 |
MRCI's Free Historical Futures Prices |
Daily Futures Price Listing Thu December 21, 2000 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Jan01 |
001221 |
507.00 |
511.00 |
505.50 |
510.00 |
+2.00 |
17,028 |
46,006 |
-5,201 |
Mar01 |
001221 |
516.00 |
519.50 |
514.75 |
519.00 |
+1.50 |
22,784 |
66,157 |
+2,656 |
May01 |
001221 |
522.00 |
525.50 |
521.00 |
525.25 |
+1.75 |
2,624 |
24,589 |
-133 |
Jul01 |
001221 |
527.00 |
530.50 |
526.00 |
530.25 |
+1.75 |
2,649 |
28,742 |
+142 |
Aug01 |
001221 |
527.00 |
529.25 |
525.75 |
529.25 |
+0.75 |
142 |
1,534 |
+13 |
Sep01 |
001221 |
525.00 |
525.00 |
521.50 |
525.00 |
unch |
8 |
591 |
-8 |
Nov01 |
001221 |
524.00 |
526.50 |
523.00 |
526.25 |
+1.00 |
699 |
10,779 |
+192 |
Total Volume and Open Interest |
45,934 |
178,503 |
-2,339 |
Soybean Meal(CBOT) |
Jan01 |
001221 |
192.20 |
193.90 |
191.50 |
193.80 |
+1.40 |
10,858 |
31,080 |
-2,646 |
Mar01 |
001221 |
188.50 |
190.00 |
188.30 |
189.70 |
+0.60 |
9,380 |
50,344 |
-268 |
May01 |
001221 |
184.00 |
185.50 |
183.90 |
184.70 |
unch |
4,246 |
20,568 |
-220 |
Jul01 |
001221 |
182.00 |
183.30 |
181.90 |
182.80 |
+0.10 |
2,455 |
14,027 |
+548 |
Aug01 |
001221 |
180.50 |
181.50 |
180.50 |
181.30 |
+0.20 |
182 |
4,046 |
+61 |
Sep01 |
001221 |
179.70 |
180.40 |
179.70 |
180.40 |
+0.20 |
162 |
1,919 |
+48 |
Oct01 |
001221 |
177.00 |
178.00 |
176.70 |
176.90 |
+0.10 |
55 |
898 |
+55 |
Dec01 |
001221 |
177.00 |
178.00 |
176.50 |
177.30 |
+0.10 |
44 |
3,059 |
-22 |
Total Volume and Open Interest |
27,382 |
125,941 |
-2,444 |
Soybean Oil(CBOT) |
Jan01 |
001221 |
15.00 |
15.18 |
14.95 |
15.14 |
+0.13 |
7,938 |
29,794 |
-2,167 |
Mar01 |
001221 |
15.41 |
15.58 |
15.32 |
15.48 |
+0.06 |
8,314 |
57,527 |
+1,193 |
May01 |
001221 |
15.83 |
15.99 |
15.75 |
15.88 |
+0.06 |
2,357 |
17,170 |
+5 |
Jul01 |
001221 |
16.25 |
16.40 |
16.16 |
16.29 |
+0.06 |
555 |
13,957 |
+1 |
Aug01 |
001221 |
16.33 |
16.50 |
16.33 |
16.40 |
+0.08 |
5 |
3,128 |
+5 |
Sep01 |
001221 |
16.48 |
16.60 |
16.48 |
16.55 |
+0.07 |
5 |
2,379 |
+5 |
Oct01 |
001221 |
16.73 |
16.85 |
16.73 |
16.80 |
+0.07 |
212 |
3,344 |
+200 |
Dec01 |
001221 |
17.00 |
17.18 |
17.00 |
17.12 |
+0.09 |
926 |
6,297 |
+323 |
Total Volume and Open Interest |
20,326 |
134,718 |
-429 |
Canola(WCE) |
Jan01 |
001221 |
272.8 |
273.5 |
272.6 |
273.3 |
+0.1 |
5,746 |
17,272 |
-5,455 |
Mar01 |
001221 |
279.0 |
279.2 |
278.5 |
279.1 |
-0.1 |
6,759 |
35,486 |
+2,542 |
May01 |
001221 |
284.5 |
284.6 |
284.1 |
284.2 |
-0.4 |
146 |
4,696 |
+102 |
Jul01 |
001221 |
290.8 |
290.8 |
290.8 |
290.8 |
+0.5 |
296 |
5,195 |
+237 |
Aug01 |
001221 |
290.0 |
290.0 |
290.0 |
290.0 |
+1.0 |
0 |
58 |
+0 |
Total Volume and Open Interest |
13,234 |
64,791 |
-2,449 |
Corn(CBOT) |
Jan01 |
001221 |
218.00 |
220.00 |
217.50 |
220.00 |
+1.75 |
402 |
3,414 |
-245 |
Mar01 |
001221 |
224.25 |
226.50 |
223.75 |
226.25 |
+1.25 |
31,753 |
233,562 |
+909 |
May01 |
001221 |
232.00 |
234.50 |
231.75 |
234.25 |
+1.50 |
3,931 |
65,173 |
+466 |
Jul01 |
001221 |
239.25 |
241.75 |
239.00 |
241.50 |
+1.25 |
2,684 |
61,439 |
+242 |
Sep01 |
001221 |
246.25 |
248.50 |
246.25 |
248.00 |
+1.25 |
146 |
7,365 |
-7 |
Total Volume and Open Interest |
41,987 |
411,089 |
+2,107 |
Wheat(CBOT) |
Mar01 |
001221 |
272.00 |
273.00 |
268.50 |
272.75 |
+1.75 |
11,386 |
95,001 |
+165 |
May01 |
001221 |
282.00 |
284.00 |
279.50 |
283.75 |
+2.25 |
821 |
11,636 |
+332 |
Jul01 |
001221 |
292.75 |
294.00 |
289.25 |
294.00 |
+1.75 |
1,757 |
24,407 |
+139 |
Sep01 |
001221 |
303.00 |
303.50 |
302.50 |
303.50 |
+2.00 |
54 |
1,269 |
+8 |
Dec01 |
001221 |
314.50 |
317.00 |
313.00 |
317.00 |
+1.75 |
120 |
3,682 |
+19 |
Total Volume and Open Interest |
14,149 |
136,402 |
+664 |
Wheat(KCBT) |
Mar01 |
001221 |
320.75 |
324.50 |
319.25 |
324.50 |
+3.25 |
4,599 |
49,873 |
-411 |
May01 |
001221 |
331.00 |
333.25 |
328.75 |
333.25 |
+3.75 |
304 |
6,911 |
+127 |
Jul01 |
001221 |
339.00 |
341.00 |
337.00 |
341.00 |
+3.50 |
952 |
10,262 |
-216 |
Sep01 |
001221 |
347.00 |
348.50 |
347.00 |
348.50 |
+3.00 |
6 |
783 |
-9 |
Dec01 |
001221 |
357.00 |
357.00 |
357.00 |
357.00 |
unch |
6 |
131 |
+5 |
Total Volume and Open Interest |
5,861 |
67,960 |
-506 |
Wheat(MGE) |
Dec00 |
001219 |
311.00 |
311.00 |
311.00 |
311.00 |
unch |
1 |
0 |
-1 |
Mar01 |
001221 |
324.00 |
327.00 |
322.50 |
326.75 |
+3.25 |
1,852 |
16,736 |
+219 |
May01 |
001221 |
331.25 |
335.25 |
331.00 |
334.50 |
+2.75 |
410 |
3,931 |
+261 |
Jul01 |
001221 |
339.00 |
342.50 |
338.75 |
342.25 |
+3.25 |
259 |
2,808 |
+226 |
Sep01 |
001221 |
346.50 |
350.00 |
346.50 |
350.00 |
+2.25 |
76 |
769 |
+62 |
Total Volume and Open Interest |
2,599 |
24,465 |
+770 |
Oats(CBOT) |
Mar01 |
001221 |
110.50 |
111.50 |
109.75 |
111.25 |
+0.75 |
119 |
10,573 |
-40 |
May01 |
001221 |
116.75 |
117.25 |
116.00 |
117.25 |
+0.75 |
34 |
1,430 |
+2 |
Jul01 |
001221 |
122.75 |
123.50 |
122.75 |
123.25 |
+1.00 |
2 |
885 |
+2 |
Sep01 |
001221 |
125.50 |
126.00 |
125.50 |
126.00 |
+0.25 |
0 |
354 |
+0 |
Total Volume and Open Interest |
156 |
14,062 |
-36 |
Rough Rice(CBOT) |
Jan01 |
001221 |
6.00 |
6.02 |
5.96 |
6.00 |
+0.01 |
240 |
2,445 |
-90 |
Mar01 |
001221 |
6.25 |
6.28 |
6.18 |
6.22 |
-0.03 |
194 |
2,740 |
+81 |
May01 |
001221 |
6.54 |
6.54 |
6.45 |
6.46 |
-0.02 |
13 |
658 |
+5 |
Jul01 |
001221 |
6.75 |
6.75 |
6.72 |
6.72 |
unch |
6 |
571 |
+6 |
Total Volume and Open Interest |
459 |
6,690 |
+7 |
Live Cattle(CME) |
Dec00 |
001221 |
78.300 |
78.600 |
77.500 |
77.975 |
-0.500 |
2,376 |
6,466 |
-505 |
Feb01 |
001221 |
77.600 |
77.725 |
76.600 |
76.925 |
-0.750 |
8,449 |
64,977 |
+21 |
Apr01 |
001221 |
78.475 |
78.575 |
77.700 |
77.950 |
-0.600 |
2,565 |
32,230 |
+482 |
Jun01 |
001221 |
74.250 |
74.325 |
73.450 |
73.675 |
-0.625 |
1,075 |
12,733 |
+305 |
Aug01 |
001221 |
74.350 |
74.375 |
73.650 |
73.725 |
-0.650 |
846 |
11,754 |
+497 |
Oct01 |
001221 |
75.850 |
75.850 |
75.300 |
75.500 |
-0.525 |
133 |
2,937 |
+83 |
Total Volume and Open Interest |
15,499 |
132,222 |
+909 |
Feeder Cattle(CME) |
Jan01 |
001221 |
91.325 |
91.400 |
90.850 |
90.925 |
-0.400 |
1,165 |
8,400 |
+56 |
Mar01 |
001221 |
90.300 |
90.300 |
89.500 |
89.800 |
-0.575 |
802 |
5,607 |
+214 |
Apr01 |
001221 |
89.600 |
89.600 |
88.950 |
89.250 |
-0.425 |
203 |
2,298 |
-2 |
May01 |
001221 |
89.100 |
89.100 |
88.425 |
88.700 |
-0.500 |
129 |
2,178 |
+41 |
Aug01 |
001221 |
89.250 |
89.300 |
88.850 |
89.100 |
-0.625 |
152 |
1,150 |
+104 |
Sep01 |
001221 |
88.950 |
88.950 |
88.900 |
88.950 |
-0.350 |
7 |
237 |
+7 |
Oct01 |
001221 |
88.500 |
88.800 |
88.500 |
88.800 |
-0.500 |
1 |
123 |
-1 |
Total Volume and Open Interest |
2,483 |
20,120 |
+441 |
Lean Hogs(CME) |
Feb01 |
001221 |
56.100 |
56.350 |
55.775 |
55.850 |
-0.400 |
4,452 |
26,393 |
-751 |
Apr01 |
001221 |
56.500 |
56.650 |
56.225 |
56.350 |
-0.300 |
1,164 |
6,596 |
+15 |
Jun01 |
001221 |
62.200 |
62.325 |
61.850 |
62.025 |
-0.225 |
369 |
4,271 |
+5 |
Jul01 |
001221 |
60.050 |
60.300 |
59.750 |
59.875 |
-0.275 |
180 |
1,417 |
+1 |
Aug01 |
001221 |
58.500 |
58.500 |
58.000 |
58.225 |
-0.350 |
115 |
804 |
-20 |
Oct01 |
001221 |
50.450 |
50.450 |
50.000 |
50.175 |
-0.475 |
86 |
1,295 |
+13 |
Dec01 |
001221 |
48.150 |
48.150 |
47.775 |
47.875 |
-0.325 |
35 |
1,097 |
+25 |
Feb02 |
001221 |
48.675 |
48.675 |
48.450 |
48.675 |
-0.025 |
0 |
32 |
+0 |
Total Volume and Open Interest |
6,401 |
41,906 |
-713 |
Pork Bellies(CME) |
Feb01 |
001221 |
67.000 |
67.200 |
66.450 |
66.725 |
-0.625 |
556 |
2,233 |
-39 |
Mar01 |
001221 |
66.950 |
67.325 |
66.550 |
66.650 |
-0.450 |
43 |
247 |
-3 |
May01 |
001221 |
68.000 |
68.250 |
67.525 |
67.525 |
-0.525 |
2 |
130 |
-1 |
Jul01 |
001221 |
67.600 |
68.500 |
67.600 |
67.600 |
unch |
0 |
69 |
+0 |
Aug01 |
001221 |
68.000 |
68.500 |
68.000 |
68.500 |
-0.475 |
2 |
29 |
-2 |
Total Volume and Open Interest |
603 |
2,708 |
-45 |
Cocoa(NYBOT) |
Mar01 |
001221 |
770 |
770 |
754 |
769 |
+24 |
6,579 |
46,376 |
-115 |
May01 |
001221 |
783 |
787 |
769 |
784 |
+24 |
1,661 |
20,509 |
+775 |
Jul01 |
001221 |
790 |
800 |
784 |
800 |
+23 |
367 |
14,620 |
-27 |
Sep01 |
001221 |
807 |
817 |
807 |
817 |
+21 |
5 |
11,734 |
+5 |
Dec01 |
001221 |
840 |
848 |
837 |
845 |
+21 |
266 |
13,024 |
+148 |
Mar02 |
001221 |
870 |
875 |
867 |
872 |
+19 |
31 |
12,069 |
+0 |
May02 |
001221 |
885 |
895 |
871 |
892 |
+18 |
0 |
6,330 |
+0 |
Total Volume and Open Interest |
8,909 |
139,485 |
+783 |
Coffee "C"(NYBOT) |
Mar01 |
001221 |
65.80 |
67.60 |
65.80 |
66.55 |
+1.10 |
3,008 |
29,652 |
+18 |
May01 |
001221 |
69.20 |
70.55 |
68.90 |
69.50 |
+1.05 |
504 |
7,194 |
+135 |
Jul01 |
001221 |
72.30 |
73.65 |
72.25 |
72.50 |
+1.00 |
254 |
3,341 |
+21 |
Sep01 |
001221 |
75.10 |
76.65 |
75.10 |
75.40 |
+1.00 |
80 |
2,905 |
-11 |
Dec01 |
001221 |
79.70 |
81.00 |
79.65 |
79.70 |
+1.00 |
119 |
2,160 |
+32 |
Mar02 |
001221 |
83.95 |
84.70 |
83.95 |
84.00 |
+1.05 |
28 |
169 |
+17 |
Total Volume and Open Interest |
3,993 |
45,421 |
+212 |
Orange Juice(NYBOT) |
Jan01 |
001221 |
79.50 |
80.00 |
78.10 |
78.50 |
-0.90 |
2,110 |
6,599 |
-804 |
Mar01 |
001221 |
84.00 |
84.00 |
82.50 |
82.70 |
-0.70 |
2,922 |
18,215 |
+236 |
May01 |
001221 |
86.10 |
86.40 |
85.25 |
85.35 |
-0.45 |
212 |
2,493 |
-2 |
Jul01 |
001221 |
88.20 |
88.20 |
87.50 |
87.75 |
-0.35 |
3 |
1,070 |
+0 |
Sep01 |
001221 |
89.75 |
89.75 |
89.50 |
89.70 |
-0.40 |
0 |
323 |
+0 |
Total Volume and Open Interest |
5,247 |
29,125 |
-570 |
Sugar #11(NYBOT) |
Mar01 |
001221 |
9.96 |
9.97 |
9.81 |
9.87 |
-0.12 |
16,566 |
69,924 |
-425 |
May01 |
001221 |
9.46 |
9.51 |
9.42 |
9.45 |
-0.05 |
2,535 |
20,780 |
+444 |
Jul01 |
001221 |
8.86 |
8.91 |
8.82 |
8.86 |
-0.05 |
1,187 |
24,115 |
+105 |
Oct01 |
001221 |
8.42 |
8.52 |
8.42 |
8.48 |
-0.02 |
1,416 |
20,138 |
-614 |
Mar02 |
001221 |
8.35 |
8.35 |
8.33 |
8.33 |
-0.02 |
1,137 |
9,474 |
+349 |
Total Volume and Open Interest |
23,041 |
147,212 |
-106 |
London Cocoa(LCE) |
Dec00 |
001212 |
534 |
537 |
533 |
534 |
-4 |
3,911 |
13,944 |
-3,097 |
Mar01 |
001221 |
575 |
608 |
575 |
592 |
+23 |
3,620 |
64,578 |
+498 |
May01 |
001221 |
582 |
606 |
578 |
589 |
+15 |
703 |
33,009 |
+144 |
Jul01 |
001221 |
590 |
596 |
583 |
596 |
+14 |
350 |
16,690 |
-102 |
Sep01 |
001221 |
594 |
609 |
594 |
605 |
+13 |
355 |
22,296 |
+61 |
Dec01 |
001221 |
620 |
629 |
617 |
625 |
+13 |
245 |
9,609 |
+56 |
Mar02 |
001221 |
640 |
666 |
640 |
646 |
+14 |
225 |
22,683 |
+87 |
Total Volume and Open Interest |
5,609 |
188,345 |
+820 |
London Coffee(LCE) |
Jan01 |
001221 |
614.00 |
625.00 |
612.00 |
623.00 |
+13.00 |
2,311 |
18,756 |
-760 |
Mar01 |
001221 |
634.00 |
645.00 |
630.00 |
643.00 |
+14.00 |
1,981 |
22,164 |
+644 |
May01 |
001221 |
652.00 |
661.00 |
650.00 |
659.00 |
+11.00 |
789 |
8,543 |
+142 |
Jul01 |
001221 |
675.00 |
680.00 |
673.00 |
677.00 |
+9.00 |
64 |
3,777 |
+30 |
Sep01 |
001221 |
695.00 |
700.00 |
692.00 |
697.00 |
+8.00 |
200 |
2,402 |
+182 |
Nov01 |
001221 |
717.00 |
717.00 |
717.00 |
717.00 |
+8.00 |
0 |
3,837 |
+0 |
Total Volume and Open Interest |
5,355 |
60,171 |
+244 |
London Sugar(LCE) |
Dec00 |
001115 |
225.50 |
233.60 |
224.60 |
225.00 |
-0.30 |
902 |
2,074 |
-764 |
Mar01 |
001221 |
246.00 |
246.50 |
243.50 |
244.50 |
+1.50 |
1,482 |
22,945 |
-111 |
May01 |
001221 |
243.00 |
243.00 |
240.80 |
241.50 |
+2.00 |
149 |
4,586 |
+2 |
Aug01 |
001221 |
236.50 |
237.00 |
234.80 |
236.10 |
+1.50 |
81 |
7,190 |
+25 |
Oct01 |
001221 |
228.70 |
228.70 |
228.30 |
228.30 |
+1.20 |
40 |
2,530 |
+40 |
Total Volume and Open Interest |
1,762 |
38,576 |
-34 |
Cotton(NYBOT) |
Mar01 |
001221 |
66.00 |
66.20 |
64.90 |
65.33 |
-0.30 |
5,184 |
29,890 |
-521 |
May01 |
001221 |
67.80 |
67.85 |
66.90 |
67.24 |
-0.25 |
1,336 |
15,706 |
+298 |
Jul01 |
001221 |
69.10 |
69.15 |
68.20 |
68.60 |
-0.20 |
497 |
7,791 |
+42 |
Oct01 |
001221 |
65.41 |
65.50 |
65.40 |
65.50 |
unch |
67 |
896 |
+32 |
Dec01 |
001221 |
64.92 |
64.92 |
64.50 |
64.80 |
unch |
305 |
7,031 |
+115 |
Mar02 |
001221 |
66.00 |
66.00 |
66.00 |
66.00 |
unch |
17 |
122 |
+5 |
Total Volume and Open Interest |
14,909 |
61,592 |
-29 |
Lumber(CME) |
Jan01 |
001221 |
207.2 |
207.8 |
205.5 |
207.4 |
+0.2 |
451 |
1,710 |
+30 |
Mar01 |
001221 |
223.0 |
223.0 |
220.8 |
222.3 |
+0.5 |
268 |
1,719 |
+68 |
May01 |
001221 |
229.6 |
230.4 |
229.4 |
230.4 |
+0.1 |
47 |
831 |
+4 |
Jul01 |
001221 |
238.7 |
239.9 |
235.6 |
235.6 |
-2.9 |
1 |
225 |
+0 |
Total Volume and Open Interest |
|
|
|
Crude Oil(NYM) |
Feb01 |
001221 |
26.40 |
26.40 |
25.66 |
25.98 |
+0.21 |
64,487 |
103,948 |
+2,162 |
Mar01 |
001221 |
26.00 |
26.00 |
25.30 |
25.64 |
+0.15 |
24,580 |
38,333 |
+948 |
Apr01 |
001221 |
25.65 |
25.70 |
25.20 |
25.44 |
+0.26 |
8,343 |
25,913 |
+1,317 |
May01 |
001221 |
25.50 |
25.60 |
25.00 |
25.24 |
+0.35 |
1,587 |
18,553 |
+471 |
Jun01 |
001221 |
25.20 |
25.30 |
24.80 |
25.04 |
+0.44 |
6,991 |
29,302 |
+509 |
Jul01 |
001221 |
24.60 |
25.00 |
24.60 |
24.84 |
+0.49 |
1,554 |
13,158 |
-15 |
Aug01 |
001221 |
24.41 |
24.78 |
24.41 |
24.64 |
+0.53 |
1,541 |
11,792 |
+597 |
Sep01 |
001221 |
24.32 |
24.45 |
24.18 |
24.45 |
+0.57 |
1,429 |
10,670 |
+57 |
Oct01 |
001221 |
24.15 |
24.26 |
24.05 |
24.26 |
+0.60 |
1,067 |
9,094 |
+856 |
Nov01 |
001221 |
23.96 |
24.07 |
23.93 |
24.07 |
+0.62 |
681 |
14,127 |
+15 |
Total Volume and Open Interest |
128,623 |
408,064 |
-1,440 |
Heating Oil(NYM) |
Jan01 |
001221 |
86.50 |
87.20 |
85.00 |
86.19 |
+0.53 |
19,846 |
35,901 |
-1,707 |
Feb01 |
001221 |
83.25 |
85.05 |
83.20 |
83.61 |
+0.63 |
13,791 |
41,434 |
+403 |
Mar01 |
001221 |
78.00 |
80.10 |
78.00 |
78.56 |
+0.68 |
3,781 |
18,261 |
+21 |
Apr01 |
001221 |
72.90 |
74.30 |
72.65 |
73.16 |
+0.78 |
1,679 |
10,886 |
+213 |
May01 |
001221 |
70.00 |
70.35 |
69.16 |
69.16 |
+0.83 |
696 |
7,214 |
-187 |
Jun01 |
001221 |
68.40 |
68.90 |
67.50 |
67.66 |
+0.73 |
1,061 |
6,491 |
+210 |
Jul01 |
001221 |
67.20 |
68.50 |
67.01 |
67.01 |
+0.73 |
1,100 |
4,234 |
+255 |
Aug01 |
001221 |
68.00 |
68.40 |
66.86 |
66.86 |
+0.73 |
904 |
6,711 |
+570 |
Sep01 |
001221 |
68.50 |
69.00 |
67.41 |
67.41 |
+0.73 |
496 |
2,667 |
+15 |
Oct01 |
001221 |
69.00 |
69.50 |
67.96 |
67.96 |
+0.73 |
134 |
2,871 |
+24 |
Total Volume and Open Interest |
44,354 |
145,924 |
-290 |
Unleaded Gas(NYM) |
Jan01 |
001221 |
73.50 |
74.25 |
72.30 |
74.12 |
-0.30 |
14,815 |
18,377 |
-1,330 |
Feb01 |
001221 |
73.80 |
74.65 |
72.70 |
74.36 |
+1.62 |
9,974 |
22,351 |
+2,011 |
Mar01 |
001221 |
74.20 |
75.30 |
73.60 |
74.96 |
+1.72 |
2,071 |
11,906 |
-273 |
Apr01 |
001221 |
79.00 |
79.90 |
78.60 |
79.66 |
+1.77 |
1,905 |
11,937 |
+504 |
May01 |
001221 |
78.40 |
79.30 |
78.40 |
79.11 |
+1.79 |
1,384 |
9,067 |
-121 |
Jun01 |
001221 |
77.75 |
78.60 |
77.75 |
78.11 |
+1.79 |
1,295 |
6,799 |
-132 |
Jul01 |
001221 |
76.50 |
76.66 |
76.50 |
76.66 |
+1.79 |
370 |
2,476 |
+53 |
Aug01 |
001221 |
74.81 |
74.81 |
74.81 |
74.81 |
+1.79 |
576 |
8,245 |
+251 |
Total Volume and Open Interest |
32,463 |
97,242 |
+967 |
Natural Gas(NYM) |
Jan01 |
001221 |
9.850 |
9.900 |
9.650 |
9.830 |
+0.504 |
21,300 |
36,524 |
-4,391 |
Feb01 |
001221 |
9.350 |
9.370 |
9.100 |
9.230 |
+0.284 |
10,509 |
37,234 |
+934 |
Mar01 |
001221 |
8.300 |
8.320 |
7.900 |
8.030 |
+0.034 |
5,525 |
35,535 |
+1,070 |
Apr01 |
001221 |
5.970 |
6.050 |
5.920 |
6.010 |
+0.175 |
1,987 |
22,911 |
+327 |
May01 |
001221 |
5.400 |
5.400 |
5.300 |
5.360 |
+0.145 |
944 |
24,076 |
+338 |
Jun01 |
001221 |
5.300 |
5.370 |
5.280 |
5.310 |
+0.125 |
507 |
17,033 |
-175 |
Jul01 |
001221 |
5.270 |
5.320 |
5.270 |
5.295 |
+0.125 |
1,118 |
12,779 |
-219 |
Aug01 |
001221 |
5.250 |
5.300 |
5.250 |
5.275 |
+0.125 |
295 |
12,402 |
-60 |
Total Volume and Open Interest |
45,445 |
374,188 |
-2,574 |
Brent Crude Oil(IPE) |
Feb01 |
001221 |
23.56 |
24.08 |
23.40 |
23.61 |
+0.64 |
35,702 |
78,840 |
-2,688 |
Mar01 |
001221 |
23.50 |
23.95 |
23.30 |
23.60 |
+0.68 |
17,916 |
75,061 |
+2,618 |
Apr01 |
001221 |
23.40 |
23.70 |
23.25 |
23.53 |
+0.23 |
7,449 |
44,255 |
+2,746 |
May01 |
001221 |
23.30 |
23.60 |
23.18 |
23.48 |
+0.28 |
2,985 |
9,337 |
-280 |
Jun01 |
001221 |
23.15 |
23.50 |
23.15 |
23.43 |
+0.38 |
1,272 |
18,506 |
+57 |
Jul01 |
001221 |
23.20 |
23.33 |
23.05 |
23.33 |
+0.42 |
580 |
11,271 |
+100 |
Aug01 |
001221 |
23.23 |
23.23 |
23.23 |
23.23 |
+0.47 |
335 |
10,476 |
-200 |
Sep01 |
001221 |
22.75 |
23.13 |
22.75 |
23.13 |
+0.53 |
220 |
4,617 |
+0 |
Total Volume and Open Interest |
68,126 |
293,401 |
+2,353 |
Gas Oil(IPE) |
Jan01 |
001221 |
227.50 |
236.25 |
227.50 |
235.50 |
-3.75 |
9,387 |
25,919 |
-314 |
Feb01 |
001221 |
225.00 |
229.50 |
224.25 |
229.50 |
-3.25 |
4,183 |
20,748 |
+1,231 |
Mar01 |
001221 |
219.00 |
223.25 |
218.50 |
223.25 |
-3.00 |
1,751 |
10,433 |
+281 |
Apr01 |
001221 |
213.00 |
216.75 |
213.00 |
216.75 |
-3.75 |
1,030 |
6,867 |
+591 |
May01 |
001221 |
209.00 |
211.00 |
209.00 |
211.00 |
-3.75 |
173 |
2,277 |
-47 |
Jun01 |
001221 |
205.00 |
209.00 |
204.50 |
207.75 |
-3.75 |
2,042 |
12,568 |
-456 |
Jul01 |
001221 |
207.50 |
207.50 |
207.50 |
207.50 |
-4.25 |
0 |
4,080 |
+0 |
Aug01 |
001221 |
208.00 |
208.00 |
208.00 |
208.00 |
-4.00 |
10 |
1,333 |
+0 |
Total Volume and Open Interest |
18,576 |
92,906 |
+1,286 |
US Dollar Index(NYBOT) |
Mar01 |
001221 |
111.75 |
111.97 |
111.07 |
111.34 |
-0.42 |
|
|
|
Jun01 |
001221 |
111.18 |
111.18 |
111.17 |
111.17 |
-0.42 |
|
|
|
Sep01 |
001221 |
111.00 |
111.00 |
111.00 |
111.00 |
-0.42 |
|
|
|
Total Volume and Open Interest |
905 |
6,326 |
-263 |
Australian Dollar(IMM) |
Mar01 |
001221 |
55.21 |
55.60 |
55.15 |
55.56 |
+0.46 |
2,372 |
20,594 |
+326 |
Jun01 |
001221 |
55.61 |
55.61 |
55.61 |
55.61 |
+0.46 |
5 |
39 |
+3 |
Sep01 |
001221 |
55.66 |
55.66 |
55.66 |
55.66 |
+0.46 |
0 |
7 |
+0 |
Total Volume and Open Interest |
2,377 |
20,647 |
-10,108 |
British Pound(IMM) |
Mar01 |
001221 |
148.28 |
148.66 |
147.20 |
147.44 |
-0.52 |
3,405 |
23,049 |
-131 |
Jun01 |
001221 |
147.64 |
148.50 |
147.40 |
147.64 |
-0.52 |
0 |
32 |
+0 |
Sep01 |
001221 |
147.84 |
147.84 |
147.84 |
147.84 |
-0.52 |
|
|
|
Total Volume and Open Interest |
3,405 |
23,095 |
-13,386 |
Canadian Dollar(IMM) |
Mar01 |
001221 |
65.85 |
66.15 |
65.79 |
65.87 |
+0.03 |
3,814 |
49,414 |
+378 |
Jun01 |
001221 |
65.91 |
66.19 |
65.90 |
65.96 |
+0.03 |
23 |
4,315 |
-115 |
Sep01 |
001221 |
66.03 |
66.25 |
66.03 |
66.04 |
+0.03 |
155 |
1,265 |
+77 |
Dec01 |
001221 |
66.12 |
66.13 |
66.12 |
66.12 |
+0.03 |
147 |
605 |
+80 |
Total Volume and Open Interest |
4,139 |
55,606 |
-14,253 |
Japanese Yen(IMM) |
Mar01 |
001221 |
90.54 |
90.56 |
90.15 |
90.30 |
+0.38 |
7,909 |
86,148 |
+1,018 |
Jun01 |
001221 |
91.70 |
91.70 |
91.50 |
91.54 |
+0.37 |
20 |
2,265 |
+4 |
Sep01 |
001221 |
92.76 |
92.89 |
92.76 |
92.76 |
+0.36 |
15 |
96 |
+0 |
Total Volume and Open Interest |
7,944 |
88,585 |
-39,715 |
Swiss Franc(IMM) |
Mar01 |
001221 |
60.47 |
60.58 |
60.19 |
60.47 |
+0.19 |
8,136 |
42,512 |
+2,483 |
Jun01 |
001221 |
60.87 |
60.90 |
60.87 |
60.87 |
+0.19 |
2 |
27 |
+0 |
Sep01 |
001221 |
61.26 |
61.26 |
61.26 |
61.26 |
+0.19 |
0 |
11 |
+0 |
Total Volume and Open Interest |
8,138 |
42,550 |
-31,279 |
EuroFX(IMM) |
Mar01 |
001221 |
91.87 |
92.03 |
91.42 |
91.73 |
+0.59 |
21,672 |
80,230 |
+4,282 |
Jun01 |
001221 |
92.18 |
92.24 |
91.85 |
92.02 |
+0.59 |
5 |
783 |
+2 |
Sep01 |
001221 |
92.26 |
92.40 |
92.05 |
92.28 |
+0.58 |
0 |
564 |
-27 |
Total Volume and Open Interest |
21,677 |
81,584 |
-23,025 |
Mexican Peso(IMM) |
Dec00 |
001218 |
10660.0 |
10680.0 |
10660.0 |
10660.0 |
+32.0 |
194 |
8,009 |
-1,217 |
Mar01 |
001221 |
10217.5 |
10217.5 |
10080.0 |
10100.0 |
-92.5 |
12,544 |
21,292 |
-1,360 |
Total Volume and Open Interest |
13,879 |
28,224 |
-8,924 |
30-Year T-Bonds(CBOT) |
Mar01 |
001221 |
105~12 |
105~17 |
104~20 |
105~10 |
+0~06 |
180,593 |
413,823 |
-8,047 |
Jun01 |
001221 |
104~31 |
105~14 |
104~19 |
105~11 |
+0~08 |
438 |
1,856 |
+215 |
Sep01 |
001221 |
105~06 |
105~06 |
105~06 |
105~06 |
+0~08 |
27 |
404 |
-15 |
Total Volume and Open Interest |
181,062 |
441,565 |
-8,007 |
Municipal Bonds(CBOT) |
Mar01 |
001221 |
103~08 |
103~19 |
102~31 |
103~13 |
+0~03 |
1,640 |
14,209 |
+451 |
Jun01 |
001221 |
102~29 |
102~29 |
102~29 |
102~29 |
|
|
|
|
10-Year T-Notes(CBOT) |
Mar01 |
001221 |
105~080 |
105~170 |
104~280 |
105~100 |
+0~080 |
176,225 |
523,675 |
+27,229 |
Jun01 |
001221 |
105~050 |
105~135 |
104~290 |
105~095 |
+0~085 |
1,343 |
4,677 |
+1,233 |
Total Volume and Open Interest |
177,568 |
528,773 |
+27,645 |
5-Year T-Notes(CBOT) |
Mar01 |
001221 |
103~150 |
103~255 |
103~110 |
103~225 |
+0~075 |
74,200 |
347,247 |
-1,539 |
Jun01 |
001221 |
104~060 |
104~060 |
104~060 |
104~060 |
+0~080 |
100 |
307 |
+100 |
Total Volume and Open Interest |
74,300 |
368,466 |
-1,585 |
2 Year T-Notes(CBOT) |
Mar01 |
001221 |
101~071 |
101~100 |
101~068 |
101~090 |
+0~022 |
8,413 |
78,802 |
+2,712 |
Jun01 |
001221 |
102~007 |
102~007 |
102~007 |
102~007 |
+0~023 |
0 |
1 |
+0 |
Total Volume and Open Interest |
8,413 |
78,817 |
+2,646 |
3-Mth T-Bills(IMM) |
Mar01 |
001221 |
94.58 |
94.71 |
94.57 |
94.71 |
+0.16 |
60 |
1,577 |
+5 |
Total Volume and Open Interest |
60 |
1,577 |
+5 |
Eurodollars(IMM) |
Mar01 |
001221 |
94.045 |
94.130 |
94.040 |
94.120 |
+0.095 |
116,253 |
537,961 |
-4,003 |
Jun01 |
001221 |
94.335 |
94.435 |
94.320 |
94.425 |
+0.110 |
106,813 |
438,030 |
-6,665 |
Sep01 |
001221 |
94.495 |
94.595 |
94.485 |
94.590 |
+0.110 |
123,199 |
507,150 |
+8,812 |
Dec01 |
001221 |
94.420 |
94.510 |
94.400 |
94.500 |
+0.100 |
71,146 |
290,211 |
+3,130 |
Mar02 |
001221 |
94.450 |
94.520 |
94.425 |
94.510 |
+0.070 |
45,810 |
267,644 |
+1,560 |
Jun02 |
001221 |
94.360 |
94.415 |
94.330 |
94.415 |
+0.065 |
22,815 |
180,326 |
+2,722 |
Sep02 |
001221 |
94.295 |
94.365 |
94.260 |
94.350 |
+0.055 |
18,374 |
142,364 |
+57 |
Dec02 |
001221 |
94.175 |
94.230 |
94.135 |
94.230 |
+0.055 |
15,315 |
109,509 |
+644 |
Mar03 |
001221 |
94.205 |
94.260 |
94.180 |
94.255 |
+0.050 |
9,338 |
84,868 |
+2,826 |
Jun03 |
001221 |
94.165 |
94.220 |
94.145 |
94.215 |
+0.050 |
7,359 |
69,407 |
+1,342 |
Sep03 |
001221 |
94.130 |
94.185 |
94.105 |
94.180 |
+0.050 |
6,932 |
66,672 |
+1,195 |
Dec03 |
001221 |
94.040 |
94.085 |
94.020 |
94.085 |
+0.050 |
5,987 |
50,198 |
+106 |
Total Volume and Open Interest |
603,679 |
3,160,849 |
+17,110 |
3-Mth Euro-Yen(IMM) |
Dec00 |
001215 |
99.37 |
99.38 |
99.36 |
99.38 |
-0.01 |
792 |
20,569 |
+182 |
Mar01 |
001221 |
99.54 |
99.54 |
99.53 |
99.53 |
+0.01 |
2,007 |
28,532 |
+1,295 |
Jun01 |
001221 |
99.61 |
99.61 |
99.60 |
99.61 |
+0.02 |
898 |
8,467 |
-88 |
Sep01 |
001221 |
99.58 |
99.58 |
99.58 |
99.58 |
+0.02 |
752 |
10,461 |
+145 |
Dec01 |
001221 |
99.49 |
99.50 |
99.49 |
99.50 |
+0.02 |
38 |
6,087 |
+248 |
Mar02 |
001221 |
99.46 |
99.46 |
99.46 |
99.46 |
+0.01 |
304 |
3,492 |
-47 |
Jun02 |
001221 |
99.41 |
99.42 |
99.41 |
99.42 |
+0.02 |
352 |
1,777 |
+253 |
Sep02 |
001221 |
99.32 |
99.32 |
99.31 |
99.31 |
+0.01 |
88 |
883 |
-3 |
Dec02 |
001221 |
99.15 |
99.17 |
99.15 |
99.15 |
unch |
0 |
31 |
+0 |
Mar03 |
001221 |
99.08 |
99.08 |
99.08 |
99.08 |
unch |
|
|
|
Total Volume and Open Interest |
4,439 |
59,730 |
+1,803 |
3-Mth Euro-Yen(SIMEX) |
Mar01 |
001221 |
99.53 |
99.54 |
99.53 |
99.54 |
+0.02 |
6,410 |
103,162 |
+1,923 |
Jun01 |
001221 |
99.58 |
99.61 |
99.58 |
99.60 |
+0.02 |
3,833 |
82,961 |
+373 |
Sep01 |
001221 |
99.57 |
99.58 |
99.57 |
99.58 |
+0.02 |
2,309 |
66,136 |
+208 |
Dec01 |
001221 |
99.49 |
99.50 |
99.49 |
99.49 |
+0.01 |
4,858 |
31,961 |
+1,077 |
Mar02 |
001221 |
99.46 |
99.47 |
99.46 |
99.46 |
+0.01 |
904 |
15,813 |
+30 |
Jun02 |
001221 |
99.41 |
99.43 |
99.41 |
99.41 |
+0.02 |
1,636 |
10,687 |
+41 |
Sep02 |
001221 |
99.33 |
99.33 |
99.32 |
99.32 |
+0.03 |
312 |
6,053 |
+0 |
Dec02 |
001221 |
99.15 |
99.17 |
99.15 |
99.17 |
+0.03 |
0 |
829 |
+0 |
Total Volume and Open Interest |
0 |
326,587 |
+3,652 |
German Euro-Bund(EUREX) |
Mar01 |
001221 |
108.52 |
108.67 |
108.15 |
108.19 |
-0.25 |
569,280 |
602,252 |
-43,752 |
Jun01 |
001221 |
108.30 |
108.30 |
107.89 |
107.89 |
-0.25 |
5,045 |
8,631 |
+311 |
Sep01 |
001221 |
107.97 |
107.97 |
107.97 |
107.97 |
-0.27 |
0 |
1,298 |
+422 |
Total Volume and Open Interest |
574,325 |
612,181 |
-43,019 |
German Euro-Bobl(EUREX) |
Mar01 |
001221 |
105.82 |
105.89 |
105.47 |
105.51 |
-0.25 |
222,636 |
371,258 |
-13,448 |
Jun01 |
001221 |
105.56 |
105.56 |
105.53 |
105.53 |
-0.26 |
0 |
3,301 |
+257 |
Sep01 |
001221 |
105.31 |
105.31 |
105.31 |
105.31 |
-0.25 |
|
|
|
Total Volume and Open Interest |
222,636 |
374,559 |
-13,191 |
Long Gilt(LIFFE) |
Dec00 |
001221 |
115~21 |
115~21 |
115~07 |
115~11 |
-0~09 |
640 |
895 |
-563 |
Mar01 |
001221 |
115~11 |
115~14 |
114~16 |
114~30 |
-0~10 |
20,411 |
69,393 |
+1,509 |
Total Volume and Open Interest |
21,051 |
70,289 |
+947 |
3-Mth Short Sterling(LIFFE) |
Mar01 |
001221 |
94.25 |
94.28 |
94.22 |
94.23 |
-0.01 |
47,151 |
182,066 |
+84 |
Jun01 |
001221 |
94.43 |
94.50 |
94.42 |
94.44 |
+0.01 |
36,147 |
166,028 |
+65 |
Sep01 |
001221 |
94.51 |
94.56 |
94.49 |
94.51 |
+0.02 |
31,863 |
124,228 |
+1,933 |
Total Volume and Open Interest |
181,586 |
770,768 |
-119,350 |
3-Mth Euribor(LIFFE) |
Mar01 |
001221 |
95.215 |
95.260 |
95.205 |
95.225 |
unch |
74,127 |
327,047 |
-2,981 |
Jun01 |
001221 |
95.420 |
95.460 |
95.385 |
95.410 |
+0.005 |
68,482 |
262,964 |
+3,519 |
Sep01 |
001221 |
95.570 |
95.610 |
95.520 |
95.550 |
+0.005 |
81,809 |
268,056 |
+7,045 |
Total Volume and Open Interest |
311,512 |
1,335,739 |
+19,432 |
3-Mth Aus T-Bills(SFE) |
Mar01 |
001221 |
94.25 |
94.33 |
94.25 |
94.27 |
+0.07 |
2,404 |
160,336 |
+160,336 |
Jun01 |
001221 |
94.51 |
94.57 |
94.51 |
94.52 |
+0.10 |
1,722 |
67,495 |
+67,495 |
Sep01 |
001221 |
94.59 |
94.66 |
94.59 |
94.61 |
+0.12 |
4,443 |
30,445 |
+30,445 |
Dec01 |
001221 |
94.55 |
94.61 |
94.55 |
94.57 |
+0.11 |
1,753 |
16,859 |
+16,859 |
Mar02 |
001221 |
94.48 |
94.50 |
94.47 |
94.48 |
+0.10 |
973 |
10,458 |
+10,458 |
Jun02 |
001221 |
94.39 |
94.40 |
94.37 |
94.39 |
+0.10 |
616 |
7,307 |
+7,307 |
Sep02 |
001221 |
94.29 |
94.29 |
94.27 |
94.28 |
+0.09 |
924 |
6,177 |
+6,177 |
Dec02 |
001221 |
94.21 |
94.21 |
94.19 |
94.19 |
+0.07 |
945 |
3,420 |
+3,420 |
Mar03 |
001221 |
94.15 |
94.17 |
94.14 |
94.14 |
+0.08 |
98 |
1,661 |
+1,661 |
Jun03 |
001221 |
94.10 |
94.10 |
94.10 |
94.10 |
+0.08 |
100 |
1,195 |
+1,195 |
Total Volume and Open Interest |
14,038 |
308,453 |
+0 |
10-Year Aus T-Bonds(SFE) |
Mar01 |
001221 |
94.60 |
94.64 |
94.57 |
94.58 |
+0.08 |
8,778 |
98,509 |
+5,488 |
Jun01 |
001221 |
94.56 |
94.56 |
94.56 |
94.56 |
-177.40 |
|
|
|
Total Volume and Open Interest |
5,453 |
98,509 |
+5,488 |
3-Year Aus T-Bonds(SFE) |
Mar01 |
001221 |
94.82 |
94.88 |
94.80 |
94.81 |
+0.08 |
8,640 |
199,265 |
+199,265 |
Jun01 |
001221 |
94.81 |
94.81 |
94.81 |
94.81 |
+0.08 |
|
|
|
Total Volume and Open Interest |
8,640 |
199,265 |
+0 |
Gold(CMX) |
Dec00 |
001221 |
273.0 |
273.7 |
273.0 |
273.7 |
+1.2 |
203 |
270 |
+183 |
Feb01 |
001221 |
275.1 |
276.7 |
274.2 |
275.7 |
+1.0 |
26,415 |
74,786 |
+2,082 |
Apr01 |
001221 |
277.7 |
279.0 |
277.0 |
278.2 |
+1.0 |
722 |
7,790 |
+200 |
Jun01 |
001221 |
280.2 |
281.0 |
280.0 |
280.7 |
+1.0 |
505 |
11,905 |
-175 |
Aug01 |
001221 |
282.8 |
282.8 |
282.8 |
282.8 |
+1.0 |
559 |
4,091 |
+379 |
Oct01 |
001221 |
284.7 |
284.7 |
284.7 |
284.7 |
+1.0 |
33 |
693 |
+0 |
Total Volume and Open Interest |
28,679 |
117,549 |
+2,810 |
Silver(CMX) |
Dec00 |
001221 |
459.9 |
459.9 |
459.9 |
459.9 |
+0.3 |
127 |
521 |
-209 |
Mar01 |
001221 |
465.5 |
467.0 |
463.5 |
466.3 |
unch |
6,550 |
56,021 |
+76 |
May01 |
001221 |
471.0 |
471.0 |
469.0 |
470.6 |
unch |
131 |
2,482 |
+7 |
Jul01 |
001221 |
474.5 |
475.5 |
473.0 |
475.0 |
unch |
8 |
3,681 |
+1 |
Sep01 |
001221 |
479.5 |
479.5 |
479.5 |
479.5 |
unch |
0 |
3,085 |
+0 |
Total Volume and Open Interest |
6,938 |
73,128 |
-133 |
Platinum(NYM) |
Jan01 |
001221 |
610.0 |
619.5 |
610.0 |
614.9 |
+6.7 |
2,264 |
3,571 |
-1,629 |
Apr01 |
001221 |
606.8 |
608.9 |
603.5 |
606.9 |
+6.7 |
1,935 |
4,762 |
+1,376 |
Total Volume and Open Interest |
4,199 |
8,343 |
-253 |
Palladium(NYME) |
Dec00 |
001221 |
953.00 |
953.00 |
953.00 |
953.00 |
+7.00 |
0 |
1 |
+0 |
Mar01 |
001221 |
948.00 |
955.00 |
945.00 |
945.00 |
+7.00 |
64 |
1,703 |
+26 |
Jun01 |
001221 |
940.00 |
940.00 |
940.00 |
940.00 |
+7.00 |
0 |
136 |
+0 |
Total Volume and Open Interest |
64 |
1,840 |
+26 |
Copper(CMX) |
Dec00 |
001221 |
85.60 |
85.70 |
84.70 |
85.60 |
-0.70 |
703 |
2,520 |
-430 |
Mar01 |
001221 |
85.15 |
85.50 |
84.20 |
85.35 |
-0.55 |
10,347 |
29,749 |
-44 |
May01 |
001221 |
84.70 |
85.10 |
84.00 |
84.90 |
-0.55 |
354 |
5,128 |
+150 |
Jul01 |
001221 |
84.50 |
84.75 |
83.90 |
84.75 |
-0.55 |
534 |
5,556 |
+37 |
Sep01 |
001221 |
83.70 |
84.60 |
83.70 |
84.60 |
-0.55 |
141 |
2,249 |
+87 |
Total Volume and Open Interest |
13,255 |
68,568 |
+46 |
DJIA Index(CBOT) |
Dec00 |
001214 |
10680 |
10735 |
10620 |
10650 |
-121 |
4,318 |
12,298 |
-1,158 |
Mar01 |
001221 |
10475 |
10648 |
10320 |
10615 |
+177 |
14,728 |
17,593 |
+700 |
Jun01 |
001221 |
10570 |
10765 |
10570 |
10745 |
+175 |
6 |
16 |
+1 |
Sep01 |
001221 |
10640 |
10876 |
10640 |
10876 |
+175 |
0 |
7 |
+0 |
Total Volume and Open Interest |
14,734 |
17,623 |
+700 |
S & P 500(CME) |
Mar01 |
001221 |
1276.00 |
1304.00 |
1270.00 |
1288.00 |
+8.40 |
80,063 |
458,295 |
+4,084 |
Jun01 |
001221 |
1312.50 |
1319.00 |
1290.00 |
1305.10 |
+8.50 |
612 |
3,309 |
+306 |
Sep01 |
001221 |
1321.00 |
1334.10 |
1307.60 |
1322.10 |
+9.00 |
245 |
1,027 |
+44 |
Dec01 |
001221 |
1337.80 |
1349.80 |
1323.30 |
1337.80 |
+9.00 |
95 |
433 |
+1 |
Total Volume and Open Interest |
81,015 |
463,084 |
+4,324 |
S & P 500 E-Mini(Globex) |
Mar01 |
001221 |
1280.50 |
1304.25 |
1270.25 |
1288.00 |
+8.50 |
107,160 |
43,025 |
+6,433 |
Jun01 |
001221 |
1288.00 |
1305.00 |
1288.00 |
1305.00 |
+8.50 |
|
|
|
Total Volume and Open Interest |
107,160 |
43,025 |
+6,433 |
NASDAQ 100(CME) |
Mar01 |
001221 |
2240.00 |
2390.00 |
2213.00 |
2282.50 |
+7.50 |
25,722 |
40,854 |
+424 |
Jun01 |
001221 |
2323.50 |
2380.00 |
2323.50 |
2323.50 |
+7.50 |
0 |
19 |
+0 |
Sep01 |
001221 |
2364.50 |
2364.50 |
2364.50 |
2364.50 |
+7.50 |
|
|
|
Total Volume and Open Interest |
25,722 |
40,873 |
+422 |
NASDAQ 100 E-Mini(GLOBEX) |
Mar01 |
001221 |
2275.5 |
2390.0 |
2211.0 |
2282.5 |
+7.5 |
91,112 |
29,079 |
+4,975 |
Jun01 |
001221 |
2323.5 |
2323.5 |
2323.5 |
2323.5 |
+7.5 |
|
|
|
Total Volume and Open Interest |
91,112 |
29,079 |
+4,975 |
NYSE Composite(NYBOT) |
Mar01 |
001221 |
631.50 |
639.00 |
629.50 |
637.00 |
+4.40 |
649 |
2,242 |
+2,242 |
Jun01 |
001221 |
645.50 |
645.50 |
645.50 |
645.50 |
+4.40 |
0 |
204 |
+204 |
Sep01 |
001221 |
654.00 |
654.00 |
654.00 |
654.00 |
+4.40 |
0 |
100 |
+100 |
Total Volume and Open Interest |
|
|
|
S & P Midcap 400(CME) |
Mar01 |
001221 |
483.00 |
495.50 |
482.50 |
488.75 |
+2.50 |
1,228 |
14,455 |
-16 |
Jun01 |
001221 |
495.95 |
497.20 |
495.95 |
495.95 |
+2.50 |
0 |
1 |
+0 |
Sep01 |
001221 |
502.95 |
504.20 |
502.95 |
502.95 |
+2.50 |
|
|
|
Total Volume and Open Interest |
993 |
14,472 |
-24 |
Russell 2000(CME) |
Mar01 |
001221 |
449.00 |
457.00 |
445.50 |
454.25 |
+4.50 |
2,274 |
14,485 |
-54 |
Jun01 |
001221 |
461.85 |
461.85 |
461.85 |
461.85 |
+4.50 |
|
|
|
Sep01 |
001221 |
469.40 |
469.40 |
469.40 |
469.40 |
+4.50 |
|
|
|
Total Volume and Open Interest |
2,274 |
14,485 |
-54 |
Value Line(KCBT) |
Mar01 |
001221 |
1054.00 |
1074.00 |
1049.00 |
1067.00 |
+9.50 |
40 |
104 |
+8 |
Total Volume and Open Interest |
40 |
105 |
+8 |
Nikkei 225(CME) |
Mar01 |
001221 |
13375 |
13500 |
13225 |
13500 |
+13500 |
1,446 |
14,227 |
+14,227 |
Jun01 |
001221 |
13490 |
13490 |
13360 |
13490 |
+13490 |
0 |
3 |
+3 |
Total Volume and Open Interest |
1,446 |
14,230 |
+14,230 |
Nikkei 225(SIMEX) |
Mar01 |
001221 |
13680 |
13760 |
13270 |
13340 |
-535 |
12,291 |
83,219 |
+980 |
Jun01 |
001221 |
13320 |
13320 |
13320 |
13320 |
-535 |
0 |
1,641 |
+0 |
Sep01 |
001221 |
13340 |
13340 |
13340 |
13340 |
-535 |
0 |
1,095 |
+0 |
Total Volume and Open Interest |
12,291 |
85,955 |
+980 |
CAC 40(MATIF) |
Dec00 |
001221 |
5730.0 |
5819.0 |
5687.0 |
5768.0 |
+64.0 |
92,203 |
408,463 |
-3,205 |
Jan01 |
001221 |
5749.0 |
5836.5 |
5710.0 |
5790.5 |
+55.5 |
32,412 |
69,513 |
+24,798 |
Feb01 |
001221 |
5785.0 |
5804.0 |
5746.0 |
5803.0 |
-17.5 |
7,688 |
12,757 |
+7,503 |
Total Volume and Open Interest |
137,846 |
549,963 |
+32,318 |
DAX Index(EUREX) |
Mar01 |
001221 |
6290.0 |
6362.0 |
6170.5 |
6278.0 |
-42.0 |
38,965 |
140,054 |
+121 |
Jun01 |
001221 |
6332.5 |
6364.0 |
6249.0 |
6335.5 |
-44.0 |
505 |
10,604 |
+234 |
Sep01 |
001221 |
6433.5 |
6502.0 |
6330.5 |
6417.5 |
-45.0 |
302 |
321 |
+321 |
Total Volume and Open Interest |
39,772 |
150,979 |
+676 |
FT-SE 100(LIFFE) |
Mar01 |
001221 |
6167.00 |
6218.00 |
6112.50 |
6160.00 |
-32.50 |
23,495 |
237,678 |
+324 |
Jun01 |
001221 |
6225.00 |
6225.00 |
6225.00 |
6225.00 |
-32.50 |
125 |
8,471 |
+8,471 |
Sep01 |
001221 |
6285.00 |
6285.00 |
6285.00 |
6285.00 |
-32.50 |
|
|
|
Total Volume and Open Interest |
23,620 |
246,149 |
+8,795 |
SPI 200(SFE) |
Dec00 |
001221 |
3206.0 |
3209.0 |
3186.0 |
3194.0 |
-67.0 |
1,807 |
164,154 |
+1,842 |
Mar01 |
001221 |
3285.0 |
3286.0 |
3212.0 |
3222.0 |
-66.0 |
481 |
7,747 |
+140 |
Jun01 |
001221 |
3246.0 |
3246.0 |
3246.0 |
3246.0 |
-67.0 |
0 |
174 |
+0 |
Total Volume and Open Interest |
2,288 |
172,088 |
+1,982 |
GSCI(CME) |
Jan01 |
001221 |
241.00 |
241.00 |
238.25 |
238.90 |
+2.70 |
65 |
32,361 |
+3 |
Feb01 |
001221 |
232.50 |
233.00 |
232.50 |
232.50 |
+2.00 |
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 |
001221 |
227.60 |
227.70 |
226.50 |
227.00 |
-0.05 |
29 |
418 |
-12 |
Feb01 |
001221 |
225.00 |
225.00 |
223.80 |
224.75 |
+0.05 |
5 |
686 |
+1 |
Apr01 |
001221 |
223.75 |
223.75 |
222.50 |
222.50 |
-0.35 |
0 |
310 |
+0 |
Total Volume and Open Interest |
154 |
1,414 |
-11 |
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
|
|