 |
MRCI's Free Historical Futures Prices |
Daily Futures Price Listing Fri December 08, 2000 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Jan01 |
001208 |
502.50 |
512.00 |
501.50 |
511.50 |
+8.50 |
38,771 |
74,065 |
+1,187 |
Mar01 |
001208 |
509.00 |
519.50 |
509.00 |
519.00 |
+8.25 |
13,109 |
46,956 |
+2,574 |
May01 |
001208 |
515.00 |
524.50 |
515.00 |
524.00 |
+7.75 |
2,629 |
22,880 |
+278 |
Jul01 |
001208 |
520.00 |
529.50 |
520.00 |
529.00 |
+7.50 |
3,585 |
26,453 |
+24 |
Aug01 |
001208 |
522.50 |
529.00 |
522.50 |
528.50 |
+6.50 |
252 |
1,313 |
-33 |
Sep01 |
001208 |
524.50 |
526.50 |
523.00 |
526.50 |
+4.50 |
9 |
604 |
-1 |
Nov01 |
001208 |
523.25 |
529.00 |
523.25 |
528.75 |
+5.25 |
482 |
9,069 |
+120 |
Total Volume and Open Interest |
58,844 |
181,371 |
+4,156 |
Soybean Meal(CBOT) |
Dec00 |
001208 |
186.80 |
189.50 |
186.10 |
189.10 |
+1.50 |
4,373 |
7,483 |
-1,350 |
Jan01 |
001208 |
185.00 |
188.40 |
184.70 |
188.10 |
+2.20 |
13,337 |
47,526 |
+322 |
Mar01 |
001208 |
182.50 |
186.00 |
182.30 |
185.90 |
+2.60 |
7,490 |
39,316 |
+2,743 |
May01 |
001208 |
180.00 |
183.20 |
179.60 |
183.20 |
+2.90 |
4,416 |
18,730 |
+270 |
Jul01 |
001208 |
179.50 |
182.20 |
179.00 |
181.90 |
+2.20 |
1,944 |
11,550 |
+118 |
Aug01 |
001208 |
178.80 |
180.00 |
178.80 |
180.00 |
+2.00 |
380 |
3,328 |
+141 |
Sep01 |
001208 |
178.00 |
179.00 |
178.00 |
179.00 |
+1.50 |
306 |
1,899 |
+28 |
Oct01 |
001208 |
176.00 |
176.00 |
175.70 |
176.00 |
+1.50 |
6 |
809 |
-4 |
Total Volume and Open Interest |
32,690 |
133,124 |
+2,344 |
Soybean Oil(CBOT) |
Dec00 |
001208 |
14.75 |
14.95 |
14.75 |
14.95 |
+0.16 |
939 |
933 |
-285 |
Jan01 |
001208 |
14.97 |
15.25 |
14.95 |
15.20 |
+0.19 |
9,000 |
41,524 |
+278 |
Mar01 |
001208 |
15.37 |
15.66 |
15.36 |
15.60 |
+0.19 |
4,791 |
47,710 |
+66 |
May01 |
001208 |
15.75 |
16.04 |
15.75 |
15.99 |
+0.16 |
1,789 |
15,761 |
-135 |
Jul01 |
001208 |
16.17 |
16.47 |
16.17 |
16.39 |
+0.16 |
1,431 |
12,275 |
+308 |
Aug01 |
001208 |
16.49 |
16.57 |
16.48 |
16.48 |
+0.13 |
32 |
2,602 |
+1 |
Sep01 |
001208 |
16.68 |
16.70 |
16.59 |
16.59 |
+0.09 |
25 |
2,307 |
+0 |
Oct01 |
001208 |
16.77 |
16.77 |
16.77 |
16.77 |
+0.10 |
707 |
2,327 |
+176 |
Total Volume and Open Interest |
18,739 |
131,969 |
+409 |
Canola(WCE) |
Jan01 |
001208 |
268.5 |
271.5 |
268.2 |
271.1 |
+2.4 |
6,855 |
30,745 |
-494 |
Mar01 |
001208 |
274.3 |
277.5 |
274.1 |
277.1 |
+2.2 |
4,729 |
28,440 |
+1,002 |
May01 |
001208 |
280.4 |
282.0 |
280.4 |
281.6 |
+1.6 |
14 |
3,287 |
-13 |
Jul01 |
001208 |
285.5 |
288.3 |
285.5 |
288.3 |
+2.2 |
195 |
4,113 |
+180 |
Aug01 |
001208 |
285.5 |
285.5 |
285.5 |
285.5 |
+0.4 |
0 |
58 |
+0 |
Total Volume and Open Interest |
12,026 |
68,381 |
+688 |
Corn(CBOT) |
Dec00 |
001208 |
205.00 |
209.75 |
204.25 |
209.25 |
+4.25 |
6,290 |
7,953 |
-4,216 |
Jan01 |
001208 |
207.50 |
210.75 |
207.00 |
210.75 |
+3.50 |
406 |
2,816 |
-88 |
Mar01 |
001208 |
214.50 |
219.50 |
214.25 |
218.75 |
+4.00 |
74,032 |
252,616 |
+6,932 |
May01 |
001208 |
222.25 |
227.50 |
222.25 |
226.75 |
+4.00 |
7,495 |
59,245 |
+1,968 |
Jul01 |
001208 |
229.75 |
235.00 |
229.75 |
234.75 |
+4.50 |
5,117 |
58,470 |
+499 |
Sep01 |
001208 |
238.00 |
241.75 |
237.25 |
241.50 |
+4.25 |
763 |
6,931 |
+490 |
Total Volume and Open Interest |
97,908 |
422,677 |
+6,476 |
Wheat(CBOT) |
Dec00 |
001208 |
252.00 |
257.50 |
252.00 |
257.50 |
+2.75 |
3,184 |
2,405 |
-915 |
Mar01 |
001208 |
267.00 |
274.00 |
267.00 |
273.50 |
+3.00 |
22,928 |
96,142 |
-143 |
May01 |
001208 |
279.00 |
284.50 |
279.00 |
284.25 |
+2.75 |
2,129 |
9,742 |
+390 |
Jul01 |
001208 |
289.00 |
295.00 |
288.00 |
294.75 |
+3.25 |
1,316 |
22,300 |
+35 |
Sep01 |
001208 |
299.75 |
303.50 |
299.00 |
303.25 |
+1.75 |
16 |
1,085 |
-4 |
Total Volume and Open Interest |
29,675 |
134,784 |
-639 |
Wheat(KCBT) |
Dec00 |
001208 |
306.00 |
307.00 |
302.00 |
307.00 |
-1.00 |
337 |
727 |
-397 |
Mar01 |
001208 |
317.50 |
320.50 |
314.50 |
320.25 |
+1.75 |
8,031 |
53,450 |
-1,163 |
May01 |
001208 |
326.50 |
328.75 |
323.75 |
328.75 |
+1.25 |
1,117 |
4,912 |
+90 |
Jul01 |
001208 |
333.50 |
337.50 |
332.00 |
337.00 |
+1.75 |
921 |
9,466 |
+5 |
Sep01 |
001208 |
342.50 |
345.00 |
339.75 |
345.00 |
+2.00 |
0 |
338 |
+0 |
Total Volume and Open Interest |
10,412 |
69,012 |
-1,459 |
Wheat(MGE) |
Dec00 |
001208 |
314.00 |
314.00 |
314.00 |
314.00 |
unch |
8 |
14 |
+0 |
Mar01 |
001208 |
323.00 |
325.25 |
321.25 |
324.75 |
+0.75 |
3,136 |
17,060 |
+540 |
May01 |
001208 |
331.50 |
333.25 |
330.00 |
333.25 |
+1.50 |
428 |
3,150 |
+205 |
Jul01 |
001208 |
338.75 |
340.00 |
337.00 |
340.00 |
+1.00 |
245 |
2,217 |
+105 |
Sep01 |
001208 |
346.00 |
348.50 |
346.00 |
348.50 |
+1.75 |
1 |
666 |
+0 |
Total Volume and Open Interest |
3,818 |
23,314 |
+850 |
Oats(CBOT) |
Dec00 |
001208 |
100.00 |
100.50 |
100.00 |
100.50 |
+0.50 |
0 |
70 |
-2 |
Mar01 |
001208 |
109.00 |
110.75 |
109.00 |
110.50 |
+0.75 |
796 |
10,540 |
+12 |
May01 |
001208 |
115.50 |
116.75 |
115.50 |
116.75 |
+1.00 |
139 |
1,223 |
+50 |
Jul01 |
001208 |
122.00 |
122.50 |
122.00 |
122.50 |
+1.00 |
40 |
852 |
+21 |
Total Volume and Open Interest |
982 |
13,828 |
+84 |
Rough Rice(CBOT) |
Jan01 |
001208 |
6.20 |
6.23 |
6.10 |
6.23 |
+0.04 |
351 |
3,316 |
+127 |
Mar01 |
001208 |
6.46 |
6.50 |
6.36 |
6.50 |
+0.03 |
248 |
1,609 |
+157 |
May01 |
001208 |
6.74 |
6.74 |
6.72 |
6.72 |
-0.01 |
2 |
581 |
+1 |
Jul01 |
001208 |
6.93 |
6.93 |
6.93 |
6.93 |
unch |
0 |
558 |
+0 |
Total Volume and Open Interest |
603 |
6,285 |
+285 |
Live Cattle(CME) |
Dec00 |
001208 |
75.700 |
76.550 |
75.450 |
76.425 |
+0.475 |
8,071 |
15,517 |
-1,759 |
Feb01 |
001208 |
76.700 |
77.200 |
76.400 |
77.050 |
+0.125 |
12,034 |
66,592 |
+699 |
Apr01 |
001208 |
77.350 |
77.800 |
77.150 |
77.675 |
+0.125 |
5,237 |
28,462 |
+804 |
Jun01 |
001208 |
73.250 |
73.875 |
73.175 |
73.700 |
+0.250 |
1,340 |
10,151 |
+63 |
Aug01 |
001208 |
73.300 |
73.900 |
73.250 |
73.700 |
+0.175 |
1,073 |
9,641 |
+299 |
Oct01 |
001208 |
74.600 |
75.200 |
74.600 |
75.150 |
+0.300 |
268 |
2,074 |
+199 |
Total Volume and Open Interest |
28,066 |
132,952 |
+341 |
Feeder Cattle(CME) |
Jan01 |
001208 |
90.950 |
91.050 |
90.600 |
90.850 |
unch |
1,107 |
8,427 |
+247 |
Mar01 |
001208 |
89.950 |
90.200 |
89.600 |
90.175 |
+0.200 |
657 |
4,729 |
+178 |
Apr01 |
001208 |
89.400 |
89.650 |
89.075 |
89.600 |
+0.100 |
166 |
1,812 |
+67 |
May01 |
001208 |
88.750 |
88.975 |
88.600 |
88.975 |
-0.025 |
144 |
1,809 |
+21 |
Aug01 |
001208 |
88.800 |
89.125 |
88.750 |
89.125 |
+0.125 |
25 |
834 |
-1 |
Sep01 |
001208 |
88.825 |
88.925 |
88.825 |
88.925 |
+0.100 |
21 |
201 |
+20 |
Oct01 |
001208 |
88.700 |
88.925 |
88.600 |
88.925 |
+0.050 |
7 |
92 |
+5 |
Total Volume and Open Interest |
2,130 |
17,956 |
+540 |
Lean Hogs(CME) |
Dec00 |
001208 |
55.900 |
56.800 |
55.900 |
56.350 |
+0.550 |
2,801 |
7,938 |
-584 |
Feb01 |
001208 |
58.900 |
59.300 |
58.625 |
59.125 |
+0.350 |
4,066 |
27,970 |
+582 |
Apr01 |
001208 |
58.250 |
58.750 |
58.125 |
58.425 |
+0.025 |
936 |
5,827 |
-134 |
Jun01 |
001208 |
64.000 |
64.450 |
63.850 |
64.125 |
unch |
245 |
3,994 |
+94 |
Jul01 |
001208 |
62.000 |
62.375 |
62.000 |
62.075 |
-0.075 |
124 |
1,134 |
+25 |
Aug01 |
001208 |
59.700 |
59.925 |
59.700 |
59.925 |
+0.325 |
87 |
561 |
+28 |
Oct01 |
001208 |
51.700 |
52.000 |
51.500 |
51.975 |
+0.075 |
44 |
1,039 |
+35 |
Dec01 |
001208 |
48.200 |
48.900 |
48.200 |
48.875 |
+0.500 |
68 |
953 |
+42 |
Total Volume and Open Interest |
8,372 |
49,446 |
+89 |
Pork Bellies(CME) |
Feb01 |
001208 |
66.000 |
69.000 |
65.750 |
69.000 |
+3.000 |
573 |
2,154 |
+56 |
Mar01 |
001208 |
66.150 |
68.950 |
66.150 |
68.950 |
+3.000 |
45 |
132 |
+0 |
May01 |
001208 |
67.500 |
68.900 |
67.500 |
68.900 |
+3.000 |
4 |
132 |
-1 |
Jul01 |
001208 |
67.500 |
70.300 |
67.500 |
70.300 |
+3.000 |
16 |
59 |
-7 |
Aug01 |
001208 |
68.000 |
69.500 |
68.000 |
69.500 |
+3.000 |
1 |
23 |
+1 |
Total Volume and Open Interest |
639 |
2,500 |
+49 |
Cocoa(NYBOT) |
Dec00 |
001208 |
702 |
708 |
701 |
708 |
+1 |
6 |
21 |
-21 |
Mar01 |
001208 |
736 |
736 |
727 |
733 |
+1 |
2,906 |
47,705 |
-1,118 |
May01 |
001208 |
755 |
755 |
750 |
753 |
unch |
290 |
18,166 |
+36 |
Jul01 |
001208 |
773 |
775 |
772 |
775 |
unch |
173 |
14,702 |
+122 |
Sep01 |
001208 |
794 |
796 |
793 |
796 |
unch |
77 |
11,612 |
-20 |
Dec01 |
001208 |
828 |
828 |
823 |
826 |
unch |
24 |
13,045 |
+6 |
Mar02 |
001208 |
854 |
858 |
854 |
858 |
+3 |
56 |
11,744 |
+38 |
Total Volume and Open Interest |
3,783 |
137,852 |
-906 |
Coffee "C"(NYBOT) |
Dec00 |
001208 |
66.75 |
66.75 |
63.65 |
63.65 |
-2.70 |
32 |
600 |
-30 |
Mar01 |
001208 |
70.25 |
70.50 |
67.85 |
68.00 |
-2.75 |
5,634 |
30,668 |
+309 |
May01 |
001208 |
72.90 |
73.50 |
71.00 |
71.05 |
-2.75 |
677 |
5,329 |
-23 |
Jul01 |
001208 |
76.00 |
76.50 |
74.10 |
74.10 |
-2.75 |
171 |
2,654 |
+111 |
Sep01 |
001208 |
79.25 |
79.40 |
77.10 |
77.10 |
-2.65 |
33 |
2,612 |
+21 |
Dec01 |
001208 |
83.75 |
84.00 |
81.35 |
81.35 |
-2.65 |
24 |
1,904 |
+15 |
Total Volume and Open Interest |
6,571 |
43,788 |
+403 |
Orange Juice(NYBOT) |
Jan01 |
001208 |
84.80 |
84.95 |
84.05 |
84.50 |
+0.45 |
1,996 |
16,607 |
-724 |
Mar01 |
001208 |
88.40 |
88.90 |
87.90 |
88.35 |
+0.35 |
1,631 |
11,760 |
+578 |
May01 |
001208 |
91.00 |
91.00 |
90.75 |
91.00 |
+0.20 |
158 |
2,012 |
+71 |
Jul01 |
001208 |
93.20 |
93.30 |
93.00 |
93.30 |
+0.10 |
28 |
782 |
+23 |
Sep01 |
001208 |
95.30 |
95.30 |
95.30 |
95.30 |
+0.10 |
1 |
326 |
+1 |
Total Volume and Open Interest |
3,814 |
31,935 |
-51 |
Sugar #11(NYBOT) |
Mar01 |
001208 |
9.70 |
9.77 |
9.61 |
9.75 |
+0.12 |
4,403 |
70,615 |
-542 |
May01 |
001208 |
9.19 |
9.30 |
9.15 |
9.29 |
+0.13 |
487 |
18,333 |
+187 |
Jul01 |
001208 |
8.62 |
8.71 |
8.58 |
8.71 |
+0.11 |
309 |
23,247 |
+44 |
Oct01 |
001208 |
8.22 |
8.30 |
8.17 |
8.29 |
+0.09 |
396 |
20,430 |
+112 |
Mar02 |
001208 |
8.14 |
8.19 |
8.09 |
8.19 |
+0.08 |
219 |
8,653 |
+129 |
Total Volume and Open Interest |
5,946 |
143,794 |
+56 |
London Cocoa(LCE) |
Dec00 |
001208 |
555 |
557 |
551 |
552 |
-6 |
2,856 |
17,971 |
-2,668 |
Mar01 |
001208 |
568 |
570 |
563 |
565 |
-4 |
3,794 |
59,610 |
+519 |
May01 |
001208 |
578 |
579 |
576 |
577 |
-4 |
487 |
31,860 |
-37 |
Jul01 |
001208 |
593 |
593 |
589 |
590 |
-4 |
1,012 |
14,907 |
+468 |
Sep01 |
001208 |
606 |
607 |
603 |
605 |
-3 |
142 |
21,732 |
+22 |
Dec01 |
001208 |
631 |
631 |
625 |
629 |
-3 |
371 |
9,023 |
+120 |
Mar02 |
001208 |
653 |
655 |
651 |
652 |
-3 |
198 |
17,524 |
+126 |
Total Volume and Open Interest |
8,712 |
191,504 |
-1,344 |
London Coffee(LCE) |
Jan01 |
001208 |
589.00 |
596.00 |
571.00 |
596.00 |
+9.00 |
2,686 |
24,212 |
-616 |
Mar01 |
001208 |
592.00 |
615.00 |
591.00 |
614.00 |
+7.00 |
4,204 |
18,891 |
+453 |
May01 |
001208 |
601.00 |
639.00 |
601.00 |
639.00 |
+10.00 |
1,318 |
7,684 |
+402 |
Jul01 |
001208 |
640.00 |
661.00 |
640.00 |
661.00 |
+9.00 |
157 |
3,340 |
+32 |
Sep01 |
001208 |
672.00 |
686.00 |
669.00 |
686.00 |
+9.00 |
330 |
1,908 |
+19 |
Nov01 |
001208 |
693.00 |
708.00 |
687.00 |
708.00 |
+9.00 |
59 |
3,757 |
+16 |
Total Volume and Open Interest |
8,807 |
60,206 |
+330 |
London Sugar(LCE) |
Dec00 |
001115 |
225.50 |
233.60 |
224.60 |
225.00 |
-0.30 |
902 |
2,074 |
-764 |
Mar01 |
001208 |
242.40 |
245.00 |
242.00 |
245.00 |
+3.00 |
700 |
23,146 |
-102 |
May01 |
001208 |
239.90 |
241.50 |
239.90 |
241.50 |
+2.50 |
47 |
4,568 |
-9 |
Aug01 |
001208 |
235.50 |
236.80 |
235.00 |
236.80 |
+2.00 |
32 |
6,892 |
+19 |
Oct01 |
001208 |
227.50 |
229.00 |
227.50 |
229.00 |
+2.10 |
13 |
2,486 |
+5 |
Total Volume and Open Interest |
874 |
38,404 |
-87 |
Cotton(NYBOT) |
Mar01 |
001208 |
67.05 |
67.50 |
66.90 |
67.13 |
-0.12 |
4,777 |
34,949 |
-170 |
May01 |
001208 |
68.60 |
68.90 |
68.50 |
68.80 |
-0.03 |
795 |
12,439 |
+202 |
Jul01 |
001208 |
69.75 |
69.90 |
69.55 |
69.87 |
+0.02 |
236 |
7,097 |
+58 |
Oct01 |
001208 |
66.75 |
66.75 |
66.50 |
66.50 |
-0.10 |
0 |
788 |
+0 |
Dec01 |
001208 |
65.80 |
65.95 |
65.75 |
65.80 |
-0.15 |
197 |
6,789 |
+91 |
Mar02 |
001208 |
67.00 |
67.00 |
66.80 |
66.80 |
-0.15 |
13 |
91 |
+2 |
Total Volume and Open Interest |
13,523 |
62,282 |
+185 |
Lumber(CME) |
Jan01 |
001208 |
222.2 |
223.5 |
220.6 |
222.8 |
+0.6 |
634 |
2,309 |
+16 |
Mar01 |
001208 |
234.8 |
234.8 |
232.8 |
233.3 |
-1.5 |
226 |
1,323 |
+29 |
May01 |
001208 |
240.5 |
241.0 |
239.0 |
239.3 |
-1.7 |
108 |
597 |
+14 |
Jul01 |
001208 |
246.2 |
247.7 |
245.3 |
245.3 |
-0.9 |
37 |
150 |
+17 |
Total Volume and Open Interest |
1,009 |
4,423 |
+80 |
Crude Oil(NYM) |
Jan01 |
001208 |
28.80 |
29.25 |
27.85 |
28.44 |
-0.91 |
70,882 |
104,040 |
-8,934 |
Feb01 |
001208 |
28.40 |
28.90 |
27.60 |
28.09 |
-0.92 |
39,650 |
62,817 |
+4,058 |
Mar01 |
001208 |
27.90 |
28.30 |
27.25 |
27.75 |
-0.77 |
11,471 |
34,393 |
-323 |
Apr01 |
001208 |
27.60 |
27.87 |
27.00 |
27.44 |
-0.62 |
9,090 |
26,010 |
-2,103 |
May01 |
001208 |
27.30 |
27.45 |
26.85 |
27.14 |
-0.51 |
3,327 |
16,812 |
-5 |
Jun01 |
001208 |
26.98 |
27.25 |
26.50 |
26.88 |
-0.39 |
5,744 |
29,744 |
+214 |
Jul01 |
001208 |
26.68 |
26.70 |
26.30 |
26.60 |
-0.32 |
1,000 |
11,676 |
+173 |
Aug01 |
001208 |
26.25 |
26.35 |
26.10 |
26.34 |
-0.25 |
1,534 |
10,529 |
-350 |
Sep01 |
001208 |
26.10 |
26.10 |
25.82 |
26.09 |
-0.18 |
157 |
11,916 |
-20 |
Oct01 |
001208 |
25.60 |
25.85 |
25.55 |
25.85 |
-0.12 |
75 |
8,678 |
-5 |
Total Volume and Open Interest |
76,151 |
462,930 |
-6,276 |
Heating Oil(NYM) |
Jan01 |
001208 |
97.00 |
98.00 |
93.90 |
94.42 |
-4.87 |
24,915 |
51,816 |
-2,115 |
Feb01 |
001208 |
91.50 |
93.00 |
89.80 |
90.79 |
-3.41 |
10,411 |
30,324 |
+809 |
Mar01 |
001208 |
84.50 |
86.20 |
83.00 |
84.19 |
-2.66 |
4,151 |
17,366 |
-220 |
Apr01 |
001208 |
78.30 |
78.90 |
76.10 |
77.79 |
-1.86 |
1,406 |
10,421 |
+301 |
May01 |
001208 |
74.20 |
74.60 |
72.50 |
73.24 |
-1.31 |
348 |
6,315 |
-41 |
Jun01 |
001208 |
72.50 |
72.50 |
71.00 |
71.49 |
-1.16 |
557 |
5,903 |
-10 |
Jul01 |
001208 |
71.75 |
71.75 |
70.60 |
70.69 |
-1.06 |
47 |
3,471 |
+29 |
Aug01 |
001208 |
71.55 |
71.55 |
70.49 |
70.49 |
-1.06 |
164 |
3,769 |
-27 |
Sep01 |
001208 |
71.30 |
71.30 |
70.40 |
70.99 |
-1.06 |
115 |
2,245 |
+100 |
Oct01 |
001208 |
71.44 |
71.44 |
71.44 |
71.44 |
-1.06 |
14 |
1,340 |
-2 |
Total Volume and Open Interest |
42,374 |
140,683 |
-1,059 |
Unleaded Gas(NYM) |
Jan01 |
001208 |
75.40 |
77.20 |
73.15 |
73.66 |
-3.01 |
13,047 |
28,819 |
-908 |
Feb01 |
001208 |
76.00 |
77.60 |
73.90 |
74.43 |
-2.97 |
4,978 |
12,798 |
+1,145 |
Mar01 |
001208 |
77.70 |
78.20 |
74.60 |
75.20 |
-2.95 |
1,790 |
9,608 |
+416 |
Apr01 |
001208 |
82.50 |
83.60 |
80.50 |
80.75 |
-2.85 |
1,598 |
9,203 |
+239 |
May01 |
001208 |
82.50 |
82.50 |
80.25 |
80.45 |
-2.65 |
867 |
8,237 |
+363 |
Jun01 |
001208 |
82.20 |
82.20 |
79.80 |
79.80 |
-2.40 |
151 |
4,757 |
+36 |
Jul01 |
001208 |
79.85 |
79.85 |
78.50 |
78.55 |
-2.20 |
167 |
2,549 |
+70 |
Aug01 |
001208 |
78.35 |
78.70 |
76.65 |
76.65 |
-2.05 |
5 |
5,692 |
+28 |
Total Volume and Open Interest |
22,779 |
84,967 |
+1,408 |
Natural Gas(NYM) |
Jan01 |
001208 |
8.250 |
8.700 |
7.960 |
8.584 |
+0.211 |
22,797 |
50,228 |
-3,606 |
Feb01 |
001208 |
7.850 |
8.320 |
7.560 |
8.266 |
+0.263 |
12,798 |
32,656 |
+106 |
Mar01 |
001208 |
6.800 |
7.350 |
6.600 |
7.286 |
+0.216 |
6,104 |
36,004 |
-1,204 |
Apr01 |
001208 |
5.300 |
5.700 |
5.000 |
5.666 |
+0.026 |
2,810 |
23,587 |
+203 |
May01 |
001208 |
4.800 |
5.100 |
4.800 |
5.096 |
+0.016 |
1,741 |
21,325 |
+282 |
Jun01 |
001208 |
4.800 |
5.046 |
4.800 |
5.046 |
+0.036 |
846 |
16,762 |
+225 |
Jul01 |
001208 |
4.770 |
5.026 |
4.770 |
5.026 |
+0.046 |
776 |
11,621 |
-141 |
Aug01 |
001208 |
4.770 |
5.006 |
4.750 |
5.006 |
+0.046 |
427 |
13,884 |
+0 |
Total Volume and Open Interest |
50,564 |
384,263 |
-4,353 |
Brent Crude Oil(IPE) |
Jan01 |
001208 |
27.30 |
27.30 |
26.13 |
26.56 |
-0.91 |
26,641 |
34,016 |
-6,081 |
Feb01 |
001208 |
27.26 |
27.26 |
26.25 |
26.65 |
-0.78 |
24,692 |
72,551 |
-3,752 |
Mar01 |
001208 |
26.83 |
26.86 |
25.98 |
26.50 |
-0.69 |
13,225 |
56,883 |
-2,896 |
Apr01 |
001208 |
26.17 |
26.45 |
25.68 |
26.20 |
-0.53 |
3,265 |
34,437 |
+265 |
May01 |
001208 |
25.80 |
26.06 |
25.45 |
25.93 |
-0.41 |
1,179 |
10,174 |
+524 |
Jun01 |
001208 |
25.50 |
25.78 |
25.20 |
25.66 |
-0.33 |
1,924 |
18,606 |
+22 |
Jul01 |
001208 |
25.20 |
25.50 |
25.20 |
25.40 |
-0.29 |
1,940 |
10,467 |
+1,318 |
Aug01 |
001208 |
24.91 |
25.14 |
24.91 |
25.14 |
-0.28 |
200 |
10,353 |
+0 |
Total Volume and Open Interest |
75,482 |
293,189 |
-11,434 |
Gas Oil(IPE) |
Dec00 |
001208 |
265.75 |
267.00 |
260.00 |
260.00 |
-12.50 |
10,097 |
15,016 |
-1,955 |
Jan01 |
001208 |
261.50 |
262.50 |
255.50 |
257.00 |
-10.00 |
13,180 |
30,004 |
-553 |
Feb01 |
001208 |
255.00 |
255.50 |
249.25 |
250.00 |
-9.75 |
3,420 |
12,267 |
+1,171 |
Mar01 |
001208 |
243.25 |
246.00 |
239.00 |
239.00 |
-9.25 |
2,369 |
9,167 |
+1,215 |
Apr01 |
001208 |
233.00 |
233.25 |
230.50 |
231.50 |
-6.50 |
217 |
5,774 |
-23 |
May01 |
001208 |
225.00 |
225.00 |
224.50 |
224.50 |
-4.50 |
503 |
1,983 |
+176 |
Jun01 |
001208 |
219.75 |
224.00 |
219.00 |
219.25 |
-4.00 |
1,398 |
12,614 |
+375 |
Jul01 |
001208 |
218.50 |
218.50 |
218.50 |
218.50 |
-3.75 |
60 |
4,324 |
+10 |
Total Volume and Open Interest |
31,494 |
99,898 |
+516 |
US Dollar Index(NYBOT) |
Dec00 |
001208 |
113.57 |
114.12 |
113.25 |
113.97 |
+0.46 |
662 |
3,481 |
-79 |
Mar01 |
001208 |
113.35 |
113.98 |
113.12 |
113.74 |
+0.42 |
1,316 |
6,806 |
+205 |
Jun01 |
001208 |
113.30 |
113.51 |
113.30 |
113.51 |
+0.38 |
1,316 |
6,806 |
+205 |
Total Volume and Open Interest |
1,316 |
6,806 |
+205 |
Australian Dollar(IMM) |
Dec00 |
001208 |
54.62 |
54.80 |
54.39 |
54.58 |
-0.12 |
1,699 |
18,996 |
-527 |
Mar01 |
001208 |
54.62 |
54.70 |
54.45 |
54.64 |
-0.12 |
666 |
8,977 |
+275 |
Jun01 |
001208 |
54.70 |
54.70 |
54.70 |
54.70 |
-0.12 |
0 |
16 |
+0 |
Total Volume and Open Interest |
2,921 |
28,001 |
-252 |
British Pound(IMM) |
Dec00 |
001208 |
145.06 |
145.40 |
144.36 |
144.56 |
+0.24 |
3,635 |
30,961 |
-1,049 |
Mar01 |
001208 |
145.28 |
145.56 |
144.60 |
144.80 |
+0.24 |
2,641 |
9,036 |
+1,544 |
Jun01 |
001208 |
145.06 |
145.06 |
145.06 |
145.06 |
+0.24 |
0 |
2 |
+0 |
Total Volume and Open Interest |
6,498 |
39,999 |
+495 |
Canadian Dollar(IMM) |
Dec00 |
001208 |
65.49 |
65.90 |
65.38 |
65.77 |
+0.28 |
11,957 |
51,382 |
-3,312 |
Mar01 |
001208 |
65.61 |
66.00 |
65.50 |
65.90 |
+0.28 |
6,280 |
13,646 |
+4,370 |
Jun01 |
001208 |
65.68 |
66.20 |
65.67 |
66.01 |
+0.28 |
224 |
3,352 |
+174 |
Sep01 |
001208 |
66.03 |
66.25 |
66.03 |
66.11 |
+0.28 |
3 |
1,170 |
+0 |
Total Volume and Open Interest |
18,861 |
70,067 |
+1,229 |
Japanese Yen(IMM) |
Dec00 |
001208 |
90.24 |
90.32 |
89.84 |
89.96 |
-0.59 |
6,928 |
75,165 |
-1,385 |
Mar01 |
001208 |
91.45 |
91.53 |
91.13 |
91.24 |
-0.64 |
6,605 |
13,283 |
+4,640 |
Jun01 |
001208 |
92.51 |
92.51 |
92.51 |
92.51 |
-0.68 |
0 |
38 |
+0 |
Total Volume and Open Interest |
10,759 |
88,642 |
+3,255 |
Swiss Franc(IMM) |
Dec00 |
001208 |
58.87 |
58.94 |
58.31 |
58.47 |
-0.35 |
11,159 |
44,171 |
+344 |
Mar01 |
001208 |
59.33 |
59.38 |
58.71 |
58.92 |
-0.35 |
3,806 |
12,226 |
+3,293 |
Jun01 |
001208 |
59.45 |
59.80 |
59.32 |
59.32 |
-0.35 |
0 |
18 |
+0 |
Total Volume and Open Interest |
20,017 |
56,416 |
+3,637 |
EuroFX(IMM) |
Dec00 |
001208 |
89.00 |
89.18 |
88.20 |
88.34 |
-0.58 |
29,921 |
78,072 |
-1,935 |
Mar01 |
001208 |
89.36 |
89.50 |
88.60 |
88.69 |
-0.58 |
9,568 |
16,252 |
+4,254 |
Jun01 |
001208 |
89.35 |
89.60 |
88.99 |
88.99 |
-0.59 |
2 |
164 |
+2 |
Total Volume and Open Interest |
39,608 |
94,877 |
+2,351 |
Mexican Peso(IMM) |
Dec00 |
001208 |
10615.0 |
10640.0 |
10590.0 |
10598.0 |
+13.0 |
3,081 |
14,602 |
-875 |
Mar01 |
001208 |
10350.0 |
10358.0 |
10323.0 |
10323.0 |
+23.0 |
1,567 |
8,783 |
+1,002 |
Total Volume and Open Interest |
5,342 |
28,052 |
+339 |
30-Year T-Bonds(CBOT) |
Dec00 |
001208 |
103~19 |
103~28 |
102~25 |
103~10 |
-0~11 |
31,868 |
61,199 |
-1,670 |
Mar01 |
001208 |
103~23 |
104~02 |
102~25 |
103~12 |
-0~11 |
288,913 |
391,045 |
+2,532 |
Jun01 |
001208 |
103~15 |
103~15 |
102~30 |
103~10 |
-0~11 |
266 |
1,129 |
+223 |
Total Volume and Open Interest |
254,056 |
453,676 |
+1,135 |
Municipal Bonds(CBOT) |
Dec00 |
001208 |
101~27 |
102~00 |
101~17 |
101~27 |
-0~04 |
2,303 |
12,187 |
-686 |
Mar01 |
001208 |
101~17 |
101~23 |
101~04 |
101~14 |
-0~03 |
2,129 |
7,345 |
+679 |
Total Volume and Open Interest |
4,432 |
19,532 |
-7 |
10-Year T-Notes(CBOT) |
Dec00 |
001208 |
103~170 |
103~220 |
103~020 |
103~085 |
-0~090 |
9,128 |
23,224 |
-10,213 |
Mar01 |
001208 |
103~250 |
103~300 |
103~065 |
103~150 |
-0~105 |
259,167 |
461,311 |
+4,565 |
Total Volume and Open Interest |
209,227 |
486,740 |
-4,418 |
5-Year T-Notes(CBOT) |
Dec00 |
001208 |
102~120 |
102~140 |
102~070 |
102~120 |
-0~050 |
16,163 |
66,846 |
-10,779 |
Mar01 |
001208 |
102~175 |
102~220 |
102~070 |
102~130 |
-0~045 |
124,871 |
324,324 |
-4,402 |
Jun01 |
001208 |
102~240 |
102~240 |
102~240 |
102~240 |
-0~045 |
0 |
5 |
+0 |
Total Volume and Open Interest |
141,034 |
391,175 |
-15,181 |
2 Year T-Notes(CBOT) |
Dec00 |
001208 |
100~112 |
100~112 |
100~100 |
100~100 |
-0~010 |
434 |
989 |
-805 |
Mar01 |
001208 |
101~022 |
101~024 |
101~004 |
101~012 |
-0~010 |
9,270 |
75,251 |
-403 |
Total Volume and Open Interest |
9,704 |
76,240 |
-1,208 |
3-Mth T-Bills(IMM) |
Mar01 |
001208 |
94.35 |
94.35 |
94.34 |
94.34 |
-0.01 |
25 |
1,565 |
+16 |
Total Volume and Open Interest |
42 |
2,715 |
+19 |
Eurodollars(IMM) |
Dec00 |
001208 |
93.442 |
93.445 |
93.410 |
93.420 |
-0.013 |
69,669 |
460,774 |
-19 |
Mar01 |
001208 |
93.850 |
93.855 |
93.785 |
93.810 |
-0.035 |
99,711 |
554,888 |
-1,614 |
Jun01 |
001208 |
94.060 |
94.060 |
93.975 |
94.010 |
-0.045 |
96,976 |
422,088 |
+3,183 |
Sep01 |
001208 |
94.165 |
94.170 |
94.080 |
94.110 |
-0.055 |
99,396 |
464,601 |
+3,785 |
Dec01 |
001208 |
94.100 |
94.110 |
94.020 |
94.050 |
-0.050 |
42,709 |
300,342 |
+667 |
Mar02 |
001208 |
94.165 |
94.165 |
94.075 |
94.115 |
-0.050 |
30,637 |
243,350 |
+2,729 |
Jun02 |
001208 |
94.115 |
94.120 |
94.040 |
94.070 |
-0.045 |
19,764 |
163,702 |
+1,434 |
Sep02 |
001208 |
94.065 |
94.065 |
93.980 |
94.020 |
-0.045 |
16,222 |
122,321 |
-358 |
Dec02 |
001208 |
93.955 |
93.965 |
93.890 |
93.910 |
-0.045 |
10,690 |
95,089 |
-446 |
Mar03 |
001208 |
93.985 |
94.000 |
93.925 |
93.940 |
-0.045 |
10,397 |
81,886 |
-601 |
Jun03 |
001208 |
93.950 |
93.965 |
93.890 |
93.905 |
-0.045 |
8,643 |
64,485 |
-634 |
Sep03 |
001208 |
93.915 |
93.925 |
93.850 |
93.870 |
-0.045 |
8,408 |
60,904 |
+886 |
Total Volume and Open Interest |
601,488 |
3,450,848 |
+8,166 |
3-Mth Euro-Yen(IMM) |
Dec00 |
001208 |
99.39 |
99.39 |
99.33 |
99.38 |
-0.04 |
603 |
15,519 |
+62 |
Mar01 |
001208 |
99.49 |
99.50 |
99.48 |
99.49 |
-0.04 |
838 |
25,537 |
+7 |
Jun01 |
001208 |
99.54 |
99.55 |
99.53 |
99.55 |
-0.03 |
763 |
12,575 |
-585 |
Sep01 |
001208 |
99.52 |
99.52 |
99.50 |
99.52 |
-0.02 |
1,166 |
10,008 |
+192 |
Dec01 |
001208 |
99.42 |
99.43 |
99.42 |
99.43 |
-0.04 |
202 |
6,127 |
+335 |
Mar02 |
001208 |
99.39 |
99.39 |
99.39 |
99.39 |
-0.04 |
301 |
3,189 |
+50 |
Jun02 |
001208 |
99.34 |
99.35 |
99.34 |
99.35 |
-0.04 |
0 |
1,030 |
+0 |
Sep02 |
001208 |
99.24 |
99.24 |
99.24 |
99.24 |
-0.02 |
0 |
817 |
+0 |
Dec02 |
001208 |
99.08 |
99.08 |
99.08 |
99.08 |
-0.03 |
0 |
32 |
+0 |
Mar03 |
001208 |
99.05 |
99.05 |
99.05 |
99.05 |
unch |
|
|
|
Total Volume and Open Interest |
3,873 |
74,834 |
+61 |
3-Mth Euro-Yen(SIMEX) |
Dec00 |
001208 |
99.43 |
99.43 |
99.39 |
99.39 |
-0.03 |
4,558 |
91,915 |
-1,811 |
Mar01 |
001208 |
99.54 |
99.54 |
99.49 |
99.49 |
-0.04 |
6,815 |
97,914 |
+1,865 |
Jun01 |
001208 |
99.57 |
99.57 |
99.54 |
99.54 |
-0.03 |
7,966 |
85,655 |
-371 |
Sep01 |
001208 |
99.54 |
99.54 |
99.51 |
99.51 |
-0.02 |
6,146 |
66,633 |
+981 |
Dec01 |
001208 |
99.46 |
99.46 |
99.42 |
99.43 |
-0.02 |
4,545 |
29,662 |
+1,966 |
Mar02 |
001208 |
99.43 |
99.43 |
99.40 |
99.40 |
-0.02 |
1,604 |
15,812 |
+607 |
Jun02 |
001208 |
99.39 |
99.39 |
99.33 |
99.35 |
-0.03 |
1,406 |
8,191 |
+594 |
Sep02 |
001208 |
99.26 |
99.26 |
99.24 |
99.24 |
-0.03 |
0 |
5,888 |
-35 |
Total Volume and Open Interest |
0 |
407,714 |
+621 |
German Euro-Bund(EUREX) |
Dec00 |
001207 |
107.79 |
107.83 |
107.44 |
107.49 |
-0.17 |
712,728 |
359,408 |
-137,533 |
Mar01 |
001208 |
107.85 |
107.86 |
107.54 |
107.63 |
-0.17 |
785,228 |
604,667 |
+100,839 |
Jun01 |
001208 |
107.40 |
107.50 |
107.36 |
107.36 |
-0.18 |
2,895 |
4,192 |
-34 |
Total Volume and Open Interest |
866,935 |
608,859 |
-258,603 |
German Euro-Bobl(EUREX) |
Dec00 |
001207 |
105.48 |
105.66 |
105.31 |
105.36 |
-0.09 |
427,903 |
245,239 |
-51,341 |
Mar01 |
001208 |
105.16 |
105.20 |
104.86 |
104.91 |
-0.19 |
452,614 |
357,482 |
+107,831 |
Jun01 |
001208 |
104.98 |
105.03 |
104.82 |
104.85 |
-0.20 |
336 |
2,319 |
+327 |
Total Volume and Open Interest |
529,549 |
359,801 |
-137,081 |
Long Gilt(LIFFE) |
Dec00 |
001208 |
115~29 |
115~32 |
115~14 |
115~17 |
-0~09 |
2,745 |
9,709 |
-1,887 |
Mar01 |
001208 |
115~19 |
115~22 |
115~02 |
115~05 |
-0~09 |
24,052 |
76,906 |
-1,308 |
Total Volume and Open Interest |
26,797 |
86,615 |
-3,195 |
3-Mth Short Sterling(LIFFE) |
Dec00 |
001208 |
94.00 |
94.01 |
93.99 |
93.99 |
-0.01 |
22,914 |
153,680 |
+2,079 |
Mar01 |
001208 |
94.16 |
94.19 |
94.14 |
94.16 |
-0.01 |
29,852 |
199,567 |
-2,077 |
Jun01 |
001208 |
94.30 |
94.33 |
94.27 |
94.30 |
-0.01 |
21,643 |
155,422 |
+4,508 |
Total Volume and Open Interest |
128,149 |
1,085,908 |
+210,058 |
3-Mth Euribor(LIFFE) |
Dec00 |
001208 |
95.050 |
95.055 |
95.030 |
95.040 |
-0.005 |
66,574 |
270,600 |
-7,225 |
Mar01 |
001208 |
95.140 |
95.160 |
95.105 |
95.115 |
-0.025 |
95,152 |
316,618 |
+269 |
Jun01 |
001208 |
95.260 |
95.280 |
95.210 |
95.230 |
-0.025 |
74,390 |
243,053 |
+4,541 |
Total Volume and Open Interest |
441,648 |
1,265,020 |
-240,543 |
3-Mth Aus T-Bills(SFE) |
Dec00 |
001207 |
93.80 |
93.84 |
93.80 |
93.82 |
+0.02 |
15,219 |
147,664 |
+0 |
Mar01 |
001208 |
94.13 |
94.15 |
94.12 |
94.15 |
-0.02 |
32,176 |
195,678 |
+11,813 |
Jun01 |
001208 |
94.27 |
94.28 |
94.25 |
94.28 |
-0.03 |
7,963 |
50,995 |
+3,377 |
Sep01 |
001208 |
94.33 |
94.36 |
94.32 |
94.35 |
-0.04 |
2,310 |
25,825 |
+72 |
Dec01 |
001208 |
94.34 |
94.37 |
94.34 |
94.37 |
-0.02 |
842 |
14,319 |
-98 |
Mar02 |
001208 |
94.30 |
94.34 |
94.30 |
94.34 |
-0.02 |
234 |
9,670 |
-179 |
Jun02 |
001208 |
94.21 |
94.25 |
94.21 |
94.25 |
-0.02 |
111 |
6,079 |
+80 |
Sep02 |
001208 |
94.12 |
94.16 |
94.12 |
94.16 |
-0.01 |
0 |
5,417 |
+0 |
Dec02 |
001208 |
94.09 |
94.09 |
94.09 |
94.09 |
unch |
444 |
2,576 |
+90 |
Mar03 |
001208 |
94.02 |
94.02 |
94.02 |
94.02 |
-0.01 |
65 |
1,322 |
+21 |
Total Volume and Open Interest |
15,210 |
463,280 |
+15,196 |
10-Year Aus T-Bonds(SFE) |
Dec00 |
001208 |
268.96 |
269.46 |
263.96 |
268.46 |
-1.00 |
16,830 |
181,082 |
+2,681 |
Mar01 |
001208 |
94.43 |
94.45 |
94.43 |
94.45 |
-0.01 |
2,104 |
4,881 |
+1,819 |
Total Volume and Open Interest |
5,212 |
185,963 |
+4,500 |
3-Year Aus T-Bonds(SFE) |
Dec00 |
001208 |
94.58 |
94.60 |
94.55 |
94.60 |
-0.01 |
69,008 |
547,933 |
+24,096 |
Mar01 |
001208 |
94.64 |
94.66 |
94.62 |
94.66 |
-0.02 |
14,928 |
26,883 |
+12,523 |
Total Volume and Open Interest |
12,424 |
574,816 |
+36,619 |
Gold(CMX) |
Dec00 |
001208 |
272.7 |
273.0 |
272.2 |
272.2 |
-1.0 |
81 |
358 |
-262 |
Feb01 |
001208 |
275.8 |
276.0 |
274.7 |
275.1 |
-1.0 |
19,388 |
72,495 |
-1,623 |
Apr01 |
001208 |
277.8 |
278.6 |
277.4 |
277.6 |
-1.0 |
813 |
6,991 |
+310 |
Jun01 |
001208 |
280.3 |
281.0 |
279.8 |
280.1 |
-1.0 |
256 |
12,021 |
+87 |
Aug01 |
001208 |
282.3 |
282.3 |
282.3 |
282.3 |
-1.0 |
2 |
3,233 |
+2 |
Oct01 |
001208 |
284.3 |
284.3 |
284.3 |
284.3 |
-1.0 |
0 |
693 |
+0 |
Total Volume and Open Interest |
20,893 |
112,388 |
-1,559 |
Silver(CMX) |
Dec00 |
001208 |
470.0 |
470.0 |
464.8 |
464.8 |
-7.6 |
141 |
739 |
-229 |
Mar01 |
001208 |
479.0 |
480.0 |
471.0 |
472.5 |
-7.8 |
6,358 |
56,871 |
+155 |
May01 |
001208 |
483.0 |
483.0 |
475.5 |
476.6 |
-8.0 |
13 |
2,246 |
+0 |
Jul01 |
001208 |
485.0 |
485.0 |
481.0 |
481.0 |
-8.0 |
15 |
3,645 |
+9 |
Sep01 |
001208 |
485.4 |
485.4 |
485.4 |
485.4 |
-8.0 |
0 |
3,085 |
+0 |
Total Volume and Open Interest |
6,555 |
73,895 |
-64 |
Platinum(NYM) |
Jan01 |
001208 |
610.0 |
612.0 |
602.0 |
607.9 |
-4.7 |
814 |
8,176 |
+146 |
Apr01 |
001208 |
595.0 |
598.9 |
595.0 |
598.9 |
-5.2 |
63 |
669 |
+37 |
Total Volume and Open Interest |
877 |
8,855 |
+183 |
Palladium(NYME) |
Dec00 |
001208 |
905.80 |
905.80 |
905.80 |
905.80 |
+4.80 |
1 |
10 |
-1 |
Mar01 |
001208 |
891.00 |
913.00 |
890.00 |
905.80 |
+5.80 |
138 |
1,650 |
-3 |
Jun01 |
001208 |
900.80 |
900.80 |
900.80 |
900.80 |
+5.80 |
0 |
136 |
+0 |
Total Volume and Open Interest |
139 |
1,796 |
-4 |
Copper(CMX) |
Dec00 |
001208 |
88.85 |
89.00 |
88.60 |
88.75 |
+0.90 |
978 |
5,674 |
-740 |
Mar01 |
001208 |
89.00 |
89.20 |
88.75 |
89.10 |
+1.00 |
8,596 |
32,876 |
-1,658 |
May01 |
001208 |
88.40 |
88.55 |
88.25 |
88.50 |
+0.95 |
200 |
3,876 |
+68 |
Jul01 |
001208 |
88.20 |
88.25 |
88.20 |
88.25 |
+0.95 |
277 |
4,766 |
-75 |
Sep01 |
001208 |
88.00 |
88.10 |
88.00 |
88.10 |
+0.90 |
63 |
2,339 |
+2 |
Total Volume and Open Interest |
11,754 |
70,703 |
-1,759 |
DJIA Index(CBOT) |
Dec00 |
001208 |
10650 |
10800 |
10490 |
10490 |
-91 |
9,071 |
15,271 |
-3,756 |
Mar01 |
001208 |
10790 |
10960 |
10600 |
10630 |
-93 |
16,031 |
9,229 |
+5,332 |
Jun01 |
001208 |
10974 |
10974 |
10767 |
10767 |
-93 |
0 |
10 |
+0 |
Sep01 |
001208 |
10903 |
10903 |
10903 |
10903 |
-93 |
0 |
1 |
+0 |
Total Volume and Open Interest |
25,102 |
24,518 |
+1,576 |
S & P 500(CME) |
Dec00 |
001208 |
1365.00 |
1385.00 |
1325.00 |
1337.70 |
+1.00 |
85,188 |
239,471 |
-44,874 |
Mar01 |
001208 |
1384.00 |
1404.00 |
1350.00 |
1357.50 |
+1.00 |
116,863 |
261,169 |
+47,722 |
Jun01 |
001208 |
1408.10 |
1408.20 |
1376.50 |
1376.50 |
+1.00 |
96 |
3,001 |
+47 |
Sep01 |
001208 |
1395.00 |
1395.00 |
1395.00 |
1395.00 |
+1.00 |
126 |
577 |
+50 |
Total Volume and Open Interest |
216,005 |
504,677 |
+2,946 |
S & P 500 E-Mini(Globex) |
Dec00 |
001208 |
1332.00 |
1384.25 |
1332.00 |
1337.75 |
+1.00 |
12,054 |
65,126 |
-13,788 |
Mar01 |
001208 |
1355.00 |
1406.50 |
1352.00 |
1357.50 |
+1.00 |
72,003 |
10,612 |
+8,572 |
Total Volume and Open Interest |
84,057 |
75,738 |
-5,216 |
NASDAQ 100(CME) |
Dec00 |
001208 |
2835.00 |
2922.00 |
2720.00 |
2760.00 |
+82.50 |
4,059 |
36,391 |
-5,481 |
Mar01 |
001208 |
2895.00 |
2975.00 |
2770.00 |
2807.50 |
+85.00 |
0 |
14,634 |
+7,013 |
Jun01 |
001208 |
2855.00 |
2965.00 |
2855.00 |
2855.00 |
+87.50 |
0 |
1 |
+0 |
Total Volume and Open Interest |
4,059 |
51,026 |
+1,532 |
NASDAQ 100 E-Mini(GLOBEX) |
Dec00 |
001208 |
2667.0 |
2924.0 |
2660.0 |
2760.0 |
+82.5 |
14,181 |
53,730 |
-1,541 |
Mar01 |
001208 |
2704.5 |
2990.0 |
2701.5 |
2807.5 |
+85.0 |
60,181 |
7,019 |
+6,154 |
Total Volume and Open Interest |
74,362 |
60,749 |
+4,613 |
NYSE Composite(NYBOT) |
Dec00 |
001208 |
650.00 |
656.90 |
639.00 |
639.45 |
-4.45 |
1,558 |
822 |
+822 |
Mar01 |
001208 |
660.00 |
668.00 |
648.00 |
648.20 |
-4.45 |
2,111 |
1,356 |
+1,356 |
Jun01 |
001208 |
656.95 |
656.95 |
656.95 |
656.95 |
-4.45 |
0 |
202 |
+202 |
Total Volume and Open Interest |
|
|
|
S & P Midcap 400(CME) |
Dec00 |
001208 |
511.00 |
525.00 |
510.00 |
517.95 |
+14.00 |
1,641 |
13,730 |
-1,254 |
Mar01 |
001208 |
520.00 |
533.00 |
520.00 |
525.50 |
+14.00 |
2,337 |
5,168 |
+1,784 |
Jun01 |
001208 |
532.70 |
532.70 |
532.70 |
532.70 |
+14.00 |
0 |
1 |
+0 |
Total Volume and Open Interest |
5,080 |
18,899 |
+530 |
Russell 2000(CME) |
Dec00 |
001208 |
466.00 |
480.00 |
466.00 |
471.60 |
+9.00 |
2,839 |
12,127 |
-1,642 |
Mar01 |
001208 |
477.00 |
487.50 |
470.00 |
478.00 |
+9.00 |
2,519 |
4,929 |
+1,734 |
Jun01 |
001208 |
485.60 |
485.60 |
485.60 |
485.60 |
+9.00 |
|
|
|
Total Volume and Open Interest |
5,680 |
17,056 |
+92 |
Value Line(KCBT) |
Dec00 |
001208 |
1100.00 |
1112.00 |
1080.00 |
1080.00 |
+3.00 |
32 |
182 |
-26 |
Total Volume and Open Interest |
49 |
196 |
-27 |
Nikkei 225(CME) |
Mar01 |
001208 |
15000 |
15000 |
14780 |
14810 |
+110 |
1,806 |
12,444 |
+460 |
Jun01 |
001208 |
14810 |
14900 |
14810 |
14810 |
+110 |
0 |
3 |
+0 |
Total Volume and Open Interest |
3,265 |
24,775 |
-1,437 |
Nikkei 225(SIMEX) |
Dec00 |
001207 |
14730 |
14820 |
14630 |
14660 |
-220 |
38,387 |
62,844 |
-10,129 |
Mar01 |
001208 |
14800 |
14820 |
14600 |
14765 |
+80 |
33,027 |
81,770 |
+15,805 |
Jun01 |
001208 |
14745 |
14745 |
14745 |
14745 |
+80 |
100 |
1,641 |
+100 |
Total Volume and Open Interest |
67,257 |
84,506 |
-46,939 |
CAC 40(MATIF) |
Dec00 |
001208 |
6005.0 |
6128.0 |
5990.0 |
6002.0 |
+8.5 |
43,472 |
328,965 |
-484 |
Jan01 |
001208 |
6057.0 |
6139.0 |
6027.5 |
6027.5 |
+7.5 |
194 |
1,512 |
+177 |
Feb01 |
001208 |
6133.5 |
6134.5 |
6049.0 |
6100.5 |
+46.0 |
36 |
63 |
-11 |
Total Volume and Open Interest |
43,884 |
349,143 |
-435 |
DAX Index(EUREX) |
Dec00 |
001208 |
6605.0 |
6754.0 |
6605.0 |
6682.0 |
+107.0 |
52,835 |
166,508 |
-3,342 |
Mar01 |
001208 |
6683.0 |
6827.0 |
6683.0 |
6762.0 |
+110.0 |
10,627 |
43,910 |
+20,991 |
Jun01 |
001208 |
6795.5 |
6890.5 |
6795.5 |
6827.5 |
+110.5 |
356 |
9,742 |
+294 |
Total Volume and Open Interest |
63,818 |
207,956 |
+5,739 |
FT-SE 100(LIFFE) |
Dec00 |
001208 |
6235.50 |
6355.00 |
6234.50 |
6297.50 |
+51.50 |
55,793 |
186,356 |
-17,606 |
Mar01 |
001208 |
6320.00 |
6398.00 |
6280.00 |
6344.00 |
+54.00 |
20,428 |
89,620 |
+13,003 |
Jun01 |
001208 |
6436.50 |
6436.50 |
6409.50 |
6409.50 |
+53.50 |
0 |
8,303 |
+0 |
Total Volume and Open Interest |
76,221 |
284,279 |
-4,603 |
SPI 200(SFE) |
Dec00 |
001208 |
3345.0 |
3346.0 |
3303.0 |
3319.0 |
-32.0 |
12,589 |
145,162 |
-18 |
Mar01 |
001208 |
3350.0 |
3350.0 |
3328.0 |
3344.0 |
-31.0 |
806 |
6,809 |
-170 |
Jun01 |
001208 |
3371.0 |
3371.0 |
3371.0 |
3371.0 |
-31.0 |
0 |
174 |
+0 |
Total Volume and Open Interest |
13,395 |
152,158 |
-190 |
GSCI(CME) |
Dec00 |
001208 |
248.50 |
249.75 |
244.40 |
248.25 |
-2.85 |
4,130 |
30,766 |
-3,018 |
Jan01 |
001208 |
245.90 |
245.90 |
243.50 |
245.30 |
-2.10 |
4,271 |
4,802 |
+3,955 |
Feb01 |
001208 |
237.05 |
237.05 |
237.05 |
237.05 |
-2.00 |
0 |
16 |
+0 |
Total Volume and Open Interest |
8,401 |
35,584 |
+937 |
Bridge CRB Index(NYBOT) |
Jan01 |
001208 |
227.75 |
229.25 |
227.50 |
229.25 |
+0.95 |
80 |
484 |
+6 |
Feb01 |
001208 |
225.75 |
226.55 |
225.75 |
226.55 |
+0.50 |
7 |
662 |
-1 |
Apr01 |
001208 |
223.85 |
223.85 |
223.85 |
223.85 |
+0.05 |
11 |
310 |
+5 |
Total Volume and Open Interest |
228 |
1,456 |
+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. |
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