 |
MRCI's Free Historical Futures Prices |
Daily Futures Price Listing Fri July 07, 2000 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Jul00 |
000707 |
480.00 |
480.00 |
473.00 |
473.50 |
+2.75 |
4,479 |
3,216 |
-806 |
Aug00 |
000707 |
475.50 |
480.00 |
471.50 |
473.25 |
+4.00 |
14,099 |
29,359 |
-1,266 |
Sep00 |
000707 |
466.00 |
468.50 |
461.50 |
463.50 |
+6.25 |
4,392 |
17,117 |
+742 |
Nov00 |
000707 |
470.00 |
473.00 |
464.50 |
468.00 |
+7.50 |
32,844 |
70,872 |
-416 |
Jan01 |
000707 |
481.00 |
482.50 |
475.00 |
478.50 |
+8.00 |
995 |
7,751 |
+215 |
Mar01 |
000707 |
490.00 |
490.00 |
485.00 |
487.75 |
+7.75 |
352 |
6,255 |
+36 |
May01 |
000707 |
498.00 |
498.00 |
493.00 |
495.00 |
+7.00 |
81 |
5,447 |
+22 |
Total Volume and Open Interest |
57,394 |
146,440 |
-1,456 |
Soybean Meal(CBOT) |
Jul00 |
000707 |
167.00 |
168.30 |
167.00 |
168.10 |
+2.20 |
5,154 |
9,648 |
-1,381 |
Aug00 |
000707 |
161.50 |
162.20 |
161.20 |
161.60 |
+1.70 |
8,905 |
21,820 |
+787 |
Sep00 |
000707 |
156.50 |
157.00 |
155.50 |
155.60 |
+1.20 |
4,069 |
11,863 |
-256 |
Oct00 |
000707 |
153.00 |
153.20 |
151.60 |
151.60 |
+1.60 |
1,920 |
11,122 |
+580 |
Dec00 |
000707 |
153.50 |
154.00 |
152.00 |
152.10 |
+1.70 |
11,450 |
39,937 |
+1,586 |
Jan01 |
000707 |
154.50 |
154.50 |
153.00 |
153.40 |
+2.10 |
531 |
5,906 |
+202 |
Mar01 |
000707 |
157.00 |
157.00 |
155.30 |
155.50 |
+1.50 |
463 |
4,278 |
+170 |
May01 |
000707 |
157.00 |
157.70 |
157.00 |
157.20 |
+1.40 |
111 |
3,328 |
+26 |
Total Volume and Open Interest |
32,727 |
108,945 |
+1,779 |
Soybean Oil(CBOT) |
Jul00 |
000707 |
15.72 |
15.78 |
15.45 |
15.57 |
+0.20 |
7,001 |
3,745 |
-934 |
Aug00 |
000707 |
15.70 |
15.80 |
15.60 |
15.71 |
+0.18 |
8,980 |
29,191 |
+540 |
Sep00 |
000707 |
16.00 |
16.00 |
15.81 |
15.93 |
+0.20 |
990 |
17,440 |
+10 |
Oct00 |
000707 |
16.12 |
16.20 |
16.01 |
16.08 |
+0.15 |
970 |
11,674 |
+461 |
Dec00 |
000707 |
16.48 |
16.50 |
16.32 |
16.44 |
+0.22 |
5,970 |
44,629 |
+1,158 |
Jan01 |
000707 |
16.73 |
16.78 |
16.68 |
16.76 |
+0.21 |
889 |
12,671 |
+31 |
Mar01 |
000707 |
17.10 |
17.10 |
17.00 |
17.01 |
+0.16 |
494 |
6,160 |
-24 |
May01 |
000707 |
17.40 |
17.40 |
17.30 |
17.32 |
+0.17 |
568 |
5,178 |
+122 |
Total Volume and Open Interest |
26,044 |
135,543 |
+1,530 |
Canola(WCE) |
Aug00 |
000707 |
246.3 |
246.5 |
245.5 |
246.0 |
+2.0 |
1,458 |
8,517 |
+102 |
Sep00 |
000707 |
249.0 |
249.5 |
248.5 |
249.2 |
+2.4 |
152 |
1,428 |
-127 |
Nov00 |
000707 |
254.5 |
255.8 |
254.0 |
255.2 |
+2.4 |
5,987 |
31,425 |
-182 |
Jan01 |
000707 |
261.0 |
261.0 |
259.7 |
260.3 |
+2.3 |
22 |
4,992 |
+1 |
Mar01 |
000707 |
265.5 |
266.0 |
265.4 |
266.0 |
+2.2 |
0 |
894 |
+0 |
Total Volume and Open Interest |
7,675 |
47,418 |
-350 |
Corn(CBOT) |
Jul00 |
000707 |
186.50 |
186.75 |
183.00 |
183.75 |
+2.00 |
8,278 |
7,390 |
-5,295 |
Sep00 |
000707 |
193.00 |
193.75 |
190.00 |
190.75 |
+2.25 |
24,159 |
154,567 |
-239 |
Nov00 |
000707 |
200.00 |
200.00 |
198.00 |
198.50 |
+2.50 |
43 |
1,485 |
+25 |
Dec00 |
000707 |
204.00 |
206.25 |
201.50 |
202.50 |
+2.50 |
35,094 |
174,452 |
+575 |
Jan01 |
000707 |
208.00 |
208.00 |
198.00 |
198.50 |
-3.75 |
1 |
199 |
-1 |
Mar01 |
000707 |
215.75 |
218.00 |
213.50 |
214.00 |
+1.75 |
4,027 |
30,404 |
+1,150 |
Total Volume and Open Interest |
77,006 |
394,976 |
-4,362 |
Wheat(CBOT) |
Jul00 |
000707 |
247.50 |
248.00 |
244.75 |
245.50 |
+1.00 |
955 |
1,865 |
-765 |
Sep00 |
000707 |
257.00 |
258.50 |
254.50 |
254.75 |
-0.25 |
11,226 |
60,801 |
+2,741 |
Dec00 |
000707 |
273.50 |
275.00 |
271.00 |
271.50 |
+0.25 |
15,282 |
46,059 |
+1,123 |
Mar01 |
000707 |
288.00 |
289.00 |
285.50 |
285.75 |
+0.50 |
1,671 |
14,138 |
+530 |
May01 |
000707 |
295.00 |
296.00 |
295.00 |
295.00 |
+1.00 |
127 |
661 |
+69 |
Total Volume and Open Interest |
29,701 |
130,481 |
+3,907 |
Wheat(KCBT) |
Jul00 |
000707 |
289.00 |
289.00 |
287.00 |
287.00 |
unch |
65 |
862 |
+862 |
Sep00 |
000707 |
297.50 |
299.50 |
296.00 |
296.25 |
unch |
5,694 |
36,424 |
+36,424 |
Dec00 |
000707 |
310.75 |
313.00 |
309.50 |
310.25 |
+1.00 |
2,410 |
31,629 |
+31,629 |
Mar01 |
000707 |
321.00 |
323.50 |
320.25 |
320.75 |
unch |
448 |
5,446 |
+5,446 |
May01 |
000707 |
327.00 |
327.00 |
326.50 |
327.00 |
-1.00 |
606 |
837 |
+837 |
Total Volume and Open Interest |
9,285 |
75,774 |
+75,774 |
Wheat(MGE) |
Jul00 |
000707 |
307.00 |
307.00 |
307.00 |
307.00 |
unch |
1 |
33 |
+33 |
Sep00 |
000707 |
318.00 |
319.50 |
315.50 |
316.00 |
-1.25 |
2,311 |
9,712 |
+9,712 |
Dec00 |
000707 |
332.50 |
333.50 |
329.50 |
330.00 |
-1.00 |
1,640 |
5,674 |
+5,674 |
Mar01 |
000707 |
345.00 |
345.25 |
344.00 |
344.25 |
+0.25 |
147 |
678 |
+678 |
May01 |
000707 |
352.00 |
352.00 |
352.00 |
352.00 |
-0.25 |
2 |
178 |
+178 |
Total Volume and Open Interest |
4,104 |
16,349 |
+16,349 |
Oats(CBOT) |
Jul00 |
000707 |
99.00 |
99.50 |
98.75 |
99.00 |
+4.00 |
113 |
173 |
-66 |
Sep00 |
000707 |
104.00 |
105.00 |
103.50 |
104.50 |
+3.50 |
777 |
7,108 |
-155 |
Dec00 |
000707 |
112.50 |
113.00 |
111.50 |
112.75 |
+3.75 |
570 |
6,206 |
+128 |
Mar01 |
000707 |
118.50 |
120.50 |
118.50 |
119.75 |
+3.25 |
84 |
820 |
+16 |
Total Volume and Open Interest |
1,544 |
14,315 |
-77 |
Rough Rice(CBOT) |
Jul00 |
000707 |
4.75 |
4.75 |
4.70 |
4.70 |
-0.08 |
53 |
308 |
+18 |
Sep00 |
000707 |
6.16 |
6.20 |
6.16 |
6.17 |
+0.05 |
149 |
1,889 |
+9 |
Nov00 |
000707 |
6.36 |
6.39 |
6.36 |
6.37 |
+0.05 |
89 |
2,180 |
-16 |
Jan01 |
000707 |
6.55 |
6.59 |
6.55 |
6.59 |
+0.05 |
20 |
1,493 |
+5 |
Total Volume and Open Interest |
331 |
6,185 |
+25 |
Live Cattle(CME) |
Aug00 |
000707 |
67.450 |
67.475 |
67.050 |
67.400 |
-0.125 |
5,411 |
47,996 |
-401 |
Oct00 |
000707 |
69.850 |
69.900 |
69.600 |
69.725 |
-0.275 |
3,004 |
34,091 |
+692 |
Dec00 |
000707 |
72.300 |
72.325 |
72.100 |
72.275 |
-0.100 |
1,013 |
12,978 |
+281 |
Feb01 |
000707 |
73.475 |
73.500 |
73.350 |
73.500 |
unch |
311 |
7,408 |
+102 |
Apr01 |
000707 |
75.550 |
75.550 |
75.400 |
75.550 |
-0.025 |
440 |
5,763 |
+195 |
Jun01 |
000707 |
73.550 |
73.650 |
73.500 |
73.600 |
unch |
175 |
2,667 |
+0 |
Total Volume and Open Interest |
10,954 |
112,011 |
+1,290 |
Feeder Cattle(CME) |
Aug00 |
000707 |
87.600 |
87.650 |
87.250 |
87.325 |
-0.575 |
1,211 |
10,477 |
-84 |
Sep00 |
000707 |
87.300 |
87.400 |
87.100 |
87.225 |
-0.525 |
360 |
2,600 |
-32 |
Oct00 |
000707 |
88.200 |
88.200 |
87.800 |
88.050 |
-0.400 |
591 |
4,158 |
+242 |
Nov00 |
000707 |
88.750 |
88.750 |
88.275 |
88.600 |
-0.300 |
229 |
2,430 |
+3 |
Jan01 |
000707 |
89.350 |
89.350 |
88.950 |
89.275 |
-0.175 |
149 |
1,670 |
+74 |
Mar01 |
000707 |
89.100 |
89.200 |
88.925 |
89.150 |
-0.025 |
80 |
704 |
+36 |
Apr01 |
000707 |
88.750 |
88.750 |
88.700 |
88.750 |
-0.250 |
6 |
143 |
+4 |
Total Volume and Open Interest |
2,635 |
22,817 |
+246 |
Lean Hogs(CME) |
Jul00 |
000707 |
71.050 |
71.900 |
70.750 |
71.550 |
+0.400 |
2,777 |
6,839 |
-781 |
Aug00 |
000707 |
69.450 |
70.875 |
69.250 |
70.500 |
+1.075 |
4,822 |
20,240 |
-509 |
Oct00 |
000707 |
59.400 |
60.050 |
59.350 |
59.975 |
+0.475 |
2,270 |
12,293 |
+440 |
Dec00 |
000707 |
55.150 |
55.300 |
54.825 |
55.250 |
+0.275 |
738 |
8,042 |
+232 |
Feb01 |
000707 |
56.200 |
56.250 |
55.800 |
56.100 |
+0.100 |
34 |
2,033 |
+20 |
Apr01 |
000707 |
55.050 |
55.200 |
54.950 |
55.050 |
+0.025 |
25 |
884 |
-6 |
Jun01 |
000707 |
61.600 |
61.600 |
61.525 |
61.550 |
unch |
16 |
168 |
+3 |
Jul01 |
000707 |
61.500 |
61.500 |
61.475 |
61.500 |
+0.025 |
5 |
48 |
+4 |
Total Volume and Open Interest |
10,688 |
50,548 |
-596 |
Pork Bellies(CME) |
Jul00 |
000707 |
91.600 |
93.275 |
90.550 |
92.975 |
+2.700 |
1,019 |
2,060 |
-168 |
Aug00 |
000707 |
89.300 |
91.200 |
88.700 |
90.275 |
+2.075 |
1,225 |
2,496 |
+303 |
Feb01 |
000707 |
74.900 |
74.950 |
73.250 |
73.250 |
-1.150 |
36 |
143 |
+4 |
Mar01 |
000707 |
74.950 |
74.950 |
74.950 |
74.950 |
unch |
0 |
16 |
+0 |
May01 |
000707 |
76.000 |
76.000 |
76.000 |
76.000 |
unch |
|
|
|
Total Volume and Open Interest |
2,280 |
4,716 |
+139 |
Cocoa(NYBOT) |
Jul00 |
000707 |
830 |
830 |
814 |
826 |
+14 |
3 |
46 |
-151 |
Sep00 |
000707 |
835 |
850 |
832 |
848 |
+14 |
3,838 |
41,146 |
+516 |
Dec00 |
000707 |
871 |
887 |
870 |
884 |
+14 |
1,057 |
25,514 |
-165 |
Mar01 |
000707 |
910 |
918 |
910 |
917 |
+13 |
66 |
9,963 |
+10 |
May01 |
000707 |
937 |
940 |
934 |
940 |
+12 |
599 |
7,239 |
+138 |
Jul01 |
000707 |
963 |
963 |
963 |
963 |
+12 |
2 |
7,651 |
+2 |
Sep01 |
000707 |
989 |
990 |
989 |
990 |
+13 |
0 |
5,908 |
+0 |
Total Volume and Open Interest |
5,565 |
112,736 |
+350 |
Coffee "C"(NYBOT) |
Jul00 |
000707 |
82.75 |
82.75 |
79.75 |
80.80 |
-2.05 |
262 |
381 |
-74 |
Sep00 |
000707 |
85.50 |
86.00 |
82.40 |
83.40 |
-2.00 |
5,499 |
35,630 |
+250 |
Dec00 |
000707 |
90.50 |
90.50 |
87.00 |
87.80 |
-2.05 |
1,159 |
8,142 |
+106 |
Mar01 |
000707 |
94.60 |
94.60 |
91.25 |
92.20 |
-2.05 |
472 |
3,331 |
-19 |
May01 |
000707 |
97.10 |
97.50 |
94.25 |
94.80 |
-2.00 |
255 |
833 |
+82 |
Jul01 |
000707 |
100.00 |
100.00 |
97.00 |
97.40 |
-2.00 |
39 |
178 |
-3 |
Total Volume and Open Interest |
7,725 |
48,739 |
+373 |
Orange Juice(NYBOT) |
Jul00 |
000707 |
82.50 |
83.45 |
82.50 |
83.45 |
+1.10 |
322 |
254 |
-153 |
Sep00 |
000707 |
81.20 |
82.00 |
81.15 |
81.95 |
+1.05 |
3,046 |
16,316 |
-212 |
Nov00 |
000707 |
81.10 |
81.70 |
81.10 |
81.55 |
+0.65 |
640 |
4,713 |
-76 |
Jan01 |
000707 |
81.60 |
82.60 |
81.60 |
82.05 |
+0.60 |
300 |
2,112 |
+108 |
Mar01 |
000707 |
82.75 |
83.25 |
82.75 |
82.90 |
+0.90 |
124 |
1,989 |
+67 |
Total Volume and Open Interest |
4,442 |
26,061 |
-266 |
Sugar #11(NYBOT) |
Oct00 |
000707 |
8.83 |
8.92 |
8.64 |
8.68 |
-0.18 |
7,001 |
97,854 |
-1,539 |
Mar01 |
000707 |
8.69 |
8.73 |
8.51 |
8.57 |
-0.12 |
2,602 |
43,920 |
+69 |
May01 |
000707 |
8.53 |
8.57 |
8.35 |
8.39 |
-0.13 |
184 |
9,141 |
-370 |
Jul01 |
000707 |
8.31 |
8.33 |
8.15 |
8.23 |
-0.06 |
232 |
7,968 |
+13 |
Oct01 |
000707 |
8.21 |
8.28 |
8.13 |
8.13 |
-0.06 |
57 |
8,898 |
+42 |
Total Volume and Open Interest |
10,076 |
171,634 |
-1,785 |
London Cocoa(LCE) |
Jul00 |
000707 |
590 |
599 |
590 |
599 |
+11 |
4,912 |
7,082 |
-4,555 |
Sep00 |
000707 |
615 |
625 |
615 |
625 |
+12 |
643 |
33,369 |
+83 |
Dec00 |
000707 |
659 |
665 |
654 |
665 |
+12 |
4,734 |
44,865 |
+895 |
Mar01 |
000707 |
674 |
682 |
674 |
682 |
+13 |
220 |
31,214 |
+155 |
May01 |
000707 |
691 |
697 |
690 |
697 |
+13 |
46 |
19,233 |
+20 |
Jul01 |
000707 |
712 |
712 |
712 |
712 |
+13 |
26 |
6,035 |
+25 |
Sep01 |
000707 |
727 |
727 |
727 |
727 |
+13 |
0 |
4,181 |
+0 |
Total Volume and Open Interest |
10,581 |
171,834 |
-3,377 |
London Coffee(LCE) |
Jul00 |
000707 |
820.00 |
830.00 |
805.00 |
806.00 |
-29.00 |
191 |
2,215 |
-105 |
Sep00 |
000707 |
853.00 |
854.00 |
825.00 |
826.00 |
-27.00 |
2,369 |
38,854 |
-173 |
Nov00 |
000707 |
869.00 |
870.00 |
843.00 |
843.00 |
-28.00 |
637 |
13,124 |
+194 |
Jan01 |
000707 |
898.00 |
898.00 |
862.00 |
862.00 |
-29.00 |
344 |
4,538 |
+78 |
Mar01 |
000707 |
910.00 |
910.00 |
882.00 |
882.00 |
-29.00 |
86 |
1,359 |
+58 |
May01 |
000707 |
925.00 |
925.00 |
902.00 |
902.00 |
-29.00 |
75 |
979 |
+15 |
Total Volume and Open Interest |
3,706 |
61,073 |
+71 |
London Sugar(LCE) |
Aug00 |
000707 |
240.50 |
241.30 |
238.60 |
239.80 |
-1.50 |
3,183 |
8,799 |
-1,451 |
Oct00 |
000707 |
240.00 |
241.30 |
238.60 |
239.30 |
-1.50 |
1,406 |
17,073 |
+86 |
Dec00 |
000707 |
240.80 |
241.00 |
238.70 |
239.30 |
-1.50 |
114 |
5,463 |
+5 |
Mar01 |
000707 |
241.30 |
241.60 |
238.60 |
239.50 |
-1.60 |
183 |
5,047 |
+11 |
May01 |
000707 |
240.30 |
240.50 |
238.00 |
238.00 |
-1.50 |
6 |
758 |
+2 |
Total Volume and Open Interest |
5,023 |
41,548 |
-1,238 |
Cotton(NYBOT) |
Jul00 |
000707 |
50.90 |
51.80 |
50.90 |
51.73 |
+1.68 |
33 |
39 |
-10 |
Oct00 |
000707 |
54.60 |
55.75 |
54.60 |
55.66 |
+1.36 |
396 |
4,500 |
+21 |
Dec00 |
000707 |
56.62 |
57.80 |
56.35 |
57.74 |
+1.42 |
5,030 |
34,394 |
+600 |
Mar01 |
000707 |
58.60 |
59.55 |
58.40 |
59.55 |
+1.41 |
553 |
5,594 |
-11 |
May01 |
000707 |
59.55 |
60.25 |
59.50 |
60.25 |
+0.95 |
241 |
4,179 |
+67 |
Jul01 |
000707 |
60.50 |
61.20 |
60.25 |
61.15 |
+0.87 |
117 |
1,722 |
+38 |
Total Volume and Open Interest |
6,525 |
52,663 |
+788 |
Lumber(CME) |
Jul00 |
000707 |
258.0 |
259.9 |
254.6 |
256.6 |
-6.4 |
167 |
761 |
-72 |
Sep00 |
000707 |
267.0 |
267.0 |
263.4 |
265.0 |
-4.2 |
277 |
1,304 |
+22 |
Nov00 |
000707 |
273.1 |
273.1 |
269.4 |
269.9 |
-4.3 |
69 |
708 |
+16 |
Jan01 |
000707 |
281.9 |
281.9 |
278.0 |
278.8 |
-4.2 |
19 |
121 |
+4 |
Total Volume and Open Interest |
533 |
2,926 |
-29 |
Crude Oil(NYM) |
Aug00 |
000707 |
29.99 |
30.38 |
29.48 |
30.28 |
+0.29 |
86,321 |
107,786 |
-10,156 |
Sep00 |
000707 |
29.04 |
29.30 |
28.60 |
29.18 |
+0.14 |
42,432 |
68,222 |
+7,139 |
Oct00 |
000707 |
28.48 |
28.62 |
28.15 |
28.62 |
+0.14 |
10,234 |
33,860 |
+2,047 |
Nov00 |
000707 |
27.98 |
28.12 |
27.70 |
28.12 |
+0.14 |
2,095 |
20,129 |
+203 |
Dec00 |
000707 |
27.53 |
27.70 |
27.25 |
27.69 |
+0.14 |
8,463 |
37,784 |
-262 |
Jan01 |
000707 |
26.90 |
27.35 |
26.90 |
27.28 |
+0.15 |
2,242 |
18,120 |
-1,021 |
Feb01 |
000707 |
26.60 |
26.91 |
26.55 |
26.91 |
+0.15 |
994 |
10,277 |
+218 |
Mar01 |
000707 |
26.40 |
26.57 |
26.40 |
26.57 |
+0.16 |
1,615 |
9,517 |
-1,317 |
Apr01 |
000707 |
26.23 |
26.23 |
26.23 |
26.23 |
+0.16 |
219 |
5,210 |
+51 |
May01 |
000707 |
25.89 |
25.89 |
25.89 |
25.89 |
+0.16 |
150 |
5,868 |
+149 |
Total Volume and Open Interest |
158,179 |
433,636 |
-2,916 |
Heating Oil(NYM) |
Aug00 |
000707 |
78.50 |
79.40 |
77.75 |
78.90 |
+0.52 |
20,254 |
36,729 |
-3,416 |
Sep00 |
000707 |
78.80 |
79.40 |
78.00 |
79.00 |
+0.55 |
6,236 |
16,901 |
+1,295 |
Oct00 |
000707 |
78.80 |
79.30 |
78.20 |
79.10 |
+0.55 |
4,059 |
14,245 |
+1,337 |
Nov00 |
000707 |
78.80 |
79.25 |
78.15 |
79.10 |
+0.60 |
2,057 |
14,978 |
-265 |
Dec00 |
000707 |
78.60 |
79.30 |
78.20 |
78.95 |
+0.65 |
4,682 |
20,330 |
+33 |
Jan01 |
000707 |
78.00 |
78.80 |
77.70 |
78.30 |
+0.75 |
1,645 |
14,499 |
+152 |
Feb01 |
000707 |
76.40 |
77.20 |
76.35 |
76.70 |
+0.85 |
761 |
9,235 |
+28 |
Mar01 |
000707 |
72.50 |
73.75 |
72.50 |
73.15 |
+0.95 |
265 |
6,784 |
+39 |
Apr01 |
000707 |
69.70 |
70.25 |
69.70 |
69.90 |
+1.05 |
251 |
3,315 |
+98 |
May01 |
000707 |
67.65 |
68.50 |
67.50 |
67.80 |
+1.15 |
228 |
1,500 |
+191 |
Total Volume and Open Interest |
40,717 |
143,589 |
-254 |
Unleaded Gas(NYM) |
Aug00 |
000707 |
92.00 |
93.90 |
90.30 |
92.64 |
+0.62 |
18,965 |
32,636 |
-2,128 |
Sep00 |
000707 |
87.50 |
88.50 |
86.00 |
87.93 |
+0.52 |
10,617 |
20,876 |
-551 |
Oct00 |
000707 |
80.40 |
82.00 |
80.40 |
81.63 |
+0.17 |
5,814 |
14,780 |
+2,472 |
Nov00 |
000707 |
77.85 |
78.00 |
77.15 |
77.68 |
+0.07 |
1,666 |
5,193 |
+529 |
Dec00 |
000707 |
75.10 |
76.00 |
75.10 |
75.78 |
+0.07 |
1,274 |
3,535 |
+555 |
Jan01 |
000707 |
74.25 |
75.25 |
74.25 |
74.83 |
+0.07 |
256 |
1,662 |
+59 |
Feb01 |
000707 |
74.73 |
74.73 |
74.73 |
74.73 |
+0.07 |
25 |
1,452 |
+25 |
Mar01 |
000707 |
74.57 |
74.57 |
74.57 |
74.57 |
+0.07 |
151 |
593 |
+593 |
Total Volume and Open Interest |
38,768 |
81,991 |
+1,038 |
Natural Gas(NYM) |
Aug00 |
000707 |
4.030 |
4.310 |
3.970 |
4.262 |
+0.196 |
42,288 |
44,172 |
-2,013 |
Sep00 |
000707 |
4.005 |
4.290 |
3.965 |
4.248 |
+0.203 |
8,958 |
27,897 |
-720 |
Oct00 |
000707 |
3.985 |
4.270 |
3.940 |
4.230 |
+0.200 |
6,925 |
29,416 |
-2,285 |
Nov00 |
000707 |
4.050 |
4.325 |
4.020 |
4.302 |
+0.202 |
6,167 |
20,525 |
+1,621 |
Dec00 |
000707 |
4.150 |
4.440 |
4.120 |
4.390 |
+0.205 |
3,679 |
26,639 |
+507 |
Jan01 |
000707 |
4.140 |
4.440 |
4.100 |
4.380 |
+0.200 |
3,065 |
26,401 |
+664 |
Feb01 |
000707 |
3.920 |
4.200 |
3.910 |
4.145 |
+0.200 |
2,589 |
14,397 |
+138 |
Mar01 |
000707 |
3.680 |
3.960 |
3.670 |
3.905 |
+0.200 |
1,770 |
16,099 |
+826 |
Total Volume and Open Interest |
|
|
|
Brent Crude Oil(IPE) |
Aug00 |
000707 |
29.65 |
29.75 |
29.10 |
29.70 |
+0.03 |
41,351 |
61,826 |
-4,620 |
Sep00 |
000707 |
28.35 |
28.35 |
27.70 |
28.32 |
+0.02 |
34,900 |
62,295 |
+7,063 |
Oct00 |
000707 |
27.65 |
27.67 |
27.15 |
27.65 |
-0.05 |
9,256 |
29,155 |
+1,911 |
Nov00 |
000707 |
27.19 |
27.21 |
26.75 |
27.18 |
-0.12 |
767 |
11,799 |
+373 |
Dec00 |
000707 |
26.80 |
26.80 |
26.30 |
26.73 |
-0.18 |
4,187 |
34,089 |
-56 |
Jan01 |
000707 |
26.00 |
26.25 |
25.88 |
26.25 |
-0.18 |
1,003 |
13,512 |
-42 |
Feb01 |
000707 |
25.52 |
25.77 |
25.46 |
25.77 |
-0.19 |
0 |
9,184 |
+0 |
Mar01 |
000707 |
25.34 |
25.34 |
25.34 |
25.34 |
-0.17 |
512 |
8,815 |
+0 |
Total Volume and Open Interest |
95,013 |
275,028 |
+5,128 |
Gas Oil(IPE) |
Jul00 |
000707 |
245.00 |
246.50 |
239.75 |
240.00 |
-6.25 |
14,213 |
19,915 |
-4,693 |
Aug00 |
000707 |
242.50 |
244.00 |
237.25 |
237.75 |
-5.25 |
12,357 |
35,004 |
+1,875 |
Sep00 |
000707 |
243.00 |
243.50 |
237.00 |
237.00 |
-5.75 |
2,540 |
16,018 |
+46 |
Oct00 |
000707 |
243.00 |
243.25 |
237.00 |
237.25 |
-5.25 |
1,905 |
15,939 |
+58 |
Nov00 |
000707 |
238.75 |
238.75 |
235.50 |
235.50 |
-5.00 |
1,000 |
4,080 |
-323 |
Dec00 |
000707 |
237.25 |
237.25 |
231.75 |
233.00 |
-4.75 |
1,431 |
22,914 |
-386 |
Jan01 |
000707 |
232.00 |
232.00 |
228.50 |
228.50 |
-4.50 |
385 |
4,700 |
+17 |
Feb01 |
000707 |
221.75 |
221.75 |
221.75 |
221.75 |
-4.75 |
250 |
2,666 |
+0 |
Total Volume and Open Interest |
34,361 |
131,442 |
-3,596 |
US Dollar Index(NYBOT) |
Sep00 |
000707 |
107.11 |
107.40 |
106.81 |
107.34 |
+0.20 |
654 |
3,800 |
+203 |
Dec00 |
000707 |
106.96 |
106.96 |
106.96 |
106.96 |
+0.20 |
1 |
2,016 |
-1 |
Mar01 |
000707 |
106.58 |
106.58 |
106.58 |
106.58 |
+0.20 |
655 |
5,816 |
+202 |
Total Volume and Open Interest |
655 |
5,816 |
+202 |
Australian Dollar(IMM) |
Sep00 |
000707 |
58.90 |
59.24 |
58.90 |
59.17 |
+0.05 |
1,877 |
15,939 |
+267 |
Dec00 |
000707 |
58.95 |
59.35 |
58.95 |
59.27 |
+0.05 |
116 |
219 |
+34 |
Mar01 |
000707 |
59.37 |
59.37 |
59.37 |
59.37 |
+0.05 |
0 |
378 |
+0 |
Total Volume and Open Interest |
1,993 |
16,536 |
+301 |
British Pound(IMM) |
Sep00 |
000707 |
151.20 |
151.96 |
151.12 |
151.48 |
+0.56 |
2,615 |
28,242 |
+274 |
Dec00 |
000707 |
151.50 |
152.30 |
151.50 |
151.76 |
+0.56 |
76 |
266 |
-5 |
Mar01 |
000707 |
151.98 |
152.40 |
151.98 |
151.98 |
+0.56 |
0 |
4 |
+0 |
Total Volume and Open Interest |
4,254 |
28,512 |
+269 |
Canadian Dollar(IMM) |
Sep00 |
000707 |
67.49 |
67.72 |
67.48 |
67.64 |
+0.16 |
8,045 |
60,869 |
+1,027 |
Dec00 |
000707 |
67.66 |
67.86 |
67.66 |
67.79 |
+0.16 |
17 |
4,719 |
+1 |
Mar01 |
000707 |
67.95 |
67.99 |
67.95 |
67.95 |
+0.16 |
10 |
614 |
-4 |
Jun01 |
000707 |
68.11 |
68.11 |
68.11 |
68.11 |
+0.16 |
8 |
170 |
+5 |
Total Volume and Open Interest |
8,097 |
66,386 |
+1,029 |
Japanese Yen(IMM) |
Sep00 |
000707 |
94.21 |
94.40 |
93.84 |
93.86 |
-0.40 |
981 |
46,050 |
+433 |
Dec00 |
000707 |
95.75 |
95.76 |
95.40 |
95.41 |
-0.41 |
285 |
3,043 |
-21 |
Mar01 |
000707 |
97.20 |
97.20 |
96.95 |
96.95 |
-0.42 |
0 |
70 |
+0 |
Total Volume and Open Interest |
14,289 |
49,163 |
+412 |
Swiss Franc(IMM) |
Sep00 |
000707 |
61.74 |
62.04 |
61.64 |
61.78 |
-0.12 |
7,778 |
34,980 |
-1,345 |
Dec00 |
000707 |
62.30 |
62.50 |
62.28 |
62.28 |
-0.12 |
5 |
90 |
+3 |
Mar01 |
000707 |
62.76 |
62.76 |
62.76 |
62.76 |
-0.12 |
0 |
1 |
+0 |
Total Volume and Open Interest |
8,832 |
35,071 |
-1,342 |
EuroFX(IMM) |
Sep00 |
000707 |
95.23 |
95.68 |
95.00 |
95.10 |
-0.38 |
12,504 |
53,652 |
-224 |
Dec00 |
000707 |
95.77 |
96.02 |
95.60 |
95.60 |
-0.38 |
15 |
690 |
+5 |
Mar01 |
000707 |
96.08 |
96.50 |
96.08 |
96.08 |
-0.38 |
5 |
40 |
+5 |
Total Volume and Open Interest |
12,524 |
54,382 |
-214 |
Mexican Peso(IMM) |
Sep00 |
000707 |
10310.0 |
10368.0 |
10300.0 |
10350.0 |
+45.0 |
2,399 |
11,056 |
+709 |
Dec00 |
000707 |
10115.0 |
10115.0 |
10115.0 |
10115.0 |
+45.0 |
97 |
1,377 |
-23 |
Total Volume and Open Interest |
2,519 |
13,011 |
+691 |
30-Year T-Bonds(CBOT) |
Sep00 |
000707 |
97~05 |
98~02 |
97~00 |
97~20 |
+0~14 |
161,324 |
368,210 |
-4,612 |
Dec00 |
000707 |
97~07 |
97~31 |
97~06 |
97~19 |
+0~14 |
768 |
4,612 |
+333 |
Mar01 |
000707 |
97~18 |
97~18 |
97~18 |
97~18 |
+0~14 |
10 |
907 |
+10 |
Total Volume and Open Interest |
162,102 |
373,742 |
-4,269 |
Municipal Bonds(CBOT) |
Sep00 |
000707 |
96~09 |
96~28 |
96~05 |
96~21 |
+0~16 |
942 |
21,120 |
-18 |
Dec00 |
000707 |
96~03 |
96~03 |
96~03 |
96~03 |
+0~16 |
0 |
400 |
+0 |
Total Volume and Open Interest |
942 |
21,520 |
-18 |
10-Year T-Notes(CBOT) |
Sep00 |
000707 |
98~175 |
99~080 |
98~130 |
98~275 |
+0~100 |
114,409 |
602,817 |
-4,803 |
Dec00 |
000707 |
98~180 |
99~020 |
98~180 |
98~255 |
+0~105 |
3,458 |
8,202 |
+2,415 |
Total Volume and Open Interest |
117,867 |
611,019 |
-2,388 |
5-Year T-Notes(CBOT) |
Sep00 |
000707 |
99~035 |
99~190 |
99~030 |
99~065 |
+0~050 |
54,081 |
378,042 |
+4,652 |
Dec00 |
000707 |
99~125 |
99~125 |
99~065 |
99~065 |
+0~065 |
|
|
|
Total Volume and Open Interest |
54,081 |
378,042 |
+10,322 |
2 Year T-Notes(CBOT) |
Sep00 |
000707 |
99~039 |
99~066 |
99~037 |
99~045 |
+0~011 |
2,053 |
55,918 |
+266 |
Total Volume and Open Interest |
2,053 |
55,918 |
+266 |
3-Mth T-Bills(IMM) |
Sep00 |
000707 |
93.83 |
93.83 |
93.82 |
93.82 |
+0.01 |
4 |
545 |
+0 |
Total Volume and Open Interest |
4 |
545 |
+0 |
Eurodollars(IMM) |
Sep00 |
000707 |
93.150 |
93.230 |
93.145 |
93.200 |
+0.045 |
68,888 |
606,643 |
-2,779 |
Dec00 |
000707 |
92.985 |
93.110 |
92.980 |
93.050 |
+0.070 |
64,777 |
516,952 |
-353 |
Mar01 |
000707 |
93.005 |
93.130 |
92.985 |
93.080 |
+0.090 |
82,358 |
392,123 |
+1,371 |
Jun01 |
000707 |
92.975 |
93.090 |
92.955 |
93.055 |
+0.095 |
48,861 |
270,743 |
+311 |
Sep01 |
000707 |
92.965 |
93.080 |
92.955 |
93.045 |
+0.090 |
36,637 |
216,119 |
-4,314 |
Dec01 |
000707 |
92.930 |
93.030 |
92.920 |
93.000 |
+0.090 |
13,386 |
162,370 |
-302 |
Mar02 |
000707 |
92.985 |
93.080 |
92.980 |
93.055 |
+0.085 |
13,736 |
138,929 |
+1,620 |
Jun02 |
000707 |
92.975 |
93.070 |
92.965 |
93.045 |
+0.085 |
10,210 |
99,487 |
+873 |
Sep02 |
000707 |
92.965 |
93.065 |
92.960 |
93.040 |
+0.085 |
10,527 |
106,135 |
-491 |
Dec02 |
000707 |
92.910 |
93.005 |
92.910 |
92.985 |
+0.085 |
6,848 |
77,460 |
+922 |
Mar03 |
000707 |
92.965 |
93.065 |
92.965 |
93.040 |
+0.085 |
4,204 |
79,385 |
-115 |
Jun03 |
000707 |
92.955 |
93.055 |
92.955 |
93.025 |
+0.080 |
4,223 |
55,948 |
+14 |
Total Volume and Open Interest |
406,729 |
3,141,144 |
-4,293 |
3-Mth Euro-Yen(IMM) |
Sep00 |
000707 |
99.68 |
99.69 |
99.68 |
99.69 |
+0.01 |
1,183 |
16,140 |
+1,261 |
Dec00 |
000707 |
99.56 |
99.56 |
99.56 |
99.56 |
unch |
508 |
13,082 |
+260 |
Mar01 |
000707 |
99.50 |
99.50 |
99.50 |
99.50 |
+0.01 |
791 |
13,695 |
-717 |
Jun01 |
000707 |
99.40 |
99.40 |
99.40 |
99.40 |
unch |
82 |
6,412 |
+262 |
Sep01 |
000707 |
99.28 |
99.29 |
99.28 |
99.29 |
+0.01 |
214 |
21,767 |
-117 |
Dec01 |
000707 |
99.15 |
99.15 |
99.15 |
99.15 |
+0.01 |
4 |
2,029 |
+4 |
Mar02 |
000707 |
99.04 |
99.04 |
99.04 |
99.04 |
unch |
15 |
1,964 |
+40 |
Jun02 |
000707 |
98.92 |
98.92 |
98.92 |
98.92 |
unch |
0 |
739 |
+0 |
Sep02 |
000707 |
98.74 |
98.74 |
98.74 |
98.74 |
unch |
0 |
30 |
+0 |
Dec02 |
000707 |
98.61 |
98.61 |
98.61 |
98.61 |
unch |
0 |
30 |
+0 |
Total Volume and Open Interest |
2,797 |
75,888 |
+993 |
3-Mth Euro-Yen(SIMEX) |
Sep00 |
000707 |
99.68 |
99.69 |
99.68 |
99.68 |
unch |
4,546 |
85,081 |
+1,588 |
Dec00 |
000707 |
99.57 |
99.57 |
99.56 |
99.57 |
unch |
8,595 |
81,208 |
-2,395 |
Mar01 |
000707 |
99.49 |
99.50 |
99.49 |
99.50 |
unch |
4,848 |
87,935 |
-814 |
Jun01 |
000707 |
99.40 |
99.40 |
99.39 |
99.40 |
unch |
2,800 |
64,988 |
+2,034 |
Sep01 |
000707 |
99.29 |
99.29 |
99.28 |
99.29 |
unch |
2,313 |
62,705 |
+344 |
Dec01 |
000707 |
99.15 |
99.15 |
99.14 |
99.14 |
-0.01 |
450 |
22,561 |
-491 |
Mar02 |
000707 |
99.04 |
99.05 |
99.04 |
99.04 |
unch |
621 |
12,411 |
+578 |
Jun02 |
000707 |
98.93 |
98.93 |
98.93 |
98.93 |
unch |
0 |
2,370 |
+0 |
Total Volume and Open Interest |
24,173 |
421,538 |
+844 |
German Euro-Bund(EUREX) |
Sep00 |
000707 |
104.55 |
105.12 |
104.45 |
104.96 |
+0.36 |
711,972 |
560,573 |
+67,687 |
Dec00 |
000707 |
104.36 |
104.64 |
104.36 |
104.64 |
+0.37 |
1,488 |
17,887 |
+585 |
Mar01 |
000707 |
104.56 |
104.56 |
104.56 |
104.56 |
+0.36 |
0 |
2,751 |
-50 |
Total Volume and Open Interest |
713,460 |
581,211 |
+68,222 |
German Euro-Bobl(EUREX) |
Sep00 |
000707 |
102.84 |
103.08 |
102.73 |
102.99 |
+0.11 |
308,689 |
292,098 |
+19,794 |
Dec00 |
000707 |
102.71 |
102.80 |
102.71 |
102.80 |
+0.11 |
209 |
853 |
+15 |
Mar01 |
000707 |
102.69 |
102.69 |
102.69 |
102.69 |
+0.11 |
|
|
|
Total Volume and Open Interest |
308,898 |
292,951 |
+19,809 |
Long Gilt(LIFFE) |
Sep00 |
000707 |
113~20 |
114~15 |
113~17 |
114~05 |
+0~20 |
18,532 |
61,319 |
-2,606 |
Dec00 |
000707 |
113~31 |
113~31 |
113~31 |
113~31 |
+0~20 |
0 |
50 |
+0 |
Total Volume and Open Interest |
18,532 |
61,369 |
-2,606 |
3-Mth Short Sterling(LIFFE) |
Sep00 |
000707 |
93.72 |
93.77 |
93.72 |
93.73 |
unch |
28,216 |
211,489 |
-2,981 |
Dec00 |
000707 |
93.64 |
93.68 |
93.63 |
93.67 |
+0.03 |
29,213 |
198,343 |
-14 |
Mar01 |
000707 |
93.61 |
93.66 |
93.58 |
93.65 |
+0.04 |
27,445 |
116,750 |
+5,197 |
Total Volume and Open Interest |
130,311 |
811,603 |
+6,885 |
3-Mth Euribor(LIFFE) |
Sep00 |
000707 |
95.200 |
95.240 |
95.195 |
95.215 |
+0.010 |
72,933 |
328,681 |
-4,691 |
Dec00 |
000707 |
94.845 |
94.910 |
94.845 |
94.880 |
+0.015 |
82,196 |
266,361 |
+1,103 |
Mar01 |
000707 |
94.785 |
94.850 |
94.780 |
94.820 |
+0.020 |
65,025 |
176,242 |
-3,477 |
Total Volume and Open Interest |
313,047 |
1,196,636 |
-346,952 |
3-Mth Aus T-Bills(SFE) |
Sep00 |
000707 |
93.82 |
93.82 |
93.80 |
93.81 |
-0.02 |
281 |
175,702 |
+3,355 |
Dec00 |
000707 |
93.69 |
93.69 |
93.68 |
93.69 |
-0.02 |
275 |
81,902 |
+1,406 |
Mar01 |
000707 |
93.64 |
93.65 |
93.63 |
93.65 |
-0.02 |
1,537 |
38,337 |
+992 |
Jun01 |
000707 |
93.59 |
93.61 |
93.59 |
93.61 |
-0.02 |
215 |
17,635 |
+29 |
Sep01 |
000707 |
93.56 |
93.57 |
93.56 |
93.57 |
-0.02 |
84 |
9,702 |
-28 |
Dec01 |
000707 |
93.53 |
93.53 |
93.53 |
93.53 |
-0.02 |
112 |
7,229 |
-95 |
Mar02 |
000707 |
93.50 |
93.50 |
93.50 |
93.50 |
-0.02 |
0 |
6,257 |
+0 |
Jun02 |
000707 |
93.47 |
93.47 |
93.47 |
93.47 |
-0.02 |
69 |
3,721 |
+25 |
Sep02 |
000707 |
93.43 |
93.43 |
93.43 |
93.43 |
-0.02 |
0 |
2,463 |
+0 |
Dec02 |
000707 |
93.41 |
93.41 |
93.41 |
93.41 |
-0.02 |
0 |
1,811 |
+0 |
Total Volume and Open Interest |
2,573 |
348,793 |
+5,684 |
10-Year Aus T-Bonds(SFE) |
Sep00 |
000707 |
93.83 |
93.92 |
93.83 |
93.91 |
+0.08 |
7,583 |
102,749 |
+5,470 |
Dec00 |
000707 |
93.84 |
93.84 |
93.84 |
93.84 |
-0.04 |
|
|
|
Total Volume and Open Interest |
7,583 |
102,749 |
+5,470 |
3-Year Aus T-Bonds(SFE) |
Sep00 |
000707 |
93.99 |
94.01 |
93.99 |
94.01 |
-0.02 |
28,304 |
207,662 |
+2,521 |
Dec00 |
000707 |
94.02 |
94.02 |
94.02 |
94.02 |
-0.02 |
|
|
|
Total Volume and Open Interest |
28,304 |
207,662 |
+2,521 |
Gold(CMX) |
Aug00 |
000707 |
285.1 |
285.7 |
282.6 |
284.6 |
unch |
22,407 |
79,171 |
-2,386 |
Oct00 |
000707 |
287.9 |
287.9 |
286.5 |
287.7 |
unch |
196 |
5,160 |
-35 |
Dec00 |
000707 |
290.8 |
291.7 |
288.8 |
290.7 |
unch |
2,244 |
22,500 |
-1,400 |
Feb01 |
000707 |
293.1 |
293.1 |
293.1 |
293.1 |
unch |
25 |
11,287 |
+11 |
Apr01 |
000707 |
295.7 |
295.7 |
295.7 |
295.7 |
unch |
1 |
3,587 |
+0 |
Jun01 |
000707 |
298.5 |
298.5 |
298.3 |
298.3 |
unch |
22 |
8,694 |
+0 |
Total Volume and Open Interest |
24,917 |
146,298 |
-3,800 |
Silver(CMX) |
Jul00 |
000707 |
499.0 |
501.0 |
498.0 |
498.6 |
-1.8 |
87 |
597 |
-139 |
Sep00 |
000707 |
505.0 |
505.5 |
501.0 |
503.3 |
-2.0 |
6,093 |
52,759 |
-750 |
Dec00 |
000707 |
510.0 |
510.0 |
507.0 |
509.1 |
-2.0 |
354 |
12,724 |
+11 |
Mar01 |
000707 |
514.2 |
514.2 |
514.2 |
514.2 |
-2.0 |
0 |
1,061 |
+0 |
May01 |
000707 |
516.9 |
516.9 |
516.9 |
516.9 |
-2.0 |
0 |
810 |
+0 |
Total Volume and Open Interest |
6,584 |
72,799 |
-1,225 |
Platinum(NYM) |
Jul00 |
000707 |
570.0 |
574.2 |
565.0 |
569.8 |
+5.8 |
293 |
372 |
-116 |
Oct00 |
000707 |
528.0 |
535.8 |
525.1 |
531.8 |
+5.8 |
854 |
8,090 |
+43 |
Jan01 |
000707 |
515.8 |
515.8 |
515.8 |
515.8 |
+5.8 |
0 |
297 |
+0 |
Total Volume and Open Interest |
1,147 |
8,759 |
-73 |
Palladium(NYME) |
Sep00 |
000707 |
647.00 |
664.00 |
647.00 |
662.35 |
+20.95 |
76 |
1,755 |
-67 |
Dec00 |
000707 |
662.35 |
662.35 |
662.35 |
662.35 |
+22.70 |
4 |
141 |
-1 |
Total Volume and Open Interest |
80 |
1,896 |
-68 |
Copper(CMX) |
Jul00 |
000707 |
80.30 |
80.60 |
80.05 |
80.60 |
+0.25 |
639 |
5,270 |
-542 |
Sep00 |
000707 |
80.95 |
81.45 |
80.80 |
81.35 |
+0.20 |
10,311 |
34,967 |
+2,180 |
Dec00 |
000707 |
81.30 |
81.70 |
81.10 |
81.65 |
+0.15 |
460 |
9,121 |
+89 |
Mar01 |
000707 |
81.10 |
81.60 |
81.10 |
81.35 |
+0.10 |
0 |
2,391 |
+2 |
May01 |
000707 |
81.40 |
81.40 |
81.10 |
81.10 |
+0.10 |
8 |
953 |
+6 |
Total Volume and Open Interest |
11,618 |
66,890 |
+1,630 |
DJIA Index(CBOT) |
Sep00 |
000707 |
10610 |
10775 |
10610 |
10740 |
+147 |
10,803 |
11,384 |
-139 |
Dec00 |
000707 |
10755 |
10920 |
10755 |
10887 |
+147 |
19 |
2,117 |
+11 |
Mar01 |
000707 |
11042 |
11042 |
11042 |
11042 |
+147 |
|
|
|
Jun01 |
000707 |
11202 |
11202 |
11202 |
11202 |
+147 |
|
|
|
Total Volume and Open Interest |
10,822 |
13,507 |
-128 |
S & P 500(CME) |
Sep00 |
000707 |
1479.00 |
1502.00 |
1476.50 |
1494.70 |
+21.00 |
60,273 |
365,961 |
+1,370 |
Dec00 |
000707 |
1506.10 |
1524.00 |
1506.10 |
1517.30 |
+21.00 |
1,780 |
7,326 |
+557 |
Mar01 |
000707 |
1540.30 |
1547.00 |
1540.00 |
1540.50 |
+21.20 |
224 |
966 |
-40 |
Jun01 |
000707 |
1548.00 |
1570.80 |
1548.00 |
1564.00 |
+21.20 |
313 |
696 |
+69 |
Total Volume and Open Interest |
62,590 |
375,094 |
+1,955 |
S & P 500 E-Mini(Globex) |
Sep00 |
000707 |
1474.25 |
1502.25 |
1473.25 |
1494.75 |
+21.00 |
71,643 |
31,507 |
-813 |
Dec00 |
000707 |
1515.00 |
1523.50 |
1510.75 |
1517.25 |
+21.00 |
4 |
32 |
+1 |
Total Volume and Open Interest |
71,647 |
31,539 |
-812 |
NASDAQ 100(CME) |
Sep00 |
000707 |
3848.00 |
3940.00 |
3830.00 |
3877.50 |
+43.50 |
19,407 |
28,552 |
+301 |
Dec00 |
000707 |
3938.50 |
3938.50 |
3938.50 |
3938.50 |
+43.50 |
0 |
13 |
+0 |
Mar01 |
000707 |
3999.50 |
3999.50 |
3999.50 |
3999.50 |
+43.50 |
0 |
1 |
+0 |
Total Volume and Open Interest |
19,407 |
28,566 |
+301 |
NASDAQ 100 E-Mini(GLOBEX) |
Sep00 |
000707 |
3836.0 |
3938.5 |
3827.0 |
3877.5 |
+43.5 |
44,677 |
20,442 |
+3,290 |
Dec00 |
000707 |
3980.0 |
3989.0 |
3938.5 |
3938.5 |
+43.5 |
|
|
|
Total Volume and Open Interest |
44,677 |
20,442 |
+3,290 |
NYSE Composite(NYBOT) |
Sep00 |
000707 |
655.25 |
662.95 |
653.50 |
660.55 |
+8.05 |
139 |
748 |
-1 |
Dec00 |
000707 |
669.80 |
669.80 |
669.80 |
669.80 |
+8.05 |
0 |
1,496 |
+0 |
Mar01 |
000707 |
679.05 |
679.05 |
679.05 |
679.05 |
+8.05 |
0 |
100 |
+0 |
Total Volume and Open Interest |
558 |
3,964 |
+1,885 |
S & P Midcap 400(CME) |
Sep00 |
000707 |
499.50 |
505.00 |
498.00 |
503.40 |
+6.90 |
2,028 |
13,211 |
-170 |
Dec00 |
000707 |
510.40 |
510.40 |
510.40 |
510.40 |
+6.90 |
|
|
|
Mar01 |
000707 |
516.40 |
516.40 |
516.40 |
516.40 |
+6.90 |
|
|
|
Total Volume and Open Interest |
2,028 |
13,211 |
-170 |
Russell 2000(CME) |
Sep00 |
000707 |
533.90 |
535.50 |
530.00 |
534.50 |
+3.25 |
3,521 |
11,158 |
-37 |
Dec00 |
000707 |
542.30 |
542.30 |
542.30 |
542.30 |
+3.25 |
|
|
|
Mar01 |
000707 |
549.85 |
549.85 |
549.85 |
549.85 |
+3.25 |
|
|
|
Total Volume and Open Interest |
3,521 |
11,158 |
-37 |
Value Line(KCBT) |
Sep00 |
000707 |
1094.95 |
1102.00 |
1094.95 |
1099.00 |
+7.00 |
43 |
172 |
+172 |
Total Volume and Open Interest |
43 |
173 |
+173 |
Nikkei 225(CME) |
Sep00 |
000707 |
17430 |
17590 |
17420 |
17590 |
+195 |
849 |
14,824 |
-109 |
Dec00 |
000707 |
17590 |
17590 |
17590 |
17590 |
+195 |
0 |
11 |
+0 |
Total Volume and Open Interest |
849 |
14,835 |
-109 |
Nikkei 225(SIMEX) |
Sep00 |
000707 |
17400 |
17510 |
17300 |
17360 |
+80 |
10,016 |
109,066 |
+314 |
Dec00 |
000707 |
17350 |
17350 |
17350 |
17350 |
+80 |
0 |
3,950 |
+0 |
Mar01 |
000707 |
17365 |
17365 |
17365 |
17365 |
+80 |
0 |
3,800 |
+0 |
Total Volume and Open Interest |
65,412 |
217,890 |
+110,724 |
CAC 40(MATIF) |
Jul00 |
000707 |
6502.5 |
6600.0 |
6463.0 |
6583.0 |
+73.0 |
36,171 |
216,322 |
+10,783 |
Aug00 |
000707 |
6515.0 |
6619.5 |
6486.5 |
6619.5 |
+100.5 |
1,290 |
4,940 |
+1,315 |
Sep00 |
000707 |
6514.0 |
6612.0 |
6489.0 |
6605.0 |
+104.5 |
1,965 |
93,099 |
+428 |
Total Volume and Open Interest |
39,426 |
328,402 |
+12,516 |
DAX Index(EUREX) |
Sep00 |
000707 |
7041.5 |
7116.5 |
6970.0 |
7108.0 |
+88.0 |
27,905 |
145,065 |
+1,102 |
Dec00 |
000707 |
7114.5 |
7140.0 |
7074.0 |
7140.0 |
+36.5 |
15 |
1,220 |
+125 |
Mar01 |
000707 |
0.0 |
0.0 |
0.0 |
0.0 |
-7191.0 |
0 |
46 |
+14 |
Total Volume and Open Interest |
27,920 |
146,331 |
+1,241 |
FT-SE 100(LIFFE) |
Sep00 |
000707 |
6470.00 |
6550.50 |
6424.00 |
6530.00 |
+72.50 |
27,858 |
259,917 |
-415 |
Dec00 |
000707 |
6612.00 |
6612.00 |
6612.00 |
6612.00 |
+72.50 |
0 |
2,587 |
+0 |
Mar01 |
000707 |
6669.00 |
6669.00 |
6669.00 |
6669.00 |
+72.50 |
0 |
1,315 |
+0 |
Total Volume and Open Interest |
27,858 |
263,819 |
-415 |
SPI 200(SFE) |
Sep00 |
000707 |
3352.0 |
3366.0 |
3333.0 |
3341.0 |
-11.0 |
9,431 |
121,643 |
+3,718 |
Dec00 |
000707 |
3367.0 |
3367.0 |
3363.0 |
3363.0 |
-8.0 |
26 |
2,518 |
-115 |
Mar01 |
000707 |
3383.0 |
3383.0 |
3383.0 |
3383.0 |
-8.0 |
10 |
1,006 |
+10 |
Total Volume and Open Interest |
9,497 |
125,341 |
+3,643 |
GSCI(CME) |
Jul00 |
000707 |
223.30 |
225.90 |
221.15 |
225.20 |
+1.95 |
2,075 |
37,395 |
-983 |
Aug00 |
000707 |
220.00 |
222.10 |
218.50 |
221.20 |
+1.00 |
11 |
385 |
+5 |
Sep00 |
000707 |
220.00 |
220.00 |
218.90 |
220.00 |
+1.00 |
0 |
35 |
+0 |
Total Volume and Open Interest |
2,086 |
37,815 |
-943 |
Bridge CRB Index(NYBOT) |
Aug00 |
000707 |
217.20 |
218.25 |
216.70 |
217.85 |
+0.90 |
214 |
862 |
-10 |
Nov00 |
000707 |
217.20 |
217.85 |
217.10 |
217.85 |
+0.90 |
1 |
897 |
+0 |
Jan01 |
000707 |
217.60 |
217.60 |
217.60 |
217.60 |
+0.90 |
0 |
426 |
+0 |
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. |
|
|