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MRCI's End of Day Prices
Daily Futures Price Listing Fri August 03, 2001
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Aug01 010803 493.50 494.00 486.00 492.00 -1.25 7,155 5,503 -2,835
Sep01 010803 493.00 493.00 485.00 492.25 -2.25 10,841 21,281 -162
Nov01 010803 491.75 491.75 480.00 485.50 -6.25 53,269 90,404 -1,409
Jan02 010803 495.00 496.00 485.00 489.50 -7.25 3,118 13,722 +1,414
Mar02 010803 498.50 499.00 489.50 493.25 -6.25 1,104 14,244 +112
May02 010803 496.50 496.50 486.50 489.50 -8.50 2,180 16,256 -124
Jul02 010803 495.50 495.50 488.00 488.75 -9.25 624 7,363 +297
Total Volume and Open Interest 78,429 170,215 -2,668
Soybean Meal(CBOT)
Aug01 010803 174.50 175.30 173.00 175.10 +0.50 4,319 13,963 -572
Sep01 010803 168.50 169.30 167.00 169.10 +0.40 6,815 23,522 -301
Oct01 010803 163.30 163.60 160.50 163.10 -0.50 1,952 13,629 +227
Dec01 010803 162.60 162.80 159.50 161.90 -1.00 13,143 53,086 +1,016
Jan02 010803 162.40 162.40 159.50 161.70 -0.70 3,540 12,405 +1,869
Mar02 010803 159.20 160.00 157.70 159.90 -1.10 1,801 9,070 +517
May02 010803 157.00 157.60 155.50 157.40 unch 1,370 7,063 +210
Jul02 010803 157.00 157.70 155.50 157.60 +0.40 1,778 3,738 +474
Total Volume and Open Interest 35,188 138,254 +3,715
Soybean Oil(CBOT)
Aug01 010803 18.25 18.25 17.74 17.90 -0.34 8,218 4,023 -919
Sep01 010803 18.40 18.40 17.87 18.06 -0.31 12,113 34,733 -332
Oct01 010803 18.52 18.52 18.02 18.15 -0.30 3,161 16,762 -540
Dec01 010803 18.85 18.88 18.33 18.46 -0.41 14,029 66,255 +768
Jan02 010803 19.02 19.02 18.50 18.60 -0.50 2,485 13,657 +955
Mar02 010803 19.18 19.18 18.70 18.78 -0.44 946 8,496 +58
May02 010803 19.05 19.05 18.88 18.98 -0.44 719 9,314 +353
Jul02 010803 19.10 19.10 19.10 19.10 -0.46 234 4,237 +67
Total Volume and Open Interest 41,906 159,879 +411
Canola(WCE)
Aug01 010803 350.0 350.0 350.0 350.0 -9.9 12 10 +8
Sep01 010803 354.0 354.0 354.0 354.0 -2.5 0 1,262 +0
Nov01 010803 353.1 353.5 346.5 353.2 -0.3 7,712 60,148 +318
Jan02 010803 353.5 353.5 347.5 353.1 -0.4 325 4,591 +19
Mar02 010803 348.0 352.8 348.0 352.8 -0.2 81 4,077 +1
Total Volume and Open Interest 8,540 71,569 +664
Corn(CBOT)
Sep01 010803 213.50 213.50 209.25 210.50 -3.00 18,083 117,830 -2,164
Nov01 010803 220.50 220.50 216.75 218.25 -2.75 1 230 +0
Dec01 010803 224.50 225.00 220.75 222.00 -3.00 30,778 194,212 +1,456
Jan02 010803 226.00 226.00 226.00 226.00 -2.75 87 382 +1
Mar02 010803 235.00 235.25 231.75 233.00 -2.50 1,140 37,111 +196
May02 010803 239.50 239.75 237.00 238.25 -2.00 65 10,733 +35
Total Volume and Open Interest 50,936 390,034 -160
Wheat(CBOT)
Sep01 010803 268.50 269.00 263.50 264.75 -4.75 9,135 55,668 -1,692
Dec01 010803 283.50 283.75 278.25 280.00 -4.50 15,602 53,971 -339
Mar02 010803 296.00 296.00 291.50 293.00 -3.50 1,691 23,054 +156
May02 010803 301.00 301.00 295.00 296.00 -5.00 181 1,260 +109
Jul02 010803 305.00 305.50 303.00 303.75 -2.00 360 3,483 +6
Total Volume and Open Interest 26,982 138,190 -1,760
Wheat(KCBT)
Sep01 010803 300.00 300.50 297.50 297.50 -3.75 4,159 44,044 +110
Dec01 010803 315.50 315.50 312.50 313.00 -3.50 2,989 30,626 +313
Mar02 010803 329.00 329.00 325.25 325.75 -3.00 823 8,333 +344
May02 010803 333.00 333.00 331.50 331.50 -2.50 6 955 +6
Jul02 010803 338.00 338.00 336.00 336.00 -2.00 7 183 +3
Total Volume and Open Interest 7,984 84,143 +776
Wheat(MGE)
Sep01 010803 312.50 312.50 310.00 311.25 -1.50 2,412 12,333 +214
Dec01 010803 325.75 326.00 324.00 325.25 -1.75 1,449 8,298 +402
Mar02 010803 339.00 339.00 337.00 338.75 -1.25 269 1,894 +99
May02 010803 345.00 345.00 345.00 345.00 -2.00 40 196 +34
Jul02 010803 352.50 352.50 352.50 352.50 -1.00 1 21 +0
Total Volume and Open Interest 4,172 22,783 +750
Oats(CBOT)
Sep01 010803 128.00 128.00 124.50 126.75 -2.25 997 4,518 -176
Dec01 010803 128.25 128.25 125.00 127.75 -0.75 857 5,537 +5
Mar02 010803 130.00 131.50 129.00 131.50 -0.50 287 2,071 +92
May02 010803 132.50 133.50 132.50 133.50 -0.50 36 167 +19
Total Volume and Open Interest 2,177 12,299 -60
Rough Rice(MCE)
Sep01 010803 4.93 4.93 4.85 4.90 unch 59 1,235 -49
Nov01 010803 5.05 5.05 4.91 4.99 -0.01 117 1,365 -14
Jan02 010803 5.21 5.21 5.15 5.21 unch 18 510 +0
Mar02 010803 5.39 5.44 5.39 5.44 -0.02 0 313 -5
Total Volume and Open Interest 194 3,431 -68
Live Cattle(CME)
Aug01 010803 71.650 71.800 71.300 71.375 -0.275 3,431 19,422 -1,057
Oct01 010803 73.525 73.900 73.375 73.450 -0.125 5,022 43,791 -488
Dec01 010803 74.450 74.700 74.325 74.475 -0.075 1,362 22,835 +68
Feb02 010803 76.250 76.500 76.150 76.175 -0.100 1,351 14,375 +658
Apr02 010803 77.800 77.950 77.775 77.800 -0.125 570 6,043 -37
Jun02 010803 73.500 73.725 73.500 73.575 +0.100 83 4,513 +33
Total Volume and Open Interest 11,819 110,989 -823
Feeder Cattle(CME)
Aug01 010803 89.075 89.350 88.775 89.275 +0.350 1,095 5,003 -40
Sep01 010803 89.050 89.500 88.825 89.325 +0.250 185 1,969 -17
Oct01 010803 89.250 89.700 89.100 89.400 +0.200 305 3,864 +23
Nov01 010803 89.725 90.250 89.725 90.050 +0.150 184 2,995 +10
Jan02 010803 89.800 90.100 89.800 90.050 +0.125 34 1,302 +8
Mar02 010803 89.000 89.075 89.000 89.075 +0.075 8 209 +5
Apr02 010803 89.200 89.200 89.100 89.150 -0.100 0 130 +0
Total Volume and Open Interest 1,811 15,517 -11
Lean Hogs(CME)
Aug01 010803 70.800 71.500 70.450 71.325 +0.675 3,159 10,713 -469
Oct01 010803 59.600 59.975 59.450 59.925 +0.550 3,895 25,779 -124
Dec01 010803 54.950 55.400 54.950 55.375 +0.375 893 10,346 +36
Feb02 010803 56.300 56.450 56.025 56.275 +0.175 284 3,514 +0
Apr02 010803 56.600 56.800 56.600 56.725 +0.125 26 914 +8
Jun02 010803 64.750 64.975 64.500 64.975 -0.025 34 235 +31
Jul02 010803 62.750 63.200 62.750 63.200 +0.225 1 74 +1
Aug02 010803 59.850 59.850 59.850 59.850 unch 9 31 +9
Total Volume and Open Interest 8,334 51,881 -497
Pork Bellies(CME)
Aug01 010803 96.800 99.600 96.025 99.375 +2.275 639 2,029 -2
Feb02 010803 79.400 80.800 79.000 80.525 +1.125 170 855 +47
Mar02 010803 79.500 80.500 79.500 80.000 +1.650 3 41 +1
May02 010803 81.800 81.800 81.800 81.800 +0.850 0 13 +0
Jul02 010803 82.000 82.000 82.000 82.000 unch 0 1 +0
Total Volume and Open Interest 812 2,939 +46
Cocoa(NYBOT)
Sep01 010803 940 970 940 956 +10 3,889 20,932 -200
Dec01 010803 933 958 933 946 +11 1,304 22,689 +264
Mar02 010803 936 955 935 946 +11 436 17,214 +187
May02 010803 955 959 954 959 +11 233 7,896 +232
Jul02 010803 968 971 968 971 +11 80 6,745 -42
Sep02 010803 996 996 976 984 +11 188 6,962 -90
Dec02 010803 998 1003 997 1003 +10 20 10,995 +0
Total Volume and Open Interest 6,150 104,433 +351
Coffee "C"(NYBOT)
Sep01 010803 49.90 50.60 49.80 50.40 -0.05 4,745 33,892 -194
Dec01 010803 53.50 54.20 53.50 54.05 -0.05 2,458 14,188 +561
Mar02 010803 57.50 57.75 57.10 57.45 -0.10 302 5,952 +24
May02 010803 60.00 60.15 59.75 59.90 -0.10 378 2,208 +232
Jul02 010803 62.15 62.40 62.00 62.30 -0.20 109 2,106 +2
Sep02 010803 64.25 64.60 64.20 64.60 -0.10 148 741 +25
Total Volume and Open Interest 8,317 59,421 +667
Orange Juice(NYBOT)
Sep01 010803 76.60 77.70 76.50 77.05 -0.55 1,855 14,580 +249
Nov01 010803 80.00 80.75 80.00 80.65 -0.40 546 5,044 +91
Jan02 010803 83.30 83.60 83.20 83.45 -0.55 126 730 +41
Mar02 010803 86.30 86.65 86.25 86.65 -0.15 5 249 +5
May02 010803 89.65 89.65 89.65 89.65 +0.05 0 734 +0
Total Volume and Open Interest 2,532 21,550 +386
Sugar #11(NYBOT)
Oct01 010803 7.75 7.84 7.70 7.80 +0.15 22,462 68,156 +1,374
Mar02 010803 7.72 7.76 7.64 7.70 +0.14 5,802 25,082 +325
May02 010803 7.62 7.65 7.51 7.56 +0.14 1,669 6,989 +193
Jul02 010803 7.50 7.50 7.35 7.39 +0.13 757 8,100 +214
Oct02 010803 7.49 7.49 7.38 7.38 +0.14 151 4,323 -24
Total Volume and Open Interest 30,899 114,803 +2,093
London Cocoa(LCE)
Sep01 010803 691 708 690 694 +3 1,692 42,910 +47
Dec01 010803 711 726 710 712 unch 907 33,776 -187
Mar02 010803 731 747 730 732 +1 988 37,341 +499
May02 010803 756 758 747 747 +1 697 23,384 +86
Jul02 010803 758 758 758 758 -1 781 12,483 +717
Sep02 010803 769 769 769 769 -1 230 9,308 +119
Dec02 010803 787 787 787 787 -1 5 534 +0
Total Volume and Open Interest 5,300 161,900 +1,281
London Coffee(LCE)
Sep01 010803 495.00 495.00 473.00 477.00 -21.00 2,492 25,111 -1,026
Nov01 010803 503.00 505.00 485.00 490.00 -19.00 4,191 39,738 +607
Jan02 010803 518.00 518.00 498.00 504.00 -17.00 1,480 18,566 +339
Mar02 010803 535.00 535.00 515.00 520.00 -16.00 270 7,898 +80
May02 010803 541.00 543.00 530.00 535.00 -15.00 367 5,819 +186
Jul02 010803 555.00 558.00 547.00 550.00 -15.00 600 2,227 +250
Total Volume and Open Interest 10,864 100,823 +1,893
London Sugar(LCE)
Aug01 010716 272.00 283.00 272.00 281.00 +5.50 2,030 6,204 -789
Oct01 010803 232.10 237.40 230.00 235.00 +2.70 1,871 19,423 +145
Dec01 010803 225.00 230.00 225.00 228.90 +3.60 943 8,149 +54
Mar02 010803 228.00 229.50 227.10 228.50 +4.00 864 6,630 +585
May02 010803 226.00 227.10 224.50 225.80 +3.30 112 2,473 +45
Total Volume and Open Interest 3,922 40,562 +849
Cotton(NYBOT)
Oct01 010803 41.35 42.00 41.30 41.90 +0.74 302 4,146 +34
Dec01 010803 42.80 43.40 42.80 43.34 +0.83 3,030 40,138 -216
Mar02 010803 44.55 44.95 44.50 44.94 +0.81 172 7,157 -40
May02 010803 45.75 45.90 45.50 45.90 +0.74 175 4,818 -21
Jul02 010803 46.90 46.90 46.90 46.90 +0.74 149 3,501 +2
Oct02 010803 47.70 47.70 47.70 47.70 +1.00 1 194 +1
Total Volume and Open Interest 3,839 62,729 -230
Lumber(CME)
Sep01 010803 318.5 321.6 314.5 320.0 +1.5 588 1,877 -18
Nov01 010803 305.0 310.0 303.1 307.0 +0.8 264 640 -3
Jan02 010803 295.1 297.8 295.1 296.8 +1.3 101 241 +36
Mar02 010803 292.3 292.3 292.3 292.3 +0.2 2 28 +0
Total Volume and Open Interest 955 2,786 +15
Crude Oil(NYM)
Sep01 010803 27.57 27.75 27.40 27.62 -0.09 82,555 111,815 -1,552
Oct01 010803 26.97 27.11 26.80 27.00 -0.04 50,201 80,447 +2,001
Nov01 010803 26.89 27.00 26.77 26.90 -0.01 20,965 41,953 +3,081
Dec01 010803 26.73 26.77 26.55 26.73 -0.01 15,322 49,732 -32
Jan02 010803 26.50 26.51 26.35 26.51 unch 1,842 23,919 -209
Feb02 010803 26.23 26.27 26.20 26.27 +0.01 596 11,219 +72
Mar02 010803 25.95 26.05 25.95 26.03 +0.02 573 8,835 +34
Apr02 010803 25.80 25.85 25.79 25.79 +0.03 378 10,079 +87
May02 010803 25.44 25.56 25.44 25.56 +0.04 101 6,470 +74
Jun02 010803 25.25 25.33 25.17 25.33 +0.05 2,502 20,890 +287
Total Volume and Open Interest 184,656 464,163 +4,661
Heating Oil(NYM)
Sep01 010803 73.05 73.50 72.40 72.62 -0.63 19,814 37,293 -2,429
Oct01 010803 73.70 74.00 73.15 73.44 -0.38 6,827 14,359 +839
Nov01 010803 74.60 74.75 74.05 74.14 -0.38 2,279 14,068 -183
Dec01 010803 75.00 75.30 74.70 74.79 -0.38 3,675 25,314 -184
Jan02 010803 75.40 75.75 75.10 75.14 -0.38 2,262 15,659 +439
Feb02 010803 74.80 75.25 74.54 74.54 -0.33 499 11,989 +98
Mar02 010803 72.90 73.70 72.59 72.59 -0.28 521 11,854 +86
Apr02 010803 70.70 71.40 70.49 70.49 -0.28 91 3,596 +47
May02 010803 68.80 69.20 68.49 68.49 -0.33 119 2,927 +96
Jun02 010803 68.00 68.00 67.54 67.54 -0.33 252 2,728 +202
Total Volume and Open Interest 36,704 144,670 -842
Unleaded Gas(NYM)
Sep01 010803 77.30 78.10 77.05 77.65 +0.05 19,293 35,340 -534
Oct01 010803 74.40 74.90 74.10 74.63 +0.03 6,389 17,747 +718
Nov01 010803 73.25 73.90 73.20 73.48 -0.07 1,142 5,953 +4
Dec01 010803 73.00 73.30 72.90 73.03 -0.17 750 5,707 +60
Jan02 010803 73.08 73.08 73.08 73.08 -0.22 424 4,143 +139
Feb02 010803 73.50 73.50 73.33 73.33 -0.27 106 3,228 -19
Mar02 010803 74.50 74.50 73.93 73.93 -0.27 113 2,532 +8
Apr02 010803 79.48 79.48 79.48 79.48 -0.32 211 6,343 +130
Total Volume and Open Interest 28,558 89,444 +582
Natural Gas(NYM)
Sep01 010803 3.090 3.095 2.940 2.971 -0.221 30,583 51,220 -154
Oct01 010803 3.130 3.135 2.985 3.014 -0.218 6,792 53,032 +863
Nov01 010803 3.380 3.380 3.250 3.277 -0.200 4,684 34,574 +74
Dec01 010803 3.625 3.630 3.520 3.540 -0.182 3,516 30,091 +215
Jan02 010803 3.725 3.725 3.630 3.650 -0.172 3,085 34,696 +1,139
Feb02 010803 3.660 3.665 3.565 3.580 -0.177 1,373 22,263 +54
Mar02 010803 3.580 3.580 3.450 3.480 -0.167 636 21,483 +82
Apr02 010803 3.370 3.375 3.310 3.330 -0.132 577 30,748 -9
Total Volume and Open Interest 52,984 468,114 +2,427
Brent Crude Oil(IPE)
Sep01 010803 26.09 26.09 25.60 25.69 -0.44 36,224 60,653 -374
Oct01 010803 26.06 26.11 25.80 25.84 -0.26 19,630 44,593 +481
Nov01 010803 25.91 25.96 25.65 25.73 -0.24 4,725 16,819 -895
Dec01 010803 25.68 25.75 25.49 25.54 -0.23 5,553 36,515 -99
Jan02 010803 25.25 25.35 25.12 25.15 -0.24 1,492 19,490 +584
Feb02 010803 25.00 25.08 24.88 24.90 -0.24 418 4,659 -45
Mar02 010803 24.80 24.80 24.76 24.76 -0.13 543 4,138 +209
Apr02 010803 24.52 24.52 24.42 24.42 -0.22 75 2,820 +0
Total Volume and Open Interest 71,722 220,366 +961
Gas Oil(IPE)
Aug01 010803 228.50 228.75 226.75 228.00 -0.50 10,399 24,000 -502
Sep01 010803 228.00 228.00 226.00 226.75 -1.00 9,174 28,600 +1,394
Oct01 010803 227.75 228.00 226.25 227.25 -1.00 3,070 16,294 +125
Nov01 010803 227.50 227.75 226.75 227.50 -0.75 1,418 12,416 +620
Dec01 010803 226.75 227.00 226.25 226.75 -1.00 1,021 24,042 +210
Jan02 010803 225.00 225.50 225.00 225.50 -1.00 1,464 9,809 +496
Feb02 010803 222.75 222.75 222.75 222.75 -1.25 121 4,197 +121
Mar02 010803 218.75 218.75 218.75 218.75 -1.50 0 3,473 +0
Total Volume and Open Interest 27,917 132,420 +2,864
US Dollar Index(NYBOT)
Sep01 010803 116.42 116.92 116.01 116.31 -0.10 1,374 6,464 +58
Dec01 010803 116.73 116.74 116.49 116.63 -0.10 19 2,036 +8
Mar02 010803 116.95 116.95 116.95 116.95 -0.10      
Total Volume and Open Interest 1,393 8,500 +66
Australian Dollar(IMM)
Sep01 010803 51.67 51.84 51.35 51.77 -0.15 2,790 21,108 -27
Dec01 010803 51.60 51.65 51.40 51.60 -0.15 1 237 -1
Mar02 010803 51.43 51.43 51.43 51.43 -0.15 0 308 +0
Total Volume and Open Interest 2,791 21,656 -28
British Pound(IMM)
Sep01 010803 142.68 142.80 142.26 142.68 -0.26 4,760 32,612 -194
Dec01 010803 142.30 142.44 141.80 142.12 -0.26 5 130 +2
Mar02 010803 141.50 141.50 141.50 141.50 -0.26 0 8 +0
Total Volume and Open Interest 4,765 32,750 -192
Canadian Dollar(IMM)
Sep01 010803 65.13 65.35 65.04 65.32 +0.28 10,857 46,336 -391
Dec01 010803 65.04 65.28 64.96 65.24 +0.28 116 3,938 -25
Mar02 010803 64.95 65.19 64.95 65.19 +0.28 5 630 -7
Jun02 010803 65.05 65.15 65.05 65.15 +0.28 1 367 +0
Total Volume and Open Interest 10,979 51,330 -423
Japanese Yen(IMM)
Sep01 010803 81.09 81.46 80.99 81.20 +0.05 13,903 104,547 -264
Dec01 010803 81.90 81.90 81.90 81.90 +0.05 89 1,244 +47
Mar02 010803 82.62 82.62 82.62 82.62 +0.05 0 28 +0
Total Volume and Open Interest 13,992 105,987 -217
Deutsche Mark(IMM)
Sep01 010803 45.25 45.25 45.16 45.16 +0.06 0 337 +0
Dec01 010803 45.09 45.09 45.09 45.09 +0.07 0 1 +0
Total Volume and Open Interest 0 338 +0
Swiss Franc(IMM)
Sep01 010803 58.42 58.85 58.28 58.61 +0.10 7,269 52,000 -559
Dec01 010803 58.73 58.89 58.67 58.69 +0.10 30 480 +4
Mar02 010803 58.81 58.81 58.81 58.81 +0.10 7 66 +2
Total Volume and Open Interest 7,306 52,546 -553
EuroFX(IMM)
Sep01 010803 87.97 88.65 87.68 88.33 +0.12 11,737 90,496 +1,462
Dec01 010803 87.84 88.45 87.65 88.18 +0.12 89 2,133 +9
Mar02 010803 88.10 88.10 88.10 88.10 +0.12 5 435 +5
Total Volume and Open Interest 11,831 93,110 +1,476
Mexican Peso(IMM)
Sep01 010803 10855.0 10870.0 10815.0 10837.5 +12.5 4,662 23,950 -253
Dec01 010803 10620.0 10640.0 10620.0 10620.0 +15.0 0 1,441 +0
Total Volume and Open Interest 4,686 28,284 -243
30-Year T-Bonds(CBOT)
Sep01 010803 103~03 103~08 102~18 103~02 -0~03 144,420 473,053 -6,904
Dec01 010803 102~08 102~14 101~27 102~10 -0~03 6,391 33,077 +1,497
Mar02 010803 101~20 101~20 101~20 101~20 -0~03 0 216 +0
Total Volume and Open Interest 150,811 506,399 -5,407
Municipal Bonds(CBOT)
Sep01 010803 105~23 106~00 105~14 105~26 unch 376 11,915 +82
Dec01 010803 104~29 104~29 104~29 104~29 unch 0 2 +0
Total Volume and Open Interest 376 11,917 +82
10-Year T-Notes(CBOT)
Sep01 010803 105~125 105~145 105~000 105~095 -0~035 147,897 544,520 -3,592
Dec01 010803 104~200 104~200 104~080 104~165 -0~040 2,777 35,174 +1,062
Total Volume and Open Interest 150,674 579,694 -2,530
5-Year T-Notes(CBOT)
Sep01 010803 104~280 104~290 104~190 104~275 -0~030 48,978 463,372 -4,419
Dec01 010803 104~120 104~155 104~120 104~155 -0~040 2,090 13,196 +1,850
Total Volume and Open Interest 51,068 476,568 -2,569
2 Year T-Notes(CBOT)
Sep01 010803 103~050 103~054 103~034 103~052 unch 1,109 58,438 +213
Dec01 010803 103~016 103~016 103~016 103~016 -0~008      
Total Volume and Open Interest 1,109 58,438 +213
3-Mth T-Bills(IMM)
Sep01 010803 96.63 96.65 96.63 96.65 +0.00 18 2,336 +4
Total Volume and Open Interest 18 2,336 +4
Eurodollars(IMM)
Sep01 010803 96.435 96.445 96.400 96.430 unch 68,651 707,884 -1,081
Dec01 010803 96.290 96.320 96.225 96.295 +0.005 102,944 671,695 +2,812
Mar02 010803 96.120 96.155 96.040 96.150 +0.030 112,513 490,816 +199
Jun02 010803 95.770 95.815 95.690 95.805 +0.030 92,998 538,255 +2,333
Sep02 010803 95.405 95.430 95.320 95.420 +0.005 72,815 414,713 +1,476
Dec02 010803 95.015 95.035 94.920 95.020 -0.005 60,461 338,783 +2,559
Mar03 010803 94.795 94.805 94.710 94.780 -0.025 32,961 245,715 -1,768
Jun03 010803 94.545 94.555 94.475 94.515 -0.040 30,057 153,555 -4,911
Sep03 010803 94.340 94.345 94.270 94.315 -0.045 8,276 145,689 -1,194
Dec03 010803 94.130 94.130 94.075 94.100 -0.045 10,738 112,465 -2,629
Mar04 010803 94.065 94.065 94.020 94.030 -0.050 8,345 127,271 -535
Jun04 010803 93.940 93.940 93.895 93.905 -0.050 8,164 89,233 +247
Total Volume and Open Interest 647,371 4,641,196 +3,437
3-Mth Euro-Yen(IMM)
Sep01 010803 99.89 99.90 99.89 99.89 -0.01 218 26,656 -388
Dec01 010803 99.86 99.86 99.85 99.86 -0.01 415 12,670 +125
Mar02 010803 99.84 99.84 99.83 99.83 -0.02 191 6,010 +117
Jun02 010803 99.85 99.85 99.85 99.85 -0.01 74 5,851 -152
Sep02 010803 99.81 99.81 99.81 99.81 -0.02 159 5,770 +23
Dec02 010803 99.75 99.75 99.74 99.75 -0.02 0 1,208 +0
Mar03 010803 99.73 99.73 99.73 99.73 -0.02 0 175 +0
Jun03 010803 99.72 99.72 99.72 99.72 unch 0 46 +0
Sep03 010803 99.67 99.67 99.67 99.67 unch      
Dec03 010803 99.58 99.58 99.58 99.58 unch 0 2 +0
Total Volume and Open Interest 1,057 58,608 -275
3-Mth Euro-Yen(SIMEX)
Sep01 010803 99.89 99.89 99.89 99.89 0.00 1,378 88,270 -281
Dec01 010803 99.86 99.86 99.85 99.86 +0.00 1,938 79,530 +1,235
Mar02 010803 99.85 99.85 99.83 99.84 -0.01 1,491 52,147 +245
Jun02 010803 99.86 99.86 99.85 99.85 -0.01 475 49,897 -89
Sep02 010803 99.82 99.82 99.81 99.81 -0.01 282 21,093 +204
Dec02 010803 99.75 99.75 99.75 99.75 -0.02 0 9,029 +0
Mar03 010803 99.73 99.73 99.73 99.73 -0.01 0 12,824 +0
Jun03 010803 99.71 99.71 99.71 99.71 -0.01 0 15,059 +0
Total Volume and Open Interest 5,564 344,925 +1,314
Euro Notional Bond(MATIF)
Sep01 010803 89.28 89.51 89.11 89.50 +0.21 19,817 91,497 +6,340
Dec01 010803 89.44 89.44 89.44 89.44 +0.21      
Mar02 010803 89.55 89.55 89.55 89.55 +0.20      
Total Volume and Open Interest 19,817 91,497 +6,340
3-Month Euribor(MATIF)
Sep01 010803 95.75 95.75 95.75 95.75 unch 0 2,411 +0
Dec01 010803 96.00 96.00 96.00 96.00 +0.05 0 2,845 +0
Mar02 010803 96.10 96.10 96.10 96.10 +0.05 0 2,592 +0
Total Volume and Open Interest 0 9,049 +0
German Euro-Bund(EUREX)
Sep01 010803 108.00 108.29 107.82 108.26 +0.20 577,760 618,355 -39,261
Dec01 010803 107.66 107.80 107.43 107.80 +0.20 1,462 18,269 +901
Mar02 010803 107.72 107.72 107.72 107.72 +0.18 130 910 +0
Total Volume and Open Interest 579,352 637,534 -38,360
German Euro-Bobl(EUREX)
Sep01 010803 106.54 106.79 106.47 106.75 +0.18 328,139 468,048 -11,805
Dec01 010803 106.37 106.60 106.37 106.60 +0.15 16,586 44,692 -9,485
Mar02 010803 106.35 106.35 106.35 106.35 +0.18 230 1,846 +0
Total Volume and Open Interest 344,955 514,586 -21,290
Long Gilt(LIFFE)
Sep01 010803 113~30 114~12 113~24 114~05 +0~08 31,480 69,563 -757
Dec01 010803 113~14 113~14 113~14 113~14 +0~07 0 1,749 +0
Total Volume and Open Interest 31,480 71,312 -757
3-Mth Short Sterling(LIFFE)
Sep01 010803 95.02 95.07 95.00 95.05 +0.07 73,786 0 +0
Dec01 010803 95.04 95.14 95.03 95.11 +0.10 113,174 0 +0
Mar02 010803 94.87 94.99 94.86 94.96 +0.11 83,426 0 +0
Total Volume and Open Interest 370,991    
3-Mth Euribor(LIFFE)
Sep01 010803 95.740 95.785 95.725 95.770 +0.035 190,598 449,287 +15,680
Dec01 010803 95.935 96.005 95.915 95.985 +0.055 110,254 350,233 -1,379
Mar02 010803 96.040 96.105 96.020 96.085 +0.050 92,221 301,686 +5,795
Total Volume and Open Interest 555,016 1,790,186 +26,224
3-Mth Aus T-Bills(SFE)
Sep01 010803 94.98 94.99 94.97 94.99 +0.01 6,545 165,636 -450
Dec01 010803 94.88 94.90 94.87 94.90 unch 6,781 91,173 +2,869
Mar02 010803 94.69 94.71 94.68 94.71 -0.02 1,865 49,762 +712
Jun02 010803 94.41 94.42 94.40 94.42 -0.03 1,188 23,669 +596
Sep02 010803 94.12 94.13 94.12 94.13 -0.04 413 13,946 -17
Dec02 010803 93.90 93.91 93.89 93.91 -0.03 188 10,284 -351
Mar03 010803 93.74 93.74 93.74 93.74 -0.02 80 4,924 +24
Jun03 010803 93.60 93.60 93.60 93.60 -0.02 0 3,822 -100
Sep03 010803 93.50 93.50 93.50 93.50 -0.02 0 1,613 -5
Dec03 010803 93.44 93.44 93.44 93.44 -0.02 0 1,105 +0
Total Volume and Open Interest 17,063 368,898 +3,278
10-Year Aus T-Bonds(SFE)
Sep01 010803 93.92 93.92 93.85 93.90 -0.06 3,053 148,977 -7,797
Dec01 010803 93.93 93.93 93.93 93.93 -0.03 0 108 +0
Total Volume and Open Interest 14,090 156,774 +9,247
3-Year Aus T-Bonds(SFE)
Sep01 010803 94.34 94.36 94.34 94.36 -0.03 28,501 329,196 -242
Dec01 010803 94.32 94.32 94.32 94.32 -0.03      
Total Volume and Open Interest 28,501 329,196 -242
Gold(CMX)
Aug01 010803 268.0 268.5 266.5 267.9 +0.5 284 459 -319
Oct01 010803 269.1 270.5 267.6 269.5 +0.5 217 10,727 +114
Dec01 010803 270.2 271.4 268.9 270.8 +0.5 8,907 64,577 +122
Feb02 010803 271.8 271.8 271.7 271.7 +0.5 2 7,782 -1
Apr02 010803 272.6 272.6 272.6 272.6 +0.5 1 1,942 +0
Jun02 010803 273.6 273.6 273.6 273.6 +0.5 78 5,660 -10
Total Volume and Open Interest 9,868 100,116 +86
Silver(CMX)
Sep01 010803 423.0 423.5 421.0 422.8 -0.7 3,626 55,241 -221
Dec01 010803 426.5 428.0 425.5 427.2 -0.7 1,534 13,009 +186
Mar02 010803 430.5 432.0 430.5 431.2 -0.7 0 2,536 +0
May02 010803 433.3 433.3 433.3 433.3 -0.7 0 901 +0
Jul02 010803 435.6 435.6 435.6 435.6 -0.7 4 1,246 +8
Total Volume and Open Interest 5,166 77,547 -25
Platinum(NYM)
Oct01 010803 482.8 484.0 478.0 480.6 -0.9 626 5,782 -5
Jan02 010803 475.6 475.6 475.6 475.6 -0.9 0 365 +0
Total Volume and Open Interest 626 6,147 -5
Palladium(NYME)
Sep01 010803 489.00 489.00 482.00 486.95 +4.45 102 1,154 -30
Dec01 010803 490.95 490.95 490.95 490.95 +4.95 7 266 -2
Total Volume and Open Interest 109 1,420 -32
Copper(CMX)
Sep01 010803 67.75 68.10 67.40 67.70 -0.45 6,515 46,174 +476
Dec01 010803 68.90 69.10 68.45 68.80 -0.40 1,184 15,509 +357
Mar02 010803 70.00 70.10 69.80 69.90 -0.40 151 5,606 -16
May02 010803 70.65 70.80 70.60 70.60 -0.30 124 2,140 +123
Jul02 010803 71.40 71.40 71.10 71.10 -0.40 1 1,239 +0
Total Volume and Open Interest 8,589 84,418 +1,174
DJIA Index(CBOT)
Sep01 010803 10575 10615 10450 10550 -25 8,959 27,867 +71
Dec01 010803 10615 10620 10510 10603 -26 38 1,305 -5
Mar02 010803 10663 10663 10663 10663 -26 0 2 +0
Jun02 010803 10733 10733 10733 10733 -26      
Total Volume and Open Interest 8,997 29,180 +66
S & P 500(CME)
Sep01 010803 1223.20 1223.20 1209.00 1220.00 -6.00 46,760 459,841 +523
Dec01 010803 1217.50 1227.50 1217.50 1227.50 -6.00 1,517 31,105 +1,117
Mar02 010803 1235.00 1235.00 1235.00 1235.00 -6.00 0 1,156 +0
Jun02 010803 1239.80 1245.20 1239.80 1245.20 -5.80 0 562 +0
Total Volume and Open Interest 48,277 493,052 +1,640
S & P 500 E-Mini(Globex)
Sep01 010803 1226.25 1227.75 1209.00 1220.00 -6.00 119,946 109,924 -1,180
Dec01 010803 1224.00 1227.50 1224.00 1227.50 -6.00 2 75 +0
Total Volume and Open Interest 119,948 109,999 -1,180
NASDAQ 100(CME)
Sep01 010803 1758.00 1758.00 1717.00 1741.50 -32.50 12,919 54,424 +496
Dec01 010803 1758.50 1758.50 1758.50 1758.50 -32.50 1 38 +1
Mar02 010803 1775.50 1775.50 1775.50 1775.50 -32.50 0 2 -1
Total Volume and Open Interest 12,920 54,464 +496
NASDAQ 100 E-Mini(GLOBEX)
Sep01 010803 1773.0 1779.5 1699.0 1741.5 -32.5 102,948 112,745 +1,679
Dec01 010803 1758.5 1758.5 1758.5 1758.5 -32.5 0 3 +0
Total Volume and Open Interest 102,948 112,748 +1,679
NYSE Composite(NYBOT)
Sep01 010803 620.00 620.00 614.00 618.20 -2.30 385 5,135 +50
Dec01 010803 621.20 621.20 621.20 621.20 -2.30 0 670 +0
Mar02 010803 624.20 624.20 624.20 624.20 -2.30 0 300 +0
Total Volume and Open Interest 385 6,105 +50
S & P Midcap 400(CME)
Sep01 010803 515.50 516.00 509.75 516.00 +0.25 675 15,966 -156
Dec01 010803 520.90 520.90 520.90 520.90 +0.25      
Mar02 010803 524.95 524.95 524.95 524.95 +0.25      
Total Volume and Open Interest 675 15,966 -156
Russell 2000(CME)
Sep01 010803 490.00 492.00 483.50 489.50 -1.75 1,944 21,144 +163
Dec01 010803 496.75 496.75 496.75 496.75 -1.75      
Mar02 010803 504.35 504.35 504.35 504.35 -1.75      
Total Volume and Open Interest 1,944 21,144 +163
Value Line(KCBT)
Sep01 010803 1239.00 1245.00 1218.00 1240.00 -6.50 33 317 -21
Total Volume and Open Interest 33 320 -21
Nikkei 225(CME)
Sep01 010803 12210 1224