 |
MRCI's Free Historical Futures Prices |
Daily Futures Price Listing Thu November 09, 2000 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Nov00 |
001109 |
468.50 |
471.00 |
464.00 |
467.25 |
-6.75 |
6,431 |
4,114 |
-927 |
Jan01 |
001109 |
478.50 |
481.00 |
474.00 |
476.75 |
-7.25 |
24,878 |
89,330 |
-2,706 |
Mar01 |
001109 |
487.00 |
491.00 |
484.00 |
486.50 |
-7.50 |
4,185 |
31,371 |
+99 |
May01 |
001109 |
497.00 |
499.00 |
492.50 |
494.50 |
-7.50 |
1,753 |
16,295 |
-93 |
Jul01 |
001109 |
504.50 |
507.00 |
499.75 |
502.50 |
-7.25 |
1,134 |
20,453 |
-152 |
Aug01 |
001109 |
506.00 |
506.00 |
503.00 |
503.50 |
-6.50 |
34 |
767 |
+0 |
Sep01 |
001109 |
509.00 |
509.00 |
504.50 |
504.50 |
-7.00 |
3 |
350 |
+1 |
Total Volume and Open Interest |
38,770 |
169,173 |
-3,584 |
Soybean Meal(CBOT) |
Dec00 |
001109 |
170.00 |
170.50 |
167.10 |
168.00 |
-3.60 |
7,728 |
49,557 |
-879 |
Jan01 |
001109 |
168.80 |
169.40 |
166.50 |
167.30 |
-3.40 |
2,444 |
27,654 |
-42 |
Mar01 |
001109 |
166.50 |
168.50 |
166.00 |
166.80 |
-2.90 |
2,823 |
16,306 |
-86 |
May01 |
001109 |
166.50 |
168.00 |
165.50 |
166.30 |
-2.60 |
1,173 |
10,462 |
-39 |
Jul01 |
001109 |
167.50 |
168.30 |
166.20 |
167.00 |
-2.70 |
1,456 |
7,334 |
+255 |
Aug01 |
001109 |
167.00 |
168.00 |
166.30 |
166.60 |
-2.40 |
5 |
1,712 |
+2 |
Sep01 |
001109 |
167.20 |
167.30 |
165.80 |
165.90 |
-2.30 |
11 |
1,208 |
+4 |
Oct01 |
001109 |
167.50 |
167.50 |
165.30 |
165.40 |
-2.40 |
7 |
448 |
+5 |
Total Volume and Open Interest |
15,654 |
115,876 |
-780 |
Soybean Oil(CBOT) |
Dec00 |
001109 |
15.18 |
15.22 |
15.06 |
15.12 |
-0.14 |
5,955 |
56,065 |
-274 |
Jan01 |
001109 |
15.38 |
15.49 |
15.34 |
15.39 |
-0.15 |
2,599 |
32,250 |
+213 |
Mar01 |
001109 |
15.85 |
15.89 |
15.74 |
15.79 |
-0.15 |
1,823 |
23,752 |
+236 |
May01 |
001109 |
16.22 |
16.26 |
16.13 |
16.15 |
-0.17 |
753 |
11,986 |
+18 |
Jul01 |
001109 |
16.62 |
16.66 |
16.52 |
16.53 |
-0.17 |
698 |
8,164 |
+135 |
Aug01 |
001109 |
16.80 |
16.80 |
16.69 |
16.69 |
-0.14 |
54 |
1,984 |
+50 |
Sep01 |
001109 |
17.00 |
17.00 |
16.83 |
16.83 |
-0.13 |
52 |
1,696 |
+52 |
Oct01 |
001109 |
17.17 |
17.17 |
16.96 |
16.96 |
-0.13 |
0 |
1,519 |
+0 |
Total Volume and Open Interest |
12,114 |
143,841 |
+553 |
Canola(WCE) |
Nov00 |
001109 |
255.6 |
255.6 |
253.5 |
253.5 |
-2.5 |
53 |
98 |
+15 |
Jan01 |
001109 |
260.5 |
261.1 |
258.6 |
259.1 |
-2.7 |
3,248 |
41,314 |
+727 |
Mar01 |
001109 |
266.2 |
266.2 |
264.5 |
264.7 |
-2.9 |
1,678 |
20,396 |
+978 |
May01 |
001109 |
272.0 |
272.0 |
270.0 |
270.1 |
-2.0 |
0 |
2,384 |
+0 |
Jul01 |
001109 |
277.6 |
277.6 |
275.5 |
275.5 |
-2.1 |
10 |
2,352 |
+0 |
Total Volume and Open Interest |
4,989 |
67,265 |
+1,720 |
Corn(CBOT) |
Nov00 |
001109 |
212.00 |
212.00 |
211.00 |
211.25 |
-2.25 |
6 |
159 |
-1 |
Dec00 |
001109 |
214.75 |
215.25 |
212.25 |
213.75 |
-2.25 |
40,339 |
187,427 |
-7,458 |
Jan01 |
001109 |
219.00 |
219.25 |
216.50 |
217.75 |
-2.00 |
62 |
998 |
+9 |
Mar01 |
001109 |
226.75 |
227.00 |
224.50 |
225.50 |
-2.25 |
16,565 |
154,259 |
+4,031 |
May01 |
001109 |
234.00 |
234.50 |
232.00 |
233.25 |
-1.75 |
2,256 |
38,832 |
+206 |
Jul01 |
001109 |
241.00 |
241.75 |
239.00 |
240.25 |
-2.00 |
3,117 |
47,579 |
+824 |
Total Volume and Open Interest |
64,040 |
460,582 |
-1,613 |
Wheat(CBOT) |
Dec00 |
001109 |
263.50 |
264.50 |
258.00 |
258.25 |
-7.00 |
12,470 |
84,279 |
-1,279 |
Mar01 |
001109 |
280.00 |
282.50 |
276.00 |
276.50 |
-7.00 |
5,731 |
46,850 |
+2,209 |
May01 |
001109 |
292.50 |
292.50 |
286.50 |
286.50 |
-7.25 |
412 |
2,851 |
+166 |
Jul01 |
001109 |
302.00 |
302.00 |
296.50 |
296.50 |
-6.25 |
285 |
19,180 |
+93 |
Sep01 |
001109 |
308.75 |
309.00 |
305.00 |
305.00 |
-6.00 |
4 |
918 |
+1 |
Total Volume and Open Interest |
18,949 |
156,604 |
+1,225 |
Wheat(KCBT) |
Dec00 |
001109 |
315.00 |
315.50 |
309.50 |
309.50 |
-7.00 |
3,769 |
43,643 |
-464 |
Mar01 |
001109 |
329.50 |
330.50 |
324.50 |
325.50 |
-6.50 |
2,020 |
33,185 |
+979 |
May01 |
001109 |
337.00 |
337.50 |
333.00 |
334.00 |
-6.50 |
105 |
2,581 |
+26 |
Jul01 |
001109 |
344.00 |
345.00 |
340.50 |
341.00 |
-6.00 |
530 |
9,345 |
+125 |
Sep01 |
001109 |
349.50 |
349.50 |
348.25 |
348.25 |
-4.75 |
3 |
275 |
+3 |
Total Volume and Open Interest |
6,427 |
89,123 |
+669 |
Wheat(MGE) |
Dec00 |
001109 |
325.50 |
326.00 |
321.25 |
322.00 |
-5.00 |
1,550 |
14,721 |
-68 |
Mar01 |
001109 |
339.00 |
340.50 |
336.50 |
337.00 |
-4.50 |
708 |
7,178 |
+157 |
May01 |
001109 |
349.00 |
349.00 |
345.75 |
346.00 |
-4.50 |
54 |
1,361 |
-33 |
Jul01 |
001109 |
354.00 |
354.00 |
354.00 |
354.00 |
-3.50 |
15 |
645 |
+15 |
Sep01 |
001109 |
361.00 |
361.00 |
360.00 |
360.50 |
-3.00 |
3 |
386 |
+0 |
Total Volume and Open Interest |
2,347 |
24,491 |
+78 |
Oats(CBOT) |
Dec00 |
001109 |
109.50 |
109.50 |
108.00 |
108.25 |
-2.25 |
336 |
9,309 |
-5 |
Mar01 |
001109 |
119.25 |
119.25 |
118.00 |
118.00 |
-2.00 |
825 |
3,892 |
+119 |
May01 |
001109 |
124.50 |
124.50 |
123.00 |
123.00 |
-2.00 |
35 |
278 |
+27 |
Jul01 |
001109 |
127.00 |
127.50 |
127.00 |
127.50 |
-1.50 |
124 |
252 |
+66 |
Total Volume and Open Interest |
1,502 |
14,383 |
+287 |
Rough Rice(CBOT) |
Nov00 |
001109 |
6.24 |
6.24 |
6.24 |
6.24 |
+0.02 |
13 |
24 |
+1 |
Jan01 |
001109 |
6.45 |
6.50 |
6.42 |
6.48 |
-0.02 |
97 |
3,838 |
+41 |
Mar01 |
001109 |
6.63 |
6.72 |
6.63 |
6.72 |
+0.01 |
112 |
1,263 |
+2 |
May01 |
001109 |
6.88 |
6.92 |
6.88 |
6.92 |
+0.02 |
106 |
503 |
+19 |
Total Volume and Open Interest |
586 |
6,274 |
+205 |
Live Cattle(CME) |
Dec00 |
001109 |
72.050 |
72.325 |
71.975 |
72.125 |
+0.125 |
9,003 |
57,877 |
-1,899 |
Feb01 |
001109 |
73.875 |
74.000 |
73.700 |
73.950 |
+0.175 |
4,061 |
37,965 |
+1,300 |
Apr01 |
001109 |
74.525 |
74.850 |
74.425 |
74.725 |
+0.275 |
1,495 |
21,252 |
+186 |
Jun01 |
001109 |
71.475 |
71.725 |
71.400 |
71.600 |
+0.225 |
314 |
7,071 |
+20 |
Aug01 |
001109 |
71.650 |
71.950 |
71.650 |
71.750 |
+0.250 |
195 |
5,794 |
+71 |
Oct01 |
001109 |
73.500 |
73.500 |
73.325 |
73.400 |
+0.250 |
14 |
974 |
+5 |
Total Volume and Open Interest |
15,094 |
131,006 |
-309 |
Feeder Cattle(CME) |
Nov00 |
001109 |
87.900 |
88.150 |
87.775 |
87.975 |
+0.125 |
273 |
2,525 |
-145 |
Jan01 |
001109 |
87.900 |
88.550 |
87.900 |
88.325 |
+0.350 |
1,255 |
7,273 |
-128 |
Mar01 |
001109 |
87.550 |
87.900 |
87.500 |
87.875 |
+0.325 |
294 |
3,393 |
+33 |
Apr01 |
001109 |
87.300 |
87.700 |
87.300 |
87.650 |
+0.400 |
58 |
1,234 |
+0 |
May01 |
001109 |
87.100 |
87.350 |
87.100 |
87.300 |
+0.325 |
82 |
1,269 |
-13 |
Aug01 |
001109 |
87.300 |
87.500 |
87.300 |
87.500 |
+0.225 |
11 |
452 |
+2 |
Sep01 |
001109 |
87.300 |
87.300 |
87.300 |
87.300 |
+0.150 |
12 |
89 |
+2 |
Total Volume and Open Interest |
1,985 |
16,262 |
-249 |
Lean Hogs(CME) |
Dec00 |
001109 |
52.300 |
52.750 |
51.950 |
52.575 |
+0.375 |
4,809 |
18,392 |
-769 |
Feb01 |
001109 |
55.150 |
55.800 |
54.900 |
55.750 |
+0.475 |
3,523 |
11,552 |
+1,199 |
Apr01 |
001109 |
54.475 |
54.900 |
54.250 |
54.800 |
+0.325 |
629 |
3,705 |
+190 |
Jun01 |
001109 |
61.000 |
61.575 |
61.000 |
61.400 |
+0.200 |
107 |
1,650 |
+33 |
Jul01 |
001109 |
59.350 |
59.950 |
59.300 |
59.950 |
+0.450 |
24 |
405 |
+7 |
Aug01 |
001109 |
57.225 |
57.800 |
57.225 |
57.500 |
+0.275 |
8 |
355 |
-2 |
Oct01 |
001109 |
49.050 |
49.700 |
49.050 |
49.650 |
+0.375 |
18 |
401 |
+17 |
Dec01 |
001109 |
46.200 |
46.200 |
46.100 |
46.200 |
+0.150 |
5 |
308 |
+5 |
Total Volume and Open Interest |
9,123 |
36,768 |
+680 |
Pork Bellies(CME) |
Feb01 |
001109 |
64.825 |
65.700 |
64.350 |
65.550 |
+0.725 |
686 |
2,117 |
-19 |
Mar01 |
001109 |
64.500 |
65.500 |
64.500 |
65.500 |
+0.675 |
20 |
93 |
-1 |
May01 |
001109 |
66.250 |
66.500 |
65.950 |
65.950 |
+0.950 |
11 |
58 |
+5 |
Jul01 |
001109 |
67.350 |
67.350 |
67.350 |
67.350 |
+1.350 |
7 |
27 |
-5 |
Aug01 |
001109 |
67.350 |
67.350 |
67.350 |
67.350 |
+0.450 |
10 |
20 |
+7 |
Total Volume and Open Interest |
734 |
2,315 |
-13 |
Cocoa(NYBOT) |
Dec00 |
001109 |
738 |
741 |
735 |
738 |
+4 |
4,487 |
25,970 |
-2,001 |
Mar01 |
001109 |
769 |
773 |
766 |
769 |
unch |
4,732 |
35,226 |
+1,954 |
May01 |
001109 |
792 |
794 |
789 |
789 |
-1 |
242 |
16,368 |
+129 |
Jul01 |
001109 |
812 |
814 |
810 |
810 |
unch |
319 |
12,746 |
+198 |
Sep01 |
001109 |
835 |
837 |
835 |
835 |
+2 |
325 |
11,046 |
+215 |
Dec01 |
001109 |
869 |
872 |
867 |
869 |
+3 |
34 |
12,709 |
+25 |
Mar02 |
001109 |
905 |
905 |
901 |
901 |
+2 |
21 |
10,156 |
+13 |
Total Volume and Open Interest |
10,161 |
143,619 |
+534 |
Coffee "C"(NYBOT) |
Dec00 |
001109 |
74.50 |
75.25 |
73.75 |
74.00 |
-1.30 |
6,203 |
21,086 |
-1,223 |
Mar01 |
001109 |
79.75 |
80.40 |
79.00 |
79.25 |
-1.25 |
3,484 |
14,418 |
+576 |
May01 |
001109 |
82.80 |
83.50 |
82.50 |
82.50 |
-1.25 |
373 |
3,119 |
+50 |
Jul01 |
001109 |
86.25 |
86.75 |
85.70 |
85.70 |
-1.20 |
132 |
1,927 |
+28 |
Sep01 |
001109 |
90.00 |
90.00 |
88.80 |
88.80 |
-1.15 |
103 |
2,512 |
-1 |
Dec01 |
001109 |
93.50 |
93.50 |
92.90 |
92.90 |
-1.15 |
36 |
740 |
+26 |
Total Volume and Open Interest |
10,331 |
43,815 |
-544 |
Orange Juice(NYBOT) |
Nov00 |
001108 |
72.40 |
72.40 |
70.00 |
71.85 |
+0.35 |
139 |
287 |
-33 |
Jan01 |
001109 |
75.60 |
76.50 |
75.50 |
76.50 |
+0.65 |
2,048 |
18,231 |
+163 |
Mar01 |
001109 |
78.70 |
79.50 |
78.70 |
79.40 |
+0.50 |
315 |
9,032 |
+104 |
May01 |
001109 |
81.00 |
81.40 |
81.00 |
81.25 |
+0.30 |
17 |
1,502 |
+10 |
Jul01 |
001109 |
82.90 |
83.30 |
82.90 |
83.30 |
+0.20 |
17 |
768 |
+15 |
Total Volume and Open Interest |
2,397 |
30,091 |
-5 |
Sugar #11(NYBOT) |
Mar01 |
001109 |
9.20 |
9.20 |
8.67 |
8.81 |
-0.45 |
10,363 |
81,872 |
+922 |
May01 |
001109 |
8.45 |
8.55 |
8.28 |
8.39 |
-0.40 |
940 |
19,696 |
+153 |
Jul01 |
001109 |
8.00 |
8.10 |
7.81 |
7.86 |
-0.35 |
488 |
23,623 |
+116 |
Oct01 |
001109 |
7.78 |
7.80 |
7.60 |
7.60 |
-0.35 |
379 |
17,860 |
+15 |
Mar02 |
001109 |
7.80 |
7.85 |
7.60 |
7.60 |
-0.32 |
55 |
6,876 |
-23 |
Total Volume and Open Interest |
12,856 |
151,499 |
+1,376 |
London Cocoa(LCE) |
Dec00 |
001109 |
580 |
584 |
579 |
583 |
+1 |
1,062 |
39,365 |
-314 |
Mar01 |
001109 |
600 |
603 |
598 |
602 |
+1 |
1,010 |
51,359 |
+481 |
May01 |
001109 |
617 |
620 |
616 |
620 |
+1 |
163 |
28,883 |
-13 |
Jul01 |
001109 |
633 |
635 |
632 |
635 |
+1 |
9 |
12,375 |
+9 |
Sep01 |
001109 |
645 |
648 |
645 |
648 |
+1 |
67 |
20,682 |
+60 |
Dec01 |
001109 |
674 |
677 |
672 |
677 |
+1 |
51 |
7,264 |
+31 |
Mar02 |
001109 |
698 |
701 |
698 |
701 |
+1 |
60 |
15,247 |
+37 |
Total Volume and Open Interest |
2,472 |
189,791 |
+341 |
London Coffee(LCE) |
Nov00 |
001109 |
671.00 |
671.00 |
663.00 |
663.00 |
-7.00 |
147 |
2,642 |
-45 |
Jan01 |
001109 |
680.00 |
682.00 |
671.00 |
672.00 |
-8.00 |
4,654 |
28,681 |
-318 |
Mar01 |
001109 |
705.00 |
705.00 |
693.00 |
694.00 |
-9.00 |
1,455 |
10,798 |
+252 |
May01 |
001109 |
722.00 |
722.00 |
717.00 |
718.00 |
-8.00 |
582 |
6,195 |
+320 |
Jul01 |
001109 |
745.00 |
745.00 |
740.00 |
742.00 |
-7.00 |
145 |
2,548 |
+64 |
Sep01 |
001109 |
765.00 |
771.00 |
765.00 |
766.00 |
-6.00 |
76 |
1,450 |
+57 |
Total Volume and Open Interest |
7,164 |
53,974 |
+385 |
London Sugar(LCE) |
Dec00 |
001109 |
237.00 |
240.20 |
229.60 |
230.80 |
-8.40 |
2,047 |
4,707 |
-1,205 |
Mar01 |
001109 |
238.70 |
240.00 |
228.00 |
230.30 |
-8.40 |
1,811 |
20,950 |
+331 |
May01 |
001109 |
234.20 |
236.70 |
226.20 |
227.50 |
-8.10 |
189 |
4,073 |
+114 |
Aug01 |
001109 |
231.00 |
232.00 |
222.50 |
223.60 |
-8.50 |
160 |
6,439 |
+134 |
Oct01 |
001109 |
226.00 |
226.50 |
218.50 |
219.60 |
-7.00 |
42 |
2,439 |
-29 |
Total Volume and Open Interest |
4,491 |
39,224 |
-467 |
Cotton(NYBOT) |
Dec00 |
001109 |
65.00 |
65.40 |
64.75 |
64.96 |
-0.69 |
6,148 |
21,173 |
-1,318 |
Mar01 |
001109 |
67.50 |
67.75 |
67.25 |
67.49 |
-0.55 |
5,679 |
23,741 |
+1,762 |
May01 |
001109 |
68.30 |
68.40 |
68.10 |
68.33 |
-0.45 |
363 |
10,485 |
+62 |
Jul01 |
001109 |
68.70 |
68.90 |
68.60 |
68.90 |
-0.25 |
250 |
5,518 |
+86 |
Oct01 |
001109 |
65.00 |
65.20 |
64.43 |
64.43 |
-0.37 |
2 |
634 |
+0 |
Dec01 |
001109 |
64.50 |
64.50 |
64.25 |
64.48 |
-0.27 |
155 |
5,572 |
+80 |
Total Volume and Open Interest |
31,597 |
67,283 |
+672 |
Lumber(CME) |
Nov00 |
001109 |
214.9 |
216.6 |
213.3 |
215.0 |
-0.5 |
326 |
970 |
-107 |
Jan01 |
001109 |
229.0 |
232.0 |
227.5 |
227.8 |
-4.0 |
756 |
2,404 |
+203 |
Mar01 |
001109 |
239.4 |
241.3 |
238.2 |
238.3 |
-2.7 |
165 |
854 |
+20 |
May01 |
001109 |
244.5 |
246.5 |
244.4 |
246.5 |
+0.3 |
69 |
199 |
+35 |
Total Volume and Open Interest |
1,339 |
4,496 |
+153 |
Crude Oil(NYM) |
Dec00 |
001109 |
33.50 |
33.96 |
33.31 |
33.92 |
+0.68 |
62,043 |
101,656 |
-6,229 |
Jan01 |
001109 |
32.50 |
33.10 |
32.41 |
32.98 |
+0.70 |
37,675 |
85,695 |
+3,127 |
Feb01 |
001109 |
31.65 |
32.20 |
31.56 |
32.07 |
+0.69 |
13,444 |
29,488 |
+2,801 |
Mar01 |
001109 |
30.90 |
31.32 |
30.80 |
31.32 |
+0.64 |
2,423 |
19,839 |
+709 |
Apr01 |
001109 |
30.40 |
30.73 |
30.20 |
30.73 |
+0.59 |
1,666 |
16,538 |
+35 |
May01 |
001109 |
29.85 |
30.21 |
29.80 |
30.21 |
+0.56 |
273 |
11,949 |
+49 |
Jun01 |
001109 |
29.20 |
29.71 |
29.20 |
29.71 |
+0.54 |
2,414 |
27,661 |
+195 |
Jul01 |
001109 |
28.65 |
29.23 |
28.65 |
29.23 |
+0.53 |
650 |
12,049 |
+35 |
Aug01 |
001109 |
28.38 |
28.76 |
28.38 |
28.76 |
+0.52 |
686 |
10,645 |
+56 |
Sep01 |
001109 |
27.90 |
28.31 |
27.82 |
28.31 |
+0.51 |
331 |
17,442 |
-256 |
Total Volume and Open Interest |
127,647 |
473,704 |
-69 |
Heating Oil(NYM) |
Dec00 |
001109 |
97.80 |
102.50 |
97.80 |
101.59 |
+5.66 |
16,725 |
47,307 |
-956 |
Jan01 |
001109 |
97.00 |
99.50 |
96.30 |
99.24 |
+4.62 |
9,696 |
39,432 |
+408 |
Feb01 |
001109 |
94.00 |
95.84 |
93.40 |
95.84 |
+3.82 |
2,611 |
23,721 |
-406 |
Mar01 |
001109 |
89.60 |
90.84 |
88.90 |
90.84 |
+3.02 |
1,313 |
13,976 |
-19 |
Apr01 |
001109 |
85.75 |
86.14 |
84.80 |
86.14 |
+2.52 |
368 |
8,661 |
-42 |
May01 |
001109 |
80.80 |
81.94 |
80.60 |
81.94 |
+2.17 |
1 |
5,544 |
+2 |
Jun01 |
001109 |
78.20 |
79.34 |
78.00 |
79.34 |
+1.87 |
247 |
6,414 |
+92 |
Jul01 |
001109 |
76.80 |
78.09 |
76.80 |
78.09 |
+1.67 |
142 |
2,276 |
+70 |
Aug01 |
001109 |
76.70 |
77.74 |
76.70 |
77.74 |
+1.52 |
50 |
3,531 |
-30 |
Sep01 |
001109 |
77.00 |
78.04 |
77.00 |
78.04 |
+1.47 |
50 |
1,240 |
+0 |
Total Volume and Open Interest |
31,532 |
158,606 |
-816 |
Unleaded Gas(NYM) |
Dec00 |
001109 |
88.25 |
88.35 |
86.70 |
87.66 |
+0.24 |
16,610 |
33,415 |
-169 |
Jan01 |
001109 |
85.95 |
86.50 |
85.20 |
86.36 |
+1.18 |
3,462 |
15,176 |
+1,384 |
Feb01 |
001109 |
85.10 |
86.11 |
85.00 |
86.11 |
+1.38 |
1,378 |
8,437 |
+187 |
Mar01 |
001109 |
85.75 |
86.51 |
85.60 |
86.51 |
+1.48 |
638 |
7,740 |
-50 |
Apr01 |
001109 |
90.00 |
91.05 |
90.00 |
91.05 |
+1.52 |
1,539 |
5,069 |
+118 |
May01 |
001109 |
89.70 |
90.40 |
89.70 |
90.40 |
+1.57 |
989 |
5,580 |
+459 |
Jun01 |
001109 |
88.10 |
88.90 |
88.10 |
88.90 |
+1.47 |
137 |
2,681 |
+97 |
Jul01 |
001109 |
86.60 |
87.10 |
86.60 |
87.10 |
+1.52 |
134 |
1,400 |
+118 |
Total Volume and Open Interest |
25,114 |
87,466 |
+4,607 |
Natural Gas(NYM) |
Dec00 |
001109 |
5.480 |
5.550 |
5.410 |
5.445 |
+0.107 |
52,606 |
45,846 |
-72 |
Jan01 |
001109 |
5.530 |
5.585 |
5.450 |
5.486 |
+0.101 |
17,021 |
35,707 |
+1,393 |
Feb01 |
001109 |
5.335 |
5.350 |
5.220 |
5.241 |
+0.061 |
4,304 |
29,182 |
-65 |
Mar01 |
001109 |
5.100 |
5.130 |
4.970 |
4.978 |
+0.028 |
3,820 |
28,310 |
+165 |
Apr01 |
001109 |
4.820 |
4.850 |
4.705 |
4.705 |
-0.005 |
3,339 |
19,557 |
-116 |
May01 |
001109 |
4.700 |
4.750 |
4.580 |
4.582 |
-0.018 |
1,681 |
18,461 |
-523 |
Jun01 |
001109 |
4.680 |
4.710 |
4.560 |
4.565 |
-0.020 |
2,146 |
21,169 |
+566 |
Jul01 |
001109 |
4.700 |
4.715 |
4.560 |
4.560 |
-0.022 |
1,126 |
10,704 |
+134 |
Total Volume and Open Interest |
93,938 |
385,197 |
+3,023 |
Brent Crude Oil(IPE) |
Dec00 |
001109 |
31.32 |
32.20 |
31.31 |
32.16 |
+0.84 |
25,258 |
47,061 |
+2,373 |
Jan01 |
001109 |
30.75 |
31.64 |
30.71 |
31.60 |
+0.78 |
20,837 |
64,128 |
-3,898 |
Feb01 |
001109 |
30.15 |
31.00 |
30.10 |
30.95 |
+0.74 |
10,427 |
29,161 |
+852 |
Mar01 |
001109 |
29.50 |
30.13 |
29.32 |
30.13 |
+0.70 |
4,069 |
29,981 |
+1,595 |
Apr01 |
001109 |
28.94 |
29.38 |
28.66 |
29.38 |
+0.63 |
2,166 |
22,674 |
+981 |
May01 |
001109 |
28.45 |
28.84 |
28.20 |
28.84 |
+0.58 |
754 |
6,437 |
+503 |
Jun01 |
001109 |
27.90 |
28.34 |
27.75 |
28.34 |
+0.54 |
1,545 |
16,632 |
-140 |
Jul01 |
001109 |
27.49 |
27.92 |
27.49 |
27.92 |
+0.51 |
300 |
4,690 |
+0 |
Total Volume and Open Interest |
67,181 |
263,836 |
+1,528 |
Gas Oil(IPE) |
Nov00 |
001109 |
289.50 |
300.75 |
288.00 |
300.50 |
+14.00 |
14,926 |
12,677 |
-5,678 |
Dec00 |
001109 |
284.25 |
293.50 |
283.25 |
293.25 |
+11.75 |
13,588 |
35,128 |
+1,301 |
Jan01 |
001109 |
279.00 |
286.75 |
278.50 |
285.50 |
+8.75 |
4,943 |
19,674 |
+1,500 |
Feb01 |
001109 |
271.75 |
277.25 |
271.50 |
277.25 |
+7.75 |
951 |
5,761 |
+3 |
Mar01 |
001109 |
263.50 |
266.50 |
263.50 |
266.50 |
+6.00 |
279 |
6,202 |
+121 |
Apr01 |
001109 |
253.75 |
256.50 |
253.75 |
256.50 |
+5.50 |
278 |
5,655 |
+51 |
May01 |
001109 |
246.75 |
250.50 |
246.75 |
249.50 |
+4.75 |
0 |
986 |
+0 |
Jun01 |
001109 |
243.00 |
245.00 |
242.00 |
244.00 |
+4.25 |
1,129 |
11,251 |
+250 |
Total Volume and Open Interest |
36,294 |
105,143 |
-2,342 |
US Dollar Index(NYBOT) |
Dec00 |
001109 |
116.18 |
116.47 |
115.02 |
115.19 |
-0.99 |
603 |
3,785 |
-45 |
Mar01 |
001109 |
116.12 |
116.12 |
114.90 |
115.03 |
-0.99 |
612 |
5,845 |
-39 |
Jun01 |
001109 |
114.87 |
114.87 |
114.87 |
114.87 |
-0.99 |
612 |
5,845 |
-39 |
Total Volume and Open Interest |
612 |
5,845 |
-39 |
Australian Dollar(IMM) |
Dec00 |
001109 |
52.48 |
52.95 |
52.46 |
52.84 |
+0.09 |
1,592 |
22,042 |
-28 |
Mar01 |
001109 |
52.55 |
52.89 |
52.52 |
52.89 |
+0.09 |
7 |
2,190 |
-47 |
Jun01 |
001109 |
52.94 |
52.94 |
52.94 |
52.94 |
+0.09 |
13 |
8 |
+2 |
Total Volume and Open Interest |
1,616 |
24,243 |
-70 |
British Pound(IMM) |
Dec00 |
001109 |
141.80 |
143.48 |
141.70 |
143.30 |
+0.92 |
3,776 |
33,569 |
-510 |
Mar01 |
001109 |
141.90 |
143.60 |
141.90 |
143.56 |
+0.92 |
22 |
124 |
+17 |
Jun01 |
001109 |
143.82 |
143.82 |
143.82 |
143.82 |
+0.92 |
0 |
2 |
+0 |
Total Volume and Open Interest |
3,798 |
33,695 |
-493 |
Canadian Dollar(IMM) |
Dec00 |
001109 |
64.89 |
65.05 |
64.61 |
64.63 |
-0.30 |
7,733 |
75,581 |
+1,962 |
Mar01 |
001109 |
65.02 |
65.15 |
64.75 |
64.77 |
-0.30 |
335 |
3,030 |
+66 |
Jun01 |
001109 |
65.15 |
65.20 |
64.87 |
64.87 |
-0.31 |
219 |
1,679 |
+80 |
Sep01 |
001109 |
65.25 |
65.25 |
64.96 |
64.96 |
-0.32 |
22 |
622 |
+9 |
Total Volume and Open Interest |
8,309 |
81,211 |
+2,117 |
Japanese Yen(IMM) |
Dec00 |
001109 |
93.82 |
94.00 |
93.30 |
93.74 |
-0.13 |
7,553 |
59,671 |
+1,057 |
Mar01 |
001109 |
95.25 |
95.25 |
95.12 |
95.17 |
-0.14 |
101 |
366 |
+52 |
Jun01 |
001109 |
96.57 |
96.57 |
96.57 |
96.57 |
-0.15 |
0 |
8 |
+0 |
Total Volume and Open Interest |
7,654 |
60,186 |
+1,109 |
Swiss Franc(IMM) |
Dec00 |
001109 |
56.27 |
57.23 |
56.27 |
57.13 |
+0.66 |
7,240 |
48,931 |
+138 |
Mar01 |
001109 |
56.66 |
57.57 |
56.66 |
57.57 |
+0.67 |
1 |
145 |
-1 |
Jun01 |
001109 |
57.99 |
57.99 |
57.99 |
57.99 |
+0.68 |
0 |
10 |
+0 |
Total Volume and Open Interest |
7,243 |
49,087 |
+138 |
EuroFX(IMM) |
Dec00 |
001109 |
85.46 |
86.88 |
85.45 |
86.72 |
+1.07 |
12,737 |
73,696 |
+1,162 |
Mar01 |
001109 |
85.76 |
87.10 |
85.76 |
87.04 |
+1.07 |
34 |
1,125 |
-3 |
Total Volume and Open Interest |
12,771 |
74,821 |
+1,159 |
Mexican Peso(IMM) |
Dec00 |
001109 |
10230.0 |
10250.0 |
10185.0 |
10233.0 |
+20.0 |
5,701 |
9,070 |
-64 |
Mar01 |
001109 |
9930.0 |
9955.0 |
9920.0 |
9928.0 |
+5.0 |
3 |
3,625 |
+1 |
Total Volume and Open Interest |
6,034 |
13,744 |
-13 |
30-Year T-Bonds(CBOT) |
Dec00 |
001109 |
99~04 |
99~26 |
99~03 |
99~12 |
+0~11 |
159,120 |
400,397 |
-3,950 |
Mar01 |
001109 |
99~05 |
99~26 |
99~05 |
99~12 |
+0~11 |
1,406 |
24,528 |
+527 |
Jun01 |
001109 |
99~09 |
99~09 |
99~09 |
99~09 |
+0~11 |
108 |
174 |
+18 |
Total Volume and Open Interest |
160,634 |
425,185 |
-3,405 |
Municipal Bonds(CBOT) |
Dec00 |
001109 |
99~10 |
99~25 |
99~09 |
99~16 |
+0~09 |
2,102 |
20,497 |
+649 |
Mar01 |
001109 |
98~24 |
98~24 |
98~24 |
98~24 |
+0~09 |
1 |
8 |
-1 |
Total Volume and Open Interest |
2,103 |
20,505 |
+648 |
10-Year T-Notes(CBOT) |
Dec00 |
001109 |
100~100 |
100~300 |
100~090 |
100~195 |
+0~115 |
139,951 |
549,977 |
-6,903 |
Mar01 |
001109 |
100~160 |
100~290 |
100~130 |
100~205 |
+0~115 |
1,747 |
30,621 |
+1,787 |
Total Volume and Open Interest |
142,654 |
581,519 |
-4,196 |
5-Year T-Notes(CBOT) |
Dec00 |
001109 |
100~150 |
100~260 |
100~145 |
100~190 |
+0~070 |
42,835 |
355,803 |
+1,705 |
Mar01 |
001109 |
100~160 |
100~225 |
100~160 |
100~200 |
+0~070 |
2,385 |
16,839 |
+1,695 |
Total Volume and Open Interest |
45,220 |
372,642 |
+3,400 |
2 Year T-Notes(CBOT) |
Dec00 |
001109 |
100~001 |
100~020 |
100~000 |
100~008 |
+0~011 |
2,891 |
54,223 |
-177 |
Total Volume and Open Interest |
2,891 |
54,223 |
-177 |
3-Mth T-Bills(IMM) |
Dec00 |
001109 |
93.80 |
93.81 |
93.80 |
93.81 |
+0.03 |
4 |
1,355 |
+2 |
Total Volume and Open Interest |
4 |
1,382 |
+2 |
Eurodollars(IMM) |
Dec00 |
001109 |
93.280 |
93.310 |
93.280 |
93.295 |
+0.020 |
24,373 |
512,959 |
-2,480 |
Mar01 |
001109 |
93.445 |
93.500 |
93.430 |
93.465 |
+0.035 |
51,943 |
501,429 |
-4,347 |
Jun01 |
001109 |
93.550 |
93.625 |
93.540 |
93.585 |
+0.045 |
38,526 |
369,848 |
+3,536 |
Sep01 |
001109 |
93.605 |
93.670 |
93.590 |
93.630 |
+0.045 |
59,844 |
387,241 |
+4,158 |
Dec01 |
001109 |
93.520 |
93.580 |
93.510 |
93.540 |
+0.040 |
16,891 |
256,750 |
+1,680 |
Mar02 |
001109 |
93.560 |
93.625 |
93.555 |
93.585 |
+0.040 |
10,520 |
212,792 |
+3,075 |
Jun02 |
001109 |
93.495 |
93.560 |
93.495 |
93.530 |
+0.045 |
6,603 |
143,587 |
-596 |
Sep02 |
001109 |
93.445 |
93.520 |
93.445 |
93.485 |
+0.045 |
5,388 |
109,797 |
+109 |
Dec02 |
001109 |
93.325 |
93.390 |
93.325 |
93.365 |
+0.045 |
2,164 |
83,343 |
+1 |
Mar03 |
001109 |
93.345 |
93.410 |
93.345 |
93.385 |
+0.045 |
2,204 |
76,999 |
+329 |
Jun03 |
001109 |
93.315 |
93.365 |
93.315 |
93.340 |
+0.045 |
2,185 |
55,329 |
-428 |
Sep03 |
001109 |
93.280 |
93.330 |
93.280 |
93.305 |
+0.045 |
2,892 |
57,512 |
+628 |
Total Volume and Open Interest |
240,082 |
3,154,912 |
+6,480 |
3-Mth Euro-Yen(IMM) |
Dec00 |
001109 |
99.45 |
99.45 |
99.45 |
99.45 |
unch |
287 |
12,287 |
-624 |
Mar01 |
001109 |
99.49 |
99.50 |
99.49 |
99.50 |
+0.01 |
935 |
23,138 |
-981 |
Jun01 |
001109 |
99.46 |
99.46 |
99.45 |
99.46 |
+0.02 |
596 |
9,653 |
-141 |
Sep01 |
001109 |
99.39 |
99.40 |
99.39 |
99.40 |
+0.01 |
65 |
11,762 |
-242 |
Dec01 |
001109 |
99.30 |
99.30 |
99.30 |
99.30 |
+0.01 |
51 |
6,056 |
+56 |
Mar02 |
001109 |
99.27 |
99.27 |
99.26 |
99.26 |
+0.01 |
51 |
3,637 |
+50 |
Jun02 |
001109 |
99.18 |
99.19 |
99.18 |
99.19 |
+0.01 |
0 |
773 |
+0 |
Sep02 |
001109 |
99.07 |
99.08 |
99.07 |
99.08 |
unch |
0 |
207 |
+0 |
Dec02 |
001109 |
98.88 |
98.88 |
98.88 |
98.88 |
unch |
0 |
30 |
+0 |
Mar03 |
001109 |
98.80 |
98.80 |
98.80 |
98.80 |
unch |
|
|
|
Total Volume and Open Interest |
1,985 |
67,543 |
-1,882 |
3-Mth Euro-Yen(SIMEX) |
Dec00 |
001109 |
99.45 |
99.45 |
99.44 |
99.45 |
unch |
1,293 |
96,641 |
-820 |
Mar01 |
001109 |
99.49 |
99.50 |
99.48 |
99.49 |
unch |
1,384 |
99,324 |
-22 |
Jun01 |
001109 |
99.45 |
99.46 |
99.45 |
99.46 |
+0.01 |
1,785 |
83,682 |
+467 |
Sep01 |
001109 |
99.39 |
99.39 |
99.39 |
99.39 |
unch |
1,404 |
64,580 |
+31 |
Dec01 |
001109 |
99.29 |
99.30 |
99.29 |
99.30 |
+0.01 |
843 |
21,654 |
+96 |
Mar02 |
001109 |
99.27 |
99.27 |
99.26 |
99.27 |
+0.01 |
163 |
14,707 |
-64 |
Jun02 |
001109 |
99.18 |
99.18 |
99.18 |
99.18 |
+0.00 |
295 |
7,661 |
+100 |
Sep02 |
001109 |
99.06 |
99.06 |
99.06 |
99.06 |
+0.00 |
40 |
5,151 |
+40 |
Total Volume and Open Interest |
7,207 |
402,458 |
-172 |
German Euro-Bund(EUREX) |
Dec00 |
001109 |
105.21 |
105.40 |
105.16 |
105.39 |
+0.20 |
429,346 |
621,328 |
-25,395 |
Mar01 |
001109 |
105.34 |
105.48 |
105.29 |
105.48 |
+0.18 |
4,550 |
28,337 |
+4,405 |
Jun01 |
001109 |
105.23 |
105.23 |
105.23 |
105.23 |
+0.20 |
0 |
1,564 |
-5 |
Total Volume and Open Interest |
433,896 |
651,229 |
-20,995 |
German Euro-Bobl(EUREX) |
Dec00 |
001109 |
103.47 |
103.64 |
103.46 |
103.63 |
+0.16 |
195,683 |
349,866 |
-3,731 |
Mar01 |
001109 |
103.22 |
103.35 |
103.22 |
103.35 |
+0.15 |
1,316 |
9,667 |
+750 |
Jun01 |
001109 |
103.28 |
103.28 |
103.28 |
103.28 |
+0.13 |
0 |
934 |
+0 |
Total Volume and Open Interest |
196,999 |
360,467 |
-2,981 |
Long Gilt(LIFFE) |
Dec00 |
001109 |
113~13 |
113~23 |
113~06 |
113~20 |
+0~08 |
16,809 |
69,969 |
+75 |
Mar01 |
001109 |
113~06 |
113~10 |
113~06 |
113~10 |
+0~08 |
802 |
1,432 |
+800 |
Total Volume and Open Interest |
17,611 |
71,401 |
+875 |
3-Mth Short Sterling(LIFFE) |
Dec00 |
001109 |
93.89 |
93.91 |
93.88 |
93.90 |
+0.02 |
12,111 |
164,199 |
-657 |
Mar01 |
001109 |
93.93 |
93.96 |
93.92 |
93.95 |
+0.02 |
13,427 |
202,425 |
-435 |
Jun01 |
001109 |
93.94 |
93.97 |
93.94 |
93.96 |
+0.01 |
10,003 |
112,339 |
+295 |
Total Volume and Open Interest |
54,573 |
792,345 |
+278 |
3-Mth Euribor(LIFFE) |
Dec00 |
001109 |
94.810 |
94.825 |
94.800 |
94.815 |
+0.015 |
28,257 |
326,947 |
-2,449 |
Mar01 |
001109 |
94.820 |
94.845 |
94.820 |
94.840 |
+0.020 |
35,229 |
287,303 |
-1,780 |
Jun01 |
001109 |
94.845 |
94.870 |
94.845 |
94.865 |
+0.020 |
21,142 |
201,729 |
+952 |
Total Volume and Open Interest |
128,192 |
1,397,922 |
-3,807 |
3-Mth Aus T-Bills(SFE) |
Dec00 |
001109 |
93.65 |
93.67 |
93.64 |
93.66 |
+0.01 |
29,589 |
205,260 |
+14,408 |
Mar01 |
001109 |
93.65 |
93.69 |
93.63 |
93.68 |
+0.03 |
20,759 |
82,272 |
+4,932 |
Jun01 |
001109 |
93.67 |
93.72 |
93.67 |
93.72 |
+0.03 |
2,369 |
37,014 |
+467 |
Sep01 |
001109 |
93.66 |
93.73 |
93.66 |
93.72 |
+0.03 |
1,858 |
22,462 |
+776 |
Dec01 |
001109 |
93.68 |
93.69 |
93.68 |
93.68 |
+0.03 |
350 |
12,030 |
+308 |
Mar02 |
001109 |
93.64 |
93.65 |
93.63 |
93.64 |
+0.04 |
110 |
7,389 |
+60 |
Jun02 |
001109 |
93.58 |
93.58 |
93.57 |
93.58 |
+0.04 |
0 |
5,313 |
+0 |
Sep02 |
001109 |
93.52 |
93.52 |
93.51 |
93.52 |
+0.04 |
0 |
3,772 |
+0 |
Dec02 |
001109 |
93.61 |
93.61 |
93.48 |
93.48 |
+0.05 |
0 |
1,998 |
+0 |
Mar03 |
001109 |
93.45 |
93.45 |
93.45 |
93.45 |
+0.04 |
0 |
1,223 |
+0 |
Total Volume and Open Interest |
55,117 |
382,120 |
+21,033 |
10-Year Aus T-Bonds(SFE) |
Dec00 |
001109 |
93.86 |
93.93 |
93.85 |
93.90 |
+0.04 |
27,899 |
132,944 |
+8,028 |
Mar01 |
001109 |
93.89 |
93.89 |
93.89 |
93.89 |
+0.03 |
|
|
|
Total Volume and Open Interest |
27,899 |
132,944 |
+8,028 |
3-Year Aus T-Bonds(SFE) |
Dec00 |
001109 |
94.02 |
94.05 |
94.00 |
94.03 |
+0.02 |
83,665 |
319,576 |
+17,305 |
Mar01 |
001109 |
94.00 |
94.00 |
94.00 |
94.00 |
+0.02 |
|
|
|
Total Volume and Open Interest |
83,665 |
319,576 |
+17,305 |
Gold(CMX) |
Dec00 |
001109 |
265.4 |
267.6 |
265.0 |
266.9 |
+0.8 |
11,016 |
81,976 |
-1,613 |
Feb01 |
001109 |
267.3 |
270.5 |
267.3 |
269.5 |
+0.8 |
1,385 |
22,553 |
+467 |
Apr01 |
001109 |
272.8 |
273.5 |
272.1 |
272.1 |
+0.8 |
218 |
4,555 |
+170 |
Jun01 |
001109 |
273.5 |
275.9 |
273.5 |
274.6 |
+0.8 |
927 |
9,618 |
+503 |
Aug01 |
001109 |
276.9 |
276.9 |
276.9 |
276.9 |
+0.8 |
1 |
2,454 |
+0 |
Oct01 |
001109 |
279.2 |
279.2 |
279.2 |
279.2 |
+0.8 |
0 |
802 |
+0 |
Total Volume and Open Interest |
13,647 |
137,783 |
-518 |
Silver(CMX) |
Dec00 |
001109 |
475.5 |
478.0 |
473.5 |
476.5 |
+0.2 |
4,532 |
61,978 |
-828 |
Mar01 |
001109 |
482.0 |
485.0 |
480.5 |
483.2 |
+0.1 |
936 |
12,139 |
+270 |
May01 |
001109 |
487.5 |
487.7 |
487.5 |
487.7 |
+0.4 |
179 |
1,536 |
+132 |
Jul01 |
001109 |
491.9 |
491.9 |
491.9 |
491.9 |
+0.6 |
210 |
1,807 |
+10 |
Sep01 |
001109 |
496.1 |
496.1 |
496.1 |
496.1 |
+1.1 |
6 |
2,967 |
+6 |
Total Volume and Open Interest |
5,884 |
86,178 |
-402 |
Platinum(NYM) |
Jan01 |
001109 |
592.0 |
595.8 |
592.0 |
595.1 |
+2.8 |
292 |
7,955 |
+62 |
Apr01 |
001109 |
584.0 |
584.0 |
582.0 |
582.1 |
+2.8 |
0 |
209 |
+209 |
Total Volume and Open Interest |
292 |
8,169 |
+62 |
Palladium(NYME) |
Dec00 |
001109 |
781.00 |
787.00 |
781.00 |
784.55 |
+3.55 |
27 |
935 |
+3 |
Mar01 |
001109 |
780.00 |
787.00 |
780.00 |
784.05 |
+3.75 |
0 |
840 |
+0 |
Jun01 |
001109 |
779.05 |
779.05 |
779.05 |
779.05 |
+3.75 |
0 |
135 |
+0 |
Total Volume and Open Interest |
27 |
1,910 |
+3 |
Copper(CMX) |
Dec00 |
001109 |
83.20 |
84.60 |
83.15 |
84.05 |
+0.45 |
5,507 |
35,286 |
+114 |
Mar01 |
001109 |
83.95 |
85.25 |
83.95 |
84.85 |
+0.45 |
1,186 |
15,315 |
+251 |
May01 |
001109 |
84.35 |
84.80 |
84.35 |
84.55 |
+0.40 |
20 |
2,923 |
+13 |
Jul01 |
001109 |
84.55 |
84.55 |
84.35 |
84.35 |
+0.40 |
12 |
2,341 |
+12 |
Sep01 |
001109 |
84.40 |
84.40 |
84.15 |
84.15 |
+0.30 |
2 |
1,318 |
+2 |
Total Volume and Open Interest |
8,025 |
73,513 |
+851 |
DJIA Index(CBOT) |
Dec00 |
001109 |
10945 |
10945 |
10645 |
10858 |
-75 |
9,711 |
18,559 |
+583 |
Mar01 |
001109 |
11085 |
11090 |
10815 |
11004 |
-76 |
25 |
81 |
+8 |
Jun01 |
001109 |
11100 |
11149 |
11100 |
11149 |
-77 |
0 |
7 |
+0 |
Total Volume and Open Interest |
9,736 |
18,654 |
+591 |
S & P 500(CME) |
Dec00 |
001109 |
1406.00 |
1415.50 |
1378.30 |
1403.30 |
-10.00 |
60,720 |
416,506 |
-1,586 |
Mar01 |
001109 |
1429.00 |
1430.50 |
1402.20 |
1424.10 |
-10.30 |
5,876 |
13,004 |
+2,406 |
Jun01 |
001109 |
1447.80 |
1448.00 |
1428.00 |
1445.30 |
-10.50 |
178 |
2,682 |
+27 |
Sep01 |
001109 |
1460.10 |
1466.80 |
1455.10 |
1466.80 |
-10.70 |
48 |
294 |
+12 |
Total Volume and Open Interest |
66,828 |
432,757 |
+855 |
S & P 500 E-Mini(Globex) |
Dec00 |
001109 |
1413.75 |
1420.75 |
1378.50 |
1403.25 |
-10.00 |
88,328 |
57,393 |
+3,699 |
Mar01 |
001109 |
1418.00 |
1431.75 |
1399.50 |
1424.00 |
-10.50 |
9 |
25 |
+5 |
Total Volume and Open Interest |
88,337 |
57,418 |
+3,704 |
NASDAQ 100(CME) |
Dec00 |
001109 |
3015.00 |
3100.00 |
2940.00 |
3058.00 |
-3.00 |
23,253 |
42,604 |
+2,096 |
Mar01 |
001109 |
3110.50 |
3130.50 |
3100.00 |
3110.50 |
-5.00 |
0 |
54 |
+0 |
Jun01 |
001109 |
3158.50 |
3158.50 |
3158.50 |
3158.50 |
-5.00 |
|
|
|
Total Volume and Open Interest |
23,253 |
42,658 |
+2,096 |
NASDAQ 100 E-Mini(GLOBEX) |
Dec00 |
001109 |
3069.5 |
3107.5 |
2940.0 |
3058.0 |
-3.0 |
75,253 |
51,884 |
+590 |
Mar01 |
001109 |
3110.5 |
3134.5 |
3017.0 |
3110.5 |
-5.0 |
0 |
6 |
+0 |
Total Volume and Open Interest |
75,253 |
51,890 |
+590 |
NYSE Composite(NYBOT) |
Dec00 |
001109 |
660.00 |
662.50 |
648.50 |
658.00 |
-4.00 |
|
|
|
Mar01 |
001109 |
667.00 |
667.00 |
667.00 |
667.00 |
-4.00 |
|
|
|
Jun01 |
001109 |
676.00 |
676.00 |
676.00 |
676.00 |
-4.00 |
|
|
|
Total Volume and Open Interest |
|
|
|
S & P Midcap 400(CME) |
Dec00 |
001109 |
521.50 |
521.50 |
507.00 |
516.00 |
-7.00 |
925 |
16,951 |
+42 |
Mar01 |
001109 |
523.25 |
523.25 |
523.25 |
523.25 |
-7.00 |
0 |
1 |
+0 |
Jun01 |
001109 |
530.25 |
530.25 |
530.25 |
530.25 |
-7.00 |
0 |
1 |
+0 |
Total Volume and Open Interest |
925 |
16,953 |
+42 |
Russell 2000(CME) |
Dec00 |
001109 |
497.95 |
499.50 |
488.50 |
495.75 |
-4.75 |
1,482 |
15,290 |
+70 |
Mar01 |
001109 |
503.25 |
503.25 |
503.25 |
503.25 |
-4.75 |
|
|
|
Jun01 |
001109 |
510.80 |
510.80 |
510.80 |
510.80 |
-4.75 |
|
|
|
Total Volume and Open Interest |
1,482 |
15,290 |
+70 |
Value Line(KCBT) |
Dec00 |
001109 |
1132.00 |
1135.00 |
1109.00 |
1128.00 |
-6.00 |
26 |
198 |
-17 |
Total Volume and Open Interest |
29 |
201 |
-17 |
Nikkei 225(CME) |
Dec00 |
001109 |
14980 |
15040 |
14825 |
15040 |
-160 |
1,552 |
16,021 |
+178 |
Mar01 |
001109 |
15100 |
15100 |
14950 |
15050 |
+15050 |
0 |
28 |
+0 |
Total Volume and Open Interest |
1,552 |
16,049 |
+178 |
Nikkei 225(SIMEX) |
Dec00 |
001109 |
15190 |
15230 |
14960 |
14985 |
-370 |
14,747 |
88,272 |
-184 |
Mar01 |
001109 |
15005 |
15005 |
15005 |
15005 |
-370 |
25 |
4,966 |
+20 |
Jun01 |
001109 |
14985 |
14985 |
14985 |
14985 |
-370 |
0 |
405 |
+0 |
Total Volume and Open Interest |
14,772 |
94,048 |
-164 |
CAC 40(MATIF) |
Nov00 |
001109 |
6325.0 |
6348.0 |
6236.0 |
6305.0 |
-22.0 |
39,091 |
185,658 |
-12,117 |
Dec00 |
001109 |
6344.0 |
6366.5 |
6266.0 |
6266.0 |
-92.5 |
1,644 |
165,663 |
-3,925 |
Total Volume and Open Interest |
40,792 |
371,149 |
-17,283 |
DAX Index(EUREX) |
Dec00 |
001109 |
7015.0 |
7058.5 |
6963.0 |
6968.5 |
-86.0 |
34,273 |
163,107 |
+1,140 |
Mar01 |
001109 |
7100.0 |
7132.5 |
7050.5 |
7055.0 |
-87.0 |
2,950 |
5,879 |
-110 |
Jun01 |
001109 |
7157.5 |
7184.0 |
7131.5 |
7131.5 |
-88.5 |
306 |
7,845 |
+198 |
Total Volume and Open Interest |
37,529 |
176,831 |
+1,228 |
FT-SE 100(LIFFE) |
Dec00 |
001109 |
6488.00 |
6530.00 |
6437.00 |
6480.00 |
-42.00 |
20,161 |
227,999 |
-479 |
Mar01 |
001109 |
6528.00 |
6533.50 |
6528.00 |
6533.50 |
-42.00 |
1,100 |
14,751 |
+1,000 |
Jun01 |
001109 |
6620.00 |
6620.00 |
6605.00 |
6605.00 |
-42.00 |
0 |
7,136 |
+0 |
Total Volume and Open Interest |
21,261 |
249,886 |
+521 |
SPI 200(SFE) |
Dec00 |
001109 |
3374.0 |
3379.0 |
3354.0 |
3366.0 |
-34.0 |
11,379 |
129,721 |
+5,187 |
Mar01 |
001109 |
3387.0 |
3387.0 |
3381.0 |
3387.0 |
-34.0 |
81 |
2,662 |
+67 |
Jun01 |
001109 |
3415.0 |
3415.0 |
3415.0 |
3415.0 |
-34.0 |
0 |
174 |
+0 |
Total Volume and Open Interest |
11,460 |
132,557 |
+5,254 |
GSCI(CME) |
Nov00 |
001109 |
246.00 |
247.95 |
245.95 |
247.95 |
+3.55 |
4,188 |
28,512 |
-4,135 |
Dec00 |
001109 |
246.00 |
247.40 |
245.95 |
247.40 |
+3.50 |
4,027 |
7,418 |
+3,894 |
Jan01 |
001109 |
241.90 |
241.90 |
241.90 |
241.90 |
+2.60 |
|
|
|
Total Volume and Open Interest |
8,215 |
35,930 |
-241 |
Bridge CRB Index(NYBOT) |
Jan01 |
001109 |
225.90 |
226.30 |
224.70 |
224.70 |
-0.95 |
228 |
513 |
-145 |
Feb01 |
001109 |
224.75 |
224.75 |
223.45 |
223.45 |
-0.95 |
150 |
653 |
+150 |
Apr01 |
001109 |
222.20 |
222.20 |
222.20 |
222.20 |
-0.95 |
150 |
305 |
+150 |
Total Volume and Open Interest |
862 |
1,604 |
-51 |
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
|
|