 |
MRCI's Free Historical Futures Prices |
Daily Futures Price Listing Mon July 24, 2000 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Aug00 |
000724 |
466.00 |
466.00 |
455.75 |
457.00 |
-3.25 |
11,955 |
19,165 |
-3,390 |
Sep00 |
000724 |
467.50 |
469.00 |
455.00 |
456.25 |
-4.50 |
4,531 |
15,652 |
-602 |
Nov00 |
000724 |
477.00 |
477.50 |
462.50 |
464.50 |
-5.00 |
28,640 |
73,488 |
-216 |
Jan01 |
000724 |
487.00 |
487.00 |
473.50 |
475.50 |
-5.00 |
791 |
8,401 |
+181 |
Mar01 |
000724 |
497.00 |
497.00 |
484.00 |
486.00 |
-4.75 |
1,099 |
7,234 |
+235 |
May01 |
000724 |
504.50 |
504.50 |
492.50 |
494.50 |
-5.00 |
777 |
5,564 |
-114 |
Jul01 |
000724 |
513.00 |
513.00 |
502.00 |
504.75 |
-3.88 |
425 |
5,255 |
+29 |
Total Volume and Open Interest |
48,245 |
136,507 |
-3,914 |
Soybean Meal(CBOT) |
Aug00 |
000724 |
155.70 |
155.90 |
152.60 |
153.10 |
-1.20 |
6,876 |
19,121 |
-1,130 |
Sep00 |
000724 |
152.80 |
153.50 |
149.30 |
149.90 |
-1.80 |
2,839 |
11,388 |
+21 |
Oct00 |
000724 |
153.50 |
154.00 |
148.70 |
148.90 |
-2.60 |
1,453 |
13,800 |
-465 |
Dec00 |
000724 |
155.20 |
155.20 |
150.00 |
150.60 |
-2.80 |
7,117 |
42,436 |
-305 |
Jan01 |
000724 |
156.30 |
156.50 |
151.50 |
151.90 |
-2.20 |
706 |
6,657 |
+32 |
Mar01 |
000724 |
156.50 |
156.50 |
153.80 |
154.10 |
-2.70 |
1,095 |
5,474 |
+167 |
May01 |
000724 |
157.50 |
160.00 |
156.00 |
156.30 |
-2.30 |
520 |
3,863 |
+193 |
Jul01 |
000724 |
160.00 |
160.00 |
158.60 |
158.90 |
-2.30 |
163 |
1,340 |
+102 |
Total Volume and Open Interest |
20,875 |
104,582 |
-1,297 |
Soybean Oil(CBOT) |
Aug00 |
000724 |
15.80 |
15.80 |
15.45 |
15.49 |
-0.13 |
7,001 |
20,532 |
-1,212 |
Sep00 |
000724 |
16.00 |
16.03 |
15.68 |
15.69 |
-0.14 |
3,305 |
18,316 |
-96 |
Oct00 |
000724 |
16.22 |
16.23 |
15.92 |
15.92 |
-0.13 |
2,524 |
13,774 |
+1,245 |
Dec00 |
000724 |
16.55 |
16.59 |
16.23 |
16.26 |
-0.16 |
4,904 |
49,543 |
+1,237 |
Jan01 |
000724 |
16.88 |
16.88 |
16.57 |
16.57 |
-0.15 |
1,016 |
13,665 |
-462 |
Mar01 |
000724 |
17.25 |
17.25 |
16.85 |
16.87 |
-0.20 |
752 |
6,731 |
-136 |
May01 |
000724 |
17.42 |
17.42 |
17.15 |
17.15 |
-0.22 |
431 |
6,061 |
+93 |
Jul01 |
000724 |
17.75 |
17.85 |
17.40 |
17.41 |
-0.24 |
107 |
4,290 |
+71 |
Total Volume and Open Interest |
20,110 |
134,910 |
+807 |
Canola(WCE) |
Sep00 |
000724 |
247.0 |
247.3 |
246.7 |
246.7 |
+0.2 |
50 |
1,323 |
+30 |
Nov00 |
000724 |
254.5 |
255.0 |
253.0 |
253.0 |
-0.4 |
3,419 |
34,473 |
+328 |
Jan01 |
000724 |
259.5 |
260.0 |
259.1 |
259.2 |
-0.5 |
244 |
5,373 |
+181 |
Mar01 |
000724 |
266.0 |
266.0 |
264.9 |
264.9 |
-0.4 |
0 |
925 |
+0 |
May01 |
000724 |
269.5 |
269.5 |
269.5 |
269.5 |
unch |
|
|
|
Total Volume and Open Interest |
4,568 |
47,022 |
-2,287 |
Corn(CBOT) |
Sep00 |
000724 |
189.00 |
189.50 |
183.75 |
184.50 |
-3.25 |
16,814 |
136,031 |
+1,055 |
Nov00 |
000724 |
197.25 |
197.25 |
191.75 |
192.25 |
-3.50 |
24 |
1,434 |
+0 |
Dec00 |
000724 |
201.00 |
201.25 |
195.50 |
196.25 |
-3.50 |
24,798 |
176,831 |
-2,791 |
Jan01 |
000724 |
204.00 |
204.00 |
200.00 |
200.25 |
-2.75 |
2 |
255 |
+2 |
Mar01 |
000724 |
213.25 |
213.25 |
207.50 |
208.25 |
-3.50 |
1,757 |
36,910 |
+441 |
May01 |
000724 |
220.75 |
221.00 |
215.50 |
216.25 |
-3.50 |
1,542 |
9,883 |
+660 |
Total Volume and Open Interest |
47,590 |
387,739 |
-82 |
Wheat(CBOT) |
Sep00 |
000724 |
248.50 |
249.50 |
242.50 |
245.50 |
-1.75 |
4,380 |
62,411 |
-253 |
Dec00 |
000724 |
266.00 |
267.00 |
260.00 |
262.75 |
-1.75 |
6,731 |
52,499 |
+111 |
Mar01 |
000724 |
282.50 |
282.50 |
276.00 |
278.75 |
-2.00 |
1,060 |
17,588 |
+422 |
May01 |
000724 |
286.50 |
288.50 |
286.50 |
288.50 |
-2.00 |
94 |
964 |
+34 |
Jul01 |
000724 |
299.00 |
299.00 |
294.00 |
297.00 |
-1.75 |
467 |
8,064 |
+218 |
Total Volume and Open Interest |
12,738 |
141,997 |
+534 |
Wheat(KCBT) |
Sep00 |
000724 |
286.00 |
286.75 |
279.75 |
281.75 |
-3.25 |
4,045 |
33,439 |
-369 |
Dec00 |
000724 |
301.00 |
301.50 |
294.50 |
297.25 |
-2.25 |
2,439 |
35,868 |
+289 |
Mar01 |
000724 |
313.75 |
313.75 |
307.00 |
309.25 |
-2.25 |
1,261 |
7,246 |
+747 |
May01 |
000724 |
316.00 |
317.50 |
315.00 |
317.50 |
-1.25 |
3 |
1,108 |
+3 |
Jul01 |
000724 |
320.00 |
320.00 |
320.00 |
320.00 |
-3.00 |
3 |
700 |
+0 |
Total Volume and Open Interest |
7,751 |
78,362 |
+670 |
Wheat(MGE) |
Sep00 |
000724 |
305.25 |
306.50 |
300.50 |
302.00 |
-2.75 |
1,686 |
10,670 |
-310 |
Dec00 |
000724 |
322.00 |
322.50 |
316.50 |
318.00 |
-3.00 |
1,482 |
7,631 |
+496 |
Mar01 |
000724 |
336.00 |
336.00 |
331.50 |
332.75 |
-4.00 |
246 |
1,451 |
+148 |
May01 |
000724 |
340.00 |
340.00 |
339.00 |
339.00 |
-5.00 |
6 |
209 |
+0 |
Jul01 |
000724 |
348.00 |
348.00 |
348.00 |
348.00 |
-4.00 |
31 |
119 |
+26 |
Total Volume and Open Interest |
3,456 |
20,121 |
+365 |
Oats(CBOT) |
Sep00 |
000724 |
113.25 |
113.50 |
103.00 |
107.25 |
-4.75 |
1,213 |
8,089 |
+162 |
Dec00 |
000724 |
120.25 |
120.50 |
112.00 |
114.75 |
-4.75 |
906 |
7,682 |
+62 |
Mar01 |
000724 |
128.00 |
128.00 |
120.00 |
122.00 |
-5.00 |
17 |
867 |
+7 |
May01 |
000724 |
126.00 |
126.00 |
126.00 |
126.00 |
-5.00 |
4 |
12 |
+4 |
Total Volume and Open Interest |
2,140 |
16,712 |
+235 |
Rough Rice(CBOT) |
Sep00 |
000724 |
6.31 |
6.31 |
6.18 |
6.21 |
-0.08 |
83 |
1,830 |
+35 |
Nov00 |
000724 |
6.43 |
6.43 |
6.30 |
6.34 |
-0.09 |
174 |
2,373 |
+86 |
Jan01 |
000724 |
6.54 |
6.59 |
6.54 |
6.57 |
-0.08 |
20 |
1,624 |
+4 |
Mar01 |
000724 |
6.78 |
6.78 |
6.77 |
6.77 |
-0.08 |
2 |
320 |
+2 |
Total Volume and Open Interest |
279 |
6,190 |
+18 |
Live Cattle(CME) |
Aug00 |
000724 |
66.900 |
66.975 |
66.625 |
66.725 |
-0.825 |
2,592 |
33,732 |
-353 |
Oct00 |
000724 |
69.025 |
69.250 |
68.850 |
68.950 |
-0.675 |
2,072 |
46,762 |
+545 |
Dec00 |
000724 |
71.500 |
71.500 |
71.000 |
71.150 |
-0.625 |
795 |
16,200 |
+127 |
Feb01 |
000724 |
72.875 |
72.900 |
72.625 |
72.700 |
-0.425 |
585 |
9,231 |
+269 |
Apr01 |
000724 |
75.000 |
75.000 |
74.700 |
74.775 |
-0.450 |
146 |
6,294 |
+87 |
Jun01 |
000724 |
73.000 |
73.000 |
72.725 |
72.725 |
-0.450 |
42 |
2,977 |
+19 |
Total Volume and Open Interest |
6,264 |
117,702 |
+694 |
Feeder Cattle(CME) |
Aug00 |
000724 |
87.300 |
87.500 |
87.000 |
87.225 |
-0.525 |
739 |
9,423 |
-245 |
Sep00 |
000724 |
87.200 |
87.425 |
87.050 |
87.225 |
-0.450 |
193 |
3,232 |
+62 |
Oct00 |
000724 |
87.850 |
88.000 |
87.550 |
87.975 |
-0.450 |
526 |
4,912 |
+140 |
Nov00 |
000724 |
88.400 |
88.600 |
88.200 |
88.475 |
-0.350 |
109 |
2,619 |
+55 |
Jan01 |
000724 |
89.000 |
89.000 |
88.800 |
88.975 |
-0.425 |
85 |
1,971 |
+46 |
Mar01 |
000724 |
88.500 |
88.900 |
88.500 |
88.825 |
-0.175 |
41 |
841 |
+14 |
Apr01 |
000724 |
88.300 |
88.400 |
88.300 |
88.300 |
-0.100 |
3 |
183 |
-1 |
Total Volume and Open Interest |
1,706 |
23,836 |
+73 |
Lean Hogs(CME) |
Aug00 |
000724 |
66.100 |
66.950 |
65.000 |
66.750 |
+0.775 |
2,622 |
13,481 |
+262 |
Oct00 |
000724 |
56.600 |
57.350 |
56.300 |
56.825 |
+0.350 |
1,893 |
16,043 |
+362 |
Dec00 |
000724 |
52.600 |
53.150 |
52.100 |
52.800 |
+0.075 |
665 |
9,410 |
+48 |
Feb01 |
000724 |
52.950 |
53.450 |
52.900 |
53.250 |
+0.075 |
115 |
2,676 |
+26 |
Apr01 |
000724 |
52.300 |
52.650 |
52.000 |
52.125 |
-0.200 |
53 |
1,335 |
+4 |
Jun01 |
000724 |
59.900 |
60.075 |
59.850 |
59.950 |
+0.075 |
24 |
315 |
+9 |
Jul01 |
000724 |
58.900 |
58.900 |
58.900 |
58.900 |
+0.100 |
2 |
62 |
+0 |
Aug01 |
000724 |
57.700 |
57.700 |
57.700 |
57.700 |
+0.200 |
0 |
3 |
+0 |
Total Volume and Open Interest |
5,374 |
43,331 |
-1,486 |
Pork Bellies(CME) |
Jul00 |
000724 |
88.400 |
90.000 |
85.400 |
89.875 |
+2.025 |
86 |
173 |
-60 |
Aug00 |
000724 |
84.600 |
86.200 |
82.000 |
85.600 |
+1.000 |
709 |
2,681 |
-30 |
Feb01 |
000724 |
70.350 |
70.350 |
68.600 |
69.925 |
-0.600 |
32 |
297 |
+0 |
Mar01 |
000724 |
71.500 |
71.500 |
70.000 |
71.500 |
unch |
1 |
15 |
+1 |
May01 |
000724 |
70.300 |
70.300 |
70.300 |
70.300 |
-1.375 |
0 |
1 |
+0 |
Total Volume and Open Interest |
828 |
3,168 |
-89 |
Cocoa(NYBOT) |
Sep00 |
000724 |
875 |
875 |
838 |
840 |
-47 |
6,027 |
32,481 |
-1,828 |
Dec00 |
000724 |
910 |
912 |
875 |
877 |
-47 |
3,133 |
26,520 |
-1,117 |
Mar01 |
000724 |
945 |
945 |
910 |
911 |
-47 |
1,612 |
12,459 |
+180 |
May01 |
000724 |
967 |
967 |
934 |
934 |
-47 |
13 |
7,841 |
-1 |
Jul01 |
000724 |
957 |
957 |
957 |
957 |
-47 |
1 |
7,677 |
+0 |
Sep01 |
000724 |
983 |
983 |
983 |
983 |
-47 |
40 |
6,373 |
+0 |
Dec01 |
000724 |
1018 |
1018 |
1018 |
1018 |
-47 |
530 |
8,042 |
+21 |
Total Volume and Open Interest |
11,356 |
110,345 |
-2,745 |
Coffee "C"(NYBOT) |
Sep00 |
000724 |
89.00 |
89.00 |
84.40 |
86.30 |
-10.35 |
7,265 |
28,201 |
-597 |
Dec00 |
000724 |
91.00 |
92.00 |
88.80 |
90.70 |
-9.95 |
2,020 |
10,320 |
+22 |
Mar01 |
000724 |
95.00 |
96.50 |
93.00 |
94.80 |
-9.45 |
458 |
4,340 |
+57 |
May01 |
000724 |
98.00 |
98.25 |
96.00 |
97.20 |
-8.55 |
15 |
1,060 |
-19 |
Jul01 |
000724 |
101.00 |
101.00 |
99.00 |
100.00 |
-7.75 |
1 |
251 |
-3 |
Sep01 |
000724 |
100.00 |
102.80 |
100.00 |
102.80 |
-7.10 |
5 |
436 |
+5 |
Total Volume and Open Interest |
9,764 |
44,665 |
-535 |
Orange Juice(NYBOT) |
Sep00 |
000724 |
78.40 |
79.00 |
78.00 |
78.00 |
-0.60 |
736 |
14,385 |
-168 |
Nov00 |
000724 |
78.60 |
79.10 |
78.25 |
78.25 |
-0.60 |
446 |
6,011 |
-374 |
Jan01 |
000724 |
79.80 |
80.00 |
79.20 |
79.20 |
-0.80 |
185 |
3,051 |
+25 |
Mar01 |
000724 |
80.50 |
80.75 |
80.25 |
80.25 |
-0.80 |
170 |
3,097 |
+77 |
May01 |
000724 |
80.55 |
80.55 |
80.55 |
80.55 |
-0.70 |
0 |
443 |
+0 |
Total Volume and Open Interest |
1,538 |
27,628 |
-439 |
Sugar #11(NYBOT) |
Oct00 |
000724 |
10.30 |
10.40 |
10.20 |
10.24 |
-0.17 |
16,334 |
87,117 |
-2,465 |
Mar01 |
000724 |
9.90 |
10.05 |
9.85 |
9.88 |
-0.20 |
6,346 |
48,825 |
+30 |
May01 |
000724 |
9.72 |
9.79 |
9.62 |
9.62 |
-0.21 |
661 |
11,284 |
+318 |
Jul01 |
000724 |
9.45 |
9.50 |
9.35 |
9.38 |
-0.15 |
600 |
9,544 |
+37 |
Oct01 |
000724 |
9.33 |
9.35 |
9.24 |
9.24 |
-0.14 |
1,014 |
9,327 |
+520 |
Total Volume and Open Interest |
25,132 |
170,250 |
-1,516 |
London Cocoa(LCE) |
Jul00 |
000714 |
594 |
595 |
588 |
588 |
-8 |
788 |
742 |
-671 |
Sep00 |
000724 |
649 |
651 |
617 |
622 |
-27 |
3,236 |
32,936 |
-1,270 |
Dec00 |
000724 |
685 |
687 |
655 |
660 |
-26 |
2,101 |
52,344 |
+385 |
Mar01 |
000724 |
702 |
704 |
675 |
679 |
-26 |
1,739 |
33,501 |
+221 |
May01 |
000724 |
720 |
720 |
692 |
695 |
-25 |
276 |
19,657 |
+138 |
Jul01 |
000724 |
710 |
710 |
710 |
710 |
-25 |
309 |
6,121 |
+27 |
Sep01 |
000724 |
720 |
725 |
720 |
725 |
-24 |
22 |
4,457 |
-18 |
Total Volume and Open Interest |
8,268 |
178,006 |
-250 |
London Coffee(LCE) |
Jul00 |
000724 |
845.00 |
845.00 |
790.00 |
790.00 |
-95.00 |
97 |
641 |
-47 |
Sep00 |
000724 |
875.00 |
875.00 |
795.00 |
805.00 |
-100.00 |
6,027 |
32,335 |
-148 |
Nov00 |
000724 |
885.00 |
885.00 |
820.00 |
825.00 |
-97.00 |
1,504 |
16,171 |
+209 |
Jan01 |
000724 |
899.00 |
899.00 |
840.00 |
844.00 |
-96.00 |
78 |
5,039 |
+12 |
Mar01 |
000724 |
860.00 |
890.00 |
860.00 |
864.00 |
-94.00 |
8 |
1,474 |
+8 |
May01 |
000724 |
895.00 |
895.00 |
886.00 |
886.00 |
-90.00 |
10 |
1,160 |
+6 |
Total Volume and Open Interest |
7,724 |
56,858 |
+40 |
London Sugar(LCE) |
Aug00 |
000714 |
244.40 |
244.50 |
240.10 |
241.10 |
-3.30 |
2,919 |
885 |
-2,498 |
Oct00 |
000724 |
260.00 |
260.50 |
258.10 |
259.50 |
-1.20 |
2,280 |
16,343 |
-350 |
Dec00 |
000724 |
259.50 |
259.50 |
257.70 |
258.50 |
-0.60 |
852 |
5,911 |
+114 |
Mar01 |
000724 |
259.00 |
259.00 |
256.30 |
257.20 |
-1.20 |
815 |
6,995 |
+222 |
May01 |
000724 |
253.20 |
253.20 |
253.20 |
253.20 |
-0.90 |
0 |
686 |
+0 |
Total Volume and Open Interest |
3,952 |
34,782 |
-9 |
Cotton(NYBOT) |
Oct00 |
000724 |
59.80 |
61.25 |
59.75 |
60.87 |
+1.74 |
433 |
4,302 |
-8 |
Dec00 |
000724 |
62.00 |
63.65 |
61.90 |
63.26 |
+1.90 |
2,978 |
32,596 |
+304 |
Mar01 |
000724 |
63.92 |
65.10 |
63.70 |
64.91 |
+1.77 |
502 |
7,150 |
+113 |
May01 |
000724 |
64.75 |
66.00 |
64.75 |
65.93 |
+1.58 |
185 |
5,378 |
+123 |
Jul01 |
000724 |
65.80 |
67.00 |
65.80 |
66.95 |
+1.55 |
15 |
1,935 |
+59 |
Oct01 |
000724 |
65.80 |
65.80 |
65.80 |
65.80 |
+1.20 |
0 |
435 |
+0 |
Total Volume and Open Interest |
4,131 |
53,950 |
+609 |
Lumber(CME) |
Sep00 |
000724 |
248.5 |
254.6 |
246.5 |
252.0 |
+2.6 |
973 |
2,106 |
+54 |
Nov00 |
000724 |
259.4 |
265.4 |
258.3 |
263.2 |
+3.8 |
307 |
873 |
+18 |
Jan01 |
000724 |
269.5 |
274.0 |
269.0 |
273.4 |
+3.9 |
46 |
156 |
-2 |
Total Volume and Open Interest |
1,331 |
3,256 |
+67 |
Crude Oil(NYM) |
Sep00 |
000724 |
28.56 |
28.65 |
27.96 |
28.02 |
-0.54 |
83,570 |
137,444 |
-10,535 |
Oct00 |
000724 |
28.20 |
28.40 |
27.72 |
27.80 |
-0.56 |
25,014 |
50,026 |
+1,731 |
Nov00 |
000724 |
27.95 |
28.05 |
27.55 |
27.57 |
-0.51 |
7,226 |
25,853 |
+896 |
Dec00 |
000724 |
27.70 |
27.87 |
27.31 |
27.31 |
-0.47 |
10,191 |
40,182 |
+274 |
Jan01 |
000724 |
27.42 |
27.50 |
27.03 |
27.03 |
-0.45 |
1,916 |
18,826 |
-276 |
Feb01 |
000724 |
27.10 |
27.10 |
26.76 |
26.76 |
-0.42 |
1,912 |
10,253 |
+489 |
Mar01 |
000724 |
26.74 |
26.74 |
26.49 |
26.49 |
-0.39 |
240 |
9,857 |
+132 |
Apr01 |
000724 |
26.48 |
26.48 |
26.20 |
26.20 |
-0.38 |
293 |
5,642 |
+252 |
May01 |
000724 |
26.17 |
26.17 |
25.91 |
25.91 |
-0.37 |
101 |
5,786 |
+83 |
Jun01 |
000724 |
26.05 |
26.10 |
25.63 |
25.63 |
-0.35 |
4,785 |
18,353 |
+202 |
Total Volume and Open Interest |
151,037 |
431,195 |
-13,125 |
Heating Oil(NYM) |
Aug00 |
000724 |
75.90 |
76.70 |
75.25 |
75.35 |
-1.05 |
12,036 |
23,560 |
-1,111 |
Sep00 |
000724 |
76.30 |
77.15 |
75.75 |
75.83 |
-1.06 |
11,788 |
30,523 |
+1,231 |
Oct00 |
000724 |
77.00 |
77.60 |
76.30 |
76.33 |
-1.06 |
3,910 |
20,977 |
+682 |
Nov00 |
000724 |
77.60 |
78.05 |
76.83 |
76.83 |
-1.01 |
2,000 |
20,704 |
+974 |
Dec00 |
000724 |
77.50 |
78.50 |
77.18 |
77.18 |
-0.96 |
3,505 |
22,084 |
+969 |
Jan01 |
000724 |
77.55 |
78.45 |
77.03 |
77.03 |
-0.86 |
1,298 |
16,403 |
-117 |
Feb01 |
000724 |
76.90 |
77.40 |
76.13 |
76.13 |
-0.66 |
997 |
10,271 |
+408 |
Mar01 |
000724 |
74.00 |
74.50 |
73.28 |
73.28 |
-0.51 |
239 |
7,637 |
+77 |
Apr01 |
000724 |
71.00 |
71.70 |
70.48 |
70.48 |
-0.21 |
212 |
3,637 |
+65 |
May01 |
000724 |
69.20 |
69.50 |
68.48 |
68.48 |
-0.06 |
11 |
1,597 |
+0 |
Total Volume and Open Interest |
36,162 |
162,918 |
+3,172 |
Unleaded Gas(NYM) |
Aug00 |
000724 |
90.00 |
90.80 |
86.00 |
86.20 |
-5.11 |
17,829 |
24,742 |
+390 |
Sep00 |
000724 |
85.00 |
85.50 |
81.80 |
81.96 |
-3.53 |
12,651 |
29,216 |
+1,649 |
Oct00 |
000724 |
79.10 |
79.50 |
76.67 |
76.67 |
-2.82 |
3,332 |
16,549 |
-61 |
Nov00 |
000724 |
75.80 |
76.00 |
73.97 |
73.97 |
-2.13 |
623 |
4,769 |
+298 |
Dec00 |
000724 |
74.50 |
75.00 |
72.67 |
72.67 |
-1.78 |
599 |
5,444 |
+249 |
Jan01 |
000724 |
73.60 |
73.80 |
72.17 |
72.17 |
-1.63 |
147 |
1,940 |
+148 |
Feb01 |
000724 |
72.32 |
72.32 |
72.32 |
72.32 |
-1.73 |
203 |
1,954 |
+111 |
Mar01 |
000724 |
72.47 |
72.47 |
72.47 |
72.47 |
-1.73 |
100 |
832 |
+100 |
Total Volume and Open Interest |
35,794 |
86,891 |
+2,920 |
Natural Gas(NYM) |
Aug00 |
000724 |
3.750 |
3.780 |
3.695 |
3.715 |
-0.119 |
26,270 |
41,249 |
-2,264 |
Sep00 |
000724 |
3.760 |
3.775 |
3.710 |
3.725 |
-0.112 |
8,825 |
36,233 |
+701 |
Oct00 |
000724 |
3.760 |
3.775 |
3.710 |
3.732 |
-0.102 |
3,908 |
30,552 |
+71 |
Nov00 |
000724 |
3.850 |
3.870 |
3.800 |
3.810 |
-0.097 |
1,450 |
17,536 |
+285 |
Dec00 |
000724 |
3.950 |
3.960 |
3.870 |
3.892 |
-0.095 |
1,697 |
25,261 |
+556 |
Jan01 |
000724 |
3.940 |
3.960 |
3.875 |
3.890 |
-0.089 |
1,266 |
27,315 |
-44 |
Feb01 |
000724 |
3.800 |
3.810 |
3.720 |
3.735 |
-0.084 |
1,246 |
15,316 |
-186 |
Mar01 |
000724 |
3.650 |
3.650 |
3.580 |
3.585 |
-0.074 |
809 |
19,597 |
+254 |
Total Volume and Open Interest |
48,421 |
347,410 |
-8 |
Brent Crude Oil(IPE) |
Sep00 |
000724 |
27.50 |
27.67 |
26.90 |
26.92 |
-0.60 |
48,227 |
81,710 |
-5,103 |
Oct00 |
000724 |
27.50 |
27.57 |
26.82 |
26.84 |
-0.68 |
22,887 |
62,997 |
+3,103 |
Nov00 |
000724 |
27.40 |
27.40 |
26.68 |
26.68 |
-0.73 |
7,807 |
15,146 |
-847 |
Dec00 |
000724 |
27.15 |
27.15 |
26.40 |
26.40 |
-0.73 |
7,712 |
39,513 |
+268 |
Jan01 |
000724 |
26.48 |
26.63 |
26.05 |
26.05 |
-0.69 |
1,975 |
13,918 |
+503 |
Feb01 |
000724 |
26.25 |
26.26 |
25.70 |
25.70 |
-0.67 |
628 |
9,970 |
-41 |
Mar01 |
000724 |
26.00 |
26.00 |
25.37 |
25.37 |
-0.65 |
139 |
9,120 |
+60 |
Apr01 |
000724 |
25.57 |
25.58 |
25.06 |
25.06 |
-0.60 |
17 |
3,642 |
+17 |
Total Volume and Open Interest |
98,455 |
286,040 |
+5,490 |
Gas Oil(IPE) |
Aug00 |
000724 |
243.75 |
246.00 |
242.75 |
245.25 |
-2.50 |
11,204 |
35,229 |
-4,146 |
Sep00 |
000724 |
241.25 |
243.25 |
240.00 |
242.00 |
-2.75 |
8,964 |
26,799 |
+2,134 |
Oct00 |
000724 |
240.75 |
241.75 |
239.00 |
241.75 |
-2.75 |
3,954 |
18,468 |
+1,010 |
Nov00 |
000724 |
238.25 |
239.75 |
237.50 |
239.25 |
-3.00 |
1,602 |
7,762 |
+992 |
Dec00 |
000724 |
236.25 |
237.50 |
234.50 |
236.50 |
-3.00 |
3,303 |
30,109 |
+395 |
Jan01 |
000724 |
231.75 |
233.00 |
231.50 |
233.00 |
-2.75 |
1,156 |
6,325 |
+623 |
Feb01 |
000724 |
227.50 |
227.50 |
227.50 |
227.50 |
-2.50 |
108 |
3,001 |
-98 |
Mar01 |
000724 |
222.00 |
222.00 |
222.00 |
222.00 |
-1.50 |
0 |
3,334 |
+0 |
Total Volume and Open Interest |
30,591 |
140,024 |
+1,210 |
US Dollar Index(NYBOT) |
Sep00 |
000724 |
108.22 |
108.63 |
108.22 |
108.44 |
+0.22 |
370 |
4,246 |
-205 |
Dec00 |
000724 |
108.08 |
108.08 |
108.08 |
108.08 |
+0.22 |
1 |
2,025 |
+2 |
Mar01 |
000724 |
107.72 |
107.72 |
107.72 |
107.72 |
+0.22 |
371 |
6,271 |
-203 |
Total Volume and Open Interest |
371 |
6,271 |
-203 |
Australian Dollar(IMM) |
Sep00 |
000724 |
58.70 |
58.79 |
58.50 |
58.52 |
-0.18 |
1,853 |
17,268 |
+44 |
Dec00 |
000724 |
58.62 |
58.62 |
58.62 |
58.62 |
-0.18 |
0 |
238 |
+0 |
Mar01 |
000724 |
58.72 |
58.72 |
58.72 |
58.72 |
-0.18 |
0 |
678 |
+0 |
Total Volume and Open Interest |
1,853 |
18,184 |
+44 |
British Pound(IMM) |
Sep00 |
000724 |
151.78 |
151.86 |
151.40 |
151.68 |
-0.36 |
13,090 |
30,979 |
+11 |
Dec00 |
000724 |
152.20 |
152.20 |
151.70 |
151.96 |
-0.36 |
3 |
287 |
+2 |
Mar01 |
000724 |
152.18 |
152.18 |
152.00 |
152.18 |
-0.36 |
0 |
7 |
+0 |
Total Volume and Open Interest |
13,093 |
31,273 |
+13 |
Canadian Dollar(IMM) |
Sep00 |
000724 |
68.20 |
68.44 |
68.20 |
68.38 |
+0.34 |
8,384 |
59,785 |
-420 |
Dec00 |
000724 |
68.40 |
68.60 |
68.40 |
68.55 |
+0.34 |
12 |
4,869 |
+10 |
Mar01 |
000724 |
68.65 |
68.78 |
68.65 |
68.72 |
+0.34 |
4 |
614 |
-4 |
Jun01 |
000724 |
68.89 |
68.89 |
68.89 |
68.89 |
+0.34 |
8 |
149 |
-6 |
Total Volume and Open Interest |
8,408 |
65,431 |
-420 |
Japanese Yen(IMM) |
Sep00 |
000724 |
92.68 |
92.96 |
92.54 |
92.90 |
+0.11 |
25,065 |
67,776 |
+10,780 |
Dec00 |
000724 |
94.20 |
94.43 |
94.20 |
94.43 |
+0.11 |
363 |
2,983 |
-80 |
Mar01 |
000724 |
95.96 |
95.96 |
95.96 |
95.96 |
+0.11 |
60 |
139 |
+54 |
Total Volume and Open Interest |
25,488 |
70,898 |
+10,754 |
Swiss Franc(IMM) |
Sep00 |
000724 |
60.29 |
60.42 |
60.16 |
60.34 |
-0.25 |
6,727 |
37,871 |
-916 |
Dec00 |
000724 |
60.86 |
60.86 |
60.68 |
60.82 |
-0.25 |
5 |
110 |
-3 |
Mar01 |
000724 |
61.28 |
61.28 |
61.20 |
61.28 |
-0.25 |
2 |
3 |
+0 |
Total Volume and Open Interest |
6,734 |
37,984 |
-919 |
EuroFX(IMM) |
Sep00 |
000724 |
93.57 |
93.72 |
93.41 |
93.57 |
-0.44 |
6,414 |
58,813 |
-706 |
Dec00 |
000724 |
94.15 |
94.18 |
93.90 |
94.02 |
-0.44 |
61 |
811 |
+7 |
Mar01 |
000724 |
94.44 |
94.44 |
94.40 |
94.44 |
-0.44 |
0 |
40 |
+0 |
Total Volume and Open Interest |
6,475 |
59,664 |
-699 |
Mexican Peso(IMM) |
Sep00 |
000724 |
10555.0 |
10583.0 |
10510.0 |
10523.0 |
-12.0 |
0 |
12,463 |
-310 |
Dec00 |
000724 |
10310.0 |
10320.0 |
10273.0 |
10273.0 |
-12.0 |
20 |
1,854 |
+20 |
Total Volume and Open Interest |
20 |
15,152 |
-290 |
30-Year T-Bonds(CBOT) |
Sep00 |
000724 |
98~22 |
98~26 |
98~08 |
98~14 |
-0~08 |
192,622 |
400,264 |
+11,538 |
Dec00 |
000724 |
98~15 |
98~18 |
98~08 |
98~12 |
-0~08 |
2,070 |
7,983 |
+1,387 |
Mar01 |
000724 |
98~12 |
98~12 |
98~11 |
98~11 |
-0~08 |
349 |
999 |
+15 |
Total Volume and Open Interest |
195,041 |
409,249 |
+12,938 |
Municipal Bonds(CBOT) |
Sep00 |
000724 |
97~19 |
97~19 |
97~08 |
97~12 |
-0~08 |
1,277 |
23,552 |
+174 |
Dec00 |
000724 |
96~24 |
96~24 |
96~24 |
96~24 |
-0~08 |
2 |
402 |
+2 |
Total Volume and Open Interest |
1,279 |
23,954 |
+176 |
10-Year T-Notes(CBOT) |
Sep00 |
000724 |
98~315 |
99~025 |
98~205 |
98~215 |
-0~095 |
141,788 |
593,506 |
-6,743 |
Dec00 |
000724 |
98~230 |
98~240 |
98~190 |
98~195 |
-0~090 |
182 |
10,147 |
+79 |
Total Volume and Open Interest |
141,970 |
603,653 |
-6,664 |
5-Year T-Notes(CBOT) |
Sep00 |
000724 |
99~035 |
99~045 |
98~315 |
99~015 |
-0~040 |
48,104 |
414,203 |
-2,262 |
Dec00 |
000721 |
99~050 |
99~050 |
99~050 |
99~050 |
+0~015 |
|
|
|
Total Volume and Open Interest |
97,795 |
416,465 |
-2,316 |
2 Year T-Notes(CBOT) |
Sep00 |
000724 |
99~040 |
99~041 |
99~034 |
99~037 |
-0~007 |
850 |
56,078 |
-81 |
Total Volume and Open Interest |
850 |
56,078 |
-81 |
3-Mth T-Bills(IMM) |
Sep00 |
000724 |
93.86 |
93.87 |
93.84 |
93.86 |
unch |
0 |
687 |
-18 |
Total Volume and Open Interest |
0 |
687 |
-18 |
Eurodollars(IMM) |
Sep00 |
000724 |
93.200 |
93.205 |
93.190 |
93.200 |
-0.010 |
54,900 |
611,316 |
-2,758 |
Dec00 |
000724 |
93.030 |
93.040 |
93.020 |
93.035 |
-0.020 |
54,022 |
541,520 |
-3,884 |
Mar01 |
000724 |
93.040 |
93.050 |
93.025 |
93.040 |
-0.025 |
77,671 |
408,403 |
-3,841 |
Jun01 |
000724 |
93.000 |
93.010 |
92.985 |
93.000 |
-0.025 |
34,359 |
274,386 |
-3,728 |
Sep01 |
000724 |
92.990 |
92.995 |
92.970 |
92.985 |
-0.025 |
21,666 |
217,218 |
-1,863 |
Dec01 |
000724 |
92.930 |
92.940 |
92.920 |
92.930 |
-0.030 |
10,584 |
162,803 |
-956 |
Mar02 |
000724 |
92.985 |
92.990 |
92.970 |
92.985 |
-0.025 |
12,299 |
140,604 |
+2,629 |
Jun02 |
000724 |
92.970 |
92.985 |
92.965 |
92.975 |
-0.025 |
8,571 |
101,334 |
+607 |
Sep02 |
000724 |
92.970 |
92.985 |
92.965 |
92.970 |
-0.025 |
6,658 |
97,051 |
-990 |
Dec02 |
000724 |
92.915 |
92.930 |
92.910 |
92.915 |
-0.025 |
4,773 |
75,603 |
+159 |
Mar03 |
000724 |
92.965 |
92.980 |
92.955 |
92.965 |
-0.025 |
4,236 |
73,011 |
-954 |
Jun03 |
000724 |
92.940 |
92.960 |
92.940 |
92.945 |
-0.025 |
4,509 |
51,150 |
-572 |
Total Volume and Open Interest |
313,902 |
3,131,285 |
-15,008 |
3-Mth Euro-Yen(IMM) |
Sep00 |
000724 |
99.71 |
99.71 |
99.71 |
99.71 |
unch |
699 |
14,073 |
+1 |
Dec00 |
000724 |
99.61 |
99.61 |
99.61 |
99.61 |
+0.02 |
658 |
13,492 |
-161 |
Mar01 |
000724 |
99.56 |
99.56 |
99.55 |
99.55 |
+0.02 |
416 |
13,768 |
+184 |
Jun01 |
000724 |
99.46 |
99.46 |
99.46 |
99.46 |
+0.02 |
254 |
8,963 |
+14 |
Sep01 |
000724 |
99.36 |
99.36 |
99.36 |
99.36 |
+0.01 |
75 |
19,690 |
-57 |
Dec01 |
000724 |
99.22 |
99.22 |
99.22 |
99.22 |
+0.01 |
0 |
2,268 |
-177 |
Mar02 |
000724 |
99.10 |
99.11 |
99.10 |
99.10 |
+0.02 |
0 |
1,787 |
+0 |
Jun02 |
000724 |
98.99 |
98.99 |
98.99 |
98.99 |
+0.02 |
0 |
777 |
-4 |
Sep02 |
000724 |
98.86 |
98.86 |
98.86 |
98.86 |
unch |
0 |
30 |
+0 |
Dec02 |
000724 |
98.72 |
98.72 |
98.72 |
98.72 |
unch |
0 |
30 |
+0 |
Total Volume and Open Interest |
2,102 |
74,878 |
-200 |
3-Mth Euro-Yen(SIMEX) |
Sep00 |
000724 |
99.71 |
99.71 |
99.71 |
99.71 |
unch |
2,146 |
93,080 |
-1,487 |
Dec00 |
000724 |
99.60 |
99.61 |
99.59 |
99.61 |
+0.01 |
3,930 |
95,091 |
+473 |
Mar01 |
000724 |
99.54 |
99.56 |
99.54 |
99.56 |
+0.02 |
2,334 |
96,216 |
-1,762 |
Jun01 |
000724 |
99.45 |
99.47 |
99.45 |
99.46 |
+0.02 |
1,072 |
74,468 |
-288 |
Sep01 |
000724 |
99.36 |
99.36 |
99.35 |
99.36 |
+0.02 |
1,524 |
63,450 |
-40 |
Dec01 |
000724 |
99.21 |
99.22 |
99.21 |
99.22 |
+0.01 |
5 |
23,334 |
+0 |
Mar02 |
000724 |
99.12 |
99.12 |
99.11 |
99.11 |
+0.01 |
0 |
12,854 |
+0 |
Jun02 |
000724 |
99.00 |
99.01 |
99.00 |
99.01 |
+0.01 |
0 |
2,228 |
+0 |
Total Volume and Open Interest |
11,011 |
463,060 |
-3,104 |
German Euro-Bund(EUREX) |
Sep00 |
000724 |
105.06 |
105.12 |
104.94 |
105.00 |
+0.05 |
498,560 |
496,256 |
-49,078 |
Dec00 |
000724 |
104.75 |
104.75 |
104.68 |
104.71 |
+0.06 |
972 |
21,272 |
+479 |
Mar01 |
000724 |
104.55 |
104.55 |
104.55 |
104.55 |
+0.05 |
0 |
768 |
-44 |
Total Volume and Open Interest |
499,532 |
518,296 |
-48,643 |
German Euro-Bobl(EUREX) |
Sep00 |
000724 |
102.80 |
102.83 |
102.67 |
102.76 |
+0.01 |
157,641 |
288,589 |
-39,201 |
Dec00 |
000724 |
102.66 |
102.66 |
102.66 |
102.66 |
-0.01 |
0 |
4,199 |
+3,326 |
Mar01 |
000724 |
102.43 |
102.43 |
102.43 |
102.43 |
-0.02 |
0 |
115 |
+115 |
Total Volume and Open Interest |
157,641 |
292,903 |
-35,760 |
Long Gilt(LIFFE) |
Sep00 |
000724 |
114~01 |
114~04 |
113~27 |
113~32 |
+0~00 |
17,932 |
64,712 |
+4,164 |
Dec00 |
000724 |
113~25 |
113~25 |
113~25 |
113~25 |
unch |
60 |
110 |
+60 |
Total Volume and Open Interest |
17,992 |
64,822 |
+4,224 |
3-Mth Short Sterling(LIFFE) |
Sep00 |
000724 |
93.67 |
93.68 |
93.66 |
93.68 |
+0.02 |
16,504 |
200,523 |
-1,625 |
Dec00 |
000724 |
93.52 |
93.55 |
93.50 |
93.55 |
+0.03 |
25,749 |
199,052 |
-340 |
Mar01 |
000724 |
93.49 |
93.50 |
93.46 |
93.50 |
+0.02 |
24,094 |
123,660 |
-2,645 |
Total Volume and Open Interest |
82,801 |
819,683 |
-3,591 |
3-Mth Euribor(LIFFE) |
Sep00 |
000724 |
95.100 |
95.115 |
95.080 |
95.090 |
unch |
42,898 |
340,585 |
+2,461 |
Dec00 |
000724 |
94.760 |
94.780 |
94.735 |
94.745 |
-0.015 |
40,485 |
269,619 |
-1,196 |
Mar01 |
000724 |
94.700 |
94.715 |
94.670 |
94.680 |
-0.010 |
36,090 |
190,705 |
-404 |
Total Volume and Open Interest |
172,203 |
1,493,610 |
+268,442 |
3-Mth Aus T-Bills(SFE) |
Sep00 |
000724 |
93.79 |
93.80 |
93.77 |
93.79 |
unch |
5,520 |
192,493 |
+3,029 |
Dec00 |
000724 |
93.66 |
93.70 |
93.66 |
93.69 |
+0.02 |
5,664 |
97,243 |
+5,374 |
Mar01 |
000724 |
93.60 |
93.65 |
93.60 |
93.64 |
+0.02 |
2,036 |
44,361 |
-778 |
Jun01 |
000724 |
93.58 |
93.63 |
93.58 |
93.63 |
+0.03 |
514 |
20,581 |
-477 |
Sep01 |
000724 |
93.57 |
93.61 |
93.57 |
93.61 |
+0.02 |
283 |
11,194 |
-279 |
Dec01 |
000724 |
93.55 |
93.59 |
93.55 |
93.59 |
+0.02 |
315 |
7,024 |
-124 |
Mar02 |
000724 |
93.54 |
93.59 |
93.54 |
93.59 |
+0.02 |
198 |
5,599 |
-35 |
Jun02 |
000724 |
93.54 |
93.57 |
93.54 |
93.57 |
+0.02 |
161 |
3,461 |
-145 |
Sep02 |
000724 |
93.55 |
93.55 |
93.55 |
93.55 |
+0.02 |
51 |
1,810 |
-132 |
Dec02 |
000724 |
93.53 |
93.53 |
93.53 |
93.53 |
+0.02 |
1 |
1,410 |
-52 |
Total Volume and Open Interest |
15,412 |
388,892 |
+6,109 |
10-Year Aus T-Bonds(SFE) |
Sep00 |
000724 |
93.89 |
93.94 |
93.86 |
93.87 |
unch |
13,277 |
145,175 |
+3,828 |
Dec00 |
000724 |
93.92 |
93.92 |
93.92 |
93.92 |
+0.04 |
|
|
|
Total Volume and Open Interest |
13,277 |
145,175 |
+3,828 |
3-Year Aus T-Bonds(SFE) |
Sep00 |
000724 |
94.00 |
94.06 |
94.00 |
94.04 |
+0.03 |
34,711 |
339,791 |
+33,069 |
Dec00 |
000724 |
94.01 |
94.01 |
94.01 |
94.01 |
+0.03 |
|
|
|
Total Volume and Open Interest |
34,711 |
339,791 |
+33,069 |
Gold(CMX) |
Aug00 |
000724 |
280.4 |
280.4 |
279.2 |
279.3 |
-1.3 |
13,556 |
49,754 |
-3,238 |
Oct00 |
000724 |
283.3 |
283.6 |
282.5 |
282.5 |
-1.2 |
300 |
5,968 |
+145 |
Dec00 |
000724 |
286.2 |
286.6 |
285.4 |
285.5 |
-1.2 |
3,827 |
30,624 |
+1,984 |
Feb01 |
000724 |
288.3 |
288.3 |
288.1 |
288.1 |
-1.2 |
2 |
11,440 |
+0 |
Apr01 |
000724 |
290.7 |
290.7 |
290.7 |
290.7 |
-1.2 |
0 |
3,461 |
+0 |
Jun01 |
000724 |
293.3 |
293.3 |
293.2 |
293.2 |
-1.3 |
0 |
8,381 |
+0 |
Total Volume and Open Interest |
17,705 |
127,061 |
-1,093 |
Silver(CMX) |
Jul00 |
000724 |
495.0 |
497.0 |
491.0 |
494.6 |
+2.0 |
4 |
100 |
-309 |
Sep00 |
000724 |
498.0 |
500.0 |
497.0 |
498.8 |
+1.8 |
18,818 |
53,843 |
+2,459 |
Dec00 |
000724 |
504.0 |
506.5 |
502.5 |
504.3 |
+1.7 |
2,432 |
16,041 |
+633 |
Mar01 |
000724 |
511.5 |
511.5 |
508.0 |
509.1 |
+1.7 |
6 |
1,612 |
+2 |
May01 |
000724 |
511.0 |
511.6 |
511.0 |
511.6 |
+1.7 |
14 |
815 |
+5 |
Total Volume and Open Interest |
21,307 |
77,896 |
+2,815 |
Platinum(NYM) |
Jul00 |
000724 |
589.0 |
589.0 |
577.9 |
577.9 |
-4.3 |
4 |
132 |
-19 |
Oct00 |
000724 |
577.0 |
579.8 |
572.8 |
573.9 |
-4.3 |
680 |
9,487 |
+175 |
Jan01 |
000724 |
564.9 |
564.9 |
564.9 |
564.9 |
-5.3 |
10 |
435 |
+0 |
Total Volume and Open Interest |
694 |
10,054 |
+156 |
Palladium(NYME) |
Sep00 |
000724 |
773.00 |
776.00 |
762.00 |
762.95 |
-2.45 |
116 |
1,442 |
+8 |
Dec00 |
000724 |
769.00 |
773.00 |
758.00 |
762.45 |
-2.45 |
4 |
710 |
+3 |
Total Volume and Open Interest |
120 |
2,152 |
+11 |
Copper(CMX) |
Jul00 |
000724 |
86.60 |
86.60 |
86.00 |
86.40 |
+0.10 |
635 |
1,660 |
-441 |
Sep00 |
000724 |
87.10 |
87.25 |
86.30 |
86.85 |
+0.15 |
11,754 |
43,664 |
+2,836 |
Dec00 |
000724 |
87.40 |
87.50 |
86.70 |
87.20 |
+0.25 |
1,105 |
10,092 |
+126 |
Mar01 |
000724 |
86.50 |
86.85 |
86.50 |
86.85 |
+0.25 |
3 |
3,550 |
+2 |
May01 |
000724 |
86.40 |
86.55 |
86.35 |
86.55 |
+0.25 |
1 |
1,289 |
+0 |
Total Volume and Open Interest |
13,662 |
75,969 |
+2,594 |
DJIA Index(CBOT) |
Sep00 |
000724 |
10820 |
10860 |
10750 |
10780 |
-10 |
11,060 |
14,708 |
+2,888 |
Dec00 |
000724 |
10960 |
11000 |
10900 |
10927 |
-12 |
7 |
2,114 |
-3 |
Mar01 |
000724 |
11080 |
11080 |
11080 |
11080 |
-13 |
0 |
2 |
+0 |
Jun01 |
000724 |
11240 |
11240 |
11240 |
11240 |
-13 |
|
|
|
Total Volume and Open Interest |
12,283 |
13,945 |
-31 |
S & P 500(CME) |
Sep00 |
000724 |
1493.00 |
1499.00 |
1476.40 |
1481.40 |
-8.10 |
49,680 |
375,699 |
-37 |
Dec00 |
000724 |
1515.00 |
1521.00 |
1499.50 |
1503.80 |
-8.30 |
3 |
7,420 |
-4 |
Mar01 |
000724 |
1530.20 |
1544.10 |
1522.20 |
1526.50 |
-8.60 |
54 |
1,031 |
+55 |
Jun01 |
000724 |
1557.80 |
1568.30 |
1547.80 |
1550.10 |
-9.20 |
37 |
931 |
+40 |
Total Volume and Open Interest |
49,774 |
385,224 |
+54 |
S & P 500 E-Mini(Globex) |
Sep00 |
000724 |
1489.25 |
1499.50 |
1476.25 |
1481.50 |
-8.00 |
63,935 |
32,214 |
-4,992 |
Dec00 |
000724 |
1505.75 |
1515.25 |
1500.00 |
1503.75 |
-8.25 |
0 |
30 |
+0 |
Total Volume and Open Interest |
63,935 |
32,244 |
-4,992 |
NASDAQ 100(CME) |
Sep00 |
000724 |
3960.00 |
4007.00 |
3815.00 |
3819.50 |
-119.50 |
12,238 |
30,947 |
-647 |
Dec00 |
000724 |
3880.50 |
3880.50 |
3880.00 |
3880.50 |
-119.50 |
0 |
17 |
+0 |
Mar01 |
000724 |
3941.50 |
3941.50 |
3941.00 |
3941.50 |
-119.50 |
0 |
1 |
+0 |
Total Volume and Open Interest |
12,238 |
30,965 |
-647 |
NASDAQ 100 E-Mini(GLOBEX) |
Sep00 |
000724 |
3934.0 |
4007.0 |
3814.5 |
3819.5 |
-119.5 |
32,102 |
23,356 |
-2,362 |
Dec00 |
000724 |
3880.5 |
4019.5 |
3878.5 |
3880.5 |
-119.5 |
10 |
13 |
+0 |
Total Volume and Open Interest |
41,590 |
23,369 |
-2,362 |
NYSE Composite(NYBOT) |
Sep00 |
000724 |
661.00 |
661.50 |
655.25 |
657.45 |
-1.95 |
326 |
1,152 |
+306 |
Dec00 |
000724 |
666.70 |
666.70 |
666.70 |
666.70 |
-1.95 |
0 |
1,496 |
+0 |
Mar01 |
000724 |
675.95 |
675.95 |
675.95 |
675.95 |
-1.95 |
0 |
100 |
+0 |
Total Volume and Open Interest |
133 |
2,203 |
+37 |
S & P Midcap 400(CME) |
Sep00 |
000724 |
509.50 |
509.50 |
501.50 |
503.40 |
-3.10 |
23 |
12,755 |
+92 |
Dec00 |
000724 |
510.40 |
510.40 |
509.50 |
510.40 |
-3.10 |
|
|
|
Mar01 |
000724 |
516.40 |
516.40 |
515.50 |
516.40 |
-3.10 |
|
|
|
Total Volume and Open Interest |
23 |
12,755 |
+92 |
Russell 2000(CME) |
Sep00 |
000724 |
528.00 |
529.00 |
514.50 |
517.15 |
-8.25 |
220 |
11,749 |
+116 |
Dec00 |
000724 |
524.95 |
524.95 |
524.30 |
524.95 |
-8.25 |
|
|
|
Mar01 |
000724 |
532.50 |
532.50 |
531.85 |
532.50 |
-8.25 |
|
|
|
Total Volume and Open Interest |
220 |
11,749 |
+116 |
Value Line(KCBT) |
Sep00 |
000724 |
1108.00 |
1108.00 |
1100.00 |
1102.00 |
-6.00 |
31 |
114 |
-11 |
Total Volume and Open Interest |
31 |
115 |
-11 |
Nikkei 225(CME) |
Sep00 |
000724 |
16610 |
16645 |
16490 |
16515 |
-225 |
843 |
14,763 |
-115 |
Dec00 |
000724 |
16515 |
16515 |
16515 |
16515 |
-225 |
0 |
16 |
+0 |
Total Volume and Open Interest |
843 |
14,779 |
-115 |
Nikkei 225(SIMEX) |
Sep00 |
000724 |
16700 |
16710 |
16350 |
16535 |
-230 |
12,002 |
108,319 |
+108,319 |
Dec00 |
000724 |
16525 |
16525 |
16525 |
16525 |
-230 |
100 |
5,875 |
+5,875 |
Mar01 |
000724 |
16540 |
16540 |
16540 |
16540 |
-230 |
0 |
3,800 |
+3,800 |
Total Volume and Open Interest |
12,102 |
118,404 |
+12,298 |
CAC 40(MATIF) |
Jul00 |
000724 |
6480.0 |
6563.5 |
6465.0 |
6506.0 |
+13.0 |
41,804 |
243,666 |
+2,163 |
Aug00 |
000724 |
6513.5 |
6585.5 |
6501.0 |
6554.5 |
+39.5 |
10,822 |
28,084 |
+10,265 |
Sep00 |
000724 |
6517.0 |
6582.0 |
6506.0 |
6557.0 |
+41.0 |
1,864 |
91,759 |
-56 |
Total Volume and Open Interest |
54,490 |
380,073 |
+12,612 |
DAX Index(EUREX) |
Sep00 |
000724 |
7405.5 |
7480.5 |
7357.0 |
7359.0 |
-75.5 |
29,238 |
153,988 |
+1,969 |
Dec00 |
000724 |
7475.0 |
7564.0 |
7449.0 |
7449.0 |
-75.0 |
557 |
2,019 |
+95 |
Mar01 |
000724 |
7547.0 |
7547.0 |
7547.0 |
7547.0 |
-75.5 |
20 |
122 |
+0 |
Total Volume and Open Interest |
29,815 |
156,129 |
+2,064 |
FT-SE 100(LIFFE) |
Sep00 |
000724 |
6409.00 |
6444.00 |
6352.00 |
6420.00 |
+30.50 |
24,628 |
268,248 |
+181 |
Dec00 |
000724 |
6434.00 |
6502.00 |
6434.00 |
6502.00 |
+29.00 |
1,253 |
3,543 |
+361 |
Mar01 |
000724 |
6502.50 |
6560.00 |
6502.50 |
6560.00 |
+29.00 |
0 |
1,315 |
+0 |
Total Volume and Open Interest |
25,881 |
273,106 |
+542 |
SPI 200(SFE) |
Sep00 |
000724 |
3345.0 |
3347.0 |
3324.0 |
3334.0 |
-26.0 |
6,223 |
132,387 |
+1,565 |
Dec00 |
000724 |
3357.0 |
3357.0 |
3353.0 |
3353.0 |
-26.0 |
5 |
2,719 |
-7 |
Mar01 |
000724 |
3373.0 |
3373.0 |
3373.0 |
3373.0 |
-26.0 |
0 |
1,006 |
+0 |
Total Volume and Open Interest |
6,228 |
136,286 |
+1,558 |
GSCI(CME) |
Aug00 |
000724 |
217.50 |
217.50 |
214.50 |
214.50 |
-3.30 |
936 |
35,957 |
-710 |
Sep00 |
000724 |
215.00 |
215.00 |
215.00 |
215.00 |
-3.50 |
5 |
36 |
+0 |
Oct00 |
000724 |
214.50 |
214.50 |
214.50 |
214.50 |
-3.50 |
|
|
|
Total Volume and Open Interest |
941 |
35,993 |
-710 |
Bridge CRB Index(NYBOT) |
Aug00 |
000724 |
219.60 |
220.00 |
218.80 |
219.45 |
-3.15 |
94 |
753 |
-8 |
Nov00 |
000724 |
220.30 |
221.00 |
220.30 |
220.70 |
-2.90 |
16 |
903 |
+7 |
Jan01 |
000724 |
221.70 |
221.70 |
221.70 |
221.70 |
-2.65 |
3 |
425 |
-2 |
Total Volume and Open Interest |
113 |
2,081 |
-3 |
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
|
|