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MRCI's End of Day Prices
Daily Futures Price Listing Tue August 15, 2000
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Sep00 000815 455.50 459.25 454.25 457.50 +1.50 2,698 16,446 +69
Nov00 000815 464.50 469.00 463.25 467.00 +2.00 18,847 76,739 -624
Jan01 000815 475.50 479.00 474.00 477.50 +1.75 773 9,401 +47
Mar01 000815 485.00 490.00 484.00 487.50 +2.50 216 8,676 +1
May01 000815 494.00 498.50 493.00 497.25 +3.00 144 6,874 +9
Jul01 000815 501.50 507.00 501.50 505.75 +2.75 211 6,146 +35
Aug01 000815 506.00 506.00 506.00 506.00 +2.50 1 158 +1
Total Volume and Open Interest 23,349 126,599 -762
Soybean Meal(CBOT)
Sep00 000815 151.90 154.70 151.60 154.30 +2.10 4,412 16,961 +261
Oct00 000815 152.00 154.50 151.50 154.10 +2.30 1,664 13,967 +37
Dec00 000815 154.00 156.40 153.50 155.80 +1.70 5,089 38,292 -801
Jan01 000815 154.90 157.10 154.70 156.50 +1.50 309 8,128 -27
Mar01 000815 157.50 159.00 157.00 158.50 +1.50 113 7,017 -10
May01 000815 159.30 160.60 159.00 160.20 +1.40 56 4,161 +21
Jul01 000815 162.00 163.00 161.70 162.20 +1.40 37 1,930 +30
Aug01 000815 163.00 163.00 162.00 162.10 +1.80 0 273 +0
Total Volume and Open Interest 13,615 91,100 -1,763
Soybean Oil(CBOT)
Sep00 000815 15.27 15.35 15.20 15.23 -0.06 3,063 22,646 -532
Oct00 000815 15.47 15.53 15.43 15.43 -0.06 1,298 16,586 +363
Dec00 000815 15.85 15.94 15.74 15.76 -0.11 3,513 57,602 +183
Jan01 000815 16.18 16.23 16.06 16.07 -0.09 303 15,786 -15
Mar01 000815 16.55 16.58 16.43 16.44 -0.09 129 7,416 -13
May01 000815 16.90 16.95 16.82 16.82 -0.02 433 6,182 +45
Jul01 000815 17.22 17.32 17.13 17.13 -0.07 120 4,644 +61
Aug01 000815 17.43 17.43 17.30 17.30 -0.01 4 599 +5
Total Volume and Open Interest 9,228 133,894 +141
Canola(WCE)
Sep00 000815 247.8 248.4 247.0 247.1 -1.0 175 3,529 -55
Nov00 000815 254.0 254.5 253.1 253.4 -0.7 2,182 38,701 +1,432
Jan01 000815 260.0 260.5 259.5 259.6 -0.7 124 6,193 -2
Mar01 000815 265.8 266.2 265.7 265.9 -0.2 10 1,127 +0
May01 000815 270.6 271.1 270.6 271.1 +0.1 10 28 +10
Total Volume and Open Interest 2,501 49,578 +1,385
Corn(CBOT)
Sep00 000815 175.50 176.25 174.75 175.75 unch 14,873 103,755 -1,902
Nov00 000815 184.00 184.50 183.25 183.75 unch 74 1,494 +84
Dec00 000815 187.50 188.50 187.25 188.00 unch 18,135 197,317 +1,858
Jan01 000815 191.50 191.50 191.50 191.50 unch 27 311 +27
Mar01 000815 199.75 200.25 199.25 200.00 unch 2,854 47,778 +112
May01 000815 207.50 208.25 207.25 207.75 unch 699 12,979 +67
Total Volume and Open Interest 38,697 396,363 +414
Wheat(CBOT)
Sep00 000815 239.00 241.50 238.25 240.50 +2.00 2,579 40,501 -1,259
Dec00 000815 257.00 260.00 256.75 259.00 +2.25 6,587 73,607 +512
Mar01 000815 274.00 277.00 273.75 276.75 +2.50 1,038 21,311 +202
May01 000815 286.25 288.00 286.00 287.50 +2.75 145 1,414 +33
Jul01 000815 294.00 296.00 293.50 295.50 +2.00 175 9,200 +42
Total Volume and Open Interest 10,528 146,536 -468
Wheat(KCBT)
Sep00 000815 276.50 280.00 276.50 278.75 +2.50 3,608 20,974 -852
Dec00 000815 292.50 295.25 292.25 294.50 +2.75 3,129 46,354 +795
Mar01 000815 307.50 310.00 306.50 309.75 +3.00 730 9,379 -31
May01 000815 316.50 317.25 316.50 317.25 +2.25 62 1,289 +62
Jul01 000815 325.00 325.50 324.50 324.50 +1.75 18 842 +6
Total Volume and Open Interest 7,547 78,843 -20
Wheat(MGE)
Sep00 000815 288.00 291.00 287.75 290.25 +2.00 1,980 10,369 +284
Dec00 000815 303.50 307.00 303.50 306.50 +3.00 1,093 10,315 -82
Mar01 000815 318.00 321.50 318.00 321.00 +2.50 243 2,947 -50
May01 000815 326.50 329.50 326.50 329.25 +2.75 0 359 +0
Jul01 000815 337.00 337.50 337.00 337.00 +3.00 21 134 -13
Total Volume and Open Interest 3,337 24,184 +139
Oats(CBOT)
Sep00 000815 97.75 98.25 97.25 97.75 unch 833 5,860 -172
Dec00 000815 108.00 108.50 108.00 108.25 +0.25 2,000 7,711 -600
Mar01 000815 118.25 119.00 118.25 118.75 +0.75 338 1,388 +243
May01 000815 124.75 124.75 124.75 124.75 +0.75 60 82 +60
Total Volume and Open Interest 3,231 15,115 -469
Rough Rice(CBOT)
Sep00 000815 5.87 5.95 5.85 5.94 +0.06 88 1,579 +4
Nov00 000815 5.93 5.94 5.87 5.92 -0.01 179 2,567 +21
Jan01 000815 6.12 6.15 6.12 6.15 -0.01 38 1,828 +29
Mar01 000815 6.35 6.36 6.33 6.35 -0.02 54 399 -4
Total Volume and Open Interest 359 6,458 +50
Live Cattle(CME)
Aug00 000815 66.925 67.000 66.450 66.500 -0.050 5,340 7,505 -1,589
Oct00 000815 69.100 69.250 68.600 68.650 -0.325 5,679 58,363 +466
Dec00 000815 70.600 70.650 70.075 70.175 -0.375 1,830 27,240 -56
Feb01 000815 72.250 72.350 71.825 71.850 -0.375 500 12,999 +108
Apr01 000815 74.250 74.275 73.850 73.875 -0.375 550 7,569 -13
Jun01 000815 72.125 72.200 71.800 71.800 -0.325 60 3,430 +35
Total Volume and Open Interest 13,994 119,638 -1,036
Feeder Cattle(CME)
Aug00 000815 86.625 86.800 86.525 86.550 -0.025 811 5,122 -185
Sep00 000815 86.700 86.800 86.350 86.375 -0.275 278 3,452 +57
Oct00 000815 87.775 87.800 87.450 87.500 -0.275 879 5,510 +260
Nov00 000815 88.200 88.250 87.900 87.925 -0.225 237 2,838 +5
Jan01 000815 88.450 88.450 88.125 88.200 -0.200 199 2,200 -10
Mar01 000815 88.225 88.250 87.950 88.000 -0.150 49 992 -8
Apr01 000815 87.750 87.750 87.700 87.700 -0.250 15 226 +9
Total Volume and Open Interest 2,478 20,996 +127
Lean Hogs(CME)
Oct00 000815 54.300 54.450 53.050 53.050 -2.000 2,992 18,672 +47
Dec00 000815 51.400 51.650 50.225 50.275 -1.850 746 10,102 -110
Feb01 000815 52.200 52.200 51.350 51.350 -0.975 242 3,299 -35
Apr01 000815 51.100 51.100 50.000 50.300 -0.750 58 1,613 +3
Jun01 000815 57.725 57.800 56.450 56.450 -1.300 4 570 +3
Jul01 000815 56.100 56.100 55.500 55.500 -1.250 5 127 +2
Aug01 000815 54.000 54.000 53.900 53.900 -0.800 2 55 -2
Total Volume and Open Interest 5,030 38,707 -294
Pork Bellies(CME)
Aug00 000815 72.900 72.900 69.675 69.675 -4.500 313 504 -196
Feb01 000815 67.250 67.250 64.600 64.850 -2.525 451 1,090 +49
Mar01 000815 66.050 66.050 64.400 64.400 -2.600 7 14 -3
May01 000815 66.500 66.500 65.000 65.000 -2.250 2 3 +1
Jul01 000815 66.000 67.000 65.700 66.250 -3.250 1 2 -1
Total Volume and Open Interest 774 1,613 -150
Cocoa(NYBOT)
Sep00 000815 767 776 767 769 -1 3,876 13,702 -2,780
Dec00 000815 810 816 808 809 -1 4,218 43,542 +1,945
Mar01 000815 846 853 845 845 -2 365 16,255 +93
May01 000815 875 875 869 869 -2 145 8,242 -2
Jul01 000815 893 893 893 893 -2 2 8,051 -2
Sep01 000815 919 919 919 919 -2 2 7,261 -2
Dec01 000815 953 953 953 953 -2 0 7,951 +0
Total Volume and Open Interest 8,708 116,764 -648
Coffee "C"(NYBOT)
Sep00 000815 78.75 79.10 77.75 78.60 -0.20 6,715 15,573 -1,274
Dec00 000815 83.50 84.10 82.75 83.55 -0.30 5,975 15,398 +0
Mar01 000815 88.45 88.65 87.75 88.30 -0.20 69 4,702 +0
May01 000815 90.50 91.30 90.50 91.00 -0.25 12 1,385 +0
Jul01 000815 94.00 94.25 93.50 93.75 -0.25 28 441 +0
Sep01 000815 96.50 96.50 96.00 96.50 -0.25 0 664 +0
Total Volume and Open Interest 12,799 38,223 -1,274
Orange Juice(NYBOT)
Sep00 000815 73.95 74.90 73.55 73.60 +0.15 1,762 11,152 -556
Nov00 000815 75.60 75.70 74.70 74.90 -0.15 1,961 11,512 +792
Jan01 000815 77.35 77.50 76.75 76.75 -0.10 334 3,815 +139
Mar01 000815 79.10 79.25 78.50 78.70 +0.20 154 4,038 +29
May01 000815 79.75 79.85 79.75 79.80 unch 0 558 +0
Total Volume and Open Interest 7,211 31,756 +404
Sugar #11(NYBOT)
Oct00 000815 10.77 10.90 10.65 10.66 -0.11 7,984 82,634 +308
Mar01 000815 10.40 10.48 10.30 10.31 -0.08 2,531 52,120 +448
May01 000815 10.15 10.20 10.02 10.02 -0.10 357 12,177 +15
Jul01 000815 9.69 9.75 9.65 9.66 -0.01 734 12,490 +163
Oct01 000815 9.48 9.50 9.41 9.41 -0.07 152 10,042 +46
Total Volume and Open Interest 11,862 175,012 +1,036
London Cocoa(LCE)
Sep00 000815 576 579 575 577 -1 498 23,148 -223
Dec00 000815 612 616 610 612 -2 944 55,741 +367
Mar01 000815 634 639 632 633 -2 356 37,734 +201
May01 000815 650 650 647 649 -2 199 19,923 -19
Jul01 000815 664 665 664 665 -2 0 7,184 +0
Sep01 000815 682 682 681 681 -2 6 4,888 +5
Dec01 000815 708 708 708 708 -2 1 4,092 +0
Total Volume and Open Interest 2,004 181,532 +331
London Coffee(LCE)
Sep00 000815 800.00 800.00 792.00 797.00 +2.00 1,593 22,357 -743
Nov00 000815 817.00 818.00 811.00 815.00 +2.00 1,709 23,535 +640
Jan01 000815 834.00 834.00 829.00 832.00 +2.00 582 7,987 +305
Mar01 000815 859.00 859.00 854.00 854.00 +2.00 130 2,210 +22
May01 000815 876.00 876.00 876.00 876.00 +1.00 111 1,752 +23
Jul01 000815 901.00 901.00 901.00 901.00 +1.00 59 200 +43
Total Volume and Open Interest 4,184 58,044 +290
London Sugar(LCE)
Aug00 000714 244.40 244.50 240.10 241.10 -3.30 2,919 885 -2,498
Oct00 000815 272.50 275.10 271.60 272.10 -0.80 565 15,058 -49
Dec00 000815 272.10 273.00 269.90 270.00 -0.80 83 8,251 -1
Mar01 000815 268.50 270.00 266.30 266.30 -1.90 123 9,454 +7
May01 000815 264.50 264.50 261.80 261.80 -1.40 0 1,432 +0
Total Volume and Open Interest 771 39,284 -43
Cotton(NYBOT)
Oct00 000815 62.35 62.70 61.60 61.70 -0.55 144 4,029 +9
Dec00 000815 64.55 64.85 63.80 63.84 -0.61 2,833 34,766 +485
Mar01 000815 66.15 66.30 65.40 65.40 -0.63 323 9,312 +100
May01 000815 66.85 67.00 66.15 66.15 -0.60 121 6,345 +40
Jul01 000815 67.75 67.85 66.95 66.95 -0.65 79 2,140 +13
Oct01 000815 66.00 66.00 65.60 65.60 -0.30 0 569 +0
Total Volume and Open Interest 3,592 59,606 +713
Lumber(CME)
Sep00 000815 238.0 238.0 235.8 236.6 +0.2 415 1,952 -74
Nov00 000815 247.9 249.0 246.9 247.4 -0.5 132 1,107 +35
Jan01 000815 259.0 259.0 256.7 257.3 -1.8 19 259 -1
Mar01 000815 261.7 262.5 261.5 261.7 -0.4 0 184 +0
Total Volume and Open Interest 567 3,561 -40
Crude Oil(NYM)
Sep00 000815 32.50 32.65 31.55 31.67 -0.27 65,445 64,320 -6,801
Oct00 000815 31.50 31.58 30.85 30.96 -0.12 45,276 91,457 +6,212
Nov00 000815 30.80 30.80 30.25 30.32 -0.09 7,960 41,809 -166
Dec00 000815 30.20 30.25 29.70 29.74 -0.09 6,882 41,233 -773
Jan01 000815 29.60 29.65 29.19 29.19 -0.10 1,516 22,200 +161
Feb01 000815 28.90 28.95 28.66 28.66 -0.11 790 10,525 +175
Mar01 000815 28.42 28.47 28.18 28.18 -0.12 759 9,714 -609
Apr01 000815 27.95 28.00 27.72 27.72 -0.13 335 6,747 -165
May01 000815 27.45 27.45 27.29 27.29 -0.14 72 5,666 +15
Jun01 000815 27.10 27.20 26.92 26.92 -0.14 1,562 17,045 -591
Total Volume and Open Interest 134,041 426,941 -1,670
Heating Oil(NYM)
Sep00 000815 88.60 88.70 86.40 86.51 -0.83 12,354 31,167 -835
Oct00 000815 88.25 88.35 86.40 86.46 -0.64 7,450 32,230 -257
Nov00 000815 87.80 88.15 86.36 86.36 -0.49 25 19,887 +2
Dec00 000815 87.55 87.70 86.06 86.06 -0.39 2,888 29,382 -927
Jan01 000815 86.60 86.70 85.16 85.16 -0.29 1,207 17,753 +79
Feb01 000815 84.70 84.70 83.26 83.26 -0.14 797 12,573 +80
Mar01 000815 80.40 80.40 78.91 78.91 -0.14 827 9,292 +98
Apr01 000815 76.40 76.40 75.16 75.16 +0.01 190 4,729 +89
May01 000815 72.50 73.00 72.10 72.21 +0.11 50 2,223 +27
Jun01 000815 70.70 70.70 70.00 70.36 +0.21 87 3,076 +66
Total Volume and Open Interest 26,090 165,759 -1,453
Unleaded Gas(NYM)
Sep00 000815 93.50 94.00 91.20 91.91 -0.11 10,725 27,713 -1,012
Oct00 000815 86.80 86.80 84.60 84.94 -0.51 5,576 17,290 +598
Nov00 000815 83.80 83.80 82.11 82.11 -0.34 434 5,979 +108
Dec00 000815 81.70 81.80 80.40 80.40 -0.30 113 5,907 +20
Jan01 000815 80.50 80.50 79.57 79.57 -0.33 205 2,234 +57
Feb01 000815 79.37 79.37 79.37 79.37 -0.43 62 2,997 +42
Mar01 000815 80.00 80.00 79.30 79.52 -0.43 59 1,022 +2
Apr01 000815 84.50 84.50 84.00 84.22 -0.48 59 1,165 +1
Total Volume and Open Interest 17,233 64,999 -184
Natural Gas(NYM)
Sep00 000815 4.270 4.290 4.210 4.234 -0.084 28,952 43,936 +1,216
Oct00 000815 4.270 4.280 4.220 4.239 -0.072 8,994 33,552 -648
Nov00 000815 4.325 4.340 4.280 4.299 -0.072 3,282 19,164 +578
Dec00 000815 4.400 4.410 4.360 4.373 -0.072 3,103 29,079 +1,193
Jan01 000815 4.380 4.380 4.340 4.353 -0.069 3,002 27,768 -31
Feb01 000815 4.140 4.145 4.110 4.120 -0.057 1,217 16,865 +304
Mar01 000815 3.910 3.915 3.880 3.895 -0.047 782 20,239 +218
Apr01 000815 3.655 3.670 3.640 3.665 -0.037 741 11,716 +101
Total Volume and Open Interest 51,824 339,186 +3,473
Brent Crude Oil(IPE)
Sep00 000815 31.50 32.80 31.50 32.18 +0.70 13,734 37,224 -21,416
Oct00 000815 29.49 30.26 29.49 29.51 +0.10 27,153 79,990 -14,643
Nov00 000815 29.13 29.74 29.05 29.05 +0.05 7,388 30,667 -3,499
Dec00 000815 28.95 29.22 28.55 28.55 -0.01 3,985 38,762 -2,096
Jan01 000815 28.35 28.53 27.98 27.98 -0.03 1,032 14,148 -956
Feb01 000815 27.65 27.96 27.41 27.41 -0.06 1,120 10,963 +223
Mar01 000815 27.22 27.26 26.86 26.86 -0.07 402 8,174 -258
Apr01 000815 26.84 26.84 26.35 26.35 -0.11 265 3,734 +158
Total Volume and Open Interest 56,583 263,182 -42,994
Gas Oil(IPE)
Sep00 000815 270.25 275.50 269.50 271.50 +3.00 13,356 42,789 -6,304
Oct00 000815 268.00 272.25 267.50 269.00 +3.50 10,104 27,837 -2,028
Nov00 000815 264.00 267.50 263.00 265.00 +3.50 1,589 11,838 -961
Dec00 000815 259.75 262.25 258.50 259.75 +2.25 3,675 30,497 -2,900
Jan01 000815 254.75 256.75 253.75 254.75 +2.25 929 8,046 -939
Feb01 000815 248.75 248.75 246.50 247.00 +1.75 60 3,244 -500
Mar01 000815 242.50 242.50 238.50 239.00 +1.00 0 3,424 -362
Apr01 000815 233.00 233.50 231.50 232.00 +1.25 132 1,497 +7
Total Volume and Open Interest 30,247 137,213 -14,340
US Dollar Index(NYBOT)
Sep00 000815 110.89 110.90 110.28 110.35 -0.66 217 4,519 +17
Dec00 000815 110.14 110.14 110.05 110.06 -0.66 20 2,060 +6
Mar01 000815 109.77 109.77 109.77 109.77 -0.66 237 6,579 +23
Total Volume and Open Interest 237 6,579 +23
Australian Dollar(IMM)
Sep00 000815 58.41 58.46 58.24 58.34 +0.15 1,192 17,141 +186
Dec00 000815 58.40 58.47 58.40 58.40 +0.15 27 1,023 +4
Mar01 000815 58.46 58.46 58.46 58.46 +0.15 0 684 +0
Total Volume and Open Interest 1,219 18,849 +190
British Pound(IMM)
Sep00 000815 150.62 150.84 150.38 150.46 -0.02 5,633 30,150 -503
Dec00 000815 150.90 151.10 150.68 150.68 -0.02 60 401 -31
Mar01 000815 150.88 151.20 150.88 150.88 -0.02 0 12 +0
Total Volume and Open Interest 5,693 30,564 -534
Canadian Dollar(IMM)
Sep00 000815 67.28 67.44 67.21 67.40 +0.02 2,888 61,256 -198
Dec00 000815 67.43 67.58 67.38 67.56 +0.01 94 4,830 -2
Mar01 000815 67.66 67.73 67.65 67.73 +0.01 0 637 +0
Jun01 000815 67.90 67.90 67.90 67.90 +0.01 0 142 +0
Total Volume and Open Interest 2,982 66,877 -200
Japanese Yen(IMM)
Sep00 000815 91.95 92.40 91.93 92.16 +0.29 12,341 78,629 +3,197
Dec00 000815 93.40 93.83 93.40 93.65 +0.28 210 3,126 +27
Mar01 000815 95.17 95.17 95.17 95.17 +0.27 0 136 +0
Total Volume and Open Interest 12,551 81,892 +3,224
Swiss Franc(IMM)
Sep00 000815 58.66 58.77 58.55 58.69 +0.34 9,234 50,547 +414
Dec00 000815 59.16 59.21 59.07 59.15 +0.34 43 429 +99
Mar01 000815 59.59 59.59 59.59 59.59 +0.34 0 3 +0
Total Volume and Open Interest 9,277 50,979 +513
EuroFX(IMM)
Sep00 000815 91.35 91.57 91.22 91.49 +0.79 9,680 68,079 +447
Dec00 000815 91.84 91.90 91.64 91.90 +0.79 42 1,173 +15
Mar01 000815 92.29 92.29 92.29 92.29 +0.79 2 192 +0
Total Volume and Open Interest 14,158 68,982 -215
Mexican Peso(IMM)
Sep00 000815 10695.0 10750.0 10675.0 10733.0 +58.0 5,901 15,368 -424
Dec00 000815 10430.0 10478.0 10430.0 10478.0 +58.0 138 1,894 -13
Total Volume and Open Interest 6,064 18,258 -425
30-Year T-Bonds(CBOT)
Sep00 000815 100~00 100~04 99~16 99~24 -0~08 102,055 421,240 +1,387
Dec00 000815 100~00 100~00 99~16 99~23 -0~08 997 18,030 +579
Mar01 000815 99~24 99~24 99~24 99~24 -0~08 35 1,505 +4
Total Volume and Open Interest 103,649 441,412 +2,532
Municipal Bonds(CBOT)
Sep00 000815 98~30 99~02 98~24 99~01 -0~02 517 22,254 +29
Dec00 000815 98~05 98~08 98~03 98~08 -0~01 0 420 +1
Total Volume and Open Interest 517 22,674 +30
10-Year T-Notes(CBOT)
Sep00 000815 99~240 99~255 99~130 99~180 -0~055 92,917 554,153 -16,775
Dec00 000815 99~165 99~175 99~115 99~155 -0~055 8,086 58,484 +2,147
Total Volume and Open Interest 101,003 612,662 -14,628
5-Year T-Notes(CBOT)
Sep00 000815 99~175 99~180 99~130 99~155 -0~045 40,515 386,390 -6,239
Dec00 000815 99~165 99~185 99~155 99~170 -0~050 2,709 16,798 +1,255
Total Volume and Open Interest 43,224 403,188 -4,984
2 Year T-Notes(CBOT)
Sep00 000815 99~058 99~058 99~052 99~055 -0~009 827 50,965 -179
Dec00 000815 99~049 99~049 99~049 99~049 -0~009      
Total Volume and Open Interest 827 50,965 -179
3-Mth T-Bills(IMM)
Sep00 000815 93.90 93.90 93.89 93.89 +0.01 23 1,144 +9
Total Volume and Open Interest 23 1,144 +9
Eurodollars(IMM)
Sep00 000815 93.277 93.283 93.275 93.277 -0.008 31,905 591,636 -2,574
Dec00 000815 93.110 93.120 93.105 93.115 -0.005 34,816 552,839 -1,494
Mar01 000815 93.160 93.180 93.155 93.175 unch 61,249 480,861 +4,050
Jun01 000815 93.145 93.160 93.135 93.155 -0.010 26,693 288,101 +2,016
Sep01 000815 93.145 93.150 93.130 93.145 -0.010 13,004 226,558 +753
Dec01 000815 93.080 93.090 93.070 93.080 -0.010 8,628 173,796 +742
Mar02 000815 93.125 93.140 93.120 93.135 -0.005 6,927 139,074 +789
Jun02 000815 93.120 93.135 93.115 93.130 -0.005 7,215 105,185 +190
Sep02 000815 93.120 93.135 93.105 93.130 unch 4,174 97,921 -63
Dec02 000815 93.060 93.075 93.045 93.070 unch 2,335 74,756 +32
Mar03 000815 93.110 93.120 93.095 93.120 unch 2,394 72,512 -539
Jun03 000815 93.090 93.105 93.085 93.100 unch 2,200 49,243 -214
Total Volume and Open Interest 216,853 3,240,077 +4,673
3-Mth Euro-Yen(IMM)
Sep00 000815 99.64 99.64 99.64 99.64 -0.01 3,166 13,152 +15
Dec00 000815 99.54 99.54 99.54 99.54 -0.03 1,348 12,208 +779
Mar01 000815 99.49 99.50 99.49 99.50 -0.03 1,189 14,301 +689
Jun01 000815 99.42 99.42 99.42 99.42 -0.04 1,033 8,784 -275
Sep01 000815 99.31 99.32 99.31 99.32 -0.04 10 14,892 -161
Dec01 000815 99.18 99.18 99.18 99.18 -0.04 26 2,913 -24
Mar02 000815 99.07 99.07 99.07 99.07 -0.04 18 2,231 -32
Jun02 000815 98.96 98.96 98.96 98.96 -0.03 0 674 +0
Sep02 000815 98.83 98.83 98.83 98.83 -0.03 0 31 +0
Dec02 000815 98.69 98.69 98.68 98.69 -0.03 0 30 +0
Total Volume and Open Interest 6,790 69,216 +991
3-Mth Euro-Yen(SIMEX)
Sep00 000815 99.65 99.65 99.64 99.64 -0.01 3,165 101,506 +8,487
Dec00 000815 99.57 99.57 99.54 99.54 -0.03 7,412 104,958 -25
Mar01 000815 99.53 99.53 99.49 99.50 -0.03 4,413 104,976 +1,154
Jun01 000815 99.46 99.46 99.41 99.42 -0.04 4,832 85,631 +3,188
Sep01 000815 99.35 99.35 99.31 99.32 -0.03 1,574 59,696 +419
Dec01 000815 99.19 99.19 99.17 99.18 -0.03 573 23,729 -224
Mar02 000815 99.07 99.07 99.07 99.07 -0.04 488 14,651 +49
Jun02 000815 98.97 98.97 98.96 98.96 -0.04 232 3,564 +354
Total Volume and Open Interest 22,689 502,230 +13,352
German Euro-Bund(EUREX)
Sep00 000815 105.95 105.95 105.33 105.37 -0.46 261,197 608,146 -6,503
Dec00 000815 105.60 105.60 105.10 105.10 -0.44 3,943 37,410 +3,033
Mar01 000815 105.02 105.02 105.02 105.02 -0.45 0 991 +5
Total Volume and Open Interest 265,140 646,547 -3,465
German Euro-Bobl(EUREX)
Sep00 000815 103.18 103.18 102.80 102.81 -0.30 130,946 280,699 -2,112
Dec00 000815 103.04 103.04 102.71 102.71 -0.31 2,046 12,793 +1,168
Mar01 000815 102.51 102.51 102.51 102.51 -0.30 0 500 +0
Total Volume and Open Interest 132,992 293,992 -944
Long Gilt(LIFFE)
Sep00 000815 113~04 113~06 112~24 112~24 -0~13 14,005 56,158 -39
Dec00 000815 112~29 112~29 112~15 112~15 -0~13 350 5,700 +220
Total Volume and Open Interest 14,355 61,858 +181
3-Mth Short Sterling(LIFFE)
Sep00 000815 93.73 93.74 93.72 93.73 +0.01 12,796 188,754 -654
Dec00 000815 93.61 93.64 93.60 93.62 +0.01 10,492 196,614 -22
Mar01 000815 93.59 93.63 93.58 93.60 +0.01 8,246 147,832 +1,142
Total Volume and Open Interest 43,316 847,265 +312
3-Mth Euribor(LIFFE)
Sep00 000815 95.060 95.060 95.030 95.035 -0.015 38,937 317,286 +1,504
Dec00 000815 94.715 94.725 94.680 94.685 -0.030 41,747 280,816 +4,527
Mar01 000815 94.675 94.685 94.635 94.640 -0.035 31,899 207,859 +10,759
Total Volume and Open Interest 139,073 1,262,319 +11,380
3-Mth Aus T-Bills(SFE)
Sep00 000815 93.44 93.46 93.43 93.45 +0.01 8,791 212,526 -2,128
Dec00 000815 93.35 93.36 93.31 93.33 -0.02 8,502 142,167 +2,438
Mar01 000815 93.33 93.33 93.27 93.29 -0.03 1,497 51,957 -68
Jun01 000815 93.31 93.31 93.28 93.28 -0.03 777 23,945 -384
Sep01 000815 93.28 93.31 93.28 93.28 -0.02 2 12,059 -75
Dec01 000815 93.29 93.30 93.26 93.27 -0.01 13 7,463 +38
Mar02 000815 93.26 93.27 93.25 93.27 unch 77 5,902 +74
Jun02 000815 93.28 93.28 93.24 93.25 -0.02 37 3,717 -74
Sep02 000815 93.23 93.23 93.23 93.23 -0.03 20 1,732 +0
Dec02 000815 93.24 93.24 93.21 93.22 -0.02 0 1,575 +0
Total Volume and Open Interest 19,729 467,424 -179
10-Year Aus T-Bonds(SFE)
Sep00 000815 93.78 93.78 93.72 93.75 -0.01 14,980 149,866 -4,968
Dec00 000815 93.76 93.76 93.76 93.76 -0.01 0 20 +0
Total Volume and Open Interest 14,980 149,886 -4,968
3-Year Aus T-Bonds(SFE)
Sep00 000815 93.69 93.70 93.65 93.67 unch 32,924 362,881 -1,458
Dec00 000815 93.66 93.66 93.66 93.66 unch 0 1,150 +0
Total Volume and Open Interest 32,924 364,031 -1,458
Gold(CMX)
Aug00 000815 274.4 274.6 273.8 274.6 +0.2 20 117 -32
Oct00 000815 276.9 277.3 276.2 276.7 unch 395 8,273 +478
Dec00 000815 279.6 280.0 279.1 279.6 unch 11,120 78,162 +989
Feb01 000815 282.2 282.2 282.1 282.1 unch 208 12,424 -50
Apr01 000815 285.0 285.0 284.2 284.6 unch 7 3,977 +1
Jun01 000815 287.1 287.1 287.1 287.1 unch 2 8,366 +2
Total Volume and Open Interest 11,756 130,863 +1,385
Silver(CMX)
Sep00 000815 489.0 491.5 487.5 488.3 -2.5 6,762 57,423 +1,523
Dec00 000815 496.5 498.5 494.5 494.9 -2.6 2,373 25,832 +515
Mar01 000815 502.0 502.0 500.0 500.0 -2.6 61 2,247 +53
May01 000815 504.0 504.0 502.5 502.5 -2.6 2 832 +2
Jul01 000815 507.0 507.0 505.3 505.3 -2.3 2 1,754 +0
Total Volume and Open Interest 9,241 92,989 +2,134
Platinum(NYM)
Oct00 000815 566.0 573.0 566.0 572.2 +8.2 494 8,838 +58
Jan01 000815 558.0 562.2 558.0 562.2 +8.2 11 740 +4
Total Volume and Open Interest 505 9,583 +62
Palladium(NYME)
Sep00 000815 744.45 775.00 744.45 771.65 +27.20 173 722 -61
Dec00 000815 770.65 770.65 770.65 770.65 +26.20 81 1,251 +17
Mar01 000815 765.65 765.65 765.65 765.65 +26.20 0 5 +0
Total Volume and Open Interest 254 1,978 -44
Copper(CMX)
Sep00 000815 86.80 87.55 86.75 87.05 +0.35 3,983 41,976 -486
Dec00 000815 87.70 88.20 87.40 87.75 +0.35 646 16,804 +217
Mar01 000815 87.50 87.50 87.25 87.25 +0.40 31 4,279 +5
May01 000815 86.95 86.95 86.95 86.95 +0.40 0 1,400 +0
Jul01 000815 86.65 86.65 86.65 86.65 +0.45 0 846 +0
Total Volume and Open Interest 5,342 79,192 -227
DJIA Index(CBOT)
Sep00 000815 11195 11200 11105 11120 -100 7,942 13,305 -211
Dec00 000815 11345 11348 11250 11269 -100 33 2,129 +19
Mar01 000815 11419 11419 11419 11419 -100 1 3 +1
Jun01 000815 11575 11575 11575 11575 -100      
Total Volume and Open Interest 11,732 15,634 +912
S & P 500(CME)
Sep00 000815 1496.00 1501.00 1491.00 1494.80 -3.30 37,913 375,847 -2,131
Dec00 000815 1520.00 1522.10 1513.60 1517.20 -3.40 790 10,270 -94
Mar01 000815 1540.50 1545.40 1536.90 1540.50 -3.40 301 1,369 +71
Jun01 000815 1568.00 1569.10 1560.60 1564.20 -3.40 9 1,288 +2
Total Volume and Open Interest 39,013 388,939 -2,152
S & P 500 E-Mini(Globex)
Sep00 000815 1498.00 1501.00 1491.00 1494.75 -3.25 52,414 43,297 +111
Dec00 000815 1520.00 1536.00 1510.25 1517.25 -3.25 19 52 +6
Total Volume and Open Interest 54,231 43,349 +117
NASDAQ 100(CME)
Sep00 000815 3735.00 3786.00 3706.00 3751.00 +3.00 10,922 32,122 -322
Dec00 000815 3825.00 3825.00 3809.00 3812.00 +3.00 0 13 +0
Mar01 000815 3873.00 3873.00 3873.00 3873.00 +3.00 0 4 +0
Total Volume and Open Interest 10,922 32,139 -322
NASDAQ 100 E-Mini(GLOBEX)
Sep00 000815 3743.5 3786.5 3709.0 3751.0 -3.0 29,194 29,382 -1,669
Dec00 000815 3812.0 3812.0 3812.0 3812.0 +3.0 0 16 +0
Total Volume and Open Interest 29,194 29,398 -1,669
NYSE Composite(NYBOT)
Sep00 000815 674.25 674.50 671.25 671.50 -3.75 156 820 +14
Dec00 000815 682.25 682.25 681.00 681.00 -3.50 0 1,496 +0
Mar01 000815 690.50 690.50 690.50 690.50 -3.25 0 102 +0
Total Volume and Open Interest 319 2,526 -16
S & P Midcap 400(CME)
Sep00 000815 521.75 522.25 516.00 517.65 -4.10 935 13,126 +122
Dec00 000815 525.10 525.10 525.10 525.10 -3.65      
Mar01 000815 531.10 531.10 531.10 531.10 -3.65      
Total Volume and Open Interest 935 13,126 +122
Russell 2000(CME)
Sep00 000815 516.00 518.25 511.20 512.75 -4.75 1,931 11,705 +108
Dec00 000815 520.55 520.55 520.30 520.55 -4.75      
Mar01 000815 528.10 528.10 527.85 528.10 -4.75      
Total Volume and Open Interest 1,931 11,705 +108
Value Line(KCBT)
Sep00 000815 1136.00 1136.00 1129.75 1130.00 -8.50 25 216 +3
Total Volume and Open Interest 25 219 +3
Nikkei 225(CME)
Sep00 000815 16270 16395 16250 16305 unch 789 15,589 +24
Dec00 000815 16305 16355 16255 16305 unch 2 32 +2
Total Volume and Open Interest 791 15,621 +26
Nikkei 225(SIMEX)
Sep00 000815 16290 16330 16130 16280 +135 9,019 105,823 +249
Dec00 000815 16270 16270 16270 16270 +135 7 7,126 +4
Mar01 000815 16285 16285 16285 16285 +135 0 3,790 +0
Total Volume and Open Interest 9,026 117,154 +253
CAC 40(MATIF)
Aug00 000815 6670.0 6700.0 6627.0 6666.0 +7.0 14,129 228,472 +1,289
Sep00 000815 6662.0 6704.0 6633.0 6669.5 +13.5 462 108,869 +317
Oct00 000815 6695.0 6695.0 6695.0 6695.0 +34.5      
Total Volume and Open Interest 14,591 355,355 +1,606
DAX Index(EUREX)
Sep00 000815 7394.0 7404.5 7308.0 7320.0 -28.0