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MRCI's End of Day Prices
Daily Futures Price Listing Wed October 04, 2000
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Nov00 001004 488.00 492.00 485.00 486.25 -2.75 36,778 93,206 -1,885
Jan01 001004 499.00 502.50 496.50 497.00 -2.50 4,324 23,515 +963
Mar01 001004 508.50 511.75 506.00 506.75 -2.00 2,728 19,532 +764
May01 001004 514.50 519.75 514.00 514.00 -2.25 1,122 13,421 +40
Jul01 001004 523.00 526.75 521.25 522.75 -1.25 1,044 15,724 +158
Aug01 001004 523.50 525.50 521.00 521.25 -1.25 3 319 +3
Sep01 001004 523.00 523.00 523.00 523.00 -1.50 2 162 -10
Total Volume and Open Interest 46,560 169,849 -9
Soybean Meal(CBOT)
Oct00 001004 173.00 173.70 171.30 171.90 -0.80 3,044 8,632 -667
Dec00 001004 170.30 171.20 169.10 169.30 -0.90 11,621 62,141 +1,144
Jan01 001004 169.50 170.70 169.20 169.30 -0.50 2,593 13,658 -102
Mar01 001004 169.40 170.60 168.50 168.90 -0.60 1,332 9,251 +148
May01 001004 169.00 170.30 168.50 168.50 -0.70 741 6,364 -40
Jul01 001004 170.30 171.50 169.90 170.10 -0.20 783 4,224 +288
Aug01 001004 169.70 171.00 169.50 169.50 +0.30 86 839 -5
Sep01 001004 169.20 170.50 168.70 168.70 +0.20 101 353 -19
Total Volume and Open Interest 20,314 105,819 +760
Soybean Oil(CBOT)
Oct00 001004 15.24 15.36 15.14 15.23 -0.07 6,472 2,401 -1,666
Dec00 001004 15.47 15.72 15.40 15.49 -0.09 14,273 65,999 +397
Jan01 001004 15.73 16.01 15.72 15.79 -0.09 2,039 19,032 +388
Mar01 001004 16.15 16.39 16.15 16.16 -0.14 1,313 14,625 +280
May01 001004 16.55 16.80 16.55 16.55 -0.16 353 9,543 +68
Jul01 001004 16.99 17.16 16.94 16.94 -0.15 355 7,056 +188
Aug01 001004 17.18 17.25 17.11 17.11 -0.10 51 1,410 +26
Sep01 001004 17.39 17.39 17.25 17.25 -0.10 51 1,304 +5
Total Volume and Open Interest 24,918 125,807 -302
Canola(WCE)
Nov00 001004 260.4 261.0 259.5 259.6 -0.8 2,333 32,866 -3,906
Jan01 001004 266.9 266.9 265.9 265.9 -1.0 1,944 23,618 +1,522
Mar01 001004 272.5 272.5 271.3 271.4 -0.7 438 7,629 +13
May01 001004 277.4 277.4 277.4 277.4 -0.4 18 1,739 +0
Jul01 001004 283.5 283.5 283.5 283.5 -1.0 303 1,116 +3
Total Volume and Open Interest 5,036 67,365 -2,368
Corn(CBOT)
Nov00 001004 198.75 202.00 198.50 200.50 +1.00 455 3,040 -83
Dec00 001004 203.50 206.25 202.50 204.25 +0.75 72,961 202,821 -2,270
Jan01 001004 207.50 209.75 207.50 208.25 +1.00 145 692 +16
Mar01 001004 215.00 217.50 214.25 216.00 +0.75 10,326 86,005 +2,130
May01 001004 222.25 225.00 222.00 223.50 +1.25 1,696 25,595 +656
Jul01 001004 229.50 231.75 228.75 230.50 +1.00 3,818 34,071 +1,270
Total Volume and Open Interest 90,313 372,610 +1,877
Wheat(CBOT)
Dec00 001004 267.00 270.50 266.50 267.25 -1.50 18,175 100,154 -557
Mar01 001004 284.00 287.25 283.00 284.25 -1.50 2,229 28,420 +347
May01 001004 294.50 296.50 293.00 293.25 -1.75 141 2,168 +37
Jul01 001004 302.50 306.00 302.50 303.50 -1.25 840 13,030 +237
Sep01 001004 311.25 313.00 311.00 311.00 -1.25 56 385 +11
Total Volume and Open Interest 21,515 145,403 +132
Wheat(KCBT)
Dec00 001004 318.00 321.00 317.00 318.00 -2.50 6,026 58,411 -584
Mar01 001004 330.50 334.00 330.00 330.00 -3.50 2,317 20,696 +356
May01 001004 337.00 339.75 336.50 339.00 +0.50 92 2,413 +51
Jul01 001004 343.00 346.25 342.50 343.00 -2.25 374 5,071 -36
Sep01 001004 350.00 350.00 348.50 349.00 -1.00 2 93 +1
Total Volume and Open Interest 8,818 86,708 -208
Wheat(MGE)
Dec00 001004 324.00 327.50 323.00 326.50 +1.25 2,394 20,524 +140
Mar01 001004 338.00 341.00 337.25 340.00 +1.00 606 6,068 +111
May01 001004 347.00 348.00 347.00 348.00 +0.75 61 1,027 +10
Jul01 001004 356.00 356.00 356.00 356.00 +1.50 6 357 +10
Sep01 001004 360.00 362.00 359.50 362.00 +1.50 10 242 +9
Total Volume and Open Interest 3,079 28,268 +282
Oats(CBOT)
Dec00 001004 106.00 106.50 106.00 106.25 +0.50 1,086 11,525 +591
Mar01 001004 116.25 116.50 116.00 116.00 unch 149 2,415 +47
May01 001004 120.75 120.75 120.75 120.75 +0.50 21 204 -1
Jul01 001004 125.00 125.00 125.00 125.00 unch 1 104 +0
Total Volume and Open Interest 1,259 14,335 +638
Rough Rice(CBOT)
Nov00 001004 6.18 6.28 6.17 6.20 -0.03 324 2,399 -119
Jan01 001004 6.38 6.45 6.36 6.38 -0.03 353 2,963 +148
Mar01 001004 6.51 6.55 6.50 6.51 -0.04 34 771 -10
May01 001004 6.68 6.68 6.64 6.64 -0.03 0 166 +0
Total Volume and Open Interest 711 6,300 +6,300
Live Cattle(CME)
Oct00 001004 69.125 69.225 68.925 69.075 -0.200 5,119 28,006 -1,938
Dec00 001004 70.550 70.625 70.425 70.575 -0.100 6,197 53,016 +2,021
Feb01 001004 71.500 71.600 71.400 71.550 -0.025 1,547 22,269 +290
Apr01 001004 73.200 73.200 72.850 73.075 -0.075 1,558 13,208 +825
Jun01 001004 70.200 70.225 70.100 70.200 -0.025 425 5,316 +241
Aug01 001004 70.325 70.400 70.325 70.325 unch 167 3,092 -19
Total Volume and Open Interest 15,016 125,799 +1,420
Feeder Cattle(CME)
Oct00 001004 86.300 86.300 86.100 86.175 -0.150 685 4,434 -178
Nov00 001004 86.750 86.800 86.550 86.625 -0.200 537 4,699 -8
Jan01 001004 87.750 87.750 87.550 87.650 -0.200 308 4,504 +128
Mar01 001004 87.600 87.700 87.450 87.650 -0.075 177 2,012 +119
Apr01 001004 87.800 87.800 87.550 87.650 -0.300 114 661 -8
May01 001004 87.500 87.500 87.300 87.300 -0.300 34 979 +7
Aug01 001004 87.750 87.875 87.700 87.700 -0.500 14 261 +14
Total Volume and Open Interest 1,869 17,550 +66
Lean Hogs(CME)
Oct00 001004 58.450 58.450 57.925 58.375 +0.250 3,862 9,834 -574
Dec00 001004 52.900 53.425 52.675 53.050 +0.100 4,008 20,483 -278
Feb01 001004 53.550 53.800 53.250 53.650 +0.100 788 5,884 -4
Apr01 001004 51.600 52.000 51.400 51.650 +0.075 246 2,419 -53
Jun01 001004 58.200 58.275 58.100 58.275 -0.025 39 922 +14
Jul01 001004 56.450 56.450 56.450 56.450 +0.050 17 238 -8
Aug01 001004 54.200 54.300 54.200 54.225 -0.025 2 166 +0
Oct01 001004 47.375 47.375 47.375 47.375 +0.375 5 131 -3
Total Volume and Open Interest 8,970 40,091 -904
Pork Bellies(CME)
Feb01 001004 64.000 64.150 63.000 63.550 +0.275 860 1,609 +20
Mar01 001004 63.700 64.000 63.300 63.575 -0.025 26 65 -3
May01 001004 65.100 65.500 65.100 65.500 +0.350 11 9 +0
Jul01 001004 65.250 65.250 65.250 65.250 unch 0 4 +0
Aug01 001004 64.700 64.700 64.700 64.700 -2.100 0 4 +0
Total Volume and Open Interest 897 1,691 +17
Cocoa(NYBOT)
Dec00 001004 805 829 800 828 +21 4,286 46,570 -1,072
Mar01 001004 838 860 832 860 +21 491 19,644 +113
May01 001004 861 882 855 882 +20 873 12,805 +185
Jul01 001004 882 905 882 905 +20 1,511 8,688 +416
Sep01 001004 906 930 902 930 +22 554 10,999 +539
Dec01 001004 941 964 938 964 +22 197 10,861 +174
Mar02 001004 998 998 998 998 +22 0 9,615 +0
Total Volume and Open Interest 9,412 135,378 +1,855
Coffee "C"(NYBOT)
Dec00 001004 78.75 79.45 78.40 79.35 -0.05 4,868 28,913 +337
Mar01 001004 83.75 84.25 83.25 84.20 unch 668 6,768 -21
May01 001004 87.00 87.20 86.75 87.20 unch 116 2,562 +63
Jul01 001004 89.90 90.20 89.80 90.20 +0.10 56 1,212 +41
Sep01 001004 92.60 93.20 92.60 93.20 +0.30 384 1,786 +112
Dec01 001004 96.40 97.25 96.40 97.20 +0.30 7 495 +6
Total Volume and Open Interest 6,099 41,736 +538
Orange Juice(NYBOT)
Nov00 001004 70.75 71.50 70.30 71.15 +0.30 583 17,007 +1
Jan01 001004 73.10 73.85 72.80 73.55 +0.35 136 6,957 +36
Mar01 001004 75.75 76.40 75.50 76.30 +0.70 30 5,982 +0
May01 001004 78.00 78.15 78.00 78.15 +0.55 10 781 +0
Jul01 001004 79.25 80.40 79.25 80.40 +0.80 10 365 +1
Total Volume and Open Interest 1,969 31,503 +38
Sugar #11(NYBOT)
Mar01 001004 9.60 10.03 9.59 10.00 +0.29 7,922 85,885 -993
May01 001004 9.18 9.58 9.17 9.56 +0.29 827 12,184 -100
Jul01 001004 8.68 8.97 8.65 8.96 +0.22 1,150 17,631 -87
Oct01 001004 8.48 8.75 8.48 8.74 +0.21 1,215 14,123 -388
Mar02 001004 8.70 8.72 8.70 8.72 +0.19 183 6,032 +55
Total Volume and Open Interest 11,307 136,596 -1,503
London Cocoa(LCE)
Dec00 001004 616 621 613 618 +6 1,227 55,712 +126
Mar01 001004 636 640 632 638 +6 1,496 47,819 +355
May01 001004 655 657 650 655 +6 683 24,058 +35
Jul01 001004 669 673 669 670 +6 1,015 8,686 +15
Sep01 001004 684 684 684 684 +6 66 17,343 +13
Dec01 001004 711 711 711 711 +6 91 5,361 +9
Mar02 001004 735 735 735 735 +6 491 15,434 +377
Total Volume and Open Interest 5,069 188,520 +930
London Coffee(LCE)
Nov00 001004 765.00 765.00 754.00 756.00 -9.00 2,004 28,686 -401
Jan01 001004 780.00 780.00 769.00 770.00 -8.00 1,577 14,362 +192
Mar01 001004 791.00 793.00 785.00 787.00 -6.00 677 5,796 -24
May01 001004 805.00 810.00 804.00 805.00 -6.00 24 2,839 -2
Jul01 001004 827.00 827.00 819.00 822.00 -6.00 336 1,159 +322
Sep01 001004 841.00 841.00 841.00 841.00 -6.00 35 406 +25
Total Volume and Open Interest 4,653 53,248 +112
London Sugar(LCE)
Oct00 000915 263.50 264.00 252.00 262.70 -0.90 2,117 1,120 -1,892
Dec00 001004 253.40 258.70 250.10 257.90 +5.20 1,590 14,053 -594
Mar01 001004 252.90 258.00 250.10 257.90 +5.70 912 15,336 +62
May01 001004 247.40 254.80 247.40 254.80 +6.10 108 3,318 -45
Aug01 001004 243.40 250.30 243.40 250.30 +6.50 13 3,873 +0
Total Volume and Open Interest 2,636 38,879 -577
Cotton(NYBOT)
Oct00 001004 63.70 63.70 63.40 63.40 -0.55 120 424 -141
Dec00 001004 63.83 63.90 63.40 63.40 -0.64 5,765 39,493 -43
Mar01 001004 65.50 65.50 65.06 65.07 -0.59 811 11,709 +82
May01 001004 65.85 65.90 65.50 65.50 -0.71 145 8,438 +59
Jul01 001004 66.50 66.50 66.05 66.05 -0.65 90 3,446 +28
Oct01 001004 64.50 64.50 63.50 63.50 unch 14 621 -10
Total Volume and Open Interest 11,989 68,216 +2
Lumber(CME)
Nov00 001004 222.7 227.6 222.0 225.3 +1.3 632 2,434 -108
Jan01 001004 236.0 240.5 235.6 238.1 +0.9 184 849 +8
Mar01 001004 247.4 249.9 246.2 249.8 +3.5 51 497 +21
May01 001004 255.0 255.0 252.2 252.2 +0.4 7 98 -3
Total Volume and Open Interest 875 3,958 -83
Crude Oil(NYM)
Nov00 001004 31.60 31.90 31.35 31.43 -0.64 48,238 119,664 -3,152
Dec00 001004 31.40 31.67 31.20 31.24 -0.61 27,612 83,679 +1,336
Jan01 001004 31.21 31.45 31.00 31.06 -0.52 7,363 37,463 +24
Feb01 001004 31.00 31.09 30.80 30.86 -0.46 1,723 18,120 -260
Mar01 001004 30.75 30.95 30.61 30.61 -0.40 1,662 17,620 -746
Apr01 001004 30.60 30.60 30.35 30.35 -0.35 809 11,657 +119
May01 001004 30.32 30.32 30.08 30.08 -0.31 272 9,682 +95
Jun01 001004 29.75 29.90 29.75 29.80 -0.28 2,233 29,689 -221
Jul01 001004 29.68 29.68 29.49 29.49 -0.25 380 8,218 -295
Aug01 001004 29.17 29.17 29.17 29.17 -0.23 776 7,234 -115
Total Volume and Open Interest 95,586 463,158 -4,297
Heating Oil(NYM)
Nov00 001004 96.00 96.90 95.15 96.34 -0.01 17,236 50,695 -536
Dec00 001004 95.60 96.75 94.95 96.08 +0.10 7,193 36,119 -169
Jan01 001004 94.80 95.60 94.15 95.08 unch 2,059 27,518 -85
Feb01 001004 92.60 93.00 91.80 92.63 -0.20 1,507 19,538 -621
Mar01 001004 88.30 88.70 87.50 88.28 -0.40 827 14,080 -17
Apr01 001004 85.00 85.40 84.50 84.63 -0.50 357 7,724 -39
May01 001004 82.00 82.40 81.73 81.73 -0.60 54 4,276 +18
Jun01 001004 80.70 80.70 79.73 79.73 -0.65 91 5,338 -71
Jul01 001004 78.78 78.78 78.78 78.78 -0.65 70 1,586 +0
Aug01 001004 79.60 79.60 78.73 78.73 -0.65 51 1,704 -10
Total Volume and Open Interest 29,599 174,246 -1,467
Unleaded Gas(NYM)
Nov00 001004 86.80 87.00 84.45 84.85 -3.20 9,130 29,705 -987
Dec00 001004 85.30 85.50 83.80 84.28 -2.68 2,934 9,819 +117
Jan01 001004 84.50 84.90 83.80 83.88 -2.28 555 4,416 +174
Feb01 001004 85.00 85.00 84.18 84.18 -1.93 254 5,056 -1
Mar01 001004 84.80 84.88 84.80 84.88 -1.73 167 3,553 -207
Apr01 001004 90.50 90.50 89.98 89.98 -1.58 248 5,773 -212
May01 001004 89.33 89.33 89.33 89.33 -1.48 58 3,242 -1
Jun01 001004 88.25 88.25 88.08 88.08 -1.23 563 2,001 -115
Total Volume and Open Interest 14,716 70,511 -1,762
Natural Gas(NYM)
Nov00 001004 5.280 5.295 5.150 5.290 -0.058 25,577 54,293 +180
Dec00 001004 5.370 5.390 5.250 5.383 -0.055 5,270 37,892 +356
Jan01 001004 5.335 5.355 5.240 5.348 -0.050 4,763 30,499 -938
Feb01 001004 5.110 5.118 5.000 5.118 -0.040 1,588 20,840 -333
Mar01 001004 4.860 4.870 4.810 4.864 -0.039 1,644 25,427 +178
Apr01 001004 4.610 4.615 4.560 4.610 -0.033 2,841 17,491 +551
May01 001004 4.530 4.530 4.480 4.525 -0.033 547 15,689 +22
Jun01 001004 4.495 4.510 4.465 4.510 -0.028 2,064 16,422 +252
Total Volume and Open Interest 47,004 361,866 +439
Brent Crude Oil(IPE)
Nov00 001004 30.70 30.72 30.35 30.52 -0.53 21,899 49,889 -8,796
Dec00 001004 30.85 30.90 30.50 30.65 -0.52 17,777 69,572 -1,757
Jan01 001004 30.62 30.65 30.27 30.42 -0.50 4,426 31,669 -7
Feb01 001004 30.14 30.26 30.04 30.11 -0.44 1,684 14,003 -197
Mar01 001004 29.72 29.85 29.69 29.72 -0.38 151 10,916 +54
Apr01 001004 29.47 29.47 29.30 29.33 -0.33 327 10,012 -225
May01 001004 29.11 29.11 28.96 28.96 -0.29 102 4,898 +100
Jun01 001004 28.77 28.82 28.60 28.64 -0.23 1,352 12,474 -726
Total Volume and Open Interest 49,078 241,727 -11,342
Gas Oil(IPE)
Oct00 001004 299.25 299.25 293.50 295.50 -2.75 8,999 25,979 -3,492
Nov00 001004 293.25 293.25 288.00 291.50 -1.00 10,308 30,447 -589
Dec00 001004 287.50 288.50 284.75 287.00 -1.50 4,534 22,666 -927
Jan01 001004 282.50 284.00 281.50 283.00 -1.00 1,223 11,889 -582
Feb01 001004 275.75 276.00 275.50 275.50 +0.50 0 6,161 -28
Mar01 001004 267.50 268.00 266.50 267.50 +1.50 0 5,455 +0
Apr01 001004 257.75 259.75 257.50 259.75 +1.75 200 3,189 -28
May01 001004 252.00 253.25 251.75 253.25 +1.25 0 797 +0
Total Volume and Open Interest 25,614 117,368 -5,632
US Dollar Index(NYBOT)
Dec00 001004 113.76 114.28 113.70 113.88 -0.14 500 4,069 +11
Mar01 001004 114.00 114.00 113.67 113.67 -0.14 339 6,082 +12
Jun01 001004 113.46 113.46 113.46 113.46 -0.14 339 6,082 +12
Total Volume and Open Interest 501 6,082 +12
Australian Dollar(IMM)
Dec00 001004 53.75 53.89 53.63 53.76 -0.25 1,960 23,753 +425
Mar01 001004 53.75 53.78 53.69 53.78 -0.25 0 341 +0
Jun01 001004 53.80 53.80 53.80 53.80 -0.25 0 6 +0
Total Volume and Open Interest 1,960 24,100 +425
British Pound(IMM)
Dec00 001004 145.80 146.28 145.56 146.14 +0.22 3,959 30,222 -181
Mar01 001004 146.02 146.36 146.00 146.36 +0.22 7 70 -2
Jun01 001004 146.58 146.58 146.58 146.58 +0.22 0 2 +0
Total Volume and Open Interest 3,966 30,294 -183
Canadian Dollar(IMM)
Dec00 001004 66.85 67.00 66.70 66.95 +0.38 5,719 76,390 -949
Mar01 001004 67.04 67.11 66.88 67.11 +0.38 378 1,548 -91
Jun01 001004 67.12 67.28 67.06 67.26 +0.38 157 435 -72
Sep01 001004 67.20 67.40 67.20 67.40 +0.38 171 115 +41
Total Volume and Open Interest 6,430 78,505 -1,067
Japanese Yen(IMM)
Dec00 001004 92.77 92.81 92.57 92.66 -0.45 6,351 54,205 +270
Mar01 001004 94.17 94.17 94.09 94.09 -0.45 83 185 -20
Jun01 001004 95.52 95.52 95.52 95.52 -0.45 0 7 +0
Total Volume and Open Interest 6,434 54,499 +250
Swiss Franc(IMM)
Dec00 001004 58.05 58.20 57.79 57.96 -0.04 3,450 42,579 -88
Mar01 001004 58.52 58.52 58.40 58.40 -0.03 0 45 +0
Jun01 001004 58.82 58.82 58.82 58.82 -0.03 0 2 +0
Total Volume and Open Interest 3,450 42,626 -88
EuroFX(IMM)
Dec00 001004 87.70 87.93 87.48 87.78 +0.05 8,698 66,602 -438
Mar01 001004 88.02 88.20 87.90 88.14 +0.05 3 807 -1
Total Volume and Open Interest 8,701 67,409 -439
Mexican Peso(IMM)
Dec00 001004 10385.0 10400.0 10330.0 10340.0 -83.0 7,050 7,664 +603
Mar01 001004 10105.0 10105.0 10075.0 10075.0 -83.0 10 3,518 +0
Total Volume and Open Interest 7,060 11,465 +603
30-Year T-Bonds(CBOT)
Dec00 001004 97~30 98~11 97~24 97~26 -0~02 198,333 370,797 -483
Mar01 001004 98~02 98~09 97~24 97~25 -0~02 325 2,091 +273
Jun01 001004 97~23 97~23 97~23 97~23 -0~02 0 82 +0
Total Volume and Open Interest 198,846 373,034 -210
Municipal Bonds(CBOT)
Dec00 001004 97~20 97~29 97~16 97~22 +0~04 1,098 19,623 -37
Total Volume and Open Interest 1,098 19,623 -37
10-Year T-Notes(CBOT)
Dec00 001004 99~300 100~035 99~225 99~245 -0~040 131,010 539,756 -5,448
Mar01 001004 100~010 100~035 99~240 99~255 -0~040 2,287 7,540 +1,436
Total Volume and Open Interest 133,297 547,297 -4,012
5-Year T-Notes(CBOT)
Dec00 001004 100~155 100~175 100~095 100~105 -0~030 47,342 374,023 +1,549
Mar01 001004 100~110 100~110 100~110 100~110 -0~030 42 49 +42
Total Volume and Open Interest 47,384 374,072 +1,591
2 Year T-Notes(CBOT)
Dec00 001004 99~124 100~001 99~116 99~116 -0~005 5,114 52,370 -449
Total Volume and Open Interest 5,114 52,370 -449
3-Mth T-Bills(IMM)
Dec00 001004 93.89 93.89 93.89 93.89 unch 10 1,135 +0
Total Volume and Open Interest 10 1,143 +0
Eurodollars(IMM)
Dec00 001004 93.270 93.270 93.260 93.260 unch 55,368 587,392 +44
Mar01 001004 93.450 93.460 93.420 93.425 -0.005 95,235 528,494 -1,079
Jun01 001004 93.505 93.510 93.460 93.465 -0.020 93,060 327,524 -1,322
Sep01 001004 93.525 93.535 93.470 93.475 -0.030 63,783 318,620 +2,424
Dec01 001004 93.450 93.450 93.380 93.390 -0.040 34,091 210,942 +538
Mar02 001004 93.505 93.510 93.435 93.440 -0.045 17,470 182,798 +58
Jun02 001004 93.470 93.470 93.400 93.400 -0.045 15,242 131,748 -918
Sep02 001004 93.440 93.445 93.375 93.375 -0.045 12,808 104,254 -642
Dec02 001004 93.340 93.345 93.280 93.280 -0.045 5,672 82,553 -263
Mar03 001004 93.380 93.385 93.320 93.320 -0.045 5,912 76,264 -74
Jun03 001004 93.350 93.350 93.285 93.285 -0.045 4,592 53,199 +450
Sep03 001004 93.320 93.320 93.255 93.255 -0.045 4,968 55,927 -515
Total Volume and Open Interest 435,523 3,058,442 +1,426
3-Mth Euro-Yen(IMM)
Dec00 001004 99.47 99.47 99.47 99.47 unch 2,064 14,999 +914
Mar01 001004 99.49 99.49 99.49 99.49 +0.01 1,084 16,100 +642
Jun01 001004 99.44 99.44 99.43 99.43 unch 935 6,821 +130
Sep01 001004 99.35 99.35 99.35 99.35 +0.01 720 10,087 +141
Dec01 001004 99.24 99.24 99.24 99.24 +0.01 0 5,058 -10
Mar02 001004 99.17 99.18 99.17 99.17 +0.01 25 2,578 -46
Jun02 001004 99.07 99.07 99.07 99.07 +0.01 0 627 +0
Sep02 001004 98.94 98.94 98.94 98.94 +0.02 0 36 +0
Dec02 001004 98.75 98.75 98.75 98.75 unch 0 30 +0
Mar03 001004 98.63 98.63 98.63 98.63 unch      
Total Volume and Open Interest 4,828 56,336 +1,771
3-Mth Euro-Yen(SIMEX)
Dec00 001004 99.46 99.47 99.46 99.47 +0.01 2,900 104,371 +904
Mar01 001004 99.48 99.50 99.48 99.49 +0.01 4,664 107,055 -2,801
Jun01 001004 99.43 99.44 99.43 99.44 +0.01 3,142 84,329 -2,161
Sep01 001004 99.34 99.35 99.34 99.35 +0.01 1,619 65,419 -365
Dec01 001004 99.23 99.23 99.22 99.23 +0.01 1,288 28,910 +169
Mar02 001004 99.17 99.18 99.15 99.17 +0.00 755 15,362 -85
Jun02 001004 99.08 99.08 99.08 99.08 +0.02 12 7,216 -288
Sep02 001004 98.94 98.94 98.94 98.94 +0.02 0 4,388 +0
Total Volume and Open Interest 14,380 425,988 -4,627
German Euro-Bund(EUREX)
Dec00 001004 105.21 105.26 105.08 105.10 -0.10 321,739 738,420 +17,976
Mar01 001004 105.30 105.30 105.19 105.19 -0.10 1,727 8,328 -45
Jun01 001004 105.25 105.25 105.25 105.25 +105.25 0 489 +0
Total Volume and Open Interest 323,466 747,237 +17,931
German Euro-Bobl(EUREX)
Dec00 001004 103.44 103.52 103.38 103.40 -0.07 100,104 438,738 +1,611
Mar01 001004 103.27 103.27 103.20 103.20 -0.07 0 1,132 -743
Jun01 001004 102.98 102.98 102.98 102.98 -0.07      
Total Volume and Open Interest 4,972 439,002 +4,257
Long Gilt(LIFFE)
Dec00 001004 113~05 113~09 112~27 112~31 -0~06 23,390 73,836 -3,770
Mar01 001004 112~21 112~21 112~21 112~21 -0~06      
Total Volume and Open Interest 23,390 73,836 -3,770
3-Mth Short Sterling(LIFFE)
Dec00 001004 93.75 93.76 93.74 93.76 unch 12,712 192,318 +6,481
Mar01 001004 93.74 93.75 93.72 93.75 unch 16,107 189,857 +97,704
Jun01 001004 93.72 93.73 93.70 93.73 unch 7,745 91,238 +3,853
Total Volume and Open Interest 52,928 768,707 +196,746
3-Mth Euribor(LIFFE)
Dec00 001004 94.860 94.885 94.845 94.845 -0.020 37,578 321,949 +1,463
Mar01 001004 94.885 94.915 94.870 94.875 -0.020 26,231 251,151 +3,791
Jun01 001004 94.870 94.895 94.855 94.855 -0.020 15,907 161,995 +1,733
Total Volume and Open Interest 109,108 1,232,064 +20,342
3-Mth Aus T-Bills(SFE)
Dec00 001004 93.46 93.54 93.46 93.51 +0.03 14,350 214,131 +6,172
Mar01 001004 93.47 93.57 93.46 93.51 +0.02 2,919 79,942 +1,498
Jun01 001004 93.52 93.57 93.48 93.53 unch 1,388 33,825 +672
Sep01 001004 93.54 93.62 93.52 93.56 unch 1,017 17,462 +320
Dec01 001004 93.55 93.55 93.52 93.55 unch 170 8,763 -90
Mar02 001004 93.54 93.54 93.52 93.53 -0.01 173 6,869 +100
Jun02 001004 93.51 93.51 93.51 93.51 -0.01 4 4,692 +0
Sep02 001004 93.50 93.50 93.50 93.50 unch 2 3,121 +0
Dec02 001004 93.44 93.46 93.44 93.46 unch 20 1,813 +20
Mar03 001004 93.44 93.44 93.44 93.44 unch 5 1,303 +5
Total Volume and Open Interest 20,048 375,182 +8,697
10-Year Aus T-Bonds(SFE)
Dec00 001004 93.83 93.88 93.79 93.79 -0.03 7,471 103,287 +2,618
Mar01 001004 93.83 93.83 93.83 93.83 -0.04      
Total Volume and Open Interest 7,471 103,287 +2,618
3-Year Aus T-Bonds(SFE)
Dec00 001004 93.84 93.90 93.84 93.87 +0.01 29,370 202,362 +17,630
Mar01 001004 93.84 93.84 93.84 93.84 +0.01      
Total Volume and Open Interest 29,370 202,362 +17,630
Gold(CMX)
Oct00 001004 270.5 271.0 270.1 270.3 -1.3 161 161 +97
Dec00 001004 274.5 274.8 272.8 273.2 -1.6 10,992 79,375 +426
Feb01 001004 277.0 277.5 275.8 275.9 -1.6 86 15,151 -24
Apr01 001004 279.0 279.0 278.4 278.4 -1.6 313 4,128 +191
Jun01 001004 282.4 282.4 280.9 280.9 -1.6 30 8,708 +1
Aug01 001004 283.4 283.4 283.4 283.4 -1.6 135 2,424 +75
Total Volume and Open Interest 12,042 124,815 +849
Silver(CMX)
Dec00 001004 495.0 496.0 492.0 492.3 -3.9 2,448 58,491 -106
Mar01 001004 500.5 500.5 498.5 498.7 -3.7 251 3,027 -140
May01 001004 503.5 503.5 502.0 502.0 -3.7 0 1,236 +0
Jul01 001004 508.5 508.5 505.2 505.2 -3.7 0 1,718 +0
Sep01 001004 508.3 508.3 508.3 508.3 -3.7 0 2,961 +0
Total Volume and Open Interest 2,699 72,365 -245
Platinum(NYM)
Oct00 001004 588.0 588.0 580.0 582.0 +1.3 20 320 -70
Jan01 001004 560.7 564.0 560.7 562.0 +1.3 424 7,919 -161
Apr01 001004 552.0 552.0 552.0 552.0 +1.3 0 1 +0
Total Volume and Open Interest 444 8,245 -231
Palladium(NYME)
Dec00 001004 733.00 735.00 727.00 734.15 +6.35 33 1,176 -1
Mar01 001004 734.15 734.15 734.15 734.15 +6.35 0 692 +0
Total Volume and Open Interest 33 1,868 -1
Copper(CMX)
Dec00 001004 89.90 90.00 89.30 89.90 -0.35 12,052 46,234 -1,863
Mar01 001004 89.95 90.00 89.45 89.85 -0.45 2,280 8,964 +1,551
May01 001004 89.70 89.70 89.60 89.60 -0.45 128 1,847 +75
Jul01 001004 89.50 89.50 89.15 89.15 -0.45 124 1,534 +62
Sep01 001004 89.00 89.00 88.55 88.55 -0.45 101 703 -19
Total Volume and Open Interest 15,628 76,591 -271
DJIA Index(CBOT)
Dec00 001004 10785 10964 10752 10895 +83 12,551 12,043 +265
Mar01 001004 11059 11069 11028 11040 +83 8 32 +7
Jun01 001004 11186 11186 11186 11186 +83 0 1 +0
Total Volume and Open Interest 12,559 12,082 +272
S & P 500(CME)
Dec00 001004 1441.50 1457.00 1433.00 1450.20 +8.70 74,398 392,954 +948
Mar01 001004 1460.10 1471.80 1460.10 1471.80 +8.70 59 2,428 +4
Jun01 001004 1493.40 1493.40 1493.40 1493.40 +9.10 7 1,379 -2
Sep01 001004 1500.00 1520.20 1500.00 1515.40 +9.10 6 257 +4
Total Volume and Open Interest 74,470 397,133 +952
S & P 500 E-Mini(Globex)
Dec00 001004 1442.00 1457.25 1432.50 1450.25 +8.75 89,440 38,656 +4,542
Mar01 001004 1471.75 1471.75 1471.75 1471.75 +8.75 0 5 +0
Total Volume and Open Interest 89,440 38,661 +4,542
NASDAQ 100(CME)
Dec00 001004 3390.00 3522.00 3330.00 3477.50 +80.50 21,424 31,319 +1,406
Mar01 001004 3537.50 3547.00 3537.50 3537.50 +80.50 0 44 +0
Jun01 001004 3585.50 3595.00 3585.50 3585.50 +80.50      
Total Volume and Open Interest 21,424 31,363 +1,406
NASDAQ 100 E-Mini(GLOBEX)
Dec00 001004 3399.0 3526.5 3333.0 3477.5 +80.5 78,732 25,158 +1,290
Mar01 001004 3537.5 3563.5 3537.5 3537.5 +80.5      
Total Volume and Open Interest 78,732 25,158 +1,290
NYSE Composite(NYBOT)
Dec00 001004 670.50 674.00 668.75 672.50 +2.60 191 1,301 -56
Mar01 001004 682.00 682.00 682.00 682.00 +2.60 0 210 +0
Jun01 001004 691.50 691.50 691.50 691.50 +2.60 0 102 +0
Total Volume and Open Interest 384 3,024 +1,355
S & P Midcap 400(CME)
Dec00 001004 528.50 530.50 523.25 529.50 +2.00 1,379 15,252 +173
Mar01 001004 535.50 535.50 535.50 535.50 +2.00 0 1 +0
Jun01 001004 545.00 545.00 545.00 545.00 +2.00 0 1 +0
Total Volume and Open Interest 1,379 15,254 +173
Russell 2000(CME)
Dec00 001004 510.00 514.00 504.50 513.75 +2.95 1,970 12,510 -9
Mar01 001004 521.25 521.25 521.25 521.25 +2.95      
Jun01 001004 528.80 528.80 528.80 528.80 +2.95      
Total Volume and Open Interest 1,970 12,510 -9
Value Line(KCBT)
Dec00 001004 1129.00 1136.00 1122.50 1133.00 +9.00 35 229 -9
Total Volume and Open Interest 35 230 -9
Nikkei 225(CME)
Dec00 001004 16220 16260 16155 16240 +390 2,576 15,157 +1,407
Mar01 001004 16270 16280 16270 16270 +390 0 9 +0
Total Volume and Open Interest 2,576 15,166 +1,407
Nikkei 225(SIMEX)
Dec00 001004 15840 16230 15800 16220 +315 10,623 86,279 -862
Mar01 001004 16235 16235 16235 16235 +315 0 3,795 +0
Jun01 001004 16225 16225 16225 16225 +315 0 405 +0
Total Volume and Open Interest 10,623 90,484 -862
CAC 40(MATIF)
Oct00 001004 6391.0 6412.0 6301.0 6353.5 -36.5 36,293 0 +0
Nov00 001004 6405.5 6431.0 6333.0 6378.0 -75.0 172 0 +0
Dec00 001004 6437.0 6462.5 6354.0 6369.0 -129.0 1,531 0 +0
Total Volume and Open Interest 38,102 28,268 +28,268
DAX Index(EUREX)
Dec00 001004 6921.0 6961.5 6822.5 6893.5 -51.5 0 162,601 +13,896
Mar01 001004 7000.0 7044.0 6914.0 6981.5 -53.5 0 2,151 +225
Jun01 001004 7099.0 7124.0 6994.0 7061.0 -54.5 0 1,727 +344
Total Volume and Open Interest 0 166,479 +14,465
FT-SE 100(LIFFE)