 |
MRCI's Free Historical Futures Prices |
Daily Futures Price Listing Wed November 15, 2000 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Jan01 |
001115 |
479.00 |
484.25 |
479.00 |
481.50 |
+3.75 |
26,914 |
82,683 |
-1,119 |
Mar01 |
001115 |
487.50 |
492.75 |
487.00 |
490.50 |
+4.75 |
5,551 |
33,183 |
+951 |
May01 |
001115 |
495.00 |
500.50 |
495.00 |
498.00 |
+4.75 |
2,029 |
17,412 |
+164 |
Jul01 |
001115 |
500.00 |
507.00 |
500.00 |
505.25 |
+5.50 |
1,525 |
21,030 |
+203 |
Aug01 |
001115 |
504.50 |
507.75 |
503.50 |
506.00 |
+5.75 |
18 |
855 |
+2 |
Sep01 |
001115 |
503.50 |
507.75 |
503.50 |
506.25 |
+5.25 |
6 |
363 |
+4 |
Nov01 |
001115 |
506.50 |
513.00 |
506.00 |
510.75 |
+5.75 |
499 |
6,875 |
+28 |
Total Volume and Open Interest |
38,240 |
162,934 |
-478 |
Soybean Meal(CBOT) |
Dec00 |
001115 |
170.30 |
171.50 |
170.10 |
170.90 |
+1.10 |
10,920 |
40,298 |
-1,464 |
Jan01 |
001115 |
169.70 |
171.00 |
169.40 |
170.20 |
+1.10 |
9,005 |
30,350 |
+1,952 |
Mar01 |
001115 |
168.80 |
169.30 |
168.00 |
168.60 |
+0.80 |
5,002 |
18,360 |
+362 |
May01 |
001115 |
167.30 |
167.90 |
166.50 |
167.20 |
+0.90 |
2,499 |
11,907 |
+285 |
Jul01 |
001115 |
167.80 |
168.40 |
167.00 |
167.60 |
+0.80 |
1,505 |
9,856 |
+401 |
Aug01 |
001115 |
167.50 |
167.50 |
166.50 |
167.00 |
+1.10 |
243 |
2,062 |
+155 |
Sep01 |
001115 |
166.00 |
166.80 |
166.00 |
166.70 |
+1.20 |
163 |
1,355 |
+69 |
Oct01 |
001115 |
165.50 |
165.70 |
165.00 |
165.10 |
+0.50 |
5 |
628 |
+5 |
Total Volume and Open Interest |
29,379 |
116,125 |
+1,789 |
Soybean Oil(CBOT) |
Dec00 |
001115 |
15.23 |
15.52 |
15.15 |
15.31 |
+0.18 |
4,114 |
49,372 |
-494 |
Jan01 |
001115 |
15.51 |
15.78 |
15.43 |
15.60 |
+0.17 |
2,862 |
31,867 |
-207 |
Mar01 |
001115 |
15.87 |
16.19 |
15.82 |
15.98 |
+0.18 |
2,386 |
29,780 |
+91 |
May01 |
001115 |
16.28 |
16.58 |
16.20 |
16.37 |
+0.21 |
1,624 |
12,637 |
+518 |
Jul01 |
001115 |
16.60 |
16.90 |
16.60 |
16.72 |
+0.22 |
502 |
8,122 |
-52 |
Aug01 |
001115 |
16.85 |
17.00 |
16.85 |
16.85 |
+0.23 |
23 |
2,002 |
+4 |
Sep01 |
001115 |
17.03 |
17.20 |
17.00 |
17.00 |
+0.23 |
19 |
1,722 |
+4 |
Oct01 |
001115 |
17.20 |
17.35 |
17.18 |
17.18 |
+0.23 |
22 |
1,535 |
+5 |
Total Volume and Open Interest |
11,818 |
143,528 |
-70 |
Canola(WCE) |
Nov00 |
001115 |
258.8 |
258.8 |
258.8 |
258.8 |
+5.8 |
0 |
107 |
+0 |
Jan01 |
001115 |
259.0 |
263.6 |
259.0 |
262.9 |
+4.3 |
4,433 |
38,104 |
-873 |
Mar01 |
001115 |
264.7 |
269.4 |
264.7 |
268.2 |
+3.9 |
3,086 |
23,247 |
+1,879 |
May01 |
001115 |
273.2 |
273.2 |
273.2 |
273.2 |
+2.9 |
35 |
2,398 |
-35 |
Jul01 |
001115 |
278.8 |
278.8 |
278.8 |
278.8 |
+2.8 |
0 |
2,386 |
+0 |
Total Volume and Open Interest |
7,554 |
66,997 |
+971 |
Corn(CBOT) |
Dec00 |
001115 |
208.00 |
209.25 |
207.25 |
207.50 |
-1.25 |
37,494 |
164,960 |
-5,327 |
Jan01 |
001115 |
212.50 |
212.75 |
211.75 |
212.00 |
-1.00 |
120 |
1,159 |
+33 |
Mar01 |
001115 |
220.50 |
221.25 |
219.50 |
219.75 |
-1.25 |
16,420 |
175,075 |
+7,508 |
May01 |
001115 |
228.00 |
229.00 |
227.25 |
227.50 |
-1.00 |
1,553 |
41,000 |
+608 |
Jul01 |
001115 |
235.00 |
235.75 |
234.00 |
234.50 |
-1.00 |
2,596 |
49,856 |
+599 |
Sep01 |
001115 |
241.00 |
242.50 |
240.75 |
241.00 |
-0.50 |
128 |
4,639 |
+77 |
Total Volume and Open Interest |
60,542 |
465,100 |
+4,233 |
Wheat(CBOT) |
Dec00 |
001115 |
255.00 |
257.25 |
254.00 |
254.50 |
-1.25 |
13,969 |
70,232 |
-1,512 |
Mar01 |
001115 |
273.00 |
275.00 |
272.00 |
272.25 |
-1.25 |
8,544 |
61,652 |
+3,399 |
May01 |
001115 |
284.00 |
285.50 |
282.50 |
282.75 |
-1.50 |
452 |
3,102 |
-37 |
Jul01 |
001115 |
293.50 |
295.00 |
292.50 |
292.75 |
-1.50 |
948 |
19,798 |
+6 |
Sep01 |
001115 |
301.50 |
303.00 |
301.50 |
301.50 |
-2.00 |
25 |
991 |
+20 |
Total Volume and Open Interest |
24,089 |
158,371 |
+1,926 |
Wheat(KCBT) |
Dec00 |
001115 |
308.00 |
310.00 |
307.00 |
307.50 |
-1.00 |
5,373 |
36,588 |
-2,105 |
Mar01 |
001115 |
324.00 |
325.00 |
322.50 |
323.00 |
-1.00 |
3,370 |
37,971 |
+830 |
May01 |
001115 |
332.00 |
333.00 |
331.00 |
332.00 |
-0.50 |
137 |
2,649 |
+67 |
Jul01 |
001115 |
340.50 |
341.00 |
338.75 |
340.00 |
-0.50 |
546 |
9,607 |
+78 |
Sep01 |
001115 |
348.00 |
348.00 |
346.00 |
347.00 |
-0.50 |
0 |
295 |
+0 |
Total Volume and Open Interest |
9,428 |
87,204 |
-1,130 |
Wheat(MGE) |
Dec00 |
001115 |
318.50 |
321.00 |
318.50 |
320.25 |
+0.75 |
1,119 |
13,782 |
-374 |
Mar01 |
001115 |
334.25 |
335.25 |
333.25 |
335.00 |
+0.50 |
453 |
7,720 |
+252 |
May01 |
001115 |
343.00 |
344.25 |
342.25 |
344.00 |
+0.50 |
14 |
1,537 |
+7 |
Jul01 |
001115 |
350.75 |
351.00 |
349.50 |
351.00 |
+0.25 |
4 |
688 |
+0 |
Sep01 |
001115 |
357.50 |
357.50 |
357.50 |
357.50 |
-0.50 |
0 |
406 |
+0 |
Total Volume and Open Interest |
1,590 |
24,339 |
-115 |
Oats(CBOT) |
Dec00 |
001115 |
103.50 |
104.25 |
102.50 |
103.25 |
-0.50 |
1,353 |
8,720 |
-237 |
Mar01 |
001115 |
114.00 |
114.75 |
113.00 |
113.25 |
-0.75 |
1,313 |
4,339 |
+320 |
May01 |
001115 |
120.00 |
121.00 |
119.50 |
119.75 |
-0.75 |
259 |
465 |
+115 |
Jul01 |
001115 |
125.00 |
126.00 |
125.00 |
125.25 |
-0.75 |
23 |
270 |
+5 |
Total Volume and Open Interest |
2,973 |
14,574 |
+223 |
Rough Rice(CBOT) |
Nov00 |
001115 |
6.28 |
6.28 |
6.26 |
6.26 |
unch |
5 |
7 |
-12 |
Jan01 |
001115 |
6.50 |
6.50 |
6.45 |
6.47 |
-0.04 |
114 |
3,596 |
-75 |
Mar01 |
001115 |
6.69 |
6.71 |
6.68 |
6.70 |
-0.05 |
57 |
1,273 |
+46 |
May01 |
001115 |
6.94 |
6.94 |
6.94 |
6.94 |
-0.04 |
12 |
508 |
+5 |
Total Volume and Open Interest |
201 |
6,053 |
-34 |
Live Cattle(CME) |
Dec00 |
001115 |
72.400 |
72.400 |
71.950 |
72.125 |
-0.150 |
7,517 |
52,395 |
-1,303 |
Feb01 |
001115 |
74.475 |
74.575 |
74.200 |
74.425 |
-0.075 |
5,564 |
43,135 |
+1,221 |
Apr01 |
001115 |
75.625 |
75.625 |
75.325 |
75.500 |
-0.125 |
2,747 |
22,075 |
+218 |
Jun01 |
001115 |
72.400 |
72.450 |
72.225 |
72.325 |
-0.025 |
551 |
7,576 |
+178 |
Aug01 |
001115 |
72.650 |
72.650 |
72.375 |
72.425 |
-0.100 |
520 |
5,924 |
+143 |
Oct01 |
001115 |
73.850 |
73.850 |
73.500 |
73.750 |
-0.050 |
54 |
1,033 |
+44 |
Total Volume and Open Interest |
16,976 |
132,251 |
+524 |
Feeder Cattle(CME) |
Nov00 |
001115 |
88.450 |
88.450 |
88.250 |
88.375 |
-0.175 |
287 |
2,065 |
-114 |
Jan01 |
001115 |
89.375 |
89.425 |
89.125 |
89.325 |
-0.100 |
1,381 |
7,555 |
+244 |
Mar01 |
001115 |
88.700 |
88.750 |
88.450 |
88.725 |
-0.075 |
429 |
3,578 |
+83 |
Apr01 |
001115 |
88.300 |
88.400 |
88.150 |
88.375 |
-0.125 |
78 |
1,289 |
+21 |
May01 |
001115 |
87.950 |
88.050 |
87.750 |
88.000 |
-0.150 |
137 |
1,330 |
+74 |
Aug01 |
001115 |
87.950 |
88.050 |
87.800 |
88.000 |
-0.250 |
49 |
482 |
+21 |
Sep01 |
001115 |
87.800 |
87.825 |
87.800 |
87.825 |
-0.075 |
0 |
89 |
+0 |
Total Volume and Open Interest |
2,364 |
16,422 |
+331 |
Lean Hogs(CME) |
Dec00 |
001115 |
54.500 |
54.700 |
53.850 |
54.100 |
-0.450 |
7,287 |
16,156 |
-1,256 |
Feb01 |
001115 |
56.500 |
56.875 |
56.250 |
56.500 |
-0.375 |
4,318 |
15,691 |
+878 |
Apr01 |
001115 |
55.750 |
56.275 |
55.625 |
55.875 |
+0.025 |
873 |
4,287 |
+147 |
Jun01 |
001115 |
62.250 |
62.700 |
62.100 |
62.525 |
+0.025 |
250 |
1,934 |
+109 |
Jul01 |
001115 |
60.300 |
60.950 |
60.300 |
60.875 |
+0.150 |
41 |
455 |
+22 |
Aug01 |
001115 |
57.675 |
58.050 |
57.575 |
58.050 |
+0.300 |
24 |
405 |
+1 |
Oct01 |
001115 |
49.900 |
50.100 |
49.800 |
50.000 |
+0.150 |
28 |
483 |
+14 |
Dec01 |
001115 |
46.350 |
46.600 |
46.300 |
46.400 |
unch |
81 |
434 |
+42 |
Total Volume and Open Interest |
12,902 |
39,845 |
-43 |
Pork Bellies(CME) |
Feb01 |
001115 |
63.150 |
63.600 |
62.500 |
62.850 |
-1.775 |
466 |
2,082 |
+37 |
Mar01 |
001115 |
62.950 |
63.400 |
62.600 |
63.000 |
-1.625 |
13 |
113 |
-1 |
May01 |
001115 |
64.550 |
64.600 |
63.550 |
63.550 |
-1.850 |
21 |
98 |
+3 |
Jul01 |
001115 |
65.100 |
65.100 |
65.000 |
65.000 |
-2.150 |
12 |
34 |
+6 |
Aug01 |
001115 |
65.400 |
65.400 |
65.400 |
65.400 |
-1.800 |
0 |
21 |
+0 |
Total Volume and Open Interest |
512 |
2,348 |
+45 |
Cocoa(NYBOT) |
Dec00 |
001115 |
695 |
712 |
693 |
700 |
+6 |
10,124 |
2,008 |
-7,330 |
Mar01 |
001115 |
737 |
745 |
735 |
737 |
+5 |
10,014 |
47,780 |
+4,207 |
May01 |
001115 |
759 |
767 |
757 |
758 |
+4 |
1,400 |
17,570 |
-880 |
Jul01 |
001115 |
776 |
786 |
776 |
780 |
+4 |
1,216 |
13,268 |
+106 |
Sep01 |
001115 |
805 |
805 |
804 |
804 |
+4 |
65 |
11,353 |
+33 |
Dec01 |
001115 |
845 |
845 |
836 |
836 |
+4 |
644 |
12,835 |
-55 |
Mar02 |
001115 |
868 |
868 |
868 |
868 |
+4 |
4 |
10,156 |
+0 |
Total Volume and Open Interest |
23,480 |
134,456 |
-3,906 |
Coffee "C"(NYBOT) |
Dec00 |
001115 |
71.30 |
71.70 |
70.25 |
70.30 |
-1.10 |
6,893 |
15,053 |
-1,905 |
Mar01 |
001115 |
76.50 |
76.75 |
75.25 |
75.35 |
-1.05 |
4,971 |
19,521 |
+1,302 |
May01 |
001115 |
79.60 |
79.60 |
78.50 |
78.55 |
-0.95 |
404 |
3,571 |
+122 |
Jul01 |
001115 |
82.60 |
82.70 |
81.75 |
81.75 |
-0.95 |
74 |
2,052 |
+28 |
Sep01 |
001115 |
85.90 |
85.90 |
85.00 |
85.00 |
-0.80 |
38 |
2,537 |
+5 |
Dec01 |
001115 |
90.00 |
90.00 |
89.20 |
89.25 |
-0.75 |
65 |
752 |
+3 |
Total Volume and Open Interest |
12,445 |
43,493 |
-445 |
Orange Juice(NYBOT) |
Jan01 |
001115 |
74.80 |
76.00 |
74.75 |
75.40 |
+0.80 |
931 |
17,860 |
+62 |
Mar01 |
001115 |
77.80 |
78.90 |
77.80 |
78.45 |
+0.75 |
305 |
9,237 |
+82 |
May01 |
001115 |
80.60 |
80.80 |
80.60 |
80.75 |
+0.80 |
4 |
1,740 |
+3 |
Jul01 |
001115 |
83.25 |
83.25 |
83.10 |
83.25 |
+0.90 |
0 |
772 |
+0 |
Sep01 |
001115 |
85.75 |
85.75 |
85.75 |
85.75 |
+1.15 |
0 |
315 |
+0 |
Total Volume and Open Interest |
1,240 |
30,184 |
+147 |
Sugar #11(NYBOT) |
Mar01 |
001115 |
8.75 |
9.18 |
8.69 |
9.10 |
+0.37 |
13,428 |
78,271 |
+1,316 |
May01 |
001115 |
8.32 |
8.69 |
8.30 |
8.65 |
+0.32 |
1,641 |
19,230 |
-213 |
Jul01 |
001115 |
7.82 |
8.18 |
7.82 |
8.13 |
+0.27 |
1,145 |
22,843 |
+109 |
Oct01 |
001115 |
7.60 |
7.92 |
7.60 |
7.83 |
+0.21 |
955 |
18,507 |
-194 |
Mar02 |
001115 |
7.62 |
7.85 |
7.58 |
7.76 |
+0.16 |
48 |
7,312 |
+12 |
Total Volume and Open Interest |
17,259 |
148,041 |
+1,072 |
London Cocoa(LCE) |
Dec00 |
001115 |
562 |
565 |
558 |
562 |
+2 |
1,513 |
38,221 |
-560 |
Mar01 |
001115 |
578 |
580 |
575 |
577 |
-1 |
2,329 |
52,735 |
+587 |
May01 |
001115 |
595 |
597 |
592 |
593 |
-1 |
1,531 |
30,125 |
+468 |
Jul01 |
001115 |
609 |
610 |
607 |
608 |
-1 |
861 |
12,766 |
+194 |
Sep01 |
001115 |
622 |
623 |
620 |
621 |
-1 |
90 |
20,718 |
-11 |
Dec01 |
001115 |
647 |
651 |
647 |
648 |
-1 |
145 |
7,682 |
+116 |
Mar02 |
001115 |
675 |
675 |
673 |
673 |
-1 |
202 |
15,541 |
+137 |
Total Volume and Open Interest |
6,671 |
192,404 |
+931 |
London Coffee(LCE) |
Nov00 |
001115 |
664.00 |
667.00 |
660.00 |
667.00 |
+1.00 |
124 |
1,277 |
-162 |
Jan01 |
001115 |
672.00 |
673.00 |
668.00 |
672.00 |
-3.00 |
2,061 |
27,405 |
-120 |
Mar01 |
001115 |
692.00 |
694.00 |
688.00 |
692.00 |
-4.00 |
1,217 |
11,988 |
+301 |
May01 |
001115 |
715.00 |
717.00 |
712.00 |
715.00 |
-3.00 |
404 |
6,363 |
-29 |
Jul01 |
001115 |
741.00 |
741.00 |
737.00 |
739.00 |
-4.00 |
57 |
2,625 |
+26 |
Sep01 |
001115 |
764.00 |
764.00 |
763.00 |
763.00 |
-5.00 |
66 |
1,506 |
+32 |
Total Volume and Open Interest |
3,929 |
54,234 |
+48 |
London Sugar(LCE) |
Dec00 |
001115 |
225.50 |
233.60 |
224.60 |
225.00 |
-0.30 |
902 |
2,074 |
-764 |
Mar01 |
001115 |
227.40 |
236.00 |
227.00 |
235.30 |
+8.10 |
1,457 |
22,125 |
-21 |
May01 |
001115 |
225.20 |
232.40 |
224.60 |
231.60 |
+7.00 |
181 |
4,368 |
+105 |
Aug01 |
001115 |
221.30 |
228.10 |
221.10 |
228.10 |
+7.00 |
30 |
6,722 |
+10 |
Oct01 |
001115 |
216.50 |
222.60 |
216.50 |
222.60 |
+6.70 |
148 |
2,467 |
+85 |
Total Volume and Open Interest |
2,978 |
38,655 |
-402 |
Cotton(NYBOT) |
Dec00 |
001115 |
64.65 |
64.80 |
64.40 |
64.74 |
-0.08 |
4,357 |
14,302 |
-2,388 |
Mar01 |
001115 |
67.55 |
67.85 |
67.45 |
67.82 |
+0.04 |
5,153 |
29,396 |
+1,805 |
May01 |
001115 |
68.45 |
68.85 |
68.40 |
68.85 |
+0.18 |
391 |
10,994 |
+226 |
Jul01 |
001115 |
69.00 |
69.25 |
68.80 |
69.25 |
+0.25 |
340 |
6,310 |
+215 |
Oct01 |
001115 |
65.60 |
65.60 |
65.60 |
65.60 |
+0.14 |
65 |
789 |
+0 |
Dec01 |
001115 |
64.70 |
64.90 |
64.65 |
64.85 |
+0.20 |
85 |
5,597 |
+7 |
Total Volume and Open Interest |
22,391 |
67,548 |
-135 |
Lumber(CME) |
Nov00 |
001115 |
212.0 |
214.9 |
207.5 |
208.5 |
-2.4 |
362 |
373 |
-144 |
Jan01 |
001115 |
231.2 |
238.7 |
229.4 |
236.0 |
+4.9 |
579 |
2,595 |
+40 |
Mar01 |
001115 |
240.2 |
246.6 |
239.3 |
245.8 |
+4.0 |
139 |
989 |
+43 |
May01 |
001115 |
246.6 |
250.7 |
246.6 |
250.5 |
+3.5 |
44 |
240 |
+29 |
Total Volume and Open Interest |
1,125 |
4,269 |
-31 |
Crude Oil(NYM) |
Dec00 |
001115 |
35.40 |
35.65 |
34.65 |
35.58 |
+0.71 |
78,811 |
66,354 |
-11,396 |
Jan01 |
001115 |
34.50 |
35.05 |
34.05 |
34.99 |
+1.03 |
71,758 |
123,856 |
+12,024 |
Feb01 |
001115 |
33.40 |
34.00 |
33.08 |
33.92 |
+0.97 |
13,363 |
39,727 |
+2,386 |
Mar01 |
001115 |
32.40 |
32.85 |
31.95 |
32.79 |
+0.87 |
6,384 |
22,964 |
+1,884 |
Apr01 |
001115 |
31.25 |
31.77 |
31.15 |
31.77 |
+0.70 |
1,846 |
17,060 |
+210 |
May01 |
001115 |
30.25 |
30.93 |
30.22 |
30.93 |
+0.56 |
1,358 |
12,344 |
-100 |
Jun01 |
001115 |
29.80 |
30.17 |
29.63 |
30.17 |
+0.45 |
2,431 |
26,271 |
-805 |
Jul01 |
001115 |
29.30 |
29.50 |
29.05 |
29.50 |
+0.38 |
418 |
12,585 |
+133 |
Aug01 |
001115 |
28.70 |
28.91 |
28.70 |
28.91 |
+0.35 |
680 |
10,924 |
+176 |
Sep01 |
001115 |
27.95 |
28.38 |
27.82 |
28.38 |
+0.33 |
1,048 |
17,693 |
+249 |
Total Volume and Open Interest |
182,164 |
491,956 |
+4,975 |
Heating Oil(NYM) |
Dec00 |
001115 |
108.50 |
108.50 |
105.50 |
107.71 |
+2.30 |
28,065 |
40,361 |
-1,392 |
Jan01 |
001115 |
105.00 |
105.25 |
102.65 |
104.51 |
+2.07 |
20,938 |
42,030 |
+1,667 |
Feb01 |
001115 |
99.00 |
100.20 |
98.40 |
99.91 |
+1.72 |
6,334 |
24,023 |
-178 |
Mar01 |
001115 |
93.75 |
94.30 |
92.10 |
93.81 |
+1.37 |
1,625 |
14,985 |
+526 |
Apr01 |
001115 |
88.90 |
88.90 |
86.50 |
88.16 |
+1.07 |
991 |
8,417 |
+1 |
May01 |
001115 |
82.35 |
83.20 |
82.25 |
83.16 |
+0.77 |
641 |
5,794 |
-4 |
Jun01 |
001115 |
79.40 |
80.06 |
79.40 |
80.06 |
+0.62 |
612 |
6,107 |
-298 |
Jul01 |
001115 |
77.95 |
78.56 |
77.95 |
78.56 |
+0.57 |
33 |
2,500 |
-3 |
Aug01 |
001115 |
77.75 |
78.01 |
77.45 |
78.01 |
+0.57 |
26 |
3,519 |
+0 |
Sep01 |
001115 |
77.95 |
78.21 |
77.70 |
78.21 |
+0.57 |
29 |
1,337 |
+27 |
Total Volume and Open Interest |
59,918 |
155,744 |
+435 |
Unleaded Gas(NYM) |
Dec00 |
001115 |
90.20 |
92.30 |
88.40 |
91.94 |
+2.71 |
11,986 |
30,476 |
-1,926 |
Jan01 |
001115 |
89.30 |
90.80 |
87.70 |
90.58 |
+2.31 |
1,784 |
18,912 |
+1,047 |
Feb01 |
001115 |
88.70 |
90.50 |
87.90 |
90.23 |
+2.31 |
2,197 |
7,537 |
-393 |
Mar01 |
001115 |
88.80 |
90.38 |
88.00 |
90.38 |
+2.21 |
1,012 |
8,417 |
+1 |
Apr01 |
001115 |
93.00 |
94.38 |
93.00 |
94.38 |
+2.11 |
1,700 |
5,368 |
+113 |
May01 |
001115 |
92.00 |
93.33 |
92.00 |
93.33 |
+2.01 |
430 |
5,948 |
-16 |
Jun01 |
001115 |
91.58 |
91.58 |
91.58 |
91.58 |
+1.96 |
288 |
2,687 |
+4 |
Jul01 |
001115 |
89.43 |
89.43 |
89.43 |
89.43 |
+1.86 |
99 |
1,400 |
+0 |
Total Volume and Open Interest |
|
|
|
Natural Gas(NYM) |
Dec00 |
001115 |
6.070 |
6.320 |
5.915 |
6.265 |
+0.249 |
51,820 |
46,070 |
+553 |
Jan01 |
001115 |
6.080 |
6.280 |
5.910 |
6.231 |
+0.229 |
28,105 |
42,271 |
+3,772 |
Feb01 |
001115 |
5.710 |
5.860 |
5.540 |
5.811 |
+0.191 |
7,243 |
30,256 |
-401 |
Mar01 |
001115 |
5.280 |
5.400 |
5.140 |
5.351 |
+0.143 |
5,216 |
28,262 |
-551 |
Apr01 |
001115 |
4.840 |
4.910 |
4.720 |
4.893 |
+0.100 |
3,972 |
21,783 |
+1,991 |
May01 |
001115 |
4.650 |
4.735 |
4.565 |
4.728 |
+0.083 |
2,226 |
18,640 |
+402 |
Jun01 |
001115 |
4.620 |
4.710 |
4.550 |
4.706 |
+0.081 |
1,968 |
19,488 |
-146 |
Jul01 |
001115 |
4.650 |
4.696 |
4.540 |
4.696 |
+0.078 |
1,352 |
10,933 |
+71 |
Total Volume and Open Interest |
110,763 |
396,255 |
+6,446 |
Brent Crude Oil(IPE) |
Dec00 |
001115 |
32.80 |
34.00 |
32.80 |
33.90 |
+1.21 |
17,940 |
22,821 |
-9,612 |
Jan01 |
001115 |
32.30 |
33.20 |
32.30 |
33.17 |
+1.02 |
39,818 |
69,717 |
-1,815 |
Feb01 |
001115 |
31.67 |
32.25 |
31.50 |
32.20 |
+0.76 |
8,652 |
45,010 |
+1,566 |
Mar01 |
001115 |
30.67 |
31.06 |
30.45 |
31.06 |
+0.56 |
7,212 |
40,200 |
+4,648 |
Apr01 |
001115 |
29.80 |
30.05 |
29.60 |
30.02 |
+0.36 |
3,483 |
27,406 |
+2,357 |
May01 |
001115 |
29.01 |
29.36 |
28.90 |
29.24 |
+0.23 |
1,041 |
7,265 |
+622 |
Jun01 |
001115 |
28.40 |
28.67 |
28.20 |
28.56 |
+0.20 |
513 |
17,685 |
+458 |
Jul01 |
001115 |
27.90 |
28.04 |
27.73 |
28.04 |
+0.17 |
0 |
5,193 |
+0 |
Total Volume and Open Interest |
80,047 |
285,341 |
-934 |
Gas Oil(IPE) |
Dec00 |
001115 |
306.00 |
315.50 |
306.00 |
313.00 |
+11.25 |
16,036 |
37,673 |
-949 |
Jan01 |
001115 |
297.25 |
303.00 |
296.50 |
301.25 |
+9.25 |
12,965 |
23,984 |
+3,023 |
Feb01 |
001115 |
287.00 |
292.00 |
287.00 |
289.75 |
+7.25 |
3,145 |
6,866 |
+908 |
Mar01 |
001115 |
277.25 |
278.00 |
274.75 |
275.50 |
+4.75 |
1,996 |
7,055 |
+352 |
Apr01 |
001115 |
265.25 |
265.25 |
262.75 |
263.00 |
+3.75 |
923 |
5,405 |
-75 |
May01 |
001115 |
254.00 |
254.50 |
253.00 |
253.25 |
+3.00 |
459 |
1,165 |
+209 |
Jun01 |
001115 |
248.75 |
248.75 |
246.00 |
246.00 |
+2.00 |
1,885 |
13,024 |
+1,375 |
Jul01 |
001115 |
245.75 |
245.75 |
242.25 |
242.25 |
+1.25 |
150 |
3,082 |
+43 |
Total Volume and Open Interest |
37,759 |
104,244 |
+5,086 |
US Dollar Index(NYBOT) |
Dec00 |
001115 |
116.03 |
116.47 |
115.61 |
116.28 |
+0.15 |
656 |
3,946 |
-136 |
Mar01 |
001115 |
115.90 |
116.08 |
115.70 |
116.10 |
+0.13 |
660 |
6,018 |
-135 |
Jun01 |
001115 |
115.96 |
115.96 |
115.94 |
115.94 |
+0.13 |
660 |
6,018 |
-135 |
Total Volume and Open Interest |
660 |
6,018 |
-135 |
Australian Dollar(IMM) |
Dec00 |
001115 |
52.09 |
52.25 |
51.95 |
52.10 |
+0.19 |
987 |
22,152 |
-88 |
Mar01 |
001115 |
52.20 |
52.25 |
52.03 |
52.15 |
+0.19 |
7 |
2,250 |
+6 |
Jun01 |
001115 |
52.20 |
52.20 |
52.20 |
52.20 |
+0.19 |
0 |
8 |
+0 |
Total Volume and Open Interest |
994 |
24,415 |
-82 |
British Pound(IMM) |
Dec00 |
001115 |
142.54 |
143.00 |
142.38 |
142.74 |
-0.30 |
4,268 |
33,476 |
+590 |
Mar01 |
001115 |
142.70 |
143.30 |
142.60 |
143.00 |
-0.30 |
18 |
139 |
+7 |
Jun01 |
001115 |
143.26 |
143.26 |
143.10 |
143.26 |
-0.30 |
0 |
2 |
+0 |
Total Volume and Open Interest |
4,286 |
33,617 |
+597 |
Canadian Dollar(IMM) |
Dec00 |
001115 |
64.64 |
64.65 |
64.42 |
64.44 |
-0.34 |
2,493 |
73,093 |
+634 |
Mar01 |
001115 |
64.78 |
64.79 |
64.53 |
64.58 |
-0.34 |
152 |
3,129 |
+15 |
Jun01 |
001115 |
64.85 |
64.86 |
64.67 |
64.67 |
-0.34 |
58 |
1,805 |
+44 |
Sep01 |
001115 |
64.79 |
64.79 |
64.75 |
64.75 |
-0.34 |
17 |
678 |
+6 |
Total Volume and Open Interest |
2,720 |
79,013 |
+699 |
Japanese Yen(IMM) |
Dec00 |
001115 |
92.55 |
92.64 |
92.31 |
92.34 |
-0.68 |
7,112 |
58,980 |
+550 |
Mar01 |
001115 |
93.92 |
94.05 |
93.69 |
93.76 |
-0.69 |
7 |
378 |
+2 |
Jun01 |
001115 |
95.15 |
95.15 |
95.15 |
95.15 |
-0.70 |
0 |
8 |
+0 |
Total Volume and Open Interest |
7,119 |
59,507 |
+552 |
Swiss Franc(IMM) |
Dec00 |
001115 |
56.64 |
56.67 |
56.27 |
56.40 |
-0.14 |
5,159 |
48,021 |
+635 |
Mar01 |
001115 |
57.05 |
57.07 |
56.70 |
56.84 |
-0.14 |
16 |
328 |
+12 |
Jun01 |
001115 |
57.26 |
57.26 |
57.25 |
57.26 |
-0.14 |
0 |
10 |
+0 |
Total Volume and Open Interest |
5,175 |
48,360 |
+647 |
EuroFX(IMM) |
Dec00 |
001115 |
86.10 |
86.18 |
85.67 |
85.91 |
+0.08 |
9,445 |
76,661 |
-321 |
Mar01 |
001115 |
86.46 |
86.46 |
86.00 |
86.24 |
+0.09 |
106 |
1,147 |
+35 |
Total Volume and Open Interest |
9,551 |
77,808 |
-286 |
Mexican Peso(IMM) |
Dec00 |
001115 |
10415.0 |
10475.0 |
10415.0 |
10460.0 |
+45.0 |
3,048 |
12,189 |
+1,993 |
Mar01 |
001115 |
10165.0 |
10200.0 |
10163.0 |
10175.0 |
+50.0 |
540 |
4,189 |
+161 |
Total Volume and Open Interest |
5,200 |
18,295 |
+2,517 |
30-Year T-Bonds(CBOT) |
Dec00 |
001115 |
99~30 |
100~19 |
99~27 |
100~14 |
+0~16 |
134,093 |
396,635 |
+4,579 |
Mar01 |
001115 |
99~28 |
100~19 |
99~28 |
100~15 |
+0~15 |
9,881 |
32,566 |
+3,942 |
Jun01 |
001115 |
100~12 |
100~12 |
100~12 |
100~12 |
+0~15 |
5 |
277 |
+5 |
Total Volume and Open Interest |
143,981 |
429,568 |
+8,530 |
Municipal Bonds(CBOT) |
Dec00 |
001115 |
99~26 |
100~08 |
99~26 |
100~04 |
+0~07 |
937 |
20,237 |
+74 |
Mar01 |
001115 |
99~10 |
99~12 |
99~10 |
99~12 |
+0~07 |
0 |
8 |
+0 |
Total Volume and Open Interest |
937 |
20,245 |
+74 |
10-Year T-Notes(CBOT) |
Dec00 |
001115 |
100~315 |
101~100 |
100~295 |
101~080 |
+0~080 |
122,356 |
529,019 |
+7,786 |
Mar01 |
001115 |
101~015 |
101~115 |
101~010 |
101~095 |
+0~085 |
4,029 |
30,243 |
-652 |
Total Volume and Open Interest |
126,385 |
560,183 |
+7,134 |
5-Year T-Notes(CBOT) |
Dec00 |
001115 |
100~250 |
100~300 |
100~250 |
100~295 |
+0~040 |
71,606 |
359,956 |
+3,926 |
Mar01 |
001115 |
100~275 |
100~305 |
100~270 |
100~305 |
+0~040 |
2,344 |
25,674 |
+1,983 |
Total Volume and Open Interest |
73,950 |
385,630 |
+5,909 |
2 Year T-Notes(CBOT) |
Dec00 |
001115 |
100~013 |
100~020 |
100~012 |
100~016 |
+0~002 |
2,369 |
57,919 |
+2,065 |
Mar01 |
001115 |
100~036 |
100~036 |
100~036 |
100~036 |
+0~002 |
1 |
9 |
+1 |
Total Volume and Open Interest |
2,370 |
57,928 |
+2,066 |
3-Mth T-Bills(IMM) |
Dec00 |
001115 |
93.81 |
93.81 |
93.80 |
93.80 |
+0.01 |
1 |
1,367 |
+0 |
Total Volume and Open Interest |
1 |
1,405 |
+0 |
Eurodollars(IMM) |
Dec00 |
001115 |
93.287 |
93.295 |
93.280 |
93.285 |
-0.002 |
46,289 |
510,189 |
-135 |
Mar01 |
001115 |
93.490 |
93.505 |
93.475 |
93.490 |
+0.005 |
68,061 |
500,725 |
-2,805 |
Jun01 |
001115 |
93.610 |
93.635 |
93.600 |
93.625 |
+0.010 |
50,462 |
367,672 |
+2,353 |
Sep01 |
001115 |
93.665 |
93.685 |
93.660 |
93.680 |
+0.015 |
53,516 |
389,882 |
-6,817 |
Dec01 |
001115 |
93.590 |
93.610 |
93.590 |
93.610 |
+0.020 |
18,932 |
255,494 |
-1,900 |
Mar02 |
001115 |
93.625 |
93.660 |
93.625 |
93.655 |
+0.025 |
14,747 |
218,960 |
-378 |
Jun02 |
001115 |
93.570 |
93.600 |
93.570 |
93.600 |
+0.025 |
10,712 |
145,881 |
+929 |
Sep02 |
001115 |
93.525 |
93.555 |
93.525 |
93.555 |
+0.025 |
11,692 |
112,430 |
-941 |
Dec02 |
001115 |
93.420 |
93.440 |
93.420 |
93.440 |
+0.025 |
3,892 |
86,174 |
+703 |
Mar03 |
001115 |
93.445 |
93.465 |
93.440 |
93.465 |
+0.030 |
4,081 |
77,611 |
+1,139 |
Jun03 |
001115 |
93.390 |
93.420 |
93.390 |
93.420 |
+0.030 |
3,003 |
56,834 |
+258 |
Sep03 |
001115 |
93.365 |
93.385 |
93.365 |
93.385 |
+0.030 |
3,460 |
58,784 |
+468 |
Total Volume and Open Interest |
310,184 |
3,157,977 |
-32,464 |
3-Mth Euro-Yen(IMM) |
Dec00 |
001115 |
99.47 |
99.48 |
99.47 |
99.48 |
+0.02 |
908 |
13,929 |
+1,601 |
Mar01 |
001115 |
99.53 |
99.54 |
99.53 |
99.53 |
+0.04 |
162 |
23,508 |
+321 |
Jun01 |
001115 |
99.50 |
99.50 |
99.50 |
99.50 |
+0.04 |
354 |
10,172 |
-5 |
Sep01 |
001115 |
99.45 |
99.45 |
99.45 |
99.45 |
+0.05 |
498 |
12,558 |
+876 |
Dec01 |
001115 |
99.36 |
99.37 |
99.36 |
99.37 |
+0.05 |
204 |
6,099 |
+232 |
Mar02 |
001115 |
99.34 |
99.34 |
99.33 |
99.33 |
+0.04 |
63 |
3,658 |
+50 |
Jun02 |
001115 |
99.26 |
99.26 |
99.26 |
99.26 |
+0.04 |
60 |
823 |
+40 |
Sep02 |
001115 |
99.14 |
99.14 |
99.14 |
99.14 |
+0.04 |
1 |
308 |
+1 |
Dec02 |
001115 |
98.94 |
98.94 |
98.94 |
98.94 |
+0.06 |
0 |
30 |
+0 |
Mar03 |
001115 |
98.80 |
98.80 |
98.80 |
98.80 |
unch |
|
|
|
Total Volume and Open Interest |
2,250 |
71,085 |
+3,116 |
3-Mth Euro-Yen(SIMEX) |
Dec00 |
001115 |
99.46 |
99.48 |
99.46 |
99.48 |
+0.02 |
2,296 |
96,536 |
-1,667 |
Mar01 |
001115 |
99.50 |
99.54 |
99.50 |
99.54 |
+0.04 |
2,220 |
98,423 |
-1,562 |
Jun01 |
001115 |
99.46 |
99.50 |
99.46 |
99.50 |
+0.03 |
1,600 |
83,985 |
-478 |
Sep01 |
001115 |
99.41 |
99.46 |
99.40 |
99.45 |
+0.03 |
1,732 |
64,366 |
-757 |
Dec01 |
001115 |
99.32 |
99.37 |
99.32 |
99.36 |
+0.03 |
466 |
21,786 |
-209 |
Mar02 |
001115 |
99.29 |
99.34 |
99.29 |
99.34 |
+0.04 |
427 |
14,591 |
-1 |
Jun02 |
001115 |
99.21 |
99.26 |
99.21 |
99.26 |
+0.04 |
783 |
7,504 |
-232 |
Sep02 |
001115 |
99.10 |
99.14 |
99.10 |
99.14 |
+0.04 |
282 |
5,469 |
+313 |
Total Volume and Open Interest |
9,806 |
401,723 |
-4,593 |
German Euro-Bund(EUREX) |
Dec00 |
001115 |
105.80 |
105.83 |
105.66 |
105.72 |
+0.03 |
398,358 |
641,823 |
+26,107 |
Mar01 |
001115 |
105.88 |
105.88 |
105.80 |
105.82 |
+0.03 |
4,091 |
32,793 |
+607 |
Jun01 |
001115 |
105.57 |
105.57 |
105.57 |
105.57 |
+0.04 |
0 |
1,243 |
-321 |
Total Volume and Open Interest |
402,449 |
675,859 |
+26,393 |
German Euro-Bobl(EUREX) |
Dec00 |
001115 |
103.86 |
103.94 |
103.80 |
103.90 |
+0.09 |
212,795 |
358,427 |
+15,355 |
Mar01 |
001115 |
103.60 |
103.67 |
103.57 |
103.65 |
+0.10 |
2,304 |
9,322 |
+228 |
Jun01 |
001115 |
103.50 |
103.50 |
103.50 |
103.50 |
+0.09 |
0 |
623 |
-21 |
Total Volume and Open Interest |
215,099 |
368,372 |
+15,562 |
Long Gilt(LIFFE) |
Dec00 |
001115 |
114~03 |
114~09 |
113~30 |
114~03 |
+0~04 |
18,467 |
69,969 |
-534 |
Mar01 |
001115 |
113~26 |
113~28 |
113~22 |
113~24 |
+0~04 |
15 |
1,555 |
+0 |
Total Volume and Open Interest |
18,789 |
71,524 |
-534 |
3-Mth Short Sterling(LIFFE) |
Dec00 |
001115 |
93.92 |
93.96 |
93.92 |
93.95 |
+0.02 |
12,252 |
166,539 |
+812 |
Mar01 |
001115 |
94.01 |
94.08 |
94.01 |
94.07 |
+0.06 |
18,016 |
199,984 |
-330 |
Jun01 |
001115 |
94.04 |
94.11 |
94.04 |
94.10 |
+0.06 |
11,548 |
117,040 |
+1,478 |
Total Volume and Open Interest |
70,494 |
810,691 |
+4,997 |
3-Mth Euribor(LIFFE) |
Dec00 |
001115 |
94.875 |
94.890 |
94.870 |
94.890 |
+0.020 |
48,589 |
315,712 |
-981 |
Mar01 |
001115 |
94.915 |
94.930 |
94.900 |
94.925 |
+0.015 |
53,448 |
294,013 |
+84,413 |
Jun01 |
001115 |
94.945 |
94.960 |
94.930 |
94.955 |
+0.010 |
48,320 |
217,431 |
+12,068 |
Total Volume and Open Interest |
221,640 |
1,711,603 |
+599,978 |
3-Mth Aus T-Bills(SFE) |
Dec00 |
001115 |
93.70 |
93.71 |
93.68 |
93.69 |
-0.02 |
10,122 |
201,880 |
+6,314 |
Mar01 |
001115 |
93.75 |
93.79 |
93.74 |
93.76 |
unch |
14,196 |
102,688 |
+12,929 |
Jun01 |
001115 |
93.81 |
93.83 |
93.77 |
93.78 |
-0.02 |
2,742 |
38,964 |
+1,304 |
Sep01 |
001115 |
93.81 |
93.83 |
93.78 |
93.79 |
-0.02 |
1,193 |
24,131 |
+1,066 |
Dec01 |
001115 |
93.80 |
93.80 |
93.75 |
93.76 |
-0.02 |
1,510 |
12,830 |
-54 |
Mar02 |
001115 |
93.72 |
93.74 |
93.70 |
93.71 |
-0.02 |
559 |
7,929 |
+232 |
Jun02 |
001115 |
93.67 |
93.67 |
93.63 |
93.63 |
-0.03 |
489 |
5,205 |
-115 |
Sep02 |
001115 |
93.60 |
93.60 |
93.56 |
93.56 |
-0.03 |
720 |
4,198 |
+265 |
Dec02 |
001115 |
93.51 |
93.51 |
93.51 |
93.51 |
-0.02 |
20 |
2,028 |
-6 |
Mar03 |
001115 |
93.47 |
93.47 |
93.47 |
93.47 |
-0.03 |
50 |
1,258 |
+30 |
Total Volume and Open Interest |
31,691 |
404,526 |
+0 |
10-Year Aus T-Bonds(SFE) |
Dec00 |
001115 |
94.02 |
94.03 |
93.96 |
94.00 |
-0.01 |
3,980 |
149,759 |
+6,788 |
Mar01 |
001115 |
94.00 |
94.00 |
94.00 |
94.00 |
-0.01 |
|
|
|
Total Volume and Open Interest |
3,980 |
149,759 |
+6,788 |
3-Year Aus T-Bonds(SFE) |
Dec00 |
001115 |
94.12 |
94.14 |
94.08 |
94.10 |
-0.03 |
7,060 |
360,284 |
+15,952 |
Mar01 |
001115 |
94.07 |
94.07 |
94.07 |
94.07 |
-0.03 |
|
|
|
Total Volume and Open Interest |
7,060 |
360,284 |
+0 |
Gold(CMX) |
Dec00 |
001115 |
265.6 |
266.6 |
265.3 |
265.6 |
+0.2 |
9,976 |
78,515 |
-641 |
Feb01 |
001115 |
268.7 |
269.4 |
268.0 |
268.3 |
+0.2 |
1,595 |
27,554 |
+223 |
Apr01 |
001115 |
271.3 |
271.5 |
270.9 |
270.9 |
+0.2 |
339 |
4,768 |
+129 |
Jun01 |
001115 |
273.3 |
274.3 |
273.3 |
273.5 |
+0.2 |
1,129 |
9,842 |
+324 |
Aug01 |
001115 |
275.8 |
275.8 |
275.8 |
275.8 |
+0.2 |
5 |
2,512 |
+0 |
Oct01 |
001115 |
278.1 |
278.1 |
278.1 |
278.1 |
+0.2 |
200 |
852 |
+170 |
Total Volume and Open Interest |
13,405 |
140,258 |
+316 |
Silver(CMX) |
Dec00 |
001115 |
469.0 |
470.5 |
466.5 |
468.8 |
-0.7 |
6,602 |
55,637 |
-2,176 |
Mar01 |
001115 |
475.0 |
477.0 |
473.5 |
475.7 |
-0.6 |
1,064 |
15,252 |
+407 |
May01 |
001115 |
480.5 |
481.0 |
480.0 |
480.3 |
-0.5 |
43 |
1,594 |
+18 |
Jul01 |
001115 |
486.0 |
487.5 |
485.1 |
485.1 |
-0.4 |
634 |
2,790 |
+381 |
Sep01 |
001115 |
490.0 |
490.0 |
489.6 |
489.6 |
-0.3 |
1 |
2,953 |
+1 |
Total Volume and Open Interest |
8,414 |
84,208 |
-1,409 |
Platinum(NYM) |
Jan01 |
001115 |
589.4 |
589.4 |
585.0 |
585.0 |
-4.4 |
407 |
8,035 |
-67 |
Apr01 |
001115 |
573.5 |
573.5 |
573.5 |
573.5 |
-4.4 |
103 |
311 |
+89 |
Total Volume and Open Interest |
510 |
8,351 |
+22 |
Palladium(NYME) |
Dec00 |
001115 |
783.00 |
788.00 |
783.00 |
785.00 |
unch |
54 |
817 |
+35 |
Mar01 |
001115 |
786.00 |
786.00 |
783.00 |
783.00 |
unch |
30 |
962 |
+25 |
Jun01 |
001115 |
778.00 |
778.00 |
778.00 |
778.00 |
unch |
0 |
135 |
+0 |
Total Volume and Open Interest |
84 |
1,914 |
+60 |
Copper(CMX) |
Dec00 |
001115 |
82.60 |
83.20 |
82.10 |
82.70 |
-0.05 |
5,274 |
35,166 |
+970 |
Mar01 |
001115 |
83.60 |
84.25 |
83.20 |
83.65 |
-0.05 |
1,121 |
16,314 |
+340 |
May01 |
001115 |
84.05 |
84.10 |
83.45 |
83.60 |
+0.10 |
204 |
3,136 |
+114 |
Jul01 |
001115 |
83.75 |
83.90 |
83.55 |
83.55 |
+0.15 |
21 |
2,542 |
+56 |
Sep01 |
001115 |
83.70 |
83.70 |
83.30 |
83.50 |
+0.20 |
12 |
1,509 |
+21 |
Total Volume and Open Interest |
7,306 |
75,391 |
+1,627 |
DJIA Index(CBOT) |
Dec00 |
001115 |
10725 |
10850 |
10680 |
10753 |
-12 |
13,506 |
18,632 |
+398 |
Mar01 |
001115 |
10885 |
10985 |
10830 |
10895 |
-11 |
12 |
80 |
+2 |
Jun01 |
001115 |
11100 |
11120 |
11000 |
11035 |
-11 |
4 |
8 |
+2 |
Total Volume and Open Interest |
13,522 |
18,727 |
+402 |
S & P 500(CME) |
Dec00 |
001115 |
1392.00 |
1404.00 |
1381.50 |
1397.70 |
+3.20 |
77,508 |
422,833 |
+453 |
Mar01 |
001115 |
1413.00 |
1423.00 |
1403.00 |
1418.20 |
+3.00 |
1,993 |
18,927 |
+522 |
Jun01 |
001115 |
1444.00 |
1444.00 |
1423.70 |
1439.00 |
+3.30 |
141 |
2,632 |
+32 |
Sep01 |
001115 |
1460.00 |
1463.70 |
1444.70 |
1460.00 |
+3.30 |
4 |
322 |
-2 |
Total Volume and Open Interest |
79,648 |
444,981 |
+1,007 |
S & P 500 E-Mini(Globex) |
Dec00 |
001115 |
1394.25 |
1404.50 |
1381.50 |
1397.50 |
+3.00 |
101,344 |
69,572 |
-4,212 |
Mar01 |
001115 |
1399.00 |
1421.25 |
1399.00 |
1418.25 |
+3.00 |
6 |
39 |
+4 |
Total Volume and Open Interest |
101,350 |
69,611 |
-4,208 |
NASDAQ 100(CME) |
Dec00 |
001115 |
3043.00 |
3155.00 |
3020.00 |
3115.00 |
+57.50 |
21,386 |
42,164 |
-2,172 |
Mar01 |
001115 |
3200.00 |
3200.00 |
3110.00 |
3166.50 |
+61.00 |
4 |
112 |
-2 |
Jun01 |
001115 |
3216.50 |
3216.50 |
3216.50 |
3216.50 |
+63.00 |
|
|
|
Total Volume and Open Interest |
21,390 |
42,276 |
-2,174 |
NASDAQ 100 E-Mini(GLOBEX) |
Dec00 |
001115 |
3045.0 |
3156.0 |
3018.0 |
3116.5 |
+59.0 |
72,323 |
55,332 |
-1,485 |
Mar01 |
001115 |
3166.5 |
3182.5 |
3100.0 |
3166.5 |
+61.0 |
2 |
7 |
+0 |
Total Volume and Open Interest |
72,325 |
55,339 |
-1,485 |
NYSE Composite(NYBOT) |
Dec00 |
001115 |
651.00 |
656.50 |
649.50 |
654.25 |
+0.55 |
|
|
|
Mar01 |
001114 |
662.70 |
662.70 |
662.70 |
662.70 |
+12.70 |
0 |
212 |
+0 |
Jun01 |
001114 |
671.70 |
671.70 |
671.70 |
671.70 |
+12.70 |
0 |
102 |
+0 |
Total Volume and Open Interest |
|
|
|
S & P Midcap 400(CME) |
Dec00 |
001115 |
507.50 |
518.80 |
506.00 |
516.95 |
+10.45 |
1,362 |
15,273 |
-303 |
Mar01 |
001115 |
524.20 |
524.20 |
524.20 |
524.20 |
+10.45 |
0 |
1 |
+0 |
Jun01 |
001115 |
531.20 |
531.20 |
531.20 |
531.20 |
+10.45 |
0 |
1 |
+0 |
Total Volume and Open Interest |
1,362 |
15,275 |
-303 |
Russell 2000(CME) |
Dec00 |
001115 |
490.00 |
497.00 |
487.50 |
494.25 |
+2.85 |
2,248 |
14,597 |
-83 |
Mar01 |
001115 |
501.75 |
502.00 |
501.75 |
501.75 |
+2.85 |
|
|
|
Jun01 |
001115 |
509.30 |
509.55 |
509.30 |
509.30 |
+2.85 |
|
|
|
Total Volume and Open Interest |
2,248 |
14,597 |
-83 |
Value Line(KCBT) |
Dec00 |
001115 |
1124.00 |
1136.00 |
1120.00 |
1130.50 |
+5.50 |
55 |
163 |
-2 |
Total Volume and Open Interest |
55 |
164 |
-2 |
Nikkei 225(CME) |
Dec00 |
001115 |
14830 |
14850 |
14755 |
14780 |
-150 |
1,459 |
16,519 |
+49 |
Mar01 |
001115 |
14820 |
14820 |
14820 |
14820 |
-130 |
1 |
65 |
+0 |
Total Volume and Open Interest |
1,460 |
16,586 |
+49 |
Nikkei 225(SIMEX) |
Dec00 |
001115 |
14920 |
14965 |
14770 |
14810 |
+85 |
9,397 |
91,852 |
-606 |
Mar01 |
001115 |
14830 |
14830 |
14830 |
14830 |
+85 |
0 |
4,964 |
+0 |
Jun01 |
001115 |
14810 |
14810 |
14810 |
14810 |
+85 |
0 |
405 |
+0 |
Total Volume and Open Interest |
15,112 |
97,821 |
-606 |
CAC 40(MATIF) |
Nov00 |
001115 |
6261.0 |
6341.0 |
6205.0 |
6309.0 |
+17.0 |
59,557 |
215,125 |
+17,918 |
Dec00 |
001115 |
6295.0 |
6349.0 |
6237.0 |
6330.0 |
+35.0 |
2,894 |
157,153 |
-573 |
Total Volume and Open Interest |
62,541 |
391,664 |
+17,366 |
DAX Index(EUREX) |
Dec00 |
001115 |
6961.0 |
6989.0 |
6908.5 |
6972.0 |
-13.0 |
43,260 |
169,423 |
+3,160 |
Mar01 |
001115 |
7024.5 |
7064.5 |
6999.5 |
7056.5 |
-12.5 |
250 |
8,719 |
+527 |
Jun01 |
001115 |
7103.5 |
7132.0 |
7099.5 |
7129.0 |
-14.0 |
140 |
8,389 |
+167 |
Total Volume and Open Interest |
43,650 |
186,531 |
+3,854 |
FT-SE 100(LIFFE) |
Dec00 |
001115 |
6435.50 |
6486.50 |
6391.00 |
6458.00 |
+13.00 |
33,114 |
231,678 |
-706 |
Mar01 |
001115 |
6454.00 |
6524.50 |
6454.00 |
6508.00 |
+13.00 |
1,105 |
15,889 |
+920 |
Jun01 |
001115 |
6580.00 |
6580.00 |
6580.00 |
6580.00 |
+13.00 |
0 |
7,436 |
+0 |
Total Volume and Open Interest |
34,161 |
255,003 |
+214 |
SPI 200(SFE) |
Dec00 |
001115 |
3360.0 |
3360.0 |
3341.0 |
3358.0 |
+21.0 |
11,798 |
151,572 |
+151,572 |
Mar01 |
001115 |
3379.0 |
3382.0 |
3367.0 |
3382.0 |
+21.0 |
419 |
4,988 |
+4,988 |
Jun01 |
001115 |
3409.0 |
3409.0 |
3409.0 |
3409.0 |
+20.0 |
0 |
174 |
+174 |
Total Volume and Open Interest |
12,217 |
156,747 |
+0 |
GSCI(CME) |
Dec00 |
001115 |
256.10 |
258.60 |
253.25 |
258.50 |
+5.10 |
6,585 |
33,825 |
+6,070 |
Jan01 |
001115 |
252.60 |
252.60 |
252.60 |
252.60 |
+6.60 |
|
|
|
Feb01 |
001110 |
236.80 |
237.50 |
236.10 |
236.80 |
-0.20 |
|
|
|
Total Volume and Open Interest |
11,685 |
36,008 |
+78 |
Bridge CRB Index(NYBOT) |
Jan01 |
001115 |
225.20 |
226.00 |
225.05 |
225.70 |
+1.20 |
42 |
531 |
+6 |
Feb01 |
001115 |
223.25 |
224.00 |
223.25 |
223.70 |
+0.70 |
1 |
657 |
-1 |
Apr01 |
001115 |
221.70 |
221.70 |
221.70 |
221.70 |
+0.20 |
1 |
304 |
-1 |
Total Volume and Open Interest |
124 |
1,492 |
+4 |
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
|
|