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MRCI's End of Day Prices
Daily Futures Price Listing Wed August 09, 2000
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Aug00 000809 440.00 442.50 439.50 440.50 -1.75 1,729 2,515 -56
Sep00 000809 442.00 444.75 441.50 443.00 -1.25 3,903 17,259 -341
Nov00 000809 451.00 453.75 450.50 452.00 -1.50 21,984 74,853 +225
Jan01 000809 461.00 464.00 461.00 462.50 -1.50 324 9,246 +34
Mar01 000809 473.00 474.00 472.00 472.75 -1.75 181 8,485 +69
May01 000809 480.00 483.00 480.00 482.25 -1.25 30 6,404 +15
Jul01 000809 489.50 492.50 489.50 490.75 -1.25 608 5,813 +268
Total Volume and Open Interest 28,797 126,688 +207
Soybean Meal(CBOT)
Aug00 000809 147.00 147.40 146.60 147.40 -0.20 2,469 4,585 -798
Sep00 000809 146.30 147.20 146.10 147.10 unch 3,842 16,940 +48
Oct00 000809 146.70 147.20 146.30 147.00 +0.10 963 13,956 -192
Dec00 000809 147.70 148.90 147.30 148.70 +0.40 4,195 39,714 -273
Jan01 000809 149.00 150.10 148.80 150.00 +0.40 189 8,106 +49
Mar01 000809 151.30 152.00 150.80 151.90 +0.60 145 6,803 +57
May01 000809 153.70 154.00 153.30 153.60 unch 67 4,106 -6
Jul01 000809 156.50 156.50 155.50 156.00 +0.10 55 1,883 -2
Total Volume and Open Interest 11,925 96,710 -1,117
Soybean Oil(CBOT)
Aug00 000809 15.18 15.19 15.08 15.13 -0.08 1,708 1,483 -293
Sep00 000809 15.28 15.34 15.22 15.24 -0.09 6,284 24,870 -1,131
Oct00 000809 15.50 15.52 15.43 15.43 -0.12 3,419 15,134 +1,001
Dec00 000809 15.85 15.93 15.80 15.81 -0.11 4,636 56,756 +79
Jan01 000809 16.25 16.25 16.14 16.16 -0.11 936 14,976 +594
Mar01 000809 16.56 16.60 16.50 16.50 -0.11 119 7,312 +6
May01 000809 16.93 16.93 16.85 16.87 -0.10 35 5,981 -14
Jul01 000809 17.35 17.35 17.19 17.20 -0.09 0 4,400 +0
Total Volume and Open Interest 17,156 133,452 +261
Canola(WCE)
Sep00 000809 247.1 247.9 246.8 246.8 -0.9 69 2,576 +0
Nov00 000809 253.5 253.8 252.5 252.6 -1.2 3,572 38,975 +3,261
Jan01 000809 259.1 259.4 258.4 258.6 -0.9 79 5,828 +33
Mar01 000809 264.7 264.8 264.4 264.8 -1.1 0 1,124 +0
May01 000809 268.5 268.5 268.5 268.5 -0.5 0 18 +0
Total Volume and Open Interest 3,790 48,835 +3,294
Corn(CBOT)
Sep00 000809 178.25 179.00 177.75 178.25 -1.25 15,584 112,520 -4,159
Nov00 000809 186.50 186.50 186.00 186.25 -1.25 10 1,457 -9
Dec00 000809 190.50 191.25 189.75 190.75 -1.00 17,874 189,574 -1,281
Jan01 000809 194.00 194.00 194.00 194.00 -1.50 18 279 +3
Mar01 000809 202.00 203.00 201.75 202.25 -1.25 1,556 43,160 +347
May01 000809 210.50 210.75 209.75 210.50 -1.00 296 11,190 +81
Total Volume and Open Interest 36,186 388,462 -4,763
Wheat(CBOT)
Sep00 000809 237.00 237.25 233.50 235.50 -1.00 8,204 50,662 -3,429
Dec00 000809 255.00 255.50 251.50 254.25 -1.25 10,829 64,349 +1,963
Mar01 000809 271.00 272.25 268.50 270.75 -1.75 1,125 20,509 +166
May01 000809 281.00 282.50 279.50 282.25 -0.50 90 1,260 +1
Jul01 000809 290.75 291.50 288.50 290.75 -1.50 164 8,867 -25
Total Volume and Open Interest 20,427 146,149 -1,314
Wheat(KCBT)
Sep00 000809 273.25 275.00 272.25 273.00 -1.25 3,502 26,812 -604
Dec00 000809 289.00 290.50 287.00 289.00 -0.75 2,819 41,250 +679
Mar01 000809 302.50 304.00 301.50 303.00 -1.00 263 9,002 +4
May01 000809 311.50 311.50 310.75 310.75 -2.75 5 1,102 +0
Jul01 000809 318.00 318.00 318.00 318.00 -1.50 45 680 +10
Total Volume and Open Interest 6,634 78,851 +89
Wheat(MGE)
Sep00 000809 292.00 293.00 290.00 290.50 -2.75 1,940 10,315 +12
Dec00 000809 308.00 309.00 306.00 307.00 -2.25 979 10,331 +243
Mar01 000809 323.00 323.75 321.00 321.75 -2.00 76 2,748 -67
May01 000809 331.00 332.25 329.00 329.25 -2.25 21 298 +4
Jul01 000809 338.50 338.50 338.00 338.00 -1.00 10 144 +10
Total Volume and Open Interest 3,026 23,896 +199
Oats(CBOT)
Sep00 000809 98.75 99.00 98.00 98.50 -0.50 953 6,326 -387
Dec00 000809 108.75 109.00 108.00 108.50 -0.50 649 8,139 +187
Mar01 000809 118.25 118.50 117.25 117.75 -0.75 426 1,203 +287
May01 000809 123.50 123.50 123.50 123.50 -0.50 0 22 +0
Total Volume and Open Interest 2,028 15,753 +87
Rough Rice(CBOT)
Sep00 000809 5.93 5.99 5.93 5.99 +0.04 43 1,582 +0
Nov00 000809 6.02 6.08 6.01 6.08 +0.05 32 2,554 +12
Jan01 000809 6.25 6.30 6.25 6.30 +0.04 13 1,749 +17
Mar01 000809 6.51 6.51 6.51 6.51 +0.04 0 379 +0
Total Volume and Open Interest 88 6,344 +29
Live Cattle(CME)
Aug00 000809 65.875 66.650 65.750 66.500 +0.275 4,382 13,845 -1,212
Oct00 000809 67.900 68.750 67.825 68.475 +0.250 5,561 56,789 -27
Dec00 000809 69.750 70.500 69.650 70.325 +0.400 2,122 25,288 +715
Feb01 000809 71.550 72.200 71.475 72.100 +0.375 486 11,958 +47
Apr01 000809 73.600 74.200 73.575 74.175 +0.400 300 7,218 +94
Jun01 000809 71.600 72.175 71.575 72.100 +0.225 65 3,356 +24
Total Volume and Open Interest 12,923 120,950 -354
Feeder Cattle(CME)
Aug00 000809 85.750 86.200 85.500 86.000 +0.150 450 5,953 -83
Sep00 000809 85.750 86.250 85.650 86.050 +0.125 255 3,364 +3
Oct00 000809 86.600 87.050 86.475 87.025 +0.175 323 5,114 +59
Nov00 000809 87.075 87.500 86.900 87.475 +0.300 165 2,777 -27
Jan01 000809 87.475 87.850 87.350 87.825 +0.250 25 2,150 -3
Mar01 000809 87.375 87.700 87.125 87.700 +0.275 22 944 +5
Apr01 000809 87.200 87.300 87.200 87.275 +0.075 15 197 -2
Total Volume and Open Interest 1,275 21,148 -49
Lean Hogs(CME)
Aug00 000809 63.200 63.250 62.350 62.525 -1.150 3,279 6,198 -799
Oct00 000809 54.900 55.700 54.825 55.300 +0.100 4,142 18,516 +542
Dec00 000809 52.150 52.550 51.850 52.050 -0.100 1,168 10,494 -113
Feb01 000809 52.250 52.725 52.100 52.625 +0.175 239 3,242 +86
Apr01 000809 51.500 51.800 51.500 51.575 unch 48 1,618 +28
Jun01 000809 58.000 58.100 57.950 58.025 -0.025 32 566 +17
Jul01 000809 56.150 56.575 56.000 56.575 +0.500 8 111 +4
Aug01 000809 55.000 55.350 55.000 55.350 +0.350 1 22 +1
Total Volume and Open Interest 8,917 40,767 -234
Pork Bellies(CME)
Aug00 000809 78.525 78.525 78.525 78.525 -3.000 296 1,178 -159
Feb01 000809 67.800 70.250 67.025 70.000 +1.850 497 912 +93
Mar01 000809 69.750 70.650 69.750 70.650 +2.150 0 15 +0
May01 000809 70.000 70.000 69.900 70.000 unch 0 1 +0
Jul01 000809 71.000 71.000 71.000 71.000 +1.850 2 5 +2
Total Volume and Open Interest 795 2,111 -64
Cocoa(NYBOT)
Sep00 000809 773 775 747 750 -23 3,757 21,992 -2,261
Dec00 000809 810 814 790 791 -24 4,348 36,428 +2,256
Mar01 000809 850 850 828 828 -23 342 15,596 +63
May01 000809 865 870 851 851 -23 397 8,075 -91
Jul01 000809 875 875 875 875 -24 183 8,048 +131
Sep01 000809 909 909 901 901 -24 267 7,256 -191
Dec01 000809 936 936 936 936 -24 0 7,938 +0
Total Volume and Open Interest 9,911 116,931 -95
Coffee "C"(NYBOT)
Sep00 000809 83.00 83.50 79.30 79.50 -4.20 4,497 22,259 -851
Dec00 000809 88.50 88.75 84.25 84.45 -4.25 2,419 12,748 +723
Mar01 000809 93.75 93.75 88.90 88.90 -4.40 352 4,427 +39
May01 000809 96.50 96.50 91.60 91.60 -4.55 54 1,129 +39
Jul01 000809 98.75 98.75 94.50 94.50 -4.75 3 320 +1
Sep01 000809 101.00 101.00 97.25 97.50 -4.75 46 527 +31
Total Volume and Open Interest 7,371 41,470 -18
Orange Juice(NYBOT)
Sep00 000809 73.50 74.50 72.90 73.05 -0.85 1,215 13,647 -525
Nov00 000809 75.50 76.30 74.80 75.00 -0.70 922 8,659 +523
Jan01 000809 77.25 77.70 76.60 76.60 -0.65 19 3,623 +8
Mar01 000809 78.80 79.00 78.05 78.20 -0.75 143 3,794 +96
May01 000809 80.00 80.00 79.45 79.45 -0.75 0 557 +0
Total Volume and Open Interest 4,799 30,961 +102
Sugar #11(NYBOT)
Oct00 000809 10.58 10.66 10.55 10.59 -0.11 13,459 82,613 -66
Mar01 000809 10.30 10.38 10.30 10.31 -0.09 6,062 50,991 -425
May01 000809 10.04 10.11 10.01 10.06 -0.06 587 11,864 -253
Jul01 000809 9.70 9.73 9.68 9.71 -0.07 782 11,850 +99
Oct01 000809 9.50 9.53 9.50 9.52 -0.07 423 10,077 -35
Total Volume and Open Interest 21,849 172,864 -675
London Cocoa(LCE)
Sep00 000809 576 585 565 568 -8 1,225 26,080 -553
Dec00 000809 615 620 601 606 -9 2,427 55,524 +261
Mar01 000809 643 643 622 627 -8 594 35,899 +130
May01 000809 653 653 640 643 -8 146 19,940 +73
Jul01 000809 669 669 656 659 -8 22 7,134 +6
Sep01 000809 686 686 673 674 -9 31 4,747 +25
Dec01 000809 699 699 699 699 -9 6 4,093 -1
Total Volume and Open Interest 4,473 181,465 -37
London Coffee(LCE)
Sep00 000809 807.00 809.00 801.00 809.00 -3.00 1,316 24,731 -246
Nov00 000809 828.00 832.00 823.00 830.00 -5.00 890 21,543 +166
Jan01 000809 850.00 851.00 844.00 850.00 -5.00 677 6,824 +481
Mar01 000809 869.00 874.00 866.00 873.00 -4.00 62 1,919 +4
May01 000809 898.00 898.00 890.00 897.00 -2.00 14 1,654 -1
Jul01 000809 927.00 927.00 915.00 922.00 -2.00 0 93 +0
Total Volume and Open Interest 2,959 56,767 +404
London Sugar(LCE)
Aug00 000714 244.40 244.50 240.10 241.10 -3.30 2,919 885 -2,498
Oct00 000809 274.50 275.50 272.00 272.50 -2.20 1,543 15,337 +310
Dec00 000809 272.50 273.00 270.30 270.80 -2.10 243 7,228 +128
Mar01 000809 271.00 271.00 268.00 268.60 -2.30 475 9,031 +119
May01 000809 265.00 265.00 264.10 264.10 -2.10 0 1,440 +0
Total Volume and Open Interest 2,261 38,318 +557
Cotton(NYBOT)
Oct00 000809 60.95 62.15 60.70 62.13 +1.37 759 4,185 +59
Dec00 000809 62.95 64.50 62.70 64.35 +1.65 8,711 32,362 +277
Mar01 000809 64.60 65.90 64.25 65.85 +1.50 1,266 8,386 +304
May01 000809 65.50 66.70 65.45 66.58 +1.33 190 5,789 +16
Jul01 000809 67.20 67.40 67.20 67.40 +1.25 31 2,063 +5
Oct01 000809 66.35 66.35 66.35 66.35 +1.10 0 469 +0
Total Volume and Open Interest 25,963 55,543 +661
Lumber(CME)
Sep00 000809 238.7 243.5 237.6 243.2 +5.7 314 2,071 +34
Nov00 000809 250.5 255.3 249.9 254.6 +5.0 172 1,088 +35
Jan01 000809 261.9 265.2 259.0 263.7 +3.7 89 264 +42
Mar01 000809 269.5 269.5 264.7 269.5        
Crude Oil(NYM)
Sep00 000809 29.75 30.48 29.70 30.35 +1.23 53,680 90,186 -5,923
Oct00 000809 29.45 30.04 29.33 29.95 +1.08 31,267 62,697 +1,181
Nov00 000809 29.00 29.50 28.90 29.43 +0.92 5,452 35,153 -995
Dec00 000809 28.55 29.00 28.50 28.98 +0.83 4,427 41,677 +279
Jan01 000809 28.25 28.55 28.15 28.53 +0.74 3,190 19,936 -82
Feb01 000809 27.85 28.11 27.80 28.11 +0.66 1,126 11,717 +432
Mar01 000809 27.45 27.73 27.45 27.73 +0.59 901 10,839 +200
Apr01 000809 27.35 27.39 27.15 27.39 +0.54 677 5,949 -202
May01 000809 26.90 27.08 26.90 27.07 +0.50 125 5,902 +124
Jun01 000809 26.65 26.77 26.57 26.77 +0.45 2,975 16,264 -2,329
Total Volume and Open Interest 108,402 413,886 -6,625
Heating Oil(NYM)
Sep00 000809 81.60 83.80 81.50 83.54 +3.71 19,005 34,177 -2,194
Oct00 000809 81.80 83.70 81.55 83.48 +3.56 9,868 26,080 +1,833
Nov00 000809 81.90 83.50 81.80 83.43 +3.26 4,533 21,351 -264
Dec00 000809 82.00 83.50 81.70 83.28 +2.96 5,203 28,278 +910
Jan01 000809 81.30 82.70 80.90 82.53 +2.71 2,122 18,154 +149
Feb01 000809 79.75 81.00 79.70 80.78 +2.46 560 12,320 +227
Mar01 000809 76.30 77.40 75.70 76.98 +2.06 172 8,957 +6
Apr01 000809 72.50 73.33 72.50 73.33 +1.76 143 4,594 -9
May01 000809 71.00 71.00 70.78 70.78 +1.56 47 2,089 -1
Jun01 000809 69.00 69.30 68.98 68.98 +1.41 16 2,715 -10
Total Volume and Open Interest 41,743 162,006 +675
Unleaded Gas(NYM)
Sep00 000809 87.50 88.30 86.70 88.20 +1.92 15,446 29,716 +212
Oct00 000809 81.25 82.80 81.25 82.66 +1.88 7,155 13,577 +609
Nov00 000809 78.95 79.94 78.95 79.94 +1.61 994 4,795 +354
Dec00 000809 77.85 78.59 77.85 78.59 +1.46 188 5,217 -94
Jan01 000809 77.00 78.04 77.00 78.04 +1.41 540 1,756 +134
Feb01 000809 78.08 78.08 78.08 78.08 +1.41 136 2,996 +91
Mar01 000809 77.20 78.33 77.20 78.33 +1.41 0 922 -7
Apr01 000809 83.18 83.18 83.18 83.18 +1.31 0 1,253 +0
Total Volume and Open Interest 24,462 60,927 +1,302
Natural Gas(NYM)
Sep00 000809 4.450 4.565 4.390 4.419 +0.010 23,686 45,773 +980
Oct00 000809 4.460 4.540 4.380 4.412 +0.010 9,552 29,153 +356
Nov00 000809 4.480 4.570 4.430 4.455 +0.018 4,654 19,339 -345
Dec00 000809 4.520 4.600 4.480 4.505 +0.022 4,057 25,912 +360
Jan01 000809 4.495 4.540 4.460 4.477 +0.017 3,752 28,300 -290
Feb01 000809 4.230 4.300 4.200 4.212 +0.012 2,102 16,477 -140
Mar01 000809 3.970 4.020 3.940 3.955 +0.007 2,813 19,667 +492
Apr01 000809 3.720 3.785 3.700 3.705 -0.003 2,809 12,200 +777
Total Volume and Open Interest 66,094 332,143 +4,626
Brent Crude Oil(IPE)
Sep00 000809 29.80 30.15 29.52 29.87 +0.97 16,516 53,478 -2,915
Oct00 000809 28.80 28.91 28.30 28.64 +0.86 26,849 73,658 -3,268
Nov00 000809 28.36 28.40 27.96 28.32 +0.72 8,045 23,279 +3,813
Dec00 000809 27.95 28.05 27.60 27.95 +0.68 3,342 38,863 +1,049
Jan01 000809 27.38 27.51 27.21 27.50 +0.64 1,100 14,213 +340
Feb01 000809 26.93 27.04 26.82 27.04 +0.59 456 10,850 +52
Mar01 000809 26.59 26.59 26.31 26.58 +0.54 797 8,529 -862
Apr01 000809 26.20 26.20 26.17 26.17 +0.51 40 3,009 -2
Total Volume and Open Interest 64,275 267,454 -1,761
Gas Oil(IPE)
Aug00 000809 255.00 258.75 253.75 258.00 +8.25 8,392 16,330 -3,393
Sep00 000809 253.00 256.75 252.00 256.00 +7.75 10,429 38,086 -91
Oct00 000809 250.50 254.00 249.75 254.00 +7.50 3,740 21,643 +545
Nov00 000809 250.00 250.50 248.00 250.50 +6.50 677 9,961 +30
Dec00 000809 246.50 247.50 244.75 247.50 +6.25 1,095 30,181 -181
Jan01 000809 242.50 243.00 241.50 243.00 +5.50 144 7,748 -11
Feb01 000809 236.50 236.50 236.50 236.50 +4.50 200 3,334 +135
Mar01 000809 230.00 230.00 230.00 230.00 +4.00 0 3,511 +0
Total Volume and Open Interest 24,729 140,352 -2,950
US Dollar Index(NYBOT)
Sep00 000809 111.21 111.58 111.13 111.30 +0.13 449 4,373 +18
Dec00 000809 111.20 111.20 110.86 110.97 +0.13 1 2,050 +1
Mar01 000809 110.64 110.64 110.64 110.64 +0.13 450 6,423 +19
Total Volume and Open Interest 801 6,423 +19
Australian Dollar(IMM)
Sep00 000809 57.86 58.00 57.73 57.87 -0.43 1,069 16,348 -86
Dec00 000809 57.88 57.95 57.85 57.93 -0.43 0 842 +0
Mar01 000809 58.00 58.00 57.99 57.99 -0.43 0 682 +0
Total Volume and Open Interest 1,069 17,873 -86
British Pound(IMM)
Sep00 000809 150.20 150.50 150.00 150.22 -0.34 3,806 31,322 -325
Dec00 000809 150.60 150.80 150.20 150.44 -0.34 7 332 +1
Mar01 000809 150.64 151.00 150.30 150.64 -0.34 0 12 +0
Total Volume and Open Interest 3,813 31,666 -324
Canadian Dollar(IMM)
Sep00 000809 67.27 67.53 67.25 67.47 +0.22 3,741 60,091 +612
Dec00 000809 67.45 67.68 67.45 67.64 +0.22 53 4,821 -20
Mar01 000809 67.80 67.85 67.80 67.81 +0.22 17 627 +10
Jun01 000809 67.98 68.05 67.98 67.98 +0.22 0 142 +0
Total Volume and Open Interest 3,811 65,692 +602
Japanese Yen(IMM)
Sep00 000809 93.39 93.40 93.09 93.37 +0.68 13,215 73,663 +232
Dec00 000809 94.69 94.92 94.67 94.90 +0.68 305 3,072 +31
Mar01 000809 96.45 96.45 96.45 96.45 +0.68 0 136 +0
Total Volume and Open Interest 13,520 76,872 +263
Swiss Franc(IMM)
Sep00 000809 58.33 58.54 58.27 58.42 -0.22 7,328 49,185 +1,126
Dec00 000809 58.74 59.00 58.73 58.88 -0.22 136 322 +95
Mar01 000809 59.32 59.32 59.25 59.32 -0.22 0 3 +0
Total Volume and Open Interest 7,464 49,510 +1,221
EuroFX(IMM)
Sep00 000809 89.97 90.30 89.88 90.07 -0.33 14,410 67,491 +1,530
Dec00 000809 90.40 90.72 90.34 90.49 -0.34 74 1,059 +28
Mar01 000809 90.88 90.88 90.75 90.88 -0.35 76 171 +31
Total Volume and Open Interest 7,032 67,132 -18
Mexican Peso(IMM)
Sep00 000809 10605.0 10623.0 10600.0 10615.0 +20.0 1,990 13,637 +140
Dec00 000809 10360.0 10360.0 10350.0 10350.0 +20.0 0 1,827 +0
Total Volume and Open Interest 1,990 16,391 +140
30-Year T-Bonds(CBOT)
Sep00 000809 99~22 99~27 99~03 99~25 +0~04 115,312 406,337 +3,913
Dec00 000809 99~17 99~25 99~02 99~24 +0~04 998 14,921 +301
Mar01 000809 99~24 99~24 99~24 99~24 +0~04 20 1,490 +5
Total Volume and Open Interest 116,330 422,823 +4,219
Municipal Bonds(CBOT)
Sep00 000809 99~01 99~08 98~26 99~04 unch 558 22,308 +20
Dec00 000809 98~12 98~12 98~00 98~10 -0~04 0 415 +0
Total Volume and Open Interest 558 22,723 +20
10-Year T-Notes(CBOT)
Sep00 000809 99~245 99~280 99~155 99~265 +0~020 114,979 571,737 -6,587
Dec00 000809 99~190 99~250 99~140 99~240 +0~020 6,869 42,569 +3,499
Total Volume and Open Interest 121,848 614,331 -3,088
5-Year T-Notes(CBOT)
Sep00 000809 99~225 99~250 99~170 99~235 unch 84,217 398,875 -4,859
Dec00 000809 99~255 99~270 99~200 99~265 unch 4,456 14,135 +3,485
Total Volume and Open Interest 88,673 413,010 -1,374
2 Year T-Notes(CBOT)
Sep00 000809 99~078 99~080 99~068 99~078 -0~003 2,372 54,986 +322
Dec00 000809 99~070 99~070 99~070 99~070 -0~003      
Total Volume and Open Interest 2,372 54,986 +322
3-Mth T-Bills(IMM)
Sep00 000809 93.89 93.90 93.89 93.90 +0.02 0 910 +0
Total Volume and Open Interest 0 910 +0
Eurodollars(IMM)
Sep00 000809 93.285 93.300 93.280 93.295 unch 55,569 597,925 -4,383
Dec00 000809 93.150 93.160 93.135 93.160 -0.005 64,155 554,045 +2,000
Mar01 000809 93.210 93.235 93.195 93.230 +0.010 78,774 460,136 +3,739
Jun01 000809 93.190 93.225 93.175 93.220 +0.015 40,276 281,355 -6,362
Sep01 000809 93.190 93.210 93.170 93.205 +0.005 24,398 226,305 +1,814
Dec01 000809 93.140 93.140 93.110 93.140 unch 10,319 171,970 +1,480
Mar02 000809 93.180 93.185 93.150 93.185 unch 6,489 139,286 +216
Jun02 000809 93.160 93.170 93.135 93.170 -0.005 7,439 104,316 +1,062
Sep02 000809 93.150 93.165 93.130 93.165 -0.005 4,082 98,787 -210
Dec02 000809 93.090 93.095 93.060 93.095 -0.005 2,660 74,549 +250
Mar03 000809 93.125 93.135 93.100 93.135 -0.005 2,437 73,053 +801
Jun03 000809 93.100 93.110 93.075 93.110 -0.005 3,829 48,800 -376
Total Volume and Open Interest 320,587 3,214,250 +192
3-Mth Euro-Yen(IMM)
Sep00 000809 99.68 99.68 99.68 99.68 -0.03 1,908 14,170 +712
Dec00 000809 99.57 99.58 99.57 99.57 -0.04 1,018 10,494 +216
Mar01 000809 99.53 99.54 99.53 99.54 -0.03 227 12,739 +49
Jun01 000809 99.45 99.45 99.44 99.44 -0.05 1,016 8,859 -324
Sep01 000809 99.34 99.34 99.33 99.33 -0.06 3 16,382 +279
Dec01 000809 99.19 99.19 99.18 99.19 -0.06 53 2,924 +53
Mar02 000809 99.09 99.09 99.08 99.08 -0.06 0 2,213 +0
Jun02 000809 98.98 98.98 98.97 98.97 -0.06 0 678 +0
Sep02 000809 98.86 98.86 98.86 98.86 unch 0 30 +0
Dec02 000809 98.72 98.72 98.72 98.72 unch 0 30 +0
Total Volume and Open Interest 4,225 68,519 +985
3-Mth Euro-Yen(SIMEX)
Sep00 000809 99.72 99.72 99.68 99.68 -0.03 2,930 90,347 -1,164
Dec00 000809 99.62 99.63 99.56 99.57 -0.05 3,050 102,630 +422
Mar01 000809 99.58 99.58 99.52 99.53 -0.05 1,726 100,457 -429
Jun01 000809 99.50 99.50 99.43 99.45 -0.05 3,435 76,330 +910
Sep01 000809 99.39 99.39 99.33 99.34 -0.05 2,287 59,491 -51
Dec01 000809 99.25 99.25 99.19 99.19 -0.06 483 23,526 +106
Mar02 000809 99.09 99.09 99.08 99.08 -0.06 97 14,236 -218
Jun02 000809 98.99 98.99 98.97 98.97 -0.06 500 2,679 +426
Total Volume and Open Interest 14,508 473,205 +2
German Euro-Bund(EUREX)
Sep00 000809 105.60 105.81 105.42 105.75 +0.21 428,269 611,014 +11,176
Dec00 000809 105.42 105.50 105.25 105.46 +0.21 971 34,404 -645
Mar01 000809 105.40 105.40 105.40 105.40 +0.21 0 988 +64
Total Volume and Open Interest 429,240 646,406 +10,595
German Euro-Bobl(EUREX)
Sep00 000809 103.23 103.32 103.09 103.28 +0.08 174,013 281,284 +5,966
Dec00 000809 103.13 103.17 103.13 103.17 +0.10 1,502 10,214 +3
Mar01 000809 103.00 103.00 103.00 103.00 +0.08 0 547 +0
Total Volume and Open Interest 175,515 292,045 +5,969
Long Gilt(LIFFE)
Sep00 000809 113~16 113~24 113~11 113~13 -0~02 31,963 54,775 -1,855
Dec00 000809 113~07 113~09 113~02 113~04 -0~02 2,925 3,882 +2,514
Total Volume and Open Interest 34,904 58,657 +659
3-Mth Short Sterling(LIFFE)
Sep00 000809 93.72 93.75 93.70 93.75 +0.03 7,581 191,894 +386
Dec00 000809 93.61 93.68 93.58 93.67 +0.06 13,072 194,538 -130
Mar01 000809 93.60 93.67 93.57 93.67 +0.07 7,469 136,198 +599
Total Volume and Open Interest 36,977 833,592 +1,318
3-Mth Euribor(LIFFE)
Sep00 000809 95.145 95.145 95.100 95.120 -0.020 42,408 316,566 -3,641
Dec00 000809 94.835 94.840 94.790 94.800 -0.030 42,298 272,152 +1,677
Mar01 000809 94.785 94.800 94.745 94.760 -0.030 33,884 190,486 -941
Total Volume and Open Interest 164,408 1,239,845 -1,626
3-Mth Aus T-Bills(SFE)
Sep00 000809 93.56 93.56 93.53 93.55 unch 559 203,632 +991
Dec00 000809 93.47 93.49 93.45 93.46 +0.01 784 130,206 +697
Mar01 000809 93.45 93.47 93.43 93.44 +0.01 220 52,176 +481
Jun01 000809 93.45 93.45 93.42 93.42 +0.01 326 23,121 +166
Sep01 000809 93.44 93.44 93.40 93.40 +0.01 186 12,180 +127
Dec01 000809 93.41 93.41 93.38 93.38 unch 200 7,343 +78
Mar02 000809 93.40 93.40 93.36 93.36 unch 260 5,913 -92
Jun02 000809 93.36 93.36 93.35 93.35 unch 75 3,877 +50
Sep02 000809 93.34 93.34 93.34 93.34 unch 50 1,777 +20
Dec02 000809 93.33 93.33 93.33 93.33 unch 123 1,675 +100
Total Volume and Open Interest 2,956 446,376 +2,768
10-Year Aus T-Bonds(SFE)
Sep00 000809 93.90 93.92 93.85 93.87 0.00 8,061 141,545 +1,962
Dec00 000809 93.92 93.92 93.92 93.92 +0.07      
Total Volume and Open Interest 8,061 141,545 +1,962
3-Year Aus T-Bonds(SFE)
Sep00 000809 93.81 93.83 93.79 93.80 +0.02 20,880 335,512 -11,055
Dec00 000809 93.81 93.81 93.81 93.81 +0.04 0 1,150 +0
Total Volume and Open Interest 20,880 336,662 -11,055
Gold(CMX)
Aug00 000809 271.5 272.3 271.0 271.6 -1.2 27 185 -20
Oct00 000809 274.4 275.6 273.5 274.4 -1.3 322 7,947 +67
Dec00 000809 277.8 278.5 276.5 277.3 -1.4 16,787 72,413 +1,777
Feb01 000809 280.0 280.2 279.7 280.0 -1.4 768 11,662 +256
Apr01 000809 282.6 282.6 282.6 282.6 -1.4 2 4,027 +1
Jun01 000809 285.0 285.2 285.0 285.2 -1.4 18 8,205 +2
Total Volume and Open Interest 17,957 122,540 +2,104
Silver(CMX)
Sep00 000809 491.0 494.5 490.0 491.8 -1.7 11,432 57,442 +976
Dec00 000809 496.0 500.0 496.0 497.8 -1.6 4,006 22,729 +1,369
Mar01 000809 503.0 505.0 501.0 502.8 -1.6 249 2,181 +141
May01 000809 505.3 505.3 505.3 505.3 -1.6 3 824 +2
Jul01 000809 507.8 507.8 507.8 507.8 -1.6 59 1,754 -41
Total Volume and Open Interest 15,844 89,533 +2,434
Platinum(NYM)
Oct00 000809 576.0 584.0 571.1 572.3 -5.3 629 8,909 -26
Jan01 000809 566.0 570.0 561.3 561.3 -5.3 16 650 +0
Total Volume and Open Interest 645 9,564 -26
Palladium(NYME)
Sep00 000809 790.00 800.00 775.00 785.65 +13.65 104 1,133 -21
Dec00 000809 785.00 785.00 775.00 784.15 +14.15 10 996 +7
Mar01 000809 779.15 779.15 779.15 779.15 +14.15 0 5 +0
Total Volume and Open Interest 114 2,134 -14
Copper(CMX)
Sep00 000809 86.45 87.70 86.30 87.35 +1.20 9,973 46,662 -1,343
Dec00 000809 87.00 88.30 87.00 88.00 +1.15 1,380 15,056 +442
Mar01 000809 87.20 87.40 86.85 87.40 +0.95 42 3,979 +3
May01 000809 86.80 87.10 86.60 87.10 +0.90 8 1,346 +6
Jul01 000809 86.75 86.75 86.75 86.75 +0.85 6 837 +1
Total Volume and Open Interest 11,813 82,125 -908
DJIA Index(CBOT)
Sep00 000809 11060 11060 10945 10956 -73 10,054 12,845 -211
Dec00 000809 11200 11200 11095 11102 -73 36 2,122 +29
Mar01 000809 11250 11250 11250 11250 -73 0 2 +0
Jun01 000809 11406 11406 11406 11406 -73      
Total Volume and Open Interest 9,189 15,157 +18
S & P 500(CME)
Sep00 000809 1497.50 1498.00 1480.00 1481.00 -10.70 48,085 374,466 -2,812
Dec00 000809 1519.00 1519.00 1503.00 1503.30 -10.70 447 8,173 +347
Mar01 000809 1543.00 1543.00 1526.30 1526.30 -10.50 17 1,288 +3
Jun01 000809 1562.50 1566.00 1549.50 1549.50 -10.50 4 1,301 +0
Total Volume and Open Interest 48,555 385,401 -2,462
S & P 500 E-Mini(Globex)
Sep00 000809 1492.50 1499.50 1479.25 1481.00 -10.75 62,031 45 -40,911
Dec00 000809 1516.75 1517.50 1502.75 1503.25 -10.75 6 39 +0
Total Volume and Open Interest 62,037 42,854 +1,859
NASDAQ 100(CME)
Sep00 000809 3778.00 3810.00 3687.00 3693.50 -24.00 13,262 31,516 -846
Dec00 000809 3754.50 3754.50 3754.00 3754.50 -24.00 0 13 +0
Mar01 000809 3815.50 3815.50 3815.00 3815.50 -24.00 0 4 +0
Total Volume and Open Interest 13,262 31,533 -846
NASDAQ 100 E-Mini(GLOBEX)
Sep00 000809 3735.0 3809.0 3688.0 3693.5 -24.0 39,517 29,837 +410
Dec00 000809 3755.0 3850.0 3753.0 3754.5 -24.0 0 16 +0
Total Volume and Open Interest 39,517 29,853 +410
NYSE Composite(NYBOT)
Sep00 000809 671.50 671.50 663.75 663.75 -5.30 312 827 -53
Dec00 000809 673.00 673.00 673.00 673.00 -5.30 0 1,496 +0
Mar01 000809 682.25 682.25 682.25 682.25 -5.30 0 102 +0
Total Volume and Open Interest 479 2,415 +28
S & P Midcap 400(CME)
Sep00 000809 515.70 517.35 509.10 509.10 -4.40 373 12,957 -25
Dec00 000809 516.10 516.10 516.10 516.10 -4.40      
Mar01 000809 522.10 522.10 522.10 522.10 -4.40      
Total Volume and Open Interest 373 12,957 -25
Russell 2000(CME)
Sep00 000809 514.50 515.50 507.70 507.85 -2.90 1,230 11,669 -36
Dec00 000809 515.65 515.65 515.60 515.65 -2.90      
Mar01 000809 523.20 523.20 523.15 523.20 -2.90      
Total Volume and Open Interest 1,230 11,669 -36
Value Line(KCBT)
Sep00 000809 1125.00 1126.00 1115.50 1115.50 -7.00 37 207 -20
Total Volume and Open Interest 38 209 -20
Nikkei 225(CME)
Sep00 000809 16095 16130 15950 15975 +95 676 15,276 -328
Dec00 000809 16000 16105 15975 15975 +95 1 31 +0
Total Volume and Open Interest 677 15,307 -328
Nikkei 225(SIMEX)
Sep00 000809 15815 16065 15750 16055 +210 13,602 107,554 -307
Dec00 000809 16045 16045 16045 16045 +210 1,300 7,122 +1,200
Mar01 000809 16060 16060 16060 16060 +210 0 3,790 +0
Total Volume and Open Interest 14,902 118,881 +893
CAC 40(MATIF)
Aug00 000809 6581.0 6651.0 6576.5 6585.0 +10.0 30,593 226,072 +5,340
Sep00 000809 6597.0 6653.0 6583.0 6599.0 +26.5 1,724 106,491 +828
Oct00 000809 6623.5 6623.5 6623.5 6623.5 +26.5      
Total Volume and Open Interest 32,860 349,985 +6,676
DAX Index(EUREX)
Sep00 000809 7209.0