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MRCI's End of Day Prices
Daily Futures Price Listing Wed August 01, 2001
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Aug01 010801 510.00 515.50 507.00 509.00 -3.75 9,297 9,006 -1,858
Sep01 010801 510.00 516.00 506.50 507.50 -4.75 7,830 21,342 -369
Nov01 010801 509.00 514.50 504.25 506.25 -6.25 45,696 93,264 +1,234
Jan02 010801 512.00 518.00 509.50 510.00 -4.50 1,616 11,971 +293
Mar02 010801 513.00 518.00 511.00 511.50 -3.00 648 13,801 +33
May02 010801 513.00 516.00 509.00 509.00 -7.00 1,334 16,488 +158
Jul02 010801 516.00 516.00 509.00 509.50 -6.00 641 6,910 -63
Total Volume and Open Interest 67,169 174,179 -620
Soybean Meal(CBOT)
Aug01 010801 177.00 179.00 175.50 176.20 -2.40 6,445 15,858 -1,899
Sep01 010801 171.20 173.50 170.30 170.60 -1.60 8,227 25,436 +1,455
Oct01 010801 166.50 168.70 166.00 166.10 -1.30 1,169 13,405 +325
Dec01 010801 166.00 168.00 165.20 165.50 -0.90 9,801 51,514 -77
Jan02 010801 165.50 167.20 165.00 165.10 -1.20 1,204 10,188 +533
Mar02 010801 164.20 164.50 162.40 162.90 -1.80 498 8,413 +104
May02 010801 161.00 161.50 159.50 160.00 -1.50 1,991 6,845 +219
Jul02 010801 161.00 161.10 159.50 159.50 -1.70 267 2,977 +109
Total Volume and Open Interest 29,695 136,063 +828
Soybean Oil(CBOT)
Aug01 010801 18.90 18.98 18.68 18.78 -0.14 10,487 7,662 -3,387
Sep01 010801 19.01 19.10 18.77 18.80 -0.21 11,607 34,526 +625
Oct01 010801 19.17 19.24 18.93 18.94 -0.23 1,097 17,034 +417
Dec01 010801 19.52 19.60 19.28 19.29 -0.23 13,448 65,146 +2,090
Jan02 010801 19.60 19.75 19.42 19.45 -0.25 1,697 12,589 +875
Mar02 010801 19.65 19.81 19.60 19.63 -0.23 331 8,057 -50
May02 010801 19.90 19.90 19.70 19.70 -0.30 1,654 8,754 +712
Jul02 010801 20.05 20.05 19.95 19.97 -0.23 546 4,126 -283
Total Volume and Open Interest 40,980 160,296 +1,135
Canola(WCE)
Aug01 010801 358.0 358.0 358.0 358.0 +2.5 0 68 +0
Sep01 010801 355.5 357.0 355.5 357.0 +0.5 0 1,295 +0
Nov01 010801 357.0 358.2 354.2 358.1 +3.6 6,906 60,092 -1,676
Jan02 010801 355.0 358.0 354.7 358.0 +2.7 350 4,631 +90
Mar02 010801 353.8 354.8 353.8 354.8 +2.1 5 4,071 -5
Total Volume and Open Interest 7,311 70,542 -1,571
Corn(CBOT)
Sep01 010801 217.00 219.00 214.75 215.25 -3.50 25,908 119,913 -2,762
Nov01 010801 223.00 223.00 223.00 223.00 -3.25 3 230 -1
Dec01 010801 227.50 230.50 226.00 226.75 -3.50 41,236 190,943 -1,619
Jan02 010801 232.25 233.50 230.25 230.50 -3.00 4 370 +4
Mar02 010801 239.00 240.50 236.50 237.25 -2.75 2,983 36,794 +895
May02 010801 242.50 245.00 241.25 241.75 -2.00 239 10,606 +73
Total Volume and Open Interest 72,661 388,024 -2,474
Wheat(CBOT)
Sep01 010801 278.50 279.00 274.00 274.50 -4.00 7,155 58,812 -1,231
Dec01 010801 291.00 293.25 288.50 289.00 -3.50 15,388 53,439 +63
Mar02 010801 300.50 303.75 300.00 300.50 -2.75 1,347 22,894 +584
May02 010801 306.50 306.50 303.00 304.00 -1.00 20 1,147 +0
Jul02 010801 308.00 310.50 307.50 307.75 -1.75 155 3,444 +102
Total Volume and Open Interest 24,083 140,486 -483
Wheat(KCBT)
Sep01 010801 305.50 308.00 304.25 304.50 -2.25 5,156 44,548 -524
Dec01 010801 320.50 322.50 318.75 319.50 -1.75 4,018 29,303 +855
Mar02 010801 332.50 335.00 331.50 331.75 -3.25 1,478 7,839 +851
May02 010801 338.75 338.75 337.00 337.00 -0.75 25 848 +10
Jul02 010801 341.00 341.00 341.00 341.00 +1.00 2 175 +0
Total Volume and Open Interest 10,679 82,715 +1,192
Wheat(MGE)
Sep01 010801 319.00 320.00 316.00 316.00 -3.75 2,698 12,284 +328
Dec01 010801 333.00 333.25 329.50 329.75 -3.00 2,072 7,735 +432
Mar02 010801 344.00 345.00 342.00 342.00 -3.75 307 1,773 +207
May02 010801 350.75 350.75 350.75 350.75 -0.75 0 162 +0
Jul02 010801 358.00 358.00 358.00 358.00 unch 0 21 +0
Total Volume and Open Interest 5,077 22,015 +967
Oats(CBOT)
Sep01 010801 136.50 138.75 135.50 136.25 -4.25 498 4,766 -106
Dec01 010801 135.50 136.75 133.50 134.00 -3.00 331 5,496 +42
Mar02 010801 136.50 137.50 134.50 134.50 -3.50 57 1,936 +11
May02 010801 138.00 138.00 137.00 137.00 -2.00 41 155 +40
Total Volume and Open Interest 929 12,359 -12
Rough Rice(MCE)
Sep01 010801 4.93 4.95 4.92 4.95 +0.02 134 1,339 +60
Nov01 010801 5.01 5.06 5.01 5.04 +0.02 142 1,357 +48
Jan02 010801 5.27 5.29 5.26 5.27 +0.02 95 496 +40
Mar02 010801 5.50 5.52 5.49 5.49 +0.02 75 281 +44
Total Volume and Open Interest 446 3,481 +192
Live Cattle(CME)
Aug01 010801 71.825 71.950 71.525 71.625 -0.250 6,411 20,513 -2,958
Oct01 010801 73.700 74.075 73.600 73.725 -0.175 5,047 43,730 +153
Dec01 010801 74.500 74.925 74.500 74.650 +0.025 2,491 22,879 +314
Feb02 010801 76.400 76.550 76.300 76.325 -0.075 1,162 13,284 +422
Apr02 010801 77.875 77.875 77.700 77.825 -0.125 215 5,975 +136
Jun02 010801 73.525 73.575 73.475 73.475 -0.100 94 4,505 +37
Total Volume and Open Interest 15,420 110,895 -1,896
Feeder Cattle(CME)
Aug01 010801 88.750 89.225 88.725 89.200 +0.475 945 5,239 -126
Sep01 010801 89.050 89.400 89.000 89.400 +0.350 166 1,998 -2
Oct01 010801 89.375 89.700 89.350 89.575 +0.275 487 3,832 +58
Nov01 010801 89.800 90.150 89.800 90.125 +0.225 145 2,935 -23
Jan02 010801 89.800 90.100 89.800 90.075 +0.125 57 1,277 +7
Mar02 010801 89.100 89.300 89.100 89.300 +0.350 10 204 +4
Apr02 010801 89.000 89.250 89.000 89.250 +0.300 1 125 +0
Total Volume and Open Interest 1,811 15,654 -82
Lean Hogs(CME)
Aug01 010801 70.900 70.950 70.350 70.750 +0.025 4,074 11,915 -682
Oct01 010801 60.400 60.550 60.100 60.325 +0.150 4,277 24,326 +681
Dec01 010801 55.700 56.050 55.600 55.900 +0.275 1,368 9,743 +398
Feb02 010801 57.000 57.400 57.000 57.050 +0.150 395 3,523 -13
Apr02 010801 57.350 57.600 57.200 57.475 +0.250 40 897 +0
Jun02 010801 65.150 65.425 65.150 65.425 +0.325 7 202 +5
Jul02 010801 63.150 63.200 63.150 63.200 +0.100 18 73 +7
Aug02 010801 60.425 60.425 60.425 60.425 +0.025 0 22 +0
Total Volume and Open Interest 10,180 50,927 +396
Pork Bellies(CME)
Aug01 010801 97.300 97.750 96.550 97.325 +0.375 720 1,988 -107
Feb02 010801 78.575 79.750 78.575 79.575 +0.125 323 748 +118
Mar02 010801 77.800 77.800 77.800 77.800 unch 1 40 -1
May02 010801 80.950 80.950 80.950 80.950 unch 0 13 +0
Jul02 010801 82.000 82.000 82.000 82.000 unch 0 1 +0
Total Volume and Open Interest 1,044 2,790 +10
Cocoa(NYBOT)
Sep01 010801 970 972 935 937 -20 6,403 23,120 -416
Dec01 010801 953 958 923 926 -18 743 21,757 +101
Mar02 010801 953 953 927 927 -17 618 16,882 -127
May02 010801 963 970 940 940 -16 120 6,737 +0
Jul02 010801 970 983 952 952 -16 372 6,621 +27
Sep02 010801 989 989 965 965 -16 224 7,050 -198
Dec02 010801 983 983 983 983 -18 0 10,924 +0
Total Volume and Open Interest 8,630 104,091 -715
Coffee "C"(NYBOT)
Sep01 010801 51.70 51.70 51.05 51.25 -0.70 8,131 34,810 -1,512
Dec01 010801 54.90 55.20 54.65 54.85 -0.40 4,900 13,150 +924
Mar02 010801 58.70 58.70 58.10 58.25 -0.35 535 5,901 +123
May02 010801 61.25 61.25 60.60 60.65 -0.40 110 1,955 -11
Jul02 010801 63.40 63.40 63.00 63.05 -0.45 73 2,105 +25
Sep02 010801 65.50 65.50 65.00 65.35 -0.55 47 718 -37
Total Volume and Open Interest 13,810 58,939 -476
Orange Juice(NYBOT)
Sep01 010801 78.90 79.20 77.90 78.55 -0.85 1,097 14,345 -208
Nov01 010801 82.20 82.20 81.25 82.00 -0.60 315 4,787 +26
Jan02 010801 85.50 85.60 84.50 84.90 -0.55 24 655 +18
Mar02 010801 87.70 87.70 87.70 87.70 -0.45 0 244 +0
May02 010801 90.20 90.20 90.20 90.20 -0.45 1 734 +1
Total Volume and Open Interest 1,437 20,978 -163
Sugar #11(NYBOT)
Oct01 010801 8.00 8.09 7.85 7.91 -0.02 37,354 66,492 +899
Mar02 010801 7.90 7.95 7.76 7.80 -0.01 4,932 24,384 +270
May02 010801 7.78 7.80 7.64 7.67 +0.02 916 7,307 -308
Jul02 010801 7.63 7.65 7.50 7.53 +0.03 517 7,787 -17
Oct02 010801 7.60 7.60 7.45 7.50 +0.04 166 4,285 -8
Total Volume and Open Interest 44,130 111,903 +1,016
London Cocoa(LCE)
Sep01 010801 703 720 689 691 -12 1,088 43,355 -50
Dec01 010801 723 735 709 710 -13 1,007 34,923 -35
Mar02 010801 746 758 730 731 -12 327 36,888 +18
May02 010801 760 765 744 745 -13 122 22,163 +47
Jul02 010801 782 783 760 760 -12 233 11,615 +210
Sep02 010801 794 795 771 771 -11 8 8,761 +0
Dec02 010801 807 807 788 788 -12 0 501 +0
Total Volume and Open Interest 2,785 160,370 +190
London Coffee(LCE)
Sep01 010801 514.00 516.00 510.00 511.00 -6.00 1,696 27,225 -816
Nov01 010801 520.00 522.00 518.00 518.00 -6.00 2,120 37,615 +566
Jan02 010801 535.00 536.00 532.00 532.00 -5.00 429 18,119 +242
Mar02 010801 553.00 553.00 548.00 548.00 -5.00 163 7,740 +102
May02 010801 564.00 564.00 562.00 562.00 -6.00 49 5,634 +9
Jul02 010801 582.00 582.00 577.00 577.00 -6.00 128 1,977 +97
Total Volume and Open Interest 4,585 98,310 -106
London Sugar(LCE)
Aug01 010716 272.00 283.00 272.00 281.00 +5.50 2,030 6,204 -789
Oct01 010801 237.00 238.70 236.00 236.00 -0.60 3,103 19,252 -554
Dec01 010801 229.10 232.10 229.10 230.00 -0.40 725 8,029 +202
Mar02 010801 232.00 232.00 228.80 229.50 -0.40 370 5,744 +237
May02 010801 228.60 228.90 226.50 226.50 -0.40 60 2,434 +9
Total Volume and Open Interest 4,302 39,297 -107
Cotton(NYBOT)
Oct01 010801 41.90 42.00 41.25 41.28 -0.62 357 4,136 +52
Dec01 010801 43.10 43.39 42.64 42.68 -0.48 2,906 40,046 -112
Mar02 010801 44.60 44.85 44.30 44.30 -0.43 380 7,194 +120
May02 010801 45.60 45.90 45.25 45.30 -0.45 112 4,855 -2
Jul02 010801 46.60 46.60 46.25 46.25 -0.55 17 3,437 +9
Oct02 010801 47.10 47.10 47.10 47.10 -0.20 0 193 +0
Total Volume and Open Interest 3,772 62,625 +67
Lumber(CME)
Sep01 010801 319.0 323.8 317.6 323.4 +9.3 441 1,882 -4
Nov01 010801 303.5 308.9 302.5 308.8 +9.4 247 584 -1
Jan02 010801 295.9 299.5 295.9 296.2 +3.0 105 173 +44
Mar02 010801 294.7 294.7 294.7 294.7 -0.5 0 24 +0
Total Volume and Open Interest 793 2,663 +39
Crude Oil(NYM)
Sep01 010801 26.65 26.84 26.33 26.77 +0.42 52,462 118,844 -1,329
Oct01 010801 26.08 26.19 25.82 26.13 +0.36 25,567 75,529 +2,287
Nov01 010801 25.90 26.08 25.80 26.05 +0.36 6,073 36,883 +999
Dec01 010801 25.75 26.04 25.72 25.97 +0.38 9,132 49,025 +2,142
Jan02 010801 25.60 25.80 25.60 25.79 +0.36 1,801 24,198 -327
Feb02 010801 25.35 25.60 25.35 25.58 +0.35 642 11,044 +367
Mar02 010801 25.28 25.37 25.25 25.37 +0.34 1,301 8,598 -379
Apr02 010801 25.17 25.17 25.17 25.17 +0.34 709 10,210 +281
May02 010801 24.95 24.98 24.95 24.98 +0.34 9 6,384 +0
Jun02 010801 24.78 24.80 24.71 24.79 +0.34 1,214 20,354 +221
Total Volume and Open Interest 103,373 458,875 +5,570
Heating Oil(NYM)
Sep01 010801 70.90 71.00 69.60 70.43 +0.33 16,914 41,140 +2,238
Oct01 010801 71.60 71.70 70.50 71.21 +0.36 3,882 14,020 +358
Nov01 010801 72.50 72.60 71.60 72.06 +0.36 1,610 14,138 +458
Dec01 010801 73.15 73.25 72.40 72.86 +0.41 4,103 24,492 +1,245
Jan02 010801 73.75 73.75 73.00 73.36 +0.46 351 15,035 +23
Feb02 010801 72.90 73.15 72.40 72.86 +0.51 358 11,826 +99
Mar02 010801 71.10 71.30 70.90 71.11 +0.61 153 11,762 +11
Apr02 010801 68.90 69.30 68.90 69.16 +0.66 199 3,526 -45
May02 010801 67.25 67.60 67.25 67.36 +0.66 421 2,768 -55
Jun02 010801 66.50 66.85 66.50 66.56 +0.66 290 2,518 -185
Total Volume and Open Interest 40,548 147,165 -894
Unleaded Gas(NYM)
Sep01 010801 75.00 75.30 73.70 74.51 +1.22 20,978 35,498 +453
Oct01 010801 72.30 72.30 71.10 71.76 +0.92 3,390 16,620 +119
Nov01 010801 71.00 71.10 70.50 70.88 +0.79 1,238 5,676 +396
Dec01 010801 70.80 70.80 70.50 70.66 +0.77 1,428 5,476 +800
Jan02 010801 70.50 70.86 70.50 70.86 +0.72 249 3,748 +81
Feb02 010801 71.21 71.21 71.21 71.21 +0.67 303 3,290 -21
Mar02 010801 71.86 71.86 71.86 71.86 +0.62 412 2,524 +161
Apr02 010801 77.85 77.85 77.61 77.61 +0.57 609 6,385 -234
Total Volume and Open Interest 51,104 90,884 -3,448
Natural Gas(NYM)
Sep01 010801 3.250 3.355 3.070 3.081 -0.215 31,081 50,466 +1,247
Oct01 010801 3.285 3.395 3.110 3.125 -0.216 9,369 50,985 +1,575
Nov01 010801 3.550 3.630 3.370 3.380 -0.211 4,951 34,192 +1,810
Dec01 010801 3.780 3.870 3.620 3.635 -0.204 4,039 29,899 -255
Jan02 010801 3.895 3.960 3.720 3.735 -0.199 1,887 33,910 +229
Feb02 010801 3.830 3.880 3.660 3.675 -0.194 1,089 22,016 +285
Mar02 010801 3.730 3.770 3.560 3.575 -0.182 3,358 21,755 -861
Apr02 010801 3.540 3.555 3.400 3.400 -0.170 2,665 29,562 -382
Total Volume and Open Interest 60,634 461,015 +3,571
Brent Crude Oil(IPE)
Sep01 010801 25.09 25.20 24.70 24.96 +0.27 18,930 63,829 +310
Oct01 010801 25.22 25.25 24.87 25.09 +0.32 9,271 42,584 +696
Nov01 010801 25.17 25.17 24.85 25.05 +0.28 1,828 17,114 +241
Dec01 010801 25.09 25.09 24.72 24.93 +0.24 1,850 36,580 -59
Jan02 010801 24.67 24.80 24.53 24.59 +0.23 967 18,753 -89
Feb02 010801 24.50 24.50 24.39 24.39 +0.21 518 4,689 -117
Mar02 010801 24.06 24.27 24.01 24.19 +0.20 0 3,751 +0
Apr02 010801 23.95 23.99 23.95 23.99 +0.19 0 3,120 +0
Total Volume and Open Interest 33,479 220,199 +932
Gas Oil(IPE)
Aug01 010801 221.00 222.00 218.50 219.00 -1.25 8,813 25,516 +771
Sep01 010801 221.00 221.00 218.00 218.25 -1.25 6,092 26,938 +1,342
Oct01 010801 221.25 221.50 218.50 219.25 -1.25 1,655 15,795 +22
Nov01 010801 222.00 222.00 219.00 219.50 -1.00 345 11,586 -8
Dec01 010801 222.00 222.00 219.25 219.75 -0.75 1,614 23,696 +531
Jan02 010801 221.00 221.00 218.75 219.00 -0.50 30 8,777 +30
Feb02 010801 216.50 216.75 216.50 216.75 -0.25 0 4,051 -50
Mar02 010801 213.50 213.50 213.50 213.50 +0.25 0 3,473 +0
Total Volume and Open Interest 18,549 128,475 +2,638
US Dollar Index(NYBOT)
Sep01 010801 117.25 117.25 116.56 116.70 -0.69 512 6,424 +2
Dec01 010801 116.93 117.10 116.93 117.02 -0.69 3 2,027 -1
Mar02 010801 117.34 117.34 117.34 117.34 -0.69      
Total Volume and Open Interest 515 8,451 +1
Australian Dollar(IMM)
Sep01 010801 51.22 51.89 51.20 51.84 +1.05 2,353 23,017 +737
Dec01 010801 51.05 51.67 51.05 51.67 +1.04 1 222 +4
Mar02 010801 51.50 51.50 51.50 51.50 +1.03 0 308 +0
Total Volume and Open Interest 2,354 23,550 +741
British Pound(IMM)
Sep01 010801 142.98 143.24 142.76 143.18 +0.90 2,478 31,757 -136
Dec01 010801 142.34 142.90 142.34 142.62 +0.90 19 121 +1
Mar02 010801 142.00 142.00 142.00 142.00 +0.90 0 8 +0
Total Volume and Open Interest 2,497 31,886 -135
Canadian Dollar(IMM)
Sep01 010801 65.02 65.17 64.96 65.10 -0.19 14,424 46,473 -6,051
Dec01 010801 64.93 65.06 64.85 65.02 -0.19 110 3,957 -17
Mar02 010801 64.85 64.97 64.85 64.97 -0.19 95 636 +65
Jun02 010801 64.85 64.93 64.82 64.93 -0.19 0 366 +0
Total Volume and Open Interest 14,629 51,491 -6,003
Japanese Yen(IMM)
Sep01 010801 80.68 80.68 80.40 80.60 +0.28 9,929 104,553 +1,710
Dec01 010801 81.40 81.40 81.30 81.30 +0.28 127 1,196 +1
Mar02 010801 82.02 82.02 82.02 82.02 +0.28 0 28 +0
Total Volume and Open Interest 10,056 105,945 +1,711
Deutsche Mark(IMM)
Sep01 010801 45.00 45.00 45.00 45.00 +0.30 0 337 +0
Dec01 010801 44.93 44.93 44.93 44.93 +0.31 0 1 +0
Total Volume and Open Interest 0 338 +0
Swiss Franc(IMM)
Sep01 010801 58.44 58.45 58.23 58.42 +0.52 4,452 50,503 -684
Dec01 010801 58.43 58.52 58.36 58.49 +0.52 3 478 -2
Mar02 010801 58.60 58.60 58.60 58.60 +0.52 0 64 +0
Total Volume and Open Interest 4,455 51,045 -686
EuroFX(IMM)
Sep01 010801 88.08 88.09 87.75 88.02 +0.60 10,926 87,073 +1,873
Dec01 010801 87.89 87.89 87.65 87.87 +0.60 19 2,106 +3
Mar02 010801 87.79 87.79 87.79 87.79 +0.60 48 430 +0
Total Volume and Open Interest 10,993 89,655 +1,876
Mexican Peso(IMM)
Sep01 010801 10845.0 10850.0 10720.0 10735.0 -77.0 3,836 23,806 +49
Dec01 010801 10550.0 10560.0 10515.0 10515.0 -77.0 6 1,441 +0
Total Volume and Open Interest 3,871 28,130 +58
30-Year T-Bonds(CBOT)
Sep01 010801 103~27 104~03 103~14 103~25 -0~08 190,645 477,459 -2,693
Dec01 010801 102~28 103~10 102~24 103~01 -0~08 4,126 30,502 +547
Mar02 010801 102~11 102~11 102~11 102~11 -0~08 192 216 -65
Total Volume and Open Interest 194,963 508,230 -2,211
Municipal Bonds(CBOT)
Sep01 010801 106~08 106~13 105~30 106~05 -0~08 457 11,972 -8
Dec01 010801 105~08 105~08 105~08 105~08 -0~08 0 2 +0
Total Volume and Open Interest 457 11,974 -8
10-Year T-Notes(CBOT)
Sep01 010801 106~010 106~040 105~195 105~275 -0~080 229,467 549,306 +12,074
Dec01 010801 105~005 105~100 104~285 105~035 -0~085 7,431 33,575 +1,016
Total Volume and Open Interest 236,898 582,881 +13,090
5-Year T-Notes(CBOT)
Sep01 010801 105~115 105~160 105~035 105~090 -0~045 59,786 469,451 -1,680
Dec01 010801 105~020 105~030 104~275 104~310 -0~055 1,291 9,607 +597
Total Volume and Open Interest 61,077 479,058 -1,083
2 Year T-Notes(CBOT)
Sep01 010801 103~072 103~084 103~062 103~069 -0~005 3,746 56,934 -815
Dec01 010801 103~041 103~041 103~041 103~041 -0~005      
Total Volume and Open Interest 3,746 56,934 -815
3-Mth T-Bills(IMM)
Sep01 010801 96.66 96.68 96.66 96.67 +0.02 178 2,265 +105
Total Volume and Open Interest 178 2,265 +105
Eurodollars(IMM)
Sep01 010801 96.460 96.475 96.450 96.465 unch 92,105 703,360 +8,906
Dec01 010801 96.310 96.335 96.295 96.325 unch 110,815 667,358 -2,516
Mar02 010801 96.180 96.220 96.150 96.185 -0.015 125,226 493,772 +8,955
Jun02 010801 95.880 95.910 95.830 95.870 -0.025 93,771 537,271 +4,887
Sep02 010801 95.535 95.560 95.485 95.530 -0.030 74,636 414,479 +2,076
Dec02 010801 95.160 95.180 95.110 95.155 -0.025 46,127 334,185 +2,806
Mar03 010801 94.935 94.955 94.880 94.925 -0.030 22,273 249,569 -414
Jun03 010801 94.695 94.705 94.635 94.670 -0.035 16,434 155,296 +3,663
Sep03 010801 94.485 94.500 94.435 94.470 -0.035 10,288 145,484 +454
Dec03 010801 94.265 94.285 94.215 94.255 -0.035 12,956 113,352 +2,037
Mar04 010801 94.205 94.210 94.140 94.185 -0.040 9,269 127,586 -330
Jun04 010801 94.080 94.085 94.015 94.055 -0.045 8,286 88,755 +1,721
Total Volume and Open Interest 668,592 4,625,762 +32,811
3-Mth Euro-Yen(IMM)
Sep01 010801 99.90 99.90 99.89 99.89 -0.01 527 27,134 -10
Dec01 010801 99.86 99.86 99.86 99.86 -0.01 709 12,509 -859
Mar02 010801 99.85 99.86 99.85 99.85 unch 113 5,890 -9
Jun02 010801 99.86 99.86 99.86 99.86 unch 177 6,032 +130
Sep02 010801 99.82 99.82 99.82 99.82 -0.01 1 5,739 +0
Dec02 010801 99.78 99.78 99.78 99.78 unch 0 1,208 +0
Mar03 010801 99.75 99.75 99.75 99.75 +0.01 41 175 +5
Jun03 010801 99.72 99.72 99.72 99.72 unch 0 46 +0
Sep03 010801 99.67 99.67 99.67 99.67 unch      
Dec03 010801 99.58 99.58 99.58 99.58 unch 0 2 +0
Total Volume and Open Interest 1,568 58,955 -743
3-Mth Euro-Yen(SIMEX)
Sep01 010801 99.89 99.90 99.89 99.89 0.00 1,862 88,205 +124
Dec01 010801 99.86 99.86 99.86 99.86 +0.00 3,452 78,449 -1,318
Mar02 010801 99.85 99.86 99.85 99.86 +0.01 3,364 52,297 +647
Jun02 010801 99.86 99.86 99.86 99.86 unch 472 49,959 +48
Sep02 010801 99.82 99.82 99.82 99.82 unch 167 20,889 -134
Dec02 010801 99.78 99.78 99.78 99.78 +0.01 18 9,028 +0
Mar03 010801 99.75 99.75 99.75 99.75 +0.00 272 12,855 +255
Jun03 010801 99.72 99.72 99.72 99.72 unch 305 15,331 +289
Total Volume and Open Interest 10,112 344,189 +11
Euro Notional Bond(MATIF)
Sep01 010801 89.51 89.61 89.34 89.44 -0.17 16,251 86,960 +8,619
Dec01 010801 89.38 89.38 89.38 89.38 -0.17      
Mar02 010801 89.51 89.51 89.51 89.51 -0.20      
Total Volume and Open Interest 16,251 86,960 +8,619
3-Month Euribor(MATIF)
Sep01 010801 95.75 95.75 95.75 95.75 unch 0 2,411 +0
Dec01 010801 95.95 95.95 95.95 95.95 unch 0 2,845 +0
Mar02 010801 96.05 96.05 96.05 96.05 unch 0 2,592 +0
Total Volume and Open Interest 0 9,049 +0
German Euro-Bund(EUREX)
Sep01 010801 108.39 108.39 108.11 108.18 -0.20 612,574 635,505 +36,164
Dec01 010801 107.87 107.90 107.72 107.72 -0.20 4,210 15,007 +1,695
Mar02 010801 107.61 107.61 107.61 107.61 -0.37 1,942 610 +0
Total Volume and Open Interest 618,726 651,122 +37,859
German Euro-Bobl(EUREX)
Sep01 010801 106.71 106.76 106.63 106.69 -0.02 308,749 462,186 +17,338
Dec01 010801 106.58 106.58 106.54 106.57 -0.01 8,045 51,582 +4,042
Mar02 010801 106.28 106.28 106.28 106.28 +0.02 31 1,846 -1
Total Volume and Open Interest 316,825 515,614 +21,379
Long Gilt(LIFFE)
Sep01 010801 114~16 114~16 114~04 114~07 -0~10 26,275 72,303 +88
Dec01 010801 113~18 113~19 113~16 113~19 -0~10 384 1,679 +383
Total Volume and Open Interest 26,659 73,982 +471
3-Mth Short Sterling(LIFFE)
Sep01 010801 94.80 94.81 94.77 94.78 -0.03 28,789 0 +0
Dec01 010801 94.79 94.82 94.76 94.77 -0.05 35,256 0 +0
Mar02 010801 94.69 94.71 94.64 94.65 -0.06 39,364 0 +0
Total Volume and Open Interest 160,878    
3-Mth Euribor(LIFFE)
Sep01 010801 95.745 95.770 95.740 95.760 +0.015 69,716 429,310 -6,657
Dec01 010801 95.950 95.975 95.940 95.950 +0.005 54,160 341,635 +153
Mar02 010801 96.060 96.080 96.045 96.055 -0.005 57,047 296,965 +3,508
Total Volume and Open Interest 261,262 1,726,527 +14,746
3-Mth Aus T-Bills(SFE)
Sep01 010801 94.97 95.01 94.97 94.99 +0.03 9,927 162,255 -8,949
Dec01 010801 94.89 94.91 94.85 94.91 +0.05 12,364 85,853 -2,637
Mar02 010801 94.70 94.75 94.69 94.74 +0.07 3,413 46,918 -121
Jun02 010801 94.41 94.46 94.41 94.46 +0.10 897 22,746 +69
Sep02 010801 94.11 94.17 94.11 94.17 +0.10 129 13,827 +52
Dec02 010801 93.88 93.93 93.88 93.93 +0.09 110 9,433 -40
Mar03 010801 93.72 93.75 93.70 93.75 +0.09 50 4,936 +30
Jun03 010801 93.58 93.61 93.55 93.61 +0.10 44 3,697 +25
Sep03 010801 93.51 93.51 93.49 93.51 +0.10 145 1,630 +103
Dec03 010801 93.45 93.45 93.42 93.42 +0.07 10 1,105 +0
Total Volume and Open Interest 27,100 355,364 -11,468
10-Year Aus T-Bonds(SFE)
Sep01 010801 93.94 93.96 93.90 93.93 +0.06 2,869 147,527 -5,578
Dec01 010801 93.96 93.96 93.96 93.96 +0.07 0 108 +0
Total Volume and Open Interest 14,129 153,105 +754
3-Year Aus T-Bonds(SFE)
Sep01 010801 94.36 94.39 94.30 94.39 +0.09 49,731 321,207 -18,624
Dec01 010801 94.35 94.35 94.35 94.35 +0.09      
Total Volume and Open Interest 49,731 321,207 -18,624
Gold(CMX)
Aug01 010801 266.9 268.1 266.1 267.4 +1.2 1,912 1,550 -2,976
Oct01 010801 268.6 269.6 267.9 269.0 +1.1 815 10,206 +74
Dec01 010801 269.5 271.0 269.0 270.3 +1.1 11,929 64,898 +2,610
Feb02 010801 271.4 271.4 271.2 271.2 +1.1 39 7,652 +14
Apr02 010801 272.1 272.8 272.0 272.1 +1.1 2 1,942 +0
Jun02 010801 273.1 273.1 273.1 273.1 +1.1 27 5,667 +4
Total Volume and Open Interest 14,725 100,943 -275
Silver(CMX)
Sep01 010801 424.0 424.5 422.5 423.3 +0.5 3,371 55,541 -448
Dec01 010801 428.0 429.5 427.0 427.8 +0.6 1,675 12,797 +624
Mar02 010801 430.5 431.8 429.5 431.8 +0.6 25 2,526 +0
May02 010801 433.9 433.9 433.9 433.9 +0.6 1 901 +1
Jul02 010801 436.2 436.2 436.2 436.2 +0.6 3 1,238 +0
Total Volume and Open Interest 5,085 77,616 +165
Platinum(NYM)
Oct01 010801 471.0 475.8 467.0 474.3 -0.1 512 5,849 -13
Jan02 010801 468.0 469.3 468.0 469.3 -0.1 12 362 +6
Total Volume and Open Interest 524 6,211 -7
Palladium(NYME)
Sep01 010801 462.00 477.00 462.00 470.00 +8.50 68 1,219 +1
Dec01 010801 473.50 473.50 473.50 473.50 +8.50 2 264 +2
Total Volume and Open Interest 70 1,483 +3
Copper(CMX)
Sep01 010801 67.65 68.80 67.10 68.75 +0.50 6,406 45,361 -1,361
Dec01 010801 68.75 69.85 68.20 69.80 +0.55 3,112 14,828 +1,438
Mar02 010801 69.60 70.90 69.35 70.85 +0.50 202 5,475 +111
May02 010801 70.25 71.40 70.10 71.40 +0.45 7 1,994 +7
Jul02 010801 70.85 71.90 70.80 71.90 +0.40 2 1,222 -18
Total Volume and Open Interest 10,375 82,429 -1,876
DJIA Index(CBOT)
Sep01 010801 10560 10620 10510 10547 +17 15,428 28,089 +334
Dec01 010801 10615 10665 10560 10601 +19 100 1,212 +21
Mar02 010801 10661 10661 10661 10661 +19 0 2 +0
Jun02 010801 10731 10731 10731 10731 +19      
Total Volume and Open Interest 15,528 29,309 +355
S & P 500(CME)
Sep01 010801 1221.00 1227.50 1216.00 1221.40 +6.10 58,145 462,423 +356
Dec01 010801 1226.00 1232.00 1224.00 1228.90 +6.10 910 29,976 +655
Mar02 010801 1236.40 1236.40 1236.40 1236.40 +6.10 2 1,161 -1
Jun02 010801 1246.20 1246.20 1246.20 1246.20 +6.10 2 556 -3
Total Volume and Open Interest 59,067 494,503 +1,007
S & P 500 E-Mini(Globex)
Sep01 010801 1213.75 1227.50 1210.75 1221.50 +6.25 131,948 112,856 -102
Dec01 010801 1232.00 1236.00 1226.25 1229.00 +6.25 18 74 -2
Total Volume and Open Interest 131,966 112,930 -104
NASDAQ 100(CME)
Sep01 010801 1720.00 1755.00 1712.00 1738.50 +45.50 15,019 53,857 -27
Dec01 010801 1754.50 1754.50 1754.50 1754.50 +45.50 0 37 +0
Mar02 010801 1755.00 1770.50 1755.00 1770.50 +45.50 0 2 +0
Total Volume and Open Interest 15,019 53,896 -27
NASDAQ 100 E-Mini(GLOBEX)
Sep01 010801 1690.5 1754.5 1681.0 1738.5 +45.5 117,702 109,731 -2,785
Dec01 010801 1754.5 1754.5 1754.5 1754.5 +45.5 1 3 +0
Total Volume and Open Interest 117,703 109,734 -2,785
NYSE Composite(NYBOT)
Sep01 010801 621.50 621.80 618.00 619.30 +0.45 2,081 4,942 +140
Dec01 010801 622.80 622.80 622.80 622.80 +0.45 0 670 +0
Mar02 010801 626.30 626.30 626.30 626.30 +0.45 0 300 +0
Total Volume and Open Interest 2,081 5,912 +140
S & P Midcap 400(CME)
Sep01 010801 515.00 518.50 512.50 516.90 +3.85 2,001 16,001 -139
Dec01 010801 521.80 521.80 521.80 521.80 +3.85      
Mar02 010801 525.85 525.85 525.85 525.85 +3.85      
Total Volume and Open Interest 2,001 16,001 -139
Russell 2000(CME)
Sep01 010801 486.50 492.50 485.00 492.50 +5.95 3,802 21,324 +40
Dec01 010801 499.75 499.75 499.75 499.75 +5.95      
Mar02 010801 507.35 507.35 507.35 507.35 +5.95      
Total Volume and Open Interest 3,802 21,324 +40
Value Line(KCBT)
Sep01 010801 1231.00 1245.00 1231.00 1240.00 +10.00 54 336 +23
Total Volume and Open Interest 54 339 +23
Nikkei 225(CME)
Sep01 010801 12080 12150 12055 12125