 |
MRCI's Free Historical Futures Prices |
Daily Futures Price Listing Thu November 02, 2000 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Nov00 |
001102 |
472.00 |
476.00 |
470.50 |
473.25 |
+10.50 |
13,732 |
10,948 |
-3,583 |
Jan01 |
001102 |
482.00 |
486.50 |
481.00 |
483.25 |
+9.75 |
33,421 |
91,030 |
+2,570 |
Mar01 |
001102 |
492.00 |
495.50 |
490.75 |
492.50 |
+9.75 |
3,940 |
31,794 |
+538 |
May01 |
001102 |
498.50 |
502.50 |
498.50 |
499.75 |
+9.50 |
680 |
16,136 |
+189 |
Jul01 |
001102 |
506.00 |
510.00 |
506.00 |
508.00 |
+9.75 |
1,890 |
19,888 |
-27 |
Aug01 |
001102 |
506.00 |
510.00 |
506.00 |
508.00 |
+9.00 |
33 |
735 |
-1 |
Sep01 |
001102 |
509.00 |
509.00 |
508.50 |
508.50 |
+8.75 |
161 |
336 |
+153 |
Total Volume and Open Interest |
54,742 |
177,068 |
+83 |
Soybean Meal(CBOT) |
Dec00 |
001102 |
172.30 |
172.50 |
170.60 |
171.30 |
+2.00 |
11,588 |
48,897 |
-873 |
Jan01 |
001102 |
169.50 |
170.70 |
169.00 |
169.80 |
+2.50 |
5,443 |
26,337 |
-59 |
Mar01 |
001102 |
168.00 |
169.50 |
168.00 |
168.80 |
+2.70 |
2,641 |
15,266 |
-13 |
May01 |
001102 |
168.00 |
169.00 |
167.50 |
168.10 |
+2.40 |
848 |
9,385 |
+125 |
Jul01 |
001102 |
169.00 |
169.50 |
168.00 |
168.50 |
+2.20 |
752 |
6,788 |
+217 |
Aug01 |
001102 |
168.50 |
169.00 |
167.50 |
167.80 |
+1.80 |
140 |
1,588 |
+77 |
Sep01 |
001102 |
168.00 |
169.00 |
167.00 |
167.10 |
+1.50 |
79 |
1,129 |
+69 |
Oct01 |
001102 |
167.00 |
167.00 |
166.00 |
166.50 |
+1.30 |
41 |
418 |
+17 |
Total Volume and Open Interest |
21,599 |
110,868 |
-457 |
Soybean Oil(CBOT) |
Dec00 |
001102 |
15.10 |
15.34 |
14.96 |
15.15 |
+0.34 |
7,222 |
62,310 |
-978 |
Jan01 |
001102 |
15.38 |
15.62 |
15.30 |
15.44 |
+0.33 |
2,649 |
31,594 |
+201 |
Mar01 |
001102 |
15.80 |
16.00 |
15.66 |
15.85 |
+0.34 |
1,348 |
23,111 |
+37 |
May01 |
001102 |
16.07 |
16.35 |
16.03 |
16.21 |
+0.34 |
674 |
11,924 |
+115 |
Jul01 |
001102 |
16.50 |
16.75 |
16.48 |
16.59 |
+0.34 |
189 |
8,164 |
+142 |
Aug01 |
001102 |
16.70 |
16.83 |
16.70 |
16.72 |
+0.32 |
1 |
2,009 |
+1 |
Sep01 |
001102 |
16.85 |
16.85 |
16.85 |
16.85 |
+0.34 |
4 |
1,630 |
-2 |
Oct01 |
001102 |
16.80 |
17.13 |
16.80 |
16.98 |
+0.33 |
5 |
1,480 |
+5 |
Total Volume and Open Interest |
12,105 |
147,002 |
-479 |
Canola(WCE) |
Nov00 |
001102 |
250.5 |
253.0 |
250.5 |
252.7 |
+4.1 |
703 |
2,672 |
-3,099 |
Jan01 |
001102 |
258.0 |
259.0 |
257.0 |
258.7 |
+4.1 |
3,388 |
39,539 |
-440 |
Mar01 |
001102 |
263.0 |
264.5 |
263.0 |
264.2 |
+4.5 |
1,026 |
18,048 |
+7 |
May01 |
001102 |
270.0 |
270.1 |
269.7 |
270.1 |
+4.8 |
33 |
2,225 |
+11 |
Jul01 |
001102 |
277.0 |
277.0 |
277.0 |
277.0 |
+4.5 |
189 |
2,337 |
+31 |
Total Volume and Open Interest |
5,339 |
65,515 |
-3,490 |
Corn(CBOT) |
Nov00 |
001102 |
208.00 |
209.00 |
208.00 |
208.75 |
+6.50 |
149 |
371 |
-223 |
Dec00 |
001102 |
211.50 |
213.00 |
210.50 |
212.00 |
+6.00 |
53,697 |
195,106 |
-2,214 |
Jan01 |
001102 |
216.00 |
216.75 |
215.00 |
216.25 |
+6.25 |
43 |
791 |
+19 |
Mar01 |
001102 |
222.25 |
224.25 |
221.75 |
223.50 |
+6.00 |
20,637 |
131,751 |
+4,110 |
May01 |
001102 |
230.50 |
231.75 |
229.25 |
231.00 |
+6.25 |
3,546 |
36,702 |
+443 |
Jul01 |
001102 |
237.50 |
239.00 |
236.75 |
238.25 |
+5.75 |
4,448 |
44,292 |
+942 |
Total Volume and Open Interest |
84,324 |
437,257 |
+3,723 |
Wheat(CBOT) |
Dec00 |
001102 |
259.00 |
261.00 |
257.00 |
259.75 |
+5.00 |
12,429 |
88,813 |
-89 |
Mar01 |
001102 |
276.00 |
278.00 |
275.00 |
277.50 |
+4.75 |
4,501 |
42,011 |
+1,655 |
May01 |
001102 |
286.50 |
288.00 |
285.50 |
287.50 |
+4.25 |
327 |
2,636 |
-54 |
Jul01 |
001102 |
296.50 |
297.50 |
294.50 |
296.50 |
+4.50 |
1,079 |
19,321 |
+64 |
Sep01 |
001102 |
304.00 |
304.00 |
304.00 |
304.00 |
+3.75 |
42 |
866 |
+3 |
Total Volume and Open Interest |
18,477 |
156,084 |
+1,613 |
Wheat(KCBT) |
Dec00 |
001102 |
309.50 |
313.00 |
308.50 |
312.50 |
+7.00 |
3,432 |
45,398 |
-386 |
Mar01 |
001102 |
325.00 |
327.00 |
322.75 |
326.25 |
+5.75 |
2,025 |
29,441 |
+730 |
May01 |
001102 |
333.00 |
334.00 |
330.50 |
334.00 |
+6.00 |
150 |
2,566 |
-55 |
Jul01 |
001102 |
339.00 |
340.00 |
337.50 |
339.75 |
+4.75 |
1,199 |
8,700 |
+129 |
Sep01 |
001102 |
346.00 |
346.00 |
346.00 |
346.00 |
+4.00 |
102 |
264 |
+54 |
Total Volume and Open Interest |
6,910 |
86,462 |
+472 |
Wheat(MGE) |
Dec00 |
001102 |
318.00 |
319.75 |
317.00 |
319.00 |
+3.50 |
1,530 |
15,137 |
-139 |
Mar01 |
001102 |
335.00 |
335.00 |
331.75 |
334.00 |
+3.50 |
361 |
6,741 |
-5 |
May01 |
001102 |
342.00 |
342.50 |
340.50 |
342.25 |
+3.25 |
88 |
1,456 |
-77 |
Jul01 |
001102 |
349.00 |
349.25 |
348.00 |
349.25 |
+2.75 |
1 |
616 |
-1 |
Sep01 |
001102 |
354.00 |
356.00 |
354.00 |
356.00 |
+2.00 |
50 |
352 |
+12 |
Total Volume and Open Interest |
2,032 |
24,468 |
-208 |
Oats(CBOT) |
Dec00 |
001102 |
108.25 |
109.50 |
108.25 |
108.75 |
+1.50 |
420 |
9,768 |
-2 |
Mar01 |
001102 |
117.75 |
118.75 |
117.50 |
118.00 |
+1.25 |
135 |
3,595 |
+63 |
May01 |
001102 |
122.00 |
123.00 |
122.00 |
122.50 |
+1.25 |
0 |
230 |
+0 |
Jul01 |
001102 |
127.50 |
127.50 |
127.00 |
127.00 |
+0.75 |
0 |
152 |
+0 |
Total Volume and Open Interest |
575 |
14,203 |
+66 |
Rough Rice(CBOT) |
Nov00 |
001102 |
6.30 |
6.30 |
6.18 |
6.21 |
+0.08 |
78 |
127 |
-58 |
Jan01 |
001102 |
6.40 |
6.54 |
6.40 |
6.51 |
+0.11 |
212 |
3,941 |
-40 |
Mar01 |
001102 |
6.60 |
6.75 |
6.60 |
6.71 |
+0.11 |
98 |
1,108 |
-26 |
May01 |
001102 |
6.89 |
6.91 |
6.89 |
6.90 |
+0.11 |
20 |
534 |
+4 |
Total Volume and Open Interest |
408 |
5,913 |
-120 |
Live Cattle(CME) |
Dec00 |
001102 |
72.150 |
72.350 |
71.675 |
71.725 |
-0.450 |
6,980 |
62,362 |
+315 |
Feb01 |
001102 |
73.850 |
73.925 |
73.350 |
73.400 |
-0.375 |
4,053 |
31,395 |
+260 |
Apr01 |
001102 |
74.550 |
74.750 |
74.250 |
74.425 |
-0.200 |
1,792 |
18,690 |
+431 |
Jun01 |
001102 |
71.350 |
71.650 |
71.200 |
71.250 |
-0.175 |
330 |
6,892 |
+125 |
Aug01 |
001102 |
71.300 |
71.650 |
71.300 |
71.350 |
unch |
295 |
4,620 |
+48 |
Oct01 |
001102 |
73.050 |
73.300 |
73.025 |
73.175 |
+0.025 |
55 |
954 |
+37 |
Total Volume and Open Interest |
13,569 |
125,054 |
+1,133 |
Feeder Cattle(CME) |
Nov00 |
001102 |
88.500 |
88.525 |
88.150 |
88.225 |
-0.425 |
730 |
3,588 |
-340 |
Jan01 |
001102 |
88.800 |
88.850 |
88.250 |
88.325 |
-0.750 |
690 |
7,125 |
-85 |
Mar01 |
001102 |
88.100 |
88.150 |
87.575 |
87.625 |
-0.725 |
142 |
3,312 |
+14 |
Apr01 |
001102 |
87.850 |
87.900 |
87.450 |
87.525 |
-0.825 |
43 |
1,144 |
-2 |
May01 |
001102 |
87.450 |
87.550 |
87.150 |
87.200 |
-0.700 |
37 |
1,251 |
-10 |
Aug01 |
001102 |
87.600 |
87.600 |
87.250 |
87.250 |
-0.500 |
7 |
424 |
-1 |
Sep01 |
001102 |
87.350 |
87.350 |
87.100 |
87.150 |
-0.700 |
1 |
50 |
+1 |
Total Volume and Open Interest |
1,667 |
16,913 |
-414 |
Lean Hogs(CME) |
Dec00 |
001102 |
51.200 |
51.700 |
51.200 |
51.275 |
-0.175 |
3,810 |
20,659 |
+17 |
Feb01 |
001102 |
53.600 |
54.075 |
53.600 |
53.700 |
-0.100 |
1,771 |
8,103 |
+194 |
Apr01 |
001102 |
52.500 |
53.050 |
52.500 |
52.800 |
+0.125 |
427 |
3,472 |
+5 |
Jun01 |
001102 |
59.500 |
59.950 |
59.500 |
59.725 |
+0.200 |
123 |
1,394 |
+39 |
Jul01 |
001102 |
58.000 |
58.100 |
57.800 |
57.850 |
+0.075 |
6 |
382 |
+0 |
Aug01 |
001102 |
55.975 |
56.300 |
55.950 |
56.000 |
+0.025 |
10 |
307 |
-3 |
Oct01 |
001102 |
48.200 |
48.400 |
48.025 |
48.300 |
+0.125 |
6 |
356 |
+2 |
Dec01 |
001102 |
45.900 |
45.950 |
45.600 |
45.600 |
-0.250 |
5 |
286 |
+4 |
Total Volume and Open Interest |
6,158 |
34,959 |
+258 |
Pork Bellies(CME) |
Feb01 |
001102 |
59.700 |
60.725 |
59.600 |
60.275 |
unch |
553 |
2,166 |
-40 |
Mar01 |
001102 |
59.800 |
60.600 |
59.700 |
60.150 |
-0.275 |
30 |
101 |
-6 |
May01 |
001102 |
61.000 |
61.500 |
61.000 |
61.000 |
unch |
1 |
59 |
+0 |
Jul01 |
001102 |
61.500 |
61.525 |
61.100 |
61.525 |
+0.950 |
3 |
30 |
+0 |
Aug01 |
001102 |
61.800 |
61.800 |
60.800 |
60.800 |
-1.200 |
0 |
5 |
+0 |
Total Volume and Open Interest |
587 |
2,361 |
-46 |
Cocoa(NYBOT) |
Dec00 |
001102 |
758 |
766 |
755 |
764 |
+11 |
4,191 |
35,864 |
-506 |
Mar01 |
001102 |
792 |
802 |
790 |
800 |
+12 |
2,657 |
27,406 |
+129 |
May01 |
001102 |
813 |
822 |
812 |
822 |
+12 |
385 |
15,704 |
+77 |
Jul01 |
001102 |
834 |
844 |
834 |
844 |
+13 |
273 |
12,283 |
-50 |
Sep01 |
001102 |
860 |
866 |
860 |
866 |
+12 |
162 |
10,474 |
+154 |
Dec01 |
001102 |
895 |
899 |
894 |
899 |
+12 |
6 |
12,457 |
+6 |
Mar02 |
001102 |
926 |
932 |
926 |
932 |
+12 |
0 |
10,143 |
+0 |
Total Volume and Open Interest |
7,674 |
143,677 |
-190 |
Coffee "C"(NYBOT) |
Dec00 |
001102 |
74.25 |
75.00 |
73.90 |
74.25 |
+0.35 |
3,804 |
24,432 |
-600 |
Mar01 |
001102 |
79.00 |
79.80 |
78.90 |
79.15 |
+0.30 |
1,611 |
11,679 |
+281 |
May01 |
001102 |
82.40 |
82.75 |
82.00 |
82.30 |
+0.30 |
469 |
3,002 |
+31 |
Jul01 |
001102 |
85.50 |
85.50 |
85.25 |
85.25 |
+0.30 |
275 |
1,831 |
-64 |
Sep01 |
001102 |
88.50 |
88.50 |
87.85 |
88.20 |
+0.30 |
279 |
2,517 |
+97 |
Dec01 |
001102 |
92.00 |
92.20 |
92.00 |
92.20 |
+0.30 |
35 |
680 |
-6 |
Total Volume and Open Interest |
6,473 |
44,153 |
-261 |
Orange Juice(NYBOT) |
Nov00 |
001102 |
68.35 |
68.40 |
67.25 |
67.30 |
-1.70 |
657 |
2,238 |
-340 |
Jan01 |
001102 |
72.90 |
72.90 |
71.60 |
71.80 |
-1.10 |
2,627 |
17,692 |
+293 |
Mar01 |
001102 |
76.00 |
76.00 |
75.05 |
75.20 |
-0.80 |
344 |
8,506 |
+120 |
May01 |
001102 |
78.10 |
78.10 |
77.30 |
77.30 |
-0.70 |
46 |
1,197 |
+20 |
Jul01 |
001102 |
80.00 |
80.00 |
79.25 |
79.50 |
-0.75 |
98 |
661 |
+83 |
Total Volume and Open Interest |
3,882 |
30,764 |
+198 |
Sugar #11(NYBOT) |
Mar01 |
001102 |
9.78 |
9.78 |
9.52 |
9.54 |
-0.21 |
10,054 |
85,932 |
-541 |
May01 |
001102 |
9.29 |
9.33 |
9.11 |
9.12 |
-0.17 |
1,647 |
18,025 |
+359 |
Jul01 |
001102 |
8.70 |
8.70 |
8.48 |
8.50 |
-0.20 |
798 |
22,466 |
-126 |
Oct01 |
001102 |
8.35 |
8.38 |
8.17 |
8.19 |
-0.21 |
472 |
17,271 |
+18 |
Mar02 |
001102 |
8.34 |
8.34 |
8.13 |
8.13 |
-0.21 |
18 |
6,945 |
-38 |
Total Volume and Open Interest |
12,989 |
151,664 |
-328 |
London Cocoa(LCE) |
Dec00 |
001102 |
582 |
591 |
582 |
589 |
+7 |
661 |
43,009 |
+6 |
Mar01 |
001102 |
603 |
612 |
603 |
610 |
+7 |
1,514 |
54,221 |
+93 |
May01 |
001102 |
620 |
629 |
620 |
627 |
+7 |
50 |
26,829 |
+20 |
Jul01 |
001102 |
642 |
642 |
642 |
642 |
+7 |
119 |
12,147 |
+47 |
Sep01 |
001102 |
651 |
658 |
651 |
656 |
+7 |
72 |
18,120 |
+52 |
Dec01 |
001102 |
685 |
686 |
685 |
686 |
+7 |
50 |
5,452 |
+30 |
Mar02 |
001102 |
709 |
711 |
708 |
710 |
+7 |
186 |
15,512 |
-106 |
Total Volume and Open Interest |
2,652 |
189,856 |
+142 |
London Coffee(LCE) |
Nov00 |
001102 |
707.00 |
709.00 |
701.00 |
709.00 |
-1.00 |
757 |
3,375 |
-157 |
Jan01 |
001102 |
722.00 |
725.00 |
712.00 |
724.00 |
-3.00 |
1,843 |
29,846 |
+153 |
Mar01 |
001102 |
741.00 |
749.00 |
740.00 |
748.00 |
-2.00 |
253 |
9,172 |
+44 |
May01 |
001102 |
774.00 |
774.00 |
766.00 |
773.00 |
-2.00 |
194 |
5,196 |
+36 |
Jul01 |
001102 |
794.00 |
799.00 |
794.00 |
798.00 |
-2.00 |
3 |
2,459 |
+0 |
Sep01 |
001102 |
823.00 |
823.00 |
823.00 |
823.00 |
-2.00 |
0 |
814 |
+0 |
Total Volume and Open Interest |
3,134 |
52,050 |
+160 |
London Sugar(LCE) |
Dec00 |
001102 |
248.00 |
251.00 |
247.50 |
247.80 |
-0.20 |
2,591 |
10,338 |
-2,369 |
Mar01 |
001102 |
249.00 |
250.00 |
244.50 |
245.30 |
-1.70 |
1,941 |
20,224 |
+310 |
May01 |
001102 |
246.00 |
246.00 |
241.00 |
241.50 |
-2.00 |
195 |
4,229 |
-18 |
Aug01 |
001102 |
241.20 |
241.20 |
236.50 |
237.50 |
-3.00 |
140 |
5,163 |
-42 |
Oct01 |
001102 |
233.50 |
233.50 |
231.00 |
231.00 |
-1.50 |
0 |
2,042 |
+0 |
Total Volume and Open Interest |
4,867 |
42,424 |
-2,119 |
Cotton(NYBOT) |
Dec00 |
001102 |
62.70 |
63.15 |
62.55 |
62.91 |
+0.34 |
10,930 |
27,980 |
-2,822 |
Mar01 |
001102 |
65.00 |
65.49 |
65.00 |
65.32 |
+0.47 |
3,473 |
16,286 |
+1,180 |
May01 |
001102 |
65.85 |
66.10 |
65.65 |
66.10 |
+0.58 |
692 |
9,296 |
+6 |
Jul01 |
001102 |
66.50 |
66.65 |
66.35 |
66.65 |
+0.53 |
362 |
4,934 |
+149 |
Oct01 |
001102 |
63.95 |
63.95 |
63.75 |
63.75 |
+0.04 |
36 |
629 |
+11 |
Dec01 |
001102 |
63.60 |
63.75 |
63.45 |
63.75 |
+0.15 |
154 |
5,186 |
+30 |
Total Volume and Open Interest |
30,647 |
64,443 |
-1,446 |
Lumber(CME) |
Nov00 |
001102 |
210.0 |
210.0 |
204.3 |
204.3 |
-4.0 |
320 |
1,604 |
-116 |
Jan01 |
001102 |
226.4 |
226.8 |
221.7 |
222.3 |
-3.9 |
398 |
1,752 |
+55 |
Mar01 |
001102 |
238.3 |
238.7 |
234.2 |
234.8 |
-3.3 |
94 |
803 |
-25 |
May01 |
001102 |
245.3 |
245.3 |
243.1 |
243.3 |
-2.5 |
7 |
116 |
-3 |
Total Volume and Open Interest |
837 |
4,341 |
-86 |
Crude Oil(NYM) |
Dec00 |
001102 |
32.60 |
33.15 |
32.35 |
32.54 |
-0.71 |
71,542 |
128,433 |
-1,098 |
Jan01 |
001102 |
31.50 |
31.93 |
31.25 |
31.28 |
-0.70 |
36,707 |
67,263 |
+2,453 |
Feb01 |
001102 |
30.70 |
31.08 |
30.40 |
30.48 |
-0.69 |
8,521 |
25,973 |
-105 |
Mar01 |
001102 |
30.05 |
30.45 |
29.85 |
29.87 |
-0.66 |
2,281 |
18,397 |
+35 |
Apr01 |
001102 |
29.60 |
29.80 |
29.37 |
29.37 |
-0.64 |
1,521 |
16,342 |
+4 |
May01 |
001102 |
29.20 |
29.45 |
28.90 |
28.90 |
-0.63 |
1,176 |
11,897 |
-485 |
Jun01 |
001102 |
28.70 |
28.81 |
28.44 |
28.44 |
-0.62 |
1,566 |
27,619 |
-389 |
Jul01 |
001102 |
28.15 |
28.40 |
27.98 |
27.98 |
-0.61 |
2,116 |
12,199 |
-38 |
Aug01 |
001102 |
27.53 |
27.53 |
27.53 |
27.53 |
-0.60 |
2,838 |
9,923 |
+330 |
Sep01 |
001102 |
27.60 |
27.60 |
27.09 |
27.09 |
-0.58 |
1,462 |
16,478 |
+760 |
Total Volume and Open Interest |
138,222 |
473,398 |
+256 |
Heating Oil(NYM) |
Dec00 |
001102 |
93.25 |
94.50 |
92.65 |
93.18 |
-0.91 |
17,644 |
48,561 |
-2,020 |
Jan01 |
001102 |
92.30 |
93.15 |
91.75 |
92.26 |
-0.81 |
7,565 |
35,047 |
+1,038 |
Feb01 |
001102 |
90.60 |
91.20 |
90.00 |
90.21 |
-0.71 |
3,158 |
22,004 |
+110 |
Mar01 |
001102 |
86.50 |
87.10 |
86.10 |
86.11 |
-0.66 |
1,147 |
14,269 |
-31 |
Apr01 |
001102 |
81.70 |
82.80 |
81.70 |
82.01 |
-0.61 |
458 |
9,307 |
+43 |
May01 |
001102 |
78.80 |
79.00 |
78.31 |
78.31 |
-0.51 |
407 |
5,325 |
-232 |
Jun01 |
001102 |
76.60 |
76.90 |
76.11 |
76.11 |
-0.41 |
990 |
6,638 |
+158 |
Jul01 |
001102 |
75.25 |
75.50 |
75.01 |
75.01 |
-0.36 |
307 |
1,961 |
+18 |
Aug01 |
001102 |
75.27 |
75.27 |
74.71 |
74.71 |
-0.41 |
397 |
3,589 |
+97 |
Sep01 |
001102 |
75.01 |
75.01 |
75.01 |
75.01 |
-0.41 |
3 |
1,217 |
+2 |
Total Volume and Open Interest |
32,302 |
154,241 |
-3,814 |
Unleaded Gas(NYM) |
Dec00 |
001102 |
87.50 |
88.70 |
86.30 |
86.88 |
-1.55 |
16,223 |
32,275 |
+462 |
Jan01 |
001102 |
84.60 |
85.65 |
83.85 |
84.28 |
-1.32 |
6,914 |
10,394 |
+666 |
Feb01 |
001102 |
84.20 |
84.55 |
83.40 |
83.68 |
-1.22 |
1,687 |
7,329 |
+271 |
Mar01 |
001102 |
84.65 |
84.90 |
83.90 |
83.98 |
-1.17 |
767 |
7,817 |
-108 |
Apr01 |
001102 |
88.50 |
88.53 |
88.30 |
88.53 |
-1.17 |
750 |
5,432 |
-173 |
May01 |
001102 |
87.78 |
87.78 |
87.78 |
87.78 |
-1.12 |
455 |
4,446 |
-201 |
Jun01 |
001102 |
86.38 |
86.38 |
86.38 |
86.38 |
-1.07 |
50 |
2,345 |
+50 |
Jul01 |
001102 |
84.58 |
84.58 |
84.58 |
84.58 |
-1.02 |
100 |
1,282 |
+0 |
Total Volume and Open Interest |
28,192 |
77,852 |
+135 |
Natural Gas(NYM) |
Dec00 |
001102 |
4.670 |
4.850 |
4.640 |
4.760 |
+0.074 |
46,311 |
46,250 |
-518 |
Jan01 |
001102 |
4.700 |
4.890 |
4.680 |
4.806 |
+0.080 |
16,333 |
35,344 |
+2,414 |
Feb01 |
001102 |
4.560 |
4.725 |
4.540 |
4.656 |
+0.083 |
6,582 |
26,762 |
+1,513 |
Mar01 |
001102 |
4.380 |
4.545 |
4.360 |
4.471 |
+0.093 |
3,812 |
28,550 |
+250 |
Apr01 |
001102 |
4.190 |
4.325 |
4.185 |
4.271 |
+0.093 |
2,572 |
19,739 |
+521 |
May01 |
001102 |
4.100 |
4.260 |
4.100 |
4.191 |
+0.091 |
1,232 |
19,170 |
+263 |
Jun01 |
001102 |
4.085 |
4.240 |
4.080 |
4.181 |
+0.091 |
2,609 |
20,679 |
+479 |
Jul01 |
001102 |
4.150 |
4.245 |
4.150 |
4.181 |
+0.088 |
1,414 |
10,794 |
-122 |
Total Volume and Open Interest |
87,464 |
374,828 |
+7,174 |
Brent Crude Oil(IPE) |
Dec00 |
001102 |
30.85 |
31.13 |
30.45 |
30.78 |
-0.53 |
29,110 |
53,053 |
-2,213 |
Jan01 |
001102 |
30.40 |
30.47 |
29.86 |
30.03 |
-0.48 |
16,390 |
61,050 |
-2,391 |
Feb01 |
001102 |
29.52 |
29.73 |
29.24 |
29.38 |
-0.41 |
4,975 |
21,546 |
+1,843 |
Mar01 |
001102 |
28.90 |
29.02 |
28.56 |
28.69 |
-0.37 |
6,706 |
22,471 |
+1,673 |
Apr01 |
001102 |
28.25 |
28.39 |
28.02 |
28.08 |
-0.33 |
5,333 |
18,538 |
+2,346 |
May01 |
001102 |
27.85 |
27.85 |
27.60 |
27.62 |
-0.31 |
1,710 |
5,533 |
-310 |
Jun01 |
001102 |
27.38 |
27.38 |
27.15 |
27.18 |
-0.29 |
1,481 |
15,952 |
+681 |
Jul01 |
001102 |
26.95 |
26.95 |
26.80 |
26.80 |
-0.28 |
29 |
5,089 |
+9 |
Total Volume and Open Interest |
66,439 |
245,389 |
+1,988 |
Gas Oil(IPE) |
Nov00 |
001102 |
286.50 |
286.50 |
283.75 |
286.00 |
-5.00 |
9,364 |
24,277 |
-240 |
Dec00 |
001102 |
280.00 |
281.00 |
277.00 |
279.25 |
-5.75 |
9,403 |
31,517 |
-450 |
Jan01 |
001102 |
274.75 |
275.00 |
271.25 |
273.50 |
-5.50 |
4,073 |
17,129 |
+472 |
Feb01 |
001102 |
266.00 |
266.25 |
264.50 |
266.25 |
-4.25 |
1,102 |
5,377 |
+352 |
Mar01 |
001102 |
255.50 |
257.25 |
255.50 |
257.25 |
-4.25 |
500 |
5,773 |
+78 |
Apr01 |
001102 |
248.75 |
248.75 |
247.00 |
248.75 |
-3.00 |
1,070 |
5,129 |
+770 |
May01 |
001102 |
242.50 |
242.50 |
242.50 |
242.50 |
-2.75 |
0 |
986 |
+0 |
Jun01 |
001102 |
236.50 |
237.25 |
235.75 |
237.25 |
-3.25 |
1,450 |
11,016 |
+260 |
Total Volume and Open Interest |
27,262 |
108,493 |
+1,542 |
US Dollar Index(NYBOT) |
Dec00 |
001102 |
115.45 |
115.87 |
114.98 |
115.55 |
+0.05 |
927 |
4,285 |
-152 |
Mar01 |
001102 |
115.32 |
115.67 |
114.91 |
115.39 |
+0.04 |
939 |
6,346 |
-153 |
Jun01 |
001102 |
115.23 |
115.23 |
115.23 |
115.23 |
+0.03 |
939 |
6,346 |
-153 |
Total Volume and Open Interest |
939 |
6,346 |
-153 |
Australian Dollar(IMM) |
Dec00 |
001102 |
52.75 |
52.95 |
51.82 |
52.15 |
-0.21 |
1,783 |
22,665 |
-169 |
Mar01 |
001102 |
52.95 |
52.95 |
52.00 |
52.20 |
-0.21 |
6 |
2,133 |
+0 |
Jun01 |
001102 |
52.25 |
52.25 |
52.25 |
52.25 |
-0.21 |
0 |
6 |
+0 |
Total Volume and Open Interest |
1,789 |
24,804 |
-169 |
British Pound(IMM) |
Dec00 |
001102 |
145.20 |
145.34 |
144.46 |
144.76 |
-0.30 |
4,578 |
30,816 |
-262 |
Mar01 |
001102 |
145.10 |
145.50 |
144.60 |
144.96 |
-0.30 |
15 |
103 |
+7 |
Jun01 |
001102 |
145.16 |
145.70 |
145.00 |
145.16 |
-0.30 |
0 |
3 |
+0 |
Total Volume and Open Interest |
4,593 |
30,922 |
-255 |
Canadian Dollar(IMM) |
Dec00 |
001102 |
65.24 |
65.42 |
65.03 |
65.40 |
+0.03 |
6,763 |
78,082 |
+2,017 |
Mar01 |
001102 |
65.38 |
65.55 |
65.20 |
65.54 |
+0.02 |
142 |
2,785 |
+25 |
Jun01 |
001102 |
65.46 |
65.65 |
65.34 |
65.65 |
+0.01 |
17 |
1,479 |
+3 |
Sep01 |
001102 |
65.61 |
65.75 |
65.45 |
65.75 |
unch |
122 |
558 |
+39 |
Total Volume and Open Interest |
7,044 |
83,189 |
+2,084 |
Japanese Yen(IMM) |
Dec00 |
001102 |
93.01 |
93.20 |
92.89 |
93.13 |
+0.04 |
10,891 |
67,773 |
-726 |
Mar01 |
001102 |
94.45 |
94.60 |
94.40 |
94.56 |
+0.04 |
4 |
248 |
-2 |
Jun01 |
001102 |
95.96 |
95.96 |
95.96 |
95.96 |
+0.04 |
0 |
8 |
+0 |
Total Volume and Open Interest |
10,895 |
68,170 |
-728 |
Swiss Franc(IMM) |
Dec00 |
001102 |
56.74 |
56.75 |
56.40 |
56.58 |
-0.03 |
12,575 |
50,635 |
-604 |
Mar01 |
001102 |
57.13 |
57.13 |
56.88 |
57.01 |
-0.03 |
11 |
88 |
+4 |
Jun01 |
001102 |
57.30 |
57.42 |
57.30 |
57.42 |
-0.03 |
0 |
11 |
+0 |
Total Volume and Open Interest |
12,586 |
50,734 |
-600 |
EuroFX(IMM) |
Dec00 |
001102 |
86.54 |
86.56 |
85.92 |
86.21 |
-0.06 |
21,439 |
72,467 |
-1,818 |
Mar01 |
001102 |
86.77 |
86.80 |
86.22 |
86.52 |
-0.06 |
179 |
1,064 |
-60 |
Total Volume and Open Interest |
21,618 |
73,531 |
-1,878 |
Mexican Peso(IMM) |
Dec00 |
001102 |
10295.0 |
10320.0 |
10285.0 |
10308.0 |
+38.0 |
2,943 |
8,378 |
-735 |
Mar01 |
001102 |
10008.0 |
10008.0 |
10008.0 |
10008.0 |
+38.0 |
26 |
3,623 |
-1 |
Total Volume and Open Interest |
2,969 |
13,096 |
-736 |
30-Year T-Bonds(CBOT) |
Dec00 |
001102 |
100~00 |
100~06 |
99~27 |
99~29 |
-0~03 |
209,362 |
412,501 |
+2,869 |
Mar01 |
001102 |
100~06 |
100~06 |
99~28 |
99~31 |
-0~03 |
2,704 |
15,149 |
+960 |
Jun01 |
001102 |
99~28 |
99~28 |
99~28 |
99~28 |
-0~03 |
0 |
136 |
+0 |
Total Volume and Open Interest |
212,066 |
427,865 |
+3,829 |
Municipal Bonds(CBOT) |
Dec00 |
001102 |
99~23 |
99~24 |
99~19 |
99~23 |
+0~01 |
1,704 |
19,662 |
+408 |
Total Volume and Open Interest |
1,704 |
19,662 |
+408 |
10-Year T-Notes(CBOT) |
Dec00 |
001102 |
100~270 |
101~010 |
100~270 |
100~310 |
+0~040 |
159,400 |
551,257 |
+6,234 |
Mar01 |
001102 |
101~000 |
101~025 |
100~295 |
101~010 |
+0~030 |
3,903 |
26,876 |
+466 |
Total Volume and Open Interest |
163,303 |
578,134 |
+6,700 |
5-Year T-Notes(CBOT) |
Dec00 |
001102 |
100~285 |
100~300 |
100~265 |
100~275 |
+0~010 |
63,152 |
364,789 |
+2,246 |
Mar01 |
001102 |
100~300 |
100~305 |
100~290 |
100~290 |
+0~010 |
1,565 |
8,230 |
+1,529 |
Total Volume and Open Interest |
64,717 |
373,019 |
+3,775 |
2 Year T-Notes(CBOT) |
Dec00 |
001102 |
100~023 |
100~025 |
100~020 |
100~021 |
+0~001 |
3,570 |
55,539 |
+799 |
Total Volume and Open Interest |
3,570 |
55,539 |
+799 |
3-Mth T-Bills(IMM) |
Dec00 |
001102 |
93.82 |
93.82 |
93.82 |
93.82 |
unch |
2 |
1,330 |
+2 |
Total Volume and Open Interest |
4 |
1,354 |
+3 |
Eurodollars(IMM) |
Dec00 |
001102 |
93.310 |
93.315 |
93.300 |
93.305 |
unch |
33,436 |
530,399 |
-6,271 |
Mar01 |
001102 |
93.520 |
93.525 |
93.505 |
93.520 |
+0.005 |
62,598 |
512,792 |
+2,985 |
Jun01 |
001102 |
93.635 |
93.640 |
93.615 |
93.630 |
+0.005 |
90,308 |
357,851 |
+2,868 |
Sep01 |
001102 |
93.680 |
93.690 |
93.660 |
93.680 |
+0.015 |
72,204 |
354,656 |
+4,473 |
Dec01 |
001102 |
93.600 |
93.600 |
93.580 |
93.600 |
+0.020 |
28,456 |
249,262 |
+2,177 |
Mar02 |
001102 |
93.645 |
93.650 |
93.625 |
93.645 |
+0.020 |
26,465 |
204,499 |
+155 |
Jun02 |
001102 |
93.585 |
93.600 |
93.575 |
93.595 |
+0.025 |
21,011 |
145,305 |
+2,359 |
Sep02 |
001102 |
93.545 |
93.555 |
93.535 |
93.550 |
+0.020 |
11,283 |
109,173 |
-605 |
Dec02 |
001102 |
93.435 |
93.445 |
93.425 |
93.445 |
+0.020 |
5,802 |
84,761 |
+687 |
Mar03 |
001102 |
93.460 |
93.470 |
93.455 |
93.470 |
+0.020 |
4,538 |
75,462 |
-668 |
Jun03 |
001102 |
93.420 |
93.430 |
93.415 |
93.430 |
+0.020 |
3,325 |
56,369 |
-429 |
Sep03 |
001102 |
93.385 |
93.395 |
93.380 |
93.395 |
+0.020 |
3,190 |
57,699 |
-81 |
Total Volume and Open Interest |
385,922 |
3,120,560 |
+6,940 |
3-Mth Euro-Yen(IMM) |
Dec00 |
001102 |
99.47 |
99.47 |
99.47 |
99.47 |
unch |
321 |
12,845 |
-566 |
Mar01 |
001102 |
99.52 |
99.52 |
99.52 |
99.52 |
+0.01 |
294 |
22,303 |
-569 |
Jun01 |
001102 |
99.48 |
99.49 |
99.48 |
99.49 |
+0.01 |
99 |
10,103 |
-78 |
Sep01 |
001102 |
99.42 |
99.43 |
99.42 |
99.43 |
+0.01 |
296 |
12,506 |
+278 |
Dec01 |
001102 |
99.32 |
99.32 |
99.32 |
99.32 |
+0.01 |
582 |
5,919 |
+155 |
Mar02 |
001102 |
99.29 |
99.29 |
99.29 |
99.29 |
+0.02 |
50 |
3,240 |
+39 |
Jun02 |
001102 |
99.21 |
99.21 |
99.21 |
99.21 |
+0.02 |
0 |
779 |
+6 |
Sep02 |
001102 |
99.10 |
99.10 |
99.10 |
99.10 |
+0.02 |
0 |
207 |
+0 |
Dec02 |
001102 |
98.88 |
98.88 |
98.88 |
98.88 |
unch |
0 |
30 |
+0 |
Mar03 |
001102 |
98.81 |
98.81 |
98.81 |
98.81 |
+0.02 |
|
|
|
Total Volume and Open Interest |
1,642 |
67,932 |
-735 |
3-Mth Euro-Yen(SIMEX) |
Dec00 |
001102 |
99.47 |
99.47 |
99.46 |
99.47 |
unch |
|
|
|
Mar01 |
001102 |
99.50 |
99.53 |
99.50 |
99.52 |
+0.02 |
|
|
|
Jun01 |
001102 |
99.47 |
99.49 |
99.47 |
99.49 |
+0.02 |
|
|
|
Sep01 |
001102 |
99.41 |
99.43 |
99.40 |
99.42 |
+0.02 |
|
|
|
Dec01 |
001102 |
99.31 |
99.32 |
99.31 |
99.32 |
+0.01 |
|
|
|
Mar02 |
001102 |
99.28 |
99.29 |
99.28 |
99.29 |
+0.03 |
|
|
|
Jun02 |
001102 |
99.19 |
99.21 |
99.19 |
99.21 |
+0.03 |
|
|
|
Sep02 |
001102 |
99.07 |
99.07 |
99.07 |
99.07 |
+0.01 |
|
|
|
Total Volume and Open Interest |
|
|
|
German Euro-Bund(EUREX) |
Dec00 |
001102 |
105.73 |
105.74 |
105.48 |
105.49 |
-0.21 |
313,084 |
612,393 |
-12,500 |
Mar01 |
001102 |
105.79 |
105.79 |
105.57 |
105.57 |
-0.21 |
1,000 |
21,373 |
+939 |
Jun01 |
001102 |
105.30 |
105.30 |
105.30 |
105.30 |
-0.21 |
0 |
3,989 |
-1,178 |
Total Volume and Open Interest |
314,084 |
637,755 |
-12,739 |
German Euro-Bobl(EUREX) |
Dec00 |
001102 |
103.77 |
103.80 |
103.64 |
103.66 |
-0.10 |
177,091 |
350,696 |
-1,868 |
Mar01 |
001102 |
103.52 |
103.52 |
103.39 |
103.39 |
-0.12 |
1,973 |
5,555 |
+0 |
Jun01 |
001102 |
103.31 |
103.31 |
103.31 |
103.31 |
-0.10 |
0 |
478 |
+0 |
Total Volume and Open Interest |
179,064 |
356,729 |
-1,868 |
Long Gilt(LIFFE) |
Dec00 |
001102 |
113~20 |
113~28 |
113~18 |
113~21 |
unch |
21,090 |
66,743 |
-3,675 |
Mar01 |
001102 |
113~12 |
113~12 |
113~12 |
113~12 |
0~00 |
0 |
152 |
+0 |
Total Volume and Open Interest |
21,792 |
66,895 |
-3,675 |
3-Mth Short Sterling(LIFFE) |
Dec00 |
001102 |
93.88 |
93.89 |
93.87 |
93.88 |
unch |
24,224 |
167,939 |
+6,533 |
Mar01 |
001102 |
93.91 |
93.94 |
93.90 |
93.92 |
+0.02 |
41,438 |
210,070 |
-428 |
Jun01 |
001102 |
93.91 |
93.95 |
93.90 |
93.93 |
+0.03 |
20,663 |
104,685 |
+485 |
Total Volume and Open Interest |
132,641 |
782,777 |
+10,426 |
3-Mth Euribor(LIFFE) |
Dec00 |
001102 |
94.810 |
94.820 |
94.795 |
94.800 |
-0.010 |
35,409 |
332,214 |
+1,208 |
Mar01 |
001102 |
94.820 |
94.840 |
94.810 |
94.815 |
-0.010 |
48,605 |
287,052 |
+4,212 |
Jun01 |
001102 |
94.860 |
94.865 |
94.835 |
94.840 |
-0.015 |
29,172 |
204,900 |
+1,694 |
Total Volume and Open Interest |
162,711 |
1,395,998 |
+10,245 |
3-Mth Aus T-Bills(SFE) |
Dec00 |
001102 |
93.61 |
93.61 |
93.57 |
93.59 |
+0.01 |
|
|
|
Mar01 |
001102 |
93.61 |
93.62 |
93.58 |
93.60 |
+0.02 |
|
|
|
Jun01 |
001102 |
93.64 |
93.66 |
93.62 |
93.63 |
+0.02 |
|
|
|
Sep01 |
001102 |
93.65 |
93.67 |
93.63 |
93.64 |
+0.04 |
|
|
|
Dec01 |
001102 |
93.61 |
93.61 |
93.58 |
93.60 |
+0.04 |
|
|
|
Mar02 |
001102 |
93.56 |
93.56 |
93.55 |
93.55 |
+0.05 |
|
|
|
Jun02 |
001102 |
93.49 |
93.49 |
93.49 |
93.49 |
+0.05 |
|
|
|
Sep02 |
001102 |
93.45 |
93.45 |
93.43 |
93.43 |
+0.03 |
|
|
|
Dec02 |
001102 |
93.38 |
93.38 |
93.38 |
93.38 |
+0.03 |
|
|
|
Mar03 |
001102 |
93.33 |
93.33 |
93.33 |
93.33 |
+0.03 |
|
|
|
Total Volume and Open Interest |
|
|
|
10-Year Aus T-Bonds(SFE) |
Dec00 |
001102 |
93.85 |
93.88 |
93.83 |
93.85 |
+0.01 |
|
|
|
Mar01 |
001102 |
93.86 |
93.86 |
93.86 |
93.86 |
+0.01 |
|
|
|
Total Volume and Open Interest |
|
|
|
3-Year Aus T-Bonds(SFE) |
Dec00 |
001102 |
93.98 |
94.01 |
93.96 |
93.98 |
+0.03 |
|
|
|
Mar01 |
001102 |
93.95 |
93.95 |
93.95 |
93.95 |
+0.03 |
|
|
|
Total Volume and Open Interest |
|
|
|
Gold(CMX) |
Dec00 |
001102 |
267.3 |
268.2 |
265.8 |
265.9 |
+0.5 |
20,795 |
88,840 |
+1,193 |
Feb01 |
001102 |
269.7 |
271.0 |
268.5 |
268.5 |
+0.5 |
2,801 |
18,988 |
+831 |
Apr01 |
001102 |
271.5 |
272.3 |
271.0 |
271.0 |
+0.5 |
868 |
4,317 |
-154 |
Jun01 |
001102 |
274.0 |
274.0 |
273.5 |
273.5 |
+0.5 |
147 |
9,071 |
+42 |
Aug01 |
001102 |
275.8 |
275.8 |
275.8 |
275.8 |
+0.5 |
0 |
2,470 |
+0 |
Oct01 |
001102 |
280.0 |
280.0 |
278.0 |
278.0 |
+0.5 |
0 |
796 |
+0 |
Total Volume and Open Interest |
24,612 |
139,731 |
+1,913 |
Silver(CMX) |
Dec00 |
001102 |
480.0 |
484.0 |
473.0 |
473.5 |
-6.3 |
9,677 |
63,814 |
-1,229 |
Mar01 |
001102 |
488.0 |
490.0 |
480.0 |
480.0 |
-6.2 |
1,895 |
9,697 |
+1,214 |
May01 |
001102 |
493.0 |
493.0 |
484.0 |
484.0 |
-6.2 |
0 |
1,394 |
+0 |
Jul01 |
001102 |
490.0 |
490.0 |
487.8 |
487.8 |
-6.2 |
8 |
1,787 |
-1 |
Sep01 |
001102 |
491.5 |
491.5 |
491.5 |
491.5 |
-6.1 |
0 |
2,961 |
+0 |
Total Volume and Open Interest |
12,215 |
85,304 |
+462 |
Platinum(NYM) |
Jan01 |
001102 |
580.0 |
596.0 |
580.0 |
594.8 |
+16.4 |
537 |
7,392 |
-1 |
Apr01 |
001102 |
581.8 |
581.8 |
581.8 |
581.8 |
+16.4 |
5 |
209 |
+4 |
Total Volume and Open Interest |
542 |
7,606 |
+3 |
Palladium(NYME) |
Dec00 |
001102 |
784.00 |
794.00 |
782.00 |
794.00 |
+16.80 |
71 |
995 |
+6 |
Mar01 |
001102 |
793.50 |
793.50 |
793.50 |
793.50 |
+16.30 |
1 |
789 |
+0 |
Jun01 |
001102 |
788.50 |
788.50 |
788.50 |
788.50 |
+16.30 |
0 |
135 |
+0 |
Total Volume and Open Interest |
72 |
1,919 |
+6 |
Copper(CMX) |
Dec00 |
001102 |
83.95 |
84.15 |
83.40 |
83.80 |
+0.20 |
6,219 |
34,068 |
+94 |
Mar01 |
001102 |
84.90 |
85.00 |
84.40 |
84.65 |
+0.20 |
1,000 |
13,985 |
-100 |
May01 |
001102 |
84.40 |
84.75 |
84.25 |
84.50 |
+0.15 |
182 |
2,789 |
-41 |
Jul01 |
001102 |
84.20 |
84.75 |
84.20 |
84.30 |
+0.10 |
250 |
2,195 |
+72 |
Sep01 |
001102 |
84.20 |
84.70 |
84.10 |
84.10 |
+0.10 |
46 |
985 |
-8 |
Total Volume and Open Interest |
8,628 |
70,059 |
-181 |
DJIA Index(CBOT) |
Dec00 |
001102 |
10980 |
11010 |
10920 |
10925 |
-38 |
14,259 |
18,260 |
-75 |
Mar01 |
001102 |
11125 |
11145 |
11066 |
11066 |
-38 |
11 |
58 |
+2 |
Jun01 |
001102 |
11209 |
11209 |
11209 |
11209 |
-38 |
0 |
7 |
+0 |
Total Volume and Open Interest |
14,270 |
18,332 |
-73 |
S & P 500(CME) |
Dec00 |
001102 |
1440.00 |
1444.50 |
1432.20 |
1435.00 |
+3.00 |
73,763 |
420,270 |
+2,974 |
Mar01 |
001102 |
1460.50 |
1464.50 |
1454.50 |
1456.10 |
+3.10 |
2,396 |
8,817 |
+642 |
Jun01 |
001102 |
1477.50 |
1484.30 |
1477.50 |
1477.50 |
+3.20 |
1,547 |
2,663 |
+367 |
Sep01 |
001102 |
1499.20 |
1506.00 |
1499.20 |
1499.20 |
+3.20 |
47 |
284 |
+0 |
Total Volume and Open Interest |
77,753 |
432,297 |
+4,015 |
S & P 500 E-Mini(Globex) |
Dec00 |
001102 |
1432.25 |
1444.50 |
1430.00 |
1435.00 |
+3.00 |
92,961 |
50,896 |
-2,593 |
Mar01 |
001102 |
1464.00 |
1464.00 |
1444.00 |
1456.00 |
+3.00 |
1 |
17 |
+1 |
Total Volume and Open Interest |
92,962 |
50,913 |
-2,592 |
NASDAQ 100(CME) |
Dec00 |
001102 |
3319.00 |
3360.00 |
3285.00 |
3316.50 |
+49.00 |
18,930 |
40,003 |
-1,839 |
Mar01 |
001102 |
3371.50 |
3377.00 |
3371.50 |
3371.50 |
+49.00 |
0 |
54 |
+0 |
Jun01 |
001102 |
3419.50 |
3425.00 |
3419.50 |
3419.50 |
+49.00 |
|
|
|
Total Volume and Open Interest |
18,930 |
40,057 |
-1,839 |
NASDAQ 100 E-Mini(GLOBEX) |
Dec00 |
001102 |
3263.5 |
3361.5 |
3229.5 |
3316.5 |
+49.0 |
74,851 |
44,559 |
+673 |
Mar01 |
001102 |
3371.5 |
3371.5 |
3371.5 |
3371.5 |
+49.0 |
0 |
6 |
+0 |
Total Volume and Open Interest |
74,851 |
44,565 |
+673 |
NYSE Composite(NYBOT) |
Dec00 |
001102 |
671.50 |
671.50 |
665.50 |
665.90 |
-4.35 |
|
|
|
Mar01 |
001102 |
675.15 |
675.15 |
675.15 |
675.15 |
-4.10 |
|
|
|
Jun01 |
001102 |
684.40 |
684.40 |
684.40 |
684.40 |
-3.85 |
|
|
|
Total Volume and Open Interest |
|
|
|
S & P Midcap 400(CME) |
Dec00 |
001102 |
528.00 |
534.50 |
526.50 |
533.00 |
+7.75 |
1,145 |
17,404 |
-242 |
Mar01 |
001102 |
540.25 |
540.25 |
540.25 |
540.25 |
+7.75 |
0 |
1 |
+0 |
Jun01 |
001102 |
547.25 |
547.25 |
547.25 |
547.25 |
+7.75 |
0 |
1 |
+0 |
Total Volume and Open Interest |
1,145 |
17,406 |
-242 |
Russell 2000(CME) |
Dec00 |
001102 |
501.00 |
512.50 |
501.00 |
509.80 |
+10.90 |
1,415 |
14,199 |
-154 |
Mar01 |
001102 |
517.30 |
517.50 |
517.30 |
517.30 |
+10.90 |
|
|
|
Jun01 |
001102 |
524.85 |
525.05 |
524.85 |
524.85 |
+10.90 |
|
|
|
Total Volume and Open Interest |
1,415 |
14,199 |
-154 |
Value Line(KCBT) |
Dec00 |
001102 |
1140.00 |
1151.00 |
1137.00 |
1147.50 |
+14.25 |
55 |
219 |
-19 |
Total Volume and Open Interest |
55 |
219 |
-19 |
Nikkei 225(CME) |
Dec00 |
001102 |
14885 |
14940 |
14860 |
14900 |
+15 |
1,172 |
15,849 |
-79 |
Mar01 |
001102 |
0 |
0 |
0 |
0 |
unch |
0 |
23 |
+0 |
Total Volume and Open Interest |
1,172 |
15,872 |
-79 |
Nikkei 225(SIMEX) |
Dec00 |
001102 |
14850 |
14965 |
14765 |
14835 |
-55 |
15,617 |
86,243 |
+717 |
Mar01 |
001102 |
14855 |
14855 |
14855 |
14855 |
-55 |
0 |
4,947 |
+25 |
Jun01 |
001102 |
14835 |
14835 |
14835 |
14835 |
-55 |
0 |
405 |
+0 |
Total Volume and Open Interest |
15,617 |
92,000 |
+742 |
CAC 40(MATIF) |
Nov00 |
001102 |
6427.0 |
6466.0 |
6403.0 |
6429.5 |
-13.5 |
22,379 |
180,737 |
+12,149 |
Dec00 |
001102 |
6463.0 |
6487.0 |
6433.0 |
6455.5 |
-13.0 |
23,265 |
173,507 |
+21,929 |
Total Volume and Open Interest |
45,669 |
374,268 |
-247,660 |
DAX Index(EUREX) |
Dec00 |
001102 |
7117.0 |
7184.0 |
7101.0 |
7128.0 |
+23.0 |
33,925 |
160,127 |
+1,317 |
Mar01 |
001102 |
7221.0 |
7258.0 |
7202.0 |
7220.0 |
+23.0 |
808 |
4,926 |
+23 |
Jun01 |
001102 |
7329.0 |
7334.0 |
7299.5 |
7299.5 |
+25.5 |
780 |
6,427 |
+52 |
Total Volume and Open Interest |
35,513 |
171,480 |
+1,392 |
FT-SE 100(LIFFE) |
Dec00 |
001102 |
6481.00 |
6522.50 |
6413.00 |
6427.00 |
-42.50 |
31,727 |
218,786 |
-3,141 |
Mar01 |
001102 |
6552.00 |
6552.00 |
6481.00 |
6481.00 |
-42.50 |
362 |
13,256 |
+245 |
Jun01 |
001102 |
6640.00 |
6640.00 |
6555.00 |
6555.00 |
-41.50 |
400 |
5,484 |
+400 |
Total Volume and Open Interest |
32,759 |
237,526 |
-2,496 |
SPI 200(SFE) |
Dec00 |
001102 |
3306.0 |
3324.0 |
3290.0 |
3322.0 |
+20.0 |
|
|
|
Mar01 |
001102 |
3328.0 |
3345.0 |
3328.0 |
3345.0 |
+20.0 |
|
|
|
Jun01 |
001102 |
3373.0 |
3373.0 |
3373.0 |
3373.0 |
+20.0 |
|
|
|
Total Volume and Open Interest |
|
|
|
GSCI(CME) |
Nov00 |
001102 |
237.80 |
240.10 |
237.15 |
237.50 |
-2.20 |
270 |
35,610 |
+90 |
Dec00 |
001102 |
236.40 |
238.00 |
236.40 |
236.40 |
-1.60 |
2 |
29 |
+1 |
Jan01 |
001102 |
232.50 |
234.10 |
232.50 |
232.50 |
-1.50 |
|
|
|
Total Volume and Open Interest |
272 |
35,639 |
+91 |
Bridge CRB Index(NYBOT) |
Nov00 |
001102 |
222.25 |
223.10 |
222.25 |
222.75 |
+0.75 |
75 |
562 |
-9 |
Jan01 |
001102 |
222.75 |
223.35 |
222.65 |
222.75 |
+0.75 |
50 |
767 |
+19 |
Feb01 |
001102 |
221.50 |
221.50 |
221.25 |
221.25 |
+0.75 |
3 |
372 |
+2 |
Total Volume and Open Interest |
128 |
1,705 |
+12 |
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
|
|