 |
MRCI's Free Historical Futures Prices |
Daily Futures Price Listing Fri September 22, 2000 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Nov00 |
000922 |
492.00 |
499.50 |
492.00 |
496.00 |
+4.25 |
26,383 |
90,526 |
+570 |
Jan01 |
000922 |
503.00 |
509.75 |
503.00 |
506.50 |
+4.75 |
2,335 |
17,798 |
+306 |
Mar01 |
000922 |
514.00 |
519.50 |
513.50 |
515.75 |
+4.00 |
1,364 |
15,083 |
+518 |
May01 |
000922 |
520.00 |
526.25 |
520.00 |
523.50 |
+5.00 |
388 |
11,925 |
+50 |
Jul01 |
000922 |
528.50 |
534.50 |
528.50 |
531.25 |
+3.75 |
519 |
14,569 |
+241 |
Aug01 |
000922 |
532.50 |
534.00 |
530.00 |
530.00 |
+3.00 |
1 |
284 |
+0 |
Sep01 |
000922 |
532.00 |
533.00 |
531.00 |
533.00 |
+5.00 |
0 |
111 |
+0 |
Total Volume and Open Interest |
31,120 |
153,528 |
+1,752 |
Soybean Meal(CBOT) |
Oct00 |
000922 |
172.00 |
175.20 |
171.80 |
174.00 |
+3.20 |
6,842 |
18,754 |
-164 |
Dec00 |
000922 |
169.80 |
173.00 |
169.50 |
171.50 |
+2.80 |
7,623 |
58,004 |
+1,308 |
Jan01 |
000922 |
170.00 |
173.00 |
170.00 |
171.40 |
+2.10 |
1,271 |
11,932 |
+171 |
Mar01 |
000922 |
170.80 |
173.30 |
170.80 |
171.90 |
+1.80 |
634 |
8,232 |
+197 |
May01 |
000922 |
171.00 |
173.00 |
171.00 |
171.70 |
+1.70 |
389 |
5,222 |
-137 |
Jul01 |
000922 |
171.50 |
173.30 |
171.50 |
172.20 |
+1.20 |
407 |
4,115 |
+173 |
Aug01 |
000922 |
172.00 |
172.00 |
171.10 |
171.10 |
+1.30 |
14 |
617 |
+13 |
Sep01 |
000922 |
170.50 |
170.50 |
170.50 |
170.50 |
+2.00 |
17 |
344 |
+3 |
Total Volume and Open Interest |
17,197 |
107,552 |
+1,564 |
Soybean Oil(CBOT) |
Oct00 |
000922 |
15.28 |
15.36 |
15.24 |
15.30 |
+0.03 |
4,961 |
18,046 |
-720 |
Dec00 |
000922 |
15.66 |
15.76 |
15.63 |
15.66 |
+0.04 |
6,540 |
65,887 |
-58 |
Jan01 |
000922 |
15.98 |
16.06 |
15.94 |
15.97 |
+0.03 |
1,515 |
17,872 |
-288 |
Mar01 |
000922 |
16.37 |
16.47 |
16.34 |
16.35 |
+0.02 |
254 |
13,102 |
+90 |
May01 |
000922 |
16.78 |
16.85 |
16.75 |
16.76 |
+0.03 |
86 |
9,455 |
-14 |
Jul01 |
000922 |
17.18 |
17.25 |
17.13 |
17.16 |
+0.05 |
388 |
7,061 |
+22 |
Aug01 |
000922 |
17.35 |
17.35 |
17.35 |
17.35 |
+0.14 |
2 |
1,325 |
+2 |
Sep01 |
000922 |
17.55 |
17.55 |
17.50 |
17.50 |
+0.14 |
2 |
1,253 |
+1 |
Total Volume and Open Interest |
13,822 |
138,122 |
-965 |
Canola(WCE) |
Nov00 |
000922 |
257.3 |
259.6 |
257.2 |
258.9 |
+1.7 |
4,593 |
36,663 |
-50 |
Jan01 |
000922 |
263.7 |
266.0 |
263.7 |
265.3 |
+1.6 |
1,197 |
14,864 |
+298 |
Mar01 |
000922 |
271.0 |
271.6 |
270.8 |
271.0 |
+1.5 |
180 |
5,312 |
+140 |
May01 |
000922 |
277.0 |
277.0 |
277.0 |
277.0 |
+3.0 |
0 |
1,643 |
+0 |
Jul01 |
000922 |
282.0 |
282.2 |
281.6 |
282.2 |
+2.3 |
737 |
873 |
+592 |
Total Volume and Open Interest |
6,717 |
59,552 |
+990 |
Corn(CBOT) |
Nov00 |
000922 |
187.50 |
190.00 |
187.25 |
189.75 |
+3.50 |
250 |
2,868 |
-176 |
Dec00 |
000922 |
190.50 |
195.00 |
190.25 |
194.00 |
+3.75 |
31,691 |
210,977 |
-208 |
Jan01 |
000922 |
196.75 |
198.00 |
195.75 |
198.00 |
+4.00 |
39 |
611 |
+21 |
Mar01 |
000922 |
202.25 |
206.75 |
202.25 |
205.50 |
+3.50 |
6,005 |
74,979 |
+1,271 |
May01 |
000922 |
209.50 |
214.25 |
209.50 |
213.50 |
+4.00 |
1,137 |
20,865 |
+254 |
Jul01 |
000922 |
216.50 |
221.25 |
216.50 |
220.50 |
+3.75 |
1,677 |
29,887 |
+314 |
Total Volume and Open Interest |
41,794 |
358,211 |
+1,671 |
Wheat(CBOT) |
Dec00 |
000922 |
248.00 |
252.00 |
248.00 |
250.75 |
+3.25 |
15,159 |
104,431 |
+703 |
Mar01 |
000922 |
265.50 |
269.25 |
265.00 |
268.00 |
+3.25 |
2,031 |
26,031 |
+167 |
May01 |
000922 |
276.50 |
279.25 |
276.50 |
277.75 |
+2.75 |
177 |
1,409 |
+56 |
Jul01 |
000922 |
284.75 |
288.50 |
284.75 |
287.75 |
+3.00 |
392 |
11,654 |
+198 |
Sep01 |
000922 |
295.75 |
295.75 |
295.75 |
295.75 |
+3.25 |
0 |
117 |
+1 |
Total Volume and Open Interest |
17,767 |
144,406 |
+1,126 |
Wheat(KCBT) |
Dec00 |
000922 |
293.50 |
297.00 |
293.50 |
295.50 |
+1.75 |
6,427 |
59,586 |
+196 |
Mar01 |
000922 |
307.50 |
310.50 |
307.50 |
309.75 |
+2.00 |
1,002 |
17,598 |
+369 |
May01 |
000922 |
316.00 |
318.50 |
316.00 |
317.75 |
+1.50 |
353 |
2,287 |
+243 |
Jul01 |
000922 |
323.50 |
325.75 |
323.50 |
325.50 |
+2.50 |
49 |
3,194 |
-88 |
Sep01 |
000922 |
330.50 |
330.50 |
330.50 |
330.50 |
+2.00 |
0 |
43 |
+0 |
Total Volume and Open Interest |
7,831 |
82,711 |
+718 |
Wheat(MGE) |
Dec00 |
000922 |
306.50 |
309.50 |
306.00 |
308.50 |
+3.00 |
1,815 |
19,162 |
-73 |
Mar01 |
000922 |
323.00 |
324.00 |
321.50 |
323.00 |
+3.00 |
421 |
5,506 |
+23 |
May01 |
000922 |
331.00 |
331.75 |
330.00 |
331.75 |
+3.25 |
20 |
997 |
+5 |
Jul01 |
000922 |
339.25 |
339.25 |
339.25 |
339.25 |
+2.75 |
6 |
352 |
+0 |
Sep01 |
000922 |
347.50 |
347.50 |
347.50 |
347.50 |
+2.50 |
0 |
181 |
+0 |
Total Volume and Open Interest |
2,262 |
26,235 |
-45 |
Oats(CBOT) |
Dec00 |
000922 |
106.00 |
107.50 |
106.00 |
107.25 |
+1.50 |
1,601 |
10,922 |
-12 |
Mar01 |
000922 |
116.00 |
117.00 |
116.00 |
117.00 |
+1.75 |
325 |
1,892 |
+93 |
May01 |
000922 |
122.50 |
122.50 |
122.50 |
122.50 |
+1.50 |
3 |
174 |
+3 |
Jul01 |
000922 |
126.00 |
126.00 |
126.00 |
126.00 |
+0.25 |
0 |
104 |
+0 |
Total Volume and Open Interest |
1,931 |
13,173 |
+85 |
Rough Rice(CBOT) |
Nov00 |
000922 |
5.91 |
6.03 |
5.87 |
6.01 |
+0.09 |
584 |
2,819 |
-43 |
Jan01 |
000922 |
6.11 |
6.21 |
6.07 |
6.21 |
+0.11 |
162 |
2,478 |
+13 |
Mar01 |
000922 |
6.25 |
6.37 |
6.22 |
6.37 |
+0.17 |
79 |
648 |
+65 |
May01 |
000922 |
6.45 |
6.53 |
6.45 |
6.53 |
unch |
1 |
138 |
+0 |
Total Volume and Open Interest |
826 |
6,223 |
+35 |
Live Cattle(CME) |
Oct00 |
000922 |
67.900 |
68.550 |
67.750 |
68.325 |
+0.425 |
6,477 |
41,701 |
-1,425 |
Dec00 |
000922 |
69.350 |
70.325 |
69.250 |
69.900 |
+0.400 |
5,226 |
45,727 |
+624 |
Feb01 |
000922 |
70.675 |
71.350 |
70.650 |
71.100 |
+0.300 |
798 |
19,270 |
+193 |
Apr01 |
000922 |
72.650 |
73.050 |
72.625 |
72.975 |
+0.200 |
318 |
10,591 |
+120 |
Jun01 |
000922 |
70.050 |
70.450 |
69.900 |
70.250 |
+0.225 |
419 |
4,366 |
-61 |
Aug01 |
000922 |
70.200 |
70.400 |
70.150 |
70.200 |
+0.200 |
50 |
2,912 |
+11 |
Total Volume and Open Interest |
13,311 |
125,416 |
-524 |
Feeder Cattle(CME) |
Sep00 |
000922 |
85.350 |
85.700 |
85.350 |
85.650 |
+0.300 |
163 |
1,524 |
-119 |
Oct00 |
000922 |
85.500 |
86.100 |
85.375 |
85.900 |
+0.325 |
870 |
6,139 |
-226 |
Nov00 |
000922 |
86.075 |
86.600 |
85.925 |
86.425 |
+0.300 |
619 |
4,336 |
+142 |
Jan01 |
000922 |
86.900 |
87.550 |
86.900 |
87.450 |
+0.300 |
357 |
3,621 |
+168 |
Mar01 |
000922 |
86.950 |
87.325 |
86.950 |
87.325 |
+0.325 |
57 |
1,660 |
+10 |
Apr01 |
000922 |
87.150 |
87.300 |
86.975 |
87.300 |
+0.300 |
13 |
556 |
-3 |
May01 |
000922 |
87.000 |
87.250 |
87.000 |
87.200 |
+0.250 |
63 |
942 |
+26 |
Total Volume and Open Interest |
2,149 |
18,922 |
-7 |
Lean Hogs(CME) |
Oct00 |
000922 |
56.300 |
56.500 |
55.950 |
56.425 |
+0.100 |
3,573 |
12,815 |
-1,258 |
Dec00 |
000922 |
52.350 |
52.850 |
52.100 |
52.725 |
+0.275 |
3,157 |
17,727 |
+91 |
Feb01 |
000922 |
52.650 |
53.100 |
52.525 |
53.000 |
+0.225 |
595 |
4,538 |
+170 |
Apr01 |
000922 |
51.000 |
51.725 |
51.000 |
51.575 |
+0.550 |
212 |
1,974 |
+66 |
Jun01 |
000922 |
57.550 |
58.050 |
57.400 |
57.800 |
+0.225 |
57 |
755 |
+28 |
Jul01 |
000922 |
56.600 |
56.900 |
56.500 |
56.800 |
+0.100 |
20 |
226 |
-11 |
Aug01 |
000922 |
55.000 |
55.125 |
54.600 |
55.125 |
unch |
4 |
141 |
+1 |
Oct01 |
000922 |
46.900 |
47.150 |
46.800 |
47.150 |
+0.150 |
0 |
32 |
+0 |
Total Volume and Open Interest |
7,618 |
38,218 |
-913 |
Pork Bellies(CME) |
Feb01 |
000922 |
63.025 |
63.550 |
62.125 |
63.400 |
+0.350 |
452 |
1,893 |
-4 |
Mar01 |
000922 |
62.400 |
63.700 |
62.400 |
63.700 |
+0.450 |
4 |
39 |
+1 |
May01 |
000922 |
63.700 |
64.100 |
63.400 |
63.700 |
unch |
2 |
5 |
-1 |
Jul01 |
000922 |
64.000 |
64.250 |
63.400 |
64.000 |
+0.500 |
3 |
6 |
+1 |
Aug01 |
000922 |
64.725 |
64.725 |
64.725 |
64.725 |
unch |
2 |
3 |
+2 |
Total Volume and Open Interest |
463 |
1,946 |
-1 |
Cocoa(NYBOT) |
Dec00 |
000922 |
815 |
816 |
798 |
812 |
+9 |
2,128 |
49,620 |
-254 |
Mar01 |
000922 |
845 |
846 |
828 |
843 |
+9 |
796 |
20,327 |
+31 |
May01 |
000922 |
864 |
867 |
859 |
866 |
+9 |
2,702 |
11,304 |
+2,149 |
Jul01 |
000922 |
888 |
890 |
888 |
890 |
+9 |
356 |
8,504 |
+168 |
Sep01 |
000922 |
911 |
915 |
911 |
915 |
+9 |
6 |
7,836 |
+0 |
Dec01 |
000922 |
948 |
948 |
942 |
948 |
+9 |
10 |
10,518 |
-2 |
Mar02 |
000922 |
982 |
982 |
982 |
982 |
+9 |
75 |
9,615 |
+0 |
Total Volume and Open Interest |
6,573 |
125,928 |
+2,581 |
Coffee "C"(NYBOT) |
Dec00 |
000922 |
78.25 |
78.95 |
77.40 |
78.00 |
+0.20 |
4,583 |
29,188 |
-659 |
Mar01 |
000922 |
83.10 |
83.70 |
82.20 |
82.70 |
+0.20 |
965 |
5,946 |
+84 |
May01 |
000922 |
86.25 |
86.50 |
85.25 |
85.50 |
+0.10 |
139 |
2,190 |
+82 |
Jul01 |
000922 |
89.50 |
89.50 |
88.10 |
88.45 |
+0.05 |
88 |
945 |
+46 |
Sep01 |
000922 |
91.50 |
92.00 |
91.00 |
91.25 |
+0.25 |
91 |
1,558 |
+24 |
Dec01 |
000922 |
96.00 |
96.00 |
95.00 |
95.50 |
+0.25 |
16 |
352 |
+7 |
Total Volume and Open Interest |
5,882 |
40,179 |
-416 |
Orange Juice(NYBOT) |
Nov00 |
000922 |
73.90 |
73.90 |
71.10 |
71.20 |
-2.55 |
3,591 |
17,198 |
-395 |
Jan01 |
000922 |
75.90 |
75.90 |
73.35 |
73.35 |
-2.45 |
1,179 |
6,163 |
+255 |
Mar01 |
000922 |
78.50 |
78.50 |
76.00 |
76.20 |
-2.35 |
325 |
5,394 |
+81 |
May01 |
000922 |
78.00 |
79.00 |
78.00 |
78.00 |
-2.75 |
56 |
700 |
+24 |
Jul01 |
000922 |
80.00 |
80.00 |
80.00 |
80.00 |
-2.75 |
0 |
344 |
+0 |
Total Volume and Open Interest |
9,651 |
30,195 |
-35 |
Sugar #11(NYBOT) |
Oct00 |
000922 |
9.32 |
9.57 |
9.29 |
9.56 |
+0.40 |
11,856 |
32,527 |
-3,282 |
Mar01 |
000922 |
9.30 |
9.38 |
9.18 |
9.37 |
+0.26 |
22,247 |
81,075 |
+792 |
May01 |
000922 |
9.00 |
9.09 |
8.93 |
9.06 |
+0.20 |
2,382 |
12,452 |
+127 |
Jul01 |
000922 |
8.50 |
8.59 |
8.47 |
8.55 |
+0.18 |
2,846 |
16,702 |
+440 |
Oct01 |
000922 |
8.33 |
8.45 |
8.33 |
8.40 |
+0.18 |
1,874 |
14,359 |
+499 |
Total Volume and Open Interest |
41,936 |
163,866 |
-1,289 |
London Cocoa(LCE) |
Sep00 |
000914 |
624 |
625 |
622 |
622 |
+7 |
7,710 |
1,964 |
-6,069 |
Dec00 |
000922 |
626 |
628 |
613 |
621 |
-8 |
2,305 |
56,571 |
-1,335 |
Mar01 |
000922 |
648 |
650 |
635 |
642 |
-8 |
894 |
44,765 |
+214 |
May01 |
000922 |
664 |
666 |
653 |
658 |
-8 |
2,137 |
22,870 |
+1,990 |
Jul01 |
000922 |
680 |
680 |
672 |
674 |
-8 |
15 |
8,362 |
+3 |
Sep01 |
000922 |
695 |
695 |
686 |
689 |
-8 |
54 |
17,108 |
-2 |
Dec01 |
000922 |
712 |
716 |
712 |
716 |
-8 |
2 |
5,406 |
+0 |
Total Volume and Open Interest |
5,407 |
184,228 |
+870 |
London Coffee(LCE) |
Sep00 |
000922 |
760.00 |
780.00 |
760.00 |
780.00 |
-8.00 |
131 |
931 |
-150 |
Nov00 |
000922 |
780.00 |
790.00 |
755.00 |
783.00 |
-5.00 |
2,508 |
32,929 |
+153 |
Jan01 |
000922 |
785.00 |
795.00 |
760.00 |
788.00 |
-6.00 |
1,333 |
12,045 |
+290 |
Mar01 |
000922 |
790.00 |
802.00 |
780.00 |
802.00 |
-3.00 |
373 |
5,521 |
+16 |
May01 |
000922 |
815.00 |
822.00 |
805.00 |
822.00 |
-1.00 |
117 |
2,714 |
+19 |
Jul01 |
000922 |
840.00 |
842.00 |
830.00 |
842.00 |
-1.00 |
78 |
551 |
+28 |
Total Volume and Open Interest |
4,582 |
54,929 |
+398 |
London Sugar(LCE) |
Oct00 |
000915 |
263.50 |
264.00 |
252.00 |
262.70 |
-0.90 |
2,117 |
1,120 |
-1,892 |
Dec00 |
000922 |
247.10 |
249.50 |
246.50 |
249.40 |
+5.00 |
1,997 |
15,947 |
-291 |
Mar01 |
000922 |
244.00 |
248.40 |
244.00 |
248.20 |
+4.30 |
1,741 |
13,649 |
-99 |
May01 |
000922 |
243.70 |
245.80 |
243.20 |
245.40 |
+3.80 |
749 |
2,855 |
+170 |
Aug01 |
000922 |
240.00 |
241.90 |
239.70 |
241.70 |
+3.40 |
220 |
3,649 |
+104 |
Total Volume and Open Interest |
4,707 |
38,397 |
-116 |
Cotton(NYBOT) |
Oct00 |
000922 |
63.80 |
64.10 |
62.65 |
63.45 |
-0.45 |
510 |
3,312 |
-312 |
Dec00 |
000922 |
63.80 |
64.45 |
62.65 |
63.54 |
-0.44 |
4,542 |
42,854 |
-282 |
Mar01 |
000922 |
65.60 |
66.05 |
64.40 |
65.33 |
-0.36 |
794 |
11,625 |
-103 |
May01 |
000922 |
66.10 |
66.20 |
65.00 |
65.95 |
-0.31 |
222 |
8,173 |
+80 |
Jul01 |
000922 |
66.70 |
66.70 |
65.65 |
66.35 |
-0.30 |
207 |
3,184 |
+102 |
Oct01 |
000922 |
63.60 |
63.60 |
63.60 |
63.60 |
-0.15 |
0 |
631 |
+0 |
Total Volume and Open Interest |
19,356 |
73,677 |
-450 |
Lumber(CME) |
Nov00 |
000922 |
229.0 |
231.5 |
223.7 |
224.0 |
-9.3 |
613 |
2,361 |
+86 |
Jan01 |
000922 |
244.0 |
244.0 |
238.0 |
238.3 |
-7.9 |
142 |
770 |
-5 |
Mar01 |
000922 |
256.1 |
256.1 |
250.4 |
251.3 |
-6.7 |
34 |
437 |
+5 |
May01 |
000922 |
261.0 |
261.0 |
252.0 |
252.0 |
-9.0 |
4 |
97 |
+2 |
Total Volume and Open Interest |
809 |
3,780 |
+60 |
Crude Oil(NYM) |
Nov00 |
000922 |
34.00 |
34.40 |
32.50 |
32.68 |
-1.32 |
110,851 |
146,362 |
+1,487 |
Dec00 |
000922 |
33.45 |
33.75 |
32.10 |
32.27 |
-1.14 |
42,986 |
69,737 |
+3,317 |
Jan01 |
000922 |
32.83 |
33.00 |
31.80 |
31.85 |
-0.98 |
13,222 |
33,657 |
+741 |
Feb01 |
000922 |
32.20 |
32.50 |
31.40 |
31.43 |
-0.82 |
5,446 |
16,073 |
+391 |
Mar01 |
000922 |
31.67 |
31.85 |
30.90 |
31.00 |
-0.67 |
3,930 |
16,323 |
+353 |
Apr01 |
000922 |
31.35 |
31.35 |
30.61 |
30.61 |
-0.52 |
1,900 |
10,254 |
+236 |
May01 |
000922 |
30.45 |
30.55 |
30.22 |
30.22 |
-0.40 |
1,693 |
9,257 |
+632 |
Jun01 |
000922 |
30.20 |
30.35 |
29.83 |
29.83 |
-0.31 |
1,850 |
26,627 |
+202 |
Jul01 |
000922 |
29.65 |
29.65 |
29.44 |
29.44 |
-0.25 |
618 |
8,212 |
-45 |
Aug01 |
000922 |
28.85 |
29.06 |
28.85 |
29.06 |
-0.21 |
485 |
6,358 |
-53 |
Total Volume and Open Interest |
200,899 |
449,231 |
-5,524 |
Heating Oil(NYM) |
Oct00 |
000922 |
99.80 |
101.10 |
95.20 |
95.48 |
-4.41 |
19,404 |
26,864 |
-1,153 |
Nov00 |
000922 |
99.80 |
101.00 |
95.50 |
95.65 |
-4.33 |
13,520 |
40,670 |
+721 |
Dec00 |
000922 |
99.30 |
100.50 |
95.20 |
95.35 |
-4.18 |
7,115 |
32,183 |
+338 |
Jan01 |
000922 |
98.60 |
99.70 |
94.60 |
94.85 |
-3.83 |
2,516 |
24,240 |
+1,205 |
Feb01 |
000922 |
95.40 |
96.70 |
92.35 |
92.35 |
-3.38 |
456 |
19,280 |
+415 |
Mar01 |
000922 |
90.30 |
91.20 |
87.45 |
87.45 |
-2.83 |
250 |
13,266 |
+135 |
Apr01 |
000922 |
86.65 |
86.85 |
83.45 |
83.45 |
-2.43 |
6 |
7,027 |
-72 |
May01 |
000922 |
82.40 |
83.30 |
80.25 |
80.25 |
-2.18 |
0 |
3,826 |
-97 |
Jun01 |
000922 |
80.80 |
80.90 |
78.10 |
78.10 |
-1.93 |
155 |
5,353 |
+115 |
Jul01 |
000922 |
79.80 |
79.80 |
77.00 |
77.10 |
-1.78 |
86 |
1,055 |
+16 |
Total Volume and Open Interest |
43,719 |
179,053 |
+1,623 |
Unleaded Gas(NYM) |
Oct00 |
000922 |
98.20 |
99.25 |
93.60 |
93.96 |
-4.44 |
19,354 |
23,779 |
-157 |
Nov00 |
000922 |
94.40 |
95.60 |
90.60 |
91.07 |
-4.00 |
12,743 |
25,067 |
+493 |
Dec00 |
000922 |
91.60 |
92.60 |
88.50 |
88.74 |
-3.63 |
2,672 |
9,060 |
+236 |
Jan01 |
000922 |
90.00 |
90.40 |
87.00 |
87.10 |
-3.12 |
521 |
3,048 |
+9 |
Feb01 |
000922 |
87.50 |
87.55 |
86.45 |
86.45 |
-2.77 |
239 |
4,505 |
+100 |
Mar01 |
000922 |
89.00 |
89.00 |
86.54 |
86.54 |
-2.48 |
186 |
3,479 |
+51 |
Apr01 |
000922 |
91.44 |
91.44 |
91.44 |
91.44 |
-2.33 |
223 |
4,375 |
+60 |
May01 |
000922 |
91.90 |
91.90 |
90.34 |
90.34 |
-2.29 |
20 |
2,920 |
+0 |
Total Volume and Open Interest |
35,967 |
80,777 |
+788 |
Natural Gas(NYM) |
Oct00 |
000922 |
5.230 |
5.320 |
5.105 |
5.131 |
-0.156 |
31,859 |
51,598 |
-258 |
Nov00 |
000922 |
5.355 |
5.430 |
5.235 |
5.266 |
-0.136 |
14,020 |
37,447 |
+200 |
Dec00 |
000922 |
5.470 |
5.550 |
5.350 |
5.383 |
-0.134 |
4,198 |
39,017 |
+538 |
Jan01 |
000922 |
5.420 |
5.510 |
5.340 |
5.350 |
-0.120 |
3,231 |
29,997 |
-13 |
Feb01 |
000922 |
5.150 |
5.255 |
5.100 |
5.100 |
-0.103 |
1,105 |
19,559 |
-146 |
Mar01 |
000922 |
4.900 |
4.980 |
4.830 |
4.840 |
-0.083 |
1,196 |
23,478 |
-17 |
Apr01 |
000922 |
4.700 |
4.700 |
4.580 |
4.580 |
-0.053 |
853 |
16,462 |
-226 |
May01 |
000922 |
4.620 |
4.620 |
4.500 |
4.500 |
-0.033 |
532 |
15,093 |
-61 |
Total Volume and Open Interest |
63,100 |
386,270 |
+740 |
Brent Crude Oil(IPE) |
Nov00 |
000922 |
32.80 |
33.08 |
31.20 |
31.25 |
-1.48 |
49,300 |
80,067 |
+990 |
Dec00 |
000922 |
32.38 |
32.75 |
31.20 |
31.20 |
-1.22 |
21,268 |
66,729 |
+2,767 |
Jan01 |
000922 |
31.82 |
32.04 |
30.75 |
30.75 |
-1.03 |
5,444 |
29,170 |
+742 |
Feb01 |
000922 |
31.25 |
31.44 |
30.30 |
30.30 |
-0.90 |
1,690 |
14,226 |
+483 |
Mar01 |
000922 |
30.60 |
30.80 |
29.77 |
29.77 |
-0.80 |
653 |
9,022 |
+124 |
Apr01 |
000922 |
29.95 |
29.95 |
29.25 |
29.25 |
-0.68 |
610 |
8,120 |
+104 |
May01 |
000922 |
29.45 |
29.45 |
28.69 |
28.69 |
-0.66 |
15 |
3,975 |
-19 |
Jun01 |
000922 |
28.80 |
28.97 |
28.13 |
28.13 |
-0.64 |
1,275 |
13,472 |
+199 |
Total Volume and Open Interest |
80,255 |
262,534 |
+5,377 |
Gas Oil(IPE) |
Oct00 |
000922 |
314.00 |
318.75 |
312.75 |
315.00 |
-2.00 |
12,245 |
40,424 |
-1,804 |
Nov00 |
000922 |
305.25 |
311.00 |
305.25 |
307.25 |
-2.75 |
8,020 |
28,093 |
+2,858 |
Dec00 |
000922 |
300.75 |
304.00 |
300.00 |
300.00 |
-3.00 |
2,949 |
23,905 |
-308 |
Jan01 |
000922 |
294.00 |
297.25 |
293.75 |
294.50 |
-1.50 |
1,889 |
11,357 |
-361 |
Feb01 |
000922 |
286.00 |
287.50 |
285.75 |
285.75 |
-1.50 |
650 |
5,564 |
-70 |
Mar01 |
000922 |
274.75 |
275.75 |
274.25 |
274.25 |
-1.50 |
725 |
6,037 |
+93 |
Apr01 |
000922 |
263.75 |
263.75 |
263.75 |
263.75 |
-1.50 |
0 |
2,984 |
+0 |
May01 |
000922 |
254.25 |
254.25 |
254.25 |
254.25 |
-1.50 |
0 |
547 |
+0 |
Total Volume and Open Interest |
27,455 |
129,879 |
+288 |
US Dollar Index(NYBOT) |
Dec00 |
000922 |
114.72 |
115.03 |
111.85 |
113.34 |
-1.66 |
2,500 |
5,226 |
-86 |
Mar01 |
000922 |
113.90 |
113.95 |
111.65 |
113.08 |
-1.66 |
841 |
7,238 |
-442 |
Jun01 |
000922 |
112.82 |
112.82 |
112.82 |
112.82 |
-1.66 |
841 |
7,238 |
-442 |
Total Volume and Open Interest |
2,510 |
7,238 |
-86 |
Australian Dollar(IMM) |
Dec00 |
000922 |
55.68 |
55.80 |
54.33 |
54.36 |
unch |
1,453 |
23,546 |
+214 |
Mar01 |
000922 |
54.38 |
55.50 |
54.38 |
54.38 |
unch |
1 |
337 |
+0 |
Jun01 |
000922 |
54.40 |
54.40 |
54.40 |
54.40 |
unch |
0 |
6 |
+0 |
Total Volume and Open Interest |
1,454 |
23,889 |
+214 |
British Pound(IMM) |
Dec00 |
000922 |
147.00 |
147.10 |
145.70 |
146.08 |
+2.26 |
12,959 |
37,268 |
-680 |
Mar01 |
000922 |
146.90 |
147.00 |
145.90 |
146.28 |
+2.26 |
8 |
51 |
-4 |
Jun01 |
000922 |
147.00 |
147.00 |
146.30 |
146.48 |
+2.26 |
0 |
2 |
+0 |
Total Volume and Open Interest |
21,772 |
37,321 |
-684 |
Canadian Dollar(IMM) |
Dec00 |
000922 |
67.20 |
67.35 |
67.13 |
67.29 |
-0.10 |
5,202 |
52,880 |
-26 |
Mar01 |
000922 |
67.44 |
67.45 |
67.35 |
67.45 |
-0.10 |
5 |
1,141 |
+2 |
Jun01 |
000922 |
67.52 |
67.61 |
67.52 |
67.61 |
-0.10 |
1 |
239 |
+0 |
Sep01 |
000922 |
67.77 |
67.77 |
67.68 |
67.77 |
-0.10 |
0 |
31 |
+0 |
Total Volume and Open Interest |
6,047 |
54,301 |
-24 |
Japanese Yen(IMM) |
Dec00 |
000922 |
94.20 |
94.70 |
93.80 |
93.88 |
-1.25 |
5,231 |
39,463 |
+1,189 |
Mar01 |
000922 |
95.49 |
95.49 |
95.28 |
95.32 |
-1.27 |
0 |
224 |
+0 |
Jun01 |
000922 |
96.76 |
96.76 |
96.70 |
96.76 |
-1.29 |
0 |
7 |
+0 |
Total Volume and Open Interest |
5,231 |
39,796 |
+1,189 |
Swiss Franc(IMM) |
Dec00 |
000922 |
58.56 |
58.72 |
58.10 |
58.22 |
+1.16 |
17,407 |
46,094 |
-1,759 |
Mar01 |
000922 |
58.87 |
59.05 |
58.65 |
58.65 |
+1.16 |
3 |
45 |
-8 |
Jun01 |
000922 |
59.60 |
59.60 |
59.07 |
59.07 |
+1.17 |
0 |
2 |
+0 |
Total Volume and Open Interest |
17,411 |
46,141 |
-1,867 |
EuroFX(IMM) |
Dec00 |
000922 |
89.60 |
89.60 |
88.13 |
88.26 |
+2.07 |
15,695 |
75,522 |
+1,705 |
Mar01 |
000922 |
89.35 |
89.70 |
88.58 |
88.62 |
+2.08 |
113 |
749 |
-95 |
Total Volume and Open Interest |
15,808 |
76,271 |
+1,610 |
Mexican Peso(IMM) |
Sep00 |
000918 |
10630.0 |
10630.0 |
10600.0 |
10600.0 |
-30.0 |
321 |
5,537 |
-299 |
Dec00 |
000922 |
10240.0 |
10340.0 |
10220.0 |
10338.0 |
+8.0 |
6,890 |
6,892 |
-534 |
Total Volume and Open Interest |
6,890 |
10,741 |
-534 |
30-Year T-Bonds(CBOT) |
Dec00 |
000922 |
98~15 |
98~23 |
97~31 |
98~04 |
unch |
265,863 |
371,834 |
-10,224 |
Mar01 |
000922 |
98~08 |
98~17 |
97~30 |
98~03 |
+0~01 |
174 |
1,498 |
+42 |
Jun01 |
000922 |
98~01 |
98~01 |
98~01 |
98~01 |
+0~01 |
0 |
82 |
+0 |
Total Volume and Open Interest |
266,037 |
378,215 |
-10,091 |
Municipal Bonds(CBOT) |
Dec00 |
000922 |
98~04 |
98~10 |
97~24 |
97~30 |
-0~02 |
1,861 |
19,545 |
+377 |
Total Volume and Open Interest |
2,117 |
19,545 |
-3,441 |
10-Year T-Notes(CBOT) |
Dec00 |
000922 |
99~300 |
100~045 |
99~255 |
99~275 |
+0~065 |
187,663 |
517,437 |
-345 |
Mar01 |
000922 |
100~000 |
100~040 |
99~270 |
99~280 |
+0~065 |
1,731 |
3,013 |
+1,463 |
Total Volume and Open Interest |
189,394 |
531,602 |
-2,745 |
5-Year T-Notes(CBOT) |
Dec00 |
000922 |
100~145 |
100~185 |
100~100 |
100~105 |
+0~040 |
69,603 |
362,960 |
+3,141 |
Mar01 |
000922 |
100~105 |
100~105 |
100~105 |
100~105 |
+0~040 |
0 |
7 |
+0 |
Total Volume and Open Interest |
69,603 |
363,137 |
+187 |
2 Year T-Notes(CBOT) |
Dec00 |
000922 |
100~008 |
100~015 |
99~126 |
100~000 |
+0~010 |
2,526 |
44,300 |
-1,185 |
Total Volume and Open Interest |
2,823 |
44,685 |
-1,437 |
3-Mth T-Bills(IMM) |
Dec00 |
000922 |
93.94 |
93.94 |
93.94 |
93.94 |
-0.01 |
73 |
1,096 |
+0 |
Total Volume and Open Interest |
73 |
1,099 |
+0 |
Eurodollars(IMM) |
Dec00 |
000922 |
93.315 |
93.315 |
93.285 |
93.285 |
+0.010 |
55,143 |
598,533 |
-365 |
Mar01 |
000922 |
93.475 |
93.485 |
93.445 |
93.445 |
+0.030 |
96,682 |
549,838 |
+9,989 |
Jun01 |
000922 |
93.495 |
93.510 |
93.460 |
93.465 |
+0.035 |
66,221 |
315,598 |
+2,174 |
Sep01 |
000922 |
93.510 |
93.515 |
93.465 |
93.470 |
+0.035 |
70,418 |
280,765 |
+8,789 |
Dec01 |
000922 |
93.400 |
93.420 |
93.370 |
93.370 |
+0.040 |
31,304 |
192,637 |
-542 |
Mar02 |
000922 |
93.445 |
93.450 |
93.405 |
93.410 |
+0.035 |
15,321 |
159,877 |
+605 |
Jun02 |
000922 |
93.395 |
93.410 |
93.365 |
93.370 |
+0.035 |
12,718 |
123,000 |
+2,496 |
Sep02 |
000922 |
93.375 |
93.375 |
93.340 |
93.340 |
+0.030 |
12,251 |
97,709 |
+661 |
Dec02 |
000922 |
93.270 |
93.285 |
93.255 |
93.265 |
+0.035 |
5,311 |
79,994 |
+1,159 |
Mar03 |
000922 |
93.330 |
93.330 |
93.300 |
93.305 |
+0.035 |
5,104 |
74,593 |
+689 |
Jun03 |
000922 |
93.295 |
93.295 |
93.265 |
93.270 |
+0.035 |
6,966 |
51,551 |
-164 |
Sep03 |
000922 |
93.240 |
93.255 |
93.235 |
93.240 |
+0.040 |
5,296 |
57,213 |
-1,035 |
Total Volume and Open Interest |
416,008 |
2,959,643 |
+23,889 |
3-Mth Euro-Yen(IMM) |
Sep00 |
000915 |
99.61 |
99.62 |
99.61 |
99.62 |
+0.01 |
2,896 |
14,137 |
+1,269 |
Dec00 |
000922 |
99.44 |
99.44 |
99.44 |
99.44 |
-0.02 |
2,021 |
13,677 |
+1,153 |
Mar01 |
000922 |
99.51 |
99.51 |
99.50 |
99.50 |
unch |
756 |
14,095 |
-951 |
Jun01 |
000922 |
99.46 |
99.46 |
99.46 |
99.46 |
+0.02 |
577 |
7,040 |
-237 |
Sep01 |
000922 |
99.39 |
99.40 |
99.39 |
99.39 |
+0.01 |
623 |
9,022 |
-705 |
Dec01 |
000922 |
99.28 |
99.29 |
99.28 |
99.28 |
+0.03 |
203 |
5,659 |
-208 |
Mar02 |
000922 |
99.22 |
99.22 |
99.21 |
99.21 |
+0.03 |
3 |
3,088 |
-44 |
Jun02 |
000922 |
99.13 |
99.13 |
99.13 |
99.13 |
+0.05 |
0 |
832 |
-1 |
Sep02 |
000922 |
98.91 |
98.95 |
98.91 |
98.91 |
unch |
0 |
36 |
+0 |
Dec02 |
000922 |
98.68 |
98.74 |
98.68 |
98.68 |
unch |
0 |
30 |
+0 |
Total Volume and Open Interest |
4,183 |
53,479 |
-993 |
3-Mth Euro-Yen(SIMEX) |
Dec00 |
000922 |
99.46 |
99.46 |
99.44 |
99.44 |
-0.01 |
8,119 |
106,052 |
-4,708 |
Mar01 |
000922 |
99.50 |
99.52 |
99.49 |
99.51 |
+0.02 |
8,797 |
117,623 |
-4,599 |
Jun01 |
000922 |
99.46 |
99.47 |
99.45 |
99.47 |
+0.03 |
5 |
94,548 |
+449 |
Sep01 |
000922 |
99.38 |
99.40 |
99.38 |
99.40 |
+0.03 |
3,721 |
64,461 |
-1,515 |
Dec01 |
000922 |
99.27 |
99.29 |
99.27 |
99.29 |
+0.04 |
1,717 |
29,333 |
-101 |
Mar02 |
000922 |
99.19 |
99.22 |
99.19 |
99.22 |
+0.04 |
1,269 |
15,912 |
-220 |
Jun02 |
000922 |
99.12 |
99.13 |
99.12 |
99.13 |
+0.06 |
800 |
4,935 |
+350 |
Sep02 |
000922 |
98.98 |
98.98 |
98.98 |
98.98 |
+0.05 |
0 |
3,378 |
+0 |
Total Volume and Open Interest |
24,428 |
438,170 |
-10,344 |
German Euro-Bund(EUREX) |
Dec00 |
000922 |
105.20 |
105.45 |
105.09 |
105.19 |
+0.25 |
784,222 |
634,127 |
+15,757 |
Mar01 |
000922 |
105.25 |
105.34 |
105.25 |
105.25 |
+0.25 |
507 |
6,374 |
+1,526 |
Jun01 |
000922 |
105.06 |
105.06 |
105.06 |
105.06 |
+0.25 |
0 |
457 |
+76 |
Total Volume and Open Interest |
784,729 |
640,958 |
+17,359 |
German Euro-Bobl(EUREX) |
Dec00 |
000922 |
103.44 |
103.65 |
103.38 |
103.45 |
+0.16 |
324,156 |
325,943 |
+6,103 |
Mar01 |
000922 |
103.20 |
103.20 |
103.20 |
103.20 |
+0.21 |
0 |
1,858 |
+357 |
Jun01 |
000922 |
103.00 |
103.00 |
103.00 |
103.00 |
+0.21 |
|
|
|
Total Volume and Open Interest |
324,156 |
327,801 |
+6,460 |
Long Gilt(LIFFE) |
Sep00 |
000922 |
112~27 |
112~30 |
112~26 |
112~29 |
+0~11 |
1,034 |
3,582 |
-551 |
Dec00 |
000922 |
112~16 |
112~19 |
112~11 |
112~16 |
+0~11 |
20,712 |
75,237 |
+1,170 |
Total Volume and Open Interest |
12,714 |
78,819 |
+619 |
3-Mth Short Sterling(LIFFE) |
Dec00 |
000922 |
93.76 |
93.78 |
93.75 |
93.75 |
+0.01 |
41,656 |
205,008 |
+202,804 |
Mar01 |
000922 |
93.79 |
93.81 |
93.76 |
93.76 |
+0.01 |
67,923 |
205,068 |
-15 |
Jun01 |
000922 |
93.78 |
93.79 |
93.75 |
93.75 |
+0.01 |
25,660 |
95,107 |
-115,274 |
Total Volume and Open Interest |
165,377 |
792,641 |
-13,990 |
3-Mth Euribor(LIFFE) |
Dec00 |
000922 |
94.925 |
94.975 |
94.880 |
94.890 |
unch |
108,176 |
310,613 |
+7,075 |
Mar01 |
000922 |
94.930 |
94.990 |
94.895 |
94.905 |
unch |
106,977 |
242,695 |
+36,101 |
Jun01 |
000922 |
94.900 |
94.955 |
94.865 |
94.875 |
+0.015 |
44,828 |
154,698 |
+1,670 |
Total Volume and Open Interest |
221,013 |
1,144,124 |
+60,003 |
3-Mth Aus T-Bills(SFE) |
Dec00 |
000922 |
93.33 |
93.38 |
93.33 |
93.38 |
+0.10 |
2,386 |
215,196 |
+3,686 |
Mar01 |
000922 |
93.34 |
93.41 |
93.34 |
93.40 |
+0.12 |
1,324 |
80,231 |
+14 |
Jun01 |
000922 |
93.37 |
93.43 |
93.37 |
93.43 |
+0.13 |
1,244 |
36,285 |
+1,062 |
Sep01 |
000922 |
93.43 |
93.45 |
93.42 |
93.45 |
+0.11 |
1,012 |
16,625 |
+900 |
Dec01 |
000922 |
93.44 |
93.44 |
93.44 |
93.44 |
+0.11 |
427 |
9,245 |
+71 |
Mar02 |
000922 |
93.43 |
93.43 |
93.43 |
93.43 |
+0.11 |
125 |
7,029 |
-112 |
Jun02 |
000922 |
93.41 |
93.43 |
93.41 |
93.43 |
+0.12 |
150 |
4,932 |
+184 |
Sep02 |
000922 |
93.41 |
93.43 |
93.41 |
93.43 |
+0.10 |
125 |
3,284 |
-20 |
Dec02 |
000922 |
93.40 |
93.40 |
93.40 |
93.40 |
+0.10 |
25 |
1,759 |
-20 |
Mar03 |
000922 |
93.35 |
93.35 |
93.35 |
93.35 |
+0.11 |
0 |
1,193 |
+0 |
Total Volume and Open Interest |
6,818 |
379,062 |
+5,765 |
10-Year Aus T-Bonds(SFE) |
Dec00 |
000922 |
93.80 |
93.83 |
93.75 |
93.78 |
0.00 |
667 |
141,723 |
+2,340 |
Mar01 |
000922 |
93.83 |
93.83 |
93.83 |
93.83 |
+0.08 |
|
|
|
Total Volume and Open Interest |
667 |
141,723 |
+2,340 |
3-Year Aus T-Bonds(SFE) |
Dec00 |
000922 |
93.78 |
93.83 |
93.77 |
93.81 |
+0.12 |
3,465 |
239,246 |
+5,400 |
Mar01 |
000922 |
93.78 |
93.78 |
93.78 |
93.78 |
+0.12 |
|
|
|
Total Volume and Open Interest |
3,465 |
239,246 |
+5,400 |
Gold(CMX) |
Oct00 |
000922 |
275.0 |
277.0 |
272.3 |
272.3 |
+1.5 |
545 |
5,193 |
-220 |
Dec00 |
000922 |
277.9 |
279.2 |
274.6 |
275.1 |
+1.6 |
13,480 |
90,432 |
+247 |
Feb01 |
000922 |
280.0 |
282.0 |
277.2 |
277.7 |
+1.6 |
359 |
14,723 |
+17 |
Apr01 |
000922 |
280.2 |
280.2 |
280.2 |
280.2 |
+1.6 |
11 |
3,813 |
+5 |
Jun01 |
000922 |
288.6 |
288.6 |
282.6 |
282.6 |
+1.5 |
711 |
8,427 |
-502 |
Aug01 |
000922 |
285.0 |
285.0 |
285.0 |
285.0 |
+1.4 |
1,964 |
2,316 |
-990 |
Total Volume and Open Interest |
22,884 |
139,708 |
-4,181 |
Silver(CMX) |
Sep00 |
000922 |
490.0 |
491.0 |
490.0 |
491.0 |
+3.8 |
13 |
199 |
-6 |
Dec00 |
000922 |
499.5 |
501.0 |
495.5 |
497.3 |
+3.8 |
5,769 |
61,332 |
+477 |
Mar01 |
000922 |
505.0 |
505.0 |
501.5 |
503.0 |
+3.9 |
21 |
2,535 |
+5 |
May01 |
000922 |
505.5 |
506.3 |
505.5 |
506.3 |
+3.9 |
0 |
1,194 |
+0 |
Jul01 |
000922 |
509.5 |
509.5 |
509.5 |
509.5 |
+3.9 |
152 |
1,708 |
-39 |
Total Volume and Open Interest |
5,956 |
74,657 |
+436 |
Platinum(NYM) |
Oct00 |
000922 |
589.0 |
589.0 |
584.0 |
584.5 |
-0.7 |
1,467 |
3,560 |
-726 |
Jan01 |
000922 |
580.0 |
582.0 |
575.1 |
576.5 |
-1.2 |
1,086 |
6,109 |
+542 |
Total Volume and Open Interest |
2,553 |
9,674 |
-184 |
Palladium(NYME) |
Sep00 |
000922 |
738.00 |
761.30 |
710.00 |
761.30 |
+761.30 |
0 |
40 |
+0 |
Dec00 |
000922 |
732.00 |
742.00 |
732.00 |
738.00 |
+10.50 |
26 |
1,259 |
-8 |
Mar01 |
000922 |
738.00 |
738.00 |
727.50 |
738.00 |
+10.50 |
0 |
556 |
+0 |
Total Volume and Open Interest |
26 |
1,855 |
-8 |
Copper(CMX) |
Sep00 |
000922 |
92.50 |
92.65 |
91.70 |
91.95 |
-0.60 |
508 |
2,338 |
-422 |
Dec00 |
000922 |
93.00 |
93.55 |
92.55 |
92.80 |
-0.60 |
8,104 |
55,306 |
-402 |
Mar01 |
000922 |
93.20 |
93.30 |
92.65 |
92.80 |
-0.65 |
217 |
6,362 |
+34 |
May01 |
000922 |
92.60 |
92.60 |
92.30 |
92.30 |
-0.65 |
42 |
1,653 |
+2 |
Jul01 |
000922 |
92.75 |
92.75 |
91.80 |
91.80 |
-0.65 |
61 |
1,364 |
+40 |
Total Volume and Open Interest |
10,917 |
85,573 |
+840 |
DJIA Index(CBOT) |
Sep00 |
000914 |
11215 |
11234 |
11075 |
11100 |
-95 |
2,846 |
7,742 |
-731 |
Dec00 |
000922 |
10710 |
11015 |
10675 |
11010 |
+115 |
12,866 |
11,662 |
-51 |
Mar01 |
000922 |
10925 |
11155 |
10925 |
11155 |
+115 |
1 |
26 |
+2 |
Jun01 |
000922 |
11309 |
11309 |
11309 |
11309 |
+115 |
|
|
|
Total Volume and Open Interest |
12,867 |
11,694 |
-49 |
S & P 500(CME) |
Dec00 |
000922 |
1438.50 |
1470.70 |
1438.00 |
1468.50 |
-1.00 |
67,051 |
379,134 |
+2,254 |
Mar01 |
000922 |
1462.20 |
1492.50 |
1462.20 |
1490.30 |
-1.20 |
23 |
2,270 |
+12 |
Jun01 |
000922 |
1487.80 |
1513.50 |
1487.80 |
1512.30 |
-1.20 |
4 |
1,341 |
+0 |
Sep01 |
000922 |
1510.00 |
1535.50 |
1510.00 |
1534.30 |
-1.20 |
0 |
252 |
-10 |
Total Volume and Open Interest |
67,078 |
383,012 |
+2,256 |
S & P 500 E-Mini(Globex) |
Dec00 |
000922 |
1454.75 |
1471.00 |
1436.75 |
1468.50 |
-1.00 |
98,528 |
28,720 |
+1,589 |
Mar01 |
000922 |
1467.00 |
1490.25 |
1467.00 |
1490.25 |
-1.25 |
5 |
7 |
+4 |
Total Volume and Open Interest |
98,533 |
28,727 |
+1,593 |
NASDAQ 100(CME) |
Dec00 |
000922 |
3673.00 |
3780.00 |
3615.00 |
3772.00 |
+7.00 |
18,897 |
30,620 |
+88 |
Mar01 |
000922 |
3733.00 |
3733.00 |
3733.00 |
3733.00 |
-92.00 |
0 |
39 |
+0 |
Jun01 |
000922 |
3781.00 |
3781.00 |
3781.00 |
3781.00 |
-92.00 |
|
|
|
Total Volume and Open Interest |
18,897 |
30,659 |
+88 |
NASDAQ 100 E-Mini(GLOBEX) |
Dec00 |
000922 |
3673.0 |
3784.5 |
3613.0 |
3776.0 |
+11.0 |
70,719 |
18,682 |
+665 |
Mar01 |
000922 |
3836.0 |
3836.0 |
3750.0 |
3836.0 |
+11.0 |
|
|
|
Total Volume and Open Interest |
70,719 |
18,682 |
+665 |
NYSE Composite(NYBOT) |
Dec00 |
000922 |
658.25 |
669.00 |
657.50 |
667.85 |
+5.85 |
|
|
|
Mar01 |
000922 |
677.10 |
677.10 |
677.10 |
677.10 |
+5.85 |
|
|
|
Jun01 |
000922 |
686.35 |
686.35 |
686.35 |
686.35 |
+5.85 |
|
|
|
Total Volume and Open Interest |
|
|
|
S & P Midcap 400(CME) |
Dec00 |
000922 |
522.00 |
536.00 |
519.50 |
536.00 |
+5.50 |
548 |
13,291 |
+91 |
Mar01 |
000922 |
542.00 |
542.00 |
542.00 |
542.00 |
+5.50 |
0 |
1 |
+0 |
Jun01 |
000922 |
551.50 |
551.50 |
551.50 |
551.50 |
+5.50 |
0 |
1 |
+0 |
Total Volume and Open Interest |
548 |
13,293 |
+91 |
Russell 2000(CME) |
Dec00 |
000922 |
506.10 |
528.50 |
506.00 |
527.75 |
+9.75 |
2,317 |
11,519 |
-295 |
Mar01 |
000922 |
535.25 |
535.50 |
535.25 |
535.25 |
+9.75 |
|
|
|
Jun01 |
000922 |
542.80 |
543.05 |
542.80 |
542.80 |
+9.75 |
|
|
|
Total Volume and Open Interest |
2,317 |
11,519 |
-295 |
Value Line(KCBT) |
Dec00 |
000922 |
1115.00 |
1147.25 |
1115.00 |
1144.00 |
+2.50 |
11 |
91 |
+5 |
Total Volume and Open Interest |
11 |
91 |
+5 |
Nikkei 225(CME) |
Dec00 |
000922 |
15850 |
16150 |
15810 |
16150 |
-50 |
648 |
12,517 |
+90 |
Mar01 |
000922 |
16180 |
16180 |
15855 |
16180 |
-50 |
0 |
8 |
+0 |
Total Volume and Open Interest |
648 |
12,525 |
+90 |
Nikkei 225(SIMEX) |
Dec00 |
000922 |
15800 |
16065 |
15755 |
15770 |
-515 |
10,971 |
84,503 |
-246 |
Mar01 |
000922 |
15785 |
15785 |
15785 |
15785 |
-515 |
0 |
3,795 |
+0 |
Jun01 |
000922 |
15775 |
15775 |
15775 |
15775 |
-515 |
0 |
405 |
+0 |
Total Volume and Open Interest |
10,971 |
88,708 |
-246 |
CAC 40(MATIF) |
Sep00 |
000922 |
6182.0 |
6300.0 |
6088.5 |
6300.0 |
+12.0 |
84,117 |
0 |
+0 |
Oct00 |
000922 |
6214.0 |
6303.0 |
6120.0 |
6303.0 |
+34.5 |
3,338 |
0 |
+0 |
Nov00 |
000922 |
6187.0 |
6306.0 |
6180.0 |
6306.0 |
+13.0 |
91 |
0 |
+0 |
Total Volume and Open Interest |
91,671 |
|
|
DAX Index(EUREX) |
Dec00 |
000922 |
6565.0 |
6806.5 |
6564.5 |
6792.0 |
+53.0 |
60,778 |
139,354 |
+2,645 |
Mar01 |
000922 |
6685.0 |
6885.5 |
6684.0 |
6879.0 |
+54.0 |
103 |
602 |
+8 |
Jun01 |
000922 |
6880.0 |
6954.0 |
6880.0 |
6954.0 |
+55.0 |
7 |
0 |
+0 |
Total Volume and Open Interest |
60,888 |
139,956 |
+2,653 |
FT-SE 100(LIFFE) |
Dec00 |
000922 |
6176.00 |
6303.00 |
6122.50 |
6287.00 |
-2.00 |
45,097 |
243,869 |
-531 |
Mar01 |
000922 |
6345.00 |
6345.00 |
6345.00 |
6345.00 |
-3.00 |
21 |
6,225 |
-1 |
Jun01 |
000922 |
6413.50 |
6413.50 |
6413.50 |
6413.50 |
-2.00 |
707 |
1,103 |
+353 |
Total Volume and Open Interest |
29,067 |
251,197 |
-179 |
SPI 200(SFE) |
Sep00 |
000922 |
3218.0 |
3218.0 |
3170.0 |
3175.0 |
-71.0 |
1,248 |
165,729 |
+3,956 |
Dec00 |
000922 |
3242.0 |
3247.0 |
3202.0 |
3207.0 |
-68.0 |
742 |
43,566 |
+4,488 |
Mar01 |
000922 |
3227.0 |
3227.0 |
3227.0 |
3227.0 |
-68.0 |
26 |
1,299 |
+13 |
Total Volume and Open Interest |
2,016 |
210,768 |
+8,457 |
GSCI(CME) |
Oct00 |
000922 |
249.10 |
251.20 |
243.70 |
243.70 |
-5.40 |
267 |
33,794 |
+88 |
Nov00 |
000922 |
243.40 |
249.00 |
243.40 |
243.40 |
-4.10 |
0 |
1 |
+0 |
Dec00 |
000922 |
243.70 |
247.00 |
243.70 |
243.70 |
-3.30 |
0 |
3 |
+0 |
Total Volume and Open Interest |
267 |
33,797 |
+87 |
Bridge CRB Index(NYBOT) |
Nov00 |
000922 |
226.00 |
226.80 |
225.60 |
225.70 |
-0.30 |
120 |
515 |
-26 |
Jan01 |
000922 |
226.25 |
226.25 |
225.45 |
225.45 |
-0.30 |
8 |
664 |
+2 |
Feb01 |
000922 |
224.25 |
224.25 |
223.70 |
223.70 |
-0.30 |
0 |
351 |
+0 |
Total Volume and Open Interest |
130 |
1,533 |
-22 |
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
|
|