 |
MRCI's Free Historical Futures Prices |
Daily Futures Price Listing Wed December 20, 2000 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Jan01 |
001220 |
509.50 |
511.50 |
507.25 |
508.00 |
-3.75 |
13,410 |
51,207 |
-2,431 |
Mar01 |
001220 |
519.50 |
521.50 |
516.50 |
517.50 |
-4.50 |
18,279 |
63,501 |
+3,745 |
May01 |
001220 |
527.00 |
527.50 |
522.25 |
523.50 |
-5.00 |
2,512 |
24,722 |
+375 |
Jul01 |
001220 |
531.50 |
532.50 |
527.00 |
528.50 |
-5.25 |
2,604 |
28,600 |
+227 |
Aug01 |
001220 |
530.00 |
530.00 |
526.00 |
528.50 |
-4.50 |
205 |
1,521 |
+35 |
Sep01 |
001220 |
525.00 |
525.00 |
525.00 |
525.00 |
-2.50 |
4 |
599 |
+0 |
Nov01 |
001220 |
526.75 |
527.50 |
523.00 |
525.25 |
-3.00 |
672 |
10,587 |
+44 |
Total Volume and Open Interest |
37,713 |
180,842 |
+2,019 |
Soybean Meal(CBOT) |
Jan01 |
001220 |
191.80 |
194.40 |
191.20 |
192.40 |
+0.10 |
14,065 |
33,726 |
-5,093 |
Mar01 |
001220 |
190.20 |
191.00 |
188.30 |
189.10 |
-1.50 |
12,809 |
50,612 |
+4,391 |
May01 |
001220 |
186.30 |
186.30 |
184.20 |
184.70 |
-1.90 |
3,401 |
20,788 |
+657 |
Jul01 |
001220 |
184.20 |
184.20 |
182.20 |
182.70 |
-1.80 |
2,044 |
13,479 |
+555 |
Aug01 |
001220 |
182.20 |
182.30 |
181.00 |
181.10 |
-1.30 |
173 |
3,985 |
-36 |
Sep01 |
001220 |
180.90 |
180.90 |
180.20 |
180.20 |
-1.50 |
67 |
1,871 |
-16 |
Oct01 |
001220 |
177.50 |
177.50 |
176.80 |
176.80 |
-1.00 |
0 |
843 |
+0 |
Dec01 |
001220 |
178.10 |
178.30 |
177.20 |
177.20 |
-1.30 |
160 |
3,081 |
+33 |
Total Volume and Open Interest |
32,719 |
128,385 |
+491 |
Soybean Oil(CBOT) |
Jan01 |
001220 |
15.20 |
15.25 |
15.00 |
15.01 |
-0.20 |
8,239 |
31,961 |
-3,025 |
Mar01 |
001220 |
15.57 |
15.64 |
15.39 |
15.42 |
-0.16 |
7,775 |
56,334 |
+1,994 |
May01 |
001220 |
15.97 |
16.00 |
15.81 |
15.82 |
-0.15 |
2,015 |
17,165 |
-90 |
Jul01 |
001220 |
16.39 |
16.39 |
16.23 |
16.23 |
-0.15 |
797 |
13,956 |
-23 |
Aug01 |
001220 |
16.51 |
16.51 |
16.32 |
16.32 |
-0.19 |
42 |
3,123 |
+42 |
Sep01 |
001220 |
16.68 |
16.68 |
16.48 |
16.48 |
-0.20 |
24 |
2,374 |
+24 |
Oct01 |
001220 |
16.90 |
16.90 |
16.73 |
16.73 |
-0.17 |
130 |
3,144 |
+100 |
Dec01 |
001220 |
17.18 |
17.18 |
17.03 |
17.03 |
-0.15 |
385 |
5,974 |
+61 |
Total Volume and Open Interest |
19,435 |
135,147 |
-889 |
Canola(WCE) |
Jan01 |
001220 |
274.5 |
274.5 |
273.0 |
273.2 |
-0.9 |
2,731 |
22,727 |
-3,500 |
Mar01 |
001220 |
280.0 |
280.0 |
278.7 |
279.2 |
-0.5 |
6,146 |
32,944 |
-159 |
May01 |
001220 |
285.5 |
285.5 |
284.5 |
284.6 |
-0.6 |
441 |
4,594 |
+299 |
Jul01 |
001220 |
290.8 |
290.8 |
289.5 |
290.3 |
-0.5 |
77 |
4,958 |
+20 |
Aug01 |
001220 |
289.0 |
289.0 |
289.0 |
289.0 |
+0.1 |
0 |
58 |
+0 |
Total Volume and Open Interest |
9,430 |
67,240 |
-3,320 |
Corn(CBOT) |
Jan01 |
001220 |
218.25 |
220.00 |
217.50 |
218.25 |
-0.25 |
595 |
3,659 |
-305 |
Mar01 |
001220 |
225.50 |
227.00 |
224.25 |
225.00 |
-0.75 |
39,604 |
232,653 |
-1,245 |
May01 |
001220 |
233.00 |
234.75 |
232.00 |
232.75 |
-0.75 |
4,414 |
64,707 |
+402 |
Jul01 |
001220 |
241.00 |
242.25 |
239.25 |
240.25 |
-1.00 |
3,690 |
61,197 |
+82 |
Sep01 |
001220 |
247.75 |
249.25 |
246.50 |
246.75 |
-1.50 |
163 |
7,372 |
+61 |
Total Volume and Open Interest |
52,470 |
408,982 |
-324 |
Wheat(CBOT) |
Mar01 |
001220 |
272.75 |
274.50 |
268.50 |
271.00 |
-1.50 |
14,704 |
94,836 |
-2,007 |
May01 |
001220 |
284.00 |
285.00 |
279.75 |
281.50 |
-2.00 |
750 |
11,304 |
+290 |
Jul01 |
001220 |
293.75 |
295.00 |
289.50 |
292.25 |
-1.50 |
1,633 |
24,268 |
+95 |
Sep01 |
001220 |
303.50 |
303.75 |
299.00 |
301.50 |
-2.00 |
31 |
1,261 |
-8 |
Dec01 |
001220 |
317.00 |
317.50 |
312.50 |
315.25 |
-1.75 |
327 |
3,663 |
+175 |
Total Volume and Open Interest |
17,455 |
135,738 |
-1,447 |
Wheat(KCBT) |
Dec00 |
001219 |
309.00 |
309.00 |
309.00 |
309.00 |
+8.00 |
0 |
2 |
-2 |
Mar01 |
001220 |
321.50 |
323.50 |
318.50 |
321.25 |
+0.25 |
6,189 |
50,284 |
-52 |
May01 |
001220 |
331.00 |
332.25 |
328.00 |
329.50 |
-1.50 |
911 |
6,784 |
+336 |
Jul01 |
001220 |
339.50 |
340.75 |
336.25 |
337.50 |
-1.25 |
885 |
10,478 |
+20 |
Sep01 |
001220 |
346.50 |
346.50 |
345.50 |
345.50 |
unch |
366 |
792 |
+333 |
Total Volume and Open Interest |
8,371 |
68,466 |
+644 |
Wheat(MGE) |
Dec00 |
001219 |
311.00 |
311.00 |
311.00 |
311.00 |
unch |
1 |
0 |
-1 |
Mar01 |
001220 |
325.00 |
326.75 |
322.50 |
323.50 |
-1.50 |
2,686 |
16,517 |
-4 |
May01 |
001220 |
335.00 |
335.00 |
331.25 |
331.75 |
-2.25 |
328 |
3,670 |
+25 |
Jul01 |
001220 |
342.00 |
342.50 |
338.00 |
339.00 |
-2.25 |
421 |
2,582 |
+180 |
Sep01 |
001220 |
349.50 |
349.50 |
347.75 |
347.75 |
-1.25 |
5 |
707 |
+5 |
Total Volume and Open Interest |
3,465 |
23,695 |
+214 |
Oats(CBOT) |
Mar01 |
001220 |
110.75 |
111.00 |
109.75 |
110.50 |
+0.25 |
521 |
10,613 |
+87 |
May01 |
001220 |
117.25 |
117.25 |
116.00 |
116.50 |
unch |
60 |
1,428 |
+5 |
Jul01 |
001220 |
122.25 |
122.25 |
122.25 |
122.25 |
+0.25 |
41 |
883 |
+1 |
Sep01 |
001220 |
125.75 |
125.75 |
125.75 |
125.75 |
unch |
0 |
354 |
+0 |
Total Volume and Open Interest |
762 |
14,098 |
+93 |
Rough Rice(CBOT) |
Jan01 |
001220 |
5.94 |
6.00 |
5.94 |
5.99 |
+0.06 |
497 |
2,535 |
-241 |
Mar01 |
001220 |
6.21 |
6.26 |
6.20 |
6.25 |
+0.04 |
438 |
2,659 |
+267 |
May01 |
001220 |
6.45 |
6.48 |
6.45 |
6.48 |
+0.03 |
17 |
653 |
+17 |
Jul01 |
001220 |
6.70 |
6.72 |
6.70 |
6.72 |
+0.03 |
11 |
565 |
+1 |
Total Volume and Open Interest |
971 |
6,683 |
+46 |
Live Cattle(CME) |
Dec00 |
001220 |
78.150 |
78.650 |
77.450 |
78.475 |
+0.475 |
2,370 |
6,971 |
-1,215 |
Feb01 |
001220 |
77.550 |
77.950 |
76.975 |
77.675 |
+0.250 |
8,021 |
64,956 |
-1,285 |
Apr01 |
001220 |
78.400 |
78.675 |
77.875 |
78.550 |
+0.250 |
2,533 |
31,748 |
+455 |
Jun01 |
001220 |
74.275 |
74.450 |
73.750 |
74.300 |
+0.075 |
1,082 |
12,428 |
+556 |
Aug01 |
001220 |
74.325 |
74.600 |
73.800 |
74.375 |
+0.150 |
776 |
11,257 |
+245 |
Oct01 |
001220 |
75.800 |
76.100 |
75.550 |
76.025 |
+0.250 |
48 |
2,854 |
+19 |
Total Volume and Open Interest |
14,896 |
131,313 |
-1,168 |
Feeder Cattle(CME) |
Jan01 |
001220 |
90.600 |
91.550 |
90.400 |
91.325 |
+0.700 |
673 |
8,344 |
-151 |
Mar01 |
001220 |
89.700 |
90.450 |
89.425 |
90.375 |
+0.525 |
345 |
5,393 |
+64 |
Apr01 |
001220 |
89.000 |
89.800 |
88.800 |
89.675 |
+0.475 |
421 |
2,300 |
+130 |
May01 |
001220 |
88.850 |
89.300 |
88.550 |
89.200 |
+0.300 |
102 |
2,137 |
+22 |
Aug01 |
001220 |
89.100 |
89.725 |
89.000 |
89.725 |
+0.500 |
73 |
1,046 |
-2 |
Sep01 |
001220 |
88.750 |
89.300 |
88.750 |
89.300 |
+0.250 |
27 |
230 |
-18 |
Oct01 |
001220 |
89.100 |
89.300 |
89.100 |
89.300 |
+0.025 |
1 |
124 |
+0 |
Total Volume and Open Interest |
1,646 |
19,679 |
+47 |
Lean Hogs(CME) |
Feb01 |
001220 |
56.000 |
56.575 |
55.950 |
56.250 |
-0.450 |
5,484 |
27,144 |
-1,343 |
Apr01 |
001220 |
56.300 |
56.700 |
56.025 |
56.650 |
-0.100 |
1,335 |
6,581 |
-71 |
Jun01 |
001220 |
62.200 |
62.450 |
61.825 |
62.250 |
-0.275 |
434 |
4,266 |
-170 |
Jul01 |
001220 |
60.125 |
60.400 |
59.775 |
60.150 |
-0.050 |
111 |
1,416 |
+5 |
Aug01 |
001220 |
58.100 |
58.575 |
58.100 |
58.575 |
-0.425 |
115 |
824 |
+65 |
Oct01 |
001220 |
50.300 |
50.800 |
50.100 |
50.650 |
-0.075 |
163 |
1,282 |
+41 |
Dec01 |
001220 |
48.000 |
48.200 |
47.850 |
48.200 |
+0.100 |
69 |
1,072 |
+37 |
Feb02 |
001220 |
48.700 |
48.700 |
48.700 |
48.700 |
-0.300 |
0 |
32 |
+0 |
Total Volume and Open Interest |
7,712 |
42,619 |
-5,819 |
Pork Bellies(CME) |
Feb01 |
001220 |
66.500 |
67.550 |
66.150 |
67.350 |
+0.025 |
388 |
2,272 |
+24 |
Mar01 |
001220 |
66.750 |
67.100 |
66.425 |
67.100 |
-0.250 |
94 |
250 |
+80 |
May01 |
001220 |
68.250 |
68.250 |
68.050 |
68.050 |
+0.450 |
2 |
131 |
+0 |
Jul01 |
001220 |
67.600 |
67.600 |
67.600 |
67.600 |
unch |
2 |
69 |
+0 |
Aug01 |
001220 |
68.500 |
68.975 |
68.500 |
68.975 |
-0.525 |
0 |
31 |
+0 |
Total Volume and Open Interest |
486 |
2,753 |
+104 |
Cocoa(NYBOT) |
Mar01 |
001220 |
731 |
747 |
731 |
745 |
+24 |
3,222 |
46,491 |
-565 |
May01 |
001220 |
750 |
762 |
748 |
760 |
+20 |
705 |
19,734 |
+297 |
Jul01 |
001220 |
769 |
777 |
769 |
777 |
+18 |
108 |
14,647 |
-26 |
Sep01 |
001220 |
796 |
796 |
796 |
796 |
+18 |
9 |
11,729 |
+2 |
Dec01 |
001220 |
822 |
824 |
815 |
824 |
+18 |
110 |
12,876 |
+82 |
Mar02 |
001220 |
850 |
853 |
849 |
853 |
+18 |
218 |
12,069 |
+218 |
May02 |
001220 |
874 |
874 |
874 |
874 |
+18 |
1 |
6,330 |
+1 |
Total Volume and Open Interest |
4,387 |
138,702 |
+13 |
Coffee "C"(NYBOT) |
Dec00 |
001218 |
64.00 |
64.00 |
62.70 |
62.70 |
-0.20 |
55 |
382 |
-40 |
Mar01 |
001220 |
65.60 |
65.60 |
64.90 |
65.45 |
+0.40 |
4,030 |
29,634 |
+57 |
May01 |
001220 |
68.50 |
68.60 |
68.00 |
68.45 |
+0.35 |
732 |
7,059 |
-591 |
Jul01 |
001220 |
71.70 |
71.70 |
71.10 |
71.50 |
+0.40 |
591 |
3,320 |
+222 |
Sep01 |
001220 |
74.75 |
74.75 |
74.10 |
74.40 |
+0.40 |
281 |
2,916 |
+101 |
Dec01 |
001220 |
78.75 |
79.10 |
78.40 |
78.70 |
+0.45 |
171 |
2,128 |
+26 |
Total Volume and Open Interest |
5,845 |
45,209 |
-148 |
Orange Juice(NYBOT) |
Jan01 |
001220 |
81.50 |
81.50 |
77.00 |
79.40 |
-0.65 |
1,125 |
7,403 |
-754 |
Mar01 |
001220 |
85.00 |
85.00 |
81.25 |
83.40 |
-1.45 |
1,626 |
17,979 |
+351 |
May01 |
001220 |
87.50 |
87.50 |
83.00 |
85.80 |
-1.30 |
129 |
2,495 |
+36 |
Jul01 |
001220 |
89.50 |
89.50 |
88.00 |
88.10 |
-1.95 |
59 |
1,070 |
+1 |
Sep01 |
001220 |
90.10 |
90.10 |
90.10 |
90.10 |
-1.90 |
4 |
323 |
-3 |
Total Volume and Open Interest |
2,944 |
29,695 |
-370 |
Sugar #11(NYBOT) |
Mar01 |
001220 |
9.51 |
10.09 |
9.46 |
9.99 |
+0.57 |
5,307 |
70,349 |
-499 |
May01 |
001220 |
9.13 |
9.50 |
9.09 |
9.50 |
+0.47 |
853 |
20,336 |
+94 |
Jul01 |
001220 |
8.63 |
9.00 |
8.58 |
8.91 |
+0.40 |
1,270 |
24,010 |
+317 |
Oct01 |
001220 |
8.25 |
8.50 |
8.24 |
8.50 |
+0.32 |
786 |
20,752 |
-28 |
Mar02 |
001220 |
8.12 |
8.35 |
8.11 |
8.35 |
+0.27 |
203 |
9,125 |
-46 |
Total Volume and Open Interest |
8,492 |
147,318 |
-124 |
London Cocoa(LCE) |
Dec00 |
001212 |
534 |
537 |
533 |
534 |
-4 |
3,911 |
13,944 |
-3,097 |
Mar01 |
001220 |
562 |
570 |
560 |
569 |
+10 |
1,395 |
64,080 |
+174 |
May01 |
001220 |
570 |
575 |
570 |
574 |
+7 |
1,935 |
32,865 |
+484 |
Jul01 |
001220 |
582 |
584 |
580 |
582 |
+5 |
69 |
16,792 |
+56 |
Sep01 |
001220 |
590 |
594 |
588 |
592 |
+4 |
345 |
22,235 |
-15 |
Dec01 |
001220 |
612 |
617 |
610 |
612 |
+2 |
307 |
9,553 |
+87 |
Mar02 |
001220 |
632 |
635 |
629 |
632 |
+3 |
0 |
22,596 |
+0 |
Total Volume and Open Interest |
4,061 |
187,525 |
+786 |
London Coffee(LCE) |
Jan01 |
001220 |
598.00 |
612.00 |
598.00 |
610.00 |
+10.00 |
2,517 |
19,516 |
-2,277 |
Mar01 |
001220 |
621.00 |
632.00 |
617.00 |
629.00 |
+10.00 |
2,383 |
21,520 |
+234 |
May01 |
001220 |
645.00 |
652.00 |
639.00 |
648.00 |
+9.00 |
325 |
8,401 |
+98 |
Jul01 |
001220 |
663.00 |
670.00 |
658.00 |
668.00 |
+8.00 |
20 |
3,747 |
+12 |
Sep01 |
001220 |
686.00 |
689.00 |
683.00 |
689.00 |
+7.00 |
5 |
2,220 |
+1 |
Nov01 |
001220 |
709.00 |
709.00 |
709.00 |
709.00 |
+7.00 |
4 |
3,837 |
-4 |
Total Volume and Open Interest |
5,367 |
59,927 |
-1,833 |
London Sugar(LCE) |
Dec00 |
001115 |
225.50 |
233.60 |
224.60 |
225.00 |
-0.30 |
902 |
2,074 |
-764 |
Mar01 |
001220 |
237.00 |
243.00 |
237.00 |
243.00 |
+6.90 |
975 |
23,056 |
-509 |
May01 |
001220 |
233.30 |
239.50 |
233.30 |
239.50 |
+6.80 |
617 |
4,584 |
+58 |
Aug01 |
001220 |
229.50 |
234.60 |
229.50 |
234.60 |
+6.30 |
105 |
7,165 |
+50 |
Oct01 |
001220 |
226.00 |
227.10 |
226.00 |
227.10 |
+6.40 |
0 |
2,490 |
+0 |
Total Volume and Open Interest |
1,697 |
38,610 |
-401 |
Cotton(NYBOT) |
Mar01 |
001220 |
64.90 |
65.70 |
64.80 |
65.63 |
+0.63 |
4,207 |
30,411 |
+556 |
May01 |
001220 |
66.75 |
67.55 |
66.75 |
67.49 |
+0.61 |
1,930 |
15,408 |
+829 |
Jul01 |
001220 |
68.20 |
68.80 |
68.11 |
68.80 |
+0.53 |
168 |
7,749 |
-10 |
Oct01 |
001220 |
65.50 |
65.60 |
65.50 |
65.50 |
-0.03 |
23 |
864 |
+0 |
Dec01 |
001220 |
64.60 |
64.80 |
64.50 |
64.80 |
+0.20 |
189 |
6,916 |
-17 |
Mar02 |
001220 |
65.85 |
66.00 |
65.85 |
66.00 |
+0.20 |
15 |
117 |
+8 |
Total Volume and Open Interest |
13,549 |
61,621 |
+1,375 |
Lumber(CME) |
Jan01 |
001220 |
206.5 |
211.2 |
204.5 |
207.2 |
unch |
395 |
1,680 |
+10 |
Mar01 |
001220 |
221.0 |
224.0 |
219.7 |
221.8 |
+0.5 |
264 |
1,651 |
+48 |
May01 |
001220 |
231.0 |
231.9 |
228.7 |
230.3 |
-0.4 |
112 |
827 |
+62 |
Jul01 |
001220 |
239.4 |
239.4 |
238.5 |
238.5 |
-0.1 |
12 |
225 |
+0 |
Total Volume and Open Interest |
802 |
4,431 |
+125 |
Crude Oil(NYM) |
Feb01 |
001220 |
27.16 |
27.45 |
25.65 |
25.77 |
-2.19 |
66,348 |
101,786 |
-1,226 |
Mar01 |
001220 |
26.70 |
26.82 |
25.25 |
25.49 |
-1.88 |
13,279 |
37,385 |
+568 |
Apr01 |
001220 |
26.30 |
26.45 |
25.10 |
25.18 |
-1.79 |
3,651 |
24,596 |
-45 |
May01 |
001220 |
26.15 |
26.25 |
24.89 |
24.89 |
-1.70 |
2,689 |
18,082 |
+72 |
Jun01 |
001220 |
25.80 |
25.85 |
24.60 |
24.60 |
-1.64 |
2,916 |
28,793 |
-399 |
Jul01 |
001220 |
25.35 |
25.45 |
24.35 |
24.35 |
-1.57 |
883 |
13,173 |
+250 |
Aug01 |
001220 |
25.25 |
25.25 |
24.11 |
24.11 |
-1.50 |
845 |
11,195 |
+146 |
Sep01 |
001220 |
24.90 |
25.02 |
23.88 |
23.88 |
-1.43 |
1,393 |
10,613 |
-770 |
Oct01 |
001220 |
24.65 |
24.70 |
23.66 |
23.66 |
-1.37 |
1,018 |
8,238 |
+326 |
Nov01 |
001220 |
24.35 |
24.40 |
23.45 |
23.45 |
-1.31 |
123 |
14,112 |
-51 |
Total Volume and Open Interest |
141,806 |
409,504 |
-19,897 |
Heating Oil(NYM) |
Jan01 |
001220 |
90.10 |
90.50 |
85.30 |
85.66 |
-5.94 |
16,817 |
37,608 |
-487 |
Feb01 |
001220 |
86.75 |
87.10 |
82.80 |
82.98 |
-5.05 |
11,101 |
41,031 |
-9 |
Mar01 |
001220 |
81.50 |
81.50 |
77.80 |
77.88 |
-4.45 |
1,893 |
18,240 |
+199 |
Apr01 |
001220 |
76.00 |
76.00 |
72.38 |
72.38 |
-4.15 |
1,275 |
10,673 |
-310 |
May01 |
001220 |
71.35 |
71.40 |
68.33 |
68.33 |
-4.05 |
339 |
7,401 |
-28 |
Jun01 |
001220 |
69.80 |
70.10 |
66.93 |
66.93 |
-3.95 |
772 |
6,281 |
-387 |
Jul01 |
001220 |
68.00 |
69.40 |
66.28 |
66.28 |
-3.85 |
196 |
3,979 |
-40 |
Aug01 |
001220 |
68.85 |
69.40 |
66.13 |
66.13 |
-3.70 |
506 |
6,141 |
+65 |
Sep01 |
001220 |
69.80 |
69.80 |
66.68 |
66.68 |
-3.70 |
349 |
2,652 |
-174 |
Oct01 |
001220 |
70.30 |
70.40 |
67.23 |
67.23 |
-3.70 |
566 |
2,847 |
+94 |
Total Volume and Open Interest |
34,826 |
146,214 |
-1,013 |
Unleaded Gas(NYM) |
Jan01 |
001220 |
76.20 |
76.40 |
74.36 |
74.42 |
-2.62 |
13,043 |
19,707 |
-1,619 |
Feb01 |
001220 |
75.70 |
76.75 |
72.00 |
72.74 |
-4.63 |
7,560 |
20,340 |
+835 |
Mar01 |
001220 |
76.10 |
77.10 |
73.00 |
73.24 |
-4.46 |
2,119 |
12,179 |
-157 |
Apr01 |
001220 |
81.10 |
81.70 |
77.89 |
77.89 |
-4.41 |
2,578 |
11,433 |
-609 |
May01 |
001220 |
80.50 |
80.85 |
77.32 |
77.32 |
-4.33 |
1,935 |
9,188 |
-484 |
Jun01 |
001220 |
79.80 |
80.00 |
76.32 |
76.32 |
-4.28 |
367 |
6,931 |
-145 |
Jul01 |
001220 |
78.50 |
78.85 |
74.87 |
74.87 |
-4.28 |
161 |
2,423 |
+37 |
Aug01 |
001220 |
76.65 |
77.05 |
73.02 |
73.02 |
-4.33 |
103 |
7,994 |
+45 |
Total Volume and Open Interest |
28,584 |
96,275 |
-1,654 |
Natural Gas(NYM) |
Jan01 |
001220 |
9.450 |
9.750 |
9.250 |
9.326 |
+0.224 |
14,489 |
40,915 |
-3,547 |
Feb01 |
001220 |
9.200 |
9.340 |
8.930 |
8.946 |
+0.134 |
4,336 |
36,300 |
+148 |
Mar01 |
001220 |
8.150 |
8.350 |
7.950 |
7.996 |
+0.064 |
3,442 |
34,465 |
-554 |
Apr01 |
001220 |
5.900 |
6.010 |
5.800 |
5.835 |
+0.075 |
2,254 |
22,584 |
+193 |
May01 |
001220 |
5.300 |
5.370 |
5.215 |
5.215 |
+0.015 |
822 |
23,738 |
+222 |
Jun01 |
001220 |
5.270 |
5.330 |
5.185 |
5.185 |
+0.015 |
555 |
17,208 |
-26 |
Jul01 |
001220 |
5.260 |
5.300 |
5.170 |
5.170 |
+0.015 |
487 |
12,998 |
+83 |
Aug01 |
001220 |
5.210 |
5.300 |
5.150 |
5.150 |
+0.015 |
337 |
12,462 |
+173 |
Total Volume and Open Interest |
28,590 |
376,762 |
-3,607 |
Brent Crude Oil(IPE) |
Feb01 |
001220 |
25.20 |
25.23 |
22.90 |
22.97 |
-2.03 |
34,403 |
81,528 |
-331 |
Mar01 |
001220 |
25.15 |
25.15 |
22.90 |
22.92 |
-2.22 |
11,498 |
72,443 |
+2,078 |
Apr01 |
001220 |
24.90 |
24.90 |
23.30 |
23.30 |
-1.58 |
3,838 |
41,509 |
+871 |
May01 |
001220 |
24.70 |
24.70 |
23.20 |
23.20 |
-1.46 |
820 |
9,617 |
-80 |
Jun01 |
001220 |
24.24 |
24.46 |
23.05 |
23.05 |
-1.39 |
1,656 |
18,449 |
+160 |
Jul01 |
001220 |
24.15 |
24.30 |
22.91 |
22.91 |
-1.30 |
0 |
11,171 |
+0 |
Aug01 |
001220 |
23.83 |
24.00 |
22.76 |
22.76 |
-1.22 |
300 |
10,676 |
+0 |
Sep01 |
001220 |
23.66 |
23.73 |
22.60 |
22.60 |
-1.16 |
0 |
4,617 |
+0 |
Total Volume and Open Interest |
52,690 |
291,048 |
+2,267 |
Gas Oil(IPE) |
Jan01 |
001220 |
242.50 |
243.25 |
235.25 |
239.25 |
-5.00 |
8,063 |
26,233 |
+578 |
Feb01 |
001220 |
233.25 |
234.00 |
230.00 |
232.75 |
-6.25 |
3,461 |
19,517 |
+712 |
Mar01 |
001220 |
226.25 |
226.50 |
224.25 |
226.25 |
-5.75 |
270 |
10,152 |
-15 |
Apr01 |
001220 |
220.75 |
221.00 |
218.00 |
220.50 |
-4.50 |
305 |
6,276 |
+75 |
May01 |
001220 |
214.00 |
215.00 |
214.00 |
214.75 |
-4.50 |
60 |
2,324 |
+0 |
Jun01 |
001220 |
213.00 |
213.00 |
210.25 |
211.50 |
-4.00 |
470 |
13,024 |
+80 |
Jul01 |
001220 |
211.75 |
211.75 |
211.75 |
211.75 |
-3.25 |
50 |
4,080 |
-50 |
Aug01 |
001220 |
212.00 |
212.00 |
212.00 |
212.00 |
-3.25 |
0 |
1,333 |
+0 |
Total Volume and Open Interest |
12,779 |
91,620 |
+1,380 |
US Dollar Index(NYBOT) |
Mar01 |
001220 |
112.91 |
112.91 |
111.74 |
111.76 |
-1.28 |
595 |
6,589 |
+6,589 |
Jun01 |
001220 |
112.00 |
112.00 |
111.59 |
111.59 |
-1.28 |
595 |
6,589 |
+6,589 |
Sep01 |
001220 |
111.80 |
111.80 |
111.42 |
111.42 |
-1.28 |
595 |
6,589 |
+6,589 |
Total Volume and Open Interest |
595 |
6,589 |
-76 |
Australian Dollar(IMM) |
Mar01 |
001220 |
54.93 |
55.10 |
54.85 |
55.10 |
+0.59 |
1,843 |
20,268 |
+599 |
Jun01 |
001220 |
55.05 |
55.15 |
55.05 |
55.15 |
+0.59 |
0 |
36 |
+0 |
Sep01 |
001220 |
55.20 |
55.20 |
55.20 |
55.20 |
+0.59 |
0 |
7 |
+0 |
Total Volume and Open Interest |
1,843 |
30,755 |
+599 |
British Pound(IMM) |
Mar01 |
001220 |
146.98 |
148.00 |
146.96 |
147.96 |
+1.02 |
3,240 |
23,180 |
-93 |
Jun01 |
001220 |
148.16 |
148.16 |
148.16 |
148.16 |
+1.02 |
0 |
32 |
+0 |
Sep01 |
001220 |
148.36 |
148.36 |
148.36 |
148.36 |
+1.02 |
|
|
|
Total Volume and Open Interest |
3,240 |
36,481 |
-103 |
Canadian Dollar(IMM) |
Mar01 |
001220 |
65.72 |
65.90 |
65.58 |
65.84 |
-0.05 |
5,269 |
49,036 |
-53 |
Jun01 |
001220 |
65.78 |
65.97 |
65.77 |
65.93 |
-0.06 |
84 |
4,430 |
+142 |
Sep01 |
001220 |
66.00 |
66.02 |
66.00 |
66.01 |
-0.07 |
3 |
1,188 |
+3 |
Dec01 |
001220 |
66.11 |
66.11 |
66.09 |
66.09 |
-0.08 |
21 |
525 |
+0 |
Total Volume and Open Interest |
6,801 |
69,859 |
-638 |
Japanese Yen(IMM) |
Mar01 |
001220 |
90.02 |
90.15 |
89.86 |
89.92 |
-0.24 |
6,319 |
85,130 |
+872 |
Jun01 |
001220 |
91.20 |
91.20 |
91.17 |
91.17 |
-0.25 |
0 |
2,261 |
+0 |
Sep01 |
001220 |
92.40 |
92.40 |
92.40 |
92.40 |
-0.27 |
0 |
96 |
+0 |
Total Volume and Open Interest |
6,319 |
128,300 |
+872 |
Swiss Franc(IMM) |
Mar01 |
001220 |
60.24 |
60.34 |
60.06 |
60.28 |
+0.50 |
5,606 |
40,029 |
-159 |
Jun01 |
001220 |
60.60 |
60.68 |
60.60 |
60.68 |
+0.50 |
0 |
27 |
+0 |
Sep01 |
001220 |
61.07 |
61.07 |
61.07 |
61.07 |
+0.50 |
0 |
11 |
+0 |
Total Volume and Open Interest |
5,606 |
73,829 |
-159 |
EuroFX(IMM) |
Mar01 |
001220 |
90.97 |
91.18 |
90.81 |
91.14 |
+1.46 |
10,078 |
75,948 |
+388 |
Jun01 |
001220 |
91.22 |
91.43 |
91.20 |
91.43 |
+1.46 |
9 |
781 |
+0 |
Sep01 |
001220 |
91.70 |
91.70 |
91.70 |
91.70 |
+1.46 |
0 |
591 |
+0 |
Total Volume and Open Interest |
10,087 |
104,609 |
+150 |
Mexican Peso(IMM) |
Dec00 |
001218 |
10660.0 |
10680.0 |
10660.0 |
10660.0 |
+32.0 |
194 |
8,009 |
-1,217 |
Mar01 |
001220 |
10300.0 |
10327.5 |
10180.0 |
10192.5 |
-177.5 |
2,545 |
22,652 |
+736 |
Total Volume and Open Interest |
4,009 |
37,148 |
+1,898 |
30-Year T-Bonds(CBOT) |
Dec00 |
001219 |
104~15 |
104~15 |
104~01 |
104~15 |
-0~06 |
7,947 |
32,899 |
-5,033 |
Mar01 |
001220 |
104~15 |
105~15 |
104~12 |
105~04 |
+0~20 |
166,531 |
421,870 |
+3,906 |
Jun01 |
001220 |
104~31 |
105~12 |
104~21 |
105~03 |
+0~20 |
121 |
1,641 |
+72 |
Total Volume and Open Interest |
178,746 |
449,572 |
-3,335 |
Municipal Bonds(CBOT) |
Dec00 |
001219 |
103~01 |
103~03 |
102~28 |
103~02 |
-0~03 |
1,177 |
6,684 |
-993 |
Mar01 |
001220 |
102~31 |
103~12 |
102~28 |
103~10 |
+0~22 |
2,448 |
13,758 |
+1,179 |
Total Volume and Open Interest |
3,172 |
19,568 |
+305 |
10-Year T-Notes(CBOT) |
Dec00 |
001219 |
104~070 |
104~080 |
104~030 |
104~040 |
-0~165 |
1,041 |
2,005 |
-1,873 |
Mar01 |
001220 |
104~170 |
105~110 |
104~170 |
105~020 |
+0~165 |
128,164 |
496,446 |
-10,005 |
Total Volume and Open Interest |
129,357 |
501,128 |
-10,726 |
5-Year T-Notes(CBOT) |
Dec00 |
001219 |
103~025 |
103~025 |
103~000 |
103~005 |
-0~045 |
1,867 |
25,642 |
-1,109 |
Mar01 |
001220 |
103~135 |
103~180 |
103~115 |
103~150 |
+0~115 |
64,724 |
348,786 |
+4,908 |
Jun01 |
001220 |
103~300 |
103~300 |
103~300 |
103~300 |
+0~125 |
0 |
207 |
+0 |
Total Volume and Open Interest |
74,771 |
370,051 |
+324 |
2 Year T-Notes(CBOT) |
Dec00 |
001220 |
101~029 |
101~029 |
101~029 |
101~029 |
+0~029 |
51 |
80 |
-25 |
Mar01 |
001220 |
101~060 |
101~070 |
101~056 |
101~068 |
+0~030 |
4,623 |
76,090 |
+647 |
Jun01 |
001220 |
101~112 |
101~112 |
101~112 |
101~112 |
+0~030 |
0 |
1 |
+0 |
Total Volume and Open Interest |
4,674 |
76,171 |
+622 |
3-Mth T-Bills(IMM) |
Mar01 |
001220 |
94.49 |
94.54 |
94.49 |
94.54 |
+0.10 |
11 |
1,572 |
+5 |
Total Volume and Open Interest |
11 |
1,572 |
-1,156 |
Eurodollars(IMM) |
Mar01 |
001220 |
93.975 |
94.030 |
93.965 |
94.025 |
+0.115 |
139,540 |
541,964 |
-17,777 |
Jun01 |
001220 |
94.295 |
94.335 |
94.275 |
94.315 |
+0.105 |
104,208 |
444,695 |
+8,993 |
Sep01 |
001220 |
94.465 |
94.505 |
94.435 |
94.480 |
+0.120 |
124,288 |
498,338 |
+9,071 |
Dec01 |
001220 |
94.380 |
94.440 |
94.360 |
94.400 |
+0.110 |
51,516 |
287,081 |
-1,854 |
Mar02 |
001220 |
94.425 |
94.480 |
94.405 |
94.440 |
+0.115 |
40,835 |
266,084 |
+4,948 |
Jun02 |
001220 |
94.345 |
94.385 |
94.325 |
94.350 |
+0.100 |
21,975 |
177,604 |
+333 |
Sep02 |
001220 |
94.295 |
94.315 |
94.265 |
94.295 |
+0.100 |
21,292 |
142,307 |
+4,640 |
Dec02 |
001220 |
94.160 |
94.200 |
94.140 |
94.175 |
+0.100 |
15,236 |
108,865 |
+4,807 |
Mar03 |
001220 |
94.195 |
94.225 |
94.175 |
94.205 |
+0.100 |
12,095 |
82,042 |
-1,490 |
Jun03 |
001220 |
94.155 |
94.185 |
94.135 |
94.165 |
+0.100 |
8,118 |
68,065 |
-370 |
Sep03 |
001220 |
94.120 |
94.140 |
94.100 |
94.130 |
+0.100 |
6,291 |
65,477 |
+636 |
Dec03 |
001220 |
94.045 |
94.055 |
94.005 |
94.035 |
+0.100 |
5,837 |
50,092 |
-1,560 |
Total Volume and Open Interest |
616,006 |
3,143,739 |
-331,260 |
3-Mth Euro-Yen(IMM) |
Dec00 |
001215 |
99.37 |
99.38 |
99.36 |
99.38 |
-0.01 |
792 |
20,569 |
+182 |
Mar01 |
001220 |
99.52 |
99.53 |
99.52 |
99.52 |
unch |
894 |
27,237 |
+2,160 |
Jun01 |
001220 |
99.58 |
99.59 |
99.58 |
99.59 |
+0.01 |
338 |
8,555 |
+584 |
Sep01 |
001220 |
99.56 |
99.57 |
99.56 |
99.56 |
+0.02 |
130 |
10,316 |
-14 |
Dec01 |
001220 |
99.48 |
99.48 |
99.48 |
99.48 |
+0.02 |
173 |
5,839 |
+60 |
Mar02 |
001220 |
99.45 |
99.45 |
99.45 |
99.45 |
+0.02 |
138 |
3,539 |
+201 |
Jun02 |
001220 |
99.40 |
99.40 |
99.40 |
99.40 |
+0.01 |
110 |
1,524 |
+60 |
Sep02 |
001220 |
99.30 |
99.30 |
99.30 |
99.30 |
+0.01 |
300 |
886 |
+19 |
Dec02 |
001220 |
99.15 |
99.15 |
99.15 |
99.15 |
+0.03 |
0 |
31 |
+0 |
Mar03 |
001220 |
99.08 |
99.08 |
99.08 |
99.08 |
+0.03 |
|
|
|
Total Volume and Open Interest |
2,083 |
57,927 |
-16,879 |
3-Mth Euro-Yen(SIMEX) |
Mar01 |
001220 |
99.53 |
99.54 |
99.52 |
99.52 |
-0.01 |
0 |
101,239 |
+101,239 |
Jun01 |
001220 |
99.58 |
99.59 |
99.58 |
99.58 |
+0.01 |
0 |
82,588 |
+82,588 |
Sep01 |
001220 |
99.57 |
99.57 |
99.56 |
99.56 |
+0.02 |
0 |
65,928 |
+65,928 |
Dec01 |
001220 |
99.46 |
99.49 |
99.46 |
99.47 |
+0.01 |
0 |
30,884 |
+30,884 |
Mar02 |
001220 |
99.44 |
99.46 |
99.44 |
99.44 |
+0.01 |
0 |
15,783 |
+15,783 |
Jun02 |
001220 |
99.40 |
99.40 |
99.39 |
99.39 |
+0.01 |
0 |
10,646 |
+10,646 |
Sep02 |
001220 |
99.29 |
99.29 |
99.29 |
99.29 |
+0.01 |
0 |
6,053 |
+6,053 |
Dec02 |
001220 |
99.14 |
99.14 |
99.14 |
99.14 |
+0.01 |
0 |
829 |
+829 |
Total Volume and Open Interest |
0 |
322,935 |
+0 |
German Euro-Bund(EUREX) |
Mar01 |
001220 |
108.32 |
108.74 |
108.27 |
108.44 |
+0.20 |
372,292 |
646,004 |
-81,848 |
Jun01 |
001220 |
108.12 |
108.35 |
108.12 |
108.14 |
+0.18 |
1,032 |
8,320 |
+941 |
Sep01 |
001220 |
108.24 |
108.24 |
108.24 |
108.24 |
+0.20 |
808 |
876 |
+498 |
Total Volume and Open Interest |
374,132 |
655,200 |
-80,409 |
German Euro-Bobl(EUREX) |
Mar01 |
001220 |
105.56 |
105.84 |
105.56 |
105.76 |
+0.29 |
161,407 |
384,706 |
-19,532 |
Jun01 |
001220 |
105.79 |
105.79 |
105.79 |
105.79 |
+0.29 |
0 |
3,044 |
-100 |
Sep01 |
001220 |
105.56 |
105.56 |
105.56 |
105.56 |
+0.29 |
|
|
|
Total Volume and Open Interest |
161,407 |
387,750 |
-19,632 |
Long Gilt(LIFFE) |
Dec00 |
001220 |
115~30 |
115~30 |
115~20 |
115~20 |
+0~06 |
850 |
1,458 |
-676 |
Mar01 |
001220 |
115~08 |
115~24 |
115~04 |
115~08 |
+0~07 |
10,320 |
67,884 |
-765 |
Total Volume and Open Interest |
11,170 |
69,342 |
-1,442 |
3-Mth Short Sterling(LIFFE) |
Dec00 |
001220 |
94.01 |
94.04 |
94.01 |
94.04 |
+0.04 |
13,674 |
134,311 |
-6,703 |
Mar01 |
001220 |
94.16 |
94.26 |
94.16 |
94.24 |
+0.11 |
13,612 |
181,982 |
-2,267 |
Jun01 |
001220 |
94.32 |
94.44 |
94.31 |
94.43 |
+0.16 |
12,569 |
165,963 |
-2,011 |
Total Volume and Open Interest |
65,469 |
890,118 |
-6,202 |
3-Mth Euribor(LIFFE) |
Mar01 |
001220 |
95.185 |
95.240 |
95.185 |
95.225 |
+0.050 |
48,168 |
330,028 |
-792 |
Jun01 |
001220 |
95.335 |
95.425 |
95.335 |
95.405 |
+0.080 |
21,997 |
259,445 |
+83 |
Sep01 |
001220 |
95.480 |
95.580 |
95.465 |
95.545 |
+0.110 |
28,085 |
261,011 |
+1,987 |
Total Volume and Open Interest |
144,370 |
1,316,307 |
+1,697 |
3-Mth Aus T-Bills(SFE) |
Mar01 |
001220 |
94.17 |
94.22 |
94.17 |
94.20 |
unch |
2,404 |
0 |
-162,958 |
Jun01 |
001220 |
94.38 |
94.44 |
94.36 |
94.42 |
+0.03 |
1,722 |
0 |
-63,134 |
Sep01 |
001220 |
94.47 |
94.50 |
94.46 |
94.49 |
+0.02 |
4,443 |
0 |
-28,829 |
Dec01 |
001220 |
94.44 |
94.48 |
94.44 |
94.46 |
+0.01 |
1,753 |
0 |
-16,042 |
Mar02 |
001220 |
94.39 |
94.41 |
94.38 |
94.38 |
-0.02 |
973 |
0 |
-9,919 |
Jun02 |
001220 |
94.30 |
94.32 |
94.29 |
94.29 |
-0.02 |
616 |
0 |
-6,786 |
Sep02 |
001220 |
94.21 |
94.23 |
94.19 |
94.19 |
-0.04 |
924 |
0 |
-5,671 |
Dec02 |
001220 |
94.13 |
94.15 |
94.12 |
94.12 |
-0.05 |
945 |
0 |
-2,946 |
Mar03 |
001220 |
94.06 |
94.06 |
94.06 |
94.06 |
-0.04 |
98 |
0 |
-1,941 |
Jun03 |
001220 |
94.02 |
94.02 |
94.02 |
94.02 |
-0.03 |
100 |
0 |
-1,292 |
Total Volume and Open Interest |
14,038 |
308,453 |
+5,845 |
10-Year Aus T-Bonds(SFE) |
Mar01 |
001220 |
94.49 |
94.53 |
94.49 |
94.50 |
-0.02 |
7,718 |
93,021 |
-3,188 |
Jun01 |
001220 |
271.96 |
271.96 |
271.96 |
271.96 |
+177.47 |
|
|
|
Total Volume and Open Interest |
2,599 |
93,021 |
|
3-Year Aus T-Bonds(SFE) |
Mar01 |
001220 |
94.71 |
94.76 |
94.71 |
94.73 |
-0.01 |
8,640 |
0 |
-176,518 |
Jun01 |
001220 |
94.73 |
94.73 |
94.73 |
94.73 |
-0.01 |
|
|
|
Total Volume and Open Interest |
8,640 |
199,265 |
|
Gold(CMX) |
Dec00 |
001220 |
272.0 |
272.5 |
272.0 |
272.5 |
+2.8 |
17 |
87 |
-32 |
Feb01 |
001220 |
273.0 |
275.7 |
272.5 |
274.7 |
+2.7 |
10,067 |
72,704 |
-663 |
Apr01 |
001220 |
275.4 |
277.8 |
275.4 |
277.2 |
+2.7 |
124 |
7,590 |
+32 |
Jun01 |
001220 |
278.0 |
280.4 |
278.0 |
279.7 |
+2.7 |
134 |
12,080 |
+18 |
Aug01 |
001220 |
281.8 |
281.8 |
281.8 |
281.8 |
+2.7 |
212 |
3,712 |
+96 |
Oct01 |
001220 |
283.7 |
283.7 |
283.7 |
283.7 |
+2.7 |
0 |
693 |
+0 |
Total Volume and Open Interest |
10,844 |
114,739 |
-348 |
Silver(CMX) |
Dec00 |
001220 |
465.0 |
465.0 |
459.6 |
459.6 |
+1.1 |
202 |
730 |
-181 |
Mar01 |
001220 |
466.0 |
471.0 |
465.0 |
466.3 |
+1.0 |
4,574 |
55,945 |
-773 |
May01 |
001220 |
472.0 |
474.5 |
469.5 |
470.6 |
+1.2 |
281 |
2,475 |
+153 |
Jul01 |
001220 |
476.0 |
478.5 |
473.0 |
475.0 |
+1.2 |
3 |
3,680 |
+4 |
Sep01 |
001220 |
479.5 |
479.5 |
479.5 |
479.5 |
+1.2 |
0 |
3,085 |
+0 |
Total Volume and Open Interest |
5,106 |
73,261 |
-824 |
Platinum(NYM) |
Jan01 |
001220 |
604.0 |
609.9 |
604.0 |
608.2 |
+4.9 |
324 |
5,200 |
-468 |
Apr01 |
001220 |
598.0 |
602.0 |
596.0 |
600.2 |
+5.9 |
289 |
3,386 |
+955 |
Total Volume and Open Interest |
613 |
8,596 |
+487 |
Palladium(NYME) |
Dec00 |
001220 |
946.00 |
946.00 |
946.00 |
946.00 |
+28.00 |
0 |
1 |
+0 |
Mar01 |
001220 |
937.00 |
942.00 |
937.00 |
938.00 |
+28.00 |
28 |
1,677 |
-19 |
Jun01 |
001220 |
933.00 |
933.00 |
933.00 |
933.00 |
+28.00 |
0 |
136 |
+0 |
Total Volume and Open Interest |
28 |
1,814 |
-19 |
Copper(CMX) |
Dec00 |
001220 |
86.50 |
87.00 |
85.65 |
86.30 |
-1.10 |
546 |
2,950 |
-351 |
Mar01 |
001220 |
85.90 |
86.45 |
85.05 |
85.90 |
-1.05 |
4,507 |
29,793 |
-442 |
May01 |
001220 |
85.50 |
85.90 |
84.90 |
85.45 |
-1.00 |
112 |
4,978 |
+44 |
Jul01 |
001220 |
85.50 |
85.65 |
84.80 |
85.30 |
-1.00 |
22 |
5,519 |
-1 |
Sep01 |
001220 |
85.10 |
85.40 |
84.75 |
85.15 |
-0.95 |
74 |
2,162 |
+49 |
Total Volume and Open Interest |
5,907 |
68,522 |
-783 |
DJIA Index(CBOT) |
Dec00 |
001214 |
10680 |
10735 |
10620 |
10650 |
-121 |
4,318 |
12,298 |
-1,158 |
Mar01 |
001220 |
10630 |
10655 |
10417 |
10438 |
-263 |
14,496 |
16,893 |
+575 |
Jun01 |
001220 |
10700 |
10700 |
10570 |
10570 |
-263 |
0 |
15 |
+0 |
Sep01 |
001220 |
10701 |
10701 |
10701 |
10701 |
-263 |
1 |
7 |
+1 |
Total Volume and Open Interest |
14,497 |
16,923 |
+577 |
S & P 500(CME) |
Mar01 |
001220 |
1300.00 |
1304.00 |
1276.50 |
1279.60 |
-38.40 |
76,225 |
454,211 |
+5,973 |
Jun01 |
001220 |
1305.00 |
1305.00 |
1294.00 |
1296.60 |
-39.50 |
832 |
3,003 |
+61 |
Sep01 |
001220 |
1320.00 |
1320.00 |
1313.10 |
1313.10 |
-40.80 |
673 |
983 |
+122 |
Dec01 |
001220 |
1353.00 |
1353.00 |
1328.80 |
1328.80 |
-42.30 |
19 |
432 |
+0 |
Total Volume and Open Interest |
77,749 |
458,760 |
+5,970 |
S & P 500 E-Mini(Globex) |
Mar01 |
001220 |
1318.75 |
1326.00 |
1276.00 |
1279.50 |
-38.50 |
98,115 |
36,592 |
+2,059 |
Jun01 |
001220 |
1296.50 |
1296.50 |
1296.50 |
1296.50 |
-39.50 |
|
|
|
Total Volume and Open Interest |
98,115 |
36,592 |
+2,059 |
NASDAQ 100(CME) |
Mar01 |
001220 |
2335.00 |
2375.00 |
2235.00 |
2275.00 |
-135.00 |
20,704 |
40,430 |
+809 |
Jun01 |
001220 |
2316.00 |
2316.00 |
2300.00 |
2316.00 |
-135.00 |
24 |
19 |
+12 |
Sep01 |
001220 |
2357.00 |
2357.00 |
2347.00 |
2357.00 |
-135.00 |
|
|
|
Total Volume and Open Interest |
20,728 |
40,451 |
+499 |
NASDAQ 100 E-Mini(GLOBEX) |
Mar01 |
001220 |
2415.0 |
2445.5 |
2234.5 |
2275.0 |
-135.0 |
83,109 |
24,104 |
-38 |
Jun01 |
001220 |
2316.0 |
2316.0 |
2316.0 |
2316.0 |
-234.0 |
|
|
|
Total Volume and Open Interest |
83,109 |
24,104 |
-38 |
NYSE Composite(NYBOT) |
Mar01 |
001220 |
640.00 |
640.50 |
630.00 |
632.60 |
-14.15 |
|
|
|
Jun01 |
001220 |
641.10 |
641.10 |
641.10 |
641.10 |
-14.40 |
|
|
|
Sep01 |
001220 |
649.60 |
649.60 |
649.60 |
649.60 |
-14.65 |
|
|
|
Total Volume and Open Interest |
|
|
|
S & P Midcap 400(CME) |
Mar01 |
001220 |
493.00 |
494.90 |
485.00 |
486.25 |
-15.25 |
993 |
14,471 |
-24 |
Jun01 |
001220 |
493.45 |
493.45 |
493.45 |
493.45 |
-15.25 |
0 |
1 |
+0 |
Sep01 |
001220 |
500.45 |
500.45 |
500.45 |
500.45 |
-15.25 |
|
|
|
Total Volume and Open Interest |
1,834 |
14,496 |
-6,213 |
Russell 2000(CME) |
Mar01 |
001220 |
458.00 |
458.00 |
447.00 |
449.75 |
-13.75 |
2,439 |
14,539 |
+181 |
Jun01 |
001220 |
457.35 |
457.35 |
457.35 |
457.35 |
-13.75 |
|
|
|
Sep01 |
001220 |
464.90 |
464.90 |
464.90 |
464.90 |
-13.75 |
|
|
|
Total Volume and Open Interest |
2,439 |
14,539 |
+178 |
Value Line(KCBT) |
Mar01 |
001220 |
1075.00 |
1075.50 |
1053.00 |
1057.50 |
-22.50 |
87 |
96 |
-8 |
Total Volume and Open Interest |
87 |
97 |
-8 |
Nikkei 225(CME) |
Mar01 |
001220 |
0 |
0 |
0 |
0 |
-14090 |
|
|
|
Jun01 |
001220 |
0 |
0 |
0 |
0 |
-14080 |
|
|
|
Total Volume and Open Interest |
|
|
|
Nikkei 225(SIMEX) |
Mar01 |
001220 |
14050 |
14090 |
13825 |
13875 |
-340 |
13,167 |
82,239 |
+82,239 |
Jun01 |
001220 |
13855 |
13855 |
13855 |
13855 |
-340 |
0 |
1,641 |
+1,641 |
Sep01 |
001220 |
13875 |
13875 |
13875 |
13875 |
-340 |
0 |
1,095 |
+1,095 |
Total Volume and Open Interest |
13,167 |
84,975 |
+84,975 |
CAC 40(MATIF) |
Dec00 |
001220 |
5871.0 |
5916.0 |
5702.0 |
5704.0 |
-197.0 |
77,428 |
411,668 |
+24,745 |
Jan01 |
001220 |
5904.5 |
5939.5 |
5735.0 |
5735.0 |
-213.0 |
15,337 |
44,715 |
+11,787 |
Feb01 |
001220 |
5919.5 |
5935.0 |
5820.5 |
5820.5 |
-187.0 |
523 |
5,254 |
+494 |
Total Volume and Open Interest |
113,255 |
517,645 |
+51,856 |
DAX Index(EUREX) |
Mar01 |
001220 |
6445.0 |
6500.0 |
6287.0 |
6320.0 |
-250.0 |
35,024 |
139,933 |
+2,309 |
Jun01 |
001220 |
6530.0 |
6553.0 |
6363.0 |
6379.5 |
-253.0 |
825 |
10,370 |
+40 |
Sep01 |
001220 |
6584.0 |
6584.0 |
6462.5 |
6462.5 |
-256.5 |
334 |
0 |
|
Total Volume and Open Interest |
36,183 |
150,303 |
|
FT-SE 100(LIFFE) |
Mar01 |
001220 |
6215.50 |
6230.00 |
6165.00 |
6192.50 |
-167.50 |
25,432 |
237,354 |
+228,907 |
Jun01 |
001220 |
6257.50 |
6257.50 |
6257.50 |
6257.50 |
-169.50 |
|
|
|
Sep01 |
001220 |
6317.50 |
6317.50 |
6317.50 |
6317.50 |
-169.50 |
|
|
|
Total Volume and Open Interest |
25,432 |
237,354 |
|
SPI 200(SFE) |
Dec00 |
001220 |
3239.0 |
3267.0 |
3234.0 |
3261.0 |
unch |
1,490 |
162,312 |
+0 |
Mar01 |
001220 |
3292.0 |
3294.0 |
3263.0 |
3288.0 |
-2.0 |
427 |
7,607 |
+0 |
Jun01 |
001220 |
3313.0 |
3313.0 |
3313.0 |
3313.0 |
-2.0 |
0 |
174 |
+0 |
Total Volume and Open Interest |
1,917 |
170,106 |
+0 |
GSCI(CME) |
Jan01 |
001220 |
243.05 |
244.90 |
236.20 |
236.20 |
-7.50 |
19 |
32,358 |
-988 |
Feb01 |
001220 |
230.50 |
230.50 |
230.50 |
230.50 |
-6.80 |
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 |
001220 |
227.50 |
228.50 |
226.90 |
227.05 |
-0.55 |
29 |
430 |
+6 |
Feb01 |
001220 |
224.40 |
225.50 |
224.40 |
224.70 |
-0.50 |
0 |
685 |
+0 |
Apr01 |
001220 |
222.85 |
222.85 |
222.85 |
222.85 |
+0.05 |
0 |
310 |
+0 |
Total Volume and Open Interest |
109 |
1,425 |
+6 |
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
|
|