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MRCI's End of Day Prices
Daily Futures Price Listing Thu September 14, 2000
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Sep00 000914 487.00 487.00 483.00 483.50 -5.25 1,282 997 -337
Nov00 000914 496.00 497.50 490.50 491.75 -7.75 26,661 88,196 +624
Jan01 000914 506.00 507.00 500.50 501.75 -7.25 2,520 15,422 +596
Mar01 000914 515.50 516.00 510.00 511.75 -6.25 1,415 12,622 +234
May01 000914 522.00 522.50 517.50 519.00 -6.50 816 11,018 +8
Jul01 000914 530.50 530.50 525.00 526.00 -7.75 856 14,377 +195
Aug01 000914 525.50 525.50 525.50 525.50 -7.75 0 228 -3
Total Volume and Open Interest 33,752 145,712 +1,362
Soybean Meal(CBOT)
Sep00 000914 172.80 177.50 169.00 173.00 +0.10 3,898 978 -1,548
Oct00 000914 167.50 168.00 166.60 166.70 -1.10 9,168 21,054 +738
Dec00 000914 168.20 168.70 167.00 167.30 -1.40 8,580 54,843 +593
Jan01 000914 168.80 169.20 167.70 168.00 -1.40 951 10,899 +423
Mar01 000914 169.70 170.20 168.80 168.80 -1.50 753 7,852 -252
May01 000914 169.50 169.80 168.80 169.00 -1.30 256 5,423 -37
Jul01 000914 170.70 171.20 170.20 170.70 -1.20 191 3,004 +103
Aug01 000914 169.50 169.80 169.50 169.50 -1.30 56 538 +56
Total Volume and Open Interest 23,853 105,038 +76
Soybean Oil(CBOT)
Sep00 000914 15.63 15.63 15.39 15.39 -0.26 1,024 668 -436
Oct00 000914 15.68 15.68 15.30 15.40 -0.30 6,373 20,864 -547
Dec00 000914 16.02 16.04 15.68 15.78 -0.32 7,974 61,505 +217
Jan01 000914 16.28 16.28 16.00 16.10 -0.29 1,033 17,765 +2
Mar01 000914 16.68 16.68 16.42 16.46 -0.30 658 11,460 +401
May01 000914 16.95 16.97 16.79 16.84 -0.31 460 9,350 -62
Jul01 000914 17.38 17.38 17.17 17.20 -0.30 514 6,414 +166
Aug01 000914 17.48 17.48 17.35 17.35 -0.28 9 1,253 +9
Total Volume and Open Interest 18,178 134,196 -171
Canola(WCE)
Sep00 000914 257.8 257.8 257.8 257.8 -0.2 0 5 +0
Nov00 000914 259.8 260.0 257.0 257.2 -3.3 4,298 41,679 -1,445
Jan01 000914 266.0 266.0 263.6 263.9 -2.9 566 12,053 +216
Mar01 000914 270.4 270.6 269.2 269.3 -3.0 375 3,752 +370
May01 000914 275.1 275.1 275.1 275.1 -2.0 240 1,640 +215
Total Volume and Open Interest 5,561 59,427 -634
Corn(CBOT)
Sep00 000914 180.00 180.25 179.00 179.25 -1.25 5,871 1,916 -1,763
Nov00 000914 186.25 187.00 185.25 185.75 -1.75 2,109 2,900 +109
Dec00 000914 190.75 191.25 189.50 189.75 -1.75 32,726 217,029 -929
Jan01 000914 195.00 195.00 193.50 193.50 -2.00 14 569 +2
Mar01 000914 202.75 203.25 201.50 201.75 -1.75 3,503 67,803 +969
May01 000914 209.75 210.50 208.75 209.25 -1.25 876 18,588 +433
Total Volume and Open Interest 45,800 352,622 -922
Wheat(CBOT)
Sep00 000914 242.00 242.50 241.00 242.00 unch 560 314 -163
Dec00 000914 256.50 258.50 254.00 254.25 -2.75 16,996 101,747 -220
Mar01 000914 273.50 275.50 271.00 271.25 -2.75 2,693 25,295 +155
May01 000914 284.25 285.50 281.00 281.50 -2.50 324 1,239 -51
Jul01 000914 293.00 294.25 290.00 291.00 -2.25 344 10,674 +77
Total Volume and Open Interest 20,934 140,087 -191
Wheat(KCBT)
Sep00 000914 287.00 288.50 287.00 288.00 -3.00 9 20 -63
Dec00 000914 304.00 305.00 301.00 302.00 -2.75 4,560 58,807 +610
Mar01 000914 317.75 318.75 315.00 315.75 -2.75 971 16,611 +110
May01 000914 325.50 326.00 323.50 324.50 -2.00 13 1,761 +2
Jul01 000914 334.00 334.00 330.50 330.50 -3.75 264 2,918 +113
Total Volume and Open Interest 5,817 80,138 +772
Wheat(MGE)
Sep00 000914 298.00 298.00 296.00 296.00 -1.00 1 7 -2
Dec00 000914 310.00 311.75 308.50 309.75 -1.25 2,719 16,539 -257
Mar01 000914 324.50 326.50 323.25 324.25 -1.75 1,042 4,556 -67
May01 000914 334.00 334.75 332.50 332.50 -1.50 48 916 +13
Jul01 000914 342.00 343.00 340.75 341.25 -2.25 13 293 +0
Total Volume and Open Interest 3,823 22,529 -313
Oats(CBOT)
Sep00 000914 102.00 102.25 100.00 101.00 -1.75 31 24 -20
Dec00 000914 110.25 110.50 109.25 109.50 -1.00 537 10,966 +86
Mar01 000914 120.25 120.25 119.00 119.00 -1.00 27 1,685 +15
May01 000914 124.25 124.25 124.25 124.25 -1.00 0 155 +0
Total Volume and Open Interest 596 13,014 +81
Rough Rice(CBOT)
Sep00 000914 6.97 6.97 6.75 6.75 -0.05 27 205 +2
Nov00 000914 6.55 6.58 6.43 6.46 -0.02 294 3,186 +18
Jan01 000914 6.65 6.68 6.52 6.56 -0.03 104 2,612 +55
Mar01 000914 6.80 6.80 6.66 6.66 -0.02 35 577 -11
Total Volume and Open Interest 465 6,713 +59
Live Cattle(CME)
Oct00 000914 66.950 67.900 66.850 67.650 +0.700 6,245 49,750 -1,183
Dec00 000914 68.875 69.800 68.850 69.675 +0.775 3,995 39,740 +1,257
Feb01 000914 70.150 70.850 70.150 70.725 +0.525 1,374 17,241 +352
Apr01 000914 72.275 72.850 72.275 72.800 +0.425 648 9,412 +145
Jun01 000914 69.850 70.350 69.850 70.300 +0.300 312 3,988 +114
Aug01 000914 70.150 70.700 70.150 70.350 +0.150 118 2,790 +16
Total Volume and Open Interest 12,845 123,670 +854
Feeder Cattle(CME)
Sep00 000914 84.750 85.450 84.750 85.325 +0.600 451 2,412 -318
Oct00 000914 84.850 85.550 84.700 85.475 +0.575 716 6,918 -153
Nov00 000914 85.600 86.475 85.525 86.200 +0.600 419 4,059 +123
Jan01 000914 86.300 87.100 86.300 86.975 +0.600 197 3,009 +96
Mar01 000914 86.500 87.000 86.500 87.000 +0.600 137 1,582 +67
Apr01 000914 86.500 87.050 86.500 86.975 +0.525 6 408 +5
May01 000914 86.500 87.050 86.500 87.050 +0.600 6 817 +0
Total Volume and Open Interest 1,940 19,293 -172
Lean Hogs(CME)
Oct00 000914 54.350 54.700 53.900 54.425 +0.300 5,689 16,321 -267
Dec00 000914 51.350 51.650 50.900 51.400 +0.275 4,566 15,595 +1,181
Feb01 000914 52.300 52.500 52.000 52.275 +0.100 516 4,233 +163
Apr01 000914 50.700 50.900 50.450 50.550 +0.025 65 1,719 +2
Jun01 000914 57.300 57.450 57.100 57.325 unch 25 684 +0
Jul01 000914 56.700 56.775 56.500 56.725 -0.025 8 229 -2
Aug01 000914 54.950 55.225 54.950 55.150 -0.050 4 136 +4
Oct01 000914 47.200 47.200 47.125 47.125 unch 1 25 +1
Total Volume and Open Interest 10,874 38,952 +1,082
Pork Bellies(CME)
Feb01 000914 64.050 64.750 63.800 63.875 -0.225 409 1,876 +28
Mar01 000914 64.000 64.250 63.800 63.800 -0.075 4 37 +0
May01 000914 64.450 64.800 64.450 64.450 unch 1 7 +0
Jul01 000914 65.150 65.150 65.150 65.150 +0.025 2 3 +0
Aug01 000914 64.750 64.750 64.750 64.750 +0.750 0 1 +0
Total Volume and Open Interest 416 1,924 +28
Cocoa(NYBOT)
Sep00 000914 777 777 775 775 -23 6 9 -27
Dec00 000914 833 836 813 815 -23 8,745 51,228 -1,041
Mar01 000914 861 862 842 844 -22 2,018 20,383 +1,010
May01 000914 883 883 867 867 -22 247 9,091 +130
Jul01 000914 906 906 891 891 -21 3 8,281 +2
Sep01 000914 932 932 916 916 -22 151 7,663 +100
Dec01 000914 966 966 951 951 -22 421 10,201 +248
Total Volume and Open Interest 11,663 123,002 +382
Coffee "C"(NYBOT)
Sep00 000914 78.00 78.00 76.50 77.20 -2.35 42 94 -25
Dec00 000914 84.50 84.70 81.00 82.10 -2.65 6,562 29,230 -79
Mar01 000914 88.75 89.00 86.00 86.85 -2.65 706 5,605 -22
May01 000914 91.70 91.70 89.00 89.60 -2.55 172 1,898 +26
Jul01 000914 93.25 93.25 92.00 92.40 -2.50 79 1,063 +225
Sep01 000914 95.75 95.75 95.15 95.15 -2.55 60 1,532 +16
Total Volume and Open Interest 7,671 39,754 +180
Orange Juice(NYBOT)
Nov00 000914 71.80 71.80 71.25 71.45 -0.50 652 17,515 -89
Jan01 000914 74.20 74.20 73.80 73.90 -0.40 165 5,215 +50
Mar01 000914 76.90 76.90 76.50 76.60 -0.20 148 5,167 +56
May01 000914 79.00 79.00 79.00 79.00 -0.20 0 675 +0
Jul01 000914 81.40 81.40 81.40 81.40 -0.20 0 299 +0
Total Volume and Open Interest 1,965 29,270 +17
Sugar #11(NYBOT)
Oct00 000914 10.48 10.52 10.34 10.36 -0.17 10,435 50,540 -3,245
Mar01 000914 10.36 10.41 10.25 10.26 -0.17 8,925 70,172 +4,504
May01 000914 9.90 9.96 9.84 9.85 -0.13 987 13,176 +47
Jul01 000914 9.35 9.39 9.28 9.30 -0.12 570 16,082 +117
Oct01 000914 9.05 9.09 9.02 9.02 -0.12 238 10,864 +29
Total Volume and Open Interest 21,331 166,181 +1,448
London Cocoa(LCE)
Sep00 000914 624 625 622 622 +7 7,710 1,964 -6,069
Dec00 000914 655 656 643 650 +3 10,939 59,040 +714
Mar01 000914 673 675 664 669 +3 1,824 43,186 +738
May01 000914 689 691 681 685 +3 152 20,796 +58
Jul01 000914 707 707 699 701 +3 0 8,329 +0
Sep01 000914 724 724 713 716 +3 12 17,023 +12
Dec01 000914 749 749 742 742 +3 384 5,347 +346
Total Volume and Open Interest 21,021 184,633 -4,201
London Coffee(LCE)
Sep00 000914 822.00 822.00 801.00 805.00 -18.00 4 2,163 -336
Nov00 000914 827.00 827.00 802.00 809.00 -19.00 1,292 34,451 +19
Jan01 000914 829.00 834.00 815.00 819.00 -15.00 492 11,402 +55
Mar01 000914 839.00 840.00 825.00 827.00 -13.00 712 4,994 +437
May01 000914 859.00 859.00 846.00 846.00 -13.00 142 2,500 +89
Jul01 000914 878.00 879.00 865.00 865.00 -13.00 2 490 +2
Total Volume and Open Interest 2,644 56,156 +266
London Sugar(LCE)
Oct00 000914 267.20 267.50 263.50 263.60 -3.50 1,623 3,012 -702
Dec00 000914 267.50 268.40 265.10 265.60 -1.70 1,036 14,599 -101
Mar01 000914 266.50 267.20 265.00 265.10 -1.30 560 13,151 +247
May01 000914 263.20 264.50 262.30 262.30 -1.10 197 1,884 +20
Aug01 000914 260.00 260.00 258.60 258.60 -0.80 10 3,196 +10
Total Volume and Open Interest 3,426 37,826 -526
Cotton(NYBOT)
Oct00 000914 62.40 62.95 61.90 62.95 +0.48 616 4,323 +19
Dec00 000914 63.80 64.55 63.42 64.48 +0.51 10,591 44,720 -1,504
Mar01 000914 65.10 66.15 64.95 66.08 +0.47 1,533 11,444 -85
May01 000914 65.70 66.60 65.50 66.60 +0.35 925 7,909 +137
Jul01 000914 66.10 67.20 66.10 67.20 +0.30 301 2,789 +156
Oct01 000914 63.70 63.70 63.70 63.70 +0.20 17 651 +17
Total Volume and Open Interest 14,260 75,584 -1,169
Lumber(CME)
Sep00 000914 233.9 236.0 227.1 229.0 -2.8 392 299 -171
Nov00 000914 246.0 248.6 245.3 246.6 +1.9 1,267 2,357 +107
Jan01 000914 255.6 257.9 255.3 256.3 +3.6 254 674 +72
Mar01 000914 263.0 264.6 263.0 263.5 +2.0 51 405 +1
Total Volume and Open Interest 1,987 3,872 +18
Crude Oil(NYM)
Oct00 000914 33.65 34.50 33.15 34.07 +0.25 94,630 93,057 -8,451
Nov00 000914 32.55 33.50 32.10 33.05 +0.37 85,488 115,254 +10,460
Dec00 000914 32.05 32.88 31.70 32.56 +0.36 29,734 57,081 +1,924
Jan01 000914 31.75 32.25 31.35 32.08 +0.36 9,744 30,431 +850
Feb01 000914 30.90 31.75 30.90 31.60 +0.36 4,304 15,276 -119
Mar01 000914 30.62 31.25 30.50 31.11 +0.36 3,555 16,133 +1,050
Apr01 000914 30.20 30.85 30.20 30.65 +0.36 2,206 9,194 +690
May01 000914 29.80 30.20 29.80 30.20 +0.36 1,126 7,960 +591
Jun01 000914 29.40 29.77 29.30 29.77 +0.36 5,465 25,616 +2,219
Jul01 000914 29.10 29.36 29.10 29.36 +0.34 880 8,314 +117
Total Volume and Open Interest 247,131 491,302 +13,090
Heating Oil(NYM)
Oct00 000914 99.75 101.50 98.05 100.72 -0.35 21,068 37,193 -1,789
Nov00 000914 99.40 101.10 97.60 100.51 -0.12 12,980 36,367 +1,589
Dec00 000914 98.50 100.25 96.80 99.51 +0.08 7,508 32,029 +980
Jan01 000914 96.70 98.90 95.70 98.21 +0.28 4,342 21,800 -533
Feb01 000914 94.20 96.20 93.00 95.11 +0.48 1 17,624 -22
Mar01 000914 87.70 90.70 87.60 89.51 +0.68 1,113 12,573 -122
Apr01 000914 83.50 86.30 83.40 84.96 +0.68 489 6,702 +112
May01 000914 80.40 82.50 80.25 81.46 +0.68 685 3,477 +324
Jun01 000914 77.75 79.30 77.55 78.91 +0.68 866 4,743 +309
Jul01 000914 76.65 77.81 76.65 77.81 +0.68 90 917 +84
Total Volume and Open Interest 49,191 177,744 +926
Unleaded Gas(NYM)
Oct00 000914 93.10 94.70 91.25 93.92 +0.58 16,730 28,035 +684
Nov00 000914 90.25 91.90 89.00 91.14 +0.79 7,988 17,648 +1,274
Dec00 000914 88.00 89.30 87.15 88.94 +0.84 2,977 7,720 -105
Jan01 000914 87.24 87.24 87.24 87.24 +0.84 1,192 3,009 +145
Feb01 000914 86.69 86.69 86.69 86.69 +0.84 554 4,149 +280
Mar01 000914 85.70 87.20 85.70 86.69 +0.84 319 2,541 -58
Apr01 000914 90.00 91.49 90.00 91.49 +0.84 1,172 3,909 +303
May01 000914 89.00 90.39 89.00 90.39 +0.84 1,278 2,326 +1,122
Total Volume and Open Interest 32,528 73,274 +3,833
Natural Gas(NYM)
Oct00 000914 5.100 5.223 5.080 5.195 +0.140 47,053 51,764 -992
Nov00 000914 5.190 5.330 5.180 5.312 +0.155 11,789 27,720 +827
Dec00 000914 5.300 5.430 5.280 5.412 +0.152 5,588 39,636 +611
Jan01 000914 5.260 5.390 5.260 5.367 +0.142 6,894 30,911 +652
Feb01 000914 4.980 5.110 4.980 5.088 +0.133 3,178 20,143 +457
Mar01 000914 4.700 4.820 4.690 4.799 +0.124 3,838 23,963 +228
Apr01 000914 4.400 4.500 4.400 4.494 +0.113 1,930 17,147 -43
May01 000914 4.330 4.395 4.320 4.389 +0.106 1,583 14,073 +240
Total Volume and Open Interest 89,053 379,883 -483
Brent Crude Oil(IPE)
Nov00 000914 32.10 32.63 31.36 32.29 +0.29 56,084 83,197 +8,711
Dec00 000914 31.75 32.24 31.08 31.99 +0.27 17,223 53,884 +4,673
Jan01 000914 31.18 31.50 30.60 31.42 +0.25 4,301 24,708 +1,013
Feb01 000914 30.67 30.87 30.44 30.87 +0.25 2,204 12,679 -711
Mar01 000914 30.13 30.32 29.65 30.32 +0.25 5,675 8,731 -1,256
Apr01 000914 29.74 29.74 29.74 29.74 +0.25 5,607 8,218 +2,239
May01 000914 29.00 29.17 29.00 29.17 +0.21 0 2,904 +0
Jun01 000914 28.49 28.67 28.45 28.60 +0.15 1,050 13,424 -45
Total Volume and Open Interest 116,658 272,120 +8,153
Gas Oil(IPE)
Oct00 000914 317.00 321.00 307.50 311.25 -7.75 13,148 48,075 -2,018
Nov00 000914 309.00 313.50 300.75 304.50 -6.50 9,532 22,424 +701
Dec00 000914 301.00 306.00 295.50 297.25 -5.75 3,953 26,305 -416
Jan01 000914 293.00 298.50 289.00 290.00 -5.25 1,378 9,676 -207
Feb01 000914 289.00 289.00 281.50 281.50 -3.75 1,493 6,483 +1,020
Mar01 000914 277.50 277.50 270.75 270.75 -3.00 1,782 5,819 +695
Apr01 000914 266.75 266.75 261.25 261.25 -2.50 300 3,021 +193
May01 000914 254.00 254.00 252.75 252.75 -2.00 350 455 +100
Total Volume and Open Interest 32,186 133,121 -792
US Dollar Index(NYBOT)
Sep00 000914 115.46 115.70 114.41 115.18 -0.16 630 823 -365
Dec00 000914 115.28 115.45 114.15 114.97 -0.16 4,000 4,141 +1,094
Mar01 000914 114.69 114.69 114.69 114.69 -0.23 3,519 5,970 +1,729
Total Volume and Open Interest 5,635 5,970 +1,729
Australian Dollar(IMM)
Sep00 000914 55.29 55.35 54.78 55.01 -0.55 1,932 12,245 -2,247
Dec00 000914 55.36 55.38 54.88 55.04 -0.55 3,241 19,147 +1,835
Mar01 000914 55.20 55.20 54.90 55.07 -0.55 13 742 +8
Total Volume and Open Interest 5,186 32,140 -404
British Pound(IMM)
Sep00 000914 141.80 141.80 140.44 140.66 -0.28 8,562 15,995 -7,692
Dec00 000914 141.90 142.06 140.64 140.86 -0.26 10,361 36,340 +5,080
Mar01 000914 141.40 142.20 140.98 141.06 -0.26 11 21 +1
Total Volume and Open Interest 18,934 52,358 -2,611
Canadian Dollar(IMM)
Sep00 000914 67.13 67.35 67.04 67.24 -0.20 7,017 27,630 -6,278
Dec00 000914 67.28 67.47 67.16 67.38 -0.20 11,716 38,525 +5,332
Mar01 000914 67.40 67.64 67.36 67.54 -0.20 214 972 +56
Jun01 000914 67.80 67.80 67.70 67.70 -0.20 1 175 +1
Total Volume and Open Interest 18,948 67,330 -889
Japanese Yen(IMM)
Sep00 000914 93.40 93.43 92.96 92.97 -0.40 12,490 40,436 -6,454
Dec00 000914 94.90 94.93 94.43 94.44 -0.41 22,024 42,291 -2,967
Mar01 000914 95.93 95.93 95.93 95.93 -0.42 0 208 +3
Total Volume and Open Interest 34,812 83,052 -9,338
Swiss Franc(IMM)
Sep00 000914 56.95 56.95 56.31 56.43 -0.19 10,451 29,553 -3,663
Dec00 000914 57.38 57.40 56.77 56.88 -0.18 16,793 42,487 +8,455
Mar01 000914 57.37 57.50 57.24 57.31 -0.18 30 32 +16
Total Volume and Open Interest 27,274 72,074 +4,808
EuroFX(IMM)
Sep00 000914 86.98 87.01 86.02 86.47 +0.32 16,393 32,721 -15,889
Dec00 000914 87.38 87.44 86.39 86.87 +0.33 24,567 48,278 +13,437
Mar01 000914 87.58 87.58 86.87 87.22 +0.34 248 454 +25
Total Volume and Open Interest 41,208 81,453 -2,427
Mexican Peso(IMM)
Sep00 000914 10735.0 10770.0 10700.0 10753.0 +30.0 1,532 5,987 -1,138
Dec00 000914 10450.0 10480.0 10415.0 10473.0 +30.0 8,852 9,619 +1,298
Total Volume and Open Interest 10,449 19,523 +194
30-Year T-Bonds(CBOT)
Sep00 000914 99~31 100~08 98~27 100~03 +0~06 11,032 39,764 -9,040
Dec00 000914 99~31 100~10 98~28 99~02 -0~29 158,287 365,990 -5,810
Mar01 000914 100~00 100~06 99~00 99~05 -0~26 232 1,376 +35
Total Volume and Open Interest 169,551 407,254 -14,815
Municipal Bonds(CBOT)
Sep00 000914 100~01 100~12 99~10 99~15 -0~18 1,488 8,865 -1,241
Dec00 000914 99~07 99~18 98~13 98~20 -0~19 2,102 14,263 +1,231
Total Volume and Open Interest 3,590 23,128 -10
10-Year T-Notes(CBOT)
Sep00 000914 100~115 100~190 99~295 100~020 -0~090 10,143 36,322 -8,553
Dec00 000914 100~095 100~175 99~265 99~310 -0~100 187,591 506,128 +3,150
Total Volume and Open Interest 197,895 543,044 -5,288
5-Year T-Notes(CBOT)
Sep00 000914 100~060 100~100 100~010 100~040 -0~010 10,192 11,835 +1,268
Dec00 000914 100~115 100~160 100~050 100~080 -0~015 62,787 367,901 +7,715
Mar01 000914 100~080 100~080 100~080 100~080 -0~015 0 7 +0
Total Volume and Open Interest 72,979 379,743 +8,983
2 Year T-Notes(CBOT)
Sep00 000914 99~100 99~105 99~096 99~105 -0~003 14 3,223 -106
Dec00 000914 99~122 100~000 99~108 99~115 -0~003 3,089 41,462 +71
Total Volume and Open Interest 3,103 44,685 -35
3-Mth T-Bills(IMM)
Dec00 000914 93.98 93.99 93.98 93.99 -0.03 1 1,081 +0
Total Volume and Open Interest 19 2,566 -1
Eurodollars(IMM)
Sep00 000914 93.340 93.342 93.335 93.340 unch 44,489 506,296 -11,942
Dec00 000914 93.255 93.275 93.240 93.255 +0.005 61,767 577,302 +2,072
Mar01 000914 93.380 93.410 93.365 93.385 +0.010 101,997 540,088 +9,652
Jun01 000914 93.380 93.410 93.355 93.375 unch 61,883 311,946 +2,716
Sep01 000914 93.375 93.405 93.350 93.370 +0.005 44,379 269,261 -3,327
Dec01 000914 93.300 93.340 93.280 93.290 unch 19,565 188,298 +782
Mar02 000914 93.355 93.390 93.325 93.340 unch 18,183 153,596 +2,089
Jun02 000914 93.330 93.365 93.295 93.320 unch 14,027 117,015 +4,452
Sep02 000914 93.325 93.365 93.270 93.300 -0.010 5,224 101,971 +388
Dec02 000914 93.255 93.295 93.200 93.225 -0.015 4,018 78,944 +1,204
Mar03 000914 93.300 93.340 93.235 93.265 -0.020 5,502 73,060 +1,077
Jun03 000914 93.295 93.315 93.210 93.235 -0.025 4,260 49,624 +1,104
Total Volume and Open Interest 405,099 3,375,656 +18,641
3-Mth Euro-Yen(IMM)
Sep00 000914 99.62 99.62 99.61 99.61 -0.01 429 12,868 -331
Dec00 000914 99.48 99.49 99.47 99.47 -0.05 651 12,898 +71
Mar01 000914 99.45 99.45 99.44 99.45 -0.04 1,078 14,575 -1,635
Jun01 000914 99.39 99.39 99.38 99.38 -0.03 412 8,936 -162
Sep01 000914 99.31 99.31 99.31 99.31 -0.02 879 15,995 -213
Dec01 000914 99.19 99.19 99.19 99.19 -0.02 31 3,307 +14
Mar02 000914 99.11 99.11 99.10 99.10 -0.01 110 3,178 +15
Jun02 000914 99.00 99.00 98.99 99.00 unch 0 625 +0
Sep02 000914 98.86 98.86 98.86 98.86 unch 0 36 +0
Dec02 000914 98.68 98.68 98.68 98.68 unch 0 30 +0
Total Volume and Open Interest 3,590 72,448 -2,241
3-Mth Euro-Yen(SIMEX)
Dec00 000914 99.52 99.52 99.48 99.49 -0.04 600 104,889 +446
Mar01 000914 99.49 99.49 99.45 99.46 -0.03 8,423 115,495 +2,140
Jun01 000914 99.41 99.42 99.39 99.39 -0.02 112 93,407 +719
Sep01 000914 99.32 99.32 99.31 99.31 -0.01 3,193 68,253 -316
Dec01 000914 99.21 99.21 99.19 99.19 -0.02 674 27,483 +369
Mar02 000914 99.11 99.12 99.11 99.11 unch 831 16,310 +119
Jun02 000914 99.00 99.00 99.00 99.00 unch 0 3,764 +0
Sep02 000914 98.85 98.85 98.85 98.85 unch 0 3,378 +0
Total Volume and Open Interest 18,108 521,610 +3,004
German Euro-Bund(EUREX)
Dec00 000914 104.80 105.20 104.67 104.74 -0.10 552,854 515,572 -4,697
Mar01 000914 105.10 105.10 104.83 104.87 -0.09 979 2,726 +154
Jun01 000914 104.61 104.61 104.61 104.61 -0.11      
Total Volume and Open Interest 553,833 518,298 -4,543
German Euro-Bobl(EUREX)
Dec00 000914 102.99 103.19 102.87 103.03 +0.04 238,771 280,925 +3,674
Mar01 000914 102.83 102.83 102.83 102.83 +0.05 0 1,996 +0
Jun01 000914 102.38 102.38 102.38 102.38 +0.04      
Total Volume and Open Interest 238,771 282,921 +3,674
Long Gilt(LIFFE)
Sep00 000914 112~21 113~01 112~05 112~05 +0~05 1,730 5,895 -8,387
Dec00 000914 111~29 112~22 111~24 111~26 +0~05 33,751 69,959 +7,224
Total Volume and Open Interest 35,481 75,854 -1,163
3-Mth Short Sterling(LIFFE)
Sep00 000914 93.81 93.81 93.79 93.79 -0.02 18,533 145,198 -32,216
Dec00 000914 93.70 93.70 93.67 93.68 -0.01 29,078 211,180 +36,887
Mar01 000914 93.69 93.72 93.68 93.68 -0.01 23,432 193,449 +41,155
Total Volume and Open Interest 107,548 910,362 +82,936
3-Mth Euribor(LIFFE)
Sep00 000914 95.135 95.175 95.135 95.170 +0.025 51,424 294,215 -32,443
Dec00 000914 94.760 94.840 94.760 94.810 +0.035 81,125 286,854 -458
Mar01 000914 94.740 94.815 94.725 94.785 +0.045 61,066 229,943 +16,757
Total Volume and Open Interest 260,172 1,339,632 -7,270
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 000914 93.41 93.42 93.33 93.35 -0.03 28,505 204,623 +9,031
Mar01 000914 93.39 93.40 93.30 93.32 -0.03 18,693 82,522 +10,687
Jun01 000914 93.42 93.42 93.34 93.36 -0.01 1,131 33,592 +455
Sep01 000914 93.44 93.44 93.39 93.40 unch 447 13,732 +174
Dec01 000914 93.45 93.46 93.40 93.40 unch 132 8,444 -257
Mar02 000914 93.46 93.47 93.40 93.40 -0.01 166 6,402 -208
Jun02 000914 93.46 93.46 93.40 93.40 unch 83 4,448 -33
Sep02 000914 93.44 93.44 93.38 93.39 unch 37 2,627 +9
Dec02 000914 93.39 93.40 93.39 93.40 +0.03 15 1,565 +0
Total Volume and Open Interest 49,220 362,415 +19,853
10-Year Aus T-Bonds(SFE)
Sep00 000914 93.99 94.03 93.89 93.89 -0.10 1,852 183,023 +7,917
Dec00 000914 94.01 94.04 93.90 93.90 -0.10 1,730 61,532 +44,071
Total Volume and Open Interest 3,582 244,555 +51,988
3-Year Aus T-Bonds(SFE)
Sep00 000914 93.84 93.85 93.75 93.78 -0.01 3,459 479,950 +45,371
Dec00 000914 93.84 93.86 93.76 93.78 -0.02 1,999 99,055 +59,916
Total Volume and Open Interest 5,458 579,005 +105,287
Gold(CMX)
Oct00 000914 274.0 274.8 272.6 273.2 -0.5 588 6,239 -321
Dec00 000914 277.0 278.1 275.5 276.0 -0.5 11,101 81,807 +663
Feb01 000914 280.7 280.7 278.7 278.7 -0.5 18 12,329 -1
Apr01 000914 281.3 281.3 281.3 281.3 -0.5 1 3,558 +1
Jun01 000914 283.9 283.9 283.9 283.9 -0.5 0 9,454 +0
Aug01 000914 287.0 287.0 286.4 286.4 -0.5 0 3,305 +0
Total Volume and Open Interest 12,031 133,973 +417
Silver(CMX)
Sep00 000914 489.5 491.0 488.8 488.8 -0.4 211 433 -135
Dec00 000914 496.5 498.0 494.5 495.0 +0.3 4,888 59,747 +390
Mar01 000914 502.5 502.5 500.0 500.4 +0.4 164 2,244 -30
May01 000914 503.5 503.5 503.5 503.5 +0.6 0 1,196 +0
Jul01 000914 506.4 506.4 506.4 506.4 +0.8 1 1,796 +1
Total Volume and Open Interest 5,685 72,634 +112
Platinum(NYM)
Oct00 000914 587.0 589.0 581.5 585.8 -10.2 1,053 7,459 +13
Jan01 000914 580.0 582.0 575.0 578.3 -8.7 609 2,726 +401
Total Volume and Open Interest 1,662 10,190 +414
Palladium(NYME)
Sep00 000914 738.00 761.30 710.00 761.30 unch 0 40 +0
Dec00 000914 731.10 731.10 717.00 720.00 -25.00 136 1,657 -12
Mar01 000914 722.00 722.00 717.00 719.75 -22.25 4 63 +3
Total Volume and Open Interest 140 1,760 -9
Copper(CMX)
Sep00 000914 93.30 93.40 92.30 92.55 -0.20 623 3,963 -328
Dec00 000914 94.15 94.40 93.15 93.50 -0.05 5,051 54,542 -226
Mar01 000914 93.90 93.90 93.20 93.35 unch 66 5,644 +49
May01 000914 93.50 93.50 92.90 92.90 unch 18 1,607 +6
Jul01 000914 93.20 93.20 92.45 92.45 unch 20 1,268 +17
Total Volume and Open Interest 6,107 83,455 -611
DJIA Index(CBOT)
Sep00 000914 11215 11234 11075 11100 -95 2,846 7,742 -731
Dec00 000914 11370 11385 11210 11240 -103 14,938 11,735 +712
Mar01 000914 11445 11445 11388 11388 -103 5 17 +5
Jun01 000914 11543 11543 11543 11543 -103      
Total Volume and Open Interest 17,789 19,500 -14
S & P 500(CME)
Sep00 000914 1493.00 1494.00 1477.50 1481.20 -4.20 39,853 104,099 -13,518
Dec00 000914 1515.00 1516.50 1499.00 1502.80 -4.70 100,699 361,660 +21,168
Mar01 000914 1525.40 1539.10 1522.10 1525.40 -4.70 623 2,251 +365
Jun01 000914 1548.70 1562.40 1545.40 1548.70 -4.70 7 1,314 -1
Total Volume and Open Interest 141,182 469,484 +8,014
S & P 500 E-Mini(Globex)
Sep00 000914 1485.75 1495.00 1477.50 1481.25 -4.25 861 0 -39,181
Dec00 000914 1508.00 1516.75 1499.00 1502.75 -4.75 102,121 23,253 +2,101
Total Volume and Open Interest 104,263 61,382 +1,049
NASDAQ 100(CME)
Sep00 000914 3820.00 3831.00 3720.00 3733.50 -9.50 5,373 15,763 -1,810
Dec00 000914 3869.00 3900.00 3775.00 3796.50 -8.50 24,010 26,167 +2,123
Mar01 000914 3844.50 3930.00 3844.50 3844.50 -8.50 5 36 +2
Total Volume and Open Interest 29,388 41,966 +315
NASDAQ 100 E-Mini(GLOBEX)
Sep00 000914 3745.0 3897.0 3712.5 3733.5 -9.5 861 34,441 -92
Dec00 000914 3805.5 3900.0 3775.0 3796.5 -8.5 70,762 14,440 -31,843
Total Volume and Open Interest 71,623 48,881 +2,598
NYSE Composite(NYBOT)
Sep00 000914 679.00 679.00 673.50 674.50 -1.10      
Dec00 000914 688.00 688.00 683.00 683.75 -1.10      
Mar01 000914 693.00 693.00 693.00 693.00 -1.10      
Total Volume and Open Interest      
S & P Midcap 400(CME)
Sep00 000914 546.00 547.50 545.00 545.70 +5.35 2,361 6,342 -633
Dec00 000914 552.00 556.00 552.00 554.00 +5.50 2,318 10,811 +825
Mar01 000914 560.00 560.00 560.00 560.00 +5.50 0 1 +0
Total Volume and Open Interest 4,679 17,155 +192
Russell 2000(CME)
Sep00 000914 537.00 540.20 537.00 540.20 +4.80 1,438 4,103 -970
Dec00 000914 546.00 549.00 544.75 548.10 +5.25 3,429 10,342 +1,543
Mar01 000914 555.60 556.00 555.60 555.60 +5.25      
Total Volume and Open Interest 4,867 14,445 +573
Value Line(KCBT)
Sep00 000914 1169.00 1172.00 1166.50 1169.00 +3.00 39 95 -32
Total Volume and Open Interest 87 170 -11
Nikkei 225(CME)
Dec00 000914 16300 16350 16210 16275 +5 591 11,905 +49
Mar01 000914 16305 16305 16275 16305 +5 0 8 +0
Total Volume and Open Interest 591 11,913 +44
Nikkei 225(SIMEX)
Dec00 000914 16350 16350 16130 16215 +35 10,746 82,081 -502
Mar01 000914 16230 16230 16230 16230 +35 0 3,795 +0
Jun01 000914 16220 16220 16220 16220 +35 0 405 +0
Total Volume and Open Interest 10,746 86,286 -502
CAC 40(MATIF)
Sep00 000914 6580.0 6697.0 6572.5 6620.0 +43.0 48,922 0 +0
Oct00 000914 6631.0 6692.0