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MRCI's End of Day Prices
Daily Futures Price Listing Wed August 08, 2001
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Aug01 010808 509.00 518.00 509.00 518.00 +9.50 1,299 2,421 -490
Sep01 010808 508.00 513.75 506.50 510.50 +3.75 5,443 19,710 -262
Nov01 010808 502.00 507.50 500.50 502.00 +2.00 27,300 86,635 +1,321
Jan02 010808 504.50 510.50 504.00 504.75 +1.25 1,046 13,965 -46
Mar02 010808 508.00 514.00 507.50 507.75 +1.25 1,367 14,554 -263
May02 010808 505.00 510.50 505.00 506.50 +1.00 1,453 16,628 +301
Jul02 010808 508.00 511.00 506.00 506.00 +1.50 478 8,092 +85
Total Volume and Open Interest 38,501 163,799 +609
Soybean Meal(CBOT)
Aug01 010808 174.70 175.90 174.50 174.60 -0.30 3,354 8,929 -1,116
Sep01 010808 170.20 171.40 169.30 169.70 -0.10 5,356 24,406 -170
Oct01 010808 164.50 166.30 163.00 163.40 -0.40 907 13,686 -57
Dec01 010808 163.20 165.50 162.20 162.50 -0.20 5,985 51,004 -713
Jan02 010808 163.10 165.20 162.30 162.40 -0.10 920 12,403 -118
Mar02 010808 162.00 164.00 160.50 160.80 -0.80 1,625 9,165 -91
May02 010808 160.50 162.00 157.90 158.00 -1.40 998 7,348 +110
Jul02 010808 159.50 162.20 157.50 157.50 -2.00 1,863 3,963 +95
Total Volume and Open Interest 21,261 132,922 -1,968
Soybean Oil(CBOT)
Aug01 010808 18.75 18.78 18.59 18.78 +0.14 3,480 2,633 -224
Sep01 010808 18.90 18.95 18.74 18.90 +0.12 8,510 32,653 -2,106
Oct01 010808 19.05 19.08 18.90 19.04 +0.12 1,014 16,948 +109
Dec01 010808 19.35 19.43 19.20 19.37 +0.12 9,056 68,987 +736
Jan02 010808 19.45 19.56 19.37 19.53 +0.12 1,423 14,906 +1,161
Mar02 010808 19.60 19.75 19.55 19.72 +0.13 188 8,700 -5
May02 010808 19.85 19.95 19.77 19.91 +0.16 1,394 9,637 +330
Jul02 010808 19.98 20.07 19.98 20.07 +0.17 870 4,247 +10
Total Volume and Open Interest 26,012 161,093 -9
Canola(WCE)
Aug01 010808 360.0 360.0 359.0 359.0 +1.0 0 10 +0
Sep01 010808 361.0 361.0 361.0 361.0 +2.5 30 1,292 +30
Nov01 010808 358.5 360.9 357.5 359.5 +1.5 2,884 59,732 -405
Jan02 010808 358.5 359.7 358.5 359.7 +1.2 167 4,666 -89
Mar02 010808 359.0 359.3 358.6 358.7 +0.1 839 4,671 +270
Total Volume and Open Interest 4,117 72,379 -87
Corn(CBOT)
Sep01 010808 216.50 218.75 216.25 217.50 +1.50 16,748 110,854 -2,231
Nov01 010808 224.75 226.50 224.25 225.50 +1.75 7 229 -1
Dec01 010808 228.50 230.75 228.00 229.50 +1.75 29,926 199,706 +4,500
Jan02 010808 234.00 234.00 232.50 233.50 +2.00 2 382 +0
Mar02 010808 238.50 241.00 238.50 239.75 +1.75 1,602 37,887 +118
May02 010808 243.25 245.25 243.25 243.50 +0.25 341 11,009 +78
Total Volume and Open Interest 49,397 390,458 +2,708
Wheat(CBOT)
Sep01 010808 267.00 269.50 265.00 268.50 +1.50 5,790 51,945 -1,500
Dec01 010808 282.00 286.00 280.00 284.25 +1.50 13,291 58,264 +1,829
Mar02 010808 295.25 298.00 293.75 297.00 +1.00 1,322 23,313 +386
May02 010808 300.00 302.00 299.50 301.50 +1.00 31 1,776 +20
Jul02 010808 305.00 306.50 304.00 306.50 +2.00 196 3,749 +34
Total Volume and Open Interest 20,678 139,798 +763
Wheat(KCBT)
Sep01 010808 299.00 300.00 297.00 299.00 +0.25 2,707 42,154 -1,044
Dec01 010808 313.75 315.00 312.00 315.00 +1.00 2,190 31,583 +184
Mar02 010808 325.75 327.00 324.25 327.00 +1.25 246 9,081 +139
May02 010808 333.00 333.00 333.00 333.00 +1.50 17 968 +8
Jul02 010808 335.50 335.50 335.00 335.00 -0.50 11 183 +7
Total Volume and Open Interest 5,171 83,971 -706
Wheat(MGE)
Sep01 010808 310.25 311.50 308.50 308.50 -3.00 1,735 12,106 +76
Dec01 010808 324.75 325.25 322.50 322.50 -2.50 1,669 8,433 +158
Mar02 010808 337.25 337.50 335.50 335.75 -2.25 34 1,859 -7
May02 010808 343.00 343.00 343.00 343.00 -2.00 20 216 +20
Jul02 010808 351.00 351.00 351.00 351.00 -1.00 20 33 +13
Total Volume and Open Interest 3,478 22,688 +260
Oats(CBOT)
Sep01 010808 134.00 135.25 128.50 133.00 +0.50 372 4,375 -36
Dec01 010808 132.00 134.00 129.50 132.75 +0.75 311 5,608 +54
Mar02 010808 135.00 137.00 134.50 136.00 +1.25 44 2,150 -2
May02 010808 137.00 137.00 135.50 136.25 +0.75 1 198 +1
Total Volume and Open Interest 729 12,336 +17
Rough Rice(MCE)
Sep01 010808 4.74 4.84 4.74 4.80 +0.06 56 1,204 -8
Nov01 010808 4.82 4.92 4.82 4.88 +0.07 108 1,307 -29
Jan02 010808 5.05 5.12 5.05 5.12 +0.07 6 510 +0
Mar02 010808 5.36 5.36 5.36 5.36 +0.08 12 325 +12
Total Volume and Open Interest 176 3,359 -25
Live Cattle(CME)
Aug01 010808 71.400 71.725 71.375 71.525 +0.350 4,818 13,959 -2,092
Oct01 010808 73.600 74.225 73.600 74.100 +0.450 6,625 45,349 +1,243
Dec01 010808 74.600 74.950 74.550 74.775 +0.175 1,591 22,574 +93
Feb02 010808 76.250 76.525 76.250 76.350 +0.150 851 15,188 +143
Apr02 010808 77.800 77.925 77.750 77.925 +0.125 189 6,285 +85
Jun02 010808 73.550 73.750 73.550 73.550 +0.025 96 4,336 -27
Total Volume and Open Interest 14,171 107,702 -554
Feeder Cattle(CME)
Aug01 010808 88.900 89.000 88.400 88.750 -0.100 624 4,646 -178
Sep01 010808 89.150 89.200 88.750 89.075 unch 256 2,035 +45
Oct01 010808 89.350 89.600 89.050 89.250 unch 411 4,035 +72
Nov01 010808 89.925 90.000 89.600 90.000 +0.200 112 2,967 +3
Jan02 010808 89.900 90.000 89.750 89.975 +0.025 52 1,287 +3
Mar02 010808 88.750 89.100 88.750 89.100 +0.125 13 230 +1
Apr02 010808 89.000 89.000 89.000 89.000 unch 5 142 +2
Total Volume and Open Interest 1,473 15,387 -52
Lean Hogs(CME)
Aug01 010808 71.150 71.650 70.675 71.600 +0.550 5,018 8,291 -1,222
Oct01 010808 59.150 59.700 58.850 59.625 +0.250 5,432 27,921 +1,445
Dec01 010808 54.750 55.250 54.550 55.225 +0.400 891 10,405 +63
Feb02 010808 55.850 56.150 55.600 55.975 +0.100 156 3,587 +39
Apr02 010808 55.850 56.150 55.850 56.150 +0.075 24 923 -3
Jun02 010808 64.200 64.450 63.950 64.450 +0.075 5 248 +4
Jul02 010808 62.900 62.900 62.900 62.900 -0.100 0 76 +0
Aug02 010808 59.825 59.825 59.825 59.825 unch 0 31 +0
Total Volume and Open Interest 11,528 51,758 +327
Pork Bellies(CME)
Aug01 010808 95.800 96.800 94.000 95.975 -0.875 512 1,542 -218
Feb02 010808 77.250 78.175 76.050 77.525 -0.375 483 1,317 +60
Mar02 010808 77.400 77.900 76.550 76.550 -0.725 8 45 +2
May02 010808 82.000 82.000 82.000 82.000 unch 5 19 +5
Jul02 010808 82.000 82.000 82.000 82.000 unch 0 1 +0
Total Volume and Open Interest 1,008 2,924 -151
Cocoa(NYBOT)
Sep01 010808 1003 1022 990 1011 +8 8,022 17,128 -2,286
Dec01 010808 995 1022 990 1012 +10 4,754 25,078 +355
Mar02 010808 990 1006 986 1006 +10 893 17,255 -32
May02 010808 1012 1025 1003 1016 +10 1,322 8,439 +617
Jul02 010808 1014 1034 1014 1025 +7 290 6,477 -94
Sep02 010808 1040 1040 1040 1040 +7 90 6,221 +20
Dec02 010808 1061 1061 1061 1061 +9 2 11,062 +0
Total Volume and Open Interest 15,406 102,622 -1,430
Coffee "C"(NYBOT)
Sep01 010808 50.00 50.45 49.60 49.65 -0.05 5,355 32,338 -709
Dec01 010808 53.50 54.10 53.35 53.45 -0.05 3,072 16,298 +1,040
Mar02 010808 57.25 57.60 56.90 56.90 -0.10 524 6,262 +114
May02 010808 59.75 59.80 59.15 59.25 -0.35 12 2,429 -13
Jul02 010808 62.00 62.20 61.70 61.70 -0.50 20 2,152 +6
Sep02 010808 64.30 64.30 63.95 63.95 -0.50 70 933 +47
Total Volume and Open Interest 9,083 60,794 +482
Orange Juice(NYBOT)
Sep01 010808 76.80 77.20 76.15 76.25 -0.85 1,091 14,384 +66
Nov01 010808 80.50 80.75 79.90 79.90 -0.85 504 5,799 +267
Jan02 010808 83.60 83.85 83.00 83.00 -0.85 27 860 -3
Mar02 010808 86.05 86.05 86.05 86.05 -0.80 12 339 +11
May02 010808 89.05 89.05 89.05 89.05 -0.80 0 734 +0
Total Volume and Open Interest 1,635 22,330 +342
Sugar #11(NYBOT)
Oct01 010808 7.70 7.74 7.55 7.71 -0.01 12,788 71,707 +3,203
Mar02 010808 7.66 7.67 7.50 7.60 -0.06 4,748 28,194 +1,805
May02 010808 7.53 7.54 7.40 7.46 -0.07 793 6,975 -16
Jul02 010808 7.40 7.40 7.28 7.33 -0.07 581 8,428 +155
Oct02 010808 7.42 7.44 7.34 7.36 -0.08 419 4,491 -27
Total Volume and Open Interest 19,641 122,263 +5,299
London Cocoa(LCE)
Sep01 010808 742 743 730 736 -2 3,466 40,487 -1,128
Dec01 010808 755 761 751 754 -2 2,026 33,654 -119
Mar02 010808 768 775 768 770 -2 1,805 37,395 +114
May02 010808 784 790 781 783 -2 1,500 25,516 +919
Jul02 010808 792 800 791 795 -1 663 12,850 +354
Sep02 010808 805 805 805 805 -1 32 9,240 -68
Dec02 010808 823 823 823 823 -1 50 534 +0
Total Volume and Open Interest 9,652 161,865 +82
London Coffee(LCE)
Sep01 010808 470.00 482.00 470.00 477.00 +2.00 3,512 20,388 -1,299
Nov01 010808 482.00 495.00 482.00 491.00 +2.00 2,434 41,556 -70
Jan02 010808 499.00 508.00 498.00 503.00 unch 1,342 19,793 +85
Mar02 010808 518.00 523.00 515.00 521.00 +1.00 471 8,770 +174
May02 010808 535.00 538.00 532.00 535.00 unch 410 6,646 +262
Jul02 010808 548.00 558.00 545.00 550.00 unch 219 2,345 -31
Total Volume and Open Interest 8,638 101,143 -765
London Sugar(LCE)
Aug01 010716 272.00 283.00 272.00 281.00 +5.50 2,030 6,204 -789
Oct01 010808 235.50 236.00 233.60 233.80 -1.10 1,575 18,620 -256
Dec01 010808 229.40 229.40 226.70 227.00 -1.10 657 8,655 +183
Mar02 010808 228.20 228.50 225.80 226.70 -0.90 257 7,285 +126
May02 010808 225.40 226.00 222.90 222.90 -1.70 17 2,539 +1
Total Volume and Open Interest 2,586 40,714 +30
Cotton(NYBOT)
Oct01 010808 41.10 41.25 40.60 40.82 -0.31 450 4,150 -54
Dec01 010808 42.57 42.80 42.15 42.42 -0.15 5,717 41,039 +629
Mar02 010808 44.15 44.30 43.90 44.10 -0.16 317 7,207 +74
May02 010808 45.20 45.30 44.90 45.15 -0.16 86 4,820 -6
Jul02 010808 46.25 46.30 45.85 46.14 -0.16 25 3,514 +14
Oct02 010808 46.90 46.90 46.90 46.90 unch 1 194 +1
Total Volume and Open Interest 6,607 63,702 +660
Lumber(CME)
Sep01 010808 330.0 331.3 317.1 326.5 -0.6 599 1,950 +77
Nov01 010808 311.3 314.5 300.6 306.5 -3.0 222 675 +19
Jan02 010808 297.3 299.4 290.0 294.0 -2.0 111 320 +26
Mar02 010808 298.7 298.7 294.1 294.1 -4.5 2 34 +1
Total Volume and Open Interest 934 2,979 +123
Crude Oil(NYM)
Sep01 010808 28.15 28.24 27.51 27.54 -0.40 68,661 101,167 -1,552
Oct01 010808 27.55 27.58 26.90 26.96 -0.39 42,215 93,592 +5,361
Nov01 010808 27.40 27.50 26.85 26.91 -0.33 16,903 44,655 +1,391
Dec01 010808 27.25 27.28 26.70 26.73 -0.30 12,644 47,865 -462
Jan02 010808 27.02 27.02 26.49 26.49 -0.28 3,566 23,759 +644
Feb02 010808 26.63 26.63 26.23 26.23 -0.27 1,076 12,091 +407
Mar02 010808 26.30 26.30 25.95 25.97 -0.26 964 9,365 +340
Apr02 010808 26.02 26.02 25.71 25.71 -0.25 1,998 9,952 -190
May02 010808 25.75 25.75 25.46 25.46 -0.24 353 6,719 +248
Jun02 010808 25.50 25.62 25.21 25.21 -0.23 1,944 22,098 +768
Total Volume and Open Interest 157,784 472,489 +8,422
Heating Oil(NYM)
Sep01 010808 73.70 74.30 72.60 73.06 -0.37 15,290 35,207 -710
Oct01 010808 74.40 74.90 73.20 73.59 -0.49 6,851 15,106 +1,148
Nov01 010808 74.90 75.60 74.25 74.29 -0.49 1,839 14,621 +624
Dec01 010808 75.70 76.15 74.80 74.94 -0.44 2,793 25,261 +83
Jan02 010808 76.20 76.50 75.20 75.29 -0.44 1,564 15,707 -149
Feb02 010808 75.70 75.90 74.64 74.64 -0.44 1,262 12,440 +356
Mar02 010808 73.60 73.70 72.60 72.64 -0.44 656 12,098 +262
Apr02 010808 71.45 71.45 70.44 70.44 -0.44 434 3,707 +46
May02 010808 69.70 69.70 68.34 68.34 -0.44 193 2,954 +6
Jun02 010808 67.75 67.75 67.34 67.34 -0.44 180 2,738 +28
Total Volume and Open Interest 31,231 144,801 +1,680
Unleaded Gas(NYM)
Sep01 010808 77.90 78.40 76.80 76.89 -0.96 20,784 33,430 +636
Oct01 010808 75.60 76.05 74.30 74.44 -1.05 8,919 19,758 +491
Nov01 010808 74.70 74.70 73.34 73.34 -0.90 2,765 7,973 +1,115
Dec01 010808 73.75 74.00 72.79 72.79 -0.80 923 5,957 +176
Jan02 010808 73.65 73.65 72.69 72.69 -0.72 360 4,293 +32
Feb02 010808 73.90 73.90 72.94 72.94 -0.67 334 3,129 -192
Mar02 010808 73.54 73.54 73.54 73.54 -0.62 154 2,531 -15
Apr02 010808 78.99 78.99 78.99 78.99 -0.62 286 6,582 +269
Total Volume and Open Interest 34,597 92,149 +2,522
Natural Gas(NYM)
Sep01 010808 3.030 3.080 2.980 3.036 +0.065 27,774 56,486 +3,378
Oct01 010808 3.070 3.105 3.020 3.074 +0.062 7,219 55,658 +1,678
Nov01 010808 3.330 3.360 3.280 3.324 +0.049 3,848 35,754 +136
Dec01 010808 3.605 3.630 3.560 3.607 +0.055 4,755 31,716 +724
Jan02 010808 3.725 3.750 3.690 3.730 +0.058 2,089 33,066 -387
Feb02 010808 3.600 3.670 3.600 3.658 +0.056 1,421 24,311 +276
Mar02 010808 3.530 3.590 3.500 3.558 +0.054 2,243 21,892 -60
Apr02 010808 3.390 3.430 3.375 3.418 +0.054 1,090 30,571 -234
Total Volume and Open Interest 56,045 485,080 +8,901
Brent Crude Oil(IPE)
Sep01 010808 26.28 26.41 25.57 25.70 -0.38 26,395 50,703 -5,884
Oct01 010808 26.40 26.61 25.87 25.91 -0.45 22,912 51,151 +1,916
Nov01 010808 26.45 26.51 25.88 25.95 -0.38 6,010 18,428 +568
Dec01 010808 26.16 26.25 25.70 25.74 -0.33 5,896 35,920 -898
Jan02 010808 25.82 25.82 25.36 25.36 -0.32 2,596 19,922 +461
Feb02 010808 25.49 25.55 25.12 25.12 -0.30 721 4,646 +62
Mar02 010808 25.15 25.15 24.88 24.88 -0.30 1,048 4,251 +13
Apr02 010808 24.64 24.64 24.64 24.64 -0.31 1,848 3,072 +252
Total Volume and Open Interest 69,698 219,792 -2,310
Gas Oil(IPE)
Aug01 010808 229.00 230.50 228.00 229.00 -0.75 8,787 17,098 -5,056
Sep01 010808 228.50 230.25 227.50 228.00 -1.00 10,102 29,266 -1,058
Oct01 010808 230.75 230.75 228.00 228.75 -1.00 4,110 18,089 +256
Nov01 010808 230.00 230.00 228.75 229.25 -0.75 1,640 12,840 +239
Dec01 010808 229.75 230.00 228.50 228.75 -0.75 1,980 25,000 +834
Jan02 010808 228.00 228.00 227.75 227.75 -0.75 1,495 10,286 +695
Feb02 010808 225.00 225.00 225.00 225.00 -0.75 0 4,176 +0
Mar02 010808 222.75 222.75 221.25 221.25 -0.75 0 3,473 +0
Total Volume and Open Interest 29,184 130,249 -3,986
US Dollar Index(NYBOT)
Sep01 010808 117.10 117.25 116.65 116.65 -0.37 589 6,164 -274
Dec01 010808 117.34 117.34 116.96 116.96 -0.38 26 2,046 -5
Mar02 010808 117.28 117.28 117.28 117.28 -0.38      
Total Volume and Open Interest 615 8,210 -279
Australian Dollar(IMM)
Sep01 010808 51.48 51.90 51.46 51.89 +0.36 723 20,674 +89
Dec01 010808 51.40 51.72 51.40 51.72 +0.36 29 247 +11
Mar02 010808 51.55 51.55 51.55 51.55 +0.36 0 308 +0
Total Volume and Open Interest 752 21,232 +100
British Pound(IMM)
Sep01 010808 141.44 141.48 141.08 141.44 -0.08 5,265 33,736 -597
Dec01 010808 140.50 140.88 140.50 140.88 -0.08 14 183 +9
Mar02 010808 140.26 140.26 140.26 140.26 -0.08 0 8 +0
Total Volume and Open Interest 5,279 33,927 -588
Canadian Dollar(IMM)
Sep01 010808 65.16 65.30 65.05 65.11 +0.03 9,952 47,684 +1,176
Dec01 010808 65.19 65.22 65.00 65.03 +0.03 79 3,954 +16
Mar02 010808 64.98 64.98 64.98 64.98 +0.03 10 634 +1
Jun02 010808 65.04 65.04 64.94 64.94 +0.03 0 367 +0
Total Volume and Open Interest 10,042 52,698 +1,193
Japanese Yen(IMM)
Sep01 010808 81.50 81.76 81.34 81.36 +0.05 4,331 103,200 +0
Dec01 010808 82.40 82.41 82.06 82.06 +0.05 5 1,648 +2
Mar02 010808 82.78 82.78 82.78 82.78 +0.05 0 28 +0
Total Volume and Open Interest 4,336 105,044 +2
Deutsche Mark(IMM)
Sep01 010808 44.98 44.98 44.98 44.98 +0.18 0 333 -2
Dec01 010808 44.91 44.91 44.91 44.91 +0.18 0 1 +0
Total Volume and Open Interest 0 334 -2
Swiss Franc(IMM)
Sep01 010808 58.23 58.54 58.19 58.52 +0.27 7,839 54,521 +410
Dec01 010808 58.26 58.63 58.26 58.60 +0.26 23 491 -4
Mar02 010808 58.72 58.72 58.72 58.72 +0.26 0 66 +0
Total Volume and Open Interest 7,862 55,078 +406
EuroFX(IMM)
Sep01 010808 87.53 87.99 87.46 87.98 +0.35 10,032 91,386 -1,281
Dec01 010808 87.40 87.83 87.33 87.83 +0.35 266 2,346 +170
Mar02 010808 87.48 87.75 87.48 87.75 +0.35 0 436 +0
Total Volume and Open Interest 10,311 94,227 -1,100
Mexican Peso(IMM)
Sep01 010808 10940.0 10950.0 10900.0 10930.0 +42.5 5,543 27,858 +3,538
Dec01 010808 10703.0 10725.0 10702.5 10712.5 +39.5 54 1,412 -14
Total Volume and Open Interest 5,644 32,155 +3,527
30-Year T-Bonds(CBOT)
Sep01 010808 102~29 104~04 102~28 103~30 +1~01 140,849 467,099 -3,927
Dec01 010808 102~09 103~11 102~05 103~06 +1~01 6,253 36,099 +3,277
Mar02 010808 102~16 102~16 102~16 102~16 +1~01 20 226 -4
Total Volume and Open Interest 147,122 503,477 -654
Municipal Bonds(CBOT)
Sep01 010808 106~01 106~22 106~01 106~21 +0~22 404 11,844 +43
Dec01 010808 105~24 105~24 105~24 105~24 +0~22 1 3 +0
Total Volume and Open Interest 404 11,847 +43
10-Year T-Notes(CBOT)
Sep01 010808 105~105 106~070 105~100 106~030 +0~250 122,744 537,602 +2,818
Dec01 010808 104~180 105~130 104~175 105~100 +0~260 1,447 36,716 +541
Total Volume and Open Interest 124,191 574,318 +3,359
5-Year T-Notes(CBOT)
Sep01 010808 105~005 105~155 104~315 105~135 +0~160 33,862 462,600 -1,980
Dec01 010808 104~200 105~025 104~200 105~025 +0~170 1,591 14,777 +950
Total Volume and Open Interest 35,453 477,377 -1,030
2 Year T-Notes(CBOT)
Sep01 010808 103~062 103~091 103~062 103~086 +0~028 5,592 59,857 +864
Dec01 010808 103~019 103~042 103~019 103~042 +0~030 2,623 2,800 +789
Total Volume and Open Interest 8,215 62,657 +1,653
3-Mth T-Bills(IMM)
Sep01 010808 96.66 96.71 96.66 96.71 +0.06 8 2,357 +0
Total Volume and Open Interest 8 2,357 +0
Eurodollars(IMM)
Sep01 010808 96.445 96.490 96.440 96.485 +0.055 42,785 692,627 -3,281
Dec01 010808 96.315 96.385 96.315 96.375 +0.080 69,377 673,929 +5,015
Mar02 010808 96.175 96.275 96.175 96.265 +0.110 73,903 501,560 +2,187
Jun02 010808 95.855 95.960 95.855 95.945 +0.115 60,648 553,351 +5,554
Sep02 010808 95.475 95.590 95.475 95.575 +0.120 35,037 417,679 -5,684
Dec02 010808 95.065 95.195 95.065 95.180 +0.125 30,126 338,353 -3,895
Mar03 010808 94.835 94.950 94.835 94.940 +0.130 13,350 251,733 -400
Jun03 010808 94.550 94.690 94.550 94.675 +0.135 11,135 157,294 +2,786
Sep03 010808 94.370 94.480 94.370 94.470 +0.130 4,776 145,113 +499
Dec03 010808 94.150 94.260 94.150 94.245 +0.125 4,395 112,113 -88
Mar04 010808 94.080 94.175 94.080 94.175 +0.125 4,223 125,185 +547
Jun04 010808 93.955 94.065 93.945 94.045 +0.120 5,681 89,354 +927
Total Volume and Open Interest 379,502 4,661,940 +3,882
3-Mth Euro-Yen(IMM)
Sep01 010808 99.89 99.89 99.89 99.89 unch 688 29,206 +206
Dec01 010808 99.85 99.85 99.85 99.85 +0.02 536 12,899 -69
Mar02 010808 99.82 99.83 99.82 99.82 +0.01 422 6,642 +445
Jun02 010808 99.85 99.85 99.85 99.85 +0.03 324 6,106 +158
Sep02 010808 99.80 99.81 99.80 99.81 +0.03 111 6,224 +157
Dec02 010808 99.75 99.75 99.75 99.75 +0.04 2 1,725 +350
Mar03 010808 99.71 99.71 99.71 99.71 +0.02 0 175 +0
Jun03 010808 99.68 99.68 99.68 99.68 +0.01 0 46 +0
Sep03 010808 99.62 99.62 99.62 99.62 unch      
Dec03 010808 99.53 99.53 99.53 99.53 unch 0 2 +0
Total Volume and Open Interest 2,081 63,245 +1,247
3-Mth Euro-Yen(SIMEX)
Sep01 010808 99.89 99.89 99.89 99.89 unch 1,087 89,096 -1,498
Dec01 010808 99.83 99.85 99.83 99.85 +0.02 3,752 83,911 -126
Mar02 010808 99.81 99.83 99.81 99.83 +0.02 3,153 65,957 +905
Jun02 010808 99.83 99.85 99.83 99.85 +0.03 1,828 50,342 +143
Sep02 010808 99.79 99.81 99.79 99.81 +0.03 611 21,980 +271
Dec02 010808 99.72 99.76 99.72 99.75 +0.03 31 9,435 +362
Mar03 010808 99.71 99.72 99.71 99.72 +0.03 539 13,037 +219
Jun03 010808 99.69 99.69 99.69 99.69 +0.02 0 15,064 +0
Total Volume and Open Interest 11,101 365,898 +276
Euro Notional Bond(MATIF)
Sep01 010808 89.43 89.60 89.29 89.42 -0.04 4,985 88,214 +288
Dec01 010808 89.36 89.36 89.36 89.36 -0.04      
Mar02 010808 89.41 89.41 89.41 89.41 -0.07      
Total Volume and Open Interest 4,985 88,214 +288
3-Month Euribor(MATIF)
Sep01 010808 95.75 95.75 95.75 95.75 unch 0 2,411 +0
Dec01 010808 95.95 95.95 95.95 95.95 unch 0 2,845 +0
Mar02 010808 96.05 96.05 96.05 96.05 -0.05 0 2,592 +0
Total Volume and Open Interest 0 9,049 +0
German Euro-Bund(EUREX)
Sep01 010808 108.30 108.35 108.11 108.35 +0.09 492,140 609,554 -10,589
Dec01 010808 107.76 107.91 107.67 107.91 +0.11 3,043 20,462 +1,329
Mar02 010808 107.77 107.77 107.77 107.77 +0.09 2,020 1,000 +0
Total Volume and Open Interest 497,203 631,016 -9,260
German Euro-Bobl(EUREX)
Sep01 010808 106.83 106.83 106.69 106.78 -0.01 264,431 448,747 -19,017
Dec01 010808 106.74 106.74 106.53 106.69 +0.07 22,581 62,391 +7,467
Mar02 010808 106.43 106.43 106.43 106.43 +0.09 2,065 1,846 +0
Total Volume and Open Interest 289,077 512,984 -11,550
Long Gilt(LIFFE)
Sep01 010808 114~17 115~06 114~16 115~02 +0~15 23,215 71,101 +331
Dec01 010808 114~10 114~13 114~10 114~12 +0~15 0 1,749 +0
Total Volume and Open Interest 23,215 72,850 +331
3-Mth Short Sterling(LIFFE)
Sep01 010808 95.06 95.08 95.04 95.06 unch 20,290 0 +0
Dec01 010808 95.08 95.12 95.05 95.11 +0.02 32,744 0 +0
Mar02 010808 94.95 94.99 94.92 94.97 +0.01 28,280 0 +0
Total Volume and Open Interest 123,800    
3-Mth Euribor(LIFFE)
Sep01 010808 95.745 95.755 95.735 95.740 -0.015 74,479 469,378 +7,586
Dec01 010808 95.955 95.960 95.935 95.940 -0.025 36,670 373,524 +1,760
Mar02 010808 96.065 96.075 96.050 96.060 -0.020 42,335 317,108 +7,320
Total Volume and Open Interest 219,014 1,860,801 +16,512
3-Mth Aus T-Bills(SFE)
Sep01 010808 95.03 95.03 95.00 95.02 -0.02 15,295 164,939 -3,347
Dec01 010808 94.97 94.98 94.95 94.97 -0.02 14,741 91,797 +1,536
Mar02 010808 94.79 94.81 94.78 94.79 -0.02 4,109 49,894 +1,241
Jun02 010808 94.49 94.51 94.48 94.50 -0.01 835 24,456 -40
Sep02 010808 94.21 94.21 94.18 94.20 -0.01 322 13,683 -48
Dec02 010808 93.98 93.98 93.97 93.97 -0.01 491 10,230 +86
Mar03 010808 93.79 93.79 93.79 93.79 -0.01 105 4,907 +38
Jun03 010808 93.65 93.65 93.65 93.65 -0.01 178 3,717 -55
Sep03 010808 93.55 93.55 93.55 93.55 -0.01 0 1,595 +0
Dec03 010808 93.47 93.47 93.47 93.47 -0.01 10 1,095 +0
Total Volume and Open Interest 36,096 369,276 -579
10-Year Aus T-Bonds(SFE)
Sep01 010808 93.96 94.06 93.96 94.04 +0.09 5,029 141,367 -5,928
Dec01 010808 93.91 93.91 93.91 93.91 -0.07 0 108 +0
Total Volume and Open Interest 2,942 146,726 +0
3-Year Aus T-Bonds(SFE)
Sep01 010808 94.42 94.43 94.40 94.42 -0.02 22,486 324,655 +7,221
Dec01 010808 94.40 94.40 94.40 94.40 unch      
Total Volume and Open Interest 22,486 324,655 +7,221
Gold(CMX)
Aug01 010808 266.1 268.0 265.9 267.9 +0.7 156 337 -24
Oct01 010808 267.5 269.6 267.5 269.3 +0.7 91 10,608 -19
Dec01 010808 269.0 271.2 268.7 270.7 +0.8 12,903 63,030 -1,927
Feb02 010808 270.0 271.6 270.0 271.6 +0.8 152 7,608 -150
Apr02 010808 272.5 272.5 272.5 272.5 +0.8 0 1,942 +0
Jun02 010808 272.6 274.0 271.7 273.5 +0.8 1 5,666 +1
Total Volume and Open Interest 13,588 98,582 -1,838
Silver(CMX)
Sep01 010808 414.5 416.5 412.5 415.2 -2.0 7,300 54,798 -822
Dec01 010808 420.0 420.5 417.5 419.5 -2.1 1,548 13,879 +517
Mar02 010808 423.0 423.5 421.0 423.5 -2.1 94 2,603 +32
May02 010808 425.6 425.6 425.6 425.6 -2.1 0 903 +0
Jul02 010808 427.9 427.9 427.9 427.9 -2.1 22 1,246 +0
Total Volume and Open Interest 8,977 78,056 -263
Platinum(NYM)
Oct01 010808 443.0 445.0 438.0 441.5 +1.1 843 5,681 +33
Jan02 010808 442.0 442.0 437.5 437.5 +2.1 2 365 +0
Total Volume and Open Interest 843 6,046 +33
Palladium(NYME)
Sep01 010808 446.00 447.00 440.00 444.00 -1.25 52 1,046 +7
Dec01 010808 448.00 448.00 448.00 448.00 -1.25 6 366 +1
Total Volume and Open Interest 58 1,412 +8
Copper(CMX)
Sep01 010808 66.45 66.60 65.90 66.15 -0.75 4,853 44,972 -591
Dec01 010808 67.60 67.70 67.00 67.30 -0.75 1,459 16,212 +583
Mar02 010808 68.80 68.80 68.40 68.40 -0.75 716 6,450 +590
May02 010808 69.60 69.60 69.10 69.10 -0.75 76 2,560 +39
Jul02 010808 70.25 70.25 69.65 69.65 -0.75 17 1,270 +17
Total Volume and Open Interest 7,838 85,544 +822
DJIA Index(CBOT)
Sep01 010808 10410 10505 10280 10303 -164 12,679 28,587 -31
Dec01 010808 10460 10565 10335 10354 -166 35 1,348 +13
Mar02 010808 10500 10500 10409 10409 -169 0 2 +0
Jun02 010808 10469 10469 10469 10469 -175      
Total Volume and Open Interest 12,714 29,943 -18
S & P 500(CME)
Sep01 010808 1201.00 1210.80 1183.80 1185.50 -22.20 48,765 452,274 -1,796
Dec01 010808 1208.50 1213.50 1192.50 1192.60 -22.50 3,349 35,314 +3,145
Mar02 010808 1212.00 1212.00 1199.60 1199.60 -22.90 22 1,214 +20
Jun02 010808 1226.00 1227.00 1209.00 1209.00 -23.40 4 558 -2
Total Volume and Open Interest 52,144 489,750 +1,369
S & P 500 E-Mini(Globex)
Sep01 010808 1210.00 1211.50 1183.75 1185.50 -22.25 118,342 109,034 +848
Dec01 010808 1205.00 1214.00 1191.00 1192.50 -22.50 9 83 +4
Total Volume and Open Interest 118,351 109,117 +852
NASDAQ 100(CME)
Sep01 010808 1686.00 1720.00 1625.00 1633.00 -72.50 9,820 53,277 +142
Dec01 010808 1717.00 1717.00 1647.50 1647.50 -73.00 1 37 -1
Mar02 010808 1662.00 1662.00 1662.00 1662.00 -73.50 0 2 +0
Total Volume and Open Interest 9,821 53,316 +141
NASDAQ 100 E-Mini(GLOBEX)
Sep01 010808 1710.0 1719.5 1625.0 1633.0 -72.5 82,024 119,783 +1,839
Dec01 010808 1710.0 1710.0 1647.5 1647.5 -73.0 0 3 +0
Total Volume and Open Interest 82,024 119,786 +1,839
NYSE Composite(NYBOT)
Sep01 010808 612.00 614.80 604.50 604.50 -9.30 1,131 5,198 -27
Dec01 010808 607.50 607.50 607.50 607.50 -9.30 0 670 +0
Mar02 010808 610.50 610.50 610.50 610.50 -9.30 0 300 +0
Total Volume and Open Interest 1,131 6,168 -27
S & P Midcap 400(CME)
Sep01 010808 504.00 508.25 497.00 497.50 -9.00 710 15,937 -94
Dec01 010808 501.10 501.10 501.10 501.10 -9.00      
Mar02 010808 506.45 506.45 506.45 506.45 -9.00      
Total Volume and Open Interest 710 15,937 -94
Russell 2000(CME)
Sep01 010808 478.00 484.25 472.00 474.25 -6.75 1,723 20,754 -99
Dec01 010808 481.50 481.50 481.50 481.50 -6.75      
Mar02 010808 489.10 489.10 489.10 489.10 -6.75      
Total Volume and Open Interest 1,723 20,754 -99
Value Line(KCBT)
Sep01 010808 1218.25 1229.00 1204.75 1205.50 -16.50 49 291 -11
Total Volume and Open Interest 49 294 -11
Nikkei 225(CME)
Sep01 010808 12130 12175 11980<