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MRCI's End of Day Prices
Daily Futures Price Listing Fri September 14, 2001
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Nov01 010914 477.50 482.00 473.25 474.00 -8.00 36,396 89,829 +253
Jan02 010914 484.00 487.50 480.25 480.75 -7.25 3,956 19,797 +980
Mar02 010914 488.50 492.50 486.25 487.00 -6.00 1,810 18,789 +461
May02 010914 489.50 492.00 487.50 488.25 -6.50 1,582 20,006 +454
Jul02 010914 492.50 493.50 488.50 488.75 -7.25 1,784 12,581 +548
Aug02 010914 490.00 492.00 489.00 489.00 -6.00 65 202 +34
Sep02 010914 482.50 482.50 482.50 482.50 -4.50 0 8 +0
Total Volume and Open Interest 46,367 164,470 +2,535
Soybean Meal(CBOT)
Oct01 010914 172.00 172.00 168.50 168.90 -3.10 10,464 19,376 -131
Dec01 010914 169.80 170.00 166.80 167.20 -2.80 18,065 56,235 -280
Jan02 010914 168.50 168.50 165.90 166.00 -2.80 2,484 14,417 +102
Mar02 010914 165.50 166.50 163.50 163.90 -1.90 2,554 12,389 +364
May02 010914 161.80 162.20 160.50 161.00 -1.10 1,700 9,904 +602
Jul02 010914 160.00 160.20 159.00 159.90 -0.60 722 7,324 +154
Aug02 010914 159.00 159.00 158.00 158.00 -0.50 43 1,686 +22
Sep02 010914 157.50 158.00 155.30 155.30 -0.80 53 1,190 +53
Total Volume and Open Interest 41,510 124,795 -1,021
Soybean Oil(CBOT)
Oct01 010914 16.25 16.35 16.10 16.11 -0.27 12,387 23,973 -3,249
Dec01 010914 16.42 16.55 16.37 16.38 -0.23 11,300 75,867 -71
Jan02 010914 16.65 16.73 16.60 16.60 -0.25 1,758 19,994 +568
Mar02 010914 16.97 17.02 16.89 16.89 -0.22 1,222 15,261 +627
May02 010914 17.20 17.24 17.15 17.15 -0.21 1,228 15,210 +661
Jul02 010914 17.50 17.50 17.40 17.41 -0.19 129 8,014 +52
Aug02 010914 17.60 17.60 17.51 17.51 -0.14 77 1,046 +77
Sep02 010914 17.70 17.70 17.61 17.61 -0.09 77 1,016 +77
Total Volume and Open Interest 29,647 162,594 -2,390
Canola(WCE)
Sep01 010914 336.3 336.3 336.3 336.3 +0.3 0 46 +0
Nov01 010914 339.0 343.8 339.0 340.2 +0.1 4,373 43,610 +433
Jan02 010914 339.0 342.0 338.0 338.2 -1.0 1,683 12,410 +353
Mar02 010914 339.0 341.8 337.2 337.2 -1.3 433 5,677 +107
May02 010914 338.5 338.5 338.5 338.5 +0.5 5 943 +5
Total Volume and Open Interest 6,559 65,312 +877
Corn(CBOT)
Nov01 010914 221.25 221.50 219.00 219.50 -5.50 29 1,409 +7
Dec01 010914 225.50 226.50 224.00 224.25 -5.25 58,401 226,642 +641
Jan02 010914 230.50 230.50 228.00 228.00 -5.50 12 444 +0
Mar02 010914 237.50 238.00 235.50 235.75 -5.25 6,931 64,265 +1,165
May02 010914 243.00 243.25 241.75 241.75 -4.50 2,266 16,796 +45
Jul02 010914 247.75 247.75 246.25 246.75 -3.75 2,129 20,989 +533
Total Volume and Open Interest 75,894 349,572 -326
Wheat(CBOT)
Dec01 010914 277.50 279.00 271.50 272.25 -9.75 13,931 94,913 -315
Mar02 010914 290.00 290.00 283.00 284.00 -9.00 2,066 31,458 +16
May02 010914 293.00 294.00 288.00 288.25 -7.75 128 3,398 -91
Jul02 010914 297.00 298.00 294.00 294.50 -6.50 283 4,612 +68
Sep02 010914 301.50 301.50 301.50 301.50 -5.50 0 25 +0
Total Volume and Open Interest 17,247 135,582 -888
Wheat(KCBT)
Sep01 010914 290.50 290.50 285.50 285.50 -8.25 56 56 -105
Dec01 010914 300.50 301.00 295.00 295.50 -7.50 5,474 60,935 -509
Mar02 010914 313.50 313.50 308.00 308.75 -7.50 522 15,667 +119
May02 010914 320.00 320.00 315.50 315.50 -7.50 561 3,563 +200
Jul02 010914 326.25 326.25 321.50 321.50 -8.50 26 717 +200
Total Volume and Open Interest 6,639 80,943 -95
Wheat(MGE)
Sep01 010914 304.00 304.00 304.00 304.00 -2.00 57 64 -6
Dec01 010914 318.00 318.50 313.50 313.75 -5.75 3,739 18,767 -341
Mar02 010914 331.00 331.00 327.00 327.25 -5.75 341 3,056 -156
May02 010914 340.00 340.00 335.75 335.75 -5.75 45 726 +43
Jul02 010914 346.25 346.25 344.00 344.00 -4.50 13 174 +7
Total Volume and Open Interest 4,196 22,861 -452
Oats(CBOT)
Dec01 010914 150.50 153.00 148.50 149.00 -4.00 1,680 6,538 -318
Mar02 010914 151.75 151.75 147.50 148.00 -4.50 205 2,094 +111
May02 010914 152.50 152.50 147.00 147.00 -5.50 101 427 +18
Jul02 010914 150.00 150.00 147.50 147.50 -4.00 1 57 +0
Total Volume and Open Interest 2,137 9,292 -724
Rough Rice(MCE)
Sep01 010914 3.88 3.88 3.88 3.88 -0.05 24 205 -36
Nov01 010914 4.06 4.09 4.00 4.05 -0.06 229 2,881 +34
Jan02 010914 4.30 4.32 4.25 4.29 -0.06 190 941 -51
Mar02 010914 4.50 4.50 4.50 4.50 -0.07 6 632 -1
Total Volume and Open Interest 454 4,902 -49
Live Cattle(CME)
Oct01 010914 72.125 72.475 71.275 71.325 -0.800 6,097 37,886 -1,374
Dec01 010914 73.850 74.250 73.125 73.250 -0.600 5,877 30,288 +928
Feb02 010914 75.300 75.500 74.750 74.775 -0.525 2,649 23,973 +675
Apr02 010914 77.050 77.150 76.700 76.775 -0.325 886 9,215 +125
Jun02 010914 73.550 73.700 73.050 73.075 -0.475 412 10,916 +131
Aug02 010914 73.900 74.025 73.600 73.600 -0.300 178 995 +57
Total Volume and Open Interest 16,136 113,472 +579
Feeder Cattle(CME)
Sep01 010914 91.000 91.150 90.200 90.300 -0.650 378 2,280 -32
Oct01 010914 90.500 90.750 89.850 89.875 -0.475 1,177 6,374 +291
Nov01 010914 90.750 90.950 90.000 90.200 -0.450 368 3,646 -49
Jan02 010914 90.000 90.100 89.450 89.500 -0.450 166 2,076 +21
Mar02 010914 89.100 89.100 88.600 88.600 -0.400 30 373 +8
Apr02 010914 89.200 89.200 88.600 88.700 -0.300 8 334 +5
May02 010914 88.550 88.550 88.100 88.100 -0.400 62 197 +44
Total Volume and Open Interest 2,189 15,301 +288
Lean Hogs(CME)
Oct01 010914 61.300 61.750 61.000 61.075 -0.025 4,476 21,009 +331
Dec01 010914 56.400 56.850 56.200 56.675 +0.400 2,397 12,820 -138
Feb02 010914 57.050 57.250 56.950 57.150 +0.150 685 4,687 -14
Apr02 010914 58.000 58.175 57.900 57.900 -0.075 215 1,868 +26
Jun02 010914 65.675 65.675 65.250 65.250 -0.250 3 371 +2
Jul02 010914 63.000 63.000 62.900 62.900 -0.050 9 120 +5
Aug02 010914 60.675 60.675 60.675 60.675 +0.025 22 77 +8
Oct02 010914 54.525 54.525 54.525 54.525 +0.025 0 72 -1
Total Volume and Open Interest 7,814 41,399 +224
Pork Bellies(CME)
Feb02 010914 84.300 85.100 82.800 82.875 -1.800 433 2,854 +40
Mar02 010914 84.100 84.100 83.800 83.800 -0.725 1 40 +0
May02 010914 84.925 85.100 84.925 85.100 -1.575 1 27 +1
Jul02 010914 86.500 86.500 86.500 86.500 unch 0 11 +0
Aug02 010914 85.800 85.800 85.800 85.800 -0.700 0 1 +0
Total Volume and Open Interest 435 2,933 +2,933
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 010914 705 711 701 710 unch 1,775 41,402 +110
Mar02 010914 731 733 731 732 -1 239 56,809 +12
May02 010914 740 749 740 746 -1 389 28,478 +97
Jul02 010914 755 757 755 755 -3 186 15,896 +109
Sep02 010914 766 766 763 763 -3 45 9,765 -19
Dec02 010914 776 780 776 780 -2 75 2,109 +50
Total Volume and Open Interest 2,992 157,743 +377
London Coffee(LCE)
Sep01 010914 462.00 462.00 443.00 443.00 -10.00 73 392 -212
Nov01 010914 474.00 478.00 455.00 459.00 -10.00 1,952 33,952 -136
Jan02 010914 487.00 490.00 470.00 473.00 -11.00 608 28,268 +49
Mar02 010914 505.00 506.00 490.00 491.00 -10.00 240 14,336 -22
May02 010914 520.00 520.00 506.00 506.00 -11.00 51 12,676 +21
Jul02 010914 535.00 535.00 522.00 522.00 -11.00 0 3,603 +0
Total Volume and Open Interest 2,924 96,330 -300
London Sugar(LCE)
Oct01 010914 220.00 231.50 219.60 230.00 +9.80 3,557 4,459 -1,314
Dec01 010914 220.60 229.80 220.60 229.50 +8.00 4,626 15,755 +701
Mar02 010914 225.40 231.80 225.40 231.50 +6.80 554 10,764 -7
May02 010914 229.00 230.00 227.40 230.00 +5.50 166 3,919 +69
Aug02 010914 221.80 222.00 220.00 222.00 +5.00 182 3,382 +70
Total Volume and Open Interest 9,105 39,762 -480
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 010914 310.0 315.0 305.0 307.5 -10.5 256 380 -185
Nov01 010914 295.0 295.5 288.6 290.6 -7.2 430 1,251 +33
Jan02 010914 288.0 288.8 284.3 285.4 -3.6 140 532 -15
Mar02 010914 292.1 292.1 287.1 287.1 -5.6 3 50 +0
Total Volume and Open Interest 829 2,214 +2,214
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)
Nov01 010914 28.45 29.82 28.45 29.43 +1.06 51,947 71,361 +7,161
Dec01 010914 28.00 29.18 28.00 28.80 +0.88 14,792 38,385 +1,610
Jan02 010914 27.75 28.43 27.75 28.08 +0.68 6,596 30,134 +908
Feb02 010914 27.40 27.75 27.35 27.55 +0.57 1,969 14,662 +1,251
Mar02 010914 26.99 27.20 26.99 27.00 +0.46 1,276 7,432 +270
Apr02 010914 26.60 26.75 26.50 26.52 +0.41 1,545 6,326 +327
May02 010914 26.18 26.30 26.06 26.09 +0.38 800 4,364 +400
Jun02 010914 25.70 25.90 25.45 25.66 +0.35 860 16,714 +65
Total Volume and Open Interest 97,100 231,575 +8,131
Gas Oil(IPE)
Oct01 010914 257.50 270.50 257.50 266.00 +10.50 13,258 41,135 +377
Nov01 010914 256.25 266.50 255.75 263.50 +9.75 5,845 18,202 +1,288
Dec01 010914 253.50 262.00 253.50 259.50 +8.00 4,046 28,214 +1,022
Jan02 010914 252.50 257.00 249.50 255.00 +7.75 463 10,409 +74
Feb02 010914 242.50 249.50 242.50 248.00 +6.75 25 5,703 +25
Mar02 010914 237.50 240.50 236.75 240.50 +5.75 15 4,178 -10
Apr02 010914 231.75 234.25 231.75 233.00 +3.75 0 2,496 +0
May02 010914 225.50 227.25 225.50 227.25 +3.50 0 779 +0
Total Volume and Open Interest 24,239 121,621 +455
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 010914 51.65 51.65 51.40 51.42 -0.13 4,216 14,027 -2,740
Dec01 010914 51.60 51.63 51.25 51.25 -0.13 4,031 15,271 +2,968
Mar02 010914 51.08 51.08 51.08 51.08 -0.13 0 322 +0
Total Volume and Open Interest 8,247 29,635 +228
British Pound(IMM)
Sep01 010914 147.50 147.80 146.66 147.10 +0.08 10,714 35,565 -5,955
Dec01 010914 147.08 147.34 146.04 146.54 +0.08 13,438 29,566 +7,917
Mar02 010914 145.88 145.88 145.88 145.88 +0.08 2 19 +2
Total Volume and Open Interest 24,156 65,151 +1,964
Canadian Dollar(IMM)
Sep01 010914 63.69 63.95 63.69 63.85 +0.01 17,900 31,735 -9,379
Dec01 010914 63.60 63.86 63.55 63.75 +0.02 19,865 47,922 +9,573
Mar02 010914 63.55 63.82 63.55 63.72 +0.02 240 1,766 +118
Jun02 010914 63.70 63.79 63.69 63.69 +0.01 15 566 +15
Total Volume and Open Interest 38,029 82,089 +82,089
Japanese Yen(IMM)
Sep01 010914 85.18 85.56 84.90 85.43 +1.13 23,535 44,228 -18,509
Dec01 010914 85.85 86.26 85.52 86.09 +1.14 30,400 74,894 +14,493
Mar02 010914 86.69 86.69 86.69 86.69 +1.12 28 78 +20
Total Volume and Open Interest 53,963 119,407 -3,996
Deutsche Mark(IMM)
Sep01 010914 46.65 47.12 46.65 47.12 +0.49 33 429 +1
Dec01 010914 47.05 47.05 47.00 47.00 +0.48 19 38 +12
Total Volume and Open Interest 52 467 +13
Swiss Franc(IMM)
Sep01 010914 61.50 61.71 61.25 61.66 +0.95 13,345 42,760 -8,425
Dec01 010914 61.65 61.75 61.10 61.70 +0.96 14,663 34,864 +10,742
Mar02 010914 61.70 61.77 61.70 61.77 +0.96 11 74 -5
Total Volume and Open Interest 28,021 77,700 +2,311
EuroFX(IMM)
Sep01 010914 92.27 92.45 91.80 92.15 +0.94 32,058 58,904 -14,313
Dec01 010914 92.08 92.27 91.45 91.93 +0.94 36,188 73,819 +28,171
Mar02 010914 91.90 91.90 91.50 91.78 +0.94 4 743 +0
Total Volume and Open Interest 68,250 133,602 +13,858
Mexican Peso(IMM)
Sep01 010914 10530.0 10535.0 10470.0 10487.5 -47.5 4,639 19,559 -2,850
Dec01 010914 10250.0 10290.0 10170.0 10222.5 -62.5 4,673 8,018 +407
Total Volume and Open Interest 9,382 30,224 -2,404
30-Year T-Bonds(CBOT)
Sep01 010914 106~15 107~02 106~08 106~31 +0~13 13,315 49,792 -6,767
Dec01 010914 105~23 106~07 105~11 106~04 +0~12 161,236 458,981 +8,024
Mar02 010914 105~06 105~09 104~19 105~09 +0~11 155 14,532 +111
Total Volume and Open Interest 174,713 523,408 +1,366
Municipal Bonds(CBOT)
Sep01 010914 108~00 108~09 107~29 108~07 +0~12 779 6,600 -362
Dec01 010914 107~00 107~09 106~29 107~07 +0~11 1,322 4,666 +362
Total Volume and Open Interest 2,101 11,266 +0
10-Year T-Notes(CBOT)
Sep01 010914 109~070 109~295 109~050 109~275 +0~175 15,306 86,222 -15,112
Dec01 010914 108~120 109~020 108~080 108~305 +0~165 220,916 562,381 +13,418
Total Volume and Open Interest 236,342 649,957 -1,746
5-Year T-Notes(CBOT)
Sep01 010914 108~210 108~240 108~120 108~215 +0~135 12,864 79,176 -4,576
Dec01 010914 108~075 108~115 107~270 108~095 +0~150 107,498 380,672 -3,170
Mar02 010914 107~210 107~210 107~210 107~210 +0~150      
Total Volume and Open Interest 120,362 459,848 -7,746
2 Year T-Notes(CBOT)
Sep01 010914 105~072 105~072 105~040 105~062 +0~006 1,160 9,458 -1,158
Dec01 010914 105~022 105~036 104~108 105~022 +0~017 19,525 71,873 +2,347
Total Volume and Open Interest 20,685 81,331 +1,189
3-Mth T-Bills(IMM)
Dec01 010914 97.60 97.64 97.60 97.64 +0.14 12 535 +7
Total Volume and Open Interest 1,121 2,710 -561
Eurodollars(IMM)
Sep01 010914 96.940 96.940 96.890 96.897 -0.030 127,049 586,622 +6,399
Dec01 010914 97.230 97.230 97.130 97.195 +0.065 310,241 746,631 +24,510
Mar02 010914 97.180 97.180 97.070 97.155 +0.105 218,409 531,856 -4,746
Jun02 010914 96.865 96.865 96.730 96.850 +0.120 118,373 629,236 -10,419
Sep02 010914 96.470 96.470 96.340 96.455 +0.125 88,538 444,199 +3,092
Dec02 010914 96.015 96.015 95.875 95.995 +0.120 87,510 367,361 -17,569
Mar03 010914 95.690 95.700 95.570 95.695 +0.120 37,652 257,313 -3,872
Jun03 010914 95.360 95.385 95.250 95.375 +0.130 15,990 161,758 +461
Sep03 010914 95.110 95.145 95.000 95.140 +0.130 14,546 170,941 -2,005
Dec03 010914 94.865 94.900 94.775 94.895 +0.130 14,277 123,643 -2,861
Mar04 010914 94.775 94.810 94.720 94.810 +0.135 11,546 134,773 -1,349
Jun04 010914 94.630 94.665 94.575 94.665 +0.135 9,231 103,229 +1,097
Total Volume and Open Interest 1,094,988 4,905,788 -15,813
3-Mth Euro-Yen(IMM)
Sep01 010914 99.94 99.94 99.94 99.94 unch 1,008 20,434 -432
Dec01 010914 99.93 99.93 99.93 99.93 unch 291 19,735 -146
Mar02 010914 99.91 99.92 99.91 99.91 unch 627 8,068 -67
Jun02 010914 99.92 99.92 99.91 99.91 unch 150 8,710 +88
Sep02 010914 99.89 99.89 99.89 99.89 +0.01 15 6,411 -1
Dec02 010914 99.84 99.84 99.84 99.84 +0.01 0 691 +1
Mar03 010914 99.81 99.81 99.81 99.81 +0.02 0 180 +0
Jun03 010914 99.77 99.77 99.77 99.77 +0.02 0 37 +0
Sep03 010914 99.68 99.68 99.68 99.68 unch      
Dec03 010914 99.54 99.54 99.54 99.54 unch 0 2 +0
Total Volume and Open Interest 2,091 64,488 -557
3-Mth Euro-Yen(SIMEX)
Dec01 010914 99.93 99.93 99.93 99.93 +0.01 1,540 95,625 +542
Mar02 010914 99.91 99.92 99.90 99.92 +0.01 1,803 60,811 -1,174
Jun02 010914 99.91 99.92 99.91 99.92 +0.01 623 55,966 -725
Sep02 010914 99.88 99.89 99.88 99.89 +0.01 792 25,228 -34
Dec02 010914 99.83 99.85 99.83 99.85 +0.02 1,606 10,580 +850
Mar03 010914 99.81 99.81 99.81 99.81 +0.02 310 13,592 +169
Jun03 010914 99.75 99.78 99.75 99.78 +0.03 0 12,649 +0
Sep03 010914 99.69 99.71 99.69 99.71 +0.02 0 6,497 +0
Total Volume and Open Interest 8,240 369,218 -892
Euro Notional Bond(MATIF)
Sep01 010914 90.02 90.48 89.98 90.36 +0.46 11,848 91,660 +3,318
Dec01 010914 89.08 89.55 89.02 89.40 +0.46 2,083 5,982 +1,816
Mar02 010914 90.00 90.00 90.00 90.00 +0.42      
Total Volume and Open Interest 13,931 97,642 +5,134
3-Month Euribor(MATIF)
Sep01 010914 95.90 95.90 95.90 95.90 +0.05 0 2,411 +0
Dec01 010914 96.35 96.35 96.35 96.35 +0.05 0 2,845 +0
Mar02 010914 96.55 96.55 96.55 96.55 +0.10 0 2,592 +0
Total Volume and Open Interest 0 9,029 +0
German Euro-Bund(EUREX)
Dec01 010914 108.54 109.14 108.48 108.93 +0.42 724,504 600,118 -22,506
Mar02 010914 108.74 108.74 108.73 108.73 +0.42 5,150 2,437 +302
Jun02 010914 108.62 108.62 108.62 108.62 +0.42      
Total Volume and Open Interest 729,654 602,555 -22,204
German Euro-Bobl(EUREX)
Dec01 010914 108.14 108.45 108.07 108.35 +0.23 478,749 498,543 -10,309
Mar02 010914 108.03 108.03 108.03 108.03 +0.26 1,684 3,117 +370
Jun02 010914 107.71 107.71 107.71 107.71 +0.23 0 814 +0
Total Volume and Open Interest 480,433 502,474 -9,939
Long Gilt(LIFFE)
Sep01 010914 115~17 116~08 115~17 116~04 +0~23 731 16,134 -218
Dec01 010914 115~00 115~25 114~25 115~15 +0~23 17,559 68,097 +116
Total Volume and Open Interest 18,290 84,231 -102
3-Mth Short Sterling(LIFFE)
Sep01 010914 95.29 95.29 95.24 95.25 -0.02 23,057 0 +0
Dec01 010914 95.59 95.65 95.56 95.61 +0.05 46,369 0 +0
Mar02 010914 95.58 95.68 95.55 95.61 +0.07 40,143 0 +0
Total Volume and Open Interest 145,877    
3-Mth Euribor(LIFFE)
Sep01 010914 95.890 95.915 95.850 95.890 +0.025 183,729 383,746 +1,941
Dec01 010914 96.300 96.375 96.295 96.350 +0.070 147,130 432,093 +11,692
Mar02 010914 96.495 96.570 96.490 96.535 +0.075 124,474 356,955 +62
Total Volume and Open Interest 613,698 2,027,209 +16,000
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 010914 95.64 95.73 95.64 95.71 +0.05 18,265 215,173 -3,931
Mar02 010914 95.63 95.68 95.62 95.66 +0.07 6,403 69,984 -1,910
Jun02 010914 95.39 95.46 95.39 95.44 +0.07 2,664 32,191 +270
Sep02 010914 95.16 95.19 95.16 95.18 +0.08 1,145 17,795 +593
Dec02 010914 94.90 94.93 94.90 94.92 +0.09 965 13,623 +211
Mar03 010914 94.67 94.72 94.67 94.72 +0.09 730 7,656 +517
Jun03 010914 94.51 94.57 94.51 94.57 +0.09 230 5,429 +162
Sep03 010914 94.41 94.43 94.41 94.43 +0.08 20 2,311 -20
Dec03 010914 94.34 94.35 94.34 94.35 +0.08 20 1,923 +20
Total Volume and Open Interest 38,939 370,920 -85,049
10-Year Aus T-Bonds(SFE)
Sep01 010914 94.52 94.59 94.50 94.55 +0.05 3,054 196,711 +18,498
Dec01 010914 94.47 94.54 94.46 94.54 +0.07 3,154 92,674 +59,244
Total Volume and Open Interest 50,471 211,643 +0
3-Year Aus T-Bonds(SFE)
Sep01 010914 95.32 95.41 95.32 95.39 +0.05 99,328 557,309 +1,138
Dec01 010914 95.22 95.30 95.21 95.28 +0.04 53,610 76,398 +43,715
Total Volume and Open Interest 152,938 633,707 +44,853
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