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MRCI's End of Day Prices
Daily Futures Price Listing Mon August 06, 2001
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Aug01 010806 493.50 502.00 490.50 501.50 +9.50 5,211 4,260 -1,243
Sep01 010806 495.00 500.00 489.00 499.00 +6.75 12,667 20,459 -822
Nov01 010806 488.50 494.00 481.00 492.75 +7.25 45,049 87,916 -2,488
Jan02 010806 492.50 497.00 486.50 496.00 +6.50 2,209 14,077 +355
Mar02 010806 495.00 500.50 490.50 499.50 +6.25 2,111 14,508 +264
May02 010806 491.50 498.50 488.00 497.75 +8.25 1,408 16,328 +72
Jul02 010806 491.75 498.00 488.00 497.50 +8.75 1,527 7,785 +422
Total Volume and Open Interest 70,986 167,127 -3,088
Soybean Meal(CBOT)
Aug01 010806 175.00 175.30 172.20 173.80 -1.30 5,460 11,394 -2,569
Sep01 010806 169.20 169.50 166.60 169.10 unch 9,703 23,868 +346
Oct01 010806 163.20 163.80 160.80 163.40 +0.30 1,581 13,504 -125
Dec01 010806 162.30 163.00 159.50 162.60 +0.70 11,959 52,627 -459
Jan02 010806 162.00 162.70 159.50 162.20 +0.50 1,003 12,484 +79
Mar02 010806 159.90 161.20 158.00 161.10 +1.20 586 9,222 +152
May02 010806 157.40 158.80 156.30 158.70 +1.30 1,082 7,090 +27
Jul02 010806 157.70 159.00 157.00 159.00 +1.40 1,041 3,788 +50
Total Volume and Open Interest 32,581 135,877 -2,377
Soybean Oil(CBOT)
Aug01 010806 18.00 18.23 17.95 18.17 +0.27 5,274 3,587 -436
Sep01 010806 18.18 18.39 18.06 18.29 +0.23 8,717 34,529 -204
Oct01 010806 18.27 18.53 18.22 18.41 +0.26 1,623 16,989 +227
Dec01 010806 18.60 18.85 18.52 18.74 +0.28 11,695 68,569 +2,314
Jan02 010806 18.75 18.90 18.73 18.90 +0.30 1,074 13,715 +58
Mar02 010806 18.90 19.07 18.90 19.06 +0.28 385 8,693 +197
May02 010806 19.03 19.25 19.03 19.22 +0.24 186 9,288 -26
Jul02 010806 19.25 19.45 19.25 19.40 +0.30 2 4,228 -9
Total Volume and Open Interest 28,956 162,000 +2,121
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 010806 210.00 213.00 208.75 212.50 +2.00 17,525 116,516 -1,314
Nov01 010806 217.25 220.50 217.25 220.25 +2.00 14 230 +0
Dec01 010806 221.50 225.00 220.25 224.25 +2.25 35,379 195,242 +1,030
Jan02 010806 228.00 228.00 228.00 228.00 +2.00 1 382 +0
Mar02 010806 232.50 235.50 231.00 234.75 +1.75 2,614 37,497 +386
May02 010806 237.00 240.25 236.50 240.25 +2.00 522 10,839 +106
Total Volume and Open Interest 58,083 390,946 +912
Wheat(CBOT)
Sep01 010806 263.50 266.50 262.00 265.00 +0.25 8,776 54,630 -1,038
Dec01 010806 280.00 281.75 277.00 279.75 -0.25 20,565 54,190 +219
Mar02 010806 293.00 294.50 290.25 293.00 unch 2,617 23,077 +23
May02 010806 298.00 299.00 296.00 296.00 unch 462 1,673 +413
Jul02 010806 303.00 305.00 301.50 303.25 -0.50 374 3,653 +170
Total Volume and Open Interest 32,820 137,981 -209
Wheat(KCBT)
Sep01 010806 297.50 300.00 296.25 298.25 +0.75 6,426 44,435 +391
Dec01 010806 313.00 314.50 311.00 312.50 -0.50 4,724 31,332 +706
Mar02 010806 326.00 327.00 324.50 324.75 -1.00 1,120 8,919 +586
May02 010806 331.00 331.00 330.75 330.75 -0.75 6 966 +11
Jul02 010806 335.50 335.50 335.50 335.50 -0.50 4 176 -7
Total Volume and Open Interest 12,280 85,830 +1,687
Wheat(MGE)
Sep01 010806 311.00 313.00 310.25 311.00 -0.25 1,364 12,149 -184
Dec01 010806 325.00 326.50 323.75 324.25 -1.00 1,179 8,321 +23
Mar02 010806 337.50 338.25 336.50 337.50 -1.25 75 1,867 -27
May02 010806 344.50 344.50 344.50 344.50 -0.50 0 196 +0
Jul02 010806 351.50 351.50 351.50 351.50 -1.00 0 21 +0
Total Volume and Open Interest 2,620 22,595 -188
Oats(CBOT)
Sep01 010806 127.25 135.00 127.25 134.75 +8.00 547 4,457 -61
Dec01 010806 128.50 132.50 128.25 132.50 +4.75 428 5,489 -48
Mar02 010806 132.25 135.00 131.75 135.00 +3.50 175 2,154 +83
May02 010806 135.50 135.50 135.50 135.50 +2.00 18 179 +12
Total Volume and Open Interest 1,168 12,285 -14
Rough Rice(MCE)
Sep01 010806 4.87 4.92 4.86 4.89 -0.01 54 1,216 -19
Nov01 010806 4.95 5.00 4.95 4.97 -0.02 149 1,323 -42
Jan02 010806 5.22 5.22 5.18 5.19 -0.02 14 507 -3
Mar02 010806 5.42 5.42 5.42 5.42 -0.02 5 313 +0
Total Volume and Open Interest 227 3,372 -59
Live Cattle(CME)
Aug01 010806 71.300 71.400 70.825 71.000 -0.375 5,750 17,031 -2,391
Oct01 010806 73.375 73.525 73.175 73.225 -0.225 4,780 43,704 -87
Dec01 010806 74.400 74.550 74.225 74.300 -0.175 1,399 23,016 +181
Feb02 010806 76.200 76.200 75.900 75.925 -0.250 420 14,492 +117
Apr02 010806 77.700 77.750 77.450 77.650 -0.150 174 6,073 +30
Jun02 010806 73.500 73.500 73.350 73.350 -0.225 112 4,525 +12
Total Volume and Open Interest 12,635 108,851 -2,138
Feeder Cattle(CME)
Aug01 010806 89.150 89.275 88.750 88.850 -0.425 512 4,910 -93
Sep01 010806 89.275 89.300 89.000 89.025 -0.300 214 2,013 +44
Oct01 010806 89.350 89.500 89.100 89.175 -0.225 354 3,913 +49
Nov01 010806 89.975 90.050 89.775 89.775 -0.275 150 2,975 -20
Jan02 010806 89.850 89.950 89.800 89.875 -0.175 40 1,296 -6
Mar02 010806 89.050 89.050 88.750 88.850 -0.225 16 225 +16
Apr02 010806 88.925 88.925 88.925 88.925 -0.225 11 140 +10
Total Volume and Open Interest 1,297 15,517 +0
Lean Hogs(CME)
Aug01 010806 71.325 71.650 70.750 70.975 -0.350 4,004 10,115 -598
Oct01 010806 59.925 60.400 58.900 59.025 -0.900 2,821 25,999 +220
Dec01 010806 55.400 55.500 54.600 54.825 -0.550 846 10,377 +31
Feb02 010806 56.300 56.500 55.900 55.900 -0.375 109 3,530 +16
Apr02 010806 56.700 56.825 56.300 56.300 -0.425 21 911 -3
Jun02 010806 64.925 64.925 64.600 64.800 -0.175 3 236 +1
Jul02 010806 63.000 63.000 63.000 63.000 -0.200 4 76 +2
Aug02 010806 59.825 59.825 59.825 59.825 -0.025 0 31 +0
Total Volume and Open Interest 7,811 51,550 -331
Pork Bellies(CME)
Aug01 010806 100.200 100.350 98.700 99.850 +0.475 1,206 1,860 -169
Feb02 010806 80.750 81.500 80.750 80.900 +0.375 629 1,159 +304
Mar02 010806 80.000 80.000 80.000 80.000 unch 5 43 +2
May02 010806 81.975 82.500 81.975 82.500 +0.700 0 13 +0
Jul02 010806 82.000 82.000 82.000 82.000 unch 0 1 +0
Total Volume and Open Interest 1,840 3,076 +137
Cocoa(NYBOT)
Sep01 010806 956 1008 949 1005 +49 5,533 20,637 -295
Dec01 010806 948 1002 943 998 +52 1,274 22,989 +300
Mar02 010806 952 995 943 991 +45 1,036 16,757 -457
May02 010806 965 1003 959 1003 +44 40 7,626 -270
Jul02 010806 980 1015 980 1015 +44 3 6,541 -204
Sep02 010806 1017 1030 1017 1030 +46 971 6,201 -761
Dec02 010806 1060 1060 1050 1050 +47 80 11,061 +66
Total Volume and Open Interest 8,990 102,809 -1,624
Coffee "C"(NYBOT)
Sep01 010806 49.50 50.10 49.50 49.85 -0.55 4,224 33,533 -359
Dec01 010806 53.55 53.75 53.50 53.55 -0.50 2,018 14,689 +501
Mar02 010806 57.25 57.30 57.00 57.05 -0.40 669 6,076 +124
May02 010806 59.80 59.85 59.55 59.55 -0.35 538 2,441 +233
Jul02 010806 62.00 62.00 61.80 61.95 -0.35 68 2,117 +11
Sep02 010806 64.00 64.25 63.80 64.25 -0.35 173 873 +132
Total Volume and Open Interest 7,901 60,092 +671
Orange Juice(NYBOT)
Sep01 010806 76.50 76.80 76.10 76.20 -0.85 1,805 14,413 -167
Nov01 010806 80.00 80.30 79.70 79.80 -0.85 685 5,102 +58
Jan02 010806 83.00 83.35 82.80 83.00 -0.45 74 754 +24
Mar02 010806 86.30 86.30 86.00 86.05 -0.60 32 273 +24
May02 010806 89.05 89.05 89.05 89.05 -0.60 0 734 +0
Total Volume and Open Interest 2,596 21,489 -61
Sugar #11(NYBOT)
Oct01 010806 7.82 7.85 7.72 7.82 +0.02 12,762 67,128 -1,028
Mar02 010806 7.68 7.73 7.65 7.72 +0.02 2,670 25,394 +312
May02 010806 7.56 7.60 7.54 7.59 +0.03 1,073 7,022 +33
Jul02 010806 7.42 7.50 7.39 7.45 +0.06 983 8,164 +64
Oct02 010806 7.41 7.46 7.41 7.46 +0.08 392 4,454 +131
Total Volume and Open Interest 18,142 114,461 -342
London Cocoa(LCE)
Sep01 010806 698 731 698 725 +31 1,304 42,780 -130
Dec01 010806 715 750 713 745 +33 609 33,698 -78
Mar02 010806 735 763 729 762 +30 232 37,168 -173
May02 010806 750 780 745 775 +28 2,002 23,330 -54
Jul02 010806 760 783 760 782 +24 0 12,483 +0
Sep02 010806 793 793 793 793 +24 0 9,308 +0
Dec02 010806 811 811 811 811 +24 0 534 +0
Total Volume and Open Interest 4,147 161,465 -435
London Coffee(LCE)
Sep01 010806 475.00 479.00 440.00 465.00 -12.00 5,113 23,424 -1,687
Nov01 010806 490.00 491.00 448.00 478.00 -12.00 4,718 40,417 +679
Jan02 010806 503.00 505.00 467.00 492.00 -12.00 1,435 19,086 +520
Mar02 010806 520.00 520.00 492.00 509.00 -11.00 655 8,360 +462
May02 010806 535.00 535.00 517.00 524.00 -11.00 416 6,161 +342
Jul02 010806 544.00 544.00 534.00 539.00 -11.00 237 2,365 +138
Total Volume and Open Interest 12,727 101,338 +515
London Sugar(LCE)
Aug01 010716 272.00 283.00 272.00 281.00 +5.50 2,030 6,204 -789
Oct01 010806 235.00 237.90 235.00 237.50 +2.50 1,756 19,018 -405
Dec01 010806 228.50 230.50 228.50 230.50 +1.60 518 8,322 +173
Mar02 010806 229.50 230.00 228.50 230.00 +1.50 472 6,911 +281
May02 010806 226.00 227.00 225.90 227.00 +1.20 118 2,503 +30
Total Volume and Open Interest 2,970 40,686 +124
Cotton(NYBOT)
Oct01 010806 41.90 42.00 41.60 41.97 +0.07 510 4,242 +96
Dec01 010806 43.20 43.45 43.00 43.41 +0.07 2,822 40,396 +258
Mar02 010806 44.80 45.05 44.65 45.05 +0.11 106 7,152 -5
May02 010806 45.90 46.05 45.65 46.05 +0.15 62 4,821 +3
Jul02 010806 46.85 47.05 46.85 47.05 +0.15 5 3,500 -1
Oct02 010806 47.70 47.70 47.70 47.70 unch 0 193 -1
Total Volume and Open Interest 3,505 63,079 +350
Lumber(CME)
Sep01 010806 321.0 330.0 320.0 329.3 +9.3 196 1,877 +0
Nov01 010806 309.2 315.9 307.6 314.2 +7.2 127 662 +22
Jan02 010806 299.5 301.2 298.0 298.0 +1.2 34 255 +14
Mar02 010806 302.2 302.3 295.2 295.2 +2.9 0 28 +0
Total Volume and Open Interest 357 2,822 +36
Crude Oil(NYM)
Sep01 010806 27.60 27.78 27.38 27.74 +0.12 53,006 105,967 -5,848
Oct01 010806 27.01 27.15 26.80 27.13 +0.13 27,280 83,373 +2,926
Nov01 010806 26.94 27.05 26.80 27.04 +0.14 8,279 42,404 +451
Dec01 010806 26.70 26.90 26.63 26.87 +0.14 9,232 48,838 -894
Jan02 010806 26.52 26.65 26.50 26.65 +0.14 1,448 23,571 -348
Feb02 010806 26.19 26.41 26.19 26.41 +0.14 1,662 11,864 +645
Mar02 010806 26.13 26.20 26.13 26.17 +0.14 458 8,880 +45
Apr02 010806 25.93 25.93 25.93 25.93 +0.14 119 10,142 +63
May02 010806 25.55 25.70 25.55 25.70 +0.14 13 6,471 +1
Jun02 010806 25.30 25.47 25.25 25.47 +0.14 1,203 21,373 +483
Total Volume and Open Interest 107,226 462,731 -1,432
Heating Oil(NYM)
Sep01 010806 72.50 73.20 72.20 72.56 -0.06 13,425 36,141 -1,152
Oct01 010806 73.50 73.90 73.00 73.31 -0.13 5,109 13,826 -533
Nov01 010806 74.25 74.25 73.90 74.06 -0.08 551 13,859 -209
Dec01 010806 75.00 75.10 74.65 74.71 -0.08 1,760 25,367 +53
Jan02 010806 75.50 75.50 75.00 75.11 -0.03 543 15,774 +115
Feb02 010806 74.90 74.90 74.40 74.56 +0.02 542 12,039 +50
Mar02 010806 72.60 72.90 72.60 72.66 +0.07 273 11,840 -14
Apr02 010806 70.90 70.90 70.56 70.56 +0.07 60 3,645 +49
May02 010806 68.80 68.80 68.56 68.56 +0.07 28 2,940 +13
Jun02 010806 68.10 68.10 67.61 67.61 +0.07 24 2,710 -18
Total Volume and Open Interest 22,490 143,117 -1,553
Unleaded Gas(NYM)
Sep01 010806 77.60 77.90 76.50 77.54 -0.11 13,080 33,606 -1,734
Oct01 010806 74.80 75.00 74.00 74.64 +0.01 2,615 17,995 +248
Nov01 010806 73.30 73.80 73.20 73.54 +0.06 1,253 6,416 +463
Dec01 010806 72.75 73.30 72.50 73.04 +0.01 653 5,781 +74
Jan02 010806 73.00 73.04 73.00 73.04 -0.04 191 4,298 +155
Feb02 010806 73.25 73.29 73.25 73.29 -0.04 115 3,313 +85
Mar02 010806 73.85 73.89 73.85 73.89 -0.04 101 2,568 +36
Apr02 010806 79.44 79.44 79.44 79.44 -0.04 100 6,348 +5
Total Volume and Open Interest 18,413 88,781 -663
Natural Gas(NYM)
Sep01 010806 3.010 3.050 2.945 3.027 +0.056 29,689 52,028 +808
Oct01 010806 3.060 3.080 2.970 3.065 +0.051 7,141 52,908 -124
Nov01 010806 3.330 3.335 3.250 3.330 +0.053 5,686 35,375 +801
Dec01 010806 3.600 3.610 3.535 3.600 +0.060 3,702 30,901 +810
Jan02 010806 3.680 3.720 3.660 3.713 +0.063 7,652 32,650 -2,046
Feb02 010806 3.640 3.641 3.580 3.641 +0.061 5,620 24,077 +1,814
Mar02 010806 3.540 3.541 3.480 3.541 +0.061 2,022 21,587 +104
Apr02 010806 3.360 3.394 3.340 3.394 +0.064 781 30,941 +193
Total Volume and Open Interest 68,183 471,834 +3,720
Brent Crude Oil(IPE)
Sep01 010806 25.62 25.88 25.60 25.83 +0.14 23,982 60,547 -106
Oct01 010806 25.85 26.09 25.76 26.07 +0.23 15,563 46,989 +2,396
Nov01 010806 25.74 26.00 25.69 25.99 +0.26 2,726 17,091 +272
Dec01 010806 25.57 25.78 25.50 25.75 +0.21 2,885 36,014 -501
Jan02 010806 25.33 25.40 25.26 25.40 +0.25 1,098 19,798 +308
Feb02 010806 24.98 25.16 24.98 25.16 +0.26 250 4,719 +60
Mar02 010806 24.88 24.93 24.88 24.93 +0.17 100 4,238 +100
Apr02 010806 24.69 24.69 24.69 24.69 +0.27 100 2,820 +0
Total Volume and Open Interest 48,069 222,665 +2,299
Gas Oil(IPE)
Aug01 010806 225.50 226.75 225.00 225.75 -2.25 9,026 22,354 -1,646
Sep01 010806 224.75 226.00 224.25 224.75 -2.00 6,801 28,672 +72
Oct01 010806 225.25 226.25 224.50 225.50 -1.75 2,336 16,587 +293
Nov01 010806 225.50 226.25 225.00 225.75 -1.75 1,318 12,766 +350
Dec01 010806 223.75 225.50 223.75 225.50 -1.25 227 23,788 -254
Jan02 010806 222.50 224.50 222.50 224.50 -1.00 20 9,527 -282
Feb02 010806 222.00 222.00 222.00 222.00 -0.75 0 4,197 +0
Mar02 010806 218.25 218.25 218.25 218.25 -0.50 0 3,473 +0
Total Volume and Open Interest 20,156 131,281 -1,139
US Dollar Index(NYBOT)
Sep01 010806 116.38 116.85 116.38 116.57 +0.26 850 6,449 -15
Dec01 010806 116.80 117.06 116.80 116.89 +0.26 65 2,061 +25
Mar02 010806 117.21 117.21 117.21 117.21 +0.26      
Total Volume and Open Interest 915 8,510 +10
Australian Dollar(IMM)
Sep01 010806 51.61 51.75 51.48 51.70 -0.07 1,159 20,455 -653
Dec01 010806 51.55 51.55 51.53 51.53 -0.07 0 236 -1
Mar02 010806 51.36 51.36 51.36 51.36 -0.07 0 308 +0
Total Volume and Open Interest 1,159 21,002 -654
British Pound(IMM)
Sep01 010806 141.92 142.00 141.48 141.80 -0.88 4,863 32,941 +329
Dec01 010806 141.20 141.24 141.00 141.24 -0.88 65 176 +46
Mar02 010806 140.62 140.62 140.62 140.62 -0.88 0 8 +0
Total Volume and Open Interest 4,928 33,125 +375
Canadian Dollar(IMM)
Sep01 010806 65.33 65.51 65.29 65.50 +0.18 7,015 46,182 -154
Dec01 010806 65.22 65.43 65.22 65.42 +0.18 67 3,933 -5
Mar02 010806 65.25 65.37 65.25 65.37 +0.18 3 633 +3
Jun02 010806 65.30 65.33 65.30 65.33 +0.18 6 367 +0
Total Volume and Open Interest 7,091 51,174 -156
Japanese Yen(IMM)
Sep01 010806 81.06 81.18 81.00 81.07 -0.13 8,623 103,487 -1,060
Dec01 010806 81.76 81.82 81.76 81.77 -0.13 32 1,244 +0
Mar02 010806 82.49 82.49 82.49 82.49 -0.13 0 28 +0
Total Volume and Open Interest 8,655 104,927 -1,060
Deutsche Mark(IMM)
Sep01 010806 45.05 45.05 45.04 45.04 -0.12 2 335 -2
Dec01 010806 44.97 44.97 44.97 44.97 -0.12 0 1 +0
Total Volume and Open Interest 2 336 -2
Swiss Franc(IMM)
Sep01 010806 58.41 58.58 58.31 58.53 -0.08 10,201 53,920 +1,920
Dec01 010806 58.49 58.67 58.46 58.62 -0.07 53 492 +12
Mar02 010806 58.74 58.74 58.74 58.74 -0.07 0 66 +0
Total Volume and Open Interest 10,254 54,478 +1,932
EuroFX(IMM)
Sep01 010806 87.93 88.18 87.77 88.10 -0.23 18,692 93,143 +2,647
Dec01 010806 87.82 88.00 87.65 87.95 -0.23 70 2,161 +28
Mar02 010806 87.65 87.96 87.64 87.87 -0.23 1 436 +1
Total Volume and Open Interest 18,763 95,786 +2,676
Mexican Peso(IMM)
Sep01 010806 10860.0 10910.0 10835.0 10865.0 +28.0 1,782 23,727 -223
Dec01 010806 10650.0 10700.0 10630.0 10647.5 +27.5 272 1,431 -10
Total Volume and Open Interest 2,086 28,040 -244
30-Year T-Bonds(CBOT)
Sep01 010806 103~04 103~04 102~19 102~31 -0~03 197,406 477,700 +4,647
Dec01 010806 102~06 102~08 101~28 102~07 -0~03 1,863 32,858 -219
Mar02 010806 101~17 101~17 101~17 101~17 -0~03 14 230 +14
Total Volume and Open Interest 199,283 510,841 +4,442
Municipal Bonds(CBOT)
Sep01 010806 105~27 105~27 105~17 105~26 unch 581 11,839 -76
Dec01 010806 104~18 104~29 104~18 104~29 unch 0 2 +0
Total Volume and Open Interest 581 11,841 -76
10-Year T-Notes(CBOT)
Sep01 010806 105~105 105~130 105~055 105~115 +0~020 200,598 539,725 -4,795
Dec01 010806 104~170 104~190 104~135 104~180 +0~015 3,140 35,959 +785
Total Volume and Open Interest 203,738 575,684 -4,010
5-Year T-Notes(CBOT)
Sep01 010806 104~290 104~305 104~255 104~295 +0~020 58,125 462,380 -992
Dec01 010806 104~175 104~175 104~175 104~175 +0~020 612 13,802 +606
Total Volume and Open Interest 58,737 476,182 -386
2 Year T-Notes(CBOT)
Sep01 010806 103~055 103~063 103~054 103~060 +0~008 5,324 59,293 +855
Dec01 010806 103~018 103~023 103~016 103~016 unch      
Total Volume and Open Interest 5,324 59,293 +855
3-Mth T-Bills(IMM)
Sep01 010806 96.66 96.66 96.65 96.65 unch 83 2,357 +21
Total Volume and Open Interest 83 2,357 +21
Eurodollars(IMM)
Sep01 010806 96.450 96.450 96.430 96.430 unch 72,571 702,895 -4,989
Dec01 010806 96.320 96.330 96.305 96.315 +0.020 131,084 673,590 +1,895
Mar02 010806 96.180 96.190 96.160 96.170 +0.020 195,860 505,570 +14,754
Jun02 010806 95.835 95.850 95.820 95.830 +0.025 123,154 544,143 +5,888
Sep02 010806 95.445 95.470 95.435 95.460 +0.040 78,654 420,184 +5,471
Dec02 010806 95.050 95.070 95.040 95.060 +0.040 54,343 339,644 +861
Mar03 010806 94.790 94.820 94.785 94.810 +0.030 27,606 250,497 +4,782
Jun03 010806 94.525 94.550 94.515 94.540 +0.025 19,046 155,067 +1,512
Sep03 010806 94.325 94.345 94.320 94.340 +0.025 6,652 144,766 -923
Dec03 010806 94.125 94.125 94.105 94.125 +0.025 6,188 112,526 +61
Mar04 010806 94.050 94.060 94.030 94.055 +0.025 8,114 125,033 -2,238
Jun04 010806 93.925 93.930 93.900 93.930 +0.025 5,309 88,487 -746
Total Volume and Open Interest 775,211 4,668,396 +27,200
3-Mth Euro-Yen(IMM)
Sep01 010806 99.89 99.89 99.88 99.88 -0.01 1,794 27,738 +1,082
Dec01 010806 99.82 99.83 99.82 99.83 -0.03 116 12,620 -50
Mar02 010806 99.81 99.81 99.79 99.79 -0.04 389 6,147 +137
Jun02 010806 99.82 99.82 99.81 99.82 -0.03 107 5,801 -50
Sep02 010806 99.78 99.78 99.76 99.78 -0.03 151 6,057 +287
Dec02 010806 99.72 99.72 99.70 99.71 -0.04 57 1,229 +21
Mar03 010806 99.69 99.69 99.69 99.69 -0.04 0 175 +0
Jun03 010806 99.67 99.67 99.67 99.67 -0.05 0 46 +0
Sep03 010806 99.63 99.63 99.63 99.63 -0.04      
Dec03 010806 99.54 99.54 99.54 99.54 -0.04 0 2 +0
Total Volume and Open Interest 2,614 60,035 +1,427
3-Mth Euro-Yen(SIMEX)
Sep01 010806 99.89 99.89 99.88 99.88 -0.01 2,341 88,645 +375
Dec01 010806 99.85 99.85 99.82 99.82 -0.04 2,347 79,296 -234
Mar02 010806 99.83 99.83 99.80 99.81 -0.03 2,198 52,945 +798
Jun02 010806 99.85 99.85 99.82 99.82 -0.03 2,632 51,310 +1,413
Sep02 010806 99.81 99.81 99.77 99.78 -0.03 639 21,546 +453
Dec02 010806 99.74 99.74 99.71 99.72 -0.03 87 9,031 +2
Mar03 010806 99.69 99.69 99.68 99.69 -0.04 12 12,831 +7
Jun03 010806 99.69 99.69 99.67 99.67 -0.04 0 15,059 +0
Total Volume and Open Interest 10,256 347,739 +2,814
Euro Notional Bond(MATIF)
Sep01 010806 89.48 89.64 89.38 89.48 -0.02 3,910 89,563 -1,934
Dec01 010806 89.42 89.42 89.42 89.42 -0.02      
Mar02 010806 89.53 89.53 89.53 89.53 -0.02      
Total Volume and Open Interest 3,910 89,563 -1,934
3-Month Euribor(MATIF)
Sep01 010806 95.75 95.75 95.75 95.75 unch 0 2,411 +0
Dec01 010806 96.00 96.00 96.00 96.00 unch 0 2,845 +0
Mar02 010806 96.10 96.10 96.10 96.10 unch 0 2,592 +0
Total Volume and Open Interest 0 9,049 +0
German Euro-Bund(EUREX)
Sep01 010806 108.20 108.44 108.15 108.34 +0.08 613,617 621,963 +3,608
Dec01 010806 107.74 107.96 107.74 107.89 +0.09 3,520 19,167 +898
Mar02 010806 107.76 107.76 107.76 107.76 +0.04 3,056 910 +0
Total Volume and Open Interest 620,193 642,040 +4,506
German Euro-Bobl(EUREX)
Sep01 010806 106.73 106.88 106.69 106.87 +0.12 304,338 457,769 -10,279
Dec01 010806 106.62 106.69 106.62 106.69 +0.09 6,170 47,958 +3,266
Mar02 010806 106.46 106.46 106.46 106.46 +0.11 327 1,846 +0
Total Volume and Open Interest 310,835 507,573 -7,013
Long Gilt(LIFFE)
Sep01 010806 114~06 114~23 114~05 114~15 +0~10 20,479 70,137 +574
Dec01 010806 113~23 113~23 113~23 113~23 +0~09 0 1,749 +0
Total Volume and Open Interest 20,479 71,886 +574
3-Mth Short Sterling(LIFFE)
Sep01 010806 95.06 95.09 95.06 95.07 +0.02 48,150 0 +0
Dec01 010806 95.14 95.16 95.12 95.13 +0.02 94,844 0 +0
Mar02 010806 94.99 95.03 94.98 95.00 +0.04 60,070 0 +0
Total Volume and Open Interest 272,659    
3-Mth Euribor(LIFFE)
Sep01 010806 95.775 95.780 95.760 95.765 -0.005 106,330 452,612 +3,325
Dec01 010806 95.990 96.005 95.965 95.975 -0.010 69,009 360,667 +10,434
Mar02 010806 96.095 96.110 96.000 96.090 +0.005 62,847 303,574 +1,888
Total Volume and Open Interest 317,528 1,809,315 +19,129
3-Mth Aus T-Bills(SFE)
Sep01 010806 95.00 95.06 95.00 95.06 +0.07 3,408 160,308 -5,328
Dec01 010806 94.90 94.98 94.90 94.98 +0.08 3,265 87,891 -3,282
Mar02 010806 94.72 94.78 94.72 94.78 +0.07 1,105 49,856 +94
Jun02 010806 94.44 94.48 94.44 94.47 +0.05 1,102 24,423 +754
Sep02 010806 94.15 94.18 94.15 94.18 +0.05 248 13,742 -204
Dec02 010806 93.95 93.95 93.95 93.95 +0.04 185 10,279 -5
Mar03 010806 93.78 93.78 93.78 93.78 +0.04 0 4,919 -5
Jun03 010806 93.64 93.64 93.64 93.64 +0.04 50 3,772 -50
Sep03 010806 93.53 93.53 93.53 93.53 +0.03 0 1,595 -18
Dec03 010806 93.47 93.47 93.47 93.47 +0.03 0 1,095 -10
Total Volume and Open Interest 9,363 360,833 -8,065
10-Year Aus T-Bonds(SFE)
Sep01 010806 93.94 93.95 93.93 93.94 +0.03 874 146,726 -2,251
Dec01 010806 93.96 93.96 93.96 93.96 +0.03 0 108 +0
Total Volume and Open Interest 8,611 148,977 -7,797
3-Year Aus T-Bonds(SFE)
Sep01 010806 94.33 94.40 94.32 94.39 +0.03 17,229 312,553 -16,643
Dec01 010806 94.35 94.35 94.35 94.35 +0.03      
Total Volume and Open Interest 17,229 312,553 -16,643
Gold(CMX)
Aug01 010806 267.8 267.8 267.0 267.1 -0.8 136 418 -41
Oct01 010806 268.8 269.0 268.2 268.6 -0.9 295 10,728 +1
Dec01 010806 270.1 270.3 269.3 269.9 -0.9 15,400 65,299 +722
Feb02 010806 270.8 270.8 270.8 270.8 -0.9 1 7,783 +1
Apr02 010806 271.7 271.7 271.7 271.7 -0.9 0 1,942 +0
Jun02 010806 272.9 272.9 272.7 272.7 -0.9 0 5,665 +5
Total Volume and Open Interest 16,287 100,929 +813
Silver(CMX)
Sep01 010806 421.0 421.5 419.0 419.2 -3.6 2,821 55,110 -131
Dec01 010806 427.0 427.0 423.0 423.6 -3.6 1,401 13,213 +204
Mar02 010806 429.5 429.5 427.6 427.6 -3.6 90 2,561 +25
May02 010806 429.7 429.7 429.7 429.7 -3.6 0 903 +2
Jul02 010806 432.0 432.0 432.0 432.0 -3.6 0 1,246 +0
Total Volume and Open Interest 4,326 77,645 +98
Platinum(NYM)
Oct01 010806 475.0 475.0 465.2 466.2 -14.4 233 5,805 +23
Jan02 010806 471.0 471.0 461.2 461.2 -14.4 0 365 +0
Total Volume and Open Interest 233 6,170 +23
Palladium(NYME)
Sep01 010806 478.00 478.00 470.00 470.40 -16.55 186 1,144 -10
Dec01 010806 474.40 474.40 474.40 474.40 -16.55 110 367 +101
Total Volume and Open Interest 296 1,511 +91
Copper(CMX)
Sep01 010806 67.50 67.65 67.00 67.10 -0.60 4,276 45,840 -334
Dec01 010806 68.60 68.60 68.15 68.20 -0.60 835 15,420 -89
Mar02 010806 69.50 69.80 69.25 69.25 -0.65 330 5,793 +187
May02 010806 70.30 70.30 69.95 69.95 -0.65 389 2,511 +371
Jul02 010806 70.85 70.85 70.45 70.45 -0.65 2 1,241 +2
Total Volume and Open Interest 6,635 84,752 +334
DJIA Index(CBOT)
Sep01 010806 10525 10534 10395 10407 -143 14,129 28,518 +651
Dec01 010806 10575 10575 10445 10460 -143 41 1,315 +10
Mar02 010806 10518 10518 10518 10518 -145 0 2 +0
Jun02 010806 10584 10584 10584 10584 -149      
Total Volume and Open Interest 14,170 29,841 +661
S & P 500(CME)
Sep01 010806 1214.50 1215.50 1200.70 1203.00 -17.00 43,962 457,403 -2,438
Dec01 010806 1221.50 1221.50 1209.50 1210.30 -17.20 1,300 31,824 +719
Mar02 010806 1220.10 1220.10 1217.80 1217.80 -17.20 103 1,197 +41
Jun02 010806 1230.00 1230.00 1228.00 1228.00 -17.20 2 560 -2
Total Volume and Open Interest 45,367 491,372 -1,680
S & P 500 E-Mini(Globex)
Sep01 010806 1219.75 1221.00 1200.75 1203.00 -17.00 140,720 110,499 +575
Dec01 010806 1215.00 1215.00 1210.00 1210.25 -17.25 2 74 -1
Total Volume and Open Interest 140,722 110,573 +574
NASDAQ 100(CME)
Sep01 010806 1714.00 1729.00 1708.00 1714.50 -27.00 12,707 53,308 -1,116
Dec01 010806 1731.50 1731.50 1731.50 1731.50 -27.00 0 38 +0
Mar02 010806 1748.50 1748.50 1748.50 1748.50 -27.00 0 2 +0
Total Volume and Open Interest 12,707 53,348 -1,116
NASDAQ 100 E-Mini(GLOBEX)
Sep01 010806 1740.0 1744.0 1708.0 1714.5 -27.0 99,706 113,704 +959
Dec01 010806 1731.5 1731.5 1731.5 1731.5 -27.0 0 3 +0
Total Volume and Open Interest 99,706 113,707 +959
NYSE Composite(NYBOT)
Sep01 010806 615.00 617.00 610.50 611.00 -7.20 1,546 5,348 +213
Dec01 010806 614.00 614.00 614.00 614.00 -7.20 0 670 +0
Mar02 010806 617.00 617.00 617.00 617.00 -7.20 0 300 +0
Total Volume and Open Interest 1,546 6,318 +213
S & P Midcap 400(CME)
Sep01 010806 513.50 514.00 506.25 506.25 -9.75 853 15,996 +30
Dec01 010806 509.85 509.85 509.85 509.85 -11.05      
Mar02 010806 515.20 515.20 515.20 515.20 -9.75      
Total Volume and Open Interest 853 15,996 +30
Russell 2000(CME)
Sep01 010806 488.00 488.00 481.00 481.15 -8.35 2,709 21,181 +37
Dec01 010806 488.40 488.40 488.40 488.40 -8.35      
Mar02 010806 496.00 496.00 496.00 496.00 -8.35      
Total Volume and Open Interest 2,709 21,181 +37
Value Line(KCBT)
Sep01 010806 1233.00 1233.00 1222.75 1222.75 -17.25 74 308 -9
Total Volume and Open Interest 74 311 -9
Nikkei 225(CME)
Sep01 010806 12225 12225 12100