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MRCI's End of Day Prices
Daily Futures Price Listing Thu August 02, 2001
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Aug01 010802 512.00 512.50 492.00 493.25 -15.75 3,964 8,338 -668
Sep01 010802 510.50 512.00 492.00 494.50 -13.00 5,935 21,443 +101
Nov01 010802 510.00 510.50 489.00 491.75 -14.50 30,770 91,813 -1,451
Jan02 010802 512.50 514.00 494.50 496.75 -13.25 1,638 12,308 +337
Mar02 010802 516.00 516.00 497.25 499.50 -12.00 799 14,132 +331
May02 010802 511.00 512.50 494.00 498.00 -11.00 527 16,380 -108
Jul02 010802 514.00 514.00 495.00 498.00 -11.50 558 7,066 +156
Total Volume and Open Interest 44,287 172,883 -1,296
Soybean Meal(CBOT)
Aug01 010802 177.30 177.50 173.30 174.60 -1.60 4,809 14,535 -1,323
Sep01 010802 171.80 172.00 167.10 168.70 -1.90 9,605 23,823 -1,613
Oct01 010802 167.00 167.30 162.60 163.60 -2.50 1,695 13,402 -3
Dec01 010802 167.00 167.00 161.50 162.90 -2.60 7,465 52,070 +556
Jan02 010802 166.20 166.20 161.60 162.40 -2.70 916 10,536 +348
Mar02 010802 163.90 163.90 159.00 161.00 -1.90 748 8,553 +140
May02 010802 161.00 161.00 156.50 157.40 -2.60 1,045 6,853 +8
Jul02 010802 160.50 160.50 156.50 157.20 -2.30 790 3,264 +287
Total Volume and Open Interest 27,175 134,539 -1,524
Soybean Oil(CBOT)
Aug01 010802 18.95 18.95 18.20 18.24 -0.54 10,120 4,942 -2,720
Sep01 010802 19.00 19.04 18.30 18.37 -0.43 12,072 35,065 +539
Oct01 010802 19.10 19.18 18.45 18.45 -0.49 1,391 17,302 +268
Dec01 010802 19.48 19.51 18.78 18.87 -0.42 8,891 65,487 +341
Jan02 010802 19.57 19.57 18.92 19.10 -0.35 2,442 12,702 +113
Mar02 010802 19.75 19.75 19.10 19.22 -0.41 702 8,438 +381
May02 010802 19.80 19.80 19.25 19.42 -0.28 966 8,961 +207
Jul02 010802 19.75 19.75 19.38 19.56 -0.41 1,072 4,170 +44
Total Volume and Open Interest 37,656 159,468 -828
Canola(WCE)
Aug01 010802 363.0 363.0 359.9 359.9 +1.9 66 2 -66
Sep01 010802 356.5 356.5 356.5 356.5 -0.5 40 1,262 -33
Nov01 010802 361.0 362.9 353.1 353.5 -4.6 3,570 59,830 -262
Jan02 010802 360.0 362.5 353.5 353.5 -4.5 301 4,572 -59
Mar02 010802 360.0 360.0 352.5 353.0 -1.8 6 4,076 +5
Total Volume and Open Interest 4,790 70,905 +363
Corn(CBOT)
Sep01 010802 217.50 218.00 213.00 213.50 -1.75 19,215 119,994 +81
Nov01 010802 223.75 223.75 221.00 221.00 -2.00 0 230 +0
Dec01 010802 229.25 230.00 224.25 225.00 -1.75 25,833 192,756 +1,813
Jan02 010802 229.50 229.50 228.50 228.75 -1.75 11 381 +11
Mar02 010802 239.50 240.00 234.75 235.50 -1.75 2,036 36,915 +121
May02 010802 243.00 243.00 239.25 240.25 -1.50 333 10,698 +92
Total Volume and Open Interest 48,051 390,194 +2,170
Wheat(CBOT)
Sep01 010802 275.00 276.50 269.00 269.50 -5.00 6,643 57,360 -1,452
Dec01 010802 288.50 290.50 283.50 284.50 -4.50 10,956 54,310 +871
Mar02 010802 301.00 301.00 295.75 296.50 -4.00 536 22,898 +4
May02 010802 303.00 303.00 301.00 301.00 -3.00 11 1,151 +4
Jul02 010802 307.50 308.25 305.00 305.75 -2.00 113 3,477 +33
Total Volume and Open Interest 18,265 139,950 -536
Wheat(KCBT)
Sep01 010802 305.75 306.00 301.00 301.25 -3.25 3,658 43,934 -614
Dec01 010802 320.50 320.75 315.50 316.50 -3.00 3,242 30,313 +1,010
Mar02 010802 333.25 333.25 328.00 328.75 -3.00 523 7,989 +150
May02 010802 334.00 340.00 334.00 334.00 -3.00 106 949 +101
Jul02 010802 338.00 339.00 338.00 338.00 -3.00 5 180 +5
Total Volume and Open Interest 7,534 83,367 +652
Wheat(MGE)
Sep01 010802 317.00 317.25 311.50 312.75 -3.25 1,639 12,119 -165
Dec01 010802 331.00 331.00 325.50 327.00 -2.75 1,019 7,896 +161
Mar02 010802 342.25 342.25 338.25 340.00 -2.00 72 1,795 +22
May02 010802 348.00 348.00 347.00 347.00 -3.75 0 162 +0
Jul02 010802 356.00 356.00 353.50 353.50 -4.50 0 21 +0
Total Volume and Open Interest 2,730 22,033 +18
Oats(CBOT)
Sep01 010802 138.00 138.00 127.00 129.00 -7.25 405 4,694 -72
Dec01 010802 135.75 135.75 126.00 128.50 -5.50 289 5,532 +36
Mar02 010802 136.00 136.00 130.00 132.00 -2.50 106 1,979 +43
May02 010802 137.50 137.50 134.00 134.00 -3.00 10 148 -7
Total Volume and Open Interest 810 12,359 +0
Rough Rice(MCE)
Sep01 010802 4.95 4.95 4.90 4.90 -0.05 111 1,284 -55
Nov01 010802 5.06 5.06 4.98 5.00 -0.04 126 1,379 +22
Jan02 010802 5.25 5.25 5.21 5.21 -0.06 83 510 +14
Mar02 010802 5.46 5.46 5.46 5.46 -0.03 57 318 +37
Total Volume and Open Interest 377 3,499 +18
Live Cattle(CME)
Aug01 010802 71.750 71.875 71.525 71.650 +0.025 6,456 20,479 -34
Oct01 010802 73.700 74.000 73.525 73.575 -0.150 5,543 44,279 +549
Dec01 010802 74.550 74.850 74.475 74.550 -0.100 2,686 22,767 -112
Feb02 010802 76.425 76.625 76.250 76.275 -0.050 1,040 13,717 +433
Apr02 010802 77.750 78.050 77.750 77.925 +0.100 323 6,080 +105
Jun02 010802 73.450 73.750 73.450 73.475 unch 132 4,480 -25
Total Volume and Open Interest 16,181 111,812 +917
Feeder Cattle(CME)
Aug01 010802 88.750 89.400 88.750 88.925 -0.275 639 5,043 -196
Sep01 010802 89.200 89.575 89.050 89.075 -0.325 145 1,986 -12
Oct01 010802 89.350 89.825 89.175 89.200 -0.375 161 3,841 +9
Nov01 010802 89.900 90.200 89.725 89.900 -0.225 111 2,985 +50
Jan02 010802 89.950 90.100 89.900 89.925 -0.150 67 1,294 +17
Mar02 010802 89.300 89.350 89.000 89.000 -0.300 2 204 +0
Apr02 010802 89.250 89.250 89.250 89.250 unch 5 130 +5
Total Volume and Open Interest 1,131 15,528 -126
Lean Hogs(CME)
Aug01 010802 70.850 71.200 70.350 70.650 -0.100 4,948 11,182 -733
Oct01 010802 60.550 60.575 59.050 59.375 -0.950 4,784 25,903 +1,577
Dec01 010802 56.000 56.050 54.750 55.000 -0.900 1,467 10,310 +567
Feb02 010802 56.950 57.050 55.900 56.100 -0.950 177 3,514 -9
Apr02 010802 57.400 57.500 56.600 56.600 -0.875 71 906 +9
Jun02 010802 65.050 65.050 64.500 65.000 -0.425 8 204 +2
Jul02 010802 63.000 63.000 62.975 62.975 -0.225 2 73 +0
Aug02 010802 60.000 60.000 59.850 59.850 -0.575 0 22 +0
Total Volume and Open Interest 11,510 52,378 +1,451
Pork Bellies(CME)
Aug01 010802 97.400 97.700 95.600 97.100 -0.225 440 2,031 +43
Feb02 010802 79.550 80.000 78.400 79.400 -0.175 122 808 +60
Mar02 010802 78.500 79.000 78.350 78.350 +0.550 0 40 +0
May02 010802 80.950 80.950 80.950 80.950 unch 0 13 +0
Jul02 010802 82.000 82.000 82.000 82.000 unch 0 1 +0
Total Volume and Open Interest 562 2,893 +103
Cocoa(NYBOT)
Sep01 010802 940 948 930 946 +9 6,128 21,132 -1,988
Dec01 010802 928 937 923 935 +9 2,176 22,425 +668
Mar02 010802 929 935 927 935 +8 269 17,027 +145
May02 010802 948 948 948 948 +8 1,148 7,664 +927
Jul02 010802 956 963 951 960 +8 210 6,787 +166
Sep02 010802 975 977 970 973 +8 323 7,052 +2
Dec02 010802 993 993 993 993 +10 150 10,995 +71
Total Volume and Open Interest 10,404 104,082 -9
Coffee "C"(NYBOT)
Sep01 010802 50.80 50.90 50.15 50.45 -0.80 3,080 34,086 -724
Dec01 010802 54.40 54.50 53.80 54.10 -0.75 1,896 13,627 +477
Mar02 010802 57.50 58.00 57.40 57.55 -0.70 449 5,928 +27
May02 010802 60.20 60.50 59.95 60.00 -0.65 110 1,976 +21
Jul02 010802 62.70 62.80 62.10 62.50 -0.55 6 2,104 -1
Sep02 010802 65.00 65.00 64.00 64.70 -0.65 29 716 -2
Total Volume and Open Interest 5,596 58,754 -185
Orange Juice(NYBOT)
Sep01 010802 78.05 78.30 77.10 77.60 -0.95 1,882 14,331 -14
Nov01 010802 81.50 81.50 80.50 81.05 -0.95 385 4,953 +166
Jan02 010802 84.10 84.10 83.80 84.00 -0.90 38 689 +34
Mar02 010802 87.00 87.00 86.80 86.80 -0.90 0 244 +0
May02 010802 89.60 89.60 89.60 89.60 -0.60 0 734 +0
Total Volume and Open Interest 2,305 21,164 +186
Sugar #11(NYBOT)
Oct01 010802 7.89 8.02 7.60 7.65 -0.26 19,246 66,782 +290
Mar02 010802 7.85 7.91 7.53 7.56 -0.24 5,903 24,757 +373
May02 010802 7.72 7.77 7.37 7.42 -0.25 2,076 6,796 -511
Jul02 010802 7.58 7.59 7.25 7.26 -0.27 1,043 7,886 +99
Oct02 010802 7.56 7.56 7.24 7.24 -0.26 657 4,347 +62
Total Volume and Open Interest 29,983 112,710 +807
London Cocoa(LCE)
Sep01 010802 688 694 680 691 unch 2,506 42,863 -492
Dec01 010802 705 712 701 712 +2 1,988 33,963 -960
Mar02 010802 725 733 722 731 unch 501 36,842 -46
May02 010802 739 748 736 746 +1 1,363 23,298 +1,135
Jul02 010802 753 761 753 759 -1 269 11,766 +151
Sep02 010802 759 771 759 770 -1 489 9,189 +428
Dec02 010802 786 788 786 788 unch 111 534 +33
Total Volume and Open Interest 7,227 160,619 +249
London Coffee(LCE)
Sep01 010802 510.00 510.00 496.00 498.00 -13.00 2,220 26,137 -1,088
Nov01 010802 518.00 519.00 508.00 509.00 -9.00 2,285 39,131 +1,516
Jan02 010802 532.00 532.00 519.00 521.00 -11.00 311 18,227 +108
Mar02 010802 550.00 550.00 535.00 536.00 -12.00 157 7,818 +78
May02 010802 560.00 560.00 547.00 550.00 -12.00 4 5,633 -1
Jul02 010802 574.00 574.00 564.00 565.00 -12.00 7 1,977 +0
Total Volume and Open Interest 4,991 98,930 +620
London Sugar(LCE)
Aug01 010716 272.00 283.00 272.00 281.00 +5.50 2,030 6,204 -789
Oct01 010802 236.50 237.50 232.20 232.30 -3.70 1,171 19,278 +26
Dec01 010802 231.00 232.00 225.30 225.30 -4.70 225 8,095 +66
Mar02 010802 230.00 231.00 224.50 224.50 -5.00 366 6,045 +301
May02 010802 228.00 228.00 222.50 222.50 -4.00 66 2,428 -6
Total Volume and Open Interest 1,919 39,713 +416
Cotton(NYBOT)
Oct01 010802 41.30 41.85 41.01 41.16 -0.12 428 4,112 -24
Dec01 010802 42.70 43.15 42.41 42.51 -0.17 3,831 40,354 +308
Mar02 010802 44.30 44.70 44.05 44.13 -0.17 291 7,197 +3
May02 010802 45.33 45.50 45.15 45.16 -0.14 174 4,839 -16
Jul02 010802 46.35 46.35 46.15 46.16 -0.09 154 3,499 +62
Oct02 010802 46.65 46.70 46.65 46.70 -0.40 0 193 +0
Total Volume and Open Interest 4,879 62,959 +334
Lumber(CME)
Sep01 010802 321.0 324.0 313.4 318.5 -4.9 788 1,895 +13
Nov01 010802 309.0 312.0 298.8 306.2 -2.6 237 643 +59
Jan02 010802 292.0 298.5 286.2 295.5 -0.7 95 205 +32
Mar02 010802 293.1 293.1 292.1 292.1 -2.6 15 28 +4
Total Volume and Open Interest 1,135 2,771 +108
Crude Oil(NYM)
Sep01 010802 27.50 27.90 27.35 27.71 +0.94 72,772 113,367 -5,477
Oct01 010802 26.80 27.24 26.75 27.04 +0.91 39,021 78,446 +2,917
Nov01 010802 26.75 27.05 26.66 26.91 +0.86 11,065 38,872 +1,989
Dec01 010802 26.60 26.90 26.54 26.74 +0.77 7,889 49,764 +739
Jan02 010802 26.50 26.60 26.35 26.51 +0.72 2,433 24,128 -70
Feb02 010802 26.30 26.35 26.26 26.26 +0.68 413 11,147 +103
Mar02 010802 25.85 26.15 25.85 26.01 +0.64 487 8,801 +203
Apr02 010802 25.88 25.88 25.76 25.76 +0.59 650 9,992 -218
May02 010802 25.40 25.52 25.40 25.52 +0.54 206 6,396 +12
Jun02 010802 25.20 25.45 25.20 25.28 +0.49 1,131 20,603 +249
Total Volume and Open Interest 140,092 459,502 +627
Heating Oil(NYM)
Sep01 010802 72.00 73.90 72.00 73.25 +2.82 10,254 39,722 -1,418
Oct01 010802 73.20 74.35 72.70 73.82 +2.61 4,490 13,520 -500
Nov01 010802 73.70 75.00 73.50 74.52 +2.46 776 14,251 +113
Dec01 010802 74.40 75.60 74.25 75.17 +2.31 1,454 25,498 +1,006
Jan02 010802 74.95 76.05 74.65 75.52 +2.16 673 15,220 +185
Feb02 010802 74.60 75.40 74.30 74.87 +2.01 108 11,891 +65
Mar02 010802 72.90 73.35 72.30 72.87 +1.76 63 11,768 +6
Apr02 010802 70.20 71.35 70.10 70.77 +1.61 33 3,549 +23
May02 010802 68.82 68.82 68.82 68.82 +1.46 141 2,831 +63
Jun02 010802 67.60 68.00 67.60 67.87 +1.31 25 2,526 +8
Total Volume and Open Interest 18,041 145,512 -1,653
Unleaded Gas(NYM)
Sep01 010802 76.50 77.70 75.70 77.60 +3.09 14,593 35,874 +376
Oct01 010802 73.60 74.70 73.05 74.60 +2.84 6,211 17,029 +409
Nov01 010802 72.50 73.60 72.20 73.55 +2.67 846 5,949 +273
Dec01 010802 72.30 73.20 72.25 73.20 +2.54 1,325 5,647 +171
Jan02 010802 72.60 73.50 72.60 73.30 +2.44 786 4,004 +256
Feb02 010802 73.60 73.60 73.60 73.60 +2.39 53 3,247 -43
Mar02 010802 73.80 74.20 73.80 74.20 +2.34 10 2,524 +0
Apr02 010802 79.80 79.80 79.80 79.80 +2.19 364 6,213 -172
Total Volume and Open Interest 24,296 88,862 -2,022
Natural Gas(NYM)
Sep01 010802 3.130 3.210 3.095 3.192 +0.111 37,090 51,374 +908
Oct01 010802 3.150 3.250 3.140 3.232 +0.107 7,538 52,169 +1,184
Nov01 010802 3.405 3.490 3.395 3.477 +0.097 4,934 34,500 +308
Dec01 010802 3.655 3.722 3.640 3.722 +0.087 3,257 29,876 -23
Jan02 010802 3.755 3.822 3.735 3.822 +0.087 2,672 33,557 -353
Feb02 010802 3.695 3.760 3.670 3.757 +0.082 1,499 22,209 +193
Mar02 010802 3.595 3.650 3.595 3.647 +0.072 1,922 21,401 -354
Apr02 010802 3.420 3.480 3.410 3.462 +0.062 2,341 30,757 +1,195
Total Volume and Open Interest 67,132 465,687 +4,672
Brent Crude Oil(IPE)
Sep01 010802 24.97 26.17 24.97 26.13 +1.17 26,061 61,027 -2,802
Oct01 010802 25.22 26.15 25.22 26.10 +1.01 12,724 44,112 +1,528
Nov01 010802 25.27 26.00 25.27 25.97 +0.92 2,459 17,714 +600
Dec01 010802 25.15 25.81 25.15 25.77 +0.84 3,110 36,614 +34
Jan02 010802 24.87 25.44 24.87 25.39 +0.80 669 18,906 +153
Feb02 010802 24.89 25.60 24.89 25.14 +0.75 15 4,704 +15
Mar02 010802 24.40 24.89 24.40 24.89 +0.70 440 3,929 +178
Apr02 010802 24.41 24.71 24.41 24.64 +0.65 300 2,820 -300
Total Volume and Open Interest 47,336 219,405 -794
Gas Oil(IPE)
Aug01 010802 220.00 229.75 219.50 228.50 +9.50 8,173 24,502 -1,014
Sep01 010802 219.75 228.50 219.25 227.75 +9.50 5,437 27,206 +268
Oct01 010802 220.50 229.00 220.50 228.25 +9.00 2,372 16,169 +374
Nov01 010802 224.50 229.25 224.50 228.25 +8.75 446 11,796 +210
Dec01 010802 222.00 228.00 221.75 227.75 +8.00 461 23,832 +136
Jan02 010802 221.00 226.50 221.00 226.50 +7.50 731 9,313 +536
Feb02 010802 221.50 224.00 221.50 224.00 +7.25 50 4,076 +25
Mar02 010802 220.25 220.25 220.25 220.25 +6.75 0 3,473 +0
Total Volume and Open Interest 18,375 129,556 +1,081
US Dollar Index(NYBOT)
Sep01 010802 116.76 116.95 116.39 116.41 -0.29 951 6,406 -18
Dec01 010802 116.85 116.85 116.73 116.73 -0.29 4 2,028 +1
Mar02 010802 117.05 117.05 117.05 117.05 -0.29      
Total Volume and Open Interest 955 8,434 -17
Australian Dollar(IMM)
Sep01 010802 51.75 52.12 51.55 51.92 +0.08 8,081 21,135 -1,882
Dec01 010802 51.65 51.85 51.65 51.75 +0.08 35 238 +16
Mar02 010802 51.58 51.58 51.58 51.58 +0.08 0 308 +0
Total Volume and Open Interest 8,116 21,684 -1,866
British Pound(IMM)
Sep01 010802 142.74 143.02 142.54 142.94 -0.24 4,294 32,806 +1,049
Dec01 010802 142.10 142.60 142.10 142.38 -0.24 8 128 +7
Mar02 010802 141.76 141.76 141.76 141.76 -0.24 0 8 +0
Total Volume and Open Interest 4,302 32,942 +1,056
Canadian Dollar(IMM)
Sep01 010802 64.98 65.04 64.80 65.04 -0.06 6,715 46,727 +254
Dec01 010802 64.90 64.96 64.73 64.96 -0.06 60 3,963 +6
Mar02 010802 64.80 64.91 64.75 64.91 -0.06 28 637 +1
Jun02 010802 64.70 64.87 64.70 64.87 -0.06 3 367 +1
Total Volume and Open Interest 6,806 51,753 +262
Japanese Yen(IMM)
Sep01 010802 81.04 81.28 80.82 81.15 +0.55 10,584 104,811 +258
Dec01 010802 81.61 81.90 81.61 81.85 +0.55 4 1,197 +1
Mar02 010802 82.57 82.57 82.57 82.57 +0.55 0 28 +0
Total Volume and Open Interest 10,588 106,204 +259
Deutsche Mark(IMM)
Sep01 010802 45.10 45.10 45.10 45.10 +0.10 0 337 +0
Dec01 010802 45.02 45.02 45.02 45.02 +0.09 0 1 +0
Total Volume and Open Interest 0 338 +0
Swiss Franc(IMM)
Sep01 010802 58.29 58.55 58.26 58.51 +0.09 8,020 52,559 +2,056
Dec01 010802 58.40 58.59 58.40 58.59 +0.10 4 476 -2
Mar02 010802 58.71 58.71 58.71 58.71 +0.11 0 64 +0
Total Volume and Open Interest 8,024 53,099 +2,054
EuroFX(IMM)
Sep01 010802 87.84 88.24 87.77 88.21 +0.19 12,594 89,034 +1,961
Dec01 010802 87.82 88.06 87.70 88.06 +0.19 82 2,124 +18
Mar02 010802 87.69 87.98 87.69 87.98 +0.19 0 430 +0
Total Volume and Open Interest 12,676 91,634 +1,979
Mexican Peso(IMM)
Sep01 010802 10795.0 10840.0 10770.0 10825.0 +90.0 3,910 24,203 +397
Dec01 010802 10560.0 10610.0 10560.0 10605.0 +90.0 1 1,441 +0
Total Volume and Open Interest 3,912 28,527 +397
30-Year T-Bonds(CBOT)
Sep01 010802 103~23 103~24 103~01 103~05 -0~20 158,920 479,957 +2,498
Dec01 010802 102~23 102~25 102~09 102~13 -0~20 389 31,580 +1,078
Mar02 010802 101~23 101~23 101~23 101~23 -0~20 0 216 +0
Total Volume and Open Interest 159,309 511,806 +3,576
Municipal Bonds(CBOT)
Sep01 010802 105~31 106~00 105~21 105~26 -0~11 558 11,833 -139
Dec01 010802 104~29 104~29 104~29 104~29 -0~11 0 2 +0
Total Volume and Open Interest 558 11,835 -139
10-Year T-Notes(CBOT)
Sep01 010802 105~260 105~265 105~095 105~130 -0~145 173,915 548,112 -1,194
Dec01 010802 104~250 104~280 104~200 104~205 -0~150 2,473 34,112 +537
Total Volume and Open Interest 176,388 582,224 -657
5-Year T-Notes(CBOT)
Sep01 010802 105~020 105~035 104~290 104~305 -0~105 48,318 467,791 -1,660
Dec01 010802 104~220 104~220 104~195 104~195 -0~115 2,438 11,346 +1,739
Total Volume and Open Interest 50,756 479,137 +79
2 Year T-Notes(CBOT)
Sep01 010802 103~058 103~063 103~050 103~052 -0~016 4,087 58,225 +1,291
Dec01 010802 103~024 103~024 103~024 103~024 -0~016      
Total Volume and Open Interest 4,087 58,225 +1,291
3-Mth T-Bills(IMM)
Sep01 010802 96.66 96.67 96.65 96.65 -0.02 122 2,332 +67
Total Volume and Open Interest 122 2,332 +67
Eurodollars(IMM)
Sep01 010802 96.450 96.455 96.425 96.430 -0.035 80,244 708,965 +5,605
Dec01 010802 96.305 96.305 96.275 96.290 -0.035 89,025 668,883 +1,525
Mar02 010802 96.150 96.150 96.100 96.120 -0.065 110,217 490,617 -3,155
Jun02 010802 95.825 95.825 95.770 95.775 -0.095 93,227 535,922 -1,349
Sep02 010802 95.485 95.485 95.410 95.415 -0.115 73,450 413,237 -1,242
Dec02 010802 95.110 95.110 95.025 95.025 -0.130 40,759 336,224 +2,039
Mar03 010802 94.875 94.880 94.805 94.805 -0.120 27,491 247,483 -2,086
Jun03 010802 94.625 94.625 94.555 94.555 -0.115 21,683 158,466 +3,170
Sep03 010802 94.410 94.410 94.360 94.360 -0.110 10,298 146,883 +1,399
Dec03 010802 94.205 94.205 94.145 94.145 -0.110 9,699 115,094 +1,742
Mar04 010802 94.135 94.135 94.080 94.080 -0.105 6,905 127,806 +220
Jun04 010802 94.005 94.005 93.955 93.955 -0.100 8,572 88,986 +231
Total Volume and Open Interest 625,077 4,637,759 +11,997
3-Mth Euro-Yen(IMM)
Sep01 010802 99.90 99.90 99.89 99.89 -0.01 263 27,044 -90
Dec01 010802 99.86 99.86 99.86 99.86 -0.01 224 12,545 +36
Mar02 010802 99.85 99.85 99.85 99.85 unch 13 5,893 +3
Jun02 010802 99.86 99.86 99.86 99.86 unch 131 6,003 -29
Sep02 010802 99.82 99.82 99.82 99.82 -0.01 12 5,747 +8
Dec02 010802 99.77 99.77 99.77 99.77 -0.01 0 1,208 +0
Mar03 010802 99.75 99.75 99.75 99.75 unch 0 175 +0
Jun03 010802 99.72 99.72 99.72 99.72 unch 0 46 +0
Sep03 010802 99.67 99.67 99.67 99.67 unch      
Dec03 010802 99.58 99.58 99.58 99.58 unch 0 2 +0
Total Volume and Open Interest 643 58,883 -72
3-Mth Euro-Yen(SIMEX)
Sep01 010802 99.89 99.90 99.89 99.89 0.00 862 88,551 +346
Dec01 010802 99.86 99.86 99.86 99.86 unch 669 78,295 -154
Mar02 010802 99.85 99.85 99.85 99.85 -0.01 44 51,902 -395
Jun02 010802 99.86 99.86 99.86 99.86 0.00 378 49,986 +27
Sep02 010802 99.82 99.82 99.82 99.82 0.00 1 20,889 +0
Dec02 010802 99.77 99.77 99.77 99.77 -0.01 1 9,029 +1
Mar03 010802 99.75 99.75 99.75 99.75 unch 0 12,824 -31
Jun03 010802 99.72 99.72 99.72 99.72 0.00 0 15,059 -272
Total Volume and Open Interest 1,955 343,611 -578
Euro Notional Bond(MATIF)
Sep01 010802 89.35 89.53 89.17 89.29 -0.15 12,616 85,157 -1,803
Dec01 010802 89.23 89.23 89.23 89.23 -0.15      
Mar02 010802 89.35 89.35 89.35 89.35 -0.16      
Total Volume and Open Interest 12,616 85,157 -1,803
3-Month Euribor(MATIF)
Sep01 010802 95.75 95.75 95.75 95.75 unch 0 2,411 +0
Dec01 010802 95.95 95.95 95.95 95.95 unch 0 2,845 +0
Mar02 010802 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 010802 108.16 108.30 107.93 108.06 -0.12 478,513 657,616 +22,111
Dec01 010802 107.95 107.95 107.55 107.60 -0.12 3,644 17,368 +2,361
Mar02 010802 107.54 107.54 107.54 107.54 -0.07 1,424 910 +300
Total Volume and Open Interest 483,581 675,894 +24,772
German Euro-Bobl(EUREX)
Sep01 010802 106.67 106.77 106.47 106.57 -0.12 256,363 479,853 +17,667
Dec01 010802 106.51 106.59 106.36 106.45 -0.12 6,202 54,177 +2,595
Mar02 010802 106.17 106.17 106.17 106.17 -0.11 643 1,846 +0
Total Volume and Open Interest 263,208 535,876 +20,262
Long Gilt(LIFFE)
Sep01 010802 114~07 114~16 113~23 113~29 -0~11 26,382 70,320 -1,983
Dec01 010802 113~07 113~07 113~07 113~07 -0~12 75 1,749 +70
Total Volume and Open Interest 26,457 72,069 -1,913
3-Mth Short Sterling(LIFFE)
Sep01 010802 94.79 95.01 94.77 94.98 +0.20 17,378 0 +0
Dec01 010802 94.78 95.04 94.74 95.01 +0.24 28,848 0 +0
Mar02 010802 94.66 94.89 94.60 94.85 +0.20 34,891 0 +0
Total Volume and Open Interest 114,342    
3-Mth Euribor(LIFFE)
Sep01 010802 95.765 95.795 95.720 95.735 -0.025 78,534 433,607 +4,297
Dec01 010802 95.970 95.995 95.905 95.930 -0.020 61,612 351,612 +9,977
Mar02 010802 96.055 96.095 96.005 96.035 -0.020 52,507 295,891 -1,074
Total Volume and Open Interest 309,474 1,763,962 +37,435
3-Mth Aus T-Bills(SFE)
Sep01 010802 94.99 94.99 94.97 94.98 -0.01 23,235 166,086 +3,831
Dec01 010802 94.88 94.90 94.86 94.90 -0.01 14,171 88,304 +2,451
Mar02 010802 94.71 94.73 94.69 94.73 -0.01 5,587 49,050 +2,132
Jun02 010802 94.42 94.45 94.42 94.45 -0.01 2,862 23,073 +327
Sep02 010802 94.13 94.17 94.13 94.17 unch 970 13,963 +136
Dec02 010802 93.92 93.96 93.92 93.94 +0.01 1,841 10,635 +1,202
Mar03 010802 93.72 93.77 93.72 93.76 +0.01 840 4,900 -36
Jun03 010802 93.62 93.62 93.62 93.62 +0.01 665 3,922 +225
Sep03 010802 93.52 93.52 93.52 93.52 +0.01 23 1,618 -12
Dec03 010802 93.46 93.46 93.46 93.46 +0.04 5 1,105 +0
Total Volume and Open Interest 50,199 365,620 +10,256
10-Year Aus T-Bonds(SFE)
Sep01 010802 93.96 93.96 93.89 93.89 -0.06 2,416 156,774 +9,247
Dec01 010802 93.96 93.96 93.96 93.96 +0.00 0 108 +0
Total Volume and Open Interest 17,545 147,527 -5,578
3-Year Aus T-Bonds(SFE)
Sep01 010802 94.39 94.41 94.36 94.39 unch 63,618 329,438 +8,231
Dec01 010802 94.35 94.35 94.35 94.35 unch      
Total Volume and Open Interest 63,618 329,438 +8,231
Gold(CMX)
Aug01 010802 266.5 267.6 266.1 267.4 unch 348 778 -772
Oct01 010802 268.4 269.4 268.0 269.0 unch 1,208 10,613 +407
Dec01 010802 270.0 270.6 269.2 270.3 unch 20,267 64,455 -443
Feb02 010802 270.5 271.2 270.5 271.2 unch 727 7,783 +131
Apr02 010802 272.1 272.1 272.1 272.1 unch 2 1,942 +0
Jun02 010802 273.1 273.1 273.1 273.1 unch 1 5,670 +3
Total Volume and Open Interest 22,865 100,030 -913
Silver(CMX)
Sep01 010802 423.5 425.5 423.0 423.5 +0.2 2,749 55,462 -79
Dec01 010802 427.5 430.0 427.5 427.9 +0.1 229 12,823 +26
Mar02 010802 431.9 431.9 431.9 431.9 +0.1 13 2,536 +10
May02 010802 434.0 434.0 434.0 434.0 +0.1 0 901 +0
Jul02 010802 436.3 436.3 436.3 436.3 +0.1 0 1,238 +0
Total Volume and Open Interest 2,991 77,572 -44
Platinum(NYM)
Oct01 010802 479.0 483.8 479.0 481.5 +7.2 477 5,787 -62
Jan02 010802 476.5 476.5 476.5 476.5 +7.2 2 365 +3
Total Volume and Open Interest 479 6,152 -59
Palladium(NYME)
Sep01 010802 471.00 485.50 471.00 482.50 +12.50 112 1,184 -35
Dec01 010802 485.00 486.00 485.00 486.00 +12.50 5 268 +4
Total Volume and Open Interest 117 1,452 -31
Copper(CMX)
Sep01 010802 69.00 69.25 68.10 68.15 -0.60 6,663 45,698 +337
Dec01 010802 70.00 70.30 69.20 69.20 -0.60 1,721 15,152 +324
Mar02 010802 71.20 71.30 70.30 70.30 -0.55 304 5,622 +147
May02 010802 70.90 70.90 70.90 70.90 -0.50 24 2,017 +23
Jul02 010802 72.00 72.00 71.50 71.50 -0.40 27 1,239 +17
Total Volume and Open Interest 9,294 83,244 +815
DJIA Index(CBOT)
Sep01 010802 10620 10655 10535 10575 +28 11,586 27,796 -293
Dec01 010802 10685 10705 10600 10629 +28 164 1,310 +98
Mar02 010802 10689 10689 10689 10689 +28 0 2 +0
Jun02 010802 10759 10759 10759 10759 +28      
Total Volume and Open Interest 11,750 29,114 -195
S & P 500(CME)
Sep01 010802 1232.50 1232.50 1219.00 1226.00 +4.60 54,964 459,318 -3,105
Dec01 010802 1238.90 1238.90 1227.50 1233.50 +4.60 444 29,988 +12
Mar02 010802 1241.00 1241.00 1241.00 1241.00 +4.60 5 1,156 -5
Jun02 010802 1251.00 1251.00 1251.00 1251.00 +4.80 6 562 +6
Total Volume and Open Interest 55,423 491,412 -3,091
S & P 500 E-Mini(Globex)
Sep01 010802 1220.25 1234.25 1219.00 1226.00 +4.50 138,248 111,104 -1,752
Dec01 010802 1234.00 1234.00 1232.00 1233.50 +4.50 8 75 +1
Total Volume and Open Interest 138,256 111,179 -1,751
NASDAQ 100(CME)
Sep01 010802 1768.00 1775.00 1727.00 1774.00 +35.50 13,407 53,928 +71
Dec01 010802 1755.00 1791.00 1755.00 1791.00 +36.50 0 37 +0
Mar02 010802 1808.00 1808.00 1808.00 1808.00 +37.50 1 3 +1
Total Volume and Open Interest 13,408 53,968 +72
NASDAQ 100 E-Mini(GLOBEX)
Sep01 010802 1740.5 1775.5 1727.5 1774.0 +35.5 106,286 111,066 +1,335
Dec01 010802 1791.0 1791.0 1791.0 1791.0 +36.5 0 3 +0
Total Volume and Open Interest 106,286 111,069 +1,335
NYSE Composite(NYBOT)
Sep01 010802 624.30 624.50 619.00 620.50 +1.25 775 5,085 +143
Dec01 010802 623.50 623.50 623.50 623.50 +0.75 0 670 +0
Mar02 010802 626.50 626.50 626.50 626.50 +0.25 0 300 +0
Total Volume and Open Interest 775 6,055 +143
S & P Midcap 400(CME)
Sep01 010802 518.00 519.25 512.00 515.75 -1.15 1,270 16,122 +121
Dec01 010802 520.65 520.65 520.65 520.65 -1.15      
Mar02 010802 524.70 524.70 524.70 524.70 -1.15      
Total Volume and Open Interest 1,270 16,122 +121
Russell 2000(CME)
Sep01 010802 498.00 498.00 488.00 491.25 -1.25 2,043 20,981 -343
Dec01 010802 498.50 498.50 498.50 498.50 -1.25      
Mar02 010802 506.10 506.10 506.10 506.10 -1.25      
Total Volume and Open Interest 2,043 20,981 -343
Value Line(KCBT)
Sep01 010802 1238.75 1246.50 1234.00 1246.50 +6.50 15 338 +2
Total Volume and Open Interest 15 341 +2
Nikkei 225(CME)
Sep01 010802 12480 12480