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MRCI's End of Day 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