 |
MRCI's Free Historical Futures Prices |
Daily Futures Price Listing Fri October 06, 2000 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Nov00 |
001006 |
484.00 |
488.75 |
484.00 |
485.00 |
unch |
25,431 |
92,626 |
+147 |
Jan01 |
001006 |
494.50 |
499.50 |
494.50 |
495.75 |
+0.25 |
5,153 |
26,150 |
+1,364 |
Mar01 |
001006 |
505.00 |
508.50 |
504.75 |
505.75 |
+0.25 |
1,192 |
20,827 |
+692 |
May01 |
001006 |
513.00 |
515.50 |
512.50 |
513.00 |
-0.50 |
1,786 |
14,233 |
+504 |
Jul01 |
001006 |
520.50 |
522.50 |
519.25 |
520.25 |
+0.50 |
1,273 |
16,073 |
+245 |
Aug01 |
001006 |
522.00 |
522.00 |
519.00 |
519.00 |
+0.50 |
19 |
347 |
+19 |
Sep01 |
001006 |
522.00 |
522.00 |
521.00 |
522.00 |
unch |
1 |
162 |
+0 |
Total Volume and Open Interest |
35,007 |
174,573 |
+3,061 |
Soybean Meal(CBOT) |
Oct00 |
001006 |
170.70 |
171.30 |
169.80 |
170.00 |
-1.10 |
2,898 |
6,877 |
-736 |
Dec00 |
001006 |
169.00 |
169.40 |
167.80 |
167.90 |
-1.00 |
9,897 |
60,557 |
-445 |
Jan01 |
001006 |
168.50 |
169.10 |
167.50 |
167.70 |
-1.00 |
2,294 |
13,936 |
+118 |
Mar01 |
001006 |
169.00 |
169.00 |
168.00 |
168.10 |
-0.60 |
501 |
9,377 |
+169 |
May01 |
001006 |
168.80 |
168.80 |
167.50 |
167.70 |
-0.30 |
795 |
6,722 |
+160 |
Jul01 |
001006 |
170.00 |
170.20 |
169.00 |
169.10 |
-0.40 |
350 |
4,190 |
-15 |
Aug01 |
001006 |
169.00 |
169.20 |
168.10 |
168.10 |
-0.50 |
48 |
866 |
+12 |
Sep01 |
001006 |
169.50 |
169.50 |
168.10 |
168.10 |
+0.10 |
23 |
380 |
+23 |
Total Volume and Open Interest |
16,807 |
103,264 |
-713 |
Soybean Oil(CBOT) |
Oct00 |
001006 |
15.17 |
15.30 |
15.13 |
15.14 |
-0.06 |
2,913 |
1,992 |
+21 |
Dec00 |
001006 |
15.48 |
15.67 |
15.45 |
15.46 |
-0.04 |
6,876 |
66,349 |
-921 |
Jan01 |
001006 |
15.78 |
15.95 |
15.74 |
15.76 |
-0.03 |
1,946 |
19,523 |
+388 |
Mar01 |
001006 |
16.17 |
16.35 |
16.15 |
16.15 |
-0.02 |
1,050 |
15,815 |
+272 |
May01 |
001006 |
16.66 |
16.74 |
16.53 |
16.55 |
-0.02 |
285 |
9,853 |
+145 |
Jul01 |
001006 |
16.97 |
17.10 |
16.95 |
16.95 |
-0.01 |
95 |
7,034 |
+67 |
Aug01 |
001006 |
17.23 |
17.23 |
17.10 |
17.11 |
unch |
12 |
1,439 |
+12 |
Sep01 |
001006 |
17.40 |
17.45 |
17.26 |
17.26 |
+0.01 |
18 |
1,341 |
+18 |
Total Volume and Open Interest |
13,304 |
127,818 |
+16 |
Canola(WCE) |
Nov00 |
001006 |
260.5 |
260.8 |
258.5 |
259.0 |
-0.6 |
4,525 |
32,686 |
-41 |
Jan01 |
001006 |
266.5 |
266.9 |
265.0 |
265.2 |
-0.5 |
2,036 |
25,586 |
+1,398 |
Mar01 |
001006 |
272.0 |
272.2 |
270.5 |
270.6 |
-0.8 |
738 |
8,967 |
+498 |
May01 |
001006 |
275.0 |
275.0 |
275.0 |
275.0 |
-1.5 |
0 |
1,739 |
+0 |
Jul01 |
001006 |
281.7 |
282.0 |
281.1 |
281.1 |
-1.4 |
55 |
1,195 |
+55 |
Total Volume and Open Interest |
7,356 |
70,572 |
+1,912 |
Corn(CBOT) |
Nov00 |
001006 |
198.75 |
201.50 |
198.75 |
199.25 |
-0.25 |
583 |
3,192 |
+120 |
Dec00 |
001006 |
202.50 |
206.00 |
202.25 |
203.25 |
-0.25 |
33,566 |
205,099 |
-1,246 |
Jan01 |
001006 |
207.00 |
209.75 |
207.00 |
207.00 |
unch |
27 |
702 |
+1 |
Mar01 |
001006 |
214.50 |
217.75 |
214.00 |
215.00 |
unch |
6,534 |
88,422 |
+174 |
May01 |
001006 |
221.50 |
225.00 |
221.50 |
222.50 |
unch |
1,454 |
26,259 |
+478 |
Jul01 |
001006 |
228.50 |
231.75 |
228.50 |
229.50 |
unch |
1,664 |
34,236 |
+532 |
Total Volume and Open Interest |
44,392 |
379,225 |
+220 |
Wheat(CBOT) |
Dec00 |
001006 |
267.00 |
270.50 |
266.25 |
268.00 |
+0.75 |
15,817 |
100,540 |
-127 |
Mar01 |
001006 |
284.00 |
287.25 |
283.75 |
284.50 |
+0.25 |
3,670 |
28,864 |
+662 |
May01 |
001006 |
293.50 |
296.75 |
293.50 |
294.75 |
+0.75 |
427 |
2,210 |
+38 |
Jul01 |
001006 |
302.25 |
305.50 |
302.25 |
304.00 |
+0.75 |
1,216 |
14,683 |
+853 |
Sep01 |
001006 |
309.50 |
313.00 |
309.50 |
312.00 |
+1.50 |
58 |
580 |
+32 |
Total Volume and Open Interest |
21,261 |
148,429 |
+1,485 |
Wheat(KCBT) |
Dec00 |
001006 |
315.50 |
320.00 |
315.00 |
318.50 |
+3.00 |
7,042 |
57,722 |
-386 |
Mar01 |
001006 |
328.00 |
332.50 |
327.75 |
332.25 |
+3.75 |
1,936 |
20,957 |
+220 |
May01 |
001006 |
336.00 |
339.00 |
336.00 |
338.50 |
+3.50 |
174 |
2,609 |
+26 |
Jul01 |
001006 |
340.50 |
344.00 |
340.50 |
342.00 |
+1.25 |
850 |
5,696 |
+245 |
Sep01 |
001006 |
346.00 |
346.00 |
346.00 |
346.00 |
+1.25 |
0 |
84 |
+0 |
Total Volume and Open Interest |
10,002 |
87,092 |
+105 |
Wheat(MGE) |
Dec00 |
001006 |
323.25 |
325.50 |
323.25 |
324.25 |
+1.00 |
1,867 |
20,521 |
-335 |
Mar01 |
001006 |
336.25 |
339.25 |
336.25 |
337.75 |
+1.00 |
582 |
6,006 |
-182 |
May01 |
001006 |
347.00 |
347.00 |
345.00 |
345.25 |
+0.75 |
11 |
1,047 |
+3 |
Jul01 |
001006 |
353.50 |
353.50 |
353.50 |
353.50 |
+1.00 |
6 |
360 |
+3 |
Sep01 |
001006 |
359.00 |
359.00 |
359.00 |
359.00 |
unch |
1 |
272 |
+1 |
Total Volume and Open Interest |
2,469 |
28,277 |
-508 |
Oats(CBOT) |
Dec00 |
001006 |
106.25 |
107.25 |
106.25 |
107.25 |
+1.00 |
919 |
11,476 |
+183 |
Mar01 |
001006 |
116.75 |
117.50 |
116.50 |
117.50 |
+1.00 |
187 |
2,493 |
+73 |
May01 |
001006 |
121.75 |
122.25 |
121.75 |
122.25 |
+0.75 |
1 |
206 |
+0 |
Jul01 |
001006 |
125.25 |
125.50 |
125.25 |
125.50 |
+0.50 |
7 |
105 |
+1 |
Total Volume and Open Interest |
1,114 |
14,367 |
+257 |
Rough Rice(CBOT) |
Nov00 |
001006 |
6.28 |
6.34 |
6.22 |
6.28 |
+0.02 |
56 |
1,977 |
-340 |
Jan01 |
001006 |
6.47 |
6.48 |
6.38 |
6.43 |
+0.01 |
186 |
2,954 |
-54 |
Mar01 |
001006 |
6.55 |
6.63 |
6.55 |
6.57 |
+0.02 |
23 |
684 |
-8 |
May01 |
001006 |
6.70 |
6.70 |
6.70 |
6.70 |
+0.01 |
0 |
165 |
+0 |
Total Volume and Open Interest |
265 |
5,781 |
-402 |
Live Cattle(CME) |
Oct00 |
001006 |
69.225 |
69.275 |
68.900 |
68.950 |
-0.325 |
6,612 |
24,665 |
-2,181 |
Dec00 |
001006 |
70.675 |
70.775 |
70.250 |
70.300 |
-0.350 |
7,303 |
56,150 |
+2,360 |
Feb01 |
001006 |
71.800 |
71.850 |
71.300 |
71.350 |
-0.450 |
1,451 |
22,873 |
+476 |
Apr01 |
001006 |
73.375 |
73.400 |
73.025 |
73.100 |
-0.325 |
730 |
13,724 |
+286 |
Jun01 |
001006 |
70.625 |
70.625 |
70.300 |
70.325 |
-0.350 |
232 |
5,467 |
+21 |
Aug01 |
001006 |
70.600 |
70.750 |
70.450 |
70.450 |
-0.250 |
184 |
3,224 |
+86 |
Total Volume and Open Interest |
16,544 |
126,996 |
+1,069 |
Feeder Cattle(CME) |
Oct00 |
001006 |
86.650 |
86.700 |
86.325 |
86.450 |
-0.300 |
565 |
4,140 |
-178 |
Nov00 |
001006 |
87.375 |
87.375 |
86.925 |
86.975 |
-0.425 |
983 |
4,669 |
-95 |
Jan01 |
001006 |
88.200 |
88.225 |
87.750 |
87.775 |
-0.525 |
470 |
4,677 |
+108 |
Mar01 |
001006 |
88.000 |
88.000 |
87.650 |
87.775 |
-0.325 |
128 |
2,051 |
+33 |
Apr01 |
001006 |
88.150 |
88.150 |
87.900 |
87.975 |
-0.375 |
162 |
720 |
+49 |
May01 |
001006 |
87.850 |
87.850 |
87.400 |
87.400 |
-0.450 |
17 |
1,005 |
+6 |
Aug01 |
001006 |
88.000 |
88.075 |
87.700 |
87.700 |
-0.500 |
29 |
299 |
+25 |
Total Volume and Open Interest |
2,354 |
17,561 |
-52 |
Lean Hogs(CME) |
Oct00 |
001006 |
58.350 |
58.450 |
57.500 |
57.550 |
-1.125 |
3,902 |
7,960 |
-2,065 |
Dec00 |
001006 |
53.200 |
53.300 |
52.400 |
52.500 |
-0.925 |
4,800 |
21,919 |
+160 |
Feb01 |
001006 |
53.550 |
53.850 |
53.100 |
53.375 |
-0.500 |
680 |
6,084 |
+16 |
Apr01 |
001006 |
51.750 |
51.750 |
51.100 |
51.375 |
-0.375 |
328 |
2,481 |
+59 |
Jun01 |
001006 |
58.600 |
58.600 |
58.150 |
58.425 |
-0.175 |
36 |
911 |
-11 |
Jul01 |
001006 |
56.250 |
56.425 |
56.250 |
56.425 |
-0.300 |
0 |
238 |
+0 |
Aug01 |
001006 |
54.200 |
54.400 |
54.200 |
54.400 |
+0.025 |
5 |
168 |
+1 |
Oct01 |
001006 |
47.250 |
47.250 |
47.050 |
47.200 |
-0.050 |
1 |
131 |
+0 |
Total Volume and Open Interest |
9,753 |
39,906 |
-1,840 |
Pork Bellies(CME) |
Feb01 |
001006 |
63.600 |
63.700 |
62.600 |
63.375 |
+0.150 |
668 |
1,804 |
+109 |
Mar01 |
001006 |
63.000 |
63.600 |
62.900 |
63.600 |
+0.400 |
17 |
62 |
-2 |
May01 |
001006 |
64.750 |
64.750 |
64.600 |
64.600 |
+0.400 |
8 |
14 |
+2 |
Jul01 |
001006 |
65.350 |
65.350 |
65.350 |
65.350 |
+0.400 |
7 |
11 |
+7 |
Aug01 |
001006 |
64.500 |
64.500 |
64.500 |
64.500 |
+0.200 |
0 |
4 |
+0 |
Total Volume and Open Interest |
700 |
1,895 |
+116 |
Cocoa(NYBOT) |
Dec00 |
001006 |
830 |
833 |
819 |
830 |
-5 |
8,801 |
44,431 |
-1,705 |
Mar01 |
001006 |
862 |
864 |
851 |
860 |
-7 |
2,676 |
20,251 |
+512 |
May01 |
001006 |
881 |
884 |
879 |
883 |
-5 |
686 |
13,430 |
+434 |
Jul01 |
001006 |
905 |
905 |
898 |
905 |
-6 |
74 |
9,542 |
-484 |
Sep01 |
001006 |
924 |
927 |
924 |
927 |
-6 |
105 |
10,663 |
+16 |
Dec01 |
001006 |
958 |
961 |
958 |
961 |
-6 |
174 |
11,121 |
+88 |
Mar02 |
001006 |
995 |
995 |
995 |
995 |
-6 |
44 |
9,615 |
-7 |
Total Volume and Open Interest |
12,636 |
135,221 |
-1,181 |
Coffee "C"(NYBOT) |
Dec00 |
001006 |
79.00 |
80.25 |
78.30 |
79.45 |
+0.75 |
2,511 |
28,873 |
+28 |
Mar01 |
001006 |
84.00 |
84.75 |
83.25 |
84.30 |
+0.70 |
577 |
6,784 |
+37 |
May01 |
001006 |
87.00 |
87.50 |
86.40 |
87.35 |
+0.70 |
113 |
2,631 |
+34 |
Jul01 |
001006 |
90.10 |
90.35 |
90.10 |
90.35 |
+0.70 |
58 |
1,248 |
+10 |
Sep01 |
001006 |
92.65 |
93.35 |
92.65 |
93.35 |
+0.70 |
5 |
1,787 |
+0 |
Dec01 |
001006 |
97.10 |
97.40 |
96.65 |
97.35 |
+0.70 |
10 |
521 |
+10 |
Total Volume and Open Interest |
3,274 |
41,848 |
+119 |
Orange Juice(NYBOT) |
Nov00 |
001006 |
70.40 |
70.45 |
70.30 |
70.40 |
-0.10 |
1,300 |
16,513 |
-383 |
Jan01 |
001006 |
73.10 |
73.20 |
72.90 |
73.10 |
unch |
784 |
7,493 |
+369 |
Mar01 |
001006 |
75.70 |
76.10 |
75.70 |
75.75 |
-0.30 |
1,350 |
6,075 |
+100 |
May01 |
001006 |
78.15 |
78.15 |
78.00 |
78.00 |
-0.30 |
26 |
767 |
-14 |
Jul01 |
001006 |
80.00 |
80.25 |
80.00 |
80.25 |
-0.30 |
0 |
372 |
+0 |
Total Volume and Open Interest |
4,810 |
31,631 |
+72 |
Sugar #11(NYBOT) |
Mar01 |
001006 |
10.03 |
10.11 |
9.97 |
10.08 |
+0.05 |
12,921 |
82,153 |
-802 |
May01 |
001006 |
9.62 |
9.65 |
9.54 |
9.61 |
+0.03 |
1,791 |
12,533 |
+594 |
Jul01 |
001006 |
8.97 |
9.03 |
8.93 |
9.02 |
+0.07 |
4,244 |
19,363 |
+702 |
Oct01 |
001006 |
8.75 |
8.82 |
8.75 |
8.81 |
+0.11 |
2,129 |
14,578 |
+655 |
Mar02 |
001006 |
8.78 |
8.78 |
8.78 |
8.78 |
+0.11 |
639 |
6,372 |
+290 |
Total Volume and Open Interest |
21,724 |
135,740 |
+1,439 |
London Cocoa(LCE) |
Dec00 |
001006 |
640 |
641 |
630 |
632 |
-7 |
4,160 |
54,720 |
-766 |
Mar01 |
001006 |
658 |
660 |
648 |
651 |
-7 |
1,086 |
48,100 |
+261 |
May01 |
001006 |
676 |
676 |
668 |
668 |
-7 |
1,026 |
24,537 |
+355 |
Jul01 |
001006 |
683 |
683 |
683 |
683 |
-7 |
137 |
8,664 |
+78 |
Sep01 |
001006 |
697 |
697 |
697 |
697 |
-7 |
104 |
17,345 |
+0 |
Dec01 |
001006 |
723 |
724 |
723 |
724 |
-7 |
43 |
5,351 |
-10 |
Mar02 |
001006 |
748 |
748 |
748 |
748 |
-7 |
150 |
15,434 |
+0 |
Total Volume and Open Interest |
6,841 |
188,258 |
-82 |
London Coffee(LCE) |
Nov00 |
001006 |
742.00 |
752.00 |
738.00 |
745.00 |
+1.00 |
2,756 |
27,899 |
-891 |
Jan01 |
001006 |
760.00 |
770.00 |
755.00 |
763.00 |
+3.00 |
2,575 |
15,507 |
+927 |
Mar01 |
001006 |
779.00 |
789.00 |
775.00 |
784.00 |
+5.00 |
1,274 |
6,642 |
+860 |
May01 |
001006 |
798.00 |
807.00 |
794.00 |
804.00 |
+6.00 |
176 |
2,938 |
+86 |
Jul01 |
001006 |
815.00 |
824.00 |
815.00 |
824.00 |
+7.00 |
847 |
2,005 |
+750 |
Sep01 |
001006 |
835.00 |
844.00 |
835.00 |
844.00 |
+7.00 |
27 |
398 |
-8 |
Total Volume and Open Interest |
7,955 |
55,689 |
+2,024 |
London Sugar(LCE) |
Oct00 |
000915 |
263.50 |
264.00 |
252.00 |
262.70 |
-0.90 |
2,117 |
1,120 |
-1,892 |
Dec00 |
001006 |
257.10 |
258.60 |
255.10 |
258.60 |
+1.30 |
1,045 |
13,805 |
+523 |
Mar01 |
001006 |
256.40 |
258.20 |
255.00 |
257.80 |
+0.50 |
1,187 |
15,150 |
-90 |
May01 |
001006 |
255.00 |
256.70 |
254.50 |
255.40 |
+0.60 |
244 |
3,025 |
-158 |
Aug01 |
001006 |
251.20 |
251.20 |
251.20 |
251.20 |
+0.40 |
11 |
3,883 |
+0 |
Total Volume and Open Interest |
2,592 |
38,212 |
+325 |
Cotton(NYBOT) |
Oct00 |
001006 |
63.95 |
64.21 |
63.85 |
64.21 |
+0.61 |
21 |
378 |
-21 |
Dec00 |
001006 |
63.99 |
64.22 |
63.65 |
64.18 |
+0.36 |
3,084 |
39,651 |
+82 |
Mar01 |
001006 |
65.55 |
65.95 |
65.50 |
65.92 |
+0.42 |
473 |
11,699 |
+16 |
May01 |
001006 |
66.00 |
66.50 |
65.95 |
66.49 |
+0.47 |
271 |
8,557 |
+76 |
Jul01 |
001006 |
66.75 |
66.90 |
66.75 |
66.89 |
+0.34 |
112 |
3,470 |
+36 |
Oct01 |
001006 |
64.15 |
64.15 |
64.15 |
64.15 |
+0.25 |
0 |
630 |
+0 |
Total Volume and Open Interest |
7,551 |
68,643 |
+269 |
Lumber(CME) |
Nov00 |
001006 |
223.0 |
225.0 |
221.6 |
223.0 |
-2.4 |
272 |
2,500 |
+24 |
Jan01 |
001006 |
236.9 |
238.6 |
236.0 |
236.4 |
-2.3 |
121 |
923 |
+11 |
Mar01 |
001006 |
248.0 |
251.0 |
248.0 |
248.6 |
-1.2 |
11 |
504 |
+1 |
May01 |
001006 |
253.5 |
255.0 |
252.2 |
252.2 |
-0.5 |
9 |
97 |
+2 |
Total Volume and Open Interest |
413 |
4,104 |
+38 |
Crude Oil(NYM) |
Nov00 |
001006 |
30.75 |
30.95 |
30.64 |
30.86 |
+0.33 |
97,911 |
116,469 |
-5,438 |
Dec00 |
001006 |
30.80 |
30.95 |
30.64 |
30.91 |
+0.37 |
62,029 |
92,050 |
+4,447 |
Jan01 |
001006 |
30.72 |
30.82 |
30.50 |
30.75 |
+0.26 |
19,425 |
41,167 |
+3,900 |
Feb01 |
001006 |
30.60 |
30.67 |
30.51 |
30.62 |
+0.20 |
6,316 |
19,575 |
+662 |
Mar01 |
001006 |
30.45 |
30.45 |
30.30 |
30.45 |
+0.17 |
3,291 |
18,219 |
+236 |
Apr01 |
001006 |
30.40 |
30.40 |
30.15 |
30.27 |
+0.15 |
2,246 |
11,895 |
+773 |
May01 |
001006 |
30.00 |
30.05 |
30.00 |
30.05 |
+0.12 |
172 |
9,781 |
+27 |
Jun01 |
001006 |
29.90 |
29.90 |
29.65 |
29.83 |
+0.10 |
4,220 |
28,698 |
-298 |
Jul01 |
001006 |
29.55 |
29.55 |
29.55 |
29.55 |
+0.08 |
913 |
11,356 |
+449 |
Aug01 |
001006 |
29.20 |
29.25 |
29.20 |
29.25 |
+0.06 |
268 |
7,135 |
-91 |
Total Volume and Open Interest |
209,060 |
482,978 |
+7,013 |
Heating Oil(NYM) |
Nov00 |
001006 |
93.80 |
94.00 |
92.65 |
92.94 |
+0.22 |
20,068 |
48,544 |
-2,033 |
Dec00 |
001006 |
93.60 |
93.80 |
92.65 |
93.10 |
+0.51 |
14,201 |
36,296 |
-872 |
Jan01 |
001006 |
92.70 |
93.15 |
92.25 |
92.50 |
+0.56 |
4,801 |
28,665 |
+426 |
Feb01 |
001006 |
91.10 |
91.30 |
90.50 |
90.65 |
+0.61 |
2,781 |
19,805 |
+11 |
Mar01 |
001006 |
87.10 |
87.30 |
86.60 |
86.75 |
+0.61 |
1,917 |
14,457 |
+511 |
Apr01 |
001006 |
83.90 |
84.00 |
83.45 |
83.45 |
+0.61 |
1,160 |
7,488 |
-323 |
May01 |
001006 |
81.00 |
81.00 |
80.25 |
80.70 |
+0.56 |
209 |
4,284 |
-2 |
Jun01 |
001006 |
79.10 |
79.10 |
78.80 |
78.85 |
+0.51 |
284 |
5,483 |
+144 |
Jul01 |
001006 |
78.40 |
78.40 |
77.60 |
78.05 |
+0.51 |
278 |
1,739 |
+152 |
Aug01 |
001006 |
78.10 |
78.50 |
78.10 |
78.10 |
+0.51 |
400 |
1,704 |
+0 |
Total Volume and Open Interest |
46,456 |
174,219 |
-1,923 |
Unleaded Gas(NYM) |
Nov00 |
001006 |
84.25 |
85.20 |
83.70 |
84.50 |
+1.00 |
14,679 |
29,489 |
+1,078 |
Dec00 |
001006 |
83.60 |
83.90 |
82.95 |
83.53 |
+0.66 |
6,030 |
12,308 |
+347 |
Jan01 |
001006 |
83.40 |
83.40 |
82.80 |
83.08 |
+0.36 |
1,332 |
5,089 |
+357 |
Feb01 |
001006 |
83.30 |
83.50 |
83.00 |
83.38 |
+0.21 |
1,457 |
5,601 |
-7 |
Mar01 |
001006 |
84.15 |
84.15 |
84.15 |
84.15 |
+0.13 |
2,315 |
4,329 |
+945 |
Apr01 |
001006 |
89.60 |
89.60 |
89.26 |
89.26 |
+0.09 |
563 |
5,665 |
-164 |
May01 |
001006 |
88.70 |
88.70 |
88.50 |
88.61 |
-0.01 |
293 |
3,587 |
+245 |
Jun01 |
001006 |
88.10 |
88.10 |
87.41 |
87.41 |
-0.06 |
179 |
2,223 |
-23 |
Total Volume and Open Interest |
28,677 |
74,840 |
+2,009 |
Natural Gas(NYM) |
Nov00 |
001006 |
5.110 |
5.120 |
4.980 |
5.008 |
-0.144 |
47,400 |
52,189 |
-413 |
Dec00 |
001006 |
5.200 |
5.220 |
5.080 |
5.113 |
-0.135 |
10,647 |
38,020 |
+548 |
Jan01 |
001006 |
5.170 |
5.170 |
5.060 |
5.085 |
-0.130 |
6,200 |
32,079 |
+400 |
Feb01 |
001006 |
4.950 |
4.965 |
4.870 |
4.881 |
-0.119 |
3,558 |
20,787 |
-264 |
Mar01 |
001006 |
4.725 |
4.735 |
4.645 |
4.658 |
-0.107 |
2,890 |
25,739 |
+14 |
Apr01 |
001006 |
4.480 |
4.490 |
4.420 |
4.429 |
-0.101 |
1,452 |
17,369 |
-110 |
May01 |
001006 |
4.410 |
4.410 |
4.350 |
4.359 |
-0.091 |
843 |
15,936 |
+115 |
Jun01 |
001006 |
4.380 |
4.390 |
4.349 |
4.349 |
-0.091 |
626 |
16,991 |
-42 |
Total Volume and Open Interest |
76,876 |
363,639 |
+1,008 |
Brent Crude Oil(IPE) |
Nov00 |
001006 |
30.10 |
30.22 |
29.85 |
30.10 |
+0.21 |
28,418 |
42,864 |
-7,797 |
Dec00 |
001006 |
30.40 |
30.44 |
30.13 |
30.22 |
+0.09 |
31,749 |
73,707 |
+2,696 |
Jan01 |
001006 |
30.11 |
30.23 |
30.00 |
30.19 |
+0.16 |
9,202 |
35,503 |
+2,372 |
Feb01 |
001006 |
29.89 |
30.01 |
29.75 |
29.93 |
+0.13 |
2,497 |
14,922 |
+615 |
Mar01 |
001006 |
29.60 |
29.63 |
29.40 |
29.59 |
+0.10 |
4,065 |
11,604 |
+697 |
Apr01 |
001006 |
29.30 |
29.30 |
29.24 |
29.27 |
+0.07 |
2,181 |
9,717 |
-112 |
May01 |
001006 |
28.99 |
28.99 |
28.94 |
28.97 |
+0.07 |
1,093 |
5,312 |
+314 |
Jun01 |
001006 |
28.68 |
28.72 |
28.50 |
28.67 |
+0.06 |
794 |
11,945 |
-279 |
Total Volume and Open Interest |
81,079 |
243,760 |
-1,724 |
Gas Oil(IPE) |
Oct00 |
001006 |
289.00 |
291.50 |
289.00 |
290.25 |
+3.00 |
11,289 |
26,430 |
+670 |
Nov00 |
001006 |
285.00 |
287.25 |
283.50 |
284.25 |
+2.00 |
10,893 |
31,012 |
-94 |
Dec00 |
001006 |
283.00 |
283.00 |
279.25 |
281.00 |
+2.00 |
5,367 |
24,449 |
+1,462 |
Jan01 |
001006 |
277.50 |
278.25 |
275.50 |
277.00 |
+2.25 |
3,715 |
13,571 |
+1,315 |
Feb01 |
001006 |
270.50 |
270.50 |
269.00 |
270.25 |
+2.50 |
747 |
5,953 |
-183 |
Mar01 |
001006 |
262.75 |
262.75 |
262.00 |
262.75 |
+2.50 |
300 |
6,090 |
+250 |
Apr01 |
001006 |
254.25 |
254.25 |
254.25 |
254.25 |
+0.75 |
125 |
3,034 |
-75 |
May01 |
001006 |
249.25 |
249.25 |
249.25 |
249.25 |
+1.50 |
44 |
847 |
+0 |
Total Volume and Open Interest |
33,290 |
122,031 |
+3,155 |
US Dollar Index(NYBOT) |
Dec00 |
001006 |
114.57 |
114.75 |
113.99 |
114.60 |
+0.06 |
618 |
4,017 |
-42 |
Mar01 |
001006 |
114.06 |
114.39 |
114.06 |
114.39 |
+0.06 |
619 |
6,030 |
-43 |
Jun01 |
001006 |
114.18 |
114.18 |
114.18 |
114.18 |
+0.06 |
619 |
6,030 |
-43 |
Total Volume and Open Interest |
1,118 |
6,030 |
-43 |
Australian Dollar(IMM) |
Dec00 |
001006 |
53.33 |
53.64 |
53.22 |
53.44 |
-0.12 |
1,251 |
23,970 |
-99 |
Mar01 |
001006 |
53.50 |
53.65 |
53.46 |
53.46 |
-0.12 |
2 |
346 |
-1 |
Jun01 |
001006 |
53.48 |
53.48 |
53.48 |
53.48 |
-0.12 |
0 |
6 |
+0 |
Total Volume and Open Interest |
1,255 |
24,322 |
-100 |
British Pound(IMM) |
Dec00 |
001006 |
144.88 |
145.00 |
144.32 |
144.62 |
-0.20 |
6,498 |
30,302 |
+483 |
Mar01 |
001006 |
145.00 |
145.00 |
144.80 |
144.82 |
-0.20 |
28 |
76 |
+6 |
Jun01 |
001006 |
145.04 |
145.04 |
145.04 |
145.04 |
-0.20 |
0 |
2 |
+0 |
Total Volume and Open Interest |
6,562 |
30,382 |
+491 |
Canadian Dollar(IMM) |
Dec00 |
001006 |
67.09 |
67.12 |
66.61 |
66.66 |
-0.29 |
2,572 |
76,525 |
-393 |
Mar01 |
001006 |
67.30 |
67.30 |
66.78 |
66.82 |
-0.29 |
237 |
1,542 |
+44 |
Jun01 |
001006 |
67.08 |
67.08 |
66.97 |
66.97 |
-0.29 |
250 |
548 |
+88 |
Sep01 |
001006 |
67.30 |
67.30 |
67.11 |
67.11 |
-0.29 |
8 |
156 |
+0 |
Total Volume and Open Interest |
3,103 |
78,802 |
-253 |
Japanese Yen(IMM) |
Dec00 |
001006 |
92.89 |
93.13 |
92.87 |
93.02 |
+0.27 |
15,222 |
65,985 |
+3,963 |
Mar01 |
001006 |
94.36 |
94.46 |
94.36 |
94.45 |
+0.27 |
1 |
182 |
+0 |
Jun01 |
001006 |
95.88 |
95.88 |
95.88 |
95.88 |
+0.27 |
0 |
7 |
+0 |
Total Volume and Open Interest |
15,223 |
66,276 |
+3,963 |
Swiss Franc(IMM) |
Dec00 |
001006 |
57.47 |
57.59 |
57.31 |
57.50 |
unch |
14,821 |
42,503 |
+429 |
Mar01 |
001006 |
57.88 |
57.97 |
57.82 |
57.94 |
unch |
0 |
38 |
+0 |
Jun01 |
001006 |
58.36 |
58.36 |
58.36 |
58.36 |
unch |
0 |
2 |
+0 |
Total Volume and Open Interest |
11,345 |
42,543 |
+429 |
EuroFX(IMM) |
Dec00 |
001006 |
87.38 |
87.42 |
86.95 |
87.09 |
-0.12 |
19,385 |
67,532 |
+846 |
Mar01 |
001006 |
87.68 |
87.72 |
87.38 |
87.44 |
-0.13 |
64 |
795 |
+11 |
Total Volume and Open Interest |
19,449 |
68,327 |
+857 |
Mexican Peso(IMM) |
Dec00 |
001006 |
10370.0 |
10380.0 |
10340.0 |
10353.0 |
+3.0 |
1,906 |
7,430 |
-359 |
Mar01 |
001006 |
10085.0 |
10090.0 |
10085.0 |
10088.0 |
+3.0 |
22 |
3,497 |
+0 |
Total Volume and Open Interest |
3,698 |
11,220 |
-359 |
30-Year T-Bonds(CBOT) |
Dec00 |
001006 |
98~12 |
99~07 |
97~30 |
98~28 |
+0~19 |
163,861 |
373,446 |
+6,741 |
Mar01 |
001006 |
98~05 |
98~30 |
97~30 |
98~27 |
+0~19 |
164 |
3,163 |
+25 |
Jun01 |
001006 |
98~25 |
98~25 |
98~25 |
98~25 |
+0~19 |
0 |
122 |
+0 |
Total Volume and Open Interest |
164,025 |
376,801 |
+6,766 |
Municipal Bonds(CBOT) |
Dec00 |
001006 |
98~02 |
98~12 |
97~20 |
98~10 |
+0~10 |
612 |
19,741 |
+25 |
Total Volume and Open Interest |
612 |
19,741 |
+25 |
10-Year T-Notes(CBOT) |
Dec00 |
001006 |
100~005 |
100~170 |
99~225 |
100~075 |
+0~075 |
146,385 |
551,892 |
+9,740 |
Mar01 |
001006 |
99~280 |
100~090 |
99~250 |
100~085 |
+0~075 |
235 |
8,578 |
+59 |
Total Volume and Open Interest |
146,620 |
560,471 |
+9,799 |
5-Year T-Notes(CBOT) |
Dec00 |
001006 |
100~145 |
100~165 |
100~065 |
100~155 |
+0~015 |
54,884 |
377,982 |
+1,415 |
Mar01 |
001006 |
100~160 |
100~160 |
100~160 |
100~160 |
+0~015 |
0 |
49 |
+0 |
Total Volume and Open Interest |
54,884 |
378,031 |
+1,415 |
2 Year T-Notes(CBOT) |
Dec00 |
001006 |
99~120 |
99~124 |
99~104 |
99~124 |
+0~003 |
3,040 |
50,855 |
-782 |
Total Volume and Open Interest |
3,040 |
50,855 |
-782 |
3-Mth T-Bills(IMM) |
Dec00 |
001006 |
93.90 |
93.90 |
93.88 |
93.90 |
+0.01 |
2 |
1,136 |
+1 |
Total Volume and Open Interest |
6 |
1,145 |
+1 |
Eurodollars(IMM) |
Dec00 |
001006 |
93.265 |
93.265 |
93.235 |
93.260 |
unch |
36,387 |
586,803 |
-308 |
Mar01 |
001006 |
93.430 |
93.435 |
93.370 |
93.425 |
unch |
79,879 |
523,795 |
-8,058 |
Jun01 |
001006 |
93.475 |
93.480 |
93.390 |
93.465 |
unch |
74,503 |
326,847 |
+404 |
Sep01 |
001006 |
93.485 |
93.490 |
93.385 |
93.470 |
-0.010 |
55,709 |
314,126 |
-252 |
Dec01 |
001006 |
93.400 |
93.400 |
93.300 |
93.380 |
-0.010 |
30,558 |
208,091 |
-34 |
Mar02 |
001006 |
93.455 |
93.455 |
93.355 |
93.435 |
-0.010 |
27,766 |
184,544 |
+1,224 |
Jun02 |
001006 |
93.415 |
93.415 |
93.320 |
93.395 |
-0.010 |
19,373 |
132,769 |
+2,841 |
Sep02 |
001006 |
93.385 |
93.385 |
93.295 |
93.370 |
-0.005 |
15,674 |
102,028 |
+24 |
Dec02 |
001006 |
93.290 |
93.290 |
93.200 |
93.280 |
unch |
6,525 |
81,049 |
-1,277 |
Mar03 |
001006 |
93.330 |
93.330 |
93.240 |
93.320 |
unch |
6,628 |
75,489 |
-746 |
Jun03 |
001006 |
93.295 |
93.295 |
93.225 |
93.285 |
unch |
5,186 |
53,356 |
-265 |
Sep03 |
001006 |
93.265 |
93.265 |
93.195 |
93.255 |
unch |
5,778 |
54,082 |
-1,645 |
Total Volume and Open Interest |
398,629 |
3,036,662 |
-9,246 |
3-Mth Euro-Yen(IMM) |
Dec00 |
001006 |
99.51 |
99.51 |
99.50 |
99.51 |
+0.03 |
51 |
14,568 |
-1,604 |
Mar01 |
001006 |
99.52 |
99.52 |
99.51 |
99.51 |
+0.02 |
120 |
16,326 |
-392 |
Jun01 |
001006 |
99.46 |
99.47 |
99.46 |
99.47 |
+0.03 |
382 |
7,242 |
+454 |
Sep01 |
001006 |
99.37 |
99.38 |
99.37 |
99.38 |
+0.02 |
54 |
9,515 |
-348 |
Dec01 |
001006 |
99.26 |
99.27 |
99.26 |
99.27 |
+0.03 |
48 |
5,076 |
+18 |
Mar02 |
001006 |
99.20 |
99.20 |
99.20 |
99.20 |
+0.03 |
518 |
2,894 |
+327 |
Jun02 |
001006 |
99.11 |
99.11 |
99.11 |
99.11 |
+0.03 |
18 |
1,155 |
+528 |
Sep02 |
001006 |
98.97 |
98.97 |
98.97 |
98.97 |
+0.03 |
18 |
54 |
+18 |
Dec02 |
001006 |
98.78 |
98.78 |
98.78 |
98.78 |
+0.03 |
0 |
30 |
+0 |
Mar03 |
001006 |
98.65 |
98.65 |
98.65 |
98.65 |
+0.02 |
|
|
|
Total Volume and Open Interest |
1,209 |
56,860 |
-999 |
3-Mth Euro-Yen(SIMEX) |
Dec00 |
001006 |
99.47 |
99.50 |
99.47 |
99.50 |
+0.03 |
4,183 |
105,148 |
-592 |
Mar01 |
001006 |
99.49 |
99.51 |
99.49 |
99.51 |
+0.03 |
4,964 |
106,728 |
+460 |
Jun01 |
001006 |
99.44 |
99.46 |
99.44 |
99.46 |
+0.02 |
3,455 |
86,743 |
+973 |
Sep01 |
001006 |
99.36 |
99.38 |
99.36 |
99.38 |
+0.03 |
2,089 |
65,397 |
-123 |
Dec01 |
001006 |
99.25 |
99.26 |
99.25 |
99.26 |
+0.03 |
797 |
28,284 |
-1,077 |
Mar02 |
001006 |
99.20 |
99.21 |
99.20 |
99.21 |
+0.03 |
228 |
15,159 |
+37 |
Jun02 |
001006 |
99.09 |
99.11 |
99.09 |
99.11 |
+0.03 |
18 |
7,134 |
-52 |
Sep02 |
001006 |
98.96 |
98.96 |
98.96 |
98.96 |
+0.02 |
0 |
4,788 |
+400 |
Total Volume and Open Interest |
15,734 |
428,319 |
+26 |
German Euro-Bund(EUREX) |
Dec00 |
001006 |
105.12 |
105.29 |
104.96 |
105.28 |
+0.24 |
706,782 |
752,904 |
+988 |
Mar01 |
001006 |
105.24 |
105.36 |
105.05 |
105.36 |
+0.24 |
1,008 |
9,598 |
+1,114 |
Jun01 |
001006 |
105.13 |
105.13 |
105.13 |
105.13 |
+0.21 |
0 |
617 |
+100 |
Total Volume and Open Interest |
707,790 |
763,119 |
+2,202 |
German Euro-Bobl(EUREX) |
Dec00 |
001006 |
103.30 |
103.51 |
103.27 |
103.48 |
+0.17 |
287,310 |
442,202 |
+5,487 |
Mar01 |
001006 |
103.10 |
103.26 |
103.10 |
103.26 |
+0.18 |
432 |
1,732 |
+717 |
Jun01 |
001006 |
103.06 |
103.06 |
103.06 |
103.06 |
+0.17 |
|
|
|
Total Volume and Open Interest |
287,742 |
443,934 |
+6,204 |
Long Gilt(LIFFE) |
Dec00 |
001006 |
113~03 |
113~11 |
113~01 |
113~08 |
+0~05 |
19,049 |
71,572 |
-548 |
Mar01 |
001006 |
112~31 |
112~31 |
112~31 |
112~31 |
+0~06 |
|
|
|
Total Volume and Open Interest |
19,049 |
71,572 |
-548 |
3-Mth Short Sterling(LIFFE) |
Dec00 |
001006 |
93.78 |
93.78 |
93.75 |
93.78 |
+0.01 |
27,197 |
190,308 |
-2,970 |
Mar01 |
001006 |
93.76 |
93.77 |
93.73 |
93.76 |
+0.01 |
19,662 |
192,608 |
+2,229 |
Jun01 |
001006 |
93.73 |
93.75 |
93.70 |
93.74 |
unch |
9,937 |
90,794 |
-1,780 |
Total Volume and Open Interest |
85,385 |
770,522 |
-2,806 |
3-Mth Euribor(LIFFE) |
Dec00 |
001006 |
94.810 |
94.845 |
94.800 |
94.830 |
+0.020 |
141,976 |
324,304 |
+550 |
Mar01 |
001006 |
94.810 |
94.850 |
94.795 |
94.830 |
+0.015 |
127,027 |
256,159 |
+1,116 |
Jun01 |
001006 |
94.790 |
94.835 |
94.775 |
94.810 |
+0.015 |
66,883 |
165,132 |
+2,577 |
Total Volume and Open Interest |
460,825 |
1,258,263 |
+11,231 |
3-Mth Aus T-Bills(SFE) |
Dec00 |
001006 |
93.51 |
93.55 |
93.50 |
93.54 |
unch |
3,247 |
224,802 |
+2,573 |
Mar01 |
001006 |
93.50 |
93.55 |
93.49 |
93.54 |
unch |
3,584 |
81,321 |
+1,074 |
Jun01 |
001006 |
93.52 |
93.58 |
93.52 |
93.56 |
+0.01 |
1,821 |
35,956 |
+514 |
Sep01 |
001006 |
93.56 |
93.59 |
93.56 |
93.58 |
+0.01 |
1,381 |
18,146 |
+416 |
Dec01 |
001006 |
93.55 |
93.56 |
93.54 |
93.54 |
unch |
641 |
9,753 |
+641 |
Mar02 |
001006 |
93.51 |
93.53 |
93.51 |
93.52 |
unch |
661 |
7,852 |
+421 |
Jun02 |
001006 |
93.48 |
93.48 |
93.47 |
93.47 |
-0.02 |
403 |
5,197 |
+403 |
Sep02 |
001006 |
93.42 |
93.42 |
93.42 |
93.42 |
-0.04 |
246 |
3,438 |
+206 |
Dec02 |
001006 |
93.38 |
93.38 |
93.38 |
93.38 |
-0.04 |
200 |
2,013 |
+200 |
Mar03 |
001006 |
93.36 |
93.36 |
93.36 |
93.36 |
-0.04 |
200 |
1,379 |
+76 |
Total Volume and Open Interest |
12,498 |
393,218 |
+6,624 |
10-Year Aus T-Bonds(SFE) |
Dec00 |
001006 |
93.79 |
93.88 |
93.78 |
93.87 |
+0.08 |
1,710 |
100,554 |
-7,651 |
Mar01 |
001006 |
93.83 |
93.83 |
93.83 |
93.83 |
+0.03 |
|
|
|
Total Volume and Open Interest |
1,710 |
100,554 |
-7,651 |
3-Year Aus T-Bonds(SFE) |
Dec00 |
001006 |
93.86 |
93.92 |
93.86 |
93.89 |
+0.01 |
3,741 |
212,840 |
-17,235 |
Mar01 |
001006 |
93.86 |
93.86 |
93.86 |
93.86 |
+0.01 |
|
|
|
Total Volume and Open Interest |
3,741 |
212,840 |
-17,235 |
Gold(CMX) |
Oct00 |
001006 |
269.8 |
270.2 |
269.3 |
269.3 |
-1.3 |
11 |
16 |
-11 |
Dec00 |
001006 |
273.4 |
273.6 |
271.6 |
272.1 |
-1.3 |
16,472 |
83,625 |
+2,435 |
Feb01 |
001006 |
276.4 |
276.4 |
274.0 |
274.8 |
-1.3 |
82 |
15,215 |
-50 |
Apr01 |
001006 |
278.2 |
278.2 |
277.2 |
277.4 |
-1.3 |
78 |
4,324 |
+131 |
Jun01 |
001006 |
281.0 |
281.0 |
279.9 |
279.9 |
-1.3 |
22 |
8,708 |
+2 |
Aug01 |
001006 |
282.4 |
282.4 |
282.4 |
282.4 |
-1.3 |
0 |
2,424 |
+0 |
Total Volume and Open Interest |
16,818 |
129,091 |
+2,439 |
Silver(CMX) |
Dec00 |
001006 |
493.0 |
495.5 |
491.0 |
492.8 |
-1.0 |
3,392 |
59,512 |
+238 |
Mar01 |
001006 |
499.0 |
500.5 |
499.0 |
499.2 |
-0.9 |
834 |
3,684 |
+646 |
May01 |
001006 |
502.5 |
502.5 |
502.5 |
502.5 |
-0.9 |
1 |
1,238 |
+1 |
Jul01 |
001006 |
505.7 |
505.7 |
505.7 |
505.7 |
-0.9 |
6 |
1,717 |
-2 |
Sep01 |
001006 |
508.8 |
508.8 |
508.8 |
508.8 |
-0.9 |
0 |
2,961 |
+0 |
Total Volume and Open Interest |
4,245 |
74,038 |
+878 |
Platinum(NYM) |
Oct00 |
001006 |
590.5 |
590.5 |
585.8 |
585.8 |
-4.5 |
10 |
309 |
+5 |
Jan01 |
001006 |
573.0 |
574.5 |
570.5 |
570.8 |
+0.5 |
453 |
7,954 |
+57 |
Apr01 |
001006 |
560.8 |
560.8 |
560.8 |
560.8 |
+0.5 |
0 |
1 |
+0 |
Total Volume and Open Interest |
463 |
8,269 |
+62 |
Palladium(NYME) |
Dec00 |
001006 |
749.00 |
749.00 |
740.00 |
740.85 |
-3.15 |
46 |
1,138 |
+4 |
Mar01 |
001006 |
740.85 |
740.85 |
740.85 |
740.85 |
-3.15 |
0 |
749 |
+0 |
Total Volume and Open Interest |
46 |
1,887 |
+4 |
Copper(CMX) |
Dec00 |
001006 |
90.80 |
90.85 |
90.20 |
90.60 |
-0.50 |
8,102 |
45,717 |
-453 |
Mar01 |
001006 |
90.30 |
90.30 |
89.70 |
89.90 |
-0.70 |
947 |
9,312 |
-55 |
May01 |
001006 |
89.85 |
89.85 |
89.30 |
89.50 |
-0.70 |
58 |
1,851 |
-12 |
Jul01 |
001006 |
89.30 |
89.40 |
89.00 |
89.00 |
-0.70 |
23 |
1,574 |
+12 |
Sep01 |
001006 |
88.90 |
88.90 |
88.35 |
88.35 |
-0.70 |
7 |
709 |
+2 |
Total Volume and Open Interest |
9,686 |
76,872 |
-653 |
DJIA Index(CBOT) |
Dec00 |
001006 |
10870 |
10890 |
10615 |
10723 |
-125 |
11,170 |
13,080 |
+355 |
Mar01 |
001006 |
10985 |
11015 |
10780 |
10866 |
-127 |
0 |
33 |
-2 |
Jun01 |
001006 |
11010 |
11010 |
11010 |
11010 |
-129 |
0 |
1 |
+0 |
Total Volume and Open Interest |
11,170 |
13,120 |
+353 |
S & P 500(CME) |
Dec00 |
001006 |
1454.50 |
1460.50 |
1412.00 |
1426.80 |
-29.20 |
52,748 |
397,373 |
+570 |
Mar01 |
001006 |
1462.00 |
1462.00 |
1445.00 |
1447.80 |
-29.80 |
185 |
2,448 |
+31 |
Jun01 |
001006 |
1469.10 |
1469.10 |
1469.10 |
1469.10 |
-30.10 |
0 |
1,376 |
+0 |
Sep01 |
001006 |
1500.20 |
1500.20 |
1480.00 |
1490.80 |
-30.40 |
0 |
257 |
+0 |
Total Volume and Open Interest |
52,933 |
401,569 |
+601 |
S & P 500 E-Mini(Globex) |
Dec00 |
001006 |
1456.00 |
1460.50 |
1411.50 |
1426.75 |
-29.25 |
92,232 |
43,395 |
+16,132 |
Mar01 |
001006 |
1497.75 |
1497.75 |
1497.75 |
1497.75 |
+20.25 |
1 |
6 |
+1 |
Total Volume and Open Interest |
2,613 |
|
|
NASDAQ 100(CME) |
Dec00 |
001006 |
3477.00 |
3515.00 |
3297.00 |
3357.50 |
-125.00 |
15,944 |
32,194 |
-1,358 |
Mar01 |
001006 |
3412.50 |
3412.50 |
3411.50 |
3412.50 |
-125.00 |
5 |
46 |
+2 |
Jun01 |
001006 |
3460.50 |
3460.50 |
3459.50 |
3460.50 |
-125.00 |
|
|
|
Total Volume and Open Interest |
15,949 |
32,240 |
-1,356 |
NASDAQ 100 E-Mini(GLOBEX) |
Dec00 |
001006 |
3479.5 |
3515.0 |
3298.0 |
3357.5 |
-125.0 |
69,864 |
27,820 |
+557 |
Mar01 |
001006 |
3412.5 |
3412.5 |
3381.5 |
3412.5 |
-125.0 |
|
|
|
Total Volume and Open Interest |
69,864 |
27,820 |
+557 |
NYSE Composite(NYBOT) |
Dec00 |
001006 |
675.00 |
676.00 |
658.50 |
663.15 |
-12.60 |
250 |
1,267 |
-126 |
Mar01 |
001006 |
672.65 |
672.65 |
672.65 |
672.65 |
-12.60 |
0 |
210 |
+0 |
Jun01 |
001006 |
682.15 |
682.15 |
682.15 |
682.15 |
-12.60 |
0 |
102 |
+0 |
Total Volume and Open Interest |
201 |
3,077 |
+26 |
S & P Midcap 400(CME) |
Dec00 |
001006 |
529.50 |
532.00 |
515.50 |
517.50 |
-12.00 |
851 |
15,105 |
-49 |
Mar01 |
001006 |
523.50 |
523.50 |
523.50 |
523.50 |
-12.00 |
0 |
1 |
+0 |
Jun01 |
001006 |
533.00 |
533.00 |
533.00 |
533.00 |
-12.00 |
0 |
1 |
+0 |
Total Volume and Open Interest |
851 |
15,107 |
-49 |
Russell 2000(CME) |
Dec00 |
001006 |
508.00 |
508.90 |
494.00 |
495.25 |
-13.75 |
1,190 |
13,094 |
+282 |
Mar01 |
001006 |
502.75 |
502.75 |
502.75 |
502.75 |
-13.75 |
|
|
|
Jun01 |
001006 |
510.30 |
510.30 |
510.30 |
510.30 |
-13.75 |
|
|
|
Total Volume and Open Interest |
1,190 |
13,094 |
+282 |
Value Line(KCBT) |
Dec00 |
001006 |
1131.00 |
1131.00 |
1103.00 |
1104.50 |
-22.50 |
21 |
219 |
-20 |
Total Volume and Open Interest |
21 |
219 |
-21 |
Nikkei 225(CME) |
Dec00 |
001006 |
16100 |
16110 |
15830 |
15860 |
-265 |
961 |
14,772 |
-386 |
Mar01 |
001006 |
15750 |
15890 |
15750 |
15890 |
-265 |
0 |
9 |
+0 |
Total Volume and Open Interest |
961 |
14,781 |
-386 |
Nikkei 225(SIMEX) |
Dec00 |
001006 |
16060 |
16105 |
15900 |
16010 |
-70 |
11,177 |
86,672 |
+89 |
Mar01 |
001006 |
16025 |
16025 |
16025 |
16025 |
-70 |
0 |
3,795 |
+0 |
Jun01 |
001006 |
16015 |
16015 |
16015 |
16015 |
-70 |
0 |
405 |
+0 |
Total Volume and Open Interest |
11,177 |
90,877 |
+89 |
CAC 40(MATIF) |
Oct00 |
001006 |
6355.0 |
6380.0 |
6185.5 |
6230.0 |
-126.0 |
44,073 |
0 |
+0 |
Nov00 |
001006 |
6382.5 |
6402.5 |
6280.5 |
6280.5 |
-102.5 |
466 |
0 |
+0 |
Dec00 |
001006 |
6402.0 |
6422.0 |
6300.0 |
6303.5 |
-102.5 |
660 |
0 |
+0 |
Total Volume and Open Interest |
45,297 |
28,277 |
-508 |
DAX Index(EUREX) |
Dec00 |
001006 |
6960.0 |
6987.0 |
6770.0 |
6793.5 |
-147.0 |
37,761 |
152,751 |
-2,507 |
Mar01 |
001006 |
7030.0 |
7064.0 |
6870.0 |
6882.0 |
-148.0 |
210 |
2,244 |
+105 |
Jun01 |
001006 |
7099.0 |
7144.0 |
6960.5 |
6960.5 |
-148.5 |
114 |
1,843 |
+116 |
Total Volume and Open Interest |
38,085 |
156,838 |
-2,286 |
FT-SE 100(LIFFE) |
Dec00 |
001006 |
6415.00 |
6471.00 |
6393.50 |
6415.00 |
-22.00 |
31,154 |
234,040 |
+1,913 |
Mar01 |
001006 |
6509.00 |
6509.00 |
6473.00 |
6473.00 |
-22.00 |
12 |
5,852 |
-12 |
Jun01 |
001006 |
6541.00 |
6541.00 |
6541.00 |
6541.00 |
-22.00 |
0 |
2,984 |
+0 |
Total Volume and Open Interest |
31,166 |
242,876 |
+1,901 |
SPI 200(SFE) |
Dec00 |
001006 |
3334.0 |
3335.0 |
3315.0 |
3333.0 |
-11.0 |
10,684 |
120,295 |
+4,429 |
Mar01 |
001006 |
3339.0 |
3357.0 |
3339.0 |
3357.0 |
-11.0 |
184 |
1,354 |
+128 |
Jun01 |
001006 |
3385.0 |
3385.0 |
3385.0 |
3385.0 |
-11.0 |
0 |
174 |
+0 |
Total Volume and Open Interest |
10,868 |
121,823 |
+4,557 |
GSCI(CME) |
Oct00 |
001006 |
237.35 |
237.40 |
236.00 |
237.10 |
+0.80 |
109 |
33,645 |
-54 |
Nov00 |
001006 |
237.75 |
237.75 |
237.60 |
237.60 |
+1.30 |
0 |
1 |
+0 |
Dec00 |
001006 |
238.50 |
238.50 |
238.50 |
238.50 |
+1.00 |
0 |
20 |
+0 |
Total Volume and Open Interest |
109 |
33,666 |
-54 |
Bridge CRB Index(NYBOT) |
Nov00 |
001006 |
226.70 |
226.85 |
226.00 |
226.30 |
-0.50 |
130 |
573 |
-13 |
Jan01 |
001006 |
227.00 |
227.00 |
226.50 |
226.50 |
-0.30 |
5 |
666 |
+2 |
Feb01 |
001006 |
225.20 |
225.20 |
225.20 |
225.20 |
-0.10 |
0 |
351 |
+0 |
Total Volume and Open Interest |
135 |
1,593 |
-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. |
|
|