 |
MRCI's Free Historical Futures Prices |
Daily Futures Price Listing Thu December 07, 2000 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Jan01 |
001207 |
512.00 |
512.50 |
502.50 |
503.00 |
-4.00 |
24,775 |
72,878 |
-453 |
Mar01 |
001207 |
520.00 |
520.00 |
510.50 |
510.75 |
-4.00 |
8,857 |
44,382 |
+1,735 |
May01 |
001207 |
524.50 |
525.00 |
516.00 |
516.25 |
-4.00 |
2,243 |
22,602 |
+154 |
Jul01 |
001207 |
531.00 |
531.00 |
521.00 |
521.50 |
-4.25 |
2,716 |
26,429 |
+709 |
Aug01 |
001207 |
530.00 |
530.00 |
522.00 |
522.00 |
-3.25 |
46 |
1,346 |
-14 |
Sep01 |
001207 |
528.00 |
528.00 |
522.00 |
522.00 |
-4.00 |
8 |
605 |
-2 |
Nov01 |
001207 |
532.00 |
532.00 |
523.50 |
523.50 |
-4.25 |
749 |
8,949 |
+335 |
Total Volume and Open Interest |
39,394 |
177,215 |
+2,464 |
Soybean Meal(CBOT) |
Dec00 |
001207 |
190.30 |
190.30 |
187.10 |
187.60 |
-1.10 |
6,465 |
8,833 |
-1,208 |
Jan01 |
001207 |
188.60 |
189.00 |
185.60 |
185.90 |
-1.30 |
12,133 |
47,204 |
-1,002 |
Mar01 |
001207 |
188.50 |
188.50 |
183.00 |
183.30 |
-1.80 |
8,652 |
36,573 |
+315 |
May01 |
001207 |
184.00 |
184.00 |
180.20 |
180.30 |
-1.60 |
3,224 |
18,460 |
+590 |
Jul01 |
001207 |
183.50 |
183.50 |
179.50 |
179.70 |
-1.70 |
2,204 |
11,432 |
+1,025 |
Aug01 |
001207 |
181.80 |
181.80 |
178.00 |
178.00 |
-2.00 |
21 |
3,187 |
-18 |
Sep01 |
001207 |
180.50 |
180.50 |
177.50 |
177.50 |
-1.70 |
19 |
1,871 |
+2 |
Oct01 |
001207 |
180.00 |
180.00 |
174.50 |
174.50 |
-2.20 |
125 |
813 |
-121 |
Total Volume and Open Interest |
33,455 |
130,780 |
-34 |
Soybean Oil(CBOT) |
Dec00 |
001207 |
15.05 |
15.05 |
14.71 |
14.79 |
-0.12 |
974 |
1,218 |
-959 |
Jan01 |
001207 |
15.15 |
15.20 |
14.91 |
15.01 |
-0.16 |
5,773 |
41,246 |
-351 |
Mar01 |
001207 |
15.60 |
15.63 |
15.30 |
15.41 |
-0.17 |
4,204 |
47,644 |
+547 |
May01 |
001207 |
16.05 |
16.05 |
15.74 |
15.83 |
-0.17 |
790 |
15,896 |
-26 |
Jul01 |
001207 |
16.43 |
16.43 |
16.10 |
16.23 |
-0.14 |
2,289 |
11,967 |
+473 |
Aug01 |
001207 |
16.47 |
16.47 |
16.35 |
16.35 |
-0.10 |
129 |
2,601 |
+37 |
Sep01 |
001207 |
16.65 |
16.65 |
16.50 |
16.50 |
-0.10 |
11 |
2,307 |
+10 |
Oct01 |
001207 |
16.90 |
16.90 |
16.67 |
16.67 |
-0.18 |
8 |
2,151 |
+4 |
Total Volume and Open Interest |
15,671 |
131,560 |
-289 |
Canola(WCE) |
Jan01 |
001207 |
270.2 |
270.7 |
268.2 |
268.7 |
-0.6 |
7,857 |
31,239 |
+417 |
Mar01 |
001207 |
276.0 |
276.5 |
274.0 |
274.9 |
-0.1 |
2,082 |
27,438 |
+605 |
May01 |
001207 |
280.3 |
280.3 |
280.0 |
280.0 |
-0.7 |
762 |
3,300 |
+695 |
Jul01 |
001207 |
286.5 |
286.5 |
285.5 |
286.1 |
-0.4 |
79 |
3,933 |
+79 |
Aug01 |
001207 |
285.1 |
285.1 |
285.1 |
285.1 |
unch |
0 |
58 |
+0 |
Total Volume and Open Interest |
10,811 |
67,693 |
+1,822 |
Corn(CBOT) |
Dec00 |
001207 |
209.25 |
209.75 |
204.75 |
205.00 |
-3.50 |
4,595 |
12,169 |
-1,423 |
Jan01 |
001207 |
211.50 |
211.50 |
207.00 |
207.25 |
-4.00 |
352 |
2,904 |
+200 |
Mar01 |
001207 |
218.75 |
220.00 |
214.25 |
214.75 |
-4.00 |
28,291 |
245,684 |
-1,956 |
May01 |
001207 |
226.25 |
227.75 |
222.25 |
222.75 |
-3.75 |
2,878 |
57,277 |
+345 |
Jul01 |
001207 |
233.75 |
235.00 |
229.50 |
230.25 |
-3.50 |
1,438 |
57,971 |
+279 |
Sep01 |
001207 |
241.00 |
241.00 |
237.00 |
237.25 |
-2.75 |
31 |
6,441 |
+17 |
Total Volume and Open Interest |
38,525 |
416,201 |
-2,371 |
Wheat(CBOT) |
Dec00 |
001207 |
262.00 |
262.00 |
254.75 |
254.75 |
-5.25 |
4,396 |
3,320 |
-374 |
Mar01 |
001207 |
277.75 |
280.00 |
270.00 |
270.50 |
-6.25 |
11,928 |
96,285 |
+31 |
May01 |
001207 |
289.50 |
290.75 |
281.00 |
281.50 |
-6.00 |
382 |
9,352 |
+8 |
Jul01 |
001207 |
299.50 |
300.00 |
291.00 |
291.50 |
-6.25 |
576 |
22,265 |
-55 |
Sep01 |
001207 |
302.00 |
302.00 |
301.50 |
301.50 |
-6.00 |
6 |
1,089 |
+2 |
Total Volume and Open Interest |
17,310 |
135,423 |
-380 |
Wheat(KCBT) |
Dec00 |
001207 |
313.00 |
313.00 |
307.50 |
308.00 |
-2.00 |
1,031 |
1,124 |
-391 |
Mar01 |
001207 |
325.50 |
326.25 |
318.00 |
318.50 |
-5.50 |
4,846 |
54,613 |
-1,454 |
May01 |
001207 |
335.50 |
335.50 |
327.50 |
327.50 |
-5.00 |
196 |
4,822 |
+64 |
Jul01 |
001207 |
342.50 |
343.50 |
335.00 |
335.25 |
-5.25 |
916 |
9,461 |
-297 |
Sep01 |
001207 |
343.00 |
343.00 |
343.00 |
343.00 |
-5.50 |
1 |
338 |
+1 |
Total Volume and Open Interest |
6,990 |
70,471 |
-2,077 |
Wheat(MGE) |
Dec00 |
001207 |
314.50 |
314.50 |
314.00 |
314.00 |
-0.25 |
2 |
14 |
-2 |
Mar01 |
001207 |
329.50 |
329.75 |
323.50 |
324.00 |
-4.00 |
2,621 |
16,520 |
-341 |
May01 |
001207 |
337.25 |
337.25 |
331.75 |
331.75 |
-4.25 |
712 |
2,945 |
+156 |
Jul01 |
001207 |
344.00 |
344.00 |
339.00 |
339.00 |
-4.00 |
247 |
2,112 |
-147 |
Sep01 |
001207 |
351.00 |
351.00 |
346.75 |
346.75 |
-4.00 |
72 |
666 |
+71 |
Total Volume and Open Interest |
3,654 |
22,464 |
-263 |
Oats(CBOT) |
Dec00 |
001207 |
100.00 |
100.00 |
100.00 |
100.00 |
-1.75 |
8 |
72 |
-28 |
Mar01 |
001207 |
112.75 |
112.75 |
109.50 |
109.75 |
-1.75 |
655 |
10,528 |
-462 |
May01 |
001207 |
118.50 |
118.50 |
115.75 |
115.75 |
-1.75 |
21 |
1,173 |
+8 |
Jul01 |
001207 |
123.00 |
123.00 |
121.50 |
121.50 |
-2.00 |
5 |
831 |
+5 |
Total Volume and Open Interest |
735 |
13,744 |
-478 |
Rough Rice(CBOT) |
Jan01 |
001207 |
6.19 |
6.21 |
6.15 |
6.19 |
unch |
176 |
3,189 |
-15 |
Mar01 |
001207 |
6.46 |
6.47 |
6.44 |
6.47 |
+0.01 |
96 |
1,452 |
+26 |
May01 |
001207 |
6.73 |
6.73 |
6.73 |
6.73 |
+0.04 |
0 |
580 |
+1 |
Jul01 |
001207 |
6.93 |
6.93 |
6.93 |
6.93 |
+0.04 |
1 |
558 |
+1 |
Total Volume and Open Interest |
277 |
6,000 |
+11 |
Live Cattle(CME) |
Dec00 |
001207 |
75.150 |
76.175 |
75.100 |
75.950 |
+0.875 |
10,736 |
17,276 |
-5,182 |
Feb01 |
001207 |
76.650 |
77.150 |
76.425 |
76.925 |
+0.250 |
14,078 |
65,893 |
+1,285 |
Apr01 |
001207 |
77.350 |
77.750 |
77.050 |
77.550 |
+0.225 |
5,826 |
27,658 |
+2,010 |
Jun01 |
001207 |
73.400 |
73.525 |
73.075 |
73.450 |
+0.075 |
1,781 |
10,088 |
+328 |
Aug01 |
001207 |
73.400 |
73.600 |
73.150 |
73.525 |
+0.150 |
1,067 |
9,342 |
+489 |
Oct01 |
001207 |
74.900 |
75.000 |
74.600 |
74.850 |
-0.150 |
121 |
1,875 |
+68 |
Total Volume and Open Interest |
33,649 |
132,611 |
-999 |
Feeder Cattle(CME) |
Jan01 |
001207 |
90.600 |
90.900 |
90.350 |
90.850 |
+0.350 |
936 |
8,180 |
+249 |
Mar01 |
001207 |
89.800 |
90.000 |
89.450 |
89.975 |
+0.275 |
616 |
4,551 |
+158 |
Apr01 |
001207 |
89.225 |
89.500 |
88.975 |
89.500 |
+0.300 |
210 |
1,745 |
+93 |
May01 |
001207 |
88.750 |
89.000 |
88.550 |
89.000 |
+0.250 |
139 |
1,788 |
+9 |
Aug01 |
001207 |
88.850 |
89.000 |
88.650 |
89.000 |
+0.100 |
55 |
835 |
+24 |
Sep01 |
001207 |
88.550 |
88.825 |
88.550 |
88.825 |
+0.100 |
1 |
181 |
+1 |
Oct01 |
001207 |
88.550 |
88.875 |
88.550 |
88.875 |
+0.125 |
4 |
87 |
+0 |
Total Volume and Open Interest |
1,965 |
17,416 |
+538 |
Lean Hogs(CME) |
Dec00 |
001207 |
55.900 |
56.050 |
55.700 |
55.800 |
-0.225 |
3,065 |
8,522 |
-572 |
Feb01 |
001207 |
59.300 |
59.350 |
58.700 |
58.775 |
-0.525 |
5,196 |
27,388 |
+519 |
Apr01 |
001207 |
58.600 |
58.700 |
58.225 |
58.400 |
-0.300 |
1,495 |
5,961 |
+44 |
Jun01 |
001207 |
64.400 |
64.450 |
63.900 |
64.125 |
-0.375 |
558 |
3,900 |
+200 |
Jul01 |
001207 |
62.000 |
62.300 |
61.850 |
62.150 |
-0.150 |
245 |
1,109 |
+80 |
Aug01 |
001207 |
59.500 |
59.600 |
59.350 |
59.600 |
-0.175 |
93 |
533 |
+48 |
Oct01 |
001207 |
51.200 |
51.900 |
51.100 |
51.900 |
+0.400 |
155 |
1,004 |
+76 |
Dec01 |
001207 |
48.175 |
48.400 |
48.000 |
48.375 |
+0.175 |
110 |
911 |
+6 |
Total Volume and Open Interest |
10,943 |
49,357 |
+426 |
Pork Bellies(CME) |
Feb01 |
001207 |
65.300 |
66.200 |
64.900 |
66.000 |
+1.175 |
516 |
2,098 |
-45 |
Mar01 |
001207 |
65.000 |
66.000 |
64.900 |
65.950 |
+1.300 |
29 |
132 |
+1 |
May01 |
001207 |
66.200 |
67.150 |
65.900 |
65.900 |
+0.400 |
0 |
133 |
+0 |
Jul01 |
001207 |
66.700 |
67.300 |
66.700 |
67.300 |
+2.050 |
0 |
66 |
+0 |
Aug01 |
001207 |
66.500 |
66.500 |
66.500 |
66.500 |
+0.400 |
0 |
22 |
+0 |
Total Volume and Open Interest |
545 |
2,451 |
-44 |
Cocoa(NYBOT) |
Dec00 |
001207 |
697 |
710 |
697 |
707 |
+11 |
13 |
42 |
-2 |
Mar01 |
001207 |
728 |
735 |
723 |
732 |
+12 |
3,466 |
48,823 |
-155 |
May01 |
001207 |
746 |
755 |
744 |
753 |
+12 |
416 |
18,130 |
+125 |
Jul01 |
001207 |
766 |
775 |
765 |
775 |
+13 |
43 |
14,580 |
-12 |
Sep01 |
001207 |
785 |
796 |
785 |
796 |
+13 |
57 |
11,632 |
-4 |
Dec01 |
001207 |
816 |
826 |
816 |
826 |
+13 |
1 |
13,039 |
+1 |
Mar02 |
001207 |
848 |
855 |
848 |
855 |
+13 |
20 |
11,706 |
+10 |
Total Volume and Open Interest |
4,016 |
138,758 |
-37 |
Coffee "C"(NYBOT) |
Dec00 |
001207 |
67.00 |
67.25 |
66.00 |
66.35 |
+0.20 |
41 |
630 |
-6 |
Mar01 |
001207 |
71.40 |
72.15 |
70.70 |
70.75 |
+0.10 |
4,319 |
30,359 |
-1,135 |
May01 |
001207 |
74.50 |
75.05 |
73.80 |
73.80 |
+0.10 |
749 |
5,352 |
-40 |
Jul01 |
001207 |
77.60 |
78.10 |
76.85 |
76.85 |
+0.25 |
149 |
2,543 |
+58 |
Sep01 |
001207 |
80.50 |
81.00 |
79.75 |
79.75 |
+0.15 |
12 |
2,591 |
-5 |
Dec01 |
001207 |
84.75 |
85.25 |
84.00 |
84.00 |
+0.10 |
70 |
1,889 |
+36 |
Total Volume and Open Interest |
5,340 |
43,385 |
-1,092 |
Orange Juice(NYBOT) |
Jan01 |
001207 |
86.50 |
86.50 |
82.55 |
84.05 |
-1.20 |
1,954 |
17,331 |
+211 |
Mar01 |
001207 |
89.20 |
89.60 |
85.50 |
88.00 |
-0.90 |
1,097 |
11,182 |
+70 |
May01 |
001207 |
91.80 |
91.80 |
89.00 |
90.80 |
-0.65 |
295 |
1,941 |
-6 |
Jul01 |
001207 |
94.00 |
94.00 |
93.00 |
93.20 |
-0.75 |
60 |
759 |
+2 |
Sep01 |
001207 |
95.75 |
95.75 |
95.20 |
95.20 |
-1.00 |
0 |
325 |
+0 |
Total Volume and Open Interest |
3,406 |
31,986 |
+277 |
Sugar #11(NYBOT) |
Mar01 |
001207 |
9.65 |
9.69 |
9.57 |
9.63 |
+0.02 |
9,101 |
71,157 |
-755 |
May01 |
001207 |
9.19 |
9.21 |
9.12 |
9.16 |
+0.02 |
918 |
18,146 |
+111 |
Jul01 |
001207 |
8.61 |
8.63 |
8.56 |
8.60 |
+0.04 |
470 |
23,203 |
+93 |
Oct01 |
001207 |
8.25 |
8.25 |
8.18 |
8.20 |
+0.01 |
492 |
20,318 |
+66 |
Mar02 |
001207 |
8.18 |
8.18 |
8.11 |
8.11 |
+0.01 |
251 |
8,524 |
+114 |
Total Volume and Open Interest |
11,232 |
143,738 |
-371 |
London Cocoa(LCE) |
Dec00 |
001207 |
551 |
558 |
549 |
558 |
+4 |
2,814 |
20,639 |
-2,575 |
Mar01 |
001207 |
565 |
569 |
563 |
569 |
+3 |
3,540 |
59,091 |
-293 |
May01 |
001207 |
576 |
581 |
575 |
581 |
+3 |
44 |
31,897 |
+3 |
Jul01 |
001207 |
590 |
594 |
588 |
594 |
+2 |
237 |
14,439 |
+196 |
Sep01 |
001207 |
605 |
608 |
602 |
608 |
+2 |
46 |
21,710 |
+17 |
Dec01 |
001207 |
629 |
632 |
628 |
632 |
+2 |
5 |
8,903 |
+5 |
Mar02 |
001207 |
652 |
655 |
651 |
655 |
+1 |
152 |
17,398 |
+96 |
Total Volume and Open Interest |
6,882 |
192,848 |
-2,550 |
London Coffee(LCE) |
Jan01 |
001207 |
555.00 |
590.00 |
555.00 |
587.00 |
+32.00 |
3,175 |
24,828 |
-317 |
Mar01 |
001207 |
576.00 |
610.00 |
576.00 |
607.00 |
+31.00 |
3,963 |
18,438 |
+2,129 |
May01 |
001207 |
602.00 |
633.00 |
602.00 |
629.00 |
+27.00 |
931 |
7,282 |
+83 |
Jul01 |
001207 |
646.00 |
652.00 |
635.00 |
652.00 |
+26.00 |
218 |
3,308 |
+19 |
Sep01 |
001207 |
666.00 |
680.00 |
665.00 |
677.00 |
+25.00 |
62 |
1,889 |
+33 |
Nov01 |
001207 |
688.00 |
701.00 |
686.00 |
699.00 |
+25.00 |
42 |
3,741 |
+8 |
Total Volume and Open Interest |
8,611 |
59,876 |
+2,175 |
London Sugar(LCE) |
Dec00 |
001115 |
225.50 |
233.60 |
224.60 |
225.00 |
-0.30 |
902 |
2,074 |
-764 |
Mar01 |
001207 |
242.00 |
242.50 |
241.00 |
242.00 |
+0.50 |
1,549 |
23,248 |
-100 |
May01 |
001207 |
239.40 |
239.50 |
237.70 |
239.00 |
+0.50 |
94 |
4,577 |
+20 |
Aug01 |
001207 |
235.50 |
235.50 |
232.00 |
234.80 |
+1.30 |
10 |
6,873 |
+10 |
Oct01 |
001207 |
226.50 |
227.40 |
224.10 |
226.90 |
+0.40 |
0 |
2,481 |
+0 |
Total Volume and Open Interest |
1,653 |
38,491 |
-70 |
Cotton(NYBOT) |
Dec00 |
001206 |
64.70 |
64.70 |
64.00 |
64.34 |
-0.01 |
48 |
32 |
-36 |
Mar01 |
001207 |
67.25 |
67.50 |
66.80 |
67.25 |
-0.09 |
3,747 |
35,119 |
-234 |
May01 |
001207 |
68.60 |
69.05 |
68.40 |
68.83 |
-0.05 |
828 |
12,237 |
+415 |
Jul01 |
001207 |
69.55 |
69.90 |
69.45 |
69.85 |
-0.03 |
475 |
7,039 |
+87 |
Oct01 |
001207 |
66.60 |
66.60 |
66.60 |
66.60 |
-0.15 |
0 |
788 |
+0 |
Dec01 |
001207 |
66.05 |
66.05 |
65.80 |
65.95 |
-0.30 |
111 |
6,698 |
+21 |
Total Volume and Open Interest |
11,161 |
62,097 |
+257 |
Lumber(CME) |
Jan01 |
001207 |
223.5 |
228.8 |
222.0 |
222.2 |
+0.8 |
700 |
2,293 |
+154 |
Mar01 |
001207 |
235.0 |
239.0 |
234.3 |
234.8 |
+1.5 |
248 |
1,294 |
+46 |
May01 |
001207 |
240.4 |
243.6 |
240.4 |
241.0 |
+0.8 |
127 |
583 |
+58 |
Jul01 |
001207 |
247.5 |
248.8 |
246.2 |
246.2 |
+0.8 |
2 |
133 |
-1 |
Total Volume and Open Interest |
1,077 |
4,343 |
+257 |
Crude Oil(NYM) |
Jan01 |
001207 |
30.05 |
30.20 |
29.07 |
29.35 |
-0.50 |
96,057 |
112,974 |
-9,382 |
Feb01 |
001207 |
29.65 |
29.75 |
28.68 |
29.01 |
-0.30 |
64,254 |
58,759 |
-575 |
Mar01 |
001207 |
29.10 |
29.15 |
28.30 |
28.52 |
-0.29 |
19,206 |
34,716 |
-1,772 |
Apr01 |
001207 |
28.65 |
28.65 |
27.80 |
28.06 |
-0.28 |
10,427 |
28,113 |
+964 |
May01 |
001207 |
28.15 |
28.20 |
27.50 |
27.65 |
-0.27 |
4,234 |
16,817 |
+457 |
Jun01 |
001207 |
27.90 |
27.90 |
27.15 |
27.27 |
-0.27 |
7,578 |
29,530 |
+1,272 |
Jul01 |
001207 |
27.10 |
27.10 |
26.92 |
26.92 |
-0.27 |
3,599 |
11,503 |
+166 |
Aug01 |
001207 |
26.65 |
26.85 |
26.59 |
26.59 |
-0.29 |
552 |
10,879 |
-7 |
Sep01 |
001207 |
26.60 |
26.60 |
26.25 |
26.27 |
-0.30 |
1,664 |
11,936 |
+150 |
Oct01 |
001207 |
26.00 |
26.00 |
25.97 |
25.97 |
-0.30 |
363 |
8,683 |
+205 |
Total Volume and Open Interest |
217,722 |
469,206 |
-9,508 |
Heating Oil(NYM) |
Jan01 |
001207 |
101.80 |
103.10 |
98.50 |
99.29 |
-1.89 |
26,181 |
53,931 |
+628 |
Feb01 |
001207 |
96.50 |
96.70 |
93.05 |
94.20 |
-1.06 |
14,375 |
29,515 |
+2,577 |
Mar01 |
001207 |
88.00 |
89.25 |
85.90 |
86.85 |
-0.91 |
7,040 |
17,586 |
-330 |
Apr01 |
001207 |
81.90 |
81.90 |
78.60 |
79.65 |
-0.71 |
3,404 |
10,120 |
+420 |
May01 |
001207 |
75.75 |
75.75 |
74.00 |
74.55 |
-0.41 |
955 |
6,356 |
-49 |
Jun01 |
001207 |
73.75 |
73.75 |
72.35 |
72.65 |
-0.31 |
1,078 |
5,913 |
+499 |
Jul01 |
001207 |
72.80 |
72.80 |
71.40 |
71.75 |
-0.21 |
730 |
3,442 |
+257 |
Aug01 |
001207 |
72.00 |
72.10 |
71.15 |
71.55 |
-0.11 |
334 |
3,796 |
+65 |
Sep01 |
001207 |
71.65 |
72.10 |
71.65 |
72.05 |
-0.11 |
546 |
2,145 |
+123 |
Oct01 |
001207 |
72.70 |
72.70 |
72.50 |
72.50 |
-0.11 |
58 |
1,342 |
+31 |
Total Volume and Open Interest |
55,607 |
141,742 |
+4,584 |
Unleaded Gas(NYM) |
Jan01 |
001207 |
78.00 |
79.50 |
75.50 |
76.67 |
-1.54 |
17,411 |
29,727 |
-923 |
Feb01 |
001207 |
78.30 |
79.00 |
76.10 |
77.40 |
-1.09 |
6,860 |
11,653 |
+466 |
Mar01 |
001207 |
79.10 |
79.10 |
77.50 |
78.15 |
-0.89 |
5,752 |
9,192 |
-266 |
Apr01 |
001207 |
84.00 |
84.20 |
83.20 |
83.60 |
-0.79 |
4,676 |
8,964 |
+569 |
May01 |
001207 |
84.00 |
84.10 |
82.90 |
83.10 |
-0.69 |
1,404 |
7,874 |
+429 |
Jun01 |
001207 |
82.60 |
82.60 |
82.00 |
82.20 |
-0.64 |
996 |
4,721 |
+160 |
Jul01 |
001207 |
81.30 |
81.30 |
80.75 |
80.75 |
-0.59 |
255 |
2,479 |
+73 |
Aug01 |
001207 |
79.25 |
79.25 |
78.70 |
78.70 |
-0.54 |
386 |
5,664 |
+259 |
Total Volume and Open Interest |
38,232 |
83,559 |
+711 |
Natural Gas(NYM) |
Jan01 |
001207 |
8.950 |
9.000 |
8.135 |
8.373 |
-0.112 |
27,613 |
53,834 |
+59 |
Feb01 |
001207 |
8.430 |
8.500 |
7.750 |
8.003 |
+0.001 |
11,698 |
32,550 |
-996 |
Mar01 |
001207 |
7.550 |
7.550 |
6.800 |
7.070 |
-0.130 |
4,713 |
37,208 |
+37 |
Apr01 |
001207 |
5.870 |
5.870 |
5.450 |
5.640 |
-0.210 |
4,212 |
23,384 |
-499 |
May01 |
001207 |
5.350 |
5.350 |
4.900 |
5.080 |
-0.210 |
1,821 |
21,043 |
+92 |
Jun01 |
001207 |
5.210 |
5.210 |
4.870 |
5.010 |
-0.195 |
3,175 |
16,537 |
+394 |
Jul01 |
001207 |
5.170 |
5.170 |
4.900 |
4.980 |
-0.190 |
2,285 |
11,762 |
-841 |
Aug01 |
001207 |
5.132 |
5.132 |
4.850 |
4.960 |
-0.172 |
2,650 |
13,884 |
-1,290 |
Total Volume and Open Interest |
63,136 |
388,616 |
-3,705 |
Brent Crude Oil(IPE) |
Jan01 |
001207 |
28.36 |
28.45 |
27.20 |
27.47 |
-0.54 |
37,075 |
40,097 |
-5,687 |
Feb01 |
001207 |
28.21 |
28.27 |
27.15 |
27.43 |
-0.47 |
34,758 |
76,303 |
+7,853 |
Mar01 |
001207 |
27.60 |
27.80 |
26.71 |
27.19 |
-0.26 |
9,919 |
59,779 |
+341 |
Apr01 |
001207 |
27.10 |
27.28 |
26.40 |
26.73 |
-0.19 |
6,832 |
34,172 |
-917 |
May01 |
001207 |
26.70 |
26.86 |
26.15 |
26.34 |
-0.16 |
919 |
9,650 |
-66 |
Jun01 |
001207 |
26.26 |
26.45 |
25.80 |
25.99 |
-0.14 |
1,721 |
18,584 |
+95 |
Jul01 |
001207 |
26.00 |
26.05 |
25.56 |
25.69 |
-0.11 |
327 |
9,149 |
+16 |
Aug01 |
001207 |
25.45 |
25.45 |
25.42 |
25.42 |
-0.10 |
0 |
10,353 |
+0 |
Total Volume and Open Interest |
93,248 |
304,623 |
+912 |
Gas Oil(IPE) |
Dec00 |
001207 |
281.00 |
283.00 |
270.75 |
272.50 |
+0.25 |
13,907 |
16,971 |
-3,993 |
Jan01 |
001207 |
276.00 |
276.50 |
265.50 |
267.00 |
+0.75 |
17,449 |
30,557 |
-240 |
Feb01 |
001207 |
266.25 |
267.50 |
257.75 |
259.75 |
+2.00 |
3,883 |
11,096 |
+477 |
Mar01 |
001207 |
255.50 |
255.50 |
248.25 |
248.25 |
+0.75 |
2,879 |
7,952 |
+245 |
Apr01 |
001207 |
243.25 |
243.25 |
238.00 |
238.00 |
+1.00 |
837 |
5,797 |
+245 |
May01 |
001207 |
234.50 |
234.50 |
229.00 |
229.00 |
+1.00 |
217 |
1,807 |
+167 |
Jun01 |
001207 |
227.00 |
228.25 |
223.25 |
223.25 |
+1.25 |
3,433 |
12,239 |
+1,262 |
Jul01 |
001207 |
226.00 |
226.00 |
222.25 |
222.25 |
+1.50 |
0 |
4,314 |
+0 |
Total Volume and Open Interest |
42,905 |
99,382 |
-1,987 |
US Dollar Index(NYBOT) |
Dec00 |
001207 |
113.20 |
113.79 |
112.82 |
113.51 |
+0.25 |
1,166 |
3,560 |
+212 |
Mar01 |
001207 |
113.04 |
113.62 |
112.64 |
113.32 |
+0.27 |
1,722 |
6,601 |
+411 |
Jun01 |
001207 |
113.20 |
113.20 |
113.13 |
113.13 |
+0.29 |
1,722 |
6,601 |
+411 |
Total Volume and Open Interest |
1,722 |
6,601 |
+411 |
Australian Dollar(IMM) |
Dec00 |
001207 |
54.93 |
54.99 |
54.60 |
54.70 |
-0.04 |
2,286 |
19,523 |
-104 |
Mar01 |
001207 |
54.97 |
55.00 |
54.68 |
54.76 |
-0.05 |
349 |
8,702 |
-120 |
Jun01 |
001207 |
54.82 |
54.82 |
54.82 |
54.82 |
-0.06 |
4 |
16 |
+3 |
Total Volume and Open Interest |
2,639 |
28,253 |
-221 |
British Pound(IMM) |
Dec00 |
001207 |
144.50 |
144.64 |
143.86 |
144.32 |
+0.08 |
5,511 |
32,010 |
-1,305 |
Mar01 |
001207 |
144.84 |
144.88 |
144.20 |
144.56 |
+0.06 |
1,563 |
7,492 |
+290 |
Jun01 |
001207 |
144.82 |
144.82 |
144.82 |
144.82 |
+0.04 |
0 |
2 |
+0 |
Total Volume and Open Interest |
7,074 |
39,504 |
-1,015 |
Canadian Dollar(IMM) |
Dec00 |
001207 |
65.58 |
65.75 |
65.31 |
65.49 |
unch |
15,522 |
54,694 |
-3,995 |
Mar01 |
001207 |
65.70 |
65.86 |
65.43 |
65.62 |
unch |
1,659 |
9,276 |
+699 |
Jun01 |
001207 |
65.73 |
65.93 |
65.59 |
65.73 |
unch |
654 |
3,178 |
+112 |
Sep01 |
001207 |
65.65 |
66.04 |
65.65 |
65.83 |
unch |
188 |
1,170 |
+134 |
Total Volume and Open Interest |
18,283 |
68,838 |
-2,936 |
Japanese Yen(IMM) |
Dec00 |
001207 |
90.54 |
90.69 |
90.37 |
90.55 |
-0.24 |
15,161 |
76,550 |
+1,153 |
Mar01 |
001207 |
91.85 |
92.00 |
91.68 |
91.88 |
-0.25 |
3,267 |
8,643 |
+1,804 |
Jun01 |
001207 |
93.19 |
93.19 |
93.19 |
93.19 |
-0.25 |
0 |
38 |
+0 |
Total Volume and Open Interest |
18,433 |
85,387 |
+2,960 |
Swiss Franc(IMM) |
Dec00 |
001207 |
59.10 |
59.23 |
58.65 |
58.82 |
-0.01 |
7,531 |
43,827 |
-243 |
Mar01 |
001207 |
59.58 |
59.67 |
59.08 |
59.27 |
-0.01 |
8,204 |
8,933 |
-2,818 |
Jun01 |
001207 |
59.67 |
59.67 |
59.67 |
59.67 |
-0.01 |
0 |
18 |
+0 |
Total Volume and Open Interest |
15,735 |
52,779 |
-3,061 |
EuroFX(IMM) |
Dec00 |
001207 |
89.50 |
89.67 |
88.60 |
88.92 |
-0.21 |
16,954 |
80,007 |
-721 |
Mar01 |
001207 |
89.88 |
90.04 |
89.00 |
89.27 |
-0.22 |
4,689 |
11,998 |
+3,488 |
Jun01 |
001207 |
89.40 |
90.21 |
89.40 |
89.58 |
-0.22 |
7 |
162 |
|
Total Volume and Open Interest |
21,650 |
92,526 |
|
Mexican Peso(IMM) |
Dec00 |
001207 |
10573.0 |
10590.0 |
10550.0 |
10585.0 |
+17.0 |
10,192 |
15,477 |
-980 |
Mar01 |
001207 |
10295.0 |
10308.0 |
10278.0 |
10300.0 |
+17.0 |
1,689 |
7,781 |
+870 |
Total Volume and Open Interest |
18,360 |
27,713 |
-2,737 |
30-Year T-Bonds(CBOT) |
Dec00 |
001207 |
103~17 |
103~29 |
102~30 |
103~21 |
+0~04 |
20,925 |
62,869 |
-14,666 |
Mar01 |
001207 |
103~18 |
104~00 |
102~31 |
103~23 |
+0~01 |
202,066 |
388,513 |
-4,217 |
Jun01 |
001207 |
103~15 |
103~27 |
103~00 |
103~21 |
+0~05 |
668 |
906 |
+214 |
Total Volume and Open Interest |
223,659 |
452,541 |
-18,669 |
Municipal Bonds(CBOT) |
Dec00 |
001207 |
102~01 |
102~03 |
101~17 |
101~31 |
+0~02 |
2,111 |
12,873 |
-1,014 |
Mar01 |
001207 |
101~20 |
101~22 |
101~00 |
101~17 |
+0~03 |
2,429 |
6,666 |
+1,209 |
Total Volume and Open Interest |
4,540 |
19,539 |
+195 |
10-Year T-Notes(CBOT) |
Dec00 |
001207 |
103~165 |
103~215 |
103~070 |
103~175 |
+0~005 |
13,706 |
33,437 |
-22,996 |
Mar01 |
001207 |
103~250 |
103~300 |
103~130 |
103~255 |
-0~035 |
247,538 |
456,746 |
+20,646 |
Total Volume and Open Interest |
261,244 |
491,158 |
-2,366 |
5-Year T-Notes(CBOT) |
Dec00 |
001207 |
102~190 |
102~190 |
102~085 |
102~170 |
-0~005 |
10,589 |
77,625 |
-8,027 |
Mar01 |
001207 |
102~200 |
102~200 |
102~090 |
102~175 |
-0~010 |
140,543 |
328,726 |
+6,811 |
Jun01 |
001207 |
102~285 |
102~285 |
102~285 |
102~285 |
+0~020 |
0 |
5 |
+0 |
Total Volume and Open Interest |
151,132 |
406,356 |
-1,216 |
2 Year T-Notes(CBOT) |
Dec00 |
001207 |
100~108 |
100~120 |
100~108 |
100~110 |
-0~006 |
544 |
1,794 |
-1,183 |
Mar01 |
001207 |
101~025 |
101~028 |
101~008 |
101~022 |
-0~006 |
7,440 |
75,654 |
+912 |
Total Volume and Open Interest |
7,984 |
77,448 |
-271 |
3-Mth T-Bills(IMM) |
Mar01 |
001207 |
94.34 |
94.35 |
94.32 |
94.35 |
unch |
29 |
1,549 |
+12 |
Total Volume and Open Interest |
71 |
2,696 |
+10 |
Eurodollars(IMM) |
Dec00 |
001207 |
93.438 |
93.445 |
93.418 |
93.433 |
-0.005 |
76,866 |
460,793 |
-19,956 |
Mar01 |
001207 |
93.855 |
93.860 |
93.805 |
93.845 |
-0.005 |
123,377 |
556,502 |
+2,856 |
Jun01 |
001207 |
94.055 |
94.070 |
94.005 |
94.055 |
unch |
111,855 |
418,905 |
+537 |
Sep01 |
001207 |
94.165 |
94.175 |
94.100 |
94.165 |
+0.010 |
121,461 |
460,816 |
+5,486 |
Dec01 |
001207 |
94.100 |
94.120 |
94.040 |
94.100 |
+0.010 |
53,233 |
299,675 |
+7,729 |
Mar02 |
001207 |
94.155 |
94.180 |
94.100 |
94.165 |
+0.015 |
46,065 |
240,621 |
+1,998 |
Jun02 |
001207 |
94.110 |
94.130 |
94.055 |
94.115 |
+0.020 |
26,851 |
162,268 |
-1,313 |
Sep02 |
001207 |
94.040 |
94.070 |
93.995 |
94.065 |
+0.035 |
24,570 |
122,679 |
-1,926 |
Dec02 |
001207 |
93.930 |
93.960 |
93.885 |
93.955 |
+0.035 |
11,768 |
95,535 |
+1,903 |
Mar03 |
001207 |
93.955 |
93.990 |
93.915 |
93.985 |
+0.040 |
16,334 |
82,487 |
+3,961 |
Jun03 |
001207 |
93.910 |
93.955 |
93.880 |
93.950 |
+0.050 |
12,541 |
65,119 |
+1,309 |
Sep03 |
001207 |
93.875 |
93.920 |
93.840 |
93.915 |
+0.055 |
10,401 |
60,018 |
+944 |
Total Volume and Open Interest |
703,268 |
3,442,682 |
+13,497 |
3-Mth Euro-Yen(IMM) |
Dec00 |
001207 |
99.43 |
99.43 |
99.42 |
99.42 |
-0.01 |
1,225 |
15,457 |
+154 |
Mar01 |
001207 |
99.54 |
99.54 |
99.53 |
99.53 |
+0.01 |
187 |
25,530 |
+354 |
Jun01 |
001207 |
99.57 |
99.58 |
99.57 |
99.58 |
+0.03 |
818 |
13,160 |
-204 |
Sep01 |
001207 |
99.54 |
99.55 |
99.54 |
99.54 |
+0.02 |
875 |
9,816 |
+728 |
Dec01 |
001207 |
99.46 |
99.47 |
99.46 |
99.47 |
+0.04 |
80 |
5,792 |
+38 |
Mar02 |
001207 |
99.43 |
99.44 |
99.43 |
99.43 |
+0.04 |
0 |
3,139 |
+189 |
Jun02 |
001207 |
99.39 |
99.39 |
99.39 |
99.39 |
+0.06 |
0 |
1,030 |
+0 |
Sep02 |
001207 |
99.26 |
99.26 |
99.26 |
99.26 |
+0.05 |
0 |
817 |
+0 |
Dec02 |
001207 |
99.11 |
99.11 |
99.11 |
99.11 |
+0.03 |
0 |
32 |
+0 |
Mar03 |
001207 |
99.05 |
99.05 |
99.05 |
99.05 |
+0.03 |
|
|
|
Total Volume and Open Interest |
3,185 |
74,773 |
+1,259 |
3-Mth Euro-Yen(SIMEX) |
Dec00 |
001207 |
99.43 |
99.43 |
99.43 |
99.43 |
0.00 |
0 |
93,726 |
-956 |
Mar01 |
001207 |
99.53 |
99.54 |
99.53 |
99.53 |
unch |
0 |
96,049 |
-3,786 |
Jun01 |
001207 |
99.55 |
99.57 |
99.55 |
99.57 |
+0.03 |
0 |
86,026 |
-1,977 |
Sep01 |
001207 |
99.52 |
99.54 |
99.52 |
99.54 |
+0.03 |
0 |
65,652 |
-642 |
Dec01 |
001207 |
99.43 |
99.46 |
99.43 |
99.45 |
+0.03 |
0 |
27,696 |
-320 |
Mar02 |
001207 |
99.39 |
99.43 |
99.39 |
99.43 |
+0.04 |
0 |
15,205 |
-645 |
Jun02 |
001207 |
99.33 |
99.37 |
99.33 |
99.37 |
+0.05 |
0 |
7,597 |
-7 |
Sep02 |
001207 |
99.26 |
99.26 |
99.26 |
99.26 |
+0.06 |
0 |
5,923 |
+0 |
Total Volume and Open Interest |
0 |
407,093 |
-8,333 |
German Euro-Bund(EUREX) |
Dec00 |
001207 |
107.79 |
107.83 |
107.44 |
107.49 |
-0.17 |
712,728 |
359,408 |
-137,533 |
Mar01 |
001207 |
108.17 |
108.20 |
107.67 |
107.80 |
-0.22 |
507,343 |
503,828 |
+171,210 |
Jun01 |
001207 |
107.75 |
107.75 |
107.50 |
107.54 |
-0.21 |
1,124 |
4,226 |
+276 |
Total Volume and Open Interest |
1,221,195 |
867,462 |
+33,953 |
German Euro-Bobl(EUREX) |
Dec00 |
001207 |
105.48 |
105.66 |
105.31 |
105.36 |
-0.09 |
427,903 |
245,239 |
-51,341 |
Mar01 |
001207 |
105.25 |
105.38 |
105.02 |
105.10 |
-0.09 |
390,220 |
249,651 |
+94,821 |
Jun01 |
001207 |
104.97 |
105.31 |
104.97 |
105.05 |
-0.10 |
0 |
1,992 |
-464 |
Total Volume and Open Interest |
818,123 |
496,882 |
+43,016 |
Long Gilt(LIFFE) |
Dec00 |
001207 |
116~05 |
116~08 |
115~25 |
115~26 |
-0~10 |
3,916 |
11,596 |
-2,259 |
Mar01 |
001207 |
115~28 |
116~02 |
115~12 |
115~14 |
-0~10 |
18,991 |
78,214 |
+2,409 |
Total Volume and Open Interest |
26,704 |
89,810 |
+150 |
3-Mth Short Sterling(LIFFE) |
Dec00 |
001207 |
94.02 |
94.04 |
94.00 |
94.00 |
-0.02 |
13,472 |
151,601 |
-3,119 |
Mar01 |
001207 |
94.22 |
94.23 |
94.16 |
94.17 |
-0.03 |
30,361 |
201,644 |
+1,951 |
Jun01 |
001207 |
94.36 |
94.36 |
94.30 |
94.31 |
-0.03 |
24,442 |
150,914 |
+1,136 |
Total Volume and Open Interest |
131,060 |
875,850 |
+5,368 |
3-Mth Euribor(LIFFE) |
Dec00 |
001207 |
95.060 |
95.080 |
95.040 |
95.045 |
-0.005 |
54,295 |
277,825 |
-11,401 |
Mar01 |
001207 |
95.155 |
95.195 |
95.120 |
95.140 |
-0.010 |
86,812 |
316,349 |
+303 |
Jun01 |
001207 |
95.285 |
95.335 |
95.235 |
95.255 |
-0.015 |
80,611 |
238,512 |
-897 |
Total Volume and Open Interest |
429,255 |
1,505,563 |
-8,071 |
3-Mth Aus T-Bills(SFE) |
Dec00 |
001207 |
93.80 |
93.84 |
93.80 |
93.82 |
+0.02 |
15,219 |
147,664 |
+0 |
Mar01 |
001207 |
94.11 |
94.19 |
94.10 |
94.17 |
+0.10 |
3,361 |
183,865 |
+0 |
Jun01 |
001207 |
94.24 |
94.33 |
94.23 |
94.31 |
+0.13 |
734 |
47,618 |
+0 |
Sep01 |
001207 |
94.31 |
94.42 |
94.31 |
94.39 |
+0.15 |
804 |
25,753 |
+0 |
Dec01 |
001207 |
94.32 |
94.42 |
94.32 |
94.39 |
+0.15 |
1,333 |
14,417 |
+0 |
Mar02 |
001207 |
94.29 |
94.36 |
94.29 |
94.36 |
+0.15 |
1,172 |
9,849 |
+0 |
Jun02 |
001207 |
94.20 |
94.27 |
94.20 |
94.27 |
+0.15 |
108 |
5,999 |
+0 |
Sep02 |
001207 |
94.17 |
94.17 |
94.17 |
94.17 |
+0.15 |
185 |
5,417 |
+0 |
Dec02 |
001207 |
94.03 |
94.11 |
94.01 |
94.09 |
+0.16 |
30 |
2,486 |
+0 |
Mar03 |
001207 |
94.02 |
94.05 |
94.02 |
94.03 |
+0.16 |
5 |
1,301 |
+0 |
Total Volume and Open Interest |
22,951 |
448,084 |
+0 |
10-Year Aus T-Bonds(SFE) |
Dec00 |
001207 |
261.46 |
272.96 |
261.46 |
269.46 |
+175.09 |
3,900 |
178,401 |
+178,401 |
Mar01 |
001207 |
94.41 |
94.47 |
94.41 |
94.46 |
+0.15 |
2,164 |
3,062 |
+2,207 |
Total Volume and Open Interest |
4,366 |
181,463 |
+0 |
3-Year Aus T-Bonds(SFE) |
Dec00 |
001207 |
94.54 |
94.64 |
94.54 |
94.61 |
+0.15 |
18,962 |
523,837 |
+523,837 |
Mar01 |
001207 |
94.60 |
94.69 |
94.60 |
94.68 |
+0.17 |
3,937 |
14,360 |
+14,360 |
Total Volume and Open Interest |
22,899 |
538,197 |
+0 |
Gold(CMX) |
Dec00 |
001207 |
274.9 |
274.9 |
272.6 |
273.2 |
-1.1 |
407 |
620 |
+130 |
Feb01 |
001207 |
277.2 |
277.8 |
275.4 |
276.1 |
-1.2 |
35,878 |
74,118 |
+49 |
Apr01 |
001207 |
280.4 |
280.4 |
277.8 |
278.6 |
-1.2 |
236 |
6,681 |
+84 |
Jun01 |
001207 |
282.7 |
282.8 |
281.0 |
281.1 |
-1.2 |
217 |
11,934 |
+41 |
Aug01 |
001207 |
285.0 |
285.0 |
283.3 |
283.3 |
-1.2 |
144 |
3,231 |
+49 |
Oct01 |
001207 |
285.3 |
285.3 |
285.3 |
285.3 |
-1.2 |
0 |
693 |
+0 |
Total Volume and Open Interest |
37,088 |
113,947 |
+492 |
Silver(CMX) |
Dec00 |
001207 |
476.5 |
476.5 |
470.5 |
472.4 |
-3.0 |
409 |
968 |
+79 |
Mar01 |
001207 |
482.5 |
483.5 |
478.5 |
480.3 |
-3.0 |
8,567 |
56,716 |
+377 |
May01 |
001207 |
486.5 |
487.0 |
483.5 |
484.6 |
-3.0 |
45 |
2,246 |
+4 |
Jul01 |
001207 |
489.0 |
489.0 |
489.0 |
489.0 |
-3.0 |
34 |
3,636 |
+2 |
Sep01 |
001207 |
493.4 |
493.4 |
493.4 |
493.4 |
-3.0 |
0 |
3,085 |
+0 |
Total Volume and Open Interest |
9,161 |
73,959 |
+444 |
Platinum(NYM) |
Jan01 |
001207 |
609.0 |
613.5 |
604.5 |
612.6 |
+7.2 |
795 |
8,030 |
-238 |
Apr01 |
001207 |
598.0 |
604.1 |
598.0 |
604.1 |
+7.2 |
19 |
632 |
+6 |
Total Volume and Open Interest |
814 |
8,672 |
-232 |
Palladium(NYME) |
Dec00 |
001207 |
875.00 |
901.00 |
875.00 |
901.00 |
+43.55 |
1 |
11 |
-1 |
Mar01 |
001207 |
872.00 |
900.00 |
872.00 |
900.00 |
+43.55 |
37 |
1,653 |
-7 |
Jun01 |
001207 |
895.00 |
895.00 |
895.00 |
895.00 |
+43.55 |
1 |
136 |
+1 |
Total Volume and Open Interest |
42 |
1,800 |
-7 |
Copper(CMX) |
Dec00 |
001207 |
87.70 |
88.00 |
87.50 |
87.85 |
+0.15 |
1,112 |
6,414 |
-219 |
Mar01 |
001207 |
87.75 |
88.25 |
87.50 |
88.10 |
+0.35 |
12,555 |
34,534 |
-1,572 |
May01 |
001207 |
87.50 |
87.60 |
87.30 |
87.55 |
+0.30 |
101 |
3,808 |
+26 |
Jul01 |
001207 |
87.30 |
87.30 |
87.30 |
87.30 |
+0.25 |
6 |
4,841 |
-3 |
Sep01 |
001207 |
87.30 |
87.30 |
87.20 |
87.20 |
+0.25 |
168 |
2,337 |
+102 |
Total Volume and Open Interest |
14,558 |
72,462 |
-1,321 |
DJIA Index(CBOT) |
Dec00 |
001207 |
10650 |
10700 |
10570 |
10581 |
-97 |
15,380 |
19,027 |
+226 |
Mar01 |
001207 |
10785 |
10840 |
10710 |
10723 |
-95 |
1,829 |
3,897 |
+1,453 |
Jun01 |
001207 |
10860 |
10860 |
10860 |
10860 |
-95 |
0 |
10 |
+0 |
Sep01 |
001207 |
10996 |
10996 |
10996 |
10996 |
-95 |
0 |
1 |
|
Total Volume and Open Interest |
17,209 |
22,942 |
|
S & P 500(CME) |
Dec00 |
001207 |
1347.50 |
1355.00 |
1334.00 |
1336.70 |
-17.30 |
137,830 |
284,345 |
-47,543 |
Mar01 |
001207 |
1367.00 |
1375.50 |
1355.50 |
1356.50 |
-17.50 |
78,854 |
213,447 |
+52,857 |
Jun01 |
001207 |
1375.50 |
1375.50 |
1375.50 |
1375.50 |
-17.80 |
270 |
2,954 |
+77 |
Sep01 |
001207 |
1394.00 |
1394.00 |
1394.00 |
1394.00 |
-18.30 |
134 |
527 |
-46 |
Total Volume and Open Interest |
217,262 |
501,731 |
+5,392 |
S & P 500 E-Mini(Globex) |
Dec00 |
001207 |
1354.25 |
1362.00 |
1335.25 |
1336.75 |
-17.25 |
99,873 |
78,914 |
+1,264 |
Mar01 |
001207 |
1374.25 |
1381.50 |
1355.00 |
1356.50 |
-17.50 |
1,315 |
2,040 |
+330 |
Total Volume and Open Interest |
101,188 |
80,954 |
+1,594 |
NASDAQ 100(CME) |
Dec00 |
001207 |
2690.00 |
2763.00 |
2651.00 |
2677.50 |
-47.50 |
26,264 |
41,872 |
-5,781 |
Mar01 |
001207 |
2745.00 |
2813.00 |
2700.00 |
2722.50 |
-47.50 |
4,193 |
7,621 |
+1,619 |
Jun01 |
001207 |
2767.50 |
2820.00 |
2767.50 |
2767.50 |
-47.50 |
0 |
1 |
+0 |
Total Volume and Open Interest |
30,457 |
49,494 |
-4,162 |
NASDAQ 100 E-Mini(GLOBEX) |
Dec00 |
001207 |
2741.5 |
2778.5 |
2630.0 |
2677.5 |
-47.5 |
99,801 |
55,271 |
-20,823 |
Mar01 |
001207 |
2774.0 |
2821.0 |
2681.0 |
2722.5 |
-47.5 |
769 |
865 |
+179 |
Total Volume and Open Interest |
100,570 |
56,136 |
-20,644 |
NYSE Composite(NYBOT) |
Dec00 |
001207 |
644.00 |
648.75 |
643.90 |
643.90 |
-3.00 |
150 |
0 |
+0 |
Mar01 |
001207 |
652.00 |
657.50 |
652.00 |
652.65 |
-3.00 |
|
|
|
Jun01 |
001207 |
661.40 |
661.40 |
661.40 |
661.40 |
-3.00 |
|
|
|
Total Volume and Open Interest |
150 |
|
|
S & P Midcap 400(CME) |
Dec00 |
001207 |
499.00 |
506.50 |
498.00 |
503.95 |
unch |
2,660 |
14,984 |
-1,004 |
Mar01 |
001207 |
509.00 |
514.00 |
505.50 |
511.50 |
unch |
1,428 |
3,384 |
+1,325 |
Jun01 |
001207 |
518.70 |
518.70 |
518.70 |
518.70 |
unch |
0 |
1 |
+0 |
Total Volume and Open Interest |
4,088 |
18,369 |
+321 |
Russell 2000(CME) |
Dec00 |
001207 |
459.00 |
465.00 |
457.00 |
462.60 |
-0.15 |
6,937 |
13,769 |
-1,344 |
Mar01 |
001207 |
468.00 |
471.00 |
466.00 |
469.00 |
-0.20 |
3,783 |
3,195 |
+2,201 |
Jun01 |
001207 |
476.60 |
476.60 |
476.60 |
476.60 |
-0.20 |
|
|
|
Total Volume and Open Interest |
10,720 |
16,964 |
+857 |
Value Line(KCBT) |
Dec00 |
001207 |
1080.00 |
1089.00 |
1077.00 |
1077.00 |
-12.00 |
87 |
208 |
-31 |
Total Volume and Open Interest |
89 |
223 |
-32 |
Nikkei 225(CME) |
Dec00 |
001207 |
14775 |
14780 |
14630 |
14630 |
-90 |
4,684 |
14,225 |
-2,026 |
Mar01 |
001207 |
14700 |
14800 |
14700 |
14700 |
-90 |
4,835 |
11,984 |
+2,705 |
Total Volume and Open Interest |
9,519 |
26,212 |
+679 |
Nikkei 225(SIMEX) |
Dec00 |
001207 |
14730 |
14820 |
14630 |
14660 |
-220 |
38,387 |
62,844 |
-10,129 |
Mar01 |
001207 |
14770 |
14850 |
14660 |
14685 |
-215 |
28,569 |
65,965 |
+24,844 |
Jun01 |
001207 |
14665 |
14665 |
14665 |
14665 |
-215 |
301 |
1,541 |
+301 |
Total Volume and Open Interest |
63,465 |
131,445 |
+14,816 |
CAC 40(MATIF) |
Dec00 |
001207 |
5950.0 |
6042.5 |
5922.0 |
5993.5 |
+37.5 |
48,202 |
329,449 |
+6,699 |
Jan01 |
001207 |
5968.0 |
6036.5 |
5961.5 |
6020.0 |
-8.5 |
175 |
1,335 |
+103 |
Feb01 |
001207 |
5985.0 |
6054.5 |
5985.0 |
6054.5 |
+21.5 |
18 |
74 |
+6 |
Total Volume and Open Interest |
48,601 |
349,578 |
+6,842 |
DAX Index(EUREX) |
Dec00 |
001207 |
6581.0 |
6659.5 |
6504.0 |
6575.0 |
-43.0 |
44,224 |
169,850 |
-696 |
Mar01 |
001207 |
6650.0 |
6730.0 |
6590.0 |
6652.0 |
-44.5 |
9,034 |
22,919 |
+3,425 |
Jun01 |
001207 |
6723.0 |
6791.5 |
6662.0 |
6717.0 |
-46.0 |
126 |
9,448 |
+103 |
Total Volume and Open Interest |
53,384 |
202,217 |
+2,832 |
FT-SE 100(LIFFE) |
Dec00 |
001207 |
6260.00 |
6268.50 |
6146.00 |
6246.00 |
-28.50 |
29,915 |
203,962 |
-6,557 |
Mar01 |
001207 |
6305.50 |
6311.00 |
6193.50 |
6290.00 |
-29.50 |
10,011 |
76,617 |
+9,214 |
Jun01 |
001207 |
6356.00 |
6356.00 |
6356.00 |
6356.00 |
-28.50 |
50 |
8,303 |
+50 |
Total Volume and Open Interest |
42,953 |
288,882 |
+2,707 |
SPI 200(SFE) |
Dec00 |
001207 |
3341.0 |
3357.0 |
3333.0 |
3351.0 |
+1.0 |
20,132 |
145,180 |
+0 |
Mar01 |
001207 |
3372.0 |
3375.0 |
3366.0 |
3375.0 |
+2.0 |
287 |
6,979 |
+0 |
Jun01 |
001207 |
3402.0 |
3402.0 |
3402.0 |
3402.0 |
+2.0 |
0 |
174 |
+0 |
Total Volume and Open Interest |
20,419 |
152,348 |
+0 |
GSCI(CME) |
Dec00 |
001207 |
258.05 |
258.50 |
249.00 |
251.10 |
-2.90 |
153 |
33,784 |
-33 |
Jan01 |
001207 |
251.50 |
251.50 |
247.00 |
247.40 |
-2.10 |
62 |
847 |
+60 |
Feb01 |
001207 |
239.05 |
239.05 |
239.05 |
239.05 |
-0.75 |
0 |
16 |
+0 |
Total Volume and Open Interest |
215 |
34,647 |
+27 |
Bridge CRB Index(NYBOT) |
Jan01 |
001207 |
230.75 |
231.25 |
228.25 |
228.30 |
-1.30 |
58 |
478 |
-7 |
Feb01 |
001207 |
229.00 |
229.00 |
226.00 |
226.05 |
-1.55 |
4 |
663 |
+1 |
Apr01 |
001207 |
223.80 |
223.80 |
223.80 |
223.80 |
-1.80 |
0 |
305 |
+0 |
Total Volume and Open Interest |
182 |
1,446 |
-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. |
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