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MRCI's End of Day Prices
Daily Futures Price Listing Fri August 10, 2001
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Aug01 010810 525.00 525.00 517.50 519.00 +5.00 1,543 1,376 -681
Sep01 010810 520.00 523.75 515.50 516.00 +5.75 6,815 18,992 +104
Nov01 010810 516.00 519.00 511.00 512.00 +6.75 23,336 87,358 -523
Jan02 010810 520.00 522.50 514.50 514.75 +6.25 1,563 13,588 -293
Mar02 010810 520.50 524.00 516.00 516.75 +5.50 1,673 14,075 -358
May02 010810 517.00 520.00 511.50 513.25 +3.25 1,525 16,464 +60
Jul02 010810 516.00 520.00 511.50 513.25 +4.50 752 8,184 +124
Total Volume and Open Interest 37,473 161,983 -1,533
Soybean Meal(CBOT)
Aug01 010810 179.50 180.50 177.00 177.30 +0.10 3,613 5,703 -1,565
Sep01 010810 175.00 175.20 172.50 172.70 +0.20 8,149 24,039 +56
Oct01 010810 169.20 170.50 167.50 167.90 +1.10 1,993 13,975 +204
Dec01 010810 168.00 170.00 167.00 167.30 +1.10 10,148 51,149 +243
Jan02 010810 168.50 169.90 167.00 167.10 +0.70 1,656 12,534 +254
Mar02 010810 167.00 168.00 164.00 165.00 +0.30 2,050 9,024 -101
May02 010810 163.00 164.00 159.00 160.00 -1.50 3,509 7,661 -134
Jul02 010810 163.00 163.00 158.50 158.90 -1.60 818 4,336 +156
Total Volume and Open Interest 31,987 130,700 -844
Soybean Oil(CBOT)
Aug01 010810 19.00 19.15 18.90 19.01 +0.43 721 1,089 -1,216
Sep01 010810 19.00 19.38 18.96 19.10 +0.38 4,867 31,834 +275
Oct01 010810 19.15 19.55 19.10 19.24 +0.38 2,396 17,468 +596
Dec01 010810 19.55 19.86 19.45 19.59 +0.40 5,594 69,771 +79
Jan02 010810 19.70 19.85 19.58 19.72 +0.36 566 15,382 +300
Mar02 010810 19.90 20.00 19.80 19.87 +0.34 524 8,982 +172
May02 010810 20.00 20.25 20.00 20.05 +0.37 1,426 10,473 +429
Jul02 010810 20.15 20.30 20.10 20.20 +0.33 217 4,245 -28
Total Volume and Open Interest 16,329 161,630 +610
Canola(WCE)
Aug01 010810 368.4 368.4 368.4 368.4 +8.3 0 10 +0
Sep01 010810 370.0 370.0 370.0 370.0 +7.0 5 1,297 +5
Nov01 010810 365.0 368.5 365.0 368.2 +6.5 1,927 58,800 -276
Jan02 010810 365.2 368.3 364.7 368.3 +6.8 78 4,664 +5
Mar02 010810 365.0 366.7 365.0 366.4 +6.4 47 4,745 +30
Total Volume and Open Interest 2,206 71,590 -205
Corn(CBOT)
Sep01 010810 224.00 225.50 221.75 222.00 +2.25 19,163 108,105 -1,484
Nov01 010810 232.00 233.25 230.00 230.00 +2.75 4 224 -3
Dec01 010810 236.50 237.75 234.00 234.25 +2.75 31,081 200,824 -90
Jan02 010810 241.75 241.75 238.25 238.25 +3.00 2 382 +1
Mar02 010810 245.00 247.50 244.00 244.25 +3.00 4,964 38,298 +41
May02 010810 247.50 251.00 247.50 248.50 +3.50 861 11,371 +250
Total Volume and Open Interest 57,989 389,711 -1,118
Wheat(CBOT)
Sep01 010810 273.50 275.25 269.00 270.25 -0.75 5,045 48,288 -1,836
Dec01 010810 289.00 290.75 284.50 285.50 -0.75 11,452 63,631 +2,285
Mar02 010810 301.00 303.00 297.75 299.25 +0.50 1,030 23,776 +93
May02 010810 305.00 309.00 303.00 303.50 +0.50 119 1,994 +104
Jul02 010810 308.50 313.00 308.00 308.00 +0.50 162 3,889 +51
Total Volume and Open Interest 17,915 142,388 +752
Wheat(KCBT)
Sep01 010810 302.50 306.00 300.50 300.75 unch 4,063 40,093 -1,367
Dec01 010810 318.00 320.50 315.25 316.00 unch 2,941 33,039 +668
Mar02 010810 330.00 333.00 328.00 328.50 unch 622 9,291 -87
May02 010810 338.50 338.50 334.00 334.00 -0.50 23 988 +20
Jul02 010810 338.00 338.00 338.00 338.00 unch 4 187 +0
Total Volume and Open Interest 7,653 83,600 -766
Wheat(MGE)
Sep01 010810 309.50 312.00 307.50 308.25 -0.25 1,760 13,101 +520
Dec01 010810 324.00 325.75 321.00 322.25 -0.25 1,480 9,291 +418
Mar02 010810 337.25 338.25 335.50 335.50 -0.25 55 1,892 +33
May02 010810 344.00 345.00 342.50 342.50 +0.50 7 216 +0
Jul02 010810 352.50 352.50 349.50 349.50 -1.00 0 33 +0
Total Volume and Open Interest 3,302 24,574 +971
Oats(CBOT)
Sep01 010810 137.50 137.75 134.50 134.50 +0.75 214 4,222 -58
Dec01 010810 138.00 138.50 135.00 135.25 +1.25 275 5,680 +58
Mar02 010810 140.25 141.00 138.75 138.75 +1.50 67 2,161 +18
May02 010810 140.00 140.00 139.00 139.00 +1.50 0 198 +0
Total Volume and Open Interest 556 12,276 +18
Rough Rice(MCE)
Sep01 010810 4.70 4.76 4.60 4.76 +0.06 18 1,204 +0
Nov01 010810 4.83 4.85 4.70 4.81 +0.01 120 1,326 -15
Jan02 010810 4.99 5.05 4.99 5.03 -0.01 6 511 +2
Mar02 010810 5.24 5.30 5.24 5.28 unch 2 330 +0
Total Volume and Open Interest 146 3,384 -13
Live Cattle(CME)
Aug01 010810 70.875 71.325 70.625 70.925 +0.050 5,259 10,550 -1,985
Oct01 010810 73.200 73.975 73.100 73.950 +0.375 5,804 46,369 +977
Dec01 010810 74.250 74.925 74.175 74.800 +0.375 1,517 22,928 -49
Feb02 010810 75.975 76.550 75.950 76.425 +0.425 1,015 15,400 -120
Apr02 010810 77.575 78.000 77.525 78.000 +0.350 117 6,354 +49
Jun02 010810 73.325 73.750 73.325 73.625 +0.275 58 4,416 +28
Total Volume and Open Interest 13,772 106,028 -1,100
Feeder Cattle(CME)
Aug01 010810 88.375 88.750 88.200 88.425 -0.025 632 4,387 -209
Sep01 010810 88.400 89.100 88.350 88.875 +0.125 112 2,019 -3
Oct01 010810 88.800 89.300 88.650 89.050 -0.050 496 4,052 -16
Nov01 010810 89.500 89.950 89.350 89.675 -0.125 151 2,998 -28
Jan02 010810 89.600 90.000 89.500 89.925 +0.075 47 1,312 +17
Mar02 010810 88.500 88.900 88.500 88.900 unch 5 239 +3
Apr02 010810 88.500 88.900 88.500 88.900 +0.200 3 140 -4
Total Volume and Open Interest 1,453 15,194 -238
Lean Hogs(CME)
Aug01 010810 71.600 72.050 71.525 71.875 +0.700 2,713 7,296 -333
Oct01 010810 59.250 61.125 59.175 61.125 +2.000 3,712 28,731 +465
Dec01 010810 55.000 56.750 55.000 56.550 +1.475 596 10,540 +80
Feb02 010810 55.800 57.200 55.800 56.900 +1.100 203 3,638 +23
Apr02 010810 56.200 57.400 56.200 56.900 +1.050 40 955 +13
Jun02 010810 64.500 65.000 64.500 64.875 +0.575 6 258 +4
Jul02 010810 63.000 63.350 62.900 62.900 +0.100 4 76 +0
Aug02 010810 60.000 60.000 60.000 60.000 +0.175 0 31 +0
Total Volume and Open Interest 7,288 51,806 +257
Pork Bellies(CME)
Aug01 010810 97.400 100.050 96.750 99.825 +2.325 473 1,500 +21
Feb02 010810 78.000 79.850 78.000 79.575 +1.275 250 1,360 +47
Mar02 010810 77.900 78.800 77.900 77.900 +0.125 4 43 +0
May02 010810 82.000 82.000 82.000 82.000 +0.500 2 19 +0
Jul02 010810 82.000 82.000 82.000 82.000 unch 0 1 +0
Total Volume and Open Interest 731 2,923 +68
Cocoa(NYBOT)
Sep01 010810 1025 1034 1010 1017 -15 4,326 14,040 -1,363
Dec01 010810 1022 1032 1010 1018 -14 7,214 27,865 +2,069
Mar02 010810 1019 1025 1007 1013 -12 902 17,625 +186
May02 010810 1027 1027 1023 1023 -13 869 9,336 +521
Jul02 010810 1040 1040 1034 1034 -13 152 6,752 -73
Sep02 010810 1055 1055 1048 1048 -12 10 6,221 +0
Dec02 010810 1068 1068 1068 1068 -10 138 10,983 -79
Total Volume and Open Interest 13,761 103,909 +1,386
Coffee "C"(NYBOT)
Sep01 010810 50.10 50.40 48.10 48.40 -1.70 4,254 30,618 -1,227
Dec01 010810 53.80 54.00 51.90 52.15 -1.65 2,335 17,324 +1,017
Mar02 010810 57.50 57.75 55.70 55.70 -1.60 601 6,492 +182
May02 010810 60.00 60.00 58.10 58.10 -1.60 119 2,512 +6
Jul02 010810 62.30 62.30 60.30 60.30 -1.80 33 2,175 +5
Sep02 010810 64.50 64.50 62.40 62.40 -2.00 34 828 -44
Total Volume and Open Interest 7,527 60,474 -15
Orange Juice(NYBOT)
Sep01 010810 76.55 77.10 76.00 76.10 -0.45 570 14,417 +18
Nov01 010810 80.20 80.45 79.55 79.65 -0.45 409 6,198 +160
Jan02 010810 83.25 83.25 82.85 82.85 -0.35 19 868 -12
Mar02 010810 86.05 86.05 86.00 86.05 -0.15 1 340 +1
May02 010810 88.80 88.80 88.80 88.80 -0.40 0 734 +0
Total Volume and Open Interest 999 22,771 +167
Sugar #11(NYBOT)
Oct01 010810 7.60 7.78 7.55 7.65 +0.02 8,417 78,627 +2,854
Mar02 010810 7.48 7.65 7.47 7.55 +0.02 1,721 28,576 +151
May02 010810 7.40 7.50 7.39 7.43 +0.03 221 6,972 -5
Jul02 010810 7.30 7.36 7.27 7.29 +0.02 287 8,591 +139
Oct02 010810 7.39 7.45 7.32 7.39 +0.04 329 4,857 +190
Total Volume and Open Interest 11,059 130,677 +3,380
London Cocoa(LCE)
Sep01 010810 751 753 737 741 -10 1,631 38,851 -879
Dec01 010810 767 772 755 760 -10 733 33,595 +8
Mar02 010810 787 788 771 776 -11 1,075 37,198 -695
May02 010810 801 802 788 790 -11 805 25,838 +162
Jul02 010810 804 808 802 802 -11 649 13,218 +13
Sep02 010810 812 812 812 812 -11 25 9,265 +25
Dec02 010810 830 830 830 830 -11 0 534 +0
Total Volume and Open Interest 4,918 160,688 -1,366
London Coffee(LCE)
Sep01 010810 480.00 483.00 477.00 481.00 -1.00 2,000 19,158 -565
Nov01 010810 495.00 496.00 490.00 494.00 unch 1,659 41,538 -301
Jan02 010810 507.00 508.00 503.00 507.00 unch 1,011 20,525 +228
Mar02 010810 525.00 527.00 522.00 525.00 +1.00 407 9,038 +128
May02 010810 538.00 543.00 537.00 541.00 +3.00 137 6,716 +38
Jul02 010810 556.00 557.00 555.00 557.00 +4.00 67 2,419 +54
Total Volume and Open Interest 5,551 101,289 -238
London Sugar(LCE)
Aug01 010716 272.00 283.00 272.00 281.00 +5.50 2,030 6,204 -789
Oct01 010810 233.50 236.20 233.50 234.80 +0.80 2,074 18,688 -95
Dec01 010810 227.00 228.50 226.80 228.20 +1.00 600 9,025 +174
Mar02 010810 226.80 228.30 225.80 227.50 +0.80 319 7,616 +246
May02 010810 223.30 224.60 223.10 224.10 +0.80 332 2,631 -9
Total Volume and Open Interest 3,880 41,827 +532
Cotton(NYBOT)
Oct01 010810 39.50 39.50 38.00 38.45 -2.00 272 4,037 +0
Dec01 010810 40.90 40.90 39.60 39.88 -2.15 3,202 40,013 -349
Mar02 010810 42.10 42.10 41.50 41.75 -1.85 209 7,198 +67
May02 010810 43.40 43.50 42.60 42.80 -1.75 290 4,745 -58
Jul02 010810 44.50 44.50 43.70 43.93 -1.62 138 3,502 +6
Oct02 010810 44.75 44.75 44.75 44.75 -1.85 2 195 +1
Total Volume and Open Interest 4,707 62,767 -35
Lumber(CME)
Sep01 010810 331.4 338.5 323.5 331.5 +3.0 428 1,928 -39
Nov01 010810 314.0 318.7 304.0 310.3 +1.6 139 727 +3
Jan02 010810 300.0 303.9 293.5 299.9 +5.3 83 323 -15
Mar02 010810 307.1 307.1 295.0 295.0 -2.2 1 33 -1
Total Volume and Open Interest 651 3,011 -52
Crude Oil(NYM)
Sep01 010810 27.88 28.42 27.72 28.05 +0.41 50,368 96,849 -1,989
Oct01 010810 27.24 27.65 27.08 27.32 +0.28 41,821 107,079 +4,920
Nov01 010810 27.23 27.55 27.11 27.22 +0.21 12,540 46,409 -442
Dec01 010810 27.03 27.25 26.87 26.98 +0.14 8,765 47,216 -485
Jan02 010810 26.64 26.95 26.64 26.72 +0.10 2,079 23,972 +427
Feb02 010810 26.55 26.72 26.43 26.43 +0.06 872 12,148 -67
Mar02 010810 26.35 26.45 26.15 26.15 +0.03 900 9,919 +493
Apr02 010810 25.88 25.88 25.88 25.88 unch 440 10,265 +158
May02 010810 25.63 25.63 25.63 25.63 -0.02 571 7,083 +297
Jun02 010810 25.50 25.65 25.39 25.39 -0.03 1,574 22,075 -688
Total Volume and Open Interest 124,908 487,545 +5,328
Heating Oil(NYM)
Sep01 010810 74.10 75.30 73.85 74.39 +0.75 10,613 32,912 -1,143
Oct01 010810 74.50 75.75 74.50 75.07 +0.83 6,828 17,895 +1,441
Nov01 010810 75.50 76.30 75.15 75.67 +0.78 1,476 14,353 +16
Dec01 010810 76.10 77.00 75.90 76.32 +0.78 1,240 25,543 +87
Jan02 010810 76.50 77.40 76.25 76.62 +0.73 1,263 15,775 +358
Feb02 010810 75.55 76.45 75.55 75.87 +0.63 549 12,248 +69
Mar02 010810 73.80 74.30 73.60 73.72 +0.53 191 12,234 +21
Apr02 010810 71.65 72.25 71.37 71.37 +0.43 42 3,798 +31
May02 010810 70.10 70.10 69.17 69.17 +0.38 69 3,020 +51
Jun02 010810 68.35 68.40 68.05 68.07 +0.33 106 2,835 -2
Total Volume and Open Interest 22,490 145,705 +969
Unleaded Gas(NYM)
Sep01 010810 78.80 81.20 78.50 79.90 +1.97 15,730 33,806 -245
Oct01 010810 75.80 77.50 75.40 76.56 +1.48 6,960 20,935 +1,393
Nov01 010810 74.50 75.35 74.40 75.00 +1.15 581 8,381 +153
Dec01 010810 73.80 74.20 73.40 74.05 +0.87 282 5,807 -117
Jan02 010810 73.50 74.00 73.50 73.70 +0.69 773 4,352 -6
Feb02 010810 73.30 74.00 73.30 73.90 +0.64 159 3,061 -51
Mar02 010810 74.30 74.65 74.30 74.45 +0.59 92 2,537 +26
Apr02 010810 79.90 79.90 79.90 79.90 +0.59 8 6,577 +0
Total Volume and Open Interest 24,635 93,751 +1,153
Natural Gas(NYM)
Sep01 010810 2.950 3.050 2.920 3.040 +0.084 26,395 58,976 +2,335
Oct01 010810 2.980 3.085 2.965 3.076 +0.083 9,435 56,666 +1,007
Nov01 010810 3.240 3.330 3.225 3.326 +0.078 4,318 36,215 +837
Dec01 010810 3.510 3.635 3.510 3.616 +0.076 3,941 34,063 +1,324
Jan02 010810 3.660 3.750 3.650 3.745 +0.077 3,547 32,597 +332
Feb02 010810 3.600 3.680 3.590 3.680 +0.072 2,030 24,776 +459
Mar02 010810 3.510 3.575 3.500 3.570 +0.057 1,790 23,345 +714
Apr02 010810 3.390 3.435 3.390 3.430 +0.052 306 30,684 -38
Total Volume and Open Interest 52,758 493,908 +7,242
Brent Crude Oil(IPE)
Sep01 010810 25.89 26.40 25.86 25.98 +0.30 14,167 48,044 +1,730
Oct01 010810 26.15 26.55 26.12 26.19 +0.26 17,417 54,717 +1,982
Nov01 010810 26.25 26.52 26.12 26.22 +0.21 8,605 20,674 +1,326
Dec01 010810 26.00 26.25 25.88 25.96 +0.16 3,697 35,827 -206
Jan02 010810 25.66 25.83 25.56 25.56 +0.09 931 20,332 +137
Feb02 010810 25.40 25.54 25.28 25.28 +0.06 94 4,865 +0
Mar02 010810 25.13 25.27 25.01 25.01 +0.04 150 4,224 +50
Apr02 010810 24.82 24.94 24.74 24.74 unch 51 3,123 +51
Total Volume and Open Interest 46,179 223,559 +5,254
Gas Oil(IPE)
Aug01 010810 228.25 231.00 227.25 227.25 unch 11,557 8,749 -6,622
Sep01 010810 227.50 230.75 227.50 230.50 +4.00 10,635 32,366 +1,643
Oct01 010810 229.25 231.50 228.25 231.00 +4.00 3,452 19,013 +621
Nov01 010810 230.00 231.50 228.75 231.50 +4.25 1,885 13,722 +713
Dec01 010810 229.75 231.00 228.50 231.00 +4.25 1,906 25,624 +159
Jan02 010810 229.00 229.75 227.25 229.75 +4.00 320 9,924 -80
Feb02 010810 225.50 226.75 225.00 226.75 +3.75 0 4,176 +0
Mar02 010810 221.00 222.75 221.00 222.75 +3.50 0 3,473 +0
Total Volume and Open Interest 30,105 127,365 -3,591
US Dollar Index(NYBOT)
Sep01 010810 115.50 115.55 115.14 115.42 +0.01 2,415 6,518 +344
Dec01 010810 115.69 115.78 115.48 115.74 +0.01 43 2,047 +8
Mar02 010810 116.06 116.06 116.06 116.06 +0.01      
Total Volume and Open Interest 2,458 8,565 +352
Australian Dollar(IMM)
Sep01 010810 51.46 51.60 51.23 51.30 +0.08 4,053 21,115 +7
Dec01 010810 51.20 51.30 51.13 51.13 +0.08 39 267 +31
Mar02 010810 50.96 50.96 50.96 50.96 +0.08 0 308 +0
Total Volume and Open Interest 4,097 21,698 +43
British Pound(IMM)
Sep01 010810 142.38 142.66 142.14 142.22 -0.20 9,273 35,283 +1,271
Dec01 010810 142.00 142.00 141.66 141.66 -0.20 1 183 +0
Mar02 010810 141.04 141.04 141.04 141.04 -0.20 0 8 +0
Total Volume and Open Interest 9,274 35,474 +1,271
Canadian Dollar(IMM)
Sep01 010810 64.77 64.97 64.75 64.83 -0.08 6,732 46,113 +666
Dec01 010810 64.70 64.90 64.66 64.75 -0.08 370 4,205 +244
Mar02 010810 64.77 64.87 64.70 64.70 -0.08 363 962 +326
Jun02 010810 64.66 64.66 64.66 64.66 -0.08 0 367 +0
Total Volume and Open Interest 7,467 51,708 +1,238
Japanese Yen(IMM)
Sep01 010810 82.16 82.42 81.85 82.25 -0.14 24,189 103,620 +369
Dec01 010810 82.93 83.05 82.80 82.95 -0.14 9 1,747 +3
Mar02 010810 83.67 83.67 83.67 83.67 -0.14 0 28 +0
Total Volume and Open Interest 24,198 105,564 +372
Deutsche Mark(IMM)
Sep01 010810 45.63 45.63 45.63 45.63 +0.04 14 347 +14
Dec01 010810 45.55 45.55 45.55 45.55 +0.04 0 1 +0
Total Volume and Open Interest 14 348 +14
Swiss Franc(IMM)
Sep01 010810 59.18 59.24 59.03 59.07 -0.24 16,403 59,773 +5,410
Dec01 010810 59.15 59.34 59.15 59.15 -0.24 24 507 +10
Mar02 010810 59.27 59.27 59.27 59.27 -0.24 0 66 +0
Total Volume and Open Interest 16,427 60,346 +5,420
EuroFX(IMM)
Sep01 010810 89.35 89.51 89.12 89.25 +0.08 23,573 95,687 +4,240
Dec01 010810 89.22 89.35 89.02 89.09 +0.08 245 2,325 -35
Mar02 010810 89.06 89.08 89.00 89.00 +0.08 46 463 +27
Total Volume and Open Interest 23,884 98,534 +4,232
Mexican Peso(IMM)
Sep01 010810 10905.0 10957.5 10870.0 10947.5 +35.5 2,204 27,424 +119
Dec01 010810 10680.0 10727.5 10680.0 10727.5 +35.5 36 1,452 +19
Total Volume and Open Interest 2,289 31,780 +157
30-Year T-Bonds(CBOT)
Sep01 010810 103~21 104~10 103~20 104~00 +0~11 231,987 473,536 +9,389
Dec01 010810 103~03 103~16 102~29 103~08 +0~11 4,696 40,026 +2,195
Mar02 010810 102~18 102~18 102~18 102~18 +0~11 0 216 +0
Total Volume and Open Interest 236,683 513,831 +11,584
Municipal Bonds(CBOT)
Sep01 010810 106~21 106~28 106~16 106~27 +0~13 775 11,790 -37
Dec01 010810 105~30 105~30 105~30 105~30 +0~13 0 3 +0
Total Volume and Open Interest 775 11,793 -37
10-Year T-Notes(CBOT)
Sep01 010810 105~265 106~065 105~245 106~010 +0~085 293,727 560,184 +14,595
Dec01 010810 105~055 105~130 105~020 105~085 +0~085 9,857 44,350 +5,645
Total Volume and Open Interest 303,584 604,534 +20,240
5-Year T-Notes(CBOT)
Sep01 010810 105~120 105~190 105~100 105~170 +0~075 72,661 462,551 +432
Dec01 010810 105~005 105~070 105~005 105~070 +0~085 3,261 17,122 +2,196
Total Volume and Open Interest 75,922 479,673 +2,628
2 Year T-Notes(CBOT)
Sep01 010810 103~089 103~102 103~088 103~098 +0~014 5,402 61,790 +1,825
Dec01 010810 103~048 103~053 103~048 103~053 +0~015 801 4,640 +600
Total Volume and Open Interest 6,203 66,430 +2,425
3-Mth T-Bills(IMM)
Sep01 010810 96.74 96.78 96.74 96.76 +0.03 120 2,392 +55
Total Volume and Open Interest 120 2,392 +55
Eurodollars(IMM)
Sep01 010810 96.515 96.555 96.510 96.535 +0.030 114,423 689,205 +706
Dec01 010810 96.420 96.455 96.410 96.435 +0.035 151,896 685,936 +2,933
Mar02 010810 96.305 96.350 96.300 96.330 +0.045 181,966 508,500 -1,213
Jun02 010810 95.985 96.040 95.985 96.010 +0.045 132,259 552,136 -12,930
Sep02 010810 95.610 95.660 95.605 95.630 +0.040 108,641 440,721 +12,578
Dec02 010810 95.215 95.260 95.210 95.235 +0.045 84,712 365,176 +21,329
Mar03 010810 94.950 95.010 94.950 94.980 +0.040 43,918 255,823 +933
Jun03 010810 94.680 94.740 94.680 94.710 +0.040 27,767 156,529 +1,102
Sep03 010810 94.475 94.530 94.475 94.495 +0.040 11,689 149,532 +1,268
Dec03 010810 94.245 94.280 94.245 94.265 +0.040 19,745 119,596 +2,953
Mar04 010810 94.170 94.215 94.170 94.190 +0.040 10,216 126,483 +722
Jun04 010810 94.055 94.075 94.040 94.055 +0.040 10,033 89,419 +872
Total Volume and Open Interest 952,866 4,757,500 +44,568
3-Mth Euro-Yen(IMM)
Sep01 010810 99.90 99.90 99.90 99.90 unch 513 25,869 -667
Dec01 010810 99.87 99.88 99.86 99.88 +0.01 1,134 13,164 -10
Mar02 010810 99.85 99.86 99.85 99.85 +0.01 204 6,423 +108
Jun02 010810 99.86 99.88 99.86 99.88 +0.02 519 6,063 -8
Sep02 010810 99.83 99.85 99.83 99.85 +0.02 475 5,935 -389
Dec02 010810 99.79 99.80 99.79 99.79 +0.01 325 1,750 -275
Mar03 010810 99.75 99.75 99.75 99.75 +0.01 4 177 +0
Jun03 010810 99.72 99.72 99.72 99.72 +0.01 0 46 +0
Sep03 010810 99.62 99.62 99.62 99.62 unch      
Dec03 010810 99.53 99.53 99.53 99.53 unch 0 2 +0
Total Volume and Open Interest 3,174 59,649 -1,241
3-Mth Euro-Yen(SIMEX)
Sep01 010810 99.90 99.90 99.90 99.90 unch 1,332 86,536 -840
Dec01 010810 99.86 99.88 99.86 99.87 +0.01 2,670 85,442 +811
Mar02 010810 99.84 99.86 99.84 99.86 +0.01 3,629 67,999 +1,616
Jun02 010810 99.86 99.88 99.86 99.88 +0.01 1,834 50,153 -347
Sep02 010810 99.82 99.85 99.82 99.84 +0.01 581 22,568 +687
Dec02 010810 99.79 99.79 99.79 99.79 +0.02 311 9,994 +273
Mar03 010810 99.74 99.76 99.74 99.76 +0.02 1,217 13,168 +19
Jun03 010810 99.74 99.74 99.74 99.74 +0.03 960 15,189 +125
Total Volume and Open Interest 12,534 368,125 +2,344
Euro Notional Bond(MATIF)
Sep01 010810 89.87 90.18 89.76 90.13 +0.24 19,856 80,751 +9,508
Dec01 010810 90.01 90.01 90.01 90.01 +0.24      
Mar02 010810 90.23 90.23 90.23 90.23 +0.40      
Total Volume and Open Interest 19,856 80,751 +9,508
3-Month Euribor(MATIF)
Sep01 010810 95.85 95.85 95.85 95.85 +0.05 0 2,411 +0
Dec01 010810 96.05 96.05 96.05 96.05 +0.05 0 2,845 +0
Mar02 010810 96.20 96.20 96.20 96.20 +0.05 0 2,592 +0
Total Volume and Open Interest 0 9,049 +0
German Euro-Bund(EUREX)
Sep01 010810 108.73 109.13 108.66 109.08 +0.25 790,206 696,877 +80,944
Dec01 010810 108.24 108.66 108.24 108.63 +0.24 6,972 27,749 +4,795
Mar02 010810 108.50 108.50 108.50 108.50 +0.25 2,095 1,000 +0
Total Volume and Open Interest 799,273 725,626 +85,739
German Euro-Bobl(EUREX)
Sep01 010810 107.09 107.30 107.07 107.23 +0.06 386,219 476,766 +34,351
Dec01 010810 107.05 107.19 107.02 107.16 +0.08 12,917 77,698 +1,260
Mar02 010810 106.80 106.80 106.78 106.78 +0.06 1,793 1,855 +8
Total Volume and Open Interest 400,929 556,319 +35,619
Long Gilt(LIFFE)
Sep01 010810 115~22 116~01 115~10 115~28 +0~09 40,542 80,538 +4,999
Dec01 010810 115~08 115~08 115~06 115~06 +0~10 2 1,831 +2
Total Volume and Open Interest 40,544 82,369 +5,001
3-Mth Short Sterling(LIFFE)
Sep01 010810 95.09 95.11 95.07 95.10 unch 27,150 0 +0
Dec01 010810 95.20 95.22 95.16 95.22 +0.02 78,578 0 +0
Mar02 010810 95.10 95.15 95.05 95.14 +0.04 63,130 0 +0
Total Volume and Open Interest 249,617    
3-Mth Euribor(LIFFE)
Sep01 010810 95.815 95.860 95.805 95.855 +0.050 157,401 469,809 +4,307
Dec01 010810 96.030 96.080 96.010 96.075 +0.055 119,171 387,932 +11,359
Mar02 010810 96.160 96.220 96.140 96.210 +0.055 123,244 323,380 +5,165
Total Volume and Open Interest 545,877 1,892,811 +33,732
3-Mth Aus T-Bills(SFE)
Sep01 010810 95.14 95.19 95.12 95.13 -0.04 44,040 157,208 +17,242
Dec01 010810 95.22 95.32 95.21 95.21 -0.03 68,558 127,373 +40,095
Mar02 010810 95.07 95.20 95.07 95.10 -0.01 13,562 54,908 +3,976
Jun02 010810 94.89 94.92 94.84 94.85 unch 3,517 25,592 +1,092
Sep02 010810 94.54 94.59 94.54 94.56 +0.01 1,677 15,235 +1,189
Dec02 010810 94.37 94.37 94.31 94.31 unch 1,261 11,631 +1,056
Mar03 010810 94.20 94.20 94.14 94.14 unch 740 5,503 +596
Jun03 010810 93.99 93.99 93.99 93.99 unch 314 3,682 +210
Sep03 010810 93.88 93.88 93.88 93.88 unch 104 1,635 +40
Dec03 010810 93.80 93.80 93.80 93.80 unch 5 1,135 +40
Total Volume and Open Interest 133,783 406,920 +65,581
10-Year Aus T-Bonds(SFE)
Sep01 010810 94.28 94.29 94.24 94.28 +0.00 6,533 187,722 +10,822
Dec01 010810 94.22 94.22 94.22 94.22 unch 0 108 +0
Total Volume and Open Interest 65,881 176,900 +35,533
3-Year Aus T-Bonds(SFE)
Sep01 010810 94.71 94.85 94.71 94.76 -0.01 139,129 354,588 +57,189
Dec01 010810 94.74 94.74 94.74 94.74 -0.01      
Total Volume and Open Interest 139,129 354,588 +57,189
Gold(CMX)
Aug01 010810 274.8 275.8 273.0 273.9 +0.5 436 396 -70
Oct01 010810 276.0 278.0 274.3 275.4 +0.6 1,546 10,615 +75
Dec01 010810 277.2 279.8 275.8 276.8 +0.6 57,175 64,457 +1,259
Feb02 010810 279.3 280.0 277.7 277.7 +0.6 245 7,747 +129
Apr02 010810 278.0 278.5 278.0 278.5 +0.5 120 1,842 -100
Jun02 010810 279.3 282.0 279.3 279.4 +0.4 6 5,691 -1
Total Volume and Open Interest 60,281 100,880 +1,798
Silver(CMX)
Sep01 010810 422.5 424.0 411.0 414.5 -7.2 8,511 52,126 -2,424
Dec01 010810 427.5 429.0 415.0 418.8 -7.2 1,636 14,911 +532
Mar02 010810 430.0 431.0 421.0 422.8 -7.2 9 2,625 +2
May02 010810 437.0 437.0 425.0 425.0 -7.2 0 903 +0
Jul02 010810 427.3 427.3 427.3 427.3 -7.2 1 1,247 +1
Total Volume and Open Interest 10,219 76,482 -1,851
Platinum(NYM)
Oct01 010810 445.0 459.0 445.0 450.6 +14.2 475 5,434 +14
Jan02 010810 450.0 450.0 446.6 446.6 +14.2 15 377 +11
Total Volume and Open Interest 495 5,816 +30
Palladium(NYME)
Sep01 010810 469.50 485.00 463.00 475.00 +21.00 26 1,026 +3
Dec01 010810 487.00 490.00 479.00 479.00 +21.00 12 394 +17
Total Volume and Open Interest 38 1,420 +20
Copper(CMX)
Sep01 010810 66.60 66.95 66.05 66.20 -0.45 6,329 44,054 -1,023
Dec01 010810 67.75 68.10 67.25 67.35 -0.45 1,133 17,195 +674
Mar02 010810 69.00 69.15 68.45 68.45 -0.45 97 6,856 +60
May02 010810 69.85 69.85 69.15 69.15 -0.45 20 2,570 -2
Jul02 010810 70.60 70.60 69.70 69.70 -0.45 62 1,363 +62
Total Volume and Open Interest 9,028 86,914 +690
DJIA Index(CBOT)
Sep01 010810 10325 10459 10205 10430 +105 20,146 31,566 +1,864
Dec01 010810 10375 10500 10260 10480 +105 67 1,342 -7
Mar02 010810 10535 10535 10535 10535 +155 0 3 +0
Jun02 010810 10595 10595 10595 10595 +155      
Total Volume and Open Interest 20,213 32,917 +1,857
S & P 500(CME)
Sep01 010810 1186.00 1197.50 1171.50 1191.20 +3.40 62,561 447,704 -379
Dec01 010810 1192.50 1201.50 1182.00 1198.20 +3.40 1,660 41,950 +1,480
Mar02 010810 1210.20 1210.20 1205.20 1205.20 +3.40 0 1,328 +0
Jun02 010810 1220.00 1220.00 1214.70 1214.70 +3.40 2 573 +0
Total Volume and Open Interest 64,224 491,945 +1,100
S & P 500 E-Mini(Globex)
Sep01 010810 1188.00 1197.50 1172.00 1191.25 +3.50 167,818 116,139 +2,903
Dec01 010810 1200.50 1205.00 1180.25 1198.25 +3.50 19 94 +8
Total Volume and Open Interest 167,837 116,233 +2,911
NASDAQ 100(CME)
Sep01 010810 1630.00 1642.00 1581.00 1624.00 -15.50 17,128 55,606 +241
Dec01 010810 1647.00 1665.00 1638.50 1638.50 -15.50 72 108 +69
Mar02 010810 1653.00 1653.00 1653.00 1653.00 -15.50 0 2 +0
Total Volume and Open Interest 17,200 55,716 +310
NASDAQ 100 E-Mini(GLOBEX)
Sep01 010810 1638.5 1652.5 1582.5 1624.0 -15.5 128,918 120,473 -3,889
Dec01 010810 1639.0 1639.0 1638.5 1638.5 -15.5 0 6 +0
Total Volume and Open Interest 128,918 120,479 -3,889
NYSE Composite(NYBOT)
Sep01 010810 605.00 611.50 600.80 609.50 +2.90 2,601 5,176 -257
Dec01 010810 612.30 612.30 612.30 612.30 +2.70 0 670 +0
Mar02 010810 615.00 615.00 615.00 615.00 +2.40 10 310 +10
Total Volume and Open Interest 2,611 6,156 -247
S & P Midcap 400(CME)
Sep01 010810 499.00 503.00 493.50 500.50 +2.00 702 15,851 -26
Dec01 010810 504.10 504.10 504.10 504.10 +2.00      
Mar02 010810 509.45 509.45 509.45 509.45 +2.00      
Total Volume and Open Interest 702 15,851 -26
Russell 2000(CME)
Sep01 010810 474.00 479.00 470.00 476.35 +0.85 1,919 20,713 +266
Dec01 010810 483.60 483.60 483.60 483.60 +0.85      
Mar02 010810 491.20 491.20 491.20 491.20 +0.85      
Total Volume and Open Interest 1,919 20,713 +266
Value Line(KCBT)
Sep01 010810 1202.50 1212.50 1194.25 1208.00 +3.00 7 251 -1
Total Volume and Open Interest 7 254 -1
Nikkei 225(CME)
Sep01 010810 11665 11730 11580 11700 -135