 |
MRCI's Free Historical Futures Prices |
Daily Futures Price Listing Wed October 25, 2000 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Nov00 |
001025 |
467.75 |
470.50 |
466.00 |
467.00 |
-0.75 |
37,242 |
65,275 |
-7,539 |
Jan01 |
001025 |
477.50 |
480.00 |
476.00 |
476.25 |
-1.50 |
17,466 |
57,620 |
+4,013 |
Mar01 |
001025 |
487.50 |
488.75 |
485.00 |
485.50 |
-1.75 |
5,623 |
27,323 |
+299 |
May01 |
001025 |
494.00 |
496.00 |
492.50 |
492.75 |
-2.00 |
2,340 |
16,362 |
+48 |
Jul01 |
001025 |
502.00 |
503.00 |
500.00 |
500.25 |
-1.50 |
2,310 |
18,365 |
+134 |
Aug01 |
001025 |
502.50 |
503.75 |
501.00 |
501.50 |
-0.75 |
66 |
633 |
-22 |
Sep01 |
001025 |
504.00 |
506.00 |
503.50 |
504.00 |
-1.00 |
1 |
164 |
+0 |
Total Volume and Open Interest |
65,390 |
190,407 |
-2,983 |
Soybean Meal(CBOT) |
Dec00 |
001025 |
170.10 |
171.50 |
169.50 |
170.00 |
+0.10 |
13,672 |
53,966 |
+884 |
Jan01 |
001025 |
167.70 |
168.50 |
166.70 |
167.30 |
unch |
4,554 |
23,001 |
+849 |
Mar01 |
001025 |
166.30 |
166.70 |
165.30 |
165.50 |
-0.30 |
2,157 |
12,930 |
+858 |
May01 |
001025 |
165.80 |
166.20 |
164.60 |
164.70 |
-0.30 |
700 |
8,994 |
+316 |
Jul01 |
001025 |
166.70 |
167.50 |
165.90 |
166.00 |
-0.10 |
566 |
5,144 |
+270 |
Aug01 |
001025 |
166.00 |
167.00 |
165.00 |
165.00 |
-0.70 |
83 |
1,217 |
+54 |
Sep01 |
001025 |
165.50 |
166.80 |
164.50 |
164.80 |
-0.30 |
83 |
856 |
+34 |
Oct01 |
001025 |
166.30 |
166.30 |
165.00 |
165.00 |
-0.10 |
47 |
263 |
+37 |
Total Volume and Open Interest |
21,937 |
107,383 |
+3,339 |
Soybean Oil(CBOT) |
Dec00 |
001025 |
14.87 |
14.89 |
14.73 |
14.78 |
-0.04 |
8,643 |
67,247 |
-417 |
Jan01 |
001025 |
15.16 |
15.16 |
15.02 |
15.07 |
-0.05 |
3,443 |
26,692 |
+1,139 |
Mar01 |
001025 |
15.56 |
15.56 |
15.42 |
15.46 |
-0.05 |
3,209 |
19,268 |
+834 |
May01 |
001025 |
15.96 |
15.96 |
15.84 |
15.86 |
-0.04 |
762 |
11,554 |
-208 |
Jul01 |
001025 |
16.36 |
16.36 |
16.24 |
16.24 |
-0.06 |
403 |
8,294 |
-184 |
Aug01 |
001025 |
16.47 |
16.48 |
16.40 |
16.40 |
-0.01 |
10 |
1,735 |
+10 |
Sep01 |
001025 |
16.65 |
16.67 |
16.55 |
16.55 |
-0.01 |
12 |
1,480 |
+12 |
Oct01 |
001025 |
16.70 |
16.70 |
16.70 |
16.70 |
unch |
7 |
1,462 |
+7 |
Total Volume and Open Interest |
16,570 |
142,009 |
+1,242 |
Canola(WCE) |
Nov00 |
001025 |
253.2 |
253.6 |
252.5 |
252.7 |
-0.1 |
4,832 |
17,612 |
-490 |
Jan01 |
001025 |
259.6 |
260.2 |
258.7 |
258.9 |
-0.2 |
7,683 |
38,110 |
+1,260 |
Mar01 |
001025 |
265.0 |
266.0 |
264.5 |
264.6 |
+0.2 |
1,298 |
12,615 |
+230 |
May01 |
001025 |
271.9 |
271.9 |
270.1 |
270.5 |
-0.4 |
20 |
2,128 |
+0 |
Jul01 |
001025 |
276.5 |
277.0 |
276.1 |
276.9 |
-0.6 |
145 |
2,230 |
+40 |
Total Volume and Open Interest |
13,993 |
73,384 |
+1,055 |
Corn(CBOT) |
Nov00 |
001025 |
199.25 |
199.50 |
198.75 |
199.00 |
-0.50 |
214 |
2,485 |
-113 |
Dec00 |
001025 |
203.50 |
204.00 |
203.00 |
203.25 |
-0.75 |
34,356 |
196,830 |
-1,598 |
Jan01 |
001025 |
208.00 |
208.00 |
207.00 |
207.00 |
-0.75 |
66 |
752 |
-3 |
Mar01 |
001025 |
215.00 |
215.25 |
214.50 |
214.75 |
-0.50 |
9,176 |
112,269 |
+220 |
May01 |
001025 |
222.75 |
223.00 |
222.00 |
222.25 |
-0.50 |
1,406 |
31,389 |
+454 |
Jul01 |
001025 |
229.00 |
230.25 |
229.00 |
229.75 |
unch |
3,705 |
39,952 |
+537 |
Total Volume and Open Interest |
50,173 |
409,896 |
-169 |
Wheat(CBOT) |
Dec00 |
001025 |
256.25 |
258.50 |
253.75 |
255.50 |
-0.75 |
19,617 |
91,871 |
-1,667 |
Mar01 |
001025 |
274.50 |
275.50 |
271.00 |
273.00 |
-1.00 |
5,666 |
35,497 |
+366 |
May01 |
001025 |
283.50 |
285.25 |
281.50 |
283.00 |
-0.50 |
387 |
2,607 |
+70 |
Jul01 |
001025 |
293.50 |
294.50 |
290.50 |
291.75 |
-2.00 |
1,177 |
18,424 |
-1 |
Sep01 |
001025 |
300.00 |
300.00 |
299.00 |
300.00 |
-2.00 |
11 |
646 |
+8 |
Total Volume and Open Interest |
27,004 |
151,049 |
-1,133 |
Wheat(KCBT) |
Dec00 |
001025 |
305.50 |
306.50 |
302.50 |
303.75 |
-1.75 |
5,336 |
48,013 |
-843 |
Mar01 |
001025 |
320.00 |
320.50 |
316.75 |
318.75 |
-0.75 |
2,764 |
27,897 |
+568 |
May01 |
001025 |
326.50 |
326.50 |
324.50 |
325.00 |
-0.75 |
179 |
2,882 |
+12 |
Jul01 |
001025 |
331.00 |
331.50 |
329.25 |
330.75 |
unch |
160 |
7,556 |
+6 |
Sep01 |
001025 |
335.00 |
335.00 |
335.00 |
335.00 |
+0.50 |
3 |
188 |
+0 |
Total Volume and Open Interest |
8,441 |
86,629 |
-257 |
Wheat(MGE) |
Dec00 |
001025 |
319.50 |
320.50 |
318.00 |
319.00 |
-0.50 |
2,367 |
15,321 |
+179 |
Mar01 |
001025 |
335.00 |
335.00 |
332.50 |
333.00 |
-0.75 |
513 |
6,613 |
-186 |
May01 |
001025 |
343.00 |
343.00 |
340.50 |
340.75 |
-1.00 |
66 |
1,517 |
+33 |
Jul01 |
001025 |
348.00 |
348.00 |
347.50 |
347.75 |
-0.50 |
43 |
623 |
-27 |
Sep01 |
001025 |
355.00 |
355.00 |
355.00 |
355.00 |
unch |
0 |
340 |
+0 |
Total Volume and Open Interest |
2,989 |
24,568 |
-1 |
Oats(CBOT) |
Dec00 |
001025 |
109.25 |
109.50 |
109.00 |
109.00 |
unch |
367 |
10,021 |
-54 |
Mar01 |
001025 |
118.75 |
119.00 |
118.75 |
118.75 |
unch |
100 |
3,402 |
+19 |
May01 |
001025 |
123.25 |
123.25 |
123.25 |
123.25 |
unch |
48 |
256 |
+5 |
Jul01 |
001025 |
127.50 |
127.50 |
127.50 |
127.50 |
+0.25 |
15 |
151 |
+5 |
Total Volume and Open Interest |
555 |
14,127 |
-8 |
Rough Rice(CBOT) |
Nov00 |
001025 |
6.55 |
6.56 |
6.48 |
6.56 |
-0.06 |
83 |
823 |
-32 |
Jan01 |
001025 |
6.54 |
6.55 |
6.45 |
6.51 |
-0.09 |
150 |
4,038 |
+6 |
Mar01 |
001025 |
6.66 |
6.69 |
6.61 |
6.67 |
-0.08 |
31 |
1,021 |
-5 |
May01 |
001025 |
6.80 |
6.85 |
6.79 |
6.84 |
-0.06 |
13 |
415 |
+0 |
Total Volume and Open Interest |
264 |
6,440 |
-31 |
Live Cattle(CME) |
Oct00 |
001025 |
70.950 |
71.250 |
70.675 |
71.100 |
+0.400 |
3,158 |
4,194 |
-1,651 |
Dec00 |
001025 |
72.450 |
72.725 |
72.200 |
72.375 |
+0.050 |
15,628 |
62,648 |
+337 |
Feb01 |
001025 |
73.350 |
73.625 |
73.275 |
73.325 |
-0.050 |
5,242 |
27,003 |
+655 |
Apr01 |
001025 |
74.550 |
74.800 |
74.500 |
74.700 |
+0.025 |
1,690 |
17,150 |
+325 |
Jun01 |
001025 |
71.500 |
71.675 |
71.400 |
71.425 |
-0.125 |
922 |
6,504 |
+154 |
Aug01 |
001025 |
71.550 |
71.700 |
71.400 |
71.400 |
-0.275 |
310 |
4,333 |
+47 |
Total Volume and Open Interest |
26,959 |
122,793 |
-129 |
Feeder Cattle(CME) |
Oct00 |
001025 |
87.175 |
87.225 |
87.150 |
87.175 |
-0.200 |
631 |
1,833 |
-147 |
Nov00 |
001025 |
88.500 |
88.700 |
88.375 |
88.550 |
-0.175 |
842 |
4,432 |
-26 |
Jan01 |
001025 |
89.550 |
89.650 |
89.300 |
89.400 |
-0.275 |
1,198 |
6,403 |
+397 |
Mar01 |
001025 |
88.950 |
88.950 |
88.550 |
88.725 |
-0.350 |
314 |
2,992 |
+188 |
Apr01 |
001025 |
88.600 |
88.600 |
88.425 |
88.500 |
-0.400 |
80 |
1,065 |
+33 |
May01 |
001025 |
88.100 |
88.100 |
88.000 |
88.000 |
-0.400 |
67 |
1,223 |
+49 |
Aug01 |
001025 |
88.100 |
88.100 |
87.900 |
87.900 |
-0.400 |
27 |
405 |
+21 |
Total Volume and Open Interest |
3,162 |
18,386 |
+518 |
Lean Hogs(CME) |
Dec00 |
001025 |
52.900 |
52.900 |
51.750 |
51.950 |
-1.625 |
4,032 |
22,118 |
+46 |
Feb01 |
001025 |
54.175 |
54.200 |
53.200 |
53.350 |
-1.375 |
1,506 |
7,429 |
+278 |
Apr01 |
001025 |
52.800 |
53.100 |
52.250 |
52.350 |
-1.050 |
422 |
3,144 |
+78 |
Jun01 |
001025 |
59.650 |
59.750 |
59.200 |
59.300 |
-0.625 |
109 |
1,250 |
+28 |
Jul01 |
001025 |
58.000 |
58.050 |
57.700 |
57.700 |
-0.400 |
8 |
378 |
+0 |
Aug01 |
001025 |
56.000 |
56.100 |
55.600 |
55.800 |
-0.425 |
34 |
299 |
-7 |
Oct01 |
001025 |
48.450 |
48.475 |
48.050 |
48.075 |
-0.375 |
37 |
353 |
+30 |
Dec01 |
001025 |
45.825 |
45.825 |
45.825 |
45.825 |
-0.150 |
5 |
281 |
+2 |
Total Volume and Open Interest |
6,153 |
35,252 |
+455 |
Pork Bellies(CME) |
Feb01 |
001025 |
60.500 |
60.500 |
58.825 |
59.675 |
-1.525 |
744 |
2,011 |
-35 |
Mar01 |
001025 |
59.950 |
60.400 |
58.900 |
59.350 |
-1.875 |
41 |
90 |
+14 |
May01 |
001025 |
61.650 |
61.800 |
60.250 |
60.300 |
-1.950 |
4 |
52 |
+3 |
Jul01 |
001025 |
62.150 |
62.150 |
60.300 |
60.300 |
-1.750 |
2 |
27 |
+2 |
Aug01 |
001025 |
61.000 |
61.000 |
61.000 |
61.000 |
-1.500 |
2 |
6 |
+1 |
Total Volume and Open Interest |
793 |
2,186 |
-15 |
Cocoa(NYBOT) |
Dec00 |
001025 |
795 |
802 |
773 |
775 |
-34 |
6,758 |
40,754 |
-610 |
Mar01 |
001025 |
828 |
832 |
805 |
806 |
-33 |
3,179 |
23,708 |
+336 |
May01 |
001025 |
849 |
851 |
826 |
827 |
-33 |
849 |
14,592 |
+344 |
Jul01 |
001025 |
871 |
871 |
849 |
849 |
-34 |
136 |
10,196 |
+10 |
Sep01 |
001025 |
896 |
896 |
871 |
871 |
-35 |
619 |
10,338 |
-179 |
Dec01 |
001025 |
930 |
930 |
904 |
904 |
-34 |
136 |
12,204 |
+35 |
Mar02 |
001025 |
950 |
950 |
936 |
936 |
-35 |
201 |
9,911 |
+0 |
Total Volume and Open Interest |
11,677 |
140,548 |
-64 |
Coffee "C"(NYBOT) |
Dec00 |
001025 |
78.00 |
79.00 |
77.75 |
78.05 |
-1.20 |
4,457 |
25,606 |
-192 |
Mar01 |
001025 |
83.00 |
83.60 |
82.70 |
82.80 |
-1.20 |
1,105 |
9,961 |
+206 |
May01 |
001025 |
86.10 |
86.40 |
85.60 |
85.60 |
-1.20 |
289 |
2,750 |
+34 |
Jul01 |
001025 |
89.00 |
89.25 |
88.50 |
88.50 |
-1.20 |
101 |
1,769 |
+20 |
Sep01 |
001025 |
91.30 |
91.30 |
91.30 |
91.30 |
-1.20 |
154 |
2,201 |
+37 |
Dec01 |
001025 |
95.30 |
95.30 |
95.30 |
95.30 |
-1.20 |
30 |
603 |
-27 |
Total Volume and Open Interest |
6,136 |
42,900 |
+78 |
Orange Juice(NYBOT) |
Nov00 |
001025 |
70.00 |
70.00 |
68.40 |
68.80 |
-1.05 |
857 |
9,857 |
-377 |
Jan01 |
001025 |
72.15 |
72.20 |
70.00 |
71.00 |
-1.45 |
1,004 |
13,974 |
+368 |
Mar01 |
001025 |
75.30 |
75.30 |
73.50 |
74.05 |
-1.25 |
223 |
7,197 |
+119 |
May01 |
001025 |
78.00 |
78.00 |
76.50 |
76.55 |
-1.25 |
9 |
908 |
+0 |
Jul01 |
001025 |
79.00 |
79.00 |
79.00 |
79.00 |
-1.30 |
10 |
428 |
+10 |
Total Volume and Open Interest |
2,103 |
32,777 |
+120 |
Sugar #11(NYBOT) |
Mar01 |
001025 |
10.60 |
10.71 |
10.26 |
10.27 |
-0.31 |
11,560 |
106,675 |
-413 |
May01 |
001025 |
10.05 |
10.19 |
9.85 |
9.85 |
-0.21 |
1,928 |
16,866 |
+261 |
Jul01 |
001025 |
9.50 |
9.56 |
9.23 |
9.26 |
-0.26 |
1,106 |
22,537 |
+248 |
Oct01 |
001025 |
9.16 |
9.27 |
9.00 |
9.02 |
-0.20 |
311 |
15,477 |
+99 |
Mar02 |
001025 |
9.14 |
9.22 |
8.99 |
8.99 |
-0.13 |
31 |
6,501 |
+0 |
Total Volume and Open Interest |
14,954 |
168,946 |
+199 |
London Cocoa(LCE) |
Dec00 |
001025 |
628 |
635 |
601 |
608 |
-9 |
1,245 |
47,602 |
+39 |
Mar01 |
001025 |
650 |
654 |
623 |
629 |
-9 |
1,831 |
51,120 |
+670 |
May01 |
001025 |
669 |
672 |
641 |
646 |
-9 |
203 |
25,781 |
+26 |
Jul01 |
001025 |
680 |
680 |
659 |
661 |
-9 |
15 |
10,253 |
+7 |
Sep01 |
001025 |
695 |
695 |
671 |
675 |
-9 |
39 |
17,435 |
+8 |
Dec01 |
001025 |
702 |
702 |
702 |
702 |
-9 |
0 |
5,387 |
+0 |
Mar02 |
001025 |
730 |
732 |
730 |
730 |
-5 |
0 |
15,462 |
+0 |
Total Volume and Open Interest |
3,333 |
187,347 |
+750 |
London Coffee(LCE) |
Nov00 |
001025 |
731.00 |
732.00 |
718.00 |
724.00 |
-8.00 |
4,755 |
15,321 |
-2,846 |
Jan01 |
001025 |
751.00 |
751.00 |
738.00 |
743.00 |
-8.00 |
4,566 |
22,564 |
+721 |
Mar01 |
001025 |
776.00 |
776.00 |
762.00 |
766.00 |
-9.00 |
558 |
7,675 |
+212 |
May01 |
001025 |
796.00 |
796.00 |
785.00 |
791.00 |
-8.00 |
573 |
4,646 |
-6 |
Jul01 |
001025 |
814.00 |
814.00 |
810.00 |
814.00 |
-8.00 |
20 |
2,382 |
+14 |
Sep01 |
001025 |
847.00 |
847.00 |
837.00 |
837.00 |
-8.00 |
0 |
432 |
+0 |
Total Volume and Open Interest |
10,472 |
53,820 |
-1,905 |
London Sugar(LCE) |
Oct00 |
000915 |
263.50 |
264.00 |
252.00 |
262.70 |
-0.90 |
2,117 |
1,120 |
-1,892 |
Dec00 |
001025 |
257.00 |
258.00 |
253.00 |
254.70 |
-3.00 |
1,698 |
14,945 |
+246 |
Mar01 |
001025 |
260.00 |
260.00 |
254.80 |
254.80 |
-5.30 |
2,224 |
18,644 |
-82 |
May01 |
001025 |
257.00 |
258.00 |
252.40 |
252.40 |
-5.30 |
323 |
3,772 |
+177 |
Aug01 |
001025 |
255.90 |
255.90 |
249.30 |
249.30 |
-5.30 |
16 |
5,039 |
+0 |
Total Volume and Open Interest |
4,261 |
44,747 |
+341 |
Cotton(NYBOT) |
Dec00 |
001025 |
63.20 |
63.40 |
63.05 |
63.26 |
+0.56 |
3,346 |
34,530 |
-238 |
Mar01 |
001025 |
64.75 |
65.10 |
64.70 |
64.95 |
+0.50 |
716 |
12,982 |
-67 |
May01 |
001025 |
65.60 |
65.95 |
65.60 |
65.90 |
+0.55 |
276 |
8,789 |
-21 |
Jul01 |
001025 |
66.35 |
66.50 |
66.20 |
66.45 |
+0.50 |
297 |
4,497 |
+111 |
Oct01 |
001025 |
63.85 |
63.85 |
63.70 |
63.85 |
+0.30 |
1 |
664 |
+1 |
Dec01 |
001025 |
63.60 |
63.90 |
63.60 |
63.87 |
+0.22 |
52 |
5,007 |
+4 |
Total Volume and Open Interest |
10,688 |
66,601 |
-210 |
Lumber(CME) |
Nov00 |
001025 |
218.5 |
219.7 |
216.5 |
218.7 |
-0.7 |
494 |
2,101 |
-114 |
Jan01 |
001025 |
231.7 |
233.3 |
230.1 |
232.2 |
-0.2 |
412 |
1,275 |
+91 |
Mar01 |
001025 |
243.5 |
245.0 |
242.1 |
243.4 |
-0.9 |
35 |
668 |
+7 |
May01 |
001025 |
250.2 |
250.4 |
249.9 |
250.1 |
-0.9 |
5 |
117 |
-1 |
Total Volume and Open Interest |
946 |
4,223 |
-17 |
Crude Oil(NYM) |
Dec00 |
001025 |
33.50 |
33.50 |
32.88 |
32.96 |
-0.41 |
69,791 |
140,783 |
-1,775 |
Jan01 |
001025 |
32.55 |
32.60 |
32.15 |
32.19 |
-0.31 |
28,256 |
54,736 |
+1,209 |
Feb01 |
001025 |
31.80 |
31.96 |
31.60 |
31.60 |
-0.29 |
10,085 |
24,127 |
+1,304 |
Mar01 |
001025 |
31.37 |
31.50 |
31.10 |
31.10 |
-0.27 |
2,955 |
17,990 |
-101 |
Apr01 |
001025 |
30.95 |
30.95 |
30.50 |
30.65 |
-0.27 |
2,110 |
15,344 |
-138 |
May01 |
001025 |
30.20 |
30.26 |
30.20 |
30.21 |
-0.26 |
2,742 |
10,291 |
-452 |
Jun01 |
001025 |
29.85 |
29.90 |
29.77 |
29.77 |
-0.25 |
4,242 |
26,889 |
-458 |
Jul01 |
001025 |
29.60 |
29.60 |
29.33 |
29.33 |
-0.24 |
301 |
11,915 |
+28 |
Aug01 |
001025 |
29.15 |
29.15 |
28.85 |
28.90 |
-0.23 |
1,094 |
9,549 |
+575 |
Sep01 |
001025 |
28.60 |
28.65 |
28.47 |
28.47 |
-0.23 |
4,985 |
15,156 |
+1,832 |
Total Volume and Open Interest |
140,456 |
458,930 |
+4,977 |
Heating Oil(NYM) |
Nov00 |
001025 |
99.00 |
99.20 |
97.10 |
97.72 |
-1.72 |
14,570 |
24,819 |
-2,378 |
Dec00 |
001025 |
98.50 |
98.70 |
96.50 |
97.17 |
-1.70 |
13,306 |
42,472 |
+873 |
Jan01 |
001025 |
97.30 |
97.50 |
95.80 |
96.32 |
-1.49 |
5,243 |
29,634 |
+591 |
Feb01 |
001025 |
94.20 |
94.70 |
93.85 |
94.22 |
-1.25 |
2,785 |
20,276 |
+100 |
Mar01 |
001025 |
90.50 |
91.10 |
89.50 |
89.92 |
-0.90 |
437 |
14,004 |
-32 |
Apr01 |
001025 |
85.00 |
86.35 |
85.00 |
85.67 |
-0.70 |
269 |
9,009 |
-32 |
May01 |
001025 |
81.00 |
82.20 |
81.00 |
81.67 |
-0.65 |
786 |
5,527 |
+290 |
Jun01 |
001025 |
79.65 |
79.65 |
79.22 |
79.22 |
-0.55 |
929 |
5,760 |
+127 |
Jul01 |
001025 |
78.50 |
78.50 |
78.02 |
78.02 |
-0.50 |
102 |
1,872 |
+12 |
Aug01 |
001025 |
77.72 |
77.72 |
77.72 |
77.72 |
-0.45 |
101 |
3,073 |
+100 |
Total Volume and Open Interest |
38,700 |
163,489 |
-233 |
Unleaded Gas(NYM) |
Nov00 |
001025 |
99.00 |
100.80 |
98.00 |
98.99 |
+0.01 |
12,987 |
22,722 |
+121 |
Dec00 |
001025 |
91.80 |
92.35 |
89.70 |
89.96 |
-2.02 |
11,167 |
22,498 |
+164 |
Jan01 |
001025 |
87.90 |
88.55 |
86.96 |
86.96 |
-1.92 |
2,468 |
7,517 |
-982 |
Feb01 |
001025 |
87.30 |
87.55 |
86.26 |
86.26 |
-1.72 |
822 |
6,590 |
-248 |
Mar01 |
001025 |
87.20 |
87.20 |
86.46 |
86.46 |
-1.82 |
1,080 |
7,444 |
+431 |
Apr01 |
001025 |
91.90 |
92.30 |
91.01 |
91.01 |
-1.97 |
178 |
5,724 |
+10 |
May01 |
001025 |
91.00 |
91.30 |
90.16 |
90.16 |
-1.97 |
65 |
4,036 |
-6 |
Jun01 |
001025 |
88.66 |
88.66 |
88.66 |
88.66 |
-1.97 |
174 |
2,363 |
-119 |
Total Volume and Open Interest |
29,142 |
86,439 |
-452 |
Natural Gas(NYM) |
Nov00 |
001025 |
4.770 |
4.820 |
4.620 |
4.659 |
-0.161 |
39,130 |
36,079 |
-1,827 |
Dec00 |
001025 |
4.900 |
4.940 |
4.755 |
4.771 |
-0.169 |
20,239 |
49,881 |
-1,422 |
Jan01 |
001025 |
4.940 |
4.950 |
4.780 |
4.795 |
-0.165 |
9,614 |
33,666 |
+1,563 |
Feb01 |
001025 |
4.760 |
4.770 |
4.600 |
4.612 |
-0.168 |
6,202 |
23,321 |
+1,133 |
Mar01 |
001025 |
4.520 |
4.550 |
4.355 |
4.400 |
-0.155 |
3,273 |
26,347 |
+201 |
Apr01 |
001025 |
4.315 |
4.315 |
4.170 |
4.175 |
-0.150 |
1,594 |
18,719 |
-202 |
May01 |
001025 |
4.215 |
4.225 |
4.097 |
4.097 |
-0.138 |
703 |
18,179 |
-57 |
Jun01 |
001025 |
4.215 |
4.220 |
4.090 |
4.092 |
-0.136 |
293 |
19,482 |
+53 |
Total Volume and Open Interest |
86,837 |
381,171 |
-458 |
Brent Crude Oil(IPE) |
Dec00 |
001025 |
31.80 |
32.15 |
31.30 |
31.36 |
-0.23 |
26,542 |
60,741 |
-4,951 |
Jan01 |
001025 |
31.59 |
31.59 |
30.89 |
30.90 |
-0.15 |
13,733 |
57,194 |
-1,103 |
Feb01 |
001025 |
30.97 |
30.97 |
30.40 |
30.42 |
-0.10 |
4,056 |
18,344 |
+650 |
Mar01 |
001025 |
30.30 |
30.30 |
29.75 |
29.84 |
-0.10 |
1,221 |
17,774 |
+302 |
Apr01 |
001025 |
29.82 |
29.82 |
29.28 |
29.34 |
-0.07 |
1,558 |
14,993 |
+478 |
May01 |
001025 |
28.95 |
28.95 |
28.90 |
28.90 |
-0.07 |
667 |
5,117 |
-524 |
Jun01 |
001025 |
28.65 |
28.65 |
28.49 |
28.49 |
-0.05 |
500 |
14,041 |
+201 |
Jul01 |
001025 |
28.11 |
28.11 |
28.11 |
28.11 |
-0.02 |
200 |
5,058 |
+200 |
Total Volume and Open Interest |
48,627 |
234,058 |
-4,597 |
Gas Oil(IPE) |
Nov00 |
001025 |
302.00 |
303.50 |
295.50 |
296.50 |
-6.75 |
9,472 |
28,630 |
-1,589 |
Dec00 |
001025 |
295.50 |
297.25 |
290.50 |
290.75 |
-5.75 |
9,385 |
32,993 |
-398 |
Jan01 |
001025 |
290.00 |
291.00 |
285.00 |
285.00 |
-5.50 |
3,971 |
16,533 |
+90 |
Feb01 |
001025 |
281.25 |
281.25 |
277.75 |
277.75 |
-5.00 |
859 |
5,332 |
-185 |
Mar01 |
001025 |
272.50 |
272.50 |
268.00 |
268.00 |
-5.00 |
621 |
5,675 |
+44 |
Apr01 |
001025 |
264.00 |
264.75 |
258.75 |
258.75 |
-4.25 |
928 |
3,886 |
+369 |
May01 |
001025 |
257.00 |
257.00 |
251.75 |
251.75 |
-4.25 |
0 |
823 |
+0 |
Jun01 |
001025 |
251.25 |
251.50 |
246.25 |
246.25 |
-4.25 |
2,100 |
11,301 |
-659 |
Total Volume and Open Interest |
28,098 |
111,451 |
-1,674 |
US Dollar Index(NYBOT) |
Dec00 |
001025 |
117.37 |
118.57 |
117.37 |
118.45 |
+1.11 |
1,200 |
4,529 |
-67 |
Mar01 |
001025 |
117.53 |
118.42 |
117.53 |
118.29 |
+1.12 |
263 |
6,554 |
-66 |
Jun01 |
001025 |
118.13 |
118.13 |
118.13 |
118.13 |
+1.13 |
263 |
6,554 |
-66 |
Total Volume and Open Interest |
263 |
6,554 |
-66 |
Australian Dollar(IMM) |
Dec00 |
001025 |
52.05 |
52.12 |
51.81 |
51.97 |
-0.64 |
1,655 |
21,974 |
-796 |
Mar01 |
001025 |
52.12 |
52.12 |
51.85 |
52.02 |
-0.64 |
1,402 |
2,127 |
+680 |
Jun01 |
001025 |
52.07 |
52.07 |
52.07 |
52.07 |
-0.64 |
0 |
6 |
+0 |
Total Volume and Open Interest |
3,057 |
24,107 |
-116 |
British Pound(IMM) |
Dec00 |
001025 |
144.08 |
144.24 |
143.20 |
143.66 |
-1.48 |
2,431 |
30,752 |
-165 |
Mar01 |
001025 |
144.50 |
144.60 |
143.30 |
143.86 |
-1.48 |
6 |
97 |
+1 |
Jun01 |
001025 |
144.06 |
144.06 |
143.60 |
144.06 |
-1.48 |
0 |
3 |
+0 |
Total Volume and Open Interest |
2,437 |
30,852 |
-109,915 |
Canadian Dollar(IMM) |
Dec00 |
001025 |
65.73 |
66.14 |
65.72 |
65.97 |
-0.21 |
4,252 |
77,887 |
-114 |
Mar01 |
001025 |
65.90 |
66.31 |
65.90 |
66.13 |
-0.21 |
45 |
2,481 |
+14 |
Jun01 |
001025 |
66.06 |
66.40 |
66.06 |
66.26 |
-0.21 |
20 |
1,302 |
+13 |
Sep01 |
001025 |
66.23 |
66.50 |
66.20 |
66.39 |
-0.21 |
3 |
463 |
+0 |
Total Volume and Open Interest |
4,320 |
82,404 |
-87 |
Japanese Yen(IMM) |
Dec00 |
001025 |
93.44 |
93.68 |
93.28 |
93.32 |
-0.18 |
8,387 |
64,956 |
-1,941 |
Mar01 |
001025 |
94.75 |
95.03 |
94.75 |
94.75 |
-0.18 |
107 |
244 |
+16 |
Jun01 |
001025 |
96.15 |
96.15 |
96.15 |
96.15 |
-0.18 |
0 |
7 |
+0 |
Total Volume and Open Interest |
8,546 |
65,348 |
+32,691 |
Swiss Franc(IMM) |
Dec00 |
001025 |
55.64 |
55.65 |
55.11 |
55.22 |
-0.73 |
4,997 |
49,066 |
-74 |
Mar01 |
001025 |
56.12 |
56.12 |
55.60 |
55.65 |
-0.74 |
1 |
45 |
+1 |
Jun01 |
001025 |
56.06 |
56.06 |
56.06 |
56.06 |
-0.75 |
0 |
3 |
+0 |
Total Volume and Open Interest |
4,998 |
49,114 |
+49,114 |
EuroFX(IMM) |
Dec00 |
001025 |
83.35 |
83.37 |
82.68 |
82.96 |
-0.95 |
7,456 |
75,503 |
-348 |
Mar01 |
001025 |
83.53 |
83.53 |
83.05 |
83.26 |
-0.96 |
0 |
1,033 |
-34 |
Total Volume and Open Interest |
7,456 |
76,536 |
-382 |
Mexican Peso(IMM) |
Dec00 |
001025 |
10165.0 |
10220.0 |
10150.0 |
10183.0 |
-45.0 |
2,751 |
9,617 |
+180 |
Mar01 |
001025 |
9865.0 |
9920.0 |
9865.0 |
9895.0 |
-60.0 |
0 |
3,545 |
+0 |
Total Volume and Open Interest |
2,751 |
13,717 |
+180 |
30-Year T-Bonds(CBOT) |
Dec00 |
001025 |
100~29 |
101~04 |
100~05 |
100~13 |
-0~13 |
177,589 |
409,771 |
-1,753 |
Mar01 |
001025 |
101~01 |
101~04 |
100~06 |
100~12 |
-0~15 |
6,519 |
10,799 |
+1,861 |
Jun01 |
001025 |
100~09 |
100~09 |
100~09 |
100~09 |
-0~15 |
0 |
136 |
+0 |
Total Volume and Open Interest |
184,108 |
420,776 |
+108 |
Municipal Bonds(CBOT) |
Dec00 |
001025 |
100~00 |
100~05 |
99~18 |
99~20 |
-0~09 |
989 |
20,115 |
-2 |
Total Volume and Open Interest |
989 |
20,115 |
-2 |
10-Year T-Notes(CBOT) |
Dec00 |
001025 |
101~220 |
101~285 |
101~060 |
101~125 |
-0~075 |
156,190 |
544,937 |
-2,438 |
Mar01 |
001025 |
101~290 |
101~310 |
101~095 |
101~125 |
-0~105 |
1,988 |
17,686 |
-309 |
Total Volume and Open Interest |
158,178 |
562,624 |
-2,747 |
5-Year T-Notes(CBOT) |
Dec00 |
001025 |
101~115 |
101~140 |
100~305 |
101~010 |
-0~070 |
76,986 |
369,980 |
-1,270 |
Mar01 |
001025 |
101~025 |
101~025 |
101~025 |
101~025 |
-0~070 |
97 |
2,758 |
+35 |
Total Volume and Open Interest |
77,083 |
372,738 |
-1,235 |
2 Year T-Notes(CBOT) |
Dec00 |
001025 |
100~040 |
100~043 |
100~015 |
100~019 |
-0~013 |
2,339 |
54,439 |
+315 |
Total Volume and Open Interest |
2,339 |
54,439 |
+315 |
3-Mth T-Bills(IMM) |
Dec00 |
001025 |
93.88 |
93.88 |
93.85 |
93.86 |
-0.03 |
26 |
1,330 |
+13 |
Total Volume and Open Interest |
26 |
1,353 |
+1,353 |
Eurodollars(IMM) |
Dec00 |
001025 |
93.345 |
93.350 |
93.310 |
93.320 |
-0.010 |
31,687 |
553,383 |
+2,496 |
Mar01 |
001025 |
93.575 |
93.595 |
93.520 |
93.535 |
-0.025 |
69,851 |
508,220 |
+9,766 |
Jun01 |
001025 |
93.670 |
93.690 |
93.605 |
93.620 |
-0.025 |
66,485 |
340,998 |
-15 |
Sep01 |
001025 |
93.710 |
93.720 |
93.625 |
93.640 |
-0.035 |
45,658 |
330,036 |
-501 |
Dec01 |
001025 |
93.620 |
93.640 |
93.540 |
93.560 |
-0.030 |
22,008 |
237,197 |
-473 |
Mar02 |
001025 |
93.675 |
93.690 |
93.595 |
93.610 |
-0.040 |
16,330 |
195,096 |
-153 |
Jun02 |
001025 |
93.630 |
93.650 |
93.550 |
93.570 |
-0.040 |
11,388 |
142,276 |
+715 |
Sep02 |
001025 |
93.600 |
93.610 |
93.530 |
93.540 |
-0.045 |
11,523 |
103,525 |
+1,280 |
Dec02 |
001025 |
93.515 |
93.515 |
93.435 |
93.450 |
-0.050 |
7,570 |
84,776 |
-142 |
Mar03 |
001025 |
93.560 |
93.560 |
93.480 |
93.495 |
-0.050 |
6,274 |
75,579 |
-1,103 |
Jun03 |
001025 |
93.525 |
93.530 |
93.450 |
93.460 |
-0.055 |
5,638 |
56,374 |
-66 |
Sep03 |
001025 |
93.500 |
93.505 |
93.420 |
93.430 |
-0.055 |
5,447 |
57,635 |
-304 |
Total Volume and Open Interest |
325,917 |
3,064,189 |
+12,842 |
3-Mth Euro-Yen(IMM) |
Dec00 |
001025 |
99.48 |
99.49 |
99.47 |
99.48 |
+0.01 |
502 |
12,778 |
-358 |
Mar01 |
001025 |
99.52 |
99.53 |
99.51 |
99.52 |
+0.02 |
609 |
23,947 |
+249 |
Jun01 |
001025 |
99.49 |
99.50 |
99.49 |
99.49 |
+0.01 |
294 |
9,855 |
+233 |
Sep01 |
001025 |
99.42 |
99.42 |
99.42 |
99.42 |
+0.02 |
128 |
11,887 |
+907 |
Dec01 |
001025 |
99.32 |
99.32 |
99.32 |
99.32 |
+0.02 |
1 |
5,142 |
+37 |
Mar02 |
001025 |
99.26 |
99.28 |
99.26 |
99.26 |
+0.01 |
0 |
3,079 |
+0 |
Jun02 |
001025 |
99.18 |
99.18 |
99.18 |
99.18 |
+0.01 |
0 |
771 |
+0 |
Sep02 |
001025 |
99.06 |
99.06 |
99.06 |
99.06 |
+0.01 |
0 |
59 |
+0 |
Dec02 |
001025 |
98.86 |
98.86 |
98.86 |
98.86 |
unch |
0 |
30 |
+0 |
Mar03 |
001025 |
98.76 |
98.76 |
98.76 |
98.76 |
unch |
|
|
|
Total Volume and Open Interest |
1,534 |
67,548 |
+1,068 |
3-Mth Euro-Yen(SIMEX) |
Dec00 |
001025 |
99.47 |
99.48 |
99.47 |
99.48 |
+0.01 |
8,952 |
98,013 |
+0 |
Mar01 |
001025 |
99.50 |
99.53 |
99.50 |
99.52 |
+0.02 |
9,095 |
101,623 |
+0 |
Jun01 |
001025 |
99.47 |
99.50 |
99.47 |
99.49 |
+0.03 |
2,001 |
83,104 |
+0 |
Sep01 |
001025 |
99.40 |
99.43 |
99.40 |
99.42 |
+0.03 |
3,758 |
64,546 |
+0 |
Dec01 |
001025 |
99.30 |
99.32 |
99.29 |
99.32 |
+0.03 |
1,873 |
22,910 |
+0 |
Mar02 |
001025 |
99.25 |
99.28 |
99.25 |
99.28 |
+0.03 |
542 |
15,178 |
+0 |
Jun02 |
001025 |
99.17 |
99.18 |
99.17 |
99.18 |
+0.02 |
201 |
7,192 |
+0 |
Sep02 |
001025 |
99.06 |
99.06 |
99.06 |
99.06 |
+0.02 |
302 |
4,703 |
+0 |
Total Volume and Open Interest |
7,079 |
406,207 |
+0 |
German Euro-Bund(EUREX) |
Dec00 |
001025 |
105.65 |
105.66 |
105.15 |
105.25 |
-0.36 |
337,932 |
649,227 |
+1,011 |
Mar01 |
001025 |
105.63 |
105.66 |
105.21 |
105.31 |
-0.35 |
2,226 |
18,284 |
+1,342 |
Jun01 |
001025 |
105.08 |
105.08 |
105.08 |
105.08 |
-0.31 |
0 |
3,289 |
-300 |
Total Volume and Open Interest |
340,158 |
670,800 |
+2,053 |
German Euro-Bobl(EUREX) |
Dec00 |
001025 |
103.63 |
103.76 |
103.42 |
103.52 |
-0.10 |
166,894 |
396,406 |
-5,654 |
Mar01 |
001025 |
103.38 |
103.43 |
103.19 |
103.28 |
-0.10 |
943 |
3,298 |
+784 |
Jun01 |
001025 |
103.18 |
103.18 |
103.18 |
103.18 |
-0.12 |
0 |
250 |
+0 |
Total Volume and Open Interest |
167,837 |
399,954 |
-4,870 |
Long Gilt(LIFFE) |
Dec00 |
001025 |
113~23 |
114~06 |
113~19 |
113~22 |
-0~04 |
11,653 |
73,143 |
-114 |
Mar01 |
001025 |
113~14 |
113~14 |
113~14 |
113~14 |
-0~04 |
|
|
|
Total Volume and Open Interest |
11,653 |
73,143 |
-114 |
3-Mth Short Sterling(LIFFE) |
Dec00 |
001025 |
93.86 |
93.87 |
93.85 |
93.86 |
+0.01 |
15,459 |
168,663 |
-155 |
Mar01 |
001025 |
93.86 |
93.89 |
93.86 |
93.88 |
+0.02 |
20,360 |
204,868 |
+3,874 |
Jun01 |
001025 |
93.86 |
93.88 |
93.85 |
93.87 |
+0.02 |
12,739 |
106,109 |
+95,877 |
Total Volume and Open Interest |
71,597 |
765,231 |
+104,699 |
3-Mth Euribor(LIFFE) |
Dec00 |
001025 |
94.785 |
94.800 |
94.755 |
94.760 |
-0.025 |
53,505 |
325,559 |
-2,638 |
Mar01 |
001025 |
94.775 |
94.795 |
94.745 |
94.755 |
-0.025 |
64,589 |
275,546 |
+6,581 |
Jun01 |
001025 |
94.775 |
94.815 |
94.760 |
94.770 |
-0.015 |
37,109 |
201,314 |
+5,195 |
Total Volume and Open Interest |
208,662 |
1,350,226 |
+12,770 |
3-Mth Aus T-Bills(SFE) |
Dec00 |
001025 |
93.62 |
93.67 |
93.61 |
93.67 |
+0.04 |
23,724 |
208,861 |
+17,434 |
Mar01 |
001025 |
93.64 |
93.72 |
93.64 |
93.71 |
+0.03 |
7,784 |
82,656 |
+777 |
Jun01 |
001025 |
93.69 |
93.76 |
93.69 |
93.74 |
+0.03 |
2,961 |
35,455 |
+1,147 |
Sep01 |
001025 |
93.69 |
93.76 |
93.69 |
93.76 |
+0.04 |
664 |
20,370 |
+341 |
Dec01 |
001025 |
93.66 |
93.71 |
93.66 |
93.71 |
+0.03 |
452 |
10,894 |
+478 |
Mar02 |
001025 |
93.61 |
93.66 |
93.61 |
93.65 |
+0.02 |
600 |
7,587 |
+558 |
Jun02 |
001025 |
93.60 |
93.60 |
93.60 |
93.60 |
+0.02 |
75 |
5,436 |
+22 |
Sep02 |
001025 |
93.53 |
93.56 |
93.53 |
93.54 |
+0.01 |
72 |
3,664 |
+70 |
Dec02 |
001025 |
93.49 |
93.49 |
93.49 |
93.49 |
+0.01 |
0 |
1,943 |
-50 |
Mar03 |
001025 |
93.48 |
93.48 |
93.45 |
93.45 |
+0.01 |
5 |
1,160 |
-54 |
Total Volume and Open Interest |
36,337 |
381,394 |
+20,723 |
10-Year Aus T-Bonds(SFE) |
Dec00 |
001025 |
94.00 |
94.06 |
93.96 |
93.96 |
-0.02 |
2,184 |
131,650 |
+17,885 |
Mar01 |
001025 |
94.04 |
94.04 |
94.04 |
94.04 |
unch |
|
|
|
Total Volume and Open Interest |
2,184 |
131,650 |
+17,885 |
3-Year Aus T-Bonds(SFE) |
Dec00 |
001025 |
94.07 |
94.14 |
94.05 |
94.11 |
+0.03 |
10,380 |
469,830 |
+50,161 |
Mar01 |
001025 |
94.08 |
94.08 |
94.08 |
94.08 |
+0.03 |
|
|
|
Total Volume and Open Interest |
10,380 |
469,830 |
+50,161 |
Gold(CMX) |
Oct00 |
001025 |
267.1 |
267.1 |
266.0 |
266.2 |
-3.9 |
1 |
7 |
-16 |
Dec00 |
001025 |
270.5 |
270.6 |
267.7 |
267.9 |
-4.2 |
12,384 |
87,080 |
+438 |
Feb01 |
001025 |
272.0 |
273.6 |
270.3 |
270.6 |
-4.2 |
1,273 |
16,192 |
+619 |
Apr01 |
001025 |
275.6 |
275.6 |
273.1 |
273.1 |
-4.2 |
30 |
4,562 |
+11 |
Jun01 |
001025 |
277.5 |
277.6 |
275.2 |
275.5 |
-4.3 |
282 |
9,076 |
+75 |
Aug01 |
001025 |
277.8 |
277.8 |
277.8 |
277.8 |
-4.3 |
3 |
2,424 |
+0 |
Total Volume and Open Interest |
14,185 |
135,064 |
+48,178 |
Silver(CMX) |
Dec00 |
001025 |
482.0 |
483.5 |
479.5 |
479.8 |
-3.5 |
5,897 |
64,666 |
-657 |
Mar01 |
001025 |
488.5 |
490.5 |
486.0 |
486.4 |
-3.7 |
122 |
6,330 |
+20 |
May01 |
001025 |
491.0 |
491.0 |
489.5 |
490.2 |
-3.7 |
18 |
1,396 |
+10 |
Jul01 |
001025 |
495.0 |
495.0 |
493.6 |
493.6 |
-3.7 |
117 |
1,757 |
+60 |
Sep01 |
001025 |
496.9 |
496.9 |
496.9 |
496.9 |
-3.7 |
1 |
2,961 |
+0 |
Total Volume and Open Interest |
6,207 |
82,093 |
-550 |
Platinum(NYM) |
Oct00 |
001025 |
588.3 |
588.3 |
588.3 |
588.3 |
+5.6 |
4 |
100 |
+100 |
Jan01 |
001025 |
566.5 |
571.0 |
565.0 |
570.3 |
+5.6 |
1,241 |
7,924 |
-367 |
Apr01 |
001025 |
558.3 |
558.3 |
558.3 |
558.3 |
+5.6 |
0 |
22 |
+0 |
Total Volume and Open Interest |
1,241 |
8,051 |
-262 |
Palladium(NYME) |
Dec00 |
001025 |
750.00 |
757.00 |
750.00 |
753.90 |
+1.90 |
50 |
1,162 |
+35 |
Mar01 |
001025 |
753.90 |
753.90 |
753.90 |
753.90 |
+1.90 |
4 |
819 |
+0 |
Total Volume and Open Interest |
50 |
1,981 |
+35 |
Copper(CMX) |
Dec00 |
001025 |
86.35 |
86.45 |
85.10 |
85.25 |
-1.30 |
5,380 |
38,566 |
-450 |
Mar01 |
001025 |
86.90 |
86.90 |
85.75 |
85.85 |
-1.10 |
2,218 |
11,465 |
+771 |
May01 |
001025 |
86.25 |
86.65 |
85.60 |
85.70 |
-1.05 |
78 |
2,535 |
+3 |
Jul01 |
001025 |
86.05 |
86.40 |
85.55 |
85.55 |
-1.00 |
153 |
1,923 |
+47 |
Sep01 |
001025 |
86.10 |
86.20 |
85.40 |
85.40 |
-0.95 |
203 |
929 |
-17 |
Total Volume and Open Interest |
9,237 |
73,429 |
+367 |
DJIA Index(CBOT) |
Dec00 |
001025 |
10380 |
10520 |
10345 |
10373 |
-62 |
12,249 |
15,896 |
+449 |
Mar01 |
001025 |
10495 |
10640 |
10490 |
10505 |
-62 |
8 |
56 |
-3 |
Jun01 |
001025 |
10637 |
10637 |
10637 |
10637 |
-62 |
2 |
2 |
+0 |
Total Volume and Open Interest |
12,257 |
15,960 |
+446 |
S & P 500(CME) |
Dec00 |
001025 |
1393.00 |
1403.00 |
1370.50 |
1374.00 |
-29.00 |
68,965 |
407,526 |
+2,231 |
Mar01 |
001025 |
1413.50 |
1423.50 |
1391.50 |
1394.00 |
-29.50 |
376 |
6,499 |
+112 |
Jun01 |
001025 |
1427.90 |
1444.20 |
1414.20 |
1414.20 |
-30.00 |
17 |
2,354 |
+0 |
Sep01 |
001025 |
1455.00 |
1465.30 |
1435.20 |
1435.20 |
-30.10 |
20 |
284 |
+0 |
Total Volume and Open Interest |
69,385 |
416,883 |
+2,343 |
S & P 500 E-Mini(Globex) |
Dec00 |
001025 |
1405.25 |
1405.50 |
1370.50 |
1374.00 |
-29.00 |
99,159 |
52,150 |
+763 |
Mar01 |
001025 |
1413.00 |
1419.00 |
1394.00 |
1394.00 |
-29.50 |
1 |
0 |
-15 |
Total Volume and Open Interest |
99,160 |
52,165 |
+52,165 |
NASDAQ 100(CME) |
Dec00 |
001025 |
3282.00 |
3318.00 |
3105.00 |
3151.50 |
-191.00 |
19,237 |
35,211 |
+331 |
Mar01 |
001025 |
3206.50 |
3206.50 |
3183.50 |
3206.50 |
-191.00 |
0 |
54 |
+0 |
Jun01 |
001025 |
3254.50 |
3254.50 |
3231.50 |
3254.50 |
-191.00 |
|
|
|
Total Volume and Open Interest |
19,237 |
35,265 |
+331 |
NASDAQ 100 E-Mini(GLOBEX) |
Dec00 |
001025 |
3348.5 |
3362.0 |
3108.0 |
3151.5 |
-191.0 |
64,818 |
33,651 |
-2,090 |
Mar01 |
001025 |
3302.5 |
3346.0 |
3194.0 |
3206.5 |
-191.0 |
2 |
7 |
+0 |
Total Volume and Open Interest |
64,818 |
33,658 |
-2,083 |
NYSE Composite(NYBOT) |
Dec00 |
001025 |
645.25 |
648.00 |
639.75 |
639.75 |
-9.00 |
142 |
1,483 |
+0 |
Mar01 |
001025 |
648.75 |
648.75 |
648.75 |
648.75 |
-9.00 |
0 |
212 |
+0 |
Jun01 |
001025 |
657.75 |
657.75 |
657.75 |
657.75 |
-9.00 |
0 |
102 |
+0 |
Total Volume and Open Interest |
142 |
1,797 |
-1,425 |
S & P Midcap 400(CME) |
Dec00 |
001025 |
510.00 |
512.40 |
497.50 |
499.50 |
-12.50 |
1,113 |
17,284 |
+276 |
Mar01 |
001025 |
506.75 |
506.75 |
505.25 |
506.75 |
-12.50 |
0 |
1 |
+0 |
Jun01 |
001025 |
513.75 |
513.75 |
512.25 |
513.75 |
-12.50 |
0 |
1 |
+0 |
Total Volume and Open Interest |
1,113 |
17,286 |
+276 |
Russell 2000(CME) |
Dec00 |
001025 |
486.00 |
488.90 |
476.50 |
476.90 |
-11.85 |
2,099 |
13,672 |
+79 |
Mar01 |
001025 |
484.40 |
484.40 |
484.25 |
484.40 |
-11.85 |
|
|
|
Jun01 |
001025 |
491.95 |
491.95 |
491.80 |
491.95 |
-11.85 |
|
|
|
Total Volume and Open Interest |
2,099 |
13,672 |
+79 |
Value Line(KCBT) |
Dec00 |
001025 |
1082.00 |
1088.00 |
1069.50 |
1073.50 |
-17.00 |
19 |
149 |
-2 |
Total Volume and Open Interest |
19 |
149 |
-2 |
Nikkei 225(CME) |
Dec00 |
001025 |
14725 |
14845 |
14605 |
14670 |
-430 |
1,186 |
15,193 |
+183 |
Mar01 |
001025 |
14600 |
14700 |
14600 |
14700 |
+14700 |
0 |
20 |
+0 |
Total Volume and Open Interest |
1,186 |
15,213 |
+183 |
Nikkei 225(SIMEX) |
Dec00 |
001025 |
15010 |
15060 |
14750 |
14815 |
-325 |
8,606 |
83,830 |
-420 |
Mar01 |
001025 |
14835 |
14835 |
14835 |
14835 |
-325 |
0 |
3,622 |
+0 |
Jun01 |
001025 |
14815 |
14815 |
14815 |
14815 |
-325 |
0 |
405 |
+0 |
Total Volume and Open Interest |
8,606 |
88,262 |
-420 |
CAC 40(MATIF) |
Oct00 |
001025 |
6292.0 |
6309.0 |
6189.0 |
6220.0 |
-82.5 |
0 |
302,911 |
+21,144 |
Nov00 |
001025 |
6282.5 |
6332.0 |
6220.0 |
6270.0 |
-89.5 |
0 |
25,032 |
+12,947 |
Dec00 |
001025 |
6370.0 |
6370.0 |
6242.0 |
6314.0 |
unch |
0 |
136,984 |
+1,615 |
Total Volume and Open Interest |
84,371 |
484,892 |
+460,323 |
DAX Index(EUREX) |
Dec00 |
001025 |
6806.5 |
6855.0 |
6740.0 |
6803.5 |
-63.0 |
48,122 |
159,465 |
+0 |
Mar01 |
001025 |
6893.0 |
6940.0 |
6841.0 |
6891.5 |
-63.5 |
1,089 |
4,013 |
+0 |
Jun01 |
001025 |
6979.5 |
7014.0 |
6912.5 |
6966.5 |
-63.5 |
412 |
4,133 |
+0 |
Total Volume and Open Interest |
49,623 |
167,611 |
+1,341 |
FT-SE 100(LIFFE) |
Dec00 |
001025 |
6440.00 |
6447.50 |
6368.00 |
6395.00 |
-85.00 |
28,798 |
225,938 |
-192 |
Mar01 |
001025 |
6465.50 |
6488.00 |
6449.50 |
6449.50 |
-84.50 |
21 |
5,609 |
-1 |
Jun01 |
001025 |
6549.00 |
6549.00 |
6521.00 |
6521.00 |
-83.00 |
0 |
3,734 |
+0 |
Total Volume and Open Interest |
28,828 |
235,281 |
-193 |
SPI 200(SFE) |
Dec00 |
001025 |
3296.0 |
3298.0 |
3274.0 |
3292.0 |
-2.0 |
7,872 |
116,970 |
+3,172 |
Mar01 |
001025 |
3308.0 |
3313.0 |
3308.0 |
3313.0 |
-2.0 |
28 |
1,633 |
+32 |
Jun01 |
001025 |
3341.0 |
3341.0 |
3341.0 |
3341.0 |
-2.0 |
0 |
174 |
+0 |
Total Volume and Open Interest |
7,900 |
118,777 |
+3,204 |
GSCI(CME) |
Nov00 |
001025 |
244.65 |
244.65 |
240.80 |
240.80 |
-4.00 |
465 |
35,652 |
+290 |
Dec00 |
001025 |
240.00 |
243.35 |
240.00 |
240.00 |
-3.30 |
5 |
29 |
+0 |
Jan01 |
001025 |
237.50 |
240.35 |
237.50 |
237.50 |
-2.80 |
0 |
2 |
+0 |
Total Volume and Open Interest |
470 |
35,683 |
+290 |
Bridge CRB Index(NYBOT) |
Nov00 |
001025 |
226.00 |
226.00 |
223.80 |
224.05 |
-2.45 |
34 |
583 |
-10 |
Jan01 |
001025 |
225.60 |
225.60 |
224.05 |
224.05 |
-2.45 |
8 |
713 |
+3 |
Feb01 |
001025 |
222.55 |
222.55 |
222.55 |
222.55 |
-2.45 |
0 |
351 |
+0 |
Total Volume and Open Interest |
42 |
1,651 |
-7 |
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
|
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