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MRCI's End of Day Prices
Daily Futures Price Listing Mon September 18, 2000
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Nov00 000918 482.00 490.50 482.00 488.50 +5.25 37,873 90,320 +925
Jan01 000918 492.50 500.50 492.25 498.75 +5.00 3,734 17,302 +1,320
Mar01 000918 502.50 510.50 502.00 508.25 +5.25 2,317 13,383 +318
May01 000918 510.00 518.00 510.00 516.75 +5.75 1,378 11,261 +166
Jul01 000918 519.00 526.00 518.00 524.50 +5.75 3,051 14,491 -83
Aug01 000918 518.00 526.00 518.00 524.25 +5.75 0 228 +0
Sep01 000918 525.75 525.75 525.75 525.75 +5.75 4 111 -4
Total Volume and Open Interest 48,723 150,186 +2,362
Soybean Meal(CBOT)
Oct00 000918 165.50 169.90 165.50 169.40 +3.50 11,502 20,802 -56
Dec00 000918 164.60 169.40 164.60 168.70 +3.80 14,471 57,047 +602
Jan01 000918 165.00 170.00 165.00 169.40 +4.30 1,412 11,334 +286
Mar01 000918 166.00 170.70 166.00 170.00 +4.20 1,228 7,590 -140
May01 000918 165.10 170.00 165.10 169.50 +4.20 751 5,541 -82
Jul01 000918 166.00 171.20 166.00 170.50 +4.20 1,361 3,012 -34
Aug01 000918 167.50 170.00 167.50 169.80 +4.80 273 586 +31
Sep01 000918 163.50 169.50 163.50 168.70 +4.20 155 335 +105
Total Volume and Open Interest 31,202 106,500 +696
Soybean Oil(CBOT)
Oct00 000918 15.25 15.32 15.07 15.09 -0.27 3,881 20,569 -844
Dec00 000918 15.62 15.72 15.45 15.49 -0.27 8,510 65,040 -64
Jan01 000918 15.95 16.00 15.78 15.80 -0.25 2,736 17,822 -425
Mar01 000918 16.35 16.42 16.18 16.21 -0.22 518 11,894 +134
May01 000918 16.73 16.81 16.59 16.60 -0.24 51 9,349 -44
Jul01 000918 17.12 17.21 16.96 16.99 -0.21 636 6,746 +233
Aug01 000918 17.30 17.33 17.13 17.13 -0.13 7 1,271 +6
Sep01 000918 17.45 17.50 17.26 17.26 -0.20 0 1,234 +0
Total Volume and Open Interest 16,439 137,712 -1,202
Canola(WCE)
Sep00 000918 256.2 256.2 256.2 256.2 -1.3 0 5 +0
Nov00 000918 254.4 256.7 254.2 255.5 +0.8 8,678 37,553 -2,371
Jan01 000918 261.0 263.0 260.5 262.1 +0.8 477 13,323 +87
Mar01 000918 267.1 268.7 266.7 267.3 +0.5 1,416 5,161 +1,353
May01 000918 273.3 273.3 273.3 273.3 +0.5 0 1,640 +0
Total Volume and Open Interest 10,571 57,980 -931
Corn(CBOT)
Nov00 000918 183.50 186.50 183.00 185.50 +1.50 196 2,988 +25
Dec00 000918 187.00 190.50 186.75 189.50 +1.75 35,121 214,605 -515
Jan01 000918 190.75 193.75 190.25 192.50 +0.50 27 593 +14
Mar01 000918 199.25 202.25 198.75 201.25 +1.50 8,228 70,331 +1,630
May01 000918 207.00 210.00 206.75 209.25 +1.75 1,733 19,850 +464
Jul01 000918 214.00 217.00 213.75 216.25 +1.75 2,365 28,128 +793
Total Volume and Open Interest 48,151 353,835 +1,900
Wheat(CBOT)
Dec00 000918 251.00 257.00 248.50 256.25 +4.00 12,355 101,785 +285
Mar01 000918 268.00 274.00 265.50 273.25 +4.00 1,479 25,316 -255
May01 000918 278.00 284.00 276.75 283.50 +4.00 133 1,302 -11
Jul01 000918 288.00 293.50 285.00 292.75 +3.75 496 11,149 +263
Sep01 000918 294.50 301.50 294.50 300.75 +3.75 1 108 -1
Total Volume and Open Interest 14,470 140,418 +224
Wheat(KCBT)
Sep00 000918 286.25 290.00 286.25 290.00 +3.00 4 14 -4
Dec00 000918 300.25 304.50 298.00 304.00 +3.75 3,696 57,889 -660
Mar01 000918 314.00 318.00 312.00 317.25 +2.75 640 16,793 +103
May01 000918 321.00 325.50 321.00 325.50 +3.00 15 1,784 +12
Jul01 000918 329.00 333.50 327.50 332.25 +3.25 71 2,971 +23
Total Volume and Open Interest 4,426 79,472 -526
Wheat(MGE)
Sep00 000918 296.00 296.00 296.00 296.00 unch      
Dec00 000918 306.50 310.50 305.50 310.25 +2.75 2,319 18,047 +696
Mar01 000918 322.00 325.50 320.75 325.25 +2.25 714 5,098 +547
May01 000918 329.50 334.00 329.50 333.75 +2.25 18 941 +15
Jul01 000918 337.50 341.75 337.50 341.50 +2.25 2 300 +0
Total Volume and Open Interest 3,053 24,604 +1,258
Oats(CBOT)
Dec00 000918 106.00 108.50 106.00 108.25 +0.50 758 10,947 +38
Mar01 000918 116.00 118.25 116.00 117.50 +0.25 58 1,681 -8
May01 000918 123.50 123.50 123.00 123.50 +0.50 8 162 +7
Jul01 000918 128.00 128.25 128.00 128.25 unch 0 104 +0
Total Volume and Open Interest 824 12,982 +23
Rough Rice(CBOT)
Sep00 000918 6.55 6.55 6.44 6.44 -0.11 29 168 -33
Nov00 000918 6.31 6.31 6.13 6.13 -0.23 266 3,163 +24
Jan01 000918 6.44 6.44 6.30 6.30 -0.20 126 2,660 +55
Mar01 000918 6.50 6.54 6.44 6.44 -0.16 50 572 +1
Total Volume and Open Interest 471 6,696 +47
Live Cattle(CME)
Oct00 000918 68.025 68.225 67.925 67.975 +0.175 8,153 46,895 -1,029
Dec00 000918 69.800 69.950 69.550 69.600 -0.025 4,458 42,445 +621
Feb01 000918 70.850 71.050 70.600 70.650 -0.125 1,720 17,914 +486
Apr01 000918 72.900 72.950 72.600 72.650 -0.125 785 9,494 +72
Jun01 000918 70.200 70.300 70.000 70.050 -0.200 207 4,088 +2
Aug01 000918 70.400 70.400 70.200 70.225 -0.025 12 2,793 -9
Total Volume and Open Interest 15,343 124,446 +151
Feeder Cattle(CME)
Sep00 000918 85.650 85.850 85.625 85.750 +0.200 102 2,123 -21
Oct00 000918 85.750 85.950 85.650 85.825 +0.150 676 6,635 +6
Nov00 000918 86.525 86.700 86.400 86.500 +0.175 508 4,249 +50
Jan01 000918 87.250 87.500 87.200 87.300 +0.125 231 3,163 +126
Mar01 000918 87.100 87.300 87.050 87.175 +0.175 78 1,639 +15
Apr01 000918 87.000 87.250 87.000 87.050 +0.050 25 496 +6
May01 000918 87.000 87.350 87.000 87.100 +0.050 89 883 +49
Total Volume and Open Interest 1,713 19,317 +235
Lean Hogs(CME)
Oct00 000918 54.950 54.950 54.225 54.425 -0.250 3,707 15,815 -21
Dec00 000918 51.150 51.250 50.500 50.825 -0.325 2,974 16,984 +531
Feb01 000918 52.300 52.325 51.825 52.050 -0.225 395 4,310 +3
Apr01 000918 50.950 50.950 50.400 50.525 -0.150 170 1,806 +85
Jun01 000918 57.250 57.750 57.000 57.100 -0.300 32 678 -2
Jul01 000918 56.650 56.900 56.500 56.650 -0.225 1 231 +1
Aug01 000918 55.500 55.500 54.800 55.500 +0.375 0 135 +0
Oct01 000918 47.100 47.150 47.050 47.075 -0.050 0 25 +0
Total Volume and Open Interest 7,279 39,994 +597
Pork Bellies(CME)
Feb01 000918 63.300 63.750 62.500 63.175 -0.100 435 1,800 -42
Mar01 000918 62.500 63.500 62.500 63.000 -0.400 5 35 -1
May01 000918 63.550 64.000 63.500 63.550 +0.050 1 8 +1
Jul01 000918 64.750 65.000 64.750 65.000 -0.150 0 5 +0
Aug01 000918 64.750 64.750 64.750 64.750 unch 0 1 +0
Total Volume and Open Interest 441 1,849 -42
Cocoa(NYBOT)
Dec00 000918 824 826 808 809 -5 3,214 50,750 -225
Mar01 000918 855 857 837 839 -6 869 20,005 +103
May01 000918 877 877 862 862 -6 63 9,210 +50
Jul01 000918 905 905 884 884 -6 7 8,327 +2
Sep01 000918 910 917 909 909 -6 5 7,835 +1
Dec01 000918 947 947 944 944 -6 304 10,323 +120
Mar02 000918 979 979 979 979 -7 50 9,615 +0
Total Volume and Open Interest 4,513 123,121 +52
Coffee "C"(NYBOT)
Sep00 000918 77.00 77.50 77.00 77.40 +1.15 47 54 -15
Dec00 000918 81.05 83.10 81.05 82.40 +1.15 3,346 29,370 -232
Mar01 000918 86.20 87.50 86.00 87.05 +1.15 243 5,546 -17
May01 000918 89.00 90.00 89.00 89.65 +1.05 59 1,976 +34
Jul01 000918 91.75 92.50 91.75 92.50 +1.05 33 869 +6
Sep01 000918 95.00 95.25 95.00 95.25 +0.95 4 1,530 +2
Total Volume and Open Interest 3,753 39,688 -219
Orange Juice(NYBOT)
Nov00 000918 71.50 71.60 70.80 70.85 -0.20 702 17,652 +202
Jan01 000918 73.90 73.90 73.00 73.00 -0.30 313 5,445 +184
Mar01 000918 76.25 76.60 75.75 75.75 -0.35 45 5,217 +30
May01 000918 78.25 78.25 78.25 78.25 -0.35 1 676 +1
Jul01 000918 80.40 80.50 80.40 80.50 -0.60 0 299 +0
Total Volume and Open Interest 2,061 29,685 +417
Sugar #11(NYBOT)
Oct00 000918 9.68 9.82 9.43 9.65 -0.13 36,401 42,438 -4,219
Mar01 000918 9.74 9.79 9.42 9.62 -0.14 30,181 76,315 +3,826
May01 000918 9.43 9.46 9.17 9.33 -0.12 2,032 12,962 -55
Jul01 000918 8.93 9.00 8.70 8.93 -0.01 1,158 16,577 +346
Oct01 000918 8.76 8.76 8.55 8.70 -0.06 652 11,072 +163
Total Volume and Open Interest 70,984 165,133 +456
London Cocoa(LCE)
Sep00 000914 624 625 622 622 +7 7,710 1,964 -6,069
Dec00 000918 658 658 644 649 +3 1,040 59,154 -334
Mar01 000918 675 676 664 668 +3 447 43,540 +195
May01 000918 690 690 682 684 +3 15 20,798 +10
Jul01 000918 705 705 700 700 +3 0 8,341 +0
Sep01 000918 710 715 709 715 +3 2 17,053 +2
Dec01 000918 737 741 736 741 +3 1 5,346 -1
Total Volume and Open Interest 1,505 183,380 -128
London Coffee(LCE)
Sep00 000918 805.00 812.00 804.00 810.00 +6.00 15 1,956 -30
Nov00 000918 810.00 816.00 806.00 815.00 +7.00 975 33,979 -360
Jan01 000918 820.00 825.00 815.00 823.00 +6.00 213 11,685 -20
Mar01 000918 825.00 832.00 825.00 831.00 +6.00 99 5,409 +24
May01 000918 840.00 850.00 840.00 850.00 +6.00 54 2,559 +41
Jul01 000918 869.00 869.00 869.00 869.00 +6.00 22 517 +15
Total Volume and Open Interest 1,418 56,301 -290
London Sugar(LCE)
Oct00 000915 263.50 264.00 252.00 262.70 -0.90 2,117 1,120 -1,892
Dec00 000918 256.00 257.50 251.70 254.40 -3.30 3,728 16,299 +1,298
Mar01 000918 255.70 256.50 250.30 253.90 -2.40 1,210 13,467 +465
May01 000918 253.10 254.00 248.60 251.70 -1.60 430 2,430 -25
Aug01 000918 249.30 249.30 245.00 248.20 -1.10 373 3,488 +270
Total Volume and Open Interest 5,803 37,760 +950
Cotton(NYBOT)
Oct00 000918 62.80 64.20 62.45 62.99 -0.17 1,418 4,375 +58
Dec00 000918 63.71 64.12 63.05 63.18 -1.27 9,089 44,325 +118
Mar01 000918 65.15 65.50 64.90 65.10 -0.90 802 11,550 +12
May01 000918 65.65 66.10 65.50 65.65 -0.95 358 8,032 +9
Jul01 000918 66.40 66.50 66.25 66.25 -1.00 389 3,041 +214
Oct01 000918 64.00 64.60 63.20 63.20 -1.00 0 651 +0
Total Volume and Open Interest 22,193 75,789 +462
Lumber(CME)
Nov00 000918 249.9 250.3 243.3 245.8 -4.1 610 2,339 +44
Jan01 000918 258.6 258.6 254.5 255.9 -2.4 84 682 +7
Mar01 000918 266.0 266.0 263.2 264.0 -1.6 20 412 +4
May01 000918 265.4 266.0 264.5 266.0 +0.1 9 93 +5
Total Volume and Open Interest 946 3,695 -26
Crude Oil(NYM)
Oct00 000918 36.20 37.15 36.15 36.88 +0.96 85,839 70,269 -12,092
Nov00 000918 35.00 35.87 34.95 35.55 +0.83 68,629 135,550 +6,683
Dec00 000918 34.35 35.10 34.30 34.78 +0.72 29,421 58,275 +3,594
Jan01 000918 33.70 34.27 33.65 34.07 +0.64 6,201 31,523 +468
Feb01 000918 33.20 33.55 33.20 33.39 +0.56 3,379 15,233 +221
Mar01 000918 32.45 32.87 32.45 32.73 +0.47 2,662 16,220 +772
Apr01 000918 31.95 32.30 31.95 32.14 +0.41 1,659 9,087 -53
May01 000918 31.40 31.70 31.40 31.59 +0.37 603 7,945 +103
Jun01 000918 30.80 31.10 30.80 31.06 +0.33 2,097 26,016 -809
Jul01 000918 30.33 30.58 30.33 30.58 +0.30 517 8,244 +45
Total Volume and Open Interest 214,691 489,274 -2,382
Heating Oil(NYM)
Oct00 000918 104.20 104.80 103.70 104.15 +0.86 17,450 34,623 -1,219
Nov00 000918 103.40 104.70 103.40 103.92 +0.98 9,567 40,036 +1,611
Dec00 000918 102.25 103.50 102.25 102.92 +1.08 5,321 33,368 -214
Jan01 000918 101.25 102.20 101.25 101.52 +1.13 1,569 22,038 -785
Feb01 000918 98.00 99.00 98.00 98.17 +1.08 1,097 18,088 +471
Mar01 000918 91.60 93.00 91.60 92.17 +1.03 1,798 13,148 +555
Apr01 000918 87.00 88.00 87.00 87.42 +0.98 698 6,708 -256
May01 000918 83.55 84.40 83.55 83.77 +0.93 196 3,729 +105
Jun01 000918 81.60 81.60 81.17 81.17 +0.93 138 5,063 +57
Jul01 000918 80.00 80.00 78.50 79.97 +0.93 102 1,035 +84
Total Volume and Open Interest 38,195 183,059 +442
Unleaded Gas(NYM)
Oct00 000918 97.35 97.80 95.90 97.02 +0.36 14,364 27,466 -752
Nov00 000918 94.35 95.15 93.80 94.90 +1.20 5,435 18,111 +155
Dec00 000918 92.30 93.00 91.90 92.75 +1.26 2,125 8,183 +381
Jan01 000918 90.50 91.10 90.50 90.95 +1.41 332 3,007 -33
Feb01 000918 88.20 90.35 88.20 90.35 +1.46 358 4,524 +23
Mar01 000918 89.60 90.25 89.60 90.25 +1.41 359 2,894 +140
Apr01 000918 94.95 95.05 94.95 95.05 +1.46 662 4,305 -44
May01 000918 93.15 93.90 93.15 93.90 +1.46 515 2,614 +215
Total Volume and Open Interest 24,845 75,648 +427
Natural Gas(NYM)
Oct00 000918 5.110 5.310 5.080 5.295 +0.089 36,629 53,464 +1,439
Nov00 000918 5.210 5.405 5.190 5.394 +0.094 14,080 30,691 +1,325
Dec00 000918 5.320 5.510 5.315 5.495 +0.095 5,846 37,905 -1,335
Jan01 000918 5.280 5.460 5.280 5.445 +0.090 4,352 28,692 +1,356
Feb01 000918 5.040 5.170 5.020 5.152 +0.077 3,009 19,819 -217
Mar01 000918 4.750 4.870 4.735 4.855 +0.070 2,475 23,366 -721
Apr01 000918 4.485 4.560 4.455 4.550 +0.065 525 17,186 +126
May01 000918 4.380 4.450 4.370 4.445 +0.065 667 14,539 +291
Total Volume and Open Interest 71,992 378,085 +4,508
Brent Crude Oil(IPE)
Nov00 000918 33.80 34.98 33.75 34.46 +0.48 37,446 80,118 -3,902
Dec00 000918 33.35 34.37 33.26 34.00 +0.57 16,427 56,172 +663
Jan01 000918 32.64 33.50 32.54 33.18 +0.47 2,798 27,281 +24
Feb01 000918 31.92 32.70 31.88 32.39 +0.38 638 13,296 +341
Mar01 000918 31.18 31.85 31.18 31.63 +0.34 1,560 8,758 +199
Apr01 000918 30.88 30.88 30.88 30.88 +0.25 822 7,779 +72
May01 000918 29.90 30.48 29.90 30.20 +0.17 57 2,947 +43
Jun01 000918 29.32 29.88 29.32 29.58 +0.13 670 13,679 -100
Total Volume and Open Interest 61,483 246,398 -24,095
Gas Oil(IPE)
Oct00 000918 322.00 330.00 321.50 329.75 +6.75 13,159 41,994 -2,249
Nov00 000918 314.75 321.50 314.50 321.25 +4.50 5,474 23,603 +421
Dec00 000918 308.25 314.00 307.75 313.75 +4.25 2,398 24,714 -1,439
Jan01 000918 302.25 305.50 300.75 304.50 +4.50 1,339 10,678 +189
Feb01 000918 292.25 295.50 292.00 295.00 +4.75 36 6,001 -1
Mar01 000918 283.50 283.50 283.50 283.50 +5.25 51 5,787 -119
Apr01 000918 273.00 273.00 273.00 273.00 +5.50 2 2,907 -170
May01 000918 263.50 263.50 263.50 263.50 +5.75 192 547 +88
Total Volume and Open Interest 22,651 126,774 -3,595
US Dollar Index(NYBOT)
Sep00 000918 116.11 116.25 115.80 116.01 +0.04 207 695 -72
Dec00 000918 115.80 116.00 115.73 115.76 unch 750 5,352 +189
Mar01 000918 115.65 115.65 115.54 115.54 +0.06 1,035 8,070 +129
Total Volume and Open Interest 969 8,070 +129
Australian Dollar(IMM)
Sep00 000918 54.26 54.40 54.25 54.35 -0.24 69 10,782 -923
Dec00 000918 54.35 54.52 54.07 54.23 -0.39 3,208 22,759 +972
Mar01 000918 54.35 54.35 54.15 54.25 -0.40 1,337 338 -416
Total Volume and Open Interest 4,614 33,885 -367
British Pound(IMM)
Sep00 000918 139.96 140.30 139.74 140.20 +0.28 2,147 11,838 -3,148
Dec00 000918 140.10 140.86 139.80 140.78 +0.66 8,960 38,302 +100
Mar01 000918 140.74 141.10 140.74 140.98 +0.66 2 51 +2
Total Volume and Open Interest 11,109 50,193 -3,046
Canadian Dollar(IMM)
Sep00 000918 67.34 67.39 67.08 67.20 -0.19 0 21,158 -2,053
Dec00 000918 67.56 67.58 67.21 67.34 -0.19 8,521 49,099 +1,804
Mar01 000918 67.50 67.55 67.40 67.50 -0.19 45 1,107 +50
Jun01 000918 67.70 67.70 67.60 67.66 -0.19 4 186 +4
Total Volume and Open Interest 8,571 71,579 -194
Japanese Yen(IMM)
Sep00 000918 93.42 93.65 93.39 93.57 +0.35 1,576 34,924 -3,817
Dec00 000918 94.80 95.23 94.76 94.98 +0.30 11,163 38,974 +1,542
Mar01 000918 96.50 96.50 96.45 96.45 +0.30 75 221 -3
Total Volume and Open Interest 12,883 74,228 -2,286
Swiss Franc(IMM)
Sep00 000918 56.05 56.25 55.99 56.23 +0.17 3,597 26,165 -2,014
Dec00 000918 56.43 56.75 56.31 56.52 unch 10,332 47,489 +1,216
Mar01 000918 56.92 57.10 56.85 56.95 unch 6 42 +7
Total Volume and Open Interest 13,937 73,698 -791
EuroFX(IMM)
Sep00 000918 85.36 85.64 85.31 85.60 +0.04 12,327 16,639 -6,253
Dec00 000918 85.76 86.03 85.54 85.78 -0.18 25,315 69,412 +10,080
Mar01 000918 86.15 86.36 85.92 86.13 -0.18 367 799 +216
Total Volume and Open Interest 38,009 86,850 +4,043
Mexican Peso(IMM)
Sep00 000918 10630.0 10630.0 10600.0 10600.0 -30.0 321 5,537 -299
Dec00 000918 10333.0 10360.0 10280.0 10310.0 -18.0 6,411 8,722 -491
Total Volume and Open Interest 6,876 18,116 -852
30-Year T-Bonds(CBOT)
Sep00 000918 97~31 98~05 97~18 97~29 -0~13 13,284 19,529 -11,499
Dec00 000918 97~31 98~06 97~17 97~28 -0~17 339,386 397,397 +3,752
Mar01 000918 97~30 98~05 97~19 97~27 -0~14 74 1,408 +20
Total Volume and Open Interest 352,746 418,459 -7,726
Municipal Bonds(CBOT)
Sep00 000918 98~30 99~02 98~27 99~01 -0~05 1,270 6,945 -958
Dec00 000918 98~01 98~06 97~28 98~02 -0~08 2,229 15,957 +894
Total Volume and Open Interest 3,499 22,902 -64
10-Year T-Notes(CBOT)
Sep00 000918 99~240 99~275 99~195 99~265 -0~020 11,331 26,051 -7,140
Dec00 000918 99~165 99~225 99~130 99~205 -0~040 254,672 517,177 +6,230
Total Volume and Open Interest 266,039 543,855 -885
5-Year T-Notes(CBOT)
Sep00 000918 100~090 100~100 100~080 100~080 +0~015 3,299 6,713 +2,148
Dec00 000918 100~085 100~150 100~070 100~125 +0~015 144,649 374,132 +6,792
Mar01 000918 100~125 100~125 100~125 100~125 +0~015 0 7 +0
Total Volume and Open Interest 147,948 380,852 +8,940
2 Year T-Notes(CBOT)
Sep00 000918 99~112 99~124 99~112 99~121 +0~011 1,108 3,116 -108
Dec00 000918 99~120 100~010 99~120 100~005 +0~009 7,052 44,391 +2,458
Total Volume and Open Interest 8,160 47,507 +2,350
3-Mth T-Bills(IMM)
Dec00 000918 94.00 94.00 93.94 93.96 -0.01 11 1,085 +2
Total Volume and Open Interest 12 2,371 -23
Eurodollars(IMM)
Sep00 000918 93.340 93.340 93.340 93.340 unch 35,926 484,280 -17,107
Dec00 000918 93.280 93.305 93.270 93.295 +0.020 92,921 585,708 +959
Mar01 000918 93.425 93.460 93.415 93.450 +0.040 146,627 547,832 +14,269
Jun01 000918 93.425 93.490 93.420 93.465 +0.050 84,735 307,243 -4,662
Sep01 000918 93.425 93.490 93.425 93.470 +0.055 63,348 243,041 -24,365
Dec01 000918 93.350 93.410 93.350 93.390 +0.050 24,399 192,002 +3,292
Mar02 000918 93.405 93.455 93.395 93.435 +0.050 20,189 155,299 +791
Jun02 000918 93.365 93.425 93.365 93.405 +0.050 16,392 118,755 +1,318
Sep02 000918 93.345 93.400 93.340 93.380 +0.045 8,510 96,990 -5,244
Dec02 000918 93.270 93.315 93.260 93.300 +0.045 5,136 77,851 -1,145
Mar03 000918 93.295 93.335 93.290 93.330 +0.040 5,714 72,074 -183
Jun03 000918 93.255 93.305 93.255 93.290 +0.035 7,600 49,467 +212
Total Volume and Open Interest 552,795 3,345,633 -25,705
3-Mth Euro-Yen(IMM)
Sep00 000915 99.61 99.62 99.61 99.62 +0.01 2,896 14,137 +1,269
Dec00 000918 99.46 99.46 99.46 99.46 -0.01 2,178 13,163 +137
Mar01 000918 99.46 99.47 99.46 99.47 +0.03 1,482 16,609 +308
Jun01 000918 99.41 99.43 99.41 99.42 +0.04 1,241 9,422 -82
Sep01 000918 99.34 99.36 99.34 99.35 +0.05 976 16,265 +551
Dec01 000918 99.24 99.25 99.23 99.25 +0.07 51 3,448 +32
Mar02 000918 99.14 99.16 99.14 99.16 +0.06 1 3,172 +1
Jun02 000918 99.03 99.05 99.03 99.05 +0.05 0 950 +200
Sep02 000918 98.91 98.91 98.91 98.91 +0.05 0 36 +0
Dec02 000918 98.68 98.68 98.68 98.68 unch 0 30 +0
Total Volume and Open Interest 7,346 77,007 +922
3-Mth Euro-Yen(SIMEX)
Dec00 000918 99.47 99.47 99.46 99.46 -0.01 3,098 107,951 +3,906
Mar01 000918 99.44 99.46 99.44 99.46 +0.02 2,268 115,067 +1,988
Jun01 000918 99.39 99.41 99.39 99.40 +0.02 644 98,254 +2,550
Sep01 000918 99.32 99.34 99.32 99.33 +0.04 148 66,722 -636
Dec01 000918 99.21 99.23 99.21 99.22 +0.04 88 29,197 +1,214
Mar02 000918 99.12 99.14 99.12 99.14 +0.04 500 15,004 -250
Jun02 000918 99.03 99.03 99.03 99.03 +0.05 212 4,063 +289
Sep02 000918 98.88 98.88 98.88 98.88 +0.05 0 3,378 +0
Total Volume and Open Interest 9,313 525,529 +8,418
German Euro-Bund(EUREX)
Dec00 000918 104.50 104.51 104.24 104.31 -0.30 637,255 620,018 +89,095
Mar01 000918 104.58 104.58 104.30 104.30 -0.42 1,879 3,186 -13
Jun01 000918 104.19 104.19 104.19 104.19 -0.30 0 401 +300
Total Volume and Open Interest 639,134 623,605 +89,382
German Euro-Bobl(EUREX)
Dec00 000918 103.06 103.06 102.94 103.02 -0.07 266,547 288,898 +3,210
Mar01 000918 102.84 102.84 102.84 102.84 -0.05 0 1,831 -31
Jun01 000918 102.46 102.46 102.46 102.46 -0.03      
Total Volume and Open Interest 266,547 290,729 +3,179
Long Gilt(LIFFE)
Sep00 000918 111~24 112~04 111~24 112~04 +0~00 817 4,998 -399
Dec00 000918 111~18 111~27 111~06 111~25 +0~00 14,095 69,629 -1,394
Total Volume and Open Interest 14,912 74,627 -1,793
3-Mth Short Sterling(LIFFE)
Sep00 000918 93.79 93.81 93.79 93.80 +0.01 6,441 140,621 +814
Dec00 000918 93.67 93.74 93.67 93.72 +0.04 23,533 204,276 -2,784
Mar01 000918 93.69 93.75 93.67 93.73 +0.04 23,632 203,157 +3,470
Total Volume and Open Interest 92,869 919,399 +9,810
3-Mth Euribor(LIFFE)
Sep00 000918 95.185 95.195 95.180 95.185 -0.005 58,137 282,203 -5,767
Dec00 000918 94.825 94.845 94.810 94.830 -0.005 87,565 294,027 +4,002
Mar01 000918 94.815 94.845 94.800 94.835 +0.010 87,214 220,695 +2,291
Total Volume and Open Interest 352,611 1,340,571 +4,070
3-Mth Aus T-Bills(SFE)
Dec00 000918 93.32 93.32 93.28 93.32 -0.03 6,434 204,808 +2,338
Mar01 000918 93.29 93.31 93.26 93.31 -0.02 3,018 83,175 +34
Jun01 000918 93.34 93.35 93.31 93.34 -0.03 2,383 34,337 -843
Sep01 000918 93.38 93.38 93.35 93.37 -0.03 82 14,563 -131
Dec01 000918 93.38 93.41 93.38 93.40 -0.02 602 8,614 -127
Mar02 000918 93.39 93.42 93.38 93.40 -0.02 50 6,548 -3
Jun02 000918 93.40 93.43 93.40 93.40 -0.03 5 4,478 +5
Sep02 000918 93.41 93.41 93.40 93.40 -0.03 210 2,757 +0
Dec02 000918 93.40 93.40 93.37 93.37 -0.05 10 1,570 +0
Mar03 000918 93.37 93.37 93.37 93.37 -0.03 5 1,188 +0
Total Volume and Open Interest 12,809 365,320 +1,268
10-Year Aus T-Bonds(SFE)
Dec00 000918 93.87 93.88 93.72 93.75 -0.14 2,567 111,987 +21,702
Mar01 000918 93.82 93.82 93.82 93.82        
3-Year Aus T-Bonds(SFE)
Dec00 000918 93.76 93.78 93.73 93.75 -0.06 4,197 186,193 +40,225
Total Volume and Open Interest 39,277 620,632 +40,225
Gold(CMX)
Oct00 000918 272.5 274.0 272.0 272.1 -0.9 281 5,696 -135
Dec00 000918 276.0 278.0 274.7 274.9 -0.9 16,426 84,331 +1,255
Feb01 000918 279.0 279.0 277.6 277.6 -0.9 45 12,309 +13
Apr01 000918 282.3 282.3 280.2 280.2 -0.9 0 3,758 +200
Jun01 000918 283.0 283.0 282.7 282.7 -0.9 0 9,070 +0
Aug01 000918 287.3 287.3 285.2 285.2 -0.9 0 3,306 +0
Total Volume and Open Interest 16,802 135,966 +1,305
Silver(CMX)
Sep00 000918 487.6 487.6 487.6 487.6 +0.8 103 327 -70
Dec00 000918 493.0 496.5 493.0 493.8 +0.8 4,890 60,222 +408
Mar01 000918 500.0 500.0 499.2 499.2 +0.8 125 2,524 -36
May01 000918 502.4 502.4 502.4 502.4 +0.8 0 1,196 +0
Jul01 000918 505.0 505.4 504.5 505.4 +0.8 1 1,796 +0
Total Volume and Open Interest 5,980 73,753 +768
Platinum(NYM)
Oct00 000918 591.0 598.0 588.0 592.8 +0.8 1,370 5,978 -868
Jan01 000918 586.0 593.0 586.0 588.3 +1.8 1,082 4,124 +834
Total Volume and Open Interest 2,472 10,107 -34
Palladium(NYME)
Sep00 000918 0.00 0.00 0.00 0.00 -761.30 0 40 +0
Dec00 000918 720.00 722.00 710.00 711.00 -12.00 146 1,354 -49
Mar01 000918 711.00 711.00 711.00 711.00 -11.50 50 404 +49
Total Volume and Open Interest 196 1,798 +0
Copper(CMX)
Sep00 000918 92.00 92.20 91.40 91.85 -0.15 806 3,522 -446
Dec00 000918 93.00 93.35 92.30 92.75 -0.20 6,242 54,888 +691
Mar01 000918 92.90 93.10 92.30 92.65 -0.25 164 5,826 +51
May01 000918 92.25 93.00 92.25 92.45 unch 12 1,649 +43
Jul01 000918 91.95 93.20 91.95 91.95 unch 5 1,298 +45
Total Volume and Open Interest 7,538 84,014 +152
DJIA Index(CBOT)
Sep00 000914 11215 11234 11075 11100 -95 2,846 7,742 -731
Dec00 000918 11055 11160 10926 10963 -84 9,951 12,218 -227
Mar01 000918 11130 11130 11080 11111 -84 8 22 +3
Jun01 000918 11266 11266 11266 11266 -84      
Total Volume and Open Interest 9,976 12,246 -7,165
S & P 500(CME)
Dec00 000918 1486.00 1489.50 1462.00 1467.30 -16.20 55,242 374,694 +1,010
Mar01 000918 1504.00 1511.70 1486.00 1489.10 -16.60 41 2,269 +47
Jun01 000918 1517.80 1534.70 1507.90 1511.60 -17.10 11 1,309 -5
Sep01 000918 1542.10 1558.20 1530.00 1534.10 -18.10 4 151 +4
Total Volume and Open Interest 55,797 465,740 -3,728
S & P 500 E-Mini(Globex)
Dec00 000918 1485.20 1487.00 1481.00 1481.20 -2.30 82,564 25,628 +5,192
Total Volume and Open Interest 82,564 25,628 -31,576
NASDAQ 100(CME)
Dec00 000918 3720.00 3785.00 3600.00 3657.50 -61.00 18,492 28,280 +1,001
Mar01 000918 3740.00 3740.00 3700.00 3717.50 -61.00 3 37 +0
Jun01 000918 3765.50 3765.50 3763.50 3765.50        
NASDAQ 100 E-Mini(GLOBEX)
Dec00 000918 3721.0 3785.5 3602.0 3657.5 -61.0 55,487 13,718 +1,223
Total Volume and Open Interest 55,487 13,718 -31,011
NYSE Composite(NYBOT)
Dec00 000918 675.00 678.00 668.50 669.00 -7.75      
Mar01 000918 684.25 697.00 678.25 678.25 -7.75      
Jun01 000918 693.50 706.00 687.50 687.50 -7.75      
Total Volume and Open Interest      
S & P Midcap 400(CME)
Dec00 000918 549.50 550.00 531.50 533.00 -14.80 350 12,729 -20
Mar01 000918 539.00 539.00 538.50 539.00 -14.80 0 1 +0
Jun01 000918 548.50 548.50 548.00 548.50 -14.80 0 1 +0
Total Volume and Open Interest 350 18,167 -169
Russell 2000(CME)
Dec00 000918 538.00 539.00 521.50 523.75 -11.75 635 11,443 -295
Mar01 000918 531.25 531.25 531.00 531.25 -11.75      
Jun01 000918 538.80 538.80 538.55 538.80 -11.75      
Total Volume and Open Interest 635 14,348 -485
Value Line(KCBT)
Dec00 000918 1171.00 1172.00 1149.00 1149.00 -24.00 27 84 -9
Total Volume and Open Interest 27 84 -75
Nikkei 225(CME)
Dec00 000918 16070 16080 15900 15935 -165 796 12,062 +62
Mar01 000918 15965 15965 15965 15965 -165 0 8 +0
Total Volume and Open Interest 796 12,070 +62
Nikkei 225(SIMEX)
Dec00 000918 16070 16095 15945 16090 -125 11,646 0 -82,081
Mar01 000918 16105 16105 16105 16105 -125      
Jun01 000918 16095 16095 16095 16095 -125      
Total Volume and Open Interest 23,282 105,752 +19,466
CAC 40(MATIF)
Sep00 000918 6579.5 6589.5 6472.5 6491.0 -82.0 37,368 0 +0
Oct00 000918 6575.0 6612.5 6511.5 6559.5 -63.5 187 0 +0
Nov00 000918 6528.5 6586.0 6527.5 6586.0 -62.0 54 0 +0
Total Volume and Open Interest 39,478    
DAX Index(EUREX)
Dec00 000918 7030.0 7062.0 6951.0 6965.5 -136.5 33,253 124,151 +10,173
Mar01 000918 7094.5 7094.5 7056.0 7056.0 -143.5 25 563 +1
Total Volume and Open Interest 48,987 124,714 -81,188