 |
MRCI's Free Historical Futures Prices |
Daily Futures Price Listing Mon November 27, 2000 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Jan01 |
001127 |
506.00 |
508.00 |
496.50 |
497.25 |
-3.50 |
23,930 |
74,017 |
-1,088 |
Mar01 |
001127 |
515.50 |
517.00 |
506.25 |
506.75 |
-3.00 |
7,992 |
40,840 |
+1,784 |
May01 |
001127 |
522.50 |
524.50 |
512.00 |
513.00 |
-4.50 |
2,579 |
20,697 |
+653 |
Jul01 |
001127 |
530.00 |
531.50 |
520.00 |
520.50 |
-4.25 |
2,033 |
22,142 |
+41 |
Aug01 |
001127 |
531.00 |
532.50 |
521.00 |
521.00 |
-5.00 |
26 |
865 |
+3 |
Sep01 |
001127 |
531.00 |
531.00 |
523.00 |
523.00 |
-3.00 |
77 |
286 |
+1 |
Nov01 |
001127 |
535.50 |
536.00 |
526.00 |
526.50 |
-3.00 |
431 |
6,584 |
-236 |
Total Volume and Open Interest |
37,071 |
165,437 |
+1,161 |
Soybean Meal(CBOT) |
Dec00 |
001127 |
191.00 |
191.50 |
185.50 |
187.60 |
+0.70 |
9,027 |
28,583 |
-1,757 |
Jan01 |
001127 |
189.00 |
190.00 |
184.50 |
186.40 |
+1.60 |
11,164 |
39,956 |
+124 |
Mar01 |
001127 |
187.00 |
187.00 |
182.00 |
183.10 |
+1.10 |
6,203 |
25,757 |
+1,377 |
May01 |
001127 |
183.00 |
183.00 |
179.00 |
180.10 |
+1.70 |
3,368 |
13,767 |
+1,050 |
Jul01 |
001127 |
182.00 |
183.00 |
178.50 |
179.70 |
+1.30 |
2,229 |
10,048 |
-412 |
Aug01 |
001127 |
180.50 |
180.50 |
177.50 |
178.00 |
+1.40 |
64 |
2,662 |
+63 |
Sep01 |
001127 |
179.00 |
179.00 |
176.50 |
177.00 |
+1.30 |
3 |
1,406 |
+2 |
Oct01 |
001127 |
180.00 |
180.00 |
175.80 |
175.80 |
+1.60 |
43 |
695 |
+43 |
Total Volume and Open Interest |
32,148 |
124,416 |
+513 |
Soybean Oil(CBOT) |
Dec00 |
001127 |
14.74 |
14.87 |
14.46 |
14.48 |
-0.42 |
7,086 |
29,085 |
-2,832 |
Jan01 |
001127 |
15.07 |
15.08 |
14.72 |
14.73 |
-0.39 |
8,156 |
40,920 |
+677 |
Mar01 |
001127 |
15.49 |
15.49 |
15.10 |
15.12 |
-0.40 |
4,335 |
37,202 |
+819 |
May01 |
001127 |
15.87 |
15.90 |
15.51 |
15.52 |
-0.40 |
1,817 |
13,088 |
+1,245 |
Jul01 |
001127 |
16.22 |
16.26 |
15.92 |
15.93 |
-0.39 |
1,596 |
9,259 |
+699 |
Aug01 |
001127 |
16.43 |
16.43 |
16.10 |
16.10 |
-0.35 |
8 |
2,178 |
+3 |
Sep01 |
001127 |
16.59 |
16.59 |
16.25 |
16.27 |
-0.32 |
0 |
1,896 |
+0 |
Oct01 |
001127 |
16.78 |
16.78 |
16.42 |
16.42 |
-0.33 |
13 |
1,594 |
+13 |
Total Volume and Open Interest |
23,077 |
140,846 |
+646 |
Canola(WCE) |
Jan01 |
001127 |
267.0 |
267.5 |
263.3 |
263.5 |
-1.9 |
4,058 |
33,021 |
-45 |
Mar01 |
001127 |
272.5 |
273.2 |
269.3 |
269.8 |
-1.6 |
533 |
22,386 |
-96 |
May01 |
001127 |
277.2 |
277.2 |
275.0 |
275.2 |
-2.0 |
43 |
2,478 |
+43 |
Jul01 |
001127 |
284.0 |
284.3 |
280.5 |
280.9 |
-1.9 |
411 |
3,218 |
+141 |
Aug01 |
001127 |
281.0 |
281.0 |
281.0 |
281.0 |
unch |
0 |
55 |
+0 |
Total Volume and Open Interest |
5,144 |
62,409 |
-46 |
Corn(CBOT) |
Dec00 |
001127 |
212.00 |
212.25 |
210.25 |
210.50 |
-0.75 |
15,899 |
94,200 |
-4,558 |
Jan01 |
001127 |
216.50 |
216.75 |
214.75 |
214.75 |
-0.75 |
532 |
2,221 |
+300 |
Mar01 |
001127 |
224.25 |
224.50 |
222.50 |
222.75 |
-0.50 |
18,698 |
215,267 |
+1,150 |
May01 |
001127 |
232.25 |
232.25 |
230.25 |
230.75 |
-0.25 |
1,074 |
49,717 |
+1,451 |
Jul01 |
001127 |
238.50 |
239.00 |
237.00 |
237.75 |
-0.25 |
800 |
55,757 |
+41 |
Sep01 |
001127 |
244.75 |
244.75 |
243.75 |
243.75 |
unch |
55 |
5,389 |
+85 |
Total Volume and Open Interest |
38,030 |
454,343 |
-1,324 |
Wheat(CBOT) |
Dec00 |
001127 |
260.50 |
262.00 |
257.00 |
257.25 |
-3.25 |
6,925 |
48,021 |
-2,887 |
Mar01 |
001127 |
279.00 |
280.00 |
275.00 |
275.50 |
-3.25 |
9,077 |
73,395 |
+1,589 |
May01 |
001127 |
290.00 |
290.00 |
285.50 |
286.00 |
-3.00 |
302 |
4,753 |
+78 |
Jul01 |
001127 |
300.00 |
300.00 |
296.00 |
296.50 |
-2.75 |
797 |
20,563 |
+310 |
Sep01 |
001127 |
305.50 |
305.50 |
305.50 |
305.50 |
-3.00 |
148 |
1,075 |
+36 |
Total Volume and Open Interest |
17,290 |
150,517 |
-869 |
Wheat(KCBT) |
Dec00 |
001127 |
318.75 |
319.00 |
313.50 |
315.00 |
-3.25 |
5,595 |
22,588 |
-3,595 |
Mar01 |
001127 |
333.50 |
333.75 |
329.00 |
330.50 |
-2.75 |
5,673 |
46,499 |
+1,286 |
May01 |
001127 |
344.00 |
344.00 |
338.00 |
338.25 |
-3.50 |
597 |
3,325 |
+412 |
Jul01 |
001127 |
349.50 |
350.50 |
346.00 |
346.50 |
-2.50 |
757 |
9,292 |
-164 |
Sep01 |
001127 |
352.00 |
354.00 |
352.00 |
354.00 |
-3.00 |
0 |
310 |
+0 |
Total Volume and Open Interest |
12,628 |
82,110 |
-2,058 |
Wheat(MGE) |
Dec00 |
001127 |
324.00 |
324.50 |
319.00 |
320.50 |
-3.00 |
2,864 |
8,798 |
-2,722 |
Mar01 |
001127 |
338.50 |
338.50 |
333.50 |
334.75 |
-2.50 |
2,032 |
12,169 |
+716 |
May01 |
001127 |
347.50 |
347.50 |
343.00 |
344.00 |
-2.00 |
173 |
1,908 |
-44 |
Jul01 |
001127 |
352.00 |
352.00 |
350.00 |
350.50 |
-2.00 |
292 |
1,426 |
+409 |
Sep01 |
001127 |
358.00 |
358.00 |
358.00 |
358.00 |
-3.50 |
22 |
424 |
+15 |
Total Volume and Open Interest |
5,383 |
24,931 |
-1,626 |
Oats(CBOT) |
Dec00 |
001127 |
101.50 |
101.50 |
100.50 |
100.75 |
-0.50 |
417 |
4,724 |
-267 |
Mar01 |
001127 |
112.25 |
112.50 |
111.25 |
111.75 |
-0.25 |
529 |
7,811 |
+336 |
May01 |
001127 |
119.00 |
119.00 |
117.75 |
117.75 |
-0.25 |
24 |
702 |
+23 |
Jul01 |
001127 |
124.75 |
124.75 |
123.75 |
124.00 |
unch |
8 |
597 |
+6 |
Total Volume and Open Interest |
980 |
14,739 |
+100 |
Rough Rice(CBOT) |
Jan01 |
001127 |
6.38 |
6.42 |
6.37 |
6.41 |
+0.03 |
67 |
3,210 |
-49 |
Mar01 |
001127 |
6.62 |
6.65 |
6.59 |
6.61 |
unch |
34 |
1,300 |
-31 |
May01 |
001127 |
6.81 |
6.81 |
6.81 |
6.81 |
+0.01 |
5 |
609 |
+0 |
Jul01 |
001127 |
7.00 |
7.00 |
7.00 |
7.00 |
unch |
0 |
549 |
+0 |
Total Volume and Open Interest |
106 |
5,888 |
-80 |
Live Cattle(CME) |
Dec00 |
001127 |
72.675 |
72.800 |
72.450 |
72.500 |
-0.375 |
4,665 |
36,968 |
-2,009 |
Feb01 |
001127 |
75.100 |
75.175 |
74.800 |
74.825 |
-0.350 |
3,169 |
55,497 |
+1,545 |
Apr01 |
001127 |
75.850 |
75.975 |
75.700 |
75.725 |
-0.275 |
1,321 |
24,386 |
+384 |
Jun01 |
001127 |
72.550 |
72.750 |
72.450 |
72.500 |
-0.150 |
637 |
7,957 |
+282 |
Aug01 |
001127 |
72.600 |
72.850 |
72.525 |
72.700 |
+0.100 |
126 |
7,013 |
+13 |
Oct01 |
001127 |
74.025 |
74.200 |
74.025 |
74.200 |
unch |
16 |
1,155 |
+13 |
Total Volume and Open Interest |
9,939 |
133,141 |
+230 |
Feeder Cattle(CME) |
Jan01 |
001127 |
88.900 |
89.250 |
88.675 |
89.000 |
-0.125 |
451 |
8,086 |
+36 |
Mar01 |
001127 |
88.200 |
88.600 |
88.150 |
88.450 |
-0.250 |
120 |
3,802 |
+8 |
Apr01 |
001127 |
88.175 |
88.175 |
87.850 |
88.100 |
-0.250 |
44 |
1,373 |
+20 |
May01 |
001127 |
87.500 |
87.800 |
87.450 |
87.700 |
-0.275 |
46 |
1,508 |
+29 |
Aug01 |
001127 |
87.350 |
87.925 |
87.350 |
87.850 |
-0.075 |
39 |
571 |
+37 |
Sep01 |
001127 |
87.900 |
87.900 |
87.550 |
87.900 |
unch |
9 |
119 |
+9 |
Oct01 |
001127 |
87.900 |
87.900 |
87.600 |
87.900 |
-0.050 |
0 |
48 |
+0 |
Total Volume and Open Interest |
720 |
15,531 |
+150 |
Lean Hogs(CME) |
Dec00 |
001127 |
54.650 |
54.900 |
54.000 |
54.050 |
-0.750 |
1,667 |
12,929 |
-132 |
Feb01 |
001127 |
57.450 |
57.450 |
56.750 |
56.800 |
-0.650 |
2,705 |
20,503 |
+908 |
Apr01 |
001127 |
56.500 |
56.500 |
55.950 |
56.000 |
-0.550 |
785 |
5,214 |
-11 |
Jun01 |
001127 |
62.950 |
62.950 |
62.300 |
62.600 |
-0.375 |
454 |
2,894 |
+99 |
Jul01 |
001127 |
61.600 |
61.600 |
61.000 |
61.250 |
-0.350 |
60 |
618 |
+16 |
Aug01 |
001127 |
59.000 |
59.000 |
58.600 |
58.800 |
-0.225 |
20 |
451 |
+15 |
Oct01 |
001127 |
50.700 |
50.700 |
50.500 |
50.675 |
-0.275 |
22 |
774 |
+16 |
Dec01 |
001127 |
47.300 |
47.375 |
46.850 |
47.150 |
-0.050 |
3 |
672 |
+1 |
Total Volume and Open Interest |
5,716 |
44,056 |
+912 |
Pork Bellies(CME) |
Feb01 |
001127 |
64.800 |
64.900 |
63.650 |
63.775 |
unch |
328 |
2,132 |
+1 |
Mar01 |
001127 |
64.700 |
64.900 |
63.750 |
63.775 |
+0.075 |
56 |
120 |
+12 |
May01 |
001127 |
65.100 |
65.500 |
64.050 |
64.300 |
-0.700 |
9 |
117 |
+3 |
Jul01 |
001127 |
65.300 |
65.300 |
65.300 |
65.300 |
-0.200 |
0 |
45 |
+0 |
Aug01 |
001127 |
65.000 |
65.000 |
65.000 |
65.000 |
-0.600 |
0 |
21 |
+0 |
Total Volume and Open Interest |
393 |
2,435 |
+16 |
Cocoa(NYBOT) |
Dec00 |
001127 |
685 |
691 |
680 |
682 |
-8 |
22 |
268 |
-116 |
Mar01 |
001127 |
719 |
722 |
713 |
714 |
-10 |
3,301 |
49,821 |
+1,377 |
May01 |
001127 |
739 |
742 |
735 |
736 |
-10 |
512 |
17,439 |
+110 |
Jul01 |
001127 |
760 |
764 |
756 |
758 |
-8 |
287 |
13,572 |
+126 |
Sep01 |
001127 |
784 |
786 |
778 |
779 |
-8 |
69 |
11,428 |
+15 |
Dec01 |
001127 |
811 |
815 |
810 |
810 |
-8 |
343 |
12,996 |
-32 |
Mar02 |
001127 |
845 |
845 |
842 |
842 |
-8 |
133 |
11,628 |
+82 |
Total Volume and Open Interest |
4,686 |
137,955 |
+1,562 |
Coffee "C"(NYBOT) |
Dec00 |
001127 |
67.35 |
69.25 |
67.15 |
68.00 |
-0.30 |
313 |
1,762 |
+18 |
Mar01 |
001127 |
71.70 |
74.40 |
71.65 |
72.75 |
unch |
2,782 |
29,747 |
-157 |
May01 |
001127 |
75.00 |
77.20 |
75.00 |
75.90 |
+0.10 |
427 |
4,667 |
+119 |
Jul01 |
001127 |
78.25 |
80.05 |
78.00 |
79.00 |
+0.10 |
444 |
2,202 |
-99 |
Sep01 |
001127 |
81.70 |
83.20 |
81.70 |
82.10 |
+0.10 |
442 |
2,568 |
+6 |
Dec01 |
001127 |
85.75 |
87.00 |
85.75 |
86.10 |
unch |
240 |
1,456 |
+67 |
Total Volume and Open Interest |
4,648 |
42,415 |
-46 |
Orange Juice(NYBOT) |
Jan01 |
001127 |
75.90 |
78.40 |
75.20 |
77.95 |
+1.60 |
1,348 |
17,662 |
+134 |
Mar01 |
001127 |
79.50 |
81.40 |
79.00 |
81.20 |
+1.25 |
1,065 |
9,659 |
+439 |
May01 |
001127 |
82.75 |
84.20 |
81.60 |
84.10 |
+1.60 |
131 |
1,764 |
-2 |
Jul01 |
001127 |
86.90 |
86.90 |
86.90 |
86.90 |
+1.40 |
61 |
722 |
+0 |
Sep01 |
001127 |
87.10 |
89.40 |
87.10 |
89.40 |
+1.40 |
1 |
316 |
+1 |
Total Volume and Open Interest |
2,545 |
30,383 |
+572 |
Sugar #11(NYBOT) |
Mar01 |
001127 |
10.15 |
10.33 |
10.07 |
10.11 |
+0.18 |
10,682 |
75,189 |
+1,245 |
May01 |
001127 |
9.56 |
9.72 |
9.48 |
9.53 |
+0.18 |
1,935 |
18,915 |
+6 |
Jul01 |
001127 |
8.98 |
9.10 |
8.93 |
8.93 |
+0.15 |
1,311 |
23,151 |
-130 |
Oct01 |
001127 |
8.56 |
8.69 |
8.53 |
8.53 |
+0.12 |
1,891 |
19,191 |
+55 |
Mar02 |
001127 |
8.44 |
8.57 |
8.43 |
8.43 |
+0.11 |
873 |
8,220 |
+80 |
Total Volume and Open Interest |
16,704 |
147,000 |
+1,250 |
London Cocoa(LCE) |
Dec00 |
001127 |
543 |
545 |
538 |
540 |
-1 |
|
|
|
Mar01 |
001127 |
562 |
563 |
557 |
559 |
unch |
|
|
|
May01 |
001127 |
574 |
578 |
573 |
574 |
unch |
|
|
|
Jul01 |
001127 |
588 |
592 |
587 |
588 |
unch |
|
|
|
Sep01 |
001127 |
605 |
605 |
601 |
603 |
+2 |
|
|
|
Dec01 |
001127 |
634 |
634 |
631 |
631 |
+2 |
|
|
|
Mar02 |
001127 |
656 |
656 |
654 |
654 |
unch |
|
|
|
Total Volume and Open Interest |
|
|
|
London Coffee(LCE) |
Nov00 |
001127 |
640.00 |
640.00 |
628.00 |
630.00 |
-8.00 |
|
|
|
Jan01 |
001127 |
645.00 |
646.00 |
630.00 |
635.00 |
-10.00 |
|
|
|
Mar01 |
001127 |
670.00 |
680.00 |
652.00 |
655.00 |
-11.00 |
|
|
|
May01 |
001127 |
690.00 |
690.00 |
675.00 |
680.00 |
-10.00 |
|
|
|
Jul01 |
001127 |
658.00 |
707.00 |
658.00 |
706.00 |
-8.00 |
|
|
|
Sep01 |
001127 |
730.00 |
731.00 |
725.00 |
730.00 |
-8.00 |
|
|
|
Total Volume and Open Interest |
|
|
|
London Sugar(LCE) |
Dec00 |
001115 |
225.50 |
233.60 |
224.60 |
225.00 |
-0.30 |
902 |
2,074 |
-764 |
Mar01 |
001127 |
249.50 |
253.70 |
249.50 |
250.90 |
+1.70 |
|
|
|
May01 |
001127 |
245.60 |
248.90 |
245.60 |
246.90 |
+1.90 |
|
|
|
Aug01 |
001127 |
244.30 |
244.40 |
243.30 |
243.30 |
+3.10 |
|
|
|
Oct01 |
001127 |
237.30 |
237.30 |
237.30 |
237.30 |
+4.30 |
|
|
|
Total Volume and Open Interest |
|
|
|
Cotton(NYBOT) |
Dec00 |
001127 |
64.80 |
65.20 |
64.60 |
65.15 |
+0.75 |
1,345 |
851 |
-435 |
Mar01 |
001127 |
68.50 |
69.25 |
68.40 |
68.87 |
+0.79 |
10,399 |
35,762 |
+1,023 |
May01 |
001127 |
70.15 |
70.50 |
69.70 |
70.25 |
+0.68 |
1,737 |
11,055 |
-140 |
Jul01 |
001127 |
70.90 |
71.10 |
70.65 |
71.05 |
+0.60 |
433 |
6,885 |
+86 |
Oct01 |
001127 |
66.50 |
66.50 |
66.30 |
66.30 |
+0.35 |
21 |
791 |
+0 |
Dec01 |
001127 |
65.50 |
65.50 |
65.40 |
65.40 |
+0.30 |
210 |
6,162 |
+153 |
Total Volume and Open Interest |
29,124 |
61,693 |
+687 |
Lumber(CME) |
Jan01 |
001127 |
249.0 |
249.7 |
242.8 |
244.0 |
-2.7 |
231 |
2,420 |
+89 |
Mar01 |
001127 |
251.0 |
252.7 |
249.0 |
249.9 |
+0.4 |
107 |
1,141 |
+7 |
May01 |
001127 |
252.7 |
254.2 |
251.5 |
252.3 |
-0.4 |
8 |
355 |
+5 |
Jul01 |
001127 |
256.5 |
257.7 |
256.5 |
256.6 |
+0.9 |
1 |
78 |
-1 |
Total Volume and Open Interest |
347 |
4,034 |
+100 |
Crude Oil(NYM) |
Jan01 |
001127 |
35.25 |
35.69 |
35.06 |
35.38 |
-0.02 |
45,768 |
144,401 |
-2,466 |
Feb01 |
001127 |
34.30 |
34.59 |
34.05 |
34.29 |
-0.11 |
12,684 |
49,894 |
+1,689 |
Mar01 |
001127 |
33.25 |
33.55 |
33.10 |
33.25 |
-0.07 |
9,849 |
33,443 |
+684 |
Apr01 |
001127 |
32.01 |
32.38 |
32.01 |
32.21 |
-0.03 |
3,076 |
22,549 |
+1,093 |
May01 |
001127 |
31.05 |
31.55 |
31.05 |
31.29 |
unch |
464 |
14,402 |
-81 |
Jun01 |
001127 |
30.22 |
30.53 |
30.22 |
30.47 |
+0.02 |
947 |
27,400 |
-7 |
Jul01 |
001127 |
29.75 |
29.75 |
29.75 |
29.75 |
+0.03 |
412 |
12,090 |
+183 |
Aug01 |
001127 |
29.12 |
29.20 |
29.11 |
29.11 |
+0.04 |
1,041 |
11,254 |
-127 |
Sep01 |
001127 |
28.50 |
28.56 |
28.50 |
28.56 |
+0.05 |
641 |
17,732 |
-156 |
Oct01 |
001127 |
28.05 |
28.05 |
28.05 |
28.05 |
+0.06 |
50 |
8,774 |
+17 |
Total Volume and Open Interest |
78,932 |
476,555 |
+600 |
Heating Oil(NYM) |
Dec00 |
001127 |
108.50 |
109.60 |
107.00 |
108.52 |
-0.92 |
15,047 |
29,613 |
-425 |
Jan01 |
001127 |
104.40 |
106.60 |
104.25 |
105.46 |
-0.55 |
11,366 |
54,670 |
+1,725 |
Feb01 |
001127 |
100.00 |
101.60 |
99.70 |
100.71 |
-0.45 |
3,214 |
24,753 |
+327 |
Mar01 |
001127 |
93.25 |
95.50 |
93.25 |
94.71 |
-0.10 |
927 |
16,247 |
+207 |
Apr01 |
001127 |
88.45 |
88.90 |
88.40 |
88.41 |
+0.10 |
223 |
9,252 |
+0 |
May01 |
001127 |
83.50 |
83.75 |
83.21 |
83.21 |
+0.20 |
46 |
5,989 |
+3 |
Jun01 |
001127 |
80.50 |
80.50 |
80.06 |
80.06 |
+0.30 |
60 |
5,648 |
-78 |
Jul01 |
001127 |
78.70 |
78.90 |
78.30 |
78.51 |
+0.45 |
38 |
2,793 |
+31 |
Aug01 |
001127 |
78.00 |
78.00 |
77.80 |
77.81 |
+0.50 |
34 |
3,644 |
+0 |
Sep01 |
001127 |
77.65 |
78.01 |
77.65 |
78.01 |
+0.50 |
25 |
1,438 |
-25 |
Total Volume and Open Interest |
30,996 |
161,065 |
+1,782 |
Unleaded Gas(NYM) |
Dec00 |
001127 |
91.10 |
92.15 |
90.35 |
90.59 |
-1.42 |
11,062 |
27,602 |
-406 |
Jan01 |
001127 |
89.50 |
91.20 |
89.50 |
89.89 |
-0.78 |
7,958 |
24,951 |
+332 |
Feb01 |
001127 |
89.50 |
90.50 |
89.50 |
89.56 |
-0.71 |
1,047 |
7,190 |
-248 |
Mar01 |
001127 |
90.00 |
90.40 |
89.70 |
89.89 |
-0.58 |
251 |
9,155 |
-75 |
Apr01 |
001127 |
94.45 |
94.60 |
94.09 |
94.09 |
-0.53 |
346 |
5,893 |
+169 |
May01 |
001127 |
93.25 |
93.30 |
92.99 |
92.99 |
-0.48 |
27 |
6,267 |
-8 |
Jun01 |
001127 |
91.45 |
91.50 |
91.29 |
91.29 |
-0.38 |
205 |
3,698 |
+205 |
Jul01 |
001127 |
89.30 |
89.30 |
89.19 |
89.19 |
-0.33 |
5 |
1,471 |
+5 |
Total Volume and Open Interest |
21,477 |
93,932 |
+194 |
Natural Gas(NYM) |
Dec00 |
001127 |
6.410 |
6.580 |
6.340 |
6.368 |
-0.209 |
31,692 |
37,028 |
-4,895 |
Jan01 |
001127 |
6.410 |
6.680 |
6.410 |
6.473 |
-0.111 |
18,754 |
50,762 |
-149 |
Feb01 |
001127 |
6.125 |
6.380 |
6.125 |
6.210 |
-0.034 |
6,401 |
32,051 |
-867 |
Mar01 |
001127 |
5.560 |
5.760 |
5.530 |
5.630 |
+0.030 |
4,123 |
34,533 |
+122 |
Apr01 |
001127 |
4.840 |
5.020 |
4.830 |
4.940 |
+0.060 |
3,343 |
21,509 |
+128 |
May01 |
001127 |
4.610 |
4.750 |
4.580 |
4.700 |
+0.070 |
998 |
19,122 |
+37 |
Jun01 |
001127 |
4.575 |
4.715 |
4.540 |
4.665 |
+0.070 |
757 |
17,021 |
-7 |
Jul01 |
001127 |
4.520 |
4.700 |
4.520 |
4.650 |
+0.075 |
381 |
10,513 |
-59 |
Total Volume and Open Interest |
68,312 |
400,068 |
-4,821 |
Brent Crude Oil(IPE) |
Jan01 |
001127 |
33.00 |
33.45 |
32.91 |
33.06 |
-0.06 |
10,712 |
64,940 |
-192 |
Feb01 |
001127 |
32.31 |
32.71 |
32.21 |
32.38 |
-0.10 |
3,543 |
60,546 |
+1,130 |
Mar01 |
001127 |
31.41 |
31.66 |
31.30 |
31.41 |
+0.01 |
695 |
49,948 |
-85 |
Apr01 |
001127 |
30.35 |
30.63 |
30.25 |
30.46 |
+0.10 |
1,317 |
33,532 |
+46 |
May01 |
001127 |
29.54 |
29.74 |
29.54 |
29.67 |
+0.11 |
2 |
8,342 |
+1 |
Jun01 |
001127 |
28.95 |
29.05 |
28.84 |
28.99 |
+0.13 |
527 |
18,119 |
+265 |
Jul01 |
001127 |
28.25 |
28.40 |
28.23 |
28.39 |
+0.13 |
180 |
7,171 |
+148 |
Aug01 |
001127 |
27.80 |
27.91 |
27.80 |
27.91 |
+0.15 |
158 |
8,909 |
+133 |
Total Volume and Open Interest |
18,475 |
296,294 |
+2,078 |
Gas Oil(IPE) |
Dec00 |
001127 |
313.25 |
313.25 |
307.50 |
309.50 |
-6.00 |
4,606 |
29,551 |
-819 |
Jan01 |
001127 |
304.50 |
305.00 |
300.00 |
302.50 |
-5.00 |
3,060 |
29,477 |
+635 |
Feb01 |
001127 |
293.00 |
293.75 |
290.00 |
291.25 |
-3.50 |
1,166 |
9,065 |
+280 |
Mar01 |
001127 |
278.75 |
280.00 |
277.00 |
277.75 |
-2.75 |
146 |
6,874 |
-55 |
Apr01 |
001127 |
265.00 |
265.50 |
264.50 |
264.50 |
-2.25 |
758 |
5,871 |
+220 |
May01 |
001127 |
255.50 |
255.50 |
253.50 |
253.50 |
-1.50 |
0 |
1,695 |
+0 |
Jun01 |
001127 |
244.50 |
249.00 |
244.50 |
246.50 |
-0.50 |
400 |
10,040 |
+0 |
Jul01 |
001127 |
242.75 |
245.00 |
242.75 |
243.25 |
-0.50 |
0 |
4,305 |
+0 |
Total Volume and Open Interest |
12,376 |
106,644 |
+1,680 |
US Dollar Index(NYBOT) |
Dec00 |
001127 |
118.32 |
118.45 |
116.94 |
117.00 |
-1.45 |
589 |
4,095 |
+165 |
Mar01 |
001127 |
117.90 |
118.20 |
116.70 |
116.77 |
-1.45 |
635 |
6,250 |
+186 |
Jun01 |
001127 |
116.54 |
116.54 |
116.54 |
116.54 |
-1.45 |
635 |
6,250 |
+186 |
Total Volume and Open Interest |
635 |
6,250 |
+212 |
Australian Dollar(IMM) |
Dec00 |
001127 |
52.00 |
52.83 |
51.98 |
52.63 |
+0.27 |
3,616 |
22,890 |
-508 |
Mar01 |
001127 |
52.00 |
52.80 |
52.00 |
52.69 |
+0.27 |
66 |
2,410 |
+3 |
Jun01 |
001127 |
52.65 |
52.75 |
52.60 |
52.75 |
+0.27 |
0 |
8 |
+0 |
Total Volume and Open Interest |
3,682 |
25,315 |
-505 |
British Pound(IMM) |
Dec00 |
001127 |
141.18 |
142.02 |
141.16 |
141.90 |
+1.84 |
7,876 |
38,063 |
+1,640 |
Mar01 |
001127 |
141.40 |
142.30 |
141.40 |
142.18 |
+1.84 |
82 |
203 |
+1 |
Jun01 |
001127 |
142.46 |
142.70 |
142.46 |
142.46 |
+1.84 |
0 |
2 |
+0 |
Total Volume and Open Interest |
7,958 |
38,268 |
+1,641 |
Canadian Dollar(IMM) |
Dec00 |
001127 |
65.13 |
65.25 |
65.02 |
65.12 |
+0.06 |
5,563 |
68,419 |
-913 |
Mar01 |
001127 |
65.28 |
65.40 |
65.15 |
65.25 |
+0.06 |
302 |
3,478 |
+46 |
Jun01 |
001127 |
65.35 |
65.48 |
65.29 |
65.35 |
+0.06 |
242 |
2,439 |
+102 |
Sep01 |
001127 |
65.45 |
65.57 |
65.44 |
65.44 |
+0.06 |
18 |
736 |
+10 |
Total Volume and Open Interest |
6,170 |
75,449 |
-720 |
Japanese Yen(IMM) |
Dec00 |
001127 |
90.35 |
90.82 |
90.28 |
90.79 |
+0.67 |
9,492 |
80,515 |
+2,651 |
Mar01 |
001127 |
91.70 |
92.22 |
91.70 |
92.19 |
+0.67 |
200 |
699 |
+111 |
Jun01 |
001127 |
93.38 |
93.57 |
93.38 |
93.57 |
+0.67 |
0 |
8 |
+0 |
Total Volume and Open Interest |
9,693 |
81,375 |
+2,763 |
Swiss Franc(IMM) |
Dec00 |
001127 |
55.57 |
56.44 |
55.57 |
56.41 |
+0.88 |
8,407 |
49,354 |
+567 |
Mar01 |
001127 |
55.96 |
56.88 |
55.96 |
56.84 |
+0.89 |
107 |
466 |
+73 |
Jun01 |
001127 |
57.24 |
57.24 |
57.24 |
57.24 |
+0.89 |
1 |
10 |
+1 |
Total Volume and Open Interest |
8,515 |
49,831 |
+641 |
EuroFX(IMM) |
Dec00 |
001127 |
84.28 |
85.33 |
84.27 |
85.27 |
+1.17 |
14,042 |
82,984 |
+2,565 |
Mar01 |
001127 |
84.60 |
85.66 |
84.60 |
85.61 |
+1.18 |
54 |
1,396 |
+15 |
Total Volume and Open Interest |
14,096 |
84,380 |
+2,580 |
Mexican Peso(IMM) |
Dec00 |
001127 |
10600.0 |
10620.0 |
10575.0 |
10603.0 |
+40.0 |
1,416 |
15,367 |
+382 |
Mar01 |
001127 |
10300.0 |
10330.0 |
10300.0 |
10313.0 |
+35.0 |
456 |
4,801 |
+252 |
Total Volume and Open Interest |
1,906 |
28,158 |
+644 |
30-Year T-Bonds(CBOT) |
Dec00 |
001127 |
101~08 |
101~10 |
101~02 |
101~08 |
-0~08 |
79,956 |
336,695 |
-13,893 |
Mar01 |
001127 |
101~08 |
101~12 |
101~05 |
101~09 |
-0~12 |
42,784 |
128,598 |
+19,107 |
Jun01 |
001127 |
101~08 |
101~08 |
101~08 |
101~08 |
-0~08 |
2 |
347 |
+0 |
Total Volume and Open Interest |
122,958 |
465,774 |
+5,214 |
Municipal Bonds(CBOT) |
Dec00 |
001127 |
100~04 |
100~10 |
100~02 |
100~08 |
-0~03 |
263 |
19,282 |
-36 |
Mar01 |
001127 |
99~20 |
99~22 |
99~14 |
99~22 |
-0~02 |
130 |
1,342 |
+111 |
Total Volume and Open Interest |
393 |
20,624 |
+75 |
10-Year T-Notes(CBOT) |
Dec00 |
001127 |
101~170 |
101~220 |
101~140 |
101~215 |
-0~005 |
43,078 |
440,259 |
+3,577 |
Mar01 |
001127 |
101~210 |
101~255 |
101~180 |
101~250 |
-0~005 |
13,282 |
98,093 |
+3,166 |
Total Volume and Open Interest |
56,361 |
539,272 |
+6,742 |
5-Year T-Notes(CBOT) |
Dec00 |
001127 |
100~315 |
101~055 |
100~315 |
101~045 |
-0~005 |
23,260 |
297,647 |
-4,620 |
Mar01 |
001127 |
101~010 |
101~065 |
101~010 |
101~060 |
-0~005 |
7,462 |
74,682 |
+8,433 |
Jun01 |
001127 |
101~110 |
101~110 |
101~110 |
101~110 |
-0~005 |
|
|
|
Total Volume and Open Interest |
30,722 |
372,329 |
+3,813 |
2 Year T-Notes(CBOT) |
Dec00 |
001127 |
100~016 |
100~028 |
100~016 |
100~026 |
unch |
8,013 |
49,730 |
-2,635 |
Mar01 |
001127 |
100~041 |
100~053 |
100~041 |
100~052 |
+0~001 |
6,224 |
17,051 |
+4,085 |
Total Volume and Open Interest |
14,237 |
66,781 |
+1,450 |
3-Mth T-Bills(IMM) |
Dec00 |
001127 |
93.81 |
93.82 |
93.80 |
93.82 |
+0.02 |
3 |
1,403 |
+0 |
Total Volume and Open Interest |
9 |
1,773 |
+6 |
Eurodollars(IMM) |
Dec00 |
001127 |
93.270 |
93.272 |
93.265 |
93.270 |
-0.007 |
16,607 |
505,878 |
-1,688 |
Mar01 |
001127 |
93.505 |
93.525 |
93.500 |
93.520 |
-0.005 |
17,672 |
509,874 |
+2,046 |
Jun01 |
001127 |
93.630 |
93.670 |
93.625 |
93.665 |
+0.005 |
13,005 |
379,322 |
+2,647 |
Sep01 |
001127 |
93.690 |
93.735 |
93.690 |
93.725 |
+0.005 |
13,390 |
403,846 |
+1,976 |
Dec01 |
001127 |
93.620 |
93.660 |
93.620 |
93.650 |
unch |
5,965 |
267,857 |
+1,052 |
Mar02 |
001127 |
93.675 |
93.710 |
93.670 |
93.700 |
unch |
5,047 |
222,978 |
+594 |
Jun02 |
001127 |
93.615 |
93.650 |
93.615 |
93.645 |
+0.005 |
2,415 |
150,248 |
+76 |
Sep02 |
001127 |
93.565 |
93.600 |
93.560 |
93.595 |
+0.005 |
1,900 |
117,697 |
-211 |
Dec02 |
001127 |
93.455 |
93.485 |
93.455 |
93.485 |
+0.010 |
765 |
87,720 |
+27 |
Mar03 |
001127 |
93.485 |
93.510 |
93.480 |
93.510 |
+0.010 |
1,522 |
78,782 |
+520 |
Jun03 |
001127 |
93.440 |
93.460 |
93.435 |
93.460 |
+0.010 |
667 |
59,210 |
+56 |
Sep03 |
001127 |
93.395 |
93.420 |
93.395 |
93.420 |
+0.010 |
601 |
58,614 |
+2 |
Total Volume and Open Interest |
82,636 |
3,229,081 |
+7,124 |
3-Mth Euro-Yen(IMM) |
Dec00 |
001127 |
99.46 |
99.46 |
99.46 |
99.46 |
-0.01 |
865 |
12,556 |
+545 |
Mar01 |
001127 |
99.53 |
99.54 |
99.53 |
99.54 |
unch |
376 |
24,027 |
+0 |
Jun01 |
001127 |
99.53 |
99.53 |
99.53 |
99.53 |
-0.01 |
331 |
10,637 |
+320 |
Sep01 |
001127 |
99.48 |
99.49 |
99.48 |
99.49 |
-0.01 |
194 |
10,749 |
-722 |
Dec01 |
001127 |
99.38 |
99.38 |
99.38 |
99.38 |
-0.01 |
0 |
6,360 |
-75 |
Mar02 |
001127 |
99.34 |
99.34 |
99.33 |
99.33 |
-0.03 |
0 |
3,853 |
-30 |
Jun02 |
001127 |
99.27 |
99.28 |
99.27 |
99.28 |
-0.01 |
0 |
717 |
+0 |
Sep02 |
001127 |
99.15 |
99.15 |
99.15 |
99.15 |
-0.03 |
0 |
427 |
+0 |
Dec02 |
001127 |
98.97 |
98.97 |
98.97 |
98.97 |
unch |
0 |
32 |
+0 |
Mar03 |
001127 |
98.88 |
98.88 |
98.88 |
98.88 |
unch |
|
|
|
Total Volume and Open Interest |
1,766 |
69,358 |
+38 |
3-Mth Euro-Yen(SIMEX) |
Dec00 |
001127 |
99.47 |
99.47 |
99.46 |
99.46 |
-0.01 |
244 |
97,108 |
+10 |
Mar01 |
001127 |
99.54 |
99.54 |
99.53 |
99.53 |
-0.01 |
73 |
94,890 |
-26 |
Jun01 |
001127 |
99.54 |
99.54 |
99.53 |
99.53 |
-0.01 |
0 |
87,512 |
+393 |
Sep01 |
001127 |
99.49 |
99.49 |
99.47 |
99.48 |
-0.02 |
0 |
65,985 |
-785 |
Dec01 |
001127 |
99.39 |
99.39 |
99.38 |
99.38 |
-0.02 |
0 |
21,397 |
+0 |
Mar02 |
001127 |
99.36 |
99.36 |
99.34 |
99.35 |
-0.01 |
0 |
15,244 |
+40 |
Jun02 |
001127 |
99.27 |
99.27 |
99.27 |
99.27 |
-0.01 |
0 |
7,341 |
+0 |
Sep02 |
001127 |
99.15 |
99.15 |
99.15 |
99.15 |
unch |
0 |
6,111 |
+0 |
Total Volume and Open Interest |
317 |
404,703 |
-368 |
German Euro-Bund(EUREX) |
Dec00 |
001127 |
106.20 |
106.48 |
106.12 |
106.44 |
+0.13 |
402,990 |
745,246 |
+10,849 |
Mar01 |
001127 |
106.32 |
106.57 |
106.26 |
106.55 |
+0.14 |
15,116 |
66,748 |
+4,369 |
Jun01 |
001127 |
106.05 |
106.29 |
106.00 |
106.29 |
+0.14 |
3,399 |
1,089 |
-500 |
Total Volume and Open Interest |
421,505 |
813,083 |
+14,718 |
German Euro-Bobl(EUREX) |
Dec00 |
001127 |
104.00 |
104.24 |
103.95 |
104.17 |
+0.11 |
125,623 |
383,759 |
-5,645 |
Mar01 |
001127 |
103.80 |
104.00 |
103.76 |
103.94 |
+0.12 |
1,760 |
20,349 |
-475 |
Jun01 |
001127 |
103.70 |
103.80 |
103.65 |
103.80 |
+0.08 |
151 |
1,000 |
-211 |
Total Volume and Open Interest |
127,534 |
405,108 |
-6,331 |
Long Gilt(LIFFE) |
Dec00 |
001127 |
115~10 |
115~27 |
115~10 |
115~24 |
+0~08 |
27,226 |
69,836 |
-2,066 |
Mar01 |
001127 |
115~04 |
115~17 |
115~00 |
115~15 |
+0~09 |
4,981 |
12,646 |
+4,208 |
Total Volume and Open Interest |
32,207 |
82,482 |
+2,142 |
3-Mth Short Sterling(LIFFE) |
Dec00 |
001127 |
93.96 |
93.96 |
93.94 |
93.96 |
unch |
4,668 |
163,037 |
-1,574 |
Mar01 |
001127 |
94.05 |
94.07 |
94.02 |
94.06 |
+0.01 |
6,559 |
139,050 |
-61,501 |
Jun01 |
001127 |
94.10 |
94.12 |
94.07 |
94.12 |
+0.01 |
5,802 |
107,794 |
-31,252 |
Total Volume and Open Interest |
32,690 |
846,236 |
-1,095 |
3-Mth Euribor(LIFFE) |
Dec00 |
001127 |
94.885 |
94.905 |
94.880 |
94.900 |
+0.010 |
20,696 |
265 |
-295,415 |
Mar01 |
001127 |
94.915 |
94.935 |
94.900 |
94.930 |
+0.020 |
26,085 |
229,682 |
-62,131 |
Jun01 |
001127 |
94.950 |
94.980 |
94.935 |
94.975 |
+0.025 |
18,662 |
118,008 |
-113,556 |
Total Volume and Open Interest |
97,583 |
865,746 |
-578,927 |
3-Mth Aus T-Bills(SFE) |
Dec00 |
001127 |
93.70 |
93.70 |
93.68 |
93.69 |
-0.01 |
4,697 |
182,422 |
-3,469 |
Mar01 |
001127 |
93.78 |
93.78 |
93.76 |
93.77 |
-0.02 |
6,961 |
128,605 |
-2,046 |
Jun01 |
001127 |
93.81 |
93.81 |
93.79 |
93.79 |
-0.03 |
1,132 |
41,620 |
+513 |
Sep01 |
001127 |
93.83 |
93.83 |
93.81 |
93.82 |
-0.03 |
823 |
24,992 |
+152 |
Dec01 |
001127 |
93.80 |
93.80 |
93.80 |
93.80 |
-0.03 |
125 |
14,976 |
+0 |
Mar02 |
001127 |
93.75 |
93.75 |
93.75 |
93.75 |
-0.03 |
285 |
8,762 |
+155 |
Jun02 |
001127 |
93.68 |
93.68 |
93.68 |
93.68 |
-0.03 |
145 |
5,519 |
+95 |
Sep02 |
001127 |
93.61 |
93.61 |
93.61 |
93.61 |
-0.03 |
150 |
4,601 |
+125 |
Dec02 |
001127 |
93.55 |
93.55 |
93.55 |
93.55 |
-0.03 |
185 |
2,277 |
+160 |
Mar03 |
001127 |
93.52 |
93.52 |
93.52 |
93.52 |
-0.03 |
70 |
1,369 |
+70 |
Total Volume and Open Interest |
14,643 |
418,969 |
-4,205 |
10-Year Aus T-Bonds(SFE) |
Dec00 |
001127 |
94.10 |
94.10 |
94.06 |
94.08 |
-0.01 |
1,131 |
150,398 |
+3,406 |
Mar01 |
001127 |
94.07 |
94.07 |
94.07 |
94.07 |
-0.04 |
0 |
2 |
+0 |
Total Volume and Open Interest |
1,133 |
150,400 |
+3,406 |
3-Year Aus T-Bonds(SFE) |
Dec00 |
001127 |
94.16 |
94.16 |
94.12 |
94.13 |
-0.04 |
2,555 |
437,152 |
+6,313 |
Mar01 |
001127 |
94.15 |
94.15 |
94.15 |
94.15 |
-0.04 |
|
|
|
Total Volume and Open Interest |
2,555 |
437,152 |
+6,313 |
Gold(CMX) |
Dec00 |
001127 |
266.4 |
271.0 |
266.3 |
270.3 |
+3.6 |
19,119 |
51,173 |
-8,887 |
Feb01 |
001127 |
269.0 |
273.9 |
268.8 |
273.0 |
+3.7 |
13,859 |
43,397 |
+5,917 |
Apr01 |
001127 |
272.0 |
276.0 |
272.0 |
275.7 |
+3.7 |
546 |
5,759 |
+183 |
Jun01 |
001127 |
276.0 |
279.0 |
276.0 |
278.3 |
+3.7 |
410 |
9,987 |
+81 |
Aug01 |
001127 |
280.7 |
281.0 |
280.7 |
280.7 |
+3.7 |
2 |
2,457 |
+0 |
Oct01 |
001127 |
283.0 |
283.0 |
283.0 |
283.0 |
+3.7 |
0 |
750 |
+0 |
Total Volume and Open Interest |
34,179 |
129,775 |
-2,858 |
Silver(CMX) |
Dec00 |
001127 |
463.0 |
470.0 |
462.0 |
469.8 |
+7.0 |
9,917 |
42,553 |
-3,951 |
Mar01 |
001127 |
470.0 |
477.5 |
469.0 |
477.0 |
+7.2 |
7,152 |
23,058 |
+2,342 |
May01 |
001127 |
475.0 |
482.0 |
474.5 |
481.9 |
+7.3 |
32 |
1,888 |
-8 |
Jul01 |
001127 |
480.5 |
488.5 |
480.0 |
487.0 |
+7.4 |
86 |
3,037 |
+36 |
Sep01 |
001127 |
487.0 |
493.0 |
487.0 |
492.0 |
+7.5 |
1 |
3,040 |
+0 |
Total Volume and Open Interest |
17,578 |
80,005 |
-1,397 |
Platinum(NYM) |
Jan01 |
001127 |
583.3 |
595.9 |
583.3 |
595.5 |
+12.2 |
229 |
7,629 |
-60 |
Apr01 |
001127 |
584.5 |
584.5 |
584.5 |
584.5 |
+12.2 |
3 |
314 |
+2 |
Total Volume and Open Interest |
232 |
7,948 |
-58 |
Palladium(NYME) |
Dec00 |
001127 |
789.00 |
793.50 |
789.00 |
793.50 |
+2.85 |
74 |
374 |
-30 |
Mar01 |
001127 |
794.80 |
794.80 |
792.00 |
793.00 |
+2.85 |
71 |
1,307 |
+18 |
Jun01 |
001127 |
788.00 |
788.00 |
788.00 |
788.00 |
+2.85 |
0 |
135 |
+0 |
Total Volume and Open Interest |
145 |
1,816 |
-12 |
Copper(CMX) |
Dec00 |
001127 |
83.40 |
84.40 |
83.35 |
84.20 |
+2.10 |
6,823 |
26,430 |
-1,826 |
Mar01 |
001127 |
84.40 |
85.35 |
84.20 |
85.05 |
+2.15 |
4,799 |
24,141 |
+1,628 |
May01 |
001127 |
84.90 |
85.00 |
84.70 |
84.95 |
+2.00 |
54 |
3,372 |
+15 |
Jul01 |
001127 |
84.10 |
85.20 |
84.10 |
84.95 |
+1.95 |
494 |
3,211 |
+146 |
Sep01 |
001127 |
84.75 |
84.95 |
84.75 |
84.95 |
+1.85 |
88 |
1,522 |
-2 |
Total Volume and Open Interest |
12,687 |
76,562 |
-17 |
DJIA Index(CBOT) |
Dec00 |
001127 |
10600 |
10660 |
10585 |
10607 |
+82 |
3,889 |
19,037 |
+112 |
Mar01 |
001127 |
10750 |
10795 |
10730 |
10749 |
+82 |
167 |
588 |
+210 |
Jun01 |
001127 |
10889 |
10889 |
10889 |
10889 |
+82 |
2 |
5 |
-2 |
Total Volume and Open Interest |
4,058 |
19,637 |
+320 |
S & P 500(CME) |
Dec00 |
001127 |
1360.50 |
1367.00 |
1353.50 |
1358.80 |
+12.20 |
28,519 |
414,159 |
+1,049 |
Mar01 |
001127 |
1381.00 |
1386.50 |
1374.50 |
1379.00 |
+12.40 |
1,086 |
36,828 |
+853 |
Jun01 |
001127 |
1398.80 |
1404.90 |
1398.80 |
1398.80 |
+11.90 |
11 |
2,769 |
+0 |
Sep01 |
001127 |
1425.00 |
1425.00 |
1414.70 |
1419.30 |
+12.60 |
13 |
483 |
-7 |
Total Volume and Open Interest |
29,652 |
454,500 |
+1,877 |
S & P 500 E-Mini(Globex) |
Dec00 |
001127 |
1348.50 |
1367.75 |
1348.50 |
1358.75 |
+12.25 |
24,125 |
72,330 |
-808 |
Mar01 |
001127 |
1380.00 |
1391.75 |
1376.00 |
1379.00 |
+12.50 |
3 |
75 |
+0 |
Total Volume and Open Interest |
24,128 |
72,405 |
-808 |
NASDAQ 100(CME) |
Dec00 |
001127 |
2920.00 |
2930.00 |
2768.00 |
2796.50 |
-32.50 |
8,322 |
45,862 |
-355 |
Mar01 |
001127 |
2920.00 |
2920.00 |
2835.00 |
2843.50 |
-30.50 |
13 |
255 |
+4 |
Jun01 |
001127 |
2890.50 |
2890.50 |
2885.00 |
2890.50 |
-28.50 |
|
|
|
Total Volume and Open Interest |
8,335 |
46,117 |
-351 |
NASDAQ 100 E-Mini(GLOBEX) |
Dec00 |
001127 |
2848.0 |
2929.0 |
2769.0 |
2796.5 |
-32.5 |
16,860 |
66,455 |
-296 |
Mar01 |
001127 |
2980.0 |
2980.0 |
2843.5 |
2843.5 |
-30.5 |
0 |
10 |
+0 |
Total Volume and Open Interest |
16,860 |
66,465 |
-296 |
NYSE Composite(NYBOT) |
Dec00 |
001127 |
641.00 |
641.25 |
638.00 |
640.50 |
+5.40 |
|
|
|
Mar01 |
001127 |
649.25 |
649.25 |
649.25 |
649.25 |
+5.40 |
|
|
|
Jun01 |
001127 |
658.00 |
658.00 |
658.00 |
658.00 |
+5.40 |
|
|
|
Total Volume and Open Interest |
|
|
|
S & P Midcap 400(CME) |
Dec00 |
001127 |
510.00 |
510.90 |
504.00 |
506.50 |
+2.75 |
693 |
16,701 |
+205 |
Mar01 |
001127 |
518.00 |
518.00 |
514.20 |
514.20 |
+2.75 |
0 |
42 |
+0 |
Jun01 |
001127 |
521.20 |
521.20 |
521.20 |
521.20 |
+2.75 |
0 |
1 |
+0 |
Total Volume and Open Interest |
693 |
16,744 |
+205 |
Russell 2000(CME) |
Dec00 |
001127 |
481.90 |
482.00 |
472.50 |
473.50 |
-2.75 |
1,156 |
14,926 |
+433 |
Mar01 |
001127 |
480.25 |
480.25 |
480.25 |
480.25 |
-2.75 |
0 |
100 |
+0 |
Jun01 |
001127 |
487.80 |
487.80 |
487.80 |
487.80 |
-2.75 |
|
|
|
Total Volume and Open Interest |
1,156 |
15,026 |
+433 |
Value Line(KCBT) |
Dec00 |
001127 |
1115.00 |
1117.00 |
1097.00 |
1103.00 |
-0.50 |
86 |
170 |
+46 |
Total Volume and Open Interest |
86 |
172 |
+46 |
Nikkei 225(CME) |
Dec00 |
001127 |
14840 |
14840 |
14650 |
14660 |
+255 |
1,073 |
16,983 |
+235 |
Mar01 |
001127 |
14800 |
14850 |
14690 |
14690 |
+255 |
8 |
77 |
+3 |
Total Volume and Open Interest |
1,081 |
17,062 |
+238 |
Nikkei 225(SIMEX) |
Dec00 |
001127 |
14530 |
14770 |
14470 |
14750 |
+435 |
13,441 |
93,914 |
+2,283 |
Mar01 |
001127 |
14530 |
14790 |
14530 |
14765 |
+435 |
640 |
5,641 |
+575 |
Jun01 |
001127 |
14745 |
14745 |
14745 |
14745 |
+435 |
0 |
405 |
+0 |
Total Volume and Open Interest |
11,111 |
100,760 |
+2,958 |
CAC 40(MATIF) |
Nov00 |
001127 |
6172.0 |
6264.0 |
6151.0 |
6164.5 |
-15.5 |
43,269 |
222,815 |
+940 |
Dec00 |
001127 |
6242.0 |
6280.0 |
6186.0 |
6188.0 |
-10.0 |
4,902 |
166,696 |
+2,400 |
Total Volume and Open Interest |
48,276 |
409,468 |
+3,332 |
DAX Index(EUREX) |
Dec00 |
001127 |
6736.0 |
6822.0 |
6695.0 |
6708.0 |
+28.0 |
31,022 |
172,473 |
-197 |
Mar01 |
001127 |
6812.0 |
6890.0 |
6781.5 |
6789.5 |
+29.0 |
164 |
8,819 |
-373 |
Jun01 |
001127 |
6930.0 |
6953.0 |
6851.5 |
6859.0 |
+28.5 |
35 |
8,450 |
-148 |
Total Volume and Open Interest |
31,221 |
189,742 |
-718 |
FT-SE 100(LIFFE) |
Dec00 |
001127 |
6382.00 |
6420.00 |
6362.00 |
6374.50 |
+7.50 |
22,136 |
231,089 |
+2,487 |
Mar01 |
001127 |
6422.00 |
6461.50 |
6420.00 |
6420.00 |
+6.50 |
88 |
29,608 |
+31 |
Jun01 |
001127 |
6497.50 |
6497.50 |
6489.50 |
6489.50 |
+7.50 |
300 |
8,676 |
+295 |
Total Volume and Open Interest |
22,524 |
269,373 |
+2,813 |
SPI 200(SFE) |
Dec00 |
001127 |
3308.0 |
3326.0 |
3306.0 |
3325.0 |
+30.0 |
8,198 |
123,991 |
+847 |
Mar01 |
001127 |
3336.0 |
3351.0 |
3335.0 |
3351.0 |
+31.0 |
2 |
6,179 |
-2 |
Jun01 |
001127 |
3378.0 |
3378.0 |
3378.0 |
3378.0 |
+31.0 |
0 |
174 |
+0 |
Total Volume and Open Interest |
8,200 |
130,357 |
+845 |
GSCI(CME) |
Dec00 |
001127 |
261.20 |
264.30 |
261.10 |
262.20 |
-0.10 |
13 |
34,868 |
-9 |
Jan01 |
001127 |
256.20 |
258.00 |
255.50 |
256.20 |
-0.10 |
0 |
761 |
+0 |
Feb01 |
001127 |
248.40 |
250.00 |
248.00 |
248.40 |
+0.10 |
|
|
|
Total Volume and Open Interest |
13 |
35,629 |
-9 |
Bridge CRB Index(NYBOT) |
Jan01 |
001127 |
227.50 |
229.45 |
227.50 |
229.35 |
+2.35 |
36 |
532 |
+10 |
Feb01 |
001127 |
227.00 |
227.10 |
226.50 |
227.10 |
+2.10 |
2 |
660 |
+0 |
Apr01 |
001127 |
224.85 |
224.85 |
224.85 |
224.85 |
+1.85 |
0 |
304 |
+0 |
Total Volume and Open Interest |
36 |
1,496 |
+10 |
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
|
|