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MRCI's End of Day Prices
Daily Futures Price Listing Wed November 29, 2000
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan01 001129 505.50 507.00 498.00 499.75 -1.00 28,584 75,424 +2,281
Mar01 001129 515.00 515.75 506.75 508.50 -1.00 6,992 40,326 -627
May01 001129 522.00 523.00 513.75 515.75 -1.00 2,373 20,663 -83
Jul01 001129 528.00 530.00 520.00 522.50 -1.50 2,900 22,540 +392
Aug01 001129 528.00 530.00 521.00 522.50 -2.00 196 1,121 +57
Sep01 001129 529.00 529.00 523.00 523.50 -1.50 6 302 -3
Nov01 001129 533.00 534.50 525.00 527.25 -2.00 528 6,239 +79
Total Volume and Open Interest 41,585 166,627 +2,101
Soybean Meal(CBOT)
Dec00 001129 190.60 192.00 188.80 190.20 +2.60 14,892 20,854 -4,443
Jan01 001129 189.80 191.00 187.60 188.70 +2.10 13,800 47,550 +1,486
Mar01 001129 187.50 188.20 184.80 186.10 +2.70 10,017 31,600 +3,940
May01 001129 183.00 184.50 181.80 182.80 +2.40 4,396 14,971 +693
Jul01 001129 182.80 183.80 181.30 181.80 +1.70 1,311 10,077 -183
Aug01 001129 182.00 182.50 179.30 180.00 +2.00 180 2,908 +60
Sep01 001129 181.00 181.50 178.50 179.10 +2.40 85 1,677 +0
Oct01 001129 179.70 179.70 176.50 176.50 +0.70 24 730 +19
Total Volume and Open Interest 45,223 132,295 +1,823
Soybean Oil(CBOT)
Dec00 001129 14.50 14.62 14.36 14.38 -0.11 16,831 16,359 -7,756
Jan01 001129 14.83 14.89 14.63 14.64 -0.12 12,712 45,966 +3,106
Mar01 001129 15.20 15.28 15.05 15.06 -0.10 7,854 40,394 +2,494
May01 001129 15.62 15.67 15.46 15.46 -0.13 1,640 13,300 +98
Jul01 001129 16.02 16.07 15.85 15.85 -0.14 1,282 10,440 +721
Aug01 001129 16.20 16.26 16.01 16.01 -0.14 193 2,337 +181
Sep01 001129 16.40 16.45 16.16 16.16 -0.15 272 1,948 +47
Oct01 001129 16.50 16.55 16.36 16.36 -0.14 96 1,735 +96
Total Volume and Open Interest 41,558 138,338 -763
Canola(WCE)
Jan01 001129 264.5 265.5 263.6 263.9 -0.1 6,196 32,789 +288
Mar01 001129 270.2 271.5 269.6 269.7 -0.1 1,443 23,628 -27
May01 001129 275.5 275.5 275.5 275.5 unch 2 2,581 +2
Jul01 001129 282.0 282.0 281.1 281.5 +0.5 120 3,549 +55
Aug01 001129 281.0 281.0 281.0 281.0 unch 0 55 +0
Total Volume and Open Interest 7,916 64,083 +443
Corn(CBOT)
Dec00 001129 207.50 207.75 204.75 205.00 -2.75 58,116 57,166 -25,819
Jan01 001129 211.75 212.25 209.25 209.25 -3.00 460 2,625 +187
Mar01 001129 219.50 220.00 217.25 217.50 -2.75 60,203 233,872 +9,797
May01 001129 227.50 228.00 225.25 225.50 -2.50 8,465 52,159 +1,636
Jul01 001129 234.75 234.75 232.25 232.50 -2.75 5,955 57,129 +1,031
Sep01 001129 241.00 241.50 239.00 239.00 -2.75 247 5,662 +198
Total Volume and Open Interest 135,046 440,698 -12,832
Wheat(CBOT)
Dec00 001129 255.00 256.00 251.00 251.50 -4.00 18,086 29,401 -9,223
Mar01 001129 273.50 273.75 269.50 269.75 -3.50 20,224 85,117 +3,864
May01 001129 284.50 284.50 280.00 280.25 -3.50 657 7,134 +182
Jul01 001129 295.00 295.00 290.50 291.50 -2.75 3,751 20,948 -23
Sep01 001129 303.00 303.50 300.00 300.50 -3.00 189 1,015 -68
Total Volume and Open Interest 42,952 146,314 -5,286
Wheat(KCBT)
Dec00 001129 310.50 310.75 306.00 306.25 -4.50 8,792 14,840 -4,296
Mar01 001129 327.50 327.50 322.00 322.25 -4.50 8,642 51,430 +2,328
May01 001129 336.50 336.50 331.00 331.50 -3.75 489 3,860 +190
Jul01 001129 344.00 344.50 339.00 339.25 -4.00 910 9,484 +41
Sep01 001129 349.00 350.00 347.00 347.00 -3.50 9 312 +1
Total Volume and Open Interest 18,842 80,021 -1,736
Wheat(MGE)
Dec00 001129 317.50 317.50 310.00 311.00 -6.00 4,853 3,609 -1,867
Mar01 001129 332.00 332.50 325.00 325.75 -5.25 4,621 13,855 +1,696
May01 001129 339.75 340.25 334.00 335.25 -5.75 428 2,293 +267
Jul01 001129 348.25 348.25 341.00 341.75 -6.25 264 1,847 +189
Sep01 001129 353.50 354.25 350.00 350.50 -5.50 21 433 +9
Total Volume and Open Interest 10,187 22,243 +294
Oats(CBOT)
Dec00 001129 99.50 99.75 98.25 98.50 -1.00 2,480 2,684 -1,185
Mar01 001129 110.50 110.50 109.00 109.50 -1.00 1,787 8,950 +640
May01 001129 117.00 117.00 115.25 115.50 -1.50 204 858 +87
Jul01 001129 123.00 123.00 121.50 121.50 -1.50 170 788 +152
Total Volume and Open Interest 4,663 14,202 -290
Rough Rice(CBOT)
Jan01 001129 6.24 6.26 6.19 6.23 -0.05 254 3,137 +21
Mar01 001129 6.40 6.50 6.40 6.49 -0.02 109 1,430 +83
May01 001129 6.66 6.73 6.65 6.73 +0.01 12 615 +6
Jul01 001129 6.94 6.94 6.94 6.94 +0.01 12 557 +7
Total Volume and Open Interest 392 5,962 +120
Live Cattle(CME)
Dec00 001129 72.650 72.850 72.075 72.150 -0.675 9,060 30,710 -2,472
Feb01 001129 74.775 74.850 74.125 74.150 -0.625 8,624 60,284 +725
Apr01 001129 75.850 75.950 75.250 75.325 -0.525 2,950 24,905 +261
Jun01 001129 72.800 72.875 72.250 72.275 -0.450 898 8,386 +215
Aug01 001129 73.000 73.050 72.450 72.500 -0.450 525 7,379 +139
Oct01 001129 74.350 74.350 74.100 74.125 -0.425 683 1,456 +187
Total Volume and Open Interest 22,777 133,331 -924
Feeder Cattle(CME)
Jan01 001129 89.675 89.700 89.150 89.200 -0.475 685 8,064 +58
Mar01 001129 88.900 89.000 88.500 88.500 -0.550 258 3,967 +65
Apr01 001129 88.600 88.600 88.200 88.250 -0.450 77 1,442 +51
May01 001129 88.200 88.250 87.900 87.925 -0.475 98 1,563 +51
Aug01 001129 88.200 88.250 88.000 88.100 -0.250 128 690 +115
Sep01 001129 88.000 88.075 88.000 88.075 -0.275 9 126 +7
Oct01 001129 88.000 88.000 87.900 87.975 -0.375 20 68 +20
Total Volume and Open Interest 1,280 15,946 +369
Lean Hogs(CME)
Dec00 001129 53.850 54.375 53.750 53.875 +0.225 2,682 11,066 -1,080
Feb01 001129 56.600 56.900 56.150 56.200 -0.125 2,937 20,965 -191
Apr01 001129 55.775 56.250 55.625 55.700 +0.075 651 5,172 -28
Jun01 001129 62.100 62.500 62.000 62.200 unch 255 3,099 +102
Jul01 001129 60.675 61.100 60.675 60.725 +0.050 82 690 +33
Aug01 001129 58.700 58.825 58.400 58.750 +0.100 25 463 +5
Oct01 001129 50.400 50.525 50.275 50.525 -0.075 76 810 +28
Dec01 001129 47.000 47.225 46.900 47.100 +0.150 56 743 +34
Total Volume and Open Interest 6,764 43,009 -1,097
Pork Bellies(CME)
Feb01 001129 61.500 61.950 61.100 61.350 +0.400 1,068 2,277 +128
Mar01 001129 61.550 61.900 61.100 61.225 +0.100 37 131 +15
May01 001129 62.650 62.750 62.275 62.275 +0.125 57 140 +24
Jul01 001129 63.300 63.300 63.000 63.000 +0.450 15 53 +8
Aug01 001129 63.500 63.500 63.500 63.500 unch 2 21 +0
Total Volume and Open Interest 1,179 2,622 +175
Cocoa(NYBOT)
Dec00 001129 710 710 693 702 +3 58 260 +1
Mar01 001129 730 737 719 729 +5 2,690 49,862 +601
May01 001129 753 758 741 750 +5 1,085 17,721 +268
Jul01 001129 775 776 762 771 +5 755 13,898 +303
Sep01 001129 794 794 787 792 +5 3 11,666 +2
Dec01 001129 825 825 822 822 +4 20 13,043 -14
Mar02 001129 855 860 854 854 +4 50 11,613 -30
Total Volume and Open Interest 5,382 138,849 +1,114
Coffee "C"(NYBOT)
Dec00 001129 69.50 70.50 69.50 70.10 +0.60 79 1,171 -23
Mar01 001129 74.10 75.10 73.20 74.55 +0.40 3,844 29,656 +211
May01 001129 76.75 78.10 76.40 77.60 +0.30 279 4,835 +98
Jul01 001129 79.90 81.00 79.70 80.60 +0.30 70 2,230 +4
Sep01 001129 82.75 83.75 82.75 83.75 +0.35 126 2,532 -34
Dec01 001129 87.00 88.00 87.00 87.95 +0.40 64 1,513 +50
Total Volume and Open Interest 4,462 41,950 +306
Orange Juice(NYBOT)
Jan01 001129 77.45 78.10 77.20 77.60 +0.55 2,001 17,251 -217
Mar01 001129 80.90 81.30 80.50 80.75 +0.25 628 10,026 +294
May01 001129 83.50 84.00 83.50 83.50 +0.30 26 1,789 -6
Jul01 001129 86.20 86.20 86.20 86.20 +0.30 9 725 +3
Sep01 001129 88.90 88.90 88.90 88.90 +0.30 21 330 +12
Total Volume and Open Interest 2,725 30,381 +86
Sugar #11(NYBOT)
Mar01 001129 10.00 10.00 9.82 9.91 -0.03 13,407 73,371 -690
May01 001129 9.30 9.44 9.30 9.39 unch 877 18,232 -104
Jul01 001129 8.75 8.83 8.74 8.77 -0.03 898 23,066 -95
Oct01 001129 8.36 8.43 8.31 8.33 -0.11 320 19,403 +51
Mar02 001129 8.35 8.35 8.23 8.23 -0.11 186 8,152 +14
Total Volume and Open Interest 15,733 144,610 -824
London Cocoa(LCE)
Dec00 001129 541 550 541 545 +5 0 30,734 +30,734
Mar01 001129 560 568 558 562 +3 0 55,614 +55,614
May01 001129 582 584 574 577 +3 0 31,448 +31,448
Jul01 001129 593 597 589 590 unch 0 13,655 +13,655
Sep01 001129 623 623 603 604 +3 0 20,938 +20,938
Dec01 001129 630 637 629 632 -3 0 8,722 +8,722
Mar02 001129 656 661 655 655 -2 0 16,905 +16,905
Total Volume and Open Interest 0 195,378 +195,378
London Coffee(LCE)
Nov00 001129 600.00 609.00 600.00 609.00 -8.00 0 72 +72
Jan01 001129 623.00 625.00 591.00 614.00 -6.00 0 25,952 +25,952
Mar01 001129 650.00 650.00 618.00 639.00 -5.00 0 14,163 +14,163
May01 001129 670.00 670.00 644.00 664.00 -5.00 0 6,980 +6,980
Jul01 001129 702.00 702.00 670.00 689.00 -4.00 0 2,968 +2,968
Sep01 001129 715.00 715.00 703.00 713.00 -1.00 0 1,710 +1,710
Total Volume and Open Interest 0 55,449 +55,449
London Sugar(LCE)
Dec00 001115 225.50 233.60 224.60 225.00 -0.30 902 2,074 -764
Mar01 001129 248.00 249.00 245.00 246.10 -0.90 937 22,911 +22,911
May01 001129 243.00 243.90 241.50 241.50 -0.90 0 4,473 +4,473
Aug01 001129 237.30 237.30 237.30 237.30 -0.90 0 6,833 +6,833
Oct01 001129 230.30 230.30 230.30 230.30 -0.90 0 2,481 +2,481
Total Volume and Open Interest 937 38,000 +38,000
Cotton(NYBOT)
Dec00 001129 64.25 65.10 64.05 65.03 +0.73 46 277 -42
Mar01 001129 68.00 68.42 67.80 68.09 -0.10 3,507 36,908 +321
May01 001129 69.40 69.80 69.20 69.46 -0.09 548 11,289 +111
Jul01 001129 70.20 70.25 70.00 70.05 -0.30 194 6,894 +13
Oct01 001129 66.30 66.30 66.30 66.30 unch 2 788 -2
Dec01 001129 65.40 65.65 65.40 65.60 +0.10 107 6,227 +3
Total Volume and Open Interest 4,404 62,570 +404
Lumber(CME)
Jan01 001129 237.9 239.4 234.7 238.2 +0.3 610 2,311 -98
Mar01 001129 245.3 247.4 243.4 245.1 unch 135 1,194 +15
May01 001129 248.7 249.2 247.8 248.7 +0.1 67 409 +16
Jul01 001129 255.5 256.0 253.5 255.0 +1.1 7 84 +7
Total Volume and Open Interest 826 4,032 -55
Crude Oil(NYM)
Jan01 001129 34.25 34.90 33.88 34.63 +0.41 70,027 138,218 -1,436
Feb01 001129 33.30 33.80 32.90 33.49 +0.28 27,128 49,833 +1,303
Mar01 001129 32.30 32.75 32.11 32.50 +0.22 10,926 33,036 -105
Apr01 001129 31.43 31.80 31.30 31.57 +0.21 6,443 23,398 +1,133
May01 001129 30.70 30.85 30.50 30.74 +0.20 2,378 14,643 +112
Jun01 001129 29.90 30.10 29.80 30.00 +0.20 5,352 27,395 +308
Jul01 001129 29.35 29.40 29.08 29.35 +0.20 1,476 11,654 +373
Aug01 001129 28.85 28.85 28.75 28.79 +0.20 2,165 10,556 -1,380
Sep01 001129 28.20 28.29 28.20 28.29 +0.20 2,115 16,635 -1,073
Oct01 001129 27.75 27.84 27.75 27.84 +0.20 181 8,785 +86
Total Volume and Open Interest 136,968 470,703 +1,119
Heating Oil(NYM)
Dec00 001129 102.75 103.90 100.30 103.18 +0.81 28,966 14,448 -8,503
Jan01 001129 100.40 102.00 98.80 101.76 +1.84 31,033 54,794 -2,815
Feb01 001129 96.30 97.56 95.15 97.56 +1.54 6,333 24,733 +248
Mar01 001129 91.40 92.06 90.00 92.06 +1.29 2,602 16,294 +138
Apr01 001129 85.40 86.36 84.60 86.36 +1.34 3,733 8,939 -211
May01 001129 80.22 81.56 80.22 81.56 +1.34 1,555 5,886 -61
Jun01 001129 77.75 79.21 77.75 79.21 +1.44 1,074 5,667 -6
Jul01 001129 77.00 77.91 77.00 77.91 +1.44 318 2,897 +57
Aug01 001129 77.10 77.36 77.10 77.36 +1.44 46 3,638 -8
Sep01 001129 77.00 77.61 76.90 77.61 +1.44 87 1,416 +1
Total Volume and Open Interest 76,014 145,934 -10,979
Unleaded Gas(NYM)
Dec00 001129 88.10 91.10 87.50 90.68 +2.77 21,095 17,480 -3,264
Jan01 001129 87.10 89.65 87.00 89.08 +2.18 16,716 30,306 +1,735
Feb01 001129 86.80 88.90 86.70 88.38 +1.93 3,104 8,194 +844
Mar01 001129 86.90 88.38 86.80 88.38 +1.78 2,323 9,537 +300
Apr01 001129 91.10 92.63 91.10 92.63 +1.68 1,326 5,591 -170
May01 001129 90.40 91.58 90.20 91.58 +1.58 50 6,399 +47
Jun01 001129 89.20 89.98 89.20 89.98 +0.88 309 3,821 +104
Jul01 001129 87.98 87.98 87.98 87.98 +0.98 0 1,483 +0
Total Volume and Open Interest 44,925 90,494 -402
Natural Gas(NYM)
Jan01 001129 6.240 6.500 6.130 6.181 -0.026 31,254 55,975 +1,822
Feb01 001129 6.070 6.250 5.970 6.026 +0.021 8,704 32,259 +627
Mar01 001129 5.590 5.740 5.505 5.536 +0.031 4,656 36,558 +250
Apr01 001129 4.980 5.060 4.916 4.916 +0.021 4,264 22,168 -322
May01 001129 4.750 4.800 4.700 4.700 +0.020 1,231 20,131 -223
Jun01 001129 4.670 4.760 4.670 4.675 +0.020 432 16,381 -126
Jul01 001129 4.655 4.750 4.655 4.660 +0.020 597 10,215 -157
Aug01 001129 4.695 4.735 4.645 4.645 +0.020 607 15,567 +45
Total Volume and Open Interest 116,962 373,288 -22,445
Brent Crude Oil(IPE)
Jan01 001129 32.00 32.75 31.95 32.68 +0.49 29,194 65,943 +181
Feb01 001129 31.40 32.00 31.38 31.89 +0.38 11,651 63,887 -35
Mar01 001129 30.75 31.00 30.50 30.91 +0.31 6,370 51,043 +1,063
Apr01 001129 29.90 30.09 29.67 29.97 +0.25 5,134 35,395 +1,375
May01 001129 29.21 29.30 28.97 29.26 +0.29 1,415 9,014 +609
Jun01 001129 28.47 28.66 28.38 28.66 +0.32 2,832 19,242 +248
Jul01 001129 27.95 28.15 27.85 28.11 +0.34 1,805 8,167 +745
Aug01 001129 27.50 27.67 27.50 27.67 +0.36 815 9,835 +660
Total Volume and Open Interest 59,890 307,235 +4,978
Gas Oil(IPE)
Dec00 001129 288.50 296.25 287.75 296.00 +2.00 14,462 29,324 +1,234
Jan01 001129 282.00 288.50 282.00 287.50 -0.50 12,556 30,781 +681
Feb01 001129 275.00 279.75 274.75 279.50 -1.00 3,797 10,185 +1,117
Mar01 001129 264.75 269.00 264.75 269.00 +0.50 999 7,346 +431
Apr01 001129 256.50 258.50 255.50 258.50 +0.75 2,362 4,806 -702
May01 001129 247.50 249.00 246.50 249.00 +0.75 225 1,845 +150
Jun01 001129 241.00 242.50 239.50 242.50 +0.75 1,511 10,199 +175
Jul01 001129 239.50 240.25 239.50 240.25 +1.25 100 4,314 +0
Total Volume and Open Interest 36,012 107,623 +3,086
US Dollar Index(NYBOT)
Dec00 001129 116.54 116.68 115.58 116.56 +0.02 961 3,538 -118
Mar01 001129 116.24 116.35 115.40 116.35 +0.04 1,103 5,804 -25
Jun01 001129 116.14 116.14 116.14 116.14 +0.06 1,103 5,804 -25
Total Volume and Open Interest 1,103 5,804 -30
Australian Dollar(IMM)
Dec00 001129 52.45 52.60 52.10 52.15 -0.14 2,137 22,323 +13
Mar01 001129 52.57 52.60 52.18 52.21 -0.14 52 2,409 +10
Jun01 001129 52.27 52.27 52.27 52.27 -0.14 0 10 +0
Total Volume and Open Interest 2,195 24,753 +27
British Pound(IMM)
Dec00 001129 142.50 142.72 142.06 142.40 +0.52 3,103 37,008 -380
Mar01 001129 142.86 143.12 142.30 142.68 +0.52 31 288 -12
Jun01 001129 142.96 143.20 142.96 142.96 +0.52 0 2 +0
Total Volume and Open Interest 3,134 37,298 -392
Canadian Dollar(IMM)
Dec00 001129 65.20 65.22 64.88 64.90 -0.22 16,494 65,840 -2,348
Mar01 001129 65.34 65.36 64.98 65.04 -0.22 1,478 3,926 +265
Jun01 001129 65.45 65.45 65.14 65.15 -0.22 55 2,507 +7
Sep01 001129 65.32 65.32 65.25 65.25 -0.22 16 756 +8
Total Volume and Open Interest 18,055 73,411 -2,063
Japanese Yen(IMM)
Dec00 001129 91.30 91.36 90.10 90.23 -0.88 9,324 76,233 -2,542
Mar01 001129 92.70 92.79 91.50 91.63 -0.88 187 1,029 +192
Jun01 001129 93.01 93.01 92.90 93.01 -0.88 0 10 +0
Total Volume and Open Interest 9,511 77,425 -2,350
Swiss Franc(IMM)
Dec00 001129 57.28 57.36 56.86 56.91 +0.06 15,641 48,830 +2,043
Mar01 001129 57.65 57.80 57.31 57.35 +0.07 370 834 +328
Jun01 001129 57.75 57.84 57.75 57.75 +0.07 0 10 +0
Total Volume and Open Interest 16,011 49,675 +2,371
EuroFX(IMM)
Dec00 001129 86.55 86.66 85.77 85.89 +0.16 17,929 83,987 +404
Mar01 001129 86.90 87.00 86.10 86.23 +0.16 468 1,632 +206
Total Volume and Open Interest 18,397 85,619 +610
Mexican Peso(IMM)
Dec00 001129 10550.0 10620.0 10543.0 10590.0 +47.0 2,413 16,216 +450
Mar01 001129 10265.0 10300.0 10255.0 10290.0 +37.0 218 5,501 +46
Total Volume and Open Interest 2,734 29,737 +502
30-Year T-Bonds(CBOT)
Dec00 001129 101~17 101~26 101~06 101~23 +0~06 391,769 215,909 -94,369
Mar01 001129 101~19 101~30 101~08 101~26 +0~06 190,805 269,215 +106,270
Jun01 001129 101~15 101~26 101~15 101~26 +0~08 90 418 +38
Total Volume and Open Interest 582,698 485,700 +11,950
Municipal Bonds(CBOT)
Dec00 001129 100~12 100~19 100~05 100~16 +0~06 1,660 18,075 -1,125
Mar01 001129 99~27 100~04 99~21 100~00 +0~07 1,277 2,540 +1,068
Total Volume and Open Interest 2,937 20,615 -57
10-Year T-Notes(CBOT)
Dec00 001129 102~005 102~105 101~290 102~080 +0~080 286,621 284,769 -102,985
Mar01 001129 102~055 102~145 102~015 102~120 +0~070 184,287 259,533 +96,383
Total Volume and Open Interest 470,908 545,222 -6,603
5-Year T-Notes(CBOT)
Dec00 001129 101~140 101~210 101~110 101~200 +0~075 180,635 212,928 -54,356
Mar01 001129 101~175 101~230 101~140 101~220 +0~070 133,102 205,738 +93,594
Jun01 001129 101~270 101~270 101~270 101~270 +0~065      
Total Volume and Open Interest 313,737 418,666 +39,238
2 Year T-Notes(CBOT)
Dec00 001129 100~041 100~056 100~036 100~055 +0~017 17,916 34,581 -8,350
Mar01 001129 100~068 100~086 100~065 100~085 +0~019 16,361 39,521 +9,096
Total Volume and Open Interest 34,277 74,102 +746
3-Mth T-Bills(IMM)
Dec00 001129 93.93 93.93 93.92 93.92 +0.05 84 1,429 +23
Total Volume and Open Interest 417 1,979 +197
Eurodollars(IMM)
Dec00 001129 93.280 93.305 93.275 93.298 +0.025 42,622 497,927 -20
Mar01 001129 93.585 93.630 93.570 93.610 +0.045 110,433 538,863 +22,850
Jun01 001129 93.735 93.790 93.720 93.770 +0.055 77,755 393,502 +11,312
Sep01 001129 93.810 93.870 93.790 93.850 +0.060 74,666 415,849 +10,402
Dec01 001129 93.740 93.800 93.720 93.790 +0.070 37,519 272,428 +3,107
Mar02 001129 93.790 93.850 93.775 93.835 +0.070 24,858 223,032 +1,932
Jun02 001129 93.735 93.790 93.720 93.780 +0.070 14,485 152,647 +3,438
Sep02 001129 93.685 93.740 93.665 93.725 +0.065 10,975 119,685 +1,509
Dec02 001129 93.575 93.615 93.550 93.610 +0.065 4,800 88,715 +1,103
Mar03 001129 93.600 93.640 93.575 93.630 +0.060 7,047 79,335 +736
Jun03 001129 93.550 93.590 93.520 93.580 +0.060 4,462 60,242 +590
Sep03 001129 93.510 93.550 93.500 93.535 +0.055 4,169 58,522 +142
Total Volume and Open Interest 440,441 3,293,133 +60,300
3-Mth Euro-Yen(IMM)
Dec00 001129 99.45 99.46 99.45 99.46 unch 794 12,297 -314
Mar01 001129 99.54 99.54 99.54 99.54 unch 583 24,702 +0
Jun01 001129 99.56 99.56 99.56 99.56 +0.02 840 9,287 -523
Sep01 001129 99.51 99.52 99.51 99.52 +0.02 416 10,557 -277
Dec01 001129 99.43 99.43 99.43 99.43 +0.04 0 6,349 -1
Mar02 001129 99.39 99.39 99.39 99.39 +0.03 0 4,051 +250
Jun02 001129 99.32 99.32 99.32 99.32 +0.03 96 863 +92
Sep02 001129 99.21 99.21 99.21 99.21 +0.04 51 517 +22
Dec02 001129 99.04 99.04 99.04 99.04 +0.07 0 32 +0
Mar03 001129 98.96 98.96 98.96 98.96 +0.08      
Total Volume and Open Interest 2,780 68,655 -751
3-Mth Euro-Yen(SIMEX)
Dec00 001129 99.46 99.47 99.45 99.45 -0.02 2,507 99,128 +891
Mar01 001129 99.54 99.54 99.53 99.54 unch 162 97,121 +2,154
Jun01 001129 99.54 99.56 99.54 99.56 +0.02 5 88,399 -536
Sep01 001129 99.50 99.52 99.50 99.51 +0.02 219 66,271 +247
Dec01 001129 99.40 99.43 99.40 99.42 +0.03 75 21,429 -160
Mar02 001129 99.36 99.39 99.36 99.39 +0.03 461 15,367 +47
Jun02 001129 99.30 99.32 99.30 99.32 +0.04 4 7,341 +0
Sep02 001129 99.19 99.19 99.19 99.19 +0.04 230 6,141 +30
Total Volume and Open Interest 3,663 410,312 +2,673
German Euro-Bund(EUREX)
Dec00 001129 106.70 106.88 106.62 106.73 +0.13 733,576 714,981 -9,476
Mar01 001129 106.86 107.00 106.77 106.87 +0.14 44,237 82,886 +6,366
Jun01 001129 106.56 106.60 106.56 106.59 +0.14 1,115 2,266 +390
Total Volume and Open Interest 778,928 800,133 -2,720
German Euro-Bobl(EUREX)
Dec00 001129 104.33 104.49 104.33 104.45 +0.16 299,838 384,960 +4,499
Mar01 001129 104.13 104.27 104.11 104.24 +0.17 11,355 23,118 +1,318
Jun01 001129 104.10 104.10 104.10 104.10 +0.16 400 1,000 -100
Total Volume and Open Interest 311,593 409,078 +5,717
Long Gilt(LIFFE)
Dec00 001129 115~26 115~29 115~15 115~18 -0~05 5,651 31,598 -20,144
Mar01 001129 115~15 115~19 115~05 115~07 -0~06 3,342 60,282 +22,103
Total Volume and Open Interest 8,993 91,880 +1,959
3-Mth Short Sterling(LIFFE)
Dec00 001129 93.97 93.99 93.97 93.98 +0.01 16,342 155,364 -6,315
Mar01 001129 94.08 94.11 94.08 94.09 +0.01 14,487 200,947 -133
Jun01 001129 94.16 94.20 94.16 94.17 +0.02 23,185 147,417 +4,037
Total Volume and Open Interest 8,914 857,531 -197,921
3-Mth Euribor(LIFFE)
Dec00 001129 94.910 94.935 94.910 94.930 +0.025 4,828 289,906 -5,139
Mar01 001129 94.950 94.985 94.950 94.985 +0.045 9,065 301,473 +838
Jun01 001129 95.020 95.060 95.020 95.045 +0.045 6,057 238,415 +5,668
Total Volume and Open Interest 33,700 1,477,473 +8,203
3-Mth Aus T-Bills(SFE)
Dec00 001129 93.72 93.73 93.71 93.73 +0.03 5,317 182,700 +0
Mar01 001129 93.82 93.87 93.81 93.86 +0.07 5,780 115,729 +0
Jun01 001129 93.87 93.90 93.86 93.90 +0.08 745 41,714 +0
Sep01 001129 93.90 93.94 93.90 93.94 +0.08 227 24,736 +0
Dec01 001129 93.88 93.93 93.88 93.93 +0.09 640 15,949 +0
Mar02 001129 93.82 93.88 93.82 93.88 +0.09 84 8,902 +0
Jun02 001129 93.77 93.80 93.77 93.80 +0.08 230 5,619 +0
Sep02 001129 93.70 93.71 93.70 93.71 +0.06 25 4,726 +0
Dec02 001129 93.64 93.65 93.64 93.65 +0.06 75 2,252 +0
Mar03 001129 93.60 93.60 93.60 93.60 +0.05 0 1,319 +0
Total Volume and Open Interest 13,223 407,507 +10
10-Year Aus T-Bonds(SFE)
Dec00 001129 94.13 94.20 94.13 94.19 +0.08 1,924 151,032 +0
Mar01 001129 94.15 94.15 94.15 94.15 +0.06 2 0 -2
Total Volume and Open Interest 1,930 151,034 +0
3-Year Aus T-Bonds(SFE)
Dec00 001129 94.21 94.24 94.20 94.23 +0.06 6,460 441,196 +0
Mar01 001129 94.25 94.25 94.25 94.25 +0.06      
Total Volume and Open Interest 6,460 441,196 +0
Gold(CMX)
Dec00 001129 269.8 270.1 265.8 266.4 -3.4 37,180 22,334 -12,891
Feb01 001129 272.7 272.9 269.5 269.6 -3.0 25,871 65,041 +8,488
Apr01 001129 276.0 276.0 271.8 272.3 -3.1 1,349 5,957 -25
Jun01 001129 278.5 278.5 274.9 274.9 -3.1 1,431 11,647 +756
Aug01 001129 277.8 277.8 277.3 277.3 -3.1 4 2,457 -2
Oct01 001129 279.5 279.5 279.5 279.5 -3.2 0 700 +0
Total Volume and Open Interest 66,047 124,950 -3,579
Silver(CMX)
Dec00 001129 470.0 471.0 460.0 461.5 -8.3 15,107 21,728 -9,348
Mar01 001129 477.5 478.5 469.0 470.0 -7.3 14,893 42,437 +8,775
May01 001129 485.0 485.5 472.5 474.9 -7.3 238 2,060 +157
Jul01 001129 489.0 490.5 479.0 479.9 -7.4 317 3,441 +151
Sep01 001129 485.0 485.0 485.0 485.0 -7.4 41 3,037 +0
Total Volume and Open Interest 30,950 79,683 -92
Platinum(NYM)
Jan01 001129 600.0 604.0 594.5 600.6 +0.9 855 8,057 +268
Apr01 001129 588.0 590.0 586.0 589.6 +0.9 2 316 +2
Total Volume and Open Interest 857 8,378 +270
Palladium(NYME)
Dec00 001129 808.85 808.85 808.85 808.85 +4.35 106 157 -83
Mar01 001129 808.00 809.80 803.00 807.85 +3.85 134 1,497 +98
Jun01 001129 802.85 802.85 802.85 802.85 +3.85 0 135 +0
Total Volume and Open Interest 240 1,789 +15
Copper(CMX)
Dec00 001129 85.00 85.80 84.80 85.20 unch 13,517 16,082 -5,114
Mar01 001129 85.75 86.45 85.45 85.80 -0.15 14,125 32,218 +4,159
May01 001129 85.60 85.75 85.25 85.50 -0.15 226 3,538 +86
Jul01 001129 85.25 85.55 85.20 85.35 -0.10 277 3,339 +36
Sep01 001129 85.35 85.35 85.25 85.25 -0.10 84 1,730 +62
Total Volume and Open Interest 30,337 74,422 -1,702
DJIA Index(CBOT)
Dec00 001129 10540 10675 10530 10602 +64 14,669 20,148 +868
Mar01 001129 10680 10815 10680 10744 +65 339 910 +248
Jun01 001129 10884 10884 10884 10884 +65 0 5 +0
Total Volume and Open Interest 15,008 21,070 +1,116
S & P 500(CME)
Dec00 001129 1343.00 1357.00 1333.00 1335.30 -3.20 100,331 401,835 -9,732
Mar01 001129 1363.50 1376.00 1353.50 1355.30 -3.30 29,633 61,674 +15,805
Jun01 001129 1390.40 1394.40 1373.40 1374.80 -3.60 762 2,963 +169
Sep01 001129 1410.20 1414.20 1393.20 1394.30 -3.90 28 492 +10
Total Volume and Open Interest 130,755 467,225 +6,252
S & P 500 E-Mini(Globex)
Dec00 001129 1338.00 1357.50 1333.00 1335.25 -3.25 114,270 68,834 -2,126
Mar01 001129 1363.75 1376.25 1351.25 1355.25 -3.25 347 162 +75
Total Volume and Open Interest 114,617 68,996 -2,051
NASDAQ 100(CME)
Dec00 001129 2645.00 2685.00 2525.00 2530.00 -107.50 20,386 47,760 +613
Mar01 001129 2700.00 2700.00 2570.00 2573.00 -109.50 764 938 +436
Jun01 001129 2616.00 2616.00 2616.00 2616.00 -111.50      
Total Volume and Open Interest 21,150 48,698 +1,049
NASDAQ 100 E-Mini(GLOBEX)
Dec00 001129 2642.5 2688.0 2525.0 2530.0 -107.5 91,534 69,538 +3,378
Mar01 001129 2700.0 2712.0 2494.5 2573.0 -109.5 1 12 +1
Total Volume and Open Interest 91,535 69,550 +3,379
NYSE Composite(NYBOT)
Dec00 001129 637.00 641.00 634.50 634.75 -0.05      
Mar01 001129 646.45 647.45 643.50 643.50 -0.05      
Jun01 001129 652.25 652.25 652.25 652.25 -0.05      
Total Volume and Open Interest      
S & P Midcap 400(CME)
Dec00 001129 493.00 494.00 486.50 488.50 -4.25 1,688 16,516 -305
Mar01 001129 495.95 495.95 495.95 495.95 -4.30 51 68 +25
Jun01 001129 503.15 503.15 503.15 503.15 -4.30 0 1 +0
Total Volume and Open Interest 1,739 16,585 -280
Russell 2000(CME)
Dec00 001129 460.50 461.90 451.50 451.75 -7.25 2,309 14,567 -285
Mar01 001129 458.25 458.25 458.25 458.25 -7.25 125 115 +15
Jun01 001129 466.05 466.05 466.05 466.05 -7.25      
Total Volume and Open Interest 2,434 14,682 -270
Value Line(KCBT)
Dec00 001129 1083.50 1083.50 1064.50 1076.50 -5.10 151 207 +16
Total Volume and Open Interest 151 209 +16
Nikkei 225(CME)
Dec00 001129 14530 14640 14410 14410 -105 1,034 16,698 -44
Mar01 001129 14675 14675 14550 14550 +5 1 100 +0
Total Volume and Open Interest 1,035 16,800 -44
Nikkei 225(SIMEX)
Dec00 001129 14500 14540 14430 14500 -150 12,114 90,138 -2,334
Mar01 001129 14515 14515 14515 14515 -150 1,056 6,763 +702
Jun01 001129 14495 14495 14495 14495 -150 0 405 +0
Total Volume and Open Interest 15,899 98,106 -1,632
CAC 40(MATIF)
Nov00 001129 6026.0 6093.5 5977.0 6080.0 +34.0 71,918 249,882 +2,409
Dec00 001129 6050.0 6115.5 6005.0 6097.0 +17.0 33,081 244,073 +17,563
Total Volume and Open Interest 105,092 512,576 +18,550
DAX Index(EUREX)
Dec00 001129 6599.0 6673.5 6547.0 6614.0 -31.0 41,113