 |
MRCI's Free Historical Futures Prices |
Daily Futures Price Listing Fri September 01, 2000 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Sep00 |
000901 |
493.00 |
497.00 |
490.00 |
492.75 |
-2.00 |
3,600 |
6,426 |
+0 |
Nov00 |
000901 |
502.00 |
508.00 |
500.50 |
503.50 |
-1.50 |
50,007 |
83,768 |
+0 |
Jan01 |
000901 |
512.00 |
517.75 |
511.00 |
513.50 |
-1.50 |
3,660 |
13,903 |
+0 |
Mar01 |
000901 |
522.50 |
527.25 |
520.00 |
522.25 |
-1.50 |
1,696 |
10,034 |
+0 |
May01 |
000901 |
529.00 |
533.50 |
527.00 |
529.25 |
-1.50 |
2,494 |
6,994 |
+0 |
Jul01 |
000901 |
537.00 |
541.50 |
535.50 |
537.50 |
-1.25 |
4,000 |
8,270 |
+0 |
Aug01 |
000901 |
537.00 |
537.00 |
537.00 |
537.00 |
-3.00 |
|
|
|
Total Volume and Open Interest |
65,588 |
132,352 |
+648 |
Soybean Meal(CBOT) |
Sep00 |
000901 |
169.70 |
170.90 |
168.70 |
169.80 |
-1.00 |
4,194 |
13,225 |
+0 |
Oct00 |
000901 |
168.60 |
169.40 |
166.80 |
168.40 |
-0.80 |
6,340 |
16,440 |
+0 |
Dec00 |
000901 |
169.90 |
171.40 |
168.20 |
169.50 |
-1.40 |
18,871 |
44,920 |
+0 |
Jan01 |
000901 |
170.70 |
171.80 |
169.00 |
169.80 |
-1.80 |
1,920 |
9,530 |
+0 |
Mar01 |
000901 |
172.00 |
172.70 |
170.50 |
171.50 |
-1.50 |
453 |
7,678 |
+0 |
May01 |
000901 |
172.80 |
173.50 |
171.30 |
172.50 |
-1.90 |
659 |
4,523 |
+0 |
Jul01 |
000901 |
175.00 |
175.50 |
173.00 |
174.80 |
-1.10 |
508 |
2,113 |
+0 |
Aug01 |
000901 |
172.50 |
172.50 |
172.30 |
172.50 |
-2.50 |
95 |
305 |
+0 |
Total Volume and Open Interest |
33,101 |
99,033 |
+299 |
Soybean Oil(CBOT) |
Sep00 |
000901 |
15.75 |
15.95 |
15.71 |
15.80 |
+0.05 |
8,720 |
8,444 |
+0 |
Oct00 |
000901 |
15.91 |
16.09 |
15.87 |
15.98 |
+0.09 |
5,234 |
23,694 |
+0 |
Dec00 |
000901 |
16.32 |
16.48 |
16.25 |
16.36 |
+0.08 |
14,243 |
62,032 |
-31 |
Jan01 |
000901 |
16.59 |
16.76 |
16.55 |
16.64 |
+0.07 |
2,712 |
16,691 |
+0 |
Mar01 |
000901 |
17.05 |
17.15 |
16.95 |
17.00 |
+0.06 |
508 |
9,113 |
+0 |
May01 |
000901 |
17.35 |
17.45 |
17.30 |
17.38 |
+0.08 |
307 |
7,368 |
+0 |
Jul01 |
000901 |
17.80 |
17.80 |
17.70 |
17.72 |
+0.07 |
147 |
5,426 |
+0 |
Aug01 |
000901 |
17.98 |
17.98 |
17.81 |
17.81 |
+0.14 |
5 |
1,065 |
+0 |
Total Volume and Open Interest |
31,873 |
13,829 |
-124,531 |
Canola(WCE) |
Sep00 |
000901 |
256.9 |
256.9 |
256.9 |
256.9 |
+2.3 |
37 |
2,132 |
-60 |
Nov00 |
000901 |
260.8 |
263.3 |
260.6 |
261.0 |
-0.1 |
6,039 |
44,979 |
+751 |
Jan01 |
000901 |
267.0 |
269.2 |
266.8 |
267.2 |
-0.1 |
208 |
8,115 |
+50 |
Mar01 |
000901 |
273.0 |
274.8 |
273.0 |
273.1 |
-0.3 |
42 |
1,501 |
+2 |
May01 |
000901 |
279.1 |
279.1 |
279.1 |
279.1 |
+2.4 |
0 |
43 |
+0 |
Total Volume and Open Interest |
6,326 |
56,847 |
+743 |
Corn(CBOT) |
Sep00 |
000901 |
182.75 |
183.25 |
181.75 |
182.50 |
-1.25 |
15,471 |
48,166 |
+0 |
Nov00 |
000901 |
191.75 |
191.75 |
190.00 |
190.50 |
-2.25 |
1,896 |
1,947 |
+0 |
Dec00 |
000901 |
195.75 |
195.75 |
194.00 |
194.25 |
-2.25 |
42,691 |
216,570 |
+0 |
Jan01 |
000901 |
199.25 |
199.25 |
198.00 |
198.00 |
-2.00 |
11 |
411 |
+0 |
Mar01 |
000901 |
207.50 |
207.50 |
206.00 |
206.25 |
-1.75 |
4,914 |
56,191 |
+0 |
May01 |
000901 |
214.00 |
214.25 |
213.00 |
213.50 |
-1.25 |
980 |
15,240 |
+0 |
Total Volume and Open Interest |
67,481 |
377,030 |
+0 |
Wheat(CBOT) |
Sep00 |
000901 |
250.00 |
252.00 |
248.00 |
250.25 |
-0.50 |
4,329 |
10,639 |
+0 |
Dec00 |
000901 |
268.50 |
270.00 |
265.25 |
267.50 |
-0.75 |
18,515 |
92,578 |
+0 |
Mar01 |
000901 |
285.50 |
286.00 |
282.00 |
284.00 |
-1.25 |
1,968 |
22,578 |
+0 |
May01 |
000901 |
295.00 |
295.50 |
292.50 |
294.25 |
-1.00 |
526 |
1,419 |
+0 |
Jul01 |
000901 |
304.00 |
304.50 |
301.00 |
303.00 |
-1.00 |
457 |
9,500 |
+0 |
Total Volume and Open Interest |
25,809 |
137,300 |
-13 |
Wheat(KCBT) |
Sep00 |
000901 |
291.75 |
293.75 |
290.00 |
293.25 |
+0.50 |
2,824 |
2,695 |
-1,131 |
Dec00 |
000901 |
308.75 |
310.00 |
306.00 |
308.75 |
unch |
6,831 |
59,565 |
-283 |
Mar01 |
000901 |
324.00 |
324.00 |
320.50 |
323.00 |
-0.50 |
1,384 |
14,727 |
+267 |
May01 |
000901 |
329.50 |
332.00 |
329.50 |
331.00 |
unch |
65 |
1,656 |
+57 |
Jul01 |
000901 |
337.00 |
339.50 |
336.00 |
338.00 |
-0.25 |
143 |
1,877 |
+122 |
Total Volume and Open Interest |
11,253 |
80,538 |
-963 |
Wheat(MGE) |
Sep00 |
000901 |
302.00 |
303.00 |
301.00 |
301.25 |
-0.75 |
1,195 |
659 |
-1,173 |
Dec00 |
000901 |
318.00 |
318.00 |
315.50 |
316.75 |
-0.75 |
2,651 |
17,554 |
+583 |
Mar01 |
000901 |
331.25 |
332.50 |
329.75 |
331.00 |
-0.75 |
456 |
4,509 |
+204 |
May01 |
000901 |
339.00 |
340.75 |
338.50 |
339.25 |
-0.75 |
94 |
751 |
+66 |
Jul01 |
000901 |
348.25 |
348.25 |
347.75 |
347.75 |
+0.25 |
7 |
281 |
+3 |
Total Volume and Open Interest |
4,425 |
23,956 |
-299 |
Oats(CBOT) |
Sep00 |
000901 |
97.50 |
97.75 |
97.00 |
97.75 |
-0.25 |
274 |
2,401 |
+0 |
Dec00 |
000901 |
107.75 |
108.75 |
107.25 |
108.50 |
+0.75 |
1,526 |
10,297 |
+0 |
Mar01 |
000901 |
116.75 |
118.00 |
116.75 |
117.75 |
+0.75 |
60 |
1,507 |
+0 |
May01 |
000901 |
122.25 |
122.50 |
122.25 |
122.50 |
unch |
20 |
122 |
+0 |
Total Volume and Open Interest |
1,880 |
14,327 |
-118 |
Rough Rice(CBOT) |
Sep00 |
000901 |
6.20 |
6.28 |
6.19 |
6.28 |
+0.01 |
166 |
1,093 |
+0 |
Nov00 |
000901 |
6.19 |
6.23 |
6.13 |
6.21 |
+0.02 |
293 |
2,670 |
+0 |
Jan01 |
000901 |
6.28 |
6.34 |
6.22 |
6.34 |
+0.03 |
55 |
2,175 |
+0 |
Mar01 |
000901 |
6.40 |
6.46 |
6.40 |
6.46 |
+0.04 |
5 |
486 |
+0 |
Total Volume and Open Interest |
519 |
6,424 |
-105 |
Live Cattle(CME) |
Oct00 |
000901 |
66.850 |
67.050 |
66.825 |
66.925 |
-0.050 |
5,541 |
59,332 |
+33 |
Dec00 |
000901 |
68.900 |
68.975 |
68.750 |
68.875 |
-0.150 |
2,559 |
31,249 |
+770 |
Feb01 |
000901 |
70.625 |
70.650 |
70.375 |
70.425 |
-0.275 |
1,075 |
15,186 |
-34 |
Apr01 |
000901 |
72.650 |
72.650 |
72.375 |
72.475 |
-0.250 |
544 |
8,865 |
+230 |
Jun01 |
000901 |
70.350 |
70.400 |
70.200 |
70.250 |
-0.175 |
202 |
3,547 |
+29 |
Aug01 |
000901 |
70.350 |
70.425 |
70.300 |
70.300 |
unch |
57 |
2,702 |
+0 |
Total Volume and Open Interest |
10,641 |
121,084 |
+478 |
Feeder Cattle(CME) |
Sep00 |
000901 |
84.725 |
84.950 |
84.600 |
84.725 |
+0.100 |
305 |
3,291 |
-59 |
Oct00 |
000901 |
84.950 |
85.150 |
84.800 |
84.900 |
-0.025 |
841 |
6,839 |
+4 |
Nov00 |
000901 |
85.650 |
85.825 |
85.500 |
85.550 |
+0.025 |
393 |
3,555 |
+16 |
Jan01 |
000901 |
86.100 |
86.375 |
86.100 |
86.300 |
+0.075 |
234 |
2,530 |
-59 |
Mar01 |
000901 |
86.250 |
86.250 |
86.100 |
86.250 |
-0.050 |
46 |
1,245 |
+33 |
Apr01 |
000901 |
86.150 |
86.250 |
86.150 |
86.250 |
+0.100 |
13 |
332 |
+10 |
May01 |
000901 |
86.000 |
86.250 |
86.000 |
86.125 |
+0.075 |
37 |
750 |
+11 |
Total Volume and Open Interest |
2,159 |
20,650 |
-151 |
Lean Hogs(CME) |
Oct00 |
000901 |
52.925 |
53.375 |
52.800 |
53.025 |
+0.100 |
3,286 |
18,588 |
-656 |
Dec00 |
000901 |
50.400 |
50.700 |
50.250 |
50.325 |
+0.025 |
1,953 |
11,307 |
-381 |
Feb01 |
000901 |
51.400 |
51.650 |
51.350 |
51.450 |
+0.125 |
309 |
3,729 |
+57 |
Apr01 |
000901 |
49.800 |
50.050 |
49.800 |
49.850 |
+0.250 |
86 |
1,668 |
+5 |
Jun01 |
000901 |
56.150 |
56.550 |
56.150 |
56.300 |
+0.350 |
34 |
659 |
+8 |
Jul01 |
000901 |
55.900 |
55.950 |
55.800 |
55.900 |
-0.050 |
23 |
204 |
+19 |
Aug01 |
000901 |
54.000 |
54.450 |
54.000 |
54.450 |
+0.500 |
15 |
112 |
+11 |
Oct01 |
000901 |
47.800 |
47.800 |
47.800 |
47.800 |
+0.300 |
3 |
4 |
+1 |
Total Volume and Open Interest |
5,709 |
36,272 |
-936 |
Pork Bellies(CME) |
Feb01 |
000901 |
65.050 |
66.850 |
64.700 |
66.625 |
+2.750 |
423 |
1,764 |
+18 |
Mar01 |
000901 |
65.000 |
66.700 |
64.700 |
66.500 |
+2.800 |
8 |
29 |
+2 |
May01 |
000901 |
64.900 |
67.000 |
64.900 |
67.000 |
+3.000 |
0 |
7 |
+0 |
Jul01 |
000901 |
67.750 |
67.750 |
67.750 |
67.750 |
+2.750 |
0 |
3 |
+0 |
Total Volume and Open Interest |
431 |
1,803 |
+20 |
Cocoa(NYBOT) |
Sep00 |
000901 |
750 |
757 |
748 |
757 |
+12 |
24 |
67 |
+19 |
Dec00 |
000901 |
795 |
810 |
795 |
807 |
+12 |
4,542 |
52,858 |
-485 |
Mar01 |
000901 |
828 |
840 |
828 |
837 |
+10 |
1,559 |
18,589 |
+338 |
May01 |
000901 |
857 |
865 |
857 |
861 |
+10 |
439 |
8,621 |
+223 |
Jul01 |
000901 |
877 |
883 |
877 |
883 |
+10 |
130 |
7,992 |
+5 |
Sep01 |
000901 |
908 |
908 |
908 |
908 |
+10 |
1 |
7,103 |
+0 |
Dec01 |
000901 |
944 |
944 |
942 |
942 |
+10 |
192 |
8,366 |
-191 |
Total Volume and Open Interest |
7,738 |
119,432 |
+422 |
Coffee "C"(NYBOT) |
Sep00 |
000901 |
75.50 |
77.00 |
75.00 |
75.00 |
+0.50 |
127 |
424 |
-36 |
Dec00 |
000901 |
80.00 |
82.50 |
79.80 |
80.35 |
+0.65 |
3,449 |
29,454 |
+183 |
Mar01 |
000901 |
84.85 |
87.25 |
84.85 |
85.25 |
+0.65 |
447 |
5,389 |
+42 |
May01 |
000901 |
87.80 |
89.75 |
87.80 |
88.15 |
+0.90 |
94 |
1,744 |
-3 |
Jul01 |
000901 |
90.50 |
92.25 |
90.50 |
91.05 |
+1.05 |
94 |
710 |
+3 |
Sep01 |
000901 |
93.00 |
94.25 |
93.00 |
93.95 |
+1.20 |
94 |
1,385 |
+59 |
Total Volume and Open Interest |
4,305 |
39,224 |
+248 |
Orange Juice(NYBOT) |
Sep00 |
000901 |
73.25 |
75.15 |
73.00 |
74.25 |
+0.50 |
969 |
802 |
-635 |
Nov00 |
000901 |
72.90 |
73.95 |
72.70 |
73.70 |
+0.80 |
1,618 |
17,244 |
+422 |
Jan01 |
000901 |
74.80 |
75.75 |
74.75 |
75.60 |
+0.85 |
522 |
4,643 |
+184 |
Mar01 |
000901 |
77.10 |
77.80 |
77.00 |
77.70 |
+0.80 |
269 |
4,530 |
+138 |
May01 |
000901 |
78.90 |
79.45 |
78.70 |
79.45 |
+0.80 |
29 |
665 |
+24 |
Total Volume and Open Interest |
3,411 |
28,575 |
+135 |
Sugar #11(NYBOT) |
Oct00 |
000901 |
10.65 |
10.85 |
10.42 |
10.82 |
+0.26 |
12,695 |
70,671 |
-3,726 |
Mar01 |
000901 |
10.41 |
10.55 |
10.19 |
10.54 |
+0.22 |
8,562 |
50,488 |
+934 |
May01 |
000901 |
10.05 |
10.10 |
9.88 |
10.10 |
+0.12 |
943 |
12,689 |
-46 |
Jul01 |
000901 |
9.54 |
9.56 |
9.34 |
9.56 |
+0.09 |
1,054 |
13,857 |
+328 |
Oct01 |
000901 |
9.20 |
9.25 |
9.07 |
9.25 |
+0.10 |
223 |
10,925 |
-2 |
Total Volume and Open Interest |
23,528 |
164,050 |
-2,511 |
London Cocoa(LCE) |
Sep00 |
000901 |
586 |
589 |
582 |
586 |
-3 |
1,785 |
13,848 |
-466 |
Dec00 |
000901 |
614 |
619 |
612 |
616 |
-3 |
1,515 |
58,223 |
-27 |
Mar01 |
000901 |
636 |
641 |
634 |
639 |
-2 |
847 |
40,704 |
+218 |
May01 |
000901 |
654 |
655 |
654 |
655 |
-2 |
221 |
19,823 |
+42 |
Jul01 |
000901 |
671 |
671 |
671 |
671 |
-2 |
64 |
8,350 |
+9 |
Sep01 |
000901 |
687 |
688 |
685 |
686 |
-2 |
118 |
6,062 |
+78 |
Dec01 |
000901 |
711 |
711 |
711 |
711 |
-2 |
43 |
4,978 |
+43 |
Total Volume and Open Interest |
4,880 |
180,936 |
+13 |
London Coffee(LCE) |
Sep00 |
000901 |
760.00 |
795.00 |
760.00 |
795.00 |
+35.00 |
5,874 |
5,232 |
-5,210 |
Nov00 |
000901 |
777.00 |
805.00 |
777.00 |
805.00 |
+29.00 |
4,910 |
35,869 |
+2,250 |
Jan01 |
000901 |
785.00 |
813.00 |
785.00 |
813.00 |
+26.00 |
2,042 |
10,531 |
+933 |
Mar01 |
000901 |
802.00 |
824.00 |
802.00 |
824.00 |
+24.00 |
357 |
2,971 |
+76 |
May01 |
000901 |
825.00 |
844.00 |
825.00 |
844.00 |
+24.00 |
99 |
2,071 |
+11 |
Jul01 |
000901 |
864.00 |
864.00 |
864.00 |
864.00 |
+23.00 |
3 |
405 |
+3 |
Total Volume and Open Interest |
13,288 |
57,229 |
-1,934 |
London Sugar(LCE) |
Oct00 |
000901 |
270.00 |
271.50 |
268.00 |
271.20 |
+0.90 |
1,710 |
13,471 |
-342 |
Dec00 |
000901 |
268.90 |
271.00 |
267.60 |
271.00 |
+2.10 |
838 |
10,488 |
-39 |
Mar01 |
000901 |
266.00 |
269.50 |
264.40 |
268.80 |
+3.30 |
705 |
10,798 |
+98 |
May01 |
000901 |
263.80 |
264.70 |
262.60 |
264.10 |
+3.80 |
0 |
1,768 |
+0 |
Aug01 |
000901 |
260.60 |
260.70 |
259.80 |
259.80 |
+3.80 |
0 |
3,145 |
+0 |
Total Volume and Open Interest |
3,253 |
41,653 |
-283 |
Cotton(NYBOT) |
Oct00 |
000901 |
63.40 |
63.60 |
62.60 |
63.49 |
+0.12 |
558 |
4,663 |
+57 |
Dec00 |
000901 |
65.45 |
65.65 |
64.55 |
65.56 |
+0.21 |
7,089 |
45,476 |
+781 |
Mar01 |
000901 |
66.60 |
67.05 |
66.05 |
66.99 |
+0.26 |
640 |
10,989 |
+115 |
May01 |
000901 |
67.00 |
67.55 |
66.65 |
67.52 |
+0.30 |
111 |
7,296 |
+11 |
Jul01 |
000901 |
67.65 |
68.00 |
67.50 |
68.00 |
+0.17 |
91 |
2,469 |
+52 |
Oct01 |
000901 |
65.50 |
65.50 |
65.50 |
65.50 |
+0.50 |
19 |
604 |
+19 |
Total Volume and Open Interest |
16,094 |
74,901 |
+1,044 |
Lumber(CME) |
Sep00 |
000901 |
222.0 |
223.2 |
215.4 |
216.5 |
-5.3 |
359 |
1,193 |
-86 |
Nov00 |
000901 |
238.6 |
239.5 |
233.5 |
234.2 |
-4.6 |
429 |
1,682 |
+87 |
Jan01 |
000901 |
249.1 |
250.8 |
247.0 |
247.4 |
-2.3 |
118 |
517 |
+24 |
Mar01 |
000901 |
260.1 |
260.1 |
257.7 |
257.7 |
-2.3 |
49 |
367 |
+14 |
Total Volume and Open Interest |
962 |
3,865 |
+43 |
Crude Oil(NYM) |
Oct00 |
000901 |
33.05 |
33.45 |
32.75 |
33.38 |
+0.26 |
56,895 |
119,169 |
-2,190 |
Nov00 |
000901 |
32.15 |
32.48 |
32.00 |
32.42 |
+0.21 |
28,820 |
52,151 |
+1,660 |
Dec00 |
000901 |
31.60 |
31.80 |
31.45 |
31.79 |
+0.21 |
18,756 |
47,946 |
+1,483 |
Jan01 |
000901 |
30.98 |
31.20 |
30.85 |
31.20 |
+0.21 |
2,472 |
23,134 |
+167 |
Feb01 |
000901 |
30.50 |
30.70 |
30.35 |
30.64 |
+0.21 |
1,555 |
13,026 |
+319 |
Mar01 |
000901 |
29.97 |
30.25 |
29.88 |
30.14 |
+0.21 |
2,483 |
12,212 |
+209 |
Apr01 |
000901 |
29.35 |
29.67 |
29.35 |
29.67 |
+0.22 |
102 |
6,413 |
+54 |
May01 |
000901 |
28.90 |
29.23 |
28.90 |
29.23 |
+0.23 |
512 |
6,958 |
+308 |
Jun01 |
000901 |
28.68 |
28.81 |
28.50 |
28.81 |
+0.23 |
1,505 |
21,081 |
+133 |
Jul01 |
000901 |
28.30 |
28.44 |
28.15 |
28.44 |
+0.23 |
46 |
8,675 |
+2 |
Total Volume and Open Interest |
117,792 |
419,690 |
+2,921 |
Heating Oil(NYM) |
Oct00 |
000901 |
98.50 |
99.10 |
97.05 |
97.64 |
-1.06 |
22,425 |
50,691 |
+4,381 |
Nov00 |
000901 |
97.25 |
98.00 |
96.40 |
96.89 |
-0.86 |
5,824 |
24,365 |
+939 |
Dec00 |
000901 |
96.10 |
96.70 |
95.40 |
95.79 |
-0.86 |
5,554 |
29,032 |
-483 |
Jan01 |
000901 |
94.50 |
95.00 |
94.25 |
94.39 |
-0.76 |
1,855 |
20,356 |
+132 |
Feb01 |
000901 |
92.05 |
92.25 |
90.90 |
91.34 |
-0.71 |
847 |
15,300 |
-356 |
Mar01 |
000901 |
86.20 |
86.70 |
85.50 |
85.54 |
-0.71 |
327 |
10,446 |
-65 |
Apr01 |
000901 |
81.80 |
82.30 |
81.14 |
81.14 |
-0.81 |
89 |
5,829 |
-58 |
May01 |
000901 |
78.50 |
78.50 |
77.64 |
77.64 |
-0.96 |
300 |
3,045 |
+40 |
Jun01 |
000901 |
75.19 |
75.19 |
75.19 |
75.19 |
-1.11 |
176 |
2,922 |
-18 |
Jul01 |
000901 |
74.95 |
74.95 |
74.29 |
74.29 |
-1.11 |
83 |
824 |
+46 |
Total Volume and Open Interest |
58,318 |
174,395 |
+2,064 |
Unleaded Gas(NYM) |
Oct00 |
000901 |
94.40 |
96.00 |
94.20 |
95.85 |
+1.29 |
27,055 |
33,386 |
+3,964 |
Nov00 |
000901 |
90.75 |
91.55 |
90.40 |
91.17 |
+0.42 |
8,487 |
10,787 |
+1,756 |
Dec00 |
000901 |
87.80 |
88.30 |
87.40 |
87.97 |
-0.03 |
2,668 |
6,777 |
+90 |
Jan01 |
000901 |
85.97 |
85.97 |
85.97 |
85.97 |
-0.33 |
504 |
2,714 |
+18 |
Feb01 |
000901 |
85.60 |
85.60 |
85.17 |
85.17 |
-0.33 |
215 |
2,502 |
+126 |
Mar01 |
000901 |
84.82 |
84.82 |
84.82 |
84.82 |
-0.33 |
188 |
1,767 |
+29 |
Apr01 |
000901 |
89.32 |
89.32 |
89.32 |
89.32 |
-0.43 |
368 |
2,911 |
-32 |
May01 |
000901 |
87.97 |
87.97 |
87.97 |
87.97 |
-0.43 |
25 |
632 |
+25 |
Total Volume and Open Interest |
60,111 |
66,872 |
-2,869 |
Natural Gas(NYM) |
Oct00 |
000901 |
4.750 |
4.860 |
4.750 |
4.835 |
+0.053 |
25,787 |
48,744 |
+372 |
Nov00 |
000901 |
4.820 |
4.920 |
4.810 |
4.905 |
+0.065 |
5,936 |
23,645 |
+353 |
Dec00 |
000901 |
4.880 |
4.990 |
4.875 |
4.975 |
+0.065 |
4,091 |
35,373 |
+594 |
Jan01 |
000901 |
4.825 |
4.925 |
4.825 |
4.915 |
+0.065 |
4,142 |
29,743 |
+717 |
Feb01 |
000901 |
4.580 |
4.645 |
4.580 |
4.640 |
+0.060 |
1,436 |
18,835 |
-40 |
Mar01 |
000901 |
4.300 |
4.380 |
4.300 |
4.365 |
+0.050 |
708 |
22,030 |
+251 |
Apr01 |
000901 |
4.060 |
4.105 |
4.060 |
4.105 |
+0.050 |
1,192 |
13,755 |
+589 |
May01 |
000901 |
3.980 |
4.010 |
3.980 |
4.000 |
+0.050 |
1,718 |
8,711 |
-132 |
Total Volume and Open Interest |
16,254 |
347,075 |
+6,894 |
Brent Crude Oil(IPE) |
Oct00 |
000901 |
31.65 |
31.87 |
31.46 |
31.85 |
+0.13 |
26,857 |
68,902 |
+1,016 |
Nov00 |
000901 |
31.23 |
31.45 |
31.10 |
31.42 |
+0.19 |
13,308 |
50,896 |
+2,149 |
Dec00 |
000901 |
30.72 |
30.95 |
30.60 |
30.95 |
+0.23 |
6,398 |
39,268 |
+1,763 |
Jan01 |
000901 |
30.04 |
30.33 |
29.99 |
30.33 |
+0.29 |
1,838 |
20,695 |
+1,070 |
Feb01 |
000901 |
29.47 |
29.71 |
29.37 |
29.71 |
+0.33 |
903 |
11,351 |
-360 |
Mar01 |
000901 |
28.74 |
29.09 |
28.74 |
29.09 |
+0.40 |
1,054 |
9,120 |
+531 |
Apr01 |
000901 |
28.10 |
28.52 |
28.10 |
28.52 |
+0.42 |
103 |
4,125 |
+100 |
May01 |
000901 |
28.03 |
28.03 |
28.03 |
28.03 |
+0.40 |
210 |
2,050 |
+0 |
Total Volume and Open Interest |
51,803 |
247,246 |
+6,403 |
Gas Oil(IPE) |
Sep00 |
000901 |
310.00 |
310.50 |
304.50 |
310.00 |
-1.50 |
12,600 |
27,421 |
-2,019 |
Oct00 |
000901 |
303.75 |
303.75 |
299.00 |
302.00 |
-3.50 |
10,511 |
39,202 |
+3,938 |
Nov00 |
000901 |
294.75 |
295.25 |
292.00 |
295.00 |
-2.25 |
2,472 |
18,200 |
+1,114 |
Dec00 |
000901 |
288.00 |
289.00 |
285.25 |
289.00 |
-1.50 |
3,987 |
26,517 |
+1,067 |
Jan01 |
000901 |
280.75 |
281.00 |
279.00 |
281.00 |
-2.00 |
834 |
8,074 |
+201 |
Feb01 |
000901 |
270.50 |
271.50 |
270.50 |
271.50 |
-2.00 |
155 |
5,125 |
-50 |
Mar01 |
000901 |
260.75 |
261.25 |
260.50 |
260.50 |
-2.25 |
125 |
3,861 |
+0 |
Apr01 |
000901 |
250.25 |
252.00 |
250.25 |
252.00 |
-1.25 |
439 |
2,637 |
+196 |
Total Volume and Open Interest |
32,093 |
140,754 |
+4,867 |
US Dollar Index(NYBOT) |
Sep00 |
000901 |
112.37 |
112.45 |
111.20 |
111.33 |
-1.24 |
2,000 |
5,233 |
+177 |
Dec00 |
000901 |
112.08 |
112.10 |
110.88 |
111.08 |
-1.24 |
82 |
2,246 |
+32 |
Mar01 |
000901 |
110.83 |
110.83 |
110.83 |
110.83 |
-1.24 |
1,013 |
7,484 |
+211 |
Total Volume and Open Interest |
2,086 |
7,484 |
+211 |
Australian Dollar(IMM) |
Sep00 |
000901 |
57.28 |
57.75 |
57.25 |
57.69 |
-0.07 |
2,300 |
20,394 |
+112 |
Dec00 |
000901 |
57.35 |
57.75 |
57.28 |
57.72 |
-0.06 |
1,275 |
2,437 |
+740 |
Mar01 |
000901 |
57.75 |
57.75 |
57.75 |
57.75 |
-0.05 |
0 |
701 |
+0 |
Total Volume and Open Interest |
3,575 |
23,534 |
+852 |
British Pound(IMM) |
Sep00 |
000901 |
145.16 |
146.30 |
145.02 |
146.10 |
+1.00 |
6,877 |
43,046 |
-360 |
Dec00 |
000901 |
145.36 |
146.50 |
145.20 |
146.28 |
+1.00 |
1,080 |
1,941 |
+216 |
Mar01 |
000901 |
146.48 |
146.50 |
145.40 |
146.48 |
+1.00 |
0 |
18 |
+0 |
Total Volume and Open Interest |
5,514 |
45,006 |
-144 |
Canadian Dollar(IMM) |
Sep00 |
000901 |
67.96 |
68.13 |
67.82 |
67.91 |
-0.08 |
9,575 |
50,450 |
-2,246 |
Dec00 |
000901 |
68.11 |
68.30 |
67.95 |
68.05 |
-0.08 |
5,600 |
11,468 |
+1,551 |
Mar01 |
000901 |
68.42 |
68.42 |
68.18 |
68.21 |
-0.08 |
4 |
767 |
+0 |
Jun01 |
000901 |
68.35 |
68.37 |
68.35 |
68.37 |
-0.08 |
4 |
145 |
+0 |
Total Volume and Open Interest |
14,897 |
62,850 |
-695 |
Japanese Yen(IMM) |
Sep00 |
000901 |
94.19 |
95.00 |
94.11 |
94.78 |
+0.82 |
15,712 |
71,765 |
-1,597 |
Dec00 |
000901 |
95.65 |
96.50 |
95.65 |
96.27 |
+0.83 |
931 |
4,538 |
+96 |
Mar01 |
000901 |
97.80 |
97.80 |
97.79 |
97.79 |
+0.84 |
0 |
165 |
+0 |
Total Volume and Open Interest |
16,644 |
76,469 |
-1,501 |
Swiss Franc(IMM) |
Sep00 |
000901 |
57.52 |
58.32 |
57.43 |
58.12 |
+0.64 |
13,903 |
54,668 |
+2,271 |
Dec00 |
000901 |
57.96 |
58.78 |
57.96 |
58.57 |
+0.64 |
7,503 |
4,488 |
+3,633 |
Mar01 |
000901 |
59.10 |
59.10 |
59.00 |
59.00 |
+0.64 |
2 |
8 |
+1 |
Total Volume and Open Interest |
15,123 |
59,164 |
+5,905 |
EuroFX(IMM) |
Sep00 |
000901 |
89.13 |
90.25 |
88.99 |
90.04 |
+1.19 |
17,646 |
70,171 |
+708 |
Dec00 |
000901 |
89.50 |
90.65 |
89.42 |
90.44 |
+1.20 |
571 |
3,472 |
+210 |
Mar01 |
000901 |
90.78 |
90.86 |
90.75 |
90.81 |
+1.20 |
5 |
233 |
+2 |
Total Volume and Open Interest |
13,737 |
72,956 |
-30 |
Mexican Peso(IMM) |
Sep00 |
000901 |
10830.0 |
10860.0 |
10800.0 |
10810.0 |
-15.0 |
1,565 |
13,572 |
-667 |
Dec00 |
000901 |
10550.0 |
10570.0 |
10540.0 |
10540.0 |
-20.0 |
93 |
2,338 |
-26 |
Total Volume and Open Interest |
1,703 |
19,570 |
-682 |
30-Year T-Bonds(CBOT) |
Sep00 |
000901 |
100~14 |
101~00 |
100~11 |
100~18 |
+0~01 |
52,413 |
212,525 |
+0 |
Dec00 |
000901 |
100~15 |
101~02 |
100~12 |
100~21 |
+0~04 |
312,162 |
238,246 |
+0 |
Mar01 |
000901 |
100~16 |
100~25 |
100~16 |
100~21 |
+0~05 |
73 |
1,186 |
+0 |
Total Volume and Open Interest |
364,658 |
452,002 |
-35 |
Municipal Bonds(CBOT) |
Sep00 |
000901 |
100~03 |
100~16 |
100~01 |
100~02 |
+0~05 |
1,414 |
17,320 |
-331 |
Dec00 |
000901 |
99~10 |
99~24 |
99~07 |
99~08 |
+0~02 |
2,130 |
4,930 |
+0 |
Total Volume and Open Interest |
3,544 |
22,250 |
-331 |
10-Year T-Notes(CBOT) |
Sep00 |
000901 |
100~065 |
100~230 |
100~060 |
100~170 |
+0~100 |
76,252 |
291,114 |
+0 |
Dec00 |
000901 |
100~040 |
100~205 |
100~035 |
100~155 |
+0~105 |
236,660 |
292,280 |
+0 |
Total Volume and Open Interest |
313,042 |
583,527 |
+0 |
5-Year T-Notes(CBOT) |
Sep00 |
000901 |
100~000 |
100~100 |
100~000 |
100~065 |
+0~085 |
49,019 |
7,847 |
-153,822 |
Dec00 |
000901 |
100~040 |
100~155 |
100~035 |
100~115 |
+0~095 |
98,892 |
312,902 |
+68,916 |
Mar01 |
000901 |
100~140 |
100~140 |
100~140 |
100~140 |
+0~100 |
0 |
7 |
+7 |
Total Volume and Open Interest |
147,911 |
387,756 |
-17,899 |
2 Year T-Notes(CBOT) |
Sep00 |
000901 |
99~089 |
99~112 |
99~089 |
99~104 |
+0~019 |
6,821 |
12,420 |
-13,578 |
Dec00 |
000901 |
99~100 |
99~120 |
99~100 |
99~117 |
+0~022 |
9,548 |
36,721 |
+8,933 |
Total Volume and Open Interest |
16,369 |
49,141 |
-4,645 |
3-Mth T-Bills(IMM) |
Dec00 |
000901 |
93.89 |
93.89 |
93.88 |
93.88 |
+0.04 |
6 |
661 |
+4 |
Total Volume and Open Interest |
6 |
2,214 |
+4 |
Eurodollars(IMM) |
Sep00 |
000901 |
93.327 |
93.360 |
93.325 |
93.357 |
+0.030 |
50,744 |
542,556 |
-3,048 |
Dec00 |
000901 |
93.190 |
93.255 |
93.185 |
93.240 |
+0.055 |
95,119 |
554,240 |
+5,291 |
Mar01 |
000901 |
93.260 |
93.365 |
93.260 |
93.360 |
+0.110 |
125,990 |
512,694 |
+7,122 |
Jun01 |
000901 |
93.245 |
93.360 |
93.240 |
93.355 |
+0.120 |
54,980 |
293,811 |
+2,229 |
Sep01 |
000901 |
93.230 |
93.355 |
93.230 |
93.340 |
+0.125 |
38,655 |
243,141 |
+4,498 |
Dec01 |
000901 |
93.160 |
93.280 |
93.160 |
93.270 |
+0.130 |
18,445 |
177,083 |
+596 |
Mar02 |
000901 |
93.220 |
93.330 |
93.215 |
93.320 |
+0.120 |
14,717 |
141,635 |
+1,674 |
Jun02 |
000901 |
93.210 |
93.325 |
93.205 |
93.310 |
+0.120 |
9,667 |
107,065 |
+825 |
Sep02 |
000901 |
93.210 |
93.330 |
93.210 |
93.310 |
+0.115 |
6,227 |
99,496 |
+1,480 |
Dec02 |
000901 |
93.150 |
93.265 |
93.150 |
93.250 |
+0.115 |
4,614 |
77,336 |
+48 |
Mar03 |
000901 |
93.205 |
93.325 |
93.205 |
93.300 |
+0.110 |
5,312 |
75,668 |
+1,613 |
Jun03 |
000901 |
93.190 |
93.310 |
93.190 |
93.280 |
+0.105 |
3,868 |
49,852 |
+386 |
Total Volume and Open Interest |
451,394 |
3,262,831 |
+26,410 |
3-Mth Euro-Yen(IMM) |
Sep00 |
000901 |
99.62 |
99.62 |
99.61 |
99.62 |
unch |
437 |
10,879 |
-1,661 |
Dec00 |
000901 |
99.53 |
99.53 |
99.52 |
99.53 |
unch |
507 |
11,836 |
-549 |
Mar01 |
000901 |
99.43 |
99.44 |
99.43 |
99.43 |
unch |
871 |
13,658 |
+1,943 |
Jun01 |
000901 |
99.35 |
99.35 |
99.34 |
99.34 |
unch |
1,287 |
7,724 |
-292 |
Sep01 |
000901 |
99.24 |
99.25 |
99.24 |
99.24 |
unch |
105 |
16,925 |
+1,169 |
Dec01 |
000901 |
99.11 |
99.11 |
99.11 |
99.11 |
unch |
0 |
3,014 |
-100 |
Mar02 |
000901 |
99.00 |
99.00 |
99.00 |
99.00 |
unch |
0 |
2,864 |
-35 |
Jun02 |
000901 |
98.90 |
98.90 |
98.90 |
98.90 |
-0.02 |
150 |
786 |
+117 |
Sep02 |
000901 |
98.76 |
98.76 |
98.75 |
98.76 |
unch |
0 |
36 |
+0 |
Dec02 |
000901 |
98.60 |
98.60 |
98.60 |
98.60 |
unch |
0 |
30 |
+0 |
Total Volume and Open Interest |
3,357 |
67,752 |
+592 |
3-Mth Euro-Yen(SIMEX) |
Sep00 |
000901 |
99.62 |
99.62 |
99.61 |
99.62 |
+0.01 |
6,026 |
98,790 |
+1,608 |
Dec00 |
000901 |
99.51 |
99.53 |
99.51 |
99.53 |
+0.01 |
6,272 |
103,507 |
-1,826 |
Mar01 |
000901 |
99.43 |
99.44 |
99.42 |
99.43 |
unch |
100 |
107,543 |
-830 |
Jun01 |
000901 |
99.34 |
99.35 |
99.33 |
99.35 |
unch |
8,623 |
86,919 |
-1,253 |
Sep01 |
000901 |
99.24 |
99.25 |
99.23 |
99.24 |
-0.01 |
3,479 |
64,852 |
+231 |
Dec01 |
000901 |
99.10 |
99.11 |
99.10 |
99.11 |
unch |
1,796 |
27,028 |
-386 |
Mar02 |
000901 |
99.00 |
99.00 |
99.00 |
99.00 |
-0.01 |
125 |
15,796 |
-4 |
Jun02 |
000901 |
98.90 |
98.90 |
98.89 |
98.89 |
-0.01 |
50 |
3,981 |
-50 |
Total Volume and Open Interest |
26,471 |
512,089 |
-2,510 |
German Euro-Bund(EUREX) |
Sep00 |
000901 |
104.89 |
105.78 |
104.88 |
105.76 |
+0.90 |
616,906 |
570,477 |
+16,295 |
Dec00 |
000901 |
104.64 |
105.50 |
104.64 |
105.50 |
+0.92 |
49,042 |
109,309 |
+11,505 |
Mar01 |
000901 |
104.88 |
105.60 |
104.88 |
105.60 |
+0.94 |
2,058 |
1,339 |
+12 |
Total Volume and Open Interest |
668,006 |
681,125 |
+27,812 |
German Euro-Bobl(EUREX) |
Sep00 |
000901 |
102.69 |
103.25 |
102.69 |
103.24 |
+0.58 |
231,069 |
287,262 |
+24,338 |
Dec00 |
000901 |
102.64 |
103.18 |
102.64 |
103.18 |
+0.58 |
21,790 |
57,147 |
+16,544 |
Mar01 |
000901 |
102.55 |
102.94 |
102.55 |
102.94 |
+0.58 |
660 |
590 |
-160 |
Total Volume and Open Interest |
253,519 |
344,999 |
+40,722 |
Long Gilt(LIFFE) |
Sep00 |
000901 |
112~25 |
113~10 |
112~12 |
113~07 |
+0~24 |
14,590 |
24,922 |
-3,260 |
Dec00 |
000901 |
112~08 |
112~31 |
112~02 |
112~29 |
+0~24 |
9,305 |
52,882 |
+5,414 |
Total Volume and Open Interest |
23,895 |
77,804 |
+2,154 |
3-Mth Short Sterling(LIFFE) |
Sep00 |
000901 |
93.69 |
93.71 |
93.68 |
93.71 |
+0.03 |
17,215 |
183,311 |
+2,237 |
Dec00 |
000901 |
93.55 |
93.59 |
93.54 |
93.59 |
+0.05 |
23,337 |
180,812 |
-5,547 |
Mar01 |
000901 |
93.53 |
93.58 |
93.52 |
93.57 |
+0.06 |
17,521 |
159,369 |
-3,197 |
Total Volume and Open Interest |
74,914 |
843,387 |
-5,944 |
3-Mth Euribor(LIFFE) |
Sep00 |
000901 |
95.125 |
95.165 |
95.120 |
95.165 |
+0.050 |
181,521 |
332,833 |
+1,183 |
Dec00 |
000901 |
94.725 |
94.800 |
94.715 |
94.795 |
+0.085 |
114,667 |
287,965 |
-2,380 |
Mar01 |
000901 |
94.675 |
94.775 |
94.665 |
94.770 |
+0.110 |
72,437 |
219,220 |
-2,890 |
Total Volume and Open Interest |
459,044 |
1,357,274 |
+4,564 |
3-Mth Aus T-Bills(SFE) |
Sep00 |
000901 |
93.46 |
93.51 |
93.46 |
93.50 |
+0.06 |
687 |
204,617 |
+0 |
Dec00 |
000901 |
93.33 |
93.40 |
93.33 |
93.40 |
+0.11 |
754 |
179,486 |
+0 |
Mar01 |
000901 |
93.29 |
93.36 |
93.29 |
93.35 |
+0.11 |
21 |
59,289 |
+0 |
Jun01 |
000901 |
93.29 |
93.36 |
93.29 |
93.34 |
+0.11 |
371 |
28,419 |
+0 |
Sep01 |
000901 |
93.29 |
93.34 |
93.28 |
93.34 |
+0.12 |
524 |
12,193 |
+0 |
Dec01 |
000901 |
93.31 |
93.34 |
93.31 |
93.34 |
+0.13 |
225 |
8,177 |
+0 |
Mar02 |
000901 |
93.34 |
93.34 |
93.34 |
93.34 |
+0.13 |
65 |
6,370 |
+0 |
Jun02 |
000901 |
93.30 |
93.34 |
93.30 |
93.34 |
+0.15 |
65 |
3,972 |
+0 |
Sep02 |
000901 |
93.28 |
93.33 |
93.28 |
93.33 |
+0.15 |
95 |
2,006 |
+0 |
Dec02 |
000901 |
93.31 |
93.32 |
93.31 |
93.32 |
+0.14 |
5 |
1,545 |
+0 |
Total Volume and Open Interest |
2,812 |
510,495 |
+0 |
10-Year Aus T-Bonds(SFE) |
Sep00 |
000901 |
93.80 |
93.94 |
93.79 |
93.89 |
+0.10 |
13,623 |
161,528 |
+4,512 |
Dec00 |
000901 |
93.81 |
93.93 |
93.81 |
93.93 |
+0.19 |
69 |
570 |
-297 |
Total Volume and Open Interest |
13,692 |
162,098 |
+4,215 |
3-Year Aus T-Bonds(SFE) |
Sep00 |
000901 |
93.70 |
93.78 |
93.69 |
93.78 |
+0.15 |
3,977 |
419,571 |
+0 |
Dec00 |
000901 |
93.70 |
93.78 |
93.70 |
93.78 |
+0.16 |
500 |
1,179 |
+0 |
Total Volume and Open Interest |
4,477 |
420,750 |
+0 |
Gold(CMX) |
Oct00 |
000901 |
278.2 |
278.9 |
277.8 |
278.3 |
-1.3 |
1,594 |
7,927 |
-207 |
Dec00 |
000901 |
281.3 |
281.5 |
280.7 |
280.9 |
-1.2 |
34,241 |
72,478 |
-7,014 |
Feb01 |
000901 |
284.0 |
284.1 |
283.5 |
283.5 |
-1.2 |
133 |
11,880 |
+116 |
Apr01 |
000901 |
286.0 |
286.0 |
286.0 |
286.0 |
-1.2 |
231 |
3,653 |
-179 |
Jun01 |
000901 |
289.3 |
289.3 |
288.5 |
288.5 |
-1.2 |
73 |
8,447 |
+16 |
Aug01 |
000901 |
291.0 |
291.0 |
291.0 |
291.0 |
-1.2 |
1 |
2,845 |
+0 |
Total Volume and Open Interest |
36,273 |
124,067 |
-7,268 |
Silver(CMX) |
Sep00 |
000901 |
498.5 |
501.0 |
498.5 |
500.4 |
+0.1 |
2,319 |
5,231 |
-4,003 |
Dec00 |
000901 |
503.5 |
505.0 |
502.5 |
504.7 |
+0.2 |
21,895 |
60,323 |
-940 |
Mar01 |
000901 |
509.0 |
509.6 |
508.0 |
509.6 |
+0.2 |
211 |
2,323 |
-20 |
May01 |
000901 |
512.4 |
512.4 |
512.4 |
512.4 |
+0.2 |
4 |
1,194 |
+0 |
Jul01 |
000901 |
515.0 |
515.0 |
515.0 |
515.0 |
+0.2 |
10 |
1,794 |
+5 |
Total Volume and Open Interest |
24,445 |
77,857 |
-4,959 |
Platinum(NYM) |
Oct00 |
000901 |
588.0 |
598.0 |
588.0 |
595.3 |
+8.6 |
358 |
9,081 |
-29 |
Jan01 |
000901 |
582.0 |
583.3 |
579.0 |
583.3 |
+10.6 |
17 |
1,020 |
-17 |
Total Volume and Open Interest |
375 |
10,106 |
-46 |
Palladium(NYME) |
Sep00 |
000901 |
710.00 |
724.70 |
710.00 |
724.70 |
+7.95 |
12 |
114 |
-14 |
Dec00 |
000901 |
731.00 |
731.00 |
725.00 |
726.70 |
+7.95 |
31 |
1,595 |
+13 |
Mar01 |
000901 |
730.00 |
730.00 |
721.70 |
721.70 |
+7.95 |
0 |
59 |
+0 |
Total Volume and Open Interest |
43 |
1,768 |
-1 |
Copper(CMX) |
Sep00 |
000901 |
88.90 |
88.90 |
88.40 |
88.90 |
+0.40 |
2,886 |
8,983 |
-5,017 |
Dec00 |
000901 |
89.85 |
89.95 |
89.30 |
89.75 |
+0.25 |
7,797 |
49,028 |
+1,518 |
Mar01 |
000901 |
89.40 |
89.90 |
89.30 |
89.75 |
+0.30 |
328 |
5,620 |
+41 |
May01 |
000901 |
89.60 |
89.60 |
89.60 |
89.60 |
+0.45 |
4 |
1,584 |
+0 |
Jul01 |
000901 |
89.40 |
89.40 |
89.40 |
89.40 |
+0.55 |
4 |
1,011 |
+0 |
Total Volume and Open Interest |
11,267 |
80,980 |
-3,369 |
DJIA Index(CBOT) |
Sep00 |
000901 |
11305 |
11365 |
11245 |
11265 |
+5 |
11,196 |
14,630 |
+373 |
Dec00 |
000901 |
11450 |
11510 |
11405 |
11413 |
+4 |
473 |
2,536 |
+218 |
Mar01 |
000901 |
11580 |
11615 |
11564 |
11564 |
+4 |
1 |
9 |
-1 |
Jun01 |
000901 |
11720 |
11720 |
11720 |
11720 |
+4 |
|
|
|
Total Volume and Open Interest |
11,162 |
16,585 |
-6 |
S & P 500(CME) |
Sep00 |
000901 |
1530.50 |
1534.00 |
1519.00 |
1523.30 |
+2.10 |
91,195 |
307,803 |
-14,423 |
Dec00 |
000901 |
1553.50 |
1556.50 |
1542.50 |
1546.20 |
+2.10 |
31,988 |
99,509 |
+17,743 |
Mar01 |
000901 |
1570.00 |
1579.90 |
1566.40 |
1570.00 |
+2.10 |
7 |
1,577 |
+0 |
Jun01 |
000901 |
1603.00 |
1604.00 |
1590.50 |
1594.10 |
+2.10 |
4 |
1,325 |
+2 |
Total Volume and Open Interest |
123,201 |
410,372 |
+3,322 |
S & P 500 E-Mini(Globex) |
Sep00 |
000901 |
1522.75 |
1540.00 |
1519.25 |
1523.25 |
+2.00 |
59,888 |
45,039 |
-8,109 |
Dec00 |
000901 |
1548.25 |
1565.75 |
1541.75 |
1546.25 |
+2.25 |
261 |
290 |
+128 |
Total Volume and Open Interest |
60,149 |
45,329 |
-7,981 |
NASDAQ 100(CME) |
Sep00 |
000901 |
4140.00 |
4159.00 |
4065.00 |
4118.00 |
+24.00 |
15,814 |
33,277 |
+1,650 |
Dec00 |
000901 |
4205.00 |
4210.00 |
4157.00 |
4183.50 |
+24.50 |
499 |
2,991 |
+453 |
Mar01 |
000901 |
4246.00 |
4246.00 |
4246.00 |
4246.00 |
+24.50 |
0 |
24 |
+0 |
Total Volume and Open Interest |
16,313 |
36,292 |
+2,103 |
NASDAQ 100 E-Mini(GLOBEX) |
Sep00 |
000901 |
4089.5 |
4186.0 |
4064.0 |
4118.0 |
+24.0 |
28,085 |
34,727 |
+161 |
Dec00 |
000901 |
4198.0 |
4251.0 |
4132.5 |
4183.5 |
+24.5 |
26 |
37 |
+13 |
Total Volume and Open Interest |
28,111 |
34,764 |
+184 |
NYSE Composite(NYBOT) |
Sep00 |
000901 |
679.50 |
681.00 |
676.75 |
678.75 |
+2.75 |
|
|
|
Dec00 |
000901 |
687.25 |
689.25 |
687.00 |
688.00 |
+2.75 |
|
|
|
Mar01 |
000901 |
697.25 |
697.25 |
697.25 |
697.25 |
+2.75 |
|
|
|
Total Volume and Open Interest |
|
|
|
S & P Midcap 400(CME) |
Sep00 |
000901 |
547.00 |
550.00 |
545.00 |
549.25 |
+6.00 |
1,102 |
12,952 |
+97 |
Dec00 |
000901 |
556.00 |
558.00 |
556.00 |
557.15 |
+6.00 |
87 |
928 |
+87 |
Mar01 |
000901 |
563.15 |
563.15 |
563.15 |
563.15 |
+6.00 |
|
|
|
Total Volume and Open Interest |
1,189 |
13,880 |
+184 |
Russell 2000(CME) |
Sep00 |
000901 |
541.00 |
543.50 |
536.25 |
542.00 |
+4.95 |
1,892 |
12,195 |
+471 |
Dec00 |
000901 |
549.20 |
549.70 |
549.20 |
549.20 |
+4.95 |
109 |
684 |
+84 |
Mar01 |
000901 |
556.75 |
557.25 |
556.75 |
556.75 |
+4.95 |
|
|
|
Total Volume and Open Interest |
2,001 |
12,879 |
+555 |
Value Line(KCBT) |
Sep00 |
000901 |
1175.00 |
1176.00 |
1163.00 |
1172.50 |
+8.00 |
30 |
202 |
+5 |
Total Volume and Open Interest |
34 |
209 |
+8 |
Nikkei 225(CME) |
Sep00 |
000901 |
16920 |
16925 |
16785 |
16830 |
-190 |
1,103 |
14,899 |
+3 |
Dec00 |
000901 |
17000 |
17000 |
16850 |
16860 |
-190 |
65 |
1,229 |
+42 |
Total Volume and Open Interest |
1,168 |
16,128 |
+45 |
Nikkei 225(SIMEX) |
Sep00 |
000901 |
17015 |
17045 |
16695 |
16730 |
-120 |
11,736 |
101,719 |
-1,002 |
Dec00 |
000901 |
17015 |
17030 |
16700 |
16720 |
-120 |
648 |
8,650 |
+483 |
Mar01 |
000901 |
16740 |
16740 |
16740 |
16740 |
-120 |
0 |
3,795 |
+0 |
Total Volume and Open Interest |
12,384 |
114,574 |
-519 |
CAC 40(MATIF) |
Sep00 |
000901 |
6640.5 |
6854.0 |
6637.5 |
6839.0 |
+179.0 |
58,967 |
255,882 |
+31,728 |
Oct00 |
000901 |
6687.5 |
6865.0 |
6687.5 |
6862.0 |
+204.0 |
1,098 |
66 |
+30 |
Nov00 |
000901 |
6890.0 |
6890.0 |
6890.0 |
6890.0 |
|
|
|
|
DAX Index(EUREX) |
Sep00 |
000901 |
7242.0 |
7412.5 |
7242.0 |
7370.5 |
+110.5 |
26,816 |
166,798 |
+390 |
Dec00 |
000901 |
7332.0 |
7491.0 |
7332.0 |
7461.0 |
+112.0 |
342 |
4,300 |
+744 |
Mar01 |
000901 |
7497.5 |
7589.0 |
7497.5 |
7559.5 |
+113.0 |
21 |
503 |
+142 |
Total Volume and Open Interest |
27,179 |
171,601 |
+1,276 |
FT-SE 100(LIFFE) |
Sep00 |
000901 |
6661.00 |
6855.00 |
6661.00 |
6799.00 |
+112.00 |
43,320 |
264,438 |
-4,921 |
Dec00 |
000901 |
6764.00 |
6935.50 |
6763.00 |
6885.00 |
+114.50 |
16,062 |
35,734 |
+8,134 |
Mar01 |
000901 |
6947.00 |
6947.00 |
6947.00 |
6947.00 |
+112.50 |
0 |
3,515 |
+0 |
Total Volume and Open Interest |
59,382 |
303,687 |
+3,213 |
SPI 200(SFE) |
Sep00 |
000901 |
3309.0 |
3344.0 |
3307.0 |
3338.0 |
+45.0 |
139 |
127,100 |
+0 |
Dec00 |
000901 |
3337.0 |
3373.0 |
3337.0 |
3366.0 |
+45.0 |
2 |
8,109 |
+0 |
Mar01 |
000901 |
3381.0 |
3381.0 |
3381.0 |
3381.0 |
+45.0 |
0 |
1,268 |
+0 |
Total Volume and Open Interest |
141 |
136,651 |
+0 |
GSCI(CME) |
Sep00 |
000901 |
244.00 |
245.50 |
243.10 |
244.70 |
+0.35 |
169 |
34,083 |
-84 |
Oct00 |
000901 |
241.80 |
242.25 |
241.00 |
241.80 |
+0.10 |
52 |
177 |
+48 |
Nov00 |
000901 |
240.00 |
240.00 |
239.00 |
240.00 |
+0.50 |
|
|
|
Total Volume and Open Interest |
221 |
34,261 |
-36 |
Bridge CRB Index(NYBOT) |
Nov00 |
000901 |
225.60 |
226.40 |
225.60 |
226.25 |
+0.65 |
150 |
578 |
+7 |
Jan01 |
000901 |
225.65 |
226.20 |
225.65 |
226.00 |
+0.65 |
4 |
652 |
+0 |
Feb01 |
000901 |
224.15 |
224.70 |
224.15 |
224.25 |
+0.40 |
1 |
350 |
+1 |
Total Volume and Open Interest |
155 |
1,580 |
+8 |
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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