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MRCI's End of Day Prices
Daily Futures Price Listing Wed September 12, 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 010911 889 889 889 889 unch 5 55 +0
Dec01 010911 917 924 915 922 +5 7,122 29,981 +0
Mar02 010911 930 935 929 935 +6 3,443 20,637 +0
May02 010911 940 940 940 940 +1 411 9,393 +0
Jul02 010911 949 949 949 949 unch 15 5,929 +0
Sep02 010911 959 959 959 959 unch 480 5,911 +0
Dec02 010911 976 976 976 976 unch 1,570 11,694 +0
Total Volume and Open Interest 3,900 94,553 +0
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)
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
Jul02 010910 89.80 89.80 89.80 89.80 -0.65 10 79 +10
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 010912 685 698 680 681 unch 3,835 2,662 -2,825
Dec01 010912 709 722 703 705 -1 1,895 39,995 +1,453
Mar02 010912 732 742 725 726 -3 208 56,784 +38
May02 010912 750 756 740 740 -4 435 28,370 +20
Jul02 010912 756 766 751 751 -4 125 15,755 +105
Sep02 010912 764 764 759 759 -4 0 9,799 +0
Dec02 010912 775 775 775 775 -3 0 2,059 +0
Total Volume and Open Interest 6,498 157,783 -1,209
London Coffee(LCE)
Sep01 010912 462.00 462.00 449.00 453.00 +1.00 350 766 +54
Nov01 010912 472.00 490.00 461.00 467.00 -5.00 2,726 34,155 -1,614
Jan02 010912 482.00 503.00 476.00 481.00 -4.00 1,464 28,375 +37
Mar02 010912 504.00 520.00 494.00 499.00 -5.00 946 14,319 +198
May02 010912 532.00 535.00 507.00 515.00 -5.00 930 12,549 +95
Jul02 010912 537.00 549.00 520.00 529.00 -5.00 22 3,515 +18
Total Volume and Open Interest 6,438 96,782 -1,212
London Sugar(LCE)
Oct01 010912 229.90 230.50 226.00 226.10 -2.90 2,083 9,497 -599
Dec01 010912 227.90 228.10 224.80 224.80 -1.90 2,420 13,854 +1,864
Mar02 010912 229.10 229.80 227.50 227.50 -1.20 158 10,962 +43
May02 010912 227.10 228.00 226.50 226.50 -1.00 167 3,952 +124
Aug02 010912 221.00 221.80 219.20 219.20 -0.70 0 3,281 +0
Total Volume and Open Interest 5,028 43,028 +1,432
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 010912 29.10 29.50 28.00 28.02 -1.04 49,533 39,489 +1,789
Nov01 010912 29.00 29.30 28.11 28.23 -0.64 64,590 64,305 +13,992
Dec01 010912 28.66 28.66 27.60 27.76 -0.46 18,027 41,152 +2,222
Jan02 010912 27.15 27.78 27.12 27.21 -0.26 3,478 30,456 +546
Feb02 010912 26.80 27.33 26.80 26.84 -0.18 131 12,336 +57
Mar02 010912 26.41 26.86 26.40 26.44 -0.13 58 7,143 -28
Apr02 010912 26.10 26.35 26.06 26.06 -0.13 475 5,999 -107
May02 010912 25.55 25.69 25.55 25.69 -0.15 0 3,964 +0
Total Volume and Open Interest 137,392 241,578 +19,171
Gas Oil(IPE)
Sep01 010912 252.25 259.00 248.50 255.25 unch 13,258 10,002 -4,764
Oct01 010912 253.75 259.50 250.00 252.00 -6.00 26,384 41,079 +5,388
Nov01 010912 256.00 258.00 250.25 250.25 -10.75 4,345 19,057 +447
Dec01 010912 252.00 255.50 248.50 248.50 -10.75 3,664 26,963 -1,323
Jan02 010912 247.50 251.50 245.50 245.50 -11.25 515 9,678 -110
Feb02 010912 239.00 239.00 239.00 239.00 -12.50 0 5,678 +0
Mar02 010912 235.25 236.00 232.00 232.00 -13.25 200 4,138 +0
Apr02 010912 230.00 230.00 225.50 225.50 -13.75 0 2,496 +0
Total Volume and Open Interest 48,566 128,955 -162
US Dollar Index(NYBOT)
Sep01 010911 114.86 115.02 114.86 114.95 +0.31 1,572 4,536 +0
Dec01 010911 115.26 115.40 115.26 115.37 +0.36 991 2,667 +0
Mar02 010911 115.38 115.38 115.38 115.38 unch 0 1 +0
Total Volume and Open Interest 6,500 7,206 +0
Australian Dollar(IMM)
Sep01 010911 51.35 51.90 51.33 51.69 +0.31 10,906 16,689 -6,076
Dec01 010911 51.19 51.60 51.16 51.52 +0.31 7,635 11,666 +6,893
Mar02 010911 51.35 51.35 51.35 51.35 +0.31 4 322 +4
Total Volume and Open Interest 18,545 28,692 +821
British Pound(IMM)
Sep01 010911 145.54 157.00 143.52 143.52 -2.28 14,747 42,167 -3,065
Dec01 010911 145.04 146.00 142.00 143.00 -2.28 13,993 20,830 +11,526
Mar02 010911 142.38 142.38 142.38 142.38 -2.28 0 17 +0
Total Volume and Open Interest 28,740 63,015 +8,461
Canadian Dollar(IMM)
Sep01 010911 64.12 64.14 63.75 63.88 -0.10 15,165 44,951 -8,012
Dec01 010911 64.03 64.05 63.66 63.80 -0.10 15,062 32,285 +8,882
Mar02 010911 64.00 64.00 63.78 63.78 -0.10 139 1,644 +119
Jun02 010911 63.90 63.90 63.77 63.77 -0.10 18 544 +11
Total Volume and Open Interest 17,256    
Japanese Yen(IMM)
Sep01 010911 82.09 83.85 82.07 83.17 +0.42 23,743 63,546 -12,519
Dec01 010911 82.79 84.40 82.72 83.85 +0.42 42,752 48,311 +19,576
Mar02 010911 84.53 84.53 84.53 84.53 +0.42 4 58 +0
Total Volume and Open Interest 66,507 112,122 +7,067
Deutsche Mark(IMM)
Sep01 010911 45.20 46.36 45.20 46.36 +0.34 16 329 -13
Dec01 010911 46.26 46.26 46.26 46.26 +0.35 16 25 +15
Total Volume and Open Interest 32 354 +2
Swiss Franc(IMM)
Sep01 010911 59.22 62.50 59.20 60.05 +0.70 14,810 51,367 -3,070
Dec01 010911 59.26 62.50 59.23 60.10 +0.70 9,732 15,987 +6,338
Mar02 010911 60.20 60.20 60.20 60.20 +0.70 0 79 +0
Total Volume and Open Interest 24,542 67,436 +3,268
EuroFX(IMM)
Sep01 010911 89.65 90.95 89.65 90.67 +0.67 25,392 74,092 -4,111
Dec01 010911 89.46 90.75 89.44 90.47 +0.67 20,709 43,000 +14,105
Mar02 010911 90.36 90.36 90.36 90.36 +0.67 101 743 -100
Total Volume and Open Interest 46,203 117,970 +9,895
Mexican Peso(IMM)
Sep01 010911 10652.5 10670.0 10200.0 10375.0 -255.0 7,522 22,083 -4,255
Dec01 010911 10440.0 10460.0 10120.0 10150.0 -265.0 7,228 6,109 +3,623
Total Volume and Open Interest 14,784 30,800 -632
30-Year T-Bonds(CBOT)
Sep01 010911 105~14 106~22 105~07 106~20 +1~06 10,909 57,222 -6,484
Dec01 010911 104~22 106~01 104~14 105~27 +1~05 216,981 444,748 +5,438
Mar02 010911 103~31 105~04 103~31 105~04 +1~05 1,622 14,457 +1,449
Total Volume and Open Interest 229,512 516,532 +403
Municipal Bonds(CBOT)
Sep01 010911 107~21 108~12 107~20 108~07 +0~19 829 7,030 -565
Dec01 010911 106~12 107~10 106~11 107~02 +0~21 1,342 4,132 +387
Total Volume and Open Interest 2,171 11,162 -178
10-Year T-Notes(CBOT)
Sep01 010911 107~135 108~120 107~090 108~120 +0~315 18,259 100,668 -7,662
Dec01 010911 106~210 107~270 106~130 107~180 +0~305 193,605 527,556 +8,836
Total Volume and Open Interest 211,952 629,378 +1,248
5-Year T-Notes(CBOT)
Sep01 010911 106~135 107~230 106~135 107~230 +1~070 22,717 87,366 -8,474
Dec01 010911 105~315 107~120 105~310 107~100 +1~070 62,299 370,281 +8,824
Mar02 010911 106~215 106~215 106~215 106~215 +1~070      
Total Volume and Open Interest 85,016 457,647 +350
2 Year T-Notes(CBOT)
Sep01 010911 104~032 105~000 104~027 105~000 +0~094 2,216 10,709 -1,346
Dec01 010911 103~110 104~104 103~107 104~060 +0~074 4,330 68,319 +1,372
Total Volume and Open Interest 6,546 79,028 +26
3-Mth T-Bills(IMM)
Dec01 010911 97.20 97.20 97.20 97.20 +0.20 4 528 +2
Total Volume and Open Interest 118 3,264 +52
Eurodollars(IMM)
Sep01 010911 96.652 96.850 96.645 96.800 +0.145 69,470 570,849 -9,828
Dec01 010911 96.700 96.930 96.685 96.890 +0.175 171,870 723,149 -11,632
Mar02 010911 96.600 96.860 96.595 96.835 +0.205 164,836 525,250 -2,673
Jun02 010911 96.310 96.535 96.290 96.505 +0.170 114,943 646,805 +6,783
Sep02 010911 95.935 96.140 95.915 96.110 +0.145 68,589 441,835 +1,817
Dec02 010911 95.515 95.690 95.500 95.680 +0.140 52,519 387,947 +3,848
Mar03 010911 95.260 95.410 95.250 95.390 +0.105 26,578 259,417 +2,157
Jun03 010911 94.975 95.120 94.970 95.090 +0.090 16,005 162,733 +4,265
Sep03 010911 94.750 94.920 94.740 94.860 +0.085 9,168 172,194 +3,174
Dec03 010911 94.520 94.630 94.510 94.630 +0.085 9,858 126,639 +238
Mar04 010911 94.435 94.570 94.435 94.555 +0.085 9,317 135,642 +2,756
Jun04 010911 94.305 94.420 94.305 94.420 +0.080 6,390 101,130 +1,014
Total Volume and Open Interest 764,618 4,910,390 +4,872
3-Mth Euro-Yen(IMM)
Sep01 010911 99.94 99.94 99.93 99.93 unch 209 21,078 -296
Dec01 010911 99.92 99.92 99.91 99.92 unch 776 17,140 +554
Mar02 010911 99.90 99.90 99.89 99.90 unch 106 8,860 +3
Jun02 010911 99.90 99.90 99.90 99.90 unch 36 9,068 +37
Sep02 010911 99.86 99.87 99.86 99.87 -0.01 11 6,665 +28
Dec02 010911 99.82 99.82 99.82 99.82 unch 7 689 -501
Mar03 010911 99.78 99.78 99.78 99.78 unch 0 180 +0
Jun03 010911 99.74 99.74 99.74 99.74 -0.01 0 37 +0
Sep03 010911 99.66 99.66 99.66 99.66 unch      
Dec03 010911 99.54 99.54 99.54 99.54 unch 0 2 +0
Total Volume and Open Interest 1,145 63,939 -175
3-Mth Euro-Yen(SIMEX)
Dec01 010912 99.92 99.92 99.91 99.91 -0.01 3,052 92,634 +874
Mar02 010912 99.91 99.92 99.90 99.90 unch 5,424 61,949 +736
Jun02 010912 99.92 99.92 99.90 99.90 unch 1,465 56,732 -155
Sep02 010912 99.88 99.88 99.86 99.86 unch 584 25,298 -355
Dec02 010912 99.83 99.83 99.82 99.82 unch 636 9,757 -339
Mar03 010912 99.78 99.78 99.78 99.78 unch 152 13,423 -77
Jun03 010912 99.75 99.75 99.74 99.74 unch 412 12,661 +399
Sep03 010912 99.67 99.67 99.67 99.67 unch 0 6,497 +0
Total Volume and Open Interest 12,420 367,788 +418
Euro Notional Bond(MATIF)
Sep01 010912 90.51 90.60 89.90 89.98 -0.39 13,063 92,080 +7,751
Dec01 010912 89.40 89.40 88.89 89.03 -0.34 612 1,434 +581
Mar02 010912 89.66 89.66 89.66 89.66 -0.36      
Total Volume and Open Interest 13,675 93,514 +8,332
3-Month Euribor(MATIF)
Sep01 010912 95.90 95.90 95.90 95.90 unch 0 2,411 +0
Dec01 010912 96.25 96.25 96.25 96.25 unch 0 2,845 +0
Mar02 010912 96.45 96.45 96.45 96.45 unch 0 2,592 +0
Total Volume and Open Interest 0 9,029 +0
German Euro-Bund(EUREX)
Dec01 010912 109.15 109.25 108.35 108.50 -0.39 1,038,372 670,897 +68,561
Mar02 010912 108.37 108.45 108.30 108.30 -0.39 3,494 1,095 +150
Jun02 010912 108.19 108.19 108.19 108.19 -0.39      
Total Volume and Open Interest 1,041,866 671,992 +68,711
German Euro-Bobl(EUREX)
Dec01 010912 108.50 108.63 107.86 108.04 -0.26 564,359 490,589 +36,805
Mar02 010912 107.69 107.69 107.69 107.69 -0.26 155 2,191 +0
Jun02 010912 107.40 107.40 107.40 107.40 -0.26 0 814 +0
Total Volume and Open Interest 564,514 493,594 +36,805
Long Gilt(LIFFE)
Sep01 010912 115~25 115~25 115~20 115~23 -0~07 1,064 17,034 -83
Dec01 010912 115~16 115~19 114~27 115~02 -0~08 40,956 68,252 +1,311
Total Volume and Open Interest 42,020 85,286 +1,228
3-Mth Short Sterling(LIFFE)
Sep01 010912 95.26 95.35 95.24 95.29 +0.06 23,514 0 +0
Dec01 010912 95.50 95.64 95.46 95.57 +0.11 60,336 0 +0
Mar02 010912 95.47 95.60 95.30 95.54 +0.10 73,291 0 +0
Total Volume and Open Interest 240,309    
3-Mth Euribor(LIFFE)
Sep01 010912 95.980 95.995 95.850 95.900 +0.015 125,662 378,598 +792
Dec01 010912 96.400 96.400 96.210 96.270 +0.020 152,730 429,104 -904
Mar02 010912 96.500 96.575 96.400 96.445 +0.005 213,352 351,450 +4,072
Total Volume and Open Interest 701,563 2,017,592 +13,205
3-Mth Aus T-Bills(SFE)
Sep01 010912 95.52 95.63 95.50 95.59 +0.29 7,954 95,054 -27,845
Dec01 010912 95.74 95.84 95.69 95.76 +0.35 11,654 204,800 +4,630
Mar02 010912 95.65 95.81 95.62 95.66 +0.32 4,278 75,867 +3,069
Jun02 010912 95.53 95.58 95.42 95.44 +0.28 612 31,080 -756
Sep02 010912 95.29 95.29 95.18 95.18 +0.27 583 17,045 +204
Dec02 010912 95.02 95.02 94.91 94.91 +0.26 532 13,363 +64
Mar03 010912 94.72 94.72 94.71 94.71 +0.27 60 7,149 +45
Jun03 010912 94.58 94.58 94.58 94.58 +0.29 90 5,287 +50
Sep03 010912 94.46 94.46 94.46 94.46 +0.30 0 2,331 +0
Dec03 010912 94.42 94.42 94.37 94.37 +0.29 0 1,903 +0
Total Volume and Open Interest 25,763 457,423 -20,539
10-Year Aus T-Bonds(SFE)
Sep01 010912 94.55 94.57 94.49 94.50 -0.15 4,752 178,213 -7,224
Dec01 010912 94.48 94.50 94.46 94.46 -0.16 1,462 33,430 +16,664
Total Volume and Open Interest      
3-Year Aus T-Bonds(SFE)
Sep01 010912 95.41 95.54 95.31 95.39 +0.36 28,131 514,242 +5,806
Dec01 010912 95.34 95.41 95.23 95.29 +0.38 8,419 24,440 +5,387
Total Volume and Open Interest 36,550 538,682 +11,193
Gold(CMX)
Oct01 010911 278.0 278.0 274.5 275.5 +3.2 141 10,022 +0
Dec01 010911 273.5 290.0 273.1 280.0 +6.3 20,602 84,607 +0
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 010911 417.0 417.5 417.0 417.5 +1.9 36 274 +0
Dec01 010911 419.0 423.0 418.0 422.5 +3.2 3,021 58,846 +0
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 010911 440.0 441.0 439.0 440.0 +1.7 428 4,592 +0
Jan02 010911 435.0 435.0 435.0 435.0 +0.9 71 1,454 +0
Total Volume and Open Interest 499 6,054 +0
Palladium(NYME)
Sep01 010911 459.00 459.00 459.00 459.00 +3.00 1 12 +0
Dec01 010911 459.00 459.00 456.00 459.00 unch 42 1,147 +0
Total Volume and Open Interest 43 1,159 +0
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 010911 9675 9685 9300 9375 -255 27,895 26,329 -2,016
Dec01 010911 9714 9714 9409 9409 -256 3,023 9,478 +613
Mar02 010911 9735 9740 9442 9442 -256 13 414 +7
Jun02 010911 9482 9482 9482 9482 -256 0 65 +0
Total Volume and Open Interest 30,931 36,292 -1,396
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 010911 1096.25 1103.00 1068.00 1095.75 unch 243,100 172,024 +2,175
Dec01 010911 1101.00 1108.50 1075.00 1101.50 unch 2,713 2,464 +1,239
Total Volume and Open Interest 245,813 174,488 +3,414
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 010911 1369.0 1394.5 1317.0 1370.5 unch 169,485 172,108 +0
Dec01 010911 1380.0 1403.5 1335.0 1382.0 unch 311 501 +0
Total Volume and Open Interest 169,796 172,609 +0
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 31 263