 |
MRCI's Free Historical Futures Prices |
Daily Futures Price Listing Fri May 26, 2000 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Jul00 |
000526 |
531.00 |
535.00 |
528.50 |
534.25 |
+7.00 |
67,516 |
88,604 |
-7,593 |
Aug00 |
000526 |
533.50 |
536.50 |
530.50 |
536.25 |
+6.75 |
5,293 |
13,413 |
-393 |
Sep00 |
000526 |
533.00 |
538.00 |
532.00 |
538.00 |
+7.50 |
3,578 |
10,067 |
+643 |
Nov00 |
000526 |
538.50 |
543.00 |
536.50 |
542.50 |
+6.75 |
27,188 |
52,263 |
-3,332 |
Jan01 |
000526 |
545.00 |
550.50 |
544.00 |
549.50 |
+5.25 |
541 |
5,033 |
+142 |
Mar01 |
000526 |
550.50 |
557.00 |
550.00 |
556.50 |
+6.50 |
127 |
5,542 |
+45 |
May01 |
000526 |
555.00 |
561.00 |
555.00 |
560.25 |
+6.75 |
15 |
5,610 |
-40 |
Total Volume and Open Interest |
104,746 |
185,837 |
-10,572 |
Soybean Meal(CBOT) |
Jul00 |
000526 |
175.60 |
178.60 |
175.30 |
178.40 |
+3.80 |
29,621 |
53,005 |
-7,326 |
Aug00 |
000526 |
175.00 |
177.90 |
174.80 |
177.80 |
+3.90 |
3,926 |
14,496 |
-185 |
Sep00 |
000526 |
174.70 |
177.40 |
174.70 |
177.30 |
+3.80 |
1,432 |
8,983 |
+317 |
Oct00 |
000526 |
174.00 |
176.50 |
174.00 |
176.50 |
+3.90 |
1,874 |
7,505 |
-2 |
Dec00 |
000526 |
174.50 |
177.50 |
174.10 |
177.40 |
+4.00 |
7,876 |
23,634 |
+1,089 |
Jan01 |
000526 |
175.50 |
177.70 |
175.50 |
177.70 |
+4.60 |
175 |
2,190 |
+101 |
Mar01 |
000526 |
177.00 |
178.00 |
176.50 |
178.00 |
+4.00 |
237 |
2,748 |
+165 |
May01 |
000526 |
176.00 |
178.20 |
176.00 |
178.20 |
+4.40 |
64 |
2,016 |
+4 |
Total Volume and Open Interest |
45,224 |
114,809 |
-5,829 |
Soybean Oil(CBOT) |
Jul00 |
000526 |
16.72 |
16.82 |
16.64 |
16.66 |
-0.10 |
19,416 |
48,058 |
-2,129 |
Aug00 |
000526 |
16.97 |
17.01 |
16.83 |
16.84 |
-0.12 |
3,522 |
15,660 |
+1,275 |
Sep00 |
000526 |
17.16 |
17.20 |
17.03 |
17.04 |
-0.12 |
2,584 |
12,879 |
+213 |
Oct00 |
000526 |
17.35 |
17.40 |
17.22 |
17.22 |
-0.13 |
440 |
8,548 |
+98 |
Dec00 |
000526 |
17.70 |
17.73 |
17.56 |
17.56 |
-0.11 |
5,581 |
21,899 |
-139 |
Jan01 |
000526 |
18.00 |
18.00 |
17.90 |
17.90 |
-0.10 |
621 |
8,745 |
+160 |
Mar01 |
000526 |
18.35 |
18.35 |
18.18 |
18.18 |
-0.12 |
490 |
4,144 |
+334 |
May01 |
000526 |
18.60 |
18.60 |
18.50 |
18.50 |
-0.10 |
329 |
4,472 |
+165 |
Total Volume and Open Interest |
33,133 |
127,258 |
+88 |
Canola(WCE) |
Aug00 |
000526 |
267.7 |
267.7 |
267.7 |
267.7 |
+0.7 |
70 |
4,714 |
-71 |
Sep00 |
000526 |
269.8 |
269.8 |
269.8 |
269.8 |
+0.6 |
52 |
825 |
+50 |
Nov00 |
000526 |
276.0 |
276.4 |
274.5 |
275.9 |
+0.7 |
30 |
31,929 |
+1,332 |
Jan01 |
000526 |
280.5 |
281.8 |
280.0 |
281.4 |
+0.9 |
8 |
4,504 |
-40,486 |
Mar01 |
000526 |
285.4 |
285.4 |
285.4 |
285.4 |
+0.4 |
|
|
|
Total Volume and Open Interest |
10,503 |
68,197 |
-38,083 |
Corn(CBOT) |
Jul00 |
000526 |
230.75 |
234.00 |
230.50 |
233.50 |
+3.00 |
78,426 |
218,615 |
-10,432 |
Sep00 |
000526 |
240.00 |
242.50 |
239.00 |
242.25 |
+3.00 |
6,860 |
63,254 |
+1,341 |
Nov00 |
000526 |
245.75 |
248.00 |
245.50 |
248.00 |
+2.75 |
42 |
944 |
+18 |
Dec00 |
000526 |
250.00 |
252.50 |
249.00 |
252.25 |
+2.75 |
22,969 |
142,298 |
-825 |
Jan01 |
000526 |
256.00 |
256.00 |
256.00 |
256.00 |
+3.50 |
1 |
164 |
+1 |
Mar01 |
000526 |
258.25 |
261.00 |
257.50 |
260.75 |
+2.50 |
981 |
18,116 |
-168 |
Total Volume and Open Interest |
110,378 |
458,146 |
-9,952 |
Wheat(CBOT) |
Jul00 |
000526 |
280.00 |
281.50 |
278.50 |
280.75 |
+1.25 |
18,925 |
77,421 |
+1,349 |
Sep00 |
000526 |
291.00 |
293.00 |
290.50 |
292.50 |
+1.25 |
3,214 |
22,354 |
-200 |
Dec00 |
000526 |
306.75 |
308.50 |
306.00 |
308.25 |
+1.50 |
3,190 |
26,280 |
+202 |
Mar01 |
000526 |
320.00 |
321.25 |
319.00 |
320.50 |
+0.50 |
295 |
7,171 |
+36 |
May01 |
000526 |
325.50 |
325.50 |
325.50 |
325.50 |
+0.50 |
0 |
73 |
+0 |
Total Volume and Open Interest |
25,946 |
137,248 |
+1,528 |
Wheat(KCBT) |
Jul00 |
000526 |
307.50 |
309.50 |
306.25 |
307.00 |
-0.50 |
6,779 |
35,352 |
-82 |
Sep00 |
000526 |
318.50 |
319.50 |
317.00 |
317.50 |
-0.50 |
2,694 |
10,494 |
+46 |
Dec00 |
000526 |
332.50 |
333.25 |
331.00 |
331.75 |
+0.25 |
1,658 |
15,001 |
+782 |
Mar01 |
000526 |
342.00 |
343.50 |
342.00 |
343.00 |
+1.25 |
243 |
1,628 |
+84 |
May01 |
000526 |
347.00 |
347.00 |
347.00 |
347.00 |
unch |
0 |
308 |
+0 |
Total Volume and Open Interest |
11,374 |
63,245 |
+830 |
Wheat(MGE) |
Jul00 |
000526 |
334.00 |
335.25 |
331.00 |
332.50 |
-1.25 |
1,661 |
10,232 |
-51 |
Sep00 |
000526 |
345.00 |
346.75 |
341.00 |
342.75 |
-1.75 |
423 |
6,142 |
+1 |
Dec00 |
000526 |
360.00 |
360.00 |
355.00 |
357.75 |
-0.75 |
49 |
3,458 |
+18 |
Mar01 |
000526 |
370.75 |
370.75 |
370.75 |
370.75 |
unch |
5 |
360 |
+1 |
May01 |
000526 |
374.00 |
374.00 |
374.00 |
374.00 |
-2.00 |
1 |
69 |
+69 |
Total Volume and Open Interest |
2,140 |
20,267 |
+44 |
Oats(CBOT) |
Jul00 |
000526 |
114.50 |
116.50 |
114.50 |
116.00 |
+0.75 |
3,280 |
8,795 |
-656 |
Sep00 |
000526 |
121.00 |
122.50 |
121.00 |
122.00 |
+1.00 |
700 |
2,781 |
-36 |
Dec00 |
000526 |
128.00 |
129.25 |
128.00 |
129.00 |
+0.75 |
698 |
4,448 |
-25 |
Mar01 |
000526 |
136.25 |
136.25 |
136.25 |
136.25 |
+1.25 |
2 |
426 |
+1 |
Total Volume and Open Interest |
4,680 |
16,451 |
-716 |
Rough Rice(CBOT) |
Jul00 |
000526 |
5.50 |
5.52 |
5.42 |
5.49 |
-0.02 |
352 |
4,177 |
-71 |
Sep00 |
000526 |
6.40 |
6.40 |
6.33 |
6.40 |
unch |
193 |
982 |
+50 |
Nov00 |
000526 |
6.53 |
6.53 |
6.43 |
6.53 |
+0.01 |
97 |
1,527 |
+32 |
Jan01 |
000526 |
6.66 |
6.70 |
6.64 |
6.70 |
unch |
127 |
774 |
+23 |
Total Volume and Open Interest |
801 |
7,480 |
+53 |
Live Cattle(CME) |
Jun00 |
000526 |
67.650 |
67.650 |
66.850 |
66.925 |
-0.500 |
5,118 |
29,792 |
-747 |
Aug00 |
000526 |
67.450 |
67.850 |
67.100 |
67.125 |
-0.375 |
3,864 |
42,923 |
-714 |
Oct00 |
000526 |
70.400 |
70.525 |
70.000 |
70.025 |
-0.275 |
1,260 |
23,641 |
+522 |
Dec00 |
000526 |
72.000 |
72.300 |
71.775 |
71.800 |
-0.125 |
377 |
8,752 |
+201 |
Feb01 |
000526 |
73.700 |
73.700 |
73.450 |
73.450 |
-0.100 |
110 |
4,403 |
+9 |
Apr01 |
000526 |
75.700 |
75.750 |
75.650 |
75.650 |
-0.050 |
36 |
4,340 |
-19 |
Total Volume and Open Interest |
10,839 |
113,851 |
-748 |
Feeder Cattle(CME) |
Aug00 |
000526 |
84.550 |
84.750 |
84.175 |
84.200 |
-0.350 |
1,142 |
9,752 |
+34 |
Sep00 |
000526 |
84.650 |
84.750 |
84.350 |
84.350 |
-0.300 |
138 |
2,006 |
+5 |
Oct00 |
000526 |
85.500 |
85.575 |
85.350 |
85.400 |
-0.100 |
70 |
2,303 |
+9 |
Nov00 |
000526 |
86.550 |
86.650 |
86.300 |
86.300 |
-0.225 |
53 |
1,539 |
-2 |
Jan01 |
000526 |
87.575 |
87.650 |
87.450 |
87.600 |
-0.150 |
10 |
991 |
+38 |
Mar01 |
000526 |
87.250 |
87.450 |
87.250 |
87.350 |
-0.050 |
1 |
171 |
+2 |
Apr01 |
000526 |
87.400 |
87.400 |
87.400 |
87.400 |
unch |
1 |
25 |
+1 |
Total Volume and Open Interest |
1,661 |
18,780 |
+93 |
Lean Hogs(CME) |
Jun00 |
000526 |
67.750 |
68.900 |
67.400 |
68.750 |
+0.725 |
3,680 |
0 |
+0 |
Jul00 |
000526 |
67.650 |
68.850 |
67.225 |
68.675 |
+1.000 |
2,940 |
0 |
+0 |
Aug00 |
000526 |
65.550 |
67.100 |
65.400 |
66.925 |
+1.050 |
1,517 |
0 |
+0 |
Oct00 |
000526 |
57.750 |
59.250 |
57.550 |
59.025 |
+1.000 |
384 |
0 |
+0 |
Dec00 |
000526 |
56.150 |
56.900 |
56.075 |
56.600 |
+0.500 |
166 |
0 |
+0 |
Feb01 |
000526 |
56.700 |
58.100 |
56.700 |
57.700 |
+0.875 |
20 |
0 |
+0 |
Apr01 |
000526 |
55.400 |
55.600 |
55.300 |
55.600 |
+0.200 |
2 |
0 |
+0 |
Jun01 |
000526 |
62.650 |
62.700 |
62.650 |
62.700 |
unch |
|
|
|
Total Volume and Open Interest |
|
|
|
Pork Bellies(CME) |
Jul00 |
000526 |
86.000 |
87.500 |
85.500 |
87.200 |
+1.075 |
1,349 |
4,023 |
+18 |
Aug00 |
000526 |
83.650 |
85.000 |
83.250 |
84.275 |
+0.425 |
248 |
1,559 |
+78 |
Feb01 |
000526 |
74.700 |
74.700 |
74.700 |
74.700 |
unch |
4 |
0 |
-97 |
Mar01 |
000526 |
74.000 |
74.000 |
74.000 |
74.000 |
unch |
3 |
5 |
+5 |
Total Volume and Open Interest |
1,615 |
5,599 |
+0 |
Cocoa(NYBOT) |
Jul00 |
000526 |
835 |
843 |
821 |
835 |
+4 |
8,666 |
35,040 |
-1,836 |
Sep00 |
000526 |
863 |
872 |
849 |
863 |
+5 |
2,015 |
27,547 |
+1,148 |
Dec00 |
000526 |
899 |
905 |
883 |
897 |
+6 |
1,124 |
18,231 |
+663 |
Mar01 |
000526 |
933 |
933 |
924 |
932 |
+4 |
66 |
7,699 |
+23 |
May01 |
000526 |
957 |
957 |
957 |
957 |
+4 |
0 |
5,519 |
+0 |
Jul01 |
000526 |
983 |
983 |
983 |
983 |
+4 |
1 |
7,024 |
-1 |
Sep01 |
000526 |
1010 |
1010 |
1010 |
1010 |
+4 |
0 |
3,627 |
+0 |
Total Volume and Open Interest |
11,872 |
113,770 |
-938 |
Coffee "C"(NYBOT) |
Jul00 |
000526 |
97.50 |
99.75 |
97.50 |
99.20 |
-0.05 |
6,264 |
26,134 |
-190 |
Sep00 |
000526 |
101.00 |
102.60 |
100.75 |
102.15 |
-0.10 |
1,279 |
14,391 |
+224 |
Dec00 |
000526 |
104.50 |
106.00 |
104.40 |
105.70 |
-0.05 |
228 |
5,101 |
+32 |
Mar01 |
000526 |
108.00 |
109.75 |
108.00 |
109.30 |
+0.05 |
38 |
2,012 |
+4 |
May01 |
000526 |
111.30 |
111.30 |
111.30 |
111.30 |
+0.05 |
0 |
292 |
+0 |
Jul01 |
000526 |
113.30 |
113.30 |
113.30 |
113.30 |
+0.05 |
1 |
52 |
+0 |
Total Volume and Open Interest |
7,826 |
47,957 |
+45 |
Orange Juice(NYBOT) |
Jul00 |
000526 |
81.60 |
82.40 |
81.55 |
81.85 |
-0.10 |
3,463 |
11,762 |
-764 |
Sep00 |
000526 |
81.50 |
82.20 |
81.50 |
81.80 |
-0.05 |
489 |
5,813 |
+8 |
Nov00 |
000526 |
81.90 |
82.05 |
81.75 |
81.90 |
+0.15 |
111 |
3,588 |
+25 |
Jan01 |
000526 |
81.70 |
82.15 |
81.60 |
82.05 |
+0.25 |
10 |
1,330 |
+7 |
Mar01 |
000526 |
82.20 |
82.45 |
82.20 |
82.45 |
+0.40 |
10 |
1,215 |
+10 |
Total Volume and Open Interest |
4,083 |
24,173 |
-714 |
Sugar #11(NYBOT) |
Jul00 |
000526 |
7.78 |
7.83 |
7.61 |
7.81 |
+0.05 |
31,345 |
109,543 |
-249 |
Oct00 |
000526 |
7.57 |
7.73 |
7.51 |
7.70 |
+0.08 |
19,706 |
52,154 |
+3,323 |
Mar01 |
000526 |
7.70 |
7.73 |
7.57 |
7.72 |
+0.07 |
6,538 |
33,901 |
+904 |
May01 |
000526 |
7.52 |
7.67 |
7.52 |
7.61 |
+0.03 |
418 |
4,935 |
+214 |
Jul01 |
000526 |
7.47 |
7.63 |
7.47 |
7.55 |
+0.05 |
907 |
6,223 |
+335 |
Total Volume and Open Interest |
59,201 |
217,310 |
+4,511 |
London Cocoa(LCE) |
May00 |
000515 |
601 |
607 |
599 |
599 |
-6 |
1,822 |
11,607 |
-3,028 |
Jul00 |
000526 |
635 |
640 |
630 |
638 |
-7 |
1,425 |
29,464 |
-3,259 |
Sep00 |
000526 |
653 |
660 |
650 |
658 |
-7 |
716 |
31,954 |
+708 |
Dec00 |
000526 |
692 |
694 |
683 |
692 |
-7 |
442 |
33,751 |
+1,873 |
Mar01 |
000526 |
702 |
709 |
699 |
707 |
-7 |
151 |
25,650 |
+691 |
May01 |
000526 |
720 |
722 |
716 |
722 |
-7 |
143 |
17,729 |
+25 |
Jul01 |
000526 |
735 |
736 |
735 |
736 |
-7 |
20 |
4,943 |
+0 |
Total Volume and Open Interest |
|
|
|
London Coffee(LCE) |
May00 |
000526 |
913.00 |
914.00 |
904.00 |
906.00 |
-7.00 |
137 |
380 |
+2 |
Jul00 |
000526 |
935.00 |
936.00 |
915.00 |
921.00 |
-22.00 |
3,676 |
32,828 |
-621 |
Sep00 |
000526 |
947.00 |
948.00 |
927.00 |
933.00 |
-22.00 |
1,650 |
18,015 |
+340 |
Nov00 |
000526 |
958.00 |
960.00 |
940.00 |
945.00 |
-22.00 |
206 |
6,761 |
-1 |
Jan01 |
000526 |
968.00 |
968.00 |
955.00 |
956.00 |
-22.00 |
286 |
2,367 |
-4 |
Mar01 |
000526 |
977.00 |
977.00 |
969.00 |
969.00 |
-22.00 |
6 |
855 |
+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 |
000526 |
215.00 |
216.00 |
213.00 |
215.30 |
unch |
5,744 |
21,812 |
-1,135 |
Oct00 |
000526 |
216.10 |
216.30 |
214.00 |
215.80 |
+0.50 |
3,608 |
10,409 |
+676 |
Dec00 |
000526 |
217.70 |
218.40 |
216.00 |
218.00 |
+0.40 |
849 |
1,628 |
+118 |
Mar01 |
000526 |
219.50 |
219.90 |
217.80 |
219.30 |
unch |
365 |
3,977 |
+200 |
Total Volume and Open Interest |
|
|
|
Cotton(NYBOT) |
Jul00 |
000526 |
62.65 |
63.75 |
61.00 |
63.22 |
-0.06 |
7,891 |
29,210 |
-256 |
Oct00 |
000526 |
63.90 |
65.00 |
62.80 |
65.00 |
+0.30 |
312 |
1,993 |
+85 |
Dec00 |
000526 |
64.40 |
65.85 |
63.35 |
65.50 |
+0.20 |
5,097 |
21,053 |
+405 |
Mar01 |
000526 |
65.30 |
66.55 |
64.50 |
66.48 |
+0.33 |
132 |
2,532 |
-40 |
May01 |
000526 |
66.10 |
67.00 |
65.65 |
67.00 |
+0.35 |
46 |
1,359 |
+30 |
Jul01 |
000526 |
67.25 |
67.60 |
67.25 |
67.60 |
+0.35 |
34 |
517 |
+26 |
Total Volume and Open Interest |
13,512 |
56,941 |
+250 |
Lumber(CME) |
Jul00 |
000526 |
296.0 |
296.0 |
291.8 |
292.7 |
-0.9 |
440 |
2,367 |
-14 |
Sep00 |
000526 |
295.6 |
296.7 |
294.1 |
294.5 |
-0.1 |
124 |
543 |
-4 |
Nov00 |
000526 |
295.0 |
295.5 |
294.5 |
295.0 |
+0.5 |
18 |
404 |
+104 |
Jan01 |
000526 |
297.2 |
297.2 |
297.2 |
297.2 |
-0.3 |
2 |
0 |
-10 |
Total Volume and Open Interest |
586 |
3,314 |
+58 |
Crude Oil(NYM) |
Jul00 |
000526 |
30.64 |
30.82 |
29.70 |
30.00 |
-0.51 |
60,373 |
140,301 |
+4,420 |
Aug00 |
000526 |
29.75 |
29.90 |
28.90 |
29.07 |
-0.56 |
22,282 |
59,647 |
+196 |
Sep00 |
000526 |
29.10 |
29.15 |
28.35 |
28.40 |
-0.58 |
10,233 |
32,042 |
+1,024 |
Oct00 |
000526 |
28.50 |
28.52 |
27.85 |
27.85 |
-0.58 |
2,679 |
19,451 |
+249 |
Nov00 |
000526 |
28.00 |
28.00 |
27.33 |
27.33 |
-0.58 |
1,243 |
17,127 |
+388 |
Dec00 |
000526 |
27.50 |
27.55 |
26.83 |
26.83 |
-0.58 |
6,282 |
40,590 |
+539 |
Jan01 |
000526 |
26.90 |
27.07 |
26.39 |
26.39 |
-0.58 |
530 |
15,528 |
-48 |
Feb01 |
000526 |
25.99 |
25.99 |
25.99 |
25.99 |
-0.58 |
75 |
8,012 |
+39 |
Mar01 |
000526 |
26.12 |
26.21 |
25.59 |
25.59 |
-0.58 |
441 |
8,615 |
-150 |
Apr01 |
000526 |
25.80 |
25.80 |
25.19 |
25.19 |
-0.58 |
100 |
4,118 |
+5 |
Total Volume and Open Interest |
106,566 |
422,258 |
-15,628 |
Heating Oil(NYM) |
Jun00 |
000526 |
79.50 |
79.50 |
75.75 |
76.39 |
-2.70 |
34,472 |
126,223 |
-2,353 |
Jul00 |
000526 |
77.10 |
77.35 |
74.00 |
74.28 |
-2.68 |
12,305 |
35,483 |
+903 |
Aug00 |
000526 |
76.70 |
76.80 |
73.50 |
73.93 |
-2.48 |
2,307 |
13,707 |
+588 |
Sep00 |
000526 |
76.60 |
76.80 |
74.03 |
74.03 |
-2.43 |
1,142 |
8,435 |
+181 |
Oct00 |
000526 |
76.60 |
76.60 |
74.00 |
74.18 |
-2.33 |
856 |
6,145 |
+119 |
Nov00 |
000526 |
76.00 |
76.70 |
74.33 |
74.33 |
-2.23 |
258 |
8,345 |
+116 |
Dec00 |
000526 |
76.25 |
76.70 |
74.43 |
74.43 |
-2.13 |
1,622 |
18,568 |
+483 |
Jan01 |
000526 |
73.83 |
73.83 |
73.83 |
73.83 |
-2.03 |
189 |
5,957 |
-15 |
Feb01 |
000526 |
74.25 |
74.65 |
72.33 |
72.33 |
-1.93 |
177 |
5,623 |
+25 |
Mar01 |
000526 |
72.00 |
72.00 |
69.68 |
69.68 |
-1.83 |
729 |
4,186 |
+500 |
Total Volume and Open Interest |
34,472 |
126,223 |
-2,353 |
Unleaded Gas(NYM) |
Jun00 |
000526 |
102.50 |
102.60 |
99.50 |
100.24 |
-0.97 |
19,947 |
22,756 |
-2,890 |
Jul00 |
000526 |
98.65 |
98.80 |
95.50 |
96.59 |
-1.41 |
15,914 |
37,702 |
-123 |
Aug00 |
000526 |
93.50 |
93.60 |
91.00 |
92.00 |
-0.90 |
4,311 |
14,536 |
-3 |
Sep00 |
000526 |
88.10 |
88.10 |
87.10 |
87.10 |
-0.10 |
1,655 |
14,558 |
-349 |
Oct00 |
000526 |
81.50 |
82.20 |
81.25 |
81.25 |
+0.05 |
965 |
8,201 |
+595 |
Nov00 |
000526 |
77.65 |
77.65 |
77.65 |
77.65 |
-0.15 |
223 |
3,210 |
+11 |
Dec00 |
000526 |
75.80 |
75.80 |
75.80 |
75.80 |
+0.55 |
312 |
2,217 |
-45 |
Jan01 |
000526 |
73.00 |
74.40 |
73.00 |
74.40 |
+0.15 |
12 |
299 |
+1 |
Total Volume and Open Interest |
43,339 |
103,479 |
-2,803 |
Natural Gas(NYM) |
Jun00 |
000526 |
4.270 |
4.500 |
4.230 |
4.406 |
+0.170 |
71,672 |
27,772 |
-11,523 |
Jul00 |
000526 |
4.260 |
4.410 |
4.220 |
4.268 |
+0.040 |
43,140 |
61,174 |
-1,620 |
Aug00 |
000526 |
4.265 |
4.400 |
4.230 |
4.268 |
+0.048 |
8,083 |
28,250 |
+105 |
Sep00 |
000526 |
4.240 |
4.350 |
4.210 |
4.250 |
+0.040 |
3,331 |
26,018 |
+251 |
Oct00 |
000526 |
4.255 |
4.370 |
4.225 |
4.265 |
+0.025 |
4,643 |
24,654 |
+1,183 |
Nov00 |
000526 |
4.335 |
4.440 |
4.335 |
4.365 |
+0.095 |
1,473 |
16,567 |
+166 |
Dec00 |
000526 |
4.440 |
4.550 |
4.420 |
4.465 |
+0.065 |
3,293 |
25,083 |
-373 |
Jan01 |
000526 |
4.440 |
4.600 |
4.430 |
4.475 |
+0.065 |
3,339 |
21,456 |
+643 |
Total Volume and Open Interest |
145,713 |
337,888 |
-20,506 |
Brent Crude Oil(IPE) |
Jul00 |
000526 |
29.40 |
29.47 |
29.00 |
29.22 |
+0.03 |
19,718 |
92,663 |
+4,540 |
Aug00 |
000526 |
28.30 |
28.35 |
28.00 |
28.08 |
-0.11 |
12,122 |
74,520 |
+579 |
Sep00 |
000526 |
25.60 |
27.68 |
25.60 |
27.31 |
-0.23 |
2,485 |
24,673 |
+2,013 |
Oct00 |
000526 |
27.25 |
27.25 |
26.83 |
26.83 |
-0.25 |
788 |
14,725 |
+984 |
Nov00 |
000526 |
26.93 |
26.93 |
26.44 |
26.44 |
-0.27 |
264 |
9,984 |
+824 |
Dec00 |
000526 |
26.47 |
26.47 |
26.01 |
26.01 |
-0.28 |
1,365 |
31,027 |
+1,065 |
Jan01 |
000526 |
26.03 |
26.10 |
25.53 |
25.53 |
-0.30 |
681 |
11,414 |
+25 |
Feb01 |
000526 |
25.59 |
25.59 |
25.07 |
25.07 |
-0.33 |
330 |
6,833 |
+138 |
Total Volume and Open Interest |
|
|
|
Gas Oil(IPE) |
Jun00 |
000526 |
235.00 |
235.50 |
229.50 |
231.25 |
-0.75 |
8,547 |
31,060 |
-2,225 |
Jul00 |
000526 |
231.00 |
232.25 |
230.00 |
230.00 |
+1.50 |
3,494 |
25,158 |
+1,834 |
Aug00 |
000526 |
230.00 |
231.00 |
229.00 |
229.00 |
+1.50 |
2,640 |
8,936 |
-213 |
Sep00 |
000526 |
230.50 |
231.50 |
230.25 |
230.25 |
+2.00 |
1,346 |
7,085 |
+418 |
Oct00 |
000526 |
231.00 |
234.00 |
231.00 |
231.25 |
+2.50 |
1,057 |
4,153 |
-55 |
Nov00 |
000526 |
231.75 |
231.75 |
231.25 |
231.75 |
+3.75 |
15 |
2,610 |
+0 |
Dec00 |
000526 |
229.25 |
232.25 |
229.25 |
232.25 |
+5.00 |
2,277 |
19,777 |
+643 |
Jan01 |
000526 |
227.25 |
229.50 |
227.25 |
229.50 |
+4.25 |
295 |
1,942 |
+21 |
Total Volume and Open Interest |
|
|
|
US Dollar Index(NYBOT) |
Jun00 |
000526 |
110.63 |
110.70 |
108.92 |
109.00 |
-1.63 |
1,868 |
6,616 |
+825 |
Sep00 |
000526 |
110.30 |
110.30 |
108.58 |
108.63 |
-1.66 |
32 |
2,092 |
+0 |
Dec00 |
000526 |
108.29 |
108.29 |
108.29 |
108.29 |
-1.66 |
0 |
2 |
-1 |
Total Volume and Open Interest |
1,900 |
8,710 |
+824 |
Australian Dollar(IMM) |
Jun00 |
000526 |
57.17 |
57.30 |
56.65 |
57.23 |
+0.24 |
1,067 |
23,666 |
+187 |
Sep00 |
000526 |
57.35 |
57.35 |
56.90 |
57.32 |
+0.24 |
66 |
165 |
+37 |
Dec00 |
000526 |
57.41 |
57.41 |
57.41 |
57.41 |
+0.24 |
0 |
63 |
+0 |
Total Volume and Open Interest |
1,133 |
24,226 |
+224 |
British Pound(IMM) |
Jun00 |
000526 |
147.28 |
148.84 |
147.06 |
148.58 |
+1.46 |
3,684 |
52,100 |
-408 |
Sep00 |
000526 |
147.60 |
149.10 |
147.50 |
148.86 |
+1.46 |
332 |
641 |
+263 |
Dec00 |
000526 |
148.90 |
149.14 |
148.90 |
149.14 |
+1.46 |
6 |
254 |
+0 |
Total Volume and Open Interest |
4,016 |
52,999 |
-145 |
Canadian Dollar(IMM) |
Jun00 |
000526 |
66.63 |
66.76 |
66.47 |
66.58 |
+0.10 |
11,302 |
71,994 |
+1,875 |
Sep00 |
000526 |
66.75 |
66.90 |
66.63 |
66.73 |
+0.09 |
3,515 |
11,441 |
+3,148 |
Dec00 |
000526 |
66.81 |
66.95 |
66.81 |
66.90 |
+0.09 |
51 |
2,711 |
+11 |
Mar01 |
000526 |
67.07 |
67.07 |
67.07 |
67.07 |
+0.09 |
10 |
683 |
-5 |
Total Volume and Open Interest |
14,880 |
86,990 |
+5,029 |
Japanese Yen(IMM) |
Jun00 |
000526 |
93.46 |
94.20 |
93.38 |
93.86 |
+0.45 |
6,470 |
77,260 |
-968 |
Sep00 |
000526 |
95.14 |
95.70 |
95.14 |
95.47 |
+0.45 |
135 |
1,555 |
-40 |
Dec00 |
000526 |
97.18 |
97.18 |
97.18 |
97.18 |
+0.45 |
1 |
592 |
-1 |
Total Volume and Open Interest |
6,606 |
79,425 |
-1,009 |
Swiss Franc(IMM) |
Jun00 |
000526 |
58.59 |
59.74 |
58.47 |
59.64 |
+1.15 |
10,393 |
46,820 |
-69 |
Sep00 |
000526 |
59.13 |
60.27 |
59.10 |
60.18 |
+1.17 |
63 |
347 |
-1 |
Dec00 |
000526 |
59.88 |
60.70 |
59.88 |
60.70 |
+1.18 |
17 |
35 |
+10 |
Total Volume and Open Interest |
10,473 |
47,206 |
-60 |
EuroFX(IMM) |
Jun00 |
000526 |
91.52 |
93.44 |
91.35 |
93.27 |
+1.90 |
19,125 |
65,748 |
+256 |
Sep00 |
000526 |
92.10 |
94.00 |
91.97 |
93.83 |
+1.91 |
561 |
2,267 |
+102 |
Dec00 |
000526 |
92.85 |
94.45 |
92.67 |
94.39 |
+1.92 |
55 |
261 |
+28 |
Total Volume and Open Interest |
19,741 |
68,291 |
+386 |
Mexican Peso(IMM) |
Jun00 |
000526 |
10440.0 |
10460.0 |
10410.0 |
10423.0 |
-15.0 |
3,557 |
17,354 |
-428 |
Sep00 |
000526 |
10130.0 |
10143.0 |
10130.0 |
10143.0 |
-10.0 |
144 |
2,862 |
+102 |
Total Volume and Open Interest |
3,749 |
21,669 |
-289 |
30-Year T-Bonds(CBOT) |
Jun00 |
000526 |
94~17 |
95~15 |
94~16 |
95~09 |
+0~15 |
315,071 |
243,505 |
-28,850 |
Sep00 |
000526 |
94~24 |
95~13 |
94~14 |
95~06 |
+0~14 |
76,117 |
163,469 |
+38,365 |
Dec00 |
000526 |
94~17 |
95~08 |
94~16 |
95~07 |
+0~15 |
6 |
2,500 |
-1 |
Total Volume and Open Interest |
391,224 |
409,716 |
+9,544 |
Municipal Bonds(CBOT) |
Jun00 |
000526 |
92~24 |
93~14 |
92~29 |
93~09 |
+0~15 |
2,445 |
18,327 |
-547 |
Sep00 |
000526 |
91~29 |
92~21 |
91~29 |
92~29 |
+0~28 |
702 |
6,211 |
+376 |
Total Volume and Open Interest |
3,147 |
24,538 |
-171 |
10-Year T-Notes(CBOT) |
Jun00 |
000526 |
96~080 |
96~255 |
96~035 |
96~050 |
-0~040 |
18,988 |
328,007 |
-79,317 |
Sep00 |
000526 |
95~310 |
96~200 |
95~290 |
96~180 |
+0~145 |
3,077 |
296,521 |
+79,718 |
Total Volume and Open Interest |
22,065 |
624,528 |
+401 |
5-Year T-Notes(CBOT) |
Jun00 |
000526 |
97~075 |
97~195 |
97~070 |
97~185 |
+0~075 |
97,712 |
238,754 |
-26,699 |
Sep00 |
000526 |
97~040 |
97~155 |
97~030 |
97~145 |
+0~075 |
50,552 |
184,600 |
+32,559 |
Total Volume and Open Interest |
148,264 |
423,354 |
+5,860 |
2 Year T-Notes(CBOT) |
Jun00 |
000526 |
98~064 |
98~082 |
98~064 |
98~081 |
+0~009 |
|
|
|
Sep00 |
000526 |
98~049 |
98~064 |
98~049 |
98~062 |
+0~006 |
|
|
|
Total Volume and Open Interest |
|
|
|
3-Mth T-Bills(IMM) |
Jun00 |
000526 |
93.94 |
93.94 |
93.92 |
93.92 |
+0.00 |
28 |
678 |
-10 |
Total Volume and Open Interest |
44 |
678 |
-12 |
Eurodollars(IMM) |
Jun00 |
000526 |
93.077 |
93.092 |
93.077 |
93.088 |
+0.003 |
39,556 |
490,111 |
-3,341 |
Sep00 |
000526 |
92.740 |
92.770 |
92.735 |
92.765 |
+0.005 |
81,543 |
579,792 |
+7,505 |
Dec00 |
000526 |
92.460 |
92.500 |
92.450 |
92.495 |
+0.015 |
81,412 |
507,360 |
+11,438 |
Mar01 |
000526 |
92.450 |
92.495 |
92.445 |
92.490 |
+0.015 |
67,695 |
354,390 |
+4,129 |
Jun01 |
000526 |
92.425 |
92.485 |
92.415 |
92.475 |
+0.030 |
31,693 |
256,324 |
+4,577 |
Sep01 |
000526 |
92.435 |
92.495 |
92.430 |
92.485 |
+0.025 |
27,980 |
192,947 |
-1,233 |
Dec01 |
000526 |
92.410 |
92.460 |
92.400 |
92.450 |
+0.020 |
19,459 |
155,490 |
+5,227 |
Mar02 |
000526 |
92.465 |
92.525 |
92.460 |
92.510 |
+0.025 |
16,043 |
138,850 |
+1,956 |
Jun02 |
000526 |
92.460 |
92.515 |
92.460 |
92.510 |
+0.030 |
6,046 |
97,860 |
+881 |
Sep02 |
000526 |
92.465 |
92.520 |
92.465 |
92.515 |
+0.030 |
4,098 |
89,839 |
+787 |
Dec02 |
000526 |
92.425 |
92.475 |
92.420 |
92.475 |
+0.035 |
2,646 |
73,031 |
+318 |
Mar03 |
000526 |
92.480 |
92.530 |
92.470 |
92.525 |
+0.035 |
3,287 |
68,548 |
-473 |
Total Volume and Open Interest |
404,955 |
3,391,965 |
+38,129 |
3-Mth Euro-Yen(IMM) |
Jun00 |
000526 |
99.89 |
99.89 |
99.88 |
99.88 |
-0.01 |
1,006 |
15,717 |
+594 |
Sep00 |
000526 |
99.80 |
99.81 |
99.80 |
99.81 |
+0.02 |
859 |
12,352 |
-850 |
Dec00 |
000526 |
99.67 |
99.68 |
99.67 |
99.68 |
+0.02 |
405 |
13,270 |
-127 |
Mar01 |
000526 |
99.58 |
99.59 |
99.58 |
99.58 |
+0.02 |
420 |
15,415 |
-424 |
Jun01 |
000526 |
99.47 |
99.48 |
99.47 |
99.48 |
+0.04 |
4,044 |
4,044 |
-264 |
Sep01 |
000526 |
99.35 |
99.35 |
99.34 |
99.34 |
+0.03 |
21 |
19,992 |
-2 |
Dec01 |
000526 |
99.19 |
99.21 |
99.19 |
99.21 |
+0.04 |
1,501 |
1,501 |
-535 |
Mar02 |
000526 |
99.08 |
99.08 |
99.08 |
99.08 |
+0.04 |
1,391 |
1,391 |
+1,391 |
Jun02 |
000526 |
98.78 |
98.78 |
98.78 |
98.78 |
unch |
|
|
|
Sep02 |
000526 |
98.63 |
98.63 |
98.63 |
98.63 |
unch |
|
|
|
Total Volume and Open Interest |
2,716 |
83,821 |
-78 |
3-Mth Euro-Yen(SIMEX) |
Jun00 |
000526 |
99.89 |
99.89 |
99.88 |
99.89 |
unch |
2,304 |
79,192 |
-346 |
Sep00 |
000526 |
99.79 |
99.81 |
99.79 |
99.81 |
+0.02 |
6,654 |
71,918 |
+1,398 |
Dec00 |
000526 |
99.66 |
99.67 |
99.65 |
99.67 |
+0.02 |
8,402 |
75,998 |
-359 |
Mar01 |
000526 |
99.56 |
99.58 |
99.56 |
99.58 |
+0.02 |
6,401 |
74,815 |
+264 |
Jun01 |
000526 |
99.45 |
99.47 |
99.45 |
99.47 |
+0.03 |
5,386 |
58,805 |
-613 |
Sep01 |
000526 |
99.32 |
99.34 |
99.32 |
99.34 |
+0.02 |
5,205 |
59,529 |
-263 |
Dec01 |
000526 |
99.18 |
99.19 |
99.18 |
99.19 |
+0.02 |
955 |
16,050 |
+152 |
Mar02 |
000526 |
99.06 |
99.07 |
99.06 |
99.07 |
+0.03 |
333 |
11,945 |
+96 |
Total Volume and Open Interest |
|
|
|
German Euro-Bund(EUREX) |
Jun00 |
000526 |
105.21 |
105.55 |
104.86 |
105.44 |
+0.39 |
733,309 |
689,934 |
-89,779 |
Sep00 |
000526 |
104.94 |
105.27 |
104.63 |
105.18 |
+0.38 |
35,444 |
134,609 |
+7,215 |
Dec00 |
000526 |
104.50 |
104.94 |
104.50 |
104.94 |
+0.39 |
5,302 |
3,099 |
+390 |
Total Volume and Open Interest |
|
|
|
German Euro-Bobl(EUREX) |
Jun00 |
000526 |
103.09 |
103.25 |
102.83 |
103.20 |
+0.23 |
306,708 |
341,743 |
-2,986 |
Sep00 |
000526 |
103.12 |
103.25 |
102.88 |
103.23 |
+0.26 |
11,781 |
41,710 |
+3,498 |
Dec00 |
000526 |
102.62 |
102.62 |
102.62 |
102.62 |
+0.25 |
0 |
1,545 |
+144 |
Total Volume and Open Interest |
|
|
|
Long Gilt(LIFFE) |
Jun00 |
000526 |
112~31 |
113~26 |
112~28 |
113~20 |
+0~24 |
39,494 |
52,193 |
-14,848 |
Sep00 |
000526 |
112~20 |
113~16 |
112~19 |
113~11 |
+0~26 |
22,245 |
22,532 |
+15,390 |
Total Volume and Open Interest |
|
|
|
3-Mth Short Sterling(LIFFE) |
Jun00 |
000526 |
93.71 |
93.71 |
93.66 |
93.69 |
-0.02 |
12,506 |
183,060 |
-399 |
Sep00 |
000526 |
93.53 |
93.53 |
93.47 |
93.51 |
-0.01 |
51,740 |
204,919 |
-1,660 |
Dec00 |
000526 |
93.38 |
93.39 |
93.32 |
93.36 |
-0.01 |
44,354 |
159,788 |
+12,786 |
Total Volume and Open Interest |
|
|
|
3-Mth Euribor(LIFFE) |
Jun00 |
000526 |
95.530 |
95.560 |
95.510 |
95.550 |
+0.035 |
83,491 |
307,296 |
-7,914 |
Sep00 |
000526 |
95.240 |
95.255 |
95.185 |
95.250 |
+0.040 |
96,242 |
337,491 |
+2,362 |
Dec00 |
000526 |
94.975 |
94.990 |
94.905 |
94.985 |
+0.045 |
45,778 |
198,116 |
+1,224 |
Total Volume and Open Interest |
|
|
|
3-Mth Aus T-Bills(SFE) |
Jun00 |
000526 |
93.67 |
93.69 |
93.66 |
93.68 |
+0.04 |
4,952 |
137,690 |
-156 |
Sep00 |
000526 |
93.47 |
93.51 |
93.46 |
93.51 |
+0.09 |
15,955 |
151,062 |
+5,570 |
Dec00 |
000526 |
93.33 |
93.38 |
93.31 |
93.37 |
+0.11 |
3,618 |
47,312 |
+955 |
Mar01 |
000526 |
93.25 |
93.32 |
93.25 |
93.31 |
+0.12 |
763 |
24,790 |
+434 |
Jun01 |
000526 |
93.20 |
93.25 |
93.20 |
93.25 |
+0.12 |
132 |
14,368 |
+91 |
Sep01 |
000526 |
93.18 |
93.19 |
93.18 |
93.19 |
+0.10 |
5 |
8,585 |
+0 |
Dec01 |
000526 |
93.15 |
93.15 |
93.15 |
93.15 |
+0.10 |
0 |
6,441 |
+43 |
Mar02 |
000526 |
93.10 |
93.12 |
93.10 |
93.12 |
+0.09 |
5 |
5,302 |
-17 |
Jun02 |
000526 |
93.07 |
93.11 |
93.07 |
93.11 |
+0.10 |
40 |
2,515 |
+40 |
Sep02 |
000526 |
93.05 |
93.09 |
93.05 |
93.09 |
+0.10 |
10 |
2,064 |
+0 |
Total Volume and Open Interest |
|
|
|
10-Year Aus T-Bonds(SFE) |
Jun00 |
000526 |
93.53 |
93.69 |
93.51 |
93.67 |
+0.13 |
17,712 |
174,078 |
-11,585 |
Sep00 |
000526 |
93.53 |
93.64 |
93.53 |
93.65 |
+0.13 |
48 |
52 |
+48 |
Total Volume and Open Interest |
|
|
|
3-Year Aus T-Bonds(SFE) |
Jun00 |
000526 |
93.71 |
93.76 |
93.70 |
93.75 |
+0.11 |
29,725 |
367,786 |
-18,494 |
Sep00 |
000526 |
93.64 |
93.64 |
93.64 |
93.64 |
+0.12 |
0 |
134 |
+0 |
Total Volume and Open Interest |
|
|
|
Gold(CMX) |
Jun00 |
000526 |
270.9 |
273.3 |
270.7 |
272.2 |
+1.5 |
56,143 |
34,911 |
-15,986 |
Aug00 |
000526 |
273.4 |
275.9 |
273.3 |
275.0 |
+1.6 |
33,256 |
65,697 |
+15,823 |
Oct00 |
000526 |
278.8 |
278.8 |
277.9 |
277.9 |
+1.5 |
156 |
4,022 |
+96 |
Dec00 |
000526 |
279.5 |
282.0 |
279.2 |
280.8 |
+1.5 |
1,247 |
20,932 |
+249 |
Feb01 |
000526 |
282.6 |
283.5 |
282.6 |
283.5 |
+1.5 |
8 |
9,881 |
+7 |
Apr01 |
000526 |
286.2 |
286.3 |
286.2 |
286.3 |
+1.4 |
176 |
3,595 |
+95 |
Total Volume and Open Interest |
91,045 |
147,629 |
-137 |
Silver(CMX) |
May00 |
000526 |
490.0 |
493.7 |
490.0 |
493.7 |
+1.7 |
8 |
22 |
-23 |
Jul00 |
000526 |
495.5 |
498.0 |
493.5 |
496.3 |
+1.5 |
20,731 |
61,341 |
+2,510 |
Sep00 |
000526 |
500.5 |
502.0 |
498.0 |
500.5 |
+1.5 |
1,089 |
5,634 |
+235 |
Dec00 |
000526 |
506.5 |
508.5 |
503.0 |
505.8 |
+1.7 |
876 |
7,870 |
+309 |
Mar01 |
000526 |
509.7 |
509.7 |
509.7 |
509.7 |
+1.7 |
1 |
862 |
+1 |
Total Volume and Open Interest |
22,734 |
80,183 |
+2,678 |
Platinum(NYM) |
Jul00 |
000526 |
535.0 |
539.8 |
525.6 |
539.4 |
+4.0 |
1,856 |
9,950 |
+339 |
Oct00 |
000526 |
513.5 |
517.4 |
511.5 |
517.4 |
+4.0 |
236 |
940 |
+178 |
Jan01 |
000526 |
501.4 |
501.4 |
501.4 |
501.4 |
+2.0 |
0 |
18 |
+0 |
Total Volume and Open Interest |
2,092 |
10,908 |
+535 |
Palladium(NYME) |
Jun00 |
000526 |
563.00 |
566.00 |
563.00 |
565.50 |
+0.50 |
390 |
820 |
-323 |
Sep00 |
000526 |
563.00 |
567.50 |
563.00 |
567.50 |
+2.50 |
361 |
1,626 |
+258 |
Dec00 |
000526 |
564.50 |
564.50 |
564.50 |
564.50 |
+2.50 |
0 |
100 |
+0 |
Total Volume and Open Interest |
751 |
2,446 |
-165 |
Copper(CMX) |
May00 |
000526 |
83.10 |
83.20 |
82.85 |
83.05 |
-0.05 |
687 |
2,742 |
+93 |
Jul00 |
000526 |
83.40 |
83.75 |
83.10 |
83.55 |
+0.30 |
8,559 |
38,066 |
-26 |
Sep00 |
000526 |
83.50 |
83.95 |
83.40 |
83.75 |
+0.25 |
269 |
7,443 |
+18 |
Dec00 |
000526 |
83.55 |
83.75 |
83.55 |
83.75 |
+0.20 |
372 |
6,563 |
+79 |
Mar01 |
000526 |
83.85 |
83.85 |
83.85 |
83.85 |
+0.20 |
41 |
1,903 |
+1,903 |
Total Volume and Open Interest |
10,919 |
68,485 |
+4,332 |
DJIA Index(CBOT) |
Jun00 |
000526 |
10400 |
10427 |
10285 |
10333 |
-47 |
13,253 |
17,279 |
+306 |
Sep00 |
000526 |
10530 |
10555 |
10440 |
10468 |
-47 |
201 |
768 |
+83 |
Dec00 |
000526 |
10610 |
10618 |
10610 |
10618 |
-47 |
10 |
2,044 |
+10 |
Total Volume and Open Interest |
|
|
|
S & P 500(CME) |
Jun00 |
000526 |
1389.00 |
1396.50 |
1373.50 |
1381.30 |
-7.70 |
83,007 |
369,405 |
-1,766 |
Sep00 |
000526 |
1416.00 |
1416.00 |
1394.50 |
1402.10 |
-7.70 |
6,515 |
19,936 |
+4,877 |
Dec00 |
000526 |
1423.80 |
1423.80 |
1423.80 |
1423.80 |
-8.30 |
104 |
3,429 |
-2 |
Mar01 |
000526 |
1446.60 |
1446.60 |
1446.60 |
1446.60 |
-8.50 |
622 |
622 |
+2 |
Total Volume and Open Interest |
89,703 |
393,971 |
+3,115 |
S & P 500 E-Mini(Globex) |
Jun00 |
000526 |
1388.00 |
1396.50 |
1373.25 |
1381.25 |
-7.75 |
82,999 |
36,695 |
-3,824 |
Sep00 |
000526 |
1406.25 |
1416.75 |
1395.00 |
1402.00 |
-7.75 |
47 |
61 |
+20 |
Total Volume and Open Interest |
83,046 |
36,756 |
-3,804 |
NASDAQ 100(CME) |
Jun00 |
000526 |
3125.00 |
3185.00 |
3042.00 |
3130.00 |
+4.50 |
22,472 |
38,918 |
-459 |
Sep00 |
000526 |
3180.00 |
3180.00 |
3170.00 |
3179.00 |
+3.50 |
20 |
682 |
+64 |
Dec00 |
000526 |
3220.00 |
3228.00 |
3220.00 |
3228.00 |
+2.50 |
|
|
|
Total Volume and Open Interest |
22,492 |
39,600 |
-395 |
NASDAQ 100 E-Mini(GLOBEX) |
Jun00 |
000526 |
3125.5 |
3184.5 |
3042.0 |
3130.0 |
+4.5 |
39,511 |
26,396 |
-925 |
Sep00 |
000526 |
3234.5 |
3234.5 |
3095.5 |
3179.0 |
+3.5 |
7 |
7 |
+2 |
Total Volume and Open Interest |
39,518 |
26,403 |
-923 |
NYSE Composite(NYBOT) |
Jun00 |
000526 |
633.00 |
634.50 |
628.25 |
630.30 |
-1.60 |
361 |
2,094 |
-239 |
Sep00 |
000526 |
639.25 |
640.75 |
639.05 |
639.05 |
-1.60 |
12 |
230 |
+2 |
Dec00 |
000526 |
647.80 |
647.80 |
647.80 |
647.80 |
-1.60 |
6 |
114 |
+6 |
Total Volume and Open Interest |
341 |
1,841 |
-46 |
S & P Midcap 400(CME) |
Jun00 |
000526 |
463.00 |
463.50 |
457.00 |
461.00 |
+0.40 |
585 |
12,760 |
-301 |
Sep00 |
000526 |
467.50 |
467.60 |
467.50 |
467.60 |
unch |
|
|
|
Dec00 |
000526 |
472.00 |
472.50 |
472.00 |
472.50 |
+0.40 |
|
|
|
Total Volume and Open Interest |
585 |
12,760 |
-301 |
Russell 2000(CME) |
Jun00 |
000526 |
459.50 |
460.80 |
452.00 |
457.75 |
+1.75 |
1,510 |
13,117 |
-51 |
Sep00 |
000526 |
463.55 |
465.55 |
463.55 |
463.55 |
+1.35 |
|
|
|
Dec00 |
000526 |
471.55 |
473.55 |
471.55 |
471.55 |
+1.75 |
|
|
|
Total Volume and Open Interest |
1,510 |
13,117 |
-51 |
Value Line(KCBT) |
Jun00 |
000526 |
1033.00 |
1038.50 |
1026.00 |
1038.00 |
+5.75 |
|
|
|
Total Volume and Open Interest |
|
|
|
Nikkei 225(CME) |
Jun00 |
000526 |
16060 |
16140 |
15965 |
16045 |
unch |
2,116 |
18,253 |
+319 |
Sep00 |
000526 |
16120 |
16150 |
16045 |
16060 |
unch |
208 |
1,325 |
+203 |
Total Volume and Open Interest |
2,324 |
19,578 |
+522 |
Nikkei 225(SIMEX) |
Jun00 |
000526 |
16060 |
16130 |
15860 |
16005 |
-235 |
18,286 |
113,187 |
-1,026 |
Sep00 |
000526 |
16065 |
16065 |
15900 |
16005 |
-240 |
890 |
11,280 |
+215 |
Dec00 |
000526 |
15985 |
15985 |
15985 |
15985 |
-240 |
0 |
2,063 |
+0 |
Total Volume and Open Interest |
45,206 |
114,809 |
-5,829 |
CAC 40(MATIF) |
May00 |
000526 |
6050.5 |
6162.0 |
6005.0 |
6141.0 |
+41.0 |
62,425 |
0 |
+0 |
Jun00 |
000526 |
6040.5 |
6150.5 |
6001.0 |
6133.5 |
+41.0 |
28,690 |
0 |
+0 |
Jul00 |
000526 |
6149.0 |
6149.0 |
6149.0 |
6149.0 |
+40.0 |
|
|
|
Total Volume and Open Interest |
|
|
|
DAX Index(EUREX) |
Jun00 |
000526 |
6882.0 |
6988.5 |
6841.0 |
6958.0 |
-4.0 |
35,181 |
425,293 |
+3,493 |
Sep00 |
000526 |
6958.0 |
7064.5 |
6924.0 |
7035.5 |
-4.5 |
177 |
1,001 |
-3 |
Dec00 |
000526 |
7114.0 |
7122.5 |
7114.0 |
7122.5 |
-2.5 |
3 |
396 |
+7 |
Total Volume and Open Interest |
|
|
|
FT-SE 100(LIFFE) |
Jun00 |
000526 |
6200.00 |
6275.00 |
6152.50 |
6234.00 |
-19.50 |
37,400 |
218,376 |
-655 |
Sep00 |
000526 |
6252.50 |
6328.00 |
6252.50 |
6292.50 |
-20.50 |
5,338 |
23,286 |
+153 |
Dec00 |
000526 |
6369.50 |
6369.50 |
6369.50 |
6369.50 |
-19.50 |
0 |
1,284 |
+0 |
Total Volume and Open Interest |
|
|
|
SPI 200(SFE) |
Jun00 |
000526 |
2994.0 |
3012.0 |
2993.0 |
3012.0 |
-10.0 |
7,561 |
126,927 |
-9,485 |
Sep00 |
000526 |
3014.0 |
3028.0 |
3012.0 |
3028.0 |
-11.0 |
183 |
4,307 |
+155 |
Dec00 |
000526 |
3053.0 |
3053.0 |
3053.0 |
3053.0 |
-10.0 |
0 |
2,258 |
+0 |
Total Volume and Open Interest |
|
|
|
GSCI(CME) |
Jun00 |
000526 |
226.76 |
230.50 |
226.75 |
227.20 |
-1.50 |
704 |
39,574 |
-312 |
Jul00 |
000526 |
226.90 |
227.70 |
224.60 |
225.20 |
-1.50 |
600 |
550 |
+550 |
Aug00 |
000526 |
222.61 |
224.50 |
222.60 |
222.60 |
-0.90 |
|
|
|
Total Volume and Open Interest |
1,304 |
40,124 |
+238 |
Bridge CRB Index(NYBOT) |
Jun00 |
000526 |
225.55 |
226.85 |
224.80 |
226.00 |
+0.45 |
258 |
1,603 |
+4 |
Aug00 |
000526 |
225.00 |
226.80 |
224.90 |
225.90 |
+0.45 |
13 |
937 |
-2 |
Nov00 |
000526 |
224.80 |
226.00 |
224.80 |
225.80 |
+0.45 |
1 |
433 |
+1 |
Total Volume and Open Interest |
|
|
|
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
|
|