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MRCI's End of Day Prices
Daily Futures Price Listing Wed December 06, 2000
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan01 001206 502.00 507.50 500.00 507.00 +6.25 27,228 73,331 +332
Mar01 001206 509.50 515.00 508.00 514.75 +6.50 7,023 42,647 +242
May01 001206 515.50 521.00 514.50 520.25 +5.00 2,497 22,448 -324
Jul01 001206 521.50 526.00 520.00 525.75 +5.00 2,925 25,720 +110
Aug01 001206 520.50 525.50 520.50 525.25 +4.75 47 1,360 -22
Sep01 001206 521.00 526.00 519.00 526.00 +4.00 12 607 -6
Nov01 001206 523.50 528.50 523.00 527.75 +4.25 794 8,614 +316
Total Volume and Open Interest 40,536 174,751 +658
Soybean Meal(CBOT)
Dec00 001206 190.00 191.40 187.50 188.70 -1.40 4,747 10,041 -1,055
Jan01 001206 187.50 189.30 185.50 187.20 -0.10 10,236 48,206 -1,367
Mar01 001206 184.50 186.10 183.30 185.10 +1.00 6,295 36,258 -145
May01 001206 181.00 182.30 180.30 181.90 +1.50 2,434 17,870 -373
Jul01 001206 180.00 181.50 179.60 181.40 +2.00 1,431 10,407 -115
Aug01 001206 178.70 180.00 178.30 180.00 +2.50 4 3,205 +2
Sep01 001206 178.50 179.20 177.00 179.20 +2.60 106 1,869 +29
Oct01 001206 176.00 177.00 175.00 176.70 +2.70 3 934 +3
Total Volume and Open Interest 25,265 130,814 -3,075
Soybean Oil(CBOT)
Dec00 001206 14.72 14.92 14.60 14.91 +0.13 2,046 2,177 -842
Jan01 001206 14.95 15.20 14.85 15.17 +0.20 7,963 41,597 -1,238
Mar01 001206 15.36 15.59 15.24 15.58 +0.22 3,397 47,097 -543
May01 001206 15.70 16.00 15.65 16.00 +0.23 1,157 15,922 -142
Jul01 001206 16.07 16.37 16.05 16.37 +0.19 293 11,494 +36
Aug01 001206 16.25 16.45 16.23 16.45 +0.18 2 2,564 +1
Sep01 001206 16.45 16.62 16.39 16.60 +0.14 3 2,297 +3
Oct01 001206 16.63 16.85 16.56 16.85 +0.27 52 2,147 +12
Total Volume and Open Interest 15,003 131,849 -2,635
Canola(WCE)
Jan01 001206 266.6 269.6 266.6 269.3 +2.7 4,853 30,822 +151
Mar01 001206 272.5 275.4 272.5 275.0 +2.7 3,276 26,833 +1,618
May01 001206 277.9 280.9 277.9 280.7 +2.8 0 2,605 +0
Jul01 001206 285.0 286.5 285.0 286.5 +2.5 87 3,854 +80
Aug01 001206 285.1 285.1 285.1 285.1 +0.1 0 58 +0
Total Volume and Open Interest 8,216 65,871 +1,849
Corn(CBOT)
Dec00 001206 209.25 209.25 208.00 208.50 -0.75 7,195 13,592 -2,419
Jan01 001206 212.00 212.25 211.25 211.25 -0.75 318 2,704 +23
Mar01 001206 219.50 220.00 218.50 218.75 -1.25 31,630 247,640 +720
May01 001206 227.50 227.75 226.25 226.50 -1.50 2,593 56,932 +592
Jul01 001206 234.50 234.50 233.50 233.75 -1.25 1,602 57,692 +52
Sep01 001206 241.75 241.75 240.00 240.00 -1.25 29 6,424 +22
Total Volume and Open Interest 44,690 418,572 -716
Wheat(CBOT)
Dec00 001206 259.50 261.00 258.75 260.00 +0.75 4,817 3,694 -1,046
Mar01 001206 277.00 278.50 275.50 276.75 -0.50 14,845 96,254 +109
May01 001206 287.75 289.25 286.75 287.50 -0.50 522 9,344 +95
Jul01 001206 298.00 299.00 296.50 297.75 -0.25 1,438 22,320 +196
Sep01 001206 307.50 308.00 307.00 307.50 +0.50 28 1,087 +12
Total Volume and Open Interest 21,751 135,803 -647
Wheat(KCBT)
Dec00 001206 310.00 311.00 309.00 310.00 -0.50 1,166 1,515 -1,536
Mar01 001206 325.00 325.25 322.75 324.00 -1.25 7,269 56,067 -959
May01 001206 334.00 334.50 332.00 332.50 -2.00 874 4,758 +390
Jul01 001206 341.75 342.25 340.00 340.50 -1.75 1,522 9,758 +128
Sep01 001206 348.50 348.50 348.50 348.50 -1.25 36 337 +30
Total Volume and Open Interest 10,872 72,548 -1,942
Wheat(MGE)
Dec00 001206 328.50 328.50 313.50 314.25 -1.25 15 16 -16
Mar01 001206 328.50 328.75 325.50 328.00 -1.00 1,772 16,861 -536
May01 001206 337.50 337.50 333.75 336.00 -1.50 74 2,789 -8
Jul01 001206 341.50 344.25 341.50 343.00 -1.25 146 2,259 -192
Sep01 001206 349.75 351.50 349.50 350.75 -1.25 0 595 -1
Total Volume and Open Interest 2,007 22,727 -753
Oats(CBOT)
Dec00 001206 101.75 101.75 101.50 101.75 +1.00 50 100 -157
Mar01 001206 111.75 111.75 111.25 111.50 +0.25 303 10,990 +137
May01 001206 118.00 118.00 117.50 117.50 +0.25 131 1,165 +36
Jul01 001206 123.75 124.00 123.50 123.50 +0.25 11 826 +7
Total Volume and Open Interest 597 14,222 +21
Rough Rice(CBOT)
Jan01 001206 6.19 6.19 6.10 6.19 unch 171 3,204 +54
Mar01 001206 6.47 6.47 6.40 6.46 unch 66 1,426 -49
May01 001206 6.69 6.69 6.69 6.69 unch 1 579 +0
Jul01 001206 6.88 6.89 6.88 6.89 unch 0 557 +0
Total Volume and Open Interest 239 5,989 +5
Live Cattle(CME)
Dec00 001206 74.225 75.150 74.225 75.075 +1.150 6,176 22,458 -563
Feb01 001206 75.950 76.700 75.875 76.675 +1.050 9,000 64,608 -358
Apr01 001206 76.650 77.350 76.650 77.325 +0.800 4,347 25,648 -48
Jun01 001206 72.975 73.450 72.975 73.375 +0.425 1,356 9,760 +204
Aug01 001206 73.100 73.550 73.075 73.375 +0.275 923 8,853 +351
Oct01 001206 74.500 75.000 74.500 75.000 +0.400 268 1,807 +177
Total Volume and Open Interest 22,091 133,610 -223
Feeder Cattle(CME)
Jan01 001206 89.900 90.550 89.850 90.500 +0.550 1,219 7,931 -191
Mar01 001206 89.250 89.750 89.100 89.700 +0.475 421 4,393 -29
Apr01 001206 88.900 89.225 88.700 89.200 +0.350 346 1,652 +53
May01 001206 88.400 88.775 88.350 88.750 +0.250 165 1,779 +24
Aug01 001206 88.550 88.900 88.550 88.900 +0.200 40 811 +7
Sep01 001206 88.700 88.725 88.500 88.725 +0.075 1 180 +1
Oct01 001206 88.600 88.750 88.550 88.750 +0.175 2 87 +2
Total Volume and Open Interest 2,203 16,878 -126
Lean Hogs(CME)
Dec00 001206 55.250 56.050 54.950 56.025 +1.075 3,217 9,094 -823
Feb01 001206 59.000 59.475 58.800 59.300 +0.450 7,695 26,869 +2,594
Apr01 001206 58.000 58.800 57.950 58.700 +0.800 1,167 5,917 +123
Jun01 001206 63.950 64.500 63.800 64.500 +0.500 491 3,700 +139
Jul01 001206 62.000 62.450 61.900 62.300 +0.300 133 1,029 +9
Aug01 001206 59.400 59.900 59.350 59.775 +0.425 77 485 +14
Oct01 001206 51.100 51.500 51.000 51.500 +0.250 22 928 +9
Dec01 001206 47.975 48.225 47.950 48.200 +0.400 114 905 +78
Total Volume and Open Interest 12,917 48,931 +2,143
Pork Bellies(CME)
Feb01 001206 63.900 65.000 63.600 64.825 +1.275 877 2,143 +37
Mar01 001206 64.150 64.950 63.800 64.650 +1.450 34 131 -23
May01 001206 65.500 66.100 65.500 65.500 +1.125 22 133 -11
Jul01 001206 65.250 66.100 65.250 65.250 +0.450 0 66 -2
Aug01 001206 66.100 66.100 66.100 66.100 +0.600 6 22 +2
Total Volume and Open Interest 939 2,495 +3
Cocoa(NYBOT)
Dec00 001206 710 710 696 696 -12 14 44 -29
Mar01 001206 730 732 717 720 -13 2,622 48,978 +166
May01 001206 751 753 739 741 -14 206 18,005 +50
Jul01 001206 770 772 762 762 -14 33 14,592 +8
Sep01 001206 790 792 783 783 -13 16 11,636 -7
Dec01 001206 813 813 813 813 -13 6 13,038 -1
Mar02 001206 852 852 842 842 -13 244 11,696 +63
Total Volume and Open Interest 3,141 138,795 +250
Coffee "C"(NYBOT)
Dec00 001206 66.00 67.25 66.00 66.15 -0.35 82 636 -49
Mar01 001206 70.50 72.20 69.90 70.65 -0.25 5,330 31,494 +127
May01 001206 73.75 75.25 73.15 73.70 -0.30 636 5,392 +163
Jul01 001206 76.80 78.10 76.40 76.60 -0.30 213 2,485 +24
Sep01 001206 80.00 80.70 79.60 79.60 -0.30 111 2,596 +28
Dec01 001206 84.10 85.25 83.90 83.90 -0.35 89 1,853 +58
Total Volume and Open Interest 6,470 44,477 +355
Orange Juice(NYBOT)
Jan01 001206 83.50 85.75 83.30 85.25 +1.50 3,773 17,120 -321
Mar01 001206 86.85 89.00 86.75 88.90 +2.05 1,885 11,112 +297
May01 001206 89.30 91.50 89.30 91.45 +1.90 279 1,947 +132
Jul01 001206 92.75 93.95 92.50 93.95 +1.65 25 757 +10
Sep01 001206 96.20 96.20 96.20 96.20 +1.40 1 325 +0
Total Volume and Open Interest 5,964 31,709 +119
Sugar #11(NYBOT)
Mar01 001206 9.60 9.80 9.55 9.61 -0.10 11,163 71,912 +393
May01 001206 9.11 9.28 9.10 9.14 -0.06 1,587 18,035 -566
Jul01 001206 8.57 8.69 8.54 8.56 -0.04 647 23,110 -42
Oct01 001206 8.17 8.30 8.16 8.19 -0.03 1,184 20,252 +329
Mar02 001206 8.10 8.13 8.10 8.10 -0.02 260 8,410 -1
Total Volume and Open Interest 14,841 144,109 +113
London Cocoa(LCE)
Dec00 001206 555 557 553 554 -3 4,543 23,214 -876
Mar01 001206 567 571 565 566 -4 2,273 59,384 +1,288
May01 001206 584 584 576 578 -5 1,778 31,894 +98
Jul01 001206 596 598 591 592 -6 839 14,243 +420
Sep01 001206 612 612 605 606 -6 114 21,693 -32
Dec01 001206 636 636 630 630 -8 50 8,898 +10
Mar02 001206 663 663 653 654 -7 257 17,302 +50
Total Volume and Open Interest 9,967 195,398 +1,008
London Coffee(LCE)
Jan01 001206 543.00 566.00 543.00 555.00 unch 2,931 25,145 +272
Mar01 001206 572.00 590.00 565.00 576.00 -1.00 2,805 16,309 +660
May01 001206 600.00 615.00 590.00 602.00 unch 807 7,199 +58
Jul01 001206 626.00 638.00 616.00 626.00 -2.00 166 3,289 +54
Sep01 001206 642.00 660.00 642.00 652.00 -1.00 88 1,856 +69
Nov01 001206 670.00 685.00 665.00 674.00 +2.00 55 3,733 -1
Total Volume and Open Interest 6,966 57,701 +1,178
London Sugar(LCE)
Dec00 001115 225.50 233.60 224.60 225.00 -0.30 902 2,074 -764
Mar01 001206 243.00 243.90 240.00 241.50 -1.50 1,144 23,348 +201
May01 001206 239.50 239.50 237.00 238.50 -1.00 404 4,557 +71
Aug01 001206 234.00 234.00 233.50 233.50 -1.00 0 6,863 +0
Oct01 001206 226.50 226.50 226.50 226.50 -1.00 0 2,481 +0
Total Volume and Open Interest 1,548 38,561 +262
Cotton(NYBOT)
Dec00 001206 64.70 64.70 64.00 64.34 -0.01 48 32 -36
Mar01 001206 67.50 67.60 67.01 67.34 -0.01 4,271 35,353 -599
May01 001206 69.10 69.10 68.55 68.88 +0.10 745 11,822 +60
Jul01 001206 70.10 70.10 69.52 69.88 +0.08 266 6,952 +26
Oct01 001206 66.75 66.75 66.75 66.75 +0.15 0 788 +0
Dec01 001206 66.30 66.30 66.00 66.25 +0.15 282 6,677 +122
Total Volume and Open Interest 17,634 61,840 -405
Lumber(CME)
Jan01 001206 225.7 225.8 221.0 221.4 -4.8 611 2,139 -78
Mar01 001206 235.6 236.1 233.1 233.3 -2.1 457 1,248 -7
May01 001206 241.3 241.7 239.5 240.2 -0.8 188 525 +36
Jul01 001206 248.0 249.0 245.4 245.4 +0.2 68 134 +41
Total Volume and Open Interest 1,326 4,086 -6
Crude Oil(NYM)
Jan01 001206 30.00 30.10 28.25 29.85 +0.32 103,335 122,356 +35
Feb01 001206 29.50 29.60 27.90 29.31 +0.28 40,666 59,334 +2,118
Mar01 001206 28.90 29.00 27.65 28.81 +0.33 18,003 36,488 +2,027
Apr01 001206 28.55 28.55 27.00 28.34 +0.34 5,791 27,149 +844
May01 001206 28.10 28.10 27.05 27.92 +0.34 1,773 16,360 +628
Jun01 001206 27.30 27.54 26.55 27.54 +0.34 5,681 28,258 +198
Jul01 001206 26.55 27.19 26.55 27.19 +0.35 782 11,337 -205
Aug01 001206 26.40 26.88 26.25 26.88 +0.37 274 10,886 -42
Sep01 001206 26.00 26.57 25.95 26.57 +0.38 525 11,786 -20
Oct01 001206 25.65 26.27 25.65 26.27 +0.39 75 8,478 -25
Total Volume and Open Interest 187,616 478,714 +4,416
Heating Oil(NYM)
Jan01 001206 102.00 102.20 97.00 101.18 +3.52 25,761 53,303 -1,655
Feb01 001206 95.00 95.50 92.00 95.26 +3.06 8,880 26,938 +378
Mar01 001206 86.60 87.80 85.25 87.76 +2.36 2,546 17,916 +168
Apr01 001206 80.00 80.36 78.00 80.36 +1.66 2,520 9,700 +418
May01 001206 73.50 74.96 73.50 74.96 +1.46 683 6,405 +119
Jun01 001206 72.50 72.96 71.50 72.96 +1.46 513 5,414 -205
Jul01 001206 70.55 71.96 70.55 71.96 +1.41 165 3,185 +60
Aug01 001206 71.30 71.66 70.50 71.66 +1.36 568 3,731 +21
Sep01 001206 71.70 72.16 71.00 72.16 +1.36 351 2,022 +238
Oct01 001206 72.70 72.70 71.50 72.61 +1.36 310 1,311 +217
Total Volume and Open Interest 43,583 137,158 +361
Unleaded Gas(NYM)
Jan01 001206 76.90 78.50 73.50 78.21 +1.99 14,679 30,650 -512
Feb01 001206 77.90 78.80 74.50 78.49 +1.46 4,693 11,187 +84
Mar01 001206 78.60 79.04 75.30 79.04 +1.41 3,541 9,458 -802
Apr01 001206 83.60 84.39 81.00 84.39 +1.61 3,534 8,395 +1,122
May01 001206 82.30 83.79 80.80 83.79 +1.61 1,808 7,445 +311
Jun01 001206 81.50 82.84 80.00 82.84 +1.61 786 4,561 +532
Jul01 001206 79.00 81.34 79.00 81.34 +1.61 321 2,406 +142
Aug01 001206 78.60 79.24 78.30 79.24 +1.61 819 5,405 +21
Total Volume and Open Interest 31,566 82,848 +649
Natural Gas(NYM)
Jan01 001206 8.800 8.800 8.100 8.485 +1.101 35,278 53,775 -1,369
Feb01 001206 8.400 8.400 7.700 8.002 +0.905 14,175 33,546 +650
Mar01 001206 7.500 7.550 6.850 7.200 +0.665 6,876 37,171 -92
Apr01 001206 6.400 6.400 5.700 5.850 +0.305 4,534 23,883 +143
May01 001206 5.750 5.750 5.190 5.290 +0.180 1,107 20,951 +122
Jun01 001206 5.500 5.500 5.100 5.205 +0.163 1,664 16,143 -136
Jul01 001206 5.500 5.500 5.050 5.170 +0.160 3,338 12,603 +852
Aug01 001206 5.400 5.400 5.050 5.132 +0.160 3,786 15,174 -1,533
Total Volume and Open Interest 73,521 392,321 -1,248
Brent Crude Oil(IPE)
Jan01 001206 27.84 28.43 26.70 28.01 +0.22 46,744 45,784 -6,369
Feb01 001206 27.74 28.30 26.70 27.90 +0.13 33,397 68,450 +4,164
Mar01 001206 27.29 27.64 26.44 27.45 +0.16 12,984 59,438 +3,622
Apr01 001206 27.05 27.15 26.00 26.92 +0.17 4,720 35,089 -147
May01 001206 26.60 26.79 25.73 26.50 +0.20 1,492 9,716 +601
Jun01 001206 26.20 26.35 25.30 26.13 +0.22 2,522 18,489 -565
Jul01 001206 25.76 25.90 25.25 25.80 +0.25 43 9,133 -27
Aug01 001206 25.52 25.52 25.52 25.52 +0.27 8 10,353 +0
Total Volume and Open Interest 102,875 303,711 +778
Gas Oil(IPE)
Dec00 001206 277.25 282.75 268.50 272.25 -10.00 15,091 20,964 -1,175
Jan01 001206 271.50 276.00 264.75 266.25 -9.75 15,292 30,797 -4
Feb01 001206 261.25 266.75 256.00 257.75 -8.75 4,179 10,619 -648
Mar01 001206 252.50 256.00 246.50 247.50 -7.50 2,790 7,707 +3
Apr01 001206 241.00 243.75 235.00 237.00 -6.50 806 5,552 +597
May01 001206 228.00 229.00 226.00 228.00 -5.75 83 1,640 +0
Jun01 001206 226.50 227.75 220.00 222.00 -5.75 1,445 10,977 +451
Jul01 001206 220.75 220.75 220.75 220.75 -5.25 10 4,314 +0
Total Volume and Open Interest 39,998 101,369 -916
US Dollar Index(NYBOT)
Dec00 001206 114.48 114.48 113.22 113.26 -1.20 1,392 3,348 -2,977
Mar01 001206 114.20 114.20 113.04 113.05 -1.20 2,112 6,190 -135
Jun01 001206 113.70 113.70 112.84 112.84 -1.20 2,112 6,190 -135
Total Volume and Open Interest 2,112 6,190 -135
Australian Dollar(IMM)
Dec00 001206 54.54 54.79 54.35 54.74 +0.67 7,130 19,627 -2,279
Mar01 001206 54.55 54.83 54.40 54.81 +0.67 5,516 8,822 +5,620
Jun01 001206 54.90 54.90 54.88 54.88 +0.67 3 13 -2
Total Volume and Open Interest 12,649 28,474 +3,339
British Pound(IMM)
Dec00 001206 143.52 144.30 143.30 144.24 +0.78 6,846 33,315 -451
Mar01 001206 143.70 144.54 143.54 144.50 +0.78 6,748 7,202 +6,140
Jun01 001206 144.78 144.90 143.90 144.78 +0.78 0 2 +0
Total Volume and Open Interest 13,594 40,519 +5,689
Canadian Dollar(IMM)
Dec00 001206 64.84 65.55 64.82 65.49 +0.64 5,269 58,689 -133
Mar01 001206 64.96 65.70 64.93 65.62 +0.64 2,836 8,577 +213
Jun01 001206 65.27 65.75 65.27 65.73 +0.64 55 3,066 +8
Sep01 001206 65.79 65.83 65.79 65.83 +0.64 127 1,036 +118
Total Volume and Open Interest 8,301 71,774 +213
Japanese Yen(IMM)
Dec00 001206 90.46 90.95 90.42 90.79 +0.64 7,651 75,397 -470
Mar01 001206 91.79 92.35 91.78 92.13 +0.63 1,538 6,839 +1,466
Jun01 001206 93.44 93.44 93.44 93.44 +0.61 0 38 +0
Total Volume and Open Interest 9,189 82,427 +996
Swiss Franc(IMM)
Dec00 001206 58.47 58.91 58.45 58.83 +0.42 18,282 44,070 -6,369
Mar01 001206 58.93 59.36 58.90 59.28 +0.41 7,145 11,751 +2,803
Jun01 001206 59.68 59.68 59.68 59.68 +0.41 3 18 -2
Total Volume and Open Interest 25,430 55,840 -3,568
EuroFX(IMM)
Dec00 001206 88.32 89.20 88.29 89.13 +1.02 6,176 80,728 -4,067
Mar01 001206 88.68 89.54 88.67 89.49 +1.03 3,211 8,510 +708
Jun01 001206 89.82 89.82 89.05 89.80        
Mexican Peso(IMM)
Dec00 001206 10580.0 10620.0 10550.0 10568.0 -22.0 9,919 16,457 -629
Mar01 001206 10300.0 10330.0 10270.0 10283.0 -22.0 4,065 6,911 +910
Total Volume and Open Interest 18,323 30,450 -849
30-Year T-Bonds(CBOT)
Dec00 001206 102~22 103~19 102~18 103~17 +0~27 28,997 77,535 -16,821
Mar01 001206 102~25 103~22 102~19 103~22 +0~30 224,495 392,730 +29,197
Jun01 001206 102~22 103~18 102~22 103~16 +0~27 63 692 +44
Total Volume and Open Interest 253,615 471,210 +12,480
Municipal Bonds(CBOT)
Dec00 001206 101~04 101~29 101~01 101~29 +0~25 1,418 13,887 -687
Mar01 001206 100~22 101~15 100~17 101~14 +0~26 1,132 5,457 +327
Total Volume and Open Interest 2,550 19,344 -360
10-Year T-Notes(CBOT)
Dec00 001206 102~310 103~180 102~295 103~170 +0~175 30,673 56,433 -14,640
Mar01 001206 103~055 103~290 103~015 103~290 +0~240 175,899 436,100 +20,551
Total Volume and Open Interest 206,685 493,524 +5,982
5-Year T-Notes(CBOT)
Dec00 001206 102~100 102~180 102~065 102~175 +0~110 10,038 85,652 -6,708
Mar01 001206 102~115 102~200 102~070 102~185 +0~105 100,360 321,915 +3,541
Jun01 001206 102~265 102~265 102~265 102~265 +0~105 5 5 +5
Total Volume and Open Interest 110,403 407,572 -3,162
2 Year T-Notes(CBOT)
Dec00 001206 100~104 100~116 100~103 100~116 +0~015 2,917 2,977 -1,391
Mar01 001206 101~018 101~033 101~009 101~028 +0~019 18,362 74,742 +6,741
Total Volume and Open Interest 21,279 77,719 +5,350
3-Mth T-Bills(IMM)
Mar01 001206 94.38 94.38 94.35 94.35 +0.03 9 1,537 +6
Total Volume and Open Interest 17 2,686 +8
Eurodollars(IMM)
Dec00 001206 93.418 93.440 93.402 93.438 +0.040 78,153 480,749 +652
Mar01 001206 93.810 93.860 93.800 93.850 +0.055 168,974 553,646 +6,514
Jun01 001206 94.010 94.070 93.995 94.055 +0.070 152,277 418,368 -5,400
Sep01 001206 94.105 94.180 94.080 94.155 +0.085 155,718 455,330 +16,838
Dec01 001206 94.040 94.100 94.020 94.090 +0.090 74,332 291,946 +15,612
Mar02 001206 94.095 94.160 94.070 94.150 +0.095 40,430 238,623 +8,458
Jun02 001206 94.025 94.105 94.015 94.095 +0.100 24,028 163,581 +3,847
Sep02 001206 93.940 94.045 93.940 94.030 +0.100 18,510 124,605 +1,775
Dec02 001206 93.840 93.930 93.830 93.920 +0.110 8,456 93,632 -434
Mar03 001206 93.865 93.955 93.850 93.945 +0.115 7,901 78,526 +59
Jun03 001206 93.815 93.915 93.805 93.900 +0.120 7,258 63,810 +923
Sep03 001206 93.765 93.865 93.755 93.860 +0.130 6,249 59,074 -368
Total Volume and Open Interest 781,588 3,429,185 +49,679
3-Mth Euro-Yen(IMM)
Dec00 001206 99.43 99.43 99.43 99.43 unch 1,721 15,303 +678
Mar01 001206 99.53 99.53 99.52 99.52 -0.01 2,252 25,176 +598
Jun01 001206 99.55 99.56 99.54 99.55 -0.01 950 13,364 +7
Sep01 001206 99.51 99.52 99.50 99.52 +0.01 695 9,088 -400
Dec01 001206 99.42 99.43 99.41 99.43 unch 123 5,754 +71
Mar02 001206 99.39 99.39 99.39 99.39 +0.01 152 2,950 -33
Jun02 001206 99.33 99.33 99.33 99.33 +0.01 26 1,030 +22
Sep02 001206 99.21 99.21 99.21 99.21 unch 0 817 -150
Dec02 001206 99.08 99.08 99.08 99.08 unch 0 32 +0
Mar03 001206 99.02 99.02 99.02 99.02 unch      
Total Volume and Open Interest 5,919 73,514 +793
3-Mth Euro-Yen(SIMEX)
Dec00 001206 99.43 99.43 99.43 99.43 unch 0 94,682 -226
Mar01 001206 99.53 99.53 99.52 99.53 unch 0 99,835 -418
Jun01 001206 99.56 99.56 99.54 99.54 unch 0 88,003 +947
Sep01 001206 99.50 99.52 99.50 99.51 unch 0 66,294 -2,590
Dec01 001206 99.42 99.43 99.40 99.42 +0.01 0 28,016 +729
Mar02 001206 99.38 99.39 99.38 99.39 +0.01 0 15,850 +638
Jun02 001206 99.32 99.32 99.32 99.32 +0.01 0 7,604 -1,056
Sep02 001206 99.22 99.22 99.21 99.21 unch 0 5,923 -357
Total Volume and Open Interest 0 415,426 -2,333
German Euro-Bund(EUREX)
Dec00 001206 107.68 107.86 107.41 107.66 +0.05 929,109 496,941 -122,782
Mar01 001206 107.97 108.12 107.67 108.02 +0.12 372,233 332,618 +104,215
Jun01 001206 107.80 107.80 107.47 107.75 +0.09 3,739 3,950 +1,257
Total Volume and Open Interest 1,305,081 833,509 -17,310
German Euro-Bobl(EUREX)
Dec00 001206 105.20 105.49 105.18 105.45 +0.29 444,205 296,580 -35,105
Mar01 001206 104.97 105.24 104.93 105.19 +0.29 193,362 154,830 +54,972
Jun01 001206 105.15 105.15 105.15 105.15 +0.29 8,086 2,456 +1,600
Total Volume and Open Interest 645,653 453,866 +21,467
Long Gilt(LIFFE)
Dec00 001206 116~06 116~09 115~31 116~04 +0~01 7,326 13,855 -3,139
Mar01 001206 115~24 115~31 115~17 115~25 +0~01 20,381 75,805 +3,550
Total Volume and Open Interest 28,427 89,660 +411
3-Mth Short Sterling(LIFFE)
Dec00 001206 94.00 94.02 94.00 94.02 +0.03 11,474 154,720 -1,014
Mar01 001206 94.15 94.21 94.15 94.20 +0.06 22,605 199,693 +133
Jun01 001206 94.27 94.35 94.27 94.34 +0.08 20,880 149,778 -341
Total Volume and Open Interest 103,943 870,482 -190,808
3-Mth Euribor(LIFFE)
Dec00 001206 95.025 95.060 95.020 95.050 +0.035 47,315 289,226 +2,237
Mar01 001206 95.100 95.160 95.100 95.150 +0.045 79,027 316,046 -1,500
Jun01 001206 95.210 95.285 95.210 95.270 +0.065 58,327 239,409 +4,870
Total Volume and Open Interest 317,453 1,513,634 +4,063
3-Mth Aus T-Bills(SFE)
Dec00 001206 93.81 93.82 93.79 93.80 +0.01 15,219 147,664 -37,122
Mar01 001206 94.10 94.10 94.06 94.07 +0.04 3,361 183,865 +20,122
Jun01 001206 94.22 94.22 94.16 94.18 +0.06 734 47,618 +237
Sep01 001206 94.30 94.30 94.23 94.24 +0.06 804 25,753 +356
Dec01 001206 94.26 94.26 94.23 94.24 +0.07 1,333 14,417 -261
Mar02 001206 94.21 94.22 94.19 94.21 +0.07 1,172 9,849 +397
Jun02 001206 94.11 94.12 94.11 94.12 +0.07 108 5,999 -270
Sep02 001206 94.01 94.02 94.01 94.02 +0.07 185 5,417 +131
Dec02 001206 93.94 93.96 93.93 93.93 +0.06 30 2,486 +159
Mar03 001206 93.90 93.90 93.87 93.87 +0.05 5 1,301 -63
Total Volume and Open Interest 22,951 448,084 -16,419
10-Year Aus T-Bonds(SFE)
Dec00 001206 94.36 94.39 94.27 94.36 +0.08 3,900 0 -165,868
Mar01 001206 94.34 94.35 94.30 94.31 +0.01 132 855 +148
Total Volume and Open Interest 4,366 181,463 +14,888
3-Year Aus T-Bonds(SFE)
Dec00 001206 94.50 94.51 94.45 94.46 +0.03 18,962 0 -519,139
Mar01 001206 94.55 94.55 94.50 94.51 +0.04 3,937 0 -2,116
Total Volume and Open Interest 22,899 538,197 +16,942
Gold(CMX)
Dec00 001206 271.0 274.3 270.6 274.3 +3.9 137 490 -974
Feb01 001206 273.8 277.5 273.4 277.3 +4.0 12,705 74,069 -998
Apr01 001206 276.5 280.0 276.5 279.8 +4.0 93 6,597 +24
Jun01 001206 279.0 282.3 278.5 282.3 +4.0 95 11,893 -20
Aug01 001206 284.5 284.5 284.5 284.5 +3.9 0 3,182 +0
Oct01 001206 286.5 286.5 286.5 286.5 +3.9 0 693 +0
Total Volume and Open Interest 14,202 113,455 -2,026
Silver(CMX)
Dec00 001206 472.0 476.0 469.5 475.4 +5.0 129 889 -43
Mar01 001206 479.0 484.0 478.0 483.3 +5.0 4,097 56,339 -114
May01 001206 485.0 487.6 483.5 487.6 +4.7 18 2,242 -3
Jul01 001206 489.0 494.0 489.0 492.0 +4.4 20 3,634 -2
Sep01 001206 496.4 496.4 496.4 496.4 +4.1 4 3,085 +0
Total Volume and Open Interest 4,304 73,515 -168
Platinum(NYM)
Jan01 001206 600.0 605.8 598.0 605.4 -2.0 709 8,268 -114
Apr01 001206 594.0 596.9 590.0 596.9 -2.0 77 626 +74
Total Volume and Open Interest 786 8,904 -40
Palladium(NYME)
Dec00 001206 845.00 857.45 845.00 857.45 -9.05 0 12 +0
Mar01 001206 851.00 859.00 851.00 856.45 -11.55 69 1,660 +15
Jun01 001206 845.00 851.45 845.00 851.45 -11.55 0 135 +0
Total Volume and Open Interest 69 1,807 +15
Copper(CMX)
Dec00 001206 86.80 87.70 86.80 87.70 +0.80 874 6,633 -448
Mar01 001206 87.05 87.80 86.80 87.75 +0.85 13,923 36,106 -438
May01 001206 86.80 87.45 86.50 87.25 +0.85 486 3,782 +136
Jul01 001206 86.50 87.05 86.20 87.05 +0.80 816 4,844 +58
Sep01 001206 86.50 86.95 86.20 86.95 +0.80 62 2,235 +52
Total Volume and Open Interest 18,136 73,783 -135
DJIA Index(CBOT)
Dec00 001206 10870 10880 10630 10678 -212 14,626 18,801 -694
Mar01 001206 11010 11020 10780 10818 -214 858 2,444 +640
Jun01 001206 10955 10955 10955 10955 -214 8 10 +5
Sep01 001206 11091 11091 11091 11091        
S & P 500(CME)
Dec00 001206 1372.50 1379.00 1348.00 1354.00 -20.20 134,652 331,888 -28,108
Mar01 001206 1393.50 1399.50 1367.50 1374.00 -20.60 60,067 160,590 +30,150
Jun01 001206 1387.80 1417.10 1387.80 1393.30 -20.80 496 2,877 -36
Sep01 001206 1412.30 1436.90 1408.90 1412.30 -21.60 43 573 -2
Total Volume and Open Interest 195,271 496,339 +2,008
S & P 500 E-Mini(Globex)
Dec00 001206 1373.00 1379.50 1339.25 1354.00 -20.25 95,863 77,650 +393
Mar01 001206 1393.00 1399.50 1368.25 1374.00 -20.50 1,434 1,710 +675
Total Volume and Open Interest 97,297 79,360 +1,068
NASDAQ 100(CME)
Dec00 001206 2837.00 2900.00 2720.00 2725.00 -115.50 27,230 47,653 +98
Mar01 001206 2875.00 2940.00 2765.00 2770.00 -115.50 1,682 6,002 +1,027
Jun01 001206 2815.00 2815.00 2815.00 2815.00 -115.50 0 1 +0
Total Volume and Open Interest 28,912 53,656 +1,125
NASDAQ 100 E-Mini(GLOBEX)
Dec00 001206 2834.0 2897.0 2725.0 2725.0 -115.5 93,557 76,094 -1,151
Mar01 001206 2880.0 2940.0 2770.0 2770.0 -115.5 735 686 +239
Total Volume and Open Interest 94,292 76,780 -912
NYSE Composite(NYBOT)
Dec00 001206 653.50 655.25 645.00 646.90 -5.85      
Mar01 001206 661.75 661.75 655.00 655.65 -5.85      
Jun01 001206 664.40 664.40 664.40 664.40 -5.85      
Total Volume and Open Interest      
S & P Midcap 400(CME)
Dec00 001206 508.00 515.25 502.00 503.95 -3.30 3,649 15,988 -1,328
Mar01 001206 516.00 520.50 511.50 511.50 -3.15 1,671 2,059 +981
Jun01 001206 518.70 518.70 518.10 518.70 -3.15 0 1 +0
Total Volume and Open Interest 5,320 18,048 -347
Russell 2000(CME)
Dec00 001206 473.75 476.25 462.50 462.75 -11.00 3,562 15,113 -407
Mar01 001206 481.50 481.50 469.00 469.20 -10.95 1,310 994 +679
Jun01 001206 476.80 476.80 476.80 476.80 -10.95      
Total Volume and Open Interest 4,872 16,107 +272
Value Line(KCBT)
Dec00 001206 1101.00 1106.00 1085.00 1089.00 -15.00 57 239 +9
Total Volume and Open Interest 63 255 +14
Nikkei 225(CME)
Dec00 001206 14850 14900 14710 14720 -235 9,317 16,251 -2,409
Mar01 001206 14900 14960 14650 14790 -220 7,224 9,279 +5,270
Total Volume and Open Interest 16,542 25,533 +2,862
Nikkei 225(SIMEX)
Dec00 001206 15050 15140 14855 14880 +125 37,924 72,973 -13,726
Mar01 001206 15040 15150 14870 14900 +130 25,441 41,121 +21,875
Jun01 001206 14880 14880 14880 14880 +130 100 1,240 +15
Total Volume and Open Interest 29,529 116,629 +8,164
CAC 40(MATIF)
Dec00 001206 6049.5 6131.5 5950.0 5956.0 -82.0 48,858 322,750 +10,788
Jan01 001206 6145.0 6145.0 5996.5 6028.5 -7.5 61 1,232 +10
Feb01 001206 6050.5 6050.5 6033.0 6033.0 -35.0 72 68 +27