 |
MRCI's Free Historical Futures Prices |
Daily Futures Price Listing Wed August 23, 2000 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Sep00 |
000823 |
458.50 |
460.25 |
456.50 |
459.50 |
+1.00 |
2,326 |
12,283 |
-462 |
Nov00 |
000823 |
467.00 |
469.50 |
465.50 |
469.00 |
+1.50 |
28,482 |
76,141 |
+55 |
Jan01 |
000823 |
477.50 |
479.50 |
476.00 |
479.50 |
+1.50 |
2,247 |
11,306 |
+956 |
Mar01 |
000823 |
488.00 |
490.25 |
486.00 |
489.00 |
+1.25 |
450 |
9,074 |
+49 |
May01 |
000823 |
497.00 |
498.00 |
495.00 |
498.00 |
+1.25 |
78 |
6,761 |
+12 |
Jul01 |
000823 |
505.00 |
507.00 |
503.00 |
505.50 |
+0.50 |
629 |
7,123 |
+261 |
Aug01 |
000823 |
505.50 |
505.50 |
505.50 |
505.50 |
+0.50 |
0 |
160 |
+0 |
Total Volume and Open Interest |
34,261 |
124,787 |
+861 |
Soybean Meal(CBOT) |
Sep00 |
000823 |
155.00 |
157.50 |
154.70 |
157.40 |
+1.80 |
6,636 |
14,605 |
-14 |
Oct00 |
000823 |
153.70 |
155.70 |
153.20 |
155.60 |
+1.60 |
2,743 |
13,559 |
+308 |
Dec00 |
000823 |
154.80 |
156.70 |
154.50 |
156.30 |
+1.00 |
9,288 |
39,983 |
+739 |
Jan01 |
000823 |
156.00 |
157.30 |
155.40 |
156.60 |
+0.30 |
855 |
8,479 |
+255 |
Mar01 |
000823 |
157.00 |
158.50 |
157.00 |
157.80 |
+0.30 |
150 |
7,165 |
+20 |
May01 |
000823 |
159.00 |
160.00 |
158.80 |
159.10 |
-0.10 |
64 |
4,411 |
+31 |
Jul01 |
000823 |
162.00 |
162.00 |
161.00 |
161.00 |
-0.30 |
100 |
1,956 |
+8 |
Aug01 |
000823 |
162.00 |
162.00 |
162.00 |
162.00 |
+1.00 |
1 |
301 |
+0 |
Total Volume and Open Interest |
19,838 |
90,852 |
+1,348 |
Soybean Oil(CBOT) |
Sep00 |
000823 |
15.17 |
15.20 |
15.01 |
15.11 |
-0.05 |
6,149 |
15,153 |
-738 |
Oct00 |
000823 |
15.38 |
15.42 |
15.24 |
15.31 |
-0.05 |
4,004 |
20,967 |
+389 |
Dec00 |
000823 |
15.75 |
15.78 |
15.60 |
15.68 |
-0.06 |
6,563 |
60,636 |
+426 |
Jan01 |
000823 |
16.04 |
16.06 |
15.88 |
15.98 |
-0.06 |
417 |
17,111 |
+349 |
Mar01 |
000823 |
16.40 |
16.43 |
16.30 |
16.33 |
-0.07 |
252 |
7,756 |
+61 |
May01 |
000823 |
16.71 |
16.77 |
16.65 |
16.68 |
-0.03 |
139 |
7,090 |
+72 |
Jul01 |
000823 |
17.05 |
17.12 |
17.00 |
17.01 |
-0.04 |
51 |
4,880 |
+37 |
Aug01 |
000823 |
17.18 |
17.30 |
17.13 |
17.13 |
-0.05 |
3 |
622 |
+3 |
Total Volume and Open Interest |
17,676 |
136,474 |
+698 |
Canola(WCE) |
Sep00 |
000823 |
246.7 |
248.2 |
246.7 |
248.2 |
+0.5 |
216 |
3,365 |
+24 |
Nov00 |
000823 |
253.0 |
255.0 |
253.0 |
254.7 |
+1.0 |
3,623 |
43,698 |
+666 |
Jan01 |
000823 |
259.5 |
261.1 |
259.2 |
260.9 |
+1.0 |
1,511 |
7,287 |
+788 |
Mar01 |
000823 |
265.2 |
266.9 |
265.2 |
266.9 |
+1.3 |
13 |
1,137 |
+13 |
May01 |
000823 |
271.1 |
271.1 |
271.1 |
271.1 |
-0.6 |
0 |
43 |
+0 |
Total Volume and Open Interest |
5,363 |
55,650 |
+1,491 |
Corn(CBOT) |
Sep00 |
000823 |
174.75 |
175.75 |
174.50 |
175.25 |
-0.25 |
18,264 |
81,738 |
-4,085 |
Nov00 |
000823 |
182.75 |
183.50 |
182.75 |
183.00 |
-1.00 |
292 |
1,817 |
+97 |
Dec00 |
000823 |
187.25 |
188.00 |
186.50 |
187.50 |
-0.50 |
20,844 |
202,766 |
+2,272 |
Jan01 |
000823 |
191.50 |
191.75 |
190.50 |
191.00 |
-1.00 |
29 |
358 |
+4 |
Mar01 |
000823 |
199.25 |
199.75 |
198.50 |
199.25 |
-0.50 |
3,977 |
51,565 |
+1,365 |
May01 |
000823 |
207.00 |
207.50 |
206.50 |
207.00 |
-0.75 |
393 |
13,742 |
+114 |
Total Volume and Open Interest |
45,281 |
386,898 |
+453 |
Wheat(CBOT) |
Sep00 |
000823 |
233.00 |
235.25 |
232.25 |
233.75 |
-1.00 |
5,745 |
28,633 |
-2,318 |
Dec00 |
000823 |
251.50 |
254.00 |
250.50 |
252.25 |
-0.75 |
14,920 |
81,763 |
-280 |
Mar01 |
000823 |
269.00 |
271.00 |
268.25 |
269.25 |
-1.25 |
1,244 |
22,419 |
-75 |
May01 |
000823 |
279.50 |
281.00 |
279.00 |
280.25 |
-0.75 |
188 |
1,526 |
+65 |
Jul01 |
000823 |
289.00 |
290.50 |
288.00 |
289.00 |
-1.25 |
300 |
9,106 |
-109 |
Total Volume and Open Interest |
22,437 |
144,017 |
-2,678 |
Wheat(KCBT) |
Sep00 |
000823 |
275.00 |
277.00 |
274.25 |
275.50 |
-0.75 |
3,282 |
15,570 |
-810 |
Dec00 |
000823 |
290.50 |
293.50 |
290.00 |
291.50 |
-0.50 |
2,497 |
51,461 |
-335 |
Mar01 |
000823 |
305.50 |
307.00 |
305.00 |
306.50 |
+0.25 |
546 |
11,284 |
+80 |
May01 |
000823 |
313.50 |
314.00 |
312.50 |
314.00 |
unch |
7 |
1,326 |
+3 |
Jul01 |
000823 |
321.00 |
321.00 |
320.00 |
320.00 |
-1.00 |
2 |
855 |
-202 |
Total Volume and Open Interest |
6,334 |
80,504 |
-1,264 |
Wheat(MGE) |
Sep00 |
000823 |
293.00 |
294.50 |
293.00 |
293.50 |
-1.00 |
2,308 |
8,690 |
-279 |
Dec00 |
000823 |
307.00 |
308.25 |
307.00 |
307.75 |
-0.25 |
2,022 |
12,255 |
+394 |
Mar01 |
000823 |
321.00 |
322.00 |
320.50 |
321.75 |
unch |
195 |
3,205 |
+15 |
May01 |
000823 |
329.50 |
330.00 |
329.00 |
329.00 |
-1.00 |
9 |
456 |
+6 |
Jul01 |
000823 |
337.00 |
337.50 |
337.00 |
337.25 |
-0.75 |
0 |
228 |
+0 |
Total Volume and Open Interest |
4,546 |
24,945 |
+147 |
Oats(CBOT) |
Sep00 |
000823 |
98.00 |
99.00 |
98.00 |
98.00 |
-0.75 |
466 |
4,802 |
-116 |
Dec00 |
000823 |
108.75 |
109.50 |
108.50 |
108.50 |
-0.75 |
950 |
8,792 |
+98 |
Mar01 |
000823 |
118.75 |
119.00 |
118.25 |
118.25 |
-0.50 |
29 |
1,373 |
+9 |
May01 |
000823 |
124.00 |
124.00 |
124.00 |
124.00 |
-0.75 |
8 |
85 |
-1 |
Total Volume and Open Interest |
1,453 |
15,138 |
-10 |
Rough Rice(CBOT) |
Sep00 |
000823 |
5.92 |
6.15 |
5.92 |
6.11 |
+0.16 |
325 |
1,294 |
-117 |
Nov00 |
000823 |
5.93 |
6.13 |
5.93 |
6.10 |
+0.15 |
328 |
2,839 |
-51 |
Jan01 |
000823 |
6.18 |
6.30 |
6.18 |
6.28 |
+0.10 |
42 |
1,895 |
+7 |
Mar01 |
000823 |
6.44 |
6.45 |
6.44 |
6.45 |
+0.10 |
34 |
447 |
+29 |
Total Volume and Open Interest |
749 |
6,580 |
-113 |
Live Cattle(CME) |
Aug00 |
000823 |
67.400 |
67.600 |
67.150 |
67.500 |
+0.300 |
547 |
3,727 |
-205 |
Oct00 |
000823 |
68.250 |
68.900 |
68.225 |
68.850 |
+0.625 |
4,037 |
58,799 |
+449 |
Dec00 |
000823 |
69.750 |
70.275 |
69.750 |
70.225 |
+0.425 |
1,310 |
29,013 |
+162 |
Feb01 |
000823 |
71.400 |
71.600 |
71.350 |
71.575 |
+0.175 |
382 |
14,134 |
+122 |
Apr01 |
000823 |
73.450 |
73.500 |
73.300 |
73.475 |
+0.050 |
331 |
7,865 |
+22 |
Jun01 |
000823 |
71.400 |
71.425 |
71.275 |
71.400 |
-0.025 |
99 |
3,446 |
-2 |
Total Volume and Open Interest |
6,715 |
119,521 |
+548 |
Feeder Cattle(CME) |
Aug00 |
000823 |
86.200 |
86.275 |
86.150 |
86.250 |
+0.125 |
429 |
3,202 |
-244 |
Sep00 |
000823 |
86.000 |
86.100 |
85.750 |
85.925 |
-0.025 |
218 |
3,551 |
+17 |
Oct00 |
000823 |
86.825 |
86.850 |
86.500 |
86.825 |
+0.075 |
656 |
6,598 |
+63 |
Nov00 |
000823 |
87.150 |
87.200 |
86.975 |
87.125 |
+0.050 |
158 |
3,189 |
+53 |
Jan01 |
000823 |
87.400 |
87.500 |
87.300 |
87.500 |
+0.150 |
75 |
2,534 |
+24 |
Mar01 |
000823 |
87.150 |
87.300 |
87.100 |
87.200 |
+0.050 |
14 |
1,136 |
+6 |
Apr01 |
000823 |
87.050 |
87.300 |
87.000 |
87.300 |
+0.250 |
40 |
304 |
+30 |
Total Volume and Open Interest |
1,618 |
21,188 |
-48 |
Lean Hogs(CME) |
Oct00 |
000823 |
51.750 |
53.100 |
51.700 |
52.925 |
+0.475 |
3,332 |
19,203 |
-103 |
Dec00 |
000823 |
48.700 |
49.950 |
48.700 |
49.925 |
+0.575 |
1,875 |
10,778 |
-27 |
Feb01 |
000823 |
50.200 |
51.150 |
50.150 |
51.050 |
+0.525 |
493 |
3,565 |
+125 |
Apr01 |
000823 |
49.350 |
49.875 |
49.100 |
49.725 |
+0.275 |
63 |
1,675 |
+9 |
Jun01 |
000823 |
56.125 |
56.500 |
56.025 |
56.125 |
-0.025 |
35 |
612 |
+11 |
Jul01 |
000823 |
55.500 |
55.750 |
55.300 |
55.625 |
-0.125 |
12 |
152 |
+14 |
Aug01 |
000823 |
53.850 |
54.400 |
53.850 |
54.075 |
-0.075 |
2 |
72 |
+2 |
Oct01 |
000823 |
48.250 |
48.600 |
48.000 |
48.550 |
|
|
|
|
Pork Bellies(CME) |
Aug00 |
000823 |
64.950 |
64.950 |
64.950 |
64.950 |
-3.000 |
52 |
117 |
-32 |
Feb01 |
000823 |
64.600 |
65.100 |
63.600 |
64.125 |
-0.900 |
319 |
1,467 |
-17 |
Mar01 |
000823 |
64.850 |
64.850 |
63.500 |
63.700 |
-0.900 |
7 |
25 |
+3 |
May01 |
000823 |
64.500 |
64.500 |
64.100 |
64.100 |
-0.900 |
2 |
7 |
+2 |
Jul01 |
000823 |
66.500 |
66.500 |
64.700 |
66.500 |
unch |
0 |
8 |
+0 |
Total Volume and Open Interest |
380 |
1,624 |
-44 |
Cocoa(NYBOT) |
Sep00 |
000823 |
759 |
759 |
735 |
740 |
-11 |
44 |
607 |
-46 |
Dec00 |
000823 |
801 |
803 |
782 |
785 |
-17 |
1,551 |
52,809 |
+18 |
Mar01 |
000823 |
833 |
837 |
817 |
819 |
-16 |
332 |
17,783 |
+198 |
May01 |
000823 |
857 |
857 |
843 |
843 |
-16 |
21 |
8,266 |
-1 |
Jul01 |
000823 |
880 |
880 |
866 |
866 |
-16 |
75 |
7,906 |
-66 |
Sep01 |
000823 |
906 |
906 |
892 |
892 |
-16 |
0 |
7,035 |
+0 |
Dec01 |
000823 |
926 |
926 |
926 |
926 |
-16 |
293 |
8,538 |
+350 |
Total Volume and Open Interest |
2,321 |
117,127 |
+452 |
Coffee "C"(NYBOT) |
Sep00 |
000823 |
76.75 |
77.40 |
74.50 |
74.60 |
-2.50 |
6,549 |
3,583 |
-2,693 |
Dec00 |
000823 |
82.75 |
82.90 |
79.75 |
80.15 |
-2.10 |
6,729 |
27,482 |
+2,919 |
Mar01 |
000823 |
87.25 |
87.50 |
85.00 |
85.00 |
-1.75 |
228 |
5,112 |
+22 |
May01 |
000823 |
90.00 |
90.00 |
87.65 |
87.65 |
-1.60 |
35 |
1,598 |
+27 |
Jul01 |
000823 |
92.75 |
92.75 |
90.25 |
90.40 |
-1.60 |
20 |
600 |
+9 |
Sep01 |
000823 |
94.75 |
94.75 |
93.00 |
93.15 |
-1.60 |
15 |
902 |
-9 |
Total Volume and Open Interest |
13,577 |
39,355 |
+276 |
Orange Juice(NYBOT) |
Sep00 |
000823 |
76.25 |
76.25 |
73.50 |
74.05 |
-2.50 |
2,947 |
5,293 |
-1,267 |
Nov00 |
000823 |
75.75 |
75.75 |
73.50 |
73.95 |
-1.80 |
2,154 |
14,752 |
+934 |
Jan01 |
000823 |
77.60 |
77.60 |
75.15 |
75.65 |
-1.80 |
608 |
4,168 |
+230 |
Mar01 |
000823 |
79.25 |
79.30 |
77.85 |
77.85 |
-1.70 |
226 |
4,163 |
+74 |
May01 |
000823 |
81.00 |
81.00 |
79.65 |
79.65 |
-1.65 |
0 |
577 |
+0 |
Total Volume and Open Interest |
7,435 |
29,634 |
-29 |
Sugar #11(NYBOT) |
Oct00 |
000823 |
10.68 |
10.68 |
10.41 |
10.48 |
-0.14 |
4,074 |
80,204 |
-677 |
Mar01 |
000823 |
10.31 |
10.31 |
10.06 |
10.13 |
-0.16 |
1,387 |
50,217 |
+72 |
May01 |
000823 |
9.98 |
9.98 |
9.75 |
9.81 |
-0.18 |
432 |
12,519 |
+0 |
Jul01 |
000823 |
9.54 |
9.54 |
9.30 |
9.35 |
-0.21 |
304 |
13,103 |
+85 |
Oct01 |
000823 |
9.31 |
9.31 |
9.15 |
9.15 |
-0.20 |
145 |
10,156 |
+19 |
Total Volume and Open Interest |
6,439 |
171,623 |
-549 |
London Cocoa(LCE) |
Sep00 |
000823 |
578 |
578 |
563 |
563 |
-13 |
390 |
17,424 |
-262 |
Dec00 |
000823 |
612 |
612 |
595 |
596 |
-16 |
723 |
56,895 |
-281 |
Mar01 |
000823 |
635 |
635 |
618 |
618 |
-16 |
213 |
39,045 |
+84 |
May01 |
000823 |
650 |
650 |
634 |
634 |
-16 |
20 |
19,766 |
+0 |
Jul01 |
000823 |
666 |
666 |
650 |
650 |
-16 |
0 |
7,222 |
+0 |
Sep01 |
000823 |
669 |
669 |
665 |
666 |
-16 |
0 |
5,005 |
+0 |
Dec01 |
000823 |
696 |
696 |
693 |
693 |
-16 |
220 |
4,654 |
+220 |
Total Volume and Open Interest |
1,566 |
178,843 |
-239 |
London Coffee(LCE) |
Sep00 |
000823 |
780.00 |
790.00 |
776.00 |
790.00 |
+11.00 |
1,763 |
17,402 |
-978 |
Nov00 |
000823 |
800.00 |
807.00 |
795.00 |
807.00 |
+8.00 |
1,638 |
27,489 |
+467 |
Jan01 |
000823 |
814.00 |
822.00 |
812.00 |
822.00 |
+8.00 |
629 |
9,080 |
+235 |
Mar01 |
000823 |
835.00 |
845.00 |
835.00 |
845.00 |
+8.00 |
4 |
2,434 |
+0 |
May01 |
000823 |
859.00 |
867.00 |
858.00 |
867.00 |
+8.00 |
23 |
1,810 |
+23 |
Jul01 |
000823 |
889.00 |
889.00 |
889.00 |
889.00 |
+8.00 |
14 |
321 |
+14 |
Total Volume and Open Interest |
4,071 |
58,683 |
-239 |
London Sugar(LCE) |
Aug00 |
000714 |
244.40 |
244.50 |
240.10 |
241.10 |
-3.30 |
2,919 |
885 |
-2,498 |
Oct00 |
000823 |
272.30 |
272.30 |
270.00 |
270.10 |
-2.20 |
1,324 |
14,575 |
+693 |
Dec00 |
000823 |
270.10 |
270.10 |
266.60 |
267.30 |
-2.90 |
493 |
9,342 |
+335 |
Mar01 |
000823 |
266.10 |
266.10 |
264.30 |
264.30 |
-1.80 |
310 |
10,147 |
-4 |
May01 |
000823 |
261.60 |
261.60 |
260.00 |
260.20 |
-1.40 |
200 |
1,670 |
+200 |
Total Volume and Open Interest |
2,327 |
40,823 |
+1,224 |
Cotton(NYBOT) |
Oct00 |
000823 |
63.70 |
64.00 |
63.25 |
63.88 |
-0.12 |
567 |
4,378 |
-30 |
Dec00 |
000823 |
65.75 |
66.20 |
65.40 |
65.96 |
-0.24 |
6,415 |
41,988 |
-176 |
Mar01 |
000823 |
67.40 |
67.75 |
67.00 |
67.50 |
-0.28 |
1,644 |
9,847 |
-65 |
May01 |
000823 |
67.90 |
68.10 |
67.50 |
68.05 |
-0.20 |
497 |
6,871 |
+149 |
Jul01 |
000823 |
68.70 |
68.70 |
68.60 |
68.60 |
-0.20 |
75 |
2,339 |
+16 |
Oct01 |
000823 |
66.35 |
66.45 |
66.35 |
66.45 |
-0.40 |
4 |
569 |
+0 |
Total Volume and Open Interest |
15,823 |
68,649 |
-9 |
Lumber(CME) |
Sep00 |
000823 |
228.0 |
229.9 |
226.2 |
227.3 |
-0.9 |
480 |
1,701 |
-26 |
Nov00 |
000823 |
241.8 |
243.2 |
241.5 |
241.8 |
-0.7 |
319 |
1,333 |
+35 |
Jan01 |
000823 |
256.1 |
256.1 |
253.7 |
253.7 |
-1.4 |
66 |
371 |
+17 |
Mar01 |
000823 |
262.0 |
262.0 |
260.6 |
260.8 |
-1.8 |
48 |
268 |
+26 |
Total Volume and Open Interest |
917 |
3,767 |
+51 |
Crude Oil(NYM) |
Oct00 |
000823 |
32.00 |
32.80 |
31.96 |
32.02 |
+0.80 |
84,418 |
120,881 |
+3,464 |
Nov00 |
000823 |
31.70 |
32.20 |
31.50 |
31.56 |
+0.73 |
20,522 |
44,892 |
+2,952 |
Dec00 |
000823 |
31.05 |
31.46 |
30.95 |
30.97 |
+0.66 |
12,011 |
40,765 |
+397 |
Jan01 |
000823 |
30.50 |
30.80 |
30.37 |
30.37 |
+0.61 |
2,641 |
21,163 |
+62 |
Feb01 |
000823 |
29.95 |
30.22 |
29.81 |
29.81 |
+0.57 |
1,933 |
12,018 |
+482 |
Mar01 |
000823 |
29.45 |
29.58 |
29.29 |
29.29 |
+0.53 |
1,175 |
10,720 |
+276 |
Apr01 |
000823 |
28.95 |
29.00 |
28.80 |
28.80 |
+0.49 |
1,074 |
6,493 |
-441 |
May01 |
000823 |
28.60 |
28.62 |
28.34 |
28.34 |
+0.45 |
297 |
6,540 |
-14 |
Jun01 |
000823 |
28.10 |
28.28 |
27.92 |
27.92 |
+0.41 |
1,323 |
20,085 |
+363 |
Jul01 |
000823 |
27.83 |
27.83 |
27.57 |
27.57 |
+0.39 |
780 |
8,519 |
+171 |
Total Volume and Open Interest |
180,183 |
407,838 |
-9,455 |
Heating Oil(NYM) |
Sep00 |
000823 |
94.50 |
96.40 |
93.70 |
95.61 |
+5.26 |
16,041 |
25,319 |
-3,533 |
Oct00 |
000823 |
93.50 |
95.45 |
93.20 |
94.78 |
+4.92 |
11,765 |
36,782 |
+349 |
Nov00 |
000823 |
92.80 |
94.50 |
92.50 |
93.78 |
+4.52 |
6,315 |
22,438 |
+0 |
Dec00 |
000823 |
92.00 |
93.50 |
91.50 |
92.83 |
+4.07 |
5,424 |
30,126 |
-613 |
Jan01 |
000823 |
90.75 |
92.10 |
90.40 |
91.38 |
+3.62 |
3,163 |
19,725 |
+277 |
Feb01 |
000823 |
88.50 |
89.50 |
88.00 |
88.58 |
+2.92 |
3,789 |
14,944 |
+286 |
Mar01 |
000823 |
84.00 |
84.25 |
83.30 |
83.33 |
+2.37 |
557 |
10,406 |
+185 |
Apr01 |
000823 |
80.00 |
80.00 |
79.08 |
79.08 |
+1.92 |
378 |
5,156 |
-56 |
May01 |
000823 |
77.20 |
77.20 |
75.68 |
75.68 |
+1.62 |
73 |
2,809 |
-35 |
Jun01 |
000823 |
74.00 |
74.70 |
73.43 |
73.43 |
+1.22 |
640 |
2,738 |
-213 |
Total Volume and Open Interest |
48,686 |
174,973 |
-3,315 |
Unleaded Gas(NYM) |
Sep00 |
000823 |
94.90 |
96.00 |
94.00 |
94.58 |
+1.25 |
20,240 |
23,748 |
-3,310 |
Oct00 |
000823 |
89.00 |
90.20 |
88.00 |
88.67 |
+1.42 |
12,461 |
22,914 |
+1,571 |
Nov00 |
000823 |
86.40 |
87.30 |
85.60 |
85.82 |
+1.42 |
1,668 |
6,794 |
-223 |
Dec00 |
000823 |
84.00 |
84.90 |
83.65 |
83.82 |
+1.37 |
203 |
6,402 |
+11 |
Jan01 |
000823 |
83.00 |
83.45 |
82.67 |
82.67 |
+1.27 |
553 |
2,591 |
+97 |
Feb01 |
000823 |
82.75 |
83.40 |
82.00 |
82.42 |
+1.27 |
467 |
2,701 |
-200 |
Mar01 |
000823 |
82.80 |
82.90 |
82.40 |
82.52 |
+1.27 |
225 |
1,221 |
-215 |
Apr01 |
000823 |
87.30 |
87.50 |
87.20 |
87.32 |
+1.27 |
10 |
1,795 |
+0 |
Total Volume and Open Interest |
35,867 |
69,383 |
-2,264 |
Natural Gas(NYM) |
Sep00 |
000823 |
4.690 |
4.790 |
4.565 |
4.605 |
+0.085 |
49,404 |
38,231 |
-2,386 |
Oct00 |
000823 |
4.680 |
4.760 |
4.560 |
4.605 |
+0.075 |
20,155 |
41,617 |
+1,692 |
Nov00 |
000823 |
4.750 |
4.760 |
4.600 |
4.652 |
+0.062 |
8,203 |
21,348 |
+679 |
Dec00 |
000823 |
4.800 |
4.860 |
4.680 |
4.720 |
+0.055 |
6,339 |
31,718 |
+1,102 |
Jan01 |
000823 |
4.720 |
4.800 |
4.620 |
4.667 |
+0.042 |
5,956 |
28,606 |
-408 |
Feb01 |
000823 |
4.460 |
4.530 |
4.390 |
4.399 |
+0.031 |
980 |
18,016 |
+285 |
Mar01 |
000823 |
4.200 |
4.225 |
4.115 |
4.133 |
+0.023 |
646 |
21,396 |
+126 |
Apr01 |
000823 |
3.900 |
3.950 |
3.860 |
3.875 |
+0.015 |
1,130 |
11,979 |
+76 |
Total Volume and Open Interest |
97,106 |
351,276 |
+1,491 |
Brent Crude Oil(IPE) |
Oct00 |
000823 |
30.90 |
31.18 |
30.55 |
30.69 |
+0.76 |
43,036 |
75,087 |
-3,382 |
Nov00 |
000823 |
30.50 |
30.77 |
30.25 |
30.39 |
+0.90 |
20,655 |
39,268 |
+2,587 |
Dec00 |
000823 |
29.90 |
30.26 |
29.80 |
29.95 |
+0.89 |
6,551 |
40,149 |
-835 |
Jan01 |
000823 |
29.40 |
29.60 |
29.24 |
29.38 |
+0.84 |
1,310 |
17,322 |
-572 |
Feb01 |
000823 |
28.85 |
28.92 |
28.76 |
28.81 |
+0.77 |
393 |
11,803 |
+6 |
Mar01 |
000823 |
28.30 |
28.30 |
28.20 |
28.23 |
+0.72 |
155 |
8,008 |
+0 |
Apr01 |
000823 |
27.80 |
27.83 |
27.69 |
27.69 |
+0.68 |
26 |
3,559 |
+25 |
May01 |
000823 |
27.35 |
27.35 |
27.10 |
27.23 |
+0.65 |
102 |
1,570 |
+100 |
Total Volume and Open Interest |
72,366 |
235,158 |
-2,096 |
Gas Oil(IPE) |
Sep00 |
000823 |
294.00 |
299.75 |
293.00 |
298.50 |
+11.25 |
13,108 |
38,360 |
-122 |
Oct00 |
000823 |
290.25 |
295.00 |
289.00 |
294.00 |
+10.50 |
7,474 |
32,653 |
+1,293 |
Nov00 |
000823 |
284.50 |
287.50 |
282.25 |
286.50 |
+9.25 |
3,124 |
14,268 |
+167 |
Dec00 |
000823 |
278.25 |
280.50 |
275.25 |
279.25 |
+8.00 |
2,690 |
29,859 |
-699 |
Jan01 |
000823 |
270.75 |
273.50 |
269.00 |
272.00 |
+6.75 |
491 |
6,898 |
-237 |
Feb01 |
000823 |
263.75 |
264.00 |
262.50 |
262.50 |
+5.75 |
209 |
4,545 |
+18 |
Mar01 |
000823 |
253.50 |
254.00 |
252.25 |
252.25 |
+4.75 |
3 |
4,254 |
+1 |
Apr01 |
000823 |
248.75 |
248.75 |
243.50 |
243.50 |
+4.00 |
51 |
2,018 |
-49 |
Total Volume and Open Interest |
27,151 |
141,527 |
+373 |
US Dollar Index(NYBOT) |
Sep00 |
000823 |
111.74 |
112.05 |
111.30 |
111.33 |
-0.32 |
900 |
5,041 |
+374 |
Dec00 |
000823 |
111.50 |
111.75 |
111.02 |
111.02 |
-0.38 |
40 |
2,113 |
+22 |
Mar01 |
000823 |
110.83 |
110.83 |
110.83 |
110.83 |
-0.32 |
912 |
7,154 |
+396 |
Total Volume and Open Interest |
940 |
7,154 |
+396 |
Australian Dollar(IMM) |
Sep00 |
000823 |
56.91 |
57.40 |
56.86 |
57.14 |
-0.93 |
5,008 |
18,737 |
+533 |
Dec00 |
000823 |
56.90 |
57.35 |
56.90 |
57.16 |
-0.94 |
919 |
809 |
+155 |
Mar01 |
000823 |
57.18 |
57.18 |
57.18 |
57.18 |
-0.95 |
0 |
694 |
+0 |
Total Volume and Open Interest |
5,927 |
20,241 |
+688 |
British Pound(IMM) |
Sep00 |
000823 |
148.18 |
148.78 |
147.90 |
148.74 |
+0.26 |
6,540 |
40,517 |
+1,741 |
Dec00 |
000823 |
148.30 |
148.94 |
148.10 |
148.94 |
+0.26 |
370 |
557 |
+137 |
Mar01 |
000823 |
149.14 |
149.14 |
148.30 |
149.14 |
+0.26 |
0 |
12 |
+0 |
Total Volume and Open Interest |
6,910 |
41,087 |
+1,878 |
Canadian Dollar(IMM) |
Sep00 |
000823 |
67.50 |
67.50 |
67.22 |
67.32 |
-0.47 |
7,253 |
55,580 |
-2,129 |
Dec00 |
000823 |
67.61 |
67.64 |
67.35 |
67.46 |
-0.48 |
1,693 |
7,121 |
+1,612 |
Mar01 |
000823 |
67.60 |
67.62 |
67.48 |
67.62 |
-0.48 |
6 |
754 |
+3 |
Jun01 |
000823 |
67.78 |
67.78 |
67.78 |
67.78 |
-0.48 |
2 |
145 |
+1 |
Total Volume and Open Interest |
8,956 |
63,613 |
-512 |
Japanese Yen(IMM) |
Sep00 |
000823 |
93.65 |
94.03 |
93.58 |
93.85 |
+1.08 |
6,716 |
76,255 |
-799 |
Dec00 |
000823 |
95.25 |
95.50 |
95.12 |
95.33 |
+1.08 |
54 |
4,213 |
+0 |
Mar01 |
000823 |
96.95 |
96.95 |
96.86 |
96.86 |
+1.10 |
0 |
162 |
+0 |
Total Volume and Open Interest |
6,770 |
80,631 |
-799 |
Swiss Franc(IMM) |
Sep00 |
000823 |
57.69 |
58.22 |
57.69 |
58.20 |
+0.55 |
6,619 |
54,514 |
-181 |
Dec00 |
000823 |
58.19 |
58.66 |
58.19 |
58.65 |
+0.55 |
47 |
488 |
+9 |
Mar01 |
000823 |
58.65 |
59.08 |
58.65 |
59.08 |
+0.55 |
0 |
6 |
+0 |
Total Volume and Open Interest |
6,666 |
55,008 |
-172 |
EuroFX(IMM) |
Sep00 |
000823 |
89.45 |
90.16 |
89.36 |
90.14 |
+0.27 |
10,281 |
68,666 |
-130 |
Dec00 |
000823 |
89.86 |
90.55 |
89.78 |
90.53 |
+0.27 |
453 |
1,754 |
+420 |
Mar01 |
000823 |
90.25 |
90.90 |
90.20 |
90.90 |
+0.27 |
0 |
227 |
+0 |
Total Volume and Open Interest |
8,985 |
70,357 |
+803 |
Mexican Peso(IMM) |
Sep00 |
000823 |
10680.0 |
10730.0 |
10650.0 |
10720.0 |
-13.0 |
1,734 |
13,785 |
-169 |
Dec00 |
000823 |
10430.0 |
10458.0 |
10400.0 |
10458.0 |
-12.0 |
37 |
2,151 |
+18 |
Total Volume and Open Interest |
2,282 |
19,153 |
-648 |
30-Year T-Bonds(CBOT) |
Sep00 |
000823 |
99~29 |
100~19 |
99~25 |
100~12 |
+0~15 |
137,033 |
366,708 |
-21,136 |
Dec00 |
000823 |
100~00 |
100~19 |
99~31 |
100~14 |
+0~15 |
49,933 |
91,652 |
+30,498 |
Mar01 |
000823 |
100~07 |
100~21 |
100~07 |
100~16 |
+0~14 |
174 |
1,207 |
-541 |
Total Volume and Open Interest |
187,177 |
459,678 |
+8,857 |
Municipal Bonds(CBOT) |
Sep00 |
000823 |
99~24 |
100~03 |
99~23 |
99~28 |
+0~05 |
644 |
19,063 |
-41 |
Dec00 |
000823 |
99~07 |
99~08 |
99~03 |
99~04 |
+0~07 |
303 |
3,825 |
+243 |
Total Volume and Open Interest |
947 |
22,888 |
+202 |
10-Year T-Notes(CBOT) |
Sep00 |
000823 |
99~230 |
100~050 |
99~210 |
100~035 |
+0~125 |
66,694 |
476,849 |
-22,903 |
Dec00 |
000823 |
99~255 |
100~030 |
99~255 |
100~015 |
+0~130 |
16,464 |
107,907 |
+6,291 |
Total Volume and Open Interest |
83,164 |
584,873 |
-16,612 |
5-Year T-Notes(CBOT) |
Sep00 |
000823 |
99~230 |
99~275 |
99~225 |
99~260 |
+0~070 |
52,781 |
320,275 |
-11,679 |
Dec00 |
000823 |
99~255 |
99~280 |
99~245 |
99~275 |
+0~070 |
21,499 |
72,997 |
+14,098 |
Total Volume and Open Interest |
74,280 |
393,272 |
+2,419 |
2 Year T-Notes(CBOT) |
Sep00 |
000823 |
99~064 |
99~074 |
99~064 |
99~072 |
+0~011 |
4,433 |
47,152 |
-210 |
Dec00 |
000823 |
99~067 |
99~076 |
99~067 |
99~076 |
+0~013 |
3,615 |
8,443 |
+1,458 |
Total Volume and Open Interest |
8,048 |
55,595 |
+1,248 |
3-Mth T-Bills(IMM) |
Sep00 |
000823 |
93.91 |
93.91 |
93.91 |
93.91 |
+0.01 |
0 |
1,436 |
-1 |
Total Volume and Open Interest |
0 |
1,438 |
-1 |
Eurodollars(IMM) |
Sep00 |
000823 |
93.302 |
93.310 |
93.302 |
93.308 |
+0.010 |
49,873 |
567,170 |
-3,286 |
Dec00 |
000823 |
93.135 |
93.160 |
93.135 |
93.155 |
+0.035 |
36,855 |
546,296 |
-1,283 |
Mar01 |
000823 |
93.185 |
93.225 |
93.185 |
93.210 |
+0.040 |
71,323 |
498,556 |
+2,435 |
Jun01 |
000823 |
93.170 |
93.210 |
93.170 |
93.195 |
+0.045 |
29,212 |
287,133 |
-1,651 |
Sep01 |
000823 |
93.155 |
93.195 |
93.155 |
93.190 |
+0.055 |
15,002 |
228,166 |
-482 |
Dec01 |
000823 |
93.100 |
93.140 |
93.100 |
93.140 |
+0.060 |
10,567 |
171,028 |
-1,169 |
Mar02 |
000823 |
93.160 |
93.210 |
93.160 |
93.205 |
+0.070 |
11,164 |
138,849 |
-227 |
Jun02 |
000823 |
93.160 |
93.205 |
93.160 |
93.200 |
+0.070 |
7,773 |
106,253 |
+812 |
Sep02 |
000823 |
93.175 |
93.205 |
93.170 |
93.205 |
+0.070 |
3,318 |
97,061 |
+16 |
Dec02 |
000823 |
93.110 |
93.150 |
93.110 |
93.145 |
+0.070 |
2,977 |
75,971 |
+1,030 |
Mar03 |
000823 |
93.160 |
93.200 |
93.160 |
93.195 |
+0.070 |
2,913 |
72,020 |
+47 |
Jun03 |
000823 |
93.150 |
93.185 |
93.150 |
93.180 |
+0.070 |
2,382 |
50,708 |
+588 |
Total Volume and Open Interest |
262,549 |
3,213,701 |
-1,339 |
3-Mth Euro-Yen(IMM) |
Sep00 |
000823 |
99.63 |
99.63 |
99.62 |
99.63 |
+0.01 |
423 |
10,779 |
-46 |
Dec00 |
000823 |
99.51 |
99.51 |
99.51 |
99.51 |
unch |
606 |
12,564 |
-261 |
Mar01 |
000823 |
99.45 |
99.45 |
99.44 |
99.45 |
-0.01 |
694 |
13,703 |
-122 |
Jun01 |
000823 |
99.36 |
99.36 |
99.36 |
99.36 |
-0.01 |
1,097 |
9,030 |
+259 |
Sep01 |
000823 |
99.26 |
99.26 |
99.25 |
99.26 |
-0.01 |
1,136 |
14,431 |
-86 |
Dec01 |
000823 |
99.13 |
99.14 |
99.13 |
99.14 |
-0.01 |
150 |
3,157 |
+41 |
Mar02 |
000823 |
99.04 |
99.04 |
99.04 |
99.04 |
-0.02 |
155 |
2,703 |
+105 |
Jun02 |
000823 |
98.93 |
98.93 |
98.93 |
98.93 |
-0.03 |
0 |
679 |
+0 |
Sep02 |
000823 |
98.81 |
98.81 |
98.80 |
98.81 |
-0.02 |
0 |
36 |
+0 |
Dec02 |
000823 |
98.66 |
98.66 |
98.66 |
98.66 |
-0.02 |
0 |
30 |
+0 |
Total Volume and Open Interest |
4,261 |
67,112 |
-110 |
3-Mth Euro-Yen(SIMEX) |
Sep00 |
000823 |
99.62 |
99.63 |
99.62 |
99.63 |
unch |
3,035 |
96,583 |
+56 |
Dec00 |
000823 |
99.50 |
99.51 |
99.50 |
99.51 |
unch |
4,512 |
106,027 |
-152 |
Mar01 |
000823 |
99.46 |
99.46 |
99.44 |
99.45 |
-0.01 |
6,781 |
105,276 |
+325 |
Jun01 |
000823 |
99.36 |
99.37 |
99.35 |
99.36 |
-0.01 |
5,985 |
85,731 |
-236 |
Sep01 |
000823 |
99.27 |
99.27 |
99.25 |
99.26 |
-0.02 |
2,962 |
62,191 |
+84 |
Dec01 |
000823 |
99.14 |
99.14 |
99.13 |
99.13 |
-0.02 |
2,371 |
22,936 |
-559 |
Mar02 |
000823 |
99.05 |
99.05 |
99.04 |
99.04 |
-0.02 |
516 |
14,697 |
-101 |
Jun02 |
000823 |
98.92 |
98.93 |
98.92 |
98.93 |
-0.03 |
142 |
3,758 |
+1 |
Total Volume and Open Interest |
26,429 |
500,758 |
-582 |
German Euro-Bund(EUREX) |
Sep00 |
000823 |
105.20 |
105.56 |
104.92 |
105.44 |
+0.21 |
510,678 |
609,461 |
+14,339 |
Dec00 |
000823 |
104.88 |
105.25 |
104.69 |
105.17 |
+0.20 |
5,772 |
49,881 |
+5,189 |
Mar01 |
000823 |
105.13 |
105.13 |
105.13 |
105.13 |
+0.20 |
0 |
934 |
-195 |
Total Volume and Open Interest |
516,450 |
660,276 |
+19,333 |
German Euro-Bobl(EUREX) |
Sep00 |
000823 |
102.64 |
102.89 |
102.55 |
102.83 |
+0.15 |
219,093 |
272,529 |
+49 |
Dec00 |
000823 |
102.71 |
102.78 |
102.70 |
102.78 |
+0.16 |
1,319 |
24,632 |
+1,892 |
Mar01 |
000823 |
102.53 |
102.53 |
102.53 |
102.53 |
+0.15 |
0 |
634 |
-120 |
Total Volume and Open Interest |
220,412 |
297,795 |
+1,821 |
Long Gilt(LIFFE) |
Sep00 |
000823 |
112~07 |
112~27 |
112~04 |
112~25 |
+0~09 |
16,482 |
59,600 |
+2,016 |
Dec00 |
000823 |
111~30 |
112~17 |
111~30 |
112~16 |
+0~09 |
1,859 |
9,999 |
+1,612 |
Total Volume and Open Interest |
18,341 |
69,599 |
+3,628 |
3-Mth Short Sterling(LIFFE) |
Sep00 |
000823 |
93.69 |
93.73 |
93.68 |
93.72 |
+0.02 |
7,557 |
177,223 |
-1,196 |
Dec00 |
000823 |
93.57 |
93.63 |
93.57 |
93.62 |
+0.03 |
9,468 |
182,154 |
-771 |
Mar01 |
000823 |
93.56 |
93.62 |
93.55 |
93.60 |
+0.03 |
10,579 |
160,737 |
+343 |
Total Volume and Open Interest |
40,495 |
832,467 |
-516 |
3-Mth Euribor(LIFFE) |
Sep00 |
000823 |
95.030 |
95.075 |
95.025 |
95.065 |
+0.020 |
69,442 |
327,772 |
+3,176 |
Dec00 |
000823 |
94.655 |
94.715 |
94.645 |
94.710 |
+0.030 |
59,790 |
291,421 |
+2,049 |
Mar01 |
000823 |
94.610 |
94.670 |
94.590 |
94.665 |
+0.045 |
44,652 |
228,829 |
+3,677 |
Total Volume and Open Interest |
241,147 |
1,337,370 |
+18,672 |
3-Mth Aus T-Bills(SFE) |
Sep00 |
000823 |
93.43 |
93.44 |
93.39 |
93.41 |
-0.05 |
1,207 |
204,421 |
-5,603 |
Dec00 |
000823 |
93.27 |
93.29 |
93.23 |
93.26 |
-0.06 |
1,178 |
162,287 |
-1,535 |
Mar01 |
000823 |
93.23 |
93.23 |
93.18 |
93.21 |
-0.06 |
157 |
54,053 |
-172 |
Jun01 |
000823 |
93.22 |
93.22 |
93.19 |
93.20 |
-0.06 |
684 |
24,288 |
+370 |
Sep01 |
000823 |
93.21 |
93.21 |
93.19 |
93.19 |
-0.07 |
11 |
12,097 |
-68 |
Dec01 |
000823 |
93.21 |
93.21 |
93.18 |
93.18 |
-0.08 |
11 |
7,659 |
+102 |
Mar02 |
000823 |
93.20 |
93.20 |
93.18 |
93.18 |
-0.07 |
50 |
6,001 |
+60 |
Jun02 |
000823 |
93.18 |
93.19 |
93.16 |
93.17 |
-0.06 |
25 |
3,826 |
+0 |
Sep02 |
000823 |
93.16 |
93.17 |
93.15 |
93.15 |
-0.06 |
19 |
1,694 |
-9 |
Dec02 |
000823 |
93.16 |
93.16 |
93.14 |
93.14 |
-0.07 |
50 |
1,525 |
-50 |
Total Volume and Open Interest |
3,401 |
482,242 |
-6,905 |
10-Year Aus T-Bonds(SFE) |
Sep00 |
000823 |
93.72 |
93.79 |
93.71 |
93.78 |
+0.05 |
3,378 |
153,017 |
-8,985 |
Dec00 |
000823 |
93.73 |
93.73 |
93.73 |
93.73 |
-0.04 |
0 |
20 |
+0 |
Total Volume and Open Interest |
3,378 |
153,037 |
-8,985 |
3-Year Aus T-Bonds(SFE) |
Sep00 |
000823 |
93.61 |
93.62 |
93.57 |
93.60 |
-0.06 |
7,058 |
382,675 |
-2,928 |
Dec00 |
000823 |
93.60 |
93.60 |
93.60 |
93.60 |
-0.05 |
0 |
1,150 |
+0 |
Total Volume and Open Interest |
7,058 |
383,825 |
-2,928 |
Gold(CMX) |
Aug00 |
000823 |
271.0 |
273.4 |
271.0 |
271.1 |
-2.4 |
9 |
58 |
-7 |
Oct00 |
000823 |
273.3 |
275.6 |
272.6 |
272.8 |
-2.6 |
268 |
8,230 |
+4 |
Dec00 |
000823 |
276.5 |
278.7 |
275.3 |
275.7 |
-2.6 |
11,525 |
77,863 |
+656 |
Feb01 |
000823 |
279.7 |
281.6 |
278.2 |
278.3 |
-2.6 |
109 |
11,895 |
+3 |
Apr01 |
000823 |
280.8 |
280.8 |
280.8 |
280.8 |
-2.7 |
4 |
3,871 |
+0 |
Jun01 |
000823 |
283.3 |
283.3 |
283.3 |
283.3 |
-2.7 |
17 |
8,520 |
+3 |
Total Volume and Open Interest |
11,942 |
130,211 |
+702 |
Silver(CMX) |
Sep00 |
000823 |
483.0 |
485.5 |
478.0 |
479.8 |
-5.0 |
8,200 |
46,699 |
-2,659 |
Dec00 |
000823 |
490.0 |
492.0 |
485.0 |
486.4 |
-5.0 |
4,695 |
41,561 |
+1,146 |
Mar01 |
000823 |
497.0 |
497.0 |
490.0 |
492.2 |
-5.1 |
176 |
2,409 |
+69 |
May01 |
000823 |
495.0 |
495.0 |
495.0 |
495.0 |
-5.1 |
0 |
833 |
+0 |
Jul01 |
000823 |
497.9 |
497.9 |
497.9 |
497.9 |
-5.1 |
0 |
1,778 |
+0 |
Total Volume and Open Interest |
13,280 |
98,698 |
-1,251 |
Platinum(NYM) |
Oct00 |
000823 |
570.8 |
575.8 |
565.2 |
571.4 |
+0.1 |
301 |
8,784 |
+68 |
Jan01 |
000823 |
552.0 |
557.0 |
552.0 |
556.4 |
-0.9 |
29 |
763 |
+12 |
Total Volume and Open Interest |
330 |
9,552 |
+80 |
Palladium(NYME) |
Sep00 |
000823 |
732.00 |
732.50 |
730.00 |
730.00 |
-9.15 |
158 |
276 |
-143 |
Dec00 |
000823 |
734.00 |
739.00 |
725.50 |
730.00 |
-8.15 |
263 |
1,529 |
+126 |
Mar01 |
000823 |
725.00 |
725.00 |
725.00 |
725.00 |
-8.15 |
0 |
5 |
+0 |
Total Volume and Open Interest |
421 |
1,810 |
-17 |
Copper(CMX) |
Sep00 |
000823 |
85.85 |
86.60 |
85.35 |
85.65 |
-0.10 |
7,845 |
32,816 |
-1,334 |
Dec00 |
000823 |
86.80 |
87.55 |
86.40 |
86.75 |
-0.05 |
5,542 |
22,114 |
+1,387 |
Mar01 |
000823 |
86.90 |
87.00 |
86.20 |
86.45 |
+0.05 |
24 |
5,015 |
+52 |
May01 |
000823 |
86.45 |
86.80 |
86.25 |
86.25 |
+0.05 |
8 |
1,446 |
+5 |
Jul01 |
000823 |
86.70 |
86.70 |
86.05 |
86.05 |
+0.05 |
9 |
893 |
+6 |
Total Volume and Open Interest |
14,101 |
75,325 |
-116 |
DJIA Index(CBOT) |
Sep00 |
000823 |
11160 |
11213 |
11095 |
11185 |
-15 |
10,117 |
14,197 |
+755 |
Dec00 |
000823 |
11300 |
11360 |
11255 |
11334 |
-15 |
19 |
2,141 |
+2 |
Mar01 |
000823 |
11485 |
11485 |
11485 |
11485 |
-15 |
4 |
8 |
+4 |
Jun01 |
000823 |
11641 |
11641 |
11641 |
11641 |
-15 |
|
|
|
Total Volume and Open Interest |
6,517 |
15,591 |
-64 |
S & P 500(CME) |
Sep00 |
000823 |
1501.00 |
1513.50 |
1495.00 |
1510.20 |
+2.70 |
42,569 |
363,754 |
-1,265 |
Dec00 |
000823 |
1523.00 |
1535.00 |
1518.00 |
1532.60 |
+2.70 |
9,193 |
22,772 |
+4,358 |
Mar01 |
000823 |
1555.80 |
1558.30 |
1543.30 |
1555.80 |
+2.50 |
18 |
1,432 |
+10 |
Jun01 |
000823 |
1579.70 |
1582.10 |
1567.10 |
1579.70 |
+2.60 |
38 |
1,278 |
-2 |
Total Volume and Open Interest |
51,818 |
389,401 |
+3,101 |
S & P 500 E-Mini(Globex) |
Sep00 |
000823 |
1507.50 |
1513.50 |
1494.75 |
1510.25 |
+2.75 |
49,703 |
48,995 |
+1,051 |
Dec00 |
000823 |
1519.25 |
1534.00 |
1519.00 |
1532.50 |
+2.50 |
11 |
71 |
+4 |
Total Volume and Open Interest |
49,714 |
49,066 |
+1,055 |
NASDAQ 100(CME) |
Sep00 |
000823 |
3814.00 |
3918.00 |
3773.00 |
3902.00 |
+57.00 |
10,900 |
32,190 |
-1,131 |
Dec00 |
000823 |
3858.00 |
3965.00 |
3858.00 |
3964.00 |
+57.00 |
258 |
359 |
+257 |
Mar01 |
000823 |
4026.00 |
4026.00 |
4026.00 |
4026.00 |
+58.00 |
20 |
24 |
+20 |
Total Volume and Open Interest |
11,178 |
32,573 |
-854 |
NASDAQ 100 E-Mini(GLOBEX) |
Sep00 |
000823 |
3845.0 |
3918.5 |
3772.5 |
3902.0 |
+57.0 |
36,435 |
32,649 |
-147 |
Dec00 |
000823 |
3842.5 |
3964.0 |
3842.0 |
3964.0 |
+57.0 |
0 |
17 |
+0 |
Total Volume and Open Interest |
36,435 |
32,666 |
-147 |
NYSE Composite(NYBOT) |
Sep00 |
000823 |
673.50 |
676.00 |
671.50 |
674.20 |
-0.60 |
|
|
|
Dec00 |
000823 |
681.25 |
683.70 |
681.25 |
683.70 |
-0.60 |
|
|
|
Mar01 |
000823 |
693.50 |
693.50 |
693.20 |
693.20 |
-0.60 |
|
|
|
Total Volume and Open Interest |
|
|
|
S & P Midcap 400(CME) |
Sep00 |
000823 |
525.00 |
528.40 |
523.00 |
528.00 |
+1.40 |
404 |
13,159 |
+84 |
Dec00 |
000823 |
535.75 |
535.75 |
535.75 |
535.75 |
+1.40 |
|
|
|
Mar01 |
000823 |
541.75 |
541.75 |
541.75 |
541.75 |
+1.40 |
|
|
|
Total Volume and Open Interest |
404 |
13,159 |
+84 |
Russell 2000(CME) |
Sep00 |
000823 |
516.50 |
520.80 |
514.75 |
519.95 |
-0.05 |
808 |
11,740 |
+110 |
Dec00 |
000823 |
527.20 |
527.20 |
526.25 |
527.20 |
-0.05 |
0 |
100 |
+0 |
Mar01 |
000823 |
534.75 |
534.75 |
533.80 |
534.75 |
-0.05 |
|
|
|
Total Volume and Open Interest |
808 |
11,840 |
+110 |
Value Line(KCBT) |
Sep00 |
000823 |
1138.00 |
1139.50 |
1132.50 |
1139.50 |
-0.50 |
6 |
205 |
-3 |
Total Volume and Open Interest |
7 |
209 |
-2 |
Nikkei 225(CME) |
Sep00 |
000823 |
16345 |
16420 |
16260 |
16415 |
-35 |
909 |
14,900 |
-412 |
Dec00 |
000823 |
16360 |
16425 |
16310 |
16425 |
-35 |
3 |
48 |
+3 |
Total Volume and Open Interest |
912 |
14,948 |
-409 |
Nikkei 225(SIMEX) |
Sep00 |
000823 |
16380 |
16540 |
16350 |
16375 |
-35 |
18,110 |
106,086 |
-3,141 |
Dec00 |
000823 |
16365 |
16365 |
16365 |
16365 |
-35 |
0 |
7,129 |
+0 |
Mar01 |
000823 |
16385 |
16385 |
16385 |
16385 |
-35 |
0 |
3,790 |
+0 |
Total Volume and Open Interest |
18,110 |
117,420 |
-3,141 |
CAC 40(MATIF) |
Aug00 |
000823 |
6550.0 |
6585.5 |
6467.0 |
6541.0 |
-11.0 |
40,255 |
240,117 |
+1,918 |
Sep00 |
000823 |
6556.0 |
6586.0 |
6473.0 |
6541.0 |
-23.0 |
5,730 |
116,781 |
-1,218 |
Oct00 |
000823 |
6545.0 |
6545.0 |
6545.0 |
6545.0 |
-54.0 |
|
|
|
Total Volume and Open Interest |
48,680 |
381,319 |
+7,104 |
DAX Index(EUREX) |
Sep00 |
000823 |
7280.0 |
7280.0 |
7175.0 |
7239.0 |
-35.0 |
23,759 |
165,762 |
+938 |
Dec00 |
000823 |
7335.0 |
7335.0 |
7270.0 |
7329.0 |
-35.5 |
116 |
3,073 |
+2 |
Mar01 |
000823 |
7395.0 |
7428.0 |
7395.0 |
7428.0 |
-35.0 |
12 |
289 |
+0 |
Total Volume and Open Interest |
23,887 |
169,124 |
+940 |
FT-SE 100(LIFFE) |
Sep00 |
000823 |
6596.00 |
6618.50 |
6551.00 |
6579.00 |
-21.00 |
23,040 |
270,065 |
+1,960 |
Dec00 |
000823 |
6680.00 |
6680.00 |
6652.50 |
6660.00 |
-22.00 |
253 |
22,567 |
+3 |
Mar01 |
000823 |
6717.00 |
6723.00 |
6717.00 |
6723.00 |
-20.50 |
25 |
3,340 |
+25 |
Total Volume and Open Interest |
23,318 |
295,972 |
+1,988 |
SPI 200(SFE) |
Sep00 |
000823 |
3380.0 |
3383.0 |
3365.0 |
3369.0 |
-13.0 |
10,200 |
119,202 |
-5,797 |
Dec00 |
000823 |
3405.0 |
3408.0 |
3394.0 |
3395.0 |
-12.0 |
1,638 |
4,885 |
+1,678 |
Mar01 |
000823 |
3412.0 |
3412.0 |
3412.0 |
3412.0 |
-12.0 |
0 |
1,145 |
+0 |
Total Volume and Open Interest |
11,838 |
125,406 |
-4,119 |
GSCI(CME) |
Sep00 |
000823 |
237.00 |
240.05 |
236.35 |
237.15 |
+4.10 |
510 |
34,650 |
-110 |
Oct00 |
000823 |
235.00 |
236.80 |
235.00 |
235.00 |
+2.50 |
0 |
29 |
+0 |
Nov00 |
000823 |
233.50 |
234.80 |
233.50 |
233.50 |
+2.50 |
|
|
|
Total Volume and Open Interest |
510 |
34,679 |
-110 |
Bridge CRB Index(NYBOT) |
Nov00 |
000823 |
222.10 |
222.60 |
221.40 |
221.40 |
+0.10 |
150 |
538 |
-6 |
Jan01 |
000823 |
221.90 |
221.90 |
221.90 |
221.90 |
+0.10 |
0 |
648 |
+0 |
Feb01 |
000823 |
220.90 |
220.90 |
220.90 |
220.90 |
+0.10 |
3 |
349 |
+2 |
Total Volume and Open Interest |
153 |
1,535 |
-4 |
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
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