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MRCI's End of Day Prices
Daily Futures Price Listing Mon September 10, 2001
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Sep01 010910 466.00 466.00 461.00 464.75 +1.00 1,069 1,002 -496
Nov01 010910 470.00 470.50 466.25 470.00 +0.25 19,326 89,235 +839
Jan02 010910 477.00 477.25 472.75 476.25 unch 2,087 18,548 -271
Mar02 010910 483.00 483.50 479.00 482.75 +0.50 1,313 18,191 +251
May02 010910 483.00 484.50 480.00 484.50 +1.50 877 19,470 +95
Jul02 010910 484.00 487.00 482.00 486.75 +1.75 1,132 11,532 +330
Aug02 010910 484.00 487.00 483.00 487.00 +4.00 49 125 +38
Total Volume and Open Interest 26,319 160,408 +654
Soybean Meal(CBOT)
Sep01 010910 165.00 166.70 163.40 166.50 +1.80 2,682 4,670 -552
Oct01 010910 163.40 164.70 161.40 164.50 +1.20 4,044 19,444 +224
Dec01 010910 162.00 163.50 160.10 163.20 +1.00 7,106 57,095 -526
Jan02 010910 161.50 162.80 160.30 162.80 +0.70 1,062 14,192 +166
Mar02 010910 160.50 161.50 159.00 161.20 +0.10 155 11,753 +45
May02 010910 158.00 159.00 157.30 158.80 +0.50 509 9,075 +30
Jul02 010910 157.20 158.00 156.00 157.60 +0.90 755 6,413 +281
Aug02 010910 155.50 156.00 154.80 156.00 +0.80 32 1,707 +6
Total Volume and Open Interest 16,447 126,329 -230
Soybean Oil(CBOT)
Sep01 010910 16.35 16.35 16.18 16.20 -0.15 757 2,253 -768
Oct01 010910 16.37 16.37 16.22 16.25 -0.16 4,171 27,590 -24
Dec01 010910 16.63 16.63 16.50 16.53 -0.16 7,862 76,308 +1,069
Jan02 010910 16.81 16.82 16.71 16.76 -0.14 1,209 19,808 +17
Mar02 010910 17.11 17.13 17.00 17.03 -0.16 657 14,117 +364
May02 010910 17.35 17.38 17.25 17.30 -0.14 854 14,372 +362
Jul02 010910 17.57 17.57 17.50 17.55 -0.16 557 7,588 +178
Aug02 010910 17.55 17.55 17.55 17.55 -0.23 74 969 +74
Total Volume and Open Interest 16,205 165,438 +1,336
Canola(WCE)
Sep01 010910 329.0 329.0 329.0 329.0 -4.0      
Nov01 010910 334.5 336.0 332.5 336.0 +0.8 3,998 44,249 +165
Jan02 010910 335.0 335.9 333.0 335.5 +0.4 2,492 12,151 +409
Mar02 010910 334.0 336.0 332.5 336.0 +0.9 490 5,543 +27
May02 010910 333.0 336.5 333.0 336.2 +0.6 5 928 +5
Total Volume and Open Interest 6,995 65,484 +611
Corn(CBOT)
Sep01 010910 213.00 214.75 212.00 214.25 +0.50 4,951 5,390 -1,120
Nov01 010910 220.00 221.75 219.00 221.75 +0.75 35 1,379 -3
Dec01 010910 224.75 227.00 224.00 226.50 +0.75 30,914 229,130 +956
Jan02 010910 229.75 231.00 228.75 230.75 +0.50 2 437 +0
Mar02 010910 236.50 238.50 235.50 238.25 +1.00 3,613 60,454 +220
May02 010910 241.50 244.00 241.00 243.50 +1.25 503 16,051 +61
Total Volume and Open Interest 42,098 350,647 +202
Wheat(CBOT)
Sep01 010910 269.00 271.50 267.00 271.00 +1.75 808 1,255 -461
Dec01 010910 279.00 282.00 277.50 280.75 +0.50 12,569 94,962 +101
Mar02 010910 290.00 292.75 288.25 292.00 +0.75 1,417 31,709 -6
May02 010910 296.00 296.00 293.25 295.50 +0.25 59 3,488 -4
Jul02 010910 299.50 300.00 296.00 300.00 +1.75 159 4,578 +3
Total Volume and Open Interest 15,038 136,851 -356
Wheat(KCBT)
Sep01 010910 290.75 290.75 289.75 290.00 unch 257 161 -179
Dec01 010910 302.00 303.50 300.50 303.00 +1.50 3,627 61,444 +218
Mar02 010910 314.00 316.00 313.25 316.00 +1.75 710 15,548 +138
May02 010910 321.00 322.50 320.75 322.50 +2.50 32 3,363 +14
Jul02 010910 326.50 328.00 325.50 328.00 +2.00 171 517 +168
Total Volume and Open Interest 4,797 81,038 +360
Wheat(MGE)
Sep01 010910 304.00 305.00 304.00 305.00 +2.50 160 130 -90
Dec01 010910 314.50 317.25 314.25 317.00 +2.50 2,608 19,156 +156
Mar02 010910 327.50 330.75 327.50 330.75 +2.75 247 3,125 +71
May02 010910 336.25 338.00 336.25 338.00 +1.75 6 659 +1
Jul02 010910 343.00 344.50 343.00 344.50 +1.25 3 153 +0
Total Volume and Open Interest 3,034 23,296 +145
Oats(CBOT)
Sep01 010910 142.50 143.50 140.50 143.50 unch 525 940 -265
Dec01 010910 145.25 147.00 144.00 146.75 +1.25 1,657 6,948 -215
Mar02 010910 146.00 148.25 145.50 148.25 +1.75 138 1,960 -17
May02 010910 146.25 147.75 145.25 147.75 +1.25 26 320 +5
Total Volume and Open Interest 2,348 10,205 -490
Rough Rice(MCE)
Sep01 010910 3.95 3.95 3.95 3.95 -0.01 182 308 -169
Nov01 010910 4.12 4.18 4.10 4.12 -0.03 287 2,863 +137
Jan02 010910 4.38 4.44 4.36 4.36 -0.04 31 979 +19
Mar02 010910 4.63 4.63 4.60 4.60 -0.03 17 637 -2
Total Volume and Open Interest 543 5,025 -9
Live Cattle(CME)
Oct01 010910 72.500 72.750 72.250 72.300 -0.300 8,575 41,333 -236
Dec01 010910 74.050 74.450 73.950 74.275 +0.075 4,815 28,570 +1,068
Feb02 010910 75.700 75.975 75.675 75.725 -0.025 1,497 22,917 +640
Apr02 010910 77.500 77.700 77.500 77.550 -0.125 520 9,008 +51
Jun02 010910 73.800 73.900 73.750 73.825 -0.100 734 10,531 +324
Aug02 010910 74.200 74.425 74.200 74.300 -0.125 34 854 +31
Total Volume and Open Interest 16,308 113,375 +2,011
Feeder Cattle(CME)
Sep01 010910 91.200 91.400 91.200 91.400 +0.350 125 2,313 +18
Oct01 010910 90.450 90.925 90.300 90.775 +0.425 705 5,896 -125
Nov01 010910 90.500 91.150 90.500 91.125 +0.350 423 3,618 -137
Jan02 010910 90.000 90.400 89.900 90.400 +0.050 121 2,032 +5
Mar02 010910 89.025 89.450 88.950 89.450 -0.150 41 359 +29
Apr02 010910 89.500 89.500 89.500 89.500 unch 6 329 +4
May02 010910 88.850 88.900 88.850 88.900 +0.300 10 151 +10
Total Volume and Open Interest 1,435 14,717 -193
Lean Hogs(CME)
Oct01 010910 60.100 60.750 59.900 60.425 +0.575 3,185 21,110 -412
Dec01 010910 56.250 56.650 56.100 56.550 +0.575 1,424 12,435 +103
Feb02 010910 56.700 57.150 56.650 57.100 +0.525 386 4,528 +63
Apr02 010910 57.850 58.200 57.725 58.100 +0.375 136 1,845 +71
Jun02 010910 65.450 65.450 65.450 65.450 +0.050 7 369 +4
Jul02 010910 62.950 62.950 62.950 62.950 +0.100 1 115 -1
Aug02 010910 61.000 61.000 60.425 60.575 -0.025 4 69 +3
Oct02 010910 54.500 54.500 54.500 54.500 +0.050 0 73 +0
Total Volume and Open Interest 5,157 40,913 -173
Pork Bellies(CME)
Feb02 010910 82.800 84.300 82.550 84.175 +1.525 712 2,790 +4
Mar02 010910 83.025 84.200 82.800 84.200 +1.700 35 43 +2
May02 010910 86.300 86.300 86.300 86.300 +1.650 0 26 +0
Jul02 010910 85.650 85.800 85.650 85.800 +1.675 7 11 +1
Aug02 010910 85.800 85.800 85.800 85.800 +1.150 0 1 +0
Total Volume and Open Interest      
Cocoa(NYBOT)
Sep01 010910 897 897 889 889 -11 5 55 -3
Dec01 010910 929 936 912 917 -12 7,122 29,981 +123
Mar02 010910 947 947 927 929 -13 3,443 20,637 -447
May02 010910 951 951 939 939 -12 411 9,393 -157
Jul02 010910 960 960 949 949 -12 15 5,929 +9
Sep02 010910 967 969 959 959 -13 480 5,911 -310
Dec02 010910 976 976 976 976 -12 1,570 11,694 +1,429
Total Volume and Open Interest 15,167 94,553 +1,647
Coffee "C"(NYBOT)
Sep01 010910 50.40 50.40 48.00 48.35 -0.15 17 191 -3
Dec01 010910 52.00 52.20 51.25 51.30 -0.50 4,091 37,653 -196
Mar02 010910 54.50 54.85 54.10 54.10 -0.60 822 9,308 -59
May02 010910 56.70 56.80 55.80 55.80 -0.60 214 3,428 +84
Jul02 010910 58.40 58.40 57.60 57.60 -0.60 114 2,653 +7
Sep02 010910 59.75 59.75 59.00 59.00 -0.60 29 1,441 +5
Total Volume and Open Interest 5,298 55,707 -157
Orange Juice(NYBOT)
Sep01 010910 79.90 80.45 79.30 80.45 +0.35 436 2,720 -95
Nov01 010910 79.60 80.30 78.85 80.25 +0.65 774 13,052 +188
Jan02 010910 82.00 82.50 81.75 82.50 +0.50 25 1,575 +5
Mar02 010910 85.05 85.35 84.80 85.35 +0.25 26 1,546 +5
May02 010910 87.10 87.10 87.10 87.10 -0.65 0 768 +0
Total Volume and Open Interest 1,291 19,890 +115
Sugar #11(NYBOT)
Oct01 010910 7.90 7.98 7.85 7.87 +0.01 9,374 68,152 -361
Mar02 010910 7.65 7.68 7.59 7.61 unch 5,264 39,933 +1,336
May02 010910 7.45 7.49 7.44 7.45 unch 1,722 8,796 +84
Jul02 010910 7.32 7.32 7.27 7.29 unch 2,267 13,863 +502
Oct02 010910 7.36 7.38 7.35 7.36 +0.01 987 5,512 +267
Total Volume and Open Interest 20,039 140,656 +1,965
London Cocoa(LCE)
Sep01 010910 668 675 663 666 +2 1,314 15,207 -1,072
Dec01 010910 690 701 686 690 +2 2,714 37,824 +1,201
Mar02 010910 716 722 713 713 +2 753 55,781 +86
May02 010910 731 735 725 728 +2 854 28,159 +194
Jul02 010910 743 745 739 739 +1 268 15,535 +111
Sep02 010910 747 747 747 747 +1 172 9,794 +70
Dec02 010910 762 762 762 762 +1 317 2,059 +225
Total Volume and Open Interest 6,392 166,718 +815
London Coffee(LCE)
Sep01 010910 452.00 452.00 448.00 449.00 -2.00 184 766 -22
Nov01 010910 466.00 470.00 463.00 468.00 +1.00 1,967 35,598 -341
Jan02 010910 480.00 484.00 476.00 480.00 unch 626 28,391 +69
Mar02 010910 498.00 500.00 495.00 499.00 +1.00 180 14,036 +87
May02 010910 518.00 520.00 513.00 517.00 unch 402 12,008 +268
Jul02 010910 530.00 531.00 530.00 531.00 +1.00 246 3,494 +158
Total Volume and Open Interest 3,608 97,367 +219
London Sugar(LCE)
Oct01 010910 231.00 231.20 229.30 229.50 -1.00 1,594 11,859 -693
Dec01 010910 228.40 228.90 227.30 227.50 -0.20 676 11,096 +313
Mar02 010910 229.70 231.20 229.60 229.60 -0.20 881 10,982 +386
May02 010910 229.00 229.00 227.60 227.60 -0.20 87 3,678 +67
Aug02 010910 221.50 221.50 220.00 220.00 -1.00 128 3,131 +62
Total Volume and Open Interest 3,596 42,228 +323
Cotton(NYBOT)
Oct01 010910 36.62 36.85 36.50 36.50 unch 478 2,953 -192
Dec01 010910 37.90 38.10 37.63 37.73 -0.11 5,437 43,100 +198
Mar02 010910 39.90 39.90 39.60 39.62 -0.12 1,203 8,262 +393
May02 010910 40.80 40.95 40.55 40.55 -0.20 113 5,043 +41
Jul02 010910 41.80 41.90 41.60 41.68 -0.12 196 3,836 +44
Oct02 010910 43.35 43.35 43.30 43.30 -0.10 3 228 -2
Total Volume and Open Interest 7,502 66,743 +471
Lumber(CME)
Sep01 010910 305.0 314.4 304.0 307.8 -0.2 661 659 -132
Nov01 010910 298.5 303.6 296.5 299.6 -1.7 605 1,137 +29
Jan02 010910 292.7 295.0 291.5 292.6 -2.7 58 494 +19
Mar02 010910 295.0 300.0 295.0 300.0 +4.9 2 46 +2
Total Volume and Open Interest 662    
Crude Oil(NYM)
Oct01 010910 27.75 27.99 27.57 27.63 -0.40 98,291 124,009 +2,959
Nov01 010910 27.94 28.17 27.79 27.85 -0.34 60,649 73,381 +934
Dec01 010910 27.93 28.17 27.82 27.89 -0.30 42,935 62,785 +2,766
Jan02 010910 27.60 27.82 27.52 27.56 -0.27 6,033 26,337 -49
Feb02 010910 27.20 27.37 27.20 27.22 -0.26 3,616 14,250 +461
Mar02 010910 26.90 27.00 26.78 26.88 -0.25 1,898 10,941 +308
Apr02 010910 26.61 26.70 26.52 26.55 -0.23 2,542 10,878 +787
May02 010910 26.20 26.30 26.20 26.23 -0.22 1,630 8,103 -259
Jun02 010910 26.00 26.10 25.88 25.91 -0.21 6,333 24,253 +556
Jul02 010910 25.70 25.70 25.55 25.60 -0.20 540 7,130 -73
Total Volume and Open Interest 241,995 473,542 +14,319
Heating Oil(NYM)
Oct01 010910 79.70 80.80 79.50 79.61 -0.67 22,740 40,668 +1,612
Nov01 010910 80.30 81.20 80.15 80.19 -0.65 8,093 20,220 +1,566
Dec01 010910 80.75 81.50 80.50 80.59 -0.73 6,080 28,727 +815
Jan02 010910 80.80 81.45 80.50 80.69 -0.55 2,970 16,113 -183
Feb02 010910 79.75 80.30 79.40 79.54 -0.60 470 12,874 -15
Mar02 010910 76.70 77.00 76.39 76.39 -0.75 98 12,462 -46
Apr02 010910 74.15 74.15 73.39 73.39 -0.75 211 4,298 -80
May02 010910 71.30 71.30 70.54 70.54 -0.75 170 3,156 +1
Jun02 010910 69.19 69.19 69.19 69.19 -0.75 419 3,143 -54
Jul02 010910 69.09 69.09 69.09 69.09 -0.80 162 1,253 -84
Total Volume and Open Interest 41,559 147,732 +3,611
Unleaded Gas(NYM)
Oct01 010910 81.90 82.70 81.30 81.87 -0.67 26,067 39,314 +856
Nov01 010910 77.90 78.60 77.50 77.81 -0.73 9,006 11,756 -210
Dec01 010910 76.20 76.30 75.70 75.99 -0.70 2,838 5,697 -237
Jan02 010910 75.40 75.80 75.40 75.41 -0.68 942 5,879 +451
Feb02 010910 76.00 76.00 75.69 75.69 -0.68 347 3,180 -327
Mar02 010910 76.50 76.75 76.29 76.29 -0.73 725 5,032 +475
Apr02 010910 82.04 82.04 82.04 82.04 -0.68 427 7,680 +53
May02 010910 82.04 82.04 82.04 82.04 -0.68 261 5,024 +138
Total Volume and Open Interest 40,691 88,271 +1,231
Natural Gas(NYM)
Oct01 010910 2.480 2.490 2.370 2.392 -0.108 23,191 75,128 -779
Nov01 010910 2.750 2.765 2.655 2.674 -0.106 7,620 43,714 +1,517
Dec01 010910 3.075 3.080 2.980 2.994 -0.101 3,993 35,289 -1,303
Jan02 010910 3.210 3.220 3.135 3.149 -0.091 1,391 42,357 +4
Feb02 010910 3.180 3.180 3.100 3.121 -0.086 922 25,571 +177
Mar02 010910 3.130 3.130 3.045 3.052 -0.080 986 26,240 +336
Apr02 010910 3.000 3.000 2.950 2.959 -0.073 599 32,860 +141
May02 010910 3.015 3.030 2.979 2.979 -0.073 264 19,441 +60
Total Volume and Open Interest 47,625 506,581 +4,822
Brent Crude Oil(IPE)
Oct01 010910 27.60 27.75 27.40 27.45 -0.24 47,575 40,062 -400
Nov01 010910 27.40 27.61 27.28 27.37 -0.17 33,510 49,175 +2,173
Dec01 010910 26.98 27.18 26.87 26.99 -0.15 18,535 39,753 -551
Jan02 010910 26.42 26.63 26.37 26.48 -0.15 7,938 30,851 +4,069
Feb02 010910 26.07 26.17 26.07 26.14 -0.15 2,961 12,568 +1,819
Mar02 010910 25.75 25.79 25.75 25.79 -0.16 2,345 7,171 +1,801
Apr02 010910 25.43 25.50 25.43 25.46 -0.16 250 5,881 +208
May02 010910 25.11 25.13 25.05 25.13 -0.16 550 4,056 +310
Total Volume and Open Interest 115,387 225,300 +9,277
Gas Oil(IPE)
Sep01 010910 243.00 243.00 240.25 242.25 unch 9,873 17,630 -906
Oct01 010910 243.50 244.00 241.50 243.50 +0.25 14,427 33,271 +2,655
Nov01 010910 242.75 243.75 241.00 243.75 +1.25 5,287 17,350 +1,525
Dec01 010910 239.25 242.50 239.25 242.25 +1.25 3,733 27,988 -330
Jan02 010910 238.75 240.50 238.25 240.25 +1.50 1,506 9,639 -368
Feb02 010910 235.50 235.50 235.25 235.50 +1.25 0 5,678 +0
Mar02 010910 229.75 229.75 229.50 229.75 +1.00 10 4,198 +10
Apr02 010910 224.00 224.50 224.00 224.25 +1.50 294 2,496 -200
Total Volume and Open Interest 35,953 128,114 +2,136
US Dollar Index(NYBOT)
Sep01 010910 114.20 114.85 114.15 114.64 +0.55 1,572 4,536 -720
Dec01 010910 114.56 115.20 114.46 115.01 +0.54 991 2,667 +374
Mar02 010910 115.38 115.38 115.38 115.38 +0.55 0 1 +0
Total Volume and Open Interest 2,565 7,206 -344
Australian Dollar(IMM)
Sep01 010910 51.29 51.42 51.10 51.38 -0.54 4,076 22,765 -739
Dec01 010910 51.14 51.28 50.96 51.21 -0.55 2,191 4,773 +1,741
Mar02 010910 51.04 51.04 51.04 51.04 -0.56 0 318 +0
Total Volume and Open Interest 9,297    
British Pound(IMM)
Sep01 010910 146.58 146.58 145.70 145.80 -0.28 10,969 45,232 -857
Dec01 010910 146.02 146.02 145.16 145.28 -0.28 5,301 9,304 +5,577
Mar02 010910 144.66 144.66 144.66 144.66 -0.28 7 17 +7
Total Volume and Open Interest 16,277 54,554 +4,727
Canadian Dollar(IMM)
Sep01 010910 63.79 64.02 63.75 63.98 +0.13 12,798 52,963 +273
Dec01 010910 63.70 63.94 63.69 63.90 +0.11 10,041 23,403 +7,119
Mar02 010910 63.65 63.88 63.65 63.88 +0.11 228 1,525 +201
Jun02 010910 63.78 63.87 63.78 63.87 +0.11 61 533 +57
Total Volume and Open Interest 22,199    
Japanese Yen(IMM)
Sep01 010910 83.02 83.05 82.58 82.75 -0.55 18,978 76,065 -5,095
Dec01 010910 83.70 83.73 83.25 83.43 -0.56 8,725 28,735 +4,863
Mar02 010910 84.11 84.11 84.11 84.11 -0.58 0 58 +0
Total Volume and Open Interest 27,705 105,055 -230
Deutsche Mark(IMM)
Sep01 010910 45.80 46.12 45.80 46.02 -0.26 7 342 +6
Dec01 010910 45.80 45.91 45.80 45.91 -0.27 6 10 +8
Total Volume and Open Interest 13 352 +14
Swiss Franc(IMM)
Sep01 010910 59.69 59.71 59.23 59.35 -0.33 15,558 54,437 -1,844
Dec01 010910 59.74 59.74 59.27 59.40 -0.33 6,252 9,649 +5,501
Mar02 010910 59.50 59.50 59.50 59.50 -0.34 4 79 +0
Total Volume and Open Interest 21,814 64,168 +3,657
EuroFX(IMM)
Sep01 010910 90.41 90.41 89.78 90.00 -0.51 31,163 78,203 -10,152
Dec01 010910 90.20 90.24 89.58 89.80 -0.52 17,531 28,895 +14,390
Mar02 010910 89.66 89.69 89.57 89.69 -0.53 4 843 +0
Total Volume and Open Interest 48,698 108,075 +4,238
Mexican Peso(IMM)
Sep01 010910 10670.0 10680.0 10625.0 10630.0 -35.0 5,324 26,338 -209
Dec01 010910 10440.0 10465.0 10407.5 10415.0 -25.0 903 2,486 +107
Total Volume and Open Interest 6,427 31,432 +98
30-Year T-Bonds(CBOT)
Sep01 010910 106~16 106~16 105~09 105~14 -0~20 31,202 63,706 -14,354
Dec01 010910 105~16 105~29 104~16 104~22 -0~20 276,108 439,310 +14,992
Mar02 010910 104~14 104~14 103~29 103~31 -0~20 2,167 13,008 +1,178
Total Volume and Open Interest 309,479 516,129 +1,818
Municipal Bonds(CBOT)
Sep01 010910 108~08 108~09 107~15 107~20 -0~12 1,321 7,595 -421
Dec01 010910 107~04 107~05 106~09 106~13 -0~13 1,227 3,745 +531
Total Volume and Open Interest 2,548 11,340 +110
10-Year T-Notes(CBOT)
Sep01 010910 107~240 107~295 107~100 107~125 -0~070 33,449 108,330 -18,202
Dec01 010910 106~315 107~095 106~165 106~195 -0~085 280,126 518,720 +20,098
Total Volume and Open Interest 314,390 628,130 +2,513
5-Year T-Notes(CBOT)
Sep01 010910 106~240 106~240 106~150 106~160 -0~010 43,312 95,840 +95,840
Dec01 010910 106~110 106~130 106~010 106~030 -0~025 119,638 361,457 +361,457
Mar02 010910 105~145 105~145 105~145 105~145 -0~030      
Total Volume and Open Interest 162,950 457,297 +457,297
2 Year T-Notes(CBOT)
Sep01 010910 104~036 104~041 104~028 104~034 +0~005 2,619 12,055 -1,717
Dec01 010910 103~121 103~126 103~106 103~114 +0~002 7,398 66,947 +2,175
Total Volume and Open Interest 10,017 79,002 +458
3-Mth T-Bills(IMM)
Dec01 010910 97.06 97.06 97.00 97.00 +0.01 642 526 +495
Total Volume and Open Interest 1,304 3,212 +316
Eurodollars(IMM)
Sep01 010910 96.690 96.695 96.652 96.655 +0.012 154,940 580,677 -11,986
Dec01 010910 96.740 96.780 96.705 96.715 +0.005 299,088 734,781 +11,594
Mar02 010910 96.685 96.685 96.610 96.630 +0.005 303,704 527,923 +14,141
Jun02 010910 96.400 96.405 96.320 96.335 unch 228,023 640,022 +20,903
Sep02 010910 96.030 96.040 95.945 95.965 unch 150,516 440,018 -1,391
Dec02 010910 95.610 95.615 95.520 95.540 -0.010 99,712 384,099 -3,289
Mar03 010910 95.360 95.365 95.270 95.285 -0.015 52,608 257,260 +4,021
Jun03 010910 95.075 95.080 94.990 95.000 -0.020 27,930 158,468 +501
Sep03 010910 94.860 94.865 94.760 94.775 -0.025 14,164 169,020 +2,240
Dec03 010910 94.635 94.635 94.530 94.545 -0.030 13,052 126,401 +2,494
Mar04 010910 94.555 94.555 94.460 94.470 -0.035 11,947 132,886 +1,995
Jun04 010910 94.440 94.440 94.330 94.340 -0.040 8,217 100,116 -1,240
Total Volume and Open Interest 1,425,276 4,905,518 +45,331
3-Mth Euro-Yen(IMM)
Sep01 010910 99.94 99.94 99.93 99.93 -0.01 763 21,374 -41
Dec01 010910 99.92 99.92 99.92 99.92 -0.01 187 16,586 +36
Mar02 010910 99.90 99.90 99.90 99.90 -0.01 262 8,857 +24
Jun02 010910 99.90 99.90 99.90 99.90 -0.01 89 9,031 +42
Sep02 010910 99.87 99.88 99.87 99.88 unch 20 6,637 +14
Dec02 010910 99.82 99.82 99.82 99.82 unch 0 1,190 +262
Mar03 010910 99.78 99.78 99.78 99.78 unch 0 180 -55
Jun03 010910 99.75 99.75 99.75 99.75 unch 0 37 +0
Sep03 010910 99.66 99.66 99.66 99.66 unch      
Dec03 010910 99.54 99.54 99.54 99.54 unch 0 2 +0
Total Volume and Open Interest 1,321 64,114 +282
3-Mth Euro-Yen(SIMEX)
Sep01 010910 99.94 99.94 99.94 99.94 unch 736 79,046 -331
Dec01 010910 99.93 99.93 99.92 99.92 unch 1,310 91,389 -180
Mar02 010910 99.91 99.91 99.90 99.91 unch 952 61,253 +195
Jun02 010910 99.91 99.91 99.91 99.91 unch 730 56,798 +328
Sep02 010910 99.87 99.88 99.87 99.88 +0.00 666 25,637 +172
Dec02 010910 99.82 99.82 99.82 99.82 unch 371 9,343 +373
Mar03 010910 99.78 99.78 99.78 99.78 unch 0 13,500 +0
Jun03 010910 99.75 99.75 99.75 99.75 +0.00 0 12,112 +0
Total Volume and Open Interest 4,765 366,452 +507
Euro Notional Bond(MATIF)
Sep01 010910 90.13 90.21 89.70 89.78 -0.27 13,136 83,591 +1,600
Dec01 010910 89.50 89.50 88.76 88.85 -0.27 42 252 +42
Mar02 010910 89.43 89.43 89.43 89.43 -0.18      
Total Volume and Open Interest 13,178 83,843 +1,642
3-Month Euribor(MATIF)
Sep01 010910 95.80 95.80 95.80 95.80 unch 0 2,411 +0
Dec01 010910 96.10 96.10 96.10 96.10 unch 0 2,845 +0
Mar02 010910 96.30 96.30 96.30 96.30 unch 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 010910 108.55 108.72 108.09 108.25 -0.30 894,165 601,738 -57,567
Mar02 010910 108.13 108.13 108.13 108.13 -0.31 7,282 908 -1,797
Total Volume and Open Interest 901,447 602,646 -59,364
German Euro-Bobl(EUREX)
Sep01 010906 106.47 106.65 106.29 106.60 +0.06 303,280 52,473 -151,721
Dec01 010910 107.46 107.60 107.14 107.27 -0.18 458,790 464,470 -6,012
Mar02 010910 106.92 106.92 106.92 106.92 -0.18 5,640 7,441 +5,290
Total Volume and Open Interest 465,244 471,911 -722
Long Gilt(LIFFE)
Sep01 010910 115~08 115~19 115~04 115~07 -0~01 13,099 16,232 +4,607
Dec01 010910 114~20 115~00 114~13 114~19 -0~01 40,658 66,204 +8,061
Total Volume and Open Interest 53,757 82,436 +12,668
3-Mth Short Sterling(LIFFE)
Sep01 010910 95.10 95.14 95.09 95.12 +0.03 39,403 0 +0
Dec01 010910 95.31 95.35 95.26 95.28 unch 74,765 0 +0
Mar02 010910 95.28 95.35 95.26 95.27 +0.02 79,589 0 +0
Total Volume and Open Interest 293,220    
3-Mth Euribor(LIFFE)
Sep01 010910 95.790 95.820 95.780 95.790 unch 60,953 379,634 -9,443
Dec01 010910 96.105 96.145 96.075 96.100 -0.005 96,559 431,906 +8,876
Mar02 010910 96.300 96.340 96.260 96.285 -0.010 121,623 341,322 +4,121
Total Volume and Open Interest 450,620 1,979,403 +14,841
3-Mth Aus T-Bills(SFE)
Sep01 010910 95.27 95.31 95.27 95.30 +0.07 3,874 128,418 +4,389
Dec01 010910 95.42 95.46 95.41 95.44 +0.12 9,368 206,053 -9,177
Mar02 010910 95.34 95.38 95.33 95.37 +0.17 3,667 71,394 +1,385
Jun02 010910 95.12 95.18 95.12 95.18 +0.21 2,022 30,262 +1,755
Sep02 010910 94.87 94.93 94.87 94.93 +0.24 752 16,689 +116
Dec02 010910 94.66 94.67 94.66 94.66 +0.23 376 13,373 -41
Mar03 010910 94.46 94.47 94.46 94.46 +0.22 283 7,142 -40
Jun03 010910 94.32 94.32 94.31 94.31 +0.22 381 5,286 -5
Sep03 010910 94.21 94.21 94.19 94.19 +0.22 0 2,329 +0
Dec03 010910 94.12 94.12 94.12 94.12 +0.24 0 1,901 +0
Total Volume and Open Interest 20,723 486,381 -1,618
10-Year Aus T-Bonds(SFE)
Sep01 010910 94.42 94.47 94.36 94.37 +0.12 6,825 190,172 +9,822
Dec01 010910 94.40 94.43 94.33 94.33 +0.12 3,240 5,768 +5,285
Total Volume and Open Interest 18,629 190,072 +9,239
3-Year Aus T-Bonds(SFE)
Sep01 010910 94.96 95.08 94.96 95.06 +0.23 33,103 515,101 +20,736
Dec01 010910 94.84 94.96 94.84 94.94 +0.24 211 13,911 +471
Total Volume and Open Interest 33,314 529,012 +21,207
Gold(CMX)
Oct01 010910 273.1 273.1 271.1 272.3 -1.5 141 10,022 -3
Dec01 010910 275.4 275.5 272.7 273.7 -1.4 20,602 84,607 +2,417
Feb02 010910 275.0 275.0 274.3 274.6 -1.4 129 9,532 +4
Apr02 010910 275.4 275.4 275.4 275.4 -1.4 151 2,773 +53
Jun02 010910 277.2 277.2 275.8 276.4 -1.3 121 5,623 -57
Aug02 010910 277.2 277.2 277.2 277.2 -1.3 0 2,166 +0
Total Volume and Open Interest 21,290 124,489 +2,553
Silver(CMX)
Sep01 010910 415.0 416.0 414.0 415.6 +1.2 36 274 -46
Dec01 010910 418.5 420.0 417.5 419.3 +1.0 3,021 58,846 +291
Mar02 010910 424.0 424.0 423.5 423.5 +1.0 8 4,492 +6
May02 010910 425.6 425.6 425.6 425.6 +1.0 0 949 +0
Jul02 010910 427.8 427.8 427.8 427.8 +1.0 10 1,351 +0
Total Volume and Open Interest 3,103 71,154 +256
Platinum(NYM)
Oct01 010910 444.0 444.0 437.0 438.3 -5.7 428 4,592 -128
Jan02 010910 439.0 439.0 432.0 434.1 -5.7 71 1,454 +70
Total Volume and Open Interest 499 6,054 -58
Palladium(NYME)
Sep01 010910 459.00 459.00 456.00 456.00 +3.85 1 12 -4
Dec01 010910 457.00 459.00 455.00 459.00 +4.35 42 1,147 -5
Total Volume and Open Interest 43 1,159 -9
Copper(CMX)
Sep01 010910 65.00 65.45 64.95 65.15 -0.05 1,375 5,547 -957
Dec01 010910 65.55 66.20 65.40 65.70 -0.10 9,158 49,711 +1,217
Mar02 010910 66.75 67.10 66.75 66.75 -0.10 156 7,826 +35
May02 010910 67.30 67.60 67.20 67.30 -0.10 112 3,106 +52
Jul02 010910 68.00 68.30 67.80 67.80 -0.10 30 2,626 -10
Total Volume and Open Interest 11,905 90,278 +475
DJIA Index(CBOT)
Sep01 010910 9510 9685 9470 9630 +61 35,938 28,345 -677
Dec01 010910 9500 9720 9495 9665 +61 3,078 8,865 +818
Mar02 010910 9540 9725 9540 9698 +61 220 407 +100
Jun02 010910 9738 9738 9738 9738 +61 0 65 +0
Total Volume and Open Interest 39,236 37,688 +241
S & P 500(CME)
Sep01 010910 1074.00 1098.70 1073.50 1095.70 +12.40 117,002 347,712 -14,594
Dec01 010910 1079.00 1104.50 1079.00 1101.40 +12.50 39,126 191,735 +22,872
Mar02 010910 1093.00 1106.30 1093.00 1106.30 +12.50 2,895 9,380 +2,785
Jun02 010910 1104.00 1113.30 1103.00 1113.30 +12.00 8 565 -2
Total Volume and Open Interest 132,566    
S & P 500 E-Mini(Globex)
Sep01 010910 1084.00 1099.00 1067.50 1095.75 +12.50 231,563 169,849 +1,713
Dec01 010910 1087.00 1104.25 1072.75 1101.50 +12.50 802 1,225 +405
Total Volume and Open Interest 232,365 171,074 +2,118
NASDAQ 100(CME)
Sep01 010910 1346.00 1380.00 1340.00 1370.50 +17.00 20,280 52,418 -517
Dec01 010910 1357.00 1382.00 1357.00 1382.00 +17.00 607 3,354 +589
Mar02 010910 1393.50 1393.50 1393.50 1393.50 +17.00 0 2 +0
Total Volume and Open Interest 27,024    
NASDAQ 100 E-Mini(GLOBEX)
Sep01 010910 1353.0 1380.0 1325.5 1370.5 +17.0 178,206 172,108 +12,406
Dec01 010910 1364.0 1390.0 1340.0 1382.0 +17.0 413 501 +144
Total Volume and Open Interest 178,619 172,609 +12,550
NYSE Composite(NYBOT)
Sep01 010910 560.50 571.00 560.50 569.00 +4.10 1,848 3,227 -365
Dec01 010910 566.30 573.00 566.30 571.50 +4.10 140 934 +27
Mar02 010910 574.00 574.00 574.00 574.00 +4.10 0 360 +0
Total Volume and Open Interest 1,988 4,521 -338
S & P Midcap 400(CME)
Sep01 010910 467.00 470.50 465.50 467.65 -2.10 1,436 14,058 -498
Dec01 010910 470.00 470.40 470.00 470.40 -2.25 310 2,782 +292
Mar02 010910 475.85 475.85 475.85 475.85 -2.25      
Total Volume and Open Interest 1,746 16,840 -206
Russell 2000(CME)
Sep01 010910 441.00 444.50 437.25 439.90 -4.60 2,565 19,657 -633
Dec01 010910 446.00 446.00 439.50 442.10 -4.75 272 2,763 +346
Mar02 010910 449.70 449.70 449.70 449.70 -4.75      
Total Volume and Open Interest 2,837 22,420 -287
Value Line(KCBT)
Sep01 010910 1113.00 1118.00 1107.00 1113.00 -9.00