 |
MRCI's Free Historical Futures Prices |
Daily Futures Price Listing Mon November 20, 2000 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Jan01 |
001120 |
489.50 |
494.50 |
489.50 |
490.75 |
+3.00 |
38,800 |
81,167 |
-1,119 |
Mar01 |
001120 |
500.00 |
503.50 |
498.75 |
499.75 |
+2.75 |
8,121 |
36,657 |
+2,781 |
May01 |
001120 |
507.50 |
511.50 |
506.50 |
507.00 |
+2.00 |
2,730 |
18,584 |
+414 |
Jul01 |
001120 |
514.00 |
518.50 |
514.00 |
514.50 |
+2.25 |
4,147 |
21,717 |
-42 |
Aug01 |
001120 |
516.50 |
519.00 |
515.00 |
515.00 |
+2.50 |
20 |
847 |
+0 |
Sep01 |
001120 |
518.00 |
519.00 |
516.00 |
516.00 |
+3.00 |
17 |
355 |
-4 |
Nov01 |
001120 |
521.00 |
524.00 |
518.50 |
519.00 |
+1.50 |
269 |
6,913 |
-59 |
Total Volume and Open Interest |
54,104 |
166,237 |
+1,968 |
Soybean Meal(CBOT) |
Dec00 |
001120 |
178.00 |
180.50 |
177.50 |
179.90 |
+4.10 |
19,457 |
36,996 |
-994 |
Jan01 |
001120 |
177.50 |
179.40 |
176.70 |
178.60 |
+3.40 |
10,965 |
31,935 |
+1,190 |
Mar01 |
001120 |
175.50 |
177.70 |
175.50 |
176.90 |
+3.30 |
6,019 |
20,009 |
+528 |
May01 |
001120 |
174.30 |
176.20 |
173.50 |
174.20 |
+2.20 |
3,157 |
12,024 |
+87 |
Jul01 |
001120 |
175.00 |
176.00 |
173.80 |
174.60 |
+2.20 |
2,370 |
10,262 |
+233 |
Aug01 |
001120 |
174.50 |
174.50 |
173.00 |
173.10 |
+1.40 |
247 |
2,314 |
+86 |
Sep01 |
001120 |
175.00 |
175.00 |
172.50 |
172.70 |
+1.70 |
43 |
1,377 |
-20 |
Oct01 |
001120 |
174.50 |
174.50 |
171.50 |
171.50 |
+1.50 |
34 |
635 |
+1 |
Total Volume and Open Interest |
42,332 |
116,898 |
+1,111 |
Soybean Oil(CBOT) |
Dec00 |
001120 |
15.26 |
15.27 |
15.06 |
15.08 |
-0.10 |
16,213 |
42,243 |
-3,990 |
Jan01 |
001120 |
15.50 |
15.51 |
15.33 |
15.34 |
-0.11 |
10,275 |
36,556 |
+2,486 |
Mar01 |
001120 |
15.88 |
15.92 |
15.73 |
15.74 |
-0.11 |
4,644 |
33,158 |
+1,661 |
May01 |
001120 |
16.27 |
16.30 |
16.11 |
16.12 |
-0.11 |
1,194 |
11,636 |
-68 |
Jul01 |
001120 |
16.65 |
16.67 |
16.48 |
16.48 |
-0.12 |
945 |
8,254 |
+331 |
Aug01 |
001120 |
16.77 |
16.77 |
16.63 |
16.63 |
-0.12 |
4 |
2,154 |
+2 |
Sep01 |
001120 |
16.95 |
16.95 |
16.78 |
16.78 |
-0.12 |
6 |
1,883 |
+61 |
Oct01 |
001120 |
17.10 |
17.10 |
16.93 |
16.93 |
-0.12 |
7 |
1,559 |
+7 |
Total Volume and Open Interest |
33,326 |
143,974 |
+489 |
Canola(WCE) |
Nov00 |
001120 |
261.0 |
261.0 |
260.6 |
260.6 |
+1.1 |
35 |
70 |
+35 |
Jan01 |
001120 |
266.0 |
266.1 |
264.6 |
264.7 |
+1.1 |
5,866 |
36,294 |
-955 |
Mar01 |
001120 |
271.8 |
272.0 |
270.7 |
271.0 |
+1.5 |
650 |
22,500 |
-111 |
May01 |
001120 |
276.5 |
276.5 |
276.2 |
276.5 |
+2.0 |
129 |
2,444 |
+44 |
Jul01 |
001120 |
282.5 |
282.5 |
281.8 |
282.0 |
+1.5 |
60 |
2,771 |
+35 |
Total Volume and Open Interest |
6,878 |
65,191 |
-836 |
Corn(CBOT) |
Dec00 |
001120 |
212.25 |
213.50 |
210.50 |
211.00 |
-0.25 |
48,802 |
137,725 |
-9,896 |
Jan01 |
001120 |
217.75 |
217.75 |
215.00 |
215.25 |
-0.25 |
920 |
1,803 |
+522 |
Mar01 |
001120 |
224.50 |
225.50 |
223.00 |
223.25 |
-0.25 |
26,315 |
195,294 |
+8,427 |
May01 |
001120 |
233.00 |
233.25 |
231.00 |
231.25 |
-0.50 |
2,310 |
42,778 |
+399 |
Jul01 |
001120 |
239.25 |
240.00 |
237.50 |
238.00 |
-0.25 |
3,643 |
50,684 |
-461 |
Sep01 |
001120 |
246.25 |
246.75 |
244.00 |
244.25 |
-0.50 |
89 |
4,899 |
-18 |
Total Volume and Open Interest |
84,078 |
463,880 |
-260 |
Wheat(CBOT) |
Dec00 |
001120 |
258.00 |
259.75 |
255.50 |
256.00 |
unch |
11,850 |
63,033 |
-2,957 |
Mar01 |
001120 |
276.25 |
277.75 |
273.00 |
273.75 |
-0.50 |
8,406 |
66,230 |
+1,917 |
May01 |
001120 |
287.00 |
288.50 |
284.00 |
284.75 |
-0.25 |
1,120 |
4,393 |
+233 |
Jul01 |
001120 |
296.50 |
298.00 |
294.50 |
295.00 |
-0.50 |
987 |
19,518 |
-520 |
Sep01 |
001120 |
306.50 |
307.00 |
304.00 |
304.00 |
-0.25 |
42 |
1,018 |
+28 |
Total Volume and Open Interest |
22,578 |
156,865 |
-1,284 |
Wheat(KCBT) |
Dec00 |
001120 |
310.50 |
313.25 |
309.50 |
309.50 |
unch |
6,140 |
33,204 |
-645 |
Mar01 |
001120 |
327.00 |
328.50 |
324.75 |
325.00 |
+1.00 |
4,533 |
41,213 |
+1,453 |
May01 |
001120 |
335.00 |
336.00 |
333.00 |
333.00 |
+1.00 |
281 |
2,765 |
-92 |
Jul01 |
001120 |
342.50 |
344.00 |
341.25 |
341.25 |
+1.00 |
285 |
9,522 |
-21 |
Sep01 |
001120 |
347.50 |
347.50 |
347.50 |
347.50 |
+0.50 |
0 |
310 |
+0 |
Total Volume and Open Interest |
11,241 |
87,107 |
+694 |
Wheat(MGE) |
Dec00 |
001120 |
320.50 |
321.50 |
318.25 |
318.75 |
-0.75 |
2,773 |
13,668 |
-1,014 |
Mar01 |
001120 |
334.50 |
336.00 |
333.00 |
333.75 |
+0.25 |
1,239 |
9,557 |
+150 |
May01 |
001120 |
344.50 |
344.75 |
342.25 |
342.50 |
+0.50 |
83 |
1,760 |
-23 |
Jul01 |
001120 |
350.50 |
351.75 |
349.00 |
349.00 |
-0.25 |
120 |
906 |
+33 |
Sep01 |
001120 |
356.50 |
356.50 |
356.50 |
356.50 |
+1.00 |
3 |
409 |
+3 |
Total Volume and Open Interest |
4,218 |
26,506 |
-851 |
Oats(CBOT) |
Dec00 |
001120 |
102.00 |
102.50 |
101.25 |
101.50 |
-0.25 |
813 |
7,535 |
-408 |
Mar01 |
001120 |
112.75 |
113.25 |
112.25 |
112.25 |
-0.25 |
1,143 |
5,513 |
+397 |
May01 |
001120 |
119.25 |
119.75 |
118.75 |
118.75 |
+0.25 |
55 |
513 |
+7 |
Jul01 |
001120 |
124.50 |
124.50 |
124.25 |
124.25 |
unch |
160 |
408 |
+93 |
Total Volume and Open Interest |
2,217 |
14,817 |
+101 |
Rough Rice(CBOT) |
Nov00 |
001120 |
6.24 |
6.25 |
6.24 |
6.25 |
+0.01 |
10 |
10 |
+4 |
Jan01 |
001120 |
6.46 |
6.51 |
6.46 |
6.47 |
-0.01 |
290 |
3,225 |
-166 |
Mar01 |
001120 |
6.71 |
6.75 |
6.71 |
6.74 |
unch |
152 |
1,306 |
-7 |
May01 |
001120 |
6.92 |
6.96 |
6.92 |
6.96 |
+0.01 |
145 |
592 |
+65 |
Total Volume and Open Interest |
698 |
5,900 |
-84 |
Live Cattle(CME) |
Dec00 |
001120 |
73.200 |
73.400 |
72.850 |
73.225 |
+0.275 |
11,567 |
47,544 |
-2,671 |
Feb01 |
001120 |
75.325 |
75.725 |
75.300 |
75.600 |
+0.350 |
8,784 |
48,481 |
+3,949 |
Apr01 |
001120 |
76.050 |
76.325 |
76.025 |
76.300 |
+0.325 |
3,779 |
23,319 |
+326 |
Jun01 |
001120 |
72.750 |
72.875 |
72.675 |
72.800 |
+0.150 |
1,019 |
7,427 |
-84 |
Aug01 |
001120 |
72.850 |
72.950 |
72.700 |
72.800 |
+0.100 |
490 |
6,524 |
+158 |
Oct01 |
001120 |
74.100 |
74.200 |
74.000 |
74.150 |
+0.150 |
53 |
1,076 |
+20 |
Total Volume and Open Interest |
25,700 |
134,512 |
+1,703 |
Feeder Cattle(CME) |
Jan01 |
001120 |
89.550 |
89.750 |
89.125 |
89.700 |
+0.225 |
1,186 |
7,918 |
+134 |
Mar01 |
001120 |
88.850 |
89.075 |
88.450 |
89.050 |
+0.250 |
308 |
3,718 |
+42 |
Apr01 |
001120 |
88.650 |
88.800 |
88.100 |
88.750 |
+0.250 |
96 |
1,413 |
+33 |
May01 |
001120 |
88.200 |
88.250 |
87.800 |
88.225 |
+0.125 |
128 |
1,417 |
+49 |
Aug01 |
001120 |
88.150 |
88.225 |
87.825 |
88.225 |
+0.150 |
32 |
515 |
+9 |
Sep01 |
001120 |
88.000 |
88.000 |
88.000 |
88.000 |
+0.250 |
6 |
104 |
+4 |
Oct01 |
001120 |
88.000 |
88.000 |
87.850 |
88.000 |
+0.025 |
0 |
35 |
+0 |
Total Volume and Open Interest |
1,763 |
16,676 |
+88 |
Lean Hogs(CME) |
Dec00 |
001120 |
54.450 |
54.650 |
53.250 |
53.675 |
-0.650 |
2,276 |
14,865 |
-506 |
Feb01 |
001120 |
57.100 |
57.300 |
56.275 |
56.450 |
-0.525 |
2,008 |
16,746 |
+460 |
Apr01 |
001120 |
56.200 |
56.400 |
55.675 |
55.750 |
-0.450 |
477 |
5,121 |
+67 |
Jun01 |
001120 |
62.700 |
62.750 |
62.200 |
62.400 |
-0.325 |
352 |
2,554 |
+180 |
Jul01 |
001120 |
61.400 |
61.400 |
60.800 |
61.000 |
-0.250 |
34 |
523 |
-13 |
Aug01 |
001120 |
58.550 |
58.750 |
58.500 |
58.600 |
-0.125 |
40 |
407 |
-14 |
Oct01 |
001120 |
50.400 |
50.650 |
50.400 |
50.575 |
-0.325 |
57 |
694 |
+40 |
Dec01 |
001120 |
46.925 |
46.925 |
46.750 |
46.925 |
unch |
41 |
530 |
+35 |
Total Volume and Open Interest |
5,285 |
41,440 |
+249 |
Pork Bellies(CME) |
Feb01 |
001120 |
63.250 |
64.300 |
62.400 |
62.675 |
-0.225 |
357 |
2,153 |
+1 |
Mar01 |
001120 |
64.050 |
64.200 |
62.650 |
62.800 |
-0.350 |
7 |
103 |
-2 |
May01 |
001120 |
64.300 |
64.300 |
63.750 |
63.750 |
unch |
5 |
105 |
+2 |
Jul01 |
001120 |
64.900 |
65.100 |
64.700 |
64.700 |
-0.100 |
2 |
37 |
+1 |
Aug01 |
001120 |
65.600 |
65.600 |
65.600 |
65.600 |
unch |
0 |
21 |
+0 |
Total Volume and Open Interest |
371 |
2,419 |
+2 |
Cocoa(NYBOT) |
Dec00 |
001120 |
700 |
705 |
696 |
696 |
-4 |
193 |
675 |
-164 |
Mar01 |
001120 |
735 |
738 |
731 |
731 |
-4 |
3,010 |
47,835 |
-104 |
May01 |
001120 |
757 |
760 |
752 |
753 |
-4 |
448 |
17,282 |
+113 |
Jul01 |
001120 |
776 |
781 |
773 |
773 |
-4 |
263 |
13,450 |
+47 |
Sep01 |
001120 |
800 |
804 |
796 |
796 |
-4 |
146 |
11,493 |
+60 |
Dec01 |
001120 |
834 |
834 |
828 |
828 |
-4 |
14 |
13,016 |
-12 |
Mar02 |
001120 |
865 |
865 |
861 |
861 |
-4 |
699 |
11,096 |
+507 |
Total Volume and Open Interest |
4,774 |
135,151 |
+448 |
Coffee "C"(NYBOT) |
Dec00 |
001120 |
69.00 |
70.90 |
68.90 |
70.35 |
+1.80 |
11,530 |
3,920 |
-3,786 |
Mar01 |
001120 |
74.50 |
75.80 |
74.00 |
75.20 |
+1.30 |
9,896 |
28,848 |
+3,854 |
May01 |
001120 |
77.50 |
78.90 |
77.25 |
78.35 |
+1.25 |
1,190 |
4,298 |
+327 |
Jul01 |
001120 |
80.50 |
81.75 |
80.20 |
81.55 |
+1.25 |
257 |
2,206 |
+83 |
Sep01 |
001120 |
83.60 |
85.20 |
83.60 |
84.75 |
+1.20 |
88 |
2,547 |
+11 |
Dec01 |
001120 |
88.00 |
88.90 |
87.70 |
88.90 |
+1.20 |
438 |
1,387 |
+92 |
Total Volume and Open Interest |
23,400 |
43,216 |
+580 |
Orange Juice(NYBOT) |
Jan01 |
001120 |
74.85 |
75.50 |
74.50 |
74.80 |
+0.50 |
765 |
17,542 |
-140 |
Mar01 |
001120 |
78.10 |
78.60 |
77.80 |
78.15 |
+0.30 |
436 |
9,060 |
-161 |
May01 |
001120 |
80.40 |
80.90 |
80.30 |
80.65 |
+0.30 |
13 |
1,771 |
+8 |
Jul01 |
001120 |
82.85 |
83.15 |
82.85 |
83.15 |
+0.30 |
0 |
772 |
+0 |
Sep01 |
001120 |
85.65 |
85.65 |
85.65 |
85.65 |
+0.30 |
12 |
315 |
+0 |
Total Volume and Open Interest |
1,226 |
29,720 |
-293 |
Sugar #11(NYBOT) |
Mar01 |
001120 |
9.58 |
9.86 |
9.57 |
9.76 |
+0.13 |
16,259 |
76,479 |
-875 |
May01 |
001120 |
9.13 |
9.28 |
9.13 |
9.21 |
+0.12 |
2,015 |
19,042 |
+267 |
Jul01 |
001120 |
8.63 |
8.74 |
8.60 |
8.67 |
+0.09 |
1,881 |
23,409 |
-264 |
Oct01 |
001120 |
8.26 |
8.38 |
8.26 |
8.35 |
+0.12 |
1,424 |
19,011 |
+77 |
Mar02 |
001120 |
8.20 |
8.26 |
8.20 |
8.26 |
+0.10 |
962 |
8,043 |
+570 |
Total Volume and Open Interest |
22,553 |
148,318 |
-224 |
London Cocoa(LCE) |
Dec00 |
001120 |
559 |
560 |
552 |
555 |
-5 |
1,681 |
35,562 |
-553 |
Mar01 |
001120 |
575 |
576 |
569 |
571 |
-4 |
2,463 |
55,203 |
+776 |
May01 |
001120 |
591 |
591 |
586 |
587 |
-4 |
230 |
30,421 |
+36 |
Jul01 |
001120 |
601 |
601 |
601 |
601 |
-4 |
756 |
12,794 |
-18 |
Sep01 |
001120 |
617 |
617 |
613 |
614 |
-4 |
185 |
20,806 |
-52 |
Dec01 |
001120 |
645 |
645 |
642 |
642 |
-4 |
1,292 |
8,370 |
+624 |
Mar02 |
001120 |
668 |
669 |
667 |
667 |
-4 |
480 |
16,114 |
+59 |
Total Volume and Open Interest |
8,337 |
195,585 |
+2,047 |
London Coffee(LCE) |
Nov00 |
001120 |
660.00 |
660.00 |
653.00 |
660.00 |
+3.00 |
46 |
630 |
-48 |
Jan01 |
001120 |
664.00 |
668.00 |
661.00 |
668.00 |
+3.00 |
2,047 |
27,015 |
-109 |
Mar01 |
001120 |
685.00 |
691.00 |
684.00 |
691.00 |
+5.00 |
1,001 |
12,693 |
+132 |
May01 |
001120 |
711.00 |
716.00 |
710.00 |
716.00 |
+6.00 |
218 |
6,618 |
+120 |
Jul01 |
001120 |
735.00 |
741.00 |
735.00 |
741.00 |
+5.00 |
134 |
2,839 |
+94 |
Sep01 |
001120 |
760.00 |
764.00 |
760.00 |
764.00 |
+5.00 |
39 |
1,638 |
+39 |
Total Volume and Open Interest |
3,600 |
54,624 |
+273 |
London Sugar(LCE) |
Dec00 |
001115 |
225.50 |
233.60 |
224.60 |
225.00 |
-0.30 |
902 |
2,074 |
-764 |
Mar01 |
001120 |
244.00 |
247.20 |
243.00 |
245.50 |
+0.40 |
2,109 |
22,537 |
+562 |
May01 |
001120 |
240.00 |
241.10 |
240.00 |
241.00 |
+0.40 |
765 |
4,411 |
+16 |
Aug01 |
001120 |
236.00 |
236.50 |
235.70 |
236.50 |
+0.50 |
66 |
6,868 |
+11 |
Oct01 |
001120 |
229.80 |
229.80 |
229.80 |
229.80 |
+0.80 |
0 |
2,462 |
+0 |
Total Volume and Open Interest |
3,010 |
37,387 |
+659 |
Cotton(NYBOT) |
Dec00 |
001120 |
64.70 |
65.00 |
64.48 |
64.58 |
-0.12 |
3,629 |
7,987 |
-1,433 |
Mar01 |
001120 |
68.10 |
68.50 |
67.90 |
68.30 |
+0.38 |
6,911 |
33,011 |
+351 |
May01 |
001120 |
69.55 |
69.85 |
69.38 |
69.61 |
+0.23 |
1,238 |
11,113 |
-130 |
Jul01 |
001120 |
70.15 |
70.35 |
70.05 |
70.30 |
+0.30 |
788 |
6,916 |
+279 |
Oct01 |
001120 |
66.50 |
66.50 |
65.65 |
65.65 |
-0.20 |
5 |
789 |
+0 |
Dec01 |
001120 |
65.00 |
65.00 |
64.75 |
64.75 |
-0.23 |
133 |
5,782 |
+104 |
Total Volume and Open Interest |
24,722 |
65,773 |
-814 |
Lumber(CME) |
Jan01 |
001120 |
247.0 |
247.3 |
243.1 |
246.8 |
+6.3 |
531 |
2,605 |
+29 |
Mar01 |
001120 |
248.7 |
251.0 |
248.2 |
250.7 |
+3.0 |
187 |
1,115 |
+26 |
May01 |
001120 |
251.7 |
253.7 |
251.7 |
253.7 |
+2.2 |
62 |
291 |
+30 |
Jul01 |
001120 |
257.0 |
257.7 |
256.2 |
256.2 |
+1.1 |
10 |
72 |
+7 |
Total Volume and Open Interest |
794 |
4,152 |
+90 |
Crude Oil(NYM) |
Dec00 |
001117 |
34.70 |
35.70 |
34.60 |
35.45 |
+0.33 |
51,772 |
35,916 |
-15,831 |
Jan01 |
001120 |
35.50 |
35.84 |
35.00 |
35.22 |
+0.19 |
79,730 |
151,220 |
+5,965 |
Feb01 |
001120 |
34.35 |
34.75 |
34.02 |
34.16 |
+0.04 |
20,499 |
46,165 |
-1,307 |
Mar01 |
001120 |
33.35 |
33.51 |
32.99 |
32.99 |
-0.06 |
9,603 |
29,334 |
+3,200 |
Apr01 |
001120 |
32.20 |
32.35 |
31.91 |
31.91 |
-0.14 |
4,124 |
18,303 |
+391 |
May01 |
001120 |
31.40 |
31.40 |
30.80 |
30.97 |
-0.25 |
974 |
13,445 |
+319 |
Jun01 |
001120 |
30.60 |
30.60 |
30.10 |
30.13 |
-0.35 |
4,039 |
26,345 |
-416 |
Jul01 |
001120 |
29.80 |
29.80 |
29.40 |
29.42 |
-0.40 |
584 |
11,679 |
+240 |
Aug01 |
001120 |
29.20 |
29.20 |
28.79 |
28.79 |
-0.45 |
635 |
11,170 |
-53 |
Sep01 |
001120 |
28.25 |
28.25 |
28.25 |
28.25 |
-0.47 |
1,230 |
17,712 |
-175 |
Total Volume and Open Interest |
178,628 |
477,998 |
-14,620 |
Heating Oil(NYM) |
Dec00 |
001120 |
109.75 |
110.85 |
109.00 |
109.62 |
+1.74 |
24,307 |
34,682 |
-2,272 |
Jan01 |
001120 |
106.90 |
108.00 |
106.30 |
106.71 |
+1.77 |
17,911 |
50,858 |
+4,872 |
Feb01 |
001120 |
102.50 |
102.90 |
101.50 |
101.71 |
+1.32 |
6,606 |
25,494 |
+498 |
Mar01 |
001120 |
96.30 |
96.50 |
95.00 |
95.21 |
+0.97 |
1,581 |
15,580 |
+594 |
Apr01 |
001120 |
89.25 |
90.00 |
88.80 |
88.81 |
+0.62 |
932 |
8,783 |
+295 |
May01 |
001120 |
82.90 |
83.46 |
82.90 |
83.46 |
+0.47 |
225 |
5,876 |
+100 |
Jun01 |
001120 |
81.00 |
81.00 |
80.11 |
80.11 |
+0.42 |
701 |
5,909 |
-95 |
Jul01 |
001120 |
79.00 |
79.00 |
78.41 |
78.41 |
+0.27 |
57 |
2,722 |
+55 |
Aug01 |
001120 |
77.66 |
77.66 |
77.66 |
77.66 |
+0.12 |
24 |
3,578 |
+20 |
Sep01 |
001120 |
77.81 |
77.81 |
77.81 |
77.81 |
+0.07 |
2 |
1,340 |
+0 |
Total Volume and Open Interest |
52,407 |
161,532 |
+4,024 |
Unleaded Gas(NYM) |
Dec00 |
001120 |
93.00 |
93.00 |
91.25 |
91.97 |
+0.16 |
14,793 |
30,948 |
-1,980 |
Jan01 |
001120 |
90.80 |
91.50 |
89.80 |
90.23 |
unch |
6,945 |
22,413 |
+1,236 |
Feb01 |
001120 |
90.10 |
90.70 |
89.50 |
89.83 |
+0.20 |
835 |
6,868 |
-373 |
Mar01 |
001120 |
89.90 |
90.50 |
89.65 |
90.05 |
+0.22 |
336 |
8,689 |
-18 |
Apr01 |
001120 |
94.30 |
94.40 |
94.10 |
94.10 |
+0.22 |
685 |
5,857 |
-97 |
May01 |
001120 |
93.30 |
93.30 |
93.10 |
93.10 |
+0.32 |
310 |
6,166 |
+123 |
Jun01 |
001120 |
91.70 |
91.70 |
91.45 |
91.45 |
+0.42 |
28 |
2,758 |
+28 |
Jul01 |
001120 |
89.25 |
89.25 |
89.25 |
89.25 |
+0.47 |
0 |
1,397 |
+0 |
Total Volume and Open Interest |
23,932 |
93,249 |
-1,122 |
Natural Gas(NYM) |
Dec00 |
001120 |
6.250 |
6.360 |
6.210 |
6.249 |
+0.149 |
54,986 |
48,748 |
+167 |
Jan01 |
001120 |
6.230 |
6.340 |
6.220 |
6.236 |
+0.153 |
22,769 |
49,060 |
+5,581 |
Feb01 |
001120 |
5.840 |
5.920 |
5.820 |
5.845 |
+0.145 |
10,470 |
30,497 |
-41 |
Mar01 |
001120 |
5.345 |
5.410 |
5.300 |
5.318 |
+0.083 |
7,105 |
32,877 |
+1,548 |
Apr01 |
001120 |
4.790 |
4.820 |
4.720 |
4.740 |
+0.025 |
4,845 |
21,133 |
+743 |
May01 |
001120 |
4.540 |
4.650 |
4.520 |
4.525 |
+0.010 |
2,659 |
18,126 |
-218 |
Jun01 |
001120 |
4.520 |
4.560 |
4.500 |
4.505 |
+0.015 |
2,682 |
18,144 |
-518 |
Jul01 |
001120 |
4.500 |
4.560 |
4.490 |
4.495 |
+0.014 |
392 |
10,559 |
-53 |
Total Volume and Open Interest |
111,134 |
405,775 |
+6,991 |
Brent Crude Oil(IPE) |
Jan01 |
001120 |
33.38 |
33.95 |
32.80 |
33.07 |
-0.01 |
25,160 |
66,987 |
-1,087 |
Feb01 |
001120 |
33.00 |
33.05 |
32.25 |
32.45 |
+0.23 |
9,514 |
50,109 |
+1,407 |
Mar01 |
001120 |
31.60 |
31.90 |
31.17 |
31.30 |
+0.14 |
6,462 |
43,493 |
+2,449 |
Apr01 |
001120 |
30.86 |
30.86 |
30.23 |
30.23 |
+0.07 |
4,129 |
30,104 |
+750 |
May01 |
001120 |
29.76 |
29.76 |
29.44 |
29.44 |
+0.03 |
1,104 |
7,531 |
+112 |
Jun01 |
001120 |
29.00 |
29.01 |
28.60 |
28.74 |
+0.01 |
715 |
17,139 |
-188 |
Jul01 |
001120 |
28.41 |
28.41 |
28.14 |
28.14 |
-0.05 |
28 |
6,352 |
-225 |
Aug01 |
001120 |
27.94 |
27.94 |
27.66 |
27.66 |
-0.06 |
0 |
8,080 |
+0 |
Total Volume and Open Interest |
47,607 |
273,234 |
+3,218 |
Gas Oil(IPE) |
Dec00 |
001120 |
318.00 |
328.50 |
316.50 |
322.75 |
+13.00 |
9,543 |
35,343 |
+386 |
Jan01 |
001120 |
305.00 |
315.50 |
305.00 |
311.75 |
+12.25 |
8,932 |
26,946 |
+2,651 |
Feb01 |
001120 |
296.00 |
300.00 |
295.50 |
299.50 |
+11.25 |
2,434 |
7,571 |
+509 |
Mar01 |
001120 |
281.25 |
284.50 |
280.50 |
284.50 |
+9.25 |
792 |
6,859 |
+16 |
Apr01 |
001120 |
268.75 |
270.50 |
266.00 |
270.00 |
+7.00 |
878 |
5,233 |
-141 |
May01 |
001120 |
259.00 |
259.00 |
258.00 |
258.00 |
+5.00 |
110 |
1,623 |
+58 |
Jun01 |
001120 |
251.25 |
254.50 |
249.50 |
249.75 |
+3.00 |
2,119 |
12,882 |
+584 |
Jul01 |
001120 |
248.25 |
248.25 |
246.25 |
246.25 |
+2.50 |
505 |
3,603 |
+400 |
Total Volume and Open Interest |
25,419 |
107,623 |
+4,304 |
US Dollar Index(NYBOT) |
Dec00 |
001120 |
117.12 |
117.62 |
117.05 |
117.23 |
-0.03 |
592 |
3,773 |
+10 |
Mar01 |
001120 |
116.98 |
117.35 |
116.88 |
117.00 |
-0.02 |
612 |
5,868 |
+20 |
Jun01 |
001120 |
116.77 |
116.77 |
116.77 |
116.77 |
-0.01 |
612 |
5,868 |
+20 |
Total Volume and Open Interest |
612 |
5,868 |
+20 |
Australian Dollar(IMM) |
Dec00 |
001120 |
51.36 |
51.62 |
51.30 |
51.45 |
-0.49 |
1,039 |
22,129 |
-121 |
Mar01 |
001120 |
51.40 |
51.60 |
51.36 |
51.50 |
-0.49 |
67 |
2,312 |
+62 |
Jun01 |
001120 |
51.55 |
51.55 |
51.55 |
51.55 |
-0.49 |
0 |
8 |
+0 |
Total Volume and Open Interest |
1,106 |
24,456 |
-59 |
British Pound(IMM) |
Dec00 |
001120 |
142.52 |
142.86 |
142.02 |
142.38 |
unch |
2,474 |
34,203 |
-32 |
Mar01 |
001120 |
142.80 |
143.10 |
142.20 |
142.66 |
+0.02 |
1 |
152 |
+3 |
Jun01 |
001120 |
142.94 |
143.20 |
142.90 |
142.94 |
+0.04 |
0 |
2 |
+0 |
Total Volume and Open Interest |
2,475 |
34,357 |
-29 |
Canadian Dollar(IMM) |
Dec00 |
001120 |
64.29 |
64.33 |
64.10 |
64.23 |
-0.04 |
6,168 |
73,163 |
+969 |
Mar01 |
001120 |
64.41 |
64.44 |
64.20 |
64.35 |
-0.04 |
244 |
3,314 |
+67 |
Jun01 |
001120 |
64.48 |
64.55 |
64.35 |
64.44 |
-0.04 |
39 |
1,920 |
+35 |
Sep01 |
001120 |
64.50 |
64.62 |
64.50 |
64.52 |
-0.04 |
30 |
710 |
+11 |
Total Volume and Open Interest |
6,525 |
79,440 |
+1,105 |
Japanese Yen(IMM) |
Dec00 |
001120 |
91.99 |
92.02 |
91.06 |
91.42 |
-0.89 |
5,184 |
65,947 |
+140 |
Mar01 |
001120 |
93.48 |
93.48 |
92.50 |
92.83 |
-0.90 |
0 |
462 |
-3 |
Jun01 |
001120 |
94.21 |
94.21 |
94.00 |
94.21 |
-0.91 |
0 |
8 |
+0 |
Total Volume and Open Interest |
5,184 |
66,559 |
+137 |
Swiss Franc(IMM) |
Dec00 |
001120 |
55.65 |
55.85 |
55.50 |
55.81 |
+0.12 |
6,385 |
48,674 |
-806 |
Mar01 |
001120 |
55.97 |
56.24 |
55.94 |
56.24 |
+0.12 |
45 |
371 |
+18 |
Jun01 |
001120 |
56.65 |
56.65 |
56.65 |
56.65 |
+0.12 |
0 |
10 |
+0 |
Total Volume and Open Interest |
6,430 |
49,056 |
-788 |
EuroFX(IMM) |
Dec00 |
001120 |
84.98 |
85.14 |
84.74 |
85.04 |
+0.17 |
10,831 |
78,227 |
-552 |
Mar01 |
001120 |
85.25 |
85.45 |
85.11 |
85.37 |
+0.17 |
138 |
1,160 |
-5 |
Total Volume and Open Interest |
10,969 |
79,387 |
-557 |
Mexican Peso(IMM) |
Dec00 |
001120 |
10470.0 |
10550.0 |
10445.0 |
10530.0 |
+52.0 |
154 |
12,646 |
-148 |
Mar01 |
001120 |
10190.0 |
10250.0 |
10185.0 |
10245.0 |
+52.0 |
7 |
4,317 |
-1 |
Total Volume and Open Interest |
247 |
22,736 |
-113 |
30-Year T-Bonds(CBOT) |
Dec00 |
001120 |
100~11 |
100~26 |
100~11 |
100~19 |
+0~08 |
131,693 |
382,441 |
-17,695 |
Mar01 |
001120 |
100~12 |
100~25 |
100~12 |
100~17 |
+0~05 |
10,000 |
56,425 |
+5,198 |
Jun01 |
001120 |
100~14 |
100~14 |
100~14 |
100~14 |
+0~05 |
111 |
332 |
+35 |
Total Volume and Open Interest |
141,979 |
439,376 |
-12,404 |
Municipal Bonds(CBOT) |
Dec00 |
001120 |
100~03 |
100~09 |
100~01 |
100~06 |
+0~06 |
1,163 |
20,291 |
-40 |
Mar01 |
001120 |
99~15 |
99~15 |
99~15 |
99~15 |
+0~07 |
2 |
8 |
+0 |
Total Volume and Open Interest |
1,165 |
20,299 |
-40 |
10-Year T-Notes(CBOT) |
Dec00 |
001120 |
101~095 |
101~180 |
101~090 |
101~165 |
+0~065 |
99,990 |
491,220 |
-16,946 |
Mar01 |
001120 |
101~180 |
101~200 |
101~160 |
101~175 |
+0~055 |
16,272 |
47,652 |
+7,728 |
Total Volume and Open Interest |
116,262 |
539,793 |
-9,218 |
5-Year T-Notes(CBOT) |
Dec00 |
001120 |
101~015 |
101~040 |
101~005 |
101~020 |
+0~035 |
50,803 |
328,214 |
-26,056 |
Mar01 |
001120 |
101~025 |
101~040 |
101~015 |
101~030 |
+0~045 |
9,277 |
35,981 |
+4,477 |
Jun01 |
001120 |
101~080 |
101~080 |
101~080 |
101~080 |
|
|
|
|
2 Year T-Notes(CBOT) |
Dec00 |
001120 |
100~024 |
100~028 |
100~022 |
100~022 |
+0~004 |
2,076 |
57,320 |
-324 |
Mar01 |
001120 |
100~048 |
100~050 |
100~045 |
100~045 |
+0~003 |
557 |
431 |
+422 |
Total Volume and Open Interest |
2,633 |
57,751 |
+98 |
3-Mth T-Bills(IMM) |
Dec00 |
001120 |
93.80 |
93.82 |
93.80 |
93.82 |
+0.01 |
11 |
1,406 |
+1 |
Total Volume and Open Interest |
11 |
1,744 |
+1 |
Eurodollars(IMM) |
Dec00 |
001120 |
93.277 |
93.285 |
93.277 |
93.283 |
+0.003 |
37,038 |
510,076 |
+3,141 |
Mar01 |
001120 |
93.495 |
93.525 |
93.495 |
93.510 |
+0.015 |
50,634 |
507,634 |
-2,660 |
Jun01 |
001120 |
93.650 |
93.675 |
93.650 |
93.655 |
+0.010 |
46,804 |
365,608 |
+1,848 |
Sep01 |
001120 |
93.725 |
93.740 |
93.715 |
93.725 |
+0.015 |
56,093 |
400,776 |
+3,457 |
Dec01 |
001120 |
93.650 |
93.660 |
93.640 |
93.650 |
+0.020 |
24,293 |
263,915 |
+4,433 |
Mar02 |
001120 |
93.690 |
93.710 |
93.685 |
93.695 |
+0.015 |
18,725 |
221,709 |
-329 |
Jun02 |
001120 |
93.635 |
93.650 |
93.630 |
93.635 |
+0.010 |
11,395 |
147,177 |
-760 |
Sep02 |
001120 |
93.590 |
93.595 |
93.575 |
93.585 |
+0.010 |
10,562 |
111,898 |
-203 |
Dec02 |
001120 |
93.465 |
93.480 |
93.460 |
93.470 |
+0.010 |
4,088 |
86,811 |
-83 |
Mar03 |
001120 |
93.490 |
93.500 |
93.490 |
93.490 |
+0.005 |
7,425 |
77,393 |
-828 |
Jun03 |
001120 |
93.445 |
93.455 |
93.445 |
93.445 |
+0.005 |
3,477 |
58,213 |
+400 |
Sep03 |
001120 |
93.415 |
93.415 |
93.395 |
93.405 |
+0.005 |
3,724 |
58,706 |
-359 |
Total Volume and Open Interest |
297,210 |
3,197,818 |
+6,893 |
3-Mth Euro-Yen(IMM) |
Dec00 |
001120 |
99.48 |
99.49 |
99.48 |
99.48 |
+0.01 |
462 |
11,400 |
-304 |
Mar01 |
001120 |
99.53 |
99.54 |
99.53 |
99.53 |
unch |
945 |
26,060 |
+126 |
Jun01 |
001120 |
99.52 |
99.53 |
99.52 |
99.53 |
+0.02 |
1,306 |
10,139 |
+617 |
Sep01 |
001120 |
99.48 |
99.48 |
99.47 |
99.48 |
+0.02 |
121 |
11,333 |
-838 |
Dec01 |
001120 |
99.38 |
99.39 |
99.38 |
99.38 |
+0.02 |
50 |
6,629 |
+1 |
Mar02 |
001120 |
99.35 |
99.35 |
99.34 |
99.34 |
+0.01 |
0 |
3,882 |
-68 |
Jun02 |
001120 |
99.28 |
99.28 |
99.28 |
99.28 |
+0.02 |
0 |
905 |
+0 |
Sep02 |
001120 |
99.16 |
99.16 |
99.16 |
99.16 |
+0.02 |
0 |
362 |
+0 |
Dec02 |
001120 |
98.97 |
98.97 |
98.97 |
98.97 |
unch |
0 |
32 |
+0 |
Mar03 |
001120 |
98.88 |
98.88 |
98.88 |
98.88 |
unch |
|
|
|
Total Volume and Open Interest |
2,884 |
70,742 |
-466 |
3-Mth Euro-Yen(SIMEX) |
Dec00 |
001120 |
99.48 |
99.49 |
99.47 |
99.47 |
-0.01 |
2,069 |
98,880 |
+427 |
Mar01 |
001120 |
99.54 |
99.54 |
99.53 |
99.53 |
-0.01 |
5,835 |
100,913 |
+1,877 |
Jun01 |
001120 |
99.52 |
99.53 |
99.51 |
99.53 |
+0.02 |
3,865 |
88,293 |
+3,919 |
Sep01 |
001120 |
99.46 |
99.47 |
99.46 |
99.47 |
+0.01 |
100 |
68,435 |
+2,169 |
Dec01 |
001120 |
99.38 |
99.38 |
99.38 |
99.38 |
+0.02 |
884 |
21,891 |
+134 |
Mar02 |
001120 |
99.34 |
99.35 |
99.34 |
99.35 |
+0.02 |
485 |
15,222 |
+494 |
Jun02 |
001120 |
99.26 |
99.26 |
99.26 |
99.26 |
+0.01 |
471 |
7,621 |
+86 |
Sep02 |
001120 |
99.17 |
99.18 |
99.14 |
99.14 |
+0.01 |
200 |
6,045 |
+300 |
Total Volume and Open Interest |
13,938 |
416,416 |
+9,409 |
German Euro-Bund(EUREX) |
Dec00 |
001120 |
105.75 |
105.95 |
105.71 |
105.94 |
+0.19 |
360,383 |
642,529 |
+26,552 |
Mar01 |
001120 |
105.91 |
106.03 |
105.88 |
106.03 |
+0.18 |
3,084 |
41,797 |
+2,013 |
Jun01 |
001120 |
105.77 |
105.77 |
105.77 |
105.77 |
+0.19 |
0 |
896 |
-68 |
Total Volume and Open Interest |
363,467 |
685,222 |
+28,497 |
German Euro-Bobl(EUREX) |
Dec00 |
001120 |
103.95 |
104.03 |
103.92 |
104.00 |
+0.05 |
160,041 |
367,214 |
-2,767 |
Mar01 |
001120 |
103.75 |
103.75 |
103.69 |
103.75 |
+0.04 |
2,617 |
15,142 |
+1,688 |
Jun01 |
001120 |
103.66 |
103.66 |
103.66 |
103.66 |
+0.11 |
0 |
920 |
+22 |
Total Volume and Open Interest |
162,658 |
383,276 |
-1,057 |
Long Gilt(LIFFE) |
Dec00 |
001120 |
114~07 |
114~08 |
114~01 |
114~05 |
unch |
20,624 |
78,187 |
+1,029 |
Mar01 |
001120 |
113~23 |
113~26 |
113~23 |
113~26 |
0~00 |
312 |
3,198 |
+6 |
Total Volume and Open Interest |
20,936 |
81,385 |
+1,035 |
3-Mth Short Sterling(LIFFE) |
Dec00 |
001120 |
93.97 |
93.98 |
93.96 |
93.97 |
-0.01 |
8,186 |
164,572 |
+1,447 |
Mar01 |
001120 |
94.07 |
94.08 |
94.05 |
94.08 |
unch |
17,466 |
123,675 |
-78,953 |
Jun01 |
001120 |
94.11 |
94.12 |
94.08 |
94.11 |
unch |
14,742 |
103,225 |
-21,153 |
Total Volume and Open Interest |
78,337 |
823,201 |
+1,695 |
3-Mth Euribor(LIFFE) |
Dec00 |
001120 |
94.890 |
94.900 |
94.870 |
94.885 |
+0.005 |
34,418 |
305,050 |
-1,938 |
Mar01 |
001120 |
94.935 |
94.945 |
94.915 |
94.930 |
unch |
54,372 |
320,487 |
+15,010 |
Jun01 |
001120 |
94.975 |
94.980 |
94.950 |
94.965 |
unch |
37,012 |
225,027 |
+2,524 |
Total Volume and Open Interest |
188,846 |
1,461,782 |
+17,778 |
3-Mth Aus T-Bills(SFE) |
Dec00 |
001120 |
93.69 |
93.70 |
93.68 |
93.69 |
-0.01 |
6,834 |
203,317 |
+138 |
Mar01 |
001120 |
93.79 |
93.79 |
93.77 |
93.78 |
-0.01 |
12,581 |
120,878 |
+1,101 |
Jun01 |
001120 |
93.80 |
93.81 |
93.79 |
93.80 |
-0.03 |
3,233 |
42,176 |
+935 |
Sep01 |
001120 |
93.82 |
93.82 |
93.81 |
93.82 |
-0.02 |
1,501 |
24,606 |
-29 |
Dec01 |
001120 |
93.80 |
93.80 |
93.78 |
93.80 |
-0.02 |
445 |
14,166 |
+195 |
Mar02 |
001120 |
93.76 |
93.76 |
93.74 |
93.75 |
-0.02 |
685 |
8,494 |
+270 |
Jun02 |
001120 |
93.67 |
93.68 |
93.67 |
93.68 |
-0.02 |
0 |
5,263 |
+0 |
Sep02 |
001120 |
93.62 |
93.63 |
93.62 |
93.63 |
-0.01 |
50 |
4,206 |
+50 |
Dec02 |
001120 |
93.56 |
93.57 |
93.56 |
93.57 |
-0.01 |
20 |
2,098 |
+70 |
Mar03 |
001120 |
93.53 |
93.53 |
93.53 |
93.53 |
unch |
20 |
1,268 |
+0 |
Total Volume and Open Interest |
25,622 |
430,240 |
+2,750 |
10-Year Aus T-Bonds(SFE) |
Dec00 |
001120 |
94.10 |
94.11 |
94.07 |
94.09 |
+0.01 |
4,032 |
171,022 |
+14,039 |
Mar01 |
001120 |
94.09 |
94.09 |
94.09 |
94.09 |
-0.05 |
|
|
|
Total Volume and Open Interest |
4,032 |
171,022 |
+14,039 |
3-Year Aus T-Bonds(SFE) |
Dec00 |
001120 |
94.14 |
94.16 |
94.13 |
94.15 |
-0.03 |
8,842 |
405,807 |
+10,969 |
Mar01 |
001120 |
94.18 |
94.18 |
94.18 |
94.18 |
-0.03 |
|
|
|
Total Volume and Open Interest |
8,842 |
405,807 |
+10,969 |
Gold(CMX) |
Dec00 |
001120 |
266.7 |
267.4 |
266.3 |
266.8 |
+0.6 |
16,023 |
72,574 |
-4,106 |
Feb01 |
001120 |
269.5 |
270.3 |
269.0 |
269.5 |
+0.6 |
5,008 |
30,209 |
+2,135 |
Apr01 |
001120 |
272.7 |
272.7 |
272.0 |
272.2 |
+0.7 |
100 |
4,937 |
+30 |
Jun01 |
001120 |
275.0 |
275.7 |
274.7 |
274.8 |
+0.7 |
252 |
9,787 |
-62 |
Aug01 |
001120 |
277.2 |
277.2 |
277.2 |
277.2 |
+0.8 |
55 |
2,457 |
-55 |
Oct01 |
001120 |
279.5 |
279.5 |
279.5 |
279.5 |
+0.8 |
129 |
750 |
-35 |
Total Volume and Open Interest |
21,637 |
137,021 |
-2,196 |
Silver(CMX) |
Dec00 |
001120 |
466.5 |
468.0 |
465.0 |
465.5 |
-0.3 |
7,306 |
50,605 |
-2,501 |
Mar01 |
001120 |
473.0 |
474.5 |
472.0 |
472.5 |
-0.1 |
3,488 |
17,487 |
+1,112 |
May01 |
001120 |
478.5 |
480.0 |
477.1 |
477.1 |
-0.1 |
189 |
1,887 |
+150 |
Jul01 |
001120 |
486.0 |
486.0 |
480.5 |
481.9 |
-0.1 |
227 |
2,974 |
+129 |
Sep01 |
001120 |
486.6 |
486.6 |
486.6 |
486.6 |
+0.1 |
0 |
3,039 |
+0 |
Total Volume and Open Interest |
11,238 |
82,055 |
-1,115 |
Platinum(NYM) |
Jan01 |
001120 |
584.0 |
592.0 |
584.0 |
589.0 |
+3.5 |
573 |
7,848 |
-50 |
Apr01 |
001120 |
577.5 |
577.5 |
577.5 |
577.5 |
+3.5 |
1 |
312 |
+1 |
Total Volume and Open Interest |
574 |
8,165 |
-49 |
Palladium(NYME) |
Dec00 |
001120 |
785.00 |
787.00 |
785.00 |
785.00 |
+1.90 |
131 |
442 |
-88 |
Mar01 |
001120 |
783.10 |
787.00 |
783.10 |
785.00 |
+1.90 |
131 |
1,211 |
+73 |
Jun01 |
001120 |
780.00 |
780.00 |
780.00 |
780.00 |
+1.90 |
0 |
135 |
+0 |
Total Volume and Open Interest |
262 |
1,788 |
-15 |
Copper(CMX) |
Dec00 |
001120 |
82.10 |
82.55 |
81.65 |
82.50 |
+0.05 |
7,853 |
32,712 |
-2,264 |
Mar01 |
001120 |
82.95 |
83.35 |
82.45 |
83.30 |
unch |
6,237 |
19,016 |
+2,431 |
May01 |
001120 |
83.10 |
83.60 |
82.85 |
83.40 |
+0.10 |
49 |
3,336 |
+32 |
Jul01 |
001120 |
83.00 |
83.50 |
82.85 |
83.50 |
+0.20 |
457 |
2,754 |
+165 |
Sep01 |
001120 |
83.10 |
83.70 |
83.00 |
83.70 |
+0.40 |
55 |
1,539 |
-39 |
Total Volume and Open Interest |
15,326 |
76,591 |
+473 |
DJIA Index(CBOT) |
Dec00 |
001120 |
10625 |
10625 |
10475 |
10500 |
-153 |
11,499 |
18,674 |
-62 |
Mar01 |
001120 |
10750 |
10750 |
10620 |
10641 |
-154 |
15 |
111 |
-3 |
Jun01 |
001120 |
10781 |
10781 |
10781 |
10781 |
-154 |
0 |
10 |
+0 |
Total Volume and Open Interest |
11,514 |
18,802 |
-65 |
S & P 500(CME) |
Dec00 |
001120 |
1360.00 |
1365.00 |
1345.00 |
1347.00 |
-23.50 |
70,356 |
422,394 |
+494 |
Mar01 |
001120 |
1381.00 |
1384.50 |
1366.00 |
1367.00 |
-23.80 |
253 |
22,582 |
+1,232 |
Jun01 |
001120 |
1397.80 |
1404.10 |
1385.80 |
1387.30 |
-23.80 |
10 |
2,638 |
+7 |
Sep01 |
001120 |
1421.00 |
1424.80 |
1407.80 |
1407.80 |
-24.00 |
9 |
329 |
+5 |
Total Volume and Open Interest |
70,628 |
448,210 |
+1,738 |
S & P 500 E-Mini(Globex) |
Dec00 |
001120 |
1369.75 |
1373.50 |
1345.25 |
1347.00 |
-23.50 |
90,660 |
70,468 |
+6,534 |
Mar01 |
001120 |
1388.00 |
1389.00 |
1367.00 |
1367.00 |
-23.75 |
6 |
7 |
-32 |
Total Volume and Open Interest |
90,666 |
70,513 |
+6,540 |
NASDAQ 100(CME) |
Dec00 |
001120 |
2855.00 |
2908.00 |
2790.00 |
2814.50 |
-125.00 |
19,939 |
43,407 |
+1,042 |
Mar01 |
001120 |
2845.00 |
2862.50 |
2845.00 |
2862.50 |
-125.00 |
1 |
130 |
+5 |
Jun01 |
001120 |
2910.50 |
2910.50 |
2893.00 |
2910.50 |
-125.00 |
|
|
|
Total Volume and Open Interest |
19,940 |
43,537 |
+1,047 |
NASDAQ 100 E-Mini(GLOBEX) |
Dec00 |
001120 |
2929.0 |
2946.0 |
2790.0 |
2814.5 |
-125.0 |
68,512 |
59,068 |
+20 |
Mar01 |
001120 |
2854.5 |
2900.0 |
2850.5 |
2862.5 |
-125.0 |
0 |
7 |
+0 |
Total Volume and Open Interest |
68,512 |
59,075 |
+20 |
NYSE Composite(NYBOT) |
Dec00 |
001120 |
643.75 |
643.75 |
635.50 |
635.90 |
-9.50 |
|
|
|
Mar01 |
001120 |
644.90 |
644.90 |
644.90 |
644.90 |
-9.50 |
|
|
|
Jun01 |
001120 |
653.90 |
653.90 |
653.90 |
653.90 |
-9.50 |
|
|
|
Total Volume and Open Interest |
|
|
|
S & P Midcap 400(CME) |
Dec00 |
001120 |
502.00 |
502.10 |
492.00 |
494.00 |
-12.50 |
214 |
15,964 |
+361 |
Mar01 |
001120 |
501.70 |
501.70 |
501.70 |
501.70 |
-12.50 |
0 |
42 |
+0 |
Jun01 |
001120 |
508.70 |
508.70 |
508.70 |
508.70 |
-12.50 |
0 |
1 |
+0 |
Total Volume and Open Interest |
214 |
16,007 |
+361 |
Russell 2000(CME) |
Dec00 |
001120 |
479.00 |
480.50 |
471.00 |
471.75 |
-12.25 |
0 |
14,215 |
-500 |
Mar01 |
001120 |
478.50 |
478.50 |
477.75 |
478.50 |
-12.25 |
0 |
100 |
+0 |
Jun01 |
001120 |
486.05 |
486.05 |
485.30 |
486.05 |
-12.25 |
|
|
|
Total Volume and Open Interest |
0 |
14,315 |
-500 |
Value Line(KCBT) |
Dec00 |
001120 |
1106.00 |
1110.00 |
1093.00 |
1097.00 |
-17.00 |
54 |
127 |
-10 |
Total Volume and Open Interest |
54 |
128 |
-10 |
Nikkei 225(CME) |
Dec00 |
001120 |
14540 |
14540 |
14440 |
14440 |
-140 |
903 |
16,307 |
+200 |
Mar01 |
001120 |
14520 |
14520 |
14520 |
14520 |
-220 |
1 |
69 |
+0 |
Total Volume and Open Interest |
904 |
16,378 |
+200 |
Nikkei 225(SIMEX) |
Dec00 |
001120 |
14570 |
14600 |
14450 |
14595 |
+5 |
11,018 |
91,580 |
+31 |
Mar01 |
001120 |
14500 |
14615 |
14500 |
14615 |
+5 |
0 |
4,916 |
+0 |
Jun01 |
001120 |
14595 |
14595 |
14595 |
14595 |
+5 |
0 |
405 |
+0 |
Total Volume and Open Interest |
11,302 |
97,601 |
+31 |
CAC 40(MATIF) |
Nov00 |
001120 |
6194.5 |
6209.5 |
6014.0 |
6014.0 |
-171.5 |
46,048 |
219,527 |
-4,511 |
Dec00 |
001120 |
6224.0 |
6232.0 |
6042.0 |
6045.5 |
-155.0 |
4,106 |
160,025 |
+840 |
Total Volume and Open Interest |
51,003 |
399,589 |
-3,315 |
DAX Index(EUREX) |
Dec00 |
001120 |
6780.0 |
6824.0 |
6615.0 |
6621.5 |
-138.5 |
39,478 |
168,837 |
-329 |
Mar01 |
001120 |
6876.5 |
6895.0 |
6702.5 |
6702.5 |
-139.5 |
362 |
8,831 |
+69 |
Jun01 |
001120 |
6900.0 |
6900.5 |
6776.0 |
6776.0 |
-138.0 |
11 |
8,506 |
+2 |
Total Volume and Open Interest |
39,851 |
186,174 |
-258 |
FT-SE 100(LIFFE) |
Dec00 |
001120 |
6451.00 |
6478.00 |
6346.50 |
6352.00 |
-109.00 |
26,909 |
229,172 |
-346 |
Mar01 |
001120 |
6527.00 |
6527.00 |
6402.00 |
6402.00 |
-109.00 |
111 |
20,144 |
+75 |
Jun01 |
001120 |
6574.00 |
6575.50 |
6472.00 |
6472.00 |
-109.00 |
100 |
8,691 |
+0 |
Total Volume and Open Interest |
27,120 |
258,007 |
-271 |
SPI 200(SFE) |
Dec00 |
001120 |
3369.0 |
3369.0 |
3352.0 |
3356.0 |
-14.0 |
11,059 |
127,725 |
+2,423 |
Mar01 |
001120 |
3389.0 |
3392.0 |
3381.0 |
3381.0 |
-14.0 |
495 |
5,501 |
+413 |
Jun01 |
001120 |
3408.0 |
3408.0 |
3408.0 |
3408.0 |
-14.0 |
0 |
174 |
+0 |
Total Volume and Open Interest |
11,554 |
133,413 |
+2,836 |
GSCI(CME) |
Dec00 |
001120 |
259.60 |
263.05 |
259.50 |
260.30 |
+2.00 |
82 |
35,093 |
+10 |
Jan01 |
001120 |
254.05 |
256.00 |
254.05 |
254.05 |
+2.05 |
0 |
511 |
+0 |
Feb01 |
001120 |
245.85 |
247.00 |
245.85 |
245.85 |
+2.35 |
|
|
|
Total Volume and Open Interest |
82 |
35,604 |
+10 |
Bridge CRB Index(NYBOT) |
Jan01 |
001120 |
227.90 |
227.90 |
226.50 |
226.75 |
+0.85 |
101 |
520 |
-6 |
Feb01 |
001120 |
225.25 |
225.75 |
224.75 |
224.75 |
+0.60 |
0 |
657 |
+0 |
Apr01 |
001120 |
222.70 |
222.75 |
222.70 |
222.75 |
+0.35 |
1 |
304 |
+0 |
Total Volume and Open Interest |
222 |
1,481 |
-6 |
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
|
|