 |
MRCI's Free Historical Futures Prices |
Daily Futures Price Listing Tue September 19, 2000 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Nov00 |
000919 |
486.00 |
488.00 |
483.00 |
483.75 |
-4.75 |
36,861 |
89,281 |
-1,039 |
Jan01 |
000919 |
496.50 |
498.50 |
493.50 |
494.00 |
-4.75 |
4,298 |
17,677 |
+375 |
Mar01 |
000919 |
505.50 |
508.00 |
503.50 |
503.75 |
-4.50 |
2,495 |
13,893 |
+510 |
May01 |
000919 |
514.50 |
515.75 |
511.00 |
511.50 |
-5.25 |
829 |
11,396 |
+135 |
Jul01 |
000919 |
521.00 |
523.00 |
518.50 |
519.25 |
-5.25 |
1,582 |
14,159 |
-332 |
Aug01 |
000919 |
523.00 |
523.50 |
518.50 |
518.50 |
-5.75 |
23 |
251 |
+23 |
Sep01 |
000919 |
520.00 |
520.00 |
520.00 |
520.00 |
-5.75 |
0 |
111 |
+0 |
Total Volume and Open Interest |
46,464 |
149,979 |
-207 |
Soybean Meal(CBOT) |
Oct00 |
000919 |
168.80 |
169.20 |
167.30 |
167.80 |
-1.60 |
6,365 |
19,525 |
-1,277 |
Dec00 |
000919 |
168.00 |
168.20 |
166.00 |
166.20 |
-2.50 |
12,046 |
57,479 |
+432 |
Jan01 |
000919 |
168.00 |
168.90 |
166.20 |
166.30 |
-3.10 |
1,501 |
11,511 |
+177 |
Mar01 |
000919 |
168.50 |
169.50 |
167.00 |
167.00 |
-3.00 |
1,577 |
7,842 |
+252 |
May01 |
000919 |
168.00 |
168.50 |
166.30 |
166.50 |
-3.00 |
991 |
5,290 |
-251 |
Jul01 |
000919 |
168.00 |
169.50 |
167.20 |
167.20 |
-3.30 |
736 |
3,172 |
+160 |
Aug01 |
000919 |
168.50 |
168.50 |
166.50 |
166.50 |
-3.30 |
71 |
573 |
-13 |
Sep01 |
000919 |
169.00 |
169.00 |
166.00 |
166.10 |
-2.60 |
37 |
340 |
+5 |
Total Volume and Open Interest |
23,412 |
105,998 |
-502 |
Soybean Oil(CBOT) |
Oct00 |
000919 |
15.06 |
15.24 |
15.04 |
15.19 |
+0.10 |
4,017 |
20,018 |
-551 |
Dec00 |
000919 |
15.48 |
15.64 |
15.45 |
15.59 |
+0.10 |
13,534 |
67,355 |
+2,315 |
Jan01 |
000919 |
15.78 |
15.93 |
15.76 |
15.90 |
+0.10 |
1,758 |
18,281 |
+459 |
Mar01 |
000919 |
16.20 |
16.32 |
16.17 |
16.30 |
+0.09 |
1,402 |
12,505 |
+611 |
May01 |
000919 |
16.59 |
16.72 |
16.57 |
16.71 |
+0.11 |
580 |
9,301 |
-48 |
Jul01 |
000919 |
16.99 |
17.10 |
16.95 |
17.09 |
+0.10 |
597 |
6,822 |
+76 |
Aug01 |
000919 |
17.18 |
17.28 |
17.12 |
17.24 |
+0.11 |
6 |
1,277 |
+6 |
Sep01 |
000919 |
17.38 |
17.47 |
17.32 |
17.39 |
+0.13 |
8 |
1,242 |
+8 |
Total Volume and Open Interest |
22,025 |
140,618 |
+2,906 |
Canola(WCE) |
Sep00 |
000919 |
256.2 |
256.2 |
256.2 |
256.2 |
unch |
0 |
5 |
+0 |
Nov00 |
000919 |
255.0 |
255.1 |
253.7 |
254.6 |
-0.9 |
2,921 |
38,024 |
+471 |
Jan01 |
000919 |
261.5 |
261.5 |
260.1 |
261.1 |
-1.0 |
390 |
13,351 |
+28 |
Mar01 |
000919 |
267.0 |
267.0 |
265.7 |
266.9 |
-0.4 |
23 |
5,150 |
-11 |
May01 |
000919 |
271.7 |
271.7 |
271.7 |
271.7 |
-1.6 |
0 |
1,640 |
+0 |
Total Volume and Open Interest |
3,384 |
58,508 |
+528 |
Corn(CBOT) |
Nov00 |
000919 |
184.25 |
185.00 |
183.50 |
183.50 |
-2.00 |
151 |
2,988 |
+0 |
Dec00 |
000919 |
188.00 |
189.25 |
187.00 |
187.25 |
-2.25 |
38,977 |
212,091 |
-2,514 |
Jan01 |
000919 |
192.25 |
192.50 |
190.50 |
190.75 |
-1.75 |
8 |
589 |
-4 |
Mar01 |
000919 |
200.25 |
201.00 |
199.00 |
199.25 |
-2.00 |
8,290 |
72,030 |
+1,699 |
May01 |
000919 |
207.75 |
208.75 |
207.00 |
207.25 |
-2.00 |
1,180 |
20,080 |
+230 |
Jul01 |
000919 |
214.75 |
215.50 |
214.25 |
214.50 |
-1.75 |
1,684 |
28,424 |
+296 |
Total Volume and Open Interest |
50,721 |
353,645 |
-190 |
Wheat(CBOT) |
Dec00 |
000919 |
255.00 |
257.00 |
249.00 |
249.25 |
-7.00 |
22,978 |
102,460 |
+675 |
Mar01 |
000919 |
271.50 |
273.75 |
266.00 |
266.25 |
-7.00 |
2,392 |
25,638 |
+322 |
May01 |
000919 |
282.00 |
283.75 |
276.75 |
276.75 |
-6.75 |
62 |
1,335 |
+33 |
Jul01 |
000919 |
292.00 |
293.00 |
285.50 |
285.75 |
-7.00 |
333 |
11,356 |
+207 |
Sep01 |
000919 |
300.00 |
300.00 |
293.75 |
293.75 |
-7.00 |
13 |
110 |
+2 |
Total Volume and Open Interest |
25,786 |
141,659 |
+1,241 |
Wheat(KCBT) |
Sep00 |
000919 |
286.00 |
286.00 |
286.00 |
286.00 |
-4.00 |
14 |
0 |
-14 |
Dec00 |
000919 |
302.50 |
303.00 |
297.25 |
297.50 |
-6.50 |
5,797 |
58,362 |
+473 |
Mar01 |
000919 |
316.25 |
316.50 |
311.50 |
312.00 |
-5.25 |
936 |
17,118 |
+325 |
May01 |
000919 |
324.00 |
324.00 |
320.00 |
320.50 |
-5.00 |
30 |
1,800 |
+16 |
Jul01 |
000919 |
332.00 |
332.00 |
327.00 |
327.50 |
-4.75 |
221 |
2,980 |
+9 |
Total Volume and Open Interest |
6,998 |
80,281 |
+809 |
Wheat(MGE) |
Sep00 |
000919 |
296.00 |
296.00 |
296.00 |
296.00 |
unch |
|
|
|
Dec00 |
000919 |
309.00 |
310.00 |
306.00 |
306.25 |
-4.00 |
2,878 |
18,411 |
+364 |
Mar01 |
000919 |
324.50 |
325.00 |
320.75 |
321.00 |
-4.25 |
381 |
5,121 |
+23 |
May01 |
000919 |
332.75 |
332.75 |
329.25 |
329.25 |
-4.50 |
82 |
1,006 |
+65 |
Jul01 |
000919 |
338.00 |
338.25 |
337.00 |
337.25 |
-4.25 |
55 |
339 |
+39 |
Total Volume and Open Interest |
3,396 |
25,095 |
+491 |
Oats(CBOT) |
Dec00 |
000919 |
107.75 |
108.00 |
107.00 |
107.25 |
-1.00 |
1,111 |
10,834 |
-113 |
Mar01 |
000919 |
117.25 |
117.50 |
116.50 |
116.50 |
-1.00 |
399 |
1,811 |
+130 |
May01 |
000919 |
123.00 |
123.00 |
122.50 |
122.50 |
-1.00 |
10 |
162 |
+0 |
Jul01 |
000919 |
127.75 |
127.75 |
127.75 |
127.75 |
-0.50 |
2 |
104 |
+0 |
Total Volume and Open Interest |
1,522 |
12,991 |
+9 |
Rough Rice(CBOT) |
Sep00 |
000919 |
6.44 |
6.50 |
6.44 |
6.48 |
+0.04 |
11 |
160 |
-8 |
Nov00 |
000919 |
6.11 |
6.24 |
6.10 |
6.23 |
+0.10 |
495 |
3,131 |
-32 |
Jan01 |
000919 |
6.26 |
6.40 |
6.25 |
6.40 |
+0.10 |
222 |
2,768 |
+108 |
Mar01 |
000919 |
6.40 |
6.54 |
6.40 |
6.54 |
+0.10 |
36 |
581 |
+9 |
Total Volume and Open Interest |
769 |
6,776 |
+80 |
Live Cattle(CME) |
Oct00 |
000919 |
67.950 |
68.050 |
67.800 |
67.975 |
unch |
6,970 |
44,178 |
-2,717 |
Dec00 |
000919 |
69.675 |
69.750 |
69.475 |
69.625 |
+0.025 |
4,305 |
43,846 |
+1,401 |
Feb01 |
000919 |
70.650 |
70.825 |
70.575 |
70.650 |
unch |
1,583 |
18,420 |
+506 |
Apr01 |
000919 |
72.625 |
72.800 |
72.600 |
72.750 |
+0.100 |
598 |
9,547 |
+53 |
Jun01 |
000919 |
70.025 |
70.100 |
69.950 |
70.100 |
+0.050 |
409 |
4,124 |
+36 |
Aug01 |
000919 |
70.250 |
70.275 |
70.175 |
70.175 |
-0.050 |
132 |
2,866 |
+73 |
Total Volume and Open Interest |
14,004 |
123,805 |
-641 |
Feeder Cattle(CME) |
Sep00 |
000919 |
85.700 |
85.750 |
85.650 |
85.750 |
unch |
242 |
1,973 |
-150 |
Oct00 |
000919 |
85.825 |
85.900 |
85.700 |
85.875 |
+0.050 |
1,027 |
6,539 |
-96 |
Nov00 |
000919 |
86.500 |
86.600 |
86.450 |
86.475 |
-0.025 |
354 |
4,313 |
+64 |
Jan01 |
000919 |
87.275 |
87.450 |
87.200 |
87.350 |
+0.050 |
536 |
3,214 |
+51 |
Mar01 |
000919 |
87.050 |
87.175 |
87.000 |
87.100 |
-0.075 |
68 |
1,643 |
+4 |
Apr01 |
000919 |
87.050 |
87.150 |
87.000 |
87.150 |
+0.100 |
57 |
538 |
+42 |
May01 |
000919 |
87.100 |
87.200 |
87.100 |
87.100 |
unch |
32 |
896 |
+13 |
Total Volume and Open Interest |
2,355 |
19,254 |
-63 |
Lean Hogs(CME) |
Oct00 |
000919 |
54.400 |
54.650 |
54.075 |
54.575 |
+0.150 |
3,713 |
15,121 |
-694 |
Dec00 |
000919 |
50.700 |
50.950 |
50.300 |
50.775 |
-0.050 |
3,000 |
17,237 |
+253 |
Feb01 |
000919 |
51.850 |
52.000 |
51.450 |
51.775 |
-0.275 |
251 |
4,210 |
-100 |
Apr01 |
000919 |
50.700 |
50.700 |
50.275 |
50.300 |
-0.225 |
39 |
1,813 |
+7 |
Jun01 |
000919 |
57.000 |
57.100 |
56.700 |
57.000 |
-0.100 |
14 |
679 |
+1 |
Jul01 |
000919 |
56.650 |
56.650 |
55.700 |
56.475 |
-0.175 |
1 |
231 |
+0 |
Aug01 |
000919 |
55.200 |
55.200 |
54.700 |
55.200 |
-0.300 |
0 |
135 |
+0 |
Oct01 |
000919 |
47.075 |
47.100 |
47.075 |
47.075 |
unch |
6 |
26 |
+1 |
Total Volume and Open Interest |
7,024 |
39,462 |
-532 |
Pork Bellies(CME) |
Feb01 |
000919 |
62.900 |
63.125 |
60.400 |
61.575 |
-1.600 |
368 |
1,805 |
+5 |
Mar01 |
000919 |
62.400 |
62.800 |
60.650 |
61.550 |
-1.450 |
9 |
38 |
+3 |
May01 |
000919 |
63.000 |
63.650 |
62.000 |
62.150 |
-1.400 |
0 |
8 |
+0 |
Jul01 |
000919 |
63.000 |
63.000 |
62.000 |
62.100 |
-2.900 |
2 |
5 |
+0 |
Aug01 |
000919 |
64.750 |
64.750 |
64.750 |
64.750 |
unch |
0 |
1 |
+0 |
Total Volume and Open Interest |
379 |
1,857 |
+8 |
Cocoa(NYBOT) |
Dec00 |
000919 |
812 |
812 |
801 |
803 |
-6 |
2,204 |
50,647 |
-103 |
Mar01 |
000919 |
840 |
841 |
831 |
833 |
-6 |
179 |
20,085 |
+80 |
May01 |
000919 |
862 |
865 |
854 |
855 |
-7 |
46 |
9,243 |
+33 |
Jul01 |
000919 |
885 |
885 |
879 |
879 |
-5 |
0 |
8,327 |
+0 |
Sep01 |
000919 |
908 |
908 |
904 |
904 |
-5 |
0 |
7,835 |
+0 |
Dec01 |
000919 |
943 |
943 |
940 |
940 |
-4 |
100 |
10,385 |
+62 |
Mar02 |
000919 |
973 |
973 |
973 |
973 |
-6 |
0 |
9,615 |
+0 |
Total Volume and Open Interest |
2,529 |
123,193 |
+72 |
Coffee "C"(NYBOT) |
Sep00 |
000919 |
77.00 |
77.20 |
77.00 |
77.20 |
-0.20 |
9 |
18 |
-36 |
Dec00 |
000919 |
82.00 |
82.45 |
81.80 |
82.15 |
-0.25 |
3,130 |
29,017 |
-353 |
Mar01 |
000919 |
87.00 |
87.10 |
86.50 |
86.80 |
-0.25 |
200 |
5,571 |
+25 |
May01 |
000919 |
89.90 |
90.00 |
89.50 |
89.75 |
+0.10 |
78 |
2,016 |
+40 |
Jul01 |
000919 |
93.00 |
93.00 |
92.00 |
92.50 |
unch |
23 |
870 |
+1 |
Sep01 |
000919 |
95.00 |
95.25 |
95.00 |
95.25 |
unch |
19 |
1,530 |
+0 |
Total Volume and Open Interest |
3,461 |
39,365 |
-323 |
Orange Juice(NYBOT) |
Nov00 |
000919 |
71.00 |
71.45 |
70.75 |
71.35 |
+0.50 |
740 |
17,647 |
-5 |
Jan01 |
000919 |
73.30 |
73.60 |
73.05 |
73.50 |
+0.50 |
297 |
5,590 |
+145 |
Mar01 |
000919 |
76.00 |
76.30 |
75.80 |
76.30 |
+0.55 |
63 |
5,257 |
+40 |
May01 |
000919 |
78.80 |
78.80 |
78.80 |
78.80 |
+0.55 |
0 |
676 |
+0 |
Jul01 |
000919 |
81.30 |
81.30 |
81.30 |
81.30 |
+0.80 |
5 |
304 |
+5 |
Total Volume and Open Interest |
1,805 |
29,870 |
+185 |
Sugar #11(NYBOT) |
Oct00 |
000919 |
9.75 |
9.86 |
9.71 |
9.80 |
+0.15 |
12,719 |
41,421 |
-1,017 |
Mar01 |
000919 |
9.70 |
9.77 |
9.62 |
9.71 |
+0.09 |
20,144 |
76,773 |
+458 |
May01 |
000919 |
9.37 |
9.41 |
9.31 |
9.40 |
+0.07 |
1,916 |
12,758 |
-204 |
Jul01 |
000919 |
8.89 |
8.92 |
8.83 |
8.86 |
-0.07 |
3,937 |
15,759 |
-818 |
Oct01 |
000919 |
8.66 |
8.72 |
8.60 |
8.60 |
-0.10 |
2,164 |
12,750 |
+1,678 |
Total Volume and Open Interest |
41,171 |
165,492 |
+359 |
London Cocoa(LCE) |
Sep00 |
000914 |
624 |
625 |
622 |
622 |
+7 |
7,710 |
1,964 |
-6,069 |
Dec00 |
000919 |
647 |
647 |
640 |
643 |
-6 |
1,336 |
58,883 |
-271 |
Mar01 |
000919 |
664 |
666 |
658 |
664 |
-4 |
868 |
43,590 |
+50 |
May01 |
000919 |
680 |
680 |
680 |
680 |
-4 |
21 |
20,804 |
+6 |
Jul01 |
000919 |
696 |
696 |
696 |
696 |
-4 |
35 |
8,359 |
+18 |
Sep01 |
000919 |
707 |
712 |
707 |
711 |
-4 |
60 |
17,097 |
+44 |
Dec01 |
000919 |
734 |
737 |
734 |
737 |
-4 |
100 |
5,406 |
+60 |
Total Volume and Open Interest |
2,447 |
183,285 |
-95 |
London Coffee(LCE) |
Sep00 |
000919 |
807.00 |
809.00 |
805.00 |
806.00 |
-4.00 |
24 |
1,889 |
-67 |
Nov00 |
000919 |
815.00 |
815.00 |
808.00 |
810.00 |
-5.00 |
3,019 |
33,495 |
-484 |
Jan01 |
000919 |
819.00 |
822.00 |
816.00 |
817.00 |
-6.00 |
527 |
11,743 |
+58 |
Mar01 |
000919 |
826.00 |
831.00 |
824.00 |
826.00 |
-5.00 |
33 |
5,418 |
+9 |
May01 |
000919 |
845.00 |
850.00 |
843.00 |
845.00 |
-5.00 |
5 |
2,559 |
+0 |
Jul01 |
000919 |
867.00 |
867.00 |
864.00 |
864.00 |
-5.00 |
0 |
517 |
+0 |
Total Volume and Open Interest |
3,608 |
55,817 |
-484 |
London Sugar(LCE) |
Oct00 |
000915 |
263.50 |
264.00 |
252.00 |
262.70 |
-0.90 |
2,117 |
1,120 |
-1,892 |
Dec00 |
000919 |
255.20 |
257.30 |
255.00 |
255.90 |
+1.50 |
1,743 |
16,372 |
+73 |
Mar01 |
000919 |
255.30 |
256.60 |
254.30 |
255.40 |
+1.50 |
1,064 |
13,597 |
+130 |
May01 |
000919 |
253.10 |
254.50 |
252.50 |
253.10 |
+1.40 |
323 |
2,611 |
+181 |
Aug01 |
000919 |
249.00 |
249.50 |
249.00 |
249.50 |
+1.30 |
51 |
3,516 |
+28 |
Total Volume and Open Interest |
3,181 |
38,172 |
+412 |
Cotton(NYBOT) |
Oct00 |
000919 |
62.60 |
62.95 |
62.50 |
62.65 |
-0.34 |
997 |
4,158 |
-217 |
Dec00 |
000919 |
63.05 |
63.38 |
62.74 |
63.13 |
-0.05 |
7,069 |
43,867 |
-458 |
Mar01 |
000919 |
64.60 |
65.20 |
64.55 |
65.08 |
-0.02 |
915 |
11,679 |
+129 |
May01 |
000919 |
65.00 |
65.70 |
65.00 |
65.70 |
+0.05 |
407 |
8,015 |
-17 |
Jul01 |
000919 |
65.90 |
66.35 |
65.70 |
66.35 |
+0.10 |
136 |
3,045 |
+4 |
Oct01 |
000919 |
63.25 |
63.25 |
63.25 |
63.25 |
+0.05 |
0 |
651 |
+0 |
Total Volume and Open Interest |
17,046 |
75,237 |
-552 |
Lumber(CME) |
Nov00 |
000919 |
244.5 |
244.5 |
240.6 |
241.4 |
-4.4 |
601 |
2,323 |
-16 |
Jan01 |
000919 |
255.0 |
255.5 |
250.8 |
250.9 |
-5.0 |
135 |
681 |
-1 |
Mar01 |
000919 |
263.0 |
263.1 |
261.2 |
262.1 |
-1.9 |
13 |
414 |
+2 |
May01 |
000919 |
265.5 |
265.5 |
261.8 |
262.5 |
-3.5 |
2 |
95 |
+2 |
Total Volume and Open Interest |
801 |
3,635 |
-60 |
Crude Oil(NYM) |
Oct00 |
000919 |
36.55 |
37.00 |
36.15 |
36.51 |
-0.37 |
59,663 |
50,510 |
-19,759 |
Nov00 |
000919 |
35.25 |
35.50 |
34.65 |
35.01 |
-0.54 |
70,370 |
141,438 |
+5,888 |
Dec00 |
000919 |
34.45 |
34.65 |
33.90 |
34.22 |
-0.56 |
20,687 |
59,169 |
+894 |
Jan01 |
000919 |
33.70 |
33.95 |
33.20 |
33.53 |
-0.54 |
7,348 |
32,731 |
+1,208 |
Feb01 |
000919 |
33.15 |
33.20 |
32.65 |
32.86 |
-0.53 |
1,777 |
15,218 |
-15 |
Mar01 |
000919 |
32.52 |
32.55 |
32.02 |
32.21 |
-0.52 |
1,615 |
16,771 |
+551 |
Apr01 |
000919 |
31.60 |
31.90 |
31.60 |
31.63 |
-0.51 |
1,255 |
9,531 |
+444 |
May01 |
000919 |
31.10 |
31.10 |
30.99 |
31.08 |
-0.51 |
727 |
7,669 |
-276 |
Jun01 |
000919 |
30.80 |
30.82 |
30.42 |
30.56 |
-0.50 |
1,427 |
26,209 |
+193 |
Jul01 |
000919 |
30.08 |
30.08 |
30.08 |
30.08 |
-0.50 |
402 |
8,289 |
+45 |
Total Volume and Open Interest |
171,981 |
480,010 |
-9,264 |
Heating Oil(NYM) |
Oct00 |
000919 |
103.50 |
103.60 |
100.30 |
101.91 |
-2.24 |
11,031 |
32,980 |
-1,643 |
Nov00 |
000919 |
103.00 |
103.25 |
100.25 |
101.72 |
-2.20 |
8,095 |
40,722 |
+686 |
Dec00 |
000919 |
102.05 |
102.50 |
99.90 |
100.97 |
-1.95 |
3,189 |
32,857 |
-511 |
Jan01 |
000919 |
100.80 |
101.25 |
99.20 |
99.87 |
-1.65 |
2,542 |
22,251 |
+213 |
Feb01 |
000919 |
97.60 |
98.00 |
96.20 |
96.72 |
-1.45 |
627 |
18,204 |
+116 |
Mar01 |
000919 |
92.00 |
92.25 |
90.50 |
90.97 |
-1.20 |
165 |
13,167 |
+19 |
Apr01 |
000919 |
87.25 |
87.50 |
86.37 |
86.37 |
-1.05 |
181 |
6,822 |
+114 |
May01 |
000919 |
83.60 |
83.90 |
82.82 |
82.82 |
-0.95 |
139 |
3,778 |
+49 |
Jun01 |
000919 |
80.65 |
81.40 |
80.27 |
80.27 |
-0.90 |
111 |
5,137 |
+74 |
Jul01 |
000919 |
79.07 |
79.07 |
79.07 |
79.07 |
-0.90 |
51 |
1,038 |
+3 |
Total Volume and Open Interest |
26,205 |
182,187 |
-872 |
Unleaded Gas(NYM) |
Oct00 |
000919 |
96.00 |
96.70 |
94.40 |
96.33 |
-0.69 |
13,131 |
27,054 |
-412 |
Nov00 |
000919 |
94.20 |
94.60 |
92.70 |
94.25 |
-0.65 |
7,589 |
20,372 |
+2,261 |
Dec00 |
000919 |
92.15 |
92.40 |
90.90 |
92.25 |
-0.50 |
1,813 |
8,440 |
+257 |
Jan01 |
000919 |
89.50 |
90.50 |
89.50 |
90.50 |
-0.45 |
364 |
2,824 |
-183 |
Feb01 |
000919 |
89.90 |
89.90 |
89.90 |
89.90 |
-0.45 |
245 |
4,621 |
+97 |
Mar01 |
000919 |
89.10 |
89.85 |
89.10 |
89.85 |
-0.40 |
40 |
2,893 |
-1 |
Apr01 |
000919 |
94.15 |
94.65 |
94.10 |
94.65 |
-0.40 |
280 |
4,413 |
+108 |
May01 |
000919 |
92.90 |
93.50 |
92.90 |
93.50 |
-0.40 |
75 |
2,621 |
+7 |
Total Volume and Open Interest |
23,712 |
77,810 |
+2,162 |
Natural Gas(NYM) |
Oct00 |
000919 |
5.270 |
5.385 |
5.230 |
5.363 |
+0.068 |
36,605 |
52,297 |
-1,167 |
Nov00 |
000919 |
5.380 |
5.495 |
5.350 |
5.477 |
+0.083 |
11,990 |
32,004 |
+1,313 |
Dec00 |
000919 |
5.490 |
5.600 |
5.470 |
5.585 |
+0.090 |
8,302 |
36,784 |
-1,121 |
Jan01 |
000919 |
5.445 |
5.540 |
5.420 |
5.525 |
+0.080 |
5,512 |
30,008 |
+1,316 |
Feb01 |
000919 |
5.145 |
5.240 |
5.135 |
5.228 |
+0.076 |
2,723 |
19,985 |
+166 |
Mar01 |
000919 |
4.850 |
4.940 |
4.840 |
4.930 |
+0.075 |
1,748 |
23,468 |
+102 |
Apr01 |
000919 |
4.550 |
4.640 |
4.540 |
4.620 |
+0.070 |
1,506 |
17,406 |
+220 |
May01 |
000919 |
4.440 |
4.530 |
4.440 |
4.510 |
+0.065 |
480 |
14,826 |
+287 |
Total Volume and Open Interest |
71,549 |
381,485 |
+3,400 |
Brent Crude Oil(IPE) |
Nov00 |
000919 |
34.38 |
34.46 |
33.62 |
33.63 |
-0.83 |
36,738 |
80,617 |
+499 |
Dec00 |
000919 |
33.90 |
33.90 |
33.16 |
33.26 |
-0.74 |
13,915 |
56,669 |
+497 |
Jan01 |
000919 |
33.03 |
33.09 |
32.52 |
32.52 |
-0.66 |
4,747 |
27,770 |
+489 |
Feb01 |
000919 |
32.26 |
32.32 |
31.78 |
31.78 |
-0.61 |
1,721 |
13,527 |
+231 |
Mar01 |
000919 |
31.55 |
31.55 |
31.03 |
31.03 |
-0.60 |
512 |
8,544 |
-214 |
Apr01 |
000919 |
30.75 |
30.75 |
30.29 |
30.29 |
-0.59 |
107 |
7,705 |
-74 |
May01 |
000919 |
29.30 |
30.20 |
29.30 |
29.65 |
-0.55 |
799 |
3,482 |
+535 |
Jun01 |
000919 |
29.56 |
29.56 |
29.06 |
29.06 |
-0.52 |
2,612 |
12,609 |
-1,070 |
Total Volume and Open Interest |
63,090 |
248,576 |
+2,178 |
Gas Oil(IPE) |
Oct00 |
000919 |
326.00 |
328.00 |
319.00 |
320.25 |
-9.50 |
10,524 |
41,953 |
-41 |
Nov00 |
000919 |
319.00 |
320.00 |
312.00 |
313.50 |
-7.75 |
5,630 |
24,879 |
+1,276 |
Dec00 |
000919 |
311.25 |
312.25 |
306.00 |
307.00 |
-6.75 |
2,957 |
24,672 |
-42 |
Jan01 |
000919 |
304.50 |
304.50 |
300.00 |
300.00 |
-4.50 |
1,110 |
10,554 |
-124 |
Feb01 |
000919 |
293.00 |
294.50 |
290.50 |
290.50 |
-4.50 |
368 |
6,054 |
+53 |
Mar01 |
000919 |
282.00 |
282.00 |
278.75 |
278.75 |
-4.75 |
0 |
5,787 |
+0 |
Apr01 |
000919 |
271.50 |
271.50 |
268.00 |
268.00 |
-5.00 |
0 |
2,907 |
+0 |
May01 |
000919 |
258.25 |
258.25 |
258.25 |
258.25 |
-5.25 |
0 |
547 |
+0 |
Total Volume and Open Interest |
21,189 |
128,296 |
+1,522 |
US Dollar Index(NYBOT) |
Dec00 |
000919 |
115.70 |
116.25 |
115.51 |
115.84 |
+0.08 |
750 |
5,285 |
-67 |
Mar01 |
000919 |
115.30 |
115.60 |
115.30 |
115.56 |
+0.02 |
520 |
7,922 |
-148 |
Jun01 |
000919 |
115.28 |
115.28 |
115.28 |
115.28 |
+0.02 |
520 |
7,922 |
-148 |
Total Volume and Open Interest |
903 |
7,922 |
-148 |
Australian Dollar(IMM) |
Dec00 |
000919 |
54.32 |
54.49 |
54.12 |
54.35 |
+0.12 |
2,478 |
23,145 |
+386 |
Mar01 |
000919 |
54.35 |
54.37 |
54.20 |
54.37 |
+0.12 |
2 |
338 |
+0 |
Jun01 |
000919 |
54.39 |
54.39 |
54.39 |
54.39 |
+0.12 |
0 |
6 |
+0 |
Total Volume and Open Interest |
4,191 |
34,010 |
+125 |
British Pound(IMM) |
Dec00 |
000919 |
140.58 |
141.48 |
140.48 |
141.20 |
+0.42 |
5,726 |
37,267 |
-1,035 |
Mar01 |
000919 |
140.70 |
141.54 |
140.70 |
141.40 |
+0.42 |
7 |
56 |
+5 |
Jun01 |
000919 |
141.60 |
141.60 |
141.60 |
141.60 |
+0.42 |
0 |
2 |
+0 |
Total Volume and Open Interest |
9,868 |
47,675 |
-2,518 |
Canadian Dollar(IMM) |
Dec00 |
000919 |
67.40 |
67.46 |
67.28 |
67.44 |
+0.10 |
8,250 |
52,829 |
+3,730 |
Mar01 |
000919 |
67.60 |
67.60 |
67.48 |
67.60 |
+0.10 |
369 |
1,134 |
+27 |
Jun01 |
000919 |
67.66 |
67.76 |
67.65 |
67.76 |
+0.10 |
268 |
225 |
+39 |
Sep01 |
000919 |
67.92 |
67.92 |
67.92 |
67.92 |
+0.10 |
0 |
29 |
+0 |
Total Volume and Open Interest |
11,823 |
74,838 |
+3,259 |
Japanese Yen(IMM) |
Dec00 |
000919 |
94.96 |
95.07 |
94.77 |
94.96 |
-0.02 |
7,421 |
38,779 |
-195 |
Mar01 |
000919 |
96.43 |
96.43 |
96.40 |
96.43 |
-0.02 |
2 |
221 |
+0 |
Jun01 |
000919 |
97.90 |
97.90 |
97.90 |
97.90 |
-0.02 |
0 |
7 |
+0 |
Total Volume and Open Interest |
13,287 |
70,445 |
-3,783 |
Swiss Franc(IMM) |
Dec00 |
000919 |
56.67 |
56.87 |
56.57 |
56.73 |
+0.21 |
7,357 |
48,144 |
+655 |
Mar01 |
000919 |
57.16 |
57.25 |
57.16 |
57.16 |
+0.21 |
2 |
42 |
+0 |
Jun01 |
000919 |
57.57 |
57.57 |
57.57 |
57.57 |
+0.21 |
0 |
2 |
+0 |
Total Volume and Open Interest |
12,076 |
70,486 |
-3,212 |
EuroFX(IMM) |
Dec00 |
000919 |
85.81 |
86.04 |
85.15 |
85.53 |
-0.25 |
14,707 |
71,824 |
+2,412 |
Mar01 |
000919 |
86.33 |
86.33 |
85.54 |
85.88 |
-0.25 |
98 |
834 |
+35 |
Total Volume and Open Interest |
19,257 |
86,633 |
-217 |
Mexican Peso(IMM) |
Sep00 |
000918 |
10630.0 |
10630.0 |
10600.0 |
10600.0 |
-30.0 |
321 |
5,537 |
-299 |
Dec00 |
000919 |
10330.0 |
10370.0 |
10280.0 |
10345.0 |
+35.0 |
7,604 |
7,591 |
-1,131 |
Total Volume and Open Interest |
7,750 |
16,954 |
-1,162 |
30-Year T-Bonds(CBOT) |
Sep00 |
000919 |
97~27 |
98~09 |
97~27 |
98~04 |
+0~07 |
4,008 |
16,913 |
-2,616 |
Dec00 |
000919 |
97~29 |
98~08 |
97~25 |
98~03 |
+0~07 |
290,174 |
387,809 |
-9,588 |
Mar01 |
000919 |
97~31 |
98~04 |
97~29 |
98~01 |
+0~06 |
87 |
1,432 |
+24 |
Total Volume and Open Interest |
294,290 |
406,295 |
-12,164 |
Municipal Bonds(CBOT) |
Sep00 |
000919 |
99~00 |
99~07 |
99~00 |
99~07 |
+0~06 |
462 |
6,654 |
-291 |
Dec00 |
000919 |
98~03 |
98~09 |
98~01 |
98~08 |
+0~06 |
1,387 |
16,422 |
+465 |
Total Volume and Open Interest |
1,849 |
23,076 |
+174 |
10-Year T-Notes(CBOT) |
Sep00 |
000919 |
99~260 |
100~000 |
99~245 |
99~295 |
+0~030 |
10,383 |
23,201 |
-2,850 |
Dec00 |
000919 |
99~220 |
99~260 |
99~180 |
99~235 |
+0~030 |
199,856 |
507,523 |
-9,654 |
Total Volume and Open Interest |
210,423 |
531,524 |
-12,331 |
5-Year T-Notes(CBOT) |
Sep00 |
000919 |
100~080 |
100~080 |
100~060 |
100~065 |
-0~015 |
1,709 |
3,400 |
-3,313 |
Dec00 |
000919 |
100~145 |
100~150 |
100~055 |
100~110 |
-0~015 |
59,491 |
364,601 |
-9,531 |
Mar01 |
000919 |
100~110 |
100~110 |
100~110 |
100~110 |
-0~015 |
0 |
7 |
+0 |
Total Volume and Open Interest |
61,200 |
368,008 |
-12,844 |
2 Year T-Notes(CBOT) |
Sep00 |
000919 |
99~112 |
99~118 |
99~108 |
99~112 |
-0~009 |
768 |
1,750 |
-1,366 |
Dec00 |
000919 |
100~010 |
100~010 |
99~118 |
100~000 |
-0~005 |
6,236 |
42,673 |
-1,718 |
Total Volume and Open Interest |
7,004 |
44,423 |
-3,084 |
3-Mth T-Bills(IMM) |
Dec00 |
000919 |
93.96 |
93.96 |
93.96 |
93.96 |
+0.01 |
48 |
1,095 |
+10 |
Total Volume and Open Interest |
48 |
2,381 |
+10 |
Eurodollars(IMM) |
Dec00 |
000919 |
93.315 |
93.320 |
93.280 |
93.295 |
unch |
89,494 |
586,601 |
+893 |
Mar01 |
000919 |
93.470 |
93.475 |
93.415 |
93.430 |
-0.020 |
93,358 |
527,040 |
-20,792 |
Jun01 |
000919 |
93.485 |
93.490 |
93.420 |
93.445 |
-0.020 |
56,966 |
316,743 |
+9,500 |
Sep01 |
000919 |
93.490 |
93.495 |
93.415 |
93.435 |
-0.035 |
54,094 |
255,787 |
+12,746 |
Dec01 |
000919 |
93.420 |
93.420 |
93.340 |
93.350 |
-0.040 |
23,191 |
192,132 |
+130 |
Mar02 |
000919 |
93.460 |
93.460 |
93.390 |
93.400 |
-0.035 |
17,720 |
154,361 |
-938 |
Jun02 |
000919 |
93.430 |
93.430 |
93.360 |
93.370 |
-0.035 |
10,332 |
117,898 |
-857 |
Sep02 |
000919 |
93.400 |
93.400 |
93.335 |
93.345 |
-0.035 |
11,599 |
97,788 |
+798 |
Dec02 |
000919 |
93.320 |
93.320 |
93.265 |
93.265 |
-0.035 |
8,113 |
80,214 |
+2,363 |
Mar03 |
000919 |
93.350 |
93.350 |
93.295 |
93.300 |
-0.030 |
7,768 |
73,183 |
+1,109 |
Jun03 |
000919 |
93.310 |
93.310 |
93.260 |
93.260 |
-0.030 |
6,787 |
50,288 |
+821 |
Sep03 |
000919 |
93.270 |
93.270 |
93.220 |
93.225 |
-0.025 |
6,615 |
57,894 |
+2,028 |
Total Volume and Open Interest |
418,103 |
3,286,988 |
-58,645 |
3-Mth Euro-Yen(IMM) |
Sep00 |
000915 |
99.61 |
99.62 |
99.61 |
99.62 |
+0.01 |
2,896 |
14,137 |
+1,269 |
Dec00 |
000919 |
99.48 |
99.48 |
99.47 |
99.47 |
+0.01 |
3,322 |
15,099 |
+1,936 |
Mar01 |
000919 |
99.49 |
99.50 |
99.49 |
99.49 |
+0.02 |
4,430 |
16,230 |
-379 |
Jun01 |
000919 |
99.45 |
99.45 |
99.43 |
99.43 |
+0.01 |
1,077 |
7,619 |
-1,803 |
Sep01 |
000919 |
99.38 |
99.38 |
99.38 |
99.38 |
+0.03 |
1,907 |
13,281 |
-2,984 |
Dec01 |
000919 |
99.27 |
99.27 |
99.26 |
99.26 |
+0.01 |
2,577 |
5,634 |
+2,186 |
Mar02 |
000919 |
99.19 |
99.19 |
99.18 |
99.18 |
+0.02 |
365 |
3,026 |
-146 |
Jun02 |
000919 |
99.08 |
99.08 |
99.08 |
99.08 |
+0.03 |
500 |
832 |
-118 |
Sep02 |
000919 |
98.91 |
98.91 |
98.91 |
98.91 |
unch |
0 |
36 |
+0 |
Dec02 |
000919 |
98.68 |
98.68 |
98.68 |
98.68 |
unch |
0 |
30 |
+0 |
Total Volume and Open Interest |
14,182 |
75,324 |
-1,683 |
3-Mth Euro-Yen(SIMEX) |
Dec00 |
000919 |
99.46 |
99.48 |
99.46 |
99.48 |
+0.02 |
3,098 |
107,951 |
+0 |
Mar01 |
000919 |
99.46 |
99.50 |
99.46 |
99.49 |
+0.03 |
2,268 |
115,067 |
+0 |
Jun01 |
000919 |
99.42 |
99.45 |
99.42 |
99.45 |
+0.05 |
644 |
98,254 |
+0 |
Sep01 |
000919 |
99.36 |
99.39 |
99.36 |
99.39 |
+0.06 |
148 |
66,722 |
+0 |
Dec01 |
000919 |
99.23 |
99.28 |
99.23 |
99.28 |
+0.06 |
88 |
29,197 |
+0 |
Mar02 |
000919 |
99.19 |
99.19 |
99.18 |
99.19 |
+0.05 |
500 |
15,004 |
+0 |
Jun02 |
000919 |
99.07 |
99.07 |
99.07 |
99.07 |
+0.04 |
212 |
4,063 |
+0 |
Sep02 |
000919 |
98.93 |
98.93 |
98.93 |
98.93 |
+0.05 |
0 |
3,378 |
+0 |
Total Volume and Open Interest |
8,913 |
525,529 |
+0 |
German Euro-Bund(EUREX) |
Dec00 |
000919 |
104.25 |
104.63 |
104.19 |
104.59 |
+0.28 |
487,063 |
581,002 |
-39,016 |
Mar01 |
000919 |
104.55 |
104.64 |
104.52 |
104.52 |
+0.22 |
2,994 |
3,105 |
-81 |
Jun01 |
000919 |
104.47 |
104.47 |
104.47 |
104.47 |
+0.28 |
0 |
401 |
+0 |
Total Volume and Open Interest |
490,057 |
584,508 |
-39,097 |
German Euro-Bobl(EUREX) |
Dec00 |
000919 |
102.97 |
103.27 |
102.97 |
103.12 |
+0.10 |
179,530 |
296,881 |
+7,983 |
Mar01 |
000919 |
103.05 |
103.05 |
102.92 |
102.92 |
+0.08 |
0 |
1,831 |
+0 |
Jun01 |
000919 |
102.64 |
102.64 |
102.64 |
102.64 |
+0.18 |
|
|
|
Total Volume and Open Interest |
179,530 |
298,712 |
+7,983 |
Long Gilt(LIFFE) |
Sep00 |
000919 |
112~06 |
112~12 |
112~01 |
112~12 |
+0~08 |
837 |
4,481 |
-517 |
Dec00 |
000919 |
111~22 |
112~02 |
111~21 |
112~01 |
+0~08 |
19,111 |
73,359 |
+3,730 |
Total Volume and Open Interest |
20,771 |
77,840 |
+3,213 |
3-Mth Short Sterling(LIFFE) |
Sep00 |
000919 |
93.80 |
93.82 |
93.80 |
93.81 |
+0.01 |
16,376 |
137,253 |
-3,368 |
Dec00 |
000919 |
93.73 |
93.75 |
93.73 |
93.74 |
+0.02 |
22,026 |
208,206 |
+3,930 |
Mar01 |
000919 |
93.76 |
93.77 |
93.75 |
93.76 |
+0.03 |
28,338 |
210,349 |
+7,192 |
Total Volume and Open Interest |
94,843 |
931,221 |
+11,822 |
3-Mth Euribor(LIFFE) |
Dec00 |
000919 |
94.830 |
94.900 |
94.830 |
94.865 |
+0.035 |
84,658 |
300,135 |
+6,108 |
Mar01 |
000919 |
94.835 |
94.915 |
94.835 |
94.890 |
+0.055 |
55,448 |
221,912 |
+1,217 |
Jun01 |
000919 |
94.775 |
94.865 |
94.775 |
94.840 |
+0.060 |
32,506 |
142,334 |
+4,014 |
Total Volume and Open Interest |
241,483 |
1,375,851 |
+35,280 |
3-Mth Aus T-Bills(SFE) |
Dec00 |
000919 |
93.29 |
93.35 |
93.28 |
93.35 |
+0.03 |
2,569 |
213,604 |
+8,796 |
Mar01 |
000919 |
93.29 |
93.34 |
93.29 |
93.34 |
+0.03 |
1,127 |
83,590 |
+415 |
Jun01 |
000919 |
93.34 |
93.37 |
93.32 |
93.36 |
+0.02 |
3,276 |
36,779 |
+2,442 |
Sep01 |
000919 |
93.35 |
93.39 |
93.35 |
93.39 |
+0.02 |
1,049 |
15,275 |
+712 |
Dec01 |
000919 |
93.38 |
93.40 |
93.37 |
93.39 |
-0.01 |
492 |
9,088 |
+474 |
Mar02 |
000919 |
93.39 |
93.39 |
93.36 |
93.38 |
-0.02 |
756 |
7,103 |
+555 |
Jun02 |
000919 |
93.38 |
93.40 |
93.37 |
93.38 |
-0.02 |
242 |
4,545 |
+67 |
Sep02 |
000919 |
93.38 |
93.38 |
93.36 |
93.37 |
-0.03 |
300 |
2,970 |
+213 |
Dec02 |
000919 |
93.36 |
93.36 |
93.34 |
93.34 |
-0.03 |
125 |
1,666 |
+96 |
Mar03 |
000919 |
93.35 |
93.35 |
93.32 |
93.32 |
-0.05 |
0 |
1,188 |
+0 |
Total Volume and Open Interest |
9,937 |
379,091 |
+13,771 |
10-Year Aus T-Bonds(SFE) |
Dec00 |
000919 |
93.72 |
93.78 |
93.71 |
93.78 |
+0.03 |
20,888 |
128,619 |
+16,632 |
Mar01 |
000919 |
93.75 |
93.75 |
93.75 |
93.75 |
-0.07 |
|
|
|
Total Volume and Open Interest |
20,888 |
128,619 |
|
3-Year Aus T-Bonds(SFE) |
Dec00 |
000919 |
93.71 |
93.76 |
93.71 |
93.73 |
-0.02 |
28,536 |
203,669 |
+17,476 |
Mar01 |
000919 |
93.70 |
93.70 |
93.70 |
93.70 |
|
|
|
|
Gold(CMX) |
Oct00 |
000919 |
272.8 |
273.5 |
271.7 |
272.6 |
+0.5 |
256 |
5,576 |
-120 |
Dec00 |
000919 |
275.6 |
276.3 |
274.6 |
275.4 |
+0.5 |
17,196 |
84,730 |
+399 |
Feb01 |
000919 |
278.0 |
278.3 |
277.8 |
278.1 |
+0.5 |
20 |
12,316 |
+7 |
Apr01 |
000919 |
280.1 |
280.7 |
280.1 |
280.7 |
+0.5 |
7 |
3,765 |
+7 |
Jun01 |
000919 |
284.0 |
284.0 |
283.2 |
283.2 |
+0.5 |
221 |
8,993 |
-77 |
Aug01 |
000919 |
285.7 |
285.7 |
285.7 |
285.7 |
+0.5 |
34 |
3,306 |
+0 |
Total Volume and Open Interest |
17,753 |
136,067 |
+101 |
Silver(CMX) |
Sep00 |
000919 |
489.0 |
489.0 |
487.5 |
488.3 |
+0.7 |
16 |
307 |
-20 |
Dec00 |
000919 |
494.5 |
495.5 |
494.0 |
494.5 |
+0.7 |
4,363 |
60,256 |
+34 |
Mar01 |
000919 |
500.5 |
501.0 |
499.0 |
499.9 |
+0.7 |
2 |
2,526 |
+2 |
May01 |
000919 |
503.1 |
503.1 |
503.1 |
503.1 |
+0.7 |
0 |
1,196 |
+0 |
Jul01 |
000919 |
506.1 |
506.1 |
506.1 |
506.1 |
+0.7 |
50 |
1,772 |
-24 |
Total Volume and Open Interest |
4,434 |
73,746 |
-7 |
Platinum(NYM) |
Oct00 |
000919 |
595.0 |
595.0 |
591.0 |
591.7 |
-1.1 |
1,001 |
5,327 |
-651 |
Jan01 |
000919 |
590.0 |
590.0 |
585.5 |
586.2 |
-2.1 |
723 |
4,546 |
+422 |
Total Volume and Open Interest |
1,724 |
9,878 |
-229 |
Palladium(NYME) |
Sep00 |
000919 |
0.00 |
0.00 |
0.00 |
0.00 |
unch |
0 |
40 |
+0 |
Dec00 |
000919 |
716.00 |
725.00 |
716.00 |
722.00 |
+11.00 |
305 |
1,240 |
-114 |
Mar01 |
000919 |
722.00 |
722.00 |
722.00 |
722.00 |
+11.00 |
107 |
511 |
+107 |
Total Volume and Open Interest |
412 |
1,791 |
-7 |
Copper(CMX) |
Sep00 |
000919 |
91.40 |
92.20 |
91.40 |
92.15 |
+0.30 |
505 |
3,297 |
-225 |
Dec00 |
000919 |
92.55 |
93.10 |
91.85 |
93.05 |
+0.30 |
4,799 |
55,892 |
+1,004 |
Mar01 |
000919 |
92.40 |
93.05 |
92.00 |
93.05 |
+0.40 |
81 |
5,837 |
+11 |
May01 |
000919 |
92.20 |
92.60 |
92.10 |
92.60 |
+0.15 |
2 |
1,647 |
-2 |
Jul01 |
000919 |
91.60 |
92.10 |
91.60 |
92.10 |
+0.15 |
1 |
1,298 |
+0 |
Total Volume and Open Interest |
5,628 |
84,877 |
+863 |
DJIA Index(CBOT) |
Sep00 |
000914 |
11215 |
11234 |
11075 |
11100 |
-95 |
2,846 |
7,742 |
-731 |
Dec00 |
000919 |
10975 |
10990 |
10895 |
10928 |
-35 |
10,728 |
11,999 |
-219 |
Mar01 |
000919 |
11110 |
11110 |
11055 |
11074 |
-37 |
1 |
23 |
+1 |
Jun01 |
000919 |
11229 |
11229 |
11229 |
11229 |
-37 |
|
|
|
Total Volume and Open Interest |
10,729 |
12,028 |
-218 |
S & P 500(CME) |
Dec00 |
000919 |
1472.50 |
1482.80 |
1467.30 |
1478.50 |
+11.20 |
70,855 |
376,611 |
+1,917 |
Mar01 |
000919 |
1491.00 |
1504.50 |
1490.50 |
1500.50 |
+11.40 |
191 |
2,281 |
+12 |
Jun01 |
000919 |
1518.10 |
1527.60 |
1511.60 |
1522.90 |
+11.30 |
17 |
1,300 |
-9 |
Sep01 |
000919 |
1545.90 |
1550.10 |
1534.10 |
1545.90 |
+11.80 |
12 |
159 |
+8 |
Total Volume and Open Interest |
71,088 |
380,372 |
-85,368 |
S & P 500 E-Mini(Globex) |
Dec00 |
000919 |
1467.00 |
1482.75 |
1466.75 |
1478.50 |
-2.70 |
104,794 |
29,453 |
+3,825 |
Mar01 |
000919 |
1495.00 |
1500.50 |
1494.25 |
1500.50 |
|
|
|
|
NASDAQ 100(CME) |
Dec00 |
000919 |
3697.00 |
3815.00 |
3662.00 |
3804.00 |
+146.50 |
19,910 |
29,695 |
+1,415 |
Mar01 |
000919 |
3864.00 |
3864.00 |
3864.00 |
3864.00 |
+146.50 |
3 |
39 |
+2 |
Jun01 |
000919 |
3912.00 |
3912.00 |
3912.00 |
3912.00 |
+146.50 |
|
|
|
Total Volume and Open Interest |
19,913 |
29,734 |
|
NASDAQ 100 E-Mini(GLOBEX) |
Dec00 |
000919 |
3658.5 |
3817.0 |
3656.0 |
3804.0 |
+146.5 |
72,994 |
14,762 |
+1,044 |
Mar01 |
000919 |
3864.0 |
3864.0 |
3864.0 |
3864.0 |
|
|
|
|
NYSE Composite(NYBOT) |
Dec00 |
000919 |
670.50 |
670.50 |
667.25 |
669.00 |
unch |
|
|
|
Mar01 |
000919 |
679.25 |
679.25 |
678.25 |
678.25 |
unch |
|
|
|
Jun01 |
000919 |
687.50 |
687.50 |
687.50 |
687.50 |
unch |
|
|
|
Total Volume and Open Interest |
|
|
|
S & P Midcap 400(CME) |
Dec00 |
000919 |
535.50 |
540.50 |
531.70 |
539.90 |
+6.90 |
1,924 |
12,549 |
-180 |
Mar01 |
000919 |
545.90 |
545.90 |
545.90 |
545.90 |
+6.90 |
0 |
1 |
+0 |
Jun01 |
000919 |
555.40 |
555.40 |
555.40 |
555.40 |
+6.90 |
0 |
1 |
+0 |
Total Volume and Open Interest |
1,924 |
12,551 |
-5,616 |
Russell 2000(CME) |
Dec00 |
000919 |
525.50 |
532.90 |
521.50 |
532.80 |
+9.05 |
2,763 |
11,194 |
-249 |
Mar01 |
000919 |
540.30 |
540.30 |
540.30 |
540.30 |
+9.05 |
|
|
|
Jun01 |
000919 |
547.85 |
547.85 |
547.85 |
547.85 |
+9.05 |
|
|
|
Total Volume and Open Interest |
2,763 |
11,194 |
-3,154 |
Value Line(KCBT) |
Dec00 |
000919 |
1157.00 |
1157.00 |
1146.50 |
1155.50 |
+6.50 |
47 |
95 |
+11 |
Total Volume and Open Interest |
47 |
95 |
+11 |
Nikkei 225(CME) |
Dec00 |
000919 |
16130 |
16295 |
16120 |
16280 |
+345 |
1,200 |
12,171 |
+109 |
Mar01 |
000919 |
16310 |
16310 |
16310 |
16310 |
+345 |
0 |
8 |
+0 |
Total Volume and Open Interest |
1,200 |
12,179 |
+109 |
Nikkei 225(SIMEX) |
Dec00 |
000919 |
15920 |
16155 |
15760 |
16150 |
+60 |
9,936 |
83,197 |
+83,197 |
Mar01 |
000919 |
16165 |
16165 |
16165 |
16165 |
+60 |
0 |
3,795 |
+3,795 |
Jun01 |
000919 |
16155 |
16155 |
16155 |
16155 |
+60 |
0 |
405 |
+405 |
Total Volume and Open Interest |
9,936 |
87,402 |
-18,350 |
CAC 40(MATIF) |
Sep00 |
000919 |
6486.0 |
6551.0 |
6472.0 |
6507.5 |
+16.5 |
69,994 |
0 |
+0 |
Oct00 |
000919 |
6534.5 |
6560.5 |
6505.0 |
6532.5 |
-27.0 |
2,438 |
0 |
+0 |
Nov00 |
000919 |
6532.5 |
6579.5 |
6527.5 |
6558.5 |
-27.5 |
36 |
0 |
+0 |
Total Volume and Open Interest |
74,426 |
|
|
DAX Index(EUREX) |
Dec00 |
000919 |
6955.0 |
7010.5 |
6926.5 |
7009.0 |
+43.5 |
36,708 |
132,056 |
+7,905 |
Mar01 |
000919 |
7103.5 |
7103.5 |
7054.0 |
7101.0 |
+45.0 |
8 |
584 |
+21 |
Jun01 |
000919 |
7195.0 |
7195.0 |
7195.0 |
7195.0 |
|
|
|
|
FT-SE 100(LIFFE) |
Dec00 |
000919 |
6435.00 |
6487.00 |
6425.00 |
6469.00 |
+14.00 |
35,967 |
253,668 |
-3,212 |
Mar01 |
000919 |
6530.00 |
6534.00 |
6521.00 |
6530.00 |
+13.00 |
200 |
6,226 |
+197 |
Jun01 |
000919 |
6588.50 |
6600.00 |
6582.00 |
6600.00 |
+12.00 |
400 |
400 |
|
Total Volume and Open Interest |
36,567 |
260,294 |
|
SPI 200(SFE) |
Sep00 |
000919 |
3262.0 |
3264.0 |
3222.0 |
3237.0 |
-33.0 |
12,975 |
153,906 |
+3,802 |
Dec00 |
000919 |
3287.0 |
3293.0 |
3253.0 |
3266.0 |
-33.0 |
1,925 |
34,906 |
+1,203 |
Mar01 |
000919 |
3286.0 |
3286.0 |
3286.0 |
3286.0 |
-33.0 |
0 |
1,286 |
+0 |
Total Volume and Open Interest |
14,900 |
190,272 |
+5,005 |
GSCI(CME) |
Oct00 |
000919 |
254.85 |
255.30 |
251.90 |
253.40 |
-3.10 |
2,563 |
33,482 |
+1,984 |
Nov00 |
000919 |
251.20 |
251.20 |
251.00 |
251.20 |
-2.60 |
1 |
1 |
+1 |
Dec00 |
000919 |
250.00 |
250.00 |
250.00 |
250.00 |
-2.30 |
0 |
3 |
+0 |
Total Volume and Open Interest |
4,712 |
35,086 |
+382 |
Bridge CRB Index(NYBOT) |
Nov00 |
000919 |
227.20 |
227.40 |
226.60 |
227.05 |
-0.60 |
100 |
522 |
-2 |
Jan01 |
000919 |
226.80 |
226.80 |
226.80 |
226.80 |
-0.60 |
5 |
661 |
+2 |
Feb01 |
000919 |
225.05 |
225.05 |
225.05 |
225.05 |
-0.60 |
0 |
351 |
+0 |
Total Volume and Open Interest |
105 |
1,535 |
+0 |
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
|
|