 |
MRCI's Free Historical Futures Prices |
Daily Futures Price Listing Thu May 25, 2000 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Jul00 |
000525 |
543.50 |
544.00 |
525.00 |
527.25 |
-15.00 |
38,263 |
96,197 |
-2,640 |
Aug00 |
000525 |
546.00 |
547.00 |
527.00 |
529.50 |
-15.75 |
2,744 |
13,806 |
+91 |
Sep00 |
000525 |
547.00 |
548.00 |
527.50 |
530.50 |
-16.00 |
1,991 |
9,424 |
-63 |
Nov00 |
000525 |
552.50 |
553.25 |
532.50 |
535.75 |
-16.25 |
12,200 |
55,595 |
+433 |
Jan01 |
000525 |
559.50 |
559.50 |
541.00 |
544.25 |
-14.75 |
141 |
4,891 |
+30 |
Mar01 |
000525 |
566.00 |
566.00 |
548.00 |
550.00 |
-16.50 |
345 |
5,497 |
-96 |
May01 |
000525 |
569.00 |
569.00 |
551.50 |
553.50 |
-16.50 |
133 |
5,650 |
+116 |
Total Volume and Open Interest |
56,000 |
196,409 |
-2,149 |
Soybean Meal(CBOT) |
Jul00 |
000525 |
179.20 |
179.60 |
172.80 |
174.60 |
-4.50 |
17,677 |
60,331 |
-1,818 |
Aug00 |
000525 |
178.80 |
179.00 |
172.00 |
173.90 |
-4.90 |
2,055 |
14,681 |
+297 |
Sep00 |
000525 |
178.20 |
178.50 |
172.00 |
173.50 |
-5.00 |
744 |
8,666 |
+275 |
Oct00 |
000525 |
177.00 |
177.40 |
171.00 |
172.60 |
-4.90 |
884 |
7,507 |
+396 |
Dec00 |
000525 |
178.20 |
178.40 |
171.80 |
173.40 |
-4.90 |
2,510 |
22,545 |
+302 |
Jan01 |
000525 |
178.30 |
178.30 |
172.50 |
173.10 |
-5.50 |
99 |
2,089 |
+12 |
Mar01 |
000525 |
177.50 |
177.50 |
172.50 |
174.00 |
-4.40 |
12 |
2,583 |
+10 |
May01 |
000525 |
178.00 |
178.00 |
172.00 |
173.80 |
-4.80 |
12 |
2,012 |
+2 |
Total Volume and Open Interest |
23,993 |
120,638 |
-524 |
Soybean Oil(CBOT) |
Jul00 |
000525 |
17.05 |
17.08 |
16.70 |
16.76 |
-0.41 |
9,528 |
50,187 |
+380 |
Aug00 |
000525 |
17.27 |
17.27 |
16.90 |
16.96 |
-0.40 |
1,022 |
14,385 |
+392 |
Sep00 |
000525 |
17.45 |
17.46 |
17.11 |
17.16 |
-0.39 |
1,118 |
12,666 |
-355 |
Oct00 |
000525 |
17.63 |
17.63 |
17.30 |
17.35 |
-0.36 |
232 |
8,450 |
+66 |
Dec00 |
000525 |
17.98 |
18.00 |
17.63 |
17.67 |
-0.40 |
1,226 |
22,038 |
-305 |
Jan01 |
000525 |
18.30 |
18.30 |
17.95 |
18.00 |
-0.40 |
282 |
8,585 |
+165 |
Mar01 |
000525 |
18.63 |
18.63 |
18.30 |
18.30 |
-0.43 |
130 |
3,810 |
+107 |
May01 |
000525 |
18.90 |
18.90 |
18.60 |
18.60 |
-0.43 |
154 |
4,307 |
+21 |
Total Volume and Open Interest |
13,773 |
127,170 |
+505 |
Canola(WCE) |
Aug00 |
000525 |
266.2 |
267.0 |
266.0 |
267.0 |
-2.2 |
328 |
4,785 |
+78 |
Sep00 |
000525 |
271.0 |
271.0 |
269.0 |
269.2 |
-2.8 |
205 |
775 |
+775 |
Nov00 |
000525 |
277.1 |
278.7 |
274.6 |
275.2 |
-3.1 |
3,381 |
30,597 |
+1,020 |
Jan01 |
000525 |
280.4 |
280.7 |
280.4 |
280.5 |
-3.1 |
110 |
44,990 |
+40,556 |
Mar01 |
000525 |
285.0 |
285.0 |
285.0 |
285.0 |
-2.0 |
|
|
|
Total Volume and Open Interest |
8,666 |
106,280 |
+41,074 |
Corn(CBOT) |
Jul00 |
000525 |
234.25 |
236.00 |
229.00 |
230.50 |
-4.50 |
42,869 |
229,047 |
-2,996 |
Sep00 |
000525 |
242.50 |
244.50 |
237.75 |
239.25 |
-3.75 |
4,107 |
61,913 |
+717 |
Nov00 |
000525 |
249.00 |
249.75 |
245.00 |
245.25 |
-3.50 |
12 |
926 |
-6 |
Dec00 |
000525 |
252.75 |
254.25 |
247.75 |
249.50 |
-3.75 |
15,394 |
143,123 |
+1,953 |
Jan01 |
000525 |
251.50 |
252.50 |
251.50 |
252.50 |
-4.00 |
0 |
163 |
+0 |
Mar01 |
000525 |
261.25 |
262.25 |
256.50 |
258.25 |
-3.75 |
773 |
18,284 |
+112 |
Total Volume and Open Interest |
63,933 |
468,098 |
-42 |
Wheat(CBOT) |
Jul00 |
000525 |
280.50 |
282.00 |
276.00 |
279.50 |
unch |
10,925 |
76,072 |
-212 |
Sep00 |
000525 |
291.50 |
293.75 |
287.50 |
291.25 |
unch |
1,554 |
22,554 |
-112 |
Dec00 |
000525 |
307.00 |
309.00 |
303.00 |
306.75 |
+0.50 |
2,137 |
26,078 |
-240 |
Mar01 |
000525 |
319.75 |
321.50 |
316.00 |
320.00 |
+0.50 |
446 |
7,135 |
+24 |
May01 |
000525 |
325.00 |
325.00 |
325.00 |
325.00 |
+0.75 |
0 |
73 |
+0 |
Total Volume and Open Interest |
15,255 |
135,720 |
-513 |
Wheat(KCBT) |
Jul00 |
000525 |
305.00 |
307.50 |
302.75 |
307.50 |
+2.50 |
4,730 |
35,434 |
-426 |
Sep00 |
000525 |
316.00 |
318.50 |
313.50 |
318.00 |
+2.00 |
1,245 |
10,448 |
+76 |
Dec00 |
000525 |
331.00 |
332.75 |
328.00 |
331.50 |
+0.75 |
2,608 |
14,219 |
+790 |
Mar01 |
000525 |
343.00 |
344.00 |
339.50 |
341.75 |
-0.25 |
139 |
1,544 |
+35 |
May01 |
000525 |
347.00 |
347.00 |
347.00 |
347.00 |
-1.50 |
0 |
308 |
+0 |
Total Volume and Open Interest |
8,722 |
62,415 |
+475 |
Wheat(MGE) |
Jul00 |
000525 |
336.00 |
337.50 |
332.00 |
333.75 |
-1.25 |
1,644 |
10,283 |
-51 |
Sep00 |
000525 |
345.00 |
346.75 |
343.00 |
344.50 |
-0.50 |
311 |
6,141 |
+35 |
Dec00 |
000525 |
360.00 |
360.00 |
357.00 |
358.50 |
-0.75 |
111 |
3,440 |
+53 |
Mar01 |
000525 |
368.00 |
371.00 |
368.00 |
370.75 |
-1.25 |
19 |
359 |
-5 |
May01 |
000525 |
376.00 |
376.00 |
376.00 |
376.00 |
-2.00 |
|
|
|
Total Volume and Open Interest |
2,066 |
20,223 |
+27 |
Oats(CBOT) |
Jul00 |
000525 |
117.00 |
119.25 |
114.50 |
115.25 |
-4.00 |
1,141 |
9,451 |
-30 |
Sep00 |
000525 |
124.00 |
125.00 |
121.00 |
121.00 |
-4.00 |
364 |
2,817 |
-44 |
Dec00 |
000525 |
131.00 |
131.50 |
127.50 |
128.25 |
-3.75 |
548 |
4,473 |
+207 |
Mar01 |
000525 |
135.50 |
135.50 |
135.00 |
135.00 |
-4.50 |
23 |
425 |
+15 |
Total Volume and Open Interest |
2,076 |
17,167 |
+148 |
Rough Rice(CBOT) |
Jul00 |
000525 |
5.64 |
5.65 |
5.50 |
5.51 |
-0.12 |
530 |
4,248 |
-105 |
Sep00 |
000525 |
6.50 |
6.50 |
6.38 |
6.40 |
-0.06 |
48 |
932 |
+18 |
Nov00 |
000525 |
6.59 |
6.59 |
6.52 |
6.52 |
-0.04 |
43 |
1,495 |
+13 |
Jan01 |
000525 |
6.77 |
6.78 |
6.70 |
6.70 |
-0.04 |
51 |
751 |
+47 |
Total Volume and Open Interest |
672 |
7,427 |
-27 |
Live Cattle(CME) |
Jun00 |
000525 |
67.550 |
67.650 |
67.250 |
67.425 |
-0.250 |
7,844 |
30,539 |
-2,385 |
Aug00 |
000525 |
67.400 |
67.575 |
67.125 |
67.500 |
+0.100 |
6,375 |
43,637 |
+1,299 |
Oct00 |
000525 |
70.250 |
70.375 |
69.950 |
70.300 |
+0.075 |
3,285 |
23,119 |
+434 |
Dec00 |
000525 |
71.975 |
72.100 |
71.800 |
71.925 |
unch |
742 |
8,551 |
+31 |
Feb01 |
000525 |
73.500 |
73.550 |
73.400 |
73.550 |
+0.050 |
172 |
4,394 |
+28 |
Apr01 |
000525 |
75.650 |
75.950 |
75.600 |
75.700 |
+0.050 |
133 |
4,359 |
+47 |
Total Volume and Open Interest |
18,561 |
114,599 |
-3,028 |
Feeder Cattle(CME) |
May00 |
000525 |
83.500 |
83.500 |
83.400 |
83.425 |
-0.050 |
248 |
1,987 |
-94 |
Aug00 |
000525 |
84.050 |
84.600 |
83.800 |
84.550 |
+0.500 |
2,082 |
9,718 |
-271 |
Sep00 |
000525 |
84.150 |
84.700 |
84.025 |
84.650 |
+0.500 |
155 |
2,001 |
+24 |
Oct00 |
000525 |
85.200 |
85.550 |
85.050 |
85.500 |
+0.300 |
246 |
2,294 |
+22 |
Nov00 |
000525 |
86.300 |
86.650 |
86.300 |
86.525 |
-0.025 |
124 |
1,541 |
+14 |
Jan01 |
000525 |
87.350 |
87.800 |
87.200 |
87.750 |
+0.175 |
66 |
953 |
+48 |
Mar01 |
000525 |
87.250 |
87.400 |
87.250 |
87.400 |
unch |
17 |
169 |
+15 |
Total Volume and Open Interest |
2,950 |
18,687 |
-235 |
Lean Hogs(CME) |
Jun00 |
000525 |
68.250 |
68.500 |
67.550 |
68.025 |
unch |
6,130 |
0 |
+0 |
Jul00 |
000525 |
67.550 |
68.000 |
67.300 |
67.675 |
+0.125 |
5,000 |
0 |
+0 |
Aug00 |
000525 |
65.650 |
66.000 |
65.450 |
65.875 |
+0.225 |
2,066 |
0 |
+0 |
Oct00 |
000525 |
57.600 |
58.350 |
57.225 |
58.025 |
+0.275 |
705 |
0 |
+0 |
Dec00 |
000525 |
56.000 |
56.375 |
55.900 |
56.100 |
+0.200 |
332 |
0 |
+0 |
Feb01 |
000525 |
56.700 |
56.950 |
56.700 |
56.825 |
+0.075 |
53 |
0 |
+0 |
Apr01 |
000525 |
55.400 |
55.400 |
55.400 |
55.400 |
+0.100 |
9 |
0 |
+0 |
Jun01 |
000525 |
62.700 |
62.700 |
62.700 |
62.700 |
unch |
3 |
0 |
+0 |
Total Volume and Open Interest |
|
|
|
Pork Bellies(CME) |
May00 |
000525 |
89.600 |
89.600 |
88.300 |
88.300 |
-3.000 |
8 |
16 |
-34 |
Jul00 |
000525 |
86.100 |
87.400 |
85.825 |
86.125 |
-0.625 |
1,435 |
4,005 |
-128 |
Aug00 |
000525 |
84.200 |
85.300 |
83.725 |
83.850 |
-0.350 |
373 |
1,481 |
+18 |
Feb01 |
000525 |
74.800 |
74.800 |
74.700 |
74.700 |
+0.100 |
15 |
97 |
+97 |
Mar01 |
000525 |
74.000 |
74.000 |
74.000 |
74.000 |
-1.750 |
2 |
0 |
+0 |
Total Volume and Open Interest |
1,833 |
5,599 |
-47 |
Cocoa(NYBOT) |
Jul00 |
000525 |
866 |
874 |
826 |
831 |
-19 |
6,341 |
36,876 |
-590 |
Sep00 |
000525 |
895 |
901 |
855 |
858 |
-19 |
1,663 |
26,399 |
+0 |
Dec00 |
000525 |
928 |
932 |
890 |
891 |
-20 |
1,197 |
17,568 |
+701 |
Mar01 |
000525 |
965 |
969 |
926 |
928 |
-18 |
19 |
7,676 |
+17 |
May01 |
000525 |
953 |
953 |
953 |
953 |
-18 |
0 |
5,519 |
+0 |
Jul01 |
000525 |
991 |
991 |
979 |
979 |
-18 |
0 |
7,025 |
+0 |
Sep01 |
000525 |
1006 |
1006 |
1006 |
1006 |
-18 |
0 |
3,627 |
+0 |
Total Volume and Open Interest |
9,220 |
114,708 |
+26,317 |
Coffee "C"(NYBOT) |
Jul00 |
000525 |
100.00 |
101.40 |
98.50 |
99.25 |
-2.60 |
4,667 |
26,324 |
+161 |
Sep00 |
000525 |
102.10 |
104.25 |
101.60 |
102.25 |
-2.45 |
1,204 |
14,167 |
+164 |
Dec00 |
000525 |
105.50 |
107.75 |
105.25 |
105.75 |
-2.30 |
347 |
5,069 |
+95 |
Mar01 |
000525 |
108.75 |
110.00 |
108.60 |
109.25 |
-2.15 |
129 |
2,008 |
+27 |
May01 |
000525 |
110.50 |
111.25 |
110.50 |
111.25 |
-2.15 |
3 |
292 |
-1 |
Jul01 |
000525 |
114.00 |
114.00 |
113.25 |
113.25 |
-2.15 |
4 |
52 |
+3 |
Total Volume and Open Interest |
6,354 |
47,912 |
+479 |
Orange Juice(NYBOT) |
Jul00 |
000525 |
83.05 |
83.40 |
81.25 |
81.95 |
-1.30 |
6,450 |
12,526 |
+245 |
Sep00 |
000525 |
82.80 |
83.15 |
81.25 |
81.85 |
-1.40 |
1,400 |
5,805 |
+531 |
Nov00 |
000525 |
82.65 |
83.40 |
81.40 |
81.75 |
-1.75 |
452 |
3,563 |
+235 |
Jan01 |
000525 |
83.00 |
83.00 |
81.80 |
81.80 |
-1.65 |
122 |
1,323 |
+28 |
Mar01 |
000525 |
83.00 |
83.00 |
82.05 |
82.05 |
-1.75 |
15 |
1,205 |
+5 |
Total Volume and Open Interest |
8,439 |
24,887 |
+1,044 |
Sugar #11(NYBOT) |
Jul00 |
000525 |
7.68 |
8.04 |
7.58 |
7.76 |
+0.20 |
11,479 |
109,792 |
+735 |
Oct00 |
000525 |
7.54 |
7.81 |
7.50 |
7.62 |
+0.13 |
4,177 |
48,831 |
+683 |
Mar01 |
000525 |
7.60 |
7.80 |
7.56 |
7.65 |
+0.09 |
3,351 |
32,997 |
+1,048 |
May01 |
000525 |
7.58 |
7.62 |
7.50 |
7.58 |
+0.05 |
250 |
4,721 |
+107 |
Jul01 |
000525 |
7.49 |
7.66 |
7.49 |
7.50 |
+0.06 |
205 |
5,888 |
+87 |
Total Volume and Open Interest |
20,224 |
212,799 |
+5,192 |
London Cocoa(LCE) |
May00 |
000515 |
601 |
607 |
599 |
599 |
-6 |
1,822 |
11,607 |
-3,028 |
Jul00 |
000525 |
644 |
662 |
644 |
645 |
unch |
5,127 |
32,723 |
-892 |
Sep00 |
000525 |
664 |
682 |
664 |
665 |
+1 |
2,089 |
31,246 |
-73 |
Dec00 |
000525 |
700 |
716 |
699 |
699 |
unch |
3,923 |
31,878 |
+213 |
Mar01 |
000525 |
716 |
730 |
714 |
714 |
unch |
881 |
24,959 |
+43 |
May01 |
000525 |
740 |
743 |
729 |
729 |
unch |
99 |
17,704 |
+1 |
Jul01 |
000525 |
743 |
743 |
743 |
743 |
unch |
0 |
4,943 |
+0 |
Total Volume and Open Interest |
13,386 |
165,970 |
-658 |
London Coffee(LCE) |
May00 |
000525 |
920.00 |
920.00 |
907.00 |
913.00 |
-28.00 |
105 |
378 |
-147 |
Jul00 |
000525 |
957.00 |
948.00 |
931.00 |
943.00 |
-15.00 |
2,003 |
33,449 |
-721 |
Sep00 |
000525 |
960.00 |
960.00 |
945.00 |
955.00 |
-15.00 |
1,247 |
17,675 |
+181 |
Nov00 |
000525 |
970.00 |
970.00 |
960.00 |
967.00 |
-14.00 |
58 |
6,762 |
+6 |
Jan01 |
000525 |
980.00 |
980.00 |
970.00 |
978.00 |
-14.00 |
24 |
2,371 |
+23 |
Mar01 |
000525 |
990.00 |
991.00 |
990.00 |
991.00 |
-14.00 |
4 |
855 |
+4 |
Total Volume and Open Interest |
3,445 |
62,084 |
-1,101 |
London Sugar(LCE) |
May00 |
000414 |
190.80 |
194.60 |
188.00 |
189.50 |
-1.30 |
2,157 |
2,521 |
-1,172 |
Aug00 |
000525 |
212.60 |
218.50 |
212.60 |
215.30 |
+2.70 |
4,603 |
22,947 |
+139 |
Oct00 |
000525 |
214.40 |
219.00 |
214.40 |
215.30 |
+1.40 |
1,538 |
9,733 |
-161 |
Dec00 |
000525 |
216.00 |
221.20 |
216.00 |
217.60 |
+1.80 |
379 |
1,510 |
+160 |
Mar01 |
000525 |
218.20 |
222.00 |
218.20 |
219.30 |
+1.60 |
350 |
3,777 |
+639 |
Total Volume and Open Interest |
|
|
|
Cotton(NYBOT) |
Jul00 |
000525 |
63.00 |
64.15 |
62.80 |
63.28 |
+0.55 |
6,495 |
29,466 |
-1,400 |
Oct00 |
000525 |
64.10 |
65.40 |
64.10 |
64.70 |
+0.70 |
160 |
1,908 |
+43 |
Dec00 |
000525 |
64.60 |
65.90 |
64.50 |
65.30 |
+0.84 |
4,404 |
20,648 |
-63 |
Mar01 |
000525 |
65.45 |
66.70 |
65.45 |
66.15 |
+0.84 |
212 |
2,572 |
+92 |
May01 |
000525 |
66.50 |
66.75 |
66.45 |
66.65 |
+0.80 |
58 |
1,329 |
+31 |
Jul01 |
000525 |
67.20 |
67.45 |
67.00 |
67.25 |
+0.75 |
44 |
491 |
+23 |
Total Volume and Open Interest |
11,373 |
56,691 |
-1,258 |
Lumber(CME) |
Jul00 |
000525 |
289.7 |
295.1 |
288.6 |
293.6 |
+5.8 |
691 |
2,381 |
-17 |
Sep00 |
000525 |
295.0 |
296.7 |
293.5 |
294.6 |
+1.9 |
209 |
547 |
+4 |
Nov00 |
000525 |
295.2 |
299.0 |
294.3 |
294.5 |
+0.2 |
151 |
300 |
-12 |
Jan01 |
000525 |
297.5 |
297.5 |
297.5 |
297.5 |
-0.7 |
4 |
10 |
+10 |
Total Volume and Open Interest |
1,057 |
3,256 |
+3 |
Crude Oil(NYM) |
Jul00 |
000525 |
29.90 |
30.55 |
29.67 |
30.51 |
+0.58 |
71,060 |
135,881 |
-1,776 |
Aug00 |
000525 |
29.28 |
29.70 |
28.95 |
29.63 |
+0.45 |
26,974 |
59,451 |
+2,336 |
Sep00 |
000525 |
28.65 |
29.05 |
28.42 |
28.98 |
+0.38 |
8,864 |
31,018 |
+1,287 |
Oct00 |
000525 |
28.12 |
28.50 |
27.97 |
28.43 |
+0.34 |
4,908 |
19,202 |
+375 |
Nov00 |
000525 |
27.60 |
27.91 |
27.40 |
27.91 |
+0.32 |
3,611 |
16,739 |
+111 |
Dec00 |
000525 |
27.15 |
27.50 |
26.90 |
27.41 |
+0.30 |
7,939 |
40,051 |
+995 |
Jan01 |
000525 |
26.60 |
27.00 |
26.60 |
26.97 |
+0.29 |
2,108 |
15,576 |
+762 |
Feb01 |
000525 |
26.23 |
26.57 |
26.23 |
26.57 |
+0.28 |
1,031 |
7,973 |
+182 |
Mar01 |
000525 |
26.17 |
26.17 |
26.17 |
26.17 |
+0.27 |
478 |
8,765 |
+303 |
Apr01 |
000525 |
25.50 |
25.77 |
25.47 |
25.77 |
+0.26 |
322 |
4,113 |
+222 |
Total Volume and Open Interest |
139,996 |
437,886 |
+21,187 |
Heating Oil(NYM) |
Jun00 |
000525 |
78.70 |
79.30 |
77.45 |
79.09 |
+0.58 |
33,628 |
128,576 |
+2,155 |
Jul00 |
000525 |
76.10 |
77.20 |
75.40 |
76.96 |
+1.11 |
12,439 |
34,580 |
+1,245 |
Aug00 |
000525 |
75.25 |
76.50 |
75.00 |
76.41 |
+1.26 |
2,748 |
13,119 |
+102 |
Sep00 |
000525 |
75.65 |
76.46 |
75.00 |
76.46 |
+1.31 |
1,244 |
8,254 |
+132 |
Oct00 |
000525 |
75.40 |
76.51 |
75.20 |
76.51 |
+1.36 |
720 |
6,026 |
+206 |
Nov00 |
000525 |
75.60 |
76.56 |
74.60 |
76.56 |
+1.41 |
224 |
8,229 |
+3 |
Dec00 |
000525 |
75.65 |
76.56 |
75.00 |
76.56 |
+1.41 |
1,791 |
18,085 |
+761 |
Jan01 |
000525 |
74.70 |
75.86 |
74.40 |
75.86 |
+1.36 |
251 |
5,972 |
-168 |
Feb01 |
000525 |
73.20 |
74.26 |
73.00 |
74.26 |
+1.26 |
174 |
5,598 |
-12 |
Mar01 |
000525 |
70.80 |
71.51 |
70.65 |
71.51 |
+1.21 |
11 |
3,686 |
-2 |
Total Volume and Open Interest |
33,628 |
128,576 |
+2,155 |
Unleaded Gas(NYM) |
Jun00 |
000525 |
97.80 |
101.50 |
97.70 |
101.21 |
+3.19 |
21,317 |
25,646 |
-149 |
Jul00 |
000525 |
95.30 |
98.20 |
95.20 |
98.00 |
+2.21 |
15,501 |
37,825 |
+1,010 |
Aug00 |
000525 |
90.90 |
93.00 |
90.90 |
92.90 |
+1.61 |
5,599 |
14,539 |
-456 |
Sep00 |
000525 |
86.70 |
87.60 |
86.20 |
87.20 |
+0.88 |
2,440 |
14,907 |
+40 |
Oct00 |
000525 |
80.45 |
81.20 |
80.45 |
81.20 |
+0.63 |
524 |
7,606 |
+52 |
Nov00 |
000525 |
75.80 |
77.80 |
75.80 |
77.80 |
+0.63 |
53 |
3,199 |
-39 |
Dec00 |
000525 |
75.25 |
75.25 |
75.25 |
75.25 |
-0.12 |
60 |
2,262 |
+22 |
Jan01 |
000525 |
74.25 |
74.25 |
74.25 |
74.25 |
+0.23 |
2 |
298 |
+0 |
Total Volume and Open Interest |
45,496 |
106,282 |
+479 |
Natural Gas(NYM) |
Jun00 |
000525 |
4.145 |
4.250 |
4.080 |
4.236 |
+0.163 |
47,335 |
39,295 |
+890 |
Jul00 |
000525 |
4.125 |
4.240 |
4.080 |
4.228 |
+0.138 |
32,298 |
62,794 |
+5,233 |
Aug00 |
000525 |
4.120 |
4.220 |
4.095 |
4.220 |
+0.140 |
7,099 |
28,145 |
+703 |
Sep00 |
000525 |
4.090 |
4.225 |
4.080 |
4.210 |
+0.190 |
3,254 |
25,767 |
+483 |
Oct00 |
000525 |
4.105 |
4.240 |
4.090 |
4.240 |
+0.180 |
6,773 |
23,471 |
+1,022 |
Nov00 |
000525 |
4.195 |
4.285 |
4.195 |
4.270 |
+0.150 |
2,466 |
16,401 |
-32 |
Dec00 |
000525 |
4.300 |
4.400 |
4.290 |
4.400 |
+0.165 |
6,197 |
25,456 |
-777 |
Jan01 |
000525 |
4.310 |
4.420 |
4.305 |
4.410 |
+0.160 |
3,874 |
20,813 |
+316 |
Total Volume and Open Interest |
121,137 |
358,394 |
+33,822 |
Brent Crude Oil(IPE) |
Jul00 |
000525 |
28.61 |
29.20 |
28.37 |
29.19 |
+0.58 |
33,002 |
88,123 |
+1,038 |
Aug00 |
000525 |
27.81 |
28.20 |
27.53 |
28.19 |
+0.44 |
15,325 |
73,941 |
+1,933 |
Sep00 |
000525 |
27.18 |
27.55 |
26.85 |
27.54 |
+0.42 |
5,290 |
22,660 |
+1,061 |
Oct00 |
000525 |
26.74 |
27.08 |
26.55 |
27.08 |
+0.38 |
3,156 |
13,741 |
-96 |
Nov00 |
000525 |
26.71 |
26.71 |
26.71 |
26.71 |
+0.35 |
2,002 |
9,160 |
+164 |
Dec00 |
000525 |
26.10 |
26.29 |
25.70 |
26.29 |
+0.33 |
3,537 |
29,962 |
-14 |
Jan01 |
000525 |
25.83 |
25.83 |
25.83 |
25.83 |
+0.31 |
330 |
11,389 |
+1,224 |
Feb01 |
000525 |
25.40 |
25.40 |
25.40 |
25.40 |
+0.29 |
356 |
6,695 |
+62 |
Total Volume and Open Interest |
63,298 |
302,254 |
-292,601 |
Gas Oil(IPE) |
Jun00 |
000525 |
233.00 |
233.00 |
229.50 |
232.00 |
+3.25 |
7,848 |
33,285 |
-1,186 |
Jul00 |
000525 |
229.00 |
229.75 |
226.50 |
228.50 |
+3.00 |
5,681 |
23,324 |
+343 |
Aug00 |
000525 |
227.75 |
228.25 |
226.00 |
227.50 |
+2.75 |
1,076 |
9,149 |
-149 |
Sep00 |
000525 |
229.00 |
229.00 |
226.50 |
228.25 |
+2.50 |
1,132 |
6,667 |
-704 |
Oct00 |
000525 |
229.50 |
229.50 |
226.75 |
228.75 |
+2.25 |
582 |
4,208 |
+70 |
Nov00 |
000525 |
228.00 |
228.00 |
228.00 |
228.00 |
+1.50 |
65 |
2,610 |
+200 |
Dec00 |
000525 |
228.00 |
228.25 |
225.75 |
227.25 |
+2.25 |
1,346 |
19,134 |
+360 |
Jan01 |
000525 |
224.00 |
225.25 |
224.00 |
225.25 |
+2.50 |
610 |
1,921 |
-30 |
Total Volume and Open Interest |
19,326 |
104,448 |
-1,096 |
US Dollar Index(NYBOT) |
Jun00 |
000525 |
111.40 |
111.85 |
110.61 |
110.63 |
-0.49 |
585 |
5,791 |
-7 |
Sep00 |
000525 |
111.02 |
111.43 |
110.29 |
110.29 |
-0.47 |
39 |
2,092 |
-4 |
Dec00 |
000525 |
109.95 |
109.95 |
109.95 |
109.95 |
-0.45 |
0 |
3 |
+0 |
Total Volume and Open Interest |
624 |
7,886 |
-11 |
Australian Dollar(IMM) |
Jun00 |
000525 |
56.80 |
57.20 |
56.77 |
56.99 |
-0.13 |
1,080 |
23,479 |
-164 |
Sep00 |
000525 |
56.95 |
57.22 |
56.95 |
57.08 |
-0.12 |
41 |
128 |
+19 |
Dec00 |
000525 |
57.17 |
57.17 |
57.17 |
57.17 |
-0.11 |
0 |
63 |
+0 |
Total Volume and Open Interest |
1,177 |
24,002 |
+187 |
British Pound(IMM) |
Jun00 |
000525 |
147.34 |
147.46 |
146.70 |
147.12 |
-0.58 |
3,932 |
52,508 |
-409 |
Sep00 |
000525 |
147.20 |
147.70 |
147.00 |
147.40 |
-0.58 |
31 |
378 |
-27 |
Dec00 |
000525 |
147.68 |
147.68 |
147.68 |
147.68 |
-0.58 |
1 |
254 |
+0 |
Total Volume and Open Interest |
3,964 |
53,144 |
-432 |
Canadian Dollar(IMM) |
Jun00 |
000525 |
66.10 |
66.52 |
66.04 |
66.48 |
+0.25 |
6,035 |
70,119 |
-975 |
Sep00 |
000525 |
66.28 |
66.68 |
66.23 |
66.64 |
+0.25 |
351 |
8,293 |
+95 |
Dec00 |
000525 |
66.50 |
66.82 |
66.50 |
66.81 |
+0.25 |
92 |
2,700 |
+7 |
Mar01 |
000525 |
66.87 |
66.98 |
66.87 |
66.98 |
+0.25 |
13 |
688 |
+11 |
Total Volume and Open Interest |
6,497 |
81,961 |
-707 |
Japanese Yen(IMM) |
Jun00 |
000525 |
93.23 |
93.48 |
93.07 |
93.41 |
+0.23 |
15,539 |
78,228 |
+823 |
Sep00 |
000525 |
94.90 |
95.10 |
94.74 |
95.02 |
+0.23 |
396 |
1,595 |
+66 |
Dec00 |
000525 |
96.37 |
96.73 |
96.37 |
96.73 |
+0.23 |
21 |
593 |
-9 |
Total Volume and Open Interest |
15,956 |
80,434 |
+1,482 |
Swiss Franc(IMM) |
Jun00 |
000525 |
57.85 |
58.52 |
57.85 |
58.49 |
+0.24 |
12,425 |
46,889 |
-253 |
Sep00 |
000525 |
58.43 |
59.03 |
58.38 |
59.01 |
+0.24 |
47 |
348 |
+24 |
Dec00 |
000525 |
59.10 |
59.52 |
59.10 |
59.52 |
+0.24 |
1 |
25 |
+0 |
Total Volume and Open Interest |
12,473 |
47,266 |
-200 |
EuroFX(IMM) |
Jun00 |
000525 |
90.06 |
91.38 |
90.04 |
91.37 |
+0.52 |
14,108 |
65,492 |
-220 |
Sep00 |
000525 |
90.60 |
91.92 |
90.60 |
91.92 |
+0.53 |
115 |
2,165 |
-27 |
Dec00 |
000525 |
91.25 |
92.45 |
91.25 |
92.47 |
+0.54 |
1 |
233 |
+0 |
Total Volume and Open Interest |
14,224 |
67,905 |
-247 |
Mexican Peso(IMM) |
Jun00 |
000525 |
10480.0 |
10490.0 |
10428.0 |
10438.0 |
+10.0 |
2,798 |
17,782 |
-348 |
Sep00 |
000525 |
10200.0 |
10200.0 |
10153.0 |
10153.0 |
+10.0 |
92 |
2,760 |
+44 |
Total Volume and Open Interest |
2,905 |
21,958 |
-289 |
30-Year T-Bonds(CBOT) |
Jun00 |
000525 |
93~17 |
94~28 |
93~12 |
94~26 |
+1~04 |
222,979 |
272,355 |
-32,999 |
Sep00 |
000525 |
94~24 |
94~24 |
94~22 |
94~24 |
+1~05 |
32,675 |
125,104 |
+29,665 |
Dec00 |
000525 |
93~29 |
94~24 |
93~29 |
94~24 |
+1~05 |
277 |
2,501 |
+214 |
Total Volume and Open Interest |
255,931 |
400,172 |
-3,120 |
Municipal Bonds(CBOT) |
Jun00 |
000525 |
91~25 |
92~28 |
91~23 |
92~26 |
+0~31 |
3,050 |
18,874 |
-1,416 |
Sep00 |
000525 |
90~31 |
92~02 |
90~31 |
92~01 |
+1~00 |
1,480 |
5,835 |
+1,121 |
Total Volume and Open Interest |
4,530 |
24,709 |
-295 |
10-Year T-Notes(CBOT) |
Jun00 |
000525 |
96~080 |
96~095 |
96~070 |
96~090 |
+0~200 |
22,139 |
407,324 |
-34,982 |
Sep00 |
000525 |
95~100 |
96~065 |
95~090 |
96~035 |
+0~190 |
3,619 |
216,803 |
+35,528 |
Total Volume and Open Interest |
25,758 |
624,127 |
+546 |
5-Year T-Notes(CBOT) |
Jun00 |
000525 |
96~290 |
97~125 |
96~250 |
97~110 |
+0~105 |
109,841 |
265,453 |
-32,941 |
Sep00 |
000525 |
96~250 |
97~085 |
96~205 |
97~070 |
+0~105 |
37,167 |
152,041 |
+27,156 |
Total Volume and Open Interest |
147,008 |
417,494 |
-5,785 |
2 Year T-Notes(CBOT) |
Jun00 |
000525 |
98~045 |
98~073 |
98~040 |
98~072 |
+0~016 |
|
|
|
Sep00 |
000525 |
98~032 |
98~056 |
98~028 |
98~056 |
+0~011 |
|
|
|
Total Volume and Open Interest |
|
|
|
3-Mth T-Bills(IMM) |
Jun00 |
000525 |
93.89 |
93.92 |
93.89 |
93.92 |
+0.01 |
122 |
688 |
-30 |
Total Volume and Open Interest |
123 |
690 |
-29 |
Eurodollars(IMM) |
Jun00 |
000525 |
93.062 |
93.095 |
93.060 |
93.085 |
+0.005 |
54,744 |
493,452 |
-1,760 |
Sep00 |
000525 |
92.710 |
92.770 |
92.695 |
92.760 |
+0.025 |
96,552 |
572,287 |
+1,081 |
Dec00 |
000525 |
92.410 |
92.485 |
92.395 |
92.480 |
+0.040 |
92,577 |
495,922 |
-10,337 |
Mar01 |
000525 |
92.390 |
92.485 |
92.375 |
92.475 |
+0.055 |
83,006 |
350,261 |
+7,504 |
Jun01 |
000525 |
92.350 |
92.455 |
92.335 |
92.445 |
+0.065 |
41,573 |
251,747 |
+2,168 |
Sep01 |
000525 |
92.350 |
92.465 |
92.335 |
92.460 |
+0.085 |
21,151 |
194,180 |
+3,130 |
Dec01 |
000525 |
92.320 |
92.430 |
92.310 |
92.430 |
+0.090 |
15,907 |
150,263 |
+1,469 |
Mar02 |
000525 |
92.385 |
92.490 |
92.370 |
92.485 |
+0.095 |
11,643 |
136,894 |
+2,353 |
Jun02 |
000525 |
92.365 |
92.485 |
92.365 |
92.480 |
+0.095 |
7,648 |
96,979 |
+2,453 |
Sep02 |
000525 |
92.385 |
92.505 |
92.385 |
92.485 |
+0.095 |
5,856 |
89,052 |
+1,241 |
Dec02 |
000525 |
92.340 |
92.450 |
92.340 |
92.440 |
+0.095 |
3,940 |
72,713 |
-150 |
Mar03 |
000525 |
92.390 |
92.505 |
92.390 |
92.490 |
+0.100 |
4,543 |
69,021 |
-84 |
Total Volume and Open Interest |
460,948 |
3,353,836 |
+6,182 |
3-Mth Euro-Yen(IMM) |
Jun00 |
000525 |
99.89 |
99.89 |
99.88 |
99.89 |
+0.01 |
506 |
15,123 |
+261 |
Sep00 |
000525 |
99.79 |
99.79 |
99.79 |
99.79 |
+0.01 |
1,333 |
13,202 |
+722 |
Dec00 |
000525 |
99.65 |
99.66 |
99.65 |
99.66 |
+0.02 |
632 |
13,397 |
-275 |
Mar01 |
000525 |
99.56 |
99.56 |
99.56 |
99.56 |
+0.02 |
1,685 |
15,839 |
+315 |
Jun01 |
000525 |
99.44 |
99.44 |
99.44 |
99.44 |
+0.01 |
277 |
4,308 |
+147 |
Sep01 |
000525 |
99.31 |
99.31 |
99.31 |
99.31 |
+0.01 |
154 |
19,994 |
+190 |
Dec01 |
000525 |
99.17 |
99.17 |
99.17 |
99.17 |
+0.02 |
52 |
2,036 |
+52 |
Mar02 |
000525 |
99.04 |
99.04 |
99.04 |
99.04 |
+0.02 |
1,378 |
0 |
-1,378 |
Jun02 |
000525 |
98.78 |
98.78 |
98.78 |
98.78 |
unch |
|
|
|
Sep02 |
000525 |
98.63 |
98.63 |
98.63 |
98.63 |
unch |
|
|
|
Total Volume and Open Interest |
4,639 |
83,899 |
+34 |
3-Mth Euro-Yen(SIMEX) |
Jun00 |
000525 |
99.89 |
99.89 |
99.88 |
99.89 |
+0.01 |
1,980 |
79,538 |
-37 |
Sep00 |
000525 |
99.78 |
99.79 |
99.78 |
99.79 |
unch |
10,056 |
70,520 |
-954 |
Dec00 |
000525 |
99.64 |
99.66 |
99.64 |
99.65 |
unch |
2,395 |
76,357 |
-916 |
Mar01 |
000525 |
99.54 |
99.56 |
99.54 |
99.56 |
unch |
6,466 |
74,551 |
-2,105 |
Jun01 |
000525 |
99.43 |
99.44 |
99.43 |
99.44 |
+0.01 |
851 |
59,418 |
-869 |
Sep01 |
000525 |
99.29 |
99.32 |
99.29 |
99.32 |
+0.02 |
4,131 |
59,792 |
-1,264 |
Dec01 |
000525 |
99.17 |
99.17 |
99.16 |
99.17 |
+0.02 |
381 |
15,898 |
+75 |
Mar02 |
000525 |
99.04 |
99.04 |
99.04 |
99.04 |
+0.01 |
104 |
11,849 |
-17 |
Total Volume and Open Interest |
26,364 |
450,923 |
-6,087 |
German Euro-Bund(EUREX) |
Jun00 |
000525 |
104.38 |
105.07 |
104.29 |
105.05 |
+0.48 |
791,529 |
779,713 |
+35,222 |
Sep00 |
000525 |
104.25 |
104.80 |
104.09 |
104.80 |
+0.44 |
32,314 |
127,394 |
+12,372 |
Dec00 |
000525 |
104.55 |
104.55 |
104.55 |
104.55 |
+0.53 |
729 |
2,709 |
-258 |
Total Volume and Open Interest |
824,572 |
909,816 |
+47,336 |
German Euro-Bobl(EUREX) |
Jun00 |
000525 |
102.66 |
103.01 |
102.55 |
102.97 |
+0.21 |
255,431 |
344,729 |
-13,764 |
Sep00 |
000525 |
102.63 |
102.97 |
102.51 |
102.97 |
+0.24 |
10,096 |
38,212 |
+6,029 |
Dec00 |
000525 |
102.25 |
102.37 |
102.25 |
102.37 |
+0.21 |
1,074 |
1,401 |
+462 |
Total Volume and Open Interest |
266,601 |
384,342 |
-7,273 |
Long Gilt(LIFFE) |
Jun00 |
000525 |
112~02 |
113~02 |
111~29 |
112~28 |
+0~20 |
32,540 |
67,041 |
-2,250 |
Sep00 |
000525 |
111~25 |
112~22 |
111~19 |
112~17 |
+0~23 |
5,051 |
7,142 |
+3,933 |
Total Volume and Open Interest |
37,591 |
74,183 |
+1,683 |
3-Mth Short Sterling(LIFFE) |
Jun00 |
000525 |
93.70 |
93.72 |
93.69 |
93.71 |
+0.01 |
7,394 |
183,459 |
+2,010 |
Sep00 |
000525 |
93.50 |
93.55 |
93.49 |
93.52 |
+0.02 |
26,607 |
206,579 |
-5,474 |
Dec00 |
000525 |
93.34 |
93.41 |
93.33 |
93.37 |
+0.03 |
17,632 |
147,002 |
+4,964 |
Total Volume and Open Interest |
80,245 |
859,777 |
+8,864 |
3-Mth Euribor(LIFFE) |
Jun00 |
000525 |
95.490 |
95.530 |
95.470 |
95.515 |
+0.015 |
71,286 |
315,210 |
+4,506 |
Sep00 |
000525 |
95.185 |
95.230 |
95.155 |
95.210 |
+0.005 |
83,688 |
335,129 |
-2,942 |
Dec00 |
000525 |
94.925 |
94.960 |
94.875 |
94.940 |
+0.010 |
50,087 |
196,892 |
-801 |
Total Volume and Open Interest |
299,021 |
1,360,709 |
+5,233 |
3-Mth Aus T-Bills(SFE) |
Jun00 |
000525 |
93.65 |
93.66 |
93.63 |
93.64 |
-0.02 |
2,909 |
137,846 |
-36,325 |
Sep00 |
000525 |
93.44 |
93.44 |
93.40 |
93.42 |
-0.04 |
9,266 |
145,492 |
-42,755 |
Dec00 |
000525 |
93.28 |
93.28 |
93.25 |
93.26 |
-0.04 |
2,962 |
46,357 |
-194 |
Mar01 |
000525 |
93.20 |
93.21 |
93.17 |
93.19 |
-0.04 |
1,020 |
24,356 |
+669 |
Jun01 |
000525 |
93.15 |
93.15 |
93.13 |
93.13 |
-0.04 |
131 |
14,277 |
+76 |
Sep01 |
000525 |
93.10 |
93.11 |
93.09 |
93.09 |
-0.02 |
29 |
8,585 |
+0 |
Dec01 |
000525 |
93.05 |
93.05 |
93.03 |
93.05 |
-0.01 |
110 |
6,398 |
+60 |
Mar02 |
000525 |
93.01 |
93.03 |
93.01 |
93.03 |
unch |
203 |
5,319 |
+191 |
Jun02 |
000525 |
93.01 |
93.01 |
93.01 |
93.01 |
+0.01 |
20 |
2,475 |
-25 |
Sep02 |
000525 |
92.98 |
92.99 |
92.98 |
92.99 |
+0.02 |
11 |
2,064 |
+1 |
Total Volume and Open Interest |
|
|
|
10-Year Aus T-Bonds(SFE) |
Jun00 |
000525 |
93.57 |
93.57 |
93.53 |
93.54 |
-0.03 |
14,588 |
185,663 |
-2,760 |
Sep00 |
000525 |
93.52 |
93.52 |
93.52 |
93.52 |
-0.03 |
0 |
4 |
+0 |
Total Volume and Open Interest |
|
|
|
3-Year Aus T-Bonds(SFE) |
Jun00 |
000525 |
93.65 |
93.65 |
93.61 |
93.64 |
-0.03 |
28,413 |
386,280 |
+1,321 |
Sep00 |
000525 |
93.52 |
93.52 |
93.52 |
93.52 |
-0.08 |
0 |
134 |
+0 |
Total Volume and Open Interest |
|
|
|
Gold(CMX) |
Jun00 |
000525 |
273.6 |
275.0 |
269.5 |
270.7 |
-3.1 |
15,927 |
50,897 |
-4,003 |
Aug00 |
000525 |
276.0 |
278.0 |
272.2 |
273.4 |
-3.1 |
7,163 |
49,874 |
+3,049 |
Oct00 |
000525 |
280.0 |
280.0 |
275.0 |
276.4 |
-3.1 |
27 |
3,926 |
+24 |
Dec00 |
000525 |
282.7 |
283.5 |
277.5 |
279.3 |
-3.2 |
2,161 |
20,683 |
+679 |
Feb01 |
000525 |
283.2 |
283.2 |
282.0 |
282.0 |
-3.2 |
153 |
9,874 |
-73 |
Apr01 |
000525 |
284.9 |
284.9 |
284.9 |
284.9 |
-3.2 |
13 |
3,500 |
-6 |
Total Volume and Open Interest |
25,511 |
147,766 |
+7,645 |
Silver(CMX) |
May00 |
000525 |
497.0 |
497.0 |
490.0 |
492.0 |
-7.2 |
41 |
45 |
+5 |
Jul00 |
000525 |
503.0 |
504.0 |
492.0 |
494.8 |
-7.2 |
8,373 |
58,831 |
+1,341 |
Sep00 |
000525 |
507.0 |
507.0 |
496.0 |
499.0 |
-7.0 |
704 |
5,399 |
+352 |
Dec00 |
000525 |
512.0 |
512.0 |
502.5 |
504.1 |
-7.0 |
288 |
7,561 |
+138 |
Mar01 |
000525 |
510.0 |
510.0 |
508.0 |
508.0 |
-7.0 |
0 |
861 |
+0 |
Total Volume and Open Interest |
9,454 |
77,505 |
+4,385 |
Platinum(NYM) |
Jul00 |
000525 |
542.6 |
545.0 |
535.0 |
535.4 |
-13.4 |
1,759 |
9,611 |
+292 |
Oct00 |
000525 |
516.0 |
525.0 |
512.0 |
513.4 |
-15.4 |
135 |
762 |
+18 |
Jan01 |
000525 |
499.4 |
499.4 |
499.4 |
499.4 |
-15.4 |
0 |
18 |
+0 |
Total Volume and Open Interest |
1,894 |
10,373 |
+292 |
Palladium(NYME) |
Jun00 |
000525 |
565.00 |
566.00 |
563.00 |
565.00 |
-4.00 |
260 |
1,143 |
-100 |
Sep00 |
000525 |
563.00 |
567.00 |
563.00 |
565.00 |
-3.00 |
289 |
1,368 |
+55 |
Dec00 |
000525 |
562.00 |
562.00 |
562.00 |
562.00 |
-3.00 |
100 |
100 |
+90 |
Total Volume and Open Interest |
649 |
2,611 |
+55 |
Copper(CMX) |
May00 |
000525 |
83.00 |
83.25 |
82.40 |
83.10 |
-0.50 |
370 |
2,649 |
-220 |
Jul00 |
000525 |
83.35 |
83.60 |
82.70 |
83.25 |
-0.60 |
8,859 |
38,092 |
+140 |
Sep00 |
000525 |
83.60 |
83.60 |
83.10 |
83.50 |
-0.55 |
583 |
7,425 |
+94 |
Dec00 |
000525 |
83.60 |
83.70 |
83.20 |
83.55 |
-0.50 |
32 |
6,484 |
-5 |
Mar01 |
000525 |
83.60 |
83.65 |
83.60 |
83.65 |
-0.50 |
16 |
0 |
+0 |
Total Volume and Open Interest |
10,117 |
64,153 |
+3,660 |
DJIA Index(CBOT) |
Jun00 |
000525 |
10595 |
10620 |
10285 |
10380 |
-185 |
18,093 |
16,973 |
-219 |
Sep00 |
000525 |
10735 |
10755 |
10437 |
10515 |
-186 |
598 |
685 |
+152 |
Dec00 |
000525 |
10850 |
10850 |
10665 |
10665 |
-187 |
204 |
2,034 |
+200 |
Total Volume and Open Interest |
18,895 |
19,698 |
+133 |
S & P 500(CME) |
Jun00 |
000525 |
1406.00 |
1418.00 |
1377.50 |
1389.00 |
-12.70 |
114,122 |
371,171 |
+3,210 |
Sep00 |
000525 |
1433.00 |
1438.00 |
1399.00 |
1409.80 |
-12.80 |
3,707 |
15,059 |
+1,763 |
Dec00 |
000525 |
1428.00 |
1457.10 |
1425.10 |
1432.10 |
-13.00 |
143 |
3,431 |
+76 |
Mar01 |
000525 |
1482.80 |
1482.80 |
1448.10 |
1455.10 |
-13.00 |
143 |
620 |
+118 |
Total Volume and Open Interest |
118,125 |
390,856 |
+5,164 |
S & P 500 E-Mini(Globex) |
Jun00 |
000525 |
1404.00 |
1417.75 |
1378.00 |
1389.00 |
-12.75 |
100,968 |
40,519 |
+3,079 |
Sep00 |
000525 |
1426.75 |
1438.00 |
1400.00 |
1409.75 |
-12.75 |
22 |
41 |
+10 |
Total Volume and Open Interest |
100,990 |
40,560 |
+3,089 |
NASDAQ 100(CME) |
Jun00 |
000525 |
3215.00 |
3305.00 |
3080.00 |
3125.50 |
-42.00 |
29,406 |
39,377 |
+2,016 |
Sep00 |
000525 |
3310.00 |
3315.00 |
3175.50 |
3175.50 |
-40.00 |
3 |
618 |
-1 |
Dec00 |
000525 |
3222.50 |
3225.50 |
3222.50 |
3225.50 |
-37.00 |
|
|
|
Total Volume and Open Interest |
29,409 |
39,995 |
+2,015 |
NASDAQ 100 E-Mini(GLOBEX) |
Jun00 |
000525 |
3166.0 |
3308.0 |
3081.0 |
3125.5 |
-42.0 |
52,590 |
27,321 |
+1,185 |
Sep00 |
000525 |
3309.5 |
3342.5 |
3136.0 |
3175.5 |
-40.0 |
5 |
5 |
+1 |
Total Volume and Open Interest |
52,595 |
27,326 |
+1,186 |
NYSE Composite(NYBOT) |
Jun00 |
000525 |
638.50 |
640.00 |
628.00 |
631.90 |
-4.30 |
547 |
2,333 |
+80 |
Sep00 |
000525 |
648.00 |
648.00 |
640.65 |
640.65 |
-4.05 |
20 |
228 |
+0 |
Dec00 |
000525 |
657.25 |
657.25 |
649.40 |
649.40 |
-3.80 |
0 |
108 |
-2 |
Total Volume and Open Interest |
259 |
1,887 |
+21 |
S & P Midcap 400(CME) |
Jun00 |
000525 |
466.00 |
470.80 |
458.50 |
460.60 |
-3.40 |
1,685 |
13,061 |
-210 |
Sep00 |
000525 |
466.00 |
467.60 |
466.00 |
467.60 |
-3.40 |
|
|
|
Dec00 |
000525 |
470.50 |
472.10 |
470.50 |
472.10 |
-3.40 |
|
|
|
Total Volume and Open Interest |
1,685 |
13,061 |
-210 |
Russell 2000(CME) |
Jun00 |
000525 |
469.00 |
472.50 |
454.50 |
456.00 |
-9.00 |
2,180 |
13,168 |
-3 |
Sep00 |
000525 |
462.20 |
462.75 |
462.20 |
462.20 |
-9.05 |
|
|
|
Dec00 |
000525 |
469.80 |
470.30 |
469.80 |
469.80 |
-9.00 |
|
|
|
Total Volume and Open Interest |
2,180 |
13,168 |
-3 |
Value Line(KCBT) |
Jun00 |
000525 |
1055.00 |
1056.00 |
1028.50 |
1032.25 |
-16.40 |
104 |
161 |
+161 |
Total Volume and Open Interest |
|
|
|
Nikkei 225(CME) |
Jun00 |
000525 |
16300 |
16450 |
16040 |
16045 |
-200 |
2,097 |
17,934 |
+110 |
Sep00 |
000525 |
16210 |
16420 |
16060 |
16060 |
-200 |
229 |
1,122 |
+204 |
Total Volume and Open Interest |
2,326 |
19,056 |
+314 |
Nikkei 225(SIMEX) |
Jun00 |
000525 |
16270 |
16380 |
16190 |
16240 |
+300 |
21,328 |
114,213 |
+2,469 |
Sep00 |
000525 |
16300 |
16320 |
16200 |
16245 |
+300 |
51 |
11,065 |
+27 |
Dec00 |
000525 |
16225 |
16225 |
16225 |
16225 |
+300 |
0 |
2,063 |
+0 |
Total Volume and Open Interest |
23,945 |
120,638 |
-524 |
CAC 40(MATIF) |
May00 |
000525 |
6114.5 |
6182.5 |
6090.5 |
6100.0 |
+53.0 |
61,997 |
0 |
+0 |
Jun00 |
000525 |
6112.5 |
6175.0 |
6085.0 |
6092.5 |
+53.0 |
20,144 |
0 |
+0 |
Jul00 |
000525 |
6109.0 |
6109.0 |
6109.0 |
6109.0 |
+54.0 |
|
|
|
Total Volume and Open Interest |
82,359 |
|
|
DAX Index(EUREX) |
Jun00 |
000525 |
6913.0 |
7012.5 |
6898.0 |
6962.0 |
+98.0 |
33,607 |
421,800 |
+3,177 |
Sep00 |
000525 |
6990.0 |
7081.5 |
6989.0 |
7040.0 |
+99.5 |
159 |
1,004 |
+24 |
Dec00 |
000525 |
7122.5 |
7140.0 |
7122.5 |
7125.0 |
+100.0 |
20 |
389 |
+1 |
Total Volume and Open Interest |
33,786 |
423,193 |
+3,202 |
FT-SE 100(LIFFE) |
Jun00 |
000525 |
6172.00 |
6255.00 |
6171.00 |
6253.50 |
+114.50 |
48,473 |
219,031 |
-14,716 |
Sep00 |
000525 |
6253.00 |
6313.00 |
6245.00 |
6313.00 |
+114.00 |
12,726 |
23,133 |
+12,003 |
Dec00 |
000525 |
6389.00 |
6389.00 |
6389.00 |
6389.00 |
+113.50 |
510 |
1,284 |
+500 |
Total Volume and Open Interest |
|
|
|
SPI 200(SFE) |
Jun00 |
000525 |
3025.0 |
3025.0 |
3006.0 |
3022.0 |
+21.0 |
6,822 |
136,412 |
-505 |
Sep00 |
000525 |
3037.0 |
3039.0 |
3030.0 |
3039.0 |
+23.0 |
14 |
4,152 |
-24 |
Dec00 |
000525 |
3050.0 |
3063.0 |
3050.0 |
3063.0 |
+21.0 |
31 |
2,258 |
-48 |
Total Volume and Open Interest |
|
|
|
GSCI(CME) |
Jun00 |
000525 |
227.10 |
229.00 |
225.95 |
228.70 |
+2.00 |
290 |
39,886 |
+26 |
Jul00 |
000525 |
226.70 |
226.70 |
226.70 |
226.70 |
+2.30 |
|
|
|
Aug00 |
000525 |
223.50 |
223.50 |
223.50 |
223.50 |
+1.70 |
5 |
0 |
+0 |
Total Volume and Open Interest |
290 |
39,886 |
+26 |
Bridge CRB Index(NYBOT) |
Jun00 |
000525 |
226.60 |
227.25 |
225.30 |
225.55 |
-0.25 |
87 |
1,599 |
-1 |
Aug00 |
000525 |
226.70 |
226.90 |
225.10 |
225.45 |
-0.35 |
26 |
939 |
+6 |
Nov00 |
000525 |
226.80 |
226.80 |
225.35 |
225.35 |
-0.45 |
1 |
432 |
+1 |
Total Volume and Open Interest |
2,323 |
|
|
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
|
|