 |
MRCI's Free Historical Futures Prices |
Daily Futures Price Listing Mon November 13, 2000 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Nov00 |
001113 |
463.50 |
469.00 |
463.00 |
468.75 |
+5.50 |
4,130 |
2,380 |
-1,008 |
Jan01 |
001113 |
472.00 |
477.00 |
471.50 |
476.25 |
+3.75 |
26,941 |
86,329 |
-796 |
Mar01 |
001113 |
481.00 |
485.00 |
480.00 |
484.75 |
+3.25 |
5,972 |
31,455 |
+87 |
May01 |
001113 |
489.25 |
492.50 |
487.50 |
492.00 |
+2.75 |
2,162 |
16,965 |
+36 |
Jul01 |
001113 |
497.00 |
499.00 |
493.75 |
498.25 |
+1.50 |
2,062 |
20,632 |
+211 |
Aug01 |
001113 |
498.50 |
500.00 |
495.50 |
500.00 |
+1.50 |
8 |
853 |
+2 |
Sep01 |
001113 |
499.00 |
500.00 |
496.50 |
500.00 |
unch |
6 |
352 |
+1 |
Total Volume and Open Interest |
41,590 |
165,761 |
-1,290 |
Soybean Meal(CBOT) |
Dec00 |
001113 |
164.80 |
167.90 |
164.80 |
167.70 |
+2.40 |
21,958 |
43,323 |
-3,215 |
Jan01 |
001113 |
164.90 |
167.50 |
164.70 |
167.20 |
+2.20 |
5,802 |
28,134 |
-49 |
Mar01 |
001113 |
164.80 |
167.00 |
163.70 |
166.80 |
+1.70 |
4,292 |
17,506 |
+472 |
May01 |
001113 |
165.00 |
166.00 |
163.90 |
165.90 |
+0.80 |
3,032 |
11,547 |
+210 |
Jul01 |
001113 |
165.50 |
166.30 |
164.40 |
166.30 |
+0.60 |
1,911 |
8,415 |
+239 |
Aug01 |
001113 |
165.00 |
165.50 |
163.70 |
165.10 |
+0.10 |
125 |
1,846 |
+46 |
Sep01 |
001113 |
164.30 |
165.20 |
163.00 |
164.50 |
+0.70 |
210 |
1,243 |
+12 |
Oct01 |
001113 |
164.00 |
164.00 |
162.50 |
163.60 |
-0.10 |
5 |
470 |
+4 |
Total Volume and Open Interest |
37,359 |
113,757 |
-2,265 |
Soybean Oil(CBOT) |
Dec00 |
001113 |
14.99 |
15.09 |
14.95 |
15.04 |
+0.06 |
5,125 |
52,843 |
-2,888 |
Jan01 |
001113 |
15.27 |
15.37 |
15.22 |
15.31 |
+0.05 |
2,638 |
32,479 |
+135 |
Mar01 |
001113 |
15.66 |
15.76 |
15.62 |
15.71 |
+0.06 |
1,901 |
28,017 |
+672 |
May01 |
001113 |
16.06 |
16.10 |
16.00 |
16.08 |
+0.07 |
1,282 |
12,181 |
-39 |
Jul01 |
001113 |
16.43 |
16.48 |
16.40 |
16.45 |
+0.04 |
410 |
8,207 |
-127 |
Aug01 |
001113 |
16.70 |
16.70 |
16.56 |
16.56 |
+0.03 |
0 |
1,990 |
+0 |
Sep01 |
001113 |
16.85 |
16.85 |
16.71 |
16.71 |
+0.01 |
5 |
1,711 |
+5 |
Oct01 |
001113 |
17.00 |
17.00 |
16.86 |
16.86 |
+0.01 |
0 |
1,520 |
+0 |
Total Volume and Open Interest |
11,573 |
145,387 |
-2,230 |
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 |
001113 |
209.50 |
209.50 |
208.75 |
208.75 |
-1.25 |
2 |
112 |
-22 |
Dec00 |
001113 |
211.00 |
212.00 |
210.50 |
211.25 |
-0.75 |
40,806 |
174,163 |
-8,285 |
Jan01 |
001113 |
215.25 |
216.00 |
215.00 |
215.50 |
-0.50 |
248 |
1,162 |
+135 |
Mar01 |
001113 |
223.25 |
224.00 |
222.50 |
223.25 |
-1.00 |
18,534 |
163,332 |
+5,544 |
May01 |
001113 |
230.50 |
231.50 |
230.00 |
230.75 |
-1.00 |
2,088 |
40,199 |
+284 |
Jul01 |
001113 |
237.75 |
238.50 |
237.00 |
237.75 |
-1.00 |
2,123 |
49,257 |
+709 |
Total Volume and Open Interest |
64,890 |
460,069 |
-1,437 |
Wheat(CBOT) |
Dec00 |
001113 |
256.50 |
259.00 |
256.00 |
257.75 |
+1.00 |
14,917 |
78,731 |
-2,958 |
Mar01 |
001113 |
274.50 |
277.25 |
273.50 |
275.75 |
+0.25 |
8,461 |
51,379 |
+3,734 |
May01 |
001113 |
285.00 |
287.75 |
285.00 |
287.00 |
+1.75 |
573 |
3,039 |
+103 |
Jul01 |
001113 |
294.50 |
297.50 |
294.00 |
296.25 |
+1.00 |
952 |
19,271 |
+657 |
Sep01 |
001113 |
305.50 |
306.00 |
305.50 |
305.75 |
+1.75 |
39 |
953 |
+11 |
Total Volume and Open Interest |
24,973 |
155,918 |
+1,553 |
Wheat(KCBT) |
Dec00 |
001113 |
307.50 |
309.75 |
307.50 |
309.00 |
+1.25 |
4,618 |
39,852 |
-2,030 |
Mar01 |
001113 |
323.50 |
325.50 |
323.25 |
324.75 |
+0.25 |
3,298 |
35,483 |
+1,179 |
May01 |
001113 |
333.00 |
334.00 |
332.50 |
333.50 |
+0.50 |
214 |
2,540 |
-13 |
Jul01 |
001113 |
339.00 |
341.50 |
339.00 |
341.50 |
+1.00 |
536 |
9,189 |
-92 |
Sep01 |
001113 |
348.50 |
348.50 |
348.50 |
348.50 |
+1.00 |
29 |
295 |
+12 |
Total Volume and Open Interest |
8,695 |
87,453 |
-944 |
Wheat(MGE) |
Dec00 |
001113 |
321.25 |
323.00 |
320.50 |
322.00 |
unch |
2,318 |
14,250 |
-78 |
Mar01 |
001113 |
336.00 |
337.75 |
335.50 |
337.00 |
-0.25 |
970 |
7,324 |
+270 |
May01 |
001113 |
345.50 |
346.50 |
344.75 |
346.50 |
-1.25 |
280 |
1,522 |
+16 |
Jul01 |
001113 |
354.50 |
354.50 |
354.50 |
354.50 |
+1.75 |
79 |
688 |
+43 |
Sep01 |
001113 |
359.00 |
361.00 |
359.00 |
361.00 |
unch |
5 |
391 |
+5 |
Total Volume and Open Interest |
3,652 |
24,377 |
+256 |
Oats(CBOT) |
Dec00 |
001113 |
105.25 |
105.75 |
104.50 |
105.25 |
-0.75 |
1,172 |
9,206 |
-27 |
Mar01 |
001113 |
115.50 |
115.75 |
115.00 |
115.25 |
-0.75 |
444 |
3,943 |
-73 |
May01 |
001113 |
121.50 |
121.75 |
121.50 |
121.50 |
-0.25 |
95 |
327 |
+48 |
Jul01 |
001113 |
127.00 |
127.00 |
127.00 |
127.00 |
unch |
4 |
265 |
+2 |
Total Volume and Open Interest |
1,885 |
14,525 |
+21 |
Rough Rice(CBOT) |
Nov00 |
001113 |
6.20 |
6.35 |
6.20 |
6.26 |
+0.01 |
4 |
11 |
-3 |
Jan01 |
001113 |
6.42 |
6.62 |
6.42 |
6.48 |
+0.02 |
63 |
3,725 |
+0 |
Mar01 |
001113 |
6.66 |
6.87 |
6.66 |
6.72 |
+0.04 |
19 |
1,227 |
+32 |
May01 |
001113 |
7.02 |
7.09 |
6.95 |
6.95 |
+0.03 |
0 |
503 |
+0 |
Total Volume and Open Interest |
92 |
6,157 |
+29 |
Live Cattle(CME) |
Dec00 |
001113 |
71.750 |
71.975 |
71.625 |
71.750 |
+0.025 |
9,402 |
55,473 |
-1,727 |
Feb01 |
001113 |
73.950 |
74.100 |
73.825 |
74.075 |
+0.125 |
6,188 |
40,266 |
+1,914 |
Apr01 |
001113 |
74.850 |
75.200 |
74.850 |
75.150 |
+0.225 |
2,167 |
21,807 |
-247 |
Jun01 |
001113 |
71.775 |
72.000 |
71.725 |
71.975 |
+0.200 |
289 |
7,311 |
+65 |
Aug01 |
001113 |
71.975 |
72.200 |
71.875 |
72.175 |
+0.275 |
158 |
5,820 |
+24 |
Oct01 |
001113 |
73.475 |
73.500 |
73.400 |
73.475 |
+0.075 |
20 |
988 |
+14 |
Total Volume and Open Interest |
18,228 |
131,745 |
+46 |
Feeder Cattle(CME) |
Nov00 |
001113 |
88.050 |
88.350 |
88.050 |
88.325 |
+0.175 |
318 |
2,255 |
-138 |
Jan01 |
001113 |
88.575 |
88.850 |
88.425 |
88.800 |
+0.150 |
750 |
7,333 |
-30 |
Mar01 |
001113 |
88.125 |
88.300 |
87.925 |
88.250 |
+0.025 |
270 |
3,452 |
+54 |
Apr01 |
001113 |
87.950 |
88.000 |
87.650 |
87.950 |
-0.100 |
58 |
1,228 |
-8 |
May01 |
001113 |
87.450 |
87.650 |
87.425 |
87.650 |
+0.025 |
110 |
1,243 |
-19 |
Aug01 |
001113 |
87.750 |
87.825 |
87.750 |
87.800 |
-0.125 |
36 |
459 |
+5 |
Sep01 |
001113 |
87.700 |
87.700 |
87.700 |
87.700 |
-0.100 |
4 |
89 |
+0 |
Total Volume and Open Interest |
1,546 |
16,086 |
-136 |
Lean Hogs(CME) |
Dec00 |
001113 |
52.750 |
53.025 |
52.400 |
52.725 |
-0.050 |
3,749 |
17,995 |
-290 |
Feb01 |
001113 |
55.600 |
55.775 |
55.100 |
55.450 |
-0.325 |
3,303 |
14,055 |
+1,473 |
Apr01 |
001113 |
55.200 |
55.300 |
54.750 |
55.100 |
-0.200 |
491 |
4,031 |
+163 |
Jun01 |
001113 |
61.600 |
61.800 |
61.350 |
61.650 |
-0.225 |
191 |
1,773 |
+64 |
Jul01 |
001113 |
59.900 |
60.100 |
59.650 |
60.050 |
-0.150 |
41 |
427 |
+11 |
Aug01 |
001113 |
57.350 |
57.500 |
57.350 |
57.400 |
-0.250 |
27 |
387 |
+14 |
Oct01 |
001113 |
49.150 |
49.450 |
49.150 |
49.450 |
-0.275 |
79 |
469 |
+56 |
Dec01 |
001113 |
46.000 |
46.000 |
45.550 |
46.000 |
-0.150 |
64 |
393 |
+50 |
Total Volume and Open Interest |
7,945 |
39,530 |
+1,541 |
Pork Bellies(CME) |
Feb01 |
001113 |
63.500 |
64.100 |
62.800 |
63.950 |
-0.575 |
362 |
2,127 |
+5 |
Mar01 |
001113 |
63.500 |
64.150 |
63.000 |
63.975 |
-0.475 |
16 |
88 |
-2 |
May01 |
001113 |
65.000 |
65.350 |
64.650 |
64.650 |
-0.900 |
4 |
59 |
+1 |
Jul01 |
001113 |
67.500 |
67.500 |
66.800 |
67.500 |
unch |
0 |
28 |
+0 |
Aug01 |
001113 |
66.000 |
67.000 |
66.000 |
67.000 |
-0.500 |
0 |
20 |
+0 |
Total Volume and Open Interest |
382 |
2,322 |
+4 |
Cocoa(NYBOT) |
Dec00 |
001113 |
725 |
729 |
707 |
709 |
-21 |
4,757 |
18,001 |
-4,414 |
Mar01 |
001113 |
758 |
762 |
739 |
741 |
-23 |
4,042 |
39,644 |
+1,979 |
May01 |
001113 |
782 |
784 |
760 |
763 |
-22 |
537 |
16,772 |
+206 |
Jul01 |
001113 |
805 |
805 |
785 |
785 |
-21 |
734 |
13,266 |
+552 |
Sep01 |
001113 |
829 |
829 |
809 |
809 |
-21 |
208 |
11,121 |
+100 |
Dec01 |
001113 |
846 |
850 |
841 |
841 |
-23 |
75 |
13,063 |
+115 |
Mar02 |
001113 |
895 |
895 |
874 |
874 |
-22 |
26 |
10,176 |
+16 |
Total Volume and Open Interest |
10,429 |
141,491 |
-1,393 |
Coffee "C"(NYBOT) |
Dec00 |
001113 |
73.75 |
74.00 |
71.00 |
71.45 |
-2.70 |
4,678 |
18,149 |
-1,472 |
Mar01 |
001113 |
79.00 |
79.00 |
76.40 |
76.60 |
-2.75 |
3,074 |
16,778 |
+887 |
May01 |
001113 |
82.25 |
82.25 |
79.75 |
79.75 |
-2.60 |
257 |
3,271 |
+126 |
Jul01 |
001113 |
85.30 |
85.30 |
83.00 |
83.00 |
-2.75 |
57 |
1,952 |
+11 |
Sep01 |
001113 |
88.65 |
88.65 |
86.00 |
86.10 |
-2.75 |
66 |
2,512 |
-1 |
Dec01 |
001113 |
92.00 |
92.00 |
90.50 |
90.50 |
-2.50 |
8 |
734 |
-6 |
Total Volume and Open Interest |
8,148 |
43,403 |
-461 |
Orange Juice(NYBOT) |
Jan01 |
001113 |
75.50 |
75.50 |
73.80 |
73.85 |
-1.80 |
1,131 |
17,680 |
-225 |
Mar01 |
001113 |
78.00 |
78.00 |
77.00 |
77.00 |
-1.70 |
482 |
9,111 |
+86 |
May01 |
001113 |
80.25 |
80.40 |
79.15 |
79.15 |
-1.50 |
166 |
1,611 |
+60 |
Jul01 |
001113 |
82.00 |
82.00 |
81.60 |
81.60 |
-1.35 |
2 |
772 |
+0 |
Sep01 |
001113 |
83.25 |
83.70 |
83.25 |
83.60 |
-1.35 |
0 |
299 |
+0 |
Total Volume and Open Interest |
1,781 |
29,732 |
-79 |
Sugar #11(NYBOT) |
Mar01 |
001113 |
9.20 |
9.20 |
8.85 |
8.96 |
-0.19 |
16,291 |
77,703 |
-672 |
May01 |
001113 |
8.64 |
8.70 |
8.48 |
8.57 |
-0.14 |
2,216 |
19,707 |
-160 |
Jul01 |
001113 |
8.15 |
8.17 |
8.00 |
8.05 |
-0.14 |
1,864 |
22,696 |
-131 |
Oct01 |
001113 |
7.92 |
7.94 |
7.75 |
7.80 |
-0.12 |
1,786 |
18,424 |
+119 |
Mar02 |
001113 |
7.83 |
7.86 |
7.77 |
7.77 |
-0.12 |
258 |
7,263 |
+112 |
Total Volume and Open Interest |
22,735 |
147,632 |
-593 |
London Cocoa(LCE) |
Dec00 |
001113 |
575 |
575 |
556 |
561 |
-15 |
975 |
38,708 |
-397 |
Mar01 |
001113 |
593 |
593 |
578 |
580 |
-15 |
1,876 |
52,034 |
+91 |
May01 |
001113 |
610 |
610 |
594 |
596 |
-16 |
461 |
29,236 |
+156 |
Jul01 |
001113 |
623 |
624 |
610 |
611 |
-15 |
168 |
12,410 |
+29 |
Sep01 |
001113 |
638 |
639 |
623 |
623 |
-16 |
100 |
20,648 |
+16 |
Dec01 |
001113 |
660 |
660 |
652 |
652 |
-16 |
37 |
7,516 |
-5 |
Mar02 |
001113 |
691 |
691 |
676 |
677 |
-15 |
162 |
15,304 |
+59 |
Total Volume and Open Interest |
3,779 |
190,472 |
-51 |
London Coffee(LCE) |
Nov00 |
001113 |
667.00 |
672.00 |
656.00 |
659.00 |
-1.00 |
161 |
2,168 |
-141 |
Jan01 |
001113 |
672.00 |
675.00 |
665.00 |
667.00 |
unch |
3,238 |
28,209 |
-11 |
Mar01 |
001113 |
691.00 |
697.00 |
686.00 |
689.00 |
-1.00 |
2,087 |
12,012 |
+785 |
May01 |
001113 |
714.00 |
718.00 |
710.00 |
711.00 |
-2.00 |
40 |
6,228 |
+16 |
Jul01 |
001113 |
741.00 |
743.00 |
736.00 |
736.00 |
-1.00 |
11 |
2,577 |
+7 |
Sep01 |
001113 |
765.00 |
765.00 |
761.00 |
761.00 |
unch |
22 |
1,469 |
+16 |
Total Volume and Open Interest |
5,562 |
54,968 |
+675 |
London Sugar(LCE) |
Dec00 |
001113 |
234.80 |
236.50 |
230.50 |
231.40 |
-3.40 |
1,285 |
3,213 |
-509 |
Mar01 |
001113 |
234.80 |
236.50 |
231.00 |
231.80 |
-3.00 |
2,908 |
22,407 |
+908 |
May01 |
001113 |
233.30 |
233.30 |
229.00 |
229.10 |
-3.20 |
40 |
4,269 |
-66 |
Aug01 |
001113 |
229.80 |
230.10 |
225.70 |
225.70 |
-2.90 |
22 |
6,662 |
-6 |
Oct01 |
001113 |
223.00 |
223.00 |
220.90 |
220.90 |
-2.60 |
0 |
2,382 |
+0 |
Total Volume and Open Interest |
4,255 |
39,634 |
+327 |
Cotton(NYBOT) |
Dec00 |
001113 |
65.30 |
65.71 |
65.07 |
65.32 |
-0.08 |
5,830 |
19,081 |
-1,226 |
Mar01 |
001113 |
68.10 |
68.60 |
67.77 |
68.06 |
-0.14 |
4,990 |
26,389 |
+1,415 |
May01 |
001113 |
68.95 |
69.25 |
68.65 |
68.85 |
-0.14 |
870 |
10,717 |
+251 |
Jul01 |
001113 |
69.60 |
69.60 |
69.25 |
69.25 |
-0.25 |
327 |
5,814 |
+126 |
Oct01 |
001113 |
65.45 |
65.45 |
65.45 |
65.45 |
+0.80 |
4 |
639 |
+4 |
Dec01 |
001113 |
64.75 |
64.75 |
64.60 |
64.75 |
+0.01 |
52 |
5,575 |
-25 |
Total Volume and Open Interest |
24,573 |
68,375 |
+545 |
Lumber(CME) |
Nov00 |
001113 |
223.3 |
224.4 |
217.6 |
217.9 |
-5.5 |
276 |
654 |
-177 |
Jan01 |
001113 |
236.2 |
236.3 |
233.1 |
234.0 |
-2.2 |
888 |
2,531 |
+10 |
Mar01 |
001113 |
244.1 |
244.5 |
242.1 |
243.1 |
-1.5 |
147 |
933 |
+61 |
May01 |
001113 |
249.0 |
249.3 |
247.0 |
249.3 |
+0.5 |
66 |
211 |
+7 |
Total Volume and Open Interest |
1,378 |
4,399 |
-98 |
Crude Oil(NYM) |
Dec00 |
001113 |
34.15 |
34.50 |
34.10 |
34.47 |
+0.45 |
63,519 |
88,191 |
-7,990 |
Jan01 |
001113 |
33.25 |
33.60 |
33.18 |
33.56 |
+0.50 |
47,595 |
103,118 |
+11,265 |
Feb01 |
001113 |
32.40 |
32.58 |
32.23 |
32.58 |
+0.42 |
12,534 |
33,481 |
+2,325 |
Mar01 |
001113 |
31.58 |
31.68 |
31.35 |
31.68 |
+0.32 |
4,162 |
20,267 |
+54 |
Apr01 |
001113 |
30.80 |
30.95 |
30.60 |
30.95 |
+0.24 |
1,508 |
17,132 |
+267 |
May01 |
001113 |
30.30 |
30.32 |
30.00 |
30.32 |
+0.18 |
683 |
12,137 |
+92 |
Jun01 |
001113 |
29.72 |
29.73 |
29.50 |
29.73 |
+0.13 |
1,923 |
28,390 |
+433 |
Jul01 |
001113 |
29.15 |
29.19 |
29.14 |
29.19 |
+0.10 |
306 |
12,322 |
-34 |
Aug01 |
001113 |
28.68 |
28.68 |
28.68 |
28.68 |
+0.07 |
400 |
10,784 |
+138 |
Sep01 |
001113 |
28.21 |
28.21 |
28.21 |
28.21 |
+0.06 |
377 |
17,488 |
+89 |
Total Volume and Open Interest |
137,243 |
486,453 |
+7,945 |
Heating Oil(NYM) |
Dec00 |
001113 |
101.50 |
103.30 |
101.15 |
101.63 |
+0.88 |
12,815 |
42,118 |
-3,170 |
Jan01 |
001113 |
99.60 |
100.55 |
98.80 |
99.58 |
+1.13 |
1,663 |
40,649 |
+364 |
Feb01 |
001113 |
95.80 |
96.50 |
95.25 |
95.88 |
+0.93 |
4,792 |
24,636 |
-280 |
Mar01 |
001113 |
89.80 |
91.60 |
89.70 |
90.78 |
+0.73 |
1,977 |
14,419 |
+176 |
Apr01 |
001113 |
87.25 |
87.25 |
85.30 |
85.78 |
+0.53 |
892 |
8,665 |
-127 |
May01 |
001113 |
81.80 |
81.80 |
81.28 |
81.28 |
+0.33 |
922 |
5,664 |
+139 |
Jun01 |
001113 |
79.30 |
79.30 |
78.68 |
78.68 |
+0.23 |
425 |
6,445 |
+156 |
Jul01 |
001113 |
77.25 |
77.40 |
77.25 |
77.33 |
+0.18 |
305 |
2,368 |
+100 |
Aug01 |
001113 |
76.83 |
76.83 |
76.83 |
76.83 |
+0.08 |
68 |
3,518 |
-3 |
Sep01 |
001113 |
77.08 |
77.08 |
77.08 |
77.08 |
+0.03 |
91 |
1,309 |
+70 |
Total Volume and Open Interest |
24,080 |
156,345 |
-2,525 |
Unleaded Gas(NYM) |
Dec00 |
001113 |
87.60 |
88.65 |
87.10 |
88.52 |
+1.55 |
14,196 |
32,989 |
-559 |
Jan01 |
001113 |
86.50 |
87.65 |
86.50 |
87.53 |
+1.54 |
6,942 |
16,393 |
+230 |
Feb01 |
001113 |
86.80 |
87.30 |
86.20 |
87.28 |
+1.46 |
2,643 |
7,572 |
-265 |
Mar01 |
001113 |
87.10 |
87.53 |
86.70 |
87.53 |
+1.34 |
782 |
8,370 |
+182 |
Apr01 |
001113 |
91.00 |
91.73 |
91.00 |
91.73 |
+1.16 |
965 |
5,190 |
+22 |
May01 |
001113 |
90.00 |
90.85 |
90.00 |
90.85 |
+1.03 |
337 |
5,990 |
+386 |
Jun01 |
001113 |
89.30 |
89.30 |
89.30 |
89.30 |
+0.98 |
30 |
2,688 |
+10 |
Jul01 |
001113 |
87.40 |
87.40 |
87.40 |
87.40 |
+0.93 |
30 |
1,400 |
+0 |
Total Volume and Open Interest |
26,614 |
88,722 |
+205 |
Natural Gas(NYM) |
Dec00 |
001113 |
5.650 |
5.740 |
5.610 |
5.698 |
+0.242 |
36,278 |
42,794 |
-1,429 |
Jan01 |
001113 |
5.710 |
5.740 |
5.625 |
5.706 |
+0.214 |
11,908 |
37,188 |
+1,298 |
Feb01 |
001113 |
5.410 |
5.425 |
5.310 |
5.386 |
+0.174 |
5,186 |
30,290 |
-212 |
Mar01 |
001113 |
5.060 |
5.100 |
4.970 |
5.021 |
+0.109 |
3,617 |
28,585 |
+400 |
Apr01 |
001113 |
4.730 |
4.730 |
4.610 |
4.656 |
+0.049 |
2,805 |
19,586 |
+74 |
May01 |
001113 |
4.570 |
4.580 |
4.440 |
4.511 |
+0.034 |
759 |
18,377 |
-52 |
Jun01 |
001113 |
4.600 |
4.600 |
4.430 |
4.491 |
+0.034 |
2,150 |
19,575 |
+403 |
Jul01 |
001113 |
4.540 |
4.600 |
4.425 |
4.484 |
+0.029 |
762 |
10,839 |
+1 |
Total Volume and Open Interest |
67,739 |
385,473 |
+1,552 |
Brent Crude Oil(IPE) |
Dec00 |
001113 |
32.30 |
32.98 |
31.95 |
32.94 |
+0.92 |
22,665 |
43,504 |
-1,882 |
Jan01 |
001113 |
31.60 |
31.68 |
31.28 |
31.65 |
+0.29 |
25,969 |
71,454 |
+6,236 |
Feb01 |
001113 |
30.80 |
31.09 |
30.75 |
31.08 |
+0.15 |
10,003 |
37,905 |
+3,626 |
Mar01 |
001113 |
29.98 |
30.21 |
29.95 |
30.21 |
+0.11 |
4,117 |
33,745 |
+2,182 |
Apr01 |
001113 |
29.20 |
29.40 |
29.19 |
29.40 |
+0.06 |
1,867 |
24,511 |
+388 |
May01 |
001113 |
28.72 |
28.86 |
28.66 |
28.83 |
+0.02 |
641 |
6,616 |
+483 |
Jun01 |
001113 |
28.22 |
28.35 |
28.15 |
28.28 |
-0.01 |
1,206 |
17,530 |
+589 |
Jul01 |
001113 |
27.87 |
27.92 |
27.70 |
27.82 |
-0.02 |
383 |
4,984 |
+133 |
Total Volume and Open Interest |
68,708 |
289,481 |
+13,312 |
Gas Oil(IPE) |
Dec00 |
001113 |
301.00 |
301.00 |
292.50 |
296.50 |
-1.75 |
16,427 |
39,061 |
+1,752 |
Jan01 |
001113 |
292.25 |
292.25 |
286.00 |
289.25 |
-1.50 |
8,020 |
21,958 |
+1,547 |
Feb01 |
001113 |
280.75 |
282.00 |
278.75 |
281.00 |
-1.00 |
2,255 |
5,622 |
+335 |
Mar01 |
001113 |
269.00 |
269.50 |
268.75 |
268.75 |
-1.25 |
621 |
6,620 |
+343 |
Apr01 |
001113 |
259.00 |
260.00 |
257.75 |
257.75 |
-0.75 |
970 |
5,480 |
-56 |
May01 |
001113 |
251.00 |
251.00 |
250.00 |
250.00 |
-0.50 |
0 |
986 |
+0 |
Jun01 |
001113 |
246.00 |
246.00 |
243.50 |
243.50 |
-1.00 |
1,541 |
11,978 |
+591 |
Jul01 |
001113 |
242.50 |
242.50 |
240.50 |
240.50 |
-0.75 |
150 |
2,884 |
+150 |
Total Volume and Open Interest |
37,635 |
101,174 |
-881 |
US Dollar Index(NYBOT) |
Dec00 |
001113 |
115.55 |
115.95 |
115.40 |
115.55 |
-0.20 |
751 |
3,929 |
+107 |
Mar01 |
001113 |
115.30 |
115.39 |
115.30 |
115.39 |
-0.20 |
758 |
5,997 |
+108 |
Jun01 |
001113 |
115.23 |
115.23 |
115.23 |
115.23 |
-0.20 |
758 |
5,997 |
+108 |
Total Volume and Open Interest |
758 |
5,997 |
+108 |
Australian Dollar(IMM) |
Dec00 |
001113 |
52.02 |
52.20 |
51.85 |
52.12 |
-0.04 |
2,475 |
22,358 |
+100 |
Mar01 |
001113 |
52.10 |
52.20 |
51.95 |
52.17 |
-0.04 |
22 |
2,234 |
+31 |
Jun01 |
001113 |
52.22 |
52.22 |
52.22 |
52.22 |
-0.04 |
0 |
8 |
+0 |
Total Volume and Open Interest |
2,498 |
24,604 |
+131 |
British Pound(IMM) |
Dec00 |
001113 |
143.38 |
144.20 |
143.12 |
144.02 |
+1.18 |
3,858 |
33,719 |
+244 |
Mar01 |
001113 |
143.50 |
144.50 |
143.50 |
144.28 |
+1.18 |
1 |
135 |
-1 |
Jun01 |
001113 |
144.54 |
144.80 |
144.54 |
144.54 |
+1.18 |
0 |
2 |
+0 |
Total Volume and Open Interest |
3,859 |
33,856 |
+243 |
Canadian Dollar(IMM) |
Dec00 |
001113 |
64.70 |
64.93 |
64.63 |
64.88 |
+0.06 |
4,586 |
73,124 |
-1,521 |
Mar01 |
001113 |
64.85 |
65.05 |
64.76 |
65.02 |
+0.06 |
51 |
3,090 |
+27 |
Jun01 |
001113 |
64.92 |
65.11 |
64.90 |
65.11 |
+0.06 |
6 |
1,747 |
+14 |
Sep01 |
001113 |
65.00 |
65.19 |
65.00 |
65.19 |
+0.06 |
8 |
668 |
+12 |
Total Volume and Open Interest |
4,666 |
78,937 |
-1,459 |
Japanese Yen(IMM) |
Dec00 |
001113 |
93.41 |
93.68 |
93.29 |
93.48 |
+0.22 |
7,207 |
60,580 |
+27 |
Mar01 |
001113 |
94.85 |
95.09 |
94.76 |
94.91 |
+0.22 |
11 |
371 |
+4 |
Jun01 |
001113 |
96.31 |
96.40 |
96.31 |
96.31 |
+0.22 |
0 |
8 |
+0 |
Total Volume and Open Interest |
7,218 |
61,100 |
+31 |
Swiss Franc(IMM) |
Dec00 |
001113 |
56.85 |
56.99 |
56.58 |
56.79 |
+0.03 |
9,514 |
47,810 |
-1,401 |
Mar01 |
001113 |
57.25 |
57.34 |
57.13 |
57.23 |
+0.03 |
6 |
148 |
+2 |
Jun01 |
001113 |
57.65 |
57.65 |
57.65 |
57.65 |
+0.03 |
0 |
10 |
+0 |
Total Volume and Open Interest |
9,520 |
47,969 |
-1,399 |
EuroFX(IMM) |
Dec00 |
001113 |
86.34 |
86.38 |
85.93 |
86.19 |
-0.09 |
11,752 |
76,653 |
+357 |
Mar01 |
001113 |
86.64 |
86.64 |
86.40 |
86.51 |
-0.09 |
66 |
1,117 |
+15 |
Total Volume and Open Interest |
11,818 |
77,770 |
+372 |
Mexican Peso(IMM) |
Dec00 |
001113 |
10315.0 |
10400.0 |
10285.0 |
10400.0 |
+57.0 |
7,264 |
9,352 |
+343 |
Mar01 |
001113 |
10020.0 |
10105.0 |
10000.0 |
10105.0 |
+62.0 |
220 |
4,028 |
+135 |
Total Volume and Open Interest |
7,717 |
14,846 |
+595 |
30-Year T-Bonds(CBOT) |
Dec00 |
001113 |
99~14 |
99~27 |
99~11 |
99~21 |
+0~11 |
147,068 |
397,947 |
+4,160 |
Mar01 |
001113 |
99~12 |
99~26 |
99~12 |
99~21 |
+0~15 |
1,850 |
27,601 |
+251 |
Jun01 |
001113 |
99~16 |
99~20 |
99~16 |
99~18 |
+0~15 |
15 |
271 |
+15 |
Total Volume and Open Interest |
148,933 |
425,905 |
+4,426 |
Municipal Bonds(CBOT) |
Dec00 |
001113 |
99~27 |
100~06 |
99~24 |
99~26 |
+0~07 |
1,167 |
20,336 |
-89 |
Mar01 |
001113 |
99~02 |
99~02 |
99~02 |
99~02 |
+0~07 |
0 |
8 |
+0 |
Total Volume and Open Interest |
1,167 |
20,344 |
-89 |
10-Year T-Notes(CBOT) |
Dec00 |
001113 |
100~290 |
101~035 |
100~265 |
100~295 |
+0~045 |
157,333 |
530,427 |
-4,003 |
Mar01 |
001113 |
100~305 |
101~045 |
100~295 |
100~305 |
+0~065 |
652 |
30,607 |
-161 |
Total Volume and Open Interest |
157,985 |
561,955 |
-4,164 |
5-Year T-Notes(CBOT) |
Dec00 |
001113 |
100~255 |
100~315 |
100~240 |
100~255 |
+0~055 |
46,264 |
358,414 |
+1,127 |
Mar01 |
001113 |
100~305 |
100~305 |
100~260 |
100~265 |
+0~055 |
271 |
21,014 |
+2,277 |
Total Volume and Open Interest |
46,535 |
379,428 |
+3,404 |
2 Year T-Notes(CBOT) |
Dec00 |
001113 |
100~021 |
100~030 |
100~018 |
100~019 |
+0~008 |
8,037 |
53,815 |
-251 |
Mar01 |
001113 |
100~040 |
100~040 |
100~030 |
100~033 |
|
|
|
|
3-Mth T-Bills(IMM) |
Dec00 |
001113 |
93.79 |
93.82 |
93.79 |
93.81 |
+0.03 |
0 |
1,348 |
-8 |
Total Volume and Open Interest |
0 |
1,375 |
-9 |
Eurodollars(IMM) |
Dec00 |
001113 |
93.308 |
93.320 |
93.298 |
93.298 |
+0.003 |
38,588 |
508,010 |
-5,224 |
Mar01 |
001113 |
93.525 |
93.540 |
93.510 |
93.510 |
+0.025 |
69,772 |
498,345 |
-5,164 |
Jun01 |
001113 |
93.655 |
93.670 |
93.640 |
93.645 |
+0.035 |
68,360 |
365,120 |
-3,847 |
Sep01 |
001113 |
93.705 |
93.725 |
93.685 |
93.700 |
+0.040 |
65,644 |
395,137 |
+2,193 |
Dec01 |
001113 |
93.620 |
93.640 |
93.610 |
93.610 |
+0.040 |
25,301 |
253,265 |
-5,565 |
Mar02 |
001113 |
93.670 |
93.680 |
93.645 |
93.655 |
+0.040 |
23,410 |
217,876 |
+5,763 |
Jun02 |
001113 |
93.600 |
93.615 |
93.585 |
93.595 |
+0.040 |
9,660 |
146,037 |
+1,897 |
Sep02 |
001113 |
93.560 |
93.560 |
93.535 |
93.550 |
+0.040 |
9,382 |
111,948 |
+1,475 |
Dec02 |
001113 |
93.430 |
93.435 |
93.420 |
93.430 |
+0.040 |
6,696 |
85,460 |
+1,756 |
Mar03 |
001113 |
93.450 |
93.450 |
93.435 |
93.445 |
+0.035 |
10,325 |
76,034 |
+1,329 |
Jun03 |
001113 |
93.400 |
93.400 |
93.385 |
93.395 |
+0.035 |
5,194 |
56,548 |
+613 |
Sep03 |
001113 |
93.355 |
93.365 |
93.345 |
93.355 |
+0.035 |
4,945 |
57,272 |
-72 |
Total Volume and Open Interest |
365,506 |
3,170,888 |
-11,165 |
3-Mth Euro-Yen(IMM) |
Dec00 |
001113 |
99.46 |
99.46 |
99.45 |
99.45 |
unch |
75 |
12,674 |
+281 |
Mar01 |
001113 |
99.50 |
99.50 |
99.50 |
99.50 |
unch |
1,000 |
25,002 |
+463 |
Jun01 |
001113 |
99.47 |
99.48 |
99.47 |
99.47 |
+0.01 |
599 |
10,169 |
+48 |
Sep01 |
001113 |
99.42 |
99.43 |
99.42 |
99.42 |
+0.02 |
189 |
11,371 |
-305 |
Dec01 |
001113 |
99.33 |
99.33 |
99.32 |
99.32 |
+0.01 |
3 |
5,883 |
+62 |
Mar02 |
001113 |
99.29 |
99.31 |
99.29 |
99.29 |
+0.01 |
0 |
3,608 |
+0 |
Jun02 |
001113 |
99.23 |
99.23 |
99.23 |
99.23 |
+0.02 |
1 |
784 |
+3 |
Sep02 |
001113 |
99.12 |
99.12 |
99.12 |
99.12 |
+0.02 |
0 |
307 |
+0 |
Dec02 |
001113 |
98.88 |
98.88 |
98.88 |
98.88 |
unch |
0 |
30 |
+0 |
Mar03 |
001113 |
98.80 |
98.80 |
98.80 |
98.80 |
unch |
|
|
|
Total Volume and Open Interest |
1,867 |
69,828 |
+552 |
3-Mth Euro-Yen(SIMEX) |
Dec00 |
001113 |
99.45 |
99.46 |
99.45 |
99.46 |
+0.01 |
2,231 |
96,196 |
-880 |
Mar01 |
001113 |
99.49 |
99.50 |
99.49 |
99.50 |
+0.01 |
1,991 |
99,778 |
-1,252 |
Jun01 |
001113 |
99.46 |
99.47 |
99.46 |
99.46 |
unch |
3,966 |
82,502 |
-1,596 |
Sep01 |
001113 |
99.40 |
99.42 |
99.40 |
99.42 |
+0.02 |
1,724 |
64,756 |
+193 |
Dec01 |
001113 |
99.33 |
99.33 |
99.32 |
99.33 |
+0.01 |
139 |
21,977 |
-200 |
Mar02 |
001113 |
99.30 |
99.31 |
99.30 |
99.30 |
+0.01 |
241 |
14,563 |
+71 |
Jun02 |
001113 |
99.21 |
99.22 |
99.21 |
99.22 |
+0.02 |
86 |
7,724 |
-100 |
Sep02 |
001113 |
99.10 |
99.10 |
99.10 |
99.10 |
+0.03 |
50 |
5,151 |
+0 |
Total Volume and Open Interest |
10,297 |
401,710 |
-3,759 |
German Euro-Bund(EUREX) |
Dec00 |
001113 |
105.60 |
105.86 |
105.53 |
105.83 |
+0.30 |
307,405 |
611,751 |
+9,375 |
Mar01 |
001113 |
105.67 |
105.91 |
105.65 |
105.91 |
+0.29 |
3,364 |
30,953 |
-178 |
Jun01 |
001113 |
105.68 |
105.68 |
105.68 |
105.68 |
+0.31 |
0 |
1,862 |
+298 |
Total Volume and Open Interest |
310,769 |
644,566 |
+9,495 |
German Euro-Bobl(EUREX) |
Dec00 |
001113 |
103.79 |
103.99 |
103.73 |
103.97 |
+0.22 |
149,415 |
345,576 |
+6,588 |
Mar01 |
001113 |
103.55 |
103.72 |
103.55 |
103.72 |
+0.23 |
771 |
9,401 |
-206 |
Jun01 |
001113 |
103.57 |
103.57 |
103.57 |
103.57 |
+0.17 |
0 |
742 |
-192 |
Total Volume and Open Interest |
150,186 |
355,719 |
+6,190 |
Long Gilt(LIFFE) |
Dec00 |
001113 |
113~29 |
114~06 |
113~29 |
114~06 |
+0~08 |
13,594 |
67,505 |
+565 |
Mar01 |
001113 |
113~21 |
113~28 |
113~21 |
113~28 |
+0~08 |
1 |
1,405 |
+0 |
Total Volume and Open Interest |
13,804 |
68,910 |
+565 |
3-Mth Short Sterling(LIFFE) |
Dec00 |
001113 |
93.91 |
93.94 |
93.91 |
93.93 |
+0.01 |
7,186 |
163,884 |
+1,248 |
Mar01 |
001113 |
93.98 |
94.00 |
93.96 |
94.00 |
+0.03 |
11,194 |
200,036 |
+160 |
Jun01 |
001113 |
93.98 |
94.03 |
93.98 |
94.02 |
+0.04 |
5,799 |
114,992 |
-186 |
Total Volume and Open Interest |
37,467 |
800,051 |
+2,436 |
3-Mth Euribor(LIFFE) |
Dec00 |
001113 |
94.855 |
94.895 |
94.845 |
94.895 |
+0.050 |
57,587 |
327,040 |
+532 |
Mar01 |
001113 |
94.885 |
94.935 |
94.885 |
94.935 |
+0.055 |
63,775 |
289,038 |
+1,906 |
Jun01 |
001113 |
94.920 |
94.970 |
94.915 |
94.960 |
+0.050 |
49,379 |
202,613 |
+2,237 |
Total Volume and Open Interest |
240,012 |
1,406,900 |
+11,059 |
3-Mth Aus T-Bills(SFE) |
Dec00 |
001113 |
93.69 |
93.70 |
93.66 |
93.70 |
+0.02 |
9,233 |
195,566 |
-4,541 |
Mar01 |
001113 |
93.71 |
93.75 |
93.68 |
93.74 |
+0.04 |
11,684 |
89,759 |
+3,576 |
Jun01 |
001113 |
93.73 |
93.80 |
93.73 |
93.79 |
+0.05 |
1,422 |
37,660 |
+213 |
Sep01 |
001113 |
93.76 |
93.81 |
93.73 |
93.79 |
+0.05 |
581 |
23,065 |
+452 |
Dec01 |
001113 |
93.70 |
93.77 |
93.70 |
93.77 |
+0.07 |
854 |
12,884 |
+802 |
Mar02 |
001113 |
93.67 |
93.72 |
93.67 |
93.71 |
+0.04 |
221 |
7,697 |
+13 |
Jun02 |
001113 |
93.60 |
93.64 |
93.60 |
93.64 |
+0.04 |
55 |
5,320 |
+6 |
Sep02 |
001113 |
93.56 |
93.58 |
93.56 |
93.58 |
+0.04 |
207 |
3,933 |
+102 |
Dec02 |
001113 |
93.50 |
93.52 |
93.50 |
93.52 |
+0.04 |
110 |
2,034 |
+35 |
Mar03 |
001113 |
93.47 |
93.50 |
93.47 |
93.49 |
+0.04 |
5 |
1,228 |
+0 |
Total Volume and Open Interest |
24,402 |
382,491 |
+688 |
10-Year Aus T-Bonds(SFE) |
Dec00 |
001113 |
93.93 |
94.03 |
93.93 |
93.99 |
+0.07 |
681 |
136,500 |
+4,359 |
Mar01 |
001113 |
94.00 |
94.00 |
94.00 |
94.00 |
+0.08 |
|
|
|
Total Volume and Open Interest |
681 |
136,500 |
+4,359 |
3-Year Aus T-Bonds(SFE) |
Dec00 |
001113 |
94.08 |
94.12 |
94.07 |
94.11 |
+0.05 |
2,021 |
344,332 |
+11,276 |
Mar01 |
001113 |
94.08 |
94.08 |
94.08 |
94.08 |
+0.05 |
|
|
|
Total Volume and Open Interest |
2,021 |
344,332 |
+11,276 |
Gold(CMX) |
Dec00 |
001113 |
265.5 |
266.8 |
265.0 |
265.3 |
-0.2 |
12,745 |
82,154 |
-223 |
Feb01 |
001113 |
268.4 |
269.3 |
267.8 |
268.0 |
-0.1 |
1,890 |
23,469 |
+683 |
Apr01 |
001113 |
271.5 |
271.5 |
270.6 |
270.6 |
-0.1 |
78 |
4,618 |
+61 |
Jun01 |
001113 |
273.5 |
274.5 |
273.1 |
273.1 |
-0.1 |
24 |
9,594 |
+4 |
Aug01 |
001113 |
275.4 |
275.4 |
275.4 |
275.4 |
-0.1 |
0 |
2,396 |
+0 |
Oct01 |
001113 |
277.7 |
277.7 |
277.7 |
277.7 |
-0.1 |
0 |
682 |
+0 |
Total Volume and Open Interest |
14,738 |
138,993 |
+527 |
Silver(CMX) |
Dec00 |
001113 |
469.5 |
471.0 |
468.5 |
468.8 |
-3.5 |
7,969 |
58,338 |
-1,255 |
Mar01 |
001113 |
477.5 |
478.0 |
475.0 |
475.6 |
-3.5 |
1,456 |
14,384 |
+857 |
May01 |
001113 |
483.0 |
483.0 |
480.0 |
480.1 |
-3.5 |
56 |
1,570 |
+44 |
Jul01 |
001113 |
488.0 |
488.0 |
484.8 |
484.8 |
-3.5 |
240 |
2,229 |
+247 |
Sep01 |
001113 |
492.0 |
492.0 |
489.2 |
489.2 |
-3.5 |
8 |
2,951 |
-1 |
Total Volume and Open Interest |
9,758 |
85,515 |
-71 |
Platinum(NYM) |
Jan01 |
001113 |
592.6 |
594.0 |
584.0 |
585.8 |
-6.8 |
866 |
8,220 |
+157 |
Apr01 |
001113 |
573.6 |
573.6 |
572.8 |
572.8 |
-6.8 |
1 |
217 |
-1 |
Total Volume and Open Interest |
867 |
8,442 |
+156 |
Palladium(NYME) |
Dec00 |
001113 |
781.00 |
781.00 |
777.00 |
777.00 |
-8.05 |
49 |
903 |
-9 |
Mar01 |
001113 |
783.00 |
783.00 |
775.00 |
775.00 |
-9.55 |
0 |
864 |
+0 |
Jun01 |
001113 |
770.00 |
770.00 |
770.00 |
770.00 |
-9.55 |
0 |
135 |
+0 |
Total Volume and Open Interest |
49 |
1,902 |
-9 |
Copper(CMX) |
Dec00 |
001113 |
81.80 |
82.15 |
81.60 |
82.10 |
-1.75 |
6,159 |
34,605 |
+42 |
Mar01 |
001113 |
82.60 |
83.15 |
82.50 |
83.05 |
-1.65 |
1,094 |
15,851 |
+314 |
May01 |
001113 |
82.70 |
83.00 |
82.45 |
82.95 |
-1.50 |
53 |
2,966 |
+20 |
Jul01 |
001113 |
82.50 |
82.90 |
82.50 |
82.85 |
-1.40 |
137 |
2,364 |
+41 |
Sep01 |
001113 |
82.45 |
82.75 |
82.45 |
82.75 |
-1.30 |
35 |
1,365 |
+4 |
Total Volume and Open Interest |
8,269 |
73,381 |
+429 |
DJIA Index(CBOT) |
Dec00 |
001113 |
10530 |
10645 |
10410 |
10568 |
-72 |
15,242 |
18,124 |
-496 |
Mar01 |
001113 |
10685 |
10790 |
10560 |
10707 |
-75 |
7 |
76 |
-2 |
Jun01 |
001113 |
10818 |
10910 |
10720 |
10846 |
-78 |
0 |
6 |
+0 |
Total Volume and Open Interest |
15,249 |
18,213 |
-498 |
S & P 500(CME) |
Dec00 |
001113 |
1359.00 |
1373.00 |
1335.00 |
1358.80 |
-13.70 |
71,416 |
417,795 |
-1,802 |
Mar01 |
001113 |
1380.00 |
1392.50 |
1357.90 |
1379.00 |
-13.90 |
1,770 |
15,911 |
+1,573 |
Jun01 |
001113 |
1398.10 |
1412.90 |
1376.00 |
1399.70 |
-14.20 |
105 |
2,677 |
+8 |
Sep01 |
001113 |
1422.10 |
1433.90 |
1399.90 |
1420.70 |
-14.20 |
0 |
319 |
+0 |
Total Volume and Open Interest |
73,291 |
436,973 |
-220 |
S & P 500 E-Mini(Globex) |
Dec00 |
001113 |
1369.00 |
1373.00 |
1335.00 |
1358.75 |
-13.75 |
90,707 |
68,213 |
+2,877 |
Mar01 |
001113 |
1371.00 |
1398.25 |
1358.00 |
1379.00 |
-14.00 |
7 |
34 |
+9 |
Total Volume and Open Interest |
90,714 |
68,247 |
+2,886 |
NASDAQ 100(CME) |
Dec00 |
001113 |
2830.00 |
2992.00 |
2755.00 |
2827.50 |
-66.50 |
18,855 |
43,575 |
-122 |
Mar01 |
001113 |
2870.00 |
2995.00 |
2800.00 |
2875.50 |
-69.00 |
5 |
52 |
-2 |
Jun01 |
001113 |
2923.50 |
2923.50 |
2923.50 |
2923.50 |
-68.00 |
|
|
|
Total Volume and Open Interest |
18,860 |
43,627 |
-124 |
NASDAQ 100 E-Mini(GLOBEX) |
Dec00 |
001113 |
2888.0 |
2993.0 |
2755.0 |
2827.5 |
-66.5 |
66,765 |
52,960 |
+5 |
Mar01 |
001113 |
2952.0 |
3021.0 |
2829.5 |
2875.5 |
-69.0 |
0 |
6 |
+0 |
Total Volume and Open Interest |
66,765 |
52,966 |
+5 |
NYSE Composite(NYBOT) |
Dec00 |
001113 |
642.00 |
646.50 |
633.50 |
641.00 |
-7.50 |
297 |
1,684 |
+110 |
Mar01 |
001113 |
650.00 |
650.00 |
650.00 |
650.00 |
-7.50 |
0 |
212 |
+0 |
Jun01 |
001113 |
659.00 |
659.00 |
659.00 |
659.00 |
-7.50 |
0 |
102 |
+0 |
Total Volume and Open Interest |
384 |
1,888 |
-291 |
S & P Midcap 400(CME) |
Dec00 |
001113 |
500.00 |
502.00 |
485.10 |
494.50 |
-9.50 |
874 |
16,111 |
-750 |
Mar01 |
001113 |
501.75 |
501.75 |
501.75 |
501.75 |
-9.50 |
0 |
1 |
+0 |
Jun01 |
001113 |
508.75 |
508.75 |
508.75 |
508.75 |
-9.50 |
0 |
1 |
+0 |
Total Volume and Open Interest |
874 |
16,113 |
-750 |
Russell 2000(CME) |
Dec00 |
001113 |
478.00 |
482.50 |
465.00 |
478.40 |
-3.25 |
465 |
14,426 |
-578 |
Mar01 |
001113 |
485.90 |
485.90 |
485.75 |
485.90 |
-3.25 |
|
|
|
Jun01 |
001113 |
493.45 |
493.45 |
493.30 |
493.45 |
-3.25 |
|
|
|
Total Volume and Open Interest |
465 |
14,426 |
-578 |
Value Line(KCBT) |
Dec00 |
001113 |
1094.00 |
1112.50 |
1082.50 |
1104.50 |
-4.50 |
62 |
166 |
-13 |
Total Volume and Open Interest |
62 |
167 |
-14 |
Nikkei 225(CME) |
Dec00 |
001113 |
14550 |
14750 |
14490 |
14695 |
-95 |
1,117 |
16,107 |
+221 |
Mar01 |
001113 |
14650 |
14750 |
14620 |
14750 |
-100 |
3 |
51 |
+3 |
Total Volume and Open Interest |
1,120 |
16,160 |
+224 |
Nikkei 225(SIMEX) |
Dec00 |
001113 |
14750 |
14770 |
14450 |
14605 |
-370 |
11,844 |
90,318 |
+1,603 |
Mar01 |
001113 |
14625 |
14625 |
14625 |
14625 |
-370 |
0 |
4,966 |
+0 |
Jun01 |
001113 |
14605 |
14605 |
14605 |
14605 |
-370 |
0 |
405 |
+0 |
Total Volume and Open Interest |
11,944 |
|
|
CAC 40(MATIF) |
Nov00 |
001113 |
6118.0 |
6180.0 |
6015.0 |
6093.5 |
-39.5 |
56,763 |
198,211 |
+4,171 |
Dec00 |
001113 |
6150.0 |
6170.0 |
6039.0 |
6082.0 |
-123.5 |
1,044 |
157,152 |
-118 |
Total Volume and Open Interest |
57,892 |
374,741 |
+4,066 |
DAX Index(EUREX) |
Dec00 |
001113 |
6839.5 |
6857.5 |
6720.0 |
6777.0 |
-91.0 |
40,003 |
166,584 |
+3,071 |
Mar01 |
001113 |
6930.0 |
6930.0 |
6806.0 |
6859.5 |
-93.0 |
1,032 |
7,527 |
+181 |
Jun01 |
001113 |
6952.0 |
6960.0 |
6895.0 |
6931.0 |
-96.0 |
177 |
8,064 |
+112 |
Total Volume and Open Interest |
41,212 |
182,175 |
+3,364 |
FT-SE 100(LIFFE) |
Dec00 |
001113 |
6379.00 |
6390.50 |
6255.50 |
6279.00 |
-146.00 |
32,140 |
231,223 |
+1,423 |
Mar01 |
001113 |
6400.00 |
6402.00 |
6332.00 |
6332.00 |
-145.50 |
6 |
14,961 |
+3 |
Jun01 |
001113 |
6402.50 |
6402.50 |
6402.50 |
6402.50 |
-145.50 |
100 |
7,436 |
+80 |
Total Volume and Open Interest |
33,063 |
253,620 |
+1,506 |
SPI 200(SFE) |
Dec00 |
001113 |
3319.0 |
3348.0 |
3315.0 |
3323.0 |
-9.0 |
12,805 |
138,074 |
+7,920 |
Mar01 |
001113 |
3365.0 |
3368.0 |
3347.0 |
3347.0 |
-10.0 |
1,434 |
3,437 |
+595 |
Jun01 |
001113 |
3375.0 |
3375.0 |
3375.0 |
3375.0 |
-10.0 |
0 |
174 |
+0 |
Total Volume and Open Interest |
14,252 |
141,698 |
+8,515 |
GSCI(CME) |
Nov00 |
001113 |
249.70 |
250.55 |
248.50 |
250.35 |
+2.40 |
8,258 |
16,139 |
-6,722 |
Dec00 |
001113 |
249.00 |
250.00 |
247.75 |
249.70 |
+2.40 |
8,447 |
20,088 |
+6,941 |
Jan01 |
001113 |
243.50 |
243.50 |
243.50 |
243.50 |
+1.50 |
|
|
|
Total Volume and Open Interest |
16,705 |
36,227 |
+219 |
Bridge CRB Index(NYBOT) |
Jan01 |
001113 |
224.50 |
224.50 |
223.00 |
223.25 |
-1.65 |
55 |
531 |
+1 |
Feb01 |
001113 |
222.00 |
222.00 |
221.25 |
222.00 |
-1.65 |
0 |
656 |
+0 |
Apr01 |
001113 |
220.75 |
220.75 |
220.75 |
220.75 |
-1.65 |
0 |
305 |
+0 |
Total Volume and Open Interest |
55 |
1,492 |
-92 |
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
|
|