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MRCI's End of Day Prices
Daily Futures Price Listing Thu September 07, 2000
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Sep00 000907 484.50 484.50 478.50 480.00 -5.25 3,764 2,061 -581
Nov00 000907 495.00 495.50 488.00 490.00 -5.25 46,779 87,672 +261
Jan01 000907 505.00 505.00 498.00 500.00 -5.00 3,050 13,173 -118
Mar01 000907 514.50 514.50 507.00 509.25 -5.00 1,931 11,554 +190
May01 000907 521.00 521.00 514.50 516.25 -5.25 2,001 10,452 -163
Jul01 000907 528.50 529.00 522.50 523.75 -5.50 2,226 12,958 -7
Aug01 000907 527.00 528.00 523.00 523.50 -5.50 9 214 -19
Total Volume and Open Interest 60,419 140,573 -345
Soybean Meal(CBOT)
Sep00 000907 166.50 166.80 164.00 164.80 -2.20 4,349 5,804 -846
Oct00 000907 166.00 166.20 163.50 164.40 -1.90 8,104 20,037 -34
Dec00 000907 167.40 168.10 165.10 166.30 -1.30 13,850 52,476 -728
Jan01 000907 168.50 168.50 165.80 166.70 -1.50 2,213 10,302 +556
Mar01 000907 169.50 169.50 166.80 167.70 -1.70 189 7,964 +73
May01 000907 169.00 170.00 167.20 168.30 -1.70 1,074 5,061 +342
Jul01 000907 171.00 171.00 169.50 170.30 -1.70 222 2,713 +153
Aug01 000907 170.30 170.30 169.50 169.50 -2.00 5 341 +5
Total Volume and Open Interest 30,007 105,137 -484
Soybean Oil(CBOT)
Sep00 000907 15.43 15.44 15.25 15.28 -0.17 5,550 3,618 -1,430
Oct00 000907 15.57 15.57 15.35 15.36 -0.22 8,718 24,060 -664
Dec00 000907 15.92 15.93 15.73 15.74 -0.22 11,558 61,802 -251
Jan01 000907 16.20 16.20 16.01 16.01 -0.24 2,264 17,657 -42
Mar01 000907 16.53 16.55 16.38 16.39 -0.21 1,158 10,351 +668
May01 000907 16.90 16.90 16.77 16.77 -0.20 561 8,521 +381
Jul01 000907 17.30 17.30 17.11 17.12 -0.18 189 5,804 +87
Aug01 000907 17.40 17.40 17.26 17.26 -0.14 10 1,211 +12
Total Volume and Open Interest 30,023 137,531 -1,223
Canola(WCE)
Sep00 000907 258.0 258.0 258.0 258.0 unch 0 198 +0
Nov00 000907 261.2 261.4 259.4 259.6 -1.9 9,658 47,047 +2,576
Jan01 000907 267.1 267.4 265.3 266.1 -1.8 1,733 8,688 -26
Mar01 000907 272.6 272.8 271.0 271.6 -1.7 1,623 2,057 +377
May01 000907 276.0 276.0 276.0 276.0 -2.5 544 486 +443
Total Volume and Open Interest 13,668 58,764 +3,470
Corn(CBOT)
Sep00 000907 181.50 182.25 180.50 181.75 unch 13,548 9,325 -3,652
Nov00 000907 188.75 189.75 188.50 189.25 -0.25 6,521 2,564 +29
Dec00 000907 193.00 194.00 192.25 193.25 -0.50 42,439 220,356 -1,935
Jan01 000907 196.00 197.00 196.00 196.25 -0.75 29 572 +17
Mar01 000907 205.00 206.00 204.25 205.25 -0.50 7,576 64,267 +2,434
May01 000907 212.00 213.00 211.50 212.25 -0.50 1,499 16,662 +195
Total Volume and Open Interest 74,445 355,025 -2,078
Wheat(CBOT)
Sep00 000907 248.00 250.25 247.50 249.50 +2.00 1,845 1,233 -680
Dec00 000907 263.50 266.75 262.25 265.50 +1.50 20,005 100,266 +502
Mar01 000907 280.00 283.00 279.00 282.25 +1.75 2,910 24,296 +789
May01 000907 290.50 292.50 289.50 292.50 +2.00 330 1,344 -21
Jul01 000907 299.00 301.75 298.00 301.50 +2.50 553 10,528 +121
Total Volume and Open Interest 25,696 138,362 +738
Wheat(KCBT)
Sep00 000907 290.00 290.50 288.75 289.50 unch 338 725 -261
Dec00 000907 304.50 306.00 303.00 304.25 -0.50 6,641 59,512 -1,189
Mar01 000907 318.50 319.50 316.75 318.75 +0.50 1,172 15,744 +284
May01 000907 326.50 326.50 325.00 326.00 +0.50 35 1,724 +10
Jul01 000907 332.50 333.00 332.50 333.00 +0.50 78 2,158 +66
Total Volume and Open Interest 8,264 79,881 -1,090
Wheat(MGE)
Sep00 000907 298.00 298.00 298.00 298.00 -1.00 108 143 -150
Dec00 000907 313.00 315.25 312.50 314.50 +1.00 2,618 16,973 -327
Mar01 000907 327.00 330.00 327.00 329.25 +1.00 937 4,695 -153
May01 000907 337.25 338.50 337.25 338.25 +0.75 144 791 +33
Jul01 000907 346.00 346.75 346.00 346.25 +1.00 52 293 +8
Total Volume and Open Interest 3,859 23,107 -589
Oats(CBOT)
Sep00 000907 99.00 99.00 98.50 99.00 +0.50 12 63 +9
Dec00 000907 108.75 109.75 108.75 109.50 +0.50 423 11,943 +5
Mar01 000907 118.00 119.00 118.00 118.75 +0.50 45 1,679 +32
May01 000907 124.00 124.00 124.00 124.00 +0.25 1 154 +1
Total Volume and Open Interest 482 13,966 +47
Rough Rice(CBOT)
Sep00 000907 6.23 6.31 6.23 6.31 +0.03 88 329 -54
Nov00 000907 6.13 6.18 6.08 6.17 +0.03 371 2,786 +2
Jan01 000907 6.25 6.29 6.21 6.27 unch 171 2,384 +101
Mar01 000907 6.35 6.42 6.35 6.40 +0.01 25 501 +0
Total Volume and Open Interest 668 6,126 +62
Live Cattle(CME)
Oct00 000907 66.450 67.575 66.450 67.525 +1.225 5,429 57,163 -1,073
Dec00 000907 68.700 69.550 68.700 69.500 +1.000 2,500 33,420 +790
Feb01 000907 70.175 70.950 70.175 70.900 +0.775 1,003 15,952 -95
Apr01 000907 72.275 73.000 72.250 72.975 +0.675 657 9,129 +60
Jun01 000907 70.200 70.650 70.175 70.625 +0.525 72 3,721 +17
Aug01 000907 70.350 70.800 70.350 70.800 +0.500 20 2,750 +1
Total Volume and Open Interest 9,873 122,446 -209
Feeder Cattle(CME)
Sep00 000907 84.500 85.175 84.475 85.125 +0.725 301 3,223 -56
Oct00 000907 84.500 85.375 84.500 85.350 +0.950 1,016 7,243 +96
Nov00 000907 85.050 86.200 85.050 86.125 +1.125 695 3,795 +3
Jan01 000907 85.800 86.800 85.800 86.775 +1.050 241 2,691 +20
Mar01 000907 85.850 86.700 85.850 86.700 +0.850 101 1,382 +48
Apr01 000907 86.100 86.700 86.100 86.700 +0.700 25 341 +7
May01 000907 86.000 86.850 86.000 86.800 +0.800 42 780 +15
Total Volume and Open Interest 2,458 19,487 +160
Lean Hogs(CME)
Oct00 000907 54.175 54.175 53.100 53.700 -0.575 3,584 18,663 -433
Dec00 000907 51.000 51.000 50.150 50.650 -0.500 2,531 12,237 +291
Feb01 000907 51.900 51.900 51.150 51.500 -0.400 496 4,015 +134
Apr01 000907 50.300 50.300 49.850 49.900 -0.425 106 1,726 +34
Jun01 000907 57.200 57.250 56.900 57.100 -0.150 204 677 +2
Jul01 000907 56.200 56.600 56.100 56.600 -0.250 13 221 +2
Aug01 000907 54.300 54.600 54.100 54.600 -0.225 20 126 +7
Oct01 000907 47.250 47.350 47.175 47.175 -0.125 8 10 +5
Total Volume and Open Interest 6,971 37,681 +46
Pork Bellies(CME)
Feb01 000907 67.250 67.250 64.800 66.300 -0.175 753 1,760 -25
Mar01 000907 66.500 66.500 64.700 66.350 +0.050 19 33 -1
May01 000907 66.900 67.000 65.800 66.400 +0.100 2 5 -1
Jul01 000907 68.000 68.000 66.500 68.000 unch 0 3 +0
Total Volume and Open Interest 774 1,801 -27
Cocoa(NYBOT)
Sep00 000907 759 761 759 761 -19 5 50 -4
Dec00 000907 823 827 796 801 -20 3,010 51,472 -647
Mar01 000907 852 855 828 831 -20 839 19,189 +162
May01 000907 876 876 853 854 -21 382 8,992 +183
Jul01 000907 895 895 877 877 -20 5 7,956 -51
Sep01 000907 921 921 901 901 -19 307 7,267 +116
Dec01 000907 960 960 935 935 -19 253 9,376 +247
Total Volume and Open Interest 4,901 120,288 +156
Coffee "C"(NYBOT)
Sep00 000907 77.00 78.00 76.50 78.00 +2.75 50 172 -200
Dec00 000907 80.40 83.00 80.40 82.70 +2.40 4,554 30,168 -166
Mar01 000907 85.60 87.50 85.45 87.30 +2.20 492 5,498 -128
May01 000907 88.40 90.20 88.40 90.00 +2.00 48 1,803 +10
Jul01 000907 91.90 92.90 91.90 92.90 +2.00 47 828 +12
Sep01 000907 93.60 95.80 93.60 95.80 +2.00 72 1,489 +25
Total Volume and Open Interest 5,339 40,154 -410
Orange Juice(NYBOT)
Sep00 000907 72.05 72.30 71.25 71.55 -1.15 21 491 -28
Nov00 000907 71.50 71.70 71.05 71.30 -0.50 1,990 17,727 +56
Jan01 000907 73.60 73.80 73.10 73.40 -0.30 581 4,970 +65
Mar01 000907 75.80 75.85 75.40 75.65 -0.25 769 4,948 +296
May01 000907 77.50 77.50 77.30 77.45 -0.30 44 715 +0
Total Volume and Open Interest 5,417 29,547 +394
Sugar #11(NYBOT)
Oct00 000907 10.35 10.74 10.29 10.73 +0.33 21,765 64,760 -3,841
Mar01 000907 10.18 10.50 10.18 10.49 +0.30 9,427 56,668 +2,967
May01 000907 9.85 10.03 9.82 10.01 +0.19 224 12,993 +35
Jul01 000907 9.35 9.47 9.33 9.46 +0.13 592 14,947 +197
Oct01 000907 9.09 9.16 9.07 9.16 +0.12 98 10,923 -28
Total Volume and Open Interest 32,120 165,697 -666
London Cocoa(LCE)
Sep00 000907 600 604 588 588 -8 330 12,362 -326
Dec00 000907 629 635 616 618 -8 1,200 57,579 -300
Mar01 000907 650 654 638 639 -8 694 41,927 +418
May01 000907 667 672 655 655 -8 228 20,650 +83
Jul01 000907 671 671 671 671 -8 0 8,319 +0
Sep01 000907 699 702 686 686 -8 1 6,160 +1
Dec01 000907 728 729 711 711 -8 0 4,977 +0
Total Volume and Open Interest 2,453 180,922 -124
London Coffee(LCE)
Sep00 000907 816.00 830.00 816.00 830.00 +18.00 608 4,066 -345
Nov00 000907 820.00 840.00 817.00 835.00 +18.00 3,532 36,984 +394
Jan01 000907 822.00 839.00 822.00 836.00 +16.00 1,240 11,308 +442
Mar01 000907 827.00 840.00 827.00 838.00 +13.00 284 3,682 +24
May01 000907 845.00 857.00 845.00 854.00 +11.00 118 2,148 +21
Jul01 000907 871.00 875.00 870.00 874.00 +10.00 11 433 +10
Total Volume and Open Interest 5,797 58,775 +550
London Sugar(LCE)
Oct00 000907 267.60 270.00 266.00 269.20 +1.60 2,983 10,102 -235
Dec00 000907 267.60 269.20 265.70 268.80 +1.20 1,978 13,182 +683
Mar01 000907 266.20 268.50 265.00 267.90 +1.20 880 12,299 +688
May01 000907 263.00 264.40 263.00 264.10 +1.30 40 1,886 +30
Aug01 000907 259.50 259.50 258.20 259.40 +1.10 0 3,148 +0
Total Volume and Open Interest 5,886 42,595 +1,161
Cotton(NYBOT)
Oct00 000907 64.15 64.30 63.75 64.14 -0.22 507 4,436 -67
Dec00 000907 66.05 66.28 65.65 65.94 -0.34 5,164 45,605 +115
Mar01 000907 67.67 67.75 67.20 67.45 -0.40 522 11,145 +49
May01 000907 68.35 68.35 67.95 68.00 -0.45 295 7,420 +85
Jul01 000907 68.95 69.00 68.70 68.70 -0.40 117 2,553 +49
Oct01 000907 65.45 65.45 65.45 65.45 -0.30 0 604 +0
Total Volume and Open Interest 12,694 75,205 +271
Lumber(CME)
Sep00 000907 216.6 219.4 212.1 216.5 -1.0 459 908 -94
Nov00 000907 233.7 233.7 226.6 232.4 -1.8 783 1,965 +102
Jan01 000907 247.5 247.9 242.9 247.2 -0.7 67 570 +23
Mar01 000907 257.6 260.0 255.9 258.0 -0.5 7 400 +1
Total Volume and Open Interest 1,322 3,965 +34
Crude Oil(NYM)
Oct00 000907 34.50 35.46 34.45 35.39 +0.49 74,692 121,394 +556
Nov00 000907 33.65 34.65 33.65 34.54 +0.56 34,138 62,842 +4,023
Dec00 000907 32.98 33.80 32.90 33.76 +0.54 21,305 49,364 -691
Jan01 000907 32.30 33.03 32.25 33.03 +0.51 8,844 24,389 +1,326
Feb01 000907 31.60 32.33 31.60 32.33 +0.46 4,175 14,847 +2,482
Mar01 000907 31.00 31.71 31.00 31.71 +0.41 2,251 12,847 +253
Apr01 000907 30.48 31.13 30.45 31.13 +0.37 2,408 7,645 +1,109
May01 000907 30.10 30.58 29.95 30.58 +0.33 736 7,139 +49
Jun01 000907 29.65 30.06 29.55 30.06 +0.29 2,104 21,368 -27
Jul01 000907 29.20 29.61 29.10 29.61 +0.28 605 8,778 +51
Total Volume and Open Interest 159,556 442,996 +10,258
Heating Oil(NYM)
Oct00 000907 99.00 103.00 98.85 102.86 +3.20 18,879 46,213 -1,010
Nov00 000907 98.80 102.00 98.70 101.90 +2.88 10,162 27,301 +2,036
Dec00 000907 97.90 101.00 97.80 100.80 +2.68 9,001 31,901 +2,720
Jan01 000907 96.90 99.30 96.75 99.20 +2.33 2,587 20,749 +162
Feb01 000907 93.99 96.00 93.90 95.90 +1.98 1,477 15,017 +133
Mar01 000907 88.25 90.60 88.20 89.80 +1.58 2,745 10,792 +469
Apr01 000907 83.85 85.75 83.85 85.00 +1.28 163 5,953 +68
May01 000907 80.80 81.80 80.30 81.35 +1.13 53 3,061 -28
Jun01 000907 78.00 78.70 78.00 78.65 +0.98 87 3,079 +19
Jul01 000907 77.60 77.65 77.60 77.65 +0.88 16 816 -8
Total Volume and Open Interest 45,381 168,947 +4,546
Unleaded Gas(NYM)
Oct00 000907 99.10 100.95 98.75 100.43 +0.63 15,551 33,826 +829
Nov00 000907 94.40 96.10 94.10 95.85 +1.07 5,895 10,645 +151
Dec00 000907 91.10 92.65 90.90 92.65 +1.07 1,592 7,365 -57
Jan01 000907 89.50 90.55 89.50 90.55 +1.05 455 2,712 +63
Feb01 000907 88.00 89.55 88.00 89.55 +1.00 633 3,099 +310
Mar01 000907 89.30 89.30 89.30 89.30 +1.00 115 2,057 +46
Apr01 000907 92.00 93.65 91.80 93.65 +1.00 607 3,229 +15
May01 000907 90.50 92.25 90.50 92.25 +1.00 251 771 +51
Total Volume and Open Interest 25,503 67,152 +1,684
Natural Gas(NYM)
Oct00 000907 4.960 5.040 4.890 4.998 -0.073 32,764 52,549 +1,123
Nov00 000907 5.040 5.150 4.990 5.100 -0.057 11,274 25,321 +571
Dec00 000907 5.110 5.220 5.070 5.187 -0.046 6,478 38,250 +7
Jan01 000907 5.050 5.170 5.020 5.140 -0.032 6,737 30,807 +243
Feb01 000907 4.785 4.900 4.740 4.865 -0.019 2,505 18,758 -228
Mar01 000907 4.480 4.620 4.470 4.580 -0.017 1,692 22,686 +118
Apr01 000907 4.185 4.320 4.185 4.285 -0.012 3,962 15,814 +1,943
May01 000907 4.090 4.210 4.090 4.185 unch 4,175 11,754 +3,061
Total Volume and Open Interest 79,946 362,485 +8,609
Brent Crude Oil(IPE)
Oct00 000907 34.35 34.60 33.46 34.55 +0.27 37,684 64,561 -6,284
Nov00 000907 33.59 33.85 32.75 33.84 +0.50 29,042 54,539 +3,578
Dec00 000907 32.71 33.10 32.09 33.01 +0.47 8,312 40,666 -522
Jan01 000907 31.95 32.21 31.40 32.21 +0.46 3,277 22,741 +612
Feb01 000907 31.14 31.44 30.70 31.44 +0.48 2,161 12,417 +877
Mar01 000907 30.34 30.69 30.02 30.69 +0.51 1,089 9,690 +569
Apr01 000907 29.55 29.99 29.35 29.99 +0.49 942 5,149 +848
May01 000907 29.00 29.39 29.00 29.39 +0.49 500 2,416 +491
Total Volume and Open Interest 86,017 255,951 +1,579
Gas Oil(IPE)
Sep00 000907 324.00 326.50 319.25 326.25 +7.25 9,790 20,169 -4,219
Oct00 000907 316.00 318.00 311.00 317.75 +6.75 10,825 41,860 +2,341
Nov00 000907 308.75 309.50 303.50 309.50 +6.50 4,165 19,248 +1,005
Dec00 000907 301.00 301.50 296.50 301.50 +5.75 2,517 26,290 +372
Jan01 000907 293.00 294.00 289.50 294.00 +5.50 727 8,471 +337
Feb01 000907 283.00 283.75 280.00 283.75 +5.50 100 5,125 +0
Mar01 000907 271.00 271.25 269.75 271.25 +4.75 100 3,968 +100
Apr01 000907 258.75 260.50 258.75 260.50 +3.75 0 2,436 +0
Total Volume and Open Interest 28,744 137,919 +196
US Dollar Index(NYBOT)
Sep00 000907 113.99 114.73 113.43 113.68 -0.42 2,200 4,992 -140
Dec00 000907 113.85 114.55 113.20 113.45 -0.45 436 2,482 +156
Mar01 000907 113.22 113.22 113.22 113.22 -0.48 2,046 7,479 +16
Total Volume and Open Interest 2,636 7,479 +16
Australian Dollar(IMM)
Sep00 000907 55.40 55.92 55.34 55.90 -0.63 3,204 20,983 +430
Dec00 000907 55.40 56.00 55.33 55.92 -0.63 1,662 3,480 +807
Mar01 000907 55.95 56.10 55.80 55.94 -0.63 7 705 +4
Total Volume and Open Interest 4,873 25,170 +1,241
British Pound(IMM)
Sep00 000907 143.52 144.20 143.26 143.84 -0.08 12,360 37,943 -4,670
Dec00 000907 143.68 144.40 143.46 144.04 -0.06 5,428 7,200 +4,671
Mar01 000907 144.70 144.70 143.80 144.24 -0.06 7 18 +0
Total Volume and Open Interest 17,795 45,162 +1
Canadian Dollar(IMM)
Sep00 000907 67.41 67.75 67.40 67.73 +0.20 14,792 50,995 +215
Dec00 000907 67.57 67.88 67.56 67.87 +0.20 2,426 12,162 +102
Mar01 000907 67.78 68.03 67.77 68.03 +0.20 12 792 +7
Jun01 000907 67.95 68.19 67.95 68.19 +0.20 11 149 +3
Total Volume and Open Interest 17,241 64,118 +327
Japanese Yen(IMM)
Sep00 000907 95.26 95.61 95.14 95.35 +0.70 11,504 65,618 -1,232
Dec00 000907 96.75 97.09 96.69 96.86 +0.72 3,916 7,963 +3,218
Mar01 000907 98.40 98.40 98.40 98.40 +0.74 0 224 +0
Total Volume and Open Interest 15,420 73,806 +1,986
Swiss Franc(IMM)
Sep00 000907 56.12 56.62 56.10 56.44 +0.15 14,939 52,543 -2,982
Dec00 000907 56.52 57.05 56.52 56.88 +0.15 3,489 8,107 +2,851
Mar01 000907 57.25 57.44 57.00 57.31 +0.15 6 10 +1
Total Volume and Open Interest 18,438 60,662 -128
EuroFX(IMM)
Sep00 000907 86.77 87.70 86.77 87.40 +0.31 25,407 71,625 -338
Dec00 000907 87.18 88.03 87.14 87.79 +0.32 4,567 7,970 +2,737
Mar01 000907 88.15 88.15 87.70 88.13 +0.31 23 274 +10
Total Volume and Open Interest 29,997 79,869 +2,409
Mexican Peso(IMM)
Sep00 000907 10690.0 10740.0 10680.0 10738.0 +73.0 8,970 11,158 -1,420
Dec00 000907 10410.0 10480.0 10410.0 10473.0 +83.0 1,348 3,062 +629
Total Volume and Open Interest 10,853 18,063 -573
30-Year T-Bonds(CBOT)
Sep00 000907 100~02 100~10 99~24 99~27 -0~07 11,769 84,302 -8,172
Dec00 000907 100~05 100~13 99~25 99~29 -0~08 187,461 341,010 -122
Mar01 000907 100~03 100~03 99~30 99~30 -0~07 89 1,143 -46
Total Volume and Open Interest 199,346 426,575 -8,355
Municipal Bonds(CBOT)
Sep00 000907 99~23 100~03 99~22 99~24 +0~01 1,387 14,115 -854
Dec00 000907 98~27 99~13 98~27 99~02 +0~03 2,246 8,797 +1,153
Total Volume and Open Interest 3,633 22,912 +299
10-Year T-Notes(CBOT)
Sep00 000907 100~060 100~115 100~010 100~030 -0~060 26,350 120,124 -19,984
Dec00 000907 100~035 100~095 99~305 100~010 -0~050 115,410 444,975 +15,553
Total Volume and Open Interest 141,761 565,578 -4,430
5-Year T-Notes(CBOT)
Sep00 000907 100~010 100~040 99~315 100~000 -0~035 8,530 38,298 -16,671
Dec00 000907 100~055 100~095 100~040 100~045 -0~035 44,034 339,608 +5,053
Mar01 000907 100~045 100~045 100~045 100~045 -0~035 0 7 +0
Total Volume and Open Interest 52,564 377,913 -11,618
2 Year T-Notes(CBOT)
Sep00 000907 99~092 99~096 99~090 99~090 -0~006 1,396 7,542 -436
Dec00 000907 99~105 99~112 99~102 99~104 -0~006 4,761 38,814 -151
Total Volume and Open Interest 6,157 46,356 -587
3-Mth T-Bills(IMM)
Dec00 000907 93.94 93.94 93.94 93.94 +0.01 279 819 +154
Total Volume and Open Interest 713 2,476 +251
Eurodollars(IMM)
Sep00 000907 93.335 93.342 93.332 93.335 -0.005 52,557 528,125 -5,076
Dec00 000907 93.200 93.230 93.195 93.210 unch 53,670 559,304 +8,524
Mar01 000907 93.305 93.340 93.295 93.305 -0.010 93,419 537,938 +1,538
Jun01 000907 93.295 93.325 93.280 93.290 -0.015 40,751 302,774 +740
Sep01 000907 93.280 93.320 93.270 93.275 -0.020 19,245 260,448 -1,178
Dec01 000907 93.220 93.250 93.200 93.210 -0.020 8,784 182,221 -64
Mar02 000907 93.265 93.295 93.250 93.255 -0.025 7,341 145,249 +1,409
Jun02 000907 93.250 93.275 93.240 93.240 -0.025 5,924 107,493 -671
Sep02 000907 93.245 93.275 93.235 93.235 -0.030 3,631 99,472 +207
Dec02 000907 93.180 93.205 93.170 93.170 -0.030 3,380 76,702 -50
Mar03 000907 93.225 93.245 93.210 93.215 -0.030 4,430 72,261 -297
Jun03 000907 93.205 93.235 93.185 93.190 -0.035 3,757 49,194 -624
Total Volume and Open Interest 315,443 3,317,442 +5,999
3-Mth Euro-Yen(IMM)
Sep00 000907 99.62 99.62 99.61 99.62 +0.01 85 10,037 -307
Dec00 000907 99.53 99.54 99.53 99.53 +0.02 497 11,490 +50
Mar01 000907 99.46 99.46 99.46 99.46 +0.03 264 13,677 -100
Jun01 000907 99.38 99.38 99.38 99.38 +0.05 193 7,568 -55
Sep01 000907 99.27 99.29 99.27 99.29 +0.06 159 17,251 +105
Dec01 000907 99.14 99.14 99.14 99.14 +0.05 1 3,030 +1
Mar02 000907 99.04 99.04 99.04 99.04 +0.05 400 3,138 +309
Jun02 000907 98.93 98.93 98.93 98.93 +0.06 0 614 +0
Sep02 000907 98.82 98.82 98.82 98.82 +0.06 0 36 +0
Dec02 000907 98.60 98.60 98.60 98.60 unch 0 30 +0
Total Volume and Open Interest 1,619 66,891 +23
3-Mth Euro-Yen(SIMEX)
Sep00 000907 99.61 99.62 99.61 99.62 +0.01 4,754 90,959 -325
Dec00 000907 99.51 99.54 99.51 99.54 +0.03 7,069 104,124 +434
Mar01 000907 99.43 99.46 99.43 99.46 +0.03 5,603 109,218 -1,578
Jun01 000907 99.33 99.38 99.33 99.37 +0.04 4,293 87,757 +717
Sep01 000907 99.23 99.27 99.23 99.27 +0.05 1,230 65,496 -97
Dec01 000907 99.10 99.14 99.10 99.14 +0.05 1,030 28,405 +318
Mar02 000907 99.01 99.04 99.01 99.04 +0.05 650 15,552 -22
Jun02 000907 98.89 98.92 98.89 98.92 +0.04 1,001 3,688 -646
Total Volume and Open Interest 26,580 509,955 -249
German Euro-Bund(EUREX)
Sep00 000907 104.76 105.01 104.70 104.96 +0.05 664,403 304,607 -200,037
Dec00 000907 104.49 104.99 104.43 104.92 +0.25 388,611 359,239 +141,102
Mar01 000907 104.65 105.17 104.65 105.12 +0.37 4,323 1,743 -776
Total Volume and Open Interest 1,057,337 665,589 -59,711
German Euro-Bobl(EUREX)
Sep00 000907 102.51 102.71 102.50 102.64 +0.06 255,637 159,687 -101,526
Dec00 000907 102.50 102.85 102.45 102.81 +0.22 191,555 167,753 +44,506
Mar01 000907 102.30 102.56 102.30 102.56 +0.22 0 547 -24
Total Volume and Open Interest 447,192 327,987 -57,044
Long Gilt(LIFFE)
Sep00 000907 112~21 113~05 112~13 113~05 +0~19 4,435 11,940 -2,342
Dec00 000907 112~04 112~28 112~01 112~26 +0~19 14,009 63,645 +910
Total Volume and Open Interest 21,588 75,585 -1,432
3-Mth Short Sterling(LIFFE)
Sep00 000907 93.73 93.80 93.70 93.79 +0.05 30,665 176,651 -763
Dec00 000907 93.63 93.70 93.61 93.69 +0.05 40,158 179,222 +4,929
Mar01 000907 93.64 93.70 93.61 93.69 +0.05 48,159 166,514 +14,220
Total Volume and Open Interest 151,023 852,527 +25,101
3-Mth Euribor(LIFFE)
Sep00 000907 95.095 95.115 95.080 95.110 +0.015 57,879 318,188 -8,470
Dec00 000907 94.665 94.725 94.660 94.715 +0.040 94,836 280,574 -6,738
Mar01 000907 94.650 94.695 94.630 94.690 +0.040 83,262 214,556 +1,370
Total Volume and Open Interest 314,219 1,615,124 +268,222
3-Mth Aus T-Bills(SFE)
Sep00 000907 93.45 93.51 93.44 93.50 +0.03 26,473 92,907 -31,199
Dec00 000907 93.35 93.37 93.30 93.35 -0.05 40,683 202,355 +7,495
Mar01 000907 93.33 93.34 93.28 93.31 -0.06 8,154 63,583 +2,249
Jun01 000907 93.37 93.37 93.30 93.32 -0.08 2,718 31,760 +632
Sep01 000907 93.39 93.39 93.34 93.35 -0.07 1,040 13,066 +415
Dec01 000907 93.37 93.37 93.35 93.35 -0.07 620 8,576 +119
Mar02 000907 93.36 93.36 93.34 93.36 -0.05 199 6,369 +170
Jun02 000907 93.36 93.37 93.36 93.37 -0.04 214 4,363 +163
Sep02 000907 93.37 93.37 93.35 93.35 -0.05 300 2,311 +300
Dec02 000907 93.32 93.33 93.32 93.33 -0.05 10 1,570 +0
Total Volume and Open Interest 80,736 431,581 -19,336
10-Year Aus T-Bonds(SFE)
Sep00 000907 93.93 93.96 93.88 93.89 -0.04 3,258 163,911 -17,872
Dec00 000907 93.94 93.96 93.89 93.90 -0.03 464 2,195 +1,058
Total Volume and Open Interest 3,722 166,106 -16,814
3-Year Aus T-Bonds(SFE)
Sep00 000907 93.76 93.78 93.71 93.75 -0.06 7,007 427,388 -16,156
Dec00 000907 93.75 93.77 93.73 93.75 -0.06 1,650 10,881 +5,926
Total Volume and Open Interest 8,657 438,269 -10,230
Gold(CMX)
Oct00 000907 273.7 275.1 273.7 275.1 -0.2 2,083 7,602 +65
Dec00 000907 276.3 278.2 276.3 277.7 -0.2 17,485 74,384 +941
Feb01 000907 279.5 280.5 279.0 280.4 -0.1 5 11,865 +1
Apr01 000907 282.5 283.1 282.5 283.1 -0.1 204 3,445 -199
Jun01 000907 285.0 286.0 285.0 285.7 -0.1 1,015 9,306 +263
Aug01 000907 288.2 288.2 288.2 288.2 -0.1 650 3,275 +430
Total Volume and Open Interest 21,444 126,934 +1,501
Silver(CMX)
Sep00 000907 495.0 497.0 493.0 493.5 -4.8 856 1,317 -1,057
Dec00 000907 500.0 501.5 495.0 498.2 -4.5 5,996 58,977 -377
Mar01 000907 505.0 505.0 500.0 503.2 -4.3 13 2,238 -5
May01 000907 506.2 506.2 506.2 506.2 -4.1 0 1,194 +0
Jul01 000907 509.0 509.0 509.0 509.0 -3.9 0 1,779 +0
Total Volume and Open Interest 6,866 72,851 -1,439
Platinum(NYM)
Oct00 000907 611.5 614.0 605.5 606.5 -4.6 865 8,625 +234
Jan01 000907 601.0 605.0 599.0 599.0 -4.1 26 1,755 +10
Total Volume and Open Interest 891 10,385 +244
Palladium(NYME)
Sep00 000907 761.30 761.30 761.30 761.30 +23.30 0 40 +0
Dec00 000907 750.00 768.00 750.00 763.30 +23.30 24 1,597 +4
Mar01 000907 760.00 760.30 760.00 760.30 +23.30 6 59 +0
Total Volume and Open Interest 30 1,696 +4
Copper(CMX)
Sep00 000907 90.15 90.70 90.15 90.60 +0.45 1,397 6,049 -607
Dec00 000907 90.70 91.50 90.65 91.20 +0.40 6,247 51,848 +849
Mar01 000907 90.90 91.40 90.90 91.20 +0.25 250 5,801 +86
May01 000907 90.80 91.05 90.80 90.85 +0.20 74 1,549 +47
Jul01 000907 90.60 90.70 90.50 90.55 +0.15 34 1,166 +17
Total Volume and Open Interest 8,568 81,647 +667
DJIA Index(CBOT)
Sep00 000907 11300 11340 11230 11286 -49 13,984 13,373 -101
Dec00 000907 11490 11495 11380 11433 -54 3,069 5,066 +1,537
Mar01 000907 11585 11585 11585 11585 -54 0 8 +0
Jun01 000907 11741 11741 11741 11741 -54      
Total Volume and Open Interest 17,053 18,453 +1,436
S & P 500(CME)
Sep00 000907 1500.00 1507.50 1496.00 1506.40 +12.40 146,679 221,528 -51,423
Dec00 000907 1522.50 1530.50 1518.50 1529.00 +12.40 86,942 202,435 +59,768
Mar01 000907 1552.10 1552.10 1552.10 1552.10 +12.20 49 1,618 +39
Jun01 000907 1575.90 1575.90 1575.90 1575.90 +12.20 8 1,319 -8
Total Volume and Open Interest 233,681 427,061 +8,378
S & P 500 E-Mini(Globex)
Sep00 000907 1494.00 1507.75 1493.50 1506.50 +12.50 78,207 45,282 +29
Dec00 000907 1516.50 1531.00 1515.75 1529.00 +12.50 866 857 +172
Total Volume and Open Interest 79,073 46,139 +201
NASDAQ 100(CME)
Sep00 000907 3893.00 3968.00 3875.00 3951.50 +93.50 19,815 30,739 -916
Dec00 000907 3945.00 4034.00 3940.00 4015.00 +94.00 3,339 6,411 +1,704
Mar01 000907 4077.50 4078.50 4077.50 4077.50 +94.00 0 34 +0
Total Volume and Open Interest 23,154 37,184 +788
NASDAQ 100 E-Mini(GLOBEX)
Sep00 000907 3859.0 3970.0 3842.0 3951.5 +93.5 53,367 37,797 +1,071
Dec00 000907 3922.5 4034.0 3908.0 4015.0 +94.0 262 199 +113
Total Volume and Open Interest 53,629 37,996 +1,184
NYSE Composite(NYBOT)
Sep00 000907 675.50 677.25 674.05 676.65 +1.15      
Dec00 000907 685.75 686.50 683.25 685.90 +1.30      
Mar01 000907 695.15 695.15 695.15 695.15 +1.45      
Total Volume and Open Interest      
S & P Midcap 400(CME)
Sep00 000907 544.00 549.90 543.00 549.90 +8.35 1,947 11,486 -898
Dec00 000907 552.50 558.00 551.00 558.00 +8.55 1,656 3,651 +1,815
Mar01 000907 564.00 564.00 564.00 564.00 +8.55      
Total Volume and Open Interest 3,603 15,137 +917
Russell 2000(CME)
Sep00 000907 538.00 545.50 538.00 544.65 +8.40 4,148 10,345 -1,157
Dec00 000907 545.50 552.50 545.50 552.00 +8.35 2,651 3,071 +2,230
Mar01 000907 559.50 559.50 559.50 559.50 +8.35 200 0 +0
Total Volume and Open Interest 7,199 13,416 +1,073
Value Line(KCBT)
Sep00 000907 1170.50 1176.00 1170.50 1176.00 +5.50 8 192 -17
Total Volume and Open Interest 12 200 -16
Nikkei 225(CME)
Sep00 000907 16325 16450 16300 16420 +65 5,966 12,267 -1,669
Dec00 000907 16390 16470 16350 16420 +50 5,502 9,076 +3,526
Total Volume and Open Interest 11,468 21,350 +1,857
Nikkei 225(SIMEX)
Sep00 000907 16390 16450 16225 16440 +5 38,803 63,915 -16,879
Dec00 000907 16380 16440 16220 16405 -30 30,083 65,924 +24,493
Mar01 000907 16425 16425 16425 16425 -30 0 3,795 +0
Total Volume and Open Interest 30,007 105,137 -21,293
CAC 40(MATIF)
Sep00 000907 6780.0 6858.0 6769.0 6847.0 +72.0 36,497 321,040 +25,556
Oct00 000907 6813.0 6880.0 6813.0 6873.0 +47.0 139 243 +19
Nov00 000907 6860.0 6900.5 6854.0 6900.5 +47.0