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MRCI's End of Day Prices
Daily Futures Price Listing Thu December 28, 2000
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan01 001228 501.50 502.00 496.50 497.50 -1.00 25,357 18,680 -8,867
Mar01 001228 512.00 513.00 506.75 508.25 -0.50 30,044 83,177 +4,046
May01 001228 520.00 520.50 514.00 515.50 -1.50 3,585 24,318 +63
Jul01 001228 525.00 526.00 520.00 521.00 -1.50 4,567 27,925 -771
Aug01 001228 524.50 524.50 519.25 519.75 -1.75 307 1,447 -65
Sep01 001228 518.00 519.00 513.00 514.00 -4.00 89 605 +5
Nov01 001228 520.00 520.00 514.00 514.50 -4.00 1,172 11,584 +370
Total Volume and Open Interest 65,128 167,848 -5,215
Soybean Meal(CBOT)
Jan01 001228 194.50 194.70 192.50 194.00 +1.20 14,503 17,081 -6,299
Mar01 001228 189.70 190.70 188.50 189.50 +0.80 13,509 56,042 +2,816
May01 001228 186.00 186.00 183.40 184.60 +0.10 2,116 21,347 +230
Jul01 001228 183.70 183.70 181.40 182.40 unch 1,114 14,273 -127
Aug01 001228 182.00 182.00 179.70 180.60 -0.20 283 3,973 -121
Sep01 001228 179.50 180.00 178.50 179.60 +0.60 27 2,005 +23
Oct01 001228 177.50 177.50 176.00 176.60 -0.90 29 970 +4
Dec01 001228 178.00 178.00 175.50 176.20 -0.30 35 3,170 +11
Total Volume and Open Interest 31,616 118,861 -3,463
Soybean Oil(CBOT)
Jan01 001228 14.68 14.73 14.51 14.53 -0.08 10,751 18,756 -3,761
Mar01 001228 15.03 15.13 14.88 14.89 -0.07 11,719 68,713 +2,366
May01 001228 15.49 15.53 15.30 15.31 -0.07 1,282 18,861 +630
Jul01 001228 15.90 15.90 15.71 15.72 -0.06 819 14,555 +23
Aug01 001228 16.00 16.00 15.88 15.88 -0.07 674 3,764 +352
Sep01 001228 16.10 16.10 16.03 16.04 -0.06 18 2,450 +9
Oct01 001228 16.30 16.32 16.30 16.30 -0.06 22 3,647 +0
Dec01 001228 16.60 16.62 16.52 16.52 -0.18 364 6,936 +335
Total Volume and Open Interest 25,728 138,970 -42
Canola(WCE)
Jan01 001228 266.2 266.5 263.3 264.1 -1.9 3,093 12,002 -274
Mar01 001228 272.0 272.6 269.4 269.9 -2.0 7,257 40,025 +3,488
May01 001228 278.0 278.3 275.3 275.8 -2.0 790 5,416 +70
Jul01 001228 282.0 282.5 281.4 282.5 -1.8 141 5,255 +4
Aug01 001228 282.0 282.0 282.0 282.0 -2.0 2 58 +0
Total Volume and Open Interest 11,489 65,011 +3,448
Corn(CBOT)
Jan01 001228 222.00 223.50 221.00 222.50 +2.25 722 1,844 -471
Mar01 001228 230.00 232.00 229.25 230.25 +1.50 34,376 231,750 +1,260
May01 001228 237.75 240.00 237.00 237.75 +0.75 4,274 67,509 +893
Jul01 001228 244.50 246.75 244.25 245.00 +1.50 2,233 60,722 +169
Sep01 001228 251.00 253.50 251.00 251.00 +1.00 576 8,063 +377
Total Volume and Open Interest 45,216 412,771 +3,683
Wheat(CBOT)
Mar01 001228 274.00 274.50 271.50 271.75 -1.00 6,019 90,187 -252
May01 001228 285.00 285.00 282.75 283.00 -0.75 464 11,965 +79
Jul01 001228 294.75 295.00 292.25 292.75 unch 520 24,428 +15
Sep01 001228 302.75 302.75 302.50 302.50 -0.25 5 1,290 +0
Dec01 001228 317.00 317.50 315.75 316.00 unch 34 3,625 +0
Total Volume and Open Interest 7,044 131,842 -156
Wheat(KCBT)
Mar01 001228 325.75 325.75 322.50 323.00 -1.00 2,429 48,990 -8
May01 001228 334.50 334.50 332.00 332.00 -1.25 592 6,685 -256
Jul01 001228 342.50 342.50 340.00 340.25 -1.00 274 10,267 +90
Sep01 001228 347.50 348.50 347.50 348.00 -1.00 2 788 +1
Dec01 001228 360.00 360.00 358.00 358.00 -1.00 0 132 +0
Total Volume and Open Interest 3,297 66,862 -173
Wheat(MGE)
Mar01 001228 324.50 325.00 322.50 322.50 -1.75 1,246 15,964 -132
May01 001228 334.00 334.00 331.50 331.50 -2.00 211 3,840 +42
Jul01 001228 341.00 341.50 338.50 339.00 -1.00 77 2,864 -179
Sep01 001228 348.75 349.25 347.25 347.25 -0.75 13 774 +1
Dec01 001228 357.25 357.25 357.25 357.25 -1.75 0 201 +0
Total Volume and Open Interest 1,547 23,663 -268
Oats(CBOT)
Mar01 001228 111.75 113.75 111.25 113.50 +2.50 323 10,870 -36
May01 001228 117.25 119.50 117.00 118.75 +2.25 11 1,499 +7
Jul01 001228 123.50 125.25 123.50 124.50 +2.00 1 888 +0
Sep01 001228 127.50 127.50 127.50 127.50 +1.00 0 346 +0
Total Volume and Open Interest 338 14,448 -28
Rough Rice(CBOT)
Jan01 001228 5.89 5.90 5.86 5.86 -0.03 330 1,212 -168
Mar01 001228 6.14 6.17 6.12 6.14 -0.02 362 3,731 +66
May01 001228 6.40 6.40 6.39 6.39 -0.03 1 662 -1
Jul01 001228 6.69 6.69 6.65 6.65 -0.02 0 605 +0
Total Volume and Open Interest 696 6,501 -100
Live Cattle(CME)
Dec00 001228 79.050 79.425 78.975 79.350 +0.400 1,635 2,518 -925
Feb01 001228 77.550 77.925 77.500 77.875 +0.275 5,625 66,915 +379
Apr01 001228 78.725 79.100 78.675 79.025 +0.300 2,272 31,936 +194
Jun01 001228 74.275 74.700 74.225 74.500 +0.225 872 13,547 +50
Aug01 001228 74.300 74.625 74.225 74.450 +0.125 510 12,320 -77
Oct01 001228 75.950 76.250 75.850 76.200 +0.200 108 2,995 +44
Total Volume and Open Interest 11,037 131,379 -326
Feeder Cattle(CME)
Jan01 001228 91.400 91.500 91.150 91.200 -0.225 686 7,833 -280
Mar01 001228 90.625 90.650 90.300 90.500 -0.225 383 6,081 +155
Apr01 001228 90.050 90.200 89.700 90.200 -0.075 244 2,785 +87
May01 001228 89.350 89.400 89.100 89.375 -0.100 87 2,250 +6
Aug01 001228 89.525 89.600 89.325 89.600 -0.125 16 1,211 +9
Sep01 001228 89.250 89.250 89.200 89.250 -0.200 0 238 +0
Oct01 001228 89.325 89.325 89.250 89.325 unch 3 132 +3
Total Volume and Open Interest 1,429 20,679 -12
Lean Hogs(CME)
Feb01 001228 55.800 56.175 55.750 56.100 +0.375 3,114 24,166 -578
Apr01 001228 56.200 56.600 56.000 56.500 +0.325 791 6,643 -10
Jun01 001228 61.900 62.100 61.700 62.050 +0.300 252 4,256 -19
Jul01 001228 59.775 59.975 59.550 59.675 unch 51 1,462 +27
Aug01 001228 58.050 58.050 57.700 57.850 -0.100 126 923 +82
Oct01 001228 50.200 50.350 49.950 50.000 -0.150 45 1,381 +20
Dec01 001228 47.500 47.500 47.125 47.125 -0.275 20 1,133 +9
Feb02 001228 48.400 48.800 48.400 48.800 unch 0 32 +0
Total Volume and Open Interest 4,399 39,997 -469
Pork Bellies(CME)
Feb01 001228 67.400 69.100 67.400 68.050 +1.450 813 2,113 -74
Mar01 001228 68.200 68.300 67.600 67.950 +1.550 75 298 +35
May01 001228 69.000 69.200 68.300 68.300 +1.125 41 168 +19
Jul01 001228 69.100 69.200 69.000 69.200 +1.300 4 73 +4
Aug01 001228 69.000 69.400 69.000 69.400 +1.625 1 35 +1
Total Volume and Open Interest 934 2,687 -15
Cocoa(NYBOT)
Mar01 001228 770 775 764 766 -9 2,918 44,124 -337
May01 001228 782 786 779 780 -10 653 20,321 -119
Jul01 001228 798 800 794 795 -11 91 14,648 +14
Sep01 001228 816 818 811 811 -12 59 11,016 +2
Dec01 001228 842 844 837 837 -12 1 13,075 +1
Mar02 001228 870 870 864 864 -12 220 12,054 -100
May02 001228 884 886 880 882 -13 221 6,529 +66
Total Volume and Open Interest 4,163 136,895 -473
Coffee "C"(NYBOT)
Mar01 001228 66.25 67.50 66.25 67.35 +0.95 3,745 30,013 +300
May01 001228 69.50 70.60 69.50 70.35 +0.95 776 7,295 +91
Jul01 001228 72.80 73.30 72.70 73.30 +0.95 35 3,410 -60
Sep01 001228 75.90 76.20 75.60 76.20 +0.95 82 2,959 +57
Dec01 001228 80.00 80.45 80.00 80.45 +0.95 37 2,134 +4
Mar02 001228 84.70 84.70 84.70 84.70 +0.95 13 224 +10
Total Volume and Open Interest 4,688 46,035 +402
Orange Juice(NYBOT)
Jan01 001228 74.25 75.00 74.25 74.45 +1.20 1,639 2,945 -1,044
Mar01 001228 79.10 80.90 78.75 79.25 +1.45 2,894 20,803 +969
May01 001228 82.80 82.90 82.15 82.60 +1.35 156 2,661 +109
Jul01 001228 84.95 85.30 84.50 85.30 +1.25 17 1,123 +0
Sep01 001228 88.05 88.05 88.05 88.05 +1.25 0 323 +0
Total Volume and Open Interest 4,708 30,211 +36
Sugar #11(NYBOT)
Mar01 001228 10.22 10.29 10.00 10.03 -0.21 15,920 70,006 +2,454
May01 001228 9.82 9.88 9.64 9.64 -0.19 1,500 21,345 +165
Jul01 001228 9.19 9.24 9.05 9.06 -0.13 1,388 24,508 +409
Oct01 001228 8.79 8.80 8.65 8.65 -0.12 563 20,052 -35
Mar02 001228 8.58 8.60 8.46 8.46 -0.09 198 9,767 -134
Total Volume and Open Interest 19,736 148,418 +2,871
London Cocoa(LCE)
Dec00 001212 534 537 533 534 -4 3,911 13,944 -3,097
Mar01 001228 590 590 584 586 -2 2,056 66,000 +411
May01 001228 587 587 579 581 -4 867 32,868 -1,446
Jul01 001228 582 593 582 591 -1 72 17,089 +37
Sep01 001228 601 603 599 600 -2 803 23,181 +484
Dec01 001228 620 622 620 621 unch 207 10,278 +180
Mar02 001228 642 643 640 641 -1 20 22,676 +0
Total Volume and Open Interest 4,370 192,109 -327
London Coffee(LCE)
Jan01 001228 625.00 629.00 615.00 628.00 +2.00 2,768 15,373 -1,137
Mar01 001228 645.00 648.00 635.00 648.00 +4.00 2,711 24,809 +787
May01 001228 659.00 665.00 651.00 665.00 +4.00 411 9,042 +221
Jul01 001228 671.00 683.00 671.00 683.00 +3.00 7 3,743 +5
Sep01 001228 695.00 702.00 692.00 702.00 +1.00 5 2,459 -1
Nov01 001228 712.00 722.00 712.00 722.00 +1.00 0 3,830 +0
Total Volume and Open Interest 5,902 59,978 -125
London Sugar(LCE)
Dec00 001115 225.50 233.60 224.60 225.00 -0.30 902 2,074 -764
Mar01 001228 250.00 253.50 245.70 245.70 -4.00 1,514 22,106 -315
May01 001228 248.00 250.00 245.20 245.20 -2.00 241 4,949 +201
Aug01 001228 244.50 244.50 240.60 240.60 -1.60 25 6,964 +15
Oct01 001228 0.00 0.00 0.00 0.00 -234.40 0 2,530 +0
Total Volume and Open Interest 1,780 37,874 -99
Cotton(NYBOT)
Mar01 001228 63.19 63.60 63.19 63.42 +0.16 7,196 32,568 +424
May01 001228 65.50 65.60 65.25 65.41 +0.14 2,293 17,329 +495
Jul01 001228 67.10 67.15 66.85 66.93 +0.08 1,080 8,249 +139
Oct01 001228 64.65 64.65 64.65 64.65 +0.05 17 1,073 +10
Dec01 001228 64.10 64.15 63.75 63.95 +0.05 307 7,528 +157
Mar02 001228 65.20 65.20 65.20 65.20 +0.05 7 242 +0
Total Volume and Open Interest 21,900 67,145 +1,225
Lumber(CME)
Jan01 001228 205.5 209.5 203.5 208.0 +1.7 307 1,686 -1
Mar01 001228 221.8 224.8 220.0 224.0 +1.6 513 1,832 +65
May01 001228 228.0 229.0 226.0 228.6 -1.2 183 925 +7
Jul01 001228 236.0 237.5 235.0 235.6 -0.5 4 229 -1
Total Volume and Open Interest 1,007 4,724 +70
Crude Oil(NYM)
Feb01 001228 26.35 26.48 25.77 25.85 -0.62 34,003 97,441 -651
Mar01 001228 25.70 25.88 25.25 25.30 -0.56 15,080 42,402 +742
Apr01 001228 25.40 25.50 24.90 24.96 -0.54 6,148 27,216 +954
May01 001228 25.20 25.20 24.72 24.72 -0.53 2,087 18,793 -58
Jun01 001228 24.80 25.02 24.50 24.50 -0.51 1,872 30,162 +219
Jul01 001228 24.32 24.32 24.32 24.32 -0.47 471 13,771 +77
Aug01 001228 24.45 24.45 24.14 24.14 -0.44 385 11,885 -197
Sep01 001228 24.40 24.40 23.96 23.96 -0.41 709 11,126 +413
Oct01 001228 23.79 23.79 23.79 23.79 -0.38 223 8,622 -50
Nov01 001228 23.80 23.85 23.63 23.63 -0.35 385 14,134 -60
Total Volume and Open Interest 63,093 409,503 +1,706
Heating Oil(NYM)
Jan01 001228 92.20 92.50 89.00 89.46 -4.25 24,000 20,037 -5,323
Feb01 001228 88.00 88.10 85.80 85.93 -3.17 13,512 47,891 +2,105
Mar01 001228 81.50 81.70 80.08 80.08 -2.27 1,897 18,987 +159
Apr01 001228 75.20 75.40 73.88 73.88 -1.82 1,724 11,783 +529
May01 001228 70.00 71.00 69.28 69.28 -1.72 402 7,541 +5
Jun01 001228 68.70 69.00 67.78 67.78 -1.52 127 6,468 +18
Jul01 001228 67.50 68.50 67.23 67.23 -1.42 421 3,806 +109
Aug01 001228 68.20 68.40 67.03 67.03 -1.37 162 6,742 -87
Sep01 001228 68.70 68.85 67.58 67.58 -1.37 97 2,899 +19
Oct01 001228 69.25 69.45 68.13 68.13 -1.37 21 2,817 +5
Total Volume and Open Interest 42,947 138,490 -2,486
Unleaded Gas(NYM)
Jan01 001228 75.80 79.75 75.70 78.58 +3.24 14,542 12,045 -2,552
Feb01 001228 74.80 75.90 74.40 75.40 +0.17 7,364 26,925 +1,568
Mar01 001228 75.40 76.40 75.10 75.80 +0.12 1,745 12,670 -105
Apr01 001228 80.00 80.85 80.00 80.35 +0.02 2,311 13,758 +366
May01 001228 79.60 80.15 79.50 79.55 -0.01 866 9,700 +269
Jun01 001228 79.10 79.10 78.35 78.35 -0.11 426 6,484 -43
Jul01 001228 77.00 77.00 76.75 76.75 -0.16 110 2,681 -61
Aug01 001228 74.75 74.80 74.60 74.70 -0.21 56 8,255 +3
Total Volume and Open Interest 27,538 99,247 -479
Natural Gas(NYM)
Feb01 001228 8.850 9.450 8.800 9.263 -0.023 14,648 40,436 +1,194
Mar01 001228 7.900 8.500 7.900 8.353 +0.067 5,698 37,755 -283
Apr01 001228 6.030 6.160 6.000 6.070 -0.100 2,926 23,936 +344
May01 001228 5.400 5.400 5.300 5.355 -0.095 1,460 24,667 +349
Jun01 001228 5.220 5.330 5.220 5.285 -0.080 317 16,861 +6
Jul01 001228 5.250 5.290 5.240 5.265 -0.075 179 12,988 +23
Aug01 001228 5.250 5.290 5.220 5.245 -0.075 111 12,635 +44
Sep01 001228 5.200 5.230 5.170 5.215 -0.070 176 13,379 +143
Total Volume and Open Interest 65,725 348,933 -15,152
Brent Crude Oil(IPE)
Feb01 001228 23.65 23.93 23.63 23.71 -0.33 24,785 74,858 +3,539
Mar01 001228 23.55 23.75 23.48 23.65 -0.24 9,183 82,017 +3,153
Apr01 001228 23.40 23.57 23.30 23.49 -0.23 2,508 45,418 +597
May01 001228 23.42 23.60 23.30 23.39 -0.22 1,710 9,665 +490
Jun01 001228 23.30 23.40 23.20 23.30 -0.20 1,193 17,765 +818
Jul01 001228 23.09 23.20 23.09 23.20 -0.17 0 11,630 +0
Aug01 001228 23.04 23.09 23.04 23.09 -0.15 100 10,376 -100
Sep01 001228 22.99 22.99 22.99 22.99 -0.13 50 4,697 +0
Total Volume and Open Interest 39,749 295,632 +8,377
Gas Oil(IPE)
Jan01 001228 247.50 247.50 238.50 243.00 -3.00 9,239 25,247 -882
Feb01 001228 238.00 238.00 232.25 234.75 -2.50 4,614 19,941 -384
Mar01 001228 224.25 226.25 224.25 226.25 -2.75 1,036 11,121 +484
Apr01 001228 216.50 217.50 215.50 215.50 -4.50 146 6,919 +67
May01 001228 211.00 211.00 210.00 210.00 -4.00 18 2,289 +5
Jun01 001228 207.25 208.00 206.00 206.00 -4.75 153 12,181 +53
Jul01 001228 205.75 205.75 205.75 205.75 -5.00 200 4,280 +200
Aug01 001228 206.00 206.00 206.00 206.00 -5.00 0 1,333 +0
Total Volume and Open Interest 15,406 92,242 -457
US Dollar Index(NYBOT)
Mar01 001228 110.05 110.70 110.05 110.29 +0.13 479 6,639 -16
Jun01 001228 110.07 110.14 110.07 110.14 +0.15 479 6,639 -16
Sep01 001228 110.11 110.11 109.99 109.99 +0.17 479 6,639 -16
Total Volume and Open Interest 479 6,639 -16
Australian Dollar(IMM)
Mar01 001228 55.46 55.75 55.20 55.48 -0.48 2,057 22,554 +870
Jun01 001228 55.40 55.52 55.35 55.52 -0.49 0 50 +0
Sep01 001228 55.56 55.56 55.56 55.56 -0.50 0 7 +0
Total Volume and Open Interest 2,057 22,620 +870
British Pound(IMM)
Mar01 001228 149.10 149.58 148.82 149.42 -0.20 4,796 23,920 +785
Jun01 001228 149.58 149.58 149.00 149.58 -0.20 7 36 +4
Sep01 001228 149.76 149.76 149.76 149.76 -0.20      
Total Volume and Open Interest 4,803 23,970 +789
Canadian Dollar(IMM)
Mar01 001228 66.41 66.82 66.33 66.72 +0.43 3,902 49,116 -64
Jun01 001228 66.54 66.90 66.40 66.81 +0.43 38 4,378 +0
Sep01 001228 66.58 66.89 66.58 66.89 +0.43 11 1,237 -3
Dec01 001228 67.00 67.05 66.97 66.97 +0.43 0 605 +0
Total Volume and Open Interest 3,957 55,348 -62
Japanese Yen(IMM)
Mar01 001228 88.37 88.55 88.09 88.54 -0.03 6,333 88,929 +572
Jun01 001228 89.23 89.74 89.23 89.74 -0.04 34 2,287 +13
Sep01 001228 90.92 90.92 90.92 90.92 -0.05 0 96 +0
Total Volume and Open Interest 6,368 91,389 +586
Swiss Franc(IMM)
Mar01 001228 61.23 61.55 61.10 61.52 +0.08 8,865 46,560 +3,281
Jun01 001228 61.57 61.94 61.53 61.92 +0.08 318 291 +135
Sep01 001228 62.29 62.29 61.92 62.29 +0.08 0 14 +0
Total Volume and Open Interest 9,183 46,865 +3,416
EuroFX(IMM)
Mar01 001228 93.24 93.30 92.77 93.16 -0.20 7,942 82,884 +243
Jun01 001228 93.49 93.49 93.10 93.44 -0.20 526 973 +157
Sep01 001228 93.70 93.70 93.33 93.70 -0.20 409 609 -137
Total Volume and Open Interest 8,881 84,502 +265
Mexican Peso(IMM)
Dec00 001218 10660.0 10680.0 10660.0 10660.0 +32.0 194 8,009 -1,217
Mar01 001228 10170.0 10185.0 10125.0 10175.0 +17.5 1,194 18,173 -381
Total Volume and Open Interest 1,197 25,005 -380
30-Year T-Bonds(CBOT)
Mar01 001228 104~23 105~04 104~15 104~23 -0~02 54,602 404,872 +1,577
Jun01 001228 104~24 104~27 104~15 104~23 -0~01 197 2,251 +166
Sep01 001228 104~17 104~17 104~17 104~17 -0~02 0 414 +0
Total Volume and Open Interest 54,799 432,881 +1,693
Municipal Bonds(CBOT)
Mar01 001228 103~14 103~21 103~09 103~13 -0~02 516 14,828 +35
Jun01 001228 102~29 102~29 102~29 102~29 -0~02      
Total Volume and Open Interest 516 14,828 +35
10-Year T-Notes(CBOT)
Mar01 001228 104~255 104~300 104~155 104~225 -0~040 49,164 518,227 -588
Jun01 001228 104~210 104~210 104~210 104~210 -0~060 303 6,560 +303
Total Volume and Open Interest 49,467 525,157 -285
5-Year T-Notes(CBOT)
Mar01 001228 103~135 103~175 103~090 103~135 -0~045 26,990 355,812 +2,498
Jun01 001228 103~290 103~290 103~290 103~290 -0~045 52 384 -48
Total Volume and Open Interest 27,042 367,867 -3,800
2 Year T-Notes(CBOT)
Mar01 001228 101~073 101~076 101~062 101~067 -0~011 6,459 82,115 +603
Jun01 001228 101~112 101~112 101~112 101~112 -0~011 0 1 +0
Total Volume and Open Interest 6,464 82,130 +603
3-Mth T-Bills(IMM)
Mar01 001228 94.62 94.62 94.58 94.58 -0.06 5 1,397 +0
Total Volume and Open Interest 5 1,397 +0
Eurodollars(IMM)
Mar01 001228 94.090 94.095 94.065 94.080 -0.020 52,646 541,699 -3,868
Jun01 001228 94.375 94.385 94.330 94.355 -0.040 51,519 431,942 -3,666
Sep01 001228 94.520 94.525 94.450 94.485 -0.055 71,522 507,257 +7,563
Dec01 001228 94.410 94.430 94.350 94.380 -0.070 31,376 285,865 -2,596
Mar02 001228 94.415 94.415 94.350 94.390 -0.045 30,660 274,407 +3,841
Jun02 001228 94.305 94.305 94.235 94.270 -0.055 25,705 179,898 -1,268
Sep02 001228 94.240 94.240 94.155 94.200 -0.060 20,635 150,601 +5,722
Dec02 001228 94.110 94.115 94.045 94.085 -0.060 11,233 116,155 +1,706
Mar03 001228 94.105 94.120 94.075 94.105 -0.060 5,505 87,682 +1,068
Jun03 001228 94.095 94.100 94.035 94.065 -0.060 4,274 72,055 +696
Sep03 001228 94.020 94.050 94.005 94.025 -0.065 3,071 69,588 +702
Dec03 001228 93.965 93.965 93.910 93.930 -0.065 3,003 53,993 +933
Total Volume and Open Interest 342,106 3,211,948 +15,608
3-Mth Euro-Yen(IMM)
Dec00 001215 99.37 99.38 99.36 99.38 -0.01 792 20,569 +182
Mar01 001228 99.50 99.51 99.50 99.51 unch 1,031 28,232 -1,294
Jun01 001228 99.56 99.57 99.56 99.57 -0.01 282 8,101 +181
Sep01 001228 99.54 99.55 99.54 99.55 -0.02 0 10,655 +46
Dec01 001228 99.46 99.47 99.46 99.47 -0.02 40 7,691 +440
Mar02 001228 99.43 99.44 99.43 99.43 -0.03 100 4,307 +275
Jun02 001228 99.39 99.39 99.39 99.39 -0.01 20 1,763 +64
Sep02 001228 99.30 99.30 99.30 99.30 -0.02 0 379 +0
Dec02 001228 99.15 99.15 99.15 99.15 unch 0 31 +0
Mar03 001228 99.10 99.10 99.09 99.10 unch      
Total Volume and Open Interest 1,473 61,159 -288
3-Mth Euro-Yen(SIMEX)
Mar01 001228 99.52 99.52 99.50 99.50 -0.01 0 103,493 +1,350
Jun01 001228 99.58 99.58 99.56 99.57 -0.01 0 80,581 -247
Sep01 001228 99.56 99.56 99.54 99.54 -0.02 0 64,854 -90
Dec01 001228 99.49 99.49 99.46 99.46 -0.02 0 33,605 -40
Mar02 001228 99.45 99.46 99.43 99.43 -0.03 0 17,810 -35
Jun02 001228 99.40 99.40 99.38 99.38 -0.01 0 13,361 +240
Sep02 001228 99.29 99.30 99.29 99.29 -0.02 0 6,747 -27
Dec02 001228 99.14 99.14 99.14 99.14 -0.01 0 1,059 +0
Total Volume and Open Interest 0 330,573 +1,151
German Euro-Bund(EUREX)
Mar01 001228 108.15 108.21 107.87 108.05 -0.15 91,182 630,878 -16,413
Jun01 001228 107.64 107.74 107.63 107.74 -0.17 0 10,579 -345
Sep01 001228 107.81 107.81 107.81 107.81 -0.15 0 856 +0
Total Volume and Open Interest 91,182 642,313 -16,758
German Euro-Bobl(EUREX)
Mar01 001228 105.61 105.65 105.44 105.59 -0.07 47,924 377,786 -3,131
Jun01 001228 105.59 105.59 105.59 105.59 -0.07 0 3,307 -204
Sep01 001228 105.39 105.39 105.39 105.39 -0.07      
Total Volume and Open Interest 47,924 381,093 -3,335
Long Gilt(LIFFE)
Mar01 001228 115~00 115~12 114~29 115~12 +0~01 4,446 63,746 +63,746
Jun01 001228 115~28 115~28 115~28 115~28 +0~01 0 1 +1
Total Volume and Open Interest 4,446 64,564 +64,564
3-Mth Short Sterling(LIFFE)
Mar01 001228 94.22 94.23 94.20 94.22 -0.01 7,975 180,563 +180,563
Jun01 001228 94.43 94.43 94.41 94.42 -0.01 4,337 168,875 +168,875
Sep01 001228 94.48 94.51 94.47 94.49 -0.01 3,401 126,378 +126,378
Total Volume and Open Interest 18,812 777,016 +777,016
3-Mth Euribor(LIFFE)
Mar01 001228 95.230 95.245 95.220 95.230 -0.005 23,455 338,898 +338,898
Jun01 001228 95.440 95.445 95.410 95.425 -0.025 9,821 268,247 +268,247
Sep01 001228 95.565 95.585 95.555 95.560 -0.035 8,929 271,102 +271,102
Total Volume and Open Interest 58,841 1,363,032 +1,363,032
3-Mth Aus T-Bills(SFE)
Mar01 001228 94.26 94.29 94.25 94.28 -0.01 2,648 156,596 -4,485
Jun01 001228 94.52 94.53 94.51 94.52 -0.03 1,171 64,441 -2,719
Sep01 001228 94.60 94.61 94.59 94.61 -0.03 132 28,960 -1,253
Dec01 001228 94.56 94.57 94.54 94.57 -0.04 17 17,227 -134
Mar02 001228 94.49 94.49 94.48 94.49 -0.04 230 10,661 -50
Jun02 001228 94.38 94.38 94.37 94.37 -0.05 220 7,463 +0
Sep02 001228 94.27 94.27 94.26 94.26 -0.05 15 6,632 -10
Dec02 001228 94.19 94.19 94.16 94.16 -0.05 5 3,395 -10
Mar03 001228 94.08 94.08 94.07 94.07 -0.05 50 1,583 +0
Jun03 001228 94.03 94.03 94.03 94.03 -0.05 5 1,036 -25
Total Volume and Open Interest 4,518 301,119 -8,686
10-Year Aus T-Bonds(SFE)
Mar01 001228 94.54 94.54 94.53 94.54 -0.05 902 98,023 -990
Jun01 001228 94.51 94.51 94.51 94.51 -0.05      
Total Volume and Open Interest 1,231 98,023 -1,402
3-Year Aus T-Bonds(SFE)
Mar01 001228 94.78 94.79 94.77 94.79 -0.03 2,843 195,641 -9,917
Jun01 001228 94.79 94.79 94.79 94.79 -0.03      
Total Volume and Open Interest 2,843 195,641 -9,917
Gold(CMX)
Feb01 001228 276.3 276.6 272.6 273.7 -3.2 15,525 70,101 -2,155
Apr01 001228 279.0 279.3 275.5 276.3 -3.2 1,688 8,524 +650
Jun01 001228 281.5 281.7 277.6 278.7 -3.2 158 11,957 +7
Aug01 001228 280.8 280.8 280.8 280.8 -3.2 0 4,091 +0
Oct01 001228 282.7 282.7 282.7 282.7 -3.2 5 693 +0
Dec01 001228 284.5 284.5 284.5 284.5 -3.2 13 6,369 -6
Total Volume and Open Interest 17,400 113,375 -1,506
Silver(CMX)
Mar01 001228 463.5 464.5 462.0 463.7 -1.0 4,311 55,700 +374
May01 001228 468.0 468.5 466.5 468.1 -1.0 120 2,541 +28
Jul01 001228 473.5 473.5 472.4 472.4 -1.0 43 3,673 +3
Sep01 001228 476.9 476.9 476.9 476.9 -1.0 0 3,085 +0
Dec01 001228 483.0 483.0 481.0 481.0 -1.0 12 3,314 +6
Total Volume and Open Interest 4,492 72,421 +130
Platinum(NYM)
Jan01 001228 617.0 622.0 613.0 617.0 +2.5 945 1,022 -559
Apr01 001228 615.0 618.0 611.0 612.5 +1.5 1,252 7,231 +758
Total Volume and Open Interest 2,197 8,258 +199
Palladium(NYME)
Mar01 001228 965.00 965.00 952.00 953.00 -11.00 49 1,723 +5
Jun01 001228 948.00 948.00 948.00 948.00 -11.00 0 136 +0
Total Volume and Open Interest 49 1,859 +5
Copper(CMX)
Mar01 001228 84.90 85.20 84.50 84.95 +0.20 6,245 32,029 +790
May01 001228 84.40 84.90 84.40 84.75 +0.30 159 5,456 +39
Jul01 001228 84.40 84.75 84.35 84.75 +0.30 187 5,723 +127
Sep01 001228 84.65 84.65 84.65 84.65 +0.30 4 2,407 +3
Dec01 001228 84.35 84.35 84.35 84.35 +0.30 67 4,401 +61
Total Volume and Open Interest 9,062 70,060 +904
DJIA Index(CBOT)
Dec00 001214 10680 10735 10620 10650 -121 4,318 12,298 -1,158
Mar01 001228 10890 11020 10880 10985 +15 7,258 18,744 +716
Jun01 001228 11055 11140 11040 11114 +15 10 25 +2
Sep01 001228 11185 11260 11180 11244 +15 0 11 +0
Total Volume and Open Interest 7,268 18,786 +718
S & P 500(CME)
Mar01 001228 1344.50 1354.50 1342.00 1353.20 +2.70 40,575 465,388 +4,978
Jun01 001228 1366.00 1371.20 1360.00 1371.20 +2.70 629 4,055 +202
Sep01 001228 1389.20 1389.20 1375.80 1388.90 +2.60 245 1,273 +110
Dec01 001228 1404.40 1405.80 1392.80 1404.40 +1.10 300 487 -8
Total Volume and Open Interest 41,749 471,223 +5,282
S & P 500 E-Mini(Globex)
Mar01 001228 1349.75 1354.25 1341.50 1353.25 +2.75 65,382 36,510 -12,626
Jun01 001228 1371.25 1371.25 1371.25 1371.25 +2.75 1 2 +0
Total Volume and Open Interest 65,383 36,512 -12,626
NASDAQ 100(CME)
Mar01 001228 2470.00 2540.00 2453.00 2501.50 -5.00 10,441 43,976 +416
Jun01 001228 2539.50 2539.50 2539.50 2539.50 -5.00 2 14 -1
Sep01 001228 2577.50 2577.50 2577.50 2577.50 -5.00 0 1 +0
Total Volume and Open Interest 10,443 43,991 +415
NASDAQ 100 E-Mini(GLOBEX)
Mar01 001228 2510.0 2543.5 2452.5 2501.5 -5.0 56,127 41,976 +981
Jun01 001228 2539.5 2539.5 2539.5 2539.5 -5.0 0 1 +0
Total Volume and Open Interest 56,127 41,977 +981
NYSE Composite(NYBOT)
Mar01 001228 662.00 668.20 661.50 668.05 +4.25      
Jun01 001228 676.55 676.55 676.55 676.55 +4.25      
Sep01 001228 685.05 685.05 685.05 685.05 +4.25      
Total Volume and Open Interest      
S & P Midcap 400(CME)
Mar01 001228 521.00 534.00 520.50 532.70 +10.95 634 15,048 +278
Jun01 001228 539.90 540.70 539.90 539.90 +10.95 0 1 +0
Sep01 001228 546.90 547.70 546.90 546.90 +10.95      
Total Volume and Open Interest 634 15,049 +278
Russell 2000(CME)
Mar01 001228 483.50 501.50 482.50 499.75 +13.40 1,690 15,891 +438
Jun01 001228 507.35 508.10 507.35 507.35 +13.40      
Sep01 001228 514.90 515.65 514.90 514.90 +13.40      
Total Volume and Open Interest 1,690 15,891 +438
Value Line(KCBT)
Mar01 001228 1126.00 1153.00 1123.00 1153.00 +21.00 65 193 +36
Total Volume and Open Interest 66 195 +37
Nikkei 225(CME)
Mar01 001228 13870 13970 13830 13955 -25 819 14,946 +130
Jun01 001228 13975 13975 13900 13975 -25 0 3 +0
Total Volume and Open Interest 819 14,949 +130
Nikkei 225(SIMEX)
Mar01 001228 13970 14015 13880 13935 +25 6,822 83,833 -228
Jun01 001228 13915 13915 13915 13915 +25 0 1,640 +0
Sep01 001228 13935 13935 13935 13935 +25 0 1,095 +0
Total Volume and Open Interest 7,822 87,568 -228
CAC 40(MATIF)
Dec00 001228 5890.0 5926.0 5879.0 5926.0 +42.0 83,578 331,691 +14,947
Jan01 001228 5910.0 5950.0 5903.5 5950.0 +45.0 65,507 180,639 +48,081
Feb01 001228 5934.5 5964.0 5933.0 5964.0 +46.0 0 12,787 +11
Total Volume and Open Interest 153,303 597,495 +65,653
DAX Index(EUREX)
Mar01 001228 6440.0 6459.5 6386.5 6395.0 -10.0 12,309 148,426 -1,563
Jun01 001228 6512.0 6515.0</