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MRCI's End of Day Prices
Daily Futures Price Listing Thu September 13, 2001
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Sep01 010913 462.50 481.00 462.50 480.00 +15.25 1,435 1,007 +5
Nov01 010913 466.50 485.00 466.50 482.00 +12.00 20,068 89,576 +341
Jan02 010913 472.50 491.00 472.50 488.00 +11.75 1,654 18,817 +269
Mar02 010913 480.00 495.00 480.00 493.00 +10.25 955 18,328 +137
May02 010913 482.00 496.00 482.00 494.75 +10.25 734 19,552 +82
Jul02 010913 484.50 497.50 483.50 496.00 +9.25 1,025 12,033 +501
Aug02 010913 489.00 497.00 489.00 495.00 +8.00 123 168 +43
Total Volume and Open Interest 26,314 161,935 +1,527
Soybean Meal(CBOT)
Sep01 010913 166.60 176.50 166.60 176.30 +9.80 3,704 3,278 -1,392
Oct01 010913 164.50 172.40 164.00 172.00 +7.50 5,500 19,507 +63
Dec01 010913 162.80 171.00 162.30 170.00 +6.80 10,957 56,515 -580
Jan02 010913 162.30 170.00 162.00 168.80 +6.00 531 14,315 +123
Mar02 010913 160.80 167.00 160.80 165.80 +4.60 1,541 12,025 +272
May02 010913 158.80 162.80 158.50 162.10 +3.30 1,042 9,302 +227
Jul02 010913 157.80 160.50 157.30 160.50 +2.90 1,356 7,170 +757
Aug02 010913 156.50 158.70 156.00 158.50 +2.50 225 1,664 -43
Total Volume and Open Interest 24,899 125,816 -513
Soybean Oil(CBOT)
Sep01 010913 16.25 16.45 16.15 16.36 +0.16 541 1,851 -402
Oct01 010913 16.30 16.54 16.20 16.38 +0.13 3,133 27,222 -368
Dec01 010913 16.55 16.82 16.48 16.61 +0.08 5,081 75,938 -370
Jan02 010913 16.78 16.98 16.70 16.85 +0.09 1,063 19,426 -382
Mar02 010913 17.01 17.26 16.98 17.11 +0.08 1,438 14,634 +517
May02 010913 17.30 17.50 17.22 17.36 +0.06 470 14,549 +177
Jul02 010913 17.60 17.70 17.50 17.60 +0.05 914 7,962 +374
Aug02 010913 17.75 17.80 17.65 17.65 +0.10 74 969 +0
Total Volume and Open Interest 12,640 164,984 -454
Canola(WCE)
Sep01 010913 336.0 336.0 336.0 336.0 +7.0 0 46 +46
Nov01 010913 334.0 341.0 333.0 340.1 +4.1 3,154 43,177 -1,072
Jan02 010913 333.5 339.5 333.5 339.2 +3.7 476 12,057 -94
Mar02 010913 335.0 338.5 335.0 338.5 +2.5 1,288 5,570 +27
May02 010913 338.0 338.0 338.0 338.0 +1.8 15 938 +10
Total Volume and Open Interest 5,001 64,435 -1,049
Corn(CBOT)
Sep01 010913 213.00 218.75 212.50 218.00 +3.75 4,438 4,257 -1,133
Nov01 010913 219.50 226.00 219.50 225.00 +3.25 73 1,402 +23
Dec01 010913 224.25 230.75 224.25 229.50 +3.00 37,166 226,001 -3,129
Jan02 010913 233.50 233.50 233.50 233.50 +2.75 12 444 +7
Mar02 010913 236.25 242.25 236.25 241.00 +2.75 6,788 63,100 +2,646
May02 010913 241.75 247.50 241.75 246.25 +2.75 1,882 16,751 +700
Total Volume and Open Interest 53,107 349,898 -749
Wheat(CBOT)
Sep01 010913 270.00 274.75 269.25 274.50 +3.50 362 910 -345
Dec01 010913 279.50 284.50 278.50 282.00 +1.25 16,052 95,228 +266
Mar02 010913 290.00 295.50 290.00 293.00 +1.00 1,598 31,442 -267
May02 010913 295.00 298.00 295.00 296.00 +0.50 19 3,489 +1
Jul02 010913 298.00 302.25 298.00 301.00 +1.00 144 4,544 -34
Total Volume and Open Interest 18,178 136,470 -381
Wheat(KCBT)
Sep01 010913 292.00 293.75 291.00 293.75 +3.75 257 161 +0
Dec01 010913 301.50 304.75 301.50 303.00 unch 3,627 61,444 +0
Mar02 010913 315.00 317.00 314.50 316.25 +0.25 710 15,548 +0
May02 010913 323.00 324.25 322.00 323.00 +0.50 32 3,363 +0
Jul02 010913 328.00 330.00 328.00 330.00 +2.00 171 517 +0
Total Volume and Open Interest 4,797 81,038 +0
Wheat(MGE)
Sep01 010913 306.00 306.00 306.00 306.00 +1.00 23 70 -60
Dec01 010913 316.00 320.25 316.00 319.50 +2.50 1,688 19,108 -48
Mar02 010913 329.00 333.50 329.00 333.00 +2.25 441 3,212 +87
May02 010913 339.50 341.75 339.50 341.50 +3.50 53 683 +24
Jul02 010913 348.00 348.50 348.00 348.50 +4.00 22 167 +14
Total Volume and Open Interest 2,227 23,313 +17
Oats(CBOT)
Sep01 010913 150.00 161.00 148.50 161.00 +17.50 869 711 -229
Dec01 010913 152.00 155.75 150.00 153.00 +6.25 2,191 6,856 -92
Mar02 010913 151.00 153.50 150.00 152.50 +4.25 226 1,983 +23
May02 010913 150.00 153.00 150.00 152.50 +4.75 114 409 +89
Total Volume and Open Interest 3,420 10,016 -189
Rough Rice(MCE)
Sep01 010913 3.95 3.95 3.93 3.93 -0.02 51 241 -67
Nov01 010913 4.12 4.19 4.09 4.11 -0.01 298 2,847 -16
Jan02 010913 4.36 4.41 4.30 4.35 -0.01 46 992 +13
Mar02 010913 4.58 4.58 4.57 4.57 -0.03 15 633 -4
Total Volume and Open Interest 410 4,951 -74
Live Cattle(CME)
Oct01 010913 72.000 72.350 71.800 72.125 -0.175 5,471 39,260 -2,073
Dec01 010913 73.800 74.075 73.450 73.850 -0.425 3,582 29,360 +790
Feb02 010913 75.550 75.550 75.150 75.300 -0.425 1,102 23,298 +381
Apr02 010913 77.375 77.375 76.875 77.100 -0.450 262 9,090 +82
Jun02 010913 73.700 73.750 73.400 73.550 -0.275 465 10,785 +254
Aug02 010913 74.200 74.200 73.900 73.900 -0.400 134 938 +84
Total Volume and Open Interest 11,023 112,893 -482
Feeder Cattle(CME)
Sep01 010913 91.100 91.200 90.950 90.950 -0.450 86 2,312 -1
Oct01 010913 90.400 90.700 90.050 90.350 -0.425 804 6,083 +187
Nov01 010913 90.550 90.875 90.250 90.650 -0.475 361 3,695 +77
Jan02 010913 89.850 89.950 89.600 89.950 -0.450 80 2,055 +23
Mar02 010913 89.000 89.050 88.700 89.000 -0.450 27 365 +6
Apr02 010913 88.700 89.100 88.500 89.000 -0.500 0 329 +0
May02 010913 88.800 88.800 88.250 88.500 -0.400 5 153 +2
Total Volume and Open Interest 1,365 15,013 +296
Lean Hogs(CME)
Oct01 010913 60.150 61.150 59.800 61.100 +0.675 4,747 20,678 -432
Dec01 010913 56.050 56.450 55.700 56.275 -0.275 3,164 12,958 +523
Feb02 010913 56.550 57.050 56.250 57.000 -0.100 536 4,701 +173
Apr02 010913 57.800 58.100 57.525 57.975 -0.125 71 1,842 -3
Jun02 010913 64.700 65.500 64.700 65.500 +0.050 1 369 +0
Jul02 010913 62.750 62.950 62.750 62.950 unch 2 115 +0
Aug02 010913 60.400 60.650 60.225 60.650 +0.075 8 69 +0
Oct02 010913 54.500 54.500 54.500 54.500 unch 0 73 +0
Total Volume and Open Interest 8,534 41,175 +262
Pork Bellies(CME)
Feb02 010913 83.000 85.150 82.600 84.675 +0.500 536 2,814 +24
Mar02 010913 84.375 84.525 84.375 84.525 +0.325 14 40 -3
May02 010913 85.475 86.675 85.475 86.675 +0.375 0 26 +0
Jul02 010913 86.500 86.500 86.500 86.500 +0.700 1 11 +0
Aug02 010913 86.500 86.500 86.500 86.500 +0.700 0 1 +0
Total Volume and Open Interest      
Cocoa(NYBOT)
Sep01 010911 889 889 889 889 unch 0 55 +0
Dec01 010911 917 924 915 917 unch 0 29,981 +0
Mar02 010911 930 935 929 929 unch 0 20,637 +0
May02 010911 940 940 939 939 unch 0 9,393 +0
Jul02 010911 949 949 949 949 unch 0 5,929 +0
Sep02 010911 959 959 959 959 unch 0 5,911 +0
Dec02 010911 976 976 976 976 unch 0 11,694 +0
Total Volume and Open Interest 0 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 010913 675 691 675 691 +10 1,755 907 -1,755
Dec01 010913 699 712 699 710 +5 2,952 41,292 +1,297
Mar02 010913 726 734 724 733 +7 481 56,797 +13
May02 010913 740 749 739 747 +7 217 28,381 +11
Jul02 010913 749 758 749 758 +7 95 15,787 +32
Sep02 010913 759 766 759 766 +7 30 9,784 -15
Dec02 010913 776 782 776 782 +7 0 2,059 +0
Total Volume and Open Interest 5,530 157,366 +157,366
London Coffee(LCE)
Sep01 010913 454.00 455.00 453.00 453.00 unch 304 604 -162
Nov01 010913 465.00 474.00 464.00 469.00 +2.00 2,381 34,088 -67
Jan02 010913 478.00 488.00 478.00 484.00 +3.00 1,300 28,219 -156
Mar02 010913 498.00 505.00 495.00 501.00 +2.00 302 14,358 +39
May02 010913 515.00 517.00 513.00 517.00 +2.00 245 12,655 +106
Jul02 010913 533.00 533.00 533.00 533.00 +4.00 126 3,603 +88
Total Volume and Open Interest 4,688 96,630 +96,630
London Sugar(LCE)
Oct01 010913 225.20 225.20 219.00 220.20 -5.90 6,225 5,773 -3,724
Dec01 010913 224.50 224.50 220.10 221.50 -3.30 3,226 15,054 +1,200
Mar02 010913 226.00 226.40 224.00 224.70 -2.80 771 10,771 -191
May02 010913 226.10 226.10 224.00 224.50 -2.00 198 3,850 -102
Aug02 010913 219.00 219.00 217.00 217.00 -2.20 40 3,312 +31
Total Volume and Open Interest 10,512 40,242 +40,242
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 010913 303.9 318.0 295.6 318.0 +10.2 250 565 -94
Nov01 010913 291.0 298.0 289.6 297.8 -1.8 388 1,218 +81
Jan02 010913 284.0 292.5 282.7 289.0 -3.6 104 547 +53
Mar02 010913 292.7 292.7 292.7 292.7 -7.3 8 50 +4
Total Volume and Open Interest      
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 010913 27.74 28.18 27.55 28.10 +0.08 34,927 23,306 -16,183
Nov01 010913 28.05 28.70 27.70 28.37 +0.14 61,540 64,200 -105
Dec01 010913 27.50 28.20 27.26 27.92 +0.16 19,396 36,775 -4,377
Jan02 010913 27.00 27.62 27.00 27.40 +0.19 8,811 29,226 -1,230
Feb02 010913 26.68 27.15 26.63 26.98 +0.14 2,401 13,411 +1,075
Mar02 010913 26.30 26.70 26.25 26.54 +0.10 426 7,162 +19
Apr02 010913 25.85 26.28 25.85 26.11 +0.05 156 5,999 +0
May02 010913 25.60 25.83 25.60 25.71 +0.02 5 3,964 +0
Total Volume and Open Interest 131,012 223,444 +223,444
Gas Oil(IPE)
Oct01 010913 252.00 258.00 246.00 255.50 +3.50 26,709 40,758 -321
Nov01 010913 245.00 254.25 245.00 253.75 +3.50 9,775 16,914 -2,143
Dec01 010913 245.50 252.00 244.25 251.50 +3.00 3,800 27,192 +229
Jan02 010913 242.75 248.50 242.75 247.25 +1.75 1,476 10,335 +657
Feb02 010913 240.75 241.25 240.75 241.25 +2.25 0 5,678 +0
Mar02 010913 233.50 234.75 233.50 234.75 +2.75 75 4,188 +50
Apr02 010913 229.25 229.25 229.25 229.25 +3.75 75 2,496 +0
May02 010913 223.75 223.75 223.75 223.75 +4.25 75 779 +0
Total Volume and Open Interest 53,033 121,166 +121,166
US Dollar Index(NYBOT)
Sep01 010911 114.80 115.02 114.70 114.95 +0.31 0 4,536 +0
Dec01 010911 115.20 115.50 115.08 115.37 +0.36 0 2,667 +0
Mar02 010911 115.38 115.38 115.38 115.38 unch 0 1 +0
Total Volume and Open Interest 0 7,206 +0
Australian Dollar(IMM)
Sep01 010913 51.35 51.60 51.30 51.55 -0.14 1,199 16,767 +78
Dec01 010913 51.36 51.55 51.20 51.38 -0.14 1,336 12,303 +637
Mar02 010913 51.21 51.21 51.21 51.21 -0.14 0 322 +0
Total Volume and Open Interest 2,535 29,407 +715
British Pound(IMM)
Sep01 010913 146.80 147.34 146.60 147.02 +3.50 1,291 41,520 -647
Dec01 010913 146.20 146.78 146.00 146.46 +3.46 7,908 21,649 +819
Mar02 010913 145.80 145.80 145.80 145.80 +3.42 0 17 +0
Total Volume and Open Interest 9,199 63,187 +172
Canadian Dollar(IMM)
Sep01 010913 64.06 64.07 63.70 63.84 -0.04 4,487 41,114 -3,837
Dec01 010913 63.93 63.93 63.60 63.73 -0.07 5,152 38,349 +6,064
Mar02 010913 63.82 63.84 63.60 63.70 -0.08 7 1,648 +4
Jun02 010913 63.76 63.76 63.68 63.68 -0.09 1 551 +7
Total Volume and Open Interest      
Japanese Yen(IMM)
Sep01 010913 84.05 84.35 83.81 84.30 +1.13 11,728 62,737 -809
Dec01 010913 84.80 84.98 84.48 84.95 +1.10 17,052 60,401 +12,090
Mar02 010913 85.57 85.57 85.57 85.57 +1.04 0 58 +0
Total Volume and Open Interest 28,784 123,403 +11,281
Deutsche Mark(IMM)
Sep01 010913 46.35 46.63 46.21 46.63 +0.27 129 428 +99
Dec01 010913 46.52 46.52 46.52 46.52 +0.26 1 26 +1
Total Volume and Open Interest 130 454 +100
Swiss Franc(IMM)
Sep01 010913 60.35 60.73 60.18 60.71 +0.66 3,665 51,185 -182
Dec01 010913 60.27 60.75 60.22 60.74 +0.64 8,736 24,122 +8,135
Mar02 010913 60.60 60.81 60.60 60.81 +0.61 0 79 +0
Total Volume and Open Interest 12,401 75,389 +7,953
EuroFX(IMM)
Sep01 010913 90.58 91.23 90.56 91.21 +0.54 3,018 73,217 -875
Dec01 010913 90.35 91.00 90.35 90.99 +0.52 5,132 45,648 +2,648
Mar02 010913 90.25 90.84 90.25 90.84 +0.48 0 743 +0
Total Volume and Open Interest 8,150 119,744 +1,774
Mexican Peso(IMM)
Sep01 010913 10600.0 10600.0 10520.0 10535.0 +160.0 649 22,409 +326
Dec01 010913 10330.0 10350.0 10270.0 10285.0 +135.0 1,248 7,611 +1,502
Total Volume and Open Interest 1,897 32,628 +1,828
30-Year T-Bonds(CBOT)
Sep01 010913 106~11 106~20 105~17 106~18 -0~02 10,909 56,559 -663
Dec01 010913 105~21 105~26 104~21 105~24 -0~03 216,981 450,957 +6,209
Mar02 010913 104~06 104~30 103~30 104~30 -0~06 1,622 14,421 -36
Total Volume and Open Interest 229,512 522,042 +5,510
Municipal Bonds(CBOT)
Sep01 010913 107~29 107~29 107~02 107~27 -0~12 829 6,962 -68
Dec01 010913 106~31 106~31 106~00 106~28 -0~06 1,342 4,304 +172
Total Volume and Open Interest 2,171 11,266 +104
10-Year T-Notes(CBOT)
Sep01 010913 108~160 109~110 108~010 109~100 +0~300 18,259 101,334 +666
Dec01 010913 107~280 108~160 107~070 108~140 +0~280 193,605 548,963 +21,407
Total Volume and Open Interest 211,952 651,703 +22,325
5-Year T-Notes(CBOT)
Sep01 010913 107~230 108~110 107~200 108~080 +0~170 22,717 83,752 +83,752
Dec01 010913 107~140 107~300 106~315 107~265 +0~165 62,299 383,842 +383,842
Mar02 010913 107~060 107~060 107~060 107~060 +0~165      
Total Volume and Open Interest 85,016 467,594 +467,594
2 Year T-Notes(CBOT)
Sep01 010913 105~052 105~072 105~036 105~056 +0~056 2,216 10,616 -93
Dec01 010913 104~084 105~028 104~080 105~006 +0~074 4,330 69,526 +1,207
Total Volume and Open Interest 6,546 80,142 +1,114
3-Mth T-Bills(IMM)
Dec01 010913 97.47 97.50 97.47 97.50 +0.30 0 528 +0
Total Volume and Open Interest 8 3,271 +7
Eurodollars(IMM)
Sep01 010913 96.880 96.955 96.850 96.927 +0.127 19,505 580,223 +9,374
Dec01 010913 97.110 97.150 97.030 97.130 +0.240 71,185 722,121 -1,028
Mar02 010913 97.070 97.120 96.980 97.050 +0.215 62,093 536,602 +11,352
Jun02 010913 96.800 96.800 96.630 96.730 +0.225 45,731 639,655 -7,150
Sep02 010913 96.350 96.415 96.210 96.330 +0.220 36,832 441,107 -728
Dec02 010913 95.950 95.950 95.750 95.875 +0.195 16,618 384,930 -3,017
Mar03 010913 95.610 95.640 95.450 95.575 +0.185 10,239 261,185 +1,768
Jun03 010913 95.195 95.320 95.100 95.245 +0.155 8,829 161,297 -1,436
Sep03 010913 94.870 95.060 94.850 95.010 +0.150 1,581 172,946 +752
Dec03 010913 94.620 94.810 94.600 94.765 +0.135 1,180 126,504 -135
Mar04 010913 94.575 94.720 94.540 94.675 +0.120 1,605 136,122 +480
Jun04 010913 94.440 94.560 94.395 94.530 +0.110 1,635 102,132 +1,002
Total Volume and Open Interest 281,592 4,921,601 +11,211
3-Mth Euro-Yen(IMM)
Sep01 010913 99.94 99.94 99.94 99.94 unch 166 20,866 -212
Dec01 010913 99.93 99.93 99.92 99.93 +0.01 173 19,881 +2,741
Mar02 010913 99.90 99.90 99.90 99.90 unch 24 8,135 -725
Jun02 010913 99.91 99.91 99.90 99.90 -0.01 67 8,622 -446
Sep02 010913 99.88 99.88 99.87 99.88 +0.01 26 6,412 -253
Dec02 010913 99.82 99.82 99.82 99.82 unch 1 690 +1
Mar03 010913 99.79 99.79 99.79 99.79 +0.01 0 180 +0
Jun03 010913 99.75 99.75 99.75 99.75 +0.01 0 37 +0
Sep03 010913 99.68 99.68 99.68 99.68 +0.02      
Dec03 010913 99.54 99.54 99.54 99.54 unch 0 2 +0
Total Volume and Open Interest 457 65,045 +1,106
3-Mth Euro-Yen(SIMEX)
Dec01 010913 99.92 99.92 99.92 99.92 +0.01 3,155 95,083 +2,449
Mar02 010913 99.90 99.90 99.90 99.90 unch 1,509 61,985 +36
Jun02 010913 99.90 99.91 99.90 99.90 unch 527 56,691 -41
Sep02 010913 99.86 99.88 99.86 99.88 +0.01 89 25,262 -36
Dec02 010913 99.82 99.83 99.82 99.83 +0.01 75 9,730 -27
Mar03 010913 99.78 99.79 99.78 99.79 +0.01 0 13,423 +0
Jun03 010913 99.75 99.75 99.75 99.75 +0.01 62 12,649 -12
Sep03 010913 99.68 99.68 99.68 99.68 +0.01 0 6,497 +0
Total Volume and Open Interest 7,186 370,110 +370,110
Euro Notional Bond(MATIF)
Sep01 010913 89.88 90.13 89.68 89.90 -0.08 12,458 88,342 -3,738
Dec01 010913 89.05 89.09 88.76 88.94 -0.09 2,777 4,166 +2,732
Mar02 010913 89.58 89.58 89.58 89.58 -0.08      
Total Volume and Open Interest 15,235 92,508 +7,326
3-Month Euribor(MATIF)
Sep01 010913 95.85 95.85 95.85 95.85 -0.05 0 2,411 +0
Dec01 010913 96.30 96.30 96.30 96.30 +0.05 0 2,845 +0
Mar02 010913 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 010913 108.47 108.74 108.17 108.51 +0.01 524,720 622,624 -48,273
Mar02 010913 108.32 108.32 108.02 108.31 +0.01 2,968 2,135 +1,040
Jun02 010913 108.20 108.20 108.20 108.20 +0.01      
Total Volume and Open Interest 527,688 624,759 -47,233
German Euro-Bobl(EUREX)
Dec01 010913 108.05 108.23 107.66 108.12 +0.08 438,042 508,852 +18,263
Mar02 010913 107.68 107.77 107.68 107.77 +0.08 4,805 2,747 +556
Jun02 010913 107.48 107.48 107.48 107.48 +0.08 0 814 +0
Total Volume and Open Interest 442,847 512,413 +18,819
Long Gilt(LIFFE)
Sep01 010913 115~21 115~21 115~13 115~13 -0~10 683 16,352 -682
Dec01 010913 114~30 115~05 114~20 114~24 -0~09 17,973 67,981 -271
Total Volume and Open Interest 18,656 84,333 -953
3-Mth Short Sterling(LIFFE)
Sep01 010913 95.27 95.29 95.22 95.27 -0.02 21,761 0 +0
Dec01 010913 95.53 95.57 95.49 95.56 -0.01 63,752 0 +0
Mar02 010913 95.50 95.57 95.47 95.54 unch 50,729 0 +0
Total Volume and Open Interest 203,547    
3-Mth Euribor(LIFFE)
Sep01 010913 95.890 95.910 95.840 95.865 -0.035 200,203 381,805 +3,207
Dec01 010913 96.265 96.320 96.225 96.280 +0.010 131,899 420,401 -8,703
Mar02 010913 96.440 96.500 96.400 96.460 +0.015 153,666 356,893 +5,443
Total Volume and Open Interest 680,124 2,011,209 -6,383
3-Mth Aus T-Bills(SFE)
Sep01 010913 95.55 95.60 95.53 95.55 -0.04 7,365 82,242 -12,812
Dec01 010913 95.67 95.75 95.63 95.66 -0.10 24,382 219,104 +14,304
Mar02 010913 95.60 95.66 95.57 95.59 -0.07 7,569 71,894 -3,973
Jun02 010913 95.40 95.43 95.33 95.37 -0.07 1,672 31,921 +841
Sep02 010913 95.14 95.18 95.09 95.10 -0.08 551 17,202 +157
Dec02 010913 94.87 94.91 94.81 94.83 -0.08 105 13,412 +49
Mar03 010913 94.65 94.68 94.58 94.63 -0.08 11 7,139 -10
Jun03 010913 94.46 94.48 94.46 94.48 -0.10 90 5,267 -20
Sep03 010913 94.33 94.35 94.33 94.35 -0.11 0 2,331 +0
Dec03 010913 94.24 94.27 94.24 94.27 -0.10 10 1,903 +0
Total Volume and Open Interest 41,725 455,969 -21,993
10-Year Aus T-Bonds(SFE)
Sep01 010913 94.50 94.56 94.41 94.48 -0.06 5,559 192,572 +7,135
Dec01 010913 94.47 94.51 94.38 94.45 -0.05 1,975 62,978 +46,212
Total Volume and Open Interest      
3-Year Aus T-Bonds(SFE)
Sep01 010913 95.32 95.39 95.29 95.34 -0.05 93,113 556,171 +41,929
Dec01 010913 94.30 95.27 94.30 95.24 -0.05 15,793 32,683 +8,243
Total Volume and Open Interest 108,906 588,854 +61,365
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 010911 65.30 65.50 65.30 65.50 +0.35 1,375 5,547 +0
Dec01 010911 65.80 66.15 65.75 66.15 +0.45 9,158 49,711 +0
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 566.25 573.00 566.25 571.50 +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 010913 1113.00 1113.00 1113.00 1113.00 unch 31 263 +0
Total Volume and Open Interest