 |
MRCI's Free Historical Futures Prices |
Daily Futures Price Listing Wed June 07, 2000 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Jul00 |
000607 |
523.00 |
524.50 |
517.50 |
522.50 |
-8.00 |
33,062 |
75,354 |
-2,833 |
Aug00 |
000607 |
526.00 |
526.50 |
520.50 |
524.75 |
-8.50 |
2,874 |
15,068 |
+169 |
Sep00 |
000607 |
528.00 |
529.00 |
521.75 |
526.75 |
-8.50 |
1,020 |
13,322 |
+385 |
Nov00 |
000607 |
533.50 |
534.50 |
528.00 |
532.50 |
-9.50 |
9,910 |
53,304 |
+1,292 |
Jan01 |
000607 |
543.50 |
543.50 |
537.50 |
540.75 |
-9.00 |
483 |
5,652 |
+147 |
Mar01 |
000607 |
548.50 |
548.50 |
544.00 |
547.00 |
-9.50 |
655 |
4,841 |
-247 |
May01 |
000607 |
550.00 |
553.00 |
549.00 |
552.50 |
-8.75 |
271 |
5,857 |
+37 |
Total Volume and Open Interest |
48,634 |
178,741 |
-1,022 |
Soybean Meal(CBOT) |
Jul00 |
000607 |
178.50 |
179.00 |
176.60 |
178.30 |
-2.50 |
14,102 |
46,607 |
-30 |
Aug00 |
000607 |
176.30 |
176.50 |
174.00 |
175.80 |
-2.30 |
3,133 |
16,310 |
+126 |
Sep00 |
000607 |
175.00 |
175.00 |
172.90 |
174.10 |
-2.60 |
1,606 |
10,360 |
+298 |
Oct00 |
000607 |
173.00 |
174.10 |
171.50 |
173.20 |
-2.90 |
773 |
6,895 |
+124 |
Dec00 |
000607 |
174.50 |
174.50 |
172.50 |
174.10 |
-3.00 |
2,987 |
26,444 |
+597 |
Jan01 |
000607 |
174.00 |
175.00 |
173.10 |
174.30 |
-3.20 |
51 |
2,313 |
+18 |
Mar01 |
000607 |
176.00 |
176.00 |
174.00 |
174.60 |
-3.10 |
42 |
2,661 |
+8 |
May01 |
000607 |
175.00 |
175.50 |
174.80 |
175.30 |
-3.20 |
36 |
2,278 |
+9 |
Total Volume and Open Interest |
22,756 |
114,166 |
+1,162 |
Soybean Oil(CBOT) |
Jul00 |
000607 |
16.30 |
16.40 |
16.23 |
16.30 |
-0.14 |
11,112 |
44,201 |
-796 |
Aug00 |
000607 |
16.54 |
16.59 |
16.44 |
16.51 |
-0.15 |
3,470 |
21,751 |
+905 |
Sep00 |
000607 |
16.80 |
16.81 |
16.67 |
16.71 |
-0.16 |
1,115 |
15,447 |
-48 |
Oct00 |
000607 |
16.96 |
17.01 |
16.90 |
16.91 |
-0.15 |
200 |
9,882 |
-74 |
Dec00 |
000607 |
17.35 |
17.40 |
17.21 |
17.29 |
-0.17 |
1,801 |
25,572 |
-53 |
Jan01 |
000607 |
17.65 |
17.70 |
17.60 |
17.64 |
-0.13 |
11 |
9,657 |
+0 |
Mar01 |
000607 |
18.00 |
18.10 |
17.90 |
17.90 |
-0.17 |
34 |
4,333 |
+15 |
May01 |
000607 |
18.15 |
18.35 |
18.15 |
18.25 |
-0.18 |
21 |
4,521 |
+16 |
Total Volume and Open Interest |
17,773 |
138,771 |
-29 |
Canola(WCE) |
Aug00 |
000607 |
264.5 |
264.5 |
262.5 |
263.0 |
-2.8 |
6 |
5,088 |
+0 |
Sep00 |
000607 |
265.0 |
265.0 |
265.0 |
265.0 |
-1.8 |
2 |
816 |
+0 |
Nov00 |
000607 |
271.5 |
272.9 |
269.8 |
271.0 |
-2.3 |
139 |
32,894 |
+0 |
Jan01 |
000607 |
275.7 |
275.7 |
275.7 |
275.7 |
-3.1 |
130 |
4,567 |
+0 |
Mar01 |
000607 |
281.5 |
281.5 |
281.5 |
281.5 |
-2.8 |
10 |
239 |
-5 |
Total Volume and Open Interest |
8,336 |
68,142 |
-862 |
Corn(CBOT) |
Jul00 |
000607 |
222.50 |
222.75 |
219.00 |
219.75 |
-6.00 |
27,035 |
194,739 |
-2,284 |
Sep00 |
000607 |
231.50 |
231.50 |
227.50 |
228.50 |
-5.50 |
5,082 |
70,979 |
+522 |
Nov00 |
000607 |
237.25 |
237.25 |
234.25 |
234.50 |
-5.50 |
10 |
957 |
+5 |
Dec00 |
000607 |
242.00 |
242.00 |
238.25 |
239.25 |
-5.50 |
11,220 |
147,345 |
-477 |
Jan01 |
000607 |
243.00 |
243.00 |
242.50 |
242.50 |
-5.50 |
0 |
163 |
+0 |
Mar01 |
000607 |
250.00 |
250.25 |
247.50 |
248.50 |
-5.25 |
924 |
19,129 |
+225 |
Total Volume and Open Interest |
45,946 |
449,641 |
-1,446 |
Wheat(CBOT) |
Jul00 |
000607 |
265.00 |
265.50 |
260.00 |
264.25 |
-2.75 |
16,747 |
66,650 |
-711 |
Sep00 |
000607 |
277.00 |
277.50 |
273.00 |
276.25 |
-3.25 |
2,309 |
23,498 |
+183 |
Dec00 |
000607 |
293.00 |
293.00 |
288.00 |
292.75 |
-2.25 |
2,678 |
27,820 |
+63 |
Mar01 |
000607 |
306.00 |
306.00 |
302.50 |
304.00 |
-3.50 |
563 |
7,607 |
+223 |
May01 |
000607 |
309.50 |
309.50 |
309.50 |
309.50 |
-3.00 |
0 |
148 |
+0 |
Total Volume and Open Interest |
22,674 |
130,606 |
-22 |
Wheat(KCBT) |
Jul00 |
000607 |
296.00 |
296.75 |
292.25 |
296.25 |
-1.50 |
4,788 |
32,950 |
-979 |
Sep00 |
000607 |
306.75 |
307.25 |
302.50 |
306.75 |
-0.50 |
1,233 |
12,489 |
+512 |
Dec00 |
000607 |
320.50 |
321.50 |
317.00 |
320.50 |
-1.25 |
889 |
15,804 |
+238 |
Mar01 |
000607 |
329.00 |
332.00 |
329.00 |
332.00 |
-0.50 |
59 |
2,316 |
+45 |
May01 |
000607 |
336.00 |
336.00 |
336.00 |
336.00 |
-2.00 |
4 |
330 |
+4 |
Total Volume and Open Interest |
6,973 |
64,371 |
-180 |
Wheat(MGE) |
Jul00 |
000607 |
324.50 |
324.50 |
321.00 |
324.25 |
-1.25 |
2,343 |
10,132 |
+0 |
Sep00 |
000607 |
334.00 |
334.50 |
330.00 |
334.00 |
-1.00 |
867 |
6,083 |
+0 |
Dec00 |
000607 |
347.00 |
348.00 |
343.75 |
348.00 |
-1.25 |
276 |
3,550 |
+0 |
Mar01 |
000607 |
361.00 |
361.00 |
361.00 |
361.00 |
unch |
1 |
381 |
+0 |
May01 |
000607 |
365.00 |
365.00 |
363.00 |
365.00 |
-1.50 |
1 |
72 |
+0 |
Total Volume and Open Interest |
3,488 |
20,218 |
+0 |
Oats(CBOT) |
Jul00 |
000607 |
113.50 |
113.50 |
111.00 |
111.50 |
-2.25 |
265 |
8,101 |
-39 |
Sep00 |
000607 |
119.25 |
119.25 |
117.00 |
117.25 |
-2.50 |
332 |
3,142 |
+45 |
Dec00 |
000607 |
125.50 |
125.75 |
124.00 |
124.00 |
-2.25 |
213 |
4,486 |
+66 |
Mar01 |
000607 |
131.25 |
131.25 |
131.25 |
131.25 |
-2.25 |
0 |
541 |
-32 |
Total Volume and Open Interest |
810 |
16,272 |
+40 |
Rough Rice(CBOT) |
Jul00 |
000607 |
5.57 |
5.61 |
5.50 |
5.52 |
-0.02 |
1,454 |
4,259 |
+169 |
Sep00 |
000607 |
6.68 |
6.68 |
6.56 |
6.60 |
-0.05 |
314 |
1,231 |
+40 |
Nov00 |
000607 |
6.86 |
6.87 |
6.76 |
6.80 |
-0.03 |
555 |
1,594 |
+57 |
Jan01 |
000607 |
7.05 |
7.06 |
6.99 |
7.02 |
-0.01 |
246 |
1,119 |
+131 |
Total Volume and Open Interest |
2,624 |
8,312 |
+446 |
Live Cattle(CME) |
Jun00 |
000607 |
68.700 |
68.925 |
68.625 |
68.825 |
+0.025 |
3,861 |
15,054 |
-996 |
Aug00 |
000607 |
68.500 |
68.725 |
68.200 |
68.350 |
-0.250 |
10,550 |
46,064 |
-1,941 |
Oct00 |
000607 |
70.800 |
70.875 |
70.400 |
70.575 |
-0.275 |
2,133 |
25,859 |
-55 |
Dec00 |
000607 |
72.425 |
72.500 |
72.050 |
72.050 |
-0.350 |
516 |
8,984 |
+27 |
Feb01 |
000607 |
73.750 |
73.800 |
73.475 |
73.600 |
-0.200 |
184 |
4,542 |
+10 |
Apr01 |
000607 |
75.700 |
75.775 |
75.550 |
75.600 |
-0.175 |
165 |
4,705 |
+108 |
Total Volume and Open Interest |
17,435 |
107,723 |
-2,859 |
Feeder Cattle(CME) |
Aug00 |
000607 |
85.650 |
85.700 |
85.300 |
85.575 |
+0.100 |
1,156 |
9,227 |
-129 |
Sep00 |
000607 |
85.550 |
85.750 |
85.250 |
85.600 |
+0.125 |
98 |
2,023 |
+5 |
Oct00 |
000607 |
86.450 |
86.500 |
86.050 |
86.225 |
-0.075 |
136 |
2,520 |
+28 |
Nov00 |
000607 |
87.200 |
87.400 |
87.000 |
87.100 |
+0.050 |
62 |
1,844 |
+21 |
Jan01 |
000607 |
88.100 |
88.125 |
87.850 |
88.025 |
+0.050 |
25 |
1,243 |
-1 |
Mar01 |
000607 |
88.000 |
88.000 |
87.900 |
88.000 |
unch |
1 |
258 |
+1 |
Apr01 |
000607 |
88.000 |
88.000 |
87.800 |
88.000 |
unch |
4 |
40 |
+3 |
Total Volume and Open Interest |
1,482 |
17,157 |
-72 |
Lean Hogs(CME) |
Jun00 |
000607 |
68.400 |
68.625 |
68.050 |
68.550 |
-0.475 |
5,101 |
12,230 |
-1,594 |
Jul00 |
000607 |
70.750 |
70.850 |
69.700 |
70.100 |
-1.150 |
5,311 |
16,875 |
+378 |
Aug00 |
000607 |
69.600 |
69.600 |
68.850 |
69.475 |
-0.425 |
2,161 |
12,662 |
-165 |
Oct00 |
000607 |
59.525 |
59.750 |
59.000 |
59.575 |
-0.400 |
994 |
7,744 |
+33 |
Dec00 |
000607 |
57.300 |
57.300 |
56.900 |
57.100 |
-0.325 |
169 |
6,006 |
+3 |
Feb01 |
000607 |
57.250 |
57.500 |
57.200 |
57.400 |
-0.500 |
43 |
1,701 |
+7 |
Apr01 |
000607 |
55.400 |
55.425 |
55.250 |
55.250 |
-0.150 |
3 |
529 |
+2 |
Jun01 |
000607 |
62.050 |
62.050 |
62.050 |
62.050 |
-0.050 |
1 |
43 |
-1 |
Total Volume and Open Interest |
13,783 |
57,795 |
-1,337 |
Pork Bellies(CME) |
Jul00 |
000607 |
90.500 |
91.500 |
89.400 |
90.225 |
-0.200 |
1,649 |
3,889 |
-57 |
Aug00 |
000607 |
87.400 |
88.850 |
86.525 |
86.950 |
-0.175 |
358 |
1,725 |
+4 |
Feb01 |
000607 |
73.750 |
75.300 |
73.750 |
74.600 |
-0.600 |
12 |
107 |
+7 |
Mar01 |
000607 |
75.500 |
75.600 |
75.500 |
75.500 |
unch |
4 |
11 |
+4 |
May01 |
000607 |
76.750 |
76.850 |
76.750 |
76.750 |
unch |
1 |
1 |
+0 |
Total Volume and Open Interest |
2,024 |
5,733 |
-42 |
Cocoa(NYBOT) |
Jul00 |
000607 |
827 |
827 |
806 |
817 |
-15 |
4,374 |
26,391 |
-1,639 |
Sep00 |
000607 |
852 |
855 |
835 |
846 |
-15 |
2,872 |
29,659 |
+226 |
Dec00 |
000607 |
885 |
889 |
872 |
880 |
-16 |
2,995 |
20,497 |
+822 |
Mar01 |
000607 |
918 |
918 |
906 |
916 |
-13 |
156 |
7,923 |
+102 |
May01 |
000607 |
939 |
940 |
936 |
940 |
-15 |
66 |
5,625 |
+31 |
Jul01 |
000607 |
965 |
965 |
965 |
965 |
-15 |
3 |
7,024 |
+0 |
Sep01 |
000607 |
990 |
990 |
990 |
990 |
-15 |
1 |
5,078 |
+0 |
Total Volume and Open Interest |
11,981 |
113,956 |
+1,042 |
Coffee "C"(NYBOT) |
Jul00 |
000607 |
91.00 |
92.90 |
90.50 |
92.05 |
+2.90 |
10,278 |
26,089 |
+799 |
Sep00 |
000607 |
94.50 |
96.10 |
94.00 |
95.30 |
+2.80 |
5,514 |
17,939 |
+1,314 |
Dec00 |
000607 |
98.50 |
100.20 |
98.00 |
99.40 |
+2.80 |
1,614 |
6,222 |
+448 |
Mar01 |
000607 |
103.00 |
104.00 |
102.80 |
103.70 |
+2.65 |
592 |
2,544 |
+182 |
May01 |
000607 |
105.50 |
107.10 |
105.50 |
106.20 |
+2.70 |
35 |
320 |
+19 |
Jul01 |
000607 |
108.70 |
108.70 |
108.70 |
108.70 |
+2.70 |
20 |
75 |
+18 |
Total Volume and Open Interest |
18,053 |
53,233 |
+2,780 |
Orange Juice(NYBOT) |
Jul00 |
000607 |
82.00 |
83.90 |
81.95 |
83.15 |
+1.05 |
958 |
10,896 |
-34 |
Sep00 |
000607 |
82.15 |
83.50 |
82.15 |
83.25 |
+0.95 |
311 |
6,373 |
+136 |
Nov00 |
000607 |
82.20 |
83.25 |
82.20 |
83.25 |
+1.25 |
76 |
3,787 |
+29 |
Jan01 |
000607 |
83.45 |
83.45 |
83.40 |
83.40 |
+1.30 |
266 |
1,690 |
+199 |
Mar01 |
000607 |
83.50 |
83.60 |
83.40 |
83.60 |
+1.20 |
40 |
1,381 |
+8 |
Total Volume and Open Interest |
1,651 |
24,594 |
+338 |
Sugar #11(NYBOT) |
Jul00 |
000607 |
8.31 |
8.39 |
8.10 |
8.16 |
+0.01 |
9,552 |
86,376 |
-1,690 |
Oct00 |
000607 |
8.32 |
8.38 |
8.10 |
8.16 |
-0.01 |
5,718 |
65,128 |
+2,053 |
Mar01 |
000607 |
8.20 |
8.25 |
8.06 |
8.08 |
-0.01 |
1,935 |
38,316 |
+500 |
May01 |
000607 |
8.13 |
8.17 |
8.02 |
8.03 |
unch |
536 |
5,666 |
+215 |
Jul01 |
000607 |
8.10 |
8.11 |
7.96 |
7.96 |
-0.01 |
54 |
6,950 |
+12 |
Total Volume and Open Interest |
17,993 |
213,895 |
+1,072 |
London Cocoa(LCE) |
Jul00 |
000607 |
618 |
619 |
600 |
604 |
-14 |
1,016 |
27,591 |
-462 |
Sep00 |
000607 |
638 |
639 |
620 |
624 |
-14 |
641 |
33,863 |
+259 |
Dec00 |
000607 |
673 |
673 |
655 |
659 |
-13 |
492 |
37,837 |
-35 |
Mar01 |
000607 |
685 |
688 |
670 |
675 |
-12 |
691 |
26,826 |
+418 |
May01 |
000607 |
700 |
700 |
689 |
690 |
-12 |
76 |
17,988 |
+30 |
Jul01 |
000607 |
714 |
714 |
704 |
704 |
-12 |
39 |
4,877 |
-18 |
Sep01 |
000607 |
719 |
719 |
719 |
719 |
-12 |
0 |
3,772 |
+0 |
Total Volume and Open Interest |
3,006 |
177,032 |
+191 |
London Coffee(LCE) |
Jul00 |
000607 |
918.00 |
938.00 |
915.00 |
936.00 |
+11.00 |
1,630 |
28,686 |
-376 |
Sep00 |
000607 |
930.00 |
952.00 |
928.00 |
951.00 |
+11.00 |
939 |
20,185 |
+386 |
Nov00 |
000607 |
942.00 |
963.00 |
942.00 |
963.00 |
+10.00 |
77 |
7,018 |
-17 |
Jan01 |
000607 |
960.00 |
978.00 |
956.00 |
978.00 |
+10.00 |
136 |
2,519 |
+101 |
Mar01 |
000607 |
978.00 |
993.00 |
971.00 |
993.00 |
+10.00 |
34 |
886 |
+34 |
May01 |
000607 |
990.00 |
1007.00 |
990.00 |
1007.00 |
+10.00 |
0 |
603 |
+0 |
Total Volume and Open Interest |
2,826 |
59,897 |
+128 |
London Sugar(LCE) |
Aug00 |
000607 |
226.70 |
231.90 |
226.70 |
227.40 |
+0.80 |
1,372 |
21,420 |
-302 |
Oct00 |
000607 |
227.20 |
232.00 |
227.20 |
228.20 |
+1.10 |
389 |
12,663 |
+39 |
Dec00 |
000607 |
228.00 |
232.00 |
228.00 |
229.10 |
+1.50 |
80 |
3,034 |
+21 |
Mar01 |
000607 |
228.00 |
231.50 |
228.00 |
228.20 |
+0.60 |
59 |
4,548 |
+27 |
May01 |
000607 |
226.70 |
226.70 |
226.70 |
226.70 |
+0.70 |
1 |
531 |
+0 |
Total Volume and Open Interest |
1,901 |
44,866 |
-215 |
Cotton(NYBOT) |
Jul00 |
000607 |
57.60 |
58.45 |
57.40 |
58.25 |
+0.65 |
8,858 |
20,928 |
-1,972 |
Oct00 |
000607 |
59.95 |
60.70 |
59.75 |
60.68 |
+0.98 |
627 |
2,422 |
+121 |
Dec00 |
000607 |
61.00 |
61.90 |
60.85 |
61.78 |
+0.90 |
5,138 |
21,017 |
-303 |
Mar01 |
000607 |
62.40 |
62.95 |
62.05 |
62.95 |
+0.80 |
548 |
3,421 |
+165 |
May01 |
000607 |
63.00 |
63.60 |
62.70 |
63.55 |
+0.87 |
326 |
1,911 |
+191 |
Jul01 |
000607 |
63.90 |
64.50 |
63.90 |
64.40 |
+0.85 |
67 |
580 |
+12 |
Total Volume and Open Interest |
15,687 |
50,712 |
-1,716 |
Lumber(CME) |
Jul00 |
000607 |
287.3 |
289.2 |
284.3 |
286.9 |
-1.3 |
973 |
2,214 |
-8 |
Sep00 |
000607 |
290.4 |
292.8 |
289.0 |
291.0 |
+1.0 |
307 |
608 |
+20 |
Nov00 |
000607 |
292.7 |
293.3 |
291.9 |
292.3 |
+0.6 |
112 |
385 |
+13 |
Jan01 |
000607 |
297.0 |
297.0 |
294.5 |
295.1 |
+0.4 |
1 |
12 |
+0 |
Total Volume and Open Interest |
1,392 |
3,219 |
+25 |
Crude Oil(NYM) |
Jul00 |
000607 |
29.60 |
30.18 |
28.90 |
29.95 |
+0.20 |
51,278 |
112,594 |
-3,566 |
Aug00 |
000607 |
28.65 |
29.50 |
28.30 |
29.28 |
+0.31 |
26,241 |
77,620 |
+3,300 |
Sep00 |
000607 |
28.00 |
28.70 |
27.75 |
28.66 |
+0.36 |
10,500 |
35,938 |
+342 |
Oct00 |
000607 |
27.30 |
28.13 |
27.30 |
28.13 |
+0.37 |
5,715 |
22,483 |
+1,337 |
Nov00 |
000607 |
26.90 |
27.67 |
26.90 |
27.67 |
+0.38 |
4,547 |
17,625 |
-1,081 |
Dec00 |
000607 |
26.55 |
27.40 |
26.50 |
27.23 |
+0.39 |
6,264 |
42,121 |
+859 |
Jan01 |
000607 |
26.26 |
27.00 |
26.26 |
26.80 |
+0.39 |
3,390 |
17,345 |
+865 |
Feb01 |
000607 |
25.90 |
26.41 |
25.90 |
26.41 |
+0.37 |
487 |
7,843 |
+217 |
Mar01 |
000607 |
25.65 |
26.06 |
25.65 |
26.06 |
+0.38 |
654 |
9,775 |
-151 |
Apr01 |
000607 |
25.22 |
25.71 |
25.22 |
25.71 |
+0.39 |
564 |
4,353 |
-29 |
Total Volume and Open Interest |
113,477 |
459,603 |
+3,467 |
Heating Oil(NYM) |
Jul00 |
000607 |
74.00 |
75.90 |
73.00 |
74.91 |
-0.43 |
10,717 |
32,545 |
+305 |
Aug00 |
000607 |
73.80 |
75.90 |
73.20 |
75.21 |
+0.12 |
3,791 |
15,270 |
+334 |
Sep00 |
000607 |
74.00 |
76.30 |
73.60 |
75.46 |
+0.12 |
1,708 |
9,062 |
+141 |
Oct00 |
000607 |
75.10 |
76.75 |
74.10 |
75.81 |
+0.17 |
615 |
6,750 |
+107 |
Nov00 |
000607 |
75.25 |
76.90 |
74.85 |
76.11 |
+0.22 |
1,101 |
10,630 |
-147 |
Dec00 |
000607 |
75.40 |
76.50 |
74.50 |
76.26 |
+0.22 |
1,759 |
18,051 |
-25 |
Jan01 |
000607 |
74.80 |
75.80 |
74.40 |
75.61 |
+0.22 |
1,638 |
8,105 |
+482 |
Feb01 |
000607 |
73.00 |
74.30 |
72.70 |
74.06 |
+0.27 |
788 |
6,935 |
+3 |
Mar01 |
000607 |
70.60 |
71.46 |
70.50 |
71.46 |
+0.32 |
293 |
4,786 |
-57 |
Apr01 |
000607 |
68.15 |
68.71 |
68.00 |
68.71 |
+0.42 |
404 |
2,000 |
+302 |
Total Volume and Open Interest |
23,775 |
118,467 |
+1,991 |
Unleaded Gas(NYM) |
Jul00 |
000607 |
98.00 |
101.40 |
96.40 |
101.06 |
+2.23 |
18,496 |
40,721 |
-631 |
Aug00 |
000607 |
94.20 |
97.30 |
93.25 |
97.13 |
+1.57 |
10,297 |
19,543 |
+758 |
Sep00 |
000607 |
89.15 |
91.60 |
88.70 |
91.43 |
+0.97 |
3,978 |
16,540 |
+349 |
Oct00 |
000607 |
82.86 |
84.60 |
82.30 |
84.60 |
+0.74 |
821 |
9,716 |
-82 |
Nov00 |
000607 |
78.35 |
80.00 |
78.10 |
79.85 |
+0.60 |
662 |
4,903 |
+229 |
Dec00 |
000607 |
76.20 |
77.25 |
76.20 |
77.25 |
+0.35 |
161 |
2,321 |
+137 |
Jan01 |
000607 |
74.65 |
74.65 |
74.65 |
74.65 |
-0.25 |
159 |
424 |
+110 |
Feb01 |
000607 |
72.80 |
73.55 |
72.80 |
73.55 |
-0.25 |
90 |
451 |
+50 |
Total Volume and Open Interest |
34,664 |
95,327 |
+920 |
Natural Gas(NYM) |
Jul00 |
000607 |
4.210 |
4.220 |
3.930 |
3.945 |
-0.349 |
250 |
53,440 |
-5,345 |
Aug00 |
000607 |
4.185 |
4.200 |
3.910 |
3.929 |
-0.337 |
16,117 |
34,454 |
+2,664 |
Sep00 |
000607 |
4.170 |
4.180 |
3.900 |
3.911 |
-0.320 |
4,804 |
27,385 |
+5 |
Oct00 |
000607 |
4.150 |
4.150 |
3.900 |
3.906 |
-0.314 |
5,857 |
26,746 |
-606 |
Nov00 |
000607 |
4.210 |
4.220 |
3.983 |
3.983 |
-0.303 |
2,597 |
17,076 |
-13 |
Dec00 |
000607 |
4.280 |
4.280 |
4.050 |
4.070 |
-0.285 |
5,445 |
25,538 |
-752 |
Jan01 |
000607 |
4.265 |
4.265 |
4.035 |
4.070 |
-0.280 |
4,329 |
23,766 |
+90 |
Feb01 |
000607 |
4.050 |
4.050 |
3.860 |
3.860 |
-0.275 |
1,871 |
12,352 |
+145 |
Total Volume and Open Interest |
47,300 |
342,606 |
-4,633 |
Brent Crude Oil(IPE) |
Jul00 |
000607 |
28.55 |
29.28 |
27.90 |
29.22 |
+0.63 |
25,443 |
70,112 |
-2,928 |
Aug00 |
000607 |
27.65 |
28.19 |
26.98 |
28.06 |
+0.45 |
17,148 |
81,819 |
+3,112 |
Sep00 |
000607 |
26.90 |
27.45 |
26.30 |
27.39 |
+0.49 |
6,025 |
25,530 |
-289 |
Oct00 |
000607 |
26.36 |
26.94 |
25.94 |
26.94 |
+0.50 |
3,140 |
16,964 |
+278 |
Nov00 |
000607 |
26.19 |
26.63 |
25.71 |
26.63 |
+0.51 |
1,203 |
10,141 |
+499 |
Dec00 |
000607 |
25.87 |
26.25 |
25.35 |
26.25 |
+0.45 |
2,092 |
30,746 |
+408 |
Jan01 |
000607 |
25.42 |
25.83 |
24.93 |
25.83 |
+0.48 |
663 |
11,405 |
-298 |
Feb01 |
000607 |
25.01 |
25.44 |
25.01 |
25.44 |
+0.50 |
8 |
7,456 |
+0 |
Total Volume and Open Interest |
55,737 |
301,839 |
+782 |
Gas Oil(IPE) |
Jun00 |
000607 |
229.50 |
230.00 |
225.25 |
227.25 |
-4.25 |
12,690 |
19,296 |
-3,414 |
Jul00 |
000607 |
226.75 |
226.75 |
221.50 |
223.25 |
-4.50 |
9,595 |
34,764 |
+2,953 |
Aug00 |
000607 |
225.50 |
225.50 |
221.00 |
222.75 |
-4.50 |
2,669 |
12,071 |
+805 |
Sep00 |
000607 |
225.00 |
225.50 |
223.25 |
223.75 |
-3.75 |
239 |
7,478 |
-110 |
Oct00 |
000607 |
226.00 |
226.75 |
224.00 |
224.75 |
-4.75 |
456 |
5,461 |
+191 |
Nov00 |
000607 |
224.25 |
225.00 |
224.25 |
224.25 |
-5.00 |
67 |
2,918 |
+67 |
Dec00 |
000607 |
224.50 |
225.50 |
223.00 |
223.50 |
-5.25 |
990 |
20,168 |
+197 |
Jan01 |
000607 |
223.25 |
223.25 |
221.00 |
221.25 |
-5.00 |
620 |
2,633 |
+55 |
Total Volume and Open Interest |
27,581 |
111,377 |
+894 |
US Dollar Index(NYBOT) |
Jun00 |
000607 |
106.54 |
106.74 |
106.03 |
106.15 |
-0.37 |
1,421 |
4,998 |
-81 |
Sep00 |
000607 |
106.20 |
106.35 |
105.70 |
105.79 |
-0.35 |
279 |
2,308 |
+66 |
Dec00 |
000607 |
105.55 |
105.55 |
105.43 |
105.43 |
-0.33 |
0 |
2 |
+0 |
Total Volume and Open Interest |
1,600 |
7,308 |
-15 |
Australian Dollar(IMM) |
Jun00 |
000607 |
58.94 |
59.40 |
58.82 |
59.27 |
+0.31 |
5,231 |
23,050 |
+742 |
Sep00 |
000607 |
59.00 |
59.40 |
58.93 |
59.37 |
+0.31 |
2,740 |
2,327 |
+313 |
Dec00 |
000607 |
59.47 |
59.47 |
59.47 |
59.47 |
+0.31 |
1 |
64 |
+0 |
Total Volume and Open Interest |
8,006 |
25,818 |
+1,090 |
British Pound(IMM) |
Jun00 |
000607 |
152.24 |
152.58 |
151.90 |
152.22 |
-0.74 |
9,513 |
47,303 |
-2,242 |
Sep00 |
000607 |
152.54 |
152.86 |
152.20 |
152.50 |
-0.74 |
1,426 |
2,761 |
+777 |
Dec00 |
000607 |
153.00 |
153.00 |
152.60 |
152.80 |
-0.74 |
2 |
248 |
+0 |
Total Volume and Open Interest |
10,941 |
50,316 |
-1,465 |
Canadian Dollar(IMM) |
Jun00 |
000607 |
67.84 |
67.87 |
67.61 |
67.64 |
-0.15 |
8,450 |
50,987 |
-2,452 |
Sep00 |
000607 |
67.96 |
68.02 |
67.75 |
67.79 |
-0.15 |
1,257 |
13,503 |
-136 |
Dec00 |
000607 |
68.12 |
68.12 |
67.93 |
67.94 |
-0.15 |
18 |
2,889 |
+7 |
Mar01 |
000607 |
68.10 |
68.10 |
68.10 |
68.10 |
-0.15 |
2 |
707 |
+1 |
Total Volume and Open Interest |
9,727 |
68,252 |
-2,580 |
Japanese Yen(IMM) |
Jun00 |
000607 |
94.85 |
95.14 |
94.66 |
94.98 |
+0.10 |
30,240 |
77,097 |
+298 |
Sep00 |
000607 |
96.48 |
96.75 |
96.29 |
96.59 |
+0.11 |
3,651 |
4,339 |
+982 |
Dec00 |
000607 |
98.26 |
98.26 |
98.26 |
98.26 |
+0.12 |
101 |
589 |
-5 |
Total Volume and Open Interest |
33,992 |
82,045 |
+1,275 |
Swiss Franc(IMM) |
Jun00 |
000607 |
61.04 |
61.44 |
60.91 |
61.37 |
+0.50 |
17,630 |
36,859 |
-1,842 |
Sep00 |
000607 |
61.63 |
62.02 |
61.49 |
61.94 |
+0.52 |
1,524 |
3,384 |
+1,751 |
Dec00 |
000607 |
62.45 |
62.45 |
62.45 |
62.45 |
+0.52 |
0 |
37 |
+0 |
Total Volume and Open Interest |
19,154 |
40,281 |
-91 |
EuroFX(IMM) |
Jun00 |
000607 |
95.60 |
96.35 |
95.44 |
96.19 |
+0.63 |
21,065 |
59,132 |
-2,072 |
Sep00 |
000607 |
96.20 |
96.91 |
96.04 |
96.77 |
+0.64 |
3,761 |
6,918 |
+2,501 |
Dec00 |
000607 |
96.72 |
97.34 |
96.72 |
97.34 |
+0.65 |
120 |
303 |
-7 |
Total Volume and Open Interest |
24,946 |
66,367 |
+422 |
Mexican Peso(IMM) |
Jun00 |
000607 |
10170.0 |
10210.0 |
10080.0 |
10105.0 |
-105.0 |
15,405 |
17,992 |
+1,295 |
Sep00 |
000607 |
9860.0 |
9920.0 |
9800.0 |
9810.0 |
-100.0 |
2,410 |
4,455 |
+1,139 |
Total Volume and Open Interest |
17,895 |
24,115 |
+2,473 |
30-Year T-Bonds(CBOT) |
Jun00 |
000607 |
96~29 |
97~16 |
96~19 |
97~11 |
+0~10 |
15,802 |
62,795 |
-9,850 |
Sep00 |
000607 |
96~30 |
97~15 |
96~15 |
97~08 |
+0~10 |
169,592 |
331,562 |
+13,155 |
Dec00 |
000607 |
96~25 |
97~07 |
96~25 |
97~07 |
+0~10 |
26 |
3,211 |
+26 |
Total Volume and Open Interest |
185,420 |
397,802 |
+3,331 |
Municipal Bonds(CBOT) |
Jun00 |
000607 |
94~27 |
95~08 |
94~24 |
95~03 |
+0~02 |
1,159 |
11,664 |
-830 |
Sep00 |
000607 |
94~07 |
94~19 |
94~01 |
94~14 |
+0~03 |
2,504 |
14,372 |
+1,111 |
Total Volume and Open Interest |
3,663 |
26,436 |
+281 |
10-Year T-Notes(CBOT) |
Jun00 |
000607 |
97~270 |
98~045 |
97~210 |
98~000 |
+0~020 |
29,262 |
109,165 |
-20,485 |
Sep00 |
000607 |
97~245 |
97~300 |
97~135 |
97~250 |
+0~015 |
140,080 |
462,548 |
+26,024 |
Total Volume and Open Interest |
169,342 |
571,804 |
+5,539 |
5-Year T-Notes(CBOT) |
Jun00 |
000607 |
98~120 |
98~155 |
98~070 |
98~130 |
+0~005 |
24,909 |
66,353 |
-16,782 |
Sep00 |
000607 |
98~075 |
98~120 |
98~035 |
98~100 |
+0~005 |
68,901 |
312,762 |
+12,144 |
Total Volume and Open Interest |
93,810 |
379,115 |
-4,638 |
2 Year T-Notes(CBOT) |
Jun00 |
000607 |
98~126 |
99~000 |
98~120 |
98~126 |
-0~002 |
2,356 |
11,792 |
-1,667 |
Sep00 |
000607 |
98~108 |
98~114 |
98~104 |
98~112 |
-0~002 |
3,289 |
37,367 |
+649 |
Total Volume and Open Interest |
5,645 |
49,159 |
-1,018 |
3-Mth T-Bills(IMM) |
Sep00 |
000607 |
93.83 |
93.83 |
93.83 |
93.83 |
+0.01 |
107 |
201 |
+91 |
Total Volume and Open Interest |
161 |
773 |
+52 |
Eurodollars(IMM) |
Jun00 |
000607 |
93.175 |
93.180 |
93.173 |
93.180 |
-0.003 |
44,683 |
452,851 |
-2,443 |
Sep00 |
000607 |
92.950 |
92.965 |
92.940 |
92.945 |
-0.020 |
102,686 |
565,942 |
+1,948 |
Dec00 |
000607 |
92.770 |
92.785 |
92.750 |
92.765 |
-0.025 |
95,886 |
464,191 |
-12,986 |
Mar01 |
000607 |
92.770 |
92.780 |
92.735 |
92.750 |
-0.035 |
63,030 |
365,523 |
-4,573 |
Jun01 |
000607 |
92.740 |
92.745 |
92.695 |
92.720 |
-0.035 |
41,893 |
259,023 |
+3,520 |
Sep01 |
000607 |
92.730 |
92.740 |
92.690 |
92.710 |
-0.040 |
32,916 |
206,895 |
-2,152 |
Dec01 |
000607 |
92.700 |
92.700 |
92.650 |
92.670 |
-0.040 |
12,007 |
152,378 |
-968 |
Mar02 |
000607 |
92.755 |
92.765 |
92.710 |
92.740 |
-0.030 |
9,192 |
136,457 |
-46 |
Jun02 |
000607 |
92.760 |
92.765 |
92.715 |
92.740 |
-0.035 |
7,292 |
100,283 |
+1,006 |
Sep02 |
000607 |
92.770 |
92.775 |
92.725 |
92.750 |
-0.035 |
4,346 |
94,417 |
-412 |
Dec02 |
000607 |
92.735 |
92.740 |
92.685 |
92.710 |
-0.035 |
4,887 |
74,438 |
-502 |
Mar03 |
000607 |
92.790 |
92.790 |
92.740 |
92.765 |
-0.035 |
4,032 |
73,545 |
-648 |
Total Volume and Open Interest |
453,211 |
3,337,488 |
-17,779 |
3-Mth Euro-Yen(IMM) |
Jun00 |
000607 |
99.88 |
99.88 |
99.86 |
99.87 |
-0.01 |
530 |
14,790 |
-248 |
Sep00 |
000607 |
99.71 |
99.71 |
99.70 |
99.71 |
-0.02 |
913 |
13,483 |
-19 |
Dec00 |
000607 |
99.54 |
99.54 |
99.54 |
99.54 |
-0.02 |
1,651 |
15,104 |
-112 |
Mar01 |
000607 |
99.43 |
99.44 |
99.43 |
99.43 |
-0.03 |
685 |
14,953 |
+302 |
Jun01 |
000607 |
99.32 |
99.32 |
99.31 |
99.31 |
-0.02 |
276 |
5,003 |
-85 |
Sep01 |
000607 |
99.18 |
99.18 |
99.17 |
99.17 |
-0.02 |
314 |
19,271 |
+401 |
Dec01 |
000607 |
99.04 |
99.04 |
99.04 |
99.04 |
-0.02 |
0 |
1,492 |
-188 |
Mar02 |
000607 |
98.92 |
98.92 |
98.90 |
98.92 |
-0.02 |
100 |
1,591 |
+0 |
Jun02 |
000607 |
98.81 |
98.81 |
98.79 |
98.81 |
unch |
1 |
79 |
+0 |
Sep02 |
000607 |
98.67 |
98.67 |
98.67 |
98.67 |
unch |
0 |
30 |
+0 |
Total Volume and Open Interest |
4,469 |
85,851 |
+51 |
3-Mth Euro-Yen(SIMEX) |
Jun00 |
000607 |
99.88 |
99.88 |
99.87 |
99.87 |
-0.01 |
1,438 |
78,080 |
+1,811 |
Sep00 |
000607 |
99.72 |
99.73 |
99.71 |
99.71 |
-0.01 |
7,000 |
74,347 |
+939 |
Dec00 |
000607 |
99.56 |
99.56 |
99.54 |
99.54 |
-0.02 |
6,010 |
82,387 |
+1,096 |
Mar01 |
000607 |
99.46 |
99.46 |
99.43 |
99.43 |
-0.03 |
5,267 |
77,408 |
+3,238 |
Jun01 |
000607 |
99.33 |
99.33 |
99.32 |
99.32 |
-0.01 |
2,855 |
64,436 |
+2,677 |
Sep01 |
000607 |
99.19 |
99.19 |
99.18 |
99.18 |
-0.01 |
1,610 |
58,313 |
+590 |
Dec01 |
000607 |
99.04 |
99.04 |
99.04 |
99.04 |
unch |
1,350 |
18,427 |
-66 |
Mar02 |
000607 |
98.94 |
98.94 |
98.92 |
98.92 |
-0.01 |
664 |
12,273 |
+77 |
Total Volume and Open Interest |
26,194 |
468,691 |
+10,362 |
German Euro-Bund(EUREX) |
Jun00 |
000607 |
106.25 |
106.28 |
105.92 |
106.19 |
+0.06 |
646,949 |
462,065 |
-71,817 |
Sep00 |
000607 |
106.01 |
106.01 |
105.62 |
105.92 |
+0.07 |
262,174 |
301,904 |
+33,782 |
Dec00 |
000607 |
105.55 |
105.55 |
105.55 |
105.55 |
+0.02 |
994 |
3,152 |
+669 |
Total Volume and Open Interest |
910,117 |
767,121 |
-37,366 |
German Euro-Bobl(EUREX) |
Jun00 |
000607 |
103.70 |
103.71 |
103.56 |
103.59 |
+0.01 |
313,606 |
264,365 |
-26,724 |
Sep00 |
000607 |
103.92 |
103.92 |
103.68 |
103.81 |
unch |
144,302 |
150,504 |
+33,442 |
Dec00 |
000607 |
103.53 |
103.53 |
103.53 |
103.53 |
+0.12 |
0 |
2,501 |
+0 |
Total Volume and Open Interest |
457,908 |
417,370 |
+6,718 |
Long Gilt(LIFFE) |
Jun00 |
000607 |
114~26 |
114~26 |
114~11 |
114~20 |
-0~03 |
7,475 |
11,790 |
-2,772 |
Sep00 |
000607 |
114~16 |
114~17 |
113~31 |
114~10 |
-0~03 |
15,368 |
55,054 |
+1,100 |
Total Volume and Open Interest |
22,843 |
66,844 |
-1,672 |
3-Mth Short Sterling(LIFFE) |
Jun00 |
000607 |
93.74 |
93.78 |
93.72 |
93.77 |
+0.03 |
11,364 |
177,006 |
-696 |
Sep00 |
000607 |
93.59 |
93.61 |
93.56 |
93.60 |
+0.02 |
17,419 |
210,274 |
+940 |
Dec00 |
000607 |
93.43 |
93.46 |
93.42 |
93.45 |
+0.02 |
16,872 |
166,793 |
+1,203 |
Total Volume and Open Interest |
72,762 |
904,913 |
-3,514 |
3-Mth Euribor(LIFFE) |
Jun00 |
000607 |
95.550 |
95.570 |
95.545 |
95.565 |
+0.020 |
70,767 |
285,438 |
+3,164 |
Sep00 |
000607 |
95.295 |
95.330 |
95.290 |
95.310 |
+0.025 |
114,200 |
338,633 |
-10,920 |
Dec00 |
000607 |
95.060 |
95.095 |
95.045 |
95.070 |
+0.025 |
61,604 |
198,637 |
+2,497 |
Total Volume and Open Interest |
346,477 |
1,352,652 |
-6,704 |
3-Mth Aus T-Bills(SFE) |
Jun00 |
000607 |
93.82 |
93.84 |
93.81 |
93.81 |
-0.01 |
5,630 |
98,209 |
+98,209 |
Sep00 |
000607 |
93.74 |
93.78 |
93.73 |
93.74 |
unch |
4,180 |
199,074 |
+199,074 |
Dec00 |
000607 |
93.67 |
93.68 |
93.62 |
93.63 |
-0.01 |
584 |
52,659 |
+52,659 |
Mar01 |
000607 |
93.60 |
93.63 |
93.57 |
93.58 |
-0.01 |
442 |
28,090 |
+28,090 |
Jun01 |
000607 |
93.54 |
93.57 |
93.53 |
93.53 |
+0.01 |
280 |
15,993 |
+15,993 |
Sep01 |
000607 |
93.51 |
93.52 |
93.47 |
93.47 |
unch |
120 |
8,809 |
+8,809 |
Dec01 |
000607 |
93.44 |
93.44 |
93.43 |
93.43 |
unch |
305 |
6,625 |
+6,625 |
Mar02 |
000607 |
93.44 |
93.44 |
93.41 |
93.41 |
+0.01 |
125 |
5,473 |
+5,473 |
Jun02 |
000607 |
93.39 |
93.39 |
93.37 |
93.37 |
unch |
45 |
2,585 |
+2,585 |
Sep02 |
000607 |
93.35 |
93.35 |
93.35 |
93.35 |
+0.01 |
50 |
2,109 |
+2,109 |
Total Volume and Open Interest |
11,986 |
423,915 |
+423,915 |
10-Year Aus T-Bonds(SFE) |
Jun00 |
000607 |
93.89 |
93.96 |
93.85 |
93.90 |
+0.01 |
1,906 |
191,156 |
+191,156 |
Sep00 |
000607 |
93.93 |
93.94 |
93.87 |
93.87 |
-0.01 |
627 |
1,595 |
+1,595 |
Total Volume and Open Interest |
2,533 |
192,751 |
+192,751 |
3-Year Aus T-Bonds(SFE) |
Jun00 |
000607 |
93.98 |
94.04 |
93.96 |
93.97 |
unch |
4,585 |
402,029 |
+402,029 |
Sep00 |
000607 |
93.94 |
93.98 |
93.93 |
93.93 |
unch |
1,691 |
3,069 |
+3,069 |
Total Volume and Open Interest |
6,276 |
405,098 |
+405,098 |
Gold(CMX) |
Jun00 |
000607 |
285.5 |
287.2 |
284.0 |
287.2 |
-1.8 |
94 |
210 |
-60 |
Aug00 |
000607 |
288.7 |
290.4 |
286.9 |
290.0 |
-1.8 |
39,835 |
76,540 |
-3,325 |
Oct00 |
000607 |
292.2 |
293.0 |
290.0 |
293.0 |
-1.8 |
221 |
4,233 |
+17 |
Dec00 |
000607 |
295.0 |
296.5 |
293.1 |
296.1 |
-1.7 |
418 |
21,931 |
+34 |
Feb01 |
000607 |
296.9 |
298.8 |
296.0 |
298.8 |
-1.7 |
22 |
10,061 |
-8 |
Apr01 |
000607 |
301.6 |
301.6 |
301.6 |
301.6 |
-1.7 |
161 |
3,495 |
-26 |
Total Volume and Open Interest |
41,209 |
140,841 |
-3,307 |
Silver(CMX) |
Jul00 |
000607 |
509.0 |
513.5 |
508.5 |
512.0 |
+1.0 |
24,055 |
53,436 |
-3,366 |
Sep00 |
000607 |
514.0 |
517.0 |
513.0 |
516.1 |
+1.5 |
1,422 |
8,187 |
+23 |
Dec00 |
000607 |
519.5 |
523.0 |
517.0 |
521.2 |
+1.8 |
648 |
8,764 |
+116 |
Mar01 |
000607 |
525.1 |
525.1 |
525.1 |
525.1 |
+2.1 |
4 |
870 |
-2 |
May01 |
000607 |
527.1 |
527.1 |
527.1 |
527.1 |
+2.1 |
2 |
810 |
+0 |
Total Volume and Open Interest |
26,211 |
76,295 |
-3,183 |
Platinum(NYM) |
Jul00 |
000607 |
554.0 |
555.0 |
533.5 |
534.3 |
-17.1 |
929 |
9,956 |
-157 |
Oct00 |
000607 |
535.0 |
535.0 |
516.0 |
518.3 |
-16.1 |
19 |
1,460 |
-8 |
Jan01 |
000607 |
514.0 |
514.0 |
503.3 |
503.3 |
-15.1 |
5 |
23 |
+5 |
Total Volume and Open Interest |
953 |
11,439 |
-160 |
Palladium(NYME) |
Jun00 |
000607 |
635.00 |
641.15 |
635.00 |
641.15 |
+20.50 |
33 |
86 |
-2 |
Sep00 |
000607 |
628.00 |
644.00 |
625.00 |
641.65 |
+20.50 |
141 |
1,981 |
+42 |
Dec00 |
000607 |
636.00 |
639.65 |
636.00 |
639.65 |
+20.50 |
2 |
113 |
+0 |
Total Volume and Open Interest |
174 |
2,180 |
+40 |
Copper(CMX) |
Jul00 |
000607 |
80.10 |
80.30 |
78.45 |
79.45 |
-1.00 |
4,387 |
31,649 |
-119 |
Sep00 |
000607 |
80.60 |
80.60 |
79.10 |
80.05 |
-0.85 |
726 |
9,394 |
+178 |
Dec00 |
000607 |
80.90 |
80.90 |
79.35 |
80.35 |
-0.85 |
258 |
7,079 |
+55 |
Mar01 |
000607 |
79.80 |
80.65 |
79.80 |
80.60 |
-0.70 |
12 |
2,071 |
+7 |
May01 |
000607 |
80.10 |
80.60 |
80.00 |
80.60 |
-0.70 |
0 |
871 |
+0 |
Total Volume and Open Interest |
6,031 |
63,966 |
+57 |
DJIA Index(CBOT) |
Jun00 |
000607 |
10746 |
10870 |
10720 |
10830 |
+68 |
11,229 |
16,301 |
-740 |
Sep00 |
000607 |
10895 |
11005 |
10860 |
10968 |
+67 |
1,143 |
2,120 |
+748 |
Dec00 |
000607 |
11045 |
11150 |
11025 |
11122 |
+67 |
73 |
2,052 |
+52 |
Total Volume and Open Interest |
12,445 |
20,479 |
+60 |
S & P 500(CME) |
Jun00 |
000607 |
1462.50 |
1477.50 |
1457.50 |
1472.00 |
+9.00 |
87,588 |
305,578 |
-19,888 |
Sep00 |
000607 |
1485.00 |
1499.50 |
1479.50 |
1494.30 |
+9.20 |
40,956 |
97,405 |
+22,274 |
Dec00 |
000607 |
1507.00 |
1521.00 |
1506.00 |
1517.70 |
+9.20 |
96 |
4,457 |
-7 |
Mar01 |
000607 |
1541.20 |
1544.70 |
1529.70 |
1541.20 |
+9.00 |
2 |
685 |
+1 |
Total Volume and Open Interest |
128,647 |
408,788 |
+2,380 |
S & P 500 E-Mini(Globex) |
Jun00 |
000607 |
1463.50 |
1477.50 |
1457.50 |
1472.00 |
+9.00 |
66,307 |
42,314 |
-2,195 |
Sep00 |
000607 |
1485.25 |
1500.00 |
1479.50 |
1494.25 |
+9.25 |
360 |
425 |
+88 |
Total Volume and Open Interest |
66,667 |
42,739 |
-2,107 |
NASDAQ 100(CME) |
Jun00 |
000607 |
3670.00 |
3745.00 |
3600.00 |
3737.50 |
+75.00 |
17,954 |
34,255 |
-1,634 |
Sep00 |
000607 |
3720.00 |
3796.50 |
3670.00 |
3796.50 |
+76.50 |
1,982 |
3,910 |
+1,139 |
Dec00 |
000607 |
3777.50 |
3855.50 |
3777.50 |
3855.50 |
+78.00 |
2 |
10 |
+0 |
Total Volume and Open Interest |
19,938 |
38,175 |
-495 |
NASDAQ 100 E-Mini(GLOBEX) |
Jun00 |
000607 |
3663.5 |
3746.5 |
3605.0 |
3737.5 |
+75.0 |
37,738 |
29,705 |
+223 |
Sep00 |
000607 |
3735.0 |
3801.5 |
3666.5 |
3796.5 |
+76.5 |
89 |
142 |
+60 |
Total Volume and Open Interest |
37,827 |
29,847 |
+283 |
NYSE Composite(NYBOT) |
Jun00 |
000607 |
654.25 |
659.25 |
653.25 |
656.00 |
+1.75 |
402 |
2,292 |
+35 |
Sep00 |
000607 |
664.00 |
665.25 |
664.00 |
665.25 |
+1.75 |
24 |
284 |
+6 |
Dec00 |
000607 |
674.50 |
674.50 |
674.50 |
674.50 |
+1.80 |
6 |
220 |
+2 |
Total Volume and Open Interest |
317 |
1,913 |
+81 |
S & P Midcap 400(CME) |
Jun00 |
000607 |
493.00 |
498.00 |
488.55 |
496.75 |
+4.40 |
2,106 |
10,960 |
-1,025 |
Sep00 |
000607 |
498.00 |
505.00 |
498.00 |
504.25 |
+4.50 |
1,530 |
2,170 |
+837 |
Dec00 |
000607 |
508.80 |
509.55 |
508.80 |
508.80 |
+4.50 |
|
|
|
Total Volume and Open Interest |
3,636 |
13,130 |
-188 |
Russell 2000(CME) |
Jun00 |
000607 |
513.00 |
519.50 |
507.25 |
518.00 |
+9.25 |
3,301 |
11,919 |
-708 |
Sep00 |
000607 |
517.00 |
528.00 |
516.00 |
525.00 |
+9.65 |
2,219 |
1,349 |
+800 |
Dec00 |
000607 |
532.80 |
534.80 |
532.80 |
532.80 |
+9.65 |
|
|
|
Total Volume and Open Interest |
5,520 |
13,268 |
+92 |
Value Line(KCBT) |
Jun00 |
000607 |
1080.00 |
1085.00 |
1076.00 |
1083.35 |
+3.85 |
34 |
141 |
-11 |
Total Volume and Open Interest |
38 |
168 |
-10 |
Nikkei 225(CME) |
Jun00 |
000607 |
17050 |
17305 |
17050 |
17305 |
+285 |
5,555 |
16,459 |
-2,202 |
Sep00 |
000607 |
17120 |
17390 |
17080 |
17345 |
+295 |
4,736 |
9,031 |
+3,061 |
Total Volume and Open Interest |
10,291 |
25,492 |
+859 |
Nikkei 225(SIMEX) |
Jun00 |
000607 |
17000 |
17210 |
17000 |
17130 |
-10 |
28,471 |
85,874 |
-7,569 |
Sep00 |
000607 |
17070 |
17210 |
16995 |
17135 |
-10 |
24,438 |
68,741 |
+22,515 |
Dec00 |
000607 |
17115 |
17115 |
17115 |
17115 |
-10 |
0 |
2,066 |
+0 |
Total Volume and Open Interest |
22,639 |
114,166 |
+1,162 |
CAC 40(MATIF) |
Jun00 |
000607 |
6568.0 |
6579.0 |
6458.5 |
6520.0 |
-41.0 |
39,303 |
271,041 |
+6,529 |
Jul00 |
000607 |
6575.5 |
6586.5 |
6485.5 |
6531.0 |
-61.0 |
366 |
3,702 |
+228 |
Aug00 |
000607 |
6520.0 |
6532.0 |
6515.0 |
6524.0 |
-106.5 |
|
|
|
Total Volume and Open Interest |
40,252 |
334,989 |
+7,589 |
DAX Index(EUREX) |
Jun00 |
000607 |
7320.0 |
7334.0 |
7251.5 |
7297.0 |
-65.0 |
42,449 |
421,598 |
-7,837 |
Sep00 |
000607 |
7408.5 |
7412.5 |
7333.5 |
7378.0 |
-66.0 |
7,346 |
10,695 |
+8,993 |
Dec00 |
000607 |
7435.0 |
7469.5 |
7435.0 |
7466.5 |
-68.0 |
39 |
592 |
+200 |
Total Volume and Open Interest |
49,834 |
432,885 |
+1,356 |
FT-SE 100(LIFFE) |
Jun00 |
000607 |
6545.50 |
6562.00 |
6491.00 |
6501.00 |
-54.00 |
40,970 |
195,735 |
-4,525 |
Sep00 |
000607 |
6610.00 |
6624.50 |
6557.00 |
6564.50 |
-55.00 |
11,567 |
61,345 |
+9,680 |
Dec00 |
000607 |
6654.00 |
6654.00 |
6654.00 |
6654.00 |
-54.00 |
0 |
1,321 |
+0 |
Total Volume and Open Interest |
52,537 |
258,401 |
+5,155 |
SPI 200(SFE) |
Jun00 |
000607 |
3149.0 |
3155.0 |
3116.0 |
3121.0 |
-26.0 |
7,692 |
151,023 |
+0 |
Sep00 |
000607 |
3170.0 |
3170.0 |
3137.0 |
3139.0 |
-26.0 |
428 |
4,762 |
+0 |
Dec00 |
000607 |
3156.0 |
3156.0 |
3156.0 |
3156.0 |
-25.0 |
30 |
2,353 |
+0 |
Total Volume and Open Interest |
8,150 |
159,278 |
+0 |
GSCI(CME) |
Jun00 |
000607 |
225.75 |
225.75 |
221.15 |
224.50 |
-1.30 |
96 |
36,963 |
-64 |
Jul00 |
000607 |
222.00 |
224.00 |
220.50 |
223.20 |
-1.20 |
6,760 |
1,359 |
+0 |
Aug00 |
000607 |
220.70 |
220.70 |
219.50 |
220.70 |
-1.90 |
0 |
64 |
+0 |
Total Volume and Open Interest |
127 |
38,415 |
-16 |
Bridge CRB Index(NYBOT) |
Aug00 |
000607 |
224.00 |
224.10 |
222.40 |
223.50 |
-1.45 |
170 |
1,674 |
+95 |
Nov00 |
000607 |
223.25 |
223.70 |
222.70 |
223.70 |
-1.25 |
17 |
693 |
+0 |
Jan01 |
000607 |
222.95 |
222.95 |
222.65 |
222.65 |
-2.05 |
0 |
250 |
+0 |
Total Volume and Open Interest |
2,889 |
|
|
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
|
|