 |
MRCI's Free Historical Futures Prices |
Daily Futures Price Listing Tue December 19, 2000 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Jan01 |
001219 |
508.00 |
512.00 |
506.50 |
511.75 |
+2.00 |
26,433 |
53,638 |
-5,801 |
Mar01 |
001219 |
518.50 |
522.50 |
516.75 |
522.00 |
+2.00 |
17,510 |
59,756 |
+4,653 |
May01 |
001219 |
524.00 |
528.75 |
523.50 |
528.50 |
+2.75 |
2,781 |
24,347 |
+551 |
Jul01 |
001219 |
530.00 |
534.00 |
528.50 |
533.75 |
+2.00 |
3,215 |
28,373 |
+294 |
Aug01 |
001219 |
529.00 |
533.00 |
529.00 |
533.00 |
+2.00 |
308 |
1,486 |
+85 |
Sep01 |
001219 |
525.00 |
527.50 |
525.00 |
527.50 |
+1.25 |
5 |
599 |
-4 |
Nov01 |
001219 |
526.50 |
528.50 |
525.00 |
528.25 |
+0.75 |
706 |
10,543 |
+142 |
Total Volume and Open Interest |
50,976 |
178,823 |
-67 |
Soybean Meal(CBOT) |
Jan01 |
001219 |
191.30 |
192.50 |
190.30 |
192.30 |
+0.40 |
12,097 |
38,819 |
-2,341 |
Mar01 |
001219 |
188.50 |
190.70 |
188.00 |
190.60 |
+1.50 |
10,791 |
46,221 |
+2,894 |
May01 |
001219 |
184.90 |
186.80 |
184.30 |
186.60 |
+1.10 |
3,672 |
20,131 |
+528 |
Jul01 |
001219 |
183.00 |
184.70 |
182.30 |
184.50 |
+1.10 |
989 |
12,924 |
+158 |
Aug01 |
001219 |
181.20 |
182.50 |
181.00 |
182.40 |
+0.60 |
57 |
4,021 |
+0 |
Sep01 |
001219 |
180.50 |
181.70 |
180.30 |
181.70 |
+0.50 |
4 |
1,887 |
+1 |
Oct01 |
001219 |
177.80 |
178.00 |
177.80 |
177.80 |
+0.30 |
5 |
843 |
+0 |
Dec01 |
001219 |
177.60 |
178.50 |
177.10 |
178.50 |
+0.90 |
35 |
3,048 |
+20 |
Total Volume and Open Interest |
27,650 |
127,894 |
+1,260 |
Soybean Oil(CBOT) |
Jan01 |
001219 |
15.05 |
15.22 |
15.03 |
15.21 |
+0.08 |
8,571 |
34,986 |
-4,403 |
Mar01 |
001219 |
15.46 |
15.60 |
15.42 |
15.58 |
+0.06 |
7,391 |
54,340 |
+988 |
May01 |
001219 |
15.88 |
15.98 |
15.83 |
15.97 |
+0.04 |
2,431 |
17,255 |
+1,014 |
Jul01 |
001219 |
16.28 |
16.38 |
16.26 |
16.38 |
+0.05 |
694 |
13,979 |
+420 |
Aug01 |
001219 |
16.44 |
16.53 |
16.44 |
16.51 |
+0.04 |
72 |
3,081 |
+58 |
Sep01 |
001219 |
16.65 |
16.70 |
16.65 |
16.68 |
+0.13 |
0 |
2,350 |
+0 |
Oct01 |
001219 |
16.80 |
16.90 |
16.78 |
16.90 |
unch |
101 |
3,044 |
+100 |
Dec01 |
001219 |
17.08 |
17.18 |
17.06 |
17.18 |
-0.02 |
2 |
5,913 |
-2 |
Total Volume and Open Interest |
19,262 |
136,036 |
-1,828 |
Canola(WCE) |
Jan01 |
001219 |
273.3 |
274.4 |
273.0 |
274.1 |
+0.6 |
3,037 |
26,227 |
-889 |
Mar01 |
001219 |
279.1 |
280.0 |
278.8 |
279.7 |
+0.6 |
6,112 |
33,103 |
+3,021 |
May01 |
001219 |
284.7 |
285.4 |
284.4 |
285.2 |
+0.8 |
247 |
4,295 |
+46 |
Jul01 |
001219 |
290.0 |
290.8 |
290.0 |
290.8 |
+0.9 |
159 |
4,938 |
+138 |
Aug01 |
001219 |
288.9 |
288.9 |
288.9 |
288.9 |
unch |
0 |
58 |
+0 |
Total Volume and Open Interest |
9,660 |
70,560 |
+2,371 |
Corn(CBOT) |
Jan01 |
001219 |
215.00 |
218.50 |
214.75 |
218.50 |
+3.00 |
475 |
3,964 |
-804 |
Mar01 |
001219 |
223.00 |
226.00 |
222.00 |
225.75 |
+2.50 |
44,392 |
233,898 |
-4,118 |
May01 |
001219 |
230.25 |
233.75 |
230.00 |
233.50 |
+2.25 |
6,810 |
64,305 |
+2,482 |
Jul01 |
001219 |
238.75 |
241.50 |
237.75 |
241.25 |
+2.00 |
3,415 |
61,115 |
+128 |
Sep01 |
001219 |
245.75 |
248.50 |
245.75 |
248.25 |
+2.00 |
396 |
7,311 |
-72 |
Total Volume and Open Interest |
59,704 |
409,306 |
-737 |
Wheat(CBOT) |
Mar01 |
001219 |
268.50 |
273.00 |
268.00 |
272.50 |
+3.75 |
12,238 |
96,843 |
-1,002 |
May01 |
001219 |
279.00 |
284.00 |
279.00 |
283.50 |
+4.00 |
1,026 |
11,014 |
+74 |
Jul01 |
001219 |
288.50 |
294.00 |
288.50 |
293.75 |
+4.25 |
2,622 |
24,173 |
+1,019 |
Sep01 |
001219 |
302.00 |
303.50 |
302.00 |
303.50 |
+4.00 |
35 |
1,269 |
+30 |
Dec01 |
001219 |
312.50 |
317.00 |
312.50 |
317.00 |
+4.00 |
230 |
3,488 |
+75 |
Total Volume and Open Interest |
16,184 |
137,185 |
+216 |
Wheat(KCBT) |
Dec00 |
001219 |
309.00 |
309.00 |
309.00 |
309.00 |
+8.00 |
0 |
2 |
-2 |
Mar01 |
001219 |
316.50 |
323.00 |
316.25 |
321.00 |
+4.50 |
6,020 |
50,336 |
-1,024 |
May01 |
001219 |
326.00 |
332.25 |
325.75 |
331.00 |
+5.50 |
1,010 |
6,448 |
+587 |
Jul01 |
001219 |
334.50 |
340.50 |
334.00 |
338.75 |
+4.75 |
1,542 |
10,458 |
+570 |
Sep01 |
001219 |
345.00 |
347.50 |
345.00 |
345.50 |
+3.50 |
2 |
459 |
+2 |
Total Volume and Open Interest |
8,574 |
67,822 |
+133 |
Wheat(MGE) |
Dec00 |
001219 |
311.00 |
311.00 |
311.00 |
311.00 |
unch |
1 |
0 |
-1 |
Mar01 |
001219 |
321.00 |
325.50 |
320.25 |
325.00 |
+3.75 |
1,866 |
16,521 |
-307 |
May01 |
001219 |
331.00 |
334.00 |
329.50 |
334.00 |
+2.75 |
291 |
3,645 |
-53 |
Jul01 |
001219 |
337.00 |
341.75 |
337.00 |
341.25 |
+3.00 |
30 |
2,402 |
+12 |
Sep01 |
001219 |
349.00 |
349.00 |
349.00 |
349.00 |
+4.00 |
0 |
702 |
+0 |
Total Volume and Open Interest |
2,189 |
23,481 |
-348 |
Oats(CBOT) |
Mar01 |
001219 |
109.75 |
110.50 |
109.50 |
110.25 |
+0.50 |
379 |
10,526 |
+5 |
May01 |
001219 |
116.00 |
116.50 |
115.75 |
116.50 |
+0.50 |
148 |
1,423 |
+100 |
Jul01 |
001219 |
121.75 |
122.00 |
121.75 |
122.00 |
+0.75 |
0 |
882 |
+0 |
Sep01 |
001219 |
125.75 |
125.75 |
125.75 |
125.75 |
+0.25 |
0 |
354 |
+0 |
Total Volume and Open Interest |
704 |
14,005 |
+48 |
Rough Rice(CBOT) |
Jan01 |
001219 |
5.90 |
5.93 |
5.90 |
5.93 |
+0.01 |
636 |
2,776 |
-610 |
Mar01 |
001219 |
6.15 |
6.21 |
6.15 |
6.21 |
+0.03 |
693 |
2,392 |
+370 |
May01 |
001219 |
6.44 |
6.45 |
6.44 |
6.45 |
+0.03 |
11 |
636 |
+2 |
Jul01 |
001219 |
6.69 |
6.69 |
6.69 |
6.69 |
+0.05 |
18 |
564 |
+6 |
Total Volume and Open Interest |
1,390 |
6,637 |
-215 |
Live Cattle(CME) |
Dec00 |
001219 |
78.550 |
78.550 |
77.825 |
78.000 |
-0.425 |
3,355 |
8,186 |
-793 |
Feb01 |
001219 |
78.225 |
78.225 |
77.300 |
77.425 |
-0.800 |
9,224 |
66,241 |
+438 |
Apr01 |
001219 |
78.850 |
78.875 |
78.175 |
78.300 |
-0.550 |
3,851 |
31,293 |
+181 |
Jun01 |
001219 |
74.650 |
74.650 |
74.150 |
74.225 |
-0.475 |
1,513 |
11,872 |
+709 |
Aug01 |
001219 |
74.650 |
74.675 |
74.175 |
74.225 |
-0.475 |
838 |
11,012 |
+542 |
Oct01 |
001219 |
76.000 |
76.000 |
75.650 |
75.775 |
-0.375 |
201 |
2,835 |
+127 |
Total Volume and Open Interest |
19,023 |
132,481 |
+1,244 |
Feeder Cattle(CME) |
Jan01 |
001219 |
91.050 |
91.150 |
90.550 |
90.625 |
-0.575 |
610 |
8,495 |
-58 |
Mar01 |
001219 |
90.300 |
90.300 |
89.600 |
89.850 |
-0.575 |
655 |
5,329 |
+77 |
Apr01 |
001219 |
89.600 |
89.700 |
89.000 |
89.200 |
-0.575 |
353 |
2,170 |
+25 |
May01 |
001219 |
89.250 |
89.250 |
88.750 |
88.900 |
-0.575 |
76 |
2,115 |
+21 |
Aug01 |
001219 |
89.500 |
89.650 |
89.200 |
89.225 |
-0.675 |
76 |
1,048 |
+15 |
Sep01 |
001219 |
89.325 |
89.325 |
89.050 |
89.050 |
-0.300 |
2 |
248 |
+2 |
Oct01 |
001219 |
89.100 |
89.275 |
89.100 |
89.275 |
-0.025 |
7 |
124 |
+4 |
Total Volume and Open Interest |
1,806 |
19,632 |
+97 |
Lean Hogs(CME) |
Feb01 |
001219 |
57.800 |
57.800 |
56.400 |
56.700 |
-1.375 |
2,619 |
28,487 |
+797 |
Apr01 |
001219 |
57.750 |
57.750 |
56.300 |
56.750 |
-1.175 |
742 |
6,652 |
+168 |
Jun01 |
001219 |
63.300 |
63.300 |
62.050 |
62.525 |
-0.950 |
149 |
4,436 |
+54 |
Jul01 |
001219 |
60.925 |
60.925 |
60.050 |
60.200 |
-0.850 |
132 |
1,411 |
+37 |
Aug01 |
001219 |
58.925 |
59.000 |
58.200 |
59.000 |
-0.175 |
84 |
759 |
+63 |
Oct01 |
001219 |
50.500 |
50.750 |
50.350 |
50.725 |
-0.375 |
138 |
1,241 |
+79 |
Dec01 |
001219 |
48.500 |
48.500 |
47.900 |
48.100 |
-0.475 |
37 |
1,035 |
+24 |
Feb02 |
001219 |
49.000 |
49.000 |
48.800 |
49.000 |
-0.500 |
2 |
32 |
+0 |
Total Volume and Open Interest |
3,907 |
48,438 |
+1,007 |
Pork Bellies(CME) |
Feb01 |
001219 |
67.125 |
67.550 |
66.425 |
67.325 |
-0.150 |
483 |
2,248 |
-39 |
Mar01 |
001219 |
67.000 |
67.350 |
66.550 |
67.350 |
-0.175 |
41 |
170 |
+1 |
May01 |
001219 |
67.900 |
68.400 |
67.600 |
67.600 |
-0.300 |
2 |
131 |
-2 |
Jul01 |
001219 |
68.000 |
68.000 |
67.600 |
67.600 |
-0.400 |
5 |
69 |
-1 |
Aug01 |
001219 |
69.500 |
69.500 |
68.000 |
69.500 |
unch |
1 |
31 |
+1 |
Total Volume and Open Interest |
532 |
2,649 |
-40 |
Cocoa(NYBOT) |
Mar01 |
001219 |
727 |
728 |
718 |
721 |
-8 |
3,215 |
47,056 |
-413 |
May01 |
001219 |
743 |
743 |
737 |
740 |
-6 |
697 |
19,437 |
+1 |
Jul01 |
001219 |
762 |
762 |
756 |
759 |
-6 |
123 |
14,673 |
+1 |
Sep01 |
001219 |
780 |
780 |
778 |
778 |
-6 |
1 |
11,727 |
-1 |
Dec01 |
001219 |
809 |
809 |
806 |
806 |
-6 |
6 |
12,794 |
+0 |
Mar02 |
001219 |
835 |
835 |
835 |
835 |
-5 |
253 |
11,851 |
-46 |
May02 |
001219 |
852 |
856 |
852 |
856 |
-5 |
0 |
6,329 |
+0 |
Total Volume and Open Interest |
4,345 |
138,689 |
-467 |
Coffee "C"(NYBOT) |
Dec00 |
001218 |
64.00 |
64.00 |
62.70 |
62.70 |
-0.20 |
55 |
382 |
-40 |
Mar01 |
001219 |
65.80 |
66.20 |
65.00 |
65.05 |
-0.85 |
3,110 |
29,577 |
-193 |
May01 |
001219 |
68.90 |
69.25 |
68.05 |
68.10 |
-0.90 |
1,254 |
7,650 |
+802 |
Jul01 |
001219 |
72.00 |
72.40 |
71.10 |
71.10 |
-0.90 |
198 |
3,098 |
+71 |
Sep01 |
001219 |
75.10 |
75.50 |
74.00 |
74.00 |
-1.10 |
36 |
2,815 |
+1 |
Dec01 |
001219 |
79.40 |
79.75 |
78.25 |
78.25 |
-1.25 |
73 |
2,102 |
+39 |
Total Volume and Open Interest |
4,720 |
45,357 |
+371 |
Orange Juice(NYBOT) |
Jan01 |
001219 |
82.40 |
82.60 |
80.00 |
80.05 |
-1.45 |
1,140 |
8,157 |
-644 |
Mar01 |
001219 |
86.70 |
86.90 |
84.40 |
84.85 |
-0.95 |
1,187 |
17,628 |
+368 |
May01 |
001219 |
88.90 |
89.00 |
87.00 |
87.10 |
-1.05 |
103 |
2,459 |
+16 |
Jul01 |
001219 |
91.25 |
91.25 |
90.00 |
90.05 |
-0.10 |
30 |
1,069 |
+21 |
Sep01 |
001219 |
92.50 |
92.50 |
92.00 |
92.00 |
-0.15 |
0 |
326 |
+0 |
Total Volume and Open Interest |
2,460 |
30,065 |
-239 |
Sugar #11(NYBOT) |
Mar01 |
001219 |
9.29 |
9.44 |
9.29 |
9.42 |
+0.10 |
5,379 |
70,848 |
-822 |
May01 |
001219 |
8.98 |
9.05 |
8.97 |
9.03 |
+0.06 |
695 |
20,242 |
+0 |
Jul01 |
001219 |
8.46 |
8.52 |
8.45 |
8.51 |
+0.05 |
675 |
23,693 |
+145 |
Oct01 |
001219 |
8.13 |
8.19 |
8.12 |
8.18 |
+0.02 |
697 |
20,780 |
+85 |
Mar02 |
001219 |
8.02 |
8.08 |
8.01 |
8.08 |
+0.02 |
402 |
9,171 |
+131 |
Total Volume and Open Interest |
7,888 |
147,442 |
-447 |
London Cocoa(LCE) |
Dec00 |
001212 |
534 |
537 |
533 |
534 |
-4 |
3,911 |
13,944 |
-3,097 |
Mar01 |
001219 |
560 |
560 |
557 |
559 |
unch |
3,159 |
63,906 |
+63,906 |
May01 |
001219 |
570 |
570 |
566 |
567 |
-2 |
392 |
32,381 |
+32,381 |
Jul01 |
001219 |
578 |
578 |
576 |
577 |
unch |
345 |
16,736 |
+16,736 |
Sep01 |
001219 |
590 |
590 |
587 |
588 |
unch |
388 |
22,250 |
+22,250 |
Dec01 |
001219 |
610 |
612 |
609 |
610 |
unch |
46 |
9,466 |
+9,466 |
Mar02 |
001219 |
629 |
629 |
629 |
629 |
-1 |
0 |
22,596 |
+22,596 |
Total Volume and Open Interest |
4,330 |
186,739 |
+186,739 |
London Coffee(LCE) |
Jan01 |
001219 |
595.00 |
608.00 |
592.00 |
600.00 |
+8.00 |
2,544 |
21,793 |
+21,793 |
Mar01 |
001219 |
611.00 |
629.00 |
611.00 |
619.00 |
unch |
2,429 |
21,286 |
+21,286 |
May01 |
001219 |
638.00 |
649.00 |
635.00 |
639.00 |
-1.00 |
637 |
8,303 |
+8,303 |
Jul01 |
001219 |
664.00 |
665.00 |
660.00 |
660.00 |
+2.00 |
145 |
3,735 |
+3,735 |
Sep01 |
001219 |
685.00 |
685.00 |
682.00 |
682.00 |
+1.00 |
200 |
2,219 |
+2,219 |
Nov01 |
001219 |
704.00 |
704.00 |
702.00 |
702.00 |
-20.00 |
1 |
3,841 |
+3,841 |
Total Volume and Open Interest |
5,991 |
61,760 |
+61,760 |
London Sugar(LCE) |
Dec00 |
001115 |
225.50 |
233.60 |
224.60 |
225.00 |
-0.30 |
902 |
2,074 |
-764 |
Mar01 |
001219 |
236.00 |
237.00 |
235.00 |
236.10 |
+0.30 |
1,424 |
23,565 |
+23,565 |
May01 |
001219 |
233.10 |
233.60 |
232.00 |
232.70 |
+0.10 |
480 |
4,526 |
+4,526 |
Aug01 |
001219 |
229.10 |
229.20 |
228.30 |
228.30 |
+0.40 |
381 |
7,115 |
+7,115 |
Oct01 |
001219 |
220.70 |
220.70 |
220.70 |
220.70 |
+0.30 |
0 |
2,490 |
+2,490 |
Total Volume and Open Interest |
2,285 |
39,011 |
+39,011 |
Cotton(NYBOT) |
Mar01 |
001219 |
65.15 |
65.50 |
64.95 |
65.00 |
-0.10 |
3,871 |
29,855 |
-343 |
May01 |
001219 |
67.05 |
67.32 |
66.85 |
66.88 |
-0.12 |
1,364 |
14,579 |
+123 |
Jul01 |
001219 |
68.38 |
68.60 |
68.26 |
68.27 |
-0.08 |
340 |
7,759 |
+35 |
Oct01 |
001219 |
65.50 |
65.55 |
65.50 |
65.53 |
unch |
0 |
864 |
+0 |
Dec01 |
001219 |
64.65 |
64.80 |
64.60 |
64.60 |
-0.05 |
58 |
6,933 |
+7 |
Mar02 |
001219 |
66.00 |
66.00 |
65.80 |
65.80 |
-0.10 |
24 |
109 |
+13 |
Total Volume and Open Interest |
11,661 |
60,246 |
-161 |
Lumber(CME) |
Jan01 |
001219 |
207.4 |
208.5 |
202.1 |
207.2 |
-1.0 |
181 |
1,670 |
-89 |
Mar01 |
001219 |
223.9 |
223.9 |
218.7 |
221.3 |
-3.7 |
175 |
1,603 |
+6 |
May01 |
001219 |
233.0 |
233.9 |
227.9 |
230.7 |
-2.7 |
32 |
765 |
-2 |
Jul01 |
001219 |
242.0 |
242.0 |
238.5 |
238.6 |
-3.6 |
7 |
225 |
+2 |
Total Volume and Open Interest |
396 |
4,306 |
-84 |
Crude Oil(NYM) |
Jan01 |
001219 |
29.40 |
29.75 |
28.75 |
29.33 |
-0.43 |
50,760 |
28,245 |
-13,981 |
Feb01 |
001219 |
28.35 |
28.50 |
27.70 |
27.96 |
-0.63 |
56,577 |
103,012 |
+2,441 |
Mar01 |
001219 |
27.80 |
27.90 |
27.10 |
27.37 |
-0.66 |
7,807 |
36,817 |
-511 |
Apr01 |
001219 |
27.43 |
27.50 |
26.90 |
26.97 |
-0.66 |
3,730 |
24,641 |
-255 |
May01 |
001219 |
27.00 |
27.00 |
26.59 |
26.59 |
-0.66 |
1,468 |
18,010 |
+97 |
Jun01 |
001219 |
26.65 |
26.65 |
26.24 |
26.24 |
-0.66 |
5,710 |
29,192 |
-988 |
Jul01 |
001219 |
26.40 |
26.40 |
25.92 |
25.92 |
-0.66 |
624 |
12,923 |
+240 |
Aug01 |
001219 |
26.00 |
26.00 |
25.61 |
25.61 |
-0.66 |
389 |
11,049 |
-92 |
Sep01 |
001219 |
25.85 |
25.85 |
25.31 |
25.31 |
-0.66 |
418 |
11,383 |
+11 |
Oct01 |
001219 |
25.03 |
25.03 |
25.03 |
25.03 |
-0.66 |
1,143 |
7,912 |
+66 |
Total Volume and Open Interest |
131,449 |
429,401 |
-13,613 |
Heating Oil(NYM) |
Jan01 |
001219 |
92.00 |
92.90 |
91.00 |
91.60 |
-0.61 |
20,720 |
38,095 |
-1,817 |
Feb01 |
001219 |
88.05 |
89.30 |
87.50 |
88.03 |
-0.45 |
10,962 |
41,040 |
-1,186 |
Mar01 |
001219 |
82.70 |
83.25 |
82.20 |
82.33 |
-0.55 |
3,445 |
18,041 |
-28 |
Apr01 |
001219 |
76.20 |
77.50 |
76.20 |
76.53 |
-0.45 |
1,466 |
10,983 |
+235 |
May01 |
001219 |
73.00 |
73.10 |
72.38 |
72.38 |
-0.35 |
762 |
7,429 |
+104 |
Jun01 |
001219 |
71.00 |
71.70 |
70.65 |
70.88 |
-0.25 |
1,183 |
6,668 |
+211 |
Jul01 |
001219 |
70.10 |
70.65 |
70.10 |
70.13 |
-0.25 |
613 |
4,019 |
+56 |
Aug01 |
001219 |
70.25 |
70.50 |
69.83 |
69.83 |
-0.25 |
839 |
6,076 |
+370 |
Sep01 |
001219 |
70.90 |
70.90 |
70.38 |
70.38 |
-0.25 |
385 |
2,826 |
-12 |
Oct01 |
001219 |
70.50 |
71.00 |
70.50 |
70.93 |
-0.25 |
200 |
2,753 |
-18 |
Total Volume and Open Interest |
41,808 |
147,227 |
-2,485 |
Unleaded Gas(NYM) |
Jan01 |
001219 |
77.00 |
77.55 |
76.60 |
77.04 |
-0.56 |
12,832 |
21,326 |
-481 |
Feb01 |
001219 |
77.50 |
78.00 |
77.15 |
77.37 |
-0.71 |
8,080 |
19,505 |
+638 |
Mar01 |
001219 |
78.10 |
78.10 |
77.60 |
77.70 |
-0.88 |
3,476 |
12,336 |
-316 |
Apr01 |
001219 |
82.50 |
82.80 |
82.30 |
82.30 |
-1.06 |
1,801 |
12,042 |
+224 |
May01 |
001219 |
81.70 |
82.30 |
81.65 |
81.65 |
-1.04 |
668 |
9,672 |
+153 |
Jun01 |
001219 |
81.10 |
81.30 |
80.60 |
80.60 |
-0.99 |
1,420 |
7,076 |
+744 |
Jul01 |
001219 |
80.00 |
80.00 |
79.15 |
79.15 |
-1.00 |
106 |
2,386 |
+50 |
Aug01 |
001219 |
78.20 |
78.20 |
77.35 |
77.35 |
-1.00 |
126 |
7,949 |
+55 |
Total Volume and Open Interest |
28,885 |
97,929 |
+1,082 |
Natural Gas(NYM) |
Jan01 |
001219 |
8.850 |
9.130 |
8.780 |
9.102 |
+0.575 |
18,872 |
44,462 |
+726 |
Feb01 |
001219 |
8.850 |
8.900 |
8.650 |
8.812 |
+0.447 |
4,457 |
36,152 |
-1,519 |
Mar01 |
001219 |
8.000 |
8.020 |
7.810 |
7.932 |
+0.267 |
2,925 |
35,019 |
-781 |
Apr01 |
001219 |
5.750 |
5.800 |
5.650 |
5.760 |
+0.185 |
1,682 |
22,391 |
-93 |
May01 |
001219 |
5.180 |
5.200 |
5.120 |
5.200 |
+0.070 |
856 |
23,516 |
-16 |
Jun01 |
001219 |
5.150 |
5.180 |
5.100 |
5.170 |
+0.060 |
360 |
17,234 |
+45 |
Jul01 |
001219 |
5.120 |
5.160 |
5.100 |
5.155 |
+0.055 |
447 |
12,915 |
-58 |
Aug01 |
001219 |
5.150 |
5.150 |
5.070 |
5.135 |
+0.055 |
374 |
12,289 |
-220 |
Total Volume and Open Interest |
30,980 |
380,369 |
-2,254 |
Brent Crude Oil(IPE) |
Feb01 |
001219 |
26.25 |
26.25 |
24.95 |
25.00 |
-1.24 |
29,922 |
81,859 |
-1,445 |
Mar01 |
001219 |
25.85 |
26.00 |
25.10 |
25.14 |
-1.16 |
7,571 |
70,365 |
+2,096 |
Apr01 |
001219 |
25.60 |
25.62 |
24.88 |
24.88 |
-1.08 |
3,198 |
40,638 |
+340 |
May01 |
001219 |
25.40 |
25.40 |
24.66 |
24.66 |
-1.01 |
1,072 |
9,697 |
-23 |
Jun01 |
001219 |
25.00 |
25.15 |
24.44 |
24.44 |
-0.95 |
481 |
18,289 |
-81 |
Jul01 |
001219 |
24.21 |
24.21 |
24.21 |
24.21 |
-0.94 |
1 |
11,171 |
-1 |
Aug01 |
001219 |
24.70 |
24.70 |
23.98 |
23.98 |
-0.95 |
0 |
10,676 |
+0 |
Sep01 |
001219 |
23.76 |
23.76 |
23.76 |
23.76 |
-0.95 |
200 |
4,617 |
-200 |
Total Volume and Open Interest |
46,415 |
288,781 |
+267 |
Gas Oil(IPE) |
Jan01 |
001219 |
248.00 |
249.50 |
243.50 |
244.25 |
-5.75 |
13,176 |
25,655 |
-1,409 |
Feb01 |
001219 |
241.50 |
241.75 |
237.75 |
239.00 |
-5.25 |
4,909 |
18,805 |
+45 |
Mar01 |
001219 |
234.00 |
234.50 |
231.50 |
232.00 |
-4.75 |
1,711 |
10,167 |
+103 |
Apr01 |
001219 |
227.00 |
227.00 |
225.00 |
225.00 |
-4.50 |
452 |
6,201 |
+148 |
May01 |
001219 |
221.50 |
221.50 |
219.25 |
219.25 |
-4.25 |
96 |
2,324 |
-35 |
Jun01 |
001219 |
218.00 |
218.00 |
215.50 |
215.50 |
-3.50 |
1,742 |
12,944 |
-907 |
Jul01 |
001219 |
215.25 |
215.25 |
215.00 |
215.00 |
-3.50 |
1 |
4,130 |
+0 |
Aug01 |
001219 |
215.25 |
215.25 |
215.25 |
215.25 |
-3.25 |
0 |
1,333 |
+0 |
Total Volume and Open Interest |
22,187 |
90,240 |
-2,055 |
US Dollar Index(NYBOT) |
Mar01 |
001219 |
112.75 |
113.50 |
112.68 |
113.04 |
+0.12 |
|
|
|
Jun01 |
001219 |
112.87 |
112.87 |
112.87 |
112.87 |
+0.12 |
|
|
|
Sep01 |
001219 |
113.00 |
113.00 |
112.70 |
112.70 |
+0.12 |
|
|
|
Total Volume and Open Interest |
829 |
6,665 |
-250 |
Australian Dollar(IMM) |
Mar01 |
001219 |
54.15 |
54.57 |
54.13 |
54.51 |
+0.35 |
2,184 |
19,669 |
+144 |
Jun01 |
001219 |
54.56 |
54.56 |
54.56 |
54.56 |
+0.35 |
2 |
36 |
+0 |
Sep01 |
001219 |
54.61 |
54.61 |
54.61 |
54.61 |
+0.35 |
0 |
7 |
+0 |
Total Volume and Open Interest |
2,833 |
30,156 |
+96 |
British Pound(IMM) |
Mar01 |
001219 |
146.86 |
147.02 |
146.24 |
146.94 |
-0.60 |
4,840 |
23,273 |
+379 |
Jun01 |
001219 |
147.14 |
147.14 |
146.30 |
147.14 |
-0.60 |
0 |
32 |
-3 |
Sep01 |
001219 |
147.34 |
147.34 |
147.34 |
147.34 |
-0.60 |
|
|
|
Total Volume and Open Interest |
6,545 |
36,584 |
+460 |
Canadian Dollar(IMM) |
Mar01 |
001219 |
65.63 |
65.91 |
65.62 |
65.89 |
+0.30 |
6,985 |
49,089 |
+1,710 |
Jun01 |
001219 |
65.79 |
65.99 |
65.78 |
65.99 |
+0.30 |
515 |
4,288 |
+96 |
Sep01 |
001219 |
66.08 |
66.08 |
66.08 |
66.08 |
+0.30 |
2 |
1,185 |
-1 |
Dec01 |
001219 |
66.10 |
66.17 |
66.10 |
66.17 |
+0.30 |
13 |
525 |
+4 |
Total Volume and Open Interest |
13,062 |
70,497 |
+112 |
Japanese Yen(IMM) |
Mar01 |
001219 |
90.26 |
90.40 |
90.08 |
90.16 |
-0.33 |
10,264 |
84,258 |
+137 |
Jun01 |
001219 |
91.42 |
91.42 |
91.42 |
91.42 |
-0.34 |
2,225 |
2,261 |
+2,197 |
Sep01 |
001219 |
92.67 |
92.67 |
92.67 |
92.67 |
-0.35 |
7 |
96 |
+0 |
Total Volume and Open Interest |
25,102 |
127,428 |
-2,126 |
Swiss Franc(IMM) |
Mar01 |
001219 |
59.51 |
59.80 |
59.32 |
59.78 |
-0.12 |
6,961 |
40,188 |
+728 |
Jun01 |
001219 |
60.18 |
60.18 |
59.80 |
60.18 |
-0.12 |
4 |
27 |
+2 |
Sep01 |
001219 |
60.57 |
60.57 |
60.57 |
60.57 |
-0.12 |
0 |
11 |
+0 |
Total Volume and Open Interest |
15,096 |
73,988 |
+6,232 |
EuroFX(IMM) |
Mar01 |
001219 |
89.36 |
89.69 |
89.26 |
89.68 |
-0.04 |
14,142 |
75,560 |
+914 |
Jun01 |
001219 |
89.74 |
89.99 |
89.62 |
89.97 |
-0.04 |
531 |
781 |
+207 |
Sep01 |
001219 |
90.24 |
90.24 |
89.92 |
90.24 |
-0.04 |
85 |
591 |
+59 |
Total Volume and Open Interest |
21,033 |
104,459 |
-1,420 |
Mexican Peso(IMM) |
Dec00 |
001218 |
10660.0 |
10680.0 |
10660.0 |
10660.0 |
+32.0 |
194 |
8,009 |
-1,217 |
Mar01 |
001219 |
10397.5 |
10425.0 |
10360.0 |
10370.0 |
-28.0 |
4,529 |
21,916 |
+1,846 |
Total Volume and Open Interest |
6,231 |
35,250 |
+2,243 |
30-Year T-Bonds(CBOT) |
Dec00 |
001219 |
104~15 |
104~15 |
104~01 |
104~15 |
-0~06 |
7,947 |
32,899 |
-5,033 |
Mar01 |
001219 |
104~19 |
104~24 |
104~02 |
104~16 |
-0~07 |
118,271 |
417,964 |
+1,623 |
Jun01 |
001219 |
104~12 |
104~16 |
104~03 |
104~15 |
-0~07 |
181 |
1,569 |
+152 |
Total Volume and Open Interest |
126,462 |
452,907 |
-3,175 |
Municipal Bonds(CBOT) |
Dec00 |
001219 |
103~01 |
103~03 |
102~28 |
103~02 |
-0~03 |
1,177 |
6,684 |
-993 |
Mar01 |
001219 |
102~20 |
102~22 |
102~13 |
102~20 |
-0~05 |
1,626 |
12,579 |
+826 |
Total Volume and Open Interest |
2,803 |
19,263 |
-174 |
10-Year T-Notes(CBOT) |
Dec00 |
001219 |
104~070 |
104~080 |
104~030 |
104~040 |
-0~165 |
1,041 |
2,005 |
-1,873 |
Mar01 |
001219 |
104~220 |
104~280 |
104~100 |
104~175 |
-0~075 |
102,140 |
506,451 |
-5,483 |
Total Volume and Open Interest |
104,491 |
511,854 |
-6,446 |
5-Year T-Notes(CBOT) |
Dec00 |
001219 |
103~025 |
103~025 |
103~000 |
103~005 |
-0~045 |
1,867 |
25,642 |
-1,109 |
Mar01 |
001219 |
103~030 |
103~060 |
102~315 |
103~035 |
-0~020 |
60,451 |
343,878 |
+2,463 |
Jun01 |
001219 |
103~175 |
103~175 |
103~175 |
103~175 |
-0~020 |
0 |
207 |
+0 |
Total Volume and Open Interest |
62,318 |
369,727 |
+1,354 |
2 Year T-Notes(CBOT) |
Dec00 |
001219 |
101~000 |
101~000 |
101~000 |
101~000 |
-0~008 |
0 |
105 |
-106 |
Mar01 |
001219 |
101~041 |
101~044 |
101~032 |
101~038 |
-0~008 |
4,004 |
75,443 |
+132 |
Jun01 |
001219 |
101~082 |
101~082 |
101~082 |
101~082 |
-0~008 |
0 |
1 |
+0 |
Total Volume and Open Interest |
4,004 |
75,549 |
+26 |
3-Mth T-Bills(IMM) |
Mar01 |
001219 |
94.43 |
94.44 |
94.42 |
94.44 |
-0.04 |
0 |
1,567 |
+0 |
Total Volume and Open Interest |
24 |
2,728 |
+1 |
Eurodollars(IMM) |
Mar01 |
001219 |
93.920 |
93.925 |
93.870 |
93.910 |
-0.015 |
138,861 |
559,741 |
+15,675 |
Jun01 |
001219 |
94.210 |
94.220 |
94.155 |
94.210 |
-0.015 |
73,502 |
435,702 |
+1,824 |
Sep01 |
001219 |
94.355 |
94.370 |
94.315 |
94.360 |
-0.005 |
136,863 |
489,267 |
-8,345 |
Dec01 |
001219 |
94.280 |
94.290 |
94.230 |
94.290 |
unch |
57,505 |
288,935 |
+10,558 |
Mar02 |
001219 |
94.330 |
94.335 |
94.280 |
94.325 |
-0.015 |
31,661 |
261,136 |
+4,611 |
Jun02 |
001219 |
94.255 |
94.270 |
94.215 |
94.250 |
-0.025 |
17,971 |
177,271 |
+4,371 |
Sep02 |
001219 |
94.210 |
94.220 |
94.155 |
94.195 |
-0.030 |
18,287 |
137,667 |
+6,482 |
Dec02 |
001219 |
94.080 |
94.110 |
94.030 |
94.075 |
-0.040 |
13,429 |
104,058 |
+3,253 |
Mar03 |
001219 |
94.110 |
94.120 |
94.065 |
94.105 |
-0.045 |
8,987 |
83,532 |
-107 |
Jun03 |
001219 |
94.075 |
94.075 |
94.030 |
94.065 |
-0.050 |
5,761 |
68,435 |
+1,258 |
Sep03 |
001219 |
94.045 |
94.055 |
94.000 |
94.030 |
-0.055 |
5,753 |
64,841 |
+1,265 |
Dec03 |
001219 |
93.950 |
93.955 |
93.910 |
93.935 |
-0.060 |
6,222 |
51,652 |
+1,820 |
Total Volume and Open Interest |
574,360 |
3,474,999 |
-12,288 |
3-Mth Euro-Yen(IMM) |
Dec00 |
001215 |
99.37 |
99.38 |
99.36 |
99.38 |
-0.01 |
792 |
20,569 |
+182 |
Mar01 |
001219 |
99.52 |
99.53 |
99.51 |
99.52 |
+0.01 |
3,465 |
25,077 |
+1,200 |
Jun01 |
001219 |
99.57 |
99.58 |
99.57 |
99.58 |
+0.01 |
577 |
7,971 |
-543 |
Sep01 |
001219 |
99.55 |
99.55 |
99.54 |
99.54 |
unch |
5 |
10,330 |
-146 |
Dec01 |
001219 |
99.47 |
99.47 |
99.46 |
99.46 |
unch |
36 |
5,779 |
+35 |
Mar02 |
001219 |
99.44 |
99.44 |
99.43 |
99.43 |
+0.01 |
60 |
3,338 |
+60 |
Jun02 |
001219 |
99.39 |
99.39 |
99.39 |
99.39 |
+0.02 |
101 |
1,464 |
+101 |
Sep02 |
001219 |
99.29 |
99.29 |
99.28 |
99.29 |
+0.04 |
0 |
867 |
+0 |
Dec02 |
001219 |
99.12 |
99.13 |
99.12 |
99.12 |
+0.04 |
0 |
31 |
+0 |
Mar03 |
001219 |
99.05 |
99.05 |
99.05 |
99.05 |
unch |
|
|
|
Total Volume and Open Interest |
4,246 |
74,806 |
-88 |
3-Mth Euro-Yen(SIMEX) |
Mar01 |
001219 |
99.51 |
99.53 |
99.50 |
99.53 |
+0.02 |
|
|
|
Jun01 |
001219 |
99.57 |
99.58 |
99.57 |
99.57 |
unch |
|
|
|
Sep01 |
001219 |
99.54 |
99.55 |
99.54 |
99.54 |
unch |
|
|
|
Dec01 |
001219 |
99.45 |
99.46 |
99.45 |
99.46 |
+0.02 |
|
|
|
Mar02 |
001219 |
99.44 |
99.44 |
99.43 |
99.43 |
+0.01 |
|
|
|
Jun02 |
001219 |
99.38 |
99.38 |
99.38 |
99.38 |
+0.02 |
|
|
|
Sep02 |
001219 |
99.29 |
99.29 |
99.28 |
99.28 |
+0.03 |
|
|
|
Dec02 |
001219 |
99.13 |
99.13 |
99.13 |
99.13 |
+0.03 |
|
|
|
Total Volume and Open Interest |
0 |
322,935 |
-81,254 |
German Euro-Bund(EUREX) |
Mar01 |
001219 |
108.36 |
108.52 |
108.12 |
108.24 |
-0.31 |
298,001 |
727,852 |
+65,038 |
Jun01 |
001219 |
108.15 |
108.15 |
107.94 |
107.96 |
-0.29 |
2,233 |
7,379 |
+607 |
Sep01 |
001219 |
108.04 |
108.04 |
108.04 |
108.04 |
-0.31 |
0 |
378 |
+47 |
Total Volume and Open Interest |
300,234 |
735,609 |
+65,692 |
German Euro-Bobl(EUREX) |
Mar01 |
001219 |
105.56 |
105.66 |
105.46 |
105.47 |
-0.21 |
154,040 |
404,238 |
+33,232 |
Jun01 |
001219 |
105.50 |
105.50 |
105.50 |
105.50 |
-0.21 |
0 |
3,144 |
+0 |
Sep01 |
001219 |
105.27 |
105.27 |
105.27 |
105.27 |
-0.20 |
|
|
|
Total Volume and Open Interest |
154,040 |
407,382 |
+33,232 |
Long Gilt(LIFFE) |
Dec00 |
001219 |
115~21 |
115~21 |
115~13 |
115~13 |
-0~11 |
154 |
2,134 |
-100 |
Mar01 |
001219 |
115~08 |
115~11 |
114~31 |
115~01 |
-0~11 |
11,871 |
68,649 |
-1,818 |
Total Volume and Open Interest |
12,025 |
70,784 |
-1,918 |
3-Mth Short Sterling(LIFFE) |
Dec00 |
001219 |
93.99 |
94.01 |
93.99 |
94.00 |
+0.01 |
8,284 |
141,014 |
+126,649 |
Mar01 |
001219 |
94.13 |
94.14 |
94.12 |
94.13 |
-0.01 |
18,118 |
184,249 |
-1,711 |
Jun01 |
001219 |
94.29 |
94.31 |
94.26 |
94.27 |
-0.03 |
14,504 |
167,974 |
-905 |
Total Volume and Open Interest |
70,127 |
896,320 |
+124,220 |
3-Mth Euribor(LIFFE) |
Mar01 |
001219 |
95.170 |
95.190 |
95.160 |
95.175 |
-0.005 |
69,589 |
330,820 |
+9,904 |
Jun01 |
001219 |
95.335 |
95.355 |
95.315 |
95.325 |
-0.025 |
34,745 |
259,362 |
-2,048 |
Sep01 |
001219 |
95.470 |
95.470 |
95.425 |
95.435 |
-0.035 |
32,024 |
259,024 |
+5,311 |
Total Volume and Open Interest |
188,925 |
1,314,610 |
-205,036 |
3-Mth Aus T-Bills(SFE) |
Mar01 |
001219 |
94.18 |
94.21 |
94.18 |
94.20 |
unch |
12,256 |
162,958 |
+4,722 |
Jun01 |
001219 |
94.39 |
94.41 |
94.38 |
94.39 |
-0.02 |
6,371 |
63,134 |
+507 |
Sep01 |
001219 |
94.48 |
94.48 |
94.46 |
94.47 |
-0.02 |
1,197 |
28,829 |
-896 |
Dec01 |
001219 |
94.46 |
94.47 |
94.44 |
94.45 |
-0.04 |
1,598 |
16,042 |
-339 |
Mar02 |
001219 |
94.39 |
94.42 |
94.39 |
94.40 |
-0.04 |
385 |
9,919 |
+25 |
Jun02 |
001219 |
94.32 |
94.33 |
94.31 |
94.31 |
-0.05 |
431 |
6,786 |
+142 |
Sep02 |
001219 |
94.25 |
94.25 |
94.23 |
94.23 |
-0.06 |
430 |
5,671 |
-120 |
Dec02 |
001219 |
94.18 |
94.19 |
94.17 |
94.17 |
-0.05 |
424 |
2,946 |
-150 |
Mar03 |
001219 |
94.12 |
94.12 |
94.10 |
94.10 |
-0.04 |
360 |
1,941 |
+280 |
Jun03 |
001219 |
94.07 |
94.08 |
94.05 |
94.05 |
-0.04 |
175 |
1,292 |
+52 |
Total Volume and Open Interest |
23,953 |
302,608 |
+4,333 |
10-Year Aus T-Bonds(SFE) |
Mar01 |
001219 |
94.55 |
94.55 |
94.50 |
94.51 |
-0.04 |
4,527 |
96,209 |
+1,963 |
Jun01 |
001219 |
94.49 |
94.49 |
94.49 |
94.49 |
|
|
|
|
3-Year Aus T-Bonds(SFE) |
Mar01 |
001219 |
94.76 |
94.76 |
94.72 |
94.74 |
+94.74 |
10,775 |
176,518 |
+176,518 |
Jun01 |
001219 |
94.74 |
94.74 |
94.74 |
94.74 |
|
|
|
|
Gold(CMX) |
Dec00 |
001219 |
269.5 |
269.7 |
269.0 |
269.7 |
unch |
63 |
119 |
-12 |
Feb01 |
001219 |
271.4 |
272.3 |
271.2 |
272.0 |
unch |
7,931 |
73,367 |
+652 |
Apr01 |
001219 |
274.4 |
275.0 |
274.1 |
274.5 |
unch |
105 |
7,558 |
+42 |
Jun01 |
001219 |
276.3 |
277.6 |
276.3 |
277.0 |
unch |
282 |
12,062 |
+2 |
Aug01 |
001219 |
279.1 |
279.1 |
279.1 |
279.1 |
unch |
216 |
3,616 |
+284 |
Oct01 |
001219 |
281.0 |
281.0 |
281.0 |
281.0 |
unch |
0 |
693 |
+0 |
Total Volume and Open Interest |
8,615 |
115,087 |
+972 |
Silver(CMX) |
Dec00 |
001219 |
459.5 |
459.5 |
458.5 |
458.5 |
+1.0 |
697 |
911 |
+600 |
Mar01 |
001219 |
463.0 |
466.0 |
462.0 |
465.3 |
+1.0 |
7,468 |
56,718 |
-1,064 |
May01 |
001219 |
468.5 |
470.5 |
466.5 |
469.4 |
+1.0 |
14 |
2,322 |
+3 |
Jul01 |
001219 |
475.0 |
475.5 |
473.8 |
473.8 |
+1.0 |
25 |
3,676 |
-9 |
Sep01 |
001219 |
478.3 |
478.3 |
478.3 |
478.3 |
+1.0 |
0 |
3,085 |
+0 |
Total Volume and Open Interest |
8,359 |
74,085 |
-553 |
Platinum(NYM) |
Jan01 |
001219 |
601.5 |
606.0 |
600.0 |
603.3 |
-0.7 |
1,454 |
5,668 |
-1,371 |
Apr01 |
001219 |
591.0 |
595.5 |
591.0 |
594.3 |
-1.2 |
985 |
2,431 |
+658 |
Total Volume and Open Interest |
2,439 |
8,109 |
-713 |
Palladium(NYME) |
Dec00 |
001219 |
918.00 |
918.00 |
918.00 |
918.00 |
-29.20 |
0 |
1 |
+0 |
Mar01 |
001219 |
938.00 |
938.00 |
910.00 |
910.00 |
-29.20 |
19 |
1,696 |
+3 |
Jun01 |
001219 |
905.00 |
905.00 |
905.00 |
905.00 |
-29.20 |
0 |
136 |
+0 |
Total Volume and Open Interest |
19 |
1,833 |
+3 |
Copper(CMX) |
Dec00 |
001219 |
86.80 |
87.40 |
86.60 |
87.40 |
-0.05 |
581 |
3,301 |
-307 |
Mar01 |
001219 |
86.80 |
87.25 |
86.35 |
86.95 |
-0.40 |
5,547 |
30,235 |
-148 |
May01 |
001219 |
86.20 |
86.60 |
86.15 |
86.45 |
-0.35 |
158 |
4,934 |
+44 |
Jul01 |
001219 |
86.30 |
86.30 |
86.05 |
86.30 |
-0.30 |
59 |
5,520 |
+11 |
Sep01 |
001219 |
85.75 |
86.10 |
85.75 |
86.10 |
-0.30 |
148 |
2,113 |
+29 |
Total Volume and Open Interest |
7,199 |
69,305 |
-360 |
DJIA Index(CBOT) |
Dec00 |
001214 |
10680 |
10735 |
10620 |
10650 |
-121 |
4,318 |
12,298 |
-1,158 |
Mar01 |
001219 |
10795 |
10920 |
10691 |
10701 |
-99 |
11,933 |
16,318 |
+664 |
Jun01 |
001219 |
10833 |
10833 |
10833 |
10833 |
-99 |
1 |
15 |
+0 |
Sep01 |
001219 |
11100 |
11165 |
10964 |
10964 |
-99 |
3 |
6 |
+3 |
Total Volume and Open Interest |
11,937 |
16,346 |
+667 |
S & P 500(CME) |
Mar01 |
001219 |
1340.00 |
1366.50 |
1317.00 |
1318.00 |
-28.50 |
56,305 |
448,238 |
+1,483 |
Jun01 |
001219 |
1359.00 |
1383.00 |
1335.50 |
1336.10 |
-28.70 |
143 |
2,942 |
-40 |
Sep01 |
001219 |
1369.00 |
1400.00 |
1353.90 |
1353.90 |
-29.10 |
29 |
861 |
+7 |
Dec01 |
001219 |
1407.10 |
1420.10 |
1371.10 |
1371.10 |
-29.10 |
5 |
432 |
-3 |
Total Volume and Open Interest |
56,537 |
452,790 |
-104,435 |
S & P 500 E-Mini(Globex) |
Mar01 |
001219 |
1346.75 |
1366.75 |
1317.25 |
1318.00 |
-28.50 |
91,761 |
34,533 |
+2,723 |
Jun01 |
001219 |
1336.00 |
1336.00 |
1336.00 |
1336.00 |
-28.75 |
|
|
|
Total Volume and Open Interest |
91,761 |
34,533 |
|
NASDAQ 100(CME) |
Mar01 |
001219 |
2590.00 |
2682.00 |
2395.00 |
2410.00 |
-198.50 |
16,647 |
39,621 |
+1,182 |
Jun01 |
001219 |
2440.00 |
2451.00 |
2440.00 |
2451.00 |
-198.50 |
0 |
7 |
+0 |
Sep01 |
001219 |
2492.00 |
2492.00 |
2492.00 |
2492.00 |
-198.50 |
|
|
|
Total Volume and Open Interest |
16,653 |
39,952 |
|
NASDAQ 100 E-Mini(GLOBEX) |
Mar01 |
001219 |
2609.5 |
2686.0 |
2393.0 |
2410.0 |
-198.5 |
75,148 |
24,142 |
+2,664 |
Jun01 |
001219 |
2550.0 |
2550.0 |
2550.0 |
2550.0 |
-99.5 |
|
|
|
Total Volume and Open Interest |
75,148 |
24,142 |
|
NYSE Composite(NYBOT) |
Mar01 |
001219 |
652.25 |
660.50 |
646.50 |
646.75 |
-7.85 |
|
|
|
Jun01 |
001219 |
655.50 |
655.50 |
655.50 |
655.50 |
-7.85 |
|
|
|
Sep01 |
001219 |
664.25 |
664.25 |
664.25 |
664.25 |
-7.85 |
|
|
|
Total Volume and Open Interest |
|
|
|
S & P Midcap 400(CME) |
Mar01 |
001219 |
508.00 |
515.00 |
501.00 |
501.50 |
-9.00 |
1,834 |
14,495 |
+195 |
Jun01 |
001219 |
508.70 |
508.70 |
508.70 |
508.70 |
-9.00 |
0 |
1 |
+0 |
Sep01 |
001219 |
515.70 |
515.70 |
515.70 |
515.70 |
-9.00 |
|
|
|
Total Volume and Open Interest |
494 |
20,709 |
+20,709 |
Russell 2000(CME) |
Mar01 |
001219 |
470.50 |
474.50 |
462.00 |
463.50 |
-8.50 |
3,336 |
14,358 |
+402 |
Jun01 |
001219 |
471.10 |
471.10 |
471.10 |
471.10 |
-8.50 |
|
|
|
Sep01 |
001219 |
478.65 |
478.65 |
478.65 |
478.65 |
-8.50 |
|
|
|
Total Volume and Open Interest |
3,341 |
14,361 |
-4,277 |
Value Line(KCBT) |
Mar01 |
001219 |
1096.00 |
1107.00 |
1080.00 |
1080.00 |
-17.00 |
71 |
104 |
+104 |
Total Volume and Open Interest |
72 |
105 |
+105 |
Nikkei 225(CME) |
Mar01 |
001219 |
14250 |
14360 |
14075 |
14090 |
-460 |
1,231 |
13,679 |
+237 |
Jun01 |
001219 |
14080 |
14080 |
14080 |
14080 |
-460 |
0 |
3 |
+0 |
Total Volume and Open Interest |
1,231 |
13,682 |
+237 |
Nikkei 225(SIMEX) |
Mar01 |
001219 |
14500 |
14540 |
14155 |
14215 |
-375 |
13,167 |
0 |
+0 |
Jun01 |
001219 |
14195 |
14195 |
14195 |
14195 |
-375 |
|
|
|
Sep01 |
001219 |
14215 |
14215 |
14215 |
14215 |
-375 |
|
|
|
Total Volume and Open Interest |
|
|
|
CAC 40(MATIF) |
Dec00 |
001219 |
5905.5 |
5994.5 |
5856.5 |
5901.0 |
-10.0 |
46,424 |
386,923 |
-6,711 |
Jan01 |
001219 |
5930.0 |
6014.5 |
5892.5 |
5948.0 |
+14.0 |
4,962 |
32,928 |
+4,190 |
Feb01 |
001219 |
5939.0 |
6007.5 |
5911.5 |
6007.5 |
+57.0 |
2,235 |
4,760 |
+2,199 |
Total Volume and Open Interest |
56,217 |
465,789 |
+1,463 |
DAX Index(EUREX) |
Mar01 |
001219 |
6452.5 |
6581.0 |
6375.0 |
6570.0 |
+135.5 |
25,179 |
137,624 |
+15,151 |
Jun01 |
001219 |
6525.0 |
6632.5 |
6449.0 |
6632.5 |
+137.0 |
188 |
10,330 |
+319 |
Sep01 |
001219 |
6676.0 |
6719.0 |
6640.0 |
6719.0 |
|
|
|
|
FT-SE 100(LIFFE) |
Mar01 |
001219 |
6275.50 |
6367.00 |
6226.00 |
6360.00 |
+76.50 |
17,167 |
8,447 |
-224,307 |
Jun01 |
001219 |
6427.00 |
6427.00 |
6427.00 |
6427.00 |
+73.50 |
0 |
234,103 |
+225,656 |
Sep01 |
001219 |
6487.00 |
6487.00 |
6487.00 |
6487.00 |
|
|
|
|
SPI 200(SFE) |
Dec00 |
001219 |
3257.0 |
3275.0 |
3255.0 |
3261.0 |
+16.0 |
1,490 |
162,312 |
+8,616 |
Mar01 |
001219 |
3284.0 |
3303.0 |
3283.0 |
3290.0 |
+17.0 |
427 |
7,607 |
+29 |
Jun01 |
001219 |
3315.0 |
3315.0 |
3315.0 |
3315.0 |
+17.0 |
0 |
174 |
+0 |
Total Volume and Open Interest |
1,917 |
170,106 |
+8,645 |
GSCI(CME) |
Jan01 |
001219 |
245.25 |
246.20 |
243.70 |
243.70 |
-2.00 |
63 |
33,346 |
+104 |
Feb01 |
001219 |
237.30 |
237.30 |
237.30 |
237.30 |
-1.70 |
0 |
26 |
+0 |
Mar01 |
001110 |
233.50 |
234.00 |
233.20 |
233.50 |
+0.10 |
|
|
|
Total Volume and Open Interest |
11,685 |
36,008 |
+78 |
Bridge CRB Index(NYBOT) |
Jan01 |
001219 |
227.40 |
227.60 |
227.20 |
227.60 |
+0.20 |
39 |
424 |
-8 |
Feb01 |
001219 |
225.20 |
225.20 |
225.20 |
225.20 |
+0.20 |
23 |
685 |
+7 |
Apr01 |
001219 |
222.80 |
222.80 |
222.80 |
222.80 |
+0.20 |
0 |
310 |
+0 |
Total Volume and Open Interest |
212 |
1,419 |
-1 |
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
|
|