 |
MRCI's Free Historical Futures Prices |
Daily Futures Price Listing Thu November 16, 2000 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Jan01 |
001116 |
480.00 |
480.00 |
475.25 |
477.50 |
-4.00 |
25,947 |
82,268 |
-415 |
Mar01 |
001116 |
488.50 |
489.50 |
484.50 |
486.50 |
-4.00 |
4,711 |
33,529 |
+346 |
May01 |
001116 |
496.00 |
496.75 |
492.50 |
494.50 |
-3.50 |
1,856 |
17,807 |
+395 |
Jul01 |
001116 |
503.00 |
504.00 |
499.25 |
501.50 |
-3.75 |
1,607 |
21,511 |
+481 |
Aug01 |
001116 |
504.00 |
505.00 |
501.00 |
502.50 |
-3.50 |
35 |
839 |
-16 |
Sep01 |
001116 |
503.00 |
503.00 |
503.00 |
503.00 |
-3.25 |
13 |
359 |
-4 |
Nov01 |
001116 |
508.00 |
510.00 |
506.25 |
507.50 |
-3.25 |
324 |
6,900 |
+25 |
Total Volume and Open Interest |
34,497 |
163,213 |
+279 |
Soybean Meal(CBOT) |
Dec00 |
001116 |
170.40 |
170.40 |
169.00 |
169.80 |
-1.10 |
8,060 |
39,027 |
-1,271 |
Jan01 |
001116 |
169.50 |
169.50 |
168.20 |
168.90 |
-1.30 |
6,634 |
30,693 |
+343 |
Mar01 |
001116 |
167.80 |
168.20 |
167.00 |
167.40 |
-1.20 |
4,217 |
19,199 |
+839 |
May01 |
001116 |
166.30 |
166.80 |
165.70 |
166.20 |
-1.00 |
1,888 |
11,753 |
-154 |
Jul01 |
001116 |
166.80 |
167.20 |
166.20 |
166.70 |
-0.90 |
1,233 |
9,696 |
-160 |
Aug01 |
001116 |
166.00 |
166.50 |
165.60 |
166.00 |
-1.00 |
59 |
2,105 |
+43 |
Sep01 |
001116 |
166.00 |
166.40 |
165.30 |
165.90 |
-0.80 |
19 |
1,359 |
+4 |
Oct01 |
001116 |
164.50 |
164.50 |
164.50 |
164.50 |
-0.60 |
2 |
629 |
+1 |
Total Volume and Open Interest |
22,279 |
115,851 |
-274 |
Soybean Oil(CBOT) |
Dec00 |
001116 |
15.30 |
15.34 |
15.03 |
15.13 |
-0.18 |
13,897 |
47,462 |
-1,910 |
Jan01 |
001116 |
15.59 |
15.63 |
15.32 |
15.40 |
-0.20 |
5,024 |
33,443 |
+1,576 |
Mar01 |
001116 |
15.98 |
16.03 |
15.72 |
15.79 |
-0.19 |
7,049 |
31,301 |
+1,521 |
May01 |
001116 |
16.38 |
16.38 |
16.11 |
16.18 |
-0.19 |
1,374 |
11,995 |
-642 |
Jul01 |
001116 |
16.75 |
16.76 |
16.50 |
16.55 |
-0.17 |
905 |
8,349 |
+227 |
Aug01 |
001116 |
16.85 |
16.85 |
16.68 |
16.69 |
-0.16 |
42 |
2,017 |
+15 |
Sep01 |
001116 |
16.95 |
17.03 |
16.88 |
16.90 |
-0.10 |
36 |
1,740 |
+18 |
Oct01 |
001116 |
17.20 |
17.20 |
17.05 |
17.05 |
-0.13 |
14 |
1,549 |
+14 |
Total Volume and Open Interest |
28,531 |
144,388 |
+860 |
Canola(WCE) |
Nov00 |
001116 |
258.8 |
258.8 |
258.8 |
258.8 |
unch |
5 |
107 |
+0 |
Jan01 |
001116 |
262.9 |
265.0 |
260.3 |
261.7 |
-1.2 |
5,522 |
39,299 |
+1,195 |
Mar01 |
001116 |
269.9 |
270.0 |
266.3 |
267.2 |
-1.0 |
2,196 |
22,683 |
-564 |
May01 |
001116 |
273.2 |
273.4 |
272.1 |
273.4 |
+0.2 |
3 |
2,400 |
+2 |
Jul01 |
001116 |
280.8 |
280.8 |
277.0 |
279.0 |
+0.2 |
200 |
2,586 |
+200 |
Total Volume and Open Interest |
8,011 |
67,915 |
+918 |
Corn(CBOT) |
Dec00 |
001116 |
207.00 |
209.25 |
206.00 |
208.75 |
+1.25 |
40,517 |
157,706 |
-7,254 |
Jan01 |
001116 |
210.75 |
213.50 |
210.75 |
213.25 |
+1.25 |
200 |
1,215 |
+56 |
Mar01 |
001116 |
219.00 |
221.75 |
218.25 |
221.00 |
+1.25 |
23,314 |
181,676 |
+6,601 |
May01 |
001116 |
227.00 |
229.25 |
226.00 |
228.75 |
+1.25 |
1,901 |
41,701 |
+701 |
Jul01 |
001116 |
233.50 |
236.00 |
232.75 |
235.75 |
+1.25 |
2,876 |
50,706 |
+850 |
Sep01 |
001116 |
241.00 |
242.00 |
240.50 |
241.75 |
+0.75 |
295 |
4,744 |
+105 |
Total Volume and Open Interest |
71,425 |
467,052 |
+1,952 |
Wheat(CBOT) |
Dec00 |
001116 |
253.50 |
255.50 |
252.00 |
254.50 |
unch |
9,373 |
69,213 |
-1,019 |
Mar01 |
001116 |
271.00 |
273.50 |
270.00 |
272.50 |
+0.25 |
3,889 |
62,361 |
+709 |
May01 |
001116 |
282.50 |
284.00 |
281.00 |
284.00 |
+1.25 |
831 |
3,521 |
+419 |
Jul01 |
001116 |
292.00 |
294.00 |
290.50 |
294.00 |
+1.25 |
646 |
19,956 |
+158 |
Sep01 |
001116 |
300.00 |
303.00 |
300.00 |
303.00 |
+1.50 |
31 |
998 |
+7 |
Total Volume and Open Interest |
14,832 |
158,689 |
+318 |
Wheat(KCBT) |
Dec00 |
001116 |
307.00 |
310.25 |
306.00 |
307.00 |
-0.50 |
3,275 |
35,865 |
-723 |
Mar01 |
001116 |
322.50 |
325.25 |
321.25 |
322.00 |
-1.00 |
2,491 |
38,746 |
+775 |
May01 |
001116 |
331.50 |
333.50 |
329.25 |
331.50 |
-0.50 |
369 |
2,888 |
+239 |
Jul01 |
001116 |
339.50 |
341.00 |
337.50 |
338.75 |
-1.25 |
397 |
9,692 |
+85 |
Sep01 |
001116 |
346.50 |
346.50 |
344.50 |
346.00 |
-1.00 |
41 |
306 |
+11 |
Total Volume and Open Interest |
6,573 |
87,591 |
+387 |
Wheat(MGE) |
Dec00 |
001116 |
320.00 |
320.50 |
316.00 |
319.00 |
-1.25 |
2,968 |
14,338 |
+556 |
Mar01 |
001116 |
335.00 |
335.00 |
330.00 |
332.75 |
-2.25 |
2,078 |
8,920 |
+1,200 |
May01 |
001116 |
344.00 |
344.00 |
338.75 |
341.00 |
-3.00 |
160 |
1,639 |
+102 |
Jul01 |
001116 |
350.00 |
350.50 |
345.75 |
348.50 |
-2.50 |
6 |
688 |
+0 |
Sep01 |
001116 |
355.50 |
355.50 |
352.50 |
355.00 |
-2.50 |
0 |
406 |
+0 |
Total Volume and Open Interest |
5,212 |
26,197 |
+1,858 |
Oats(CBOT) |
Dec00 |
001116 |
102.75 |
103.00 |
101.75 |
102.25 |
-1.00 |
1,113 |
8,552 |
-168 |
Mar01 |
001116 |
113.00 |
113.25 |
112.50 |
113.00 |
-0.25 |
658 |
4,507 |
+168 |
May01 |
001116 |
119.75 |
119.75 |
119.00 |
119.00 |
-0.75 |
34 |
498 |
+33 |
Jul01 |
001116 |
125.00 |
125.00 |
124.75 |
124.75 |
-0.50 |
41 |
262 |
-8 |
Total Volume and Open Interest |
1,878 |
14,612 |
+38 |
Rough Rice(CBOT) |
Nov00 |
001116 |
6.20 |
6.24 |
6.13 |
6.24 |
-0.02 |
1 |
4 |
-3 |
Jan01 |
001116 |
6.46 |
6.46 |
6.34 |
6.46 |
-0.01 |
260 |
3,523 |
-73 |
Mar01 |
001116 |
6.65 |
6.70 |
6.58 |
6.70 |
unch |
62 |
1,333 |
+60 |
May01 |
001116 |
6.84 |
6.92 |
6.82 |
6.92 |
-0.02 |
0 |
508 |
+0 |
Total Volume and Open Interest |
393 |
6,107 |
+54 |
Live Cattle(CME) |
Dec00 |
001116 |
72.150 |
72.650 |
71.900 |
72.625 |
+0.500 |
6,758 |
52,434 |
+39 |
Feb01 |
001116 |
74.500 |
74.975 |
74.225 |
74.925 |
+0.500 |
3,615 |
43,512 |
+377 |
Apr01 |
001116 |
75.450 |
75.875 |
75.250 |
75.850 |
+0.350 |
1,489 |
22,115 |
+40 |
Jun01 |
001116 |
72.300 |
72.550 |
72.225 |
72.525 |
+0.200 |
703 |
7,530 |
-46 |
Aug01 |
001116 |
72.400 |
72.700 |
72.350 |
72.600 |
+0.175 |
176 |
5,985 |
+61 |
Oct01 |
001116 |
73.750 |
73.800 |
73.575 |
73.800 |
+0.050 |
39 |
1,034 |
+1 |
Total Volume and Open Interest |
12,792 |
132,728 |
+477 |
Feeder Cattle(CME) |
Nov00 |
001116 |
88.275 |
88.275 |
88.200 |
88.275 |
-0.100 |
327 |
1,886 |
-179 |
Jan01 |
001116 |
89.150 |
89.650 |
88.925 |
89.625 |
+0.300 |
811 |
7,532 |
-23 |
Mar01 |
001116 |
88.550 |
89.100 |
88.325 |
89.075 |
+0.350 |
114 |
3,572 |
-6 |
Apr01 |
001116 |
88.100 |
88.700 |
88.000 |
88.625 |
+0.250 |
24 |
1,300 |
+11 |
May01 |
001116 |
87.775 |
88.175 |
87.650 |
88.150 |
+0.150 |
35 |
1,336 |
+6 |
Aug01 |
001116 |
87.800 |
88.150 |
87.750 |
88.150 |
+0.150 |
7 |
485 |
+3 |
Sep01 |
001116 |
87.975 |
87.975 |
87.700 |
87.975 |
+0.150 |
6 |
95 |
+6 |
Total Volume and Open Interest |
1,325 |
16,240 |
-182 |
Lean Hogs(CME) |
Dec00 |
001116 |
54.250 |
54.450 |
53.700 |
54.025 |
-0.075 |
2,951 |
15,910 |
-246 |
Feb01 |
001116 |
56.500 |
57.100 |
56.250 |
56.775 |
+0.275 |
2,652 |
15,740 |
+49 |
Apr01 |
001116 |
55.850 |
56.575 |
55.625 |
56.200 |
+0.325 |
1,211 |
4,777 |
+490 |
Jun01 |
001116 |
62.350 |
62.900 |
62.200 |
62.725 |
+0.200 |
448 |
2,187 |
+253 |
Jul01 |
001116 |
60.875 |
61.350 |
60.750 |
61.250 |
+0.375 |
53 |
482 |
+27 |
Aug01 |
001116 |
58.000 |
58.850 |
57.900 |
58.800 |
+0.750 |
42 |
409 |
+4 |
Oct01 |
001116 |
49.950 |
50.900 |
49.950 |
50.600 |
+0.600 |
164 |
584 |
+101 |
Dec01 |
001116 |
46.700 |
46.925 |
46.375 |
46.925 |
+0.525 |
48 |
440 |
+6 |
Total Volume and Open Interest |
7,569 |
40,529 |
+684 |
Pork Bellies(CME) |
Feb01 |
001116 |
62.750 |
63.550 |
62.650 |
62.975 |
+0.125 |
711 |
2,135 |
+53 |
Mar01 |
001116 |
62.850 |
63.500 |
62.850 |
63.050 |
+0.050 |
17 |
106 |
-7 |
May01 |
001116 |
63.575 |
64.000 |
63.575 |
63.575 |
+0.025 |
15 |
103 |
+5 |
Jul01 |
001116 |
65.000 |
65.200 |
65.000 |
65.200 |
+0.200 |
2 |
36 |
+2 |
Aug01 |
001116 |
65.600 |
65.600 |
65.600 |
65.600 |
+0.200 |
0 |
21 |
+0 |
Total Volume and Open Interest |
745 |
2,401 |
+53 |
Cocoa(NYBOT) |
Dec00 |
001116 |
700 |
706 |
700 |
700 |
unch |
989 |
971 |
-1,037 |
Mar01 |
001116 |
739 |
741 |
735 |
737 |
unch |
3,416 |
48,058 |
+278 |
May01 |
001116 |
759 |
762 |
758 |
758 |
unch |
531 |
17,651 |
+81 |
Jul01 |
001116 |
780 |
782 |
778 |
778 |
-2 |
346 |
13,379 |
+111 |
Sep01 |
001116 |
802 |
805 |
801 |
801 |
-3 |
41 |
11,355 |
+2 |
Dec01 |
001116 |
840 |
840 |
833 |
833 |
-3 |
124 |
12,929 |
+94 |
Mar02 |
001116 |
871 |
872 |
867 |
867 |
-1 |
10 |
10,156 |
+0 |
Total Volume and Open Interest |
5,480 |
133,982 |
-474 |
Coffee "C"(NYBOT) |
Dec00 |
001116 |
70.50 |
70.50 |
68.70 |
68.85 |
-1.45 |
7,087 |
11,735 |
-3,318 |
Mar01 |
001116 |
76.00 |
76.00 |
74.00 |
74.10 |
-1.25 |
6,087 |
21,641 |
+2,120 |
May01 |
001116 |
78.75 |
78.75 |
77.25 |
77.35 |
-1.20 |
168 |
3,562 |
-9 |
Jul01 |
001116 |
82.00 |
82.00 |
80.60 |
80.60 |
-1.15 |
143 |
2,084 |
+32 |
Sep01 |
001116 |
85.00 |
85.00 |
83.85 |
83.85 |
-1.15 |
45 |
2,538 |
+1 |
Dec01 |
001116 |
89.20 |
89.20 |
87.50 |
88.00 |
-1.25 |
22 |
760 |
+8 |
Total Volume and Open Interest |
13,552 |
42,327 |
-1,166 |
Orange Juice(NYBOT) |
Jan01 |
001116 |
75.40 |
75.40 |
74.70 |
75.25 |
-0.15 |
650 |
17,817 |
-43 |
Mar01 |
001116 |
78.45 |
78.50 |
77.70 |
78.25 |
-0.20 |
408 |
9,244 |
+7 |
May01 |
001116 |
80.80 |
80.90 |
80.00 |
80.55 |
-0.20 |
4 |
1,744 |
+4 |
Jul01 |
001116 |
83.05 |
83.05 |
83.05 |
83.05 |
-0.20 |
3 |
772 |
+0 |
Sep01 |
001116 |
85.55 |
85.55 |
85.55 |
85.55 |
-0.20 |
0 |
315 |
+0 |
Total Volume and Open Interest |
1,065 |
30,152 |
-32 |
Sugar #11(NYBOT) |
Mar01 |
001116 |
9.01 |
9.59 |
8.97 |
9.56 |
+0.46 |
14,025 |
79,153 |
+882 |
May01 |
001116 |
8.60 |
9.09 |
8.55 |
9.06 |
+0.41 |
2,518 |
19,127 |
-103 |
Jul01 |
001116 |
8.12 |
8.58 |
8.09 |
8.57 |
+0.44 |
2,073 |
22,988 |
+145 |
Oct01 |
001116 |
7.87 |
8.25 |
7.82 |
8.25 |
+0.42 |
1,363 |
18,567 |
+60 |
Mar02 |
001116 |
8.16 |
8.18 |
8.10 |
8.18 |
+0.42 |
208 |
7,230 |
-82 |
Total Volume and Open Interest |
20,778 |
149,408 |
+1,367 |
London Cocoa(LCE) |
Dec00 |
001116 |
563 |
564 |
560 |
560 |
-2 |
2,020 |
36,998 |
-1,223 |
Mar01 |
001116 |
577 |
579 |
575 |
575 |
-2 |
3,033 |
53,881 |
+1,146 |
May01 |
001116 |
592 |
595 |
591 |
591 |
-2 |
476 |
30,305 |
+180 |
Jul01 |
001116 |
606 |
610 |
606 |
606 |
-2 |
30 |
12,767 |
+1 |
Sep01 |
001116 |
621 |
623 |
619 |
619 |
-2 |
57 |
20,754 |
+36 |
Dec01 |
001116 |
648 |
649 |
647 |
647 |
-1 |
10 |
7,679 |
-3 |
Mar02 |
001116 |
673 |
676 |
671 |
672 |
-1 |
10 |
15,541 |
+0 |
Total Volume and Open Interest |
5,636 |
192,541 |
+137 |
London Coffee(LCE) |
Nov00 |
001116 |
660.00 |
662.00 |
658.00 |
658.00 |
-9.00 |
177 |
1,068 |
-209 |
Jan01 |
001116 |
666.00 |
670.00 |
665.00 |
666.00 |
-6.00 |
2,520 |
27,061 |
-344 |
Mar01 |
001116 |
687.00 |
692.00 |
686.00 |
687.00 |
-5.00 |
1,235 |
12,036 |
+48 |
May01 |
001116 |
710.00 |
715.00 |
710.00 |
710.00 |
-5.00 |
421 |
6,504 |
+141 |
Jul01 |
001116 |
735.00 |
742.00 |
735.00 |
735.00 |
-4.00 |
46 |
2,645 |
+20 |
Sep01 |
001116 |
760.00 |
765.00 |
759.00 |
759.00 |
-4.00 |
35 |
1,509 |
+3 |
Total Volume and Open Interest |
4,551 |
53,969 |
-265 |
London Sugar(LCE) |
Dec00 |
001115 |
225.50 |
233.60 |
224.60 |
225.00 |
-0.30 |
902 |
2,074 |
-764 |
Mar01 |
001116 |
234.00 |
244.30 |
233.00 |
244.30 |
+9.00 |
1,847 |
22,400 |
+275 |
May01 |
001116 |
230.10 |
240.00 |
230.10 |
240.00 |
+8.40 |
259 |
4,397 |
+29 |
Aug01 |
001116 |
226.60 |
235.90 |
226.00 |
235.90 |
+7.80 |
113 |
6,825 |
+103 |
Oct01 |
001116 |
223.50 |
229.70 |
223.50 |
229.70 |
+7.10 |
5 |
2,462 |
-5 |
Total Volume and Open Interest |
2,224 |
39,375 |
+720 |
Cotton(NYBOT) |
Dec00 |
001116 |
64.82 |
65.02 |
64.60 |
64.98 |
+0.24 |
4,442 |
12,176 |
-2,126 |
Mar01 |
001116 |
67.95 |
68.49 |
67.90 |
68.45 |
+0.63 |
4,469 |
30,752 |
+1,356 |
May01 |
001116 |
69.05 |
69.65 |
68.95 |
69.61 |
+0.76 |
949 |
11,351 |
+357 |
Jul01 |
001116 |
69.55 |
70.15 |
69.50 |
70.08 |
+0.83 |
513 |
6,488 |
+178 |
Oct01 |
001116 |
65.60 |
66.00 |
65.60 |
65.90 |
+0.30 |
0 |
789 |
+0 |
Dec01 |
001116 |
64.75 |
65.24 |
64.75 |
65.11 |
+0.26 |
49 |
5,625 |
+28 |
Total Volume and Open Interest |
21,422 |
67,341 |
-207 |
Lumber(CME) |
Jan01 |
001116 |
236.0 |
238.3 |
235.0 |
235.8 |
-0.2 |
897 |
2,577 |
-18 |
Mar01 |
001116 |
245.5 |
246.6 |
244.2 |
245.3 |
-0.5 |
359 |
1,061 |
+72 |
May01 |
001116 |
249.0 |
251.1 |
249.0 |
250.4 |
-0.1 |
73 |
254 |
+14 |
Jul01 |
001116 |
254.3 |
255.0 |
253.3 |
253.9 |
+1.7 |
1 |
58 |
+0 |
Total Volume and Open Interest |
1,954 |
4,093 |
-176 |
Crude Oil(NYM) |
Dec00 |
001116 |
35.25 |
35.50 |
34.96 |
35.12 |
-0.46 |
80,892 |
51,747 |
-14,607 |
Jan01 |
001116 |
34.75 |
35.15 |
34.41 |
34.46 |
-0.53 |
85,031 |
131,844 |
+7,988 |
Feb01 |
001116 |
33.75 |
34.05 |
33.50 |
33.53 |
-0.39 |
21,097 |
45,392 |
+5,665 |
Mar01 |
001116 |
32.60 |
33.00 |
32.40 |
32.45 |
-0.34 |
9,342 |
24,723 |
+1,759 |
Apr01 |
001116 |
31.50 |
31.75 |
31.47 |
31.49 |
-0.28 |
4,710 |
17,708 |
+648 |
May01 |
001116 |
30.70 |
30.78 |
30.70 |
30.70 |
-0.23 |
2,498 |
12,925 |
+581 |
Jun01 |
001116 |
30.05 |
30.05 |
29.85 |
29.97 |
-0.20 |
3,632 |
26,351 |
+80 |
Jul01 |
001116 |
29.28 |
29.35 |
29.10 |
29.31 |
-0.19 |
1,367 |
12,355 |
-230 |
Aug01 |
001116 |
28.80 |
28.80 |
28.73 |
28.73 |
-0.18 |
471 |
11,074 |
+150 |
Sep01 |
001116 |
28.25 |
28.25 |
28.10 |
28.21 |
-0.17 |
1,094 |
17,587 |
-106 |
Total Volume and Open Interest |
217,874 |
493,189 |
+1,233 |
Heating Oil(NYM) |
Dec00 |
001116 |
106.30 |
107.00 |
104.80 |
105.40 |
-2.31 |
21,976 |
38,934 |
-1,427 |
Jan01 |
001116 |
103.50 |
104.10 |
102.30 |
103.16 |
-1.35 |
16,809 |
44,003 |
+1,973 |
Feb01 |
001116 |
99.60 |
100.00 |
98.80 |
99.11 |
-0.80 |
5,558 |
23,961 |
-62 |
Mar01 |
001116 |
93.40 |
94.00 |
93.20 |
93.31 |
-0.50 |
1,668 |
15,166 |
+181 |
Apr01 |
001116 |
87.75 |
88.20 |
87.51 |
87.51 |
-0.65 |
1,615 |
8,586 |
+169 |
May01 |
001116 |
82.55 |
82.60 |
82.51 |
82.51 |
-0.65 |
927 |
5,619 |
-175 |
Jun01 |
001116 |
79.55 |
79.60 |
79.41 |
79.41 |
-0.65 |
184 |
6,051 |
-56 |
Jul01 |
001116 |
77.00 |
77.91 |
77.00 |
77.91 |
-0.65 |
148 |
2,607 |
+107 |
Aug01 |
001116 |
77.30 |
78.25 |
77.30 |
77.36 |
-0.65 |
76 |
3,530 |
+11 |
Sep01 |
001116 |
77.50 |
77.56 |
77.50 |
77.56 |
-0.65 |
69 |
1,331 |
-6 |
Total Volume and Open Interest |
49,491 |
156,527 |
+783 |
Unleaded Gas(NYM) |
Dec00 |
001116 |
92.20 |
93.50 |
91.50 |
92.26 |
+0.32 |
19,743 |
31,402 |
+926 |
Jan01 |
001116 |
90.80 |
91.50 |
89.90 |
90.07 |
-0.51 |
10,154 |
19,984 |
+1,072 |
Feb01 |
001116 |
90.00 |
90.50 |
88.90 |
89.27 |
-0.96 |
2,863 |
7,185 |
-352 |
Mar01 |
001116 |
89.60 |
89.90 |
88.90 |
89.22 |
-1.16 |
1,842 |
8,706 |
+289 |
Apr01 |
001116 |
94.00 |
94.00 |
92.92 |
92.92 |
-1.46 |
1,055 |
5,809 |
+441 |
May01 |
001116 |
92.50 |
92.50 |
91.77 |
91.77 |
-1.56 |
281 |
6,117 |
+169 |
Jun01 |
001116 |
89.97 |
89.97 |
89.97 |
89.97 |
-1.61 |
35 |
2,712 |
+25 |
Jul01 |
001116 |
88.95 |
88.95 |
87.72 |
87.72 |
-1.71 |
0 |
1,400 |
+0 |
Total Volume and Open Interest |
36,134 |
91,920 |
+91,920 |
Natural Gas(NYM) |
Dec00 |
001116 |
6.070 |
6.120 |
5.785 |
5.798 |
-0.467 |
56,113 |
48,399 |
+2,329 |
Jan01 |
001116 |
6.060 |
6.100 |
5.780 |
5.788 |
-0.443 |
17,402 |
44,583 |
+2,312 |
Feb01 |
001116 |
5.670 |
5.720 |
5.511 |
5.511 |
-0.300 |
8,240 |
31,244 |
+988 |
Mar01 |
001116 |
5.280 |
5.300 |
5.051 |
5.051 |
-0.300 |
5,633 |
28,066 |
-196 |
Apr01 |
001116 |
4.780 |
4.800 |
4.610 |
4.610 |
-0.283 |
3,783 |
20,600 |
-1,183 |
May01 |
001116 |
4.630 |
4.665 |
4.460 |
4.465 |
-0.263 |
1,874 |
18,663 |
+23 |
Jun01 |
001116 |
4.615 |
4.630 |
4.445 |
4.445 |
-0.261 |
2,600 |
19,511 |
+23 |
Jul01 |
001116 |
4.610 |
4.620 |
4.405 |
4.435 |
-0.261 |
1,138 |
10,756 |
-177 |
Total Volume and Open Interest |
101,452 |
400,733 |
+4,478 |
Brent Crude Oil(IPE) |
Jan01 |
001116 |
32.80 |
33.12 |
32.70 |
32.77 |
-0.40 |
46,136 |
66,731 |
-2,986 |
Feb01 |
001116 |
32.05 |
32.26 |
31.85 |
31.88 |
-0.32 |
11,962 |
46,328 |
+1,318 |
Mar01 |
001116 |
30.95 |
31.12 |
30.74 |
30.74 |
-0.32 |
9,202 |
39,361 |
-839 |
Apr01 |
001116 |
29.90 |
30.07 |
29.69 |
29.69 |
-0.33 |
4,921 |
28,560 |
+1,154 |
May01 |
001116 |
29.15 |
29.28 |
28.91 |
28.91 |
-0.33 |
2,779 |
7,607 |
+342 |
Jun01 |
001116 |
28.42 |
28.55 |
28.23 |
28.23 |
-0.33 |
2,482 |
17,428 |
-257 |
Jul01 |
001116 |
27.88 |
27.94 |
27.69 |
27.69 |
-0.35 |
1,309 |
6,014 |
+821 |
Aug01 |
001116 |
27.40 |
27.63 |
27.23 |
27.23 |
-0.36 |
266 |
7,891 |
-27 |
Total Volume and Open Interest |
89,641 |
282,459 |
-2,882 |
Gas Oil(IPE) |
Dec00 |
001116 |
312.00 |
314.00 |
308.50 |
310.75 |
-2.25 |
20,515 |
35,109 |
-2,564 |
Jan01 |
001116 |
301.25 |
303.00 |
298.25 |
300.75 |
-0.50 |
14,203 |
23,722 |
-262 |
Feb01 |
001116 |
290.50 |
291.00 |
288.25 |
290.50 |
+0.75 |
4,985 |
6,984 |
+118 |
Mar01 |
001116 |
276.00 |
277.50 |
275.50 |
276.75 |
+1.25 |
1,386 |
7,028 |
-27 |
Apr01 |
001116 |
267.00 |
267.00 |
264.50 |
264.50 |
+1.50 |
684 |
5,399 |
-6 |
May01 |
001116 |
254.50 |
254.50 |
254.50 |
254.50 |
+1.25 |
1,334 |
1,815 |
+650 |
Jun01 |
001116 |
247.00 |
249.00 |
246.50 |
247.50 |
+1.50 |
2,775 |
12,198 |
-826 |
Jul01 |
001116 |
244.25 |
244.25 |
244.00 |
244.00 |
+1.75 |
650 |
3,198 |
+116 |
Total Volume and Open Interest |
48,790 |
102,536 |
-1,708 |
US Dollar Index(NYBOT) |
Dec00 |
001116 |
116.18 |
116.88 |
116.15 |
116.83 |
+0.55 |
407 |
3,975 |
+29 |
Mar01 |
001116 |
116.25 |
116.61 |
116.25 |
116.61 |
+0.51 |
420 |
6,053 |
+35 |
Jun01 |
001116 |
116.39 |
116.39 |
116.39 |
116.39 |
+0.45 |
420 |
6,053 |
+35 |
Total Volume and Open Interest |
420 |
6,053 |
+35 |
Australian Dollar(IMM) |
Dec00 |
001116 |
51.99 |
52.05 |
51.80 |
51.86 |
-0.24 |
2,097 |
22,374 |
+222 |
Mar01 |
001116 |
51.85 |
51.91 |
51.85 |
51.91 |
-0.24 |
7 |
2,252 |
+2 |
Jun01 |
001116 |
51.96 |
51.96 |
51.96 |
51.96 |
-0.24 |
0 |
8 |
+0 |
Total Volume and Open Interest |
2,107 |
24,641 |
+226 |
British Pound(IMM) |
Dec00 |
001116 |
142.40 |
142.56 |
142.16 |
142.44 |
-0.30 |
3,792 |
33,965 |
+489 |
Mar01 |
001116 |
142.68 |
142.90 |
142.50 |
142.70 |
-0.30 |
16 |
146 |
+7 |
Jun01 |
001116 |
142.96 |
142.96 |
142.90 |
142.96 |
-0.30 |
0 |
2 |
+0 |
Total Volume and Open Interest |
3,808 |
34,113 |
+496 |
Canadian Dollar(IMM) |
Dec00 |
001116 |
64.47 |
64.63 |
64.33 |
64.36 |
-0.08 |
5,887 |
73,163 |
+70 |
Mar01 |
001116 |
64.64 |
64.75 |
64.47 |
64.49 |
-0.09 |
347 |
3,248 |
+119 |
Jun01 |
001116 |
64.90 |
64.90 |
64.58 |
64.58 |
-0.09 |
64 |
1,839 |
+34 |
Sep01 |
001116 |
64.78 |
64.78 |
64.64 |
64.66 |
-0.09 |
31 |
691 |
+13 |
Total Volume and Open Interest |
6,339 |
79,251 |
+238 |
Japanese Yen(IMM) |
Dec00 |
001116 |
92.31 |
92.32 |
92.11 |
92.22 |
-0.12 |
14,697 |
62,927 |
+3,947 |
Mar01 |
001116 |
93.67 |
93.67 |
93.54 |
93.64 |
-0.12 |
286 |
536 |
+158 |
Jun01 |
001116 |
95.03 |
95.03 |
94.98 |
95.03 |
-0.12 |
0 |
8 |
+0 |
Total Volume and Open Interest |
14,983 |
63,612 |
+4,105 |
Swiss Franc(IMM) |
Dec00 |
001116 |
56.21 |
56.32 |
55.97 |
56.03 |
-0.37 |
5,358 |
48,710 |
+689 |
Mar01 |
001116 |
56.65 |
56.72 |
56.42 |
56.47 |
-0.37 |
51 |
350 |
+22 |
Jun01 |
001116 |
56.89 |
56.89 |
56.89 |
56.89 |
-0.37 |
0 |
10 |
+0 |
Total Volume and Open Interest |
5,409 |
49,071 |
+711 |
EuroFX(IMM) |
Dec00 |
001116 |
85.75 |
85.82 |
85.27 |
85.33 |
-0.58 |
6,568 |
76,951 |
+290 |
Mar01 |
001116 |
85.90 |
85.90 |
85.66 |
85.66 |
-0.58 |
123 |
1,113 |
-34 |
Total Volume and Open Interest |
6,691 |
78,064 |
+256 |
Mexican Peso(IMM) |
Dec00 |
001116 |
10480.0 |
10490.0 |
10410.0 |
10450.0 |
-10.0 |
12,852 |
12,070 |
-119 |
Mar01 |
001116 |
10200.0 |
10200.0 |
10130.0 |
10165.0 |
-10.0 |
111 |
4,303 |
+114 |
Total Volume and Open Interest |
17,068 |
20,544 |
+2,249 |
30-Year T-Bonds(CBOT) |
Dec00 |
001116 |
100~14 |
100~27 |
100~13 |
100~26 |
+0~12 |
171,987 |
406,459 |
+9,824 |
Mar01 |
001116 |
100~19 |
100~28 |
100~15 |
100~28 |
+0~13 |
14,321 |
42,710 |
+10,144 |
Jun01 |
001116 |
100~20 |
100~20 |
100~20 |
100~20 |
+0~08 |
0 |
277 |
+0 |
Total Volume and Open Interest |
186,310 |
449,532 |
+19,964 |
Municipal Bonds(CBOT) |
Dec00 |
001116 |
100~06 |
100~11 |
100~04 |
100~08 |
+0~04 |
617 |
20,267 |
+30 |
Mar01 |
001116 |
99~16 |
99~16 |
99~16 |
99~16 |
+0~04 |
2 |
8 |
+0 |
Total Volume and Open Interest |
619 |
20,275 |
+30 |
10-Year T-Notes(CBOT) |
Dec00 |
001116 |
101~075 |
101~160 |
101~075 |
101~160 |
+0~080 |
141,233 |
514,043 |
-14,976 |
Mar01 |
001116 |
101~130 |
101~185 |
101~100 |
101~185 |
+0~090 |
7,536 |
33,328 |
+3,085 |
Total Volume and Open Interest |
148,769 |
548,292 |
-11,891 |
5-Year T-Notes(CBOT) |
Dec00 |
001116 |
100~305 |
101~025 |
100~295 |
101~020 |
+0~045 |
67,603 |
360,187 |
+231 |
Mar01 |
001116 |
101~000 |
101~030 |
100~310 |
101~030 |
+0~045 |
4,236 |
28,521 |
+2,847 |
Total Volume and Open Interest |
71,839 |
388,708 |
+3,078 |
2 Year T-Notes(CBOT) |
Dec00 |
001116 |
100~017 |
100~022 |
100~015 |
100~021 |
+0~005 |
1,190 |
57,797 |
-122 |
Mar01 |
001116 |
100~040 |
100~043 |
100~040 |
100~042 |
+0~006 |
0 |
9 |
+0 |
Total Volume and Open Interest |
1,190 |
57,806 |
-122 |
3-Mth T-Bills(IMM) |
Dec00 |
001116 |
93.81 |
93.82 |
93.81 |
93.82 |
+0.01 |
70 |
1,405 |
+38 |
Total Volume and Open Interest |
70 |
1,443 |
+38 |
Eurodollars(IMM) |
Dec00 |
001116 |
93.283 |
93.290 |
93.280 |
93.287 |
+0.002 |
46,650 |
505,223 |
-4,966 |
Mar01 |
001116 |
93.505 |
93.510 |
93.495 |
93.505 |
+0.015 |
65,532 |
506,628 |
+5,903 |
Jun01 |
001116 |
93.640 |
93.655 |
93.630 |
93.650 |
+0.025 |
61,193 |
364,047 |
-3,625 |
Sep01 |
001116 |
93.700 |
93.725 |
93.690 |
93.720 |
+0.040 |
60,467 |
388,978 |
-904 |
Dec01 |
001116 |
93.620 |
93.650 |
93.620 |
93.650 |
+0.040 |
19,795 |
258,120 |
+2,626 |
Mar02 |
001116 |
93.670 |
93.700 |
93.670 |
93.695 |
+0.040 |
21,254 |
221,172 |
+2,212 |
Jun02 |
001116 |
93.620 |
93.645 |
93.615 |
93.640 |
+0.040 |
12,367 |
146,842 |
+961 |
Sep02 |
001116 |
93.570 |
93.595 |
93.565 |
93.595 |
+0.040 |
9,111 |
112,272 |
-158 |
Dec02 |
001116 |
93.450 |
93.480 |
93.450 |
93.480 |
+0.040 |
4,302 |
86,059 |
-115 |
Mar03 |
001116 |
93.480 |
93.510 |
93.480 |
93.505 |
+0.040 |
5,789 |
78,734 |
+1,123 |
Jun03 |
001116 |
93.440 |
93.460 |
93.435 |
93.460 |
+0.040 |
2,643 |
57,184 |
+350 |
Sep03 |
001116 |
93.400 |
93.425 |
93.400 |
93.425 |
+0.040 |
3,250 |
58,608 |
-176 |
Total Volume and Open Interest |
337,226 |
3,167,050 |
+9,073 |
3-Mth Euro-Yen(IMM) |
Dec00 |
001116 |
99.47 |
99.48 |
99.47 |
99.48 |
unch |
1,130 |
11,973 |
-1,956 |
Mar01 |
001116 |
99.54 |
99.54 |
99.54 |
99.54 |
+0.01 |
1,430 |
23,333 |
-175 |
Jun01 |
001116 |
99.51 |
99.52 |
99.51 |
99.51 |
+0.01 |
1,359 |
9,786 |
-386 |
Sep01 |
001116 |
99.46 |
99.47 |
99.46 |
99.47 |
+0.02 |
888 |
11,655 |
-903 |
Dec01 |
001116 |
99.38 |
99.38 |
99.38 |
99.38 |
+0.01 |
39 |
6,067 |
-32 |
Mar02 |
001116 |
99.34 |
99.34 |
99.34 |
99.34 |
+0.01 |
130 |
3,730 |
+72 |
Jun02 |
001116 |
99.28 |
99.28 |
99.26 |
99.28 |
+0.02 |
31 |
826 |
+3 |
Sep02 |
001116 |
99.15 |
99.15 |
99.14 |
99.15 |
+0.01 |
1 |
362 |
+54 |
Dec02 |
001116 |
98.98 |
98.98 |
98.97 |
98.97 |
+0.03 |
0 |
30 |
+0 |
Mar03 |
001116 |
98.80 |
98.80 |
98.80 |
98.80 |
unch |
|
|
|
Total Volume and Open Interest |
5,008 |
67,762 |
-3,323 |
3-Mth Euro-Yen(SIMEX) |
Dec00 |
001116 |
99.48 |
99.49 |
99.47 |
99.48 |
unch |
4,654 |
99,334 |
+2,798 |
Mar01 |
001116 |
99.54 |
99.54 |
99.53 |
99.54 |
unch |
12 |
97,996 |
-427 |
Jun01 |
001116 |
99.50 |
99.53 |
99.50 |
99.52 |
+0.02 |
1,648 |
84,092 |
+107 |
Sep01 |
001116 |
99.45 |
99.46 |
99.45 |
99.46 |
+0.01 |
1,823 |
64,622 |
+256 |
Dec01 |
001116 |
99.37 |
99.38 |
99.36 |
99.38 |
+0.02 |
207 |
21,887 |
+101 |
Mar02 |
001116 |
99.34 |
99.35 |
99.33 |
99.35 |
+0.01 |
27 |
14,603 |
+12 |
Jun02 |
001116 |
99.25 |
99.27 |
99.25 |
99.26 |
unch |
0 |
7,504 |
+0 |
Sep02 |
001116 |
99.13 |
99.14 |
99.13 |
99.14 |
unch |
42 |
5,498 |
+29 |
Total Volume and Open Interest |
9,013 |
404,649 |
+2,926 |
German Euro-Bund(EUREX) |
Dec00 |
001116 |
105.80 |
106.01 |
105.76 |
105.80 |
+0.08 |
401,409 |
623,530 |
-18,293 |
Mar01 |
001116 |
105.88 |
106.08 |
105.88 |
105.89 |
+0.07 |
7,639 |
33,805 |
+1,012 |
Jun01 |
001116 |
105.63 |
105.63 |
105.63 |
105.63 |
+0.06 |
0 |
1,089 |
-154 |
Total Volume and Open Interest |
409,048 |
658,424 |
-17,435 |
German Euro-Bobl(EUREX) |
Dec00 |
001116 |
103.94 |
104.04 |
103.90 |
103.97 |
+0.07 |
253,131 |
353,878 |
-4,549 |
Mar01 |
001116 |
103.64 |
103.78 |
103.64 |
103.72 |
+0.07 |
3,507 |
10,825 |
+1,503 |
Jun01 |
001116 |
103.57 |
103.57 |
103.57 |
103.57 |
+0.07 |
0 |
623 |
+0 |
Total Volume and Open Interest |
256,638 |
365,326 |
-3,046 |
Long Gilt(LIFFE) |
Dec00 |
001116 |
114~04 |
114~17 |
114~04 |
114~10 |
+0~07 |
20,875 |
74,211 |
+4,242 |
Mar01 |
001116 |
114~00 |
114~04 |
113~31 |
113~31 |
+0~07 |
2,057 |
3,086 |
+1,531 |
Total Volume and Open Interest |
25,219 |
77,297 |
+5,773 |
3-Mth Short Sterling(LIFFE) |
Dec00 |
001116 |
93.96 |
93.98 |
93.95 |
93.97 |
+0.02 |
30,852 |
163,372 |
-3,167 |
Mar01 |
001116 |
94.07 |
94.10 |
94.06 |
94.09 |
+0.02 |
43,652 |
200,660 |
+676 |
Jun01 |
001116 |
94.11 |
94.15 |
94.10 |
94.12 |
+0.02 |
34,743 |
119,697 |
+2,657 |
Total Volume and Open Interest |
173,671 |
810,387 |
-304 |
3-Mth Euribor(LIFFE) |
Dec00 |
001116 |
94.890 |
94.910 |
94.885 |
94.895 |
+0.005 |
40,532 |
0 |
-315,712 |
Mar01 |
001116 |
94.930 |
94.950 |
94.920 |
94.935 |
+0.010 |
50,495 |
0 |
-294,013 |
Jun01 |
001116 |
94.965 |
94.995 |
94.955 |
94.980 |
+0.025 |
34,504 |
0 |
-217,431 |
Total Volume and Open Interest |
|
|
|
3-Mth Aus T-Bills(SFE) |
Dec00 |
001116 |
93.69 |
93.70 |
93.68 |
93.69 |
unch |
15,483 |
209,728 |
+7,848 |
Mar01 |
001116 |
93.77 |
93.78 |
93.74 |
93.76 |
unch |
28,893 |
119,215 |
+16,527 |
Jun01 |
001116 |
93.79 |
93.81 |
93.77 |
93.78 |
unch |
2,935 |
39,905 |
+941 |
Sep01 |
001116 |
93.79 |
93.80 |
93.78 |
93.79 |
unch |
1,778 |
24,538 |
+407 |
Dec01 |
001116 |
93.76 |
93.79 |
93.75 |
93.76 |
unch |
1,126 |
13,359 |
+529 |
Mar02 |
001116 |
93.70 |
93.71 |
93.70 |
93.71 |
unch |
295 |
8,043 |
+114 |
Jun02 |
001116 |
93.63 |
93.63 |
93.63 |
93.63 |
unch |
230 |
5,263 |
+58 |
Sep02 |
001116 |
93.56 |
93.56 |
93.56 |
93.56 |
unch |
75 |
4,175 |
-23 |
Dec02 |
001116 |
93.50 |
93.50 |
93.50 |
93.50 |
-0.01 |
0 |
2,028 |
+0 |
Mar03 |
001116 |
93.46 |
93.48 |
93.46 |
93.48 |
+0.01 |
0 |
1,258 |
+0 |
Total Volume and Open Interest |
50,835 |
430,927 |
+26,401 |
10-Year Aus T-Bonds(SFE) |
Dec00 |
001116 |
94.01 |
94.04 |
94.00 |
94.04 |
+0.04 |
12,118 |
153,909 |
+4,150 |
Mar01 |
001116 |
94.03 |
94.03 |
94.03 |
94.03 |
+0.03 |
|
|
|
Total Volume and Open Interest |
12,118 |
153,909 |
+4,150 |
3-Year Aus T-Bonds(SFE) |
Dec00 |
001116 |
94.12 |
94.13 |
94.09 |
94.10 |
unch |
7,848 |
382,495 |
+22,211 |
Mar01 |
001116 |
94.07 |
94.07 |
94.07 |
94.07 |
unch |
|
|
|
Total Volume and Open Interest |
7,848 |
382,495 |
+22,211 |
Gold(CMX) |
Dec00 |
001116 |
266.6 |
269.2 |
265.3 |
266.3 |
+0.7 |
8,022 |
77,232 |
-1,283 |
Feb01 |
001116 |
269.0 |
271.7 |
268.1 |
269.0 |
+0.7 |
515 |
27,609 |
+55 |
Apr01 |
001116 |
272.8 |
273.3 |
270.5 |
271.6 |
+0.7 |
155 |
4,890 |
+122 |
Jun01 |
001116 |
276.5 |
276.5 |
273.8 |
274.2 |
+0.7 |
102 |
9,845 |
+3 |
Aug01 |
001116 |
276.5 |
276.5 |
276.5 |
276.5 |
+0.7 |
0 |
2,512 |
+0 |
Oct01 |
001116 |
278.8 |
278.8 |
278.8 |
278.8 |
+0.7 |
0 |
852 |
+0 |
Total Volume and Open Interest |
9,091 |
139,303 |
-955 |
Silver(CMX) |
Dec00 |
001116 |
470.0 |
471.0 |
467.0 |
467.3 |
-1.5 |
6,220 |
54,485 |
-1,152 |
Mar01 |
001116 |
477.0 |
478.0 |
474.0 |
474.2 |
-1.5 |
1,116 |
15,577 |
+325 |
May01 |
001116 |
481.0 |
481.5 |
478.7 |
478.7 |
-1.6 |
181 |
1,710 |
+116 |
Jul01 |
001116 |
487.5 |
488.0 |
483.3 |
483.3 |
-1.8 |
28 |
2,793 |
+3 |
Sep01 |
001116 |
489.0 |
489.0 |
487.8 |
487.8 |
-1.8 |
12 |
2,953 |
+0 |
Total Volume and Open Interest |
7,674 |
83,576 |
-632 |
Platinum(NYM) |
Jan01 |
001116 |
580.0 |
581.5 |
578.0 |
578.7 |
-6.3 |
324 |
8,033 |
-2 |
Apr01 |
001116 |
567.2 |
567.2 |
567.2 |
567.2 |
-6.3 |
1 |
310 |
-1 |
Total Volume and Open Interest |
325 |
8,348 |
-3 |
Palladium(NYME) |
Dec00 |
001116 |
785.00 |
787.00 |
780.00 |
785.00 |
unch |
194 |
680 |
-137 |
Mar01 |
001116 |
786.00 |
786.00 |
778.00 |
784.00 |
+1.00 |
110 |
1,043 |
+81 |
Jun01 |
001116 |
779.00 |
779.00 |
779.00 |
779.00 |
+1.00 |
0 |
135 |
+0 |
Total Volume and Open Interest |
304 |
1,858 |
-56 |
Copper(CMX) |
Dec00 |
001116 |
82.40 |
82.50 |
81.75 |
82.00 |
-0.70 |
5,966 |
34,869 |
-297 |
Mar01 |
001116 |
83.30 |
83.40 |
82.80 |
83.00 |
-0.65 |
1,989 |
16,446 |
+132 |
May01 |
001116 |
83.20 |
83.25 |
82.90 |
83.00 |
-0.60 |
102 |
3,138 |
+2 |
Jul01 |
001116 |
83.50 |
83.50 |
82.95 |
82.95 |
-0.60 |
47 |
2,541 |
-1 |
Sep01 |
001116 |
83.40 |
83.40 |
82.90 |
82.90 |
-0.60 |
25 |
1,505 |
-4 |
Total Volume and Open Interest |
10,419 |
75,210 |
-181 |
DJIA Index(CBOT) |
Dec00 |
001116 |
10730 |
10800 |
10670 |
10673 |
-80 |
11,490 |
18,947 |
+315 |
Mar01 |
001116 |
10879 |
10935 |
10815 |
10815 |
-80 |
39 |
110 |
+30 |
Jun01 |
001116 |
10955 |
10955 |
10955 |
10955 |
-80 |
2 |
10 |
+2 |
Total Volume and Open Interest |
11,531 |
19,074 |
+347 |
S & P 500(CME) |
Dec00 |
001116 |
1387.00 |
1403.00 |
1377.00 |
1379.30 |
-18.40 |
65,836 |
422,184 |
-649 |
Mar01 |
001116 |
1414.50 |
1422.00 |
1398.50 |
1399.80 |
-18.40 |
1,218 |
19,620 |
+693 |
Jun01 |
001116 |
1442.00 |
1442.00 |
1420.00 |
1420.60 |
-18.40 |
28 |
2,656 |
+24 |
Sep01 |
001116 |
1440.00 |
1463.00 |
1440.00 |
1441.60 |
-18.40 |
0 |
322 |
+0 |
Total Volume and Open Interest |
67,082 |
445,049 |
+68 |
S & P 500 E-Mini(Globex) |
Dec00 |
001116 |
1396.75 |
1402.75 |
1376.50 |
1379.25 |
-18.25 |
89,420 |
66,354 |
-3,218 |
Mar01 |
001116 |
1400.00 |
1420.00 |
1399.75 |
1399.75 |
-18.50 |
9 |
30 |
-9 |
Total Volume and Open Interest |
89,429 |
66,392 |
-3,219 |
NASDAQ 100(CME) |
Dec00 |
001116 |
3030.00 |
3100.00 |
2932.00 |
2939.00 |
-176.00 |
18,590 |
41,334 |
-830 |
Mar01 |
001116 |
3145.00 |
3145.00 |
2986.50 |
2987.00 |
-179.50 |
1 |
112 |
+0 |
Jun01 |
001116 |
3035.00 |
3035.00 |
3035.00 |
3035.00 |
-181.50 |
|
|
|
Total Volume and Open Interest |
18,591 |
41,446 |
-830 |
NASDAQ 100 E-Mini(GLOBEX) |
Dec00 |
001116 |
3114.5 |
3136.0 |
2932.5 |
2939.0 |
-177.5 |
68,294 |
56,493 |
+1,161 |
Mar01 |
001116 |
2987.0 |
2987.0 |
2987.0 |
2987.0 |
-179.5 |
1 |
7 |
+0 |
Total Volume and Open Interest |
68,295 |
56,500 |
+1,161 |
NYSE Composite(NYBOT) |
Dec00 |
001116 |
651.00 |
656.00 |
648.25 |
649.25 |
-5.00 |
|
|
|
Mar01 |
001116 |
658.25 |
658.25 |
658.25 |
658.25 |
-4.45 |
|
|
|
Jun01 |
001116 |
667.25 |
667.25 |
667.25 |
667.25 |
-4.45 |
|
|
|
Total Volume and Open Interest |
|
|
|
S & P Midcap 400(CME) |
Dec00 |
001116 |
514.00 |
517.00 |
505.00 |
505.75 |
-11.20 |
1,317 |
15,435 |
+162 |
Mar01 |
001116 |
513.45 |
513.45 |
512.25 |
513.45 |
-10.75 |
0 |
1 |
+0 |
Jun01 |
001116 |
520.45 |
520.45 |
519.25 |
520.45 |
-10.75 |
0 |
1 |
+0 |
Total Volume and Open Interest |
1,317 |
15,437 |
+162 |
Russell 2000(CME) |
Dec00 |
001116 |
490.00 |
494.50 |
480.50 |
480.75 |
-13.50 |
1,528 |
14,718 |
+121 |
Mar01 |
001116 |
487.50 |
487.50 |
487.50 |
487.50 |
-14.25 |
|
|
|
Jun01 |
001116 |
495.05 |
495.05 |
495.05 |
495.05 |
-14.25 |
|
|
|
Total Volume and Open Interest |
1,528 |
14,718 |
+121 |
Value Line(KCBT) |
Dec00 |
001116 |
1123.00 |
1131.00 |
1110.50 |
1112.50 |
-18.00 |
30 |
165 |
+2 |
Total Volume and Open Interest |
30 |
166 |
+2 |
Nikkei 225(CME) |
Dec00 |
001116 |
14580 |
14650 |
14500 |
14500 |
-280 |
950 |
16,342 |
-177 |
Mar01 |
001116 |
14625 |
14750 |
14625 |
14750 |
-70 |
0 |
65 |
+0 |
Total Volume and Open Interest |
950 |
16,409 |
-177 |
Nikkei 225(SIMEX) |
Dec00 |
001116 |
14850 |
14860 |
14540 |
14645 |
-165 |
11,869 |
92,013 |
+161 |
Mar01 |
001116 |
14665 |
14665 |
14665 |
14665 |
-165 |
0 |
4,964 |
+0 |
Jun01 |
001116 |
14645 |
14645 |
14645 |
14645 |
-165 |
0 |
405 |
+0 |
Total Volume and Open Interest |
9,397 |
98,082 |
+261 |
CAC 40(MATIF) |
Nov00 |
001116 |
6305.0 |
6305.0 |
6230.0 |
6245.0 |
-64.0 |
51,187 |
222,970 |
+7,845 |
Dec00 |
001116 |
6317.5 |
6318.0 |
6260.0 |
6288.5 |
-41.5 |
937 |
156,718 |
-435 |
Total Volume and Open Interest |
52,256 |
399,292 |
+7,628 |
DAX Index(EUREX) |
Dec00 |
001116 |
6945.0 |
6946.5 |
6830.5 |
6838.0 |
-134.0 |
39,791 |
169,548 |
+125 |
Mar01 |
001116 |
6991.0 |
6992.0 |
6920.0 |
6921.5 |
-135.0 |
260 |
8,597 |
-122 |
Jun01 |
001116 |
7022.5 |
7041.5 |
6994.5 |
6994.5 |
-134.5 |
8 |
8,509 |
+120 |
Total Volume and Open Interest |
40,059 |
186,654 |
+123 |
FT-SE 100(LIFFE) |
Dec00 |
001116 |
6470.00 |
6512.00 |
6433.50 |
6456.00 |
-2.00 |
36,940 |
230,837 |
-841 |
Mar01 |
001116 |
6522.00 |
6559.50 |
6505.00 |
6505.00 |
-3.00 |
3,282 |
18,957 |
+3,068 |
Jun01 |
001116 |
6614.00 |
6614.00 |
6576.00 |
6576.00 |
-4.00 |
0 |
7,436 |
+0 |
Total Volume and Open Interest |
40,150 |
257,230 |
+2,227 |
SPI 200(SFE) |
Dec00 |
001116 |
3346.0 |
3349.0 |
3331.0 |
3341.0 |
-17.0 |
10,905 |
129,229 |
-22,343 |
Mar01 |
001116 |
3365.0 |
3365.0 |
3365.0 |
3365.0 |
-17.0 |
185 |
5,080 |
+92 |
Jun01 |
001116 |
3392.0 |
3392.0 |
3392.0 |
3392.0 |
-17.0 |
0 |
174 |
+0 |
Total Volume and Open Interest |
11,090 |
134,496 |
-22,251 |
GSCI(CME) |
Dec00 |
001116 |
256.00 |
257.70 |
253.90 |
254.50 |
-4.00 |
1,299 |
34,926 |
+1,101 |
Jan01 |
001116 |
249.70 |
249.70 |
249.70 |
249.70 |
-2.90 |
511 |
511 |
+511 |
Feb01 |
001116 |
243.20 |
243.50 |
243.20 |
243.30 |
+6.50 |
|
|
|
Total Volume and Open Interest |
16,705 |
36,227 |
+219 |
Bridge CRB Index(NYBOT) |
Jan01 |
001116 |
225.00 |
225.50 |
224.40 |
225.40 |
-0.30 |
43 |
518 |
-13 |
Feb01 |
001116 |
223.50 |
223.50 |
222.90 |
223.40 |
-0.30 |
10 |
657 |
+0 |
Apr01 |
001116 |
221.40 |
221.40 |
221.40 |
221.40 |
-0.30 |
0 |
304 |
+0 |
Total Volume and Open Interest |
113 |
1,479 |
-13 |
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
|
|