25 |
353 |
3,000 |
+3,000 |
Mar01 |
000517 |
369.50 |
369.50 |
366.50 |
367.00 |
-2.00 |
13 |
342 |
+342 |
Total Volume and Open Interest |
2,781 |
19,068 |
+19,068 |
Oats(CBOT) |
Jul00 |
000517 |
118.00 |
120.50 |
118.00 |
119.00 |
unch |
993 |
10,521 |
-88 |
Sep00 |
000517 |
122.75 |
125.50 |
122.75 |
123.75 |
unch |
88 |
2,816 |
+0 |
Dec00 |
000517 |
128.25 |
130.50 |
128.00 |
129.75 |
+0.75 |
95 |
4,224 |
-11 |
Mar01 |
000517 |
136.00 |
136.50 |
136.00 |
136.50 |
+0.50 |
0 |
384 |
+0 |
Total Volume and Open Interest |
1,176 |
17,946 |
-99 |
Rough Rice(CBOT) |
May00 |
000517 |
5.24 |
5.24 |
5.24 |
5.24 |
+0.06 |
0 |
10 |
+0 |
Jul00 |
000517 |
5.41 |
5.45 |
5.36 |
5.44 |
+0.06 |
264 |
4,377 |
+19 |
Sep00 |
000517 |
6.31 |
6.31 |
6.24 |
6.30 |
+0.01 |
29 |
917 |
+6 |
Nov00 |
000517 |
6.41 |
6.41 |
6.36 |
6.40 |
unch |
84 |
1,406 |
-17 |
Total Volume and Open Interest |
419 |
7,252 |
+30 |
Live Cattle(CME) |
Jun00 |
000517 |
68.400 |
68.575 |
68.125 |
68.200 |
+0.075 |
5,799 |
38,546 |
-1,516 |
Aug00 |
000517 |
68.250 |
68.450 |
67.950 |
68.075 |
-0.050 |
3,117 |
40,379 |
+286 |
Oct00 |
000517 |
71.000 |
71.100 |
70.650 |
70.750 |
-0.100 |
1,721 |
21,927 |
+402 |
Dec00 |
000517 |
72.600 |
72.675 |
72.250 |
72.250 |
-0.175 |
534 |
8,311 |
+123 |
Feb01 |
000517 |
74.000 |
74.000 |
73.700 |
73.700 |
-0.250 |
160 |
4,187 |
+65 |
Apr01 |
000517 |
76.100 |
76.150 |
75.875 |
75.900 |
-0.175 |
120 |
4,286 |
-47 |
Total Volume and Open Interest |
11,532 |
117,636 |
-3,156 |
Feeder Cattle(CME) |
May00 |
000517 |
83.350 |
83.425 |
83.200 |
83.250 |
+0.075 |
176 |
2,353 |
-75 |
Aug00 |
000517 |
84.250 |
84.375 |
83.950 |
84.100 |
+0.275 |
1,166 |
9,314 |
+204 |
Sep00 |
000517 |
84.300 |
84.450 |
84.200 |
84.250 |
+0.250 |
52 |
1,919 |
+2 |
Oct00 |
000517 |
85.300 |
85.400 |
85.125 |
85.125 |
+0.150 |
223 |
2,260 |
+34 |
Nov00 |
000517 |
86.400 |
86.500 |
85.950 |
86.300 |
+0.050 |
39 |
1,376 |
-19 |
Jan01 |
000517 |
87.150 |
87.300 |
87.100 |
87.175 |
-0.025 |
26 |
770 |
-2 |
Mar01 |
000517 |
87.000 |
87.000 |
87.000 |
87.000 |
unch |
|
|
|
Total Volume and Open Interest |
1,682 |
17,992 |
+9 |
Lean Hogs(CME) |
Jun00 |
000517 |
71.500 |
71.825 |
70.100 |
71.025 |
+0.125 |
5,379 |
26,086 |
-2,315 |
Jul00 |
000517 |
70.450 |
70.850 |
69.900 |
70.025 |
+0.125 |
2,870 |
17,774 |
+83 |
Aug00 |
000517 |
66.950 |
67.500 |
66.725 |
66.825 |
+0.100 |
1,239 |
11,472 |
-190 |
Oct00 |
000517 |
58.300 |
58.700 |
57.550 |
58.500 |
+0.275 |
559 |
6,591 |
+95 |
Dec00 |
000517 |
56.175 |
56.600 |
56.125 |
56.150 |
unch |
411 |
4,822 |
+44 |
Feb01 |
000517 |
56.500 |
57.100 |
56.400 |
56.825 |
+0.225 |
147 |
1,274 |
+126 |
Apr01 |
000517 |
55.700 |
56.000 |
55.625 |
55.625 |
+0.200 |
26 |
320 |
-1 |
Jun01 |
000517 |
63.400 |
63.400 |
63.400 |
63.400 |
+0.400 |
|
|
|
Total Volume and Open Interest |
10,631 |
68,340 |
-2,194 |
Pork Bellies(CME) |
May00 |
000517 |
91.450 |
92.150 |
90.500 |
90.825 |
+0.475 |
68 |
291 |
-55 |
Jul00 |
000517 |
88.325 |
88.975 |
86.500 |
86.725 |
-0.375 |
928 |
3,978 |
+80 |
Aug00 |
000517 |
86.150 |
86.950 |
84.500 |
84.675 |
-0.400 |
190 |
1,212 |
+18 |
Feb01 |
000517 |
77.400 |
77.750 |
77.000 |
77.000 |
-0.300 |
4 |
79 |
-1 |
Mar01 |
000517 |
78.475 |
78.475 |
78.475 |
78.475 |
+0.175 |
|
|
|
Total Volume and Open Interest |
1,190 |
5,560 |
+42 |
Cocoa(NYBOT) |
May00 |
000516 |
783 |
783 |
783 |
783 |
unch |
|
|
|
Jul00 |
000517 |
839 |
840 |
812 |
821 |
-16 |
5,369 |
41,761 |
-501 |
Sep00 |
000517 |
863 |
867 |
840 |
850 |
-13 |
1,690 |
25,585 |
+551 |
Dec00 |
000517 |
896 |
897 |
878 |
883 |
-13 |
363 |
16,142 |
-45 |
Mar01 |
000517 |
934 |
934 |
913 |
918 |
-14 |
156 |
7,313 |
+105 |
May01 |
000517 |
943 |
943 |
943 |
943 |
-14 |
107 |
5,519 |
+5,519 |
Jul01 |
000517 |
969 |
969 |
969 |
969 |
-14 |
12 |
7,019 |
+7,019 |
Total Volume and Open Interest |
7,697 |
115,649 |
+24,958 |
Coffee "C"(NYBOT) |
May00 |
000517 |
92.25 |
92.25 |
90.35 |
91.80 |
-0.45 |
146 |
385 |
-136 |
Jul00 |
000517 |
92.70 |
94.80 |
92.25 |
93.70 |
-0.95 |
4,960 |
30,358 |
+233 |
Sep00 |
000517 |
97.30 |
97.80 |
95.50 |
97.00 |
-0.75 |
982 |
13,564 |
+242 |
Dec00 |
000517 |
101.00 |
101.25 |
99.40 |
100.50 |
-0.85 |
348 |
4,977 |
+38 |
Mar01 |
000517 |
104.80 |
104.80 |
103.00 |
104.10 |
-0.85 |
70 |
1,808 |
+47 |
May01 |
000517 |
107.50 |
107.50 |
105.50 |
106.10 |
-0.90 |
9 |
0 |
-252 |
Total Volume and Open Interest |
6,519 |
51,151 |
+172 |
Orange Juice(NYBOT) |
Jul00 |
000517 |
83.25 |
83.30 |
81.60 |
82.15 |
-0.95 |
328 |
11,932 |
+58 |
Sep00 |
000517 |
83.40 |
83.40 |
81.80 |
82.50 |
-0.70 |
154 |
4,736 |
+41 |
Nov00 |
000517 |
83.50 |
83.50 |
81.90 |
82.65 |
-0.55 |
16 |
3,176 |
-5 |
Jan01 |
000517 |
82.50 |
82.85 |
82.50 |
82.85 |
-0.45 |
13 |
1,200 |
+3 |
Mar01 |
000517 |
84.00 |
84.00 |
83.50 |
83.55 |
-0.25 |
3 |
1,070 |
+19 |
Total Volume and Open Interest |
514 |
22,557 |
+116 |
Sugar #11(NYBOT) |
Jul00 |
000517 |
7.16 |
7.25 |
7.03 |
7.06 |
-0.07 |
17,806 |
110,829 |
-1,938 |
Oct00 |
000517 |
7.36 |
7.40 |
7.20 |
7.24 |
-0.11 |
8,525 |
44,347 |
+2,318 |
Mar01 |
000517 |
7.42 |
7.45 |
7.26 |
7.29 |
-0.14 |
3,269 |
29,650 |
+553 |
May01 |
000517 |
7.40 |
7.40 |
7.28 |
7.28 |
-0.14 |
198 |
4,274 |
+94 |
Jul01 |
000517 |
7.38 |
7.38 |
7.25 |
7.25 |
-0.15 |
507 |
5,013 |
+117 |
Total Volume and Open Interest |
31,032 |
203,155 |
+1,282 |
London Cocoa(LCE) |
May00 |
000515 |
601 |
607 |
599 |
599 |
-6 |
1,822 |
11,607 |
-3,028 |
Jul00 |
000517 |
626 |
628 |
615 |
618 |
-6 |
2,459 |
37,694 |
-1,060 |
Sep00 |
000517 |
646 |
648 |
634 |
637 |
-7 |
1,013 |
30,261 |
+18 |
Dec00 |
000517 |
681 |
683 |
669 |
672 |
-7 |
2,296 |
31,246 |
-99 |
Mar01 |
000517 |
698 |
698 |
687 |
687 |
-7 |
157 |
24,556 |
+234 |
May01 |
000517 |
706 |
706 |
700 |
701 |
-8 |
2,150 |
15,559 |
+6,154 |
Jul01 |
000517 |
715 |
715 |
715 |
715 |
-8 |
0 |
4,937 |
+0 |
Total Volume and Open Interest |
|
|
|
London Coffee(LCE) |
May00 |
000517 |
898.00 |
900.00 |
892.00 |
900.00 |
-1.00 |
119 |
780 |
-24 |
Jul00 |
000517 |
918.00 |
920.00 |
908.00 |
918.00 |
unch |
1,766 |
37,594 |
-467 |
Sep00 |
000517 |
925.00 |
931.00 |
920.00 |
929.00 |
unch |
1,043 |
16,815 |
+125 |
Nov00 |
000517 |
940.00 |
945.00 |
936.00 |
944.00 |
+1.00 |
443 |
5,943 |
+145 |
Jan01 |
000517 |
958.00 |
960.00 |
952.00 |
957.00 |
+1.00 |
50 |
2,092 |
+5 |
Mar01 |
000517 |
970.00 |
973.00 |
970.00 |
971.00 |
+1.00 |
33 |
805 |
+0 |
Total Volume and Open Interest |
|
|
|
London Sugar(LCE) |
May00 |
000414 |
190.80 |
194.60 |
188.00 |
189.50 |
-1.30 |
2,157 |
2,521 |
-1,172 |
Aug00 |
000517 |
199.00 |
202.00 |
196.50 |
196.60 |
-1.70 |
822 |
21,997 |
-167 |
Oct00 |
000517 |
201.00 |
203.50 |
199.40 |
199.40 |
-1.60 |
355 |
10,012 |
-187 |
Dec00 |
000517 |
202.90 |
205.50 |
201.90 |
201.90 |
-1.20 |
118 |
1,007 |
+11 |
Mar01 |
000517 |
206.00 |
206.70 |
204.90 |
204.90 |
-0.90 |
114 |
2,680 |
+0 |
Total Volume and Open Interest |
|
|
|
Cotton(NYBOT) |
Jul00 |
000517 |
62.50 |
62.80 |
61.50 |
62.07 |
-0.55 |
3,684 |
29,626 |
+171 |
Oct00 |
000517 |
63.30 |
63.50 |
62.80 |
63.40 |
-0.07 |
144 |
1,731 |
+14 |
Dec00 |
000517 |
63.60 |
63.80 |
63.00 |
63.64 |
unch |
1,425 |
18,185 |
+33 |
Mar01 |
000517 |
64.70 |
64.70 |
63.90 |
64.50 |
-0.10 |
126 |
2,245 |
+15 |
May01 |
000517 |
65.15 |
65.15 |
64.60 |
65.15 |
unch |
6 |
1,216 |
+0 |
Jul01 |
000517 |
65.90 |
65.90 |
65.85 |
65.85 |
unch |
9 |
440 |
+0 |
Total Volume and Open Interest |
5,394 |
53,712 |
+249 |
Lumber(CME) |
Jul00 |
000517 |
286.0 |
287.5 |
281.9 |
282.1 |
-9.8 |
747 |
2,210 |
-52 |
Sep00 |
000517 |
290.0 |
294.6 |
286.2 |
286.6 |
-7.5 |
117 |
525 |
+21 |
Nov00 |
000517 |
292.1 |
292.5 |
290.6 |
290.6 |
-4.5 |
21 |
190 |
+9 |
Jan01 |
000517 |
298.3 |
299.1 |
296.1 |
296.1 |
-2.1 |
|
|
|
Total Volume and Open Interest |
893 |
2,963 |
-40 |
Crude Oil(NYM) |
Jun00 |
000517 |
29.40 |
29.80 |
29.07 |
29.32 |
-0.41 |
51,959 |
59,346 |
-8,367 |
Jul00 |
000517 |
29.22 |
29.53 |
29.22 |
29.44 |
-0.21 |
45,597 |
121,145 |
+4,678 |
Aug00 |
000517 |
28.95 |
29.21 |
28.75 |
28.96 |
-0.12 |
17,751 |
44,082 |
+1,234 |
Sep00 |
000517 |
28.42 |
28.50 |
28.15 |
28.38 |
-0.03 |
5,577 |
27,001 |
+1,884 |
Oct00 |
000517 |
27.60 |
27.90 |
27.60 |
27.81 |
unch |
3,590 |
19,529 |
-491 |
Nov00 |
000517 |
27.08 |
27.30 |
27.08 |
27.30 |
+0.02 |
2,793 |
17,010 |
+1,615 |
Dec00 |
000517 |
27.08 |
27.08 |
26.84 |
26.84 |
+0.04 |
4,273 |
39,893 |
+449 |
Jan01 |
000517 |
26.15 |
26.44 |
26.15 |
26.44 |
+0.04 |
183 |
14,471 |
+48 |
Feb01 |
000517 |
25.75 |
26.06 |
25.75 |
26.06 |
+0.05 |
36 |
6,913 |
+5 |
Mar01 |
000517 |
25.35 |
25.68 |
25.35 |
25.68 |
+0.06 |
682 |
8,068 |
+282 |
Total Volume and Open Interest |
136,441 |
449,552 |
-19,785 |
Heating Oil(NYM) |
Jun00 |
000517 |
76.70 |
77.60 |
75.75 |
77.36 |
+0.52 |
27,354 |
113,821 |
+1,215 |
Jul00 |
000517 |
74.40 |
75.10 |
73.75 |
74.80 |
+0.21 |
9,029 |
25,136 |
+1,087 |
Aug00 |
000517 |
73.60 |
74.30 |
73.30 |
74.25 |
+0.36 |
1,732 |
11,431 |
-2 |
Sep00 |
000517 |
73.70 |
74.25 |
73.45 |
74.25 |
+0.41 |
742 |
7,352 |
-46 |
Oct00 |
000517 |
73.75 |
74.45 |
73.60 |
74.35 |
+0.41 |
285 |
5,387 |
+1 |
Nov00 |
000517 |
74.00 |
74.40 |
73.75 |
74.40 |
+0.41 |
57 |
6,772 |
+14 |
Dec00 |
000517 |
74.00 |
74.40 |
73.55 |
74.40 |
+0.41 |
1,377 |
15,712 |
+408 |
Jan01 |
000517 |
73.15 |
73.80 |
73.15 |
73.80 |
+0.46 |
750 |
5,785 |
+51 |
Feb01 |
000517 |
71.90 |
72.40 |
71.90 |
72.40 |
+0.46 |
246 |
4,915 |
+108 |
Mar01 |
000517 |
69.50 |
69.95 |
69.40 |
69.95 |
+0.46 |
780 |
3,264 |
+308 |
Total Volume and Open Interest |
27,354 |
113,821 |
+1,215 |
Unleaded Gas(NYM) |
Jun00 |
000517 |
97.70 |
98.80 |
96.30 |
97.98 |
-0.33 |
16,800 |
34,509 |
-310 |
Jul00 |
000517 |
94.00 |
95.00 |
93.30 |
94.67 |
+0.29 |
11,401 |
31,646 |
+1,568 |
Aug00 |
000517 |
89.40 |
90.12 |
89.00 |
90.12 |
+0.49 |
2,939 |
15,403 |
-221 |
Sep00 |
000517 |
84.50 |
85.47 |
84.50 |
85.47 |
+0.64 |
2,085 |
13,976 |
-95 |
Oct00 |
000517 |
79.60 |
80.12 |
79.30 |
80.12 |
+0.57 |
580 |
7,590 |
+171 |
Nov00 |
000517 |
76.30 |
77.22 |
76.30 |
77.22 |
+0.67 |
121 |
3,210 |
+112 |
Dec00 |
000517 |
74.75 |
75.42 |
74.30 |
75.42 |
+0.57 |
249 |
2,041 |
+117 |
Jan01 |
000517 |
74.07 |
74.07 |
74.07 |
74.07 |
+0.57 |
9 |
268 |
+7 |
Total Volume and Open Interest |
34,204 |
108,724 |
-111,256 |
Natural Gas(NYM) |
Jun00 |
000517 |
3.465 |
3.730 |
3.450 |
3.689 |
+0.241 |
36,028 |
57,182 |
-4,633 |
Jul00 |
000517 |
3.505 |
3.750 |
3.495 |
3.711 |
+0.236 |
16,860 |
39,942 |
+2,970 |
Aug00 |
000517 |
3.515 |
3.750 |
3.505 |
3.725 |
+0.228 |
4,172 |
26,035 |
-250 |
Sep00 |
000517 |
3.505 |
3.740 |
3.500 |
3.718 |
+0.223 |
3,490 |
25,596 |
+234 |
Oct00 |
000517 |
3.525 |
3.750 |
3.520 |
3.738 |
+0.222 |
4,012 |
23,118 |
-306 |
Nov00 |
000517 |
3.635 |
3.850 |
3.635 |
3.841 |
+0.214 |
1,244 |
15,886 |
+513 |
Dec00 |
000517 |
3.735 |
3.970 |
3.735 |
3.943 |
+0.210 |
3,981 |
24,934 |
+165 |
Jan01 |
000517 |
3.760 |
4.000 |
3.755 |
3.953 |
+0.202 |
3,529 |
20,217 |
+544 |
Total Volume and Open Interest |
78,722 |
331,006 |
-17,122 |
Brent Crude Oil(IPE) |
Jul00 |
000517 |
27.95 |
28.12 |
27.64 |
27.89 |
-0.21 |
33,211 |
83,552 |
+1,065 |
Aug00 |
000517 |
27.25 |
27.40 |
27.02 |
27.25 |
-0.11 |
13,797 |
60,280 |
+4,584 |
Sep00 |
000517 |
26.60 |
26.80 |
26.48 |
26.72 |
-0.03 |
3,158 |
21,144 |
+334 |
Oct00 |
000517 |
26.20 |
26.32 |
26.14 |
26.30 |
-0.03 |
1,487 |
13,355 |
-402 |
Nov00 |
000517 |
25.85 |
25.93 |
25.80 |
25.93 |
-0.04 |
1,227 |
7,093 |
-153 |
Dec00 |
000517 |
25.50 |
25.65 |
25.40 |
25.54 |
-0.04 |
1,123 |
28,142 |
+117 |
Jan01 |
000517 |
25.02 |
25.11 |
25.02 |
25.11 |
-0.01 |
560 |
10,668 |
-137 |
Feb01 |
000517 |
24.58 |
24.69 |
24.56 |
24.69 |
+0.01 |
227 |
5,136 |
+300 |
Total Volume and Open Interest |
|
|
|
Gas Oil(IPE) |
Jun00 |
000517 |
226.00 |
227.00 |
223.25 |
226.50 |
-0.50 |
7,937 |
39,005 |
-166 |
Jul00 |
000517 |
223.75 |
224.75 |
221.00 |
223.25 |
-1.50 |
4,035 |
16,249 |
+467 |
Aug00 |
000517 |
223.50 |
224.25 |
221.75 |
223.25 |
-1.00 |
1,281 |
8,504 |
+454 |
Sep00 |
000517 |
222.25 |
224.25 |
222.00 |
224.00 |
-1.50 |
588 |
5,944 |
-26 |
Oct00 |
000517 |
224.50 |
224.50 |
224.50 |
224.50 |
-1.00 |
0 |
3,913 |
+0 |
Nov00 |
000517 |
224.00 |
224.00 |
224.00 |
224.00 |
-1.00 |
0 |
2,720 |
-105 |
Dec00 |
000517 |
223.00 |
224.25 |
221.25 |
223.50 |
-1.00 |
1,469 |
16,469 |
+262 |
Jan01 |
000517 |
221.50 |
222.00 |
220.25 |
221.50 |
-1.25 |
410 |
1,655 |
+462 |
Total Volume and Open Interest |
|
|
|
US Dollar Index(NYBOT) |
Jun00 |
000517 |
111.60 |
112.50 |
111.37 |
111.99 |
+0.76 |
862 |
5,676 |
+150 |
Sep00 |
000517 |
111.23 |
112.08 |
111.00 |
111.63 |
+0.78 |
43 |
2,062 |
+6 |
Dec00 |
000517 |
111.50 |
111.50 |
111.27 |
111.27 |
+0.80 |
0 |
3 |
+0 |
Total Volume and Open Interest |
905 |
7,741 |
+156 |
Australian Dollar(IMM) |
Jun00 |
000517 |
56.75 |
57.05 |
56.60 |
56.85 |
-0.79 |
1,540 |
23,714 |
-20 |
Sep00 |
000517 |
56.85 |
57.05 |
56.72 |
56.93 |
-0.79 |
18 |
45 |
+9 |
Dec00 |
000517 |
57.80 |
57.80 |
57.01 |
57.01 |
-0.79 |
|
|
|
Total Volume and Open Interest |
1,558 |
23,759 |
-11 |
British Pound(IMM) |
Jun00 |
000517 |
149.18 |
149.90 |
149.00 |
149.36 |
-0.22 |
3,624 |
49,259 |
+461 |
Sep00 |
000517 |
149.30 |
150.30 |
149.20 |
149.62 |
-0.16 |
38 |
344 |
+2 |
Dec00 |
000517 |
149.90 |
150.50 |
149.60 |
149.90 |
-0.12 |
8 |
244 |
+2 |
Total Volume and Open Interest |
3,674 |
49,851 |
+469 |
Canadian Dollar(IMM) |
Jun00 |
000517 |
67.22 |
67.22 |
66.75 |
66.82 |
-0.47 |
4,992 |
61,475 |
-163 |
Sep00 |
000517 |
67.38 |
67.38 |
66.91 |
66.98 |
-0.47 |
119 |
7,824 |
+39 |
Dec00 |
000517 |
67.50 |
67.50 |
67.12 |
67.15 |
-0.47 |
64 |
2,511 |
+32 |
Mar01 |
000517 |
67.28 |
67.33 |
67.25 |
67.32 |
-0.47 |
|
|
|
Total Volume and Open Interest |
5,176 |
71,810 |
-806 |
Japanese Yen(IMM) |
Jun00 |
000517 |
91.60 |
92.18 |
91.42 |
91.96 |
unch |
8,754 |
81,204 |
+767 |
Sep00 |
000517 |
93.20 |
93.71 |
93.00 |
93.52 |
unch |
147 |
1,082 |
+62 |
Dec00 |
000517 |
95.17 |
95.17 |
95.17 |
95.17 |
unch |
51 |
597 |
+49 |
Total Volume and Open Interest |
8,952 |
82,883 |
+859 |
Swiss Franc(IMM) |
Jun00 |
000517 |
57.81 |
58.12 |
57.55 |
57.87 |
-0.52 |
8,011 |
44,467 |
-215 |
Sep00 |
000517 |
58.32 |
58.60 |
58.07 |
58.39 |
-0.52 |
53 |
309 |
+1 |
Dec00 |
000517 |
58.80 |
59.04 |
58.75 |
58.90 |
-0.52 |
7 |
22 |
+22 |
Total Volume and Open Interest |
8,072 |
44,798 |
-196 |
EuroFX(IMM) |
Jun00 |
000517 |
89.45 |
89.90 |
89.09 |
89.71 |
-0.84 |
10,047 |
62,951 |
+707 |
Sep00 |
000517 |
90.00 |
90.42 |
89.68 |
90.25 |
-0.86 |
134 |
1,853 |
+0 |
Dec00 |
000517 |
90.61 |
90.95 |
90.25 |
90.80 |
-0.87 |
3 |
230 |
+2 |
Total Volume and Open Interest |
10,184 |
65,049 |
+709 |
Mexican Peso(IMM) |
Jun00 |
000517 |
10400.0 |
10403.0 |
10365.0 |
10375.0 |
-33.0 |
3,316 |
16,088 |
-321 |
Sep00 |
000517 |
10120.0 |
10120.0 |
10080.0 |
10090.0 |
-38.0 |
5 |
2,393 |
+2,393 |
Total Volume and Open Interest |
3,336 |
19,830 |
+2,082 |
30-Year T-Bonds(CBOT) |
Jun00 |
000517 |
94~02 |
94~10 |
93~20 |
93~31 |
-0~18 |
247,863 |
395,527 |
-8,599 |
Sep00 |
000517 |
93~30 |
94~04 |
93~16 |
93~26 |
-0~18 |
13,618 |
35,137 |
+9,132 |
Dec00 |
000517 |
94~01 |
94~01 |
93~19 |
93~27 |
-0~17 |
30 |
2,129 |
+20 |
Total Volume and Open Interest |
261,511 |
433,005 |
+553 |
Municipal Bonds(CBOT) |
Jun00 |
000517 |
91~24 |
92~00 |
91~18 |
91~23 |
-0~12 |
3,820 |
23,250 |
-1,278 |
Sep00 |
000517 |
91~05 |
91~05 |
90~23 |
90~26 |
-0~18 |
878 |
1,561 |
+849 |
Total Volume and Open Interest |
4,698 |
24,811 |
-429 |
10-Year T-Notes(CBOT) |
Jun00 |
000517 |
95~170 |
95~135 |
95~120 |
95~130 |
-0~125 |
17,075 |
565,888 |
-7,197 |
Sep00 |
000517 |
95~110 |
95~150 |
95~050 |
95~090 |
-0~115 |
21,687 |
56,676 |
+9,476 |
Total Volume and Open Interest |
36,515 |
622,564 |
+2,279 |
5-Year T-Notes(CBOT) |
Jun00 |
000517 |
96~240 |
96~250 |
96~245 |
96~250 |
-0~040 |
4,686 |
407,925 |
-971 |
Sep00 |
000517 |
96~200 |
96~260 |
96~160 |
96~255 |
-0~005 |
13,448 |
29,155 |
+10,388 |
Total Volume and Open Interest |
18,134 |
437,080 |
+9,417 |
2 Year T-Notes(CBOT) |
Jun00 |
000517 |
98~036 |
98~045 |
98~024 |
98~041 |
-0~004 |
|
|
|
Sep00 |
000517 |
98~028 |
98~028 |
98~028 |
98~028 |
-0~001 |
|
|
|
Total Volume and Open Interest |
|
|
|
3-Mth T-Bills(IMM) |
Jun00 |
000517 |
93.79 |
93.80 |
93.79 |
93.80 |
+0.01 |
45 |
750 |
-13 |
Total Volume and Open Interest |
45 |
750 |
-13 |
Eurodollars(IMM) |
Jun00 |
000517 |
93.015 |
93.040 |
93.012 |
93.037 |
-0.010 |
96,488 |
497,518 |
+5,651 |
Sep00 |
000517 |
92.645 |
92.660 |
92.610 |
92.645 |
-0.050 |
132,827 |
586,386 |
+16,426 |
Dec00 |
000517 |
92.400 |
92.410 |
92.350 |
92.400 |
-0.050 |
103,559 |
476,557 |
+4,661 |
Mar01 |
000517 |
92.345 |
92.380 |
92.300 |
92.375 |
-0.025 |
85,284 |
342,159 |
-4,263 |
Jun01 |
000517 |
92.290 |
92.330 |
92.245 |
92.325 |
-0.010 |
42,992 |
248,845 |
+11,354 |
Sep01 |
000517 |
92.275 |
92.325 |
92.235 |
92.315 |
-0.010 |
38,094 |
185,176 |
+952 |
Dec01 |
000517 |
92.250 |
92.300 |
92.220 |
92.290 |
unch |
16,158 |
136,178 |
-205 |
Mar02 |
000517 |
92.310 |
92.360 |
92.290 |
92.355 |
+0.005 |
12,860 |
122,368 |
-309 |
Jun02 |
000517 |
92.320 |
92.360 |
92.305 |
92.355 |
-0.005 |
8,608 |
89,712 |
+554 |
Sep02 |
000517 |
92.335 |
92.370 |
92.320 |
92.365 |
-0.010 |
6,746 |
87,329 |
+455 |
Dec02 |
000517 |
92.320 |
92.330 |
92.290 |
92.320 |
-0.020 |
7,292 |
71,294 |
+337 |
Mar03 |
000517 |
92.390 |
92.395 |
92.345 |
92.360 |
-0.035 |
5,719 |
69,917 |
-239 |
Total Volume and Open Interest |
583,673 |
3,291,028 |
+34,679 |
3-Mth Euro-Yen(IMM) |
Jun00 |
000517 |
99.88 |
99.88 |
99.87 |
99.88 |
unch |
938 |
15,566 |
-112 |
Sep00 |
000517 |
99.76 |
99.78 |
99.76 |
99.78 |
+0.03 |
1,248 |
17,838 |
-390 |
Dec00 |
000517 |
99.61 |
99.62 |
99.61 |
99.62 |
+0.02 |
441 |
11,404 |
-786 |
Mar01 |
000517 |
99.49 |
99.50 |
99.49 |
99.50 |
+0.03 |
2,160 |
17,645 |
-231 |
Jun01 |
000517 |
99.36 |
99.36 |
99.36 |
99.36 |
+0.03 |
877 |
3,330 |
-270 |
Sep01 |
000517 |
99.22 |
99.22 |
99.22 |
99.22 |
+0.03 |
916 |
14,046 |
+244 |
Dec01 |
000517 |
99.06 |
99.06 |
99.06 |
99.06 |
+0.02 |
100 |
1,591 |
+100 |
Mar02 |
000517 |
98.93 |
98.93 |
98.93 |
98.93 |
unch |
0 |
1,338 |
+0 |
Jun02 |
000517 |
98.78 |
98.78 |
98.78 |
98.78 |
unch |
0 |
79 |
+0 |
Sep02 |
000517 |
98.63 |
98.63 |
98.63 |
98.63 |
unch |
0 |
30 |
+0 |
Total Volume and Open Interest |
6,680 |
82,897 |
-1,366 |
3-Mth Euro-Yen(SIMEX) |
Jun00 |
000517 |
99.87 |
99.88 |
99.86 |
99.87 |
-0.01 |
3,502 |
80,072 |
-45 |
Sep00 |
000517 |
99.76 |
99.77 |
99.75 |
99.76 |
+0.01 |
2,956 |
74,671 |
-133 |
Dec00 |
000517 |
99.60 |
99.61 |
99.58 |
99.61 |
+0.02 |
6,693 |
75,915 |
-2,531 |
Mar01 |
000517 |
99.47 |
99.50 |
99.46 |
99.50 |
+0.03 |
2,267 |
77,942 |
-382 |
Jun01 |
000517 |
99.33 |
99.36 |
99.32 |
99.36 |
+0.03 |
1,937 |
59,183 |
-618 |
Sep01 |
000517 |
99.18 |
99.21 |
99.18 |
99.21 |
+0.02 |
874 |
59,176 |
+279 |
Dec01 |
000517 |
99.04 |
99.06 |
99.04 |
99.06 |
+0.02 |
845 |
14,964 |
+275 |
Mar02 |
000517 |
98.92 |
98.93 |
98.92 |
98.93 |
+0.01 |
75 |
11,846 |
+95 |
Total Volume and Open Interest |
|
|
|
German Euro-Bund(EUREX) |
Jun00 |
000517 |
104.19 |
104.23 |
103.46 |
103.63 |
-0.62 |
971,665 |
690,094 |
+19,801 |
Sep00 |
000517 |
103.92 |
103.92 |
103.24 |
103.37 |
-0.58 |
22,968 |
67,621 |
+5,835 |
Dec00 |
000517 |
102.96 |
102.96 |
102.96 |
102.96 |
-0.57 |
1,051 |
3,683 |
+818 |
Total Volume and Open Interest |
|
|
|
German Euro-Bobl(EUREX) |
Jun00 |
000517 |
102.60 |
102.60 |
102.12 |
102.21 |
-0.41 |
403,097 |
330,285 |
-744 |
Sep00 |
000517 |
102.20 |
102.22 |
102.00 |
102.05 |
-0.42 |
6,274 |
14,792 |
+2,940 |
Dec00 |
000517 |
101.51 |
101.51 |
101.51 |
101.51 |
-0.41 |
695 |
756 |
-109 |
Total Volume and Open Interest |
|
|
|
Long Gilt(LIFFE) |
Jun00 |
000517 |
112~23 |
112~23 |
111~21 |
111~31 |
-0~30 |
23,679 |
67,088 |
-1,090 |
Sep00 |
000517 |
111~26 |
111~26 |
111~26 |
111~26 |
-0~29 |
2 |
714 |
+14 |
Total Volume and Open Interest |
|
|
|
3-Mth Short Sterling(LIFFE) |
Jun00 |
000517 |
93.58 |
93.66 |
93.55 |
93.63 |
+0.03 |
32,507 |
179,833 |
-3,562 |
Sep00 |
000517 |
93.28 |
93.38 |
93.26 |
93.36 |
+0.04 |
48,204 |
194,020 |
+7,358 |
Dec00 |
000517 |
93.09 |
93.18 |
93.07 |
93.16 |
+0.03 |
23,318 |
122,549 |
+2,635 |
Total Volume and Open Interest |
|
|
|
3-Mth Euribor(LIFFE) |
Jun00 |
000517 |
95.505 |
95.505 |
95.405 |
95.415 |
-0.120 |
113,765 |
309,581 |
+7,890 |
Sep00 |
000517 |
95.210 |
95.215 |
95.100 |
95.105 |
-0.150 |
155,597 |
335,959 |
+9,506 |
Dec00 |
000517 |
94.935 |
94.940 |
94.815 |
94.820 |
-0.155 |
71,044 |
188,561 |
+921 |
Total Volume and Open Interest |
|
|
|
3-Mth Aus T-Bills(SFE) |
Jun00 |
000517 |
93.53 |
93.53 |
93.48 |
93.51 |
-0.04 |
8,286 |
180,673 |
+2,134 |
Sep00 |
000517 |
93.26 |
93.27 |
93.18 |
93.22 |
-0.09 |
18,703 |
173,721 |
+15,838 |
Dec00 |
000517 |
93.15 |
93.15 |
93.05 |
93.09 |
-0.07 |
4,171 |
48,087 |
+1,166 |
Mar01 |
000517 |
93.05 |
93.07 |
93.01 |
93.04 |
-0.06 |
1,619 |
22,764 |
+943 |
Jun01 |
000517 |
93.02 |
93.03 |
92.98 |
92.99 |
-0.04 |
675 |
15,291 |
+339 |
Sep01 |
000517 |
92.97 |
92.98 |
92.93 |
92.97 |
-0.01 |
221 |
8,919 |
+39 |
Dec01 |
000517 |
92.93 |
92.93 |
92.88 |
92.92 |
-0.01 |
261 |
6,029 |
+260 |
Mar02 |
000517 |
92.89 |
92.89 |
92.88 |
92.88 |
-0.01 |
11 |
4,989 |
+10 |
Jun02 |
000517 |
92.90 |
92.90 |
92.85 |
92.85 |
-0.06 |
10 |
2,336 |
+10 |
Sep02 |
000517 |
92.83 |
92.83 |
92.83 |
92.83 |
-0.01 |
0 |
1,869 |
+0 |
Total Volume and Open Interest |
|
|
|
10-Year Aus T-Bonds(SFE) |
Jun00 |
000517 |
93.57 |
93.63 |
93.53 |
93.54 |
-0.01 |
17,614 |
174,720 |
+7,987 |
Sep00 |
000517 |
93.52 |
93.52 |
93.52 |
93.52 |
-0.01 |
0 |
4 |
+0 |
Total Volume and Open Interest |
|
|
|
3-Year Aus T-Bonds(SFE) |
Jun00 |
000517 |
93.56 |
93.57 |
93.50 |
93.52 |
-0.07 |
39,738 |
334,288 |
+25,034 |
Sep00 |
000517 |
93.40 |
93.40 |
93.40 |
93.40 |
-0.12 |
0 |
100 |
+0 |
Total Volume and Open Interest |
|
|
|
Gold(CMX) |
Jun00 |
000517 |
276.2 |
276.2 |
273.8 |
273.8 |
-2.4 |
15,838 |
77,829 |
-3,873 |
Aug00 |
000517 |
278.1 |
278.1 |
275.5 |
276.6 |
-2.5 |
3,095 |
22,127 |
+1,649 |
Oct00 |
000517 |
280.5 |
281.0 |
279.6 |
279.6 |
-2.4 |
197 |
4,161 |
-34 |
Dec00 |
000517 |
283.6 |
284.1 |
281.5 |
282.6 |
-2.3 |
552 |
19,177 |
-55 |
Feb01 |
000517 |
286.5 |
286.5 |
285.3 |
285.3 |
-2.3 |
5 |
0 |
+0 |
Apr01 |
000517 |
288.2 |
288.2 |
288.2 |
288.2 |
-2.3 |
1 |
3,183 |
+3,183 |
Total Volume and Open Interest |
19,844 |
135,167 |
-8,925 |
Silver(CMX) |
May00 |
000517 |
506.0 |
508.5 |
500.3 |
500.3 |
-10.5 |
70 |
128 |
-47 |
Jul00 |
000517 |
511.5 |
513.5 |
503.5 |
504.0 |
-10.5 |
18,967 |
54,789 |
-829 |
Sep00 |
000517 |
517.0 |
517.0 |
508.1 |
508.1 |
-10.2 |
382 |
4,361 |
+36 |
Dec00 |
000517 |
520.0 |
527.0 |
513.0 |
513.1 |
-10.2 |
66 |
7,387 |
-19 |
Mar01 |
000517 |
527.0 |
527.0 |
516.8 |
516.8 |
-10.2 |
4 |
877 |
+0 |
Total Volume and Open Interest |
19,500 |
68,696 |
-2,040 |
Platinum(NYM) |
Jul00 |
000517 |
484.0 |
489.5 |
480.0 |
486.9 |
+3.4 |
313 |
7,681 |
+7,681 |
Oct00 |
000517 |
467.0 |
472.0 |
467.0 |
471.9 |
+2.4 |
4 |
705 |
+705 |
Jan01 |
000517 |
460.9 |
460.9 |
460.9 |
460.9 |
+2.4 |
|
|
|
Total Volume and Open Interest |
317 |
8,386 |
+8,386 |
Palladium(NYME) |
Jun00 |
000517 |
568.00 |
575.00 |
568.00 |
572.25 |
-3.75 |
80 |
2,052 |
-63 |
Sep00 |
000517 |
570.00 |
570.00 |
569.75 |
569.75 |
-3.50 |
33 |
655 |
+655 |
Dec00 |
000517 |
562.75 |
562.75 |
562.75 |
562.75 |
-3.50 |
|
|
|
Total Volume and Open Interest |
113 |
2,707 |
+592 |
Copper(CMX) |
May00 |
000517 |
84.70 |
84.70 |
83.90 |
83.90 |
-0.70 |
398 |
3,574 |
-137 |
Jul00 |
000517 |
85.10 |
85.40 |
84.25 |
84.30 |
-0.80 |
7,630 |
38,054 |
+675 |
Sep00 |
000517 |
84.90 |
85.40 |
84.25 |
84.30 |
-0.70 |
267 |
6,439 |
+53 |
Dec00 |
000517 |
85.30 |
85.30 |
84.55 |
84.55 |
-0.70 |
33 |
6,255 |
-2 |
Mar01 |
000517 |
85.20 |
85.20 |
84.75 |
84.75 |
-0.75 |
12 |
0 |
-1,904 |
Total Volume and Open Interest |
8,721 |
62,401 |
-1,206 |
DJIA Index(CBOT) |
Jun00 |
000517 |
10870 |
10890 |
10785 |
10810 |
-147 |
12,407 |
16,989 |
+226 |
Sep00 |
000517 |
10995 |
11000 |
10930 |
10953 |
-146 |
203 |
626 |
+161 |
Dec00 |
000517 |
11130 |
11130 |
11111 |
11111 |
-146 |
41 |
1,767 |
-27 |
Total Volume and Open Interest |
12,651 |
19,388 |
+360 |
S & P 500(CME) |
Jun00 |
000517 |
1459.00 |
1463.50 |
1448.00 |
1456.70 |
-15.00 |
77,908 |
365,936 |
-2,164 |
Sep00 |
000517 |
1479.50 |
1481.50 |
1472.50 |
1478.40 |
-15.00 |
435 |
8,340 |
+183 |
Dec00 |
000517 |
1499.80 |
1502.40 |
1499.80 |
1502.40 |
-15.00 |
95 |
3,385 |
+52 |
Mar01 |
000517 |
1530.00 |
1530.00 |
1527.40 |
1527.40 |
-15.00 |
54 |
441 |
+441 |
Total Volume and Open Interest |
78,623 |
378,633 |
+378,633 |
S & P 500 E-Mini(Globex) |
Jun00 |
000517 |
1470.75 |
1470.75 |
1448.25 |
1456.75 |
-15.00 |
75,713 |
41,726 |
+778 |
Sep00 |
000517 |
1480.00 |
1482.00 |
1470.00 |
1478.50 |
-15.00 |
10 |
17 |
+1 |
Total Volume and Open Interest |
75,723 |
41,743 |
+779 |
NASDAQ 100(CME) |
Jun00 |
000517 |
3590.00 |
3645.00 |
3540.00 |
3587.50 |
-82.50 |
19,259 |
36,617 |
-90 |
Sep00 |
000517 |
3641.50 |
3641.50 |
3641.50 |
3641.50 |
-80.50 |
3 |
0 |
+0 |
Dec00 |
000517 |
3695.50 |
3775.00 |
3695.50 |
3695.50 |
-78.50 |
0 |
10 |
+10 |
Total Volume and Open Interest |
19,262 |
36,627 |
+36,627 |
NASDAQ 100 E-Mini(GLOBEX) |
Jun00 |
000517 |
3669.5 |
3673.5 |
3538.5 |
3587.5 |
-82.5 |
29,117 |
23,934 |
+23 |
Sep00 |
000517 |
3641.5 |
3641.5 |
3641.5 |
3641.5 |
-80.5 |
0 |
3 |
+0 |
Total Volume and Open Interest |
29,117 |
23,937 |
+23 |
NYSE Composite(NYBOT) |
Jun00 |
000517 |
655.50 |
656.25 |
651.50 |
654.65 |
-7.20 |
601 |
2,489 |
+30 |
Sep00 |
000517 |
662.90 |
662.90 |
662.90 |
662.90 |
-7.20 |
0 |
212 |
+0 |
Dec00 |
000517 |
671.15 |
671.15 |
671.15 |
671.15 |
-7.20 |
0 |
102 |
+0 |
Total Volume and Open Interest |
323 |
1,841 |
+8 |
S & P Midcap 400(CME) |
Jun00 |
000517 |
485.00 |
490.00 |
483.00 |
488.00 |
-3.00 |
860 |
13,906 |
+161 |
Sep00 |
000517 |
495.00 |
495.00 |
495.00 |
495.00 |
-3.00 |
3 |
0 |
+0 |
Dec00 |
000517 |
499.50 |
499.50 |
499.50 |
499.50 |
-3.00 |
|
|
|
Total Volume and Open Interest |
863 |
13,906 |
+161 |
Russell 2000(CME) |
Jun00 |
000517 |
507.00 |
507.00 |
498.50 |
499.75 |
-12.60 |
1,477 |
14,205 |
+259 |
Sep00 |
000517 |
506.00 |
506.00 |
505.75 |
506.00 |
-12.60 |
0 |
98 |
+98 |
Dec00 |
000517 |
513.55 |
513.55 |
513.30 |
513.55 |
-12.60 |
|
|
|
Total Volume and Open Interest |
1,477 |
14,303 |
+357 |
Value Line(KCBT) |
Jun00 |
000517 |
1086.00 |
1086.00 |
1074.00 |
1081.00 |
-12.00 |
52 |
150 |
-14 |
Total Volume and Open Interest |
52 |
151 |
-14 |
Nikkei 225(CME) |
Jun00 |
000517 |
17240 |
17330 |
17205 |
17225 |
-480 |
2,285 |
17,184 |
+210 |
Sep00 |
000517 |
17250 |
17250 |
17250 |
17250 |
-480 |
102 |
111 |
+111 |
Total Volume and Open Interest |
2,387 |
17,295 |
+321 |
Nikkei 225(SIMEX) |
Jun00 |
000517 |
17720 |
17770 |
17330 |
17345 |
-220 |
10,895 |
108,001 |
-32 |
Sep00 |
000517 |
17360 |
17360 |
17360 |
17360 |
-220 |
77 |
10,862 |
+50 |
Dec00 |
000517 |
17340 |
17340 |
17340 |
17340 |
-220 |
0 |
2,063 |
+0 |
Total Volume and Open Interest |
19,131 |
121,289 |
-1,336 |
CAC 40(MATIF) |
May00 |
000517 |
6550.0 |
6555.0 |
6434.5 |
6457.0 |
-87.0 |
43,318 |
270,644 |
-15,723 |
Jun00 |
000517 |
6536.0 |
6536.0 |
6429.5 |
6445.5 |
-84.5 |
3,905 |
86,804 |
-857 |
Jul00 |
000517 |
6461.0 |
6461.0 |
6461.0 |
6461.0 |
-120.0 |
0 |
263 |
+98 |
Total Volume and Open Interest |
|
|
|
DAX Index(EUREX) |
Jun00 |
000517 |
7366.0 |
7366.0 |
7210.0 |
7229.0 |
-174.0 |
33,781 |
401,551 |
+3,778 |
Sep00 |
000517 |
7408.5 |
7408.5 |
7296.0 |
7310.5 |
-172.5 |
137 |
801 |
+44 |
Dec00 |
000517 |
7418.0 |
7418.0 |
7400.0 |
7400.0 |
-168.0 |
9 |
412 |
-4 |
Total Volume and Open Interest |
|
|
|
FT-SE 100(LIFFE) |
Jun00 |
000517 |
6318.50 |
6332.50 |
6200.00 |
6210.50 |
-140.00 |
23,006 |
231,030 |
+1,302 |
Sep00 |
000517 |
6301.00 |
6301.00 |
6274.50 |
6274.50 |
-141.00 |
44 |
4,151 |
+1,027 |
Dec00 |
000517 |
6381.50 |
6381.50 |
6358.50 |
6358.50 |
-140.00 |
20 |
789 |
+0 |
Total Volume and Open Interest |
|
|
|
SPI 200(SFE) |
Jun00 |
000517 |
3106.0 |
3107.0 |
3060.0 |
3071.0 |
-22.0 |
8,776 |
137,292 |
+3,079 |
Sep00 |
000517 |
3115.0 |
3117.0 |
3085.0 |
3088.0 |
-23.0 |
171 |
4,150 |
+58 |
Dec00 |
000517 |
3112.0 |
3112.0 |
3112.0 |
3112.0 |
-22.0 |
0 |
2,190 |
+0 |
Total Volume and Open Interest |
|
|
|
GSCI(CME) |
Jun00 |
000517 |
221.20 |
222.80 |
220.60 |
222.50 |
+0.50 |
1,209 |
40,630 |
-737 |
Jul00 |
000517 |
219.80 |
221.00 |
219.80 |
221.00 |
+0.50 |
|
|
|
Aug00 |
000517 |
218.00 |
218.50 |
218.00 |
218.50 |
+0.30 |
|
|
|
Total Volume and Open Interest |
1,323 |
41,329 |
-859 |
Bridge CRB Index(NYBOT) |
Jun00 |
000517 |
221.25 |
221.40 |
220.10 |
221.10 |
-0.55 |
218 |
1,763 |
-7 |
Aug00 |
000517 |
221.70 |
221.70 |
220.70 |
221.35 |
-0.40 |
15 |
881 |
+2 |
Nov00 |
000517 |
221.60 |
221.60 |
221.60 |
221.60 |
-0.25 |
0 |
430 |
+0 |
Total Volume and Open Interest |
|
|
|
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
|
|