 |
MRCI's Free Historical Futures Prices |
Daily Futures Price Listing Fri November 24, 2000 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Jan01 |
001124 |
495.50 |
502.00 |
495.50 |
500.75 |
+9.75 |
12,564 |
75,105 |
-2,020 |
Mar01 |
001124 |
505.50 |
511.50 |
505.00 |
509.75 |
+9.75 |
4,125 |
39,056 |
+1,201 |
May01 |
001124 |
511.50 |
518.00 |
511.50 |
517.50 |
+9.75 |
2,273 |
20,044 |
+420 |
Jul01 |
001124 |
519.00 |
525.00 |
519.00 |
524.75 |
+9.50 |
1,309 |
22,101 |
+1 |
Aug01 |
001124 |
523.50 |
526.00 |
521.00 |
526.00 |
+10.50 |
3 |
862 |
-1 |
Sep01 |
001124 |
523.00 |
526.00 |
523.00 |
526.00 |
+9.25 |
22 |
285 |
+5 |
Nov01 |
001124 |
524.00 |
530.00 |
524.00 |
529.50 |
+9.25 |
269 |
6,820 |
+23 |
Total Volume and Open Interest |
20,565 |
164,276 |
-370 |
Soybean Meal(CBOT) |
Dec00 |
001124 |
183.50 |
187.30 |
183.10 |
186.90 |
+7.50 |
8,891 |
30,340 |
-2,761 |
Jan01 |
001124 |
183.00 |
184.90 |
182.00 |
184.80 |
+6.30 |
5,921 |
39,832 |
+711 |
Mar01 |
001124 |
181.50 |
182.30 |
179.50 |
182.00 |
+5.80 |
6,129 |
24,380 |
+1,483 |
May01 |
001124 |
177.00 |
178.70 |
176.50 |
178.40 |
+4.90 |
2,379 |
12,717 |
+334 |
Jul01 |
001124 |
176.80 |
178.60 |
176.00 |
178.40 |
+5.00 |
1,776 |
10,460 |
+73 |
Aug01 |
001124 |
176.00 |
177.00 |
175.20 |
176.60 |
+4.40 |
127 |
2,599 |
+39 |
Sep01 |
001124 |
174.50 |
176.00 |
174.50 |
175.70 |
+4.60 |
80 |
1,404 |
-3 |
Oct01 |
001124 |
174.50 |
175.00 |
174.00 |
174.20 |
+4.40 |
75 |
652 |
+10 |
Total Volume and Open Interest |
25,595 |
123,903 |
+61 |
Soybean Oil(CBOT) |
Dec00 |
001124 |
15.15 |
15.15 |
14.86 |
14.90 |
-0.16 |
6,845 |
31,917 |
-1,338 |
Jan01 |
001124 |
15.39 |
15.39 |
15.10 |
15.12 |
-0.17 |
4,447 |
40,243 |
+1,062 |
Mar01 |
001124 |
15.80 |
15.80 |
15.48 |
15.52 |
-0.18 |
3,316 |
36,383 |
+661 |
May01 |
001124 |
16.19 |
16.19 |
15.89 |
15.92 |
-0.17 |
1,268 |
11,843 |
+200 |
Jul01 |
001124 |
16.59 |
16.60 |
16.29 |
16.32 |
-0.17 |
564 |
8,560 |
+167 |
Aug01 |
001124 |
16.75 |
16.75 |
16.45 |
16.45 |
-0.17 |
12 |
2,175 |
+12 |
Sep01 |
001124 |
16.59 |
16.59 |
16.59 |
16.59 |
-0.14 |
9 |
1,896 |
+0 |
Oct01 |
001124 |
17.00 |
17.00 |
16.75 |
16.75 |
-0.13 |
19 |
1,581 |
+0 |
Total Volume and Open Interest |
16,506 |
140,200 |
+800 |
Canola(WCE) |
Jan01 |
001124 |
266.0 |
268.4 |
265.2 |
265.4 |
+1.2 |
1,932 |
33,066 |
-958 |
Mar01 |
001124 |
273.0 |
273.9 |
271.2 |
271.4 |
+1.2 |
599 |
22,482 |
+21 |
May01 |
001124 |
278.0 |
278.0 |
277.2 |
277.2 |
+0.7 |
0 |
2,435 |
+0 |
Jul01 |
001124 |
283.0 |
285.0 |
282.1 |
282.8 |
+1.2 |
60 |
3,077 |
-20 |
Aug01 |
001124 |
281.0 |
281.0 |
281.0 |
281.0 |
unch |
0 |
55 |
+0 |
Total Volume and Open Interest |
2,592 |
62,455 |
-942 |
Corn(CBOT) |
Dec00 |
001124 |
211.00 |
212.00 |
210.50 |
211.25 |
+1.00 |
20,384 |
98,758 |
-6,471 |
Jan01 |
001124 |
215.75 |
216.00 |
214.75 |
215.50 |
+1.00 |
401 |
1,921 |
+62 |
Mar01 |
001124 |
223.25 |
224.50 |
222.75 |
223.25 |
+0.75 |
16,031 |
214,117 |
+3,257 |
May01 |
001124 |
231.00 |
232.25 |
230.75 |
231.00 |
+0.75 |
3,086 |
48,266 |
-1,254 |
Jul01 |
001124 |
237.75 |
238.50 |
237.25 |
238.00 |
+1.00 |
2,355 |
55,716 |
+540 |
Sep01 |
001124 |
244.75 |
245.00 |
243.75 |
243.75 |
+0.75 |
56 |
5,304 |
+27 |
Total Volume and Open Interest |
43,024 |
455,667 |
-3,708 |
Wheat(CBOT) |
Dec00 |
001124 |
259.00 |
261.75 |
259.00 |
260.50 |
+3.00 |
11,357 |
50,908 |
-3,631 |
Mar01 |
001124 |
277.50 |
279.50 |
277.25 |
278.75 |
+3.50 |
9,386 |
71,806 |
+2,171 |
May01 |
001124 |
288.50 |
290.00 |
288.00 |
289.00 |
+3.25 |
1,021 |
4,675 |
+196 |
Jul01 |
001124 |
297.50 |
299.75 |
297.50 |
299.25 |
+3.25 |
1,578 |
20,253 |
+858 |
Sep01 |
001124 |
308.00 |
308.50 |
307.00 |
308.50 |
+3.00 |
3 |
1,039 |
+3 |
Total Volume and Open Interest |
23,421 |
151,386 |
-380 |
Wheat(KCBT) |
Dec00 |
001124 |
315.50 |
318.50 |
315.00 |
318.25 |
+5.25 |
5,863 |
26,183 |
-3,043 |
Mar01 |
001124 |
332.00 |
333.75 |
331.50 |
333.25 |
+4.75 |
4,886 |
45,213 |
+2,410 |
May01 |
001124 |
339.50 |
342.25 |
339.50 |
341.75 |
+4.75 |
155 |
2,913 |
+64 |
Jul01 |
001124 |
347.00 |
350.00 |
347.00 |
349.00 |
+4.00 |
807 |
9,456 |
+104 |
Sep01 |
001124 |
357.00 |
357.00 |
357.00 |
357.00 |
+6.00 |
0 |
310 |
+0 |
Total Volume and Open Interest |
11,711 |
84,168 |
-465 |
Wheat(MGE) |
Dec00 |
001124 |
321.00 |
325.00 |
320.00 |
323.50 |
+4.00 |
1,633 |
11,520 |
-1,010 |
Mar01 |
001124 |
334.50 |
338.75 |
334.50 |
337.25 |
+3.75 |
2,265 |
11,453 |
+499 |
May01 |
001124 |
343.50 |
347.50 |
343.50 |
346.00 |
+3.75 |
23 |
1,952 |
+7 |
Jul01 |
001124 |
351.50 |
354.25 |
351.50 |
352.50 |
+3.25 |
47 |
1,017 |
+28 |
Sep01 |
001124 |
361.50 |
361.50 |
361.00 |
361.50 |
+5.25 |
6 |
409 |
+0 |
Total Volume and Open Interest |
3,968 |
26,557 |
-476 |
Oats(CBOT) |
Dec00 |
001124 |
101.25 |
101.50 |
101.00 |
101.25 |
+0.50 |
1,332 |
4,991 |
-535 |
Mar01 |
001124 |
112.00 |
112.25 |
111.75 |
112.00 |
+0.50 |
1,158 |
7,475 |
+568 |
May01 |
001124 |
118.50 |
118.50 |
118.00 |
118.00 |
+0.25 |
148 |
679 |
+111 |
Jul01 |
001124 |
124.25 |
124.50 |
124.00 |
124.00 |
+0.50 |
9 |
591 |
+1 |
Total Volume and Open Interest |
2,672 |
14,639 |
+155 |
Rough Rice(CBOT) |
Jan01 |
001124 |
6.32 |
6.38 |
6.32 |
6.38 |
+0.04 |
103 |
3,259 |
-4 |
Mar01 |
001124 |
6.58 |
6.63 |
6.57 |
6.61 |
+0.02 |
6 |
1,331 |
-4 |
May01 |
001124 |
6.80 |
6.80 |
6.80 |
6.80 |
unch |
14 |
609 |
+0 |
Jul01 |
001124 |
7.00 |
7.00 |
7.00 |
7.00 |
unch |
1 |
549 |
+1 |
Total Volume and Open Interest |
124 |
5,968 |
-7 |
Live Cattle(CME) |
Dec00 |
001124 |
73.500 |
73.600 |
72.800 |
72.875 |
-0.450 |
6,718 |
38,977 |
-1,919 |
Feb01 |
001124 |
75.550 |
75.875 |
75.150 |
75.175 |
-0.325 |
4,514 |
53,952 |
+301 |
Apr01 |
001124 |
76.275 |
76.500 |
75.950 |
76.000 |
-0.275 |
2,340 |
24,002 |
+577 |
Jun01 |
001124 |
72.900 |
73.000 |
72.600 |
72.650 |
-0.200 |
229 |
7,675 |
+107 |
Aug01 |
001124 |
73.000 |
73.175 |
72.550 |
72.600 |
-0.400 |
406 |
7,000 |
+229 |
Oct01 |
001124 |
74.250 |
74.250 |
74.100 |
74.200 |
-0.250 |
109 |
1,142 |
+41 |
Total Volume and Open Interest |
14,324 |
132,911 |
-658 |
Feeder Cattle(CME) |
Jan01 |
001124 |
89.650 |
89.750 |
89.050 |
89.125 |
-0.375 |
390 |
8,050 |
-68 |
Mar01 |
001124 |
88.975 |
89.000 |
88.500 |
88.700 |
-0.275 |
219 |
3,794 |
-9 |
Apr01 |
001124 |
88.500 |
88.500 |
88.300 |
88.350 |
-0.300 |
84 |
1,353 |
+27 |
May01 |
001124 |
88.025 |
88.025 |
87.800 |
87.975 |
-0.225 |
48 |
1,479 |
+14 |
Aug01 |
001124 |
87.950 |
87.950 |
87.925 |
87.925 |
-0.175 |
26 |
534 |
+14 |
Sep01 |
001124 |
87.850 |
87.900 |
87.850 |
87.900 |
-0.100 |
5 |
110 |
+5 |
Oct01 |
001124 |
87.950 |
87.950 |
87.900 |
87.950 |
-0.250 |
10 |
48 |
+10 |
Total Volume and Open Interest |
782 |
15,381 |
-7 |
Lean Hogs(CME) |
Dec00 |
001124 |
54.900 |
55.025 |
54.500 |
54.800 |
+0.250 |
2,215 |
13,061 |
-333 |
Feb01 |
001124 |
57.550 |
57.750 |
57.300 |
57.450 |
+0.150 |
2,061 |
19,595 |
+818 |
Apr01 |
001124 |
56.600 |
56.800 |
56.400 |
56.550 |
+0.075 |
282 |
5,225 |
+113 |
Jun01 |
001124 |
62.975 |
63.150 |
62.750 |
62.975 |
unch |
198 |
2,795 |
+128 |
Jul01 |
001124 |
61.500 |
61.650 |
61.300 |
61.600 |
+0.125 |
77 |
602 |
+51 |
Aug01 |
001124 |
58.950 |
59.200 |
58.600 |
59.025 |
+0.100 |
29 |
436 |
+16 |
Oct01 |
001124 |
50.750 |
50.950 |
50.600 |
50.950 |
-0.025 |
63 |
758 |
+56 |
Dec01 |
001124 |
47.200 |
47.200 |
47.025 |
47.200 |
+0.025 |
155 |
671 |
+149 |
Total Volume and Open Interest |
5,080 |
43,144 |
+998 |
Pork Bellies(CME) |
Feb01 |
001124 |
64.250 |
64.500 |
63.500 |
63.775 |
+0.550 |
183 |
2,131 |
-2 |
Mar01 |
001124 |
63.900 |
64.600 |
63.500 |
63.700 |
+0.300 |
7 |
108 |
+3 |
May01 |
001124 |
64.950 |
65.000 |
64.650 |
65.000 |
+1.250 |
0 |
114 |
+0 |
Jul01 |
001124 |
65.500 |
65.500 |
65.500 |
65.500 |
+0.600 |
6 |
45 |
+5 |
Aug01 |
001124 |
65.600 |
65.600 |
65.600 |
65.600 |
unch |
0 |
21 |
+0 |
Total Volume and Open Interest |
196 |
2,419 |
+6 |
Cocoa(NYBOT) |
Dec00 |
001122 |
698 |
698 |
690 |
690 |
-10 |
109 |
384 |
-204 |
Mar01 |
001122 |
728 |
731 |
723 |
724 |
-6 |
3,900 |
48,444 |
+1,078 |
May01 |
001122 |
751 |
751 |
744 |
746 |
-7 |
1,664 |
17,329 |
-47 |
Jul01 |
001122 |
771 |
772 |
766 |
766 |
-7 |
56 |
13,446 |
-12 |
Sep01 |
001122 |
794 |
794 |
787 |
787 |
-9 |
121 |
11,413 |
-81 |
Dec01 |
001122 |
824 |
824 |
818 |
818 |
-10 |
273 |
13,028 |
+90 |
Mar02 |
001122 |
856 |
857 |
850 |
850 |
-11 |
1,254 |
11,546 |
-50 |
Total Volume and Open Interest |
7,447 |
136,393 |
+774 |
Coffee "C"(NYBOT) |
Dec00 |
001122 |
68.75 |
69.00 |
68.00 |
68.30 |
-0.25 |
735 |
1,744 |
-458 |
Mar01 |
001122 |
73.25 |
73.50 |
72.40 |
72.75 |
-0.50 |
6,284 |
29,904 |
+541 |
May01 |
001122 |
76.40 |
76.70 |
75.70 |
75.80 |
-0.60 |
717 |
4,548 |
+226 |
Jul01 |
001122 |
79.80 |
79.80 |
78.75 |
78.90 |
-0.65 |
148 |
2,301 |
+70 |
Sep01 |
001122 |
82.80 |
82.80 |
82.00 |
82.00 |
-0.70 |
134 |
2,562 |
+10 |
Dec01 |
001122 |
86.50 |
87.00 |
86.10 |
86.10 |
-0.60 |
98 |
1,389 |
+13 |
Total Volume and Open Interest |
8,119 |
42,461 |
+405 |
Orange Juice(NYBOT) |
Jan01 |
001122 |
75.90 |
76.40 |
74.60 |
76.35 |
+0.50 |
985 |
17,528 |
+100 |
Mar01 |
001122 |
79.25 |
80.00 |
78.30 |
79.95 |
+0.70 |
493 |
9,220 |
+179 |
May01 |
001122 |
81.90 |
82.50 |
81.10 |
82.50 |
+0.75 |
159 |
1,766 |
-19 |
Jul01 |
001122 |
85.50 |
85.50 |
85.50 |
85.50 |
+1.25 |
61 |
722 |
-50 |
Sep01 |
001122 |
88.00 |
88.00 |
88.00 |
88.00 |
+1.25 |
5 |
315 |
+0 |
Total Volume and Open Interest |
1,703 |
29,811 |
+210 |
Sugar #11(NYBOT) |
Mar01 |
001122 |
9.72 |
9.98 |
9.72 |
9.93 |
+0.21 |
4,911 |
73,944 |
-760 |
May01 |
001122 |
9.20 |
9.40 |
9.20 |
9.35 |
+0.20 |
1,039 |
18,909 |
+168 |
Jul01 |
001122 |
8.67 |
8.84 |
8.67 |
8.78 |
+0.16 |
536 |
23,281 |
-80 |
Oct01 |
001122 |
8.27 |
8.44 |
8.27 |
8.41 |
+0.15 |
664 |
19,136 |
+137 |
Mar02 |
001122 |
8.17 |
8.32 |
8.17 |
8.32 |
+0.15 |
0 |
8,140 |
+0 |
Total Volume and Open Interest |
7,150 |
145,750 |
-535 |
London Cocoa(LCE) |
Dec00 |
001124 |
546 |
546 |
541 |
541 |
-4 |
1,768 |
0 |
-32,930 |
Mar01 |
001124 |
569 |
569 |
558 |
559 |
-5 |
1,164 |
0 |
-55,481 |
May01 |
001124 |
583 |
583 |
574 |
574 |
-5 |
189 |
0 |
-30,906 |
Jul01 |
001124 |
594 |
594 |
588 |
588 |
-5 |
291 |
0 |
-13,362 |
Sep01 |
001124 |
608 |
608 |
601 |
601 |
-5 |
4 |
0 |
-20,900 |
Dec01 |
001124 |
634 |
634 |
629 |
629 |
-5 |
|
|
|
Mar02 |
001124 |
654 |
654 |
654 |
654 |
-5 |
|
|
|
Total Volume and Open Interest |
3,716 |
|
|
London Coffee(LCE) |
Nov00 |
001124 |
640.00 |
641.00 |
638.00 |
638.00 |
-4.00 |
24 |
0 |
-338 |
Jan01 |
001124 |
650.00 |
650.00 |
645.00 |
645.00 |
-4.00 |
1,436 |
0 |
-27,036 |
Mar01 |
001124 |
671.00 |
671.00 |
665.00 |
666.00 |
-4.00 |
365 |
0 |
-13,398 |
May01 |
001124 |
697.00 |
697.00 |
690.00 |
690.00 |
-5.00 |
96 |
0 |
-6,851 |
Jul01 |
001124 |
719.00 |
720.00 |
714.00 |
714.00 |
-4.00 |
23 |
0 |
-2,920 |
Sep01 |
001124 |
745.00 |
745.00 |
738.00 |
738.00 |
-5.00 |
|
|
|
Total Volume and Open Interest |
1,944 |
|
|
London Sugar(LCE) |
Dec00 |
001115 |
225.50 |
233.60 |
224.60 |
225.00 |
-0.30 |
902 |
2,074 |
-764 |
Mar01 |
001124 |
248.00 |
249.20 |
248.00 |
249.20 |
+1.90 |
456 |
0 |
-23,129 |
May01 |
001124 |
243.50 |
245.00 |
243.50 |
245.00 |
+2.10 |
93 |
0 |
-4,450 |
Aug01 |
001124 |
239.00 |
240.20 |
239.00 |
240.20 |
+2.00 |
31 |
0 |
-6,901 |
Oct01 |
001124 |
233.00 |
233.00 |
233.00 |
233.00 |
+1.80 |
|
|
|
Total Volume and Open Interest |
768 |
|
|
Cotton(NYBOT) |
Dec00 |
001122 |
63.30 |
64.60 |
63.20 |
64.40 |
+1.24 |
6,744 |
1,286 |
-3,538 |
Mar01 |
001122 |
67.50 |
68.80 |
67.10 |
68.08 |
+0.97 |
13,869 |
34,739 |
+687 |
May01 |
001122 |
68.80 |
70.00 |
68.50 |
69.57 |
+1.02 |
2,193 |
11,195 |
+8 |
Jul01 |
001122 |
69.50 |
71.00 |
69.50 |
70.45 |
+1.05 |
1,265 |
6,799 |
-295 |
Oct01 |
001122 |
65.95 |
65.95 |
65.95 |
65.95 |
+0.60 |
21 |
791 |
+0 |
Dec01 |
001122 |
64.65 |
65.45 |
64.65 |
65.10 |
+0.65 |
274 |
6,009 |
+136 |
Total Volume and Open Interest |
49,370 |
61,006 |
-2,998 |
Lumber(CME) |
Jan01 |
001124 |
242.1 |
247.0 |
241.5 |
246.7 |
+5.5 |
195 |
2,331 |
-18 |
Mar01 |
001124 |
246.6 |
250.4 |
246.6 |
249.5 |
+3.5 |
28 |
1,134 |
-7 |
May01 |
001124 |
252.2 |
252.7 |
252.2 |
252.7 |
+1.6 |
11 |
350 |
+2 |
Jul01 |
001124 |
255.9 |
255.9 |
255.7 |
255.7 |
+2.1 |
3 |
79 |
+3 |
Total Volume and Open Interest |
245 |
3,934 |
-29 |
Crude Oil(NYM) |
Jan01 |
001122 |
34.90 |
35.64 |
34.67 |
35.40 |
+0.24 |
54,869 |
146,867 |
-1,209 |
Feb01 |
001122 |
33.93 |
34.60 |
33.80 |
34.40 |
+0.21 |
22,227 |
48,205 |
+1,066 |
Mar01 |
001122 |
33.00 |
33.53 |
32.85 |
33.32 |
+0.19 |
12,295 |
32,759 |
+2,179 |
Apr01 |
001122 |
31.88 |
32.30 |
31.83 |
32.24 |
+0.17 |
4,436 |
21,456 |
+1,281 |
May01 |
001122 |
30.90 |
31.42 |
30.90 |
31.29 |
+0.16 |
3,420 |
14,483 |
+171 |
Jun01 |
001122 |
30.20 |
30.45 |
30.20 |
30.45 |
+0.15 |
4,129 |
27,407 |
+709 |
Jul01 |
001122 |
29.60 |
29.75 |
29.60 |
29.72 |
+0.13 |
1,053 |
11,907 |
-77 |
Aug01 |
001122 |
29.00 |
29.07 |
28.98 |
29.07 |
+0.11 |
624 |
11,381 |
+209 |
Sep01 |
001122 |
28.45 |
28.51 |
28.45 |
28.51 |
+0.09 |
262 |
17,888 |
+204 |
Oct01 |
001122 |
27.95 |
27.99 |
27.95 |
27.99 |
+0.07 |
68 |
8,757 |
-20 |
Total Volume and Open Interest |
111,758 |
475,955 |
+4,683 |
Heating Oil(NYM) |
Dec00 |
001122 |
108.70 |
110.30 |
107.80 |
109.44 |
+0.03 |
23,434 |
30,038 |
-3,140 |
Jan01 |
001122 |
106.25 |
107.25 |
105.40 |
106.01 |
-0.74 |
15,835 |
52,945 |
+1,149 |
Feb01 |
001122 |
101.30 |
102.40 |
100.75 |
101.16 |
-0.79 |
5,447 |
24,426 |
-1,626 |
Mar01 |
001122 |
95.20 |
95.90 |
94.80 |
94.81 |
-0.74 |
2,190 |
16,040 |
+354 |
Apr01 |
001122 |
88.95 |
89.50 |
88.20 |
88.31 |
-0.74 |
1,436 |
9,252 |
+250 |
May01 |
001122 |
83.40 |
83.80 |
83.01 |
83.01 |
-0.69 |
521 |
5,986 |
+322 |
Jun01 |
001122 |
79.80 |
80.90 |
79.76 |
79.76 |
-0.64 |
693 |
5,726 |
-95 |
Jul01 |
001122 |
78.90 |
79.00 |
78.06 |
78.06 |
-0.64 |
288 |
2,762 |
+93 |
Aug01 |
001122 |
77.95 |
77.95 |
77.31 |
77.31 |
-0.64 |
105 |
3,644 |
+51 |
Sep01 |
001122 |
77.51 |
77.51 |
77.51 |
77.51 |
-0.59 |
186 |
1,463 |
+93 |
Total Volume and Open Interest |
50,548 |
159,283 |
-2,312 |
Unleaded Gas(NYM) |
Dec00 |
001122 |
90.90 |
92.60 |
90.40 |
92.01 |
+0.35 |
12,051 |
28,008 |
-1,125 |
Jan01 |
001122 |
90.00 |
91.40 |
89.50 |
90.67 |
+0.23 |
8,159 |
24,619 |
+1,045 |
Feb01 |
001122 |
90.00 |
90.90 |
89.30 |
90.27 |
+0.13 |
1,084 |
7,438 |
-91 |
Mar01 |
001122 |
89.80 |
91.00 |
89.80 |
90.47 |
+0.11 |
764 |
9,230 |
+382 |
Apr01 |
001122 |
94.50 |
94.62 |
93.75 |
94.62 |
+0.08 |
742 |
5,724 |
-72 |
May01 |
001122 |
92.90 |
93.47 |
92.90 |
93.47 |
+0.08 |
765 |
6,275 |
+143 |
Jun01 |
001122 |
91.45 |
91.67 |
91.45 |
91.67 |
-0.02 |
965 |
3,493 |
+735 |
Jul01 |
001122 |
89.35 |
89.52 |
89.35 |
89.52 |
-0.07 |
344 |
1,466 |
+69 |
Total Volume and Open Interest |
26,119 |
93,738 |
+450 |
Natural Gas(NYM) |
Dec00 |
001122 |
6.340 |
6.620 |
6.300 |
6.577 |
+0.169 |
42,970 |
41,923 |
-4,390 |
Jan01 |
001122 |
6.340 |
6.640 |
6.330 |
6.584 |
+0.152 |
20,312 |
50,911 |
+211 |
Feb01 |
001122 |
6.010 |
6.290 |
5.960 |
6.244 |
+0.207 |
7,667 |
32,918 |
+1,426 |
Mar01 |
001122 |
5.390 |
5.630 |
5.370 |
5.600 |
+0.153 |
6,601 |
34,411 |
+1,205 |
Apr01 |
001122 |
4.770 |
4.920 |
4.770 |
4.880 |
+0.065 |
4,218 |
21,381 |
+664 |
May01 |
001122 |
4.540 |
4.630 |
4.540 |
4.630 |
+0.045 |
2,421 |
19,085 |
+651 |
Jun01 |
001122 |
4.520 |
4.600 |
4.520 |
4.595 |
+0.035 |
2,183 |
17,028 |
+153 |
Jul01 |
001122 |
4.500 |
4.590 |
4.470 |
4.575 |
+0.029 |
246 |
10,572 |
+67 |
Total Volume and Open Interest |
91,971 |
404,889 |
+242 |
Brent Crude Oil(IPE) |
Jan01 |
001124 |
33.25 |
33.41 |
33.10 |
33.12 |
-0.16 |
12,512 |
65,132 |
+87 |
Feb01 |
001124 |
32.51 |
32.66 |
32.43 |
32.48 |
-0.20 |
5,232 |
59,416 |
+1,510 |
Mar01 |
001124 |
31.36 |
31.53 |
31.34 |
31.40 |
-0.15 |
4,314 |
50,033 |
+2,833 |
Apr01 |
001124 |
30.50 |
30.50 |
30.30 |
30.36 |
-0.14 |
2,324 |
33,486 |
+1,396 |
May01 |
001124 |
29.42 |
29.56 |
29.42 |
29.56 |
-0.11 |
140 |
8,341 |
-145 |
Jun01 |
001124 |
28.71 |
29.00 |
28.71 |
28.86 |
-0.08 |
435 |
17,854 |
+161 |
Jul01 |
001124 |
28.10 |
28.35 |
28.10 |
28.26 |
-0.05 |
378 |
7,023 |
+290 |
Aug01 |
001124 |
27.81 |
27.81 |
27.76 |
27.76 |
-0.05 |
25 |
8,776 |
+25 |
Total Volume and Open Interest |
25,610 |
294,216 |
+6,157 |
Gas Oil(IPE) |
Dec00 |
001124 |
317.25 |
317.25 |
314.50 |
315.50 |
-1.00 |
5,804 |
30,370 |
-1,676 |
Jan01 |
001124 |
306.25 |
308.00 |
305.75 |
307.50 |
-0.50 |
3,693 |
28,842 |
+771 |
Feb01 |
001124 |
294.75 |
296.50 |
294.50 |
294.75 |
-1.75 |
1,156 |
8,785 |
+610 |
Mar01 |
001124 |
281.25 |
282.00 |
280.50 |
280.50 |
-1.50 |
641 |
6,929 |
+294 |
Apr01 |
001124 |
268.25 |
268.50 |
266.75 |
266.75 |
-1.50 |
466 |
5,651 |
+199 |
May01 |
001124 |
255.00 |
255.00 |
255.00 |
255.00 |
-1.75 |
0 |
1,695 |
+0 |
Jun01 |
001124 |
249.00 |
249.00 |
247.00 |
247.00 |
-2.50 |
200 |
10,040 |
-200 |
Jul01 |
001124 |
243.75 |
243.75 |
243.75 |
243.75 |
-2.50 |
200 |
4,305 |
+200 |
Total Volume and Open Interest |
12,160 |
104,964 |
+198 |
US Dollar Index(NYBOT) |
Dec00 |
001124 |
118.34 |
118.65 |
118.00 |
118.45 |
+0.65 |
12 |
3,930 |
+36 |
Mar01 |
001124 |
118.28 |
118.38 |
117.85 |
118.22 |
+0.64 |
12 |
6,064 |
+44 |
Jun01 |
001124 |
117.99 |
117.99 |
117.99 |
117.99 |
+0.69 |
12 |
6,064 |
+44 |
Total Volume and Open Interest |
371 |
6,038 |
+18 |
Australian Dollar(IMM) |
Dec00 |
001124 |
52.30 |
52.55 |
52.06 |
52.36 |
-0.36 |
7,308 |
23,398 |
+103 |
Mar01 |
001124 |
52.35 |
52.45 |
52.25 |
52.42 |
-0.36 |
89 |
2,407 |
+19 |
Jun01 |
001124 |
52.48 |
52.48 |
52.48 |
52.48 |
-0.36 |
0 |
8 |
+0 |
Total Volume and Open Interest |
7,397 |
25,820 |
+119 |
British Pound(IMM) |
Dec00 |
001124 |
140.76 |
140.84 |
139.90 |
140.06 |
-1.06 |
8,617 |
36,423 |
+598 |
Mar01 |
001124 |
141.10 |
141.10 |
140.10 |
140.34 |
-1.06 |
41 |
202 |
+11 |
Jun01 |
001124 |
140.62 |
140.62 |
140.60 |
140.62 |
-1.06 |
0 |
2 |
+0 |
Total Volume and Open Interest |
8,658 |
36,627 |
+609 |
Canadian Dollar(IMM) |
Dec00 |
001124 |
64.73 |
65.08 |
64.73 |
65.06 |
+0.40 |
10,215 |
69,332 |
-683 |
Mar01 |
001124 |
64.88 |
65.27 |
64.87 |
65.19 |
+0.40 |
175 |
3,432 |
+25 |
Jun01 |
001124 |
65.02 |
65.35 |
65.02 |
65.29 |
+0.40 |
967 |
2,337 |
+328 |
Sep01 |
001124 |
65.30 |
65.45 |
65.30 |
65.38 |
+0.40 |
7 |
726 |
+7 |
Total Volume and Open Interest |
11,372 |
76,169 |
-321 |
Japanese Yen(IMM) |
Dec00 |
001124 |
90.25 |
90.41 |
90.06 |
90.12 |
-0.92 |
13,159 |
77,864 |
+1,073 |
Mar01 |
001124 |
91.60 |
91.73 |
91.46 |
91.52 |
-0.92 |
73 |
588 |
+32 |
Jun01 |
001124 |
92.90 |
92.90 |
92.90 |
92.90 |
-0.92 |
0 |
8 |
+0 |
Total Volume and Open Interest |
13,248 |
78,612 |
+1,113 |
Swiss Franc(IMM) |
Dec00 |
001124 |
55.59 |
55.61 |
55.26 |
55.53 |
-0.18 |
6,579 |
48,787 |
+93 |
Mar01 |
001124 |
56.05 |
56.05 |
55.65 |
55.95 |
-0.19 |
4 |
393 |
-1 |
Jun01 |
001124 |
56.35 |
56.35 |
56.25 |
56.35 |
-0.20 |
0 |
9 |
+0 |
Total Volume and Open Interest |
6,583 |
49,190 |
+92 |
EuroFX(IMM) |
Dec00 |
001124 |
84.43 |
84.46 |
83.90 |
84.10 |
-0.46 |
8,979 |
80,419 |
+235 |
Mar01 |
001124 |
84.76 |
84.76 |
84.26 |
84.43 |
-0.46 |
153 |
1,381 |
+67 |
Total Volume and Open Interest |
9,132 |
81,800 |
+302 |
Mexican Peso(IMM) |
Dec00 |
001124 |
10578.0 |
10590.0 |
10540.0 |
10563.0 |
-10.0 |
3,846 |
14,985 |
+1,528 |
Mar01 |
001124 |
10280.0 |
10285.0 |
10263.0 |
10278.0 |
-10.0 |
1,717 |
4,549 |
+226 |
Total Volume and Open Interest |
5,599 |
27,514 |
+1,754 |
30-Year T-Bonds(CBOT) |
Dec00 |
001124 |
101~17 |
101~20 |
101~08 |
101~16 |
-0~07 |
187,770 |
350,588 |
-11,496 |
Mar01 |
001124 |
101~16 |
101~21 |
101~11 |
101~21 |
-0~03 |
51,778 |
109,491 |
+25,094 |
Jun01 |
001124 |
101~16 |
101~16 |
101~16 |
101~16 |
-0~10 |
29 |
347 |
+15 |
Total Volume and Open Interest |
239,577 |
460,560 |
+13,613 |
Municipal Bonds(CBOT) |
Dec00 |
001124 |
100~15 |
100~15 |
100~07 |
100~11 |
-0~07 |
916 |
19,318 |
+82 |
Mar01 |
001124 |
99~29 |
99~31 |
99~23 |
99~24 |
-0~08 |
53 |
1,231 |
+29 |
Total Volume and Open Interest |
969 |
20,549 |
+111 |
10-Year T-Notes(CBOT) |
Dec00 |
001124 |
101~220 |
101~240 |
101~185 |
101~220 |
-0~025 |
133,276 |
436,682 |
-27,501 |
Mar01 |
001124 |
101~250 |
101~270 |
101~225 |
101~255 |
-0~050 |
39,668 |
94,927 |
+15,916 |
Total Volume and Open Interest |
172,944 |
532,530 |
-11,585 |
5-Year T-Notes(CBOT) |
Dec00 |
001124 |
101~035 |
101~050 |
101~030 |
101~050 |
-0~045 |
58,847 |
302,267 |
-8,162 |
Mar01 |
001124 |
101~050 |
101~065 |
101~050 |
101~065 |
-0~045 |
18,641 |
66,249 |
+12,197 |
Jun01 |
001124 |
101~115 |
101~115 |
101~115 |
101~115 |
-0~045 |
|
|
|
Total Volume and Open Interest |
77,488 |
368,516 |
+4,035 |
2 Year T-Notes(CBOT) |
Dec00 |
001124 |
100~029 |
100~029 |
100~024 |
100~026 |
-0~011 |
12,410 |
52,365 |
-11 |
Mar01 |
001124 |
100~056 |
100~056 |
100~049 |
100~051 |
-0~011 |
9,479 |
12,966 |
+6,727 |
Total Volume and Open Interest |
21,889 |
65,331 |
+6,716 |
3-Mth T-Bills(IMM) |
Dec00 |
001124 |
93.82 |
93.82 |
93.80 |
93.80 |
unch |
0 |
1,403 |
+0 |
Total Volume and Open Interest |
9 |
1,767 |
+7 |
Eurodollars(IMM) |
Dec00 |
001124 |
93.275 |
93.280 |
93.272 |
93.277 |
-0.008 |
24,922 |
507,566 |
-3,590 |
Mar01 |
001124 |
93.515 |
93.525 |
93.510 |
93.525 |
-0.010 |
51,326 |
507,828 |
-38 |
Jun01 |
001124 |
93.655 |
93.665 |
93.650 |
93.660 |
-0.025 |
49,875 |
376,675 |
-2,631 |
Sep01 |
001124 |
93.715 |
93.725 |
93.710 |
93.720 |
-0.030 |
55,007 |
401,870 |
+212 |
Dec01 |
001124 |
93.640 |
93.650 |
93.640 |
93.650 |
-0.030 |
18,096 |
266,805 |
+5,871 |
Mar02 |
001124 |
93.695 |
93.700 |
93.685 |
93.700 |
-0.025 |
15,606 |
222,384 |
+935 |
Jun02 |
001124 |
93.630 |
93.640 |
93.630 |
93.640 |
-0.025 |
9,852 |
150,172 |
+2,120 |
Sep02 |
001124 |
93.575 |
93.590 |
93.575 |
93.590 |
-0.020 |
12,779 |
117,908 |
+2,963 |
Dec02 |
001124 |
93.460 |
93.475 |
93.460 |
93.475 |
-0.020 |
2,813 |
87,693 |
+731 |
Mar03 |
001124 |
93.480 |
93.505 |
93.480 |
93.500 |
-0.015 |
2,492 |
78,262 |
-213 |
Jun03 |
001124 |
93.430 |
93.450 |
93.430 |
93.450 |
-0.015 |
1,632 |
59,154 |
+191 |
Sep03 |
001124 |
93.410 |
93.410 |
93.410 |
93.410 |
-0.015 |
1,787 |
58,612 |
-439 |
Total Volume and Open Interest |
258,370 |
3,221,957 |
+7,091 |
3-Mth Euro-Yen(IMM) |
Dec00 |
001124 |
99.47 |
99.47 |
99.47 |
99.47 |
unch |
865 |
12,011 |
+611 |
Mar01 |
001124 |
99.54 |
99.54 |
99.54 |
99.54 |
+0.01 |
614 |
24,027 |
-1,275 |
Jun01 |
001124 |
99.54 |
99.54 |
99.54 |
99.54 |
+0.01 |
682 |
10,317 |
-192 |
Sep01 |
001124 |
99.49 |
99.50 |
99.49 |
99.50 |
+0.01 |
333 |
11,471 |
+198 |
Dec01 |
001124 |
99.39 |
99.39 |
99.39 |
99.39 |
+0.01 |
118 |
6,435 |
-243 |
Mar02 |
001124 |
99.36 |
99.36 |
99.36 |
99.36 |
+0.02 |
204 |
3,883 |
+106 |
Jun02 |
001124 |
99.29 |
99.29 |
99.29 |
99.29 |
+0.01 |
0 |
717 |
-178 |
Sep02 |
001124 |
99.18 |
99.18 |
99.18 |
99.18 |
+0.01 |
0 |
427 |
+50 |
Dec02 |
001124 |
98.97 |
98.97 |
98.97 |
98.97 |
unch |
0 |
32 |
+0 |
Mar03 |
001124 |
98.88 |
98.88 |
98.88 |
98.88 |
unch |
|
|
|
Total Volume and Open Interest |
2,816 |
69,320 |
-923 |
3-Mth Euro-Yen(SIMEX) |
Dec00 |
001124 |
99.47 |
99.47 |
99.47 |
99.47 |
+0.01 |
50 |
97,098 |
-1,594 |
Mar01 |
001124 |
99.53 |
99.54 |
99.53 |
99.54 |
+0.01 |
1,573 |
94,916 |
-1,161 |
Jun01 |
001124 |
99.53 |
99.54 |
99.53 |
99.54 |
+0.01 |
2,102 |
87,119 |
-629 |
Sep01 |
001124 |
99.48 |
99.50 |
99.47 |
99.50 |
+0.03 |
1,532 |
66,770 |
-353 |
Dec01 |
001124 |
99.39 |
99.40 |
99.39 |
99.40 |
+0.01 |
572 |
21,397 |
-21 |
Mar02 |
001124 |
99.36 |
99.36 |
99.36 |
99.36 |
+0.01 |
120 |
15,204 |
-945 |
Jun02 |
001124 |
99.28 |
99.28 |
99.28 |
99.28 |
+0.02 |
688 |
7,341 |
-295 |
Sep02 |
001124 |
99.15 |
99.15 |
99.15 |
99.15 |
+0.01 |
52 |
6,111 |
+50 |
Total Volume and Open Interest |
6,689 |
405,071 |
-4,948 |
German Euro-Bund(EUREX) |
Dec00 |
001124 |
106.16 |
106.45 |
106.14 |
106.31 |
+0.08 |
383,238 |
734,397 |
+92,096 |
Mar01 |
001124 |
106.27 |
106.52 |
106.27 |
106.41 |
+0.09 |
7,114 |
62,379 |
+8,476 |
Jun01 |
001124 |
106.01 |
106.25 |
106.01 |
106.15 |
+0.08 |
0 |
1,589 |
+448 |
Total Volume and Open Interest |
390,352 |
798,365 |
+101,020 |
German Euro-Bobl(EUREX) |
Dec00 |
001124 |
104.03 |
104.15 |
103.99 |
104.06 |
+0.01 |
118,058 |
389,404 |
+26,939 |
Mar01 |
001124 |
103.86 |
103.86 |
103.78 |
103.82 |
unch |
2,099 |
20,824 |
+3,513 |
Jun01 |
001124 |
103.50 |
103.72 |
103.50 |
103.72 |
+0.02 |
0 |
1,211 |
+291 |
Total Volume and Open Interest |
120,157 |
411,439 |
+30,743 |
Long Gilt(LIFFE) |
Dec00 |
001124 |
115~16 |
115~30 |
115~12 |
115~16 |
+0~01 |
23,926 |
71,902 |
-1,457 |
Mar01 |
001124 |
115~05 |
115~18 |
115~02 |
115~06 |
+0~02 |
769 |
8,438 |
+435 |
Total Volume and Open Interest |
24,738 |
80,340 |
-1,022 |
3-Mth Short Sterling(LIFFE) |
Dec00 |
001124 |
93.96 |
93.97 |
93.96 |
93.96 |
unch |
5,064 |
164,611 |
+125 |
Mar01 |
001124 |
94.05 |
94.07 |
94.04 |
94.05 |
unch |
13,359 |
200,551 |
-1,830 |
Jun01 |
001124 |
94.11 |
94.13 |
94.10 |
94.11 |
-0.01 |
14,439 |
139,046 |
+2,151 |
Total Volume and Open Interest |
60,457 |
847,331 |
-199,781 |
3-Mth Euribor(LIFFE) |
Dec00 |
001124 |
94.885 |
94.900 |
94.875 |
94.890 |
+0.005 |
23,933 |
295,680 |
-3,679 |
Mar01 |
001124 |
94.910 |
94.925 |
94.900 |
94.910 |
-0.005 |
22,614 |
291,813 |
-4,814 |
Jun01 |
001124 |
94.945 |
94.965 |
94.935 |
94.950 |
unch |
12,813 |
231,564 |
-1,464 |
Total Volume and Open Interest |
89,023 |
1,444,673 |
-6,934 |
3-Mth Aus T-Bills(SFE) |
Dec00 |
001124 |
93.70 |
93.70 |
93.69 |
93.70 |
-0.01 |
6,651 |
185,891 |
-19,395 |
Mar01 |
001124 |
93.79 |
93.80 |
93.77 |
93.79 |
-0.01 |
8,900 |
130,651 |
+1,215 |
Jun01 |
001124 |
93.82 |
93.82 |
93.80 |
93.82 |
-0.01 |
1,191 |
41,107 |
-804 |
Sep01 |
001124 |
93.85 |
93.85 |
93.84 |
93.85 |
-0.01 |
1,296 |
24,840 |
+64 |
Dec01 |
001124 |
93.83 |
93.83 |
93.83 |
93.83 |
-0.01 |
515 |
14,976 |
+193 |
Mar02 |
001124 |
93.78 |
93.78 |
93.78 |
93.78 |
-0.02 |
208 |
8,607 |
+208 |
Jun02 |
001124 |
93.71 |
93.71 |
93.71 |
93.71 |
-0.02 |
72 |
5,424 |
+70 |
Sep02 |
001124 |
93.66 |
93.66 |
93.64 |
93.64 |
-0.03 |
347 |
4,476 |
-5 |
Dec02 |
001124 |
93.60 |
93.60 |
93.58 |
93.58 |
-0.03 |
31 |
2,117 |
+11 |
Mar03 |
001124 |
93.55 |
93.56 |
93.55 |
93.55 |
-0.02 |
1 |
1,299 |
+1 |
Total Volume and Open Interest |
19,240 |
423,174 |
-18,414 |
10-Year Aus T-Bonds(SFE) |
Dec00 |
001124 |
94.12 |
94.12 |
94.08 |
94.10 |
-0.03 |
16,769 |
146,992 |
+4,507 |
Mar01 |
001124 |
94.11 |
94.11 |
94.11 |
94.11 |
-0.03 |
2 |
2 |
+2 |
Total Volume and Open Interest |
16,771 |
146,994 |
+4,509 |
3-Year Aus T-Bonds(SFE) |
Dec00 |
001124 |
94.17 |
94.17 |
94.15 |
94.17 |
-0.01 |
39,514 |
430,839 |
+8,615 |
Mar01 |
001124 |
94.19 |
94.19 |
94.19 |
94.19 |
unch |
|
|
|
Total Volume and Open Interest |
39,514 |
430,839 |
+8,615 |
Gold(CMX) |
Dec00 |
001122 |
266.7 |
266.9 |
266.2 |
266.7 |
+0.6 |
27,608 |
60,060 |
-9,842 |
Feb01 |
001122 |
269.4 |
269.6 |
268.8 |
269.3 |
+0.6 |
15,133 |
37,480 |
+4,977 |
Apr01 |
001122 |
272.2 |
272.2 |
271.6 |
272.0 |
+0.6 |
795 |
5,576 |
+34 |
Jun01 |
001122 |
275.0 |
275.0 |
274.5 |
274.6 |
+0.6 |
458 |
9,906 |
+57 |
Aug01 |
001122 |
277.0 |
277.0 |
277.0 |
277.0 |
+0.6 |
2 |
2,457 |
+0 |
Oct01 |
001122 |
279.3 |
279.3 |
279.3 |
279.3 |
+0.6 |
0 |
750 |
+0 |
Total Volume and Open Interest |
44,731 |
132,633 |
-4,689 |
Silver(CMX) |
Dec00 |
001122 |
463.5 |
464.0 |
462.5 |
462.8 |
-0.2 |
10,692 |
46,504 |
-2,921 |
Mar01 |
001122 |
470.5 |
471.0 |
469.5 |
469.8 |
-0.1 |
5,421 |
20,716 |
+2,417 |
May01 |
001122 |
473.5 |
476.0 |
473.0 |
474.6 |
unch |
175 |
1,896 |
+143 |
Jul01 |
001122 |
480.5 |
480.5 |
478.5 |
479.6 |
+0.1 |
78 |
3,001 |
-17 |
Sep01 |
001122 |
484.5 |
484.5 |
484.5 |
484.5 |
+0.2 |
1 |
3,040 |
+1 |
Total Volume and Open Interest |
16,521 |
81,402 |
-300 |
Platinum(NYM) |
Jan01 |
001122 |
585.0 |
587.9 |
581.0 |
583.3 |
-0.5 |
374 |
7,689 |
-168 |
Apr01 |
001122 |
572.3 |
572.3 |
572.3 |
572.3 |
unch |
2 |
312 |
+1 |
Total Volume and Open Interest |
376 |
8,006 |
-167 |
Palladium(NYME) |
Dec00 |
001122 |
787.00 |
791.00 |
787.00 |
790.65 |
+5.65 |
44 |
404 |
-6 |
Mar01 |
001122 |
787.00 |
791.00 |
785.00 |
790.15 |
+6.15 |
94 |
1,289 |
+4 |
Jun01 |
001122 |
785.15 |
785.15 |
785.15 |
785.15 |
+6.15 |
0 |
135 |
+0 |
Total Volume and Open Interest |
182 |
1,828 |
-2 |
Copper(CMX) |
Dec00 |
001122 |
82.10 |
82.30 |
81.30 |
82.10 |
-0.70 |
7,132 |
28,256 |
-2,282 |
Mar01 |
001122 |
82.85 |
83.15 |
82.30 |
82.90 |
-0.65 |
4,206 |
22,513 |
+1,925 |
May01 |
001122 |
83.00 |
83.10 |
82.70 |
82.95 |
-0.65 |
38 |
3,357 |
-1 |
Jul01 |
001122 |
83.05 |
83.10 |
82.50 |
83.00 |
-0.70 |
68 |
3,065 |
+12 |
Sep01 |
001122 |
82.50 |
83.20 |
82.50 |
83.10 |
-0.70 |
11 |
1,524 |
+1 |
Total Volume and Open Interest |
13,176 |
76,579 |
+259 |
DJIA Index(CBOT) |
Dec00 |
001124 |
10495 |
10550 |
10470 |
10525 |
+107 |
10,832 |
18,925 |
+170 |
Mar01 |
001124 |
10640 |
10685 |
10630 |
10667 |
+109 |
155 |
378 |
+264 |
Jun01 |
001124 |
10780 |
10825 |
10780 |
10807 |
+109 |
5 |
7 |
-3 |
Total Volume and Open Interest |
10,992 |
19,317 |
+431 |
S & P 500(CME) |
Dec00 |
001124 |
1338.00 |
1349.00 |
1337.00 |
1346.60 |
+23.60 |
143,809 |
413,110 |
-6,238 |
Mar01 |
001124 |
1363.00 |
1368.50 |
1362.50 |
1366.60 |
+23.90 |
14,109 |
35,975 |
+6,878 |
Jun01 |
001124 |
1386.90 |
1386.90 |
1386.90 |
1386.90 |
+24.40 |
237 |
2,769 |
+71 |
Sep01 |
001124 |
1406.70 |
1406.70 |
1406.70 |
1406.70 |
+24.40 |
236 |
490 |
+106 |
Total Volume and Open Interest |
158,420 |
452,623 |
+829 |
S & P 500 E-Mini(Globex) |
Dec00 |
001124 |
1330.00 |
1349.50 |
1320.25 |
1346.50 |
+23.50 |
76,824 |
73,138 |
+546 |
Mar01 |
001124 |
1360.00 |
1366.50 |
1360.00 |
1366.50 |
+23.75 |
26 |
75 |
+25 |
Total Volume and Open Interest |
76,850 |
73,213 |
+211 |
NASDAQ 100(CME) |
Dec00 |
001124 |
2765.00 |
2845.00 |
2745.00 |
2829.00 |
+146.50 |
36,054 |
46,217 |
+924 |
Mar01 |
001124 |
2874.00 |
2875.00 |
2874.00 |
2874.00 |
+146.50 |
247 |
251 |
+114 |
Jun01 |
001124 |
2919.00 |
2920.00 |
2919.00 |
2919.00 |
+146.50 |
|
|
|
Total Volume and Open Interest |
36,301 |
46,468 |
+1,038 |
NASDAQ 100 E-Mini(GLOBEX) |
Dec00 |
001124 |
2735.5 |
2845.0 |
2676.0 |
2829.0 |
+146.5 |
61,970 |
66,751 |
+1,197 |
Mar01 |
001124 |
2874.0 |
2874.0 |
2874.0 |
2874.0 |
+146.5 |
4 |
10 |
+2 |
Total Volume and Open Interest |
61,974 |
66,761 |
+1,199 |
NYSE Composite(NYBOT) |
Dec00 |
001124 |
632.50 |
636.00 |
632.50 |
635.10 |
+7.70 |
272 |
1,593 |
+0 |
Mar01 |
001124 |
643.85 |
643.85 |
643.85 |
643.85 |
+7.45 |
100 |
112 |
+0 |
Jun01 |
001124 |
652.60 |
652.60 |
652.60 |
652.60 |
+7.20 |
0 |
102 |
+0 |
Total Volume and Open Interest |
|
|
|
S & P Midcap 400(CME) |
Dec00 |
001124 |
490.00 |
504.50 |
490.00 |
503.75 |
+14.75 |
1,036 |
16,496 |
+97 |
Mar01 |
001124 |
511.45 |
511.70 |
511.45 |
511.45 |
+14.75 |
0 |
42 |
+0 |
Jun01 |
001124 |
518.45 |
518.70 |
518.45 |
518.45 |
+14.75 |
0 |
1 |
+0 |
Total Volume and Open Interest |
1,036 |
16,539 |
+97 |
Russell 2000(CME) |
Dec00 |
001124 |
463.00 |
476.50 |
462.00 |
476.25 |
+17.25 |
1,648 |
14,493 |
+100 |
Mar01 |
001124 |
483.00 |
483.15 |
483.00 |
483.00 |
+17.25 |
0 |
100 |
+0 |
Jun01 |
001124 |
490.55 |
490.70 |
490.55 |
490.55 |
+17.25 |
|
|
|
Total Volume and Open Interest |
1,648 |
14,593 |
+100 |
Value Line(KCBT) |
Dec00 |
001124 |
1083.00 |
1103.50 |
1081.00 |
1103.50 |
+31.50 |
61 |
124 |
-2 |
Total Volume and Open Interest |
62 |
126 |
-1 |
Nikkei 225(CME) |
Dec00 |
001124 |
14385 |
14450 |
14355 |
14405 |
+305 |
989 |
16,748 |
+259 |
Mar01 |
001124 |
14500 |
14500 |
14435 |
14435 |
+225 |
8 |
74 |
+6 |
Total Volume and Open Interest |
997 |
16,824 |
+265 |
Nikkei 225(SIMEX) |
Dec00 |
001124 |
14250 |
14440 |
14180 |
14315 |
+75 |
10,921 |
91,631 |
-791 |
Mar01 |
001124 |
14280 |
14420 |
14220 |
14330 |
+70 |
190 |
5,066 |
+150 |
Jun01 |
001124 |
14310 |
14310 |
14310 |
14310 |
+70 |
0 |
405 |
+0 |
Total Volume and Open Interest |
11,111 |
97,802 |
-641 |
CAC 40(MATIF) |
Nov00 |
001124 |
6080.0 |
6180.0 |
5990.0 |
6180.0 |
+108.0 |
33,106 |
221,875 |
-6,735 |
Dec00 |
001124 |
6109.5 |
6198.0 |
6015.0 |
6198.0 |
+117.5 |
5,557 |
164,296 |
+1,391 |
Total Volume and Open Interest |
38,827 |
406,136 |
-5,209 |
DAX Index(EUREX) |
Dec00 |
001124 |
6649.0 |
6730.0 |
6588.0 |
6680.0 |
+58.0 |
27,841 |
172,670 |
-82 |
Mar01 |
001124 |
6707.0 |
6810.0 |
6674.0 |
6760.5 |
+59.0 |
443 |
9,192 |
+229 |
Jun01 |
001124 |
6821.0 |
6861.5 |
6821.0 |
6830.5 |
+60.0 |
358 |
8,598 |
+85 |
Total Volume and Open Interest |
28,642 |
190,460 |
+232 |
FT-SE 100(LIFFE) |
Dec00 |
001124 |
6290.00 |
6378.50 |
6252.50 |
6367.00 |
+67.00 |
17,452 |
228,602 |
+1,587 |
Mar01 |
001124 |
6331.00 |
6413.50 |
6331.00 |
6413.50 |
+66.50 |
297 |
29,577 |
+137 |
Jun01 |
001124 |
6459.00 |
6482.00 |
6459.00 |
6482.00 |
+65.50 |
0 |
8,381 |
-470 |
Total Volume and Open Interest |
17,929 |
266,560 |
+1,254 |
SPI 200(SFE) |
Dec00 |
001124 |
3307.0 |
3315.0 |
3290.0 |
3295.0 |
-6.0 |
8,861 |
123,144 |
+1,435 |
Mar01 |
001124 |
3335.0 |
3335.0 |
3320.0 |
3320.0 |
-6.0 |
170 |
6,181 |
+99 |
Jun01 |
001124 |
3347.0 |
3347.0 |
3347.0 |
3347.0 |
-6.0 |
0 |
174 |
+0 |
Total Volume and Open Interest |
9,031 |
129,512 |
+1,534 |
GSCI(CME) |
Dec00 |
001124 |
262.20 |
263.35 |
262.20 |
262.30 |
-1.10 |
64 |
34,877 |
+32 |
Jan01 |
001124 |
256.30 |
256.30 |
256.30 |
256.30 |
-1.10 |
0 |
761 |
+0 |
Feb01 |
001124 |
248.30 |
248.30 |
248.30 |
248.30 |
unch |
|
|
|
Total Volume and Open Interest |
64 |
35,638 |
+32 |
Bridge CRB Index(NYBOT) |
Jan01 |
001122 |
225.60 |
227.20 |
225.50 |
227.00 |
+0.75 |
27 |
522 |
-3 |
Feb01 |
001122 |
225.00 |
225.00 |
225.00 |
225.00 |
+0.75 |
2 |
660 |
+1 |
Apr01 |
001122 |
223.00 |
223.00 |
223.00 |
223.00 |
+0.75 |
0 |
304 |
+0 |
Total Volume and Open Interest |
109 |
1,486 |
-2 |
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
|
|