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MRCI's End of Day Prices
Daily Futures Price Listing Thu November 30, 2000
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan01 001130 503.00 509.50 500.50 506.00 +6.25 33,749 75,142 -282
Mar01 001130 511.50 516.50 508.00 513.00 +4.50 8,834 41,041 +715
May01 001130 518.50 522.00 514.50 519.00 +3.25 5,333 21,991 +1,328
Jul01 001130 525.00 528.00 520.00 525.75 +3.25 5,466 25,367 +2,827
Aug01 001130 526.00 528.00 521.00 524.00 +1.50 236 1,216 +95
Sep01 001130 524.50 527.00 521.50 524.50 +1.00 253 515 +213
Nov01 001130 530.00 530.00 521.50 527.00 -0.25 3,043 6,645 +406
Total Volume and Open Interest 56,914 171,929 +5,302
Soybean Meal(CBOT)
Dec00 001130 191.00 196.00 188.60 193.80 +3.60 16,877 16,889 -3,965
Jan01 001130 189.80 193.50 187.10 190.90 +2.20 20,640 50,092 +2,542
Mar01 001130 187.00 189.50 184.50 187.60 +1.50 11,122 34,705 +3,105
May01 001130 183.80 185.30 181.80 184.20 +1.40 7,896 16,425 +1,454
Jul01 001130 183.00 184.00 181.20 182.90 +1.10 3,881 10,830 +753
Aug01 001130 180.80 182.50 179.50 180.80 +0.80 151 2,941 +33
Sep01 001130 180.00 181.00 178.50 179.20 +0.10 451 1,786 +109
Oct01 001130 178.00 179.50 176.50 176.70 +0.20 48 748 +18
Total Volume and Open Interest 61,492 136,416 +4,121
Soybean Oil(CBOT)
Dec00 001130 14.55 14.82 14.47 14.76 +0.38 15,115 9,829 -6,530
Jan01 001130 14.80 15.05 14.74 15.03 +0.39 14,525 46,872 +906
Mar01 001130 15.25 15.45 15.14 15.41 +0.35 10,445 45,286 +4,892
May01 001130 15.60 15.84 15.55 15.84 +0.38 4,672 13,914 +614
Jul01 001130 16.00 16.25 15.98 16.24 +0.39 994 10,895 +455
Aug01 001130 16.27 16.40 16.15 16.37 +0.36 165 2,416 +79
Sep01 001130 16.50 16.60 16.33 16.57 +0.41 473 2,213 +265
Oct01 001130 16.70 16.80 16.50 16.70 +0.34 850 2,020 +285
Total Volume and Open Interest 47,507 139,417 +1,079
Canola(WCE)
Jan01 001130 264.4 266.5 263.0 266.5 +2.6 4,233 31,970 -819
Mar01 001130 270.5 272.5 269.1 272.5 +2.8 2,232 23,286 -342
May01 001130 275.2 278.0 274.7 278.0 +2.5 50 2,531 -50
Jul01 001130 282.0 284.0 282.0 283.7 +2.2 25 3,574 +25
Aug01 001130 283.0 283.0 283.0 283.0 +2.0 0 55 +0
Total Volume and Open Interest 6,540 62,897 -1,186
Corn(CBOT)
Dec00 001130 204.75 209.25 204.25 209.00 +4.00 55,092 33,401 -23,765
Jan01 001130 209.00 213.25 209.00 212.75 +3.50 1,184 3,203 +578
Mar01 001130 216.50 221.25 216.25 220.50 +3.00 61,549 246,423 +12,551
May01 001130 224.75 229.25 224.50 228.50 +3.00 6,500 52,778 +619
Jul01 001130 232.00 236.25 231.75 235.50 +3.00 6,585 57,801 +672
Sep01 001130 239.75 243.00 239.25 241.75 +2.75 615 6,147 +485
Total Volume and Open Interest 135,624 431,754 -8,944
Wheat(CBOT)
Dec00 001130 251.50 256.25 251.00 256.00 +4.50 34,735 13,788 -15,613
Mar01 001130 269.00 274.00 269.00 273.75 +4.00 45,873 95,139 +10,022
May01 001130 280.00 284.75 280.00 284.25 +4.00 1,361 7,935 +801
Jul01 001130 291.00 294.50 290.75 294.25 +2.75 1,441 21,026 +78
Sep01 001130 301.00 304.00 301.00 303.75 +3.25 219 1,029 +14
Total Volume and Open Interest 83,714 141,655 -4,659
Wheat(KCBT)
Dec00 001130 305.50 310.50 305.00 309.00 +2.75 11,954 8,539 -6,301
Mar01 001130 321.25 326.25 321.25 323.50 +1.25 12,662 54,810 +3,380
May01 001130 331.50 335.00 330.00 332.50 +1.00 813 4,315 +455
Jul01 001130 339.00 343.25 338.50 341.25 +2.00 911 9,598 +114
Sep01 001130 346.00 349.00 345.50 346.00 -1.00 6 312 +0
Total Volume and Open Interest 26,348 77,671 -2,350
Wheat(MGE)
Dec00 001130 311.00 315.75 310.50 313.00 +2.00 4,885 1,839 -1,770
Mar01 001130 326.00 329.75 325.50 327.25 +1.50 6,645 15,349 +1,494
May01 001130 336.00 338.25 334.75 336.00 +0.75 1,024 2,549 +256
Jul01 001130 342.75 345.50 342.00 343.00 +1.25 770 2,342 +495
Sep01 001130 350.50 352.00 349.75 351.00 +0.50 165 539 +106
Total Volume and Open Interest 13,489 22,824 +581
Oats(CBOT)
Dec00 001130 98.75 99.50 98.00 99.25 +0.75 3,467 821 -1,863
Mar01 001130 109.50 110.50 108.75 110.00 +0.50 3,196 10,288 +1,338
May01 001130 115.75 116.50 114.75 115.75 +0.25 196 1,024 +166
Jul01 001130 120.75 122.50 120.75 121.75 +0.25 27 811 +23
Total Volume and Open Interest 7,138 14,074 -128
Rough Rice(CBOT)
Jan01 001130 6.22 6.28 6.21 6.27 +0.04 1,286 3,322 +185
Mar01 001130 6.45 6.54 6.45 6.52 +0.03 355 1,484 +54
May01 001130 6.70 6.75 6.70 6.75 +0.02 91 563 -52
Jul01 001130 6.94 6.95 6.94 6.95 +0.01 0 557 +0
Total Volume and Open Interest 1,732 6,149 +187
Live Cattle(CME)
Dec00 001130 72.150 72.625 71.900 72.175 +0.025 9,461 27,818 -2,892
Feb01 001130 74.075 74.500 73.850 74.050 -0.100 11,751 64,080 +3,796
Apr01 001130 75.300 75.625 75.150 75.400 +0.075 2,346 25,602 +697
Jun01 001130 72.250 72.575 72.200 72.275 unch 786 8,737 +351
Aug01 001130 72.600 72.850 72.525 72.600 +0.100 944 8,069 +690
Oct01 001130 74.050 74.300 74.050 74.250 +0.125 57 1,449 -7
Total Volume and Open Interest 25,362 135,973 +2,642
Feeder Cattle(CME)
Jan01 001130 89.100 89.475 88.850 88.875 -0.325 861 8,117 +53
Mar01 001130 88.350 88.650 88.100 88.200 -0.300 224 3,934 -33
Apr01 001130 88.025 88.275 87.800 88.025 -0.225 78 1,476 +34
May01 001130 87.725 88.025 87.550 87.725 -0.200 78 1,561 -2
Aug01 001130 87.800 88.150 87.750 87.950 -0.150 31 705 +15
Sep01 001130 87.900 88.050 87.650 87.725 -0.350 6 132 +6
Oct01 001130 88.000 88.050 87.800 87.800 -0.175 5 71 +3
Total Volume and Open Interest 1,283 16,022 +76
Lean Hogs(CME)
Dec00 001130 53.875 54.600 53.850 54.450 +0.575 2,197 10,762 -304
Feb01 001130 56.150 56.750 55.900 56.675 +0.475 3,031 21,448 +483
Apr01 001130 55.500 56.000 55.300 55.825 +0.125 645 5,270 +98
Jun01 001130 61.900 62.400 61.700 62.400 +0.200 290 3,188 +89
Jul01 001130 60.550 61.000 60.400 60.850 +0.125 113 744 +54
Aug01 001130 58.725 58.800 58.600 58.800 +0.050 27 488 +25
Oct01 001130 50.250 50.875 50.250 50.875 +0.350 32 834 +24
Dec01 001130 47.000 47.250 47.000 47.200 +0.100 16 746 +3
Total Volume and Open Interest 6,351 43,481 +472
Pork Bellies(CME)
Feb01 001130 61.400 62.100 61.350 61.525 +0.175 527 2,245 -32
Mar01 001130 61.500 62.150 61.350 61.500 +0.275 19 131 +0
May01 001130 62.975 62.975 62.450 62.450 +0.175 15 146 +6
Jul01 001130 63.750 63.750 63.750 63.750 +0.750 3 55 +2
Aug01 001130 63.550 64.000 63.550 64.000 +0.500 0 21 +0
Total Volume and Open Interest 564 2,598 -24
Cocoa(NYBOT)
Dec00 001130 712 715 704 704 +2 86 159 -101
Mar01 001130 732 742 727 729 unch 3,819 49,269 -593
May01 001130 754 761 749 750 unch 1,262 17,835 +114
Jul01 001130 774 781 770 770 -1 678 14,374 +476
Sep01 001130 799 801 791 791 -1 17 11,663 -3
Dec01 001130 828 828 823 823 +1 511 13,037 -6
Mar02 001130 860 860 853 853 -1 334 11,613 +0
Total Volume and Open Interest 7,402 138,756 -93
Coffee "C"(NYBOT)
Dec00 001130 70.25 70.40 67.20 67.20 -2.90 345 966 -205
Mar01 001130 73.50 75.10 71.30 71.70 -2.85 5,517 29,890 +234
May01 001130 76.50 78.00 74.75 74.85 -2.75 297 4,804 -31
Jul01 001130 79.75 81.00 77.75 78.00 -2.60 168 2,263 +33
Sep01 001130 82.90 83.70 81.05 81.05 -2.70 468 2,568 +36
Dec01 001130 87.25 87.90 85.25 85.25 -2.70 268 1,712 +199
Total Volume and Open Interest 7,063 42,216 +266
Orange Juice(NYBOT)
Jan01 001130 78.10 78.25 77.25 78.25 +0.65 957 17,080 -171
Mar01 001130 81.30 81.65 80.55 81.50 +0.75 286 10,131 +105
May01 001130 84.30 84.30 83.40 84.00 +0.50 88 1,822 +33
Jul01 001130 86.75 86.75 86.75 86.75 +0.55 20 745 +20
Sep01 001130 89.10 89.10 89.10 89.10 +0.20 0 330 +0
Total Volume and Open Interest 1,541 30,496 +115
Sugar #11(NYBOT)
Mar01 001130 9.94 9.95 9.62 9.75 -0.16 7,527 72,717 -654
May01 001130 9.38 9.39 9.15 9.22 -0.17 2,096 18,356 +124
Jul01 001130 8.76 8.76 8.57 8.66 -0.11 1,760 23,051 -15
Oct01 001130 8.29 8.30 8.15 8.26 -0.07 844 19,817 +414
Mar02 001130 8.22 8.22 8.13 8.17 -0.06 388 8,241 +89
Total Volume and Open Interest 12,615 144,570 -40
London Cocoa(LCE)
Dec00 001130 546 560 546 560 +15 779 30,438 -296
Mar01 001130 563 578 563 576 +14 1,536 55,512 -102
May01 001130 580 590 579 590 +13 419 31,558 +110
Jul01 001130 611 612 597 603 +13 931 13,887 +232
Sep01 001130 621 626 606 616 +12 627 21,426 +488
Dec01 001130 653 653 632 643 +11 148 8,757 +35
Mar02 001130 661 669 655 668 +13 173 16,953 +48
Total Volume and Open Interest 5,738 197,018 +1,640
London Coffee(LCE)
Nov00 001130 601.00 609.00 601.00 609.00 unch 17 88 +16
Jan01 001130 614.00 618.00 605.00 612.00 -2.00 3,709 25,081 -871
Mar01 001130 639.00 642.00 628.00 634.00 -5.00 2,335 14,542 +379
May01 001130 658.00 663.00 654.00 659.00 -5.00 655 6,828 -152
Jul01 001130 682.00 687.00 677.00 684.00 -5.00 131 3,034 +66
Sep01 001130 703.00 708.00 702.00 708.00 -5.00 42 1,722 +12
Total Volume and Open Interest 7,138 55,013 -436
London Sugar(LCE)
Dec00 001115 225.50 233.60 224.60 225.00 -0.30 902 2,074 -764
Mar01 001130 246.90 247.30 241.00 244.00 -2.10 971 22,929 +18
May01 001130 242.30 242.30 237.60 239.50 -2.00 92 4,514 +41
Aug01 001130 235.50 235.50 232.90 234.00 -3.30 0 6,833 +0
Oct01 001130 225.00 225.00 225.00 225.00 -5.30 0 2,481 +0
Total Volume and Open Interest 1,063 38,059 +59
Cotton(NYBOT)
Dec00 001130 65.00 65.60 64.91 65.23 +0.20 83 165 -112
Mar01 001130 67.90 68.85 67.76 68.35 +0.26 3,817 36,069 -839
May01 001130 69.20 70.25 69.20 69.70 +0.24 481 11,371 +82
Jul01 001130 70.00 70.75 69.96 70.58 +0.53 79 6,884 -10
Oct01 001130 66.75 66.75 66.55 66.55 +0.25 0 788 +0
Dec01 001130 65.45 65.85 65.40 65.85 +0.25 166 6,331 +104
Total Volume and Open Interest 10,626 61,795 -775
Lumber(CME)
Jan01 001130 236.6 238.4 234.3 234.8 -3.4 639 2,247 -64
Mar01 001130 244.6 245.1 241.4 241.6 -3.5 143 1,180 -14
May01 001130 248.0 248.5 244.8 245.0 -3.7 85 434 +25
Jul01 001130 252.1 252.4 250.7 251.6 -3.4 15 88 +4
Total Volume and Open Interest 884 3,983 -49
Crude Oil(NYM)
Jan01 001130 34.95 35.10 33.70 33.82 -0.81 82,486 140,108 +1,890
Feb01 001130 33.80 33.90 32.75 32.88 -0.61 38,370 51,165 +1,332
Mar01 001130 32.70 32.83 31.75 31.90 -0.60 13,044 35,133 +2,097
Apr01 001130 31.70 31.75 31.00 31.00 -0.57 6,367 24,362 +964
May01 001130 30.80 30.90 30.20 30.20 -0.54 1,598 14,953 +310
Jun01 001130 30.10 30.10 29.50 29.50 -0.50 6,282 28,204 +809
Jul01 001130 29.41 29.41 28.70 28.87 -0.48 1,508 11,071 -583
Aug01 001130 28.90 28.90 28.34 28.34 -0.45 1,238 10,449 -107
Sep01 001130 28.30 28.30 27.85 27.85 -0.44 6,236 14,509 -2,126
Oct01 001130 27.84 27.88 27.42 27.42 -0.42 1,786 8,522 -263
Total Volume and Open Interest 170,859 480,372 +9,669
Heating Oil(NYM)
Dec00 001130 104.75 106.25 104.10 105.34 +2.16 23,916 9,420 -5,028
Jan01 001130 104.00 104.40 102.00 102.25 +0.49 28,011 57,134 +2,340
Feb01 001130 99.10 99.50 97.50 97.60 +0.04 9,959 24,025 -708
Mar01 001130 93.50 93.50 91.00 91.30 -0.76 4,357 16,890 +596
Apr01 001130 87.30 87.30 85.20 85.20 -1.16 743 8,618 -321
May01 001130 83.25 83.25 80.15 80.15 -1.41 191 5,862 -24
Jun01 001130 79.80 79.90 77.75 77.75 -1.46 333 5,591 -76
Jul01 001130 78.40 78.40 76.45 76.45 -1.46 590 3,057 +160
Aug01 001130 78.30 78.30 75.90 75.90 -1.46 58 3,581 -57
Sep01 001130 77.50 77.50 76.15 76.15 -1.46 206 1,546 +130
Total Volume and Open Interest 68,759 143,163 -2,771
Unleaded Gas(NYM)
Dec00 001130 91.25 91.60 87.25 88.77 -1.91 20,839 14,395 -3,085
Jan01 001130 90.00 90.15 86.75 86.86 -2.22 16,328 32,851 +2,545
Feb01 001130 89.00 89.35 86.46 86.46 -1.92 3,016 8,520 +326
Mar01 001130 89.00 89.35 86.30 86.66 -1.72 3,458 10,202 +665
Apr01 001130 92.50 92.50 90.96 90.96 -1.67 1,419 6,229 +638
May01 001130 92.10 92.10 89.91 89.91 -1.67 1,032 6,701 +302
Jun01 001130 89.80 89.85 88.41 88.41 -1.57 157 3,721 -100
Jul01 001130 88.00 88.00 86.46 86.46 -1.52 355 1,783 +300
Total Volume and Open Interest 47,124 92,352 +1,858
Natural Gas(NYM)
Jan01 001130 6.560 6.730 6.490 6.589 +0.408 41,391 54,219 -1,756
Feb01 001130 6.400 6.530 6.290 6.418 +0.392 13,669 31,529 -730
Mar01 001130 5.836 5.836 5.790 5.836 +0.300 4,875 36,739 +181
Apr01 001130 5.216 5.216 5.080 5.170 +0.254 2,508 22,666 +498
May01 001130 4.910 4.950 4.790 4.895 +0.195 3,532 19,154 -977
Jun01 001130 4.910 4.920 4.780 4.860 +0.185 2,527 14,595 -1,786
Jul01 001130 4.880 4.890 4.775 4.840 +0.180 683 10,198 -17
Aug01 001130 4.865 4.865 4.770 4.820 +0.175 737 15,730 +163
Total Volume and Open Interest 89,478 377,342 +4,054
Brent Crude Oil(IPE)
Jan01 001130 32.64 33.15 31.80 31.88 -0.80 35,458 60,905 -5,038
Feb01 001130 31.70 32.25 31.25 31.33 -0.56 18,042 61,844 -2,043
Mar01 001130 30.78 31.21 30.30 30.40 -0.51 4,870 51,538 +495
Apr01 001130 29.90 30.20 29.53 29.53 -0.44 4,444 33,992 -1,403
May01 001130 29.35 29.40 28.83 28.83 -0.43 1,216 9,097 +83
Jun01 001130 28.65 28.70 28.20 28.23 -0.43 2,324 20,538 +1,296
Jul01 001130 28.15 28.15 27.60 27.68 -0.43 804 8,286 +119
Aug01 001130 27.65 27.80 27.23 27.23 -0.44 516 9,998 +163
Total Volume and Open Interest 69,810 301,471 -5,764
Gas Oil(IPE)
Dec00 001130 298.50 306.00 298.00 304.50 +8.50 13,049 24,226 -5,098
Jan01 001130 292.00 296.75 289.75 294.75 +7.25 12,226 29,656 -1,125
Feb01 001130 283.25 286.50 280.75 284.75 +5.25 5,008 10,664 +479
Mar01 001130 269.75 274.00 269.75 272.00 +3.00 2,786 7,270 -76
Apr01 001130 259.00 263.50 259.00 259.50 +1.00 1,970 5,079 +273
May01 001130 250.50 254.00 249.00 249.00 unch 1,653 1,885 +40
Jun01 001130 243.50 244.50 242.00 242.00 -0.50 1,837 10,021 -178
Jul01 001130 239.50 239.50 239.50 239.50 -0.75 50 4,314 +0
Total Volume and Open Interest 38,629 101,988 -5,635
US Dollar Index(NYBOT)
Dec00 001130 116.56 116.67 114.99 115.10 -1.46 2,001 4,300 +762
Mar01 001130 116.38 116.48 114.81 114.86 -1.49 2,080 6,593 +789
Jun01 001130 114.62 114.62 114.62 114.62 -1.52 2,080 6,593 +789
Total Volume and Open Interest 2,080 6,593 +789
Australian Dollar(IMM)
Dec00 001130 52.54 53.00 52.48 52.82 +0.67 419 22,289 -34
Mar01 001130 52.58 53.00 52.58 52.88 +0.67 5 2,436 +27
Jun01 001130 52.94 52.94 52.94 52.94 +0.67 0 10 +0
Total Volume and Open Interest 424 24,746 -7
British Pound(IMM)
Dec00 001130 141.84 142.80 141.40 142.54 +0.14 4,246 36,852 -156
Mar01 001130 142.00 143.10 141.60 142.82 +0.14 183 309 +21
Jun01 001130 143.10 143.40 142.00 143.10 +0.14 0 2 +0
Total Volume and Open Interest 4,429 37,163 -135
Canadian Dollar(IMM)
Dec00 001130 64.93 65.33 64.91 65.19 +0.29 8,265 63,903 -1,937
Mar01 001130 65.08 65.44 65.04 65.33 +0.29 3,022 4,893 +967
Jun01 001130 65.24 65.54 65.24 65.44 +0.29 452 2,696 +189
Sep01 001130 65.60 65.60 65.54 65.54 +0.29 15 771 +15
Total Volume and Open Interest 11,769 72,657 -754
Japanese Yen(IMM)
Dec00 001130 90.30 90.88 90.24 90.85 +0.62 13,042 79,078 +2,845
Mar01 001130 91.69 92.26 91.65 92.22 +0.59 494 1,006 -23
Jun01 001130 93.58 93.58 93.58 93.58 +0.57 0 10 +0
Total Volume and Open Interest 13,536 80,247 +2,822
Swiss Franc(IMM)
Dec00 001130 57.59 58.01 57.49 57.89 +0.98 10,389 45,712 -3,118
Mar01 001130 58.08 58.45 57.98 58.34 +0.99 422 1,311 +477
Jun01 001130 58.75 58.80 58.55 58.74 +0.99 0 10 +0
Total Volume and Open Interest 10,811 47,034 -2,641
EuroFX(IMM)
Dec00 001130 86.88 87.44 86.77 87.27 +1.38 16,554 82,307 -1,680
Mar01 001130 87.20 87.75 87.18 87.62 +1.39 589 1,999 +367
Total Volume and Open Interest 17,143 84,306 -1,313
Mexican Peso(IMM)
Dec00 001130 10555.0 10590.0 10520.0 10553.0 -37.0 5,579 17,672 +1,456
Mar01 001130 10250.0 10280.0 10220.0 10250.0 -40.0 57 5,522 +21
Total Volume and Open Interest 5,651 31,228 +1,491
30-Year T-Bonds(CBOT)
Dec00 001130 101~25 102~27 101~25 102~13 +0~22 104,217 151,728 -64,181
Mar01 001130 102~02 102~30 101~28 102~15 +0~21 255,674 324,373 +55,158
Jun01 001130 102~03 102~26 102~00 102~20 +0~26 239 528 +110
Total Volume and Open Interest 360,185 476,807 -8,893
Municipal Bonds(CBOT)
Dec00 001130 100~22 101~06 100~19 101~03 +0~19 2,592 16,380 -1,695
Mar01 001130 100~09 100~21 100~02 100~18 +0~18 2,208 3,961 +1,421
Total Volume and Open Interest 4,800 20,341 -274
10-Year T-Notes(CBOT)
Dec00 001130 102~130 102~315 102~120 102~225 +0~145 143,549 195,010 -89,759
Mar01 001130 102~170 103~055 102~165 102~300 +0~180 235,278 327,626 +68,093
Total Volume and Open Interest 378,827 523,556 -21,666
5-Year T-Notes(CBOT)
Dec00 001130 101~265 102~035 101~230 102~015 +0~135 129,002 143,995 -68,933
Mar01 001130 101~285 102~060 101~245 102~035 +0~135 174,978 279,987 +74,249
Jun01 001130 102~085 102~085 102~085 102~085 +0~135      
Total Volume and Open Interest 303,980 423,982 +5,316
2 Year T-Notes(CBOT)
Dec00 001130 100~071 100~080 100~060 100~073 +0~018 27,446 19,534 -15,047
Mar01 001130 100~104 100~117 100~096 100~107 +0~022 30,367 58,884 +19,363
Total Volume and Open Interest 57,813 78,418 +4,316
3-Mth T-Bills(IMM)
Dec00 001130 93.98 94.04 93.97 94.01 +0.10 2 1,428 -1
Total Volume and Open Interest 750 2,262 +283
Eurodollars(IMM)
Dec00 001130 93.323 93.375 93.315 93.360 +0.062 62,288 495,431 -2,496
Mar01 001130 93.660 93.715 93.640 93.695 +0.085 132,731 529,516 -9,347
Jun01 001130 93.820 93.885 93.800 93.865 +0.095 101,619 404,496 +10,994
Sep01 001130 93.910 93.970 93.890 93.950 +0.100 103,281 427,889 +12,040
Dec01 001130 93.850 93.910 93.830 93.890 +0.100 50,054 275,931 +3,503
Mar02 001130 93.890 93.955 93.880 93.935 +0.100 36,837 228,621 +5,589
Jun02 001130 93.835 93.900 93.825 93.875 +0.095 22,917 156,010 +3,363
Sep02 001130 93.785 93.840 93.765 93.820 +0.095 18,600 121,943 +2,258
Dec02 001130 93.660 93.720 93.650 93.700 +0.090 6,203 90,528 +1,813
Mar03 001130 93.680 93.735 93.670 93.720 +0.090 9,661 80,421 +1,086
Jun03 001130 93.630 93.675 93.610 93.670 +0.090 4,309 61,289 +1,047
Sep03 001130 93.575 93.635 93.570 93.625 +0.090 4,278 59,411 +889
Total Volume and Open Interest 589,633 3,334,431 +41,298
3-Mth Euro-Yen(IMM)
Dec00 001130 99.44 99.45 99.44 99.45 -0.01 4,680 13,602 +1,305
Mar01 001130 99.54 99.54 99.54 99.54 unch 2,903 23,441 -1,261
Jun01 001130 99.57 99.57 99.56 99.57 +0.01 3,318 11,592 +2,305
Sep01 001130 99.54 99.55 99.54 99.55 +0.03 89 9,708 -849
Dec01 001130 99.46 99.46 99.45 99.46 +0.03 292 6,074 -275
Mar02 001130 99.42 99.44 99.42 99.43 +0.04 195 3,856 -195
Jun02 001130 99.36 99.37 99.36 99.37 +0.05 0 883 +20
Sep02 001130 99.25 99.25 99.25 99.25 +0.04 0 517 +0
Dec02 001130 99.08 99.08 99.08 99.08 +0.04 0 32 +0
Mar03 001130 99.08 99.08 99.08 99.08 +0.12      
Total Volume and Open Interest 11,477 69,705 +1,050
3-Mth Euro-Yen(SIMEX)
Dec00 001130 99.46 99.46 99.44 99.44 -0.01 4,309 100,051 +923
Mar01 001130 99.54 99.55 99.54 99.54 unch 2,628 97,495 +374
Jun01 001130 99.56 99.57 99.56 99.57 +0.01 1,980 88,006 -393
Sep01 001130 99.52 99.54 99.52 99.54 +0.03 1,142 66,026 -245
Dec01 001130 99.43 99.46 99.43 99.46 +0.04 285 21,481 +52
Mar02 001130 99.39 99.43 99.39 99.43 +0.04 190 15,304 -63
Jun02 001130 99.32 99.36 99.32 99.36 +0.04 212 7,431 +90
Sep02 001130 99.19 99.25 99.19 99.25 +0.06 0 6,209 +68
Total Volume and Open Interest 10,746 411,118 +806
German Euro-Bund(EUREX)
Dec00 001130 106.87 107.42 106.84 107.40 +0.67 727,610 748,132 +33,151
Mar01 001130 106.94 107.55 106.94 107.54 +0.67 56,461 113,698 +30,812
Jun01 001130 106.77 107.30 106.77 107.30 +0.71 3,397 2,372 +106
Total Volume and Open Interest 787,468 864,202 +64,069
German Euro-Bobl(EUREX)
Dec00 001130 104.51 104.92 104.50 104.85 +0.40 435,235 394,288 +9,328
Mar01 001130 104.32 104.66 104.32 104.61 +0.37 40,836 30,660 +7,542
Jun01 001130 104.40 104.51 104.40 104.51 +0.41 0 1,055 +55
Total Volume and Open Interest 476,071 426,003 +16,925
Long Gilt(LIFFE)
Dec00 001130 115~21 116~01 115~19 116~01 +0~15 29,350 27,481 -4,117
Mar01 001130 115~10 115~23 115~09 115~23 +0~15 15,694 63,080 +2,798
Total Volume and Open Interest 45,044 90,561 -1,319
3-Mth Short Sterling(LIFFE)
Dec00 001130 93.99 94.00 93.98 94.00 +0.02 10,450 154,767 -597
Mar01 001130 94.10 94.15 94.10 94.13 +0.04 23,803 199,938 -1,009
Jun01 001130 94.20 94.25 94.19 94.22 +0.05 20,164 147,958 +541
Total Volume and Open Interest 126,290 854,568 -2,963
3-Mth Euribor(LIFFE)
Dec00 001130 94.935 94.995 94.930 94.980 +0.050 66,360 292,778 +2,872
Mar01 001130 94.980 95.070 94.980 95.060 +0.075 127,535 305,625 +4,152
Jun01 001130 95.065 95.140 95.050 95.125 +0.080 62,891 240,008 +1,593
Total Volume and Open Interest 430,242 1,499,988 +22,515
3-Mth Aus T-Bills(SFE)
Dec00 001130 93.74 93.75 93.73 93.74 +0.01 10,634 184,615 +1,915
Mar01 001130 93.90 93.91 93.88 93.90 +0.04 7,162 133,077 +17,348
Jun01 001130 93.95 93.97 93.92 93.97 +0.07 1,596 44,532 +2,818
Sep01 001130 94.00 94.02 93.97 94.01 +0.07 3,871 25,582 +846
Dec01 001130 93.98 94.00 93.96 94.00 +0.07 2,209 16,264 +315
Mar02 001130 93.94 93.96 93.94 93.96 +0.08 1,160 9,407 +505
Jun02 001130 93.83 93.87 93.83 93.87 +0.07 480 6,178 +559
Sep02 001130 93.78 93.79 93.77 93.79 +0.08 467 5,043 +317
Dec02 001130 93.72 93.72 93.72 93.72 +0.07 20 2,327 +75
Mar03 001130 93.68 93.68 93.68 93.68 +0.08 5 1,319 +0
Total Volume and Open Interest 27,839 432,425 +24,918
10-Year Aus T-Bonds(SFE)
Dec00 001130 94.20 94.28 94.18 94.27 +0.08 2,857 153,061 +2,029
Mar01 001130 94.21 94.24 94.19 94.24 +0.08 120 163 +163
Total Volume and Open Interest 2,977 153,224 +2,190
3-Year Aus T-Bonds(SFE)
Dec00 001130 94.28 94.31 94.25 94.30 +0.07 12,985 459,919 +18,723
Mar01 001130 94.30 94.34 94.30 94.33 +0.08 1 1 +1
Total Volume and Open Interest 12,986 459,920 +18,724
Gold(CMX)
Dec00 001130 266.9 270.2 266.9 270.1 +3.7 28,696 8,116 -14,218
Feb01 001130 270.5 273.5 270.2 273.3 +3.7 38,467 75,476 +10,435
Apr01 001130 273.0 275.9 273.0 275.9 +3.6 1,253 6,522 +565
Jun01 001130 276.3 278.7 276.2 278.5 +3.6 1,968 11,725 +78
Aug01 001130 280.0 280.8 280.0 280.8 +3.5 159 2,565 +108
Oct01 001130 282.9 282.9 282.9 282.9 +3.4 0 700 +0
Total Volume and Open Interest 70,805 122,005 -2,945
Silver(CMX)
Dec00 001130 463.5 467.5 460.0 467.4 +5.9 23,582 9,143 -12,585
Mar01 001130 472.0 476.0 471.0 475.8 +5.8 29,224 54,016 +11,579
May01 001130 475.0 481.0 475.0 480.5 +5.6 263 2,158 +98
Jul01 001130 485.5 485.5 484.0 485.3 +5.4 436 3,565 +124
Sep01 001130 490.2 490.2 490.2 490.2 +5.2 67 3,085 +48
Total Volume and Open Interest 53,978 79,150 -533
Platinum(NYM)
Jan01 001130 602.0 609.7 602.0 605.9 +5.3 966 8,057 +0
Apr01 001130 593.0 599.5 593.0 595.9 +6.3 63 369 +53
Total Volume and Open Interest 1,029 8,431 +53
Palladium(NYME)
Dec00 001130 816.00 819.00 816.00 819.00 +10.15 65 80 -77
Mar01 001130 810.00 820.00 810.00 818.00 +10.15 191 1,640 +143
Jun01 001130 813.00 813.00 813.00 813.00 +10.15 0 135 +0
Total Volume and Open Interest 256 1,855 +66
Copper(CMX)
Dec00 001130 84.35 85.80 84.10 84.10 -1.10 11,293 9,716 -6,366
Mar01 001130 85.25 86.00 84.30 84.55 -1.25 14,230 35,909 +3,691
May01 001130 85.00 85.50 84.20 84.35 -1.15 94 3,573 +35
Jul01 001130 85.10 85.50 84.25 84.25 -1.10 116 3,379 +40
Sep01 001130 85.10 85.10 84.15 84.15 -1.10 672 2,176 +446
Total Volume and Open Interest 29,378 73,884 -538
DJIA Index(CBOT)
Dec00 001130 10510 10605 10305 10435 -167 14,991 20,497 +349
Mar01 001130 10670 10740 10445 10575 -169 330 1,163 +253
Jun01 001130 10712 10712 10712 10712 -172 0 5 +0
Total Volume and Open Interest 15,321 21,672 +602
S & P 500(CME)
Dec00 001130 1322.00 1333.00 1297.00 1321.50 -13.80 93,286 395,634 -6,201
Mar01 001130 1342.00 1352.00 1318.00 1341.20 -14.10 16,360 71,362 +9,688
Jun01 001130 1360.40 1360.40 1339.80 1360.40 -14.40 324 3,014 +51
Sep01 001130 1379.40 1379.40 1359.30 1379.40 -14.90 223 510 +18
Total Volume and Open Interest 110,244 470,794 +3,569
S & P 500 E-Mini(Globex)
Dec00 001130 1332.75 1333.75 1296.75 1321.50 -13.75 112,125 77,494 +8,660
Mar01 001130 1345.00 1351.25 1314.00 1341.25 -14.00 130 297 +135
Total Volume and Open Interest 112,255 77,791 +8,795
NASDAQ 100(CME)
Dec00 001130 2475.00 2589.00 2436.00 2530.00 unch 27,349 46,968 -792
Mar01 001130 2520.00 2620.00 2480.00 2571.50 -1.50 3,318 2,599 +1,661
Jun01 001130 2600.00 2613.00 2600.00 2613.00 -3.00      
Total Volume and Open Interest 30,667 49,567 +869
NASDAQ 100 E-Mini(GLOBEX)
Dec00 001130 2508.5 2589.0 2435.0 2530.0 unch 95,624 74,416 +4,878
Mar01 001130 2540.0 2622.5 2478.5 2571.5 -1.5 84 61 +49
Total Volume and Open Interest 95,708 74,477 +4,927
NYSE Composite(NYBOT)
Dec00 001130 630.00 636.00 622.50 631.45 -3.30      
Mar01 001130 638.00 640.75 633.80 640.20 -3.30      
Jun01 001130 648.95 648.95 648.95 648.95 -3.30      
Total Volume and Open Interest      
S & P Midcap 400(CME)
Dec00 001130 486.00 486.00 472.40 482.50 -6.00 1,640 16,310 -206
Mar01 001130 490.00 492.00 483.95 489.85 -6.10 707 392 +324
Jun01 001130 497.05 497.05 495.65 497.05 -6.10 0 1 +0
Total Volume and Open Interest 2,347 16,703 +118
Russell 2000(CME)
Dec00 001130 447.00 453.50 441.00 449.20 -2.55 1,643 14,559 -8
Mar01 001130 455.60 455.60 455.40 455.60 -2.65 1 116 +1
Jun01 001130 463.40 463.40 463.20 463.40 -2.65      
Total Volume and Open Interest 1,644 14,675 -7
Value Line(KCBT)
Dec00 001130 1066.00 1066.00 1040.00 1058.00 -18.50 57 221 +14
Total Volume and Open Interest 57 223 +14
Nikkei 225(CME)
Dec00 001130 14590 14620 14455 14570 +160 1,431 16,505 -193
Mar01 001130 14530 14605 14530 14530 -20 33 120 +20
Total Volume and Open Interest 1,464 16,627 -173
Nikkei 225(SIMEX)
Dec00 001130 14400 14700 14345 14610 +110 15,634 91,964 +1,826
Mar01 001130 14625 14625 14625 14625 +110 3,082 8,022 +1,259
Jun01 001130 14605 14605 14605 14605 +110 50 405 +0
Total Volume and Open Interest 13,170 101,191 +3,085
CAC 40(MATIF)
Nov00 001130 6019.5 6019.5 5892.0 5907.5 -172.5 89,702 224,562 -25,320
Dec00 001130 6024.0 6100.0 5890.0 5935.0 -162.0 51,090 257,740 +13,667
Jan01 001130 5960.0 5960.0 5949.0 5960.0        
DAX Index(EUREX)
Dec00</