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MRCI's End of Day Prices
Daily Futures Price Listing Fri December 22, 2000
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan01 001222 511.00 511.75 508.75 510.25 +0.25 19,077 37,413 -8,593
Mar01 001222 520.00 520.50 516.75 518.25 -0.75 21,650 71,570 +5,413
May01 001222 526.50 526.50 523.00 524.25 -1.00 2,451 24,277 -312
Jul01 001222 530.50 531.50 527.50 529.25 -1.00 1,860 28,527 -215
Aug01 001222 530.00 530.50 527.50 528.00 -1.25 54 1,518 -16
Sep01 001222 524.00 524.00 522.00 523.00 -2.00 15 597 +6
Nov01 001222 528.00 528.50 523.50 523.50 -2.75 823 10,831 +52
Total Volume and Open Interest 45,931 174,839 -3,664
Soybean Meal(CBOT)
Jan01 001222 194.50 196.70 194.00 196.00 +2.20 10,332 28,337 -2,743
Mar01 001222 190.80 191.80 190.20 191.60 +1.90 9,221 51,732 +1,388
May01 001222 186.90 187.00 185.10 186.80 +2.10 3,083 20,472 -96
Jul01 001222 184.70 184.70 183.10 184.60 +1.80 1,574 13,911 -116
Aug01 001222 183.00 183.50 181.80 183.20 +1.90 185 4,035 -11
Sep01 001222 180.50 182.80 180.50 182.20 +1.80 25 1,930 +11
Oct01 001222 178.00 179.00 178.00 179.00 +2.10 58 956 +58
Dec01 001222 177.30 178.70 177.30 178.60 +1.30 18 3,066 +7
Total Volume and Open Interest 24,496 124,439 -1,502
Soybean Oil(CBOT)
Jan01 001222 15.20 15.23 14.97 15.01 -0.13 11,225 25,733 -4,061
Mar01 001222 15.51 15.52 15.36 15.39 -0.09 13,981 61,869 +4,342
May01 001222 15.95 15.95 15.77 15.79 -0.09 1,116 17,564 +394
Jul01 001222 16.35 16.35 16.19 16.19 -0.10 1,027 14,101 +144
Aug01 001222 16.31 16.31 16.31 16.31 -0.09 8 3,129 +1
Sep01 001222 16.60 16.60 16.40 16.40 -0.15 23 2,400 +21
Oct01 001222 16.69 16.69 16.69 16.69 -0.11 312 3,648 +304
Dec01 001222 17.20 17.20 17.00 17.00 -0.12 1,153 6,547 +250
Total Volume and Open Interest 28,845 136,113 +1,395
Canola(WCE)
Jan01 001222 273.2 273.3 272.5 272.8 -0.5 9,160 13,213 -4,059
Mar01 001222 279.3 279.3 278.4 278.7 -0.4 4,722 37,149 +1,663
May01 001222 284.5 284.5 284.0 284.3 +0.1 580 4,936 +240
Jul01 001222 289.9 290.4 289.7 290.1 -0.7 34 5,200 +5
Aug01 001222 292.0 292.0 292.0 292.0 +2.0 0 58 +0
Total Volume and Open Interest 14,496 62,640 -2,151
Corn(CBOT)
Jan01 001222 221.00 221.25 219.50 220.75 +0.75 325 3,183 -231
Mar01 001222 227.00 227.50 226.25 226.75 +0.50 24,869 230,706 -2,856
May01 001222 235.00 235.25 234.00 234.50 +0.25 3,581 65,649 +476
Jul01 001222 242.00 242.75 241.25 242.25 +0.75 2,643 61,229 -210
Sep01 001222 249.00 249.75 248.50 248.75 +0.75 158 7,388 +23
Total Volume and Open Interest 33,328 408,877 -2,212
Wheat(CBOT)
Mar01 001222 277.00 277.50 273.75 275.75 +3.00 9,087 94,808 -193
May01 001222 287.25 287.25 285.00 286.75 +3.00 797 11,687 +51
Jul01 001222 297.00 298.00 295.00 296.75 +2.75 627 24,468 +61
Sep01 001222 306.50 306.50 305.00 306.25 +2.75 18 1,269 +0
Dec01 001222 318.50 319.50 318.50 319.50 +2.50 138 3,656 -26
Total Volume and Open Interest 10,669 136,233 -169
Wheat(KCBT)
Mar01 001222 326.00 328.00 325.00 327.50 +3.00 4,599 49,873 +0
May01 001222 334.75 336.50 334.00 336.00 +2.75 304 6,911 +0
Jul01 001222 342.50 344.25 341.50 344.00 +3.00 952 10,262 +0
Sep01 001222 350.00 350.50 347.50 350.50 +2.00 6 783 +0
Dec01 001222 362.50 362.50 361.50 361.50 +4.50 6 131 +0
Total Volume and Open Interest 5,861 67,960 +0
Wheat(MGE)
Mar01 001222 328.00 329.00 326.75 329.00 +2.25 1,852 16,736 +0
May01 001222 336.00 337.50 335.00 337.50 +3.00 410 3,931 +0
Jul01 001222 344.00 345.00 343.00 343.00 +0.75 259 2,808 +0
Sep01 001222 352.00 352.00 351.25 351.50 +1.50 76 769 +0
Dec01 001222 360.00 360.00 360.00 360.00 +0.50 0 201 +0
Total Volume and Open Interest 2,599 24,465 +0
Oats(CBOT)
Mar01 001222 112.25 112.50 110.00 111.25 unch 525 10,612 +39
May01 001222 118.50 118.50 116.50 116.75 -0.50 95 1,440 +10
Jul01 001222 124.00 124.25 122.50 122.50 -0.75 35 888 +3
Sep01 001222 126.50 126.50 126.25 126.25 +0.25 5 350 -4
Total Volume and Open Interest 665 14,114 +52
Rough Rice(CBOT)
Jan01 001222 6.02 6.07 6.02 6.02 +0.02 781 2,053 -392
Mar01 001222 6.26 6.29 6.23 6.24 +0.01 848 3,351 +611
May01 001222 6.50 6.50 6.49 6.49 +0.03 51 670 +12
Jul01 001222 6.74 6.74 6.74 6.74 +0.02 34 605 +34
Total Volume and Open Interest 1,725 6,966 +276
Live Cattle(CME)
Dec00 001222 78.200 79.400 78.200 79.000 +1.025 3,177 5,403 -1,063
Feb01 001222 77.250 78.175 77.200 77.750 +0.825 10,826 66,811 +1,834
Apr01 001222 78.175 78.975 78.175 78.650 +0.700 6,935 31,323 -907
Jun01 001222 73.700 74.300 73.700 74.025 +0.350 2,206 13,831 +1,098
Aug01 001222 73.750 74.350 73.750 74.000 +0.275 1,362 12,367 +613
Oct01 001222 75.600 75.875 75.600 75.800 +0.300 46 2,938 +1
Total Volume and Open Interest 24,645 133,803 +1,581
Feeder Cattle(CME)
Jan01 001222 90.925 92.200 90.925 92.125 +1.200 754 8,344 -56
Mar01 001222 89.850 90.900 89.850 90.775 +0.975 698 5,675 +68
Apr01 001222 89.200 90.300 89.200 90.300 +1.050 103 2,344 +46
May01 001222 88.800 89.800 88.800 89.725 +1.025 67 2,195 +17
Aug01 001222 89.200 89.700 89.150 89.675 +0.575 49 1,155 +5
Sep01 001222 89.100 89.200 89.100 89.200 +0.250 0 237 +0
Oct01 001222 89.200 89.225 89.200 89.200 +0.400 9 129 +6
Total Volume and Open Interest 1,680 20,206 +86
Lean Hogs(CME)
Feb01 001222 55.850 57.000 55.850 56.575 +0.725 3,324 25,977 -416
Apr01 001222 56.300 57.150 56.300 56.675 +0.325 653 6,726 +130
Jun01 001222 62.000 62.850 61.950 62.600 +0.575 258 4,221 -50
Jul01 001222 59.700 60.650 59.700 60.225 +0.350 161 1,453 +36
Aug01 001222 57.950 58.850 57.950 58.850 +0.625 74 821 +17
Oct01 001222 50.100 50.700 49.950 50.675 +0.500 56 1,332 +37
Dec01 001222 47.950 48.175 47.700 48.150 +0.275 30 1,101 +4
Feb02 001222 48.800 49.200 48.600 49.200 +0.525 0 32 +0
Total Volume and Open Interest 4,556 41,664 -242
Pork Bellies(CME)
Feb01 001222 66.950 68.700 66.800 68.050 +1.325 278 2,206 -27
Mar01 001222 67.950 68.775 67.550 67.650 +1.000 44 272 +25
May01 001222 69.100 69.600 68.500 68.500 +0.975 35 123 -7
Jul01 001222 69.450 69.700 68.500 68.500 +0.900 1 69 +0
Aug01 001222 69.000 69.000 68.400 69.000 +0.500 6 33 +4
Total Volume and Open Interest 364 2,703 -5
Cocoa(NYBOT)
Mar01 001222 768 771 755 765 -4 8,450 45,011 -1,365
May01 001222 782 784 773 782 -2 1,294 20,698 +189
Jul01 001222 797 800 788 798 -2 1,186 14,703 +83
Sep01 001222 814 815 808 815 -2 1,017 11,294 -440
Dec01 001222 840 842 835 841 -4 80 13,083 +59
Mar02 001222 868 868 868 868 -4 117 12,069 +0
May02 001222 886 887 886 887 -5 134 6,463 +133
Total Volume and Open Interest 14,129 138,148 -1,337
Coffee "C"(NYBOT)
Mar01 001222 66.00 66.30 65.00 65.40 -1.15 5,648 29,878 +226
May01 001222 69.00 69.25 68.20 68.35 -1.15 991 7,329 +135
Jul01 001222 72.00 72.25 71.40 71.40 -1.10 416 3,454 +113
Sep01 001222 75.00 75.00 74.40 74.40 -1.00 61 2,889 -16
Dec01 001222 80.00 80.00 78.75 78.75 -0.95 99 2,099 -61
Mar02 001222 83.60 83.75 83.05 83.05 -0.95 68 203 +34
Total Volume and Open Interest 7,283 45,852 +431
Orange Juice(NYBOT)
Jan01 001222 77.50 79.25 77.50 78.55 +0.05 1,187 5,689 -910
Mar01 001222 82.00 83.80 81.70 83.05 +0.35 1,528 18,787 +572
May01 001222 84.75 86.50 84.70 85.90 +0.55 63 2,455 -38
Jul01 001222 86.75 88.30 86.75 88.30 +0.55 19 1,084 +14
Sep01 001222 90.70 90.70 90.70 90.70 +1.00 6 324 +1
Total Volume and Open Interest 2,805 28,764 -361
Sugar #11(NYBOT)
Mar01 001222 9.90 9.90 9.77 9.81 -0.06 10,441 68,769 -1,155
May01 001222 9.45 9.50 9.40 9.42 -0.03 1,778 21,122 +342
Jul01 001222 8.91 8.94 8.83 8.83 -0.03 1,434 24,379 +264
Oct01 001222 8.54 8.54 8.43 8.48 unch 1,223 20,167 +29
Mar02 001222 8.42 8.42 8.33 8.33 unch 222 9,500 +26
Total Volume and Open Interest 15,203 146,667 -545
London Cocoa(LCE)
Dec00 001212 534 537 533 534 -4 3,911 13,944 -3,097
Mar01 001222 595 597 588 588 -4 7,436 63,457 -1,121
May01 001222 595 596 584 584 -5 2,242 32,707 -302
Jul01 001222 600 600 592 592 -4 1,209 17,158 +468
Sep01 001222 610 610 601 601 -4 601 22,546 +250
Dec01 001222 630 630 620 620 -5 513 9,952 +343
Mar02 001222 640 640 640 640 -6 58 22,676 -7
Total Volume and Open Interest 13,182 188,526 +181
London Coffee(LCE)
Jan01 001222 625.00 625.00 609.00 615.00 -8.00 2,965 17,061 -1,695
Mar01 001222 645.00 645.00 628.00 634.00 -9.00 4,279 23,485 +1,321
May01 001222 660.00 661.00 649.00 651.00 -8.00 1,044 8,889 +346
Jul01 001222 674.00 674.00 669.00 669.00 -8.00 371 3,761 -16
Sep01 001222 692.00 695.00 689.00 689.00 -8.00 52 2,448 +46
Nov01 001222 710.00 710.00 710.00 710.00 -7.00 0 3,837 +0
Total Volume and Open Interest 8,741 60,203 +32
London Sugar(LCE)
Dec00 001115 225.50 233.60 224.60 225.00 -0.30 902 2,074 -764
Mar01 001222 244.80 245.00 243.10 244.00 -0.50 2,282 22,653 -292
May01 001222 241.70 242.00 240.50 240.80 -0.70 183 4,661 +75
Aug01 001222 235.40 236.30 235.40 236.30 +0.20 272 6,999 -191
Oct01 001222 228.50 228.50 228.50 228.50 +0.20 39 2,530 +0
Total Volume and Open Interest 2,776 38,168 -408
Cotton(NYBOT)
Mar01 001222 64.90 64.90 64.05 64.31 -1.02 5,696 29,847 -43
May01 001222 66.70 66.80 66.05 66.38 -0.86 931 15,869 +163
Jul01 001222 68.10 68.20 67.50 67.75 -0.85 346 7,735 -56
Oct01 001222 65.40 65.40 64.95 65.00 -0.50 34 899 +3
Dec01 001222 64.50 64.68 64.05 64.30 -0.50 149 7,066 +35
Mar02 001222 66.00 66.00 65.40 65.40 -0.60 49 171 +49
Total Volume and Open Interest 15,205 61,743 +151
Lumber(CME)
Jan01 001222 207.3 208.2 204.7 205.8 -1.6 156 1,733 +23
Mar01 001222 223.0 223.0 218.3 219.7 -2.6 96 1,737 +18
May01 001222 229.9 230.0 227.0 227.8 -2.6 46 839 +8
Jul01 001222 236.0 238.0 232.7 232.7 -2.9 10 230 +5
Total Volume and Open Interest 308 4,590 +4,590
Crude Oil(NYM)
Feb01 001222 26.15 27.25 26.05 26.18 +0.20 52,292 101,648 -2,300
Mar01 001222 25.75 26.65 25.65 25.79 +0.15 27,870 40,752 +2,419
Apr01 001222 25.55 26.25 25.49 25.49 +0.05 9,051 25,815 -98
May01 001222 25.60 25.80 25.24 25.24 unch 4,612 18,929 +376
Jun01 001222 25.45 25.68 25.00 25.00 -0.04 6,695 29,636 +334
Jul01 001222 25.15 25.40 24.78 24.78 -0.06 967 13,697 +539
Aug01 001222 24.85 25.10 24.57 24.57 -0.07 688 12,055 +263
Sep01 001222 24.46 24.75 24.37 24.37 -0.08 1,150 10,653 -17
Oct01 001222 24.55 24.55 24.17 24.17 -0.09 499 8,666 -428
Nov01 001222 24.40 24.40 23.97 23.97 -0.10 398 14,187 +60
Total Volume and Open Interest 108,533 407,712 -352
Heating Oil(NYM)
Jan01 001222 86.60 90.75 86.60 87.80 +1.61 23,680 34,426 -1,475
Feb01 001222 84.40 87.80 84.15 84.75 +1.14 17,777 42,529 +1,095
Mar01 001222 79.60 81.80 78.40 78.90 +0.34 4,254 18,906 +645
Apr01 001222 73.90 76.40 73.05 73.05 -0.11 2,740 11,539 +653
May01 001222 70.00 72.50 68.65 68.65 -0.51 1,255 7,545 +331
Jun01 001222 68.70 71.10 66.95 66.95 -0.71 1,129 6,518 +27
Jul01 001222 68.20 69.80 66.20 66.20 -0.81 667 3,907 -327
Aug01 001222 68.70 69.70 65.90 65.90 -0.96 734 6,845 +134
Sep01 001222 69.40 70.50 66.45 66.45 -0.96 426 2,817 +150
Oct01 001222 70.96 70.96 67.00 67.00 -0.96 106 2,816 -55
Total Volume and Open Interest 53,961 147,488 +1,564
Unleaded Gas(NYM)
Jan01 001222 74.50 75.85 73.90 74.09 -0.03 13,782 16,474 -1,903
Feb01 001222 74.70 76.20 73.00 73.62 -0.74 8,679 23,449 +1,098
Mar01 001222 75.25 76.70 73.80 74.22 -0.74 3,307 11,821 -85
Apr01 001222 80.95 81.30 78.80 78.87 -0.79 2,249 12,891 +954
May01 001222 80.15 80.60 78.20 78.20 -0.91 1,564 9,484 +417
Jun01 001222 79.60 79.60 77.15 77.15 -0.96 830 6,660 -139
Jul01 001222 77.70 77.70 75.65 75.65 -1.01 512 2,745 +269
Aug01 001222 75.90 76.00 73.75 73.75 -1.06 266 8,259 +14
Total Volume and Open Interest 32,472 98,404 +1,162
Natural Gas(NYM)
Jan01 001222 9.800 9.860 9.400 9.579 -0.251 17,374 32,732 -3,792
Feb01 001222 9.200 9.200 8.870 8.932 -0.298 6,865 37,501 +267
Mar01 001222 7.950 8.000 7.670 7.800 -0.230 3,473 35,969 +434
Apr01 001222 6.020 6.020 5.860 5.900 -0.110 1,783 23,119 +208
May01 001222 5.200 5.330 5.200 5.280 -0.080 1,433 24,182 +106
Jun01 001222 5.170 5.270 5.170 5.230 -0.080 577 16,968 -65
Jul01 001222 5.300 5.300 5.215 5.217 -0.078 367 12,841 +62
Aug01 001222 5.100 5.250 5.100 5.200 -0.075 899 12,720 +318
Total Volume and Open Interest 35,927 371,614 -2,574
Brent Crude Oil(IPE)
Feb01 001222 23.85 23.87 23.51 23.66 +0.05 36,425 74,248 -4,592
Mar01 001222 23.70 23.75 23.40 23.52 -0.08 22,452 78,341 +3,280
Apr01 001222 23.59 23.59 23.25 23.42 -0.11 10,656 44,342 +87
May01 001222 23.50 23.50 23.35 23.37 -0.11 2,918 9,267 -70
Jun01 001222 23.42 23.44 23.30 23.32 -0.11 10,754 17,726 -780
Jul01 001222 23.22 23.32 23.22 23.22 -0.11 1,329 11,473 +202
Aug01 001222 23.12 23.12 23.12 23.12 -0.11 250 10,476 +0
Sep01 001222 23.02 23.02 23.02 23.02 -0.11 550 4,697 +80
Total Volume and Open Interest 90,394 291,146 -2,255
Gas Oil(IPE)
Jan01 001222 235.75 237.00 230.50 231.00 -4.50 9,990 25,527 -392
Feb01 001222 230.00 230.00 227.00 227.00 -2.50 6,531 20,053 -695
Mar01 001222 221.75 222.50 218.50 218.50 -4.75 1,438 10,611 +178
Apr01 001222 214.50 215.75 212.50 212.50 -4.25 425 6,808 -59
May01 001222 210.00 210.00 207.00 207.00 -4.00 7 2,284 +7
Jun01 001222 206.50 207.50 203.50 203.50 -4.25 1,655 12,373 -195
Jul01 001222 203.50 203.50 203.50 203.50 -4.00 0 4,080 +0
Aug01 001222 204.00 204.00 204.00 204.00 -4.00 0 1,333 +0
Total Volume and Open Interest 21,516 92,000 -906
US Dollar Index(NYBOT)
Mar01 001222 111.12 111.25 110.40 110.61 -0.73 919 6,343 +6,343
Jun01 001222 110.65 110.65 110.44 110.44 -0.73 919 6,343 +6,343
Sep01 001222 110.27 110.27 110.27 110.27 -0.73 919 6,343 +6,343
Total Volume and Open Interest 919 6,343 +17
Australian Dollar(IMM)
Mar01 001222 55.69 55.72 55.40 55.52 -0.04 5,731 21,736 +1,142
Jun01 001222 55.57 55.63 55.55 55.57 -0.04 1 40 +1
Sep01 001222 55.62 55.62 55.62 55.62 -0.04 0 7 +0
Total Volume and Open Interest 5,732 21,790 +1,143
British Pound(IMM)
Mar01 001222 148.30 148.36 147.74 147.90 +0.46 7,363 23,455 +406
Jun01 001222 148.10 148.20 148.10 148.10 +0.46 0 32 +0
Sep01 001222 148.30 148.30 148.30 148.30 +0.46      
Total Volume and Open Interest 7,363 23,501 +406
Canadian Dollar(IMM)
Mar01 001222 65.90 66.12 65.85 66.08 +0.21 6,630 49,307 -107
Jun01 001222 66.00 66.25 65.93 66.17 +0.21 135 4,372 +57
Sep01 001222 66.05 66.25 66.05 66.25 +0.21 93 1,234 -31
Dec01 001222 66.33 66.35 66.33 66.33 +0.21 0 605 +0
Total Volume and Open Interest 6,858 55,525 -81
Japanese Yen(IMM)
Mar01 001222 90.15 90.35 89.83 89.86 -0.44 10,385 82,025 -4,123
Jun01 001222 91.10 91.10 91.00 91.10 -0.44 11 2,272 +7
Sep01 001222 92.32 92.32 92.30 92.32 -0.44 0 96 +0
Total Volume and Open Interest 10,396 84,469 -4,116
Swiss Franc(IMM)
Mar01 001222 61.20 61.23 61.05 61.12 +0.65 5,839 42,456 -56
Jun01 001222 61.50 61.55 61.50 61.52 +0.65 0 27 +0
Sep01 001222 61.89 61.89 61.89 61.89 +0.63 0 11 +0
Total Volume and Open Interest 5,839 42,494 -56
EuroFX(IMM)
Mar01 001222 92.80 92.85 92.57 92.68 +0.95 20,740 80,813 +583
Jun01 001222 93.10 93.15 92.87 92.97 +0.95 328 913 +130
Sep01 001222 93.23 93.31 93.23 93.23 +0.95 129 596 +32
Total Volume and Open Interest 21,217 82,339 +755
Mexican Peso(IMM)
Dec00 001218 10660.0 10680.0 10660.0 10660.0 +32.0 194 8,009 -1,217
Mar01 001222 10110.0 10160.0 10080.0 10140.0 +40.0 8,728 19,868 -1,424
Total Volume and Open Interest 8,835 26,830 -1,394
30-Year T-Bonds(CBOT)
Mar01 001222 105~09 105~22 104~29 105~16 +0~06 143,716 417,610 +3,787
Jun01 001222 105~05 105~18 104~29 105~17 +0~06 492 2,135 +279
Sep01 001222 105~12 105~12 105~12 105~12 +0~06 70 464 +60
Total Volume and Open Interest 144,278 445,691 +4,126
Municipal Bonds(CBOT)
Mar01 001222 103~07 103~23 103~03 103~21 +0~08 1,393 14,454 +245
Jun01 001222 103~05 103~05 103~05 103~05 +0~08 2 14,209  
Total Volume and Open Interest 1,395 14,454  
10-Year T-Notes(CBOT)
Mar01 001222 105~100 105~180 105~020 105~155 +0~055 130,488 524,557 +882
Jun01 001222 105~040 105~160 105~030 105~150 +0~055 1,498 6,022 +1,345
Total Volume and Open Interest 131,986 530,949 +2,176
5-Year T-Notes(CBOT)
Mar01 001222 103~200 103~280 103~175 103~265 +0~040 64,398 354,268 +7,021
Jun01 001222 104~105 104~105 104~105 104~105 +0~045 135 382 +75
Total Volume and Open Interest 64,533 374,562 +6,096
2 Year T-Notes(CBOT)
Mar01 001222 101~085 101~101 101~082 101~099 +0~009 9,833 82,793 +3,991
Jun01 001222 102~016 102~016 102~016 102~016 +0~009 0 1 +0
Total Volume and Open Interest 9,833 82,808 +3,991
3-Mth T-Bills(IMM)
Mar01 001222 94.69 94.89 94.67 94.85 +0.14 50 1,593 +16
Total Volume and Open Interest 50 1,593 +16
Eurodollars(IMM)
Mar01 001222 94.090 94.155 94.085 94.145 +0.025 151,623 554,384 +16,423
Jun01 001222 94.400 94.475 94.380 94.465 +0.040 126,534 438,091 +61
Sep01 001222 94.575 94.635 94.545 94.630 +0.040 110,008 507,306 +156
Dec01 001222 94.490 94.540 94.460 94.540 +0.040 51,417 291,072 +861
Mar02 001222 94.490 94.550 94.460 94.545 +0.035 52,416 268,819 +1,175
Jun02 001222 94.385 94.445 94.360 94.440 +0.025 28,063 183,153 +2,827
Sep02 001222 94.285 94.375 94.285 94.375 +0.025 23,603 144,518 +2,154
Dec02 001222 94.195 94.255 94.180 94.255 +0.025 17,245 111,995 +2,486
Mar03 001222 94.205 94.275 94.200 94.275 +0.020 6,994 86,130 +1,262
Jun03 001222 94.165 94.235 94.160 94.235 +0.020 6,037 70,788 +1,381
Sep03 001222 94.130 94.200 94.125 94.195 +0.015 6,016 68,592 +1,920
Dec03 001222 94.035 94.105 94.030 94.100 +0.015 5,293 51,806 +1,608
Total Volume and Open Interest 639,993 3,204,971 +44,122
3-Mth Euro-Yen(IMM)
Dec00 001215 99.37 99.38 99.36 99.38 -0.01 792 20,569 +182
Mar01 001222 99.54 99.55 99.54 99.54 +0.01 1,735 27,941 -591
Jun01 001222 99.61 99.61 99.61 99.61 unch 127 7,949 -518
Sep01 001222 99.58 99.58 99.58 99.58 unch 102 10,531 +70
Dec01 001222 99.50 99.50 99.50 99.50 unch 218 7,213 +1,126
Mar02 001222 99.46 99.46 99.46 99.46 unch 139 4,239 +747
Jun02 001222 99.42 99.42 99.42 99.42 unch 56 1,726 -51
Sep02 001222 99.31 99.31 99.31 99.31 unch 380 673 -210
Dec02 001222 99.15 99.15 99.15 99.15 unch 0 31 +0
Mar03 001222 99.09 99.09 99.09 99.09 +0.01      
Total Volume and Open Interest 2,757 60,303 +573
3-Mth Euro-Yen(SIMEX)
Mar01 001222 99.54 99.55 99.53 99.54 unch 8,374 103,127 -35
Jun01 001222 99.60 99.61 99.60 99.61 +0.01 4,182 82,089 -872
Sep01 001222 99.57 99.58 99.57 99.58 unch 4,666 65,192 -944
Dec01 001222 99.49 99.49 99.49 99.49 unch 3,042 33,607 +1,646
Mar02 001222 99.47 99.47 99.46 99.46 unch 2,445 16,547 +734
Jun02 001222 99.42 99.42 99.40 99.41 unch 2,930 11,292 +605
Sep02 001222 99.32 99.32 99.32 99.32 unch 28 6,342 +289
Dec02 001222 99.17 99.17 99.17 99.17 unch 168 829 +0
Total Volume and Open Interest 0 328,010 +1,423
German Euro-Bund(EUREX)
Mar01 001222 108.25 108.39 108.14 108.33 +0.14 387,134 664,921 +62,669
Jun01 001222 108.01 108.04 107.98 108.04 +0.15 2,866 8,670 +39
Sep01 001222 108.09 108.09 108.09 108.09 +0.12 0 856 -442
Total Volume and Open Interest 390,000 674,447 +62,266
German Euro-Bobl(EUREX)
Mar01 001222 105.53 105.75 105.48 105.70 +0.19 182,015 372,582 +1,324
Jun01 001222 105.70 105.70 105.70 105.70 +0.17 672 3,118 -183
Sep01 001222 105.50 105.50 105.50 105.50 +0.19      
Total Volume and Open Interest 182,687 375,700 +1,141
Long Gilt(LIFFE)
Dec00 001222 115~14 115~17 115~14 115~17 +0~06 237 865 -30
Mar01 001222 115~04 115~04 114~29 115~02 +0~04 17,944 64,843 -4,550
Total Volume and Open Interest 18,181 65,709 -4,580
3-Mth Short Sterling(LIFFE)
Mar01 001222 94.25 94.25 94.21 94.23 unch 21,786 181,074 -992
Jun01 001222 94.49 94.49 94.42 94.44 unch 18,004 168,691 +2,663
Sep01 001222 94.53 94.53 94.49 94.50 -0.01 17,255 126,468 +2,240
Total Volume and Open Interest 81,927 777,270 +6,502
3-Mth Euribor(LIFFE)
Mar01 001222 95.205 95.240 95.205 95.230 +0.005 59,307 337,008 +9,961
Jun01 001222 95.385 95.445 95.385 95.435 +0.025 49,200 265,864 +2,900
Sep01 001222 95.535 95.595 95.535 95.580 +0.030 59,897 272,189 +4,133
Total Volume and Open Interest 229,462 1,356,282 +20,543
3-Mth Aus T-Bills(SFE)
Mar01 001222 94.26 94.29 94.24 94.29 +0.02 15,331 157,501 -2,835
Jun01 001222 94.53 94.55 94.51 94.55 +0.03 10,084 66,770 -725
Sep01 001222 94.58 94.64 94.58 94.64 +0.03 2,834 30,047 -398
Dec01 001222 94.56 94.61 94.56 94.61 +0.04 2,480 17,672 +813
Mar02 001222 94.49 94.52 94.49 94.52 +0.04 664 10,638 +180
Jun02 001222 94.40 94.43 94.40 94.43 +0.04 652 7,373 +66
Sep02 001222 94.31 94.32 94.31 94.32 +0.04 1,077 6,632 +455
Dec02 001222 94.21 94.22 94.21 94.22 +0.03 185 3,405 -15
Mar03 001222 94.13 94.13 94.12 94.13 -0.01 275 1,613 -48
Jun03 001222 94.10 94.11 94.09 94.11 +0.01 425 1,446 +251
Total Volume and Open Interest 34,052 306,197 -2,256
10-Year Aus T-Bonds(SFE)
Mar01 001222 94.58 94.61 94.57 94.61 +0.03 9,016 99,013 +504
Jun01 001222 94.58 94.58 94.58 94.58 +0.03      
Total Volume and Open Interest 18,969 99,013 +504
3-Year Aus T-Bonds(SFE)
Mar01 001222 94.81 94.84 94.79 94.83 +0.02 39,071 205,137 +5,872
Jun01 001222 94.83 94.83 94.83 94.83 +0.02      
Total Volume and Open Interest 39,071 205,137 +5,872
Gold(CMX)
Dec00 001222 274.0 274.0 273.7 273.7 unch 5 66 -204
Feb01 001222 275.8 276.4 275.0 275.5 -0.2 21,285 74,316 -470
Apr01 001222 279.0 279.0 278.0 278.0 -0.2 176 7,822 +32
Jun01 001222 281.1 281.2 280.2 280.5 -0.2 72 11,880 -25
Aug01 001222 283.0 283.0 282.6 282.6 -0.2 559 4,091 +0
Oct01 001222 284.4 284.4 284.4 284.4 -0.3 33 693 +0
Total Volume and Open Interest 21,541 116,879 -670
Silver(CMX)
Dec00 001222 460.0 461.1 460.0 461.1 +1.2 258 763 +242
Mar01 001222 466.5 468.5 466.0 467.5 +1.2 3,046 55,707 -314
May01 001222 472.0 472.0 469.5 471.7 +1.1 47 2,504 +22
Jul01 001222 477.0 477.0 476.0 476.1 +1.1 5 3,682 +1
Sep01 001222 480.6 480.6 480.6 480.6 +1.1 0 3,085 +0
Total Volume and Open Interest 3,364 73,089 -39
Platinum(NYM)
Jan01 001222 611.0 614.5 609.0 610.1 -4.8 1,288 2,653 -918
Apr01 001222 605.0 605.0 602.0 602.1 -4.8 988 5,194 +432
Total Volume and Open Interest 2,276 7,857 -486
Palladium(NYME)
Dec00 001222 968.00 968.00 968.00 968.00 +15.00 0 1 +0
Mar01 001222 965.00 968.00 955.00 960.00 +15.00 78 1,728 +25
Jun01 001222 955.00 955.00 955.00 955.00 +15.00 0 136 +0
Total Volume and Open Interest 78 1,865 +25
Copper(CMX)
Dec00 001222 85.45 86.10 85.45 86.00 +0.40 653 2,192 -328
Mar01 001222 85.10 86.00 84.85 85.65 +0.30 8,845 30,347 +598
May01 001222 84.50 85.20 84.50 85.10 +0.20 610 5,325 +197
Jul01 001222 85.00 85.00 85.00 85.00 +0.25 76 5,539 -17
Sep01 001222 84.90 85.00 84.85 84.85 +0.25 29 2,256 +7
Total Volume and Open Interest 10,906 69,135 +567
DJIA Index(CBOT)
Dec00 001214 10680 10735 10620 10650 -121 4,318 12,298 -1,158
Mar01 001222 10625 10825 10600 10810 +195 12,272 17,289 -304
Jun01 001222 10765 10940 10765 10940 +195 9 23 +7
Sep01 001222 11000 11071 10990 11071 +195 7 6 -1
Total Volume and Open Interest 12,289 17,325 -298
S & P 500(CME)
Mar01 001222 1300.50 1327.50 1300.50 1326.70 +38.70 81,250 462,292 +3,997
Jun01 001222 1344.20 1344.20 1344.20 1344.20 +39.10 471 3,422 +113
Sep01 001222 1340.20 1361.40 1340.20 1361.40 +39.30 349 1,096 +69
Dec01 001222 1377.70 1377.70 1377.70 1377.70 +39.90 5 435 +2
Total Volume and Open Interest 82,075 467,265 +4,181
S & P 500 E-Mini(Globex)
Mar01 001222 1289.75 1327.50 1289.75 1326.75 +38.75 99,016 48,531 +5,506
Jun01 001222 1344.25 1344.25 1344.25 1344.25 +39.25 1 1 +1
Total Volume and Open Interest 99,017 48,532 +5,507
NASDAQ 100(CME)
Mar01 001222 2345.00 2475.00 2345.00 2469.00 +186.50 25,447 42,695 +1,841
Jun01 001222 2440.00 2507.00 2430.00 2507.00 +183.50 0 19 +0
Sep01 001222 2490.00 2545.00 2490.00 2545.00 +180.50      
Total Volume and Open Interest 25,447 42,714 +1,841
NASDAQ 100 E-Mini(GLOBEX)
Mar01 001222 2290.0 2474.0 2290.0 2469.0 +186.5 92,544 37,343 +8,264
Jun01 001222 2475.0 2507.0 2475.0 2507.0 +183.5      
Total Volume and Open Interest 92,544 37,343 +8,264
NYSE Composite(NYBOT)
Mar01 001222 640.00 649.00 638.75 648.65 +11.65 649 2,242 +0
Jun01 001222 657.15 657.15 657.15 657.15 +11.65 0 204 +0
Sep01 001222 665.65 665.65 665.65 665.65 +11.65 0 100 +0
Total Volume and Open Interest      
S & P Midcap 400(CME)
Mar01 001222 495.00 508.50 495.00 508.00 +19.25 964 14,586 +131
Jun01 001222 515.20 515.70 515.20 515.20 +19.25 2 1 +0
Sep01 001222 522.20 522.70 522.20 522.20 +19.25      
Total Volume and Open Interest 1,228 14,456 -16
Russell 2000(CME)
Mar01 001222 458.00 470.50 456.00 468.90 +14.65 2,612 15,098 +613
Jun01 001222 476.50 476.60 476.50 476.50 +14.65      
Sep01 001222 484.05 484.15 484.05 484.05 +14.65      
Total Volume and Open Interest 2,612 15,098 +613
Value Line(KCBT)
Mar01 001222 1079.00 1095.00 1079.00 1094.00 +27.00 93 129 +25
Total Volume and Open Interest 93 130 +25
Nikkei 225(CME)
Mar01 001222 13510 13710 13510 13685 +185 2,359 14,798 +571
Jun01 001222 0 0 0 0 -13490 0 3 +0
Total Volume and Open Interest 2,359 14,801 +571
Nikkei 225(SIMEX)
Mar01 001222 13510 13530 13350 13500 +160 15,673 84,211 +992
Jun01 001222 13480 13480 13480 13480 +160 0 1,641 +0
Sep01 001222 13500 13500 13500 13500 +160 0 1,095 +0
Total Volume and Open Interest 15,673 86,947 +992
CAC 40(MATIF)
Dec00 001222 5780.0 5812.0 5739.5 5812.0 +44.0 82,875 356,492 -51,971
Jan01 001222 5811.0 5832.0 5764.0 5823.0 +32.5 33,033 95,768 +26,255
Feb01 001222 5844.5 5846.0 5832.5 5846.0 +43.0 39 12,765 +8
Total Volume and Open Interest 122,488 529,255 -20,708
DAX Index(EUREX)
Mar01 001222 6319.0 6349.0