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MRCI's End of Day Prices
Daily Futures Price Listing Wed September 05, 2001
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Sep01 010905 478.00 480.00 472.00 473.00 -5.75 3,876 2,867 -1,278
Nov01 010905 483.50 486.00 477.00 478.25 -6.00 21,181 86,722 -243
Jan02 010905 489.50 492.50 484.00 485.00 -5.75 1,585 18,655 -69
Mar02 010905 496.00 498.50 490.00 491.25 -5.25 695 17,038 +125
May02 010905 496.50 498.00 490.50 491.75 -5.00 508 19,019 +135
Jul02 010905 497.50 500.00 492.50 493.75 -4.25 597 10,561 +76
Aug02 010905 490.00 490.00 490.00 490.00 -5.00 0 62 -3
Total Volume and Open Interest 28,612 157,270 -1,328
Soybean Meal(CBOT)
Sep01 010905 169.00 169.80 166.30 166.60 -2.70 3,205 6,739 -1,267
Oct01 010905 168.00 168.60 165.30 165.60 -2.80 7,920 20,228 +897
Dec01 010905 168.00 168.80 164.70 165.40 -3.20 10,352 56,651 +144
Jan02 010905 167.50 168.20 164.70 165.10 -2.70 1,713 14,004 +101
Mar02 010905 165.50 166.80 163.30 163.70 -2.70 692 11,458 +1
May02 010905 163.00 163.50 160.40 160.90 -2.40 799 8,872 +215
Jul02 010905 161.50 162.00 158.80 159.10 -2.70 369 5,984 +105
Aug02 010905 160.00 160.00 157.30 157.60 -2.40 39 1,723 -6
Total Volume and Open Interest 25,112 127,216 +205
Soybean Oil(CBOT)
Sep01 010905 16.53 16.73 16.53 16.61 +0.01 7,448 4,573 -1,891
Oct01 010905 16.70 16.82 16.65 16.67 unch 9,443 28,438 -114
Dec01 010905 16.88 17.12 16.88 16.93 unch 9,108 75,002 +200
Jan02 010905 17.18 17.30 17.14 17.14 +0.01 1,640 19,990 +433
Mar02 010905 17.40 17.55 17.35 17.35 unch 1,035 13,475 -119
May02 010905 17.70 17.80 17.63 17.63 -0.04 571 13,023 +140
Jul02 010905 17.98 17.98 17.90 17.92 -0.01 259 7,431 +39
Aug02 010905 17.90 17.90 17.90 17.90 -0.05 0 932 +0
Total Volume and Open Interest 29,619 165,213 -1,197
Canola(WCE)
Sep01 010905 333.0 333.0 333.0 333.0 +0.2 238 46 -238
Nov01 010905 336.7 339.5 335.7 337.1 +0.4 5,255 44,611 -2,306
Jan02 010905 338.5 341.0 337.6 339.0 +0.2 704 11,478 +111
Mar02 010905 338.5 340.0 338.0 339.0 +0.7 593 5,619 +99
May02 010905 338.0 338.0 338.0 338.0 +2.0 0 883 +0
Total Volume and Open Interest 6,804 65,292 -2,331
Corn(CBOT)
Sep01 010905 217.75 218.50 215.50 217.25 -1.25 12,316 10,412 -4,256
Nov01 010905 226.00 226.25 223.75 225.25 -1.25 7 1,265 -10
Dec01 010905 230.00 231.25 227.75 229.75 -1.50 35,569 230,732 -2,888
Jan02 010905 235.00 235.00 233.25 233.25 -1.75 2 451 +2
Mar02 010905 242.00 243.00 239.50 241.50 -1.50 2,871 58,440 +678
May02 010905 246.25 247.00 244.00 245.75 -1.75 972 14,230 +264
Total Volume and Open Interest 53,227 351,208 -5,984
Wheat(CBOT)
Sep01 010905 276.50 276.50 272.00 274.75 -1.75 1,826 4,490 -1,983
Dec01 010905 288.00 288.00 283.00 285.50 -2.00 15,393 93,153 +431
Mar02 010905 298.00 298.00 293.50 296.00 -1.50 4,673 31,259 +1,408
May02 010905 300.00 300.00 297.50 299.50 -0.50 44 3,461 -14
Jul02 010905 303.50 304.00 301.00 302.25 -1.25 885 4,533 +101
Total Volume and Open Interest 22,828 137,743 -56
Wheat(KCBT)
Sep01 010905 297.25 297.75 295.50 296.75 -0.75 664 913 -454
Dec01 010905 309.00 309.25 306.00 307.75 -1.50 5,001 61,287 +1,208
Mar02 010905 322.00 322.00 319.00 320.00 -2.25 664 15,125 +318
May02 010905 328.00 328.00 326.00 327.25 -1.75 224 3,182 +211
Jul02 010905 334.00 334.00 333.00 333.00 -2.50 42 345 -5
Total Volume and Open Interest 6,595 80,856 +1,278
Wheat(MGE)
Sep01 010905 311.00 311.00 306.50 306.75 -4.25 144 334 -369
Dec01 010905 322.25 322.25 318.50 319.25 -2.75 2,070 17,998 +792
Mar02 010905 335.50 335.50 332.00 332.50 -3.00 137 2,625 +63
May02 010905 342.00 342.25 340.50 340.50 -3.00 2 622 +2
Jul02 010905 349.50 349.50 347.75 347.75 -2.75 6 133 -4
Total Volume and Open Interest 2,360 21,777 +484
Oats(CBOT)
Sep01 010905 142.50 145.25 142.25 145.25 +3.75 259 1,359 -141
Dec01 010905 143.75 146.50 143.00 146.25 +3.25 795 7,014 -177
Mar02 010905 144.50 147.25 144.00 147.25 +3.25 12 1,951 +7
May02 010905 145.00 148.25 145.00 148.25 +3.25 3 278 +1
Total Volume and Open Interest 1,069 10,617 -310
Rough Rice(MCE)
Sep01 010905 4.06 4.12 4.01 4.12 +0.09 39 422 +35
Nov01 010905 4.24 4.34 4.20 4.30 +0.08 271 2,581 -8
Jan02 010905 4.50 4.55 4.44 4.54 +0.08 101 833 +36
Mar02 010905 4.72 4.76 4.70 4.76 +0.08 1 632 +1
Total Volume and Open Interest 412 4,686 +64
Live Cattle(CME)
Oct01 010905 73.325 73.450 72.925 73.350 -0.025 4,932 43,543 -665
Dec01 010905 74.650 74.900 74.450 74.800 unch 3,815 26,032 +1,015
Feb02 010905 76.000 76.300 75.950 76.200 +0.075 1,073 21,163 +520
Apr02 010905 77.750 77.975 77.500 77.925 +0.100 605 8,484 +190
Jun02 010905 74.000 74.300 73.925 74.200 -0.025 912 9,713 +547
Aug02 010905 74.900 74.900 74.850 74.900 unch 34 674 +27
Total Volume and Open Interest 11,371 109,609 +1,634
Feeder Cattle(CME)
Sep01 010905 91.025 91.450 91.000 91.375 +0.325 363 2,236 +20
Oct01 010905 90.900 91.300 90.675 91.100 +0.300 2,480 5,997 +479
Nov01 010905 90.925 91.300 90.800 91.225 +0.225 533 3,731 +100
Jan02 010905 90.350 90.800 90.350 90.800 +0.350 83 1,911 +14
Mar02 010905 89.750 89.950 89.700 89.950 unch 12 322 +7
Apr02 010905 89.850 89.900 89.600 89.850 -0.050 10 251 +9
May02 010905 88.950 88.950 88.950 88.950 unch 21 121 +20
Total Volume and Open Interest 3,502 14,569 +649
Lean Hogs(CME)
Oct01 010905 59.350 60.450 59.050 60.050 +0.425 4,498 21,980 -922
Dec01 010905 56.000 56.500 55.600 56.375 +0.275 4,415 11,973 -149
Feb02 010905 56.700 57.100 56.100 56.850 unch 545 4,414 +206
Apr02 010905 58.500 58.500 57.550 57.850 -0.650 341 1,668 +79
Jun02 010905 66.100 66.100 65.150 65.525 -0.925 39 367 +4
Jul02 010905 63.100 63.100 62.950 62.950 -0.600 4 110 +1
Aug02 010905 61.100 61.100 60.750 60.750 -0.700 11 52 +5
Oct02 010905 54.600 54.650 54.550 54.550 -0.425 12 65 +6
Total Volume and Open Interest 9,890 40,995 -763
Pork Bellies(CME)
Feb02 010905 84.250 85.275 83.400 84.700 +0.100 873 2,577 +209
Mar02 010905 83.900 84.700 83.400 84.700 +0.700 7 36 -1
May02 010905 85.500 87.000 85.500 87.000 +0.050 0 25 +0
Jul02 010905 86.775 87.300 86.775 87.300 +0.350 3 9 +3
Aug02 010905 82.850 84.850 82.850 84.850 +2.600 1 1 +1
Total Volume and Open Interest      
Cocoa(NYBOT)
Sep01 010905 892 892 857 870 -17 27 129 +0
Dec01 010905 908 908 885 898 -12 10,128 29,471 -741
Mar02 010905 924 925 906 915 -12 1,425 21,518 +248
May02 010905 921 928 921 925 -12 250 9,770 +175
Jul02 010905 940 940 929 935 -12 210 6,012 +151
Sep02 010905 953 954 938 948 -12 129 6,005 +33
Dec02 010905 967 971 959 963 -14 60 10,212 +67
Total Volume and Open Interest 13,099 93,320 -439
Coffee "C"(NYBOT)
Sep01 010905 48.45 48.50 47.75 48.50 +1.00 157 236 -43
Dec01 010905 51.50 52.25 51.10 52.10 +1.05 9,672 37,928 +1,148
Mar02 010905 54.70 55.20 54.15 55.00 +0.90 2,101 9,061 +74
May02 010905 56.60 57.00 56.20 56.80 +0.80 323 3,181 +129
Jul02 010905 58.60 58.90 58.00 58.55 +0.55 127 2,423 +9
Sep02 010905 60.25 60.75 59.90 59.95 +0.45 133 1,418 +60
Total Volume and Open Interest 12,610 55,247 +1,386
Orange Juice(NYBOT)
Sep01 010905 82.00 82.25 81.00 81.00 -0.40 168 2,920 -64
Nov01 010905 80.50 80.60 79.75 79.90 -0.30 1,056 13,239 -254
Jan02 010905 82.75 82.90 82.50 82.50 unch 102 1,616 -8
Mar02 010905 85.90 86.00 85.55 85.55 -0.25 117 1,402 +84
May02 010905 88.55 88.55 88.55 88.55 -0.25 0 768 +0
Total Volume and Open Interest 1,443 20,162 -242
Sugar #11(NYBOT)
Oct01 010905 7.74 7.96 7.72 7.93 +0.12 8,723 69,135 -573
Mar02 010905 7.55 7.74 7.52 7.71 +0.12 3,874 35,460 +273
May02 010905 7.36 7.54 7.35 7.54 +0.10 768 8,547 -144
Jul02 010905 7.23 7.37 7.22 7.37 +0.09 664 12,765 -47
Oct02 010905 7.33 7.47 7.33 7.47 +0.09 57 5,061 -23
Total Volume and Open Interest 14,190 135,098 -433
London Cocoa(LCE)
Sep01 010905 671 671 641 648 -20 1,010 32,651 -524
Dec01 010905 694 694 667 675 -17 4,235 36,078 +964
Mar02 010905 712 713 692 700 -16 3,046 39,985 +1,013
May02 010905 730 730 709 718 -15 846 27,534 +545
Jul02 010905 742 742 725 730 -15 197 14,801 +66
Sep02 010905 753 754 732 737 -18 36 9,586 +34
Dec02 010905 770 770 747 753 -19 335 1,704 +270
Total Volume and Open Interest 9,845 164,666 +2,408
London Coffee(LCE)
Sep01 010905 451.00 458.00 449.00 450.00 -8.00 562 2,238 -790
Nov01 010905 470.00 473.00 465.00 466.00 -9.00 1,296 36,636 -837
Jan02 010905 485.00 488.00 480.00 482.00 -8.00 273 28,141 +150
Mar02 010905 502.00 505.00 498.00 500.00 -8.00 354 13,647 +250
May02 010905 520.00 523.00 517.00 518.00 -7.00 391 10,777 +465
Jul02 010905 540.00 540.00 531.00 532.00 -8.00 28 3,277 +52
Total Volume and Open Interest 2,904 97,790 -710
London Sugar(LCE)
Oct01 010905 232.10 232.50 229.10 232.10 +0.10 2,894 15,022 -2,690
Dec01 010905 228.20 229.20 226.00 229.20 +1.20 1,472 9,897 +314
Mar02 010905 227.40 230.20 227.40 230.20 +1.20 403 10,675 +111
May02 010905 225.40 228.20 225.40 228.20 +1.70 16 3,346 +26
Aug02 010905 220.80 221.70 220.00 221.70 +1.70 22 3,074 +0
Total Volume and Open Interest 4,828 43,260 -2,239
Cotton(NYBOT)
Oct01 010905 38.60 38.65 37.61 38.25 -0.63 532 3,509 -12
Dec01 010905 40.00 40.00 38.91 39.58 -0.64 8,058 42,920 -683
Mar02 010905 41.70 41.75 40.85 41.40 -0.65 624 7,873 +23
May02 010905 42.70 42.85 42.00 42.35 -0.58 140 5,018 +8
Jul02 010905 43.80 43.80 42.90 43.40 -0.60 70 3,683 -26
Oct02 010905 44.65 44.65 44.65 44.65 -0.50 12 228 +6
Total Volume and Open Interest 9,447 66,536 -679
Lumber(CME)
Sep01 010905 312.0 315.0 306.0 306.2 -12.0 627 1,071 -60
Nov01 010905 306.0 307.0 299.9 301.3 -7.7 323 1,034 +47
Jan02 010905 299.3 301.0 297.3 297.7 -3.8 63 489 +11
Mar02 010905 297.2 297.2 297.2 297.2 -2.8 7 43 +5
Total Volume and Open Interest 1,049    
Crude Oil(NYM)
Oct01 010905 26.83 27.23 26.76 26.95 +0.02 55,640 125,556 +1,461
Nov01 010905 27.00 27.35 26.96 27.13 +0.06 30,013 66,413 +3,058
Dec01 010905 27.03 27.34 26.98 27.10 +0.03 16,172 55,190 +232
Jan02 010905 26.80 27.00 26.75 26.83 +0.03 4,663 28,148 +2,102
Feb02 010905 26.50 26.72 26.50 26.54 +0.02 579 12,913 +134
Mar02 010905 26.20 26.40 26.20 26.26 +0.02 422 9,926 -367
Apr02 010905 25.95 26.00 25.95 25.98 +0.01 2,676 9,856 -1,108
May02 010905 25.71 25.71 25.71 25.71 unch 1,432 8,346 +498
Jun02 010905 25.40 25.60 25.40 25.44 -0.01 2,462 23,333 -1,575
Jul02 010905 25.18 25.18 25.18 25.18 -0.02 0 7,147 -501
Total Volume and Open Interest 118,738 448,693 +3,054
Heating Oil(NYM)
Oct01 010905 76.00 77.30 75.30 76.71 +0.60 12,743 37,165 -59
Nov01 010905 76.40 77.70 76.20 77.23 +0.58 2,720 17,719 +193
Dec01 010905 77.00 78.25 76.60 77.78 +0.53 3,168 29,314 -56
Jan02 010905 77.15 78.40 77.00 77.98 +0.53 1,506 16,215 -63
Feb02 010905 76.50 77.50 76.50 77.18 +0.53 325 12,741 -171
Mar02 010905 74.30 74.90 74.20 74.58 +0.53 82 12,105 -142
Apr02 010905 71.20 72.10 71.20 71.83 +0.53 104 4,315 -77
May02 010905 69.45 69.45 69.23 69.23 +0.53 1 3,169 -35
Jun02 010905 67.80 68.03 67.80 68.03 +0.53 46 3,138 +26
Jul02 010905 68.00 68.13 67.60 68.13 +0.53 0 1,340 +0
Total Volume and Open Interest 20,695 141,901 -2,059
Unleaded Gas(NYM)
Oct01 010905 76.50 79.00 76.30 78.83 +1.99 15,018 36,776 -282
Nov01 010905 74.00 75.75 74.00 75.56 +1.33 3,554 10,782 +315
Dec01 010905 73.90 74.30 73.70 74.26 +1.03 2,272 4,948 -794
Jan02 010905 73.50 73.78 73.50 73.78 +0.95 167 4,924 +48
Feb02 010905 74.10 74.10 73.90 74.03 +0.85 419 3,448 +92
Mar02 010905 74.65 74.68 74.65 74.68 +0.80 258 4,456 +90
Apr02 010905 80.30 80.53 80.30 80.53 +0.75 1,992 7,646 -340
May02 010905 80.58 80.58 80.58 80.58 +0.70 0 5,026 -124
Total Volume and Open Interest 23,711 82,746 -3,155
Natural Gas(NYM)
Oct01 010905 2.390 2.470 2.370 2.420 +0.061 24,276 82,178 -575
Nov01 010905 2.695 2.770 2.680 2.724 +0.054 6,745 43,235 +454
Dec01 010905 3.030 3.090 3.010 3.047 +0.052 3,754 36,414 +342
Jan02 010905 3.180 3.225 3.160 3.192 +0.052 3,784 41,699 +509
Feb02 010905 3.150 3.200 3.125 3.159 +0.051 1,982 25,466 -802
Mar02 010905 3.080 3.140 3.060 3.087 +0.049 1,910 25,067 +375
Apr02 010905 2.990 3.030 2.970 2.992 +0.047 599 32,311 -228
May02 010905 3.010 3.030 2.990 3.012 +0.047 909 19,725 +169
Total Volume and Open Interest 53,491 502,531 +4,060
Brent Crude Oil(IPE)
Oct01 010905 26.24 26.60 26.06 26.32 +0.06 32,169 45,616 -4,996
Nov01 010905 26.29 26.55 26.12 26.25 +0.05 14,241 44,756 +2,137
Dec01 010905 26.04 26.30 25.92 26.03 +0.02 7,517 37,255 +3,045
Jan02 010905 25.63 25.83 25.57 25.65 +0.01 2,654 25,874 +591
Feb02 010905 25.40 25.54 25.28 25.37 +0.01 1,759 9,663 +718
Mar02 010905 25.10 25.10 25.07 25.07 +0.01 626 5,160 -73
Apr02 010905 24.75 24.77 24.75 24.77 -0.01 245 5,573 +109
May02 010905 24.47 24.47 24.47 24.47 -0.03 109 3,391 -100
Total Volume and Open Interest 60,620 212,656 +1,921
Gas Oil(IPE)
Sep01 010905 231.25 234.25 229.00 234.00 +3.50 8,052 20,837 -942
Oct01 010905 231.50 235.25 230.00 235.00 +3.50 6,619 25,709 -351
Nov01 010905 231.00 235.25 230.75 235.25 +2.75 2,213 15,196 -82
Dec01 010905 230.50 234.00 230.25 234.00 +2.00 971 28,079 +140
Jan02 010905 229.00 232.75 229.00 232.75 +1.75 581 10,400 -137
Feb02 010905 229.00 229.00 229.00 229.00 +1.75 0 5,678 +0
Mar02 010905 224.25 224.25 224.25 224.25 +1.50 0 4,188 +0
Apr02 010905 219.00 219.00 219.00 219.00 +1.25 0 2,546 +0
Total Volume and Open Interest 18,736 122,184 -1,452
US Dollar Index(NYBOT)
Sep01 010905 115.50 115.73 115.38 115.68 -0.10 2,001 6,013 -431
Dec01 010905 115.80 116.02 115.69 115.99 -0.10 585 2,156 +70
Mar02 010905 116.15 116.30 116.15 116.30 -0.10      
Total Volume and Open Interest 2,586 8,169 -361
Australian Dollar(IMM)
Sep01 010905 52.07 52.15 51.85 52.04 +0.15 6,547 23,500 -1,855
Dec01 010905 51.75 52.00 51.75 51.88 +0.16 466 2,617 +133
Mar02 010905 51.85 51.85 51.72 51.72 +0.17 0 317 +0
Total Volume and Open Interest 917    
British Pound(IMM)
Sep01 010905 144.52 145.86 144.48 145.74 +1.58 7,111 45,795 -1,031
Dec01 010905 144.00 145.26 144.00 145.24 +1.60 491 2,663 +252
Mar02 010905 144.80 144.80 144.62 144.62 +1.60 0 8 +0
Total Volume and Open Interest 7,602 48,467 -779
Canadian Dollar(IMM)
Sep01 010905 64.07 64.24 64.01 64.22 +0.15 13,477 54,253 +1,722
Dec01 010905 64.01 64.18 63.94 64.16 +0.15 3,463 9,506 +2,428
Mar02 010905 64.00 64.15 64.00 64.15 +0.15 111 1,249 +54
Jun02 010905 64.15 64.15 64.15 64.15 +0.15 34 473 +25
Total Volume and Open Interest 7,410    
Japanese Yen(IMM)
Sep01 010905 83.15 83.26 82.80 82.92 -0.89 16,479 110,186 -747
Dec01 010905 83.83 83.96 83.51 83.63 -0.90 2,393 5,356 +1,977
Mar02 010905 84.36 84.36 84.36 84.36 -0.91 0 146 +0
Total Volume and Open Interest 18,872 115,883 +1,230
Deutsche Mark(IMM)
Sep01 010905 45.40 45.40 45.32 45.32 +0.03 0 339 +0
Dec01 010905 45.23 45.23 45.23 45.23 +0.03 0 2 +0
Total Volume and Open Interest 0 341 +0
Swiss Franc(IMM)
Sep01 010905 58.82 58.90 58.58 58.63 +0.07 19,238 59,584 -4,728
Dec01 010905 58.90 58.96 58.64 58.69 +0.07 1,577 3,549 +972
Mar02 010905 58.92 58.92 58.81 58.81 +0.07 8 77 +3
Total Volume and Open Interest 20,826 63,213 -3,752
EuroFX(IMM)
Sep01 010905 88.83 89.01 88.57 88.63 +0.05 38,526 97,105 -8,918
Dec01 010905 88.70 88.83 88.40 88.46 +0.05 7,037 10,260 +4,549
Mar02 010905 88.53 88.72 88.37 88.37 +0.05 159 826 +126
Total Volume and Open Interest 45,724 108,326 -4,243
Mexican Peso(IMM)
Sep01 010905 10832.5 10832.5 10760.0 10802.5 -42.5 2,424 27,550 -170
Dec01 010905 10575.0 10575.0 10545.0 10567.5 -37.5 154 1,939 +44
Total Volume and Open Interest 2,578 31,314 -126
30-Year T-Bonds(CBOT)
Sep01 010905 104~20 104~26 104~16 104~19 +0~05 51,792 122,746 -26,206
Dec01 010905 103~28 104~04 103~24 103~27 +0~05 326,097 401,779 +8,843
Mar02 010905 103~10 103~10 103~03 103~06 +0~05 969 4,597 +42
Total Volume and Open Interest 378,858 529,225 -17,321
Municipal Bonds(CBOT)
Sep01 010905 107~08 107~11 107~05 107~09 +0~03 1,830 8,368 -880
Dec01 010905 106~02 106~06 106~00 106~02 +0~03 1,591 2,849 +643
Total Volume and Open Interest 3,421 11,217 -237
10-Year T-Notes(CBOT)
Sep01 010905 106~145 106~165 106~090 106~120 +0~050 71,730 194,772 -18,428
Dec01 010905 105~205 105~230 105~135 105~175 +0~055 356,092 463,069 +35,848
Total Volume and Open Interest 427,822 658,303 +17,420
5-Year T-Notes(CBOT)
Sep01 010905 105~190 105~220 105~190 105~190 +0~045 25,521 163,368 -14,045
Dec01 010905 105~075 105~105 105~050 105~065 +0~045 130,882 309,411 +13,786
Mar02 010905 104~205 104~205 104~205 104~205 +0~065      
Total Volume and Open Interest 156,403 472,779 -259
2 Year T-Notes(CBOT)
Sep01 010905 103~092 103~106 103~092 103~099 +0~015 6,178 24,098 -2,470
Dec01 010905 103~044 103~054 103~043 103~049 +0~017 14,912 53,384 +3,347
Total Volume and Open Interest 21,090 77,482 +877
3-Mth T-Bills(IMM)
Eurodollars(IMM)
Sep01 010905 96.507 96.530 96.505 96.510 +0.030 120,644 607,320 -10,968
Dec01 010905 96.445 96.480 96.425 96.450 +0.050 298,766 730,755 +11,543
Mar02 010905 96.305 96.360 96.285 96.320 +0.065 324,747 527,109 +32,635
Jun02 010905 96.015 96.070 95.995 96.040 +0.080 242,953 598,666 -14,152
Sep02 010905 95.665 95.710 95.650 95.690 +0.080 127,275 434,342 -17,232
Dec02 010905 95.245 95.315 95.245 95.290 +0.075 80,378 394,040 -5,554
Mar03 010905 95.020 95.075 95.015 95.050 +0.080 36,642 254,307 -5,120
Jun03 010905 94.760 94.810 94.755 94.785 +0.075 23,524 153,907 -163
Sep03 010905 94.550 94.595 94.550 94.575 +0.070 13,609 162,379 -2,365
Dec03 010905 94.330 94.380 94.330 94.360 +0.070 12,556 123,955 +681
Mar04 010905 94.275 94.325 94.275 94.300 +0.065 12,347 128,919 -986
Jun04 010905 94.155 94.185 94.155 94.180 +0.065 9,937 99,893 -663
Total Volume and Open Interest 1,365,601 4,858,124 -4,752
3-Mth Euro-Yen(IMM)
Sep01 010905 99.93 99.93 99.93 99.93 unch 1,902 22,152 -613
Dec01 010905 99.92 99.92 99.92 99.92 unch 2,161 17,678 +587
Mar02 010905 99.90 99.90 99.90 99.90 unch 88 8,999 -9
Jun02 010905 99.90 99.91 99.90 99.90 unch 705 8,056 +341
Sep02 010905 99.87 99.87 99.86 99.87 unch 110 6,656 -144
Dec02 010905 99.82 99.82 99.82 99.82 +0.01 16 690 -99
Mar03 010905 99.77 99.77 99.77 99.77 +0.01 55 235 +55
Jun03 010905 99.73 99.73 99.73 99.73 +0.01 0 37 +0
Sep03 010905 99.66 99.66 99.66 99.66 unch      
Dec03 010905 99.54 99.54 99.54 99.54 unch 0 2 +0
Total Volume and Open Interest 5,037 64,725 +118
3-Mth Euro-Yen(SIMEX)
Sep01 010905 99.93 99.93 99.93 99.93 0.00 2,164 80,981 -892
Dec01 010905 99.92 99.92 99.92 99.92 +0.01 4,845 90,253 +1,186
Mar02 010905 99.89 99.90 99.89 99.90 +0.01 2,744 61,743 +1,009
Jun02 010905 99.90 99.91 99.90 99.90 unch 1,292 55,685 +848
Sep02 010905 99.86 99.87 99.86 99.87 +0.01 1,801 25,448 +815
Dec02 010905 99.81 99.82 99.81 99.82 +0.01 462 8,367 +242
Mar03 010905 99.76 99.77 99.76 99.77 +0.00 14 13,395 +5
Jun03 010905 99.73 99.74 99.73 99.74 +0.01 688 11,923 -24
Total Volume and Open Interest 14,015 365,007 +3,184
Euro Notional Bond(MATIF)
Sep01 010905 89.33 89.57 89.32 89.41 -0.04 12,675 69,486 -2,050
Dec01 010905 88.43 88.53 88.42 88.42 -0.12 89 186 +78
Mar02 010905 89.03 89.03 89.03 89.03 -0.01      
Total Volume and Open Interest 12,764 69,672 -1,972
3-Month Euribor(MATIF)
Sep01 010905 95.75 95.75 95.75 95.75 unch 0 2,411 +0
Dec01 010905 96.00 96.00 96.00 96.00 unch 0 2,845 +0
Mar02 010905 96.15 96.15 96.15 96.15 unch 0 2,592 +0
Total Volume and Open Interest 0 9,029 +0
German Euro-Bund(EUREX)
Sep01 010905 108.25 108.39 108.11 108.24 +0.09 903,409 338,272 -151,124
Dec01 010905 107.81 107.98 107.70 107.81 +0.06 413,525 480,375 +218,196
Mar02 010905 107.71 107.74 107.69 107.69 +0.10 3,426 2,466 +1,716
Total Volume and Open Interest 1,320,360 821,113 +68,788
German Euro-Bobl(EUREX)
Sep01 010905 106.64 106.77 106.52 106.54 -0.04 483,779 204,194 -80,579
Dec01 010905 106.78 106.99 106.74 106.82 +0.09 244,098 341,936 +95,485
Mar02 010905 106.47 106.47 106.47 106.47 +0.09 904 2,151 +0
Total Volume and Open Interest 728,781 548,281 +14,906
Long Gilt(LIFFE)
Sep01 010905 114~14 114~22 114~07 114~13 -0~06 9,468 20,250 -6,130
Dec01 010905 113~27 114~02 113~15 113~23 -0~06 40,229 58,244 -3,066
Total Volume and Open Interest 49,697 78,494 -9,196
3-Mth Short Sterling(LIFFE)
Sep01 010905 95.04 95.08 95.03 95.07 +0.03 30,544 0 +0
Dec01 010905 95.04 95.09 95.01 95.07 +0.03 46,746 0 +0
Mar02 010905 94.94 94.99 94.91 94.97 +0.01 62,291 0 +0
Total Volume and Open Interest 205,457    
3-Mth Euribor(LIFFE)
Sep01 010905 95.750 95.755 95.740 95.745 -0.015 119,374 391,640 -16,522
Dec01 010905 95.995 96.030 95.990 96.000 -0.015 120,287 428,302 -2,138
Mar02 010905 96.155 96.185 96.140 96.150 -0.020 151,845 367,789 -6,755
Total Volume and Open Interest 566,771 2,026,164 -19,247
3-Mth Aus T-Bills(SFE)
Sep01 010905 95.18 95.24 95.15 95.19 -0.02 9,341 131,775 -3,061
Dec01 010905 95.31 95.34 95.22 95.24 -0.15 16,888 182,809 +1,390
Mar02 010905 95.19 95.19 95.08 95.10 -0.21 3,077 68,272 -469
Jun02 010905 94.93 94.94 94.84 94.86 -0.24 1,218 28,288 -108
Sep02 010905 94.65 94.68 94.59 94.59 -0.25 633 15,730 +222
Dec02 010905 94.43 94.43 94.35 94.36 -0.25 365 12,912 +114
Mar03 010905 94.24 94.24 94.16 94.16 -0.27 275 7,129 -23
Jun03 010905 94.10 94.10 94.02 94.02 -0.27 200 5,246 +100
Sep03 010905 93.92 93.92 93.91 93.91 -0.28 265 2,539 +155
Dec03 010905 93.90 93.90 93.82 93.82 -0.27 165 2,051 +115
Total Volume and Open Interest 32,627 460,265 -1,478
10-Year Aus T-Bonds(SFE)
Sep01 010905 94.18 94.23 94.18 94.18 -0.19 2,879 177,695 +14,931
Dec01 010905 94.15 94.15 94.15 94.15 -0.19 114 209 -31
Total Volume and Open Interest 7,876 163,004 -1,793
3-Year Aus T-Bonds(SFE)
Sep01 010905 94.85 94.85 94.70 94.74 -0.21 28,717 397,930 -6,637
Dec01 010905 94.61 94.61 94.58 94.60 -0.26 999 5,150 +748
Total Volume and Open Interest 29,716 403,080 -5,889
Gold(CMX)
Oct01 010905 272.5 273.0 271.8 272.7 +0.4 1,987 9,449 -40
Dec01 010905 274.3 274.8 273.2 274.1 +0.4 18,862 82,446 -2,260
Feb02 010905 274.3 275.1 274.3 275.1 +0.4 1,216 9,600 +528
Apr02 010905 275.3 276.5 275.3 276.0 +0.4 227 2,712 -95
Jun02 010905 276.6 277.0 276.5 277.0 +0.4 43 5,690 -14
Aug02 010905 277.9 277.9 277.9 277.9 +0.4 156 2,166 +64
Total Volume and Open Interest 22,506 121,687 -1,815
Silver(CMX)
Sep01 010905 414.5 416.0 414.5 414.9 +0.7 538 1,670 -377
Dec01 010905 419.5 420.5 419.0 419.3 +0.6 3,140 58,883 +702
Mar02 010905 423.5 423.5 422.5 423.5 +0.6 77 4,461 +5
May02 010905 425.6 425.6 425.6 425.6 +0.6 50 949 -20
Jul02 010905 427.8 427.8 427.8 427.8 +0.6 0 1,351 +0
Total Volume and Open Interest 3,808 72,547 +311
Platinum(NYM)
Oct01 010905 445.5 446.0 441.5 441.5 -2.9 209 4,883 -96
Jan02 010905 440.0 442.0 437.0 437.0 -3.4 36 1,137 +22
Total Volume and Open Interest 245 6,028 -74
Palladium(NYME)
Sep01 010905 463.15 463.15 463.15 463.15 +7.15 26 27 -40
Dec01 010905 460.00 465.80 460.00 465.15 +7.15 37 1,164 +34
Total Volume and Open Interest 63 1,191 -6
Copper(CMX)
Sep01 010905 66.90 67.45 66.90 67.10 -0.20 953 9,701 -547
Dec01 010905 67.60 68.15 67.50 67.75 -0.15 10,304 47,970 +2,647
Mar02 010905 69.10 69.10 68.70 68.75 -0.20 74 7,761 +33
May02 010905 69.35 69.80 69.30 69.30 -0.25 118 2,955 +26
Jul02 010905 70.50 70.50 69.75 69.75 -0.25 4 2,646 +3
Total Volume and Open Interest 11,711 92,144 +2,321
DJIA Index(CBOT)
Sep01 010905 9980 10080 9890 10045 +56 32,971 33,563 +696
Dec01 010905 10005 10115 9930 10087 +59 2,798 3,944 +976
Mar02 010905 10080 10130 10030 10130 +56 118 290 +106
Jun02 010905 10180 10180 10180 10180 +46 50 50 +45
Total Volume and Open Interest 35,937 37,853 +1,823
S & P 500(CME)
Sep01 010905 1132.00 1138.00 1115.50 1133.50 +2.50 107,371 380,483 -1,258
Dec01 010905 1138.50 1144.00 1122.00 1140.00 +2.60 17,918 147,268 +10,185
Mar02 010905 1135.10 1149.50 1131.00 1146.30 +2.40 53 1,696 +36
Jun02 010905 1155.70 1155.70 1155.70 1155.70 +3.50 1 567 -1
Total Volume and Open Interest 143,782    
S & P 500 E-Mini(Globex)
Sep01 010905 1131.00 1138.50 1115.00 1133.50 +2.50 199,048 155,406 +9,348
Dec01 010905 1136.00 1147.50 1121.25 1140.00 +2.50 479 521 +221
Total Volume and Open Interest 199,527 155,927 +9,569
NASDAQ 100(CME)
Sep01 010905 1427.00 1443.00 1373.00 1419.00 -7.50 26,081 54,729 +1,198
Dec01 010905 1440.00 1443.00 1390.00 1431.50 -8.00 316 1,715 +178
Mar02 010905 1444.00 1444.00 1444.00 1444.00 -8.50 0 2 +0
Total Volume and Open Interest 31,048    
NASDAQ 100 E-Mini(GLOBEX)
Sep01 010905 1426.0 1444.0 1371.5 1419.0 -7.5 160,800 147,565 -1,312
Dec01 010905 1433.0 1455.0 1384.0 1431.5 -8.0 226 148 +73
Total Volume and Open Interest 161,026 147,713 -1,239
NYSE Composite(NYBOT)
Sep01 010905 590.30 590.30 583.80 588.50 -0.40 1,763 3,864 -436
Dec01 010905 591.00 591.70 585.50 591.30 -0.40 0 755 -1
Mar02 010905 594.20 594.20 594.20 594.20 -0.30 0 360 +0
Total Volume and Open Interest 1,763 4,979 -437
S & P Midcap 400(CME)
Sep01 010905 491.50 493.00 482.75 487.50 -3.50 1,720 15,159 -34
Dec01 010905 491.50 491.50 490.65 490.65 -3.55 270 1,442 +209
Mar02 010905 496.10 496.10 496.10 496.10 -3.50      
Total Volume and Open Interest 1,990 16,601 +175
Russell 2000(CME)
Sep01 010905 468.00 468.25 459.00 463.25 -3.75 3,003 21,785 -93
Dec01 010905 464.25 465.85 464.25 465.85 -3.75 153 170 +152
Mar02 010905 473.40 473.40 473.40 473.40 -3.75      
Total Volume and Open Interest 3,156 21,955 +59
Value Line(KCBT)
Sep01 010905 1172.00 1173.00 1153.00 1165.00 -9.00 152 275 +21
Total Volume and Open Interest 152 283 +21
Nikkei 225(CME)
Sep01 010905 10600 10640 10440 10520