 |
MRCI's Free Historical Futures Prices |
Daily Futures Price Listing Mon December 11, 2000 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Jan01 |
001211 |
509.00 |
512.50 |
507.25 |
511.00 |
-0.50 |
32,732 |
74,308 |
+243 |
Mar01 |
001211 |
516.00 |
520.00 |
515.00 |
519.00 |
unch |
11,320 |
48,903 |
+1,947 |
May01 |
001211 |
522.00 |
525.00 |
520.50 |
524.00 |
unch |
2,283 |
23,136 |
+256 |
Jul01 |
001211 |
526.50 |
530.00 |
526.00 |
528.50 |
-0.50 |
3,163 |
26,638 |
+185 |
Aug01 |
001211 |
528.00 |
529.50 |
527.50 |
529.00 |
+0.50 |
156 |
1,373 |
+60 |
Sep01 |
001211 |
524.00 |
526.00 |
524.00 |
524.50 |
-2.00 |
5 |
604 |
+0 |
Nov01 |
001211 |
526.75 |
529.00 |
525.50 |
525.50 |
-3.25 |
539 |
9,137 |
+68 |
Total Volume and Open Interest |
50,209 |
184,138 |
+2,767 |
Soybean Meal(CBOT) |
Dec00 |
001211 |
187.50 |
191.60 |
187.50 |
191.40 |
+2.30 |
3,807 |
6,344 |
-1,139 |
Jan01 |
001211 |
187.00 |
189.90 |
186.70 |
189.80 |
+1.70 |
12,436 |
47,114 |
-412 |
Mar01 |
001211 |
185.30 |
187.50 |
184.70 |
187.30 |
+1.40 |
7,147 |
40,255 |
+939 |
May01 |
001211 |
182.10 |
184.20 |
182.00 |
183.60 |
+0.40 |
1,545 |
18,714 |
-16 |
Jul01 |
001211 |
181.30 |
182.70 |
180.70 |
181.90 |
unch |
1,730 |
11,865 |
+315 |
Aug01 |
001211 |
180.00 |
180.50 |
179.00 |
179.00 |
-1.00 |
16 |
3,329 |
+1 |
Sep01 |
001211 |
179.00 |
179.20 |
178.50 |
179.00 |
unch |
11 |
1,889 |
-10 |
Oct01 |
001211 |
177.00 |
177.00 |
174.10 |
174.10 |
-1.90 |
1 |
811 |
+2 |
Total Volume and Open Interest |
26,894 |
132,961 |
-163 |
Soybean Oil(CBOT) |
Dec00 |
001211 |
14.90 |
14.97 |
14.81 |
14.81 |
-0.14 |
99 |
432 |
-501 |
Jan01 |
001211 |
15.10 |
15.19 |
15.02 |
15.03 |
-0.17 |
7,666 |
40,187 |
-1,337 |
Mar01 |
001211 |
15.50 |
15.59 |
15.41 |
15.44 |
-0.16 |
4,869 |
48,325 |
+615 |
May01 |
001211 |
15.95 |
15.98 |
15.85 |
15.85 |
-0.14 |
1,200 |
15,738 |
-23 |
Jul01 |
001211 |
16.35 |
16.39 |
16.26 |
16.27 |
-0.12 |
2,212 |
11,964 |
-311 |
Aug01 |
001211 |
16.37 |
16.37 |
16.37 |
16.37 |
-0.11 |
28 |
2,623 |
+21 |
Sep01 |
001211 |
16.60 |
16.60 |
16.47 |
16.47 |
-0.12 |
125 |
2,330 |
+23 |
Oct01 |
001211 |
16.85 |
16.85 |
16.75 |
16.75 |
-0.02 |
200 |
2,350 |
+23 |
Total Volume and Open Interest |
16,654 |
130,594 |
-1,375 |
Canola(WCE) |
Jan01 |
001211 |
270.0 |
270.3 |
269.3 |
269.6 |
-1.5 |
7,002 |
29,094 |
-1,651 |
Mar01 |
001211 |
276.5 |
276.5 |
275.2 |
275.3 |
-1.8 |
4,560 |
28,238 |
-202 |
May01 |
001211 |
281.4 |
281.5 |
280.6 |
281.2 |
-0.4 |
48 |
3,278 |
-9 |
Jul01 |
001211 |
286.5 |
287.0 |
286.2 |
286.6 |
-1.7 |
139 |
4,240 |
+127 |
Aug01 |
001211 |
285.5 |
285.5 |
285.5 |
285.5 |
unch |
0 |
58 |
+0 |
Total Volume and Open Interest |
11,774 |
66,651 |
-1,730 |
Corn(CBOT) |
Dec00 |
001211 |
207.75 |
207.75 |
206.50 |
207.00 |
-2.25 |
2,980 |
6,733 |
-1,220 |
Jan01 |
001211 |
209.50 |
209.75 |
208.75 |
209.00 |
-1.75 |
634 |
2,908 |
+92 |
Mar01 |
001211 |
216.50 |
217.50 |
216.25 |
217.00 |
-1.75 |
43,043 |
244,567 |
-8,049 |
May01 |
001211 |
224.75 |
225.50 |
224.50 |
225.00 |
-1.75 |
2,941 |
59,583 |
+338 |
Jul01 |
001211 |
232.25 |
233.00 |
231.50 |
232.75 |
-2.00 |
2,242 |
58,763 |
+293 |
Sep01 |
001211 |
240.25 |
240.25 |
239.50 |
239.75 |
-1.75 |
198 |
7,007 |
+76 |
Total Volume and Open Interest |
54,720 |
414,654 |
-8,023 |
Wheat(CBOT) |
Dec00 |
001211 |
257.00 |
257.25 |
255.00 |
255.00 |
-2.50 |
280 |
885 |
-1,520 |
Mar01 |
001211 |
271.50 |
274.25 |
270.25 |
270.75 |
-2.75 |
19,004 |
96,954 |
+812 |
May01 |
001211 |
283.00 |
285.00 |
281.50 |
282.25 |
-2.00 |
1,624 |
9,857 |
+115 |
Jul01 |
001211 |
293.50 |
295.50 |
291.75 |
292.25 |
-2.50 |
1,289 |
22,329 |
+29 |
Sep01 |
001211 |
304.25 |
304.25 |
302.00 |
302.00 |
-1.25 |
51 |
1,115 |
+30 |
Total Volume and Open Interest |
22,375 |
134,173 |
-611 |
Wheat(KCBT) |
Dec00 |
001211 |
307.50 |
307.50 |
304.75 |
304.75 |
-2.25 |
408 |
298 |
-429 |
Mar01 |
001211 |
319.00 |
321.00 |
317.00 |
317.25 |
-3.00 |
13,047 |
53,340 |
-110 |
May01 |
001211 |
329.00 |
329.25 |
326.00 |
326.00 |
-2.75 |
1,151 |
5,082 |
+170 |
Jul01 |
001211 |
337.00 |
338.00 |
334.25 |
334.25 |
-2.75 |
1,767 |
9,502 |
+36 |
Sep01 |
001211 |
343.00 |
343.00 |
342.00 |
342.00 |
-3.00 |
23 |
358 |
+20 |
Total Volume and Open Interest |
16,396 |
68,698 |
-314 |
Wheat(MGE) |
Dec00 |
001211 |
314.00 |
314.00 |
314.00 |
314.00 |
unch |
8 |
6 |
-8 |
Mar01 |
001211 |
323.00 |
324.50 |
322.00 |
322.25 |
-2.50 |
3,865 |
16,997 |
-63 |
May01 |
001211 |
332.00 |
333.00 |
330.00 |
330.50 |
-2.75 |
254 |
3,216 |
+66 |
Jul01 |
001211 |
339.50 |
340.00 |
337.50 |
337.75 |
-2.25 |
180 |
2,177 |
-40 |
Sep01 |
001211 |
345.50 |
345.50 |
345.50 |
345.50 |
-3.00 |
30 |
666 |
+0 |
Total Volume and Open Interest |
4,337 |
23,269 |
-45 |
Oats(CBOT) |
Dec00 |
001211 |
101.00 |
101.00 |
101.00 |
101.00 |
+0.50 |
14 |
70 |
+0 |
Mar01 |
001211 |
110.50 |
110.50 |
109.50 |
110.00 |
-0.50 |
569 |
10,768 |
+228 |
May01 |
001211 |
116.50 |
116.50 |
116.00 |
116.00 |
-0.75 |
24 |
1,225 |
+2 |
Jul01 |
001211 |
122.00 |
122.00 |
121.75 |
121.75 |
-0.75 |
1 |
852 |
+0 |
Total Volume and Open Interest |
626 |
14,070 |
+242 |
Rough Rice(CBOT) |
Jan01 |
001211 |
6.21 |
6.34 |
6.19 |
6.23 |
unch |
429 |
3,125 |
-191 |
Mar01 |
001211 |
6.48 |
6.59 |
6.48 |
6.50 |
unch |
379 |
1,655 |
+46 |
May01 |
001211 |
6.72 |
6.75 |
6.72 |
6.74 |
+0.02 |
65 |
581 |
+0 |
Jul01 |
001211 |
6.94 |
6.94 |
6.94 |
6.94 |
+0.01 |
0 |
558 |
+0 |
Total Volume and Open Interest |
874 |
6,140 |
-145 |
Live Cattle(CME) |
Dec00 |
001211 |
76.400 |
76.725 |
76.125 |
76.475 |
+0.050 |
4,699 |
14,586 |
-931 |
Feb01 |
001211 |
77.050 |
77.150 |
76.700 |
77.000 |
-0.050 |
7,899 |
66,229 |
-363 |
Apr01 |
001211 |
77.750 |
77.825 |
77.300 |
77.650 |
-0.025 |
3,046 |
28,942 |
+480 |
Jun01 |
001211 |
73.750 |
73.950 |
73.500 |
73.700 |
unch |
961 |
9,854 |
-297 |
Aug01 |
001211 |
73.700 |
73.950 |
73.500 |
73.700 |
unch |
443 |
9,688 |
+47 |
Oct01 |
001211 |
75.100 |
75.300 |
75.100 |
75.250 |
+0.100 |
215 |
2,232 |
+158 |
Total Volume and Open Interest |
17,311 |
132,082 |
-870 |
Feeder Cattle(CME) |
Jan01 |
001211 |
90.950 |
91.150 |
90.550 |
91.075 |
+0.225 |
775 |
8,554 |
+127 |
Mar01 |
001211 |
90.050 |
90.250 |
89.750 |
90.225 |
+0.050 |
569 |
5,004 |
+275 |
Apr01 |
001211 |
89.500 |
89.750 |
89.250 |
89.725 |
+0.125 |
177 |
1,867 |
+55 |
May01 |
001211 |
88.950 |
89.000 |
88.800 |
88.975 |
unch |
69 |
1,841 |
+32 |
Aug01 |
001211 |
88.950 |
89.000 |
88.850 |
89.000 |
-0.125 |
85 |
902 |
+68 |
Sep01 |
001211 |
88.925 |
88.925 |
88.850 |
88.925 |
unch |
1 |
201 |
+0 |
Oct01 |
001211 |
89.000 |
89.150 |
88.850 |
89.075 |
+0.150 |
16 |
97 |
+5 |
Total Volume and Open Interest |
1,700 |
18,524 |
+568 |
Lean Hogs(CME) |
Dec00 |
001211 |
57.500 |
57.900 |
57.250 |
57.725 |
+1.375 |
3,018 |
7,712 |
-226 |
Feb01 |
001211 |
59.450 |
59.925 |
59.050 |
59.175 |
+0.050 |
3,943 |
28,339 |
+369 |
Apr01 |
001211 |
58.600 |
58.950 |
58.250 |
58.525 |
+0.100 |
547 |
5,900 |
+73 |
Jun01 |
001211 |
64.200 |
64.425 |
63.550 |
64.000 |
-0.125 |
126 |
4,037 |
+43 |
Jul01 |
001211 |
61.950 |
62.300 |
61.750 |
61.875 |
-0.200 |
117 |
1,203 |
+69 |
Aug01 |
001211 |
60.000 |
60.000 |
59.500 |
59.825 |
-0.100 |
57 |
588 |
+27 |
Oct01 |
001211 |
51.750 |
51.900 |
51.600 |
51.800 |
-0.175 |
30 |
1,054 |
+15 |
Dec01 |
001211 |
48.600 |
48.900 |
48.550 |
48.650 |
-0.225 |
119 |
995 |
+42 |
Total Volume and Open Interest |
7,957 |
49,858 |
+412 |
Pork Bellies(CME) |
Feb01 |
001211 |
70.500 |
71.400 |
68.200 |
69.350 |
+0.350 |
994 |
2,088 |
-66 |
Mar01 |
001211 |
70.250 |
71.200 |
68.400 |
69.300 |
+0.350 |
59 |
139 |
+7 |
May01 |
001211 |
71.900 |
71.900 |
69.600 |
69.950 |
+1.050 |
12 |
131 |
-1 |
Jul01 |
001211 |
72.500 |
73.100 |
70.800 |
71.075 |
+0.775 |
8 |
60 |
+1 |
Aug01 |
001211 |
72.500 |
72.500 |
71.000 |
71.300 |
+1.800 |
5 |
27 |
+4 |
Total Volume and Open Interest |
1,078 |
2,445 |
-55 |
Cocoa(NYBOT) |
Dec00 |
001211 |
709 |
709 |
696 |
696 |
-12 |
2 |
11 |
-10 |
Mar01 |
001211 |
727 |
729 |
718 |
719 |
-14 |
1,006 |
47,841 |
+136 |
May01 |
001211 |
748 |
750 |
740 |
741 |
-12 |
171 |
18,254 |
+88 |
Jul01 |
001211 |
771 |
771 |
762 |
763 |
-12 |
126 |
14,782 |
+80 |
Sep01 |
001211 |
784 |
784 |
784 |
784 |
-12 |
105 |
11,603 |
-9 |
Dec01 |
001211 |
822 |
822 |
814 |
814 |
-12 |
13 |
13,045 |
+0 |
Mar02 |
001211 |
844 |
844 |
844 |
844 |
-14 |
71 |
11,752 |
+8 |
Total Volume and Open Interest |
1,648 |
138,148 |
+296 |
Coffee "C"(NYBOT) |
Dec00 |
001211 |
64.80 |
65.00 |
64.10 |
64.10 |
+0.45 |
34 |
579 |
-21 |
Mar01 |
001211 |
69.00 |
69.60 |
68.00 |
68.35 |
+0.35 |
6,091 |
31,184 |
+516 |
May01 |
001211 |
71.80 |
72.60 |
71.20 |
71.40 |
+0.35 |
1,087 |
6,181 |
+852 |
Jul01 |
001211 |
74.75 |
75.80 |
74.30 |
74.40 |
+0.30 |
364 |
2,790 |
+136 |
Sep01 |
001211 |
77.90 |
78.35 |
77.40 |
77.40 |
+0.30 |
123 |
2,661 |
+49 |
Dec01 |
001211 |
82.15 |
82.90 |
81.70 |
81.70 |
+0.35 |
70 |
1,924 |
+20 |
Total Volume and Open Interest |
7,806 |
45,366 |
+1,578 |
Orange Juice(NYBOT) |
Jan01 |
001211 |
85.00 |
85.20 |
83.70 |
84.20 |
-0.30 |
2,252 |
15,614 |
-993 |
Mar01 |
001211 |
88.70 |
88.90 |
87.30 |
88.30 |
-0.05 |
2,019 |
12,627 |
+867 |
May01 |
001211 |
91.25 |
91.25 |
90.00 |
90.70 |
-0.30 |
291 |
2,128 |
+116 |
Jul01 |
001211 |
93.25 |
93.25 |
92.45 |
92.80 |
-0.50 |
119 |
744 |
-38 |
Sep01 |
001211 |
95.50 |
95.50 |
95.50 |
95.50 |
+0.20 |
1 |
326 |
+0 |
Total Volume and Open Interest |
4,681 |
31,887 |
-48 |
Sugar #11(NYBOT) |
Mar01 |
001211 |
9.83 |
9.92 |
9.61 |
9.70 |
-0.05 |
4,528 |
69,856 |
-759 |
May01 |
001211 |
9.38 |
9.41 |
9.19 |
9.25 |
-0.04 |
575 |
18,370 |
+37 |
Jul01 |
001211 |
8.78 |
8.82 |
8.63 |
8.68 |
-0.03 |
215 |
23,323 |
+76 |
Oct01 |
001211 |
8.38 |
8.40 |
8.25 |
8.26 |
-0.03 |
451 |
20,366 |
-64 |
Mar02 |
001211 |
8.25 |
8.29 |
8.15 |
8.16 |
-0.03 |
322 |
8,742 |
+89 |
Total Volume and Open Interest |
6,162 |
143,173 |
-621 |
London Cocoa(LCE) |
Dec00 |
001211 |
550 |
550 |
537 |
538 |
-14 |
2,346 |
17,041 |
-930 |
Mar01 |
001211 |
564 |
564 |
553 |
555 |
-10 |
4,276 |
59,982 |
+372 |
May01 |
001211 |
575 |
575 |
567 |
567 |
-10 |
414 |
32,006 |
+146 |
Jul01 |
001211 |
589 |
589 |
581 |
581 |
-9 |
681 |
15,193 |
+286 |
Sep01 |
001211 |
604 |
604 |
594 |
595 |
-10 |
88 |
21,748 |
+16 |
Dec01 |
001211 |
622 |
623 |
619 |
619 |
-10 |
901 |
9,196 |
+173 |
Mar02 |
001211 |
650 |
650 |
640 |
641 |
-11 |
481 |
17,811 |
+287 |
Total Volume and Open Interest |
9,953 |
192,409 |
+905 |
London Coffee(LCE) |
Jan01 |
001211 |
596.00 |
608.00 |
586.00 |
600.00 |
+4.00 |
2,579 |
24,470 |
+258 |
Mar01 |
001211 |
615.00 |
630.00 |
607.00 |
622.00 |
+8.00 |
2,155 |
19,105 |
+214 |
May01 |
001211 |
650.00 |
652.00 |
629.00 |
646.00 |
+7.00 |
540 |
7,828 |
+144 |
Jul01 |
001211 |
650.00 |
675.00 |
648.00 |
669.00 |
+8.00 |
411 |
3,525 |
+185 |
Sep01 |
001211 |
680.00 |
691.00 |
667.00 |
691.00 |
+5.00 |
137 |
1,965 |
+57 |
Nov01 |
001211 |
715.00 |
718.00 |
715.00 |
715.00 |
+7.00 |
81 |
3,777 |
+20 |
Total Volume and Open Interest |
5,946 |
61,114 |
+908 |
London Sugar(LCE) |
Dec00 |
001115 |
225.50 |
233.60 |
224.60 |
225.00 |
-0.30 |
902 |
2,074 |
-764 |
Mar01 |
001211 |
244.20 |
246.50 |
242.00 |
243.10 |
-1.90 |
409 |
23,234 |
+88 |
May01 |
001211 |
241.40 |
243.00 |
239.30 |
239.50 |
-2.00 |
30 |
4,565 |
-3 |
Aug01 |
001211 |
235.00 |
238.00 |
235.00 |
235.80 |
-1.00 |
6 |
6,893 |
+1 |
Oct01 |
001211 |
230.10 |
231.00 |
228.50 |
228.50 |
-0.50 |
2 |
2,486 |
+0 |
Total Volume and Open Interest |
449 |
38,492 |
+88 |
Cotton(NYBOT) |
Mar01 |
001211 |
67.15 |
67.50 |
67.01 |
67.42 |
+0.29 |
4,058 |
34,732 |
-217 |
May01 |
001211 |
68.80 |
69.10 |
68.65 |
69.09 |
+0.29 |
1,704 |
13,112 |
+673 |
Jul01 |
001211 |
69.85 |
70.10 |
69.70 |
70.00 |
+0.13 |
468 |
7,178 |
+81 |
Oct01 |
001211 |
66.50 |
66.90 |
66.40 |
66.40 |
-0.10 |
3 |
791 |
+3 |
Dec01 |
001211 |
65.83 |
66.10 |
65.55 |
65.57 |
-0.23 |
183 |
6,849 |
+60 |
Mar02 |
001211 |
66.80 |
66.80 |
66.75 |
66.75 |
-0.05 |
2 |
93 |
+2 |
Total Volume and Open Interest |
13,922 |
62,887 |
+605 |
Lumber(CME) |
Jan01 |
001211 |
222.0 |
222.0 |
218.6 |
220.3 |
-2.5 |
505 |
2,159 |
-150 |
Mar01 |
001211 |
233.6 |
233.6 |
230.0 |
231.0 |
-2.3 |
382 |
1,415 |
+92 |
May01 |
001211 |
239.9 |
240.0 |
236.0 |
237.3 |
-2.0 |
200 |
659 |
+62 |
Jul01 |
001211 |
244.3 |
246.6 |
244.2 |
244.2 |
-1.1 |
37 |
169 |
+19 |
Total Volume and Open Interest |
1,124 |
4,446 |
+23 |
Crude Oil(NYM) |
Jan01 |
001211 |
29.00 |
29.55 |
28.75 |
29.50 |
+1.06 |
80,715 |
93,595 |
-10,445 |
Feb01 |
001211 |
28.60 |
29.10 |
28.37 |
29.04 |
+0.95 |
47,392 |
67,130 |
+4,313 |
Mar01 |
001211 |
28.20 |
28.60 |
28.02 |
28.57 |
+0.82 |
19,022 |
35,812 |
+1,419 |
Apr01 |
001211 |
28.00 |
28.18 |
27.80 |
28.16 |
+0.72 |
6,351 |
25,905 |
-105 |
May01 |
001211 |
27.75 |
28.00 |
27.45 |
27.77 |
+0.63 |
3,898 |
16,916 |
+104 |
Jun01 |
001211 |
27.28 |
27.44 |
27.15 |
27.44 |
+0.56 |
8,575 |
29,964 |
+220 |
Jul01 |
001211 |
27.00 |
27.14 |
26.90 |
27.14 |
+0.54 |
1,274 |
12,023 |
+347 |
Aug01 |
001211 |
26.70 |
26.86 |
26.45 |
26.86 |
+0.52 |
1,913 |
10,846 |
+317 |
Sep01 |
001211 |
26.55 |
26.60 |
26.55 |
26.60 |
+0.51 |
1,017 |
11,774 |
-142 |
Oct01 |
001211 |
26.00 |
26.35 |
26.00 |
26.35 |
+0.50 |
307 |
8,611 |
-67 |
Total Volume and Open Interest |
173,594 |
459,347 |
-3,583 |
Heating Oil(NYM) |
Jan01 |
001211 |
96.75 |
99.10 |
96.30 |
98.27 |
+3.85 |
34,372 |
49,917 |
-1,899 |
Feb01 |
001211 |
92.50 |
94.70 |
92.00 |
94.62 |
+3.83 |
16,526 |
32,752 |
+2,428 |
Mar01 |
001211 |
86.00 |
87.37 |
85.30 |
87.37 |
+3.18 |
7,165 |
18,816 |
+1,450 |
Apr01 |
001211 |
78.80 |
80.37 |
78.80 |
80.37 |
+2.58 |
3,818 |
10,744 |
+323 |
May01 |
001211 |
74.70 |
75.67 |
74.70 |
75.67 |
+2.43 |
1,865 |
6,567 |
+252 |
Jun01 |
001211 |
73.10 |
73.77 |
73.00 |
73.77 |
+2.28 |
374 |
6,002 |
+99 |
Jul01 |
001211 |
72.30 |
73.50 |
72.30 |
72.92 |
+2.23 |
109 |
3,572 |
+101 |
Aug01 |
001211 |
72.10 |
73.40 |
72.10 |
72.67 |
+2.18 |
326 |
3,779 |
+10 |
Sep01 |
001211 |
72.60 |
73.17 |
72.35 |
73.17 |
+2.18 |
465 |
2,293 |
+48 |
Oct01 |
001211 |
73.34 |
73.62 |
73.30 |
73.62 |
+2.18 |
29 |
1,341 |
+1 |
Total Volume and Open Interest |
65,529 |
143,791 |
+3,108 |
Unleaded Gas(NYM) |
Jan01 |
001211 |
74.75 |
76.80 |
74.70 |
76.54 |
+2.88 |
14,112 |
27,167 |
-1,652 |
Feb01 |
001211 |
75.50 |
77.70 |
75.50 |
77.40 |
+2.97 |
6,330 |
12,668 |
-130 |
Mar01 |
001211 |
76.30 |
78.05 |
76.30 |
78.05 |
+2.85 |
3,194 |
9,609 |
+1 |
Apr01 |
001211 |
82.25 |
83.50 |
82.00 |
83.50 |
+2.75 |
3,246 |
10,730 |
+1,527 |
May01 |
001211 |
82.50 |
83.25 |
82.20 |
83.10 |
+2.65 |
1,916 |
8,616 |
+379 |
Jun01 |
001211 |
80.50 |
82.35 |
80.50 |
82.35 |
+2.55 |
1,041 |
5,089 |
+332 |
Jul01 |
001211 |
81.10 |
81.10 |
81.10 |
81.10 |
+2.55 |
358 |
2,607 |
+58 |
Aug01 |
001211 |
79.30 |
79.30 |
79.30 |
79.30 |
+2.65 |
1,133 |
6,358 |
+666 |
Total Volume and Open Interest |
32,136 |
86,517 |
+1,550 |
Natural Gas(NYM) |
Jan01 |
001211 |
9.600 |
9.650 |
9.200 |
9.413 |
+0.829 |
20,167 |
50,761 |
+533 |
Feb01 |
001211 |
9.250 |
9.300 |
8.900 |
9.114 |
+0.848 |
10,104 |
34,593 |
+1,937 |
Mar01 |
001211 |
8.120 |
8.250 |
7.980 |
8.184 |
+0.898 |
6,016 |
36,575 |
+571 |
Apr01 |
001211 |
6.200 |
6.270 |
5.850 |
5.940 |
+0.274 |
5,330 |
23,737 |
+150 |
May01 |
001211 |
5.300 |
5.350 |
5.100 |
5.270 |
+0.174 |
2,145 |
20,932 |
-393 |
Jun01 |
001211 |
5.100 |
5.225 |
5.100 |
5.225 |
+0.179 |
1,665 |
15,679 |
-1,083 |
Jul01 |
001211 |
5.150 |
5.205 |
5.050 |
5.205 |
+0.179 |
398 |
11,689 |
+68 |
Aug01 |
001211 |
5.070 |
5.200 |
5.050 |
5.185 |
+0.179 |
365 |
13,918 |
+34 |
Total Volume and Open Interest |
50,489 |
386,607 |
+2,344 |
Brent Crude Oil(IPE) |
Jan01 |
001211 |
26.98 |
27.55 |
26.77 |
27.54 |
+0.98 |
22,888 |
28,418 |
-5,598 |
Feb01 |
001211 |
27.05 |
27.54 |
26.83 |
27.46 |
+0.81 |
32,706 |
74,814 |
+2,263 |
Mar01 |
001211 |
26.65 |
27.25 |
26.57 |
27.23 |
+0.73 |
18,704 |
57,808 |
+925 |
Apr01 |
001211 |
26.28 |
26.87 |
26.22 |
26.87 |
+0.67 |
6,922 |
36,461 |
+2,024 |
May01 |
001211 |
26.15 |
26.55 |
25.90 |
26.55 |
+0.62 |
4,165 |
11,182 |
+1,008 |
Jun01 |
001211 |
25.75 |
26.26 |
25.62 |
26.26 |
+0.60 |
3,774 |
18,460 |
-146 |
Jul01 |
001211 |
25.60 |
25.99 |
25.60 |
25.99 |
+0.59 |
949 |
10,740 |
+273 |
Aug01 |
001211 |
25.36 |
25.73 |
25.36 |
25.73 |
+0.59 |
225 |
10,428 |
+75 |
Total Volume and Open Interest |
91,173 |
294,577 |
+1,388 |
Gas Oil(IPE) |
Dec00 |
001211 |
263.00 |
267.50 |
259.50 |
260.00 |
unch |
10,431 |
12,886 |
-2,130 |
Jan01 |
001211 |
260.00 |
263.75 |
257.50 |
259.25 |
+2.25 |
16,645 |
30,356 |
+352 |
Feb01 |
001211 |
253.50 |
256.00 |
250.00 |
252.25 |
+2.25 |
4,408 |
13,150 |
+883 |
Mar01 |
001211 |
243.25 |
246.75 |
240.50 |
243.50 |
+4.50 |
1,279 |
9,408 |
+241 |
Apr01 |
001211 |
233.50 |
237.75 |
233.50 |
234.75 |
+3.25 |
592 |
6,152 |
+378 |
May01 |
001211 |
228.00 |
230.75 |
227.75 |
227.75 |
+3.25 |
84 |
1,943 |
-40 |
Jun01 |
001211 |
221.00 |
225.25 |
219.25 |
223.50 |
+4.25 |
2,342 |
14,109 |
+1,495 |
Jul01 |
001211 |
222.25 |
222.50 |
222.25 |
222.50 |
+4.00 |
0 |
4,324 |
+0 |
Total Volume and Open Interest |
36,031 |
101,277 |
+1,379 |
US Dollar Index(NYBOT) |
Dec00 |
001211 |
113.99 |
114.41 |
113.68 |
114.23 |
+0.26 |
1,074 |
3,368 |
-113 |
Mar01 |
001211 |
113.78 |
114.23 |
113.48 |
114.06 |
+0.32 |
2,242 |
7,106 |
+300 |
Jun01 |
001211 |
113.30 |
113.89 |
113.30 |
113.89 |
+0.38 |
2,242 |
7,106 |
+300 |
Total Volume and Open Interest |
2,242 |
7,106 |
+300 |
Australian Dollar(IMM) |
Dec00 |
001211 |
54.16 |
54.25 |
53.96 |
54.15 |
-0.43 |
2,714 |
18,628 |
-368 |
Mar01 |
001211 |
54.25 |
54.30 |
54.00 |
54.20 |
-0.44 |
1,246 |
9,473 |
+496 |
Jun01 |
001211 |
54.20 |
54.25 |
54.02 |
54.25 |
-0.45 |
0 |
16 |
+0 |
Total Volume and Open Interest |
3,960 |
28,129 |
+128 |
British Pound(IMM) |
Dec00 |
001211 |
145.58 |
145.80 |
145.34 |
145.76 |
+1.20 |
7,640 |
27,734 |
-3,227 |
Mar01 |
001211 |
145.80 |
146.04 |
145.56 |
146.00 |
+1.20 |
4,778 |
11,933 |
+2,897 |
Jun01 |
001211 |
146.26 |
146.26 |
146.26 |
146.26 |
+1.20 |
0 |
2 |
+0 |
Total Volume and Open Interest |
12,432 |
39,678 |
-321 |
Canadian Dollar(IMM) |
Dec00 |
001211 |
65.82 |
65.98 |
65.60 |
65.62 |
-0.15 |
17,867 |
43,333 |
-8,049 |
Mar01 |
001211 |
65.92 |
66.13 |
65.72 |
65.75 |
-0.15 |
10,500 |
21,846 |
+8,200 |
Jun01 |
001211 |
66.10 |
66.20 |
65.85 |
65.86 |
-0.15 |
141 |
3,451 |
+99 |
Sep01 |
001211 |
66.22 |
66.24 |
65.96 |
65.96 |
-0.15 |
22 |
1,182 |
+12 |
Total Volume and Open Interest |
28,563 |
70,339 |
+272 |
Japanese Yen(IMM) |
Dec00 |
001211 |
90.46 |
90.60 |
90.14 |
90.43 |
+0.47 |
18,975 |
65,335 |
-9,830 |
Mar01 |
001211 |
91.71 |
91.90 |
91.45 |
91.74 |
+0.50 |
17,077 |
25,806 |
+12,523 |
Jun01 |
001211 |
92.95 |
93.03 |
92.95 |
93.03 |
+0.52 |
13 |
38 |
+0 |
Total Volume and Open Interest |
36,066 |
91,334 |
+2,692 |
Swiss Franc(IMM) |
Dec00 |
001211 |
58.35 |
58.49 |
58.14 |
58.44 |
-0.03 |
8,012 |
43,090 |
-1,081 |
Mar01 |
001211 |
58.84 |
58.95 |
58.59 |
58.89 |
-0.03 |
5,797 |
15,051 |
+2,825 |
Jun01 |
001211 |
59.29 |
59.29 |
59.29 |
59.29 |
-0.03 |
3 |
19 |
+1 |
Total Volume and Open Interest |
13,812 |
58,161 |
+1,745 |
EuroFX(IMM) |
Dec00 |
001211 |
88.05 |
88.12 |
87.58 |
87.75 |
-0.59 |
15,567 |
71,929 |
-6,143 |
Mar01 |
001211 |
88.38 |
88.47 |
87.93 |
88.10 |
-0.59 |
7,722 |
21,532 |
+5,280 |
Jun01 |
001211 |
88.80 |
88.80 |
88.35 |
88.40 |
-0.59 |
7 |
193 |
+29 |
Total Volume and Open Interest |
23,297 |
94,049 |
-828 |
Mexican Peso(IMM) |
Dec00 |
001211 |
10580.0 |
10585.0 |
10555.0 |
10565.0 |
-33.0 |
2,894 |
13,741 |
-861 |
Mar01 |
001211 |
10350.0 |
10350.0 |
10270.0 |
10295.0 |
-28.0 |
4,396 |
12,846 |
+4,063 |
Total Volume and Open Interest |
7,300 |
31,315 |
+3,263 |
30-Year T-Bonds(CBOT) |
Dec00 |
001211 |
103~03 |
103~13 |
103~01 |
103~08 |
-0~02 |
11,489 |
50,649 |
-10,550 |
Mar01 |
001211 |
103~10 |
103~17 |
103~02 |
103~10 |
-0~02 |
194,401 |
395,543 |
+4,498 |
Jun01 |
001211 |
103~14 |
103~14 |
103~01 |
103~08 |
-0~02 |
111 |
1,101 |
-28 |
Total Volume and Open Interest |
206,004 |
447,597 |
-6,079 |
Municipal Bonds(CBOT) |
Dec00 |
001211 |
101~28 |
102~04 |
101~22 |
102~01 |
+0~06 |
2,033 |
11,565 |
-622 |
Mar01 |
001211 |
101~12 |
101~20 |
101~09 |
101~18 |
+0~04 |
2,061 |
7,414 |
+69 |
Total Volume and Open Interest |
4,094 |
18,979 |
-553 |
10-Year T-Notes(CBOT) |
Dec00 |
001211 |
103~060 |
103~085 |
103~010 |
103~050 |
-0~035 |
8,714 |
14,301 |
-8,923 |
Mar01 |
001211 |
103~150 |
103~150 |
103~065 |
103~115 |
-0~035 |
189,120 |
484,087 |
+22,776 |
Total Volume and Open Interest |
198,006 |
500,679 |
+13,939 |
5-Year T-Notes(CBOT) |
Dec00 |
001211 |
102~085 |
102~105 |
102~085 |
102~095 |
-0~025 |
10,112 |
58,511 |
-8,335 |
Mar01 |
001211 |
102~105 |
102~120 |
102~075 |
102~105 |
-0~025 |
85,446 |
332,663 |
+8,339 |
Jun01 |
001211 |
102~215 |
102~215 |
102~215 |
102~215 |
-0~025 |
0 |
5 |
+0 |
Total Volume and Open Interest |
95,558 |
391,179 |
+4 |
2 Year T-Notes(CBOT) |
Dec00 |
001211 |
100~093 |
100~093 |
100~093 |
100~093 |
-0~007 |
280 |
707 |
-282 |
Mar01 |
001211 |
101~008 |
101~008 |
101~003 |
101~005 |
-0~007 |
5,662 |
75,146 |
-105 |
Total Volume and Open Interest |
5,942 |
75,853 |
-387 |
3-Mth T-Bills(IMM) |
Mar01 |
001211 |
94.36 |
94.36 |
94.34 |
94.34 |
unch |
3 |
1,567 |
+2 |
Total Volume and Open Interest |
21 |
2,737 |
+22 |
Eurodollars(IMM) |
Dec00 |
001211 |
93.412 |
93.415 |
93.400 |
93.412 |
-0.007 |
64,100 |
457,706 |
-3,068 |
Mar01 |
001211 |
93.790 |
93.795 |
93.770 |
93.780 |
-0.030 |
146,914 |
565,571 |
+10,683 |
Jun01 |
001211 |
93.980 |
93.995 |
93.970 |
93.985 |
-0.025 |
130,959 |
420,107 |
-1,981 |
Sep01 |
001211 |
94.085 |
94.090 |
94.070 |
94.085 |
-0.025 |
123,422 |
464,395 |
-206 |
Dec01 |
001211 |
94.030 |
94.030 |
94.010 |
94.020 |
-0.030 |
43,526 |
305,599 |
+5,257 |
Mar02 |
001211 |
94.085 |
94.095 |
94.070 |
94.080 |
-0.035 |
33,424 |
241,807 |
-1,543 |
Jun02 |
001211 |
94.045 |
94.055 |
94.025 |
94.035 |
-0.035 |
20,894 |
168,779 |
+5,077 |
Sep02 |
001211 |
94.005 |
94.005 |
93.975 |
93.990 |
-0.030 |
15,026 |
122,995 |
+674 |
Dec02 |
001211 |
93.900 |
93.900 |
93.870 |
93.880 |
-0.030 |
7,527 |
95,409 |
+320 |
Mar03 |
001211 |
93.930 |
93.930 |
93.900 |
93.915 |
-0.025 |
8,105 |
81,601 |
-285 |
Jun03 |
001211 |
93.895 |
93.895 |
93.870 |
93.885 |
-0.020 |
7,295 |
63,682 |
-803 |
Sep03 |
001211 |
93.870 |
93.875 |
93.845 |
93.855 |
-0.015 |
8,226 |
61,474 |
+570 |
Total Volume and Open Interest |
653,535 |
3,466,688 |
+15,840 |
3-Mth Euro-Yen(IMM) |
Dec00 |
001211 |
99.38 |
99.38 |
99.37 |
99.38 |
unch |
10,180 |
21,514 |
+5,995 |
Mar01 |
001211 |
99.49 |
99.49 |
99.48 |
99.49 |
unch |
3,610 |
26,267 |
+730 |
Jun01 |
001211 |
99.53 |
99.54 |
99.53 |
99.54 |
-0.01 |
1,989 |
11,333 |
-1,242 |
Sep01 |
001211 |
99.50 |
99.50 |
99.50 |
99.50 |
-0.02 |
1,034 |
10,877 |
+869 |
Dec01 |
001211 |
99.41 |
99.41 |
99.41 |
99.41 |
-0.02 |
6 |
6,131 |
+4 |
Mar02 |
001211 |
99.39 |
99.39 |
99.39 |
99.39 |
unch |
216 |
3,189 |
+0 |
Jun02 |
001211 |
99.35 |
99.35 |
99.35 |
99.35 |
unch |
1 |
1,031 |
+1 |
Sep02 |
001211 |
99.24 |
99.24 |
99.24 |
99.24 |
unch |
50 |
867 |
+50 |
Dec02 |
001211 |
99.08 |
99.08 |
99.08 |
99.08 |
unch |
0 |
32 |
+0 |
Mar03 |
001211 |
99.05 |
99.05 |
99.05 |
99.05 |
unch |
|
|
|
Total Volume and Open Interest |
17,086 |
81,241 |
+6,407 |
3-Mth Euro-Yen(SIMEX) |
Dec00 |
001211 |
99.37 |
99.38 |
99.36 |
99.38 |
-0.01 |
9,587 |
91,915 |
+0 |
Mar01 |
001211 |
99.49 |
99.50 |
99.47 |
99.49 |
unch |
9,089 |
97,914 |
+0 |
Jun01 |
001211 |
99.54 |
99.54 |
99.51 |
99.54 |
unch |
4,677 |
85,655 |
+0 |
Sep01 |
001211 |
99.51 |
99.51 |
99.48 |
99.50 |
-0.01 |
2,990 |
66,633 |
+0 |
Dec01 |
001211 |
99.42 |
99.42 |
99.39 |
99.41 |
-0.01 |
1,960 |
29,662 |
+0 |
Mar02 |
001211 |
99.39 |
99.39 |
99.36 |
99.39 |
-0.01 |
2,565 |
15,812 |
+0 |
Jun02 |
001211 |
99.35 |
99.35 |
99.32 |
99.33 |
-0.01 |
948 |
8,191 |
+0 |
Sep02 |
001211 |
99.21 |
99.22 |
99.20 |
99.22 |
-0.02 |
400 |
5,888 |
+0 |
Total Volume and Open Interest |
0 |
410,889 |
+3,175 |
German Euro-Bund(EUREX) |
Dec00 |
001207 |
107.79 |
107.83 |
107.44 |
107.49 |
-0.17 |
712,728 |
359,408 |
-137,533 |
Mar01 |
001211 |
107.59 |
107.67 |
107.38 |
107.63 |
unch |
576,423 |
689,636 |
+84,969 |
Jun01 |
001211 |
107.25 |
107.37 |
107.25 |
107.37 |
+0.01 |
2,698 |
5,587 |
+1,395 |
Total Volume and Open Interest |
579,121 |
695,223 |
+86,364 |
German Euro-Bobl(EUREX) |
Dec00 |
001207 |
105.48 |
105.66 |
105.31 |
105.36 |
-0.09 |
427,903 |
245,239 |
-51,341 |
Mar01 |
001211 |
104.88 |
104.88 |
104.72 |
104.82 |
-0.09 |
297,916 |
380,508 |
+23,026 |
Jun01 |
001211 |
104.55 |
104.74 |
104.55 |
104.74 |
-0.11 |
721 |
2,404 |
+85 |
Total Volume and Open Interest |
298,637 |
382,912 |
+23,111 |
Long Gilt(LIFFE) |
Dec00 |
001211 |
115~16 |
115~18 |
115~13 |
115~18 |
+0~01 |
3,439 |
8,077 |
-1,632 |
Mar01 |
001211 |
115~06 |
115~07 |
114~31 |
115~07 |
+0~01 |
20,494 |
77,014 |
+108 |
Total Volume and Open Interest |
23,933 |
85,091 |
-1,524 |
3-Mth Short Sterling(LIFFE) |
Dec00 |
001211 |
94.00 |
94.00 |
93.99 |
94.00 |
+0.01 |
5,883 |
152,725 |
-955 |
Mar01 |
001211 |
94.18 |
94.19 |
94.15 |
94.18 |
+0.02 |
15,992 |
195,679 |
-3,888 |
Jun01 |
001211 |
94.31 |
94.34 |
94.29 |
94.33 |
+0.03 |
14,678 |
155,599 |
+177 |
Total Volume and Open Interest |
92,674 |
893,777 |
-192,131 |
3-Mth Euribor(LIFFE) |
Dec00 |
001211 |
95.030 |
95.040 |
95.025 |
95.035 |
-0.005 |
26,972 |
268,388 |
-2,212 |
Mar01 |
001211 |
95.110 |
95.110 |
95.085 |
95.100 |
-0.015 |
46,747 |
311,448 |
-5,170 |
Jun01 |
001211 |
95.225 |
95.225 |
95.190 |
95.205 |
-0.025 |
37,050 |
246,379 |
+3,326 |
Total Volume and Open Interest |
245,642 |
1,502,900 |
+237,880 |
3-Mth Aus T-Bills(SFE) |
Dec00 |
001207 |
93.80 |
93.84 |
93.80 |
93.82 |
+0.02 |
15,219 |
147,664 |
+0 |
Mar01 |
001211 |
94.10 |
94.11 |
94.07 |
94.09 |
-0.06 |
10,138 |
195,678 |
+0 |
Jun01 |
001211 |
94.24 |
94.24 |
94.21 |
94.23 |
-0.05 |
3,746 |
50,995 |
+0 |
Sep01 |
001211 |
94.30 |
94.31 |
94.29 |
94.31 |
-0.04 |
1,582 |
25,825 |
+0 |
Dec01 |
001211 |
94.31 |
94.32 |
94.30 |
94.32 |
-0.05 |
375 |
14,319 |
+0 |
Mar02 |
001211 |
94.26 |
94.29 |
94.26 |
94.29 |
-0.05 |
210 |
9,670 |
+0 |
Jun02 |
001211 |
94.19 |
94.20 |
94.19 |
94.20 |
-0.05 |
75 |
6,079 |
+0 |
Sep02 |
001211 |
94.11 |
94.11 |
94.11 |
94.11 |
-0.05 |
403 |
5,417 |
+0 |
Dec02 |
001211 |
94.03 |
94.04 |
94.03 |
94.04 |
-0.05 |
535 |
2,576 |
+0 |
Mar03 |
001211 |
93.97 |
93.97 |
93.97 |
93.97 |
-0.05 |
461 |
1,322 |
+0 |
Total Volume and Open Interest |
17,980 |
293,194 |
-170,086 |
10-Year Aus T-Bonds(SFE) |
Dec00 |
001211 |
94.39 |
94.40 |
94.36 |
94.36 |
-174.09 |
1,807 |
183,944 |
+2,862 |
Mar01 |
001211 |
94.40 |
94.42 |
94.38 |
94.39 |
-0.06 |
3,029 |
7,690 |
+2,809 |
Total Volume and Open Interest |
2,015 |
191,634 |
+5,671 |
3-Year Aus T-Bonds(SFE) |
Dec00 |
001211 |
94.56 |
94.58 |
94.53 |
94.55 |
-0.05 |
3,812 |
547,933 |
+0 |
Mar01 |
001211 |
94.61 |
94.63 |
94.60 |
94.62 |
-0.04 |
810 |
26,883 |
+0 |
Total Volume and Open Interest |
4,622 |
579,158 |
+4,342 |
Gold(CMX) |
Dec00 |
001211 |
270.7 |
270.7 |
269.2 |
270.2 |
-2.0 |
36 |
296 |
-62 |
Feb01 |
001211 |
274.7 |
274.7 |
272.3 |
273.1 |
-2.0 |
12,355 |
71,413 |
-1,082 |
Apr01 |
001211 |
276.5 |
276.9 |
275.0 |
275.6 |
-2.0 |
280 |
7,094 |
+103 |
Jun01 |
001211 |
280.0 |
280.0 |
277.5 |
278.1 |
-2.0 |
227 |
12,180 |
+159 |
Aug01 |
001211 |
280.3 |
280.3 |
280.3 |
280.3 |
-2.0 |
1 |
3,232 |
-1 |
Oct01 |
001211 |
282.3 |
282.3 |
282.3 |
282.3 |
-2.0 |
0 |
693 |
+0 |
Total Volume and Open Interest |
12,937 |
111,542 |
-846 |
Silver(CMX) |
Dec00 |
001211 |
465.5 |
466.5 |
465.5 |
465.6 |
+0.8 |
14 |
723 |
-16 |
Mar01 |
001211 |
473.5 |
474.0 |
471.5 |
473.3 |
+0.8 |
7,347 |
57,445 |
+574 |
May01 |
001211 |
477.5 |
477.5 |
476.0 |
477.4 |
+0.8 |
276 |
2,224 |
-22 |
Jul01 |
001211 |
480.0 |
481.8 |
480.0 |
481.8 |
+0.8 |
121 |
3,717 |
+72 |
Sep01 |
001211 |
486.2 |
486.2 |
486.2 |
486.2 |
+0.8 |
0 |
3,085 |
+0 |
Total Volume and Open Interest |
7,929 |
74,626 |
+731 |
Platinum(NYM) |
Jan01 |
001211 |
610.5 |
617.0 |
609.0 |
614.1 |
+6.2 |
585 |
7,960 |
-216 |
Apr01 |
001211 |
602.8 |
608.0 |
602.8 |
605.1 |
+6.2 |
85 |
703 |
+34 |
Total Volume and Open Interest |
670 |
8,673 |
-182 |
Palladium(NYME) |
Dec00 |
001211 |
919.05 |
919.05 |
919.05 |
919.05 |
+13.25 |
1 |
10 |
+0 |
Mar01 |
001211 |
915.00 |
923.50 |
915.00 |
919.05 |
+13.25 |
109 |
1,697 |
+47 |
Jun01 |
001211 |
914.05 |
914.05 |
914.05 |
914.05 |
+13.25 |
0 |
136 |
+0 |
Total Volume and Open Interest |
109 |
1,843 |
+47 |
Copper(CMX) |
Dec00 |
001211 |
89.20 |
89.90 |
88.90 |
88.95 |
+0.20 |
1,436 |
5,440 |
-234 |
Mar01 |
001211 |
89.45 |
90.10 |
89.10 |
89.15 |
+0.05 |
8,214 |
32,444 |
-432 |
May01 |
001211 |
88.90 |
89.00 |
88.65 |
88.65 |
+0.15 |
184 |
3,811 |
-65 |
Jul01 |
001211 |
88.65 |
89.10 |
88.45 |
88.45 |
+0.20 |
210 |
4,813 |
+47 |
Sep01 |
001211 |
88.80 |
88.80 |
88.30 |
88.30 |
+0.20 |
45 |
2,328 |
-11 |
Total Volume and Open Interest |
12,290 |
71,296 |
+593 |
DJIA Index(CBOT) |
Dec00 |
001211 |
10680 |
10805 |
10665 |
10735 |
+245 |
2,277 |
14,769 |
-502 |
Mar01 |
001211 |
10835 |
10945 |
10800 |
10875 |
+245 |
13,262 |
10,204 |
+975 |
Jun01 |
001211 |
11012 |
11012 |
11012 |
11012 |
+245 |
3 |
13 |
+3 |
Sep01 |
001211 |
11148 |
11148 |
11148 |
11148 |
+245 |
0 |
1 |
+0 |
Total Volume and Open Interest |
15,542 |
24,994 |
+476 |
S & P 500(CME) |
Dec00 |
001211 |
1366.00 |
1392.00 |
1363.00 |
1382.50 |
+44.80 |
5,647 |
213,143 |
-26,328 |
Mar01 |
001211 |
1388.00 |
1412.50 |
1384.00 |
1403.00 |
+45.50 |
120,943 |
308,677 |
+47,508 |
Jun01 |
001211 |
1408.20 |
1428.50 |
1408.20 |
1422.30 |
+45.80 |
202 |
3,396 |
+395 |
Sep01 |
001211 |
1442.10 |
1447.00 |
1442.10 |
1442.10 |
+47.10 |
28 |
639 |
+62 |
Total Volume and Open Interest |
126,851 |
526,315 |
+21,638 |
S & P 500 E-Mini(Globex) |
Dec00 |
001211 |
1368.50 |
1392.00 |
1362.50 |
1382.50 |
+44.75 |
6,007 |
62,959 |
-2,167 |
Mar01 |
001211 |
1386.50 |
1412.25 |
1381.25 |
1403.00 |
+45.50 |
90,260 |
16,708 |
+6,096 |
Total Volume and Open Interest |
96,267 |
79,667 |
+3,929 |
NASDAQ 100(CME) |
Dec00 |
001211 |
2900.00 |
2990.00 |
2860.00 |
2981.50 |
+221.50 |
2,815 |
32,803 |
-3,588 |
Mar01 |
001211 |
2940.00 |
3048.00 |
2900.00 |
3032.50 |
+225.00 |
0 |
20,180 |
+5,546 |
Jun01 |
001211 |
3080.00 |
3083.50 |
3080.00 |
3083.50 |
+228.50 |
0 |
1 |
+0 |
Total Volume and Open Interest |
2,815 |
52,984 |
+1,958 |
NASDAQ 100 E-Mini(GLOBEX) |
Dec00 |
001211 |
2855.0 |
2995.0 |
2848.0 |
2981.5 |
+221.5 |
4,182 |
52,560 |
-1,170 |
Mar01 |
001211 |
2902.5 |
3048.0 |
2892.0 |
3032.5 |
+225.0 |
78,071 |
12,105 |
+5,086 |
Total Volume and Open Interest |
82,253 |
12,105 |
-48,644 |
NYSE Composite(NYBOT) |
Dec00 |
001211 |
652.00 |
666.75 |
652.00 |
658.50 |
+19.05 |
1,558 |
822 |
+0 |
Mar01 |
001211 |
661.00 |
670.00 |
661.00 |
667.25 |
+19.05 |
2,111 |
1,356 |
+0 |
Jun01 |
001211 |
676.00 |
676.00 |
676.00 |
676.00 |
+19.05 |
0 |
202 |
+0 |
Total Volume and Open Interest |
|
|
|
S & P Midcap 400(CME) |
Dec00 |
001211 |
525.00 |
536.00 |
524.00 |
534.20 |
+16.25 |
449 |
12,944 |
-786 |
Mar01 |
001211 |
536.00 |
544.50 |
532.50 |
542.25 |
+16.75 |
1,195 |
6,822 |
+1,654 |
Jun01 |
001211 |
549.45 |
549.45 |
549.45 |
549.45 |
+16.75 |
0 |
1 |
+0 |
Total Volume and Open Interest |
1,644 |
19,767 |
+868 |
Russell 2000(CME) |
Dec00 |
001211 |
478.00 |
488.20 |
478.00 |
488.20 |
+16.60 |
401 |
10,849 |
-1,278 |
Mar01 |
001211 |
487.00 |
496.00 |
486.00 |
494.75 |
+16.75 |
1,617 |
6,909 |
+1,980 |
Jun01 |
001211 |
502.35 |
502.60 |
502.35 |
502.35 |
+16.75 |
|
|
|
Total Volume and Open Interest |
2,018 |
17,758 |
+702 |
Value Line(KCBT) |
Dec00 |
001211 |
1102.00 |
1129.00 |
1100.00 |
1129.00 |
+49.00 |
76 |
185 |
+3 |
Total Volume and Open Interest |
175 |
257 |
+61 |
Nikkei 225(CME) |
Mar01 |
001211 |
15110 |
15190 |
15080 |
15120 |
+310 |
1,316 |
12,888 |
+444 |
Jun01 |
001211 |
15110 |
15110 |
15110 |
15110 |
+300 |
0 |
3 |
+0 |
Total Volume and Open Interest |
1,343 |
23,882 |
-893 |
Nikkei 225(SIMEX) |
Dec00 |
001207 |
14730 |
14820 |
14630 |
14660 |
-220 |
38,387 |
62,844 |
-10,129 |
Mar01 |
001211 |
14900 |
15130 |
14830 |
15105 |
+340 |
10,314 |
83,693 |
+1,923 |
Jun01 |
001211 |
15085 |
15085 |
15085 |
15085 |
+340 |
0 |
1,641 |
+0 |
Total Volume and Open Interest |
33,127 |
86,429 |
+1,923 |
CAC 40(MATIF) |
Dec00 |
001211 |
6040.5 |
6117.0 |
6027.0 |
6100.0 |
+98.0 |
71,603 |
346,314 |
+17,349 |
Jan01 |
001211 |
6115.0 |
6133.0 |
6106.0 |
6132.5 |
+105.0 |
3,410 |
4,746 |
+3,234 |
Feb01 |
001211 |
6084.5 |
6145.5 |
6083.5 |
6145.5 |
+45.0 |
15 |
74 |
+11 |
Total Volume and Open Interest |
79,543 |
374,125 |
+24,982 |
DAX Index(EUREX) |
Dec00 |
001211 |
6749.0 |
6810.5 |
6731.5 |
6790.0 |
+108.0 |
49,604 |
166,508 |
+0 |
Mar01 |
001211 |
6830.0 |
6888.5 |
6817.0 |
6869.5 |
+107.5 |
17,752 |
43,910 |
+0 |
Jun01 |
001211 |
6904.0 |
6952.5 |
6904.0 |
6938.0 |
+110.5 |
203 |
9,742 |
+0 |
Total Volume and Open Interest |
67,559 |
220,160 |
+12,204 |
FT-SE 100(LIFFE) |
Dec00 |
001211 |
6325.00 |
6383.00 |
6307.00 |
6368.00 |
+70.50 |
57,190 |
165,753 |
-20,603 |
Mar01 |
001211 |
6400.00 |
6428.00 |
6358.00 |
6414.50 |
+70.50 |
30,625 |
101,018 |
+11,398 |
Jun01 |
001211 |
6476.50 |
6479.50 |
6470.50 |
6479.50 |
+70.00 |
1,000 |
8,303 |
+0 |
Total Volume and Open Interest |
88,815 |
275,074 |
-9,205 |
SPI 200(SFE) |
Dec00 |
001211 |
3328.0 |
3351.0 |
3325.0 |
3345.0 |
+26.0 |
12,382 |
0 |
-145,162 |
Mar01 |
001211 |
3358.0 |
3375.0 |
3353.0 |
3371.0 |
+27.0 |
280 |
0 |
-6,809 |
Jun01 |
001211 |
3398.0 |
3398.0 |
3398.0 |
3398.0 |
+27.0 |
|
|
|
Total Volume and Open Interest |
12,662 |
160,558 |
+8,400 |
GSCI(CME) |
Dec00 |
001211 |
256.10 |
257.40 |
253.70 |
257.30 |
+9.05 |
5,715 |
25,669 |
-5,097 |
Jan01 |
001211 |
252.50 |
253.90 |
251.00 |
253.70 |
+8.40 |
5,599 |
10,231 |
+5,429 |
Feb01 |
001211 |
244.00 |
244.00 |
244.00 |
244.00 |
+6.95 |
0 |
16 |
+0 |
Total Volume and Open Interest |
11,314 |
35,916 |
+332 |
Bridge CRB Index(NYBOT) |
Jan01 |
001211 |
230.80 |
231.50 |
230.10 |
230.25 |
+1.00 |
97 |
455 |
-29 |
Feb01 |
001211 |
228.00 |
228.25 |
227.40 |
227.50 |
+0.95 |
14 |
661 |
-1 |
Apr01 |
001211 |
224.95 |
224.95 |
224.95 |
224.95 |
+1.10 |
11 |
310 |
+0 |
Total Volume and Open Interest |
261 |
1,426 |
-30 |
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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