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MRCI's End of Day Prices
Daily Futures Price Listing Fri November 17, 2000
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan01 001117 482.00 489.00 481.25 487.75 +10.25 18,236 82,286 +18
Mar01 001117 491.50 498.25 490.50 497.00 +10.50 2,846 33,876 +347
May01 001117 498.00 506.00 498.00 505.00 +10.50 1,333 18,170 +363
Jul01 001117 505.00 513.50 505.00 512.25 +10.75 1,641 21,759 +248
Aug01 001117 506.50 513.00 506.50 512.50 +10.00 14 847 +8
Sep01 001117 508.00 514.00 508.00 513.00 +10.00 0 359 +0
Nov01 001117 512.00 519.00 512.00 517.50 +10.00 141 6,972 +72
Total Volume and Open Interest 24,212 164,269 +1,056
Soybean Meal(CBOT)
Dec00 001117 171.50 176.00 171.50 175.80 +6.00 9,673 37,990 -1,037
Jan01 001117 171.00 175.40 171.00 175.20 +6.30 4,964 30,745 +52
Mar01 001117 170.00 173.70 169.80 173.60 +6.20 2,224 19,481 +282
May01 001117 168.20 172.00 168.20 172.00 +5.80 1,896 11,937 +184
Jul01 001117 168.80 172.50 168.70 172.40 +5.70 889 10,029 +333
Aug01 001117 168.50 172.00 168.50 171.70 +5.70 180 2,228 +123
Sep01 001117 168.00 171.00 168.00 171.00 +5.10 114 1,397 +38
Oct01 001117 169.50 170.00 169.40 170.00 +5.50 1 634 +5
Total Volume and Open Interest 19,941 115,787 -64
Soybean Oil(CBOT)
Dec00 001117 15.16 15.28 15.05 15.18 +0.05 8,003 46,233 -1,229
Jan01 001117 15.42 15.55 15.34 15.45 +0.05 4,698 34,070 +627
Mar01 001117 15.80 15.95 15.74 15.85 +0.06 2,395 31,497 +196
May01 001117 16.22 16.34 16.13 16.23 +0.05 1,663 11,704 -291
Jul01 001117 16.60 16.72 16.55 16.60 +0.05 2,068 7,923 -426
Aug01 001117 16.77 16.84 16.75 16.75 +0.06 312 2,152 +135
Sep01 001117 16.95 17.02 16.90 16.90 unch 217 1,822 +82
Oct01 001117 17.10 17.15 17.05 17.05 unch 2 1,552 +3
Total Volume and Open Interest 19,381 143,485 -903
Canola(WCE)
Nov00 001117 259.5 259.5 259.5 259.5 +0.7 0 35 -72
Jan01 001117 262.5 264.5 262.0 263.6 +1.9 6,355 37,249 -2,050
Mar01 001117 268.7 270.0 267.9 269.5 +2.3 806 22,611 -72
May01 001117 275.5 275.5 274.3 274.5 +1.1 75 2,400 +0
Jul01 001117 280.0 281.0 278.9 280.5 +1.5 176 2,736 +150
Total Volume and Open Interest 7,723 66,027 -1,888
Corn(CBOT)
Dec00 001117 210.00 212.00 210.00 211.25 +2.50 41,946 147,621 -10,085
Jan01 001117 214.50 216.75 214.50 215.50 +2.25 220 1,281 +66
Mar01 001117 223.00 224.50 222.50 223.50 +2.50 20,139 186,867 +5,191
May01 001117 230.00 232.00 230.00 231.75 +3.00 1,435 42,379 +678
Jul01 001117 237.50 239.00 237.00 238.25 +2.50 3,028 51,145 +439
Sep01 001117 244.00 245.50 244.00 244.75 +3.00 235 4,917 +173
Total Volume and Open Interest 69,426 464,140 -2,912
Wheat(CBOT)
Dec00 001117 255.50 258.25 255.50 256.00 +1.50 13,955 65,990 -3,223
Mar01 001117 273.50 276.50 273.50 274.25 +1.75 12,046 64,313 +1,952
May01 001117 285.00 287.00 284.50 285.00 +1.00 1,342 4,160 +639
Jul01 001117 295.00 296.75 294.50 295.50 +1.50 1,460 20,038 +82
Sep01 001117 304.50 304.50 304.00 304.25 +1.25 33 990 -8
Total Volume and Open Interest 28,877 158,149 -540
Wheat(KCBT)
Dec00 001117 308.50 310.50 308.00 309.50 +2.50 6,573 33,849 -2,016
Mar01 001117 323.50 325.50 323.50 324.00 +2.00 5,559 39,760 +1,014
May01 001117 332.75 334.00 332.00 332.00 +0.50 305 2,857 -31
Jul01 001117 340.50 341.50 339.75 340.25 +1.50 1,012 9,543 -149
Sep01 001117 347.00 347.00 347.00 347.00 +1.00 16 310 +4
Total Volume and Open Interest 13,465 86,413 -1,178
Wheat(MGE)
Dec00 001117 320.00 320.75 318.75 319.50 +0.50 4,204 14,682 +344
Mar01 001117 334.50 335.00 333.00 333.50 +0.75 2,740 9,407 +487
May01 001117 342.50 343.25 342.00 342.00 +1.00 273 1,783 +144
Jul01 001117 349.50 350.50 349.00 349.25 +0.75 212 873 +185
Sep01 001117 357.50 357.50 355.50 355.50 +0.50 16 406 +0
Total Volume and Open Interest 7,445 27,357 +1,160
Oats(CBOT)
Dec00 001117 102.25 102.75 100.75 101.75 -0.50 1,925 7,943 -609
Mar01 001117 113.00 113.50 111.50 112.50 -0.50 1,406 5,116 +609
May01 001117 119.50 119.50 117.75 118.50 -0.50 19 506 +8
Jul01 001117 124.50 124.50 124.25 124.25 -0.50 64 315 +53
Total Volume and Open Interest 3,487 14,716 +104
Rough Rice(CBOT)
Nov00 001117 6.24 6.24 6.24 6.24 unch 7 6 +2
Jan01 001117 6.46 6.52 6.43 6.48 +0.02 761 3,391 -132
Mar01 001117 6.69 6.74 6.67 6.74 +0.04 85 1,313 -20
May01 001117 6.92 6.97 6.90 6.95 +0.03 76 527 +19
Total Volume and Open Interest 1,170 5,984 -123
Live Cattle(CME)
Dec00 001117 72.650 73.225 72.475 72.950 +0.325 9,842 50,215 -2,219
Feb01 001117 75.000 75.550 74.800 75.250 +0.325 7,274 44,532 +1,020
Apr01 001117 75.800 76.200 75.700 75.975 +0.125 2,818 22,993 +878
Jun01 001117 72.500 72.900 72.450 72.650 +0.125 667 7,511 -19
Aug01 001117 72.650 72.950 72.600 72.700 +0.100 648 6,366 +381
Oct01 001117 73.800 74.000 73.800 74.000 +0.200 43 1,056 +22
Total Volume and Open Interest 21,315 132,809 +81
Feeder Cattle(CME)
Jan01 001117 89.625 89.850 89.350 89.475 -0.150 1,315 7,784 +252
Mar01 001117 88.950 89.000 88.650 88.800 -0.275 355 3,676 +104
Apr01 001117 88.450 88.600 88.200 88.500 -0.125 114 1,380 +80
May01 001117 88.000 88.100 87.900 88.100 -0.050 72 1,368 +32
Aug01 001117 88.000 88.100 87.975 88.075 -0.075 67 506 +21
Sep01 001117 87.950 87.950 87.750 87.750 -0.225 5 100 +5
Oct01 001117 87.975 87.975 87.975 87.975 -0.075 2 35 +1
Total Volume and Open Interest 2,258 16,588 +348
Lean Hogs(CME)
Dec00 001117 54.150 54.350 53.900 54.325 +0.300 3,309 15,371 -539
Feb01 001117 56.850 57.100 56.600 56.975 +0.200 2,506 16,286 +546
Apr01 001117 56.200 56.350 56.000 56.200 unch 646 5,054 +277
Jun01 001117 62.750 62.850 62.450 62.725 unch 265 2,374 +187
Jul01 001117 61.250 61.300 61.000 61.250 unch 68 536 +54
Aug01 001117 58.900 58.900 58.400 58.725 -0.075 36 421 +12
Oct01 001117 50.500 50.900 50.350 50.900 +0.300 119 654 +70
Dec01 001117 46.750 46.925 46.750 46.925 unch 46 495 +55
Total Volume and Open Interest 6,995 41,191 +662
Pork Bellies(CME)
Feb01 001117 62.975 63.300 62.200 62.900 -0.075 256 2,152 +17
Mar01 001117 62.650 63.300 62.500 63.150 +0.100 7 105 -1
May01 001117 63.850 64.050 63.650 63.750 +0.175 0 103 +0
Jul01 001117 64.800 65.375 64.550 64.800 -0.400 1 36 +0
Aug01 001117 65.600 65.600 65.600 65.600 unch 0 21 +0
Total Volume and Open Interest 264 2,417 +16
Cocoa(NYBOT)
Dec00 001117 705 710 700 700 unch 190 839 -132
Mar01 001117 738 742 732 735 -2 2,182 47,939 -119
May01 001117 758 761 755 757 -1 614 17,169 -482
Jul01 001117 778 783 776 777 -1 566 13,403 +24
Sep01 001117 799 804 799 800 -1 487 11,433 +78
Dec01 001117 834 834 832 832 -1 128 13,028 +99
Mar02 001117 869 870 865 865 -2 538 10,589 +433
Total Volume and Open Interest 5,818 134,703 +721
Coffee "C"(NYBOT)
Dec00 001117 68.00 69.30 68.00 68.55 -0.30 8,594 7,706 -4,029
Mar01 001117 73.75 74.70 73.75 73.90 -0.20 8,564 24,994 +3,353
May01 001117 77.35 77.80 77.10 77.10 -0.25 937 3,971 +409
Jul01 001117 81.00 81.10 80.30 80.30 -0.30 168 2,123 +39
Sep01 001117 83.00 84.00 83.00 83.55 -0.30 82 2,536 -2
Dec01 001117 88.10 88.25 87.25 87.70 -0.30 616 1,295 +535
Total Volume and Open Interest 18,965 42,636 +309
Orange Juice(NYBOT)
Jan01 001117 75.40 75.75 74.10 74.30 -0.95 709 17,682 -135
Mar01 001117 78.50 78.80 77.60 77.85 -0.40 279 9,221 -23
May01 001117 80.55 80.55 80.25 80.35 -0.20 29 1,763 +19
Jul01 001117 82.85 82.85 82.85 82.85 -0.20 0 772 +0
Sep01 001117 85.50 85.50 85.35 85.35 -0.20 0 315 +0
Total Volume and Open Interest 1,017 30,013 -139
Sugar #11(NYBOT)
Mar01 001117 9.46 9.88 9.46 9.63 +0.07 18,874 77,354 -1,799
May01 001117 9.02 9.30 9.02 9.09 +0.03 2,545 18,775 -352
Jul01 001117 8.55 8.81 8.53 8.58 +0.01 2,233 23,673 +685
Oct01 001117 8.22 8.45 8.20 8.23 -0.02 1,189 18,934 +367
Mar02 001117 8.30 8.30 8.16 8.16 -0.02 1,220 7,473 +243
Total Volume and Open Interest 26,071 148,542 -866
London Cocoa(LCE)
Dec00 001117 558 562 557 560 unch 1,748 36,115 -883
Mar01 001117 574 577 573 575 unch 2,282 54,427 +546
May01 001117 590 592 590 591 unch 249 30,385 +80
Jul01 001117 606 608 604 605 -1 121 12,812 +45
Sep01 001117 619 620 616 618 -1 159 20,858 +104
Dec01 001117 646 649 645 646 -1 1,028 7,746 +67
Mar02 001117 670 673 670 671 -1 688 16,055 +514
Total Volume and Open Interest 7,059 193,538 +997
London Coffee(LCE)
Nov00 001117 657.00 657.00 655.00 657.00 -1.00 283 678 -390
Jan01 001117 665.00 665.00 660.00 665.00 -1.00 1,797 27,124 +63
Mar01 001117 685.00 686.00 680.00 686.00 -1.00 1,148 12,561 +525
May01 001117 710.00 711.00 705.00 710.00 unch 386 6,498 -6
Jul01 001117 735.00 736.00 730.00 736.00 +1.00 119 2,745 +100
Sep01 001117 760.00 762.00 759.00 759.00 unch 190 1,599 +90
Total Volume and Open Interest 3,951 54,351 +382
London Sugar(LCE)
Dec00 001115 225.50 233.60 224.60 225.00 -0.30 902 2,074 -764
Mar01 001117 243.00 249.00 242.00 245.10 +0.80 2,562 21,975 -425
May01 001117 239.00 243.90 237.70 240.60 +0.60 275 4,395 -2
Aug01 001117 235.00 236.00 234.00 236.00 +0.10 167 6,857 +32
Oct01 001117 229.00 229.00 229.00 229.00 -0.70 34 2,462 +0
Total Volume and Open Interest 3,178 36,728 -2,647
Cotton(NYBOT)
Dec00 001117 65.00 65.20 64.66 64.70 -0.28 4,772 9,420 -2,756
Mar01 001117 68.45 68.50 67.85 67.92 -0.53 7,541 32,660 +1,908
May01 001117 69.50 69.60 69.10 69.38 -0.23 1,438 11,243 -108
Jul01 001117 70.00 70.20 69.70 70.00 -0.08 365 6,637 +149
Oct01 001117 65.80 65.85 65.80 65.85 -0.05 2 789 +0
Dec01 001117 65.10 65.11 64.85 64.98 -0.13 120 5,678 +53
Total Volume and Open Interest 28,238 66,587 -754
Lumber(CME)
Jan01 001117 236.5 240.8 236.0 240.5 +4.7 474 2,576 -1
Mar01 001117 246.0 247.7 245.5 247.7 +2.4 163 1,089 +28
May01 001117 249.6 251.7 249.5 251.5 +1.1 31 261 +7
Jul01 001117 254.0 256.1 253.0 255.1 +1.2 9 65 +7
Total Volume and Open Interest 741 4,062 -31
Crude Oil(NYM)
Dec00 001117 34.70 35.70 34.60 35.45 +0.33 51,772 35,916 -15,831
Jan01 001117 34.15 35.09 34.15 35.03 +0.57 85,293 145,255 +13,411
Feb01 001117 33.30 34.20 33.25 34.12 +0.59 19,530 47,472 +2,080
Mar01 001117 32.25 33.05 32.20 33.05 +0.60 6,505 26,134 +1,411
Apr01 001117 31.50 32.05 31.50 32.05 +0.56 3,626 17,912 +204
May01 001117 30.80 31.22 30.70 31.22 +0.52 1,719 13,126 +201
Jun01 001117 29.90 30.48 29.88 30.48 +0.51 3,108 26,761 +410
Jul01 001117 29.40 29.82 29.20 29.82 +0.51 2,278 11,439 -916
Aug01 001117 28.75 29.24 28.75 29.24 +0.51 1,305 11,223 +149
Sep01 001117 28.15 28.72 28.13 28.72 +0.51 485 17,887 +300
Total Volume and Open Interest 183,165 492,618 -571
Heating Oil(NYM)
Dec00 001117 104.30 108.00 103.75 107.88 +2.48 22,900 36,954 -1,980
Jan01 001117 102.20 105.20 102.00 104.94 +1.78 14,447 45,986 +1,983
Feb01 001117 98.70 100.50 98.40 100.39 +1.28 6,877 24,996 +1,035
Mar01 001117 93.20 94.25 93.00 94.24 +0.93 1,277 14,986 -180
Apr01 001117 87.00 89.10 87.00 88.19 +0.68 1,364 8,488 -98
May01 001117 82.05 83.00 82.05 82.99 +0.48 190 5,776 +157
Jun01 001117 79.50 79.90 79.30 79.69 +0.28 356 6,004 -47
Jul01 001117 77.75 78.50 77.75 78.14 +0.23 147 2,667 +60
Aug01 001117 76.95 77.70 76.95 77.54 +0.18 29 3,558 +28
Sep01 001117 77.74 77.74 77.74 77.74 +0.18 26 1,340 +9
Total Volume and Open Interest 48,002 157,508 +981
Unleaded Gas(NYM)
Dec00 001117 91.80 92.40 90.25 91.81 -0.45 16,694 32,928 +1,526
Jan01 001117 89.90 90.80 89.10 90.23 +0.16 12,401 21,177 +1,193
Feb01 001117 89.10 89.63 88.70 89.63 +0.36 2,137 7,241 +56
Mar01 001117 89.15 89.83 89.05 89.83 +0.61 1,654 8,707 +1
Apr01 001117 93.25 93.88 93.10 93.88 +0.96 1,167 5,954 +145
May01 001117 92.20 92.78 92.10 92.78 +1.01 702 6,043 -74
Jun01 001117 90.14 91.03 90.00 91.03 +1.06 27 2,730 +18
Jul01 001117 88.78 88.78 88.78 88.78 +1.06 12 1,397 -3
Total Volume and Open Interest 35,298 94,371 +2,451
Natural Gas(NYM)
Dec00 001117 5.690 6.140 5.625 6.100 +0.302 57,983 48,581 +182
Jan01 001117 5.710 6.110 5.620 6.083 +0.295 21,557 43,479 -1,104
Feb01 001117 5.360 5.740 5.300 5.700 +0.189 8,531 30,538 -706
Mar01 001117 4.940 5.290 4.860 5.235 +0.184 8,297 31,329 +3,263
Apr01 001117 4.530 4.780 4.470 4.715 +0.105 3,234 20,390 -210
May01 001117 4.390 4.590 4.320 4.515 +0.050 1,656 18,344 -319
Jun01 001117 4.345 4.580 4.310 4.490 +0.045 2,993 18,662 -849
Jul01 001117 4.315 4.550 4.300 4.481 +0.046 1,124 10,612 -144
Total Volume and Open Interest 121,621 398,784 -1,949
Brent Crude Oil(IPE)
Jan01 001117 32.30 33.10 32.20 33.08 +0.31 29,238 68,074 +1,343
Feb01 001117 31.47 32.33 31.47 32.22 +0.34 11,887 48,702 +2,374
Mar01 001117 30.57 31.16 30.50 31.16 +0.42 8,021 41,044 +1,683
Apr01 001117 29.67 30.16 29.60 30.16 +0.47 4,859 29,354 +794
May01 001117 28.90 29.41 28.89 29.41 +0.50 1,685 7,419 -188
Jun01 001117 28.15 28.73 28.15 28.73 +0.50 575 17,327 -101
Jul01 001117 27.69 28.19 27.69 28.19 +0.50 1,499 6,577 +563
Aug01 001117 27.72 27.72 27.72 27.72 +0.49 465 8,080 +189
Total Volume and Open Interest 61,730 270,016 -12,443
Gas Oil(IPE)
Dec00 001117 305.75 310.25 303.75 309.75 -1.00 12,424 34,957 -152
Jan01 001117 296.00 299.75 294.25 299.50 -1.25 8,625 24,295 +573
Feb01 001117 285.00 288.50 284.00 288.25 -2.25 2,567 7,062 +78
Mar01 001117 273.00 275.50 271.50 275.25 -1.50 253 6,843 -185
Apr01 001117 260.50 263.25 259.50 263.00 -1.50 50 5,374 -25
May01 001117 250.50 253.00 250.50 253.00 -1.50 0 1,565 -250
Jun01 001117 243.50 246.75 242.75 246.75 -0.75 650 12,298 +100
Jul01 001117 240.50 243.75 240.50 243.75 -0.25 5 3,203 +5
Total Volume and Open Interest 26,762 103,319 +783
US Dollar Index(NYBOT)
Dec00 001117 116.68 117.28 116.37 117.26 +0.43 939 3,763 -212
Mar01 001117 116.70 117.02 116.60 117.02 +0.41 966 5,848 -205
Jun01 001117 116.78 116.78 116.78 116.78 +0.39 966 5,848 -205
Total Volume and Open Interest 966 5,848 -205
Australian Dollar(IMM)
Dec00 001117 52.02 52.08 51.88 51.94 +0.08 61 22,250 -124
Mar01 001117 52.03 52.05 51.90 51.99 +0.08 1 2,250 -2
Jun01 001117 52.04 52.04 52.04 52.04 +0.08 0 8 +0
Total Volume and Open Interest 62 24,515 -126
British Pound(IMM)
Dec00 001117 142.46 142.80 142.12 142.38 -0.06 2,530 34,235 +270
Mar01 001117 142.66 143.20 142.40 142.64 -0.06 16 149 +3
Jun01 001117 142.90 143.20 142.90 142.90 -0.06 0 2 +0
Total Volume and Open Interest 2,546 34,386 +273
Canadian Dollar(IMM)
Dec00 001117 64.31 64.40 64.03 64.27 -0.09 5,272 72,194 -969
Mar01 001117 64.43 64.50 64.15 64.39 -0.10 253 3,247 -1
Jun01 001117 64.56 64.56 64.25 64.48 -0.10 253 1,885 +46
Sep01 001117 64.54 64.56 64.45 64.56 -0.10 62 699 +8
Total Volume and Open Interest 5,840 78,335 -916
Japanese Yen(IMM)
Dec00 001117 92.29 92.45 92.23 92.31 +0.09 8,906 65,807 +2,880
Mar01 001117 93.77 93.85 93.70 93.73 +0.09 171 465 -71
Jun01 001117 95.12 95.20 95.12 95.12 +0.09 0 8 +0
Total Volume and Open Interest 9,079 66,422 +2,810
Swiss Franc(IMM)
Dec00 001117 56.16 56.28 55.68 55.69 -0.34 6,699 49,480 +770
Mar01 001117 56.63 56.65 56.12 56.12 -0.35 12 353 +3
Jun01 001117 56.53 56.53 56.53 56.53 -0.36 0 10 +0
Total Volume and Open Interest 6,711 49,844 +773
EuroFX(IMM)
Dec00 001117 85.53 85.70 84.86 84.87 -0.46 9,642 78,779 +1,828
Mar01 001117 85.94 86.00 85.20 85.20 -0.46 57 1,165 +52
Total Volume and Open Interest 9,699 79,944 +1,880
Mexican Peso(IMM)
Dec00 001117 10435.0 10500.0 10390.0 10478.0 +28.0 5,516 12,794 +724
Mar01 001117 10150.0 10205.0 10130.0 10193.0 +28.0 72 4,318 +15
Total Volume and Open Interest 7,226 22,849 +2,305
30-Year T-Bonds(CBOT)
Dec00 001117 100~25 100~28 100~07 100~11 -0~15 140,661 400,136 -6,323
Mar01 001117 100~26 100~28 100~08 100~12 -0~16 20,783 51,227 +8,517
Jun01 001117 100~09 100~09 100~09 100~09 -0~11 20 297 +20
Total Volume and Open Interest 161,498 451,780 +2,248
Municipal Bonds(CBOT)
Dec00 001117 100~10 100~12 99~27 100~00 -0~08 959 20,331 +64
Mar01 001117 99~05 99~11 99~05 99~08 -0~08 0 8 +0
Total Volume and Open Interest 959 20,339 +64
10-Year T-Notes(CBOT)
Dec00 001117 101~150 101~175 101~075 101~100 -0~060 115,712 508,166 -5,877
Mar01 001117 101~185 101~195 101~100 101~120 -0~065 12,337 39,924 +6,596
Total Volume and Open Interest 128,049 549,011 +719
5-Year T-Notes(CBOT)
Dec00 001117 101~025 101~030 100~270 100~305 -0~035 64,776 354,270 -5,917
Mar01 001117 101~030 101~035 100~290 100~305 -0~045 4,787 31,504 +2,983
Total Volume and Open Interest 69,563 385,774 -2,934
2 Year T-Notes(CBOT)
Dec00 001117 100~021 100~025 100~012 100~018 -0~003 1,674 57,644 -153
Mar01 001117 100~048 100~048 100~040 100~042 unch 2 9 +0
Total Volume and Open Interest 1,676 57,653 -153
3-Mth T-Bills(IMM)
Dec00 001117 93.81 93.81 93.81 93.81 -0.01 1 1,405 +0
Total Volume and Open Interest 1,201 1,743 +300
Eurodollars(IMM)
Dec00 001117 93.290 93.293 93.277 93.280 -0.007 41,849 506,935 +1,712
Mar01 001117 93.505 93.510 93.490 93.495 -0.010 48,334 510,294 +3,666
Jun01 001117 93.655 93.655 93.625 93.645 -0.005 47,453 363,760 -287
Sep01 001117 93.715 93.720 93.690 93.710 -0.010 53,094 397,319 +8,341
Dec01 001117 93.650 93.650 93.620 93.630 -0.020 19,366 259,482 +1,362
Mar02 001117 93.695 93.700 93.670 93.680 -0.015 18,854 222,038 +866
Jun02 001117 93.640 93.645 93.620 93.625 -0.015 13,825 147,937 +1,095
Sep02 001117 93.595 93.595 93.570 93.575 -0.020 9,986 112,101 -171
Dec02 001117 93.475 93.475 93.460 93.460 -0.020 4,476 86,894 +835
Mar03 001117 93.490 93.500 93.485 93.485 -0.020 6,462 78,221 -513
Jun03 001117 93.455 93.460 93.435 93.440 -0.020 4,368 57,813 +629
Sep03 001117 93.410 93.420 93.400 93.400 -0.025 4,015 59,065 +457
Total Volume and Open Interest 302,595 3,190,925 +23,875
3-Mth Euro-Yen(IMM)
Dec00 001117 99.48 99.49 99.47 99.47 -0.01 1,260 11,704 -269
Mar01 001117 99.54 99.54 99.53 99.53 -0.01 1,895 25,934 +2,601
Jun01 001117 99.51 99.51 99.51 99.51 unch 2,113 9,522 -264
Sep01 001117 99.46 99.46 99.46 99.46 -0.01 764 12,171 +516
Dec01 001117 99.36 99.36 99.36 99.36 -0.02 0 6,628 +561
Mar02 001117 99.33 99.33 99.33 99.33 -0.01 0 3,950 +220
Jun02 001117 99.26 99.26 99.25 99.26 -0.02 1 905 +79
Sep02 001117 99.14 99.14 99.13 99.14 -0.01 0 362 +0
Dec02 001117 98.97 98.97 98.97 98.97 unch 4 32 +2
Mar03 001117 98.88 98.88 98.88 98.88 +0.08      
Total Volume and Open Interest 6,037 71,208 +3,446
3-Mth Euro-Yen(SIMEX)
Dec00 001117 99.49 99.49 99.48 99.48 unch 7,403 98,453 -881
Mar01 001117 99.54 99.54 99.53 99.54 unch 7,178 99,036 +1,040
Jun01 001117 99.52 99.53 99.50 99.51 -0.01 240 84,374 +282
Sep01 001117 99.47 99.48 99.45 99.46 unch 4,466 66,266 +1,644
Dec01 001117 99.38 99.38 99.36 99.36 -0.02 1,262 21,757 -130
Mar02 001117 99.34 99.35 99.32 99.33 -0.02 275 14,728 +125
Jun02 001117 99.25 99.25 99.25 99.25 -0.01 33 7,535 +31
Sep02 001117 99.13 99.13 99.13 99.13 -0.01 253 5,745 +247
Total Volume and Open Interest 21,110 407,007 +2,358
German Euro-Bund(EUREX)
Dec00 001117 105.85 105.98 105.69 105.75 -0.05 572,692 615,977 -7,553
Mar01 001117 105.98 106.01 105.83 105.85 -0.04 3,288 39,784 +5,979
Jun01 001117 105.58 105.58 105.58 105.58 -0.05 0 964 -125
Total Volume and Open Interest 575,980 656,725 -1,699
German Euro-Bobl(EUREX)
Dec00 001117 104.01 104.09 103.93 103.95 -0.02 262,100 369,981 +16,103
Mar01 001117 103.76 103.81 103.70 103.71 -0.01 2,086 13,454 +2,629
Jun01 001117 103.55 103.55 103.55 103.55 -0.02 0 898 +275
Total Volume and Open Interest 264,186 384,333 +19,007
Long Gilt(LIFFE)
Dec00 001117 114~14 114~14 114~02 114~05 -0~04 21,740 77,158 +2,947
Mar01 001117 114~03 114~03 113~27 113~27 -0~04 453 3,192 +106
Total Volume and Open Interest 23,693 80,350 +3,053
3-Mth Short Sterling(LIFFE)
Dec00 001117 93.97 93.98 93.96 93.98 +0.01 19,499 163,125 -247
Mar01 001117 94.09 94.10 94.05 94.08 -0.01 35,475 202,628 +1,968
Jun01 001117 94.13 94.14 94.09 94.11 -0.01 32,725 124,378 +4,681
Total Volume and Open Interest 151,977 821,506 +11,119
3-Mth Euribor(LIFFE)
Dec00 001117 94.890 94.905 94.880 94.880 -0.015 77,700 306,988 +306,988
Mar01 001117 94.945 94.955 94.920 94.930 -0.005 74,766 305,477 +305,477
Jun01 001117 94.985 95.010 94.960 94.965 -0.015 44,222 222,503 +222,503
Total Volume and Open Interest 276,839 1,444,004 +1,444,004
3-Mth Aus T-Bills(SFE)
Dec00 001117 93.70 93.71 93.69 93.70 +0.01 5,267 203,179 -6,549
Mar01 001117 93.79 93.80 93.78 93.79 +0.03 12,316 119,777 +562
Jun01 001117 93.82 93.83 93.80 93.83 +0.05 2,524 41,241 +1,336
Sep01 001117 93.84 93.84 93.82 93.84 +0.05 1,194 24,635 +97
Dec01 001117 93.81 93.82 93.79 93.82 +0.06 980 13,971 +612
Mar02 001117 93.75 93.77 93.74 93.77 +0.06 10 8,224 +181
Jun02 001117 93.70 93.70 93.70 93.70 +0.07 230 5,263 +0
Sep02 001117 93.63 93.64 93.63 93.64 +0.08 251 4,156 -19
Dec02 001117 93.56 93.58 93.56 93.58 +0.08 0 2,028 +0
Mar03 001117 93.52 93.53 93.52 93.53 +0.05 13 1,268 +10
Total Volume and Open Interest 23,128 427,490 -3,437
10-Year Aus T-Bonds(SFE)
Dec00 001117 94.07 94.12 94.07 94.07 +0.04 1,751 156,983 +3,074
Mar01 001117 94.14 94.14 94.14 94.14 +0.11      
Total Volume and Open Interest 1,751 156,983 +3,074
3-Year Aus T-Bonds(SFE)
Dec00 001117 94.17 94.19 94.15 94.18 +0.08 2,544 394,838 +12,343
Mar01 001117 94.21 94.21 94.21 94.21 +0.14      
Total Volume and Open Interest 2,544 394,838 +12,343
Gold(CMX)
Dec00 001117 267.2 267.3 265.6 266.2 -0.1 36,130 76,680 -552
Feb01 001117 269.8 270.3 268.3 268.9 -0.1 1,980 28,074 +465
Apr01 001117 272.7 272.7 271.3 271.5 -0.1 58 4,907 +17
Jun01 001117 275.3 275.5 273.9 274.1 -0.1 261 9,849 +4
Aug01 001117 276.4 276.4 276.4 276.4 -0.1 4 2,512 +0
Oct01 001117 278.7 278.7 278.7 278.7 -0.1 181 785 -67
Total Volume and Open Interest 38,772 139,217 -86
Silver(CMX)
Dec00 001117 468.0 468.5 465.5 465.8 -1.5 7,207 53,106 -1,379
Mar01 001117 474.5 475.5 472.5 472.6 -1.6 1,592 16,375 +798
May01 001117 479.5 480.0 477.2 477.2 -1.5 68 1,737 +27
Jul01 001117 484.5 485.0 482.0 482.0 -1.3 334 2,845 +52
Sep01 001117 486.5 486.5 486.5 486.5 -1.3 88 3,039 +86
Total Volume and Open Interest 9,452 83,170 -406
Platinum(NYM)
Jan01 001117 581.5 588.0 581.0 585.5 +6.8 789 7,898 -135
Apr01 001117 578.0 578.0 574.0 574.0 +6.8 0 311 +1
Total Volume and Open Interest 789 8,214 -134
Palladium(NYME)
Dec00 001117 783.00 785.00 783.00 783.10 -1.90 242 530 -150
Mar01 001117 782.00 784.00 782.00 783.10 -0.90 128 1,138 +95
Jun01 001117 778.10 778.10 778.10 778.10 -0.90 0 135 +0
Total Volume and Open Interest 370 1,803 -55
Copper(CMX)
Dec00 001117 81.80 82.65 81.55 82.45 +0.45 3,324 34,976 +107
Mar01 001117 82.80 83.55 82.65 83.30 +0.30 1,161 16,585 +139
May01 001117 82.80 83.30 82.80 83.30 +0.30 286 3,304 +166
Jul01 001117 82.90 83.30 82.90 83.30 +0.35 338 2,589 +48
Sep01 001117 82.80 83.30 82.80 83.30 +0.40 80 1,578 +73
Total Volume and Open Interest 5,859 76,118 +908
DJIA Index(CBOT)
Dec00 001117 10685 10825 10600 10653 -20 9,805 18,736 -211
Mar01 001117 10850 10955 10760 10795 -20 10 114 +4
Jun01 001117 10935 10935 10935 10935 -20 0 10 +0
Total Volume and Open Interest 9,815 18,867 -207
S & P 500(CME)
Dec00 001117 1378.50 1393.00 1360.10 1370.50 -8.80 65,199 421,900 -284
Mar01 001117 1399.50 1413.00 1381.00 1390.80 -9.00 3,487 21,350 +1,730
Jun01 001117 1407.80 1431.60 1404.80 1411.10 -9.50 1 2,631 -25
Sep01 001117 1431.80 1452.60 1426.60 1431.80 -9.80 3 324 +2
Total Volume and Open Interest 68,690 446,472 +1,423
S & P 500 E-Mini(Globex)
Dec00 001117 1378.75 1393.50 1360.25 1370.50 -8.75 87,350 63,934 -2,420
Mar01 001117 1390.00 1408.25 1390.00 1390.75 -9.00 1 39 +9
Total Volume and Open Interest 87,351 63,973 -2,419
NASDAQ 100(CME)
Dec00 001117 2953.00 3025.00 2860.00 2939.50 +0.50 18,576 42,365 +1,031
Mar01 001117 3056.00 3056.00 2950.00 2987.50 +0.50 68 125 +13
Jun01 001117 3035.50 3041.00 3035.50 3035.50 +0.50      
Total Volume and Open Interest 18,644 42,490 +1,044
NASDAQ 100 E-Mini(GLOBEX)
Dec00 001117 2940.0 3029.5 2859.5 2939.5 +0.5 64,218 59,048 +2,555
Mar01 001117 2987.5 3030.5 2987.5 2987.5 +0.5 2 7 +0
Total Volume and Open Interest 64,220 59,055 +2,555
NYSE Composite(NYBOT)
Dec00 001117 649.50 654.00 643.00 645.40 -3.85      
Mar01 001117 654.40 654.40 654.40 654.40 -3.85      
Jun01 001117 663.40 663.40 663.40 663.40 -3.85      
Total Volume and Open Interest      
S & P Midcap 400(CME)
Dec00 001117 507.00 513.90 504.00 506.50 +0.75 1,543 15,603 +168
Mar01 001117 514.20 515.20 514.20 514.20 +0.75 82 42 +41
Jun01 001117 521.20 522.20 521.20 521.20 +0.75 0 1 +0
Total Volume and Open Interest 1,625 15,646 +209
Russell 2000(CME)
Dec00 001117 482.00 491.50 482.00 484.00 +3.25 2,679 14,715 -3
Mar01 001117 490.75 492.75 490.75 490.75 +3.25 200 100 +100
Jun01 001117 498.30 500.30 498.30 498.30 +3.25      
Total Volume and Open Interest 2,879 14,815 +97
Value Line(KCBT)
Dec00 001117 1113.00 1128.50 1108.50 1114.00 +1.50 75 137 -28
Total Volume and Open Interest 75 138 -28
Nikkei 225(CME)
Dec00 001117 14625 14705 14565 14580 +80 965 16,107 -235
Mar01 001117 14740 14740 14650 14740 -10 19 69 +4
Total Volume and Open Interest 984 16,178 -231
Nikkei 225(SIMEX)
Dec00 001117 14520 14620 14420 14590 -55 12,199 91,549 -464
Mar01 001117 14610 14610 14610 14610 -55 284 4,916 -48
Jun01 001117 14590 14590 14590 14590 -55 0 405 +0
Total Volume and Open Interest 11,969 97,570 -512
CAC 40(MATIF)
Nov00 001117 6255.0 6284.0 6152.5 6185.5 -59.5 43,217 224,038 +1,068
Dec00 001117 6254.0 6302.5 6182.0 6200.5 -88.0 7,056 159,185 +2,467
Total Volume and Open Interest 50,444 402,904 +3,612
DAX Index(EUREX)
Dec00 001117 6810.0 6868.0 6740.0 6760.0 -78.0 41,442 169,166 -382
Mar01 001117 6893.0 6931.0 6829.0 6842.0 -79.5 403 8,762 +165