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MRCI's End of Day Prices
Daily Futures Price Listing Wed November 22, 2000
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan01 001122 489.00 492.00 488.50 491.00 +2.00 20,820 77,125 -1,181
Mar01 001122 498.50 501.00 498.00 500.00 +2.00 5,047 37,855 +1,064
May01 001122 505.00 508.00 505.00 507.75 +2.25 2,924 19,624 +532
Jul01 001122 513.00 515.50 512.50 515.25 +3.00 893 22,100 +187
Aug01 001122 513.50 515.50 513.50 515.50 +2.50 71 863 +17
Sep01 001122 515.50 517.00 515.00 516.75 +3.75 2 280 -3
Nov01 001122 518.00 521.00 518.00 520.25 +3.75 66 6,797 -23
Total Volume and Open Interest 29,825 164,646 +595
Soybean Meal(CBOT)
Dec00 001122 177.70 179.60 177.40 179.40 +2.40 12,365 33,101 -3,134
Jan01 001122 177.00 178.70 177.00 178.50 +1.80 11,721 39,121 +3,254
Mar01 001122 175.50 176.80 175.20 176.20 +1.00 4,879 22,897 +231
May01 001122 173.00 173.70 172.60 173.50 +0.50 2,250 12,383 -151
Jul01 001122 173.20 173.50 172.80 173.40 +0.20 1,111 10,387 -351
Aug01 001122 172.60 172.60 171.80 172.20 +0.30 105 2,560 +94
Sep01 001122 171.80 171.80 170.80 171.10 unch 36 1,407 +29
Oct01 001122 171.00 171.50 169.80 169.80 -0.20 1 642 +6
Total Volume and Open Interest 32,480 123,842 -17
Soybean Oil(CBOT)
Dec00 001122 15.13 15.16 15.05 15.06 -0.07 10,245 33,255 -3,992
Jan01 001122 15.39 15.40 15.29 15.29 -0.08 8,656 39,181 +2,688
Mar01 001122 15.77 15.82 15.69 15.70 -0.07 4,245 35,722 +1,223
May01 001122 16.18 16.18 16.09 16.09 -0.07 1,026 11,643 -571
Jul01 001122 16.57 16.57 16.48 16.49 -0.05 663 8,393 -146
Aug01 001122 16.69 16.69 16.62 16.62 -0.07 7 2,163 +5
Sep01 001122 16.73 16.73 16.73 16.73 -0.10 9 1,896 +9
Oct01 001122 16.88 16.88 16.88 16.88 -0.08 19 1,581 +18
Total Volume and Open Interest 26,147 139,400 -1,714
Canola(WCE)
Nov00 001121 260.6 260.6 260.6 260.6 unch 35 0 -70
Jan01 001122 263.5 264.4 263.5 264.3 +1.2 5,124 32,485 -2,047
Mar01 001122 269.0 270.4 269.0 270.2 +1.2 1,799 22,440 -717
May01 001122 276.0 276.0 276.0 276.0 +1.2 115 2,435 +0
Jul01 001122 281.3 281.7 281.3 281.7 +1.3 41 3,022 +26
Total Volume and Open Interest 7,184 61,747 -2,633
Corn(CBOT)
Dec00 001122 211.00 211.00 210.00 210.25 -0.50 36,318 105,229 -16,846
Jan01 001122 215.25 215.50 214.50 214.50 -0.50 302 1,859 -95
Mar01 001122 223.25 223.50 222.25 222.50 -0.75 30,330 210,860 +6,773
May01 001122 231.50 231.50 230.00 230.25 -1.00 7,032 49,520 +5,057
Jul01 001122 238.25 238.25 236.75 237.00 -1.00 6,856 55,176 +2,286
Sep01 001122 244.00 244.00 243.00 243.00 -0.75 210 5,277 +90
Total Volume and Open Interest 81,967 459,375 -2,402
Wheat(CBOT)
Dec00 001122 257.00 258.00 256.00 257.50 +2.75 10,780 54,539 -3,538
Mar01 001122 275.00 276.25 273.75 275.25 +1.75 7,810 69,635 +1,612
May01 001122 286.50 287.00 285.00 285.75 +1.75 297 4,479 +41
Jul01 001122 295.50 296.75 294.75 296.00 +1.75 625 19,395 -22
Sep01 001122 305.50 305.50 305.50 305.50 +2.50 5 1,036 +6
Total Volume and Open Interest 19,576 151,766 -1,899
Wheat(KCBT)
Dec00 001122 312.75 313.00 311.25 313.00 +3.00 3,798 29,226 -1,904
Mar01 001122 329.00 329.00 326.75 328.50 +3.25 2,253 42,803 +393
May01 001122 337.00 337.00 335.75 337.00 +3.50 204 2,849 +34
Jul01 001122 345.00 345.50 343.50 345.00 +4.00 227 9,352 +15
Sep01 001122 351.00 351.00 351.00 351.00 +3.50 0 310 +0
Total Volume and Open Interest 6,482 84,633 -1,462
Wheat(MGE)
Dec00 001122 319.00 320.00 318.50 319.50 +1.75 3,007 12,530 -949
Mar01 001122 333.00 334.25 332.75 333.50 +1.50 2,403 10,954 +1,064
May01 001122 342.75 343.00 342.00 342.25 +1.25 156 1,945 +98
Jul01 001122 350.00 350.00 349.00 349.25 +1.50 145 989 +62
Sep01 001122 356.25 356.25 356.25 356.25 +1.25 6 409 +0
Total Volume and Open Interest 5,717 27,033 +275
Oats(CBOT)
Dec00 001122 101.00 101.00 100.50 100.75 +0.25 1,909 5,526 -1,273
Mar01 001122 112.00 112.25 111.25 111.50 -0.25 1,586 6,907 +690
May01 001122 118.50 118.75 117.75 117.75 -0.25 63 568 +16
Jul01 001122 124.00 124.00 123.50 123.50 unch 140 590 +140
Total Volume and Open Interest 3,771 14,484 -388
Rough Rice(CBOT)
Jan01 001122 6.33 6.35 6.31 6.34 -0.02 234 3,263 +69
Mar01 001122 6.57 6.59 6.54 6.59 -0.01 91 1,335 +4
May01 001122 6.80 6.80 6.80 6.80 unch 11 609 +4
Jul01 001122 7.00 7.00 7.00 7.00 +0.02 1 548 +1
Total Volume and Open Interest 337 5,975 +72
Live Cattle(CME)
Dec00 001122 72.925 73.400 72.900 73.325 +0.550 9,425 40,896 -2,070
Feb01 001122 75.100 75.550 75.100 75.500 +0.450 7,805 53,651 +2,125
Apr01 001122 75.900 76.300 75.850 76.275 +0.425 3,115 23,425 -69
Jun01 001122 72.500 72.875 72.500 72.850 +0.375 613 7,568 +205
Aug01 001122 72.625 73.075 72.625 73.000 +0.450 409 6,771 +176
Oct01 001122 73.950 74.450 73.950 74.450 +0.300 79 1,101 -12
Total Volume and Open Interest 21,455 133,569 +363
Feeder Cattle(CME)
Jan01 001122 89.300 89.600 89.175 89.500 +0.150 331 8,118 +32
Mar01 001122 88.750 89.000 88.500 88.975 +0.175 123 3,803 +4
Apr01 001122 88.400 88.700 88.300 88.650 +0.050 53 1,326 -1
May01 001122 87.850 88.200 87.800 88.200 +0.225 44 1,465 +28
Aug01 001122 87.950 88.150 87.850 88.100 +0.150 4 520 -4
Sep01 001122 88.000 88.000 88.000 88.000 +0.300 1 105 +0
Oct01 001122 88.000 88.200 88.000 88.200 +0.400 1 38 +1
Total Volume and Open Interest 559 15,388 +61
Lean Hogs(CME)
Dec00 001122 54.000 54.625 54.000 54.550 +0.700 2,605 13,394 -461
Feb01 001122 57.000 57.500 56.900 57.300 +0.450 2,476 18,777 +820
Apr01 001122 56.050 56.500 56.050 56.475 +0.550 428 5,112 -2
Jun01 001122 62.500 63.000 62.500 62.975 +0.425 169 2,667 +60
Jul01 001122 61.200 61.500 61.100 61.475 +0.250 31 551 +8
Aug01 001122 58.600 58.925 58.600 58.925 +0.225 23 420 +12
Oct01 001122 50.450 50.975 50.400 50.975 +0.525 14 702 +7
Dec01 001122 47.000 47.175 46.975 47.175 +0.225 12 522 +8
Total Volume and Open Interest 5,759 42,146 +453
Pork Bellies(CME)
Feb01 001122 63.000 63.275 62.850 63.225 +0.500 276 2,133 +13
Mar01 001122 63.050 63.400 63.050 63.400 +0.350 9 105 +0
May01 001122 63.750 64.000 63.750 63.750 unch 9 114 +7
Jul01 001122 64.950 64.950 64.900 64.900 +0.100 7 40 +3
Aug01 001122 65.600 65.600 65.600 65.600 unch 0 21 +0
Total Volume and Open Interest 301 2,413 +23
Cocoa(NYBOT)
Dec00 001122 698 698 690 690 -10 109 384 -204
Mar01 001122 728 731 723 724 -6 3,900 48,444 +1,078
May01 001122 751 751 744 746 -7 1,664 17,329 -47
Jul01 001122 771 772 766 766 -7 56 13,446 -12
Sep01 001122 794 794 787 787 -9 121 11,413 -81
Dec01 001122 824 824 818 818 -10 273 13,028 +90
Mar02 001122 856 857 850 850 -11 1,254 11,546 -50
Total Volume and Open Interest 7,447 136,393 +774
Coffee "C"(NYBOT)
Dec00 001122 68.75 69.00 68.00 68.30 -0.25 735 1,744 -458
Mar01 001122 73.25 73.50 72.40 72.75 -0.50 6,284 29,904 +541
May01 001122 76.40 76.70 75.70 75.80 -0.60 717 4,548 +226
Jul01 001122 79.80 79.80 78.75 78.90 -0.65 148 2,301 +70
Sep01 001122 82.80 82.80 82.00 82.00 -0.70 134 2,562 +10
Dec01 001122 86.50 87.00 86.10 86.10 -0.60 98 1,389 +13
Total Volume and Open Interest 8,119 42,461 +405
Orange Juice(NYBOT)
Jan01 001122 75.90 76.40 74.60 76.35 +0.50 985 17,528 +100
Mar01 001122 79.25 80.00 78.30 79.95 +0.70 493 9,220 +179
May01 001122 81.90 82.50 81.10 82.50 +0.75 159 1,766 -19
Jul01 001122 85.50 85.50 85.50 85.50 +1.25 61 722 -50
Sep01 001122 88.00 88.00 88.00 88.00 +1.25 5 315 +0
Total Volume and Open Interest 1,703 29,811 +210
Sugar #11(NYBOT)
Mar01 001122 9.72 9.98 9.72 9.93 +0.21 4,911 73,944 -760
May01 001122 9.20 9.40 9.20 9.35 +0.20 1,039 18,909 +168
Jul01 001122 8.67 8.84 8.67 8.78 +0.16 536 23,281 -80
Oct01 001122 8.27 8.44 8.27 8.41 +0.15 664 19,136 +137
Mar02 001122 8.17 8.32 8.17 8.32 +0.15 0 8,140 +0
Total Volume and Open Interest 7,150 145,750 -535
London Cocoa(LCE)
Dec00 001122 549 551 548 548 -2 3,260 33,879 -1,508
Mar01 001122 567 570 566 567 -2 2,206 55,226 +69
May01 001122 582 584 581 582 -3 1,414 30,814 +187
Jul01 001122 598 599 596 596 -3 590 13,323 +525
Sep01 001122 609 611 609 609 -3 172 20,878 +68
Dec01 001122 638 641 637 637 -3 260 8,570 +202
Mar02 001122 663 664 662 662 -3 428 16,926 +282
Total Volume and Open Interest 8,370 196,470 -156
London Coffee(LCE)
Nov00 001122 650.00 650.00 643.00 643.00 -9.00 96 356 -92
Jan01 001122 658.00 658.00 645.00 650.00 -9.00 1,357 26,965 +25
Mar01 001122 680.00 681.00 668.00 672.00 -8.00 1,193 12,998 +456
May01 001122 703.00 703.00 695.00 697.00 -8.00 82 6,770 +37
Jul01 001122 725.00 725.00 720.00 722.00 -8.00 47 2,848 -1
Sep01 001122 750.00 750.00 740.00 747.00 -8.00 9 1,649 -1
Total Volume and Open Interest 2,793 55,034 +430
London Sugar(LCE)
Dec00 001115 225.50 233.60 224.60 225.00 -0.30 902 2,074 -764
Mar01 001122 245.00 247.50 242.50 247.50 +4.20 431 22,872 +230
May01 001122 238.50 243.40 238.50 243.40 +4.10 107 4,318 -71
Aug01 001122 236.70 239.00 236.70 239.00 +4.00 6 6,862 +4
Oct01 001122 229.70 233.00 229.20 233.00 +4.60 9 2,469 +7
Total Volume and Open Interest 553 37,630 +170
Cotton(NYBOT)
Dec00 001122 63.30 64.60 63.20 64.40 +1.24 6,744 1,286 -3,538
Mar01 001122 67.50 68.80 67.10 68.08 +0.97 13,869 34,739 +687
May01 001122 68.80 70.00 68.50 69.57 +1.02 2,193 11,195 +8
Jul01 001122 69.50 71.00 69.50 70.45 +1.05 1,265 6,799 -295
Oct01 001122 65.95 65.95 65.95 65.95 +0.60 21 791 +0
Dec01 001122 64.65 65.45 64.65 65.10 +0.65 274 6,009 +136
Total Volume and Open Interest 49,370 61,006 -2,998
Lumber(CME)
Jan01 001122 238.5 242.1 238.3 241.2 +2.7 683 2,349 -135
Mar01 001122 245.7 247.6 245.7 246.0 unch 235 1,141 -4
May01 001122 250.9 251.8 250.5 251.1 +0.3 96 348 +38
Jul01 001122 256.5 256.7 251.0 253.6 -3.0 12 76 +2
Total Volume and Open Interest 1,058 3,963 -128
Crude Oil(NYM)
Jan01 001122 34.90 35.64 34.67 35.40 +0.24 54,869 146,867 -1,209
Feb01 001122 33.93 34.60 33.80 34.40 +0.21 22,227 48,205 +1,066
Mar01 001122 33.00 33.53 32.85 33.32 +0.19 12,295 32,759 +2,179
Apr01 001122 31.88 32.30 31.83 32.24 +0.17 4,436 21,456 +1,281
May01 001122 30.90 31.42 30.90 31.29 +0.16 3,420 14,483 +171
Jun01 001122 30.20 30.45 30.20 30.45 +0.15 4,129 27,407 +709
Jul01 001122 29.60 29.75 29.60 29.72 +0.13 1,053 11,907 -77
Aug01 001122 29.00 29.07 28.98 29.07 +0.11 624 11,381 +209
Sep01 001122 28.45 28.51 28.45 28.51 +0.09 262 17,888 +204
Oct01 001122 27.95 27.99 27.95 27.99 +0.07 68 8,757 -20
Total Volume and Open Interest 111,758 475,955 +4,683
Heating Oil(NYM)
Dec00 001122 108.70 110.30 107.80 109.44 +0.03 23,434 30,038 -3,140
Jan01 001122 106.25 107.25 105.40 106.01 -0.74 15,835 52,945 +1,149
Feb01 001122 101.30 102.40 100.75 101.16 -0.79 5,447 24,426 -1,626
Mar01 001122 95.20 95.90 94.80 94.81 -0.74 2,190 16,040 +354
Apr01 001122 88.95 89.50 88.20 88.31 -0.74 1,436 9,252 +250
May01 001122 83.40 83.80 83.01 83.01 -0.69 521 5,986 +322
Jun01 001122 79.80 80.90 79.76 79.76 -0.64 693 5,726 -95
Jul01 001122 78.90 79.00 78.06 78.06 -0.64 288 2,762 +93
Aug01 001122 77.95 77.95 77.31 77.31 -0.64 105 3,644 +51
Sep01 001122 77.51 77.51 77.51 77.51 -0.59 186 1,463 +93
Total Volume and Open Interest 50,548 159,283 -2,312
Unleaded Gas(NYM)
Dec00 001122 90.90 92.60 90.40 92.01 +0.35 12,051 28,008 -1,125
Jan01 001122 90.00 91.40 89.50 90.67 +0.23 8,159 24,619 +1,045
Feb01 001122 90.00 90.90 89.30 90.27 +0.13 1,084 7,438 -91
Mar01 001122 89.80 91.00 89.80 90.47 +0.11 764 9,230 +382
Apr01 001122 94.50 94.62 93.75 94.62 +0.08 742 5,724 -72
May01 001122 92.90 93.47 92.90 93.47 +0.08 765 6,275 +143
Jun01 001122 91.45 91.67 91.45 91.67 -0.02 965 3,493 +735
Jul01 001122 89.35 89.52 89.35 89.52 -0.07 344 1,466 +69
Total Volume and Open Interest 26,119 93,738 +450
Natural Gas(NYM)
Dec00 001122 6.340 6.620 6.300 6.577 +0.169 42,970 41,923 -4,390
Jan01 001122 6.340 6.640 6.330 6.584 +0.152 20,312 50,911 +211
Feb01 001122 6.010 6.290 5.960 6.244 +0.207 7,667 32,918 +1,426
Mar01 001122 5.390 5.630 5.370 5.600 +0.153 6,601 34,411 +1,205
Apr01 001122 4.770 4.920 4.770 4.880 +0.065 4,218 21,381 +664
May01 001122 4.540 4.630 4.540 4.630 +0.045 2,421 19,085 +651
Jun01 001122 4.520 4.600 4.520 4.595 +0.035 2,183 17,028 +153
Jul01 001122 4.500 4.590 4.470 4.575 +0.029 246 10,572 +67
Total Volume and Open Interest 91,971 404,889 +242
Brent Crude Oil(IPE)
Jan01 001122 32.73 33.32 32.65 33.24 +0.14 23,516 67,764 -2,376
Feb01 001122 32.00 32.63 31.99 32.59 +0.11 11,551 55,751 +2,479
Mar01 001122 31.15 31.52 31.00 31.50 +0.06 5,918 46,472 +536
Apr01 001122 30.15 30.48 30.03 30.48 +0.08 3,950 30,785 -416
May01 001122 29.26 29.70 29.26 29.70 +0.13 1,979 8,752 +1,189
Jun01 001122 28.60 29.00 28.55 29.00 +0.16 870 17,521 +84
Jul01 001122 28.08 28.40 28.08 28.40 +0.19 53 6,663 -10
Aug01 001122 27.70 27.93 27.70 27.93 +0.21 477 8,751 +205
Total Volume and Open Interest 49,586 285,943 +1,891
Gas Oil(IPE)
Dec00 001122 315.50 317.25 310.00 317.25 -1.00 10,534 34,484 -1,415
Jan01 001122 305.50 308.50 301.50 308.25 +0.25 8,753 27,179 +962
Feb01 001122 293.00 297.25 290.00 297.25 +1.50 2,261 8,253 +14
Mar01 001122 277.00 282.50 276.75 282.25 +1.50 601 6,587 -6
Apr01 001122 266.00 268.25 266.00 268.25 +1.75 669 5,389 -174
May01 001122 251.50 256.75 251.50 256.75 +2.00 218 1,696 +18
Jun01 001122 244.50 249.75 244.50 249.75 +2.50 1,658 10,539 -319
Jul01 001122 242.50 246.75 242.50 246.75 +2.75 1,207 3,905 +212
Total Volume and Open Interest 26,765 106,379 -152
US Dollar Index(NYBOT)
Dec00 001122 117.81 118.10 117.52 117.80 -0.09 753 3,894 +97
Mar01 001122 117.50 117.84 117.40 117.58 -0.06 825 6,020 +128
Jun01 001122 117.30 117.30 117.30 117.30 -0.09 825 6,020 +128
Total Volume and Open Interest 825 6,020 +128
Australian Dollar(IMM)
Dec00 001122 51.99 52.79 51.85 52.72 +1.60 1,447 23,295 +444
Mar01 001122 52.05 52.85 51.95 52.78 +1.61 44 2,388 +23
Jun01 001122 52.84 52.84 52.84 52.84 +1.62 0 8 +0
Total Volume and Open Interest 1,494 25,701 +470
British Pound(IMM)
Dec00 001122 141.52 141.64 140.76 141.12 -0.70 6,473 35,825 +1,572
Mar01 001122 141.60 141.82 141.00 141.40 -0.70 119 191 +39
Jun01 001122 141.68 141.68 141.30 141.68 -0.70 0 2 +0
Total Volume and Open Interest 6,592 36,018 +1,611
Canadian Dollar(IMM)
Dec00 001122 64.57 64.74 64.52 64.66 +0.12 5,584 70,015 -1,357
Mar01 001122 64.68 64.87 64.67 64.79 +0.12 349 3,407 +77
Jun01 001122 64.80 64.98 64.80 64.89 +0.12 201 2,009 +25
Sep01 001122 64.97 64.98 64.97 64.98 +0.12 11 719 +5
Total Volume and Open Interest 6,145 76,490 -1,250
Japanese Yen(IMM)
Dec00 001122 91.58 91.66 91.00 91.04 -0.13 8,533 76,791 +2,127
Mar01 001122 92.94 93.04 92.39 92.44 -0.13 307 556 +74
Jun01 001122 93.82 94.40 93.82 93.82 -0.13 0 8 +0
Total Volume and Open Interest 8,865 77,499 +2,204
Swiss Franc(IMM)
Dec00 001122 55.56 55.73 55.48 55.71 +0.13 6,016 48,694 +118
Mar01 001122 56.01 56.14 55.95 56.14 +0.13 95 394 +20
Jun01 001122 56.55 56.55 56.55 56.55 +0.13 10 9 -1
Total Volume and Open Interest 6,121 49,098 +137
EuroFX(IMM)
Dec00 001122 84.39 84.58 84.21 84.56 +0.13 13,445 80,184 +1,136
Mar01 001122 84.86 84.90 84.60 84.89 +0.13 327 1,314 +141
Total Volume and Open Interest 13,772 81,498 +1,277
Mexican Peso(IMM)
Dec00 001122 10570.0 10590.0 10545.0 10573.0 +18.0 9,458 13,457 +654
Mar01 001122 10290.0 10290.0 10280.0 10288.0 +18.0 38 4,323 +10
Total Volume and Open Interest 14,470 25,760 +2,828
30-Year T-Bonds(CBOT)
Dec00 001122 100~28 101~28 100~24 101~23 +0~31 105,547 362,084 -15,544
Mar01 001122 100~30 101~30 100~30 101~24 +0~31 31,040 84,397 +15,876
Jun01 001122 101~12 101~26 101~12 101~26 +1~04 6 332 +0
Total Volume and Open Interest 136,593 446,947 +332
Municipal Bonds(CBOT)
Dec00 001122 100~15 100~26 100~08 100~18 +0~10 1,612 19,236 -1,210
Mar01 001122 99~31 100~04 99~20 100~00 +0~13 1,222 1,202 +1,194
Total Volume and Open Interest 2,834 20,438 -16
10-Year T-Notes(CBOT)
Dec00 001122 101~180 101~295 101~150 101~245 +0~085 82,843 464,183 -13,648
Mar01 001122 101~220 102~000 101~220 101~305 +0~120 28,254 79,011 +18,976
Total Volume and Open Interest 111,097 544,115 +5,328
5-Year T-Notes(CBOT)
Dec00 001122 101~075 101~110 101~040 101~095 +0~075 45,070 310,429 -11,944
Mar01 001122 101~090 101~115 101~055 101~110 +0~080 17,478 54,052 +13,516
Jun01 001122 101~160 101~160 101~160 101~160 +0~080      
Total Volume and Open Interest 62,548 364,481 +1,572
2 Year T-Notes(CBOT)
Dec00 001122 100~033 100~039 100~024 100~037 +0~016 7,185 52,376 -2,121
Mar01 001122 100~056 100~064 100~048 100~062 +0~018 4,406 6,239 +2,567
Total Volume and Open Interest 11,591 58,615 +446
3-Mth T-Bills(IMM)
Dec00 001122 93.80 93.80 93.80 93.80 -0.01 2 1,403 +0
Total Volume and Open Interest 20 1,760 +8
Eurodollars(IMM)
Dec00 001122 93.285 93.290 93.283 93.285 +0.008 27,387 511,156 -234
Mar01 001122 93.535 93.540 93.520 93.535 +0.020 45,649 507,866 -3,047
Jun01 001122 93.675 93.690 93.665 93.685 +0.035 35,872 379,306 +3,378
Sep01 001122 93.745 93.760 93.735 93.750 +0.035 40,376 401,658 -2,574
Dec01 001122 93.680 93.680 93.660 93.680 +0.040 12,434 260,934 -3,537
Mar02 001122 93.720 93.730 93.705 93.725 +0.035 14,273 221,449 -214
Jun02 001122 93.670 93.670 93.645 93.665 +0.035 7,554 148,052 -525
Sep02 001122 93.620 93.620 93.590 93.610 +0.030 7,780 114,945 +1,120
Dec02 001122 93.490 93.495 93.475 93.495 +0.035 4,109 86,962 -401
Mar03 001122 93.510 93.515 93.495 93.515 +0.035 3,716 78,475 +1,038
Jun03 001122 93.460 93.465 93.455 93.465 +0.030 3,173 58,963 +475
Sep03 001122 93.420 93.425 93.410 93.425 +0.030 3,189 59,051 +546
Total Volume and Open Interest 219,474 3,214,866 -4,057
3-Mth Euro-Yen(IMM)
Dec00 001122 99.46 99.47 99.46 99.47 unch 596 11,400 -86
Mar01 001122 99.53 99.53 99.53 99.53 unch 613 25,302 -773
Jun01 001122 99.53 99.53 99.53 99.53 unch 843 10,509 +219
Sep01 001122 99.48 99.49 99.47 99.49 unch 182 11,273 -61
Dec01 001122 99.39 99.39 99.38 99.38 unch 45 6,678 -25
Mar02 001122 99.34 99.35 99.34 99.34 unch 1 3,777 +50
Jun02 001122 99.28 99.28 99.28 99.28 unch 0 895 -10
Sep02 001122 99.17 99.17 99.16 99.17 unch 0 377 +0
Dec02 001122 98.97 98.97 98.97 98.97 -0.01 0 32 +0
Mar03 001122 98.88 98.88 98.88 98.88 unch      
Total Volume and Open Interest 2,280 70,243 -686
3-Mth Euro-Yen(SIMEX)
Dec00 001122 99.47 99.47 99.47 99.47 +0.01 998 98,151 -729
Mar01 001122 99.53 99.53 99.53 99.53 unch 2,425 97,854 -3,059
Jun01 001122 99.53 99.53 99.53 99.53 +0.00 3,054 88,473 +180
Sep01 001122 99.47 99.47 99.47 99.47 unch 1,347 67,672 -763
Dec01 001122 99.38 99.39 99.38 99.39 +0.01 615 21,565 -326
Mar02 001122 99.35 99.35 99.35 99.35 +0.00 123 15,106 -116
Jun02 001122 99.27 99.27 99.26 99.27 +0.00 35 7,621 +0
Sep02 001122 99.15 99.15 99.14 99.14 unch 1 6,046 +1
Total Volume and Open Interest 8,563 411,603 -4,813
German Euro-Bund(EUREX)
Dec00 001122 105.89 106.31 105.83 106.28 +0.47 357,749 646,092 -6,286
Mar01 001122 105.96 106.38 105.96 106.37 +0.46 12,654 47,188 +4,903
Jun01 001122 106.12 106.12 106.12 106.12 +0.48 0 1,141 +0
Total Volume and Open Interest 370,403 694,421 -1,383
German Euro-Bobl(EUREX)
Dec00 001122 103.92 104.10 103.85 104.09 +0.22 160,065 368,535 -3,752
Mar01 001122 103.79 103.87 103.78 103.87 +0.23 3,759 16,411 -95
Jun01 001122 103.74 103.74 103.74 103.74 +0.21 0 920 +0
Total Volume and Open Interest 163,824 385,866 -3,847
Long Gilt(LIFFE)
Dec00 001122 114~14 115~07 114~12 115~06 +0~27 29,543 74,551 -1,993
Mar01 001122 114~06 114~27 114~06 114~27 +0~27 1,790 1,643 -2,180
Total Volume and Open Interest 31,333 76,194 -4,173
3-Mth Short Sterling(LIFFE)
Dec00 001122 93.96 93.99 93.96 93.98 +0.02 9,409 164,486 -1,000
Mar01 001122 94.04 94.09 94.04 94.09 +0.05 34,888 130,904 +7,982
Jun01 001122 94.09 94.16 94.09 94.16 +0.07 30,026 102,867 +448
Total Volume and Open Interest 105,333 826,987 +6,444
3-Mth Euribor(LIFFE)
Dec00 001122 94.880 94.905 94.875 94.895 +0.015 37,435 306,990 -2,197
Mar01 001122 94.905 94.935 94.895 94.925 +0.020 53,955 304,548 -12,042
Jun01 001122 94.940 94.965 94.925 94.955 +0.020 33,255 231,179 +4,420
Total Volume and Open Interest 176,984 1,461,838 -2,709
3-Mth Aus T-Bills(SFE)
Dec00 001122 93.69 93.70 93.67 93.70 unch 3,023 198,323 -3,825
Mar01 001122 93.77 93.78 93.74 93.78 unch 7,227 123,133 +1,516
Jun01 001122 93.79 93.82 93.77 93.81 unch 1,990 41,435 -603
Sep01 001122 93.80 93.83 93.78 93.83 +0.01 161 24,467 -84
Dec01 001122 93.78 93.81 93.77 93.81 unch 61 14,203 +37
Mar02 001122 93.73 93.76 93.72 93.76 unch 5 8,319 -195
Jun02 001122 93.65 93.69 93.65 93.69 unch 15 5,280 +15
Sep02 001122 93.61 93.64 93.60 93.64 unch 110 4,456 +90
Dec02 001122 93.55 93.58 93.55 93.58 unch 5 2,098 +0
Mar03 001122 93.54 93.55 93.54 93.55 unch 5 1,278 +0
Total Volume and Open Interest 12,672 426,750 -3,069
10-Year Aus T-Bonds(SFE)
Dec00 001122 94.10 94.15 94.06 94.14 -140.82 1,872 170,924 -5,979
Mar01 001122 94.11 94.11 94.11 94.11 -0.01      
Total Volume and Open Interest 1,872 170,924 -5,979
3-Year Aus T-Bonds(SFE)
Dec00 001122 94.14 94.16 94.10 94.16 unch 4,118 401,022 -7,472
Mar01 001122 94.17 94.17 94.17 94.17 -0.01      
Total Volume and Open Interest 4,118 401,022 -7,472
Gold(CMX)
Dec00 001122 266.7 266.9 266.2 266.7 +0.6 27,608 60,060 -9,842
Feb01 001122 269.4 269.6 268.8 269.3 +0.6 15,133 37,480 +4,977
Apr01 001122 272.2 272.2 271.6 272.0 +0.6 795 5,576 +34
Jun01 001122 275.0 275.0 274.5 274.6 +0.6 458 9,906 +57
Aug01 001122 277.0 277.0 277.0 277.0 +0.6 2 2,457 +0
Oct01 001122 279.3 279.3 279.3 279.3 +0.6 0 750 +0
Total Volume and Open Interest 44,731 132,633 -4,689
Silver(CMX)
Dec00 001122 463.5 464.0 462.5 462.8 -0.2 10,692 46,504 -2,921
Mar01 001122 470.5 471.0 469.5 469.8 -0.1 5,421 20,716 +2,417
May01 001122 473.5 476.0 473.0 474.6 unch 175 1,896 +143
Jul01 001122 480.5 480.5 478.5 479.6 +0.1 78 3,001 -17
Sep01 001122 484.5 484.5 484.5 484.5 +0.2 1 3,040 +1
Total Volume and Open Interest 16,521 81,402 -300
Platinum(NYM)
Jan01 001122 585.0 587.9 581.0 583.3 -0.5 374 7,689 -168
Apr01 001122 572.3 572.3 572.3 572.3 unch 2 312 +1
Total Volume and Open Interest 376 8,006 -167
Palladium(NYME)
Dec00 001122 787.00 791.00 787.00 790.65 +5.65 44 404 -6
Mar01 001122 787.00 791.00 785.00 790.15 +6.15 94 1,289 +4
Jun01 001122 785.15 785.15 785.15 785.15 +6.15 0 135 +0
Total Volume and Open Interest 182 1,828 -2
Copper(CMX)
Dec00 001122 82.10 82.30 81.30 82.10 -0.70 7,132 28,256 -2,282
Mar01 001122 82.85 83.15 82.30 82.90 -0.65 4,206 22,513 +1,925
May01 001122 83.00 83.10 82.70 82.95 -0.65 38 3,357 -1
Jul01 001122 83.05 83.10 82.50 83.00 -0.70 68 3,065 +12
Sep01 001122 82.50 83.20 82.50 83.10 -0.70 11 1,524 +1
Total Volume and Open Interest 13,176 76,579 +259
DJIA Index(CBOT)
Dec00 001122 10450 10550 10395 10418 -147 11,278 18,755 +147
Mar01 001122 10610 10660 10540 10558 -149 15 114 +4
Jun01 001122 10695 10770 10680 10698 -149 0 10 +0
Total Volume and Open Interest 11,293 18,886 +151
S & P 500(CME)
Dec00 001122 1342.00 1349.50 1322.50 1323.00 -32.70 58,756 419,348 -3,320
Mar01 001122 1361.00 1369.00 1342.70 1342.70 -33.10 4,082 29,097 +2,734
Jun01 001122 1362.50 1362.50 1362.50 1362.50 -33.60 116 2,698 +56
Sep01 001122 1382.30 1382.30 1382.30 1382.30 -34.30 137 384 +45
Total Volume and Open Interest 63,092 451,794 -485
S & P 500 E-Mini(Globex)
Dec00 001122 1356.00 1361.00 1322.00 1323.00 -32.75 82,365 72,592 -188
Mar01 001122 1370.00 1370.00 1342.75 1342.75 -33.00 3 50 +1
Total Volume and Open Interest 82,368 73,002 +173
NASDAQ 100(CME)
Dec00 001122 2757.00 2825.00 2676.00 2682.50 -125.00 16,100 45,293 +583
Mar01 001122 2810.00 2855.00 2722.50 2727.50 -126.00 19 137 -5
Jun01 001122 2772.50 2772.50 2772.50 2772.50 -127.00      
Total Volume and Open Interest 16,119 45,430 +578
NASDAQ 100 E-Mini(GLOBEX)
Dec00 001122 2806.5 2846.0 2677.5 2682.5 -125.0 67,362 65,554 +2,473
Mar01 001122 2800.0 2820.0 2727.5 2727.5 -126.0 2 8 +1
Total Volume and Open Interest 67,364 65,562 +2,474
NYSE Composite(NYBOT)
Dec00 001122 632.00 635.00 626.75 627.40 -11.85 272 1,593 +1,593
Mar01 001122 639.50 639.50 636.40 636.40 -11.85 100 112 +112
Jun01 001122 645.40 645.40 645.40 645.40 -11.85 0 102 +102
Total Volume and Open Interest      
S & P Midcap 400(CME)
Dec00 001122 491.00 493.50 483.50 489.00 -7.50 1,521 16,399 +332
Mar01 001122 496.70 496.70 495.70 496.70 -7.50 0 42 +0
Jun01 001122 503.70 503.70 502.70 503.70 -7.50 0 1 +0
Total Volume and Open Interest 1,521 16,442 +332
Russell 2000(CME)
Dec00 001122 464.00 466.25 455.50 459.00 -9.50 1,814 14,393 +51
Mar01 001122 465.75 465.75 465.75 465.75 -9.50 0 100 +0
Jun01 001122 473.30 473.30 473.30 473.30 -9.50      
Total Volume and Open Interest 1,814 14,493 +51
Value Line(KCBT)
Dec00 001122 1080.00 1086.00 1065.00 1072.00 -22.00 28 126 +1
Total Volume and Open Interest 28 127 +1
Nikkei 225(CME)
Dec00 001122 14185 14220 14100 14100 -300 885 16,489 +32
Mar01 001122 14260 14260 14200 14210 -200 1 68 -1
Total Volume and Open Interest 886 16,559 +31
Nikkei 225(SIMEX)
Dec00 001122 14405 14480 14175 14240 -140 12,644 92,422 +366
Mar01 001122 14260 14260 14260 14260 -140 0 4,916 +0
Jun01 001122 14240 14240 14240 14240 -140 0 405 +0
Total Volume and Open Interest 9,054 98,443 +366
CAC 40(MATIF)
Nov00 001122 6079.0 6079.0 5936.0 5942.0 -148.0 51,249 235,204 +9,350
Dec00 001122 6079.5 6079.5 5965.0 6010.0 -102.0 1,353 160,301 -257
Total Volume and Open Interest 52,667 415,350 +9,030
DAX Index(EUREX)
Dec00 001122 6646.0 6654.5 6495.5 6531.0 -159.0 44,594 172,880 +2,438
Mar01 001122 6723.5