 |
MRCI's Free Historical Futures Prices |
Daily Futures Price Listing Fri November 10, 2000 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Nov00 |
001110 |
466.00 |
469.50 |
462.00 |
463.25 |
-4.00 |
4,692 |
3,388 |
-726 |
Jan01 |
001110 |
475.00 |
479.25 |
471.00 |
472.50 |
-4.25 |
37,359 |
87,125 |
-2,205 |
Mar01 |
001110 |
485.00 |
488.75 |
480.00 |
481.50 |
-5.00 |
3,064 |
31,368 |
-3 |
May01 |
001110 |
492.50 |
496.50 |
488.25 |
489.25 |
-5.25 |
2,007 |
16,929 |
+634 |
Jul01 |
001110 |
502.00 |
504.00 |
495.50 |
496.75 |
-5.75 |
1,074 |
20,421 |
-32 |
Aug01 |
001110 |
503.50 |
504.00 |
497.00 |
498.50 |
-5.00 |
113 |
851 |
+84 |
Sep01 |
001110 |
502.00 |
502.00 |
500.00 |
500.00 |
-4.50 |
3 |
351 |
+1 |
Total Volume and Open Interest |
48,479 |
167,051 |
-2,122 |
Soybean Meal(CBOT) |
Dec00 |
001110 |
167.70 |
168.50 |
164.80 |
165.30 |
-2.70 |
21,797 |
46,538 |
-3,019 |
Jan01 |
001110 |
167.00 |
167.90 |
164.60 |
165.00 |
-2.30 |
7,146 |
28,183 |
+529 |
Mar01 |
001110 |
166.50 |
167.70 |
164.50 |
165.10 |
-1.70 |
4,329 |
17,034 |
+728 |
May01 |
001110 |
166.50 |
167.30 |
164.30 |
165.10 |
-1.20 |
2,593 |
11,337 |
+875 |
Jul01 |
001110 |
167.00 |
168.00 |
165.20 |
165.70 |
-1.30 |
2,287 |
8,176 |
+842 |
Aug01 |
001110 |
166.80 |
167.40 |
165.00 |
165.00 |
-1.60 |
160 |
1,800 |
+88 |
Sep01 |
001110 |
166.30 |
167.20 |
163.80 |
163.80 |
-2.10 |
201 |
1,231 |
+23 |
Oct01 |
001110 |
166.80 |
166.80 |
163.50 |
163.70 |
-1.70 |
25 |
466 |
+18 |
Total Volume and Open Interest |
38,695 |
116,022 |
+146 |
Soybean Oil(CBOT) |
Dec00 |
001110 |
15.10 |
15.20 |
14.93 |
14.98 |
-0.14 |
14,026 |
55,731 |
-334 |
Jan01 |
001110 |
15.38 |
15.49 |
15.22 |
15.26 |
-0.13 |
5,818 |
32,344 |
+94 |
Mar01 |
001110 |
15.76 |
15.88 |
15.63 |
15.65 |
-0.14 |
6,830 |
27,345 |
+3,593 |
May01 |
001110 |
16.15 |
16.27 |
16.01 |
16.01 |
-0.14 |
1,198 |
12,220 |
+234 |
Jul01 |
001110 |
16.56 |
16.58 |
16.40 |
16.41 |
-0.12 |
434 |
8,334 |
+170 |
Aug01 |
001110 |
16.53 |
16.53 |
16.53 |
16.53 |
-0.16 |
7 |
1,990 |
+6 |
Sep01 |
001110 |
16.83 |
16.83 |
16.70 |
16.70 |
-0.13 |
10 |
1,706 |
+10 |
Oct01 |
001110 |
16.85 |
16.85 |
16.85 |
16.85 |
-0.11 |
1 |
1,520 |
+1 |
Total Volume and Open Interest |
28,326 |
147,617 |
+3,776 |
Canola(WCE) |
Nov00 |
001110 |
252.5 |
252.5 |
252.5 |
252.5 |
-1.0 |
38 |
131 |
+33 |
Jan01 |
001110 |
259.0 |
260.0 |
257.5 |
257.6 |
-1.5 |
3,129 |
41,731 |
+417 |
Mar01 |
001110 |
264.5 |
265.7 |
263.2 |
263.2 |
-1.5 |
506 |
20,704 |
+308 |
May01 |
001110 |
271.0 |
271.0 |
268.7 |
268.7 |
-1.4 |
328 |
2,321 |
-63 |
Jul01 |
001110 |
275.5 |
277.0 |
274.5 |
274.5 |
-1.0 |
24 |
2,352 |
+0 |
Total Volume and Open Interest |
4,025 |
67,960 |
+695 |
Corn(CBOT) |
Nov00 |
001110 |
210.00 |
210.00 |
209.50 |
210.00 |
-1.25 |
40 |
134 |
-25 |
Dec00 |
001110 |
212.75 |
213.50 |
210.75 |
212.00 |
-1.75 |
39,562 |
182,448 |
-4,979 |
Jan01 |
001110 |
217.00 |
217.50 |
215.00 |
216.00 |
-1.75 |
108 |
1,027 |
+29 |
Mar01 |
001110 |
225.00 |
225.50 |
223.00 |
224.25 |
-1.25 |
18,797 |
157,788 |
+3,529 |
May01 |
001110 |
232.00 |
233.25 |
230.50 |
231.75 |
-1.50 |
3,265 |
39,915 |
+1,083 |
Jul01 |
001110 |
239.25 |
240.25 |
237.50 |
238.75 |
-1.50 |
5,279 |
48,548 |
+969 |
Total Volume and Open Interest |
67,902 |
461,506 |
+924 |
Wheat(CBOT) |
Dec00 |
001110 |
256.50 |
258.25 |
254.75 |
256.75 |
-1.50 |
18,435 |
81,689 |
-2,590 |
Mar01 |
001110 |
274.50 |
276.25 |
272.75 |
275.50 |
-1.00 |
7,601 |
47,645 |
+795 |
May01 |
001110 |
284.50 |
286.75 |
283.50 |
285.25 |
-1.25 |
351 |
2,936 |
+85 |
Jul01 |
001110 |
294.50 |
296.00 |
293.00 |
295.25 |
-1.25 |
577 |
18,614 |
-566 |
Sep01 |
001110 |
303.00 |
304.00 |
301.50 |
304.00 |
-1.00 |
9 |
942 |
+24 |
Total Volume and Open Interest |
27,003 |
154,365 |
-2,239 |
Wheat(KCBT) |
Dec00 |
001110 |
308.50 |
309.75 |
307.00 |
307.75 |
-1.75 |
6,271 |
41,882 |
-1,761 |
Mar01 |
001110 |
324.00 |
325.00 |
322.25 |
324.50 |
-1.00 |
4,325 |
34,304 |
+1,119 |
May01 |
001110 |
333.00 |
333.00 |
331.50 |
333.00 |
-1.00 |
173 |
2,553 |
-28 |
Jul01 |
001110 |
338.00 |
341.00 |
338.00 |
340.50 |
-0.50 |
249 |
9,281 |
-64 |
Sep01 |
001110 |
346.00 |
347.50 |
346.00 |
347.50 |
-0.75 |
10 |
283 |
+8 |
Total Volume and Open Interest |
11,028 |
88,397 |
-726 |
Wheat(MGE) |
Dec00 |
001110 |
321.00 |
322.50 |
319.50 |
322.00 |
unch |
1,452 |
14,328 |
-393 |
Mar01 |
001110 |
336.00 |
337.50 |
334.50 |
337.25 |
+0.25 |
647 |
7,054 |
-124 |
May01 |
001110 |
345.50 |
348.00 |
343.75 |
347.75 |
+1.75 |
161 |
1,506 |
+145 |
Jul01 |
001110 |
353.50 |
353.50 |
351.00 |
352.75 |
-1.25 |
0 |
645 |
+0 |
Sep01 |
001110 |
361.00 |
361.00 |
361.00 |
361.00 |
+0.50 |
3 |
386 |
+0 |
Total Volume and Open Interest |
2,265 |
24,121 |
-370 |
Oats(CBOT) |
Dec00 |
001110 |
107.50 |
107.75 |
105.50 |
106.00 |
-2.25 |
541 |
9,233 |
-76 |
Mar01 |
001110 |
117.00 |
118.00 |
115.50 |
116.00 |
-2.00 |
406 |
4,016 |
+124 |
May01 |
001110 |
122.50 |
122.75 |
121.50 |
121.75 |
-1.25 |
3 |
279 |
+1 |
Jul01 |
001110 |
127.00 |
127.25 |
127.00 |
127.00 |
-0.50 |
13 |
263 |
+11 |
Total Volume and Open Interest |
1,087 |
14,504 |
+121 |
Rough Rice(CBOT) |
Nov00 |
001110 |
6.25 |
6.25 |
6.25 |
6.25 |
+0.01 |
0 |
14 |
-10 |
Jan01 |
001110 |
6.47 |
6.47 |
6.44 |
6.46 |
-0.02 |
151 |
3,725 |
-113 |
Mar01 |
001110 |
6.69 |
6.69 |
6.65 |
6.68 |
-0.04 |
247 |
1,195 |
-68 |
May01 |
001110 |
6.92 |
6.92 |
6.92 |
6.92 |
unch |
20 |
503 |
+0 |
Total Volume and Open Interest |
604 |
6,128 |
-146 |
Live Cattle(CME) |
Dec00 |
001110 |
71.950 |
71.975 |
71.550 |
71.725 |
-0.400 |
6,224 |
57,200 |
-677 |
Feb01 |
001110 |
73.800 |
73.950 |
73.425 |
73.950 |
unch |
4,348 |
38,352 |
+387 |
Apr01 |
001110 |
74.600 |
74.950 |
74.350 |
74.925 |
+0.200 |
2,138 |
22,054 |
+802 |
Jun01 |
001110 |
71.500 |
71.825 |
71.375 |
71.775 |
+0.175 |
517 |
7,246 |
+175 |
Aug01 |
001110 |
71.500 |
71.950 |
71.500 |
71.900 |
+0.150 |
173 |
5,796 |
+2 |
Oct01 |
001110 |
73.125 |
73.400 |
73.075 |
73.400 |
unch |
34 |
974 |
+0 |
Total Volume and Open Interest |
13,438 |
131,699 |
+693 |
Feeder Cattle(CME) |
Nov00 |
001110 |
87.925 |
88.150 |
87.800 |
88.150 |
+0.175 |
310 |
2,393 |
-132 |
Jan01 |
001110 |
88.300 |
88.750 |
87.900 |
88.650 |
+0.325 |
689 |
7,363 |
+90 |
Mar01 |
001110 |
87.700 |
88.300 |
87.450 |
88.225 |
+0.350 |
138 |
3,398 |
+5 |
Apr01 |
001110 |
87.450 |
88.050 |
87.275 |
88.050 |
+0.400 |
42 |
1,236 |
+2 |
May01 |
001110 |
87.275 |
87.625 |
86.950 |
87.625 |
+0.325 |
18 |
1,262 |
-7 |
Aug01 |
001110 |
87.500 |
87.925 |
87.400 |
87.925 |
+0.425 |
5 |
454 |
+2 |
Sep01 |
001110 |
87.500 |
87.800 |
87.500 |
87.800 |
+0.500 |
1 |
89 |
+0 |
Total Volume and Open Interest |
1,203 |
16,222 |
-40 |
Lean Hogs(CME) |
Dec00 |
001110 |
52.775 |
53.100 |
52.300 |
52.775 |
+0.200 |
4,381 |
18,285 |
-107 |
Feb01 |
001110 |
55.700 |
56.150 |
55.350 |
55.775 |
+0.025 |
2,868 |
12,582 |
+1,030 |
Apr01 |
001110 |
54.800 |
55.400 |
54.700 |
55.300 |
+0.500 |
451 |
3,868 |
+163 |
Jun01 |
001110 |
61.400 |
61.925 |
61.300 |
61.875 |
+0.475 |
119 |
1,709 |
+59 |
Jul01 |
001110 |
59.750 |
60.200 |
59.750 |
60.200 |
+0.250 |
24 |
416 |
+11 |
Aug01 |
001110 |
57.650 |
57.700 |
57.400 |
57.650 |
+0.150 |
30 |
373 |
+18 |
Oct01 |
001110 |
49.300 |
49.725 |
48.800 |
49.725 |
+0.075 |
21 |
413 |
+12 |
Dec01 |
001110 |
46.250 |
46.350 |
44.800 |
46.150 |
-0.050 |
39 |
343 |
+35 |
Total Volume and Open Interest |
7,933 |
37,989 |
+1,221 |
Pork Bellies(CME) |
Feb01 |
001110 |
65.050 |
65.600 |
64.425 |
64.525 |
-1.025 |
506 |
2,122 |
+5 |
Mar01 |
001110 |
65.400 |
65.600 |
64.400 |
64.450 |
-1.050 |
16 |
90 |
-3 |
May01 |
001110 |
66.250 |
66.850 |
65.550 |
65.550 |
-0.400 |
6 |
58 |
+0 |
Jul01 |
001110 |
67.500 |
67.500 |
67.150 |
67.500 |
+0.150 |
2 |
28 |
+1 |
Aug01 |
001110 |
67.500 |
67.500 |
67.500 |
67.500 |
+0.150 |
0 |
20 |
+0 |
Total Volume and Open Interest |
530 |
2,318 |
+3 |
Cocoa(NYBOT) |
Dec00 |
001110 |
736 |
740 |
729 |
730 |
-8 |
4,484 |
22,415 |
-3,555 |
Mar01 |
001110 |
767 |
772 |
763 |
764 |
-5 |
4,905 |
37,665 |
+2,439 |
May01 |
001110 |
790 |
794 |
784 |
785 |
-4 |
515 |
16,566 |
+198 |
Jul01 |
001110 |
811 |
812 |
805 |
806 |
-4 |
309 |
12,714 |
-32 |
Sep01 |
001110 |
835 |
837 |
830 |
830 |
-5 |
314 |
11,021 |
-25 |
Dec01 |
001110 |
866 |
869 |
864 |
864 |
-5 |
322 |
12,948 |
+239 |
Mar02 |
001110 |
900 |
900 |
896 |
896 |
-5 |
18 |
10,160 |
+4 |
Total Volume and Open Interest |
10,895 |
142,884 |
-735 |
Coffee "C"(NYBOT) |
Dec00 |
001110 |
74.25 |
75.00 |
73.80 |
74.15 |
+0.15 |
5,304 |
19,621 |
-1,465 |
Mar01 |
001110 |
79.00 |
80.10 |
79.00 |
79.35 |
+0.10 |
3,757 |
15,891 |
+1,473 |
May01 |
001110 |
82.70 |
83.00 |
82.20 |
82.35 |
-0.15 |
492 |
3,145 |
+26 |
Jul01 |
001110 |
86.00 |
86.00 |
85.70 |
85.75 |
+0.05 |
67 |
1,941 |
+14 |
Sep01 |
001110 |
89.00 |
89.25 |
88.70 |
88.85 |
+0.05 |
5 |
2,513 |
+1 |
Dec01 |
001110 |
92.50 |
93.00 |
92.50 |
93.00 |
+0.10 |
1 |
740 |
+0 |
Total Volume and Open Interest |
9,626 |
43,864 |
+49 |
Orange Juice(NYBOT) |
Nov00 |
001108 |
72.40 |
72.40 |
70.00 |
71.85 |
+0.35 |
139 |
287 |
-33 |
Jan01 |
001110 |
76.25 |
76.25 |
74.90 |
75.65 |
-0.85 |
1,984 |
17,905 |
-326 |
Mar01 |
001110 |
79.20 |
79.20 |
78.00 |
78.70 |
-0.70 |
569 |
9,025 |
-7 |
May01 |
001110 |
80.25 |
80.90 |
80.10 |
80.65 |
-0.60 |
74 |
1,551 |
+49 |
Jul01 |
001110 |
83.10 |
83.10 |
82.95 |
82.95 |
-0.35 |
15 |
772 |
+4 |
Total Volume and Open Interest |
2,642 |
29,811 |
-280 |
Sugar #11(NYBOT) |
Mar01 |
001110 |
8.85 |
9.16 |
8.85 |
9.15 |
+0.34 |
34,614 |
78,375 |
-3,497 |
May01 |
001110 |
8.50 |
8.72 |
8.46 |
8.71 |
+0.32 |
5,626 |
19,867 |
+171 |
Jul01 |
001110 |
8.00 |
8.20 |
7.97 |
8.19 |
+0.33 |
4,336 |
22,827 |
-796 |
Oct01 |
001110 |
7.80 |
7.94 |
7.69 |
7.92 |
+0.32 |
1,642 |
18,305 |
+445 |
Mar02 |
001110 |
7.72 |
7.89 |
7.70 |
7.89 |
+0.29 |
545 |
7,151 |
+275 |
Total Volume and Open Interest |
46,939 |
148,225 |
-3,274 |
London Cocoa(LCE) |
Dec00 |
001110 |
580 |
583 |
576 |
576 |
-7 |
403 |
39,105 |
-260 |
Mar01 |
001110 |
599 |
602 |
595 |
595 |
-7 |
1,482 |
51,943 |
+584 |
May01 |
001110 |
618 |
618 |
611 |
612 |
-8 |
358 |
29,080 |
+197 |
Jul01 |
001110 |
633 |
633 |
626 |
626 |
-9 |
51 |
12,381 |
+6 |
Sep01 |
001110 |
643 |
643 |
639 |
639 |
-9 |
95 |
20,632 |
-50 |
Dec01 |
001110 |
671 |
671 |
668 |
668 |
-9 |
293 |
7,521 |
+257 |
Mar02 |
001110 |
697 |
697 |
692 |
692 |
-9 |
62 |
15,245 |
-2 |
Total Volume and Open Interest |
2,794 |
190,523 |
+732 |
London Coffee(LCE) |
Nov00 |
001110 |
661.00 |
665.00 |
657.00 |
660.00 |
-3.00 |
478 |
2,309 |
-333 |
Jan01 |
001110 |
664.00 |
672.00 |
660.00 |
667.00 |
-5.00 |
2,894 |
28,220 |
-461 |
Mar01 |
001110 |
683.00 |
694.00 |
683.00 |
690.00 |
-4.00 |
1,883 |
11,227 |
+429 |
May01 |
001110 |
711.00 |
715.00 |
708.00 |
713.00 |
-5.00 |
220 |
6,212 |
+17 |
Jul01 |
001110 |
731.00 |
737.00 |
731.00 |
737.00 |
-5.00 |
84 |
2,570 |
+22 |
Sep01 |
001110 |
755.00 |
761.00 |
755.00 |
761.00 |
-5.00 |
12 |
1,453 |
+3 |
Total Volume and Open Interest |
6,224 |
54,293 |
+319 |
London Sugar(LCE) |
Dec00 |
001110 |
234.00 |
235.50 |
232.50 |
234.80 |
+4.00 |
1,910 |
3,722 |
-985 |
Mar01 |
001110 |
231.00 |
236.00 |
231.00 |
234.80 |
+4.50 |
4,952 |
21,499 |
+549 |
May01 |
001110 |
230.10 |
232.30 |
229.50 |
232.30 |
+4.80 |
390 |
4,335 |
+262 |
Aug01 |
001110 |
223.50 |
228.60 |
223.50 |
228.60 |
+5.00 |
500 |
6,668 |
+229 |
Oct01 |
001110 |
223.50 |
223.50 |
223.50 |
223.50 |
+3.90 |
384 |
2,382 |
-57 |
Total Volume and Open Interest |
8,372 |
39,307 |
+83 |
Cotton(NYBOT) |
Dec00 |
001110 |
64.85 |
65.45 |
64.60 |
65.40 |
+0.44 |
5,945 |
20,307 |
-866 |
Mar01 |
001110 |
67.35 |
68.30 |
67.15 |
68.20 |
+0.71 |
4,703 |
24,974 |
+1,233 |
May01 |
001110 |
68.10 |
69.05 |
68.05 |
68.99 |
+0.66 |
610 |
10,466 |
-19 |
Jul01 |
001110 |
68.65 |
69.50 |
68.65 |
69.50 |
+0.60 |
350 |
5,688 |
+170 |
Oct01 |
001110 |
64.80 |
64.80 |
64.65 |
64.65 |
+0.22 |
4 |
635 |
+1 |
Dec01 |
001110 |
64.55 |
64.75 |
64.55 |
64.74 |
+0.26 |
134 |
5,600 |
+28 |
Total Volume and Open Interest |
23,246 |
67,830 |
+547 |
Lumber(CME) |
Nov00 |
001110 |
218.8 |
224.5 |
217.5 |
223.4 |
+8.4 |
299 |
831 |
-139 |
Jan01 |
001110 |
230.1 |
237.5 |
230.1 |
236.2 |
+8.4 |
534 |
2,521 |
+117 |
Mar01 |
001110 |
240.3 |
245.6 |
240.0 |
244.6 |
+6.3 |
69 |
872 |
+18 |
May01 |
001110 |
246.7 |
249.3 |
246.3 |
248.8 |
+2.3 |
13 |
204 |
+5 |
Total Volume and Open Interest |
919 |
4,497 |
+1 |
Crude Oil(NYM) |
Dec00 |
001110 |
33.70 |
34.13 |
33.63 |
34.02 |
+0.10 |
64,155 |
96,181 |
-5,475 |
Jan01 |
001110 |
32.80 |
33.20 |
32.65 |
33.06 |
+0.08 |
48,981 |
91,853 |
+6,158 |
Feb01 |
001110 |
32.00 |
32.20 |
31.92 |
32.16 |
+0.09 |
11,376 |
31,156 |
+1,668 |
Mar01 |
001110 |
31.20 |
31.36 |
31.05 |
31.36 |
+0.04 |
4,406 |
20,213 |
+374 |
Apr01 |
001110 |
30.60 |
30.71 |
30.45 |
30.71 |
-0.02 |
1,510 |
16,865 |
+327 |
May01 |
001110 |
30.05 |
30.18 |
29.87 |
30.14 |
-0.07 |
404 |
12,045 |
+96 |
Jun01 |
001110 |
29.50 |
29.60 |
29.40 |
29.60 |
-0.11 |
2,126 |
27,957 |
+296 |
Jul01 |
001110 |
29.06 |
29.09 |
28.90 |
29.09 |
-0.14 |
1,284 |
12,356 |
+307 |
Aug01 |
001110 |
28.61 |
28.61 |
28.61 |
28.61 |
-0.15 |
544 |
10,646 |
+1 |
Sep01 |
001110 |
28.00 |
28.15 |
28.00 |
28.15 |
-0.16 |
249 |
17,399 |
-43 |
Total Volume and Open Interest |
138,979 |
478,508 |
+4,804 |
Heating Oil(NYM) |
Dec00 |
001110 |
101.00 |
103.10 |
99.80 |
100.75 |
-0.84 |
26,814 |
45,288 |
-2,019 |
Jan01 |
001110 |
99.00 |
100.10 |
97.70 |
98.45 |
-0.79 |
19,035 |
40,285 |
+853 |
Feb01 |
001110 |
95.35 |
96.30 |
94.25 |
94.95 |
-0.89 |
6,897 |
24,916 |
+1,195 |
Mar01 |
001110 |
89.90 |
91.10 |
89.50 |
90.05 |
-0.79 |
1,720 |
14,243 |
+267 |
Apr01 |
001110 |
86.20 |
86.20 |
85.25 |
85.25 |
-0.89 |
483 |
8,792 |
+131 |
May01 |
001110 |
80.95 |
80.95 |
80.95 |
80.95 |
-0.99 |
402 |
5,525 |
-19 |
Jun01 |
001110 |
78.45 |
78.45 |
78.45 |
78.45 |
-0.89 |
1,050 |
6,289 |
-125 |
Jul01 |
001110 |
77.15 |
77.15 |
77.15 |
77.15 |
-0.94 |
162 |
2,268 |
-8 |
Aug01 |
001110 |
77.25 |
77.40 |
76.75 |
76.75 |
-0.99 |
43 |
3,521 |
-10 |
Sep01 |
001110 |
77.70 |
77.70 |
77.05 |
77.05 |
-0.99 |
26 |
1,239 |
-1 |
Total Volume and Open Interest |
56,805 |
158,870 |
+264 |
Unleaded Gas(NYM) |
Dec00 |
001110 |
87.50 |
88.90 |
86.50 |
86.97 |
-0.69 |
15,533 |
33,548 |
+133 |
Jan01 |
001110 |
86.70 |
87.30 |
85.70 |
85.99 |
-0.37 |
6,881 |
16,163 |
+987 |
Feb01 |
001110 |
86.60 |
86.60 |
85.82 |
85.82 |
-0.29 |
1,669 |
7,837 |
-600 |
Mar01 |
001110 |
86.75 |
86.75 |
86.00 |
86.19 |
-0.32 |
1,013 |
8,188 |
+448 |
Apr01 |
001110 |
90.50 |
90.57 |
90.20 |
90.57 |
-0.48 |
1,120 |
5,168 |
+99 |
May01 |
001110 |
89.82 |
89.82 |
89.82 |
89.82 |
-0.58 |
553 |
5,604 |
+24 |
Jun01 |
001110 |
88.32 |
88.32 |
88.32 |
88.32 |
-0.58 |
413 |
2,678 |
-3 |
Jul01 |
001110 |
86.47 |
86.47 |
86.47 |
86.47 |
-0.63 |
475 |
1,400 |
+0 |
Total Volume and Open Interest |
28,203 |
88,517 |
+1,051 |
Natural Gas(NYM) |
Dec00 |
001110 |
5.390 |
5.525 |
5.380 |
5.456 |
+0.011 |
45,285 |
44,223 |
-1,623 |
Jan01 |
001110 |
5.460 |
5.550 |
5.400 |
5.492 |
+0.006 |
15,071 |
35,890 |
+183 |
Feb01 |
001110 |
5.220 |
5.280 |
5.150 |
5.212 |
-0.029 |
8,128 |
30,502 |
+1,320 |
Mar01 |
001110 |
4.955 |
4.990 |
4.850 |
4.912 |
-0.066 |
4,141 |
28,185 |
-125 |
Apr01 |
001110 |
4.680 |
4.710 |
4.545 |
4.607 |
-0.098 |
4,773 |
19,512 |
-45 |
May01 |
001110 |
4.510 |
4.580 |
4.450 |
4.477 |
-0.105 |
1,829 |
18,429 |
-32 |
Jun01 |
001110 |
4.520 |
4.560 |
4.420 |
4.457 |
-0.108 |
1,835 |
19,172 |
-1,997 |
Jul01 |
001110 |
4.570 |
4.570 |
4.425 |
4.455 |
-0.105 |
376 |
10,838 |
+134 |
Total Volume and Open Interest |
87,432 |
383,921 |
-1,276 |
Brent Crude Oil(IPE) |
Dec00 |
001110 |
32.10 |
32.20 |
31.80 |
32.02 |
-0.14 |
31,019 |
45,386 |
-1,675 |
Jan01 |
001110 |
31.50 |
31.52 |
31.12 |
31.36 |
-0.24 |
28,716 |
65,218 |
+1,090 |
Feb01 |
001110 |
30.98 |
30.98 |
30.55 |
30.93 |
-0.02 |
13,589 |
34,279 |
+5,118 |
Mar01 |
001110 |
29.83 |
30.10 |
29.76 |
30.10 |
-0.03 |
6,034 |
31,563 |
+1,582 |
Apr01 |
001110 |
29.14 |
29.34 |
29.05 |
29.34 |
-0.04 |
3,512 |
24,123 |
+1,449 |
May01 |
001110 |
28.58 |
28.81 |
28.58 |
28.81 |
-0.03 |
1,362 |
6,133 |
-304 |
Jun01 |
001110 |
28.14 |
28.29 |
28.08 |
28.29 |
-0.05 |
1,454 |
16,941 |
+309 |
Jul01 |
001110 |
27.58 |
27.84 |
27.58 |
27.84 |
-0.08 |
261 |
4,851 |
+161 |
Total Volume and Open Interest |
91,775 |
276,169 |
+12,333 |
Gas Oil(IPE) |
Nov00 |
001110 |
304.75 |
306.00 |
299.00 |
300.50 |
unch |
16,923 |
6,329 |
-6,348 |
Dec00 |
001110 |
299.00 |
301.00 |
294.50 |
298.25 |
+5.00 |
20,696 |
37,309 |
+2,181 |
Jan01 |
001110 |
291.00 |
292.50 |
287.75 |
290.75 |
+5.25 |
8,054 |
20,411 |
+737 |
Feb01 |
001110 |
282.00 |
283.75 |
280.00 |
282.00 |
+4.75 |
2,111 |
5,287 |
-474 |
Mar01 |
001110 |
270.50 |
271.50 |
270.00 |
270.00 |
+3.50 |
350 |
6,277 |
+75 |
Apr01 |
001110 |
259.00 |
271.00 |
257.25 |
258.50 |
+2.00 |
729 |
5,536 |
-119 |
May01 |
001110 |
250.50 |
250.50 |
250.50 |
250.50 |
+1.00 |
130 |
986 |
+0 |
Jun01 |
001110 |
246.00 |
247.50 |
244.50 |
244.50 |
+0.50 |
2,112 |
11,387 |
+136 |
Total Volume and Open Interest |
52,245 |
102,055 |
-3,088 |
US Dollar Index(NYBOT) |
Dec00 |
001110 |
115.18 |
115.85 |
114.93 |
115.75 |
+0.56 |
833 |
3,822 |
+37 |
Mar01 |
001110 |
115.16 |
115.60 |
115.10 |
115.59 |
+0.56 |
847 |
5,889 |
+44 |
Jun01 |
001110 |
115.43 |
115.43 |
115.43 |
115.43 |
+0.56 |
847 |
5,889 |
+44 |
Total Volume and Open Interest |
847 |
5,889 |
+44 |
Australian Dollar(IMM) |
Dec00 |
001110 |
52.68 |
52.75 |
51.97 |
52.16 |
-0.68 |
2,891 |
22,258 |
+216 |
Mar01 |
001110 |
52.40 |
52.50 |
52.10 |
52.21 |
-0.68 |
28 |
2,203 |
+13 |
Jun01 |
001110 |
52.26 |
52.26 |
52.26 |
52.26 |
-0.68 |
0 |
8 |
+0 |
Total Volume and Open Interest |
2,921 |
24,473 |
+230 |
British Pound(IMM) |
Dec00 |
001110 |
143.16 |
143.50 |
142.80 |
142.84 |
-0.46 |
6,351 |
33,475 |
-94 |
Mar01 |
001110 |
143.70 |
143.70 |
143.00 |
143.10 |
-0.46 |
38 |
136 |
+12 |
Jun01 |
001110 |
143.36 |
144.00 |
143.36 |
143.36 |
-0.46 |
0 |
2 |
+0 |
Total Volume and Open Interest |
6,389 |
33,613 |
-82 |
Canadian Dollar(IMM) |
Dec00 |
001110 |
64.61 |
64.93 |
64.60 |
64.82 |
+0.19 |
8,040 |
74,645 |
-936 |
Mar01 |
001110 |
64.75 |
65.06 |
64.75 |
64.96 |
+0.19 |
116 |
3,063 |
+33 |
Jun01 |
001110 |
64.98 |
65.08 |
64.96 |
65.05 |
+0.18 |
200 |
1,733 |
+54 |
Sep01 |
001110 |
65.10 |
65.15 |
65.08 |
65.13 |
+0.17 |
164 |
656 |
+34 |
Total Volume and Open Interest |
8,529 |
80,396 |
-815 |
Japanese Yen(IMM) |
Dec00 |
001110 |
93.45 |
93.60 |
93.20 |
93.26 |
-0.48 |
7,125 |
60,553 |
+882 |
Mar01 |
001110 |
94.82 |
95.00 |
94.62 |
94.69 |
-0.48 |
7 |
367 |
+1 |
Jun01 |
001110 |
96.09 |
96.09 |
96.09 |
96.09 |
-0.48 |
0 |
8 |
+0 |
Total Volume and Open Interest |
7,132 |
61,069 |
+883 |
Swiss Franc(IMM) |
Dec00 |
001110 |
57.09 |
57.17 |
56.66 |
56.76 |
-0.37 |
10,146 |
49,211 |
+280 |
Mar01 |
001110 |
57.57 |
57.60 |
57.16 |
57.20 |
-0.37 |
18 |
146 |
+1 |
Jun01 |
001110 |
57.62 |
57.62 |
57.60 |
57.62 |
-0.37 |
0 |
10 |
+0 |
Total Volume and Open Interest |
10,164 |
49,368 |
+281 |
EuroFX(IMM) |
Dec00 |
001110 |
86.81 |
86.88 |
86.12 |
86.28 |
-0.44 |
17,374 |
76,296 |
+2,600 |
Mar01 |
001110 |
87.10 |
87.17 |
86.55 |
86.60 |
-0.44 |
158 |
1,102 |
-23 |
Total Volume and Open Interest |
17,532 |
77,398 |
+2,577 |
Mexican Peso(IMM) |
Dec00 |
001110 |
10280.0 |
10345.0 |
10255.0 |
10343.0 |
+110.0 |
124 |
9,009 |
-61 |
Mar01 |
001110 |
9970.0 |
10043.0 |
9970.0 |
10043.0 |
+115.0 |
465 |
3,893 |
+268 |
Total Volume and Open Interest |
769 |
14,251 |
+507 |
30-Year T-Bonds(CBOT) |
Dec00 |
001110 |
99~09 |
99~18 |
99~01 |
99~10 |
-0~02 |
276,791 |
393,787 |
-6,610 |
Mar01 |
001110 |
99~12 |
99~17 |
99~02 |
99~06 |
-0~06 |
6,187 |
27,350 |
+2,822 |
Jun01 |
001110 |
99~03 |
99~03 |
99~03 |
99~03 |
-0~06 |
100 |
256 |
+82 |
Total Volume and Open Interest |
283,078 |
421,479 |
-3,706 |
Municipal Bonds(CBOT) |
Dec00 |
001110 |
99~21 |
99~24 |
99~11 |
99~19 |
+0~03 |
586 |
20,425 |
-72 |
Mar01 |
001110 |
98~27 |
98~27 |
98~27 |
98~27 |
+0~03 |
0 |
8 |
+0 |
Total Volume and Open Interest |
586 |
20,433 |
-72 |
10-Year T-Notes(CBOT) |
Dec00 |
001110 |
100~180 |
100~265 |
100~165 |
100~250 |
+0~055 |
221,677 |
534,430 |
-15,547 |
Mar01 |
001110 |
100~235 |
100~265 |
100~190 |
100~240 |
+0~035 |
7,348 |
30,768 |
+147 |
Total Volume and Open Interest |
229,025 |
566,119 |
-15,400 |
5-Year T-Notes(CBOT) |
Dec00 |
001110 |
100~220 |
100~240 |
100~180 |
100~200 |
+0~010 |
80,202 |
357,287 |
+1,484 |
Mar01 |
001110 |
100~240 |
100~240 |
100~200 |
100~210 |
+0~010 |
2,500 |
18,737 |
+1,898 |
Total Volume and Open Interest |
82,702 |
376,024 |
+3,382 |
2 Year T-Notes(CBOT) |
Dec00 |
001110 |
100~014 |
100~015 |
100~007 |
100~011 |
+0~003 |
2,468 |
54,066 |
-157 |
Total Volume and Open Interest |
2,468 |
54,066 |
-157 |
3-Mth T-Bills(IMM) |
Dec00 |
001110 |
93.78 |
93.78 |
93.78 |
93.78 |
-0.03 |
3 |
1,356 |
+1 |
Total Volume and Open Interest |
8 |
1,384 |
+2 |
Eurodollars(IMM) |
Dec00 |
001110 |
93.300 |
93.305 |
93.295 |
93.295 |
unch |
62,061 |
513,234 |
+275 |
Mar01 |
001110 |
93.475 |
93.500 |
93.475 |
93.485 |
+0.020 |
88,509 |
503,509 |
+2,080 |
Jun01 |
001110 |
93.605 |
93.625 |
93.595 |
93.610 |
+0.025 |
100,830 |
368,967 |
-881 |
Sep01 |
001110 |
93.645 |
93.675 |
93.645 |
93.660 |
+0.030 |
100,190 |
392,944 |
+5,703 |
Dec01 |
001110 |
93.570 |
93.590 |
93.560 |
93.570 |
+0.030 |
28,403 |
258,830 |
+2,080 |
Mar02 |
001110 |
93.620 |
93.635 |
93.600 |
93.615 |
+0.030 |
30,228 |
212,113 |
-679 |
Jun02 |
001110 |
93.565 |
93.570 |
93.545 |
93.555 |
+0.025 |
10,659 |
144,140 |
+553 |
Sep02 |
001110 |
93.510 |
93.520 |
93.500 |
93.510 |
+0.025 |
10,263 |
110,473 |
+676 |
Dec02 |
001110 |
93.400 |
93.400 |
93.380 |
93.390 |
+0.025 |
4,591 |
83,704 |
+361 |
Mar03 |
001110 |
93.420 |
93.420 |
93.400 |
93.410 |
+0.025 |
10,672 |
74,705 |
-2,294 |
Jun03 |
001110 |
93.375 |
93.375 |
93.360 |
93.360 |
+0.020 |
3,908 |
55,935 |
+606 |
Sep03 |
001110 |
93.330 |
93.335 |
93.320 |
93.320 |
+0.015 |
3,851 |
57,344 |
-168 |
Total Volume and Open Interest |
495,888 |
3,182,053 |
+27,141 |
3-Mth Euro-Yen(IMM) |
Dec00 |
001110 |
99.45 |
99.45 |
99.45 |
99.45 |
unch |
1,587 |
12,393 |
+106 |
Mar01 |
001110 |
99.49 |
99.50 |
99.49 |
99.50 |
unch |
1,506 |
24,539 |
+1,401 |
Jun01 |
001110 |
99.46 |
99.46 |
99.46 |
99.46 |
unch |
2,735 |
10,121 |
+468 |
Sep01 |
001110 |
99.40 |
99.40 |
99.40 |
99.40 |
unch |
145 |
11,676 |
-86 |
Dec01 |
001110 |
99.32 |
99.32 |
99.31 |
99.31 |
+0.01 |
85 |
5,821 |
-235 |
Mar02 |
001110 |
99.28 |
99.29 |
99.28 |
99.28 |
+0.02 |
34 |
3,608 |
-29 |
Jun02 |
001110 |
99.21 |
99.21 |
99.21 |
99.21 |
+0.02 |
114 |
781 |
+8 |
Sep02 |
001110 |
99.10 |
99.10 |
99.10 |
99.10 |
+0.02 |
100 |
307 |
+100 |
Dec02 |
001110 |
98.88 |
98.88 |
98.88 |
98.88 |
unch |
0 |
30 |
+0 |
Mar03 |
001110 |
98.80 |
98.80 |
98.80 |
98.80 |
unch |
|
|
|
Total Volume and Open Interest |
6,306 |
69,276 |
+1,733 |
3-Mth Euro-Yen(SIMEX) |
Dec00 |
001110 |
99.44 |
99.45 |
99.44 |
99.45 |
unch |
2,984 |
97,076 |
+435 |
Mar01 |
001110 |
99.49 |
99.50 |
99.49 |
99.49 |
unch |
9,663 |
101,030 |
+1,706 |
Jun01 |
001110 |
99.46 |
99.46 |
99.45 |
99.46 |
+0.00 |
5,588 |
84,098 |
+416 |
Sep01 |
001110 |
99.39 |
99.41 |
99.39 |
99.40 |
+0.01 |
1,451 |
64,563 |
-17 |
Dec01 |
001110 |
99.29 |
99.32 |
99.29 |
99.32 |
+0.02 |
10 |
22,177 |
+523 |
Mar02 |
001110 |
99.26 |
99.29 |
99.26 |
99.29 |
+0.02 |
902 |
14,492 |
-215 |
Jun02 |
001110 |
99.18 |
99.20 |
99.18 |
99.20 |
+0.01 |
318 |
7,824 |
+163 |
Sep02 |
001110 |
99.06 |
99.07 |
99.06 |
99.07 |
+0.01 |
100 |
5,151 |
+0 |
Total Volume and Open Interest |
21,016 |
405,469 |
+3,011 |
German Euro-Bund(EUREX) |
Dec00 |
001110 |
105.40 |
105.54 |
105.35 |
105.53 |
+0.14 |
392,726 |
602,376 |
-18,952 |
Mar01 |
001110 |
105.53 |
105.62 |
105.48 |
105.62 |
+0.14 |
3,111 |
31,131 |
+2,794 |
Jun01 |
001110 |
105.37 |
105.37 |
105.37 |
105.37 |
+0.14 |
0 |
1,564 |
+0 |
Total Volume and Open Interest |
395,837 |
635,071 |
-16,158 |
German Euro-Bobl(EUREX) |
Dec00 |
001110 |
103.64 |
103.75 |
103.63 |
103.75 |
+0.12 |
168,838 |
338,988 |
-10,878 |
Mar01 |
001110 |
103.39 |
103.49 |
103.37 |
103.49 |
+0.14 |
469 |
9,607 |
-60 |
Jun01 |
001110 |
103.40 |
103.40 |
103.40 |
103.40 |
+0.12 |
0 |
934 |
+0 |
Total Volume and Open Interest |
169,307 |
349,529 |
-10,938 |
Long Gilt(LIFFE) |
Dec00 |
001110 |
113~21 |
113~30 |
113~17 |
113~30 |
+0~10 |
17,945 |
66,940 |
-3,029 |
Mar01 |
001110 |
113~15 |
113~20 |
113~15 |
113~20 |
+0~11 |
45 |
1,405 |
-27 |
Total Volume and Open Interest |
17,990 |
68,345 |
-3,056 |
3-Mth Short Sterling(LIFFE) |
Dec00 |
001110 |
93.91 |
93.92 |
93.90 |
93.92 |
+0.02 |
24,633 |
162,636 |
-1,563 |
Mar01 |
001110 |
93.97 |
93.97 |
93.94 |
93.97 |
+0.02 |
21,336 |
199,876 |
-2,549 |
Jun01 |
001110 |
93.97 |
93.99 |
93.96 |
93.98 |
+0.02 |
11,865 |
115,178 |
+2,839 |
Total Volume and Open Interest |
86,293 |
797,615 |
+5,270 |
3-Mth Euribor(LIFFE) |
Dec00 |
001110 |
94.815 |
94.850 |
94.815 |
94.845 |
+0.030 |
43,626 |
326,508 |
-439 |
Mar01 |
001110 |
94.840 |
94.890 |
94.840 |
94.880 |
+0.040 |
47,815 |
287,132 |
-171 |
Jun01 |
001110 |
94.875 |
94.920 |
94.875 |
94.910 |
+0.045 |
16,162 |
200,376 |
-1,353 |
Total Volume and Open Interest |
152,776 |
1,395,841 |
-2,081 |
3-Mth Aus T-Bills(SFE) |
Dec00 |
001110 |
93.68 |
93.68 |
93.67 |
93.68 |
+0.02 |
2,264 |
200,107 |
-5,153 |
Mar01 |
001110 |
93.69 |
93.71 |
93.69 |
93.70 |
+0.02 |
3,638 |
86,183 |
+3,911 |
Jun01 |
001110 |
93.74 |
93.75 |
93.73 |
93.74 |
+0.02 |
2,059 |
37,447 |
+433 |
Sep01 |
001110 |
93.75 |
93.76 |
93.73 |
93.74 |
+0.02 |
79 |
22,613 |
+151 |
Dec01 |
001110 |
93.72 |
93.72 |
93.70 |
93.70 |
+0.02 |
63 |
12,082 |
+52 |
Mar02 |
001110 |
93.67 |
93.67 |
93.66 |
93.67 |
+0.03 |
330 |
7,684 |
+295 |
Jun02 |
001110 |
93.61 |
93.61 |
93.59 |
93.60 |
+0.02 |
2 |
5,314 |
+1 |
Sep02 |
001110 |
93.55 |
93.55 |
93.53 |
93.54 |
+0.02 |
59 |
3,831 |
+59 |
Dec02 |
001110 |
93.50 |
93.50 |
93.48 |
93.48 |
unch |
1 |
1,999 |
+1 |
Mar03 |
001110 |
93.45 |
93.45 |
93.45 |
93.45 |
unch |
5 |
1,228 |
+5 |
Total Volume and Open Interest |
8,582 |
381,803 |
-317 |
10-Year Aus T-Bonds(SFE) |
Dec00 |
001110 |
93.89 |
93.93 |
93.89 |
93.92 |
+0.02 |
12,278 |
132,141 |
-803 |
Mar01 |
001110 |
93.92 |
93.92 |
93.92 |
93.92 |
+0.03 |
|
|
|
Total Volume and Open Interest |
12,278 |
132,141 |
-803 |
3-Year Aus T-Bonds(SFE) |
Dec00 |
001110 |
94.06 |
94.08 |
94.05 |
94.06 |
+0.03 |
50,065 |
333,056 |
+13,480 |
Mar01 |
001110 |
94.03 |
94.03 |
94.03 |
94.03 |
+0.03 |
|
|
|
Total Volume and Open Interest |
50,065 |
333,056 |
+13,480 |
Gold(CMX) |
Dec00 |
001110 |
266.2 |
266.3 |
265.1 |
265.5 |
-1.4 |
18,035 |
82,377 |
+401 |
Feb01 |
001110 |
269.0 |
269.0 |
267.5 |
268.1 |
-1.4 |
1,556 |
22,786 |
+233 |
Apr01 |
001110 |
271.2 |
271.2 |
270.0 |
270.7 |
-1.4 |
28 |
4,557 |
+2 |
Jun01 |
001110 |
274.5 |
274.5 |
273.2 |
273.2 |
-1.4 |
452 |
9,590 |
-28 |
Aug01 |
001110 |
275.5 |
275.5 |
275.5 |
275.5 |
-1.4 |
150 |
2,396 |
-58 |
Oct01 |
001110 |
277.8 |
277.8 |
277.8 |
277.8 |
-1.4 |
170 |
682 |
-120 |
Total Volume and Open Interest |
20,915 |
138,466 |
+683 |
Silver(CMX) |
Dec00 |
001110 |
475.5 |
475.5 |
471.5 |
472.3 |
-4.2 |
7,439 |
59,593 |
-2,385 |
Mar01 |
001110 |
483.0 |
483.0 |
478.0 |
479.1 |
-4.1 |
2,772 |
13,527 |
+1,388 |
May01 |
001110 |
483.0 |
483.6 |
483.0 |
483.6 |
-4.1 |
16 |
1,526 |
-10 |
Jul01 |
001110 |
490.0 |
490.0 |
488.3 |
488.3 |
-3.6 |
248 |
1,982 |
+175 |
Sep01 |
001110 |
495.0 |
495.0 |
492.7 |
492.7 |
-3.4 |
20 |
2,952 |
-15 |
Total Volume and Open Interest |
10,767 |
85,586 |
-592 |
Platinum(NYM) |
Jan01 |
001110 |
598.0 |
598.0 |
590.2 |
592.6 |
-2.5 |
473 |
8,063 |
+108 |
Apr01 |
001110 |
577.0 |
579.6 |
577.0 |
579.6 |
-2.5 |
14 |
218 |
+9 |
Total Volume and Open Interest |
487 |
8,286 |
+117 |
Palladium(NYME) |
Dec00 |
001110 |
784.55 |
786.00 |
783.00 |
785.05 |
+0.50 |
46 |
912 |
-23 |
Mar01 |
001110 |
784.55 |
784.55 |
784.55 |
784.55 |
+0.50 |
27 |
864 |
+24 |
Jun01 |
001110 |
779.55 |
779.55 |
779.55 |
779.55 |
+0.50 |
0 |
135 |
+0 |
Total Volume and Open Interest |
73 |
1,911 |
+1 |
Copper(CMX) |
Dec00 |
001110 |
84.00 |
84.30 |
83.00 |
83.85 |
-0.20 |
5,974 |
34,563 |
-723 |
Mar01 |
001110 |
84.70 |
85.05 |
83.90 |
84.70 |
-0.15 |
1,720 |
15,537 |
+222 |
May01 |
001110 |
84.50 |
84.70 |
84.25 |
84.45 |
-0.10 |
42 |
2,946 |
+23 |
Jul01 |
001110 |
84.30 |
84.40 |
83.80 |
84.25 |
-0.10 |
48 |
2,323 |
-18 |
Sep01 |
001110 |
84.10 |
84.10 |
83.75 |
84.05 |
-0.10 |
90 |
1,361 |
+43 |
Total Volume and Open Interest |
8,820 |
72,952 |
-561 |
DJIA Index(CBOT) |
Dec00 |
001110 |
10780 |
10815 |
10631 |
10640 |
-218 |
20,522 |
18,620 |
+61 |
Mar01 |
001110 |
10925 |
10945 |
10780 |
10782 |
-222 |
30 |
78 |
-3 |
Jun01 |
001110 |
10924 |
10924 |
10924 |
10924 |
-225 |
3 |
6 |
-1 |
Total Volume and Open Interest |
20,555 |
18,711 |
+57 |
S & P 500(CME) |
Dec00 |
001110 |
1393.00 |
1399.00 |
1370.50 |
1372.50 |
-30.80 |
90,167 |
419,597 |
+3,091 |
Mar01 |
001110 |
1415.50 |
1419.50 |
1391.50 |
1392.90 |
-31.20 |
2,302 |
14,338 |
+1,334 |
Jun01 |
001110 |
1413.90 |
1413.90 |
1413.90 |
1413.90 |
-31.40 |
45 |
2,669 |
-13 |
Sep01 |
001110 |
1440.10 |
1440.10 |
1434.90 |
1434.90 |
-31.90 |
37 |
319 |
+25 |
Total Volume and Open Interest |
92,553 |
437,193 |
+4,436 |
S & P 500 E-Mini(Globex) |
Dec00 |
001110 |
1404.75 |
1408.00 |
1370.50 |
1372.50 |
-30.75 |
110,522 |
65,336 |
+7,943 |
Mar01 |
001110 |
1407.50 |
1416.25 |
1393.00 |
1393.00 |
-31.00 |
6 |
25 |
+0 |
Total Volume and Open Interest |
110,528 |
65,361 |
+7,943 |
NASDAQ 100(CME) |
Dec00 |
001110 |
2989.00 |
3028.00 |
2888.00 |
2894.00 |
-164.00 |
25,698 |
43,697 |
+1,093 |
Mar01 |
001110 |
3050.00 |
3050.00 |
2944.50 |
2944.50 |
-166.00 |
0 |
54 |
+0 |
Jun01 |
001110 |
2991.50 |
2991.50 |
2991.50 |
2991.50 |
-167.00 |
|
|
|
Total Volume and Open Interest |
25,698 |
43,751 |
+1,093 |
NASDAQ 100 E-Mini(GLOBEX) |
Dec00 |
001110 |
3065.0 |
3073.0 |
2892.0 |
2894.0 |
-164.0 |
85,910 |
52,955 |
+1,071 |
Mar01 |
001110 |
2944.5 |
3050.0 |
2944.5 |
2944.5 |
-166.0 |
0 |
6 |
+0 |
Total Volume and Open Interest |
85,910 |
52,961 |
+1,071 |
NYSE Composite(NYBOT) |
Dec00 |
001110 |
656.00 |
657.00 |
648.50 |
648.50 |
-9.50 |
384 |
1,574 |
+1,574 |
Mar01 |
001110 |
657.50 |
657.50 |
657.50 |
657.50 |
-9.50 |
0 |
212 |
+212 |
Jun01 |
001110 |
666.50 |
666.50 |
666.50 |
666.50 |
-9.50 |
0 |
102 |
+102 |
Total Volume and Open Interest |
427 |
2,179 |
+2,179 |
S & P Midcap 400(CME) |
Dec00 |
001110 |
514.00 |
514.00 |
503.10 |
504.00 |
-12.00 |
1,190 |
16,861 |
-90 |
Mar01 |
001110 |
511.25 |
511.25 |
510.75 |
511.25 |
-12.00 |
0 |
1 |
+0 |
Jun01 |
001110 |
518.25 |
518.25 |
517.75 |
518.25 |
-12.00 |
0 |
1 |
+0 |
Total Volume and Open Interest |
1,190 |
16,863 |
-90 |
Russell 2000(CME) |
Dec00 |
001110 |
491.00 |
494.00 |
481.25 |
481.65 |
-14.10 |
2,784 |
15,004 |
-286 |
Mar01 |
001110 |
489.15 |
489.15 |
489.00 |
489.15 |
-14.10 |
|
|
|
Jun01 |
001110 |
496.70 |
496.70 |
496.55 |
496.70 |
-14.10 |
|
|
|
Total Volume and Open Interest |
2,784 |
15,004 |
-286 |
Value Line(KCBT) |
Dec00 |
001110 |
1120.00 |
1122.00 |
1105.00 |
1109.00 |
-19.00 |
229 |
179 |
-19 |
Total Volume and Open Interest |
230 |
181 |
-20 |
Nikkei 225(CME) |
Dec00 |
001110 |
14890 |
14920 |
14780 |
14790 |
-250 |
1,236 |
15,886 |
-135 |
Mar01 |
001110 |
14950 |
14950 |
14850 |
14850 |
-200 |
41 |
48 |
+20 |
Total Volume and Open Interest |
1,279 |
15,936 |
-113 |
Nikkei 225(SIMEX) |
Dec00 |
001110 |
14860 |
15035 |
14860 |
14975 |
-10 |
12,960 |
88,715 |
+443 |
Mar01 |
001110 |
14995 |
14995 |
14995 |
14995 |
-10 |
15 |
4,966 |
+0 |
Jun01 |
001110 |
14975 |
14975 |
14975 |
14975 |
-10 |
0 |
405 |
+0 |
Total Volume and Open Interest |
13,025 |
94,491 |
+443 |
CAC 40(MATIF) |
Nov00 |
001110 |
6300.0 |
6325.0 |
6133.0 |
6133.0 |
-172.0 |
48,809 |
194,040 |
+8,382 |
Dec00 |
001110 |
6314.0 |
6345.0 |
6179.0 |
6205.5 |
-60.5 |
2,871 |
157,270 |
-8,393 |
Total Volume and Open Interest |
51,736 |
370,675 |
-474 |
DAX Index(EUREX) |
Dec00 |
001110 |
6995.0 |
7044.0 |
6861.5 |
6868.0 |
-100.5 |
35,469 |
163,513 |
+406 |
Mar01 |
001110 |
7107.0 |
7125.0 |
6947.5 |
6952.5 |
-102.5 |
638 |
7,346 |
+1,467 |
Jun01 |
001110 |
7191.5 |
7191.5 |
7023.0 |
7027.0 |
-104.5 |
301 |
7,952 |
+107 |
Total Volume and Open Interest |
36,408 |
178,811 |
+1,980 |
FT-SE 100(LIFFE) |
Dec00 |
001110 |
6461.00 |
6478.00 |
6363.50 |
6425.00 |
-55.00 |
20,292 |
229,800 |
+1,801 |
Mar01 |
001110 |
6500.00 |
6500.00 |
6429.00 |
6477.50 |
-56.00 |
220 |
14,958 |
+207 |
Jun01 |
001110 |
6539.00 |
6548.00 |
6539.00 |
6548.00 |
-57.00 |
470 |
7,356 |
+220 |
Total Volume and Open Interest |
20,982 |
252,114 |
+2,228 |
SPI 200(SFE) |
Dec00 |
001110 |
3339.0 |
3343.0 |
3325.0 |
3332.0 |
-34.0 |
12,385 |
130,154 |
+433 |
Mar01 |
001110 |
3356.0 |
3357.0 |
3356.0 |
3357.0 |
-30.0 |
323 |
2,842 |
+180 |
Jun01 |
001110 |
3385.0 |
3385.0 |
3385.0 |
3385.0 |
-30.0 |
0 |
174 |
+0 |
Total Volume and Open Interest |
12,721 |
133,183 |
+626 |
GSCI(CME) |
Nov00 |
001110 |
247.50 |
249.20 |
246.20 |
247.95 |
unch |
5,941 |
22,861 |
-5,651 |
Dec00 |
001110 |
246.55 |
247.70 |
245.65 |
247.30 |
-0.10 |
5,744 |
13,147 |
+5,729 |
Jan01 |
001110 |
242.00 |
242.70 |
241.60 |
242.00 |
+0.10 |
|
|
|
Total Volume and Open Interest |
11,685 |
36,008 |
+78 |
Bridge CRB Index(NYBOT) |
Jan01 |
001110 |
224.70 |
224.90 |
224.30 |
224.90 |
+0.20 |
139 |
530 |
+17 |
Feb01 |
001110 |
223.65 |
223.65 |
223.65 |
223.65 |
+0.20 |
3 |
656 |
+3 |
Apr01 |
001110 |
222.40 |
222.40 |
222.40 |
222.40 |
+0.20 |
0 |
305 |
+0 |
Total Volume and Open Interest |
235 |
1,584 |
-20 |
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
|
|