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MRCI's End of Day Prices
Daily Futures Price Listing Tue September 05, 2000
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Sep00 000905 502.00 504.00 500.00 502.00 +9.25 3,895 3,826 -2,600
Nov00 000905 511.00 515.50 509.50 512.75 +9.25 53,270 83,589 -179
Jan01 000905 521.00 525.00 519.50 522.75 +9.25 4,069 13,642 -261
Mar01 000905 532.00 534.25 529.00 531.50 +9.25 1,964 10,055 +21
May01 000905 538.00 540.00 535.50 537.75 +8.50 2,607 8,641 +1,647
Jul01 000905 545.00 548.50 544.00 545.50 +8.00 4,529 11,075 +2,805
Aug01 000905 548.00 549.00 545.00 545.00 +8.00 0 164 +164
Total Volume and Open Interest 70,646 133,380 +1,028
Soybean Meal(CBOT)
Sep00 000905 171.20 173.20 170.60 171.90 +2.10 6,352 8,450 -4,775
Oct00 000905 170.20 172.70 170.20 171.30 +2.90 7,728 18,845 +2,405
Dec00 000905 172.80 174.30 171.70 172.80 +3.30 21,588 47,274 +2,354
Jan01 000905 173.20 174.90 172.50 173.20 +3.40 2,154 9,693 +163
Mar01 000905 174.00 175.70 173.70 174.00 +2.50 563 7,641 -37
May01 000905 174.50 176.20 174.50 174.80 +2.30 685 4,511 -12
Jul01 000905 176.00 178.00 176.00 176.90 +2.10 556 2,355 +242
Aug01 000905 175.20 177.00 175.20 175.20 +2.70 95 334 +29
Total Volume and Open Interest 39,783 99,509 +476
Soybean Oil(CBOT)
Sep00 000905 16.03 16.05 15.85 15.94 +0.14 9,294 6,303 -2,141
Oct00 000905 16.15 16.25 15.99 16.06 +0.08 5,784 24,806 +1,112
Dec00 000905 16.55 16.58 16.37 16.47 +0.11 14,373 62,411 +379
Jan01 000905 16.85 16.85 16.63 16.73 +0.09 2,728 17,208 +517
Mar01 000905 17.22 17.24 17.03 17.08 +0.08 509 9,392 +279
May01 000905 17.55 17.60 17.40 17.43 +0.05 325 7,750 +382
Jul01 000905 17.90 17.95 17.75 17.76 +0.04 152 5,533 +107
Aug01 000905 18.10 18.10 17.81 17.81 unch 140 1,118 +53
Total Volume and Open Interest 33,438 138,923 +125,094
Canola(WCE)
Sep00 000905 262.3 262.3 262.3 262.3 +5.4 37 2,132 +0
Nov00 000905 264.0 268.2 263.5 267.5 +6.5 6,039 44,979 +0
Jan01 000905 269.8 274.2 269.6 274.0 +6.8 208 8,115 +0
Mar01 000905 275.5 279.8 275.5 279.2 +6.1 42 1,501 +0
May01 000905 284.0 284.0 284.0 284.0 +4.9 0 43 +0
Total Volume and Open Interest 6,326 56,847 +0
Corn(CBOT)
Sep00 000905 185.00 187.50 184.25 186.25 +3.75 21,104 21,509 -26,657
Nov00 000905 193.00 196.25 192.75 194.00 +3.50 1,898 2,366 +419
Dec00 000905 197.00 199.75 196.00 198.00 +3.75 46,080 216,333 -237
Jan01 000905 201.75 203.25 201.50 201.50 +3.50 11 540 +129
Mar01 000905 208.75 211.75 207.75 210.00 +3.75 5,326 58,531 +2,340
May01 000905 215.25 218.25 215.00 216.50 +3.00 1,104 16,030 +790
Total Volume and Open Interest 77,151 354,929 -22,101
Wheat(CBOT)
Sep00 000905 254.50 256.00 253.00 253.00 +2.75 4,974 4,034 -6,605
Dec00 000905 271.00 273.00 269.00 269.50 +2.00 19,534 98,285 +5,707
Mar01 000905 288.50 289.00 285.50 285.75 +1.75 2,029 23,066 +488
May01 000905 297.50 298.25 295.00 295.25 +1.00 529 1,330 -89
Jul01 000905 305.75 307.00 303.75 304.25 +1.25 471 9,620 +120
Total Volume and Open Interest 27,553 137,004 -296
Wheat(KCBT)
Sep00 000905 295.00 296.50 295.00 295.00 +1.75 927 1,360 -1,335
Dec00 000905 311.50 313.00 310.00 310.25 +1.50 5,027 59,911 +346
Mar01 000905 326.00 326.50 323.75 324.00 +1.00 654 14,812 +85
May01 000905 333.00 333.50 331.50 331.75 +0.75 66 1,713 +57
Jul01 000905 341.00 341.00 338.50 338.50 +0.50 46 1,904 +27
Total Volume and Open Interest 6,720 79,718 -820
Wheat(MGE)
Sep00 000905 304.00 304.50 302.50 302.50 +1.25 219 284 -375
Dec00 000905 319.00 320.00 316.75 317.00 +0.25 2,280 17,632 +78
Mar01 000905 333.00 334.75 332.00 332.00 +1.00 586 4,871 +362
May01 000905 341.00 341.00 340.75 340.75 +1.50 68 754 +3
Jul01 000905 348.50 349.00 348.00 348.00 +0.25 2 282 +1
Total Volume and Open Interest 3,158 24,025 +69
Oats(CBOT)
Sep00 000905 99.75 100.25 99.75 100.25 +2.50 291 331 -2,070
Dec00 000905 109.50 110.50 109.50 110.00 +1.50 1,628 11,590 +1,293
Mar01 000905 119.00 120.00 119.00 119.50 +1.75 63 1,551 +44
May01 000905 124.25 124.50 124.25 124.25 +1.75 20 143 +21
Total Volume and Open Interest 2,015 13,742 -585
Rough Rice(CBOT)
Sep00 000905 6.22 6.25 6.20 6.25 -0.03 180 609 -484
Nov00 000905 6.20 6.22 6.13 6.14 -0.07 309 2,752 +82
Jan01 000905 6.32 6.34 6.26 6.27 -0.07 55 2,271 +96
Mar01 000905 6.41 6.41 6.41 6.41 -0.05 5 493 +7
Total Volume and Open Interest 559 6,230 -194
Live Cattle(CME)
Oct00 000905 66.850 67.100 66.500 66.675 -0.250 3,867 58,873 -459
Dec00 000905 68.800 68.975 68.550 68.725 -0.150 2,118 32,312 +1,063
Feb01 000905 70.250 70.500 70.200 70.250 -0.175 1,284 15,742 +556
Apr01 000905 72.400 72.500 72.275 72.450 -0.025 728 9,202 +337
Jun01 000905 70.150 70.275 70.100 70.225 -0.025 125 3,615 +68
Aug01 000905 70.400 70.450 70.300 70.300 unch 52 2,721 +19
Total Volume and Open Interest 8,323 122,664 +1,580
Feeder Cattle(CME)
Sep00 000905 84.600 84.750 84.300 84.375 -0.350 315 3,250 -41
Oct00 000905 84.600 84.850 84.175 84.425 -0.475 742 7,032 +193
Nov00 000905 85.400 85.550 84.900 85.075 -0.475 212 3,663 +108
Jan01 000905 86.150 86.150 85.600 85.825 -0.475 187 2,644 +114
Mar01 000905 86.000 86.100 85.700 85.825 -0.425 23 1,257 +12
Apr01 000905 86.050 86.050 85.700 85.850 -0.400 8 332 +0
May01 000905 85.950 85.950 85.700 85.800 -0.325 13 754 +4
Total Volume and Open Interest 1,510 20,821 +171
Lean Hogs(CME)
Oct00 000905 53.350 54.250 53.350 54.125 +1.100 2,031 19,441 +853
Dec00 000905 50.700 51.275 50.625 51.150 +0.825 1,329 11,988 +681
Feb01 000905 51.750 52.150 51.650 51.975 +0.525 240 3,840 +111
Apr01 000905 49.900 50.700 49.900 50.350 +0.500 83 1,677 +9
Jun01 000905 56.575 57.050 56.575 57.000 +0.700 10 659 +0
Jul01 000905 55.900 56.700 55.875 56.700 +0.800 13 211 +7
Aug01 000905 54.500 54.850 54.500 54.850 +0.400 5 114 +2
Oct01 000905 47.700 47.900 47.700 47.900 +0.100 0 4 +0
Total Volume and Open Interest 3,711 37,935 +1,663
Pork Bellies(CME)
Feb01 000905 66.000 66.900 65.050 65.650 -0.975 773 1,784 +20
Mar01 000905 65.900 66.800 64.850 65.000 -1.500 10 31 +2
May01 000905 67.300 67.900 66.300 66.300 -0.700 12 11 +4
Jul01 000905 67.700 67.700 67.700 67.700 -0.050 0 3 +0
Total Volume and Open Interest 795 1,829 +26
Cocoa(NYBOT)
Sep00 000905 778 790 773 775 +18 21 71 +4
Dec00 000905 812 824 812 822 +15 3,139 52,139 -719
Mar01 000905 846 852 843 850 +13 392 18,601 +12
May01 000905 870 871 867 871 +10 226 8,695 +74
Jul01 000905 896 896 895 896 +13 6 7,990 -2
Sep01 000905 917 921 916 921 +13 2 7,103 +0
Dec01 000905 955 955 955 955 +13 203 8,529 +163
Total Volume and Open Interest 3,989 118,964 -468
Coffee "C"(NYBOT)
Sep00 000905 73.40 73.70 72.20 73.10 -1.90 110 386 -38
Dec00 000905 80.00 80.00 77.90 78.50 -1.85 5,441 29,853 +399
Mar01 000905 85.20 85.20 82.80 83.30 -1.95 330 5,467 +78
May01 000905 88.25 88.25 86.20 86.20 -1.95 153 1,776 +32
Jul01 000905 91.10 91.10 89.00 89.10 -1.95 170 764 +54
Sep01 000905 93.95 93.95 91.50 92.00 -1.95 59 1,411 +26
Total Volume and Open Interest 6,272 39,780 +556
Orange Juice(NYBOT)
Sep00 000905 74.10 74.50 73.50 73.50 -0.75 355 565 -237
Nov00 000905 73.90 73.90 73.20 73.30 -0.40 1,538 17,600 +356
Jan01 000905 75.80 75.80 75.25 75.30 -0.30 626 4,894 +251
Mar01 000905 77.70 77.90 77.30 77.35 -0.35 475 4,635 +105
May01 000905 79.20 79.20 79.20 79.20 -0.25 62 715 +50
Total Volume and Open Interest 4,056 29,100 +525
Sugar #11(NYBOT)
Oct00 000905 10.90 11.03 10.40 10.43 -0.39 16,393 69,750 -921
Mar01 000905 10.60 10.70 10.15 10.19 -0.35 9,565 51,042 +554
May01 000905 10.20 10.24 9.80 9.80 -0.30 610 12,670 -19
Jul01 000905 9.68 9.70 9.28 9.29 -0.27 667 14,208 +351
Oct01 000905 9.31 9.34 9.00 9.00 -0.25 248 11,002 +77
Total Volume and Open Interest 27,566 164,136 +86
London Cocoa(LCE)
Sep00 000905 597 599 593 593 -2 139 13,188 +4
Dec00 000905 626 630 622 623 -2 2,096 57,660 -222
Mar01 000905 649 650 643 644 -2 1,543 41,401 +352
May01 000905 665 669 660 660 -2 736 20,507 +704
Jul01 000905 682 682 676 676 -2 10 8,352 +2
Sep01 000905 693 694 691 691 -2 0 6,198 +0
Dec01 000905 716 716 716 716 -2 1 4,977 -1
Total Volume and Open Interest 4,525 181,231 +839
London Coffee(LCE)
Sep00 000905 788.00 795.00 788.00 793.00 +3.00 127 4,707 -246
Nov00 000905 798.00 802.00 792.00 798.00 -4.00 1,628 36,694 +876
Jan01 000905 802.00 808.00 801.00 805.00 -5.00 245 10,577 -188
Mar01 000905 815.00 819.00 811.00 815.00 -7.00 493 3,524 +439
May01 000905 841.00 841.00 835.00 835.00 -7.00 126 2,190 +110
Jul01 000905 860.00 860.00 856.00 856.00 -6.00 0 409 +0
Total Volume and Open Interest 2,619 58,251 +991
London Sugar(LCE)
Oct00 000905 272.00 274.60 267.30 269.20 -2.70 2,938 10,946 -1,258
Dec00 000905 272.00 274.00 267.00 268.80 -3.00 961 12,497 +775
Mar01 000905 270.00 272.50 264.80 267.20 -2.40 38 10,895 +15
May01 000905 265.50 267.10 262.60 263.40 -1.70 0 1,821 +0
Aug01 000905 261.60 261.60 258.90 258.90 -1.90 0 3,148 +0
Total Volume and Open Interest 3,937 41,290 -468
Cotton(NYBOT)
Oct00 000905 63.90 64.70 63.65 64.54 +1.05 754 4,577 -86
Dec00 000905 65.90 66.61 65.70 66.48 +0.92 6,512 45,573 +97
Mar01 000905 67.50 68.05 67.30 67.96 +0.97 633 11,022 +33
May01 000905 67.75 68.50 67.75 68.50 +0.98 119 7,306 +10
Jul01 000905 68.90 69.05 68.90 69.05 +1.05 66 2,504 +35
Oct01 000905 66.10 66.10 66.10 66.10 +0.60 0 604 +0
Total Volume and Open Interest 16,634 74,984 +83
Lumber(CME)
Sep00 000905 218.5 221.5 217.1 217.6 +1.1 258 1,057 -136
Nov00 000905 234.4 237.8 234.2 237.2 +3.0 392 1,742 +60
Jan01 000905 247.9 249.8 247.0 249.1 +1.7 42 513 -4
Mar01 000905 258.9 261.0 258.4 258.5 +0.8 12 370 +3
Total Volume and Open Interest 705 3,789 -76
Crude Oil(NYM)
Oct00 000905 33.95 33.98 33.45 33.83 +0.45 45,869 117,669 -1,500
Nov00 000905 33.00 33.05 32.67 32.98 +0.56 17,159 55,000 +2,849
Dec00 000905 32.25 32.40 32.03 32.31 +0.52 6,751 47,927 -19
Jan01 000905 31.68 31.75 31.55 31.69 +0.49 1,063 23,214 +80
Feb01 000905 30.94 31.18 30.90 31.11 +0.47 2,238 12,153 -873
Mar01 000905 30.78 30.78 30.44 30.59 +0.45 425 12,237 +25
Apr01 000905 29.90 30.11 29.90 30.11 +0.44 181 6,433 +20
May01 000905 29.56 29.66 29.55 29.66 +0.43 30 6,988 +30
Jun01 000905 29.10 29.24 29.03 29.24 +0.43 2,733 21,996 +915
Jul01 000905 28.65 28.86 28.63 28.86 +0.42 81 8,673 -2
Total Volume and Open Interest 78,201 421,637 +1,947
Heating Oil(NYM)
Oct00 000905 99.50 99.70 97.50 97.97 +0.33 14,679 49,744 -947
Nov00 000905 98.80 98.90 96.95 97.35 +0.46 3,792 25,360 +995
Dec00 000905 97.70 97.70 96.15 96.35 +0.56 4,502 29,635 +603
Jan01 000905 96.50 96.50 95.00 95.10 +0.71 1,634 20,384 +28
Feb01 000905 93.25 93.25 92.00 92.10 +0.76 434 15,245 -55
Mar01 000905 86.50 87.20 86.40 86.40 +0.86 254 10,375 -71
Apr01 000905 82.60 82.70 82.10 82.10 +0.96 62 5,917 +88
May01 000905 78.60 79.20 78.60 78.75 +1.11 33 3,063 +18
Jun01 000905 76.35 76.35 76.35 76.35 +1.16 154 3,024 +102
Jul01 000905 75.45 75.45 75.45 75.45 +1.16 1 824 +0
Total Volume and Open Interest 26,354 169,355 -5,040
Unleaded Gas(NYM)
Oct00 000905 97.20 97.50 95.80 96.71 +0.86 12,104 33,915 +529
Nov00 000905 92.50 92.90 91.50 92.04 +0.87 3,617 10,467 -320
Dec00 000905 89.70 89.70 88.55 88.94 +0.97 1,433 7,267 +490
Jan01 000905 86.90 87.05 86.60 87.00 +1.03 51 2,738 +24
Feb01 000905 86.20 86.20 86.20 86.20 +1.03 6 2,498 -4
Mar01 000905 86.20 86.20 85.90 86.05 +1.23 95 1,860 +93
Apr01 000905 90.50 90.65 90.30 90.55 +1.23 345 2,880 -31
May01 000905 89.20 89.20 89.20 89.20 +1.23 181 627 -5
Total Volume and Open Interest 19,166 65,734 -1,138
Natural Gas(NYM)
Oct00 000905 4.850 4.975 4.840 4.950 +0.115 113 50,568 +1,824
Nov00 000905 4.940 5.060 4.930 5.030 +0.125 4,159 23,628 -17
Dec00 000905 5.000 5.120 5.000 5.104 +0.129 4,177 36,445 +1,072
Jan01 000905 4.940 5.065 4.940 5.043 +0.128 2,806 32,779 +3,036
Feb01 000905 4.670 4.780 4.670 4.763 +0.123 648 18,863 +28
Mar01 000905 4.400 4.495 4.400 4.483 +0.118 581 22,208 +178
Apr01 000905 4.150 4.190 4.150 4.188 +0.083 603 13,876 +121
May01 000905 4.065 4.090 4.055 4.078 +0.078 190 8,716 +5
Total Volume and Open Interest      
Brent Crude Oil(IPE)
Oct00 000905 32.80 33.00 32.38 32.98 +0.14 13,755 65,562 +2,771
Nov00 000905 32.35 32.35 31.90 32.30 -0.10 5,749 48,892 +1,237
Dec00 000905 31.80 31.80 31.34 31.64 -0.20 2,153 39,334 +561
Jan01 000905 30.92 31.10 30.77 30.94 -0.22 577 21,154 +535
Feb01 000905 30.23 30.28 30.13 30.24 -0.25 0 11,278 +0
Mar01 000905 29.55 29.58 29.40 29.58 -0.26 0 9,107 +0
Apr01 000905 28.85 29.01 28.85 28.98 -0.26 237 4,157 +0
May01 000905 28.38 28.49 28.38 28.45 -0.27 100 1,840 +0
Total Volume and Open Interest 22,871 241,727 +5,004
Gas Oil(IPE)
Sep00 000905 316.25 319.50 312.00 313.75 -3.50 9,420 23,745 -2,240
Oct00 000905 309.25 312.75 306.25 306.50 -3.75 5,740 38,879 +499
Nov00 000905 303.25 303.50 298.50 298.75 -2.25 1,548 17,347 -56
Dec00 000905 295.50 295.50 291.00 291.25 -2.25 1,316 25,717 +7
Jan01 000905 287.50 287.50 283.75 283.75 -2.25 1,431 7,687 +195
Feb01 000905 277.00 277.00 273.25 273.25 -2.75 41 5,155 +30
Mar01 000905 267.00 267.00 261.75 261.75 -3.25 25 3,867 +0
Apr01 000905 254.50 255.00 252.25 252.25 -2.50 255 2,386 +50
Total Volume and Open Interest 19,916 134,525 -1,515
US Dollar Index(NYBOT)
Sep00 000905 111.50 112.73 111.50 112.40 +1.07 1,500 5,054 -179
Dec00 000905 111.52 112.40 111.52 112.15 +1.07 4 2,238 -8
Mar01 000905 111.90 111.90 111.90 111.90 +1.07 2,000 0 -7,484
Total Volume and Open Interest 1,504 7,297 -187
Australian Dollar(IMM)
Sep00 000905 57.20 57.24 56.90 56.94 -0.75 2,269 20,583 +189
Dec00 000905 57.25 57.25 56.93 56.97 -0.75 189 2,433 -4
Mar01 000905 57.00 57.00 57.00 57.00 -0.75 0 701 +0
Total Volume and Open Interest 2,459 23,719 +185
British Pound(IMM)
Sep00 000905 145.14 145.44 144.78 145.42 -0.68 4,440 42,555 -491
Dec00 000905 145.30 145.66 144.96 145.60 -0.68 48 1,991 +50
Mar01 000905 145.80 145.80 145.20 145.80 -0.68 0 18 +0
Total Volume and Open Interest 4,489 44,565 -441
Canadian Dollar(IMM)
Sep00 000905 67.82 67.89 67.75 67.82 -0.09 10,194 50,698 +248
Dec00 000905 67.95 68.05 67.88 67.96 -0.09 1,155 11,604 +136
Mar01 000905 68.17 68.17 68.10 68.12 -0.09 3 769 +2
Jun01 000905 68.28 68.28 68.28 68.28 -0.09 0 146 +1
Total Volume and Open Interest 11,352 63,237 +387
Japanese Yen(IMM)
Sep00 000905 94.54 94.75 94.43 94.69 -0.09 18,514 70,680 -1,085
Dec00 000905 96.00 96.22 95.92 96.17 -0.10 1,137 5,260 +722
Mar01 000905 97.65 97.68 97.65 97.68 -0.11 51 216 +51
Total Volume and Open Interest 19,702 76,157 -312
Swiss Franc(IMM)
Sep00 000905 57.41 57.45 57.13 57.34 -0.78 13,631 49,531 -5,137
Dec00 000905 57.89 57.90 57.60 57.79 -0.78 113 4,639 +151
Mar01 000905 58.22 58.22 58.15 58.22 -0.78 0 9 +1
Total Volume and Open Interest 13,744 54,179 -4,985
EuroFX(IMM)
Sep00 000905 88.90 89.02 88.56 88.94 -1.10 15,712 69,812 -359
Dec00 000905 89.33 89.43 88.98 89.34 -1.10 949 3,985 +513
Mar01 000905 89.70 89.70 89.37 89.70 -1.11 17 242 +9
Total Volume and Open Interest 18,222 73,876 +920
Mexican Peso(IMM)
Sep00 000905 10825.0 10825.0 10730.0 10750.0 -60.0 0 13,450 -122
Dec00 000905 10570.0 10570.0 10460.0 10480.0 -60.0 92 2,321 -17
Total Volume and Open Interest 92 19,431 -139
30-Year T-Bonds(CBOT)
Sep00 000905 100~15 100~20 100~04 100~18 unch 58,436 113,402 -99,123
Dec00 000905 100~19 100~22 100~05 100~20 -0~01 292,513 331,435 +93,189
Mar01 000905 100~18 100~23 100~18 100~22 +0~01 73 1,195 +9
Total Volume and Open Interest 351,032 446,167 -5,835
Municipal Bonds(CBOT)
Sep00 000905 100~00 100~04 99~25 100~03 +0~01 1,434 16,076 -1,244
Dec00 000905 99~05 99~13 98~30 99~12 +0~04 2,165 6,773 +1,843
Total Volume and Open Interest 3,599 22,849 +599
10-Year T-Notes(CBOT)
Sep00 000905 100~170 100~180 100~090 100~170 unch 78,737 183,631 -107,483
Dec00 000905 100~140 100~155 100~065 100~150 -0~005 222,724 386,672 +94,392
Total Volume and Open Interest 301,591 570,781 -12,746
5-Year T-Notes(CBOT)
Sep00 000905 100~050 100~080 100~025 100~075 +0~010 62,831 74,847 +67,000
Dec00 000905 100~100 100~130 100~075 100~115 unch 106,610 312,902 +0
Mar01 000905 100~140 100~140 100~140 100~140 unch 0 7 +0
Total Volume and Open Interest 169,441 387,756 +0
2 Year T-Notes(CBOT)
Sep00 000905 99~104 99~104 99~096 99~103 -0~001 6,926 12,420 +0
Dec00 000905 99~114 99~118 99~110 99~117 unch 11,866 36,721 +0
Total Volume and Open Interest 18,792 49,141 +0
3-Mth T-Bills(IMM)
Dec00 000905 93.88 93.89 93.88 93.89 +0.01 6 664 +3
Total Volume and Open Interest 10 2,220 +6
Eurodollars(IMM)
Sep00 000905 93.348 93.353 93.345 93.353 -0.005 84,304 539,450 -3,106
Dec00 000905 93.215 93.240 93.210 93.235 -0.005 137,662 555,719 +1,479
Mar01 000905 93.330 93.355 93.325 93.345 -0.015 223,157 540,828 +28,134
Jun01 000905 93.325 93.355 93.315 93.340 -0.015 95,263 298,215 +4,404
Sep01 000905 93.310 93.340 93.310 93.330 -0.010 81,245 263,114 +19,973
Dec01 000905 93.250 93.270 93.240 93.260 -0.010 32,167 181,715 +4,632
Mar02 000905 93.295 93.320 93.295 93.315 -0.005 23,426 142,319 +684
Jun02 000905 93.285 93.315 93.285 93.305 -0.005 15,184 108,421 +1,356
Sep02 000905 93.290 93.315 93.285 93.305 -0.005 10,955 97,784 -1,712
Dec02 000905 93.230 93.260 93.225 93.245 -0.005 5,666 76,433 -903
Mar03 000905 93.285 93.310 93.280 93.295 -0.005 9,335 72,095 -3,573
Jun03 000905 93.265 93.290 93.265 93.275 -0.005 4,849 49,556 -296
Total Volume and Open Interest 751,450 3,318,178 +55,347
3-Mth Euro-Yen(IMM)
Sep00 000905 99.61 99.61 99.61 99.61 -0.01 747 10,973 +94
Dec00 000905 99.51 99.51 99.51 99.51 -0.02 1,198 11,945 +109
Mar01 000905 99.43 99.43 99.43 99.43 unch 1,901 13,721 +63
Jun01 000905 99.33 99.33 99.33 99.33 -0.01 438 7,606 -118
Sep01 000905 99.23 99.23 99.22 99.23 -0.01 407 17,030 +105
Dec01 000905 99.10 99.10 99.10 99.10 -0.01 15 3,029 +15
Mar02 000905 98.99 98.99 98.99 98.99 -0.01 0 2,864 +0
Jun02 000905 98.89 98.89 98.88 98.89 -0.01 10 624 -162
Sep02 000905 98.76 98.76 98.76 98.76 unch 0 36 +0
Dec02 000905 98.60 98.60 98.60 98.60 unch 0 30 +0
Total Volume and Open Interest 4,716 67,858 +106
3-Mth Euro-Yen(SIMEX)
Sep00 000905 99.61 99.62 99.61 99.61 -0.01 3,181 91,613 +0
Dec00 000905 99.54 99.54 99.51 99.51 -0.03 180 104,848 +0
Mar01 000905 99.44 99.45 99.42 99.43 -0.02 7,718 111,254 +0
Jun01 000905 99.36 99.36 99.33 99.33 -0.03 4,808 87,722 +0
Sep01 000905 99.25 99.25 99.22 99.22 -0.03 799 65,438 +0
Dec01 000905 99.12 99.12 99.09 99.09 -0.03 634 27,577 +0
Mar02 000905 99.01 99.01 98.99 98.99 -0.03 409 15,774 +0
Jun02 000905 98.91 98.91 98.88 98.88 -0.03 528 4,534 +0
Total Volume and Open Interest 18,282 512,458 +0
German Euro-Bund(EUREX)
Sep00 000905 105.60 105.68 105.29 105.49 -0.09 251,687 585,112 +20,421
Dec00 000905 105.33 105.40 105.02 105.23 -0.06 76,920 181,130 +49,853
Mar01 000905 105.35 105.35 105.13 105.29 -0.04 1,667 1,399 -295
Total Volume and Open Interest 330,274 767,641 +69,979
German Euro-Bobl(EUREX)
Sep00 000905 103.16 103.19 102.96 103.07 -0.09 135,069 291,226 +15,587
Dec00 000905 103.13 103.13 102.91 103.03 -0.05 45,167 100,451 +33,855
Mar01 000905 102.90 102.90 102.77 102.77 -0.09 0 547 +47
Total Volume and Open Interest 180,236 392,224 +49,489
Long Gilt(LIFFE)
Sep00 000905 113~08 113~13 112~22 112~28 -0~09 2,897 17,907 -1,468
Dec00 000905 112~30 113~03 112~12 112~18 -0~09 10,898 58,866 -644
Total Volume and Open Interest 13,841 76,773 -2,112
3-Mth Short Sterling(LIFFE)
Sep00 000905 93.70 93.71 93.68 93.70 unch 10,264 178,973 -658
Dec00 000905 93.59 93.59 93.55 93.58 unch 6,333 176,900 -1,043
Mar01 000905 93.55 93.57 93.54 93.56 unch 6,487 151,950 -1,720
Total Volume and Open Interest 30,891 829,186 -4,166
3-Mth Euribor(LIFFE)
Sep00 000905 95.150 95.155 95.115 95.140 -0.010 38,027 327,199 +6,192
Dec00 000905 94.780 94.785 94.720 94.745 -0.035 31,572 280,512 -4,880
Mar01 000905 94.760 94.765 94.695 94.725 -0.035 30,314 211,124 -5,734
Total Volume and Open Interest 131,866 1,621,794 +276,434
3-Mth Aus T-Bills(SFE)
Sep00 000905 93.54 93.54 93.51 93.52 -0.03 1,252 162,910 -64,089
Dec00 000905 93.48 93.48 93.44 93.45 -0.04 1,546 209,160 +17,936
Mar01 000905 93.45 93.45 93.41 93.43 -0.03 886 60,409 +786
Jun01 000905 93.44 93.45 93.42 93.44 -0.02 883 30,079 +902
Sep01 000905 93.45 93.46 93.43 93.45 -0.01 430 12,277 +12
Dec01 000905 93.46 93.46 93.45 93.45 -0.02 111 8,305 +80
Mar02 000905 93.47 93.47 93.45 93.45 -0.02 391 6,230 -139
Jun02 000905 93.47 93.47 93.44 93.44 -0.03 196 4,081 +58
Sep02 000905 93.42 93.42 93.42 93.42 -0.03 110 2,011 -15
Dec02 000905 93.43 93.43 93.40 93.40 -0.03 10 1,575 +20
Total Volume and Open Interest 5,850 501,508 -44,399
10-Year Aus T-Bonds(SFE)
Sep00 000905 94.01 94.03 93.96 93.99 -0.03 36,153 211,649 +28,657
Dec00 000905 94.02 94.03 93.98 93.99 -0.03 248 702 +54
Total Volume and Open Interest 36,401 212,351 +28,711
3-Year Aus T-Bonds(SFE)
Sep00 000905 93.87 93.88 93.84 93.85 -0.04 2,431 521,065 +42,264
Dec00 000905 93.85 93.86 93.84 93.84 -0.05 214 3,725 +1,184
Total Volume and Open Interest 2,645 524,790 +43,448
Gold(CMX)
Oct00 000905 278.8 278.8 276.4 277.1 -1.2 286 7,949 +22
Dec00 000905 280.8 281.0 278.9 279.7 -1.2 8,764 71,294 -1,184
Feb01 000905 282.1 282.5 282.0 282.3 -1.2 43 11,867 -13
Apr01 000905 285.0 285.0 284.9 284.9 -1.1 0 3,653 +0
Jun01 000905 288.0 288.0 287.3 287.5 -1.0 223 8,593 +146
Aug01 000905 290.0 290.0 290.0 290.0 -1.0 40 2,845 +0
Total Volume and Open Interest 9,358 123,257 -810
Silver(CMX)
Sep00 000905 499.0 500.5 497.5 499.8 -0.6 1,612 3,609 -1,622
Dec00 000905 503.5 504.5 501.0 504.0 -0.7 5,112 59,935 -388
Mar01 000905 506.5 509.5 506.5 508.9 -0.7 12 2,317 -6
May01 000905 511.7 511.7 511.7 511.7 -0.7 0 1,194 +0
Jul01 000905 514.3 514.3 514.3 514.3 -0.7 15 1,779 -15
Total Volume and Open Interest 7,102 76,176 -1,681
Platinum(NYM)
Oct00 000905 602.0 604.5 595.5 601.3 +6.0 716 8,972 -109
Jan01 000905 587.0 593.3 587.0 593.3 +10.0 339 1,318 +298
Total Volume and Open Interest 1,155 10,295 +189
Palladium(NYME)
Sep00 000905 720.65 720.65 720.65 720.65 -4.05 2 45 -69
Dec00 000905 725.00 728.00 718.00 722.65 -4.05 21 1,583 -12
Mar01 000905 717.65 717.65 717.65 717.65 -4.05 3 59 +0
Total Volume and Open Interest 26 1,687 -81
Copper(CMX)
Sep00 000905 89.60 90.70 89.50 90.60 +1.70 1,095 8,226 -757
Dec00 000905 90.60 91.40 90.30 91.25 +1.50 4,196 50,231 +1,203
Mar01 000905 90.80 91.50 90.70 91.40 +1.65 138 5,707 +87
May01 000905 90.40 91.10 90.40 91.10 +1.50 0 1,584 +0
Jul01 000905 90.10 90.85 90.10 90.85 +1.45 0 1,011 +0
Total Volume and Open Interest 5,836 81,498 +518
DJIA Index(CBOT)
Sep00 000905 11245 11325 11200 11305 +40 11,399 14,630 +0
Dec00 000905 11390 11470 11346 11453 +40 516 2,536 +0
Mar01 000905 11604 11604 11604 11604 +40 1 9 +0
Jun01 000905 11760 11760 11760 11760 +40      
Total Volume and Open Interest 11,670 17,181 +596
S & P 500(CME)
Sep00 000905 1516.00 1520.00 1506.50 1512.30 -11.00 67,397 294,503 -13,300
Dec00 000905 1539.50 1542.80 1529.90 1535.00 -11.20 18,843 112,466 +12,957
Mar01 000905 1560.00 1560.00 1556.00 1558.40 -11.60 8 1,577 +0
Jun01 000905 1582.80 1584.10 1577.80 1582.20 -11.90 2 1,327 +2
Total Volume and Open Interest 86,252 410,031 -341
S & P 500 E-Mini(Globex)
Sep00 000905 1523.00 1526.75 1506.50 1512.25 -11.00 52,305 46,971 +1,932
Dec00 000905 1551.50 1551.50 1528.50 1535.00 -11.25 374 387 +97
Total Volume and Open Interest 52,679 47,358 +2,029
NASDAQ 100(CME)
Sep00 000905 4078.00 4088.00 3992.00 3999.00 -119.00 13,458 32,080 -1,197
Dec00 000905 4135.00 4150.00 4064.50 4064.50 -119.00 966 3,487 +496
Mar01 000905 4127.00 4127.00 4127.00 4127.00 -119.00 15 34 +10
Total Volume and Open Interest 14,439 35,601 -691
NASDAQ 100 E-Mini(GLOBEX)
Sep00 000905 4136.5 4143.0 3992.5 3999.0 -119.0 32,097 34,975 +248
Dec00 000905 4149.0 4194.0 4061.5 4064.5 -119.0 38 55 +18
Total Volume and Open Interest 32,135 35,030 +266
NYSE Composite(NYBOT)
Sep00 000905 677.50 678.50 675.50 677.50 -1.25      
Dec00 000905 686.75 687.00 685.00 686.75 -1.25      
Mar01 000905 696.00 696.00 696.00 696.00 -1.25      
Total Volume and Open Interest      
S & P Midcap 400(CME)
Sep00 000905 547.50 548.00 542.00 543.00 -6.25 945 12,927 -25
Dec00 000905 553.00 554.00 550.90 550.90 -6.25 153 1,053 +125
Mar01 000905 556.90 556.90 556.40 556.90 -6.25      
Total Volume and Open Interest 1,098 13,980 +100
Russell 2000(CME)
Sep00 000905 539.00 542.80 538.00 539.40 -2.60 1,276 11,844 -351
Dec00 000905 548.00 549.00 546.00 546.65 -2.55 1 677 -7
Mar01 000905 554.15 554.15 554.00 554.15 -2.60      
Total Volume and Open Interest 1,277 12,521 -358
Value Line(KCBT)
Sep00 000905 1167.00 1170.00 1165.00 1167.00 -5.50 24 213 +11
Total Volume and Open Interest 25 220 +11
Nikkei 225(CME)
Sep00 000905 16375 16400 16310 16340 -490 1,370 14,676 -223
Dec00 000905 16450 16450 16360 16370 -490 261 1,409 +180
Total Volume and Open Interest 1,631 16,085 -43
Nikkei 225(SIMEX)
Sep00 000905 16680 16725 16390 16425 -355 14,228 0 -96,052
Dec00 000905 16700 16705 16390 16420 -350 2,853 0 -16,505
Mar01 000905 16440 16440 16440 16440 -350      
Total Volume and Open Interest 17,081    
CAC 40(MATIF)
Sep00 000905 6931.5 6940.0 6835.5 6851.0 -84.0 40,319 281,030 +12,499
Oct00 000905 6890.0 6929.5 6886.5 6896.0 -60.5 203 146 -10
Nov00 000905 6944.5 6944.5 6902.0 6903.0 -81.0 22 0 +0<