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MRCI's End of Day Prices
Daily Futures Price Listing Tue November 21, 2000
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan01 001121 489.50 490.50 486.50 489.00 -1.75 32,885 78,306 -2,861
Mar01 001121 498.50 499.00 495.50 498.00 -1.75 7,555 36,791 +134
May01 001121 506.50 506.50 503.25 505.50 -1.50 2,475 19,092 +508
Jul01 001121 513.50 513.50 510.00 512.25 -2.25 3,332 21,913 +196
Aug01 001121 514.00 514.00 511.00 513.00 -2.00 14 846 -1
Sep01 001121 513.00 513.00 513.00 513.00 -3.00 91 283 -72
Nov01 001121 518.00 519.00 515.50 516.50 -2.50 504 6,820 -93
Total Volume and Open Interest 46,856 164,051 -2,186
Soybean Meal(CBOT)
Dec00 001121 179.30 179.40 176.00 177.00 -2.90 13,105 36,235 -761
Jan01 001121 178.00 178.00 175.40 176.70 -1.90 14,671 35,867 +3,932
Mar01 001121 176.20 176.20 173.80 175.20 -1.70 8,412 22,666 +2,657
May01 001121 173.80 174.00 171.60 173.00 -1.20 3,738 12,534 +510
Jul01 001121 174.00 174.00 171.90 173.20 -1.40 3,023 10,738 +476
Aug01 001121 172.30 172.50 171.20 171.90 -1.20 394 2,466 +152
Sep01 001121 172.00 172.50 170.50 171.10 -1.60 6 1,378 +1
Oct01 001121 172.00 172.00 170.00 170.00 -1.50 3 636 +1
Total Volume and Open Interest 43,352 123,859 +6,961
Soybean Oil(CBOT)
Dec00 001121 15.05 15.17 15.00 15.13 +0.05 10,981 37,247 -4,996
Jan01 001121 15.28 15.42 15.24 15.37 +0.03 6,339 36,493 -63
Mar01 001121 15.65 15.82 15.65 15.77 +0.03 6,527 34,499 +1,341
May01 001121 16.02 16.19 16.02 16.16 +0.04 2,530 12,214 +578
Jul01 001121 16.43 16.60 16.43 16.54 +0.06 1,422 8,539 +285
Aug01 001121 16.50 16.72 16.50 16.69 +0.06 4 2,158 +4
Sep01 001121 16.75 16.88 16.75 16.83 +0.05 4 1,887 +4
Oct01 001121 16.95 17.05 16.95 16.96 +0.03 4 1,563 +4
Total Volume and Open Interest 27,820 141,114 -2,860
Canola(WCE)
Nov00 001121 260.6 260.6 260.6 260.6 unch 35 0 -70
Jan01 001121 264.5 264.5 262.4 263.1 -1.6 5,400 34,532 -1,762
Mar01 001121 271.0 271.0 268.9 269.0 -2.0 2,692 23,157 +657
May01 001121 274.8 274.8 274.8 274.8 -1.7 12 2,435 -9
Jul01 001121 280.2 280.4 280.0 280.4 -1.6 357 2,996 +225
Total Volume and Open Interest 8,910 64,380 -811
Corn(CBOT)
Dec00 001121 210.00 211.00 209.75 210.75 -0.25 45,128 122,075 -15,650
Jan01 001121 214.75 215.00 214.00 215.00 -0.25 711 1,954 +151
Mar01 001121 221.75 223.25 221.75 223.25 unch 33,332 204,087 +8,793
May01 001121 230.75 231.25 230.00 231.25 unch 3,125 44,463 +1,685
Jul01 001121 237.00 238.00 236.75 238.00 unch 7,417 52,890 +2,206
Sep01 001121 244.00 244.25 243.00 243.75 -0.50 486 5,187 +288
Total Volume and Open Interest 92,151 461,777 -2,103
Wheat(CBOT)
Dec00 001121 254.25 255.50 253.50 254.75 -1.25 13,018 58,077 -4,956
Mar01 001121 273.00 273.75 271.50 273.50 -0.25 10,855 68,023 +1,793
May01 001121 284.00 284.50 282.50 284.00 -0.75 554 4,438 +45
Jul01 001121 294.00 294.50 292.25 294.25 -0.75 780 19,417 -101
Sep01 001121 303.00 303.00 303.00 303.00 -1.00 14 1,030 +12
Total Volume and Open Interest 25,290 153,665 -3,200
Wheat(KCBT)
Dec00 001121 308.75 310.00 307.75 310.00 +0.50 4,025 31,130 -2,074
Mar01 001121 323.50 325.50 323.00 325.25 +0.25 4,102 42,410 +1,197
May01 001121 333.00 334.00 331.50 333.50 +0.50 210 2,815 +50
Jul01 001121 341.00 342.00 339.50 341.00 -0.25 522 9,337 -185
Sep01 001121 347.50 347.50 347.50 347.50 unch 0 310 +0
Total Volume and Open Interest 8,860 86,095 -1,012
Wheat(MGE)
Dec00 001121 318.00 318.50 315.00 317.75 -1.00 1,699 13,479 -189
Mar01 001121 332.50 333.00 329.50 332.00 -1.75 1,386 9,890 +333
May01 001121 341.50 341.50 340.00 341.00 -1.50 143 1,847 +87
Jul01 001121 346.50 348.00 346.50 347.75 -1.25 11 927 +21
Sep01 001121 354.75 355.00 354.75 355.00 -1.50 0 409 +0
Total Volume and Open Interest 3,239 26,758 +252
Oats(CBOT)
Dec00 001121 101.00 101.00 100.25 100.50 -1.00 2,002 6,799 -736
Mar01 001121 111.75 112.00 111.00 111.75 -0.50 1,433 6,217 +704
May01 001121 118.50 118.50 117.50 118.00 -0.75 46 552 +39
Jul01 001121 124.25 124.25 123.50 123.50 -0.75 49 450 +42
Total Volume and Open Interest 3,549 14,872 +55
Rough Rice(CBOT)
Nov00 001120 6.24 6.25 6.24 6.25 +0.01 10 10 +4
Jan01 001121 6.42 6.43 6.36 6.36 -0.11 188 3,194 -31
Mar01 001121 6.63 6.69 6.60 6.60 -0.14 32 1,331 +25
May01 001121 6.80 6.80 6.80 6.80 -0.16 53 605 +13
Total Volume and Open Interest 275 5,903 +3
Live Cattle(CME)
Dec00 001121 73.300 73.300 72.675 72.775 -0.450 11,438 42,966 -4,578
Feb01 001121 75.700 75.700 75.000 75.050 -0.550 8,647 51,526 +3,045
Apr01 001121 76.275 76.300 75.775 75.850 -0.450 3,620 23,494 +175
Jun01 001121 72.800 72.800 72.450 72.475 -0.325 785 7,363 -64
Aug01 001121 72.825 72.875 72.500 72.550 -0.250 410 6,595 +71
Oct01 001121 74.050 74.150 73.900 74.150 unch 97 1,113 +37
Total Volume and Open Interest 25,010 133,206 -1,306
Feeder Cattle(CME)
Jan01 001121 89.700 89.700 89.275 89.350 -0.350 853 8,086 +168
Mar01 001121 88.850 88.875 88.600 88.800 -0.250 343 3,799 +81
Apr01 001121 88.550 88.600 88.250 88.600 -0.150 212 1,327 -86
May01 001121 88.075 88.075 87.725 87.975 -0.250 91 1,437 +20
Aug01 001121 88.050 88.050 87.950 87.950 -0.275 28 524 +9
Sep01 001121 87.700 87.700 87.700 87.700 -0.300 1 105 +1
Oct01 001121 87.600 87.800 87.600 87.800 -0.200 2 37 +2
Total Volume and Open Interest 1,539 15,327 -1,349
Lean Hogs(CME)
Dec00 001121 53.600 54.050 53.450 53.850 +0.175 3,879 13,855 -1,010
Feb01 001121 56.500 57.050 56.400 56.850 +0.400 2,920 17,957 +1,211
Apr01 001121 55.550 56.150 55.450 55.925 +0.175 317 5,114 -7
Jun01 001121 62.250 62.700 62.200 62.550 +0.150 176 2,607 +53
Jul01 001121 60.950 61.275 60.900 61.225 +0.225 57 543 +20
Aug01 001121 58.350 58.950 58.350 58.700 +0.100 4 408 +1
Oct01 001121 50.475 50.500 50.350 50.450 -0.125 2 695 +1
Dec01 001121 46.950 47.000 46.900 46.950 +0.025 1 514 -16
Total Volume and Open Interest 7,356 41,693 +253
Pork Bellies(CME)
Feb01 001121 63.350 63.400 62.675 62.725 +0.050 442 2,120 -33
Mar01 001121 63.000 63.100 62.900 63.050 +0.250 13 105 +2
May01 001121 64.300 64.300 63.750 63.750 unch 2 107 +2
Jul01 001121 64.800 64.800 64.800 64.800 +0.100 2 37 +0
Aug01 001121 65.600 65.600 65.600 65.600 unch 0 21 +0
Total Volume and Open Interest 459 2,390 -29
Cocoa(NYBOT)
Dec00 001121 695 700 693 700 +4 81 588 -87
Mar01 001121 726 734 725 730 -1 3,268 47,366 -469
May01 001121 752 755 748 753 unch 191 17,376 +94
Jul01 001121 770 774 770 773 unch 540 13,458 +8
Sep01 001121 795 796 793 796 unch 396 11,494 +1
Dec01 001121 823 828 823 828 unch 324 12,938 -78
Mar02 001121 858 861 858 861 unch 504 11,596 +500
Total Volume and Open Interest 5,804 135,619 +468
Coffee "C"(NYBOT)
Dec00 001121 70.25 70.50 67.35 68.55 -1.80 2,131 2,202 -1,718
Mar01 001121 75.00 75.25 72.10 73.25 -1.95 4,773 29,363 +515
May01 001121 78.50 78.60 75.40 76.40 -1.95 168 4,322 +24
Jul01 001121 81.75 81.75 78.80 79.55 -2.00 47 2,231 +25
Sep01 001121 85.00 85.00 82.00 82.70 -2.05 59 2,552 +5
Dec01 001121 88.75 88.75 85.50 86.70 -2.20 51 1,376 -11
Total Volume and Open Interest 7,229 42,056 -1,160
Orange Juice(NYBOT)
Jan01 001121 75.00 75.90 74.60 75.85 +1.05 469 17,428 -114
Mar01 001121 78.35 79.30 78.20 79.25 +1.10 219 9,041 -19
May01 001121 81.00 81.85 81.00 81.75 +1.10 43 1,785 +14
Jul01 001121 83.15 84.70 83.15 84.25 +1.10 5 772 +0
Sep01 001121 85.60 86.75 85.60 86.75 +1.10 0 315 +0
Total Volume and Open Interest 736 29,601 -119
Sugar #11(NYBOT)
Mar01 001121 9.72 9.81 9.68 9.72 -0.04 8,479 74,704 -1,775
May01 001121 9.20 9.22 9.13 9.15 -0.06 945 18,741 -301
Jul01 001121 8.67 8.72 8.61 8.62 -0.05 839 23,361 -48
Oct01 001121 8.35 8.38 8.26 8.26 -0.09 1,013 18,999 -12
Mar02 001121 8.17 8.17 8.17 8.17 -0.09 775 8,140 +97
Total Volume and Open Interest 12,271 146,285 -2,033
London Cocoa(LCE)
Dec00 001121 557 557 546 550 -5 444 35,387 -175
Mar01 001121 571 573 564 569 -2 1,949 55,157 -46
May01 001121 586 586 580 585 -2 307 30,627 +206
Jul01 001121 601 601 594 599 -2 10 12,798 +4
Sep01 001121 611 612 608 612 -2 5 20,810 +4
Dec01 001121 636 642 636 640 -2 18 8,368 -2
Mar02 001121 665 666 660 665 -2 619 16,644 +530
Total Volume and Open Interest 3,872 196,626 +1,041
London Coffee(LCE)
Nov00 001121 661.00 661.00 652.00 652.00 -8.00 164 448 -182
Jan01 001121 669.00 670.00 659.00 659.00 -9.00 1,126 26,940 -75
Mar01 001121 690.00 693.00 680.00 680.00 -11.00 834 12,542 -151
May01 001121 712.00 714.00 705.00 705.00 -11.00 189 6,733 +115
Jul01 001121 735.00 737.00 730.00 730.00 -11.00 50 2,849 +10
Sep01 001121 763.00 763.00 755.00 755.00 -9.00 16 1,650 +12
Total Volume and Open Interest 2,659 54,604 -20
London Sugar(LCE)
Dec00 001115 225.50 233.60 224.60 225.00 -0.30 902 2,074 -764
Mar01 001121 245.50 245.50 243.00 243.30 -2.20 1,112 22,642 +105
May01 001121 241.50 241.50 239.00 239.30 -1.70 65 4,389 -22
Aug01 001121 235.10 235.50 235.00 235.00 -1.50 123 6,858 -10
Oct01 001121 229.30 229.30 228.40 228.40 -1.40 0 2,462 +0
Total Volume and Open Interest 1,300 37,460 +73
Cotton(NYBOT)
Dec00 001121 64.40 64.40 63.00 63.16 -1.42 4,134 4,824 -3,163
Mar01 001121 67.90 68.15 66.90 67.11 -1.19 5,464 34,052 +1,041
May01 001121 69.20 69.52 68.26 68.55 -1.06 1,076 11,187 +74
Jul01 001121 69.95 70.10 69.00 69.40 -0.90 572 7,094 +178
Oct01 001121 65.65 65.65 65.35 65.35 -0.30 6 791 +2
Dec01 001121 64.55 64.65 64.45 64.45 -0.30 118 5,873 +91
Total Volume and Open Interest 23,893 64,004 -1,769
Lumber(CME)
Jan01 001121 246.8 246.8 236.8 238.5 -8.3 864 2,484 -121
Mar01 001121 251.0 251.0 244.0 246.0 -4.7 242 1,145 +30
May01 001121 253.5 254.0 250.5 250.8 -2.9 55 310 +19
Jul01 001121 257.0 257.5 256.6 256.6 +0.4 2 74 +2
Total Volume and Open Interest 1,176 4,091 -61
Crude Oil(NYM)
Dec00 001117 34.70 35.70 34.60 35.45 +0.33 51,772 35,916 -15,831
Jan01 001121 35.40 35.70 35.03 35.16 -0.06 68,250 148,076 -3,144
Feb01 001121 34.35 34.60 34.12 34.19 +0.03 21,597 47,139 +974
Mar01 001121 33.35 33.48 33.05 33.13 +0.14 11,454 30,580 +1,246
Apr01 001121 32.05 32.28 32.05 32.07 +0.16 6,484 20,175 +1,872
May01 001121 31.03 31.30 31.03 31.13 +0.16 3,642 14,312 +867
Jun01 001121 30.15 30.37 30.15 30.30 +0.17 2,136 26,698 +353
Jul01 001121 29.50 29.60 29.50 29.59 +0.17 675 11,984 +305
Aug01 001121 28.90 29.00 28.90 28.96 +0.17 195 11,172 +2
Sep01 001121 28.42 28.42 28.42 28.42 +0.17 38 17,684 -28
Total Volume and Open Interest 133,195 471,272 -6,726
Heating Oil(NYM)
Dec00 001121 110.30 110.50 108.70 109.41 -0.21 17,047 33,178 -1,504
Jan01 001121 107.30 107.70 106.30 106.75 +0.04 13,857 51,796 +938
Feb01 001121 102.40 102.50 101.60 101.95 +0.24 5,685 26,052 +558
Mar01 001121 96.00 96.10 95.30 95.55 +0.34 2,234 15,686 +106
Apr01 001121 89.20 89.50 88.85 89.05 +0.24 670 9,002 +219
May01 001121 83.50 84.20 83.50 83.70 +0.24 441 5,664 -212
Jun01 001121 80.60 80.75 80.30 80.40 +0.29 304 5,821 -88
Jul01 001121 78.75 79.20 78.70 78.70 +0.29 156 2,669 -53
Aug01 001121 78.15 78.15 77.95 77.95 +0.29 95 3,593 +15
Sep01 001121 78.10 78.10 78.10 78.10 +0.29 43 1,370 +30
Total Volume and Open Interest 40,708 161,595 +63
Unleaded Gas(NYM)
Dec00 001121 92.30 92.40 91.00 91.66 -0.31 12,545 29,133 -1,815
Jan01 001121 90.70 91.10 89.80 90.44 +0.21 9,078 23,574 +1,161
Feb01 001121 90.20 90.65 89.50 90.14 +0.31 2,081 7,529 +661
Mar01 001121 90.05 90.36 89.80 90.36 +0.31 862 8,848 +159
Apr01 001121 94.30 94.54 94.10 94.54 +0.44 240 5,796 -61
May01 001121 93.30 93.39 92.70 93.39 +0.29 43 6,132 -34
Jun01 001121 91.45 91.69 91.45 91.69 +0.24 5 2,758 +0
Jul01 001121 89.90 89.90 89.35 89.59 +0.34 0 1,397 +0
Total Volume and Open Interest 24,930 93,288 +39
Natural Gas(NYM)
Dec00 001121 6.280 6.510 6.280 6.408 +0.159 36,286 46,313 -2,435
Jan01 001121 6.280 6.520 6.270 6.432 +0.196 14,264 50,700 +1,640
Feb01 001121 5.900 6.100 5.900 6.037 +0.192 5,613 31,492 +995
Mar01 001121 5.390 5.510 5.370 5.447 +0.129 8,094 33,206 +329
Apr01 001121 4.790 4.860 4.780 4.815 +0.075 7,909 20,717 -416
May01 001121 4.560 4.610 4.535 4.585 +0.060 974 18,434 +308
Jun01 001121 4.520 4.590 4.520 4.560 +0.055 4,460 16,875 -1,269
Jul01 001121 4.545 4.550 4.530 4.546 +0.051 240 10,505 -54
Total Volume and Open Interest 82,680 404,647 -1,128
Brent Crude Oil(IPE)
Jan01 001121 33.00 33.48 32.85 33.10 +0.03 35,107 70,140 +3,153
Feb01 001121 32.56 32.80 32.35 32.48 +0.03 13,339 53,272 +3,163
Mar01 001121 31.40 31.60 31.29 31.44 +0.14 7,420 45,936 +2,443
Apr01 001121 30.30 30.50 30.22 30.40 +0.17 3,993 31,201 +1,097
May01 001121 29.40 29.60 29.40 29.57 +0.13 2,583 7,563 +32
Jun01 001121 28.71 28.84 28.23 28.84 +0.10 2,258 17,437 +298
Jul01 001121 28.15 28.21 28.05 28.21 +0.07 1,292 6,673 +321
Aug01 001121 27.70 27.72 27.50 27.72 +0.06 466 8,546 +466
Total Volume and Open Interest 66,853 284,052 +10,818
Gas Oil(IPE)
Dec00 001121 318.00 322.50 317.25 318.25 -4.50 13,447 35,899 +556
Jan01 001121 308.00 311.00 306.75 308.00 -3.75 12,460 26,217 -729
Feb01 001121 294.00 297.75 294.00 295.75 -3.75 2,640 8,239 +668
Mar01 001121 282.00 284.00 279.50 280.75 -3.75 1,114 6,593 -266
Apr01 001121 265.25 268.75 265.25 266.50 -3.50 1,073 5,563 +330
May01 001121 258.00 258.00 254.75 254.75 -3.25 134 1,678 +55
Jun01 001121 249.00 250.00 247.25 247.25 -2.50 2,518 10,858 -2,024
Jul01 001121 244.25 248.00 244.00 244.00 -2.25 374 3,693 +90
Total Volume and Open Interest 34,300 106,531 -1,092
US Dollar Index(NYBOT)
Dec00 001121 117.03 118.05 116.92 117.89 +0.66 277 3,797 +24
Mar01 001121 116.87 117.65 116.70 117.64 +0.64 296 5,892 +24
Jun01 001121 117.39 117.39 117.39 117.39 +0.62 296 5,892 +24
Total Volume and Open Interest 296 5,892 +24
Australian Dollar(IMM)
Dec00 001121 51.10 51.20 50.91 51.12 -0.33 2,452 22,851 +722
Mar01 001121 51.08 51.20 51.05 51.17 -0.33 77 2,365 +53
Jun01 001121 51.22 51.22 51.22 51.22 -0.33 0 8 +0
Total Volume and Open Interest 2,529 25,231 +775
British Pound(IMM)
Dec00 001121 141.96 142.14 141.50 141.82 -0.56 2,703 34,253 +50
Mar01 001121 142.00 142.36 141.74 142.10 -0.56 25 152 +0
Jun01 001121 142.38 142.38 142.38 142.38 -0.56 0 2 +0
Total Volume and Open Interest 2,728 34,407 +50
Canadian Dollar(IMM)
Dec00 001121 64.26 64.59 64.25 64.54 +0.31 4,574 71,372 -1,791
Mar01 001121 64.38 64.74 64.38 64.67 +0.32 517 3,330 +16
Jun01 001121 64.62 64.85 64.55 64.77 +0.33 185 1,984 +64
Sep01 001121 64.72 64.86 64.65 64.86 +0.34 9 714 +4
Total Volume and Open Interest 5,302 77,740 -1,700
Japanese Yen(IMM)
Dec00 001121 91.20 91.44 90.95 91.17 -0.25 22,673 74,664 +8,717
Mar01 001121 92.58 92.78 92.38 92.57 -0.26 85 482 +20
Jun01 001121 93.95 93.95 93.95 93.95 -0.26 0 8 +0
Total Volume and Open Interest 22,759 75,295 +8,736
Swiss Franc(IMM)
Dec00 001121 55.81 55.95 55.46 55.58 -0.23 5,284 48,576 -98
Mar01 001121 56.23 56.32 55.87 56.01 -0.23 18 374 +3
Jun01 001121 56.42 56.42 56.42 56.42 -0.23 0 10 +0
Total Volume and Open Interest 5,302 48,961 -95
EuroFX(IMM)
Dec00 001121 84.81 85.10 84.26 84.43 -0.61 6,821 79,048 +821
Mar01 001121 85.30 85.37 84.65 84.76 -0.61 71 1,173 +13
Total Volume and Open Interest 6,892 80,221 +834
Mexican Peso(IMM)
Dec00 001121 10535.0 10573.0 10490.0 10555.0 +25.0 3,504 12,803 +157
Mar01 001121 10210.0 10270.0 10210.0 10270.0 +25.0 12 4,313 -4
Total Volume and Open Interest 3,601 22,932 +196
30-Year T-Bonds(CBOT)
Dec00 001121 100~18 100~30 100~11 100~24 +0~05 103,608 377,628 -4,813
Mar01 001121 100~22 100~28 100~12 100~25 +0~08 23,791 68,521 +12,096
Jun01 001121 100~12 100~22 100~12 100~22 +0~08 0 332 +0
Total Volume and Open Interest 127,814 446,615 +7,239
Municipal Bonds(CBOT)
Dec00 001121 100~06 100~09 100~02 100~08 +0~02 403 20,446 +155
Mar01 001121 99~18 99~19 99~17 99~19 +0~04 0 8 +0
Total Volume and Open Interest 403 20,454 +155
10-Year T-Notes(CBOT)
Dec00 001121 101~150 101~185 101~105 101~160 -0~005 97,828 477,831 -13,389
Mar01 001121 101~170 101~185 101~140 101~185 +0~010 20,020 60,035 +12,383
Total Volume and Open Interest 117,848 538,787 -1,006
5-Year T-Notes(CBOT)
Dec00 001121 101~005 101~025 100~315 101~020 unch 41,602 322,373 -5,841
Mar01 001121 101~015 101~040 101~010 101~030 unch 9,730 40,536 +4,555
Jun01 001121 101~080 101~080 101~080 101~080 unch      
Total Volume and Open Interest 51,332 362,909  
2 Year T-Notes(CBOT)
Dec00 001121 100~020 100~024 100~018 100~021 -0~001 6,007 54,497 -2,823
Mar01 001121 100~044 100~044 100~042 100~044 -0~001 4,275 3,672 +3,241
Total Volume and Open Interest 10,282 58,169 +418
3-Mth T-Bills(IMM)
Dec00 001121 93.80 93.81 93.80 93.81 -0.01 10 1,403 -3
Total Volume and Open Interest 64 1,752 +8
Eurodollars(IMM)
Dec00 001121 93.280 93.285 93.275 93.277 -0.005 23,523 511,390 +1,314
Mar01 001121 93.500 93.520 93.495 93.515 +0.005 48,936 510,913 +3,279
Jun01 001121 93.650 93.660 93.640 93.650 -0.005 36,277 375,928 +10,320
Sep01 001121 93.720 93.730 93.700 93.715 -0.010 35,626 404,232 +3,456
Dec01 001121 93.640 93.650 93.620 93.640 -0.010 14,300 264,471 +556
Mar02 001121 93.685 93.695 93.670 93.690 -0.005 9,080 221,663 -46
Jun02 001121 93.625 93.635 93.610 93.630 -0.005 6,730 148,577 +1,400
Sep02 001121 93.575 93.580 93.555 93.580 -0.005 6,720 113,825 +1,927
Dec02 001121 93.460 93.465 93.445 93.460 -0.010 2,275 87,363 +552
Mar03 001121 93.480 93.485 93.465 93.480 -0.010 2,119 77,437 +44
Jun03 001121 93.435 93.440 93.420 93.435 -0.010 1,825 58,488 +275
Sep03 001121 93.395 93.400 93.380 93.395 -0.010 1,860 58,505 -201
Total Volume and Open Interest 197,313 3,218,923 +21,105
3-Mth Euro-Yen(IMM)
Dec00 001121 99.47 99.48 99.47 99.47 -0.01 450 11,486 +86
Mar01 001121 99.53 99.54 99.53 99.53 unch 637 26,075 +15
Jun01 001121 99.53 99.53 99.53 99.53 unch 1,048 10,290 +151
Sep01 001121 99.48 99.49 99.48 99.49 +0.01 536 11,334 +1
Dec01 001121 99.38 99.38 99.38 99.38 unch 100 6,703 +74
Mar02 001121 99.34 99.34 99.34 99.34 unch 314 3,727 -155
Jun02 001121 99.28 99.28 99.28 99.28 unch 0 905 +0
Sep02 001121 99.17 99.17 99.17 99.17 +0.01 15 377 +15
Dec02 001121 98.98 98.98 98.98 98.98 +0.01 0 32 +0
Mar03 001121 98.88 98.88 98.88 98.88 unch      
Total Volume and Open Interest 3,100 70,929 +187
3-Mth Euro-Yen(SIMEX)
Dec00 001121 99.49 99.49 99.46 99.46 -0.01 2,069 98,880 +0
Mar01 001121 99.54 99.54 99.52 99.53 unch 5,835 100,913 +0
Jun01 001121 99.53 99.54 99.52 99.53 0.00 3,865 88,293 +0
Sep01 001121 99.48 99.48 99.47 99.47 unch 100 68,435 +0
Dec01 001121 99.38 99.38 99.38 99.38 0.00 884 21,891 +0
Mar02 001121 99.35 99.35 99.35 99.35 0.00 485 15,222 +0
Jun02 001121 99.26 99.27 99.26 99.26 +0.00 0 7,621 +0
Sep02 001121 99.14 99.14 99.14 99.14 unch 200 6,045 +0
Total Volume and Open Interest 13,467 416,416 +0
German Euro-Bund(EUREX)
Dec00 001121 105.91 105.98 105.76 105.81 -0.13 298,214 652,378 +9,849
Mar01 001121 106.04 106.04 105.87 105.91 -0.12 8,775 42,285 +488
Jun01 001121 105.64 105.64 105.64 105.64 -0.13 0 1,141 +245
Total Volume and Open Interest 306,989 695,804 +10,582
German Euro-Bobl(EUREX)
Dec00 001121 103.97 104.02 103.86 103.87 -0.13 158,039 372,287 +5,073
Mar01 001121 103.73 103.73 103.64 103.64 -0.11 2,080 16,506 +1,364
Jun01 001121 103.53 103.53 103.53 103.53 -0.13 0 920 +0
Total Volume and Open Interest 160,119 389,713 +6,437
Long Gilt(LIFFE)
Dec00 001121 114~05 114~15 113~31 114~11 +0~06 10,085 76,544 -1,643
Mar01 001121 113~26 114~02 113~23 114~00 +0~06 1,048 3,823 +625
Total Volume and Open Interest 12,162 80,367 -1,018
3-Mth Short Sterling(LIFFE)
Dec00 001121 93.96 93.96 93.95 93.96 -0.01 5,844 165,486 +914
Mar01 001121 94.08 94.08 94.03 94.04 -0.04 10,826 122,922 -753
Jun01 001121 94.10 94.10 94.06 94.09 -0.02 10,237 102,419 -806
Total Volume and Open Interest 41,548 820,543 -2,658
3-Mth Euribor(LIFFE)
Dec00 001121 94.880 94.890 94.870 94.880 -0.005 27,185 309,187 +4,137
Mar01 001121 94.935 94.940 94.895 94.905 -0.025 31,264 316,590 -3,897
Jun01 001121 94.965 94.975 94.930 94.935 -0.030 20,322 226,759 +1,732
Total Volume and Open Interest 108,891 1,464,547 +2,765
3-Mth Aus T-Bills(SFE)
Dec00 001121 93.69 93.70 93.69 93.70 +0.01 638 202,148 -1,169
Mar01 001121 93.78 93.78 93.77 93.78 unch 2,890 121,617 +739
Jun01 001121 93.80 93.81 93.80 93.81 +0.01 1,543 42,038 -138
Sep01 001121 93.83 93.83 93.81 93.82 unch 367 24,551 -55
Dec01 001121 93.81 93.81 93.80 93.81 +0.01 149 14,166 +0
Mar02 001121 93.75 93.76 93.75 93.76 +0.01 124 8,514 +20
Jun02 001121 93.68 93.69 93.68 93.69 +0.01 80 5,265 +2
Sep02 001121 93.63 93.64 93.62 93.64 +0.01 220 4,366 +160
Dec02 001121 93.57 93.58 93.57 93.58 +0.01 60 2,098 +0
Mar03 001121 93.54 93.55 93.54 93.55 +0.02 45 1,278 +10
Total Volume and Open Interest 6,196 429,819 -421
10-Year Aus T-Bonds(SFE)
Dec00 001121 234.96 235.96 233.96 234.96 +140.87 13,964 176,903 +5,881
Mar01 001121 94.11 94.11 94.11 94.11 +0.03      
Total Volume and Open Interest 13,964 176,903 +5,881
3-Year Aus T-Bonds(SFE)
Dec00 001121 94.15 94.16 94.14 94.16 +0.01 29,617 408,494 +2,687
Mar01 001121 94.18 94.18 94.18 94.18 unch      
Total Volume and Open Interest 29,617 408,494 +2,687
Gold(CMX)
Dec00 001121 267.0 267.6 265.9 266.1 -0.7 11,728 69,902 -2,672
Feb01 001121 269.8 270.5 268.5 268.7 -0.8 4,058 32,503 +2,294
Apr01 001121 272.2 272.4 271.4 271.4 -0.8 712 5,542 +605
Jun01 001121 274.8 274.8 274.0 274.0 -0.8 142 9,849 +62
Aug01 001121 276.4 276.4 276.4 276.4 -0.8 57 2,457 +0
Oct01 001121 278.7 278.7 278.7 278.7 -0.8 0 750 +0
Total Volume and Open Interest 16,707 137,322 +301
Silver(CMX)
Dec00 001121 467.0 468.0 462.5 463.0 -2.5 5,186 49,425 -1,180
Mar01 001121 473.0 475.0 469.5 469.9 -2.6 2,338 18,299 +812
May01 001121 479.5 479.5 474.6 474.6 -2.5 250 1,753 -134
Jul01 001121 483.0 485.0 478.0 479.5 -2.4 42 3,018 +44
Sep01 001121 490.5 490.5 484.3 484.3 -2.3 0 3,039 +0
Total Volume and Open Interest 7,969 81,702 -353
Platinum(NYM)
Jan01 001121 590.0 592.9 583.1 583.8 -5.2 367 7,857 +9
Apr01 001121 577.5 577.5 572.3 572.3 -5.2 0 311 -1
Total Volume and Open Interest 409 8,173 +8
Palladium(NYME)
Dec00 001121 786.00 788.75 785.00 785.00 unch 117 410 -32
Mar01 001121 785.00 788.00 783.00 784.00 -1.00 93 1,285 +74
Jun01 001121 779.00 779.00 779.00 779.00 -1.00 0 135 +0
Total Volume and Open Interest 210 1,830 +42
Copper(CMX)
Dec00 001121 82.20 83.00 81.90 82.80 +0.30 6,887 30,538 -2,174
Mar01 001121 82.80 83.80 82.75 83.55 +0.25 4,907 20,588 +1,572
May01 001121 83.20 83.75 83.05 83.60 +0.20 79 3,358 +22
Jul01 001121 83.25 83.70 83.25 83.70 +0.20 663 3,053 +299
Sep01 001121 83.80 83.80 83.80 83.80 +0.10 77 1,523 -16
Total Volume and Open Interest 13,423 76,320 -271
DJIA Index(CBOT)
Dec00 001121 10520 10610 10445 10565 +65 10,121 18,608 -66
Mar01 001121 10665 10755 10585 10707 +66 25 110 -1
Jun01 001121 10847 10847 10847 10847 +66 0 10 +0
Total Volume and Open Interest 10,146 18,735 -67
S & P 500(CME)
Dec00 001121 1351.00 1362.50 1337.00 1355.70 +8.70 64,159 422,668 +274
Mar01 001121 1371.00 1382.00 1360.00 1375.80 +8.80 10,076 26,363 +3,781
Jun01 001121 1396.10 1396.10 1396.10 1396.10 +8.80 76 2,642 +4
Sep01 001121 1400.00 1416.60 1400.00 1416.60 +8.80 53 339 +10
Total Volume and Open Interest 74,368 452,279 +4,069
S & P 500 E-Mini(Globex)
Dec00 001121 1348.25 1362.75 1336.50 1355.75 +8.75 82,907 72,780 +2,312
Mar01 001121 1377.00 1378.00 1366.75 1375.75 +8.75 12 49 +42
Total Volume and Open Interest 82,919 72,829 +2,316
NASDAQ 100(CME)
Dec00 001121 2830.00 2863.00 2758.00 2807.50 -7.00 16,901 44,710 +1,303
Mar01 001121 2885.00 2900.00 2825.00 2853.50 -9.00 16 142 +12
Jun01 001121 2899.50 2899.50 2893.00 2899.50 -11.00      
Total Volume and Open Interest 16,917 44,852 +1,315
NASDAQ 100 E-Mini(GLOBEX)
Dec00 001121 2815.5 2879.0 2757.0 2807.5 -7.0 71,304 63,081 +4,013
Mar01 001121 2850.0 2885.0 2850.0 2853.5 -9.0 3 7 +0
Total Volume and Open Interest 71,307 63,088 +4,013
NYSE Composite(NYBOT)
Dec00 001121 637.25 640.50 633.25 639.25 +3.35      
Mar01 001121 646.00 648.25 646.00 648.25 +3.35      
Jun01 001121 660.00 660.00 657.25 657.25 +3.35      
Total Volume and Open Interest      
S & P Midcap 400(CME)
Dec00 001121 498.00 498.50 489.75 496.50 +2.50 1,560 16,067 +103
Mar01 001121 504.20 504.20 504.20 504.20 +2.50 0 42 +0
Jun01 001121 511.20 511.20 511.20 511.20 +2.50 0 1 +0
Total Volume and Open Interest 1,560 16,110 +103
Russell 2000(CME)
Dec00 001121 475.00 475.50 466.70 468.50 -3.25 3,128 14,342 +127
Mar01 001121 475.25 475.25 475.25 475.25 -3.25 0 100 +0
Jun01 001121 482.80 482.80 482.80 482.80 -3.25      
Total Volume and Open Interest 3,128 14,442 +127
Value Line(KCBT)
Dec00 001121 1101.00 1101.00 1089.50 1094.00 -3.00 64 125 -2
Total Volume and Open Interest 64 126 -2
Nikkei 225(CME)
Dec00 001121 14410 14470 14330 14400 -40 958 16,457 +150
Mar01 001121 14410 14440 14400 14410 -110 0 69 +0
Total Volume and Open Interest 958 16,528 +150
Nikkei 225(SIMEX)
Dec00 001121 14390 14410 14210 14380 -215 9,044 92,056 +476
Mar01 001121 14400 14400 14400 14400 -215 10 4,916 +0
Jun01 001121 14380 14380 14380 14380 -215 0 405 +0
Total Volume and Open Interest 11,018 98,077 +476
CAC 40(MATIF)
Nov00 001121 6020.0 6127.0 6020.0 6090.0 +76.0 44,605 225,854 +6,327
Dec00 001121 6058.0 6147.5 6053.0 6112.0 +66.5 1,063 160,558 +533
Total Volume and Open Interest 46,026 406,320 +6,731
DAX Index(EUREX)
Dec00 001121 6638.0 6705.0 6613.0 6690.0 +68.5 40,730 170,442 +1,605