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MRCI's End of Day Prices
Daily Futures Price Listing Wed August 15, 2001
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Sep01 010815 514.00 519.00 505.50 517.50 +6.75 4,731 18,675 -268
Nov01 010815 510.50 515.50 502.50 513.00 +5.50 29,949 91,815 +2,072
Jan02 010815 516.50 519.00 507.00 516.75 +4.50 1,976 14,278 +248
Mar02 010815 518.00 521.50 511.00 520.00 +5.00 725 14,174 +6
May02 010815 515.00 518.00 507.50 517.00 +4.50 1,245 17,733 +115
Jul02 010815 511.50 518.00 507.00 516.00 +3.50 503 9,061 +66
Aug02 010815 509.00 511.00 509.00 511.00 +2.00 0 59 +0
Total Volume and Open Interest 39,738 168,055 +1,950
Soybean Meal(CBOT)
Sep01 010815 174.00 175.50 171.20 175.20 +2.10 9,139 22,839 -1,013
Oct01 010815 169.50 171.50 166.50 171.00 +2.70 2,880 14,185 +250
Dec01 010815 167.50 169.90 165.20 169.50 +2.40 7,495 53,385 +105
Jan02 010815 167.70 169.20 165.30 169.20 +2.20 1,231 13,282 +43
Mar02 010815 166.00 167.50 163.80 167.40 +1.90 1,328 8,968 -92
May02 010815 161.50 163.00 159.50 163.00 +2.20 2,106 7,877 -493
Jul02 010815 160.40 161.80 158.30 161.80 +2.40 489 4,756 +66
Aug02 010815 158.00 158.50 156.50 158.50 +2.00 71 1,460 +29
Total Volume and Open Interest 27,195 127,988 -2,488
Soybean Oil(CBOT)
Sep01 010815 18.93 19.00 18.73 18.88 -0.07 5,500 28,211 -437
Oct01 010815 19.11 19.14 18.88 19.03 -0.06 2,087 20,526 +557
Dec01 010815 19.39 19.49 19.20 19.32 -0.11 7,300 74,223 +875
Jan02 010815 19.57 19.62 19.35 19.45 -0.12 519 17,184 +63
Mar02 010815 19.80 19.80 19.55 19.65 -0.12 674 9,488 +210
May02 010815 20.00 20.00 19.75 19.83 -0.15 716 11,317 +291
Jul02 010815 20.20 20.20 20.07 20.07 -0.10 477 5,382 +100
Aug02 010815 19.80 19.80 19.80 19.80 -0.37 1 798 +1
Total Volume and Open Interest 17,276 169,224 +1,667
Canola(WCE)
Aug01 010815 368.9 368.9 368.9 368.9 -0.1 0 260 +0
Sep01 010815 368.7 368.7 368.7 368.7 -0.3 150 1,327 +40
Nov01 010815 368.5 368.5 364.9 367.3 -0.8 3,924 58,970 -531
Jan02 010815 367.0 367.0 364.0 366.1 -0.6 315 4,829 +140
Mar02 010815 365.0 365.0 362.5 364.3 +1.6 1 4,782 +0
Total Volume and Open Interest 4,442 72,276 -353
Corn(CBOT)
Sep01 010815 222.25 222.50 218.00 219.50 -2.25 18,260 95,644 -3,449
Nov01 010815 227.25 229.00 226.50 227.75 -2.00 8 204 +0
Dec01 010815 234.50 234.75 230.00 231.75 -2.25 29,296 214,282 +3,208
Jan02 010815 236.75 237.00 234.00 235.50 -2.50 16 397 +12
Mar02 010815 244.00 244.25 240.00 241.75 -2.00 3,139 41,955 +1,108
May02 010815 247.75 248.00 243.75 245.25 -2.00 240 11,579 -28
Total Volume and Open Interest 51,986 395,100 +750
Wheat(CBOT)
Sep01 010815 269.00 269.50 263.00 266.50 -2.25 4,733 43,644 -1,887
Dec01 010815 284.50 284.75 278.00 282.00 -2.25 9,303 69,886 +1,571
Mar02 010815 297.50 298.00 292.00 295.75 -2.00 786 24,293 +173
May02 010815 302.50 302.50 298.50 301.50 -1.75 37 2,166 -54
Jul02 010815 305.00 306.25 302.50 305.75 -2.25 33 3,886 +24
Total Volume and Open Interest 14,892 144,699 -173
Wheat(KCBT)
Sep01 010815 298.25 298.25 292.50 294.50 -3.00 3,629 37,393 -1,351
Dec01 010815 313.00 313.25 307.00 309.75 -2.50 2,536 35,149 +688
Mar02 010815 325.50 325.50 320.00 322.50 -2.00 418 9,912 +109
May02 010815 330.00 330.00 328.00 329.00 -1.50 0 993 +0
Jul02 010815 335.00 335.00 333.00 333.00 -3.00 2 174 -13
Total Volume and Open Interest 6,585 83,623 -567
Wheat(MGE)
Sep01 010815 305.00 305.75 301.00 305.25 +0.25 2,607 12,143 -258
Dec01 010815 320.25 320.25 315.00 319.50 +0.25 917 8,843 +67
Mar02 010815 332.50 333.50 329.50 333.50 +1.00 94 2,001 +31
May02 010815 341.00 341.00 337.00 340.25 -0.75 0 219 +0
Jul02 010815 347.00 347.00 346.00 346.50 -0.50 5 40 +5
Total Volume and Open Interest 3,623 23,293 -155
Oats(CBOT)
Sep01 010815 134.00 134.25 130.25 131.75 -1.75 131 4,179 +2
Dec01 010815 134.25 134.25 131.50 133.00 -1.25 135 5,609 -69
Mar02 010815 138.00 138.00 136.00 137.25 -1.00 2 2,182 +1
May02 010815 137.50 138.00 137.50 138.00 +0.50 0 198 +0
Total Volume and Open Interest 268 12,183 -66
Rough Rice(MCE)
Sep01 010815 4.76 4.76 4.66 4.67 -0.08 44 1,201 -40
Nov01 010815 4.85 4.85 4.75 4.78 -0.04 80 1,437 +15
Jan02 010815 5.09 5.09 4.99 5.01 -0.06 53 578 +29
Mar02 010815 5.28 5.28 5.25 5.25 -0.05 36 360 +28
Total Volume and Open Interest 213 3,590 +32
Live Cattle(CME)
Aug01 010815 71.200 72.050 70.950 71.875 +0.850 3,696 6,168 -685
Oct01 010815 73.900 74.875 73.800 74.700 +0.725 4,212 46,012 -284
Dec01 010815 74.900 75.525 74.800 75.475 +0.500 1,516 22,408 +56
Feb02 010815 76.500 76.900 76.500 76.775 +0.275 1,445 15,641 -274
Apr02 010815 77.900 78.225 77.850 78.200 +0.150 212 6,652 +91
Jun02 010815 73.850 74.450 73.850 74.350 +0.500 783 5,006 +497
Total Volume and Open Interest 11,872 101,912 -591
Feeder Cattle(CME)
Aug01 010815 89.700 90.100 89.550 89.975 +0.600 479 3,768 -189
Sep01 010815 89.400 90.050 89.400 90.025 +0.625 107 1,934 -37
Oct01 010815 89.750 90.175 89.650 90.100 +0.500 477 4,312 +37
Nov01 010815 90.100 90.700 90.000 90.675 +0.500 145 3,038 +11
Jan02 010815 90.050 90.750 90.050 90.700 +0.500 28 1,379 +8
Mar02 010815 89.200 89.850 89.200 89.825 +0.725 24 233 -14
Apr02 010815 89.000 89.900 89.000 89.900 +0.850 4 155 +4
Total Volume and Open Interest 1,265 14,886 -180
Lean Hogs(CME)
Oct01 010815 61.250 61.400 61.050 61.350 +0.500 6,630 29,481 -1,244
Dec01 010815 56.400 56.550 56.250 56.500 +0.550 1,576 10,699 -9
Feb02 010815 57.000 57.150 56.900 57.125 +0.475 133 3,770 +19
Apr02 010815 56.900 57.200 56.800 57.050 +0.350 34 1,023 +5
Jun02 010815 64.800 64.975 64.800 64.975 +0.025 8 269 +4
Jul02 010815 62.900 62.900 62.650 62.650 -0.300 0 85 +0
Aug02 010815 59.900 59.900 59.900 59.900 +0.050 0 31 +0
Total Volume and Open Interest 9,905 50,275 -2,026
Pork Bellies(CME)
Aug01 010815 97.100 98.000 96.650 97.800 +1.275 480 1,147 -132
Feb02 010815 78.450 79.400 78.425 79.075 +0.200 292 1,551 +16
Mar02 010815 77.600 77.600 77.600 77.600 +0.450 0 50 +0
May02 010815 82.000 82.000 82.000 82.000 unch 0 19 +0
Jul02 010815 82.000 82.000 82.000 82.000 unch 0 1 +0
Total Volume and Open Interest 772 2,768 -116
Cocoa(NYBOT)
Sep01 010815 1020 1032 1012 1028 +12 4,831 7,228 -3,843
Dec01 010815 1030 1047 1024 1042 +17 6,325 31,876 +2,203
Mar02 010815 1035 1045 1030 1039 +17 494 18,655 -100
May02 010815 1044 1050 1038 1048 +17 853 9,042 +667
Jul02 010815 1057 1057 1057 1057 +16 104 6,717 -4
Sep02 010815 1065 1070 1065 1070 +16 16 6,232 +6
Dec02 010815 1091 1091 1091 1091 +17 0 9,877 -97
Total Volume and Open Interest 12,773 100,814 -1,068
Coffee "C"(NYBOT)
Sep01 010815 49.45 49.70 48.80 49.20 -0.25 5,138 25,909 -1,715
Dec01 010815 53.00 53.20 52.55 52.90 -0.15 4,022 22,490 +1,526
Mar02 010815 56.60 56.70 56.15 56.35 -0.15 460 6,730 +78
May02 010815 58.95 58.95 58.20 58.45 -0.15 124 2,614 +20
Jul02 010815 61.00 61.00 60.25 60.75 -0.10 89 2,222 +32
Sep02 010815 62.50 63.00 62.25 63.00 unch 164 947 +105
Total Volume and Open Interest 10,063 61,550 +88
Orange Juice(NYBOT)
Sep01 010815 76.40 77.40 74.60 75.55 -0.25 905 13,449 -338
Nov01 010815 79.40 80.50 77.70 78.60 -0.45 884 7,097 +396
Jan02 010815 82.50 82.50 81.10 81.55 -0.60 62 929 +19
Mar02 010815 85.00 85.00 84.50 84.85 -0.50 51 463 +50
May02 010815 88.00 88.00 87.50 87.85 -0.70 0 744 +0
Total Volume and Open Interest 1,902 22,896 +127
Sugar #11(NYBOT)
Oct01 010815 8.10 8.17 8.00 8.11 -0.04 18,780 77,792 -572
Mar02 010815 7.92 7.98 7.85 7.93 -0.04 4,615 28,661 -66
May02 010815 7.74 7.74 7.65 7.73 -0.04 930 7,114 +251
Jul02 010815 7.54 7.58 7.48 7.55 -0.03 1,546 9,044 +357
Oct02 010815 7.60 7.61 7.53 7.59 -0.03 179 5,008 -54
Total Volume and Open Interest 26,109 130,725 -99
London Cocoa(LCE)
Sep01 010815 745 750 742 748 +8 794 37,226 -397
Dec01 010815 766 769 764 767 +7 319 33,496 -44
Mar02 010815 784 785 781 784 +7 307 37,343 -64
May02 010815 795 798 794 796 +6 297 25,966 +94
Jul02 010815 807 809 806 807 +5 102 13,386 +47
Sep02 010815 816 817 816 817 +4 20 9,360 -11
Dec02 010815 835 835 835 835 +4 10 572 +10
Total Volume and Open Interest 1,849 159,538 -365
London Coffee(LCE)
Sep01 010815 471.00 475.00 468.00 468.00 -4.00 5,475 18,572 +308
Nov01 010815 489.00 492.00 485.00 485.00 -3.00 4,884 44,109 +1,750
Jan02 010815 503.00 505.00 498.00 498.00 -3.00 2,235 22,306 +1,598
Mar02 010815 521.00 523.00 517.00 517.00 -2.00 472 9,784 +162
May02 010815 538.00 539.00 534.00 534.00 unch 220 7,044 +69
Jul02 010815 549.00 551.00 549.00 549.00 unch 132 2,477 +31
Total Volume and Open Interest 13,461 106,312 +3,941
London Sugar(LCE)
Aug01 010716 272.00 283.00 272.00 281.00 +5.50 2,030 6,204 -789
Oct01 010815 244.00 244.50 241.00 242.20 -0.80 2,596 20,011 +1,049
Dec01 010815 236.50 236.50 234.00 234.70 -0.80 793 9,547 +314
Mar02 010815 235.20 236.00 233.30 234.20 -0.80 407 7,999 +105
May02 010815 230.60 230.60 230.60 230.60 -0.40 60 2,935 +12
Total Volume and Open Interest 3,932 44,594 +1,503
Cotton(NYBOT)
Oct01 010815 38.85 38.85 38.40 38.72 -0.04 282 4,021 +19
Dec01 010815 40.15 40.35 39.60 40.20 -0.08 2,194 42,086 -18
Mar02 010815 42.25 42.25 41.55 42.10 -0.02 223 7,674 -6
May02 010815 43.15 43.15 42.60 43.10 +0.02 80 4,863 +15
Jul02 010815 43.95 44.20 43.70 44.19 +0.03 75 3,561 +32
Oct02 010815 45.70 45.70 45.70 45.70 +0.15 0 195 +0
Total Volume and Open Interest 2,956 65,483 +40
Lumber(CME)
Sep01 010815 332.0 332.5 326.0 326.0 -10.0 403 1,951 -25
Nov01 010815 312.0 314.5 306.0 308.3 -6.9 200 802 +32
Jan02 010815 298.6 302.0 296.5 297.0 -4.7 83 400 +30
Mar02 010815 308.0 308.0 298.5 298.5 +0.3 0 37 +0
Total Volume and Open Interest 686 3,190 +37
Crude Oil(NYM)
Sep01 010815 28.20 28.25 27.42 27.56 -0.45 48,980 83,821 -3,598
Oct01 010815 27.50 27.50 26.65 26.74 -0.53 39,312 120,864 +8,293
Nov01 010815 27.35 27.40 26.62 26.71 -0.49 11,954 49,248 +1,253
Dec01 010815 27.15 27.15 26.50 26.58 -0.41 10,865 47,320 +537
Jan02 010815 26.83 26.83 26.30 26.36 -0.37 1,497 23,650 -443
Feb02 010815 26.55 26.55 26.13 26.13 -0.32 572 12,211 -63
Mar02 010815 26.30 26.30 25.89 25.89 -0.29 1,064 9,596 -361
Apr02 010815 25.65 25.65 25.65 25.65 -0.27 198 10,197 -158
May02 010815 25.41 25.41 25.41 25.41 -0.27 8 7,434 -8
Jun02 010815 25.43 25.48 25.15 25.18 -0.26 1,393 22,732 +229
Total Volume and Open Interest 118,165 488,626 +1,911
Heating Oil(NYM)
Sep01 010815 75.50 75.80 73.70 74.52 -0.50 10,678 29,060 -794
Oct01 010815 76.10 76.40 74.35 75.19 -0.45 6,190 24,029 +696
Nov01 010815 76.70 76.80 75.10 75.79 -0.45 1,521 14,198 +425
Dec01 010815 77.25 77.55 75.70 76.39 -0.45 1,007 25,863 +46
Jan02 010815 77.40 77.80 76.10 76.69 -0.45 803 15,540 -158
Feb02 010815 76.80 76.85 75.50 75.99 -0.40 200 11,792 -9
Mar02 010815 74.70 74.70 73.50 73.84 -0.40 149 12,032 +17
Apr02 010815 72.10 72.10 71.25 71.34 -0.55 169 3,821 -1
May02 010815 69.90 69.90 68.99 68.99 -0.65 16 3,021 -5
Jun02 010815 68.40 68.40 67.74 67.74 -0.75 159 2,985 +13
Total Volume and Open Interest 20,973 147,508 +286
Unleaded Gas(NYM)
Sep01 010815 82.20 82.25 78.10 79.23 -2.04 21,852 31,141 -653
Oct01 010815 77.30 77.50 74.30 75.20 -1.59 9,983 22,708 +279
Nov01 010815 75.60 75.60 73.25 73.75 -1.21 1,276 8,978 -63
Dec01 010815 74.30 74.50 72.30 72.95 -0.93 1,027 5,462 -314
Jan02 010815 74.00 74.00 72.50 72.75 -0.73 138 4,465 -8
Feb02 010815 73.45 73.45 72.70 73.05 -0.68 165 3,066 +4
Mar02 010815 73.65 73.65 73.65 73.65 -0.63 100 2,592 -45
Apr02 010815 79.70 79.70 79.25 79.25 -0.58 0 6,522 +200
Total Volume and Open Interest 34,541 93,617 -600
Natural Gas(NYM)
Sep01 010815 3.140 3.490 3.030 3.468 +0.374 33,189 52,632 -4,815
Oct01 010815 3.180 3.530 3.155 3.508 +0.366 8,223 57,899 +749
Nov01 010815 3.440 3.770 3.425 3.753 +0.349 3,400 36,399 -388
Dec01 010815 3.725 4.000 3.700 3.993 +0.309 2,842 34,520 -476
Jan02 010815 3.845 4.120 3.800 4.108 +0.299 1,766 33,061 +110
Feb02 010815 3.780 4.070 3.760 4.023 +0.281 878 25,386 +153
Mar02 010815 3.670 3.900 3.655 3.898 +0.271 419 22,708 +4
Apr02 010815 3.540 3.740 3.510 3.730 +0.248 734 31,109 +254
Total Volume and Open Interest 55,269 492,279 -3,481
Brent Crude Oil(IPE)
Sep01 010815 26.10 26.33 25.51 25.55 -0.44 19,183 27,455 -6,985
Oct01 010815 26.30 26.46 25.70 25.74 -0.45 22,292 56,383 +1,552
Nov01 010815 26.35 26.43 25.78 25.78 -0.46 8,542 26,339 +1,927
Dec01 010815 26.08 26.16 25.54 25.54 -0.46 4,490 35,333 +97
Jan02 010815 25.73 25.79 25.17 25.17 -0.44 3,050 19,544 -741
Feb02 010815 25.43 25.45 24.92 24.92 -0.42 1,888 5,982 +1,312
Mar02 010815 24.66 24.66 24.66 24.66 -0.41 600 4,061 +265
Apr02 010815 24.87 24.87 24.40 24.40 -0.40 135 3,084 -90
Total Volume and Open Interest 60,935 211,079 -2,675
Gas Oil(IPE)
Sep01 010815 230.75 232.75 230.00 230.50 +1.25 10,923 33,303 +1,145
Oct01 010815 232.00 232.75 230.50 230.75 +1.25 5,294 22,349 +431
Nov01 010815 232.00 232.75 230.50 230.50 +1.00 1,256 14,948 +867
Dec01 010815 231.50 231.50 229.00 229.75 +1.00 1,350 26,884 +541
Jan02 010815 230.00 230.00 227.75 228.00 +0.50 1,194 10,272 +576
Feb02 010815 225.75 225.75 224.50 224.50 -0.25 0 4,174 +0
Mar02 010815 222.00 222.00 220.50 220.50 -0.50 300 3,599 -50
Apr02 010815 216.50 216.50 216.50 216.50 -0.75 325 2,387 -50
Total Volume and Open Interest 20,817 126,650 +3,535
US Dollar Index(NYBOT)
Sep01 010815 114.52 114.52 113.17 113.26 -1.22 1,139 6,256 -48
Dec01 010815 114.80 114.80 113.47 113.59 -1.21 37 2,044 -1
Mar02 010815 113.92 113.92 113.92 113.92 -1.20      
Total Volume and Open Interest 1,176 8,300 -49
Australian Dollar(IMM)
Sep01 010815 52.69 52.90 52.52 52.87 +0.75 2,963 21,432 +347
Dec01 010815 52.60 52.69 52.35 52.69 +0.75 115 961 +66
Mar02 010815 52.51 52.51 52.51 52.51 +0.75 0 308 +0
Total Volume and Open Interest 3,080 22,711 +415
British Pound(IMM)
Sep01 010815 143.52 143.94 143.42 143.88 +1.14 9,815 36,616 +2,466
Dec01 010815 143.26 143.50 143.00 143.32 +1.14 71 231 +37
Mar02 010815 142.70 142.70 142.70 142.70 +1.14 0 8 +0
Total Volume and Open Interest 9,886 36,855 +2,503
Canadian Dollar(IMM)
Sep01 010815 65.26 65.52 65.19 65.47 +0.42 6,936 46,213 +327
Dec01 010815 65.20 65.44 65.10 65.39 +0.42 171 4,376 +36
Mar02 010815 65.18 65.34 65.10 65.34 +0.42 1 966 +0
Jun02 010815 65.30 65.30 65.30 65.30 +0.42 1 370 +3
Total Volume and Open Interest 7,109 51,988 +366
Japanese Yen(IMM)
Sep01 010815 83.42 84.29 83.34 83.87 +1.39 17,104 99,454 +2,003
Dec01 010815 84.00 84.92 84.00 84.59 +1.41 759 2,202 +396
Mar02 010815 85.05 85.33 85.05 85.33 +1.43 3 30 +2
Total Volume and Open Interest 17,866 101,855 +2,401
Deutsche Mark(IMM)
Sep01 010815 46.50 46.62 46.50 46.62 +0.50 0 347 +0
Dec01 010815 46.54 46.54 46.54 46.54 +0.50 0 1 +0
Total Volume and Open Interest 0 348 +0
Swiss Franc(IMM)
Sep01 010815 59.99 60.18 59.90 60.11 +0.59 7,712 59,722 +1,157
Dec01 010815 60.12 60.27 60.05 60.18 +0.58 241 677 +120
Mar02 010815 60.30 60.30 60.30 60.30 +0.58 0 67 +0
Total Volume and Open Interest 7,954 60,467 +1,278
EuroFX(IMM)
Sep01 010815 90.99 91.32 90.86 91.18 +0.97 14,951 96,094 -939
Dec01 010815 90.83 91.15 90.72 91.02 +0.97 220 2,484 +106
Mar02 010815 90.92 90.93 90.92 90.93 +0.97 135 687 +131
Total Volume and Open Interest 15,309 99,325 -701
Mexican Peso(IMM)
Sep01 010815 10887.5 10970.0 10880.0 10947.5 +50.5 2,524 28,426 -306
Dec01 010815 10725.0 10730.0 10725.0 10727.5 +50.5 0 1,442 +0
Total Volume and Open Interest 2,524 31,708 -1,386
30-Year T-Bonds(CBOT)
Sep01 010815 104~02 104~11 103~17 103~30 -0~04 149,535 471,836 -7,351
Dec01 010815 103~12 103~18 102~25 103~06 -0~04 8,349 51,178 +6,689
Mar02 010815 102~16 102~16 102~16 102~16 -0~04 9 225 +9
Total Volume and Open Interest 157,893 523,292 -653
Municipal Bonds(CBOT)
Sep01 010815 106~30 107~03 106~21 106~28 -0~01 521 11,721 +98
Dec01 010815 105~28 105~28 105~27 105~27 -0~06 0 15 +0
Total Volume and Open Interest 521 11,736 +98
10-Year T-Notes(CBOT)
Sep01 010815 106~045 106~100 105~255 105~305 -0~065 154,035 562,589 +3,974
Dec01 010815 105~085 105~175 105~020 105~065 -0~065 8,975 57,469 +7,547
Total Volume and Open Interest 163,010 620,058 +11,521
5-Year T-Notes(CBOT)
Sep01 010815 105~185 105~205 105~110 105~135 -0~065 44,686 460,758 -166
Dec01 010815 105~070 105~070 105~025 105~025 -0~065 5,367 23,080 +4,614
Total Volume and Open Interest 50,053 483,838 +4,448
2 Year T-Notes(CBOT)
Sep01 010815 103~093 103~098 103~077 103~084 -0~014 5,755 65,448 +3,128
Dec01 010815 103~052 103~052 103~037 103~038 -0~018 2 4,753 +2
Total Volume and Open Interest 5,757 70,201 +3,130
3-Mth T-Bills(IMM)
Sep01 010815 96.75 96.75 96.72 96.72 -0.04 2 2,333 +0
Total Volume and Open Interest 2 2,333 +0
Eurodollars(IMM)
Sep01 010815 96.527 96.530 96.497 96.500 -0.033 60,114 679,272 -7,068
Dec01 010815 96.420 96.425 96.355 96.365 -0.065 86,727 697,876 +4,547
Mar02 010815 96.290 96.295 96.195 96.215 -0.085 151,634 489,467 -8,642
Jun02 010815 96.000 96.000 95.885 95.905 -0.100 110,097 573,141 +8,420
Sep02 010815 95.630 95.630 95.515 95.535 -0.100 82,968 432,787 +5,403
Dec02 010815 95.235 95.235 95.120 95.145 -0.095 42,424 387,805 +3,625
Mar03 010815 94.985 94.985 94.880 94.900 -0.090 29,116 257,297 +2,503
Jun03 010815 94.715 94.715 94.625 94.650 -0.070 25,801 154,105 -2,115
Sep03 010815 94.510 94.520 94.440 94.455 -0.065 13,468 156,368 +4,899
Dec03 010815 94.285 94.300 94.225 94.235 -0.060 8,175 123,246 +917
Mar04 010815 94.220 94.245 94.175 94.180 -0.050 12,992 127,340 -202
Jun04 010815 94.125 94.125 94.050 94.065 -0.040 6,650 90,355 -877
Total Volume and Open Interest 669,933 4,772,696 +17,219
3-Mth Euro-Yen(IMM)
Sep01 010815 99.92 99.93 99.92 99.92 unch 1,039 24,820 -295
Dec01 010815 99.90 99.90 99.90 99.90 unch 1,070 14,657 +495
Mar02 010815 99.89 99.90 99.89 99.89 unch 411 7,196 +75
Jun02 010815 99.90 99.91 99.90 99.90 unch 502 6,801 +154
Sep02 010815 99.87 99.88 99.87 99.88 +0.01 392 6,436 +13
Dec02 010815 99.82 99.83 99.82 99.82 unch 330 1,092 +128
Mar03 010815 99.79 99.79 99.79 99.79 +0.01 0 181 +0
Jun03 010815 99.76 99.77 99.76 99.77 +0.01 11 37 +11
Sep03 010815 99.62 99.62 99.62 99.62 unch      
Dec03 010815 99.53 99.53 99.53 99.53 unch 0 2 +0
Total Volume and Open Interest 3,755 61,442 +581
3-Mth Euro-Yen(SIMEX)
Sep01 010815 99.92 99.93 99.92 99.93 +0.01 3,867 85,108 -2,137
Dec01 010815 99.90 99.90 99.90 99.90 +0.01 8,784 85,569 +1,089
Mar02 010815 99.89 99.90 99.89 99.90 +0.01 21,013 65,472 -137
Jun02 010815 99.90 99.90 99.90 99.90 unch 6,559 53,052 +1,983
Sep02 010815 99.87 99.88 99.87 99.87 +0.01 2,432 23,466 +1,066
Dec02 010815 99.82 99.82 99.82 99.82 +0.00 650 10,036 +296
Mar03 010815 99.79 99.79 99.79 99.79 +0.00 703 13,326 +148
Jun03 010815 99.76 99.76 99.76 99.76 +0.01 23 14,762 -248
Total Volume and Open Interest 44,040 367,878 +2,066
Euro Notional Bond(MATIF)
Sep01 010815 90.08 90.18 89.95 90.02 +0.05 3,509 75,304 -5,293
Dec01 010815 89.90 89.90 89.90 89.90 +0.05      
Mar02 010815 89.72 89.72 89.72 89.72 +0.02      
Total Volume and Open Interest 3,509 75,304 -5,293
3-Month Euribor(MATIF)
Sep01 010815 95.85 95.85 95.85 95.85 unch 0 2,411 +0
Dec01 010815 96.05 96.05 96.05 96.05 unch 0 2,845 +0
Mar02 010815 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 010815 108.92 109.09 108.80 108.88 -0.02 608,415 647,501 +18,696
Dec01 010815 108.46 108.61 108.42 108.44 -0.02 4,715 32,051 +973
Mar02 010815 108.30 108.30 108.30 108.30 -0.02 1,052 900 +176
Total Volume and Open Interest 614,182 680,452 +19,845
German Euro-Bobl(EUREX)
Sep01 010815 107.09 107.21 107.05 107.07 +0.01 349,316 464,855 -13,024
Dec01 010815 107.14 107.25 107.11 107.19 +0.10 54,048 107,861 +17,810
Mar02 010815 106.77 106.77 106.77 106.77 +0.14 2,225 1,855 +0
Total Volume and Open Interest 405,589 574,571 +4,786
Long Gilt(LIFFE)
Sep01 010815 115~18 115~21 115~02 115~04 -0~10 20,694 83,727 -721
Dec01 010815 114~27 114~27 114~12 114~12 -0~10 5 1,844 +3
Total Volume and Open Interest 20,699 85,571 -718
3-Mth Short Sterling(LIFFE)
Sep01 010815 95.09 95.10 95.02 95.03 -0.05 17,950 0 +0
Dec01 010815 95.16 95.17 95.01 95.02 -0.13 38,720 0 +0
Mar02 010815 95.08 95.08 94.88 94.90 -0.16 45,659 0 +0
Total Volume and Open Interest 141,729    
3-Mth Euribor(LIFFE)
Sep01 010815 95.830 95.850 95.820 95.830 unch 57,716 466,628 -7,925
Dec01 010815 96.050 96.075 96.035 96.045 +0.005 57,057 396,220 +4,348
Mar02 010815 96.180 96.200 96.160 96.175 +0.005 60,928 338,176 +1,517
Total Volume and Open Interest 246,001 1,900,502 -34,005
3-Mth Aus T-Bills(SFE)
Sep01 010815 95.08 95.08 95.05 95.07 -0.03 7,410 137,555 -1,572
Dec01 010815 95.17 95.17 95.12 95.15 -0.04 8,049 127,249 -1,744
Mar02 010815 95.05 95.05 94.99 95.02 -0.06 1,630 50,688 -1,331
Jun02 010815 94.79 94.79 94.74 94.76 -0.06 875 25,636 -303
Sep02 010815 94.47 94.47 94.44 94.45 -0.07 331 14,596 -62
Dec02 010815 94.21 94.21 94.17 94.19 -0.08 60 11,734 -15
Mar03 010815 94.00 94.00 93.98 94.00 -0.08 57 5,482 -5
Jun03 010815 93.85 93.86 93.85 93.85 -0.08 106 3,760 -25
Sep03 010815 93.75 93.77 93.75 93.76 -0.06 0 1,570 -20
Dec03 010815 93.69 93.71 93.69 93.71 -0.05 0 1,095 +0
Total Volume and Open Interest 18,518 382,338 -5,077
10-Year Aus T-Bonds(SFE)
Sep01 010815 94.19 94.21 94.11 94.14 -0.10 3,590 183,759 -8,323
Dec01 010815 94.14 94.14 94.14 94.14 -0.04 0 108 +0
Total Volume and Open Interest 14,757 192,082 -3,888
3-Year Aus T-Bonds(SFE)
Sep01 010815 94.70 94.70 94.63 94.66 -0.06 23,359 337,826 +7,475
Dec01 010815 94.64 94.64 94.64 94.64 -0.06      
Total Volume and Open Interest 23,359 337,826 +7,475
Gold(CMX)
Aug01 010815 275.0 276.0 275.0 275.7 -0.6 8 69 -4
Oct01 010815 278.8 279.2 276.1 277.0 -0.7 939 9,918 +103
Dec01 010815 280.0 280.5 277.2 278.4 -0.7 27,365 83,357 +4,300
Feb02 010815 280.5 280.9 279.0 279.3 -0.7 95 7,954 -23
Apr02 010815 280.5 280.5 280.1 280.1 -0.8 60 2,100 -38
Jun02 010815 282.4 282.4 281.1 281.1 -0.7 7 5,640 +2
Total Volume and Open Interest 28,510 119,311 +4,331
Silver(CMX)
Sep01 010815 422.5 424.5 412.5 415.5 -4.7 7,714 49,481 -2,125
Dec01 010815 428.0 428.5 417.0 420.0 -4.6 1,445 16,158 +219
Mar02 010815 430.0 432.0 421.5 423.8 -4.6 11 2,664 +3
May02 010815 426.0 426.0 426.0 426.0 -4.7 0 928 +0
Jul02 010815 428.3 428.3 428.3 428.3 -4.7 9 1,254 +7
Total Volume and Open Interest 9,212 75,207 -1,872
Platinum(NYM)
Oct01 010815 427.5 432.8 426.0 431.4 -10.1 564 5,248 -15
Jan02 010815 429.5 429.5 420.0 426.9 -11.1 139 448 +74
Total Volume and Open Interest 703 5,701 +59
Palladium(NYME)
Sep01 010815 440.00 440.00 435.00 440.00 -10.20 38 921 -32
Dec01 010815 443.25 443.25 443.25 443.25 -10.20 3 441 +6
Total Volume and Open Interest 41 1,362 -26
Copper(CMX)
Sep01 010815 66.70 66.90 65.70 65.85 -0.70 3,512 43,205 -289
Dec01 010815 67.90 67.90 66.90 67.00 -0.65 726 19,326 +305
Mar02 010815 68.75 68.75 68.10 68.15 -0.60 139 6,853 +45
May02 010815 69.85 69.85 68.85 68.85 -0.60 20 2,621 +12
Jul02 010815 69.70 69.70 69.40 69.40 -0.60 15 1,404 +4
Total Volume and Open Interest 4,828 87,461 -13
DJIA Index(CBOT)
Sep01 010815 10430 10485 10350 10358 -74 11,098 31,515 +223
Dec01 010815 10485 10525 10407 10407 -74 47 1,400 +16
Mar02 010815 10462 10462 10462 10462 -74 0 3 +0
Jun02 010815 10522 10522 10522 10522 -74      
Total Volume and Open Interest 11,145 32,924 +239
S & P 500(CME)
Sep01 010815 1191.70 1194.80 1179.50 1180.80 -11.50 49,662 445,472 -868
Dec01 010815 1198.50 1198.50 1187.00 1187.70 -11.60 3,302 49,336 +2,535
Mar02 010815 1200.10 1200.10 1194.50 1194.50 -11.80 20 1,339 +14
Jun02 010815 1204.00 1204.00 1204.00 1204.00 -11.80 1 573 +0
Total Volume and Open Interest 52,986 497,110 +1,681
S & P 500 E-Mini(Globex)
Sep01 010815 1192.50 1195.25 1179.50 1180.75 -11.50 135,535 121,828 +4,237
Dec01 010815 1192.50 1195.00 1186.00 1187.75 -11.50 1 87 +1
Total Volume and Open Interest 135,536 121,915 +4,238
NASDAQ 100(CME)
Sep01 010815 1637.00 1649.00 1574.00 1576.50 -58.00 13,656 55,785 -458
Dec01 010815 1590.50 1590.50 1590.50 1590.50 -58.50 0 111 +0
Mar02 010815 1604.50 1604.50 1604.50 1604.50 -59.00 0 2 +0
Total Volume and Open Interest 13,656 55,898 -458
NASDAQ 100 E-Mini(GLOBEX)
Sep01 010815 1638.0 1649.0 1574.0 1576.5 -58.0 113,108 128,455 +1,401
Dec01 010815 1604.0 1618.0 1590.5 1590.5 -58.5 0 7 +0
Total Volume and Open Interest 113,108 128,462 +1,401
NYSE Composite(NYBOT)
Sep01 010815 609.80 611.30 605.80 606.30 -3.70 820 4,639 -120
Dec01 010815 609.00 609.00 609.00 609.00 -3.75 0 670 +0
Mar02 010815 611.80 611.80 611.80 611.80 -3.70 0 360 +0
Total Volume and Open Interest 820 5,669 -120
S & P Midcap 400(CME)
Sep01 010815 506.00 508.00 500.50 503.70 -3.05 687 16,323 -25
Dec01 010815 507.30 507.30 507.30 507.30 -3.05      
Mar02 010815 512.65 512.65 512.65 512.65 -3.05      
Total Volume and Open Interest 687 16,323 -25
Russell 2000(CME)
Sep01 010815 481.75 483.75 476.75 480.00 -2.50 1,578 20,914 -185
Dec01 010815 487.25 487.25 487.25 487.25 -2.50      
Mar02 010815 494.85 494.85 494.85 494.85 -2.50      
Total Volume and Open Interest 1,578 20,914 -185
Value Line(KCBT)
Sep01 010815 1210.00 1210.00 1202.00 1206.50 -7.50 24 274 +14
Total Volume and Open Interest 24 277 +14
Nikkei 225(CME)
Sep01 010815 11650 11720 11585 11620 -250 1,524 18,568 +360
Dec01 010815</