MRCI Logo
MRCI's End of Day Prices
Daily Futures Price Listing Mon November 06, 2000
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Nov00 001106 476.50 480.00 474.00 474.25 +1.00 6,966 7,330 -1,826
Jan01 001106 487.50 491.00 484.00 484.75 +0.50 21,698 91,087 +660
Mar01 001106 497.00 500.00 494.25 494.75 +1.25 4,883 31,032 -221
May01 001106 504.50 507.50 502.00 502.50 +2.00 643 16,223 +176
Jul01 001106 512.00 515.50 510.00 510.50 +0.50 1,466 19,878 +25
Aug01 001106 513.50 516.00 510.50 510.50 +0.25 118 764 +38
Sep01 001106 514.00 516.00 511.00 511.00 +1.00 1 332 +2
Total Volume and Open Interest 36,108 172,878 -1,363
Soybean Meal(CBOT)
Dec00 001106 173.80 176.30 173.50 174.60 +2.40 8,800 47,380 -569
Jan01 001106 172.20 174.20 171.60 172.70 +2.10 2,977 26,317 -53
Mar01 001106 171.50 172.40 170.50 171.50 +2.30 1,982 15,262 +54
May01 001106 170.80 171.20 169.50 170.50 +2.10 1,135 9,638 +233
Jul01 001106 170.50 171.70 170.00 170.90 +2.20 391 6,860 -124
Aug01 001106 169.80 171.20 169.80 170.10 +2.10 113 1,630 +1
Sep01 001106 170.00 170.80 169.50 169.60 +2.50 29 1,123 -14
Oct01 001106 170.00 170.30 169.50 169.50 +2.70 11 427 +7
Total Volume and Open Interest 15,465 109,761 -466
Soybean Oil(CBOT)
Dec00 001106 15.14 15.30 15.08 15.14 +0.03 6,021 58,616 -2,037
Jan01 001106 15.46 15.60 15.37 15.42 +0.02 3,164 31,710 -80
Mar01 001106 15.86 16.00 15.77 15.81 +0.01 1,633 23,011 -249
May01 001106 16.23 16.38 16.19 16.19 +0.01 712 11,907 +263
Jul01 001106 16.61 16.75 16.57 16.57 unch 393 7,903 +115
Aug01 001106 16.68 16.68 16.68 16.68 -0.01 108 1,917 -93
Sep01 001106 17.00 17.00 16.91 16.91 +0.05 14 1,644 +14
Oct01 001106 16.95 16.95 16.95 16.95 -0.08 22 1,501 +22
Total Volume and Open Interest 12,082 144,311 -2,045
Canola(WCE)
Nov00 001106 253.1 253.1 253.1 253.1 +0.8 340 1,183 -669
Jan01 001106 258.9 260.4 258.1 259.0 +0.6 1,493 40,506 +720
Mar01 001106 264.8 266.2 264.1 264.7 +0.5 823 18,464 +598
May01 001106 270.6 270.7 270.1 270.3 +0.3 95 2,265 +30
Jul01 001106 276.1 276.1 276.1 276.1 -0.6 5 2,332 -5
Total Volume and Open Interest 2,756 65,466 +674
Corn(CBOT)
Nov00 001106 211.75 211.75 209.50 209.50 -0.50 30 221 -123
Dec00 001106 213.75 216.00 213.25 213.50 +0.25 38,824 201,972 +2,637
Jan01 001106 218.00 220.00 217.50 217.50 +0.50 246 1,016 +194
Mar01 001106 225.25 227.50 224.75 225.25 +0.75 13,036 139,726 +2,677
May01 001106 232.50 234.75 232.25 232.50 +0.75 2,594 38,061 +281
Jul01 001106 239.50 241.75 239.25 239.75 +0.75 2,782 45,777 +33
Total Volume and Open Interest 59,060 456,166 +6,128
Wheat(CBOT)
Dec00 001106 266.00 266.50 262.00 262.75 -1.25 15,992 87,414 -1,521
Mar01 001106 282.50 284.00 279.75 280.50 -1.25 4,324 42,856 +404
May01 001106 293.75 294.00 290.25 290.75 -1.50 175 2,701 +13
Jul01 001106 302.00 303.00 299.00 300.25 -1.25 1,091 19,424 -54
Sep01 001106 309.00 309.00 309.00 309.00 -0.50 56 904 +31
Total Volume and Open Interest 21,669 155,789 -1,102
Wheat(KCBT)
Dec00 001106 320.00 320.00 314.50 317.25 -1.50 7,045 45,514 +201
Mar01 001106 334.50 334.50 329.00 332.00 -0.50 2,851 30,762 +196
May01 001106 342.50 342.50 338.00 340.50 unch 70 2,561 -4
Jul01 001106 348.00 348.50 344.00 346.75 unch 786 9,358 +263
Sep01 001106 353.00 353.50 351.00 353.00 unch 6 270 +6
Total Volume and Open Interest 10,759 88,559 +662
Wheat(MGE)
Dec00 001106 326.00 328.00 323.50 324.25 -1.00 3,848 15,093 +88
Mar01 001106 342.00 342.50 338.50 339.00 -1.50 1,724 7,211 +97
May01 001106 349.00 351.00 347.50 347.75 -1.00 67 1,438 -20
Jul01 001106 356.50 358.00 355.25 355.25 -0.75 3 625 +1
Sep01 001106 362.00 362.00 362.00 362.00 -0.50 36 381 +10
Total Volume and Open Interest 5,695 24,937 +193
Oats(CBOT)
Dec00 001106 109.25 110.00 108.50 109.00 +0.25 464 9,324 -201
Mar01 001106 118.50 119.00 118.00 118.00 +0.25 230 3,609 +42
May01 001106 122.50 124.00 122.50 123.25 +1.25 28 241 +7
Jul01 001106 128.00 128.00 128.00 128.00 +1.25 6 184 +0
Total Volume and Open Interest 774 13,883 -130
Rough Rice(CBOT)
Nov00 001106 6.24 6.24 6.22 6.22 unch 30 29 -46
Jan01 001106 6.51 6.54 6.44 6.44 -0.06 118 3,878 -35
Mar01 001106 6.72 6.72 6.65 6.66 -0.04 76 1,218 +44
May01 001106 6.90 6.90 6.85 6.87 -0.03 11 538 +1
Total Volume and Open Interest 235 5,868 -36
Live Cattle(CME)
Dec00 001106 72.625 73.225 72.325 73.050 +0.525 10,109 60,631 -1,228
Feb01 001106 74.350 74.725 73.925 74.525 +0.300 5,402 32,164 +375
Apr01 001106 74.925 75.200 74.625 75.075 +0.200 1,779 19,723 +265
Jun01 001106 71.875 72.100 71.650 71.900 +0.075 478 6,934 +67
Aug01 001106 71.950 72.250 71.750 71.975 +0.125 647 5,094 +346
Oct01 001106 73.500 73.750 73.450 73.750 +0.150 34 1,008 +12
Total Volume and Open Interest 18,454 125,601 -164
Feeder Cattle(CME)
Nov00 001106 88.500 88.700 88.300 88.600 +0.175 271 3,107 -178
Jan01 001106 88.800 89.075 88.600 88.900 +0.025 977 7,318 -37
Mar01 001106 88.275 88.350 88.000 88.300 -0.050 368 3,358 +31
Apr01 001106 88.000 88.200 87.900 88.200 -0.025 102 1,221 +35
May01 001106 87.750 87.750 87.475 87.750 -0.150 129 1,274 +30
Aug01 001106 87.700 87.700 87.550 87.650 -0.050 23 445 -5
Sep01 001106 87.400 87.600 87.275 87.600 unch 1 66 +1
Total Volume and Open Interest 1,879 16,812 -119
Lean Hogs(CME)
Dec00 001106 52.500 53.550 52.400 53.325 +0.750 4,990 20,535 -91
Feb01 001106 54.975 55.875 54.775 55.800 +0.825 2,837 9,162 +847
Apr01 001106 53.650 54.700 53.650 54.575 +0.750 834 3,652 +123
Jun01 001106 60.350 61.350 60.350 61.100 +0.550 451 1,528 +105
Jul01 001106 58.700 59.175 58.500 59.175 +0.625 18 389 +7
Aug01 001106 56.600 56.975 56.550 56.975 +0.400 39 333 +13
Oct01 001106 48.600 48.975 48.550 48.975 +0.400 38 379 +12
Dec01 001106 46.200 46.300 45.950 46.250 +0.250 17 300 +12
Total Volume and Open Interest 9,224 36,278 +1,028
Pork Bellies(CME)
Feb01 001106 62.000 64.100 61.850 63.775 +1.775 999 2,158 -8
Mar01 001106 62.100 63.950 61.800 63.650 +1.450 38 103 -3
May01 001106 64.900 65.500 64.200 64.200 +1.600 2 58 -2
Jul01 001106 64.500 65.500 64.500 65.000 +1.500 2 32 +1
Aug01 001106 64.000 64.000 64.000 64.000 +3.000 0 7 +0
Total Volume and Open Interest 1,041 2,358 -12
Cocoa(NYBOT)
Dec00 001106 750 758 740 743 -6 4,317 31,625 -2,880
Mar01 001106 788 791 776 778 -8 3,091 29,287 +1,337
May01 001106 810 811 799 800 -8 459 15,979 +151
Jul01 001106 830 830 820 821 -8 515 12,583 +126
Sep01 001106 850 850 843 844 -8 137 10,519 +31
Dec01 001106 881 883 876 876 -8 29 12,469 +15
Mar02 001106 909 909 909 909 -8 0 10,143 +0
Total Volume and Open Interest 8,598 142,002 -1,170
Coffee "C"(NYBOT)
Dec00 001106 73.75 75.15 73.75 74.70 +1.10 4,846 23,341 -480
Mar01 001106 79.50 80.20 79.10 79.90 +1.10 2,706 12,797 +797
May01 001106 82.75 83.50 82.20 83.25 +1.30 480 3,042 +15
Jul01 001106 85.90 86.35 85.85 86.35 +1.35 169 1,898 +53
Sep01 001106 88.90 89.35 88.90 89.35 +1.35 76 2,541 +4
Dec01 001106 92.75 93.45 92.75 93.45 +1.35 37 713 +27
Total Volume and Open Interest 8,314 44,345 +416
Orange Juice(NYBOT)
Nov00 001106 68.70 69.10 68.20 68.95 +1.25 232 517 -533
Jan01 001106 72.90 73.85 72.25 73.40 +1.20 626 18,673 +228
Mar01 001106 75.70 77.00 75.55 76.70 +1.35 96 8,675 +70
May01 001106 78.00 79.00 78.00 78.90 +1.45 70 1,298 +47
Jul01 001106 79.50 81.00 79.50 80.50 +0.85 26 698 +25
Total Volume and Open Interest 1,050 30,381 -165
Sugar #11(NYBOT)
Mar01 001106 9.52 9.77 9.52 9.56 -0.01 16,192 82,124 -2,753
May01 001106 9.20 9.32 9.10 9.11 -0.04 1,516 18,968 +143
Jul01 001106 8.60 8.70 8.51 8.51 -0.05 1,290 23,129 +213
Oct01 001106 8.32 8.37 8.22 8.22 -0.07 439 17,519 +143
Mar02 001106 8.30 8.30 8.19 8.19 -0.07 180 6,956 +29
Total Volume and Open Interest 19,878 150,044 -1,969
London Cocoa(LCE)
Dec00 001106 582 586 579 582 -1 853 42,621 -96
Mar01 001106 602 607 600 603 -1 1,519 52,289 +81
May01 001106 620 624 618 621 unch 676 28,762 +22
Jul01 001106 635 639 635 636 unch 177 12,262 +115
Sep01 001106 649 651 648 649 -1 225 20,703 +140
Dec01 001106 676 682 676 679 -1 65 5,452 +0
Mar02 001106 700 704 700 703 -1 145 15,645 +141
Total Volume and Open Interest 3,660 192,300 +403
London Coffee(LCE)
Nov00 001106 695.00 699.00 692.00 694.00 -7.00 334 2,906 -138
Jan01 001106 709.00 710.00 703.00 703.00 -9.00 1,876 29,622 -159
Mar01 001106 730.00 732.00 726.00 726.00 -9.00 608 9,108 +52
May01 001106 760.00 760.00 750.00 750.00 -10.00 63 5,410 +52
Jul01 001106 781.00 781.00 774.00 774.00 -11.00 30 2,450 -2
Sep01 001106 800.00 802.00 798.00 798.00 -12.00 4 818 +4
Total Volume and Open Interest 2,918 51,505 -188
London Sugar(LCE)
Dec00 001106 248.40 250.00 246.60 247.30 -1.50 2,790 7,044 -1,792
Mar01 001106 245.40 248.50 244.50 245.50 -0.50 2,174 20,608 +447
May01 001106 241.50 244.20 241.50 241.70 -0.80 248 4,105 +51
Aug01 001106 238.00 238.50 237.00 237.50 -0.70 336 6,070 +327
Oct01 001106 234.00 234.00 232.00 232.00 -1.00 248 2,119 +77
Total Volume and Open Interest 5,796 40,374 -890
Cotton(NYBOT)
Dec00 001106 64.05 65.42 64.05 65.36 +1.61 4,899 25,037 -1,371
Mar01 001106 66.75 67.74 66.75 67.68 +1.50 2,452 18,362 +634
May01 001106 67.65 68.40 67.65 68.38 +1.39 1,563 10,110 +582
Jul01 001106 68.10 68.83 68.10 68.83 +1.38 278 5,290 +144
Oct01 001106 65.10 65.25 64.40 64.40 +0.60 2 629 +0
Dec01 001106 64.25 64.55 64.25 64.55 +0.55 102 5,350 +56
Total Volume and Open Interest 17,796 64,910 +45
Lumber(CME)
Nov00 001106 209.4 209.5 206.5 207.4 -0.9 358 1,313 -97
Jan01 001106 225.5 225.5 222.1 223.2 +0.5 491 2,120 +140
Mar01 001106 235.4 235.7 234.5 234.5 -0.3 97 772 -20
May01 001106 242.1 243.5 241.6 242.9 -0.1 26 126 +9
Total Volume and Open Interest 973 4,391 +32
Crude Oil(NYM)
Dec00 001106 32.40 32.97 32.10 32.86 +0.15 54,514 121,330 -3,275
Jan01 001106 31.15 31.87 31.10 31.69 +0.14 27,886 73,173 +4,391
Feb01 001106 30.45 30.98 30.37 30.84 +0.11 5,904 26,442 +468
Mar01 001106 29.90 30.21 29.77 30.21 +0.10 2,889 18,250 +206
Apr01 001106 29.33 29.75 29.33 29.71 +0.09 1,062 16,546 -154
May01 001106 28.77 29.25 28.77 29.25 +0.09 1,227 12,448 +215
Jun01 001106 28.44 28.85 28.43 28.80 +0.09 1,540 28,063 -17
Jul01 001106 28.15 28.35 28.15 28.35 +0.09 58 12,259 -4
Aug01 001106 27.70 27.91 27.70 27.91 +0.09 924 10,601 +431
Sep01 001106 27.37 27.50 27.37 27.48 +0.09 1,595 16,911 +497
Total Volume and Open Interest 104,785 477,284 +4,039
Heating Oil(NYM)
Dec00 001106 90.80 92.15 90.00 91.69 -0.48 14,735 48,002 -1,096
Jan01 001106 90.20 91.35 89.60 91.03 -0.42 6,078 36,955 +1,139
Feb01 001106 88.50 89.50 88.10 89.33 -0.36 2,672 23,157 +789
Mar01 001106 85.30 85.90 84.70 85.78 -0.11 2,753 14,445 +259
Apr01 001106 80.90 81.93 80.50 81.93 +0.04 1,854 9,043 -126
May01 001106 77.50 78.33 77.00 78.33 +0.14 935 5,529 -40
Jun01 001106 75.00 76.23 75.00 76.23 +0.24 289 6,621 +36
Jul01 001106 75.00 75.30 75.00 75.23 +0.34 96 2,056 +60
Aug01 001106 74.90 75.08 74.90 75.08 +0.44 239 3,561 +37
Sep01 001106 75.48 75.48 75.48 75.48 +0.54 65 1,240 +26
Total Volume and Open Interest 29,969 157,058 +1,164
Unleaded Gas(NYM)
Dec00 001106 86.00 88.50 85.60 88.22 +1.27 10,170 33,732 +348
Jan01 001106 83.50 85.30 83.20 85.12 +0.82 3,202 12,994 +531
Feb01 001106 83.00 84.27 82.75 84.27 +0.52 742 7,875 +255
Mar01 001106 84.20 84.47 84.00 84.47 +0.42 255 7,442 -1
Apr01 001106 88.75 88.90 88.75 88.87 +0.32 854 5,252 +196
May01 001106 87.60 88.17 87.60 88.17 +0.37 313 4,648 +103
Jun01 001106 86.50 86.77 86.50 86.77 +0.37 0 2,385 +0
Jul01 001106 84.97 84.97 84.97 84.97 +0.37 0 1,282 +0
Total Volume and Open Interest 16,375 82,533 +1,821
Natural Gas(NYM)
Dec00 001106 4.950 4.970 4.800 4.849 -0.082 34,096 45,798 -643
Jan01 001106 4.985 4.990 4.850 4.904 -0.068 12,078 35,569 +795
Feb01 001106 4.805 4.805 4.695 4.744 -0.058 4,584 27,560 +856
Mar01 001106 4.610 4.610 4.500 4.554 -0.053 2,163 29,222 +112
Apr01 001106 4.395 4.395 4.310 4.354 -0.043 3,723 20,632 +596
May01 001106 4.305 4.305 4.250 4.279 -0.038 528 19,182 -217
Jun01 001106 4.250 4.269 4.220 4.269 -0.038 1,393 20,973 +144
Jul01 001106 4.280 4.280 4.235 4.269 -0.038 560 11,009 +29
Total Volume and Open Interest 67,481 382,517 +4,050
Brent Crude Oil(IPE)
Dec00 001106 30.63 31.30 30.40 31.29 +0.44 21,511 49,385 +188
Jan01 001106 29.90 30.55 29.75 30.54 +0.29 13,600 63,934 +1,471
Feb01 001106 29.18 29.89 29.15 29.89 +0.30 4,267 24,676 +2,044
Mar01 001106 28.48 29.19 28.48 29.19 +0.29 3,732 23,540 +1,004
Apr01 001106 27.91 28.56 27.90 28.56 +0.29 1,422 20,052 +242
May01 001106 27.46 28.10 27.45 28.10 +0.29 175 5,426 -230
Jun01 001106 27.14 27.69 27.14 27.69 +0.32 225 15,965 -18
Jul01 001106 26.75 27.31 26.68 27.31 +0.32 0 4,714 +0
Total Volume and Open Interest 46,917 249,730 +3,831
Gas Oil(IPE)
Nov00 001106 280.00 280.00 272.75 277.00 -3.50 9,914 23,780 -659
Dec00 001106 270.50 273.50 267.00 272.25 -2.00 7,878 32,033 +187
Jan01 001106 265.00 268.50 263.00 267.50 -1.50 3,626 17,756 +1,113
Feb01 001106 259.00 262.00 258.50 261.75 -1.25 518 5,119 +26
Mar01 001106 250.75 253.25 250.75 253.25 -0.75 167 5,788 +15
Apr01 001106 242.50 245.25 242.50 245.25 unch 10 5,543 +0
May01 001106 238.00 239.00 238.00 239.00 +0.25 0 986 +0
Jun01 001106 232.00 235.00 232.00 234.75 +0.75 600 11,434 +8
Total Volume and Open Interest 22,713 109,888 +605
US Dollar Index(NYBOT)
Dec00 001106 114.80 116.00 114.38 115.62 +0.75 1,431 3,967 -168
Mar01 001106 115.05 115.72 115.05 115.46 +0.75 1,452 6,029 -166
Jun01 001106 115.30 115.30 115.30 115.30 +0.75 1,452 6,029 -166
Total Volume and Open Interest 1,452 6,029 -166
Australian Dollar(IMM)
Dec00 001106 52.82 53.03 52.65 52.75 +0.17 1,302 22,144 -351
Mar01 001106 52.90 52.95 52.80 52.80 +0.17 53 2,177 +49
Jun01 001106 52.85 52.85 52.85 52.85 +0.17 0 6 +0
Total Volume and Open Interest 1,355 24,327 -302
British Pound(IMM)
Dec00 001106 144.66 144.66 142.60 143.02 -2.14 5,458 31,042 +128
Mar01 001106 144.70 144.70 142.80 143.28 -2.08 3 101 -2
Jun01 001106 143.54 143.54 143.10 143.54 -2.02 0 3 +0
Total Volume and Open Interest 5,461 31,146 +126
Canadian Dollar(IMM)
Dec00 001106 65.34 65.49 65.34 65.41 +0.08 5,699 73,767 +769
Mar01 001106 65.50 65.66 65.49 65.55 +0.08 0 2,853 -12
Jun01 001106 65.65 65.75 65.56 65.66 +0.08 6 1,561 +12
Sep01 001106 65.75 65.90 65.75 65.76 +0.08 14 601 +2
Total Volume and Open Interest 5,723 79,072 +774
Japanese Yen(IMM)
Dec00 001106 94.04 94.25 93.62 93.78 -0.44 25,735 60,189 -6,958
Mar01 001106 95.48 95.60 95.20 95.22 -0.44 102 288 +37
Jun01 001106 96.63 96.63 96.63 96.63 -0.44 0 8 +0
Total Volume and Open Interest 25,837 60,626 -6,921
Swiss Franc(IMM)
Dec00 001106 57.09 57.16 56.43 56.76 -0.33 17,328 47,932 -2,754
Mar01 001106 57.54 57.54 56.93 57.19 -0.33 7 94 +4
Jun01 001106 57.60 57.60 57.38 57.60 -0.33 0 10 +0
Total Volume and Open Interest 17,335 48,036 -2,750
EuroFX(IMM)
Dec00 001106 86.86 87.05 85.75 86.22 -0.47 19,390 73,208 -208
Mar01 001106 87.05 87.38 86.13 86.54 -0.46 177 1,205 +57
Total Volume and Open Interest 19,567 74,413 -151
Mexican Peso(IMM)
Dec00 001106 10205.0 10235.0 10198.0 10230.0 +15.0 2,604 10,121 +1,788
Mar01 001106 9940.0 9940.0 9940.0 9940.0 +25.0 0 3,624 +1
Total Volume and Open Interest 2,604 14,840 +1,789
30-Year T-Bonds(CBOT)
Dec00 001106 99~01 99~06 98~16 98~25 -0~07 309,954 406,955 +2,118
Mar01 001106 99~04 99~06 98~17 98~25 -0~09 3,078 17,055 +1,013
Jun01 001106 98~21 98~21 98~21 98~21 -0~09 20 156 +20
Total Volume and Open Interest 313,122 424,300 +3,206
Municipal Bonds(CBOT)
Dec00 001106 99~11 99~15 98~28 99~00 -0~09 2,334 19,642 +86
Mar01 001106 98~26 98~26 98~16 98~17        
10-Year T-Notes(CBOT)
Dec00 001106 100~115 100~160 100~010 100~050 -0~065 227,772 559,961 +9,577
Mar01 001106 100~125 100~145 100~015 100~055 -0~070 2,566 27,829 -242
Total Volume and Open Interest 230,338 587,791 +9,335
5-Year T-Notes(CBOT)
Dec00 001106 100~170 100~170 100~085 100~115 -0~050 80,441 364,894 -1,758
Mar01 001106 100~185 100~185 100~110 100~130 -0~050 3,364 10,821 +2,510
Total Volume and Open Interest 83,805 375,715 +752
2 Year T-Notes(CBOT)
Dec00 001106 100~007 100~007 99~122 99~125 -0~008 4,238 55,275 +302
Total Volume and Open Interest 4,238 55,275 +302
3-Mth T-Bills(IMM)
Dec00 001106 93.83 93.83 93.77 93.78 -0.03 5 1,335 +5
Total Volume and Open Interest 5 1,362 +5
Eurodollars(IMM)
Dec00 001106 93.285 93.290 93.275 93.280 -0.010 50,545 523,583 -4,775
Mar01 001106 93.475 93.480 93.425 93.430 -0.050 104,568 512,170 +4,975
Jun01 001106 93.585 93.590 93.535 93.545 -0.040 102,861 362,051 +6,325
Sep01 001106 93.625 93.635 93.580 93.590 -0.040 109,007 374,358 +11,814
Dec01 001106 93.540 93.540 93.500 93.500 -0.040 31,323 252,429 -1,581
Mar02 001106 93.585 93.585 93.535 93.545 -0.040 30,324 210,087 +2,372
Jun02 001106 93.530 93.530 93.475 93.485 -0.045 18,011 143,696 -1,994
Sep02 001106 93.485 93.485 93.425 93.440 -0.045 15,759 107,504 -2,786
Dec02 001106 93.365 93.370 93.310 93.320 -0.055 7,217 84,626 -522
Mar03 001106 93.385 93.390 93.330 93.340 -0.055 7,945 75,753 -203
Jun03 001106 93.345 93.345 93.290 93.295 -0.060 8,661 56,253 -477
Sep03 001106 93.310 93.310 93.255 93.260 -0.060 7,058 56,369 -1,109
Total Volume and Open Interest 528,358 3,141,308 +13,068
3-Mth Euro-Yen(IMM)
Dec00 001106 99.47 99.47 99.47 99.47 unch 12 12,863 -127
Mar01 001106 99.51 99.52 99.51 99.51 -0.01 505 23,671 +493
Jun01 001106 99.48 99.48 99.47 99.47 -0.02 105 9,592 -63
Sep01 001106 99.42 99.42 99.41 99.42 -0.01 207 11,968 +60
Dec01 001106 99.32 99.32 99.32 99.32 unch 189 5,804 +141
Mar02 001106 99.28 99.28 99.28 99.28 -0.01 0 3,390 +0
Jun02 001106 99.21 99.21 99.21 99.21 unch 0 773 +0
Sep02 001106 99.09 99.09 99.08 99.09 -0.01 0 207 +0
Dec02 001106 98.88 98.88 98.88 98.88 unch 0 30 +0
Mar03 001106 98.82 98.82 98.82 98.82 unch      
Total Volume and Open Interest 1,018 68,298 +504
3-Mth Euro-Yen(SIMEX)
Dec00 001106 99.46 99.47 99.46 99.47 unch 917 97,606 +448
Mar01 001106 99.53 99.53 99.51 99.52 -0.01 1,846 100,394 +350
Jun01 001106 99.49 99.49 99.47 99.48 -0.01 244 83,645 +438
Sep01 001106 99.42 99.42 99.42 99.42 unch 245 64,425 -21
Dec01 001106 99.32 99.32 99.32 99.32 unch 2 21,492 -170
Mar02 001106 99.28 99.29 99.28 99.29 unch 281 14,771 +194
Jun02 001106 99.21 99.21 99.21 99.21 unch 52 7,561 +2
Sep02 001106 99.07 99.07 99.07 99.07 unch 0 5,111 +106
Total Volume and Open Interest 3,587 404,063 +1,342
German Euro-Bund(EUREX)
Dec00 001106 105.39 105.56 105.32 105.42 -0.02 619,179 629,466 +8,649
Mar01 001106 105.55 105.63 105.48 105.50 -0.01 2,138 23,124 +1,791
Jun01 001106 105.27 105.27 105.27 105.27 +0.01 0 4,063 +74
Total Volume and Open Interest 621,317 656,653 +10,514
German Euro-Bobl(EUREX)
Dec00 001106 103.63 103.70 103.58 103.62 -0.01 246,050 360,273 -3,767
Mar01 001106 103.41 103.41 103.36 103.36 -0.01 3,047 7,883 +836
Jun01 001106 103.30 103.30 103.30 103.30 -0.01 0 1,011 +441
Total Volume and Open Interest 249,097 369,167 -2,490
Long Gilt(LIFFE)
Dec00 001106 113~24 113~30 113~20 113~22 +0~00 20,411 70,637 -601
Mar01 001106 113~17 113~17 113~13 113~13 +0~00 30 182 +30
Total Volume and Open Interest 20,441 70,819 -571
3-Mth Short Sterling(LIFFE)
Dec00 001106 93.88 93.90 93.88 93.88 unch 14,149 165,659 -32
Mar01 001106 93.92 93.96 93.92 93.93 +0.01 28,930 201,286 -4,138
Jun01 001106 93.93 93.98 93.93 93.95 +0.02 13,236 104,808 -1,029
Total Volume and Open Interest 81,654 778,799 -2,660
3-Mth Euribor(LIFFE)
Dec00 001106 94.815 94.825 94.800 94.810 unch 51,913 337,217 +2,584
Mar01 001106 94.830 94.840 94.815 94.830 +0.005 65,057 287,341 +730
Jun01 001106 94.860 94.870 94.845 94.860 +0.005 44,503 204,728 -1,399
Total Volume and Open Interest 227,461 1,413,578 +8,879
3-Mth Aus T-Bills(SFE)
Dec00 001106 93.55 93.58 93.55 93.58 +0.01 8,760 191,096 -2,246
Mar01 001106 93.56 93.59 93.56 93.59 unch 3,266 78,795 -5,660
Jun01 001106 93.60 93.62 93.60 93.62 -0.01 613 35,804 -283
Sep01 001106 93.60 93.63 93.60 93.63 -0.01 150 21,739 -211
Dec01 001106 93.58 93.59 93.58 93.59 -0.01 95 11,487 +27
Mar02 001106 93.52 93.53 93.52 93.53 -0.01 40 7,327 -57
Jun02 001106 93.47 93.47 93.47 93.47 -0.02 60 5,273 -25
Sep02 001106 93.42 93.42 93.41 93.42 -0.02 45 3,727 +15
Dec02 001106 93.37 93.39 93.37 93.39 -0.02 0 1,997 +0
Mar03 001106 93.36 93.37 93.36 93.37 -0.02 0 1,210 +0
Total Volume and Open Interest 13,029 361,770 -8,440
10-Year Aus T-Bonds(SFE)
Dec00 001106 93.78 93.82 93.78 93.81 +0.01 2,948 133,060 -3,100
Mar01 001106 93.83 93.83 93.83 93.83 -0.04      
Total Volume and Open Interest 2,948 133,060 -3,100
3-Year Aus T-Bonds(SFE)
Dec00 001106 93.93 93.95 93.92 93.95 -0.03 10,905 341,107 +2,242
Mar01 001106 93.92 93.92 93.92 93.92 -0.03      
Total Volume and Open Interest 10,905 341,107 +2,242
Gold(CMX)
Dec00 001106 266.8 267.4 265.6 266.0 -0.1 15,628 85,836 -118
Feb01 001106 270.1 270.2 268.3 268.5 -0.2 2,577 20,146 +1,463
Apr01 001106 271.8 271.8 271.0 271.1 -0.1 891 4,373 +58
Jun01 001106 275.2 275.2 273.6 273.6 -0.1 782 9,005 -76
Aug01 001106 275.9 275.9 275.9 275.9 -0.1 60 2,454 -16
Oct01 001106 278.7 278.7 278.2 278.2 unch 0 801 +0
Total Volume and Open Interest 19,962 137,871 +1,312
Silver(CMX)
Dec00 001106 477.0 479.0 476.5 478.5 +2.0 6,094 62,812 -191
Mar01 001106 484.0 486.0 483.0 485.3 +2.1 356 11,768 +167
May01 001106 488.5 489.4 487.5 489.4 +2.2 8 1,392 +0
Jul01 001106 494.0 494.0 493.2 493.2 +2.2 18 1,794 +5
Sep01 001106 496.9 496.9 496.9 496.9 +2.2 2 2,961 +0
Total Volume and Open Interest 6,496 86,393 -19
Platinum(NYM)
Jan01 001106 585.0 587.0 582.0 584.6 -5.7 605 7,750 +3
Apr01 001106 571.6 571.6 571.6 571.6 -5.7 0 209 -1
Total Volume and Open Interest 605 7,964 +2
Palladium(NYME)
Dec00 001106 782.00 782.00 775.00 777.50 -13.00 48 947 -30
Mar01 001106 777.00 777.00 777.00 777.00 -13.00 21 826 +21
Jun01 001106 772.00 772.00 772.00 772.00 -13.00 0 135 +0
Total Volume and Open Interest 69 1,908 -9
Copper(CMX)
Dec00 001106 83.85 84.05 82.60 82.75 -1.10 6,450 35,304 +270
Mar01 001106 84.60 84.80 83.40 83.45 -1.20 2,086 14,078 +230
May01 001106 84.50 84.55 83.25 83.25 -1.20 81 2,807 +2
Jul01 001106 84.30 84.30 83.10 83.10 -1.15 177 2,243 -26
Sep01 001106 84.10 84.10 83.00 83.00 -1.05 326 1,195 +208
Total Volume and Open Interest 10,690 71,231 +569
DJIA Index(CBOT)
Dec00 001106 10895 11080 10870 11065 +177 8,995 18,166 +264
Mar01 001106 11037 11210 11025 11209 +180 24 79 +19
Jun01 001106 11352 11352 11352 11352 +180 0 7 +0
Total Volume and Open Interest 9,019 18,259 +283
S & P 500(CME)
Dec00 001106 1440.00 1449.00 1437.00 1446.50 +10.30 51,167 423,249 +1,003
Mar01 001106 1465.00 1470.00 1459.00 1467.70 +10.40 304 9,286 +268
Jun01 001106 1488.00 1489.70 1481.70 1489.20 +10.50 105 2,557 -132
Sep01 001106 1510.20 1511.70 1503.70 1511.20 +10.50 0 284 +0
Total Volume and Open Interest 51,621 435,679 +1,179
S & P 500 E-Mini(Globex)
Dec00 001106 1436.00 1452.50 1436.00 1446.50 +10.25 66,960 53,697 +1,471
Mar01 001106 1470.50 1486.00 1459.50 1467.75 +10.50 1 18 +1
Total Volume and Open Interest 66,961 53,715 +1,472
NASDAQ 100(CME)
Dec00 001106 3373.00 3400.00 3310.00 3331.00 -22.00 12,090 39,897 -170
Mar01 001106 3385.50 3385.50 3385.50 3385.50 -22.50 0 54 +0
Jun01 001106 3433.50 3433.50 3433.50 3433.50 -22.50      
Total Volume and Open Interest 12,090 39,951 -170
NASDAQ 100 E-Mini(GLOBEX)
Dec00 001106 3353.0 3400.0 3311.0 3331.0 -22.0 45,893 46,926 -682
Mar01 001106 3385.5 3440.0 3385.5 3385.5 -22.5 0 6 +0
Total Volume and Open Interest 45,893 46,932 -682
NYSE Composite(NYBOT)
Dec00 001106 666.00 671.75 665.75 670.25 +5.35      
Mar01 001106 679.25 679.25 679.25 679.25 +5.35      
Jun01 001106 688.25 688.25 688.25 688.25 +5.35      
Total Volume and Open Interest      
S & P Midcap 400(CME)
Dec00 001106 533.00 536.50 532.00 533.10 +2.10 155 17,136 -207
Mar01 001106 540.35 540.35 540.35 540.35 +2.10 0 1 +0
Jun01 001106 547.35 547.35 547.35 547.35 +2.10 0 1 +0
Total Volume and Open Interest 155 17,138 -207
Russell 2000(CME)
Dec00 001106 514.00 515.00 506.00 508.35 -1.75 70 14,622 +122
Mar01 001106 515.85 515.85 515.85 515.85 -1.75      
Jun01 001106 523.40 523.40 523.40 523.40 -1.75      
Total Volume and Open Interest 70 14,622 +122
Value Line(KCBT)
Dec00 001106 1154.00 1157.00 1146.00 1147.50 -0.50 44 214 +4
Total Volume and Open Interest 45 217 +5
Nikkei 225(CME)
Dec00 001106 15330 15380 15300 15360 +415 548 16,060 +102
Mar01 001106 15300 15400 15300 15400 +420 0 26 +0
Total Volume and Open Interest 548 16,086 +102
Nikkei 225(SIMEX)
Dec00 001106 14950 15430 14900 15385 +550 10,140 0 -86,243
Mar01 001106 14920 15405 14920 15405 +550      
Jun01 001106 15385 15385 15385 15385 +550      
Total Volume and Open Interest 20,216 110,227 +18,227
CAC 40(MATIF)
Nov00 001106 6440.5 6478.0 6365.0 6372.0 -66.0 38,812 190,496 +7,248
Dec00 001106 6465.0 6501.0 6394.0 6411.0 -49.5 925 174,134 +731
Total Volume and Open Interest 41,020 385,332 +8,706
DAX Index(EUREX)
Dec00 001106 7196.0 7223.5 7148.0 7177.0 +3.5 31,114 160,467 -692
Mar01 001106 7311.5 7315.0 7241.5 7269.0 +4.0 258 5,761 +291
Jun01 001106 7346.5 7346.5 7346.5 7346.5 +2.5 150 7,399 +295
Total Volume and Open Interest 31,522 173,627 -106
FT-SE 100(LIFFE)
Dec00 001106 6469.00