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MRCI's End of Day Prices
Daily Futures Price Listing Thu September 06, 2001
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Sep01 010906 468.50 469.50 464.00 464.00 -9.00 2,825 2,019 -848
Nov01 010906 473.50 475.25 470.00 470.25 -8.00 26,189 89,103 +2,381
Jan02 010906 480.00 481.50 476.50 477.00 -8.00 2,409 18,673 +18
Mar02 010906 486.50 488.00 483.00 483.25 -8.00 1,674 17,512 +474
May02 010906 486.50 488.00 483.50 484.00 -7.75 1,335 19,280 +261
Jul02 010906 488.00 490.00 485.50 486.25 -7.50 753 10,691 +130
Aug02 010906 482.00 482.00 482.00 482.00 -8.00 0 62 +0
Total Volume and Open Interest 35,277 159,716 +2,446
Soybean Meal(CBOT)
Sep01 010906 165.60 165.90 164.60 165.00 -1.60 3,355 5,793 -946
Oct01 010906 164.00 165.10 163.70 164.20 -1.40 5,382 19,214 -1,014
Dec01 010906 163.70 165.00 163.10 163.80 -1.60 11,728 56,691 +40
Jan02 010906 163.80 164.70 163.20 163.50 -1.60 1,159 14,135 +131
Mar02 010906 162.30 163.20 161.50 162.30 -1.40 548 11,590 +132
May02 010906 160.50 160.50 159.30 159.50 -1.40 359 8,924 +52
Jul02 010906 158.50 159.00 157.50 157.60 -1.50 373 6,098 +114
Aug02 010906 157.00 157.50 156.20 156.20 -1.40 43 1,719 -4
Total Volume and Open Interest 23,162 125,916 -1,300
Soybean Oil(CBOT)
Sep01 010906 16.55 16.57 16.22 16.27 -0.34 5,755 3,365 -1,208
Oct01 010906 16.58 16.63 16.28 16.33 -0.34 5,236 27,718 -720
Dec01 010906 16.85 16.87 16.56 16.61 -0.32 11,257 74,923 -79
Jan02 010906 17.06 17.10 16.78 16.83 -0.31 625 19,327 -663
Mar02 010906 17.32 17.35 17.04 17.10 -0.25 904 13,091 -384
May02 010906 17.60 17.60 17.30 17.38 -0.25 285 13,069 +46
Jul02 010906 17.78 17.78 17.60 17.65 -0.27 58 7,404 -27
Aug02 010906 17.80 17.80 17.70 17.70 -0.20 0 932 +0
Total Volume and Open Interest 24,129 162,178 -3,035
Canola(WCE)
Sep01 010906 333.0 333.0 333.0 333.0 unch 46 0 -46
Nov01 010906 336.0 336.0 333.2 333.2 -3.9 3,808 44,221 -390
Jan02 010906 336.5 336.5 334.5 334.5 -4.5 693 11,639 +161
Mar02 010906 336.0 336.0 334.5 334.5 -4.5 331 5,515 -104
May02 010906 337.0 337.0 334.0 334.0 -4.0 5 888 +5
Total Volume and Open Interest 5,050 64,829 -463
Corn(CBOT)
Sep01 010906 214.75 215.25 213.75 214.25 -3.00 10,813 8,592 -1,820
Nov01 010906 222.25 222.75 221.00 221.25 -4.00 118 1,375 +110
Dec01 010906 227.25 227.75 226.00 226.25 -3.50 58,435 228,789 -1,943
Jan02 010906 231.25 231.25 230.00 230.00 -3.25 4 449 -2
Mar02 010906 239.00 239.50 237.75 238.00 -3.50 6,443 58,733 +293
May02 010906 243.50 244.00 242.50 242.75 -3.00 2,493 15,256 +1,026
Total Volume and Open Interest 82,561 350,403 -805
Wheat(CBOT)
Sep01 010906 272.50 273.75 270.00 270.50 -4.25 1,726 3,276 -1,214
Dec01 010906 283.50 285.50 281.00 281.25 -4.25 14,557 92,904 -249
Mar02 010906 293.75 295.50 291.50 292.00 -4.00 1,736 31,639 +380
May02 010906 297.50 298.00 296.00 296.00 -3.50 34 3,485 +24
Jul02 010906 300.50 302.00 299.00 299.50 -2.75 673 4,472 -61
Total Volume and Open Interest 18,727 136,623 -1,120
Wheat(KCBT)
Sep01 010906 294.50 294.50 292.25 292.25 -4.50 613 732 -181
Dec01 010906 305.50 306.75 304.00 304.25 -3.50 3,973 61,058 -229
Mar02 010906 318.50 319.00 316.75 316.75 -3.25 187 15,150 +25
May02 010906 326.00 326.00 323.50 324.00 -3.25 174 3,265 +83
Jul02 010906 332.00 332.00 331.00 331.00 -2.00 6 348 +3
Total Volume and Open Interest 4,953 80,557 -299
Wheat(MGE)
Sep01 010906 307.00 307.00 302.00 302.00 -4.75 133 264 -70
Dec01 010906 318.50 319.00 315.00 315.25 -4.00 2,863 18,462 +464
Mar02 010906 331.50 331.75 328.00 328.75 -3.75 299 2,722 +97
May02 010906 339.50 339.50 336.50 336.50 -4.00 54 655 +33
Jul02 010906 346.50 346.50 344.00 344.00 -3.75 2 131 -2
Total Volume and Open Interest 3,352 22,300 +523
Oats(CBOT)
Sep01 010906 144.75 144.75 144.00 144.25 -1.00 168 1,271 -88
Dec01 010906 144.50 146.25 144.25 146.25 unch 873 7,085 +71
Mar02 010906 145.50 147.00 145.50 147.00 -0.25 87 1,964 +13
May02 010906 147.50 147.50 147.50 147.50 -0.75 35 307 +29
Total Volume and Open Interest 1,163 10,642 +25
Rough Rice(MCE)
Sep01 010906 4.12 4.12 3.97 3.97 -0.15 65 467 +45
Nov01 010906 4.30 4.30 4.17 4.17 -0.13 439 2,709 +128
Jan02 010906 4.53 4.53 4.42 4.42 -0.12 183 967 +134
Mar02 010906 4.63 4.63 4.63 4.63 -0.13 10 638 +6
Total Volume and Open Interest 706 5,006 +320
Live Cattle(CME)
Oct01 010906 73.000 73.000 72.300 72.375 -0.975 5,153 42,509 -1,034
Dec01 010906 74.400 74.500 74.000 74.050 -0.750 2,987 26,330 +298
Feb02 010906 76.100 76.150 75.675 75.700 -0.500 1,115 21,676 +513
Apr02 010906 77.700 77.700 77.350 77.600 -0.325 636 8,779 +295
Jun02 010906 73.900 74.100 73.800 74.000 -0.200 582 10,072 +359
Aug02 010906 74.550 74.600 74.400 74.475 -0.425 109 694 +20
Total Volume and Open Interest 10,599 110,071 +462
Feeder Cattle(CME)
Sep01 010906 91.300 91.300 90.825 90.875 -0.500 333 2,260 +24
Oct01 010906 90.950 90.950 90.250 90.325 -0.775 2,021 6,341 +344
Nov01 010906 91.000 91.050 90.450 90.675 -0.550 651 3,817 +86
Jan02 010906 90.650 90.650 90.100 90.250 -0.550 204 2,012 +101
Mar02 010906 89.600 89.675 89.600 89.675 -0.275 8 328 +6
Apr02 010906 89.700 89.700 89.500 89.600 -0.250 54 299 +48
May02 010906 88.700 88.700 88.700 88.700 -0.250 21 141 +20
Total Volume and Open Interest 3,302 15,208 +639
Lean Hogs(CME)
Oct01 010906 59.850 60.500 59.650 60.350 +0.300 4,401 21,780 -200
Dec01 010906 56.375 56.500 55.850 56.375 unch 3,930 11,995 +22
Feb02 010906 56.675 56.850 56.500 56.675 -0.175 429 4,468 +54
Apr02 010906 57.800 58.000 57.700 57.825 -0.025 401 1,788 +120
Jun02 010906 65.375 65.500 65.100 65.475 -0.050 62 363 -4
Jul02 010906 63.150 63.150 63.150 63.150 +0.200 14 116 +6
Aug02 010906 60.400 60.800 60.200 60.800 +0.050 4 53 +1
Oct02 010906 54.050 54.525 54.050 54.525 -0.025 20 71 +6
Total Volume and Open Interest 9,278 41,005 +10
Pork Bellies(CME)
Feb02 010906 84.600 84.600 83.250 83.825 -0.875 645 2,724 +147
Mar02 010906 84.300 84.300 83.050 83.850 -0.850 14 41 +5
May02 010906 86.400 86.400 86.400 86.400 -0.600 2 26 +1
Jul02 010906 87.125 87.125 87.125 87.125 -0.175 2 10 +1
Aug02 010906 84.850 84.850 84.850 84.850 unch 2 1 +0
Total Volume and Open Interest      
Cocoa(NYBOT)
Sep01 010906 873 880 860 880 +10 10 62 -67
Dec01 010906 898 912 891 908 +10 8,496 29,888 +417
Mar02 010906 919 929 912 925 +10 1,756 21,528 +10
May02 010906 933 935 925 935 +10 137 9,708 -62
Jul02 010906 936 945 934 945 +10 117 5,833 -179
Sep02 010906 951 957 950 957 +9 215 6,146 +141
Dec02 010906 975 975 960 972 +9 110 10,225 +13
Total Volume and Open Interest 11,338 93,578 +258
Coffee "C"(NYBOT)
Sep01 010906 48.50 48.65 47.75 48.65 +0.15 87 213 -23
Dec01 010906 52.25 52.30 50.90 52.15 +0.05 7,118 37,623 -305
Mar02 010906 55.25 55.30 54.00 55.05 +0.05 1,656 9,318 +257
May02 010906 57.10 57.10 55.90 56.85 +0.05 347 3,319 +138
Jul02 010906 59.00 59.00 57.70 58.75 +0.20 190 2,456 +33
Sep02 010906 60.40 60.40 59.50 60.15 +0.20 45 1,433 +15
Total Volume and Open Interest 9,480 55,378 +131
Orange Juice(NYBOT)
Sep01 010906 81.25 81.25 81.00 81.00 unch 174 2,833 -87
Nov01 010906 80.20 80.35 79.80 80.05 +0.15 731 12,977 -262
Jan02 010906 82.80 82.80 82.50 82.50 unch 72 1,612 -4
Mar02 010906 85.65 85.65 85.55 85.55 unch 96 1,485 +83
May02 010906 87.75 87.80 87.75 87.75 -0.80 0 768 +0
Total Volume and Open Interest 1,073 19,892 -270
Sugar #11(NYBOT)
Oct01 010906 7.90 7.97 7.79 7.82 -0.11 10,135 69,109 -26
Mar02 010906 7.70 7.70 7.52 7.55 -0.16 4,120 36,482 +1,022
May02 010906 7.51 7.52 7.38 7.38 -0.16 738 8,661 +114
Jul02 010906 7.34 7.34 7.23 7.23 -0.14 629 13,057 +292
Oct02 010906 7.45 7.45 7.30 7.30 -0.17 178 5,226 +165
Total Volume and Open Interest 15,802 136,664 +1,566
London Cocoa(LCE)
Sep01 010906 651 663 648 657 +9 15,898 16,788 -15,863
Dec01 010906 675 686 673 680 +5 3,506 36,580 +502
Mar02 010906 701 711 696 703 +3 17,733 55,392 +15,407
May02 010906 717 727 713 719 +1 1,293 28,002 +468
Jul02 010906 726 738 725 730 unch 395 14,948 +147
Sep02 010906 740 740 734 739 +2 236 9,748 +162
Dec02 010906 755 758 750 755 +2 90 1,754 +50
Total Volume and Open Interest 39,183 165,571 +905
London Coffee(LCE)
Sep01 010906 450.00 454.00 448.00 452.00 +2.00 1,367 980 -1,258
Nov01 010906 468.00 469.00 462.00 467.00 +1.00 2,574 36,092 -544
Jan02 010906 484.00 484.00 478.00 481.00 -1.00 1,218 28,388 +247
Mar02 010906 503.00 503.00 496.00 499.00 -1.00 1,024 13,995 +348
May02 010906 520.00 520.00 514.00 516.00 -2.00 816 11,328 +551
Jul02 010906 532.00 532.00 528.00 530.00 -2.00 57 3,309 +32
Total Volume and Open Interest 7,057 97,166 -624
London Sugar(LCE)
Oct01 010906 232.00 233.30 230.00 230.00 -2.10 2,656 13,540 -1,482
Dec01 010906 229.10 230.50 227.00 227.00 -2.20 1,131 10,539 +642
Mar02 010906 230.90 230.90 228.60 228.60 -1.60 34 10,676 +1
May02 010906 229.50 229.50 226.60 226.60 -1.60 21 3,351 +5
Aug02 010906 222.00 222.50 220.10 220.10 -1.60 34 3,044 -30
Total Volume and Open Interest 3,895 42,415 -845
Cotton(NYBOT)
Oct01 010906 38.05 38.10 37.05 37.10 -1.15 612 3,335 -174
Dec01 010906 39.40 39.40 38.32 38.41 -1.17 6,110 42,893 -27
Mar02 010906 41.20 41.20 40.10 40.23 -1.17 475 7,786 -87
May02 010906 42.25 42.25 41.15 41.26 -1.09 260 4,996 -22
Jul02 010906 43.25 43.25 42.15 42.30 -1.10 288 3,717 +34
Oct02 010906 44.00 44.10 44.00 44.00 -0.65 0 228 +0
Total Volume and Open Interest 7,764 66,268 -268
Lumber(CME)
Sep01 010906 305.0 305.0 291.6 291.8 -14.4 602 828 -243
Nov01 010906 299.5 299.5 291.3 291.3 -10.0 331 1,084 +50
Jan02 010906 297.7 297.7 288.1 288.8 -8.9 151 468 -21
Mar02 010906 297.3 297.3 290.1 290.1 -7.1 0 43 +0
Total Volume and Open Interest 987    
Crude Oil(NYM)
Oct01 010906 27.15 27.65 27.05 27.58 +0.63 60,595 123,664 -1,892
Nov01 010906 27.35 27.75 27.26 27.67 +0.54 31,694 69,458 +3,045
Dec01 010906 27.28 27.70 27.25 27.62 +0.52 18,984 57,348 +2,158
Jan02 010906 27.10 27.32 27.06 27.32 +0.49 1,663 26,096 -2,052
Feb02 010906 26.70 27.01 26.70 27.01 +0.47 1,515 13,373 +460
Mar02 010906 26.45 26.71 26.45 26.71 +0.45 2,601 10,726 +800
Apr02 010906 26.15 26.41 26.15 26.41 +0.43 2,656 10,283 +427
May02 010906 25.85 26.21 25.85 26.11 +0.40 269 8,404 +58
Jun02 010906 25.70 25.83 25.57 25.83 +0.39 3,331 23,492 +159
Jul02 010906 25.32 25.55 25.32 25.55 +0.37 1,110 7,263 +116
Total Volume and Open Interest 130,524 452,724 +4,031
Heating Oil(NYM)
Oct01 010906 77.50 78.60 77.40 78.32 +1.61 16,946 38,273 +1,108
Nov01 010906 78.30 79.00 78.00 78.85 +1.62 4,259 18,900 +1,181
Dec01 010906 78.90 79.40 78.45 79.25 +1.47 4,532 28,274 -1,040
Jan02 010906 78.80 79.45 78.60 79.35 +1.37 923 16,316 +101
Feb02 010906 78.20 78.55 78.20 78.35 +1.17 295 12,769 +28
Mar02 010906 75.15 75.80 75.15 75.55 +0.97 117 12,290 +185
Apr02 010906 72.10 73.00 72.10 72.70 +0.87 80 4,373 +58
May02 010906 70.50 70.50 70.00 70.00 +0.77 58 3,203 +34
Jun02 010906 68.75 68.75 68.75 68.75 +0.72 13 3,160 +22
Jul02 010906 68.75 68.75 68.75 68.75 +0.62 24 1,333 -7
Total Volume and Open Interest 27,348 143,619 +1,718
Unleaded Gas(NYM)
Oct01 010906 79.00 81.10 78.60 80.79 +1.96 21,505 37,203 +427
Nov01 010906 75.70 76.90 75.70 76.82 +1.26 6,285 11,415 +633
Dec01 010906 74.25 75.17 74.25 75.17 +0.91 2,693 5,874 +926
Jan02 010906 73.75 74.52 73.75 74.52 +0.74 1,110 5,214 +290
Feb02 010906 74.80 74.80 74.77 74.77 +0.74 417 3,506 +58
Mar02 010906 75.50 75.50 75.39 75.39 +0.71 403 4,506 +50
Apr02 010906 81.10 81.25 80.90 81.12 +0.59 275 7,669 +23
May02 010906 81.12 81.12 81.12 81.12 +0.54 132 5,061 +35
Total Volume and Open Interest 32,898 85,190 +2,444
Natural Gas(NYM)
Oct01 010906 2.445 2.505 2.390 2.440 +0.020 36,534 81,304 -874
Nov01 010906 2.745 2.795 2.690 2.740 +0.016 7,700 44,207 +972
Dec01 010906 3.080 3.115 3.020 3.060 +0.013 3,584 36,483 +69
Jan02 010906 3.220 3.260 3.175 3.205 +0.013 2,995 41,652 -47
Feb02 010906 3.180 3.220 3.150 3.177 +0.018 959 25,755 +289
Mar02 010906 3.100 3.145 3.090 3.105 +0.018 1,361 25,383 +316
Apr02 010906 3.020 3.050 2.985 3.012 +0.020 635 32,569 +258
May02 010906 3.025 3.080 3.010 3.035 +0.023 237 19,447 -278
Total Volume and Open Interest 58,616 506,035 +3,504
Brent Crude Oil(IPE)
Oct01 010906 26.33 27.00 26.32 26.96 +0.64 27,414 47,967 +2,351
Nov01 010906 26.35 26.85 26.33 26.82 +0.57 17,669 47,121 +2,365
Dec01 010906 26.12 26.57 26.12 26.53 +0.50 6,253 38,170 +915
Jan02 010906 25.80 26.11 25.73 26.11 +0.46 1,543 26,350 +476
Feb02 010906 25.42 25.80 25.42 25.80 +0.43 947 10,194 +531
Mar02 010906 25.24 25.50 25.17 25.49 +0.42 1 5,160 +0
Apr02 010906 24.94 25.18 24.94 25.18 +0.41 100 5,673 +100
May02 010906 24.65 24.88 24.65 24.88 +0.41 0 3,391 +0
Total Volume and Open Interest 54,577 219,610 +6,954
Gas Oil(IPE)
Sep01 010906 233.50 238.25 233.00 236.00 +2.00 9,384 20,497 -340
Oct01 010906 234.25 239.25 234.25 236.75 +1.75 8,960 27,700 +1,991
Nov01 010906 235.00 238.50 234.75 237.00 +1.75 1,606 15,677 +481
Dec01 010906 234.00 237.25 234.00 236.00 +2.00 1,386 28,289 +210
Jan02 010906 233.00 235.00 232.50 234.25 +1.50 802 10,477 +77
Feb02 010906 230.25 230.25 230.25 230.25 +1.25 0 5,678 +0
Mar02 010906 225.25 225.25 225.25 225.25 +1.00 0 4,188 +0
Apr02 010906 219.50 219.75 219.50 219.75 +0.75 0 2,546 +0
Total Volume and Open Interest 22,401 124,666 +2,482
US Dollar Index(NYBOT)
Sep01 010906 115.87 116.00 114.90 115.04 -0.64 575 5,667 -346
Dec01 010906 116.18 116.32 115.20 115.36 -0.63 202 2,161 +5
Mar02 010906 116.15 116.15 115.68 115.68 -0.62 1 1 +1
Total Volume and Open Interest 778 7,829 -340
Australian Dollar(IMM)
Sep01 010906 52.10 52.33 52.04 52.19 +0.15 2,123 23,658 +158
Dec01 010906 51.99 52.15 51.90 52.03 +0.15 208 2,730 +113
Mar02 010906 51.87 51.87 51.87 51.87 +0.15 1 318 +1
Total Volume and Open Interest 930    
British Pound(IMM)
Sep01 010906 144.76 145.74 144.58 145.54 -0.20 8,564 47,579 +1,784
Dec01 010906 144.40 145.20 144.18 145.04 -0.20 1,196 3,094 +431
Mar02 010906 144.00 144.42 144.00 144.42 -0.20 1 8 +0
Total Volume and Open Interest 9,761 50,682 +2,215
Canadian Dollar(IMM)
Sep01 010906 64.22 64.22 64.09 64.20 -0.02 7,919 53,711 -542
Dec01 010906 64.14 64.17 64.00 64.14 -0.02 5,682 15,233 +5,727
Mar02 010906 64.10 64.13 64.10 64.13 -0.02 70 1,288 +39
Jun02 010906 64.10 64.13 64.10 64.13 -0.02 7 473 +0
Total Volume and Open Interest 5,461    
Japanese Yen(IMM)
Sep01 010906 82.51 82.84 82.48 82.69 -0.23 55,146 85,321 -24,865
Dec01 010906 83.21 83.57 83.18 83.40 -0.23 20,781 22,819 +17,463
Mar02 010906 84.13 84.13 84.12 84.12 -0.24 0 146 +0
Total Volume and Open Interest 75,927 108,481 -7,402
Deutsche Mark(IMM)
Sep01 010906 45.70 45.80 45.70 45.75 +0.43 1 338 -1
Dec01 010906 45.66 45.66 45.66 45.66 +0.43 0 2 +0
Total Volume and Open Interest 1 340 -1
Swiss Franc(IMM)
Sep01 010906 58.58 59.30 58.51 59.18 +0.55 5,758 57,921 -1,663
Dec01 010906 58.64 59.35 58.57 59.24 +0.55 703 3,919 +370
Mar02 010906 58.98 59.37 58.98 59.36 +0.55 3 78 +1
Total Volume and Open Interest 6,464 61,921 -1,292
EuroFX(IMM)
Sep01 010906 88.52 89.61 88.40 89.47 +0.84 14,299 93,370 -3,735
Dec01 010906 88.37 89.44 88.23 89.30 +0.84 2,511 12,079 +1,819
Mar02 010906 88.65 89.21 88.65 89.21 +0.84 36 842 +16
Total Volume and Open Interest 16,847 106,425 -1,901
Mexican Peso(IMM)
Sep01 010906 10765.0 10770.0 10727.5 10737.5 -64.5 5,002 27,435 -115
Dec01 010906 10510.0 10525.0 10500.0 10507.5 -59.5 491 2,105 +166
Total Volume and Open Interest 5,493 31,365 +51
30-Year T-Bonds(CBOT)
Sep01 010906 104~18 105~20 104~18 105~16 +0~29 34,830 98,516 -24,230
Dec01 010906 103~28 104~30 103~24 104~24 +0~29 210,645 408,550 +6,771
Mar02 010906 103~21 104~06 103~21 104~02 +0~28 385 4,636 +39
Total Volume and Open Interest 245,860 511,805 -17,420
Municipal Bonds(CBOT)
Sep01 010906 107~15 107~30 107~10 107~22 +0~13 1,120 8,166 -202
Dec01 010906 106~08 106~24 106~02 106~15 +0~13 743 3,082 +233
Total Volume and Open Interest 1,863 11,248 +31
10-Year T-Notes(CBOT)
Sep01 010906 106~140 107~060 106~100 107~050 +0~250 60,710 148,843 -45,929
Dec01 010906 105~185 106~150 105~155 106~120 +0~265 256,994 486,946 +23,877
Total Volume and Open Interest 317,704 636,251 -22,052
5-Year T-Notes(CBOT)
Sep01 010906 105~240 106~045 105~235 106~045 +0~175 35,755 137,676 -25,692
Dec01 010906 105~120 105~255 105~110 105~245 +0~180 73,533 324,698 +15,287
Mar02 010906 105~045 105~045 105~045 105~045 +0~160      
Total Volume and Open Interest 109,288 462,374 -10,405
2 Year T-Notes(CBOT)
Sep01 010906 103~108 104~006 103~108 104~002 +0~032 11,331 18,885 -5,213
Dec01 010906 103~058 103~088 103~057 103~084 +0~036 11,756 59,692 +6,308
Total Volume and Open Interest 23,087 78,577 +1,095
3-Mth T-Bills(IMM)
Dec01 010906 96.75 96.82 96.74 96.82        
Eurodollars(IMM)
Sep01 010906 96.533 96.558 96.525 96.543 +0.033 74,276 614,162 +6,842
Dec01 010906 96.480 96.565 96.475 96.555 +0.105 156,917 725,609 -5,146
Mar02 010906 96.350 96.470 96.350 96.465 +0.145 214,525 519,575 -7,534
Jun02 010906 96.080 96.210 96.075 96.195 +0.155 139,199 603,170 +4,504
Sep02 010906 95.725 95.855 95.725 95.840 +0.150 92,072 433,200 -1,142
Dec02 010906 95.335 95.450 95.335 95.440 +0.150 52,666 389,788 -4,252
Mar03 010906 95.090 95.210 95.090 95.205 +0.155 34,104 255,213 +906
Jun03 010906 94.825 94.940 94.825 94.935 +0.150 24,925 156,022 +2,115
Sep03 010906 94.615 94.720 94.615 94.720 +0.145 8,328 164,228 +1,849
Dec03 010906 94.400 94.505 94.400 94.500 +0.140 10,042 124,461 +506
Mar04 010906 94.340 94.440 94.340 94.440 +0.140 8,874 129,798 +879
Jun04 010906 94.230 94.320 94.230 94.320 +0.140 7,418 100,653 +760
Total Volume and Open Interest 875,108 4,858,746 +622
3-Mth Euro-Yen(IMM)
Sep01 010906 99.94 99.94 99.93 99.93 unch 883 22,354 +202
Dec01 010906 99.92 99.93 99.92 99.92 unch 615 17,557 -121
Mar02 010906 99.91 99.91 99.90 99.90 unch 496 9,162 +163
Jun02 010906 99.90 99.90 99.90 99.90 unch 775 8,512 +456
Sep02 010906 99.87 99.88 99.87 99.88 +0.01 36 6,608 -48
Dec02 010906 99.82 99.82 99.82 99.82 unch 14 679 -11
Mar03 010906 99.78 99.78 99.78 99.78 +0.01 0 235 +0
Jun03 010906 99.75 99.75 99.75 99.75 +0.02 0 37 +0
Sep03 010906 99.66 99.66 99.66 99.66 unch      
Dec03 010906 99.54 99.54 99.54 99.54 unch 0 2 +0
Total Volume and Open Interest 2,819 65,366 +641
3-Mth Euro-Yen(SIMEX)
Sep01 010906 99.93 99.94 99.93 99.94 +0.01 1,029 79,834 -1,147
Dec01 010906 99.92 99.93 99.92 99.93 +0.01 2,775 90,941 +688
Mar02 010906 99.90 99.91 99.90 99.91 +0.01 1,588 61,444 -299
Jun02 010906 99.90 99.91 99.90 99.91 +0.01 413 55,633 -52
Sep02 010906 99.87 99.88 99.87 99.88 +0.01 64 25,483 +35
Dec02 010906 99.82 99.82 99.82 99.82 +0.00 752 8,637 +270
Mar03 010906 99.79 99.79 99.79 99.79 +0.02 50 13,500 +105
Jun03 010906 99.75 99.75 99.75 99.75 +0.01 50 11,973 +50
Total Volume and Open Interest 6,776 364,712 -295
Euro Notional Bond(MATIF)
Sep01 010906 89.44 89.81 89.10 89.73 +0.32 17,167 73,958 +4,472
Dec01 010906 88.57 88.82 88.57 88.80 +0.38 10 195 +9
Mar02 010906 89.34 89.34 89.34 89.34 +0.31      
Total Volume and Open Interest 17,177 74,153 +4,481
3-Month Euribor(MATIF)
Sep01 010906 95.75 95.75 95.75 95.75 unch 0 2,411 +0
Dec01 010906 96.05 96.05 96.05 96.05 +0.05 0 2,845 +0
Mar02 010906 96.20 96.20 96.20 96.20 +0.05 0 2,592 +0
Total Volume and Open Interest 0 9,029 +0
German Euro-Bund(EUREX)
Sep01 010906 108.17 108.31 107.89 108.26 +0.02 583,154 93,554 -244,718
Dec01 010906 107.72 108.27 107.46 108.12 +0.31 571,983 539,357 +58,982
Mar02 010906 107.65 108.00 107.65 108.00 +0.31 5,522 5,479 +3,013
Total Volume and Open Interest 1,160,659 638,390 -182,723
German Euro-Bobl(EUREX)
Sep01 010906 106.47 106.65 106.29 106.60 +0.06 303,280 52,473 -151,721
Dec01 010906 106.76 107.22 106.56 107.16 +0.34 350,385 401,378 +59,442
Mar02 010906 106.90 106.90 106.81 106.81 +0.34 878 2,463 +312
Total Volume and Open Interest 654,543 456,314 -91,967
Long Gilt(LIFFE)
Sep01 010906 114~09 114~22 114~06 114~20 +0~07 6,069 16,814 -3,436
Dec01 010906 113~18 114~04 113~16 114~00 +0~09 29,502 57,829 -415
Total Volume and Open Interest 35,571 74,643 -3,851
3-Mth Short Sterling(LIFFE)
Sep01 010906 95.07 95.14 95.07 95.09 +0.02 25,150 0 +0
Dec01 010906 95.08 95.21 95.06 95.17 +0.10 44,488 0 +0
Mar02 010906 94.96 95.14 94.95 95.11 +0.14 48,914 0 +0
Total Volume and Open Interest 179,667    
3-Mth Euribor(LIFFE)
Sep01 010906 95.745 95.780 95.735 95.765 +0.020 63,395 387,694 -3,946
Dec01 010906 95.995 96.070 95.975 96.060 +0.060 96,742 427,812 -490
Mar02 010906 96.160 96.240 96.120 96.220 +0.070 115,079 343,026 -24,763
Total Volume and Open Interest 419,994 1,979,199 -46,965
3-Mth Aus T-Bills(SFE)
Sep01 010906 95.19 95.20 95.19 95.20 +0.01 23,088 137,759 +5,984
Dec01 010906 95.26 95.26 95.21 95.24 unch 66,038 213,448 +30,639
Mar02 010906 95.11 95.11 95.04 95.09 -0.01 14,240 74,753 +6,481
Jun02 010906 94.84 94.85 94.79 94.85 -0.01 2,392 28,740 +452
Sep02 010906 94.58 94.59 94.52 94.58 -0.01 1,198 16,395 +665
Dec02 010906 94.32 94.34 94.27 94.33 -0.03 843 13,332 +420
Mar03 010906 94.13 94.14 94.13 94.14 -0.02 200 7,167 +38
Jun03 010906 93.98 94.00 93.95 94.00 -0.02 143 5,385 +139
Sep03 010906 93.84 93.88 93.84 93.88 -0.03 30 2,569 +30
Dec03 010906 93.80 93.80 93.80 93.80 -0.02 100 2,001 -50
Total Volume and Open Interest 108,292 505,083 +44,818
10-Year Aus T-Bonds(SFE)
Sep01 010906 94.16 94.31 94.15 94.29 +0.11 4,934 180,350 +2,655
Dec01 010906 94.15 94.22 94.15 94.22 +0.08 234 483 +274
Total Volume and Open Interest 33,473 177,904 +14,900
3-Year Aus T-Bonds(SFE)
Sep01 010906 94.75 94.76 94.66 94.72 -0.02 144,749 467,801 +69,871
Dec01 010906 94.62 94.62 94.53 94.60 unch 6,535 11,568 +6,418
Total Volume and Open Interest 151,284 479,369 +76,289
Gold(CMX)
Oct01 010906 272.5 273.9 272.4 273.7 +1.0 134 9,875 +426
Dec01 010906 274.3 275.6 273.5 275.0 +0.9 12,624 82,065 -381
Feb02 010906 275.8 276.0 275.0 276.0 +0.9 272 9,544 -56
Apr02 010906 276.5 277.0 276.5 276.9 +0.9 3 2,713 +1
Jun02 010906 277.9 277.9 277.9 277.9 +0.9 11 5,683 -7
Aug02 010906 278.7 278.7 278.7 278.7 +0.8 0 2,166 +0
Total Volume and Open Interest 13,044 121,670 -17
Silver(CMX)
Sep01 010906 416.0 416.0 414.0 414.8 -0.1 105 464 -1,206
Dec01 010906 419.5 420.0 418.0 418.8 -0.5 1,624 58,659 -224
Mar02 010906 422.5 424.5 422.5 423.0 -0.5 6 4,461 +0
May02 010906 425.1 425.1 425.1 425.1 -0.5 0 949 +0
Jul02 010906 427.3 427.3 427.3 427.3 -0.5 0 1,351 +0
Total Volume and Open Interest 1,735 71,117 -1,430
Platinum(NYM)
Oct01 010906 441.5 441.5 437.0 437.4 -4.1 386 4,786 -97
Jan02 010906 436.5 436.5 433.0 433.4 -3.6 261 1,322 +185
Total Volume and Open Interest 647 6,116 +88
Palladium(NYME)
Sep01 010906 458.00 458.00 455.50 455.50 -7.65 0 20 -7
Dec01 010906 460.00 460.00 454.00 458.00 -7.15 14 1,143 -21
Total Volume and Open Interest 14 1,163 -28
Copper(CMX)
Sep01 010906 66.60 66.60 65.75 66.00 -1.10 4,864 7,331 -2,370
Dec01 010906 67.15 67.25 66.25 66.60 -1.15 9,666 46,998 -972
Mar02 010906 68.10 68.10 67.45 67.65 -1.10 119 7,782 +21
May02 010906 68.40 68.50 68.20 68.20 -1.10 197 3,049 +94
Jul02 010906 69.00 69.05 68.70 68.70 -1.05 49 2,628 -18
Total Volume and Open Interest 15,234 88,910 -3,234
DJIA Index(CBOT)
Sep01 010906 9990 10015 9815 9820 -225 34,360 28,839 -4,724
Dec01 010906 10025 10055 9845 9860 -227 6,678 7,829 +3,885
Mar02 010906 10075 10085 9900 9900 -230 16 295 +5
Jun02 010906 9945 9945 9945 9945 -235 0 65 +15
Total Volume and Open Interest 41,054 37,034 -819
S & P 500(CME)
Sep01 010906 1122.50 1129.00 1103.00 1103.50 -30.00 113,582 370,844 -9,639
Dec01 010906 1127.50 1132.50 1109.50 1109.60 -30.40 20,408 159,896 +12,628
Mar02 010906 1129.60 1129.60 1115.00 1115.00 -31.30 13 1,894 +198
Jun02 010906 1141.00 1141.00 1122.80 1122.80 -32.90 0 567 +0
Total Volume and Open Interest 135,987    
S & P 500 E-Mini(Globex)
Sep01 010906 1133.50 1137.00 1103.00 1103.50 -30.00 242,276 167,828 +12,422
Dec01 010906 1139.75 1141.25 1109.50 1109.50 -30.50 462 638 +117
Total Volume and Open Interest 242,738 168,466 +12,539
NASDAQ 100(CME)
Sep01 010906 1397.00 1425.00 1357.00 1362.50 -56.50 28,424 54,051 -678
Dec01 010906 1405.00 1435.00 1370.00 1374.50 -57.00 867 2,274 +559
Mar02 010906 1386.50 1386.50 1386.50 1386.50 -57.50 0 2 +0
Total Volume and Open Interest 27,314    
NASDAQ 100 E-Mini(GLOBEX)
Sep01 010906 1421.5 1431.0 1357.0 1362.5 -56.5 221,991 154,416 +6,851
Dec01 010906 1427.0 1441.0 1372.0 1374.5 -57.0 463 326 +178
Total Volume and Open Interest 222,454 154,742 +7,029
NYSE Composite(NYBOT)
Sep01 010906 583.80 586.30 575.50 575.50 -13.05 1,460 3,964 +100
Dec01 010906 587.30 587.30 578.30 578.30 -13.05 180 775 +20
Mar02 010906 581.10 581.10 581.10 581.10 -13.05 0 360 +0
Total Volume and Open Interest 1,640 5,099 +120
S & P Midcap 400(CME)
Sep01 010906 483.50 484.50 476.50 477.50 -10.00 1,687 14,925 -234
Dec01 010906 486.50 486.50 480.15 480.15 -10.50 373 1,846 +404
Mar02 010906 485.60 485.60 485.60 485.60 -10.50      
Total Volume and Open Interest 2,060 16,771 +170
Russell 2000(CME)
Sep01 010906 459.50 460.80 451.75 452.15 -11.10 4,399 20,652 -1,133
Dec01 010906 460.00 460.00 454.70 454.70 -11.15 1,672 1,715 +1,545
Mar02 010906 462.30 462.30 462.30 462.30 -11.10      
Total Volume and Open Interest 6,071 22,367 +412
Value Line(KCBT)
Sep01 010906 1153.00 1156.00 1139.50 1139.50 -25.50 71 272 -3
Total Volume and Open Interest