 |
MRCI's Free Historical Futures Prices |
Daily Futures Price Listing Wed May 24, 2000 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Jul00 |
000524 |
544.50 |
546.00 |
539.75 |
542.25 |
-6.50 |
24,299 |
98,837 |
+60 |
Aug00 |
000524 |
548.00 |
549.00 |
542.75 |
545.25 |
-6.75 |
2,155 |
13,715 |
+272 |
Sep00 |
000524 |
549.50 |
551.00 |
544.50 |
546.50 |
-8.00 |
1,240 |
9,487 |
+503 |
Nov00 |
000524 |
555.50 |
556.25 |
549.50 |
552.00 |
-7.75 |
6,768 |
55,162 |
+949 |
Jan01 |
000524 |
563.00 |
563.00 |
557.00 |
559.00 |
-9.00 |
210 |
4,861 |
+54 |
Mar01 |
000524 |
568.00 |
569.00 |
563.00 |
566.50 |
-7.50 |
153 |
5,593 |
+45 |
May01 |
000524 |
572.00 |
572.50 |
568.00 |
570.00 |
-6.00 |
89 |
5,534 |
+47 |
Total Volume and Open Interest |
34,997 |
198,558 |
+1,988 |
Soybean Meal(CBOT) |
Jul00 |
000524 |
180.60 |
180.90 |
178.50 |
179.10 |
-2.70 |
9,924 |
62,149 |
-645 |
Aug00 |
000524 |
180.00 |
180.50 |
178.10 |
178.80 |
-2.70 |
1,307 |
14,384 |
+175 |
Sep00 |
000524 |
179.50 |
179.80 |
178.00 |
178.50 |
-2.80 |
1,049 |
8,391 |
+295 |
Oct00 |
000524 |
178.80 |
178.80 |
176.70 |
177.50 |
-2.60 |
345 |
7,111 |
+56 |
Dec00 |
000524 |
179.50 |
179.80 |
177.20 |
178.30 |
-2.80 |
1,909 |
22,243 |
+274 |
Jan01 |
000524 |
179.20 |
179.20 |
177.80 |
178.60 |
-2.40 |
13 |
2,077 |
+5 |
Mar01 |
000524 |
179.80 |
179.80 |
178.30 |
178.40 |
-2.90 |
1 |
2,573 |
+1 |
May01 |
000524 |
179.50 |
179.50 |
178.50 |
178.60 |
-3.70 |
0 |
2,010 |
+0 |
Total Volume and Open Interest |
14,549 |
121,162 |
+161 |
Soybean Oil(CBOT) |
Jul00 |
000524 |
17.17 |
17.22 |
16.97 |
17.17 |
-0.07 |
6,476 |
49,807 |
-302 |
Aug00 |
000524 |
17.32 |
17.37 |
17.19 |
17.36 |
-0.08 |
943 |
13,993 |
-144 |
Sep00 |
000524 |
17.52 |
17.58 |
17.39 |
17.55 |
-0.07 |
379 |
13,021 |
+125 |
Oct00 |
000524 |
17.75 |
17.78 |
17.55 |
17.71 |
-0.10 |
443 |
8,384 |
+254 |
Dec00 |
000524 |
18.05 |
18.10 |
17.90 |
18.07 |
-0.08 |
879 |
22,343 |
+50 |
Jan01 |
000524 |
18.40 |
18.40 |
18.30 |
18.40 |
-0.05 |
1 |
8,420 |
+0 |
Mar01 |
000524 |
18.75 |
18.75 |
18.60 |
18.73 |
unch |
5 |
3,703 |
+5 |
May01 |
000524 |
19.00 |
19.03 |
18.90 |
19.03 |
-0.02 |
50 |
4,286 |
-50 |
Total Volume and Open Interest |
9,226 |
126,665 |
-39 |
Canola(WCE) |
Aug00 |
000524 |
270.0 |
270.9 |
268.3 |
269.2 |
-4.3 |
50 |
4,707 |
-50 |
Sep00 |
000524 |
273.5 |
273.6 |
271.7 |
272.0 |
-5.5 |
2 |
0 |
-693 |
Nov00 |
000524 |
281.0 |
281.0 |
277.2 |
278.3 |
-3.7 |
20 |
29,577 |
+727 |
Jan01 |
000524 |
286.5 |
286.5 |
282.7 |
283.6 |
-3.4 |
24 |
4,434 |
+6 |
Mar01 |
000524 |
287.0 |
287.0 |
287.0 |
287.0 |
-4.5 |
100 |
215 |
+76 |
Total Volume and Open Interest |
4,484 |
65,206 |
-958 |
Corn(CBOT) |
Jul00 |
000524 |
236.75 |
237.00 |
234.00 |
235.00 |
-3.25 |
31,022 |
232,043 |
-3,072 |
Sep00 |
000524 |
244.75 |
245.00 |
242.50 |
243.00 |
-3.75 |
2,773 |
61,196 |
+115 |
Nov00 |
000524 |
251.00 |
251.00 |
248.50 |
248.75 |
-4.00 |
46 |
932 |
+5 |
Dec00 |
000524 |
254.50 |
255.25 |
252.25 |
253.25 |
-3.75 |
7,523 |
141,170 |
+272 |
Jan01 |
000524 |
256.50 |
256.50 |
256.50 |
256.50 |
-3.50 |
2 |
163 |
+0 |
Mar01 |
000524 |
263.00 |
263.75 |
261.00 |
262.00 |
-3.50 |
391 |
18,172 |
+25 |
Total Volume and Open Interest |
42,619 |
468,140 |
-2,691 |
Wheat(CBOT) |
Jul00 |
000524 |
280.00 |
281.25 |
278.25 |
279.50 |
-1.75 |
18,248 |
76,284 |
-393 |
Sep00 |
000524 |
291.50 |
292.50 |
290.00 |
291.25 |
-1.50 |
2,303 |
22,666 |
+299 |
Dec00 |
000524 |
306.50 |
307.75 |
305.00 |
306.25 |
-1.75 |
5,330 |
26,318 |
+192 |
Mar01 |
000524 |
319.50 |
320.75 |
318.50 |
319.50 |
-2.00 |
1,063 |
7,111 |
+148 |
May01 |
000524 |
324.25 |
324.25 |
324.25 |
324.25 |
-1.75 |
0 |
73 |
+0 |
Total Volume and Open Interest |
27,606 |
136,233 |
+638 |
Wheat(KCBT) |
Jul00 |
000524 |
305.75 |
307.75 |
305.00 |
305.00 |
-2.25 |
6,833 |
35,860 |
+696 |
Sep00 |
000524 |
316.50 |
318.00 |
315.75 |
316.00 |
-2.00 |
2,467 |
10,372 |
+873 |
Dec00 |
000524 |
331.00 |
332.50 |
330.25 |
330.75 |
-2.50 |
2,885 |
13,429 |
+894 |
Mar01 |
000524 |
344.00 |
344.00 |
342.00 |
342.00 |
-3.00 |
66 |
1,509 |
+39 |
May01 |
000524 |
348.50 |
348.50 |
348.50 |
348.50 |
-1.00 |
40 |
308 |
+40 |
Total Volume and Open Interest |
12,291 |
61,940 |
+2,542 |
Wheat(MGE) |
Jul00 |
000524 |
336.00 |
337.50 |
334.50 |
335.00 |
-0.75 |
2,128 |
10,334 |
+158 |
Sep00 |
000524 |
345.00 |
350.25 |
344.75 |
345.00 |
-1.25 |
943 |
6,106 |
+148 |
Dec00 |
000524 |
360.00 |
361.00 |
358.50 |
359.25 |
-1.50 |
156 |
3,387 |
+6 |
Mar01 |
000524 |
372.00 |
372.00 |
372.00 |
372.00 |
unch |
19 |
364 |
+364 |
May01 |
000524 |
378.00 |
378.00 |
378.00 |
378.00 |
unch |
|
|
|
Total Volume and Open Interest |
3,247 |
20,196 |
+681 |
Oats(CBOT) |
Jul00 |
000524 |
120.75 |
121.00 |
118.75 |
119.25 |
-2.00 |
432 |
9,481 |
-86 |
Sep00 |
000524 |
126.25 |
126.50 |
124.75 |
125.00 |
-1.50 |
91 |
2,861 |
+4 |
Dec00 |
000524 |
132.50 |
132.50 |
131.00 |
132.00 |
-1.00 |
218 |
4,266 |
+16 |
Mar01 |
000524 |
139.50 |
139.50 |
139.00 |
139.50 |
-0.50 |
0 |
410 |
+0 |
Total Volume and Open Interest |
741 |
17,019 |
-66 |
Rough Rice(CBOT) |
Jul00 |
000524 |
5.60 |
5.66 |
5.58 |
5.63 |
+0.05 |
964 |
4,353 |
+97 |
Sep00 |
000524 |
6.43 |
6.48 |
6.42 |
6.46 |
+0.06 |
61 |
914 |
+19 |
Nov00 |
000524 |
6.56 |
6.59 |
6.53 |
6.56 |
+0.04 |
67 |
1,482 |
-22 |
Jan01 |
000524 |
6.73 |
6.77 |
6.71 |
6.74 |
+0.04 |
91 |
704 |
+63 |
Total Volume and Open Interest |
1,183 |
7,454 |
+157 |
Live Cattle(CME) |
Jun00 |
000524 |
68.125 |
68.350 |
67.500 |
67.675 |
-0.575 |
3,442 |
32,924 |
-382 |
Aug00 |
000524 |
67.975 |
68.175 |
67.250 |
67.400 |
-0.700 |
3,154 |
42,338 |
+165 |
Oct00 |
000524 |
70.625 |
70.750 |
70.050 |
70.225 |
-0.400 |
1,495 |
22,685 |
+316 |
Dec00 |
000524 |
72.275 |
72.450 |
71.800 |
71.925 |
-0.350 |
309 |
8,520 |
+24 |
Feb01 |
000524 |
73.750 |
73.850 |
73.450 |
73.500 |
-0.250 |
136 |
4,366 |
+3 |
Apr01 |
000524 |
75.850 |
75.950 |
75.625 |
75.650 |
-0.225 |
87 |
4,312 |
+17 |
Total Volume and Open Interest |
8,636 |
117,627 |
+139 |
Feeder Cattle(CME) |
May00 |
000524 |
83.600 |
83.625 |
83.450 |
83.475 |
-0.150 |
537 |
2,081 |
-195 |
Aug00 |
000524 |
84.350 |
84.650 |
83.700 |
84.050 |
-0.300 |
2,052 |
9,989 |
+54 |
Sep00 |
000524 |
84.550 |
84.825 |
84.050 |
84.150 |
-0.350 |
175 |
1,977 |
+23 |
Oct00 |
000524 |
85.475 |
85.725 |
85.000 |
85.200 |
-0.325 |
267 |
2,272 |
-25 |
Nov00 |
000524 |
86.850 |
86.950 |
86.100 |
86.550 |
-0.300 |
491 |
1,527 |
+140 |
Jan01 |
000524 |
87.700 |
87.800 |
87.250 |
87.575 |
-0.225 |
529 |
905 |
+112 |
Mar01 |
000524 |
87.525 |
87.600 |
87.400 |
87.400 |
-0.100 |
16 |
154 |
+15 |
Total Volume and Open Interest |
4,083 |
18,922 |
+141 |
Lean Hogs(CME) |
Jun00 |
000524 |
69.200 |
69.350 |
67.625 |
68.025 |
-1.600 |
4,680 |
0 |
+0 |
Jul00 |
000524 |
68.400 |
68.650 |
67.000 |
67.550 |
-1.325 |
3,132 |
0 |
+0 |
Aug00 |
000524 |
66.400 |
66.400 |
65.150 |
65.650 |
-0.900 |
1,254 |
0 |
+0 |
Oct00 |
000524 |
58.200 |
58.350 |
57.225 |
57.750 |
-0.700 |
461 |
0 |
+0 |
Dec00 |
000524 |
56.100 |
56.300 |
55.500 |
55.900 |
-0.350 |
250 |
0 |
+0 |
Feb01 |
000524 |
56.650 |
56.750 |
56.250 |
56.750 |
unch |
28 |
0 |
+0 |
Apr01 |
000524 |
55.500 |
55.500 |
55.300 |
55.300 |
-0.250 |
4 |
0 |
+0 |
Jun01 |
000524 |
63.200 |
63.300 |
62.700 |
62.700 |
unch |
|
|
|
Total Volume and Open Interest |
|
|
|
Pork Bellies(CME) |
May00 |
000524 |
93.800 |
94.000 |
91.300 |
91.300 |
-3.000 |
53 |
50 |
-67 |
Jul00 |
000524 |
88.450 |
88.900 |
86.450 |
86.750 |
-2.700 |
1,126 |
4,133 |
+56 |
Aug00 |
000524 |
86.000 |
87.900 |
84.175 |
84.200 |
-2.425 |
271 |
1,463 |
+71 |
Feb01 |
000524 |
76.000 |
76.000 |
74.500 |
74.600 |
-2.400 |
2 |
0 |
-93 |
Mar01 |
000524 |
76.000 |
76.000 |
75.750 |
75.750 |
-2.050 |
|
|
|
Total Volume and Open Interest |
1,452 |
5,646 |
-33 |
Cocoa(NYBOT) |
Jul00 |
000524 |
834 |
859 |
832 |
850 |
+16 |
3,681 |
37,466 |
-664 |
Sep00 |
000524 |
866 |
888 |
862 |
877 |
+14 |
912 |
26,399 |
+322 |
Dec00 |
000524 |
902 |
920 |
902 |
911 |
+14 |
572 |
16,867 |
+285 |
Mar01 |
000524 |
946 |
948 |
946 |
946 |
+14 |
19 |
7,659 |
+14 |
May01 |
000524 |
971 |
971 |
971 |
971 |
+14 |
0 |
5,519 |
+0 |
Jul01 |
000524 |
997 |
997 |
997 |
997 |
+14 |
0 |
7,025 |
+0 |
Sep01 |
000524 |
1024 |
1024 |
1024 |
1024 |
+14 |
0 |
3,627 |
+0 |
Total Volume and Open Interest |
5,184 |
88,391 |
-43 |
Coffee "C"(NYBOT) |
Jul00 |
000524 |
103.25 |
103.50 |
100.75 |
101.85 |
-1.85 |
7,216 |
26,163 |
-471 |
Sep00 |
000524 |
106.25 |
106.30 |
103.75 |
104.70 |
-1.75 |
1,642 |
14,003 |
-150 |
Dec00 |
000524 |
109.30 |
109.30 |
107.60 |
108.05 |
-1.75 |
341 |
4,974 |
-30 |
Mar01 |
000524 |
112.00 |
112.00 |
111.40 |
111.40 |
-1.75 |
116 |
1,981 |
+32 |
May01 |
000524 |
114.00 |
114.00 |
113.40 |
113.40 |
-1.75 |
16 |
293 |
+6 |
Jul01 |
000524 |
115.40 |
115.40 |
115.40 |
115.40 |
-1.75 |
6 |
49 |
+0 |
Total Volume and Open Interest |
9,337 |
47,433 |
-643 |
Orange Juice(NYBOT) |
Jul00 |
000524 |
81.40 |
84.00 |
81.40 |
83.25 |
+2.30 |
813 |
12,281 |
+318 |
Sep00 |
000524 |
81.40 |
83.45 |
81.40 |
83.25 |
+2.15 |
123 |
5,274 |
+14 |
Nov00 |
000524 |
82.00 |
83.50 |
82.00 |
83.50 |
+2.35 |
101 |
3,328 |
+16 |
Jan01 |
000524 |
82.40 |
83.90 |
82.40 |
83.45 |
+1.90 |
53 |
1,295 |
+15 |
Mar01 |
000524 |
82.50 |
84.40 |
82.50 |
83.80 |
+1.65 |
157 |
1,200 |
+100 |
Total Volume and Open Interest |
1,269 |
23,843 |
+485 |
Sugar #11(NYBOT) |
Jul00 |
000524 |
7.49 |
7.63 |
7.41 |
7.56 |
+0.11 |
13,901 |
109,057 |
-1,888 |
Oct00 |
000524 |
7.49 |
7.53 |
7.42 |
7.49 |
+0.03 |
8,207 |
48,148 |
+813 |
Mar01 |
000524 |
7.55 |
7.60 |
7.49 |
7.56 |
+0.04 |
4,155 |
31,949 |
+201 |
May01 |
000524 |
7.53 |
7.53 |
7.46 |
7.53 |
+0.05 |
81 |
4,614 |
+28 |
Jul01 |
000524 |
7.46 |
7.49 |
7.42 |
7.44 |
-0.02 |
270 |
5,801 |
+125 |
Total Volume and Open Interest |
27,376 |
207,607 |
-2,977 |
London Cocoa(LCE) |
May00 |
000515 |
601 |
607 |
599 |
599 |
-6 |
1,822 |
11,607 |
-3,028 |
Jul00 |
000524 |
638 |
648 |
629 |
645 |
+7 |
2,413 |
33,615 |
-1,428 |
Sep00 |
000524 |
655 |
669 |
648 |
664 |
+7 |
1,947 |
31,319 |
+155 |
Dec00 |
000524 |
688 |
703 |
683 |
699 |
+7 |
780 |
31,665 |
-42 |
Mar01 |
000524 |
700 |
719 |
699 |
714 |
+7 |
181 |
24,916 |
+80 |
May01 |
000524 |
717 |
732 |
713 |
729 |
+7 |
556 |
17,703 |
+277 |
Jul01 |
000524 |
743 |
743 |
743 |
743 |
+7 |
0 |
4,943 |
+0 |
Total Volume and Open Interest |
5,927 |
166,628 |
+166,628 |
London Coffee(LCE) |
May00 |
000524 |
953.00 |
953.00 |
935.00 |
941.00 |
-4.00 |
63 |
525 |
-81 |
Jul00 |
000524 |
970.00 |
973.00 |
947.00 |
958.00 |
-7.00 |
2,308 |
34,170 |
-639 |
Sep00 |
000524 |
984.00 |
985.00 |
960.00 |
970.00 |
-8.00 |
968 |
17,494 |
+115 |
Nov00 |
000524 |
998.00 |
998.00 |
978.00 |
981.00 |
-8.00 |
122 |
6,756 |
+169 |
Jan01 |
000524 |
1009.00 |
1009.00 |
988.00 |
992.00 |
-6.00 |
69 |
2,348 |
+56 |
Mar01 |
000524 |
1005.00 |
1005.00 |
1005.00 |
1005.00 |
-6.00 |
4 |
851 |
-1 |
Total Volume and Open Interest |
3,602 |
63,185 |
+63,185 |
London Sugar(LCE) |
May00 |
000414 |
190.80 |
194.60 |
188.00 |
189.50 |
-1.30 |
2,157 |
2,521 |
-1,172 |
Aug00 |
000524 |
208.00 |
213.00 |
207.00 |
212.60 |
+5.10 |
1,936 |
22,808 |
+189 |
Oct00 |
000524 |
209.80 |
213.90 |
209.80 |
213.90 |
+4.40 |
1,138 |
9,894 |
-63 |
Dec00 |
000524 |
212.00 |
215.80 |
212.00 |
215.80 |
+4.40 |
201 |
1,350 |
+144 |
Mar01 |
000524 |
213.00 |
217.70 |
213.00 |
217.70 |
+4.30 |
655 |
3,138 |
+334 |
Total Volume and Open Interest |
|
|
|
Cotton(NYBOT) |
Jul00 |
000524 |
63.45 |
63.60 |
62.30 |
62.73 |
-0.69 |
3,866 |
30,866 |
+43 |
Oct00 |
000524 |
64.50 |
64.69 |
63.91 |
64.00 |
-0.45 |
187 |
1,865 |
+56 |
Dec00 |
000524 |
65.10 |
65.15 |
64.25 |
64.46 |
-0.52 |
2,950 |
20,711 |
+402 |
Mar01 |
000524 |
65.95 |
65.95 |
65.30 |
65.31 |
-0.54 |
188 |
2,480 |
+29 |
May01 |
000524 |
66.30 |
66.30 |
65.85 |
65.85 |
-0.45 |
86 |
1,298 |
+11 |
Jul01 |
000524 |
66.80 |
66.90 |
66.40 |
66.50 |
-0.45 |
10 |
468 |
+6 |
Total Volume and Open Interest |
7,297 |
57,949 |
+552 |
Lumber(CME) |
Jul00 |
000524 |
285.5 |
292.0 |
285.5 |
287.8 |
+3.3 |
718 |
2,398 |
+12 |
Sep00 |
000524 |
292.1 |
296.8 |
292.1 |
292.7 |
+1.7 |
374 |
543 |
+11 |
Nov00 |
000524 |
296.0 |
299.0 |
294.3 |
294.3 |
-1.4 |
198 |
312 |
+80 |
Jan01 |
000524 |
298.9 |
300.0 |
298.2 |
298.2 |
unch |
2 |
0 |
+0 |
Total Volume and Open Interest |
1,292 |
3,253 |
+103 |
Crude Oil(NYM) |
Jul00 |
000524 |
29.15 |
30.00 |
29.01 |
29.93 |
+1.15 |
51,693 |
137,657 |
+100 |
Aug00 |
000524 |
28.55 |
29.25 |
28.46 |
29.18 |
+0.88 |
18,389 |
57,115 |
+1,769 |
Sep00 |
000524 |
28.08 |
28.75 |
27.98 |
28.60 |
+0.77 |
8,851 |
29,731 |
+121 |
Oct00 |
000524 |
27.60 |
28.15 |
27.58 |
28.09 |
+0.83 |
40 |
18,827 |
-405 |
Nov00 |
000524 |
27.12 |
27.59 |
27.12 |
27.59 |
+0.78 |
1,369 |
16,628 |
+708 |
Dec00 |
000524 |
26.70 |
27.14 |
26.63 |
27.11 |
+0.56 |
3,204 |
39,056 |
-109 |
Jan01 |
000524 |
26.40 |
26.68 |
26.40 |
26.68 |
+0.58 |
568 |
14,814 |
+160 |
Feb01 |
000524 |
25.99 |
26.29 |
25.97 |
26.29 |
+0.59 |
657 |
7,791 |
+211 |
Mar01 |
000524 |
25.57 |
25.90 |
25.57 |
25.90 |
+0.56 |
543 |
8,462 |
+1 |
Apr01 |
000524 |
25.20 |
25.51 |
25.20 |
25.51 |
+0.53 |
0 |
3,891 |
+3,891 |
Total Volume and Open Interest |
96,917 |
416,699 |
+21,398 |
Heating Oil(NYM) |
Jun00 |
000524 |
76.40 |
78.70 |
75.50 |
78.51 |
+3.15 |
26,098 |
126,421 |
-416 |
Jul00 |
000524 |
73.90 |
76.10 |
73.85 |
75.85 |
+2.82 |
8,860 |
33,335 |
+778 |
Aug00 |
000524 |
73.50 |
75.50 |
73.25 |
75.15 |
+2.60 |
2,547 |
13,017 |
+311 |
Sep00 |
000524 |
73.50 |
75.15 |
73.50 |
75.15 |
+2.55 |
494 |
8,122 |
+106 |
Oct00 |
000524 |
73.90 |
75.15 |
73.90 |
75.15 |
+2.15 |
109 |
5,820 |
-62 |
Nov00 |
000524 |
73.85 |
75.15 |
73.85 |
75.15 |
+1.35 |
526 |
8,226 |
-51 |
Dec00 |
000524 |
73.95 |
75.15 |
73.95 |
75.15 |
+1.75 |
1,124 |
17,324 |
-160 |
Jan01 |
000524 |
73.40 |
74.50 |
73.30 |
74.50 |
+1.75 |
572 |
6,140 |
+36 |
Feb01 |
000524 |
72.00 |
73.00 |
72.00 |
73.00 |
+1.25 |
249 |
5,610 |
+48 |
Mar01 |
000524 |
70.00 |
70.50 |
70.00 |
70.30 |
+1.00 |
129 |
3,688 |
+91 |
Total Volume and Open Interest |
26,098 |
126,421 |
-416 |
Unleaded Gas(NYM) |
Jun00 |
000524 |
93.90 |
98.50 |
93.80 |
98.02 |
+4.42 |
16,826 |
25,795 |
-390 |
Jul00 |
000524 |
92.00 |
96.10 |
91.90 |
95.79 |
+4.29 |
10,741 |
36,815 |
-195 |
Aug00 |
000524 |
88.70 |
91.29 |
88.50 |
91.29 |
+3.59 |
2,734 |
14,995 |
+412 |
Sep00 |
000524 |
84.35 |
86.50 |
84.35 |
86.32 |
+3.62 |
821 |
14,867 |
+236 |
Oct00 |
000524 |
79.40 |
80.57 |
79.40 |
80.57 |
+2.07 |
294 |
7,554 |
+411 |
Nov00 |
000524 |
76.80 |
77.17 |
76.80 |
77.17 |
+1.77 |
13 |
3,238 |
+5 |
Dec00 |
000524 |
74.50 |
75.37 |
74.50 |
75.37 |
+1.37 |
51 |
2,240 |
+41 |
Jan01 |
000524 |
73.50 |
74.02 |
73.50 |
74.02 |
+0.87 |
4 |
298 |
+1 |
Total Volume and Open Interest |
31,484 |
105,803 |
+64,987 |
Natural Gas(NYM) |
Jun00 |
000524 |
3.880 |
4.100 |
3.855 |
4.073 |
+0.259 |
36,813 |
38,405 |
-3,137 |
Jul00 |
000524 |
3.890 |
4.100 |
3.870 |
4.090 |
+0.270 |
19,444 |
57,561 |
+3,291 |
Aug00 |
000524 |
3.890 |
4.080 |
3.860 |
4.080 |
+0.255 |
5,529 |
27,442 |
-1,304 |
Sep00 |
000524 |
3.890 |
4.050 |
3.870 |
4.020 |
+0.200 |
5,128 |
25,284 |
+365 |
Oct00 |
000524 |
3.900 |
4.060 |
3.890 |
4.060 |
+0.225 |
3,257 |
22,449 |
-40 |
Nov00 |
000524 |
3.990 |
4.140 |
3.980 |
4.120 |
+0.190 |
1,625 |
16,433 |
-1,023 |
Dec00 |
000524 |
4.100 |
4.235 |
4.090 |
4.235 |
+0.200 |
2,869 |
26,233 |
-563 |
Jan01 |
000524 |
4.100 |
4.280 |
4.100 |
4.250 |
+0.200 |
2,208 |
20,497 |
-630 |
Total Volume and Open Interest |
83,484 |
324,572 |
+278,370 |
Brent Crude Oil(IPE) |
Jul00 |
000524 |
27.70 |
28.65 |
27.70 |
28.61 |
+1.11 |
28,900 |
87,085 |
-515 |
Aug00 |
000524 |
27.10 |
27.80 |
27.01 |
27.75 |
+0.89 |
17,525 |
72,008 |
-84 |
Sep00 |
000524 |
26.45 |
27.12 |
26.45 |
27.12 |
+0.79 |
8,043 |
21,599 |
-1,185 |
Oct00 |
000524 |
26.10 |
26.70 |
26.10 |
26.70 |
+0.70 |
1,920 |
13,837 |
-1,030 |
Nov00 |
000524 |
26.36 |
26.36 |
26.36 |
26.36 |
+0.64 |
871 |
8,996 |
+111 |
Dec00 |
000524 |
25.42 |
25.96 |
25.42 |
25.96 |
+0.60 |
4,885 |
29,976 |
+54 |
Jan01 |
000524 |
25.05 |
25.52 |
25.05 |
25.52 |
+0.57 |
1,352 |
10,165 |
+50 |
Feb01 |
000524 |
24.67 |
25.11 |
24.67 |
25.11 |
+0.55 |
293 |
6,633 |
+1,000 |
Total Volume and Open Interest |
120,472 |
594,855 |
+296,953 |
Gas Oil(IPE) |
Jun00 |
000524 |
225.00 |
228.75 |
225.00 |
228.75 |
+5.50 |
9,001 |
34,471 |
-5,488 |
Jul00 |
000524 |
222.00 |
225.50 |
222.00 |
225.50 |
+5.75 |
3,951 |
22,981 |
+770 |
Aug00 |
000524 |
223.00 |
224.75 |
222.25 |
224.75 |
+5.00 |
1,229 |
9,298 |
+556 |
Sep00 |
000524 |
223.75 |
225.75 |
223.00 |
225.75 |
+5.00 |
1,396 |
7,371 |
+221 |
Oct00 |
000524 |
224.50 |
226.50 |
224.25 |
226.50 |
+4.75 |
581 |
4,138 |
+4 |
Nov00 |
000524 |
224.25 |
226.50 |
224.00 |
226.50 |
+5.25 |
250 |
2,410 |
+50 |
Dec00 |
000524 |
224.25 |
225.25 |
222.00 |
225.00 |
+4.25 |
635 |
18,774 |
+264 |
Jan01 |
000524 |
222.75 |
222.75 |
222.75 |
222.75 |
+3.75 |
70 |
1,951 |
+51 |
Total Volume and Open Interest |
17,113 |
105,544 |
-3,299 |
US Dollar Index(NYBOT) |
Jun00 |
000524 |
110.97 |
111.19 |
110.62 |
111.12 |
+0.07 |
1,276 |
5,798 |
+162 |
Sep00 |
000524 |
110.65 |
110.85 |
110.35 |
110.76 |
+0.07 |
38 |
2,096 |
+24 |
Dec00 |
000524 |
110.40 |
110.40 |
110.40 |
110.40 |
+0.07 |
1 |
3 |
+0 |
Total Volume and Open Interest |
1,315 |
7,897 |
+186 |
Australian Dollar(IMM) |
Jun00 |
000524 |
57.20 |
57.28 |
57.00 |
57.12 |
-0.31 |
1,135 |
23,643 |
-43 |
Sep00 |
000524 |
57.20 |
57.20 |
57.15 |
57.20 |
-0.31 |
57 |
109 |
+31 |
Dec00 |
000524 |
57.28 |
57.28 |
57.28 |
57.28 |
-0.31 |
0 |
63 |
-4 |
Total Volume and Open Interest |
1,192 |
23,815 |
+51 |
British Pound(IMM) |
Jun00 |
000524 |
147.74 |
147.98 |
147.16 |
147.70 |
unch |
4,661 |
52,917 |
+574 |
Sep00 |
000524 |
147.60 |
148.00 |
147.60 |
147.98 |
unch |
156 |
405 |
+81 |
Dec00 |
000524 |
148.40 |
148.40 |
148.26 |
148.26 |
unch |
6 |
254 |
+6 |
Total Volume and Open Interest |
4,823 |
53,576 |
+909 |
Canadian Dollar(IMM) |
Jun00 |
000524 |
66.40 |
66.53 |
66.17 |
66.23 |
-0.18 |
11,574 |
71,094 |
+3,517 |
Sep00 |
000524 |
66.57 |
66.65 |
66.35 |
66.39 |
-0.18 |
290 |
8,198 |
-13 |
Dec00 |
000524 |
66.74 |
66.80 |
66.50 |
66.56 |
-0.18 |
32 |
2,693 |
+8 |
Mar01 |
000524 |
66.91 |
66.91 |
66.73 |
66.73 |
-0.18 |
23 |
677 |
+13 |
Total Volume and Open Interest |
11,930 |
82,668 |
+6,216 |
Japanese Yen(IMM) |
Jun00 |
000524 |
93.67 |
93.90 |
93.07 |
93.18 |
-1.08 |
7,572 |
77,405 |
+443 |
Sep00 |
000524 |
95.32 |
95.45 |
94.65 |
94.79 |
-1.09 |
63 |
1,529 |
+40 |
Dec00 |
000524 |
96.50 |
96.50 |
96.50 |
96.50 |
-1.09 |
0 |
602 |
+0 |
Total Volume and Open Interest |
7,638 |
78,952 |
-101 |
Swiss Franc(IMM) |
Jun00 |
000524 |
58.36 |
58.60 |
58.05 |
58.25 |
+0.11 |
10,106 |
47,142 |
+334 |
Sep00 |
000524 |
58.94 |
59.14 |
58.63 |
58.77 |
+0.11 |
33 |
324 |
+6 |
Dec00 |
000524 |
59.25 |
59.28 |
59.25 |
59.28 |
+0.11 |
1 |
25 |
+0 |
Total Volume and Open Interest |
10,140 |
47,466 |
+315 |
EuroFX(IMM) |
Jun00 |
000524 |
91.23 |
91.42 |
90.70 |
90.85 |
+0.10 |
14,047 |
65,712 |
-883 |
Sep00 |
000524 |
91.78 |
91.90 |
91.35 |
91.39 |
+0.11 |
123 |
2,192 |
+47 |
Dec00 |
000524 |
92.32 |
92.35 |
92.00 |
91.93 |
+0.11 |
68 |
233 |
+233 |
Total Volume and Open Interest |
14,238 |
68,152 |
-836 |
Mexican Peso(IMM) |
Jun00 |
000524 |
10415.0 |
10440.0 |
10385.0 |
10428.0 |
+13.0 |
5,738 |
18,130 |
+174 |
Sep00 |
000524 |
10130.0 |
10143.0 |
10100.0 |
10143.0 |
+8.0 |
479 |
2,716 |
+405 |
Total Volume and Open Interest |
6,287 |
22,247 |
+729 |
30-Year T-Bonds(CBOT) |
Jun00 |
000524 |
93~29 |
94~03 |
93~17 |
93~22 |
-0~09 |
178,977 |
305,354 |
-39,372 |
Sep00 |
000524 |
93~29 |
93~29 |
93~19 |
93~19 |
-0~09 |
53,743 |
95,439 |
+19,272 |
Dec00 |
000524 |
93~19 |
93~19 |
93~19 |
93~19 |
-0~10 |
100 |
2,287 |
-3 |
Total Volume and Open Interest |
232,820 |
403,292 |
-20,103 |
Municipal Bonds(CBOT) |
Jun00 |
000524 |
91~29 |
92~03 |
91~19 |
91~27 |
-0~02 |
1,534 |
20,290 |
-798 |
Sep00 |
000524 |
91~03 |
91~04 |
90~24 |
91~01 |
-0~03 |
841 |
4,714 |
+579 |
Total Volume and Open Interest |
2,375 |
25,004 |
-219 |
10-Year T-Notes(CBOT) |
Jun00 |
000524 |
95~205 |
95~220 |
95~200 |
95~210 |
-0~040 |
17,672 |
442,306 |
-47,291 |
Sep00 |
000524 |
95~200 |
95~165 |
95~165 |
95~165 |
-0~035 |
63 |
181,275 |
+35,012 |
Total Volume and Open Interest |
17,735 |
623,581 |
-12,279 |
5-Year T-Notes(CBOT) |
Jun00 |
000524 |
97~020 |
97~080 |
97~000 |
97~005 |
-0~025 |
90,731 |
298,394 |
-36,394 |
Sep00 |
000524 |
96~300 |
97~025 |
96~280 |
96~285 |
-0~025 |
36,590 |
124,885 |
+25,087 |
Total Volume and Open Interest |
127,321 |
423,279 |
-11,307 |
2 Year T-Notes(CBOT) |
Jun00 |
000524 |
98~054 |
98~068 |
98~054 |
98~056 |
unch |
|
|
|
Sep00 |
000524 |
98~041 |
98~046 |
98~041 |
98~045 |
+0~005 |
|
|
|
Total Volume and Open Interest |
|
|
|
3-Mth T-Bills(IMM) |
Jun00 |
000524 |
93.89 |
93.94 |
93.89 |
93.90 |
+0.01 |
21 |
718 |
-3 |
Total Volume and Open Interest |
22 |
719 |
-2 |
Eurodollars(IMM) |
Jun00 |
000524 |
93.077 |
93.092 |
93.075 |
93.080 |
+0.007 |
43,572 |
495,212 |
+1,093 |
Sep00 |
000524 |
92.750 |
92.780 |
92.720 |
92.735 |
-0.005 |
89,400 |
571,206 |
-2,929 |
Dec00 |
000524 |
92.480 |
92.505 |
92.435 |
92.440 |
-0.030 |
91,639 |
506,259 |
+3,249 |
Mar01 |
000524 |
92.445 |
92.485 |
92.415 |
92.420 |
-0.020 |
64,478 |
342,757 |
-4,127 |
Jun01 |
000524 |
92.410 |
92.445 |
92.375 |
92.380 |
-0.025 |
33,845 |
249,579 |
-545 |
Sep01 |
000524 |
92.405 |
92.440 |
92.370 |
92.375 |
-0.020 |
18,681 |
191,050 |
+152 |
Dec01 |
000524 |
92.370 |
92.390 |
92.330 |
92.340 |
-0.020 |
20,647 |
148,794 |
+7,623 |
Mar02 |
000524 |
92.430 |
92.450 |
92.390 |
92.390 |
-0.030 |
8,831 |
134,541 |
+1,107 |
Jun02 |
000524 |
92.420 |
92.435 |
92.390 |
92.385 |
-0.025 |
6,195 |
94,526 |
+657 |
Sep02 |
000524 |
92.425 |
92.440 |
92.395 |
92.390 |
-0.025 |
4,221 |
87,811 |
-787 |
Dec02 |
000524 |
92.375 |
92.390 |
92.345 |
92.345 |
-0.020 |
4,321 |
72,863 |
+1,104 |
Mar03 |
000524 |
92.420 |
92.435 |
92.390 |
92.390 |
-0.020 |
5,326 |
69,105 |
-1,194 |
Total Volume and Open Interest |
401,983 |
3,347,654 |
+6,686 |
3-Mth Euro-Yen(IMM) |
Jun00 |
000524 |
99.88 |
99.89 |
99.88 |
99.88 |
unch |
971 |
14,862 |
-702 |
Sep00 |
000524 |
99.79 |
99.79 |
99.78 |
99.78 |
unch |
1,138 |
12,480 |
-5,118 |
Dec00 |
000524 |
99.65 |
99.65 |
99.64 |
99.64 |
unch |
828 |
13,672 |
-11 |
Mar01 |
000524 |
99.55 |
99.55 |
99.54 |
99.54 |
unch |
1,269 |
15,524 |
+2,318 |
Jun01 |
000524 |
99.43 |
99.43 |
99.43 |
99.43 |
unch |
438 |
4,161 |
-96 |
Sep01 |
000524 |
99.29 |
99.30 |
99.29 |
99.30 |
+0.01 |
95 |
19,804 |
+3,171 |
Dec01 |
000524 |
99.15 |
99.15 |
99.15 |
99.15 |
+0.01 |
65 |
1,984 |
-481 |
Mar02 |
000524 |
99.02 |
99.02 |
99.02 |
99.02 |
unch |
0 |
1,378 |
-61 |
Jun02 |
000524 |
98.78 |
98.78 |
98.78 |
98.78 |
unch |
|
|
|
Sep02 |
000524 |
98.63 |
98.63 |
98.63 |
98.63 |
unch |
|
|
|
Total Volume and Open Interest |
4,804 |
83,865 |
-980 |
3-Mth Euro-Yen(SIMEX) |
Jun00 |
000524 |
99.89 |
99.89 |
99.88 |
99.88 |
unch |
699 |
79,575 |
-237 |
Sep00 |
000524 |
99.79 |
99.79 |
99.79 |
99.79 |
unch |
5,320 |
71,474 |
-3,031 |
Dec00 |
000524 |
99.65 |
99.65 |
99.64 |
99.65 |
+0.01 |
5,494 |
77,273 |
-253 |
Mar01 |
000524 |
99.56 |
99.56 |
99.54 |
99.56 |
+0.02 |
3,477 |
76,656 |
-620 |
Jun01 |
000524 |
99.43 |
99.44 |
99.43 |
99.43 |
unch |
1,571 |
60,287 |
-1,362 |
Sep01 |
000524 |
99.30 |
99.30 |
99.29 |
99.30 |
+0.01 |
2,795 |
61,056 |
+1,162 |
Dec01 |
000524 |
99.17 |
99.17 |
99.15 |
99.15 |
+0.01 |
735 |
15,823 |
+317 |
Mar02 |
000524 |
99.04 |
99.04 |
99.03 |
99.03 |
+0.01 |
522 |
11,866 |
+59 |
Total Volume and Open Interest |
20,613 |
457,010 |
+457,010 |
German Euro-Bund(EUREX) |
Jun00 |
000524 |
104.35 |
104.62 |
104.32 |
104.57 |
+0.34 |
759,505 |
744,491 |
+14,640 |
Sep00 |
000524 |
104.15 |
104.40 |
104.15 |
104.36 |
+0.32 |
27,174 |
115,022 |
+3,552 |
Dec00 |
000524 |
103.85 |
104.02 |
103.85 |
104.02 |
+0.36 |
4,755 |
2,967 |
-1,761 |
Total Volume and Open Interest |
791,434 |
862,480 |
+862,480 |
German Euro-Bobl(EUREX) |
Jun00 |
000524 |
102.54 |
102.79 |
102.51 |
102.76 |
+0.29 |
276,642 |
358,493 |
-4,634 |
Sep00 |
000524 |
102.46 |
102.73 |
102.46 |
102.73 |
+0.36 |
11,670 |
32,183 |
+7,120 |
Dec00 |
000524 |
102.16 |
102.16 |
102.16 |
102.16 |
+0.34 |
786 |
939 |
+188 |
Total Volume and Open Interest |
289,098 |
391,615 |
+391,615 |
Long Gilt(LIFFE) |
Jun00 |
000524 |
111~32 |
112~10 |
111~15 |
112~08 |
+0~16 |
31,372 |
69,291 |
-2,021 |
Sep00 |
000524 |
111~19 |
111~29 |
111~08 |
111~26 |
+0~10 |
5,041 |
3,209 |
+1,740 |
Total Volume and Open Interest |
36,413 |
72,500 |
+72,500 |
3-Mth Short Sterling(LIFFE) |
Jun00 |
000524 |
93.70 |
93.72 |
93.68 |
93.70 |
unch |
18,180 |
181,449 |
+3,159 |
Sep00 |
000524 |
93.51 |
93.53 |
93.47 |
93.50 |
unch |
45,251 |
212,053 |
+6,073 |
Dec00 |
000524 |
93.35 |
93.38 |
93.32 |
93.34 |
-0.01 |
33,863 |
142,038 |
+3,043 |
Total Volume and Open Interest |
139,535 |
850,913 |
+850,913 |
3-Mth Euribor(LIFFE) |
Jun00 |
000524 |
95.480 |
95.510 |
95.470 |
95.500 |
+0.040 |
46,623 |
310,704 |
+160 |
Sep00 |
000524 |
95.170 |
95.220 |
95.170 |
95.205 |
+0.050 |
70,380 |
338,071 |
+693 |
Dec00 |
000524 |
94.885 |
94.945 |
94.885 |
94.930 |
+0.060 |
42,693 |
197,693 |
+977 |
Total Volume and Open Interest |
238,881 |
1,355,476 |
+1,355,476 |
3-Mth Aus T-Bills(SFE) |
Jun00 |
000524 |
93.70 |
93.70 |
93.65 |
93.66 |
-0.01 |
5,561 |
174,171 |
+1,892 |
Sep00 |
000524 |
93.53 |
93.53 |
93.43 |
93.46 |
unch |
19,171 |
188,247 |
+8,394 |
Dec00 |
000524 |
93.38 |
93.38 |
93.27 |
93.30 |
unch |
3,270 |
46,551 |
+961 |
Mar01 |
000524 |
93.28 |
93.29 |
93.23 |
93.23 |
unch |
498 |
23,687 |
+8 |
Jun01 |
000524 |
93.19 |
93.20 |
93.16 |
93.17 |
+0.01 |
81 |
14,201 |
+56 |
Sep01 |
000524 |
93.13 |
93.13 |
93.11 |
93.11 |
+0.01 |
20 |
8,585 |
+0 |
Dec01 |
000524 |
93.08 |
93.08 |
93.06 |
93.06 |
unch |
220 |
6,338 |
+20 |
Mar02 |
000524 |
93.06 |
93.06 |
93.03 |
93.03 |
-0.01 |
75 |
5,128 |
-145 |
Jun02 |
000524 |
93.00 |
93.00 |
93.00 |
93.00 |
-0.02 |
10 |
2,500 |
+10 |
Sep02 |
000524 |
92.97 |
92.97 |
92.97 |
92.97 |
-0.02 |
10 |
2,063 |
+10 |
Total Volume and Open Interest |
28,946 |
475,274 |
+475,274 |
10-Year Aus T-Bonds(SFE) |
Jun00 |
000524 |
93.51 |
93.59 |
93.49 |
93.57 |
+0.05 |
15,125 |
188,423 |
+8,329 |
Sep00 |
000524 |
93.54 |
93.54 |
93.54 |
93.54 |
+0.03 |
0 |
4 |
+0 |
Total Volume and Open Interest |
15,125 |
188,427 |
+188,427 |
3-Year Aus T-Bonds(SFE) |
Jun00 |
000524 |
93.73 |
93.74 |
93.64 |
93.67 |
unch |
48,091 |
384,959 |
+26,172 |
Sep00 |
000524 |
93.60 |
93.60 |
93.60 |
93.60 |
unch |
0 |
134 |
+0 |
Total Volume and Open Interest |
48,091 |
385,093 |
+385,093 |
Gold(CMX) |
Jun00 |
000524 |
274.1 |
274.6 |
273.2 |
273.8 |
-0.9 |
23,831 |
54,900 |
-4,772 |
Aug00 |
000524 |
277.0 |
277.3 |
276.0 |
276.5 |
-0.8 |
10,154 |
46,825 |
+5,732 |
Oct00 |
000524 |
289.5 |
289.5 |
279.5 |
279.5 |
-0.8 |
64 |
3,902 |
+8 |
Dec00 |
000524 |
283.0 |
283.5 |
282.0 |
282.5 |
-0.8 |
432 |
20,004 |
+204 |
Feb01 |
000524 |
285.2 |
285.2 |
285.2 |
285.2 |
-0.8 |
0 |
9,947 |
-20 |
Apr01 |
000524 |
288.5 |
288.5 |
288.1 |
288.1 |
-0.8 |
0 |
3,506 |
+26 |
Total Volume and Open Interest |
34,551 |
140,121 |
+3,594 |
Silver(CMX) |
May00 |
000524 |
500.5 |
500.5 |
496.5 |
499.2 |
-2.4 |
6 |
40 |
-39 |
Jul00 |
000524 |
504.0 |
504.5 |
500.0 |
502.0 |
-2.8 |
3,986 |
57,490 |
+255 |
Sep00 |
000524 |
508.0 |
508.0 |
504.5 |
506.0 |
-2.7 |
641 |
5,047 |
+172 |
Dec00 |
000524 |
513.0 |
513.0 |
510.0 |
511.1 |
-2.7 |
287 |
7,423 |
+29 |
Mar01 |
000524 |
515.0 |
515.0 |
515.0 |
515.0 |
-2.7 |
0 |
861 |
+0 |
Total Volume and Open Interest |
4,997 |
73,120 |
+2,252 |
Platinum(NYM) |
Jul00 |
000524 |
549.0 |
555.0 |
544.0 |
548.8 |
+7.3 |
2,186 |
9,319 |
+494 |
Oct00 |
000524 |
525.0 |
538.0 |
525.0 |
528.8 |
+4.3 |
59 |
744 |
+17 |
Jan01 |
000524 |
514.8 |
514.8 |
514.8 |
514.8 |
+4.3 |
0 |
18 |
+0 |
Total Volume and Open Interest |
2,245 |
10,081 |
+10,081 |
Palladium(NYME) |
Jun00 |
000524 |
566.00 |
570.00 |
565.00 |
569.00 |
-6.00 |
339 |
1,243 |
-155 |
Sep00 |
000524 |
570.00 |
570.00 |
565.00 |
568.00 |
-5.00 |
183 |
1,313 |
+69 |
Dec00 |
000524 |
565.00 |
565.00 |
565.00 |
565.00 |
-3.00 |
0 |
10 |
+0 |
Total Volume and Open Interest |
522 |
2,556 |
+2,556 |
Copper(CMX) |
May00 |
000524 |
84.00 |
84.10 |
83.45 |
83.60 |
+0.50 |
637 |
2,869 |
-275 |
Jul00 |
000524 |
83.20 |
84.60 |
83.10 |
83.85 |
+0.40 |
4,877 |
37,952 |
-141 |
Sep00 |
000524 |
83.75 |
84.65 |
83.65 |
84.05 |
+0.40 |
188 |
7,331 |
+30 |
Dec00 |
000524 |
83.60 |
84.55 |
83.60 |
84.05 |
+0.35 |
168 |
6,489 |
+64 |
Mar01 |
000524 |
84.40 |
84.40 |
84.15 |
84.15 |
+0.35 |
3 |
0 |
+0 |
Total Volume and Open Interest |
6,347 |
60,493 |
-3,090 |
DJIA Index(CBOT) |
Jun00 |
000524 |
10515 |
10585 |
10390 |
10565 |
+80 |
10,255 |
17,192 |
-732 |
Sep00 |
000524 |
10635 |
10710 |
10540 |
10701 |
+78 |
205 |
533 |
+68 |
Dec00 |
000524 |
10790 |
10852 |
10760 |
10852 |
+75 |
51 |
1,834 |
+49 |
Total Volume and Open Interest |
10,511 |
19,565 |
-615 |
S & P 500(CME) |
Jun00 |
000524 |
1384.00 |
1407.90 |
1365.50 |
1401.70 |
+19.10 |
79,552 |
367,961 |
-1,959 |
Sep00 |
000524 |
1405.00 |
1429.00 |
1387.50 |
1422.60 |
+19.30 |
4,799 |
13,296 |
+2,950 |
Dec00 |
000524 |
1445.00 |
1448.20 |
1413.30 |
1445.10 |
+19.80 |
68 |
3,355 |
-20 |
Mar01 |
000524 |
1432.00 |
1469.80 |
1432.00 |
1468.10 |
+20.30 |
50 |
502 |
+23 |
Total Volume and Open Interest |
84,478 |
385,692 |
+997 |
S & P 500 E-Mini(Globex) |
Jun00 |
000524 |
1382.00 |
1408.00 |
1365.50 |
1401.75 |
+19.25 |
86,851 |
37,440 |
-5,227 |
Sep00 |
000524 |
1400.00 |
1426.75 |
1390.25 |
1422.50 |
+19.25 |
19 |
31 |
+0 |
Total Volume and Open Interest |
86,870 |
37,471 |
+37,471 |
NASDAQ 100(CME) |
Jun00 |
000524 |
3010.00 |
3210.00 |
2902.50 |
3167.50 |
+155.00 |
24,863 |
37,361 |
-993 |
Sep00 |
000524 |
3070.00 |
3215.50 |
2975.00 |
3215.50 |
+154.50 |
78 |
619 |
+23 |
Dec00 |
000524 |
3262.50 |
3262.50 |
3262.50 |
3262.50 |
+153.00 |
|
|
|
Total Volume and Open Interest |
24,941 |
37,980 |
-970 |
NASDAQ 100 E-Mini(GLOBEX) |
Jun00 |
000524 |
3015.0 |
3213.0 |
2902.5 |
3167.5 |
+155.0 |
41,911 |
26,136 |
+259 |
Sep00 |
000524 |
3063.0 |
3270.0 |
2963.0 |
3215.5 |
+154.5 |
2 |
4 |
+0 |
Total Volume and Open Interest |
41,913 |
26,140 |
+259 |
NYSE Composite(NYBOT) |
Jun00 |
000524 |
634.25 |
638.25 |
628.50 |
636.20 |
+2.05 |
304 |
2,253 |
+29 |
Sep00 |
000524 |
640.00 |
644.70 |
640.00 |
644.70 |
+2.05 |
0 |
228 |
+0 |
Dec00 |
000524 |
653.20 |
653.20 |
653.20 |
653.20 |
+2.05 |
0 |
110 |
+2 |
Total Volume and Open Interest |
419 |
1,866 |
-75 |
S & P Midcap 400(CME) |
Jun00 |
000524 |
458.00 |
470.00 |
448.50 |
464.00 |
+5.60 |
848 |
13,271 |
+27 |
Sep00 |
000524 |
471.00 |
471.00 |
471.00 |
471.00 |
+5.60 |
|
|
|
Dec00 |
000524 |
475.50 |
475.50 |
475.50 |
475.50 |
+5.60 |
|
|
|
Total Volume and Open Interest |
848 |
13,271 |
+27 |
Russell 2000(CME) |
Jun00 |
000524 |
459.00 |
466.00 |
444.00 |
465.00 |
+6.70 |
1,906 |
13,171 |
-99 |
Sep00 |
000524 |
471.25 |
471.25 |
471.25 |
471.25 |
+6.70 |
|
|
|
Dec00 |
000524 |
478.80 |
478.80 |
478.80 |
478.80 |
+6.70 |
|
|
|
Total Volume and Open Interest |
1,906 |
13,171 |
-99 |
Value Line(KCBT) |
Jun00 |
000524 |
1040.00 |
1051.00 |
1025.00 |
1048.65 |
+10.65 |
|
|
|
Total Volume and Open Interest |
|
|
|
Nikkei 225(CME) |
Jun00 |
000524 |
16030 |
16260 |
16000 |
16245 |
+300 |
2,547 |
17,824 |
-27 |
Sep00 |
000524 |
16050 |
16260 |
16050 |
16260 |
+300 |
227 |
918 |
+213 |
Total Volume and Open Interest |
2,774 |
18,742 |
+186 |
Nikkei 225(SIMEX) |
Jun00 |
000524 |
16000 |
16250 |
15825 |
15940 |
-290 |
18,712 |
111,744 |
+1,793 |
Sep00 |
000524 |
16010 |
16220 |
15945 |
15945 |
-290 |
101 |
11,038 |
+90 |
Dec00 |
000524 |
15925 |
15925 |
15925 |
15925 |
-290 |
0 |
2,063 |
+0 |
Total Volume and Open Interest |
14,543 |
121,162 |
+161 |
CAC 40(MATIF) |
May00 |
000524 |
6021.5 |
6094.0 |
6010.5 |
6047.0 |
-113.0 |
74,413 |
0 |
+0 |
Jun00 |
000524 |
6013.0 |
6153.5 |
6005.5 |
6039.5 |
-114.0 |
12,911 |
0 |
+0 |
Jul00 |
000524 |
6055.0 |
6055.0 |
6055.0 |
6055.0 |
-113.5 |
|
|
|
Total Volume and Open Interest |
87,417 |
|
|
DAX Index(EUREX) |
Jun00 |
000524 |
6831.0 |
6884.0 |
6811.5 |
6864.0 |
-83.0 |
41,446 |
418,623 |
+2,307 |
Sep00 |
000524 |
6910.0 |
6957.0 |
6892.0 |
6940.5 |
-84.0 |
177 |
980 |
-93 |
Dec00 |
000524 |
7006.0 |
7025.0 |
6973.5 |
7025.0 |
-85.0 |
42 |
388 |
-1 |
Total Volume and Open Interest |
41,665 |
419,991 |
+419,991 |
FT-SE 100(LIFFE) |
Jun00 |
000524 |
6033.00 |
6148.50 |
6008.50 |
6139.00 |
+39.00 |
32,905 |
233,747 |
-556 |
Sep00 |
000524 |
6091.00 |
6203.00 |
6085.00 |
6199.00 |
+39.00 |
3,221 |
11,130 |
+4,200 |
Dec00 |
000524 |
6250.50 |
6275.50 |
6233.50 |
6275.50 |
+36.50 |
0 |
784 |
+0 |
Total Volume and Open Interest |
36,126 |
245,661 |
+245,661 |
SPI 200(SFE) |
Jun00 |
000524 |
2980.0 |
3012.0 |
2976.0 |
3001.0 |
-15.0 |
14,774 |
136,917 |
-6,913 |
Sep00 |
000524 |
2993.0 |
3026.0 |
2993.0 |
3016.0 |
-18.0 |
270 |
4,176 |
+31 |
Dec00 |
000524 |
3040.0 |
3050.0 |
3040.0 |
3042.0 |
-15.0 |
166 |
2,306 |
+90 |
Total Volume and Open Interest |
15,210 |
144,539 |
+144,539 |
GSCI(CME) |
Jun00 |
000524 |
222.50 |
226.70 |
222.00 |
226.70 |
+6.20 |
1,321 |
39,860 |
-1,077 |
Jul00 |
000524 |
224.40 |
224.40 |
224.40 |
224.40 |
+4.50 |
|
|
|
Aug00 |
000524 |
221.80 |
221.80 |
221.80 |
221.80 |
+3.60 |
5 |
0 |
-50 |
Total Volume and Open Interest |
1,326 |
39,860 |
-1,127 |
Bridge CRB Index(NYBOT) |
Jun00 |
000524 |
225.90 |
226.20 |
225.50 |
225.80 |
+0.60 |
95 |
1,600 |
-7 |
Aug00 |
000524 |
226.00 |
226.05 |
225.50 |
225.80 |
+0.50 |
39 |
933 |
+13 |
Nov00 |
000524 |
226.20 |
226.20 |
225.80 |
225.80 |
+0.40 |
0 |
431 |
+0 |
Total Volume and Open Interest |
2,144 |
|
|
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
|
|