|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Mon October 30, 2000 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Nov00 |
001030 |
457.00 |
459.00 |
453.50 |
456.00 |
-0.50 |
28,281 |
40,758 |
-9,530 |
| Jan01 |
001030 |
467.50 |
469.50 |
464.50 |
466.75 |
+0.25 |
31,092 |
73,310 |
+5,745 |
| Mar01 |
001030 |
478.00 |
478.75 |
474.00 |
476.50 |
+0.25 |
6,526 |
29,199 |
+206 |
| May01 |
001030 |
485.00 |
487.00 |
482.25 |
484.75 |
+1.00 |
1,115 |
15,316 |
+460 |
| Jul01 |
001030 |
493.50 |
494.50 |
490.00 |
492.75 |
+1.50 |
3,100 |
19,985 |
+531 |
| Aug01 |
001030 |
495.50 |
496.00 |
492.50 |
494.00 |
+1.00 |
53 |
709 |
+35 |
| Sep01 |
001030 |
497.00 |
499.00 |
496.00 |
499.00 |
+3.00 |
13 |
176 |
+4 |
| Total Volume and Open Interest |
70,971 |
185,266 |
-2,382 |
| Soybean Meal(CBOT) |
| Dec00 |
001030 |
166.30 |
167.30 |
165.40 |
166.90 |
+1.30 |
14,302 |
48,030 |
-2,888 |
| Jan01 |
001030 |
164.50 |
165.30 |
163.80 |
165.00 |
+1.00 |
4,744 |
25,234 |
+432 |
| Mar01 |
001030 |
163.00 |
164.50 |
162.50 |
163.80 |
+0.80 |
2,562 |
14,164 |
+310 |
| May01 |
001030 |
162.50 |
163.50 |
162.20 |
163.20 |
+0.90 |
1,095 |
9,243 |
+91 |
| Jul01 |
001030 |
163.50 |
164.20 |
163.00 |
164.00 |
+0.70 |
1,869 |
6,481 |
+782 |
| Aug01 |
001030 |
163.30 |
164.00 |
163.00 |
164.00 |
+1.00 |
275 |
1,351 |
+31 |
| Sep01 |
001030 |
163.00 |
163.50 |
162.80 |
163.10 |
-0.20 |
95 |
979 |
+67 |
| Oct01 |
001030 |
163.00 |
163.10 |
162.70 |
163.10 |
-0.10 |
22 |
286 |
+14 |
| Total Volume and Open Interest |
24,973 |
106,815 |
-1,152 |
| Soybean Oil(CBOT) |
| Dec00 |
001030 |
14.66 |
14.74 |
14.51 |
14.57 |
-0.08 |
5,639 |
66,437 |
-95 |
| Jan01 |
001030 |
14.99 |
15.04 |
14.82 |
14.88 |
-0.08 |
2,696 |
29,145 |
+532 |
| Mar01 |
001030 |
15.36 |
15.45 |
15.22 |
15.28 |
-0.07 |
2,348 |
20,327 |
+769 |
| May01 |
001030 |
15.74 |
15.82 |
15.63 |
15.66 |
-0.08 |
919 |
11,820 |
+442 |
| Jul01 |
001030 |
16.13 |
16.15 |
16.02 |
16.05 |
-0.08 |
942 |
7,810 |
+114 |
| Aug01 |
001030 |
16.37 |
16.37 |
16.20 |
16.20 |
-0.11 |
17 |
1,781 |
-3 |
| Sep01 |
001030 |
16.50 |
16.50 |
16.31 |
16.31 |
-0.19 |
80 |
1,562 |
+54 |
| Oct01 |
001030 |
16.70 |
16.70 |
16.41 |
16.41 |
-0.17 |
5 |
1,471 |
+5 |
| Total Volume and Open Interest |
12,889 |
144,889 |
+2,058 |
| Canola(WCE) |
| Nov00 |
001030 |
248.3 |
248.6 |
246.5 |
246.8 |
-2.1 |
2,508 |
7,336 |
-1,037 |
| Jan01 |
001030 |
254.7 |
255.0 |
253.0 |
253.3 |
-1.9 |
6,300 |
39,337 |
-2,284 |
| Mar01 |
001030 |
260.3 |
260.5 |
258.7 |
258.8 |
-1.7 |
3,093 |
17,549 |
+1,606 |
| May01 |
001030 |
264.5 |
264.7 |
264.5 |
264.7 |
-2.3 |
380 |
2,280 |
+128 |
| Jul01 |
001030 |
271.4 |
271.4 |
269.6 |
270.7 |
-1.8 |
130 |
2,223 |
-22 |
| Total Volume and Open Interest |
12,416 |
69,815 |
-782 |
| Corn(CBOT) |
| Nov00 |
001030 |
196.25 |
197.00 |
195.75 |
196.00 |
-0.25 |
742 |
1,929 |
-279 |
| Dec00 |
001030 |
200.75 |
201.50 |
200.25 |
200.50 |
-0.25 |
40,411 |
194,871 |
-913 |
| Jan01 |
001030 |
205.00 |
205.25 |
204.25 |
204.25 |
-0.75 |
10 |
741 |
-4 |
| Mar01 |
001030 |
212.25 |
213.00 |
211.75 |
212.00 |
-0.50 |
10,238 |
117,145 |
+1,617 |
| May01 |
001030 |
220.25 |
221.00 |
219.75 |
219.75 |
-0.50 |
2,112 |
34,037 |
+1,575 |
| Jul01 |
001030 |
227.50 |
228.25 |
227.00 |
227.50 |
-0.25 |
3,315 |
41,543 |
+1,095 |
| Total Volume and Open Interest |
58,447 |
417,368 |
+3,394 |
| Wheat(CBOT) |
| Dec00 |
001030 |
259.50 |
260.00 |
254.00 |
255.50 |
-3.50 |
10,947 |
91,898 |
+86 |
| Mar01 |
001030 |
277.50 |
278.00 |
271.75 |
273.25 |
-3.25 |
3,113 |
36,567 |
+973 |
| May01 |
001030 |
287.00 |
287.00 |
282.50 |
283.00 |
-4.00 |
88 |
2,590 |
+33 |
| Jul01 |
001030 |
296.00 |
296.50 |
291.25 |
292.50 |
-3.00 |
645 |
18,852 |
+71 |
| Sep01 |
001030 |
302.00 |
302.50 |
300.00 |
300.50 |
-3.50 |
136 |
817 |
+130 |
| Total Volume and Open Interest |
15,080 |
152,965 |
+1,390 |
| Wheat(KCBT) |
| Dec00 |
001030 |
310.00 |
310.25 |
304.50 |
305.75 |
-4.00 |
5,784 |
47,091 |
-1,052 |
| Mar01 |
001030 |
324.50 |
324.50 |
319.25 |
321.75 |
-2.25 |
2,718 |
28,005 |
-35 |
| May01 |
001030 |
330.00 |
330.50 |
327.50 |
330.25 |
-1.25 |
173 |
2,586 |
-141 |
| Jul01 |
001030 |
337.50 |
338.00 |
332.50 |
335.00 |
-2.00 |
786 |
8,639 |
+10 |
| Sep01 |
001030 |
339.00 |
341.50 |
339.00 |
341.25 |
-1.75 |
1 |
209 |
+1 |
| Total Volume and Open Interest |
9,462 |
86,623 |
-1,217 |
| Wheat(MGE) |
| Dec00 |
001030 |
322.00 |
322.50 |
316.50 |
319.00 |
-3.00 |
1,528 |
15,634 |
+106 |
| Mar01 |
001030 |
336.50 |
336.50 |
331.00 |
333.25 |
-2.75 |
333 |
6,791 |
+110 |
| May01 |
001030 |
344.50 |
344.50 |
340.75 |
341.50 |
-2.25 |
7 |
1,526 |
+0 |
| Jul01 |
001030 |
347.00 |
348.50 |
347.00 |
348.50 |
-2.50 |
0 |
621 |
+0 |
| Sep01 |
001030 |
355.00 |
355.00 |
355.00 |
355.00 |
-2.00 |
0 |
341 |
+0 |
| Total Volume and Open Interest |
1,868 |
25,070 |
+216 |
| Oats(CBOT) |
| Dec00 |
001030 |
108.75 |
108.75 |
107.00 |
107.25 |
-1.75 |
336 |
9,811 |
-55 |
| Mar01 |
001030 |
118.00 |
118.00 |
116.00 |
116.25 |
-1.75 |
101 |
3,475 |
+1 |
| May01 |
001030 |
121.25 |
121.25 |
120.50 |
120.50 |
-1.50 |
30 |
221 |
-20 |
| Jul01 |
001030 |
125.50 |
125.50 |
125.50 |
125.50 |
-1.50 |
0 |
151 |
+0 |
| Total Volume and Open Interest |
484 |
14,027 |
-62 |
| Rough Rice(CBOT) |
| Nov00 |
001030 |
6.42 |
6.44 |
6.29 |
6.30 |
-0.14 |
|
|
|
| Jan01 |
001030 |
6.48 |
6.50 |
6.38 |
6.39 |
-0.11 |
311 |
3,988 |
+61 |
| Mar01 |
001030 |
6.65 |
6.66 |
6.57 |
6.57 |
-0.10 |
81 |
1,096 |
+25 |
| May01 |
001030 |
6.80 |
6.80 |
6.75 |
6.75 |
-0.10 |
0 |
519 |
+0 |
| Total Volume and Open Interest |
668 |
6,234 |
-227 |
| Live Cattle(CME) |
| Oct00 |
001030 |
71.300 |
71.650 |
71.100 |
71.500 |
+0.325 |
761 |
1,909 |
-541 |
| Dec00 |
001030 |
72.225 |
72.525 |
72.000 |
72.400 |
+0.175 |
3,317 |
63,832 |
+53 |
| Feb01 |
001030 |
73.425 |
73.825 |
73.275 |
73.675 |
+0.250 |
1,050 |
27,640 |
+75 |
| Apr01 |
001030 |
74.550 |
74.875 |
74.475 |
74.575 |
-0.050 |
668 |
17,702 |
+60 |
| Jun01 |
001030 |
71.200 |
71.525 |
71.125 |
71.225 |
-0.050 |
204 |
6,745 |
+37 |
| Aug01 |
001030 |
71.325 |
71.500 |
71.150 |
71.175 |
-0.125 |
131 |
4,481 |
+17 |
| Total Volume and Open Interest |
6,187 |
123,218 |
-353 |
| Feeder Cattle(CME) |
| Nov00 |
001030 |
88.450 |
88.600 |
88.250 |
88.575 |
+0.025 |
298 |
4,202 |
-63 |
| Jan01 |
001030 |
89.200 |
89.400 |
89.025 |
89.375 |
+0.125 |
404 |
6,897 |
+68 |
| Mar01 |
001030 |
88.400 |
88.700 |
88.300 |
88.675 |
+0.125 |
98 |
3,235 |
+18 |
| Apr01 |
001030 |
88.150 |
88.600 |
88.150 |
88.600 |
+0.200 |
33 |
1,122 |
+16 |
| May01 |
001030 |
87.750 |
88.000 |
87.700 |
88.000 |
+0.125 |
23 |
1,244 |
-13 |
| Aug01 |
001030 |
87.725 |
88.000 |
87.725 |
87.950 |
+0.200 |
6 |
400 |
-1 |
| Sep01 |
001030 |
87.650 |
88.050 |
87.650 |
88.050 |
+0.250 |
0 |
33 |
+0 |
| Total Volume and Open Interest |
886 |
18,369 |
-211 |
| Lean Hogs(CME) |
| Dec00 |
001030 |
50.950 |
51.400 |
50.600 |
50.750 |
-0.325 |
3,847 |
21,037 |
-653 |
| Feb01 |
001030 |
52.850 |
53.275 |
52.750 |
52.875 |
-0.175 |
891 |
7,871 |
+75 |
| Apr01 |
001030 |
52.100 |
52.350 |
51.850 |
51.900 |
-0.200 |
523 |
3,452 |
+64 |
| Jun01 |
001030 |
59.100 |
59.200 |
59.000 |
59.000 |
-0.100 |
114 |
1,314 |
+29 |
| Jul01 |
001030 |
57.300 |
57.400 |
57.300 |
57.350 |
+0.050 |
14 |
380 |
+1 |
| Aug01 |
001030 |
55.850 |
55.850 |
55.500 |
55.700 |
-0.150 |
19 |
295 |
-2 |
| Oct01 |
001030 |
48.250 |
48.375 |
48.050 |
48.375 |
+0.050 |
92 |
354 |
-1 |
| Dec01 |
001030 |
45.850 |
45.850 |
45.700 |
45.700 |
-0.125 |
0 |
281 |
+0 |
| Total Volume and Open Interest |
5,500 |
34,984 |
-487 |
| Pork Bellies(CME) |
| Feb01 |
001030 |
60.000 |
60.725 |
59.750 |
60.300 |
+0.025 |
433 |
2,191 |
+5 |
| Mar01 |
001030 |
60.300 |
60.650 |
60.050 |
60.050 |
-0.100 |
7 |
107 |
+0 |
| May01 |
001030 |
61.000 |
61.000 |
61.000 |
61.000 |
-0.150 |
1 |
56 |
+0 |
| Jul01 |
001030 |
60.550 |
60.550 |
60.550 |
60.550 |
+0.150 |
0 |
30 |
+0 |
| Aug01 |
001030 |
61.000 |
61.000 |
61.000 |
61.000 |
unch |
0 |
6 |
+0 |
| Total Volume and Open Interest |
441 |
2,390 |
+5 |
| Class III Milk(CME) |
| Oct00 |
001030 |
10.04 |
10.04 |
10.00 |
10.00 |
-0.04 |
2 |
1,744 |
+1 |
| Nov00 |
001030 |
8.81 |
8.90 |
8.81 |
8.90 |
+0.03 |
35 |
1,208 |
-16 |
| Dec00 |
001030 |
9.30 |
9.30 |
9.22 |
9.29 |
-0.04 |
47 |
1,092 |
-1 |
| Jan01 |
001030 |
9.75 |
9.77 |
9.74 |
9.77 |
unch |
19 |
621 |
+1 |
| Feb01 |
001030 |
9.76 |
9.78 |
9.75 |
9.78 |
-0.02 |
17 |
638 |
+0 |
| Total Volume and Open Interest |
155 |
7,542 |
-4 |
| Cocoa(ICE) |
| Dec00 |
001030 |
771 |
773 |
755 |
757 |
-5 |
7,118 |
37,772 |
-3,349 |
| Mar01 |
001030 |
802 |
803 |
787 |
789 |
-7 |
4,155 |
27,063 |
+2,123 |
| May01 |
001030 |
822 |
823 |
810 |
810 |
-5 |
2,164 |
15,421 |
+721 |
| Jul01 |
001030 |
848 |
848 |
832 |
833 |
-4 |
636 |
10,848 |
+381 |
| Sep01 |
001030 |
865 |
865 |
857 |
857 |
-4 |
213 |
10,315 |
+181 |
| Dec01 |
001030 |
899 |
899 |
889 |
889 |
-5 |
5 |
12,415 |
+4 |
| Mar02 |
001030 |
927 |
927 |
922 |
922 |
-5 |
314 |
10,143 |
+232 |
| Total Volume and Open Interest |
14,806 |
143,023 |
+494 |
| Coffee "C"(ICE) |
| Dec00 |
001030 |
75.35 |
75.35 |
73.35 |
73.50 |
-2.10 |
2,783 |
25,558 |
+155 |
| Mar01 |
001030 |
79.50 |
79.75 |
78.30 |
78.45 |
-2.00 |
600 |
10,435 |
+84 |
| May01 |
001030 |
82.50 |
82.75 |
81.50 |
81.55 |
-1.85 |
148 |
2,900 |
+85 |
| Jul01 |
001030 |
85.50 |
85.70 |
84.50 |
84.50 |
-1.80 |
21 |
1,881 |
+15 |
| Sep01 |
001030 |
88.40 |
88.40 |
87.00 |
87.25 |
-1.75 |
11 |
2,299 |
-1 |
| Dec01 |
001030 |
92.00 |
92.00 |
91.25 |
91.25 |
-1.75 |
18 |
590 |
-4 |
| Total Volume and Open Interest |
3,584 |
43,676 |
+337 |
| Orange Juice(ICE) |
| Nov00 |
001030 |
66.75 |
67.50 |
66.50 |
66.85 |
-0.60 |
2,350 |
5,750 |
-1,150 |
| Jan01 |
001030 |
70.55 |
71.10 |
70.25 |
71.00 |
+0.15 |
1,405 |
16,202 |
+255 |
| Mar01 |
001030 |
73.50 |
74.40 |
73.40 |
73.70 |
-0.05 |
1,015 |
7,983 |
+382 |
| May01 |
001030 |
76.25 |
76.90 |
76.25 |
76.30 |
+0.30 |
39 |
1,011 |
+39 |
| Jul01 |
001030 |
78.00 |
78.90 |
78.00 |
78.90 |
+0.90 |
64 |
556 |
+74 |
| Sep01 |
001030 |
81.50 |
81.50 |
81.50 |
81.50 |
+1.50 |
0 |
159 |
+0 |
| Total Volume and Open Interest |
4,873 |
31,920 |
-400 |
| Sugar #11(ICE) |
| Mar01 |
001030 |
9.65 |
9.84 |
9.60 |
9.81 |
+0.28 |
14,877 |
89,105 |
-1,913 |
| May01 |
001030 |
9.23 |
9.35 |
9.17 |
9.32 |
+0.22 |
3,191 |
16,625 |
-116 |
| Jul01 |
001030 |
8.68 |
8.77 |
8.61 |
8.75 |
+0.17 |
2,257 |
22,340 |
+412 |
| Oct01 |
001030 |
8.43 |
8.49 |
8.40 |
8.49 |
+0.14 |
1,835 |
16,833 |
+823 |
| Mar02 |
001030 |
8.45 |
8.45 |
8.42 |
8.43 |
+0.08 |
781 |
6,984 |
+318 |
| Total Volume and Open Interest |
23,147 |
152,882 |
-416 |
| Sugar #14(ICE) |
| Jan01 |
001030 |
21.25 |
21.25 |
21.25 |
21.25 |
-0.01 |
32 |
1,615 |
+28 |
| Mar01 |
001030 |
21.20 |
21.20 |
21.20 |
21.20 |
unch |
25 |
2,018 |
+13 |
| May01 |
001030 |
21.56 |
21.56 |
21.56 |
21.56 |
+0.16 |
12 |
2,577 |
+5 |
| Jul01 |
001030 |
21.49 |
21.75 |
21.49 |
21.63 |
+0.13 |
78 |
3,667 |
-2 |
| Sep01 |
001030 |
21.59 |
21.59 |
21.59 |
21.59 |
-0.03 |
12 |
1,244 |
+7 |
| Total Volume and Open Interest |
163 |
12,184 |
+54 |
| London Cocoa(LCE) |
| Dec00 |
001030 |
585 |
590 |
581 |
582 |
-9 |
|
|
|
| Mar01 |
001030 |
608 |
611 |
602 |
603 |
-9 |
|
|
|
| May01 |
001030 |
624 |
626 |
620 |
620 |
-9 |
|
|
|
| Jul01 |
001030 |
643 |
643 |
636 |
636 |
-8 |
|
|
|
| Sep01 |
001030 |
656 |
656 |
647 |
650 |
-8 |
|
|
|
| Dec01 |
001030 |
682 |
685 |
678 |
679 |
-8 |
|
|
|
| Mar02 |
001030 |
703 |
704 |
703 |
704 |
-8 |
|
|
|
| Total Volume and Open Interest |
11,435 |
188,973 |
+1,040 |
| London Coffee(LCE) |
| Nov00 |
001030 |
709.00 |
709.00 |
695.00 |
698.00 |
-12.00 |
|
|
|
| Jan01 |
001030 |
728.00 |
728.00 |
716.00 |
719.00 |
-12.00 |
|
|
|
| Mar01 |
001030 |
748.00 |
750.00 |
743.00 |
744.00 |
-11.00 |
|
|
|
| May01 |
001030 |
770.00 |
775.00 |
770.00 |
770.00 |
-11.00 |
|
|
|
| Jul01 |
001030 |
804.00 |
804.00 |
795.00 |
795.00 |
-9.00 |
|
|
|
| Sep01 |
001030 |
828.00 |
828.00 |
820.00 |
820.00 |
-7.00 |
|
|
|
| Total Volume and Open Interest |
6,125 |
53,536 |
-1,264 |
| London Sugar(LCE) |
| Dec00 |
001030 |
242.00 |
246.00 |
242.00 |
244.60 |
+2.40 |
|
|
|
| Mar01 |
001030 |
243.30 |
246.00 |
243.30 |
245.60 |
+2.50 |
|
|
|
| May01 |
001030 |
243.20 |
243.70 |
242.50 |
242.80 |
+2.10 |
|
|
|
| Aug01 |
001030 |
240.10 |
240.50 |
240.00 |
240.30 |
+2.60 |
|
|
|
| Oct01 |
001030 |
233.90 |
233.90 |
233.90 |
233.90 |
+3.20 |
|
|
|
| Total Volume and Open Interest |
7,933 |
42,735 |
-1,407 |
| Cotton(ICE) |
| Dec00 |
001030 |
62.80 |
64.10 |
62.50 |
63.99 |
+0.85 |
2,493 |
32,896 |
-448 |
| Mar01 |
001030 |
64.60 |
65.85 |
64.25 |
65.80 |
+0.90 |
576 |
13,583 |
+33 |
| May01 |
001030 |
65.45 |
66.63 |
65.21 |
66.63 |
+0.91 |
132 |
8,841 |
+36 |
| Jul01 |
001030 |
66.15 |
67.28 |
66.15 |
67.28 |
+0.93 |
37 |
4,628 |
+14 |
| Oct01 |
001030 |
63.90 |
63.90 |
63.90 |
63.90 |
+0.27 |
1 |
634 |
+0 |
| Dec01 |
001030 |
63.55 |
63.90 |
63.55 |
63.90 |
+0.14 |
29 |
5,074 |
+20 |
| Total Volume and Open Interest |
7,271 |
65,788 |
-345 |
| Lumber(CME) |
| Nov00 |
001030 |
209.7 |
209.7 |
204.2 |
206.4 |
-5.4 |
578 |
1,905 |
-253 |
| Jan01 |
001030 |
226.8 |
227.5 |
224.7 |
226.1 |
-3.0 |
428 |
1,445 |
+87 |
| Mar01 |
001030 |
242.1 |
242.1 |
239.7 |
240.6 |
-2.6 |
115 |
747 |
+31 |
| May01 |
001030 |
249.0 |
250.7 |
249.0 |
250.7 |
-0.6 |
14 |
124 |
+6 |
| Total Volume and Open Interest |
1,135 |
4,283 |
-129 |
| Crude Oil(NYM) |
| Dec00 |
001030 |
32.75 |
33.42 |
32.65 |
32.81 |
+0.07 |
68,531 |
130,650 |
-2,784 |
| Jan01 |
001030 |
31.68 |
32.20 |
31.50 |
31.63 |
-0.05 |
32,678 |
60,127 |
+2,145 |
| Feb01 |
001030 |
31.00 |
31.32 |
30.90 |
30.91 |
-0.12 |
7,779 |
26,406 |
+569 |
| Mar01 |
001030 |
30.45 |
30.72 |
30.30 |
30.32 |
-0.16 |
3,398 |
19,029 |
+240 |
| Apr01 |
001030 |
29.95 |
30.25 |
29.80 |
29.82 |
-0.16 |
1,361 |
16,436 |
+1,051 |
| May01 |
001030 |
29.30 |
29.70 |
29.30 |
29.36 |
-0.16 |
1,736 |
11,855 |
+784 |
| Jun01 |
001030 |
29.15 |
29.25 |
28.90 |
28.90 |
-0.16 |
77 |
27,632 |
-240 |
| Jul01 |
001030 |
28.75 |
28.80 |
28.44 |
28.44 |
-0.16 |
733 |
11,781 |
+275 |
| Aug01 |
001030 |
28.35 |
28.35 |
27.99 |
27.99 |
-0.16 |
405 |
9,267 |
-210 |
| Sep01 |
001030 |
27.70 |
27.70 |
27.54 |
27.54 |
-0.16 |
557 |
15,453 |
+273 |
| Oct01 |
001030 |
27.10 |
27.10 |
27.10 |
27.10 |
-0.16 |
61 |
8,351 |
+1 |
| Nov01 |
001030 |
26.85 |
26.85 |
26.69 |
26.69 |
-0.16 |
0 |
13,097 |
+0 |
| Dec01 |
001030 |
26.45 |
26.63 |
26.29 |
26.29 |
-0.16 |
1,861 |
32,826 |
+327 |
| Jan02 |
001030 |
26.09 |
26.20 |
25.93 |
25.93 |
-0.16 |
250 |
9,518 |
+201 |
| Feb02 |
001030 |
25.65 |
25.75 |
25.59 |
25.59 |
-0.16 |
402 |
5,247 |
+26 |
| Mar02 |
001030 |
25.25 |
25.25 |
25.25 |
25.25 |
-0.16 |
102 |
3,385 |
+100 |
| Total Volume and Open Interest |
120,960 |
464,534 |
+3,295 |
| e-miNY Crude Oil(NYM) |
| Heating Oil(NYM) |
| Nov00 |
001030 |
96.50 |
98.50 |
95.95 |
96.33 |
-1.09 |
16,723 |
15,293 |
-3,551 |
| Dec00 |
001030 |
94.60 |
95.90 |
94.25 |
94.51 |
+0.09 |
21,819 |
46,804 |
+2,785 |
| Jan01 |
001030 |
93.60 |
94.60 |
93.40 |
93.41 |
-0.06 |
6,240 |
32,666 |
+1,469 |
| Feb01 |
001030 |
91.50 |
92.35 |
91.25 |
91.26 |
-0.01 |
2,264 |
21,740 |
+187 |
| Mar01 |
001030 |
87.40 |
88.25 |
87.06 |
87.06 |
-0.06 |
1,124 |
13,887 |
-82 |
| Apr01 |
001030 |
83.25 |
83.80 |
82.91 |
82.91 |
-0.06 |
345 |
9,193 |
+137 |
| May01 |
001030 |
80.00 |
80.00 |
79.11 |
79.11 |
-0.06 |
306 |
5,553 |
-4 |
| Jun01 |
001030 |
77.70 |
78.00 |
76.81 |
76.81 |
-0.06 |
150 |
6,423 |
+114 |
| Jul01 |
001030 |
76.70 |
76.70 |
75.66 |
75.66 |
-0.06 |
20 |
1,925 |
+12 |
| Aug01 |
001030 |
76.00 |
76.40 |
75.41 |
75.41 |
-0.06 |
67 |
3,264 |
+58 |
| Sep01 |
001030 |
76.70 |
77.00 |
75.66 |
75.66 |
-0.06 |
9 |
1,199 |
+2 |
| Oct01 |
001030 |
76.95 |
76.95 |
75.86 |
75.86 |
-0.06 |
8 |
864 |
+0 |
| Total Volume and Open Interest |
49,110 |
163,942 |
+1,162 |
| Gasoline(NYMEX) |
| Nov00 |
001030 |
96.50 |
97.00 |
94.35 |
95.36 |
-0.66 |
13,409 |
15,352 |
-1,945 |
| Dec00 |
001030 |
87.60 |
88.60 |
87.50 |
88.08 |
+0.65 |
14,947 |
27,952 |
+1,498 |
| Jan01 |
001030 |
85.40 |
86.10 |
85.40 |
86.03 |
+0.70 |
3,032 |
8,561 |
+1,012 |
| Feb01 |
001030 |
84.70 |
85.48 |
84.70 |
85.48 |
+0.80 |
1,047 |
7,219 |
+448 |
| Mar01 |
001030 |
85.85 |
85.85 |
85.85 |
85.85 |
+0.92 |
282 |
7,750 |
-84 |
| Apr01 |
001030 |
90.00 |
90.40 |
90.00 |
90.40 |
+0.87 |
67 |
5,571 |
+14 |
| May01 |
001030 |
89.70 |
89.70 |
89.55 |
89.55 |
+0.82 |
409 |
4,250 |
+30 |
| Jun01 |
001030 |
88.00 |
88.00 |
88.00 |
88.00 |
+0.77 |
128 |
2,397 |
+82 |
| Jul01 |
001030 |
86.15 |
86.15 |
86.15 |
86.15 |
+0.77 |
51 |
1,294 |
+51 |
| Aug01 |
001030 |
84.20 |
84.20 |
84.20 |
84.20 |
+0.72 |
52 |
4,337 |
+50 |
| Total Volume and Open Interest |
|
|
|
| e-miNY RBOB Gasoline(NYM) |
| Natural Gas(NYM) |
| Dec00 |
001030 |
4.610 |
4.760 |
4.460 |
4.485 |
-0.167 |
28,706 |
47,149 |
-356 |
| Jan01 |
001030 |
4.645 |
4.790 |
4.500 |
4.520 |
-0.157 |
10,469 |
31,639 |
-1,030 |
| Feb01 |
001030 |
4.460 |
4.600 |
4.340 |
4.352 |
-0.145 |
5,481 |
24,714 |
+1,243 |
| Mar01 |
001030 |
4.270 |
4.360 |
4.150 |
4.157 |
-0.130 |
2,970 |
27,049 |
+404 |
| Apr01 |
001030 |
4.060 |
4.130 |
3.960 |
3.965 |
-0.099 |
1,383 |
18,921 |
-277 |
| May01 |
001030 |
3.980 |
4.030 |
3.895 |
3.895 |
-0.089 |
1,286 |
18,354 |
-190 |
| Jun01 |
001030 |
3.965 |
4.030 |
3.890 |
3.890 |
-0.087 |
911 |
19,313 |
-85 |
| Jul01 |
001030 |
3.975 |
4.025 |
3.880 |
3.900 |
-0.075 |
401 |
10,940 |
+220 |
| Aug01 |
001030 |
3.960 |
4.025 |
3.880 |
3.895 |
-0.075 |
14 |
14,419 |
+100 |
| Sep01 |
001030 |
3.960 |
4.030 |
3.900 |
3.900 |
-0.070 |
383 |
9,837 |
+127 |
| Oct01 |
001030 |
3.970 |
4.040 |
3.710 |
3.910 |
-0.070 |
73 |
10,943 |
+20 |
| Nov01 |
001030 |
4.060 |
4.150 |
4.020 |
4.030 |
-0.070 |
71 |
7,236 |
+13 |
| Dec01 |
001030 |
4.180 |
4.265 |
4.120 |
4.140 |
-0.075 |
226 |
9,806 |
+9 |
| Jan02 |
001030 |
4.190 |
4.190 |
4.155 |
4.155 |
-0.072 |
417 |
9,103 |
+290 |
| Feb02 |
001030 |
4.000 |
4.000 |
3.960 |
3.960 |
-0.072 |
53 |
3,815 |
+34 |
| Mar02 |
001030 |
3.830 |
3.830 |
3.785 |
3.785 |
-0.067 |
6,341 |
7,078 |
+2,625 |
| Total Volume and Open Interest |
112,986 |
358,889 |
-10,580 |
| Brent Crude Oil(ICE) |
| Dec00 |
001030 |
30.74 |
31.38 |
30.74 |
31.14 |
+0.19 |
29,982 |
67,068 |
+7,155 |
| Jan01 |
001030 |
30.25 |
30.78 |
30.19 |
30.54 |
+0.19 |
13,489 |
63,130 |
+5,430 |
| Feb01 |
001030 |
29.85 |
30.16 |
29.70 |
29.94 |
+0.15 |
1,842 |
19,517 |
+53 |
| Mar01 |
001030 |
29.30 |
29.50 |
29.13 |
29.32 |
+0.14 |
1,159 |
19,610 |
+563 |
| Apr01 |
001030 |
28.45 |
28.90 |
28.45 |
28.74 |
+0.10 |
540 |
15,902 |
-273 |
| May01 |
001030 |
28.09 |
28.29 |
28.00 |
28.29 |
+0.11 |
981 |
5,194 |
+230 |
| Jun01 |
001030 |
27.66 |
27.84 |
27.66 |
27.84 |
+0.09 |
1,550 |
15,558 |
+911 |
| Jul01 |
001030 |
27.26 |
27.44 |
27.26 |
27.44 |
+0.09 |
52 |
5,110 |
+52 |
| Aug01 |
001030 |
27.07 |
27.07 |
27.07 |
27.07 |
+0.10 |
150 |
4,848 |
+50 |
| Sep01 |
001030 |
26.72 |
26.72 |
26.72 |
26.72 |
+0.11 |
0 |
3,339 |
+0 |
| Oct01 |
001030 |
26.39 |
26.39 |
26.39 |
26.39 |
+0.12 |
0 |
200 |
+0 |
| Nov01 |
001030 |
26.08 |
26.08 |
26.08 |
26.08 |
+0.14 |
2 |
327 |
+2 |
| Dec01 |
001030 |
25.65 |
25.80 |
25.65 |
25.74 |
+0.13 |
300 |
23,950 |
-250 |
| Total Volume and Open Interest |
50,047 |
252,082 |
+13,923 |
| Gas Oil(ICE) |
| Nov00 |
001030 |
289.00 |
291.25 |
285.75 |
290.25 |
-2.75 |
|
|
|
| Dec00 |
001030 |
283.50 |
285.50 |
280.25 |
283.25 |
-3.25 |
|
|
|
| Jan01 |
001030 |
277.00 |
279.75 |
275.75 |
278.75 |
-3.75 |
|
|
|
| Feb01 |
001030 |
271.50 |
272.75 |
271.00 |
272.00 |
-2.75 |
|
|
|
| Mar01 |
001030 |
262.50 |
263.50 |
260.50 |
262.50 |
-2.50 |
|
|
|
| Apr01 |
001030 |
254.00 |
254.00 |
252.50 |
252.50 |
-3.50 |
|
|
|
| May01 |
001030 |
245.50 |
245.50 |
245.50 |
245.50 |
-3.75 |
|
|
|
| Jun01 |
001030 |
240.00 |
242.50 |
240.00 |
240.50 |
-5.00 |
|
|
|
| Jul01 |
001030 |
237.50 |
237.50 |
237.50 |
237.50 |
-5.00 |
|
|
|
| Aug01 |
001030 |
235.50 |
235.50 |
235.50 |
235.50 |
-5.00 |
|
|
|
| Total Volume and Open Interest |
18,806 |
112,886 |
+4,591 |
| Ethanol(CBOT) |
| US Dollar Index(ICE) |
| Dec00 |
001030 |
117.240 |
117.410 |
115.970 |
117.200 |
-0.110 |
|
|
|
| Mar01 |
001030 |
117.050 |
117.050 |
116.680 |
117.030 |
-0.110 |
|
|
|
| Jun01 |
001030 |
116.880 |
116.880 |
116.860 |
116.860 |
-0.110 |
|
|
|
| Total Volume and Open Interest |
758 |
6,522 |
-49 |
| Australian Dollar(CME) |
| Dec00 |
001030 |
52.70 |
52.78 |
52.25 |
52.50 |
+0.09 |
973 |
22,034 |
-4 |
| Mar01 |
001030 |
52.55 |
52.55 |
52.55 |
52.55 |
+0.09 |
0 |
2,301 |
+170 |
| Jun01 |
001030 |
52.60 |
52.60 |
52.60 |
52.60 |
+0.09 |
0 |
6 |
+0 |
| Total Volume and Open Interest |
973 |
24,341 |
+166 |
| British Pound(CME) |
| Dec00 |
001030 |
146.08 |
146.14 |
145.12 |
145.34 |
-0.16 |
6,851 |
31,709 |
-1,293 |
| Mar01 |
001030 |
145.80 |
145.80 |
145.54 |
145.54 |
-0.16 |
0 |
96 |
+0 |
| Jun01 |
001030 |
145.74 |
145.74 |
145.74 |
145.74 |
-0.16 |
2 |
3 |
+0 |
| Total Volume and Open Interest |
6,853 |
31,808 |
-1,293 |
| Canadian Dollar(CME) |
| Dec00 |
001030 |
65.44 |
65.68 |
65.36 |
65.38 |
-0.14 |
6,423 |
78,396 |
-1,511 |
| Mar01 |
001030 |
65.62 |
65.80 |
65.50 |
65.53 |
-0.15 |
234 |
2,673 |
+101 |
| Jun01 |
001030 |
65.81 |
65.81 |
65.60 |
65.65 |
-0.16 |
23 |
1,372 |
+41 |
| Sep01 |
001030 |
65.90 |
65.90 |
65.77 |
65.77 |
-0.17 |
23 |
479 |
+5 |
| Total Volume and Open Interest |
6,705 |
83,193 |
-1,364 |
| Japanese Yen(CME) |
| Dec00 |
001030 |
92.71 |
92.77 |
92.51 |
92.54 |
-0.34 |
6,468 |
66,137 |
+1,145 |
| Mar01 |
001030 |
94.10 |
94.10 |
93.94 |
93.97 |
-0.34 |
0 |
244 |
+0 |
| Jun01 |
001030 |
95.37 |
95.37 |
95.37 |
95.37 |
-0.34 |
1 |
8 |
+1 |
| Total Volume and Open Interest |
6,469 |
66,530 |
+1,146 |
| Swiss Franc(CME) |
| Dec00 |
001030 |
55.95 |
55.96 |
55.50 |
55.59 |
-0.02 |
7,267 |
52,415 |
+1,602 |
| Mar01 |
001030 |
56.45 |
56.45 |
55.99 |
56.02 |
-0.02 |
1 |
47 |
+2 |
| Jun01 |
001030 |
56.65 |
56.65 |
56.43 |
56.43 |
-0.02 |
1 |
4 |
+1 |
| Total Volume and Open Interest |
7,269 |
52,466 |
+1,605 |
| EuroFX(CME) |
| Dec00 |
001030 |
85.03 |
85.09 |
84.32 |
84.43 |
+0.26 |
17,360 |
77,097 |
-351 |
| Mar01 |
001030 |
85.40 |
85.40 |
84.70 |
84.73 |
+0.26 |
31 |
1,091 |
+8 |
| Total Volume and Open Interest |
17,391 |
78,188 |
-343 |
| Mexican Peso(CME) |
| Dec00 |
001030 |
1025.0 |
1026.5 |
1022.0 |
1025.0 |
+2.2 |
|
|
|
| Jan01 |
001030 |
1015.0 |
1015.5 |
1015.0 |
1015.0 |
+3.0 |
|
|
|
| Total Volume and Open Interest |
5,592 |
15,673 |
-72 |
| 30-Year T-Bonds(CBOT) |
| Dec00 |
001030 |
100~130 |
100~190 |
100~050 |
100~110 |
-0~010 |
168,286 |
411,429 |
-12,108 |
| Mar01 |
001030 |
100~160 |
100~180 |
100~080 |
100~120 |
-0~020 |
297 |
11,948 |
-42 |
| Jun01 |
001030 |
100~090 |
100~090 |
100~090 |
100~090 |
-0~020 |
0 |
136 |
+0 |
| Total Volume and Open Interest |
168,583 |
423,592 |
-12,150 |
| 10-Year T-Notes(CBOT) |
| Dec00 |
001030 |
100~300 |
101~080 |
100~260 |
100~300 |
-0~020 |
192,258 |
546,815 |
+1,622 |
| Mar01 |
001030 |
101~045 |
101~055 |
100~290 |
101~010 |
-0~030 |
3,640 |
22,902 |
+2,284 |
| Jun01 |
001030 |
101~010 |
101~010 |
101~010 |
101~010 |
-0~030 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
195,898 |
569,718 |
+3,906 |
| 5-Year T-Notes(CBOT) |
| Dec00 |
001030 |
100~114 |
100~114 |
100~088 |
100~096 |
-0~010 |
81,423 |
366,388 |
-2,022 |
| Mar01 |
001030 |
100~102 |
100~102 |
100~102 |
100~102 |
-0~010 |
2,373 |
6,329 |
+1,877 |
| Total Volume and Open Interest |
83,796 |
372,717 |
-145 |
| 2 Year T-Notes(CBOT) |
| Dec00 |
001030 |
100~012 |
100~012 |
100~001 |
100~004 |
-0~005 |
5,519 |
55,148 |
+1,050 |
| Total Volume and Open Interest |
5,519 |
55,148 |
+1,050 |
| Eurodollars(CME) |
| Dec00 |
001030 |
93.295 |
93.300 |
93.280 |
93.290 |
-0.005 |
54,229 |
546,116 |
-4,210 |
| Mar01 |
001030 |
93.475 |
93.480 |
93.455 |
93.465 |
-0.005 |
121,524 |
518,729 |
+4,397 |
| Jun01 |
001030 |
93.555 |
93.565 |
93.525 |
93.540 |
-0.005 |
126,786 |
345,426 |
+412 |
| Sep01 |
001030 |
93.590 |
93.600 |
93.550 |
93.570 |
-0.010 |
115,271 |
341,789 |
+9,357 |
| Dec01 |
001030 |
93.500 |
93.520 |
93.470 |
93.480 |
-0.010 |
36,630 |
247,751 |
-3,295 |
| Mar02 |
001030 |
93.550 |
93.565 |
93.520 |
93.530 |
-0.015 |
27,623 |
199,557 |
+300 |
| Jun02 |
001030 |
93.505 |
93.520 |
93.475 |
93.485 |
-0.015 |
22,075 |
141,857 |
-3,361 |
| Sep02 |
001030 |
93.475 |
93.490 |
93.440 |
93.455 |
-0.015 |
18,035 |
108,263 |
+947 |
| Dec02 |
001030 |
93.370 |
93.385 |
93.340 |
93.355 |
-0.015 |
7,856 |
84,424 |
-437 |
| Mar03 |
001030 |
93.410 |
93.420 |
93.375 |
93.390 |
-0.015 |
7,193 |
75,758 |
-114 |
| Jun03 |
001030 |
93.385 |
93.385 |
93.340 |
93.355 |
-0.015 |
7,395 |
56,567 |
+162 |
| Sep03 |
001030 |
93.355 |
93.355 |
93.310 |
93.325 |
-0.015 |
7,206 |
58,376 |
+309 |
| Dec03 |
001030 |
93.265 |
93.265 |
93.225 |
93.235 |
-0.015 |
4,147 |
43,665 |
+10 |
| Mar04 |
001030 |
93.300 |
93.300 |
93.260 |
93.270 |
-0.015 |
4,129 |
40,859 |
-174 |
| Jun04 |
001030 |
93.265 |
93.265 |
93.215 |
93.235 |
-0.015 |
3,850 |
42,817 |
-524 |
| Sep04 |
001030 |
93.230 |
93.230 |
93.180 |
93.200 |
-0.015 |
4,241 |
38,448 |
+364 |
| Dec04 |
001030 |
93.125 |
93.140 |
93.095 |
93.110 |
-0.015 |
3,468 |
31,731 |
+584 |
| Mar05 |
001030 |
93.150 |
93.165 |
93.125 |
93.140 |
-0.010 |
3,441 |
25,787 |
+476 |
| Total Volume and Open Interest |
590,797 |
3,104,292 |
+8,000 |
| 30 Day Federal Funds(CBOT) |
| Oct00 |
001030 |
93.495 |
93.495 |
93.485 |
93.490 |
-0.005 |
|
|
|
| Nov00 |
001030 |
93.490 |
93.495 |
93.490 |
93.495 |
unch |
|
|
|
| Dec00 |
001030 |
93.530 |
93.530 |
93.520 |
93.525 |
-0.010 |
|
|
|
| Jan01 |
001030 |
93.530 |
93.530 |
93.525 |
93.530 |
-0.005 |
|
|
|
| Feb01 |
001030 |
93.580 |
93.590 |
93.580 |
93.585 |
unch |
|
|
|
| Mar01 |
001030 |
93.600 |
93.600 |
93.590 |
93.600 |
unch |
|
|
|
| Total Volume and Open Interest |
1,502 |
53,604 |
-411 |
| 30 Day Fed Funds(e-CBOT) |
| 3-Mth Euro-Yen(CME) |
| Dec00 |
001030 |
99.48 |
99.48 |
99.48 |
99.48 |
+0.01 |
343 |
13,271 |
+381 |
| Mar01 |
001030 |
99.52 |
99.52 |
99.51 |
99.52 |
+0.01 |
707 |
24,209 |
-180 |
| Jun01 |
001030 |
99.49 |
99.49 |
99.48 |
99.49 |
+0.01 |
286 |
10,365 |
-675 |
| Sep01 |
001030 |
99.42 |
99.42 |
99.42 |
99.42 |
unch |
342 |
12,802 |
-210 |
| Dec01 |
001030 |
99.32 |
99.32 |
99.32 |
99.32 |
+0.01 |
80 |
5,726 |
-27 |
| Mar02 |
001030 |
99.29 |
99.29 |
99.28 |
99.28 |
+0.02 |
384 |
3,339 |
+259 |
| Jun02 |
001030 |
99.20 |
99.20 |
99.20 |
99.20 |
+0.02 |
2 |
771 |
+0 |
| Sep02 |
001030 |
99.08 |
99.08 |
99.08 |
99.08 |
+0.01 |
0 |
59 |
+0 |
| Dec02 |
001030 |
98.86 |
98.86 |
98.86 |
98.86 |
unch |
0 |
30 |
+0 |
| Mar03 |
001030 |
98.76 |
98.76 |
98.76 |
98.76 |
unch |
|
|
|
| Total Volume and Open Interest |
2,144 |
70,572 |
-452 |
| 3-Mth Euro-Yen(SGX) |
| Dec00 |
001030 |
99.47 |
99.49 |
99.46 |
99.49 |
+0.01 |
|
|
|
| Mar01 |
001030 |
99.50 |
99.52 |
99.50 |
99.52 |
+0.00 |
|
|
|
| Jun01 |
001030 |
99.47 |
99.49 |
99.47 |
99.49 |
+0.01 |
|
|
|
| Sep01 |
001030 |
99.41 |
99.42 |
99.41 |
99.42 |
+0.01 |
|
|
|
| Dec01 |
001030 |
99.31 |
99.32 |
99.31 |
99.32 |
+0.01 |
|
|
|
| Mar02 |
001030 |
99.29 |
99.29 |
99.29 |
99.29 |
+0.01 |
|
|
|
| Jun02 |
001030 |
99.19 |
99.21 |
99.19 |
99.20 |
+0.01 |
|
|
|
| Sep02 |
001030 |
99.07 |
99.07 |
99.07 |
99.07 |
+0.01 |
|
|
|
| Total Volume and Open Interest |
13,961 |
368,374 |
+2,593 |
| Japanese Gov't Bonds(SGX) |
| Dec00 |
001030 |
132.94 |
133.37 |
132.94 |
133.25 |
+0.20 |
|
|
|
| Mar01 |
001030 |
132.35 |
132.55 |
132.35 |
132.55 |
+0.20 |
|
|
|
| Jun01 |
001030 |
132.35 |
132.55 |
132.35 |
132.55 |
+0.20 |
|
|
|
| Total Volume and Open Interest |
388 |
12,380 |
-410 |
| Euro-Bund(EUREX) |
| Dec00 |
001030 |
105.48 |
105.67 |
105.43 |
105.43 |
-0.11 |
|
|
|
| Mar01 |
001030 |
105.70 |
105.72 |
105.51 |
105.51 |
-0.10 |
|
|
|
| Jun01 |
001030 |
105.28 |
105.28 |
105.28 |
105.28 |
-0.03 |
|
|
|
| Total Volume and Open Interest |
487,825 |
650,378 |
-29,942 |
| Euro-Bobl(EUREX) |
| Dec00 |
001030 |
103.68 |
103.77 |
103.63 |
103.64 |
-0.05 |
|
|
|
| Mar01 |
001030 |
103.47 |
103.47 |
103.41 |
103.41 |
-0.05 |
|
|
|
| Jun01 |
001030 |
103.30 |
103.30 |
103.30 |
103.30 |
-0.05 |
|
|
|
| Total Volume and Open Interest |
|
|
|
| 3-Mth Euribor(EUREX) |
| Dec00 |
001030 |
94.765 |
94.790 |
94.765 |
94.780 |
+0.010 |
|
|
|
| Mar01 |
001030 |
94.780 |
94.810 |
94.780 |
94.785 |
unch |
|
|
|
| Jun01 |
001030 |
94.810 |
94.815 |
94.805 |
94.805 |
+0.005 |
|
|
|
| Total Volume and Open Interest |
|
|
|
| Long Gilt(LIFFE) |
| Dec00 |
001030 |
113~11 |
113~20 |
113~11 |
113~15 |
+0~05 |
|
|
|
| Mar01 |
001030 |
113~07 |
113~07 |
113~07 |
113~07 |
+0~05 |
|
|
|
| Total Volume and Open Interest |
26,557 |
71,694 |
-2,839 |
| 3-Mth Short Sterling(LIFFE) |
| Dec00 |
001030 |
93.85 |
93.86 |
93.84 |
93.85 |
unch |
|
|
|
| Mar01 |
001030 |
93.85 |
93.87 |
93.85 |
93.86 |
unch |
|
|
|
| Jun01 |
001030 |
93.83 |
93.85 |
93.83 |
93.84 |
unch |
|
|
|
| Sep01 |
001030 |
93.79 |
93.81 |
93.79 |
93.80 |
unch |
|
|
|
| Dec01 |
001030 |
93.73 |
93.76 |
93.73 |
93.75 |
+0.01 |
|
|
|
| Mar02 |
001030 |
93.72 |
93.74 |
93.71 |
93.73 |
+0.01 |
|
|
|
| Total Volume and Open Interest |
83,047 |
771,221 |
+594 |
| 3-Mth Euribor(LIFFE) |
| Dec00 |
001030 |
94.765 |
94.795 |
94.765 |
94.785 |
+0.010 |
|
|
|
| Mar01 |
001030 |
94.785 |
94.805 |
94.775 |
94.790 |
+0.005 |
|
|
|
| Jun01 |
001030 |
94.800 |
94.825 |
94.800 |
94.810 |
+0.005 |
|
|
|
| Total Volume and Open Interest |
208,552 |
1,404,348 |
+36,483 |
| 3-Mth Aus T-Bills(SFE) |
| Dec00 |
001030 |
93.61 |
93.61 |
93.56 |
93.59 |
-0.01 |
|
|
|
| Mar01 |
001030 |
93.61 |
93.62 |
93.55 |
93.59 |
-0.02 |
|
|
|
| Jun01 |
001030 |
93.63 |
93.64 |
93.57 |
93.61 |
-0.03 |
|
|
|
| Sep01 |
001030 |
93.60 |
93.61 |
93.58 |
93.61 |
-0.03 |
|
|
|
| Dec01 |
001030 |
93.56 |
93.57 |
93.54 |
93.57 |
-0.02 |
|
|
|
| Mar02 |
001030 |
93.51 |
93.52 |
93.51 |
93.52 |
-0.02 |
|
|
|
| Jun02 |
001030 |
93.45 |
93.45 |
93.45 |
93.45 |
-0.02 |
|
|
|
| Sep02 |
001030 |
93.37 |
93.40 |
93.37 |
93.40 |
-0.02 |
|
|
|
| Dec02 |
001030 |
93.34 |
93.35 |
93.34 |
93.35 |
-0.03 |
|
|
|
| Mar03 |
001030 |
93.33 |
93.33 |
93.31 |
93.31 |
-0.01 |
|
|
|
| Total Volume and Open Interest |
23,161 |
383,955 |
-4,292 |
| 10-Year Aus T-Bonds(SFE) |
| Dec00 |
001030 |
93.87 |
93.90 |
93.80 |
93.84 |
-0.03 |
|
|
|
| Mar01 |
001030 |
93.85 |
93.85 |
93.85 |
93.85 |
-0.04 |
|
|
|
| Total Volume and Open Interest |
12,908 |
124,499 |
-620 |
| 3-Year Aus T-Bonds(SFE) |
| Dec00 |
001030 |
93.97 |
94.01 |
93.91 |
93.95 |
-0.03 |
|
|
|
| Mar01 |
001030 |
93.92 |
93.92 |
93.92 |
93.92 |
-0.03 |
|
|
|
| Total Volume and Open Interest |
35,411 |
353,680 |
-136,554 |
| Gold(CMX) |
| Dec00 |
001030 |
267.1 |
267.3 |
265.7 |
265.8 |
-0.1 |
30,521 |
88,548 |
+888 |
| Feb01 |
001030 |
270.2 |
270.2 |
268.5 |
268.5 |
-0.1 |
1,049 |
16,553 |
-87 |
| Apr01 |
001030 |
272.0 |
272.0 |
271.0 |
271.0 |
-0.1 |
334 |
4,408 |
-167 |
| Jun01 |
001030 |
274.0 |
274.7 |
273.2 |
273.5 |
-0.1 |
519 |
9,024 |
-64 |
| Aug01 |
001030 |
275.7 |
276.2 |
275.7 |
275.8 |
-0.1 |
20 |
2,469 |
+9 |
| Oct01 |
001030 |
278.0 |
278.0 |
278.0 |
278.0 |
-0.1 |
120 |
738 |
+60 |
| Dec01 |
001030 |
280.2 |
280.2 |
280.2 |
280.2 |
-0.1 |
46 |
5,057 |
+2 |
| Feb02 |
001030 |
282.3 |
282.3 |
282.3 |
282.3 |
-0.1 |
0 |
10 |
+0 |
| Apr02 |
001030 |
284.5 |
284.5 |
284.5 |
284.5 |
-0.1 |
10 |
10 |
+10 |
| Jun02 |
001030 |
286.7 |
286.7 |
286.7 |
286.7 |
-0.1 |
1 |
3,443 |
+1 |
| Aug02 |
001030 |
288.9 |
288.9 |
288.9 |
288.9 |
-0.1 |
|
|
|
| Total Volume and Open Interest |
32,630 |
136,977 |
+639 |
| Silver(CMX) |
| Dec00 |
001030 |
480.0 |
481.0 |
476.5 |
477.0 |
-1.0 |
6,612 |
65,622 |
+784 |
| Mar01 |
001030 |
488.0 |
488.0 |
483.5 |
483.7 |
-1.0 |
201 |
6,731 |
+76 |
| May01 |
001030 |
487.7 |
487.7 |
487.7 |
487.7 |
-1.0 |
79 |
1,394 |
-29 |
| Jul01 |
001030 |
492.0 |
492.0 |
491.5 |
491.5 |
-1.0 |
0 |
1,788 |
+0 |
| Sep01 |
001030 |
495.0 |
495.0 |
495.0 |
495.0 |
-1.0 |
0 |
2,961 |
+0 |
| Dec01 |
001030 |
503.0 |
503.0 |
498.7 |
498.7 |
-1.0 |
4 |
1,385 |
+0 |
| Mar02 |
001030 |
504.7 |
504.7 |
504.7 |
504.7 |
-1.0 |
|
|
|
| Total Volume and Open Interest |
6,899 |
83,639 |
+826 |
| Platinum(NYMEX) |
| Jan01 |
001030 |
566.0 |
572.0 |
566.0 |
569.2 |
+2.7 |
351 |
7,343 |
-50 |
| Apr01 |
001030 |
556.0 |
556.2 |
556.0 |
556.2 |
+2.7 |
0 |
206 |
+2 |
| Total Volume and Open Interest |
351 |
7,554 |
-48 |
| Palladium(NYMEX) |
| Dec00 |
001030 |
756.00 |
759.00 |
752.00 |
752.00 |
-4.00 |
226 |
924 |
-58 |
| Mar01 |
001030 |
752.00 |
752.00 |
752.00 |
752.00 |
-4.00 |
204 |
899 |
+0 |
| Total Volume and Open Interest |
430 |
1,823 |
-58 |
| Copper(CMX) |
| Dec00 |
001030 |
84.30 |
84.60 |
83.85 |
84.45 |
+0.05 |
7,157 |
34,505 |
-873 |
| Mar01 |
001030 |
85.20 |
85.50 |
84.85 |
85.40 |
+0.25 |
1,889 |
12,975 |
+84 |
| May01 |
001030 |
85.10 |
85.20 |
85.00 |
85.20 |
+0.25 |
196 |
2,669 |
+91 |
| Jul01 |
001030 |
84.65 |
85.10 |
84.65 |
85.05 |
+0.25 |
107 |
2,109 |
+50 |
| Sep01 |
001030 |
85.00 |
85.00 |
84.95 |
84.95 |
+0.25 |
28 |
979 |
+7 |
| Total Volume and Open Interest |
10,450 |
69,650 |
-2,836 |
| Aluminum(CMX) |
| DJIA Index(CBOT) |
| Dec00 |
001030 |
10660 |
10935 |
10630 |
10897 |
+191 |
12,923 |
16,498 |
+202 |
| Mar01 |
001030 |
10790 |
11070 |
10790 |
11037 |
+195 |
31 |
62 |
+1 |
| Jun01 |
001030 |
11050 |
11177 |
11050 |
11177 |
+201 |
0 |
2 |
+0 |
| Total Volume and Open Interest |
12,954 |
16,568 |
+203 |
| S & P 500(CME) |
| Dec00 |
001030 |
1388.50 |
1419.00 |
1388.50 |
1411.20 |
+10.20 |
63,962 |
409,513 |
-780 |
| Mar01 |
001030 |
1413.00 |
1434.00 |
1413.00 |
1432.00 |
+10.70 |
108 |
8,147 |
-7 |
| Jun01 |
001030 |
1448.20 |
1453.00 |
1448.20 |
1453.00 |
+11.20 |
0 |
2,263 |
+20 |
| Sep01 |
001030 |
1475.20 |
1479.50 |
1475.00 |
1475.00 |
+12.40 |
1 |
292 |
+0 |
| Total Volume and Open Interest |
64,071 |
420,435 |
-766 |
| S & P 500 E-Mini(Globex) |
| Dec00 |
001030 |
1398.00 |
1419.50 |
1387.00 |
1411.25 |
+10.25 |
81,305 |
50,593 |
-2,784 |
| Mar01 |
001030 |
1436.00 |
1436.00 |
1411.00 |
1432.00 |
+10.75 |
2 |
14 |
-1 |
| Total Volume and Open Interest |
81,307 |
50,607 |
-2,785 |
| NASDAQ 100(CME) |
| Dec00 |
001030 |
3161.00 |
3230.00 |
3060.00 |
3107.50 |
-116.50 |
25,063 |
40,193 |
+975 |
| Mar01 |
001030 |
3162.50 |
3162.50 |
3162.50 |
3162.50 |
-115.00 |
0 |
54 |
+0 |
| Jun01 |
001030 |
3210.50 |
3210.50 |
3210.50 |
3210.50 |
-115.00 |
|
|
|
| Total Volume and Open Interest |
25,063 |
40,247 |
+975 |
| NASDAQ 100 E-Mini(Globex) |
| S & P Midcap 400(CME) |
| Dec00 |
001030 |
507.00 |
514.00 |
506.00 |
510.50 |
+0.50 |
|
|
|
| Mar01 |
001030 |
517.75 |
517.75 |
517.75 |
517.75 |
+0.50 |
|
|
|
| Jun01 |
001030 |
524.75 |
524.75 |
524.75 |
524.75 |
+0.50 |
|
|
|
| Total Volume and Open Interest |
1,070 |
17,717 |
+239 |
| Russell 2000(CME) |
| Dec00 |
001030 |
483.00 |
489.50 |
479.00 |
486.85 |
+0.60 |
1,352 |
14,054 |
+181 |
| Mar01 |
001030 |
494.35 |
494.35 |
494.35 |
494.35 |
+0.60 |
|
|
|
| Jun01 |
001030 |
501.90 |
501.90 |
501.90 |
501.90 |
+0.60 |
|
|
|
| Total Volume and Open Interest |
1,352 |
14,054 |
+181 |
| Russell 2000 E-Mini(Globex) |
| Nikkei 225(CME) |
| Dec00 |
001030 |
14760 |
14770 |
14425 |
14475 |
-190 |
|
|
|
| Mar01 |
001030 |
14685 |
14685 |
14495 |
14495 |
-190 |
|
|
|
| Total Volume and Open Interest |
13,357 |
88,100 |
-1,418 |
| Nikkei 225(SGX) |
| Dec00 |
001030 |
14760 |
14770 |
14425 |
14475 |
-190 |
|
|
|
| Mar01 |
001030 |
14685 |
14685 |
14495 |
14495 |
-190 |
|
|
|
| Jun01 |
001030 |
14665 |
14665 |
14475 |
14475 |
-190 |
|
|
|
| Total Volume and Open Interest |
13,357 |
88,100 |
-1,418 |
| CAC 40(EURONEXT) |
| Nov00 |
001030 |
6305.5 |
6320.0 |
6264.0 |
6314.0 |
+31.0 |
|
|
|
| Dec00 |
001030 |
6315.0 |
6338.0 |
6309.0 |
6338.0 |
+32.0 |
|
|
|
| Total Volume and Open Interest |
115,210 |
561,245 |
+13,218 |
| Hang Seng Index(HKFE) |
| Oct00 |
001030 |
15000 |
15000 |
14811 |
14825 |
-66 |
|
|
|
| Nov00 |
001030 |
15000 |
15020 |
14782 |
14840 |
-60 |
|
|
|
| Dec00 |
001030 |
14900 |
14911 |
14900 |
14901 |
-92 |
|
|
|
| Total Volume and Open Interest |
|
|
|
| DAX(EUREX) |
| Dec00 |
001030 |
6959.0 |
6998.0 |
6921.0 |
6993.0 |
+22.0 |
|
|
|
| Mar01 |
001030 |
7027.0 |
7086.5 |
7015.0 |
7083.0 |
+23.0 |
|
|
|
| Jun01 |
001030 |
7110.0 |
7160.5 |
7096.5 |
7160.5 |
+23.5 |
|
|
|
| Total Volume and Open Interest |
38,334 |
168,127 |
-211 |
| FT-SE 100(EURONEXT) |
| Dec00 |
001030 |
6425.00 |
6443.00 |
6331.50 |
6428.00 |
+16.50 |
|
|
|
| Mar01 |
001030 |
6425.50 |
6481.00 |
6425.50 |
6481.00 |
+15.50 |
|
|
|
| Jun01 |
001030 |
6553.00 |
6553.00 |
6553.00 |
6553.00 |
+16.00 |
|
|
|
| Total Volume and Open Interest |
36,871 |
239,802 |
+6,087 |
| SPI 200(SFE) |
| Dec00 |
001030 |
3300.0 |
3304.0 |
3272.0 |
3273.0 |
-4.0 |
5,260 |
104,032 |
-13,830 |
| Mar01 |
001030 |
3311.0 |
3313.0 |
3294.0 |
3294.0 |
-4.0 |
7 |
1,652 |
+7 |
| Jun01 |
001030 |
3322.0 |
3322.0 |
3322.0 |
3322.0 |
-4.0 |
0 |
174 |
+0 |
| Total Volume and Open Interest |
5,267 |
105,858 |
-13,823 |
| GSCI(CME) |
| Nov00 |
001030 |
237.25 |
240.50 |
236.60 |
237.50 |
+0.30 |
31 |
35,565 |
-14 |
| Dec00 |
001030 |
236.45 |
236.45 |
236.25 |
236.25 |
-0.55 |
3 |
28 |
-1 |
| Jan01 |
001030 |
232.50 |
232.50 |
232.50 |
232.50 |
-0.70 |
0 |
2 |
+0 |
| Total Volume and Open Interest |
34 |
35,595 |
-15 |
| Reuters CCI(ICE) |
| Nov00 |
001030 |
221.00 |
221.20 |
220.40 |
220.40 |
-0.60 |
161 |
582 |
+8 |
| Jan01 |
001030 |
221.00 |
221.00 |
220.50 |
220.65 |
-0.60 |
20 |
733 |
+0 |
| Feb01 |
001030 |
220.00 |
220.00 |
219.25 |
219.40 |
-0.60 |
48 |
358 |
+6 |
| Total Volume and Open Interest |
229 |
1,677 |
+14 |
|
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
|
|