 |
MRCI's Free Historical Futures Prices |
Daily Futures Price Listing Fri May 19, 2000 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Jul00 |
000519 |
546.50 |
555.00 |
546.00 |
554.50 |
+6.75 |
57,246 |
97,852 |
+272 |
Aug00 |
000519 |
550.00 |
557.75 |
549.50 |
557.00 |
+6.50 |
2,887 |
13,435 |
+321 |
Sep00 |
000519 |
553.00 |
560.00 |
552.00 |
559.00 |
+5.25 |
2,465 |
8,862 |
+23 |
Nov00 |
000519 |
559.00 |
566.25 |
558.00 |
564.75 |
+4.50 |
17,074 |
52,839 |
-852 |
Jan01 |
000519 |
566.00 |
573.50 |
566.00 |
572.25 |
+6.50 |
208 |
4,857 |
+19 |
Mar01 |
000519 |
572.00 |
579.00 |
572.00 |
578.50 |
+4.25 |
231 |
5,480 |
+10 |
May01 |
000519 |
580.00 |
582.00 |
580.00 |
581.00 |
+4.00 |
83 |
5,524 |
+33 |
Total Volume and Open Interest |
80,529 |
193,981 |
-97 |
Soybean Meal(CBOT) |
Jul00 |
000519 |
181.50 |
183.80 |
181.20 |
183.60 |
+2.00 |
15,204 |
62,623 |
-192 |
Aug00 |
000519 |
181.50 |
183.40 |
181.10 |
183.30 |
+1.80 |
1,847 |
14,063 |
+14 |
Sep00 |
000519 |
181.50 |
183.50 |
181.30 |
183.40 |
+2.00 |
602 |
7,912 |
+61 |
Oct00 |
000519 |
181.00 |
182.30 |
181.00 |
182.30 |
+1.30 |
512 |
7,117 |
-369 |
Dec00 |
000519 |
181.50 |
183.60 |
181.30 |
183.30 |
+1.30 |
3,446 |
20,459 |
+682 |
Jan01 |
000519 |
183.20 |
183.40 |
183.20 |
183.20 |
+1.20 |
208 |
2,070 |
-105 |
Mar01 |
000519 |
183.50 |
183.50 |
183.00 |
183.00 |
+1.60 |
119 |
2,574 |
+11 |
May01 |
000519 |
183.00 |
183.50 |
183.00 |
183.50 |
+1.30 |
70 |
2,010 |
+0 |
Total Volume and Open Interest |
22,017 |
119,007 |
+109 |
Soybean Oil(CBOT) |
Jul00 |
000519 |
17.08 |
17.30 |
17.08 |
17.19 |
-0.04 |
10,536 |
52,136 |
-131 |
Aug00 |
000519 |
17.32 |
17.49 |
17.32 |
17.39 |
-0.04 |
776 |
14,049 |
-119 |
Sep00 |
000519 |
17.52 |
17.70 |
17.52 |
17.57 |
-0.05 |
348 |
12,785 |
+41 |
Oct00 |
000519 |
17.72 |
17.78 |
17.72 |
17.75 |
-0.04 |
562 |
8,061 |
+175 |
Dec00 |
000519 |
18.02 |
18.20 |
18.02 |
18.08 |
-0.06 |
2,937 |
22,271 |
+416 |
Jan01 |
000519 |
18.42 |
18.43 |
18.42 |
18.43 |
-0.04 |
273 |
8,047 |
+1 |
Mar01 |
000519 |
18.85 |
18.85 |
18.72 |
18.72 |
-0.03 |
78 |
3,688 |
+31 |
May01 |
000519 |
18.98 |
18.98 |
18.98 |
18.98 |
-0.09 |
96 |
4,382 |
+94 |
Total Volume and Open Interest |
15,666 |
128,098 |
+550 |
Canola(WCE) |
May00 |
000519 |
267.8 |
267.8 |
267.8 |
267.8 |
+0.1 |
|
|
|
Jul00 |
000519 |
272.7 |
274.9 |
272.0 |
274.7 |
+2.0 |
3,588 |
26,205 |
-137 |
Aug00 |
000519 |
278.0 |
278.0 |
278.0 |
278.0 |
+2.7 |
0 |
4,757 |
-1 |
Sep00 |
000519 |
278.5 |
280.5 |
278.0 |
280.5 |
+2.2 |
31 |
693 |
+693 |
Nov00 |
000519 |
284.2 |
286.9 |
283.9 |
286.7 |
+1.7 |
19 |
28,850 |
+92 |
Total Volume and Open Interest |
5,320 |
65,072 |
+0 |
Corn(CBOT) |
Jul00 |
000519 |
238.50 |
241.00 |
237.50 |
240.00 |
+2.00 |
45,111 |
237,698 |
-608 |
Sep00 |
000519 |
246.50 |
249.50 |
246.25 |
248.50 |
+2.25 |
6,058 |
60,398 |
-329 |
Nov00 |
000519 |
255.50 |
255.50 |
254.50 |
254.75 |
+2.50 |
52 |
920 |
+22 |
Dec00 |
000519 |
256.50 |
259.50 |
255.75 |
258.75 |
+2.50 |
18,222 |
139,295 |
+285 |
Jan01 |
000519 |
258.50 |
262.50 |
258.50 |
262.25 |
+2.75 |
2 |
153 |
+4 |
Mar01 |
000519 |
264.00 |
267.50 |
264.00 |
266.75 |
+2.25 |
674 |
18,014 |
+3 |
Total Volume and Open Interest |
70,642 |
470,999 |
-452 |
Wheat(CBOT) |
Jul00 |
000519 |
271.50 |
277.00 |
271.50 |
276.25 |
+4.25 |
25,393 |
76,706 |
-2,331 |
Sep00 |
000519 |
283.00 |
288.50 |
282.50 |
287.50 |
+4.25 |
3,230 |
22,182 |
+1,014 |
Dec00 |
000519 |
298.00 |
304.00 |
298.00 |
303.50 |
+5.00 |
5,063 |
25,946 |
+161 |
Mar01 |
000519 |
311.50 |
316.00 |
311.00 |
316.00 |
+4.50 |
254 |
7,239 |
-20 |
May01 |
000518 |
322.00 |
323.00 |
316.00 |
316.50 |
-5.00 |
13 |
52 |
+7 |
Total Volume and Open Interest |
27,363 |
135,889 |
+2,248 |
Wheat(KCBT) |
May00 |
000519 |
291.00 |
291.00 |
291.00 |
291.00 |
+4.00 |
|
|
|
Jul00 |
000519 |
295.00 |
299.50 |
294.50 |
299.00 |
+4.00 |
6,556 |
35,724 |
-67 |
Sep00 |
000519 |
306.25 |
310.00 |
306.00 |
310.00 |
+4.50 |
1,232 |
9,263 |
+397 |
Dec00 |
000519 |
320.00 |
325.00 |
320.00 |
325.00 |
+4.25 |
1,541 |
12,180 |
+845 |
Mar01 |
000519 |
334.50 |
337.00 |
334.50 |
337.00 |
+5.50 |
291 |
1,457 |
+81 |
Total Volume and Open Interest |
9,620 |
59,353 |
+1,255 |
Wheat(MGE) |
May00 |
000519 |
331.75 |
331.75 |
323.00 |
323.00 |
unch |
|
|
|
Jul00 |
000519 |
329.50 |
332.25 |
329.25 |
331.50 |
+2.00 |
1,963 |
10,542 |
+50 |
Sep00 |
000519 |
340.00 |
342.25 |
339.50 |
342.00 |
+2.50 |
992 |
5,793 |
+91 |
Dec00 |
000519 |
354.75 |
356.50 |
354.25 |
356.00 |
+2.75 |
281 |
3,180 |
+105 |
Mar01 |
000519 |
366.00 |
367.50 |
366.00 |
367.50 |
+2.50 |
26 |
0 |
-349 |
Total Volume and Open Interest |
3,262 |
19,515 |
-103 |
Oats(CBOT) |
Jul00 |
000519 |
120.50 |
125.75 |
120.50 |
121.75 |
+1.75 |
1,103 |
9,623 |
-349 |
Sep00 |
000519 |
125.75 |
127.00 |
125.75 |
126.50 |
+1.50 |
105 |
2,783 |
-22 |
Dec00 |
000519 |
131.00 |
132.25 |
131.00 |
132.25 |
+1.75 |
267 |
4,202 |
-27 |
Mar01 |
000519 |
138.50 |
138.75 |
138.50 |
138.75 |
+1.25 |
0 |
389 |
+0 |
Total Volume and Open Interest |
1,475 |
16,998 |
-398 |
Rough Rice(CBOT) |
May00 |
000519 |
5.18 |
5.22 |
5.18 |
5.22 |
+0.04 |
6 |
6 |
-4 |
Jul00 |
000519 |
5.41 |
5.47 |
5.40 |
5.44 |
+0.04 |
628 |
4,291 |
-103 |
Sep00 |
000519 |
6.30 |
6.33 |
6.30 |
6.30 |
+0.04 |
28 |
922 |
+1 |
Nov00 |
000519 |
6.38 |
6.45 |
6.38 |
6.40 |
+0.04 |
24 |
1,438 |
+21 |
Total Volume and Open Interest |
756 |
7,266 |
-16 |
Live Cattle(CME) |
Jun00 |
000519 |
68.200 |
68.350 |
68.050 |
68.125 |
-0.075 |
4,507 |
35,825 |
-1,550 |
Aug00 |
000519 |
68.000 |
68.050 |
67.700 |
67.875 |
-0.075 |
2,964 |
42,127 |
+1,103 |
Oct00 |
000519 |
70.700 |
70.725 |
70.400 |
70.475 |
-0.225 |
1,247 |
22,406 |
+19 |
Dec00 |
000519 |
72.275 |
72.300 |
72.025 |
72.100 |
-0.150 |
390 |
8,402 |
+30 |
Feb01 |
000519 |
73.600 |
73.650 |
73.450 |
73.500 |
-0.150 |
146 |
4,281 |
+42 |
Apr01 |
000519 |
75.650 |
75.650 |
75.500 |
75.600 |
-0.175 |
43 |
0 |
-4,300 |
Total Volume and Open Interest |
9,342 |
115,519 |
-4,651 |
Feeder Cattle(CME) |
May00 |
000519 |
82.950 |
83.250 |
82.900 |
83.250 |
+0.250 |
177 |
2,365 |
+29 |
Aug00 |
000519 |
83.850 |
83.950 |
83.575 |
83.825 |
unch |
1,229 |
9,575 |
+92 |
Sep00 |
000519 |
84.000 |
84.200 |
83.800 |
83.900 |
-0.200 |
134 |
1,958 |
+34 |
Oct00 |
000519 |
85.000 |
85.075 |
84.650 |
84.850 |
-0.150 |
222 |
2,254 |
+4 |
Nov00 |
000519 |
86.000 |
86.150 |
85.800 |
85.950 |
-0.125 |
42 |
1,379 |
-8 |
Jan01 |
000519 |
86.775 |
87.100 |
86.650 |
86.950 |
-0.150 |
20 |
792 |
+10 |
Mar01 |
000519 |
86.750 |
86.750 |
86.750 |
86.750 |
-0.250 |
|
|
|
Total Volume and Open Interest |
1,825 |
18,324 |
+27 |
Lean Hogs(CME) |
Jun00 |
000519 |
70.200 |
70.300 |
68.850 |
68.850 |
-2.000 |
2,905 |
25,390 |
+176 |
Jul00 |
000519 |
69.000 |
69.300 |
67.800 |
67.925 |
-1.825 |
1,775 |
17,761 |
-32 |
Aug00 |
000519 |
66.350 |
66.400 |
65.200 |
65.575 |
-1.325 |
857 |
11,433 |
+46 |
Oct00 |
000519 |
57.900 |
57.900 |
57.000 |
57.525 |
-0.625 |
179 |
6,583 |
+24 |
Dec00 |
000519 |
55.900 |
55.900 |
55.250 |
55.425 |
-0.575 |
234 |
5,115 |
+36 |
Feb01 |
000519 |
56.475 |
56.475 |
56.000 |
56.400 |
-0.300 |
11 |
1,414 |
+1 |
Apr01 |
000519 |
55.450 |
55.450 |
55.300 |
55.300 |
-0.175 |
67 |
470 |
+57 |
Jun01 |
000519 |
62.850 |
62.850 |
62.500 |
62.500 |
-0.500 |
2 |
31 |
+1 |
Total Volume and Open Interest |
6,031 |
68,200 |
+310 |
Pork Bellies(CME) |
May00 |
000519 |
90.000 |
91.600 |
89.500 |
91.500 |
+1.500 |
71 |
164 |
-51 |
Jul00 |
000519 |
86.475 |
87.400 |
85.650 |
86.775 |
+0.300 |
1,020 |
3,954 |
+52 |
Aug00 |
000519 |
84.250 |
85.200 |
83.450 |
83.950 |
unch |
241 |
1,317 |
+59 |
Feb01 |
000519 |
77.800 |
77.800 |
76.800 |
76.800 |
unch |
18 |
92 |
+7 |
Mar01 |
000519 |
77.800 |
77.800 |
77.800 |
77.800 |
-0.025 |
|
|
|
Total Volume and Open Interest |
1,350 |
5,527 |
+67 |
Cocoa(NYBOT) |
Jul00 |
000519 |
842 |
865 |
842 |
857 |
+28 |
2,770 |
40,391 |
-570 |
Sep00 |
000519 |
872 |
890 |
871 |
885 |
+28 |
937 |
26,150 |
+263 |
Dec00 |
000519 |
906 |
925 |
905 |
918 |
+28 |
544 |
16,737 |
+367 |
Mar01 |
000519 |
952 |
952 |
952 |
952 |
+26 |
2 |
7,640 |
-1 |
May01 |
000519 |
977 |
977 |
977 |
977 |
+26 |
0 |
5,519 |
+0 |
Jul01 |
000519 |
1003 |
1003 |
1003 |
1003 |
+26 |
6 |
7,025 |
+7,025 |
Sep01 |
000519 |
1030 |
1030 |
1030 |
1030 |
+26 |
0 |
3,627 |
+3,627 |
Total Volume and Open Interest |
4,259 |
97,943 |
-3,937 |
Coffee "C"(NYBOT) |
May00 |
000518 |
91.00 |
93.00 |
91.00 |
91.50 |
-0.30 |
296 |
418 |
+33 |
Jul00 |
000519 |
95.50 |
98.75 |
94.80 |
97.95 |
+3.85 |
5,795 |
30,724 |
+220 |
Sep00 |
000519 |
98.75 |
101.75 |
98.20 |
100.90 |
+3.50 |
863 |
13,967 |
+140 |
Dec00 |
000519 |
102.90 |
105.00 |
101.60 |
104.30 |
+3.30 |
312 |
5,191 |
+42 |
Mar01 |
000519 |
106.60 |
107.80 |
106.25 |
107.80 |
+3.30 |
69 |
1,908 |
+42 |
May01 |
000519 |
108.10 |
109.80 |
108.10 |
109.80 |
+3.30 |
60 |
277 |
+11 |
Total Volume and Open Interest |
7,101 |
52,067 |
-20 |
Orange Juice(NYBOT) |
Jul00 |
000519 |
81.50 |
81.60 |
80.50 |
80.55 |
-1.10 |
447 |
11,691 |
+37 |
Sep00 |
000519 |
81.50 |
81.50 |
80.60 |
80.65 |
-1.30 |
82 |
4,752 |
+49 |
Nov00 |
000519 |
81.80 |
81.80 |
81.00 |
81.00 |
-1.15 |
5 |
3,182 |
-3 |
Jan01 |
000519 |
82.00 |
82.00 |
81.40 |
81.50 |
-0.85 |
40 |
1,188 |
+7 |
Mar01 |
000519 |
83.00 |
83.00 |
82.20 |
82.20 |
-0.90 |
9 |
1,071 |
+9 |
Total Volume and Open Interest |
583 |
22,327 |
+99 |
Sugar #11(NYBOT) |
Jul00 |
000519 |
7.11 |
7.30 |
7.11 |
7.21 |
+0.14 |
11,849 |
111,844 |
+561 |
Oct00 |
000519 |
7.20 |
7.30 |
7.17 |
7.26 |
+0.10 |
3,950 |
45,868 |
+800 |
Mar01 |
000519 |
7.27 |
7.31 |
7.24 |
7.26 |
+0.04 |
1,066 |
30,942 |
+218 |
May01 |
000519 |
7.27 |
7.28 |
7.21 |
7.21 |
unch |
169 |
4,590 |
+114 |
Jul01 |
000519 |
7.25 |
7.25 |
7.20 |
7.20 |
+0.02 |
66 |
5,217 |
-14 |
Total Volume and Open Interest |
17,183 |
205,855 |
-201 |
London Cocoa(LCE) |
May00 |
000515 |
601 |
607 |
599 |
599 |
-6 |
1,822 |
11,607 |
-3,028 |
Jul00 |
000519 |
629 |
648 |
629 |
647 |
+22 |
5,153 |
37,418 |
-183 |
Sep00 |
000519 |
647 |
667 |
647 |
666 |
+22 |
1,727 |
30,817 |
+203 |
Dec00 |
000519 |
684 |
703 |
682 |
701 |
+21 |
3,502 |
33,013 |
+441 |
Mar01 |
000519 |
706 |
716 |
706 |
716 |
+21 |
585 |
24,527 |
+10 |
May01 |
000519 |
711 |
731 |
711 |
731 |
+22 |
1,030 |
17,431 |
+180 |
Jul01 |
000519 |
746 |
746 |
746 |
746 |
+23 |
28 |
4,943 |
+6 |
Total Volume and Open Interest |
|
|
|
London Coffee(LCE) |
May00 |
000519 |
905.00 |
917.00 |
905.00 |
908.00 |
+17.00 |
105 |
676 |
-52 |
Jul00 |
000519 |
913.00 |
940.00 |
913.00 |
933.00 |
+22.00 |
4,400 |
37,029 |
-173 |
Sep00 |
000519 |
930.00 |
950.00 |
930.00 |
943.00 |
+17.00 |
816 |
16,731 |
+177 |
Nov00 |
000519 |
955.00 |
960.00 |
950.00 |
955.00 |
+15.00 |
281 |
6,220 |
+93 |
Jan01 |
000519 |
963.00 |
971.00 |
959.00 |
962.00 |
+12.00 |
224 |
2,142 |
+32 |
Mar01 |
000519 |
977.00 |
981.00 |
974.00 |
975.00 |
+11.00 |
21 |
835 |
+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 |
000519 |
196.00 |
201.00 |
196.00 |
201.00 |
+4.60 |
827 |
22,472 |
+737 |
Oct00 |
000519 |
199.40 |
203.70 |
199.40 |
203.70 |
+4.30 |
479 |
10,092 |
-130 |
Dec00 |
000519 |
201.60 |
206.30 |
201.60 |
206.30 |
+4.10 |
120 |
1,157 |
+69 |
Mar01 |
000519 |
205.50 |
208.70 |
205.50 |
208.70 |
+3.60 |
206 |
2,780 |
+0 |
Total Volume and Open Interest |
|
|
|
Cotton(NYBOT) |
Jul00 |
000519 |
61.85 |
62.30 |
61.25 |
61.30 |
-0.82 |
4,652 |
29,740 |
-141 |
Oct00 |
000519 |
63.20 |
63.50 |
62.50 |
62.50 |
-0.93 |
84 |
1,783 |
+10 |
Dec00 |
000519 |
63.50 |
63.70 |
62.80 |
62.86 |
-0.85 |
1,890 |
18,942 |
+336 |
Mar01 |
000519 |
64.35 |
64.50 |
63.91 |
63.91 |
-0.62 |
89 |
2,245 |
-6 |
May01 |
000519 |
64.90 |
64.90 |
64.40 |
64.40 |
-0.65 |
29 |
1,245 |
+17 |
Jul01 |
000519 |
65.45 |
65.45 |
65.15 |
65.15 |
-0.55 |
35 |
457 |
+16 |
Total Volume and Open Interest |
6,779 |
54,412 |
-28 |
Lumber(CME) |
Jul00 |
000519 |
281.5 |
281.5 |
279.1 |
279.2 |
-3.4 |
583 |
2,334 |
+44 |
Sep00 |
000519 |
287.2 |
288.0 |
285.8 |
286.7 |
-1.6 |
119 |
552 |
-7 |
Nov00 |
000519 |
291.5 |
291.6 |
291.2 |
291.3 |
-1.1 |
58 |
228 |
+12 |
Jan01 |
000519 |
302.0 |
302.0 |
296.2 |
296.2 |
+4.2 |
|
|
|
Total Volume and Open Interest |
760 |
3,114 |
+8 |
Crude Oil(NYM) |
Jun00 |
000519 |
29.37 |
30.00 |
29.37 |
29.89 |
-0.44 |
49,335 |
35,767 |
-13,121 |
Jul00 |
000519 |
29.50 |
30.00 |
29.50 |
29.85 |
-0.37 |
67,979 |
130,094 |
+3,454 |
Aug00 |
000519 |
29.50 |
29.58 |
29.08 |
29.41 |
-0.25 |
22,963 |
51,102 |
+3,262 |
Sep00 |
000519 |
28.93 |
28.95 |
28.50 |
28.84 |
-0.17 |
6,387 |
27,966 |
-54 |
Oct00 |
000519 |
28.16 |
28.30 |
27.95 |
28.27 |
-0.14 |
1,685 |
19,837 |
+299 |
Nov00 |
000519 |
27.60 |
27.78 |
27.50 |
27.74 |
-0.12 |
965 |
16,265 |
+93 |
Dec00 |
000519 |
26.85 |
27.26 |
26.85 |
27.26 |
-0.10 |
4,070 |
39,060 |
-698 |
Jan01 |
000519 |
26.70 |
26.83 |
26.60 |
26.83 |
-0.10 |
701 |
14,760 |
+237 |
Feb01 |
000519 |
26.15 |
26.43 |
26.15 |
26.43 |
-0.09 |
438 |
7,115 |
+121 |
Mar01 |
000519 |
25.80 |
26.03 |
25.80 |
26.03 |
-0.08 |
326 |
8,269 |
+175 |
Total Volume and Open Interest |
163,610 |
438,836 |
-12,096 |
Heating Oil(NYM) |
Jun00 |
000519 |
79.20 |
81.00 |
78.50 |
78.88 |
-0.99 |
36,442 |
121,041 |
+3,788 |
Jul00 |
000519 |
76.40 |
77.50 |
75.40 |
75.78 |
-1.27 |
11,819 |
28,665 |
+1,696 |
Aug00 |
000519 |
76.00 |
76.50 |
74.88 |
74.88 |
-1.57 |
3,055 |
11,975 |
+366 |
Sep00 |
000519 |
75.30 |
76.30 |
74.78 |
74.78 |
-1.62 |
1,067 |
7,823 |
+363 |
Oct00 |
000519 |
75.80 |
76.30 |
74.68 |
74.68 |
-1.62 |
837 |
5,781 |
+205 |
Nov00 |
000519 |
76.00 |
76.20 |
74.63 |
74.63 |
-1.62 |
626 |
7,513 |
+466 |
Dec00 |
000519 |
75.30 |
76.00 |
74.53 |
74.53 |
-1.62 |
2,376 |
16,189 |
+624 |
Jan01 |
000519 |
75.50 |
75.60 |
73.73 |
73.73 |
-1.62 |
767 |
6,030 |
+123 |
Feb01 |
000519 |
73.30 |
74.50 |
72.13 |
72.13 |
-1.67 |
177 |
5,069 |
+16 |
Mar01 |
000519 |
71.00 |
71.30 |
69.38 |
69.38 |
-1.77 |
193 |
3,320 |
+41 |
Total Volume and Open Interest |
36,442 |
121,041 |
+3,788 |
Unleaded Gas(NYM) |
Jun00 |
000519 |
98.00 |
98.00 |
94.50 |
95.33 |
-3.70 |
27,011 |
31,343 |
-2,736 |
Jul00 |
000519 |
95.40 |
95.40 |
92.50 |
93.00 |
-3.24 |
15,696 |
39,062 |
+7,131 |
Aug00 |
000519 |
90.00 |
91.50 |
88.60 |
89.20 |
-2.39 |
5,342 |
14,368 |
-1,376 |
Sep00 |
000519 |
86.00 |
86.20 |
84.90 |
84.90 |
-1.84 |
3,163 |
14,736 |
+14 |
Oct00 |
000519 |
80.60 |
80.80 |
79.70 |
79.70 |
-1.44 |
625 |
7,182 |
+96 |
Nov00 |
000519 |
77.25 |
77.25 |
76.80 |
76.80 |
-1.34 |
10 |
0 |
-3,218 |
Dec00 |
000519 |
75.30 |
76.00 |
75.10 |
75.10 |
-1.20 |
187 |
2,208 |
+94 |
Jan01 |
000519 |
73.80 |
73.85 |
73.80 |
73.85 |
-1.05 |
50 |
292 |
+292 |
Total Volume and Open Interest |
52,074 |
109,311 |
+297 |
Natural Gas(NYM) |
Jun00 |
000519 |
3.755 |
3.840 |
3.735 |
3.825 |
+0.115 |
34,467 |
49,631 |
-2,962 |
Jul00 |
000519 |
3.775 |
3.850 |
3.750 |
3.841 |
+0.123 |
16,351 |
44,405 |
+901 |
Aug00 |
000519 |
3.761 |
3.850 |
3.760 |
3.846 |
+0.118 |
7,908 |
27,236 |
+829 |
Sep00 |
000519 |
3.780 |
3.845 |
3.750 |
3.836 |
+0.116 |
3,646 |
23,838 |
-1,645 |
Oct00 |
000519 |
3.800 |
3.851 |
3.770 |
3.851 |
+0.109 |
2,950 |
21,736 |
-813 |
Nov00 |
000519 |
3.865 |
3.949 |
3.865 |
3.949 |
+0.105 |
1,351 |
15,614 |
+96 |
Dec00 |
000519 |
3.990 |
4.046 |
3.970 |
4.046 |
+0.101 |
2,815 |
25,416 |
+496 |
Jan01 |
000519 |
4.000 |
4.060 |
3.975 |
4.051 |
+0.096 |
4,045 |
20,028 |
-135 |
Total Volume and Open Interest |
80,805 |
342,922 |
+8,230 |
Brent Crude Oil(IPE) |
Jul00 |
000519 |
28.70 |
29.20 |
28.15 |
28.59 |
-0.33 |
39,913 |
84,584 |
-2,919 |
Aug00 |
000519 |
27.90 |
28.21 |
27.42 |
27.86 |
-0.12 |
16,783 |
65,722 |
+1,057 |
Sep00 |
000519 |
27.24 |
27.42 |
26.75 |
27.22 |
-0.06 |
8,114 |
21,712 |
+92 |
Oct00 |
000519 |
26.84 |
26.91 |
26.50 |
26.81 |
-0.02 |
1,314 |
14,587 |
-19 |
Nov00 |
000519 |
26.50 |
26.50 |
26.18 |
26.45 |
+0.02 |
484 |
8,066 |
+93 |
Dec00 |
000519 |
26.00 |
26.15 |
25.68 |
26.04 |
+0.04 |
2,550 |
29,049 |
+484 |
Jan01 |
000519 |
25.50 |
25.59 |
25.50 |
25.59 |
+0.03 |
5 |
10,168 |
-442 |
Feb01 |
000519 |
25.07 |
25.15 |
24.85 |
25.15 |
+0.02 |
222 |
5,304 |
+168 |
Total Volume and Open Interest |
|
|
|
Gas Oil(IPE) |
Jun00 |
000519 |
234.50 |
237.00 |
231.00 |
233.00 |
+1.50 |
13,806 |
38,922 |
+1,526 |
Jul00 |
000519 |
230.75 |
233.50 |
228.50 |
229.00 |
-0.50 |
8,581 |
16,747 |
-222 |
Aug00 |
000519 |
229.25 |
232.00 |
228.00 |
228.00 |
-0.50 |
1,675 |
8,600 |
-139 |
Sep00 |
000519 |
229.00 |
232.00 |
227.50 |
227.50 |
-1.25 |
932 |
6,371 |
+270 |
Oct00 |
000519 |
229.00 |
229.00 |
227.75 |
227.75 |
-1.00 |
10 |
3,927 |
+14 |
Nov00 |
000519 |
227.25 |
227.25 |
227.25 |
227.25 |
-1.00 |
375 |
2,735 |
+15 |
Dec00 |
000519 |
227.50 |
230.00 |
226.75 |
226.75 |
-0.75 |
1,355 |
17,556 |
+610 |
Jan01 |
000519 |
224.50 |
224.50 |
224.50 |
224.50 |
-1.00 |
0 |
1,850 |
+0 |
Total Volume and Open Interest |
|
|
|
US Dollar Index(NYBOT) |
Jun00 |
000519 |
111.93 |
112.66 |
111.16 |
111.35 |
-0.74 |
251 |
5,677 |
-57 |
Sep00 |
000519 |
112.00 |
112.07 |
110.99 |
110.99 |
-0.77 |
13 |
2,078 |
-10 |
Dec00 |
000519 |
110.63 |
110.63 |
110.63 |
110.63 |
-0.80 |
0 |
3 |
+0 |
Total Volume and Open Interest |
264 |
7,758 |
-67 |
Australian Dollar(IMM) |
Jun00 |
000519 |
57.07 |
57.40 |
56.80 |
57.34 |
+0.24 |
1,209 |
23,766 |
-286 |
Sep00 |
000519 |
57.09 |
57.42 |
57.00 |
57.42 |
+0.24 |
11 |
51 |
+0 |
Dec00 |
000519 |
57.50 |
57.50 |
57.50 |
57.50 |
+0.24 |
1 |
67 |
+67 |
Total Volume and Open Interest |
1,221 |
23,833 |
-270 |
British Pound(IMM) |
Jun00 |
000519 |
148.28 |
148.98 |
148.08 |
148.56 |
+0.30 |
6,176 |
52,579 |
+2,370 |
Sep00 |
000519 |
149.20 |
149.20 |
148.60 |
148.82 |
+0.30 |
52 |
324 |
+11 |
Dec00 |
000519 |
149.40 |
149.40 |
149.10 |
149.10 |
+0.30 |
3 |
248 |
+1 |
Total Volume and Open Interest |
6,231 |
53,151 |
+2,382 |
Canadian Dollar(IMM) |
Jun00 |
000519 |
66.64 |
67.03 |
66.59 |
66.90 |
+0.09 |
8,515 |
67,080 |
+427 |
Sep00 |
000519 |
66.80 |
67.18 |
66.78 |
67.06 |
+0.09 |
592 |
8,170 |
+132 |
Dec00 |
000519 |
66.98 |
67.26 |
66.96 |
67.23 |
+0.09 |
201 |
2,651 |
+136 |
Mar01 |
000519 |
67.40 |
67.40 |
67.40 |
67.40 |
+0.09 |
2 |
668 |
+2 |
Total Volume and Open Interest |
9,390 |
78,719 |
+737 |
Japanese Yen(IMM) |
Jun00 |
000519 |
93.34 |
94.55 |
93.32 |
94.13 |
+1.68 |
11,568 |
80,112 |
-1,223 |
Sep00 |
000519 |
95.00 |
96.20 |
94.95 |
95.76 |
+1.72 |
110 |
1,211 |
+50 |
Dec00 |
000519 |
96.80 |
97.55 |
96.80 |
97.48 |
+1.76 |
0 |
597 |
+597 |
Total Volume and Open Interest |
11,682 |
81,340 |
-1,175 |
Swiss Franc(IMM) |
Jun00 |
000519 |
57.35 |
58.16 |
57.31 |
58.06 |
+0.45 |
6,981 |
48,383 |
+258 |
Sep00 |
000519 |
57.83 |
58.68 |
57.83 |
58.58 |
+0.45 |
29 |
313 |
+16 |
Dec00 |
000519 |
59.09 |
59.09 |
59.09 |
59.09 |
+0.45 |
2 |
24 |
+24 |
Total Volume and Open Interest |
7,012 |
48,720 |
+298 |
EuroFX(IMM) |
Jun00 |
000519 |
88.88 |
90.18 |
88.80 |
90.07 |
+0.56 |
6,315 |
63,697 |
-899 |
Sep00 |
000519 |
89.35 |
90.68 |
89.35 |
90.60 |
+0.55 |
161 |
2,100 |
+139 |
Dec00 |
000519 |
90.15 |
91.14 |
90.00 |
91.14 |
+0.54 |
232 |
0 |
+0 |
Total Volume and Open Interest |
6,476 |
66,044 |
-760 |
Mexican Peso(IMM) |
Jun00 |
000519 |
10300.0 |
10380.0 |
10280.0 |
10365.0 |
-8.0 |
2,878 |
16,546 |
+549 |
Sep00 |
000519 |
10030.0 |
10075.0 |
10015.0 |
10075.0 |
-8.0 |
79 |
2,306 |
-60 |
Total Volume and Open Interest |
3,002 |
18,957 |
+479 |
30-Year T-Bonds(CBOT) |
Jun00 |
000519 |
92~30 |
93~15 |
92~27 |
93~09 |
+0~07 |
263,198 |
389,203 |
-2,549 |
Sep00 |
000519 |
93~00 |
93~09 |
92~23 |
93~05 |
+0~08 |
13,921 |
48,122 |
+9,072 |
Dec00 |
000519 |
93~07 |
93~07 |
92~30 |
93~05 |
+0~07 |
146 |
2,240 |
+101 |
Total Volume and Open Interest |
277,265 |
439,777 |
+6,624 |
Municipal Bonds(CBOT) |
Jun00 |
000519 |
91~03 |
91~12 |
91~01 |
91~08 |
+0~05 |
2,226 |
21,577 |
-370 |
Sep00 |
000519 |
90~07 |
90~13 |
90~07 |
90~13 |
+0~05 |
646 |
3,361 |
+554 |
Total Volume and Open Interest |
2,872 |
24,938 |
+184 |
10-Year T-Notes(CBOT) |
Jun00 |
000519 |
94~300 |
95~115 |
94~260 |
95~095 |
+0~100 |
14,128 |
546,804 |
-4,768 |
Sep00 |
000519 |
94~260 |
95~060 |
94~260 |
95~050 |
+0~120 |
38,472 |
89,570 |
+24,951 |
Total Volume and Open Interest |
52,600 |
636,374 |
-37,915 |
5-Year T-Notes(CBOT) |
Jun00 |
000519 |
96~240 |
96~305 |
96~235 |
96~275 |
+0~095 |
107,300 |
409,875 |
+8,088 |
Sep00 |
000519 |
96~200 |
96~250 |
96~200 |
96~235 |
+0~090 |
16,504 |
53,549 |
+11,677 |
Total Volume and Open Interest |
123,804 |
463,424 |
+19,765 |
2 Year T-Notes(CBOT) |
Jun00 |
000519 |
98~044 |
98~053 |
98~042 |
98~049 |
+0~017 |
|
|
|
Sep00 |
000519 |
98~025 |
98~029 |
98~024 |
98~029 |
+0~020 |
|
|
|
Total Volume and Open Interest |
|
|
|
3-Mth T-Bills(IMM) |
Jun00 |
000519 |
93.84 |
93.87 |
93.84 |
93.87 |
+0.04 |
10 |
730 |
+2 |
Total Volume and Open Interest |
10 |
730 |
+2 |
Eurodollars(IMM) |
Jun00 |
000519 |
93.045 |
93.067 |
93.045 |
93.062 |
+0.030 |
58,066 |
497,921 |
-6,777 |
Sep00 |
000519 |
92.665 |
92.710 |
92.665 |
92.700 |
+0.065 |
94,984 |
595,281 |
-7,377 |
Dec00 |
000519 |
92.415 |
92.465 |
92.410 |
92.460 |
+0.080 |
94,875 |
472,608 |
-6,244 |
Mar01 |
000519 |
92.380 |
92.420 |
92.360 |
92.415 |
+0.080 |
78,837 |
350,439 |
+4,966 |
Jun01 |
000519 |
92.320 |
92.365 |
92.315 |
92.360 |
+0.075 |
42,032 |
249,213 |
-2,214 |
Sep01 |
000519 |
92.315 |
92.350 |
92.300 |
92.345 |
+0.070 |
35,324 |
192,397 |
+2,212 |
Dec01 |
000519 |
92.270 |
92.310 |
92.270 |
92.300 |
+0.060 |
20,713 |
139,223 |
+4,549 |
Mar02 |
000519 |
92.335 |
92.370 |
92.325 |
92.365 |
+0.060 |
34,311 |
131,108 |
+9,440 |
Jun02 |
000519 |
92.325 |
92.350 |
92.310 |
92.355 |
+0.060 |
8,713 |
92,373 |
+1,198 |
Sep02 |
000519 |
92.305 |
92.355 |
92.305 |
92.355 |
+0.060 |
10,414 |
89,200 |
+391 |
Dec02 |
000519 |
92.265 |
92.300 |
92.265 |
92.300 |
+0.060 |
7,279 |
71,602 |
-615 |
Mar03 |
000519 |
92.305 |
92.335 |
92.295 |
92.335 |
+0.060 |
7,627 |
70,598 |
+664 |
Total Volume and Open Interest |
532,433 |
3,333,065 |
-2,339 |
3-Mth Euro-Yen(IMM) |
Jun00 |
000519 |
99.88 |
99.89 |
99.88 |
99.88 |
unch |
1,387 |
15,712 |
+293 |
Sep00 |
000519 |
99.79 |
99.80 |
99.78 |
99.79 |
unch |
1,300 |
18,241 |
+246 |
Dec00 |
000519 |
99.63 |
99.65 |
99.63 |
99.64 |
unch |
438 |
11,434 |
-712 |
Mar01 |
000519 |
99.53 |
99.54 |
99.53 |
99.54 |
+0.01 |
721 |
17,807 |
+190 |
Jun01 |
000519 |
99.40 |
99.42 |
99.40 |
99.41 |
+0.02 |
164 |
3,175 |
+71 |
Sep01 |
000519 |
99.26 |
99.28 |
99.26 |
99.27 |
+0.02 |
111 |
13,939 |
+494 |
Dec01 |
000519 |
99.11 |
99.13 |
99.11 |
99.12 |
+0.02 |
1,491 |
0 |
-1,491 |
Mar02 |
000519 |
99.00 |
99.00 |
99.00 |
99.00 |
+0.04 |
1,338 |
0 |
-1,338 |
Jun02 |
000519 |
98.78 |
98.78 |
98.78 |
98.78 |
unch |
|
|
|
Sep02 |
000519 |
98.63 |
98.63 |
98.63 |
98.63 |
unch |
|
|
|
Total Volume and Open Interest |
4,121 |
83,276 |
+2,059 |
3-Mth Euro-Yen(SIMEX) |
Jun00 |
000519 |
99.88 |
99.88 |
99.87 |
99.88 |
unch |
1,008 |
79,632 |
-22 |
Sep00 |
000519 |
99.78 |
99.79 |
99.76 |
99.78 |
unch |
6,040 |
73,912 |
-678 |
Dec00 |
000519 |
99.64 |
99.64 |
99.61 |
99.63 |
unch |
9,928 |
74,766 |
-605 |
Mar01 |
000519 |
99.52 |
99.53 |
99.50 |
99.52 |
unch |
8,545 |
76,755 |
-84 |
Jun01 |
000519 |
99.39 |
99.40 |
99.36 |
99.39 |
unch |
1,968 |
59,518 |
+653 |
Sep01 |
000519 |
99.25 |
99.26 |
99.22 |
99.25 |
unch |
2,757 |
59,457 |
+263 |
Dec01 |
000519 |
99.10 |
99.11 |
99.09 |
99.10 |
+0.01 |
665 |
14,716 |
+0 |
Mar02 |
000519 |
98.97 |
98.97 |
98.97 |
98.97 |
+0.01 |
70 |
11,796 |
+0 |
Total Volume and Open Interest |
|
|
|
German Euro-Bund(EUREX) |
Jun00 |
000519 |
103.45 |
103.69 |
102.90 |
103.56 |
+0.15 |
973,607 |
747,665 |
+16,838 |
Sep00 |
000519 |
103.10 |
103.45 |
102.78 |
103.37 |
+0.20 |
45,693 |
93,938 |
+13,985 |
Dec00 |
000519 |
102.96 |
102.96 |
102.96 |
102.96 |
+0.20 |
6,662 |
4,604 |
+972 |
Total Volume and Open Interest |
|
|
|
German Euro-Bobl(EUREX) |
Jun00 |
000519 |
102.17 |
102.21 |
101.84 |
102.16 |
+0.04 |
326,265 |
357,383 |
+15,257 |
Sep00 |
000519 |
102.03 |
102.03 |
101.74 |
102.01 |
+0.05 |
2,171 |
19,065 |
+1,975 |
Dec00 |
000519 |
101.46 |
101.46 |
101.46 |
101.46 |
+0.04 |
2,791 |
851 |
+0 |
Total Volume and Open Interest |
|
|
|
Long Gilt(LIFFE) |
Jun00 |
000519 |
111~11 |
111~14 |
110~30 |
111~09 |
-0~05 |
19,014 |
68,710 |
+2,302 |
Sep00 |
000519 |
111~03 |
111~04 |
110~26 |
111~02 |
-0~05 |
827 |
666 |
-50 |
Total Volume and Open Interest |
|
|
|
3-Mth Short Sterling(LIFFE) |
Jun00 |
000519 |
93.67 |
93.73 |
93.67 |
93.71 |
+0.03 |
25,798 |
182,911 |
+295 |
Sep00 |
000519 |
93.47 |
93.54 |
93.44 |
93.50 |
+0.04 |
52,628 |
195,764 |
+2,608 |
Dec00 |
000519 |
93.25 |
93.34 |
93.24 |
93.31 |
+0.04 |
34,369 |
126,492 |
+3,002 |
Total Volume and Open Interest |
|
|
|
3-Mth Euribor(LIFFE) |
Jun00 |
000519 |
95.410 |
95.450 |
95.345 |
95.410 |
-0.025 |
79,666 |
311,492 |
-1,869 |
Sep00 |
000519 |
95.095 |
95.145 |
95.020 |
95.085 |
-0.040 |
106,185 |
344,408 |
-2,093 |
Dec00 |
000519 |
94.820 |
94.850 |
94.725 |
94.795 |
-0.040 |
63,038 |
195,655 |
+3,802 |
Total Volume and Open Interest |
|
|
|
3-Mth Aus T-Bills(SFE) |
Jun00 |
000519 |
93.51 |
93.54 |
93.49 |
93.53 |
+0.02 |
5,852 |
179,148 |
-1,902 |
Sep00 |
000519 |
93.18 |
93.25 |
93.17 |
93.23 |
+0.05 |
14,662 |
176,794 |
+4,404 |
Dec00 |
000519 |
93.04 |
93.09 |
93.03 |
93.09 |
+0.05 |
2,351 |
47,767 |
+285 |
Mar01 |
000519 |
92.97 |
93.04 |
92.96 |
93.04 |
+0.05 |
1,422 |
23,347 |
+564 |
Jun01 |
000519 |
92.92 |
92.97 |
92.92 |
92.97 |
+0.02 |
261 |
14,665 |
-384 |
Sep01 |
000519 |
92.90 |
92.92 |
92.90 |
92.91 |
-0.01 |
155 |
8,530 |
-415 |
Dec01 |
000519 |
92.88 |
92.88 |
92.86 |
92.87 |
unch |
50 |
5,762 |
-381 |
Mar02 |
000519 |
92.83 |
92.84 |
92.83 |
92.84 |
unch |
2 |
4,744 |
-320 |
Jun02 |
000519 |
92.81 |
92.81 |
92.79 |
92.81 |
+0.02 |
62 |
2,376 |
+60 |
Sep02 |
000519 |
92.75 |
92.77 |
92.75 |
92.76 |
-0.01 |
60 |
1,934 |
+60 |
Total Volume and Open Interest |
|
|
|
10-Year Aus T-Bonds(SFE) |
Jun00 |
000519 |
93.46 |
93.47 |
93.39 |
93.39 |
-0.07 |
10,644 |
174,431 |
-3,077 |
Sep00 |
000519 |
93.36 |
93.36 |
93.36 |
93.36 |
-0.08 |
0 |
4 |
+0 |
Total Volume and Open Interest |
|
|
|
3-Year Aus T-Bonds(SFE) |
Jun00 |
000519 |
93.44 |
93.49 |
93.43 |
93.46 |
+0.01 |
25,825 |
334,758 |
+4,458 |
Sep00 |
000519 |
93.32 |
93.32 |
93.32 |
93.32 |
-0.06 |
0 |
100 |
+0 |
Total Volume and Open Interest |
|
|
|
Gold(CMX) |
Jun00 |
000519 |
274.2 |
274.9 |
273.3 |
274.6 |
+0.9 |
18,760 |
70,220 |
-2,783 |
Aug00 |
000519 |
276.8 |
277.7 |
276.0 |
277.3 |
+0.8 |
3,915 |
29,663 |
+2,601 |
Oct00 |
000519 |
280.5 |
280.9 |
279.6 |
280.3 |
+0.8 |
19 |
3,829 |
+2 |
Dec00 |
000519 |
282.6 |
283.7 |
282.0 |
283.2 |
+0.8 |
1,012 |
19,617 |
+332 |
Feb01 |
000519 |
285.3 |
285.9 |
285.3 |
285.9 |
+0.8 |
153 |
10,011 |
-8 |
Apr01 |
000519 |
288.8 |
288.8 |
288.8 |
288.8 |
+0.8 |
4 |
3,183 |
+3,183 |
Total Volume and Open Interest |
24,323 |
150,891 |
+3,529 |
Silver(CMX) |
May00 |
000519 |
500.5 |
500.5 |
498.0 |
499.5 |
-2.5 |
14 |
97 |
-30 |
Jul00 |
000519 |
504.5 |
505.5 |
501.0 |
503.0 |
-2.5 |
10,921 |
55,441 |
+711 |
Sep00 |
000519 |
508.0 |
509.5 |
505.5 |
507.2 |
-2.6 |
687 |
4,787 |
+302 |
Dec00 |
000519 |
512.5 |
515.5 |
512.0 |
512.7 |
-2.6 |
101 |
7,389 |
-9 |
Mar01 |
000519 |
516.5 |
516.7 |
516.5 |
516.7 |
-2.3 |
30 |
860 |
+10 |
Total Volume and Open Interest |
12,002 |
70,204 |
+1,822 |
Platinum(NYM) |
Jul00 |
000519 |
508.0 |
526.0 |
505.0 |
524.4 |
+18.6 |
1,542 |
7,902 |
+355 |
Oct00 |
000519 |
495.0 |
506.4 |
493.0 |
506.4 |
+16.6 |
122 |
725 |
+14 |
Jan01 |
000519 |
492.4 |
492.4 |
492.4 |
492.4 |
+13.6 |
0 |
18 |
+18 |
Total Volume and Open Interest |
1,664 |
8,627 |
+369 |
Palladium(NYME) |
Jun00 |
000519 |
575.00 |
592.00 |
574.50 |
578.50 |
+4.00 |
175 |
1,770 |
-136 |
Sep00 |
000519 |
575.00 |
578.00 |
575.00 |
576.00 |
+4.50 |
172 |
946 |
+164 |
Dec00 |
000519 |
570.00 |
570.00 |
569.00 |
570.00 |
+5.50 |
0 |
10 |
+10 |
Total Volume and Open Interest |
347 |
2,716 |
+28 |
Copper(CMX) |
May00 |
000519 |
84.00 |
84.10 |
83.60 |
84.00 |
-0.20 |
426 |
3,348 |
-31 |
Jul00 |
000519 |
84.50 |
84.60 |
83.60 |
84.25 |
-0.25 |
6,139 |
39,131 |
+213 |
Sep00 |
000519 |
84.50 |
84.50 |
83.80 |
84.30 |
-0.20 |
509 |
7,184 |
-159 |
Dec00 |
000519 |
84.30 |
84.60 |
84.00 |
84.30 |
-0.20 |
453 |
6,285 |
+52 |
Mar01 |
000519 |
84.50 |
84.50 |
84.50 |
84.50 |
-0.20 |
|
|
|
Total Volume and Open Interest |
7,864 |
66,843 |
+323 |
DJIA Index(CBOT) |
Jun00 |
000519 |
10675 |
10740 |
10600 |
10700 |
-85 |
12,297 |
17,419 |
+183 |
Sep00 |
000519 |
10855 |
10855 |
10740 |
10842 |
-90 |
245 |
385 |
-142 |
Dec00 |
000519 |
10915 |
10999 |
10915 |
10999 |
-92 |
2 |
1,768 |
+2 |
Total Volume and Open Interest |
12,544 |
19,578 |
+43 |
S & P 500(CME) |
Jun00 |
000519 |
1429.50 |
1465.30 |
1407.00 |
1415.00 |
-27.00 |
64,402 |
367,007 |
+1,745 |
Sep00 |
000519 |
1451.00 |
1485.00 |
1432.00 |
1436.20 |
-27.50 |
792 |
9,175 |
+341 |
Dec00 |
000519 |
1467.80 |
1467.80 |
1459.00 |
1459.00 |
-28.40 |
63 |
3,411 |
+4 |
Mar01 |
000519 |
1501.00 |
1501.00 |
1482.70 |
1482.70 |
-29.70 |
4 |
0 |
-443 |
Total Volume and Open Interest |
65,309 |
380,176 |
+1,649 |
S & P 500 E-Mini(Globex) |
Jun00 |
000519 |
1441.75 |
1447.00 |
1407.00 |
1415.00 |
-27.00 |
75,011 |
42,260 |
+1,245 |
Sep00 |
000519 |
1454.00 |
1454.00 |
1428.75 |
1436.25 |
-27.50 |
1 |
20 |
+1 |
Total Volume and Open Interest |
75,012 |
42,280 |
+1,246 |
NASDAQ 100(CME) |
Jun00 |
000519 |
3385.00 |
3420.00 |
3267.00 |
3280.00 |
-180.00 |
19,350 |
36,769 |
+638 |
Sep00 |
000519 |
3365.00 |
3365.00 |
3331.00 |
3331.00 |
-183.00 |
123 |
511 |
+120 |
Dec00 |
000519 |
3382.00 |
3382.00 |
3382.00 |
3382.00 |
-186.00 |
3 |
0 |
+0 |
Total Volume and Open Interest |
19,476 |
37,280 |
+758 |
NASDAQ 100 E-Mini(GLOBEX) |
Jun00 |
000519 |
3457.5 |
3475.0 |
3266.0 |
3280.0 |
-180.0 |
30,367 |
23,846 |
+958 |
Sep00 |
000519 |
3331.0 |
3331.0 |
3331.0 |
3331.0 |
-183.0 |
4 |
0 |
-2 |
Total Volume and Open Interest |
30,369 |
23,850 |
+960 |
NYSE Composite(NYBOT) |
Jun00 |
000519 |
647.50 |
648.25 |
638.00 |
642.15 |
-9.85 |
395 |
2,624 |
+74 |
Sep00 |
000519 |
650.40 |
650.40 |
650.40 |
650.40 |
-9.85 |
50 |
228 |
+16 |
Dec00 |
000519 |
660.75 |
660.75 |
658.65 |
658.65 |
-9.85 |
0 |
102 |
+0 |
Total Volume and Open Interest |
405 |
2,029 |
+121 |
S & P Midcap 400(CME) |
Jun00 |
000519 |
477.00 |
478.50 |
469.00 |
469.25 |
-10.00 |
711 |
13,646 |
-310 |
Sep00 |
000519 |
477.00 |
477.00 |
476.25 |
476.25 |
-10.00 |
0 |
214 |
+0 |
Dec00 |
000519 |
480.75 |
481.50 |
480.75 |
480.75 |
-10.00 |
|
|
|
Total Volume and Open Interest |
711 |
13,860 |
-310 |
Russell 2000(CME) |
Jun00 |
000519 |
485.10 |
490.95 |
479.00 |
479.40 |
-10.85 |
1,241 |
13,531 |
-155 |
Sep00 |
000519 |
485.65 |
485.65 |
485.50 |
485.65 |
-10.85 |
|
|
|
Dec00 |
000519 |
493.20 |
493.20 |
493.05 |
493.20 |
-10.85 |
|
|
|
Total Volume and Open Interest |
1,241 |
13,531 |
-155 |
Value Line(KCBT) |
Jun00 |
000519 |
1067.00 |
1069.00 |
1055.00 |
1057.00 |
-14.00 |
41 |
127 |
+5 |
Total Volume and Open Interest |
41 |
128 |
+5 |
Nikkei 225(CME) |
Jun00 |
000519 |
16600 |
16690 |
16450 |
16550 |
-435 |
1,253 |
16,984 |
-353 |
Sep00 |
000519 |
16700 |
16700 |
16490 |
16575 |
-435 |
2 |
203 |
+1 |
Total Volume and Open Interest |
1,255 |
17,187 |
-352 |
Nikkei 225(SIMEX) |
Jun00 |
000519 |
16910 |
16910 |
16580 |
16785 |
-250 |
11,931 |
109,033 |
+556 |
Sep00 |
000519 |
16640 |
16800 |
16640 |
16800 |
-250 |
0 |
10,882 |
+0 |
Dec00 |
000519 |
16780 |
16780 |
16780 |
16780 |
-250 |
0 |
2,063 |
+0 |
Total Volume and Open Interest |
21,926 |
119,007 |
+109 |
CAC 40(MATIF) |
May00 |
000519 |
6428.5 |
6440.0 |
6193.5 |
6203.0 |
-254.5 |
74,811 |
279,509 |
+0 |
Jun00 |
000519 |
6422.0 |
6429.0 |
6194.0 |
6196.5 |
-242.0 |
2,332 |
88,835 |
+0 |
Jul00 |
000519 |
6211.0 |
6211.0 |
6211.0 |
6211.0 |
-249.5 |
0 |
263 |
+0 |
Total Volume and Open Interest |
|
|
|
DAX Index(EUREX) |
Jun00 |
000519 |
7168.0 |
7168.0 |
6968.5 |
7010.5 |
-164.5 |
50,071 |
405,930 |
+3,046 |
Sep00 |
000519 |
7249.5 |
7249.5 |
7050.0 |
7089.0 |
-167.5 |
232 |
859 |
+36 |
Dec00 |
000519 |
7155.0 |
7180.5 |
7139.0 |
7175.0 |
-169.5 |
25 |
407 |
-5 |
Total Volume and Open Interest |
|
|
|
FT-SE 100(LIFFE) |
Jun00 |
000519 |
6245.00 |
6247.50 |
6044.00 |
6060.00 |
-200.00 |
26,359 |
235,565 |
+881 |
Sep00 |
000519 |
6231.00 |
6231.00 |
6121.00 |
6121.00 |
-202.00 |
124 |
4,151 |
+0 |
Dec00 |
000519 |
6292.50 |
6293.00 |
6200.00 |
6200.00 |
-205.00 |
35 |
784 |
-12 |
Total Volume and Open Interest |
|
|
|
SPI 200(SFE) |
Jun00 |
000519 |
3042.0 |
3047.0 |
3029.0 |
3035.0 |
+3.0 |
4,385 |
137,765 |
-241 |
Sep00 |
000519 |
3053.0 |
3053.0 |
3053.0 |
3053.0 |
+4.0 |
0 |
4,256 |
-24 |
Dec00 |
000519 |
3076.0 |
3076.0 |
3076.0 |
3076.0 |
+3.0 |
0 |
2,164 |
+0 |
Total Volume and Open Interest |
|
|
|
GSCI(CME) |
Jun00 |
000519 |
226.20 |
226.20 |
223.50 |
224.40 |
-1.40 |
169 |
41,040 |
+69 |
Jul00 |
000519 |
224.30 |
224.40 |
222.70 |
223.20 |
-1.10 |
0 |
1 |
+1 |
Aug00 |
000519 |
220.50 |
221.60 |
220.50 |
221.00 |
-0.50 |
|
|
|
Total Volume and Open Interest |
169 |
41,041 |
-629 |
Bridge CRB Index(NYBOT) |
Jun00 |
000519 |
222.70 |
224.50 |
222.50 |
224.30 |
+2.15 |
257 |
1,699 |
-6 |
Aug00 |
000519 |
223.00 |
224.40 |
223.00 |
224.30 |
+1.90 |
11 |
885 |
-2 |
Nov00 |
000519 |
224.30 |
224.30 |
224.30 |
224.30 |
+1.65 |
0 |
430 |
+0 |
Total Volume and Open Interest |
3,625 |
|
|
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
|
|