 |
MRCI's Free Historical Futures Prices |
Daily Futures Price Listing Fri December 29, 2000 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Jan01 |
001229 |
498.50 |
500.75 |
498.00 |
499.50 |
+2.00 |
26,464 |
11,603 |
-7,077 |
Mar01 |
001229 |
509.50 |
510.50 |
507.75 |
509.75 |
+1.50 |
33,151 |
88,106 |
+4,929 |
May01 |
001229 |
517.00 |
517.50 |
514.75 |
516.75 |
+1.25 |
3,958 |
24,373 |
+55 |
Jul01 |
001229 |
522.00 |
523.75 |
520.50 |
523.00 |
+2.00 |
3,210 |
27,723 |
-202 |
Aug01 |
001229 |
522.00 |
522.00 |
520.00 |
522.00 |
+2.25 |
370 |
1,641 |
+194 |
Sep01 |
001229 |
516.00 |
516.00 |
513.50 |
515.00 |
+1.00 |
94 |
609 |
+4 |
Nov01 |
001229 |
517.00 |
517.50 |
514.50 |
517.00 |
+2.50 |
1,082 |
12,013 |
+429 |
Total Volume and Open Interest |
68,393 |
166,186 |
-1,662 |
Soybean Meal(CBOT) |
Jan01 |
001229 |
195.50 |
196.20 |
194.30 |
195.40 |
+1.40 |
7,480 |
15,147 |
-1,934 |
Mar01 |
001229 |
190.50 |
190.90 |
189.00 |
189.60 |
+0.10 |
8,582 |
56,267 |
+225 |
May01 |
001229 |
185.50 |
186.20 |
184.10 |
184.60 |
unch |
2,430 |
21,786 |
+439 |
Jul01 |
001229 |
183.70 |
184.00 |
182.00 |
182.00 |
-0.40 |
1,244 |
14,439 |
+166 |
Aug01 |
001229 |
180.50 |
181.90 |
180.50 |
180.50 |
-0.10 |
470 |
4,115 |
+142 |
Sep01 |
001229 |
180.50 |
180.60 |
179.40 |
179.70 |
+0.10 |
163 |
2,100 |
+95 |
Oct01 |
001229 |
176.70 |
177.50 |
176.70 |
176.70 |
+0.10 |
49 |
1,002 |
+32 |
Dec01 |
001229 |
177.50 |
177.50 |
176.30 |
176.30 |
+0.10 |
152 |
3,208 |
+38 |
Total Volume and Open Interest |
20,570 |
118,064 |
-797 |
Soybean Oil(CBOT) |
Jan01 |
001229 |
14.53 |
14.59 |
14.48 |
14.53 |
unch |
10,311 |
17,373 |
-1,383 |
Mar01 |
001229 |
14.91 |
14.98 |
14.85 |
14.86 |
-0.03 |
10,112 |
70,324 |
+1,611 |
May01 |
001229 |
15.32 |
15.37 |
15.25 |
15.27 |
-0.04 |
1,769 |
19,609 |
+748 |
Jul01 |
001229 |
15.73 |
15.75 |
15.66 |
15.67 |
-0.05 |
545 |
14,791 |
+236 |
Aug01 |
001229 |
15.85 |
15.88 |
15.85 |
15.86 |
-0.02 |
136 |
3,936 |
+172 |
Sep01 |
001229 |
16.04 |
16.04 |
16.04 |
16.04 |
unch |
38 |
2,458 |
+8 |
Oct01 |
001229 |
16.25 |
16.25 |
16.22 |
16.22 |
-0.08 |
2 |
3,647 |
+0 |
Dec01 |
001229 |
16.45 |
16.47 |
16.45 |
16.45 |
-0.07 |
16 |
6,978 |
+42 |
Total Volume and Open Interest |
22,929 |
140,404 |
+1,434 |
Canola(WCE) |
Jan01 |
001229 |
264.7 |
264.8 |
262.3 |
263.3 |
-0.8 |
6,976 |
7,050 |
-4,952 |
Mar01 |
001229 |
271.0 |
271.0 |
268.3 |
269.7 |
-0.2 |
10,488 |
42,379 |
+2,354 |
May01 |
001229 |
275.0 |
276.5 |
274.0 |
276.2 |
+0.4 |
551 |
5,651 |
+235 |
Jul01 |
001229 |
280.5 |
281.3 |
280.5 |
281.0 |
-1.5 |
78 |
5,322 |
+67 |
Aug01 |
001229 |
281.0 |
281.0 |
281.0 |
281.0 |
-1.0 |
0 |
58 |
+0 |
Total Volume and Open Interest |
18,098 |
62,715 |
-2,296 |
Corn(CBOT) |
Jan01 |
001229 |
222.50 |
225.00 |
222.00 |
224.75 |
+2.25 |
1,083 |
1,247 |
-597 |
Mar01 |
001229 |
229.50 |
232.00 |
229.00 |
231.75 |
+1.50 |
69,804 |
244,141 |
+12,391 |
May01 |
001229 |
237.00 |
239.75 |
236.75 |
239.50 |
+1.75 |
10,134 |
70,079 |
+2,570 |
Jul01 |
001229 |
244.25 |
246.75 |
244.00 |
246.25 |
+1.25 |
5,803 |
61,033 |
+311 |
Sep01 |
001229 |
251.25 |
253.50 |
251.25 |
253.25 |
+2.25 |
598 |
8,534 |
+471 |
Total Volume and Open Interest |
95,229 |
430,263 |
+17,492 |
Wheat(CBOT) |
Mar01 |
001229 |
271.75 |
280.00 |
271.50 |
279.50 |
+7.75 |
5,153 |
90,546 |
+359 |
May01 |
001229 |
283.00 |
290.50 |
283.00 |
290.25 |
+7.25 |
763 |
12,286 |
+321 |
Jul01 |
001229 |
292.50 |
301.00 |
292.25 |
300.50 |
+7.75 |
902 |
24,564 |
+136 |
Sep01 |
001229 |
304.25 |
310.50 |
304.25 |
310.25 |
+7.75 |
14 |
1,309 |
+19 |
Dec01 |
001229 |
316.00 |
324.00 |
315.50 |
324.00 |
+8.00 |
13 |
3,658 |
+33 |
Total Volume and Open Interest |
6,858 |
132,713 |
+871 |
Wheat(KCBT) |
Mar01 |
001229 |
322.00 |
330.00 |
321.75 |
330.00 |
+7.00 |
2,753 |
48,929 |
-61 |
May01 |
001229 |
331.50 |
340.00 |
331.00 |
339.75 |
+7.75 |
662 |
6,671 |
-14 |
Jul01 |
001229 |
340.00 |
346.00 |
339.25 |
345.00 |
+4.75 |
317 |
10,358 |
+91 |
Sep01 |
001229 |
351.00 |
353.00 |
350.00 |
352.50 |
+4.50 |
3 |
791 |
+3 |
Dec01 |
001229 |
359.00 |
364.00 |
359.00 |
364.00 |
+6.00 |
1 |
133 |
+1 |
Total Volume and Open Interest |
3,736 |
66,882 |
+20 |
Wheat(MGE) |
Mar01 |
001229 |
322.50 |
328.00 |
320.25 |
327.25 |
+4.75 |
1,378 |
15,972 |
+8 |
May01 |
001229 |
332.00 |
336.00 |
330.25 |
335.25 |
+3.75 |
385 |
3,970 |
+130 |
Jul01 |
001229 |
339.50 |
343.50 |
337.50 |
342.00 |
+3.00 |
174 |
2,917 |
+53 |
Sep01 |
001229 |
346.50 |
351.50 |
345.50 |
347.00 |
-0.25 |
4 |
776 |
+2 |
Dec01 |
001229 |
360.00 |
360.50 |
356.00 |
356.00 |
-1.25 |
0 |
201 |
+0 |
Total Volume and Open Interest |
1,941 |
23,856 |
+193 |
Oats(CBOT) |
Mar01 |
001229 |
113.75 |
114.50 |
113.00 |
114.25 |
+0.75 |
1,598 |
10,438 |
-432 |
May01 |
001229 |
118.75 |
120.00 |
118.75 |
120.00 |
+1.25 |
324 |
1,426 |
-73 |
Jul01 |
001229 |
124.75 |
126.00 |
124.75 |
126.00 |
+1.50 |
84 |
896 |
+8 |
Sep01 |
001229 |
129.50 |
129.50 |
129.50 |
129.50 |
+2.00 |
0 |
346 |
+0 |
Total Volume and Open Interest |
2,055 |
13,986 |
-462 |
Rough Rice(CBOT) |
Jan01 |
001229 |
5.87 |
5.92 |
5.80 |
5.92 |
+0.06 |
732 |
800 |
-412 |
Mar01 |
001229 |
6.15 |
6.20 |
6.05 |
6.19 |
+0.05 |
575 |
4,106 |
+375 |
May01 |
001229 |
6.32 |
6.46 |
6.32 |
6.46 |
+0.07 |
23 |
665 |
+3 |
Jul01 |
001229 |
6.65 |
6.73 |
6.65 |
6.73 |
+0.08 |
3 |
608 |
+3 |
Total Volume and Open Interest |
1,333 |
6,470 |
-31 |
Live Cattle(CME) |
Dec00 |
001229 |
79.500 |
80.400 |
79.300 |
80.225 |
+0.875 |
1,469 |
1,480 |
-1,038 |
Feb01 |
001229 |
77.600 |
78.000 |
77.525 |
77.925 |
+0.050 |
4,458 |
66,459 |
-456 |
Apr01 |
001229 |
78.950 |
79.175 |
78.750 |
79.125 |
+0.100 |
3,182 |
32,675 |
+739 |
Jun01 |
001229 |
74.400 |
74.850 |
74.300 |
74.825 |
+0.325 |
1,609 |
13,440 |
-107 |
Aug01 |
001229 |
74.250 |
74.750 |
74.250 |
74.725 |
+0.275 |
475 |
12,208 |
-112 |
Oct01 |
001229 |
75.950 |
76.250 |
75.950 |
76.225 |
+0.025 |
73 |
3,061 |
+66 |
Total Volume and Open Interest |
11,381 |
130,519 |
-860 |
Feeder Cattle(CME) |
Jan01 |
001229 |
91.150 |
91.550 |
91.050 |
91.500 |
+0.300 |
613 |
7,597 |
-236 |
Mar01 |
001229 |
90.375 |
90.700 |
90.250 |
90.625 |
+0.125 |
747 |
6,149 |
+68 |
Apr01 |
001229 |
89.950 |
90.300 |
89.900 |
90.275 |
+0.075 |
305 |
2,839 |
+54 |
May01 |
001229 |
89.250 |
89.500 |
89.250 |
89.475 |
+0.100 |
104 |
2,256 |
+6 |
Aug01 |
001229 |
89.450 |
89.600 |
89.450 |
89.550 |
-0.050 |
49 |
1,228 |
+17 |
Sep01 |
001229 |
89.200 |
89.325 |
89.200 |
89.325 |
+0.075 |
0 |
238 |
+0 |
Oct01 |
001229 |
89.325 |
89.325 |
89.325 |
89.325 |
unch |
0 |
132 |
+0 |
Total Volume and Open Interest |
1,821 |
20,590 |
-89 |
Lean Hogs(CME) |
Feb01 |
001229 |
55.650 |
56.900 |
55.550 |
56.825 |
+0.725 |
3,407 |
22,674 |
-1,492 |
Apr01 |
001229 |
56.250 |
57.650 |
56.050 |
57.400 |
+0.900 |
1,098 |
6,839 |
+196 |
Jun01 |
001229 |
61.700 |
62.600 |
61.550 |
62.425 |
+0.375 |
431 |
4,287 |
+31 |
Jul01 |
001229 |
59.400 |
59.950 |
59.050 |
59.875 |
+0.200 |
202 |
1,542 |
+80 |
Aug01 |
001229 |
57.650 |
58.150 |
57.600 |
58.150 |
+0.300 |
179 |
1,005 |
+82 |
Oct01 |
001229 |
49.800 |
50.400 |
49.750 |
50.250 |
+0.250 |
161 |
1,476 |
+95 |
Dec01 |
001229 |
47.000 |
47.500 |
46.900 |
47.500 |
+0.375 |
45 |
1,157 |
+24 |
Feb02 |
001229 |
48.900 |
48.900 |
48.900 |
48.900 |
+0.100 |
2 |
33 |
+1 |
Total Volume and Open Interest |
5,525 |
39,014 |
-983 |
Pork Bellies(CME) |
Feb01 |
001229 |
65.900 |
66.700 |
65.050 |
65.875 |
-2.175 |
709 |
2,017 |
-96 |
Mar01 |
001229 |
66.250 |
66.750 |
65.350 |
66.450 |
-1.500 |
54 |
297 |
-1 |
May01 |
001229 |
67.025 |
67.550 |
66.450 |
67.550 |
-0.750 |
46 |
204 |
+36 |
Jul01 |
001229 |
69.200 |
69.200 |
67.750 |
69.200 |
unch |
16 |
63 |
-10 |
Aug01 |
001229 |
68.500 |
68.500 |
67.000 |
68.500 |
-0.900 |
2 |
37 |
+2 |
Total Volume and Open Interest |
827 |
2,618 |
-69 |
Cocoa(NYBOT) |
Mar01 |
001229 |
765 |
767 |
757 |
758 |
-8 |
2,281 |
43,707 |
-417 |
May01 |
001229 |
779 |
779 |
772 |
773 |
-7 |
581 |
20,579 |
+258 |
Jul01 |
001229 |
792 |
792 |
787 |
788 |
-7 |
404 |
14,738 |
+90 |
Sep01 |
001229 |
809 |
809 |
800 |
803 |
-8 |
310 |
10,996 |
-20 |
Dec01 |
001229 |
837 |
837 |
830 |
830 |
-7 |
78 |
13,074 |
-1 |
Mar02 |
001229 |
857 |
857 |
857 |
857 |
-7 |
170 |
12,024 |
-30 |
May02 |
001229 |
875 |
875 |
875 |
875 |
-7 |
260 |
6,645 |
+116 |
Total Volume and Open Interest |
4,639 |
137,395 |
+500 |
Coffee "C"(NYBOT) |
Mar01 |
001229 |
67.25 |
67.50 |
65.30 |
65.55 |
-1.80 |
3,453 |
29,969 |
-44 |
May01 |
001229 |
70.40 |
70.40 |
68.40 |
68.50 |
-1.85 |
1,140 |
7,532 |
+237 |
Jul01 |
001229 |
72.60 |
72.70 |
71.50 |
71.50 |
-1.80 |
177 |
3,433 |
+23 |
Sep01 |
001229 |
76.00 |
76.00 |
74.50 |
74.50 |
-1.70 |
166 |
3,069 |
+110 |
Dec01 |
001229 |
78.75 |
78.75 |
78.75 |
78.75 |
-1.70 |
71 |
2,114 |
-20 |
Mar02 |
001229 |
83.00 |
83.00 |
83.00 |
83.00 |
-1.70 |
71 |
289 |
+65 |
Total Volume and Open Interest |
5,078 |
46,406 |
+371 |
Orange Juice(NYBOT) |
Jan01 |
001229 |
76.00 |
76.80 |
74.55 |
74.60 |
+0.15 |
1,561 |
1,960 |
-985 |
Mar01 |
001229 |
81.00 |
81.90 |
78.75 |
79.85 |
+0.60 |
2,573 |
21,260 |
+457 |
May01 |
001229 |
84.50 |
84.75 |
83.05 |
83.05 |
+0.45 |
118 |
2,664 |
+3 |
Jul01 |
001229 |
87.00 |
87.00 |
85.25 |
85.50 |
+0.20 |
11 |
1,110 |
-13 |
Sep01 |
001229 |
88.10 |
88.10 |
88.10 |
88.10 |
+0.05 |
0 |
323 |
+0 |
Total Volume and Open Interest |
4,271 |
29,673 |
-538 |
Sugar #11(NYBOT) |
Mar01 |
001229 |
10.12 |
10.23 |
9.82 |
10.20 |
+0.17 |
8,486 |
70,135 |
+129 |
May01 |
001229 |
9.72 |
9.80 |
9.50 |
9.77 |
+0.13 |
1,273 |
21,005 |
-340 |
Jul01 |
001229 |
9.08 |
9.18 |
8.87 |
9.15 |
+0.09 |
1,567 |
24,025 |
-483 |
Oct01 |
001229 |
8.67 |
8.74 |
8.58 |
8.72 |
+0.07 |
1,155 |
19,175 |
-877 |
Mar02 |
001229 |
8.49 |
8.58 |
8.45 |
8.53 |
+0.07 |
907 |
9,721 |
-46 |
Total Volume and Open Interest |
13,593 |
146,811 |
-1,607 |
London Cocoa(LCE) |
Dec00 |
001212 |
534 |
537 |
533 |
534 |
-4 |
3,911 |
13,944 |
-3,097 |
Mar01 |
001229 |
586 |
586 |
578 |
582 |
-4 |
1,380 |
65,515 |
-485 |
May01 |
001229 |
580 |
580 |
575 |
579 |
-2 |
1,225 |
33,220 |
+352 |
Jul01 |
001229 |
591 |
591 |
585 |
588 |
-3 |
253 |
17,252 |
+163 |
Sep01 |
001229 |
600 |
600 |
594 |
598 |
-2 |
548 |
23,154 |
-27 |
Dec01 |
001229 |
616 |
619 |
616 |
619 |
-2 |
120 |
10,340 |
+62 |
Mar02 |
001229 |
640 |
641 |
636 |
641 |
unch |
72 |
22,697 |
+21 |
Total Volume and Open Interest |
4,248 |
192,648 |
+539 |
London Coffee(LCE) |
Jan01 |
001229 |
622.00 |
638.00 |
622.00 |
630.00 |
+2.00 |
3,548 |
12,959 |
-2,414 |
Mar01 |
001229 |
650.00 |
655.00 |
645.00 |
647.00 |
-1.00 |
4,012 |
26,047 |
+1,238 |
May01 |
001229 |
670.00 |
670.00 |
661.00 |
665.00 |
unch |
1,077 |
9,297 |
+255 |
Jul01 |
001229 |
682.00 |
686.00 |
679.00 |
683.00 |
unch |
373 |
3,775 |
+32 |
Sep01 |
001229 |
708.00 |
708.00 |
699.00 |
703.00 |
+1.00 |
213 |
2,524 |
+65 |
Nov01 |
001229 |
732.00 |
732.00 |
723.00 |
723.00 |
+1.00 |
79 |
3,864 |
+34 |
Total Volume and Open Interest |
9,302 |
59,188 |
-790 |
London Sugar(LCE) |
Dec00 |
001115 |
225.50 |
233.60 |
224.60 |
225.00 |
-0.30 |
902 |
2,074 |
-764 |
Mar01 |
001229 |
246.50 |
248.00 |
245.00 |
248.00 |
+2.30 |
1,219 |
21,670 |
-436 |
May01 |
001229 |
243.90 |
246.00 |
243.00 |
246.00 |
+0.80 |
394 |
5,136 |
+187 |
Aug01 |
001229 |
242.00 |
242.00 |
242.00 |
242.00 |
+1.40 |
71 |
6,966 |
+2 |
Oct01 |
001229 |
233.20 |
235.00 |
233.20 |
235.00 |
+235.00 |
0 |
2,530 |
+0 |
Total Volume and Open Interest |
1,684 |
37,627 |
-247 |
Cotton(NYBOT) |
Mar01 |
001229 |
62.70 |
62.95 |
62.25 |
62.28 |
-1.14 |
2,479 |
32,508 |
-60 |
May01 |
001229 |
64.75 |
64.90 |
64.30 |
64.33 |
-1.08 |
677 |
17,406 |
+77 |
Jul01 |
001229 |
66.25 |
66.60 |
66.00 |
66.00 |
-0.93 |
233 |
8,326 |
+77 |
Oct01 |
001229 |
64.50 |
64.50 |
64.40 |
64.45 |
-0.20 |
0 |
1,073 |
+0 |
Dec01 |
001229 |
63.60 |
63.70 |
63.40 |
63.61 |
-0.34 |
63 |
7,504 |
-24 |
Mar02 |
001229 |
64.85 |
64.85 |
64.85 |
64.85 |
-0.35 |
21 |
242 |
+0 |
Total Volume and Open Interest |
8,474 |
67,215 |
+70 |
Lumber(CME) |
Jan01 |
001229 |
207.9 |
210.0 |
205.5 |
205.5 |
-2.5 |
479 |
1,581 |
-105 |
Mar01 |
001229 |
224.0 |
226.8 |
223.2 |
224.0 |
unch |
573 |
1,827 |
-5 |
May01 |
001229 |
227.2 |
230.4 |
227.2 |
228.0 |
-0.6 |
348 |
989 |
+64 |
Jul01 |
001229 |
236.0 |
237.8 |
236.0 |
236.7 |
+1.1 |
24 |
234 |
+5 |
Total Volume and Open Interest |
1,424 |
4,683 |
-41 |
Crude Oil(NYM) |
Feb01 |
001229 |
25.90 |
26.95 |
25.90 |
26.80 |
+0.95 |
34,439 |
94,394 |
-3,047 |
Mar01 |
001229 |
25.45 |
26.23 |
25.40 |
25.98 |
+0.68 |
20,124 |
40,755 |
-1,647 |
Apr01 |
001229 |
25.05 |
25.90 |
25.00 |
25.59 |
+0.63 |
6,933 |
29,061 |
+1,845 |
May01 |
001229 |
24.93 |
25.55 |
24.93 |
25.34 |
+0.62 |
1,515 |
19,184 |
+391 |
Jun01 |
001229 |
24.60 |
25.14 |
24.60 |
25.12 |
+0.62 |
3,511 |
30,431 |
+269 |
Jul01 |
001229 |
24.58 |
24.94 |
24.58 |
24.92 |
+0.60 |
926 |
13,723 |
-48 |
Aug01 |
001229 |
24.63 |
24.80 |
24.43 |
24.72 |
+0.58 |
385 |
11,932 |
+47 |
Sep01 |
001229 |
24.30 |
24.55 |
24.30 |
24.52 |
+0.56 |
382 |
11,288 |
+162 |
Oct01 |
001229 |
24.24 |
24.34 |
24.24 |
24.34 |
+0.55 |
289 |
8,522 |
-100 |
Nov01 |
001229 |
24.07 |
24.17 |
24.07 |
24.17 |
+0.54 |
20 |
14,134 |
+0 |
Total Volume and Open Interest |
72,637 |
407,461 |
-2,042 |
Heating Oil(NYM) |
Jan01 |
001229 |
90.00 |
93.50 |
89.50 |
90.66 |
+1.20 |
29,619 |
11,295 |
-8,742 |
Feb01 |
001229 |
86.50 |
89.50 |
86.50 |
89.09 |
+3.16 |
20,548 |
48,688 |
+797 |
Mar01 |
001229 |
80.80 |
83.25 |
80.70 |
82.74 |
+2.66 |
2,288 |
19,039 |
+52 |
Apr01 |
001229 |
74.50 |
76.40 |
74.50 |
76.24 |
+2.36 |
2,229 |
12,023 |
+240 |
May01 |
001229 |
70.00 |
71.44 |
69.70 |
71.44 |
+2.16 |
675 |
7,886 |
+345 |
Jun01 |
001229 |
68.50 |
69.84 |
68.20 |
69.84 |
+2.06 |
290 |
6,469 |
+1 |
Jul01 |
001229 |
67.95 |
69.29 |
67.95 |
69.29 |
+2.06 |
570 |
4,186 |
+380 |
Aug01 |
001229 |
67.80 |
69.09 |
67.80 |
69.09 |
+2.06 |
32 |
6,798 |
+56 |
Sep01 |
001229 |
68.90 |
69.64 |
68.90 |
69.64 |
+2.06 |
5 |
2,900 |
+1 |
Oct01 |
001229 |
69.75 |
70.19 |
69.53 |
70.19 |
+2.06 |
10 |
2,824 |
+7 |
Total Volume and Open Interest |
56,917 |
131,624 |
-6,866 |
Unleaded Gas(NYM) |
Jan01 |
001229 |
75.80 |
79.75 |
75.70 |
78.58 |
unch |
22,380 |
5,275 |
-6,770 |
Feb01 |
001229 |
75.70 |
79.30 |
75.50 |
79.03 |
+3.63 |
8,989 |
28,170 |
+1,245 |
Mar01 |
001229 |
76.10 |
79.70 |
76.00 |
79.18 |
+3.38 |
813 |
12,473 |
-197 |
Apr01 |
001229 |
80.30 |
83.48 |
80.20 |
83.48 |
+3.13 |
1,225 |
13,660 |
-98 |
May01 |
001229 |
79.60 |
82.58 |
79.60 |
82.58 |
+3.03 |
325 |
9,791 |
+91 |
Jun01 |
001229 |
79.90 |
81.18 |
79.90 |
81.18 |
+2.83 |
207 |
6,490 |
+6 |
Jul01 |
001229 |
79.48 |
79.48 |
79.48 |
79.48 |
+2.73 |
115 |
2,777 |
+96 |
Aug01 |
001229 |
77.33 |
77.33 |
77.33 |
77.33 |
+2.63 |
126 |
8,278 |
+23 |
Total Volume and Open Interest |
34,255 |
93,642 |
-5,605 |
Natural Gas(NYM) |
Feb01 |
001229 |
9.420 |
9.925 |
9.420 |
9.775 |
+0.512 |
10,329 |
41,377 |
+941 |
Mar01 |
001229 |
8.600 |
8.935 |
8.550 |
8.791 |
+0.438 |
4,877 |
37,387 |
-368 |
Apr01 |
001229 |
6.250 |
6.350 |
6.240 |
6.291 |
+0.221 |
3,491 |
24,300 |
+364 |
May01 |
001229 |
5.500 |
5.600 |
5.470 |
5.491 |
+0.136 |
1,257 |
24,611 |
-56 |
Jun01 |
001229 |
5.300 |
5.450 |
5.300 |
5.400 |
+0.115 |
677 |
17,195 |
+334 |
Jul01 |
001229 |
5.400 |
5.400 |
5.380 |
5.380 |
+0.115 |
690 |
13,120 |
+132 |
Aug01 |
001229 |
5.390 |
5.400 |
5.355 |
5.355 |
+0.110 |
1,256 |
13,278 |
+643 |
Sep01 |
001229 |
5.300 |
5.350 |
5.300 |
5.325 |
+0.110 |
552 |
13,429 |
+50 |
Total Volume and Open Interest |
26,599 |
346,414 |
-2,519 |
Brent Crude Oil(IPE) |
Feb01 |
001229 |
23.15 |
24.15 |
23.02 |
23.87 |
+0.16 |
23,306 |
72,498 |
-2,360 |
Mar01 |
001229 |
23.14 |
23.95 |
22.94 |
23.88 |
+0.23 |
10,231 |
85,066 |
+3,049 |
Apr01 |
001229 |
22.95 |
23.81 |
22.89 |
23.70 |
+0.21 |
3,591 |
45,591 |
+173 |
May01 |
001229 |
22.95 |
23.64 |
22.80 |
23.64 |
+0.25 |
371 |
9,490 |
-175 |
Jun01 |
001229 |
22.82 |
23.75 |
22.78 |
23.57 |
+0.27 |
1,526 |
18,618 |
+853 |
Jul01 |
001229 |
22.80 |
23.48 |
22.80 |
23.48 |
+0.28 |
170 |
11,800 |
+170 |
Aug01 |
001229 |
22.66 |
23.58 |
22.65 |
23.40 |
+0.31 |
500 |
9,976 |
-400 |
Sep01 |
001229 |
22.56 |
23.32 |
22.56 |
23.32 |
+0.33 |
0 |
4,672 |
-25 |
Total Volume and Open Interest |
41,420 |
297,979 |
+2,347 |
Gas Oil(IPE) |
Jan01 |
001229 |
237.75 |
245.00 |
235.50 |
245.00 |
+2.00 |
8,587 |
23,818 |
-1,429 |
Feb01 |
001229 |
231.00 |
238.25 |
228.50 |
238.00 |
+3.25 |
4,528 |
20,110 |
+169 |
Mar01 |
001229 |
221.50 |
229.00 |
221.50 |
229.00 |
+2.75 |
1,245 |
10,984 |
-137 |
Apr01 |
001229 |
219.00 |
219.75 |
219.00 |
219.75 |
+4.25 |
617 |
6,937 |
+18 |
May01 |
001229 |
210.50 |
213.75 |
210.50 |
213.75 |
+3.75 |
15 |
2,289 |
+0 |
Jun01 |
001229 |
202.50 |
210.50 |
202.25 |
210.00 |
+4.00 |
557 |
12,291 |
+110 |
Jul01 |
001229 |
209.75 |
209.75 |
209.75 |
209.75 |
+4.00 |
0 |
4,080 |
-200 |
Aug01 |
001229 |
210.00 |
210.00 |
210.00 |
210.00 |
+4.00 |
0 |
1,333 |
+0 |
Total Volume and Open Interest |
15,649 |
90,773 |
-1,469 |
US Dollar Index(NYBOT) |
Mar01 |
001229 |
110.32 |
110.32 |
109.27 |
109.28 |
-1.01 |
578 |
6,494 |
-145 |
Jun01 |
001229 |
110.03 |
110.09 |
109.13 |
109.13 |
-1.01 |
578 |
6,494 |
-145 |
Sep01 |
001229 |
108.98 |
108.98 |
108.98 |
108.98 |
-1.01 |
578 |
6,494 |
-145 |
Total Volume and Open Interest |
578 |
6,494 |
-145 |
Australian Dollar(IMM) |
Mar01 |
001229 |
55.60 |
55.95 |
55.40 |
55.90 |
+0.42 |
2,213 |
22,726 |
+172 |
Jun01 |
001229 |
55.94 |
55.94 |
55.94 |
55.94 |
+0.42 |
33 |
49 |
-1 |
Sep01 |
001229 |
55.98 |
55.98 |
55.98 |
55.98 |
+0.42 |
0 |
7 |
+0 |
Total Volume and Open Interest |
2,246 |
22,791 |
+171 |
British Pound(IMM) |
Mar01 |
001229 |
149.30 |
149.80 |
149.02 |
149.48 |
+0.06 |
2,247 |
24,021 |
+101 |
Jun01 |
001229 |
149.64 |
149.90 |
149.30 |
149.64 |
+0.06 |
0 |
36 |
+0 |
Sep01 |
001229 |
149.82 |
149.82 |
149.82 |
149.82 |
+0.06 |
|
|
|
Total Volume and Open Interest |
2,247 |
24,071 |
+101 |
Canadian Dollar(IMM) |
Mar01 |
001229 |
66.97 |
67.02 |
66.56 |
66.79 |
+0.07 |
23,045 |
44,897 |
-4,219 |
Jun01 |
001229 |
67.03 |
67.08 |
66.65 |
66.88 |
+0.07 |
317 |
4,423 |
+45 |
Sep01 |
001229 |
66.98 |
67.00 |
66.80 |
66.96 |
+0.07 |
36 |
1,236 |
-1 |
Dec01 |
001229 |
67.05 |
67.20 |
66.90 |
67.04 |
+0.07 |
3 |
604 |
-1 |
Total Volume and Open Interest |
23,401 |
51,172 |
-4,176 |
Japanese Yen(IMM) |
Mar01 |
001229 |
88.05 |
88.65 |
87.94 |
88.27 |
-0.27 |
4,124 |
87,891 |
-1,038 |
Jun01 |
001229 |
89.30 |
89.70 |
89.30 |
89.46 |
-0.28 |
47 |
2,308 |
+21 |
Sep01 |
001229 |
90.63 |
90.63 |
90.63 |
90.63 |
-0.29 |
0 |
96 |
+0 |
Total Volume and Open Interest |
4,171 |
90,372 |
-1,017 |
Swiss Franc(IMM) |
Mar01 |
001229 |
61.46 |
62.25 |
61.43 |
62.17 |
+0.65 |
1,672 |
46,228 |
-332 |
Jun01 |
001229 |
61.85 |
62.60 |
61.85 |
62.57 |
+0.65 |
3 |
292 |
+1 |
Sep01 |
001229 |
62.94 |
62.94 |
62.94 |
62.94 |
+0.65 |
0 |
14 |
+0 |
Total Volume and Open Interest |
5,216 |
46,534 |
-331 |
EuroFX(IMM) |
Mar01 |
001229 |
93.34 |
94.30 |
93.23 |
94.28 |
+1.12 |
15,018 |
82,502 |
-382 |
Jun01 |
001229 |
93.57 |
94.56 |
93.57 |
94.56 |
+1.12 |
10 |
970 |
-3 |
Sep01 |
001229 |
94.82 |
94.82 |
94.82 |
94.82 |
+1.12 |
0 |
609 |
+0 |
Total Volume and Open Interest |
15,028 |
84,117 |
-385 |
Mexican Peso(IMM) |
Dec00 |
001218 |
10660.0 |
10680.0 |
10660.0 |
10660.0 |
+32.0 |
194 |
8,009 |
-1,217 |
Mar01 |
001229 |
10175.0 |
10180.0 |
10120.0 |
10127.5 |
-47.5 |
2,564 |
17,732 |
-441 |
Total Volume and Open Interest |
2,564 |
24,565 |
-440 |
30-Year T-Bonds(CBOT) |
Mar01 |
001229 |
104~23 |
105~10 |
104~17 |
104~20 |
-0~03 |
90,702 |
405,867 |
+995 |
Jun01 |
001229 |
104~30 |
105~06 |
104~16 |
104~18 |
-0~05 |
118 |
2,289 |
+38 |
Sep01 |
001229 |
104~12 |
104~12 |
104~12 |
104~12 |
-0~05 |
14 |
440 |
+26 |
Total Volume and Open Interest |
90,836 |
408,678 |
-24,203 |
Municipal Bonds(CBOT) |
Mar01 |
001229 |
103~15 |
103~31 |
103~14 |
103~17 |
+0~04 |
804 |
15,004 |
+176 |
Jun01 |
001229 |
103~01 |
103~01 |
103~01 |
103~01 |
+0~04 |
|
|
|
Total Volume and Open Interest |
804 |
15,004 |
+176 |
10-Year T-Notes(CBOT) |
Mar01 |
001229 |
104~230 |
105~015 |
104~210 |
104~285 |
+0~060 |
74,041 |
519,229 |
+1,002 |
Jun01 |
001229 |
104~270 |
104~310 |
104~240 |
104~260 |
+0~050 |
132 |
6,560 |
+0 |
Total Volume and Open Interest |
|
|
|
5-Year T-Notes(CBOT) |
Mar01 |
001229 |
103~150 |
103~210 |
103~140 |
103~180 |
+0~045 |
37,267 |
358,332 |
+2,520 |
Jun01 |
001229 |
104~020 |
104~020 |
104~020 |
104~020 |
+0~050 |
245 |
539 |
+155 |
Total Volume and Open Interest |
37,512 |
358,871 |
-8,996 |
2 Year T-Notes(CBOT) |
Mar01 |
001229 |
101~068 |
101~081 |
101~067 |
101~074 |
+0~007 |
2,667 |
81,754 |
-361 |
Jun01 |
001229 |
101~119 |
101~119 |
101~119 |
101~119 |
+0~007 |
0 |
1 |
+0 |
Total Volume and Open Interest |
2,667 |
81,764 |
-366 |
3-Mth T-Bills(IMM) |
Mar01 |
001229 |
94.58 |
94.62 |
94.58 |
94.62 |
+0.04 |
318 |
1,457 |
+60 |
Total Volume and Open Interest |
318 |
1,457 |
+60 |
Eurodollars(IMM) |
Mar01 |
001229 |
94.090 |
94.115 |
94.090 |
94.110 |
+0.030 |
55,921 |
537,940 |
-3,759 |
Jun01 |
001229 |
94.380 |
94.420 |
94.370 |
94.415 |
+0.060 |
42,464 |
431,272 |
-670 |
Sep01 |
001229 |
94.515 |
94.570 |
94.500 |
94.565 |
+0.080 |
81,569 |
515,753 |
+8,496 |
Dec01 |
001229 |
94.420 |
94.470 |
94.400 |
94.460 |
+0.080 |
38,339 |
282,516 |
-3,349 |
Mar02 |
001229 |
94.420 |
94.475 |
94.410 |
94.465 |
+0.075 |
22,400 |
274,030 |
-377 |
Jun02 |
001229 |
94.300 |
94.350 |
94.290 |
94.350 |
+0.080 |
17,722 |
182,903 |
+3,005 |
Sep02 |
001229 |
94.225 |
94.275 |
94.210 |
94.270 |
+0.070 |
16,489 |
149,941 |
-660 |
Dec02 |
001229 |
94.095 |
94.155 |
94.095 |
94.150 |
+0.065 |
10,779 |
116,309 |
+154 |
Mar03 |
001229 |
94.115 |
94.165 |
94.115 |
94.160 |
+0.055 |
5,757 |
87,427 |
-255 |
Jun03 |
001229 |
94.075 |
94.125 |
94.075 |
94.110 |
+0.045 |
5,584 |
73,990 |
+1,935 |
Sep03 |
001229 |
94.035 |
94.080 |
94.035 |
94.060 |
+0.035 |
4,305 |
70,897 |
+1,309 |
Dec03 |
001229 |
93.940 |
93.980 |
93.940 |
93.955 |
+0.025 |
6,085 |
54,336 |
+343 |
Total Volume and Open Interest |
336,668 |
3,219,626 |
+7,678 |
3-Mth Euro-Yen(IMM) |
Dec00 |
001215 |
99.37 |
99.38 |
99.36 |
99.38 |
-0.01 |
792 |
20,569 |
+182 |
Mar01 |
001229 |
99.53 |
99.53 |
99.53 |
99.53 |
+0.02 |
965 |
28,111 |
-121 |
Jun01 |
001229 |
99.60 |
99.60 |
99.59 |
99.60 |
+0.03 |
94 |
8,102 |
+1 |
Sep01 |
001229 |
99.57 |
99.57 |
99.57 |
99.57 |
+0.02 |
12 |
10,675 |
+20 |
Dec01 |
001229 |
99.48 |
99.49 |
99.48 |
99.49 |
+0.02 |
23 |
7,691 |
+0 |
Mar02 |
001229 |
99.46 |
99.46 |
99.46 |
99.46 |
+0.03 |
102 |
4,400 |
+93 |
Jun02 |
001229 |
99.41 |
99.41 |
99.41 |
99.41 |
+0.02 |
0 |
1,863 |
+100 |
Sep02 |
001229 |
99.30 |
99.30 |
99.30 |
99.30 |
unch |
0 |
385 |
+6 |
Dec02 |
001229 |
99.15 |
99.15 |
99.15 |
99.15 |
unch |
0 |
31 |
+0 |
Mar03 |
001229 |
99.10 |
99.10 |
99.10 |
99.10 |
unch |
|
|
|
Total Volume and Open Interest |
1,196 |
61,258 |
+99 |
3-Mth Euro-Yen(SIMEX) |
Mar01 |
001229 |
99.50 |
99.53 |
99.50 |
99.52 |
+0.02 |
0 |
104,508 |
+1,015 |
Jun01 |
001229 |
99.56 |
99.58 |
99.56 |
99.58 |
+0.01 |
0 |
81,432 |
+851 |
Sep01 |
001229 |
99.54 |
99.57 |
99.54 |
99.56 |
+0.02 |
0 |
64,734 |
-120 |
Dec01 |
001229 |
99.46 |
99.49 |
99.46 |
99.48 |
+0.02 |
0 |
34,596 |
+991 |
Mar02 |
001229 |
99.44 |
99.46 |
99.44 |
99.45 |
+0.02 |
0 |
17,836 |
+26 |
Jun02 |
001229 |
99.39 |
99.40 |
99.39 |
99.40 |
+0.02 |
0 |
13,598 |
+237 |
Sep02 |
001229 |
99.31 |
99.32 |
99.31 |
99.32 |
+0.03 |
0 |
6,747 |
+0 |
Dec02 |
001229 |
99.17 |
99.17 |
99.17 |
99.17 |
+0.03 |
0 |
1,059 |
+0 |
Total Volume and Open Interest |
0 |
333,573 |
+3,000 |
German Euro-Bund(EUREX) |
Mar01 |
001229 |
107.96 |
108.57 |
107.93 |
108.45 |
+0.40 |
156,414 |
618,126 |
-12,752 |
Jun01 |
001229 |
107.97 |
108.15 |
107.97 |
108.15 |
+0.41 |
56 |
10,651 |
+72 |
Sep01 |
001229 |
108.05 |
108.23 |
108.05 |
108.21 |
+0.40 |
0 |
856 |
+0 |
Total Volume and Open Interest |
156,470 |
629,633 |
-12,680 |
German Euro-Bobl(EUREX) |
Mar01 |
001229 |
105.56 |
106.07 |
105.50 |
106.05 |
+0.46 |
46,663 |
377,149 |
-637 |
Jun01 |
001229 |
106.20 |
106.20 |
105.80 |
106.05 |
+0.46 |
0 |
3,307 |
+0 |
Sep01 |
001229 |
105.85 |
105.85 |
105.85 |
105.85 |
+0.46 |
|
|
|
Total Volume and Open Interest |
46,663 |
380,456 |
-637 |
Long Gilt(LIFFE) |
Mar01 |
001229 |
115~04 |
115~24 |
115~03 |
115~14 |
+0~02 |
3,608 |
62,632 |
-1,114 |
Jun01 |
001229 |
115~31 |
115~31 |
115~31 |
115~31 |
+0~02 |
0 |
1 |
+0 |
Total Volume and Open Interest |
3,608 |
62,633 |
-1,931 |
3-Mth Short Sterling(LIFFE) |
Mar01 |
001229 |
94.22 |
94.25 |
94.21 |
94.24 |
+0.02 |
5,647 |
179,111 |
-1,452 |
Jun01 |
001229 |
94.40 |
94.44 |
94.40 |
94.43 |
+0.01 |
5,428 |
170,536 |
+1,661 |
Sep01 |
001229 |
94.49 |
94.53 |
94.49 |
94.51 |
+0.02 |
3,417 |
126,727 |
+349 |
Total Volume and Open Interest |
18,368 |
777,913 |
+897 |
3-Mth Euribor(LIFFE) |
Mar01 |
001229 |
95.225 |
95.270 |
95.225 |
95.270 |
+0.040 |
27,288 |
340,589 |
+1,691 |
Jun01 |
001229 |
95.415 |
95.475 |
95.415 |
95.470 |
+0.045 |
17,216 |
264,030 |
-4,217 |
Sep01 |
001229 |
95.550 |
95.620 |
95.540 |
95.615 |
+0.055 |
17,858 |
272,249 |
+1,147 |
Total Volume and Open Interest |
82,464 |
1,364,045 |
+1,013 |
3-Mth Aus T-Bills(SFE) |
Mar01 |
001229 |
94.25 |
94.29 |
94.25 |
94.28 |
unch |
4,675 |
159,828 |
+3,232 |
Jun01 |
001229 |
94.51 |
94.54 |
94.51 |
94.54 |
+0.02 |
1,708 |
64,827 |
+386 |
Sep01 |
001229 |
94.61 |
94.63 |
94.61 |
94.63 |
+0.02 |
321 |
29,017 |
+57 |
Dec01 |
001229 |
94.56 |
94.58 |
94.56 |
94.58 |
+0.01 |
646 |
17,353 |
+126 |
Mar02 |
001229 |
94.48 |
94.51 |
94.48 |
94.50 |
+0.01 |
65 |
10,612 |
-49 |
Jun02 |
001229 |
94.36 |
94.38 |
94.36 |
94.38 |
+0.01 |
45 |
7,488 |
+25 |
Sep02 |
001229 |
94.27 |
94.27 |
94.27 |
94.27 |
+0.01 |
85 |
6,652 |
+20 |
Dec02 |
001229 |
94.17 |
94.17 |
94.17 |
94.17 |
+0.01 |
115 |
3,485 |
+90 |
Mar03 |
001229 |
94.08 |
94.08 |
94.08 |
94.08 |
+0.01 |
50 |
1,633 |
+50 |
Jun03 |
001229 |
94.03 |
94.03 |
94.03 |
94.03 |
unch |
50 |
1,086 |
+50 |
Total Volume and Open Interest |
7,890 |
305,096 |
+3,977 |
10-Year Aus T-Bonds(SFE) |
Mar01 |
001229 |
94.51 |
94.57 |
94.51 |
94.54 |
+0.00 |
1,433 |
98,806 |
+783 |
Jun01 |
001229 |
94.52 |
94.52 |
94.52 |
94.52 |
+0.00 |
|
|
|
Total Volume and Open Interest |
316 |
98,806 |
+783 |
3-Year Aus T-Bonds(SFE) |
Mar01 |
001229 |
94.75 |
94.81 |
94.75 |
94.80 |
+0.01 |
1,089 |
198,102 |
+2,461 |
Jun01 |
001229 |
94.80 |
94.80 |
94.80 |
94.80 |
+0.01 |
|
|
|
Total Volume and Open Interest |
1,089 |
198,102 |
+2,461 |
Gold(CMX) |
Feb01 |
001229 |
273.9 |
274.2 |
272.3 |
273.6 |
-0.1 |
23,759 |
67,794 |
-2,307 |
Apr01 |
001229 |
276.7 |
277.0 |
275.1 |
276.2 |
-0.1 |
1,249 |
8,404 |
-120 |
Jun01 |
001229 |
278.5 |
279.2 |
277.6 |
278.6 |
-0.1 |
357 |
11,817 |
-140 |
Aug01 |
001229 |
280.7 |
280.7 |
280.7 |
280.7 |
-0.1 |
154 |
4,113 |
+22 |
Oct01 |
001229 |
282.6 |
282.6 |
282.6 |
282.6 |
-0.1 |
105 |
758 |
+65 |
Dec01 |
001229 |
284.0 |
284.4 |
284.0 |
284.4 |
-0.1 |
1 |
6,369 |
+0 |
Total Volume and Open Interest |
25,626 |
110,863 |
-2,512 |
Silver(CMX) |
Mar01 |
001229 |
462.5 |
465.0 |
460.5 |
463.5 |
-0.2 |
2,867 |
55,625 |
-75 |
May01 |
001229 |
467.0 |
468.0 |
465.0 |
467.8 |
-0.3 |
30 |
2,556 |
+15 |
Jul01 |
001229 |
472.0 |
473.0 |
469.0 |
472.0 |
-0.4 |
28 |
3,671 |
-2 |
Sep01 |
001229 |
476.5 |
476.5 |
476.5 |
476.5 |
-0.4 |
140 |
3,080 |
-5 |
Dec01 |
001229 |
480.0 |
480.6 |
479.0 |
480.6 |
-0.4 |
7 |
3,314 |
+0 |
Total Volume and Open Interest |
3,117 |
72,283 |
-138 |
Platinum(NYM) |
Jan01 |
001229 |
615.0 |
615.0 |
607.0 |
609.6 |
-7.4 |
622 |
768 |
-254 |
Apr01 |
001229 |
609.0 |
610.0 |
607.0 |
608.1 |
-4.4 |
929 |
7,553 |
+322 |
Total Volume and Open Interest |
1,551 |
8,326 |
+68 |
Palladium(NYME) |
Mar01 |
001229 |
951.00 |
959.00 |
951.00 |
954.45 |
+1.45 |
11 |
1,728 |
+5 |
Jun01 |
001229 |
949.45 |
949.45 |
949.45 |
949.45 |
+1.45 |
0 |
136 |
+0 |
Total Volume and Open Interest |
11 |
1,864 |
+5 |
Copper(CMX) |
Mar01 |
001229 |
84.50 |
84.70 |
84.10 |
84.30 |
-0.65 |
3,386 |
32,581 |
+552 |
May01 |
001229 |
84.30 |
84.50 |
84.10 |
84.15 |
-0.60 |
122 |
5,478 |
+22 |
Jul01 |
001229 |
84.25 |
84.40 |
84.15 |
84.15 |
-0.60 |
53 |
5,699 |
-24 |
Sep01 |
001229 |
84.20 |
84.40 |
84.10 |
84.10 |
-0.55 |
0 |
2,407 |
+0 |
Dec01 |
001229 |
84.05 |
84.40 |
83.90 |
83.90 |
-0.45 |
0 |
4,401 |
+0 |
Total Volume and Open Interest |
4,934 |
69,584 |
-476 |
DJIA Index(CBOT) |
Dec00 |
001214 |
10680 |
10735 |
10620 |
10650 |
-121 |
4,318 |
12,298 |
-1,158 |
Mar01 |
001229 |
10985 |
11035 |
10840 |
10873 |
-112 |
5,544 |
19,190 |
+446 |
Jun01 |
001229 |
11002 |
11002 |
11002 |
11002 |
-112 |
15 |
27 |
+2 |
Sep01 |
001229 |
11132 |
11132 |
11132 |
11132 |
-112 |
0 |
6 |
-5 |
Total Volume and Open Interest |
5,560 |
19,229 |
+443 |
S & P 500(CME) |
Mar01 |
001229 |
1351.40 |
1356.00 |
1326.00 |
1335.00 |
-18.20 |
32,944 |
468,544 |
+3,156 |
Jun01 |
001229 |
1356.00 |
1373.50 |
1344.50 |
1352.70 |
-18.50 |
32 |
4,018 |
-37 |
Sep01 |
001229 |
1369.10 |
1391.40 |
1363.40 |
1370.40 |
-18.50 |
6 |
1,339 |
+66 |
Dec01 |
001229 |
1407.00 |
1407.00 |
1378.90 |
1385.90 |
-18.50 |
0 |
487 |
+0 |
Total Volume and Open Interest |
32,982 |
474,408 |
+3,185 |
S & P 500 E-Mini(Globex) |
Mar01 |
001229 |
1352.75 |
1356.50 |
1326.00 |
1335.00 |
-18.25 |
56,807 |
37,684 |
+1,174 |
Jun01 |
001229 |
1352.75 |
1352.75 |
1352.75 |
1352.75 |
-18.50 |
0 |
2 |
+0 |
Total Volume and Open Interest |
56,807 |
37,686 |
+1,174 |
NASDAQ 100(CME) |
Mar01 |
001229 |
2498.00 |
2528.00 |
2357.00 |
2374.50 |
-127.00 |
10,171 |
43,467 |
-509 |
Jun01 |
001229 |
2412.50 |
2412.50 |
2412.50 |
2412.50 |
-127.00 |
0 |
14 |
+0 |
Sep01 |
001229 |
2450.50 |
2450.50 |
2450.50 |
2450.50 |
-127.00 |
0 |
1 |
+0 |
Total Volume and Open Interest |
10,171 |
43,482 |
-509 |
NASDAQ 100 E-Mini(GLOBEX) |
Mar01 |
001229 |
2501.5 |
2529.5 |
2358.5 |
2374.5 |
-127.0 |
49,718 |
42,650 |
+674 |
Jun01 |
001229 |
2412.5 |
2412.5 |
2412.5 |
2412.5 |
-127.0 |
0 |
1 |
+0 |
Total Volume and Open Interest |
49,718 |
42,651 |
+674 |
NYSE Composite(NYBOT) |
Mar01 |
001229 |
668.00 |
670.00 |
659.50 |
659.90 |
-8.15 |
|
|
|
Jun01 |
001229 |
668.40 |
668.40 |
668.40 |
668.40 |
-8.15 |
|
|
|
Sep01 |
001229 |
676.90 |
676.90 |
676.90 |
676.90 |
-8.15 |
|
|
|
Total Volume and Open Interest |
|
|
|
S & P Midcap 400(CME) |
Mar01 |
001229 |
534.00 |
536.00 |
519.00 |
522.65 |
-10.05 |
353 |
15,401 |
+353 |
Jun01 |
001229 |
529.85 |
529.85 |
529.85 |
529.85 |
-10.05 |
0 |
1 |
+0 |
Sep01 |
001229 |
536.85 |
536.85 |
536.85 |
536.85 |
-10.05 |
|
|
|
Total Volume and Open Interest |
353 |
15,402 |
+353 |
Russell 2000(CME) |
Mar01 |
001229 |
499.00 |
503.50 |
485.00 |
488.80 |
-10.95 |
747 |
16,615 |
+724 |
Jun01 |
001229 |
496.40 |
496.40 |
496.40 |
496.40 |
-10.95 |
|
|
|
Sep01 |
001229 |
503.95 |
503.95 |
503.95 |
503.95 |
-10.95 |
|
|
|
Total Volume and Open Interest |
747 |
16,615 |
+724 |
Value Line(KCBT) |
Mar01 |
001229 |
1147.00 |
1153.00 |
1130.50 |
1130.50 |
-22.50 |
75 |
240 |
+47 |
Total Volume and Open Interest |
75 |
242 |
+47 |
Nikkei 225(CME) |
Mar01 |
001229 |
13825 |
13950 |
13720 |
13725 |
-230 |
893 |
14,921 |
-25 |
Jun01 |
001229 |
13825 |
13825 |
13745 |
13745 |
-230 |
0 |
3 |
+0 |
Total Volume and Open Interest |
893 |
14,924 |
-25 |
Nikkei 225(SIMEX) |
Mar01 |
001229 |
14050 |
14050 |
13730 |
13770 |
-165 |
3,986 |
84,987 |
+1,154 |
Jun01 |
001229 |
13915 |
13915 |
13750 |
13750 |
-165 |
0 |
1,640 |
+0 |
Sep01 |
001229 |
13935 |
13935 |
13770 |
13770 |
-165 |
0 |
1,095 |
+0 |
Total Volume and Open Interest |
3,986 |
88,722 |
+1,154 |
CAC 40(MATIF) |
Dec00 |
001229 |
5926.0 |
5986.5 |
5895.5 |
5915.5 |
-10.5 |
48,613 |
286,785 |
-44,906 |
Jan01 |
001229 |
5952.5 |
6011.0 |
5920.5 |
5935.0 |
-15.0 |
35,208 |
204,808 |
+24,169 |
Feb01 |
001229 |
5974.0 |
6031.5 |
5953.0 |
5976.0 |
+12.0 |
47 |
12,817 |
+30 |
Total Volume and Open Interest |
88,496 |
577,504 |
-19,991 |
DAX Index(EUREX) |
Mar01 |
001229 |
6460.0 |
6535.0 |
6426.5 |
6500.0 |
+105.0 |
14,440 |
149,449 |
+1,023 |
Jun01 |
001229 |
6528.5 |
6577.0 |
6521.0 |
6560.0 |
+107.0 |
825 |
10,730 |
+91 |
Sep01 |
001229 |
6625.0 |
6661.0 |
6625.0 |
6643.0 |
+106.0 |
204 |
942 |
+120 |
Total Volume and Open Interest |
15,469 |
161,121 |
+1,234 |
FT-SE 100(LIFFE) |
Mar01 |
001229 |
6270.00 |
6280.00 |
6197.00 |
6201.00 |
-29.00 |
13,283 |
245,797 |
+3,903 |
Jun01 |
001229 |
6264.50 |
6264.50 |
6264.50 |
6264.50 |
-29.00 |
1,006 |
9,277 |
+806 |
Sep01 |
001229 |
6324.50 |
6324.50 |
6324.50 |
6324.50 |
-29.00 |
|
|
|
Total Volume and Open Interest |
14,289 |
255,074 |
+4,709 |
SPI 200(SFE) |
Dec00 |
001229 |
3237.0 |
3282.0 |
3204.0 |
3205.0 |
-23.0 |
322 |
129,783 |
-14,575 |
Mar01 |
001229 |
3260.0 |
3320.0 |
3241.0 |
3245.0 |
-18.0 |
7 |
8,420 |
+11 |
Jun01 |
001229 |
3275.0 |
3275.0 |
3275.0 |
3275.0 |
-18.0 |
0 |
174 |
+0 |
Total Volume and Open Interest |
329 |
138,390 |
-14,564 |
GSCI(CME) |
Jan01 |
001229 |
242.95 |
247.60 |
242.90 |
247.30 |
+7.15 |
45 |
31,738 |
-6 |
Feb01 |
001229 |
239.80 |
239.80 |
233.45 |
239.80 |
+6.30 |
0 |
226 |
+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 |
001229 |
227.40 |
229.00 |
227.40 |
228.25 |
+0.80 |
41 |
441 |
+27 |
Feb01 |
001229 |
224.70 |
225.75 |
223.75 |
225.75 |
+0.80 |
71 |
746 |
+61 |
Apr01 |
001229 |
223.25 |
223.25 |
223.25 |
223.25 |
+0.80 |
32 |
341 |
+30 |
Total Volume and Open Interest |
364 |
1,528 |
+118 |
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
|
|