 |
MRCI's Free Historical Futures Prices |
Daily Futures Price Listing Wed July 05, 2000 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Jul00 |
000705 |
468.00 |
477.00 |
468.00 |
472.50 |
+4.00 |
6,798 |
4,534 |
-2,027 |
Aug00 |
000705 |
471.00 |
477.50 |
470.25 |
474.75 |
+2.25 |
11,012 |
30,556 |
+158 |
Sep00 |
000705 |
465.50 |
469.00 |
464.00 |
467.75 |
+1.25 |
4,177 |
16,343 |
-1,369 |
Nov00 |
000705 |
469.50 |
473.50 |
468.00 |
472.00 |
+1.50 |
25,595 |
71,624 |
-1,072 |
Jan01 |
000705 |
479.50 |
484.00 |
478.50 |
482.00 |
+2.00 |
1,106 |
7,637 |
+228 |
Mar01 |
000705 |
488.50 |
492.00 |
488.50 |
491.50 |
+1.75 |
982 |
6,360 |
+310 |
May01 |
000705 |
498.00 |
500.00 |
497.50 |
499.00 |
+2.00 |
709 |
5,425 |
+148 |
Total Volume and Open Interest |
50,780 |
148,755 |
-3,426 |
Soybean Meal(CBOT) |
Jul00 |
000705 |
164.00 |
167.20 |
163.50 |
166.60 |
+2.70 |
4,509 |
11,927 |
-1,374 |
Aug00 |
000705 |
159.50 |
161.70 |
159.30 |
161.40 |
+1.60 |
6,123 |
19,798 |
-292 |
Sep00 |
000705 |
154.00 |
156.30 |
154.00 |
155.90 |
+1.50 |
2,309 |
11,366 |
+189 |
Oct00 |
000705 |
153.50 |
153.70 |
152.40 |
153.70 |
+1.30 |
1,254 |
10,440 |
+236 |
Dec00 |
000705 |
152.80 |
154.00 |
152.50 |
153.90 |
+1.10 |
7,949 |
38,122 |
-130 |
Jan01 |
000705 |
154.20 |
154.80 |
154.00 |
154.80 |
+1.40 |
736 |
5,665 |
+513 |
Mar01 |
000705 |
156.00 |
157.00 |
156.00 |
156.70 |
+0.90 |
579 |
4,107 |
-65 |
May01 |
000705 |
157.00 |
159.00 |
157.00 |
159.00 |
+2.10 |
237 |
3,302 |
-34 |
Total Volume and Open Interest |
23,750 |
105,674 |
-934 |
Soybean Oil(CBOT) |
Jul00 |
000705 |
15.40 |
15.58 |
15.38 |
15.53 |
+0.11 |
7,271 |
5,279 |
-731 |
Aug00 |
000705 |
15.60 |
15.73 |
15.57 |
15.72 |
+0.09 |
13,871 |
28,877 |
+501 |
Sep00 |
000705 |
15.79 |
15.98 |
15.76 |
15.92 |
+0.07 |
2,834 |
17,561 |
+746 |
Oct00 |
000705 |
15.93 |
16.15 |
15.93 |
16.05 |
+0.05 |
662 |
11,123 |
+137 |
Dec00 |
000705 |
16.30 |
16.50 |
16.30 |
16.41 |
+0.06 |
8,297 |
43,785 |
+1,965 |
Jan01 |
000705 |
16.65 |
16.79 |
16.65 |
16.73 |
+0.05 |
1,079 |
13,195 |
-273 |
Mar01 |
000705 |
16.95 |
17.10 |
16.95 |
17.06 |
+0.10 |
705 |
6,156 |
+331 |
May01 |
000705 |
17.24 |
17.40 |
17.24 |
17.36 |
+0.10 |
650 |
5,103 |
-38 |
Total Volume and Open Interest |
35,675 |
135,763 |
+2,800 |
Canola(WCE) |
Aug00 |
000705 |
246.0 |
248.2 |
246.0 |
246.7 |
+0.7 |
145 |
8,395 |
-11 |
Sep00 |
000705 |
250.0 |
251.2 |
249.4 |
249.5 |
+0.4 |
46 |
1,705 |
-6 |
Nov00 |
000705 |
255.1 |
256.8 |
255.1 |
255.6 |
+0.3 |
2,105 |
34,250 |
-395 |
Jan01 |
000705 |
261.5 |
262.1 |
260.8 |
261.0 |
+0.5 |
32 |
4,991 |
+20 |
Mar01 |
000705 |
267.0 |
267.8 |
266.2 |
266.2 |
-0.2 |
500 |
915 |
+130 |
Total Volume and Open Interest |
3,037 |
50,687 |
-345 |
Corn(CBOT) |
Jul00 |
000705 |
182.00 |
185.50 |
181.75 |
185.25 |
+2.00 |
14,003 |
17,209 |
-3,313 |
Sep00 |
000705 |
189.50 |
193.00 |
189.50 |
192.50 |
+1.75 |
25,191 |
153,247 |
+1,634 |
Nov00 |
000705 |
197.50 |
200.50 |
197.50 |
199.50 |
+1.25 |
23 |
1,512 |
+193 |
Dec00 |
000705 |
201.00 |
204.75 |
201.00 |
204.00 |
+1.25 |
44,973 |
174,259 |
-62 |
Jan01 |
000705 |
206.00 |
207.00 |
206.00 |
206.00 |
+0.50 |
1 |
203 |
+1 |
Mar01 |
000705 |
213.00 |
216.50 |
213.00 |
216.00 |
+1.25 |
3,664 |
29,238 |
+556 |
Total Volume and Open Interest |
91,739 |
402,164 |
+124 |
Wheat(CBOT) |
Jul00 |
000705 |
247.50 |
251.00 |
247.00 |
248.00 |
+2.50 |
5,347 |
3,415 |
-1,375 |
Sep00 |
000705 |
259.00 |
261.50 |
258.50 |
258.75 |
+1.25 |
27,531 |
58,033 |
-1,365 |
Dec00 |
000705 |
276.00 |
278.50 |
275.00 |
275.25 |
+0.75 |
33,449 |
45,073 |
+770 |
Mar01 |
000705 |
290.50 |
291.50 |
289.00 |
289.25 |
+0.25 |
1,966 |
13,465 |
+590 |
May01 |
000705 |
299.00 |
299.00 |
297.50 |
298.50 |
+1.50 |
130 |
546 |
+15 |
Total Volume and Open Interest |
69,319 |
127,263 |
-1,393 |
Wheat(KCBT) |
Jul00 |
000705 |
285.75 |
292.00 |
285.75 |
289.75 |
+2.50 |
1,372 |
1,483 |
-724 |
Sep00 |
000705 |
294.00 |
301.50 |
294.00 |
299.00 |
+1.50 |
13,009 |
38,192 |
+3,580 |
Dec00 |
000705 |
310.50 |
315.25 |
310.50 |
313.00 |
+1.00 |
13,736 |
31,445 |
+4,072 |
Mar01 |
000705 |
322.00 |
325.75 |
322.00 |
323.75 |
+1.00 |
1,671 |
5,272 |
+833 |
May01 |
000705 |
329.00 |
331.00 |
327.50 |
329.00 |
+0.50 |
6 |
618 |
+5 |
Total Volume and Open Interest |
29,794 |
77,566 |
+7,766 |
Wheat(MGE) |
Jul00 |
000705 |
314.00 |
316.00 |
310.00 |
311.00 |
-4.75 |
470 |
392 |
-471 |
Sep00 |
000705 |
325.00 |
326.00 |
319.50 |
320.75 |
-4.00 |
4,211 |
9,594 |
+207 |
Dec00 |
000705 |
337.00 |
339.50 |
333.50 |
334.50 |
-3.25 |
1,525 |
5,727 |
+172 |
Mar01 |
000705 |
350.00 |
351.25 |
346.75 |
347.50 |
-2.00 |
141 |
525 |
+56 |
May01 |
000705 |
357.00 |
357.00 |
354.00 |
355.25 |
-1.25 |
10 |
141 |
+10 |
Total Volume and Open Interest |
6,393 |
16,453 |
+5 |
Oats(CBOT) |
Jul00 |
000705 |
94.50 |
96.50 |
94.50 |
95.50 |
+1.75 |
609 |
570 |
-325 |
Sep00 |
000705 |
101.00 |
102.50 |
101.00 |
101.50 |
+0.50 |
1,850 |
7,577 |
+53 |
Dec00 |
000705 |
109.50 |
110.50 |
109.25 |
109.50 |
unch |
1,007 |
6,146 |
+216 |
Mar01 |
000705 |
117.50 |
117.50 |
117.25 |
117.25 |
-0.25 |
3 |
804 |
+3 |
Total Volume and Open Interest |
3,469 |
15,105 |
-56 |
Rough Rice(CBOT) |
Jul00 |
000705 |
4.90 |
5.00 |
4.70 |
4.75 |
+0.03 |
9 |
337 |
-40 |
Sep00 |
000705 |
6.05 |
6.10 |
6.04 |
6.10 |
+0.05 |
153 |
1,851 |
-64 |
Nov00 |
000705 |
6.22 |
6.29 |
6.22 |
6.29 |
+0.05 |
142 |
2,150 |
-64 |
Jan01 |
000705 |
6.49 |
6.52 |
6.49 |
6.52 |
+0.03 |
9 |
1,478 |
-107 |
Total Volume and Open Interest |
313 |
6,122 |
-275 |
Live Cattle(CME) |
Aug00 |
000705 |
66.925 |
67.750 |
66.925 |
67.700 |
+0.875 |
2,378 |
48,289 |
-246 |
Oct00 |
000705 |
69.300 |
70.150 |
69.300 |
70.100 |
+0.800 |
1,276 |
32,588 |
+186 |
Dec00 |
000705 |
71.350 |
72.425 |
71.350 |
72.325 |
+0.975 |
478 |
12,482 |
+68 |
Feb01 |
000705 |
72.550 |
73.525 |
72.500 |
73.500 |
+1.000 |
85 |
7,177 |
+25 |
Apr01 |
000705 |
74.650 |
75.675 |
74.650 |
75.625 |
+0.975 |
160 |
5,495 |
+54 |
Jun01 |
000705 |
72.800 |
73.750 |
72.800 |
73.650 |
+0.850 |
6 |
2,636 |
-3 |
Total Volume and Open Interest |
4,497 |
108,837 |
+117 |
Feeder Cattle(CME) |
Aug00 |
000705 |
86.950 |
88.050 |
86.725 |
88.025 |
+1.100 |
768 |
10,266 |
+15 |
Sep00 |
000705 |
86.850 |
88.150 |
86.650 |
88.075 |
+1.300 |
161 |
2,455 |
-3 |
Oct00 |
000705 |
87.400 |
88.600 |
87.350 |
88.600 |
+1.050 |
330 |
3,833 |
+44 |
Nov00 |
000705 |
88.200 |
89.100 |
88.100 |
89.100 |
+0.825 |
113 |
2,421 |
+17 |
Jan01 |
000705 |
88.825 |
89.900 |
88.800 |
89.875 |
+0.975 |
74 |
1,523 |
+40 |
Mar01 |
000705 |
89.150 |
89.600 |
89.150 |
89.600 |
+0.450 |
240 |
562 |
+79 |
Apr01 |
000705 |
89.000 |
89.600 |
89.000 |
89.600 |
+0.600 |
7 |
132 |
+5 |
Total Volume and Open Interest |
1,733 |
21,718 |
+224 |
Lean Hogs(CME) |
Jul00 |
000705 |
69.950 |
70.100 |
69.600 |
69.800 |
-0.550 |
1,351 |
7,937 |
-506 |
Aug00 |
000705 |
68.500 |
68.500 |
67.650 |
68.150 |
-0.450 |
3,142 |
21,383 |
+195 |
Oct00 |
000705 |
58.400 |
58.725 |
57.950 |
58.550 |
-0.075 |
365 |
11,526 |
+85 |
Dec00 |
000705 |
54.700 |
54.800 |
54.250 |
54.725 |
-0.025 |
585 |
7,602 |
+123 |
Feb01 |
000705 |
55.600 |
55.625 |
55.250 |
55.400 |
-0.325 |
58 |
1,968 |
-13 |
Apr01 |
000705 |
54.750 |
55.000 |
54.700 |
54.825 |
-0.025 |
44 |
865 |
+24 |
Jun01 |
000705 |
61.500 |
61.500 |
61.475 |
61.475 |
-0.375 |
23 |
150 |
+3 |
Jul01 |
000705 |
61.500 |
61.500 |
61.350 |
61.500 |
-0.500 |
0 |
42 |
+0 |
Total Volume and Open Interest |
5,568 |
51,473 |
-89 |
Pork Bellies(CME) |
Jul00 |
000705 |
87.325 |
87.700 |
86.400 |
87.275 |
-0.600 |
537 |
2,256 |
-92 |
Aug00 |
000705 |
85.200 |
86.050 |
84.400 |
85.200 |
-0.700 |
613 |
2,102 |
+35 |
Feb01 |
000705 |
73.450 |
73.450 |
72.600 |
72.600 |
-0.150 |
9 |
136 |
+3 |
Mar01 |
000705 |
74.000 |
74.000 |
74.000 |
74.000 |
unch |
0 |
16 |
+0 |
May01 |
000705 |
75.500 |
75.500 |
75.500 |
75.500 |
unch |
|
|
|
Total Volume and Open Interest |
1,159 |
4,511 |
-54 |
Cocoa(NYBOT) |
Jul00 |
000705 |
847 |
847 |
808 |
819 |
-1 |
15 |
207 |
-154 |
Sep00 |
000705 |
855 |
867 |
829 |
841 |
+6 |
3,296 |
40,419 |
+2 |
Dec00 |
000705 |
892 |
902 |
865 |
878 |
+7 |
700 |
24,777 |
-207 |
Mar01 |
000705 |
906 |
917 |
906 |
911 |
+6 |
546 |
9,955 |
+229 |
May01 |
000705 |
935 |
935 |
935 |
935 |
+6 |
36 |
7,101 |
+2 |
Jul01 |
000705 |
980 |
980 |
958 |
958 |
+6 |
0 |
7,650 |
+0 |
Sep01 |
000705 |
984 |
984 |
984 |
984 |
+6 |
11 |
5,908 |
+1 |
Total Volume and Open Interest |
4,639 |
111,281 |
-127 |
Coffee "C"(NYBOT) |
Jul00 |
000705 |
85.40 |
85.90 |
85.00 |
85.40 |
+0.55 |
180 |
506 |
-141 |
Sep00 |
000705 |
87.00 |
88.50 |
87.00 |
88.10 |
+0.65 |
6,004 |
36,043 |
+938 |
Dec00 |
000705 |
91.75 |
92.70 |
91.75 |
92.35 |
+0.70 |
947 |
7,980 |
+118 |
Mar01 |
000705 |
96.25 |
97.00 |
96.00 |
96.65 |
+0.75 |
252 |
3,242 |
+30 |
May01 |
000705 |
99.20 |
99.50 |
98.90 |
99.00 |
+0.60 |
94 |
720 |
+41 |
Jul01 |
000705 |
102.50 |
102.50 |
101.35 |
101.35 |
+0.45 |
18 |
177 |
+6 |
Total Volume and Open Interest |
7,502 |
48,856 |
+996 |
Orange Juice(NYBOT) |
Jul00 |
000705 |
83.50 |
84.50 |
82.45 |
82.45 |
-1.30 |
463 |
621 |
-404 |
Sep00 |
000705 |
83.90 |
84.30 |
81.30 |
81.50 |
-2.80 |
1,376 |
18,536 |
+237 |
Nov00 |
000705 |
83.60 |
84.00 |
81.10 |
81.50 |
-2.60 |
123 |
4,695 |
+42 |
Jan01 |
000705 |
84.00 |
84.00 |
82.05 |
82.05 |
-2.20 |
40 |
1,881 |
-28 |
Mar01 |
000705 |
84.20 |
84.20 |
82.25 |
82.35 |
-2.00 |
24 |
1,833 |
-5 |
Total Volume and Open Interest |
2,026 |
28,236 |
-158 |
Sugar #11(NYBOT) |
Oct00 |
000705 |
8.43 |
8.82 |
8.35 |
8.69 |
+0.21 |
39,503 |
99,121 |
-808 |
Mar01 |
000705 |
8.30 |
8.60 |
8.23 |
8.49 |
+0.17 |
9,353 |
44,372 |
+835 |
May01 |
000705 |
8.12 |
8.44 |
8.02 |
8.36 |
+0.17 |
455 |
9,562 |
-70 |
Jul01 |
000705 |
7.93 |
8.24 |
7.92 |
8.17 |
+0.17 |
280 |
7,962 |
-74 |
Oct01 |
000705 |
7.82 |
8.17 |
7.82 |
8.07 |
+0.17 |
52 |
8,864 |
+2 |
Total Volume and Open Interest |
51,789 |
173,722 |
-9,109 |
London Cocoa(LCE) |
Jul00 |
000705 |
596 |
606 |
592 |
593 |
unch |
739 |
12,933 |
-458 |
Sep00 |
000705 |
619 |
632 |
611 |
617 |
-1 |
2,856 |
34,304 |
+130 |
Dec00 |
000705 |
660 |
670 |
651 |
657 |
-1 |
1,013 |
43,520 |
+778 |
Mar01 |
000705 |
677 |
687 |
673 |
673 |
-1 |
126 |
30,991 |
+12 |
May01 |
000705 |
688 |
688 |
688 |
688 |
-1 |
0 |
19,213 |
+0 |
Jul01 |
000705 |
703 |
703 |
703 |
703 |
-1 |
1 |
6,010 |
-5 |
Sep01 |
000705 |
718 |
718 |
718 |
718 |
-1 |
0 |
4,181 |
+0 |
Total Volume and Open Interest |
4,935 |
177,008 |
+657 |
London Coffee(LCE) |
Jul00 |
000705 |
850.00 |
855.00 |
845.00 |
849.00 |
-1.00 |
249 |
2,538 |
-202 |
Sep00 |
000705 |
873.00 |
878.00 |
867.00 |
870.00 |
-3.00 |
1,759 |
38,690 |
-353 |
Nov00 |
000705 |
893.00 |
896.00 |
886.00 |
888.00 |
-3.00 |
390 |
12,969 |
-20 |
Jan01 |
000705 |
903.00 |
914.00 |
903.00 |
906.00 |
-3.00 |
168 |
4,187 |
+87 |
Mar01 |
000705 |
925.00 |
925.00 |
925.00 |
925.00 |
-4.00 |
53 |
1,301 |
+26 |
May01 |
000705 |
943.00 |
955.00 |
943.00 |
945.00 |
-4.00 |
0 |
889 |
+0 |
Total Volume and Open Interest |
2,619 |
60,574 |
-462 |
London Sugar(LCE) |
Aug00 |
000705 |
238.80 |
240.40 |
236.70 |
237.60 |
-1.20 |
1,189 |
10,373 |
-438 |
Oct00 |
000705 |
238.00 |
239.50 |
234.70 |
236.60 |
-1.00 |
506 |
15,900 |
+93 |
Dec00 |
000705 |
237.00 |
238.80 |
235.00 |
236.90 |
unch |
146 |
5,289 |
+76 |
Mar01 |
000705 |
236.70 |
238.20 |
236.70 |
236.80 |
+0.10 |
21 |
5,044 |
+0 |
May01 |
000705 |
236.00 |
236.00 |
234.80 |
234.80 |
-0.20 |
0 |
746 |
+0 |
Total Volume and Open Interest |
1,862 |
41,651 |
-269 |
Cotton(NYBOT) |
Jul00 |
000705 |
50.00 |
50.70 |
50.00 |
50.65 |
-0.23 |
50 |
77 |
-64 |
Oct00 |
000705 |
54.60 |
54.90 |
54.60 |
54.76 |
-0.04 |
1,042 |
4,489 |
+212 |
Dec00 |
000705 |
56.70 |
56.90 |
56.50 |
56.79 |
+0.03 |
19,948 |
33,493 |
+3,239 |
Mar01 |
000705 |
58.65 |
58.85 |
58.40 |
58.55 |
-0.16 |
4,767 |
5,770 |
+200 |
May01 |
000705 |
59.90 |
59.90 |
59.65 |
59.70 |
-0.15 |
1,213 |
4,097 |
+109 |
Jul01 |
000705 |
60.95 |
60.95 |
60.52 |
60.55 |
-0.37 |
401 |
1,469 |
+40 |
Total Volume and Open Interest |
27,767 |
51,529 |
+3,891 |
Lumber(CME) |
Jul00 |
000705 |
267.0 |
267.0 |
254.2 |
262.5 |
+0.5 |
452 |
1,056 |
-123 |
Sep00 |
000705 |
271.5 |
273.0 |
267.2 |
270.2 |
-0.1 |
368 |
1,178 |
+31 |
Nov00 |
000705 |
277.7 |
277.8 |
275.3 |
276.3 |
+0.9 |
242 |
664 |
+38 |
Jan01 |
000705 |
285.9 |
286.1 |
283.5 |
284.0 |
+1.3 |
8 |
117 |
+0 |
Total Volume and Open Interest |
1,071 |
3,047 |
-54 |
Crude Oil(NYM) |
Aug00 |
000705 |
30.60 |
31.10 |
30.26 |
30.67 |
-1.83 |
54,557 |
121,677 |
-10,301 |
Sep00 |
000705 |
29.40 |
29.95 |
29.20 |
29.60 |
-1.53 |
23,903 |
58,086 |
+2,037 |
Oct00 |
000705 |
28.70 |
29.10 |
28.55 |
28.90 |
-1.30 |
7,377 |
33,232 |
+759 |
Nov00 |
000705 |
28.05 |
28.50 |
28.00 |
28.35 |
-1.16 |
1,898 |
19,628 |
+354 |
Dec00 |
000705 |
27.55 |
28.08 |
27.55 |
27.88 |
-1.06 |
3,441 |
37,665 |
+2 |
Jan01 |
000705 |
27.20 |
27.60 |
27.10 |
27.42 |
-1.00 |
961 |
18,965 |
-179 |
Feb01 |
000705 |
27.00 |
27.10 |
26.95 |
27.00 |
-0.92 |
1,668 |
10,082 |
+715 |
Mar01 |
000705 |
26.65 |
26.70 |
26.60 |
26.60 |
-0.85 |
406 |
10,724 |
+152 |
Apr01 |
000705 |
26.21 |
26.21 |
26.21 |
26.21 |
-0.81 |
250 |
5,159 |
+0 |
May01 |
000705 |
25.84 |
25.84 |
25.84 |
25.84 |
-0.77 |
800 |
5,718 |
+750 |
Total Volume and Open Interest |
97,038 |
437,882 |
-6,042 |
Heating Oil(NYM) |
Aug00 |
000705 |
80.00 |
81.00 |
79.00 |
79.64 |
-3.64 |
19,851 |
40,967 |
+2,512 |
Sep00 |
000705 |
80.00 |
80.70 |
79.05 |
79.75 |
-3.63 |
4,960 |
15,441 |
+604 |
Oct00 |
000705 |
79.00 |
80.90 |
79.00 |
79.85 |
-3.58 |
2,304 |
13,597 |
+291 |
Nov00 |
000705 |
79.30 |
80.90 |
79.25 |
79.80 |
-3.33 |
1,187 |
15,067 |
+163 |
Dec00 |
000705 |
78.70 |
80.60 |
78.70 |
79.55 |
-3.08 |
2,088 |
20,142 |
+111 |
Jan01 |
000705 |
79.50 |
79.90 |
78.20 |
78.75 |
-2.73 |
1,024 |
13,945 |
+419 |
Feb01 |
000705 |
77.00 |
78.00 |
76.50 |
76.95 |
-2.28 |
675 |
9,089 |
+121 |
Mar01 |
000705 |
73.50 |
74.70 |
73.25 |
73.25 |
-1.88 |
707 |
6,598 |
+22 |
Apr01 |
000705 |
68.50 |
71.40 |
68.50 |
69.85 |
-1.48 |
477 |
3,177 |
+48 |
May01 |
000705 |
66.25 |
68.70 |
66.25 |
67.45 |
-1.28 |
8 |
1,290 |
+3 |
Total Volume and Open Interest |
44,032 |
147,077 |
-7 |
Unleaded Gas(NYM) |
Aug00 |
000705 |
94.80 |
97.10 |
93.00 |
96.05 |
-4.74 |
16,559 |
34,637 |
+53 |
Sep00 |
000705 |
89.50 |
92.00 |
88.00 |
90.92 |
-4.27 |
3,824 |
21,359 |
-668 |
Oct00 |
000705 |
83.00 |
84.80 |
82.50 |
83.92 |
-3.57 |
2,277 |
11,788 |
+556 |
Nov00 |
000705 |
80.75 |
80.75 |
79.57 |
79.57 |
-3.17 |
886 |
4,649 |
-338 |
Dec00 |
000705 |
77.50 |
78.00 |
77.05 |
77.37 |
-2.87 |
292 |
2,949 |
+41 |
Jan01 |
000705 |
75.00 |
76.17 |
75.00 |
76.17 |
-2.57 |
48 |
1,608 |
+7 |
Feb01 |
000705 |
76.00 |
76.00 |
76.00 |
76.00 |
-2.34 |
2 |
1,427 |
-1 |
Mar01 |
000705 |
76.50 |
76.50 |
75.80 |
75.80 |
-2.32 |
52 |
489 |
+49 |
Total Volume and Open Interest |
38,776 |
81,463 |
-6,302 |
Natural Gas(NYM) |
Aug00 |
000705 |
4.270 |
4.280 |
4.070 |
4.109 |
-0.367 |
743 |
46,641 |
-2,748 |
Sep00 |
000705 |
4.250 |
4.260 |
4.050 |
4.091 |
-0.351 |
3,713 |
28,217 |
-1,078 |
Oct00 |
000705 |
4.230 |
4.411 |
4.111 |
4.111 |
-0.300 |
3,981 |
32,114 |
+302 |
Nov00 |
000705 |
4.270 |
4.290 |
4.166 |
4.166 |
-0.300 |
1,539 |
18,783 |
+15 |
Dec00 |
000705 |
4.370 |
4.370 |
4.236 |
4.236 |
-0.300 |
1,662 |
25,659 |
+90 |
Jan01 |
000705 |
4.350 |
4.350 |
4.216 |
4.216 |
-0.300 |
1,486 |
26,063 |
+65 |
Feb01 |
000705 |
4.080 |
4.080 |
3.940 |
3.950 |
-0.290 |
1,168 |
14,192 |
+419 |
Mar01 |
000705 |
3.840 |
3.850 |
3.670 |
3.700 |
-0.265 |
432 |
15,580 |
+97 |
Total Volume and Open Interest |
18,132 |
326,886 |
-4,487 |
Brent Crude Oil(IPE) |
Aug00 |
000705 |
29.22 |
29.40 |
28.55 |
29.38 |
-0.20 |
28,785 |
67,109 |
-4,765 |
Sep00 |
000705 |
28.22 |
28.35 |
27.69 |
28.24 |
-0.36 |
14,815 |
53,215 |
-1,897 |
Oct00 |
000705 |
27.60 |
27.68 |
27.10 |
27.59 |
-0.36 |
4,427 |
24,249 |
+505 |
Nov00 |
000705 |
27.20 |
27.27 |
26.80 |
27.13 |
-0.37 |
889 |
10,253 |
-465 |
Dec00 |
000705 |
26.80 |
26.85 |
26.40 |
26.75 |
-0.35 |
2,894 |
34,853 |
+632 |
Jan01 |
000705 |
26.11 |
26.25 |
26.00 |
26.25 |
-0.30 |
52 |
13,154 |
+50 |
Feb01 |
000705 |
25.60 |
25.76 |
25.50 |
25.76 |
-0.29 |
202 |
8,609 |
-39 |
Mar01 |
000705 |
25.30 |
25.33 |
25.20 |
25.33 |
-0.28 |
0 |
8,715 |
+0 |
Total Volume and Open Interest |
52,316 |
263,882 |
-5,739 |
Gas Oil(IPE) |
Jul00 |
000705 |
248.00 |
248.75 |
242.50 |
246.50 |
-6.00 |
9,106 |
26,609 |
+240 |
Aug00 |
000705 |
245.50 |
246.00 |
240.00 |
244.25 |
-5.00 |
10,075 |
31,011 |
+1,333 |
Sep00 |
000705 |
244.75 |
245.25 |
240.25 |
244.25 |
-4.00 |
2,439 |
15,515 |
+787 |
Oct00 |
000705 |
244.00 |
244.75 |
239.50 |
244.50 |
-3.00 |
2,379 |
15,165 |
+303 |
Nov00 |
000705 |
242.25 |
243.00 |
238.50 |
243.00 |
-2.25 |
484 |
3,564 |
+165 |
Dec00 |
000705 |
239.50 |
240.00 |
235.75 |
240.00 |
-2.25 |
741 |
23,115 |
+232 |
Jan01 |
000705 |
233.00 |
235.50 |
232.00 |
235.50 |
-1.75 |
299 |
4,832 |
+95 |
Feb01 |
000705 |
228.75 |
228.75 |
228.75 |
228.75 |
-1.50 |
0 |
2,666 |
+0 |
Total Volume and Open Interest |
25,533 |
132,083 |
+3,155 |
US Dollar Index(NYBOT) |
Sep00 |
000705 |
106.59 |
106.98 |
106.46 |
106.80 |
+0.14 |
0 |
3,618 |
+0 |
Dec00 |
000705 |
106.42 |
106.42 |
106.42 |
106.42 |
+0.14 |
0 |
2,017 |
+0 |
Mar01 |
000705 |
106.04 |
106.04 |
106.04 |
106.04 |
+0.14 |
|
|
|
Total Volume and Open Interest |
|
|
|
Australian Dollar(IMM) |
Sep00 |
000705 |
59.45 |
59.53 |
58.96 |
59.00 |
-1.02 |
2,538 |
14,793 |
-747 |
Dec00 |
000705 |
59.40 |
59.45 |
59.10 |
59.10 |
-1.02 |
4 |
182 |
-2 |
Mar01 |
000705 |
59.20 |
59.20 |
59.20 |
59.20 |
-1.02 |
0 |
378 |
+0 |
Total Volume and Open Interest |
2,542 |
15,353 |
-749 |
British Pound(IMM) |
Sep00 |
000705 |
151.32 |
151.60 |
151.06 |
151.12 |
-0.42 |
10,636 |
27,132 |
+916 |
Dec00 |
000705 |
151.40 |
152.40 |
151.00 |
151.40 |
-0.42 |
0 |
271 |
+0 |
Mar01 |
000705 |
151.62 |
151.62 |
151.62 |
151.62 |
-0.42 |
0 |
4 |
+0 |
Total Volume and Open Interest |
10,636 |
27,407 |
+916 |
Canadian Dollar(IMM) |
Sep00 |
000705 |
67.36 |
67.47 |
67.12 |
67.33 |
-0.34 |
3,982 |
56,326 |
+740 |
Dec00 |
000705 |
67.55 |
67.55 |
67.25 |
67.48 |
-0.34 |
35 |
4,728 |
+0 |
Mar01 |
000705 |
67.70 |
67.75 |
67.50 |
67.64 |
-0.34 |
1 |
611 |
+0 |
Jun01 |
000705 |
67.80 |
67.80 |
67.70 |
67.80 |
-0.34 |
0 |
165 |
+0 |
Total Volume and Open Interest |
4,018 |
61,844 |
+740 |
Japanese Yen(IMM) |
Sep00 |
000705 |
94.98 |
95.00 |
94.53 |
94.67 |
-1.29 |
11,520 |
42,876 |
-576 |
Dec00 |
000705 |
96.42 |
96.42 |
96.09 |
96.24 |
-1.37 |
0 |
3,010 |
+0 |
Mar01 |
000705 |
97.80 |
97.80 |
97.70 |
97.80 |
-1.43 |
0 |
46 |
+0 |
Total Volume and Open Interest |
11,520 |
45,932 |
-576 |
Swiss Franc(IMM) |
Sep00 |
000705 |
61.83 |
62.20 |
61.79 |
62.03 |
+0.45 |
9,775 |
34,153 |
+50 |
Dec00 |
000705 |
62.40 |
62.65 |
62.40 |
62.53 |
+0.45 |
0 |
73 |
+0 |
Mar01 |
000705 |
63.01 |
63.01 |
63.01 |
63.01 |
+0.45 |
0 |
1 |
+0 |
Total Volume and Open Interest |
9,775 |
34,227 |
+50 |
EuroFX(IMM) |
Sep00 |
000705 |
95.83 |
96.16 |
95.61 |
95.79 |
+0.27 |
5,935 |
52,156 |
+60 |
Dec00 |
000705 |
96.33 |
96.62 |
96.25 |
96.29 |
+0.25 |
0 |
640 |
-45 |
Mar01 |
000705 |
96.77 |
96.77 |
96.77 |
96.77 |
+0.22 |
0 |
35 |
+0 |
Total Volume and Open Interest |
|
|
|
Mexican Peso(IMM) |
Sep00 |
000705 |
10390.0 |
10420.0 |
10250.0 |
10328.0 |
+35.0 |
13,195 |
9,252 |
-283 |
Dec00 |
000705 |
10160.0 |
10160.0 |
10030.0 |
10093.0 |
+35.0 |
564 |
1,396 |
+69 |
Total Volume and Open Interest |
13,812 |
11,221 |
-198 |
30-Year T-Bonds(CBOT) |
Sep00 |
000705 |
97~22 |
98~06 |
97~18 |
97~23 |
+0~01 |
62,257 |
372,892 |
+7,685 |
Dec00 |
000705 |
97~28 |
98~04 |
97~18 |
97~21 |
+0~01 |
133 |
4,171 |
-4 |
Mar01 |
000705 |
97~20 |
97~20 |
97~20 |
97~20 |
+0~01 |
0 |
897 |
+0 |
Total Volume and Open Interest |
62,390 |
377,973 |
+7,681 |
Municipal Bonds(CBOT) |
Sep00 |
000705 |
96~12 |
96~16 |
96~03 |
96~11 |
+0~05 |
516 |
21,072 |
+197 |
Dec00 |
000705 |
95~25 |
95~25 |
95~25 |
95~25 |
+0~06 |
0 |
400 |
+0 |
Total Volume and Open Interest |
516 |
21,472 |
+197 |
10-Year T-Notes(CBOT) |
Sep00 |
000705 |
98~260 |
99~085 |
98~245 |
98~300 |
+0~030 |
58,959 |
596,717 |
+2,337 |
Dec00 |
000705 |
98~300 |
99~050 |
98~275 |
98~275 |
+0~030 |
1 |
5,085 |
-1 |
Total Volume and Open Interest |
58,960 |
601,802 |
+2,336 |
5-Year T-Notes(CBOT) |
Sep00 |
000705 |
99~145 |
99~170 |
99~080 |
99~075 |
-0~015 |
31,056 |
367,863 |
+143 |
Dec00 |
000630 |
98~310 |
98~310 |
98~310 |
98~310 |
+0~035 |
|
|
|
Total Volume and Open Interest |
88,582 |
370,988 |
+388 |
2 Year T-Notes(CBOT) |
Sep00 |
000705 |
99~050 |
99~058 |
99~044 |
99~045 |
+0~003 |
1,521 |
53,292 |
-367 |
Total Volume and Open Interest |
1,521 |
53,292 |
-367 |
3-Mth T-Bills(IMM) |
Sep00 |
000705 |
93.93 |
93.93 |
93.84 |
93.84 |
unch |
51 |
540 |
+5 |
Total Volume and Open Interest |
51 |
540 |
+5 |
Eurodollars(IMM) |
Sep00 |
000705 |
93.160 |
93.190 |
93.155 |
93.170 |
+0.040 |
54,165 |
610,419 |
+273 |
Dec00 |
000705 |
93.000 |
93.045 |
93.000 |
93.015 |
+0.055 |
59,546 |
508,837 |
+1,375 |
Mar01 |
000705 |
93.020 |
93.080 |
93.020 |
93.035 |
+0.055 |
69,485 |
382,623 |
+1,482 |
Jun01 |
000705 |
93.015 |
93.075 |
93.010 |
93.015 |
+0.050 |
26,409 |
256,194 |
+2,634 |
Sep01 |
000705 |
93.020 |
93.060 |
93.010 |
93.010 |
+0.055 |
17,970 |
220,534 |
+792 |
Dec01 |
000705 |
92.960 |
93.020 |
92.960 |
92.970 |
+0.060 |
9,886 |
163,814 |
+2,926 |
Mar02 |
000705 |
93.015 |
93.075 |
93.015 |
93.025 |
+0.050 |
5,445 |
138,834 |
+296 |
Jun02 |
000705 |
93.025 |
93.070 |
93.015 |
93.015 |
+0.050 |
3,329 |
98,798 |
+313 |
Sep02 |
000705 |
93.030 |
93.055 |
93.010 |
93.010 |
+0.045 |
1,868 |
106,772 |
+896 |
Dec02 |
000705 |
92.975 |
93.005 |
92.955 |
92.955 |
+0.040 |
1,652 |
76,614 |
+47 |
Mar03 |
000705 |
93.050 |
93.060 |
93.010 |
93.010 |
+0.040 |
1,214 |
79,551 |
+231 |
Jun03 |
000705 |
93.040 |
93.045 |
93.000 |
93.000 |
+0.040 |
1,174 |
55,761 |
-130 |
Total Volume and Open Interest |
264,532 |
3,108,873 |
+17,613 |
3-Mth Euro-Yen(IMM) |
Sep00 |
000705 |
99.68 |
99.68 |
99.68 |
99.68 |
+0.01 |
2,042 |
14,140 |
+176 |
Dec00 |
000705 |
99.57 |
99.57 |
99.56 |
99.57 |
+0.03 |
456 |
12,488 |
-12 |
Mar01 |
000705 |
99.50 |
99.50 |
99.49 |
99.49 |
+0.02 |
594 |
13,844 |
+273 |
Jun01 |
000705 |
99.39 |
99.39 |
99.39 |
99.39 |
+0.01 |
416 |
5,885 |
-108 |
Sep01 |
000705 |
99.28 |
99.28 |
99.28 |
99.28 |
+0.03 |
1,626 |
21,534 |
+889 |
Dec01 |
000705 |
99.13 |
99.13 |
99.13 |
99.13 |
+0.02 |
0 |
2,025 |
+0 |
Mar02 |
000705 |
99.03 |
99.03 |
99.03 |
99.03 |
+0.03 |
0 |
1,924 |
+0 |
Jun02 |
000705 |
98.88 |
98.88 |
98.88 |
98.88 |
+0.02 |
0 |
739 |
+329 |
Sep02 |
000705 |
98.74 |
98.74 |
98.74 |
98.74 |
unch |
0 |
30 |
+0 |
Dec02 |
000705 |
98.61 |
98.61 |
98.61 |
98.61 |
unch |
0 |
30 |
+0 |
Total Volume and Open Interest |
5,134 |
72,639 |
+1,547 |
3-Mth Euro-Yen(SIMEX) |
Sep00 |
000705 |
99.68 |
99.68 |
99.67 |
99.68 |
unch |
6,991 |
82,383 |
+418 |
Dec00 |
000705 |
99.55 |
99.57 |
99.55 |
99.57 |
+0.01 |
11,335 |
82,146 |
+1,757 |
Mar01 |
000705 |
99.47 |
99.50 |
99.47 |
99.49 |
+0.02 |
7,853 |
87,562 |
+1,747 |
Jun01 |
000705 |
99.38 |
99.39 |
99.38 |
99.39 |
+0.01 |
2,700 |
62,723 |
+362 |
Sep01 |
000705 |
99.26 |
99.28 |
99.26 |
99.27 |
+0.02 |
2,309 |
61,452 |
+687 |
Dec01 |
000705 |
99.13 |
99.14 |
99.13 |
99.14 |
+0.02 |
579 |
22,770 |
+217 |
Mar02 |
000705 |
99.02 |
99.04 |
99.02 |
99.03 |
+0.02 |
372 |
11,719 |
-3 |
Jun02 |
000705 |
98.92 |
98.92 |
98.92 |
98.92 |
+0.02 |
7 |
2,041 |
+210 |
Total Volume and Open Interest |
32,164 |
415,063 |
+5,395 |
German Euro-Bund(EUREX) |
Sep00 |
000705 |
104.84 |
105.26 |
104.65 |
105.13 |
+0.31 |
196,256 |
514,541 |
-2,164 |
Dec00 |
000705 |
104.41 |
104.80 |
104.33 |
104.79 |
+0.31 |
1,019 |
16,835 |
-120 |
Mar01 |
000705 |
104.73 |
104.73 |
104.73 |
104.73 |
+0.31 |
0 |
2,834 |
-100 |
Total Volume and Open Interest |
197,275 |
534,210 |
-2,384 |
German Euro-Bobl(EUREX) |
Sep00 |
000705 |
103.03 |
103.27 |
102.91 |
103.24 |
+0.22 |
92,962 |
278,819 |
-8,354 |
Dec00 |
000705 |
103.17 |
103.17 |
103.10 |
103.10 |
+0.23 |
0 |
838 |
-89 |
Mar01 |
000705 |
102.90 |
102.90 |
102.90 |
102.90 |
+0.23 |
|
|
|
Total Volume and Open Interest |
92,962 |
279,657 |
-8,443 |
Long Gilt(LIFFE) |
Sep00 |
000705 |
113~22 |
114~08 |
113~15 |
114~04 |
+0~10 |
6,179 |
60,701 |
+287 |
Dec00 |
000705 |
113~30 |
113~30 |
113~30 |
113~30 |
+0~10 |
0 |
50 |
+0 |
Total Volume and Open Interest |
6,179 |
60,751 |
+287 |
3-Mth Short Sterling(LIFFE) |
Sep00 |
000705 |
93.71 |
93.78 |
93.70 |
93.75 |
+0.05 |
14,345 |
215,232 |
+3,401 |
Dec00 |
000705 |
93.62 |
93.70 |
93.61 |
93.68 |
+0.07 |
8,233 |
193,074 |
+1,074 |
Mar01 |
000705 |
93.58 |
93.68 |
93.57 |
93.66 |
+0.08 |
7,160 |
102,349 |
+1,147 |
Total Volume and Open Interest |
50,901 |
789,715 |
+9,028 |
3-Mth Euribor(LIFFE) |
Sep00 |
000705 |
95.185 |
95.240 |
95.185 |
95.225 |
+0.035 |
30,875 |
342,689 |
+439 |
Dec00 |
000705 |
94.825 |
94.920 |
94.825 |
94.900 |
+0.060 |
20,346 |
260,118 |
-1,101 |
Mar01 |
000705 |
94.755 |
94.860 |
94.755 |
94.830 |
+0.065 |
13,073 |
181,490 |
-1,146 |
Total Volume and Open Interest |
89,760 |
1,209,667 |
-5,040 |
3-Mth Aus T-Bills(SFE) |
Sep00 |
000705 |
93.83 |
93.84 |
93.82 |
93.82 |
-0.01 |
6,198 |
171,445 |
-26,666 |
Dec00 |
000705 |
93.73 |
93.74 |
93.70 |
93.71 |
-0.01 |
6,360 |
78,463 |
-10,046 |
Mar01 |
000705 |
93.70 |
93.71 |
93.66 |
93.67 |
-0.01 |
2,520 |
37,683 |
-323 |
Jun01 |
000705 |
93.63 |
93.66 |
93.62 |
93.63 |
unch |
368 |
17,322 |
-102 |
Sep01 |
000705 |
93.59 |
93.59 |
93.59 |
93.59 |
unch |
86 |
9,730 |
+2 |
Dec01 |
000705 |
93.57 |
93.57 |
93.56 |
93.56 |
+0.01 |
122 |
7,279 |
-78 |
Mar02 |
000705 |
93.53 |
93.53 |
93.53 |
93.53 |
+0.01 |
79 |
6,257 |
-29 |
Jun02 |
000705 |
93.50 |
93.50 |
93.50 |
93.50 |
+0.01 |
60 |
3,696 |
-56 |
Sep02 |
000705 |
93.46 |
93.46 |
93.46 |
93.46 |
+0.01 |
13 |
2,463 |
-12 |
Dec02 |
000705 |
93.44 |
93.44 |
93.44 |
93.44 |
+0.01 |
0 |
1,811 |
+0 |
Total Volume and Open Interest |
15,806 |
340,183 |
-37,310 |
10-Year Aus T-Bonds(SFE) |
Sep00 |
000705 |
93.89 |
93.93 |
93.89 |
93.92 |
+0.03 |
7,470 |
107,628 |
-36,615 |
Dec00 |
000705 |
93.92 |
93.92 |
93.92 |
93.92 |
+0.01 |
|
|
|
Total Volume and Open Interest |
7,470 |
107,628 |
-36,615 |
3-Year Aus T-Bonds(SFE) |
Sep00 |
000705 |
94.04 |
94.07 |
94.03 |
94.05 |
+0.01 |
25,361 |
202,344 |
-62,645 |
Dec00 |
000705 |
94.06 |
94.06 |
94.06 |
94.06 |
+0.01 |
|
|
|
Total Volume and Open Interest |
25,361 |
202,344 |
-62,645 |
Gold(CMX) |
Aug00 |
000705 |
288.9 |
289.2 |
285.1 |
285.3 |
-6.2 |
16,279 |
81,345 |
+535 |
Oct00 |
000705 |
291.5 |
292.5 |
288.0 |
288.4 |
-6.1 |
1,560 |
5,053 |
-37 |
Dec00 |
000705 |
295.1 |
295.4 |
291.2 |
291.4 |
-6.1 |
592 |
23,441 |
-107 |
Feb01 |
000705 |
297.0 |
297.0 |
293.3 |
293.8 |
-6.2 |
131 |
10,620 |
-2 |
Apr01 |
000705 |
296.4 |
296.4 |
296.4 |
296.4 |
-6.3 |
20 |
3,587 |
+20 |
Jun01 |
000705 |
300.0 |
300.2 |
298.9 |
298.9 |
-6.4 |
0 |
8,665 |
+0 |
Total Volume and Open Interest |
18,582 |
148,569 |
+409 |
Silver(CMX) |
Jul00 |
000705 |
502.0 |
502.0 |
496.0 |
499.3 |
-4.0 |
3,220 |
1,464 |
-4,259 |
Sep00 |
000705 |
505.0 |
506.5 |
501.5 |
504.0 |
-4.3 |
9,586 |
52,187 |
-131 |
Dec00 |
000705 |
514.0 |
514.0 |
507.0 |
509.9 |
-4.6 |
1,136 |
12,905 |
+552 |
Mar01 |
000705 |
515.0 |
515.0 |
515.0 |
515.0 |
-4.6 |
43 |
1,061 |
+31 |
May01 |
000705 |
517.7 |
517.7 |
517.7 |
517.7 |
-4.6 |
0 |
810 |
+0 |
Total Volume and Open Interest |
14,011 |
73,297 |
-3,812 |
Platinum(NYM) |
Jul00 |
000705 |
548.0 |
548.0 |
539.0 |
541.4 |
-24.1 |
989 |
622 |
-711 |
Oct00 |
000705 |
520.0 |
524.0 |
511.2 |
518.4 |
-24.1 |
1,404 |
8,554 |
+123 |
Jan01 |
000705 |
501.5 |
502.4 |
501.5 |
502.4 |
-24.1 |
17 |
297 |
-17 |
Total Volume and Open Interest |
2,410 |
9,473 |
-605 |
Palladium(NYME) |
Sep00 |
000705 |
624.00 |
627.00 |
618.00 |
625.55 |
-22.40 |
80 |
1,780 |
-50 |
Dec00 |
000705 |
623.80 |
623.80 |
623.80 |
623.80 |
-22.15 |
0 |
117 |
+0 |
Total Volume and Open Interest |
80 |
1,897 |
-50 |
Copper(CMX) |
Jul00 |
000705 |
81.40 |
81.75 |
81.20 |
81.35 |
-0.20 |
3,085 |
6,573 |
-2,460 |
Sep00 |
000705 |
82.35 |
82.60 |
81.80 |
82.25 |
-0.15 |
3,858 |
32,443 |
+579 |
Dec00 |
000705 |
82.50 |
82.70 |
82.15 |
82.40 |
-0.15 |
453 |
9,093 |
+89 |
Mar01 |
000705 |
82.10 |
82.20 |
81.95 |
81.95 |
-0.15 |
109 |
2,376 |
+64 |
May01 |
000705 |
82.10 |
82.10 |
81.70 |
81.70 |
-0.15 |
3 |
934 |
+3 |
Total Volume and Open Interest |
8,613 |
65,352 |
-1,623 |
DJIA Index(CBOT) |
Sep00 |
000705 |
10680 |
10685 |
10560 |
10596 |
-104 |
3,489 |
11,211 |
-47 |
Dec00 |
000705 |
10805 |
10820 |
10715 |
10743 |
-104 |
11 |
2,107 |
-14 |
Mar01 |
000705 |
10898 |
10898 |
10898 |
10898 |
-104 |
|
|
|
Jun01 |
000705 |
11058 |
11058 |
11058 |
11058 |
-104 |
|
|
|
Total Volume and Open Interest |
3,500 |
13,324 |
-61 |
S & P 500(CME) |
Sep00 |
000705 |
1480.00 |
1481.50 |
1458.50 |
1463.30 |
-27.20 |
22,698 |
365,652 |
+948 |
Dec00 |
000705 |
1497.50 |
1501.50 |
1483.00 |
1485.70 |
-27.40 |
2 |
6,717 |
+2 |
Mar01 |
000705 |
1521.30 |
1521.30 |
1506.50 |
1508.50 |
-28.00 |
4 |
1,008 |
-4 |
Jun01 |
000705 |
1531.80 |
1531.80 |
1529.90 |
1531.80 |
-28.10 |
2 |
628 |
-1 |
Total Volume and Open Interest |
22,710 |
374,151 |
+945 |
S & P 500 E-Mini(Globex) |
Sep00 |
000705 |
1489.75 |
1479.00 |
1458.50 |
1463.25 |
-27.25 |
18,739 |
30,813 |
+1,193 |
Dec00 |
000705 |
1494.50 |
1501.25 |
1482.00 |
1485.75 |
-27.25 |
0 |
29 |
+0 |
Total Volume and Open Interest |
18,739 |
30,842 |
+1,553 |
NASDAQ 100(CME) |
Sep00 |
000705 |
3806.00 |
3810.00 |
3688.00 |
3709.50 |
-152.00 |
5,067 |
28,052 |
-771 |
Dec00 |
000705 |
3770.50 |
3770.50 |
3770.50 |
3770.50 |
-152.00 |
0 |
13 |
+0 |
Mar01 |
000705 |
3831.50 |
3831.50 |
3831.50 |
3831.50 |
-152.00 |
0 |
1 |
+0 |
Total Volume and Open Interest |
5,067 |
28,066 |
-771 |
NASDAQ 100 E-Mini(GLOBEX) |
Sep00 |
000705 |
3854.0 |
3907.5 |
3690.0 |
3709.5 |
-152.0 |
6,527 |
15,626 |
-3,614 |
Dec00 |
000705 |
3770.5 |
3770.5 |
3770.5 |
3770.5 |
-152.0 |
|
|
|
Total Volume and Open Interest |
6,527 |
15,626 |
-3,614 |
NYSE Composite(NYBOT) |
Sep00 |
000705 |
653.00 |
658.50 |
649.50 |
650.90 |
-7.80 |
0 |
732 |
+34 |
Dec00 |
000705 |
660.15 |
660.15 |
660.15 |
660.15 |
-7.80 |
0 |
1,496 |
+0 |
Mar01 |
000705 |
669.40 |
669.40 |
669.40 |
669.40 |
-7.80 |
0 |
100 |
+0 |
Total Volume and Open Interest |
562 |
2,059 |
+21 |
S & P Midcap 400(CME) |
Sep00 |
000705 |
493.00 |
495.00 |
488.50 |
490.00 |
-8.30 |
561 |
13,445 |
-94 |
Dec00 |
000705 |
497.00 |
497.00 |
497.00 |
497.00 |
-8.30 |
|
|
|
Mar01 |
000705 |
503.00 |
503.00 |
503.00 |
503.00 |
-8.30 |
|
|
|
Total Volume and Open Interest |
561 |
13,445 |
-94 |
Russell 2000(CME) |
Sep00 |
000705 |
525.00 |
528.00 |
522.00 |
523.15 |
-5.60 |
1,115 |
11,063 |
-30 |
Dec00 |
000705 |
530.95 |
530.95 |
530.95 |
530.95 |
-5.60 |
|
|
|
Mar01 |
000705 |
538.50 |
538.50 |
538.50 |
538.50 |
-5.60 |
|
|
|
Total Volume and Open Interest |
1,115 |
11,063 |
-30 |
Value Line(KCBT) |
Sep00 |
000705 |
1081.00 |
1092.00 |
1080.00 |
1088.00 |
-8.00 |
31 |
192 |
+20 |
Total Volume and Open Interest |
32 |
193 |
+21 |
Nikkei 225(CME) |
Sep00 |
000705 |
17460 |
17465 |
17280 |
17310 |
-370 |
647 |
14,607 |
+34 |
Dec00 |
000705 |
17310 |
17310 |
17310 |
17310 |
-370 |
0 |
11 |
+0 |
Total Volume and Open Interest |
647 |
14,618 |
+34 |
Nikkei 225(SIMEX) |
Sep00 |
000705 |
17450 |
17590 |
17360 |
17495 |
+5 |
10,443 |
109,111 |
+109,111 |
Dec00 |
000705 |
17485 |
17485 |
17485 |
17485 |
+5 |
1,300 |
3,850 |
+3,850 |
Mar01 |
000705 |
17500 |
17500 |
17500 |
17500 |
+5 |
0 |
3,800 |
+3,800 |
Total Volume and Open Interest |
11,743 |
117,171 |
+11,497 |
CAC 40(MATIF) |
Jul00 |
000705 |
6510.0 |
6600.0 |
6452.5 |
6488.0 |
-22.0 |
18,021 |
193,358 |
+2,728 |
Aug00 |
000705 |
6532.0 |
6620.5 |
6478.5 |
6509.5 |
-28.5 |
151 |
3,223 |
+133 |
Sep00 |
000705 |
6532.0 |
6606.5 |
6484.0 |
6514.0 |
-27.5 |
1,999 |
92,728 |
+1,086 |
Total Volume and Open Interest |
20,312 |
303,297 |
+4,058 |
DAX Index(EUREX) |
Sep00 |
000705 |
7019.0 |
7154.5 |
7005.0 |
7036.0 |
+26.0 |
15,189 |
143,779 |
-299 |
Dec00 |
000705 |
7155.0 |
7203.5 |
7120.0 |
7120.0 |
+26.0 |
10 |
1,089 |
+18 |
Mar01 |
000705 |
7309.0 |
7309.0 |
7210.0 |
7210.0 |
+23.5 |
0 |
32 |
+1 |
Total Volume and Open Interest |
15,199 |
144,900 |
-280 |
FT-SE 100(LIFFE) |
Sep00 |
000705 |
6456.50 |
6495.00 |
6382.50 |
6419.00 |
-69.00 |
21,092 |
258,459 |
-255 |
Dec00 |
000705 |
6500.50 |
6501.00 |
6500.50 |
6501.00 |
-70.00 |
0 |
2,537 |
+0 |
Mar01 |
000705 |
6558.00 |
6558.00 |
6558.00 |
6558.00 |
-70.00 |
100 |
1,315 |
+100 |
Total Volume and Open Interest |
21,192 |
262,311 |
-155 |
SPI 200(SFE) |
Sep00 |
000705 |
3347.0 |
3369.0 |
3337.0 |
3369.0 |
+13.0 |
9,910 |
113,229 |
+6,805 |
Dec00 |
000705 |
3378.0 |
3388.0 |
3378.0 |
3388.0 |
+15.0 |
148 |
2,317 |
+41 |
Mar01 |
000705 |
3408.0 |
3408.0 |
3408.0 |
3408.0 |
+15.0 |
0 |
996 |
+0 |
Total Volume and Open Interest |
10,058 |
116,686 |
+6,846 |
GSCI(CME) |
Jul00 |
000705 |
225.10 |
228.20 |
225.00 |
227.00 |
-9.50 |
95 |
38,830 |
+8 |
Aug00 |
000705 |
223.90 |
224.05 |
221.50 |
223.10 |
-7.90 |
1 |
280 |
+0 |
Sep00 |
000705 |
222.00 |
222.00 |
222.00 |
222.00 |
-8.40 |
0 |
35 |
+0 |
Total Volume and Open Interest |
|
|
|
Bridge CRB Index(NYBOT) |
Aug00 |
000705 |
218.20 |
219.70 |
218.10 |
218.50 |
-4.50 |
156 |
876 |
+0 |
Nov00 |
000705 |
218.50 |
218.70 |
218.30 |
218.50 |
-4.30 |
4 |
869 |
+0 |
Jan01 |
000705 |
218.50 |
218.50 |
218.25 |
218.25 |
-4.10 |
0 |
424 |
+0 |
Total Volume and Open Interest |
37 |
|
|
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
|
|