 |
MRCI's Free Historical Futures Prices |
Daily Futures Price Listing Wed June 28, 2000 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Jul00 |
000628 |
496.00 |
496.25 |
488.00 |
488.50 |
-8.75 |
14,554 |
22,063 |
-2,604 |
Aug00 |
000628 |
491.50 |
495.00 |
488.50 |
489.50 |
-4.00 |
8,000 |
21,975 |
+572 |
Sep00 |
000628 |
475.00 |
483.50 |
474.50 |
479.25 |
+0.75 |
3,070 |
17,443 |
+454 |
Nov00 |
000628 |
478.00 |
488.50 |
477.00 |
483.75 |
+2.50 |
27,440 |
71,550 |
+1,128 |
Jan01 |
000628 |
487.50 |
497.50 |
487.50 |
493.75 |
+2.00 |
521 |
6,642 |
-36 |
Mar01 |
000628 |
497.50 |
506.50 |
497.50 |
502.25 |
+2.00 |
200 |
5,488 |
+41 |
May01 |
000628 |
512.50 |
512.75 |
508.50 |
510.00 |
+2.50 |
83 |
5,402 |
-1 |
Total Volume and Open Interest |
54,014 |
156,455 |
-501 |
Soybean Meal(CBOT) |
Jul00 |
000628 |
169.80 |
170.50 |
168.50 |
168.60 |
-1.80 |
8,514 |
18,994 |
-2,274 |
Aug00 |
000628 |
164.00 |
165.00 |
163.00 |
163.20 |
-1.40 |
6,620 |
18,854 |
+1,263 |
Sep00 |
000628 |
157.80 |
159.50 |
157.20 |
157.70 |
-0.50 |
1,608 |
11,176 |
+275 |
Oct00 |
000628 |
155.00 |
157.20 |
153.90 |
155.00 |
-0.50 |
724 |
9,690 |
+62 |
Dec00 |
000628 |
154.50 |
157.50 |
154.00 |
155.40 |
-0.10 |
5,993 |
37,004 |
+1,120 |
Jan01 |
000628 |
155.00 |
158.50 |
155.00 |
156.30 |
+0.30 |
391 |
4,093 |
+190 |
Mar01 |
000628 |
157.00 |
160.20 |
157.00 |
158.70 |
+0.70 |
91 |
3,890 |
-4 |
May01 |
000628 |
159.00 |
161.20 |
159.00 |
159.50 |
+0.90 |
43 |
3,235 |
+25 |
Total Volume and Open Interest |
24,015 |
107,685 |
+657 |
Soybean Oil(CBOT) |
Jul00 |
000628 |
15.99 |
16.12 |
15.90 |
15.96 |
-0.02 |
8,159 |
16,727 |
-3,066 |
Aug00 |
000628 |
16.12 |
16.31 |
16.11 |
16.18 |
+0.02 |
6,773 |
27,845 |
+358 |
Sep00 |
000628 |
16.33 |
16.52 |
16.33 |
16.40 |
+0.04 |
2,509 |
15,426 |
-19 |
Oct00 |
000628 |
16.45 |
16.67 |
16.45 |
16.51 |
+0.01 |
1,141 |
10,766 |
-146 |
Dec00 |
000628 |
16.78 |
16.97 |
16.75 |
16.84 |
+0.05 |
6,326 |
38,540 |
+1,100 |
Jan01 |
000628 |
17.08 |
17.25 |
17.08 |
17.19 |
+0.07 |
1,963 |
12,991 |
-461 |
Mar01 |
000628 |
17.35 |
17.55 |
17.35 |
17.42 |
+0.02 |
288 |
5,436 |
-75 |
May01 |
000628 |
17.70 |
17.81 |
17.70 |
17.70 |
+0.05 |
234 |
5,085 |
+206 |
Total Volume and Open Interest |
27,417 |
137,099 |
-2,084 |
Canola(WCE) |
Aug00 |
000628 |
250.6 |
252.4 |
249.9 |
249.9 |
-1.1 |
195 |
8,845 |
-65 |
Sep00 |
000628 |
254.8 |
254.8 |
252.0 |
252.0 |
-1.1 |
24 |
1,802 |
+10 |
Nov00 |
000628 |
258.0 |
260.4 |
257.8 |
258.1 |
-0.9 |
2,660 |
35,116 |
+767 |
Jan01 |
000628 |
265.5 |
266.2 |
263.6 |
263.6 |
-1.0 |
10 |
4,890 |
-7 |
Mar01 |
000628 |
269.8 |
269.8 |
269.8 |
269.8 |
-0.7 |
65 |
792 |
+50 |
Total Volume and Open Interest |
5,340 |
56,590 |
-685 |
Corn(CBOT) |
Jul00 |
000628 |
194.50 |
195.50 |
192.50 |
192.75 |
-4.00 |
34,726 |
81,075 |
-14,445 |
Sep00 |
000628 |
203.00 |
204.00 |
200.75 |
201.00 |
-4.25 |
21,163 |
122,269 |
+6,474 |
Nov00 |
000628 |
210.50 |
212.25 |
209.00 |
209.00 |
-4.25 |
225 |
1,295 |
-41 |
Dec00 |
000628 |
214.50 |
216.00 |
212.75 |
213.00 |
-4.25 |
28,066 |
175,418 |
+1,771 |
Jan01 |
000628 |
218.00 |
219.25 |
216.50 |
216.50 |
-3.75 |
7 |
147 |
+5 |
Mar01 |
000628 |
226.25 |
227.25 |
224.50 |
224.50 |
-4.25 |
1,920 |
28,066 |
+694 |
Total Volume and Open Interest |
87,757 |
431,659 |
-5,168 |
Wheat(CBOT) |
Jul00 |
000628 |
272.00 |
274.00 |
270.25 |
271.50 |
-2.25 |
11,225 |
20,940 |
-4,435 |
Sep00 |
000628 |
284.00 |
287.00 |
282.00 |
284.25 |
-1.00 |
11,459 |
51,546 |
+2,332 |
Dec00 |
000628 |
301.50 |
303.75 |
299.00 |
301.25 |
-1.00 |
13,586 |
39,946 |
+721 |
Mar01 |
000628 |
312.50 |
316.75 |
312.50 |
314.50 |
-1.50 |
1,384 |
12,725 |
+119 |
May01 |
000628 |
319.00 |
319.00 |
319.00 |
319.00 |
-1.50 |
20 |
482 |
+5 |
Total Volume and Open Interest |
37,986 |
131,555 |
-1,144 |
Wheat(KCBT) |
Jul00 |
000628 |
309.50 |
311.00 |
307.75 |
309.50 |
-2.00 |
5,881 |
11,670 |
-1,614 |
Sep00 |
000628 |
321.00 |
322.25 |
319.00 |
319.75 |
-2.75 |
6,872 |
32,116 |
+1,085 |
Dec00 |
000628 |
334.50 |
336.25 |
333.25 |
333.50 |
-3.00 |
4,567 |
25,642 |
+837 |
Mar01 |
000628 |
345.00 |
345.50 |
342.50 |
343.50 |
-2.25 |
581 |
3,838 |
+295 |
May01 |
000628 |
347.00 |
347.00 |
347.00 |
347.00 |
-2.00 |
0 |
588 |
+0 |
Total Volume and Open Interest |
17,961 |
74,390 |
+651 |
Wheat(MGE) |
Jul00 |
000628 |
329.50 |
329.50 |
325.50 |
326.00 |
-4.25 |
1,560 |
3,456 |
-971 |
Sep00 |
000628 |
336.50 |
336.75 |
333.50 |
334.00 |
-4.00 |
1,607 |
9,106 |
+362 |
Dec00 |
000628 |
348.00 |
349.75 |
346.00 |
346.00 |
-4.50 |
352 |
5,251 |
+127 |
Mar01 |
000628 |
360.00 |
360.00 |
357.00 |
357.00 |
-4.25 |
15 |
370 |
-13 |
May01 |
000628 |
364.50 |
364.50 |
364.00 |
364.00 |
-4.00 |
4 |
124 |
+0 |
Total Volume and Open Interest |
3,542 |
18,350 |
-494 |
Oats(CBOT) |
Jul00 |
000628 |
102.75 |
103.00 |
101.75 |
102.25 |
-1.25 |
1,336 |
3,810 |
-295 |
Sep00 |
000628 |
109.00 |
109.25 |
108.00 |
108.75 |
-0.75 |
839 |
5,901 |
+264 |
Dec00 |
000628 |
116.75 |
117.25 |
116.00 |
116.75 |
-0.75 |
391 |
5,732 |
+67 |
Mar01 |
000628 |
125.25 |
125.25 |
123.75 |
124.25 |
-1.00 |
5 |
750 |
+5 |
Total Volume and Open Interest |
2,571 |
16,196 |
+41 |
Rough Rice(CBOT) |
Jul00 |
000628 |
5.07 |
5.07 |
4.90 |
4.96 |
-0.14 |
439 |
1,579 |
-204 |
Sep00 |
000628 |
6.30 |
6.39 |
6.28 |
6.35 |
+0.01 |
182 |
1,790 |
+90 |
Nov00 |
000628 |
6.53 |
6.60 |
6.52 |
6.57 |
+6.57 |
226 |
1,760 |
+1,760 |
Jan01 |
000628 |
6.77 |
6.80 |
6.77 |
6.80 |
+6.80 |
10 |
1,506 |
+1,506 |
Total Volume and Open Interest |
860 |
6,896 |
-63 |
Live Cattle(CME) |
Jun00 |
000628 |
68.250 |
68.300 |
68.025 |
68.100 |
-0.225 |
826 |
2,926 |
-549 |
Aug00 |
000628 |
66.700 |
66.800 |
66.275 |
66.375 |
-0.475 |
3,949 |
46,828 |
+205 |
Oct00 |
000628 |
69.000 |
69.050 |
68.500 |
68.600 |
-0.450 |
2,559 |
31,272 |
+844 |
Dec00 |
000628 |
71.225 |
71.250 |
70.800 |
70.850 |
-0.325 |
673 |
11,815 |
+141 |
Feb01 |
000628 |
72.650 |
72.700 |
72.325 |
72.425 |
-0.300 |
278 |
6,277 |
+46 |
Apr01 |
000628 |
74.850 |
74.850 |
74.525 |
74.600 |
-0.275 |
267 |
5,120 |
+101 |
Total Volume and Open Interest |
8,650 |
106,836 |
+771 |
Feeder Cattle(CME) |
Aug00 |
000628 |
86.575 |
86.800 |
85.750 |
85.800 |
-0.775 |
978 |
10,526 |
+19 |
Sep00 |
000628 |
86.400 |
86.500 |
85.500 |
85.500 |
-0.875 |
63 |
2,384 |
+22 |
Oct00 |
000628 |
87.250 |
87.300 |
86.250 |
86.425 |
-0.875 |
216 |
3,444 |
+62 |
Nov00 |
000628 |
87.900 |
87.900 |
87.100 |
87.100 |
-0.800 |
52 |
2,200 |
+5 |
Jan01 |
000628 |
88.250 |
88.300 |
87.750 |
87.950 |
-0.450 |
35 |
1,415 |
+10 |
Mar01 |
000628 |
88.000 |
88.100 |
87.700 |
87.900 |
-0.350 |
6 |
313 |
+5 |
Apr01 |
000628 |
87.800 |
87.800 |
87.800 |
87.800 |
-0.300 |
2 |
86 |
+0 |
Total Volume and Open Interest |
1,357 |
20,449 |
+127 |
Lean Hogs(CME) |
Jul00 |
000628 |
70.150 |
70.475 |
69.550 |
70.325 |
+0.475 |
3,090 |
9,823 |
-892 |
Aug00 |
000628 |
68.900 |
69.500 |
68.600 |
69.450 |
+0.750 |
4,215 |
19,417 |
-216 |
Oct00 |
000628 |
59.125 |
59.400 |
58.600 |
59.300 |
+0.075 |
1,131 |
11,073 |
-220 |
Dec00 |
000628 |
56.300 |
56.350 |
55.700 |
56.050 |
-0.325 |
656 |
7,406 |
+7 |
Feb01 |
000628 |
56.300 |
56.550 |
55.950 |
56.350 |
-0.025 |
74 |
1,973 |
+18 |
Apr01 |
000628 |
55.600 |
55.600 |
55.375 |
55.450 |
-0.100 |
83 |
771 |
+53 |
Jun01 |
000628 |
62.350 |
62.350 |
62.300 |
62.300 |
-0.025 |
7 |
137 |
+3 |
Jul01 |
000628 |
62.200 |
62.275 |
62.200 |
62.200 |
-0.050 |
4 |
42 |
+2 |
Total Volume and Open Interest |
9,260 |
50,642 |
-1,245 |
Pork Bellies(CME) |
Jul00 |
000628 |
85.500 |
87.700 |
85.200 |
87.575 |
+2.825 |
898 |
2,615 |
+34 |
Aug00 |
000628 |
83.250 |
85.250 |
83.250 |
85.200 |
+2.700 |
671 |
1,959 |
+51 |
Feb01 |
000628 |
73.000 |
73.225 |
72.850 |
73.225 |
+0.925 |
7 |
133 |
+3 |
Mar01 |
000628 |
75.500 |
75.500 |
73.500 |
75.500 |
unch |
0 |
17 |
+0 |
May01 |
000628 |
75.750 |
75.750 |
75.750 |
75.750 |
unch |
|
|
|
Total Volume and Open Interest |
1,576 |
4,725 |
+88 |
Cocoa(NYBOT) |
Jul00 |
000628 |
818 |
819 |
808 |
812 |
+4 |
22 |
336 |
-37 |
Sep00 |
000628 |
834 |
844 |
830 |
834 |
+5 |
6,526 |
42,008 |
+552 |
Dec00 |
000628 |
868 |
879 |
866 |
869 |
+4 |
2,002 |
24,851 |
+231 |
Mar01 |
000628 |
900 |
913 |
900 |
902 |
+4 |
294 |
9,277 |
+106 |
May01 |
000628 |
925 |
935 |
925 |
925 |
+4 |
111 |
6,558 |
+46 |
Jul01 |
000628 |
955 |
955 |
949 |
949 |
+4 |
101 |
7,674 |
+0 |
Sep01 |
000628 |
980 |
982 |
976 |
976 |
+4 |
200 |
5,879 |
+0 |
Total Volume and Open Interest |
9,356 |
111,847 |
+998 |
Coffee "C"(NYBOT) |
Jul00 |
000628 |
88.50 |
89.25 |
87.30 |
87.65 |
-0.85 |
374 |
935 |
-203 |
Sep00 |
000628 |
91.50 |
92.00 |
89.50 |
90.10 |
-0.70 |
4,918 |
34,765 |
-10 |
Dec00 |
000628 |
95.75 |
95.90 |
93.75 |
94.30 |
-0.70 |
764 |
7,769 |
+135 |
Mar01 |
000628 |
100.00 |
100.00 |
98.50 |
98.60 |
-0.90 |
246 |
3,255 |
+79 |
May01 |
000628 |
101.25 |
101.25 |
100.80 |
100.80 |
-0.90 |
29 |
663 |
+20 |
Jul01 |
000628 |
103.05 |
103.05 |
103.05 |
103.05 |
-0.90 |
0 |
171 |
+4 |
Total Volume and Open Interest |
6,411 |
47,738 |
+95 |
Orange Juice(NYBOT) |
Jul00 |
000628 |
88.40 |
88.90 |
83.75 |
84.55 |
-4.15 |
570 |
2,613 |
-399 |
Sep00 |
000628 |
88.00 |
88.30 |
83.05 |
83.95 |
-4.05 |
2,769 |
19,708 |
+755 |
Nov00 |
000628 |
87.35 |
87.50 |
82.50 |
83.50 |
-3.80 |
372 |
4,353 |
-186 |
Jan01 |
000628 |
87.50 |
87.50 |
83.00 |
83.50 |
-3.80 |
59 |
1,874 |
-20 |
Mar01 |
000628 |
87.50 |
87.50 |
83.50 |
83.75 |
-3.80 |
97 |
1,668 |
+55 |
Total Volume and Open Interest |
3,867 |
30,832 |
+205 |
Sugar #11(NYBOT) |
Jul00 |
000628 |
8.72 |
8.83 |
8.60 |
8.65 |
-0.01 |
15,760 |
24,198 |
-5,297 |
Oct00 |
000628 |
8.52 |
8.65 |
8.51 |
8.62 |
+0.14 |
16,226 |
95,393 |
+4,358 |
Mar01 |
000628 |
8.35 |
8.48 |
8.35 |
8.45 |
+0.13 |
10,643 |
42,376 |
-1,557 |
May01 |
000628 |
8.26 |
8.32 |
8.25 |
8.31 |
+0.08 |
791 |
9,230 |
+285 |
Jul01 |
000628 |
8.15 |
8.20 |
8.15 |
8.20 |
+0.09 |
133 |
8,241 |
+90 |
Total Volume and Open Interest |
43,671 |
191,886 |
-2,091 |
London Cocoa(LCE) |
Jul00 |
000628 |
595 |
599 |
595 |
599 |
+2 |
2,217 |
14,284 |
-1,752 |
Sep00 |
000628 |
616 |
622 |
616 |
622 |
+2 |
2,466 |
34,301 |
-73 |
Dec00 |
000628 |
657 |
660 |
656 |
660 |
+3 |
2,777 |
41,070 |
+1,752 |
Mar01 |
000628 |
678 |
679 |
675 |
679 |
+1 |
617 |
30,456 |
+194 |
May01 |
000628 |
693 |
694 |
690 |
694 |
+1 |
125 |
19,222 |
+118 |
Jul01 |
000628 |
709 |
709 |
709 |
709 |
+1 |
100 |
5,919 |
+100 |
Sep01 |
000628 |
721 |
724 |
720 |
724 |
+1 |
174 |
4,084 |
+46 |
Total Volume and Open Interest |
8,476 |
174,963 |
+385 |
London Coffee(LCE) |
Jul00 |
000628 |
850.00 |
861.00 |
849.00 |
850.00 |
unch |
6,034 |
10,192 |
-3,481 |
Sep00 |
000628 |
879.00 |
891.00 |
878.00 |
878.00 |
unch |
4,828 |
35,659 |
+462 |
Nov00 |
000628 |
900.00 |
909.00 |
898.00 |
898.00 |
unch |
1,823 |
11,852 |
+1,208 |
Jan01 |
000628 |
920.00 |
929.00 |
918.00 |
918.00 |
unch |
305 |
3,674 |
-1 |
Mar01 |
000628 |
942.00 |
952.00 |
937.00 |
937.00 |
unch |
58 |
1,065 |
+1 |
May01 |
000628 |
956.00 |
956.00 |
956.00 |
956.00 |
unch |
57 |
855 |
+51 |
Total Volume and Open Interest |
13,105 |
63,297 |
-1,760 |
London Sugar(LCE) |
Aug00 |
000628 |
238.50 |
240.00 |
238.00 |
238.60 |
+0.80 |
2,512 |
16,156 |
-849 |
Oct00 |
000628 |
234.60 |
237.00 |
234.60 |
236.60 |
+2.30 |
2,226 |
15,294 |
+1,337 |
Dec00 |
000628 |
234.80 |
236.10 |
234.80 |
236.10 |
+2.30 |
528 |
4,999 |
+277 |
Mar01 |
000628 |
233.70 |
235.80 |
233.70 |
235.80 |
+2.60 |
43 |
5,089 |
+30 |
May01 |
000628 |
233.60 |
233.80 |
233.30 |
233.80 |
+2.60 |
0 |
763 |
+0 |
Total Volume and Open Interest |
5,329 |
46,436 |
+805 |
Cotton(NYBOT) |
Jul00 |
000628 |
52.05 |
52.60 |
52.00 |
52.30 |
-0.01 |
502 |
351 |
-129 |
Oct00 |
000628 |
56.50 |
56.85 |
56.26 |
56.63 |
-0.16 |
1,041 |
3,996 |
+154 |
Dec00 |
000628 |
58.55 |
58.80 |
58.26 |
58.61 |
-0.30 |
7,674 |
29,091 |
+568 |
Mar01 |
000628 |
60.30 |
60.55 |
60.10 |
60.35 |
-0.28 |
1,453 |
5,575 |
+412 |
May01 |
000628 |
61.10 |
61.15 |
60.85 |
61.15 |
-0.25 |
397 |
3,606 |
+122 |
Jul01 |
000628 |
61.85 |
61.85 |
61.70 |
61.83 |
-0.27 |
385 |
1,313 |
+195 |
Total Volume and Open Interest |
11,672 |
45,459 |
+1,456 |
Lumber(CME) |
Jul00 |
000628 |
278.4 |
278.4 |
278.4 |
278.4 |
+10.0 |
348 |
1,621 |
-33 |
Sep00 |
000628 |
287.3 |
287.3 |
287.3 |
287.3 |
+10.0 |
314 |
1,042 |
+34 |
Nov00 |
000628 |
291.9 |
291.9 |
289.5 |
291.9 |
+10.0 |
127 |
612 |
+25 |
Jan01 |
000628 |
295.8 |
297.7 |
294.5 |
297.0 |
+6.0 |
9 |
82 |
+3 |
Total Volume and Open Interest |
799 |
3,363 |
+30 |
Crude Oil(NYM) |
Aug00 |
000628 |
32.20 |
32.50 |
31.75 |
31.90 |
-0.16 |
69,098 |
136,274 |
-3,436 |
Sep00 |
000628 |
30.85 |
31.10 |
30.57 |
30.65 |
-0.23 |
35,454 |
49,933 |
-935 |
Oct00 |
000628 |
30.17 |
30.20 |
29.72 |
29.78 |
-0.23 |
11,677 |
30,901 |
+979 |
Nov00 |
000628 |
29.35 |
29.54 |
29.00 |
29.14 |
-0.24 |
2,385 |
18,844 |
+486 |
Dec00 |
000628 |
28.77 |
28.95 |
28.55 |
28.59 |
-0.25 |
5,577 |
39,218 |
+448 |
Jan01 |
000628 |
28.34 |
28.38 |
28.08 |
28.08 |
-0.26 |
933 |
18,375 |
-36 |
Feb01 |
000628 |
27.87 |
27.94 |
27.60 |
27.60 |
-0.27 |
209 |
8,825 |
-21 |
Mar01 |
000628 |
27.15 |
27.15 |
27.15 |
27.15 |
-0.27 |
318 |
9,475 |
+114 |
Apr01 |
000628 |
26.73 |
26.73 |
26.73 |
26.73 |
-0.27 |
144 |
5,082 |
-70 |
May01 |
000628 |
26.55 |
26.55 |
26.33 |
26.33 |
-0.27 |
34 |
4,364 |
+6 |
Total Volume and Open Interest |
128,595 |
438,951 |
-2,551 |
Heating Oil(NYM) |
Jul00 |
000628 |
81.50 |
83.20 |
81.40 |
81.59 |
-0.29 |
13,478 |
14,034 |
-1,134 |
Aug00 |
000628 |
81.60 |
83.20 |
81.40 |
81.68 |
-0.23 |
11,489 |
33,907 |
+2,173 |
Sep00 |
000628 |
81.80 |
83.00 |
81.70 |
81.83 |
-0.18 |
3,267 |
13,753 |
-250 |
Oct00 |
000628 |
82.10 |
83.30 |
81.80 |
81.93 |
-0.18 |
1,717 |
11,991 |
+105 |
Nov00 |
000628 |
82.10 |
83.15 |
81.60 |
81.78 |
-0.23 |
1,638 |
13,203 |
+404 |
Dec00 |
000628 |
81.60 |
82.70 |
81.43 |
81.43 |
-0.23 |
3,434 |
21,035 |
+452 |
Jan01 |
000628 |
81.00 |
81.80 |
80.50 |
80.53 |
-0.18 |
1,381 |
12,182 |
+307 |
Feb01 |
000628 |
79.20 |
79.90 |
78.68 |
78.68 |
-0.13 |
939 |
8,528 |
+117 |
Mar01 |
000628 |
75.70 |
76.40 |
75.18 |
75.18 |
-0.18 |
341 |
6,332 |
+212 |
Apr01 |
000628 |
72.25 |
72.80 |
71.58 |
71.58 |
-0.23 |
298 |
2,903 |
-27 |
Total Volume and Open Interest |
38,094 |
143,534 |
+2,464 |
Unleaded Gas(NYM) |
Jul00 |
000628 |
106.20 |
106.55 |
103.15 |
103.44 |
-3.08 |
25,592 |
18,336 |
-6,341 |
Aug00 |
000628 |
101.10 |
101.65 |
99.60 |
99.91 |
-1.59 |
14,992 |
35,365 |
+2,123 |
Sep00 |
000628 |
94.80 |
95.30 |
93.80 |
94.01 |
-1.14 |
3,404 |
21,404 |
-777 |
Oct00 |
000628 |
87.00 |
87.30 |
86.50 |
86.51 |
-0.79 |
1,601 |
10,213 |
+388 |
Nov00 |
000628 |
82.00 |
83.00 |
81.70 |
81.91 |
-0.64 |
345 |
5,192 |
+97 |
Dec00 |
000628 |
80.60 |
80.60 |
79.51 |
79.51 |
-0.59 |
250 |
2,794 |
+243 |
Jan01 |
000628 |
78.40 |
79.15 |
78.16 |
78.16 |
-0.49 |
133 |
1,532 |
+3 |
Feb01 |
000628 |
78.00 |
78.00 |
77.71 |
77.71 |
-0.39 |
60 |
1,325 |
+60 |
Total Volume and Open Interest |
46,377 |
97,812 |
-4,204 |
Natural Gas(NYM) |
Jul00 |
000628 |
4.595 |
4.620 |
4.300 |
4.369 |
-0.317 |
66,476 |
28,590 |
-10,268 |
Aug00 |
000628 |
4.520 |
4.575 |
4.300 |
4.397 |
-0.218 |
21,252 |
47,109 |
+2,059 |
Sep00 |
000628 |
4.500 |
4.530 |
4.300 |
4.370 |
-0.210 |
3,518 |
28,239 |
+251 |
Oct00 |
000628 |
4.470 |
4.510 |
4.270 |
4.355 |
-0.200 |
6,300 |
32,015 |
+192 |
Nov00 |
000628 |
4.545 |
4.565 |
4.390 |
4.415 |
-0.185 |
3,149 |
18,952 |
+358 |
Dec00 |
000628 |
4.600 |
4.625 |
4.450 |
4.485 |
-0.180 |
4,565 |
25,585 |
+140 |
Jan01 |
000628 |
4.590 |
4.620 |
4.450 |
4.465 |
-0.175 |
3,747 |
26,041 |
+87 |
Feb01 |
000628 |
4.310 |
4.350 |
4.180 |
4.195 |
-0.165 |
803 |
13,490 |
-129 |
Total Volume and Open Interest |
117,107 |
352,279 |
-4,720 |
Brent Crude Oil(IPE) |
Aug00 |
000628 |
30.03 |
30.57 |
29.97 |
30.11 |
-0.13 |
36,467 |
71,558 |
-2,660 |
Sep00 |
000628 |
29.07 |
29.49 |
28.99 |
29.10 |
-0.14 |
23,816 |
52,968 |
+1,893 |
Oct00 |
000628 |
28.40 |
28.64 |
28.27 |
28.32 |
-0.11 |
9,733 |
21,745 |
+3,095 |
Nov00 |
000628 |
27.90 |
28.10 |
27.80 |
27.85 |
-0.13 |
1,618 |
12,303 |
+40 |
Dec00 |
000628 |
27.48 |
27.69 |
27.30 |
27.40 |
-0.14 |
2,488 |
33,509 |
-13 |
Jan01 |
000628 |
27.00 |
27.00 |
26.87 |
26.87 |
-0.10 |
353 |
12,967 |
+195 |
Feb01 |
000628 |
26.49 |
26.57 |
26.38 |
26.38 |
-0.08 |
707 |
8,705 |
+475 |
Mar01 |
000628 |
25.97 |
25.97 |
25.91 |
25.91 |
-0.08 |
156 |
6,909 |
+146 |
Total Volume and Open Interest |
75,842 |
263,843 |
+3,175 |
Gas Oil(IPE) |
Jul00 |
000628 |
245.50 |
250.00 |
244.00 |
248.50 |
+5.25 |
8,982 |
30,961 |
-2,234 |
Aug00 |
000628 |
243.00 |
248.75 |
242.50 |
247.25 |
+6.00 |
7,984 |
26,544 |
+1,183 |
Sep00 |
000628 |
244.25 |
248.75 |
243.00 |
248.50 |
+6.50 |
1,788 |
12,251 |
+303 |
Oct00 |
000628 |
244.50 |
249.00 |
243.50 |
248.50 |
+5.75 |
2,618 |
13,599 |
+572 |
Nov00 |
000628 |
242.50 |
247.00 |
242.25 |
246.25 |
+5.00 |
996 |
3,241 |
+105 |
Dec00 |
000628 |
240.75 |
244.50 |
240.00 |
243.50 |
+4.25 |
2,604 |
23,342 |
+173 |
Jan01 |
000628 |
236.50 |
239.25 |
235.75 |
239.25 |
+3.75 |
218 |
4,347 |
+94 |
Feb01 |
000628 |
230.50 |
232.25 |
230.25 |
232.25 |
+2.75 |
110 |
2,166 |
+10 |
Total Volume and Open Interest |
25,645 |
125,350 |
+411 |
US Dollar Index(NYBOT) |
Sep00 |
000628 |
107.06 |
107.60 |
106.96 |
107.19 |
+0.21 |
669 |
3,436 |
+227 |
Dec00 |
000628 |
106.81 |
106.81 |
106.81 |
106.81 |
+0.21 |
3 |
2,017 |
+0 |
Mar01 |
000628 |
106.43 |
106.43 |
106.43 |
106.43 |
+0.21 |
672 |
5,453 |
+227 |
Total Volume and Open Interest |
672 |
5,453 |
+227 |
Australian Dollar(IMM) |
Sep00 |
000628 |
60.23 |
60.48 |
60.14 |
60.34 |
+0.05 |
1,419 |
15,063 |
+319 |
Dec00 |
000628 |
60.40 |
60.50 |
60.30 |
60.44 |
+0.05 |
0 |
184 |
+0 |
Mar01 |
000628 |
60.54 |
60.54 |
60.54 |
60.54 |
+0.05 |
0 |
378 |
+0 |
Total Volume and Open Interest |
1,419 |
15,625 |
+319 |
British Pound(IMM) |
Sep00 |
000628 |
150.76 |
151.60 |
150.54 |
151.36 |
+0.46 |
4,544 |
26,306 |
+584 |
Dec00 |
000628 |
151.80 |
151.90 |
150.80 |
151.64 |
+0.46 |
15 |
272 |
+1 |
Mar01 |
000628 |
151.86 |
152.00 |
151.20 |
151.86 |
+0.46 |
0 |
4 |
+0 |
Total Volume and Open Interest |
4,559 |
26,582 |
+585 |
Canadian Dollar(IMM) |
Sep00 |
000628 |
67.65 |
67.79 |
67.42 |
67.77 |
+0.15 |
4,078 |
53,217 |
+352 |
Dec00 |
000628 |
67.82 |
67.95 |
67.60 |
67.92 |
+0.15 |
28 |
4,966 |
+13 |
Mar01 |
000628 |
67.77 |
68.08 |
67.77 |
68.08 |
+0.15 |
0 |
598 |
+0 |
Jun01 |
000628 |
68.10 |
68.24 |
67.95 |
68.24 |
+0.15 |
0 |
165 |
+0 |
Total Volume and Open Interest |
4,106 |
58,960 |
+365 |
Japanese Yen(IMM) |
Sep00 |
000628 |
96.02 |
96.35 |
95.95 |
96.17 |
-0.28 |
5,642 |
43,732 |
-415 |
Dec00 |
000628 |
97.70 |
97.90 |
97.65 |
97.82 |
-0.28 |
9 |
3,008 |
+3 |
Mar01 |
000628 |
99.44 |
99.44 |
99.44 |
99.44 |
-0.28 |
|
|
|
Total Volume and Open Interest |
5,651 |
46,786 |
-412 |
Swiss Franc(IMM) |
Sep00 |
000628 |
61.30 |
61.50 |
61.18 |
61.29 |
-0.42 |
9,638 |
32,589 |
+379 |
Dec00 |
000628 |
62.01 |
62.01 |
61.72 |
61.79 |
-0.42 |
1 |
73 |
+1 |
Mar01 |
000628 |
62.27 |
62.27 |
62.27 |
62.27 |
-0.42 |
0 |
1 |
+0 |
Total Volume and Open Interest |
9,639 |
32,663 |
+380 |
EuroFX(IMM) |
Sep00 |
000628 |
94.59 |
95.14 |
94.47 |
94.79 |
-0.35 |
10,707 |
51,408 |
-1,417 |
Dec00 |
000628 |
95.12 |
95.50 |
95.09 |
95.31 |
-0.35 |
6 |
629 |
+3 |
Mar01 |
000628 |
95.82 |
95.82 |
95.63 |
95.82 |
-0.35 |
0 |
35 |
+0 |
Total Volume and Open Interest |
10,713 |
52,072 |
-1,414 |
Mexican Peso(IMM) |
Jun00 |
000619 |
10150.0 |
10150.0 |
10120.0 |
10120.0 |
+12.0 |
|
|
|
Sep00 |
000628 |
9715.0 |
9820.0 |
9700.0 |
9775.0 |
+117.0 |
4,303 |
11,054 |
+139 |
Total Volume and Open Interest |
4,324 |
12,868 |
+139 |
30-Year T-Bonds(CBOT) |
Sep00 |
000628 |
96~26 |
97~01 |
96~05 |
96~15 |
-0~10 |
129,769 |
363,491 |
-636 |
Dec00 |
000628 |
96~31 |
96~31 |
96~05 |
96~13 |
-0~11 |
32 |
4,072 |
-5 |
Mar01 |
000628 |
96~12 |
96~12 |
96~12 |
96~12 |
-0~11 |
0 |
565 |
-1 |
Total Volume and Open Interest |
129,802 |
372,483 |
-591 |
Municipal Bonds(CBOT) |
Sep00 |
000628 |
95~11 |
95~15 |
94~29 |
95~04 |
-0~07 |
1,594 |
19,091 |
+200 |
Dec00 |
000628 |
94~19 |
94~19 |
94~19 |
94~19 |
-0~07 |
0 |
400 |
+0 |
Total Volume and Open Interest |
1,594 |
19,491 |
+200 |
10-Year T-Notes(CBOT) |
Sep00 |
000628 |
97~310 |
98~030 |
97~210 |
97~280 |
-0~035 |
81,353 |
589,874 |
+3,641 |
Dec00 |
000628 |
97~230 |
97~280 |
97~195 |
97~255 |
-0~030 |
1,507 |
4,490 |
+1,257 |
Total Volume and Open Interest |
82,860 |
603,302 |
+4,345 |
5-Year T-Notes(CBOT) |
Sep00 |
000628 |
98~190 |
98~205 |
98~115 |
98~180 |
-0~005 |
38,849 |
365,113 |
+150 |
Dec00 |
000628 |
98~165 |
98~165 |
98~165 |
98~165 |
-0~005 |
|
|
|
Total Volume and Open Interest |
38,849 |
365,113 |
+150 |
2 Year T-Notes(CBOT) |
Sep00 |
000628 |
98~125 |
99~002 |
98~115 |
99~001 |
+0~003 |
3,565 |
50,458 |
-196 |
Total Volume and Open Interest |
3,765 |
51,940 |
-396 |
3-Mth T-Bills(IMM) |
Sep00 |
000628 |
93.90 |
93.90 |
93.82 |
93.82 |
-0.08 |
36 |
539 |
+6 |
Total Volume and Open Interest |
36 |
539 |
+6 |
Eurodollars(IMM) |
Sep00 |
000628 |
93.025 |
93.050 |
93.020 |
93.045 |
+0.020 |
43,704 |
622,020 |
+1,236 |
Dec00 |
000628 |
92.835 |
92.845 |
92.790 |
92.835 |
+0.005 |
45,714 |
502,897 |
-1,504 |
Mar01 |
000628 |
92.835 |
92.845 |
92.780 |
92.840 |
+0.010 |
36,223 |
373,890 |
+343 |
Jun01 |
000628 |
92.815 |
92.840 |
92.760 |
92.810 |
unch |
22,062 |
251,767 |
+24 |
Sep01 |
000628 |
92.820 |
92.830 |
92.760 |
92.810 |
unch |
16,231 |
217,035 |
+2,246 |
Dec01 |
000628 |
92.780 |
92.780 |
92.720 |
92.770 |
unch |
7,067 |
158,397 |
+840 |
Mar02 |
000628 |
92.835 |
92.835 |
92.770 |
92.820 |
-0.005 |
6,624 |
133,813 |
-1,242 |
Jun02 |
000628 |
92.835 |
92.840 |
92.770 |
92.820 |
-0.010 |
5,085 |
101,048 |
+515 |
Sep02 |
000628 |
92.845 |
92.850 |
92.775 |
92.820 |
-0.015 |
3,415 |
103,710 |
-214 |
Dec02 |
000628 |
92.805 |
92.810 |
92.735 |
92.775 |
-0.020 |
2,303 |
75,919 |
+77 |
Mar03 |
000628 |
92.850 |
92.855 |
92.795 |
92.835 |
-0.020 |
2,888 |
79,760 |
+552 |
Jun03 |
000628 |
92.850 |
92.850 |
92.785 |
92.820 |
-0.020 |
2,818 |
56,401 |
+99 |
Total Volume and Open Interest |
216,839 |
3,074,907 |
+2,924 |
3-Mth Euro-Yen(IMM) |
Jun00 |
000619 |
0.00 |
0.00 |
0.00 |
0.00 |
-99.88 |
|
|
|
Sep00 |
000628 |
99.68 |
99.68 |
99.68 |
99.68 |
unch |
1,505 |
13,774 |
-1,266 |
Dec00 |
000628 |
99.54 |
99.54 |
99.54 |
99.54 |
-0.01 |
311 |
12,234 |
-1,072 |
Mar01 |
000628 |
99.46 |
99.46 |
99.45 |
99.46 |
unch |
516 |
13,081 |
-718 |
Jun01 |
000628 |
99.35 |
99.36 |
99.35 |
99.35 |
-0.01 |
547 |
5,563 |
-147 |
Sep01 |
000628 |
99.22 |
99.24 |
99.22 |
99.22 |
-0.01 |
65 |
20,534 |
-427 |
Dec01 |
000628 |
99.09 |
99.10 |
99.09 |
99.09 |
-0.01 |
68 |
2,025 |
+0 |
Mar02 |
000628 |
98.99 |
98.99 |
98.99 |
98.99 |
unch |
25 |
1,727 |
-30 |
Jun02 |
000628 |
98.86 |
98.86 |
98.86 |
98.86 |
unch |
0 |
89 |
-1 |
Sep02 |
000628 |
98.74 |
98.74 |
98.74 |
98.74 |
unch |
0 |
30 |
+0 |
Total Volume and Open Interest |
3,037 |
69,087 |
-3,661 |
3-Mth Euro-Yen(SIMEX) |
Sep00 |
000628 |
99.68 |
99.68 |
99.68 |
99.68 |
unch |
11,888 |
80,171 |
+2,450 |
Dec00 |
000628 |
99.54 |
99.56 |
99.54 |
99.54 |
unch |
6,092 |
82,207 |
-1,522 |
Mar01 |
000628 |
99.45 |
99.46 |
99.45 |
99.46 |
unch |
9,479 |
84,361 |
+518 |
Jun01 |
000628 |
99.36 |
99.36 |
99.35 |
99.36 |
unch |
1,782 |
63,846 |
-511 |
Sep01 |
000628 |
99.24 |
99.24 |
99.23 |
99.24 |
+0.01 |
2,962 |
60,660 |
+595 |
Dec01 |
000628 |
99.10 |
99.10 |
99.10 |
99.10 |
+0.01 |
98 |
21,956 |
+328 |
Mar02 |
000628 |
98.99 |
98.99 |
98.97 |
98.98 |
+0.01 |
312 |
12,962 |
-119 |
Jun02 |
000628 |
98.86 |
98.86 |
98.86 |
98.86 |
unch |
0 |
1,835 |
+26 |
Total Volume and Open Interest |
32,613 |
410,268 |
+1,955 |
German Euro-Bund(EUREX) |
Sep00 |
000628 |
105.19 |
105.29 |
104.91 |
104.94 |
-0.22 |
522,828 |
557,478 |
+14,764 |
Dec00 |
000628 |
104.75 |
104.80 |
104.59 |
104.59 |
-0.21 |
3,423 |
11,914 |
+1,032 |
Mar01 |
000628 |
104.54 |
104.54 |
104.54 |
104.54 |
-0.22 |
0 |
4,568 |
-300 |
Total Volume and Open Interest |
526,251 |
573,960 |
+15,496 |
German Euro-Bobl(EUREX) |
Sep00 |
000628 |
103.04 |
103.10 |
102.90 |
102.93 |
-0.11 |
169,789 |
279,684 |
+6,571 |
Dec00 |
000628 |
102.73 |
102.73 |
102.73 |
102.73 |
-0.16 |
0 |
871 |
+0 |
Mar01 |
000628 |
102.65 |
102.65 |
102.65 |
102.65 |
-0.11 |
|
|
|
Total Volume and Open Interest |
169,789 |
280,555 |
+6,571 |
Long Gilt(LIFFE) |
Jun00 |
000628 |
113~20 |
113~20 |
113~13 |
113~13 |
-0~09 |
564 |
5,075 |
-310 |
Sep00 |
000628 |
113~11 |
113~15 |
112~31 |
113~06 |
-0~04 |
14,523 |
58,709 |
-1,988 |
Total Volume and Open Interest |
15,087 |
63,784 |
-2,298 |
3-Mth Short Sterling(LIFFE) |
Sep00 |
000628 |
93.68 |
93.68 |
93.66 |
93.67 |
-0.01 |
15,845 |
200,548 |
+331 |
Dec00 |
000628 |
93.57 |
93.57 |
93.53 |
93.54 |
-0.02 |
15,432 |
187,781 |
-379 |
Mar01 |
000628 |
93.48 |
93.49 |
93.47 |
93.48 |
-0.01 |
13,901 |
107,841 |
-708 |
Total Volume and Open Interest |
77,613 |
766,320 |
+5,048 |
3-Mth Euribor(LIFFE) |
Sep00 |
000628 |
95.210 |
95.210 |
95.170 |
95.175 |
-0.035 |
74,506 |
345,657 |
-1,557 |
Dec00 |
000628 |
94.870 |
94.875 |
94.820 |
94.825 |
-0.045 |
43,946 |
249,073 |
+735 |
Mar01 |
000628 |
94.790 |
94.800 |
94.735 |
94.740 |
-0.050 |
34,452 |
170,600 |
+4,374 |
Total Volume and Open Interest |
203,385 |
1,521,286 |
+345,942 |
3-Mth Aus T-Bills(SFE) |
Sep00 |
000628 |
93.77 |
93.78 |
93.75 |
93.76 |
-0.01 |
4,881 |
181,059 |
+3,691 |
Dec00 |
000628 |
93.59 |
93.61 |
93.58 |
93.59 |
-0.01 |
4,119 |
80,940 |
+1,084 |
Mar01 |
000628 |
93.52 |
93.54 |
93.50 |
93.52 |
unch |
2,250 |
35,356 |
+1,439 |
Jun01 |
000628 |
93.45 |
93.46 |
93.44 |
93.46 |
+0.01 |
335 |
16,791 |
+114 |
Sep01 |
000628 |
93.39 |
93.42 |
93.38 |
93.39 |
unch |
140 |
9,497 |
-51 |
Dec01 |
000628 |
93.36 |
93.37 |
93.35 |
93.35 |
-0.01 |
229 |
7,344 |
+82 |
Mar02 |
000628 |
93.33 |
93.34 |
93.32 |
93.32 |
-0.01 |
40 |
6,151 |
+25 |
Jun02 |
000628 |
93.32 |
93.33 |
93.30 |
93.30 |
-0.02 |
40 |
3,698 |
+40 |
Sep02 |
000628 |
93.31 |
93.31 |
93.26 |
93.27 |
-0.02 |
53 |
2,451 |
-2 |
Dec02 |
000628 |
93.30 |
93.30 |
93.26 |
93.26 |
-0.02 |
30 |
1,796 |
-25 |
Total Volume and Open Interest |
12,117 |
349,107 |
+6,347 |
10-Year Aus T-Bonds(SFE) |
Sep00 |
000628 |
93.75 |
93.76 |
93.69 |
93.74 |
0.00 |
8,135 |
129,153 |
+8,305 |
Dec00 |
000628 |
93.75 |
93.75 |
93.75 |
93.75 |
0.00 |
|
|
|
Total Volume and Open Interest |
8,135 |
129,153 |
+8,305 |
3-Year Aus T-Bonds(SFE) |
Sep00 |
000628 |
93.91 |
93.93 |
93.89 |
93.90 |
-0.02 |
21,926 |
237,932 |
+9,160 |
Dec00 |
000628 |
93.91 |
93.91 |
93.91 |
93.91 |
-0.02 |
|
|
|
Total Volume and Open Interest |
21,926 |
237,932 |
+9,160 |
Gold(CMX) |
Jun00 |
000628 |
292.5 |
292.5 |
292.5 |
292.5 |
+6.9 |
10 |
136 |
+0 |
Aug00 |
000628 |
288.3 |
294.8 |
287.8 |
294.3 |
+6.8 |
14,746 |
76,943 |
-76 |
Oct00 |
000628 |
291.7 |
297.7 |
291.0 |
297.3 |
+6.9 |
954 |
4,987 |
+433 |
Dec00 |
000628 |
294.5 |
300.7 |
294.1 |
300.3 |
+7.0 |
1,214 |
23,047 |
+185 |
Feb01 |
000628 |
297.8 |
302.8 |
297.8 |
302.8 |
+7.0 |
10 |
10,579 |
+10 |
Apr01 |
000628 |
305.0 |
305.5 |
305.0 |
305.5 |
+7.0 |
0 |
3,628 |
+0 |
Total Volume and Open Interest |
17,000 |
143,702 |
+507 |
Silver(CMX) |
Jul00 |
000628 |
496.0 |
499.0 |
496.0 |
498.9 |
+3.1 |
15,243 |
20,816 |
-7,800 |
Sep00 |
000628 |
501.0 |
504.0 |
501.0 |
503.8 |
+2.9 |
17,675 |
40,748 |
+9,037 |
Dec00 |
000628 |
507.0 |
512.0 |
507.0 |
510.2 |
+2.8 |
954 |
10,737 |
+292 |
Mar01 |
000628 |
515.0 |
517.0 |
515.0 |
515.1 |
+2.8 |
36 |
974 |
+25 |
May01 |
000628 |
517.6 |
517.6 |
517.6 |
517.6 |
+2.8 |
0 |
810 |
+0 |
Total Volume and Open Interest |
34,037 |
78,777 |
+1,516 |
Platinum(NYM) |
Jul00 |
000628 |
566.0 |
574.9 |
565.1 |
572.8 |
+16.3 |
3,812 |
3,483 |
-2,072 |
Oct00 |
000628 |
550.0 |
562.0 |
550.0 |
559.3 |
+16.8 |
3,147 |
6,620 |
+1,844 |
Jan01 |
000628 |
544.3 |
544.3 |
544.3 |
544.3 |
+16.8 |
2 |
274 |
+0 |
Total Volume and Open Interest |
6,961 |
10,377 |
-228 |
Palladium(NYME) |
Sep00 |
000628 |
654.15 |
665.00 |
650.00 |
660.25 |
+6.10 |
31 |
1,873 |
-12 |
Dec00 |
000628 |
658.25 |
658.25 |
658.25 |
658.25 |
+6.10 |
0 |
117 |
+0 |
Total Volume and Open Interest |
31 |
1,992 |
-14 |
Copper(CMX) |
Jul00 |
000628 |
82.30 |
82.50 |
81.60 |
81.85 |
+0.10 |
7,722 |
14,212 |
-4,113 |
Sep00 |
000628 |
83.10 |
83.50 |
82.55 |
82.85 |
+0.15 |
8,421 |
23,198 |
+4,227 |
Dec00 |
000628 |
83.30 |
83.50 |
82.70 |
82.95 |
+0.15 |
890 |
8,104 |
+178 |
Mar01 |
000628 |
82.80 |
82.80 |
82.65 |
82.65 |
-0.05 |
120 |
2,242 |
+62 |
May01 |
000628 |
82.40 |
82.40 |
82.40 |
82.40 |
-0.10 |
8 |
931 |
-2 |
Total Volume and Open Interest |
18,199 |
62,156 |
+315 |
DJIA Index(CBOT) |
Jun00 |
000615 |
10745 |
10770 |
10670 |
10703 |
-17 |
1,604 |
9,897 |
-946 |
Sep00 |
000628 |
10665 |
10750 |
10625 |
10640 |
-3 |
7,953 |
12,036 |
-407 |
Dec00 |
000628 |
10827 |
10885 |
10775 |
10788 |
-3 |
0 |
2,119 |
+0 |
Mar01 |
000628 |
10943 |
10943 |
10943 |
10943 |
-3 |
|
|
|
Total Volume and Open Interest |
7,978 |
14,186 |
-382 |
S & P 500(CME) |
Sep00 |
000628 |
1473.90 |
1486.50 |
1470.50 |
1471.20 |
+0.20 |
44,869 |
367,779 |
+2,497 |
Dec00 |
000628 |
1505.00 |
1509.00 |
1493.50 |
1494.10 |
+0.30 |
637 |
6,631 |
-60 |
Mar01 |
000628 |
1517.60 |
1531.20 |
1516.70 |
1517.60 |
+0.40 |
528 |
1,065 |
+209 |
Jun01 |
000628 |
1541.60 |
1554.70 |
1540.20 |
1541.60 |
+0.90 |
0 |
625 |
+0 |
Total Volume and Open Interest |
46,034 |
376,244 |
+2,646 |
S & P 500 E-Mini(Globex) |
Sep00 |
000628 |
1471.00 |
1488.00 |
1470.00 |
1471.25 |
+0.25 |
62,665 |
0 |
-23,330 |
Dec00 |
000628 |
1494.00 |
1508.00 |
1494.00 |
1494.00 |
+0.25 |
2 |
0 |
-18 |
Total Volume and Open Interest |
62,667 |
|
|
NASDAQ 100(CME) |
Sep00 |
000628 |
3775.00 |
3875.00 |
3763.00 |
3815.50 |
+48.00 |
10,800 |
27,966 |
-560 |
Dec00 |
000628 |
3876.50 |
3885.00 |
3876.50 |
3876.50 |
+48.00 |
0 |
13 |
+0 |
Mar01 |
000628 |
3937.50 |
3945.50 |
3937.50 |
3937.50 |
+48.00 |
2 |
1 |
+1 |
Total Volume and Open Interest |
10,802 |
27,980 |
-559 |
NASDAQ 100 E-Mini(GLOBEX) |
Sep00 |
000628 |
3766.5 |
3876.0 |
3756.0 |
3815.5 |
+48.0 |
34,811 |
0 |
-17,022 |
Dec00 |
000628 |
3876.5 |
3910.0 |
3876.5 |
3876.5 |
+48.0 |
|
|
|
Total Volume and Open Interest |
34,811 |
|
|
NYSE Composite(NYBOT) |
Sep00 |
000628 |
652.00 |
655.00 |
650.25 |
651.40 |
+0.15 |
198 |
808 |
-17 |
Dec00 |
000628 |
660.65 |
660.65 |
660.65 |
660.65 |
+0.15 |
0 |
1,496 |
+0 |
Mar01 |
000628 |
669.90 |
669.90 |
669.90 |
669.90 |
+0.15 |
0 |
100 |
+0 |
Total Volume and Open Interest |
503 |
1,746 |
+12 |
S & P Midcap 400(CME) |
Sep00 |
000628 |
491.00 |
500.00 |
490.10 |
497.50 |
+6.75 |
1 |
13,560 |
+70 |
Dec00 |
000628 |
504.50 |
505.00 |
504.50 |
504.50 |
+6.75 |
|
|
|
Mar01 |
000628 |
510.50 |
511.00 |
510.50 |
510.50 |
+6.75 |
|
|
|
Total Volume and Open Interest |
1 |
13,560 |
+70 |
Russell 2000(CME) |
Sep00 |
000628 |
511.50 |
528.40 |
511.50 |
527.90 |
+17.15 |
2,268 |
11,352 |
+57 |
Dec00 |
000628 |
535.70 |
535.70 |
535.70 |
535.70 |
+17.15 |
|
|
|
Mar01 |
000628 |
543.25 |
543.25 |
543.25 |
543.25 |
+17.15 |
|
|
|
Total Volume and Open Interest |
2,268 |
11,352 |
+57 |
Value Line(KCBT) |
Sep00 |
000628 |
1073.00 |
1093.00 |
1073.00 |
1092.60 |
+15.60 |
|
|
|
Total Volume and Open Interest |
|
|
|
Nikkei 225(CME) |
Sep00 |
000628 |
17300 |
17545 |
17265 |
17535 |
+235 |
792 |
14,128 |
+280 |
Dec00 |
000628 |
17535 |
17535 |
17290 |
17535 |
+235 |
0 |
11 |
+0 |
Total Volume and Open Interest |
792 |
14,139 |
+280 |
Nikkei 225(SIMEX) |
Sep00 |
000628 |
17330 |
17440 |
17245 |
17330 |
unch |
12,435 |
112,448 |
+186 |
Dec00 |
000628 |
17320 |
17320 |
17320 |
17320 |
unch |
0 |
2,345 |
+0 |
Mar01 |
000628 |
17330 |
17330 |
17330 |
17330 |
unch |
0 |
3,800 |
+0 |
Total Volume and Open Interest |
24,010 |
107,685 |
+657 |
CAC 40(MATIF) |
Jun00 |
000628 |
6567.5 |
6645.0 |
6506.5 |
6610.0 |
+56.0 |
132,019 |
366,547 |
+36,807 |
Jul00 |
000628 |
6577.5 |
6654.5 |
6527.5 |
6628.0 |
+55.5 |
69,276 |
98,899 |
+52,793 |
Aug00 |
000628 |
6581.5 |
6648.0 |
6565.5 |
6648.0 |
+38.0 |
343 |
2,525 |
+168 |
Total Volume and Open Interest |
226,208 |
558,614 |
+98,788 |
DAX Index(EUREX) |
Sep00 |
000628 |
7138.0 |
7141.5 |
7072.0 |
7130.0 |
+16.5 |
27,286 |
142,995 |
+2,946 |
Dec00 |
000628 |
7204.0 |
7215.5 |
7180.5 |
7215.5 |
+16.5 |
22 |
851 |
+76 |
Mar01 |
000628 |
7267.0 |
7307.5 |
7267.0 |
7307.5 |
+16.5 |
10 |
19 |
+11 |
Total Volume and Open Interest |
27,318 |
143,865 |
+3,033 |
FT-SE 100(LIFFE) |
Sep00 |
000628 |
6430.00 |
6450.00 |
6353.00 |
6380.00 |
-48.00 |
20,777 |
250,708 |
+583 |
Dec00 |
000628 |
6508.00 |
6508.00 |
6441.50 |
6462.00 |
-49.00 |
500 |
1,924 |
+500 |
Mar01 |
000628 |
6568.00 |
6568.00 |
6499.50 |
6514.50 |
-56.50 |
500 |
750 |
+500 |
Total Volume and Open Interest |
21,777 |
253,382 |
+1,583 |
SPI 200(SFE) |
Jun00 |
000628 |
3192.0 |
3203.0 |
3185.0 |
3195.0 |
-1.0 |
20,302 |
187,590 |
+4,818 |
Sep00 |
000628 |
3226.0 |
3243.0 |
3220.0 |
3230.0 |
+2.0 |
17,725 |
52,884 |
+22,255 |
Dec00 |
000628 |
3250.0 |
3250.0 |
3250.0 |
3250.0 |
+8.0 |
98 |
2,295 |
-124 |
Total Volume and Open Interest |
38,125 |
243,909 |
+26,949 |
GSCI(CME) |
Jul00 |
000628 |
235.55 |
236.80 |
233.35 |
233.90 |
-2.50 |
271 |
38,596 |
+51 |
Aug00 |
000628 |
229.60 |
231.60 |
229.60 |
229.60 |
-2.00 |
7 |
162 |
-1 |
Sep00 |
000628 |
227.50 |
227.50 |
227.50 |
227.50 |
-1.90 |
0 |
35 |
+0 |
Total Volume and Open Interest |
278 |
38,793 |
+50 |
Bridge CRB Index(NYBOT) |
Aug00 |
000628 |
225.10 |
225.50 |
223.60 |
223.60 |
-1.80 |
90 |
898 |
-3 |
Nov00 |
000628 |
225.10 |
225.10 |
223.60 |
223.60 |
-1.80 |
0 |
869 |
+0 |
Jan01 |
000628 |
224.30 |
224.30 |
223.35 |
223.35 |
-1.80 |
0 |
425 |
+0 |
Total Volume and Open Interest |
3,937 |
|
|
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
|
|