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MRCI's End of Day Prices
Daily Futures Price Listing Thu August 09, 2001
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Aug01 010809 519.00 519.00 513.00 514.00 -4.00 1,675 2,057 -364
Sep01 010809 512.00 515.00 509.50 510.25 -0.25 6,746 18,888 -822
Nov01 010809 502.00 509.25 501.50 505.25 +3.25 29,174 87,881 +1,246
Jan02 010809 505.50 512.50 504.50 508.50 +3.75 1,100 13,881 -84
Mar02 010809 508.00 515.00 507.75 511.25 +3.50 508 14,433 -121
May02 010809 507.00 512.00 506.00 510.00 +3.50 753 16,404 -224
Jul02 010809 507.50 512.00 506.00 508.75 +2.75 1,010 8,060 -32
Total Volume and Open Interest 41,175 163,516 -283
Soybean Meal(CBOT)
Aug01 010809 175.00 177.80 175.00 177.20 +2.60 3,657 7,268 -1,661
Sep01 010809 170.00 173.00 169.70 172.50 +2.80 6,030 23,983 -423
Oct01 010809 163.80 168.30 163.60 166.80 +3.40 1,195 13,771 +85
Dec01 010809 162.80 167.50 162.80 166.20 +3.70 9,011 50,906 -98
Jan02 010809 163.00 167.50 162.80 166.40 +4.00 1,753 12,280 -123
Mar02 010809 161.20 165.80 161.20 164.70 +3.90 852 9,125 -40
May02 010809 158.50 162.00 158.50 161.50 +3.50 2,253 7,795 +447
Jul02 010809 158.00 161.50 158.00 160.50 +3.00 1,141 4,180 +217
Total Volume and Open Interest 26,103 131,544 -1,378
Soybean Oil(CBOT)
Aug01 010809 18.82 18.82 18.58 18.58 -0.20 3,277 2,305 -328
Sep01 010809 18.92 18.94 18.68 18.72 -0.18 5,257 31,559 -1,094
Oct01 010809 19.05 19.05 18.84 18.86 -0.18 1,142 16,872 -76
Dec01 010809 19.35 19.36 19.15 19.19 -0.18 6,854 69,692 +705
Jan02 010809 19.51 19.51 19.30 19.36 -0.17 1,119 15,082 +176
Mar02 010809 19.70 19.72 19.52 19.53 -0.19 132 8,810 +110
May02 010809 19.90 19.90 19.68 19.68 -0.23 1,848 10,044 +407
Jul02 010809 20.02 20.02 19.87 19.87 -0.20 424 4,273 +26
Total Volume and Open Interest 20,055 161,020 -73
Canola(WCE)
Aug01 010809 360.1 360.1 360.1 360.1 +1.1 5 10 +0
Sep01 010809 361.0 363.0 361.0 363.0 +2.0 0 1,292 +0
Nov01 010809 359.8 362.1 359.5 361.7 +2.2 2,949 59,076 -656
Jan02 010809 361.0 361.8 361.0 361.5 +1.8 325 4,659 -7
Mar02 010809 360.0 360.9 359.0 360.0 +1.3 350 4,715 +44
Total Volume and Open Interest 3,986 71,795 -584
Corn(CBOT)
Sep01 010809 218.00 221.00 217.50 219.75 +2.25 16,929 109,589 -1,265
Nov01 010809 226.75 228.50 226.75 227.25 +1.75 5 227 -2
Dec01 010809 229.50 233.00 229.50 231.50 +2.00 39,459 200,914 +1,208
Jan02 010809 235.00 235.50 234.50 235.25 +1.75 2 381 -1
Mar02 010809 240.25 242.50 239.75 241.25 +1.50 2,700 38,257 +370
May02 010809 243.50 246.00 243.25 245.00 +1.50 383 11,121 +112
Total Volume and Open Interest 60,131 390,829 +371
Wheat(CBOT)
Sep01 010809 269.50 271.50 268.50 271.00 +2.50 8,833 50,124 -1,821
Dec01 010809 284.50 286.75 283.25 286.25 +2.00 18,386 61,346 +3,082
Mar02 010809 298.00 299.50 296.50 298.75 +1.75 2,483 23,683 +370
May02 010809 302.00 304.00 302.00 303.00 +1.50 144 1,890 +114
Jul02 010809 307.50 308.00 306.00 307.50 +1.00 167 3,838 +89
Total Volume and Open Interest 30,022 141,636 +1,838
Wheat(KCBT)
Sep01 010809 299.50 302.00 299.00 300.75 +1.75 4,347 41,460 -694
Dec01 010809 315.00 317.00 314.00 316.00 +1.00 3,253 32,371 +788
Mar02 010809 327.25 329.00 326.75 328.50 +1.50 485 9,378 +297
May02 010809 334.00 335.00 332.50 334.50 +1.50 10 968 +0
Jul02 010809 336.00 338.00 336.00 338.00 +3.00 6 187 +4
Total Volume and Open Interest 8,101 84,366 +395
Wheat(MGE)
Sep01 010809 308.50 310.00 308.25 308.50 unch 2,081 12,581 +475
Dec01 010809 323.50 323.75 321.50 322.50 unch 1,459 8,873 +440
Mar02 010809 336.50 336.50 334.75 335.75 unch 81 1,859 +0
May02 010809 343.00 343.25 342.00 342.00 -1.00 0 216 +0
Jul02 010809 350.50 350.50 350.50 350.50 -0.50 0 33 +0
Total Volume and Open Interest 3,621 23,603 +915
Oats(CBOT)
Sep01 010809 133.00 134.75 132.00 133.75 +0.75 362 4,280 -95
Dec01 010809 133.00 135.00 132.00 134.00 +1.25 394 5,622 +14
Mar02 010809 136.50 138.25 136.50 137.25 +1.25 20 2,143 -7
May02 010809 137.50 137.50 137.50 137.50 +1.25 40 198 +0
Total Volume and Open Interest 826 12,258 -78
Rough Rice(MCE)
Sep01 010809 4.81 4.81 4.70 4.70 -0.10 69 1,204 +0
Nov01 010809 4.87 4.88 4.80 4.80 -0.08 131 1,341 +34
Jan02 010809 5.14 5.14 5.04 5.04 -0.08 2 509 -1
Mar02 010809 5.30 5.30 5.28 5.28 -0.08 5 330 +5
Total Volume and Open Interest 207 3,397 +38
Live Cattle(CME)
Aug01 010809 71.450 71.600 70.850 70.875 -0.650 5,087 12,535 -1,424
Oct01 010809 73.900 74.125 73.500 73.575 -0.525 6,795 45,392 +43
Dec01 010809 74.700 74.800 74.325 74.425 -0.350 2,699 22,977 +403
Feb02 010809 76.400 76.500 75.975 76.000 -0.350 1,092 15,520 +332
Apr02 010809 77.800 77.875 77.600 77.650 -0.275 146 6,305 +20
Jun02 010809 73.600 73.650 73.300 73.350 -0.200 90 4,388 +52
Total Volume and Open Interest 15,909 107,128 -574
Feeder Cattle(CME)
Aug01 010809 88.800 88.800 88.400 88.450 -0.300 592 4,596 -50
Sep01 010809 89.050 89.150 88.750 88.750 -0.325 126 2,022 -13
Oct01 010809 89.350 89.475 89.100 89.100 -0.150 347 4,068 +33
Nov01 010809 90.000 90.000 89.775 89.800 -0.200 230 3,026 +59
Jan02 010809 89.975 89.975 89.725 89.850 -0.125 38 1,295 +8
Mar02 010809 88.800 88.900 88.750 88.900 -0.200 6 236 +6
Apr02 010809 88.650 88.750 88.650 88.700 -0.300 8 144 +2
Total Volume and Open Interest 1,348 15,432 +45
Lean Hogs(CME)
Aug01 010809 71.400 71.550 71.050 71.175 -0.425 2,516 7,629 -662
Oct01 010809 59.400 60.100 59.050 59.125 -0.500 2,708 28,266 +345
Dec01 010809 55.200 55.475 54.650 55.075 -0.150 537 10,460 +55
Feb02 010809 56.000 56.300 55.700 55.800 -0.175 185 3,615 +28
Apr02 010809 56.050 56.325 55.850 55.850 -0.300 31 942 +19
Jun02 010809 64.200 64.350 64.100 64.300 -0.150 9 254 +6
Jul02 010809 62.600 62.800 62.600 62.800 -0.100 0 76 +0
Aug02 010809 59.825 59.825 59.825 59.825 unch 0 31 +0
Total Volume and Open Interest 5,990 51,549 -209
Pork Bellies(CME)
Aug01 010809 95.850 98.200 94.800 97.500 +1.525 622 1,479 -63
Feb02 010809 77.750 78.800 77.750 78.300 +0.775 377 1,313 -4
Mar02 010809 78.100 78.200 77.775 77.775 +1.225 5 43 -2
May02 010809 80.000 81.500 80.000 81.500 -0.500 0 19 +0
Jul02 010809 82.000 82.000 82.000 82.000 unch 0 1 +0
Total Volume and Open Interest 1,004 2,855 -69
Cocoa(NYBOT)
Sep01 010809 1007 1038 1003 1032 +21 4,804 15,403 -1,725
Dec01 010809 1006 1039 1006 1032 +20 7,015 25,796 +718
Mar02 010809 1002 1031 1002 1025 +19 1,514 17,439 +184
May02 010809 1023 1038 1018 1036 +20 582 8,815 +376
Jul02 010809 1035 1047 1035 1047 +22 485 6,825 +348
Sep02 010809 1043 1060 1043 1060 +20 0 6,221 +0
Dec02 010809 1083 1083 1078 1078 +17 0 11,062 +0
Total Volume and Open Interest 14,600 102,523 -99
Coffee "C"(NYBOT)
Sep01 010809 50.00 50.20 49.70 50.10 +0.45 3,348 31,845 -493
Dec01 010809 53.80 53.80 53.45 53.80 +0.35 2,315 16,307 +9
Mar02 010809 57.10 57.35 57.00 57.30 +0.40 631 6,310 +48
May02 010809 59.50 59.70 59.25 59.70 +0.45 195 2,506 +77
Jul02 010809 61.90 62.10 61.50 62.10 +0.40 41 2,170 +18
Sep02 010809 63.70 64.40 63.65 64.40 +0.45 54 872 -61
Total Volume and Open Interest 6,636 60,489 -305
Orange Juice(NYBOT)
Sep01 010809 77.00 77.00 76.30 76.55 +0.30 845 14,399 +15
Nov01 010809 80.00 80.40 79.90 80.10 +0.20 377 6,038 +239
Jan02 010809 83.25 83.40 80.20 83.20 +0.20 37 880 +20
Mar02 010809 87.00 87.00 86.20 86.20 +0.15 0 339 +0
May02 010809 89.20 89.20 89.20 89.20 +0.15 0 734 +0
Total Volume and Open Interest 1,259 22,604 +274
Sugar #11(NYBOT)
Oct01 010809 7.74 7.76 7.61 7.63 -0.08 14,770 75,773 +4,066
Mar02 010809 7.63 7.63 7.52 7.53 -0.07 3,125 28,425 +231
May02 010809 7.46 7.50 7.40 7.40 -0.06 312 6,977 +2
Jul02 010809 7.33 7.37 7.26 7.27 -0.06 228 8,452 +24
Oct02 010809 7.37 7.42 7.35 7.35 -0.01 750 4,667 +176
Total Volume and Open Interest 19,973 127,297 +5,034
London Cocoa(LCE)
Sep01 010809 740 752 734 751 +15 998 39,730 -757
Dec01 010809 758 770 750 770 +16 883 33,587 -67
Mar02 010809 774 787 767 787 +17 765 37,893 +498
May02 010809 781 801 780 801 +18 153 25,676 +160
Jul02 010809 800 813 793 813 +18 510 13,205 +355
Sep02 010809 817 823 817 823 +18 3 9,240 +0
Dec02 010809 841 841 841 841 +18 0 534 +0
Total Volume and Open Interest 3,312 162,054 +189
London Coffee(LCE)
Sep01 010809 476.00 482.00 473.00 482.00 +5.00 2,901 19,723 -665
Nov01 010809 487.00 495.00 487.00 494.00 +3.00 2,519 41,839 +283
Jan02 010809 502.00 508.00 499.00 507.00 +4.00 1,148 20,297 +504
Mar02 010809 522.00 526.00 517.00 524.00 +3.00 336 8,910 +140
May02 010809 532.00 538.00 531.00 538.00 +3.00 177 6,678 +32
Jul02 010809 550.00 553.00 547.00 553.00 +3.00 42 2,365 +20
Total Volume and Open Interest 7,256 101,527 +384
London Sugar(LCE)
Aug01 010716 272.00 283.00 272.00 281.00 +5.50 2,030 6,204 -789
Oct01 010809 234.20 237.50 233.50 234.00 +0.20 1,359 18,783 +163
Dec01 010809 227.20 230.00 227.00 227.20 +0.20 286 8,851 +196
Mar02 010809 227.30 229.50 226.50 226.70 unch 381 7,370 +85
May02 010809 225.50 225.50 223.30 223.30 +0.40 198 2,640 +101
Total Volume and Open Interest 2,338 41,295 +581
Cotton(NYBOT)
Oct01 010809 40.62 40.80 40.40 40.45 -0.37 464 4,037 -113
Dec01 010809 42.20 42.40 41.95 42.03 -0.39 4,731 40,362 -677
Mar02 010809 44.00 44.00 43.60 43.60 -0.50 305 7,131 -76
May02 010809 44.95 44.95 44.55 44.55 -0.60 127 4,803 -17
Jul02 010809 46.10 46.10 45.55 45.55 -0.59 148 3,496 -18
Oct02 010809 46.60 46.60 46.60 46.60 -0.30 0 194 +0
Total Volume and Open Interest 5,778 62,802 -900
Lumber(CME)
Sep01 010809 328.0 329.5 320.1 328.5 +2.0 633 1,967 +17
Nov01 010809 306.5 310.3 301.0 308.7 +2.2 344 724 +49
Jan02 010809 295.9 296.6 293.0 294.6 +0.6 61 338 +18
Mar02 010809 299.0 299.0 297.2 297.2 +3.1 3 34 +0
Total Volume and Open Interest 1,041 3,063 +84
Crude Oil(NYM)
Sep01 010809 27.45 27.72 27.38 27.64 +0.10 65,167 98,838 -2,329
Oct01 010809 26.90 27.08 26.77 27.04 +0.08 48,791 102,159 +8,567
Nov01 010809 26.90 27.01 26.80 27.01 +0.10 18,101 46,851 +2,196
Dec01 010809 26.75 26.84 26.67 26.84 +0.11 10,309 47,701 -164
Jan02 010809 26.58 26.62 26.41 26.62 +0.13 1,958 23,545 -214
Feb02 010809 26.18 26.37 26.18 26.37 +0.14 523 12,215 +124
Mar02 010809 25.92 26.12 25.92 26.12 +0.15 1,343 9,426 +61
Apr02 010809 25.78 25.88 25.66 25.88 +0.17 856 10,107 +155
May02 010809 25.41 25.65 25.41 25.65 +0.19 371 6,786 +67
Jun02 010809 25.20 25.42 25.16 25.42 +0.21 1,920 22,763 +665
Total Volume and Open Interest 152,384 482,217 +9,728
Heating Oil(NYM)
Sep01 010809 73.00 74.05 72.65 73.64 +0.58 15,069 34,055 -1,152
Oct01 010809 73.75 74.50 73.20 74.24 +0.65 6,045 16,454 +1,348
Nov01 010809 74.50 75.00 74.05 74.89 +0.60 2,946 14,337 -284
Dec01 010809 75.10 75.65 74.70 75.54 +0.60 3,679 25,456 +195
Jan02 010809 75.50 76.00 75.20 75.89 +0.60 685 15,417 -290
Feb02 010809 74.85 75.35 74.75 75.24 +0.60 426 12,179 -261
Mar02 010809 72.65 73.30 72.60 73.19 +0.55 558 12,213 +115
Apr02 010809 70.45 71.00 70.45 70.94 +0.50 66 3,767 +60
May02 010809 68.90 68.90 68.79 68.79 +0.45 172 2,969 +15
Jun02 010809 67.35 67.74 67.35 67.74 +0.40 261 2,837 +99
Total Volume and Open Interest 30,315 144,736 -65
Unleaded Gas(NYM)
Sep01 010809 76.90 78.10 76.90 77.93 +1.04 19,297 34,051 +621
Oct01 010809 74.50 75.20 74.35 75.08 +0.64 8,130 19,542 -216
Nov01 010809 73.45 73.90 73.40 73.85 +0.51 1,353 8,228 +255
Dec01 010809 72.90 73.25 72.70 73.18 +0.39 1,079 5,924 -33
Jan02 010809 72.75 73.01 72.40 73.01 +0.32 372 4,358 +65
Feb02 010809 73.10 73.26 73.10 73.26 +0.32 50 3,112 -17
Mar02 010809 74.00 74.00 73.86 73.86 +0.32 30 2,511 -20
Apr02 010809 79.31 79.31 79.31 79.31 +0.32 5 6,577 -5
Total Volume and Open Interest 30,623 92,598 +449
Natural Gas(NYM)
Sep01 010809 3.020 3.030 2.930 2.956 -0.080 29,397 56,641 +155
Oct01 010809 3.050 3.060 2.965 2.993 -0.081 10,645 55,659 +1
Nov01 010809 3.310 3.315 3.220 3.248 -0.076 8,390 35,378 -376
Dec01 010809 3.570 3.600 3.520 3.540 -0.067 4,765 32,739 +1,023
Jan02 010809 3.705 3.725 3.650 3.668 -0.062 4,048 32,265 -801
Feb02 010809 3.645 3.650 3.590 3.608 -0.050 826 24,317 +6
Mar02 010809 3.545 3.555 3.480 3.513 -0.045 1,367 22,631 +739
Apr02 010809 3.405 3.405 3.375 3.378 -0.040 447 30,722 +151
Total Volume and Open Interest 61,632 486,666 +1,586
Brent Crude Oil(IPE)
Sep01 010809 25.70 25.92 25.51 25.68 -0.02 28,479 46,314 -4,389
Oct01 010809 25.93 26.02 25.80 25.93 +0.02 25,980 52,735 +1,584
Nov01 010809 25.95 26.04 25.84 26.01 +0.06 6,537 19,348 +920
Dec01 010809 25.74 25.83 25.64 25.80 +0.06 3,470 36,033 +113
Jan02 010809 25.37 25.47 25.30 25.47 +0.11 1,282 20,195 +273
Feb02 010809 25.13 25.22 25.10 25.22 +0.10 492 4,865 +219
Mar02 010809 24.87 24.97 24.80 24.97 +0.09 77 4,174 -77
Apr02 010809 24.66 24.74 24.66 24.74 +0.10 0 3,072 +0
Total Volume and Open Interest 67,967 218,305 -1,487
Gas Oil(IPE)
Aug01 010809 226.00 228.00 225.75 227.25 -1.75 13,049 15,371 -1,727
Sep01 010809 225.50 227.50 225.00 226.50 -1.50 10,517 30,723 +1,457
Oct01 010809 226.75 227.75 225.50 227.00 -1.75 1,974 18,392 +303
Nov01 010809 227.00 228.00 226.25 227.25 -2.00 1,074 13,009 +169
Dec01 010809 226.00 227.50 225.75 226.75 -2.00 1,910 25,465 +465
Jan02 010809 225.50 226.50 225.00 225.75 -2.00 400 10,004 -282
Feb02 010809 223.00 223.00 223.00 223.00 -2.00 0 4,176 +0
Mar02 010809 219.25 219.25 219.25 219.25 -2.00 4 3,473 +0
Total Volume and Open Interest 29,673 130,956 +707
US Dollar Index(NYBOT)
Sep01 010809 116.67 116.67 115.22 115.41 -1.24 690 6,174 +10
Dec01 010809 116.38 116.51 115.69 115.73 -1.23 12 2,039 -7
Mar02 010809 116.05 116.05 116.05 116.05 -1.23      
Total Volume and Open Interest 702 8,213 +3
Australian Dollar(IMM)
Sep01 010809 51.60 51.72 50.83 51.22 -0.67 1,280 21,108 +434
Dec01 010809 51.55 51.55 50.80 51.05 -0.67 0 236 -11
Mar02 010809 50.88 50.88 50.88 50.88 -0.67 0 308 +0
Total Volume and Open Interest 1,280 21,655 +423
British Pound(IMM)
Sep01 010809 141.80 142.72 141.64 142.42 +0.98 4,046 34,012 +276
Dec01 010809 142.00 142.00 141.86 141.86 +0.98 1 183 +0
Mar02 010809 141.24 141.24 141.24 141.24 +0.98 0 8 +0
Total Volume and Open Interest 4,047 34,203 +276
Canadian Dollar(IMM)
Sep01 010809 65.12 65.12 64.85 64.91 -0.20 6,166 45,447 -2,237
Dec01 010809 65.05 65.05 64.75 64.83 -0.20 47 3,961 +7
Mar02 010809 64.90 64.92 64.78 64.78 -0.20 2 636 +2
Jun02 010809 64.74 64.74 64.74 64.74 -0.20 1 367 +0
Total Volume and Open Interest 6,216 50,470 -2,228
Japanese Yen(IMM)
Sep01 010809 81.44 82.75 81.40 82.39 +1.03 13,997 103,251 +51
Dec01 010809 82.20 83.40 82.20 83.09 +1.03 129 1,744 +96
Mar02 010809 83.81 83.81 83.81 83.81 +1.03 0 28 +0
Total Volume and Open Interest 14,127 105,192 +148
Deutsche Mark(IMM)
Sep01 010809 45.59 45.59 45.59 45.59 +0.61 0 333 +0
Dec01 010809 45.51 45.51 45.51 45.51 +0.60 0 1 +0
Total Volume and Open Interest 0 334 +0
Swiss Franc(IMM)
Sep01 010809 58.81 59.39 58.77 59.31 +0.79 6,452 54,363 -158
Dec01 010809 58.86 59.40 58.86 59.39 +0.79 29 497 +6
Mar02 010809 59.51 59.51 59.51 59.51 +0.79 0 66 +0
Total Volume and Open Interest 6,481 54,926 -152
EuroFX(IMM)
Sep01 010809 88.45 89.32 88.37 89.17 +1.19 10,933 91,447 +61
Dec01 010809 88.25 89.05 88.25 89.01 +1.18 56 2,360 +14
Mar02 010809 88.28 88.95 88.24 88.92 +1.17 0 436 +0
Total Volume and Open Interest 10,989 94,302 +75
Mexican Peso(IMM)
Sep01 010809 10930.0 10960.0 10895.0 10912.5 -17.5 3,516 27,305 -553
Dec01 010809 10720.0 10720.0 10680.0 10692.5 -19.5 45 1,433 +21
Total Volume and Open Interest 3,561 31,623 -532
30-Year T-Bonds(CBOT)
Sep01 010809 104~01 104~13 103~18 103~21 -0~09 166,674 464,147 -2,952
Dec01 010809 103~12 103~20 102~27 102~29 -0~09 4,572 37,831 +1,732
Mar02 010809 102~07 102~07 102~07 102~07 -0~09 0 216 -10
Total Volume and Open Interest 171,246 502,247 -1,230
Municipal Bonds(CBOT)
Sep01 010809 106~22 106~30 106~13 106~14 -0~07 644 11,827 -17
Dec01 010809 105~17 105~17 105~17 105~17 -0~07 0 3 +0
Total Volume and Open Interest 644 11,830 -17
10-Year T-Notes(CBOT)
Sep01 010809 106~045 106~115 105~225 105~245 -0~105 213,912 545,589 +7,987
Dec01 010809 105~110 105~190 104~315 105~000 -0~100 7,570 38,705 +1,989
Total Volume and Open Interest 221,482 584,294 +9,976
5-Year T-Notes(CBOT)
Sep01 010809 105~185 105~205 105~070 105~095 -0~040 45,367 462,119 +462,119
Dec01 010809 105~080 105~080 104~305 104~305 -0~040 792 14,926 +149
Total Volume and Open Interest 46,159 477,045 +462,268
2 Year T-Notes(CBOT)
Sep01 010809 103~097 103~099 103~080 103~085 unch 5,286 59,965 +108
Dec01 010809 103~042 103~043 103~039 103~039 -0~002 2,271 4,040 +1,240
Total Volume and Open Interest 7,557 64,005 +1,348
3-Mth T-Bills(IMM)
Sep01 010809 96.72 96.75 96.72 96.73 +0.02 27 2,337 -20
Total Volume and Open Interest 27 2,337 -20
Eurodollars(IMM)
Sep01 010809 96.500 96.545 96.500 96.505 +0.020 72,171 688,499 -4,128
Dec01 010809 96.420 96.435 96.395 96.400 +0.025 88,167 683,003 +9,074
Mar02 010809 96.310 96.335 96.280 96.285 +0.020 139,011 509,713 +8,153
Jun02 010809 96.005 96.025 95.955 95.965 +0.020 100,862 565,066 +11,715
Sep02 010809 95.630 95.660 95.585 95.590 +0.015 67,399 428,143 +10,464
Dec02 010809 95.235 95.265 95.185 95.190 +0.010 36,474 343,847 +5,494
Mar03 010809 94.970 95.020 94.920 94.940 unch 28,184 254,890 +3,157
Jun03 010809 94.705 94.760 94.655 94.670 -0.005 17,880 155,427 -1,867
Sep03 010809 94.530 94.540 94.445 94.455 -0.015 12,126 148,264 +3,151
Dec03 010809 94.305 94.310 94.215 94.225 -0.020 10,304 116,643 +4,530
Mar04 010809 94.220 94.240 94.150 94.150 -0.025 7,273 125,761 +576
Jun04 010809 94.090 94.100 94.015 94.015 -0.030 7,405 88,547 -807
Total Volume and Open Interest 620,918 4,712,932 +50,992
3-Mth Euro-Yen(IMM)
Sep01 010809 99.90 99.90 99.90 99.90 +0.01 720 26,536 -2,670
Dec01 010809 99.86 99.86 99.86 99.86 +0.01 324 13,174 +275
Mar02 010809 99.84 99.85 99.84 99.84 +0.02 340 6,315 -327
Jun02 010809 99.86 99.86 99.86 99.86 +0.01 111 6,071 -35
Sep02 010809 99.82 99.83 99.82 99.83 +0.02 4 6,324 +100
Dec02 010809 99.76 99.78 99.76 99.78 +0.03 2 2,025 +300
Mar03 010809 99.74 99.74 99.74 99.74 +0.02 2 177 +2
Jun03 010809 99.71 99.71 99.71 99.71 +0.02 0 46 +0
Sep03 010809 99.62 99.62 99.62 99.62 unch      
Dec03 010809 99.53 99.53 99.53 99.53 unch 0 2 +0
Total Volume and Open Interest 1,503 60,890 -2,355
3-Mth Euro-Yen(SIMEX)
Sep01 010809 99.89 99.90 99.89 99.90 +0.01 3,090 87,376 -1,720
Dec01 010809 99.85 99.87 99.85 99.86 +0.01 3,188 84,631 +720
Mar02 010809 99.83 99.85 99.83 99.85 +0.02 4,453 66,383 +426
Jun02 010809 99.85 99.86 99.85 99.86 +0.01 1,165 50,500 +158
Sep02 010809 99.81 99.82 99.81 99.82 +0.01 1,455 21,881 -99
Dec02 010809 99.75 99.78 99.75 99.77 +0.02 771 9,721 +286
Mar03 010809 99.72 99.74 99.72 99.74 +0.02 457 13,149 +112
Jun03 010809 99.70 99.71 99.70 99.71 +0.01 200 15,064 +0
Total Volume and Open Interest 14,929 365,781 -117
Euro Notional Bond(MATIF)
Sep01 010809 89.52 90.02 89.52 89.89 +0.47 4,144 71,243 -16,971
Dec01 010809 89.77 89.77 89.77 89.77 +0.41      
Mar02 010809 89.83 89.83 89.83 89.83 +0.42      
Total Volume and Open Interest 4,144 71,243 -16,971
3-Month Euribor(MATIF)
Sep01 010809 95.80 95.80 95.80 95.80 +0.05 0 2,411 +0
Dec01 010809 96.00 96.00 96.00 96.00 +0.05 0 2,845 +0
Mar02 010809 96.15 96.15 96.15 96.15 +0.10 0 2,592 +0
Total Volume and Open Interest 0 9,049 +0
German Euro-Bund(EUREX)
Sep01 010809 108.66 108.90 108.62 108.83 +0.48 409,700 615,933 +6,379
Dec01 010809 108.22 108.45 108.22 108.39 +0.48 4,953 22,954 +2,492
Mar02 010809 108.25 108.25 108.25 108.25 +0.48 1,062 1,000 +0
Total Volume and Open Interest 415,715 639,887 +8,871
German Euro-Bobl(EUREX)
Sep01 010809 106.95 107.20 106.90 107.17 +0.39 259,700 442,415 -6,332
Dec01 010809 106.90 107.08 106.85 107.08 +0.39 36,388 76,438 +14,047
Mar02 010809 106.66 106.72 106.66 106.72 +0.29 3,592 1,847 +1
Total Volume and Open Interest 299,680 520,700 +7,716
Long Gilt(LIFFE)
Sep01 010809 115~13 115~30 115~13 115~19 +0~17 37,509 75,539 +4,438
Dec01 010809 114~30 114~30 114~29 114~29 +0~17 80 1,829 +80
Total Volume and Open Interest 37,589 77,368 +4,518
3-Mth Short Sterling(LIFFE)
Sep01 010809 95.09 95.12 95.09 95.10 +0.04 22,353 0 +0
Dec01 010809 95.16 95.25 95.16 95.20 +0.09 45,671 0 +0
Mar02 010809 95.03 95.15 95.03 95.10 +0.13 24,432 0 +0
Total Volume and Open Interest 119,557    
3-Mth Euribor(LIFFE)
Sep01 010809 95.770 95.825 95.745 95.805 +0.065 67,511 465,502 -3,876
Dec01 010809 95.980 96.045 95.970 96.020 +0.080 52,224 376,573 +3,049
Mar02 010809 96.105 96.180 96.095 96.155 +0.095 52,112 318,215 +1,107
Total Volume and Open Interest 234,961 1,859,079 -1,722
3-Mth Aus T-Bills(SFE)
Sep01 010809 95.06 95.20 95.05 95.17 +0.15 12,646 139,966 -24,973
Dec01 010809 95.06 95.26 95.04 95.24 +0.27 9,993 87,278 -4,519
Mar02 010809 94.87 95.13 94.87 95.11 +0.32 5,435 50,932 +1,038
Jun02 010809 94.60 94.85 94.59 94.85 +0.35 1,225 24,500 +44
Sep02 010809 94.32 94.55 94.30 94.55 +0.35 696 14,046 +363
Dec02 010809 94.08 94.31 94.07 94.31 +0.34 487 10,575 +345
Mar03 010809 94.00 94.14 94.00 94.14 +0.35 0 4,907 +0
Jun03 010809 93.95 93.99 93.95 93.99 +0.34 0 3,472 -245
Sep03 010809 93.88 93.88 93.88 93.88 +0.33 0 1,595 +0
Dec03 010809 93.81 93.81 93.80 93.80 +0.33 0 1,095 +0
Total Volume and Open Interest 30,532 341,339 -27,937
10-Year Aus T-Bonds(SFE)
Sep01 010809 94.28 94.28 94.18 94.19 +0.24 10,106 176,900 +29,605
Dec01 010809 94.22 94.22 94.22 94.22 +0.31 0 108 +108
Total Volume and Open Interest 7,650 141,367 -5,928
3-Year Aus T-Bonds(SFE)
Sep01 010809 94.53 94.78 94.51 94.77 +0.35 18,595 297,399 -27,256
Dec01 010809 94.75 94.75 94.75 94.75 +0.35      
Total Volume and Open Interest 18,595 297,399 -27,256
Gold(CMX)
Aug01 010809 270.5 274.0 269.8 273.4 +5.5 291 466 +129
Oct01 010809 271.0 275.2 270.5 274.8 +5.5 631 10,540 -68
Dec01 010809 272.2 276.6 272.0 276.2 +5.5 14,468 63,198 +168
Feb02 010809 276.5 278.0 276.2 277.1 +5.5 105 7,618 +10
Apr02 010809 278.0 278.0 278.0 278.0 +5.5 0 1,942 +0
Jun02 010809 275.4 279.0 275.4 279.0 +5.5 41 5,692 +26
Total Volume and Open Interest 15,973 99,082 +500
Silver(CMX)
Sep01 010809 415.5 424.0 415.0 421.7 +6.5 4,042 54,550 -248
Dec01 010809 420.0 428.5 419.0 426.0 +6.5 1,596 14,379 +500
Mar02 010809 424.0 431.0 424.0 430.0 +6.5 46 2,623 +20
May02 010809 432.2 432.2 432.2 432.2 +6.6 0 903 +0
Jul02 010809 427.5 434.5 427.5 434.5 +6.6 0 1,246 +0
Total Volume and Open Interest 5,692 78,333 +277
Platinum(NYM)
Oct01 010809 435.5 438.5 432.0 436.4 -5.1 678 5,420 -261
Jan02 010809 433.5 433.5 430.0 432.4 -5.1 12 366 +1
Total Volume and Open Interest 690 5,786 -260
Palladium(NYME)
Sep01 010809 443.50 457.00 443.50 454.00 +10.00 58 1,023 -23
Dec01 010809 453.00 458.00 453.00 458.00 +10.00 15 377 +11
Total Volume and Open Interest 73 1,400 -12
Copper(CMX)
Sep01 010809 65.75 66.90 65.75 66.65 +0.50 5,252 45,077 +105
Dec01 010809 67.00 68.05 66.95 67.80 +0.50 831 16,521 +309
Mar02 010809 68.20 69.00 68.20 68.90 +0.50 476 6,796 +346
May02 010809 69.60 69.60 69.60 69.60 +0.50 36 2,572 +12
Jul02 010809 70.00 70.15 69.80 70.15 +0.50 38 1,301 +31
Total Volume and Open Interest 6,971 86,224 +680
DJIA Index(CBOT)
Sep01 010809 10300 10335 10215 10325 +22 16,204 29,702 +1,115
Dec01 010809 10345 10375 10265 10375 +21 53 1,349 +1
Mar02 010809 10380 10380 10380 10380 -29 1 3 +1
Jun02 010809 10440 10440 10440 10440 -29      
Total Volume and Open Interest 16,258 31,060 +1,117
S & P 500(CME)
Sep01 010809 1185.00 1189.00 1178.00 1187.80 +2.30 69,253 448,083 -4,191
Dec01 010809 1193.00 1194.80 1185.00 1194.80 +2.20 6,034 40,470 +5,156
Mar02 010809 1201.60 1201.80 1201.60 1201.80 +2.20 128 1,328 +114
Jun02 010809 1211.00 1211.30 1203.30 1211.30 +2.30 71 573 +15
Total Volume and Open Interest 75,488 490,845 +1,095
S & P 500 E-Mini(Globex)
Sep01 010809 1185.75 1189.25 1177.75 1187.75 +2.25 165,090 113,236 +4,202
Dec01 010809 1191.00 1197.00 1184.25 1194.75 +2.25 14 86 +3
Total Volume and Open Interest 165,104 113,322 +4,205
NASDAQ 100(CME)
Sep01 010809 1628.00 1648.00 1611.00 1639.50 +6.50 23,346 55,365 +2,088
Dec01 010809 1635.00 1660.00 1635.00 1654.00 +6.50 2 39 +2
Mar02 010809 1668.50 1668.50 1668.50 1668.50 +6.50 0 2 +0
Total Volume and Open Interest 23,348 55,406 +2,090
NASDAQ 100 E-Mini(GLOBEX)
Sep01 010809 1634.5 1648.0 1611.0 1639.5 +6.5 145,789 124,362 +4,579
Dec01 010809 1654.0 1654.0 1654.0 1654.0 +6.5 3 6 +3
Total Volume and Open Interest 145,792 124,368 +4,582
NYSE Composite(NYBOT)
Sep01 010809 604.30 606.80 602.00 606.60 +2.05 1,787 5,433 +235
Dec01 010809 609.60 609.60 609.60 609.60 +2.05 0 670 +0
Mar02 010809 612.60 612.60 612.60 612.60 +2.05 0 300 +0
Total Volume and Open Interest 1,787 6,403 +235
S & P Midcap 400(CME)
Sep01 010809 498.50 498.50 493.25 498.50 +1.00 1,113 15,877 -60
Dec01 010809 502.10 502.10 502.10 502.10 +1.00      
Mar02 010809 507.45 507.45 507.45 507.45 +1.00      
Total Volume and Open Interest 1,113 15,877 -60
Russell 2000(CME)
Sep01 010809 473.50 476.50 469.75 475.50 +1.25 2,329 20,447 -307
Dec01 010809 482.75 482.75 482.75 482.75 +1.25      
Mar02 010809 490.35 490.35 490.35 490.35 +1.25      
Total Volume and Open Interest 2,329 20,447 -307
Value Line(KCBT)
Sep01 010809 1206.50 1206.50 1197.50 1205.00 -0.50 67 252 -39
Total Volume and Open Interest 68 255 -39
Nikkei 225(CME)
Sep01 010809 11780 11850 11760 11835 -150 769