 |
MRCI's Free Historical Futures Prices |
Daily Futures Price Listing Wed December 13, 2000 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Jan01 |
001213 |
506.50 |
509.25 |
505.00 |
506.50 |
-0.75 |
26,348 |
72,218 |
-1,342 |
Mar01 |
001213 |
514.50 |
518.50 |
514.25 |
516.25 |
+0.75 |
9,836 |
51,305 |
+990 |
May01 |
001213 |
520.00 |
524.50 |
520.00 |
522.00 |
+1.25 |
3,575 |
22,689 |
-315 |
Jul01 |
001213 |
526.00 |
529.75 |
525.50 |
527.50 |
+1.50 |
3,906 |
27,755 |
+915 |
Aug01 |
001213 |
526.00 |
529.50 |
525.50 |
526.50 |
+1.25 |
215 |
1,426 |
+80 |
Sep01 |
001213 |
523.00 |
524.00 |
522.00 |
522.00 |
+2.00 |
23 |
575 |
-22 |
Nov01 |
001213 |
522.00 |
527.00 |
522.00 |
522.75 |
+0.75 |
1,117 |
9,863 |
+490 |
Total Volume and Open Interest |
45,020 |
185,875 |
+796 |
Soybean Meal(CBOT) |
Dec00 |
001213 |
193.50 |
194.80 |
191.40 |
194.40 |
+1.00 |
5,511 |
2,815 |
-2,294 |
Jan01 |
001213 |
190.00 |
190.50 |
188.80 |
189.70 |
-0.60 |
11,373 |
46,089 |
-456 |
Mar01 |
001213 |
186.50 |
187.80 |
185.60 |
186.20 |
-0.50 |
4,650 |
41,809 |
+887 |
May01 |
001213 |
182.70 |
183.50 |
181.60 |
182.50 |
-0.10 |
1,587 |
19,237 |
+335 |
Jul01 |
001213 |
181.00 |
181.50 |
180.20 |
180.70 |
-0.20 |
1,937 |
11,981 |
+96 |
Aug01 |
001213 |
179.00 |
179.50 |
178.00 |
178.20 |
unch |
272 |
3,454 |
+137 |
Sep01 |
001213 |
177.80 |
178.80 |
177.00 |
178.00 |
+0.50 |
7 |
1,886 |
+4 |
Oct01 |
001213 |
175.50 |
175.50 |
174.60 |
174.60 |
+0.80 |
28 |
847 |
+33 |
Total Volume and Open Interest |
25,502 |
130,909 |
-1,155 |
Soybean Oil(CBOT) |
Dec00 |
001213 |
14.75 |
14.82 |
14.70 |
14.75 |
+0.03 |
531 |
349 |
-37 |
Jan01 |
001213 |
14.93 |
15.06 |
14.91 |
14.94 |
+0.03 |
6,506 |
38,226 |
+383 |
Mar01 |
001213 |
15.32 |
15.46 |
15.32 |
15.35 |
+0.03 |
3,827 |
49,870 |
+1,167 |
May01 |
001213 |
15.75 |
15.87 |
15.75 |
15.78 |
+0.06 |
1,028 |
15,592 |
+367 |
Jul01 |
001213 |
16.13 |
16.29 |
16.13 |
16.18 |
+0.06 |
1,537 |
12,688 |
+583 |
Aug01 |
001213 |
16.36 |
16.42 |
16.28 |
16.29 |
+0.06 |
163 |
2,740 |
+117 |
Sep01 |
001213 |
16.60 |
16.60 |
16.45 |
16.51 |
+0.15 |
7 |
2,334 |
+4 |
Oct01 |
001213 |
16.70 |
16.78 |
16.70 |
16.73 |
+0.07 |
0 |
2,353 |
+0 |
Total Volume and Open Interest |
13,788 |
131,016 |
+2,746 |
Canola(WCE) |
Jan01 |
001213 |
269.7 |
270.7 |
269.3 |
270.4 |
+0.7 |
6,409 |
26,992 |
-945 |
Mar01 |
001213 |
275.5 |
276.7 |
275.2 |
276.4 |
+0.8 |
3,938 |
27,957 |
-14 |
May01 |
001213 |
281.0 |
282.0 |
281.0 |
282.0 |
+1.4 |
26 |
3,392 |
+9 |
Jul01 |
001213 |
286.0 |
288.0 |
286.0 |
288.0 |
+1.6 |
180 |
4,505 |
+125 |
Aug01 |
001213 |
286.0 |
286.0 |
286.0 |
286.0 |
+0.5 |
0 |
58 |
+0 |
Total Volume and Open Interest |
10,618 |
64,697 |
-775 |
Corn(CBOT) |
Dec00 |
001213 |
206.25 |
208.00 |
205.75 |
207.50 |
+0.75 |
3,544 |
3,856 |
-1,701 |
Jan01 |
001213 |
208.00 |
209.50 |
208.00 |
209.50 |
+1.25 |
509 |
3,044 |
+270 |
Mar01 |
001213 |
216.00 |
218.00 |
215.50 |
217.50 |
+1.25 |
26,955 |
240,050 |
-1,815 |
May01 |
001213 |
224.00 |
226.25 |
223.75 |
225.50 |
+1.00 |
3,313 |
59,944 |
-4 |
Jul01 |
001213 |
231.75 |
233.75 |
231.25 |
233.50 |
+1.00 |
1,633 |
58,988 |
+155 |
Sep01 |
001213 |
239.75 |
241.25 |
239.50 |
240.50 |
+1.00 |
221 |
7,192 |
-15 |
Total Volume and Open Interest |
38,601 |
409,551 |
-2,622 |
Wheat(CBOT) |
Dec00 |
001213 |
254.00 |
256.50 |
254.00 |
255.00 |
+0.50 |
196 |
529 |
-560 |
Mar01 |
001213 |
269.50 |
272.50 |
269.25 |
270.25 |
-0.25 |
13,231 |
96,682 |
+17 |
May01 |
001213 |
280.50 |
283.25 |
280.50 |
281.00 |
-0.25 |
1,276 |
10,402 |
+494 |
Jul01 |
001213 |
290.50 |
293.50 |
290.00 |
291.50 |
-0.25 |
1,777 |
22,735 |
+641 |
Sep01 |
001213 |
301.00 |
302.50 |
301.00 |
301.25 |
unch |
6 |
1,130 |
+5 |
Total Volume and Open Interest |
16,571 |
134,549 |
+617 |
Wheat(KCBT) |
Dec00 |
001213 |
302.50 |
305.25 |
302.50 |
304.25 |
+1.75 |
20 |
52 |
-46 |
Mar01 |
001213 |
315.50 |
318.50 |
315.00 |
316.00 |
unch |
5,145 |
50,953 |
-1,260 |
May01 |
001213 |
324.50 |
327.50 |
324.25 |
325.50 |
+0.50 |
611 |
5,319 |
+297 |
Jul01 |
001213 |
333.00 |
336.00 |
332.50 |
333.50 |
unch |
1,241 |
9,513 |
+84 |
Sep01 |
001213 |
342.50 |
342.50 |
342.00 |
342.00 |
+1.00 |
5 |
363 |
+4 |
Total Volume and Open Interest |
7,022 |
66,318 |
-921 |
Wheat(MGE) |
Dec00 |
001213 |
314.00 |
314.00 |
314.00 |
314.00 |
unch |
0 |
6 |
+0 |
Mar01 |
001213 |
320.50 |
322.75 |
320.50 |
320.50 |
-0.50 |
2,239 |
17,084 |
-272 |
May01 |
001213 |
330.00 |
331.75 |
329.50 |
329.50 |
-1.00 |
542 |
3,473 |
+142 |
Jul01 |
001213 |
337.50 |
339.00 |
337.00 |
337.25 |
-0.50 |
410 |
2,346 |
+156 |
Sep01 |
001213 |
345.00 |
346.50 |
345.00 |
345.50 |
-0.25 |
24 |
679 |
+13 |
Total Volume and Open Interest |
3,215 |
23,795 |
+39 |
Oats(CBOT) |
Dec00 |
001213 |
101.00 |
101.25 |
101.00 |
101.25 |
-0.75 |
24 |
4 |
-24 |
Mar01 |
001213 |
110.00 |
110.50 |
110.00 |
110.00 |
unch |
456 |
10,618 |
-190 |
May01 |
001213 |
116.50 |
116.75 |
116.00 |
116.00 |
unch |
61 |
1,234 |
-14 |
Jul01 |
001213 |
122.25 |
122.50 |
122.00 |
122.00 |
+0.50 |
0 |
886 |
+0 |
Total Volume and Open Interest |
568 |
14,006 |
-172 |
Rough Rice(CBOT) |
Jan01 |
001213 |
6.15 |
6.15 |
6.12 |
6.12 |
-0.07 |
35 |
3,005 |
-10 |
Mar01 |
001213 |
6.40 |
6.42 |
6.37 |
6.38 |
-0.09 |
52 |
1,617 |
-65 |
May01 |
001213 |
6.66 |
6.66 |
6.60 |
6.60 |
-0.11 |
6 |
589 |
-4 |
Jul01 |
001213 |
6.87 |
6.87 |
6.82 |
6.82 |
-0.10 |
0 |
558 |
+0 |
Total Volume and Open Interest |
93 |
5,990 |
-79 |
Live Cattle(CME) |
Dec00 |
001213 |
76.875 |
77.200 |
76.400 |
77.025 |
+0.300 |
3,660 |
12,109 |
-1,587 |
Feb01 |
001213 |
77.500 |
77.775 |
77.050 |
77.500 |
unch |
7,146 |
67,385 |
+1,192 |
Apr01 |
001213 |
78.225 |
78.475 |
77.900 |
78.425 |
+0.200 |
2,459 |
30,008 |
+1,050 |
Jun01 |
001213 |
74.150 |
74.450 |
74.000 |
74.350 |
+0.150 |
1,304 |
10,259 |
+283 |
Aug01 |
001213 |
74.175 |
74.450 |
74.000 |
74.275 |
+0.100 |
768 |
9,986 |
+311 |
Oct01 |
001213 |
75.675 |
75.800 |
75.400 |
75.775 |
+0.050 |
317 |
2,621 |
+296 |
Total Volume and Open Interest |
15,770 |
133,067 |
+1,635 |
Feeder Cattle(CME) |
Jan01 |
001213 |
91.375 |
91.425 |
91.000 |
91.225 |
-0.100 |
665 |
8,625 |
-47 |
Mar01 |
001213 |
90.325 |
90.375 |
89.950 |
90.200 |
-0.175 |
305 |
5,103 |
+20 |
Apr01 |
001213 |
89.850 |
89.900 |
89.550 |
89.875 |
-0.075 |
107 |
1,959 |
+60 |
May01 |
001213 |
89.025 |
89.250 |
88.750 |
89.200 |
unch |
156 |
1,961 |
+90 |
Aug01 |
001213 |
89.200 |
89.450 |
89.050 |
89.350 |
+0.025 |
68 |
951 |
+44 |
Sep01 |
001213 |
88.950 |
89.200 |
88.950 |
89.200 |
-0.025 |
19 |
220 |
+19 |
Oct01 |
001213 |
89.000 |
89.000 |
88.950 |
89.000 |
-0.225 |
23 |
116 |
+18 |
Total Volume and Open Interest |
1,356 |
19,006 |
+216 |
Lean Hogs(CME) |
Dec00 |
001213 |
58.250 |
58.875 |
58.100 |
58.825 |
+0.950 |
2,870 |
6,200 |
-502 |
Feb01 |
001213 |
58.900 |
59.050 |
58.650 |
58.800 |
unch |
4,292 |
28,477 |
-195 |
Apr01 |
001213 |
58.150 |
58.600 |
58.000 |
58.425 |
+0.300 |
840 |
6,002 |
+35 |
Jun01 |
001213 |
63.750 |
64.000 |
63.600 |
63.875 |
+0.025 |
239 |
4,189 |
-37 |
Jul01 |
001213 |
61.350 |
61.700 |
61.350 |
61.500 |
+0.150 |
62 |
1,248 |
+16 |
Aug01 |
001213 |
59.475 |
59.575 |
59.350 |
59.550 |
+0.050 |
14 |
610 |
+0 |
Oct01 |
001213 |
51.200 |
51.450 |
50.950 |
51.375 |
+0.075 |
30 |
1,086 |
+26 |
Dec01 |
001213 |
48.550 |
48.600 |
48.475 |
48.600 |
+0.100 |
1 |
999 |
+0 |
Total Volume and Open Interest |
8,348 |
48,841 |
-657 |
Pork Bellies(CME) |
Feb01 |
001213 |
67.575 |
68.200 |
66.400 |
66.700 |
-1.500 |
469 |
2,165 |
+3 |
Mar01 |
001213 |
67.550 |
68.000 |
66.550 |
66.650 |
-1.600 |
51 |
169 |
+11 |
May01 |
001213 |
68.850 |
69.550 |
67.800 |
67.800 |
-1.700 |
13 |
127 |
-9 |
Jul01 |
001213 |
68.500 |
70.050 |
68.500 |
68.750 |
-1.100 |
6 |
54 |
-5 |
Aug01 |
001213 |
68.000 |
68.000 |
67.750 |
67.875 |
-1.925 |
1 |
29 |
+1 |
Total Volume and Open Interest |
540 |
2,544 |
+1 |
Cocoa(NYBOT) |
Dec00 |
001213 |
702 |
702 |
692 |
692 |
+18 |
4 |
5 |
-3 |
Mar01 |
001213 |
720 |
726 |
718 |
723 |
+7 |
3,059 |
48,265 |
+246 |
May01 |
001213 |
742 |
745 |
739 |
742 |
+6 |
575 |
18,470 |
+109 |
Jul01 |
001213 |
765 |
766 |
760 |
763 |
+5 |
111 |
14,658 |
-17 |
Sep01 |
001213 |
786 |
786 |
783 |
783 |
+4 |
259 |
11,783 |
+180 |
Dec01 |
001213 |
814 |
816 |
810 |
810 |
+1 |
23 |
13,064 |
+19 |
Mar02 |
001213 |
844 |
845 |
838 |
838 |
+1 |
201 |
11,869 |
+122 |
Total Volume and Open Interest |
4,363 |
139,175 |
+711 |
Coffee "C"(NYBOT) |
Dec00 |
001213 |
64.75 |
65.00 |
63.75 |
63.75 |
-0.45 |
62 |
535 |
-9 |
Mar01 |
001213 |
68.25 |
68.90 |
67.75 |
68.00 |
-0.25 |
3,797 |
30,318 |
-379 |
May01 |
001213 |
71.40 |
71.80 |
71.00 |
71.05 |
-0.25 |
377 |
6,306 |
-90 |
Jul01 |
001213 |
74.50 |
74.85 |
74.10 |
74.10 |
-0.30 |
147 |
2,800 |
+6 |
Sep01 |
001213 |
77.50 |
77.50 |
77.00 |
77.00 |
-0.35 |
47 |
2,677 |
+19 |
Dec01 |
001213 |
82.00 |
82.00 |
81.25 |
81.25 |
-0.35 |
44 |
1,931 |
+4 |
Total Volume and Open Interest |
4,521 |
44,640 |
-433 |
Orange Juice(NYBOT) |
Jan01 |
001213 |
82.10 |
82.10 |
80.55 |
81.10 |
-2.15 |
2,837 |
12,671 |
-1,261 |
Mar01 |
001213 |
85.00 |
85.70 |
84.45 |
85.30 |
-1.85 |
3,053 |
15,373 |
+1,461 |
May01 |
001213 |
87.75 |
88.25 |
87.25 |
87.90 |
-1.90 |
209 |
2,263 |
+107 |
Jul01 |
001213 |
89.75 |
90.25 |
89.25 |
90.25 |
-1.75 |
72 |
825 |
+70 |
Sep01 |
001213 |
92.50 |
92.50 |
92.50 |
92.50 |
-1.75 |
0 |
326 |
+0 |
Total Volume and Open Interest |
6,171 |
31,906 |
+377 |
Sugar #11(NYBOT) |
Mar01 |
001213 |
9.68 |
9.73 |
9.36 |
9.41 |
-0.24 |
4,566 |
70,139 |
-87 |
May01 |
001213 |
9.21 |
9.27 |
8.98 |
8.99 |
-0.21 |
886 |
18,634 |
+253 |
Jul01 |
001213 |
8.69 |
8.70 |
8.46 |
8.47 |
-0.16 |
101 |
23,169 |
-20 |
Oct01 |
001213 |
8.31 |
8.32 |
8.08 |
8.08 |
-0.17 |
147 |
20,356 |
+41 |
Mar02 |
001213 |
8.22 |
8.22 |
8.00 |
8.00 |
-0.15 |
2 |
8,747 |
-1 |
Total Volume and Open Interest |
5,702 |
143,581 |
+186 |
London Cocoa(LCE) |
Dec00 |
001212 |
534 |
537 |
533 |
534 |
-4 |
3,911 |
13,944 |
-3,097 |
Mar01 |
001213 |
553 |
562 |
553 |
558 |
+5 |
8,720 |
60,099 |
+69 |
May01 |
001213 |
567 |
574 |
565 |
569 |
+4 |
2,030 |
32,669 |
-209 |
Jul01 |
001213 |
578 |
581 |
575 |
579 |
+1 |
636 |
15,744 |
+226 |
Sep01 |
001213 |
593 |
594 |
587 |
591 |
-1 |
976 |
21,808 |
-283 |
Dec01 |
001213 |
618 |
619 |
609 |
613 |
-2 |
144 |
9,288 |
+90 |
Mar02 |
001213 |
638 |
640 |
633 |
633 |
-3 |
4,633 |
22,435 |
+4,369 |
Total Volume and Open Interest |
20,833 |
181,153 |
-10,106 |
London Coffee(LCE) |
Jan01 |
001213 |
607.00 |
614.00 |
604.00 |
608.00 |
unch |
2,380 |
23,855 |
-503 |
Mar01 |
001213 |
631.00 |
635.00 |
624.00 |
629.00 |
+1.00 |
1,766 |
19,469 |
+634 |
May01 |
001213 |
649.00 |
655.00 |
644.00 |
651.00 |
+1.00 |
494 |
8,001 |
+147 |
Jul01 |
001213 |
674.00 |
679.00 |
669.00 |
674.00 |
+3.00 |
105 |
3,552 |
+26 |
Sep01 |
001213 |
697.00 |
701.00 |
695.00 |
696.00 |
+3.00 |
87 |
2,005 |
+42 |
Nov01 |
001213 |
720.00 |
720.00 |
716.00 |
716.00 |
-1.00 |
56 |
3,774 |
+6 |
Total Volume and Open Interest |
4,905 |
61,136 |
+355 |
London Sugar(LCE) |
Dec00 |
001115 |
225.50 |
233.60 |
224.60 |
225.00 |
-0.30 |
902 |
2,074 |
-764 |
Mar01 |
001213 |
242.50 |
243.20 |
237.00 |
238.00 |
-4.40 |
724 |
23,429 |
+54 |
May01 |
001213 |
239.10 |
239.50 |
234.50 |
234.50 |
-4.40 |
113 |
4,592 |
+90 |
Aug01 |
001213 |
234.10 |
234.10 |
231.00 |
231.00 |
-4.10 |
20 |
6,901 |
+10 |
Oct01 |
001213 |
225.00 |
225.00 |
223.80 |
224.00 |
-3.80 |
5 |
2,496 |
+0 |
Total Volume and Open Interest |
864 |
38,732 |
+156 |
Cotton(NYBOT) |
Mar01 |
001213 |
65.60 |
65.95 |
64.95 |
65.03 |
-0.56 |
17,288 |
33,662 |
-1,005 |
May01 |
001213 |
67.40 |
67.65 |
66.75 |
66.85 |
-0.53 |
3,765 |
13,872 |
+773 |
Jul01 |
001213 |
68.51 |
68.70 |
68.05 |
68.20 |
-0.36 |
861 |
7,481 |
+262 |
Oct01 |
001213 |
65.50 |
65.50 |
65.05 |
65.10 |
-0.50 |
28 |
829 |
+9 |
Dec01 |
001213 |
64.90 |
64.90 |
64.15 |
64.35 |
-0.55 |
381 |
6,927 |
-3 |
Mar02 |
001213 |
65.75 |
65.75 |
65.50 |
65.50 |
-0.55 |
0 |
96 |
+0 |
Total Volume and Open Interest |
44,823 |
63,004 |
+36 |
Lumber(CME) |
Jan01 |
001213 |
217.3 |
220.2 |
216.5 |
220.0 |
+1.9 |
660 |
1,866 |
-151 |
Mar01 |
001213 |
229.5 |
233.5 |
229.0 |
233.1 |
+3.1 |
194 |
1,462 |
+39 |
May01 |
001213 |
236.7 |
240.3 |
236.7 |
239.5 |
+2.3 |
152 |
714 |
+34 |
Jul01 |
001213 |
245.2 |
247.6 |
245.1 |
247.3 |
+2.1 |
52 |
222 |
+30 |
Total Volume and Open Interest |
1,058 |
4,308 |
-48 |
Crude Oil(NYM) |
Jan01 |
001213 |
29.75 |
29.98 |
28.50 |
28.74 |
-0.94 |
60,269 |
73,924 |
-8,264 |
Feb01 |
001213 |
29.15 |
29.25 |
27.90 |
28.12 |
-0.98 |
42,644 |
77,977 |
+6,078 |
Mar01 |
001213 |
28.65 |
28.65 |
27.40 |
27.62 |
-0.95 |
9,834 |
35,499 |
+242 |
Apr01 |
001213 |
28.19 |
28.20 |
27.21 |
27.21 |
-0.93 |
3,453 |
25,445 |
+324 |
May01 |
001213 |
27.70 |
27.70 |
26.83 |
26.83 |
-0.92 |
2,437 |
17,153 |
-220 |
Jun01 |
001213 |
27.30 |
27.37 |
26.48 |
26.48 |
-0.92 |
3,225 |
30,738 |
+1,015 |
Jul01 |
001213 |
26.17 |
26.17 |
26.17 |
26.17 |
-0.91 |
620 |
12,367 |
+255 |
Aug01 |
001213 |
25.88 |
25.88 |
25.88 |
25.88 |
-0.90 |
211 |
10,858 |
+8 |
Sep01 |
001213 |
26.20 |
26.20 |
25.61 |
25.61 |
-0.89 |
258 |
11,612 |
-89 |
Oct01 |
001213 |
25.36 |
25.36 |
25.36 |
25.36 |
-0.88 |
898 |
7,633 |
-729 |
Total Volume and Open Interest |
126,770 |
450,187 |
-1,474 |
Heating Oil(NYM) |
Jan01 |
001213 |
96.25 |
97.85 |
90.50 |
90.97 |
-5.15 |
22,565 |
45,681 |
-503 |
Feb01 |
001213 |
92.90 |
94.10 |
88.25 |
88.56 |
-4.07 |
13,105 |
38,507 |
+2,594 |
Mar01 |
001213 |
85.90 |
87.00 |
82.30 |
82.46 |
-3.42 |
4,430 |
18,177 |
-104 |
Apr01 |
001213 |
78.60 |
80.20 |
76.31 |
76.31 |
-2.97 |
2,323 |
10,664 |
+276 |
May01 |
001213 |
75.20 |
75.40 |
72.06 |
72.06 |
-2.77 |
456 |
6,485 |
-134 |
Jun01 |
001213 |
72.60 |
73.75 |
70.21 |
70.21 |
-2.72 |
548 |
6,192 |
+224 |
Jul01 |
001213 |
72.20 |
72.20 |
69.41 |
69.41 |
-2.67 |
73 |
3,666 |
+82 |
Aug01 |
001213 |
72.40 |
72.40 |
69.21 |
69.21 |
-2.62 |
195 |
3,958 |
+156 |
Sep01 |
001213 |
72.40 |
72.40 |
69.76 |
69.76 |
-2.57 |
306 |
2,516 |
+40 |
Oct01 |
001213 |
72.95 |
72.95 |
70.31 |
70.31 |
-2.57 |
47 |
1,337 |
-24 |
Total Volume and Open Interest |
44,184 |
145,411 |
+2,650 |
Unleaded Gas(NYM) |
Jan01 |
001213 |
76.20 |
77.00 |
75.10 |
75.61 |
-0.92 |
12,866 |
25,309 |
-1,646 |
Feb01 |
001213 |
76.70 |
77.60 |
75.90 |
76.29 |
-1.01 |
7,378 |
16,038 |
+1,846 |
Mar01 |
001213 |
77.35 |
78.20 |
76.91 |
76.91 |
-1.01 |
2,316 |
11,198 |
+306 |
Apr01 |
001213 |
83.30 |
83.60 |
81.80 |
82.06 |
-1.31 |
1,906 |
11,490 |
+129 |
May01 |
001213 |
82.20 |
82.80 |
81.59 |
81.59 |
-1.31 |
304 |
8,426 |
+26 |
Jun01 |
001213 |
81.70 |
82.10 |
80.76 |
80.76 |
-1.31 |
743 |
5,557 |
+331 |
Jul01 |
001213 |
79.36 |
79.36 |
79.36 |
79.36 |
-1.41 |
186 |
2,739 |
+82 |
Aug01 |
001213 |
78.30 |
78.30 |
77.49 |
77.49 |
-1.43 |
56 |
6,704 |
+1 |
Total Volume and Open Interest |
26,307 |
91,805 |
+1,305 |
Natural Gas(NYM) |
Jan01 |
001213 |
7.820 |
8.350 |
7.500 |
7.537 |
-0.608 |
22,760 |
47,873 |
-2,112 |
Feb01 |
001213 |
7.600 |
8.250 |
7.450 |
7.527 |
-0.476 |
10,878 |
36,032 |
+740 |
Mar01 |
001213 |
7.000 |
7.700 |
7.000 |
7.227 |
-0.206 |
6,422 |
36,333 |
-70 |
Apr01 |
001213 |
5.070 |
5.500 |
5.050 |
5.227 |
-0.206 |
6,497 |
23,100 |
-1,402 |
May01 |
001213 |
4.750 |
5.050 |
4.750 |
4.927 |
-0.063 |
3,835 |
22,548 |
+1,464 |
Jun01 |
001213 |
4.750 |
5.050 |
4.750 |
4.907 |
-0.053 |
2,672 |
16,387 |
+628 |
Jul01 |
001213 |
4.680 |
4.950 |
4.680 |
4.897 |
-0.048 |
3,293 |
13,195 |
+1,163 |
Aug01 |
001213 |
4.720 |
5.050 |
4.720 |
4.877 |
-0.048 |
2,792 |
12,870 |
-1,090 |
Total Volume and Open Interest |
65,921 |
386,830 |
-1,198 |
Brent Crude Oil(IPE) |
Jan01 |
001213 |
27.40 |
27.40 |
25.00 |
25.14 |
-1.92 |
19,912 |
21,348 |
-3,542 |
Feb01 |
001213 |
27.55 |
27.55 |
25.80 |
25.93 |
-1.44 |
32,468 |
76,317 |
+2,995 |
Mar01 |
001213 |
27.21 |
27.21 |
25.95 |
26.08 |
-1.11 |
11,910 |
62,452 |
+4,335 |
Apr01 |
001213 |
26.60 |
26.67 |
25.73 |
25.73 |
-1.04 |
2,666 |
37,181 |
+1,078 |
May01 |
001213 |
26.27 |
26.28 |
25.48 |
25.48 |
-0.95 |
861 |
10,660 |
-324 |
Jun01 |
001213 |
25.94 |
25.96 |
25.10 |
25.23 |
-0.86 |
1,050 |
18,097 |
-292 |
Jul01 |
001213 |
25.65 |
25.65 |
25.00 |
25.00 |
-0.80 |
590 |
10,843 |
+352 |
Aug01 |
001213 |
25.41 |
25.41 |
24.77 |
24.77 |
-0.79 |
0 |
10,431 |
+0 |
Total Volume and Open Interest |
71,414 |
293,518 |
+4,456 |
Gas Oil(IPE) |
Jan01 |
001213 |
257.00 |
259.25 |
251.00 |
257.25 |
+4.25 |
19,605 |
31,401 |
+1,388 |
Feb01 |
001213 |
253.25 |
253.25 |
247.50 |
251.00 |
+3.00 |
8,671 |
15,856 |
+1,236 |
Mar01 |
001213 |
242.00 |
244.25 |
240.00 |
242.50 |
+3.25 |
2,184 |
9,733 |
+399 |
Apr01 |
001213 |
234.25 |
235.25 |
233.00 |
233.50 |
+2.00 |
635 |
6,369 |
-2 |
May01 |
001213 |
226.50 |
228.25 |
226.00 |
226.00 |
+1.00 |
315 |
2,271 |
+240 |
Jun01 |
001213 |
222.25 |
225.75 |
221.50 |
221.50 |
+1.00 |
551 |
14,160 |
+136 |
Jul01 |
001213 |
224.25 |
224.25 |
220.75 |
220.75 |
+0.25 |
0 |
4,324 |
-25 |
Aug01 |
001213 |
220.75 |
220.75 |
220.75 |
220.75 |
unch |
0 |
1,286 |
+0 |
Total Volume and Open Interest |
39,195 |
94,445 |
-2,524 |
US Dollar Index(NYBOT) |
Dec00 |
001213 |
114.15 |
115.08 |
114.15 |
114.69 |
+0.46 |
302 |
1,006 |
-118 |
Mar01 |
001213 |
114.03 |
115.00 |
113.99 |
114.44 |
+0.43 |
5,164 |
6,066 |
+2,436 |
Jun01 |
001213 |
114.27 |
114.27 |
114.27 |
114.27 |
+0.43 |
5,164 |
6,066 |
+2,436 |
Total Volume and Open Interest |
5,164 |
6,066 |
+2,436 |
Australian Dollar(IMM) |
Dec00 |
001213 |
54.17 |
54.30 |
53.80 |
53.86 |
-0.30 |
8,220 |
13,204 |
-1,874 |
Mar01 |
001213 |
54.22 |
54.35 |
53.85 |
53.91 |
-0.30 |
7,853 |
16,826 |
+3,175 |
Jun01 |
001213 |
53.96 |
53.96 |
53.96 |
53.96 |
-0.30 |
0 |
20 |
+2 |
Total Volume and Open Interest |
16,073 |
30,062 |
+1,303 |
British Pound(IMM) |
Dec00 |
001213 |
144.88 |
145.56 |
144.88 |
145.42 |
+0.42 |
4,265 |
21,891 |
-2,878 |
Mar01 |
001213 |
145.10 |
145.78 |
145.06 |
145.66 |
+0.42 |
6,390 |
16,779 |
+1,474 |
Jun01 |
001213 |
145.92 |
146.00 |
145.92 |
145.92 |
+0.42 |
34 |
32 |
+30 |
Total Volume and Open Interest |
10,689 |
38,716 |
-1,367 |
Canadian Dollar(IMM) |
Dec00 |
001213 |
65.44 |
65.88 |
65.42 |
65.80 |
+0.35 |
21,060 |
32,811 |
-6,256 |
Mar01 |
001213 |
65.55 |
65.99 |
65.53 |
65.92 |
+0.34 |
11,354 |
37,705 |
+7,474 |
Jun01 |
001213 |
65.66 |
66.09 |
65.66 |
66.03 |
+0.34 |
459 |
3,753 |
+224 |
Sep01 |
001213 |
66.05 |
66.13 |
66.05 |
66.13 |
+0.34 |
16 |
1,201 |
+11 |
Total Volume and Open Interest |
32,889 |
75,994 |
+1,453 |
Japanese Yen(IMM) |
Dec00 |
001213 |
88.96 |
89.22 |
88.88 |
89.01 |
-0.81 |
12,737 |
61,584 |
-3,847 |
Mar01 |
001213 |
90.30 |
90.56 |
90.20 |
90.33 |
-0.81 |
26,833 |
68,236 |
+19,369 |
Jun01 |
001213 |
91.55 |
91.63 |
91.55 |
91.63 |
-0.81 |
59 |
55 |
+17 |
Total Volume and Open Interest |
39,629 |
130,047 |
+15,540 |
Swiss Franc(IMM) |
Dec00 |
001213 |
58.22 |
58.55 |
58.20 |
58.27 |
-0.16 |
4,304 |
35,546 |
-3,477 |
Mar01 |
001213 |
58.69 |
59.00 |
58.64 |
58.73 |
-0.16 |
7,466 |
28,620 |
+2,749 |
Jun01 |
001213 |
59.13 |
59.13 |
59.13 |
59.13 |
-0.16 |
0 |
19 |
+0 |
Total Volume and Open Interest |
11,770 |
64,186 |
-728 |
EuroFX(IMM) |
Dec00 |
001213 |
87.50 |
88.03 |
87.46 |
87.60 |
-0.45 |
13,480 |
53,591 |
-9,709 |
Mar01 |
001213 |
87.88 |
88.39 |
87.81 |
87.95 |
-0.45 |
20,989 |
44,064 |
+12,123 |
Jun01 |
001213 |
88.27 |
88.30 |
88.20 |
88.25 |
-0.45 |
5 |
271 |
+15 |
Total Volume and Open Interest |
34,476 |
98,322 |
+2,430 |
Mexican Peso(IMM) |
Dec00 |
001213 |
10520.0 |
10643.0 |
10520.0 |
10643.0 |
+115.0 |
3,340 |
10,961 |
-1,737 |
Mar01 |
001213 |
10260.0 |
10370.0 |
10258.0 |
10363.0 |
+120.0 |
5,489 |
16,434 |
+534 |
Total Volume and Open Interest |
8,933 |
32,149 |
-1,176 |
30-Year T-Bonds(CBOT) |
Dec00 |
001213 |
103~05 |
104~04 |
103~05 |
104~04 |
+0~23 |
6,781 |
42,721 |
-5,715 |
Mar01 |
001213 |
103~11 |
104~06 |
103~03 |
104~06 |
+0~25 |
110,752 |
402,618 |
+9,357 |
Jun01 |
001213 |
103~10 |
104~03 |
103~08 |
104~02 |
+0~22 |
30 |
1,141 |
+0 |
Total Volume and Open Interest |
117,569 |
446,782 |
+3,630 |
Municipal Bonds(CBOT) |
Dec00 |
001213 |
102~02 |
102~17 |
102~02 |
102~16 |
+0~14 |
1,472 |
9,849 |
-871 |
Mar01 |
001213 |
101~19 |
102~04 |
101~18 |
102~03 |
+0~17 |
1,898 |
8,824 |
+1,089 |
Total Volume and Open Interest |
3,370 |
18,673 |
+218 |
10-Year T-Notes(CBOT) |
Dec00 |
001213 |
103~080 |
103~240 |
103~080 |
103~230 |
+0~145 |
3,764 |
9,561 |
-1,103 |
Mar01 |
001213 |
103~200 |
104~030 |
103~100 |
104~030 |
+0~190 |
84,630 |
485,478 |
+5,773 |
Total Volume and Open Interest |
88,543 |
497,529 |
+4,756 |
5-Year T-Notes(CBOT) |
Dec00 |
001213 |
102~165 |
102~195 |
102~165 |
102~195 |
+0~085 |
19,596 |
43,679 |
-12,059 |
Mar01 |
001213 |
102~155 |
102~210 |
102~140 |
102~205 |
+0~085 |
44,520 |
332,888 |
-888 |
Jun01 |
001213 |
102~315 |
102~315 |
102~315 |
102~315 |
+0~085 |
0 |
5 |
+0 |
Total Volume and Open Interest |
64,116 |
376,572 |
-12,947 |
2 Year T-Notes(CBOT) |
Dec00 |
001213 |
100~100 |
100~112 |
100~100 |
100~112 |
+0~019 |
68 |
580 |
-127 |
Mar01 |
001213 |
101~008 |
101~020 |
101~007 |
101~020 |
+0~015 |
3,767 |
77,314 |
+1,746 |
Total Volume and Open Interest |
3,835 |
77,894 |
+1,619 |
3-Mth T-Bills(IMM) |
Mar01 |
001213 |
94.33 |
94.39 |
94.33 |
94.39 |
+0.06 |
1 |
1,566 |
-1 |
Total Volume and Open Interest |
7 |
2,713 |
-3 |
Eurodollars(IMM) |
Dec00 |
001213 |
93.420 |
93.433 |
93.418 |
93.430 |
+0.018 |
28,944 |
450,848 |
-5,423 |
Mar01 |
001213 |
93.815 |
93.865 |
93.810 |
93.860 |
+0.070 |
69,278 |
558,944 |
-1,596 |
Jun01 |
001213 |
94.005 |
94.095 |
94.005 |
94.090 |
+0.105 |
72,390 |
431,777 |
+13,964 |
Sep01 |
001213 |
94.105 |
94.210 |
94.105 |
94.205 |
+0.120 |
50,542 |
473,582 |
+6,933 |
Dec01 |
001213 |
94.040 |
94.130 |
94.040 |
94.130 |
+0.110 |
28,889 |
301,056 |
-1,981 |
Mar02 |
001213 |
94.095 |
94.185 |
94.095 |
94.185 |
+0.105 |
18,382 |
242,860 |
-2,171 |
Jun02 |
001213 |
94.040 |
94.130 |
94.040 |
94.125 |
+0.100 |
14,031 |
164,841 |
-1,101 |
Sep02 |
001213 |
94.000 |
94.085 |
94.000 |
94.080 |
+0.100 |
12,870 |
124,351 |
+280 |
Dec02 |
001213 |
93.890 |
93.965 |
93.890 |
93.960 |
+0.095 |
9,086 |
98,047 |
+1,282 |
Mar03 |
001213 |
93.960 |
93.995 |
93.940 |
93.995 |
+0.095 |
7,191 |
81,383 |
+247 |
Jun03 |
001213 |
93.920 |
93.960 |
93.910 |
93.960 |
+0.090 |
6,420 |
66,550 |
+1,368 |
Sep03 |
001213 |
93.860 |
93.930 |
93.860 |
93.930 |
+0.090 |
7,881 |
62,702 |
+474 |
Total Volume and Open Interest |
363,301 |
3,476,440 |
+10,881 |
3-Mth Euro-Yen(IMM) |
Dec00 |
001213 |
99.43 |
99.43 |
99.42 |
99.42 |
unch |
2,022 |
21,843 |
-1,414 |
Mar01 |
001213 |
99.53 |
99.53 |
99.52 |
99.52 |
+0.01 |
1,591 |
23,307 |
-2,094 |
Jun01 |
001213 |
99.57 |
99.57 |
99.57 |
99.57 |
+0.01 |
657 |
9,727 |
-96 |
Sep01 |
001213 |
99.54 |
99.54 |
99.54 |
99.54 |
+0.03 |
245 |
10,541 |
-459 |
Dec01 |
001213 |
99.44 |
99.44 |
99.44 |
99.44 |
+0.01 |
487 |
6,039 |
-92 |
Mar02 |
001213 |
99.42 |
99.42 |
99.40 |
99.40 |
+0.01 |
0 |
3,058 |
+0 |
Jun02 |
001213 |
99.36 |
99.36 |
99.36 |
99.36 |
+0.01 |
10 |
1,039 |
+9 |
Sep02 |
001213 |
99.24 |
99.24 |
99.24 |
99.24 |
unch |
0 |
867 |
+0 |
Dec02 |
001213 |
99.08 |
99.08 |
99.08 |
99.08 |
unch |
0 |
32 |
+0 |
Mar03 |
001213 |
99.05 |
99.05 |
99.05 |
99.05 |
unch |
|
|
|
Total Volume and Open Interest |
5,012 |
76,453 |
-4,146 |
3-Mth Euro-Yen(SIMEX) |
Mar01 |
001213 |
99.51 |
99.54 |
99.50 |
99.53 |
+0.02 |
0 |
100,427 |
+100 |
Jun01 |
001213 |
99.56 |
99.58 |
99.56 |
99.57 |
+0.02 |
0 |
84,015 |
-1,968 |
Sep01 |
001213 |
99.52 |
99.56 |
99.52 |
99.54 |
+0.02 |
0 |
66,604 |
+410 |
Dec01 |
001213 |
99.43 |
99.46 |
99.43 |
99.44 |
+0.01 |
0 |
30,362 |
+468 |
Mar02 |
001213 |
99.43 |
99.44 |
99.40 |
99.42 |
+0.02 |
0 |
16,191 |
+534 |
Jun02 |
001213 |
99.36 |
99.36 |
99.35 |
99.36 |
+0.01 |
0 |
8,869 |
+187 |
Sep02 |
001213 |
99.25 |
99.25 |
99.24 |
99.25 |
unch |
0 |
5,991 |
+53 |
Dec02 |
001213 |
99.10 |
99.10 |
99.10 |
99.10 |
-0.01 |
0 |
829 |
+4 |
Total Volume and Open Interest |
0 |
415,407 |
+3,690 |
German Euro-Bund(EUREX) |
Mar01 |
001213 |
107.40 |
108.00 |
107.36 |
107.92 |
+0.40 |
392,893 |
673,052 |
+673,052 |
Jun01 |
001213 |
107.28 |
107.71 |
107.28 |
107.64 |
+0.40 |
1,636 |
5,877 |
+5,877 |
Sep01 |
001213 |
107.50 |
107.50 |
107.50 |
107.50 |
+0.41 |
|
|
|
Total Volume and Open Interest |
394,529 |
678,929 |
+678,929 |
German Euro-Bobl(EUREX) |
Mar01 |
001213 |
104.79 |
105.17 |
104.74 |
105.15 |
+0.30 |
172,419 |
376,823 |
-8,500 |
Jun01 |
001213 |
105.13 |
105.13 |
105.13 |
105.13 |
+0.35 |
569 |
2,808 |
+248 |
Sep01 |
001213 |
104.94 |
104.94 |
104.94 |
104.94 |
+0.30 |
|
|
|
Total Volume and Open Interest |
172,988 |
379,631 |
-8,252 |
Long Gilt(LIFFE) |
Dec00 |
001213 |
115~10 |
115~24 |
115~09 |
115~23 |
+0~12 |
1,765 |
4,962 |
-1,978 |
Mar01 |
001213 |
114~28 |
115~17 |
114~26 |
115~13 |
+0~12 |
14,714 |
74,718 |
-2,081 |
Total Volume and Open Interest |
16,479 |
79,680 |
-4,059 |
3-Mth Short Sterling(LIFFE) |
Dec00 |
001213 |
93.99 |
94.01 |
93.99 |
94.00 |
unch |
10,680 |
152,420 |
+726 |
Mar01 |
001213 |
94.17 |
94.21 |
94.16 |
94.21 |
+0.04 |
24,151 |
187,147 |
-5,316 |
Jun01 |
001213 |
94.32 |
94.37 |
94.31 |
94.36 |
+0.04 |
21,928 |
162,183 |
+2,618 |
Total Volume and Open Interest |
87,316 |
892,852 |
-900 |
3-Mth Euribor(LIFFE) |
Dec00 |
001213 |
95.030 |
95.050 |
95.025 |
95.045 |
+0.010 |
30,367 |
255,233 |
-4,885 |
Mar01 |
001213 |
95.095 |
95.160 |
95.080 |
95.145 |
+0.040 |
53,877 |
316,109 |
+1,321 |
Jun01 |
001213 |
95.185 |
95.270 |
95.180 |
95.260 |
+0.055 |
34,619 |
253,035 |
+1,874 |
Total Volume and Open Interest |
210,192 |
1,502,529 |
+2,406 |
3-Mth Aus T-Bills(SFE) |
Dec00 |
001207 |
93.80 |
93.84 |
93.80 |
93.82 |
+0.02 |
15,219 |
147,664 |
+0 |
Mar01 |
001213 |
94.11 |
94.17 |
94.10 |
94.15 |
+0.05 |
15,029 |
165,923 |
-3,383 |
Jun01 |
001213 |
94.23 |
94.31 |
94.23 |
94.28 |
+0.06 |
11,048 |
56,086 |
+3,410 |
Sep01 |
001213 |
94.31 |
94.36 |
94.30 |
94.35 |
+0.05 |
2,457 |
27,239 |
+950 |
Dec01 |
001213 |
94.32 |
94.37 |
94.32 |
94.36 |
+0.04 |
298 |
14,154 |
-7 |
Mar02 |
001213 |
94.28 |
94.33 |
94.28 |
94.33 |
+0.05 |
150 |
9,915 |
-130 |
Jun02 |
001213 |
94.24 |
94.26 |
94.24 |
94.26 |
+0.06 |
221 |
6,300 |
+121 |
Sep02 |
001213 |
94.15 |
94.17 |
94.15 |
94.17 |
+0.05 |
121 |
5,569 |
-109 |
Dec02 |
001213 |
94.09 |
94.09 |
94.09 |
94.09 |
+0.05 |
155 |
2,754 |
-265 |
Mar03 |
001213 |
94.02 |
94.02 |
94.02 |
94.02 |
+0.04 |
461 |
1,626 |
-5 |
Total Volume and Open Interest |
30,395 |
293,751 |
+557 |
10-Year Aus T-Bonds(SFE) |
Dec00 |
001213 |
94.39 |
94.50 |
94.39 |
94.48 |
+0.09 |
27,415 |
187,382 |
+7,763 |
Mar01 |
001213 |
94.42 |
94.47 |
94.41 |
94.46 |
+0.05 |
16,363 |
32,245 |
+17,013 |
Total Volume and Open Interest |
33,293 |
219,627 |
+24,776 |
3-Year Aus T-Bonds(SFE) |
Dec00 |
001213 |
94.56 |
94.63 |
94.56 |
94.61 |
+0.05 |
6,570 |
531,343 |
-826 |
Mar01 |
001213 |
94.64 |
94.69 |
94.64 |
94.68 |
+0.05 |
4,289 |
84,293 |
+37,304 |
Total Volume and Open Interest |
10,859 |
615,636 |
+36,478 |
Gold(CMX) |
Dec00 |
001213 |
270.0 |
270.0 |
268.1 |
268.6 |
-1.7 |
15 |
170 |
-114 |
Feb01 |
001213 |
272.1 |
273.0 |
270.3 |
271.2 |
-2.0 |
10,105 |
70,103 |
-1,311 |
Apr01 |
001213 |
275.0 |
275.1 |
273.0 |
273.7 |
-2.0 |
479 |
7,085 |
+3 |
Jun01 |
001213 |
277.5 |
278.0 |
275.7 |
276.2 |
-2.0 |
35 |
12,235 |
-5 |
Aug01 |
001213 |
278.0 |
278.4 |
278.0 |
278.4 |
-2.0 |
36 |
3,231 |
+0 |
Oct01 |
001213 |
280.3 |
280.3 |
280.3 |
280.3 |
-2.1 |
0 |
693 |
+0 |
Total Volume and Open Interest |
11,539 |
110,486 |
-1,098 |
Silver(CMX) |
Dec00 |
001213 |
463.5 |
463.5 |
462.0 |
462.3 |
-3.7 |
229 |
483 |
-221 |
Mar01 |
001213 |
472.0 |
473.5 |
469.0 |
469.8 |
-3.7 |
6,094 |
58,160 |
+741 |
May01 |
001213 |
478.5 |
478.5 |
473.0 |
473.9 |
-3.7 |
10 |
2,229 |
+2 |
Jul01 |
001213 |
481.0 |
482.0 |
478.0 |
478.3 |
-3.7 |
0 |
3,718 |
+0 |
Sep01 |
001213 |
482.7 |
482.7 |
482.7 |
482.7 |
-3.7 |
0 |
3,085 |
+0 |
Total Volume and Open Interest |
6,338 |
75,097 |
+518 |
Platinum(NYM) |
Jan01 |
001213 |
624.0 |
625.0 |
610.0 |
610.2 |
-9.4 |
468 |
7,736 |
-157 |
Apr01 |
001213 |
615.0 |
616.0 |
601.0 |
602.2 |
-8.4 |
104 |
996 |
+73 |
Total Volume and Open Interest |
572 |
8,742 |
-84 |
Palladium(NYME) |
Dec00 |
001213 |
925.00 |
925.00 |
903.45 |
903.45 |
-27.70 |
1 |
8 |
-2 |
Mar01 |
001213 |
936.00 |
940.00 |
881.00 |
893.45 |
-37.70 |
111 |
1,724 |
-16 |
Jun01 |
001213 |
888.45 |
888.45 |
888.45 |
888.45 |
-37.70 |
0 |
136 |
+0 |
Total Volume and Open Interest |
112 |
1,868 |
-18 |
Copper(CMX) |
Dec00 |
001213 |
88.00 |
88.10 |
87.80 |
88.05 |
-0.30 |
671 |
4,568 |
-374 |
Mar01 |
001213 |
88.00 |
88.40 |
87.85 |
88.30 |
-0.20 |
7,997 |
30,562 |
-1,162 |
May01 |
001213 |
87.65 |
88.10 |
87.60 |
87.90 |
-0.20 |
278 |
3,743 |
-92 |
Jul01 |
001213 |
87.50 |
87.80 |
87.20 |
87.70 |
-0.20 |
315 |
5,366 |
+114 |
Sep01 |
001213 |
87.35 |
87.55 |
87.35 |
87.55 |
-0.20 |
332 |
2,058 |
-270 |
Total Volume and Open Interest |
10,409 |
68,665 |
-1,895 |
DJIA Index(CBOT) |
Dec00 |
001213 |
10800 |
10920 |
10771 |
10771 |
-38 |
3,300 |
13,456 |
-765 |
Mar01 |
001213 |
10935 |
11065 |
10910 |
10915 |
-35 |
11,700 |
12,905 |
+1,436 |
Jun01 |
001213 |
11052 |
11052 |
11052 |
11052 |
-35 |
0 |
11 |
+0 |
Sep01 |
001213 |
11205 |
11205 |
11188 |
11188 |
-35 |
0 |
1 |
+0 |
Total Volume and Open Interest |
15,044 |
26,394 |
+685 |
S & P 500(CME) |
Dec00 |
001213 |
1384.00 |
1386.50 |
1357.00 |
1357.60 |
-21.30 |
58,770 |
160,697 |
-24,738 |
Mar01 |
001213 |
1404.50 |
1408.00 |
1377.00 |
1377.80 |
-21.50 |
92,631 |
381,633 |
+38,190 |
Jun01 |
001213 |
1407.90 |
1426.70 |
1396.80 |
1396.80 |
-21.90 |
181 |
3,474 |
-4 |
Sep01 |
001213 |
1420.00 |
1446.20 |
1415.80 |
1415.80 |
-22.40 |
60 |
658 |
-1 |
Total Volume and Open Interest |
151,754 |
546,909 |
+13,433 |
S & P 500 E-Mini(Globex) |
Dec00 |
001213 |
1378.25 |
1387.75 |
1357.50 |
1357.50 |
-21.50 |
1,616 |
59,040 |
-814 |
Mar01 |
001213 |
1400.50 |
1409.25 |
1375.50 |
1377.75 |
-21.50 |
60,471 |
24,123 |
+5,277 |
Total Volume and Open Interest |
62,087 |
83,163 |
+4,463 |
NASDAQ 100(CME) |
Dec00 |
001213 |
2930.00 |
2940.00 |
2740.00 |
2748.00 |
-121.50 |
2,807 |
25,329 |
-3,542 |
Mar01 |
001213 |
2985.00 |
2989.00 |
2785.00 |
2797.00 |
-123.00 |
3,080 |
32,338 |
+2,953 |
Jun01 |
001213 |
2846.00 |
2846.00 |
2846.00 |
2846.00 |
-124.50 |
0 |
2 |
+0 |
Total Volume and Open Interest |
5,887 |
57,669 |
-589 |
NASDAQ 100 E-Mini(GLOBEX) |
Dec00 |
001213 |
2899.0 |
2964.0 |
2738.5 |
2748.0 |
-121.5 |
1,511 |
51,361 |
+46,180 |
Mar01 |
001213 |
2929.5 |
3015.0 |
2785.5 |
2797.0 |
-123.0 |
60,958 |
20,580 |
+2,474 |
Total Volume and Open Interest |
62,469 |
71,941 |
+1,984 |
NYSE Composite(NYBOT) |
Dec00 |
001213 |
659.00 |
660.00 |
653.00 |
653.25 |
-3.75 |
|
|
|
Mar01 |
001213 |
668.00 |
669.50 |
661.75 |
662.00 |
-3.75 |
|
|
|
Jun01 |
001213 |
670.75 |
670.75 |
670.75 |
670.75 |
-3.75 |
|
|
|
Total Volume and Open Interest |
|
|
|
S & P Midcap 400(CME) |
Dec00 |
001213 |
520.00 |
521.00 |
507.50 |
509.10 |
-8.35 |
3,827 |
8,847 |
-2,045 |
Mar01 |
001213 |
525.50 |
529.50 |
515.00 |
517.00 |
-8.50 |
5,204 |
12,394 |
+2,149 |
Jun01 |
001213 |
524.20 |
524.20 |
523.70 |
524.20 |
-8.50 |
0 |
1 |
+0 |
Total Volume and Open Interest |
9,031 |
21,242 |
+104 |
Russell 2000(CME) |
Dec00 |
001213 |
480.00 |
480.00 |
467.50 |
468.85 |
-8.30 |
3,928 |
7,559 |
-1,858 |
Mar01 |
001213 |
489.00 |
489.00 |
474.25 |
475.50 |
-8.25 |
5,046 |
11,933 |
+2,340 |
Jun01 |
001213 |
483.10 |
483.10 |
483.10 |
483.10 |
-8.25 |
|
|
|
Total Volume and Open Interest |
8,974 |
19,492 |
+482 |
Value Line(KCBT) |
Dec00 |
001213 |
1123.00 |
1126.00 |
1104.00 |
1104.50 |
-14.50 |
13 |
158 |
-2 |
Total Volume and Open Interest |
39 |
232 |
-1 |
Nikkei 225(CME) |
Mar01 |
001213 |
15250 |
15250 |
15070 |
15160 |
+30 |
730 |
13,346 |
+79 |
Jun01 |
001213 |
15150 |
15220 |
15120 |
15150 |
+30 |
0 |
3 |
+0 |
Total Volume and Open Interest |
730 |
13,349 |
+77 |
Nikkei 225(SIMEX) |
Dec00 |
001207 |
14730 |
14820 |
14630 |
14660 |
-220 |
38,387 |
62,844 |
-10,129 |
Mar01 |
001213 |
15070 |
15290 |
15015 |
15220 |
+105 |
14,171 |
0 |
-84,991 |
Jun01 |
001213 |
15200 |
15200 |
15200 |
15200 |
+105 |
|
|
|
Total Volume and Open Interest |
12,034 |
87,647 |
-80 |
CAC 40(MATIF) |
Dec00 |
001213 |
6105.0 |
6146.0 |
5941.0 |
5941.0 |
-94.0 |
33,985 |
342,695 |
-11,168 |
Jan01 |
001213 |
6118.0 |
6118.0 |
5968.5 |
5968.5 |
-120.0 |
2,006 |
8,696 |
+2,117 |
Feb01 |
001213 |
6020.0 |
6020.0 |
6016.0 |
6016.0 |
-84.0 |
44 |
47 |
-17 |
Total Volume and Open Interest |
36,314 |
378,346 |
-8,876 |
DAX Index(EUREX) |
Dec00 |
001213 |
6790.0 |
6806.0 |
6585.0 |
6612.0 |
-127.0 |
64,505 |
159,160 |
-2,523 |
Mar01 |
001213 |
6875.0 |
6887.0 |
6665.5 |
6690.5 |
-129.0 |
40,868 |
67,559 |
+12,376 |
Jun01 |
001213 |
6905.0 |
6905.0 |
6743.0 |
6754.5 |
-133.0 |
111 |
9,813 |
+78 |
Total Volume and Open Interest |
105,484 |
236,532 |
+9,931 |
FT-SE 100(LIFFE) |
Dec00 |
001213 |
6440.00 |
6453.00 |
6364.50 |
6386.00 |
-6.50 |
63,325 |
102,369 |
-25,218 |
Mar01 |
001213 |
6500.00 |
6500.00 |
6412.50 |
6429.50 |
-9.50 |
50,449 |
176,310 |
+38,193 |
Jun01 |
001213 |
6511.50 |
6514.00 |
6498.00 |
6498.00 |
-6.00 |
0 |
8,522 |
-100 |
Total Volume and Open Interest |
113,774 |
287,201 |
+12,875 |
SPI 200(SFE) |
Dec00 |
001213 |
3350.0 |
3351.0 |
3320.0 |
3337.0 |
-4.0 |
1,478 |
151,383 |
-2,014 |
Mar01 |
001213 |
3369.0 |
3378.0 |
3355.0 |
3366.0 |
-3.0 |
20 |
6,977 |
+3 |
Jun01 |
001213 |
3393.0 |
3393.0 |
3393.0 |
3393.0 |
-2.0 |
0 |
174 |
+0 |
Total Volume and Open Interest |
1,498 |
158,547 |
-2,011 |
GSCI(CME) |
Dec00 |
001213 |
244.20 |
250.30 |
240.05 |
240.05 |
-9.70 |
4,785 |
15,753 |
-3,922 |
Jan01 |
001213 |
244.00 |
247.70 |
237.40 |
238.45 |
-8.30 |
4,739 |
20,091 |
+4,472 |
Feb01 |
001213 |
240.20 |
241.00 |
237.00 |
237.00 |
-3.00 |
0 |
16 |
+0 |
Total Volume and Open Interest |
9,524 |
35,806 |
+496 |
Bridge CRB Index(NYBOT) |
Jan01 |
001213 |
228.50 |
228.50 |
227.30 |
227.60 |
-0.95 |
55 |
456 |
-9 |
Feb01 |
001213 |
226.00 |
226.00 |
224.90 |
224.90 |
-0.90 |
3 |
667 |
+2 |
Apr01 |
001213 |
222.20 |
222.20 |
222.20 |
222.20 |
-1.05 |
0 |
310 |
+0 |
Total Volume and Open Interest |
148 |
1,433 |
-7 |
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
|
|