 |
MRCI's Free Historical Futures Prices |
Daily Futures Price Listing Thu September 28, 2000 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Nov00 |
000928 |
500.00 |
502.75 |
497.75 |
498.25 |
+2.50 |
27,396 |
91,992 |
+1,249 |
Jan01 |
000928 |
510.50 |
513.50 |
508.25 |
508.50 |
+2.00 |
2,079 |
19,121 |
+459 |
Mar01 |
000928 |
520.50 |
522.50 |
517.50 |
517.75 |
+2.50 |
2,382 |
16,589 |
+741 |
May01 |
000928 |
527.50 |
530.00 |
524.50 |
525.25 |
+2.50 |
907 |
12,537 |
+221 |
Jul01 |
000928 |
534.00 |
537.00 |
531.50 |
531.75 |
+1.50 |
872 |
14,229 |
+118 |
Aug01 |
000928 |
534.00 |
536.50 |
530.50 |
530.50 |
+1.50 |
0 |
304 |
+0 |
Sep01 |
000928 |
534.00 |
534.00 |
531.00 |
531.00 |
+2.00 |
0 |
119 |
+0 |
Total Volume and Open Interest |
33,868 |
158,431 |
+2,878 |
Soybean Meal(CBOT) |
Oct00 |
000928 |
173.80 |
174.50 |
173.10 |
173.60 |
+0.90 |
7,753 |
13,437 |
-1,696 |
Dec00 |
000928 |
172.50 |
172.80 |
171.30 |
171.60 |
+0.80 |
12,723 |
59,040 |
-145 |
Jan01 |
000928 |
173.00 |
173.00 |
171.50 |
171.80 |
+1.30 |
1,432 |
12,233 |
+175 |
Mar01 |
000928 |
173.20 |
173.30 |
171.70 |
172.10 |
+1.40 |
949 |
8,779 |
+142 |
May01 |
000928 |
173.00 |
173.00 |
171.70 |
172.10 |
+1.40 |
925 |
5,982 |
+251 |
Jul01 |
000928 |
174.00 |
174.10 |
173.00 |
173.50 |
+1.50 |
153 |
4,014 |
-54 |
Aug01 |
000928 |
172.50 |
173.70 |
172.50 |
173.00 |
+1.90 |
49 |
841 |
-21 |
Sep01 |
000928 |
172.00 |
173.80 |
172.00 |
172.50 |
+1.70 |
14 |
365 |
+10 |
Total Volume and Open Interest |
24,001 |
105,032 |
-1,333 |
Soybean Oil(CBOT) |
Oct00 |
000928 |
15.45 |
15.65 |
15.45 |
15.52 |
+0.10 |
10,465 |
10,217 |
-2,052 |
Dec00 |
000928 |
15.87 |
16.05 |
15.85 |
15.95 |
+0.17 |
11,820 |
68,922 |
+697 |
Jan01 |
000928 |
16.20 |
16.35 |
16.17 |
16.25 |
+0.15 |
1,062 |
17,993 |
+91 |
Mar01 |
000928 |
16.60 |
16.73 |
16.56 |
16.64 |
+0.16 |
1,161 |
13,836 |
+227 |
May01 |
000928 |
17.05 |
17.10 |
16.95 |
17.03 |
+0.16 |
444 |
9,746 |
+131 |
Jul01 |
000928 |
17.38 |
17.50 |
17.34 |
17.41 |
+0.16 |
258 |
7,786 |
+81 |
Aug01 |
000928 |
17.60 |
17.60 |
17.51 |
17.53 |
+0.13 |
1 |
1,355 |
+1 |
Sep01 |
000928 |
17.80 |
17.80 |
17.67 |
17.67 |
+0.12 |
1 |
1,270 |
-17 |
Total Volume and Open Interest |
25,222 |
135,284 |
-832 |
Canola(WCE) |
Nov00 |
000928 |
262.0 |
264.5 |
262.0 |
262.1 |
+1.2 |
3,472 |
34,574 |
-373 |
Jan01 |
000928 |
268.5 |
270.5 |
268.0 |
268.2 |
+1.0 |
1,133 |
17,729 |
+712 |
Mar01 |
000928 |
276.0 |
276.1 |
274.0 |
274.1 |
+1.1 |
80 |
5,563 |
+21 |
May01 |
000928 |
279.0 |
279.0 |
279.0 |
279.0 |
+1.2 |
0 |
1,643 |
+0 |
Jul01 |
000928 |
287.1 |
287.3 |
285.2 |
285.2 |
+1.4 |
0 |
1,043 |
+0 |
Total Volume and Open Interest |
4,685 |
60,849 |
+360 |
Corn(CBOT) |
Nov00 |
000928 |
192.75 |
192.75 |
191.50 |
192.00 |
+1.50 |
245 |
3,174 |
-30 |
Dec00 |
000928 |
196.00 |
197.00 |
195.50 |
196.25 |
+1.75 |
28,101 |
205,771 |
+903 |
Jan01 |
000928 |
200.75 |
200.75 |
199.50 |
200.00 |
+2.00 |
4 |
641 |
+0 |
Mar01 |
000928 |
208.00 |
208.75 |
207.00 |
207.75 |
+1.75 |
4,120 |
79,701 |
+1,006 |
May01 |
000928 |
215.25 |
216.00 |
214.50 |
215.00 |
+1.50 |
692 |
22,857 |
+141 |
Jul01 |
000928 |
222.00 |
222.75 |
221.50 |
222.25 |
+1.75 |
1,598 |
30,949 |
+117 |
Total Volume and Open Interest |
35,664 |
362,408 |
+2,588 |
Wheat(CBOT) |
Dec00 |
000928 |
260.00 |
261.50 |
259.00 |
259.25 |
+0.75 |
15,395 |
104,571 |
+262 |
Mar01 |
000928 |
276.50 |
278.50 |
276.00 |
276.50 |
+1.00 |
2,043 |
27,104 |
+484 |
May01 |
000928 |
287.75 |
288.25 |
286.00 |
286.25 |
+0.50 |
227 |
1,576 |
+36 |
Jul01 |
000928 |
297.50 |
298.00 |
295.75 |
295.75 |
unch |
654 |
11,949 |
+140 |
Sep01 |
000928 |
305.50 |
306.00 |
303.50 |
303.50 |
+0.50 |
43 |
177 |
+41 |
Total Volume and Open Interest |
18,460 |
146,226 |
+1,049 |
Wheat(KCBT) |
Dec00 |
000928 |
310.00 |
312.00 |
310.00 |
310.75 |
+3.00 |
9,180 |
60,591 |
-279 |
Mar01 |
000928 |
323.50 |
326.00 |
323.50 |
324.50 |
+3.00 |
1,138 |
18,546 |
+229 |
May01 |
000928 |
329.25 |
332.00 |
329.00 |
331.00 |
+2.75 |
44 |
2,069 |
+15 |
Jul01 |
000928 |
338.00 |
339.00 |
337.00 |
337.00 |
+1.75 |
401 |
3,676 |
+42 |
Sep01 |
000928 |
341.50 |
341.50 |
341.50 |
341.50 |
+1.50 |
0 |
48 |
+0 |
Total Volume and Open Interest |
10,764 |
84,934 |
+8 |
Wheat(MGE) |
Dec00 |
000928 |
316.50 |
320.00 |
316.00 |
316.50 |
+2.00 |
2,039 |
19,618 |
+29 |
Mar01 |
000928 |
330.75 |
334.25 |
330.75 |
331.25 |
+2.00 |
428 |
5,651 |
-9 |
May01 |
000928 |
338.50 |
342.25 |
338.50 |
340.00 |
+2.25 |
78 |
1,032 |
+41 |
Jul01 |
000928 |
348.50 |
349.75 |
347.25 |
347.75 |
+2.25 |
5 |
339 |
+0 |
Sep01 |
000928 |
356.00 |
356.50 |
355.00 |
355.50 |
+2.75 |
50 |
186 |
+5 |
Total Volume and Open Interest |
2,602 |
26,865 |
+68 |
Oats(CBOT) |
Dec00 |
000928 |
107.25 |
107.50 |
105.25 |
106.00 |
-1.00 |
377 |
10,534 |
+5 |
Mar01 |
000928 |
117.00 |
117.00 |
115.00 |
115.50 |
-1.00 |
203 |
1,882 |
+24 |
May01 |
000928 |
120.25 |
120.25 |
120.25 |
120.25 |
-1.75 |
2 |
200 |
+2 |
Jul01 |
000928 |
126.00 |
126.00 |
125.50 |
125.50 |
-0.25 |
0 |
104 |
+0 |
Total Volume and Open Interest |
582 |
12,808 |
+31 |
Rough Rice(CBOT) |
Nov00 |
000928 |
5.99 |
6.15 |
5.99 |
6.11 |
+0.15 |
219 |
2,756 |
-5 |
Jan01 |
000928 |
6.18 |
6.35 |
6.18 |
6.30 |
+0.14 |
97 |
2,616 |
+5 |
Mar01 |
000928 |
6.42 |
6.51 |
6.42 |
6.47 |
+0.12 |
17 |
667 |
-14 |
May01 |
000928 |
6.66 |
6.66 |
6.65 |
6.65 |
+0.10 |
8 |
167 |
+8 |
Total Volume and Open Interest |
341 |
6,300 |
-52 |
Live Cattle(CME) |
Oct00 |
000928 |
68.975 |
69.050 |
68.700 |
68.850 |
-0.075 |
5,945 |
35,001 |
-1,264 |
Dec00 |
000928 |
70.675 |
70.750 |
70.425 |
70.525 |
-0.150 |
6,334 |
48,298 |
+443 |
Feb01 |
000928 |
71.525 |
71.675 |
71.350 |
71.500 |
-0.025 |
1,305 |
20,469 |
+123 |
Apr01 |
000928 |
73.050 |
73.150 |
72.975 |
73.125 |
+0.050 |
780 |
11,758 |
+280 |
Jun01 |
000928 |
70.500 |
70.500 |
70.275 |
70.375 |
-0.100 |
533 |
4,652 |
+147 |
Aug01 |
000928 |
70.600 |
70.600 |
70.425 |
70.425 |
unch |
113 |
3,070 |
+57 |
Total Volume and Open Interest |
15,016 |
124,157 |
-215 |
Feeder Cattle(CME) |
Sep00 |
000928 |
86.350 |
86.350 |
86.300 |
86.325 |
+0.125 |
151 |
1,138 |
-70 |
Oct00 |
000928 |
86.800 |
86.825 |
86.300 |
86.475 |
-0.250 |
840 |
5,012 |
-206 |
Nov00 |
000928 |
87.600 |
87.600 |
87.150 |
87.225 |
-0.225 |
1,193 |
4,607 |
+78 |
Jan01 |
000928 |
88.350 |
88.375 |
88.050 |
88.200 |
-0.125 |
448 |
3,958 |
+133 |
Mar01 |
000928 |
88.000 |
88.100 |
87.850 |
87.975 |
-0.100 |
369 |
1,800 |
+114 |
Apr01 |
000928 |
88.150 |
88.150 |
87.800 |
88.000 |
-0.150 |
52 |
596 |
+37 |
May01 |
000928 |
88.000 |
88.100 |
87.800 |
87.975 |
-0.075 |
127 |
931 |
+4 |
Total Volume and Open Interest |
3,223 |
18,258 |
+131 |
Lean Hogs(CME) |
Oct00 |
000928 |
57.850 |
57.950 |
57.400 |
57.625 |
+0.075 |
3,858 |
10,725 |
-517 |
Dec00 |
000928 |
53.700 |
54.200 |
53.550 |
53.875 |
+0.250 |
2,868 |
18,931 |
+249 |
Feb01 |
000928 |
53.700 |
54.375 |
53.575 |
54.125 |
+0.400 |
773 |
5,699 |
+413 |
Apr01 |
000928 |
51.950 |
52.550 |
51.800 |
52.375 |
+0.650 |
158 |
2,281 |
+1 |
Jun01 |
000928 |
58.650 |
58.975 |
58.500 |
58.925 |
+0.275 |
35 |
814 |
-8 |
Jul01 |
000928 |
56.750 |
57.175 |
56.750 |
57.000 |
+0.250 |
5 |
233 |
+1 |
Aug01 |
000928 |
54.950 |
55.050 |
54.950 |
54.950 |
+0.350 |
8 |
153 |
+3 |
Oct01 |
000928 |
47.100 |
47.300 |
47.100 |
47.100 |
+0.400 |
0 |
133 |
+0 |
Total Volume and Open Interest |
7,706 |
38,981 |
+143 |
Pork Bellies(CME) |
Feb01 |
000928 |
67.500 |
68.000 |
66.050 |
66.125 |
+0.400 |
889 |
1,754 |
-95 |
Mar01 |
000928 |
67.300 |
67.850 |
66.025 |
66.150 |
+0.550 |
8 |
45 |
+1 |
May01 |
000928 |
69.200 |
69.250 |
67.400 |
67.400 |
+0.400 |
5 |
9 |
+1 |
Jul01 |
000928 |
67.200 |
67.200 |
67.200 |
67.200 |
+3.000 |
0 |
5 |
+0 |
Aug01 |
000928 |
68.600 |
68.700 |
68.600 |
68.600 |
+1.900 |
2 |
3 |
-1 |
Total Volume and Open Interest |
904 |
1,816 |
-94 |
Cocoa(NYBOT) |
Dec00 |
000928 |
788 |
795 |
787 |
794 |
+11 |
4,098 |
48,494 |
+152 |
Mar01 |
000928 |
820 |
826 |
819 |
825 |
+10 |
1,062 |
19,588 |
-278 |
May01 |
000928 |
844 |
850 |
843 |
848 |
+10 |
282 |
11,598 |
+87 |
Jul01 |
000928 |
871 |
872 |
869 |
872 |
+10 |
11 |
8,229 |
+6 |
Sep01 |
000928 |
892 |
897 |
887 |
897 |
+10 |
12 |
7,861 |
+0 |
Dec01 |
000928 |
930 |
930 |
930 |
930 |
+10 |
98 |
10,664 |
+50 |
Mar02 |
000928 |
962 |
964 |
962 |
964 |
+10 |
0 |
9,615 |
+0 |
Total Volume and Open Interest |
5,658 |
125,744 |
+27 |
Coffee "C"(NYBOT) |
Dec00 |
000928 |
79.40 |
80.00 |
78.95 |
79.85 |
+0.90 |
7,089 |
29,188 |
+96 |
Mar01 |
000928 |
83.80 |
84.60 |
83.70 |
84.50 |
+0.85 |
1,133 |
6,385 |
+140 |
May01 |
000928 |
86.90 |
87.70 |
86.90 |
87.35 |
+0.60 |
384 |
2,381 |
+125 |
Jul01 |
000928 |
89.90 |
90.20 |
89.90 |
90.20 |
+0.50 |
12 |
950 |
-6 |
Sep01 |
000928 |
92.25 |
93.05 |
92.25 |
93.05 |
+0.50 |
71 |
1,653 |
+23 |
Dec01 |
000928 |
96.70 |
97.30 |
96.50 |
97.30 |
+0.60 |
26 |
435 |
+25 |
Total Volume and Open Interest |
8,715 |
40,992 |
+403 |
Orange Juice(NYBOT) |
Nov00 |
000928 |
70.30 |
71.40 |
70.25 |
70.80 |
+0.90 |
627 |
17,324 |
-94 |
Jan01 |
000928 |
73.00 |
73.90 |
72.75 |
73.00 |
+0.65 |
285 |
6,546 |
+45 |
Mar01 |
000928 |
75.50 |
76.00 |
75.50 |
75.65 |
+0.40 |
287 |
5,890 |
+49 |
May01 |
000928 |
77.90 |
77.90 |
77.60 |
77.60 |
+0.10 |
1 |
764 |
+0 |
Jul01 |
000928 |
80.00 |
80.00 |
79.60 |
79.60 |
+0.10 |
3 |
354 |
+1 |
Total Volume and Open Interest |
2,953 |
31,289 |
+16 |
Sugar #11(NYBOT) |
Oct00 |
000928 |
9.82 |
9.91 |
9.64 |
9.83 |
-0.02 |
13,705 |
9,486 |
-7,716 |
Mar01 |
000928 |
9.39 |
9.48 |
9.27 |
9.46 |
+0.07 |
9,839 |
87,122 |
+869 |
May01 |
000928 |
9.00 |
9.04 |
8.85 |
8.98 |
-0.02 |
993 |
12,345 |
-48 |
Jul01 |
000928 |
8.52 |
8.54 |
8.35 |
8.49 |
-0.01 |
1,328 |
17,552 |
+1,468 |
Oct01 |
000928 |
8.39 |
8.40 |
8.22 |
8.30 |
-0.05 |
297 |
14,485 |
+24 |
Total Volume and Open Interest |
26,260 |
147,608 |
-5,394 |
London Cocoa(LCE) |
Sep00 |
000914 |
624 |
625 |
622 |
622 |
+7 |
7,710 |
1,964 |
-6,069 |
Dec00 |
000928 |
604 |
608 |
603 |
603 |
-4 |
1,670 |
56,000 |
-137 |
Mar01 |
000928 |
626 |
628 |
622 |
623 |
-5 |
1,623 |
45,875 |
+403 |
May01 |
000928 |
643 |
644 |
640 |
640 |
-5 |
211 |
22,976 |
+59 |
Jul01 |
000928 |
659 |
661 |
655 |
655 |
-5 |
64 |
8,442 |
+62 |
Sep01 |
000928 |
675 |
675 |
669 |
669 |
-5 |
64 |
17,229 |
+17 |
Dec01 |
000928 |
699 |
699 |
696 |
696 |
-4 |
30 |
5,374 |
+0 |
Total Volume and Open Interest |
3,662 |
185,060 |
+404 |
London Coffee(LCE) |
Sep00 |
000928 |
776.00 |
781.00 |
775.00 |
778.00 |
+6.00 |
46 |
61 |
-34 |
Nov00 |
000928 |
780.00 |
787.00 |
777.00 |
783.00 |
+2.00 |
1,917 |
30,176 |
-533 |
Jan01 |
000928 |
786.00 |
795.00 |
784.00 |
791.00 |
+4.00 |
1,298 |
13,090 |
+387 |
Mar01 |
000928 |
798.00 |
805.00 |
796.00 |
803.00 |
+4.00 |
275 |
5,692 |
+145 |
May01 |
000928 |
815.00 |
820.00 |
815.00 |
820.00 |
+4.00 |
2 |
2,705 |
-2 |
Jul01 |
000928 |
840.00 |
840.00 |
838.00 |
839.00 |
+5.00 |
20 |
577 |
+7 |
Total Volume and Open Interest |
3,558 |
52,592 |
-30 |
London Sugar(LCE) |
Oct00 |
000915 |
263.50 |
264.00 |
252.00 |
262.70 |
-0.90 |
2,117 |
1,120 |
-1,892 |
Dec00 |
000928 |
248.50 |
249.70 |
247.50 |
249.70 |
+0.70 |
1,219 |
15,755 |
+39 |
Mar01 |
000928 |
248.00 |
248.70 |
245.80 |
248.70 |
+1.10 |
416 |
13,796 |
+84 |
May01 |
000928 |
243.40 |
245.20 |
243.40 |
245.20 |
+1.30 |
242 |
3,357 |
+173 |
Aug01 |
000928 |
238.10 |
240.40 |
237.80 |
240.40 |
+1.00 |
44 |
3,868 |
+41 |
Total Volume and Open Interest |
1,928 |
39,073 |
+337 |
Cotton(NYBOT) |
Oct00 |
000928 |
62.10 |
62.46 |
62.10 |
62.46 |
-0.04 |
51 |
944 |
-41 |
Dec00 |
000928 |
62.40 |
62.60 |
62.14 |
62.53 |
-0.16 |
5,256 |
41,187 |
-339 |
Mar01 |
000928 |
64.05 |
64.30 |
63.90 |
64.30 |
-0.17 |
847 |
11,498 |
-92 |
May01 |
000928 |
64.61 |
64.90 |
64.45 |
64.87 |
-0.08 |
147 |
8,206 |
-8 |
Jul01 |
000928 |
65.30 |
65.45 |
65.20 |
65.45 |
-0.13 |
162 |
3,352 |
+85 |
Oct01 |
000928 |
62.70 |
62.70 |
62.70 |
62.70 |
-0.10 |
13 |
631 |
+0 |
Total Volume and Open Interest |
14,564 |
69,851 |
-359 |
Lumber(CME) |
Nov00 |
000928 |
228.5 |
228.5 |
224.0 |
226.6 |
-0.5 |
402 |
2,502 |
+87 |
Jan01 |
000928 |
243.0 |
243.0 |
239.2 |
240.7 |
-1.3 |
107 |
820 |
+21 |
Mar01 |
000928 |
253.3 |
253.6 |
251.0 |
251.8 |
-1.2 |
16 |
451 |
+1 |
May01 |
000928 |
258.5 |
258.5 |
256.0 |
256.6 |
-2.5 |
1 |
99 |
+1 |
Total Volume and Open Interest |
527 |
3,953 |
+111 |
Crude Oil(NYM) |
Nov00 |
000928 |
31.10 |
31.25 |
30.26 |
30.34 |
-1.12 |
86,160 |
127,658 |
-632 |
Dec00 |
000928 |
31.05 |
31.22 |
30.25 |
30.34 |
-1.05 |
47,397 |
79,232 |
+2,977 |
Jan01 |
000928 |
30.95 |
31.00 |
30.20 |
30.23 |
-0.95 |
10,468 |
33,331 |
-817 |
Feb01 |
000928 |
30.73 |
30.75 |
30.03 |
30.03 |
-0.88 |
1,947 |
16,233 |
-196 |
Mar01 |
000928 |
30.45 |
30.45 |
29.79 |
29.79 |
-0.79 |
3,058 |
17,511 |
-262 |
Apr01 |
000928 |
30.20 |
30.20 |
29.52 |
29.52 |
-0.73 |
1,426 |
11,028 |
+592 |
May01 |
000928 |
29.70 |
29.75 |
29.24 |
29.24 |
-0.68 |
1,975 |
9,531 |
-411 |
Jun01 |
000928 |
29.35 |
29.43 |
28.90 |
28.95 |
-0.63 |
2,798 |
29,158 |
+1,084 |
Jul01 |
000928 |
29.10 |
29.12 |
28.63 |
28.63 |
-0.59 |
340 |
8,343 |
+57 |
Aug01 |
000928 |
28.85 |
28.85 |
28.31 |
28.31 |
-0.55 |
799 |
6,329 |
-202 |
Total Volume and Open Interest |
173,113 |
454,059 |
+5,791 |
Heating Oil(NYM) |
Oct00 |
000928 |
93.70 |
94.00 |
90.90 |
91.06 |
-3.74 |
18,751 |
15,941 |
-3,678 |
Nov00 |
000928 |
94.20 |
94.40 |
91.20 |
91.32 |
-3.73 |
19,290 |
47,138 |
+1,940 |
Dec00 |
000928 |
93.75 |
94.00 |
91.07 |
91.07 |
-3.58 |
10,704 |
35,435 |
+2,716 |
Jan01 |
000928 |
93.25 |
93.25 |
90.42 |
90.42 |
-3.43 |
4,966 |
27,939 |
+983 |
Feb01 |
000928 |
90.55 |
91.20 |
88.37 |
88.37 |
-3.28 |
3,471 |
20,040 |
+332 |
Mar01 |
000928 |
87.10 |
87.20 |
84.47 |
84.47 |
-3.03 |
2,145 |
13,643 |
+519 |
Apr01 |
000928 |
83.80 |
83.80 |
81.17 |
81.17 |
-2.78 |
835 |
7,448 |
+92 |
May01 |
000928 |
80.90 |
80.90 |
78.42 |
78.42 |
-2.63 |
654 |
3,932 |
-13 |
Jun01 |
000928 |
78.50 |
78.50 |
76.57 |
76.57 |
-2.58 |
396 |
5,007 |
+55 |
Jul01 |
000928 |
77.50 |
77.50 |
75.62 |
75.62 |
-2.58 |
386 |
1,368 |
-12 |
Total Volume and Open Interest |
62,056 |
183,936 |
+3,229 |
Unleaded Gas(NYM) |
Oct00 |
000928 |
91.00 |
91.00 |
86.20 |
86.74 |
-5.38 |
19,277 |
13,044 |
-3,507 |
Nov00 |
000928 |
88.30 |
88.30 |
84.00 |
84.45 |
-4.86 |
10,762 |
27,982 |
+841 |
Dec00 |
000928 |
86.10 |
86.30 |
83.00 |
83.00 |
-4.21 |
2,975 |
10,594 |
+827 |
Jan01 |
000928 |
84.70 |
84.70 |
81.60 |
82.10 |
-3.71 |
797 |
3,210 |
+262 |
Feb01 |
000928 |
84.70 |
84.70 |
81.50 |
81.85 |
-3.56 |
1,297 |
5,058 |
+119 |
Mar01 |
000928 |
85.00 |
85.00 |
81.80 |
82.20 |
-3.46 |
328 |
3,809 |
+200 |
Apr01 |
000928 |
89.40 |
89.40 |
87.00 |
87.15 |
-3.36 |
671 |
4,893 |
+220 |
May01 |
000928 |
88.70 |
88.70 |
86.45 |
86.45 |
-3.26 |
560 |
2,983 |
+77 |
Total Volume and Open Interest |
37,336 |
78,575 |
-566 |
Natural Gas(NYM) |
Nov00 |
000928 |
5.390 |
5.395 |
5.100 |
5.124 |
-0.323 |
26,906 |
54,351 |
+1,733 |
Dec00 |
000928 |
5.510 |
5.510 |
5.210 |
5.231 |
-0.331 |
5,519 |
40,511 |
+239 |
Jan01 |
000928 |
5.450 |
5.470 |
5.222 |
5.222 |
-0.300 |
3,418 |
31,568 |
+493 |
Feb01 |
000928 |
5.210 |
5.220 |
4.970 |
4.971 |
-0.286 |
1,371 |
20,447 |
+143 |
Mar01 |
000928 |
4.950 |
4.950 |
4.727 |
4.727 |
-0.261 |
1,810 |
24,559 |
+373 |
Apr01 |
000928 |
4.665 |
4.665 |
4.470 |
4.485 |
-0.237 |
865 |
15,921 |
+30 |
May01 |
000928 |
4.610 |
4.610 |
4.410 |
4.410 |
-0.222 |
272 |
15,240 |
-19 |
Jun01 |
000928 |
4.570 |
4.580 |
4.395 |
4.395 |
-0.212 |
704 |
16,074 |
-407 |
Total Volume and Open Interest |
96,305 |
360,367 |
-23,675 |
Brent Crude Oil(IPE) |
Nov00 |
000928 |
30.35 |
30.35 |
29.25 |
29.26 |
-1.28 |
30,669 |
63,820 |
-3,351 |
Dec00 |
000928 |
30.50 |
30.55 |
29.56 |
29.58 |
-1.13 |
16,430 |
67,805 |
+471 |
Jan01 |
000928 |
30.15 |
30.31 |
29.40 |
29.41 |
-1.03 |
5,105 |
31,200 |
-610 |
Feb01 |
000928 |
29.90 |
29.90 |
29.11 |
29.11 |
-0.90 |
1,725 |
14,624 |
-383 |
Mar01 |
000928 |
29.42 |
29.48 |
28.74 |
28.74 |
-0.80 |
1,696 |
10,827 |
+721 |
Apr01 |
000928 |
28.95 |
29.04 |
28.36 |
28.36 |
-0.75 |
1,141 |
9,168 |
+302 |
May01 |
000928 |
28.66 |
28.66 |
27.98 |
27.98 |
-0.71 |
340 |
4,524 |
-111 |
Jun01 |
000928 |
28.31 |
28.31 |
27.61 |
27.61 |
-0.66 |
1,934 |
13,797 |
+1,130 |
Total Volume and Open Interest |
61,011 |
252,496 |
-1,772 |
Gas Oil(IPE) |
Oct00 |
000928 |
289.75 |
290.50 |
285.25 |
286.25 |
-8.25 |
15,955 |
30,838 |
-2,415 |
Nov00 |
000928 |
286.25 |
287.00 |
282.25 |
282.25 |
-8.25 |
10,808 |
29,021 |
-1,713 |
Dec00 |
000928 |
282.50 |
283.00 |
278.00 |
278.75 |
-7.25 |
3,273 |
23,034 |
-214 |
Jan01 |
000928 |
277.75 |
277.75 |
274.25 |
275.00 |
-6.75 |
1,501 |
12,811 |
-300 |
Feb01 |
000928 |
270.75 |
271.00 |
268.00 |
268.25 |
-6.75 |
684 |
6,008 |
+40 |
Mar01 |
000928 |
262.00 |
263.00 |
260.50 |
260.50 |
-6.50 |
285 |
5,430 |
+160 |
Apr01 |
000928 |
255.50 |
255.50 |
253.75 |
253.75 |
-5.25 |
0 |
3,169 |
-50 |
May01 |
000928 |
247.25 |
247.25 |
247.25 |
247.25 |
-5.25 |
0 |
547 |
+0 |
Total Volume and Open Interest |
32,776 |
121,816 |
-4,322 |
US Dollar Index(NYBOT) |
Dec00 |
000928 |
112.85 |
113.28 |
112.69 |
113.17 |
+0.30 |
600 |
4,206 |
-1 |
Mar01 |
000928 |
112.96 |
112.96 |
112.96 |
112.96 |
+0.30 |
347 |
6,217 |
-3 |
Jun01 |
000928 |
112.75 |
112.75 |
112.75 |
112.75 |
+0.30 |
347 |
6,217 |
-3 |
Total Volume and Open Interest |
603 |
6,217 |
-3 |
Australian Dollar(IMM) |
Dec00 |
000928 |
54.95 |
55.04 |
54.74 |
54.88 |
-0.30 |
2,112 |
23,205 |
-269 |
Mar01 |
000928 |
55.00 |
55.00 |
54.90 |
54.90 |
-0.30 |
25 |
344 |
+6 |
Jun01 |
000928 |
54.92 |
54.92 |
54.92 |
54.92 |
-0.30 |
0 |
6 |
+0 |
Total Volume and Open Interest |
2,137 |
23,555 |
-263 |
British Pound(IMM) |
Dec00 |
000928 |
146.74 |
146.82 |
146.28 |
146.54 |
-0.02 |
3,618 |
31,756 |
-573 |
Mar01 |
000928 |
146.80 |
147.00 |
146.60 |
146.76 |
unch |
11 |
54 |
+4 |
Jun01 |
000928 |
147.04 |
147.20 |
146.90 |
146.96 |
unch |
0 |
2 |
+0 |
Total Volume and Open Interest |
3,629 |
31,812 |
-569 |
Canadian Dollar(IMM) |
Dec00 |
000928 |
66.87 |
66.90 |
66.60 |
66.76 |
-0.17 |
15,960 |
66,132 |
+7,993 |
Mar01 |
000928 |
67.04 |
67.04 |
66.75 |
66.92 |
-0.17 |
215 |
1,324 |
+98 |
Jun01 |
000928 |
67.15 |
67.15 |
66.92 |
67.08 |
-0.17 |
52 |
322 |
+17 |
Sep01 |
000928 |
67.20 |
67.24 |
67.15 |
67.24 |
-0.17 |
9 |
48 |
+5 |
Total Volume and Open Interest |
16,242 |
67,839 |
+8,116 |
Japanese Yen(IMM) |
Dec00 |
000928 |
94.22 |
94.39 |
94.10 |
94.26 |
-0.27 |
4,299 |
43,705 |
+41 |
Mar01 |
000928 |
95.67 |
95.76 |
95.65 |
95.70 |
-0.27 |
0 |
203 |
+3 |
Jun01 |
000928 |
97.14 |
97.14 |
97.14 |
97.14 |
-0.27 |
0 |
7 |
+0 |
Total Volume and Open Interest |
4,299 |
44,017 |
+44 |
Swiss Franc(IMM) |
Dec00 |
000928 |
58.29 |
58.50 |
58.11 |
58.21 |
-0.23 |
9,570 |
41,968 |
-1,431 |
Mar01 |
000928 |
58.81 |
58.81 |
58.57 |
58.64 |
-0.23 |
10 |
46 |
+4 |
Jun01 |
000928 |
59.06 |
59.06 |
59.06 |
59.06 |
-0.23 |
0 |
2 |
+0 |
Total Volume and Open Interest |
9,580 |
42,016 |
-1,427 |
EuroFX(IMM) |
Dec00 |
000928 |
88.63 |
88.98 |
88.40 |
88.51 |
-0.18 |
16,381 |
66,308 |
+856 |
Mar01 |
000928 |
88.95 |
89.25 |
88.83 |
88.87 |
-0.18 |
29 |
794 |
+12 |
Total Volume and Open Interest |
16,410 |
67,102 |
+868 |
Mexican Peso(IMM) |
Sep00 |
000918 |
10630.0 |
10630.0 |
10600.0 |
10600.0 |
-30.0 |
321 |
5,537 |
-299 |
Dec00 |
000928 |
10355.0 |
10380.0 |
10335.0 |
10348.0 |
-12.0 |
1,791 |
6,797 |
-313 |
Total Volume and Open Interest |
1,811 |
10,595 |
-318 |
30-Year T-Bonds(CBOT) |
Dec00 |
000928 |
98~11 |
98~24 |
98~10 |
98~17 |
+0~06 |
248,707 |
370,003 |
+843 |
Mar01 |
000928 |
98~12 |
98~21 |
98~11 |
98~15 |
+0~05 |
52 |
1,734 |
-22 |
Jun01 |
000928 |
98~13 |
98~13 |
98~13 |
98~13 |
+0~05 |
0 |
82 |
+0 |
Total Volume and Open Interest |
248,759 |
376,398 |
+810 |
Municipal Bonds(CBOT) |
Dec00 |
000928 |
97~21 |
97~29 |
97~18 |
97~25 |
+0~05 |
1,841 |
19,874 |
+19 |
Total Volume and Open Interest |
1,841 |
19,874 |
+19 |
10-Year T-Notes(CBOT) |
Dec00 |
000928 |
100~040 |
100~095 |
100~030 |
100~035 |
+0~005 |
172,453 |
529,467 |
-3,617 |
Mar01 |
000928 |
100~050 |
100~090 |
100~040 |
100~045 |
unch |
776 |
4,225 |
+299 |
Total Volume and Open Interest |
173,229 |
544,698 |
-3,318 |
5-Year T-Notes(CBOT) |
Dec00 |
000928 |
100~155 |
100~185 |
100~130 |
100~135 |
-0~015 |
46,183 |
368,976 |
-44 |
Mar01 |
000928 |
100~135 |
100~135 |
100~135 |
100~135 |
-0~015 |
0 |
7 |
+0 |
Total Volume and Open Interest |
46,183 |
368,983 |
-44 |
2 Year T-Notes(CBOT) |
Dec00 |
000928 |
100~004 |
100~005 |
99~123 |
99~125 |
-0~006 |
2,737 |
53,501 |
+747 |
Total Volume and Open Interest |
2,790 |
53,654 |
+745 |
3-Mth T-Bills(IMM) |
Dec00 |
000928 |
93.91 |
93.91 |
93.88 |
93.89 |
-0.03 |
6 |
1,099 |
+1 |
Total Volume and Open Interest |
6 |
1,107 |
+1 |
Eurodollars(IMM) |
Dec00 |
000928 |
93.240 |
93.260 |
93.230 |
93.245 |
+0.005 |
80,971 |
592,657 |
-977 |
Mar01 |
000928 |
93.435 |
93.450 |
93.420 |
93.430 |
-0.005 |
89,922 |
545,831 |
+5,195 |
Jun01 |
000928 |
93.465 |
93.490 |
93.460 |
93.465 |
unch |
84,713 |
320,474 |
+3,790 |
Sep01 |
000928 |
93.480 |
93.515 |
93.480 |
93.480 |
unch |
63,342 |
297,983 |
+8,873 |
Dec01 |
000928 |
93.400 |
93.440 |
93.400 |
93.400 |
unch |
34,301 |
202,527 |
+4,857 |
Mar02 |
000928 |
93.460 |
93.490 |
93.455 |
93.455 |
unch |
34,536 |
172,460 |
+12,830 |
Jun02 |
000928 |
93.435 |
93.455 |
93.415 |
93.420 |
+0.005 |
12,196 |
126,404 |
+1,883 |
Sep02 |
000928 |
93.395 |
93.430 |
93.390 |
93.390 |
+0.005 |
10,385 |
99,847 |
+404 |
Dec02 |
000928 |
93.300 |
93.330 |
93.290 |
93.300 |
+0.005 |
4,020 |
82,616 |
+1,072 |
Mar03 |
000928 |
93.365 |
93.380 |
93.340 |
93.345 |
+0.005 |
4,922 |
75,879 |
+999 |
Jun03 |
000928 |
93.330 |
93.340 |
93.305 |
93.310 |
+0.005 |
3,707 |
53,111 |
+1,134 |
Sep03 |
000928 |
93.305 |
93.310 |
93.275 |
93.280 |
+0.005 |
3,808 |
56,403 |
+575 |
Total Volume and Open Interest |
454,465 |
3,018,622 |
+45,285 |
3-Mth Euro-Yen(IMM) |
Sep00 |
000915 |
99.61 |
99.62 |
99.61 |
99.62 |
+0.01 |
2,896 |
14,137 |
+1,269 |
Dec00 |
000928 |
99.47 |
99.47 |
99.46 |
99.46 |
unch |
2,341 |
13,238 |
-486 |
Mar01 |
000928 |
99.47 |
99.47 |
99.46 |
99.46 |
-0.01 |
728 |
15,382 |
+360 |
Jun01 |
000928 |
99.43 |
99.43 |
99.41 |
99.42 |
-0.01 |
533 |
6,115 |
-205 |
Sep01 |
000928 |
99.33 |
99.33 |
99.32 |
99.33 |
-0.02 |
126 |
8,963 |
+18 |
Dec01 |
000928 |
99.22 |
99.22 |
99.21 |
99.21 |
-0.03 |
108 |
5,396 |
+81 |
Mar02 |
000928 |
99.16 |
99.16 |
99.14 |
99.14 |
-0.04 |
12 |
2,757 |
-464 |
Jun02 |
000928 |
99.05 |
99.05 |
99.05 |
99.05 |
-0.02 |
0 |
686 |
-200 |
Sep02 |
000928 |
98.92 |
98.92 |
98.91 |
98.92 |
unch |
0 |
36 |
+0 |
Dec02 |
000928 |
98.75 |
98.75 |
98.75 |
98.75 |
unch |
0 |
30 |
+0 |
Total Volume and Open Interest |
3,848 |
52,603 |
-896 |
3-Mth Euro-Yen(SIMEX) |
Dec00 |
000928 |
99.46 |
99.48 |
99.46 |
99.47 |
+0.01 |
0 |
104,226 |
-1,860 |
Mar01 |
000928 |
99.49 |
99.49 |
99.46 |
99.47 |
-0.01 |
0 |
113,596 |
+623 |
Jun01 |
000928 |
99.43 |
99.43 |
99.41 |
99.43 |
unch |
0 |
93,014 |
-488 |
Sep01 |
000928 |
99.35 |
99.35 |
99.32 |
99.33 |
-0.02 |
0 |
66,397 |
+767 |
Dec01 |
000928 |
99.22 |
99.23 |
99.21 |
99.21 |
-0.02 |
0 |
29,297 |
+314 |
Mar02 |
000928 |
99.15 |
99.16 |
99.15 |
99.16 |
-0.02 |
0 |
16,748 |
-789 |
Jun02 |
000928 |
99.05 |
99.05 |
99.05 |
99.05 |
-0.02 |
0 |
7,635 |
+1,036 |
Sep02 |
000928 |
98.90 |
98.90 |
98.90 |
98.90 |
-0.02 |
0 |
4,388 |
-500 |
Total Volume and Open Interest |
0 |
444,239 |
-847 |
German Euro-Bund(EUREX) |
Dec00 |
000928 |
104.85 |
105.13 |
104.84 |
105.12 |
+0.30 |
728,439 |
715,295 |
+26,497 |
Mar01 |
000928 |
104.95 |
105.20 |
104.95 |
105.20 |
+0.29 |
1,325 |
6,860 |
+200 |
Jun01 |
000928 |
105.00 |
105.00 |
105.00 |
105.00 |
+0.30 |
0 |
72 |
-385 |
Total Volume and Open Interest |
729,764 |
722,227 |
+26,312 |
German Euro-Bobl(EUREX) |
Dec00 |
000928 |
103.20 |
103.35 |
103.17 |
103.32 |
+0.14 |
253,414 |
395,038 |
+9,277 |
Mar01 |
000928 |
103.08 |
103.10 |
103.04 |
103.10 |
+0.12 |
1,056 |
4,144 |
+2,314 |
Jun01 |
000928 |
102.87 |
102.87 |
102.87 |
102.87 |
+0.14 |
|
|
|
Total Volume and Open Interest |
254,470 |
399,182 |
+11,591 |
Long Gilt(LIFFE) |
Dec00 |
000928 |
112~05 |
112~22 |
112~05 |
112~15 |
+0~09 |
28,345 |
72,036 |
+114 |
Mar01 |
000928 |
112~05 |
112~05 |
112~05 |
112~05 |
-0~07 |
|
|
|
Total Volume and Open Interest |
28,634 |
72,036 |
-724 |
3-Mth Short Sterling(LIFFE) |
Dec00 |
000928 |
93.74 |
93.77 |
93.73 |
93.76 |
+0.02 |
13,623 |
195,550 |
-1,711 |
Mar01 |
000928 |
93.74 |
93.77 |
93.74 |
93.76 |
+0.02 |
15,805 |
186,846 |
-3,847 |
Jun01 |
000928 |
93.73 |
93.75 |
93.72 |
93.74 |
+0.01 |
11,893 |
92,940 |
-1,607 |
Total Volume and Open Interest |
63,550 |
764,921 |
-5,529 |
3-Mth Euribor(LIFFE) |
Dec00 |
000928 |
94.835 |
94.845 |
94.820 |
94.825 |
+0.005 |
77,007 |
330,247 |
+7,954 |
Mar01 |
000928 |
94.840 |
94.865 |
94.840 |
94.850 |
+0.010 |
64,268 |
257,989 |
-237 |
Jun01 |
000928 |
94.820 |
94.830 |
94.810 |
94.820 |
+0.010 |
42,011 |
155,022 |
+514 |
Total Volume and Open Interest |
286,093 |
1,224,850 |
+27,168 |
3-Mth Aus T-Bills(SFE) |
Dec00 |
000928 |
93.37 |
93.39 |
93.37 |
93.39 |
+0.02 |
8,906 |
189,910 |
+189,910 |
Mar01 |
000928 |
93.38 |
93.40 |
93.38 |
93.40 |
+0.02 |
3,211 |
76,998 |
+76,998 |
Jun01 |
000928 |
93.40 |
93.44 |
93.40 |
93.44 |
+0.04 |
1,225 |
34,044 |
+34,044 |
Sep01 |
000928 |
93.44 |
93.46 |
93.43 |
93.46 |
+0.03 |
840 |
16,866 |
+16,866 |
Dec01 |
000928 |
93.44 |
93.44 |
93.44 |
93.44 |
+0.03 |
24 |
9,064 |
+9,064 |
Mar02 |
000928 |
93.43 |
93.44 |
93.43 |
93.44 |
+0.04 |
60 |
6,713 |
+6,713 |
Jun02 |
000928 |
93.44 |
93.44 |
93.44 |
93.44 |
+0.06 |
10 |
4,692 |
+4,692 |
Sep02 |
000928 |
93.42 |
93.42 |
93.42 |
93.42 |
+0.05 |
0 |
3,122 |
+3,122 |
Dec02 |
000928 |
93.38 |
93.39 |
93.38 |
93.39 |
+0.04 |
0 |
1,754 |
+1,754 |
Mar03 |
000928 |
93.35 |
93.36 |
93.35 |
93.36 |
+0.03 |
0 |
1,288 |
+1,288 |
Total Volume and Open Interest |
14,276 |
347,712 |
+4,557 |
10-Year Aus T-Bonds(SFE) |
Dec00 |
000928 |
93.75 |
93.82 |
93.75 |
93.80 |
+0.05 |
1,489 |
93,134 |
-249 |
Mar01 |
000928 |
93.82 |
93.82 |
93.82 |
93.82 |
+0.04 |
|
|
|
Total Volume and Open Interest |
1,489 |
93,134 |
-249 |
3-Year Aus T-Bonds(SFE) |
Dec00 |
000928 |
93.77 |
93.80 |
93.76 |
93.79 |
+0.02 |
2,544 |
170,563 |
+170,563 |
Mar01 |
000928 |
93.76 |
93.76 |
93.76 |
93.76 |
+0.02 |
|
|
|
Total Volume and Open Interest |
2,544 |
170,563 |
+0 |
Gold(CMX) |
Oct00 |
000928 |
277.0 |
277.5 |
275.1 |
275.6 |
-2.8 |
1,797 |
3,351 |
-580 |
Dec00 |
000928 |
280.8 |
281.3 |
278.2 |
278.9 |
-2.7 |
42,430 |
80,024 |
-4,485 |
Feb01 |
000928 |
284.0 |
284.3 |
281.5 |
281.6 |
-2.7 |
474 |
14,992 |
+141 |
Apr01 |
000928 |
286.3 |
286.3 |
284.2 |
284.2 |
-2.6 |
210 |
3,846 |
-21 |
Jun01 |
000928 |
289.0 |
289.0 |
286.8 |
286.8 |
-2.5 |
34 |
8,708 |
+22 |
Aug01 |
000928 |
289.3 |
289.3 |
289.3 |
289.3 |
-2.5 |
0 |
2,349 |
+0 |
Total Volume and Open Interest |
45,152 |
128,023 |
-5,014 |
Silver(CMX) |
Dec00 |
000928 |
501.5 |
502.5 |
499.0 |
500.2 |
-1.8 |
8,920 |
59,729 |
-35 |
Mar01 |
000928 |
506.5 |
508.5 |
504.5 |
506.0 |
-1.8 |
373 |
2,810 |
+93 |
May01 |
000928 |
511.0 |
512.0 |
509.3 |
509.3 |
-1.8 |
2 |
1,230 |
+0 |
Jul01 |
000928 |
512.5 |
512.5 |
512.5 |
512.5 |
-1.8 |
1 |
1,716 |
+0 |
Sep01 |
000928 |
515.5 |
515.5 |
515.5 |
515.5 |
-1.8 |
0 |
2,960 |
+0 |
Total Volume and Open Interest |
9,299 |
73,244 |
-107 |
Platinum(NYM) |
Oct00 |
000928 |
575.0 |
584.0 |
574.0 |
578.7 |
+9.0 |
1,734 |
1,238 |
-427 |
Jan01 |
000928 |
566.0 |
568.0 |
560.5 |
566.7 |
+7.5 |
1,690 |
7,491 |
+227 |
Apr01 |
000928 |
556.7 |
556.7 |
556.7 |
556.7 |
+2.5 |
1 |
1 |
+0 |
Total Volume and Open Interest |
3,425 |
8,735 |
-200 |
Palladium(NYME) |
Dec00 |
000928 |
716.50 |
716.50 |
707.00 |
708.00 |
-8.50 |
19 |
1,247 |
-6 |
Mar01 |
000928 |
708.00 |
708.00 |
708.00 |
708.00 |
-8.50 |
0 |
556 |
+0 |
Total Volume and Open Interest |
19 |
1,803 |
-6 |
Copper(CMX) |
Dec00 |
000928 |
91.60 |
92.10 |
91.30 |
91.90 |
-0.25 |
6,687 |
53,625 |
-1,145 |
Mar01 |
000928 |
91.80 |
92.10 |
91.50 |
91.95 |
-0.25 |
116 |
6,409 |
+53 |
May01 |
000928 |
91.35 |
91.90 |
91.35 |
91.70 |
-0.20 |
57 |
1,668 |
+16 |
Jul01 |
000928 |
91.00 |
91.50 |
91.00 |
91.25 |
-0.05 |
2 |
1,397 |
+2 |
Sep01 |
000928 |
91.20 |
91.20 |
90.90 |
90.90 |
+0.10 |
17 |
708 |
+3 |
Total Volume and Open Interest |
8,480 |
82,463 |
-1,386 |
DJIA Index(CBOT) |
Sep00 |
000914 |
11215 |
11234 |
11075 |
11100 |
-95 |
2,846 |
7,742 |
-731 |
Dec00 |
000928 |
10760 |
10975 |
10735 |
10947 |
+178 |
10,943 |
11,864 |
+481 |
Mar01 |
000928 |
10995 |
11109 |
10995 |
11092 |
+180 |
6 |
25 |
+0 |
Jun01 |
000928 |
11250 |
11250 |
11240 |
11240 |
+175 |
|
|
|
Total Volume and Open Interest |
10,949 |
11,895 |
+481 |
S & P 500(CME) |
Dec00 |
000928 |
1446.00 |
1480.90 |
1445.00 |
1476.00 |
+29.00 |
70,041 |
387,404 |
+2,364 |
Mar01 |
000928 |
1481.00 |
1502.00 |
1467.00 |
1498.00 |
+29.50 |
42 |
2,342 |
-2 |
Jun01 |
000928 |
1508.20 |
1523.00 |
1488.60 |
1519.60 |
+29.50 |
4 |
1,377 |
-2 |
Sep01 |
000928 |
1530.30 |
1545.00 |
1510.60 |
1542.10 |
+30.00 |
0 |
257 |
+0 |
Total Volume and Open Interest |
70,087 |
391,395 |
+2,360 |
S & P 500 E-Mini(Globex) |
Dec00 |
000928 |
1447.75 |
1481.00 |
1445.00 |
1476.00 |
+29.00 |
101,996 |
31,265 |
-79 |
Mar01 |
000928 |
1498.00 |
1500.00 |
1498.00 |
1498.00 |
+29.50 |
0 |
6 |
+0 |
Total Volume and Open Interest |
101,996 |
31,271 |
-79 |
NASDAQ 100(CME) |
Dec00 |
000928 |
3612.00 |
3780.00 |
3608.00 |
3756.00 |
+111.00 |
18,389 |
29,187 |
-425 |
Mar01 |
000928 |
3790.00 |
3818.00 |
3790.00 |
3818.00 |
+113.00 |
0 |
39 |
+0 |
Jun01 |
000928 |
3866.00 |
3866.00 |
3866.00 |
3866.00 |
+113.00 |
|
|
|
Total Volume and Open Interest |
18,389 |
29,226 |
-425 |
NASDAQ 100 E-Mini(GLOBEX) |
Dec00 |
000928 |
3640.5 |
3780.0 |
3607.0 |
3758.0 |
+113.0 |
73,064 |
20,299 |
+1,354 |
Mar01 |
000928 |
3669.0 |
3818.0 |
3669.0 |
3818.0 |
+113.0 |
|
|
|
Total Volume and Open Interest |
73,064 |
20,299 |
+1,354 |
NYSE Composite(NYBOT) |
Dec00 |
000928 |
664.00 |
677.00 |
664.00 |
675.15 |
+10.90 |
|
|
|
Mar01 |
000928 |
684.65 |
684.65 |
684.65 |
684.65 |
+10.90 |
|
|
|
Jun01 |
000928 |
694.15 |
694.15 |
694.15 |
694.15 |
+10.90 |
|
|
|
Total Volume and Open Interest |
|
|
|
S & P Midcap 400(CME) |
Dec00 |
000928 |
536.00 |
550.00 |
536.00 |
549.50 |
+14.75 |
970 |
14,533 |
+19 |
Mar01 |
000928 |
555.50 |
556.00 |
555.50 |
555.50 |
+14.75 |
0 |
1 |
+0 |
Jun01 |
000928 |
565.00 |
565.50 |
565.00 |
565.00 |
+14.75 |
0 |
1 |
+0 |
Total Volume and Open Interest |
970 |
14,535 |
+19 |
Russell 2000(CME) |
Dec00 |
000928 |
515.25 |
530.45 |
513.00 |
529.75 |
+14.50 |
1,648 |
11,671 |
+76 |
Mar01 |
000928 |
537.25 |
537.25 |
537.25 |
537.25 |
+14.50 |
|
|
|
Jun01 |
000928 |
544.80 |
544.80 |
544.80 |
544.80 |
+14.50 |
|
|
|
Total Volume and Open Interest |
1,648 |
11,671 |
+76 |
Value Line(KCBT) |
Dec00 |
000928 |
1131.00 |
1154.00 |
1130.00 |
1153.15 |
+20.15 |
113 |
223 |
+88 |
Total Volume and Open Interest |
113 |
224 |
+88 |
Nikkei 225(CME) |
Dec00 |
000928 |
15725 |
15925 |
15710 |
15875 |
+145 |
1,306 |
12,540 |
+90 |
Mar01 |
000928 |
15905 |
15930 |
15905 |
15905 |
+145 |
1 |
9 |
+1 |
Total Volume and Open Interest |
1,307 |
12,549 |
+91 |
Nikkei 225(SIMEX) |
Dec00 |
000928 |
15740 |
15920 |
15660 |
15695 |
unch |
11,449 |
85,891 |
-786 |
Mar01 |
000928 |
15710 |
15710 |
15710 |
15710 |
unch |
0 |
3,795 |
+0 |
Jun01 |
000928 |
15700 |
15700 |
15700 |
15700 |
unch |
0 |
405 |
+0 |
Total Volume and Open Interest |
11,449 |
90,096 |
-786 |
CAC 40(MATIF) |
Sep00 |
000928 |
6327.0 |
6374.0 |
6252.0 |
6364.0 |
+54.0 |
112,885 |
0 |
+0 |
Oct00 |
000928 |
6364.0 |
6398.0 |
6278.5 |
6380.0 |
+50.0 |
54,916 |
0 |
+0 |
Nov00 |
000928 |
6394.5 |
6399.0 |
6314.0 |
6359.5 |
-22.5 |
193 |
0 |
+0 |
Total Volume and Open Interest |
185,354 |
|
|
DAX Index(EUREX) |
Dec00 |
000928 |
6862.0 |
6920.0 |
6787.5 |
6913.0 |
+61.0 |
33,542 |
148,100 |
+2,379 |
Mar01 |
000928 |
6957.5 |
7001.5 |
6888.5 |
7001.5 |
+60.5 |
321 |
2,088 |
+143 |
Jun01 |
000928 |
7009.5 |
7081.0 |
6974.5 |
7081.0 |
+58.0 |
48 |
1,024 |
+101 |
Total Volume and Open Interest |
33,911 |
151,212 |
+2,623 |
FT-SE 100(LIFFE) |
Dec00 |
000928 |
6308.50 |
6360.00 |
6266.00 |
6342.00 |
+3.00 |
30,544 |
245,320 |
+440 |
Mar01 |
000928 |
6399.00 |
6399.00 |
6399.00 |
6399.00 |
+2.00 |
64 |
6,255 |
+5 |
Jun01 |
000928 |
6468.00 |
6468.00 |
6468.00 |
6468.00 |
+3.00 |
0 |
1,103 |
+0 |
Total Volume and Open Interest |
30,608 |
252,678 |
+445 |
SPI 200(SFE) |
Sep00 |
000928 |
3262.0 |
3302.0 |
3256.0 |
3301.0 |
+48.0 |
469 |
158,894 |
+158,894 |
Dec00 |
000928 |
3294.0 |
3335.0 |
3288.0 |
3332.0 |
+49.0 |
328 |
86,841 |
+86,841 |
Mar01 |
000928 |
3352.0 |
3352.0 |
3352.0 |
3352.0 |
+49.0 |
0 |
1,283 |
+1,283 |
Total Volume and Open Interest |
797 |
247,192 |
+1,550 |
GSCI(CME) |
Oct00 |
000928 |
239.60 |
240.40 |
234.45 |
234.50 |
-7.00 |
44 |
33,622 |
-53 |
Nov00 |
000928 |
237.20 |
237.20 |
235.00 |
235.00 |
-6.50 |
0 |
1 |
+0 |
Dec00 |
000928 |
235.50 |
235.50 |
235.50 |
235.50 |
-6.00 |
0 |
3 |
+0 |
Total Volume and Open Interest |
44 |
33,626 |
-53 |
Bridge CRB Index(NYBOT) |
Nov00 |
000928 |
226.50 |
226.50 |
225.40 |
225.45 |
-0.85 |
46 |
537 |
+1 |
Jan01 |
000928 |
226.00 |
226.00 |
225.45 |
225.45 |
-0.85 |
0 |
664 |
+0 |
Feb01 |
000928 |
224.20 |
224.20 |
223.95 |
223.95 |
-0.85 |
0 |
351 |
+0 |
Total Volume and Open Interest |
146 |
1,555 |
+1 |
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
|
|