 |
MRCI's Free Historical Futures Prices |
Daily Futures Price Listing Mon October 02, 2000 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Nov00 |
001002 |
487.50 |
493.50 |
487.00 |
489.50 |
-1.00 |
40,837 |
92,243 |
-889 |
Jan01 |
001002 |
498.00 |
503.75 |
498.00 |
500.00 |
-1.00 |
4,979 |
21,267 |
+880 |
Mar01 |
001002 |
507.50 |
513.00 |
507.50 |
509.75 |
-0.50 |
3,905 |
18,316 |
+1,074 |
May01 |
001002 |
515.50 |
520.00 |
515.00 |
517.25 |
-0.75 |
1,689 |
13,228 |
+299 |
Jul01 |
001002 |
523.50 |
528.00 |
522.50 |
524.25 |
-1.50 |
2,368 |
15,405 |
+670 |
Aug01 |
001002 |
525.00 |
525.00 |
523.00 |
523.00 |
-1.50 |
6 |
316 |
+6 |
Sep01 |
001002 |
523.00 |
527.00 |
523.00 |
524.00 |
-3.00 |
4 |
123 |
+4 |
Total Volume and Open Interest |
54,063 |
164,761 |
+2,093 |
Soybean Meal(CBOT) |
Oct00 |
001002 |
170.50 |
172.50 |
170.30 |
172.30 |
+1.00 |
4,990 |
10,135 |
-1,089 |
Dec00 |
001002 |
168.10 |
170.30 |
168.10 |
169.60 |
+0.30 |
12,936 |
60,014 |
+233 |
Jan01 |
001002 |
168.50 |
170.50 |
168.40 |
169.50 |
+0.10 |
1,393 |
13,213 |
+245 |
Mar01 |
001002 |
168.70 |
170.50 |
168.70 |
169.70 |
unch |
600 |
9,048 |
+73 |
May01 |
001002 |
168.90 |
170.30 |
168.70 |
169.30 |
-0.40 |
2,356 |
6,327 |
+334 |
Jul01 |
001002 |
170.00 |
171.40 |
170.00 |
170.30 |
-0.30 |
159 |
3,951 |
-40 |
Aug01 |
001002 |
169.80 |
171.00 |
169.20 |
169.20 |
-0.40 |
17 |
844 |
-3 |
Sep01 |
001002 |
169.20 |
170.50 |
169.00 |
169.00 |
unch |
17 |
377 |
+16 |
Total Volume and Open Interest |
22,483 |
104,259 |
-269 |
Soybean Oil(CBOT) |
Oct00 |
001002 |
15.37 |
15.47 |
15.28 |
15.43 |
-0.06 |
11,652 |
6,151 |
-2,967 |
Dec00 |
001002 |
15.70 |
15.80 |
15.62 |
15.73 |
-0.05 |
18,100 |
67,065 |
-420 |
Jan01 |
001002 |
16.00 |
16.07 |
15.95 |
16.02 |
-0.02 |
2,340 |
18,351 |
+251 |
Mar01 |
001002 |
16.38 |
16.47 |
16.33 |
16.42 |
-0.03 |
478 |
14,226 |
+66 |
May01 |
001002 |
16.78 |
16.85 |
16.73 |
16.82 |
-0.03 |
837 |
9,785 |
-217 |
Jul01 |
001002 |
17.15 |
17.25 |
17.15 |
17.18 |
-0.02 |
898 |
7,244 |
-735 |
Aug01 |
001002 |
17.41 |
17.41 |
17.31 |
17.31 |
-0.01 |
6 |
1,383 |
+6 |
Sep01 |
001002 |
17.41 |
17.41 |
17.41 |
17.41 |
unch |
8 |
1,299 |
+8 |
Total Volume and Open Interest |
34,430 |
129,926 |
-3,912 |
Canola(WCE) |
Nov00 |
001002 |
260.8 |
262.9 |
260.0 |
261.2 |
+0.4 |
5,135 |
37,324 |
+1,542 |
Jan01 |
001002 |
266.8 |
269.3 |
266.5 |
267.9 |
-0.8 |
1,161 |
18,606 |
+381 |
Mar01 |
001002 |
272.2 |
275.2 |
272.2 |
273.7 |
+0.5 |
169 |
5,605 |
+12 |
May01 |
001002 |
279.1 |
279.1 |
279.1 |
279.1 |
+1.1 |
137 |
1,739 |
+96 |
Jul01 |
001002 |
285.8 |
285.8 |
285.8 |
285.8 |
+0.8 |
107 |
1,113 |
+75 |
Total Volume and Open Interest |
6,709 |
64,684 |
+2,106 |
Corn(CBOT) |
Nov00 |
001002 |
193.50 |
196.50 |
193.25 |
195.25 |
+2.00 |
433 |
3,096 |
-45 |
Dec00 |
001002 |
197.50 |
200.75 |
196.75 |
199.25 |
+1.50 |
46,943 |
203,954 |
-262 |
Jan01 |
001002 |
202.00 |
203.75 |
201.50 |
203.00 |
+1.50 |
27 |
638 |
+8 |
Mar01 |
001002 |
209.25 |
212.75 |
208.50 |
211.00 |
+1.75 |
10,160 |
82,069 |
+1,654 |
May01 |
001002 |
216.75 |
219.75 |
216.25 |
218.75 |
+2.00 |
1,570 |
23,781 |
+677 |
Jul01 |
001002 |
223.25 |
226.50 |
223.00 |
225.50 |
+1.50 |
2,566 |
32,682 |
+792 |
Total Volume and Open Interest |
63,294 |
366,304 |
+3,454 |
Wheat(CBOT) |
Dec00 |
001002 |
269.50 |
269.50 |
264.00 |
267.00 |
+2.00 |
22,263 |
101,701 |
-569 |
Mar01 |
001002 |
287.50 |
287.50 |
281.50 |
284.25 |
+2.00 |
4,233 |
28,186 |
+1,316 |
May01 |
001002 |
294.50 |
295.25 |
291.00 |
293.75 |
+2.00 |
191 |
1,802 |
+72 |
Jul01 |
001002 |
305.00 |
305.00 |
300.00 |
303.00 |
+2.00 |
703 |
12,474 |
+214 |
Sep01 |
001002 |
310.00 |
310.50 |
307.50 |
310.25 |
+2.25 |
123 |
231 |
+50 |
Total Volume and Open Interest |
27,756 |
145,462 |
+1,272 |
Wheat(KCBT) |
Dec00 |
001002 |
324.00 |
325.00 |
318.00 |
321.00 |
+1.00 |
12,214 |
58,511 |
-200 |
Mar01 |
001002 |
336.50 |
336.50 |
330.75 |
333.50 |
+0.75 |
3,830 |
20,291 |
+1,366 |
May01 |
001002 |
341.00 |
341.50 |
336.75 |
339.50 |
+0.50 |
358 |
2,271 |
+176 |
Jul01 |
001002 |
348.00 |
348.00 |
342.00 |
345.00 |
+0.50 |
1,015 |
4,548 |
+659 |
Sep01 |
001002 |
350.00 |
351.00 |
347.00 |
348.50 |
unch |
16 |
76 |
+13 |
Total Volume and Open Interest |
17,443 |
85,713 |
+2,024 |
Wheat(MGE) |
Dec00 |
001002 |
328.00 |
328.50 |
324.50 |
325.75 |
+1.25 |
3,165 |
19,990 |
+404 |
Mar01 |
001002 |
340.00 |
341.50 |
338.00 |
339.25 |
+1.50 |
642 |
5,938 |
+150 |
May01 |
001002 |
346.50 |
348.25 |
346.00 |
346.50 |
+1.25 |
26 |
1,040 |
-4 |
Jul01 |
001002 |
354.00 |
360.50 |
354.00 |
354.50 |
+1.50 |
46 |
356 |
-18 |
Sep01 |
001002 |
360.00 |
361.50 |
360.00 |
360.50 |
+1.00 |
0 |
216 |
+0 |
Total Volume and Open Interest |
3,880 |
27,583 |
+533 |
Oats(CBOT) |
Dec00 |
001002 |
105.25 |
106.50 |
105.00 |
105.75 |
+0.50 |
1,620 |
11,009 |
+329 |
Mar01 |
001002 |
115.25 |
116.25 |
115.00 |
115.75 |
+0.75 |
548 |
2,299 |
+249 |
May01 |
001002 |
120.75 |
120.75 |
120.50 |
120.50 |
+0.75 |
5 |
205 |
+5 |
Jul01 |
001002 |
125.75 |
125.75 |
125.75 |
125.75 |
+0.25 |
0 |
104 |
+0 |
Total Volume and Open Interest |
2,173 |
13,705 |
+583 |
Rough Rice(CBOT) |
Nov00 |
001002 |
6.26 |
6.33 |
6.22 |
6.25 |
-0.06 |
481 |
2,731 |
+87 |
Jan01 |
001002 |
6.45 |
6.52 |
6.42 |
6.44 |
-0.04 |
519 |
2,699 |
+45 |
Mar01 |
001002 |
6.57 |
6.65 |
6.57 |
6.57 |
-0.03 |
177 |
719 |
+29 |
May01 |
001002 |
6.69 |
6.69 |
6.69 |
6.69 |
-0.04 |
1 |
166 |
+0 |
Total Volume and Open Interest |
1,320 |
|
|
Live Cattle(CME) |
Oct00 |
001002 |
69.050 |
69.400 |
68.850 |
69.375 |
+0.300 |
5,589 |
32,333 |
-1,906 |
Dec00 |
001002 |
70.725 |
70.975 |
70.475 |
70.950 |
+0.275 |
5,406 |
50,904 |
+1,630 |
Feb01 |
001002 |
71.750 |
72.000 |
71.625 |
71.975 |
+0.225 |
1,691 |
21,409 |
+513 |
Apr01 |
001002 |
73.225 |
73.475 |
73.100 |
73.450 |
+0.175 |
563 |
12,115 |
+94 |
Jun01 |
001002 |
70.300 |
70.500 |
70.300 |
70.475 |
+0.100 |
199 |
5,072 |
+10 |
Aug01 |
001002 |
70.550 |
70.600 |
70.400 |
70.475 |
+0.075 |
187 |
3,086 |
+25 |
Total Volume and Open Interest |
13,662 |
125,809 |
+372 |
Feeder Cattle(CME) |
Oct00 |
001002 |
86.725 |
86.750 |
86.300 |
86.550 |
-0.100 |
709 |
4,666 |
-302 |
Nov00 |
001002 |
87.325 |
87.350 |
86.900 |
87.225 |
-0.100 |
575 |
4,767 |
+2 |
Jan01 |
001002 |
88.200 |
88.225 |
87.900 |
88.150 |
-0.075 |
301 |
4,349 |
+72 |
Mar01 |
001002 |
87.950 |
88.050 |
87.750 |
87.975 |
+0.025 |
128 |
1,875 |
+25 |
Apr01 |
001002 |
88.000 |
88.100 |
87.750 |
88.100 |
+0.100 |
84 |
659 |
+3 |
May01 |
001002 |
87.900 |
87.975 |
87.675 |
87.975 |
+0.025 |
11 |
964 |
+9 |
Aug01 |
001002 |
88.350 |
88.350 |
88.100 |
88.350 |
+0.075 |
31 |
247 |
+27 |
Total Volume and Open Interest |
1,862 |
18,545 |
-171 |
Lean Hogs(CME) |
Oct00 |
001002 |
58.700 |
59.000 |
58.200 |
58.900 |
+0.550 |
4,081 |
10,692 |
-526 |
Dec00 |
001002 |
54.400 |
54.450 |
53.475 |
53.700 |
-0.500 |
3,554 |
20,743 |
+161 |
Feb01 |
001002 |
54.450 |
54.500 |
53.700 |
54.025 |
-0.350 |
719 |
5,791 |
-300 |
Apr01 |
001002 |
52.450 |
52.500 |
51.825 |
51.875 |
-0.400 |
277 |
2,344 |
+81 |
Jun01 |
001002 |
58.800 |
58.800 |
58.350 |
58.650 |
-0.100 |
144 |
915 |
+97 |
Jul01 |
001002 |
56.750 |
56.750 |
56.500 |
56.750 |
-0.150 |
11 |
241 |
+5 |
Aug01 |
001002 |
54.625 |
54.675 |
54.300 |
54.500 |
-0.125 |
9 |
158 |
+4 |
Oct01 |
001002 |
47.150 |
47.300 |
46.700 |
46.700 |
unch |
2 |
135 |
+2 |
Total Volume and Open Interest |
8,797 |
41,031 |
-476 |
Pork Bellies(CME) |
Feb01 |
001002 |
66.300 |
66.850 |
64.950 |
65.725 |
+0.175 |
571 |
1,573 |
-38 |
Mar01 |
001002 |
66.500 |
66.675 |
65.000 |
66.100 |
unch |
18 |
66 |
+0 |
May01 |
001002 |
66.400 |
67.000 |
66.400 |
66.400 |
unch |
2 |
9 |
-2 |
Jul01 |
001002 |
66.300 |
67.200 |
66.300 |
66.300 |
+0.600 |
4 |
4 |
-1 |
Aug01 |
001002 |
66.800 |
66.800 |
66.800 |
66.800 |
-1.800 |
0 |
3 |
+0 |
Total Volume and Open Interest |
595 |
1,655 |
-41 |
Cocoa(NYBOT) |
Dec00 |
001002 |
792 |
796 |
786 |
789 |
-8 |
4,094 |
47,794 |
-470 |
Mar01 |
001002 |
822 |
827 |
819 |
821 |
-7 |
639 |
19,613 |
-4 |
May01 |
001002 |
847 |
851 |
844 |
844 |
-7 |
1,056 |
12,603 |
+995 |
Jul01 |
001002 |
869 |
869 |
868 |
869 |
-5 |
3 |
8,254 |
+3 |
Sep01 |
001002 |
890 |
896 |
890 |
892 |
-5 |
34 |
7,960 |
+30 |
Dec01 |
001002 |
929 |
929 |
924 |
924 |
-6 |
11 |
10,679 |
+5 |
Mar02 |
001002 |
958 |
958 |
958 |
958 |
-6 |
0 |
9,615 |
+0 |
Total Volume and Open Interest |
5,837 |
126,214 |
+559 |
Coffee "C"(NYBOT) |
Dec00 |
001002 |
81.00 |
82.15 |
78.80 |
79.35 |
-3.65 |
10,181 |
28,875 |
-168 |
Mar01 |
001002 |
86.00 |
86.75 |
83.60 |
84.00 |
-3.75 |
1,431 |
6,638 |
+236 |
May01 |
001002 |
89.25 |
89.25 |
86.75 |
86.75 |
-3.75 |
392 |
2,436 |
-77 |
Jul01 |
001002 |
89.55 |
89.55 |
89.55 |
89.55 |
-3.80 |
258 |
1,171 |
+213 |
Sep01 |
001002 |
95.00 |
95.00 |
91.50 |
92.30 |
-3.90 |
39 |
1,674 |
+1 |
Dec01 |
001002 |
95.50 |
96.50 |
95.50 |
96.50 |
-3.70 |
58 |
486 |
+40 |
Total Volume and Open Interest |
12,359 |
41,280 |
+245 |
Orange Juice(NYBOT) |
Nov00 |
001002 |
72.00 |
72.00 |
70.45 |
70.75 |
-0.70 |
551 |
17,075 |
-15 |
Jan01 |
001002 |
74.10 |
74.15 |
72.75 |
73.10 |
-0.60 |
320 |
6,818 |
+118 |
Mar01 |
001002 |
76.40 |
76.65 |
75.10 |
75.70 |
-0.40 |
104 |
5,952 |
+37 |
May01 |
001002 |
78.00 |
78.00 |
77.00 |
77.40 |
-0.40 |
0 |
758 |
+0 |
Jul01 |
001002 |
79.40 |
79.40 |
79.40 |
79.40 |
-0.55 |
0 |
364 |
+0 |
Total Volume and Open Interest |
2,475 |
31,378 |
+140 |
Sugar #11(NYBOT) |
Mar01 |
001002 |
9.40 |
9.68 |
9.35 |
9.64 |
+0.19 |
11,505 |
87,220 |
-55 |
May01 |
001002 |
8.89 |
9.20 |
8.87 |
9.17 |
+0.25 |
1,262 |
12,331 |
-265 |
Jul01 |
001002 |
8.41 |
8.67 |
8.41 |
8.65 |
+0.24 |
1,833 |
17,407 |
+15 |
Oct01 |
001002 |
8.24 |
8.53 |
8.23 |
8.47 |
+0.24 |
1,059 |
14,596 |
+101 |
Mar02 |
001002 |
8.45 |
8.45 |
8.45 |
8.45 |
+0.24 |
230 |
5,977 |
+21 |
Total Volume and Open Interest |
16,904 |
138,262 |
-7,617 |
London Cocoa(LCE) |
Dec00 |
001002 |
607 |
607 |
603 |
606 |
-5 |
2,840 |
55,558 |
-47 |
Mar01 |
001002 |
627 |
628 |
624 |
627 |
-4 |
1,292 |
47,095 |
+529 |
May01 |
001002 |
644 |
644 |
641 |
644 |
-4 |
1,186 |
24,079 |
+1,088 |
Jul01 |
001002 |
660 |
660 |
658 |
659 |
-4 |
223 |
8,674 |
+146 |
Sep01 |
001002 |
672 |
673 |
671 |
673 |
-4 |
281 |
17,321 |
+124 |
Dec01 |
001002 |
698 |
700 |
698 |
700 |
-4 |
10 |
5,353 |
+10 |
Mar02 |
001002 |
725 |
725 |
725 |
725 |
-4 |
0 |
15,057 |
+0 |
Total Volume and Open Interest |
5,832 |
187,244 |
+1,850 |
London Coffee(LCE) |
Nov00 |
001002 |
796.00 |
799.00 |
779.00 |
782.00 |
-4.00 |
2,285 |
29,456 |
-444 |
Jan01 |
001002 |
805.00 |
808.00 |
788.00 |
792.00 |
-5.00 |
1,327 |
14,085 |
+443 |
Mar01 |
001002 |
820.00 |
820.00 |
805.00 |
806.00 |
-4.00 |
527 |
5,710 |
+139 |
May01 |
001002 |
830.00 |
830.00 |
824.00 |
824.00 |
-4.00 |
74 |
2,830 |
+36 |
Jul01 |
001002 |
857.00 |
857.00 |
842.00 |
842.00 |
-4.00 |
170 |
837 |
+166 |
Sep01 |
001002 |
860.00 |
860.00 |
860.00 |
860.00 |
-5.00 |
80 |
39 |
-252 |
Total Volume and Open Interest |
4,463 |
52,957 |
+41 |
London Sugar(LCE) |
Oct00 |
000915 |
263.50 |
264.00 |
252.00 |
262.70 |
-0.90 |
2,117 |
1,120 |
-1,892 |
Dec00 |
001002 |
251.00 |
253.30 |
249.50 |
252.70 |
-0.60 |
1,681 |
14,970 |
-843 |
Mar01 |
001002 |
249.60 |
252.00 |
247.80 |
251.40 |
+1.40 |
1,502 |
15,359 |
+1,150 |
May01 |
001002 |
245.20 |
248.40 |
244.50 |
247.90 |
+1.40 |
13 |
3,358 |
+1 |
Aug01 |
001002 |
243.10 |
243.10 |
243.10 |
243.10 |
+1.60 |
6 |
3,873 |
+4 |
Total Volume and Open Interest |
3,204 |
39,859 |
+314 |
Cotton(NYBOT) |
Oct00 |
001002 |
62.17 |
63.53 |
62.17 |
63.53 |
+1.28 |
50 |
605 |
-30 |
Dec00 |
001002 |
62.30 |
63.70 |
62.20 |
63.62 |
+1.09 |
5,590 |
39,872 |
-664 |
Mar01 |
001002 |
64.15 |
65.30 |
64.10 |
65.23 |
+0.93 |
798 |
11,539 |
-72 |
May01 |
001002 |
64.75 |
65.70 |
64.75 |
65.70 |
+0.75 |
90 |
8,390 |
+0 |
Jul01 |
001002 |
66.00 |
66.25 |
66.00 |
66.25 |
+0.75 |
11 |
3,383 |
+4 |
Oct01 |
001002 |
63.40 |
63.40 |
63.40 |
63.40 |
+0.70 |
1 |
631 |
+0 |
Total Volume and Open Interest |
14,045 |
68,465 |
-766 |
Lumber(CME) |
Nov00 |
001002 |
231.5 |
234.0 |
229.2 |
229.7 |
-0.4 |
600 |
2,491 |
-32 |
Jan01 |
001002 |
243.7 |
245.2 |
240.8 |
241.7 |
-1.0 |
182 |
863 |
+44 |
Mar01 |
001002 |
252.1 |
253.3 |
250.1 |
250.8 |
-1.3 |
25 |
459 |
+6 |
May01 |
001002 |
256.0 |
258.5 |
254.2 |
254.2 |
-3.1 |
1 |
100 |
+1 |
Total Volume and Open Interest |
808 |
3,994 |
+19 |
Crude Oil(NYM) |
Nov00 |
001002 |
31.45 |
32.33 |
31.35 |
32.18 |
+1.34 |
57,628 |
124,268 |
+627 |
Dec00 |
001002 |
31.27 |
32.00 |
31.20 |
31.86 |
+1.15 |
25,350 |
79,417 |
+2,033 |
Jan01 |
001002 |
31.10 |
31.70 |
31.05 |
31.57 |
+1.03 |
9,249 |
36,389 |
+821 |
Feb01 |
001002 |
30.90 |
31.45 |
30.90 |
31.31 |
+0.97 |
2,132 |
17,927 |
+138 |
Mar01 |
001002 |
30.50 |
31.15 |
30.47 |
31.00 |
+0.90 |
1,493 |
18,128 |
+488 |
Apr01 |
001002 |
30.35 |
30.80 |
30.30 |
30.69 |
+0.86 |
1,492 |
11,737 |
+731 |
May01 |
001002 |
30.00 |
30.39 |
30.00 |
30.38 |
+0.83 |
530 |
9,432 |
-284 |
Jun01 |
001002 |
29.70 |
30.09 |
29.68 |
30.07 |
+0.81 |
1,678 |
29,256 |
-102 |
Jul01 |
001002 |
29.35 |
29.73 |
29.35 |
29.73 |
+0.79 |
1,137 |
8,019 |
-371 |
Aug01 |
001002 |
29.05 |
29.39 |
29.05 |
29.39 |
+0.77 |
684 |
6,922 |
+124 |
Total Volume and Open Interest |
111,648 |
460,065 |
+5,643 |
Heating Oil(NYM) |
Nov00 |
001002 |
95.00 |
96.75 |
94.05 |
96.05 |
+3.49 |
20,194 |
51,213 |
+2,205 |
Dec00 |
001002 |
94.30 |
96.00 |
93.80 |
95.48 |
+3.32 |
5,574 |
35,991 |
-644 |
Jan01 |
001002 |
93.50 |
94.90 |
93.00 |
94.48 |
+3.12 |
2,307 |
27,389 |
-286 |
Feb01 |
001002 |
91.20 |
92.35 |
90.80 |
92.13 |
+2.92 |
1,163 |
20,050 |
-67 |
Mar01 |
001002 |
87.50 |
88.25 |
86.95 |
87.93 |
+2.67 |
797 |
14,024 |
-30 |
Apr01 |
001002 |
84.10 |
84.38 |
83.90 |
84.38 |
+2.47 |
249 |
7,715 |
+46 |
May01 |
001002 |
81.35 |
81.60 |
80.70 |
81.58 |
+2.42 |
142 |
4,210 |
+127 |
Jun01 |
001002 |
79.50 |
79.63 |
79.50 |
79.63 |
+2.32 |
352 |
5,217 |
-1 |
Jul01 |
001002 |
78.60 |
78.80 |
78.60 |
78.68 |
+2.32 |
34 |
1,588 |
+4 |
Aug01 |
001002 |
78.70 |
78.70 |
78.63 |
78.63 |
+2.32 |
128 |
1,727 |
+24 |
Total Volume and Open Interest |
48,747 |
180,375 |
-3,225 |
Unleaded Gas(NYM) |
Nov00 |
001002 |
86.25 |
88.50 |
85.60 |
88.31 |
+3.66 |
16,140 |
30,754 |
+1,481 |
Dec00 |
001002 |
84.60 |
87.00 |
83.90 |
86.87 |
+3.42 |
4,049 |
9,912 |
+2 |
Jan01 |
001002 |
84.50 |
86.40 |
84.50 |
86.12 |
+3.32 |
1,538 |
3,898 |
+473 |
Feb01 |
001002 |
85.30 |
86.10 |
85.30 |
86.10 |
+3.30 |
698 |
5,045 |
-92 |
Mar01 |
001002 |
86.60 |
86.60 |
86.60 |
86.60 |
+3.35 |
723 |
3,865 |
+1 |
Apr01 |
001002 |
90.50 |
91.55 |
90.50 |
91.55 |
+3.35 |
812 |
5,641 |
+342 |
May01 |
001002 |
90.85 |
90.85 |
90.85 |
90.85 |
+3.35 |
792 |
3,093 |
+100 |
Jun01 |
001002 |
88.80 |
89.40 |
88.80 |
89.40 |
+3.30 |
335 |
2,115 |
+13 |
Total Volume and Open Interest |
45,804 |
73,351 |
-3,724 |
Natural Gas(NYM) |
Nov00 |
001002 |
5.320 |
5.365 |
5.260 |
5.352 |
+0.166 |
28,723 |
52,668 |
+1,546 |
Dec00 |
001002 |
5.440 |
5.450 |
5.350 |
5.435 |
+0.154 |
9,949 |
37,320 |
-718 |
Jan01 |
001002 |
5.420 |
5.420 |
5.320 |
5.400 |
+0.144 |
5,156 |
30,881 |
+460 |
Feb01 |
001002 |
5.150 |
5.180 |
5.095 |
5.160 |
+0.134 |
2,064 |
20,856 |
-52 |
Mar01 |
001002 |
4.900 |
4.930 |
4.855 |
4.905 |
+0.127 |
1,706 |
24,940 |
-4 |
Apr01 |
001002 |
4.680 |
4.680 |
4.590 |
4.645 |
+0.115 |
895 |
16,659 |
-100 |
May01 |
001002 |
4.585 |
4.590 |
4.515 |
4.561 |
+0.106 |
656 |
15,503 |
-8 |
Jun01 |
001002 |
4.545 |
4.555 |
4.500 |
4.545 |
+0.105 |
357 |
16,240 |
+197 |
Total Volume and Open Interest |
53,121 |
357,771 |
+2,060 |
Brent Crude Oil(IPE) |
Nov00 |
001002 |
30.20 |
31.27 |
30.10 |
31.08 |
+1.24 |
26,728 |
57,618 |
-2,473 |
Dec00 |
001002 |
30.35 |
31.26 |
30.32 |
31.03 |
+1.03 |
14,663 |
68,636 |
-90 |
Jan01 |
001002 |
30.06 |
30.92 |
30.06 |
30.70 |
+0.90 |
3,049 |
30,286 |
-1,381 |
Feb01 |
001002 |
29.90 |
30.50 |
29.90 |
30.30 |
+0.80 |
1,455 |
14,179 |
-630 |
Mar01 |
001002 |
29.50 |
29.96 |
29.46 |
29.86 |
+0.74 |
1,003 |
10,842 |
-17 |
Apr01 |
001002 |
29.08 |
29.45 |
29.08 |
29.44 |
+0.69 |
2,200 |
10,176 |
+352 |
May01 |
001002 |
28.66 |
29.05 |
28.66 |
29.05 |
+0.65 |
300 |
4,819 |
+0 |
Jun01 |
001002 |
28.30 |
28.69 |
28.29 |
28.69 |
+0.64 |
358 |
13,179 |
-150 |
Total Volume and Open Interest |
51,016 |
247,561 |
-3,789 |
Gas Oil(IPE) |
Oct00 |
001002 |
292.50 |
299.50 |
292.50 |
299.25 |
+11.50 |
9,789 |
28,071 |
-1,084 |
Nov00 |
001002 |
287.50 |
294.50 |
287.50 |
294.25 |
+11.00 |
7,575 |
28,954 |
+766 |
Dec00 |
001002 |
284.00 |
289.00 |
283.50 |
288.75 |
+10.75 |
2,195 |
23,329 |
+274 |
Jan01 |
001002 |
279.00 |
283.50 |
279.00 |
283.50 |
+10.00 |
1,158 |
12,549 |
-153 |
Feb01 |
001002 |
272.00 |
274.75 |
272.00 |
274.75 |
+8.00 |
655 |
5,927 |
-50 |
Mar01 |
001002 |
264.50 |
265.75 |
264.50 |
265.75 |
+7.00 |
181 |
5,480 |
-200 |
Apr01 |
001002 |
256.00 |
258.00 |
256.00 |
258.00 |
+6.25 |
0 |
3,189 |
+0 |
May01 |
001002 |
250.75 |
251.25 |
250.75 |
251.25 |
+5.75 |
44 |
547 |
+0 |
Total Volume and Open Interest |
21,774 |
119,027 |
-374 |
US Dollar Index(NYBOT) |
Dec00 |
001002 |
113.01 |
113.59 |
112.72 |
113.55 |
+0.55 |
975 |
3,982 |
-126 |
Mar01 |
001002 |
112.98 |
113.34 |
112.98 |
113.34 |
+0.55 |
512 |
5,993 |
-126 |
Jun01 |
001002 |
113.13 |
113.13 |
113.13 |
113.13 |
+0.55 |
512 |
5,993 |
-126 |
Total Volume and Open Interest |
976 |
5,993 |
-126 |
Australian Dollar(IMM) |
Dec00 |
001002 |
54.37 |
54.77 |
54.25 |
54.67 |
+0.36 |
1,624 |
23,439 |
+249 |
Mar01 |
001002 |
54.33 |
54.69 |
54.33 |
54.69 |
+0.36 |
12 |
343 |
+3 |
Jun01 |
001002 |
54.71 |
54.71 |
54.71 |
54.71 |
+0.36 |
0 |
6 |
+0 |
Total Volume and Open Interest |
1,636 |
23,788 |
+252 |
British Pound(IMM) |
Dec00 |
001002 |
147.10 |
147.26 |
146.70 |
147.06 |
-0.64 |
8,703 |
31,022 |
-489 |
Mar01 |
001002 |
147.20 |
147.52 |
147.10 |
147.28 |
-0.64 |
5 |
70 |
+4 |
Jun01 |
001002 |
147.50 |
147.50 |
147.50 |
147.50 |
-0.64 |
0 |
2 |
+0 |
Total Volume and Open Interest |
8,708 |
31,094 |
-485 |
Canadian Dollar(IMM) |
Dec00 |
001002 |
66.61 |
66.63 |
66.27 |
66.40 |
-0.20 |
16,380 |
75,718 |
+7,131 |
Mar01 |
001002 |
66.69 |
66.69 |
66.40 |
66.56 |
-0.20 |
125 |
1,599 |
+161 |
Jun01 |
001002 |
66.66 |
66.73 |
66.61 |
66.72 |
-0.20 |
95 |
490 |
+118 |
Sep01 |
001002 |
66.88 |
66.88 |
66.88 |
66.88 |
-0.20 |
4 |
70 |
+6 |
Total Volume and Open Interest |
16,608 |
77,890 |
+7,416 |
Japanese Yen(IMM) |
Dec00 |
001002 |
93.35 |
93.41 |
93.00 |
93.08 |
-0.65 |
14,802 |
46,165 |
+2,612 |
Mar01 |
001002 |
94.51 |
94.51 |
94.50 |
94.51 |
-0.66 |
1 |
205 |
+2 |
Jun01 |
001002 |
95.94 |
95.94 |
95.94 |
95.94 |
-0.67 |
0 |
7 |
+0 |
Total Volume and Open Interest |
14,803 |
46,479 |
+2,614 |
Swiss Franc(IMM) |
Dec00 |
001002 |
58.20 |
58.29 |
57.98 |
58.03 |
-0.25 |
12,747 |
42,205 |
+250 |
Mar01 |
001002 |
58.46 |
58.50 |
58.46 |
58.46 |
-0.25 |
3 |
48 |
+3 |
Jun01 |
001002 |
58.88 |
58.88 |
58.88 |
58.88 |
-0.25 |
0 |
2 |
+0 |
Total Volume and Open Interest |
12,750 |
42,255 |
+253 |
EuroFX(IMM) |
Dec00 |
001002 |
88.39 |
88.57 |
88.13 |
88.17 |
-0.37 |
16,905 |
67,639 |
+800 |
Mar01 |
001002 |
88.88 |
88.88 |
88.51 |
88.53 |
-0.37 |
24 |
772 |
-16 |
Total Volume and Open Interest |
16,929 |
68,411 |
+784 |
Mexican Peso(IMM) |
Dec00 |
001002 |
10350.0 |
10400.0 |
10345.0 |
10385.0 |
+40.0 |
648 |
7,365 |
+653 |
Mar01 |
001002 |
10110.0 |
10120.0 |
10110.0 |
10120.0 |
+40.0 |
0 |
3,515 |
+0 |
Total Volume and Open Interest |
648 |
11,163 |
+653 |
30-Year T-Bonds(CBOT) |
Dec00 |
001002 |
98~19 |
98~23 |
97~28 |
98~03 |
-0~18 |
182,188 |
369,439 |
-66 |
Mar01 |
001002 |
98~10 |
98~10 |
97~29 |
98~02 |
-0~18 |
581 |
1,734 |
-20 |
Jun01 |
001002 |
98~00 |
98~00 |
98~00 |
98~00 |
-0~18 |
0 |
82 |
+0 |
Total Volume and Open Interest |
182,772 |
371,317 |
-83 |
Municipal Bonds(CBOT) |
Dec00 |
001002 |
97~23 |
97~25 |
97~10 |
97~22 |
-0~06 |
1,195 |
19,696 |
-127 |
Total Volume and Open Interest |
1,195 |
19,696 |
-127 |
10-Year T-Notes(CBOT) |
Dec00 |
001002 |
100~085 |
100~110 |
100~000 |
100~060 |
-0~010 |
172,134 |
545,104 |
+7,165 |
Mar01 |
001002 |
100~040 |
100~075 |
100~005 |
100~065 |
-0~010 |
3 |
4,584 |
+0 |
Total Volume and Open Interest |
172,137 |
549,689 |
+7,165 |
5-Year T-Notes(CBOT) |
Dec00 |
001002 |
100~175 |
100~200 |
100~155 |
100~185 |
+0~010 |
62,133 |
371,780 |
+485 |
Mar01 |
001002 |
100~190 |
100~190 |
100~190 |
100~190 |
+0~020 |
16 |
22 |
+15 |
Total Volume and Open Interest |
62,149 |
371,802 |
+500 |
2 Year T-Notes(CBOT) |
Dec00 |
001002 |
100~001 |
100~004 |
99~125 |
100~003 |
+0~003 |
5,102 |
53,720 |
-69 |
Total Volume and Open Interest |
5,102 |
53,720 |
-84 |
3-Mth T-Bills(IMM) |
Dec00 |
001002 |
93.92 |
93.92 |
93.90 |
93.92 |
0.00 |
0 |
1,125 |
+0 |
Total Volume and Open Interest |
48 |
1,133 |
+0 |
Eurodollars(IMM) |
Dec00 |
001002 |
93.265 |
93.275 |
93.260 |
93.265 |
+0.005 |
61,385 |
589,493 |
-2,070 |
Mar01 |
001002 |
93.455 |
93.475 |
93.445 |
93.460 |
unch |
90,132 |
537,276 |
-9,307 |
Jun01 |
001002 |
93.515 |
93.530 |
93.495 |
93.515 |
unch |
70,287 |
328,272 |
+4,652 |
Sep01 |
001002 |
93.530 |
93.555 |
93.515 |
93.540 |
+0.005 |
73,268 |
309,547 |
+2,306 |
Dec01 |
001002 |
93.450 |
93.480 |
93.440 |
93.470 |
+0.010 |
29,703 |
206,910 |
+2,427 |
Mar02 |
001002 |
93.510 |
93.530 |
93.495 |
93.525 |
+0.015 |
27,450 |
177,991 |
+2,069 |
Jun02 |
001002 |
93.460 |
93.495 |
93.460 |
93.485 |
+0.010 |
14,004 |
128,587 |
+486 |
Sep02 |
001002 |
93.440 |
93.470 |
93.430 |
93.460 |
+0.015 |
13,692 |
101,210 |
+701 |
Dec02 |
001002 |
93.345 |
93.370 |
93.330 |
93.365 |
+0.010 |
5,829 |
82,661 |
+688 |
Mar03 |
001002 |
93.385 |
93.410 |
93.370 |
93.405 |
+0.010 |
4,980 |
76,265 |
+393 |
Jun03 |
001002 |
93.350 |
93.375 |
93.340 |
93.370 |
+0.010 |
3,126 |
52,435 |
-698 |
Sep03 |
001002 |
93.320 |
93.340 |
93.315 |
93.340 |
+0.010 |
2,974 |
55,386 |
-22 |
Total Volume and Open Interest |
418,308 |
3,040,543 |
+1,811 |
3-Mth Euro-Yen(IMM) |
Dec00 |
001002 |
99.46 |
99.46 |
99.46 |
99.46 |
-0.01 |
2,472 |
14,232 |
+557 |
Mar01 |
001002 |
99.49 |
99.49 |
99.47 |
99.47 |
-0.01 |
11 |
15,722 |
-371 |
Jun01 |
001002 |
99.44 |
99.44 |
99.43 |
99.43 |
unch |
1,234 |
7,480 |
+908 |
Sep01 |
001002 |
99.35 |
99.36 |
99.35 |
99.35 |
+0.01 |
400 |
9,913 |
+416 |
Dec01 |
001002 |
99.22 |
99.23 |
99.22 |
99.22 |
unch |
96 |
5,050 |
-127 |
Mar02 |
001002 |
99.15 |
99.17 |
99.15 |
99.15 |
-0.01 |
10 |
2,737 |
-7 |
Jun02 |
001002 |
99.06 |
99.06 |
99.06 |
99.06 |
unch |
100 |
727 |
+41 |
Sep02 |
001002 |
98.92 |
98.92 |
98.92 |
98.92 |
unch |
0 |
36 |
+0 |
Dec02 |
001002 |
98.75 |
98.75 |
98.75 |
98.75 |
unch |
0 |
30 |
+0 |
Mar03 |
001002 |
98.63 |
98.63 |
98.63 |
98.63 |
unch |
|
|
|
Total Volume and Open Interest |
4,323 |
55,927 |
+1,417 |
3-Mth Euro-Yen(SIMEX) |
Dec00 |
001002 |
99.46 |
99.47 |
99.46 |
99.46 |
0.00 |
100 |
103,467 |
+1,594 |
Mar01 |
001002 |
99.47 |
99.49 |
99.47 |
99.49 |
+0.01 |
9,176 |
109,856 |
-1,690 |
Jun01 |
001002 |
99.43 |
99.44 |
99.43 |
99.44 |
+0.01 |
4,056 |
86,490 |
-2,749 |
Sep01 |
001002 |
99.35 |
99.36 |
99.35 |
99.36 |
+0.02 |
2,312 |
65,784 |
-458 |
Dec01 |
001002 |
99.22 |
99.24 |
99.22 |
99.24 |
+0.02 |
473 |
28,741 |
-603 |
Mar02 |
001002 |
99.17 |
99.18 |
99.17 |
99.17 |
+0.00 |
100 |
15,447 |
-565 |
Jun02 |
001002 |
99.08 |
99.08 |
99.06 |
99.06 |
+0.00 |
300 |
7,504 |
+300 |
Sep02 |
001002 |
98.92 |
98.92 |
98.92 |
98.92 |
+0.00 |
0 |
4,388 |
+0 |
Total Volume and Open Interest |
16,517 |
430,615 |
-4,173 |
German Euro-Bund(EUREX) |
Dec00 |
001002 |
105.33 |
105.41 |
105.19 |
105.25 |
-0.05 |
533,643 |
683,898 |
+7,821 |
Mar01 |
001002 |
105.41 |
105.42 |
105.34 |
105.34 |
-0.04 |
1,182 |
7,919 |
+442 |
Jun01 |
001002 |
105.12 |
105.12 |
105.12 |
105.12 |
-0.06 |
0 |
457 |
+0 |
Total Volume and Open Interest |
534,825 |
692,274 |
+8,263 |
German Euro-Bobl(EUREX) |
Dec00 |
001002 |
103.38 |
103.53 |
103.37 |
103.47 |
+0.09 |
188,036 |
432,874 |
+18,336 |
Mar01 |
001002 |
103.26 |
103.26 |
103.26 |
103.26 |
+0.07 |
1,146 |
1,871 |
+54 |
Jun01 |
001002 |
103.05 |
103.05 |
103.05 |
103.05 |
+0.09 |
|
|
|
Total Volume and Open Interest |
189,182 |
434,745 |
+18,390 |
Long Gilt(LIFFE) |
Dec00 |
001002 |
113~08 |
113~13 |
113~03 |
113~08 |
+0~01 |
34,399 |
78,830 |
+6,657 |
Mar01 |
001002 |
112~31 |
112~31 |
112~31 |
112~31 |
+0~01 |
0 |
3 |
+3 |
Total Volume and Open Interest |
34,399 |
78,833 |
+6,660 |
3-Mth Short Sterling(LIFFE) |
Dec00 |
001002 |
93.78 |
93.79 |
93.77 |
93.78 |
-0.01 |
20,091 |
192,623 |
-1,413 |
Mar01 |
001002 |
93.78 |
93.80 |
93.76 |
93.77 |
-0.02 |
19,168 |
186,740 |
+1,946 |
Jun01 |
001002 |
93.76 |
93.79 |
93.74 |
93.75 |
-0.02 |
11,218 |
91,576 |
-1,284 |
Total Volume and Open Interest |
78,557 |
762,302 |
+755 |
3-Mth Euribor(LIFFE) |
Dec00 |
001002 |
94.835 |
94.890 |
94.835 |
94.890 |
+0.050 |
43,682 |
326,924 |
-134 |
Mar01 |
001002 |
94.865 |
94.915 |
94.860 |
94.910 |
+0.050 |
43,510 |
248,222 |
-2,430 |
Jun01 |
001002 |
94.835 |
94.890 |
94.835 |
94.890 |
+0.045 |
29,418 |
156,421 |
+1,161 |
Total Volume and Open Interest |
166,111 |
1,218,452 |
+1,744 |
3-Mth Aus T-Bills(SFE) |
Dec00 |
001002 |
93.43 |
93.53 |
93.43 |
93.52 |
+0.12 |
8,069 |
193,145 |
+2,929 |
Mar01 |
001002 |
93.44 |
93.54 |
93.44 |
93.53 |
+0.12 |
3,464 |
76,665 |
+915 |
Jun01 |
001002 |
93.50 |
93.59 |
93.50 |
93.57 |
+0.13 |
1,520 |
32,687 |
+14 |
Sep01 |
001002 |
93.57 |
93.63 |
93.56 |
93.61 |
+0.13 |
438 |
16,869 |
-492 |
Dec01 |
001002 |
93.54 |
93.61 |
93.54 |
93.59 |
+0.13 |
39 |
8,754 |
-245 |
Mar02 |
001002 |
93.57 |
93.59 |
93.57 |
93.57 |
+0.12 |
140 |
6,818 |
+120 |
Jun02 |
001002 |
93.55 |
93.57 |
93.55 |
93.56 |
+0.13 |
24 |
4,692 |
+0 |
Sep02 |
001002 |
93.55 |
93.55 |
93.54 |
93.54 |
+0.11 |
15 |
3,121 |
+15 |
Dec02 |
001002 |
93.50 |
93.50 |
93.50 |
93.50 |
+0.10 |
100 |
1,843 |
+89 |
Mar03 |
001002 |
93.47 |
93.47 |
93.47 |
93.47 |
+0.10 |
0 |
1,298 |
+0 |
Total Volume and Open Interest |
13,809 |
349,153 |
+3,345 |
10-Year Aus T-Bonds(SFE) |
Dec00 |
001002 |
93.82 |
93.89 |
93.79 |
93.84 |
+0.03 |
447 |
97,735 |
+2,787 |
Mar01 |
001002 |
93.90 |
93.90 |
93.90 |
93.90 |
+0.10 |
|
|
|
Total Volume and Open Interest |
447 |
97,735 |
+2,787 |
3-Year Aus T-Bonds(SFE) |
Dec00 |
001002 |
93.81 |
93.90 |
93.81 |
93.89 |
+0.10 |
1,960 |
172,261 |
+3,588 |
Mar01 |
001002 |
93.86 |
93.86 |
93.86 |
93.86 |
+0.10 |
|
|
|
Total Volume and Open Interest |
1,960 |
172,261 |
+3,588 |
Gold(CMX) |
Oct00 |
001002 |
272.8 |
273.5 |
272.5 |
273.1 |
-0.5 |
631 |
658 |
-2,292 |
Dec00 |
001002 |
277.1 |
277.4 |
275.6 |
276.3 |
-0.6 |
22,090 |
78,530 |
-106 |
Feb01 |
001002 |
279.0 |
279.3 |
278.1 |
279.0 |
-0.6 |
259 |
15,157 |
+173 |
Apr01 |
001002 |
281.1 |
281.6 |
281.0 |
281.6 |
-0.6 |
84 |
3,859 |
-1 |
Jun01 |
001002 |
284.1 |
284.1 |
284.1 |
284.1 |
-0.6 |
250 |
8,707 |
+0 |
Aug01 |
001002 |
286.6 |
286.6 |
286.6 |
286.6 |
-0.6 |
0 |
2,349 |
+0 |
Total Volume and Open Interest |
23,318 |
124,044 |
-2,225 |
Silver(CMX) |
Dec00 |
001002 |
495.5 |
497.0 |
494.5 |
495.5 |
+0.7 |
11,989 |
58,378 |
-691 |
Mar01 |
001002 |
503.0 |
503.0 |
501.7 |
501.7 |
+0.8 |
343 |
2,780 |
-11 |
May01 |
001002 |
505.0 |
505.0 |
505.0 |
505.0 |
+0.8 |
4 |
1,236 |
+1 |
Jul01 |
001002 |
508.2 |
508.2 |
508.2 |
508.2 |
+0.8 |
2 |
1,718 |
+2 |
Sep01 |
001002 |
511.2 |
511.2 |
511.2 |
511.2 |
+0.8 |
0 |
2,961 |
+0 |
Total Volume and Open Interest |
12,636 |
71,994 |
-534 |
Platinum(NYM) |
Oct00 |
001002 |
575.0 |
584.0 |
575.0 |
579.5 |
+0.7 |
357 |
549 |
-177 |
Jan01 |
001002 |
565.0 |
567.0 |
558.5 |
559.5 |
-7.3 |
575 |
8,070 |
+143 |
Apr01 |
001002 |
549.5 |
549.5 |
549.5 |
549.5 |
-7.3 |
0 |
1 |
+0 |
Total Volume and Open Interest |
932 |
8,625 |
-34 |
Palladium(NYME) |
Dec00 |
001002 |
712.25 |
719.00 |
712.25 |
717.00 |
+2.15 |
114 |
1,225 |
-11 |
Mar01 |
001002 |
716.80 |
716.80 |
716.80 |
716.80 |
+2.15 |
96 |
632 |
+76 |
Total Volume and Open Interest |
210 |
1,857 |
+65 |
Copper(CMX) |
Dec00 |
001002 |
91.90 |
92.00 |
89.85 |
89.90 |
-2.15 |
5,183 |
54,547 |
+132 |
Mar01 |
001002 |
92.05 |
92.05 |
90.00 |
90.00 |
-2.00 |
625 |
6,412 |
+35 |
May01 |
001002 |
91.85 |
91.85 |
89.90 |
89.90 |
-1.80 |
22 |
1,684 |
+15 |
Jul01 |
001002 |
91.60 |
91.60 |
89.55 |
89.55 |
-1.65 |
16 |
1,412 |
+12 |
Sep01 |
001002 |
90.30 |
90.40 |
89.20 |
89.20 |
-1.50 |
8 |
711 |
+0 |
Total Volume and Open Interest |
6,514 |
82,137 |
-528 |
DJIA Index(CBOT) |
Dec00 |
001002 |
10810 |
10844 |
10742 |
10825 |
+52 |
9,024 |
11,740 |
+175 |
Mar01 |
001002 |
10980 |
10980 |
10920 |
10970 |
+52 |
4 |
22 |
-2 |
Jun01 |
001002 |
11116 |
11116 |
11116 |
11116 |
+50 |
0 |
1 |
+0 |
Total Volume and Open Interest |
9,028 |
11,769 |
+173 |
S & P 500(CME) |
Dec00 |
001002 |
1460.50 |
1464.00 |
1447.50 |
1456.20 |
+2.50 |
65,638 |
390,944 |
+790 |
Mar01 |
001002 |
1480.50 |
1485.50 |
1470.50 |
1477.80 |
+2.30 |
37 |
2,435 |
-18 |
Jun01 |
001002 |
1499.30 |
1507.20 |
1491.20 |
1499.30 |
+2.10 |
2 |
1,381 |
-2 |
Sep01 |
001002 |
1521.30 |
1529.20 |
1513.20 |
1521.30 |
+2.10 |
2 |
253 |
+2 |
Total Volume and Open Interest |
65,822 |
395,128 |
+872 |
S & P 500 E-Mini(Globex) |
Dec00 |
001002 |
1453.75 |
1464.25 |
1447.50 |
1456.50 |
+2.75 |
84,280 |
33,990 |
+0 |
Mar01 |
001002 |
1477.75 |
1480.00 |
1474.25 |
1477.75 |
+2.25 |
1 |
6 |
+0 |
Total Volume and Open Interest |
84,280 |
33,996 |
+0 |
NASDAQ 100(CME) |
Dec00 |
001002 |
3661.00 |
3663.00 |
3494.00 |
3528.50 |
-92.50 |
15,150 |
28,755 |
-120 |
Mar01 |
001002 |
3588.50 |
3588.50 |
3586.00 |
3588.50 |
-92.50 |
0 |
44 |
+0 |
Jun01 |
001002 |
3636.50 |
3636.50 |
3636.50 |
3636.50 |
-92.50 |
|
|
|
Total Volume and Open Interest |
15,150 |
28,799 |
-120 |
NASDAQ 100 E-Mini(GLOBEX) |
Dec00 |
001002 |
3621.0 |
3668.0 |
3492.0 |
3530.0 |
-91.0 |
61,459 |
22,409 |
+0 |
Mar01 |
001002 |
3588.5 |
3700.5 |
3588.5 |
3588.5 |
-92.5 |
3 |
0 |
+0 |
Total Volume and Open Interest |
61,462 |
22,409 |
+0 |
NYSE Composite(NYBOT) |
Dec00 |
001002 |
672.50 |
674.50 |
670.00 |
674.50 |
+4.50 |
170 |
1,357 |
+1,357 |
Mar01 |
001002 |
684.00 |
684.00 |
684.00 |
684.00 |
+4.50 |
0 |
210 |
+210 |
Jun01 |
001002 |
693.50 |
693.50 |
693.50 |
693.50 |
+4.50 |
0 |
102 |
+102 |
Total Volume and Open Interest |
309 |
3,074 |
+3,074 |
S & P Midcap 400(CME) |
Dec00 |
001002 |
547.50 |
548.00 |
538.20 |
540.75 |
-4.55 |
1,421 |
14,818 |
+9 |
Mar01 |
001002 |
546.75 |
546.75 |
544.50 |
546.75 |
-4.55 |
0 |
1 |
+0 |
Jun01 |
001002 |
556.25 |
556.25 |
554.00 |
556.25 |
-4.55 |
0 |
1 |
+0 |
Total Volume and Open Interest |
1,421 |
14,820 |
+9 |
Russell 2000(CME) |
Dec00 |
001002 |
529.00 |
530.00 |
516.50 |
518.75 |
-8.65 |
2,447 |
12,527 |
+136 |
Mar01 |
001002 |
526.25 |
526.25 |
526.25 |
526.25 |
-8.65 |
|
|
|
Jun01 |
001002 |
533.80 |
533.80 |
533.80 |
533.80 |
-8.65 |
|
|
|
Total Volume and Open Interest |
2,447 |
12,527 |
+136 |
Value Line(KCBT) |
Dec00 |
001002 |
1153.00 |
1153.00 |
1132.00 |
1135.00 |
-12.00 |
37 |
237 |
+9 |
Total Volume and Open Interest |
37 |
238 |
+9 |
Nikkei 225(CME) |
Dec00 |
001002 |
15920 |
15980 |
15850 |
15915 |
+185 |
1,257 |
13,139 |
+137 |
Mar01 |
001002 |
15945 |
15960 |
15945 |
15945 |
+185 |
0 |
9 |
+0 |
Total Volume and Open Interest |
1,257 |
13,148 |
+137 |
Nikkei 225(SIMEX) |
Dec00 |
001002 |
15720 |
15930 |
15505 |
15905 |
+130 |
9,324 |
86,319 |
-507 |
Mar01 |
001002 |
15920 |
15920 |
15920 |
15920 |
+130 |
0 |
3,795 |
+0 |
Jun01 |
001002 |
15910 |
15910 |
15910 |
15910 |
+130 |
0 |
405 |
+0 |
Total Volume and Open Interest |
9,324 |
90,524 |
-507 |
CAC 40(MATIF) |
Oct00 |
001002 |
6255.0 |
6415.0 |
6241.0 |
6344.0 |
+86.0 |
53,451 |
0 |
+0 |
Nov00 |
001002 |
6431.5 |
6431.5 |
6390.0 |
6391.5 |
+73.0 |
|
|
|
Dec00 |
001002 |
6300.0 |
6440.0 |
6294.0 |
6396.0 |
+54.0 |
5,439 |
0 |
+0 |
Total Volume and Open Interest |
123,802 |
27,626 |
+27,626 |
DAX Index(EUREX) |
Dec00 |
001002 |
6850.0 |
6977.0 |
6835.5 |
6945.0 |
+71.0 |
29,076 |
148,705 |
+982 |
Mar01 |
001002 |
7000.0 |
7059.5 |
6999.0 |
7035.0 |
+71.5 |
466 |
1,926 |
-415 |
Jun01 |
001002 |
7077.0 |
7134.5 |
7077.0 |
7115.5 |
+71.5 |
315 |
1,383 |
+330 |
Total Volume and Open Interest |
29,857 |
152,014 |
+897 |
FT-SE 100(LIFFE) |
Dec00 |
001002 |
6349.50 |
6420.00 |
6324.00 |
6395.00 |
+58.50 |
33,209 |
244,333 |
-3,370 |
Mar01 |
001002 |
6470.00 |
6470.00 |
6442.00 |
6452.00 |
+58.50 |
456 |
6,452 |
+197 |
Jun01 |
001002 |
6521.00 |
6521.00 |
6521.00 |
6521.00 |
+58.50 |
1,291 |
2,384 |
+1,281 |
Total Volume and Open Interest |
34,956 |
253,169 |
-1,892 |
SPI 200(SFE) |
Dec00 |
001002 |
3324.0 |
3345.0 |
3317.0 |
3340.0 |
+22.0 |
9,742 |
105,117 |
+6,421 |
Mar01 |
001002 |
3364.0 |
3364.0 |
3364.0 |
3364.0 |
+21.0 |
4 |
1,283 |
+0 |
Jun01 |
001002 |
3392.0 |
3392.0 |
3392.0 |
3392.0 |
+22.0 |
0 |
174 |
+0 |
Total Volume and Open Interest |
18,003 |
106,574 |
-153,808 |
GSCI(CME) |
Oct00 |
001002 |
240.80 |
244.30 |
240.20 |
243.75 |
+6.45 |
397 |
33,615 |
+147 |
Nov00 |
001002 |
242.00 |
243.20 |
242.00 |
242.60 |
+5.10 |
|
|
|
Dec00 |
001002 |
242.70 |
242.70 |
242.70 |
242.70 |
+4.50 |
17 |
20 |
+17 |
Total Volume and Open Interest |
414 |
33,635 |
+164 |
Bridge CRB Index(NYBOT) |
Nov00 |
001002 |
226.10 |
226.30 |
225.80 |
226.20 |
+0.45 |
120 |
556 |
+6 |
Jan01 |
001002 |
226.10 |
226.30 |
226.10 |
226.20 |
+0.45 |
1 |
661 |
-1 |
Feb01 |
001002 |
224.70 |
224.70 |
224.70 |
224.70 |
+0.45 |
2 |
351 |
+0 |
Total Volume and Open Interest |
123 |
1,571 |
+5 |
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
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