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MRCI's End of Day Prices
Daily Futures Price Listing Fri September 07, 2001
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Sep01 010907 468.50 468.50 463.50 463.75 -0.25 2,423 1,498 -521
Nov01 010907 473.50 473.50 469.00 469.75 -0.50 31,947 88,396 -707
Jan02 010907 479.50 480.00 476.00 476.25 -0.75 3,778 18,819 +146
Mar02 010907 486.00 486.50 482.00 482.25 -1.00 2,305 17,940 +428
May02 010907 486.00 486.50 482.50 483.00 -1.00 753 19,375 +95
Jul02 010907 489.00 489.00 484.50 485.00 -1.25 1,185 11,202 +511
Aug02 010907 487.00 487.00 483.00 483.00 +1.00 25 87 +25
Total Volume and Open Interest 42,577 159,754 +38
Soybean Meal(CBOT)
Sep01 010907 166.00 166.70 164.50 164.70 -0.30 1,928 5,222 -571
Oct01 010907 165.20 165.50 163.20 163.30 -0.90 3,781 19,220 +6
Dec01 010907 164.90 165.20 162.10 162.20 -1.60 8,191 57,621 +930
Jan02 010907 164.50 164.70 162.00 162.10 -1.40 439 14,026 -109
Mar02 010907 163.00 163.30 161.00 161.10 -1.20 433 11,708 +118
May02 010907 160.50 160.50 158.20 158.30 -1.20 584 9,045 +121
Jul02 010907 158.30 158.30 156.60 156.70 -0.90 495 6,132 +34
Aug02 010907 157.50 157.50 155.20 155.20 -1.00 93 1,701 -18
Total Volume and Open Interest 16,087 126,559 +643
Soybean Oil(CBOT)
Sep01 010907 16.25 16.35 16.14 16.35 +0.08 2,901 3,021 -344
Oct01 010907 16.35 16.42 16.22 16.41 +0.08 5,608 27,614 -104
Dec01 010907 16.65 16.70 16.50 16.69 +0.08 13,954 75,239 +316
Jan02 010907 16.86 16.90 16.71 16.90 +0.07 2,182 19,791 +464
Mar02 010907 17.16 17.19 17.00 17.19 +0.09 1,725 13,753 +662
May02 010907 17.43 17.45 17.28 17.44 +0.06 1,984 14,010 +941
Jul02 010907 17.70 17.72 17.55 17.71 +0.06 291 7,410 +6
Aug02 010907 17.70 17.78 17.70 17.78 +0.08 41 895 -37
Total Volume and Open Interest 28,726 164,102 +1,924
Canola(WCE)
Sep01 010907 333.0 333.0 333.0 333.0 unch 46 0 +0
Nov01 010907 334.0 337.5 333.1 335.2 +2.0 6,137 44,084 -137
Jan02 010907 335.0 337.5 334.0 335.1 +0.6 1,733 11,742 +103
Mar02 010907 334.6 337.4 334.6 335.1 +0.6 327 5,516 +1
May02 010907 335.6 335.6 335.6 335.6 +1.6 338 923 +35
Total Volume and Open Interest 8,614 64,873 +44
Corn(CBOT)
Sep01 010907 215.50 215.50 213.50 213.75 -0.50 9,136 6,510 -2,082
Nov01 010907 221.50 222.50 220.50 221.00 -0.25 45 1,382 +7
Dec01 010907 226.50 227.50 225.50 225.75 -0.50 45,129 228,174 -615
Jan02 010907 230.25 231.00 230.25 230.25 +0.25 14 437 -12
Mar02 010907 238.25 238.75 237.00 237.25 -0.75 6,475 60,234 +1,501
May02 010907 242.75 243.50 242.25 242.25 -0.50 1,675 15,990 +734
Total Volume and Open Interest 65,445 350,445 +42
Wheat(CBOT)
Sep01 010907 269.50 270.00 268.00 269.25 -1.25 1,000 1,716 -1,560
Dec01 010907 281.50 282.00 279.00 280.25 -1.00 16,520 94,861 +1,957
Mar02 010907 292.00 292.50 290.00 291.25 -0.75 2,076 31,715 +76
May02 010907 295.00 296.00 294.50 295.25 -0.75 68 3,492 +7
Jul02 010907 298.00 299.00 297.50 298.25 -1.25 531 4,575 +103
Total Volume and Open Interest 20,195 137,207 +584
Wheat(KCBT)
Sep01 010907 292.50 293.00 289.50 290.00 -2.25 421 340 -392
Dec01 010907 304.50 304.75 301.50 301.50 -2.75 4,475 61,226 +168
Mar02 010907 317.00 317.00 314.00 314.25 -2.50 672 15,410 +260
May02 010907 322.50 323.00 320.00 320.00 -4.00 344 3,349 +84
Jul02 010907 327.00 327.50 326.00 326.00 -5.00 1 349 +1
Total Volume and Open Interest 5,913 80,678 +121
Wheat(MGE)
Sep01 010907 303.00 303.00 302.50 302.50 +0.50 36 220 -44
Dec01 010907 316.25 316.50 314.50 314.50 -0.75 2,980 19,000 +538
Mar02 010907 329.25 329.50 327.75 328.00 -0.75 633 3,054 +332
May02 010907 336.25 336.25 336.25 336.25 -0.25 79 658 +3
Jul02 010907 345.00 345.00 343.25 343.25 -0.75 105 153 +22
Total Volume and Open Interest 3,833 23,151 +851
Oats(CBOT)
Sep01 010907 145.50 145.50 142.50 143.50 -0.75 151 1,205 -66
Dec01 010907 147.75 147.75 144.00 145.50 -0.75 1,009 7,163 +78
Mar02 010907 148.25 148.25 145.50 146.50 -0.50 109 1,977 +13
May02 010907 147.50 147.50 146.50 146.50 -1.00 17 315 +8
Total Volume and Open Interest 1,326 10,695 +53
Rough Rice(MCE)
Sep01 010907 3.97 3.98 3.93 3.96 -0.01 67 477 +10
Nov01 010907 4.17 4.19 4.13 4.16 -0.01 222 2,726 +17
Jan02 010907 4.43 4.43 4.39 4.40 -0.02 65 960 -7
Mar02 010907 4.65 4.65 4.62 4.63 unch 1 639 +1
Total Volume and Open Interest 366 5,034 +28
Live Cattle(CME)
Oct01 010907 72.200 72.775 72.050 72.600 +0.225 9,226 41,569 -940
Dec01 010907 74.000 74.250 73.850 74.200 +0.150 4,582 27,502 +1,172
Feb02 010907 75.675 75.925 75.650 75.750 +0.050 2,005 22,277 +601
Apr02 010907 77.450 77.700 77.350 77.675 +0.075 461 8,957 +178
Jun02 010907 73.900 74.025 73.850 73.925 -0.075 540 10,207 +135
Aug02 010907 74.400 74.475 74.400 74.425 -0.050 131 823 +129
Total Volume and Open Interest 16,966 111,364 +1,293
Feeder Cattle(CME)
Sep01 010907 90.850 91.150 90.750 91.050 +0.175 306 2,295 +35
Oct01 010907 90.325 90.550 90.100 90.350 +0.025 1,770 6,021 -320
Nov01 010907 90.500 90.850 90.300 90.775 +0.100 326 3,755 -62
Jan02 010907 90.000 90.350 89.900 90.350 +0.100 102 2,027 +15
Mar02 010907 89.400 89.600 89.400 89.600 -0.075 3 330 +2
Apr02 010907 89.250 89.500 89.250 89.500 -0.100 28 325 +26
May02 010907 88.550 88.600 88.550 88.600 -0.100 0 141 +0
Total Volume and Open Interest 2,544 14,910 -298
Lean Hogs(CME)
Oct01 010907 60.200 60.350 59.500 59.850 -0.500 3,567 21,522 -258
Dec01 010907 56.150 56.350 55.550 55.975 -0.400 2,188 12,332 +337
Feb02 010907 56.600 56.750 56.200 56.575 -0.100 234 4,465 -3
Apr02 010907 57.725 57.800 57.300 57.725 -0.100 103 1,774 -14
Jun02 010907 65.275 65.400 64.950 65.400 -0.075 18 365 +2
Jul02 010907 62.500 62.850 62.500 62.850 -0.300 0 116 +0
Aug02 010907 60.300 60.600 60.300 60.600 -0.200 23 66 +13
Oct02 010907 54.450 54.450 54.450 54.450 -0.075 12 73 +2
Total Volume and Open Interest 6,150 41,086 +81
Pork Bellies(CME)
Feb02 010907 84.100 84.500 81.300 82.650 -1.175 524 2,786 +62
Mar02 010907 84.300 84.300 81.250 82.500 -1.350 13 41 +0
May02 010907 84.650 84.650 84.650 84.650 -1.750 0 26 +0
Jul02 010907 85.000 85.000 84.125 84.125 -3.000 1 10 +0
Aug02 010907 84.650 84.650 84.650 84.650 -0.200 0 1 +0
Total Volume and Open Interest      
Cocoa(NYBOT)
Sep01 010907 880 900 880 900 +20 5 58 -4
Dec01 010907 910 932 903 929 +21 3,472 29,858 -30
Mar02 010907 928 945 920 942 +17 1,309 21,084 -444
May02 010907 939 953 930 951 +16 344 9,550 -158
Jul02 010907 948 961 948 961 +16 407 5,920 +87
Sep02 010907 961 972 957 972 +15 101 6,221 +75
Dec02 010907 986 988 983 988 +16 88 10,265 +40
Total Volume and Open Interest 6,829 92,906 -672
Coffee "C"(NYBOT)
Sep01 010907 48.20 48.50 48.00 48.50 -0.15 17 194 -19
Dec01 010907 51.90 52.70 51.25 51.80 -0.35 6,686 37,849 +226
Mar02 010907 55.00 55.65 54.20 54.70 -0.35 1,026 9,367 +49
May02 010907 56.90 57.50 56.10 56.40 -0.45 423 3,344 +25
Jul02 010907 58.90 59.10 57.90 58.20 -0.55 546 2,646 +190
Sep02 010907 60.25 60.50 59.50 59.60 -0.55 36 1,436 +3
Total Volume and Open Interest 8,753 55,864 +486
Orange Juice(NYBOT)
Sep01 010907 81.25 81.25 80.00 80.10 -0.90 63 2,815 -18
Nov01 010907 80.30 80.50 79.40 79.60 -0.45 349 12,864 -113
Jan02 010907 83.00 83.10 82.00 82.00 -0.50 120 1,570 -42
Mar02 010907 85.75 86.00 85.10 85.10 -0.45 107 1,541 +56
May02 010907 87.75 87.75 87.75 87.75 unch 7 768 +0
Total Volume and Open Interest 646 19,775 -117
Sugar #11(NYBOT)
Oct01 010907 7.79 7.94 7.75 7.86 +0.04 10,008 68,513 -596
Mar02 010907 7.51 7.68 7.49 7.61 +0.06 5,474 38,597 +2,115
May02 010907 7.35 7.50 7.34 7.45 +0.07 1,148 8,712 +51
Jul02 010907 7.20 7.31 7.19 7.29 +0.06 941 13,361 +304
Oct02 010907 7.30 7.37 7.27 7.35 +0.05 451 5,245 +19
Total Volume and Open Interest 18,358 138,691 +2,027
London Cocoa(LCE)
Sep01 010907 657 667 657 664 +7 756 16,279 -509
Dec01 010907 681 692 680 688 +8 2,202 36,623 +43
Mar02 010907 704 713 701 711 +8 802 55,695 +303
May02 010907 720 727 716 726 +7 1,393 27,965 -37
Jul02 010907 735 738 728 738 +8 928 15,424 +476
Sep02 010907 746 748 737 746 +7 192 9,724 -24
Dec02 010907 762 764 752 761 +6 107 1,834 +80
Total Volume and Open Interest 6,380 165,903 +332
London Coffee(LCE)
Sep01 010907 453.00 456.00 451.00 451.00 -1.00 471 788 -192
Nov01 010907 466.00 470.00 465.00 467.00 unch 2,074 35,939 -153
Jan02 010907 480.00 481.00 477.00 480.00 -1.00 595 28,322 -66
Mar02 010907 498.00 500.00 496.00 498.00 -1.00 437 13,949 -46
May02 010907 516.00 520.00 514.00 517.00 +1.00 515 11,740 +412
Jul02 010907 527.00 531.00 527.00 530.00 unch 75 3,336 +27
Total Volume and Open Interest 4,167 97,148 -18
London Sugar(LCE)
Oct01 010907 230.10 231.30 228.80 230.50 +0.50 2,431 12,552 -988
Dec01 010907 226.60 228.50 225.80 227.70 +0.70 1,771 10,783 +244
Mar02 010907 228.60 230.20 227.60 229.80 +1.20 987 10,596 -80
May02 010907 226.10 228.40 225.80 227.80 +1.20 484 3,611 +260
Aug02 010907 220.00 221.50 219.20 221.00 +0.90 60 3,069 +25
Total Volume and Open Interest 5,777 41,905 -510
Cotton(NYBOT)
Oct01 010907 37.20 37.35 36.50 36.50 -0.60 859 3,145 -190
Dec01 010907 38.60 38.75 37.75 37.84 -0.57 6,115 42,902 +9
Mar02 010907 40.45 40.50 39.70 39.74 -0.49 728 7,869 +83
May02 010907 41.45 41.45 40.75 40.75 -0.51 296 5,002 +6
Jul02 010907 42.45 42.45 41.80 41.80 -0.50 365 3,792 +75
Oct02 010907 43.80 43.80 43.40 43.40 -0.60 5 230 +2
Total Volume and Open Interest 8,521 66,272 +4
Lumber(CME)
Sep01 010907 292.6 308.0 292.6 308.0 +16.2 392 791 -37
Nov01 010907 291.5 301.3 291.5 301.3 +10.0 581 1,108 +24
Jan02 010907 289.5 296.0 289.5 295.3 +6.5 80 475 +7
Mar02 010907 296.0 296.0 295.1 295.1 +5.0 3 44 +1
Total Volume and Open Interest 1,241    
Crude Oil(NYM)
Oct01 010907 27.60 28.15 27.56 28.03 +0.45 87,936 121,050 -2,614
Nov01 010907 27.76 28.26 27.70 28.19 +0.52 47,097 72,447 +2,989
Dec01 010907 27.75 28.25 27.63 28.19 +0.57 28,564 60,019 +2,671
Jan02 010907 27.35 27.83 27.33 27.83 +0.51 5,165 26,386 +290
Feb02 010907 27.00 27.48 27.00 27.48 +0.47 1,930 13,789 +416
Mar02 010907 26.67 27.13 26.67 27.13 +0.42 858 10,633 -93
Apr02 010907 26.35 26.78 26.30 26.78 +0.37 1,988 10,091 -192
May02 010907 26.20 26.45 26.20 26.45 +0.34 173 8,362 -42
Jun02 010907 25.75 26.12 25.70 26.12 +0.29 887 23,697 +205
Jul02 010907 25.75 25.80 25.75 25.80 +0.25 66 7,203 -60
Total Volume and Open Interest 184,586 459,223 +6,499
Heating Oil(NYM)
Oct01 010907 78.40 80.50 78.30 80.28 +1.96 17,270 39,056 +783
Nov01 010907 78.80 81.00 78.80 80.84 +1.99 5,396 18,654 -246
Dec01 010907 79.30 81.40 79.30 81.32 +2.07 5,243 27,912 -362
Jan02 010907 79.45 81.25 79.10 81.24 +1.89 3,095 16,296 -20
Feb02 010907 78.50 80.14 78.45 80.14 +1.79 1,724 12,889 +120
Mar02 010907 75.90 77.14 75.90 77.14 +1.59 656 12,508 +218
Apr02 010907 73.30 74.14 73.30 74.14 +1.44 236 4,378 +5
May02 010907 71.20 71.29 71.20 71.29 +1.29 76 3,155 -48
Jun02 010907 69.10 69.94 69.10 69.94 +1.19 242 3,197 +37
Jul02 010907 69.89 69.89 69.89 69.89 +1.14 32 1,337 +4
Total Volume and Open Interest 33,984 144,121 +502
Unleaded Gas(NYM)
Oct01 010907 81.20 83.10 81.20 82.54 +1.75 22,001 38,458 +1,255
Nov01 010907 77.25 78.70 77.15 78.54 +1.72 7,392 11,966 +551
Dec01 010907 75.60 76.69 75.20 76.69 +1.52 1,957 5,934 +60
Jan02 010907 74.75 76.09 74.75 76.09 +1.57 509 5,428 +214
Feb02 010907 75.50 76.37 75.50 76.37 +1.60 11 3,507 +1
Mar02 010907 77.02 77.02 77.02 77.02 +1.63 136 4,557 +51
Apr02 010907 82.72 82.72 82.72 82.72 +1.60 305 7,627 -42
May02 010907 82.72 82.72 82.72 82.72 +1.60 450 4,886 -175
Total Volume and Open Interest 32,866 87,040 +1,850
Natural Gas(NYM)
Oct01 010907 2.430 2.530 2.410 2.500 +0.060 37,646 75,907 -5,397
Nov01 010907 2.725 2.805 2.700 2.780 +0.040 10,703 42,197 -2,010
Dec01 010907 3.050 3.120 3.030 3.095 +0.035 3,833 36,592 +109
Jan02 010907 3.195 3.260 3.180 3.240 +0.035 6,013 42,353 +701
Feb02 010907 3.160 3.230 3.150 3.207 +0.030 2,708 25,394 -361
Mar02 010907 3.105 3.150 3.080 3.132 +0.027 2,393 25,904 +521
Apr02 010907 3.020 3.050 3.000 3.032 +0.020 1,392 32,719 +150
May02 010907 3.020 3.070 3.020 3.052 +0.017 702 19,381 -66
Total Volume and Open Interest 75,510 501,759 -4,276
Brent Crude Oil(IPE)
Oct01 010907 26.95 27.80 26.90 27.69 +0.73 40,707 40,462 -7,505
Nov01 010907 26.80 27.60 26.74 27.54 +0.72 29,103 47,002 -119
Dec01 010907 26.47 27.17 26.40 27.14 +0.61 15,963 40,304 +2,134
Jan02 010907 26.05 26.63 25.98 26.63 +0.52 3,272 26,782 +432
Feb02 010907 25.70 26.30 25.70 26.29 +0.49 1,608 10,749 +555
Mar02 010907 25.40 25.95 25.32 25.95 +0.46 665 5,370 +210
Apr02 010907 25.62 25.62 25.62 25.62 +0.44 51 5,673 +0
May02 010907 24.72 25.29 24.72 25.29 +0.41 457 3,746 +355
Total Volume and Open Interest 93,670 216,023 -3,587
Gas Oil(IPE)
Sep01 010907 237.25 242.50 236.50 242.25 +6.25 13,247 18,536 -1,961
Oct01 010907 238.00 243.25 237.50 243.25 +6.50 13,977 30,616 +2,916
Nov01 010907 237.50 242.75 237.50 242.50 +5.50 3,890 15,825 +148
Dec01 010907 236.50 241.25 235.75 241.00 +5.00 1,976 28,318 +29
Jan02 010907 234.50 239.75 234.50 238.75 +4.50 990 10,007 -470
Feb02 010907 234.25 234.25 234.25 234.25 +4.00 0 5,678 +0
Mar02 010907 226.50 228.75 226.50 228.75 +3.50 0 4,188 +0
Apr02 010907 220.50 222.75 220.00 222.75 +3.00 150 2,696 +150
Total Volume and Open Interest 36,005 125,978 +1,312
US Dollar Index(NYBOT)
Sep01 010907 115.10 115.12 113.95 114.09 -0.95 1,194 5,256 -411
Dec01 010907 115.39 115.42 114.30 114.47 -0.89 652 2,293 +132
Mar02 010907 114.83 114.83 114.83 114.83 -0.85 1 1 +0
Total Volume and Open Interest 1,846 7,550 -279
Australian Dollar(IMM)
Sep01 010907 51.94 52.40 51.85 51.92 -0.27 1,575 23,504 -154
Dec01 010907 51.78 52.20 51.70 51.76 -0.27 369 3,032 +302
Mar02 010907 51.60 51.60 51.60 51.60 -0.27 0 318 +0
Total Volume and Open Interest 5,417    
British Pound(IMM)
Sep01 010907 145.30 146.34 145.20 146.08 +0.54 8,846 46,089 -1,490
Dec01 010907 144.80 145.86 144.70 145.56 +0.52 1,033 3,727 +633
Mar02 010907 145.50 145.50 144.94 144.94 +0.52 2 10 +2
Total Volume and Open Interest 9,881 49,827 -855
Canadian Dollar(IMM)
Sep01 010907 64.20 64.22 63.75 63.85 -0.35 6,591 52,690 -1,021
Dec01 010907 64.12 64.14 63.70 63.79 -0.35 2,207 16,284 +1,051
Mar02 010907 63.95 63.95 63.65 63.77 -0.36 57 1,324 +36
Jun02 010907 64.08 64.08 63.65 63.76 -0.37 4 476 +3
Total Volume and Open Interest 17,432    
Japanese Yen(IMM)
Sep01 010907 82.67 83.59 82.63 83.30 +0.61 17,907 81,160 -4,161
Dec01 010907 83.40 84.22 83.36 83.99 +0.59 3,579 23,872 +1,053
Mar02 010907 84.69 84.69 84.69 84.69 +0.57 112 58 -88
Total Volume and Open Interest 21,598 105,285 -3,196
Deutsche Mark(IMM)
Sep01 010907 46.20 46.28 46.20 46.28 +0.53 2 336 -2
Dec01 010907 46.18 46.18 46.18 46.18 +0.52 0 2 +0
Total Volume and Open Interest 2 338 -2
Swiss Franc(IMM)
Sep01 010907 59.18 59.79 59.13 59.68 +0.50 8,569 56,281 -1,640
Dec01 010907 59.25 59.85 59.20 59.73 +0.49 756 4,148 +229
Mar02 010907 59.70 59.90 59.70 59.84 +0.48 1 79 +1
Total Volume and Open Interest 9,326 60,511 -1,410
EuroFX(IMM)
Sep01 010907 89.46 90.65 89.41 90.51 +1.04 21,156 88,355 -5,015
Dec01 010907 89.27 90.47 89.25 90.32 +1.02 4,293 14,505 +2,426
Mar02 010907 90.22 90.22 90.22 90.22 +1.01 42 843 +1
Total Volume and Open Interest 25,501 103,837 -2,588
Mexican Peso(IMM)
Sep01 010907 10742.5 10742.5 10657.5 10665.0 -72.5 3,889 26,547 -888
Dec01 010907 10520.0 10520.0 10430.0 10440.0 -67.5 670 2,379 +274
Total Volume and Open Interest 5,010 31,334 -31
30-Year T-Bonds(CBOT)
Sep01 010907 105~13 106~14 105~13 106~02 +0~18 27,272 78,060 -20,456
Dec01 010907 104~22 105~24 104~20 105~10 +0~18 276,599 424,318 +15,768
Mar02 010907 104~28 104~28 104~19 104~19 +0~17 9,007 11,830 +7,194
Total Volume and Open Interest 312,878 514,311 +2,506
Municipal Bonds(CBOT)
Sep01 010907 107~24 108~03 107~24 108~00 +0~10 215 8,016 -150
Dec01 010907 106~15 107~00 106~13 106~26 +0~11 633 3,214 +132
Total Volume and Open Interest 848 11,230 -18
10-Year T-Notes(CBOT)
Sep01 010907 107~015 107~300 107~015 107~195 +0~145 40,492 126,532 -22,311
Dec01 010907 106~085 107~060 106~070 106~280 +0~160 297,670 498,622 +11,676
Total Volume and Open Interest 338,163 625,617 -10,634
5-Year T-Notes(CBOT)
Sep01 010907 106~060 106~205 106~050 106~170 +0~125 42,780 113,213 -24,463
Dec01 010907 105~260 106~125 105~240 106~055 +0~130 99,715 345,120 +20,422
Mar02 010907 105~175 105~175 105~175 105~175 +0~130      
Total Volume and Open Interest 142,495 458,333 -4,041
2 Year T-Notes(CBOT)
Sep01 010907 104~004 104~040 104~004 104~030 +0~028 6,981 13,772 -5,113
Dec01 010907 103~086 103~124 103~086 103~112 +0~028 8,910 64,772 +5,080
Total Volume and Open Interest 15,891 78,544 -33
3-Mth T-Bills(IMM)
Dec01 010907 96.81 96.98 96.81 96.98 +0.16 60 31  
Total Volume and Open Interest 173 2,896  
Eurodollars(IMM)
Sep01 010907 96.548 96.680 96.540 96.643 +0.100 112,661 592,663 -21,499
Dec01 010907 96.555 96.745 96.550 96.710 +0.155 204,267 723,187 -2,422
Mar02 010907 96.455 96.660 96.450 96.625 +0.160 216,635 513,782 -5,793
Jun02 010907 96.185 96.380 96.180 96.335 +0.140 172,586 619,119 +15,949
Sep02 010907 95.835 96.025 95.830 95.965 +0.125 91,622 441,409 +8,209
Dec02 010907 95.430 95.625 95.430 95.550 +0.110 62,286 387,388 -2,400
Mar03 010907 95.200 95.370 95.190 95.300 +0.095 30,830 253,239 -1,974
Jun03 010907 94.935 95.105 94.925 95.020 +0.085 26,387 157,967 +1,945
Sep03 010907 94.715 94.870 94.715 94.800 +0.080 12,413 166,780 +2,552
Dec03 010907 94.500 94.650 94.495 94.575 +0.075 11,176 123,907 -554
Mar04 010907 94.440 94.565 94.440 94.505 +0.065 9,602 130,891 +1,093
Jun04 010907 94.320 94.470 94.320 94.380 +0.060 7,974 101,356 +703
Total Volume and Open Interest 1,004,967 4,860,187 +1,441
3-Mth Euro-Yen(IMM)
Sep01 010907 99.94 99.94 99.93 99.94 +0.01 554 21,415 -939
Dec01 010907 99.93 99.93 99.92 99.93 +0.01 248 16,550 -1,007
Mar02 010907 99.90 99.91 99.90 99.90 unch 73 8,833 -329
Jun02 010907 99.90 99.90 99.90 99.90 unch 54 8,989 +477
Sep02 010907 99.87 99.88 99.87 99.88 unch 2 6,623 +15
Dec02 010907 99.82 99.82 99.82 99.82 unch 252 928 +249
Mar03 010907 99.78 99.78 99.78 99.78 unch 0 235 +0
Jun03 010907 99.75 99.75 99.75 99.75 unch 0 37 +0
Sep03 010907 99.66 99.66 99.66 99.66 unch      
Dec03 010907 99.54 99.54 99.54 99.54 unch 0 2 +0
Total Volume and Open Interest 1,183 63,832 -1,534
3-Mth Euro-Yen(SIMEX)
Sep01 010907 99.93 99.94 99.93 99.94 unch 2,663 79,377 -457
Dec01 010907 99.92 99.93 99.92 99.92 -0.01 3,577 91,569 +628
Mar02 010907 99.90 99.91 99.90 99.91 unch 1,659 61,058 -386
Jun02 010907 99.91 99.91 99.90 99.91 unch 1,539 56,470 +837
Sep02 010907 99.87 99.88 99.87 99.88 unch 207 25,465 -18
Dec02 010907 99.82 99.82 99.82 99.82 unch 1,206 8,970 +333
Mar03 010907 99.78 99.78 99.78 99.78 -0.01 0 13,500 +0
Jun03 010907 99.75 99.75 99.75 99.75 unch 549 12,112 +139
Total Volume and Open Interest 11,663 365,945 +1,233
Euro Notional Bond(MATIF)
Sep01 010907 89.71 90.22 89.60 90.05 +0.32 17,597 81,991 +8,033
Dec01 010907 89.10 89.12 89.10 89.12 +0.32 24 210 +15
Mar02 010907 89.61 89.61 89.61 89.61 +0.27      
Total Volume and Open Interest 17,621 82,201 +8,048
3-Month Euribor(MATIF)
Sep01 010907 95.80 95.80 95.80 95.80 +0.05 0 2,411 +0
Dec01 010907 96.10 96.10 96.10 96.10 +0.05 0 2,845 +0
Mar02 010907 96.30 96.30 96.30 96.30 +0.10 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 010907 108.11 108.64 107.99 108.55 +0.43 850,772 659,305 +119,948
Mar02 010907 108.00 108.44 108.00 108.44 +0.44 5,512 2,705 -2,774
Total Volume and Open Interest 921,821 662,010 +23,620
German Euro-Bobl(EUREX)
Sep01 010906 106.47 106.65 106.29 106.60 +0.06 303,280 52,473 -151,721
Dec01 010907 107.13 107.50 107.05 107.45 +0.29 562,109 470,482 +69,104
Mar02 010907 107.10 107.10 107.10 107.10 +0.29 3,081 2,151 -312
Total Volume and Open Interest 608,303 472,633 +16,319
Long Gilt(LIFFE)
Sep01 010907 114~19 115~10 114~16 115~08 +0~20 9,805 11,625 -5,189
Dec01 010907 113~29 114~24 113~26 114~20 +0~20 34,957 58,143 +314
Total Volume and Open Interest 44,762 69,768 -4,875
3-Mth Short Sterling(LIFFE)
Sep01 010907 95.09 95.11 95.06 95.09 unch 63,763 0 +0
Dec01 010907 95.18 95.30 95.17 95.28 +0.11 68,952 0 +0
Mar02 010907 95.12 95.26 95.12 95.25 +0.14 77,096 0 +0
Total Volume and Open Interest 274,117    
3-Mth Euribor(LIFFE)
Sep01 010907 95.780 95.790 95.760 95.790 +0.025 76,418 389,077 +1,383
Dec01 010907 96.065 96.120 96.045 96.105 +0.045 118,311 423,030 -4,782
Mar02 010907 96.235 96.305 96.205 96.295 +0.075 147,486 337,201 -5,825
Total Volume and Open Interest 521,962 1,964,562 -14,637
3-Mth Aus T-Bills(SFE)
Sep01 010907 95.21 95.23 95.21 95.23 +0.03 4,694 124,029 -13,730
Dec01 010907 95.32 95.33 95.29 95.32 +0.08 17,068 215,230 +1,782
Mar02 010907 95.18 95.20 95.16 95.20 +0.11 5,763 70,009 -4,744
Jun02 010907 94.94 94.97 94.94 94.97 +0.12 1,594 28,507 -233
Sep02 010907 94.70 94.70 94.67 94.69 +0.11 536 16,573 +178
Dec02 010907 94.43 94.44 94.42 94.43 +0.10 247 13,414 +82
Mar03 010907 94.26 94.26 94.23 94.24 +0.10 65 7,182 +15
Jun03 010907 94.12 94.12 94.09 94.09 +0.09 139 5,291 -94
Sep03 010907 93.97 93.97 93.97 93.97 +0.09 100 2,329 -240
Dec03 010907 93.88 93.88 93.88 93.88 +0.08 20 1,901 -100
Total Volume and Open Interest 30,226 487,999 -17,084
10-Year Aus T-Bonds(SFE)
Sep01 010907 94.25 94.36 94.25 94.36 +0.07 5,422 185,277 +4,927
Dec01 010907 94.25 94.30 94.25 94.30 +0.08 89 4,795 +4,312
Total Volume and Open Interest 33,473 177,904 +0
3-Year Aus T-Bonds(SFE)
Sep01 010907 94.83 94.84 94.79 94.83 +0.11 64,879 494,365 +26,564
Dec01 010907 94.69 94.71 94.68 94.70 +0.10 2,463 13,440 +1,872
Total Volume and Open Interest 67,342 507,805 +28,436
Gold(CMX)
Oct01 010907 273.1 275.5 273.1 273.8 +0.1 458 10,025 +150
Dec01 010907 275.0 276.6 274.4 275.1 +0.1 16,898 82,190 +125
Feb02 010907 276.0 276.0 276.0 276.0 unch 272 9,528 -16
Apr02 010907 276.8 276.8 276.8 276.8 -0.1 16 2,720 +7
Jun02 010907 277.7 277.7 277.7 277.7 -0.2 3 5,680 -3
Aug02 010907 278.5 278.5 278.5 278.5 -0.2 0 2,166 +0
Total Volume and Open Interest 17,703 121,936 +266
Silver(CMX)
Sep01 010907 417.0 417.0 413.5 414.4 -0.4 42 320 -144
Dec01 010907 419.5 421.0 418.0 418.3 -0.5 1,275 58,555 -104
Mar02 010907 424.0 424.5 422.5 422.5 -0.5 84 4,486 +25
May02 010907 424.6 424.6 424.6 424.6 -0.5 0 949 +0
Jul02 010907 426.8 426.8 426.8 426.8 -0.5 0 1,351 +0
Total Volume and Open Interest 1,409 70,898 -219
Platinum(NYM)
Oct01 010907 440.0 446.0 439.0 444.0 +6.6 221 4,720 -66
Jan02 010907 439.0 439.8 439.0 439.8 +6.4 72 1,384 +62
Total Volume and Open Interest 293 6,112 -4
Palladium(NYME)
Sep01 010907 452.15 452.15 452.15 452.15 -3.35 9 16 -4
Dec01 010907 460.00 465.00 454.00 454.65 -3.35 18 1,152 +9
Total Volume and Open Interest 27 1,168 +5
Copper(CMX)
Sep01 010907 65.80 66.00 65.20 65.20 -0.80 1,353 6,504 -827
Dec01 010907 66.45 66.60 65.65 65.80 -0.80 11,859 48,494 +1,496
Mar02 010907 67.30 67.50 66.80 66.85 -0.80 168 7,791 +9
May02 010907 68.10 68.10 67.40 67.40 -0.80 37 3,054 +5
Jul02 010907 68.65 68.65 67.90 67.90 -0.80 44 2,636 +8
Total Volume and Open Interest 14,149 89,803 +893
DJIA Index(CBOT)
Sep01 010907 9845 9860 9550 9569 -251 28,530 29,022 +183
Dec01 010907 9875 9890 9585 9604 -256 1,933 8,047 +218
Mar02 010907 9915 9915 9637 9637 -263 16 307 +12
Jun02 010907 9677 9677 9677 9677 -268 0 65 +0
Total Volume and Open Interest 30,479 37,447 +413
S & P 500(CME)
Sep01 010907 1096.20 1108.40 1082.40 1083.30 -20.20 110,367 362,306 -8,538
Dec01 010907 1102.00 1114.00 1088.00 1088.90 -20.70 28,999 168,863 +8,967
Mar02 010907 1108.00 1108.00 1093.00 1093.80 -21.20 9,234 6,595 +4,701
Jun02 010907 1118.00 1118.00 1101.30 1101.30 -21.50 35 567 +0
Total Volume and Open Interest 154,104    
S & P 500 E-Mini(Globex)
Sep01 010907 1106.75 1109.00 1081.75 1083.25 -20.25 205,503 168,136 +308
Dec01 010907 1112.25 1114.00 1051.00 1089.00 -20.50 418 820 +182
Total Volume and Open Interest 205,921 168,956 +490
NASDAQ 100(CME)
Sep01 010907 1350.00 1393.00 1340.00 1353.50 -9.00 24,694 52,935 -1,116
Dec01 010907 1365.00 1400.00 1356.00 1365.00 -9.50 871 2,765 +491
Mar02 010907 1376.50 1376.50 1376.50 1376.50 -10.00 0 2 +0
Total Volume and Open Interest 29,947    
NASDAQ 100 E-Mini(GLOBEX)
Sep01 010907 1371.5 1394.0 1338.5 1353.5 -9.0 185,504 159,702 +5,286
Dec01 010907 1388.0 1402.0 1348.5 1365.0 -9.5 242 357 +31
Total Volume and Open Interest 185,746 160,059 +5,317
NYSE Composite(NYBOT)
Sep01 010907 573.30 575.80 564.30 564.90 -10.60 1,181 3,592 -372
Dec01 010907 571.50 571.50 567.00 567.40 -10.90 158 907 +132
Mar02 010907 569.90 569.90 569.90 569.90 -11.20 0 360 +0
Total Volume and Open Interest 1,339 4,859 -240
S & P Midcap 400(CME)
Sep01 010907 475.50 477.50 468.50 469.75 -7.75 1,823 14,556 -369
Dec01 010907 477.50 477.50 472.65 472.65 -7.50 670 2,490 +644
Mar02 010907 478.10 478.10 478.10 478.10 -7.50      
Total Volume and Open Interest 2,493 17,046 +275
Russell 2000(CME)
Sep01 010907 449.00 452.00 442.50 444.50 -7.65 2,855 20,290 -362
Dec01 010907 453.00 453.00 446.85 446.85 -7.85 858 2,417 +702
Mar02 010907 454.45 454.45 454.45 454.45 -7.85      
Total Volume and Open Interest 3,713 22,707 +340
Value Line(KCBT)
Sep01 010907 1129.50 1138.00 1116.00 1122.00 -17.50 77 281 +9