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MRCI's End of Day Prices
Daily Futures Price Listing Tue November 28, 2000
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan01 001128 496.50 503.50 495.50 500.75 +3.50 42,020 73,143 -874
Mar01 001128 505.75 512.25 504.25 509.50 +2.75 8,125 40,953 +113
May01 001128 512.50 519.00 511.50 516.75 +3.75 2,812 20,746 +49
Jul01 001128 520.00 526.00 518.75 524.00 +3.50 2,992 22,148 +6
Aug01 001128 520.50 525.00 520.50 524.50 +3.50 345 1,064 +199
Sep01 001128 522.50 525.00 521.00 525.00 +2.00 43 305 +19
Nov01 001128 525.50 531.00 524.50 529.25 +2.75 831 6,160 -424
Total Volume and Open Interest 57,169 164,526 -911
Soybean Meal(CBOT)
Dec00 001128 187.20 187.80 185.00 187.60 unch 18,207 25,297 -3,286
Jan01 001128 186.00 186.80 184.20 186.60 +0.20 19,788 46,064 +6,108
Mar01 001128 182.80 184.00 181.50 183.40 +0.30 9,696 27,660 +1,903
May01 001128 179.20 181.00 178.50 180.40 +0.30 4,098 14,278 +511
Jul01 001128 179.00 180.50 178.50 180.10 +0.40 3,065 10,260 +212
Aug01 001128 178.30 178.50 177.00 178.00 unch 690 2,848 +186
Sep01 001128 177.00 177.50 176.00 176.70 -0.30 476 1,677 +271
Oct01 001128 176.50 176.80 175.50 175.80 unch 116 711 +16
Total Volume and Open Interest 56,482 130,472 +6,056
Soybean Oil(CBOT)
Dec00 001128 14.48 14.60 14.46 14.49 +0.01 11,546 24,115 -4,970
Jan01 001128 14.73 14.89 14.70 14.76 +0.03 10,449 42,860 +1,940
Mar01 001128 15.12 15.30 15.12 15.16 +0.04 7,294 37,900 +698
May01 001128 15.52 15.69 15.52 15.59 +0.07 1,479 13,202 +114
Jul01 001128 15.95 16.10 15.95 15.99 +0.06 2,319 9,719 +460
Aug01 001128 16.15 16.29 16.10 16.15 +0.05 138 2,156 -22
Sep01 001128 16.40 16.50 16.31 16.31 +0.04 11 1,901 +5
Oct01 001128 16.55 16.70 16.50 16.50 +0.08 43 1,639 +45
Total Volume and Open Interest 33,450 139,101 -1,745
Canola(WCE)
Jan01 001128 262.5 264.5 262.2 264.0 +0.5 8,039 32,501 -520
Mar01 001128 268.3 270.3 268.3 269.8 unch 3,066 23,655 +1,269
May01 001128 275.5 275.5 275.5 275.5 +0.3 139 2,579 +101
Jul01 001128 280.3 281.3 280.3 281.0 +0.1 287 3,494 +276
Aug01 001128 281.0 281.0 281.0 281.0 unch 0 55 +0
Total Volume and Open Interest 11,641 63,640 +1,231
Corn(CBOT)
Dec00 001128 209.75 209.75 207.25 207.75 -2.75 30,383 82,985 -11,215
Jan01 001128 213.50 214.00 212.00 212.25 -2.50 425 2,438 +217
Mar01 001128 222.25 222.25 219.50 220.25 -2.50 33,225 224,075 +8,808
May01 001128 230.00 230.00 227.50 228.00 -2.75 2,807 50,523 +806
Jul01 001128 236.75 237.00 234.75 235.25 -2.50 1,910 56,098 +341
Sep01 001128 243.00 243.00 241.50 241.75 -2.00 161 5,464 +75
Total Volume and Open Interest 70,832 453,530 -813
Wheat(CBOT)
Dec00 001128 256.00 257.00 254.00 255.50 -1.75 21,757 38,624 -9,397
Mar01 001128 274.50 274.75 272.00 273.25 -2.25 26,349 81,253 +7,858
May01 001128 285.00 285.50 283.25 283.75 -2.25 2,875 6,952 +2,199
Jul01 001128 294.50 295.50 293.25 294.25 -2.25 1,876 20,971 +408
Sep01 001128 303.00 303.50 303.00 303.50 -2.00 8 1,083 +8
Total Volume and Open Interest 52,926 151,600 +1,083
Wheat(KCBT)
Dec00 001128 313.00 313.50 309.00 310.75 -4.25 6,803 19,136 -3,452
Mar01 001128 329.00 329.25 325.25 326.75 -3.75 6,278 49,102 +2,603
May01 001128 337.00 337.50 334.00 335.25 -3.00 542 3,670 +345
Jul01 001128 345.00 345.50 342.00 343.25 -3.25 946 9,443 +151
Sep01 001128 353.00 353.00 349.50 350.50 -3.50 1 311 +1
Total Volume and Open Interest 14,570 81,757 -353
Wheat(MGE)
Dec00 001128 319.00 319.00 315.50 317.00 -3.50 3,046 5,476 -3,322
Mar01 001128 333.50 333.50 330.00 331.00 -3.75 2,718 12,159 -10
May01 001128 341.75 342.25 339.75 341.00 -3.00 257 2,026 +118
Jul01 001128 347.00 348.25 347.00 348.00 -2.50 477 1,658 +232
Sep01 001128 354.50 356.00 354.00 356.00 -2.00 0 424 +0
Total Volume and Open Interest 6,504 21,949 -2,982
Oats(CBOT)
Dec00 001128 100.50 100.50 99.50 99.50 -1.25 1,795 3,869 -855
Mar01 001128 111.75 111.75 110.25 110.50 -1.25 1,586 8,310 +499
May01 001128 117.50 117.75 116.75 117.00 -0.75 101 771 +69
Jul01 001128 123.75 124.00 122.75 123.00 -1.00 74 636 +39
Total Volume and Open Interest 3,561 14,492 -247
Rough Rice(CBOT)
Jan01 001128 6.38 6.40 6.28 6.28 -0.13 211 3,116 -94
Mar01 001128 6.61 6.61 6.51 6.51 -0.10 119 1,347 +47
May01 001128 6.80 6.80 6.72 6.72 -0.09 0 609 +0
Jul01 001128 6.95 6.95 6.93 6.93 -0.07 1 550 +1
Total Volume and Open Interest 331 5,842 -46
Live Cattle(CME)
Dec00 001128 72.250 72.850 72.175 72.825 +0.325 8,953 33,182 -3,786
Feb01 001128 74.625 74.800 74.350 74.775 -0.050 9,699 59,559 +4,062
Apr01 001128 75.575 75.900 75.500 75.850 +0.125 1,039 24,644 +258
Jun01 001128 72.550 72.750 72.500 72.725 +0.225 711 8,171 +214
Aug01 001128 72.700 73.100 72.700 72.950 +0.250 529 7,240 +227
Oct01 001128 74.200 74.600 74.200 74.550 +0.350 118 1,269 +114
Total Volume and Open Interest 21,099 134,255 +1,114
Feeder Cattle(CME)
Jan01 001128 88.975 89.700 88.950 89.675 +0.675 724 8,006 -80
Mar01 001128 88.350 89.100 88.350 89.050 +0.600 292 3,902 +100
Apr01 001128 88.100 88.700 88.025 88.700 +0.600 53 1,391 +18
May01 001128 87.725 88.400 87.725 88.400 +0.700 23 1,512 +4
Aug01 001128 87.900 88.350 87.875 88.350 +0.500 11 575 +4
Sep01 001128 87.800 88.350 87.800 88.350 +0.450 0 119 +0
Oct01 001128 87.750 88.350 87.750 88.350 +0.450 0 48 +0
Total Volume and Open Interest 1,103 15,577 +46
Lean Hogs(CME)
Dec00 001128 53.850 54.000 53.550 53.650 -0.400 3,124 12,146 -783
Feb01 001128 56.650 56.850 56.150 56.325 -0.475 3,672 21,156 +653
Apr01 001128 55.850 55.950 55.525 55.625 -0.375 849 5,200 -14
Jun01 001128 62.325 62.350 61.900 62.200 -0.400 192 2,997 +103
Jul01 001128 61.450 61.450 60.500 60.675 -0.575 67 657 +39
Aug01 001128 58.400 58.650 58.250 58.650 -0.150 19 458 +7
Oct01 001128 50.525 50.600 50.000 50.600 -0.075 11 782 +8
Dec01 001128 47.100 47.100 46.750 46.950 -0.200 145 709 +37
Total Volume and Open Interest 8,079 44,106 +50
Pork Bellies(CME)
Feb01 001128 63.775 63.775 60.900 60.950 -2.825 359 2,149 +17
Mar01 001128 63.650 63.650 61.025 61.125 -2.650 10 116 -4
May01 001128 64.800 64.800 62.100 62.150 -2.150 4 116 -1
Jul01 001128 65.000 65.000 62.550 62.550 -2.750 0 45 +0
Aug01 001128 64.000 64.000 63.500 63.500 -1.500 0 21 +0
Total Volume and Open Interest 373 2,447 +12
Cocoa(NYBOT)
Dec00 001128 684 700 684 699 +17 62 259 -9
Mar01 001128 715 729 715 724 +10 2,515 49,261 -560
May01 001128 738 751 737 745 +9 598 17,453 +14
Jul01 001128 769 770 760 766 +8 94 13,595 +23
Sep01 001128 787 788 787 787 +8 393 11,664 +236
Dec01 001128 816 822 815 818 +8 237 13,057 +61
Mar02 001128 850 850 850 850 +8 15 11,643 +15
Total Volume and Open Interest 3,927 137,735 -220
Coffee "C"(NYBOT)
Dec00 001128 68.25 69.50 68.25 69.50 +1.50 511 1,194 -568
Mar01 001128 72.75 74.25 72.75 74.15 +1.40 5,044 29,445 -302
May01 001128 76.00 77.40 75.90 77.30 +1.40 352 4,737 +70
Jul01 001128 79.25 80.30 79.25 80.30 +1.30 162 2,226 +24
Sep01 001128 82.90 83.50 82.50 83.40 +1.30 88 2,566 -2
Dec01 001128 87.00 87.55 86.75 87.55 +1.45 73 1,463 +7
Total Volume and Open Interest 6,232 41,644 -771
Orange Juice(NYBOT)
Jan01 001128 78.40 78.50 76.50 77.05 -0.90 3,089 17,468 -194
Mar01 001128 81.50 81.60 79.80 80.50 -0.70 947 9,732 +73
May01 001128 84.50 84.50 82.50 83.20 -0.90 197 1,795 +31
Jul01 001128 87.30 87.30 84.50 85.90 -1.00 2 722 +0
Sep01 001128 89.00 89.00 88.60 88.60 -0.80 2 318 +2
Total Volume and Open Interest 4,252 30,295 -88
Sugar #11(NYBOT)
Mar01 001128 10.05 10.09 9.77 9.94 -0.17 20,169 74,061 -1,128
May01 001128 9.47 9.49 9.27 9.39 -0.14 2,548 18,336 -579
Jul01 001128 8.85 8.88 8.68 8.80 -0.13 2,722 23,161 +10
Oct01 001128 8.45 8.45 8.33 8.44 -0.09 849 19,352 +161
Mar02 001128 8.35 8.35 8.24 8.34 -0.09 394 8,138 -82
Total Volume and Open Interest 26,765 145,434 -1,566
London Cocoa(LCE)
Dec00 001128 540 547 536 540 unch      
Mar01 001128 557 565 554 559 unch      
May01 001128 572 579 569 574 unch      
Jul01 001128 587 590 584 590 +2      
Sep01 001128 600 607 598 601 -2      
Dec01 001128 626 635 626 635 +4      
Mar02 001128 649 657 649 657 +3      
Total Volume and Open Interest      
London Coffee(LCE)
Nov00 001128 629.00 629.00 612.00 617.00 -13.00      
Jan01 001128 632.00 635.00 615.00 620.00 -15.00      
Mar01 001128 651.00 656.00 638.00 644.00 -11.00      
May01 001128 692.00 692.00 663.00 669.00 -11.00      
Jul01 001128 700.00 707.00 689.00 693.00 -13.00      
Sep01 001128 718.00 718.00 714.00 714.00 -16.00      
Total Volume and Open Interest      
London Sugar(LCE)
Dec00 001115 225.50 233.60 224.60 225.00 -0.30 902 2,074 -764
Mar01 001128 252.00 252.20 245.50 247.00 -3.90      
May01 001128 247.70 247.70 242.40 242.40 -4.50      
Aug01 001128 245.00 245.00 238.20 238.20 -5.10      
Oct01 001128 239.00 239.00 231.00 231.20 -6.10      
Total Volume and Open Interest      
Cotton(NYBOT)
Dec00 001128 65.29 65.55 64.20 64.30 -0.85 192 319 -532
Mar01 001128 68.95 68.95 68.05 68.19 -0.68 7,780 36,587 +825
May01 001128 70.10 70.10 69.45 69.55 -0.70 914 11,178 +123
Jul01 001128 70.80 70.80 70.35 70.35 -0.70 311 6,881 -4
Oct01 001128 66.15 66.30 66.15 66.30 unch 24 790 -1
Dec01 001128 65.25 65.50 65.25 65.50 +0.10 159 6,224 +62
Total Volume and Open Interest 9,381 62,166 +473
Lumber(CME)
Jan01 001128 243.0 244.0 237.5 237.9 -6.1 593 2,409 -11
Mar01 001128 249.9 249.9 245.0 245.1 -4.8 196 1,179 +38
May01 001128 252.0 252.0 248.4 248.6 -3.7 88 393 +38
Jul01 001128 256.5 256.5 253.9 253.9 -2.7 9 77 -1
Total Volume and Open Interest 888 4,087 +53
Crude Oil(NYM)
Jan01 001128 34.98 35.08 34.19 34.22 -1.16 50,390 139,654 -4,747
Feb01 001128 33.80 34.07 33.15 33.21 -1.08 22,139 48,530 -1,364
Mar01 001128 32.85 33.03 32.28 32.28 -0.97 7,304 33,141 -302
Apr01 001128 31.85 32.00 31.36 31.36 -0.85 6,646 22,265 -284
May01 001128 31.00 31.05 30.54 30.54 -0.75 1,755 14,531 +129
Jun01 001128 30.20 30.25 29.80 29.80 -0.67 2,311 27,087 -313
Jul01 001128 29.56 29.56 29.15 29.15 -0.60 2,503 11,281 -809
Aug01 001128 28.59 28.59 28.59 28.59 -0.52 1,028 11,936 +682
Sep01 001128 28.10 28.15 28.09 28.09 -0.47 490 17,708 -24
Oct01 001128 28.00 28.00 27.64 27.64 -0.41 657 8,699 -75
Total Volume and Open Interest 100,152 469,584 -6,971
Heating Oil(NYM)
Dec00 001128 106.00 106.60 102.10 102.37 -6.15 23,598 22,951 -6,662
Jan01 001128 102.95 103.50 99.75 99.92 -5.54 21,964 57,609 +2,939
Feb01 001128 98.75 99.10 96.02 96.02 -4.69 4,774 24,485 -268
Mar01 001128 92.50 93.80 90.77 90.77 -3.94 2,647 16,156 -91
Apr01 001128 87.30 87.60 85.02 85.02 -3.39 2,273 9,150 -102
May01 001128 82.00 82.00 80.22 80.22 -2.99 90 5,947 -42
Jun01 001128 79.95 79.95 77.77 77.77 -2.29 95 5,673 +25
Jul01 001128 76.47 76.47 76.47 76.47 -2.04 71 2,840 +47
Aug01 001128 77.10 77.10 75.92 75.92 -1.89 4 3,646 +2
Sep01 001128 77.00 77.00 76.17 76.17 -1.84 31 1,415 -23
Total Volume and Open Interest 55,584 156,913 -4,152
Unleaded Gas(NYM)
Dec00 001128 89.50 90.50 87.80 87.91 -2.68 23,052 20,744 -6,858
Jan01 001128 88.90 89.40 86.80 86.90 -2.99 13,148 28,571 +3,620
Feb01 001128 88.80 88.85 86.40 86.45 -3.11 1,301 7,350 +160
Mar01 001128 88.90 89.10 86.20 86.60 -3.29 673 9,237 +82
Apr01 001128 93.00 93.20 90.95 90.95 -3.14 1,042 5,761 -132
May01 001128 90.00 90.00 90.00 90.00 -2.99 126 6,352 +85
Jun01 001128 89.50 89.50 89.10 89.10 -2.19 19 3,717 +19
Jul01 001128 87.00 87.00 87.00 87.00 -2.19 25 1,483 +12
Total Volume and Open Interest 39,438 90,896 -3,036
Natural Gas(NYM)
Dec00 001128 6.120 6.120 5.900 6.016 -0.352 49,815 25,957 -11,071
Jan01 001128 6.210 6.250 6.030 6.207 -0.266 26,303 54,153 +3,391
Feb01 001128 5.970 6.040 5.910 6.005 -0.205 5,504 31,632 -419
Mar01 001128 5.480 5.525 5.330 5.505 -0.125 6,450 36,308 +1,775
Apr01 001128 4.780 4.910 4.710 4.895 -0.045 6,645 22,490 +981
May01 001128 4.550 4.680 4.530 4.680 -0.020 3,146 20,354 +1,232
Jun01 001128 4.530 4.655 4.495 4.655 -0.010 1,787 16,507 -514
Jul01 001128 4.560 4.640 4.480 4.640 -0.010 1,018 10,372 -141
Total Volume and Open Interest 102,951 395,733 -4,335
Brent Crude Oil(IPE)
Jan01 001128 33.00 33.00 32.10 32.19 -0.87 25,549 65,762 +822
Feb01 001128 32.10 32.27 31.45 31.51 -0.87 10,716 63,922 +3,376
Mar01 001128 31.27 31.29 30.53 30.60 -0.81 4,659 49,980 +32
Apr01 001128 30.40 30.40 29.72 29.72 -0.74 3,963 34,020 +488
May01 001128 29.35 29.53 28.97 28.97 -0.70 89 8,405 +63
Jun01 001128 28.85 28.87 28.34 28.34 -0.65 1,674 18,994 +875
Jul01 001128 28.27 28.29 27.77 27.77 -0.62 764 7,422 +251
Aug01 001128 27.85 27.85 27.31 27.31 -0.60 350 9,175 +266
Total Volume and Open Interest 48,324 302,257 +5,963
Gas Oil(IPE)
Dec00 001128 307.00 307.00 292.75 294.00 -15.50 12,157 28,090 -1,461
Jan01 001128 298.00 299.00 287.25 288.00 -14.50 9,365 30,100 +623
Feb01 001128 288.00 288.00 280.00 280.50 -10.75 3,723 9,068 +3
Mar01 001128 273.50 274.25 268.50 268.50 -9.25 1,077 6,915 +41
Apr01 001128 261.50 263.75 257.75 257.75 -6.75 654 5,508 -363
May01 001128 251.50 253.75 248.25 248.25 -5.25 114 1,695 +0
Jun01 001128 244.00 246.25 241.75 241.75 -4.75 464 10,024 -16
Jul01 001128 243.75 243.75 239.00 239.00 -4.25 14 4,314 +9
Total Volume and Open Interest 27,643 104,537 -2,107
US Dollar Index(NYBOT)
Dec00 001128 117.02 117.22 116.32 116.54 -0.46 2,227 3,656 -439
Mar01 001128 116.69 116.90 116.10 116.31 -0.46 2,335 5,829 -421
Jun01 001128 116.07 116.08 116.07 116.08 -0.46 2,335 5,829 -421
Total Volume and Open Interest 2,335 5,834 -416
Australian Dollar(IMM)
Dec00 001128 52.72 52.76 52.15 52.29 -0.34 2,440 22,310 -580
Mar01 001128 52.69 52.72 52.15 52.35 -0.34 31 2,399 -11
Jun01 001128 52.41 52.41 52.41 52.41 -0.34 3 10 +2
Total Volume and Open Interest 2,474 24,726 -589
British Pound(IMM)
Dec00 001128 142.26 142.30 141.70 141.88 -0.02 6,969 37,388 -675
Mar01 001128 142.66 142.66 141.98 142.16 -0.02 279 300 +97
Jun01 001128 142.44 142.80 142.30 142.44 -0.02 0 2 +0
Total Volume and Open Interest 7,248 37,690 -578
Canadian Dollar(IMM)
Dec00 001128 65.42 65.46 65.00 65.12 unch 8,699 68,188 -231
Mar01 001128 65.55 65.61 65.13 65.26 +0.01 459 3,661 +183
Jun01 001128 65.65 65.65 65.28 65.37 +0.02 146 2,500 +61
Sep01 001128 65.50 65.75 65.42 65.47 +0.03 50 748 +12
Total Volume and Open Interest 9,354 75,474 +25
Japanese Yen(IMM)
Dec00 001128 90.90 91.18 90.84 91.11 +0.32 13,770 78,775 -1,740
Mar01 001128 92.35 92.57 92.29 92.51 +0.32 512 837 +138
Jun01 001128 93.89 93.90 93.89 93.89 +0.32 4 10 +2
Total Volume and Open Interest 14,298 79,775 -1,600
Swiss Franc(IMM)
Dec00 001128 56.66 56.95 56.55 56.85 +0.44 15,727 46,787 -2,567
Mar01 001128 57.15 57.35 57.00 57.28 +0.44 161 506 +40
Jun01 001128 57.68 57.68 57.68 57.68 +0.44 0 10 +0
Total Volume and Open Interest 15,888 47,304 -2,527
EuroFX(IMM)
Dec00 001128 85.74 85.88 85.47 85.73 +0.46 16,605 83,583 +599
Mar01 001128 86.16 86.20 85.83 86.07 +0.46 75 1,426 +30
Total Volume and Open Interest 16,680 85,009 +629
Mexican Peso(IMM)
Dec00 001128 10575.0 10590.0 10540.0 10543.0 -60.0 5,417 15,766 +399
Mar01 001128 10290.0 10293.0 10250.0 10253.0 -60.0 2,878 5,455 +654
Total Volume and Open Interest 8,330 29,235 +1,077
30-Year T-Bonds(CBOT)
Dec00 001128 101~08 101~23 100~30 101~17 +0~09 152,190 310,278 -26,417
Mar01 001128 101~11 101~24 101~00 101~20 +0~11 61,706 162,945 +34,347
Jun01 001128 101~15 101~19 101~04 101~18 +0~10 100 380 +33
Total Volume and Open Interest 214,009 473,750 +7,976
Municipal Bonds(CBOT)
Dec00 001128 100~14 100~21 100~03 100~10 +0~02 403 19,200 -82
Mar01 001128 99~29 100~01 99~20 99~25 +0~03 253 1,472 +130
Total Volume and Open Interest 656 20,672 +48
10-Year T-Notes(CBOT)
Dec00 001128 101~215 102~020 101~020 102~000 +0~105 149,588 387,754 -52,505
Mar01 001128 101~255 102~060 101~240 102~050 +0~120 93,905 163,150 +65,057
Total Volume and Open Interest 243,494 551,825 +12,553
5-Year T-Notes(CBOT)
Dec00 001128 101~090 101~130 101~080 101~125 +0~080 87,473 267,284 -30,363
Mar01 001128 101~105 101~155 101~095 101~150 +0~090 56,093 112,144 +37,462
Jun01 001128 101~205 101~205 101~205 101~205 +0~095      
Total Volume and Open Interest 143,566 379,428 +7,099
2 Year T-Notes(CBOT)
Dec00 001128 100~032 100~040 100~030 100~038 +0~012 19,644 42,931 -6,799
Mar01 001128 100~059 100~067 100~059 100~066 +0~014 20,858 30,425 +13,374
Total Volume and Open Interest 40,502 73,356 +6,575
3-Mth T-Bills(IMM)
Dec00 001128 93.87 93.89 93.85 93.87 +0.05 44 1,406 +3
Total Volume and Open Interest 52 1,782 +9
Eurodollars(IMM)
Dec00 001128 93.270 93.277 93.268 93.272 +0.003 35,053 497,947 -7,931
Mar01 001128 93.530 93.570 93.530 93.565 +0.045 43,496 516,013 +6,139
Jun01 001128 93.685 93.725 93.680 93.715 +0.050 31,295 382,190 +2,868
Sep01 001128 93.750 93.795 93.745 93.790 +0.065 32,544 405,447 +1,601
Dec01 001128 93.680 93.720 93.680 93.720 +0.070 16,015 269,321 +1,464
Mar02 001128 93.725 93.770 93.725 93.765 +0.065 9,880 221,100 -1,878
Jun02 001128 93.665 93.715 93.665 93.710 +0.065 7,931 149,209 -1,039
Sep02 001128 93.620 93.665 93.620 93.660 +0.065 6,539 118,176 +479
Dec02 001128 93.505 93.555 93.505 93.545 +0.060 2,542 87,612 -108
Mar03 001128 93.530 93.575 93.530 93.570 +0.060 2,428 78,599 -183
Jun03 001128 93.480 93.520 93.480 93.520 +0.060 1,561 59,652 +442
Sep03 001128 93.440 93.480 93.440 93.480 +0.060 2,083 58,380 -234
Total Volume and Open Interest 202,328 3,232,833 +3,752
3-Mth Euro-Yen(IMM)
Dec00 001128 99.47 99.47 99.46 99.46 unch 1,029 12,611 +55
Mar01 001128 99.54 99.54 99.54 99.54 unch 869 24,702 +675
Jun01 001128 99.54 99.54 99.54 99.54 +0.01 1,278 9,810 -827
Sep01 001128 99.49 99.50 99.49 99.50 +0.01 178 10,834 +85
Dec01 001128 99.39 99.39 99.39 99.39 +0.01 13 6,350 -10
Mar02 001128 99.36 99.36 99.36 99.36 +0.03 32 3,801 -52
Jun02 001128 99.28 99.29 99.28 99.29 +0.01 104 771 +54
Sep02 001128 99.16 99.17 99.16 99.17 +0.02 68 495 +68
Dec02 001128 98.97 98.97 98.97 98.97 unch 0 32 +0
Mar03 001128 98.88 98.88 98.88 98.88 unch      
Total Volume and Open Interest 3,571 69,406 +48
3-Mth Euro-Yen(SIMEX)
Dec00 001128 99.46 99.47 99.46 99.47 +0.01 250 98,237 +1,129
Mar01 001128 99.53 99.54 99.53 99.54 +0.01 1,559 94,967 +77
Jun01 001128 99.53 99.54 99.53 99.54 +0.01 405 88,935 +1,423
Sep01 001128 99.48 99.49 99.48 99.49 +0.01 2,758 66,024 +39
Dec01 001128 99.39 99.39 99.39 99.39 +0.01 1,628 21,589 +192
Mar02 001128 99.35 99.36 99.35 99.36 +0.01 226 15,320 +76
Jun02 001128 99.28 99.28 99.28 99.28 +0.01 0 7,341 +0
Sep02 001128 99.15 99.15 99.15 99.15 unch 0 6,111 +0
Total Volume and Open Interest 6,826 407,639 +2,936
German Euro-Bund(EUREX)
Dec00 001128 106.48 106.69 106.38 106.60 +0.16 450,103 724,457 -20,789
Mar01 001128 106.58 106.82 106.49 106.73 +0.18 8,895 76,520 +9,772
Jun01 001128 106.50 106.70 106.45 106.45 +0.16 3,616 1,876 +787
Total Volume and Open Interest 462,614 802,853 -10,230
German Euro-Bobl(EUREX)
Dec00 001128 104.18 104.32 104.12 104.29 +0.12 198,325 380,461 -3,298
Mar01 001128 103.95 104.08 103.94 104.07 +0.13 3,833 21,800 +1,451
Jun01 001128 103.65 104.05 103.65 103.94 +0.14 2,325 1,100 +100
Total Volume and Open Interest 204,483 403,361 -1,747
Long Gilt(LIFFE)
Dec00 001128 115~22 116~07 115~21 115~23 -0~02 42,420 51,742 -18,094
Mar01 001128 115~14 115~29 115~12 115~13 -0~02 28,791 38,179 +25,533
Total Volume and Open Interest 73,917 89,921 +7,439
3-Mth Short Sterling(LIFFE)
Dec00 001128 93.95 93.98 93.95 93.97 +0.01 10,488 161,679 -1,358
Mar01 001128 94.06 94.08 94.05 94.08 +0.02 14,618 201,080 +62,030
Jun01 001128 94.12 94.16 94.11 94.15 +0.03 14,420 143,380 +35,586
Total Volume and Open Interest 66,192 1,055,452 +209,216
3-Mth Euribor(LIFFE)
Dec00 001128 94.905 94.910 94.890 94.905 +0.005 25,576 295,045 +294,780
Mar01 001128 94.935 94.950 94.920 94.940 +0.010 30,898 300,635 +70,953
Jun01 001128 94.975 95.010 94.965 95.000 +0.025 16,901 232,747 +114,739
Total Volume and Open Interest 115,532 1,469,270 +603,524
3-Mth Aus T-Bills(SFE)
Dec00 001128 93.70 93.70 93.69 93.70 +0.01 1,808 182,700 +278
Mar01 001128 93.79 93.79 93.78 93.79 +0.02 3,126 115,729 -12,876
Jun01 001128 93.81 93.82 93.81 93.82 +0.03 1,432 41,714 +94
Sep01 001128 93.85 93.86 93.84 93.86 +0.04 308 24,736 -256
Dec01 001128 93.84 93.87 93.83 93.84 +0.04 1,150 15,949 +973
Mar02 001128 93.78 93.79 93.78 93.79 +0.04 320 8,902 +140
Jun02 001128 93.70 93.72 93.70 93.72 +0.04 200 5,619 +100
Sep02 001128 93.64 93.65 93.64 93.65 +0.04 150 4,726 +125
Dec02 001128 93.59 93.59 93.59 93.59 +0.04 45 2,252 -25
Mar03 001128 93.55 93.55 93.55 93.55 +0.03 70 1,319 -50
Total Volume and Open Interest 8,764 407,497 -11,472
10-Year Aus T-Bonds(SFE)
Dec00 001128 94.08 94.12 94.07 94.11 +0.03 1,657 151,032 +634
Mar01 001128 94.10 94.10 94.10 94.10 +0.03 0 2 +0
Total Volume and Open Interest 1,693 151,034 +634
3-Year Aus T-Bonds(SFE)
Dec00 001128 94.16 94.17 94.15 94.17 +0.04 5,172 441,196 +4,044
Mar01 001128 94.19 94.19 94.19 94.19 +0.04      
Total Volume and Open Interest 5,172 441,196 +4,044
Gold(CMX)
Dec00 001128 270.8 271.2 268.8 269.8 -0.5 59,195 35,225 -15,948
Feb01 001128 273.7 274.0 271.8 272.6 -0.4 32,377 56,553 +13,156
Apr01 001128 276.8 277.0 275.3 275.4 -0.3 605 5,982 +223
Jun01 001128 279.2 279.2 277.7 278.0 -0.3 1,842 10,891 +904
Aug01 001128 282.0 282.0 280.4 280.4 -0.3 3 2,459 +2
Oct01 001128 282.7 282.7 282.7 282.7 -0.3 95 700 -50
Total Volume and Open Interest 94,715 128,529 -1,246
Silver(CMX)
Dec00 001128 470.0 472.0 469.0 469.8 unch 25,187 31,076 -11,477
Mar01 001128 477.5 479.0 476.5 477.3 +0.3 19,593 33,662 +10,604
May01 001128 482.0 485.0 481.5 482.2 +0.3 191 1,903 +15
Jul01 001128 489.0 489.0 487.3 487.3 +0.3 422 3,290 +253
Sep01 001128 493.0 493.0 492.4 492.4 +0.4 78 3,037 -3
Total Volume and Open Interest 46,139 79,775 -230
Platinum(NYM)
Jan01 001128 596.0 602.0 594.0 599.7 +4.2 714 7,789 +160
Apr01 001128 587.5 588.7 587.5 588.7 +4.2 0 314 +0
Total Volume and Open Interest 714 8,108 +160
Palladium(NYME)
Dec00 001128 803.00 804.50 800.00 804.50 +11.00 145 240 -134
Mar01 001128 798.00 804.00 798.00 804.00 +11.00 152 1,399 +92
Jun01 001128 799.00 799.00 799.00 799.00 +11.00 0 135 +0
Total Volume and Open Interest 297 1,774 -42
Copper(CMX)
Dec00 001128 84.60 85.20 84.50 85.20 +1.00 14,075 21,196 -5,234
Mar01 001128 85.60 86.00 85.35 85.95 +0.90 11,593 28,059 +3,918
May01 001128 85.60 85.90 85.30 85.65 +0.70 156 3,452 +80
Jul01 001128 85.25 85.45 85.25 85.45 +0.50 160 3,303 +92
Sep01 001128 85.40 85.40 85.35 85.35 +0.40 166 1,668 +146
Total Volume and Open Interest 27,623 76,124 -438
DJIA Index(CBOT)
Dec00 001128 10560 10655 10515 10538 -69 8,903 19,280 +243
Mar01 001128 10700 10785 10660 10679 -70 175 662 +74
Jun01 001128 10819 10819 10819 10819 -70 0 5 +0
Total Volume and Open Interest 9,078 19,954 +317
S & P 500(CME)
Dec00 001128 1353.50 1364.00 1337.60 1338.50 -20.30 78,055 411,567 -2,592
Mar01 001128 1374.70 1383.00 1358.50 1358.60 -20.40 24,660 45,869 +9,041
Jun01 001128 1378.40 1401.80 1378.40 1378.40 -20.40 90 2,794 +25
Sep01 001128 1400.10 1422.30 1398.20 1398.20 -21.10 19 482 -1
Total Volume and Open Interest 102,830 460,973 +6,473
S & P 500 E-Mini(Globex)
Dec00 001128 1358.50 1364.50 1337.50 1338.50 -20.25 89,335 70,960 -1,370
Mar01 001128 1381.00 1388.00 1358.50 1358.50 -20.50 103 87 +12
Total Volume and Open Interest 89,438 71,047 -1,358
NASDAQ 100(CME)
Dec00 001128 2771.00 2814.00 2625.00 2637.50 -159.00 17,710 47,147 +1,285
Mar01 001128 2810.00 2810.00 2660.00 2682.50 -161.00 732 502 +247
Jun01 001128 2727.50 2727.50 2727.50 2727.50 -163.00      
Total Volume and Open Interest 18,442 47,649 +1,532
NASDAQ 100 E-Mini(GLOBEX)
Dec00 001128 2797.0 2829.5 2626.5 2637.5 -159.0 69,472 66,160 -295
Mar01 001128 3020.0 3020.0 2682.5 2682.5 -161.0 1 11 +1
Total Volume and Open Interest 69,473 66,171 -294
NYSE Composite(NYBOT)
Dec00 001128 638.50 641.75 634.75 634.80 -5.70      
Mar01 001128 646.00 647.90 643.55 643.55 -5.70      
Jun01 001128 652.30 652.30 652.30 652.30 -5.70      
Total Volume and Open Interest      
S & P Midcap 400(CME)
Dec00 001128 505.00 505.00 491.00 492.75 -13.75 2,062 16,821 +120
Mar01 001128 501.00 501.00 500.25 500.25 -13.95 2 43 +1
Jun01 001128 507.45 507.45 507.45 507.45 -13.75 0 1 +0
Total Volume and Open Interest 2,064 16,865 +121
Russell 2000(CME)
Dec00 001128 469.50 473.25 458.50 459.00 -14.50 3,263 14,852 -74
Mar01 001128 465.50 465.50 465.50 465.50 -14.75 0 100 +0
Jun01 001128 473.30 473.30 473.30 473.30 -14.50      
Total Volume and Open Interest 3,263 14,952 -74
Value Line(KCBT)
Dec00 001128 1097.00 1099.00 1076.50 1081.60 -21.40 51 191 +21
Total Volume and Open Interest 51 193 +21
Nikkei 225(CME)
Dec00 001128 14600 14645 14500 14515 -145 1,119 16,742 -241
Mar01 001128 14545 14545 14530 14545 -145 24 100 +23
Total Volume and Open Interest 1,143 16,844 -218
Nikkei 225(SIMEX)
Dec00 001128 14640 14795 14570 14650 -100 15,479 92,472 -1,442
Mar01 001128 14690 14780 14600 14665 -100 420 6,061 +420
Jun01 001128 14645 14645 14645 14645 -100 0 405 +0
Total Volume and Open Interest 14,181 99,738 -1,022
CAC 40(MATIF)
Nov00 001128 6171.0 6179.0 6041.5 6046.0 -118.5 105,563 247,473 +24,658
Dec00 001128 6195.0 6201.0 6080.0 6080.0 -108.0 65,107 226,510 +59,814
Total Volume and Open Interest 170,949 494,026 +84,558
DAX Index(EUREX)
Dec00