 |
MRCI's Free Historical Futures Prices |
Daily Futures Price Listing Mon October 09, 2000 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Nov00 |
001009 |
483.00 |
485.00 |
482.50 |
483.00 |
-2.00 |
25,305 |
92,811 |
+185 |
Jan01 |
001009 |
494.00 |
495.50 |
493.25 |
493.75 |
-2.00 |
4,432 |
28,266 |
+2,116 |
Mar01 |
001009 |
503.00 |
505.00 |
502.75 |
503.00 |
-2.75 |
1,684 |
21,079 |
+252 |
May01 |
001009 |
511.50 |
512.50 |
510.00 |
510.75 |
-2.25 |
1,153 |
14,210 |
-23 |
Jul01 |
001009 |
519.00 |
520.00 |
517.00 |
517.25 |
-3.00 |
1,284 |
16,592 |
+519 |
Aug01 |
001009 |
519.00 |
519.00 |
516.00 |
516.50 |
-2.50 |
6 |
353 |
+6 |
Sep01 |
001009 |
522.00 |
522.00 |
520.00 |
520.00 |
-2.00 |
5 |
160 |
-2 |
Total Volume and Open Interest |
34,045 |
177,615 |
+3,042 |
Soybean Meal(CBOT) |
Oct00 |
001009 |
169.50 |
169.50 |
168.50 |
168.80 |
-1.20 |
2,962 |
5,867 |
-1,010 |
Dec00 |
001009 |
167.00 |
167.40 |
166.50 |
166.90 |
-1.00 |
10,274 |
60,599 |
+42 |
Jan01 |
001009 |
167.20 |
167.30 |
166.50 |
166.80 |
-0.90 |
3,013 |
15,068 |
+1,132 |
Mar01 |
001009 |
167.50 |
167.50 |
166.80 |
167.20 |
-0.90 |
1,317 |
9,610 |
+233 |
May01 |
001009 |
167.30 |
167.60 |
167.00 |
167.50 |
-0.20 |
536 |
6,785 |
+63 |
Jul01 |
001009 |
169.00 |
169.20 |
168.30 |
169.00 |
-0.10 |
507 |
4,205 |
+15 |
Aug01 |
001009 |
169.00 |
169.00 |
168.30 |
169.00 |
+0.90 |
11 |
869 |
+3 |
Sep01 |
001009 |
169.00 |
169.00 |
168.50 |
169.00 |
+0.90 |
10 |
387 |
+7 |
Total Volume and Open Interest |
18,634 |
103,750 |
+486 |
Soybean Oil(CBOT) |
Oct00 |
001009 |
15.10 |
15.15 |
15.10 |
15.12 |
-0.02 |
2,931 |
1,871 |
-121 |
Dec00 |
001009 |
15.39 |
15.53 |
15.38 |
15.43 |
-0.03 |
9,002 |
65,412 |
-937 |
Jan01 |
001009 |
15.74 |
15.82 |
15.73 |
15.73 |
-0.03 |
2,136 |
19,836 |
+313 |
Mar01 |
001009 |
16.15 |
16.21 |
16.13 |
16.13 |
-0.02 |
1,473 |
16,030 |
+215 |
May01 |
001009 |
16.53 |
16.59 |
16.52 |
16.52 |
-0.03 |
404 |
10,129 |
+276 |
Jul01 |
001009 |
16.93 |
16.98 |
16.90 |
16.90 |
-0.05 |
125 |
7,133 |
+99 |
Aug01 |
001009 |
17.15 |
17.15 |
17.03 |
17.03 |
-0.08 |
7 |
1,446 |
+7 |
Sep01 |
001009 |
17.31 |
17.31 |
17.20 |
17.20 |
-0.06 |
11 |
1,352 |
+11 |
Total Volume and Open Interest |
16,131 |
127,707 |
-111 |
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 |
001009 |
198.25 |
198.25 |
197.25 |
197.50 |
-1.75 |
118 |
3,157 |
-35 |
Dec00 |
001009 |
202.50 |
202.75 |
201.00 |
201.50 |
-1.75 |
41,771 |
205,287 |
+188 |
Jan01 |
001009 |
206.00 |
207.00 |
205.00 |
205.25 |
-1.75 |
104 |
678 |
-24 |
Mar01 |
001009 |
213.50 |
214.25 |
212.75 |
213.00 |
-2.00 |
7,781 |
90,949 |
+2,527 |
May01 |
001009 |
221.50 |
221.75 |
220.00 |
220.75 |
-1.75 |
1,169 |
26,417 |
+158 |
Jul01 |
001009 |
228.00 |
228.75 |
227.00 |
227.25 |
-2.25 |
1,270 |
34,500 |
+264 |
Total Volume and Open Interest |
53,095 |
382,586 |
+3,361 |
Wheat(CBOT) |
Dec00 |
001009 |
267.50 |
268.00 |
264.50 |
267.25 |
-0.75 |
12,494 |
100,033 |
-507 |
Mar01 |
001009 |
284.00 |
284.75 |
282.00 |
284.25 |
-0.25 |
3,164 |
29,132 |
+268 |
May01 |
001009 |
294.50 |
294.50 |
292.00 |
294.00 |
-0.75 |
128 |
2,074 |
-136 |
Jul01 |
001009 |
303.00 |
303.50 |
300.25 |
303.25 |
-0.75 |
336 |
14,683 |
+0 |
Sep01 |
001009 |
311.00 |
311.00 |
311.00 |
311.00 |
-1.00 |
37 |
614 |
+34 |
Total Volume and Open Interest |
16,234 |
148,121 |
-308 |
Wheat(KCBT) |
Dec00 |
001009 |
317.50 |
319.50 |
316.50 |
318.50 |
unch |
6,182 |
58,005 |
+283 |
Mar01 |
001009 |
331.50 |
332.75 |
329.75 |
332.00 |
-0.25 |
1,721 |
21,395 |
+438 |
May01 |
001009 |
337.50 |
339.00 |
337.00 |
339.00 |
+0.50 |
100 |
2,642 |
+33 |
Jul01 |
001009 |
341.50 |
344.00 |
341.50 |
343.50 |
+1.50 |
97 |
5,648 |
-48 |
Sep01 |
001009 |
347.50 |
347.50 |
348.00 |
347.50 |
+1.50 |
0 |
84 |
+0 |
Total Volume and Open Interest |
8,100 |
87,795 |
+703 |
Wheat(MGE) |
Dec00 |
001009 |
323.50 |
325.00 |
323.00 |
324.25 |
unch |
911 |
19,888 |
-633 |
Mar01 |
001009 |
337.50 |
338.75 |
337.50 |
337.50 |
-0.25 |
131 |
5,969 |
-37 |
May01 |
001009 |
345.50 |
346.00 |
345.00 |
346.00 |
+0.75 |
50 |
1,057 |
+10 |
Jul01 |
001009 |
354.00 |
354.50 |
353.00 |
354.25 |
+0.75 |
0 |
360 |
+0 |
Sep01 |
001009 |
359.75 |
359.75 |
359.75 |
359.75 |
+0.75 |
0 |
272 |
+0 |
Total Volume and Open Interest |
1,092 |
27,617 |
-660 |
Oats(CBOT) |
Dec00 |
001009 |
106.75 |
107.25 |
106.50 |
107.00 |
-0.25 |
626 |
10,742 |
-734 |
Mar01 |
001009 |
117.50 |
117.50 |
116.75 |
117.00 |
-0.50 |
69 |
2,249 |
-244 |
May01 |
001009 |
122.25 |
122.25 |
122.25 |
122.25 |
unch |
6 |
206 |
+0 |
Jul01 |
001009 |
125.25 |
125.25 |
125.25 |
125.25 |
-0.25 |
4 |
109 |
+4 |
Total Volume and Open Interest |
705 |
13,393 |
-974 |
Rough Rice(CBOT) |
Nov00 |
001009 |
6.28 |
6.44 |
6.28 |
6.44 |
+0.16 |
261 |
2,000 |
+23 |
Jan01 |
001009 |
6.43 |
6.59 |
6.43 |
6.57 |
+0.14 |
228 |
3,068 |
+114 |
Mar01 |
001009 |
6.60 |
6.72 |
6.59 |
6.71 |
+0.14 |
30 |
701 |
+17 |
May01 |
001009 |
6.75 |
6.86 |
6.75 |
6.86 |
+0.16 |
0 |
165 |
+0 |
Total Volume and Open Interest |
519 |
5,935 |
+154 |
Live Cattle(CME) |
Oct00 |
001009 |
69.200 |
69.400 |
69.050 |
69.325 |
+0.375 |
5,542 |
20,263 |
-4,402 |
Dec00 |
001009 |
70.400 |
70.725 |
70.275 |
70.700 |
+0.400 |
5,388 |
57,548 |
+1,398 |
Feb01 |
001009 |
71.500 |
71.750 |
71.400 |
71.700 |
+0.350 |
1,524 |
23,279 |
+406 |
Apr01 |
001009 |
73.250 |
73.350 |
73.150 |
73.300 |
+0.200 |
654 |
13,908 |
+184 |
Jun01 |
001009 |
70.450 |
70.550 |
70.350 |
70.450 |
+0.125 |
251 |
5,586 |
+119 |
Aug01 |
001009 |
70.525 |
70.850 |
70.525 |
70.800 |
+0.350 |
195 |
3,282 |
+58 |
Total Volume and Open Interest |
13,583 |
124,788 |
-2,208 |
Feeder Cattle(CME) |
Oct00 |
001009 |
86.550 |
86.900 |
86.450 |
86.725 |
+0.275 |
442 |
4,069 |
-71 |
Nov00 |
001009 |
87.100 |
87.450 |
87.000 |
87.325 |
+0.350 |
560 |
4,656 |
-13 |
Jan01 |
001009 |
87.950 |
88.200 |
87.900 |
88.150 |
+0.375 |
318 |
4,706 |
+29 |
Mar01 |
001009 |
87.850 |
88.075 |
87.750 |
87.925 |
+0.150 |
74 |
2,076 |
+25 |
Apr01 |
001009 |
88.000 |
88.150 |
87.975 |
88.025 |
+0.050 |
46 |
724 |
+4 |
May01 |
001009 |
87.475 |
87.750 |
87.475 |
87.725 |
+0.325 |
24 |
1,018 |
+13 |
Aug01 |
001009 |
87.975 |
88.000 |
87.925 |
87.925 |
+0.225 |
10 |
295 |
-4 |
Total Volume and Open Interest |
1,474 |
17,544 |
-17 |
Lean Hogs(CME) |
Oct00 |
001009 |
57.150 |
57.250 |
56.750 |
56.850 |
-0.700 |
2,783 |
7,496 |
-464 |
Dec00 |
001009 |
52.300 |
53.000 |
52.150 |
52.600 |
+0.100 |
3,421 |
22,431 |
+512 |
Feb01 |
001009 |
53.050 |
53.600 |
52.875 |
53.375 |
unch |
589 |
6,289 |
+205 |
Apr01 |
001009 |
51.200 |
51.850 |
51.100 |
51.450 |
+0.075 |
134 |
2,519 |
+38 |
Jun01 |
001009 |
58.400 |
58.450 |
58.150 |
58.225 |
-0.200 |
32 |
917 |
+6 |
Jul01 |
001009 |
56.250 |
56.400 |
56.150 |
56.150 |
-0.275 |
4 |
240 |
+2 |
Aug01 |
001009 |
54.300 |
54.500 |
54.300 |
54.500 |
+0.100 |
2 |
170 |
+2 |
Oct01 |
001009 |
47.075 |
47.075 |
47.050 |
47.075 |
-0.125 |
2 |
131 |
+0 |
Total Volume and Open Interest |
6,967 |
40,207 |
+301 |
Pork Bellies(CME) |
Feb01 |
001009 |
63.000 |
63.100 |
62.150 |
62.950 |
-0.425 |
252 |
1,834 |
+30 |
Mar01 |
001009 |
62.800 |
63.300 |
62.550 |
63.150 |
-0.450 |
11 |
67 |
+5 |
May01 |
001009 |
64.500 |
64.500 |
64.200 |
64.450 |
-0.150 |
4 |
15 |
+1 |
Jul01 |
001009 |
65.150 |
65.150 |
65.150 |
65.150 |
-0.200 |
2 |
13 |
+2 |
Aug01 |
001009 |
64.500 |
64.500 |
64.500 |
64.500 |
unch |
0 |
4 |
+0 |
Total Volume and Open Interest |
269 |
1,933 |
+38 |
Cocoa(NYBOT) |
Dec00 |
001009 |
825 |
825 |
815 |
816 |
-14 |
3,272 |
43,901 |
-530 |
Mar01 |
001009 |
852 |
853 |
847 |
848 |
-12 |
687 |
20,051 |
-200 |
May01 |
001009 |
870 |
877 |
870 |
870 |
-13 |
701 |
13,901 |
+471 |
Jul01 |
001009 |
895 |
895 |
893 |
893 |
-12 |
519 |
9,786 |
+244 |
Sep01 |
001009 |
922 |
922 |
916 |
916 |
-11 |
45 |
10,650 |
-13 |
Dec01 |
001009 |
950 |
950 |
950 |
950 |
-11 |
43 |
11,078 |
-43 |
Mar02 |
001009 |
984 |
984 |
984 |
984 |
-11 |
0 |
9,615 |
+0 |
Total Volume and Open Interest |
6,268 |
136,151 |
+930 |
Coffee "C"(NYBOT) |
Dec00 |
001009 |
79.25 |
80.00 |
79.10 |
79.95 |
+0.50 |
3,724 |
28,842 |
-31 |
Mar01 |
001009 |
84.30 |
84.75 |
84.00 |
84.75 |
+0.45 |
374 |
6,742 |
-42 |
May01 |
001009 |
87.35 |
87.70 |
87.35 |
87.70 |
+0.35 |
102 |
2,739 |
+108 |
Jul01 |
001009 |
90.70 |
90.70 |
90.70 |
90.70 |
+0.35 |
56 |
1,268 |
+20 |
Sep01 |
001009 |
93.20 |
93.70 |
93.20 |
93.70 |
+0.35 |
7 |
1,792 |
+5 |
Dec01 |
001009 |
97.00 |
97.70 |
96.95 |
97.70 |
+0.35 |
32 |
551 |
+30 |
Total Volume and Open Interest |
4,297 |
41,940 |
+92 |
Orange Juice(NYBOT) |
Nov00 |
001009 |
70.30 |
71.25 |
70.30 |
70.80 |
+0.40 |
1,024 |
16,261 |
-252 |
Jan01 |
001009 |
73.15 |
73.80 |
73.10 |
73.75 |
+0.65 |
680 |
7,941 |
+448 |
Mar01 |
001009 |
76.10 |
76.50 |
76.10 |
76.30 |
+0.55 |
94 |
6,138 |
+63 |
May01 |
001009 |
78.50 |
78.55 |
78.50 |
78.55 |
+0.55 |
4 |
770 |
+3 |
Jul01 |
001009 |
80.80 |
80.80 |
80.80 |
80.80 |
+0.55 |
15 |
387 |
+15 |
Total Volume and Open Interest |
3,317 |
31,908 |
+277 |
Sugar #11(NYBOT) |
Mar01 |
001009 |
10.10 |
10.48 |
10.08 |
10.46 |
+0.38 |
5,573 |
82,017 |
-136 |
May01 |
001009 |
9.67 |
9.98 |
9.64 |
9.95 |
+0.34 |
585 |
12,562 |
+29 |
Jul01 |
001009 |
9.04 |
9.29 |
9.03 |
9.28 |
+0.26 |
761 |
19,587 |
+224 |
Oct01 |
001009 |
8.81 |
9.05 |
8.81 |
9.05 |
+0.24 |
252 |
14,620 |
+42 |
Mar02 |
001009 |
9.00 |
9.02 |
9.00 |
9.02 |
+0.24 |
25 |
6,367 |
-5 |
Total Volume and Open Interest |
7,196 |
135,894 |
+154 |
London Cocoa(LCE) |
Dec00 |
001009 |
635 |
635 |
623 |
629 |
-3 |
2,580 |
53,948 |
-772 |
Mar01 |
001009 |
643 |
650 |
641 |
648 |
-3 |
562 |
48,275 |
+175 |
May01 |
001009 |
663 |
666 |
663 |
665 |
-3 |
766 |
25,057 |
+520 |
Jul01 |
001009 |
683 |
683 |
680 |
680 |
-3 |
0 |
8,643 |
-21 |
Sep01 |
001009 |
695 |
695 |
694 |
694 |
-3 |
0 |
17,345 |
+0 |
Dec01 |
001009 |
721 |
721 |
721 |
721 |
-3 |
1 |
5,351 |
+0 |
Mar02 |
001009 |
745 |
745 |
745 |
745 |
-3 |
0 |
15,434 |
+0 |
Total Volume and Open Interest |
3,909 |
188,160 |
-98 |
London Coffee(LCE) |
Nov00 |
001009 |
744.00 |
749.00 |
742.00 |
746.00 |
+1.00 |
2,511 |
27,719 |
-180 |
Jan01 |
001009 |
760.00 |
766.00 |
760.00 |
764.00 |
+1.00 |
2,918 |
15,719 |
+212 |
Mar01 |
001009 |
784.00 |
787.00 |
782.00 |
785.00 |
+1.00 |
577 |
6,809 |
+167 |
May01 |
001009 |
807.00 |
807.00 |
805.00 |
805.00 |
+1.00 |
562 |
3,384 |
+446 |
Jul01 |
001009 |
825.00 |
825.00 |
825.00 |
825.00 |
+1.00 |
8 |
2,010 |
+5 |
Sep01 |
001009 |
845.00 |
845.00 |
845.00 |
845.00 |
+1.00 |
5 |
400 |
+2 |
Total Volume and Open Interest |
6,581 |
56,341 |
+652 |
London Sugar(LCE) |
Oct00 |
000915 |
263.50 |
264.00 |
252.00 |
262.70 |
-0.90 |
2,117 |
1,120 |
-1,892 |
Dec00 |
001009 |
258.60 |
265.00 |
258.50 |
264.80 |
+6.20 |
943 |
13,518 |
-287 |
Mar01 |
001009 |
257.60 |
264.50 |
257.50 |
263.80 |
+6.00 |
556 |
15,250 |
+100 |
May01 |
001009 |
256.30 |
261.10 |
256.30 |
261.10 |
+5.70 |
112 |
2,961 |
-64 |
Aug01 |
001009 |
253.00 |
256.60 |
253.00 |
256.60 |
+5.40 |
0 |
3,883 |
+0 |
Total Volume and Open Interest |
1,611 |
37,961 |
-251 |
Cotton(NYBOT) |
Oct00 |
001009 |
64.10 |
64.78 |
64.10 |
64.78 |
+0.57 |
84 |
239 |
-139 |
Dec00 |
001009 |
64.45 |
64.85 |
64.20 |
64.83 |
+0.65 |
2,762 |
39,621 |
-30 |
Mar01 |
001009 |
66.20 |
66.55 |
66.00 |
66.54 |
+0.62 |
302 |
11,755 |
+56 |
May01 |
001009 |
66.80 |
67.15 |
66.65 |
67.15 |
+0.66 |
236 |
8,603 |
+46 |
Jul01 |
001009 |
67.10 |
67.55 |
67.10 |
67.55 |
+0.66 |
44 |
3,463 |
-7 |
Oct01 |
001009 |
64.10 |
64.10 |
64.10 |
64.10 |
-0.05 |
0 |
630 |
+0 |
Total Volume and Open Interest |
7,979 |
68,545 |
-98 |
Lumber(CME) |
Nov00 |
001009 |
225.0 |
226.9 |
224.0 |
225.1 |
+2.1 |
330 |
2,522 |
+22 |
Jan01 |
001009 |
239.0 |
239.8 |
237.6 |
238.7 |
+2.3 |
106 |
941 |
+18 |
Mar01 |
001009 |
248.6 |
250.8 |
248.5 |
249.0 |
+0.4 |
82 |
548 |
+44 |
May01 |
001009 |
255.0 |
255.0 |
252.2 |
252.2 |
unch |
3 |
96 |
-1 |
Total Volume and Open Interest |
523 |
4,187 |
+83 |
Crude Oil(NYM) |
Nov00 |
001009 |
31.55 |
31.90 |
31.25 |
31.86 |
+1.00 |
46,276 |
108,417 |
-8,052 |
Dec00 |
001009 |
31.55 |
31.90 |
31.25 |
31.85 |
+0.94 |
38,399 |
98,822 |
+6,772 |
Jan01 |
001009 |
31.45 |
31.60 |
31.07 |
31.56 |
+0.81 |
9,810 |
43,025 |
+1,858 |
Feb01 |
001009 |
31.30 |
31.37 |
30.85 |
31.37 |
+0.75 |
4,582 |
19,517 |
-58 |
Mar01 |
001009 |
31.00 |
31.20 |
30.62 |
31.17 |
+0.72 |
3,406 |
18,016 |
-203 |
Apr01 |
001009 |
30.55 |
30.93 |
30.55 |
30.93 |
+0.66 |
5 |
12,515 |
+620 |
May01 |
001009 |
30.15 |
30.69 |
30.15 |
30.69 |
+0.64 |
311 |
9,747 |
-34 |
Jun01 |
001009 |
29.90 |
30.44 |
29.90 |
30.44 |
+0.61 |
1,583 |
28,743 |
+45 |
Jul01 |
001009 |
29.60 |
30.15 |
29.60 |
30.15 |
+0.60 |
145 |
11,457 |
+101 |
Aug01 |
001009 |
29.84 |
29.84 |
29.84 |
29.84 |
+0.59 |
489 |
7,058 |
-77 |
Total Volume and Open Interest |
118,475 |
484,423 |
+1,445 |
Heating Oil(NYM) |
Nov00 |
001009 |
95.60 |
95.80 |
94.15 |
95.49 |
+2.55 |
17,345 |
45,186 |
-3,358 |
Dec00 |
001009 |
95.30 |
95.90 |
94.20 |
95.67 |
+2.57 |
8,411 |
36,547 |
+251 |
Jan01 |
001009 |
94.50 |
95.00 |
93.75 |
94.97 |
+2.47 |
3,493 |
28,553 |
-112 |
Feb01 |
001009 |
92.90 |
92.92 |
91.70 |
92.92 |
+2.27 |
1,028 |
19,760 |
-45 |
Mar01 |
001009 |
88.50 |
88.95 |
87.50 |
88.92 |
+2.17 |
1,491 |
14,299 |
-158 |
Apr01 |
001009 |
85.20 |
85.80 |
84.30 |
85.52 |
+2.07 |
508 |
7,549 |
+61 |
May01 |
001009 |
83.00 |
83.00 |
82.57 |
82.57 |
+1.87 |
51 |
4,322 |
+38 |
Jun01 |
001009 |
80.52 |
80.52 |
80.52 |
80.52 |
+1.67 |
698 |
5,469 |
-14 |
Jul01 |
001009 |
79.67 |
79.67 |
79.67 |
79.67 |
+1.62 |
78 |
1,719 |
-20 |
Aug01 |
001009 |
79.75 |
79.75 |
79.67 |
79.67 |
+1.57 |
205 |
1,768 |
+64 |
Total Volume and Open Interest |
33,722 |
171,118 |
-3,101 |
Unleaded Gas(NYM) |
Nov00 |
001009 |
86.20 |
87.20 |
84.70 |
86.91 |
+2.41 |
13,577 |
30,054 |
+565 |
Dec00 |
001009 |
84.50 |
86.10 |
84.00 |
85.87 |
+2.34 |
6,021 |
12,674 |
+366 |
Jan01 |
001009 |
84.25 |
85.40 |
84.25 |
85.17 |
+2.09 |
1,273 |
5,755 |
+666 |
Feb01 |
001009 |
85.42 |
85.42 |
85.42 |
85.42 |
+2.04 |
846 |
5,655 |
+54 |
Mar01 |
001009 |
86.12 |
86.12 |
86.12 |
86.12 |
+1.97 |
508 |
4,602 |
+273 |
Apr01 |
001009 |
89.60 |
91.22 |
89.60 |
91.22 |
+1.96 |
312 |
5,602 |
-63 |
May01 |
001009 |
90.57 |
90.57 |
90.57 |
90.57 |
+1.96 |
385 |
3,802 |
+215 |
Jun01 |
001009 |
89.37 |
89.37 |
89.37 |
89.37 |
+1.96 |
101 |
2,309 |
+86 |
Total Volume and Open Interest |
23,335 |
77,345 |
+2,505 |
Natural Gas(NYM) |
Nov00 |
001009 |
5.070 |
5.165 |
5.015 |
5.150 |
+0.142 |
33,821 |
49,401 |
-2,788 |
Dec00 |
001009 |
5.155 |
5.260 |
5.125 |
5.250 |
+0.137 |
10,100 |
39,579 |
+1,559 |
Jan01 |
001009 |
5.130 |
5.225 |
5.110 |
5.217 |
+0.132 |
6,293 |
31,410 |
-669 |
Feb01 |
001009 |
4.910 |
5.007 |
4.885 |
5.007 |
+0.126 |
3,610 |
20,942 |
+155 |
Mar01 |
001009 |
4.710 |
4.780 |
4.665 |
4.769 |
+0.111 |
2,134 |
25,980 |
+241 |
Apr01 |
001009 |
4.440 |
4.534 |
4.440 |
4.534 |
+0.105 |
1,807 |
17,590 |
+221 |
May01 |
001009 |
4.370 |
4.470 |
4.370 |
4.454 |
+0.095 |
500 |
15,826 |
-110 |
Jun01 |
001009 |
4.410 |
4.450 |
4.370 |
4.435 |
+0.086 |
403 |
16,944 |
-47 |
Total Volume and Open Interest |
62,217 |
362,307 |
-1,332 |
Brent Crude Oil(IPE) |
Nov00 |
001009 |
30.70 |
30.96 |
30.24 |
30.76 |
+0.66 |
14,359 |
43,239 |
+375 |
Dec00 |
001009 |
30.72 |
31.10 |
30.50 |
31.00 |
+0.78 |
17,279 |
76,312 |
+2,605 |
Jan01 |
001009 |
30.62 |
30.92 |
30.35 |
30.88 |
+0.69 |
5,618 |
37,429 |
+1,926 |
Feb01 |
001009 |
30.43 |
30.58 |
30.08 |
30.53 |
+0.60 |
1,959 |
15,439 |
+517 |
Mar01 |
001009 |
29.98 |
30.15 |
29.80 |
30.15 |
+0.56 |
2,098 |
12,324 |
+720 |
Apr01 |
001009 |
29.73 |
29.78 |
29.40 |
29.78 |
+0.51 |
302 |
9,848 |
+131 |
May01 |
001009 |
29.11 |
29.42 |
29.11 |
29.42 |
+0.45 |
255 |
5,562 |
+250 |
Jun01 |
001009 |
29.00 |
29.07 |
28.80 |
29.07 |
+0.40 |
1,985 |
12,871 |
+926 |
Total Volume and Open Interest |
45,190 |
251,210 |
+7,450 |
Gas Oil(IPE) |
Oct00 |
001009 |
293.00 |
301.00 |
293.00 |
298.25 |
+8.00 |
8,813 |
26,142 |
-288 |
Nov00 |
001009 |
287.00 |
294.25 |
287.00 |
290.00 |
+5.75 |
9,657 |
33,702 |
+2,690 |
Dec00 |
001009 |
284.50 |
289.50 |
284.50 |
286.25 |
+5.25 |
5,312 |
26,550 |
+2,101 |
Jan01 |
001009 |
280.50 |
284.00 |
280.50 |
281.75 |
+4.75 |
2,091 |
14,176 |
+605 |
Feb01 |
001009 |
275.25 |
275.25 |
273.00 |
274.00 |
+3.75 |
475 |
5,778 |
-175 |
Mar01 |
001009 |
266.25 |
266.25 |
266.00 |
266.00 |
+3.25 |
200 |
6,090 |
+0 |
Apr01 |
001009 |
258.75 |
258.75 |
258.25 |
258.25 |
+4.00 |
100 |
3,081 |
+47 |
May01 |
001009 |
251.75 |
251.75 |
251.75 |
251.75 |
+2.50 |
0 |
847 |
+0 |
Total Volume and Open Interest |
26,898 |
127,096 |
+5,065 |
US Dollar Index(NYBOT) |
Dec00 |
001009 |
114.44 |
114.59 |
114.44 |
114.52 |
-0.08 |
416 |
4,025 |
+8 |
Mar01 |
001009 |
114.35 |
114.35 |
114.35 |
114.35 |
-0.04 |
418 |
6,038 |
+8 |
Jun01 |
001009 |
114.14 |
114.14 |
114.14 |
114.14 |
-0.04 |
418 |
6,038 |
+8 |
Total Volume and Open Interest |
418 |
6,038 |
+8 |
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 |
001009 |
144.82 |
144.82 |
144.82 |
144.82 |
unch |
1 |
76 |
+0 |
Jun01 |
001009 |
145.04 |
145.04 |
145.04 |
145.04 |
unch |
0 |
2 |
+0 |
Total Volume and Open Interest |
3,822 |
29,735 |
-647 |
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 |
001009 |
100~140 |
100~165 |
100~065 |
100~155 |
unch |
100,909 |
370,465 |
-7,517 |
Mar01 |
001009 |
100~160 |
100~160 |
100~160 |
100~160 |
unch |
0 |
49 |
+0 |
Total Volume and Open Interest |
100,909 |
370,514 |
-7,517 |
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 |
001009 |
99.50 |
99.51 |
99.50 |
99.51 |
+0.01 |
100 |
105,810 |
+662 |
Mar01 |
001009 |
99.52 |
99.53 |
99.51 |
99.51 |
0.00 |
6,926 |
107,105 |
+377 |
Jun01 |
001009 |
99.47 |
99.47 |
99.46 |
99.46 |
unch |
3,283 |
86,037 |
-706 |
Sep01 |
001009 |
99.38 |
99.39 |
99.38 |
99.39 |
+0.01 |
1,558 |
64,787 |
-610 |
Dec01 |
001009 |
99.28 |
99.28 |
99.27 |
99.28 |
+0.01 |
1,203 |
27,724 |
-560 |
Mar02 |
001009 |
99.21 |
99.21 |
99.21 |
99.21 |
+0.00 |
225 |
15,411 |
+252 |
Jun02 |
001009 |
99.11 |
99.11 |
99.11 |
99.11 |
+0.00 |
100 |
7,476 |
+342 |
Sep02 |
001009 |
98.97 |
98.97 |
98.97 |
98.97 |
+0.01 |
0 |
4,588 |
-200 |
Total Volume and Open Interest |
13,395 |
427,876 |
-443 |
German Euro-Bund(EUREX) |
Dec00 |
001009 |
105.35 |
105.50 |
105.25 |
105.48 |
+0.20 |
489,959 |
800,849 |
+47,945 |
Mar01 |
001009 |
105.34 |
105.54 |
105.34 |
105.54 |
+0.18 |
1,006 |
10,014 |
+416 |
Jun01 |
001009 |
105.30 |
105.30 |
105.30 |
105.30 |
+0.17 |
0 |
517 |
-100 |
Total Volume and Open Interest |
490,965 |
811,380 |
+48,261 |
German Euro-Bobl(EUREX) |
Dec00 |
001009 |
103.54 |
103.67 |
103.49 |
103.62 |
+0.14 |
208,324 |
459,257 |
+17,055 |
Mar01 |
001009 |
103.39 |
103.39 |
103.39 |
103.39 |
+0.13 |
1,279 |
1,318 |
-414 |
Jun01 |
001009 |
103.20 |
103.20 |
103.20 |
103.20 |
+0.14 |
|
|
|
Total Volume and Open Interest |
209,603 |
460,575 |
+16,641 |
Long Gilt(LIFFE) |
Dec00 |
001009 |
113~09 |
114~00 |
113~08 |
113~30 |
+0~23 |
11,349 |
70,534 |
-1,038 |
Mar01 |
001009 |
113~21 |
113~21 |
113~21 |
113~21 |
+0~22 |
|
|
|
Total Volume and Open Interest |
11,349 |
70,534 |
-1,038 |
3-Mth Short Sterling(LIFFE) |
Dec00 |
001009 |
93.78 |
93.78 |
93.76 |
93.78 |
unch |
19,294 |
192,770 |
+2,462 |
Mar01 |
001009 |
93.77 |
93.77 |
93.74 |
93.76 |
unch |
34,503 |
193,157 |
+549 |
Jun01 |
001009 |
93.74 |
93.75 |
93.71 |
93.74 |
unch |
14,756 |
91,169 |
+375 |
Total Volume and Open Interest |
104,114 |
770,249 |
-273 |
3-Mth Euribor(LIFFE) |
Dec00 |
001009 |
94.830 |
94.860 |
94.830 |
94.855 |
+0.025 |
69,888 |
323,699 |
-605 |
Mar01 |
001009 |
94.840 |
94.865 |
94.830 |
94.855 |
+0.025 |
71,338 |
258,934 |
+2,775 |
Jun01 |
001009 |
94.825 |
94.845 |
94.810 |
94.835 |
+0.025 |
43,626 |
168,820 |
+3,688 |
Total Volume and Open Interest |
273,976 |
1,268,966 |
+10,703 |
3-Mth Aus T-Bills(SFE) |
Dec00 |
001009 |
93.59 |
93.60 |
93.57 |
93.59 |
+0.05 |
8,837 |
200,543 |
-24,259 |
Mar01 |
001009 |
93.59 |
93.61 |
93.57 |
93.61 |
+0.07 |
7,910 |
82,298 |
+977 |
Jun01 |
001009 |
93.63 |
93.64 |
93.60 |
93.63 |
+0.07 |
663 |
36,565 |
+609 |
Sep01 |
001009 |
93.66 |
93.67 |
93.62 |
93.66 |
+0.08 |
71 |
18,662 |
+516 |
Dec01 |
001009 |
93.59 |
93.63 |
93.59 |
93.63 |
+0.09 |
319 |
9,663 |
-90 |
Mar02 |
001009 |
93.58 |
93.60 |
93.58 |
93.60 |
+0.08 |
730 |
8,032 |
+180 |
Jun02 |
001009 |
93.54 |
93.55 |
93.54 |
93.55 |
+0.08 |
115 |
5,097 |
-100 |
Sep02 |
001009 |
93.50 |
93.52 |
93.50 |
93.52 |
+0.10 |
50 |
3,288 |
-150 |
Dec02 |
001009 |
93.47 |
93.47 |
93.47 |
93.47 |
+0.09 |
20 |
2,013 |
+0 |
Mar03 |
001009 |
93.45 |
93.46 |
93.45 |
93.45 |
+0.09 |
200 |
1,379 |
+0 |
Total Volume and Open Interest |
19,029 |
370,921 |
-22,297 |
10-Year Aus T-Bonds(SFE) |
Dec00 |
001009 |
93.89 |
93.93 |
93.88 |
93.92 |
+0.05 |
2,699 |
102,854 |
+2,300 |
Mar01 |
001009 |
93.94 |
93.94 |
93.94 |
93.94 |
+0.11 |
|
|
|
Total Volume and Open Interest |
2,699 |
102,854 |
+2,300 |
3-Year Aus T-Bonds(SFE) |
Dec00 |
001009 |
93.96 |
94.01 |
93.94 |
94.00 |
+0.11 |
9,093 |
235,048 |
+22,208 |
Mar01 |
001009 |
93.97 |
93.97 |
93.97 |
93.97 |
+0.11 |
|
|
|
Total Volume and Open Interest |
9,093 |
235,048 |
+22,208 |
Gold(CMX) |
Oct00 |
001009 |
269.1 |
270.1 |
269.1 |
270.1 |
+0.8 |
6 |
16 |
+0 |
Dec00 |
001009 |
272.3 |
273.2 |
272.0 |
272.9 |
+0.8 |
15,880 |
85,213 |
+1,588 |
Feb01 |
001009 |
275.0 |
275.8 |
274.6 |
275.6 |
+0.8 |
497 |
15,285 |
+70 |
Apr01 |
001009 |
278.2 |
278.2 |
278.2 |
278.2 |
+0.8 |
600 |
4,237 |
-87 |
Jun01 |
001009 |
281.0 |
281.6 |
280.7 |
280.7 |
+0.8 |
70 |
8,713 |
+5 |
Aug01 |
001009 |
283.2 |
283.2 |
283.2 |
283.2 |
+0.8 |
0 |
2,424 |
+0 |
Total Volume and Open Interest |
18,375 |
130,373 |
+1,282 |
Silver(CMX) |
Dec00 |
001009 |
493.5 |
494.5 |
492.5 |
493.0 |
+0.2 |
6,035 |
60,054 |
+542 |
Mar01 |
001009 |
502.0 |
502.0 |
499.4 |
499.4 |
+0.2 |
545 |
3,994 |
+310 |
May01 |
001009 |
504.5 |
504.5 |
502.7 |
502.7 |
+0.2 |
0 |
1,238 |
+0 |
Jul01 |
001009 |
505.9 |
505.9 |
505.9 |
505.9 |
+0.2 |
0 |
1,717 |
+0 |
Sep01 |
001009 |
509.0 |
509.0 |
509.0 |
509.0 |
+0.2 |
0 |
2,961 |
+0 |
Total Volume and Open Interest |
6,585 |
74,895 |
+857 |
Platinum(NYM) |
Oct00 |
001009 |
590.0 |
590.0 |
587.3 |
587.3 |
+1.5 |
15 |
289 |
-20 |
Jan01 |
001009 |
574.0 |
574.5 |
572.0 |
572.3 |
+1.5 |
178 |
7,990 |
+36 |
Apr01 |
001009 |
562.3 |
562.3 |
562.3 |
562.3 |
+1.5 |
0 |
1 |
+0 |
Total Volume and Open Interest |
193 |
8,285 |
+16 |
Palladium(NYME) |
Dec00 |
001009 |
739.75 |
739.75 |
733.00 |
736.90 |
-3.95 |
21 |
1,146 |
+8 |
Mar01 |
001009 |
736.90 |
736.90 |
736.90 |
736.90 |
-3.95 |
0 |
749 |
+0 |
Total Volume and Open Interest |
21 |
1,895 |
+8 |
Copper(CMX) |
Dec00 |
001009 |
90.20 |
90.20 |
89.00 |
89.65 |
-0.95 |
3,838 |
44,778 |
-939 |
Mar01 |
001009 |
89.30 |
89.30 |
88.75 |
89.25 |
-0.65 |
1,662 |
9,711 |
+399 |
May01 |
001009 |
89.40 |
89.40 |
89.00 |
89.00 |
-0.50 |
307 |
1,927 |
+76 |
Jul01 |
001009 |
89.00 |
89.00 |
88.60 |
88.60 |
-0.40 |
25 |
1,593 |
+19 |
Sep01 |
001009 |
88.50 |
88.50 |
88.05 |
88.05 |
-0.30 |
3 |
712 |
+3 |
Total Volume and Open Interest |
6,195 |
76,337 |
-535 |
DJIA Index(CBOT) |
Dec00 |
001009 |
10685 |
10735 |
10645 |
10680 |
-43 |
13,008 |
13,786 |
+706 |
Mar01 |
001009 |
10845 |
10885 |
10795 |
10823 |
-43 |
8 |
32 |
-1 |
Jun01 |
001009 |
10972 |
10972 |
10972 |
10972 |
-38 |
10 |
11 |
+10 |
Total Volume and Open Interest |
13,027 |
13,835 |
+715 |
S & P 500(CME) |
Dec00 |
001009 |
1426.80 |
1427.00 |
1408.00 |
1416.50 |
-10.30 |
85,544 |
399,542 |
+2,169 |
Mar01 |
001009 |
1440.80 |
1448.00 |
1429.50 |
1437.50 |
-10.30 |
399 |
2,724 |
+276 |
Jun01 |
001009 |
1458.80 |
1469.60 |
1452.10 |
1458.80 |
-10.30 |
35 |
1,362 |
-14 |
Sep01 |
001009 |
1480.50 |
1491.30 |
1473.80 |
1480.50 |
-10.30 |
15 |
263 |
+6 |
Total Volume and Open Interest |
85,998 |
404,006 |
+2,437 |
S & P 500 E-Mini(Globex) |
Dec00 |
001009 |
1425.25 |
1426.75 |
1408.00 |
1416.50 |
-10.25 |
95,257 |
46,223 |
+2,828 |
Mar01 |
001009 |
1437.50 |
1437.50 |
1437.50 |
1437.50 |
-60.25 |
0 |
6 |
+0 |
Total Volume and Open Interest |
95,257 |
46,229 |
+46,229 |
NASDAQ 100(CME) |
Dec00 |
001009 |
3360.00 |
3401.00 |
3221.00 |
3349.50 |
-8.00 |
20,122 |
31,768 |
-426 |
Mar01 |
001009 |
3404.50 |
3404.50 |
3404.50 |
3404.50 |
-8.00 |
0 |
46 |
+0 |
Jun01 |
001009 |
3452.50 |
3452.50 |
3452.50 |
3452.50 |
-8.00 |
|
|
|
Total Volume and Open Interest |
20,122 |
31,814 |
-426 |
NASDAQ 100 E-Mini(GLOBEX) |
Dec00 |
001009 |
3359.5 |
3402.0 |
3222.0 |
3349.5 |
-8.0 |
69,254 |
25,448 |
-2,372 |
Mar01 |
001009 |
3412.5 |
3412.5 |
3404.5 |
3404.5 |
-8.0 |
|
|
|
Total Volume and Open Interest |
69,254 |
25,448 |
-2,372 |
NYSE Composite(NYBOT) |
Dec00 |
001009 |
663.25 |
663.25 |
658.00 |
660.85 |
-2.30 |
297 |
1,270 |
+3 |
Mar01 |
001009 |
670.00 |
670.35 |
670.00 |
670.35 |
-2.30 |
0 |
210 |
+0 |
Jun01 |
001009 |
679.30 |
679.85 |
679.30 |
679.85 |
-2.30 |
0 |
102 |
+0 |
Total Volume and Open Interest |
100 |
3,076 |
-1 |
S & P Midcap 400(CME) |
Dec00 |
001009 |
520.00 |
520.00 |
507.50 |
519.00 |
+1.50 |
792 |
14,991 |
-114 |
Mar01 |
001009 |
525.00 |
525.00 |
525.00 |
525.00 |
+1.50 |
0 |
1 |
+0 |
Jun01 |
001009 |
534.50 |
534.50 |
534.50 |
534.50 |
+1.50 |
0 |
1 |
+0 |
Total Volume and Open Interest |
792 |
14,993 |
-114 |
Russell 2000(CME) |
Dec00 |
001009 |
496.50 |
496.75 |
485.60 |
495.00 |
-0.25 |
128 |
12,886 |
-208 |
Mar01 |
001009 |
502.50 |
502.50 |
501.75 |
502.50 |
-0.25 |
|
|
|
Jun01 |
001009 |
510.05 |
510.05 |
509.30 |
510.05 |
-0.25 |
|
|
|
Total Volume and Open Interest |
128 |
12,886 |
-208 |
Value Line(KCBT) |
Dec00 |
001009 |
1107.00 |
1110.00 |
1093.00 |
1103.00 |
-1.50 |
75 |
228 |
+9 |
Total Volume and Open Interest |
75 |
228 |
+9 |
Nikkei 225(CME) |
Dec00 |
001009 |
15820 |
15850 |
15705 |
15755 |
-105 |
1,202 |
14,841 |
+69 |
Mar01 |
001009 |
15940 |
15940 |
15790 |
15815 |
-75 |
2 |
10 |
+1 |
Total Volume and Open Interest |
1,204 |
14,851 |
+70 |
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 |
001009 |
6228.0 |
6251.0 |
6093.0 |
6156.0 |
-74.0 |
46,792 |
0 |
+0 |
Nov00 |
001009 |
6217.5 |
6217.5 |
6136.0 |
6138.0 |
-142.5 |
401 |
0 |
+0 |
Dec00 |
001009 |
6270.0 |
6295.0 |
6150.0 |
6161.0 |
-142.5 |
1,658 |
0 |
+0 |
Total Volume and Open Interest |
48,968 |
27,617 |
-660 |
DAX Index(EUREX) |
Dec00 |
001009 |
6797.0 |
6818.0 |
6683.0 |
6744.5 |
-49.0 |
38,684 |
154,149 |
+1,398 |
Mar01 |
001009 |
6833.0 |
6850.0 |
6787.0 |
6831.5 |
-50.5 |
515 |
2,211 |
-33 |
Jun01 |
001009 |
6930.0 |
6930.0 |
6864.5 |
6909.5 |
-51.0 |
339 |
1,947 |
+104 |
Total Volume and Open Interest |
39,538 |
158,307 |
+1,469 |
FT-SE 100(LIFFE) |
Dec00 |
001009 |
6406.00 |
6412.00 |
6301.50 |
6322.00 |
-93.00 |
36,450 |
228,771 |
-5,269 |
Mar01 |
001009 |
6365.00 |
6378.00 |
6365.00 |
6378.00 |
-95.00 |
100 |
5,852 |
+0 |
Jun01 |
001009 |
6446.00 |
6446.00 |
6446.00 |
6446.00 |
-95.00 |
0 |
2,984 |
+0 |
Total Volume and Open Interest |
36,550 |
237,607 |
-5,269 |
SPI 200(SFE) |
Dec00 |
001009 |
3301.0 |
3321.0 |
3299.0 |
3317.0 |
-16.0 |
10,236 |
118,015 |
-2,280 |
Mar01 |
001009 |
3332.0 |
3340.0 |
3331.0 |
3340.0 |
-17.0 |
31 |
1,385 |
+31 |
Jun01 |
001009 |
3368.0 |
3368.0 |
3368.0 |
3368.0 |
-17.0 |
0 |
174 |
+0 |
Total Volume and Open Interest |
10,267 |
119,574 |
-2,249 |
GSCI(CME) |
Oct00 |
001009 |
239.50 |
241.50 |
238.90 |
241.10 |
+4.00 |
3,396 |
30,749 |
-2,896 |
Nov00 |
001009 |
240.30 |
241.60 |
239.50 |
241.45 |
+3.85 |
3,387 |
3,349 |
+3,348 |
Dec00 |
001009 |
242.00 |
242.00 |
242.00 |
242.00 |
+3.50 |
0 |
20 |
+0 |
Total Volume and Open Interest |
6,783 |
34,118 |
+452 |
Bridge CRB Index(NYBOT) |
Nov00 |
001009 |
226.10 |
227.40 |
225.90 |
227.30 |
+1.00 |
110 |
580 |
+7 |
Jan01 |
001009 |
226.40 |
227.50 |
226.40 |
227.50 |
+1.00 |
1 |
667 |
+1 |
Feb01 |
001009 |
226.20 |
226.20 |
226.20 |
226.20 |
+1.00 |
0 |
351 |
+0 |
Total Volume and Open Interest |
111 |
1,601 |
+8 |
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
|
|