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MRCI's End of Day Prices
Daily Futures Price Listing Tue October 24, 2000
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Nov00 001024 464.50 469.25 460.50 467.75 +4.75 30,923 72,814 -10,220
Jan01 001024 474.50 479.50 471.00 477.75 +4.25 14,516 53,607 +3,057
Mar01 001024 484.00 488.50 480.50 487.25 +3.25 4,358 27,024 +691
May01 001024 492.50 496.00 488.00 494.75 +3.50 639 16,314 +84
Jul01 001024 499.00 503.00 496.00 501.75 +3.00 1,460 18,231 -57
Aug01 001024 500.00 503.00 497.00 502.25 +2.25 26 655 +20
Sep01 001024 505.00 505.00 505.00 505.00 +2.00 1 164 -1
Total Volume and Open Interest 52,628 193,390 -6,248
Soybean Meal(CBOT)
Dec00 001024 168.00 170.50 166.50 169.90 +2.60 8,417 53,082 -615
Jan01 001024 165.60 168.00 164.50 167.30 +1.90 4,005 22,152 +1,438
Mar01 001024 164.70 166.50 163.30 165.80 +1.60 1,278 12,072 +469
May01 001024 164.00 165.80 163.00 165.00 +1.70 333 8,678 +168
Jul01 001024 165.00 166.80 164.00 166.10 +1.60 656 4,874 -49
Aug01 001024 164.50 166.40 163.80 165.70 +2.10 25 1,163 +9
Sep01 001024 164.30 166.00 163.70 165.10 +1.60 44 822 +22
Oct01 001024 163.50 166.00 163.50 165.10 +1.80 26 226 +23
Total Volume and Open Interest 15,416 104,044 +1,759
Soybean Oil(CBOT)
Dec00 001024 14.88 14.89 14.68 14.82 +0.03 5,767 67,664 -443
Jan01 001024 15.17 15.17 14.98 15.12 +0.04 2,838 25,553 +973
Mar01 001024 15.56 15.56 15.38 15.51 +0.04 1,146 18,434 -105
May01 001024 15.97 15.97 15.79 15.90 +0.04 211 11,762 +69
Jul01 001024 16.24 16.32 16.18 16.30 +0.06 411 8,478 +52
Aug01 001024 16.38 16.52 16.38 16.41 +0.04 2 1,725 +4
Sep01 001024 16.57 16.70 16.56 16.56 +0.03 43 1,468 +43
Oct01 001024 16.85 16.85 16.70 16.70 +0.05 46 1,455 +46
Total Volume and Open Interest 11,315 140,767 +1,144
Canola(WCE)
Nov00 001024 251.7 253.2 250.8 252.8 +1.4 3,823 18,102 -4,319
Jan01 001024 258.0 259.5 256.8 259.1 +1.6 6,075 36,850 +1,442
Mar01 001024 263.4 264.5 262.9 264.4 +1.0 345 12,385 +209
May01 001024 269.5 270.9 269.5 270.9 +1.4 16 2,128 +1
Jul01 001024 274.1 277.5 274.0 277.5 +0.9 12 2,190 +7
Total Volume and Open Interest 10,371 72,329 -2,560
Corn(CBOT)
Nov00 001024 199.00 199.75 198.00 199.50 +0.50 1,536 2,598 -1,132
Dec00 001024 203.00 204.50 202.50 204.00 +0.75 35,803 198,428 -2,338
Jan01 001024 207.00 208.00 206.50 207.75 +0.50 103 755 +66
Mar01 001024 214.25 215.50 214.00 215.25 +1.00 10,687 112,049 +3,459
May01 001024 222.00 223.00 221.50 222.75 +0.75 3,206 30,935 +666
Jul01 001024 228.75 230.25 228.50 229.75 +0.75 2,261 39,415 +960
Total Volume and Open Interest 55,218 410,065 +2,108
Wheat(CBOT)
Dec00 001024 257.50 258.50 253.00 256.25 -0.50 20,700 93,538 -1,699
Mar01 001024 275.50 276.25 270.50 274.00 -0.25 5,185 35,131 +1,502
May01 001024 285.00 285.50 280.75 283.50 -0.50 513 2,537 +110
Jul01 001024 293.00 294.75 290.00 293.75 +0.50 1,012 18,425 +419
Sep01 001024 302.00 302.50 299.00 302.00 +0.50 11 638 +4
Total Volume and Open Interest 27,487 152,182 +376
Wheat(KCBT)
Dec00 001024 305.00 306.00 301.00 305.50 -0.50 5,912 48,856 -468
Mar01 001024 318.25 320.00 314.75 319.50 +1.25 2,792 27,329 -52
May01 001024 325.50 326.00 322.50 325.75 +0.75 314 2,870 +126
Jul01 001024 330.00 330.75 326.50 330.75 +1.00 418 7,550 +240
Sep01 001024 334.50 334.50 334.50 334.50 -1.00 3 188 +2
Total Volume and Open Interest 9,439 86,886 -152
Wheat(MGE)
Dec00 001024 320.25 321.00 317.00 319.50 -0.50 2,339 15,142 -540
Mar01 001024 334.50 335.00 331.50 333.75 -0.50 376 6,799 +93
May01 001024 342.00 342.50 340.50 341.75 -0.50 15 1,484 +4
Jul01 001024 350.50 350.50 348.00 348.25 -1.00 20 650 +12
Sep01 001024 355.00 355.00 355.00 355.00 -1.50 0 340 +0
Total Volume and Open Interest 2,750 24,569 -431
Oats(CBOT)
Dec00 001024 109.75 109.75 108.75 109.00 unch 867 10,075 -271
Mar01 001024 119.00 119.50 118.50 118.75 +0.25 450 3,383 +110
May01 001024 123.75 123.75 123.00 123.25 +0.25 2 251 +1
Jul01 001024 128.50 128.50 127.00 127.25 -0.50 0 146 +0
Total Volume and Open Interest 1,375 14,135 -136
Rough Rice(CBOT)
Nov00 001024 6.62 6.65 6.57 6.62 +0.02 183 855 -73
Jan01 001024 6.62 6.64 6.57 6.60 unch 235 4,032 -20
Mar01 001024 6.78 6.78 6.73 6.75 unch 73 1,026 -19
May01 001024 6.90 6.90 6.90 6.90 unch 13 415 +0
Total Volume and Open Interest 504 6,471 -112
Live Cattle(CME)
Oct00 001024 70.150 70.900 70.125 70.700 +0.575 2,080 5,845 -1,240
Dec00 001024 71.700 72.450 71.500 72.325 +0.625 8,836 62,311 -91
Feb01 001024 73.000 73.500 72.900 73.375 +0.325 3,058 26,348 +1,358
Apr01 001024 74.350 74.800 74.150 74.675 +0.250 1,301 16,825 +865
Jun01 001024 71.275 71.750 71.175 71.550 +0.250 563 6,350 +195
Aug01 001024 71.425 71.800 71.200 71.675 +0.300 569 4,286 +453
Total Volume and Open Interest 16,435 122,922 +1,551
Feeder Cattle(CME)
Oct00 001024 87.300 87.450 87.300 87.375 +0.050 462 1,980 -215
Nov00 001024 88.450 88.900 88.250 88.725 +0.250 828 4,458 +92
Jan01 001024 89.700 89.850 89.450 89.675 +0.050 934 6,006 +350
Mar01 001024 88.900 89.100 88.750 89.075 +0.175 298 2,804 +133
Apr01 001024 88.725 88.900 88.600 88.900 +0.100 89 1,032 +76
May01 001024 88.200 88.400 88.150 88.400 +0.125 163 1,174 +37
Aug01 001024 88.200 88.300 88.150 88.300 +0.050 61 384 +20
Total Volume and Open Interest 2,859 17,868 +507
Lean Hogs(CME)
Dec00 001024 52.800 53.625 52.425 53.575 +0.425 3,102 22,072 -654
Feb01 001024 53.800 54.750 53.550 54.725 +0.475 885 7,151 +67
Apr01 001024 52.500 53.500 52.400 53.400 +0.475 446 3,066 -1
Jun01 001024 59.150 59.950 59.075 59.925 +0.600 96 1,222 +35
Jul01 001024 57.700 58.100 57.700 58.100 +0.500 22 378 +20
Aug01 001024 55.600 56.225 55.600 56.225 +0.500 11 306 +3
Oct01 001024 47.950 48.450 47.875 48.450 +0.450 4 323 +1
Dec01 001024 45.950 46.000 45.950 45.975 +0.225 6 279 +5
Total Volume and Open Interest 4,572 34,797 -524
Pork Bellies(CME)
Feb01 001024 62.500 62.600 60.450 61.200 -1.700 798 2,046 -89
Mar01 001024 62.300 62.550 60.550 61.225 -1.675 21 76 +2
May01 001024 63.100 63.100 62.250 62.250 -1.550 9 49 +5
Jul01 001024 62.050 62.050 62.050 62.050 -0.950 0 25 +0
Aug01 001024 62.500 62.500 62.500 62.500 unch 1 5 +0
Total Volume and Open Interest 829 2,201 -82
Cocoa(NYBOT)
Dec00 001024 785 815 783 809 +25 4,326 41,364 +458
Mar01 001024 818 845 816 839 +23 2,460 23,372 +798
May01 001024 839 865 837 860 +23 925 14,248 -24
Jul01 001024 860 883 860 883 +23 2 10,186 -2
Sep01 001024 884 906 884 906 +22 36 10,517 +16
Dec01 001024 930 938 929 938 +21 1 12,169 +1
Mar02 001024 971 971 971 971 +21 201 9,911 +200
Total Volume and Open Interest 7,951 140,612 +1,447
Coffee "C"(NYBOT)
Dec00 001024 79.00 79.90 78.80 79.25 +0.80 11,524 25,798 -1,403
Mar01 001024 84.20 84.60 83.75 84.00 +0.80 2,533 9,755 +321
May01 001024 87.50 87.60 86.80 86.80 +0.70 315 2,716 +32
Jul01 001024 90.50 90.50 89.25 89.70 +0.70 403 1,749 +122
Sep01 001024 93.10 93.10 92.50 92.50 +0.75 239 2,164 +89
Dec01 001024 97.00 97.00 96.50 96.50 +0.75 36 630 +4
Total Volume and Open Interest 15,050 42,822 -835
Orange Juice(NYBOT)
Nov00 001024 70.30 70.65 69.80 69.85 -0.80 1,652 10,234 -981
Jan01 001024 72.50 72.75 72.15 72.45 -0.15 1,554 13,606 +462
Mar01 001024 75.50 75.70 75.30 75.30 -0.25 34 7,078 +20
May01 001024 77.80 77.80 77.80 77.80 +0.25 0 908 +0
Jul01 001024 79.75 80.30 79.75 80.30 +0.55 8 418 +7
Total Volume and Open Interest 3,248 32,657 -492
Sugar #11(NYBOT)
Mar01 001024 10.63 10.74 10.56 10.58 -0.20 10,051 107,088 -1,038
May01 001024 10.09 10.15 10.05 10.06 -0.14 1,224 16,605 -114
Jul01 001024 9.53 9.62 9.50 9.52 -0.12 956 22,289 -25
Oct01 001024 9.20 9.27 9.18 9.22 -0.08 356 15,378 +160
Mar02 001024 9.13 9.20 9.12 9.12 -0.08 58 6,501 -9
Total Volume and Open Interest 12,645 168,747 -1,026
London Cocoa(LCE)
Dec00 001024 604 617 603 617 +12 2,694 47,563 -911
Mar01 001024 624 638 624 638 +12 1,241 50,450 +623
May01 001024 643 656 643 655 +12 459 25,755 +171
Jul01 001024 658 670 658 670 +12 15 10,246 +4
Sep01 001024 673 684 672 684 +12 66 17,427 +18
Dec01 001024 711 711 711 711 +12 0 5,387 +0
Mar02 001024 735 735 735 735 +12 0 15,462 +0
Total Volume and Open Interest 4,475 186,597 -95
London Coffee(LCE)
Nov00 001024 720.00 732.00 710.00 732.00 -1.00 2,789 18,167 -1,579
Jan01 001024 740.00 753.00 732.00 751.00 -3.00 3,250 21,843 +1,116
Mar01 001024 765.00 775.00 756.00 775.00 -3.00 507 7,463 +217
May01 001024 791.00 799.00 785.00 799.00 -3.00 35 4,652 +7
Jul01 001024 815.00 822.00 815.00 822.00 -3.00 0 2,368 +0
Sep01 001024 845.00 845.00 845.00 845.00 -3.00 0 432 +0
Total Volume and Open Interest 6,581 55,725 +55,725
London Sugar(LCE)
Oct00 000915 263.50 264.00 252.00 262.70 -0.90 2,117 1,120 -1,892
Dec00 001024 261.50 261.50 257.70 257.70 -5.30 542 14,699 +9
Mar01 001024 263.00 263.00 260.00 260.10 -4.90 728 18,726 +59
May01 001024 260.40 260.40 257.70 257.70 -5.00 108 3,595 -80
Aug01 001024 256.50 256.50 254.60 254.60 -5.00 39 5,039 -10
Total Volume and Open Interest 1,657 44,406 +168
Cotton(NYBOT)
Dec00 001024 62.72 63.15 62.60 62.70 +0.29 4,386 34,768 -270
Mar01 001024 64.60 64.85 64.40 64.45 +0.20 857 13,049 +54
May01 001024 65.40 65.75 65.30 65.35 +0.15 265 8,810 +41
Jul01 001024 66.00 66.15 65.90 65.95 +0.05 49 4,386 +8
Oct01 001024 63.55 63.55 63.55 63.55 +0.30 22 663 +0
Dec01 001024 63.65 63.85 63.65 63.65 +0.20 50 5,003 +23
Total Volume and Open Interest 5,629 66,811 -144
Lumber(CME)
Nov00 001024 222.5 222.5 218.5 219.4 -3.1 215 2,215 -5
Jan01 001024 234.9 234.9 231.1 232.4 -2.4 92 1,184 +0
Mar01 001024 245.5 245.5 244.0 244.3 -0.9 11 661 +3
May01 001024 250.2 251.4 250.2 251.0 +0.8 1 118 +0
Total Volume and Open Interest 320 4,240 -1
Crude Oil(NYM)
Dec00 001024 33.75 34.08 33.30 33.37 -0.39 47,952 142,558 -1,298
Jan01 001024 32.95 33.15 32.45 32.50 -0.49 13,713 53,527 +401
Feb01 001024 32.25 32.50 31.89 31.89 -0.50 6,108 22,823 +552
Mar01 001024 31.85 31.90 31.37 31.37 -0.51 3,152 18,091 +652
Apr01 001024 31.35 31.48 30.92 30.92 -0.52 1,832 15,482 -762
May01 001024 30.95 30.95 30.47 30.47 -0.53 1,380 10,743 -70
Jun01 001024 30.40 30.50 30.02 30.02 -0.53 2,319 27,347 +50
Jul01 001024 29.57 29.57 29.57 29.57 -0.54 439 11,887 -162
Aug01 001024 29.60 29.60 29.13 29.13 -0.54 1,251 8,974 +557
Sep01 001024 29.12 29.12 28.70 28.70 -0.54 1,226 13,324 +642
Total Volume and Open Interest 86,806 453,953 -7,127
Heating Oil(NYM)
Nov00 001024 99.50 101.00 99.10 99.44 -0.46 12,047 27,197 -3,367
Dec00 001024 98.90 100.30 98.50 98.87 -0.62 7,389 41,599 +120
Jan01 001024 98.15 99.30 97.80 97.81 -0.68 2,449 29,043 -652
Feb01 001024 96.10 96.90 95.47 95.47 -0.62 2,037 20,176 -217
Mar01 001024 91.25 91.85 90.82 90.82 -0.77 1,020 14,036 -323
Apr01 001024 86.70 87.60 86.37 86.37 -0.92 518 9,041 +362
May01 001024 83.10 83.20 82.32 82.32 -1.12 137 5,237 +43
Jun01 001024 80.75 80.75 79.77 79.77 -1.17 2 5,633 +2
Jul01 001024 78.52 78.52 78.52 78.52 -1.27 0 1,860 +2
Aug01 001024 78.17 78.17 78.17 78.17 -1.32 170 2,973 +118
Total Volume and Open Interest 25,910 163,722 -3,909
Unleaded Gas(NYM)
Nov00 001024 96.75 99.25 95.80 98.98 +1.77 11,649 22,601 -565
Dec00 001024 90.10 92.40 90.10 91.98 +0.77 9,318 22,334 +1,403
Jan01 001024 88.65 89.10 88.55 88.88 +0.27 1,346 8,499 +374
Feb01 001024 87.50 88.60 87.50 87.98 +0.17 299 6,838 +76
Mar01 001024 88.25 88.60 88.25 88.28 +0.22 662 7,013 +39
Apr01 001024 93.50 93.50 92.98 92.98 +0.07 278 5,714 +80
May01 001024 92.13 92.13 92.13 92.13 +0.07 29 4,042 -28
Jun01 001024 90.63 90.63 90.63 90.63 -0.03 270 2,482 +150
Total Volume and Open Interest 24,147 86,891 +1,562
Natural Gas(NYM)
Nov00 001024 4.995 5.005 4.770 4.820 -0.252 33,460 37,906 -644
Dec00 001024 5.090 5.120 4.900 4.940 -0.253 11,953 51,303 +1,011
Jan01 001024 5.075 5.120 4.930 4.960 -0.240 4,824 32,103 +620
Feb01 001024 4.890 4.950 4.755 4.780 -0.220 2,105 22,188 +249
Mar01 001024 4.690 4.720 4.550 4.555 -0.202 1,629 26,146 +228
Apr01 001024 4.410 4.440 4.310 4.325 -0.187 2,998 18,921 -300
May01 001024 4.300 4.345 4.230 4.235 -0.170 2,351 18,236 -62
Jun01 001024 4.300 4.345 4.228 4.228 -0.162 680 19,429 +280
Total Volume and Open Interest 65,270 381,629 +2,572
Brent Crude Oil(IPE)
Dec00 001024 32.00 32.29 31.55 31.59 -0.50 29,231 65,692 +531
Jan01 001024 31.40 31.74 31.05 31.05 -0.47 7,605 58,297 +1,394
Feb01 001024 30.85 31.18 30.52 30.52 -0.48 2,048 17,694 +321
Mar01 001024 30.20 30.60 29.94 29.94 -0.47 1,520 17,472 +617
Apr01 001024 29.66 30.00 29.41 29.41 -0.46 1,650 14,515 +816
May01 001024 29.34 29.55 28.97 28.97 -0.46 853 5,641 +127
Jun01 001024 28.90 29.04 28.54 28.54 -0.48 399 13,840 +168
Jul01 001024 28.50 28.50 28.13 28.13 -0.51 35 4,858 -35
Total Volume and Open Interest 43,516 238,655 +4,064
Gas Oil(IPE)
Nov00 001024 304.00 304.50 300.00 303.25 +6.00 10,620 30,219 +381
Dec00 001024 295.50 297.50 294.00 296.50 +6.00 8,758 33,391 +2,299
Jan01 001024 289.25 291.00 288.00 290.50 +6.00 3,228 16,443 +953
Feb01 001024 281.25 282.75 280.50 282.75 +6.50 952 5,517 -202
Mar01 001024 272.25 273.00 271.00 273.00 +6.50 283 5,631 +175
Apr01 001024 263.25 263.75 262.00 263.00 +5.25 353 3,517 +278
May01 001024 256.00 256.00 256.00 256.00 +5.25 33 823 +33
Jun01 001024 248.50 252.00 248.50 250.50 +4.75 3,014 11,960 +2,256
Total Volume and Open Interest 27,791 113,125 +113,125
US Dollar Index(NYBOT)
Dec00 001024 117.43 117.58 117.06 117.34 -0.10 375 4,596 +1
Mar01 001024 117.30 117.30 117.17 117.17 -0.10 380 6,620 +5
Jun01 001024 117.00 117.00 117.00 117.00 -0.10 380 6,620 +5
Total Volume and Open Interest 380 6,620 +5
Australian Dollar(IMM)
Dec00 001024 52.94 53.07 52.50 52.61 +0.05 1,877 22,770 -538
Mar01 001024 52.62 52.66 52.62 52.66 +0.06 170 1,447 +163
Jun01 001024 52.71 52.71 52.71 52.71 +0.07 0 6 +0
Total Volume and Open Interest 2,047 24,223 -375
British Pound(IMM)
Dec00 001024 145.44 145.48 144.86 145.14 -0.28 2,540 30,917 +121
Mar01 001024 145.50 145.50 145.34 145.34 -0.28 0 96 +0
Jun01 001024 145.54 145.54 145.54 145.54 -0.28 0 3 +0
Total Volume and Open Interest 11,315 140,767 +1,144
Canadian Dollar(IMM)
Dec00 001024 66.24 66.28 66.12 66.18 -0.17 6,745 78,001 -2,916
Mar01 001024 66.40 66.40 66.31 66.34 -0.17 181 2,467 +45
Jun01 001024 66.54 66.54 66.47 66.47 -0.17 118 1,289 +70
Sep01 001024 66.63 66.63 66.60 66.60 -0.17 19 463 +10
Total Volume and Open Interest 7,063 82,491 -2,791
Japanese Yen(IMM)
Dec00 001024 93.22 93.52 93.05 93.50 +0.23 9,809 66,897 -245
Mar01 001024 94.88 94.95 94.88 94.93 +0.23 1 228 +1
Jun01 001024 96.33 96.33 96.33 96.33 +0.23 0 7 +0
Total Volume and Open Interest 3,248 32,657 -492
Swiss Franc(IMM)
Dec00 001024 56.13 56.14 55.81 55.95 +0.05 3,993 49,140 +360
Mar01 001024 56.47 56.47 56.39 56.39 +0.05 14 44 -2
Jun01 001024 56.81 56.81 56.81 56.81 +0.05 0 3 +0
Total Volume and Open Interest 26,724    
EuroFX(IMM)
Dec00 001024 84.05 84.13 83.73 83.91 +0.15 7,294 75,851 +6
Mar01 001024 84.33 84.35 84.15 84.22 +0.15 304 1,067 +237
Total Volume and Open Interest 7,598 76,918 +243
Mexican Peso(IMM)
Dec00 001024 10235.0 10265.0 10210.0 10228.0 -12.0 3,677 9,437 +92
Mar01 001024 9955.0 9970.0 9955.0 9955.0 -13.0 8 3,545 +4
Total Volume and Open Interest 4,130 13,537 +311
30-Year T-Bonds(CBOT)
Dec00 001024 101~07 101~08 100~18 100~26 -0~13 168,913 411,524 +15,702
Mar01 001024 101~02 101~02 100~20 100~27 -0~13 1,541 8,938 -7
Jun01 001024 100~24 100~24 100~24 100~24 -0~13 0 136 +0
Total Volume and Open Interest 170,454 420,668 +15,695
Municipal Bonds(CBOT)
Dec00 001024 100~01 100~02 99~24 99~29 -0~09 1,004 20,117 -100
Total Volume and Open Interest 1,004 20,117 -100
10-Year T-Notes(CBOT)
Dec00 001024 101~265 101~285 101~125 101~200 -0~075 140,380 547,375 +3,422
Mar01 001024 101~240 101~245 101~160 101~230 -0~075 4,383 17,995 +1,870
Total Volume and Open Interest 144,763 565,371 +5,292
5-Year T-Notes(CBOT)
Dec00 001024 101~090 101~095 101~025 101~080 -0~045 37,091 371,250 -181
Mar01 001024 101~045 101~095 101~045 101~095 -0~045 93 2,723 +93
Total Volume and Open Interest 37,184 373,973 -88
2 Year T-Notes(CBOT)
Dec00 001024 100~034 100~034 100~024 100~032 -0~008 3,352 54,124 -930
Total Volume and Open Interest 3,352 54,124 -930
3-Mth T-Bills(IMM)
Dec00 001024 93.89 93.89 93.89 93.89 -0.01 38 1,317 +5
Total Volume and Open Interest 15    
Eurodollars(IMM)
Dec00 001024 93.335 93.335 93.315 93.330 -0.010 27,278 550,887 -3,696
Mar01 001024 93.565 93.570 93.530 93.560 -0.025 57,433 498,454 -3,928
Jun01 001024 93.650 93.655 93.620 93.645 -0.030 40,872 341,013 -2,297
Sep01 001024 93.680 93.690 93.650 93.675 -0.035 34,507 330,537 +2,082
Dec01 001024 93.600 93.610 93.570 93.590 -0.040 19,908 237,670 -1,846
Mar02 001024 93.655 93.655 93.620 93.650 -0.035 15,540 195,249 -208
Jun02 001024 93.615 93.620 93.585 93.610 -0.040 12,008 141,561 +1,729
Sep02 001024 93.590 93.595 93.560 93.585 -0.035 9,475 102,245 +223
Dec02 001024 93.490 93.505 93.470 93.500 -0.035 5,526 84,918 +1,603
Mar03 001024 93.545 93.550 93.520 93.545 -0.035 5,525 76,682 -36
Jun03 001024 93.510 93.520 93.490 93.515 -0.035 4,803 56,440 +536
Sep03 001024 93.480 93.490 93.460 93.485 -0.035 5,128 57,939 +626
Total Volume and Open Interest 271,151 3,051,347 -2,333
3-Mth Euro-Yen(IMM)
Dec00 001024 99.47 99.47 99.47 99.47 +0.01 244 13,136 -334
Mar01 001024 99.50 99.50 99.50 99.50 unch 254 23,698 +158
Jun01 001024 99.47 99.48 99.47 99.48 +0.01 1,977 9,622 +807
Sep01 001024 99.40 99.40 99.39 99.40 unch 112 10,980 +51
Dec01 001024 99.29 99.30 99.29 99.30 unch 202 5,105 -49
Mar02 001024 99.25 99.25 99.25 99.25 unch 201 3,079 +101
Jun02 001024 99.17 99.17 99.17 99.17 unch 0 771 +0
Sep02 001024 99.05 99.05 99.05 99.05 unch 0 59 +0
Dec02 001024 98.86 98.86 98.86 98.86 unch 0 30 +0
Mar03 001024 98.76 98.76 98.76 98.76 unch      
Total Volume and Open Interest 2,990 66,480 +734
3-Mth Euro-Yen(SIMEX)
Dec00 001024 99.46 99.47 99.46 99.47 +0.01 2,378 98,013 -560
Mar01 001024 99.50 99.50 99.49 99.50 unch 3,247 101,623 -499
Jun01 001024 99.46 99.46 99.46 99.46 unch 1,496 83,104 -234
Sep01 001024 99.39 99.40 99.39 99.39 unch 766 64,546 -207
Dec01 001024 99.29 99.29 99.29 99.29 unch 1,234 22,910 -123
Mar02 001024 99.25 99.25 99.25 99.25 unch 100 15,178 -100
Jun02 001024 99.15 99.16 99.15 99.16 unch 0 7,192 +0
Sep02 001024 99.04 99.04 99.04 99.04 0.00 0 4,703 -125
Total Volume and Open Interest 9,221 406,207 +394,048
German Euro-Bund(EUREX)
Dec00 001024 105.63 105.69 105.53 105.61 +0.02 252,870 648,216 -37,182
Mar01 001024 105.61 105.71 105.60 105.66 +0.04 2,272 16,942 +325
Jun01 001024 105.39 105.39 105.39 105.39 +0.02 0 3,589 +2,986
Total Volume and Open Interest 255,142 668,747 -33,871
German Euro-Bobl(EUREX)
Dec00 001024 103.58 103.72 103.51 103.62 +0.04 107,795 402,060 -5,773
Mar01 001024 103.39 103.43 103.38 103.38 +0.05 1,571 2,514 -406
Jun01 001024 103.30 103.30 103.30 103.30 +0.04 0 250 +0
Total Volume and Open Interest 109,366 404,824 -6,179
Long Gilt(LIFFE)
Dec00 001024 113~25 113~30 113~20 113~26 +0~01 7,985 73,257 -498
Mar01 001024 113~18 113~18 113~18 113~18 +0~01      
Total Volume and Open Interest 7,985 73,257 -498
3-Mth Short Sterling(LIFFE)
Dec00 001024 93.84 93.87 93.84 93.85 unch 16,047 168,818 -3,557
Mar01 001024 93.85 93.88 93.84 93.86 +0.01 13,659 200,994 +289
Jun01 001024 93.84 93.88 93.84 93.85 +0.01 10,502 10,232 -88,799
Total Volume and Open Interest 49,890 660,532 -91,193
3-Mth Euribor(LIFFE)
Dec00 001024 94.775 94.800 94.760 94.785 +0.010 63,323 328,197 +3,784
Mar01 001024 94.765 94.795 94.750 94.780 +0.020 58,412 268,965 +5,444
Jun01 001024 94.765 94.800 94.750 94.785 +0.025 31,178 196,119 +1,177
Total Volume and Open Interest 201,526 1,337,456 +9,853
3-Mth Aus T-Bills(SFE)
Dec00 001024 93.62 93.63 93.61 93.63 +0.02 7,010 191,427 -2,523
Mar01 001024 93.66 93.68 93.66 93.68 +0.02 1,458 81,879 +1,792
Jun01 001024 93.71 93.71 93.70 93.71 +0.02 1,286 34,308 -1,033
Sep01 001024 93.70 93.72 93.70 93.72 +0.04 65 20,029 +562
Dec01 001024 93.66 93.68 93.66 93.68 +0.05 43 10,416 -4
Mar02 001024 93.60 93.63 93.60 93.63 +0.05 50 7,029 -24
Jun02 001024 93.55 93.58 93.55 93.58 +0.06 78 5,414 +28
Sep02 001024 93.53 93.53 93.53 93.53 +0.05 210 3,594 +210
Dec02 001024 93.48 93.48 93.48 93.48 +0.04 55 1,993 +50
Mar03 001024 93.44 93.44 93.44 93.44 +0.01 137 1,214 +15
Total Volume and Open Interest 10,442 360,671 -892
10-Year Aus T-Bonds(SFE)
Dec00 001024 94.00 94.04 93.98 93.99 +0.01 8,087 113,765 +350
Mar01 001024 94.04 94.04 94.04 94.04 +0.07      
Total Volume and Open Interest 8,087 113,765 +350
3-Year Aus T-Bonds(SFE)
Dec00 001024 94.07 94.10 94.07 94.08 +0.03 22,682 419,669 +2,405
Mar01 001024 94.05 94.05 94.05 94.05 +0.03      
Total Volume and Open Interest 22,682 419,669 +2,405
Gold(CMX)
Oct00 001024 269.8 270.1 269.8 270.1 unch 32 23 +15
Dec00 001024 272.2 272.8 271.6 272.1 +0.1 11,861 86,642 +1,374
Feb01 001024 274.5 275.0 274.4 274.8 +0.1 313 15,573 +19
Apr01 001024 277.8 277.8 277.0 277.3 +0.1 14 4,551 -9
Jun01 001024 279.6 279.9 279.6 279.8 +0.1 305 9,001 +79
Aug01 001024 282.1 282.1 282.1 282.1 +0.1 3 2,424 +0
Total Volume and Open Interest 9,439 86,886 -152
Silver(CMX)
Dec00 001024 484.0 486.0 482.5 483.3 +1.3 9,708 65,323 +1,715
Mar01 001024 491.0 492.0 489.5 490.1 +1.3 1,321 6,310 +802
May01 001024 498.0 498.0 493.9 493.9 +1.3 59 1,386 +53
Jul01 001024 498.0 498.0 497.3 497.3 +1.5 27 1,697 -24
Sep01 001024 501.0 501.0 500.6 500.6 +1.7 0 2,961 +0
Total Volume and Open Interest 11,133 82,643 +2,549
Platinum(NYM)
Oct00 001024 582.7 582.7 582.7 582.7 -10.9 4 0 -100
Jan01 001024 575.0 575.6 564.0 564.7 -10.9 356 8,291 -13
Apr01 001024 552.7 552.7 552.7 552.7 -10.9 0 22 +1
Total Volume and Open Interest 360 8,313 -112
Palladium(NYME)
Dec00 001024 758.00 758.00 750.00 752.00 -9.35 73 1,127 -5
Mar01 001024 752.00 752.00 752.00 752.00 -9.35 4 819 -3
Total Volume and Open Interest 77 1,946 -8
Copper(CMX)
Dec00 001024 87.10 87.35 86.50 86.55 -0.20 4,603 39,016 -413
Mar01 001024 87.40 87.70 86.90 86.95 -0.05 734 10,694 +8
May01 001024 87.50 87.50 86.75 86.75 -0.05 226 2,532 +145
Jul01 001024 87.20 87.20 86.55 86.55 -0.05 30 1,876 +15
Sep01 001024 87.00 87.00 86.35 86.35 -0.05 58 946 +22
Total Volume and Open Interest 6,391 73,062 -215
DJIA Index(CBOT)
Dec00 001024 10405 10500 10365 10435 +48 10,624 15,447 -1,315
Mar01 001024 10585 10620 10550 10567 +48 6 59 -1
Jun01 001024 10699 10699 10699 10699 +48 2 2 +1
Total Volume and Open Interest 10,634 15,514 -1,315
S & P 500(CME)
Dec00 001024 1417.50 1428.50 1399.00 1403.00 -14.20 53,627 405,295 -2,191
Mar01 001024 1442.30 1442.30 1422.20 1423.50 -14.10 2 6,387 +2
Jun01 001024 1468.20 1468.20 1444.20 1444.20 -14.00 0 2,354 -3
Sep01 001024 1465.30 1465.30 1465.30 1465.30 -14.10 0 284 -2
Total Volume and Open Interest 53,629 414,540 -2,194
S & P 500 E-Mini(Globex)
Dec00 001024 1415.25 1428.75 1399.00 1403.00 -14.25 85,786 51,387 +1,899
Mar01 001024 1419.00 1445.50 1419.00 1423.50 -14.00 3 15 +2
Total Volume and Open Interest 1,318    
NASDAQ 100(CME)
Dec00 001024 3500.00 3520.00 3330.00 3342.50 -151.50 17,512 34,880 -532
Mar01 001024 3397.50 3397.50 3397.50 3397.50 -151.50 0 54 +0
Jun01 001024 3445.50 3445.50 3445.50 3445.50 -151.50      
Total Volume and Open Interest 17,512 34,934 -532
NASDAQ 100 E-Mini(GLOBEX)
Dec00 001024 3477.0 3535.0 3329.0 3342.5 -151.5 65,144 35,741 -1,595
Mar01 001024 3397.5 3559.5 3397.5 3397.5 -151.5 0 7 +0
Total Volume and Open Interest 65,144 35,741 -1,602
NYSE Composite(NYBOT)
Dec00 001024 649.75 656.45 647.75 648.75 -2.00 142 1,483 +19
Mar01 001024 657.75 657.75 657.75 657.75 -2.00 0 212 +0
Jun01 001024 666.75 666.75 666.75 666.75 -2.00 0 102 +0
Total Volume and Open Interest 122 3,222 -37
S & P Midcap 400(CME)
Dec00 001024 523.00 523.00 512.00 512.00 -9.50 709 17,008 +177
Mar01 001024 519.25 519.25 519.25 519.25 -8.25 0 1 +0
Jun01 001024 526.25 526.25 526.25 526.25 -8.25 0 1 +0
Total Volume and Open Interest 709 17,010 +177
Russell 2000(CME)
Dec00 001024 496.50 499.00 488.00 488.75 -6.45 1,621 13,593 +288
Mar01 001024 496.25 496.25 496.25 496.25 -6.45      
Jun01 001024 503.80 503.80 503.80 503.80 -6.45      
Total Volume and Open Interest 1,621 13,593 +288
Value Line(KCBT)
Dec00 001024 1093.00 1107.50 1090.50 1090.50 -4.50 5 151 -2
Total Volume and Open Interest 5 151 -2
Nikkei 225(CME)
Dec00 001024 15140 15250 15070 15100 unch 697 15,010 +6
Mar01 001024 0 0 0 0 unch 0 20 +0
Total Volume and Open Interest 697 15,030 +6
Nikkei 225(SIMEX)
Dec00 001024 15055 15240 15040 15140 +50 10,495 84,250 -2,085
Mar01 001024 15160 15160 15160 15160 +50 0 3,622 +0
Jun01 001024 15140 15140 15140 15140 +50 0 405 +0
Total Volume and Open Interest 10,495 88,682 -2,085
CAC 40(MATIF)
Oct00 001024 6190.0 6338.5 6160.0 6302.5 +117.5 39,935 281,767 +281,767
Nov00 001024 6195.0 6360.5 6194.0 6359.5 +135.5 2,482 12,085 +12,085
Dec00 001024 6241.0 6386.0 6225.0 6314.0 +72.0 551 135,369 +135,369
Total Volume and Open Interest 2,750 24,569 -431
DAX Index(EUREX)
Dec00 001024 6687.0 6884.0 6652.0 6866.5 +184.0 33,660 159,465 +1,013
Mar01 001024 6761.0 6971.5 6760.0 6955.0 +186.5 382 4,013 +70
Jun01 001024 6834.5 7047.5 6834.5 7030.0 +188.0 375 4,133 +258
Total Volume and Open Interest 34,417 166,270 -810
FT