MRCI's Free Historical Futures Prices

Daily Futures Price Listing Tue September 04, 2001
Most Recent Information							Previous Day
Mth	Date	Open	High	Low	Close	Change	Volume	Open Int	Change
Soybeans(CBOT)
Sep01	010904	476.00	479.00	475.00	478.75	-0.75	4,004	4,145	-1,038
Nov01	010904	484.00	486.00	480.50	484.25	-1.75	27,190	86,965	-264
Jan02	010904	491.00	492.50	487.50	490.75	-2.00	4,503	18,724	+441
Mar02	010904	497.00	498.50	493.75	496.50	-2.75	3,269	16,913	+390
May02	010904	497.00	499.50	494.00	496.75	-4.25	1,575	18,884	+590
Jul02	010904	499.00	500.50	495.50	498.00	-4.00	1,171	10,485	+82
Aug02	010904	495.00	495.00	495.00	495.00	-5.00	0	65	+3
Total Volume and Open Interest							41,867	158,598	+234
Soybean Meal(CBOT)
Sep01	010904	168.40	169.50	167.80	169.30	+0.10	5,326	8,006	-2,015
Oct01	010904	166.80	168.50	166.80	168.40	+0.30	6,815	19,331	+1,076
Dec01	010904	167.40	169.00	167.00	168.60	unch	15,426	56,507	+656
Jan02	010904	167.00	168.30	166.80	167.80	-0.30	3,093	13,903	-34
Mar02	010904	166.70	166.80	165.60	166.40	-0.70	1,689	11,457	-204
May02	010904	164.00	164.50	162.30	163.30	-1.70	1,925	8,657	+253
Jul02	010904	163.00	163.50	161.30	161.80	-1.90	591	5,879	+210
Aug02	010904	162.00	162.50	160.00	160.00	-2.00	451	1,729	-97
Total Volume and Open Interest							35,363	127,011	-157
Soybean Oil(CBOT)
Sep01	010904	16.65	16.69	16.44	16.60	-0.14	9,105	6,464	-1,714
Oct01	010904	16.74	16.79	16.53	16.67	-0.15	10,470	28,552	-91
Dec01	010904	17.01	17.10	16.83	16.93	-0.20	12,399	74,802	-213
Jan02	010904	17.20	17.30	17.05	17.13	-0.25	2,779	19,557	-166
Mar02	010904	17.50	17.58	17.32	17.35	-0.25	1,028	13,594	+189
May02	010904	17.80	17.80	17.60	17.67	-0.21	1,750	12,883	-220
Jul02	010904	18.06	18.07	17.85	17.93	-0.20	2,580	7,392	+1,082
Aug02	010904	17.95	17.95	17.95	17.95	-0.15	31	932	+15
Total Volume and Open Interest							40,233	166,410	-1,093
Canola(WCE)
Sep01	010904	332.8	332.8	332.8	332.8	-2.7	0	284	+0
Nov01	010904	338.0	338.0	332.6	336.7	-2.2	4,000	46,917	-1,399
Jan02	010904	339.1	339.3	335.5	338.8	-2.8	808	11,367	+485
Mar02	010904	340.0	340.0	335.0	338.3	-1.9	153	5,520	+65
May02	010904	336.0	336.0	336.0	336.0	-2.0	15	883	+10
Total Volume and Open Interest							5,072	67,623	-743
Corn(CBOT)
Sep01	010904	217.75	219.00	217.00	218.50	-0.50	16,055	14,668	-2,352
Nov01	010904	226.50	226.50	226.00	226.50	-1.25	84	1,275	+62
Dec01	010904	231.25	232.00	229.75	231.25	-1.00	41,604	233,620	+2,079
Jan02	010904	235.00	235.00	235.00	235.00	-1.00	11	449	+6
Mar02	010904	242.50	243.50	241.50	243.00	-0.50	4,763	57,762	+956
May02	010904	247.00	248.00	245.75	247.50	-0.75	1,860	13,966	+73
Total Volume and Open Interest							67,469	357,192	+1,467
Wheat(CBOT)
Sep01	010904	276.00	277.00	271.50	276.50	-1.50	4,906	6,473	-3,543
Dec01	010904	287.50	288.00	284.00	287.50	-1.50	20,305	92,722	+993
Mar02	010904	297.50	297.75	294.25	297.50	-1.25	4,203	29,851	+223
May02	010904	300.50	300.50	298.50	300.00	-0.75	587	3,475	+46
Jul02	010904	302.50	303.50	301.00	303.50	+0.25	605	4,432	+224
Total Volume and Open Interest							30,625	137,799	-2,066
Wheat(KCBT)
Sep01	010904	298.00	298.25	295.00	297.50	-1.50	2,584	1,367	-1,606
Dec01	010904	311.75	311.75	307.00	309.25	-3.25	6,603	60,079	+1,226
Mar02	010904	323.00	323.00	320.00	322.25	-2.50	585	14,807	+68
May02	010904	329.00	329.00	327.50	329.00	-3.00	328	2,971	+46
Jul02	010904	333.00	335.50	333.00	335.50	-2.25	160	350	+145
Total Volume and Open Interest							10,260	79,578	-121
Wheat(MGE)
Sep01	010904	311.50	311.50	310.25	311.00	-0.50	1,258	703	-2,083
Dec01	010904	325.50	325.50	321.25	322.00	-4.00	2,755	17,206	+503
Mar02	010904	337.50	337.50	334.50	335.50	-4.25	113	2,562	+9
May02	010904	346.00	346.00	343.50	343.50	-4.00	30	620	+30
Jul02	010904	352.50	352.50	350.50	350.50	-4.50	1	137	-2
Total Volume and Open Interest							4,157	21,293	-1,543
Oats(CBOT)
Sep01	010904	142.00	142.00	140.50	141.50	+0.25	376	1,500	-326
Dec01	010904	140.75	143.25	140.75	143.00	+0.75	893	7,191	+217
Mar02	010904	142.50	144.00	142.50	144.00	+1.00	335	1,944	-226
May02	010904	143.50	145.00	143.50	145.00	+1.00	12	277	-9
Total Volume and Open Interest							1,616	10,927	-344
Rough Rice(MCE)
Sep01	010904	4.01	4.03	4.01	4.03	+0.05	98	387	+19
Nov01	010904	4.15	4.24	4.15	4.22	+0.07	141	2,589	+18
Jan02	010904	4.42	4.47	4.41	4.46	+0.05	102	797	+26
Mar02	010904	4.68	4.68	4.68	4.68	+0.05	20	631	+2
Total Volume and Open Interest							410	4,622	+100
Live Cattle(CME)
Oct01	010904	72.900	73.450	72.875	73.375	+0.225	8,427	44,208	+676
Dec01	010904	74.400	74.900	74.300	74.800	+0.200	3,579	25,017	-537
Feb02	010904	76.000	76.300	75.850	76.125	+0.075	1,545	20,643	+596
Apr02	010904	77.800	77.850	77.450	77.825	-0.025	602	8,294	+232
Jun02	010904	74.000	74.250	73.950	74.225	-0.100	1,761	9,166	+784
Aug02	010904	74.750	74.950	74.600	74.900	-0.300	94	647	+92
Total Volume and Open Interest							16,008	107,975	+1,243
Feeder Cattle(CME)
Sep01	010904	90.400	91.050	90.400	91.050	+0.650	439	2,216	-54
Oct01	010904	90.050	91.000	90.050	90.800	+0.650	1,854	5,518	-103
Nov01	010904	90.350	91.000	90.300	91.000	+0.525	863	3,631	+180
Jan02	010904	90.350	90.475	90.150	90.450	+0.150	291	1,897	+173
Mar02	010904	89.500	89.950	89.500	89.950	+0.150	12	315	+9
Apr02	010904	89.400	89.900	89.400	89.900	+0.100	9	242	+9
May02	010904	88.950	88.950	88.950	88.950	+0.150	0	101	+0
Total Volume and Open Interest							3,468	13,920	-1,773
Lean Hogs(CME)
Oct01	010904	58.400	59.700	58.400	59.625	+1.375	3,146	22,902	-78
Dec01	010904	54.650	56.250	54.650	56.100	+1.775	1,009	12,122	+43
Feb02	010904	55.850	57.000	55.850	56.850	+1.450	307	4,208	+5
Apr02	010904	58.000	58.700	57.750	58.500	+1.000	99	1,589	+12
Jun02	010904	66.150	66.450	65.850	66.450	+0.725	39	363	+13
Jul02	010904	63.500	63.550	63.500	63.550	+0.450	8	109	+0
Aug02	010904	61.000	61.450	61.000	61.450	+0.550	3	47	+3
Oct02	010904	55.000	55.000	54.975	54.975	+0.300	32	59	+23
Total Volume and Open Interest							4,668	41,758	+36
Pork Bellies(CME)
Feb02	010904	83.700	84.600	82.850	84.600	+3.000	854	2,368	+229
Mar02	010904	83.300	84.000	83.150	84.000	+3.000	25	37	+4
May02	010904	86.950	86.950	86.950	86.950	+2.950	4	25	+4
Jul02	010904	85.000	86.950	85.000	86.950	+2.950	2	6	+0
Aug02	010904	82.250	82.250	82.250	82.250	+3.000
Total Volume and Open Interest
Cocoa(NYBOT)
Sep01	010904	907	908	879	887	-40	32	129	-13
Dec01	010904	930	943	903	910	-39	6,976	30,212	-653
Mar02	010904	949	957	922	927	-37	1,858	21,270	+526
May02	010904	957	960	935	937	-36	549	9,595	+199
Jul02	010904	973	973	943	947	-36	278	5,861	-27
Sep02	010904	985	985	960	960	-36	161	5,972	+94
Dec02	010904	975	977	975	977	-36	421	10,145	+361
Total Volume and Open Interest							10,740	93,759	+799
Coffee "C"(NYBOT)
Sep01	010904	50.00	50.00	47.50	47.50	-3.00	240	279	-112
Dec01	010904	53.50	53.70	50.90	51.05	-3.30	4,889	36,780	-84
Mar02	010904	56.60	56.80	54.00	54.10	-3.25	1,020	8,987	+53
May02	010904	58.50	58.70	56.00	56.00	-3.05	96	3,052	+35
Jul02	010904	60.40	60.40	58.00	58.00	-3.05	84	2,414	-3
Sep02	010904	61.85	62.00	59.50	59.50	-2.95	52	1,358	+18
Total Volume and Open Interest							6,402	53,861	-83
Orange Juice(NYBOT)
Sep01	010904	80.00	81.40	80.00	81.40	+2.15	979	2,984	-367
Nov01	010904	78.85	80.90	78.85	80.20	+1.30	1,098	13,493	-103
Jan02	010904	81.60	83.50	81.60	82.50	+0.95	97	1,624	+54
Mar02	010904	86.00	86.00	85.00	85.80	+0.95	155	1,318	+111
May02	010904	88.80	88.80	88.80	88.80	+1.05	5	768	+5
Total Volume and Open Interest							2,334	20,404	-300
Sugar #11(NYBOT)
Oct01	010904	7.82	7.94	7.77	7.81	-0.10	14,510	69,708	-569
Mar02	010904	7.63	7.66	7.55	7.59	-0.04	8,363	35,187	+1,500
May02	010904	7.47	7.49	7.40	7.44	-0.03	786	8,691	+99
Jul02	010904	7.30	7.31	7.25	7.28	-0.02	1,300	12,812	+282
Oct02	010904	7.40	7.41	7.37	7.38	-0.02	432	5,084	+44
Total Volume and Open Interest							25,401	135,531	+1,364
London Cocoa(LCE)
Sep01	010904	674	675	659	668	-9	140	33,175	+0
Dec01	010904	701	702	682	692	-11	637	35,114	+0
Mar02	010904	722	725	708	716	-10	508	38,972	+0
May02	010904	740	742	724	733	-9	171	26,989	+0
Jul02	010904	751	751	737	745	-10	10	14,735	+0
Sep02	010904	762	762	750	755	-10	18	9,552	+0
Dec02	010904	779	780	762	772	-11	0	1,434	+0
Total Volume and Open Interest							1,484	162,258	+0
London Coffee(LCE)
Sep01	010904	454.00	459.00	454.00	458.00	unch	414	3,028	+0
Nov01	010904	474.00	479.00	473.00	475.00	unch	2,285	37,473	+0
Jan02	010904	490.00	493.00	488.00	490.00	unch	239	27,991	+0
Mar02	010904	510.00	510.00	506.00	508.00	unch	125	13,397	+0
May02	010904	526.00	530.00	523.00	525.00	unch	287	10,312	+0
Jul02	010904	538.00	540.00	538.00	540.00	unch	54	3,225	+0
Total Volume and Open Interest							3,404	98,500	+0
London Sugar(LCE)
Oct01	010904	233.20	234.80	231.40	232.00	-2.40	1,270	17,712	+0
Dec01	010904	230.00	231.50	227.50	228.00	-3.20	109	9,583	+0
Mar02	010904	231.90	232.20	228.50	229.00	-3.10	60	10,564	+0
May02	010904	229.70	229.70	226.50	226.50	-3.50	10	3,320	+0
Aug02	010904	221.60	221.60	220.00	220.00	-3.50	0	3,074	+0
Total Volume and Open Interest							1,449	45,499	+0
Cotton(NYBOT)
Oct01	010904	38.05	39.00	38.05	38.88	+0.94	113	3,521	-50
Dec01	010904	39.10	40.25	39.00	40.22	+1.25	3,137	43,603	+358
Mar02	010904	41.10	42.05	41.05	42.05	+1.17	347	7,850	-6
May02	010904	42.10	43.00	42.10	42.93	+1.12	92	5,010	+49
Jul02	010904	43.30	44.00	43.20	44.00	+1.00	37	3,709	+4
Oct02	010904	44.55	45.15	44.55	45.15	+0.90	0	222	-4
Total Volume and Open Interest							3,740	67,215	+359
Lumber(CME)
Sep01	010904	316.0	324.0	315.7	318.2	-0.2	245	1,131	+34
Nov01	010904	306.0	311.0	306.0	309.0	+2.8	137	987	-14
Jan02	010904	301.5	303.0	301.4	301.5	+2.5	32	478	+15
Mar02	010904	306.0	307.0	300.0	300.0	-0.2	0	38	+0
Total Volume and Open Interest							798
Crude Oil(NYM)
Oct01	010904	27.05	27.14	26.76	26.93	-0.27	47,548	124,095	-6,358
Nov01	010904	27.20	27.25	26.93	27.07	-0.28	24,922	63,355	+1,715
Dec01	010904	27.20	27.25	26.96	27.07	-0.27	16,165	54,958	+1,825
Jan02	010904	26.95	26.95	26.74	26.80	-0.24	2,000	26,046	+549
Feb02	010904	26.50	26.55	26.44	26.52	-0.22	796	12,779	+276
Mar02	010904	26.14	26.30	26.14	26.24	-0.21	251	10,293	+190
Apr02	010904	26.00	26.02	25.85	25.97	-0.20	172	10,964	+61
May02	010904	25.68	25.71	25.67	25.71	-0.18	51	7,848	+90
Jun02	010904	25.43	25.45	25.43	25.45	-0.16	2,546	24,908	+1,222
Jul02	010904	25.20	25.20	25.20	25.20	-0.16	0	7,648	+25
Total Volume and Open Interest							96,687	445,639	+1,209
Heating Oil(NYM)
Oct01	010904	76.90	77.00	75.60	76.11	-1.18	13,446	37,224	+88
Nov01	010904	77.60	77.60	76.30	76.65	-1.14	2,037	17,526	+872
Dec01	010904	78.00	78.20	76.90	77.25	-1.04	913	29,370	+393
Jan02	010904	78.20	78.20	77.30	77.45	-0.99	625	16,278	+428
Feb02	010904	77.40	77.40	76.65	76.65	-0.94	269	12,912	+228
Mar02	010904	74.70	74.70	74.05	74.05	-0.94	22	12,247	+8
Apr02	010904	72.00	72.00	71.30	71.30	-0.94	0	4,392	+0
May02	010904	69.30	69.30	68.70	68.70	-0.94	2	3,204	+0
Jun02	010904	68.05	68.05	67.50	67.50	-0.94	200	3,112	+100
Jul02	010904	67.60	67.60	67.60	67.60	-0.94	0	1,340	+0
Total Volume and Open Interest							24,574	143,960	-454
Unleaded Gas(NYM)
Oct01	010904	78.40	78.50	76.30	76.84	-1.81	15,902	37,058	+1,250
Nov01	010904	75.30	75.35	73.80	74.23	-1.42	3,177	10,467	+59
Dec01	010904	74.00	74.20	72.95	73.23	-1.42	3,378	5,742	+729
Jan02	010904	73.70	73.80	72.80	72.83	-1.37	752	4,876	+74
Feb02	010904	74.00	74.00	73.15	73.18	-1.34	120	3,356	-2
Mar02	010904	73.80	74.10	73.80	73.88	-1.32	600	4,366	+410
Apr02	010904	79.65	79.78	79.65	79.78	-1.22	85	7,986	+10
May02	010904	79.88	79.88	79.88	79.88	-1.32	0	5,150	+0
Total Volume and Open Interest							37,405	85,901	-2,259
Natural Gas(NYM)
Oct01	010904	2.290	2.400	2.255	2.359	-0.021	18,537	82,753	+1,094
Nov01	010904	2.605	2.720	2.590	2.670	-0.040	4,195	42,781	+1,772
Dec01	010904	2.935	3.050	2.920	2.995	-0.045	3,101	36,072	+444
Jan02	010904	3.090	3.200	3.070	3.140	-0.050	2,533	41,190	+267
Feb02	010904	3.080	3.160	3.060	3.108	-0.054	1,345	26,268	+113
Mar02	010904	3.030	3.095	3.000	3.038	-0.057	930	24,692	+90
Apr02	010904	2.940	2.995	2.910	2.945	-0.060	544	32,539	+2
May02	010904	2.950	3.010	2.950	2.965	-0.060	270	19,556	+214
Total Volume and Open Interest							32,709	498,471	+4,056
Brent Crude Oil(IPE)
Oct01	010904	26.58	26.60	26.13	26.26	-0.28	12,843	50,612	-1,724
Nov01	010904	26.53	26.60	26.18	26.20	-0.31	4,353	42,619	+277
Dec01	010904	26.24	26.36	25.97	26.01	-0.26	3,343	34,210	+135
Jan02	010904	25.88	25.95	25.64	25.64	-0.22	763	25,283	-370
Feb02	010904	25.59	25.67	25.36	25.36	-0.19	1,077	8,945	+612
Mar02	010904	25.29	25.29	25.06	25.06	-0.19	100	5,233	+0
Apr02	010904	25.00	25.00	24.78	24.78	-0.17	650	5,464	-300
May02	010904	24.60	24.63	24.50	24.50	-0.16	400	3,491	+290
Total Volume and Open Interest							23,629	210,735	-1,280
Gas Oil(IPE)
Sep01	010904	232.50	233.00	230.50	230.50	-2.00	5,542	21,779	-1,753
Oct01	010904	234.00	234.00	231.50	231.50	-2.50	3,290	26,060	-13
Nov01	010904	233.50	234.25	232.50	232.50	-2.00	146	15,278	-449
Dec01	010904	233.00	234.00	232.00	232.00	-2.25	164	27,939	-297
Jan02	010904	232.50	232.50	231.00	231.00	-2.00	50	10,537	+0
Feb02	010904	227.25	227.25	227.25	227.25	-2.25	0	5,678	+0
Mar02	010904	222.75	222.75	222.75	222.75	-2.25	0	4,188	-50
Apr02	010904	217.75	217.75	217.75	217.75	-2.25	0	2,546	+0
Total Volume and Open Interest							9,242	123,636	-2,562
US Dollar Index(NYBOT)
Sep01	010904	114.65	115.78	114.36	115.78	+2.24	57	6,444	-199
Dec01	010904	114.99	116.10	114.65	116.06	+2.18	1	2,086	-16
Mar02	010904	116.40	116.40	116.40	116.40	+2.18
Total Volume and Open Interest							58	8,530	-215
Australian Dollar(IMM)
Sep01	010904	52.27	52.45	51.80	51.89	-1.08	2,888	25,355	+12
Dec01	010904	52.20	52.30	51.70	51.72	-1.08	753	2,484	+446
Mar02	010904	51.55	51.55	51.55	51.55	-1.08	0	317	+0
Total Volume and Open Interest							3,102
British Pound(IMM)
Sep01	010904	144.78	145.04	144.04	144.16	-1.22	5,244	46,826	-908
Dec01	010904	144.20	144.44	143.60	143.64	-1.20	806	2,411	+299
Mar02	010904	143.02	143.02	143.02	143.02	-1.20	0	8	+0
Total Volume and Open Interest							6,050	49,246	-609
Canadian Dollar(IMM)
Sep01	010904	64.53	64.55	64.03	64.07	-0.43	11,257	52,531	+2,910
Dec01	010904	64.45	64.49	63.97	64.01	-0.43	2,308	7,078	+757
Mar02	010904	64.40	64.40	63.98	64.00	-0.41	29	1,195	-3
Jun02	010904	64.40	64.40	63.98	64.00	-0.39	8	448	+4
Total Volume and Open Interest							12,238
Japanese Yen(IMM)
Sep01	010904	83.85	84.40	83.68	83.81	-0.51	23,473	110,933	-235
Dec01	010904	84.53	85.12	84.40	84.53	-0.49	1,039	3,379	+416
Mar02	010904	85.27	85.27	85.27	85.27	-0.47	0	146	+0
Total Volume and Open Interest							24,518	114,653	+183
Deutsche Mark(IMM)
Sep01	010904	45.29	45.29	45.29	45.29	-1.22	0	339	+0
Dec01	010904	45.20	45.20	45.20	45.20	-1.22	1	2	+1
Total Volume and Open Interest							1	341	+1
Swiss Franc(IMM)
Sep01	010904	59.21	59.38	58.46	58.56	-1.45	15,463	64,312	-3,164
Dec01	010904	59.25	59.43	58.52	58.62	-1.44	700	2,577	+419
Mar02	010904	59.43	59.43	58.60	58.74	-1.43	2	74	+2
Total Volume and Open Interest							16,165	66,965	-2,743
EuroFX(IMM)
Sep01	010904	89.70	89.98	88.45	88.58	-2.39	26,026	106,023	-3,033
Dec01	010904	89.54	89.80	88.33	88.41	-2.38	1,766	5,711	+855
Mar02	010904	89.45	89.68	88.32	88.32	-2.38	0	700	+0
Total Volume and Open Interest							27,792	112,569	-2,178
Mexican Peso(IMM)
Sep01	010904	10865.0	10880.0	10815.0	10845.0	unch	3,115	27,720	-1,428
Dec01	010904	10630.0	10630.0	10595.0	10605.0	+5.0	54	1,895	+31
Total Volume and Open Interest							3,169	31,440	-1,397
30-Year T-Bonds(CBOT)
Sep01	010904	106~02	106~04	104~10	104~14	-1~19	26,521	148,952	-16,273
Dec01	010904	105~13	105~13	103~18	103~22	-1~20	162,822	392,936	+6,402
Mar02	010904	104~17	104~17	103~00	103~01	-1~20	48	4,555	+69
Total Volume and Open Interest							189,391	546,546	-9,802
Municipal Bonds(CBOT)
Sep01	010904	107~29	108~07	107~04	107~06	-0~25	269	9,248	-227
Dec01	010904	106~23	107~02	105~28	105~31	-0~25	299	2,206	+46
Total Volume and Open Interest							568	11,454	-181
10-Year T-Notes(CBOT)
Sep01	010904	107~065	107~080	106~055	106~070	-1~000	59,248	213,200	-31,613
Dec01	010904	106~220	106~220	105~095	105~120	-1~040	220,858	427,221	-707
Total Volume and Open Interest							280,106	640,883	-32,320
5-Year T-Notes(CBOT)
Sep01	010904	106~030	106~065	105~125	105~145	-0~245	39,470	177,413	-23,702
Dec01	010904	105~255	105~295	105~000	105~020	-0~280	70,493	295,625	+13,282
Mar02	010904	104~140	104~140	104~140	104~140	-0~280
Total Volume and Open Interest							109,963	473,038	-10,420
2 Year T-Notes(CBOT)
Sep01	010904	103~126	104~002	103~081	103~084	-0~048	7,114	26,568	-4,748
Dec01	010904	103~080	103~086	103~028	103~033	-0~055	9,835	50,037	+3,643
Total Volume and Open Interest							16,949	76,605	-1,105
3-Mth T-Bills(IMM)
Eurodollars(IMM)
Sep01	010904	96.567	96.573	96.470	96.480	-0.090	71,355	618,288	-11,191
Dec01	010904	96.570	96.585	96.385	96.400	-0.190	111,652	719,212	+3,930
Mar02	010904	96.460	96.485	96.245	96.255	-0.230	116,013	494,474	+8,171
Jun02	010904	96.180	96.220	95.950	95.960	-0.255	113,848	612,818	+334
Sep02	010904	95.830	95.870	95.590	95.610	-0.255	66,801	451,574	+10,026
Dec02	010904	95.435	95.465	95.190	95.215	-0.250	45,387	399,594	-3,175
Mar03	010904	95.180	95.220	94.950	94.970	-0.240	17,512	259,427	+391
Jun03	010904	94.910	94.945	94.695	94.710	-0.235	13,168	154,070	+1,053
Sep03	010904	94.700	94.725	94.505	94.505	-0.225	21,611	164,744	+10,751
Dec03	010904	94.475	94.500	94.285	94.290	-0.215	15,488	123,274	+53
Mar04	010904	94.420	94.445	94.225	94.235	-0.210	9,442	129,905	-583
Jun04	010904	94.305	94.310	94.115	94.115	-0.205	7,608	100,556	+92
Total Volume and Open Interest							652,951	4,862,876	+26,174
3-Mth Euro-Yen(IMM)
Sep01	010904	99.93	99.93	99.93	99.93	unch	436	22,765	+56
Dec01	010904	99.91	99.92	99.91	99.92	+0.01	189	17,091	+248
Mar02	010904	99.89	99.90	99.89	99.89	unch	86	9,008	+34
Jun02	010904	99.90	99.90	99.89	99.89	unch	85	7,715	+23
Sep02	010904	99.86	99.86	99.86	99.86	unch	181	6,800	+535
Dec02	010904	99.81	99.81	99.81	99.81	+0.01	100	789	+17
Mar03	010904	99.76	99.76	99.76	99.76	unch	0	180	-1
Jun03	010904	99.72	99.72	99.72	99.72	unch	0	37	+0
Sep03	010904	99.66	99.66	99.66	99.66	-0.03
Dec03	010904	99.54	99.54	99.54	99.54	-0.06	0	2	+0
Total Volume and Open Interest							1,077	64,607	+912
3-Mth Euro-Yen(SIMEX)
Sep01	010904	99.93	99.93	99.93	99.93	0.00	1,469	81,873	-450
Dec01	010904	99.91	99.92	99.91	99.91	unch	1,708	89,067	+928
Mar02	010904	99.89	99.90	99.89	99.89	0.00	854	60,734	+89
Jun02	010904	99.90	99.90	99.90	99.90	unch	1,954	54,837	+1,088
Sep02	010904	99.86	99.86	99.86	99.86	unch	1,832	24,633	+1,022
Dec02	010904	99.80	99.81	99.80	99.81	+0.01	195	8,125	+18
Mar03	010904	99.76	99.76	99.76	99.76	unch	5	13,390	+5
Jun03	010904	99.72	99.73	99.72	99.73	+0.01	39	11,947	-13
Total Volume and Open Interest							8,071	361,823	+2,692
Euro Notional Bond(MATIF)
Sep01	010904	90.25	90.25	89.33	89.45	-0.72	4,134	71,536	+740
Dec01	010904	88.54	88.54	88.54	88.54	-0.74	1	108	-7
Mar02	010904	89.04	89.04	89.04	89.04	-0.61
Total Volume and Open Interest							4,135	71,644	+733
3-Month Euribor(MATIF)
Sep01	010904	95.75	95.75	95.75	95.75	-0.05	0	2,411	+0
Dec01	010904	96.00	96.00	96.00	96.00	-0.10	0	2,845	+0
Mar02	010904	96.15	96.15	96.15	96.15	-0.15	0	2,592	+0
Total Volume and Open Interest							0	9,029	-20
German Euro-Bund(EUREX)
Sep01	010904	109.07	109.10	108.12	108.15	-1.04	221,560	489,396	-64,346
Dec01	010904	108.74	108.74	107.73	107.75	-1.04	116,251	262,179	+68,851
Mar02	010904	107.59	107.59	107.59	107.59	-1.04	3,339	750	+0
Total Volume and Open Interest							341,150	752,325	+4,505
German Euro-Bobl(EUREX)
Sep01	010904	107.38	107.38	106.56	106.58	-0.87	139,696	284,773	-40,213
Dec01	010904	107.60	107.60	106.72	106.73	-0.90	75,696	246,451	+23,939
Mar02	010904	106.38	106.38	106.38	106.38	-0.87	470	2,151	+0
Total Volume and Open Interest							215,862	533,375	-16,274
Long Gilt(LIFFE)
Sep01	010904	115~21	115~21	114~14	114~19	-1~07	6,412	26,380	-3,316
Dec01	010904	115~00	115~00	113~20	113~29	-1~08	7,522	61,310	+1,616
Total Volume and Open Interest							13,934	87,690	-1,700
3-Mth Short Sterling(LIFFE)
Sep01	010904	95.08	95.10	95.02	95.04	-0.05	19,312	0	+0
Dec01	010904	95.17	95.19	94.69	95.04	-0.15	16,114	0	+0
Mar02	010904	95.12	95.15	94.61	94.96	-0.19	15,956	0	+0
Total Volume and Open Interest							75,030
3-Mth Euribor(LIFFE)
Sep01	010904	95.790	95.790	95.745	95.760	-0.025	35,283	408,162	-5,764
Dec01	010904	96.105	96.105	95.980	96.015	-0.090	36,380	430,440	+684
Mar02	010904	96.300	96.300	96.135	96.170	-0.135	33,080	374,544	+3,110
Total Volume and Open Interest							165,827	2,045,411	+5,330
3-Mth Aus T-Bills(SFE)
Sep01	010904	95.24	95.24	95.20	95.21	-0.02	10,950	134,836	-5,670
Dec01	010904	95.44	95.45	95.38	95.39	-0.05	13,246	181,419	+12,582
Mar02	010904	95.37	95.38	95.30	95.31	-0.06	1,325	68,741	-317
Jun02	010904	95.17	95.18	95.10	95.10	-0.07	662	28,396	+373
Sep02	010904	94.92	94.93	94.83	94.84	-0.07	277	15,508	-10
Dec02	010904	94.69	94.69	94.60	94.61	-0.08	39	12,798	-59
Mar03	010904	94.50	94.50	94.42	94.43	-0.07	92	7,152	+50
Jun03	010904	94.36	94.36	94.29	94.29	-0.07	165	5,146	-20
Sep03	010904	94.27	94.27	94.18	94.19	-0.07	56	2,384	-1
Dec03	010904	94.18	94.18	94.09	94.09	-0.08	41	1,936	+0
Total Volume and Open Interest							26,621	461,743	+6,943
10-Year Aus T-Bonds(SFE)
Sep01	010904	94.38	94.38	94.23	94.27	-0.17	5,162	162,764	-1,907
Dec01	010904	94.24	94.24	94.24	94.24	-0.17	1	240	+114
Total Volume and Open Interest							11,914	164,797	+0
3-Year Aus T-Bonds(SFE)
Sep01	010904	95.04	95.05	94.95	94.95	-0.07	9,578	404,567	-3,159
Dec01	010904	94.95	94.95	94.86	94.86	-0.07	1	4,402	+202
Total Volume and Open Interest							9,579	408,969	-2,957
Gold(CMX)
Oct01	010904	273.6	273.8	272.0	272.3	-2.8	1,917	9,489	-198
Dec01	010904	274.8	275.2	273.3	273.7	-2.8	18,648	84,706	+350
Feb02	010904	275.0	275.0	274.7	274.7	-2.7	29	9,072	-3
Apr02	010904	275.6	275.6	275.6	275.6	-2.6	0	2,807	+0
Jun02	010904	277.5	277.8	276.0	276.6	-2.6	127	5,704	+7
Aug02	010904	277.5	277.5	277.5	277.5	-2.6	0	2,102	+0
Total Volume and Open Interest							21,224	123,502	+166
Silver(CMX)
Sep01	010904	415.5	416.0	413.5	414.2	-2.0	1,848	2,047	-4,038
Dec01	010904	419.0	420.0	418.0	418.7	-2.3	4,350	58,181	+709
Mar02	010904	424.5	424.5	422.9	422.9	-2.1	313	4,456	+222
May02	010904	425.0	425.0	425.0	425.0	-2.1	0	969	+0
Jul02	010904	427.2	427.2	427.2	427.2	-2.0	0	1,351	+0
Total Volume and Open Interest							6,511	72,236	-3,107
Platinum(NYM)
Oct01	010904	446.8	446.8	441.0	444.4	+1.4	197	4,979	-11
Jan02	010904	444.0	444.0	436.0	440.4	+2.4	4	1,115	-4
Total Volume and Open Interest							201	6,102	-15
Palladium(NYME)
Sep01	010904	445.00	456.00	445.00	456.00	+3.00	70	67	-65
Dec01	010904	451.80	458.00	451.80	458.00	+3.00	91	1,130	+60
Total Volume and Open Interest							161	1,197	-5
Copper(CMX)
Sep01	010904	66.90	67.30	66.65	67.30	-0.55	1,478	10,248	-3,664
Dec01	010904	67.90	68.10	67.25	67.90	-0.80	3,671	45,323	-880
Mar02	010904	68.60	69.00	68.50	68.95	-0.75	99	7,728	+0
May02	010904	69.65	69.70	69.55	69.55	-0.70	2	2,929	+2
Jul02	010904	70.40	70.40	70.00	70.00	-0.70	18	2,643	-13
Total Volume and Open Interest							5,359	89,823	-4,488
DJIA Index(CBOT)
Sep01	010904	9985	10200	9925	9989	+4	16,366	32,867	+54
Dec01	010904	10025	10240	9965	10028	+3	766	2,968	+172
Mar02	010904	10030	10260	10030	10074	+7	6	184	+4
Jun02	010904	10160	10160	10134	10134	+17	0	5	+0
Total Volume and Open Interest							17,138	36,030	+230
S & P 500(CME)
Sep01	010904	1136.00	1158.00	1130.00	1131.00	-4.10	73,713	381,741	-4,743
Dec01	010904	1142.50	1163.90	1136.50	1137.40	-4.10	11,203	137,083	+7,227
Mar02	010904	1143.90	1143.90	1143.90	1143.90	-3.60	117	1,660	+91
Jun02	010904	1152.20	1152.20	1152.20	1152.20	-3.30	4	568	+0
Total Volume and Open Interest							113,688
S & P 500 E-Mini(Globex)
Sep01	010904	1137.50	1158.50	1128.25	1131.00	-4.00	122,586	146,058	-298
Dec01	010904	1147.50	1164.50	1137.00	1137.50	-4.00	90	300	+24
Total Volume and Open Interest							122,676	146,358	-274
NASDAQ 100(CME)
Sep01	010904	1467.00	1508.00	1421.00	1426.50	-46.00	12,601	53,531	-1,115
Dec01	010904	1482.00	1516.00	1437.00	1439.50	-45.50	212	1,537	+5
Mar02	010904	1452.50	1452.50	1452.50	1452.50	-45.00	0	2	+0
Total Volume and Open Interest							22,528
NASDAQ 100 E-Mini(GLOBEX)
Sep01	010904	1461.0	1520.0	1422.0	1426.5	-46.0	90,894	148,877	+1,452
Dec01	010904	1509.5	1520.0	1435.5	1439.5	-45.5	57	75	+5
Total Volume and Open Interest							90,951	148,952	+1,457
NYSE Composite(NYBOT)
Sep01	010904	588.50	599.00	586.50	588.90	+0.40	1,431	4,300	-59
Dec01	010904	591.70	591.70	591.70	591.70	+0.40	2	756	+2
Mar02	010904	594.50	594.50	594.50	594.50	+0.40	0	360	+0
Total Volume and Open Interest							1,433	5,416	-57
S & P Midcap 400(CME)
Sep01	010904	495.25	500.70	490.50	491.00	-3.45	1,012	15,193	+23
Dec01	010904	494.20	494.20	494.20	494.20	-3.45	297	1,233	+297
Mar02	010904	499.60	499.60	499.60	499.60	-3.45
Total Volume and Open Interest							1,309	16,426	+320
Russell 2000(CME)
Sep01	010904	469.50	474.25	466.00	467.00	-2.15	1,818	21,878	-44
Dec01	010904	474.50	474.50	469.60	469.60	-2.10	1	18	+0
Mar02	010904	477.15	477.15	477.15	477.15	-2.15
Total Volume and Open Interest							1,819	21,896	-44
Value Line(KCBT)
Sep01	010904	1187.00	1197.00	1174.00	1174.00	-12.00	42	254	+3
Total Volume and Open Interest							47	262	+8
Nikkei 225(CME)
Sep01	010904	10690	10800	10620	10645	-150	1,341	18,696	+221
Dec01	010904	10700	10800	10620	10635	-150	38	171	+24
Total Volume and Open Interest							1,379	18,896	+245
Nikkei 225(SIMEX)
Sep01	010904	10400	10765	10320	10690	+270	15,644	118,773	+1,339
Dec01	010904	10380	10720	10300	10660	+270	386	3,559	+137
Mar02	010904	10665	10665	10665	10665	+270	0	200	+0
Total Volume and Open Interest							16,030	122,532	+1,476
CAC 40(MATIF)
Sep01	010904	4641.0	4735.0	4590.0	4687.0	+44.0	45,510	394,093	+8,310
Dec01	010904	4735.0	4735.0	4735.0	4735.0	+45.0	0	27,275	+0
Mar02	010904	4791.5	4791.5	4780.0	4780.0	+46.0	32	34,633	+22
Total Volume and Open Interest							52,580	484,624	+15,360
DAX Index(EUREX)
Sep01	010904	5178.0	5238.0	5044.5	5218.0	+107.0	34,531	145,965	+288
Dec01	010904	5234.0	5293.0	5102.0	5273.5	+108.0	1,469	9,311	-306
Mar02	010904	5280.0	5339.5	5151.0	5320.5	+111.0	105	6,126	+43
Total Volume and Open Interest							36,105	161,402	+25
FT-SE 100(LIFFE)
Sep01	010904	5356.00	5423.00	5295.00	5382.00	-15010.00	30,443	297,301	-2,331
Dec01	010904	5399.50	5455.50	5350.50	5429.00	-15423.00	7,114	35,992	+1,077
Mar02	010904	5425.50	5453.00	5412.50	5450.00	-15607.00	110	17,671	+44
Total Volume and Open Interest							37,667	350,964	-1,210
SPI 200(SFE)
Sep01	010904	3270.0	3289.0	3267.0	3280.0	-2.0	9,979	139,729	+2,526
Dec01	010904	3288.0	3300.0	3288.0	3298.0	-2.0	58	2,869	-65
Mar02	010904	3313.0	3313.0	3313.0	3313.0	-2.0	10	1,401	+10
Total Volume and Open Interest							10,377	145,301	+2,674
GSCI(CME)
Sep01	010904	202.50	202.50	200.60	201.50	-1.20	196	14,600	-78
Oct01	010904	202.50	203.40	202.10	202.70	-1.00	20	21	+19
Nov01	010904	204.50	204.50	204.50	204.50	-1.30	0	3	+0
Total Volume and Open Interest
Bridge CRB Index(NYBOT)
Nov01	010904	200.40	200.40	200.00	200.30	-1.00	12	406	-5
Jan02	010904	201.80	201.80	201.80	201.80	-1.00	0	405	+0
Feb02	010904	200.80	200.80	200.80	200.80	-1.00	0	201	+0
Total Volume and Open Interest							12	1,012	-5

Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions.

Copyright © 2001 Moore Research Center, Inc. All Rights Reserved.
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