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MRCI's End of Day Prices
Daily Futures Price Listing Tue August 07, 2001
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Aug01 010807 508.00 510.50 505.00 508.50 +7.00 2,738 2,911 -1,349
Sep01 010807 504.50 509.00 502.00 506.75 +7.75 6,244 19,972 -487
Nov01 010807 499.50 502.75 495.50 500.00 +7.25 29,902 85,314 -2,602
Jan02 010807 504.00 507.00 500.00 503.50 +7.50 1,392 14,011 -66
Mar02 010807 507.00 509.00 503.50 506.50 +7.00 837 14,817 +309
May02 010807 503.00 507.00 501.00 505.50 +7.75 1,628 16,327 -1
Jul02 010807 504.50 508.00 502.00 504.50 +7.00 566 8,007 +222
Total Volume and Open Interest 43,542 163,190 -3,937
Soybean Meal(CBOT)
Aug01 010807 175.50 175.50 173.70 174.90 +1.10 4,959 10,045 -1,349
Sep01 010807 171.00 171.00 168.80 169.80 +0.70 6,302 24,576 +708
Oct01 010807 165.00 165.30 162.80 163.80 +0.40 1,404 13,743 +239
Dec01 010807 164.10 164.50 161.70 162.70 +0.10 6,071 51,717 -910
Jan02 010807 163.20 164.20 161.70 162.50 +0.30 318 12,521 +37
Mar02 010807 162.00 162.50 160.50 161.60 +0.50 291 9,256 +34
May02 010807 159.70 161.00 158.50 159.40 +0.70 682 7,238 +148
Jul02 010807 160.00 161.50 158.70 159.50 +0.50 438 3,868 +80
Total Volume and Open Interest 20,545 134,890 -987
Soybean Oil(CBOT)
Aug01 010807 18.40 18.65 18.40 18.64 +0.47 3,924 2,857 -730
Sep01 010807 18.55 18.79 18.55 18.78 +0.49 5,373 34,759 +230
Oct01 010807 18.72 18.93 18.70 18.92 +0.51 1,179 16,839 -150
Dec01 010807 19.10 19.27 19.02 19.25 +0.51 8,253 68,251 -318
Jan02 010807 19.25 19.41 19.20 19.41 +0.51 257 13,745 +30
Mar02 010807 19.35 19.60 19.35 19.59 +0.53 12 8,705 +12
May02 010807 19.60 19.75 19.53 19.75 +0.53 619 9,307 +19
Jul02 010807 19.90 19.90 19.78 19.90 +0.50 847 4,237 +9
Total Volume and Open Interest 20,465 161,102 -898
Canola(WCE)
Aug01 010807 358.0 358.0 358.0 358.0 +8.0 12 10 +0
Sep01 010807 357.0 358.5 357.0 358.5 +4.5 5 1,262 +0
Nov01 010807 357.5 358.0 356.2 358.0 +4.8 8,019 60,137 -11
Jan02 010807 357.7 358.5 357.3 358.5 +5.4 618 4,755 +164
Mar02 010807 356.5 358.7 356.5 358.6 +5.8 794 4,401 +324
Total Volume and Open Interest 9,821 72,466 +897
Corn(CBOT)
Sep01 010807 217.00 217.25 214.25 216.00 +3.50 12,964 113,085 -3,431
Nov01 010807 224.25 224.25 222.75 223.75 +3.50 2 230 +0
Dec01 010807 228.50 228.75 225.75 227.75 +3.50 26,921 195,206 -36
Jan02 010807 232.50 232.50 230.00 231.50 +3.50 0 382 +0
Mar02 010807 239.00 239.50 236.50 238.00 +3.25 1,508 37,769 +272
May02 010807 243.00 244.00 241.75 243.25 +3.00 202 10,931 +92
Total Volume and Open Interest 42,562 387,750 -3,196
Wheat(CBOT)
Sep01 010807 268.00 269.00 265.50 267.00 +2.00 5,429 53,445 -1,185
Dec01 010807 282.50 284.00 280.50 282.75 +3.00 13,810 56,435 +2,245
Mar02 010807 295.50 296.50 293.75 296.00 +3.00 2,062 22,927 -150
May02 010807 300.50 302.00 300.00 300.50 +4.50 178 1,756 +83
Jul02 010807 305.25 306.50 303.50 304.50 +1.25 113 3,715 +62
Total Volume and Open Interest 21,593 139,035 +1,054
Wheat(KCBT)
Sep01 010807 300.00 301.25 298.25 298.75 +0.50 3,173 43,198 -1,237
Dec01 010807 315.00 315.50 313.00 314.00 +1.50 3,629 31,399 +67
Mar02 010807 327.75 328.00 325.50 325.75 +1.00 841 8,942 +23
May02 010807 333.00 333.00 331.50 331.50 +0.75 6 960 -6
Jul02 010807 337.00 337.00 335.50 335.50 unch 0 176 +0
Total Volume and Open Interest 7,649 84,677 -1,153
Wheat(MGE)
Sep01 010807 312.50 314.00 311.50 311.50 +0.50 1,393 12,030 -119
Dec01 010807 327.00 327.25 324.50 325.00 +0.75 984 8,275 -46
Mar02 010807 338.00 339.75 337.25 338.00 +0.50 50 1,866 -1
May02 010807 345.00 345.00 345.00 345.00 +0.50 0 196 +0
Jul02 010807 351.50 352.00 351.50 352.00 +0.50 0 20 -1
Total Volume and Open Interest 2,427 22,428 -167
Oats(CBOT)
Sep01 010807 136.50 136.50 131.25 132.50 -2.25 509 4,411 -46
Dec01 010807 134.00 134.00 130.50 132.00 -0.50 372 5,554 +65
Mar02 010807 136.50 136.50 134.75 134.75 -0.25 40 2,152 -2
May02 010807 135.50 135.50 135.50 135.50 unch 18 197 +18
Total Volume and Open Interest 943 12,319 +34
Rough Rice(MCE)
Sep01 010807 4.91 4.92 4.71 4.74 -0.15 36 1,212 -4
Nov01 010807 4.96 4.99 4.78 4.82 -0.15 95 1,336 +13
Jan02 010807 5.05 5.05 5.05 5.05 -0.14 6 510 +3
Mar02 010807 5.33 5.33 5.28 5.28 -0.14 0 313 +0
Total Volume and Open Interest 137 3,384 +12
Live Cattle(CME)
Aug01 010807 71.150 71.750 71.150 71.175 +0.175 7,360 16,051 -980
Oct01 010807 73.250 74.000 73.250 73.650 +0.425 8,087 44,106 +402
Dec01 010807 74.350 74.875 74.300 74.600 +0.300 1,973 22,481 -535
Feb02 010807 75.975 76.500 75.950 76.200 +0.275 1,736 15,045 +553
Apr02 010807 77.650 77.900 77.625 77.800 +0.150 423 6,200 +127
Jun02 010807 73.400 73.700 73.400 73.525 +0.175 235 4,363 -162
Total Volume and Open Interest 19,814 108,256 -595
Feeder Cattle(CME)
Aug01 010807 88.700 88.975 88.550 88.850 unch 479 4,824 -86
Sep01 010807 88.900 89.300 88.800 89.075 +0.050 89 1,990 -23
Oct01 010807 89.000 89.500 88.950 89.250 +0.075 207 3,963 +50
Nov01 010807 89.650 90.050 89.600 89.800 +0.025 261 2,964 -11
Jan02 010807 89.700 90.000 89.550 89.950 +0.075 30 1,284 -12
Mar02 010807 88.650 88.975 88.650 88.975 +0.125 16 229 +4
Apr02 010807 89.000 89.050 89.000 89.000 +0.075 0 140 +0
Total Volume and Open Interest 1,082 15,439 -78
Lean Hogs(CME)
Aug01 010807 71.000 71.300 70.400 71.050 +0.075 3,219 9,513 -602
Oct01 010807 59.500 59.900 58.600 59.375 +0.350 3,171 26,476 +477
Dec01 010807 54.950 55.375 54.150 54.825 unch 551 10,342 -35
Feb02 010807 56.100 56.350 55.450 55.875 -0.025 112 3,548 +18
Apr02 010807 56.300 56.600 55.500 56.075 -0.225 28 926 +15
Jun02 010807 64.800 64.800 64.200 64.375 -0.425 10 244 +8
Jul02 010807 63.000 63.000 63.000 63.000 unch 0 76 +0
Aug02 010807 59.825 59.825 59.825 59.825 unch 0 31 +0
Total Volume and Open Interest 7,109 51,431 -119
Pork Bellies(CME)
Aug01 010807 99.600 100.250 96.850 96.850 -3.000 570 1,760 -100
Feb02 010807 81.000 81.300 77.900 77.900 -3.000 263 1,257 +98
Mar02 010807 79.450 79.450 77.275 77.275 -2.725 1 43 +0
May02 010807 82.000 82.000 82.000 82.000 -0.500 1 14 +1
Jul02 010807 82.000 82.000 82.000 82.000 unch 0 1 +0
Total Volume and Open Interest 835 3,075 -1
Cocoa(NYBOT)
Sep01 010807 1005 1022 996 1003 -2 7,918 19,414 -1,223
Dec01 010807 997 1017 993 1002 +4 4,086 24,723 +1,734
Mar02 010807 992 1015 989 996 +5 1,179 17,287 +530
May02 010807 1002 1019 998 1006 +3 537 7,822 +196
Jul02 010807 1016 1021 1014 1018 +3 513 6,571 +30
Sep02 010807 1023 1033 1023 1033 +3 75 6,201 +0
Dec02 010807 1052 1052 1052 1052 +2 2 11,062 +1
Total Volume and Open Interest 14,360 104,052 +1,243
Coffee "C"(NYBOT)
Sep01 010807 50.00 51.10 49.60 49.70 -0.15 2,960 33,047 -486
Dec01 010807 53.80 54.70 53.40 53.50 -0.05 1,597 15,258 +569
Mar02 010807 57.30 58.00 57.00 57.00 -0.05 203 6,148 +72
May02 010807 59.90 60.40 59.50 59.60 +0.05 13 2,442 +1
Jul02 010807 62.00 62.60 62.00 62.20 +0.25 39 2,146 +29
Sep02 010807 64.00 64.75 64.00 64.45 +0.20 13 886 +13
Total Volume and Open Interest 4,923 60,312 +220
Orange Juice(NYBOT)
Sep01 010807 76.20 77.50 76.10 77.10 +0.90 1,569 14,318 -95
Nov01 010807 79.75 81.20 79.75 80.75 +0.95 1,041 5,532 +430
Jan02 010807 83.20 84.40 83.20 83.85 +0.85 216 863 +109
Mar02 010807 86.85 86.85 86.85 86.85 +0.80 55 328 +55
May02 010807 89.85 89.85 89.85 89.85 +0.80 0 734 +0
Total Volume and Open Interest 2,881 21,988 +499
Sugar #11(NYBOT)
Oct01 010807 7.85 7.88 7.63 7.72 -0.10 6,435 68,504 +1,376
Mar02 010807 7.77 7.78 7.58 7.66 -0.06 2,358 26,389 +995
May02 010807 7.63 7.65 7.44 7.53 -0.06 234 6,991 -31
Jul02 010807 7.48 7.49 7.35 7.40 -0.05 444 8,273 +109
Oct02 010807 7.50 7.54 7.42 7.44 -0.02 226 4,518 +64
Total Volume and Open Interest 9,754 116,964 +2,503
London Cocoa(LCE)
Sep01 010807 730 749 721 738 +13 2,621 41,615 -1,165
Dec01 010807 750 765 740 756 +11 1,207 33,773 +75
Mar02 010807 755 782 755 772 +10 1,112 37,281 +113
May02 010807 781 793 780 785 +10 2,084 24,597 +1,267
Jul02 010807 795 800 789 796 +14 63 12,496 +13
Sep02 010807 797 806 797 806 +13 0 9,308 +0
Dec02 010807 806 824 806 824 +13 0 534 +0
Total Volume and Open Interest 7,107 161,783 +318
London Coffee(LCE)
Sep01 010807 464.00 477.00 462.00 475.00 +10.00 6,241 21,687 -1,737
Nov01 010807 477.00 490.00 475.00 489.00 +11.00 4,457 41,626 +1,209
Jan02 010807 493.00 503.00 489.00 503.00 +11.00 1,411 19,708 +622
Mar02 010807 510.00 521.00 508.00 520.00 +11.00 573 8,596 +236
May02 010807 524.00 537.00 524.00 535.00 +11.00 294 6,384 +223
Jul02 010807 545.00 550.00 545.00 550.00 +11.00 33 2,376 +11
Total Volume and Open Interest 13,065 101,908 +570
London Sugar(LCE)
Aug01 010716 272.00 283.00 272.00 281.00 +5.50 2,030 6,204 -789
Oct01 010807 237.00 239.80 234.20 234.90 -2.60 915 18,876 -142
Dec01 010807 230.50 232.00 227.70 228.10 -2.40 361 8,472 +150
Mar02 010807 231.50 231.50 227.60 227.60 -2.40 365 7,159 +248
May02 010807 227.50 227.50 224.60 224.60 -2.40 50 2,538 +35
Total Volume and Open Interest 1,701 40,684 -2
Cotton(NYBOT)
Oct01 010807 42.50 42.65 41.05 41.13 -0.84 212 4,204 -38
Dec01 010807 43.90 44.15 42.50 42.57 -0.84 1,617 40,410 +14
Mar02 010807 45.50 45.60 44.25 44.26 -0.79 43 7,133 -19
May02 010807 46.40 46.50 45.31 45.31 -0.74 35 4,826 +5
Jul02 010807 47.50 47.60 46.30 46.30 -0.75 1 3,500 +0
Oct02 010807 48.70 48.70 46.90 46.90 -0.80 0 193 +0
Total Volume and Open Interest 1,909 63,042 -37
Lumber(CME)
Sep01 010807 332.0 337.0 326.1 327.1 -2.2 673 1,873 -4
Nov01 010807 314.9 319.4 309.5 309.5 -4.7 196 656 -6
Jan02 010807 299.9 303.2 294.0 296.0 -2.0 129 294 +39
Mar02 010807 305.0 305.2 298.5 298.6 +3.4 15 33 +5
Total Volume and Open Interest 1,013 2,856 +34
Crude Oil(NYM)
Sep01 010807 28.40 28.40 27.90 27.94 +0.20 37,371 102,719 -3,248
Oct01 010807 27.70 27.70 27.32 27.35 +0.22 23,218 88,231 +4,858
Nov01 010807 27.55 27.57 27.23 27.24 +0.20 8,809 43,264 +860
Dec01 010807 27.30 27.30 26.98 27.03 +0.16 6,183 48,327 -511
Jan02 010807 27.00 27.00 26.77 26.77 +0.12 1,523 23,115 -456
Feb02 010807 26.68 26.70 26.50 26.50 +0.09 375 11,684 -180
Mar02 010807 26.37 26.42 26.23 26.23 +0.06 366 9,025 +145
Apr02 010807 26.07 26.15 25.96 25.96 +0.03 139 10,142 +0
May02 010807 25.80 25.85 25.70 25.70 unch 140 6,471 +0
Jun02 010807 25.60 25.65 25.44 25.44 -0.03 1,566 21,330 -43
Total Volume and Open Interest 82,832 464,067 +1,336
Heating Oil(NYM)
Sep01 010807 73.90 74.40 73.25 73.43 +0.87 9,094 35,917 -224
Oct01 010807 74.40 75.00 73.90 74.08 +0.77 3,990 13,958 +132
Nov01 010807 75.10 75.70 74.78 74.78 +0.72 503 13,997 +138
Dec01 010807 75.70 76.35 75.38 75.38 +0.67 778 25,178 -189
Jan02 010807 76.10 76.70 75.70 75.73 +0.62 261 15,856 +82
Feb02 010807 75.60 76.05 75.08 75.08 +0.52 83 12,084 +45
Mar02 010807 73.70 73.80 73.08 73.08 +0.42 77 11,836 -4
Apr02 010807 71.70 71.80 70.88 70.88 +0.32 14 3,661 +16
May02 010807 69.20 69.80 68.78 68.78 +0.22 26 2,948 +8
Jun02 010807 68.10 68.75 67.78 67.78 +0.17 1 2,710 +0
Total Volume and Open Interest 14,829 143,121 +4
Unleaded Gas(NYM)
Sep01 010807 78.70 79.50 77.50 77.85 +0.31 14,431 32,794 -812
Oct01 010807 75.75 76.70 75.40 75.49 +0.85 5,246 19,267 +1,272
Nov01 010807 74.40 75.10 74.10 74.24 +0.70 1,064 6,858 +442
Dec01 010807 73.95 74.40 73.59 73.59 +0.55 624 5,781 +0
Jan02 010807 73.90 74.40 73.41 73.41 +0.37 322 4,261 -37
Feb02 010807 74.25 74.40 73.61 73.61 +0.32 158 3,321 +8
Mar02 010807 74.40 75.10 74.16 74.16 +0.27 110 2,546 -22
Apr02 010807 80.40 80.75 79.61 79.61 +0.17 80 6,313 -35
Total Volume and Open Interest 22,065 89,627 +846
Natural Gas(NYM)
Sep01 010807 3.095 3.100 2.950 2.971 -0.056 18,901 53,108 +1,080
Oct01 010807 3.130 3.140 2.990 3.012 -0.053 6,229 53,980 +1,072
Nov01 010807 3.390 3.395 3.260 3.275 -0.055 4,128 35,618 +243
Dec01 010807 3.670 3.670 3.540 3.552 -0.048 3,089 30,992 +91
Jan02 010807 3.780 3.780 3.660 3.672 -0.041 2,334 33,453 +803
Feb02 010807 3.680 3.690 3.580 3.602 -0.039 560 24,035 -42
Mar02 010807 3.580 3.580 3.504 3.504 -0.037 1,484 21,952 +365
Apr02 010807 3.420 3.440 3.364 3.364 -0.030 1,176 30,805 -136
Total Volume and Open Interest 40,780 476,179 +4,345
Brent Crude Oil(IPE)
Sep01 010807 25.80 26.55 25.80 26.08 +0.25 16,894 56,587 -3,960
Oct01 010807 26.05 26.69 26.05 26.36 +0.29 14,449 49,235 +2,246
Nov01 010807 26.01 26.50 26.01 26.33 +0.34 5,652 17,860 +769
Dec01 010807 25.80 26.27 25.80 26.07 +0.32 6,438 36,818 +804
Jan02 010807 25.45 25.84 25.45 25.68 +0.28 588 19,461 -337
Feb02 010807 25.20 25.50 25.20 25.42 +0.26 115 4,584 -135
Mar02 010807 25.24 25.25 25.09 25.18 +0.25 50 4,238 +0
Apr02 010807 25.00 25.04 24.95 24.95 +0.26 0 2,820 +0
Total Volume and Open Interest 44,186 222,102 -563
Gas Oil(IPE)
Aug01 010807 226.75 231.50 226.25 229.75 +4.00 8,565 22,154 -200
Sep01 010807 226.00 231.00 225.50 229.00 +4.25 7,634 30,324 +1,652
Oct01 010807 226.00 231.00 226.00 229.75 +4.25 1,904 17,833 +1,246
Nov01 010807 227.50 231.50 227.00 230.00 +4.25 971 12,601 -165
Dec01 010807 226.50 231.00 226.50 229.50 +4.00 624 24,166 +378
Jan02 010807 226.00 230.00 226.00 228.50 +4.00 420 9,591 +64
Feb02 010807 225.75 225.75 225.75 225.75 +3.75 0 4,176 -21
Mar02 010807 222.00 222.00 222.00 222.00 +3.75 0 3,473 +0
Total Volume and Open Interest 20,118 134,235 +2,954
US Dollar Index(NYBOT)
Sep01 010807 116.60 117.21 116.60 117.02 +0.45 604 6,438 -11
Dec01 010807 116.95 117.49 116.95 117.34 +0.45 22 2,051 -10
Mar02 010807 117.66 117.66 117.66 117.66 +0.45      
Total Volume and Open Interest 626 8,489 -21
Australian Dollar(IMM)
Sep01 010807 51.48 51.62 51.38 51.53 -0.17 740 20,585 +130
Dec01 010807 51.35 51.40 51.35 51.36 -0.17 0 236 +0
Mar02 010807 51.19 51.19 51.19 51.19 -0.17 0 308 +0
Total Volume and Open Interest 740 21,132 +130
British Pound(IMM)
Sep01 010807 141.34 141.64 141.26 141.52 -0.28 8,258 34,333 +1,392
Dec01 010807 141.06 141.20 140.90 140.96 -0.28 12 174 -2
Mar02 010807 140.34 140.34 140.34 140.34 -0.28 0 8 +0
Total Volume and Open Interest 8,270 34,515 +1,390
Canadian Dollar(IMM)
Sep01 010807 65.44 65.47 65.07 65.08 -0.42 7,768 46,508 +326
Dec01 010807 65.36 65.36 64.98 65.00 -0.42 47 3,938 +5
Mar02 010807 65.27 65.27 64.95 64.95 -0.42 2 633 +0
Jun02 010807 64.91 64.91 64.91 64.91 -0.42 1 367 +0
Total Volume and Open Interest 7,818 51,505 +331
Japanese Yen(IMM)
Sep01 010807 81.03 81.35 81.00 81.31 +0.24 4,717 103,200 -287
Dec01 010807 81.72 82.01 81.72 82.01 +0.24 574 1,646 +402
Mar02 010807 82.73 82.73 82.73 82.73 +0.24 0 28 +0
Total Volume and Open Interest 5,291 105,042 +115
Deutsche Mark(IMM)
Sep01 010807 44.80 44.80 44.80 44.80 -0.24 1 335 +0
Dec01 010807 44.73 44.73 44.73 44.73 -0.24 0 1 +0
Total Volume and Open Interest 1 336 +0
Swiss Franc(IMM)
Sep01 010807 58.28 58.34 58.14 58.25 -0.28 6,164 54,111 +191
Dec01 010807 58.38 58.38 58.32 58.34 -0.28 13 495 +3
Mar02 010807 58.46 58.46 58.46 58.46 -0.28 0 66 +0
Total Volume and Open Interest 6,177 54,672 +194
EuroFX(IMM)
Sep01 010807 87.61 87.77 87.46 87.63 -0.47 11,725 92,667 -476
Dec01 010807 87.47 87.54 87.33 87.48 -0.47 37 2,176 +15
Mar02 010807 87.40 87.40 87.40 87.40 -0.47 12 436 +0
Total Volume and Open Interest 11,777 95,327 -459
Mexican Peso(IMM)
Sep01 010807 10875.0 10907.5 10860.0 10887.5 +22.5 3,972 24,320 +593
Dec01 010807 10660.0 10680.0 10660.0 10673.0 +26.0 103 1,426 -5
Total Volume and Open Interest 4,075 28,628 +588
30-Year T-Bonds(CBOT)
Sep01 010807 102~31 103~12 102~25 102~29 -0~02 69,593 471,026 -6,674
Dec01 010807 102~12 102~18 102~02 102~05 -0~02 143 32,822 -36
Mar02 010807 101~15 101~15 101~15 101~15 -0~02 0 230 +0
Total Volume and Open Interest 69,736 504,131 -6,710
Municipal Bonds(CBOT)
Sep01 010807 105~28 106~05 105~25 105~31 +0~05 311 11,801 -38
Dec01 010807 105~02 105~02 105~02 105~02 +0~05 1 3 +1
Total Volume and Open Interest 312 11,804 -37
10-Year T-Notes(CBOT)
Sep01 010807 105~135 105~170 105~090 105~100 -0~015 76,102 534,784 -4,941
Dec01 010807 104~175 104~220 104~160 104~160 -0~020 1,296 36,175 +216
Total Volume and Open Interest 77,398 570,959 -4,725
5-Year T-Notes(CBOT)
Sep01 010807 104~315 105~015 104~290 104~295 unch 27,449 464,580 +2,200
Dec01 010807 104~180 104~180 104~175 104~175 unch 175 13,827 +25
Total Volume and Open Interest 27,624 478,407 +2,225
2 Year T-Notes(CBOT)
Sep01 010807 103~065 103~067 103~057 103~058 -0~002 4,900 58,993 -300
Dec01 010807 103~008 103~012 103~008 103~012 -0~004 2,011 2,011 +2,011
Total Volume and Open Interest 6,911 61,004 +1,711
3-Mth T-Bills(IMM)
Sep01 010807 96.66 96.66 96.65 96.65 unch 3 2,357 +0
Total Volume and Open Interest 3 2,357 +0
Eurodollars(IMM)
Sep01 010807 96.440 96.445 96.430 96.430 unch 36,058 695,908 -6,987
Dec01 010807 96.320 96.325 96.290 96.295 -0.020 42,557 668,914 -4,676
Mar02 010807 96.180 96.195 96.150 96.155 -0.015 52,027 499,373 -6,197
Jun02 010807 95.840 95.850 95.820 95.830 unch 35,815 547,797 +3,654
Sep02 010807 95.465 95.480 95.450 95.455 -0.005 28,937 423,363 +3,179
Dec02 010807 95.065 95.080 95.050 95.055 -0.005 20,037 342,248 +2,604
Mar03 010807 94.815 94.840 94.805 94.810 unch 11,712 252,133 +1,636
Jun03 010807 94.545 94.570 94.540 94.540 unch 6,580 154,508 -559
Sep03 010807 94.350 94.370 94.335 94.340 unch 3,129 144,614 -152
Dec03 010807 94.135 94.140 94.120 94.120 -0.005 2,419 112,201 -325
Mar04 010807 94.065 94.070 94.050 94.050 -0.005 1,804 124,638 -395
Jun04 010807 93.940 93.950 93.920 93.925 -0.005 2,256 88,427 -60
Total Volume and Open Interest 260,464 4,658,058 -10,338
3-Mth Euro-Yen(IMM)
Sep01 010807 99.89 99.89 99.89 99.89 +0.01 874 29,000 +1,262
Dec01 010807 99.83 99.83 99.82 99.83 unch 1,567 12,968 +348
Mar02 010807 99.81 99.81 99.81 99.81 +0.01 224 6,197 +50
Jun02 010807 99.82 99.82 99.82 99.82 unch 1,147 5,948 +147
Sep02 010807 99.78 99.78 99.76 99.78 unch 164 6,067 +10
Dec02 010807 99.71 99.71 99.71 99.71 unch 600 1,375 +146
Mar03 010807 99.69 99.69 99.69 99.69 unch 0 175 +0
Jun03 010807 99.67 99.67 99.67 99.67 unch 0 46 +0
Sep03 010807 99.62 99.62 99.62 99.62 -0.01      
Dec03 010807 99.53 99.53 99.53 99.53 -0.01 0 2 +0
Total Volume and Open Interest 4,576 61,998 +1,963
3-Mth Euro-Yen(SIMEX)
Sep01 010807 99.88 99.89 99.88 99.89 +0.01 4,402 90,594 +1,949
Dec01 010807 99.82 99.84 99.82 99.83 +0.01 10,015 84,037 +4,741
Mar02 010807 99.80 99.82 99.80 99.81 +0.00 21,434 65,052 +12,107
Jun02 010807 99.82 99.83 99.82 99.82 unch 4,363 50,199 -1,111
Sep02 010807 99.77 99.79 99.77 99.78 +0.00 553 21,709 +163
Dec02 010807 99.74 99.74 99.72 99.72 unch 290 9,073 +42
Mar03 010807 99.69 99.71 99.69 99.69 unch 16 12,818 -13
Jun03 010807 99.67 99.67 99.67 99.67 +0.00 5 15,064 +5
Total Volume and Open Interest 41,078 365,622 +17,883
Euro Notional Bond(MATIF)
Sep01 010807 89.48 89.68 89.40 89.46 -0.02 6,718 87,926 -1,637
Dec01 010807 89.40 89.40 89.40 89.40 -0.02      
Mar02 010807 89.48 89.48 89.48 89.48 -0.05      
Total Volume and Open Interest 6,718 87,926 -1,637
3-Month Euribor(MATIF)
Sep01 010807 95.75 95.75 95.75 95.75 unch 0 2,411 +0
Dec01 010807 95.95 95.95 95.95 95.95 -0.05 0 2,845 +0
Mar02 010807 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 010807 108.36 108.47 108.22 108.26 -0.08 405,416 620,143 -1,820
Dec01 010807 108.00 108.00 107.80 107.80 -0.09 2,208 19,133 -34
Mar02 010807 107.68 107.68 107.68 107.68 -0.08 2,274 1,000 +90
Total Volume and Open Interest 409,898 640,276 -1,764
German Euro-Bobl(EUREX)
Sep01 010807 106.87 106.91 106.77 106.79 -0.08 188,715 467,764 +9,995
Dec01 010807 106.70 106.71 106.61 106.62 -0.07 12,554 54,924 +6,966
Mar02 010807 106.34 106.34 106.34 106.34 -0.12 1,008 1,846 +0
Total Volume and Open Interest 202,277 524,534 +16,961
Long Gilt(LIFFE)
Sep01 010807 114~12 114~24 114~12 114~19 +0~04 23,183 70,770 +633
Dec01 010807 113~29 113~29 113~29 113~29 +0~05 0 1,749 +0
Total Volume and Open Interest 23,183 72,519 +633
3-Mth Short Sterling(LIFFE)
Sep01 010807 95.07 95.08 95.04 95.06 -0.01 28,238 0 +0
Dec01 010807 95.15 95.15 95.08 95.09 -0.04 31,772 0 +0
Mar02 010807 95.02 95.02 94.93 94.96 -0.04 23,812 0 +0
Total Volume and Open Interest 118,832    
3-Mth Euribor(LIFFE)
Sep01 010807 95.765 95.775 95.740 95.755 -0.010 50,960 461,792 +9,180
Dec01 010807 95.985 95.990 95.950 95.965 -0.010 46,908 371,764 +11,097
Mar02 010807 96.090 96.105 96.065 96.080 -0.010 43,749 309,788 +6,214
Total Volume and Open Interest 194,339 1,844,289 +34,974
3-Mth Aus T-Bills(SFE)
Sep01 010807 95.04 95.05 95.02 95.04 -0.02 19,498 168,286 +7,978
Dec01 010807 94.97 94.99 94.94 94.99 +0.01 11,004 90,261 +2,370
Mar02 010807 94.77 94.81 94.76 94.81 +0.03 1,627 48,653 -1,203
Jun02 010807 94.47 94.51 94.46 94.51 +0.04 287 24,496 +73
Sep02 010807 94.20 94.21 94.20 94.21 +0.03 1 13,731 -11
Dec02 010807 93.96 93.98 93.96 93.98 +0.03 0 10,144 -135
Mar03 010807 93.79 93.80 93.79 93.80 +0.02 0 4,869 -50
Jun03 010807 93.63 93.66 93.63 93.66 +0.02 0 3,772 +0
Sep03 010807 93.56 93.56 93.56 93.56 +0.03 0 1,595 +0
Dec03 010807 93.49 93.49 93.48 93.48 +0.01 0 1,095 +0
Total Volume and Open Interest 32,417 369,855 +9,022
10-Year Aus T-Bonds(SFE)
Sep01 010807 93.96 93.97 93.93 93.95 unch 3,195 147,295 +569
Dec01 010807 93.98 93.98 93.98 93.98 +0.02 0 108 +0
Total Volume and Open Interest 2,942 146,726 -2,251
3-Year Aus T-Bonds(SFE)
Sep01 010807 94.39 94.44 94.38 94.44 +0.05 10,668 317,434 +4,881
Dec01 010807 94.40 94.40 94.40 94.40 +0.05      
Total Volume and Open Interest 10,668 317,434 +4,881
Gold(CMX)
Aug01 010807 266.7 267.2 265.9 267.2 +0.1 234 361 -57
Oct01 010807 267.2 268.8 267.0 268.6 unch 105 10,627 -101
Dec01 010807 269.1 270.3 268.4 269.9 unch 7,418 64,957 -342
Feb02 010807 270.8 270.8 270.8 270.8 unch 25 7,758 -25
Apr02 010807 271.7 271.7 271.7 271.7 unch 0 1,942 +0
Jun02 010807 272.7 272.7 272.7 272.7 unch 1 5,665 +0
Total Volume and Open Interest 7,839 100,420 -509
Silver(CMX)
Sep01 010807 413.0 418.0 412.0 417.2 -2.0 3,316 55,620 +510
Dec01 010807 419.0 422.5 416.0 421.6 -2.0 966 13,362 +149
Mar02 010807 425.0 425.6 424.0 425.6 -2.0 12 2,571 +10
May02 010807 427.7 427.7 427.7 427.7 -2.0 0 903 +0
Jul02 010807 427.0 430.0 427.0 430.0 -2.0 0 1,246 +0
Total Volume and Open Interest 4,317 78,319 +674
Platinum(NYM)
Oct01 010807 451.0 453.0 437.0 440.4 -25.8 359 5,648 -157
Jan02 010807 435.4 435.4 435.4 435.4 -25.8 2 365 +0
Total Volume and Open Interest 361 6,013 -157
Palladium(NYME)
Sep01 010807 454.00 454.00 437.00 445.25 -25.15 66 1,039 -105
Dec01 010807 449.00 449.25 444.00 449.25 -25.15 3 365 -2
Total Volume and Open Interest 69 1,404 -107
Copper(CMX)
Sep01 010807 66.65 67.15 66.65 66.90 -0.20 2,904 45,563 -277
Dec01 010807 67.90 68.20 67.80 68.05 -0.15 668 15,629 +209
Mar02 010807 69.00 69.30 69.00 69.15 -0.10 82 5,860 +67
May02 010807 69.80 70.10 69.65 69.85 -0.10 22 2,521 +10
Jul02 010807 70.50 70.70 70.40 70.40 -0.05 16 1,253 +12
Total Volume and Open Interest 4,348 84,722 -30
DJIA Index(CBOT)
Sep01 010807 10395 10500 10380 10467 +60 11,206 28,618 +100
Dec01 010807 10445 10550 10430 10520 +60 112 1,335 +20
Mar02 010807 10578 10578 10578 10578 +60 0 2 +0
Jun02 010807 10644 10644 10644 10644 +60      
Total Volume and Open Interest 11,318 29,961 +120
S & P 500(CME)
Sep01 010807 1203.50 1212.00 1199.00 1207.70 +4.70 44,311 454,070 -3,333
Dec01 010807 1209.00 1218.00 1209.00 1215.10 +4.80 633 32,169 +345
Mar02 010807 1222.50 1222.50 1222.50 1222.50 +4.70 12 1,194 -3
Jun02 010807 1230.00 1232.40 1230.00 1232.40 +4.40 2 560 +0
Total Volume and Open Interest 44,958 488,381 -2,991
S & P 500 E-Mini(Globex)
Sep01 010807 1203.75 1212.25 1198.25 1207.75 +4.75 116,564 108,186 -2,313
Dec01 010807 1206.00 1220.00 1206.00 1215.00 +4.75 5 79 +5
Total Volume and Open Interest 116,569 108,265 -2,308
NASDAQ 100(CME)
Sep01 010807 1703.00 1727.00 1692.00 1705.50 -9.00 9,018 53,135 -173
Dec01 010807 1710.00 1720.50 1710.00 1720.50 -11.00 0 38 +0
Mar02 010807 1735.50 1735.50 1735.50 1735.50 -13.00 0 2 +0
Total Volume and Open Interest 9,018 53,175 -173
NASDAQ 100 E-Mini(GLOBEX)
Sep01 010807 1711.5 1727.0 1690.0 1705.5 -9.0 75,989 117,944 +4,240
Dec01 010807 1720.5 1720.5 1720.5 1720.5 -11.0 0 3 +0
Total Volume and Open Interest 75,989 117,947 +4,240
NYSE Composite(NYBOT)
Sep01 010807 611.00 614.80 610.30 613.80 +2.85 517 5,225 -123
Dec01 010807 616.80 616.80 616.80 616.80 +2.85 0 670 +0
Mar02 010807 619.80 619.80 619.80 619.80 +2.85 0 300 +0
Total Volume and Open Interest 517 6,195 -123
S & P Midcap 400(CME)
Sep01 010807 507.25 509.00 503.50 506.50 +0.25 673 16,031 +35
Dec01 010807 510.10 510.10 510.10 510.10 +0.25      
Mar02 010807 515.45 515.45 515.45 515.45 +0.25      
Total Volume and Open Interest 673 16,031 +35
Russell 2000(CME)
Sep01 010807 481.10 484.00 478.25 481.00 -0.15 1,344 20,853 -328
Dec01 010807 488.25 488.25 488.25 488.25 -0.15      
Mar02 010807 495.85 495.85 495.85 495.85 -0.15      
Total Volume and Open Interest 1,344 20,853 -328
Value Line(KCBT)
Sep01 010807 1218.00 1227.50 1218.00 1222.00 -0.75 41 302 -6
Total Volume and Open Interest 41 305 -6
Nikkei 225(CME)
Sep01 010807 12220 12295 12200 12290 +185 859 17,303 -378