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MRCI's End of Day Prices
Daily Futures Price Listing Mon August 13, 2001
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Aug01 010813 519.00 525.00 515.00 524.50 +5.50 882 641 -735
Sep01 010813 517.50 524.00 513.50 522.25 +6.25 6,731 18,928 -64
Nov01 010813 513.50 520.00 510.50 518.00 +6.00 40,343 90,694 +3,336
Jan02 010813 516.50 523.50 514.50 522.50 +7.75 2,345 13,905 +317
Mar02 010813 519.00 525.00 516.50 524.50 +7.75 1,947 14,308 +233
May02 010813 514.50 519.75 513.00 519.00 +5.75 2,489 17,178 +714
Jul02 010813 515.50 519.00 513.50 518.50 +5.25 1,493 8,593 +409
Total Volume and Open Interest 56,515 166,358 +4,375
Soybean Meal(CBOT)
Aug01 010813 177.80 180.60 177.30 180.20 +2.90 2,822 4,503 -1,200
Sep01 010813 173.20 176.00 173.00 175.90 +3.20 8,446 23,523 -516
Oct01 010813 168.00 171.00 168.00 170.50 +2.60 2,065 13,699 -276
Dec01 010813 167.20 170.60 167.20 169.70 +2.40 10,861 52,121 +972
Jan02 010813 167.50 170.40 167.30 169.90 +2.80 1,092 13,034 +500
Mar02 010813 165.50 168.00 165.00 167.40 +2.40 1,369 9,047 +23
May02 010813 160.00 162.80 160.00 162.50 +2.50 3,315 8,290 +629
Jul02 010813 160.20 161.50 160.00 160.80 +1.90 1,327 4,384 +48
Total Volume and Open Interest 32,100 131,138 +438
Soybean Oil(CBOT)
Aug01 010813 18.98 19.23 18.88 19.23 +0.22 524 752 -337
Sep01 010813 19.09 19.39 18.96 19.30 +0.20 4,798 31,310 -524
Oct01 010813 19.25 19.52 19.13 19.50 +0.26 1,447 17,641 +173
Dec01 010813 19.57 19.88 19.43 19.83 +0.24 13,028 72,871 +3,100
Jan02 010813 19.60 19.97 19.58 19.97 +0.25 2,468 16,478 +1,096
Mar02 010813 19.97 20.20 19.90 20.20 +0.33 2,511 9,056 +74
May02 010813 19.90 20.40 19.90 20.37 +0.32 2,592 10,857 +384
Jul02 010813 20.28 20.55 20.28 20.55 +0.35 2,499 5,152 +907
Total Volume and Open Interest 30,057 166,693 +5,063
Canola(WCE)
Aug01 010813 369.0 369.0 369.0 369.0 +0.6 250 260 +250
Sep01 010813 370.0 371.7 370.0 371.7 +1.7 5 1,297 +0
Nov01 010813 368.5 371.5 367.0 370.3 +2.1 6,936 59,626 +826
Jan02 010813 368.0 370.3 368.0 369.7 +1.4 368 4,674 +10
Mar02 010813 366.4 367.7 366.0 367.3 +0.9 37 4,746 +1
Total Volume and Open Interest 7,631 72,710 +1,120
Corn(CBOT)
Sep01 010813 222.50 225.25 221.75 224.75 +2.75 25,421 102,727 -5,378
Nov01 010813 230.00 234.00 230.00 233.00 +3.00 9 228 +4
Dec01 010813 235.00 237.50 233.75 237.00 +2.75 54,722 207,442 +6,618
Jan02 010813 241.00 241.00 241.00 241.00 +2.75 4 385 +3
Mar02 010813 244.00 247.00 243.75 246.50 +2.25 6,308 40,929 +2,631
May02 010813 248.50 250.50 248.00 250.00 +1.50 1,242 11,388 +17
Total Volume and Open Interest 90,150 394,152 +4,441
Wheat(CBOT)
Sep01 010813 270.50 272.50 268.50 271.50 +1.25 7,955 46,243 -2,045
Dec01 010813 285.50 288.00 283.75 287.50 +2.00 17,310 66,581 +2,950
Mar02 010813 298.50 301.00 296.75 300.75 +1.50 1,670 24,152 +376
May02 010813 303.50 306.00 303.00 305.00 +1.50 272 2,213 +219
Jul02 010813 308.50 311.00 307.50 310.50 +2.50 122 3,855 -34
Total Volume and Open Interest 27,493 143,875 +1,487
Wheat(KCBT)
Sep01 010813 300.50 302.00 299.75 301.00 +0.25 3,794 39,161 -932
Dec01 010813 316.00 317.00 314.50 316.25 +0.25 4,202 33,904 +865
Mar02 010813 328.00 329.00 327.00 328.50 unch 856 9,708 +417
May02 010813 334.00 334.00 334.00 334.00 unch 22 993 +5
Jul02 010813 338.00 338.00 338.00 338.00 unch 4 187 +0
Total Volume and Open Interest 8,874 83,955 +355
Wheat(MGE)
Sep01 010813 307.50 308.50 306.25 308.00 -0.25 1,936 12,812 -289
Dec01 010813 322.50 322.50 320.00 322.00 -0.25 1,254 9,022 -269
Mar02 010813 333.00 335.50 333.00 335.50 unch 231 2,034 +142
May02 010813 340.00 342.50 340.00 342.50 unch 9 218 +2
Jul02 010813 347.50 348.50 347.50 348.50 -1.00 5 35 +2
Total Volume and Open Interest 3,466 24,168 -406
Oats(CBOT)
Sep01 010813 134.25 135.00 132.50 135.00 +0.50 260 4,205 -17
Dec01 010813 135.50 136.00 133.50 136.00 +0.75 294 5,666 -14
Mar02 010813 138.50 140.50 138.50 140.50 +1.75 21 2,171 +10
May02 010813 139.50 139.50 139.50 139.50 +0.50 5 198 +0
Total Volume and Open Interest 582 12,255 -21
Rough Rice(MCE)
Sep01 010813 4.69 4.79 4.69 4.79 +0.03 116 1,272 +68
Nov01 010813 4.75 4.85 4.75 4.85 +0.04 176 1,334 +8
Jan02 010813 4.98 5.08 4.98 5.08 +0.05 105 547 +36
Mar02 010813 5.31 5.31 5.31 5.31 +0.03 37 332 +2
Total Volume and Open Interest 434 3,498 +114
Live Cattle(CME)
Aug01 010813 70.950 71.325 70.900 71.225 +0.300 7,300 8,427 -2,123
Oct01 010813 73.800 74.400 73.800 74.375 +0.425 8,164 46,994 +625
Dec01 010813 74.750 75.250 74.750 75.225 +0.425 3,420 22,646 -282
Feb02 010813 76.350 76.675 76.350 76.625 +0.200 733 15,577 +177
Apr02 010813 77.800 78.025 77.800 78.000 unch 243 6,503 +149
Jun02 010813 73.650 73.800 73.650 73.800 +0.175 26 4,426 +10
Total Volume and Open Interest 19,886 104,584 -1,444
Feeder Cattle(CME)
Aug01 010813 88.600 89.050 88.600 89.000 +0.575 996 4,143 -244
Sep01 010813 88.850 89.400 88.850 89.250 +0.375 268 2,017 -2
Oct01 010813 89.200 89.650 89.200 89.525 +0.475 1,008 4,306 +254
Nov01 010813 89.750 90.100 89.750 90.100 +0.425 351 2,971 -27
Jan02 010813 89.900 90.100 89.850 90.100 +0.175 122 1,353 +41
Mar02 010813 89.000 89.050 89.000 89.050 +0.150 14 247 +8
Apr02 010813 89.000 89.100 89.000 89.100 +0.200 7 142 +2
Total Volume and Open Interest 2,796 15,242 +48
Lean Hogs(CME)
Aug01 010813 72.050 72.050 71.775 71.925 +0.050 2,963 6,485 -811
Oct01 010813 61.600 62.400 61.250 62.275 +1.150 6,648 30,672 +1,941
Dec01 010813 56.750 56.900 56.250 56.875 +0.325 2,191 10,891 +351
Feb02 010813 57.150 57.200 56.750 57.150 +0.250 450 3,795 +157
Apr02 010813 57.100 57.150 56.950 56.950 +0.050 109 1,003 +48
Jun02 010813 64.900 65.100 64.900 65.100 +0.225 21 265 +7
Jul02 010813 62.950 63.050 62.950 63.050 +0.150 11 83 +7
Aug02 010813 60.050 60.050 60.050 60.050 +0.050 4 31 +0
Total Volume and Open Interest 12,413 53,510 +1,704
Pork Bellies(CME)
Aug01 010813 100.400 100.600 96.825 99.150 -0.675 531 1,398 -102
Feb02 010813 80.000 80.500 77.600 80.175 +0.600 293 1,429 +69
Mar02 010813 79.900 80.350 79.000 79.000 +1.100 2 44 +1
May02 010813 82.450 82.450 82.450 82.450 +0.450 0 19 +0
Jul02 010813 82.000 82.000 82.000 82.000 unch 0 1 +0
Total Volume and Open Interest 826 2,891 -32
Cocoa(NYBOT)
Sep01 010813 1010 1018 1004 1012 -5 3,036 11,846 -2,194
Dec01 010813 1018 1019 1007 1016 -2 2,509 28,740 +875
Mar02 010813 1011 1016 1007 1013 unch 361 17,733 +108
May02 010813 1023 1023 1022 1022 -1 1,532 8,475 -861
Jul02 010813 1031 1031 1031 1031 -3 9 6,761 +9
Sep02 010813 1047 1047 1042 1045 -3 2 6,221 +0
Dec02 010813 1066 1066 1066 1066 -2 1,389 9,994 -989
Total Volume and Open Interest 8,838 100,857 -3,052
Coffee "C"(NYBOT)
Sep01 010813 48.75 49.45 48.15 49.35 +0.95 9,358 29,859 -759
Dec01 010813 52.25 53.10 51.80 52.95 +0.80 6,965 19,679 +2,355
Mar02 010813 55.90 56.75 55.50 56.45 +0.75 1,516 6,361 -131
May02 010813 58.25 58.90 58.00 58.60 +0.50 229 2,556 +44
Jul02 010813 60.40 60.90 60.00 60.90 +0.60 114 2,202 +27
Sep02 010813 62.30 63.05 62.30 63.05 +0.65 40 840 +12
Total Volume and Open Interest 18,338 62,082 +1,608
Orange Juice(NYBOT)
Sep01 010813 76.10 76.55 75.90 75.90 -0.20 989 14,078 -339
Nov01 010813 79.80 80.00 79.30 79.35 -0.30 441 6,380 +182
Jan02 010813 82.95 82.95 82.40 82.40 -0.45 41 902 +34
Mar02 010813 85.90 85.90 85.60 85.60 -0.45 71 343 +3
May02 010813 88.75 88.80 88.50 88.80 unch 1 734 +0
Total Volume and Open Interest 1,543 22,651 -120
Sugar #11(NYBOT)
Oct01 010813 7.85 8.08 7.79 7.96 +0.31 7,577 80,208 +1,581
Mar02 010813 7.72 7.90 7.66 7.82 +0.27 1,825 28,798 +222
May02 010813 7.58 7.72 7.58 7.61 +0.18 264 6,945 -27
Jul02 010813 7.44 7.50 7.42 7.42 +0.13 306 8,679 +88
Oct02 010813 7.53 7.60 7.47 7.47 +0.08 361 5,014 +157
Total Volume and Open Interest 10,438 132,770 +2,093
London Cocoa(LCE)
Sep01 010813 748 748 734 742 +1 1,638 37,840 -1,011
Dec01 010813 763 766 753 761 +1 407 33,601 +6
Mar02 010813 775 780 770 778 +2 310 37,290 +92
May02 010813 792 792 785 791 +1 115 25,859 +21
Jul02 010813 802 803 798 803 +1 41 13,245 +27
Sep02 010813 816 816 812 812 unch 0 9,265 +0
Dec02 010813 830 830 830 830 unch 0 534 +0
Total Volume and Open Interest 2,511 159,823 -865
London Coffee(LCE)
Sep01 010813 472.00 473.00 466.00 470.00 -11.00 1,374 18,841 -317
Nov01 010813 487.00 487.00 480.00 484.00 -10.00 1,353 41,920 +382
Jan02 010813 499.00 500.00 493.00 497.00 -10.00 672 20,869 +344
Mar02 010813 521.00 521.00 513.00 516.00 -9.00 334 9,226 +188
May02 010813 543.00 543.00 528.00 531.00 -10.00 249 6,908 +192
Jul02 010813 551.00 551.00 546.00 546.00 -11.00 5 2,422 +3
Total Volume and Open Interest 3,994 102,087 +798
London Sugar(LCE)
Aug01 010716 272.00 283.00 272.00 281.00 +5.50 2,030 6,204 -789
Oct01 010813 236.50 240.00 236.50 240.00 +5.20 1,378 18,194 -494
Dec01 010813 230.00 232.90 230.00 232.90 +4.70 144 8,996 -29
Mar02 010813 229.00 232.50 229.00 232.50 +5.00 467 7,875 +259
May02 010813 226.00 229.10 226.00 229.10 +5.00 286 2,832 +201
Total Volume and Open Interest 2,617 41,972 +145
Cotton(NYBOT)
Oct01 010813 38.20 38.55 38.10 38.40 -0.05 1,379 3,930 -107
Dec01 010813 39.75 40.05 39.50 39.88 unch 16,007 41,938 +1,925
Mar02 010813 41.55 41.85 41.40 41.70 -0.05 2,179 7,721 +523
May02 010813 42.60 42.70 42.45 42.68 -0.12 1,218 4,790 +45
Jul02 010813 43.80 43.80 43.55 43.73 -0.20 537 3,526 +24
Oct02 010813 44.50 45.60 44.50 45.50 +0.75 2 195 +0
Total Volume and Open Interest 21,620 65,178 +2,411
Lumber(CME)
Sep01 010813 336.5 341.5 336.5 340.2 +8.7 588 2,002 +74
Nov01 010813 314.0 320.2 314.0 317.0 +6.7 265 790 +63
Jan02 010813 303.9 307.3 303.9 304.6 +4.7 84 354 +31
Mar02 010813 305.0 305.0 305.0 305.0 +10.0 8 37 +4
Total Volume and Open Interest 945 3,183 +172
Crude Oil(NYM)
Sep01 010813 28.17 28.25 27.70 27.82 -0.23 70,358 93,147 -3,702
Oct01 010813 27.35 27.55 27.05 27.21 -0.11 50,739 110,131 +3,052
Nov01 010813 27.32 27.37 27.00 27.12 -0.10 10,607 47,246 +837
Dec01 010813 27.05 27.15 26.80 26.90 -0.08 8,365 47,481 +265
Jan02 010813 26.72 26.85 26.61 26.64 -0.08 1,865 23,903 -69
Feb02 010813 26.35 26.35 26.35 26.35 -0.08 787 12,119 -29
Mar02 010813 26.12 26.15 26.07 26.07 -0.08 799 9,850 -69
Apr02 010813 26.01 26.01 25.76 25.80 -0.08 991 10,264 -1
May02 010813 25.55 25.55 25.55 25.55 -0.08 384 7,312 +229
Jun02 010813 25.50 25.50 25.31 25.31 -0.08 1,479 22,369 +294
Total Volume and Open Interest 155,380 488,522 +977
Heating Oil(NYM)
Sep01 010813 74.50 75.20 73.80 74.19 -0.20 16,554 31,448 -1,464
Oct01 010813 75.15 75.50 74.60 74.87 -0.20 9,485 19,709 +1,814
Nov01 010813 75.70 76.10 75.25 75.47 -0.20 2,462 14,291 -62
Dec01 010813 76.30 76.80 75.90 76.12 -0.20 1,935 26,121 +578
Jan02 010813 76.65 77.00 76.20 76.42 -0.20 575 15,402 -373
Feb02 010813 75.90 76.30 75.50 75.67 -0.20 220 12,201 -47
Mar02 010813 74.10 74.20 73.25 73.47 -0.25 385 12,007 -227
Apr02 010813 71.80 71.80 71.12 71.12 -0.25 304 3,772 -26
May02 010813 69.00 69.00 68.87 68.87 -0.30 6 3,024 +4
Jun02 010813 67.70 68.20 67.60 67.72 -0.35 3 2,835 +0
Total Volume and Open Interest 31,929 145,903 +198
Unleaded Gas(NYM)
Sep01 010813 79.90 81.50 79.50 80.16 +0.26 23,153 33,154 -652
Oct01 010813 76.50 77.50 76.00 76.23 -0.33 9,012 22,404 +1,469
Nov01 010813 75.00 75.60 74.45 74.53 -0.47 2,061 8,574 +193
Dec01 010813 73.50 73.65 73.50 73.53 -0.52 1,002 5,670 -137
Jan02 010813 73.13 73.13 73.13 73.13 -0.57 288 4,472 +120
Feb02 010813 74.10 74.10 73.38 73.38 -0.52 87 3,082 +21
Mar02 010813 73.93 73.93 73.93 73.93 -0.52 270 2,637 +100
Apr02 010813 79.38 79.38 79.38 79.38 -0.52 290 6,482 -95
Total Volume and Open Interest 36,348 94,935 +1,184
Natural Gas(NYM)
Sep01 010813 2.995 3.030 2.960 2.999 -0.041 21,169 56,565 -2,411
Oct01 010813 3.040 3.065 3.000 3.043 -0.033 4,767 56,450 -216
Nov01 010813 3.300 3.325 3.260 3.305 -0.021 2,603 36,857 +642
Dec01 010813 3.590 3.610 3.565 3.599 -0.017 1,101 34,363 +300
Jan02 010813 3.725 3.740 3.690 3.729 -0.016 1,796 32,847 +250
Feb02 010813 3.665 3.670 3.620 3.667 -0.013 1,645 25,227 +451
Mar02 010813 3.530 3.561 3.530 3.561 -0.009 2,314 23,035 -310
Apr02 010813 3.420 3.421 3.390 3.421 -0.009 2,197 30,826 +142
Total Volume and Open Interest 40,108 493,546 -362
Brent Crude Oil(IPE)
Sep01 010813 26.15 26.28 25.80 25.88 -0.10 24,753 40,296 -7,748
Oct01 010813 26.38 26.45 25.98 26.10 -0.09 34,241 51,631 -3,086
Nov01 010813 26.35 26.44 26.02 26.15 -0.07 8,400 23,823 +3,149
Dec01 010813 26.00 26.12 25.85 25.90 -0.06 4,494 35,118 -709
Jan02 010813 25.70 25.70 25.49 25.53 -0.03 1,890 20,382 +50
Feb02 010813 25.40 25.40 25.26 25.26 -0.02 757 4,905 +40
Mar02 010813 24.99 24.99 24.99 24.99 -0.02 750 3,796 -428
Apr02 010813 24.72 24.72 24.72 24.72 -0.02 501 3,174 +51
Total Volume and Open Interest 78,287 215,795 -7,764
Gas Oil(IPE)
Sep01 010813 230.50 231.00 227.75 228.00 -2.50 15,391 32,587 +221
Oct01 010813 230.75 231.25 228.25 228.50 -2.50 4,935 19,684 +671
Nov01 010813 231.25 231.25 228.50 229.00 -2.50 2,400 13,605 -117
Dec01 010813 230.75 230.75 228.00 228.75 -2.25 899 25,377 -247
Jan02 010813 230.00 230.00 227.50 227.50 -2.25 2,354 9,546 -378
Feb02 010813 224.50 224.50 224.50 224.50 -2.25 752 4,174 -2
Mar02 010813 222.50 222.75 220.50 220.50 -2.25 452 3,525 +52
Apr02 010813 219.00 219.00 216.75 216.75 -1.75 553 1,997 -265
Total Volume and Open Interest 35,927 118,704 -8,661
US Dollar Index(NYBOT)
Sep01 010813 115.45 115.54 114.80 115.16 -0.26 670 6,573 +55
Dec01 010813 115.11 115.48 115.11 115.48 -0.26 40 2,045 -2
Mar02 010813 115.80 115.80 115.80 115.80 -0.26      
Total Volume and Open Interest 710 8,618 +53
Australian Dollar(IMM)
Sep01 010813 51.86 51.95 51.63 51.75 +0.45 2,357 20,904 -211
Dec01 010813 51.65 51.75 51.58 51.58 +0.45 622 869 +602
Mar02 010813 51.41 51.41 51.41 51.41 +0.45 0 308 +0
Total Volume and Open Interest 2,979 22,089 +391
British Pound(IMM)
Sep01 010813 142.22 142.26 141.92 142.02 -0.20 3,317 34,483 -800
Dec01 010813 141.50 141.60 141.46 141.46 -0.20 47 205 +22
Mar02 010813 140.84 140.84 140.84 140.84 -0.20 0 8 +0
Total Volume and Open Interest 3,364 34,696 -778
Canadian Dollar(IMM)
Sep01 010813 64.95 65.04 64.91 65.01 +0.18 5,552 46,001 -112
Dec01 010813 64.91 64.96 64.85 64.93 +0.18 102 4,280 +75
Mar02 010813 64.80 64.88 64.80 64.88 +0.18 4 962 +0
Jun02 010813 64.84 64.84 64.84 64.84 +0.18 0 367 +0
Total Volume and Open Interest 5,661 51,673 -35
Japanese Yen(IMM)
Sep01 010813 82.56 82.67 81.91 81.94 -0.31 13,434 98,350 -5,270
Dec01 010813 83.20 83.24 82.63 82.64 -0.31 143 1,799 +52
Mar02 010813 83.36 83.36 83.36 83.36 -0.31 0 28 +0
Total Volume and Open Interest 13,577 100,346 -5,218
Deutsche Mark(IMM)
Sep01 010813 45.80 45.86 45.80 45.86 +0.23 0 347 +0
Dec01 010813 45.78 45.78 45.78 45.78 +0.23 0 1 +0
Total Volume and Open Interest 0 348 +0
Swiss Franc(IMM)
Sep01 010813 59.43 59.48 59.17 59.20 +0.13 6,375 58,261 -1,512
Dec01 010813 59.54 59.54 59.26 59.28 +0.13 29 526 +19
Mar02 010813 59.40 59.40 59.40 59.40 +0.13 0 66 +0
Total Volume and Open Interest 6,404 58,853 -1,493
EuroFX(IMM)
Sep01 010813 89.85 90.00 89.65 89.69 +0.44 14,123 96,639 +952
Dec01 010813 89.70 89.75 89.51 89.53 +0.44 100 2,368 +43
Mar02 010813 89.55 89.60 89.44 89.44 +0.44 13 450 -13
Total Volume and Open Interest 14,236 99,516 +982
Mexican Peso(IMM)
Sep01 010813 10930.0 10970.0 10920.0 10932.5 -15.0 3,283 28,488 +1,064
Dec01 010813 10720.0 10730.0 10710.0 10712.5 -15.0 20 1,440 -12
Total Volume and Open Interest 3,321 32,848 +1,068
30-Year T-Bonds(CBOT)
Sep01 010813 104~00 104~17 103~30 104~04 +0~04 146,984 467,718 -5,818
Dec01 010813 103~09 103~25 103~07 103~12 +0~04 1,559 40,799 +773
Mar02 010813 102~22 102~22 102~22 102~22 +0~04 0 216 +0
Total Volume and Open Interest 148,543 508,786 -5,045
Municipal Bonds(CBOT)
Sep01 010813 106~27 107~02 106~23 106~25 -0~02 523 11,797 +7
Dec01 010813 105~28 105~29 105~28 105~29 -0~01 0 3 +0
Total Volume and Open Interest 523 11,800 +7
10-Year T-Notes(CBOT)
Sep01 010813 106~035 106~140 106~005 106~080 +0~070 179,979 561,119 +935
Dec01 010813 105~100 105~210 105~100 105~160 +0~075 3,281 45,421 +1,071
Total Volume and Open Interest 183,260 606,540 +2,006
5-Year T-Notes(CBOT)
Sep01 010813 105~190 105~260 105~175 105~230 +0~060 46,095 459,778 -2,773
Dec01 010813 105~140 105~150 105~110 105~125 +0~055 1,279 17,058 -64
Total Volume and Open Interest 47,374 476,836 -2,837
2 Year T-Notes(CBOT)
Sep01 010813 103~103 103~116 103~103 103~110 +0~012 5,232 62,838 +1,048
Dec01 010813 103~059 103~068 103~059 103~067 +0~014 1,344 4,690 +50
Total Volume and Open Interest 6,576 67,528 +1,098
3-Mth T-Bills(IMM)
Sep01 010813 96.77 96.79 96.77 96.78 +0.01 101 2,331 -61
Total Volume and Open Interest 101 2,331 -61
Eurodollars(IMM)
Sep01 010813 96.543 96.565 96.537 96.548 +0.012 89,670 680,305 -8,900
Dec01 010813 96.440 96.480 96.435 96.455 +0.020 105,928 687,650 +1,714
Mar02 010813 96.335 96.370 96.335 96.350 +0.020 116,600 503,911 -4,589
Jun02 010813 96.025 96.075 96.025 96.055 +0.045 95,846 559,242 +7,106
Sep02 010813 95.650 95.710 95.650 95.695 +0.065 64,057 418,399 -22,322
Dec02 010813 95.255 95.320 95.255 95.300 +0.065 49,974 383,548 +18,372
Mar03 010813 94.990 95.065 94.990 95.050 +0.070 22,408 255,247 -576
Jun03 010813 94.720 94.800 94.720 94.785 +0.075 18,886 155,964 -565
Sep03 010813 94.530 94.590 94.530 94.570 +0.075 11,886 150,680 +1,148
Dec03 010813 94.310 94.365 94.310 94.345 +0.080 14,417 122,075 +2,479
Mar04 010813 94.225 94.295 94.225 94.275 +0.085 10,536 127,092 +609
Jun04 010813 94.115 94.160 94.115 94.140 +0.085 9,205 90,705 +1,286
Total Volume and Open Interest 657,688 4,762,419 +4,919
3-Mth Euro-Yen(IMM)
Sep01 010813 99.90 99.91 99.90 99.90 unch 1,921 26,241 +372
Dec01 010813 99.88 99.88 99.87 99.88 unch 1,682 14,091 +927
Mar02 010813 99.86 99.86 99.86 99.86 +0.01 412 6,698 +275
Jun02 010813 99.88 99.88 99.88 99.88 unch 756 6,207 +144
Sep02 010813 99.85 99.85 99.85 99.85 unch 1 5,981 +46
Dec02 010813 99.79 99.79 99.79 99.79 unch 101 1,339 -411
Mar03 010813 99.76 99.76 99.75 99.75 unch 5 180 +3
Jun03 010813 99.73 99.73 99.73 99.73 +0.01 0 46 +0
Sep03 010813 99.62 99.62 99.62 99.62 unch      
Dec03 010813 99.53 99.53 99.53 99.53 unch 0 2 +0
Total Volume and Open Interest 4,878 61,005 +1,356
3-Mth Euro-Yen(SIMEX)
Sep01 010813 99.90 99.90 99.90 99.90 unch 3,547 87,627 +1,091
Dec01 010813 99.88 99.88 99.88 99.88 +0.01 3,213 84,665 -777
Mar02 010813 99.86 99.86 99.86 99.86 unch 1,926 67,248 -751
Jun02 010813 99.88 99.88 99.88 99.88 unch 2,532 50,364 +211
Sep02 010813 99.85 99.85 99.84 99.85 +0.01 581 22,234 -334
Dec02 010813 99.80 99.80 99.79 99.79 unch 17 9,693 -301
Mar03 010813 99.76 99.76 99.76 99.76 unch 169 13,314 +146
Jun03 010813 99.74 99.74 99.74 99.74 unch 5 15,189 +0
Total Volume and Open Interest 11,995 367,415 -710
Euro Notional Bond(MATIF)
Sep01 010813 90.25 90.25 89.96 90.23 +0.10 9,668 80,620 -131
Dec01 010813 90.11 90.11 90.11 90.11 +0.10      
Mar02 010813 90.00 90.00 90.00 90.00 -0.23      
Total Volume and Open Interest 9,668 80,620 -131
3-Month Euribor(MATIF)
Sep01 010813 95.85 95.85 95.85 95.85 unch 0 2,411 +0
Dec01 010813 96.05 96.05 96.05 96.05 unch 0 2,845 +0
Mar02 010813 96.20 96.20 96.20 96.20 unch 0 2,592 +0
Total Volume and Open Interest 0 9,049 +0
German Euro-Bund(EUREX)
Sep01 010813 109.10 109.20 108.90 109.07 -0.01 598,650 651,358 -45,519
Dec01 010813 108.59 108.71 108.50 108.62 -0.01 3,657 28,510 +761
Mar02 010813 108.49 108.49 108.49 108.49 -0.01 2,307 1,000 +0
Total Volume and Open Interest 604,614 680,868 -44,758
German Euro-Bobl(EUREX)
Sep01 010813 107.25 107.27 107.13 107.21 -0.02 274,678 492,644 +15,878
Dec01 010813 107.14 107.23 107.08 107.18 +0.02 6,462 80,977 +3,279
Mar02 010813 106.76 106.76 106.76 106.76 -0.02 413 1,855 +0
Total Volume and Open Interest 281,553 575,476 +19,157
Long Gilt(LIFFE)
Sep01 010813 115~25 116~01 115~21 115~30 +0~02 21,950 84,005 +3,467
Dec01 010813 115~08 115~08 115~08 115~08 +0~01 15 1,841 +10
Total Volume and Open Interest 21,965 85,846 +3,477
3-Mth Short Sterling(LIFFE)
Sep01 010813 95.11 95.11 95.08 95.11 +0.01 20,365 0 +0
Dec01 010813 95.23 95.24 95.18 95.23 +0.01 29,223 0 +0
Mar02 010813 95.15 95.17 95.11 95.16 +0.02 23,208 0 +0
Total Volume and Open Interest 108,834    
3-Mth Euribor(LIFFE)
Sep01 010813 95.840 95.860 95.835 95.845 -0.010 89,405 464,515 -5,294
Dec01 010813 96.070 96.075 96.050 96.065 -0.010 64,991 388,027 +95
Mar02 010813 96.210 96.220 96.180 96.205 -0.005 76,068 335,124 +11,744
Total Volume and Open Interest 351,508 1,909,183 +16,372
3-Mth Aus T-Bills(SFE)
Sep01 010813 95.14 95.14 95.09 95.11 -0.02 14,849 147,607 -9,601
Dec01 010813 95.24 95.24 95.16 95.20 -0.01 26,436 127,775 +402
Mar02 010813 95.14 95.14 95.05 95.09 -0.01 7,841 54,406 -502
Jun02 010813 94.87 94.87 94.78 94.84 -0.01 3,314 26,380 +788
Sep02 010813 94.53 94.54 94.49 94.54 -0.02 331 15,134 -101
Dec02 010813 94.32 94.32 94.27 94.29 -0.02 317 11,881 +250
Mar03 010813 94.11 94.11 94.08 94.09 -0.05 150 5,544 +41
Jun03 010813 93.92 93.95 93.92 93.95 -0.04 50 3,682 +0
Sep03 010813 93.84 93.84 93.84 93.84 -0.04 104 1,635 +0
Dec03 010813 93.77 93.77 93.77 93.77 -0.03 5 1,135 +0
Total Volume and Open Interest 53,288 398,197 -8,723
10-Year Aus T-Bonds(SFE)
Sep01 010813 94.25 94.28 94.24 94.26 -0.02 2,639 195,970 +8,248
Dec01 010813 94.21 94.21 94.21 94.21 -0.01 0 108 +0
Total Volume and Open Interest 65,881 176,900 +0
3-Year Aus T-Bonds(SFE)
Sep01 010813 94.78 94.78 94.68 94.73 -0.03 82,323 381,133 +26,545
Dec01 010813 94.71 94.71 94.71 94.71 -0.03      
Total Volume and Open Interest 82,323 381,133 +26,545
Gold(CMX)
Aug01 010813 275.2 275.7 275.2 275.7 +1.8 107 121 -275
Oct01 010813 277.8 278.8 275.5 277.2 +1.8 1,218 9,908 -707
Dec01 010813 278.6 280.2 276.9 278.6 +1.8 48,326 76,900 +12,443
Feb02 010813 279.9 279.9 278.0 279.5 +1.8 303 7,965 +218
Apr02 010813 279.5 280.3 279.0 280.3 +1.8 359 2,070 +228
Jun02 010813 281.2 281.2 281.2 281.2 +1.8 254 5,658 -33
Total Volume and Open Interest 50,787 112,910 +12,030
Silver(CMX)
Sep01 010813 416.5 418.0 412.5 414.7 +0.2 10,159 52,293 +167
Dec01 010813 420.0 422.0 417.0 419.1 +0.3 2,731 15,395 +484
Mar02 010813 425.0 425.0 421.5 422.9 +0.1 68 2,653 +28
May02 010813 425.2 425.2 425.2 425.2 +0.2 1 903 +0
Jul02 010813 427.5 427.5 427.5 427.5 +0.2 1 1,247 +0
Total Volume and Open Interest 13,072 77,103 +621
Platinum(NYM)
Oct01 010813 452.5 456.0 448.0 453.8 +3.2 674 5,294 -140
Jan02 010813 453.5 453.5 447.0 449.8 +3.2 1 377 +0
Total Volume and Open Interest 675 5,676 -140
Palladium(NYME)
Sep01 010813 478.00 478.00 470.00 472.00 -3.00 71 1,008 -18
Dec01 010813 475.60 475.60 475.60 475.60 -3.40 6 386 -8
Total Volume and Open Interest 77 1,394 -26
Copper(CMX)
Sep01 010813 65.95 66.60 65.60 65.70 -0.50 6,935 43,511 -543
Dec01 010813 67.20 67.75 66.70 66.85 -0.50 1,756 18,490 +1,295
Mar02 010813 68.60 68.65 67.90 67.95 -0.50 375 6,820 -36
May02 010813 69.35 69.35 68.65 68.65 -0.50 183 2,592 +22
Jul02 010813 70.10 70.10 69.20 69.20 -0.50 21 1,382 +19
Total Volume and Open Interest 9,740 86,848 -66
DJIA Index(CBOT)
Sep01 010813 10430 10465 10382 10425 -5 23,029 31,855 +289
Dec01 010813 10480 10505 10440 10475 -5 114 1,371 +29
Mar02 010813 10530 10530 10530 10530 -5 0 3 +0
Jun02 010813 10590 10590 10590 10590 -5      
Total Volume and Open Interest 23,143 33,235 +318
S & P 500(CME)
Sep01 010813 1194.50 1197.40 1188.00 1192.50 +1.30 63,355 447,970 +266
Dec01 010813 1201.00 1203.90 1195.50 1199.50 +1.30 2,794 44,119 +2,169
Mar02 010813 1206.50 1206.50 1206.50 1206.50 +1.30 2 1,326 -2
Jun02 010813 1216.00 1216.00 1216.00 1216.00 +1.30 4 573 +0
Total Volume and Open Interest 66,155 494,378 +2,433
S & P 500 E-Mini(Globex)
Sep01 010813 1193.00 1197.75 1186.75 1192.50 +1.25 174,116 119,693 +3,554
Dec01 010813 1198.00 1203.00 1196.00 1199.50 +1.25 25 90 -4
Total Volume and Open Interest 174,141 119,783 +3,550
NASDAQ 100(CME)
Sep01 010813 1635.00 1666.00 1620.00 1656.00 +32.00 17,734 56,608 +1,002
Dec01 010813 1670.50 1670.50 1670.50 1670.50 +32.00 12 111 +3
Mar02 010813 1685.00 1685.00 1685.00 1685.00 +32.00 0 2 +0
Total Volume and Open Interest 17,746 56,721 +1,005
NASDAQ 100 E-Mini(GLOBEX)
Sep01 010813 1626.0 1666.0 1613.5 1656.0 +32.0 128,406 128,036 +7,563
Dec01 010813 1670.5 1670.5 1670.5 1670.5 +32.0 2 6 +0
Total Volume and Open Interest 128,408 128,042 +7,563
NYSE Composite(NYBOT)
Sep01 010813 611.00 611.00 607.00 608.50 -1.00 1,912 4,870 -306
Dec01 010813 611.30 611.30 611.30 611.30 -1.00 0 670 +0
Mar02 010813 614.00 614.00 614.00 614.00 -1.00 50 360 +50
Total Volume and Open Interest 1,962 5,900 -256
S & P Midcap 400(CME)
Sep01 010813 500.50 505.00 499.50 504.00 +3.50 1,437 16,185 +334
Dec01 010813 507.60 507.60 507.60 507.60 +3.50      
Mar02 010813 512.95 512.95 512.95 512.95 +3.50      
Total Volume and Open Interest 1,437 16,185 +334
Russell 2000(CME)
Sep01 010813 478.10 481.40 475.50 478.50 +2.15 2,038 20,895 +182
Dec01 010813 485.75 485.75 485.75 485.75 +2.15      
Mar02 010813 493.35 493.35 493.35 493.35 +2.15      
Total Volume and Open Interest 2,038 20,895 +182
Value Line(KCBT)
Sep01 010813 1207.00 1217.00 1207.00 1212.00 +4.00 61 241 -10
Total Volume and Open Interest 62 244 -10
Nikkei 225(CME)
Sep01 010813 11615