 |
MRCI's Free Historical Futures Prices |
Daily Futures Price Listing Tue November 07, 2000 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Nov00 |
001107 |
473.25 |
475.50 |
471.50 |
475.00 |
+0.75 |
8,859 |
5,615 |
-1,715 |
Jan01 |
001107 |
482.50 |
486.50 |
482.50 |
485.75 |
+1.00 |
37,820 |
92,532 |
+1,445 |
Mar01 |
001107 |
493.00 |
496.25 |
492.25 |
495.75 |
+1.00 |
5,197 |
31,353 |
+321 |
May01 |
001107 |
500.00 |
504.00 |
499.50 |
503.50 |
+1.00 |
1,078 |
16,415 |
+192 |
Jul01 |
001107 |
509.50 |
512.00 |
508.00 |
511.50 |
+1.00 |
1,241 |
20,283 |
+405 |
Aug01 |
001107 |
510.00 |
512.00 |
510.00 |
512.00 |
+1.50 |
7 |
764 |
+0 |
Sep01 |
001107 |
509.50 |
511.00 |
509.50 |
511.00 |
unch |
2 |
333 |
+1 |
Total Volume and Open Interest |
54,299 |
173,522 |
+644 |
Soybean Meal(CBOT) |
Dec00 |
001107 |
174.20 |
174.50 |
172.30 |
173.30 |
-1.30 |
20,918 |
51,756 |
+4,376 |
Jan01 |
001107 |
172.40 |
172.50 |
170.80 |
171.90 |
-0.80 |
7,032 |
27,547 |
+1,230 |
Mar01 |
001107 |
170.80 |
171.00 |
169.50 |
170.60 |
-0.90 |
4,783 |
16,338 |
+1,076 |
May01 |
001107 |
169.70 |
170.00 |
168.80 |
169.50 |
-1.00 |
3,287 |
10,018 |
+380 |
Jul01 |
001107 |
170.00 |
170.50 |
169.30 |
170.40 |
-0.50 |
1,071 |
6,745 |
-115 |
Aug01 |
001107 |
169.80 |
169.90 |
168.80 |
169.50 |
-0.60 |
90 |
1,673 |
+43 |
Sep01 |
001107 |
169.50 |
169.80 |
168.20 |
169.10 |
-0.50 |
64 |
1,145 |
+22 |
Oct01 |
001107 |
168.30 |
170.30 |
168.00 |
168.30 |
-1.20 |
26 |
443 |
+16 |
Total Volume and Open Interest |
37,320 |
116,806 |
+7,045 |
Soybean Oil(CBOT) |
Dec00 |
001107 |
15.12 |
15.24 |
15.09 |
15.20 |
+0.06 |
7,170 |
57,780 |
-836 |
Jan01 |
001107 |
15.41 |
15.54 |
15.39 |
15.49 |
+0.07 |
4,062 |
32,088 |
+378 |
Mar01 |
001107 |
15.82 |
15.93 |
15.79 |
15.88 |
+0.07 |
3,929 |
23,354 |
+343 |
May01 |
001107 |
16.22 |
16.28 |
16.19 |
16.27 |
+0.08 |
547 |
11,929 |
+22 |
Jul01 |
001107 |
16.62 |
16.70 |
16.57 |
16.65 |
+0.08 |
459 |
7,909 |
+6 |
Aug01 |
001107 |
16.80 |
16.88 |
16.75 |
16.76 |
+0.08 |
0 |
1,918 |
+1 |
Sep01 |
001107 |
17.00 |
17.06 |
16.91 |
16.91 |
unch |
5 |
1,650 |
+6 |
Oct01 |
001107 |
17.20 |
17.20 |
17.03 |
17.03 |
+0.08 |
0 |
1,501 |
+0 |
Total Volume and Open Interest |
16,397 |
144,431 |
+120 |
Canola(WCE) |
Nov00 |
001107 |
253.3 |
253.7 |
252.5 |
253.5 |
+0.4 |
23 |
341 |
-842 |
Jan01 |
001107 |
258.5 |
260.0 |
257.9 |
259.7 |
+0.7 |
3,479 |
41,661 |
+1,155 |
Mar01 |
001107 |
264.7 |
265.7 |
263.7 |
265.5 |
+0.8 |
1,401 |
19,280 |
+816 |
May01 |
001107 |
270.3 |
270.8 |
269.5 |
270.6 |
+0.3 |
40 |
2,300 |
+35 |
Jul01 |
001107 |
275.3 |
276.5 |
275.0 |
276.3 |
+0.2 |
0 |
2,332 |
+0 |
Total Volume and Open Interest |
4,943 |
66,630 |
+1,164 |
Corn(CBOT) |
Nov00 |
001107 |
210.25 |
211.50 |
210.25 |
211.25 |
+1.75 |
58 |
179 |
-42 |
Dec00 |
001107 |
213.25 |
215.00 |
212.25 |
214.75 |
+1.25 |
50,512 |
197,766 |
-4,206 |
Jan01 |
001107 |
218.00 |
219.00 |
216.50 |
218.75 |
+1.25 |
163 |
976 |
-40 |
Mar01 |
001107 |
225.25 |
227.00 |
224.00 |
226.75 |
+1.50 |
23,487 |
146,989 |
+7,263 |
May01 |
001107 |
232.50 |
234.00 |
231.25 |
233.75 |
+1.25 |
2,199 |
38,375 |
+314 |
Jul01 |
001107 |
239.00 |
241.50 |
238.25 |
241.00 |
+1.25 |
2,876 |
46,211 |
+434 |
Total Volume and Open Interest |
80,916 |
460,645 |
+4,479 |
Wheat(CBOT) |
Dec00 |
001107 |
261.50 |
263.25 |
260.50 |
262.25 |
-0.50 |
13,101 |
86,527 |
-887 |
Mar01 |
001107 |
279.00 |
281.00 |
278.00 |
280.50 |
unch |
3,894 |
42,937 |
+81 |
May01 |
001107 |
290.00 |
290.75 |
288.75 |
290.25 |
-0.50 |
166 |
2,653 |
-48 |
Jul01 |
001107 |
299.50 |
300.50 |
298.00 |
300.00 |
-0.25 |
614 |
19,181 |
-243 |
Sep01 |
001107 |
307.00 |
308.25 |
307.00 |
308.25 |
-0.75 |
7 |
909 |
+5 |
Total Volume and Open Interest |
17,798 |
154,698 |
-1,091 |
Wheat(KCBT) |
Dec00 |
001107 |
315.50 |
316.50 |
314.50 |
315.50 |
-1.75 |
5,118 |
44,176 |
-1,338 |
Mar01 |
001107 |
330.50 |
331.25 |
329.50 |
330.50 |
-1.50 |
2,745 |
31,440 |
+678 |
May01 |
001107 |
339.00 |
340.00 |
337.50 |
339.00 |
-1.50 |
185 |
2,567 |
+6 |
Jul01 |
001107 |
346.00 |
346.00 |
344.00 |
345.50 |
-1.25 |
705 |
9,394 |
+36 |
Sep01 |
001107 |
351.50 |
352.00 |
350.00 |
352.00 |
-1.00 |
7 |
272 |
+2 |
Total Volume and Open Interest |
8,762 |
87,943 |
-616 |
Wheat(MGE) |
Dec00 |
001107 |
323.50 |
324.75 |
322.75 |
323.75 |
-0.50 |
2,352 |
14,839 |
-254 |
Mar01 |
001107 |
338.00 |
339.50 |
337.50 |
338.25 |
-0.75 |
801 |
7,173 |
-38 |
May01 |
001107 |
346.50 |
347.75 |
346.25 |
346.75 |
-1.00 |
154 |
1,388 |
-50 |
Jul01 |
001107 |
354.00 |
354.50 |
354.00 |
354.50 |
-0.75 |
6 |
625 |
+0 |
Sep01 |
001107 |
360.00 |
361.00 |
360.00 |
361.00 |
-1.00 |
0 |
381 |
+0 |
Total Volume and Open Interest |
3,316 |
24,598 |
-339 |
Oats(CBOT) |
Dec00 |
001107 |
108.50 |
110.00 |
108.50 |
109.50 |
+0.50 |
301 |
9,272 |
-52 |
Mar01 |
001107 |
117.50 |
118.75 |
117.25 |
118.25 |
+0.25 |
333 |
3,710 |
+101 |
May01 |
001107 |
123.00 |
123.50 |
123.00 |
123.25 |
unch |
25 |
249 |
+8 |
Jul01 |
001107 |
127.75 |
127.75 |
127.25 |
127.25 |
-0.75 |
1 |
185 |
+1 |
Total Volume and Open Interest |
705 |
13,974 |
+91 |
Rough Rice(CBOT) |
Nov00 |
001107 |
6.16 |
6.17 |
6.16 |
6.17 |
-0.05 |
5 |
14 |
-15 |
Jan01 |
001107 |
6.41 |
6.47 |
6.40 |
6.45 |
+0.01 |
241 |
3,848 |
-30 |
Mar01 |
001107 |
6.62 |
6.66 |
6.62 |
6.66 |
unch |
62 |
1,218 |
+0 |
May01 |
001107 |
6.83 |
6.86 |
6.83 |
6.86 |
-0.01 |
8 |
540 |
+2 |
Total Volume and Open Interest |
466 |
5,950 |
+82 |
Live Cattle(CME) |
Dec00 |
001107 |
73.250 |
73.325 |
72.325 |
72.350 |
-0.700 |
16,571 |
60,061 |
-570 |
Feb01 |
001107 |
74.700 |
74.750 |
73.950 |
74.050 |
-0.475 |
7,833 |
35,225 |
+3,061 |
Apr01 |
001107 |
75.150 |
75.200 |
74.650 |
74.800 |
-0.275 |
2,758 |
20,807 |
+1,084 |
Jun01 |
001107 |
72.000 |
72.000 |
71.600 |
71.625 |
-0.275 |
1,370 |
7,270 |
+336 |
Aug01 |
001107 |
72.075 |
72.200 |
71.700 |
71.725 |
-0.250 |
866 |
5,607 |
+513 |
Oct01 |
001107 |
73.825 |
73.825 |
73.400 |
73.475 |
-0.275 |
85 |
961 |
-47 |
Total Volume and Open Interest |
29,514 |
129,996 |
+4,395 |
Feeder Cattle(CME) |
Nov00 |
001107 |
88.675 |
88.700 |
87.900 |
87.950 |
-0.650 |
494 |
2,842 |
-265 |
Jan01 |
001107 |
89.000 |
89.150 |
88.300 |
88.350 |
-0.550 |
973 |
7,398 |
+80 |
Mar01 |
001107 |
88.300 |
88.400 |
87.750 |
87.950 |
-0.350 |
138 |
3,346 |
-12 |
Apr01 |
001107 |
88.100 |
88.250 |
87.550 |
87.550 |
-0.650 |
49 |
1,234 |
+13 |
May01 |
001107 |
87.725 |
87.750 |
87.100 |
87.100 |
-0.650 |
81 |
1,284 |
+10 |
Aug01 |
001107 |
87.550 |
87.600 |
87.250 |
87.275 |
-0.375 |
15 |
451 |
+6 |
Sep01 |
001107 |
87.300 |
87.300 |
87.050 |
87.050 |
-0.550 |
16 |
76 |
+10 |
Total Volume and Open Interest |
1,773 |
16,658 |
-154 |
Lean Hogs(CME) |
Dec00 |
001107 |
53.325 |
53.325 |
52.250 |
52.300 |
-1.025 |
4,868 |
20,001 |
-534 |
Feb01 |
001107 |
55.700 |
55.725 |
55.200 |
55.350 |
-0.450 |
3,263 |
9,877 |
+715 |
Apr01 |
001107 |
54.400 |
54.850 |
54.200 |
54.450 |
-0.125 |
825 |
3,575 |
-77 |
Jun01 |
001107 |
61.000 |
61.300 |
60.800 |
61.100 |
unch |
201 |
1,580 |
+52 |
Jul01 |
001107 |
59.200 |
59.350 |
58.950 |
59.150 |
-0.025 |
48 |
400 |
+11 |
Aug01 |
001107 |
56.650 |
57.100 |
56.650 |
56.950 |
-0.025 |
34 |
350 |
+17 |
Oct01 |
001107 |
48.975 |
48.975 |
48.950 |
48.975 |
unch |
57 |
381 |
+2 |
Dec01 |
001107 |
46.250 |
46.250 |
46.050 |
46.050 |
-0.200 |
3 |
302 |
+2 |
Total Volume and Open Interest |
9,299 |
36,466 |
+188 |
Pork Bellies(CME) |
Feb01 |
001107 |
63.700 |
64.400 |
62.900 |
63.550 |
-0.225 |
1,016 |
2,195 |
+37 |
Mar01 |
001107 |
63.300 |
64.400 |
63.050 |
63.700 |
+0.050 |
41 |
95 |
-8 |
May01 |
001107 |
63.950 |
64.750 |
63.850 |
63.850 |
-0.350 |
10 |
56 |
-2 |
Jul01 |
001107 |
65.600 |
65.600 |
64.750 |
64.775 |
-0.225 |
7 |
31 |
-1 |
Aug01 |
001107 |
63.750 |
64.950 |
63.750 |
64.950 |
+0.950 |
7 |
5 |
-2 |
Total Volume and Open Interest |
1,081 |
2,382 |
+24 |
Cocoa(NYBOT) |
Dec00 |
001107 |
740 |
748 |
739 |
746 |
+3 |
6,507 |
29,482 |
-2,143 |
Mar01 |
001107 |
776 |
782 |
773 |
781 |
+3 |
4,137 |
30,671 |
+1,384 |
May01 |
001107 |
796 |
803 |
795 |
802 |
+2 |
787 |
16,243 |
+264 |
Jul01 |
001107 |
818 |
823 |
818 |
822 |
+1 |
446 |
12,553 |
-30 |
Sep01 |
001107 |
840 |
847 |
840 |
845 |
+1 |
306 |
10,721 |
+202 |
Dec01 |
001107 |
875 |
882 |
875 |
878 |
+2 |
269 |
12,666 |
+197 |
Mar02 |
001107 |
914 |
914 |
911 |
911 |
+2 |
0 |
10,143 |
+0 |
Total Volume and Open Interest |
12,472 |
141,876 |
-126 |
Coffee "C"(NYBOT) |
Dec00 |
001107 |
74.00 |
74.70 |
74.00 |
74.60 |
-0.10 |
3,594 |
22,896 |
-445 |
Mar01 |
001107 |
79.50 |
79.90 |
79.45 |
79.75 |
-0.15 |
1,898 |
13,273 |
+476 |
May01 |
001107 |
82.80 |
83.00 |
82.75 |
83.00 |
-0.25 |
247 |
2,954 |
-88 |
Jul01 |
001107 |
85.90 |
86.15 |
85.75 |
86.15 |
-0.20 |
63 |
1,873 |
-25 |
Sep01 |
001107 |
89.00 |
89.15 |
88.80 |
89.15 |
-0.20 |
19 |
2,505 |
-36 |
Dec01 |
001107 |
92.90 |
93.25 |
92.90 |
93.25 |
-0.20 |
7 |
714 |
+1 |
Total Volume and Open Interest |
5,828 |
44,228 |
-117 |
Orange Juice(NYBOT) |
Nov00 |
001107 |
69.50 |
71.50 |
69.50 |
71.50 |
+2.55 |
112 |
320 |
-197 |
Jan01 |
001107 |
73.75 |
76.00 |
73.70 |
75.60 |
+2.20 |
1,470 |
18,733 |
+60 |
Mar01 |
001107 |
77.00 |
78.95 |
77.00 |
78.50 |
+1.80 |
250 |
8,803 |
+128 |
May01 |
001107 |
79.50 |
80.70 |
79.20 |
80.30 |
+1.40 |
247 |
1,375 |
+77 |
Jul01 |
001107 |
81.00 |
82.25 |
81.00 |
82.25 |
+1.75 |
137 |
740 |
+42 |
Total Volume and Open Interest |
2,272 |
30,512 |
+131 |
Sugar #11(NYBOT) |
Mar01 |
001107 |
9.50 |
9.67 |
9.43 |
9.53 |
-0.03 |
9,362 |
81,525 |
-599 |
May01 |
001107 |
9.02 |
9.18 |
9.01 |
9.06 |
-0.05 |
1,150 |
19,142 |
+174 |
Jul01 |
001107 |
8.41 |
8.52 |
8.38 |
8.43 |
-0.08 |
698 |
23,308 |
+179 |
Oct01 |
001107 |
8.13 |
8.22 |
8.11 |
8.12 |
-0.10 |
640 |
17,858 |
+339 |
Mar02 |
001107 |
8.14 |
8.20 |
8.09 |
8.09 |
-0.10 |
216 |
6,898 |
-58 |
Total Volume and Open Interest |
12,276 |
150,108 |
+64 |
London Cocoa(LCE) |
Dec00 |
001107 |
582 |
584 |
577 |
584 |
+2 |
5,998 |
39,790 |
-2,831 |
Mar01 |
001107 |
601 |
604 |
597 |
603 |
unch |
2,140 |
50,090 |
-2,199 |
May01 |
001107 |
619 |
621 |
615 |
621 |
unch |
135 |
28,750 |
-12 |
Jul01 |
001107 |
632 |
636 |
631 |
636 |
unch |
285 |
12,396 |
+134 |
Sep01 |
001107 |
644 |
649 |
644 |
649 |
unch |
3,360 |
20,535 |
-168 |
Dec01 |
001107 |
676 |
678 |
673 |
678 |
-1 |
2,139 |
7,203 |
+1,751 |
Mar02 |
001107 |
700 |
702 |
698 |
702 |
-1 |
4,382 |
16,693 |
+1,048 |
Total Volume and Open Interest |
18,439 |
190,023 |
-2,277 |
London Coffee(LCE) |
Nov00 |
001107 |
690.00 |
690.00 |
680.00 |
681.00 |
-13.00 |
257 |
2,726 |
-180 |
Jan01 |
001107 |
701.00 |
703.00 |
692.00 |
694.00 |
-9.00 |
3,214 |
29,311 |
-311 |
Mar01 |
001107 |
725.00 |
725.00 |
717.00 |
718.00 |
-8.00 |
1,377 |
9,328 |
+220 |
May01 |
001107 |
750.00 |
750.00 |
739.00 |
742.00 |
-8.00 |
515 |
5,695 |
+285 |
Jul01 |
001107 |
770.00 |
770.00 |
760.00 |
766.00 |
-8.00 |
6 |
2,454 |
+4 |
Sep01 |
001107 |
790.00 |
792.00 |
790.00 |
790.00 |
-8.00 |
508 |
1,277 |
+459 |
Total Volume and Open Interest |
5,877 |
51,982 |
+477 |
London Sugar(LCE) |
Dec00 |
001107 |
246.90 |
247.50 |
245.20 |
245.20 |
-2.10 |
1,188 |
6,562 |
-482 |
Mar01 |
001107 |
245.40 |
245.80 |
243.00 |
243.60 |
-1.90 |
1,265 |
20,660 |
+52 |
May01 |
001107 |
241.20 |
241.20 |
239.50 |
240.10 |
-1.60 |
643 |
3,950 |
-155 |
Aug01 |
001107 |
237.50 |
237.50 |
235.20 |
236.00 |
-1.50 |
210 |
6,280 |
+210 |
Oct01 |
001107 |
232.00 |
232.00 |
230.00 |
230.10 |
-1.90 |
210 |
2,268 |
+149 |
Total Volume and Open Interest |
3,516 |
40,148 |
-226 |
Cotton(NYBOT) |
Dec00 |
001107 |
65.35 |
65.90 |
65.00 |
65.89 |
+0.53 |
11,971 |
23,887 |
-1,150 |
Mar01 |
001107 |
67.60 |
68.35 |
67.40 |
68.29 |
+0.61 |
5,903 |
20,221 |
+1,859 |
May01 |
001107 |
68.20 |
69.00 |
68.00 |
68.96 |
+0.58 |
742 |
10,129 |
+19 |
Jul01 |
001107 |
69.00 |
69.38 |
68.85 |
69.38 |
+0.55 |
224 |
5,337 |
+47 |
Oct01 |
001107 |
64.50 |
64.80 |
64.50 |
64.80 |
+0.40 |
10 |
634 |
+5 |
Dec01 |
001107 |
64.30 |
65.00 |
64.30 |
65.00 |
+0.45 |
259 |
5,398 |
+48 |
Total Volume and Open Interest |
19,131 |
65,753 |
+843 |
Lumber(CME) |
Nov00 |
001107 |
209.0 |
215.0 |
208.5 |
214.1 |
+6.7 |
201 |
1,298 |
-15 |
Jan01 |
001107 |
224.0 |
231.9 |
224.0 |
231.0 |
+7.8 |
342 |
2,189 |
+69 |
Mar01 |
001107 |
236.5 |
241.6 |
236.5 |
241.4 |
+6.9 |
77 |
786 |
+14 |
May01 |
001107 |
243.5 |
246.4 |
243.5 |
246.2 |
+3.3 |
21 |
133 |
+7 |
Total Volume and Open Interest |
648 |
4,470 |
+79 |
Crude Oil(NYM) |
Dec00 |
001107 |
33.05 |
33.49 |
32.99 |
33.40 |
+0.54 |
63,791 |
113,232 |
-8,098 |
Jan01 |
001107 |
32.00 |
32.35 |
31.90 |
32.29 |
+0.60 |
35,704 |
75,432 |
+2,259 |
Feb01 |
001107 |
31.10 |
31.40 |
31.02 |
31.34 |
+0.50 |
4,728 |
26,113 |
-329 |
Mar01 |
001107 |
30.38 |
30.66 |
30.38 |
30.66 |
+0.45 |
1,893 |
18,951 |
+701 |
Apr01 |
001107 |
29.93 |
30.13 |
29.90 |
30.13 |
+0.42 |
1,153 |
16,120 |
-426 |
May01 |
001107 |
29.45 |
29.65 |
29.35 |
29.65 |
+0.40 |
1,248 |
11,785 |
-663 |
Jun01 |
001107 |
29.03 |
29.17 |
28.90 |
29.17 |
+0.37 |
1,591 |
27,464 |
-599 |
Jul01 |
001107 |
28.58 |
28.70 |
28.50 |
28.70 |
+0.35 |
362 |
12,292 |
+33 |
Aug01 |
001107 |
28.15 |
28.24 |
28.00 |
28.24 |
+0.33 |
639 |
10,830 |
+229 |
Sep01 |
001107 |
27.68 |
27.79 |
27.60 |
27.79 |
+0.31 |
2,388 |
17,659 |
+748 |
Total Volume and Open Interest |
117,218 |
471,767 |
-5,517 |
Heating Oil(NYM) |
Dec00 |
001107 |
92.40 |
95.20 |
92.25 |
94.93 |
+3.24 |
18,088 |
47,420 |
-582 |
Jan01 |
001107 |
91.70 |
94.10 |
91.60 |
93.94 |
+2.91 |
8,064 |
37,178 |
+223 |
Feb01 |
001107 |
90.20 |
91.69 |
90.20 |
91.69 |
+2.36 |
2,694 |
23,078 |
-79 |
Mar01 |
001107 |
86.50 |
87.69 |
86.40 |
87.69 |
+1.91 |
1,001 |
14,245 |
-200 |
Apr01 |
001107 |
82.45 |
83.59 |
82.45 |
83.59 |
+1.66 |
1,377 |
8,857 |
-186 |
May01 |
001107 |
78.75 |
79.84 |
78.75 |
79.84 |
+1.51 |
558 |
5,502 |
-27 |
Jun01 |
001107 |
77.10 |
77.59 |
76.75 |
77.59 |
+1.36 |
985 |
6,342 |
-279 |
Jul01 |
001107 |
76.10 |
76.54 |
76.10 |
76.54 |
+1.31 |
60 |
2,108 |
+52 |
Aug01 |
001107 |
75.60 |
76.34 |
75.60 |
76.34 |
+1.26 |
22 |
3,581 |
+20 |
Sep01 |
001107 |
76.00 |
76.69 |
76.00 |
76.69 |
+1.21 |
195 |
1,238 |
-2 |
Total Volume and Open Interest |
33,208 |
156,072 |
-986 |
Unleaded Gas(NYM) |
Dec00 |
001107 |
89.30 |
90.00 |
88.60 |
89.10 |
+0.88 |
16,184 |
33,019 |
-713 |
Jan01 |
001107 |
85.90 |
86.70 |
85.50 |
86.11 |
+0.99 |
7,350 |
12,903 |
-91 |
Feb01 |
001107 |
85.00 |
85.50 |
84.85 |
85.25 |
+0.98 |
812 |
7,939 |
+64 |
Mar01 |
001107 |
85.25 |
85.40 |
84.85 |
85.40 |
+0.93 |
385 |
7,546 |
+104 |
Apr01 |
001107 |
89.60 |
89.80 |
89.40 |
89.75 |
+0.88 |
823 |
5,208 |
-44 |
May01 |
001107 |
88.90 |
89.00 |
88.90 |
89.00 |
+0.83 |
491 |
4,889 |
+241 |
Jun01 |
001107 |
87.60 |
87.60 |
87.60 |
87.60 |
+0.83 |
225 |
2,557 |
+172 |
Jul01 |
001107 |
85.80 |
85.80 |
85.80 |
85.80 |
+0.83 |
20 |
1,282 |
+0 |
Total Volume and Open Interest |
27,011 |
82,859 |
+326 |
Natural Gas(NYM) |
Dec00 |
001107 |
5.010 |
5.100 |
4.980 |
5.081 |
+0.232 |
30,905 |
47,085 |
+1,287 |
Jan01 |
001107 |
5.070 |
5.150 |
5.045 |
5.140 |
+0.236 |
6,499 |
35,117 |
-452 |
Feb01 |
001107 |
4.910 |
4.970 |
4.880 |
4.965 |
+0.221 |
2,668 |
28,119 |
+559 |
Mar01 |
001107 |
4.710 |
4.770 |
4.690 |
4.762 |
+0.208 |
1,796 |
29,189 |
-33 |
Apr01 |
001107 |
4.520 |
4.560 |
4.480 |
4.547 |
+0.193 |
1,326 |
20,604 |
-28 |
May01 |
001107 |
4.400 |
4.470 |
4.400 |
4.460 |
+0.181 |
383 |
19,251 |
+69 |
Jun01 |
001107 |
4.330 |
4.460 |
4.330 |
4.450 |
+0.181 |
416 |
20,771 |
-202 |
Jul01 |
001107 |
4.330 |
4.450 |
4.330 |
4.450 |
+0.181 |
156 |
10,988 |
-21 |
Total Volume and Open Interest |
48,912 |
384,970 |
+2,453 |
Brent Crude Oil(IPE) |
Dec00 |
001107 |
31.27 |
31.70 |
31.12 |
31.68 |
+0.39 |
24,201 |
48,172 |
-1,213 |
Jan01 |
001107 |
30.51 |
30.93 |
30.40 |
30.87 |
+0.33 |
16,218 |
66,928 |
+2,994 |
Feb01 |
001107 |
29.82 |
30.23 |
29.82 |
30.22 |
+0.33 |
5,207 |
26,857 |
+2,181 |
Mar01 |
001107 |
29.08 |
29.44 |
29.08 |
29.44 |
+0.25 |
3,720 |
25,299 |
+1,759 |
Apr01 |
001107 |
28.55 |
28.75 |
28.48 |
28.75 |
+0.19 |
1,250 |
20,722 |
+670 |
May01 |
001107 |
28.08 |
28.26 |
28.05 |
28.26 |
+0.16 |
557 |
5,589 |
+163 |
Jun01 |
001107 |
27.63 |
27.80 |
27.58 |
27.80 |
+0.11 |
709 |
16,240 |
+275 |
Jul01 |
001107 |
27.25 |
27.39 |
27.22 |
27.39 |
+0.08 |
500 |
4,814 |
+100 |
Total Volume and Open Interest |
54,138 |
258,197 |
+8,467 |
Gas Oil(IPE) |
Nov00 |
001107 |
279.75 |
286.00 |
275.00 |
285.50 |
+8.50 |
13,254 |
21,770 |
-2,010 |
Dec00 |
001107 |
274.75 |
281.00 |
270.00 |
281.00 |
+8.75 |
12,489 |
34,019 |
+1,986 |
Jan01 |
001107 |
267.50 |
276.25 |
265.75 |
276.00 |
+8.50 |
3,476 |
18,860 |
+1,104 |
Feb01 |
001107 |
262.00 |
269.50 |
262.00 |
269.50 |
+7.75 |
544 |
5,303 |
+184 |
Mar01 |
001107 |
254.25 |
260.50 |
254.00 |
260.50 |
+7.25 |
209 |
5,787 |
-1 |
Apr01 |
001107 |
247.50 |
251.75 |
247.50 |
251.75 |
+6.50 |
211 |
5,554 |
+11 |
May01 |
001107 |
244.00 |
245.25 |
244.00 |
245.25 |
+6.25 |
1 |
986 |
+0 |
Jun01 |
001107 |
236.00 |
240.25 |
236.00 |
240.25 |
+5.50 |
804 |
11,451 |
+17 |
Total Volume and Open Interest |
31,138 |
111,179 |
+1,291 |
US Dollar Index(NYBOT) |
Dec00 |
001107 |
115.40 |
115.87 |
115.12 |
115.46 |
-0.16 |
649 |
4,025 |
+58 |
Mar01 |
001107 |
115.23 |
115.51 |
115.23 |
115.30 |
-0.16 |
662 |
6,079 |
+50 |
Jun01 |
001107 |
115.14 |
115.14 |
115.14 |
115.14 |
-0.16 |
662 |
6,079 |
+50 |
Total Volume and Open Interest |
662 |
6,079 |
+50 |
Australian Dollar(IMM) |
Dec00 |
001107 |
52.74 |
53.00 |
52.58 |
52.97 |
+0.22 |
1,292 |
22,125 |
-19 |
Mar01 |
001107 |
52.90 |
53.02 |
52.70 |
53.02 |
+0.22 |
52 |
2,226 |
+49 |
Jun01 |
001107 |
53.07 |
53.07 |
53.07 |
53.07 |
+0.22 |
0 |
6 |
+0 |
Total Volume and Open Interest |
1,344 |
24,357 |
+30 |
British Pound(IMM) |
Dec00 |
001107 |
142.90 |
143.64 |
142.68 |
143.56 |
+0.54 |
9,048 |
34,460 |
+3,418 |
Mar01 |
001107 |
143.40 |
144.00 |
142.80 |
143.82 |
+0.54 |
9 |
103 |
+2 |
Jun01 |
001107 |
143.70 |
144.10 |
143.20 |
144.08 |
+0.54 |
0 |
3 |
+0 |
Total Volume and Open Interest |
9,057 |
34,566 |
+3,420 |
Canadian Dollar(IMM) |
Dec00 |
001107 |
65.46 |
65.48 |
65.31 |
65.33 |
-0.08 |
2,904 |
72,709 |
-1,058 |
Mar01 |
001107 |
65.56 |
65.62 |
65.46 |
65.47 |
-0.08 |
223 |
2,882 |
+29 |
Jun01 |
001107 |
65.72 |
65.72 |
65.56 |
65.58 |
-0.08 |
77 |
1,588 |
+27 |
Sep01 |
001107 |
65.82 |
65.82 |
65.68 |
65.68 |
-0.08 |
10 |
606 |
+5 |
Total Volume and Open Interest |
3,214 |
78,075 |
-997 |
Japanese Yen(IMM) |
Dec00 |
001107 |
93.82 |
94.16 |
93.78 |
94.05 |
+0.27 |
8,399 |
59,344 |
-845 |
Mar01 |
001107 |
95.22 |
95.55 |
95.22 |
95.49 |
+0.27 |
42 |
293 |
+5 |
Jun01 |
001107 |
96.90 |
96.90 |
96.90 |
96.90 |
+0.27 |
0 |
8 |
+0 |
Total Volume and Open Interest |
8,441 |
59,786 |
-840 |
Swiss Franc(IMM) |
Dec00 |
001107 |
56.65 |
56.89 |
56.57 |
56.82 |
+0.06 |
7,215 |
49,019 |
+1,087 |
Mar01 |
001107 |
57.06 |
57.27 |
57.05 |
57.25 |
+0.06 |
111 |
146 |
+52 |
Jun01 |
001107 |
57.66 |
57.66 |
57.66 |
57.66 |
+0.06 |
0 |
10 |
+0 |
Total Volume and Open Interest |
7,326 |
49,175 |
+1,139 |
EuroFX(IMM) |
Dec00 |
001107 |
86.03 |
86.46 |
85.92 |
86.30 |
+0.08 |
12,419 |
73,830 |
+622 |
Mar01 |
001107 |
86.36 |
86.75 |
86.35 |
86.62 |
+0.08 |
148 |
1,194 |
-11 |
Total Volume and Open Interest |
12,567 |
75,024 |
+611 |
Mexican Peso(IMM) |
Dec00 |
001107 |
10160.0 |
10280.0 |
10150.0 |
10273.0 |
+43.0 |
5,180 |
9,928 |
-193 |
Mar01 |
001107 |
9983.0 |
9983.0 |
9870.0 |
9983.0 |
+43.0 |
0 |
3,624 |
+0 |
Total Volume and Open Interest |
5,551 |
14,658 |
-182 |
30-Year T-Bonds(CBOT) |
Dec00 |
001107 |
98~28 |
99~01 |
98~15 |
98~25 |
unch |
179,131 |
404,480 |
-2,475 |
Mar01 |
001107 |
98~28 |
99~01 |
98~15 |
98~25 |
unch |
5,122 |
19,851 |
+2,796 |
Jun01 |
001107 |
98~21 |
98~21 |
98~21 |
98~21 |
unch |
0 |
156 |
+0 |
Total Volume and Open Interest |
184,255 |
424,571 |
+271 |
Municipal Bonds(CBOT) |
Dec00 |
001107 |
98~30 |
99~07 |
98~29 |
99~02 |
+0~02 |
1,333 |
19,880 |
+238 |
Mar01 |
001107 |
98~17 |
98~17 |
98~08 |
98~10 |
-0~07 |
8 |
8 |
|
Total Volume and Open Interest |
1,341 |
19,888 |
|
10-Year T-Notes(CBOT) |
Dec00 |
001107 |
100~050 |
100~110 |
99~315 |
100~050 |
unch |
169,371 |
563,809 |
+3,848 |
Mar01 |
001107 |
100~040 |
100~115 |
100~005 |
100~060 |
+0~005 |
2,435 |
28,162 |
+333 |
Total Volume and Open Interest |
171,806 |
591,972 |
+4,181 |
5-Year T-Notes(CBOT) |
Dec00 |
001107 |
100~105 |
100~165 |
100~085 |
100~115 |
unch |
52,739 |
368,190 |
+3,296 |
Mar01 |
001107 |
100~125 |
100~125 |
100~125 |
100~125 |
-0~005 |
2,612 |
11,654 |
+833 |
Total Volume and Open Interest |
55,351 |
379,844 |
+4,129 |
2 Year T-Notes(CBOT) |
Dec00 |
001107 |
99~124 |
100~008 |
99~120 |
99~125 |
unch |
2,111 |
54,676 |
-599 |
Total Volume and Open Interest |
2,111 |
54,676 |
-599 |
3-Mth T-Bills(IMM) |
Dec00 |
001107 |
93.78 |
93.79 |
93.78 |
93.79 |
+0.01 |
40 |
1,352 |
+17 |
Total Volume and Open Interest |
40 |
1,379 |
+17 |
Eurodollars(IMM) |
Dec00 |
001107 |
93.280 |
93.285 |
93.270 |
93.275 |
-0.005 |
33,750 |
521,398 |
-2,185 |
Mar01 |
001107 |
93.425 |
93.455 |
93.420 |
93.430 |
unch |
73,163 |
510,641 |
-1,529 |
Jun01 |
001107 |
93.540 |
93.565 |
93.525 |
93.540 |
-0.005 |
59,057 |
366,146 |
+4,095 |
Sep01 |
001107 |
93.585 |
93.610 |
93.575 |
93.590 |
unch |
60,230 |
380,585 |
+6,227 |
Dec01 |
001107 |
93.500 |
93.530 |
93.490 |
93.500 |
unch |
36,343 |
252,792 |
+363 |
Mar02 |
001107 |
93.535 |
93.565 |
93.530 |
93.545 |
unch |
17,147 |
210,426 |
+339 |
Jun02 |
001107 |
93.475 |
93.510 |
93.470 |
93.485 |
unch |
13,270 |
143,581 |
-115 |
Sep02 |
001107 |
93.430 |
93.455 |
93.425 |
93.440 |
unch |
13,856 |
109,487 |
+1,983 |
Dec02 |
001107 |
93.305 |
93.335 |
93.305 |
93.320 |
unch |
5,505 |
84,155 |
-471 |
Mar03 |
001107 |
93.345 |
93.350 |
93.325 |
93.340 |
unch |
5,374 |
75,709 |
-44 |
Jun03 |
001107 |
93.300 |
93.305 |
93.275 |
93.295 |
unch |
4,937 |
56,328 |
+75 |
Sep03 |
001107 |
93.250 |
93.270 |
93.250 |
93.260 |
unch |
5,159 |
56,351 |
-18 |
Total Volume and Open Interest |
352,201 |
3,152,862 |
+11,554 |
3-Mth Euro-Yen(IMM) |
Dec00 |
001107 |
99.46 |
99.46 |
99.46 |
99.46 |
-0.01 |
327 |
12,879 |
+16 |
Mar01 |
001107 |
99.50 |
99.50 |
99.50 |
99.50 |
-0.01 |
591 |
23,975 |
+304 |
Jun01 |
001107 |
99.47 |
99.47 |
99.46 |
99.46 |
-0.01 |
157 |
9,633 |
+41 |
Sep01 |
001107 |
99.40 |
99.40 |
99.40 |
99.40 |
-0.02 |
227 |
12,031 |
+63 |
Dec01 |
001107 |
99.30 |
99.31 |
99.30 |
99.30 |
-0.02 |
622 |
6,156 |
+352 |
Mar02 |
001107 |
99.27 |
99.27 |
99.26 |
99.26 |
-0.02 |
1 |
3,389 |
-1 |
Jun02 |
001107 |
99.20 |
99.20 |
99.18 |
99.20 |
-0.01 |
0 |
773 |
+0 |
Sep02 |
001107 |
99.08 |
99.08 |
99.07 |
99.08 |
-0.01 |
0 |
207 |
+0 |
Dec02 |
001107 |
98.88 |
98.88 |
98.88 |
98.88 |
unch |
0 |
30 |
+0 |
Mar03 |
001107 |
98.82 |
98.82 |
98.82 |
98.82 |
unch |
|
|
|
Total Volume and Open Interest |
1,925 |
69,073 |
+775 |
3-Mth Euro-Yen(SIMEX) |
Dec00 |
001107 |
99.47 |
99.47 |
99.46 |
99.46 |
-0.01 |
917 |
97,606 |
+0 |
Mar01 |
001107 |
99.51 |
99.51 |
99.50 |
99.50 |
-0.02 |
1,846 |
100,394 |
+0 |
Jun01 |
001107 |
99.47 |
99.47 |
99.46 |
99.47 |
-0.01 |
244 |
83,645 |
+0 |
Sep01 |
001107 |
99.41 |
99.41 |
99.40 |
99.40 |
-0.02 |
245 |
64,425 |
+0 |
Dec01 |
001107 |
99.32 |
99.32 |
99.31 |
99.31 |
-0.01 |
2 |
21,492 |
+0 |
Mar02 |
001107 |
99.28 |
99.28 |
99.27 |
99.27 |
-0.02 |
0 |
14,771 |
+0 |
Jun02 |
001107 |
99.21 |
99.21 |
99.18 |
99.18 |
-0.03 |
0 |
7,561 |
+0 |
Sep02 |
001107 |
99.07 |
99.07 |
99.06 |
99.06 |
-0.01 |
0 |
5,111 |
+0 |
Total Volume and Open Interest |
3,254 |
404,063 |
+0 |
German Euro-Bund(EUREX) |
Dec00 |
001107 |
105.47 |
105.50 |
105.21 |
105.24 |
-0.18 |
286,423 |
665,451 |
+35,985 |
Mar01 |
001107 |
105.52 |
105.56 |
105.33 |
105.33 |
-0.17 |
993 |
24,165 |
+1,041 |
Jun01 |
001107 |
105.09 |
105.09 |
105.09 |
105.09 |
-0.18 |
0 |
1,989 |
-2,074 |
Total Volume and Open Interest |
287,416 |
691,605 |
+34,952 |
German Euro-Bobl(EUREX) |
Dec00 |
001107 |
103.63 |
103.67 |
103.49 |
103.50 |
-0.12 |
132,454 |
363,991 |
+3,718 |
Mar01 |
001107 |
103.36 |
103.38 |
103.24 |
103.24 |
-0.12 |
1,087 |
8,953 |
+1,070 |
Jun01 |
001107 |
103.18 |
103.18 |
103.18 |
103.18 |
-0.12 |
0 |
1,011 |
+0 |
Total Volume and Open Interest |
133,541 |
373,955 |
+4,788 |
Long Gilt(LIFFE) |
Dec00 |
001107 |
113~25 |
113~28 |
113~12 |
113~15 |
-0~07 |
12,564 |
71,711 |
+1,074 |
Mar01 |
001107 |
113~07 |
113~07 |
113~05 |
113~05 |
-0~07 |
350 |
532 |
+350 |
Total Volume and Open Interest |
12,914 |
72,243 |
+1,424 |
3-Mth Short Sterling(LIFFE) |
Dec00 |
001107 |
93.88 |
93.92 |
93.88 |
93.90 |
+0.02 |
13,754 |
166,318 |
+659 |
Mar01 |
001107 |
93.94 |
93.97 |
93.93 |
93.95 |
+0.02 |
18,190 |
200,421 |
-865 |
Jun01 |
001107 |
93.96 |
93.99 |
93.94 |
93.96 |
+0.01 |
11,332 |
105,885 |
+1,077 |
Total Volume and Open Interest |
71,971 |
782,697 |
+3,898 |
3-Mth Euribor(LIFFE) |
Dec00 |
001107 |
94.820 |
94.820 |
94.805 |
94.805 |
-0.005 |
36,342 |
329,930 |
-7,287 |
Mar01 |
001107 |
94.840 |
94.850 |
94.820 |
94.830 |
unch |
39,670 |
286,265 |
-1,076 |
Jun01 |
001107 |
94.870 |
94.875 |
94.845 |
94.850 |
-0.010 |
22,911 |
201,611 |
-3,117 |
Total Volume and Open Interest |
136,813 |
1,397,741 |
-15,837 |
3-Mth Aus T-Bills(SFE) |
Dec00 |
001107 |
93.57 |
93.59 |
93.57 |
93.59 |
+0.01 |
5,642 |
191,004 |
-92 |
Mar01 |
001107 |
93.59 |
93.61 |
93.58 |
93.61 |
+0.02 |
4,506 |
77,606 |
-1,189 |
Jun01 |
001107 |
93.60 |
93.64 |
93.60 |
93.64 |
+0.02 |
874 |
35,963 |
+159 |
Sep01 |
001107 |
93.63 |
93.66 |
93.63 |
93.64 |
+0.01 |
112 |
21,605 |
-134 |
Dec01 |
001107 |
93.61 |
93.61 |
93.60 |
93.60 |
+0.01 |
185 |
11,542 |
+55 |
Mar02 |
001107 |
93.56 |
93.56 |
93.56 |
93.56 |
+0.03 |
240 |
7,349 |
+22 |
Jun02 |
001107 |
93.50 |
93.50 |
93.50 |
93.50 |
+0.03 |
65 |
5,313 |
+40 |
Sep02 |
001107 |
93.44 |
93.44 |
93.44 |
93.44 |
+0.02 |
60 |
3,772 |
+45 |
Dec02 |
001107 |
93.41 |
93.41 |
93.41 |
93.41 |
+0.02 |
1 |
1,998 |
+1 |
Mar03 |
001107 |
93.37 |
93.37 |
93.37 |
93.37 |
unch |
14 |
1,223 |
+13 |
Total Volume and Open Interest |
11,749 |
360,680 |
-1,090 |
10-Year Aus T-Bonds(SFE) |
Dec00 |
001107 |
93.79 |
93.82 |
93.79 |
93.81 |
0.00 |
11,912 |
140,328 |
+7,268 |
Mar01 |
001107 |
93.82 |
93.82 |
93.82 |
93.82 |
-0.01 |
|
|
|
Total Volume and Open Interest |
11,912 |
140,328 |
+7,268 |
3-Year Aus T-Bonds(SFE) |
Dec00 |
001107 |
93.94 |
93.97 |
93.94 |
93.96 |
+0.01 |
1,775 |
0 |
-341,107 |
Mar01 |
001107 |
93.93 |
93.93 |
93.93 |
93.93 |
+0.01 |
|
|
|
Total Volume and Open Interest |
1,775 |
302,271 |
-38,836 |
Gold(CMX) |
Dec00 |
001107 |
267.5 |
268.0 |
265.1 |
265.4 |
-0.6 |
16,121 |
84,220 |
-1,616 |
Feb01 |
001107 |
269.9 |
270.3 |
267.6 |
268.0 |
-0.5 |
4,416 |
21,896 |
+1,750 |
Apr01 |
001107 |
272.0 |
272.0 |
270.6 |
270.6 |
-0.5 |
29 |
4,374 |
+1 |
Jun01 |
001107 |
273.5 |
273.8 |
273.1 |
273.1 |
-0.5 |
243 |
9,157 |
+152 |
Aug01 |
001107 |
275.4 |
275.4 |
275.4 |
275.4 |
-0.5 |
0 |
2,454 |
+0 |
Oct01 |
001107 |
277.7 |
277.7 |
277.7 |
277.7 |
-0.5 |
1 |
802 |
+1 |
Total Volume and Open Interest |
21,393 |
138,305 |
+434 |
Silver(CMX) |
Dec00 |
001107 |
479.0 |
479.0 |
474.0 |
474.5 |
-4.0 |
3,695 |
62,397 |
-415 |
Mar01 |
001107 |
486.0 |
486.0 |
481.3 |
481.3 |
-4.0 |
527 |
11,708 |
-60 |
May01 |
001107 |
489.0 |
489.0 |
485.5 |
485.5 |
-3.9 |
47 |
1,392 |
+0 |
Jul01 |
001107 |
494.0 |
494.0 |
489.0 |
489.3 |
-3.9 |
2 |
1,796 |
+2 |
Sep01 |
001107 |
497.0 |
497.0 |
493.0 |
493.0 |
-3.9 |
0 |
2,961 |
+0 |
Total Volume and Open Interest |
4,342 |
85,960 |
-433 |
Platinum(NYM) |
Jan01 |
001107 |
584.6 |
595.0 |
584.0 |
592.7 |
+8.1 |
391 |
7,731 |
-19 |
Apr01 |
001107 |
579.0 |
579.7 |
579.0 |
579.7 |
+8.1 |
0 |
209 |
+0 |
Total Volume and Open Interest |
391 |
7,945 |
-19 |
Palladium(NYME) |
Dec00 |
001107 |
780.00 |
781.00 |
778.00 |
780.75 |
+3.25 |
41 |
943 |
-4 |
Mar01 |
001107 |
777.00 |
780.05 |
777.00 |
780.05 |
+3.05 |
4 |
822 |
-4 |
Jun01 |
001107 |
775.05 |
775.05 |
775.05 |
775.05 |
+3.05 |
0 |
135 |
+0 |
Total Volume and Open Interest |
45 |
1,900 |
-8 |
Copper(CMX) |
Dec00 |
001107 |
83.20 |
83.60 |
82.75 |
83.05 |
+0.30 |
6,433 |
36,414 |
+1,110 |
Mar01 |
001107 |
83.80 |
84.30 |
83.65 |
83.85 |
+0.40 |
1,747 |
14,783 |
+705 |
May01 |
001107 |
83.85 |
83.85 |
83.35 |
83.60 |
+0.35 |
46 |
2,827 |
+20 |
Jul01 |
001107 |
83.60 |
83.60 |
83.45 |
83.45 |
+0.35 |
83 |
2,263 |
+20 |
Sep01 |
001107 |
83.50 |
83.50 |
83.35 |
83.35 |
+0.35 |
149 |
1,307 |
+112 |
Total Volume and Open Interest |
8,794 |
73,087 |
+1,856 |
DJIA Index(CBOT) |
Dec00 |
001107 |
11040 |
11055 |
10980 |
11033 |
-32 |
12,144 |
18,372 |
+206 |
Mar01 |
001107 |
11170 |
11195 |
11135 |
11180 |
-29 |
39 |
87 |
+8 |
Jun01 |
001107 |
11326 |
11326 |
11326 |
11326 |
-26 |
0 |
7 |
+0 |
Total Volume and Open Interest |
12,183 |
18,473 |
+214 |
S & P 500(CME) |
Dec00 |
001107 |
1440.50 |
1445.50 |
1432.00 |
1444.00 |
-2.50 |
37,939 |
421,421 |
-1,828 |
Mar01 |
001107 |
1461.50 |
1466.00 |
1454.00 |
1465.30 |
-2.40 |
423 |
9,426 |
+140 |
Jun01 |
001107 |
1486.80 |
1486.80 |
1477.20 |
1486.80 |
-2.40 |
45 |
2,577 |
+20 |
Sep01 |
001107 |
1509.30 |
1509.30 |
1499.20 |
1509.30 |
-1.90 |
3 |
282 |
-2 |
Total Volume and Open Interest |
38,418 |
434,011 |
-1,668 |
S & P 500 E-Mini(Globex) |
Dec00 |
001107 |
1444.50 |
1446.00 |
1432.00 |
1444.00 |
-2.50 |
57,591 |
54,685 |
+988 |
Mar01 |
001107 |
1446.50 |
1465.25 |
1446.50 |
1465.25 |
-2.50 |
10 |
19 |
+1 |
Total Volume and Open Interest |
57,601 |
54,704 |
+989 |
NASDAQ 100(CME) |
Dec00 |
001107 |
3286.00 |
3330.00 |
3238.00 |
3314.00 |
-17.00 |
11,229 |
39,430 |
-467 |
Mar01 |
001107 |
3368.50 |
3368.50 |
3368.50 |
3368.50 |
-17.00 |
100 |
54 |
+0 |
Jun01 |
001107 |
3416.50 |
3416.50 |
3416.50 |
3416.50 |
-17.00 |
|
|
|
Total Volume and Open Interest |
11,329 |
39,484 |
-467 |
NASDAQ 100 E-Mini(GLOBEX) |
Dec00 |
001107 |
3336.5 |
3342.5 |
3238.5 |
3314.0 |
-17.0 |
42,959 |
48,093 |
+1,167 |
Mar01 |
001107 |
3368.5 |
3368.5 |
3325.0 |
3368.5 |
-17.0 |
0 |
6 |
+0 |
Total Volume and Open Interest |
42,959 |
48,099 |
+1,167 |
NYSE Composite(NYBOT) |
Dec00 |
001107 |
669.00 |
670.00 |
666.75 |
669.00 |
-1.25 |
|
|
|
Mar01 |
001107 |
678.00 |
678.00 |
678.00 |
678.00 |
-1.25 |
|
|
|
Jun01 |
001107 |
687.00 |
687.00 |
687.00 |
687.00 |
-1.25 |
|
|
|
Total Volume and Open Interest |
|
|
|
S & P Midcap 400(CME) |
Dec00 |
001107 |
532.00 |
532.00 |
526.50 |
530.90 |
-2.20 |
1,580 |
16,968 |
-168 |
Mar01 |
001107 |
538.15 |
538.15 |
538.00 |
538.15 |
-2.20 |
0 |
1 |
+0 |
Jun01 |
001107 |
545.15 |
545.15 |
545.00 |
545.15 |
-2.20 |
0 |
1 |
+0 |
Total Volume and Open Interest |
1,580 |
16,970 |
-168 |
Russell 2000(CME) |
Dec00 |
001107 |
505.50 |
510.90 |
503.70 |
510.70 |
+2.35 |
3,514 |
14,694 |
+72 |
Mar01 |
001107 |
518.20 |
518.20 |
518.20 |
518.20 |
+2.35 |
|
|
|
Jun01 |
001107 |
525.75 |
525.75 |
525.75 |
525.75 |
+2.35 |
|
|
|
Total Volume and Open Interest |
3,514 |
14,694 |
+72 |
Value Line(KCBT) |
Dec00 |
001107 |
1145.75 |
1150.00 |
1141.00 |
1148.00 |
+0.50 |
26 |
219 |
+5 |
Total Volume and Open Interest |
26 |
221 |
+4 |
Nikkei 225(CME) |
Dec00 |
001107 |
15310 |
15390 |
15230 |
15280 |
-80 |
1,214 |
15,919 |
-141 |
Mar01 |
001107 |
0 |
0 |
0 |
0 |
-15400 |
3 |
28 |
+2 |
Total Volume and Open Interest |
1,217 |
15,947 |
-139 |
Nikkei 225(SIMEX) |
Dec00 |
001107 |
15325 |
15440 |
15260 |
15285 |
-100 |
29,433 |
89,621 |
+89,621 |
Mar01 |
001107 |
15305 |
15305 |
15305 |
15305 |
-100 |
10 |
4,947 |
+4,947 |
Jun01 |
001107 |
15285 |
15285 |
15285 |
15285 |
-100 |
0 |
405 |
+405 |
Total Volume and Open Interest |
29,443 |
95,378 |
-14,849 |
CAC 40(MATIF) |
Nov00 |
001107 |
6390.0 |
6435.0 |
6352.0 |
6430.0 |
+58.0 |
37,102 |
201,167 |
+10,671 |
Dec00 |
001107 |
6394.0 |
6454.0 |
6384.0 |
6454.0 |
+43.0 |
927 |
174,867 |
+733 |
Total Volume and Open Interest |
38,133 |
396,725 |
+11,393 |
DAX Index(EUREX) |
Dec00 |
001107 |
7178.0 |
7178.0 |
7067.5 |
7117.5 |
-59.5 |
27,137 |
161,450 |
+983 |
Mar01 |
001107 |
7240.0 |
7240.0 |
7181.0 |
7208.0 |
-61.0 |
155 |
5,899 |
+138 |
Jun01 |
001107 |
7285.5 |
7286.5 |
7260.0 |
7286.5 |
-60.0 |
0 |
7,548 |
+149 |
Total Volume and Open Interest |
27,292 |
174,897 |
+1,270 |
FT-SE 100(LIFFE) |
Dec00 |
001107 |
6467.50 |
6504.00 |
6431.50 |
6500.00 |
+30.00 |
18,929 |
227,878 |
+1,356 |
Mar01 |
001107 |
6519.00 |
6554.00 |
6516.00 |
6554.00 |
+30.00 |
350 |
13,751 |
+0 |
Jun01 |
001107 |
6593.00 |
6625.50 |
6592.50 |
6625.50 |
+29.50 |
250 |
6,036 |
-100 |
Total Volume and Open Interest |
19,529 |
247,665 |
+1,256 |
SPI 200(SFE) |
Dec00 |
001107 |
3370.0 |
3414.0 |
3365.0 |
3403.0 |
+40.0 |
13,973 |
0 |
-116,403 |
Mar01 |
001107 |
3400.0 |
3430.0 |
3400.0 |
3425.0 |
+40.0 |
79 |
0 |
-2,575 |
Jun01 |
001107 |
3453.0 |
3453.0 |
3453.0 |
3453.0 |
+40.0 |
|
|
|
Total Volume and Open Interest |
14,052 |
127,303 |
+8,151 |
GSCI(CME) |
Nov00 |
001107 |
241.05 |
243.95 |
241.00 |
243.70 |
+4.15 |
81 |
35,564 |
-21 |
Dec00 |
001107 |
240.00 |
243.00 |
240.00 |
242.70 |
+4.05 |
1 |
29 |
+1 |
Jan01 |
001107 |
238.00 |
238.00 |
238.00 |
238.00 |
+3.60 |
|
|
|
Total Volume and Open Interest |
82 |
35,593 |
-20 |
Bridge CRB Index(NYBOT) |
Jan01 |
001107 |
224.20 |
225.30 |
224.20 |
225.00 |
+1.20 |
64 |
648 |
+15 |
Feb01 |
001107 |
223.90 |
223.90 |
223.50 |
223.50 |
+1.20 |
0 |
502 |
+0 |
Apr01 |
001107 |
222.00 |
222.00 |
222.00 |
222.00 |
+1.20 |
0 |
154 |
+0 |
Total Volume and Open Interest |
93 |
1,670 |
+9 |
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
|
|