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MRCI's End of Day Prices
Daily Futures Price Listing Mon October 16, 2000
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Nov00 001016 466.00 466.50 463.50 465.00 -1.00 41,903 87,908 -1,559
Jan01 001016 477.00 478.00 475.00 476.25 -0.75 8,145 37,343 +691
Mar01 001016 487.50 487.75 485.25 486.50 -1.00 2,585 22,926 +501
May01 001016 494.50 495.50 492.75 494.00 -0.75 616 14,941 +66
Jul01 001016 502.50 503.00 500.00 501.25 -1.00 922 17,330 +169
Aug01 001016 502.50 502.50 501.00 502.00 -0.50 6 606 +4
Sep01 001016 505.00 505.00 505.00 505.00 -4.00 5 158 -2
Total Volume and Open Interest 54,774 185,430 +113
Soybean Meal(CBOT)
Dec00 001016 162.50 163.30 161.80 163.10 +0.40 22,775 55,725 -1,885
Jan01 001016 162.50 162.90 161.80 162.60 unch 1,999 16,056 +384
Mar01 001016 162.50 162.90 161.90 162.60 -0.20 1,486 11,419 +366
May01 001016 162.50 162.90 162.10 162.40 -0.10 1,009 7,540 -39
Jul01 001016 164.50 164.50 163.70 163.90 -0.30 480 4,601 -49
Aug01 001016 164.50 164.50 163.10 163.10 unch 52 1,045 +30
Sep01 001016 164.00 164.00 162.50 162.50 unch 52 642 +32
Oct01 001016 164.00 164.00 162.50 162.70 -0.30 3 168 +3
Total Volume and Open Interest 28,716 97,511 -1,592
Soybean Oil(CBOT)
Dec00 001016 15.09 15.19 15.03 15.05 -0.09 9,854 68,368 +1,582
Jan01 001016 15.40 15.48 15.33 15.35 -0.09 1,937 21,434 +165
Mar01 001016 15.83 15.87 15.74 15.74 -0.09 1,039 17,774 +695
May01 001016 16.23 16.25 16.12 16.12 -0.10 492 10,680 +145
Jul01 001016 16.63 16.65 16.50 16.51 -0.10 369 7,528 +297
Aug01 001016 16.75 16.75 16.66 16.66 -0.10 22 1,503 +21
Sep01 001016 16.86 16.86 16.78 16.78 -0.08 14 1,391 +10
Oct01 001016 17.25 17.25 16.90 16.90 -0.05 17 1,364 +17
Total Volume and Open Interest 14,014 133,364 +2,862
Canola(WCE)
Nov00 001016 251.5 252.6 250.3 252.5 +0.3 4,066 30,217 +1,849
Jan01 001016 257.5 258.9 256.7 258.8 +0.1 2,181 28,943 +509
Mar01 001016 264.5 265.4 263.0 265.0 unch 425 11,036 +144
May01 001016 269.5 269.5 268.5 269.2 -0.3 60 1,843 +40
Jul01 001016 274.0 275.8 273.3 275.8 +0.8 120 1,922 +50
Total Volume and Open Interest 6,852 74,360 +2,592
Corn(CBOT)
Nov00 001016 204.00 204.00 202.25 202.75 -1.25 465 3,095 +43
Dec00 001016 208.00 208.25 206.25 206.75 -1.25 35,637 203,624 -851
Jan01 001016 211.25 211.50 210.50 210.50 -0.75 46 610 -12
Mar01 001016 219.50 219.75 217.50 217.75 -1.25 10,460 100,787 +3,159
May01 001016 226.50 226.50 224.75 225.25 -1.25 2,056 28,948 +756
Jul01 001016 233.00 233.25 231.25 232.00 -1.25 3,469 36,970 +896
Total Volume and Open Interest 54,379 398,406 +4,739
Wheat(CBOT)
Dec00 001016 267.00 271.50 265.50 270.75 +3.50 18,184 98,925 -1,287
Mar01 001016 285.00 288.50 282.75 288.25 +3.75 3,177 30,930 +185
May01 001016 294.00 298.00 292.50 298.00 +3.50 467 2,334 +79
Jul01 001016 302.50 307.50 301.50 307.25 +4.00 952 17,335 +296
Sep01 001016 309.50 315.00 309.50 315.00 +4.00 40 620 +19
Total Volume and Open Interest 22,910 151,909 -738
Wheat(KCBT)
Dec00 001016 319.50 324.50 317.50 324.00 +4.00 8,199 55,451 -69
Mar01 001016 332.00 337.00 330.25 336.75 +3.50 2,331 24,408 +613
May01 001016 339.00 343.00 337.00 342.25 +3.25 110 2,619 +80
Jul01 001016 342.50 346.50 340.50 346.00 +2.75 509 7,323 +338
Sep01 001016 348.00 351.50 348.00 351.50 +3.50 6 155 +6
Total Volume and Open Interest 11,187 90,033 +1,000
Wheat(MGE)
Dec00 001016 331.50 335.50 330.50 335.25 +2.50 2,551 17,581 -737
Mar01 001016 345.50 350.00 344.50 349.25 +2.75 653 6,392 +48
May01 001016 353.00 359.00 353.00 358.50 +4.00 71 1,428 +17
Jul01 001016 363.00 366.00 363.00 365.50 +4.00 13 587 +6
Sep01 001016 366.00 370.50 366.00 370.50 +3.50 10 321 +0
Total Volume and Open Interest 3,299 26,457 -665
Oats(CBOT)
Dec00 001016 107.25 107.50 106.25 107.00 -0.50 533 10,784 +69
Mar01 001016 117.50 117.50 116.50 117.00 -0.50 132 2,599 +42
May01 001016 122.25 122.25 122.25 122.25 -1.00 41 246 +0
Jul01 001016 126.25 126.25 126.25 126.25 -0.50 4 111 +2
Total Volume and Open Interest 677 13,840 +121
Rough Rice(CBOT)
Nov00 001016 6.54 6.57 6.46 6.55 -0.04 544 1,445 -139
Jan01 001016 6.58 6.58 6.45 6.48 -0.12 536 3,647 +69
Mar01 001016 6.70 6.70 6.62 6.66 -0.09 90 1,019 +82
May01 001016 6.90 6.90 6.78 6.80 -0.15 116 398 +118
Total Volume and Open Interest 1,286 6,577 +130
Live Cattle(CME)
Oct00 001016 68.800 69.000 68.800 68.950 +0.275 2,736 13,310 -1,080
Dec00 001016 70.275 70.450 70.050 70.300 unch 5,042 60,547 +845
Feb01 001016 71.600 71.750 71.425 71.600 unch 1,548 23,527 +279
Apr01 001016 73.400 73.450 73.250 73.400 +0.025 887 14,721 +258
Jun01 001016 70.425 70.500 70.325 70.475 +0.025 191 5,826 +17
Aug01 001016 70.700 70.750 70.575 70.675 +0.075 55 3,606 +28
Total Volume and Open Interest 10,461 122,458 +347
Feeder Cattle(CME)
Oct00 001016 86.800 86.875 86.725 86.850 +0.150 549 2,899 -328
Nov00 001016 87.000 87.200 86.875 86.975 +0.100 706 4,407 -185
Jan01 001016 87.950 88.100 87.775 87.950 +0.025 366 5,027 +76
Mar01 001016 87.850 87.950 87.700 87.825 unch 137 2,440 +53
Apr01 001016 87.750 87.900 87.700 87.875 +0.050 71 847 +46
May01 001016 87.400 87.575 87.300 87.575 +0.175 23 1,041 +8
Aug01 001016 87.600 87.700 87.600 87.700 +0.100 12 330 +4
Total Volume and Open Interest 1,864 16,999 -326
Lean Hogs(CME)
Dec00 001016 53.850 53.850 52.500 52.600 -1.075 4,705 24,850 +675
Feb01 001016 54.300 54.350 53.300 53.500 -0.650 1,067 7,431 +181
Apr01 001016 52.300 52.600 51.875 51.900 -0.400 565 2,816 -22
Jun01 001016 59.150 59.300 58.800 58.900 -0.375 243 1,090 +173
Jul01 001016 57.800 57.800 57.350 57.350 -0.475 119 319 +51
Aug01 001016 55.050 55.400 55.050 55.050 -0.250 106 284 +52
Oct01 001016 47.650 47.650 47.600 47.650 -0.100 17 317 +6
Dec01 001016 45.625 45.625 45.600 45.625 -0.075 0 274 +0
Total Volume and Open Interest 8,755 41,381 +282
Pork Bellies(CME)
Feb01 001016 62.000 62.000 61.100 61.550 -0.275 567 1,915 +69
Mar01 001016 62.000 62.000 61.250 61.600 -0.425 16 76 -2
May01 001016 62.850 63.000 62.800 62.825 -0.325 7 24 +3
Jul01 001016 63.500 63.500 63.400 63.400 -2.600 0 12 +0
Aug01 001016 63.000 63.000 63.000 63.000 -0.500 2 6 +2
Total Volume and Open Interest 592 2,033 +72
Cocoa(NYBOT)
Dec00 001016 810 817 804 806 -7 3,443 41,446 -268
Mar01 001016 840 844 834 836 -7 1,171 20,555 +637
May01 001016 861 865 856 858 -6 171 14,025 +2
Jul01 001016 881 888 881 881 -6 0 9,794 +0
Sep01 001016 907 907 904 904 -6 15 10,664 +11
Dec01 001016 939 945 937 937 -5 4 11,781 +1
Mar02 001016 975 975 971 971 -5 97 9,552 +0
Total Volume and Open Interest 4,804 136,328 +383
Coffee "C"(NYBOT)
Dec00 001016 81.65 87.50 81.65 85.65 +4.60 3,264 28,296 -840
Mar01 001016 87.90 91.50 87.90 90.15 +4.40 1,087 7,678 +388
May01 001016 91.25 94.50 91.25 93.05 +4.25 110 2,621 +22
Jul01 001016 94.25 97.50 94.25 95.90 +4.20 34 1,395 -6
Sep01 001016 97.60 99.75 97.60 98.70 +4.10 109 1,860 +61
Dec01 001016 100.50 103.80 100.50 103.00 +4.50 11 580 -9
Total Volume and Open Interest 4,615 42,436 -384
Orange Juice(NYBOT)
Nov00 001016 70.50 71.85 70.50 71.40 +1.05 1,382 14,177 -452
Jan01 001016 73.50 74.20 73.40 73.85 +0.65 1,077 11,126 +445
Mar01 001016 76.50 76.95 76.50 76.75 +0.65 305 6,465 +122
May01 001016 79.00 79.00 79.00 79.00 +0.65 2 822 +1
Jul01 001016 81.25 81.25 81.25 81.25 +0.80 0 386 +0
Total Volume and Open Interest 6,266 33,389 +116
Sugar #11(NYBOT)
Mar01 001016 10.97 11.40 10.94 11.39 +0.39 13,298 99,515 +1,552
May01 001016 10.38 10.68 10.36 10.66 +0.25 2,605 14,728 -1,023
Jul01 001016 9.85 10.07 9.83 10.07 +0.23 2,863 21,193 -279
Oct01 001016 9.56 9.75 9.54 9.75 +0.21 1,529 15,010 +514
Mar02 001016 9.53 9.65 9.53 9.65 +0.13 134 6,604 +17
Total Volume and Open Interest 20,437 157,791 +781
London Cocoa(LCE)
Dec00 001016 620 624 615 623 +1 2,432 50,547 -380
Mar01 001016 640 645 638 645 +1 761 49,126 -25
May01 001016 656 662 656 662 +1 245 25,011 +179
Jul01 001016 676 678 676 677 +1 32 9,142 -11
Sep01 001016 690 690 690 690 +1 56 17,389 +2
Dec01 001016 718 718 718 718 +1 196 5,461 +112
Mar02 001016 742 742 742 742 +1 28 15,462 +28
Total Volume and Open Interest 3,750 186,445 -95
London Coffee(LCE)
Nov00 001016 745.00 756.00 735.00 750.00 +5.00 2,924 23,312 -1,403
Jan01 001016 765.00 774.00 753.00 770.00 +5.00 2,264 17,776 +847
Mar01 001016 781.00 793.00 776.00 792.00 +4.00 612 7,371 +412
May01 001016 801.00 815.00 799.00 815.00 +4.00 254 4,556 +148
Jul01 001016 829.00 836.00 825.00 836.00 +5.00 26 2,043 +13
Sep01 001016 858.00 858.00 858.00 858.00 +7.00 12 423 +7
Total Volume and Open Interest 6,092 55,781 +24
London Sugar(LCE)
Oct00 000915 263.50 264.00 252.00 262.70 -0.90 2,117 1,120 -1,892
Dec00 001016 266.00 270.00 264.50 269.20 +3.20 853 13,755 +89
Mar01 001016 265.10 274.00 265.10 273.00 +5.60 2,013 17,913 +441
May01 001016 263.20 271.00 263.20 270.50 +5.10 367 3,258 +42
Aug01 001016 261.10 267.50 261.10 267.00 +5.10 1,127 4,755 +348
Total Volume and Open Interest 5,100 41,922 +812
Cotton(NYBOT)
Dec00 001016 62.90 62.95 62.35 62.70 -0.42 9,068 39,736 -1,227
Mar01 001016 64.75 64.75 64.25 64.62 -0.41 2,297 12,331 +58
May01 001016 65.55 65.60 65.15 65.30 -0.55 700 8,650 -80
Jul01 001016 66.25 66.25 65.85 66.00 -0.60 629 3,988 +103
Oct01 001016 63.43 63.43 63.43 63.43 -0.27 1 659 +1
Dec01 001016 63.55 63.70 63.40 63.70 -0.15 64 4,433 +26
Total Volume and Open Interest 34,759 69,898 -1,119
Lumber(CME)
Nov00 001016 220.0 220.9 217.7 218.2 -1.1 816 2,451 -113
Jan01 001016 235.0 235.4 232.2 233.1 -1.5 446 1,072 +68
Mar01 001016 249.4 249.4 245.2 245.5 -2.0 111 643 +19
May01 001016 252.1 254.5 252.1 252.1 -2.2 5 103 -4
Total Volume and Open Interest 1,380 4,352 -29
Crude Oil(NYM)
Nov00 001016 34.40 34.80 32.70 32.92 -2.07 7,322 73,892 -4,246
Dec00 001016 33.70 34.00 32.10 32.39 -1.74 7,220 134,109 +2,230
Jan01 001016 33.00 33.40 31.90 31.96 -1.59 1,575 49,480 +1,540
Feb01 001016 32.70 33.00 31.53 31.53 -1.49 742 23,167 +414
Mar01 001016 32.15 32.50 31.10 31.10 -1.39 200 20,004 -165
Apr01 001016 31.80 31.95 30.68 30.68 -1.31 71 16,016 -468
May01 001016 31.30 31.30 30.26 30.26 -1.23 68 10,732 +536
Jun01 001016 30.90 31.00 29.84 29.84 -1.16 149 28,254 -642
Jul01 001016 30.55 30.55 29.41 29.41 -1.12 5 11,881 +87
Aug01 001016 30.05 30.10 28.98 28.98 -1.08 100 8,214 +566
Total Volume and Open Interest 18,102 517,630 +1,574
Heating Oil(NYM)
Nov00 001016 100.75 101.10 97.00 97.23 -4.38 1,436 39,838 -1,269
Dec00 001016 101.00 101.30 97.10 97.29 -4.70 2,230 38,815 -1,324
Jan01 001016 100.00 100.40 96.50 96.69 -4.30 293 29,033 -320
Feb01 001016 97.00 97.85 94.00 94.09 -3.85 428 20,410 -858
Mar01 001016 92.25 92.40 89.49 89.49 -3.40 59 14,405 -103
Apr01 001016 88.60 88.60 84.50 85.39 -3.10 1,317 8,455 -128
May01 001016 84.25 84.25 81.50 81.89 -2.90 129 4,790 +85
Jun01 001016 82.10 82.10 79.44 79.44 -2.80 341 5,286 -82
Jul01 001016 81.00 81.00 78.34 78.34 -2.70 4 1,766 +3
Aug01 001016 80.25 80.45 78.04 78.04 -2.65 100 2,051 +100
Total Volume and Open Interest 4,696 171,165 -3,777
Unleaded Gas(NYM)
Nov00 001016 95.65 95.90 92.20 92.93 -3.70 2,543 26,553 -1,674
Dec00 001016 92.50 92.80 87.50 88.00 -5.09 1,181 19,321 +206
Jan01 001016 90.20 90.30 86.00 86.38 -4.51 812 6,702 +437
Feb01 001016 89.00 89.25 85.68 85.68 -4.21 60 5,693 +82
Mar01 001016 89.20 89.20 85.93 85.93 -3.96 60 4,752 +68
Apr01 001016 93.80 93.90 90.73 90.73 -3.71 1,375 5,425 +84
May01 001016 89.83 89.83 89.83 89.83 -3.66 50 3,882 +29
Jun01 001016 90.25 90.25 88.28 88.28 -3.61 50 2,166 +0
Total Volume and Open Interest 4,756 80,944 -881
Natural Gas(NYM)
Nov00 001016 5.450 5.480 5.355 5.364 -0.173 1,050 46,195 +205
Dec00 001016 5.570 5.600 5.480 5.492 -0.157 208 46,631 +1,932
Jan01 001016 5.550 5.570 5.455 5.475 -0.149 105 28,761 +117
Feb01 001016 5.305 5.320 5.230 5.242 -0.135 55 21,335 +97
Mar01 001016 5.050 5.070 4.991 4.991 -0.131 56 26,340 +137
Apr01 001016 4.810 4.810 4.740 4.740 -0.120 2,408 18,080 +266
May01 001016 4.695 4.700 4.645 4.645 -0.107 3,215 17,818 +635
Jun01 001016 4.690 4.690 4.630 4.630 -0.100 20 18,399 +524
Total Volume and Open Interest 1,780 373,154 +4,795
Brent Crude Oil(IPE)
Nov00 001016 31.95 32.97 31.85 31.90 -0.62 23,412 18,926 -9,706
Dec00 001016 32.05 32.95 30.85 30.88 -1.70 43,066 78,870 -709
Jan01 001016 31.80 32.55 30.70 30.70 -1.43 8,192 46,956 -548
Feb01 001016 31.55 31.98 30.28 30.28 -1.28 3,994 16,358 +102
Mar01 001016 31.45 31.45 29.78 29.78 -1.17 2,977 15,895 +1,209
Apr01 001016 30.87 30.87 29.30 29.30 -1.06 1,263 12,869 +415
May01 001016 30.34 30.34 28.85 28.85 -0.98 36 5,675 -14
Jun01 001016 29.84 29.85 28.45 28.45 -0.89 575 13,000 +260
Total Volume and Open Interest 84,825 250,941 -8,677
Gas Oil(IPE)
Nov00 001016 305.00 316.00 305.00 307.75 -13.25 12,689 32,493 -187
Dec00 001016 300.50 310.50 300.50 304.00 -11.50 10,397 29,161 +460
Jan01 001016 297.50 303.00 296.25 297.50 -11.50 4,348 14,609 +1,097
Feb01 001016 291.50 294.25 288.00 288.00 -10.50 715 5,488 +126
Mar01 001016 281.00 281.50 276.50 276.50 -9.75 707 5,851 -70
Apr01 001016 272.50 272.50 266.50 266.50 -9.00 5 2,996 +5
May01 001016 258.00 258.00 258.00 258.00 -8.75 0 790 +0
Jun01 001016 254.25 254.25 251.75 251.75 -8.50 560 9,032 +390
Total Volume and Open Interest 29,421 104,958 -819
US Dollar Index(NYBOT)
Dec00 001016 115.60 116.60 115.55 116.27 +0.56 1,200 4,356 +166
Mar01 001016 116.12 116.43 115.87 116.09 +0.58 1,055 6,377 +165
Jun01 001016 115.91 115.91 115.91 115.91 +0.60 1,055 6,377 +165
Total Volume and Open Interest 1,203 6,377 +165
Australian Dollar(IMM)
Dec00 001016 52.60 52.70 52.25 52.33 -0.62 1,331 23,952 -174
Mar01 001016 52.63 52.63 52.35 52.35 -0.62 2 356 +3
Jun01 001016 52.37 52.37 52.37 52.37 -0.62 0 6 +0
Total Volume and Open Interest 1,333 24,314 -171
British Pound(IMM)
Dec00 001016 144.78 145.44 144.24 144.88 -0.48 6,587 31,005 +565
Mar01 001016 144.80 145.60 144.40 145.08 -0.48 24 96 +12
Jun01 001016 144.80 145.90 144.70 145.28 -0.48 0 2 +0
Total Volume and Open Interest 6,611 31,103 +577
Canadian Dollar(IMM)
Dec00 001016 66.29 66.37 65.86 65.88 -0.56 8,886 79,546 -509
Mar01 001016 66.43 66.51 66.02 66.04 -0.56 95 1,707 +68
Jun01 001016 66.47 66.47 66.19 66.19 -0.56 132 648 +60
Sep01 001016 66.45 66.45 66.30 66.33 -0.56 3 151 +1
Total Volume and Open Interest 9,116 82,083 -380
Japanese Yen(IMM)
Dec00 001016 93.40 93.57 93.30 93.51 -0.31 7,126 63,637 -703
Mar01 001016 94.90 94.94 94.69 94.94 -0.31 15 203 +15
Jun01 001016 96.36 96.36 96.20 96.36 -0.31 0 7 +0
Total Volume and Open Interest 7,141 63,949 -688
Swiss Franc(IMM)
Dec00 001016 56.58 56.85 56.35 56.64 -0.18 13,539 48,647 +3,962
Mar01 001016 57.05 57.20 56.85 57.08 -0.18 4 40 +1
Jun01 001016 57.34 57.50 57.34 57.50 -0.18 0 2 +0
Total Volume and Open Interest 13,539 48,689 +3,963
EuroFX(IMM)
Dec00 001016 85.32 85.60 84.84 85.21 -0.43 15,607 71,010 +423
Mar01 001016 85.65 85.65 85.30 85.54 -0.44 147 834 -1
Total Volume and Open Interest 15,754 71,844 +422
Mexican Peso(IMM)
Dec00 001016 10293.0 10305.0 10275.0 10288.0 +15.0 536 9,481 +872
Mar01 001016 10023.0 10023.0 10023.0 10023.0 +15.0 196 3,558 +37
Total Volume and Open Interest 732 13,336 +909
30-Year T-Bonds(CBOT)
Dec00 001016 99~12 99~16 99~05 99~12 -0~03 247,979 396,383 +12,822
Mar01 001016 99~06 99~14 99~06 99~10 -0~06 3,071 4,134 +730
Jun01 001016 99~07 99~07 99~07 99~07 -0~06 22 136 +0
Total Volume and Open Interest 251,050 400,723 +13,552
Municipal Bonds(CBOT)
Dec00 001016 98~14 98~26 98~13 98~19 -0~01 1,500 20,608 +288
Total Volume and Open Interest 1,500 20,608 +288
10-Year T-Notes(CBOT)
Dec00 001016 100~250 100~300 100~210 100~270 -0~025 163,259 554,639 -5,674
Mar01 001016 100~230 100~290 100~230 100~275 -0~035 891 13,656 +105
Total Volume and Open Interest 164,150 568,296 -5,569
5-Year T-Notes(CBOT)
Dec00 001016 100~250 101~000 100~245 100~285 -0~040 90,573 379,593 +5,510
Mar01 001016 100~300 100~300 100~300 100~300 -0~040 102 194 +125
Total Volume and Open Interest 90,675 379,787 +5,635
2 Year T-Notes(CBOT)
Dec00 001016 100~020 100~031 100~020 100~025 -0~013 13,992 55,921 +3,324
Total Volume and Open Interest 13,992 55,921 +3,324
3-Mth T-Bills(IMM)
Dec00 001016 93.90 93.90 93.89 93.89 -0.04 6 1,120 +2
Total Volume and Open Interest 6 1,141 +2
Eurodollars(IMM)
Dec00 001016 93.295 93.315 93.295 93.310 -0.010 65,449 560,027 -19,384
Mar01 001016 93.515 93.535 93.500 93.525 -0.020 96,056 508,147 -16,179
Jun01 001016 93.570 93.590 93.560 93.580 -0.025 102,650 345,941 -6,209
Sep01 001016 93.575 93.600 93.570 93.585 -0.030 73,530 323,653 +1,894
Dec01 001016 93.490 93.510 93.470 93.500 -0.020 54,371 215,991 -6,101
Mar02 001016 93.535 93.565 93.530 93.550 -0.025 29,864 189,241 -1,834
Jun02 001016 93.490 93.520 93.490 93.500 -0.030 18,032 136,675 +900
Sep02 001016 93.450 93.490 93.450 93.470 -0.020 10,754 102,522 +1,781
Dec02 001016 93.355 93.380 93.355 93.370 -0.025 6,036 81,979 +816
Mar03 001016 93.390 93.415 93.390 93.405 -0.025 6,110 76,014 +285
Jun03 001016 93.375 93.375 93.370 93.370 -0.020 5,159 54,420 +61
Sep03 001016 93.340 93.350 93.335 93.335 -0.020 4,857 55,047 +25
Total Volume and Open Interest 499,908 3,053,646 -43,513
3-Mth Euro-Yen(IMM)
Dec00 001016 99.49 99.49 99.49 99.49 unch 400 14,998 -1,138
Mar01 001016 99.53 99.53 99.53 99.53 +0.02 2,587 21,630 +1,711
Jun01 001016 99.50 99.50 99.49 99.49 unch 1,734 10,363 +417
Sep01 001016 99.42 99.42 99.42 99.42 unch 469 10,982 +483
Dec01 001016 99.32 99.32 99.32 99.32 unch 145 5,164 -60
Mar02 001016 99.26 99.26 99.25 99.25 unch 39 3,115 +212
Jun02 001016 99.16 99.16 99.16 99.16 unch 50 648 -21
Sep02 001016 99.03 99.03 99.03 99.03 unch 0 54 +0
Dec02 001016 98.78 98.78 98.78 98.78 unch 0 30 +0
Mar03 001016 98.65 98.65 98.65 98.65 unch      
Total Volume and Open Interest 5,424 66,984 +1,604
3-Mth Euro-Yen(SIMEX)
Dec00 001016 99.49 99.50 99.48 99.49 unch 2,614 103,680 -1,232
Mar01 001016 99.51 99.53 99.51 99.53 +0.01 3,959 100,861 -282
Jun01 001016 99.48 99.49 99.47 99.49 unch 1,187 86,611 -1,075
Sep01 001016 99.40 99.42 99.40 99.42 unch 1,799 66,307 +1,334
Dec01 001016 99.32 99.32 99.30 99.32 unch 1,617 24,783 -1,757
Mar02 001016 99.25 99.26 99.25 99.26 unch 132 14,211 -34
Jun02 001016 99.16 99.16 99.16 99.16 unch 19 7,324 -6
Sep02 001016 99.04 99.04 99.03 99.03 unch 0 4,682 +0
Total Volume and Open Interest 11,327 417,397 -3,052
German Euro-Bund(EUREX)
Dec00 001016 105.56 105.70 105.49 105.58 -0.08 688,321 793,138 -51,447
Mar01 001016 105.60 105.65 105.56 105.61 -0.06 3,246 13,831 +336
Jun01 001016 105.36 105.36 105.36 105.36 -0.09 0 466 -460
Total Volume and Open Interest 691,567 807,435 -51,571
German Euro-Bobl(EUREX)
Dec00 001016 103.88 103.88 103.72 103.82 -0.11 315,106 466,734 -12,218
Mar01 001016 103.55 103.57 103.50 103.57 -0.12 2,383 1,644 +199
Jun01 001016 103.42 103.42 103.42 103.42 -0.11 0 250 +0
Total Volume and Open Interest 317,489 468,628 -12,019
Long Gilt(LIFFE)
Dec00 001016 114~03 114~06 113~27 114~02 -0~04 20,735 81,611 -1,377
Mar01 001016 113~24 113~24 113~24 113~24 -0~04      
Total Volume and Open Interest 20,735 81,611 -1,377
3-Mth Short Sterling(LIFFE)
Dec00 001016 93.79 93.81 93.78 93.81 unch 25,625 180,107 -2,582
Mar01 001016 93.78 93.79 93.76 93.79 unch 29,022 190,974 +2,443
Jun01 001016 93.76 93.78 93.74 93.77 unch 11,689 92,748 +2,686
Total Volume and Open Interest 98,050 755,123 +1,054
3-Mth Euribor(LIFFE)
Dec00 001016 94.845 94.860 94.830 94.840 -0.020 56,996 323,422 +2,815
Mar01 001016 94.850 94.875 94.840 94.855 -0.020 54,950 264,601 +3,760
Jun01 001016 94.845 94.865 94.835 94.850 -0.020 35,407 175,868 +840
Total Volume and Open Interest 227,167 1,291,689 +8,968
3-Mth Aus T-Bills(SFE)
Dec00 001016 93.58 93.59 93.56 93.57 -0.04 18,258 214,131 +10,729
Mar01 001016 93.61 93.62 93.58 93.59 -0.04 10,084 88,485 +4,208
Jun01 001016 93.63 93.64 93.60 93.62 -0.04 1,174 34,671 -1,011
Sep01 001016 93.62 93.63 93.61 93.61 -0.05 763 18,580 +103
Dec01 001016 93.59 93.59 93.56 93.56 -0.06 154 10,218 -28
Mar02 001016 93.52 93.52 93.52 93.52 -0.07 13 7,032 -66
Jun02 001016 93.47 93.47 93.47 93.47 -0.07 104 4,852 -231
Sep02 001016 93.42 93.42 93.42 93.42 -0.08 3 3,134 -69
Dec02 001016 93.36 93.36 93.36 93.36 -0.08 45 1,813 -65
Mar03 001016 93.31 93.31 93.31 93.31 -0.08 30 1,189 -40
Total Volume and Open Interest 30,688 387,370 +13,480
10-Year Aus T-Bonds(SFE)
Dec00 001016 93.89 93.86 93.84 93.86 -0.04 3,297 133,927 +10,858
Mar01 001016 93.86 93.86 93.86 93.86 -0.07      
Total Volume and Open Interest 3,297 133,927 +10,858
3-Year Aus T-Bonds(SFE)
Dec00 001016 94.00 94.01 93.96 93.97 -0.07 17,997 345,351 +40,732
Mar01 001016 93.94 93.94 93.94 93.94 -0.07      
Total Volume and Open Interest 17,997 345,351 +40,732
Gold(CMX)
Oct00 001016 271.5 271.5 271.5 271.5 -0.9 3 8 -12
Dec00 001016 274.4 274.7 273.4 273.9 -0.9 31,284 87,363 +253
Feb01 001016 277.5 277.5 276.6 276.6 -0.9 1,318 15,491 +16
Apr01 001016 279.2 279.2 279.2 279.2 -0.9 587 4,645 +166
Jun01 001016 281.7 282.4 281.6 281.6 -0.9 18 8,966 +0
Aug01 001016 284.0 284.0 284.0 284.0 -0.9 2 2,423 -2
Total Volume and Open Interest 33,239 133,635 +439
Silver(CMX)
Dec00 001016 492.5 494.5 490.5 492.3 -0.2 6,957 61,181 +802
Mar01 001016 498.5 500.0 498.0 499.1 -0.2 157 4,631 +90
May01 001016 502.9 502.9 502.9 502.9 -0.2 9 1,279 +5
Jul01 001016 506.1 506.1 506.1 506.1 -0.2 0 1,717 +0
Sep01 001016 509.2 509.2 509.2 509.2 -0.2 0 2,961 +0
Total Volume and Open Interest 7,135 76,702 +899
Platinum(NYM)
Oct00 001016 590.0 590.0 581.0 582.3 -9.0 21 239 -20
Jan01 001016 574.0 574.5 566.2 567.3 -8.0 14 7,981 -7
Apr01 001016 561.0 561.0 557.3 557.3 -8.0 0 1 +0
Total Volume and Open Interest 14 8,226 -27
Palladium(NYME)
Dec00 001016 738.00 739.00 737.00 738.65 +0.65 51 1,107 -1
Mar01 001016 738.65 738.65 738.65 738.65 +0.65 30 799 +0
Total Volume and Open Interest 81 1,906 -1
Copper(CMX)
Dec00 001016 89.20 89.60 88.65 89.40 +0.15 7,641 40,814 -34
Mar01 001016 89.20 89.40 88.65 89.30 +0.30 550 10,125 -54
May01 001016 89.05 89.05 89.05 89.05 +0.30 69 2,153 -2
Jul01 001016 88.75 88.75 88.75 88.75 +0.30 218 1,765 -10
Sep01 001016 88.30 88.30 88.30 88.30 +0.30 24 775 +16
Total Volume and Open Interest 8,976 72,879 -142
DJIA Index(CBOT)
Dec00 001016 10275 10358 10270 10342 +85 12,919 15,174 -227
Mar01 001016 10430 10479 10420 10479 +85 10 50 -3
Jun01 001016 10616 10616 10616 10616 +85 0 1 +0
Total Volume and Open Interest 12,929 15,231 -230
S & P 500(CME)
Dec00 001016 1387.00 1394.00 1378.50 1391.50 +6.00 91,724 412,643 +2,245
Mar01 001016 1400.80 1412.50 1400.00 1411.90 +6.10 118 4,911 +34
Jun01 001016 1432.50 1433.20 1420.20 1432.50 +6.30 40 2,476 -75
Sep01 001016 1453.50 1454.20 1441.20 1453.50 +6.30 8 291 +0
Total Volume and Open Interest 91,892 420,513 +2,206
S & P 500 E-Mini(Globex)
Dec00 001016 1386.00 1393.75 1378.25 1391.50 +6.00 86,048 53,559 +1,024
Mar01 001016 1405.75 1414.00 1405.00 1412.00 +6.25 4 10 +0
Total Volume and Open Interest 86,052 53,569 +1,024
NASDAQ 100(CME)
Dec00 001016 3290.00 3335.00 3235.00 3316.00 +41.00 21,469 35,386 -171
Mar01 001016 3371.00 3374.00 3371.00 3371.00 +41.00 0 50 +0
Jun01 001016 3419.00 3422.00 3419.00 3419.00 +41.00      
Total Volume and Open Interest 21,469 35,436 -171
NASDAQ 100 E-Mini(GLOBEX)
Dec00 001016 3274.0 3340.0 3237.5 3316.0 +41.0 64,064 31,704 -1,318
Mar01 001016 3371.0 3371.0 3320.0 3371.0 +41.0 2 7 +1
Total Volume and Open Interest 64,066 31,711 -1,317
NYSE Composite(NYBOT)
Dec00 001016 643.00 649.25 643.00 648.40 +4.90 482 1,375 +0
Mar01 001016 657.65 657.65 657.65 657.65 +4.90 0 212 +0
Jun01 001016 666.90 666.90 666.90 666.90 +4.90 0 102 +0
Total Volume and Open Interest 482 1,689 -1,291
S & P Midcap 400(CME)
Dec00 001016 507.00 510.00 502.00 509.00 +3.50 231 15,353 +309
Mar01 001016 515.00 515.00 515.00 515.00 +3.50 0 1 +0
Jun01 001016 524.50 524.50 524.50 524.50 +3.50 0 1 +0
Total Volume and Open Interest 231 15,355 +309
Russell 2000(CME)
Dec00 001016 485.50 490.50 483.50 487.75 +4.25 419 12,720 +270
Mar01 001016 495.25 495.25 495.25 495.25 +4.25      
Jun01 001016 502.80 502.80 502.80 502.80 +4.25      
Total Volume and Open Interest 419 12,720 +270
Value Line(KCBT)
Dec00 001016 1086.00 1086.00 1084.00 1084.00 +3.00 99 158 -2
Total Volume and Open Interest 100 158 -3
Nikkei 225(CME)
Dec00 001016 15525 15545 15410 15460 -50 1,943 15,257 -342
Mar01 001016 0 0 0 0 -15600 1 20 -1
Total Volume and Open Interest 1,944 15,277 -343
Nikkei 225(SIMEX)
Dec00 001016 15520 15700 15500 15525 +205 15,426 90,388 +1,357
Mar01 001016 15545 15545 15545 15545 +205 0 3,983 +0
Jun01 001016 15535 15535 15535 15535 +205 0 405 +0
Total Volume and Open Interest 15,426 94,781 +1,357
CAC 40(MATIF)
Oct00 001016 6125.0 6174.0 6051.0 6093.5 -29.5 72,885 0 +0
Nov00 001016 6169.0 6169.0 6077.0 6121.0 +38.0 251 0 +0
Dec00 001016 6180.0 6203.0 6099.5 6125.5 -20.5 1,860 0 +0
Total Volume and Open Interest 76,690    
DAX Index(EUREX)
Dec00 001016 6740.0 6744.0 6631.5 6678.0 -9.0 48,259 156,716 +2,774
Mar01 001016 6795.0 6795.0 6731.0 6763.0 -7.5 271 3,098 +158
Jun01 001016 6831.5 6857.0 6807.0 6839.0 -4.0 57 2,693 +107
Total Volume and Open Interest 48,587 162,507