 |
MRCI's Free Historical Futures Prices |
Daily Futures Price Listing Fri June 23, 2000 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Jul00 |
000623 |
501.50 |
502.00 |
497.25 |
498.00 |
-3.75 |
13,010 |
34,800 |
-1,901 |
Aug00 |
000623 |
490.50 |
493.00 |
488.50 |
490.00 |
-2.00 |
4,521 |
21,199 |
+8 |
Sep00 |
000623 |
480.50 |
482.50 |
476.50 |
478.25 |
-3.00 |
1,606 |
16,519 |
+464 |
Nov00 |
000623 |
481.00 |
485.00 |
478.50 |
479.75 |
-3.75 |
21,288 |
66,543 |
-361 |
Jan01 |
000623 |
491.00 |
494.00 |
489.00 |
489.75 |
-3.75 |
536 |
6,994 |
-55 |
Mar01 |
000623 |
499.50 |
503.00 |
498.00 |
499.25 |
-2.75 |
182 |
5,644 |
+23 |
May01 |
000623 |
507.00 |
508.50 |
505.00 |
506.00 |
-2.00 |
48 |
5,780 |
-194 |
Total Volume and Open Interest |
41,605 |
163,336 |
-1,902 |
Soybean Meal(CBOT) |
Jul00 |
000623 |
169.50 |
170.40 |
169.00 |
170.20 |
+0.20 |
11,167 |
26,770 |
-1,932 |
Aug00 |
000623 |
162.70 |
163.60 |
162.20 |
162.80 |
-0.10 |
5,212 |
17,939 |
+155 |
Sep00 |
000623 |
157.00 |
159.00 |
156.30 |
156.80 |
-0.90 |
1,640 |
10,712 |
+172 |
Oct00 |
000623 |
154.00 |
155.30 |
153.10 |
153.50 |
-0.80 |
1,043 |
9,497 |
+225 |
Dec00 |
000623 |
153.80 |
155.70 |
152.80 |
153.80 |
-0.60 |
6,342 |
33,967 |
+823 |
Jan01 |
000623 |
154.50 |
156.00 |
153.70 |
154.10 |
-0.60 |
216 |
3,741 |
+70 |
Mar01 |
000623 |
156.80 |
158.00 |
155.40 |
156.50 |
-0.30 |
349 |
3,734 |
+179 |
May01 |
000623 |
158.50 |
158.50 |
156.40 |
157.00 |
-0.80 |
1 |
3,179 |
+0 |
Total Volume and Open Interest |
25,974 |
110,165 |
-304 |
Soybean Oil(CBOT) |
Jul00 |
000623 |
16.36 |
16.37 |
16.11 |
16.13 |
-0.28 |
9,010 |
27,859 |
-574 |
Aug00 |
000623 |
16.55 |
16.55 |
16.30 |
16.31 |
-0.29 |
3,834 |
27,216 |
+17 |
Sep00 |
000623 |
16.72 |
16.72 |
16.52 |
16.53 |
-0.26 |
825 |
14,660 |
+79 |
Oct00 |
000623 |
16.90 |
16.90 |
16.63 |
16.63 |
-0.32 |
242 |
10,424 |
+45 |
Dec00 |
000623 |
17.17 |
17.17 |
16.96 |
16.97 |
-0.28 |
4,787 |
33,795 |
+1,136 |
Jan01 |
000623 |
17.45 |
17.45 |
17.30 |
17.30 |
-0.26 |
196 |
13,201 |
-49 |
Mar01 |
000623 |
17.76 |
17.76 |
17.55 |
17.55 |
-0.33 |
123 |
5,435 |
+12 |
May01 |
000623 |
18.10 |
18.10 |
17.82 |
17.82 |
-0.38 |
35 |
4,908 |
+9 |
Total Volume and Open Interest |
19,087 |
141,567 |
+676 |
Canola(WCE) |
Aug00 |
000623 |
254.5 |
255.0 |
252.4 |
252.5 |
-3.5 |
193 |
8,585 |
+304 |
Sep00 |
000623 |
256.7 |
257.8 |
255.1 |
255.3 |
-3.8 |
570 |
1,751 |
+517 |
Nov00 |
000623 |
263.0 |
263.1 |
260.5 |
261.4 |
-2.9 |
3,700 |
31,768 |
+1,884 |
Jan01 |
000623 |
268.5 |
268.5 |
266.4 |
266.8 |
-3.2 |
227 |
4,835 |
+146 |
Mar01 |
000623 |
274.0 |
274.0 |
272.3 |
272.3 |
-2.7 |
5 |
417 |
+0 |
Total Volume and Open Interest |
8,730 |
55,176 |
+1,400 |
Corn(CBOT) |
Jul00 |
000623 |
201.00 |
202.00 |
199.00 |
199.50 |
-3.25 |
34,385 |
125,734 |
-8,108 |
Sep00 |
000623 |
209.50 |
210.50 |
207.50 |
207.75 |
-3.50 |
15,497 |
109,888 |
+4,243 |
Nov00 |
000623 |
218.00 |
218.50 |
215.00 |
215.00 |
-4.25 |
17 |
1,062 |
+14 |
Dec00 |
000623 |
221.00 |
222.00 |
219.00 |
219.25 |
-4.00 |
19,241 |
165,560 |
+2,207 |
Jan01 |
000623 |
222.50 |
222.50 |
222.50 |
222.50 |
-4.00 |
0 |
86 |
+0 |
Mar01 |
000623 |
232.00 |
233.00 |
230.00 |
230.25 |
-4.00 |
2,205 |
26,214 |
+495 |
Total Volume and Open Interest |
72,599 |
449,727 |
-1,036 |
Wheat(CBOT) |
Jul00 |
000623 |
277.00 |
277.25 |
272.00 |
272.25 |
-5.25 |
15,076 |
36,282 |
-4,363 |
Sep00 |
000623 |
287.50 |
289.00 |
284.00 |
284.50 |
-5.25 |
8,629 |
46,835 |
+2,255 |
Dec00 |
000623 |
304.00 |
306.00 |
301.50 |
301.75 |
-4.50 |
10,976 |
37,464 |
+530 |
Mar01 |
000623 |
316.50 |
318.25 |
313.50 |
313.75 |
-5.25 |
1,150 |
11,844 |
+248 |
May01 |
000623 |
322.00 |
322.00 |
320.00 |
320.00 |
-5.25 |
57 |
432 |
+22 |
Total Volume and Open Interest |
36,293 |
138,547 |
-1,140 |
Wheat(KCBT) |
Jul00 |
000623 |
311.50 |
312.25 |
307.00 |
307.25 |
-4.25 |
5,391 |
17,168 |
-2,710 |
Sep00 |
000623 |
323.00 |
323.00 |
318.00 |
318.00 |
-4.25 |
6,373 |
28,514 |
+764 |
Dec00 |
000623 |
337.00 |
338.00 |
332.00 |
332.75 |
-3.75 |
4,588 |
22,804 |
+209 |
Mar01 |
000623 |
346.00 |
347.00 |
342.00 |
342.75 |
-4.75 |
193 |
3,221 |
+71 |
May01 |
000623 |
352.50 |
352.50 |
348.00 |
348.00 |
-4.00 |
1 |
573 |
+1 |
Total Volume and Open Interest |
16,546 |
72,762 |
-1,665 |
Wheat(MGE) |
Jul00 |
000623 |
333.50 |
334.00 |
330.50 |
331.00 |
-4.00 |
2,770 |
5,469 |
-1,963 |
Sep00 |
000623 |
342.00 |
342.00 |
337.50 |
337.75 |
-5.00 |
1,955 |
8,520 |
+101 |
Dec00 |
000623 |
354.00 |
354.00 |
348.50 |
349.50 |
-5.00 |
295 |
5,020 |
+52 |
Mar01 |
000623 |
363.50 |
363.50 |
362.00 |
362.00 |
-2.50 |
24 |
394 |
-4 |
May01 |
000623 |
369.00 |
369.00 |
369.00 |
369.00 |
unch |
0 |
124 |
+0 |
Total Volume and Open Interest |
5,044 |
19,569 |
-1,814 |
Oats(CBOT) |
Jul00 |
000623 |
107.00 |
107.25 |
104.25 |
104.75 |
-3.50 |
791 |
5,119 |
-603 |
Sep00 |
000623 |
113.50 |
113.50 |
110.50 |
111.00 |
-3.25 |
1,469 |
5,543 |
+623 |
Dec00 |
000623 |
120.50 |
120.50 |
118.00 |
118.50 |
-2.75 |
232 |
5,487 |
-28 |
Mar01 |
000623 |
128.25 |
128.25 |
126.00 |
126.00 |
-2.75 |
15 |
626 |
+1 |
Total Volume and Open Interest |
2,507 |
16,778 |
-7 |
Rough Rice(CBOT) |
Jul00 |
000623 |
4.98 |
5.05 |
4.95 |
5.01 |
+0.02 |
496 |
2,316 |
-88 |
Sep00 |
000623 |
6.30 |
6.30 |
6.20 |
6.20 |
-0.08 |
360 |
1,346 |
+120 |
Nov00 |
000623 |
6.52 |
6.52 |
6.42 |
6.44 |
-0.08 |
377 |
1,710 |
+10 |
Jan01 |
000623 |
6.72 |
6.72 |
6.66 |
6.67 |
-0.09 |
123 |
1,439 |
+68 |
Total Volume and Open Interest |
1,409 |
6,984 |
+129 |
Live Cattle(CME) |
Jun00 |
000623 |
68.500 |
68.500 |
68.200 |
68.225 |
-0.200 |
1,442 |
4,944 |
-1,022 |
Aug00 |
000623 |
66.700 |
66.700 |
66.375 |
66.550 |
-0.125 |
5,320 |
45,473 |
+207 |
Oct00 |
000623 |
69.075 |
69.100 |
68.750 |
68.800 |
-0.225 |
1,904 |
29,845 |
+97 |
Dec00 |
000623 |
71.200 |
71.275 |
71.000 |
71.050 |
-0.075 |
1,092 |
11,173 |
+337 |
Feb01 |
000623 |
72.775 |
72.775 |
72.575 |
72.600 |
-0.125 |
517 |
5,651 |
+178 |
Apr01 |
000623 |
74.950 |
74.950 |
74.775 |
74.825 |
-0.150 |
268 |
4,849 |
+116 |
Total Volume and Open Interest |
10,613 |
104,515 |
-48 |
Feeder Cattle(CME) |
Aug00 |
000623 |
86.050 |
86.400 |
86.050 |
86.125 |
+0.100 |
854 |
10,424 |
+114 |
Sep00 |
000623 |
85.850 |
86.250 |
85.850 |
86.125 |
+0.250 |
196 |
2,264 |
+40 |
Oct00 |
000623 |
86.850 |
87.000 |
86.725 |
86.950 |
+0.125 |
192 |
3,333 |
+64 |
Nov00 |
000623 |
87.500 |
87.675 |
87.400 |
87.550 |
+0.100 |
93 |
2,207 |
-4 |
Jan01 |
000623 |
88.100 |
88.200 |
88.000 |
88.100 |
+0.050 |
48 |
1,374 |
+26 |
Mar01 |
000623 |
88.000 |
88.100 |
88.000 |
88.050 |
+0.125 |
3 |
294 |
+2 |
Apr01 |
000623 |
87.600 |
87.850 |
87.600 |
87.700 |
+0.050 |
1 |
83 |
+1 |
Total Volume and Open Interest |
1,388 |
20,056 |
+243 |
Lean Hogs(CME) |
Jul00 |
000623 |
71.700 |
73.175 |
71.600 |
72.950 |
+1.775 |
1,506 |
12,475 |
-326 |
Aug00 |
000623 |
70.000 |
71.650 |
70.000 |
71.150 |
+1.375 |
2,292 |
18,116 |
+243 |
Oct00 |
000623 |
59.100 |
60.100 |
59.100 |
59.975 |
+0.875 |
622 |
10,158 |
+67 |
Dec00 |
000623 |
56.100 |
57.000 |
56.100 |
56.725 |
+0.675 |
435 |
7,240 |
+199 |
Feb01 |
000623 |
57.000 |
57.700 |
56.800 |
57.300 |
+0.450 |
126 |
1,932 |
+28 |
Apr01 |
000623 |
55.750 |
56.100 |
55.750 |
55.850 |
+0.275 |
5 |
635 |
+2 |
Jun01 |
000623 |
62.500 |
62.850 |
62.500 |
62.800 |
+0.400 |
14 |
108 |
+2 |
Jul01 |
000623 |
62.050 |
62.200 |
62.000 |
62.050 |
-0.050 |
13 |
19 |
+9 |
Total Volume and Open Interest |
5,013 |
50,683 |
+224 |
Pork Bellies(CME) |
Jul00 |
000623 |
87.000 |
89.750 |
87.000 |
89.750 |
+3.000 |
393 |
3,159 |
-52 |
Aug00 |
000623 |
84.950 |
87.850 |
84.950 |
87.775 |
+2.925 |
319 |
1,952 |
+8 |
Feb01 |
000623 |
72.600 |
75.300 |
72.600 |
74.650 |
+1.650 |
2 |
131 |
+2 |
Mar01 |
000623 |
73.500 |
76.500 |
73.500 |
76.500 |
+1.500 |
0 |
15 |
+0 |
May01 |
000623 |
75.750 |
75.750 |
75.750 |
75.750 |
-0.050 |
|
|
|
Total Volume and Open Interest |
714 |
5,258 |
-42 |
Cocoa(NYBOT) |
Jul00 |
000623 |
895 |
895 |
825 |
825 |
-78 |
112 |
1,171 |
-38 |
Sep00 |
000623 |
914 |
917 |
850 |
854 |
-80 |
14,225 |
44,722 |
+1,842 |
Dec00 |
000623 |
943 |
943 |
880 |
890 |
-78 |
2,534 |
23,155 |
+42 |
Mar01 |
000623 |
974 |
974 |
922 |
923 |
-77 |
277 |
8,787 |
-55 |
May01 |
000623 |
990 |
990 |
946 |
946 |
-77 |
4 |
6,485 |
+0 |
Jul01 |
000623 |
1019 |
1023 |
970 |
970 |
-77 |
0 |
7,652 |
+0 |
Sep01 |
000623 |
1050 |
1050 |
997 |
997 |
-77 |
410 |
5,874 |
+150 |
Total Volume and Open Interest |
18,076 |
113,010 |
+2,441 |
Coffee "C"(NYBOT) |
Jul00 |
000623 |
86.75 |
89.50 |
86.75 |
87.05 |
+0.90 |
1,687 |
2,003 |
-1,263 |
Sep00 |
000623 |
90.50 |
93.00 |
89.40 |
89.80 |
+0.30 |
4,929 |
35,395 |
+167 |
Dec00 |
000623 |
94.75 |
97.50 |
94.00 |
94.05 |
+0.25 |
516 |
7,353 |
+125 |
Mar01 |
000623 |
99.00 |
101.00 |
98.50 |
98.50 |
+0.40 |
97 |
3,121 |
+13 |
May01 |
000623 |
103.75 |
104.00 |
100.75 |
100.75 |
+0.40 |
24 |
644 |
+15 |
Jul01 |
000623 |
104.00 |
104.00 |
103.00 |
103.00 |
+0.40 |
18 |
159 |
+4 |
Total Volume and Open Interest |
7,277 |
48,785 |
-936 |
Orange Juice(NYBOT) |
Jul00 |
000623 |
88.10 |
88.10 |
86.30 |
86.95 |
-0.85 |
2,254 |
3,904 |
-1,224 |
Sep00 |
000623 |
87.15 |
87.15 |
85.10 |
85.55 |
-1.70 |
2,663 |
18,716 |
+1,427 |
Nov00 |
000623 |
86.70 |
86.70 |
85.00 |
85.40 |
-1.70 |
492 |
4,441 |
-59 |
Jan01 |
000623 |
87.00 |
87.00 |
85.15 |
85.50 |
-1.65 |
6 |
1,887 |
+0 |
Mar01 |
000623 |
86.00 |
86.25 |
85.00 |
85.50 |
-1.90 |
5 |
1,560 |
-1 |
Total Volume and Open Interest |
5,420 |
31,094 |
+143 |
Sugar #11(NYBOT) |
Jul00 |
000623 |
8.46 |
8.50 |
8.38 |
8.49 |
-0.02 |
11,329 |
34,855 |
-5,550 |
Oct00 |
000623 |
8.50 |
8.50 |
8.37 |
8.45 |
-0.05 |
12,781 |
88,554 |
+1,800 |
Mar01 |
000623 |
8.26 |
8.27 |
8.17 |
8.21 |
-0.08 |
2,230 |
43,423 |
-153 |
May01 |
000623 |
8.17 |
8.17 |
8.09 |
8.12 |
-0.05 |
259 |
8,677 |
+189 |
Jul01 |
000623 |
8.05 |
8.05 |
7.97 |
8.00 |
-0.07 |
330 |
8,073 |
+27 |
Total Volume and Open Interest |
27,019 |
195,958 |
-3,667 |
London Cocoa(LCE) |
Jul00 |
000623 |
652 |
652 |
613 |
615 |
-22 |
988 |
17,116 |
-481 |
Sep00 |
000623 |
674 |
674 |
633 |
637 |
-22 |
2,863 |
34,822 |
+654 |
Dec00 |
000623 |
719 |
719 |
670 |
672 |
-22 |
1,027 |
38,678 |
+174 |
Mar01 |
000623 |
717 |
724 |
686 |
689 |
-21 |
594 |
29,561 |
+64 |
May01 |
000623 |
732 |
736 |
702 |
704 |
-21 |
243 |
19,094 |
+182 |
Jul01 |
000623 |
740 |
740 |
719 |
719 |
-21 |
10 |
5,773 |
-10 |
Sep01 |
000623 |
764 |
764 |
734 |
734 |
-21 |
0 |
3,978 |
+0 |
Total Volume and Open Interest |
5,725 |
174,590 |
+583 |
London Coffee(LCE) |
Jul00 |
000623 |
885.00 |
890.00 |
878.00 |
878.00 |
-4.00 |
2,626 |
16,474 |
-941 |
Sep00 |
000623 |
909.00 |
914.00 |
900.00 |
902.00 |
-5.00 |
2,704 |
33,264 |
+822 |
Nov00 |
000623 |
933.00 |
933.00 |
921.00 |
922.00 |
-4.00 |
662 |
9,114 |
+259 |
Jan01 |
000623 |
952.00 |
952.00 |
940.00 |
940.00 |
-4.00 |
116 |
3,531 |
+91 |
Mar01 |
000623 |
974.00 |
974.00 |
959.00 |
959.00 |
-6.00 |
51 |
1,044 |
+28 |
May01 |
000623 |
985.00 |
985.00 |
978.00 |
978.00 |
-6.00 |
0 |
802 |
+0 |
Total Volume and Open Interest |
6,159 |
64,229 |
+259 |
London Sugar(LCE) |
Aug00 |
000623 |
236.00 |
236.00 |
234.20 |
235.30 |
-0.70 |
1,487 |
18,629 |
-516 |
Oct00 |
000623 |
234.50 |
234.80 |
232.80 |
233.40 |
-1.10 |
1,174 |
13,151 |
+35 |
Dec00 |
000623 |
234.50 |
234.50 |
232.60 |
233.20 |
-0.70 |
299 |
4,331 |
+121 |
Mar01 |
000623 |
233.70 |
233.70 |
232.50 |
232.90 |
-0.90 |
247 |
4,922 |
-62 |
May01 |
000623 |
230.90 |
230.90 |
230.90 |
230.90 |
-1.10 |
20 |
763 |
+0 |
Total Volume and Open Interest |
3,424 |
45,868 |
-320 |
Cotton(NYBOT) |
Jul00 |
000623 |
54.70 |
55.50 |
53.91 |
54.16 |
-0.85 |
2,541 |
3,732 |
-2,301 |
Oct00 |
000623 |
58.81 |
59.50 |
58.67 |
58.78 |
-0.02 |
1,156 |
3,284 |
+360 |
Dec00 |
000623 |
60.30 |
61.20 |
60.20 |
60.28 |
-0.03 |
4,712 |
26,789 |
+168 |
Mar01 |
000623 |
61.80 |
62.25 |
61.65 |
61.65 |
-0.13 |
454 |
4,850 |
+232 |
May01 |
000623 |
62.70 |
62.70 |
62.20 |
62.20 |
-0.15 |
291 |
3,288 |
+132 |
Jul01 |
000623 |
63.40 |
63.40 |
63.08 |
63.08 |
-0.12 |
77 |
923 |
+37 |
Total Volume and Open Interest |
9,251 |
44,091 |
-1,357 |
Lumber(CME) |
Jul00 |
000623 |
273.8 |
275.7 |
271.5 |
271.8 |
-4.5 |
341 |
1,729 |
+38 |
Sep00 |
000623 |
279.7 |
280.8 |
278.0 |
279.1 |
-0.9 |
254 |
936 |
+47 |
Nov00 |
000623 |
283.2 |
284.0 |
282.0 |
282.8 |
-0.6 |
81 |
575 |
+14 |
Jan01 |
000623 |
293.0 |
293.0 |
289.2 |
289.2 |
-0.5 |
3 |
78 |
+2 |
Total Volume and Open Interest |
679 |
3,322 |
+101 |
Crude Oil(NYM) |
Aug00 |
000623 |
32.10 |
32.70 |
31.90 |
32.25 |
+0.06 |
59,229 |
141,606 |
-2,766 |
Sep00 |
000623 |
30.65 |
31.20 |
30.50 |
30.85 |
+0.18 |
31,556 |
51,858 |
-537 |
Oct00 |
000623 |
29.90 |
30.20 |
29.65 |
29.92 |
+0.17 |
10,138 |
29,057 |
+1,728 |
Nov00 |
000623 |
29.15 |
29.60 |
29.00 |
29.28 |
+0.17 |
2,975 |
17,606 |
-822 |
Dec00 |
000623 |
28.70 |
28.95 |
28.50 |
28.74 |
+0.17 |
8,515 |
38,056 |
+642 |
Jan01 |
000623 |
28.34 |
28.34 |
28.02 |
28.24 |
+0.17 |
1,987 |
17,802 |
+32 |
Feb01 |
000623 |
27.85 |
27.85 |
27.74 |
27.78 |
+0.17 |
567 |
8,309 |
+323 |
Mar01 |
000623 |
27.45 |
27.48 |
27.30 |
27.34 |
+0.17 |
660 |
9,198 |
-242 |
Apr01 |
000623 |
26.85 |
27.05 |
26.85 |
26.92 |
+0.17 |
201 |
4,983 |
+61 |
May01 |
000623 |
26.50 |
26.52 |
26.50 |
26.52 |
+0.17 |
105 |
4,287 |
+51 |
Total Volume and Open Interest |
122,169 |
440,770 |
-3,779 |
Heating Oil(NYM) |
Jul00 |
000623 |
81.30 |
82.40 |
80.20 |
80.64 |
-0.79 |
18,437 |
20,546 |
-889 |
Aug00 |
000623 |
81.10 |
82.00 |
79.95 |
80.59 |
-0.35 |
13,490 |
28,308 |
+365 |
Sep00 |
000623 |
81.05 |
82.00 |
80.40 |
80.79 |
-0.25 |
6,272 |
12,939 |
+744 |
Oct00 |
000623 |
82.00 |
82.10 |
80.25 |
80.89 |
-0.15 |
1,590 |
9,283 |
+581 |
Nov00 |
000623 |
81.70 |
82.00 |
80.89 |
80.89 |
-0.20 |
432 |
12,161 |
-556 |
Dec00 |
000623 |
81.10 |
81.80 |
80.60 |
80.69 |
-0.25 |
457 |
20,192 |
-229 |
Jan01 |
000623 |
81.00 |
81.00 |
79.89 |
79.89 |
-0.35 |
278 |
11,483 |
+637 |
Feb01 |
000623 |
79.00 |
79.40 |
78.14 |
78.14 |
-0.45 |
28 |
7,912 |
-18 |
Mar01 |
000623 |
75.80 |
76.25 |
75.00 |
75.09 |
-0.50 |
25 |
5,766 |
-32 |
Apr01 |
000623 |
72.80 |
72.80 |
71.84 |
71.84 |
-0.55 |
1 |
2,897 |
+276 |
Total Volume and Open Interest |
41,018 |
137,032 |
+884 |
Unleaded Gas(NYM) |
Jul00 |
000623 |
108.50 |
108.70 |
105.10 |
108.10 |
-0.03 |
4,108 |
29,839 |
-381 |
Aug00 |
000623 |
103.30 |
104.00 |
100.80 |
102.90 |
+0.04 |
2,308 |
27,429 |
-478 |
Sep00 |
000623 |
96.00 |
96.50 |
94.40 |
95.90 |
+0.49 |
1,614 |
21,015 |
-1,712 |
Oct00 |
000623 |
88.00 |
88.15 |
86.80 |
87.80 |
+0.29 |
175 |
10,528 |
+186 |
Nov00 |
000623 |
82.50 |
83.00 |
82.50 |
82.80 |
+0.19 |
125 |
5,104 |
-219 |
Dec00 |
000623 |
79.60 |
80.80 |
79.60 |
80.20 |
+0.14 |
403 |
2,940 |
+386 |
Jan01 |
000623 |
78.50 |
78.80 |
78.50 |
78.60 |
+0.09 |
371 |
1,318 |
+37 |
Feb01 |
000623 |
78.10 |
78.10 |
77.90 |
77.90 |
+0.09 |
0 |
1,211 |
+14 |
Total Volume and Open Interest |
9,129 |
100,996 |
-2,143 |
Natural Gas(NYM) |
Jul00 |
000623 |
4.480 |
4.530 |
4.395 |
4.448 |
-0.103 |
61,170 |
50,727 |
+639 |
Aug00 |
000623 |
4.420 |
4.495 |
4.360 |
4.416 |
-0.097 |
24,729 |
42,931 |
+2,511 |
Sep00 |
000623 |
4.400 |
4.480 |
4.360 |
4.398 |
-0.095 |
6,944 |
27,948 |
-665 |
Oct00 |
000623 |
4.370 |
4.460 |
4.355 |
4.385 |
-0.088 |
8,421 |
31,136 |
+427 |
Nov00 |
000623 |
4.430 |
4.540 |
4.430 |
4.446 |
-0.097 |
2,230 |
18,429 |
+545 |
Dec00 |
000623 |
4.500 |
4.610 |
4.470 |
4.521 |
-0.099 |
3,342 |
25,168 |
+116 |
Jan01 |
000623 |
4.470 |
4.570 |
4.470 |
4.503 |
-0.097 |
2,590 |
25,753 |
+210 |
Feb01 |
000623 |
4.280 |
4.320 |
4.240 |
4.243 |
-0.099 |
997 |
13,461 |
+55 |
Total Volume and Open Interest |
117,858 |
364,679 |
+4,491 |
Brent Crude Oil(IPE) |
Aug00 |
000623 |
30.40 |
30.60 |
29.80 |
30.39 |
+0.24 |
39,011 |
78,972 |
-4,911 |
Sep00 |
000623 |
29.25 |
29.45 |
28.82 |
29.41 |
+0.31 |
27,554 |
46,389 |
+2,840 |
Oct00 |
000623 |
28.38 |
28.60 |
28.00 |
28.59 |
+0.30 |
9,870 |
18,471 |
-1,788 |
Nov00 |
000623 |
27.80 |
28.10 |
27.62 |
28.10 |
+0.29 |
1,652 |
12,910 |
-424 |
Dec00 |
000623 |
27.40 |
27.64 |
27.14 |
27.64 |
+0.28 |
5,603 |
32,738 |
+1,759 |
Jan01 |
000623 |
26.95 |
27.09 |
26.68 |
27.09 |
+0.28 |
1,050 |
12,185 |
+589 |
Feb01 |
000623 |
26.38 |
26.57 |
26.20 |
26.57 |
+0.29 |
291 |
7,554 |
+139 |
Mar01 |
000623 |
25.76 |
26.10 |
25.76 |
26.10 |
+0.28 |
285 |
6,713 |
+117 |
Total Volume and Open Interest |
87,160 |
259,507 |
-3,379 |
Gas Oil(IPE) |
Jul00 |
000623 |
245.50 |
246.25 |
242.25 |
244.75 |
+2.75 |
7,972 |
35,937 |
-238 |
Aug00 |
000623 |
243.75 |
244.25 |
240.00 |
242.75 |
+3.25 |
6,736 |
24,306 |
+706 |
Sep00 |
000623 |
244.00 |
244.00 |
240.25 |
242.75 |
+3.25 |
2,329 |
11,263 |
+885 |
Oct00 |
000623 |
244.00 |
244.00 |
240.25 |
242.75 |
+3.50 |
1,022 |
10,927 |
+342 |
Nov00 |
000623 |
241.25 |
242.00 |
240.50 |
241.25 |
+3.50 |
100 |
3,252 |
+100 |
Dec00 |
000623 |
239.25 |
240.75 |
236.50 |
239.25 |
+3.00 |
1,018 |
22,153 |
-29 |
Jan01 |
000623 |
236.00 |
236.00 |
235.50 |
235.75 |
+3.00 |
565 |
4,449 |
+450 |
Feb01 |
000623 |
229.75 |
229.75 |
229.75 |
229.75 |
+3.00 |
100 |
2,156 |
+100 |
Total Volume and Open Interest |
20,597 |
123,102 |
+2,766 |
US Dollar Index(NYBOT) |
Sep00 |
000623 |
107.43 |
107.88 |
107.07 |
107.72 |
+0.32 |
666 |
3,267 |
-306 |
Dec00 |
000623 |
107.30 |
107.34 |
107.30 |
107.34 |
+0.32 |
2 |
2,015 |
+1 |
Mar01 |
000623 |
106.96 |
106.96 |
106.96 |
106.96 |
+0.32 |
668 |
5,282 |
-2,053 |
Total Volume and Open Interest |
668 |
5,282 |
-305 |
Australian Dollar(IMM) |
Sep00 |
000623 |
59.75 |
59.90 |
59.50 |
59.51 |
-0.23 |
852 |
14,978 |
+12 |
Dec00 |
000623 |
59.61 |
59.90 |
59.61 |
59.61 |
-0.23 |
5 |
185 |
+3 |
Mar01 |
000623 |
59.71 |
59.71 |
59.71 |
59.71 |
-0.23 |
0 |
378 |
+0 |
Total Volume and Open Interest |
857 |
15,541 |
+15 |
British Pound(IMM) |
Sep00 |
000623 |
150.66 |
150.80 |
150.24 |
150.60 |
-1.08 |
8,602 |
26,322 |
-1,882 |
Dec00 |
000623 |
151.10 |
151.20 |
150.50 |
150.90 |
-1.08 |
3 |
267 |
+0 |
Mar01 |
000623 |
151.14 |
151.14 |
151.10 |
151.14 |
-1.08 |
0 |
4 |
+0 |
Total Volume and Open Interest |
9,120 |
26,593 |
-1,882 |
Canadian Dollar(IMM) |
Sep00 |
000623 |
67.96 |
67.96 |
67.53 |
67.56 |
-0.30 |
3,617 |
52,633 |
+213 |
Dec00 |
000623 |
68.07 |
68.07 |
67.71 |
67.71 |
-0.30 |
1,915 |
4,949 |
+60 |
Mar01 |
000623 |
68.05 |
68.08 |
67.87 |
67.87 |
-0.30 |
7 |
587 |
+1 |
Jun01 |
000623 |
68.03 |
68.03 |
68.03 |
68.03 |
-0.30 |
0 |
165 |
+0 |
Total Volume and Open Interest |
5,539 |
58,348 |
+274 |
Japanese Yen(IMM) |
Sep00 |
000623 |
97.43 |
97.74 |
96.92 |
97.02 |
-0.28 |
28,815 |
45,519 |
+8,372 |
Dec00 |
000623 |
99.08 |
99.25 |
98.65 |
98.67 |
-0.28 |
61 |
3,049 |
-2,323 |
Mar01 |
000623 |
100.29 |
100.80 |
100.29 |
100.29 |
-0.28 |
0 |
46 |
+0 |
Total Volume and Open Interest |
28,876 |
48,614 |
+6,049 |
Swiss Franc(IMM) |
Sep00 |
000623 |
61.12 |
61.18 |
60.72 |
60.81 |
-0.21 |
20,289 |
36,448 |
-225 |
Dec00 |
000623 |
61.64 |
61.64 |
61.25 |
61.31 |
-0.21 |
6 |
63 |
+0 |
Mar01 |
000623 |
61.79 |
61.79 |
61.79 |
61.79 |
-0.21 |
0 |
1 |
+0 |
Total Volume and Open Interest |
29,997 |
36,512 |
-225 |
EuroFX(IMM) |
Sep00 |
000623 |
94.61 |
94.73 |
93.89 |
94.11 |
-0.18 |
16,291 |
54,863 |
+2,393 |
Dec00 |
000623 |
94.66 |
95.20 |
94.50 |
94.63 |
-0.18 |
49 |
628 |
+18 |
Mar01 |
000623 |
95.14 |
95.14 |
95.14 |
95.14 |
-0.18 |
15 |
35 |
-5 |
Total Volume and Open Interest |
16,355 |
55,526 |
+2,406 |
Mexican Peso(IMM) |
Jun00 |
000619 |
10150.0 |
10150.0 |
10120.0 |
10120.0 |
+12.0 |
|
|
|
Sep00 |
000623 |
9765.0 |
9800.0 |
9685.0 |
9770.0 |
-28.0 |
2,915 |
10,268 |
+144 |
Total Volume and Open Interest |
2,168 |
12,120 |
+128 |
30-Year T-Bonds(CBOT) |
Sep00 |
000623 |
96~17 |
96~24 |
95~26 |
95~30 |
-0~19 |
166,416 |
379,169 |
-2,197 |
Dec00 |
000623 |
96~14 |
96~14 |
95~26 |
95~28 |
-0~20 |
131 |
3,975 |
-34 |
Mar01 |
000623 |
95~28 |
95~28 |
95~28 |
95~28 |
-0~20 |
30 |
542 |
+0 |
Total Volume and Open Interest |
166,577 |
387,990 |
-2,272 |
Municipal Bonds(CBOT) |
Sep00 |
000623 |
95~04 |
95~06 |
94~19 |
94~22 |
-0~12 |
2,228 |
18,673 |
+77 |
Dec00 |
000623 |
94~05 |
94~05 |
94~05 |
94~05 |
-0~12 |
0 |
400 |
+0 |
Total Volume and Open Interest |
2,228 |
19,073 |
-7,720 |
10-Year T-Notes(CBOT) |
Sep00 |
000623 |
97~240 |
97~290 |
97~080 |
97~125 |
-0~115 |
120,524 |
577,667 |
+114 |
Dec00 |
000623 |
97~080 |
97~115 |
97~075 |
97~095 |
-0~115 |
1,077 |
3,191 |
+1,026 |
Total Volume and Open Interest |
121,601 |
590,274 |
+474 |
5-Year T-Notes(CBOT) |
Sep00 |
000623 |
98~155 |
98~160 |
98~045 |
98~070 |
-0~065 |
48,748 |
373,149 |
+6,583 |
Dec00 |
000623 |
98~050 |
98~050 |
98~050 |
98~050 |
-0~080 |
|
|
|
Total Volume and Open Interest |
48,748 |
373,149 |
|
2 Year T-Notes(CBOT) |
Sep00 |
000623 |
98~125 |
98~127 |
98~107 |
98~111 |
-0~011 |
1,287 |
50,230 |
-367 |
Total Volume and Open Interest |
1,337 |
52,207 |
-367 |
3-Mth T-Bills(IMM) |
Sep00 |
000623 |
93.89 |
93.89 |
93.89 |
93.89 |
-0.02 |
3 |
532 |
+0 |
Total Volume and Open Interest |
3 |
532 |
+0 |
Eurodollars(IMM) |
Sep00 |
000623 |
93.030 |
93.035 |
93.010 |
93.020 |
unch |
58,272 |
626,557 |
-5,100 |
Dec00 |
000623 |
92.830 |
92.830 |
92.775 |
92.800 |
-0.010 |
75,617 |
506,452 |
+751 |
Mar01 |
000623 |
92.815 |
92.820 |
92.760 |
92.785 |
-0.005 |
66,313 |
376,766 |
+3,585 |
Jun01 |
000623 |
92.790 |
92.795 |
92.730 |
92.745 |
-0.020 |
37,047 |
252,136 |
-3,351 |
Sep01 |
000623 |
92.800 |
92.800 |
92.725 |
92.745 |
-0.025 |
22,768 |
217,917 |
-591 |
Dec01 |
000623 |
92.760 |
92.760 |
92.680 |
92.700 |
-0.040 |
10,714 |
156,188 |
-347 |
Mar02 |
000623 |
92.815 |
92.820 |
92.740 |
92.760 |
-0.040 |
9,332 |
133,960 |
-347 |
Jun02 |
000623 |
92.810 |
92.815 |
92.735 |
92.760 |
-0.035 |
15,123 |
98,807 |
+3,717 |
Sep02 |
000623 |
92.810 |
92.815 |
92.735 |
92.760 |
-0.035 |
4,168 |
105,261 |
+393 |
Dec02 |
000623 |
92.765 |
92.770 |
92.690 |
92.715 |
-0.035 |
3,163 |
75,233 |
-249 |
Mar03 |
000623 |
92.815 |
92.815 |
92.745 |
92.770 |
-0.035 |
2,964 |
78,082 |
-469 |
Jun03 |
000623 |
92.790 |
92.790 |
92.725 |
92.750 |
-0.030 |
7,190 |
57,173 |
+1,397 |
Total Volume and Open Interest |
329,529 |
3,077,022 |
-868 |
3-Mth Euro-Yen(IMM) |
Jun00 |
000619 |
0.00 |
0.00 |
0.00 |
0.00 |
-99.88 |
|
|
|
Sep00 |
000623 |
99.67 |
99.68 |
99.67 |
99.67 |
-0.01 |
2,061 |
14,049 |
+520 |
Dec00 |
000623 |
99.54 |
99.54 |
99.54 |
99.54 |
-0.02 |
1,220 |
13,372 |
+1,369 |
Mar01 |
000623 |
99.45 |
99.46 |
99.45 |
99.46 |
-0.01 |
1,822 |
14,064 |
+199 |
Jun01 |
000623 |
99.36 |
99.36 |
99.35 |
99.36 |
-0.02 |
645 |
5,449 |
+164 |
Sep01 |
000623 |
99.24 |
99.24 |
99.23 |
99.23 |
-0.02 |
61 |
20,378 |
+244 |
Dec01 |
000623 |
99.08 |
99.09 |
99.08 |
99.09 |
-0.02 |
217 |
1,971 |
+238 |
Mar02 |
000623 |
98.99 |
98.99 |
98.98 |
98.98 |
-0.01 |
24 |
1,713 |
+24 |
Jun02 |
000623 |
98.87 |
98.87 |
98.87 |
98.87 |
-0.02 |
12 |
93 |
+12 |
Sep02 |
000623 |
98.74 |
98.74 |
98.74 |
98.74 |
unch |
3 |
33 |
+3 |
Total Volume and Open Interest |
6,065 |
71,152 |
+2,773 |
3-Mth Euro-Yen(SIMEX) |
Sep00 |
000623 |
99.68 |
99.69 |
99.67 |
99.67 |
-0.01 |
7,695 |
78,046 |
+1,502 |
Dec00 |
000623 |
99.56 |
99.57 |
99.54 |
99.54 |
-0.02 |
8,506 |
84,513 |
+227 |
Mar01 |
000623 |
99.48 |
99.48 |
99.44 |
99.45 |
-0.03 |
4,867 |
82,511 |
+450 |
Jun01 |
000623 |
99.38 |
99.38 |
99.35 |
99.35 |
-0.03 |
1,884 |
64,700 |
-313 |
Sep01 |
000623 |
99.26 |
99.26 |
99.22 |
99.24 |
-0.01 |
840 |
59,238 |
-801 |
Dec01 |
000623 |
99.10 |
99.11 |
99.10 |
99.10 |
-0.01 |
948 |
21,532 |
-155 |
Mar02 |
000623 |
98.99 |
99.00 |
98.99 |
98.99 |
-0.01 |
400 |
12,440 |
-1 |
Jun02 |
000623 |
98.89 |
98.89 |
98.88 |
98.88 |
-0.01 |
500 |
1,780 |
+0 |
Total Volume and Open Interest |
26,490 |
406,040 |
+909 |
German Euro-Bund(EUREX) |
Sep00 |
000623 |
105.11 |
105.27 |
104.86 |
104.98 |
-0.13 |
424,676 |
529,449 |
-18,354 |
Dec00 |
000623 |
20.00 |
104.63 |
20.00 |
104.63 |
-0.13 |
1,528 |
8,641 |
+1,520 |
Mar01 |
000623 |
104.48 |
104.48 |
104.48 |
104.48 |
-0.13 |
0 |
4,415 |
+1,063 |
Total Volume and Open Interest |
426,204 |
542,505 |
-15,771 |
German Euro-Bobl(EUREX) |
Sep00 |
000623 |
103.06 |
103.15 |
102.91 |
102.96 |
-0.11 |
185,979 |
287,073 |
+16,281 |
Dec00 |
000623 |
102.83 |
102.83 |
102.83 |
102.83 |
-0.09 |
0 |
2,853 |
+1,980 |
Mar01 |
000623 |
102.68 |
102.68 |
102.68 |
102.68 |
-0.03 |
|
|
|
Total Volume and Open Interest |
185,979 |
289,926 |
+18,261 |
Long Gilt(LIFFE) |
Jun00 |
000623 |
113~13 |
113~13 |
113~10 |
113~11 |
-0~10 |
54 |
7,850 |
+0 |
Sep00 |
000623 |
113~08 |
113~11 |
112~27 |
113~00 |
-0~11 |
24,692 |
61,532 |
-1,881 |
Total Volume and Open Interest |
24,746 |
69,382 |
-1,881 |
3-Mth Short Sterling(LIFFE) |
Sep00 |
000623 |
93.67 |
93.67 |
93.64 |
93.66 |
-0.01 |
20,197 |
200,496 |
+4,468 |
Dec00 |
000623 |
93.51 |
93.53 |
93.49 |
93.51 |
-0.02 |
21,775 |
186,868 |
+2,349 |
Mar01 |
000623 |
93.45 |
93.45 |
93.41 |
93.42 |
-0.03 |
15,344 |
107,043 |
+341 |
Total Volume and Open Interest |
88,450 |
752,297 |
+14,912 |
3-Mth Euribor(LIFFE) |
Sep00 |
000623 |
95.195 |
95.215 |
95.180 |
95.185 |
-0.005 |
67,734 |
351,082 |
-5,926 |
Dec00 |
000623 |
94.865 |
94.885 |
94.840 |
94.845 |
-0.020 |
47,232 |
241,304 |
+2,638 |
Mar01 |
000623 |
94.790 |
94.815 |
94.755 |
94.770 |
-0.025 |
40,472 |
165,016 |
-3,263 |
Total Volume and Open Interest |
216,739 |
1,168,222 |
-360,802 |
3-Mth Aus T-Bills(SFE) |
Sep00 |
000623 |
93.76 |
93.77 |
93.75 |
93.77 |
+0.02 |
7,536 |
181,978 |
+1,707 |
Dec00 |
000623 |
93.56 |
93.59 |
93.55 |
93.59 |
+0.04 |
3,639 |
78,778 |
-62 |
Mar01 |
000623 |
93.48 |
93.50 |
93.47 |
93.50 |
+0.03 |
2,077 |
33,589 |
+572 |
Jun01 |
000623 |
93.44 |
93.44 |
93.41 |
93.43 |
+0.04 |
512 |
16,593 |
+297 |
Sep01 |
000623 |
93.34 |
93.37 |
93.33 |
93.36 |
+0.04 |
218 |
9,320 |
-23 |
Dec01 |
000623 |
93.27 |
93.30 |
93.26 |
93.30 |
+0.04 |
1,594 |
7,672 |
+862 |
Mar02 |
000623 |
93.25 |
93.28 |
93.25 |
93.28 |
+0.04 |
746 |
6,082 |
+366 |
Jun02 |
000623 |
93.25 |
93.27 |
93.25 |
93.27 |
+0.04 |
492 |
3,891 |
+263 |
Sep02 |
000623 |
93.24 |
93.27 |
93.24 |
93.26 |
+0.02 |
50 |
2,443 |
+15 |
Dec02 |
000623 |
93.26 |
93.26 |
93.26 |
93.26 |
+0.03 |
351 |
1,811 |
+325 |
Total Volume and Open Interest |
17,984 |
346,311 |
+4,652 |
10-Year Aus T-Bonds(SFE) |
Sep00 |
000623 |
93.70 |
93.74 |
93.68 |
93.69 |
-0.01 |
1,766 |
121,832 |
+5,045 |
Dec00 |
000623 |
93.75 |
93.75 |
93.75 |
93.75 |
+0.05 |
|
|
|
Total Volume and Open Interest |
1,766 |
121,832 |
+5,045 |
3-Year Aus T-Bonds(SFE) |
Sep00 |
000623 |
93.86 |
93.89 |
93.85 |
93.89 |
+0.04 |
2,493 |
223,396 |
+10,418 |
Dec00 |
000623 |
93.90 |
93.90 |
93.90 |
93.90 |
+0.04 |
|
|
|
Total Volume and Open Interest |
2,493 |
223,396 |
+10,418 |
Gold(CMX) |
Jun00 |
000623 |
282.7 |
282.7 |
282.7 |
282.7 |
-2.4 |
52 |
128 |
+47 |
Aug00 |
000623 |
287.3 |
288.0 |
284.0 |
284.8 |
-2.4 |
29,171 |
77,901 |
-1,191 |
Oct00 |
000623 |
290.0 |
290.8 |
287.0 |
287.6 |
-2.4 |
257 |
4,411 |
+82 |
Dec00 |
000623 |
292.8 |
293.3 |
289.7 |
290.3 |
-2.5 |
853 |
22,561 |
+423 |
Feb01 |
000623 |
294.9 |
295.9 |
292.7 |
292.7 |
-2.5 |
429 |
10,521 |
+251 |
Apr01 |
000623 |
295.3 |
295.3 |
295.3 |
295.3 |
-2.5 |
374 |
3,613 |
+76 |
Total Volume and Open Interest |
31,384 |
143,463 |
-170 |
Silver(CMX) |
Jul00 |
000623 |
497.0 |
498.5 |
495.5 |
495.8 |
-2.0 |
10,240 |
38,708 |
-2,850 |
Sep00 |
000623 |
503.0 |
504.0 |
500.5 |
501.1 |
-1.9 |
4,668 |
20,850 |
+2,942 |
Dec00 |
000623 |
509.0 |
510.5 |
507.0 |
507.5 |
-1.7 |
661 |
10,078 |
+255 |
Mar01 |
000623 |
515.0 |
515.0 |
512.2 |
512.2 |
-1.5 |
15 |
948 |
+1 |
May01 |
000623 |
516.0 |
516.0 |
514.7 |
514.7 |
-1.3 |
0 |
810 |
+0 |
Total Volume and Open Interest |
15,602 |
76,041 |
+355 |
Platinum(NYM) |
Jul00 |
000623 |
552.2 |
557.0 |
546.1 |
551.1 |
-11.0 |
1,368 |
7,339 |
-474 |
Oct00 |
000623 |
539.5 |
545.0 |
536.0 |
541.1 |
-8.0 |
1,092 |
2,972 |
+553 |
Jan01 |
000623 |
531.0 |
531.0 |
529.1 |
529.1 |
-9.0 |
43 |
75 |
+43 |
Total Volume and Open Interest |
2,503 |
10,386 |
+122 |
Palladium(NYME) |
Jun00 |
000623 |
665.00 |
665.00 |
662.00 |
662.00 |
+10.35 |
0 |
8 |
+0 |
Sep00 |
000623 |
655.00 |
662.00 |
653.00 |
662.00 |
+10.35 |
161 |
1,863 |
-6 |
Dec00 |
000623 |
660.00 |
660.00 |
660.00 |
660.00 |
+10.35 |
0 |
117 |
-1 |
Total Volume and Open Interest |
161 |
1,988 |
-7 |
Copper(CMX) |
Jul00 |
000623 |
81.70 |
81.90 |
80.40 |
81.05 |
-0.70 |
5,565 |
21,783 |
-2,182 |
Sep00 |
000623 |
82.50 |
82.65 |
81.25 |
81.85 |
-0.65 |
2,887 |
15,054 |
+1,335 |
Dec00 |
000623 |
82.60 |
82.60 |
81.30 |
81.90 |
-0.70 |
466 |
7,521 |
+3 |
Mar01 |
000623 |
82.20 |
82.20 |
81.30 |
81.85 |
-0.60 |
60 |
2,164 |
-22 |
May01 |
000623 |
81.50 |
81.70 |
81.50 |
81.70 |
-0.55 |
0 |
936 |
+0 |
Total Volume and Open Interest |
9,814 |
61,054 |
-623 |
DJIA Index(CBOT) |
Jun00 |
000615 |
10745 |
10770 |
10670 |
10703 |
-17 |
1,604 |
9,897 |
-946 |
Sep00 |
000623 |
10540 |
10620 |
10500 |
10559 |
+29 |
13,485 |
12,257 |
+625 |
Dec00 |
000623 |
10700 |
10755 |
10655 |
10707 |
+29 |
69 |
2,119 |
+32 |
Mar01 |
000623 |
10862 |
10862 |
10862 |
10862 |
+29 |
|
|
|
Total Volume and Open Interest |
13,554 |
14,382 |
+657 |
S & P 500(CME) |
Sep00 |
000623 |
1476.30 |
1478.80 |
1457.50 |
1463.50 |
-12.80 |
60,356 |
368,401 |
+1,503 |
Dec00 |
000623 |
1487.80 |
1501.00 |
1483.00 |
1486.50 |
-12.80 |
425 |
6,718 |
+4 |
Mar01 |
000623 |
1520.00 |
1524.10 |
1506.60 |
1509.70 |
-12.90 |
426 |
737 |
+40 |
Jun01 |
000623 |
1533.20 |
1547.90 |
1530.40 |
1533.20 |
-13.20 |
305 |
631 |
+110 |
Total Volume and Open Interest |
73,797 |
376,631 |
+1,659 |
S & P 500 E-Mini(Globex) |
Sep00 |
000623 |
1475.50 |
1479.50 |
1457.00 |
1463.50 |
-12.75 |
74,585 |
23,344 |
+2,804 |
Dec00 |
000623 |
1499.50 |
1500.25 |
1482.50 |
1486.50 |
-12.75 |
6 |
10 |
+4 |
Total Volume and Open Interest |
74,591 |
23,354 |
+2,808 |
NASDAQ 100(CME) |
Sep00 |
000623 |
3872.00 |
3885.00 |
3715.00 |
3728.00 |
-134.50 |
19,464 |
28,787 |
+2,147 |
Dec00 |
000623 |
3789.00 |
3926.00 |
3780.00 |
3789.00 |
-134.50 |
0 |
13 |
+0 |
Mar01 |
000623 |
3850.00 |
3850.00 |
3841.00 |
3850.00 |
-134.50 |
|
|
|
Total Volume and Open Interest |
19,464 |
28,800 |
+2,147 |
NASDAQ 100 E-Mini(GLOBEX) |
Sep00 |
000623 |
3865.5 |
3885.5 |
3718.0 |
3728.0 |
-134.5 |
38,486 |
15,003 |
+277 |
Dec00 |
000623 |
3789.0 |
3789.0 |
3789.0 |
3789.0 |
-134.5 |
|
|
|
Total Volume and Open Interest |
38,486 |
15,003 |
+277 |
NYSE Composite(NYBOT) |
Sep00 |
000623 |
650.25 |
653.25 |
646.00 |
648.60 |
-1.80 |
313 |
737 |
-19 |
Dec00 |
000623 |
658.75 |
658.75 |
658.75 |
658.75 |
-0.90 |
0 |
1,496 |
+0 |
Mar01 |
000623 |
667.10 |
667.10 |
667.10 |
667.10 |
-1.80 |
0 |
100 |
+0 |
Total Volume and Open Interest |
511 |
1,717 |
-75 |
S & P Midcap 400(CME) |
Sep00 |
000623 |
500.00 |
502.00 |
493.00 |
495.50 |
-3.00 |
1,071 |
13,448 |
+80 |
Dec00 |
000623 |
502.50 |
502.50 |
501.90 |
502.50 |
-3.00 |
|
|
|
Mar01 |
000623 |
508.50 |
508.50 |
507.90 |
508.50 |
-3.00 |
|
|
|
Total Volume and Open Interest |
901 |
13,448 |
+80 |
Russell 2000(CME) |
Sep00 |
000623 |
520.00 |
523.00 |
511.00 |
514.30 |
-4.00 |
3,608 |
11,238 |
-81 |
Dec00 |
000623 |
522.10 |
522.10 |
522.10 |
522.10 |
-4.00 |
|
|
|
Mar01 |
000623 |
529.65 |
529.65 |
529.65 |
529.65 |
-4.00 |
|
|
|
Total Volume and Open Interest |
3,608 |
11,238 |
-81 |
Value Line(KCBT) |
Sep00 |
000623 |
1078.00 |
1078.00 |
1061.00 |
1070.00 |
-5.00 |
33 |
98 |
+3 |
Total Volume and Open Interest |
33 |
98 |
+3 |
Nikkei 225(CME) |
Sep00 |
000623 |
17070 |
17070 |
16825 |
16890 |
-80 |
1,084 |
13,757 |
-49 |
Dec00 |
000623 |
16890 |
17020 |
16825 |
16890 |
-80 |
1 |
11 |
+1 |
Total Volume and Open Interest |
1,085 |
13,768 |
-48 |
Nikkei 225(SIMEX) |
Sep00 |
000623 |
16950 |
17230 |
16880 |
17020 |
-110 |
12,667 |
113,564 |
+1,222 |
Dec00 |
000623 |
17010 |
17010 |
17010 |
17010 |
-110 |
0 |
2,345 |
+0 |
Mar01 |
000623 |
17020 |
17020 |
17020 |
17020 |
-110 |
0 |
3,800 |
+0 |
Total Volume and Open Interest |
25,959 |
110,165 |
-304 |
CAC 40(MATIF) |
Jun00 |
000623 |
6466.5 |
6575.0 |
6436.0 |
6535.0 |
+71.0 |
36,875 |
312,523 |
-11,478 |
Jul00 |
000623 |
6477.5 |
6587.5 |
6465.0 |
6545.0 |
+17.0 |
4,387 |
29,802 |
+3,661 |
Aug00 |
000623 |
6541.0 |
6606.5 |
6541.0 |
6606.5 |
+68.5 |
0 |
2,325 |
+20 |
Total Volume and Open Interest |
44,122 |
418,019 |
-7,267 |
DAX Index(EUREX) |
Sep00 |
000623 |
7135.0 |
7156.0 |
7054.0 |
7055.0 |
-80.5 |
21,006 |
135,593 |
+3,640 |
Dec00 |
000623 |
7207.0 |
7228.0 |
7140.5 |
7140.5 |
-81.5 |
36 |
765 |
+18 |
Mar01 |
000623 |
7318.0 |
7318.0 |
7233.5 |
7233.5 |
-80.5 |
4 |
1 |
+0 |
Total Volume and Open Interest |
21,046 |
136,359 |
+3,658 |
FT-SE 100(LIFFE) |
Sep00 |
000623 |
6480.00 |
6483.50 |
6423.00 |
6440.00 |
-35.00 |
22,935 |
246,897 |
-1,907 |
Dec00 |
000623 |
6529.50 |
6529.50 |
6516.50 |
6523.00 |
-36.00 |
2 |
1,421 |
+0 |
Mar01 |
000623 |
6582.50 |
6582.50 |
6582.50 |
6582.50 |
-36.00 |
150 |
250 |
+150 |
Total Volume and Open Interest |
23,087 |
248,568 |
-1,757 |
SPI 200(SFE) |
Jun00 |
000623 |
3156.0 |
3189.0 |
3151.0 |
3188.0 |
+25.0 |
586 |
171,064 |
-252 |
Sep00 |
000623 |
3182.0 |
3217.0 |
3180.0 |
3215.0 |
+25.0 |
30 |
21,706 |
+4,835 |
Dec00 |
000623 |
3234.0 |
3234.0 |
3234.0 |
3234.0 |
+25.0 |
60 |
2,449 |
+50 |
Total Volume and Open Interest |
676 |
196,359 |
+4,633 |
GSCI(CME) |
Jul00 |
000623 |
236.20 |
237.90 |
234.50 |
235.30 |
-0.95 |
133 |
38,610 |
+8 |
Aug00 |
000623 |
230.00 |
231.60 |
230.00 |
230.10 |
-0.70 |
9 |
165 |
+0 |
Sep00 |
000623 |
227.50 |
228.50 |
227.50 |
227.50 |
unch |
0 |
35 |
+0 |
Total Volume and Open Interest |
142 |
38,810 |
+8 |
Bridge CRB Index(NYBOT) |
Aug00 |
000623 |
225.80 |
226.50 |
223.65 |
223.65 |
-2.65 |
254 |
1,657 |
+44 |
Nov00 |
000623 |
224.40 |
224.40 |
223.65 |
223.65 |
-2.65 |
17 |
868 |
+3 |
Jan01 |
000623 |
223.40 |
223.40 |
223.40 |
223.40 |
-2.65 |
2 |
425 |
+2 |
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. |
|
|