MRCI Logo
MRCI's End of Day Prices
Daily Futures Price Listing Wed October 18, 2000
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Nov00 001018 466.50 470.75 465.50 467.75 -0.50 34,631 85,135 -3,153
Jan01 001018 477.50 482.00 477.25 479.25 -0.50 12,259 41,370 +3,050
Mar01 001018 487.50 492.00 487.50 488.50 -1.50 3,920 23,957 +847
May01 001018 496.00 500.00 495.50 495.75 -2.25 973 14,992 +170
Jul01 001018 503.00 507.25 503.00 503.25 -2.00 1,675 18,570 +908
Aug01 001018 505.00 506.50 503.50 503.50 -2.50 43 615 +2
Sep01 001018 507.00 510.00 507.00 507.50 -1.50 5 158 +7
Total Volume and Open Interest 53,700 189,042 +1,846
Soybean Meal(CBOT)
Dec00 001018 166.00 168.50 165.70 167.40 +0.80 18,514 53,142 +70
Jan01 001018 165.00 167.30 164.90 166.20 +0.80 6,170 19,025 +2,240
Mar01 001018 164.70 166.70 164.60 165.70 +0.70 2,820 11,498 -207
May01 001018 164.80 166.50 164.70 165.40 +0.60 1,233 7,921 -22
Jul01 001018 166.30 167.50 165.90 166.60 +0.50 1,112 4,875 +130
Aug01 001018 165.80 166.80 165.00 165.80 +0.70 261 1,116 +42
Sep01 001018 165.50 166.40 165.00 165.50 +1.00 53 723 +43
Oct01 001018 165.50 166.00 165.00 165.40 +0.90 5 188 +5
Total Volume and Open Interest 30,191 98,844 +2,324
Soybean Oil(CBOT)
Dec00 001018 14.90 14.92 14.80 14.82 -0.07 13,689 68,794 +283
Jan01 001018 15.18 15.21 15.09 15.11 -0.07 6,033 22,884 +1,258
Mar01 001018 15.58 15.62 15.50 15.51 -0.07 2,900 18,087 +265
May01 001018 15.98 16.01 15.89 15.90 -0.06 817 11,238 +405
Jul01 001018 16.37 16.40 16.27 16.27 -0.07 437 7,896 +351
Aug01 001018 16.55 16.58 16.42 16.42 -0.07 163 1,669 +155
Sep01 001018 16.73 16.77 16.57 16.57 -0.06 47 1,422 +29
Oct01 001018 16.90 16.90 16.72 16.72 -0.03 9 1,391 +9
Total Volume and Open Interest 24,268 136,645 +2,862
Canola(WCE)
Nov00 001018 255.0 256.7 254.0 254.2 -1.1 2,631 26,407 -4,734
Jan01 001018 260.5 262.4 259.5 259.7 -1.4 5,389 32,456 +3,557
Mar01 001018 266.5 266.5 266.5 266.5 -1.1 788 11,448 +368
May01 001018 273.0 273.0 271.5 271.5 -0.8 20 1,860 +5
Jul01 001018 278.0 278.0 277.0 277.0 -0.7 145 2,068 +95
Total Volume and Open Interest 9,073 74,798 -619
Corn(CBOT)
Nov00 001018 202.00 202.75 201.75 202.00 -1.50 404 2,823 +101
Dec00 001018 206.00 207.25 205.75 206.25 -1.25 30,425 202,855 -341
Jan01 001018 210.00 210.75 210.00 210.00 -1.00 17 622 +5
Mar01 001018 217.25 218.25 217.00 217.50 -1.00 8,261 103,195 +947
May01 001018 224.50 225.75 224.50 224.75 -1.00 1,648 29,768 +291
Jul01 001018 232.00 232.75 231.50 232.00 -0.75 2,424 36,961 +251
Total Volume and Open Interest 44,016 400,253 +1,531
Wheat(CBOT)
Dec00 001018 265.00 265.50 262.25 263.75 -4.75 16,659 98,044 -872
Mar01 001018 283.00 283.00 280.00 280.75 -5.00 2,523 31,553 +71
May01 001018 292.50 292.50 289.50 290.00 -5.50 437 2,281 -90
Jul01 001018 301.00 301.50 299.50 300.00 -4.75 778 17,749 +294
Sep01 001018 307.50 308.75 307.00 308.00 -4.00 5 620 +3
Total Volume and Open Interest 20,443 152,056 -556
Wheat(KCBT)
Dec00 001018 316.50 316.50 312.00 312.75 -6.75 8,209 52,390 -2,273
Mar01 001018 328.50 329.00 325.00 325.75 -6.25 2,941 25,273 +322
May01 001018 335.00 335.00 331.75 332.00 -5.75 47 2,656 +12
Jul01 001018 340.00 340.00 336.50 336.75 -6.75 655 7,326 -42
Sep01 001018 344.00 344.00 341.00 341.00 -6.00 37 173 +13
Total Volume and Open Interest 11,895 87,902 -1,962
Wheat(MGE)
Dec00 001018 330.00 330.00 324.50 325.75 -5.75 2,073 16,601 -365
Mar01 001018 343.00 344.00 338.75 340.00 -5.25 407 6,353 +80
May01 001018 350.00 350.50 346.50 347.00 -6.25 13 1,437 +6
Jul01 001018 358.00 358.00 354.00 355.00 -5.25 22 603 +2
Sep01 001018 362.00 362.00 362.00 362.00 -5.25 18 328 +2
Total Volume and Open Interest 2,533 25,476 -275
Oats(CBOT)
Dec00 001018 108.25 108.75 107.25 108.75 +1.50 503 10,711 -45
Mar01 001018 117.50 118.50 117.00 118.50 +1.50 409 2,868 +287
May01 001018 122.00 122.25 121.50 122.25 +0.75 0 246 +0
Jul01 001018 125.00 126.25 124.75 126.25 +0.75 4 131 +3
Total Volume and Open Interest 926 14,069 +255
Rough Rice(CBOT)
Nov00 001018 6.60 6.71 6.51 6.57 -0.05 61 1,214 -29
Jan01 001018 6.56 6.62 6.51 6.55 -0.03 91 3,739 -20
Mar01 001018 6.73 6.75 6.65 6.71 -0.02 17 1,042 +16
May01 001018 6.85 6.86 6.85 6.86 unch 0 414 -10
Total Volume and Open Interest 195 6,501 -19
Live Cattle(CME)
Oct00 001018 69.600 69.875 69.450 69.825 +0.225 2,144 11,371 -1,023
Dec00 001018 71.075 71.225 70.800 71.200 +0.100 9,415 60,920 +1,157
Feb01 001018 72.325 72.500 72.150 72.450 +0.075 1,587 23,821 +439
Apr01 001018 73.900 74.100 73.725 74.050 +0.125 1,207 15,399 +570
Jun01 001018 70.925 71.100 70.850 71.075 +0.125 363 5,979 +81
Aug01 001018 71.200 71.250 71.100 71.225 +0.100 114 3,679 +58
Total Volume and Open Interest 14,862 122,110 +1,302
Feeder Cattle(CME)
Oct00 001018 87.375 87.500 87.250 87.500 unch 595 2,535 -262
Nov00 001018 87.700 87.875 87.550 87.825 +0.125 1,015 4,490 +53
Jan01 001018 88.800 88.850 88.550 88.850 +0.050 1,091 5,220 +155
Mar01 001018 88.400 88.450 88.000 88.375 +0.025      
Apr01 001018 88.300 88.400 88.050 88.375 unch      
May01 001018 87.900 87.950 87.800 87.850 -0.150      
Aug01 001018 88.000 88.050 88.000 88.050 -0.100      
Total Volume and Open Interest 3,032 17,152 +92
Lean Hogs(CME)
Dec00 001018 52.850 53.400 52.700 53.300 +0.075 3,420 23,949 -261
Feb01 001018 53.400 53.850 53.225 53.825 +0.125 964 7,416 +55
Apr01 001018 52.350 52.400 51.925 52.325 +0.050 349 2,854 +73
Jun01 001018 59.250 59.250 58.900 59.050 -0.375 99 1,120 +21
Jul01 001018 57.400 57.600 57.300 57.425 -0.075 8 318 +2
Aug01 001018 55.300 55.450 55.200 55.325 -0.075 24 295 +0
Oct01 001018 47.450 47.950 47.450 47.925 +0.225 1 318 +1
Dec01 001018 45.725 45.725 45.600 45.725 -0.075 0 274 +0
Total Volume and Open Interest 4,865 40,614 -26
Pork Bellies(CME)
Feb01 001018 60.900 60.975 59.900 60.575 -0.800 318 1,919 -13
Mar01 001018 61.000 61.000 60.100 60.700 -0.650 25 75 -2
May01 001018 61.750 62.025 61.550 61.550 -0.575 14 40 +11
Jul01 001018 62.500 62.500 62.000 62.000 -1.400 0 11 +0
Aug01 001018 63.000 63.000 62.000 63.000 unch 0 5 +0
Total Volume and Open Interest 357 2,050 -4
Cocoa(NYBOT)
Dec00 001018 818 822 813 816 -6 3,193 41,753 +62
Mar01 001018 850 851 844 847 -5 965 21,619 +358
May01 001018 872 873 868 869 -5 289 14,331 +95
Jul01 001018 895 895 891 892 -5 260 9,960 +159
Sep01 001018 920 920 916 916 -5 339 10,499 -165
Dec01 001018 949 949 949 949 -5 0 12,190 +1
Mar02 001018 981 985 981 983 -5 200 9,559 +0
Total Volume and Open Interest 5,257 138,525 +521
Coffee "C"(NYBOT)
Dec00 001018 90.00 91.00 87.30 88.25 -0.45 9,230 28,054 +53
Mar01 001018 94.75 95.50 92.50 92.90 -0.60 3,822 8,869 +763
May01 001018 97.25 98.50 95.65 95.65 -0.55 239 2,659 +39
Jul01 001018 99.50 100.50 98.40 98.40 -0.60 46 1,480 +27
Sep01 001018 101.75 102.50 101.00 101.15 -0.60 339 2,072 +151
Dec01 001018 104.50 105.50 104.00 105.00 -1.00 10 603 +10
Total Volume and Open Interest 13,688 43,747 +1,045
Orange Juice(NYBOT)
Nov00 001018 70.90 71.40 70.80 71.15 +0.20 1,009 12,915 -479
Jan01 001018 73.40 73.50 73.00 73.30 -0.10 658 12,212 +373
Mar01 001018 76.30 76.50 76.05 76.25 -0.10 114 6,636 +67
May01 001018 78.50 78.50 78.50 78.50 -0.10 7 823 +1
Jul01 001018 80.75 80.75 80.75 80.75 -0.10 0 386 +0
Total Volume and Open Interest 4,288 33,385 -38
Sugar #11(NYBOT)
Mar01 001018 11.19 11.20 10.97 11.08 -0.06 12,215 106,269 +778
May01 001018 10.42 10.50 10.34 10.40 -0.06 1,478 15,990 +378
Jul01 001018 9.90 9.98 9.87 9.92 +0.01 2,267 22,055 +503
Oct01 001018 9.57 9.62 9.54 9.57 unch 658 14,932 +43
Mar02 001018 9.48 9.51 9.47 9.47 unch 147 6,662 +53
Total Volume and Open Interest 16,876 166,693 +1,799
London Cocoa(LCE)
Dec00 001018 628 629 623 625 -1 898 50,417 -28
Mar01 001018 650 650 645 647 -1 484 49,497 +209
May01 001018 668 669 663 664 -1 300 25,125 +100
Jul01 001018 678 679 678 679 -1 38 9,152 +20
Sep01 001018 693 693 691 692 -1 7 17,395 +2
Dec01 001018 720 721 719 720 -1 1 5,460 -1
Mar02 001018 744 744 744 744 -1 0 15,462 +0
Total Volume and Open Interest 1,728 186,815 +302
London Coffee(LCE)
Nov00 001018 760.00 768.00 755.00 758.00 +1.00 1,612 21,872 -587
Jan01 001018 780.00 789.00 776.00 778.00 +1.00 2,816 19,477 +1,083
Mar01 001018 806.00 810.00 800.00 800.00 -1.00 360 7,399 +3
May01 001018 828.00 833.00 824.00 824.00 unch 217 4,508 +169
Jul01 001018 844.00 857.00 844.00 846.00 unch 15 2,346 +4
Sep01 001018 869.00 869.00 869.00 869.00 unch 22 432 +9
Total Volume and Open Interest 5,542 56,834 +1,181
London Sugar(LCE)
Oct00 000915 263.50 264.00 252.00 262.70 -0.90 2,117 1,120 -1,892
Dec00 001018 263.20 266.10 262.50 265.30 +2.70 1,257 14,209 +535
Mar01 001018 267.00 269.60 266.50 269.30 +2.80 2,052 19,002 +893
May01 001018 264.50 267.50 264.50 267.50 +3.70 293 3,353 -46
Aug01 001018 262.00 264.10 261.50 264.10 +3.30 80 4,999 +77
Total Volume and Open Interest 3,912 43,704 +1,459
Cotton(NYBOT)
Dec00 001018 62.20 62.30 61.95 62.02 -0.73 3,697 36,914 -204
Mar01 001018 64.20 64.25 63.86 63.92 -0.73 971 12,559 +51
May01 001018 65.10 65.10 64.75 64.85 -0.58 353 8,742 +51
Jul01 001018 65.75 65.75 65.32 65.32 -0.71 189 4,159 +0
Oct01 001018 64.00 64.00 62.95 62.98 -0.52 4 663 +4
Dec01 001018 63.40 63.40 63.07 63.20 -0.40 56 4,501 -5
Total Volume and Open Interest 20,286 67,666 -76
Lumber(CME)
Nov00 001018 218.2 220.2 214.4 219.5 +1.3 331 2,388 -112
Jan01 001018 230.5 232.5 226.8 231.5 +0.1 275 1,122 -15
Mar01 001018 241.6 242.7 239.0 240.7 -1.4 68 648 +6
May01 001018 246.0 248.0 246.0 246.0 -2.0 18 101 -1
Total Volume and Open Interest 705 4,335 -129
Crude Oil(NYM)
Nov00 001018 33.55 33.85 33.16 33.48 +0.49 77,365 54,961 -8,907
Dec00 001018 32.95 33.12 32.18 32.47 +0.05 83,204 140,295 +4,466
Jan01 001018 32.60 32.65 31.50 31.91 -0.07 15,671 49,545 +156
Feb01 001018 32.20 32.20 31.10 31.48 -0.10 7,427 22,862 -178
Mar01 001018 31.65 31.80 30.90 31.08 -0.10 3,464 19,068 -190
Apr01 001018 31.10 31.10 30.65 30.69 -0.10 2,868 16,130 +122
May01 001018 30.55 30.60 30.30 30.30 -0.10 1,508 10,807 +185
Jun01 001018 30.32 30.32 29.85 29.91 -0.10 3,196 28,206 -383
Jul01 001018 29.85 29.85 29.45 29.50 -0.10 743 12,027 +228
Aug01 001018 29.40 29.45 29.04 29.09 -0.10 980 8,781 +419
Total Volume and Open Interest 204,891 502,601 -5,100
Heating Oil(NYM)
Nov00 001018 98.25 98.75 95.30 96.59 +0.57 21,166 34,170 -3,040
Dec00 001018 98.25 98.70 95.40 96.42 +0.37 16,944 40,373 +2,019
Jan01 001018 97.50 97.90 95.00 95.82 +0.27 6,714 29,408 +306
Feb01 001018 95.50 95.60 93.15 93.77 +0.22 3,372 19,278 -1,059
Mar01 001018 90.85 91.05 88.90 89.52 +0.17 1,207 13,937 -364
Apr01 001018 87.00 87.10 85.00 85.42 +0.07 344 8,494 +17
May01 001018 83.90 83.90 81.75 81.87 -0.03 805 5,177 +335
Jun01 001018 79.52 79.52 79.52 79.52 -0.03 196 5,534 +60
Jul01 001018 79.50 79.50 78.52 78.52 -0.03 221 1,813 +38
Aug01 001018 78.32 78.32 78.32 78.32 -0.03 362 2,479 +207
Total Volume and Open Interest 51,641 167,200 -1,380
Unleaded Gas(NYM)
Nov00 001018 94.00 95.30 92.70 94.21 +2.13 14,322 25,624 -411
Dec00 001018 89.70 90.20 87.80 88.96 +1.19 13,934 18,679 -768
Jan01 001018 87.50 88.00 86.10 86.79 +0.62 1,104 7,493 +243
Feb01 001018 87.10 87.25 85.55 86.12 +0.35 607 5,835 +81
Mar01 001018 86.29 86.29 86.29 86.29 +0.07 138 4,914 +68
Apr01 001018 92.80 92.80 91.00 91.19 +0.07 245 5,497 +39
May01 001018 90.34 90.34 90.34 90.34 +0.02 99 3,916 +34
Jun01 001018 88.89 88.89 88.89 88.89 -0.03 42 2,247 +33
Total Volume and Open Interest 30,684 80,883 -488
Natural Gas(NYM)
Nov00 001018 5.480 5.500 5.200 5.228 -0.211 31,515 43,802 -2,109
Dec00 001018 5.600 5.610 5.310 5.349 -0.204 12,386 46,735 +991
Jan01 001018 5.580 5.590 5.330 5.344 -0.191 6,080 29,692 +948
Feb01 001018 5.340 5.340 5.120 5.121 -0.174 2,240 21,771 +308
Mar01 001018 5.080 5.090 4.877 4.877 -0.163 1,879 25,726 -371
Apr01 001018 4.815 4.815 4.636 4.636 -0.149 2,476 18,470 +388
May01 001018 4.700 4.715 4.541 4.541 -0.144 1,117 17,499 -314
Jun01 001018 4.690 4.705 4.531 4.531 -0.139 1,441 18,608 +199
Total Volume and Open Interest 64,106 374,157 +755
Brent Crude Oil(IPE)
Dec00 001018 31.60 32.05 30.85 31.10 -0.03 42,689 69,063 -6,090
Jan01 001018 31.50 31.66 30.57 30.81 -0.11 17,449 52,996 +6,035
Feb01 001018 31.15 31.15 30.23 30.34 -0.18 4,147 16,684 +528
Mar01 001018 30.60 30.60 29.80 29.84 -0.20 3,371 16,362 +495
Apr01 001018 30.05 30.10 29.35 29.39 -0.22 1,168 13,256 +536
May01 001018 29.60 29.60 28.89 28.96 -0.22 636 6,014 +339
Jun01 001018 29.13 29.18 28.48 28.56 -0.22 2,033 12,487 -546
Jul01 001018 28.79 28.80 28.19 28.19 -0.22 1,662 5,455 +1,330
Total Volume and Open Interest 74,195 231,526 -13,938
Gas Oil(IPE)
Nov00 001018 299.00 304.50 296.75 297.50 +3.25 13,562 31,238 -1,818
Dec00 001018 298.25 299.00 291.50 292.25 +2.75 10,984 29,909 +285
Jan01 001018 291.00 293.25 286.50 287.50 +3.50 4,223 14,972 +464
Feb01 001018 283.75 283.75 279.25 279.25 +3.25 767 5,726 +202
Mar01 001018 272.50 274.00 269.25 269.25 +2.75 600 5,679 -50
Apr01 001018 264.25 265.00 260.00 260.00 +2.50 200 3,265 +200
May01 001018 252.25 252.25 252.25 252.25 +1.75 0 790 +0
Jun01 001018 250.50 251.75 247.00 247.00 +1.00 884 9,152 +184
Total Volume and Open Interest 31,325 105,614 -438
US Dollar Index(NYBOT)
Dec00 001018 115.74 117.71 115.37 117.26 +1.55 2,400 4,668 -25
Mar01 001018 115.74 117.40 115.72 117.08 +1.55 561 6,695 -23
Jun01 001018 116.90 116.90 116.90 116.90 +1.55 561 6,695 -23
Total Volume and Open Interest 2,409 6,695 -23
Australian Dollar(IMM)
Dec00 001018 52.18 52.35 51.55 52.04 -0.14 2,638 24,290 +211
Mar01 001018 52.18 52.20 51.68 52.06 -0.14 2 358 +0
Jun01 001018 52.08 52.08 52.08 52.08 -0.14 0 6 +0
Total Volume and Open Interest 2,640 24,654 +211
British Pound(IMM)
Dec00 001018 145.28 146.30 143.94 144.44 -0.64 5,454 31,881 -58
Mar01 001018 146.00 146.70 144.10 144.64 -0.64 25 98 +0
Jun01 001018 144.84 146.80 144.50 144.84 -0.64 0 3 +0
Total Volume and Open Interest 5,479 31,982 -58
Canadian Dollar(IMM)
Dec00 001018 65.99 66.12 65.80 66.08 +0.22 9,370 81,009 -1,248
Mar01 001018 66.09 66.26 66.00 66.24 +0.22 364 2,047 +196
Jun01 001018 66.31 66.38 66.10 66.37 +0.22 198 763 +58
Sep01 001018 66.39 66.50 66.39 66.50 +0.22 0 161 +0
Total Volume and Open Interest 9,932 84,011 -994
Japanese Yen(IMM)
Dec00 001018 93.43 94.10 93.35 93.84 +0.26 6,299 64,985 -385
Mar01 001018 95.35 95.40 95.27 95.27 +0.26 0 204 +0
Jun01 001018 96.69 96.75 96.69 96.69 +0.26 0 7 +0
Total Volume and Open Interest 6,299 65,298 -385
Swiss Franc(IMM)
Dec00 001018 56.84 57.41 55.87 56.18 -0.75 7,646 48,536 -345
Mar01 001018 57.32 57.80 56.33 56.62 -0.75 10 43 +3
Jun01 001018 57.04 58.20 56.90 57.04 -0.75 3 3 +2
Total Volume and Open Interest 7,659 48,582 -340
EuroFX(IMM)
Dec00 001018 85.50 85.99 83.51 84.06 -1.73 10,311 72,115 +1,026
Mar01 001018 85.85 86.20 84.00 84.38 -1.74 143 851 -9
Total Volume and Open Interest 10,454 72,966 +1,017
Mexican Peso(IMM)
Dec00 001018 10210.0 10273.0 10130.0 10265.0 +27.0 4,339 9,923 +159
Mar01 001018 9970.0 9995.0 9900.0 9995.0 +27.0 50 3,533 -25
Total Volume and Open Interest 4,389 13,773 +134
30-Year T-Bonds(CBOT)
Dec00 001018 100~03 100~28 99~28 100~04 +0~03 221,368 400,109 +7,336
Mar01 001018 100~06 100~27 100~00 100~01 -0~02 4,303 7,383 +2,816
Jun01 001018 99~30 99~30 99~30 99~30 -0~02 10 136 +0
Total Volume and Open Interest 225,681 407,698 +10,152
Municipal Bonds(CBOT)
Dec00 001018 99~07 99~29 99~03 99~08 +0~04 845 20,802 -13
Total Volume and Open Interest 845 20,802 -13
10-Year T-Notes(CBOT)
Dec00 001018 101~110 102~030 101~035 101~110 +0~030 192,403 553,597 +2,014
Mar01 001018 101~160 102~040 101~115 101~120 +0~010 1,489 13,841 +187
Total Volume and Open Interest 193,892 567,439 +2,201
5-Year T-Notes(CBOT)
Dec00 001018 101~100 101~250 101~060 101~070 +0~005 87,678 376,045 -1,594
Mar01 001018 101~085 101~085 101~085 101~085 +0~005 0 326 -50
Total Volume and Open Interest 87,678 376,371 -1,644
2 Year T-Notes(CBOT)
Dec00 001018 100~046 100~074 100~036 100~039 unch 5,988 55,041 -58
Total Volume and Open Interest 5,988 55,041 -58
3-Mth T-Bills(IMM)
Dec00 001018 93.92 93.93 93.89 93.89 +0.02 81 1,192 +42
Total Volume and Open Interest 81 1,213 +42
Eurodollars(IMM)
Dec00 001018 93.335 93.410 93.335 93.335 +0.005 50,424 560,427 -2,269
Mar01 001018 93.580 93.670 93.570 93.575 +0.005 73,411 509,463 +3,966
Jun01 001018 93.650 93.740 93.640 93.650 +0.015 78,004 346,092 +2,659
Sep01 001018 93.670 93.780 93.660 93.670 +0.015 68,010 324,549 +3,442
Dec01 001018 93.590 93.690 93.580 93.580 +0.010 27,007 224,632 +2,680
Mar02 001018 93.645 93.735 93.625 93.630 +0.005 19,694 192,608 +3,197
Jun02 001018 93.600 93.660 93.580 93.580 +0.005 13,260 139,021 +1,723
Sep02 001018 93.570 93.630 93.545 93.550 +0.005 10,513 103,603 +488
Dec02 001018 93.455 93.505 93.445 93.450 +0.005 5,093 84,055 +948
Mar03 001018 93.495 93.545 93.485 93.485 unch 5,989 76,425 +95
Jun03 001018 93.485 93.510 93.445 93.450 unch 4,674 54,077 -366
Sep03 001018 93.430 93.475 93.415 93.415 unch 2,971 55,084 +8
Total Volume and Open Interest 389,133 3,041,214 -18,990
3-Mth Euro-Yen(IMM)
Dec00 001018 99.49 99.50 99.49 99.49 -0.01 22 14,264 -253
Mar01 001018 99.53 99.55 99.53 99.53 unch 1,227 21,067 -1,275
Jun01 001018 99.50 99.53 99.50 99.50 unch 889 9,635 +147
Sep01 001018 99.43 99.47 99.42 99.43 unch 875 10,457 +562
Dec01 001018 99.35 99.35 99.32 99.32 unch 2 5,190 -5
Mar02 001018 99.29 99.29 99.25 99.25 unch 106 3,061 +89
Jun02 001018 99.16 99.17 99.16 99.16 unch 0 771 +0
Sep02 001018 99.03 99.04 99.03 99.03 unch 0 54 +0
Dec02 001018 98.78 98.78 98.78 98.78 unch 0 30 +0
Mar03 001018 98.65 98.65 98.65 98.65 unch      
Total Volume and Open Interest 3,121 64,529 -735
3-Mth Euro-Yen(SIMEX)
Dec00 001018 99.49 99.50 99.49 99.49 unch 2,496 102,305 -962
Mar01 001018 99.52 99.53 99.52 99.53 +0.01 8,919 101,939 -301
Jun01 001018 99.49 99.50 99.49 99.49 +0.01 7,627 86,411 -2,445
Sep01 001018 99.42 99.43 99.42 99.42 +0.01 350 66,052 -2,270
Dec01 001018 99.32 99.33 99.32 99.32 +0.01 1,435 24,314 +148
Mar02 001018 99.26 99.27 99.26 99.27 +0.02 632 14,403 +1
Jun02 001018 99.17 99.17 99.17 99.17 +0.02 0 7,112 -230
Sep02 001018 99.04 99.04 99.04 99.04 +0.01 100 4,588 -94
Total Volume and Open Interest 21,559 416,062 -6,153
German Euro-Bund(EUREX)
Dec00 001018 105.58 106.19 105.52 105.53 +0.03 455,058 764,499 -23,766
Mar01 001018 105.62 106.13 105.53 105.53 +0.01 1,433 14,407 +915
Jun01 001018 105.29 105.29 105.29 105.29 +0.02 0 836 -93
Total Volume and Open Interest 456,491 779,742 -22,944
German Euro-Bobl(EUREX)
Dec00 001018 103.85 104.18 103.71 103.72 -0.08 214,449 456,964 -10,429
Mar01 001018 103.65 103.74 103.46 103.46 -0.10 1,298 1,679 +0
Jun01 001018 103.41 103.41 103.41 103.41 +0.01 0 250 +0
Total Volume and Open Interest 215,747 458,893 -10,429
Long Gilt(LIFFE)
Dec00 001018 114~02 114~21 114~01 114~01 +0~04 23,383 76,233 -4,995
Mar01 001018 113~24 113~24 113~24 113~24 +0~04      
Total Volume and Open Interest 23,383 76,233 -4,995
3-Mth Short Sterling(LIFFE)
Dec00 001018 93.81 93.89 93.79 93.86 +0.06 16,336 176,052 -2,797
Mar01 001018 93.80 93.89 93.79 93.85 +0.06 17,024 190,888 +514
Jun01 001018 93.78 93.88 93.76 93.84 +0.08 7,164 92,462 -471
Total Volume and Open Interest 58,070 746,011 -3,720
3-Mth Euribor(LIFFE)
Dec00 001018 94.860 94.890 94.825 94.835 -0.015 51,425 330,635 -263
Mar01 001018 94.870 94.915 94.845 94.850 -0.005 45,749 20,828 -155,254
Jun01 001018 94.870 94.920 94.845 94.850 unch 33,870 178,744 -8,180
Total Volume and Open Interest 199,090 1,051,420 +29,603
3-Mth Aus T-Bills(SFE)
Dec00 001018 93.59 93.59 93.55 93.59 +0.04 5,412 0 -200,421
Mar01 001018 93.61 93.62 93.58 93.61 +0.04 3,531 0 -89,782
Jun01 001018 93.61 93.64 93.61 93.64 +0.05 1,291 0 -34,973
Sep01 001018 93.62 93.65 93.61 93.62 +0.04 40 0 -18,804
Dec01 001018 93.57 93.57 93.57 93.57 +0.04 57 0 -10,381
Mar02 001018 93.54 93.54 93.54 93.54 +0.05 185 0 -7,069
Jun02 001018 93.47 93.48 93.47 93.48 +0.04 245 0 -5,103
Sep02 001018 93.42 93.42 93.42 93.42 +0.03 120 0 -3,189
Dec02 001018 93.37 93.37 93.37 93.37 +0.03      
Mar03 001018 93.33 93.33 93.33 93.33 +0.03      
Total Volume and Open Interest 10,901 369,580 -6,409
10-Year Aus T-Bonds(SFE)
Dec00 001018 93.92 93.97 93.86 93.89 -0.04 4,158 135,025 -3,240
Mar01 001018 93.91 93.91 93.91 93.91 +0.04      
Total Volume and Open Interest 4,158 135,025 -3,240
3-Year Aus T-Bonds(SFE)
Dec00 001018 93.99 94.01 93.98 94.00 +0.05 13,444 0 -369,248
Mar01 001018 93.97 93.97 93.97 93.97 +0.05      
Total Volume and Open Interest 13,444 397,129 +27,881
Gold(CMX)
Oct00 001018 270.3 270.3 270.3 270.3 -0.8 5 10 +2
Dec00 001018 273.6 276.1 271.8 272.6 -0.8 17,153 83,465 -2,681
Feb01 001018 278.0 278.0 274.5 275.3 -0.8 138 15,481 +2
Apr01 001018 281.2 281.2 277.5 277.8 -0.9 373 4,574 -76
Jun01 001018 281.0 281.5 279.7 280.2 -0.9 272 8,913 -61
Aug01 001018 283.2 283.2 282.2 282.5 -1.0 10 2,423 +0
Total Volume and Open Interest 18,397 129,680 -2,740
Silver(CMX)
Dec00 001018 488.5 494.0 488.0 489.3 +0.8 10,617 62,400 +871
Mar01 001018 495.0 500.0 495.0 496.2 +0.8 451 5,170 +211
May01 001018 503.0 503.0 498.5 500.0 +0.8 30 1,308 +29
Jul01 001018 503.2 503.2 503.2 503.2 +0.8 4 1,719 +2
Sep01 001018 506.3 506.3 506.3 506.3 +0.8 0 2,961 +0
Total Volume and Open Interest 11,157 78,490 +1,111
Platinum(NYM)
Oct00 001018 585.0 587.1 585.0 587.1 +5.2 15 223 -15
Jan01 001018 568.0 572.0 566.0 569.1 +5.2 445 7,870 -134
Apr01 001018 555.0 559.1 554.0 559.1 +5.2 0 11 +0
Total Volume and Open Interest 460 8,109 -149
Palladium(NYME)
Dec00 001018 742.00 742.00 740.00 740.00 +1.50 17 1,104 +1,104
Mar01 001018 740.00 740.00 740.00 740.00 +1.50 3 802 +802
Total Volume and Open Interest 20 1,906 +1,906
Copper(CMX)
Dec00 001018 87.80 87.90 86.50 87.20 -1.10 9,460 41,127 -125
Mar01 001018 87.90 87.90 86.60 87.45 -0.85 1,118 10,124 -16
May01 001018 87.60 87.60 87.00 87.35 -0.85 111 2,190 +32
Jul01 001018 87.00 87.30 87.00 87.10 -0.85 45 1,799 +27
Sep01 001018 86.70 87.15 86.70 86.85 -0.85 300 805 +24
Total Volume and Open Interest 12,130 73,377 +118
DJIA Index(CBOT)
Dec00 001018 10020 10135 9730 10043 -97 14,374 15,100 +449
Mar01 001018 10140 10270 9880 10173 -102 1 48 -1
Jun01 001018 10303 10303 10303 10303 -107 0 1 +0
Total Volume and Open Interest 14,375 15,155 +448
S & P 500(CME)
Dec00 001018 1338.50 1371.00 1324.80 1352.80 -7.00 78,663 410,409 -194
Mar01 001018 1358.50 1389.50 1344.70 1372.40 -7.30 2,145 6,471 +978
Jun01 001018 1377.80 1407.80 1364.80 1392.20 -7.60 646 2,356 -65
Sep01 001018 1412.30 1428.30 1385.30 1412.30 -8.00 5 288 +1
Total Volume and Open Interest 81,465 419,733 +718
S & P 500 E-Mini(Globex)
Dec00 001018 1362.75 1372.00 1324.00 1352.75 -7.00 99,618 53,411 +1,757
Mar01 001018 1358.00 1385.00 1345.00 1372.50 -7.25 2 13 +1
Total Volume and Open Interest 99,620 53,424 +1,758
NASDAQ 100(CME)
Dec00 001018 3095.00 3285.00 3035.00 3155.00 -15.00 21,313 35,758 +916
Mar01 001018 3130.00 3325.00 3130.00 3210.00 -15.00 0 50 +0
Jun01 001018 3258.00 3258.00 3258.00 3258.00 -15.00      
Total Volume and Open Interest 21,313 35,808 +916
NASDAQ 100 E-Mini(GLOBEX)
Dec00 001018 3202.5 3285.0 3026.0 3155.0 -15.0 79,317 32,907 +2,091
Mar01 001018 3210.0 3295.5 3122.5 3210.0 -15.0 0 7 +0
Total Volume and Open Interest 79,137 32,914 +2,091
NYSE Composite(NYBOT)
Dec00 001018 625.00 634.00 620.50 630.50 -3.90      
Mar01 001018 639.50 639.50 639.50 639.50 -3.90      
Jun01 001018 648.50 648.50 648.50 648.50 -3.90      
Total Volume and Open Interest      
S & P Midcap 400(CME)
Dec00 001018 489.00 500.50 480.50 497.00 -1.60 0 16,105 +420
Mar01 001018 503.00 503.00 503.00 503.00 -1.60 0 1 +0
Jun01 001018 510.00 510.00 510.00 510.00 -1.60 0 1 +0
Total Volume and Open Interest 2,395 16,107 +420
Russell 2000(CME)
Dec00 001018 463.00 472.50 461.00 471.00 -3.50 3,519 12,532 -61
Mar01 001018 478.50 478.50 478.00 478.50 -3.50      
Jun01 001018 486.05 486.05 485.55 486.05 -3.50      
Total Volume and Open Interest 3,519 12,532 -61
Value Line(KCBT)
Dec00 001018 1049.00 1064.00 1033.00 1060.00 +1.00 93 130 -7
Total Volume and Open Interest 93 130 -7
Nikkei 225(CME)
Dec00 001018 14850 14975 14635 14850 -430 1,372 15,272 +34
Mar01 001018 15050 15050 14795 15050 -150 1 20 +0
Total Volume and Open Interest 1,373 15,292 +34
Nikkei 225(SIMEX)
Dec00 001018 15180 15180 14830 14875 -510 10,307 87,194 -2,381
Mar01 001018 14895 14895 14895 14895 -510 500 3,694 -289
Jun01 001018 14880 14880 14880 14880 -510 25 405 +0
Total Volume and Open Interest 11,232 91,698 -2,270
CAC 40(MATIF)
Oct00 001018 6015.0 6027.0 5840.0 5966.0 -74.0 56,359 0 +0
Nov00 001018 6040.0 6041.5 5872.5 5963.5 -108.5 434 0 +0
Dec00 001018 6058.0 6064.5 5915.5 5986.5 -93.5 2,669 0 +0
Total Volume and Open Interest 59,688    
DAX Index(EUREX)
Dec00 001018 6544.5 6569.0 6341.0 6534.5 -54.5 45,404 155,469 -993
Mar01 001018 6628.0 6628.0 6428.5 6617.0 -57.5 371 3,425 +164
Jun01 001018 6697.0 6713.0 6505.0 6687.5 -62.0 177 2,803 +55
Total Volume and Open Interest 45,95