 |
MRCI's Free Historical Futures Prices |
Daily Futures Price Listing Thu September 21, 2000 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Nov00 |
000921 |
486.00 |
495.25 |
485.25 |
491.75 |
+4.25 |
36,825 |
89,956 |
+1,540 |
Jan01 |
000921 |
497.00 |
505.50 |
495.75 |
501.75 |
+4.00 |
2,742 |
17,492 |
+89 |
Mar01 |
000921 |
506.50 |
515.50 |
505.25 |
511.75 |
+3.75 |
1,811 |
14,565 |
+390 |
May01 |
000921 |
513.00 |
523.50 |
513.00 |
518.50 |
+3.00 |
1,348 |
11,875 |
+386 |
Jul01 |
000921 |
522.00 |
531.00 |
521.00 |
527.50 |
+4.25 |
1,167 |
14,328 |
-177 |
Aug01 |
000921 |
529.00 |
530.00 |
527.00 |
527.00 |
+4.25 |
68 |
284 |
+30 |
Sep01 |
000921 |
528.00 |
528.00 |
528.00 |
528.00 |
+4.00 |
0 |
111 |
+0 |
Total Volume and Open Interest |
44,205 |
151,776 |
+2,284 |
Soybean Meal(CBOT) |
Oct00 |
000921 |
168.80 |
171.40 |
168.40 |
170.80 |
+1.20 |
7,319 |
18,918 |
-334 |
Dec00 |
000921 |
166.90 |
170.00 |
166.50 |
168.70 |
+1.30 |
11,434 |
56,696 |
+602 |
Jan01 |
000921 |
167.40 |
170.60 |
167.40 |
169.30 |
+1.50 |
1,676 |
11,761 |
+305 |
Mar01 |
000921 |
168.50 |
171.50 |
168.30 |
170.10 |
+1.30 |
642 |
8,035 |
+95 |
May01 |
000921 |
168.30 |
170.50 |
168.00 |
170.00 |
+1.50 |
738 |
5,359 |
-56 |
Jul01 |
000921 |
169.00 |
172.00 |
169.00 |
171.00 |
+1.70 |
1,059 |
3,942 |
+417 |
Aug01 |
000921 |
170.00 |
171.00 |
169.80 |
169.80 |
+1.60 |
13 |
604 |
+13 |
Sep01 |
000921 |
170.00 |
170.20 |
168.50 |
168.50 |
+1.00 |
14 |
341 |
-8 |
Total Volume and Open Interest |
22,965 |
105,988 |
+1,058 |
Soybean Oil(CBOT) |
Oct00 |
000921 |
15.22 |
15.33 |
15.17 |
15.27 |
unch |
4,437 |
18,766 |
-893 |
Dec00 |
000921 |
15.64 |
15.74 |
15.55 |
15.62 |
-0.03 |
7,037 |
65,945 |
-2,060 |
Jan01 |
000921 |
15.92 |
16.03 |
15.88 |
15.94 |
-0.01 |
2,312 |
18,160 |
-101 |
Mar01 |
000921 |
16.35 |
16.43 |
16.30 |
16.33 |
-0.03 |
594 |
13,012 |
+182 |
May01 |
000921 |
16.74 |
16.82 |
16.68 |
16.73 |
-0.03 |
192 |
9,469 |
+38 |
Jul01 |
000921 |
17.11 |
17.20 |
17.11 |
17.11 |
-0.03 |
422 |
7,039 |
+99 |
Aug01 |
000921 |
17.30 |
17.30 |
17.21 |
17.21 |
-0.09 |
0 |
1,323 |
+0 |
Sep01 |
000921 |
17.47 |
17.47 |
17.36 |
17.36 |
-0.05 |
0 |
1,252 |
+50 |
Total Volume and Open Interest |
15,413 |
139,087 |
-2,403 |
Canola(WCE) |
Sep00 |
000920 |
256.2 |
256.2 |
256.2 |
256.2 |
unch |
0 |
5 |
+0 |
Nov00 |
000921 |
255.8 |
258.1 |
255.8 |
257.2 |
+1.4 |
4,363 |
36,713 |
-2,677 |
Jan01 |
000921 |
262.5 |
264.2 |
262.2 |
263.7 |
+1.5 |
805 |
14,566 |
+315 |
Mar01 |
000921 |
267.7 |
269.8 |
267.7 |
269.5 |
+1.8 |
232 |
5,172 |
+30 |
May01 |
000921 |
274.0 |
274.0 |
274.0 |
274.0 |
+1.4 |
20 |
1,643 |
+20 |
Total Volume and Open Interest |
5,552 |
58,562 |
-2,189 |
Corn(CBOT) |
Nov00 |
000921 |
183.50 |
187.00 |
183.00 |
186.25 |
+2.50 |
86 |
3,044 |
-15 |
Dec00 |
000921 |
187.75 |
191.00 |
187.25 |
190.25 |
+2.25 |
30,136 |
211,185 |
-463 |
Jan01 |
000921 |
192.50 |
194.75 |
192.00 |
194.00 |
+2.25 |
36 |
590 |
+0 |
Mar01 |
000921 |
199.50 |
203.00 |
199.00 |
202.00 |
+2.00 |
5,051 |
73,708 |
+428 |
May01 |
000921 |
207.25 |
210.50 |
207.00 |
209.50 |
+2.00 |
1,747 |
20,611 |
+132 |
Jul01 |
000921 |
214.50 |
217.50 |
214.00 |
216.75 |
+2.00 |
1,688 |
29,573 |
+792 |
Total Volume and Open Interest |
39,263 |
356,540 |
+970 |
Wheat(CBOT) |
Dec00 |
000921 |
248.75 |
249.00 |
246.00 |
247.50 |
-2.25 |
12,250 |
103,728 |
-606 |
Mar01 |
000921 |
266.50 |
266.50 |
263.50 |
264.75 |
-2.25 |
1,512 |
25,864 |
+70 |
May01 |
000921 |
275.75 |
276.25 |
274.00 |
275.00 |
-2.25 |
213 |
1,353 |
-2 |
Jul01 |
000921 |
286.00 |
286.00 |
283.50 |
284.75 |
-2.25 |
323 |
11,456 |
+7 |
Sep01 |
000921 |
292.50 |
292.50 |
292.50 |
292.50 |
-2.25 |
17 |
116 |
+6 |
Total Volume and Open Interest |
14,317 |
143,280 |
-524 |
Wheat(KCBT) |
Dec00 |
000921 |
296.00 |
296.00 |
292.00 |
293.75 |
-2.50 |
4,106 |
59,390 |
+13 |
Mar01 |
000921 |
309.50 |
309.50 |
306.00 |
307.75 |
-2.50 |
670 |
17,229 |
+109 |
May01 |
000921 |
318.00 |
318.00 |
314.75 |
316.25 |
-2.50 |
385 |
2,044 |
+225 |
Jul01 |
000921 |
324.50 |
324.50 |
321.75 |
323.00 |
-2.75 |
592 |
3,282 |
+289 |
Sep01 |
000921 |
328.50 |
328.50 |
328.50 |
328.50 |
-3.50 |
25 |
43 |
+25 |
Total Volume and Open Interest |
5,780 |
81,993 |
+663 |
Wheat(MGE) |
Sep00 |
000920 |
296.00 |
296.00 |
296.00 |
296.00 |
unch |
|
|
|
Dec00 |
000921 |
306.50 |
306.50 |
305.00 |
305.50 |
-1.75 |
1,796 |
19,235 |
+269 |
Mar01 |
000921 |
321.00 |
321.25 |
319.75 |
320.00 |
-1.50 |
542 |
5,483 |
+263 |
May01 |
000921 |
329.00 |
329.00 |
328.25 |
328.50 |
-1.50 |
29 |
992 |
-2 |
Jul01 |
000921 |
336.50 |
336.75 |
336.00 |
336.50 |
-1.50 |
30 |
352 |
+10 |
Total Volume and Open Interest |
2,397 |
26,280 |
+540 |
Oats(CBOT) |
Dec00 |
000921 |
106.50 |
106.75 |
105.00 |
105.75 |
-1.00 |
464 |
10,934 |
+156 |
Mar01 |
000921 |
116.25 |
116.25 |
115.00 |
115.25 |
-1.00 |
70 |
1,799 |
+44 |
May01 |
000921 |
122.25 |
122.25 |
121.00 |
121.00 |
-1.25 |
8 |
171 |
+8 |
Jul01 |
000921 |
125.75 |
125.75 |
125.75 |
125.75 |
-1.75 |
0 |
104 |
+0 |
Total Volume and Open Interest |
542 |
13,088 |
+208 |
Rough Rice(CBOT) |
Nov00 |
000921 |
6.11 |
6.12 |
5.90 |
5.93 |
-0.19 |
84 |
2,862 |
+18 |
Jan01 |
000921 |
6.28 |
6.28 |
6.10 |
6.10 |
-0.22 |
112 |
2,465 |
-27 |
Mar01 |
000921 |
6.36 |
6.40 |
6.20 |
6.20 |
-0.23 |
1 |
583 |
+1 |
May01 |
000921 |
6.53 |
6.53 |
6.53 |
6.53 |
-0.03 |
0 |
138 |
+0 |
Total Volume and Open Interest |
201 |
6,188 |
-8 |
Live Cattle(CME) |
Oct00 |
000921 |
67.800 |
67.925 |
67.450 |
67.900 |
-0.075 |
4,595 |
43,126 |
-463 |
Dec00 |
000921 |
69.250 |
69.525 |
68.975 |
69.500 |
unch |
3,511 |
45,103 |
+285 |
Feb01 |
000921 |
70.600 |
70.850 |
70.250 |
70.800 |
+0.100 |
1,432 |
19,077 |
+469 |
Apr01 |
000921 |
72.600 |
72.900 |
72.250 |
72.775 |
+0.075 |
909 |
10,471 |
+620 |
Jun01 |
000921 |
69.900 |
70.050 |
69.725 |
70.025 |
+0.025 |
379 |
4,427 |
+282 |
Aug01 |
000921 |
70.100 |
70.125 |
69.975 |
70.000 |
-0.050 |
30 |
2,901 |
+12 |
Total Volume and Open Interest |
10,859 |
125,940 |
+1,208 |
Feeder Cattle(CME) |
Sep00 |
000921 |
85.550 |
85.550 |
85.300 |
85.350 |
-0.250 |
290 |
1,643 |
-220 |
Oct00 |
000921 |
85.700 |
85.700 |
85.300 |
85.575 |
-0.250 |
970 |
6,365 |
-113 |
Nov00 |
000921 |
86.400 |
86.400 |
85.950 |
86.125 |
-0.325 |
676 |
4,194 |
-37 |
Jan01 |
000921 |
87.100 |
87.150 |
86.675 |
87.150 |
-0.050 |
399 |
3,453 |
+188 |
Mar01 |
000921 |
87.000 |
87.000 |
86.700 |
87.000 |
unch |
28 |
1,650 |
+3 |
Apr01 |
000921 |
87.050 |
87.050 |
86.800 |
87.000 |
-0.200 |
9 |
559 |
+1 |
May01 |
000921 |
87.000 |
87.000 |
86.800 |
86.950 |
-0.150 |
32 |
916 |
+19 |
Total Volume and Open Interest |
2,435 |
18,929 |
-157 |
Lean Hogs(CME) |
Oct00 |
000921 |
55.650 |
56.375 |
55.575 |
56.325 |
+0.750 |
4,188 |
14,073 |
-390 |
Dec00 |
000921 |
51.900 |
52.475 |
51.600 |
52.450 |
+0.850 |
3,204 |
17,636 |
+240 |
Feb01 |
000921 |
52.300 |
52.800 |
52.250 |
52.775 |
+0.575 |
519 |
4,368 |
+60 |
Apr01 |
000921 |
50.850 |
51.450 |
50.850 |
51.025 |
+0.225 |
277 |
1,908 |
+92 |
Jun01 |
000921 |
57.250 |
57.675 |
57.200 |
57.575 |
+0.325 |
111 |
727 |
+44 |
Jul01 |
000921 |
56.500 |
56.750 |
56.450 |
56.700 |
+0.200 |
5 |
237 |
+5 |
Aug01 |
000921 |
55.000 |
55.125 |
54.850 |
55.125 |
-0.025 |
10 |
140 |
+5 |
Oct01 |
000921 |
47.000 |
47.000 |
47.000 |
47.000 |
+0.500 |
6 |
32 |
+6 |
Total Volume and Open Interest |
8,320 |
39,131 |
+62 |
Pork Bellies(CME) |
Feb01 |
000921 |
62.700 |
63.450 |
62.200 |
63.050 |
+0.900 |
371 |
1,897 |
-1 |
Mar01 |
000921 |
62.600 |
63.325 |
62.600 |
63.250 |
+1.100 |
11 |
38 |
+1 |
May01 |
000921 |
63.750 |
64.000 |
63.700 |
63.700 |
+1.200 |
0 |
6 |
-2 |
Jul01 |
000921 |
64.000 |
64.000 |
63.500 |
63.500 |
+0.550 |
3 |
5 |
-1 |
Aug01 |
000921 |
64.725 |
64.725 |
64.725 |
64.725 |
-0.025 |
0 |
1 |
+0 |
Total Volume and Open Interest |
385 |
1,947 |
-3 |
Cocoa(NYBOT) |
Dec00 |
000921 |
795 |
804 |
789 |
803 |
+15 |
4,882 |
49,874 |
-767 |
Mar01 |
000921 |
824 |
835 |
822 |
834 |
+15 |
1,147 |
20,296 |
+11 |
May01 |
000921 |
848 |
857 |
842 |
857 |
+14 |
192 |
9,155 |
-121 |
Jul01 |
000921 |
870 |
881 |
870 |
881 |
+13 |
23 |
8,336 |
-1 |
Sep01 |
000921 |
901 |
906 |
901 |
906 |
+13 |
13 |
7,836 |
+0 |
Dec01 |
000921 |
939 |
939 |
939 |
939 |
+13 |
150 |
10,520 |
+136 |
Mar02 |
000921 |
973 |
973 |
973 |
973 |
+13 |
0 |
9,615 |
+0 |
Total Volume and Open Interest |
6,565 |
123,347 |
-584 |
Coffee "C"(NYBOT) |
Dec00 |
000921 |
78.50 |
79.15 |
77.60 |
77.80 |
-1.35 |
7,975 |
29,847 |
+976 |
Mar01 |
000921 |
83.25 |
83.70 |
82.50 |
82.50 |
-1.40 |
1,511 |
5,862 |
+195 |
May01 |
000921 |
86.40 |
86.75 |
85.40 |
85.40 |
-1.30 |
321 |
2,108 |
+27 |
Jul01 |
000921 |
89.00 |
89.50 |
88.40 |
88.40 |
-1.20 |
100 |
899 |
+22 |
Sep01 |
000921 |
91.25 |
92.00 |
91.00 |
91.00 |
-1.35 |
50 |
1,534 |
-6 |
Dec01 |
000921 |
95.90 |
95.90 |
95.25 |
95.25 |
-1.50 |
0 |
345 |
-2 |
Total Volume and Open Interest |
9,957 |
40,595 |
+1,212 |
Orange Juice(NYBOT) |
Nov00 |
000921 |
73.75 |
74.40 |
72.80 |
73.75 |
+1.10 |
1,602 |
17,593 |
+13 |
Jan01 |
000921 |
75.70 |
76.40 |
75.10 |
75.80 |
+1.10 |
498 |
5,908 |
+188 |
Mar01 |
000921 |
78.55 |
79.20 |
77.80 |
78.55 |
+1.20 |
79 |
5,313 |
+35 |
May01 |
000921 |
80.50 |
81.20 |
80.45 |
80.75 |
+0.90 |
0 |
676 |
+0 |
Jul01 |
000921 |
82.75 |
82.75 |
82.75 |
82.75 |
+0.40 |
40 |
344 |
+40 |
Total Volume and Open Interest |
7,219 |
30,230 |
+276 |
Sugar #11(NYBOT) |
Oct00 |
000921 |
9.25 |
9.35 |
9.10 |
9.16 |
-0.28 |
9,874 |
35,809 |
-911 |
Mar01 |
000921 |
9.22 |
9.24 |
9.00 |
9.11 |
-0.22 |
18,499 |
80,283 |
+987 |
May01 |
000921 |
8.93 |
8.96 |
8.75 |
8.86 |
-0.19 |
2,038 |
12,325 |
-486 |
Jul01 |
000921 |
8.40 |
8.44 |
8.25 |
8.37 |
-0.15 |
3,442 |
16,262 |
+477 |
Oct01 |
000921 |
8.25 |
8.27 |
8.10 |
8.22 |
-0.10 |
1,940 |
13,860 |
+812 |
Total Volume and Open Interest |
36,862 |
165,155 |
+1,293 |
London Cocoa(LCE) |
Sep00 |
000914 |
624 |
625 |
622 |
622 |
+7 |
7,710 |
1,964 |
-6,069 |
Dec00 |
000921 |
627 |
632 |
625 |
629 |
-8 |
1,734 |
57,906 |
-145 |
Mar01 |
000921 |
648 |
653 |
646 |
650 |
-9 |
1,165 |
44,551 |
+596 |
May01 |
000921 |
670 |
670 |
665 |
666 |
-9 |
136 |
20,880 |
+76 |
Jul01 |
000921 |
683 |
683 |
681 |
682 |
-9 |
10 |
8,359 |
+0 |
Sep01 |
000921 |
695 |
697 |
695 |
697 |
-9 |
20 |
17,110 |
+16 |
Dec01 |
000921 |
724 |
724 |
724 |
724 |
-9 |
105 |
5,406 |
-10 |
Total Volume and Open Interest |
3,170 |
183,358 |
+533 |
London Coffee(LCE) |
Sep00 |
000921 |
790.00 |
791.00 |
780.00 |
788.00 |
-12.00 |
208 |
1,081 |
-699 |
Nov00 |
000921 |
802.00 |
803.00 |
780.00 |
788.00 |
-15.00 |
1,646 |
32,776 |
-409 |
Jan01 |
000921 |
804.00 |
804.00 |
787.00 |
794.00 |
-16.00 |
985 |
11,755 |
-114 |
Mar01 |
000921 |
810.00 |
812.00 |
800.00 |
805.00 |
-13.00 |
483 |
5,505 |
+108 |
May01 |
000921 |
830.00 |
830.00 |
818.00 |
823.00 |
-13.00 |
105 |
2,695 |
+70 |
Jul01 |
000921 |
842.00 |
848.00 |
842.00 |
843.00 |
-12.00 |
2 |
523 |
+2 |
Total Volume and Open Interest |
3,429 |
54,531 |
-1,042 |
London Sugar(LCE) |
Oct00 |
000915 |
263.50 |
264.00 |
252.00 |
262.70 |
-0.90 |
2,117 |
1,120 |
-1,892 |
Dec00 |
000921 |
249.50 |
249.50 |
243.00 |
244.40 |
-4.90 |
2,740 |
16,238 |
+454 |
Mar01 |
000921 |
248.30 |
248.30 |
242.00 |
243.90 |
-4.90 |
1,199 |
13,748 |
+119 |
May01 |
000921 |
246.10 |
246.10 |
240.00 |
241.60 |
-4.80 |
196 |
2,685 |
-27 |
Aug01 |
000921 |
242.00 |
242.00 |
238.00 |
238.30 |
-4.60 |
62 |
3,545 |
+4 |
Total Volume and Open Interest |
4,406 |
38,513 |
+755 |
Cotton(NYBOT) |
Oct00 |
000921 |
63.30 |
63.90 |
62.92 |
63.90 |
+0.76 |
777 |
3,624 |
-441 |
Dec00 |
000921 |
63.25 |
64.04 |
63.00 |
63.98 |
+0.83 |
4,899 |
43,136 |
-198 |
Mar01 |
000921 |
64.90 |
65.70 |
64.80 |
65.69 |
+0.79 |
637 |
11,728 |
+107 |
May01 |
000921 |
65.50 |
66.30 |
65.40 |
66.26 |
+0.76 |
194 |
8,093 |
-5 |
Jul01 |
000921 |
66.15 |
66.65 |
66.15 |
66.65 |
+0.60 |
116 |
3,082 |
+30 |
Oct01 |
000921 |
63.75 |
63.75 |
63.75 |
63.75 |
+0.35 |
22 |
631 |
-20 |
Total Volume and Open Interest |
6,687 |
74,127 |
-516 |
Lumber(CME) |
Nov00 |
000921 |
238.5 |
239.0 |
232.5 |
233.3 |
-5.0 |
640 |
2,275 |
-21 |
Jan01 |
000921 |
248.8 |
249.1 |
245.0 |
246.2 |
-2.6 |
181 |
775 |
-1 |
Mar01 |
000921 |
259.3 |
260.6 |
256.2 |
258.0 |
-1.4 |
35 |
432 |
+3 |
May01 |
000921 |
262.9 |
263.6 |
261.0 |
261.0 |
-0.7 |
10 |
95 |
-6 |
Total Volume and Open Interest |
869 |
3,720 |
-4 |
Crude Oil(NYM) |
Nov00 |
000921 |
34.65 |
35.46 |
33.90 |
34.00 |
-1.24 |
119,080 |
144,875 |
-1,937 |
Dec00 |
000921 |
33.90 |
34.60 |
33.30 |
33.41 |
-0.94 |
35,894 |
66,420 |
+3,982 |
Jan01 |
000921 |
33.20 |
33.80 |
32.75 |
32.83 |
-0.77 |
6,622 |
32,916 |
-24 |
Feb01 |
000921 |
32.50 |
33.00 |
32.25 |
32.25 |
-0.63 |
2,243 |
15,682 |
+452 |
Mar01 |
000921 |
31.85 |
32.30 |
31.67 |
31.67 |
-0.51 |
1,222 |
15,970 |
-109 |
Apr01 |
000921 |
31.62 |
31.62 |
31.10 |
31.13 |
-0.44 |
2,578 |
10,018 |
+882 |
May01 |
000921 |
30.75 |
31.20 |
30.62 |
30.62 |
-0.38 |
2,498 |
8,625 |
+538 |
Jun01 |
000921 |
30.20 |
30.55 |
30.14 |
30.14 |
-0.32 |
1,028 |
26,425 |
-261 |
Jul01 |
000921 |
29.90 |
29.90 |
29.69 |
29.69 |
-0.26 |
412 |
8,257 |
-108 |
Aug01 |
000921 |
29.45 |
29.65 |
29.27 |
29.27 |
-0.21 |
61 |
6,411 |
+0 |
Total Volume and Open Interest |
247,900 |
454,755 |
-15,482 |
Heating Oil(NYM) |
Oct00 |
000921 |
101.50 |
102.00 |
99.50 |
99.89 |
-1.90 |
14,342 |
28,017 |
-1,974 |
Nov00 |
000921 |
101.40 |
101.90 |
99.60 |
99.98 |
-1.76 |
13,023 |
39,949 |
-2,225 |
Dec00 |
000921 |
100.50 |
101.10 |
99.10 |
99.53 |
-1.51 |
4,744 |
31,845 |
-123 |
Jan01 |
000921 |
99.60 |
100.10 |
98.35 |
98.68 |
-1.31 |
2,132 |
23,035 |
-128 |
Feb01 |
000921 |
96.80 |
96.95 |
95.30 |
95.73 |
-1.16 |
1,220 |
18,865 |
+364 |
Mar01 |
000921 |
91.15 |
91.20 |
90.28 |
90.28 |
-0.91 |
593 |
13,131 |
-190 |
Apr01 |
000921 |
86.00 |
86.80 |
85.88 |
85.88 |
-0.76 |
533 |
7,099 |
+184 |
May01 |
000921 |
82.80 |
83.50 |
82.43 |
82.43 |
-0.66 |
114 |
3,923 |
+90 |
Jun01 |
000921 |
80.30 |
80.30 |
80.03 |
80.03 |
-0.56 |
163 |
5,238 |
+114 |
Jul01 |
000921 |
78.90 |
79.20 |
78.88 |
78.88 |
-0.51 |
3 |
1,039 |
+0 |
Total Volume and Open Interest |
36,960 |
177,430 |
-3,864 |
Unleaded Gas(NYM) |
Oct00 |
000921 |
97.60 |
99.80 |
97.00 |
98.40 |
-0.05 |
19,836 |
23,936 |
-2,487 |
Nov00 |
000921 |
95.30 |
96.60 |
93.90 |
95.07 |
-0.72 |
12,141 |
24,574 |
+2,206 |
Dec00 |
000921 |
92.80 |
93.70 |
91.45 |
92.37 |
-0.89 |
3,998 |
8,824 |
-56 |
Jan01 |
000921 |
90.60 |
91.50 |
89.80 |
90.22 |
-1.09 |
478 |
3,039 |
+73 |
Feb01 |
000921 |
89.22 |
89.22 |
89.22 |
89.22 |
-1.24 |
259 |
4,405 |
+8 |
Mar01 |
000921 |
89.02 |
89.02 |
89.02 |
89.02 |
-1.29 |
391 |
3,428 |
+27 |
Apr01 |
000921 |
93.90 |
94.80 |
93.77 |
93.77 |
-1.29 |
540 |
4,315 |
-97 |
May01 |
000921 |
92.63 |
92.63 |
92.63 |
92.63 |
-1.28 |
205 |
2,920 |
+3 |
Total Volume and Open Interest |
37,894 |
79,989 |
-342 |
Natural Gas(NYM) |
Oct00 |
000921 |
5.270 |
5.330 |
5.210 |
5.287 |
-0.031 |
36,654 |
51,856 |
+594 |
Nov00 |
000921 |
5.380 |
5.450 |
5.330 |
5.402 |
-0.031 |
13,884 |
37,247 |
+1,326 |
Dec00 |
000921 |
5.460 |
5.570 |
5.450 |
5.517 |
-0.031 |
7,041 |
38,479 |
+1,385 |
Jan01 |
000921 |
5.425 |
5.500 |
5.410 |
5.470 |
-0.025 |
3,682 |
30,010 |
-445 |
Feb01 |
000921 |
5.180 |
5.230 |
5.150 |
5.203 |
-0.007 |
1,413 |
19,705 |
+177 |
Mar01 |
000921 |
4.870 |
4.945 |
4.860 |
4.923 |
unch |
1,686 |
23,495 |
-6 |
Apr01 |
000921 |
4.600 |
4.660 |
4.600 |
4.633 |
+0.013 |
1,251 |
16,688 |
-406 |
May01 |
000921 |
4.490 |
4.545 |
4.490 |
4.533 |
+0.023 |
671 |
15,154 |
+126 |
Total Volume and Open Interest |
69,441 |
385,530 |
+2,996 |
Brent Crude Oil(IPE) |
Nov00 |
000921 |
33.55 |
34.08 |
32.71 |
32.73 |
-1.01 |
45,123 |
79,077 |
-189 |
Dec00 |
000921 |
33.11 |
33.55 |
32.40 |
32.42 |
-0.83 |
19,026 |
63,962 |
+3,395 |
Jan01 |
000921 |
32.31 |
32.76 |
31.75 |
31.78 |
-0.62 |
6,339 |
28,428 |
+593 |
Feb01 |
000921 |
31.70 |
32.00 |
31.15 |
31.20 |
-0.50 |
1,684 |
13,743 |
+511 |
Mar01 |
000921 |
30.91 |
31.12 |
30.57 |
30.57 |
-0.43 |
980 |
8,898 |
+139 |
Apr01 |
000921 |
30.47 |
30.47 |
29.93 |
29.93 |
-0.37 |
1,156 |
8,016 |
+296 |
May01 |
000921 |
29.89 |
29.89 |
29.35 |
29.35 |
-0.29 |
600 |
3,994 |
+204 |
Jun01 |
000921 |
29.31 |
29.31 |
28.77 |
28.77 |
-0.25 |
1,361 |
13,273 |
+546 |
Total Volume and Open Interest |
76,282 |
257,157 |
+5,508 |
Gas Oil(IPE) |
Oct00 |
000921 |
317.25 |
320.25 |
314.00 |
317.00 |
-6.00 |
11,405 |
42,228 |
+223 |
Nov00 |
000921 |
310.50 |
312.00 |
307.00 |
310.00 |
-6.25 |
10,827 |
25,235 |
+920 |
Dec00 |
000921 |
302.75 |
305.50 |
300.25 |
303.00 |
-7.00 |
5,813 |
24,213 |
-633 |
Jan01 |
000921 |
296.00 |
298.75 |
294.75 |
296.00 |
-6.75 |
2,770 |
11,718 |
+756 |
Feb01 |
000921 |
288.00 |
290.00 |
287.25 |
287.25 |
-6.00 |
554 |
5,634 |
-486 |
Mar01 |
000921 |
276.50 |
279.00 |
275.75 |
275.75 |
-5.50 |
335 |
5,944 |
+157 |
Apr01 |
000921 |
265.25 |
265.25 |
265.25 |
265.25 |
-5.25 |
27 |
2,984 |
+27 |
May01 |
000921 |
255.75 |
255.75 |
255.75 |
255.75 |
-5.00 |
0 |
547 |
+0 |
Total Volume and Open Interest |
31,994 |
129,591 |
+1,009 |
US Dollar Index(NYBOT) |
Dec00 |
000921 |
116.06 |
116.21 |
114.92 |
115.00 |
-1.14 |
1,000 |
5,312 |
+58 |
Mar01 |
000921 |
115.42 |
115.42 |
114.74 |
114.74 |
-1.12 |
421 |
7,680 |
-12 |
Jun01 |
000921 |
114.48 |
114.48 |
114.48 |
114.48 |
-1.10 |
421 |
7,680 |
-12 |
Total Volume and Open Interest |
1,008 |
7,324 |
-368 |
Australian Dollar(IMM) |
Dec00 |
000921 |
54.00 |
54.42 |
53.98 |
54.36 |
+0.60 |
2,036 |
23,332 |
+232 |
Mar01 |
000921 |
54.45 |
54.45 |
54.38 |
54.38 |
+0.60 |
9 |
337 |
-1 |
Jun01 |
000921 |
54.40 |
54.40 |
54.40 |
54.40 |
+0.60 |
0 |
6 |
+0 |
Total Volume and Open Interest |
2,045 |
23,675 |
-10,289 |
British Pound(IMM) |
Dec00 |
000921 |
142.10 |
144.10 |
142.02 |
143.82 |
+2.66 |
4,035 |
37,948 |
+319 |
Mar01 |
000921 |
142.30 |
144.60 |
142.30 |
144.02 |
+2.66 |
5 |
55 |
-4 |
Jun01 |
000921 |
144.22 |
144.22 |
144.22 |
144.22 |
+2.66 |
0 |
2 |
+0 |
Total Volume and Open Interest |
4,040 |
38,005 |
-10,044 |
Canadian Dollar(IMM) |
Dec00 |
000921 |
67.45 |
67.49 |
67.33 |
67.39 |
-0.16 |
7,348 |
52,906 |
+1,529 |
Mar01 |
000921 |
67.61 |
67.61 |
67.55 |
67.55 |
-0.16 |
21 |
1,139 |
+5 |
Jun01 |
000921 |
67.72 |
67.72 |
67.71 |
67.71 |
-0.16 |
6 |
239 |
+14 |
Sep01 |
000921 |
67.87 |
67.87 |
67.87 |
67.87 |
-0.16 |
4 |
31 |
+2 |
Total Volume and Open Interest |
7,398 |
54,325 |
-18,438 |
Japanese Yen(IMM) |
Dec00 |
000921 |
95.37 |
95.47 |
95.08 |
95.13 |
-0.10 |
9,910 |
38,274 |
+173 |
Mar01 |
000921 |
96.59 |
96.80 |
96.59 |
96.59 |
-0.11 |
9 |
224 |
+3 |
Jun01 |
000921 |
98.05 |
98.21 |
98.05 |
98.05 |
-0.12 |
0 |
7 |
+0 |
Total Volume and Open Interest |
9,919 |
38,607 |
-31,156 |
Swiss Franc(IMM) |
Dec00 |
000921 |
56.86 |
57.15 |
56.68 |
57.06 |
+0.38 |
7,792 |
47,853 |
+193 |
Mar01 |
000921 |
57.50 |
57.55 |
57.49 |
57.49 |
+0.38 |
13 |
53 |
+11 |
Jun01 |
000921 |
57.90 |
57.90 |
57.90 |
57.90 |
+0.38 |
0 |
2 |
+0 |
Total Volume and Open Interest |
7,805 |
48,008 |
-21,992 |
EuroFX(IMM) |
Dec00 |
000921 |
85.62 |
86.31 |
85.45 |
86.19 |
+1.03 |
17,300 |
73,817 |
+1,192 |
Mar01 |
000921 |
85.93 |
86.60 |
85.90 |
86.54 |
+1.03 |
35 |
844 |
+9 |
Total Volume and Open Interest |
17,335 |
74,661 |
-12,763 |
Mexican Peso(IMM) |
Sep00 |
000918 |
10630.0 |
10630.0 |
10600.0 |
10600.0 |
-30.0 |
321 |
5,537 |
-299 |
Dec00 |
000921 |
10275.0 |
10350.0 |
10260.0 |
10330.0 |
+35.0 |
1,061 |
7,426 |
-86 |
Total Volume and Open Interest |
1,069 |
11,275 |
-5,564 |
30-Year T-Bonds(CBOT) |
Dec00 |
000921 |
97~22 |
98~11 |
97~16 |
98~04 |
+0~12 |
226,649 |
382,058 |
-7,613 |
Mar01 |
000921 |
97~28 |
98~08 |
97~15 |
98~02 |
+0~16 |
20 |
1,456 |
+5 |
Jun01 |
000921 |
98~00 |
98~00 |
98~00 |
98~00 |
+0~16 |
0 |
82 |
+0 |
Total Volume and Open Interest |
234,949 |
388,306 |
-14,373 |
Municipal Bonds(CBOT) |
Dec00 |
000921 |
97~29 |
98~07 |
97~20 |
98~00 |
+0~06 |
2,676 |
19,168 |
+1,114 |
Total Volume and Open Interest |
4,445 |
22,986 |
-465 |
10-Year T-Notes(CBOT) |
Dec00 |
000921 |
99~165 |
99~240 |
99~100 |
99~210 |
+0~035 |
183,764 |
517,782 |
+2,201 |
Mar01 |
000921 |
99~190 |
99~230 |
99~120 |
99~215 |
+0~025 |
555 |
1,550 |
+650 |
Total Volume and Open Interest |
196,918 |
534,347 |
-750 |
5-Year T-Notes(CBOT) |
Dec00 |
000921 |
100~090 |
100~095 |
100~015 |
100~065 |
+0~010 |
59,287 |
359,819 |
-472 |
Mar01 |
000921 |
100~065 |
100~065 |
100~065 |
100~065 |
+0~010 |
0 |
7 |
+0 |
Total Volume and Open Interest |
61,990 |
362,950 |
+132 |
2 Year T-Notes(CBOT) |
Dec00 |
000921 |
99~124 |
99~124 |
99~108 |
99~118 |
+0~002 |
7,351 |
45,485 |
+1,855 |
Total Volume and Open Interest |
8,817 |
46,122 |
+933 |
3-Mth T-Bills(IMM) |
Dec00 |
000921 |
93.96 |
93.96 |
93.96 |
93.96 |
+0.03 |
1 |
1,096 |
+0 |
Total Volume and Open Interest |
9 |
1,099 |
+2 |
Eurodollars(IMM) |
Dec00 |
000921 |
93.280 |
93.285 |
93.260 |
93.275 |
unch |
73,917 |
598,898 |
+4,983 |
Mar01 |
000921 |
93.425 |
93.430 |
93.390 |
93.415 |
+0.010 |
154,922 |
539,849 |
+9,611 |
Jun01 |
000921 |
93.440 |
93.445 |
93.395 |
93.430 |
+0.015 |
85,268 |
313,424 |
-640 |
Sep01 |
000921 |
93.435 |
93.445 |
93.385 |
93.435 |
+0.025 |
82,502 |
271,976 |
+9,611 |
Dec01 |
000921 |
93.350 |
93.350 |
93.280 |
93.330 |
+0.010 |
26,495 |
193,179 |
+1,431 |
Mar02 |
000921 |
93.395 |
93.395 |
93.330 |
93.375 |
+0.015 |
24,854 |
159,272 |
+4,290 |
Jun02 |
000921 |
93.345 |
93.345 |
93.290 |
93.335 |
+0.010 |
19,077 |
120,504 |
+2,323 |
Sep02 |
000921 |
93.325 |
93.330 |
93.270 |
93.310 |
+0.010 |
14,822 |
97,048 |
+33 |
Dec02 |
000921 |
93.240 |
93.240 |
93.190 |
93.230 |
+0.015 |
6,030 |
78,835 |
-460 |
Mar03 |
000921 |
93.265 |
93.280 |
93.225 |
93.270 |
+0.020 |
6,082 |
73,904 |
+1,353 |
Jun03 |
000921 |
93.240 |
93.245 |
93.185 |
93.235 |
+0.025 |
5,072 |
51,715 |
+1,215 |
Sep03 |
000921 |
93.185 |
93.215 |
93.160 |
93.200 |
+0.025 |
5,344 |
58,248 |
-92 |
Total Volume and Open Interest |
535,492 |
2,935,754 |
+38,400 |
3-Mth Euro-Yen(IMM) |
Sep00 |
000915 |
99.61 |
99.62 |
99.61 |
99.62 |
+0.01 |
2,896 |
14,137 |
+1,269 |
Dec00 |
000921 |
99.46 |
99.46 |
99.45 |
99.46 |
unch |
2,222 |
12,524 |
-1,374 |
Mar01 |
000921 |
99.49 |
99.50 |
99.49 |
99.50 |
+0.02 |
1,591 |
15,046 |
+884 |
Jun01 |
000921 |
99.44 |
99.44 |
99.44 |
99.44 |
+0.01 |
360 |
7,277 |
-533 |
Sep01 |
000921 |
99.37 |
99.38 |
99.36 |
99.38 |
+0.02 |
995 |
9,727 |
-401 |
Dec01 |
000921 |
99.25 |
99.26 |
99.25 |
99.25 |
unch |
885 |
5,867 |
+177 |
Mar02 |
000921 |
99.18 |
99.18 |
99.18 |
99.18 |
+0.01 |
121 |
3,132 |
-1 |
Jun02 |
000921 |
99.08 |
99.08 |
99.08 |
99.08 |
unch |
1 |
833 |
+1 |
Sep02 |
000921 |
98.91 |
98.91 |
98.91 |
98.91 |
unch |
0 |
36 |
+0 |
Dec02 |
000921 |
98.68 |
98.68 |
98.68 |
98.68 |
unch |
0 |
30 |
+0 |
Total Volume and Open Interest |
6,175 |
54,472 |
-1,313 |
3-Mth Euro-Yen(SIMEX) |
Dec00 |
000921 |
99.46 |
99.46 |
99.43 |
99.45 |
-0.01 |
12,295 |
110,760 |
+683 |
Mar01 |
000921 |
99.47 |
99.49 |
99.47 |
99.49 |
+0.02 |
16,720 |
122,222 |
+2,750 |
Jun01 |
000921 |
99.43 |
99.44 |
99.43 |
99.44 |
+0.01 |
14,394 |
94,099 |
-2,758 |
Sep01 |
000921 |
99.36 |
99.38 |
99.36 |
99.37 |
+0.01 |
11,115 |
65,976 |
-1,540 |
Dec01 |
000921 |
99.26 |
99.26 |
99.24 |
99.25 |
unch |
1,559 |
29,434 |
+0 |
Mar02 |
000921 |
99.17 |
99.18 |
99.17 |
99.18 |
+0.02 |
2,439 |
16,132 |
+1,355 |
Jun02 |
000921 |
99.08 |
99.08 |
99.07 |
99.07 |
+0.01 |
0 |
4,585 |
+250 |
Sep02 |
000921 |
98.93 |
98.93 |
98.93 |
98.93 |
+0.03 |
0 |
3,378 |
+0 |
Total Volume and Open Interest |
58,522 |
448,514 |
+740 |
German Euro-Bund(EUREX) |
Dec00 |
000921 |
104.46 |
105.07 |
104.43 |
104.94 |
+0.35 |
498,157 |
618,370 |
+9,686 |
Mar01 |
000921 |
104.76 |
105.00 |
104.76 |
105.00 |
+0.37 |
3,569 |
4,848 |
+612 |
Jun01 |
000921 |
104.81 |
104.81 |
104.81 |
104.81 |
+0.34 |
0 |
381 |
-20 |
Total Volume and Open Interest |
501,726 |
623,599 |
+10,278 |
German Euro-Bobl(EUREX) |
Dec00 |
000921 |
103.15 |
103.38 |
103.11 |
103.29 |
+0.10 |
269,866 |
319,840 |
+11,427 |
Mar01 |
000921 |
102.99 |
102.99 |
102.99 |
102.99 |
unch |
1,996 |
1,501 |
-330 |
Jun01 |
000921 |
102.79 |
102.79 |
102.79 |
102.79 |
+0.08 |
|
|
|
Total Volume and Open Interest |
271,862 |
321,341 |
+11,097 |
Long Gilt(LIFFE) |
Sep00 |
000921 |
112~11 |
112~19 |
112~11 |
112~18 |
+0~06 |
875 |
4,133 |
-264 |
Dec00 |
000921 |
111~31 |
112~10 |
111~24 |
112~05 |
+0~05 |
10,690 |
74,067 |
+292 |
Total Volume and Open Interest |
12,714 |
78,200 |
+28 |
3-Mth Short Sterling(LIFFE) |
Dec00 |
000921 |
93.73 |
93.75 |
93.72 |
93.74 |
unch |
41,656 |
2,204 |
-206,161 |
Mar01 |
000921 |
93.74 |
93.76 |
93.73 |
93.75 |
unch |
67,923 |
205,083 |
-8,755 |
Jun01 |
000921 |
93.73 |
93.76 |
93.72 |
93.74 |
unch |
25,660 |
210,381 |
+122,503 |
Total Volume and Open Interest |
166,417 |
806,631 |
-119,878 |
3-Mth Euribor(LIFFE) |
Dec00 |
000921 |
94.875 |
94.905 |
94.865 |
94.890 |
+0.005 |
53,823 |
303,538 |
+1,789 |
Mar01 |
000921 |
94.895 |
94.920 |
94.875 |
94.905 |
unch |
66,192 |
206,594 |
-19,819 |
Jun01 |
000921 |
94.840 |
94.875 |
94.835 |
94.860 |
+0.005 |
41,001 |
153,028 |
+3,975 |
Total Volume and Open Interest |
221,013 |
1,084,121 |
-10,974 |
3-Mth Aus T-Bills(SFE) |
Dec00 |
000921 |
93.29 |
93.31 |
93.27 |
93.28 |
-0.04 |
7,101 |
211,510 |
+181 |
Mar01 |
000921 |
93.28 |
93.29 |
93.27 |
93.28 |
-0.03 |
5,628 |
80,217 |
+1,875 |
Jun01 |
000921 |
93.31 |
93.31 |
93.29 |
93.30 |
-0.03 |
1,663 |
35,223 |
+1,186 |
Sep01 |
000921 |
93.35 |
93.35 |
93.32 |
93.34 |
-0.03 |
818 |
15,725 |
+578 |
Dec01 |
000921 |
93.33 |
93.33 |
93.31 |
93.33 |
-0.04 |
73 |
9,174 |
-50 |
Mar02 |
000921 |
93.32 |
93.32 |
93.32 |
93.32 |
-0.05 |
125 |
7,141 |
+12 |
Jun02 |
000921 |
93.31 |
93.31 |
93.31 |
93.31 |
-0.04 |
150 |
4,748 |
+70 |
Sep02 |
000921 |
93.33 |
93.33 |
93.33 |
93.33 |
-0.02 |
125 |
3,304 |
+120 |
Dec02 |
000921 |
93.29 |
93.30 |
93.29 |
93.30 |
-0.03 |
60 |
1,779 |
+60 |
Mar03 |
000921 |
93.24 |
93.24 |
93.24 |
93.24 |
-0.06 |
58 |
1,193 |
-53 |
Total Volume and Open Interest |
15,805 |
373,297 |
+3,976 |
10-Year Aus T-Bonds(SFE) |
Dec00 |
000921 |
93.72 |
93.78 |
93.71 |
93.78 |
+0.04 |
823 |
139,383 |
-243 |
Mar01 |
000921 |
93.75 |
93.75 |
93.75 |
93.75 |
-0.04 |
|
|
|
Total Volume and Open Interest |
823 |
139,383 |
-243 |
3-Year Aus T-Bonds(SFE) |
Dec00 |
000921 |
93.69 |
93.70 |
93.67 |
93.69 |
-0.03 |
2,511 |
233,846 |
+10,269 |
Mar01 |
000921 |
93.66 |
93.66 |
93.66 |
93.66 |
-0.03 |
|
|
|
Total Volume and Open Interest |
2,511 |
233,846 |
+10,269 |
Gold(CMX) |
Oct00 |
000921 |
269.7 |
271.0 |
269.7 |
270.8 |
+1.1 |
270 |
5,413 |
-95 |
Dec00 |
000921 |
272.8 |
274.2 |
272.3 |
273.5 |
+1.0 |
23,559 |
90,185 |
+3,920 |
Feb01 |
000921 |
275.7 |
276.7 |
275.0 |
276.1 |
+1.0 |
3,113 |
14,706 |
+2,369 |
Apr01 |
000921 |
278.0 |
279.0 |
278.0 |
278.6 |
+0.9 |
148 |
3,808 |
+48 |
Jun01 |
000921 |
281.6 |
281.6 |
281.0 |
281.1 |
+0.9 |
329 |
8,929 |
-85 |
Aug01 |
000921 |
282.8 |
283.6 |
282.8 |
283.6 |
+0.9 |
0 |
3,306 |
+0 |
Total Volume and Open Interest |
27,584 |
143,889 |
+6,322 |
Silver(CMX) |
Sep00 |
000921 |
487.0 |
488.0 |
487.0 |
487.2 |
+4.2 |
111 |
205 |
-93 |
Dec00 |
000921 |
490.0 |
494.0 |
490.0 |
493.5 |
+4.2 |
11,781 |
60,855 |
+695 |
Mar01 |
000921 |
498.0 |
499.1 |
497.0 |
499.1 |
+4.3 |
183 |
2,530 |
+22 |
May01 |
000921 |
504.0 |
504.0 |
502.4 |
502.4 |
+4.3 |
9 |
1,194 |
-2 |
Jul01 |
000921 |
505.6 |
505.6 |
505.6 |
505.6 |
+4.4 |
55 |
1,747 |
-27 |
Total Volume and Open Interest |
12,341 |
74,221 |
+596 |
Platinum(NYM) |
Oct00 |
000921 |
585.0 |
587.0 |
582.5 |
585.2 |
-3.6 |
994 |
4,286 |
-236 |
Jan01 |
000921 |
578.1 |
580.0 |
575.0 |
577.7 |
-5.1 |
611 |
5,567 |
+363 |
Total Volume and Open Interest |
1,605 |
9,858 |
+127 |
Palladium(NYME) |
Sep00 |
000921 |
0.00 |
0.00 |
0.00 |
0.00 |
-761.30 |
0 |
40 |
+0 |
Dec00 |
000921 |
718.00 |
727.50 |
718.00 |
727.50 |
+10.25 |
55 |
1,267 |
+8 |
Mar01 |
000921 |
727.50 |
727.50 |
727.50 |
727.50 |
+10.25 |
5 |
556 |
+5 |
Total Volume and Open Interest |
60 |
1,863 |
+13 |
Copper(CMX) |
Sep00 |
000921 |
90.40 |
92.60 |
90.40 |
92.55 |
+2.40 |
1,050 |
2,760 |
-516 |
Dec00 |
000921 |
91.30 |
93.40 |
91.25 |
93.40 |
+2.35 |
11,847 |
55,708 |
-1,708 |
Mar01 |
000921 |
91.50 |
93.50 |
91.45 |
93.45 |
+2.20 |
707 |
6,328 |
+430 |
May01 |
000921 |
91.40 |
92.95 |
91.40 |
92.95 |
+1.90 |
6 |
1,651 |
+1 |
Jul01 |
000921 |
91.10 |
92.45 |
91.10 |
92.45 |
+1.80 |
66 |
1,324 |
+28 |
Total Volume and Open Interest |
14,089 |
84,733 |
-1,703 |
DJIA Index(CBOT) |
Sep00 |
000914 |
11215 |
11234 |
11075 |
11100 |
-95 |
2,846 |
7,742 |
-731 |
Dec00 |
000921 |
10765 |
10920 |
10765 |
10895 |
+90 |
22,477 |
11,713 |
-255 |
Mar01 |
000921 |
11015 |
11040 |
10990 |
11040 |
+89 |
2 |
24 |
+0 |
Jun01 |
000921 |
11194 |
11194 |
11194 |
11194 |
+88 |
|
|
|
Total Volume and Open Interest |
22,479 |
11,743 |
-255 |
S & P 500(CME) |
Dec00 |
000921 |
1465.00 |
1474.00 |
1455.50 |
1469.50 |
+0.50 |
80,907 |
376,880 |
-1,623 |
Mar01 |
000921 |
1491.50 |
1493.00 |
1479.00 |
1491.50 |
+0.50 |
245 |
2,258 |
-56 |
Jun01 |
000921 |
1513.50 |
1515.00 |
1501.00 |
1513.50 |
+0.50 |
246 |
1,341 |
+33 |
Sep01 |
000921 |
1535.50 |
1537.00 |
1523.00 |
1535.50 |
+0.50 |
225 |
262 |
+102 |
Total Volume and Open Interest |
81,623 |
380,756 |
-1,544 |
S & P 500 E-Mini(Globex) |
Dec00 |
000921 |
1470.25 |
1474.00 |
1455.50 |
1469.50 |
+0.50 |
109,667 |
27,131 |
-1,538 |
Mar01 |
000921 |
1493.00 |
1493.25 |
1482.00 |
1491.50 |
+0.50 |
5 |
3 |
+2 |
Total Volume and Open Interest |
109,672 |
27,134 |
-1,536 |
NASDAQ 100(CME) |
Dec00 |
000921 |
3812.00 |
3845.00 |
3745.00 |
3765.00 |
-88.00 |
24,829 |
30,532 |
-26 |
Mar01 |
000921 |
3825.00 |
3825.00 |
3825.00 |
3825.00 |
-88.00 |
0 |
39 |
+0 |
Jun01 |
000921 |
3873.00 |
3873.00 |
3873.00 |
3873.00 |
-88.00 |
|
|
|
Total Volume and Open Interest |
24,829 |
30,571 |
-26 |
NASDAQ 100 E-Mini(GLOBEX) |
Dec00 |
000921 |
3852.0 |
3874.0 |
3744.0 |
3765.0 |
-88.0 |
78,832 |
18,017 |
+1,044 |
Mar01 |
000921 |
3825.0 |
3825.5 |
3823.5 |
3825.0 |
-88.0 |
|
|
|
Total Volume and Open Interest |
78,832 |
18,017 |
+1,044 |
NYSE Composite(NYBOT) |
Dec00 |
000921 |
659.50 |
663.50 |
658.00 |
662.00 |
+0.20 |
|
|
|
Mar01 |
000921 |
671.25 |
671.25 |
671.25 |
671.25 |
+0.20 |
|
|
|
Jun01 |
000921 |
680.50 |
680.50 |
680.50 |
680.50 |
+0.20 |
|
|
|
Total Volume and Open Interest |
|
|
|
S & P Midcap 400(CME) |
Dec00 |
000921 |
537.00 |
537.50 |
530.00 |
530.50 |
-9.50 |
1,415 |
13,200 |
+492 |
Mar01 |
000921 |
536.50 |
536.50 |
536.50 |
536.50 |
-9.50 |
0 |
1 |
+0 |
Jun01 |
000921 |
546.00 |
546.00 |
546.00 |
546.00 |
-9.50 |
0 |
1 |
+0 |
Total Volume and Open Interest |
1,415 |
13,202 |
+492 |
Russell 2000(CME) |
Dec00 |
000921 |
527.00 |
528.50 |
518.00 |
518.00 |
-11.50 |
417 |
11,814 |
+350 |
Mar01 |
000921 |
525.50 |
525.50 |
525.50 |
525.50 |
-11.50 |
|
|
|
Jun01 |
000921 |
533.05 |
533.05 |
533.05 |
533.05 |
-11.50 |
|
|
|
Total Volume and Open Interest |
417 |
11,814 |
+350 |
Value Line(KCBT) |
Dec00 |
000921 |
1147.00 |
1147.00 |
1140.00 |
1141.50 |
-6.00 |
25 |
86 |
-3 |
Total Volume and Open Interest |
27 |
86 |
-3 |
Nikkei 225(CME) |
Dec00 |
000921 |
16250 |
16250 |
16160 |
16200 |
-115 |
1,201 |
12,427 |
-51 |
Mar01 |
000921 |
16230 |
16230 |
16230 |
16230 |
-115 |
0 |
8 |
+0 |
Total Volume and Open Interest |
1,201 |
12,435 |
-51 |
Nikkei 225(SIMEX) |
Dec00 |
000921 |
16300 |
16445 |
16255 |
16285 |
-80 |
14,350 |
84,749 |
+266 |
Mar01 |
000921 |
16300 |
16300 |
16300 |
16300 |
-80 |
0 |
3,795 |
+0 |
Jun01 |
000921 |
16290 |
16290 |
16290 |
16290 |
-80 |
0 |
405 |
+0 |
Total Volume and Open Interest |
14,350 |
88,954 |
+266 |
CAC 40(MATIF) |
Sep00 |
000921 |
6425.5 |
6448.0 |
6219.0 |
6288.0 |
-93.5 |
64,024 |
0 |
+0 |
Oct00 |
000921 |
6446.5 |
6464.5 |
6245.0 |
6268.5 |
-131.5 |
5,259 |
0 |
+0 |
Nov00 |
000921 |
6441.5 |
6441.5 |
6293.0 |
6293.0 |
-163.0 |
50 |
0 |
+0 |
Total Volume and Open Interest |
72,183 |
|
|
DAX Index(EUREX) |
Dec00 |
000921 |
6878.0 |
6888.5 |
6655.5 |
6739.0 |
-84.5 |
40,427 |
136,709 |
+1,445 |
Mar01 |
000921 |
6906.0 |
6906.0 |
6751.0 |
6825.0 |
-88.0 |
31 |
594 |
+3 |
Jun01 |
000921 |
6880.0 |
6899.0 |
6880.0 |
6899.0 |
-110.5 |
|
|
|
Total Volume and Open Interest |
40,458 |
137,303 |
+1,448 |
FT-SE 100(LIFFE) |
Dec00 |
000921 |
6382.00 |
6382.00 |
6213.50 |
6289.00 |
-3.00 |
28,272 |
244,400 |
-3,301 |
Mar01 |
000921 |
6293.00 |
6348.00 |
6293.00 |
6348.00 |
-3.00 |
0 |
6,226 |
+0 |
Jun01 |
000921 |
6413.00 |
6426.00 |
6368.50 |
6415.50 |
-7.00 |
0 |
750 |
+0 |
Total Volume and Open Interest |
28,339 |
251,376 |
-3,301 |
SPI 200(SFE) |
Sep00 |
000921 |
3248.0 |
3261.0 |
3243.0 |
3246.0 |
-23.0 |
7,780 |
161,773 |
+349 |
Dec00 |
000921 |
3279.0 |
3290.0 |
3274.0 |
3275.0 |
-25.0 |
2,949 |
39,078 |
+2,264 |
Mar01 |
000921 |
3295.0 |
3295.0 |
3295.0 |
3295.0 |
-25.0 |
0 |
1,286 |
+0 |
Total Volume and Open Interest |
10,729 |
202,311 |
+2,613 |
GSCI(CME) |
Oct00 |
000921 |
250.00 |
254.00 |
248.80 |
249.10 |
-4.40 |
64 |
33,706 |
-27 |
Nov00 |
000921 |
247.50 |
247.50 |
247.50 |
247.50 |
-3.50 |
0 |
1 |
+0 |
Dec00 |
000921 |
247.00 |
247.00 |
247.00 |
247.00 |
-2.70 |
0 |
3 |
+0 |
Total Volume and Open Interest |
64 |
33,710 |
-27 |
Bridge CRB Index(NYBOT) |
Nov00 |
000921 |
224.80 |
226.25 |
224.40 |
226.00 |
+0.60 |
200 |
541 |
+13 |
Jan01 |
000921 |
225.10 |
226.00 |
225.10 |
225.75 |
+0.60 |
3 |
662 |
+1 |
Feb01 |
000921 |
224.00 |
224.00 |
224.00 |
224.00 |
+0.60 |
0 |
351 |
+0 |
Total Volume and Open Interest |
203 |
1,555 |
+14 |
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
|
|