MRCI Logo
MRCI's End of Day Prices
Daily Futures Price Listing Tue August 14, 2001
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Aug01 010814 520.00 520.00 514.00 516.00 -8.50 934 451 -190
Sep01 010814 516.00 516.50 510.00 510.75 -11.50 5,718 18,943 +15
Nov01 010814 512.00 513.00 506.50 507.50 -10.50 26,843 89,743 -951
Jan02 010814 516.50 517.00 511.00 512.25 -10.25 1,829 14,030 +125
Mar02 010814 518.00 520.00 514.50 515.00 -9.50 1,388 14,168 -140
May02 010814 514.50 517.00 511.00 512.50 -6.50 1,555 17,618 +440
Jul02 010814 513.00 516.00 511.00 512.50 -6.00 928 8,995 +402
Total Volume and Open Interest 39,328 166,105 -253
Soybean Meal(CBOT)
Aug01 010814 179.00 180.00 178.00 179.80 -0.40 4,944 1,495 -3,008
Sep01 010814 174.50 174.50 172.80 173.10 -2.80 7,197 23,852 +329
Oct01 010814 169.00 169.30 167.80 168.30 -2.20 1,405 13,935 +236
Dec01 010814 168.10 168.40 166.50 167.10 -2.60 6,922 53,280 +1,159
Jan02 010814 168.00 168.30 166.30 167.00 -2.90 598 13,239 +205
Mar02 010814 166.00 166.20 165.00 165.50 -1.90 1,181 9,060 +13
May02 010814 161.50 161.50 160.20 160.80 -1.70 1,980 8,370 +80
Jul02 010814 159.80 160.50 158.60 159.40 -1.40 1,306 4,690 +306
Total Volume and Open Interest 25,880 130,476 -662
Soybean Oil(CBOT)
Aug01 010814 19.08 19.10 18.87 18.87 -0.36 368 309 -443
Sep01 010814 19.15 19.20 18.90 18.95 -0.35 6,504 28,648 -2,662
Oct01 010814 19.30 19.35 19.05 19.09 -0.41 4,198 19,969 +2,328
Dec01 010814 19.67 19.71 19.37 19.43 -0.40 6,055 73,348 +477
Jan02 010814 19.80 19.80 19.52 19.57 -0.40 1,235 17,121 +643
Mar02 010814 20.02 20.02 19.75 19.77 -0.43 541 9,278 +222
May02 010814 20.10 20.13 19.92 19.98 -0.39 987 11,026 +169
Jul02 010814 20.27 20.30 20.15 20.17 -0.38 762 5,282 +130
Total Volume and Open Interest 20,650 167,557 +864
Canola(WCE)
Aug01 010814 369.0 369.0 369.0 369.0 unch 0 260 +0
Sep01 010814 370.0 370.2 369.0 369.0 -2.7 25 1,287 -10
Nov01 010814 369.0 369.7 367.5 368.1 -2.2 5,440 59,501 -125
Jan02 010814 368.5 368.5 366.5 366.7 -3.0 142 4,689 +15
Mar02 010814 362.7 362.7 362.7 362.7 -4.6 93 4,782 +36
Total Volume and Open Interest 5,747 72,629 -81
Corn(CBOT)
Sep01 010814 222.00 222.50 221.00 221.75 -3.00 16,292 99,093 -3,634
Nov01 010814 229.75 230.00 229.25 229.75 -3.25 33 204 -24
Dec01 010814 234.25 234.75 233.25 234.00 -3.00 35,233 211,074 +3,632
Jan02 010814 238.50 238.75 237.50 238.00 -3.00 0 385 +0
Mar02 010814 244.00 244.50 242.75 243.75 -2.75 1,587 40,847 -82
May02 010814 247.50 247.50 246.75 247.25 -2.75 845 11,607 +219
Total Volume and Open Interest 54,788 394,350 +198
Wheat(CBOT)
Sep01 010814 270.50 271.00 268.50 268.75 -2.75 4,509 45,531 -712
Dec01 010814 285.50 286.25 284.00 284.25 -3.25 10,284 68,315 +1,734
Mar02 010814 299.00 299.25 297.00 297.75 -3.00 658 24,120 -32
May02 010814 303.50 305.00 302.00 303.25 -1.75 125 2,220 +7
Jul02 010814 308.00 309.00 308.00 308.00 -2.50 50 3,862 +7
Total Volume and Open Interest 15,631 144,872 +997
Wheat(KCBT)
Sep01 010814 298.00 300.50 297.00 297.50 -3.50 1,839 38,744 -417
Dec01 010814 313.50 315.00 312.00 312.25 -4.00 1,864 34,461 +557
Mar02 010814 326.50 327.25 324.25 324.50 -4.00 163 9,803 +95
May02 010814 330.50 330.50 330.50 330.50 -3.50 5 993 +0
Jul02 010814 336.00 336.00 336.00 336.00 -2.00 0 187 +0
Total Volume and Open Interest 3,871 84,190 +235
Wheat(MGE)
Sep01 010814 306.00 307.25 304.50 305.00 -3.00 1,697 12,401 -411
Dec01 010814 321.00 321.25 319.00 319.25 -2.75 1,194 8,776 -246
Mar02 010814 333.00 334.25 332.25 332.50 -3.00 49 1,970 -64
May02 010814 341.00 341.00 341.00 341.00 -1.50 6 219 +1
Jul02 010814 347.00 347.00 347.00 347.00 -1.50 6 35 +0
Total Volume and Open Interest 2,952 23,448 -720
Oats(CBOT)
Sep01 010814 134.00 134.00 133.50 133.50 -1.50 143 4,177 -28
Dec01 010814 134.75 135.00 134.25 134.25 -1.75 197 5,678 +12
Mar02 010814 138.00 138.75 138.00 138.25 -2.25 11 2,181 +10
May02 010814 137.50 137.50 137.50 137.50 -2.00 0 198 +0
Total Volume and Open Interest 351 12,249 -6
Rough Rice(MCE)
Sep01 010814 4.77 4.83 4.75 4.75 -0.04 217 1,241 -31
Nov01 010814 4.85 4.89 4.82 4.82 -0.03 214 1,422 +88
Jan02 010814 5.10 5.10 5.06 5.07 -0.01 51 549 +2
Mar02 010814 5.28 5.32 5.28 5.30 -0.01 0 332 +0
Total Volume and Open Interest 483 3,558 +60
Live Cattle(CME)
Aug01 010814 71.300 71.475 71.000 71.025 -0.200 3,821 6,853 -1,574
Oct01 010814 74.350 74.450 73.925 73.975 -0.400 4,863 46,296 -698
Dec01 010814 75.225 75.225 74.850 74.975 -0.250 2,271 22,352 -294
Feb02 010814 76.625 76.750 76.450 76.500 -0.125 1,099 15,915 +338
Apr02 010814 77.925 78.100 77.850 78.050 +0.050 197 6,561 +58
Jun02 010814 73.800 74.100 73.800 73.850 +0.050 154 4,509 +83
Total Volume and Open Interest 12,413 102,503 -2,081
Feeder Cattle(CME)
Aug01 010814 89.200 89.400 89.150 89.375 +0.375 450 3,957 -186
Sep01 010814 89.350 89.625 89.300 89.400 +0.150 175 1,971 -46
Oct01 010814 89.650 89.900 89.550 89.600 +0.075 500 4,275 -31
Nov01 010814 90.250 90.350 90.100 90.175 +0.075 187 3,027 +56
Jan02 010814 90.150 90.275 90.125 90.200 +0.100 86 1,371 +18
Mar02 010814 89.100 89.150 89.000 89.100 +0.050 5 247 +0
Apr02 010814 89.000 89.050 89.000 89.050 -0.050 14 151 +9
Total Volume and Open Interest 1,426 15,066 -176
Lean Hogs(CME)
Aug01 010814 71.925 72.100 71.875 72.100 +0.175 2,063 5,433 -1,052
Oct01 010814 62.350 62.350 60.700 60.850 -1.425 4,996 30,725 +53
Dec01 010814 56.800 56.850 55.900 55.950 -0.925 1,973 10,708 -183
Feb02 010814 57.150 57.175 56.600 56.650 -0.500 203 3,751 -44
Apr02 010814 56.925 56.950 56.700 56.700 -0.250 95 1,018 +15
Jun02 010814 64.900 64.950 64.800 64.950 -0.150 2 265 +0
Jul02 010814 62.950 62.950 62.950 62.950 -0.100 6 85 +2
Aug02 010814 59.850 59.850 59.850 59.850 -0.200 0 31 +0
Total Volume and Open Interest 9,338 52,301 -1,209
Pork Bellies(CME)
Aug01 010814 98.050 98.050 96.200 96.525 -2.625 426 1,279 -119
Feb02 010814 79.450 80.050 78.725 78.875 -1.300 469 1,535 +106
Mar02 010814 77.150 77.150 77.150 77.150 -1.850 15 50 +6
May02 010814 82.000 82.000 82.000 82.000 -0.450 0 19 +0
Jul02 010814 82.000 82.000 82.000 82.000 unch 0 1 +0
Total Volume and Open Interest 910 2,884 -7
Cocoa(NYBOT)
Sep01 010814 1005 1020 1000 1016 +4 1,715 11,071 -775
Dec01 010814 1010 1029 1003 1025 +9 2,430 29,673 +933
Mar02 010814 1008 1026 1002 1022 +9 1,401 18,755 +1,022
May02 010814 1015 1032 1015 1031 +9 145 8,375 -100
Jul02 010814 1041 1041 1041 1041 +10 65 6,721 -40
Sep02 010814 1040 1054 1040 1054 +9 82 6,226 +5
Dec02 010814 1074 1074 1074 1074 +8 50 9,974 -20
Total Volume and Open Interest 5,888 101,882 +1,025
Coffee "C"(NYBOT)
Sep01 010814 48.85 49.50 48.85 49.45 +0.10 5,878 27,624 -2,235
Dec01 010814 52.75 53.10 52.55 53.05 +0.10 6,399 20,964 +1,285
Mar02 010814 56.45 56.75 56.15 56.50 +0.05 1,040 6,652 +291
May02 010814 58.60 58.90 58.50 58.60 unch 156 2,594 +38
Jul02 010814 60.90 60.90 60.75 60.85 -0.05 55 2,190 -12
Sep02 010814 62.80 63.00 62.50 63.00 -0.05 33 842 +2
Total Volume and Open Interest 13,585 61,462 -620
Orange Juice(NYBOT)
Sep01 010814 75.60 76.00 75.50 75.80 -0.10 793 13,787 -291
Nov01 010814 79.10 79.35 78.70 79.05 -0.30 708 6,701 +321
Jan02 010814 82.10 82.30 82.00 82.15 -0.25 174 910 +8
Mar02 010814 85.50 85.50 85.35 85.35 -0.25 70 413 +70
May02 010814 88.55 88.55 88.55 88.55 -0.25 20 744 +10
Total Volume and Open Interest 1,765 22,769 +118
Sugar #11(NYBOT)
Oct01 010814 7.96 8.18 7.95 8.15 +0.19 11,836 78,364 -1,844
Mar02 010814 7.80 8.00 7.78 7.97 +0.15 2,726 28,727 -71
May02 010814 7.63 7.79 7.62 7.77 +0.16 450 6,863 -82
Jul02 010814 7.45 7.58 7.43 7.58 +0.16 702 8,687 +8
Oct02 010814 7.50 7.62 7.50 7.62 +0.15 587 5,062 +48
Total Volume and Open Interest 16,306 130,824 -1,946
London Cocoa(LCE)
Sep01 010814 743 746 735 740 -2 763 37,623 -217
Dec01 010814 762 766 755 760 -1 730 33,540 -61
Mar02 010814 772 782 769 777 -1 393 37,407 +117
May02 010814 785 796 783 790 -1 91 25,872 +13
Jul02 010814 800 807 796 802 -1 179 13,339 +94
Sep02 010814 805 817 805 813 +1 106 9,371 +106
Dec02 010814 822 831 822 831 +1 28 562 +28
Total Volume and Open Interest 2,290 159,903 +80
London Coffee(LCE)
Sep01 010814 471.00 475.00 467.00 472.00 +2.00 1,957 18,264 -577
Nov01 010814 484.00 491.00 482.00 488.00 +4.00 2,605 42,359 +439
Jan02 010814 498.00 502.00 495.00 501.00 +4.00 989 20,708 -161
Mar02 010814 515.00 523.00 514.00 519.00 +3.00 592 9,622 +396
May02 010814 530.00 535.00 530.00 534.00 +3.00 123 6,975 +67
Jul02 010814 544.00 555.00 544.00 549.00 +3.00 24 2,446 +24
Total Volume and Open Interest 6,473 102,371 +284
London Sugar(LCE)
Aug01 010716 272.00 283.00 272.00 281.00 +5.50 2,030 6,204 -789
Oct01 010814 241.30 243.50 240.00 243.00 +3.00 1,995 18,962 +768
Dec01 010814 234.00 235.80 233.00 235.50 +2.60 276 9,233 +237
Mar02 010814 234.00 235.30 232.00 235.00 +2.50 185 7,894 +19
May02 010814 230.60 231.00 228.50 231.00 +1.90 150 2,923 +91
Total Volume and Open Interest 2,671 43,091 +1,119
Cotton(NYBOT)
Oct01 010814 38.35 38.90 38.35 38.76 +0.36 294 4,002 +72
Dec01 010814 39.90 40.30 39.80 40.28 +0.40 4,503 42,104 +166
Mar02 010814 41.78 42.15 41.78 42.12 +0.42 869 7,680 -41
May02 010814 42.75 43.08 42.75 43.08 +0.40 218 4,848 +58
Jul02 010814 44.00 44.25 43.90 44.16 +0.43 111 3,529 +3
Oct02 010814 45.55 45.55 45.55 45.55 +0.05 2 195 +0
Total Volume and Open Interest 6,015 65,443 +265
Lumber(CME)
Sep01 010814 338.0 338.3 331.5 336.0 -4.2 506 1,976 -26
Nov01 010814 315.5 317.0 312.2 315.2 -1.8 268 770 -20
Jan02 010814 302.1 306.0 300.8 301.7 -2.9 85 370 +16
Mar02 010814 298.2 298.2 298.2 298.2 -6.8 0 37 +0
Total Volume and Open Interest 859 3,153 -30
Crude Oil(NYM)
Sep01 010814 27.82 28.05 27.70 28.01 +0.19 52,473 87,419 -5,728
Oct01 010814 27.20 27.34 27.11 27.27 +0.06 39,816 112,571 +2,440
Nov01 010814 27.10 27.22 27.07 27.20 +0.08 10,809 47,995 +749
Dec01 010814 26.90 27.00 26.85 26.99 +0.09 8,064 46,783 -698
Jan02 010814 26.60 26.73 26.60 26.73 +0.09 950 24,093 +190
Feb02 010814 26.40 26.45 26.33 26.45 +0.10 410 12,274 +155
Mar02 010814 26.10 26.18 26.07 26.18 +0.11 375 9,957 +107
Apr02 010814 25.80 25.92 25.80 25.92 +0.12 246 10,355 +91
May02 010814 25.68 25.68 25.68 25.68 +0.13 230 7,442 +130
Jun02 010814 25.32 25.44 25.30 25.44 +0.13 461 22,503 +134
Total Volume and Open Interest 114,798 486,715 -1,807
Heating Oil(NYM)
Sep01 010814 74.20 75.20 73.90 75.02 +0.83 13,494 29,854 -1,594
Oct01 010814 74.90 75.80 74.55 75.64 +0.77 8,830 23,333 +3,624
Nov01 010814 75.70 76.24 75.40 76.24 +0.77 1,467 13,773 -518
Dec01 010814 76.30 76.84 76.00 76.84 +0.72 2,044 25,817 -304
Jan02 010814 76.70 77.14 76.35 77.14 +0.72 889 15,698 +296
Feb02 010814 76.00 76.39 75.80 76.39 +0.72 327 11,801 -400
Mar02 010814 73.90 74.24 73.70 74.24 +0.77 290 12,015 +8
Apr02 010814 71.60 71.89 71.60 71.89 +0.77 138 3,822 +50
May02 010814 69.64 69.64 69.64 69.64 +0.77 9 3,026 +2
Jun02 010814 68.00 68.49 68.00 68.49 +0.77 268 2,972 +137
Total Volume and Open Interest 27,966 147,222 +1,319
Unleaded Gas(NYM)
Sep01 010814 80.35 81.60 80.35 81.27 +1.11 18,495 31,794 -1,360
Oct01 010814 76.80 77.00 76.25 76.79 +0.56 7,516 22,429 +25
Nov01 010814 74.60 75.00 74.50 74.96 +0.43 1,458 9,041 +467
Dec01 010814 73.70 73.90 73.50 73.88 +0.35 476 5,776 +106
Jan02 010814 73.48 73.48 73.48 73.48 +0.35 136 4,473 +1
Feb02 010814 73.30 73.75 73.30 73.73 +0.35 88 3,062 -20
Mar02 010814 74.28 74.28 74.28 74.28 +0.35 47 2,637 +0
Apr02 010814 79.83 79.83 79.83 79.83 +0.45 206 6,322 -160
Total Volume and Open Interest 28,847 94,217 -718
Natural Gas(NYM)
Sep01 010814 3.030 3.110 3.030 3.094 +0.095 19,498 57,447 +882
Oct01 010814 3.075 3.150 3.075 3.142 +0.099 6,598 57,150 +700
Nov01 010814 3.335 3.410 3.335 3.404 +0.099 2,987 36,787 -70
Dec01 010814 3.630 3.700 3.630 3.684 +0.085 1,432 34,996 +633
Jan02 010814 3.770 3.825 3.770 3.809 +0.080 668 32,951 +104
Feb02 010814 3.710 3.755 3.710 3.742 +0.075 369 25,233 +6
Mar02 010814 3.595 3.650 3.595 3.627 +0.066 805 22,704 -331
Apr02 010814 3.480 3.500 3.465 3.482 +0.061 697 30,855 +29
Total Volume and Open Interest 36,412 495,760 +2,214
Brent Crude Oil(IPE)
Sep01 010814 25.95 26.03 25.75 25.99 +0.11 25,762 34,440 -5,856
Oct01 010814 26.15 26.27 25.98 26.19 +0.09 26,804 54,831 +3,200
Nov01 010814 26.19 26.29 26.04 26.24 +0.09 6,575 24,412 +589
Dec01 010814 25.90 26.05 25.84 26.00 +0.10 1,984 35,236 +118
Jan02 010814 25.50 25.64 25.41 25.61 +0.08 380 20,285 -97
Feb02 010814 25.23 25.41 25.12 25.34 +0.08 265 4,670 -235
Mar02 010814 24.95 25.07 24.95 25.07 +0.08 0 3,796 +0
Apr02 010814 24.80 24.80 24.71 24.80 +0.08 0 3,174 +0
Total Volume and Open Interest 62,210 213,754 -2,041
Gas Oil(IPE)
Sep01 010814 228.50 229.50 226.00 229.25 +1.25 8,454 32,158 -429
Oct01 010814 228.25 229.50 226.50 229.50 +1.00 5,951 21,918 +2,234
Nov01 010814 227.75 229.50 227.25 229.50 +0.50 721 14,081 +476
Dec01 010814 228.50 228.75 226.75 228.75 unch 1,671 26,343 +966
Jan02 010814 227.25 227.50 226.00 227.50 unch 900 9,696 +150
Feb02 010814 224.75 224.75 224.75 224.75 +0.25 0 4,174 +0
Mar02 010814 220.50 221.00 220.50 221.00 +0.50 950 3,649 +124
Apr02 010814 217.00 217.25 216.00 217.25 +0.50 550 2,437 +440
Total Volume and Open Interest 20,097 123,115 +3,322
US Dollar Index(NYBOT)
Sep01 010814 115.27 115.58 114.44 114.48 -0.68 901 6,304 -269
Dec01 010814 115.46 115.82 114.80 114.80 -0.68 28 2,045 +0
Mar02 010814 115.12 115.12 115.12 115.12 -0.68      
Total Volume and Open Interest 929 8,349 -269
Australian Dollar(IMM)
Sep01 010814 51.59 52.16 51.53 52.12 +0.37 1,079 21,085 +181
Dec01 010814 51.50 51.94 51.50 51.94 +0.36 39 895 +26
Mar02 010814 51.76 51.76 51.76 51.76 +0.35 0 308 +0
Total Volume and Open Interest 1,118 22,296 +207
British Pound(IMM)
Sep01 010814 141.90 142.84 141.66 142.74 +0.72 2,617 34,150 -333
Dec01 010814 141.50 142.40 141.50 142.18 +0.72 4 194 -11
Mar02 010814 141.56 141.56 141.56 141.56 +0.72 0 8 +0
Total Volume and Open Interest 2,621 34,352 -344
Canadian Dollar(IMM)
Sep01 010814 64.93 65.09 64.83 65.05 +0.04 2,251 45,886 -115
Dec01 010814 64.87 65.05 64.75 64.97 +0.04 82 4,340 +60
Mar02 010814 64.92 64.92 64.92 64.92 +0.04 6 966 +4
Jun02 010814 64.70 64.88 64.70 64.88 +0.04 0 367 +0
Total Volume and Open Interest 2,339 51,622 -51
Japanese Yen(IMM)
Sep01 010814 81.74 82.80 81.69 82.48 +0.54 9,423 97,451 -899
Dec01 010814 82.42 83.40 82.42 83.18 +0.54 23 1,806 +7
Mar02 010814 83.88 83.90 83.80 83.90 +0.54 0 28 +0
Total Volume and Open Interest 9,446 99,454 -892
Deutsche Mark(IMM)
Sep01 010814 46.12 46.12 46.12 46.12 +0.26 1 347 +0
Dec01 010814 46.04 46.04 46.04 46.04 +0.26 0 1 +0
Total Volume and Open Interest 1 348 +0
Swiss Franc(IMM)
Sep01 010814 59.19 59.60 59.06 59.52 +0.32 6,352 58,565 +304
Dec01 010814 59.17 59.64 59.17 59.60 +0.32 55 557 +31
Mar02 010814 59.72 59.72 59.72 59.72 +0.32 1 67 +1
Total Volume and Open Interest 6,408 59,189 +336
EuroFX(IMM)
Sep01 010814 89.61 90.30 89.41 90.21 +0.52 12,733 97,033 +394
Dec01 010814 89.45 90.12 89.26 90.05 +0.52 85 2,378 +10
Mar02 010814 89.31 90.01 89.30 89.96 +0.52 106 556 +106
Total Volume and Open Interest 12,924 100,026 +510
Mexican Peso(IMM)
Sep01 010814 10930.0 10940.0 10882.5 10897.5 -34.5 1,661 28,732 +244
Dec01 010814 10690.0 10690.0 10677.5 10677.5 -34.5 22 1,442 +2
Total Volume and Open Interest 1,683 33,094 +246
30-Year T-Bonds(CBOT)
Sep01 010814 104~02 104~04 103~19 104~02 -0~02 136,344 479,187 +11,469
Dec01 010814 103~04 103~11 102~28 103~10 -0~02 7,801 44,489 +3,690
Mar02 010814 102~20 102~20 102~20 102~20 -0~02 0 216 +0
Total Volume and Open Interest 144,145 523,945 +15,159
Municipal Bonds(CBOT)
Sep01 010814 106~18 106~30 106~15 106~29 +0~04 575 11,623 -174
Dec01 010814 106~01 106~01 106~01 106~01 +0~04 17 15 +12
Total Volume and Open Interest 592 11,638 -162
10-Year T-Notes(CBOT)
Sep01 010814 106~060 106~070 105~270 106~050 -0~030 141,340 558,615 -2,504
Dec01 010814 105~070 105~145 105~030 105~130 -0~030 9,792 49,922 +4,501
Total Volume and Open Interest 151,132 608,537 +1,997
5-Year T-Notes(CBOT)
Sep01 010814 105~190 105~215 105~140 105~200 -0~030 43,590 460,924 +1,146
Dec01 010814 105~090 105~090 105~050 105~090 -0~035 2,429 18,466 +1,408
Total Volume and Open Interest 46,019 479,390 +2,554
2 Year T-Notes(CBOT)
Sep01 010814 103~100 103~104 103~090 103~099 -0~010 5,211 62,320 -518
Dec01 010814 103~056 103~056 103~048 103~056 -0~010 587 4,751 +61
Total Volume and Open Interest 5,798 67,071 -457
3-Mth T-Bills(IMM)
Sep01 010814 96.77 96.77 96.76 96.76 -0.02 3 2,333 +2
Total Volume and Open Interest 3 2,333 +2
Eurodollars(IMM)
Sep01 010814 96.530 96.540 96.520 96.533 -0.015 80,394 686,340 +6,035
Dec01 010814 96.435 96.440 96.410 96.430 -0.025 81,903 693,329 +5,679
Mar02 010814 96.320 96.325 96.290 96.300 -0.050 96,123 498,109 -5,802
Jun02 010814 96.025 96.035 95.990 96.005 -0.050 81,197 564,721 +5,479
Sep02 010814 95.665 95.670 95.630 95.635 -0.060 58,360 427,384 +8,985
Dec02 010814 95.270 95.275 95.235 95.240 -0.060 35,145 384,180 +632
Mar03 010814 95.020 95.020 94.980 94.990 -0.060 21,959 254,794 -453
Jun03 010814 94.745 94.765 94.720 94.720 -0.065 15,348 156,220 +256
Sep03 010814 94.535 94.550 94.505 94.520 -0.050 10,899 151,469 +789
Dec03 010814 94.310 94.320 94.275 94.295 -0.050 10,263 122,329 +254
Mar04 010814 94.240 94.250 94.205 94.230 -0.045 8,778 127,542 +450
Jun04 010814 94.070 94.120 94.070 94.105 -0.035 8,749 91,232 +527
Total Volume and Open Interest 564,742 4,755,477 -6,942
3-Mth Euro-Yen(IMM)
Sep01 010814 99.92 99.92 99.92 99.92 +0.01 905 25,115 -1,126
Dec01 010814 99.89 99.90 99.89 99.90 +0.02 459 14,162 +71
Mar02 010814 99.89 99.89 99.89 99.89 +0.03 295 7,121 +423
Jun02 010814 99.89 99.90 99.89 99.89 +0.01 285 6,647 +440
Sep02 010814 99.86 99.87 99.86 99.87 +0.02 321 6,423 +442
Dec02 010814 99.81 99.82 99.81 99.82 +0.02 0 964 -375
Mar03 010814 99.77 99.78 99.77 99.78 +0.02 1 181 +1
Jun03 010814 99.75 99.76 99.75 99.76 +0.03 0 26 -20
Sep03 010814 99.62 99.62 99.62 99.62 unch      
Dec03 010814 99.53 99.53 99.53 99.53 unch 0 2 +0
Total Volume and Open Interest 2,266 60,861 -144
3-Mth Euro-Yen(SIMEX)
Sep01 010814 99.90 99.92 99.90 99.92 +0.01 2,266 87,245 -382
Dec01 010814 99.88 99.90 99.87 99.89 +0.01 1,896 84,480 -185
Mar02 010814 99.86 99.89 99.86 99.89 +0.03 2,854 65,609 -1,639
Jun02 010814 99.88 99.90 99.88 99.90 +0.02 849 51,069 +705
Sep02 010814 99.85 99.87 99.84 99.86 +0.01 548 22,400 +166
Dec02 010814 99.79 99.82 99.79 99.82 +0.03 750 9,740 +47
Mar03 010814 99.78 99.79 99.78 99.79 +0.03 24 13,178 -136
Jun03 010814 99.74 99.75 99.74 99.75 +0.01 674 15,010 -179
Total Volume and Open Interest 9,861 365,812 -1,603
Euro Notional Bond(MATIF)
Sep01 010814 90.10 90.10 89.78 89.97 -0.26 12,427 80,597 -23
Dec01 010814 89.85 89.85 89.85 89.85 -0.26      
Mar02 010814 89.70 89.70 89.70 89.70 -0.30      
Total Volume and Open Interest 12,427 80,597 -23
3-Month Euribor(MATIF)
Sep01 010814 95.85 95.85 95.85 95.85 unch 0 2,411 +0
Dec01 010814 96.05 96.05 96.05 96.05 unch 0 2,845 +0
Mar02 010814 96.15 96.15 96.15 96.15 -0.05 0 2,592 +0
Total Volume and Open Interest 0 9,049 +0
German Euro-Bund(EUREX)
Sep01 010814 109.01 109.03 108.68 108.90 -0.17 437,991 628,805 -22,553
Dec01 010814 108.46 108.46 108.28 108.46 -0.16 3,921 31,078 +2,568
Mar02 010814 108.32 108.32 108.32 108.32 -0.17 5,511 724 -276
Total Volume and Open Interest 447,423 660,607 -20,261
German Euro-Bobl(EUREX)
Sep01 010814 107.19 107.19 106.95 107.06 -0.15 167,185 477,879 -14,765
Dec01 010814 107.11 107.12 106.93 107.09 -0.09 17,706 90,051 +9,074
Mar02 010814 106.63 106.63 106.63 106.63 -0.13 571 1,855 +0
Total Volume and Open Interest 185,462 569,785 -5,691
Long Gilt(LIFFE)
Sep01 010814 115~22 115~24 115~10 115~14 -0~16 12,394 84,448 +443
Dec01 010814 114~29 114~29 114~22 114~23 -0~17 0 1,841 +0
Total Volume and Open Interest 12,394 86,289 +443
3-Mth Short Sterling(LIFFE)
Sep01 010814 95.09 95.11 95.07 95.08 -0.03 12,352 0 +0
Dec01 010814 95.20 95.24 95.12 95.15 -0.08 26,997 0 +0
Mar02 010814 95.13 95.16 95.04 95.06 -0.10 20,928 0 +0
Total Volume and Open Interest 81,968    
3-Mth Euribor(LIFFE)
Sep01 010814 95.840 95.850 95.810 95.830 -0.015 58,590 474,553 +10,038
Dec01 010814 96.060 96.065 96.015 96.040 -0.025 39,025 391,872 +3,845
Mar02 010814 96.200 96.210 96.140 96.170 -0.035 43,471 336,659 +1,535
Total Volume and Open Interest 238,137 1,934,507 +25,324
3-Mth Aus T-Bills(SFE)
Sep01 010814 95.11 95.11 95.08 95.10 -0.01 10,520 139,127 -8,480
Dec01 010814 95.21 95.21 95.17 95.19 -0.01 20,873 128,993 +1,218
Mar02 010814 95.08 95.08 95.06 95.08 -0.01 1,946 52,019 -2,387
Jun02 010814 94.84 94.84 94.81 94.82 -0.02 809 25,939 -441
Sep02 010814 94.54 94.54 94.51 94.52 -0.02 205 14,658 -476
Dec02 010814 94.27 94.27 94.26 94.27 -0.02 156 11,749 -132
Mar03 010814 94.08 94.08 94.07 94.08 -0.01 28 5,487 -57
Jun03 010814 93.91 93.93 93.91 93.93 -0.02 2 3,785 +103
Sep03 010814 93.82 93.82 93.82 93.82 -0.02 25 1,590 -45
Dec03 010814 93.76 93.76 93.76 93.76 -0.01 0 1,095 -40
Total Volume and Open Interest 34,564 387,415 -10,782
10-Year Aus T-Bonds(SFE)
Sep01 010814 94.23 94.24 94.21 94.22 -0.04 2,198 192,082 -3,888
Dec01 010814 94.18 94.18 94.18 94.18 -0.03 0 108 +0
Total Volume and Open Interest 17,664 195,970 +19,070
3-Year Aus T-Bonds(SFE)
Sep01 010814 94.74 94.74 94.69 94.72 -0.01 33,822 330,351 -50,782
Dec01 010814 94.70 94.70 94.70 94.70 -0.01      
Total Volume and Open Interest 33,822 330,351 -50,782
Gold(CMX)
Aug01 010814 274.8 276.3 273.2 276.3 +0.6 3 73 -48
Oct01 010814 275.1 278.0 274.6 277.7 +0.5 1,390 9,815 -93
Dec01 010814 277.3 279.4 276.1 279.1 +0.5 22,918 79,057 +2,157
Feb02 010814 278.5 280.3 278.5 280.0 +0.5 167 7,977 +12
Apr02 010814 278.3 280.9 278.3 280.9 +0.6 120 2,138 +68
Jun02 010814 281.5 281.8 281.5 281.8 +0.6 60 5,638 -20
Total Volume and Open Interest 24,698 114,980 +2,070
Silver(CMX)
Sep01 010814 414.5 423.0 414.0 420.2 +5.5 4,808 51,606 -687
Dec01 010814 419.5 427.0 418.5 424.6 +5.5 1,386 15,939 +544
Mar02 010814 422.5 430.0 422.5 428.4 +5.5 12 2,661 +8
May02 010814 430.7 430.7 430.7 430.7 +5.5 25 928 +25
Jul02 010814 433.0 433.0 433.0 433.0 +5.5 0 1,247 +0
Total Volume and Open Interest 6,343 77,079 -24
Platinum(NYM)
Oct01 010814 438.5 446.0 437.5 441.5 -12.3 431 5,263 -31
Jan02 010814 437.0 442.0 437.0 438.0 -11.8 9 374 -3
Total Volume and Open Interest 440 5,642 -34
Palladium(NYME)
Sep01 010814 464.00 464.00 450.20 450.20 -21.80 93 953 -55
Dec01 010814 453.45 453.45 453.45 453.45 -22.15 87 435 +49
Total Volume and Open Interest 180 1,388 -6
Copper(CMX)
Sep01 010814 65.80 66.80 65.75 66.55 +0.85 3,713 43,494 -17
Dec01 010814 66.80 67.85 66.80 67.65 +0.80 935 19,021 +531
Mar02 010814 68.70 69.10 68.55 68.75 +0.80 235 6,808 -12
May02 010814 69.65 69.65 69.45 69.45 +0.80 114 2,609 +17
Jul02 010814 70.30 70.30 70.00 70.00 +0.80 20 1,400 +18
Total Volume and Open Interest 5,363 87,474 +626
DJIA Index(CBOT)
Sep01 010814 10435 10500 10397 10432 +7 9,186 31,292 -563
Dec01 010814 10490 10548 10450 10481 +6 46 1,384 +13
Mar02 010814 10536 10536 10536 10536 +6 0 3 +0
Jun02 010814 10596 10596 10596 10596 +6      
Total Volume and Open Interest 9,232 32,685 -550
S & P 500(CME)
Sep01 010814 1199.50 1202.50 1187.20 1192.30 -0.20 43,028 446,340 -1,630
Dec01 010814 1206.50 1209.20 1194.50 1199.30 -0.20 2,544 46,801 +2,682
Mar02 010814 1210.00 1210.00 1206.30 1206.30 -0.20 7 1,325 -1
Jun02 010814 1215.80 1215.80 1215.80 1215.80 -0.20 0 573 +0
Total Volume and Open Interest 45,579 495,429 +1,051
S & P 500 E-Mini(Globex)
Sep01 010814 1193.00 1202.75 1187.25 1192.25 -0.25 129,706 117,591 -2,102
Dec01 010814 1204.00 1204.00 1199.25 1199.25 -0.25 7 86 -4
Total Volume and Open Interest 129,713 117,677 -2,106
NASDAQ 100(CME)
Sep01 010814 1673.00 1680.00 1633.00 1634.50 -21.50 14,524 56,243 -365
Dec01 010814 1649.00 1649.00 1649.00 1649.00 -21.50 0 111 +0
Mar02 010814 1663.50 1663.50 1663.50 1663.50 -21.50 0 2 +0
Total Volume and Open Interest 14,524 56,356 -365
NASDAQ 100 E-Mini(GLOBEX)
Sep01 010814 1658.5 1680.0 1633.0 1634.5 -21.5 100,539 127,054 -982
Dec01 010814 1649.0 1649.0 1649.0 1649.0 -21.5 0 7 +1
Total Volume and Open Interest 100,539 127,061 -981
NYSE Composite(NYBOT)
Sep01 010814 610.50 613.50 607.60 610.00 +1.50 529 4,759 -111
Dec01 010814 612.80 612.80 612.80 612.80 +1.55 0 670 +0
Mar02 010814 615.50 615.50 615.50 615.50 +1.50 0 360 +0
Total Volume and Open Interest 529 5,789 -111
S & P Midcap 400(CME)
Sep01 010814 506.50 507.50 503.50 506.75 +2.75 507 16,348 +163
Dec01 010814 510.35 510.35 510.35 510.35 +2.75      
Mar02 010814 515.70 515.70 515.70 515.70 +2.75      
Total Volume and Open Interest 507 16,348 +163
Russell 2000(CME)
Sep01 010814 481.50 484.90 479.50 482.50 +4.00 1,519 21,099 +204
Dec01 010814 489.75 489.75 489.75 489.75 +4.00      
Mar02 010814 497.35 497.35 497.35 497.35 +4.00      
Total Volume and Open Interest 1,519 21,099 +204
Value Line(KCBT)
Sep01 010814 1220.25 1223.00 1212.00 1214.00 +2.00 24 260 +19
Total Volume and Open Interest 25 263 +19
Nikkei 225(CME)
Sep01 010814 11850 11940 11835 11870 +305