 |
MRCI's Free Historical Futures Prices |
Daily Futures Price Listing Mon August 07, 2000 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Aug00 |
000807 |
438.00 |
441.00 |
433.50 |
434.00 |
-3.00 |
3,348 |
3,371 |
-768 |
Sep00 |
000807 |
442.50 |
444.75 |
436.75 |
437.25 |
-3.50 |
4,128 |
17,373 |
+127 |
Nov00 |
000807 |
453.00 |
454.25 |
446.00 |
446.75 |
-3.00 |
17,530 |
74,639 |
+159 |
Jan01 |
000807 |
464.00 |
464.50 |
457.00 |
457.50 |
-2.75 |
376 |
8,922 |
-67 |
Mar01 |
000807 |
475.00 |
475.00 |
467.25 |
467.75 |
-2.75 |
294 |
8,231 |
+81 |
May01 |
000807 |
484.00 |
484.00 |
476.00 |
477.00 |
-3.00 |
254 |
6,386 |
+181 |
Jul01 |
000807 |
492.00 |
493.00 |
485.00 |
485.25 |
-4.25 |
160 |
5,566 |
+78 |
Total Volume and Open Interest |
26,343 |
126,463 |
-111 |
Soybean Meal(CBOT) |
Aug00 |
000807 |
148.40 |
148.50 |
145.70 |
146.30 |
-1.50 |
3,283 |
6,441 |
-699 |
Sep00 |
000807 |
147.00 |
147.40 |
145.20 |
146.00 |
-0.70 |
3,683 |
16,322 |
+828 |
Oct00 |
000807 |
147.00 |
147.40 |
145.30 |
145.50 |
-1.20 |
799 |
13,766 |
-129 |
Dec00 |
000807 |
148.50 |
149.00 |
146.30 |
146.60 |
-0.90 |
4,051 |
39,400 |
-336 |
Jan01 |
000807 |
149.10 |
150.20 |
147.90 |
147.90 |
-0.80 |
637 |
7,893 |
+164 |
Mar01 |
000807 |
151.80 |
152.00 |
149.80 |
149.80 |
-1.00 |
127 |
6,485 |
-14 |
May01 |
000807 |
151.70 |
153.80 |
151.70 |
151.70 |
-0.90 |
202 |
4,112 |
+33 |
Jul01 |
000807 |
156.00 |
156.50 |
154.80 |
155.20 |
-0.30 |
22 |
1,884 |
+11 |
Total Volume and Open Interest |
12,809 |
96,920 |
-137 |
Soybean Oil(CBOT) |
Aug00 |
000807 |
15.33 |
15.34 |
15.01 |
15.10 |
-0.10 |
5,792 |
2,659 |
-1,080 |
Sep00 |
000807 |
15.47 |
15.47 |
15.14 |
15.20 |
-0.10 |
7,010 |
27,057 |
-1,042 |
Oct00 |
000807 |
15.63 |
15.66 |
15.36 |
15.41 |
-0.11 |
2,058 |
12,834 |
-564 |
Dec00 |
000807 |
16.03 |
16.05 |
15.74 |
15.82 |
-0.10 |
5,699 |
55,579 |
+639 |
Jan01 |
000807 |
16.38 |
16.38 |
16.11 |
16.16 |
-0.14 |
1,011 |
14,408 |
+423 |
Mar01 |
000807 |
16.73 |
16.73 |
16.48 |
16.51 |
-0.11 |
1,287 |
6,932 |
+34 |
May01 |
000807 |
17.10 |
17.10 |
16.83 |
16.85 |
-0.12 |
328 |
5,996 |
+32 |
Jul01 |
000807 |
17.48 |
17.48 |
17.18 |
17.18 |
-0.09 |
168 |
4,389 |
+48 |
Total Volume and Open Interest |
23,457 |
132,209 |
-1,406 |
Canola(WCE) |
Sep00 |
000804 |
248.2 |
248.6 |
246.1 |
246.1 |
-2.1 |
129 |
2,226 |
-5 |
Nov00 |
000804 |
254.1 |
254.6 |
252.1 |
252.1 |
-2.0 |
2,195 |
35,745 |
+471 |
Jan01 |
000804 |
260.4 |
260.6 |
258.3 |
258.3 |
-2.0 |
22 |
5,580 |
+10 |
Mar01 |
000804 |
266.3 |
266.3 |
264.3 |
264.3 |
-1.8 |
61 |
1,150 |
+13 |
May01 |
000804 |
270.4 |
270.4 |
270.4 |
270.4 |
-1.1 |
5 |
18 |
+0 |
Total Volume and Open Interest |
2,672 |
45,133 |
+539 |
Corn(CBOT) |
Sep00 |
000807 |
179.25 |
179.50 |
177.50 |
177.75 |
-1.00 |
12,389 |
117,082 |
-1,951 |
Nov00 |
000807 |
187.50 |
187.50 |
185.75 |
185.75 |
-1.25 |
41 |
1,458 |
-1 |
Dec00 |
000807 |
191.50 |
191.75 |
189.50 |
190.00 |
-0.75 |
15,001 |
189,988 |
+1,852 |
Jan01 |
000807 |
195.25 |
195.25 |
193.50 |
193.50 |
-0.50 |
10 |
273 |
-3 |
Mar01 |
000807 |
203.00 |
203.50 |
201.50 |
201.75 |
-1.00 |
1,102 |
42,421 |
-228 |
May01 |
000807 |
211.00 |
211.50 |
209.50 |
209.75 |
-1.00 |
223 |
10,888 |
+69 |
Total Volume and Open Interest |
29,413 |
391,989 |
-217 |
Wheat(CBOT) |
Sep00 |
000807 |
238.50 |
239.25 |
233.00 |
233.50 |
-3.50 |
6,080 |
56,631 |
-1,246 |
Dec00 |
000807 |
257.50 |
257.75 |
251.75 |
252.75 |
-3.25 |
12,827 |
60,151 |
-99 |
Mar01 |
000807 |
274.00 |
274.50 |
268.75 |
269.25 |
-3.25 |
1,227 |
20,089 |
+456 |
May01 |
000807 |
284.50 |
284.50 |
279.75 |
280.00 |
-3.00 |
86 |
1,234 |
+58 |
Jul01 |
000807 |
293.50 |
294.00 |
288.50 |
289.25 |
-3.00 |
179 |
8,828 |
+105 |
Total Volume and Open Interest |
20,399 |
147,420 |
-726 |
Wheat(KCBT) |
Sep00 |
000807 |
276.00 |
276.50 |
272.00 |
272.00 |
-3.50 |
3,777 |
28,383 |
-365 |
Dec00 |
000807 |
291.50 |
292.50 |
287.00 |
287.75 |
-3.50 |
3,726 |
40,356 |
-61 |
Mar01 |
000807 |
305.00 |
305.00 |
301.00 |
301.00 |
-3.75 |
772 |
8,771 |
+125 |
May01 |
000807 |
313.00 |
313.00 |
310.00 |
310.00 |
-4.00 |
6 |
1,132 |
+5 |
Jul01 |
000807 |
319.00 |
319.00 |
317.00 |
317.00 |
-4.00 |
0 |
667 |
+0 |
Total Volume and Open Interest |
8,281 |
79,314 |
-296 |
Wheat(MGE) |
Sep00 |
000807 |
293.50 |
294.75 |
291.00 |
291.25 |
-2.75 |
2,810 |
10,400 |
+403 |
Dec00 |
000807 |
310.50 |
311.00 |
306.50 |
307.00 |
-3.00 |
838 |
9,955 |
+110 |
Mar01 |
000807 |
325.25 |
325.25 |
321.25 |
321.25 |
-3.50 |
353 |
2,821 |
+145 |
May01 |
000807 |
333.50 |
333.50 |
329.00 |
329.25 |
-3.50 |
26 |
284 |
+0 |
Jul01 |
000807 |
340.00 |
340.00 |
337.50 |
337.50 |
-4.50 |
0 |
135 |
+0 |
Total Volume and Open Interest |
4,027 |
23,658 |
+658 |
Oats(CBOT) |
Sep00 |
000807 |
102.00 |
103.75 |
96.50 |
96.50 |
-5.00 |
1,044 |
6,924 |
-261 |
Dec00 |
000807 |
111.75 |
113.00 |
107.00 |
107.00 |
-3.50 |
707 |
7,948 |
-35 |
Mar01 |
000807 |
120.00 |
121.00 |
116.00 |
116.00 |
-2.75 |
54 |
909 |
+9 |
May01 |
000807 |
121.50 |
121.50 |
121.50 |
121.50 |
-2.50 |
0 |
22 |
+0 |
Total Volume and Open Interest |
1,805 |
15,866 |
-287 |
Rough Rice(CBOT) |
Sep00 |
000807 |
5.98 |
6.05 |
5.94 |
5.98 |
+0.04 |
43 |
1,609 |
-19 |
Nov00 |
000807 |
6.08 |
6.16 |
6.04 |
6.08 |
+0.03 |
63 |
2,573 |
+7 |
Jan01 |
000807 |
6.35 |
6.35 |
6.28 |
6.30 |
+0.03 |
6 |
1,727 |
-4 |
Mar01 |
000807 |
6.58 |
6.58 |
6.50 |
6.50 |
+0.02 |
0 |
377 |
+0 |
Total Volume and Open Interest |
112 |
6,366 |
-16 |
Live Cattle(CME) |
Aug00 |
000807 |
66.575 |
66.750 |
66.375 |
66.600 |
-0.200 |
8,946 |
16,117 |
-2,622 |
Oct00 |
000807 |
68.825 |
68.975 |
68.650 |
68.775 |
-0.275 |
8,841 |
56,719 |
+547 |
Dec00 |
000807 |
70.600 |
70.775 |
70.300 |
70.600 |
-0.100 |
3,353 |
24,349 |
+947 |
Feb01 |
000807 |
72.225 |
72.325 |
71.950 |
72.325 |
unch |
704 |
11,781 |
+101 |
Apr01 |
000807 |
74.200 |
74.350 |
73.950 |
74.300 |
+0.050 |
473 |
7,170 |
+67 |
Jun01 |
000807 |
72.275 |
72.350 |
72.000 |
72.325 |
+0.025 |
76 |
3,295 |
+15 |
Total Volume and Open Interest |
22,447 |
121,919 |
-945 |
Feeder Cattle(CME) |
Aug00 |
000807 |
86.300 |
86.500 |
86.100 |
86.350 |
unch |
1,153 |
6,188 |
-332 |
Sep00 |
000807 |
86.250 |
86.550 |
86.200 |
86.400 |
+0.025 |
344 |
3,364 |
-40 |
Oct00 |
000807 |
87.300 |
87.350 |
87.000 |
87.325 |
-0.050 |
833 |
5,059 |
-102 |
Nov00 |
000807 |
87.700 |
87.850 |
87.450 |
87.800 |
-0.100 |
346 |
2,834 |
+59 |
Jan01 |
000807 |
88.000 |
88.200 |
87.950 |
88.200 |
+0.025 |
175 |
2,131 |
-15 |
Mar01 |
000807 |
87.950 |
87.950 |
87.750 |
87.950 |
-0.050 |
49 |
945 |
+20 |
Apr01 |
000807 |
87.750 |
87.750 |
87.675 |
87.700 |
-0.175 |
4 |
198 |
-1 |
Total Volume and Open Interest |
2,948 |
21,369 |
-408 |
Lean Hogs(CME) |
Aug00 |
000807 |
65.950 |
66.000 |
65.200 |
65.675 |
-0.575 |
2,970 |
7,504 |
-786 |
Oct00 |
000807 |
56.100 |
56.875 |
55.875 |
56.750 |
+0.275 |
2,630 |
17,774 |
+465 |
Dec00 |
000807 |
53.150 |
53.450 |
52.750 |
53.400 |
-0.075 |
1,249 |
10,667 |
+572 |
Feb01 |
000807 |
53.100 |
53.600 |
52.850 |
53.500 |
+0.125 |
268 |
3,082 |
+169 |
Apr01 |
000807 |
52.150 |
52.275 |
51.900 |
52.225 |
-0.025 |
23 |
1,531 |
+15 |
Jun01 |
000807 |
59.250 |
59.250 |
58.950 |
58.975 |
-0.175 |
3 |
520 |
+3 |
Jul01 |
000807 |
58.000 |
58.100 |
57.900 |
58.075 |
unch |
1 |
103 |
+1 |
Aug01 |
000807 |
56.750 |
57.050 |
56.750 |
56.750 |
-0.250 |
1 |
21 |
+1 |
Total Volume and Open Interest |
7,145 |
41,202 |
+440 |
Pork Bellies(CME) |
Aug00 |
000807 |
84.000 |
85.425 |
84.000 |
84.525 |
-0.050 |
1,045 |
1,574 |
-291 |
Feb01 |
000807 |
71.000 |
71.100 |
70.050 |
70.600 |
-0.700 |
434 |
761 |
+29 |
Mar01 |
000807 |
70.500 |
70.750 |
70.500 |
70.750 |
-0.250 |
6 |
14 |
+3 |
May01 |
000807 |
71.100 |
71.100 |
70.500 |
71.100 |
unch |
0 |
1 |
+0 |
Jul01 |
000807 |
71.000 |
71.000 |
70.900 |
70.900 |
-0.750 |
0 |
1 |
+0 |
Total Volume and Open Interest |
1,485 |
2,351 |
-259 |
Cocoa(NYBOT) |
Sep00 |
000807 |
772 |
784 |
760 |
762 |
-15 |
7,285 |
25,936 |
-4,319 |
Dec00 |
000807 |
811 |
825 |
803 |
805 |
-11 |
7,161 |
31,951 |
+2,224 |
Mar01 |
000807 |
853 |
860 |
843 |
843 |
-10 |
1,685 |
15,158 |
+995 |
May01 |
000807 |
875 |
884 |
866 |
866 |
-13 |
166 |
8,093 |
+33 |
Jul01 |
000807 |
893 |
899 |
889 |
889 |
-12 |
59 |
7,917 |
+48 |
Sep01 |
000807 |
925 |
925 |
915 |
915 |
-12 |
16 |
7,447 |
+7 |
Dec01 |
000807 |
950 |
950 |
950 |
950 |
-12 |
18 |
7,938 |
+8 |
Total Volume and Open Interest |
16,725 |
115,831 |
-953 |
Coffee "C"(NYBOT) |
Sep00 |
000807 |
85.60 |
86.00 |
84.80 |
85.40 |
-0.20 |
2,522 |
23,672 |
-449 |
Dec00 |
000807 |
90.30 |
90.60 |
89.50 |
90.15 |
-0.15 |
1,444 |
11,595 |
+463 |
Mar01 |
000807 |
94.30 |
94.50 |
94.00 |
94.50 |
unch |
559 |
4,356 |
+27 |
May01 |
000807 |
97.25 |
97.40 |
96.75 |
97.00 |
unch |
13 |
1,086 |
-1 |
Jul01 |
000807 |
100.25 |
100.25 |
100.00 |
100.00 |
+0.15 |
28 |
315 |
+3 |
Sep01 |
000807 |
102.50 |
103.00 |
102.50 |
103.00 |
+0.20 |
25 |
486 |
+13 |
Total Volume and Open Interest |
4,595 |
41,570 |
+60 |
Orange Juice(NYBOT) |
Sep00 |
000807 |
73.80 |
74.70 |
73.70 |
74.55 |
+0.95 |
786 |
14,175 |
-76 |
Nov00 |
000807 |
75.50 |
76.25 |
75.50 |
76.15 |
+1.05 |
490 |
7,883 |
+176 |
Jan01 |
000807 |
77.40 |
78.00 |
77.30 |
77.70 |
+0.90 |
63 |
3,585 |
+3 |
Mar01 |
000807 |
79.00 |
79.60 |
79.00 |
79.50 |
+0.50 |
193 |
3,756 |
+97 |
May01 |
000807 |
80.75 |
80.75 |
80.75 |
80.75 |
+0.30 |
1 |
557 |
+0 |
Total Volume and Open Interest |
2,733 |
30,635 |
+200 |
Sugar #11(NYBOT) |
Oct00 |
000807 |
10.60 |
10.64 |
10.23 |
10.50 |
-0.30 |
11,317 |
82,853 |
-1,406 |
Mar01 |
000807 |
10.28 |
10.39 |
9.95 |
10.22 |
-0.28 |
5,416 |
51,841 |
+1,063 |
May01 |
000807 |
9.75 |
10.08 |
9.70 |
9.96 |
-0.28 |
821 |
12,166 |
+55 |
Jul01 |
000807 |
9.35 |
9.75 |
9.30 |
9.61 |
-0.24 |
773 |
11,855 |
+202 |
Oct01 |
000807 |
9.30 |
9.62 |
9.15 |
9.45 |
-0.25 |
188 |
9,979 |
+62 |
Total Volume and Open Interest |
19,060 |
174,019 |
+151 |
London Cocoa(LCE) |
Sep00 |
000807 |
579 |
580 |
570 |
570 |
-13 |
1,839 |
26,863 |
-628 |
Dec00 |
000807 |
620 |
620 |
608 |
609 |
-12 |
5,106 |
55,387 |
+1,140 |
Mar01 |
000807 |
641 |
641 |
629 |
629 |
-12 |
1,557 |
35,305 |
+466 |
May01 |
000807 |
654 |
654 |
645 |
645 |
-12 |
146 |
19,857 |
+35 |
Jul01 |
000807 |
668 |
668 |
661 |
661 |
-11 |
98 |
7,110 |
+46 |
Sep01 |
000807 |
682 |
683 |
677 |
677 |
-10 |
207 |
4,692 |
+120 |
Dec01 |
000807 |
705 |
705 |
702 |
702 |
-11 |
490 |
4,006 |
+79 |
Total Volume and Open Interest |
10,033 |
180,772 |
+1,848 |
London Coffee(LCE) |
Sep00 |
000807 |
803.00 |
807.00 |
795.00 |
806.00 |
-2.00 |
1,270 |
25,543 |
-391 |
Nov00 |
000807 |
825.00 |
830.00 |
820.00 |
828.00 |
-2.00 |
1,493 |
20,782 |
+712 |
Jan01 |
000807 |
843.00 |
850.00 |
840.00 |
848.00 |
-2.00 |
400 |
6,333 |
+281 |
Mar01 |
000807 |
864.00 |
870.00 |
864.00 |
870.00 |
-1.00 |
93 |
1,944 |
+68 |
May01 |
000807 |
890.00 |
892.00 |
887.00 |
892.00 |
-1.00 |
0 |
1,601 |
+0 |
Jul01 |
000807 |
920.00 |
920.00 |
917.00 |
917.00 |
-1.00 |
0 |
93 |
+0 |
Total Volume and Open Interest |
3,256 |
56,296 |
+670 |
London Sugar(LCE) |
Aug00 |
000714 |
244.40 |
244.50 |
240.10 |
241.10 |
-3.30 |
2,919 |
885 |
-2,498 |
Oct00 |
000807 |
279.20 |
279.20 |
270.00 |
274.80 |
-4.40 |
1,458 |
14,903 |
+29 |
Dec00 |
000807 |
277.60 |
277.60 |
270.40 |
272.80 |
-4.80 |
455 |
7,120 |
+2 |
Mar01 |
000807 |
275.20 |
275.20 |
265.50 |
270.70 |
-4.90 |
446 |
8,780 |
+180 |
May01 |
000807 |
268.50 |
268.50 |
264.50 |
265.60 |
-3.00 |
100 |
1,442 |
+170 |
Total Volume and Open Interest |
2,474 |
37,527 |
+381 |
Cotton(NYBOT) |
Oct00 |
000807 |
59.05 |
60.85 |
59.05 |
60.68 |
+2.08 |
350 |
4,233 |
+133 |
Dec00 |
000807 |
61.21 |
62.90 |
61.20 |
62.75 |
+2.09 |
2,173 |
32,255 |
+174 |
Mar01 |
000807 |
62.90 |
64.60 |
62.90 |
64.38 |
+1.94 |
246 |
7,952 |
+15 |
May01 |
000807 |
63.90 |
65.25 |
63.90 |
65.25 |
+1.95 |
139 |
5,760 |
+124 |
Jul01 |
000807 |
65.90 |
66.15 |
65.90 |
66.15 |
+1.85 |
5 |
2,028 |
-4 |
Oct01 |
000807 |
63.50 |
65.25 |
63.50 |
65.25 |
+1.55 |
0 |
469 |
+0 |
Total Volume and Open Interest |
9,943 |
54,986 |
+473 |
Lumber(CME) |
Sep00 |
000807 |
238.9 |
240.1 |
235.5 |
236.2 |
-3.2 |
443 |
2,058 |
+34 |
Nov00 |
000807 |
249.0 |
251.3 |
245.9 |
247.8 |
-2.0 |
150 |
1,021 |
+0 |
Jan01 |
000807 |
258.5 |
259.5 |
257.1 |
257.1 |
-0.9 |
48 |
219 |
+24 |
Total Volume and Open Interest |
649 |
3,477 |
+58 |
Crude Oil(NYM) |
Sep00 |
000807 |
29.72 |
29.78 |
28.82 |
28.91 |
-1.05 |
82,552 |
102,182 |
-2,761 |
Oct00 |
000807 |
29.15 |
29.20 |
28.50 |
28.65 |
-0.71 |
44,771 |
57,656 |
+3,769 |
Nov00 |
000807 |
28.80 |
28.80 |
28.20 |
28.30 |
-0.64 |
12,862 |
34,718 |
+3,467 |
Dec00 |
000807 |
28.40 |
28.40 |
27.80 |
27.94 |
-0.59 |
9,154 |
40,643 |
+945 |
Jan01 |
000807 |
27.95 |
27.95 |
27.59 |
27.59 |
-0.58 |
2,149 |
19,997 |
+229 |
Feb01 |
000807 |
27.70 |
27.70 |
27.26 |
27.26 |
-0.57 |
212 |
10,704 |
+121 |
Mar01 |
000807 |
27.45 |
27.45 |
26.96 |
26.96 |
-0.56 |
765 |
10,793 |
+171 |
Apr01 |
000807 |
26.67 |
26.67 |
26.67 |
26.67 |
-0.56 |
131 |
6,059 |
-35 |
May01 |
000807 |
26.55 |
26.55 |
26.40 |
26.40 |
-0.55 |
375 |
5,774 |
+188 |
Jun01 |
000807 |
26.28 |
26.28 |
26.15 |
26.15 |
-0.54 |
1,147 |
18,984 |
+523 |
Total Volume and Open Interest |
156,256 |
419,984 |
+6,427 |
Heating Oil(NYM) |
Sep00 |
000807 |
81.60 |
81.70 |
78.00 |
78.21 |
-3.64 |
23,254 |
37,963 |
+1,202 |
Oct00 |
000807 |
81.80 |
81.90 |
78.00 |
78.53 |
-3.71 |
9,432 |
22,485 |
-217 |
Nov00 |
000807 |
82.00 |
82.00 |
78.70 |
78.78 |
-3.46 |
4,001 |
21,555 |
+746 |
Dec00 |
000807 |
81.70 |
81.70 |
79.00 |
79.26 |
-2.68 |
3,594 |
27,154 |
+767 |
Jan01 |
000807 |
81.00 |
81.00 |
78.38 |
78.38 |
-2.76 |
2,619 |
17,984 |
-263 |
Feb01 |
000807 |
79.50 |
79.50 |
76.93 |
76.93 |
-2.51 |
1,437 |
11,687 |
-430 |
Mar01 |
000807 |
76.10 |
76.10 |
73.68 |
73.68 |
-2.26 |
154 |
8,735 |
+4 |
Apr01 |
000807 |
72.25 |
72.25 |
70.43 |
70.43 |
-2.01 |
260 |
4,567 |
+122 |
May01 |
000807 |
69.50 |
69.75 |
68.23 |
68.23 |
-1.81 |
130 |
2,067 |
+37 |
Jun01 |
000807 |
67.80 |
67.80 |
66.68 |
66.68 |
-1.66 |
186 |
2,725 |
+63 |
Total Volume and Open Interest |
45,069 |
160,180 |
+2,031 |
Unleaded Gas(NYM) |
Sep00 |
000807 |
86.50 |
86.85 |
84.70 |
84.80 |
-2.79 |
12,875 |
30,492 |
-180 |
Oct00 |
000807 |
80.20 |
80.30 |
78.80 |
78.93 |
-1.91 |
4,669 |
12,878 |
-125 |
Nov00 |
000807 |
78.00 |
78.00 |
76.63 |
76.63 |
-1.49 |
1,200 |
4,721 |
-417 |
Dec00 |
000807 |
76.50 |
76.50 |
75.50 |
75.58 |
-1.17 |
766 |
5,215 |
-328 |
Jan01 |
000807 |
75.80 |
75.80 |
75.00 |
75.13 |
-1.07 |
400 |
1,732 |
-181 |
Feb01 |
000807 |
75.80 |
75.90 |
75.20 |
75.20 |
-1.00 |
168 |
2,410 |
+45 |
Mar01 |
000807 |
76.20 |
76.20 |
75.50 |
75.50 |
-0.90 |
205 |
941 |
-173 |
Apr01 |
000807 |
80.50 |
80.50 |
80.50 |
80.50 |
-0.90 |
0 |
1,253 |
+0 |
Total Volume and Open Interest |
20,487 |
60,334 |
-1,179 |
Natural Gas(NYM) |
Sep00 |
000807 |
4.380 |
4.430 |
4.345 |
4.348 |
+0.052 |
33,869 |
44,813 |
+362 |
Oct00 |
000807 |
4.380 |
4.410 |
4.340 |
4.344 |
+0.054 |
10,338 |
28,877 |
+745 |
Nov00 |
000807 |
4.450 |
4.460 |
4.380 |
4.390 |
+0.030 |
3,860 |
20,594 |
+571 |
Dec00 |
000807 |
4.530 |
4.530 |
4.440 |
4.450 |
+0.010 |
5,455 |
25,323 |
+451 |
Jan01 |
000807 |
4.500 |
4.520 |
4.410 |
4.425 |
unch |
3,105 |
28,900 |
+649 |
Feb01 |
000807 |
4.270 |
4.270 |
4.150 |
4.180 |
-0.025 |
2,657 |
16,402 |
+362 |
Mar01 |
000807 |
4.055 |
4.055 |
3.920 |
3.938 |
-0.052 |
1,703 |
19,044 |
-588 |
Apr01 |
000807 |
3.830 |
3.830 |
3.723 |
3.723 |
-0.072 |
982 |
11,465 |
-237 |
Total Volume and Open Interest |
68,906 |
328,390 |
+5,244 |
Brent Crude Oil(IPE) |
Sep00 |
000807 |
29.45 |
29.50 |
28.47 |
28.52 |
-0.85 |
28,656 |
61,198 |
-4,193 |
Oct00 |
000807 |
28.50 |
28.50 |
27.60 |
27.62 |
-0.73 |
32,635 |
75,953 |
-2,344 |
Nov00 |
000807 |
28.01 |
28.10 |
27.35 |
27.54 |
-0.41 |
3,747 |
17,787 |
-462 |
Dec00 |
000807 |
27.60 |
27.66 |
27.02 |
27.19 |
-0.36 |
3,799 |
37,289 |
-2,374 |
Jan01 |
000807 |
26.98 |
27.01 |
26.79 |
26.79 |
-0.33 |
617 |
13,892 |
+413 |
Feb01 |
000807 |
26.83 |
26.83 |
26.39 |
26.39 |
-0.33 |
109 |
10,678 |
-27 |
Mar01 |
000807 |
26.29 |
26.29 |
25.97 |
25.97 |
-0.32 |
204 |
9,104 |
+0 |
Apr01 |
000807 |
25.92 |
25.92 |
25.62 |
25.62 |
-0.30 |
9 |
4,225 |
+0 |
Total Volume and Open Interest |
70,691 |
274,411 |
-9,740 |
Gas Oil(IPE) |
Aug00 |
000807 |
253.75 |
255.50 |
251.00 |
251.50 |
-0.25 |
7,836 |
19,853 |
-889 |
Sep00 |
000807 |
251.50 |
253.50 |
248.25 |
250.00 |
+0.25 |
15,452 |
37,371 |
+3,127 |
Oct00 |
000807 |
250.50 |
250.75 |
246.50 |
248.00 |
+0.50 |
4,634 |
20,349 |
-542 |
Nov00 |
000807 |
248.00 |
248.00 |
244.25 |
245.00 |
unch |
1,960 |
9,823 |
-305 |
Dec00 |
000807 |
244.75 |
245.25 |
241.00 |
242.00 |
-0.25 |
2,381 |
30,328 |
+258 |
Jan01 |
000807 |
241.50 |
241.50 |
238.00 |
238.00 |
-0.75 |
215 |
7,748 |
+188 |
Feb01 |
000807 |
232.50 |
232.50 |
232.50 |
232.50 |
-0.75 |
200 |
3,199 |
+50 |
Mar01 |
000807 |
229.25 |
229.25 |
226.50 |
226.50 |
-0.75 |
125 |
3,561 |
-25 |
Total Volume and Open Interest |
33,228 |
141,774 |
+2,062 |
US Dollar Index(NYBOT) |
Sep00 |
000807 |
110.63 |
110.89 |
110.43 |
110.61 |
-0.11 |
700 |
5,069 |
+363 |
Dec00 |
000807 |
110.33 |
110.33 |
110.22 |
110.28 |
-0.10 |
7 |
2,048 |
+0 |
Mar01 |
000807 |
109.95 |
109.95 |
109.95 |
109.95 |
-0.09 |
707 |
7,117 |
+363 |
Total Volume and Open Interest |
1,607 |
7,117 |
+363 |
Australian Dollar(IMM) |
Sep00 |
000807 |
58.68 |
58.81 |
58.52 |
58.73 |
+0.22 |
2,352 |
16,725 |
-307 |
Dec00 |
000807 |
58.68 |
58.85 |
58.65 |
58.79 |
+0.22 |
570 |
843 |
+484 |
Mar01 |
000807 |
58.85 |
58.85 |
58.85 |
58.85 |
+0.22 |
56 |
682 |
+0 |
Total Volume and Open Interest |
2,978 |
18,251 |
+177 |
British Pound(IMM) |
Sep00 |
000807 |
150.82 |
151.34 |
150.48 |
151.20 |
+0.84 |
8,711 |
34,118 |
-600 |
Dec00 |
000807 |
151.20 |
151.70 |
150.66 |
151.42 |
+0.84 |
17 |
331 |
+8 |
Mar01 |
000807 |
151.62 |
151.62 |
151.62 |
151.62 |
+0.84 |
5 |
12 |
+5 |
Total Volume and Open Interest |
8,733 |
34,461 |
-587 |
Canadian Dollar(IMM) |
Sep00 |
000807 |
67.03 |
67.38 |
67.00 |
67.30 |
+0.13 |
4,841 |
59,245 |
-673 |
Dec00 |
000807 |
67.22 |
67.55 |
67.15 |
67.47 |
+0.13 |
50 |
4,823 |
-6 |
Mar01 |
000807 |
67.40 |
67.75 |
67.39 |
67.64 |
+0.13 |
0 |
612 |
+0 |
Jun01 |
000807 |
67.81 |
67.81 |
67.81 |
67.81 |
+0.13 |
0 |
142 |
+0 |
Total Volume and Open Interest |
4,892 |
64,832 |
-679 |
Japanese Yen(IMM) |
Sep00 |
000807 |
92.55 |
92.60 |
92.29 |
92.31 |
-0.55 |
9,940 |
72,026 |
-1,979 |
Dec00 |
000807 |
94.12 |
94.12 |
93.80 |
93.86 |
-0.55 |
3 |
3,040 |
+3 |
Mar01 |
000807 |
95.43 |
95.43 |
95.43 |
95.43 |
-0.55 |
0 |
136 |
+0 |
Total Volume and Open Interest |
9,943 |
75,203 |
-1,976 |
Swiss Franc(IMM) |
Sep00 |
000807 |
58.98 |
59.09 |
58.86 |
58.95 |
+0.07 |
12,410 |
48,118 |
+3,273 |
Dec00 |
000807 |
59.48 |
59.50 |
59.35 |
59.40 |
+0.08 |
44 |
175 |
+1 |
Mar01 |
000807 |
59.84 |
59.84 |
59.84 |
59.84 |
+0.08 |
0 |
3 |
+0 |
Total Volume and Open Interest |
12,454 |
48,296 |
+3,274 |
EuroFX(IMM) |
Sep00 |
000807 |
91.14 |
91.34 |
90.87 |
91.06 |
+0.04 |
12,793 |
65,985 |
-1,593 |
Dec00 |
000807 |
91.55 |
91.72 |
91.33 |
91.49 |
+0.04 |
256 |
1,033 |
+132 |
Mar01 |
000807 |
91.90 |
92.05 |
91.76 |
91.89 |
+0.04 |
37 |
132 |
+0 |
Total Volume and Open Interest |
24,178 |
68,611 |
+6,196 |
Mexican Peso(IMM) |
Sep00 |
000807 |
10605.0 |
10610.0 |
10575.0 |
10595.0 |
unch |
580 |
14,051 |
+1,059 |
Dec00 |
000807 |
10340.0 |
10340.0 |
10315.0 |
10330.0 |
unch |
3 |
1,837 |
+0 |
Total Volume and Open Interest |
621 |
16,805 |
+1,063 |
30-Year T-Bonds(CBOT) |
Sep00 |
000807 |
99~23 |
99~25 |
99~09 |
99~10 |
-0~12 |
198,329 |
402,449 |
+9,765 |
Dec00 |
000807 |
99~21 |
99~23 |
99~08 |
99~09 |
-0~12 |
4,436 |
13,886 |
+2,511 |
Mar01 |
000807 |
99~08 |
99~08 |
99~08 |
99~08 |
-0~12 |
196 |
1,456 |
+21 |
Total Volume and Open Interest |
202,961 |
417,866 |
+12,302 |
Municipal Bonds(CBOT) |
Sep00 |
000807 |
98~25 |
98~29 |
98~21 |
98~24 |
-0~01 |
1,034 |
22,268 |
-36 |
Dec00 |
000807 |
98~04 |
98~04 |
98~02 |
98~02 |
-0~03 |
0 |
405 |
+0 |
Total Volume and Open Interest |
1,034 |
22,673 |
-36 |
10-Year T-Notes(CBOT) |
Sep00 |
000807 |
99~255 |
99~280 |
99~150 |
99~155 |
-0~100 |
183,094 |
586,297 |
-9,989 |
Dec00 |
000807 |
99~240 |
99~240 |
99~120 |
99~130 |
-0~100 |
8,219 |
36,102 |
+6,462 |
Total Volume and Open Interest |
191,313 |
622,424 |
-3,527 |
5-Year T-Notes(CBOT) |
Sep00 |
000807 |
99~235 |
99~240 |
99~175 |
99~180 |
-0~060 |
69,022 |
403,263 |
-693 |
Dec00 |
000807 |
99~210 |
99~210 |
99~210 |
99~210 |
-0~060 |
3,633 |
8,459 |
+2,177 |
Total Volume and Open Interest |
72,655 |
411,722 |
+1,484 |
2 Year T-Notes(CBOT) |
Sep00 |
000807 |
99~083 |
99~083 |
99~072 |
99~073 |
-0~010 |
3,790 |
54,839 |
+23 |
Dec00 |
000807 |
99~065 |
99~065 |
99~065 |
99~065 |
-0~010 |
|
|
|
Total Volume and Open Interest |
3,790 |
54,839 |
+23 |
3-Mth T-Bills(IMM) |
Sep00 |
000807 |
93.88 |
93.88 |
93.87 |
93.88 |
unch |
117 |
889 |
+110 |
Total Volume and Open Interest |
117 |
889 |
+110 |
Eurodollars(IMM) |
Sep00 |
000807 |
93.280 |
93.290 |
93.275 |
93.280 |
-0.005 |
108,246 |
618,679 |
+1,440 |
Dec00 |
000807 |
93.145 |
93.150 |
93.125 |
93.130 |
-0.025 |
111,588 |
554,974 |
+4,552 |
Mar01 |
000807 |
93.190 |
93.195 |
93.175 |
93.180 |
-0.020 |
151,745 |
472,663 |
+18,094 |
Jun01 |
000807 |
93.180 |
93.185 |
93.155 |
93.160 |
-0.025 |
70,874 |
288,643 |
+142 |
Sep01 |
000807 |
93.180 |
93.180 |
93.150 |
93.160 |
-0.025 |
50,111 |
223,193 |
+1,708 |
Dec01 |
000807 |
93.120 |
93.120 |
93.100 |
93.100 |
-0.030 |
12,075 |
169,570 |
+2,055 |
Mar02 |
000807 |
93.165 |
93.165 |
93.140 |
93.145 |
-0.025 |
10,838 |
137,943 |
+1,898 |
Jun02 |
000807 |
93.160 |
93.160 |
93.130 |
93.130 |
-0.035 |
10,621 |
101,795 |
-702 |
Sep02 |
000807 |
93.150 |
93.150 |
93.125 |
93.125 |
-0.030 |
5,305 |
97,687 |
+1,176 |
Dec02 |
000807 |
93.080 |
93.080 |
93.055 |
93.055 |
-0.030 |
2,834 |
75,027 |
+404 |
Mar03 |
000807 |
93.115 |
93.115 |
93.090 |
93.095 |
-0.030 |
3,965 |
72,417 |
+694 |
Jun03 |
000807 |
93.090 |
93.090 |
93.070 |
93.070 |
-0.030 |
4,393 |
49,642 |
-299 |
Total Volume and Open Interest |
561,939 |
3,246,444 |
+32,576 |
3-Mth Euro-Yen(IMM) |
Sep00 |
000807 |
99.74 |
99.75 |
99.74 |
99.74 |
-0.01 |
1,618 |
13,442 |
+637 |
Dec00 |
000807 |
99.64 |
99.64 |
99.64 |
99.64 |
-0.02 |
70 |
11,263 |
-400 |
Mar01 |
000807 |
99.61 |
99.61 |
99.60 |
99.60 |
-0.03 |
307 |
12,721 |
+71 |
Jun01 |
000807 |
99.54 |
99.54 |
99.53 |
99.53 |
-0.03 |
404 |
9,460 |
+670 |
Sep01 |
000807 |
99.43 |
99.43 |
99.43 |
99.43 |
-0.03 |
518 |
16,483 |
+86 |
Dec01 |
000807 |
99.29 |
99.29 |
99.29 |
99.29 |
-0.03 |
165 |
2,871 |
-11 |
Mar02 |
000807 |
99.17 |
99.17 |
99.17 |
99.17 |
-0.02 |
0 |
2,213 |
+0 |
Jun02 |
000807 |
99.06 |
99.06 |
99.06 |
99.06 |
unch |
0 |
678 |
+0 |
Sep02 |
000807 |
98.86 |
98.86 |
98.86 |
98.86 |
unch |
0 |
30 |
+0 |
Dec02 |
000807 |
98.72 |
98.72 |
98.72 |
98.72 |
unch |
0 |
30 |
+0 |
Total Volume and Open Interest |
3,082 |
69,191 |
+1,033 |
3-Mth Euro-Yen(SIMEX) |
Sep00 |
000807 |
99.75 |
99.75 |
99.74 |
99.74 |
-0.01 |
5,911 |
91,511 |
+586 |
Dec00 |
000807 |
99.66 |
99.67 |
99.64 |
99.64 |
-0.02 |
5,531 |
102,208 |
+2,335 |
Mar01 |
000807 |
99.63 |
99.63 |
99.61 |
99.61 |
-0.02 |
3,647 |
100,886 |
-936 |
Jun01 |
000807 |
99.56 |
99.57 |
99.54 |
99.54 |
-0.02 |
2,858 |
75,420 |
-38 |
Sep01 |
000807 |
99.45 |
99.46 |
99.43 |
99.43 |
-0.03 |
1,164 |
59,542 |
-686 |
Dec01 |
000807 |
99.31 |
99.31 |
99.29 |
99.29 |
-0.02 |
100 |
23,420 |
-339 |
Mar02 |
000807 |
99.21 |
99.21 |
99.18 |
99.18 |
-0.02 |
443 |
14,454 |
+607 |
Jun02 |
000807 |
99.06 |
99.06 |
99.06 |
99.06 |
-0.02 |
40 |
2,253 |
+199 |
Total Volume and Open Interest |
19,694 |
473,203 |
+1,728 |
German Euro-Bund(EUREX) |
Sep00 |
000807 |
105.50 |
105.86 |
105.38 |
105.67 |
+0.15 |
442,201 |
598,337 |
+18,941 |
Dec00 |
000807 |
105.24 |
105.54 |
105.24 |
105.38 |
+0.15 |
9,945 |
28,758 |
+152 |
Mar01 |
000807 |
105.27 |
105.27 |
105.27 |
105.27 |
+0.13 |
842 |
814 |
+166 |
Total Volume and Open Interest |
452,988 |
627,909 |
+19,259 |
German Euro-Bobl(EUREX) |
Sep00 |
000807 |
103.18 |
103.43 |
103.13 |
103.34 |
+0.12 |
172,706 |
285,047 |
+2,961 |
Dec00 |
000807 |
103.29 |
103.36 |
103.27 |
103.27 |
+0.11 |
1,098 |
9,249 |
+878 |
Mar01 |
000807 |
103.06 |
103.06 |
103.06 |
103.06 |
+0.14 |
1,427 |
627 |
+80 |
Total Volume and Open Interest |
175,231 |
294,923 |
+3,919 |
Long Gilt(LIFFE) |
Sep00 |
000807 |
113~06 |
113~15 |
113~05 |
113~10 |
+0~02 |
10,483 |
59,004 |
+10 |
Dec00 |
000807 |
113~04 |
113~04 |
113~00 |
113~00 |
+0~00 |
0 |
110 |
+0 |
Total Volume and Open Interest |
10,483 |
59,114 |
+10 |
3-Mth Short Sterling(LIFFE) |
Sep00 |
000807 |
93.72 |
93.73 |
93.72 |
93.72 |
-0.01 |
9,279 |
191,221 |
+237 |
Dec00 |
000807 |
93.61 |
93.63 |
93.61 |
93.62 |
unch |
12,470 |
195,003 |
-2,173 |
Mar01 |
000807 |
93.60 |
93.62 |
93.59 |
93.61 |
unch |
11,081 |
133,639 |
+3,190 |
Total Volume and Open Interest |
45,874 |
830,396 |
+1,761 |
3-Mth Euribor(LIFFE) |
Sep00 |
000807 |
95.130 |
95.165 |
95.120 |
95.160 |
+0.025 |
51,961 |
324,092 |
-2,589 |
Dec00 |
000807 |
94.825 |
94.865 |
94.810 |
94.860 |
+0.040 |
46,983 |
272,538 |
+1,971 |
Mar01 |
000807 |
94.775 |
94.825 |
94.755 |
94.815 |
+0.045 |
41,653 |
196,873 |
+2,693 |
Total Volume and Open Interest |
181,011 |
1,251,705 |
+9,422 |
3-Mth Aus T-Bills(SFE) |
Sep00 |
000807 |
93.55 |
93.57 |
93.54 |
93.57 |
+0.04 |
7,432 |
204,832 |
+7,041 |
Dec00 |
000807 |
93.44 |
93.47 |
93.43 |
93.47 |
+0.06 |
8,541 |
131,239 |
+6,646 |
Mar01 |
000807 |
93.43 |
93.45 |
93.43 |
93.45 |
+0.07 |
2,956 |
51,841 |
+414 |
Jun01 |
000807 |
93.42 |
93.44 |
93.42 |
93.44 |
+0.07 |
762 |
23,087 |
+259 |
Sep01 |
000807 |
93.41 |
93.44 |
93.40 |
93.44 |
+0.08 |
89 |
12,307 |
+63 |
Dec01 |
000807 |
93.42 |
93.42 |
93.42 |
93.42 |
+0.07 |
120 |
7,285 |
+120 |
Mar02 |
000807 |
93.38 |
93.41 |
93.37 |
93.41 |
+0.08 |
2 |
6,015 |
-18 |
Jun02 |
000807 |
93.38 |
93.39 |
93.36 |
93.39 |
+0.07 |
3 |
3,817 |
-20 |
Sep02 |
000807 |
93.37 |
93.38 |
93.35 |
93.38 |
+0.08 |
3 |
1,791 |
+0 |
Dec02 |
000807 |
93.34 |
93.36 |
93.34 |
93.36 |
+0.08 |
3 |
1,525 |
-20 |
Total Volume and Open Interest |
19,948 |
448,023 |
+14,466 |
10-Year Aus T-Bonds(SFE) |
Sep00 |
000807 |
93.86 |
93.92 |
93.85 |
93.89 |
+0.03 |
12,046 |
141,323 |
+6,306 |
Dec00 |
000807 |
93.90 |
93.90 |
93.90 |
93.90 |
+0.10 |
|
|
|
Total Volume and Open Interest |
12,046 |
141,323 |
+6,306 |
3-Year Aus T-Bonds(SFE) |
Sep00 |
000807 |
93.78 |
93.80 |
93.77 |
93.80 |
+0.06 |
24,122 |
356,820 |
-1,140 |
Dec00 |
000807 |
93.79 |
93.79 |
93.79 |
93.79 |
+0.06 |
150 |
1,150 |
+0 |
Total Volume and Open Interest |
24,272 |
357,970 |
-1,140 |
Gold(CMX) |
Aug00 |
000807 |
273.5 |
273.8 |
272.1 |
273.1 |
+0.5 |
485 |
438 |
-3 |
Oct00 |
000807 |
276.9 |
276.9 |
275.5 |
276.1 |
+0.5 |
822 |
7,836 |
+71 |
Dec00 |
000807 |
279.0 |
279.6 |
278.4 |
279.1 |
+0.5 |
21,323 |
69,894 |
+3,493 |
Feb01 |
000807 |
281.8 |
281.8 |
281.8 |
281.8 |
+0.5 |
153 |
11,409 |
+63 |
Apr01 |
000807 |
284.4 |
284.4 |
284.4 |
284.4 |
+0.5 |
2 |
4,026 |
+1 |
Jun01 |
000807 |
287.0 |
287.0 |
287.0 |
287.0 |
+0.5 |
8 |
8,201 |
+3 |
Total Volume and Open Interest |
22,794 |
119,883 |
+3,655 |
Silver(CMX) |
Sep00 |
000807 |
495.0 |
497.5 |
494.5 |
497.0 |
+2.7 |
17,529 |
55,252 |
+3,353 |
Dec00 |
000807 |
502.0 |
503.5 |
500.5 |
502.9 |
+2.6 |
3,314 |
19,593 |
+1,759 |
Mar01 |
000807 |
508.0 |
508.0 |
507.8 |
507.8 |
+2.5 |
132 |
2,051 |
+65 |
May01 |
000807 |
508.0 |
510.2 |
508.0 |
510.2 |
+2.5 |
6 |
823 |
+6 |
Jul01 |
000807 |
512.6 |
512.6 |
512.6 |
512.6 |
+2.4 |
0 |
1,795 |
+0 |
Total Volume and Open Interest |
21,209 |
84,030 |
+5,402 |
Platinum(NYM) |
Oct00 |
000807 |
566.0 |
566.8 |
559.0 |
564.2 |
-8.6 |
813 |
9,025 |
-20 |
Jan01 |
000807 |
556.0 |
556.0 |
551.0 |
552.2 |
-8.6 |
13 |
616 |
+0 |
Total Volume and Open Interest |
831 |
9,646 |
-15 |
Palladium(NYME) |
Sep00 |
000807 |
720.00 |
747.00 |
720.00 |
738.40 |
-43.35 |
361 |
1,302 |
-35 |
Dec00 |
000807 |
730.00 |
742.00 |
730.00 |
736.40 |
-42.35 |
44 |
912 |
+7 |
Mar01 |
000807 |
731.40 |
731.40 |
731.40 |
731.40 |
-42.35 |
0 |
5 |
+0 |
Total Volume and Open Interest |
405 |
2,219 |
-28 |
Copper(CMX) |
Sep00 |
000807 |
87.20 |
87.30 |
86.70 |
87.10 |
-0.20 |
6,028 |
48,822 |
-895 |
Dec00 |
000807 |
87.50 |
87.85 |
87.25 |
87.80 |
unch |
1,766 |
13,874 |
+1,136 |
Mar01 |
000807 |
87.00 |
87.30 |
87.00 |
87.30 |
+0.20 |
38 |
4,082 |
+26 |
May01 |
000807 |
86.90 |
87.05 |
86.40 |
87.05 |
+0.25 |
2 |
1,324 |
+0 |
Jul01 |
000807 |
86.75 |
86.75 |
86.75 |
86.75 |
+0.30 |
2 |
836 |
+2 |
Total Volume and Open Interest |
8,217 |
83,431 |
+13 |
DJIA Index(CBOT) |
Sep00 |
000807 |
10810 |
10955 |
10800 |
10924 |
+124 |
7,706 |
13,006 |
-182 |
Dec00 |
000807 |
10940 |
11095 |
10940 |
11069 |
+125 |
0 |
2,125 |
+0 |
Mar01 |
000807 |
11217 |
11217 |
11217 |
11217 |
+125 |
0 |
2 |
+0 |
Jun01 |
000807 |
11373 |
11373 |
11373 |
11373 |
+125 |
|
|
|
Total Volume and Open Interest |
10,688 |
15,321 |
-732 |
S & P 500(CME) |
Sep00 |
000807 |
1473.50 |
1490.50 |
1470.50 |
1486.20 |
+14.50 |
53,253 |
378,166 |
-1,480 |
Dec00 |
000807 |
1498.00 |
1511.00 |
1493.00 |
1508.60 |
+14.90 |
0 |
7,683 |
+103 |
Mar01 |
000807 |
1520.20 |
1532.10 |
1515.60 |
1531.40 |
+15.30 |
0 |
1,286 |
+7 |
Jun01 |
000807 |
1548.10 |
1558.00 |
1538.70 |
1554.60 |
+15.40 |
2 |
1,298 |
+13 |
Total Volume and Open Interest |
53,257 |
388,602 |
-1,357 |
S & P 500 E-Mini(Globex) |
Sep00 |
000807 |
1471.25 |
1490.50 |
1469.50 |
1486.25 |
+14.50 |
76,989 |
40,223 |
-32 |
Dec00 |
000807 |
1501.50 |
1511.75 |
1494.00 |
1508.50 |
+14.75 |
2 |
37 |
+2 |
Total Volume and Open Interest |
76,991 |
40,260 |
-30 |
NASDAQ 100(CME) |
Sep00 |
000807 |
3670.00 |
3755.00 |
3643.00 |
3722.50 |
+90.50 |
18,868 |
32,949 |
-39 |
Dec00 |
000807 |
3783.50 |
3793.00 |
3783.50 |
3783.50 |
+90.50 |
0 |
13 |
+0 |
Mar01 |
000807 |
3844.50 |
3854.00 |
3844.50 |
3844.50 |
+90.50 |
2 |
4 |
+0 |
Total Volume and Open Interest |
18,870 |
32,966 |
-39 |
NASDAQ 100 E-Mini(GLOBEX) |
Sep00 |
000807 |
3632.5 |
3759.0 |
3623.5 |
3722.5 |
+90.5 |
51,299 |
28,270 |
-1,143 |
Dec00 |
000807 |
3783.5 |
3797.0 |
3783.5 |
3783.5 |
+90.5 |
2 |
16 |
+0 |
Total Volume and Open Interest |
51,301 |
28,286 |
-1,143 |
NYSE Composite(NYBOT) |
Sep00 |
000807 |
662.50 |
667.75 |
660.00 |
666.70 |
+4.95 |
134 |
836 |
+38 |
Dec00 |
000807 |
676.25 |
676.25 |
675.95 |
675.95 |
+4.95 |
2 |
1,496 |
+0 |
Mar01 |
000807 |
685.20 |
685.20 |
685.20 |
685.20 |
+4.95 |
2 |
102 |
+2 |
Total Volume and Open Interest |
452 |
2,435 |
+157 |
S & P Midcap 400(CME) |
Sep00 |
000807 |
508.00 |
516.00 |
508.00 |
514.60 |
+6.80 |
139 |
13,037 |
+94 |
Dec00 |
000807 |
521.60 |
522.00 |
521.60 |
521.60 |
+6.80 |
|
|
|
Mar01 |
000807 |
527.60 |
528.00 |
527.60 |
527.60 |
+6.80 |
|
|
|
Total Volume and Open Interest |
139 |
13,037 |
+94 |
Russell 2000(CME) |
Sep00 |
000807 |
507.00 |
513.75 |
507.00 |
513.00 |
+6.15 |
207 |
11,684 |
-156 |
Dec00 |
000807 |
520.80 |
520.80 |
520.80 |
520.80 |
+6.15 |
|
|
|
Mar01 |
000807 |
528.35 |
528.35 |
528.35 |
528.35 |
+6.15 |
|
|
|
Total Volume and Open Interest |
207 |
11,684 |
-156 |
Value Line(KCBT) |
Sep00 |
000807 |
1105.00 |
1119.00 |
1105.00 |
1116.00 |
+12.00 |
57 |
235 |
-14 |
Total Volume and Open Interest |
58 |
237 |
-13 |
Nikkei 225(CME) |
Sep00 |
000807 |
15960 |
16145 |
15935 |
16130 |
+420 |
667 |
15,548 |
-122 |
Dec00 |
000807 |
16130 |
16130 |
16130 |
16130 |
+420 |
0 |
31 |
+0 |
Total Volume and Open Interest |
667 |
15,579 |
-122 |
Nikkei 225(SIMEX) |
Sep00 |
000807 |
15730 |
16050 |
15680 |
15960 |
+230 |
11,639 |
109,628 |
+172 |
Dec00 |
000807 |
15950 |
15950 |
15950 |
15950 |
+230 |
0 |
5,942 |
+0 |
Mar01 |
000807 |
15965 |
15965 |
15965 |
15965 |
+230 |
0 |
3,790 |
+0 |
Total Volume and Open Interest |
11,639 |
119,775 |
+172 |
CAC 40(MATIF) |
Aug00 |
000807 |
6486.0 |
6562.0 |
6470.0 |
6561.0 |
+80.0 |
34,282 |
223,924 |
+9,081 |
Sep00 |
000807 |
6493.0 |
6565.0 |
6476.0 |
6565.0 |
+87.0 |
738 |
105,771 |
+306 |
Oct00 |
000807 |
6575.0 |
6575.0 |
6575.0 |
6575.0 |
+65.5 |
|
|
|
Total Volume and Open Interest |
35,209 |
346,479 |
+9,531 |
DAX Index(EUREX) |
Sep00 |
000807 |
7085.0 |
7174.0 |
7074.0 |
7171.5 |
+111.5 |
33,553 |
161,094 |
+1,898 |
Dec00 |
000807 |
7190.5 |
7245.0 |
7190.5 |
7243.0 |
+96.5 |
207 |
2,605 |
+32 |
Mar01 |
000807 |
7283.5 |
7283.5 |
7283.5 |
7283.5 |
+44.0 |
6 |
249 |
+48 |
Total Volume and Open Interest |
33,766 |
163,948 |
+1,978 |
FT-SE 100(LIFFE) |
Sep00 |
000807 |
6400.00 |
6424.00 |
6381.50 |
6412.00 |
+26.00 |
22,281 |
270,456 |
+444 |
Dec00 |
000807 |
6476.00 |
6495.00 |
6476.00 |
6493.00 |
+26.00 |
1 |
5,198 |
-1 |
Mar01 |
000807 |
6553.00 |
6553.00 |
6553.00 |
6553.00 |
+26.00 |
700 |
2,715 |
+650 |
Total Volume and Open Interest |
22,982 |
278,369 |
+1,093 |
SPI 200(SFE) |
Sep00 |
000807 |
3298.0 |
3326.0 |
3293.0 |
3318.0 |
+33.0 |
10,079 |
122,381 |
+3,838 |
Dec00 |
000807 |
3337.0 |
3337.0 |
3337.0 |
3337.0 |
+33.0 |
92 |
2,598 |
+0 |
Mar01 |
000807 |
3357.0 |
3357.0 |
3357.0 |
3357.0 |
+33.0 |
0 |
1,056 |
+0 |
Total Volume and Open Interest |
10,171 |
126,209 |
+3,838 |
GSCI(CME) |
Aug00 |
000807 |
223.65 |
223.65 |
220.05 |
220.90 |
-3.70 |
235 |
36,028 |
+96 |
Sep00 |
000807 |
222.95 |
223.00 |
220.10 |
220.80 |
-2.80 |
8 |
97 |
+5 |
Oct00 |
000807 |
219.00 |
220.90 |
219.00 |
219.00 |
-2.55 |
0 |
19 |
+0 |
Total Volume and Open Interest |
243 |
3,614 |
-32,429 |
Bridge CRB Index(NYBOT) |
Nov00 |
000807 |
220.00 |
220.75 |
220.00 |
220.30 |
-0.05 |
43 |
773 |
+4 |
Jan01 |
000807 |
220.00 |
220.80 |
220.00 |
220.80 |
-0.55 |
1 |
324 |
+1 |
Feb01 |
000807 |
219.50 |
219.80 |
219.50 |
219.80 |
-0.55 |
|
|
|
Total Volume and Open Interest |
113 |
1,686 |
-15 |
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
|
|