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MRCI's End of Day Prices
Daily Futures Price Listing Fri September 15, 2000
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Nov00 000915 489.50 491.00 482.50 483.25 -8.50 29,430 89,395 +1,199
Jan01 000915 499.00 500.75 493.00 493.75 -8.00 2,957 15,982 +560
Mar01 000915 509.00 511.00 502.50 503.00 -8.75 1,718 13,065 +443
May01 000915 516.50 518.50 510.00 511.00 -8.00 798 11,095 +77
Jul01 000915 524.00 526.00 518.00 518.75 -7.25 1,753 14,574 +197
Aug01 000915 518.50 518.50 518.50 518.50 -7.00 0 228 +0
Sep01 000915 520.00 520.00 520.00 520.00 -5.50 0 115 +0
Total Volume and Open Interest 37,853 147,824 +2,112
Soybean Meal(CBOT)
Oct00 000915 166.30 168.20 165.80 165.90 -0.80 8,801 20,858 -196
Dec00 000915 166.90 167.80 164.70 164.90 -2.40 11,502 56,445 +1,602
Jan01 000915 167.70 168.10 165.00 165.10 -2.90 1,405 11,048 +149
Mar01 000915 168.00 168.50 165.80 165.80 -3.00 809 7,730 -122
May01 000915 168.00 168.00 165.10 165.30 -3.70 439 5,623 +200
Jul01 000915 169.80 169.80 166.20 166.30 -4.40 261 3,046 +42
Aug01 000915 168.00 168.00 165.00 165.00 -4.50 65 555 +17
Sep01 000915 166.50 166.50 164.50 164.50 -3.80 0 230 +0
Total Volume and Open Interest 25,086 105,804 +766
Soybean Oil(CBOT)
Oct00 000915 15.40 15.40 15.29 15.36 -0.04 5,672 21,413 +549
Dec00 000915 15.70 15.79 15.65 15.76 -0.02 12,587 65,104 +3,599
Jan01 000915 16.01 16.09 16.00 16.05 -0.05 2,453 18,247 +482
Mar01 000915 16.42 16.50 16.40 16.43 -0.03 1,216 11,760 +300
May01 000915 16.85 16.87 16.80 16.84 unch 169 9,393 +43
Jul01 000915 17.25 17.25 17.18 17.20 unch 145 6,513 +99
Aug01 000915 17.43 17.43 17.26 17.26 -0.09 15 1,265 +12
Sep01 000915 17.46 17.46 17.46 17.46 -0.04 3 1,234 +3
Total Volume and Open Interest 22,637 138,914 +4,718
Canola(WCE)
Sep00 000915 257.5 257.5 257.5 257.5 -0.3 0 5 +0
Nov00 000915 256.5 256.5 254.6 254.7 -2.5 8,028 39,924 -1,755
Jan01 000915 261.5 262.7 261.0 261.3 -2.6 2,086 13,236 +1,183
Mar01 000915 268.0 268.4 266.8 266.8 -2.5 264 3,808 +56
May01 000915 272.8 272.8 272.8 272.8 -2.3 100 1,640 +0
Total Volume and Open Interest 10,488 58,911 -516
Corn(CBOT)
Nov00 000915 185.00 185.50 183.75 184.00 -1.75 171 2,963 +63
Dec00 000915 189.25 189.50 187.50 187.75 -2.00 33,129 215,120 -1,909
Jan01 000915 193.00 193.00 191.75 192.00 -1.50 27 579 +10
Mar01 000915 201.25 201.50 199.50 199.75 -2.00 4,306 68,701 +898
May01 000915 208.75 209.00 207.25 207.50 -1.75 1,720 19,386 +798
Jul01 000915 215.50 215.75 214.25 214.50 -1.75 1,142 27,335 +274
Total Volume and Open Interest 42,499 351,935 -687
Wheat(CBOT)
Dec00 000915 254.25 255.25 252.00 252.25 -2.00 13,060 101,500 -247
Mar01 000915 271.50 272.25 269.00 269.25 -2.00 1,928 25,571 +276
May01 000915 281.00 282.00 279.50 279.50 -2.00 249 1,313 +74
Jul01 000915 291.00 291.50 288.50 289.00 -2.00 587 10,886 +212
Sep01 000915 297.00 297.00 297.00 297.00 -2.00 0 109 +0
Total Volume and Open Interest 15,948 140,194 +107
Wheat(KCBT)
Sep00 000915 288.00 288.00 287.00 287.00 -1.00 3 18 -2
Dec00 000915 301.25 303.00 300.00 300.25 -1.75 4,501 58,549 -258
Mar01 000915 316.00 316.75 314.00 314.50 -1.25 507 16,690 +79
May01 000915 323.50 324.75 321.50 322.50 -2.00 18 1,772 +11
Jul01 000915 331.50 332.50 329.00 329.00 -1.50 67 2,948 +30
Total Volume and Open Interest 5,096 79,998 -140
Wheat(MGE)
Sep00 000915 296.00 296.00 296.00 296.00 unch 7 0 -7
Dec00 000915 309.75 310.50 307.00 307.50 -2.25 3,791 17,351 +812
Mar01 000915 324.50 324.75 322.50 323.00 -1.25 440 4,551 -5
May01 000915 333.50 333.50 331.25 331.50 -1.00 49 926 +10
Jul01 000915 340.00 340.00 339.25 339.25 -2.00 22 300 +7
Total Volume and Open Interest 4,309 23,346 +817
Oats(CBOT)
Dec00 000915 109.25 109.75 107.50 107.75 -1.75 405 10,909 -57
Mar01 000915 119.00 119.50 117.25 117.25 -1.75 147 1,689 +4
May01 000915 124.50 124.50 123.00 123.00 -1.25 0 155 +0
Jul01 000915 128.25 128.25 128.25 128.25 -1.25 1 104 +0
Total Volume and Open Interest 580 12,959 -55
Rough Rice(CBOT)
Sep00 000915 6.75 6.75 6.55 6.55 -0.20 6 201 -4
Nov00 000915 6.44 6.44 6.36 6.36 -0.10 420 3,139 -47
Jan01 000915 6.52 6.52 6.48 6.50 -0.06 60 2,605 -7
Mar01 000915 6.61 6.61 6.56 6.60 -0.06 112 571 -6
Total Volume and Open Interest 598 6,649 -64
Live Cattle(CME)
Oct00 000915 67.700 68.050 67.600 67.800 +0.150 9,586 47,924 -1,826
Dec00 000915 69.650 69.900 69.500 69.625 -0.050 5,431 41,824 +2,084
Feb01 000915 70.750 71.075 70.725 70.775 +0.050 1,620 17,428 +187
Apr01 000915 72.725 72.950 72.700 72.775 -0.025 1,115 9,422 +10
Jun01 000915 70.200 70.375 70.200 70.250 -0.050 213 4,086 +98
Aug01 000915 70.450 70.500 70.250 70.250 -0.100 38 2,802 +12
Total Volume and Open Interest 18,063 124,295 +625
Feeder Cattle(CME)
Sep00 000915 85.450 85.550 85.400 85.550 +0.225 580 2,144 -268
Oct00 000915 85.500 85.750 85.400 85.675 +0.200 1,256 6,629 -289
Nov00 000915 86.350 86.500 86.200 86.325 +0.125 497 4,199 +140
Jan01 000915 86.900 87.200 86.900 87.175 +0.200 202 3,037 +28
Mar01 000915 86.975 87.075 86.900 87.000 unch 86 1,624 +42
Apr01 000915 86.950 87.000 86.950 87.000 +0.025 90 490 +82
May01 000915 87.000 87.075 86.950 87.050 unch 57 834 +17
Total Volume and Open Interest 2,807 19,082 -211
Lean Hogs(CME)
Oct00 000915 54.700 55.050 54.425 54.675 +0.250 4,443 15,836 -485
Dec00 000915 51.500 51.825 51.075 51.150 -0.250 2,674 16,453 +858
Feb01 000915 52.350 52.600 52.250 52.275 unch 375 4,307 +74
Apr01 000915 50.850 51.250 50.650 50.675 +0.125 65 1,721 +2
Jun01 000915 57.500 57.850 57.300 57.400 +0.075 37 680 -4
Jul01 000915 56.900 56.950 56.800 56.875 +0.150 2 230 +1
Aug01 000915 55.125 55.175 55.000 55.125 -0.025 3 135 -1
Oct01 000915 47.125 47.150 47.125 47.125 unch 1 25 +0
Total Volume and Open Interest 7,600 39,397 +445
Pork Bellies(CME)
Feb01 000915 63.900 64.550 62.850 63.275 -0.600 231 1,842 -34
Mar01 000915 63.750 64.400 62.850 63.400 -0.400 4 36 -1
May01 000915 64.000 64.000 63.500 63.500 -0.950 0 7 +0
Jul01 000915 65.150 65.150 64.600 65.150 unch 2 5 +2
Aug01 000915 64.750 64.750 64.750 64.750 unch 0 1 +0
Total Volume and Open Interest 237 1,891 -33
Cocoa(NYBOT)
Sep00 000914 777 777 775 775 -23 6 9 -27
Dec00 000915 816 818 805 814 -1 3,744 50,975 -253
Mar01 000915 842 845 836 845 +1 1,528 19,902 -481
May01 000915 864 868 864 868 +1 248 9,160 +69
Jul01 000915 885 890 885 890 -1 85 8,325 +44
Sep01 000915 915 917 910 915 -1 258 7,834 +171
Dec01 000915 952 952 945 950 -1 10 10,203 +2
Total Volume and Open Interest 6,425 123,069 +67
Coffee "C"(NYBOT)
Sep00 000915 77.55 77.75 76.00 76.25 -0.95 14 69 -25
Dec00 000915 82.10 82.60 80.85 81.25 -0.85 6,179 29,602 +372
Mar01 000915 87.00 87.05 85.75 85.90 -0.95 586 5,563 -42
May01 000915 89.60 89.60 88.60 88.60 -1.00 83 1,942 +44
Jul01 000915 92.40 92.40 91.45 91.45 -0.95 14 863 -200
Sep01 000915 93.50 94.30 93.50 94.30 -0.85 3 1,528 -4
Total Volume and Open Interest 6,893 39,907 +153
Orange Juice(NYBOT)
Nov00 000915 71.70 72.00 71.05 71.05 -0.40 321 17,450 -65
Jan01 000915 74.15 74.35 73.30 73.30 -0.60 146 5,261 +46
Mar01 000915 77.00 77.20 76.10 76.10 -0.50 54 5,187 +20
May01 000915 79.70 79.70 78.60 78.60 -0.40 0 675 +0
Jul01 000915 81.10 81.10 81.10 81.10 -0.30 0 299 +0
Total Volume and Open Interest 1,526 29,268 -2
Sugar #11(NYBOT)
Oct00 000915 10.30 10.30 9.65 9.78 -0.58 10,286 46,657 -3,883
Mar01 000915 10.17 10.20 9.69 9.76 -0.50 6,544 72,489 +2,317
May01 000915 9.76 9.78 9.31 9.45 -0.40 947 13,017 -159
Jul01 000915 9.21 9.21 8.80 8.94 -0.36 411 16,231 +149
Oct01 000915 8.95 8.95 8.70 8.76 -0.26 50 10,909 +45
Total Volume and Open Interest 18,324 164,677 -1,504
London Cocoa(LCE)
Sep00 000914 624 625 622 622 +7 7,710 1,964 -6,069
Dec00 000915 645 648 638 646 -4 2,744 59,488 +448
Mar01 000915 661 667 658 665 -4 921 43,345 +159
May01 000915 675 681 675 681 -4 113 20,788 -8
Jul01 000915 697 697 697 697 -4 47 8,341 +12
Sep01 000915 708 712 708 712 -4 206 17,051 +28
Dec01 000915 735 738 735 738 -4 204 5,347 +0
Total Volume and Open Interest 4,435 183,508 -1,125
London Coffee(LCE)
Sep00 000915 810.00 810.00 804.00 804.00 -1.00 176 1,986 -177
Nov00 000915 806.00 815.00 806.00 808.00 -1.00 2,953 34,339 -112
Jan01 000915 820.00 823.00 816.00 817.00 -2.00 1,315 11,705 +303
Mar01 000915 829.00 830.00 825.00 825.00 -2.00 658 5,385 +391
May01 000915 848.00 848.00 844.00 844.00 -2.00 46 2,518 +18
Jul01 000915 867.00 867.00 863.00 863.00 -2.00 12 502 +12
Total Volume and Open Interest 5,160 56,591 +435
London Sugar(LCE)
Oct00 000915 263.50 264.00 252.00 262.70 -0.90 2,117 1,120 -1,892
Dec00 000915 265.90 265.90 256.00 257.70 -7.90 1,993 15,001 +402
Mar01 000915 265.10 265.40 254.80 256.30 -8.80 1,169 13,002 -149
May01 000915 262.00 262.00 252.50 253.30 -9.00 810 2,455 +571
Aug01 000915 258.00 258.00 249.00 249.30 -9.30 74 3,218 +22
Total Volume and Open Interest 6,193 36,810 -1,016
Cotton(NYBOT)
Oct00 000915 63.05 64.70 62.85 63.16 +0.21 786 4,317 -6
Dec00 000915 64.50 65.50 63.87 64.45 -0.03 7,142 44,207 -513
Mar01 000915 66.20 67.00 65.55 66.00 -0.08 895 11,538 +94
May01 000915 66.65 67.50 66.60 66.60 unch 260 8,023 +114
Jul01 000915 67.30 67.30 66.90 67.25 +0.05 51 2,827 +38
Oct01 000915 64.20 64.20 64.20 64.20 +0.50 0 651 +0
Total Volume and Open Interest 23,722 75,327 -257
Lumber(CME)
Sep00 000915 232.0 237.6 229.1 237.0 +8.0 313 191 -108
Nov00 000915 249.5 250.0 246.6 249.9 +3.3 808 2,295 -62
Jan01 000915 257.9 258.7 256.6 258.3 +2.0 271 675 +1
Mar01 000915 264.7 265.6 263.9 265.6 +2.1 44 408 +3
Total Volume and Open Interest 1,465 3,721 -151
Crude Oil(NYM)
Oct00 000915 34.50 36.00 34.45 35.92 +1.85 98,068 82,361 -10,696
Nov00 000915 33.55 34.80 33.50 34.72 +1.67 93,925 128,867 +13,613
Dec00 000915 33.00 34.10 33.00 34.06 +1.50 30,393 54,681 -2,400
Jan01 000915 32.45 33.43 32.45 33.43 +1.35 11,153 31,055 +624
Feb01 000915 31.85 32.83 31.85 32.83 +1.23 4,172 15,012 -264
Mar01 000915 31.25 32.26 31.25 32.26 +1.15 3,061 15,448 -685
Apr01 000915 31.20 31.73 31.20 31.73 +1.08 348 9,140 -54
May01 000915 30.65 31.22 30.60 31.22 +1.02 584 7,842 -118
Jun01 000915 30.05 30.73 30.05 30.73 +0.96 3,064 26,825 +1,209
Jul01 000915 30.28 30.28 30.28 30.28 +0.92 305 8,199 -115
Total Volume and Open Interest 254,698 491,656 +354
Heating Oil(NYM)
Oct00 000915 101.75 104.80 101.70 103.29 +2.57 19,287 35,842 -1,351
Nov00 000915 101.80 104.10 101.80 102.94 +2.43 13,685 38,425 +2,058
Dec00 000915 100.80 102.75 100.70 101.84 +2.33 8,534 33,582 +1,553
Jan01 000915 99.60 101.30 99.55 100.39 +2.18 6,169 22,823 +1,023
Feb01 000915 96.40 98.00 96.40 97.09 +1.98 2,878 17,617 -7
Mar01 000915 90.50 92.50 90.50 91.14 +1.63 75 12,593 +20
Apr01 000915 86.60 87.20 85.90 86.44 +1.48 1,079 6,964 +262
May01 000915 83.00 83.50 82.84 82.84 +1.38 200 3,624 +147
Jun01 000915 79.30 80.50 79.30 80.24 +1.33 902 5,006 +263
Jul01 000915 78.30 79.10 78.30 79.04 +1.23 108 951 +34
Total Volume and Open Interest 54,032 182,617 +4,873
Unleaded Gas(NYM)
Oct00 000915 95.10 97.00 95.10 96.66 +2.74 15,821 28,218 +183
Nov00 000915 92.40 94.05 92.30 93.70 +2.56 6,991 17,956 +308
Dec00 000915 90.50 91.50 90.00 91.49 +2.55 2,039 7,802 +82
Jan01 000915 88.00 89.54 88.00 89.54 +2.30 920 3,040 +31
Feb01 000915 88.20 88.89 88.20 88.89 +2.20 947 4,501 +352
Mar01 000915 88.60 88.90 88.60 88.84 +2.15 1,188 2,754 +213
Apr01 000915 92.50 93.59 92.50 93.59 +2.10 1,649 4,349 +440
May01 000915 92.20 92.44 91.90 92.44 +2.05 558 2,399 +73
Total Volume and Open Interest 30,523 75,221 +1,947
Natural Gas(NYM)
Oct00 000915 5.260 5.340 5.170 5.206 +0.011 35,201 52,025 +261
Nov00 000915 5.390 5.440 5.280 5.300 -0.012 12,707 29,366 +1,646
Dec00 000915 5.490 5.530 5.370 5.400 -0.012 6,750 39,240 -396
Jan01 000915 5.450 5.490 5.340 5.355 -0.012 3,862 27,336 -3,575
Feb01 000915 5.175 5.200 5.070 5.075 -0.013 1,590 20,036 -107
Mar01 000915 4.900 4.910 4.760 4.785 -0.014 1,710 24,087 +124
Apr01 000915 4.600 4.600 4.485 4.485 -0.009 1,083 17,060 -87
May01 000915 4.470 4.480 4.380 4.380 -0.009 113 14,248 +175
Total Volume and Open Interest 67,706 373,577 -6,306
Brent Crude Oil(IPE)
Nov00 000915 32.80 34.05 32.65 33.98 +1.69 49,872 84,020 +823
Dec00 000915 32.50 33.45 32.19 33.43 +1.44 15,017 55,509 +1,625
Jan01 000915 31.80 32.71 31.61 32.71 +1.29 4,908 27,257 +2,549
Feb01 000915 31.27 32.01 31.27 32.01 +1.14 1,610 12,955 +276
Mar01 000915 30.67 31.29 30.42 31.29 +0.97 1,546 8,559 -172
Apr01 000915 30.00 30.63 30.00 30.63 +0.89 0 7,707 -511
May01 000915 29.76 30.03 29.76 30.03 +0.86 73 2,904 +0
Jun01 000915 28.65 29.45 28.65 29.45 +0.85 611 13,779 +355
Total Volume and Open Interest 91,990 270,493 -1,627
Gas Oil(IPE)
Oct00 000915 318.00 324.00 317.00 323.00 +11.75 17,776 44,243 -3,832
Nov00 000915 311.50 317.50 310.00 316.75 +12.25 9,461 23,182 +758
Dec00 000915 304.00 310.00 303.50 309.50 +12.25 5,652 26,153 -152
Jan01 000915 298.25 300.75 295.50 300.00 +10.00 3,096 10,489 +813
Feb01 000915 289.00 290.50 289.00 290.25 +8.75 359 6,002 -481
Mar01 000915 278.00 278.25 278.00 278.25 +7.50 347 5,906 +87
Apr01 000915 269.00 269.00 267.50 267.50 +6.25 206 3,077 +56
May01 000915 258.25 259.50 257.75 257.75 +5.00 4 459 +4
Total Volume and Open Interest 37,221 130,369 -2,752
US Dollar Index(NYBOT)
Sep00 000915 115.12 115.98 114.75 115.97 +0.79 316 767 -56
Dec00 000915 114.98 115.78 114.50 115.76 +0.79 2,000 5,163 +1,022
Mar01 000915 115.48 115.48 115.48 115.48 +0.79 2,953 7,941 +1,971
Total Volume and Open Interest 3,321 7,941 +1,971
Australian Dollar(IMM)
Sep00 000915 54.97 55.08 54.42 54.59 -0.42 7,271 11,705 -540
Dec00 000915 55.02 55.13 54.46 54.62 -0.42 8,558 21,787 +2,640
Mar01 000915 55.00 55.00 54.52 54.65 -0.42 58 754 +12
Total Volume and Open Interest 15,887 34,252 +2,112
British Pound(IMM)
Sep00 000915 140.54 140.96 139.80 139.92 -0.74 178 14,986 -1,009
Dec00 000915 140.72 141.16 140.04 140.12 -0.74 8,048 38,202 +1,862
Mar01 000915 140.40 141.30 140.30 140.32 -0.74 118 49 +28
Total Volume and Open Interest 8,344 53,239 +881
Canadian Dollar(IMM)
Sep00 000915 67.15 67.44 67.15 67.39 +0.15 12,332 23,211 -4,419
Dec00 000915 67.30 67.58 67.28 67.53 +0.15 29,988 47,295 +8,770
Mar01 000915 67.48 67.70 67.48 67.69 +0.15 56 1,057 +85
Jun01 000915 67.65 67.88 67.65 67.85 +0.15 19 182 +7
Total Volume and Open Interest 42,395 71,773 +4,443
Japanese Yen(IMM)
Sep00 000915 92.93 93.30 92.85 93.22 +0.25 3,546 38,741 -1,695
Dec00 000915 94.42 94.80 94.32 94.68 +0.24 6,128 37,432 -4,859
Mar01 000915 95.85 96.15 95.84 96.15 +0.22 31 224 +16
Total Volume and Open Interest 13,174 76,514 -6,538
Swiss Franc(IMM)
Sep00 000915 56.37 56.60 56.00 56.06 -0.37 4,136 28,179 -1,374
Dec00 000915 56.80 57.08 56.48 56.52 -0.36 14,110 46,273 +3,786
Mar01 000915 57.43 57.43 56.95 56.95 -0.36 22 35 +3
Total Volume and Open Interest 18,268 74,489 +2,415
EuroFX(IMM)
Sep00 000915 86.06 86.49 85.50 85.56 -0.91 13,420 22,892 -9,829
Dec00 000915 86.49 86.90 85.94 85.96 -0.91 25,246 59,332 +11,054
Mar01 000915 86.90 87.08 86.31 86.31 -0.91 286 583 +129
Total Volume and Open Interest 38,952 82,807 +1,354
Mexican Peso(IMM)
Sep00 000915 10770.0 10770.0 10620.0 10630.0 -123.0 726 5,836 -151
Dec00 000915 10460.0 10480.0 10315.0 10328.0 -145.0 1,023 9,213 -406
Total Volume and Open Interest 1,226 18,968 -555
30-Year T-Bonds(CBOT)
Sep00 000915 99~04 99~06 98~04 98~10 -1~25 28,402 31,028 -8,736
Dec00 000915 99~04 99~07 98~03 98~13 -0~21 357,715 393,645 +27,655
Mar01 000915 98~22 98~23 98~03 98~09 -0~28 194 1,388 +12
Total Volume and Open Interest 386,311 426,185 +18,931
Municipal Bonds(CBOT)
Sep00 000915 99~14 99~14 99~01 99~06 -0~09 1,407 7,903 -962
Dec00 000915 98~23 98~23 98~02 98~10 -0~10 2,987 15,063 +800
Total Volume and Open Interest 4,394 22,966 -162
10-Year T-Notes(CBOT)
Sep00 000915 100~000 100~070 99~250 99~285 -0~055 12,192 33,191 -3,131
Dec00 000915 99~300 100~055 99~205 99~245 -0~065 235,807 510,947 +4,819
Total Volume and Open Interest 248,000 544,740 +1,696
5-Year T-Notes(CBOT)
Sep00 000915 100~090 100~090 100~050 100~065 +0~025 985 4,565 -7,270
Dec00 000915 100~115 100~150 100~060 100~110 +0~030 85,807 367,340 -561
Mar01 000915 100~110 100~110 100~110 100~110 +0~030 0 7 +0
Total Volume and Open Interest 86,792 371,912 -7,831
2 Year T-Notes(CBOT)
Sep00 000915 99~104 99~116 99~100 99~110 +0~005 1 3,224 +1
Dec00 000915 99~119 100~004 99~112 99~124 +0~009 3,242 41,933 +471
Total Volume and Open Interest 3,243 45,157 +472
3-Mth T-Bills(IMM)
Dec00 000915 94.00 94.00 93.97 93.97 -0.02 8 1,083 +2
Total Volume and Open Interest 228 2,394 -172
Eurodollars(IMM)
Sep00 000915 93.340 93.342 93.338 93.340 unch 47,907 501,387 -4,909
Dec00 000915 93.260 93.285 93.250 93.275 +0.020 91,776 584,749 +7,447
Mar01 000915 93.390 93.435 93.385 93.410 +0.025 136,590 533,563 -6,525
Jun01 000915 93.390 93.440 93.375 93.415 +0.040 82,322 311,905 -41
Sep01 000915 93.390 93.440 93.375 93.415 +0.045 77,668 267,406 -1,855
Dec01 000915 93.310 93.360 93.300 93.340 +0.050 30,459 188,710 +412
Mar02 000915 93.360 93.410 93.340 93.385 +0.045 20,453 154,508 +912
Jun02 000915 93.340 93.390 93.325 93.355 +0.035 13,766 117,437 +422
Sep02 000915 93.320 93.360 93.305 93.335 +0.035 11,346 102,234 +263
Dec02 000915 93.245 93.300 93.230 93.255 +0.030 7,898 78,996 +52
Mar03 000915 93.285 93.340 93.270 93.290 +0.025 8,951 72,257 -803
Jun03 000915 93.260 93.310 93.230 93.255 +0.020 7,884 49,255 -369
Total Volume and Open Interest 576,783 3,371,338 -4,318
3-Mth Euro-Yen(IMM)
Sep00 000915 99.61 99.62 99.61 99.62 +0.01 2,896 14,137 +1,269
Dec00 000915 99.47 99.47 99.46 99.47 unch 4,099 13,026 +128
Mar01 000915 99.44 99.44 99.43 99.44 -0.01 3,218 16,301 +1,726
Jun01 000915 99.38 99.38 99.38 99.38 unch 1,333 9,504 +568
Sep01 000915 99.29 99.30 99.29 99.30 -0.01 395 15,714 -281
Dec01 000915 99.18 99.18 99.18 99.18 -0.01 117 3,416 +109
Mar02 000915 99.10 99.10 99.10 99.10 unch 516 3,171 -7
Jun02 000915 99.00 99.00 98.99 99.00 unch 400 750 +125
Sep02 000915 98.86 98.86 98.86 98.86 unch 0 36 +0
Dec02 000915 98.68 98.68 98.68 98.68 unch 0 30 +0
Total Volume and Open Interest 12,974 76,085 +3,637
3-Mth Euro-Yen(SIMEX)
Dec00 000915 99.47 99.47 99.47 99.47 -0.02 250 104,045 -844
Mar01 000915 99.44 99.44 99.44 99.44 -0.02 7,282 113,079 -2,416
Jun01 000915 99.39 99.39 99.38 99.38 -0.01 250 95,704 +2,297
Sep01 000915 99.29 99.30 99.29 99.29 -0.02 200 67,358 -895
Dec01 000915 99.18 99.18 99.18 99.18 -0.01 1,182 27,983 +500
Mar02 000915 99.11 99.11 99.10 99.10 -0.01 1,849 15,254 -1,056
Jun02 000915 98.99 98.99 98.98 98.98 -0.02 100 3,774 +10
Sep02 000915 98.83 98.83 98.83 98.83 -0.02 0 3,378 +0
Total Volume and Open Interest 12,923 517,111 -4,499
German Euro-Bund(EUREX)
Dec00 000915 104.68 105.00 104.45 104.61 -0.13 972,849 530,923 +15,351
Mar01 000915 105.05 105.05 104.60 104.72 -0.15 397 3,199 +473
Jun01 000915 104.49 104.49 104.49 104.49 -0.12 0 101 +101
Total Volume and Open Interest 973,246 534,223 +15,925
German Euro-Bobl(EUREX)
Dec00 000915 103.00 103.22 102.95 103.09 +0.06 318,363 285,688 +4,763
Mar01 000915 102.89 102.89 102.89 102.89 +0.06 0 1,862 -134
Jun01 000915 102.49 102.49 102.49 102.49 +0.11      
Total Volume and Open Interest 318,363 287,550 +4,629
Long Gilt(LIFFE)
Sep00 000915 112~10 112~11 112~04 112~04 -0~01 1,804 5,397 -498
Dec00 000915 111~29 112~08 111~21 111~25 -0~01 40,914 71,023 +1,064
Total Volume and Open Interest 43,638 76,420 +566
3-Mth Short Sterling(LIFFE)
Sep00 000915 93.80 93.80 93.79 93.79 unch 15,342 139,807 -5,391
Dec00 000915 93.68 93.70 93.67 93.68 unch 34,139 207,060 -4,120
Mar01 000915 93.68 93.71 93.67 93.69 +0.01 46,642 199,687 +6,238
Total Volume and Open Interest 139,210 909,589 -773
3-Mth Euribor(LIFFE)
Sep00 000915 95.175 95.195 95.175 95.190 +0.020 80,800 287,970 -6,245
Dec00 000915 94.825 94.850 94.820 94.835 +0.025 156,054 290,025 +3,171
Mar01 000915 94.790 94.840 94.790 94.825 +0.040 117,814 218,404 -11,539
Total Volume and Open Interest 484,260 1,336,501 -3,131
3-Mth Aus T-Bills(SFE)
Dec00 000915 93.33 93.35 93.32 93.35 unch 14,000 202,470 -2,153
Mar01 000915 93.31 93.33 93.28 93.33 +0.01 2,431 83,141 +619
Jun01 000915 93.33 93.37 93.32 93.37 +0.01 465 35,180 +1,588
Sep01 000915 93.37 93.40 93.36 93.40 unch 1,231 14,694 +962
Dec01 000915 93.42 93.42 93.42 93.42 +0.02 602 8,741 +297
Mar02 000915 93.40 93.42 93.40 93.42 +0.02 425 6,551 +149
Jun02 000915 93.42 93.43 93.42 93.43 +0.03 200 4,473 +25
Sep02 000915 93.43 93.43 93.43 93.43 +0.04 210 2,757 +130
Dec02 000915 93.42 93.42 93.42 93.42 +0.02 10 1,570 +5
Mar03 000915 93.40 93.40 93.40 93.40 +0.02 5 1,188 +5
Total Volume and Open Interest 19,589 364,052 +1,637
10-Year Aus T-Bonds(SFE)
Sep00 000915 93.90 93.90 93.89 93.90 +0.01 3,775 164,123 -18,900
Dec00 000915 93.92 93.98 93.89 93.89 -0.02 3,546 90,285 +28,753
Total Volume and Open Interest 7,321 254,408 +9,853
3-Year Aus T-Bonds(SFE)
Sep00 000915 93.76 93.78 93.75 93.77 -0.01 7,991 434,439 -45,511
Dec00 000915 93.76 93.81 93.75 93.81 +0.03 9,489 145,968 +46,913
Total Volume and Open Interest 17,480 580,407 +1,402
Gold(CMX)
Oct00 000915 273.4 273.5 272.0 273.0 -0.2 622 5,831 -408
Dec00 000915 276.4 276.4 274.3 275.8 -0.2 15,630 83,076 +1,269
Feb01 000915 278.8 279.0 277.5 278.5 -0.2 74 12,296 -33
Apr01 000915 281.1 281.1 281.1 281.1 -0.2 7 3,558 +0
Jun01 000915 283.6 283.6 283.6 283.6 -0.3 587 9,070 -384
Aug01 000915 286.1 286.1 286.1 286.1 -0.3 1 3,306 +1
Total Volume and Open Interest 17,236 134,661 +688
Silver(CMX)
Sep00 000915 487.0 488.0 485.5 486.8 -2.0 87 397 -36
Dec00 000915 495.5 495.5 490.5 493.0 -2.0 4,616 59,814 +67
Mar01 000915 500.0 500.0 497.0 498.4 -2.0 381 2,560 +316
May01 000915 501.6 501.6 501.6 501.6 -1.9 0 1,196 +0
Jul01 000915 504.6 504.6 504.6 504.6 -1.8 0 1,796 +0
Total Volume and Open Interest 5,485 72,985 +351
Platinum(NYM)
Oct00 000915 585.8 594.0 585.8 592.0 +6.2 1,384 6,846 -613
Jan01 000915 581.0 586.5 580.9 586.5 +8.2 744 3,290 +564
Total Volume and Open Interest 2,128 10,141 -49
Palladium(NYME)
Sep00 000915 738.00 761.30 710.00 761.30 unch 0 40 +0
Dec00 000915 710.00 725.00 705.00 723.00 +3.00 440 1,403 -254
Mar01 000915 722.50 722.50 722.50 722.50 +2.75 308 355 +292
Total Volume and Open Interest 748 1,798 +38
Copper(CMX)
Sep00 000915 92.25 92.30 91.25 92.00 -0.55 1,014 3,968 +5
Dec00 000915 93.20 93.50 92.30 92.95 -0.55 5,148 54,197 -345
Mar01 000915 93.15 93.30 92.50 92.90 -0.45 277 5,775 +131
May01 000915 92.25 93.00 92.25 92.45 -0.45 131 1,606 -1
Jul01 000915 91.95 91.95 91.95 91.95 -0.50 223 1,253 -15
Total Volume and Open Interest 8,361 83,862 +407
DJIA Index(CBOT)
Sep00 000914 11215 11234 11075 11100 -95 2,846 7,742 -731
Dec00 000915 11250 11260 11025 11047 -193 12,318 12,445 +710
Mar01 000915 11365 11365 11195 11195 -193 4 19 +2
Jun01 000915 11350 11350 11350 11350 -193      
Total Volume and Open Interest 14,208 19,411 -89
S & P 500(CME)
Dec00 000915 1501.00 1502.40 1481.00 1483.50 -19.30 79,465 373,684 +12,024
Mar01 000915 1510.00 1511.00 1505.70 1505.70 -19.70 71 2,222 -29
Jun01 000915 1542.20 1543.20 1527.90 1528.70 -20.00 0 1,314 +0
Sep01 000915 15.50 1559.20 1550.10 1552.20 -21.00 0 147 +0
Total Volume and Open Interest 108,709 469,468 -16
S & P 500 E-Mini(Globex)
Dec00 000915 1502.25 1509.75 1481.00 1483.50 -19.25 86,796 20,436 -2,817
Total Volume and Open Interest 88,388 57,204 -4,178
NASDAQ 100(CME)
Dec00 000915 3800.00 3815.00 3696.00 3718.50 -78.00 24,118 27,279 +1,112
Mar01 000915 3778.50 3778.50 3778.50 3778.50 -66.00 0 37 +1
Total Volume and Open Interest 27,092 42,151 +185
NASDAQ 100 E-Mini(GLOBEX)
Dec00 000915 3796.5 3842.0 3690.5 3718.5 -78.0 64,767 12,495 -1,945
Total Volume and Open Interest 65,582 44,729 -4,152
NYSE Composite(NYBOT)
Dec00 000915 682.00 684.50 676.50 676.75 -7.00      
Mar01 000915 686.00 686.00 686.00 686.00 -7.00      
Jun01 000915 695.25 695.25 695.25 695.25 -7.00      
Total Volume and Open Interest      
S & P Midcap 400(CME)
Dec00 000915 553.50 553.50 547.30 547.80 -6.20 2,552 12,749 +1,938
Mar01 000915 553.80 553.80 553.50 553.80 -6.20 0 1 +0
Jun01 000915 563.30 563.30 563.00 563.30 -6.20 0 1 +0
Total Volume and Open Interest 4,574 18,336 +1,181
Russell 2000(CME)
Dec00 000915 548.00 548.00 535.00 535.50 -12.60 2,667 11,738 +1,396
Mar01 000915 543.00 543.00 543.00 543.00 -12.60      
Jun01 000915 550.55 550.55 550.55 550.55 -12.60      
Total Volume and Open Interest 3,954 14,833 +388
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 000915 16240 16250 16070 16100 -175 307 12,000 +95
Mar01 000915 16130 16130 16130 16130 -175 0 8 +0
Total Volume and Open Interest 307 12,008 +95
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 000915 6627.0 6635.5 6560.0 6573.0 -47.0 49,526 0 +0
Oct00 000915 6653.0 6656.5 6611.5 6623.0 -44.5 602 0 +0
Nov00 000915 6643.5 6683.5 6641.0 6648.0 -46.0      
Total Volume and Open Interest 50,728    
DAX Index(EUREX)
Sep00 000915 7040.0 7051.5 6967.5 7038.5 -12.5 46,752 91,362 -5,8