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MRCI's End of Day Prices
Daily Futures Price Listing Wed August 02, 2000
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Aug00 000802 447.25 448.00 444.50 445.50 +3.50 2,971 4,837 -726
Sep00 000802 445.50 449.00 445.25 447.00 +5.50 2,736 17,391 -690
Nov00 000802 456.00 458.50 454.25 456.25 +5.50 26,226 74,004 -1,013
Jan01 000802 466.00 468.50 465.50 466.75 +5.25 674 8,799 -67
Mar01 000802 477.00 479.00 476.00 477.00 +5.00 1,414 8,078 +406
May01 000802 485.50 488.00 484.50 486.50 +5.50 414 5,856 +189
Jul01 000802 495.00 497.00 493.00 495.25 +5.25 185 5,433 -38
Total Volume and Open Interest 34,712 126,390 -1,926
Soybean Meal(CBOT)
Aug00 000802 149.90 149.90 148.10 149.80 +1.00 5,220 8,546 -1,448
Sep00 000802 147.60 148.10 146.90 147.60 +0.90 3,674 14,614 +156
Oct00 000802 146.80 147.70 146.30 146.80 +1.20 1,785 14,186 +398
Dec00 000802 147.50 149.20 147.00 148.10 +1.70 6,284 40,249 +222
Jan01 000802 149.20 150.20 148.80 149.50 +2.00 305 7,556 +40
Mar01 000802 151.50 152.50 151.00 151.50 +1.80 151 6,365 +6
May01 000802 153.50 154.10 152.40 153.40 +1.60 407 4,082 +127
Jul01 000802 156.50 156.70 155.00 156.50 +2.50 154 1,744 +48
Total Volume and Open Interest 17,983 97,954 -446
Soybean Oil(CBOT)
Aug00 000802 15.47 15.53 15.39 15.51 +0.12 8,785 7,255 -1,488
Sep00 000802 15.67 15.73 15.59 15.67 +0.08 8,647 27,911 +1,242
Oct00 000802 15.91 15.92 15.79 15.87 +0.08 2,970 14,115 -130
Dec00 000802 16.33 16.33 16.16 16.25 +0.09 6,653 52,016 -232
Jan01 000802 16.62 16.68 16.50 16.58 +0.08 436 14,109 -237
Mar01 000802 17.05 17.05 16.85 16.92 +0.09 320 7,119 -129
May01 000802 17.40 17.40 17.22 17.22 +0.06 478 6,017 -126
Jul01 000802 17.75 17.75 17.53 17.53 +0.02 128 4,315 -82
Total Volume and Open Interest 28,437 134,983 -1,162
Canola(WCE)
Sep00 000802 248.2 248.7 248.1 248.5 +0.5 435 2,262 +336
Nov00 000802 254.5 255.4 254.1 254.7 +0.7 4,231 33,533 -591
Jan01 000802 260.5 261.2 260.0 260.7 +0.6 537 5,537 -3
Mar01 000802 266.5 267.0 266.0 266.5 +0.5 45 1,177 +10
May01 000802 271.0 271.0 271.0 271.0 +0.2 0 18 +0
Total Volume and Open Interest 5,761 44,294 -1,012
Corn(CBOT)
Sep00 000802 181.25 182.00 180.25 180.50 +0.75 16,626 125,073 -1,242
Nov00 000802 189.25 190.50 188.75 188.75 +1.00 13 1,475 -12
Dec00 000802 193.25 194.25 192.50 192.75 +0.75 19,772 187,264 +1,701
Jan01 000802 197.00 198.25 196.50 196.50 +1.00 1 274 +0
Mar01 000802 204.50 206.00 204.25 204.50 +0.75 4,076 41,359 +718
May01 000802 213.00 214.00 212.25 212.75 +1.25 554 10,657 +209
Total Volume and Open Interest 41,858 395,295 +1,494
Wheat(CBOT)
Sep00 000802 245.00 247.25 245.00 246.25 +1.25 6,981 59,662 -619
Dec00 000802 264.00 265.50 263.50 264.50 +1.50 15,855 58,887 +198
Mar01 000802 281.00 282.00 280.50 281.25 +0.50 854 19,264 +23
May01 000802 291.50 292.25 291.00 291.50 +0.25 25 1,146 +9
Jul01 000802 299.50 301.00 299.50 301.00 +1.75 263 8,666 +152
Total Volume and Open Interest 23,982 148,107 -237
Wheat(KCBT)
Sep00 000802 282.25 283.50 280.75 281.25 +0.25 4,171 30,804 +77
Dec00 000802 298.00 299.00 296.25 296.75 -0.25 3,257 39,010 +132
Mar01 000802 311.50 312.50 310.00 311.25 +1.00 521 8,165 +125
May01 000802 320.00 320.00 320.00 320.00 +1.50 10 1,127 +2
Jul01 000802 325.50 325.50 325.50 325.50 unch 50 667 +10
Total Volume and Open Interest 8,009 79,778 +346
Wheat(MGE)
Sep00 000802 298.50 299.00 298.00 298.00 +1.00 1,815 9,969 +102
Dec00 000802 315.00 315.25 313.25 313.50 unch 2,089 8,826 -236
Mar01 000802 330.00 330.00 328.25 328.25 -0.75 601 2,431 +287
May01 000802 338.00 338.00 336.25 336.50 -0.50 37 282 +34
Jul01 000802 345.00 345.50 344.75 345.00 unch 4 137 +1
Total Volume and Open Interest 4,546 21,708 +188
Oats(CBOT)
Sep00 000802 106.50 106.75 104.50 104.50 -1.50 303 7,361 -2
Dec00 000802 114.75 115.00 112.50 112.75 -1.50 330 8,006 -113
Mar01 000802 122.50 123.00 121.00 121.00 -1.00 37 846 +0
May01 000802 125.75 125.75 125.75 125.75 -1.00 0 21 +0
Total Volume and Open Interest 670 16,297 -115
Rough Rice(CBOT)
Sep00 000802 5.85 5.94 5.85 5.88 unch 108 1,662 -13
Nov00 000802 5.99 6.05 5.96 5.99 -0.01 140 2,535 +24
Jan01 000802 6.20 6.29 6.20 6.23 unch 20 1,722 +12
Mar01 000802 6.45 6.50 6.43 6.46 -0.01 7 367 +4
Total Volume and Open Interest 275 6,361 +27
Live Cattle(CME)
Aug00 000802 66.325 66.325 65.850 65.975 -0.450 4,702 24,093 -2,445
Oct00 000802 68.250 68.275 67.775 67.900 -0.425 4,912 53,622 +1,285
Dec00 000802 70.075 70.100 69.800 69.875 -0.375 1,956 22,633 +610
Feb01 000802 71.500 71.550 71.175 71.400 -0.175 496 11,089 +220
Apr01 000802 73.700 73.700 73.275 73.400 -0.325 366 6,662 -28
Jun01 000802 71.500 71.550 71.300 71.500 -0.225 122 3,207 +99
Total Volume and Open Interest 12,629 123,827 -264
Feeder Cattle(CME)
Aug00 000802 85.700 85.825 85.150 85.325 -0.400 1,200 7,271 -330
Sep00 000802 85.600 85.875 85.325 85.350 -0.325 476 3,489 +63
Oct00 000802 86.550 86.650 86.150 86.300 -0.375 815 5,045 -90
Nov00 000802 87.100 87.200 86.300 86.400 -0.700 306 2,760 -10
Jan01 000802 87.500 87.650 87.050 87.175 -0.350 163 2,100 -18
Mar01 000802 87.375 87.475 87.100 87.100 -0.400 21 900 -1
Apr01 000802 87.175 87.175 86.850 86.850 -0.300 16 190 +6
Total Volume and Open Interest 3,047 22,397 -379
Lean Hogs(CME)
Aug00 000802 66.050 66.825 65.900 66.625 +0.725 3,850 9,240 -1,716
Oct00 000802 55.700 56.200 55.500 55.925 +0.400 4,658 16,400 +528
Dec00 000802 52.100 52.650 51.950 52.475 +0.400 965 9,691 +221
Feb01 000802 53.000 53.550 52.850 53.450 +0.350 235 2,781 +106
Apr01 000802 52.300 52.475 52.200 52.200 -0.050 102 1,465 +45
Jun01 000802 59.850 59.950 59.300 59.300 -0.200 39 440 +25
Jul01 000802 58.100 58.100 57.600 57.950 -0.700 1 80 +0
Aug01 000802 56.200 56.950 56.200 56.950 -0.500 4 12 +4
Total Volume and Open Interest 9,854 40,109 -787
Pork Bellies(CME)
Aug00 000802 80.500 81.950 80.000 81.000 +0.150 1,377 2,112 -93
Feb01 000802 69.950 70.800 69.650 70.300 +0.250 282 587 +73
Mar01 000802 69.850 70.450 69.850 70.350 +0.600 0 10 +0
May01 000802 71.100 71.350 71.100 71.100 unch 0 1 +0
Jul01 000802 71.650 71.650 71.650 71.650 +0.150 0 1 +0
Total Volume and Open Interest 1,659 2,711 -20
Cocoa(NYBOT)
Sep00 000802 814 829 812 824 +3 6,406 32,063 +197
Dec00 000802 855 868 852 863 +3 2,999 27,620 +650
Mar01 000802 890 903 889 900 +5 455 13,604 -28
May01 000802 914 924 914 923 +5 23 8,439 -17
Jul01 000802 939 949 939 945 +4 365 7,810 +22
Sep01 000802 972 972 971 971 +4 1,666 7,340 +116
Dec01 000802 1006 1006 1006 1006 +4 3 7,768 +3
Total Volume and Open Interest 13,467 115,650 +2,493
Coffee "C"(NYBOT)
Sep00 000802 87.50 87.50 86.00 86.45 +0.15 2,738 24,662 -79
Dec00 000802 91.60 91.75 90.50 90.90 +0.10 1,093 10,752 +83
Mar01 000802 96.25 96.25 94.90 95.20 +0.20 151 4,264 -52
May01 000802 98.50 99.00 97.70 97.70 +0.30 22 1,068 +3
Jul01 000802 100.75 100.75 100.75 100.75 +0.25 8 306 +8
Sep01 000802 103.90 103.90 103.90 103.90 +0.25 10 468 +10
Total Volume and Open Interest 4,022 41,576 -27
Orange Juice(NYBOT)
Sep00 000802 76.00 76.40 74.50 74.55 -0.95 1,263 13,990 -177
Nov00 000802 76.95 77.15 75.60 75.60 -0.75 886 7,505 +152
Jan01 000802 77.75 78.40 77.10 77.10 -0.50 231 3,424 +56
Mar01 000802 79.25 79.60 78.30 78.30 -0.25 146 3,665 +74
May01 000802 79.30 79.30 79.30 79.30 -0.35 31 556 +20
Total Volume and Open Interest 2,558 29,813 +126
Sugar #11(NYBOT)
Oct00 000802 10.43 10.83 10.42 10.79 +0.44 18,815 83,297 -586
Mar01 000802 10.22 10.52 10.22 10.47 +0.38 9,050 50,994 -1,210
May01 000802 10.03 10.25 10.02 10.23 +0.36 1,090 12,304 +151
Jul01 000802 9.68 9.87 9.68 9.87 +0.29 1,201 11,078 +388
Oct01 000802 9.55 9.66 9.55 9.66 +0.23 343 10,101 -17
Total Volume and Open Interest 30,552 172,862 -1,240
London Cocoa(LCE)
Sep00 000802 614 617 608 616 +2 2,152 27,990 -880
Dec00 000802 650 655 646 655 +2 1,015 52,902 +128
Mar01 000802 669 675 666 675 +3 434 34,001 +71
May01 000802 691 691 691 691 +3 43 19,890 +33
Jul01 000802 703 707 703 707 +3 0 6,170 +0
Sep01 000802 721 721 721 721 +3 3 4,572 +3
Dec01 000802 747 747 747 747 +3 56 3,927 +27
Total Volume and Open Interest 3,703 175,214 -618
London Coffee(LCE)
Sep00 000802 806.00 825.00 806.00 820.00 +11.00 1,164 26,522 -250
Nov00 000802 832.00 848.00 832.00 843.00 +11.00 1,155 19,522 +745
Jan01 000802 850.00 867.00 850.00 862.00 +11.00 203 5,729 +74
Mar01 000802 871.00 884.00 871.00 884.00 +11.00 87 1,782 +24
May01 000802 902.00 906.00 901.00 906.00 +11.00 106 1,221 +78
Jul01 000802 930.00 931.00 930.00 931.00 +11.00 43 89 -50
Total Volume and Open Interest 2,758 54,865 +621
London Sugar(LCE)
Aug00 000714 244.40 244.50 240.10 241.10 -3.30 2,919 885 -2,498
Oct00 000802 267.60 277.00 267.60 276.80 +10.50 2,099 15,475 +473
Dec00 000802 268.50 276.00 268.00 276.00 +9.90 940 6,766 +335
Mar01 000802 267.00 274.50 266.20 273.90 +8.80 300 8,108 +109
May01 000802 268.60 268.60 268.60 268.60 +7.10 9 979 +2
Total Volume and Open Interest 3,384 36,570 +929
Cotton(NYBOT)
Oct00 000802 58.75 59.50 58.55 58.64 -0.37 291 4,163 -8
Dec00 000802 61.00 61.65 60.48 60.66 -0.55 2,589 32,567 -456
Mar01 000802 62.60 62.85 62.25 62.33 -0.48 259 7,895 +91
May01 000802 63.55 63.95 63.30 63.30 -0.50 2 5,593 +2
Jul01 000802 64.50 64.50 64.25 64.25 -0.45 0 2,026 +0
Oct01 000802 63.50 63.50 63.50 63.50 -0.75 0 469 +0
Total Volume and Open Interest 3,161 54,956 -351
Lumber(CME)
Sep00 000802 246.0 247.9 242.0 243.9 -2.5 327 1,968 +4
Nov00 000802 256.4 257.4 253.3 253.4 -3.8 121 998 +23
Jan01 000802 266.4 267.0 263.0 264.3 -3.6 30 174 +12
Total Volume and Open Interest 498 3,300 +50
Crude Oil(NYM)
Sep00 000802 28.50 28.60 28.20 28.26 +0.47 62,861 105,097 -5,453
Oct00 000802 28.20 28.32 27.90 27.97 +0.39 26,460 51,890 +273
Nov00 000802 28.15 28.15 27.60 27.72 +0.28 6,838 27,531 -407
Dec00 000802 27.80 27.90 27.46 27.46 +0.21 6,751 39,203 -312
Jan01 000802 27.47 27.50 27.10 27.19 +0.16 1,616 19,317 +286
Feb01 000802 27.40 27.40 26.92 26.92 +0.12 1,025 10,454 -88
Mar01 000802 26.85 26.95 26.65 26.65 +0.09 467 10,196 +105
Apr01 000802 26.45 26.45 26.40 26.40 +0.08 285 5,931 +275
May01 000802 26.25 26.32 26.15 26.15 +0.07 41 5,653 +0
Jun01 000802 26.25 26.25 25.91 25.91 +0.05 2,323 19,987 +888
Total Volume and Open Interest 112,256 407,409 -3,515
Heating Oil(NYM)
Sep00 000802 79.00 79.20 78.05 78.26 +1.42 12,022 36,543 -143
Oct00 000802 79.00 79.40 78.40 78.50 +1.43 5,105 22,411 +575
Nov00 000802 79.35 79.40 78.60 78.70 +1.33 3,135 21,094 -674
Dec00 000802 79.50 79.50 78.70 78.70 +1.13 3,856 26,096 +959
Jan01 000802 79.20 79.20 78.25 78.25 +0.98 2,049 17,968 +723
Feb01 000802 77.90 77.90 76.85 76.85 +0.78 1,024 11,965 +97
Mar01 000802 74.50 75.00 73.75 73.75 +0.63 278 8,588 +258
Apr01 000802 71.60 71.90 70.65 70.65 +0.48 329 4,233 +257
May01 000802 69.80 69.80 68.55 68.55 +0.43 0 1,945 +197
Jun01 000802 68.50 68.50 67.20 67.20 +0.43 97 2,608 -2
Total Volume and Open Interest 28,252 156,683 -2,168
Unleaded Gas(NYM)
Sep00 000802 88.75 89.25 86.75 86.92 -0.29 17,189 31,671 -1,909
Oct00 000802 79.10 80.60 79.10 79.39 +0.78 6,871 12,222 -1,393
Nov00 000802 76.80 77.35 76.49 76.49 +0.78 685 4,859 -16
Dec00 000802 75.50 76.00 75.14 75.14 +0.73 359 5,886 +92
Jan01 000802 74.90 74.90 74.59 74.59 +0.73 315 1,722 -74
Feb01 000802 74.64 74.64 74.64 74.64 +0.63 153 2,218 +77
Mar01 000802 74.84 74.84 74.84 74.84 +0.58 76 889 +76
Apr01 000802 79.84 79.84 79.84 79.84 +0.58 50 1,153 +50
Total Volume and Open Interest 26,042 61,049 -4,507
Natural Gas(NYM)
Sep00 000802 4.060 4.220 4.000 4.214 +0.227 38,477 45,037 +3,611
Oct00 000802 4.060 4.220 4.005 4.209 +0.223 12,625 28,217 -1,167
Nov00 000802 4.160 4.300 4.100 4.297 +0.217 4,100 18,407 -34
Dec00 000802 4.255 4.400 4.210 4.395 +0.215 4,259 25,352 -55
Jan01 000802 4.250 4.400 4.200 4.385 +0.210 2,124 27,958 -9
Feb01 000802 4.070 4.190 4.030 4.190 +0.185 1,630 16,510 +116
Mar01 000802 3.890 4.000 3.860 3.995 +0.155 1,476 19,230 +531
Apr01 000802 3.770 3.820 3.710 3.820 +0.135 1,353 11,229 +281
Total Volume and Open Interest 72,560 321,536 +5,422
Brent Crude Oil(IPE)
Sep00 000802 27.60 27.87 27.50 27.59 +0.45 24,996 69,306 +518
Oct00 000802 27.20 27.45 27.10 27.12 +0.36 17,742 75,045 +1,797
Nov00 000802 27.05 27.19 26.93 26.93 +0.35 4,813 17,103 -23
Dec00 000802 26.75 26.90 26.63 26.63 +0.29 5,720 38,487 -1,438
Jan01 000802 26.40 26.54 26.27 26.27 +0.22 1,527 13,330 +242
Feb01 000802 26.06 26.13 25.92 25.92 +0.21 667 11,127 +226
Mar01 000802 25.70 25.82 25.54 25.54 +0.17 224 9,702 -106
Apr01 000802 25.40 25.45 25.22 25.22 +0.17 50 3,925 +50
Total Volume and Open Interest 59,220 282,088 +668
Gas Oil(IPE)
Aug00 000802 244.00 246.25 243.00 245.75 +5.75 9,780 25,339 -1,575
Sep00 000802 240.75 243.50 240.50 243.00 +5.75 11,397 35,249 +917
Oct00 000802 239.00 242.00 239.00 241.25 +5.75 2,810 19,741 +266
Nov00 000802 237.50 239.75 237.25 238.75 +5.25 1,128 9,940 -204
Dec00 000802 235.00 237.75 235.00 236.25 +4.75 3,491 31,732 +627
Jan01 000802 233.00 234.25 232.75 233.50 +4.50 661 7,601 +200
Feb01 000802 228.75 229.25 228.75 229.25 +4.25 235 3,199 +198
Mar01 000802 224.50 224.50 223.75 224.25 +3.75 250 3,604 +130
Total Volume and Open Interest 30,452 145,842 +714
US Dollar Index(NYBOT)
Sep00 000802 110.30 110.57 109.95 110.48 +0.60 765 4,443 +60
Dec00 000802 110.00 110.13 109.98 110.13 +0.60 44 2,046 +18
Mar01 000802 109.78 109.78 109.78 109.78 +0.60 809 6,489 +78
Total Volume and Open Interest 809 6,489 +78
Australian Dollar(IMM)
Sep00 000802 58.25 58.45 58.11 58.37 +0.44 1,183 17,018 +116
Dec00 000802 58.35 58.45 58.30 58.44 +0.42 16 338 +3
Mar01 000802 58.51 58.51 58.51 58.51 +0.40 0 682 +0
Total Volume and Open Interest 1,201 18,039 +120
British Pound(IMM)
Sep00 000802 148.86 149.58 148.74 149.32 -0.50 5,702 31,599 +199
Dec00 000802 149.20 149.90 148.90 149.54 -0.56 6 289 +3
Mar01 000802 149.74 149.74 149.60 149.74 -0.58 0 7 +0
Total Volume and Open Interest 5,708 31,895 +202
Canadian Dollar(IMM)
Sep00 000802 67.57 67.65 67.46 67.61 +0.38 10,654 59,535 -3,313
Dec00 000802 67.70 67.80 67.66 67.78 +0.38 56 4,816 -16
Mar01 000802 67.95 67.95 67.95 67.95 +0.38 0 619 +1
Jun01 000802 68.12 68.12 68.12 68.12 +0.38 0 146 +0
Total Volume and Open Interest 10,710 65,130 -3,328
Japanese Yen(IMM)
Sep00 000802 92.32 92.79 92.27 92.48 -0.06 8,707 74,699 -1,337
Dec00 000802 93.80 94.25 93.80 94.02 -0.06 3 3,026 -3
Mar01 000802 95.58 95.58 95.58 95.58 -0.06 22 136 +10
Total Volume and Open Interest 8,732 77,862 -1,330
Swiss Franc(IMM)
Sep00 000802 59.42 59.58 59.25 59.40 -0.45 9,474 37,620 -897
Dec00 000802 59.85 59.95 59.72 59.85 -0.46 29 152 +5
Mar01 000802 60.29 60.29 60.20 60.29 -0.47 0 3 +0
Total Volume and Open Interest 9,503 37,775 -892
EuroFX(IMM)
Sep00 000802 91.67 91.81 91.39 91.46 -0.84 12,977 61,157 +651
Dec00 000802 92.06 92.18 91.86 91.90 -0.85 9 828 +8
Mar01 000802 92.51 92.57 92.31 92.31 -0.86 0 102 +0
Total Volume and Open Interest 11,350 61,428 +6,832
Mexican Peso(IMM)
Sep00 000802 10580.0 10580.0 10540.0 10548.0 -17.0 1,655 12,674 +40
Dec00 000802 10300.0 10300.0 10280.0 10280.0 -35.0 53 1,843 -32
Total Volume and Open Interest 1,716 15,423 +8
30-Year T-Bonds(CBOT)
Sep00 000802 99~00 99~07 98~14 99~01 +0~02 150,301 398,789 -3,618
Dec00 000802 98~30 99~04 98~14 99~00 +0~03 1,166 9,877 -213
Mar01 000802 98~31 98~31 98~31 98~31 +0~03 35 1,444 +47
Total Volume and Open Interest 151,502 410,165 -3,784
Municipal Bonds(CBOT)
Sep00 000802 98~08 98~16 97~28 98~12 +0~05 1,219 22,625 -206
Dec00 000802 97~24 97~24 97~24 97~24 +0~05 0 400 +0
Total Volume and Open Interest 1,219 23,025 -206
10-Year T-Notes(CBOT)
Sep00 000802 99~065 99~130 99~035 99~115 +0~055 112,499 594,756 -1,929
Dec00 000802 99~040 99~105 99~015 99~095 +0~055 7,413 21,025 +3,863
Total Volume and Open Interest 119,912 615,806 +1,934
5-Year T-Notes(CBOT)
Sep00 000802 99~125 99~165 99~105 99~160 +0~040 43,065 409,738 -440
Dec00 000802 99~170 99~170 99~170 99~170 +0~040 205 4,369 +33
Total Volume and Open Interest 43,270 414,107 -407
2 Year T-Notes(CBOT)
Sep00 000802 99~053 99~062 99~052 99~062 +0~009 972 54,309 -1,421
Dec00 000802 99~046 99~054 99~046 99~054        
3-Mth T-Bills(IMM)
Sep00 000802 93.86 93.86 93.85 93.85 +0.01 30 758 +11
Total Volume and Open Interest 30 758 +11
Eurodollars(IMM)
Sep00 000802 93.195 93.230 93.195 93.225 +0.030 50,576 610,519 -3,843
Dec00 000802 93.020 93.065 93.015 93.050 +0.035 55,390 554,483 +4,342
Mar01 000802 93.055 93.105 93.055 93.095 +0.040 90,856 440,282 -184
Jun01 000802 93.040 93.090 93.035 93.085 +0.045 43,494 287,215 +2,284
Sep01 000802 93.035 93.080 93.035 93.075 +0.045 22,884 221,916 +3,599
Dec01 000802 92.980 93.030 92.970 93.010 +0.040 7,035 164,391 +270
Mar02 000802 93.030 93.070 93.030 93.065 +0.040 6,956 137,819 +341
Jun02 000802 93.020 93.055 93.020 93.055 +0.040 5,919 101,065 -271
Sep02 000802 93.015 93.055 93.015 93.055 +0.045 2,163 97,414 +743
Dec02 000802 92.950 92.990 92.950 92.990 +0.045 1,396 74,663 -379
Mar03 000802 93.000 93.035 92.995 93.030 +0.040 1,473 71,097 -142
Jun03 000802 92.980 93.010 92.975 93.010 +0.040 1,477 50,316 +66
Total Volume and Open Interest 302,805 3,193,521 +8,118
3-Mth Euro-Yen(IMM)
Sep00 000802 99.72 99.72 99.72 99.72 -0.03 518 12,688 -1,489
Dec00 000802 99.61 99.62 99.61 99.61 -0.03 683 11,271 -1,105
Mar01 000802 99.58 99.58 99.57 99.57 -0.03 796 12,317 -1,212
Jun01 000802 99.50 99.50 99.50 99.50 -0.03 1,085 8,929 +223
Sep01 000802 99.39 99.39 99.39 99.39 -0.03 10 16,556 -694
Dec01 000802 99.26 99.26 99.26 99.26 -0.02 395 3,177 -270
Mar02 000802 99.14 99.14 99.14 99.14 -0.02 30 2,158 -89
Jun02 000802 99.01 99.01 99.01 99.01 -0.02 50 778 +0
Sep02 000802 98.86 98.86 98.86 98.86 unch 0 30 +0
Dec02 000802 98.72 98.72 98.72 98.72 unch 0 30 +0
Total Volume and Open Interest 3,587 67,954 -4,616
3-Mth Euro-Yen(SIMEX)
Sep00 000802 99.74 99.74 99.71 99.72 -0.02 3,639 92,684 -5,424
Dec00 000802 99.64 99.64 99.61 99.62 -0.02 4,409 100,027 +528
Mar01 000802 99.60 99.61 99.57 99.58 -0.02 9,670 101,744 +1,078
Jun01 000802 99.52 99.52 99.49 99.50 -0.02 5,997 78,493 +990
Sep01 000802 99.41 99.41 99.39 99.39 -0.02 1,921 60,553 -1,237
Dec01 000802 99.27 99.27 99.25 99.25 -0.03 198 23,634 +357
Mar02 000802 99.15 99.15 99.13 99.14 -0.03 0 13,058 +109
Jun02 000802 99.04 99.04 99.02 99.03 -0.01 0 2,045 -2
Total Volume and Open Interest 25,834 475,727 -3,591
German Euro-Bund(EUREX)
Sep00 000802 105.71 105.85 105.58 105.66 -0.14 541,778 538,316 -16,241
Dec00 000802 105.49 105.55 105.34 105.39 -0.13 1,940 26,247 +208
Mar01 000802 105.35 105.40 105.26 105.26 -0.09 0 750 +0
Total Volume and Open Interest 543,718 565,313 -16,033
German Euro-Bobl(EUREX)
Sep00 000802 103.27 103.27 103.15 103.22 -0.07 215,587 282,467 -3,000
Dec00 000802 103.17 103.17 103.17 103.17 -0.08 2,548 8,063 +70
Mar01 000802 102.92 102.92 102.92 102.92 -0.07 0 547 +0
Total Volume and Open Interest 218,135 291,077 -2,930
Long Gilt(LIFFE)
Sep00 000802 113~15 113~22 113~04 113~13 -0~07 19,171 61,846 -1,981
Dec00 000802 113~06 113~06 113~06 113~06 -0~07 0 110 +0
Total Volume and Open Interest 19,171 61,956 -1,981
3-Mth Short Sterling(LIFFE)
Sep00 000802 93.65 93.67 93.64 93.65 -0.01 21,570 186,872 +2,443
Dec00 000802 93.54 93.55 93.52 93.54 -0.01 20,053 201,540 +859
Mar01 000802 93.50 93.52 93.49 93.51 -0.01 14,092 127,470 -508
Total Volume and Open Interest 77,847 827,603 +11,054
3-Mth Euribor(LIFFE)
Sep00 000802 95.110 95.115 95.095 95.110 -0.005 51,973 331,902 -10,119
Dec00 000802 94.785 94.790 94.760 94.780 -0.015 54,600 266,615 -8,009
Mar01 000802 94.740 94.740 94.710 94.730 -0.015 50,580 200,709 -985
Total Volume and Open Interest 211,041 1,249,156 -13,040
3-Mth Aus T-Bills(SFE)
Sep00 000802 93.59 93.62 93.46 93.50 -0.10 3,170 212,203 -1,261
Dec00 000802 93.45 93.48 93.29 93.36 -0.09 1,181 118,099 -6,852
Mar01 000802 93.39 93.42 93.25 93.31 -0.08 1,044 49,995 -1,129
Jun01 000802 93.38 93.40 93.26 93.29 -0.08 956 23,002 -385
Sep01 000802 93.36 93.38 93.25 93.28 -0.07 165 12,064 -46
Dec01 000802 93.33 93.33 93.23 93.27 -0.06 32 7,082 -130
Mar02 000802 93.32 93.32 93.22 93.26 -0.06 95 5,839 -72
Jun02 000802 93.19 93.25 93.19 93.24 -0.05 81 3,733 -152
Sep02 000802 93.17 93.24 93.17 93.23 -0.04 50 1,750 +0
Dec02 000802 93.20 93.23 93.20 93.21 -0.06 25 1,460 -50
Total Volume and Open Interest 6,849 439,298 -10,102
10-Year Aus T-Bonds(SFE)
Sep00 000802 93.78 93.79 93.71 93.78 +0.01 13,210 128,349 -55,559
Dec00 000802 93.76 93.76 93.76 93.76 +0.02      
Total Volume and Open Interest 13,210 128,349 -55,559
3-Year Aus T-Bonds(SFE)
Sep00 000802 93.78 93.81 93.62 93.70 -0.06 36,869 319,631 -139,518
Dec00 000802 93.66 93.66 93.66 93.66 -0.06      
Total Volume and Open Interest 36,869 319,631 -139,518
Gold(CMX)
Aug00 000802 276.5 278.5 276.3 276.5 -0.4 988 961 -713
Oct00 000802 279.3 281.8 279.3 279.7 -0.5 486 7,820 -13
Dec00 000802 282.7 285.0 282.5 282.8 -0.4 8,947 61,151 +852
Feb01 000802 285.5 285.5 285.5 285.5 -0.3 72 11,326 -18
Apr01 000802 288.1 288.1 288.1 288.1 -0.3 3 4,023 +2
Jun01 000802 290.8 290.8 290.8 290.8 -0.2 6 8,052 +3
Total Volume and Open Interest 10,503 111,188 +114
Silver(CMX)
Sep00 000802 502.5 504.0 501.0 502.3 -0.5 5,117 52,353 -698
Dec00 000802 509.0 509.0 507.0 507.6 -0.5 375 17,342 +108
Mar01 000802 513.0 514.0 512.2 512.2 -0.5 20 1,952 +20
May01 000802 514.6 514.6 514.6 514.6 -0.5 0 817 +0
Jul01 000802 517.1 517.1 517.1 517.1 -0.5 6 1,795 +6
Total Volume and Open Interest 5,538 78,344 -545
Platinum(NYM)
Oct00 000802 608.0 610.0 600.0 604.2 +12.3 872 9,617 +163
Jan01 000802 588.5 593.0 588.5 592.2 +12.3 39 602 +21
Total Volume and Open Interest 911 10,219 +184
Palladium(NYME)
Sep00 000802 851.00 859.00 851.00 855.15 +13.15 143 1,324 +5
Dec00 000802 856.00 856.00 851.15 851.15 +12.15 46 842 +8
Mar01 000802 846.15 846.15 846.15 846.15        
Copper(CMX)
Sep00 000802 87.20 88.20 86.90 87.00 -0.35 8,543 48,494 +2,047
Dec00 000802 87.80 88.60 87.40 87.50 -0.40 1,641 12,625 +614
Mar01 000802 87.40 87.75 87.00 87.00 -0.40 81 4,046 +31
May01 000802 87.00 87.00 86.75 86.75 -0.40 4 1,322 +1
Jul01 000802 86.45 86.45 86.45 86.45 -0.40 101 834 +8
Total Volume and Open Interest 11,234 82,064 +2,912
DJIA Index(CBOT)
Sep00 000802 10665 10790 10645 10765 +90 11,951 13,475 +3
Dec00 000802 10800 10925 10795 10909 +90 10 2,121 +11
Mar01 000802 11057 11057 11057 11057 +90 0 2 +0
Jun01 000802 11213 11213 11213 11213 +90      
Total Volume and Open Interest 9,160 15,590 +167
S & P 500(CME)
Sep00 000802 1447.00 1461.00 1443.10 1452.50 +5.00 58,483 374,653 -1,870
Dec00 000802 1467.00 1481.70 1467.00 1474.60 +5.10 45 7,682 +11
Mar01 000802 1500.20 1502.60 1490.10 1496.80 +5.20 0 1,273 +0
Jun01 000802 1528.00 1528.00 1513.10 1519.80 +5.20 2 1,121 +27
Total Volume and Open Interest 58,532 384,887 -1,832
S & P 500 E-Mini(Globex)
Sep00 000802 1447.00 1461.75 1442.50 1452.50 +5.00 75,540 40,651 -85
Dec00 000802 1478.00 1482.25 1469.00 1474.50 +5.00 4 34 +0
Total Volume and Open Interest 75,544 40,685 -85
NASDAQ 100(CME)
Sep00 000802 3555.00 3649.00 3501.00 3507.00 -62.50 13,859 31,777 +140
Dec00 000802 3568.00 3568.00 3565.50 3568.00 -62.50 0 17 +0
Mar01 000802 3629.00 3629.00 3626.50 3629.00 -62.50 0 4 +0
Total Volume and Open Interest 13,859 31,798 +140
NASDAQ 100 E-Mini(GLOBEX)
Sep00 000802 3565.5 3648.0 3499.0 3507.0 -62.5 44,720 30,243 +941
Dec00 000802 3568.0 3677.5 3568.0 3568.0 -62.5 2 15 +0
Total Volume and Open Interest 44,722 30,258 +941
NYSE Composite(NYBOT)
Sep00 000802 652.25 656.00 651.50 656.00 +4.50 109 813 -181
Dec00 000802 665.75 665.75 665.25 665.25 +4.50 0 1,496 +0
Mar01 000802 674.50 674.50 674.50 674.50 +4.50 0 100 +0
Total Volume and Open Interest 237 2,353 +32
S & P Midcap 400(CME)
Sep00 000802 496.00 502.40 493.00 499.10 +2.10 46 12,906 +125
Dec00 000802 506.10 506.10 506.10 506.10 +2.10      
Mar01 000802 512.10 512.10 512.10 512.10 +2.10      
Total Volume and Open Interest 46 12,906 +125
Russell 2000(CME)
Sep00 000802 499.00 505.90 498.80 503.50 +2.00 1,480 11,754 +96
Dec00 000802 511.30 511.30 511.30 511.30 +2.00      
Mar01 000802 518.85 518.85 518.85 518.85 +2.00      
Total Volume and Open Interest 1,480 11,754 +96
Value Line(KCBT)
Sep00 000802 1096.00 1104.50 1090.00 1093.00 +2.00 39 253 +15
Total Volume and Open Interest 39 254 +15
Nikkei 225(CME)
Sep00 000802 16160 16250 16100 16200 +215 866 15,352 -177
Dec00 000802 16250 16300 16200 16200 +215 0 30 +0
Total Volume and Open Interest 866 15,382 -177
Nikkei 225(SIMEX)
Sep00 000802 16025 16220 16025 16190 +85 13,101 111,990 +366
Dec00 000802 16110 16180 16110 16180 +85 0 5,917 +0
Mar01 000802 16195 16195 16195 16195 +85 0 3,790 +0
Total Volume and Open Interest 13,101 122,112 +366
CAC 40(MATIF)
Aug00 000802 6560.0 6600.0 6495.0 6529.0 -29.0 31,223 198,191 -155
Sep00 000802 6581.0 6603.5 6501.0 6557.5 +4.0 1,576 103,530 +358
Oct00 000802 6582.0 6582.0 6582.0 6582.0 +3.5      
Total Volume and Open Interest 32,813 318,357  
DAX Index(EUREX)
Sep00 000802 7215.0 7241.0 7109.0 7163.0 -31.0 30,110 158,808 -9
Dec00 000802 7291.5 7322.0 7218.0 7249.5 -32.0 20 2,509 +19