 |
MRCI's Free Historical Futures Prices |
Daily Futures Price Listing Fri August 11, 2000 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Aug00 |
000811 |
443.00 |
455.50 |
443.00 |
452.00 |
+6.25 |
2,413 |
1,256 |
-649 |
Sep00 |
000811 |
444.00 |
457.00 |
444.00 |
452.50 |
+5.00 |
4,773 |
17,099 |
-228 |
Nov00 |
000811 |
453.50 |
467.00 |
453.00 |
462.00 |
+5.25 |
18,936 |
73,386 |
-1,744 |
Jan01 |
000811 |
465.00 |
477.50 |
464.50 |
472.25 |
+5.00 |
718 |
9,364 |
+30 |
Mar01 |
000811 |
473.50 |
487.50 |
473.50 |
482.75 |
+6.25 |
386 |
8,652 |
+122 |
May01 |
000811 |
484.00 |
495.50 |
483.50 |
493.00 |
+6.00 |
453 |
6,836 |
+419 |
Jul01 |
000811 |
493.00 |
504.50 |
493.00 |
501.50 |
+5.50 |
546 |
5,909 |
+56 |
Total Volume and Open Interest |
28,385 |
124,579 |
-2,029 |
Soybean Meal(CBOT) |
Aug00 |
000811 |
149.00 |
152.50 |
148.50 |
150.60 |
+0.30 |
2,313 |
2,493 |
-793 |
Sep00 |
000811 |
148.20 |
152.80 |
148.00 |
151.20 |
+1.50 |
6,723 |
17,036 |
+380 |
Oct00 |
000811 |
147.50 |
152.50 |
147.50 |
151.20 |
+2.10 |
1,590 |
14,196 |
+158 |
Dec00 |
000811 |
149.00 |
154.80 |
149.00 |
153.20 |
+2.50 |
7,268 |
39,851 |
+290 |
Jan01 |
000811 |
152.50 |
155.00 |
151.00 |
154.00 |
+2.80 |
584 |
8,262 |
+59 |
Mar01 |
000811 |
152.00 |
157.50 |
152.00 |
155.70 |
+2.40 |
345 |
6,996 |
+186 |
May01 |
000811 |
156.00 |
159.00 |
156.00 |
158.00 |
+2.80 |
184 |
4,135 |
+44 |
Jul01 |
000811 |
160.00 |
161.00 |
159.70 |
160.00 |
+2.80 |
53 |
1,899 |
+10 |
Total Volume and Open Interest |
19,060 |
95,487 |
+334 |
Soybean Oil(CBOT) |
Aug00 |
000811 |
15.05 |
15.25 |
15.05 |
15.15 |
+0.01 |
246 |
491 |
-563 |
Sep00 |
000811 |
15.13 |
15.37 |
15.13 |
15.24 |
unch |
2,893 |
24,410 |
-124 |
Oct00 |
000811 |
15.36 |
15.55 |
15.36 |
15.44 |
+0.01 |
1,529 |
15,928 |
+624 |
Dec00 |
000811 |
15.75 |
15.93 |
15.73 |
15.82 |
unch |
4,541 |
57,725 |
+665 |
Jan01 |
000811 |
16.10 |
16.22 |
16.09 |
16.13 |
-0.01 |
1,203 |
15,691 |
+671 |
Mar01 |
000811 |
16.50 |
16.62 |
16.45 |
16.45 |
-0.01 |
185 |
7,285 |
-63 |
May01 |
000811 |
16.82 |
16.99 |
16.82 |
16.82 |
unch |
99 |
6,036 |
+37 |
Jul01 |
000811 |
17.25 |
17.40 |
17.17 |
17.17 |
-0.02 |
111 |
4,479 |
+75 |
Total Volume and Open Interest |
10,867 |
134,649 |
+1,377 |
Canola(WCE) |
Sep00 |
000811 |
246.7 |
248.2 |
246.6 |
246.8 |
+0.3 |
238 |
3,511 |
+126 |
Nov00 |
000811 |
251.5 |
254.3 |
251.5 |
252.7 |
+0.2 |
2,397 |
37,739 |
+199 |
Jan01 |
000811 |
258.2 |
260.0 |
258.0 |
259.0 |
+0.1 |
365 |
6,192 |
+215 |
Mar01 |
000811 |
264.8 |
264.8 |
264.6 |
264.7 |
-0.1 |
17 |
1,130 |
+5 |
May01 |
000811 |
269.8 |
269.8 |
269.8 |
269.8 |
+0.8 |
0 |
18 |
+0 |
Total Volume and Open Interest |
3,017 |
48,805 |
+545 |
Corn(CBOT) |
Sep00 |
000811 |
174.00 |
176.00 |
174.00 |
174.75 |
-2.50 |
17,658 |
104,879 |
-2,696 |
Nov00 |
000811 |
182.00 |
184.00 |
182.00 |
182.75 |
-2.50 |
83 |
1,447 |
-9 |
Dec00 |
000811 |
186.00 |
188.25 |
185.50 |
187.25 |
-2.25 |
27,358 |
191,448 |
+222 |
Jan01 |
000811 |
190.50 |
190.50 |
190.50 |
190.50 |
-2.25 |
5 |
284 |
+5 |
Mar01 |
000811 |
199.50 |
200.25 |
198.50 |
199.25 |
-2.50 |
5,258 |
45,525 |
+1,616 |
May01 |
000811 |
206.50 |
208.00 |
206.50 |
207.00 |
-2.50 |
1,144 |
12,002 |
+652 |
Total Volume and Open Interest |
53,428 |
386,586 |
+441 |
Wheat(CBOT) |
Sep00 |
000811 |
232.50 |
238.00 |
232.50 |
236.75 |
+1.00 |
10,411 |
43,254 |
-4,561 |
Dec00 |
000811 |
251.50 |
256.00 |
251.00 |
255.25 |
+0.75 |
14,322 |
70,754 |
+5,098 |
Mar01 |
000811 |
268.50 |
272.75 |
268.00 |
272.50 |
+0.75 |
1,209 |
20,791 |
+98 |
May01 |
000811 |
279.25 |
283.50 |
279.25 |
283.00 |
+1.00 |
358 |
1,367 |
+90 |
Jul01 |
000811 |
288.00 |
292.00 |
288.00 |
291.50 |
+1.50 |
235 |
9,057 |
+77 |
Total Volume and Open Interest |
26,537 |
145,724 |
+804 |
Wheat(KCBT) |
Sep00 |
000811 |
271.50 |
275.00 |
271.00 |
274.00 |
+0.75 |
6,337 |
22,916 |
-3,099 |
Dec00 |
000811 |
286.50 |
291.00 |
286.50 |
290.75 |
+0.75 |
6,309 |
44,602 |
+2,684 |
Mar01 |
000811 |
301.50 |
305.50 |
301.25 |
305.00 |
+1.50 |
579 |
9,149 |
+72 |
May01 |
000811 |
311.00 |
313.00 |
311.00 |
312.75 |
+0.75 |
43 |
1,144 |
+31 |
Jul01 |
000811 |
318.00 |
320.00 |
318.00 |
319.50 |
+1.00 |
96 |
753 |
+53 |
Total Volume and Open Interest |
13,364 |
78,569 |
-259 |
Wheat(MGE) |
Sep00 |
000811 |
286.50 |
289.25 |
286.50 |
287.50 |
-1.25 |
1,857 |
10,260 |
+167 |
Dec00 |
000811 |
303.00 |
305.25 |
302.50 |
303.25 |
-1.75 |
1,628 |
10,455 |
+70 |
Mar01 |
000811 |
318.00 |
320.00 |
317.75 |
318.25 |
-2.25 |
212 |
2,981 |
+39 |
May01 |
000811 |
327.25 |
328.50 |
327.00 |
327.25 |
-1.75 |
16 |
354 |
+16 |
Jul01 |
000811 |
336.50 |
336.50 |
335.00 |
335.00 |
-2.50 |
0 |
149 |
+0 |
Total Volume and Open Interest |
3,713 |
24,259 |
+292 |
Oats(CBOT) |
Sep00 |
000811 |
97.00 |
98.75 |
97.00 |
98.50 |
-0.75 |
354 |
6,198 |
-94 |
Dec00 |
000811 |
107.50 |
108.75 |
107.50 |
108.50 |
-0.50 |
220 |
8,227 |
-15 |
Mar01 |
000811 |
116.75 |
118.00 |
116.75 |
118.00 |
-0.50 |
33 |
1,122 |
-129 |
May01 |
000811 |
123.50 |
123.50 |
123.50 |
123.50 |
-1.00 |
0 |
22 |
+0 |
Total Volume and Open Interest |
618 |
15,643 |
-227 |
Rough Rice(CBOT) |
Sep00 |
000811 |
5.85 |
5.90 |
5.75 |
5.82 |
-0.16 |
61 |
1,581 |
-6 |
Nov00 |
000811 |
5.95 |
5.99 |
5.88 |
5.91 |
-0.17 |
80 |
2,542 |
-16 |
Jan01 |
000811 |
6.15 |
6.22 |
6.15 |
6.15 |
-0.15 |
3 |
1,789 |
-3 |
Mar01 |
000811 |
6.38 |
6.40 |
6.35 |
6.35 |
-0.16 |
6 |
378 |
-1 |
Total Volume and Open Interest |
150 |
6,370 |
-26 |
Live Cattle(CME) |
Aug00 |
000811 |
66.250 |
67.050 |
66.200 |
66.875 |
+1.000 |
4,215 |
11,378 |
-1,385 |
Oct00 |
000811 |
68.250 |
69.000 |
68.200 |
68.875 |
+0.900 |
5,221 |
57,178 |
+442 |
Dec00 |
000811 |
70.200 |
70.700 |
70.200 |
70.450 |
+0.475 |
2,797 |
26,569 |
+563 |
Feb01 |
000811 |
72.075 |
72.250 |
71.950 |
72.175 |
+0.400 |
447 |
12,571 |
-27 |
Apr01 |
000811 |
74.000 |
74.250 |
74.000 |
74.175 |
+0.325 |
291 |
7,399 |
+74 |
Jun01 |
000811 |
71.900 |
72.200 |
71.900 |
72.125 |
+0.300 |
83 |
3,415 |
-2 |
Total Volume and Open Interest |
13,104 |
121,005 |
-339 |
Feeder Cattle(CME) |
Aug00 |
000811 |
86.350 |
86.575 |
86.300 |
86.375 |
+0.300 |
747 |
5,575 |
-28 |
Sep00 |
000811 |
86.350 |
86.800 |
86.350 |
86.525 |
+0.475 |
153 |
3,418 |
+2 |
Oct00 |
000811 |
87.325 |
87.550 |
87.250 |
87.350 |
+0.275 |
895 |
5,272 |
+202 |
Nov00 |
000811 |
87.800 |
88.050 |
87.750 |
87.750 |
+0.250 |
264 |
2,772 |
+61 |
Jan01 |
000811 |
88.000 |
88.250 |
88.000 |
88.150 |
+0.350 |
142 |
2,169 |
+49 |
Mar01 |
000811 |
87.900 |
88.050 |
87.900 |
87.950 |
+0.250 |
35 |
962 |
+23 |
Apr01 |
000811 |
87.300 |
87.750 |
87.300 |
87.700 |
+0.450 |
9 |
210 |
+7 |
Total Volume and Open Interest |
2,258 |
21,035 |
+316 |
Lean Hogs(CME) |
Aug00 |
000811 |
62.050 |
62.500 |
62.050 |
62.350 |
+0.300 |
1,749 |
5,028 |
-574 |
Oct00 |
000811 |
55.500 |
56.150 |
55.200 |
55.950 |
+0.475 |
2,680 |
18,315 |
+74 |
Dec00 |
000811 |
52.350 |
52.975 |
52.150 |
52.675 |
+0.350 |
912 |
10,111 |
+179 |
Feb01 |
000811 |
52.350 |
52.900 |
52.175 |
52.600 |
+0.175 |
261 |
3,324 |
+83 |
Apr01 |
000811 |
51.550 |
51.700 |
51.150 |
51.350 |
-0.125 |
38 |
1,620 |
-2 |
Jun01 |
000811 |
58.200 |
58.300 |
58.100 |
58.125 |
+0.025 |
17 |
567 |
+3 |
Jul01 |
000811 |
56.750 |
56.950 |
56.700 |
56.950 |
+0.225 |
4 |
123 |
+4 |
Aug01 |
000811 |
55.600 |
55.900 |
55.250 |
55.300 |
+0.050 |
15 |
48 |
+9 |
Total Volume and Open Interest |
5,676 |
39,136 |
-224 |
Pork Bellies(CME) |
Aug00 |
000811 |
79.000 |
79.000 |
77.175 |
77.175 |
-3.000 |
799 |
717 |
-306 |
Feb01 |
000811 |
68.700 |
69.800 |
68.200 |
68.975 |
+0.125 |
552 |
1,042 |
+83 |
Mar01 |
000811 |
68.650 |
69.400 |
68.500 |
68.900 |
-1.350 |
0 |
15 |
+0 |
May01 |
000811 |
69.400 |
69.400 |
69.400 |
69.400 |
-0.300 |
0 |
2 |
+0 |
Jul01 |
000811 |
70.600 |
70.600 |
70.200 |
70.600 |
+0.100 |
2 |
3 |
-2 |
Total Volume and Open Interest |
1,353 |
1,779 |
-225 |
Cocoa(NYBOT) |
Sep00 |
000811 |
780 |
780 |
767 |
769 |
unch |
2,938 |
18,044 |
-1,931 |
Dec00 |
000811 |
815 |
818 |
809 |
811 |
+1 |
3,830 |
40,084 |
+1,200 |
Mar01 |
000811 |
853 |
854 |
846 |
847 |
unch |
545 |
15,832 |
+106 |
May01 |
000811 |
876 |
878 |
871 |
871 |
+1 |
249 |
8,216 |
-64 |
Jul01 |
000811 |
895 |
895 |
895 |
895 |
+1 |
0 |
8,048 |
+0 |
Sep01 |
000811 |
921 |
921 |
921 |
921 |
+1 |
1 |
7,263 |
+1 |
Dec01 |
000811 |
955 |
955 |
955 |
955 |
+1 |
75 |
7,951 |
-27 |
Total Volume and Open Interest |
7,806 |
117,098 |
-547 |
Coffee "C"(NYBOT) |
Sep00 |
000811 |
79.60 |
81.00 |
79.60 |
80.65 |
+1.05 |
5,813 |
19,956 |
-1,487 |
Dec00 |
000811 |
85.00 |
85.90 |
84.60 |
85.70 |
+1.15 |
3,595 |
14,339 |
+761 |
Mar01 |
000811 |
89.50 |
90.75 |
89.50 |
90.20 |
+1.15 |
389 |
4,712 |
+60 |
May01 |
000811 |
92.50 |
93.50 |
92.25 |
92.70 |
+1.00 |
44 |
1,314 |
+29 |
Jul01 |
000811 |
95.75 |
96.10 |
95.60 |
95.60 |
+1.00 |
58 |
436 |
+54 |
Sep01 |
000811 |
98.25 |
98.50 |
98.25 |
98.50 |
+1.00 |
9 |
661 |
+1 |
Total Volume and Open Interest |
9,908 |
41,478 |
-582 |
Orange Juice(NYBOT) |
Sep00 |
000811 |
74.05 |
74.60 |
73.50 |
74.15 |
+0.65 |
1,102 |
12,673 |
-473 |
Nov00 |
000811 |
76.30 |
76.40 |
75.60 |
76.00 |
+0.55 |
754 |
9,699 |
+434 |
Jan01 |
000811 |
77.50 |
78.40 |
77.30 |
77.50 |
+0.40 |
28 |
3,646 |
+18 |
Mar01 |
000811 |
79.00 |
79.25 |
78.80 |
79.20 |
+0.50 |
130 |
3,955 |
+100 |
May01 |
000811 |
80.45 |
80.45 |
80.45 |
80.45 |
+0.50 |
0 |
558 |
+0 |
Total Volume and Open Interest |
4,514 |
31,212 |
+79 |
Sugar #11(NYBOT) |
Oct00 |
000811 |
10.25 |
10.72 |
10.25 |
10.65 |
+0.24 |
8,643 |
81,497 |
-947 |
Mar01 |
000811 |
10.05 |
10.37 |
10.05 |
10.28 |
+0.12 |
3,618 |
51,440 |
-283 |
May01 |
000811 |
9.83 |
10.10 |
9.83 |
10.03 |
+0.13 |
608 |
11,922 |
+98 |
Jul01 |
000811 |
9.50 |
9.68 |
9.50 |
9.62 |
+0.06 |
604 |
11,894 |
-49 |
Oct01 |
000811 |
9.33 |
9.44 |
9.33 |
9.44 |
+0.06 |
156 |
10,112 |
-32 |
Total Volume and Open Interest |
13,869 |
172,462 |
-1,086 |
London Cocoa(LCE) |
Sep00 |
000811 |
581 |
588 |
576 |
577 |
-1 |
2,197 |
23,696 |
-1,815 |
Dec00 |
000811 |
617 |
623 |
612 |
613 |
-2 |
2,675 |
55,147 |
-1,030 |
Mar01 |
000811 |
636 |
643 |
633 |
634 |
-2 |
897 |
36,912 |
+230 |
May01 |
000811 |
650 |
653 |
649 |
650 |
-2 |
77 |
19,953 |
-67 |
Jul01 |
000811 |
669 |
669 |
666 |
666 |
-2 |
95 |
7,176 |
+42 |
Sep01 |
000811 |
683 |
686 |
680 |
681 |
-2 |
45 |
4,878 |
+38 |
Dec01 |
000811 |
710 |
710 |
707 |
707 |
-1 |
0 |
4,093 |
+0 |
Total Volume and Open Interest |
6,136 |
180,084 |
-2,457 |
London Coffee(LCE) |
Sep00 |
000811 |
798.00 |
810.00 |
797.00 |
807.00 |
+5.00 |
1,745 |
23,557 |
-602 |
Nov00 |
000811 |
820.00 |
828.00 |
816.00 |
825.00 |
+3.00 |
1,948 |
22,604 |
+421 |
Jan01 |
000811 |
833.00 |
845.00 |
833.00 |
842.00 |
+2.00 |
664 |
7,495 |
+226 |
Mar01 |
000811 |
860.00 |
866.00 |
860.00 |
864.00 |
unch |
420 |
2,084 |
+135 |
May01 |
000811 |
890.00 |
893.00 |
887.00 |
887.00 |
-1.00 |
79 |
1,657 |
-9 |
Jul01 |
000811 |
911.00 |
911.00 |
911.00 |
911.00 |
-1.00 |
65 |
157 |
+52 |
Total Volume and Open Interest |
4,921 |
57,557 |
+223 |
London Sugar(LCE) |
Aug00 |
000714 |
244.40 |
244.50 |
240.10 |
241.10 |
-3.30 |
2,919 |
885 |
-2,498 |
Oct00 |
000811 |
268.00 |
272.50 |
264.00 |
271.40 |
+3.00 |
1,423 |
15,022 |
-912 |
Dec00 |
000811 |
265.00 |
270.00 |
263.00 |
269.50 |
+2.80 |
828 |
8,146 |
+449 |
Mar01 |
000811 |
262.00 |
267.80 |
251.50 |
267.10 |
+3.10 |
891 |
9,275 |
+393 |
May01 |
000811 |
258.50 |
262.00 |
257.00 |
262.00 |
+2.50 |
5 |
1,435 |
-5 |
Total Volume and Open Interest |
3,148 |
38,959 |
-76 |
Cotton(NYBOT) |
Oct00 |
000811 |
61.90 |
62.70 |
61.66 |
61.73 |
+0.87 |
826 |
4,044 |
-76 |
Dec00 |
000811 |
63.90 |
64.60 |
63.60 |
63.73 |
+0.96 |
9,894 |
33,138 |
+192 |
Mar01 |
000811 |
65.80 |
66.00 |
65.00 |
65.43 |
+1.13 |
1,338 |
9,022 |
+347 |
May01 |
000811 |
66.10 |
66.50 |
66.10 |
66.32 |
+1.23 |
774 |
6,085 |
+236 |
Jul01 |
000811 |
66.90 |
67.40 |
66.90 |
67.40 |
+1.50 |
154 |
2,092 |
+29 |
Oct01 |
000811 |
65.90 |
65.90 |
65.90 |
65.90 |
+0.65 |
101 |
569 |
+100 |
Total Volume and Open Interest |
26,090 |
57,243 |
+829 |
Lumber(CME) |
Sep00 |
000811 |
249.8 |
249.8 |
237.7 |
237.7 |
-10.0 |
425 |
2,140 |
+27 |
Nov00 |
000811 |
258.3 |
258.3 |
247.7 |
247.7 |
-10.0 |
225 |
1,078 |
+1 |
Jan01 |
000811 |
265.5 |
265.6 |
257.5 |
257.5 |
-7.8 |
33 |
265 |
-7 |
Mar01 |
000811 |
269.1 |
269.5 |
262.1 |
262.1 |
-7.0 |
10 |
181 |
-12 |
Total Volume and Open Interest |
693 |
3,721 |
+9 |
Crude Oil(NYM) |
Sep00 |
000811 |
31.10 |
31.85 |
30.90 |
31.02 |
-0.32 |
81,740 |
83,915 |
-4,195 |
Oct00 |
000811 |
30.60 |
31.35 |
30.50 |
30.58 |
-0.29 |
63,914 |
81,972 |
+11,507 |
Nov00 |
000811 |
30.07 |
30.65 |
29.90 |
29.98 |
-0.27 |
14,477 |
36,171 |
+1,923 |
Dec00 |
000811 |
29.60 |
30.10 |
29.25 |
29.42 |
-0.28 |
15,553 |
41,762 |
+465 |
Jan01 |
000811 |
29.07 |
29.50 |
28.89 |
28.89 |
-0.28 |
3,075 |
21,261 |
+594 |
Feb01 |
000811 |
28.45 |
29.00 |
28.38 |
28.38 |
-0.29 |
1,041 |
10,509 |
-193 |
Mar01 |
000811 |
28.05 |
28.50 |
27.92 |
27.92 |
-0.30 |
1,166 |
9,993 |
+227 |
Apr01 |
000811 |
27.49 |
27.49 |
27.49 |
27.49 |
-0.31 |
711 |
6,913 |
+370 |
May01 |
000811 |
27.18 |
27.49 |
27.09 |
27.09 |
-0.33 |
442 |
5,695 |
-124 |
Jun01 |
000811 |
26.80 |
27.29 |
26.74 |
26.74 |
-0.35 |
2,148 |
17,180 |
+546 |
Total Volume and Open Interest |
189,437 |
429,871 |
+12,412 |
Heating Oil(NYM) |
Sep00 |
000811 |
85.40 |
88.00 |
85.25 |
85.82 |
-0.46 |
20,828 |
31,975 |
-1,604 |
Oct00 |
000811 |
85.50 |
87.70 |
85.25 |
85.71 |
-0.48 |
12,108 |
30,614 |
+2,989 |
Nov00 |
000811 |
85.50 |
87.35 |
85.10 |
85.51 |
-0.48 |
4,970 |
20,138 |
+565 |
Dec00 |
000811 |
84.90 |
87.00 |
84.65 |
85.16 |
-0.48 |
5,691 |
28,725 |
-530 |
Jan01 |
000811 |
84.30 |
86.20 |
84.00 |
84.31 |
-0.48 |
3,424 |
17,782 |
+110 |
Feb01 |
000811 |
82.20 |
84.00 |
82.10 |
82.36 |
-0.58 |
1,397 |
12,755 |
+272 |
Mar01 |
000811 |
78.20 |
79.95 |
78.11 |
78.11 |
-0.83 |
987 |
9,145 |
-7 |
Apr01 |
000811 |
74.90 |
76.25 |
74.31 |
74.31 |
-0.93 |
685 |
4,673 |
+8 |
May01 |
000811 |
72.20 |
73.05 |
71.31 |
71.31 |
-1.23 |
47 |
2,164 |
+25 |
Jun01 |
000811 |
70.10 |
70.60 |
69.41 |
69.41 |
-1.33 |
79 |
2,779 |
+39 |
Total Volume and Open Interest |
50,243 |
164,066 |
+1,892 |
Unleaded Gas(NYM) |
Sep00 |
000811 |
92.10 |
92.85 |
90.90 |
91.19 |
-1.45 |
26,320 |
29,552 |
+664 |
Oct00 |
000811 |
85.20 |
86.60 |
84.80 |
85.00 |
-0.78 |
13,101 |
16,355 |
+2,187 |
Nov00 |
000811 |
82.05 |
83.30 |
81.95 |
81.95 |
-0.78 |
1,774 |
5,266 |
+85 |
Dec00 |
000811 |
80.70 |
81.60 |
80.25 |
80.25 |
-0.83 |
638 |
5,835 |
+252 |
Jan01 |
000811 |
80.10 |
80.40 |
79.45 |
79.45 |
-0.88 |
383 |
1,809 |
-6 |
Feb01 |
000811 |
79.40 |
79.40 |
79.40 |
79.40 |
-0.90 |
26 |
2,956 |
-16 |
Mar01 |
000811 |
79.55 |
79.55 |
79.55 |
79.55 |
-0.95 |
1 |
1,021 |
-26 |
Apr01 |
000811 |
84.25 |
84.25 |
84.25 |
84.25 |
-1.10 |
0 |
1,254 |
+0 |
Total Volume and Open Interest |
42,244 |
64,740 |
+3,141 |
Natural Gas(NYM) |
Sep00 |
000811 |
4.455 |
4.480 |
4.395 |
4.475 |
+0.007 |
31,616 |
43,415 |
-7 |
Oct00 |
000811 |
4.425 |
4.465 |
4.390 |
4.461 |
+0.008 |
10,609 |
32,983 |
+1,453 |
Nov00 |
000811 |
4.470 |
4.500 |
4.420 |
4.495 |
+0.007 |
4,674 |
18,606 |
-114 |
Dec00 |
000811 |
4.520 |
4.555 |
4.490 |
4.550 |
+0.012 |
3,324 |
27,418 |
-259 |
Jan01 |
000811 |
4.495 |
4.522 |
4.480 |
4.522 |
+0.012 |
2,157 |
27,700 |
+48 |
Feb01 |
000811 |
4.235 |
4.258 |
4.210 |
4.258 |
+0.013 |
820 |
16,467 |
-123 |
Mar01 |
000811 |
3.980 |
4.001 |
3.970 |
4.001 |
+0.015 |
1,783 |
19,922 |
+247 |
Apr01 |
000811 |
3.725 |
3.750 |
3.725 |
3.748 |
+0.015 |
1,062 |
11,631 |
-381 |
Total Volume and Open Interest |
58,967 |
334,744 |
+638 |
Brent Crude Oil(IPE) |
Sep00 |
000811 |
30.65 |
31.44 |
30.50 |
30.57 |
-0.31 |
26,337 |
44,928 |
-3,283 |
Oct00 |
000811 |
29.22 |
29.70 |
28.95 |
28.99 |
-0.39 |
50,522 |
76,491 |
+1,201 |
Nov00 |
000811 |
28.75 |
29.30 |
28.65 |
28.74 |
-0.19 |
13,197 |
29,143 |
+2,343 |
Dec00 |
000811 |
28.31 |
28.88 |
28.30 |
28.34 |
-0.16 |
7,766 |
39,283 |
+910 |
Jan01 |
000811 |
27.80 |
28.35 |
27.80 |
27.81 |
-0.17 |
1,795 |
14,079 |
+93 |
Feb01 |
000811 |
27.42 |
27.55 |
27.31 |
27.31 |
-0.19 |
630 |
10,590 |
-205 |
Mar01 |
000811 |
26.86 |
27.20 |
26.81 |
26.81 |
-0.18 |
857 |
8,674 |
+245 |
Apr01 |
000811 |
26.47 |
26.64 |
26.34 |
26.34 |
-0.20 |
800 |
3,609 |
+600 |
Total Volume and Open Interest |
103,354 |
266,197 |
+2,129 |
Gas Oil(IPE) |
Sep00 |
000811 |
264.50 |
269.50 |
261.25 |
269.50 |
+7.75 |
15,240 |
41,361 |
-1,821 |
Oct00 |
000811 |
259.50 |
266.50 |
258.50 |
266.50 |
+7.75 |
5,919 |
23,750 |
+942 |
Nov00 |
000811 |
255.25 |
261.75 |
254.75 |
261.50 |
+7.00 |
1,097 |
9,933 |
-147 |
Dec00 |
000811 |
251.75 |
258.50 |
251.25 |
257.50 |
+6.50 |
2,596 |
30,903 |
+125 |
Jan01 |
000811 |
245.50 |
253.25 |
245.50 |
252.25 |
+5.75 |
485 |
8,015 |
+165 |
Feb01 |
000811 |
238.50 |
245.25 |
238.50 |
245.25 |
+5.50 |
0 |
3,334 |
+0 |
Mar01 |
000811 |
231.50 |
238.00 |
231.50 |
238.00 |
+5.00 |
0 |
3,511 |
+0 |
Apr01 |
000811 |
229.00 |
232.25 |
227.75 |
230.75 |
+4.50 |
250 |
1,465 |
-155 |
Total Volume and Open Interest |
33,626 |
131,608 |
-7,015 |
US Dollar Index(NYBOT) |
Sep00 |
000811 |
110.75 |
111.15 |
110.15 |
111.06 |
+0.32 |
397 |
4,380 |
-35 |
Dec00 |
000811 |
110.35 |
110.76 |
110.12 |
110.76 |
+0.32 |
6 |
2,053 |
+1 |
Mar01 |
000811 |
110.46 |
110.46 |
110.46 |
110.46 |
+0.32 |
403 |
6,433 |
-34 |
Total Volume and Open Interest |
756 |
6,433 |
-34 |
Australian Dollar(IMM) |
Sep00 |
000811 |
58.21 |
58.26 |
57.85 |
57.98 |
-0.24 |
1,099 |
16,508 |
-187 |
Dec00 |
000811 |
58.30 |
58.30 |
57.98 |
58.04 |
-0.24 |
118 |
1,018 |
+76 |
Mar01 |
000811 |
58.10 |
58.10 |
58.10 |
58.10 |
-0.24 |
0 |
684 |
+0 |
Total Volume and Open Interest |
1,217 |
18,211 |
-111 |
British Pound(IMM) |
Sep00 |
000811 |
150.84 |
150.88 |
150.18 |
150.38 |
+0.58 |
1,733 |
31,003 |
-122 |
Dec00 |
000811 |
150.90 |
151.10 |
150.50 |
150.60 |
+0.58 |
20 |
410 |
+39 |
Mar01 |
000811 |
150.80 |
151.30 |
150.80 |
150.80 |
+0.58 |
0 |
12 |
+0 |
Total Volume and Open Interest |
2,642 |
31,426 |
-82 |
Canadian Dollar(IMM) |
Sep00 |
000811 |
67.52 |
67.58 |
67.40 |
67.52 |
-0.03 |
15,686 |
61,641 |
+2,252 |
Dec00 |
000811 |
67.69 |
67.75 |
67.52 |
67.69 |
-0.03 |
104 |
4,832 |
+3 |
Mar01 |
000811 |
67.79 |
67.86 |
67.79 |
67.86 |
-0.03 |
1 |
632 |
+2 |
Jun01 |
000811 |
68.03 |
68.03 |
68.03 |
68.03 |
-0.03 |
0 |
142 |
+0 |
Total Volume and Open Interest |
15,793 |
67,259 |
+2,258 |
Japanese Yen(IMM) |
Sep00 |
000811 |
92.55 |
92.93 |
92.43 |
92.56 |
+0.08 |
13,402 |
74,995 |
-21 |
Dec00 |
000811 |
94.15 |
94.40 |
93.91 |
94.07 |
+0.08 |
176 |
3,086 |
+6 |
Mar01 |
000811 |
95.61 |
95.61 |
95.61 |
95.61 |
+0.08 |
0 |
136 |
+0 |
Total Volume and Open Interest |
13,578 |
78,218 |
-15 |
Swiss Franc(IMM) |
Sep00 |
000811 |
59.01 |
59.03 |
58.23 |
58.33 |
-0.52 |
8,086 |
49,492 |
+796 |
Dec00 |
000811 |
59.42 |
59.43 |
58.73 |
58.79 |
-0.53 |
16 |
376 |
+12 |
Mar01 |
000811 |
59.23 |
59.23 |
59.20 |
59.23 |
-0.53 |
0 |
3 |
+0 |
Total Volume and Open Interest |
6,852 |
49,871 |
+808 |
EuroFX(IMM) |
Sep00 |
000811 |
91.51 |
91.51 |
90.42 |
90.52 |
-0.45 |
11,179 |
67,886 |
+49 |
Dec00 |
000811 |
91.90 |
91.90 |
90.89 |
90.93 |
-0.46 |
66 |
1,139 |
-1 |
Mar01 |
000811 |
91.90 |
92.23 |
91.32 |
91.32 |
-0.46 |
0 |
172 |
+0 |
Total Volume and Open Interest |
10,913 |
69,149 |
+428 |
Mexican Peso(IMM) |
Sep00 |
000811 |
10620.0 |
10730.0 |
10605.0 |
10685.0 |
+70.0 |
1,224 |
14,018 |
+332 |
Dec00 |
000811 |
10365.0 |
10450.0 |
10365.0 |
10430.0 |
+75.0 |
150 |
1,859 |
+34 |
Total Volume and Open Interest |
1,460 |
16,833 |
+395 |
30-Year T-Bonds(CBOT) |
Sep00 |
000811 |
100~03 |
100~12 |
99~15 |
99~21 |
-0~13 |
221,979 |
421,684 |
+10,840 |
Dec00 |
000811 |
100~00 |
100~11 |
99~16 |
99~20 |
-0~13 |
1,290 |
16,752 |
+273 |
Mar01 |
000811 |
99~19 |
99~21 |
99~19 |
99~21 |
-0~12 |
212 |
1,500 |
-23 |
Total Volume and Open Interest |
223,481 |
440,011 |
+11,090 |
Municipal Bonds(CBOT) |
Sep00 |
000811 |
99~07 |
99~11 |
98~21 |
98~26 |
-0~11 |
603 |
22,161 |
-46 |
Dec00 |
000811 |
98~12 |
98~12 |
97~31 |
98~00 |
-0~11 |
0 |
418 |
-3 |
Total Volume and Open Interest |
603 |
22,579 |
-49 |
10-Year T-Notes(CBOT) |
Sep00 |
000811 |
100~005 |
100~070 |
99~165 |
99~190 |
-0~125 |
161,348 |
562,781 |
-4,987 |
Dec00 |
000811 |
99~315 |
100~040 |
99~140 |
99~165 |
-0~125 |
4,004 |
50,423 |
+1,349 |
Total Volume and Open Interest |
165,352 |
613,229 |
-3,638 |
5-Year T-Notes(CBOT) |
Sep00 |
000811 |
99~295 |
100~000 |
99~170 |
99~190 |
-0~090 |
47,668 |
399,352 |
-1,286 |
Dec00 |
000811 |
100~020 |
100~020 |
99~210 |
99~220 |
-0~090 |
2,627 |
15,583 |
+1,995 |
Total Volume and Open Interest |
50,295 |
414,935 |
+709 |
2 Year T-Notes(CBOT) |
Sep00 |
000811 |
99~082 |
99~088 |
99~060 |
99~063 |
-0~019 |
4,723 |
51,894 |
-2,741 |
Dec00 |
000811 |
99~057 |
99~057 |
99~057 |
99~057 |
-0~019 |
|
|
|
Total Volume and Open Interest |
4,723 |
51,894 |
-2,741 |
3-Mth T-Bills(IMM) |
Sep00 |
000811 |
93.89 |
93.89 |
93.87 |
93.87 |
-0.03 |
140 |
1,060 |
+100 |
Total Volume and Open Interest |
140 |
1,060 |
+100 |
Eurodollars(IMM) |
Sep00 |
000811 |
93.295 |
93.300 |
93.275 |
93.285 |
-0.010 |
43,449 |
599,837 |
-3,141 |
Dec00 |
000811 |
93.165 |
93.175 |
93.110 |
93.120 |
-0.050 |
50,621 |
549,230 |
+2,911 |
Mar01 |
000811 |
93.250 |
93.260 |
93.150 |
93.170 |
-0.085 |
72,085 |
477,158 |
+6,235 |
Jun01 |
000811 |
93.245 |
93.245 |
93.135 |
93.145 |
-0.100 |
32,151 |
281,592 |
-1,151 |
Sep01 |
000811 |
93.235 |
93.240 |
93.125 |
93.145 |
-0.090 |
24,963 |
229,888 |
+1,921 |
Dec01 |
000811 |
93.180 |
93.180 |
93.070 |
93.080 |
-0.100 |
10,253 |
172,750 |
+429 |
Mar02 |
000811 |
93.230 |
93.235 |
93.120 |
93.135 |
-0.090 |
11,209 |
138,136 |
-249 |
Jun02 |
000811 |
93.220 |
93.225 |
93.115 |
93.120 |
-0.095 |
7,748 |
105,308 |
+943 |
Sep02 |
000811 |
93.210 |
93.220 |
93.110 |
93.115 |
-0.090 |
5,300 |
98,615 |
-315 |
Dec02 |
000811 |
93.145 |
93.155 |
93.055 |
93.055 |
-0.085 |
3,007 |
75,458 |
+659 |
Mar03 |
000811 |
93.180 |
93.195 |
93.095 |
93.105 |
-0.075 |
2,737 |
73,263 |
-117 |
Jun03 |
000811 |
93.160 |
93.170 |
93.080 |
93.085 |
-0.070 |
2,772 |
49,574 |
+368 |
Total Volume and Open Interest |
283,459 |
3,235,841 |
+8,154 |
3-Mth Euro-Yen(IMM) |
Sep00 |
000811 |
99.64 |
99.65 |
99.64 |
99.65 |
-0.02 |
2,109 |
13,306 |
-1,513 |
Dec00 |
000811 |
99.55 |
99.56 |
99.55 |
99.56 |
unch |
1,160 |
10,886 |
+384 |
Mar01 |
000811 |
99.51 |
99.52 |
99.51 |
99.51 |
-0.02 |
419 |
12,778 |
-34 |
Jun01 |
000811 |
99.43 |
99.43 |
99.43 |
99.43 |
unch |
1,197 |
8,623 |
-212 |
Sep01 |
000811 |
99.32 |
99.33 |
99.32 |
99.33 |
+0.01 |
802 |
15,272 |
+136 |
Dec01 |
000811 |
99.18 |
99.19 |
99.18 |
99.19 |
+0.01 |
193 |
3,012 |
-69 |
Mar02 |
000811 |
99.07 |
99.07 |
99.07 |
99.07 |
unch |
1 |
2,253 |
+0 |
Jun02 |
000811 |
98.96 |
98.96 |
98.96 |
98.96 |
unch |
0 |
674 |
+0 |
Sep02 |
000811 |
98.86 |
98.86 |
98.86 |
98.86 |
unch |
0 |
31 |
+0 |
Dec02 |
000811 |
98.72 |
98.72 |
98.72 |
98.72 |
unch |
0 |
30 |
+0 |
Total Volume and Open Interest |
5,881 |
66,865 |
-1,308 |
3-Mth Euro-Yen(SIMEX) |
Sep00 |
000811 |
99.67 |
99.68 |
99.64 |
99.65 |
-0.02 |
81 |
90,316 |
+704 |
Dec00 |
000811 |
99.55 |
99.57 |
99.54 |
99.56 |
unch |
15,594 |
108,440 |
+4,380 |
Mar01 |
000811 |
99.51 |
99.54 |
99.50 |
99.51 |
unch |
13,651 |
103,182 |
+1,710 |
Jun01 |
000811 |
99.42 |
99.46 |
99.41 |
99.43 |
unch |
8,237 |
80,996 |
+52 |
Sep01 |
000811 |
99.31 |
99.35 |
99.31 |
99.32 |
unch |
1,626 |
59,221 |
-311 |
Dec01 |
000811 |
99.18 |
99.19 |
99.18 |
99.18 |
unch |
699 |
23,972 |
+52 |
Mar02 |
000811 |
99.07 |
99.07 |
99.07 |
99.07 |
unch |
152 |
14,479 |
+98 |
Jun02 |
000811 |
98.96 |
98.97 |
98.95 |
98.96 |
unch |
1 |
3,209 |
+513 |
Total Volume and Open Interest |
40,141 |
487,384 |
+7,258 |
German Euro-Bund(EUREX) |
Sep00 |
000811 |
106.00 |
106.26 |
105.76 |
105.77 |
-0.15 |
477,811 |
598,618 |
-11,699 |
Dec00 |
000811 |
105.60 |
105.92 |
105.46 |
105.46 |
-0.17 |
2,720 |
33,003 |
-489 |
Mar01 |
000811 |
105.75 |
105.75 |
105.37 |
105.37 |
-0.20 |
0 |
856 |
-132 |
Total Volume and Open Interest |
480,531 |
632,477 |
-12,320 |
German Euro-Bobl(EUREX) |
Sep00 |
000811 |
103.39 |
103.40 |
103.12 |
103.15 |
-0.23 |
176,036 |
276,839 |
+2,656 |
Dec00 |
000811 |
103.04 |
103.04 |
103.04 |
103.04 |
-0.23 |
1,258 |
10,650 |
+32 |
Mar01 |
000811 |
102.85 |
102.85 |
102.85 |
102.85 |
-0.23 |
0 |
547 |
+0 |
Total Volume and Open Interest |
177,294 |
288,036 |
+2,688 |
Long Gilt(LIFFE) |
Sep00 |
000811 |
113~11 |
113~31 |
113~03 |
113~18 |
+0~07 |
14,426 |
56,836 |
+1,087 |
Dec00 |
000811 |
112~31 |
113~20 |
112~31 |
113~09 |
+0~08 |
571 |
5,488 |
+291 |
Total Volume and Open Interest |
14,997 |
62,324 |
+1,378 |
3-Mth Short Sterling(LIFFE) |
Sep00 |
000811 |
93.74 |
93.75 |
93.73 |
93.73 |
-0.02 |
8,346 |
191,697 |
-2,105 |
Dec00 |
000811 |
93.67 |
93.67 |
93.64 |
93.65 |
-0.02 |
19,270 |
195,572 |
-1,855 |
Mar01 |
000811 |
93.65 |
93.66 |
93.63 |
93.63 |
-0.03 |
11,044 |
146,653 |
+221 |
Total Volume and Open Interest |
54,774 |
847,808 |
-1,463 |
3-Mth Euribor(LIFFE) |
Sep00 |
000811 |
95.115 |
95.115 |
95.045 |
95.045 |
-0.075 |
41,247 |
309,329 |
-6,214 |
Dec00 |
000811 |
94.800 |
94.800 |
94.710 |
94.715 |
-0.095 |
42,186 |
281,079 |
+9,952 |
Mar01 |
000811 |
94.765 |
94.765 |
94.680 |
94.685 |
-0.095 |
30,059 |
185,435 |
-484 |
Total Volume and Open Interest |
158,800 |
1,240,285 |
+5,300 |
3-Mth Aus T-Bills(SFE) |
Sep00 |
000811 |
93.48 |
93.48 |
93.46 |
93.47 |
-0.01 |
22,560 |
215,184 |
+10,738 |
Dec00 |
000811 |
93.40 |
93.40 |
93.37 |
93.39 |
unch |
21,462 |
137,904 |
+6,389 |
Mar01 |
000811 |
93.36 |
93.38 |
93.36 |
93.37 |
unch |
6,201 |
52,136 |
+490 |
Jun01 |
000811 |
93.36 |
93.37 |
93.36 |
93.36 |
-0.01 |
1,322 |
23,911 |
+863 |
Sep01 |
000811 |
93.34 |
93.36 |
93.34 |
93.36 |
+0.01 |
552 |
12,125 |
+75 |
Dec01 |
000811 |
93.34 |
93.35 |
93.34 |
93.34 |
+0.01 |
303 |
7,316 |
+73 |
Mar02 |
000811 |
93.33 |
93.35 |
93.33 |
93.33 |
+0.02 |
155 |
5,726 |
-221 |
Jun02 |
000811 |
93.31 |
93.32 |
93.31 |
93.32 |
+0.03 |
102 |
3,767 |
-70 |
Sep02 |
000811 |
93.30 |
93.30 |
93.30 |
93.30 |
+0.03 |
0 |
1,727 |
+0 |
Dec02 |
000811 |
93.27 |
93.27 |
93.27 |
93.27 |
+0.01 |
0 |
1,575 |
+0 |
Total Volume and Open Interest |
52,662 |
465,752 |
+18,342 |
10-Year Aus T-Bonds(SFE) |
Sep00 |
000811 |
93.86 |
93.89 |
93.81 |
93.82 |
-0.02 |
12,216 |
154,089 |
+6,734 |
Dec00 |
000811 |
93.83 |
93.83 |
93.83 |
93.83 |
0.00 |
40 |
20 |
+20 |
Total Volume and Open Interest |
12,256 |
154,109 |
+6,754 |
3-Year Aus T-Bonds(SFE) |
Sep00 |
000811 |
93.76 |
93.76 |
93.73 |
93.74 |
unch |
54,334 |
382,406 |
+40,031 |
Dec00 |
000811 |
93.74 |
93.74 |
93.74 |
93.74 |
+0.01 |
0 |
1,150 |
+0 |
Total Volume and Open Interest |
54,334 |
383,556 |
+40,031 |
Gold(CMX) |
Aug00 |
000811 |
273.2 |
275.1 |
273.2 |
275.1 |
+3.1 |
212 |
310 |
-66 |
Oct00 |
000811 |
275.3 |
278.0 |
275.0 |
277.4 |
+2.7 |
439 |
8,311 |
+209 |
Dec00 |
000811 |
278.4 |
280.5 |
277.7 |
280.3 |
+2.7 |
12,203 |
76,192 |
+2,629 |
Feb01 |
000811 |
280.8 |
282.8 |
280.8 |
282.8 |
+2.7 |
3,147 |
12,373 |
+294 |
Apr01 |
000811 |
285.3 |
285.3 |
285.3 |
285.3 |
+2.7 |
14 |
3,976 |
+5 |
Jun01 |
000811 |
285.4 |
287.8 |
285.4 |
287.8 |
+2.7 |
871 |
8,319 |
+102 |
Total Volume and Open Interest |
16,970 |
128,101 |
+3,288 |
Silver(CMX) |
Sep00 |
000811 |
494.0 |
496.5 |
493.0 |
494.5 |
+2.0 |
6,436 |
58,144 |
-208 |
Dec00 |
000811 |
500.5 |
503.0 |
499.5 |
501.0 |
+2.1 |
3,014 |
24,659 |
+1,263 |
Mar01 |
000811 |
506.1 |
506.1 |
506.1 |
506.1 |
+2.1 |
1 |
2,191 |
+0 |
May01 |
000811 |
508.0 |
508.6 |
508.0 |
508.6 |
+2.1 |
8 |
827 |
+3 |
Jul01 |
000811 |
511.1 |
511.1 |
511.1 |
511.1 |
+2.1 |
0 |
1,754 |
+0 |
Total Volume and Open Interest |
9,653 |
92,324 |
+1,199 |
Platinum(NYM) |
Oct00 |
000811 |
565.5 |
570.9 |
561.0 |
566.4 |
-15.4 |
593 |
8,859 |
-64 |
Jan01 |
000811 |
559.0 |
559.0 |
555.4 |
555.4 |
-15.4 |
65 |
698 |
+47 |
Total Volume and Open Interest |
658 |
9,562 |
-17 |
Palladium(NYME) |
Sep00 |
000811 |
793.00 |
793.00 |
775.00 |
785.50 |
-7.40 |
293 |
852 |
-270 |
Dec00 |
000811 |
790.00 |
790.00 |
780.00 |
785.00 |
-4.90 |
201 |
1,216 |
+166 |
Mar01 |
000811 |
780.00 |
780.00 |
780.00 |
780.00 |
-4.90 |
0 |
5 |
+0 |
Total Volume and Open Interest |
494 |
2,073 |
-104 |
Copper(CMX) |
Sep00 |
000811 |
86.45 |
86.85 |
85.60 |
85.95 |
-0.50 |
7,462 |
44,976 |
-2,118 |
Dec00 |
000811 |
87.20 |
87.35 |
86.40 |
86.65 |
-0.45 |
1,339 |
16,083 |
+617 |
Mar01 |
000811 |
86.65 |
86.65 |
86.00 |
86.10 |
-0.50 |
171 |
4,221 |
+49 |
May01 |
000811 |
86.00 |
86.00 |
85.80 |
85.80 |
-0.50 |
6 |
1,400 |
+6 |
Jul01 |
000811 |
85.45 |
85.45 |
85.45 |
85.45 |
-0.50 |
0 |
843 |
+0 |
Total Volume and Open Interest |
9,602 |
81,449 |
-1,567 |
DJIA Index(CBOT) |
Sep00 |
000811 |
10990 |
11119 |
10925 |
11085 |
+113 |
6,498 |
12,577 |
-281 |
Dec00 |
000811 |
11110 |
11260 |
11110 |
11233 |
+115 |
4 |
2,127 |
+3 |
Mar01 |
000811 |
11383 |
11383 |
11383 |
11383 |
+116 |
0 |
12 |
+10 |
Jun01 |
000811 |
11539 |
11539 |
11539 |
11539 |
+116 |
|
|
|
Total Volume and Open Interest |
9,998 |
14,990 |
+15 |
S & P 500(CME) |
Sep00 |
000811 |
1470.00 |
1484.50 |
1461.00 |
1478.50 |
+4.20 |
42,680 |
376,597 |
+1,226 |
Dec00 |
000811 |
1493.00 |
1506.00 |
1483.30 |
1500.60 |
+4.20 |
1,405 |
9,899 |
+1,051 |
Mar01 |
000811 |
1510.10 |
1528.00 |
1508.20 |
1523.70 |
+4.50 |
13 |
1,283 |
-10 |
Jun01 |
000811 |
1530.80 |
1551.10 |
1530.80 |
1546.90 |
+4.70 |
8 |
1,299 |
-2 |
Total Volume and Open Interest |
44,114 |
389,243 |
+2,259 |
S & P 500 E-Mini(Globex) |
Sep00 |
000811 |
1473.25 |
1484.75 |
1460.50 |
1478.50 |
+4.25 |
57,852 |
43,623 |
-790 |
Dec00 |
000811 |
1489.00 |
1506.00 |
1485.50 |
1500.50 |
+4.00 |
10 |
45 |
+6 |
Total Volume and Open Interest |
57,862 |
43,668 |
-784 |
NASDAQ 100(CME) |
Sep00 |
000811 |
3602.00 |
3673.00 |
3543.00 |
3663.50 |
+33.00 |
15,008 |
31,913 |
+385 |
Dec00 |
000811 |
3724.50 |
3724.50 |
3724.50 |
3724.50 |
+33.00 |
0 |
13 |
+0 |
Mar01 |
000811 |
3785.50 |
3785.50 |
3785.50 |
3785.50 |
+33.00 |
0 |
4 |
+0 |
Total Volume and Open Interest |
15,008 |
31,930 |
+385 |
NASDAQ 100 E-Mini(GLOBEX) |
Sep00 |
000811 |
3627.0 |
3672.0 |
3542.5 |
3663.5 |
+33.0 |
36,446 |
30,973 |
+471 |
Dec00 |
000811 |
3724.5 |
3724.5 |
3620.5 |
3724.5 |
+33.0 |
3 |
16 |
-1 |
Total Volume and Open Interest |
36,449 |
30,989 |
+470 |
NYSE Composite(NYBOT) |
Sep00 |
000811 |
662.00 |
669.75 |
662.00 |
667.35 |
+3.45 |
45 |
793 |
+8 |
Dec00 |
000811 |
676.60 |
676.60 |
676.60 |
676.60 |
+3.45 |
0 |
1,496 |
+0 |
Mar01 |
000811 |
685.85 |
685.85 |
685.85 |
685.85 |
+3.45 |
0 |
102 |
+0 |
Total Volume and Open Interest |
285 |
2,427 |
+159 |
S & P Midcap 400(CME) |
Sep00 |
000811 |
507.00 |
516.90 |
505.10 |
516.90 |
+9.90 |
307 |
12,836 |
-31 |
Dec00 |
000811 |
523.90 |
523.90 |
523.90 |
523.90 |
+9.90 |
|
|
|
Mar01 |
000811 |
529.90 |
529.90 |
529.90 |
529.90 |
+9.90 |
|
|
|
Total Volume and Open Interest |
307 |
12,836 |
-31 |
Russell 2000(CME) |
Sep00 |
000811 |
503.00 |
515.50 |
499.70 |
515.25 |
+10.60 |
1,262 |
11,322 |
-198 |
Dec00 |
000811 |
523.05 |
523.05 |
523.05 |
523.05 |
+10.60 |
|
|
|
Mar01 |
000811 |
530.60 |
530.60 |
530.60 |
530.60 |
+10.60 |
|
|
|
Total Volume and Open Interest |
1,262 |
11,322 |
-198 |
Value Line(KCBT) |
Sep00 |
000811 |
1106.00 |
1129.50 |
1106.00 |
1127.00 |
+18.00 |
33 |
194 |
-9 |
Total Volume and Open Interest |
33 |
197 |
-9 |
Nikkei 225(CME) |
Sep00 |
000811 |
16200 |
16260 |
16105 |
16205 |
+265 |
546 |
15,441 |
+98 |
Dec00 |
000811 |
16350 |
16350 |
16205 |
16205 |
+265 |
0 |
30 |
+0 |
Total Volume and Open Interest |
546 |
15,471 |
+98 |
Nikkei 225(SIMEX) |
Sep00 |
000811 |
15920 |
16200 |
15840 |
16175 |
+220 |
9,542 |
105,302 |
-1,246 |
Dec00 |
000811 |
16165 |
16165 |
16165 |
16165 |
+220 |
0 |
7,122 |
+0 |
Mar01 |
000811 |
16180 |
16180 |
16180 |
16180 |
+220 |
0 |
3,790 |
+0 |
Total Volume and Open Interest |
9,542 |
116,629 |
-1,246 |
CAC 40(MATIF) |
Aug00 |
000811 |
6578.0 |
6608.0 |
6535.0 |
6595.0 |
+29.0 |
22,138 |
239,138 |
-1,767 |
Sep00 |
000811 |
6584.0 |
6608.0 |
6540.5 |
6597.5 |
+25.5 |
926 |
108,039 |
+683 |
Oct00 |
000811 |
6590.5 |
6590.5 |
6590.5 |
6590.5 |
-19.5 |
|
|
|
Total Volume and Open Interest |
23,250 |
365,191 |
-984 |
DAX Index(EUREX) |
Sep00 |
000811 |
7300.0 |
7362.0 |
7256.0 |
7351.0 |
+44.5 |
26,776 |
163,452 |
-583 |
Dec00 |
000811 |
7382.5 |
7440.5 |
7364.0 |
7378.0 |
-18.0 |
126 |
2,777 |
+132 |
Mar01 |
000811 |
7498.0 |
7498.0 |
7497.5 |
7497.5 |
+5.0 |
29 |
243 |
+3 |
Total Volume and Open Interest |
26,931 |
166,472 |
-448 |
FT-SE 100(LIFFE) |
Sep00 |
000811 |
6401.00 |
6418.50 |
6357.50 |
6417.00 |
+17.00 |
23,662 |
271,565 |
-168 |
Dec00 |
000811 |
6447.50 |
6498.00 |
6447.50 |
6498.00 |
+17.00 |
11 |
6,781 |
+10 |
Mar01 |
000811 |
6532.00 |
6558.00 |
6532.00 |
6558.00 |
+16.00 |
0 |
3,115 |
+0 |
Total Volume and Open Interest |
23,673 |
281,461 |
-158 |
SPI 200(SFE) |
Sep00 |
000811 |
3314.0 |
3324.0 |
3311.0 |
3323.0 |
+7.0 |
6,389 |
111,263 |
-16 |
Dec00 |
000811 |
3342.0 |
3342.0 |
3342.0 |
3342.0 |
+6.0 |
55 |
2,798 |
+42 |
Mar01 |
000811 |
3362.0 |
3362.0 |
3362.0 |
3362.0 |
+7.0 |
0 |
1,056 |
+0 |
Total Volume and Open Interest |
6,444 |
115,291 |
+26 |
GSCI(CME) |
Aug00 |
000811 |
228.95 |
232.50 |
228.90 |
229.95 |
-0.30 |
12,957 |
8,170 |
-12,195 |
Sep00 |
000811 |
228.80 |
231.40 |
228.20 |
229.10 |
-0.30 |
11,820 |
26,963 |
+11,419 |
Oct00 |
000811 |
226.50 |
229.00 |
226.50 |
226.50 |
-0.40 |
0 |
29 |
+0 |
Total Volume and Open Interest |
24,777 |
35,162 |
-776 |
Bridge CRB Index(NYBOT) |
Nov00 |
000811 |
219.50 |
221.50 |
219.00 |
220.75 |
+0.15 |
57 |
521 |
+24 |
Jan01 |
000811 |
220.75 |
222.40 |
220.75 |
221.60 |
+0.15 |
0 |
645 |
+0 |
Feb01 |
000811 |
220.95 |
220.95 |
220.95 |
220.95 |
+0.15 |
30 |
347 |
+12 |
Total Volume and Open Interest |
187 |
1,648 |
-6 |
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
|
|