MRCI Logo
MRCI's End of Day Prices
Daily Futures Price Listing Fri August 04, 2000
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Aug00 000804 439.00 441.00 436.50 437.00 -2.75 2,852 4,139 -656
Sep00 000804 441.00 443.75 438.75 440.75 -1.50 3,060 17,246 +45
Nov00 000804 450.00 453.50 448.00 449.75 -1.75 20,802 74,480 +7
Jan01 000804 461.00 463.50 458.50 460.25 -2.00 820 8,989 +92
Mar01 000804 472.50 474.00 470.00 470.50 -1.50 181 8,150 +74
May01 000804 482.00 482.50 478.50 480.00 -2.00 392 6,205 +134
Jul01 000804 491.00 492.00 488.00 489.50 -1.25 90 5,488 +56
Total Volume and Open Interest 28,391 126,574 -297
Soybean Meal(CBOT)
Aug00 000804 148.00 148.70 147.20 147.80 -1.00 3,358 7,140 -893
Sep00 000804 146.50 147.40 146.20 146.70 -0.70 6,244 15,494 +1,255
Oct00 000804 146.00 146.90 145.60 146.70 +0.30 506 13,895 -5
Dec00 000804 146.80 148.20 146.60 147.50 -0.10 6,182 39,736 -579
Jan01 000804 148.90 149.90 148.30 148.70 -0.20 646 7,729 -4
Mar01 000804 150.90 151.70 150.20 150.80 -0.10 98 6,499 +65
May01 000804 152.50 153.50 152.00 152.60 +0.10 188 4,079 -75
Jul01 000804 155.50 156.00 155.00 155.50 unch 225 1,873 +130
Total Volume and Open Interest 17,448 97,057 -134
Soybean Oil(CBOT)
Aug00 000804 15.22 15.30 15.15 15.20 -0.06 6,149 3,739 -1,357
Sep00 000804 15.37 15.47 15.28 15.30 -0.11 8,726 28,099 +283
Oct00 000804 15.55 15.66 15.51 15.52 -0.09 719 13,398 -68
Dec00 000804 15.90 16.06 15.88 15.92 -0.04 7,514 54,940 +2,033
Jan01 000804 16.32 16.35 16.25 16.30 unch 1,019 13,985 +25
Mar01 000804 16.67 16.73 16.61 16.62 -0.06 1,108 6,898 -161
May01 000804 17.01 17.07 16.97 16.97 -0.01 255 5,964 -91
Jul01 000804 17.40 17.45 17.27 17.27 -0.03 40 4,341 +16
Total Volume and Open Interest 25,638 133,615 +764
Canola(WCE)
Sep00 000804 248.2 248.6 246.1 246.1 -2.1 129 2,226 -5
Nov00 000804 254.1 254.6 252.1 252.1 -2.0 2,195 35,745 +471
Jan01 000804 260.4 260.6 258.3 258.3 -2.0 22 5,580 +10
Mar01 000804 266.3 266.3 264.3 264.3 -1.8 61 1,150 +13
May01 000804 270.4 270.4 270.4 270.4 -1.1 5 18 +0
Total Volume and Open Interest 2,672 45,133 +539
Corn(CBOT)
Sep00 000804 179.75 180.50 178.50 178.75 -1.25 15,137 119,033 -2,222
Nov00 000804 188.00 188.50 186.75 187.00 -1.00 27 1,459 -8
Dec00 000804 191.00 192.75 190.50 190.75 -1.25 21,531 188,136 +1,033
Jan01 000804 195.00 195.00 194.00 194.00 -1.50 23 276 +2
Mar01 000804 203.00 204.25 202.25 202.75 -1.25 2,297 42,649 +635
May01 000804 211.25 212.00 210.50 210.75 -1.00 497 10,819 +129
Total Volume and Open Interest 40,445 392,206 -29
Wheat(CBOT)
Sep00 000804 240.00 241.50 236.50 237.00 -5.25 7,054 57,877 -1,010
Dec00 000804 258.00 259.50 255.00 256.00 -4.00 13,628 60,250 +1,275
Mar01 000804 275.50 276.50 272.00 272.50 -5.25 1,044 19,633 +237
May01 000804 286.00 287.00 282.50 283.00 -4.75 29 1,176 +25
Jul01 000804 295.00 295.50 291.50 292.25 -4.25 193 8,723 +51
Total Volume and Open Interest 21,951 148,146 +578
Wheat(KCBT)
Sep00 000804 277.00 278.00 275.00 275.50 -1.75 4,355 28,748 -457
Dec00 000804 292.50 293.50 290.00 291.25 -2.00 3,921 40,417 +768
Mar01 000804 307.00 307.00 304.25 304.75 -2.25 805 8,646 +245
May01 000804 316.00 316.00 313.25 314.00 -2.25 2 1,127 +0
Jul01 000804 321.00 321.00 321.00 321.00 -2.50 4 667 +0
Total Volume and Open Interest 9,087 79,610 +556
Wheat(MGE)
Sep00 000804 295.25 297.00 294.00 294.00 -2.00 1,422 9,997 -380
Dec00 000804 311.00 312.50 310.00 310.00 -2.00 1,358 9,845 +338
Mar01 000804 326.50 327.00 324.75 324.75 -2.75 149 2,676 +82
May01 000804 334.50 335.00 332.75 332.75 -2.00 5 284 +2
Jul01 000804 342.00 342.00 342.00 342.00 -2.00 0 135 +0
Total Volume and Open Interest 2,934 23,000 +42
Oats(CBOT)
Sep00 000804 101.00 101.75 100.50 101.50 -0.50 1,424 7,185 -181
Dec00 000804 109.25 110.50 109.25 110.50 -0.50 744 7,983 +46
Mar01 000804 118.25 118.75 118.00 118.75 -0.25 127 900 +45
May01 000804 124.00 124.00 124.00 124.00 unch 1 22 +1
Total Volume and Open Interest 2,296 16,153 -89
Rough Rice(CBOT)
Sep00 000804 5.92 5.98 5.92 5.94 +0.02 75 1,628 -34
Nov00 000804 6.05 6.07 6.03 6.05 +0.02 135 2,566 -24
Jan01 000804 6.28 6.28 6.25 6.27 +0.01 26 1,731 -28
Mar01 000804 6.48 6.48 6.48 6.48 +0.03 5 377 +5
Total Volume and Open Interest 246 6,382 -76
Live Cattle(CME)
Aug00 000804 66.425 66.925 66.225 66.800 +0.575 7,271 18,739 -3,564
Oct00 000804 68.350 69.125 68.250 69.050 +0.775 8,191 56,172 +1,921
Dec00 000804 70.275 70.900 70.275 70.700 +0.525 2,292 23,402 +366
Feb01 000804 71.850 72.375 71.850 72.325 +0.550 718 11,680 +194
Apr01 000804 73.900 74.250 73.900 74.250 +0.400 416 7,103 +74
Jun01 000804 71.900 72.300 71.900 72.300 +0.425 59 3,280 -13
Total Volume and Open Interest 18,954 122,864 -1,022
Feeder Cattle(CME)
Aug00 000804 85.600 86.450 85.550 86.350 +0.800 1,151 6,520 -273
Sep00 000804 85.800 86.575 85.800 86.375 +0.775 316 3,404 -2
Oct00 000804 86.600 87.400 86.600 87.375 +0.775 801 5,161 +146
Nov00 000804 87.000 87.900 87.000 87.900 +0.950 318 2,775 +56
Jan01 000804 87.400 88.300 87.400 88.175 +0.775 92 2,146 +16
Mar01 000804 87.300 88.050 87.300 88.000 +0.775 69 925 +17
Apr01 000804 87.600 87.950 87.600 87.875 +0.875 3 199 +2
Total Volume and Open Interest 2,787 21,777 -31
Lean Hogs(CME)
Aug00 000804 66.000 66.350 65.750 66.250 +0.575 2,603 8,290 -171
Oct00 000804 55.800 56.750 55.725 56.475 +0.850 2,825 17,309 +368
Dec00 000804 52.550 53.600 52.550 53.475 +1.025 676 10,095 +163
Feb01 000804 53.125 53.600 52.850 53.375 +0.250 106 2,913 +59
Apr01 000804 52.450 52.475 52.200 52.250 +0.050 53 1,516 +26
Jun01 000804 59.200 59.250 59.150 59.150 +0.050 57 517 +53
Jul01 000804 58.075 58.300 58.075 58.075 +0.150 12 102 +11
Aug01 000804 56.650 57.000 56.300 57.000 +0.450 6 20 +5
Total Volume and Open Interest 6,338 40,762 +514
Pork Bellies(CME)
Aug00 000804 82.450 85.075 82.450 84.575 +2.300 793 1,865 -186
Feb01 000804 69.500 71.900 69.300 71.300 +2.275 417 732 +148
Mar01 000804 70.350 71.000 70.350 71.000 +0.650 0 11 +0
May01 000804 71.100 71.100 71.100 71.100 unch 0 1 +0
Jul01 000804 71.650 71.650 71.650 71.650 unch 0 1 +0
Total Volume and Open Interest 1,210 2,610 -38
Cocoa(NYBOT)
Sep00 000804 798 798 767 777 -21 5,700 30,255 -1,004
Dec00 000804 836 837 810 816 -24 5,706 29,727 +2,324
Mar01 000804 875 875 845 853 -24 676 14,163 +303
May01 000804 898 899 875 879 -24 250 8,060 +17
Jul01 000804 919 920 901 901 -24 63 7,869 +57
Sep01 000804 941 941 927 927 -24 0 7,440 +0
Dec01 000804 963 973 962 962 -24 2 7,930 +2
Total Volume and Open Interest 12,577 116,784 +1,699
Coffee "C"(NYBOT)
Sep00 000804 86.00 86.25 85.00 85.60 -0.25 2,664 24,121 -257
Dec00 000804 90.60 90.70 89.60 90.30 -0.15 1,226 11,132 +121
Mar01 000804 95.00 95.00 94.25 94.50 -0.15 173 4,329 +32
May01 000804 97.75 97.75 97.00 97.00 -0.15 57 1,087 +12
Jul01 000804 101.00 101.00 99.85 99.85 -0.40 8 312 +6
Sep01 000804 103.50 103.50 102.50 102.80 -0.60 5 473 +5
Total Volume and Open Interest 4,133 41,510 -81
Orange Juice(NYBOT)
Sep00 000804 73.50 74.20 73.40 73.60 +0.20 1,500 14,251 +17
Nov00 000804 74.90 75.80 74.70 75.10 +0.45 814 7,707 +75
Jan01 000804 76.80 77.50 76.65 76.80 +0.25 256 3,582 +143
Mar01 000804 78.20 79.20 78.20 79.00 +0.80 165 3,659 +20
May01 000804 80.00 80.45 80.00 80.45 +0.70 1 557 +1
Total Volume and Open Interest 2,756 30,435 +261
Sugar #11(NYBOT)
Oct00 000804 10.95 10.95 10.72 10.80 -0.26 18,462 84,259 -1,304
Mar01 000804 10.60 10.60 10.45 10.50 -0.24 8,343 50,778 -90
May01 000804 10.35 10.35 10.20 10.24 -0.24 1,548 12,111 +136
Jul01 000804 9.93 9.95 9.84 9.85 -0.24 1,676 11,653 +512
Oct01 000804 9.69 9.73 9.65 9.70 -0.18 386 9,917 -163
Total Volume and Open Interest 30,715 173,868 -848
London Cocoa(LCE)
Sep00 000804 591 596 576 583 -9 2,392 27,491 -57
Dec00 000804 631 634 612 621 -10 3,428 54,247 +1,472
Mar01 000804 651 654 634 641 -10 1,859 34,839 +723
May01 000804 669 669 650 657 -10 226 19,822 -68
Jul01 000804 680 681 665 672 -10 260 7,064 -108
Sep01 000804 681 689 681 687 -10 0 4,572 +0
Dec01 000804 722 722 707 713 -10 5 3,927 +0
Total Volume and Open Interest 8,170 178,924 +1,962
London Coffee(LCE)
Sep00 000804 812.00 820.00 808.00 808.00 -4.00 1,907 25,934 -230
Nov00 000804 835.00 842.00 830.00 830.00 -5.00 928 20,070 +343
Jan01 000804 855.00 860.00 850.00 850.00 -4.00 283 6,052 +131
Mar01 000804 880.00 881.00 871.00 871.00 -4.00 149 1,876 +8
May01 000804 893.00 893.00 893.00 893.00 -5.00 105 1,601 +91
Jul01 000804 918.00 918.00 918.00 918.00 -5.00 0 93 +0
Total Volume and Open Interest 3,372 55,626 +343
London Sugar(LCE)
Aug00 000714 244.40 244.50 240.10 241.10 -3.30 2,919 885 -2,498
Oct00 000804 283.90 283.90 277.00 279.20 -4.90 3,522 14,874 -573
Dec00 000804 282.50 282.50 277.00 277.60 -5.30 1,073 7,118 +200
Mar01 000804 278.70 278.70 273.50 275.60 -5.10 1,000 8,600 +243
May01 000804 270.00 270.50 268.60 268.60 -7.30 400 1,272 +306
Total Volume and Open Interest 5,995 37,146 +176
Cotton(NYBOT)
Oct00 000804 59.00 59.05 58.45 58.60 -0.29 233 4,100 -10
Dec00 000804 60.85 61.05 60.40 60.66 -0.19 2,442 32,081 -220
Mar01 000804 62.30 62.70 62.12 62.44 -0.11 207 7,937 -32
May01 000804 63.30 63.30 63.30 63.30 -0.16 35 5,636 +0
Jul01 000804 64.30 64.30 64.30 64.30 -0.10 1 2,032 +0
Oct01 000804 63.70 63.70 63.70 63.70 +0.10 0 469 +0
Total Volume and Open Interest 2,930 54,513 -251
Lumber(CME)
Sep00 000804 241.0 242.9 237.2 239.4 -0.9 499 2,024 +32
Nov00 000804 249.3 251.5 247.8 249.8 +0.7 262 1,021 -5
Jan01 000804 259.5 262.0 257.5 258.0 -0.8 53 195 +21
Total Volume and Open Interest 826 3,419 +55
Crude Oil(NYM)
Sep00 000804 29.05 30.00 28.97 29.96 +1.30 64,134 104,943 -1,949
Oct00 000804 28.70 29.40 28.60 29.36 +1.04 28,329 53,887 -679
Nov00 000804 28.35 28.98 28.30 28.94 +0.96 11,850 31,251 +1,900
Dec00 000804 28.10 28.53 27.90 28.53 +0.87 8,501 39,698 -653
Jan01 000804 27.64 28.17 27.64 28.17 +0.82 825 19,768 +141
Feb01 000804 27.45 27.83 27.45 27.83 +0.78 480 10,583 +183
Mar01 000804 27.07 27.52 27.07 27.52 +0.75 1,720 10,622 +526
Apr01 000804 26.80 27.23 26.80 27.23 +0.72 915 6,094 +61
May01 000804 26.30 26.95 26.30 26.95 +0.70 200 5,586 +6
Jun01 000804 26.07 26.69 26.07 26.69 +0.69 2,004 18,461 -404
Total Volume and Open Interest 121,964 413,557 -184
Heating Oil(NYM)
Sep00 000804 80.50 82.60 80.20 81.85 +2.39 14,344 36,761 +144
Oct00 000804 80.50 82.50 80.25 82.24 +2.65 7,142 22,702 +579
Nov00 000804 80.50 82.24 80.40 82.24 +2.55 2,015 20,809 -142
Dec00 000804 80.40 82.00 80.10 81.94 +2.30 2,906 26,387 +508
Jan01 000804 79.40 81.14 79.40 81.14 +2.05 786 18,247 +198
Feb01 000804 78.20 80.00 77.90 79.44 +1.85 602 12,117 +114
Mar01 000804 74.90 76.25 74.90 75.94 +1.55 255 8,731 +64
Apr01 000804 71.50 72.44 71.40 72.44 +1.25 242 4,445 +160
May01 000804 69.50 70.04 69.50 70.04 +0.95 6 2,030 +2
Jun01 000804 68.30 68.34 68.20 68.34 +0.65 83 2,662 -11
Total Volume and Open Interest 28,603 158,149 +1,631
Unleaded Gas(NYM)
Sep00 000804 86.50 88.00 85.70 87.59 +1.67 16,392 30,672 -49
Oct00 000804 80.30 81.35 79.80 80.84 +1.25 4,436 13,003 +310
Nov00 000804 77.30 78.60 77.10 78.12 +1.18 1,699 5,138 +113
Dec00 000804 76.20 77.00 76.00 76.75 +1.16 1,394 5,543 -417
Jan01 000804 75.25 76.20 75.25 76.20 +1.16 588 1,913 +217
Feb01 000804 76.20 76.20 76.20 76.20 +1.11 26 2,365 +12
Mar01 000804 75.50 76.40 75.50 76.40 +1.11 300 1,114 +213
Apr01 000804 81.40 81.40 81.40 81.40 +1.11 0 1,253 +0
Total Volume and Open Interest 24,838 61,513 +402
Natural Gas(NYM)
Sep00 000804 4.290 4.390 4.260 4.296 +0.046 29,355 44,451 +394
Oct00 000804 4.280 4.370 4.270 4.290 +0.038 7,904 28,132 +705
Nov00 000804 4.385 4.435 4.330 4.360 +0.018 5,356 20,023 +857
Dec00 000804 4.480 4.520 4.435 4.440 -0.002 2,930 24,872 -392
Jan01 000804 4.470 4.510 4.420 4.425 -0.007 2,144 28,251 -348
Feb01 000804 4.260 4.290 4.190 4.205 -0.022 1,865 16,040 -537
Mar01 000804 4.030 4.070 3.980 3.990 -0.032 1,368 19,632 +303
Apr01 000804 3.860 3.870 3.775 3.795 -0.047 2,657 11,702 +38
Total Volume and Open Interest 59,230 323,146 +1,492
Brent Crude Oil(IPE)
Sep00 000804 28.45 29.55 28.45 29.37 +1.06 29,257 65,391 -4,233
Oct00 000804 27.71 28.52 27.71 28.35 +0.84 24,484 78,297 +1,910
Nov00 000804 27.37 28.10 27.37 27.95 +0.85 3,942 18,249 +652
Dec00 000804 27.00 27.64 27.00 27.55 +0.81 9,507 39,663 +883
Jan01 000804 26.64 27.12 26.60 27.12 +0.76 620 13,479 +234
Feb01 000804 26.22 26.72 26.20 26.72 +0.73 465 10,705 -107
Mar01 000804 25.84 26.29 25.84 26.29 +0.70 1,037 9,104 -225
Apr01 000804 25.50 25.92 25.50 25.92 +0.67 300 4,225 +200
Total Volume and Open Interest 71,262 284,151 -236
Gas Oil(IPE)
Aug00 000804 247.50 252.25 247.25 251.75 +6.25 8,153 20,742 -1,500
Sep00 000804 246.00 250.00 245.25 249.75 +6.50 8,156 34,244 -711
Oct00 000804 244.00 247.75 243.25 247.50 +5.75 4,205 20,891 +202
Nov00 000804 241.50 245.00 241.50 245.00 +5.50 984 10,128 +157
Dec00 000804 238.00 242.25 238.00 242.25 +5.25 2,961 30,070 -752
Jan01 000804 235.50 238.75 235.50 238.75 +5.00 324 7,560 +83
Feb01 000804 231.00 233.25 231.00 233.25 +4.00 0 3,149 +0
Mar01 000804 224.50 227.25 224.50 227.25 +3.25 32 3,586 +32
Total Volume and Open Interest 24,865 139,712 -2,509
US Dollar Index(NYBOT)
Sep00 000804 110.80 111.24 110.44 110.72 -0.08 820 4,706 +80
Dec00 000804 110.80 110.80 110.15 110.38 -0.08 5 2,048 +3
Mar01 000804 110.04 110.04 110.04 110.04 -0.08 825 6,754 +83
Total Volume and Open Interest 825 6,754 +83
Australian Dollar(IMM)
Sep00 000804 58.24 58.65 58.15 58.51 -0.09 1,465 17,032 +60
Dec00 000804 58.57 58.57 58.30 58.57 -0.10 0 359 +14
Mar01 000804 58.63 58.63 58.63 58.63 -0.11 0 682 +0
Total Volume and Open Interest 1,465 18,074 +74
British Pound(IMM)
Sep00 000804 150.16 150.92 149.98 150.36 +0.78 10,980 34,718 +985
Dec00 000804 150.90 151.18 150.30 150.58 +0.78 87 323 +33
Mar01 000804 150.78 151.20 150.78 150.78 +0.78 0 7 +0
Total Volume and Open Interest 11,067 35,048 +1,018
Canadian Dollar(IMM)
Sep00 000804 67.28 67.45 67.15 67.17 -0.26 6,117 59,918 +1,209
Dec00 000804 67.43 67.50 67.28 67.34 -0.26 42 4,829 +0
Mar01 000804 67.51 67.51 67.51 67.51 -0.26 6 612 +1
Jun01 000804 67.68 67.68 67.68 67.68 -0.26 0 142 +0
Total Volume and Open Interest 6,165 65,511 +1,210
Japanese Yen(IMM)
Sep00 000804 93.03 93.24 92.77 92.86 -0.09 20,618 74,005 -1,552
Dec00 000804 94.62 94.73 94.30 94.41 -0.09 132 3,037 -12
Mar01 000804 95.98 95.98 95.95 95.98 -0.09 20 136 +0
Total Volume and Open Interest 20,770 77,179 -1,564
Swiss Franc(IMM)
Sep00 000804 58.58 59.00 58.50 58.88 -0.03 25,337 44,845 +4,953
Dec00 000804 59.00 59.38 59.00 59.32 -0.04 121 174 +4
Mar01 000804 59.76 59.76 59.76 59.76 -0.04 0 3 +0
Total Volume and Open Interest 19,509 45,022 +4,957
EuroFX(IMM)
Sep00 000804 90.43 91.23 90.38 91.02 +0.09 24,050 67,578 +6,149
Dec00 000804 90.90 91.63 90.85 91.45 +0.08 128 901 +47
Mar01 000804 91.85 91.95 91.28 91.85 +0.07 0 132 +0
Total Volume and Open Interest 15,440 62,415 +328
Mexican Peso(IMM)
Sep00 000804 10530.0 10600.0 10520.0 10595.0 +80.0 10,439 12,992 +532
Dec00 000804 10255.0 10330.0 10255.0 10330.0 +82.0 5 1,837 +5
Total Volume and Open Interest 6,895 15,742 +544
30-Year T-Bonds(CBOT)
Sep00 000804 99~13 99~30 99~02 99~22 +0~10 156,280 392,684 -2,745
Dec00 000804 99~14 99~29 99~02 99~21 +0~10 2,311 11,375 +412
Mar01 000804 99~18 99~24 99~18 99~20 +0~10 187 1,435 +25
Total Volume and Open Interest 158,783 405,564 -2,293
Municipal Bonds(CBOT)
Sep00 000804 98~21 99~01 98~09 98~25 +0~07 1,895 22,304 -382
Dec00 000804 98~05 98~05 98~05 98~05 +0~07 5 405 +5
Total Volume and Open Interest 1,900 22,709 -377
10-Year T-Notes(CBOT)
Sep00 000804 99~160 99~300 99~145 99~255 +0~095 171,267 596,286 -5,709
Dec00 000804 99~155 99~270 99~120 99~230 +0~095 6,983 29,640 +3,345
Total Volume and Open Interest 178,250 625,951 -2,364
5-Year T-Notes(CBOT)
Sep00 000804 99~175 99~275 99~165 99~240 +0~070 81,191 403,956 -4,072
Dec00 000804 99~205 99~290 99~200 99~270 +0~080 1,955 6,282 +1,268
Total Volume and Open Interest 83,146 410,238 -2,804
2 Year T-Notes(CBOT)
Sep00 000804 99~066 99~090 99~065 99~083 +0~019 2,600 54,816 +452
Dec00 000804 99~075 99~075 99~075 99~075 +0~019      
Total Volume and Open Interest 2,600 54,816 +452
3-Mth T-Bills(IMM)
Sep00 000804 93.88 93.90 93.87 93.88 unch 2 779 +0
Total Volume and Open Interest 2 779 +0
Eurodollars(IMM)
Sep00 000804 93.245 93.295 93.235 93.285 +0.040 91,692 617,239 +4,284
Dec00 000804 93.090 93.170 93.075 93.155 +0.075 86,739 550,422 -1,399
Mar01 000804 93.130 93.215 93.125 93.200 +0.075 108,215 454,569 +3,525
Jun01 000804 93.115 93.200 93.100 93.185 +0.085 47,191 288,501 +2,964
Sep01 000804 93.100 93.195 93.095 93.185 +0.095 34,026 221,485 -788
Dec01 000804 93.040 93.140 93.040 93.130 +0.090 15,631 167,515 +1,325
Mar02 000804 93.090 93.185 93.085 93.170 +0.090 16,288 136,045 -1,131
Jun02 000804 93.085 93.175 93.075 93.165 +0.095 9,673 102,497 +908
Sep02 000804 93.075 93.160 93.075 93.155 +0.085 5,209 96,511 +2
Dec02 000804 93.010 93.095 93.010 93.085 +0.080 3,635 74,623 +66
Mar03 000804 93.075 93.135 93.075 93.125 +0.080 4,371 71,723 +399
Jun03 000804 93.060 93.115 93.045 93.100 +0.075 3,096 49,941 +2
Total Volume and Open Interest 444,381 3,213,868 +10,757
3-Mth Euro-Yen(IMM)
Sep00 000804 99.75 99.76 99.75 99.75 +0.01 1,507 12,805 -84
Dec00 000804 99.66 99.67 99.65 99.66 +0.02 2,125 11,663 +416
Mar01 000804 99.63 99.63 99.63 99.63 +0.02 790 12,650 +625
Jun01 000804 99.55 99.56 99.55 99.56 +0.03 283 8,790 -170
Sep01 000804 99.46 99.46 99.45 99.46 +0.03 74 16,397 +89
Dec01 000804 99.32 99.32 99.32 99.32 +0.03 10 2,882 +0
Mar02 000804 99.19 99.20 99.19 99.19 +0.01 100 2,213 +85
Jun02 000804 99.06 99.06 99.06 99.06 +0.02 0 678 -100
Sep02 000804 98.86 98.86 98.86 98.86 unch 0 30 +0
Dec02 000804 98.72 98.72 98.72 98.72 unch 0 30 +0
Total Volume and Open Interest 4,889 68,158 +861
3-Mth Euro-Yen(SIMEX)
Sep00 000804 99.74 99.77 99.74 99.75 unch 4,951 90,925 -3,087
Dec00 000804 99.64 99.67 99.64 99.66 +0.01 6,508 99,873 +442
Mar01 000804 99.60 99.63 99.60 99.63 +0.02 7,879 101,822 -461
Jun01 000804 99.53 99.56 99.53 99.56 +0.02 2,126 75,458 -3,260
Sep01 000804 99.44 99.46 99.43 99.46 +0.03 3,153 60,228 -310
Dec01 000804 99.29 99.31 99.29 99.31 +0.02 372 23,759 +25
Mar02 000804 99.18 99.20 99.18 99.20 +0.02 345 13,847 +3
Jun02 000804 99.07 99.08 99.07 99.08 +0.01 977 2,054 +9
Total Volume and Open Interest 26,311 471,475 -6,619
German Euro-Bund(EUREX)
Sep00 000804 105.66 105.83 105.44 105.52 -0.05 712,412 579,396 +18,464
Dec00 000804 105.34 105.50 105.20 105.23 -0.05 2,088 28,606 +1,827
Mar01 000804 105.30 105.30 105.14 105.14 -0.03 2,940 648 -102
Total Volume and Open Interest 717,440 608,650 +20,189
German Euro-Bobl(EUREX)
Sep00 000804 103.16 103.30 103.07 103.22 +0.09 213,371 282,086 +4,141
Dec00 000804 103.11 103.18 103.10 103.16 +0.09 1,484 8,371 -100
Mar01 000804 102.82 102.92 102.82 102.92 +0.09 2,369 547 +0
Total Volume and Open Interest 217,224 291,004 +4,041
Long Gilt(LIFFE)
Sep00 000804 113~13 113~16 113~02 113~08 -0~06 12,959 58,994 -1,512
Dec00 000804 113~00 113~00 113~00 113~00 -0~06 0 110 +0
Total Volume and Open Interest 12,959 59,104 -1,512
3-Mth Short Sterling(LIFFE)
Sep00 000804 93.72 93.73 93.71 93.73 +0.01 44,656 190,984 +2,016
Dec00 000804 93.61 93.63 93.59 93.62 +0.02 33,838 197,176 -4,443
Mar01 000804 93.59 93.62 93.58 93.61 +0.03 22,185 130,449 +3,387
Total Volume and Open Interest 132,109 828,635 -2,178
3-Mth Euribor(LIFFE)
Sep00 000804 95.115 95.140 95.090 95.135 +0.025 87,028 326,681 -7,404
Dec00 000804 94.780 94.830 94.760 94.820 +0.045 60,783 270,567 +1,891
Mar01 000804 94.735 94.780 94.620 94.770 +0.040 59,773 194,180 -4,444
Total Volume and Open Interest 269,452 1,242,283 -11,645
3-Mth Aus T-Bills(SFE)
Sep00 000804 93.51 93.53 93.50 93.53 +0.03 6,186 197,791 -22,500
Dec00 000804 93.39 93.42 93.39 93.41 +0.03 1,900 124,593 -4,498
Mar01 000804 93.35 93.39 93.35 93.38 +0.04 520 51,427 +212
Jun01 000804 93.35 93.37 93.35 93.37 +0.05 293 22,828 -329
Sep01 000804 93.34 93.37 93.33 93.36 +0.05 20 12,244 +10
Dec01 000804 93.32 93.35 93.32 93.35 +0.05 30 7,165 +20
Mar02 000804 93.30 93.33 93.30 93.33 +0.03 35 6,033 +30
Jun02 000804 93.30 93.32 93.30 93.32 +0.04 30 3,837 +20
Sep02 000804 93.28 93.30 93.28 93.30 +0.04 30 1,791 +20
Dec02 000804 93.26 93.28 93.26 93.28 +0.05 20 1,545 +0
Total Volume and Open Interest 9,150 433,557 -26,975
10-Year Aus T-Bonds(SFE)
Sep00 000804 93.83 93.87 93.79 93.86 +0.03 13,492 135,017 +1,974
Dec00 000804 93.80 93.80 93.80 93.80 +0.01      
Total Volume and Open Interest 13,492 135,017 +1,974
3-Year Aus T-Bonds(SFE)
Sep00 000804 93.75 93.76 93.72 93.74 +0.02 40,091 357,960 +357,960
Dec00 000804 93.73 93.73 93.73 93.73 +0.02 150 1,150 +1,150
Total Volume and Open Interest 40,241 359,110 +0
Gold(CMX)
Aug00 000804 272.0 274.5 272.0 272.6 -0.8 455 441 +48
Oct00 000804 275.6 277.6 274.9 275.6 -0.8 488 7,765 -93
Dec00 000804 278.0 280.5 277.8 278.6 -0.9 32,643 66,401 +4,724
Feb01 000804 281.0 281.3 281.0 281.3 -0.9 228 11,346 -63
Apr01 000804 285.5 285.5 283.9 283.9 -0.9 12 4,025 +3
Jun01 000804 288.5 288.5 286.5 286.5 -0.9 14 8,198 -9
Total Volume and Open Interest 34,250 116,228 +4,807
Silver(CMX)
Sep00 000804 499.5 501.0 492.5 494.3 -6.2 5,983 51,899 -49
Dec00 000804 504.5 506.5 498.0 500.3 -5.7 967 17,834 +394
Mar01 000804 509.0 509.0 504.5 505.3 -5.3 35 1,986 +30
May01 000804 514.0 514.0 507.7 507.7 -5.3 1 817 +0
Jul01 000804 510.2 510.2 510.2 510.2 -5.3 11 1,795 +0
Total Volume and Open Interest 7,188 78,628 +455
Platinum(NYM)
Oct00 000804 570.0 578.0 563.0 572.8 +9.3 2,206 9,045 -756
Jan01 000804 560.0 565.0 558.0 560.8 -6.4 23 616 +7
Total Volume and Open Interest 2,229 9,661 -749
Palladium(NYME)
Sep00 000804 795.00 814.00 763.00 781.75 -10.35 180 1,337 +20
Dec00 000804 805.00 805.00 775.00 778.75 -10.35 18 905 +5
Mar01 000804 773.75 773.75 773.75 773.75 -10.35 0 5 +0
Total Volume and Open Interest 198 2,247 +25
Copper(CMX)
Sep00 000804 86.45 87.35 86.20 87.30 +0.40 5,138 49,717 +749
Dec00 000804 86.80 87.80 86.60 87.80 +0.45 598 12,738 +90
Mar01 000804 86.30 87.10 86.30 87.10 +0.25 5 4,056 -1
May01 000804 86.60 86.80 86.60 86.80 +0.20 1 1,324 -1
Jul01 000804 86.30 86.45 86.30 86.45 +0.15 0 834 +0
Total Volume and Open Interest 0 83,418 +997
DJIA Index(CBOT)
Sep00 000804 10775 10820 10720 10800 +45 10,673 13,188 -733
Dec00 000804 10944 10944 10944 10944 +45 15 2,125 +1
Mar01 000804 11092 11092 11092 11092 +45 0 2 +0
Jun01 000804 11248 11248 11248 11248 +45      
Total Volume and Open Interest 11,278 16,053 +449
S & P 500(CME)
Sep00 000804 1467.50 1473.50 1461.00 1471.70 +10.20 65,755 379,646 +3,571
Dec00 000804 1488.50 1495.00 1484.00 1493.70 +10.20 718 7,580 -180
Mar01 000804 1516.10 1516.90 1516.10 1516.10 +10.20 54 1,279 +10
Jun01 000804 1538.00 1540.00 1530.00 1539.20 +10.20 394 1,285 +163
Total Volume and Open Interest 66,926 389,959 +3,565
S & P 500 E-Mini(Globex)
Sep00 000804 1462.00 1473.50 1459.00 1471.75 +10.25 86,321 40,255 -373
Dec00 000804 1484.00 1494.00 1450.00 1493.75 +10.25 6 35 +0
Total Volume and Open Interest 86,327 40,290 -373
NASDAQ 100(CME)
Sep00 000804 3705.00 3743.00 3595.00 3632.00 -30.50 23,341 32,988 +711
Dec00 000804 3693.00 3693.00 3693.00 3693.00 -30.50 0 13 -4
Mar01 000804 3754.00 3754.00 3754.00 3754.00 -30.50 0 4 +0
Total Volume and Open Interest 23,341 33,005 +707
NASDAQ 100 E-Mini(GLOBEX)
Sep00 000804 3663.5 3744.5 3596.0 3632.0 -30.5 56,358 29,413 +740
Dec00 000804 3682.0 3746.5 3667.0 3693.0 -30.5 3 16 +1
Total Volume and Open Interest 56,361 29,429 +741
NYSE Composite(NYBOT)
Sep00 000804 658.00 661.75 656.00 661.75 +6.75 106 798 -12
Dec00 000804 670.25 671.00 670.25 671.00 +6.75 0 1,496 +0
Mar01 000804 680.25 680.25 680.25 680.25 +6.75 0 100 +0
Total Volume and Open Interest 137 2,278 +36
S & P Midcap 400(CME)
Sep00 000804 506.50 509.00 504.10 507.80 +3.30 583 12,943 +11
Dec00 000804 514.80 514.80 514.80 514.80 +3.30      
Mar01 000804 520.80 520.80 520.80 520.80 +3.30      
Total Volume and Open Interest 583 12,943 +11
Russell 2000(CME)
Sep00 000804 507.00 508.50 501.25 506.85 +4.60 1,918 11,840 +255
Dec00 000804 514.65 516.30 514.65 514.65 +4.60      
Mar01 000804 522.20 523.85 522.20 522.20 +4.60      
Total Volume and Open Interest 1,918 11,840 +255
Value Line(KCBT)
Sep00 000804 1100.00 1105.00 1096.50 1104.00 +8.00 39 249 -7
Total Volume and Open Interest 40 250 -7
Nikkei 225(CME)
Sep00 000804 15800 15810 15660 15710 -30 1,632 15,670 +328
Dec00 000804 15710 15765 15710 15710 -30 2 31 +0
Total Volume and Open Interest 1,634 15,701 +328
Nikkei 225(SIMEX)
Sep00 000804 15750 15900 15550 15730 -25 13,306 109,456 +266
Dec00 000804 15720 15720 15720 15720 -25 0 5,942 +0
Mar01 000804 15735 15735 15735 15735 -25 0 3,790 +0
Total Volume and Open Interest 13,306 119,603 +266
CAC 40(MATIF)
Aug00 000804 6425.0 6500.0 6415.0 6481.0 +48.0 47,001 214,843 +13,246
Sep00 000804 6451.0 6497.0 6421.0 6478.0 +55.0 2,758 105,465 +1,918
Oct00 000804 6509.5 6509.5 6509.5 6509.5 +93.5      
Total Volume and Open Interest 49,824 336,948 +15,170
DAX Index(EUREX)
Sep00 000804 7071.0 7145.0 7042.0 7060.0 +20.0