 |
MRCI's Free Historical Futures Prices |
Daily Futures Price Listing Thu October 05, 2000 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Nov00 |
001005 |
483.00 |
487.25 |
481.50 |
485.00 |
-1.25 |
32,656 |
92,479 |
-727 |
Jan01 |
001005 |
494.00 |
498.25 |
492.75 |
495.50 |
-1.50 |
5,863 |
24,786 |
+1,271 |
Mar01 |
001005 |
503.50 |
507.50 |
502.50 |
505.50 |
-1.25 |
1,751 |
20,135 |
+603 |
May01 |
001005 |
511.00 |
515.50 |
511.00 |
513.50 |
-0.50 |
1,507 |
13,729 |
+308 |
Jul01 |
001005 |
518.50 |
523.00 |
517.50 |
519.75 |
-3.00 |
1,035 |
15,828 |
+104 |
Aug01 |
001005 |
519.50 |
521.50 |
518.50 |
518.50 |
-2.75 |
15 |
328 |
+9 |
Sep01 |
001005 |
523.00 |
523.00 |
522.00 |
522.00 |
-1.00 |
0 |
162 |
+0 |
Total Volume and Open Interest |
43,054 |
171,512 |
+1,663 |
Soybean Meal(CBOT) |
Oct00 |
001005 |
170.70 |
171.60 |
169.90 |
171.10 |
-0.80 |
3,167 |
7,613 |
-1,019 |
Dec00 |
001005 |
168.00 |
169.50 |
167.50 |
168.90 |
-0.40 |
9,961 |
61,002 |
-1,139 |
Jan01 |
001005 |
167.50 |
169.20 |
167.50 |
168.70 |
-0.60 |
1,364 |
13,818 |
+160 |
Mar01 |
001005 |
167.50 |
169.20 |
167.50 |
168.70 |
-0.20 |
1,394 |
9,208 |
-43 |
May01 |
001005 |
167.50 |
168.80 |
167.20 |
168.00 |
-0.50 |
857 |
6,562 |
+198 |
Jul01 |
001005 |
169.00 |
170.40 |
169.00 |
169.50 |
-0.60 |
385 |
4,205 |
-19 |
Aug01 |
001005 |
169.00 |
169.50 |
168.60 |
168.60 |
-0.90 |
15 |
854 |
+15 |
Sep01 |
001005 |
168.50 |
169.50 |
168.00 |
168.00 |
-0.70 |
14 |
357 |
+4 |
Total Volume and Open Interest |
17,158 |
103,977 |
-1,842 |
Soybean Oil(CBOT) |
Oct00 |
001005 |
15.20 |
15.24 |
15.10 |
15.20 |
-0.03 |
2,929 |
1,971 |
-430 |
Dec00 |
001005 |
15.45 |
15.58 |
15.38 |
15.50 |
+0.01 |
12,680 |
67,270 |
+1,271 |
Jan01 |
001005 |
15.77 |
15.86 |
15.69 |
15.79 |
unch |
2,985 |
19,135 |
+103 |
Mar01 |
001005 |
16.16 |
16.27 |
16.06 |
16.17 |
+0.01 |
1,654 |
15,543 |
+918 |
May01 |
001005 |
16.55 |
16.67 |
16.48 |
16.57 |
+0.02 |
403 |
9,708 |
+165 |
Jul01 |
001005 |
16.92 |
17.06 |
16.90 |
16.96 |
+0.02 |
447 |
6,967 |
-89 |
Aug01 |
001005 |
17.11 |
17.23 |
17.11 |
17.11 |
unch |
89 |
1,427 |
+17 |
Sep01 |
001005 |
17.25 |
17.42 |
17.25 |
17.25 |
unch |
20 |
1,323 |
+19 |
Total Volume and Open Interest |
21,330 |
127,802 |
+1,995 |
Canola(WCE) |
Nov00 |
001005 |
259.5 |
260.2 |
258.7 |
259.6 |
unch |
4,484 |
32,727 |
-139 |
Jan01 |
001005 |
265.2 |
266.1 |
265.0 |
265.7 |
-0.2 |
958 |
24,188 |
+570 |
Mar01 |
001005 |
271.6 |
271.8 |
271.2 |
271.4 |
unch |
1,880 |
8,469 |
+840 |
May01 |
001005 |
276.5 |
276.5 |
276.5 |
276.5 |
-0.9 |
0 |
1,739 |
+0 |
Jul01 |
001005 |
283.0 |
283.0 |
282.5 |
282.5 |
-1.0 |
24 |
1,140 |
+24 |
Total Volume and Open Interest |
7,346 |
68,660 |
+1,295 |
Corn(CBOT) |
Nov00 |
001005 |
198.00 |
200.00 |
197.75 |
199.50 |
-1.00 |
425 |
3,072 |
+32 |
Dec00 |
001005 |
202.25 |
204.50 |
202.00 |
203.50 |
-0.75 |
56,065 |
206,345 |
+3,524 |
Jan01 |
001005 |
206.50 |
208.00 |
206.25 |
207.00 |
-1.25 |
33 |
701 |
+9 |
Mar01 |
001005 |
214.25 |
216.00 |
213.75 |
215.00 |
-1.00 |
10,054 |
88,248 |
+2,243 |
May01 |
001005 |
222.00 |
223.50 |
221.50 |
222.50 |
-1.00 |
2,283 |
25,781 |
+186 |
Jul01 |
001005 |
228.25 |
230.25 |
228.00 |
229.50 |
-1.00 |
2,544 |
33,704 |
-367 |
Total Volume and Open Interest |
73,272 |
379,005 |
+6,395 |
Wheat(CBOT) |
Dec00 |
001005 |
264.50 |
268.50 |
263.25 |
267.25 |
unch |
18,335 |
100,667 |
+513 |
Mar01 |
001005 |
281.00 |
286.00 |
280.00 |
284.25 |
unch |
3,952 |
28,202 |
-218 |
May01 |
001005 |
291.00 |
294.50 |
290.00 |
294.00 |
+0.75 |
94 |
2,172 |
+4 |
Jul01 |
001005 |
300.00 |
304.00 |
299.00 |
303.25 |
-0.25 |
1,709 |
13,830 |
+800 |
Sep01 |
001005 |
310.50 |
310.50 |
310.50 |
310.50 |
-0.50 |
238 |
548 |
+163 |
Total Volume and Open Interest |
24,773 |
146,944 |
+1,541 |
Wheat(KCBT) |
Dec00 |
001005 |
314.50 |
316.25 |
313.00 |
315.50 |
-2.50 |
7,291 |
58,108 |
-303 |
Mar01 |
001005 |
326.00 |
329.00 |
326.00 |
328.50 |
-1.50 |
1,832 |
20,737 |
+41 |
May01 |
001005 |
335.00 |
335.00 |
333.75 |
335.00 |
-4.00 |
198 |
2,583 |
+170 |
Jul01 |
001005 |
338.00 |
341.00 |
337.50 |
340.75 |
-2.25 |
661 |
5,451 |
+380 |
Sep01 |
001005 |
345.25 |
345.25 |
344.75 |
344.75 |
-4.25 |
14 |
84 |
-9 |
Total Volume and Open Interest |
9,996 |
86,987 |
+279 |
Wheat(MGE) |
Dec00 |
001005 |
324.00 |
324.25 |
322.50 |
323.25 |
-3.25 |
2,204 |
20,856 |
+332 |
Mar01 |
001005 |
338.00 |
338.00 |
336.50 |
336.75 |
-3.25 |
502 |
6,188 |
+120 |
May01 |
001005 |
345.50 |
346.00 |
344.50 |
344.50 |
-3.50 |
22 |
1,044 |
+17 |
Jul01 |
001005 |
353.00 |
353.00 |
352.00 |
352.50 |
-3.50 |
1 |
357 |
+0 |
Sep01 |
001005 |
358.00 |
359.00 |
358.00 |
359.00 |
-3.00 |
36 |
271 |
+29 |
Total Volume and Open Interest |
2,784 |
28,785 |
+517 |
Oats(CBOT) |
Dec00 |
001005 |
105.75 |
106.50 |
105.50 |
106.25 |
unch |
850 |
11,293 |
-232 |
Mar01 |
001005 |
115.75 |
116.50 |
115.75 |
116.50 |
+0.50 |
38 |
2,420 |
+5 |
May01 |
001005 |
121.50 |
121.50 |
121.50 |
121.50 |
+0.75 |
2 |
206 |
+2 |
Jul01 |
001005 |
125.00 |
125.00 |
125.00 |
125.00 |
unch |
0 |
104 |
+0 |
Total Volume and Open Interest |
890 |
14,110 |
-225 |
Rough Rice(CBOT) |
Nov00 |
001005 |
6.21 |
6.27 |
6.20 |
6.26 |
+0.06 |
156 |
2,317 |
-82 |
Jan01 |
001005 |
6.44 |
6.44 |
6.38 |
6.42 |
+0.04 |
180 |
3,008 |
+45 |
Mar01 |
001005 |
6.58 |
6.58 |
6.53 |
6.55 |
+0.04 |
40 |
692 |
-79 |
May01 |
001005 |
6.69 |
6.69 |
6.69 |
6.69 |
+0.05 |
7 |
165 |
-1 |
Total Volume and Open Interest |
383 |
6,183 |
-117 |
Live Cattle(CME) |
Oct00 |
001005 |
68.950 |
69.475 |
68.875 |
69.275 |
+0.200 |
4,823 |
26,846 |
-1,160 |
Dec00 |
001005 |
70.500 |
70.925 |
70.350 |
70.650 |
+0.075 |
4,279 |
53,790 |
+774 |
Feb01 |
001005 |
71.475 |
72.000 |
71.400 |
71.800 |
+0.250 |
901 |
22,397 |
+128 |
Apr01 |
001005 |
72.900 |
73.475 |
72.850 |
73.425 |
+0.350 |
348 |
13,438 |
+230 |
Jun01 |
001005 |
70.075 |
70.750 |
70.075 |
70.675 |
+0.475 |
218 |
5,446 |
+130 |
Aug01 |
001005 |
70.325 |
70.950 |
70.325 |
70.700 |
+0.375 |
129 |
3,138 |
+46 |
Total Volume and Open Interest |
10,721 |
125,927 |
+128 |
Feeder Cattle(CME) |
Oct00 |
001005 |
86.125 |
86.750 |
86.100 |
86.750 |
+0.575 |
326 |
4,318 |
-116 |
Nov00 |
001005 |
86.600 |
87.500 |
86.500 |
87.400 |
+0.775 |
582 |
4,764 |
+65 |
Jan01 |
001005 |
87.650 |
88.400 |
87.550 |
88.300 |
+0.650 |
305 |
4,569 |
+65 |
Mar01 |
001005 |
87.450 |
88.350 |
87.450 |
88.100 |
+0.450 |
59 |
2,018 |
+6 |
Apr01 |
001005 |
87.500 |
88.400 |
87.500 |
88.350 |
+0.700 |
36 |
671 |
+10 |
May01 |
001005 |
87.350 |
87.850 |
87.350 |
87.850 |
+0.550 |
40 |
999 |
+20 |
Aug01 |
001005 |
87.700 |
88.325 |
87.700 |
88.200 |
+0.500 |
20 |
274 |
+13 |
Total Volume and Open Interest |
1,368 |
17,613 |
+63 |
Lean Hogs(CME) |
Oct00 |
001005 |
58.100 |
58.825 |
57.900 |
58.675 |
+0.300 |
2,531 |
10,025 |
+191 |
Dec00 |
001005 |
52.850 |
53.550 |
52.600 |
53.425 |
+0.375 |
2,975 |
21,759 |
+1,276 |
Feb01 |
001005 |
53.450 |
53.950 |
53.300 |
53.875 |
+0.225 |
328 |
6,068 |
+184 |
Apr01 |
001005 |
51.700 |
52.100 |
51.500 |
51.750 |
+0.100 |
129 |
2,422 |
+3 |
Jun01 |
001005 |
58.100 |
58.600 |
58.100 |
58.600 |
+0.325 |
4 |
922 |
+0 |
Jul01 |
001005 |
56.725 |
56.725 |
56.725 |
56.725 |
+0.275 |
0 |
238 |
+0 |
Aug01 |
001005 |
54.300 |
54.375 |
54.300 |
54.375 |
+0.150 |
4 |
167 |
+1 |
Oct01 |
001005 |
47.025 |
47.250 |
47.025 |
47.250 |
-0.125 |
1 |
131 |
+0 |
Total Volume and Open Interest |
5,972 |
41,746 |
+1,655 |
Pork Bellies(CME) |
Feb01 |
001005 |
63.000 |
63.300 |
61.750 |
63.225 |
-0.325 |
423 |
1,695 |
+86 |
Mar01 |
001005 |
63.000 |
63.300 |
62.450 |
63.200 |
-0.375 |
14 |
64 |
-1 |
May01 |
001005 |
63.600 |
64.500 |
63.600 |
64.200 |
-1.300 |
5 |
12 |
+3 |
Jul01 |
001005 |
63.550 |
64.950 |
63.550 |
64.950 |
-0.300 |
0 |
4 |
+0 |
Aug01 |
001005 |
64.300 |
64.300 |
64.300 |
64.300 |
-0.400 |
0 |
4 |
+0 |
Total Volume and Open Interest |
442 |
1,779 |
+88 |
Cocoa(NYBOT) |
Dec00 |
001005 |
828 |
846 |
820 |
835 |
+7 |
6,677 |
46,136 |
-434 |
Mar01 |
001005 |
860 |
875 |
852 |
867 |
+7 |
1,230 |
19,739 |
+95 |
May01 |
001005 |
885 |
897 |
879 |
888 |
+6 |
568 |
12,996 |
+191 |
Jul01 |
001005 |
908 |
914 |
905 |
911 |
+6 |
1,805 |
10,026 |
+1,338 |
Sep01 |
001005 |
930 |
937 |
930 |
933 |
+3 |
455 |
10,647 |
-352 |
Dec01 |
001005 |
964 |
967 |
963 |
967 |
+3 |
206 |
11,033 |
+172 |
Mar02 |
001005 |
1000 |
1001 |
1000 |
1001 |
+3 |
70 |
9,622 |
+7 |
Total Volume and Open Interest |
11,388 |
136,402 |
+1,024 |
Coffee "C"(NYBOT) |
Dec00 |
001005 |
79.25 |
79.50 |
78.25 |
78.70 |
-0.65 |
2,209 |
28,845 |
-68 |
Mar01 |
001005 |
84.25 |
84.40 |
83.20 |
83.60 |
-0.60 |
448 |
6,747 |
-21 |
May01 |
001005 |
87.40 |
87.40 |
86.30 |
86.65 |
-0.55 |
208 |
2,597 |
+35 |
Jul01 |
001005 |
90.40 |
90.40 |
89.65 |
89.65 |
-0.55 |
70 |
1,238 |
+26 |
Sep01 |
001005 |
93.30 |
93.30 |
92.65 |
92.65 |
-0.55 |
15 |
1,787 |
+1 |
Dec01 |
001005 |
96.00 |
96.65 |
96.00 |
96.65 |
-0.55 |
38 |
511 |
+16 |
Total Volume and Open Interest |
2,992 |
41,729 |
-7 |
Orange Juice(NYBOT) |
Nov00 |
001005 |
71.75 |
71.90 |
70.40 |
70.50 |
-0.65 |
700 |
16,896 |
-111 |
Jan01 |
001005 |
74.00 |
74.00 |
73.00 |
73.10 |
-0.45 |
443 |
7,124 |
+167 |
Mar01 |
001005 |
76.60 |
76.60 |
75.90 |
76.05 |
-0.25 |
107 |
5,975 |
-7 |
May01 |
001005 |
78.00 |
78.30 |
78.00 |
78.30 |
+0.15 |
50 |
781 |
+0 |
Jul01 |
001005 |
80.55 |
80.55 |
80.55 |
80.55 |
+0.15 |
60 |
372 |
+7 |
Total Volume and Open Interest |
3,860 |
31,559 |
+56 |
Sugar #11(NYBOT) |
Mar01 |
001005 |
10.15 |
10.19 |
10.00 |
10.03 |
+0.03 |
20,734 |
82,955 |
-2,930 |
May01 |
001005 |
9.68 |
9.74 |
9.58 |
9.58 |
+0.02 |
2,061 |
11,939 |
-245 |
Jul01 |
001005 |
9.09 |
9.11 |
8.92 |
8.95 |
-0.01 |
2,959 |
18,661 |
+1,030 |
Oct01 |
001005 |
8.87 |
8.93 |
8.70 |
8.70 |
-0.04 |
1,498 |
13,923 |
-200 |
Mar02 |
001005 |
8.88 |
8.88 |
8.67 |
8.67 |
-0.05 |
50 |
6,082 |
+50 |
Total Volume and Open Interest |
27,302 |
134,301 |
-2,295 |
London Cocoa(LCE) |
Dec00 |
001005 |
632 |
645 |
627 |
639 |
+21 |
1,084 |
55,486 |
-226 |
Mar01 |
001005 |
651 |
663 |
647 |
658 |
+20 |
349 |
47,839 |
+20 |
May01 |
001005 |
670 |
680 |
665 |
675 |
+20 |
556 |
24,182 |
+124 |
Jul01 |
001005 |
682 |
693 |
682 |
690 |
+20 |
2,056 |
8,586 |
-100 |
Sep01 |
001005 |
694 |
709 |
694 |
704 |
+20 |
2 |
17,345 |
+2 |
Dec01 |
001005 |
725 |
731 |
724 |
731 |
+20 |
0 |
5,361 |
+0 |
Mar02 |
001005 |
749 |
755 |
749 |
755 |
+20 |
0 |
15,434 |
+0 |
Total Volume and Open Interest |
4,047 |
188,340 |
-180 |
London Coffee(LCE) |
Nov00 |
001005 |
758.00 |
758.00 |
742.00 |
744.00 |
-12.00 |
1,986 |
28,790 |
+104 |
Jan01 |
001005 |
770.00 |
772.00 |
758.00 |
760.00 |
-10.00 |
1,365 |
14,580 |
+218 |
Mar01 |
001005 |
787.00 |
789.00 |
778.00 |
779.00 |
-8.00 |
503 |
5,782 |
-14 |
May01 |
001005 |
805.00 |
805.00 |
795.00 |
798.00 |
-7.00 |
40 |
2,852 |
+13 |
Jul01 |
001005 |
819.00 |
824.00 |
812.00 |
817.00 |
-5.00 |
97 |
1,255 |
+96 |
Sep01 |
001005 |
841.00 |
845.00 |
837.00 |
837.00 |
-4.00 |
0 |
406 |
+0 |
Total Volume and Open Interest |
3,991 |
53,665 |
+417 |
London Sugar(LCE) |
Oct00 |
000915 |
263.50 |
264.00 |
252.00 |
262.70 |
-0.90 |
2,117 |
1,120 |
-1,892 |
Dec00 |
001005 |
258.00 |
261.00 |
257.00 |
257.30 |
-0.60 |
1,963 |
13,282 |
-771 |
Mar01 |
001005 |
257.60 |
260.50 |
257.00 |
257.30 |
-0.60 |
1,178 |
15,240 |
-96 |
May01 |
001005 |
254.50 |
257.80 |
254.40 |
254.80 |
unch |
185 |
3,183 |
-135 |
Aug01 |
001005 |
252.50 |
252.50 |
250.80 |
250.80 |
+0.50 |
10 |
3,883 |
+10 |
Total Volume and Open Interest |
3,336 |
37,887 |
-992 |
Cotton(NYBOT) |
Oct00 |
001005 |
63.80 |
63.95 |
63.60 |
63.60 |
+0.20 |
37 |
399 |
-25 |
Dec00 |
001005 |
63.40 |
64.06 |
63.40 |
63.82 |
+0.42 |
2,826 |
39,569 |
+76 |
Mar01 |
001005 |
65.13 |
65.69 |
65.13 |
65.50 |
+0.43 |
197 |
11,683 |
-26 |
May01 |
001005 |
65.55 |
66.05 |
65.55 |
66.02 |
+0.52 |
58 |
8,481 |
+43 |
Jul01 |
001005 |
66.10 |
66.55 |
66.10 |
66.55 |
+0.50 |
25 |
3,434 |
-12 |
Oct01 |
001005 |
63.90 |
63.90 |
63.90 |
63.90 |
+0.40 |
10 |
630 |
+9 |
Total Volume and Open Interest |
7,731 |
68,374 |
+158 |
Lumber(CME) |
Nov00 |
001005 |
225.6 |
227.8 |
222.6 |
225.4 |
+0.1 |
556 |
2,476 |
+42 |
Jan01 |
001005 |
239.0 |
240.9 |
236.5 |
238.7 |
+0.6 |
208 |
912 |
+63 |
Mar01 |
001005 |
248.5 |
249.8 |
248.5 |
249.8 |
unch |
40 |
503 |
+6 |
May01 |
001005 |
252.1 |
254.0 |
252.0 |
252.7 |
+0.5 |
14 |
95 |
-3 |
Total Volume and Open Interest |
818 |
4,066 |
+108 |
Crude Oil(NYM) |
Nov00 |
001005 |
30.85 |
30.95 |
30.19 |
30.53 |
-0.90 |
58,088 |
121,907 |
+2,243 |
Dec00 |
001005 |
30.75 |
30.87 |
30.23 |
30.54 |
-0.70 |
40,897 |
87,603 |
+3,924 |
Jan01 |
001005 |
30.62 |
30.75 |
30.21 |
30.49 |
-0.57 |
11,467 |
37,267 |
-196 |
Feb01 |
001005 |
30.65 |
30.65 |
30.12 |
30.42 |
-0.44 |
3,414 |
18,913 |
+793 |
Mar01 |
001005 |
30.40 |
30.45 |
30.10 |
30.28 |
-0.33 |
2,275 |
17,983 |
+363 |
Apr01 |
001005 |
30.05 |
30.12 |
29.95 |
30.12 |
-0.23 |
1,900 |
11,122 |
-535 |
May01 |
001005 |
29.85 |
29.93 |
29.79 |
29.93 |
-0.15 |
979 |
9,754 |
+72 |
Jun01 |
001005 |
29.60 |
29.77 |
29.45 |
29.73 |
-0.07 |
5,583 |
28,996 |
-693 |
Jul01 |
001005 |
29.35 |
29.47 |
29.35 |
29.47 |
-0.02 |
3,048 |
10,907 |
+2,689 |
Aug01 |
001005 |
29.19 |
29.19 |
29.19 |
29.19 |
+0.02 |
27 |
7,226 |
-8 |
Total Volume and Open Interest |
135,430 |
475,965 |
+12,807 |
Heating Oil(NYM) |
Nov00 |
001005 |
94.80 |
95.30 |
92.10 |
92.72 |
-3.62 |
15,528 |
50,577 |
-118 |
Dec00 |
001005 |
94.60 |
95.05 |
92.10 |
92.59 |
-3.49 |
12,323 |
37,168 |
+1,049 |
Jan01 |
001005 |
94.15 |
94.15 |
91.40 |
91.94 |
-3.14 |
3,815 |
28,239 |
+721 |
Feb01 |
001005 |
91.40 |
91.40 |
89.40 |
90.04 |
-2.59 |
1,461 |
19,794 |
+256 |
Mar01 |
001005 |
87.05 |
87.30 |
86.14 |
86.14 |
-2.14 |
1,788 |
13,946 |
-134 |
Apr01 |
001005 |
84.00 |
84.00 |
82.84 |
82.84 |
-1.79 |
619 |
7,811 |
+87 |
May01 |
001005 |
80.50 |
81.10 |
80.14 |
80.14 |
-1.59 |
105 |
4,286 |
+10 |
Jun01 |
001005 |
79.00 |
79.20 |
78.00 |
78.34 |
-1.39 |
4 |
5,339 |
+1 |
Jul01 |
001005 |
77.90 |
77.90 |
77.54 |
77.54 |
-1.24 |
1 |
1,587 |
+1 |
Aug01 |
001005 |
77.59 |
77.59 |
77.59 |
77.59 |
-1.14 |
4 |
1,704 |
+0 |
Total Volume and Open Interest |
35,687 |
176,142 |
+1,896 |
Unleaded Gas(NYM) |
Nov00 |
001005 |
83.80 |
84.50 |
82.10 |
83.50 |
-1.35 |
16,476 |
28,411 |
-1,294 |
Dec00 |
001005 |
83.30 |
83.60 |
81.60 |
82.87 |
-1.41 |
9,433 |
11,961 |
+2,142 |
Jan01 |
001005 |
82.90 |
83.10 |
82.10 |
82.72 |
-1.16 |
2,087 |
4,732 |
+316 |
Feb01 |
001005 |
83.40 |
83.50 |
82.30 |
83.17 |
-1.01 |
1,772 |
5,608 |
+552 |
Mar01 |
001005 |
84.00 |
84.20 |
83.60 |
84.02 |
-0.86 |
2,670 |
3,384 |
-169 |
Apr01 |
001005 |
89.00 |
89.17 |
88.20 |
89.17 |
-0.81 |
828 |
5,829 |
+56 |
May01 |
001005 |
88.40 |
88.62 |
87.70 |
88.62 |
-0.71 |
745 |
3,342 |
+100 |
Jun01 |
001005 |
86.60 |
87.47 |
86.60 |
87.47 |
-0.61 |
355 |
2,246 |
+245 |
Total Volume and Open Interest |
35,127 |
72,831 |
+2,320 |
Natural Gas(NYM) |
Nov00 |
001005 |
5.300 |
5.320 |
5.050 |
5.152 |
-0.138 |
34,750 |
52,602 |
-1,691 |
Dec00 |
001005 |
5.415 |
5.420 |
5.150 |
5.248 |
-0.135 |
8,591 |
37,472 |
-420 |
Jan01 |
001005 |
5.375 |
5.375 |
5.125 |
5.215 |
-0.133 |
7,147 |
31,679 |
+1,180 |
Feb01 |
001005 |
5.145 |
5.145 |
4.930 |
5.000 |
-0.118 |
2,219 |
21,051 |
+211 |
Mar01 |
001005 |
4.875 |
4.880 |
4.700 |
4.765 |
-0.099 |
919 |
25,725 |
+298 |
Apr01 |
001005 |
4.640 |
4.640 |
4.490 |
4.530 |
-0.080 |
541 |
17,479 |
-12 |
May01 |
001005 |
4.515 |
4.525 |
4.415 |
4.450 |
-0.075 |
338 |
15,821 |
+132 |
Jun01 |
001005 |
4.530 |
4.530 |
4.390 |
4.440 |
-0.070 |
611 |
17,033 |
+611 |
Total Volume and Open Interest |
57,676 |
362,631 |
+765 |
Brent Crude Oil(IPE) |
Nov00 |
001005 |
29.90 |
29.94 |
29.42 |
29.89 |
-0.63 |
22,206 |
50,661 |
+772 |
Dec00 |
001005 |
30.08 |
30.18 |
29.70 |
30.13 |
-0.52 |
20,200 |
71,011 |
+1,439 |
Jan01 |
001005 |
29.75 |
30.03 |
29.55 |
30.03 |
-0.39 |
4,801 |
33,131 |
+1,462 |
Feb01 |
001005 |
29.49 |
29.82 |
29.40 |
29.80 |
-0.31 |
1,986 |
14,307 |
+304 |
Mar01 |
001005 |
29.14 |
29.49 |
29.10 |
29.49 |
-0.23 |
440 |
10,907 |
-9 |
Apr01 |
001005 |
28.79 |
29.20 |
28.65 |
29.20 |
-0.13 |
891 |
9,829 |
-183 |
May01 |
001005 |
28.46 |
28.90 |
28.46 |
28.90 |
-0.06 |
162 |
4,998 |
+100 |
Jun01 |
001005 |
28.13 |
28.61 |
28.13 |
28.61 |
-0.03 |
1,292 |
12,224 |
-250 |
Total Volume and Open Interest |
52,632 |
245,484 |
+3,757 |
Gas Oil(IPE) |
Oct00 |
001005 |
293.00 |
293.00 |
286.75 |
287.25 |
-8.25 |
8,148 |
25,760 |
-219 |
Nov00 |
001005 |
287.00 |
287.75 |
282.00 |
282.25 |
-9.25 |
10,118 |
31,106 |
+659 |
Dec00 |
001005 |
282.50 |
283.50 |
278.50 |
279.00 |
-8.00 |
3,435 |
22,987 |
+321 |
Jan01 |
001005 |
278.50 |
279.25 |
274.50 |
274.75 |
-8.25 |
1,798 |
12,256 |
+367 |
Feb01 |
001005 |
270.75 |
271.50 |
267.75 |
267.75 |
-7.75 |
85 |
6,136 |
-25 |
Mar01 |
001005 |
262.75 |
264.75 |
260.25 |
260.25 |
-7.25 |
585 |
5,840 |
+385 |
Apr01 |
001005 |
254.50 |
254.50 |
253.50 |
253.50 |
-6.25 |
282 |
3,109 |
-80 |
May01 |
001005 |
248.00 |
248.00 |
247.75 |
247.75 |
-5.50 |
107 |
847 |
+50 |
Total Volume and Open Interest |
25,127 |
118,876 |
+1,508 |
US Dollar Index(NYBOT) |
Dec00 |
001005 |
113.90 |
114.58 |
113.59 |
114.54 |
+0.66 |
900 |
4,059 |
-10 |
Mar01 |
001005 |
113.59 |
114.33 |
113.59 |
114.33 |
+0.66 |
258 |
6,073 |
-9 |
Jun01 |
001005 |
114.12 |
114.12 |
114.12 |
114.12 |
+0.66 |
258 |
6,073 |
-9 |
Total Volume and Open Interest |
901 |
6,073 |
-9 |
Australian Dollar(IMM) |
Dec00 |
001005 |
53.86 |
53.89 |
53.44 |
53.56 |
-0.20 |
1,811 |
24,069 |
+316 |
Mar01 |
001005 |
53.90 |
53.90 |
53.58 |
53.58 |
-0.20 |
10 |
347 |
+6 |
Jun01 |
001005 |
53.60 |
53.60 |
53.60 |
53.60 |
-0.20 |
0 |
6 |
+0 |
Total Volume and Open Interest |
1,821 |
24,422 |
+322 |
British Pound(IMM) |
Dec00 |
001005 |
145.86 |
145.94 |
144.66 |
144.82 |
-1.32 |
2,928 |
29,819 |
-403 |
Mar01 |
001005 |
145.78 |
145.78 |
145.02 |
145.02 |
-1.34 |
5 |
70 |
+0 |
Jun01 |
001005 |
145.24 |
145.24 |
145.24 |
145.24 |
-1.34 |
0 |
2 |
+0 |
Total Volume and Open Interest |
2,933 |
29,891 |
-403 |
Canadian Dollar(IMM) |
Dec00 |
001005 |
66.91 |
67.04 |
66.79 |
66.95 |
unch |
8,593 |
76,918 |
+528 |
Mar01 |
001005 |
67.00 |
67.22 |
67.00 |
67.11 |
unch |
38 |
1,498 |
-50 |
Jun01 |
001005 |
67.12 |
67.30 |
67.12 |
67.26 |
unch |
15 |
460 |
+25 |
Sep01 |
001005 |
67.40 |
67.40 |
67.40 |
67.40 |
unch |
31 |
156 |
+41 |
Total Volume and Open Interest |
8,682 |
79,055 |
+550 |
Japanese Yen(IMM) |
Dec00 |
001005 |
92.64 |
92.78 |
92.37 |
92.75 |
+0.09 |
18,523 |
62,022 |
+7,817 |
Mar01 |
001005 |
94.05 |
94.18 |
94.05 |
94.18 |
+0.09 |
5 |
182 |
-3 |
Jun01 |
001005 |
95.61 |
95.61 |
95.61 |
95.61 |
+0.09 |
0 |
7 |
+0 |
Total Volume and Open Interest |
18,528 |
62,313 |
+7,814 |
Swiss Franc(IMM) |
Dec00 |
001005 |
58.01 |
58.05 |
57.45 |
57.50 |
-0.46 |
7,782 |
42,074 |
-505 |
Mar01 |
001005 |
57.94 |
57.94 |
57.94 |
57.94 |
-0.46 |
25 |
38 |
-7 |
Jun01 |
001005 |
58.36 |
58.36 |
58.36 |
58.36 |
-0.46 |
0 |
2 |
+0 |
Total Volume and Open Interest |
7,807 |
42,114 |
-512 |
EuroFX(IMM) |
Dec00 |
001005 |
88.11 |
88.16 |
87.09 |
87.21 |
-0.57 |
8,898 |
66,686 |
+84 |
Mar01 |
001005 |
87.80 |
88.45 |
87.43 |
87.57 |
-0.57 |
80 |
784 |
-23 |
Total Volume and Open Interest |
8,978 |
67,470 |
+61 |
Mexican Peso(IMM) |
Dec00 |
001005 |
10353.0 |
10380.0 |
10345.0 |
10350.0 |
+10.0 |
1,988 |
7,789 |
+125 |
Mar01 |
001005 |
10095.0 |
10098.0 |
10083.0 |
10085.0 |
+10.0 |
40 |
3,497 |
-21 |
Total Volume and Open Interest |
2,038 |
11,579 |
+114 |
30-Year T-Bonds(CBOT) |
Dec00 |
001005 |
97~28 |
98~12 |
97~24 |
98~09 |
+0~15 |
201,205 |
366,705 |
-4,092 |
Mar01 |
001005 |
98~01 |
98~09 |
97~25 |
98~08 |
+0~15 |
2,026 |
3,138 |
+1,047 |
Jun01 |
001005 |
98~06 |
98~06 |
98~06 |
98~06 |
+0~15 |
40 |
122 |
+40 |
Total Volume and Open Interest |
203,279 |
370,035 |
-2,999 |
Municipal Bonds(CBOT) |
Dec00 |
001005 |
97~27 |
98~01 |
97~20 |
98~00 |
+0~10 |
2,014 |
19,716 |
+93 |
Total Volume and Open Interest |
2,014 |
19,716 |
+93 |
10-Year T-Notes(CBOT) |
Dec00 |
001005 |
99~260 |
100~005 |
99~215 |
100~000 |
+0~075 |
171,563 |
542,152 |
+2,396 |
Mar01 |
001005 |
99~275 |
100~010 |
99~240 |
100~010 |
+0~075 |
1,001 |
8,519 |
+979 |
Total Volume and Open Interest |
172,564 |
550,672 |
+3,375 |
5-Year T-Notes(CBOT) |
Dec00 |
001005 |
100~115 |
100~145 |
100~085 |
100~140 |
+0~035 |
60,618 |
376,567 |
+2,544 |
Mar01 |
001005 |
100~145 |
100~145 |
100~145 |
100~145 |
+0~035 |
0 |
49 |
+0 |
Total Volume and Open Interest |
60,618 |
376,616 |
+2,544 |
2 Year T-Notes(CBOT) |
Dec00 |
001005 |
99~117 |
99~121 |
99~112 |
99~121 |
+0~005 |
3,358 |
51,637 |
-733 |
Total Volume and Open Interest |
3,358 |
51,637 |
-733 |
3-Mth T-Bills(IMM) |
Dec00 |
001005 |
93.89 |
93.89 |
93.89 |
93.89 |
0.00 |
0 |
1,135 |
+0 |
Total Volume and Open Interest |
1 |
1,144 |
+1 |
Eurodollars(IMM) |
Dec00 |
001005 |
93.255 |
93.265 |
93.250 |
93.260 |
unch |
39,748 |
587,111 |
-281 |
Mar01 |
001005 |
93.420 |
93.430 |
93.400 |
93.425 |
unch |
87,386 |
531,853 |
+3,359 |
Jun01 |
001005 |
93.465 |
93.470 |
93.435 |
93.465 |
unch |
85,109 |
326,443 |
-1,081 |
Sep01 |
001005 |
93.470 |
93.485 |
93.445 |
93.480 |
+0.005 |
65,022 |
314,378 |
-4,242 |
Dec01 |
001005 |
93.390 |
93.390 |
93.360 |
93.390 |
unch |
36,583 |
208,125 |
-2,817 |
Mar02 |
001005 |
93.435 |
93.450 |
93.410 |
93.445 |
+0.005 |
29,705 |
183,320 |
+522 |
Jun02 |
001005 |
93.400 |
93.410 |
93.370 |
93.405 |
+0.005 |
14,535 |
129,928 |
-1,820 |
Sep02 |
001005 |
93.370 |
93.375 |
93.345 |
93.375 |
unch |
10,737 |
102,004 |
-2,250 |
Dec02 |
001005 |
93.275 |
93.280 |
93.245 |
93.280 |
unch |
4,650 |
82,326 |
-227 |
Mar03 |
001005 |
93.315 |
93.320 |
93.285 |
93.320 |
unch |
5,056 |
76,235 |
-29 |
Jun03 |
001005 |
93.280 |
93.285 |
93.260 |
93.285 |
unch |
4,266 |
53,621 |
+422 |
Sep03 |
001005 |
93.245 |
93.255 |
93.230 |
93.255 |
unch |
4,570 |
55,727 |
-200 |
Total Volume and Open Interest |
419,874 |
3,045,908 |
-12,534 |
3-Mth Euro-Yen(IMM) |
Dec00 |
001005 |
99.47 |
99.48 |
99.47 |
99.48 |
+0.01 |
455 |
16,172 |
+1,173 |
Mar01 |
001005 |
99.49 |
99.50 |
99.49 |
99.49 |
unch |
670 |
16,718 |
+618 |
Jun01 |
001005 |
99.44 |
99.44 |
99.44 |
99.44 |
+0.01 |
54 |
6,788 |
-33 |
Sep01 |
001005 |
99.35 |
99.36 |
99.35 |
99.36 |
+0.01 |
100 |
9,863 |
-224 |
Dec01 |
001005 |
99.24 |
99.24 |
99.24 |
99.24 |
unch |
0 |
5,058 |
+0 |
Mar02 |
001005 |
99.17 |
99.17 |
99.17 |
99.17 |
unch |
198 |
2,567 |
-11 |
Jun02 |
001005 |
99.08 |
99.08 |
99.08 |
99.08 |
+0.01 |
0 |
627 |
+0 |
Sep02 |
001005 |
98.94 |
98.94 |
98.94 |
98.94 |
unch |
0 |
36 |
+0 |
Dec02 |
001005 |
98.75 |
98.75 |
98.75 |
98.75 |
unch |
0 |
30 |
+0 |
Mar03 |
001005 |
98.63 |
98.63 |
98.63 |
98.63 |
unch |
|
|
|
Total Volume and Open Interest |
1,477 |
57,859 |
+1,523 |
3-Mth Euro-Yen(SIMEX) |
Dec00 |
001005 |
99.47 |
99.48 |
99.46 |
99.47 |
unch |
200 |
105,740 |
+1,369 |
Mar01 |
001005 |
99.49 |
99.50 |
99.48 |
99.49 |
unch |
3,698 |
106,268 |
-787 |
Jun01 |
001005 |
99.43 |
99.45 |
99.43 |
99.44 |
unch |
4,830 |
85,770 |
+1,441 |
Sep01 |
001005 |
99.35 |
99.36 |
99.35 |
99.35 |
unch |
2,378 |
65,520 |
+101 |
Dec01 |
001005 |
99.24 |
99.25 |
99.23 |
99.24 |
+0.00 |
2,189 |
29,361 |
+451 |
Mar02 |
001005 |
99.18 |
99.18 |
99.18 |
99.18 |
+0.01 |
381 |
15,122 |
-240 |
Jun02 |
001005 |
99.08 |
99.08 |
99.08 |
99.08 |
unch |
120 |
7,186 |
-30 |
Sep02 |
001005 |
98.94 |
98.94 |
98.94 |
98.94 |
unch |
0 |
4,388 |
+0 |
Total Volume and Open Interest |
13,796 |
428,293 |
+2,305 |
German Euro-Bund(EUREX) |
Dec00 |
001005 |
105.14 |
105.23 |
104.91 |
105.04 |
-0.06 |
442,753 |
751,916 |
+13,496 |
Mar01 |
001005 |
105.05 |
105.25 |
105.02 |
105.12 |
-0.07 |
2,961 |
8,484 |
+156 |
Jun01 |
001005 |
104.92 |
104.92 |
104.92 |
104.92 |
-0.33 |
0 |
517 |
+28 |
Total Volume and Open Interest |
445,714 |
760,917 |
+13,680 |
German Euro-Bobl(EUREX) |
Dec00 |
001005 |
103.40 |
103.40 |
103.15 |
103.31 |
-0.09 |
163,092 |
436,715 |
-2,023 |
Mar01 |
001005 |
103.08 |
103.08 |
103.08 |
103.08 |
-0.12 |
1,403 |
1,015 |
-117 |
Jun01 |
001005 |
102.89 |
102.89 |
102.89 |
102.89 |
-0.09 |
|
|
|
Total Volume and Open Interest |
164,495 |
437,730 |
-1,272 |
Long Gilt(LIFFE) |
Dec00 |
001005 |
112~31 |
113~11 |
112~26 |
113~03 |
+0~04 |
16,486 |
72,120 |
-1,716 |
Mar01 |
001005 |
112~25 |
112~25 |
112~25 |
112~25 |
+0~04 |
|
|
|
Total Volume and Open Interest |
16,486 |
72,120 |
-1,716 |
3-Mth Short Sterling(LIFFE) |
Dec00 |
001005 |
93.76 |
93.78 |
93.75 |
93.77 |
+0.01 |
12,267 |
193,278 |
+960 |
Mar01 |
001005 |
93.74 |
93.77 |
93.74 |
93.75 |
unch |
21,430 |
190,379 |
+522 |
Jun01 |
001005 |
93.73 |
93.76 |
93.71 |
93.74 |
+0.01 |
12,105 |
92,574 |
+1,336 |
Total Volume and Open Interest |
76,643 |
773,328 |
+4,621 |
3-Mth Euribor(LIFFE) |
Dec00 |
001005 |
94.845 |
94.860 |
94.780 |
94.810 |
-0.035 |
33,947 |
323,754 |
+1,805 |
Mar01 |
001005 |
94.870 |
94.880 |
94.780 |
94.815 |
-0.060 |
37,549 |
255,043 |
+3,892 |
Jun01 |
001005 |
94.850 |
94.860 |
94.765 |
94.795 |
-0.060 |
25,197 |
162,555 |
+560 |
Total Volume and Open Interest |
150,668 |
1,247,032 |
+14,968 |
3-Mth Aus T-Bills(SFE) |
Dec00 |
001005 |
93.51 |
93.54 |
93.51 |
93.54 |
+0.03 |
32,727 |
222,229 |
+8,098 |
Mar01 |
001005 |
93.51 |
93.54 |
93.49 |
93.54 |
+0.03 |
9,854 |
80,247 |
+305 |
Jun01 |
001005 |
93.54 |
93.56 |
93.53 |
93.55 |
+0.02 |
2,157 |
35,442 |
+1,617 |
Sep01 |
001005 |
93.58 |
93.58 |
93.55 |
93.57 |
+0.01 |
506 |
17,730 |
+268 |
Dec01 |
001005 |
93.56 |
93.56 |
93.53 |
93.54 |
-0.01 |
373 |
9,112 |
+349 |
Mar02 |
001005 |
93.50 |
93.52 |
93.50 |
93.52 |
-0.01 |
704 |
7,431 |
+562 |
Jun02 |
001005 |
93.48 |
93.49 |
93.48 |
93.49 |
-0.02 |
150 |
4,794 |
+102 |
Sep02 |
001005 |
93.49 |
93.49 |
93.46 |
93.46 |
-0.04 |
61 |
3,232 |
+111 |
Dec02 |
001005 |
93.42 |
93.42 |
93.42 |
93.42 |
-0.04 |
40 |
1,813 |
+0 |
Mar03 |
001005 |
93.41 |
93.41 |
93.40 |
93.40 |
-0.04 |
5 |
1,303 |
+0 |
Total Volume and Open Interest |
46,577 |
386,594 |
+11,412 |
10-Year Aus T-Bonds(SFE) |
Dec00 |
001005 |
93.81 |
93.82 |
93.78 |
93.79 |
-0.01 |
1,222 |
108,205 |
+4,918 |
Mar01 |
001005 |
93.81 |
93.81 |
93.81 |
93.81 |
-0.03 |
|
|
|
Total Volume and Open Interest |
1,222 |
108,205 |
+4,918 |
3-Year Aus T-Bonds(SFE) |
Dec00 |
001005 |
93.86 |
93.89 |
93.85 |
93.88 |
+0.01 |
4,450 |
230,075 |
+27,713 |
Mar01 |
001005 |
93.85 |
93.85 |
93.85 |
93.85 |
+0.01 |
|
|
|
Total Volume and Open Interest |
4,450 |
230,075 |
+27,713 |
Gold(CMX) |
Oct00 |
001005 |
270.0 |
270.6 |
270.0 |
270.6 |
+0.3 |
25 |
27 |
-134 |
Dec00 |
001005 |
274.4 |
274.7 |
272.3 |
273.4 |
+0.2 |
15,465 |
81,190 |
+1,815 |
Feb01 |
001005 |
277.2 |
277.2 |
275.5 |
276.1 |
+0.2 |
670 |
15,265 |
+114 |
Apr01 |
001005 |
277.8 |
279.0 |
277.8 |
278.7 |
+0.3 |
254 |
4,193 |
+65 |
Jun01 |
001005 |
281.0 |
281.2 |
281.0 |
281.2 |
+0.3 |
310 |
8,706 |
-2 |
Aug01 |
001005 |
283.7 |
283.7 |
283.7 |
283.7 |
+0.3 |
0 |
2,424 |
+0 |
Total Volume and Open Interest |
16,873 |
126,652 |
+1,837 |
Silver(CMX) |
Dec00 |
001005 |
494.0 |
495.5 |
493.0 |
493.8 |
+1.5 |
4,781 |
59,274 |
+783 |
Mar01 |
001005 |
501.0 |
501.5 |
500.0 |
500.1 |
+1.4 |
294 |
3,038 |
+11 |
May01 |
001005 |
504.5 |
504.5 |
503.4 |
503.4 |
+1.4 |
4 |
1,237 |
+1 |
Jul01 |
001005 |
506.5 |
506.6 |
506.5 |
506.6 |
+1.4 |
1 |
1,719 |
+1 |
Sep01 |
001005 |
509.7 |
509.7 |
509.7 |
509.7 |
+1.4 |
0 |
2,961 |
+0 |
Total Volume and Open Interest |
5,088 |
73,160 |
+795 |
Platinum(NYM) |
Oct00 |
001005 |
586.5 |
590.3 |
580.0 |
590.3 |
+8.3 |
28 |
304 |
-16 |
Jan01 |
001005 |
564.9 |
574.0 |
564.9 |
570.3 |
+8.3 |
183 |
7,897 |
-22 |
Apr01 |
001005 |
560.3 |
560.3 |
560.3 |
560.3 |
+8.3 |
0 |
1 |
+0 |
Total Volume and Open Interest |
211 |
8,207 |
-38 |
Palladium(NYME) |
Dec00 |
001005 |
744.00 |
745.00 |
737.00 |
744.00 |
+9.85 |
78 |
1,134 |
-42 |
Mar01 |
001005 |
744.00 |
744.00 |
744.00 |
744.00 |
+9.85 |
57 |
749 |
+57 |
Total Volume and Open Interest |
135 |
1,883 |
+15 |
Copper(CMX) |
Dec00 |
001005 |
89.75 |
91.60 |
89.70 |
91.10 |
+1.20 |
5,835 |
46,170 |
-64 |
Mar01 |
001005 |
89.60 |
90.75 |
89.60 |
90.60 |
+0.75 |
959 |
9,367 |
+403 |
May01 |
001005 |
89.60 |
90.25 |
89.60 |
90.20 |
+0.60 |
66 |
1,863 |
+16 |
Jul01 |
001005 |
89.40 |
89.70 |
89.40 |
89.70 |
+0.55 |
35 |
1,562 |
+28 |
Sep01 |
001005 |
89.20 |
89.30 |
89.05 |
89.05 |
+0.50 |
9 |
707 |
+4 |
Total Volume and Open Interest |
8,328 |
77,525 |
+934 |
DJIA Index(CBOT) |
Dec00 |
001005 |
10910 |
10950 |
10815 |
10848 |
-47 |
14,844 |
12,725 |
+682 |
Mar01 |
001005 |
10993 |
10993 |
10993 |
10993 |
-47 |
7 |
35 |
+3 |
Jun01 |
001005 |
11139 |
11139 |
11139 |
11139 |
-47 |
0 |
1 |
+0 |
Total Volume and Open Interest |
14,851 |
12,767 |
+685 |
S & P 500(CME) |
Dec00 |
001005 |
1450.00 |
1462.00 |
1448.00 |
1456.00 |
+5.80 |
71,946 |
396,803 |
+3,849 |
Mar01 |
001005 |
1480.30 |
1482.30 |
1475.00 |
1477.60 |
+5.80 |
80 |
2,417 |
-11 |
Jun01 |
001005 |
1499.20 |
1499.20 |
1499.20 |
1499.20 |
+5.80 |
6 |
1,376 |
-3 |
Sep01 |
001005 |
1521.20 |
1521.20 |
1521.20 |
1521.20 |
+5.80 |
6 |
257 |
+0 |
Total Volume and Open Interest |
72,042 |
400,968 |
+3,835 |
S & P 500 E-Mini(Globex) |
Dec00 |
001005 |
1449.50 |
1462.00 |
1447.25 |
1456.00 |
+5.75 |
101,607 |
27,263 |
-11,393 |
Mar01 |
001005 |
1475.00 |
1477.50 |
1475.00 |
1477.50 |
+5.75 |
0 |
5 |
+0 |
Total Volume and Open Interest |
101,607 |
27,263 |
-11,398 |
NASDAQ 100(CME) |
Dec00 |
001005 |
3455.00 |
3538.00 |
3435.00 |
3482.50 |
+5.00 |
26,101 |
33,552 |
+2,233 |
Mar01 |
001005 |
3500.00 |
3537.50 |
3500.00 |
3537.50 |
unch |
0 |
44 |
+0 |
Jun01 |
001005 |
3585.50 |
3585.50 |
3585.50 |
3585.50 |
unch |
|
|
|
Total Volume and Open Interest |
26,101 |
33,596 |
+2,233 |
NASDAQ 100 E-Mini(GLOBEX) |
Dec00 |
001005 |
3460.5 |
3537.0 |
3431.5 |
3482.5 |
+5.0 |
77,551 |
27,263 |
+2,105 |
Mar01 |
001005 |
3537.5 |
3537.5 |
3525.0 |
3537.5 |
unch |
|
|
|
Total Volume and Open Interest |
77,551 |
27,263 |
+2,105 |
NYSE Composite(NYBOT) |
Dec00 |
001005 |
672.00 |
677.00 |
672.00 |
675.75 |
+3.25 |
372 |
1,393 |
+92 |
Mar01 |
001005 |
685.25 |
685.25 |
685.25 |
685.25 |
+3.25 |
0 |
210 |
+0 |
Jun01 |
001005 |
694.75 |
694.75 |
694.75 |
694.75 |
+3.25 |
0 |
102 |
+0 |
Total Volume and Open Interest |
224 |
3,051 |
+27 |
S & P Midcap 400(CME) |
Dec00 |
001005 |
530.00 |
531.75 |
527.00 |
529.50 |
unch |
103 |
15,154 |
-98 |
Mar01 |
001005 |
535.50 |
535.50 |
535.50 |
535.50 |
unch |
0 |
1 |
+0 |
Jun01 |
001005 |
545.00 |
545.00 |
545.00 |
545.00 |
unch |
0 |
1 |
+0 |
Total Volume and Open Interest |
103 |
15,156 |
-98 |
Russell 2000(CME) |
Dec00 |
001005 |
513.00 |
515.75 |
507.50 |
509.00 |
-4.75 |
2,770 |
12,812 |
+302 |
Mar01 |
001005 |
516.50 |
516.50 |
516.50 |
516.50 |
-4.75 |
|
|
|
Jun01 |
001005 |
524.05 |
524.05 |
524.05 |
524.05 |
-4.75 |
|
|
|
Total Volume and Open Interest |
2,770 |
12,812 |
+302 |
Value Line(KCBT) |
Dec00 |
001005 |
1133.00 |
1139.00 |
1126.00 |
1127.00 |
-6.00 |
43 |
239 |
+10 |
Total Volume and Open Interest |
43 |
240 |
+10 |
Nikkei 225(CME) |
Dec00 |
001005 |
16080 |
16200 |
16050 |
16125 |
-115 |
1,784 |
15,158 |
+1 |
Mar01 |
001005 |
16155 |
16155 |
16130 |
16155 |
-115 |
0 |
9 |
+0 |
Total Volume and Open Interest |
1,784 |
15,167 |
+1 |
Nikkei 225(SIMEX) |
Dec00 |
001005 |
16200 |
16215 |
16050 |
16080 |
-140 |
12,763 |
86,583 |
+304 |
Mar01 |
001005 |
16095 |
16095 |
16095 |
16095 |
-140 |
0 |
3,795 |
+0 |
Jun01 |
001005 |
16085 |
16085 |
16085 |
16085 |
-140 |
0 |
405 |
+0 |
Total Volume and Open Interest |
12,763 |
90,788 |
+304 |
CAC 40(MATIF) |
Oct00 |
001005 |
6346.5 |
6393.0 |
6317.0 |
6356.0 |
+2.5 |
52,059 |
0 |
+0 |
Nov00 |
001005 |
6368.5 |
6417.5 |
6368.5 |
6383.0 |
+5.0 |
223 |
0 |
+0 |
Dec00 |
001005 |
6420.0 |
6434.5 |
6375.0 |
6406.0 |
+37.0 |
2,258 |
0 |
+0 |
Total Volume and Open Interest |
54,682 |
28,785 |
+517 |
DAX Index(EUREX) |
Dec00 |
001005 |
6909.0 |
6978.0 |
6895.5 |
6940.5 |
+47.0 |
36,457 |
155,258 |
-7,343 |
Mar01 |
001005 |
7000.0 |
7064.0 |
7000.0 |
7030.0 |
+48.5 |
210 |
2,139 |
-12 |
Jun01 |
001005 |
7089.0 |
7137.5 |
7085.0 |
7109.0 |
+48.0 |
122 |
1,727 |
+0 |
Total Volume and Open Interest |
36,789 |
159,124 |
-7,355 |
FT-SE 100(LIFFE) |
Dec00 |
001005 |
6390.00 |
6458.00 |
6390.00 |
6437.00 |
+47.50 |
30,904 |
232,127 |
-8,092 |
Mar01 |
001005 |
6482.50 |
6499.50 |
6478.00 |
6495.00 |
+48.50 |
1,450 |
5,864 |
-600 |
Jun01 |
001005 |
6563.00 |
6563.00 |
6563.00 |
6563.00 |
+47.50 |
700 |
2,984 |
+600 |
Total Volume and Open Interest |
33,054 |
240,975 |
-8,092 |
SPI 200(SFE) |
Dec00 |
001005 |
3358.0 |
3358.0 |
3333.0 |
3344.0 |
-9.0 |
10,129 |
115,866 |
+2,365 |
Mar01 |
001005 |
3371.0 |
3371.0 |
3359.0 |
3368.0 |
-10.0 |
113 |
1,226 |
-6 |
Jun01 |
001005 |
3396.0 |
3396.0 |
3396.0 |
3396.0 |
-9.0 |
0 |
174 |
+0 |
Total Volume and Open Interest |
10,242 |
117,266 |
+2,359 |
GSCI(CME) |
Oct00 |
001005 |
239.00 |
239.00 |
236.30 |
236.30 |
-4.80 |
39 |
33,699 |
-27 |
Nov00 |
001005 |
236.30 |
236.30 |
236.30 |
236.30 |
-4.70 |
0 |
1 |
+0 |
Dec00 |
001005 |
237.50 |
237.50 |
237.50 |
237.50 |
-3.50 |
0 |
20 |
+0 |
Total Volume and Open Interest |
39 |
33,720 |
-27 |
Bridge CRB Index(NYBOT) |
Nov00 |
001005 |
227.30 |
227.30 |
226.70 |
226.80 |
-0.60 |
140 |
586 |
+9 |
Jan01 |
001005 |
227.05 |
227.05 |
226.70 |
226.80 |
-0.60 |
5 |
664 |
+2 |
Feb01 |
001005 |
225.30 |
225.30 |
225.30 |
225.30 |
-0.60 |
1 |
351 |
+0 |
Total Volume and Open Interest |
146 |
1,604 |
+11 |
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
|
|