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MRCI's End of Day Prices
Daily Futures Price Listing Mon September 17, 2001
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Nov01 010917 471.00 483.50 469.50 480.00 +6.00 31,708 90,228 +399
Jan02 010917 477.50 489.50 476.50 485.75 +5.00 3,396 20,263 +466
Mar02 010917 483.00 494.75 482.50 491.00 +4.00 2,477 19,478 +689
May02 010917 488.00 495.00 487.50 491.50 +3.25 880 20,099 +93
Jul02 010917 486.00 496.50 486.00 493.25 +4.50 470 12,878 +297
Aug02 010917 495.00 495.00 492.50 492.50 +3.50 21 203 +1
Sep02 010917 485.00 485.00 485.00 485.00 +2.50 0 8 +0
Total Volume and Open Interest 40,135 166,329 +1,859
Soybean Meal(CBOT)
Oct01 010917 167.70 171.80 167.50 170.20 +1.30 10,911 19,228 -148
Dec01 010917 166.00 170.70 165.70 169.10 +1.90 15,854 57,266 +1,031
Jan02 010917 165.30 169.30 165.00 167.80 +1.80 2,272 14,648 +231
Mar02 010917 163.50 167.00 163.50 166.00 +2.10 2,695 12,758 +369
May02 010917 160.00 163.70 160.00 163.10 +2.10 2,509 10,533 +629
Jul02 010917 158.50 162.50 158.50 161.70 +1.80 549 7,611 +287
Aug02 010917 161.00 161.00 159.00 160.00 +2.00 64 1,730 +44
Sep02 010917 159.00 159.00 156.50 156.70 +1.40 31 1,225 +35
Total Volume and Open Interest 36,977 126,039 +1,244
Soybean Oil(CBOT)
Oct01 010917 15.98 16.26 15.74 16.25 +0.14 9,482 21,462 -2,511
Dec01 010917 16.09 16.60 16.03 16.55 +0.17 11,344 74,515 -1,352
Jan02 010917 16.30 16.78 16.27 16.78 +0.18 2,450 20,274 +280
Mar02 010917 16.65 17.10 16.60 17.07 +0.18 3,025 16,516 +1,255
May02 010917 16.95 17.34 16.80 17.34 +0.19 457 15,173 -37
Jul02 010917 17.20 17.63 17.20 17.63 +0.22 195 7,970 -44
Aug02 010917 17.35 17.70 17.35 17.70 +0.19 50 1,096 +50
Sep02 010917 17.50 17.95 17.50 17.80 +0.19 50 1,066 +50
Total Volume and Open Interest 27,865 159,899 -2,695
Canola(WCE)
Sep01 010917 336.0 336.0 336.0 336.0 -0.3      
Nov01 010917 339.5 341.2 338.0 340.1 -0.1 7,975 41,981 -1,629
Jan02 010917 337.5 340.0 336.8 339.7 +1.5 1,476 12,878 +468
Mar02 010917 337.0 340.0 337.0 338.0 +0.8 550 5,810 +133
May02 010917 339.0 339.0 337.1 337.3 -1.2 5 943 +0
Total Volume and Open Interest 10,322 64,579 -733
Corn(CBOT)
Nov01 010917 217.00 219.00 217.00 217.25 -2.25 30 1,412 +3
Dec01 010917 221.50 224.50 221.00 221.75 -2.50 61,326 232,995 +6,353
Jan02 010917 226.50 228.00 225.50 225.75 -2.25 53 481 +37
Mar02 010917 233.50 236.25 233.25 233.50 -2.25 6,993 65,762 +1,497
May02 010917 240.00 242.25 239.50 240.00 -1.75 1,212 17,155 +359
Jul02 010917 244.50 247.00 244.25 245.00 -1.75 3,115 21,894 +905
Total Volume and Open Interest 77,547 358,505 +8,933
Wheat(CBOT)
Dec01 010917 272.50 275.75 270.00 274.50 +2.25 31,447 98,459 +3,546
Mar02 010917 283.00 287.50 282.50 286.25 +2.25 2,910 31,982 +524
May02 010917 291.50 292.00 289.50 290.50 +2.25 431 3,623 +225
Jul02 010917 293.00 297.50 293.00 295.50 +1.00 272 4,657 +45
Sep02 010917 301.50 301.50 301.50 301.50 unch 85 82 +57
Total Volume and Open Interest 35,329 139,628 +4,046
Wheat(KCBT)
Sep01 010917 286.00 286.00 286.00 286.00 +0.50 3 52 -4
Dec01 010917 294.00 298.75 293.50 296.75 +1.25 7,359 58,912 -2,023
Mar02 010917 307.00 311.00 307.00 309.50 +0.75 1,955 16,310 +643
May02 010917 315.00 317.25 315.00 316.50 +1.00 907 3,996 +433
Jul02 010917 321.50 322.75 321.50 322.50 +1.00 58 743 +26
Total Volume and Open Interest 10,283 80,019 -924
Wheat(MGE)
Sep01 010917 303.00 303.00 303.00 303.00 -1.00 57 1 -63
Dec01 010917 313.00 316.50 312.50 315.50 +1.75 2,708 19,380 +613
Mar02 010917 326.75 329.75 326.25 329.25 +2.00 135 3,088 +32
May02 010917 335.00 338.00 335.00 337.50 +1.75 8 729 +3
Jul02 010917 345.00 345.00 345.00 345.00 +1.00 2 172 -2
Total Volume and Open Interest 2,881 23,460 +599
Oats(CBOT)
Dec01 010917 148.00 155.50 148.00 154.50 +5.50 976 6,440 -98
Mar02 010917 147.50 151.75 147.50 151.75 +3.75 127 2,161 +67
May02 010917 148.50 150.00 148.50 150.00 +3.00 33 437 +10
Jul02 010917 148.00 148.00 148.00 148.00 +0.50 28 67 +10
Total Volume and Open Interest 1,328 9,258 -34
Rough Rice(MCE)
Sep01 010917 3.86 3.88 3.82 3.82 -0.06 34 132 -73
Nov01 010917 4.03 4.06 3.98 3.99 -0.06 362 2,997 +116
Jan02 010917 4.25 4.30 4.22 4.23 -0.06 81 961 +20
Mar02 010917 4.48 4.49 4.45 4.45 -0.05 16 641 +9
Total Volume and Open Interest 518 4,998 +96
Live Cattle(CME)
Oct01 010917 71.800 71.950 71.200 71.350 +0.025 11,568 36,901 -985
Dec01 010917 73.300 73.700 73.000 73.250 unch 9,285 32,460 +2,172
Feb02 010917 74.800 75.200 74.650 74.675 -0.100 1,851 24,115 +142
Apr02 010917 76.600 76.950 76.500 76.725 -0.050 568 9,480 +265
Jun02 010917 73.100 73.450 73.000 73.100 +0.025 520 11,062 +146
Aug02 010917 73.450 73.900 73.300 73.625 +0.025 120 1,034 +39
Total Volume and Open Interest 23,936 115,259 +1,787
Feeder Cattle(CME)
Sep01 010917 90.400 90.500 90.150 90.250 -0.050 358 2,289 +9
Oct01 010917 90.200 90.300 89.500 89.800 -0.075 1,247 6,605 +231
Nov01 010917 90.200 90.350 89.800 90.050 -0.150 512 3,674 +28
Jan02 010917 89.400 89.500 89.000 89.175 -0.325 240 2,149 +73
Mar02 010917 88.500 88.600 88.200 88.400 -0.200 44 384 +11
Apr02 010917 88.500 88.700 88.225 88.550 -0.150 21 342 +8
May02 010917 88.100 88.150 88.000 88.000 -0.100 10 200 +3
Total Volume and Open Interest 2,436 15,667 +366
Lean Hogs(CME)
Oct01 010917 61.000 61.400 60.500 60.550 -0.525 5,133 20,644 -365
Dec01 010917 56.700 57.200 56.350 56.650 -0.025 4,375 13,771 +951
Feb02 010917 57.050 57.300 56.700 56.875 -0.275 1,080 4,815 +128
Apr02 010917 57.750 58.200 57.700 57.750 -0.150 171 1,862 -6
Jun02 010917 65.000 65.000 64.500 64.650 -0.600 28 385 +14
Jul02 010917 62.800 62.800 62.300 62.500 -0.400 5 121 +1
Aug02 010917 60.125 60.300 59.750 60.300 -0.375 0 77 +0
Oct02 010917 54.250 54.250 54.250 54.250 -0.275 0 72 +0
Total Volume and Open Interest 10,870 42,175 +776
Pork Bellies(CME)
Feb02 010917 82.875 83.500 81.300 81.950 -0.925 338 2,872 +18
Mar02 010917 82.700 82.700 81.550 81.850 -1.950 4 40 +0
May02 010917 84.000 84.000 84.000 84.000 -1.100 1 26 -1
Jul02 010917 84.700 84.700 83.550 83.550 -2.950 1 11 +0
Aug02 010917 83.500 83.500 83.500 83.500 -2.300 1 1 +0
Total Volume and Open Interest 343 2,950 +17
Cocoa(NYBOT)
Dec01 010917 955 960 936 942 +25 10 30,486 +505
Mar02 010917 971 971 948 954 +25 0 21,126 +489
May02 010917 969 969 961 964 +25 0 9,398 +5
Jul02 010917 980 980 972 974 +25 6 5,933 +4
Sep02 010917 994 994 980 984 +25 110 5,976 +65
Dec02 010917 999 999 999 999 +23 70 11,744 +50
Mar03 010917 1019 1019 1019 1019 +21 30 7,956 +19
Total Volume and Open Interest 326 95,790 +1,237
Coffee "C"(NYBOT)
Sep01 010917 48.50 49.50 47.50 48.30 -0.05 7 188 -3
Dec01 010917 51.50 52.00 50.10 50.85 -0.45 2,236 37,317 -336
Mar02 010917 55.00 55.00 53.00 53.60 -0.50 442 9,329 +21
May02 010917 56.50 56.65 55.00 55.30 -0.50 110 3,465 +37
Jul02 010917 58.25 58.25 57.00 57.10 -0.50 90 2,642 -11
Sep02 010917 59.25 59.80 58.50 58.50 -0.50 43 1,443 +2
Total Volume and Open Interest 2,940 55,419 -288
Orange Juice(NYBOT)
Nov01 010917 79.70 79.80 78.80 79.35 -0.90 1,030 13,184 +132
Jan02 010917 82.00 82.00 81.25 81.65 -0.85 42 1,573 -2
Mar02 010917 85.00 85.00 84.00 84.50 -0.85 135 1,629 +83
May02 010917 87.00 87.25 86.25 87.25 +0.15 1 768 +0
Jul02 010917 90.00 90.00 90.00 90.00 +0.20 10 79 +0
Total Volume and Open Interest 1,726 20,103 +213
Sugar #11(NYBOT)
Oct01 010917 8.00 8.07 7.80 7.82 -0.05 12,064 70,471 +2,319
Mar02 010917 7.75 7.80 7.63 7.64 +0.03 6,791 42,226 +2,293
May02 010917 7.61 7.64 7.48 7.48 +0.03 490 9,285 +489
Jul02 010917 7.49 7.50 7.32 7.33 +0.04 325 14,050 +187
Oct02 010917 7.45 7.47 7.37 7.39 +0.03 189 5,610 +98
Total Volume and Open Interest 19,906 146,083 +5,427
London Cocoa(LCE)
Sep01 010913 675 691 675 691 +10 1,755 907 -1,755
Dec01 010917 712 720 700 707 -3 1,290 41,135 -267
Mar02 010917 734 741 723 730 -2 386 56,836 +27
May02 010917 748 755 737 744 -2 175 28,432 -46
Jul02 010917 760 760 746 753 -2 31 15,899 +3
Sep02 010917 761 761 761 761 -2 5 9,765 +0
Dec02 010917 778 778 778 778 -2 33 2,137 +28
Total Volume and Open Interest 1,920 156,563 -1,180
London Coffee(LCE)
Sep01 010917 440.00 440.00 424.00 424.00 -19.00 11 386 -6
Nov01 010917 461.00 461.00 438.00 441.00 -18.00 3,857 34,401 +449
Jan02 010917 475.00 475.00 454.00 457.00 -16.00 1,286 28,678 +410
Mar02 010917 492.00 492.00 473.00 474.00 -17.00 483 14,597 +261
May02 010917 507.00 507.00 490.00 490.00 -16.00 198 12,770 +94
Jul02 010917 511.00 516.00 506.00 506.00 -16.00 54 3,599 -4
Total Volume and Open Interest 5,889 97,534 +1,204
London Sugar(LCE)
Oct01 010914 220.00 231.50 219.60 230.00 +9.80 3,557 4,459 -1,314
Dec01 010917 231.00 233.00 225.00 227.50 -2.00 5,106 17,784 +2,029
Mar02 010917 232.50 235.00 228.00 229.50 -2.00 801 11,057 +293
May02 010917 232.50 232.50 228.00 228.00 -2.00 361 4,123 +204
Aug02 010917 222.50 224.00 220.00 220.00 -2.00 491 3,804 +422
Total Volume and Open Interest 11,677 44,564 +4,802
Cotton(NYBOT)
Oct01 010917 36.50 36.50 35.50 35.58 -0.92 336 2,985 +32
Dec01 010917 37.40 37.48 36.60 36.75 -0.98 2,523 44,096 +996
Mar02 010917 39.10 39.10 38.50 38.58 -1.04 336 8,225 -37
May02 010917 40.20 40.20 39.50 39.52 -1.03 101 5,061 +18
Jul02 010917 41.20 41.25 40.70 40.70 -0.98 69 3,853 +17
Oct02 010917 41.85 41.85 41.85 41.85 -1.45 1 228 +0
Total Volume and Open Interest 3,376 67,771 +1,028
Lumber(CME)
Nov01 010917 285.0 285.5 280.6 280.6 -10.0 435 1,302 +51
Jan02 010917 281.8 283.5 276.1 276.6 -8.8 71 498 -34
Mar02 010917 281.2 281.2 281.2 281.2 -5.9 8 46 -4
May02 010917 288.0 288.0 288.0 288.0 -10.0 0 1 +0
Total Volume and Open Interest 911 2,008 -206
Crude Oil(NYM)
Oct01 010917 29.00 29.25 28.30 28.81 -0.72      
Nov01 010917 28.92 29.50 28.80 29.17 -0.57      
Dec01 010917 29.10 29.30 28.75 29.13 -0.54      
Jan02 010917 28.55 28.95 28.30 28.73 -0.47      
Feb02 010917 28.05 28.40 28.00 28.29 -0.43      
Mar02 010917 27.70 27.88 27.70 27.87 -0.38      
Apr02 010917 27.25 27.50 27.25 27.46 -0.34      
May02 010917 27.10 27.10 27.06 27.06 -0.30      
Jun02 010917 26.60 26.80 26.50 26.66 -0.27      
Jul02 010917 26.28 26.28 26.28 26.28 -0.24      
Total Volume and Open Interest      
Heating Oil(NYM)
Oct01 010917 81.25 82.50 80.00 80.70 -2.57      
Nov01 010917 81.50 83.00 81.00 82.00 -1.77      
Dec01 010917 83.00 83.60 82.00 82.55 -1.62      
Jan02 010917 83.00 83.70 82.25 82.80 -1.37      
Feb02 010917 82.60 82.70 81.85 81.85 -1.02      
Mar02 010917 79.50 79.50 78.45 78.45 -0.92      
Apr02 010917 75.20 76.40 74.50 75.45 -0.72      
May02 010917 72.70 72.70 72.70 72.70 +2.16 170 3,156 +0
Jun02 010917 71.55 71.55 71.55 71.55 -0.17      
Jul02 010917 71.25 71.35 71.25 71.35 -0.32      
Total Volume and Open Interest      
Unleaded Gas(NYM)
Oct01 010917 84.00 84.75 82.50 83.17 -2.70      
Nov01 010917 80.00 80.75 79.00 80.09 -1.73      
Dec01 010917 77.50 79.30 77.00 78.49 -1.43      
Jan02 010917 78.00 78.00 77.79 77.79 -1.33      
Feb02 010917 77.99 77.99 77.99 77.99 -1.28      
Mar02 010917 78.54 78.54 78.54 78.54 -1.23      
Apr02 010917 84.09 84.09 84.09 84.09 -1.43      
May02 010917 85.00 85.00 84.04 84.04 -1.48      
Total Volume and Open Interest      
Natural Gas(NYM)
Oct01 010917 2.425 2.440 2.355 2.369 -0.183      
Nov01 010917 2.750 2.790 2.730 2.753 -0.149      
Dec01 010917 3.100 3.140 3.060 3.125 -0.127      
Jan02 010917 3.290 3.330 3.270 3.303 -0.119      
Feb02 010917 3.260 3.305 3.260 3.280 -0.114      
Mar02 010917 3.220 3.235 3.195 3.215 -0.110      
Apr02 010917 3.140 3.150 3.100 3.125 -0.107      
May02 010917 3.180 3.180 3.125 3.150 -0.102      
Total Volume and Open Interest      
Brent Crude Oil(IPE)
Nov01 010917 29.43 29.80 28.35 28.38 -1.05 44,311 69,842 -1,519
Dec01 010917 28.78 29.15 27.90 28.14 -0.66 27,218 45,952 +7,567
Jan02 010917 27.92 28.40 27.35 27.56 -0.52 10,261 28,489 -1,645
Feb02 010917 27.40 27.77 26.95 27.16 -0.39 2,781 14,335 -327
Mar02 010917 26.90 27.20 26.55 26.75 -0.25 646 7,532 +100
Apr02 010917 26.53 26.75 26.30 26.32 -0.20 690 6,471 +145
May02 010917 26.08 26.08 25.91 25.93 -0.16 338 4,522 +158
Jun02 010917 25.65 25.95 25.40 25.55 -0.11 2,157 17,017 +303
Total Volume and Open Interest 93,192 220,225 -11,350
Gas Oil(IPE)
Oct01 010917 262.50 265.50 253.00 254.75 -11.25 20,463 42,233 +1,098
Nov01 010917 257.75 262.75 251.00 253.00 -10.50 10,968 18,737 +535
Dec01 010917 255.25 259.75 250.00 250.50 -9.00 10,800 28,180 -34
Jan02 010917 252.00 255.00 246.50 246.75 -8.25 3,095 10,478 +69
Feb02 010917 243.50 243.50 240.50 240.50 -7.50 577 5,650 -53
Mar02 010917 241.00 241.00 234.25 234.25 -6.25 344 4,022 -156
Apr02 010917 230.00 230.00 228.00 228.00 -5.00 224 2,296 -200
May02 010917 222.25 222.25 222.25 222.25 -5.00 10 779 +0
Total Volume and Open Interest 47,653 123,255 +1,634
US Dollar Index(NYBOT)
Sep01 010917 112.64 112.64 111.35 111.86 -3.09 0 4,536 +0
Dec01 010917 113.01 113.30 111.83 112.56 -2.81 0 2,667 +0
Mar02 010917 113.06 113.06 113.06 113.06 -2.32 0 1 +0
Total Volume and Open Interest 0 7,206 +0
Australian Dollar(IMM)
Sep01 010917 50.10 50.15 50.00 50.10 -1.32 5,676 10,191 -3,836
Dec01 010917 49.94 50.24 49.80 50.08 -1.17 5,867 18,318 +3,047
Mar02 010917 49.85 49.91 49.85 49.91 -1.17 0 322 +0
Total Volume and Open Interest 11,547 28,847 -788
British Pound(IMM)
Sep01 010917 147.04 147.26 146.80 147.20 +0.10 13,158 31,080 -4,485
Dec01 010917 146.34 146.60 145.66 146.04 -0.50 12,956 38,561 +8,995
Mar02 010917 145.38 145.38 145.38 145.38 -0.50 1 19 +0
Total Volume and Open Interest 26,114 69,661 +4,510
Canadian Dollar(IMM)
Sep01 010917 63.65 64.00 63.65 63.70 -0.15 13,939 26,997 -4,738
Dec01 010917 63.59 63.87 63.57 63.60 -0.15 17,028 58,031 +10,109
Mar02 010917 63.58 63.70 63.57 63.57 -0.15 695 2,143 +377
Jun02 010917 63.55 63.60 63.54 63.54 -0.15 254 692 +126
Total Volume and Open Interest 31,916 87,963 +5,874
Japanese Yen(IMM)
Sep01 010917 85.30 85.40 85.22 85.35 -0.08 9,561 37,067 -7,161
Dec01 010917 86.00 86.10 85.42 85.74 -0.35 27,021 83,960 +9,066
Mar02 010917 86.50 86.50 86.10 86.32 -0.37 4 79 +1
Total Volume and Open Interest 36,589 121,314 +1,907
Deutsche Mark(IMM)
Sep01 010917 47.39 47.39 47.39 47.39 +0.27 116 328 -101
Dec01 010917 47.24 47.24 47.24 47.24 +0.24 114 129 +91
Total Volume and Open Interest 230 457 -10
Swiss Franc(IMM)
Sep01 010917 62.40 62.53 62.30 62.37 +0.71 11,325 38,405 -4,355
Dec01 010917 62.37 62.58 61.78 62.43 +0.73 16,200 45,279 +10,415
Mar02 010917 62.62 62.62 62.50 62.50 +0.73 7 80 +6
Total Volume and Open Interest 27,532 83,766 +6,066
EuroFX(IMM)
Sep01 010917 92.70 92.85 92.40 92.70 +0.55 2,555 52,647 -6,257
Dec01 010917 92.47 92.65 91.45 92.39 +0.46 40,184 98,859 +25,040
Mar02 010917 92.37 92.40 91.70 92.21 +0.43 38 754 +11
Total Volume and Open Interest 42,777 152,396 +18,794
Mexican Peso(IMM)
Sep01 010917 10480.0 10580.0 10480.0 10570.0 +83.0 4,258 18,328 -1,231
Dec01 010917 10222.5 10360.0 10222.5 10337.5 +115.5 3,559 8,882 +864
Total Volume and Open Interest 7,910 29,882 -342
30-Year T-Bonds(CBOT)
Sep01 010917 107~01 107~01 106~08 106~11 -0~20 20,623 39,100 -10,692
Dec01 010917 106~04 106~06 105~09 105~13 -0~23 157,553 467,444 +8,463
Mar02 010917 104~29 105~00 104~15 104~17 -0~24 509 14,629 +97
Total Volume and Open Interest 178,685 521,276 -2,132
Municipal Bonds(CBOT)
Sep01 010917 107~27 108~01 107~27 108~01 -0~06 137 6,465 -135
Dec01 010917 107~01 107~01 106~20 106~27 -0~12 419 4,907 +241
Total Volume and Open Interest 556 11,372 +106
10-Year T-Notes(CBOT)
Sep01 010917 109~280 109~280 109~115 109~170 -0~105 15,869 84,388 -1,834
Dec01 010917 108~230 109~010 108~090 108~150 -0~155 204,136 550,510 -11,871
Total Volume and Open Interest 220,005 636,252 -13,705
5-Year T-Notes(CBOT)
Sep01 010917 108~180 108~185 108~090 108~130 -0~085 33,471 70,147 +70,147
Dec01 010917 108~040 108~110 107~270 108~005 -0~090 111,305 386,950 +386,950
Mar02 010917 107~120 107~120 107~120 107~120 -0~090      
Total Volume and Open Interest 144,776 457,097 +457,097
2 Year T-Notes(CBOT)
Sep01 010917 105~040 105~052 105~040 105~046 -0~015 1,901 7,840 -1,618
Dec01 010917 105~014 105~040 104~124 105~004 -0~017 10,624 73,054 +1,181
Total Volume and Open Interest 12,525 80,894 -437
3-Mth T-Bills(IMM)
Dec01 010917 97.70 97.79 97.70 97.77 +0.13 40 564 +29
Total Volume and Open Interest 581 2,702 -8
Eurodollars(IMM)
Sep01 010917 96.890 96.890 96.890 96.890 -0.007 125,544 575,552 -11,070
Dec01 010917 97.210 97.330 97.190 97.315 +0.120 249,822 741,072 -5,559
Mar02 010917 97.160 97.250 97.150 97.220 +0.065 161,813 536,104 +4,248
Jun02 010917 96.850 96.895 96.820 96.850 unch 144,200 629,532 +296
Sep02 010917 96.460 96.490 96.405 96.425 -0.030 94,025 418,927 -25,272
Dec02 010917 95.980 96.020 95.930 95.935 -0.060 78,113 355,064 -12,297
Mar03 010917 95.690 95.715 95.620 95.630 -0.065 34,842 250,034 -7,279
Jun03 010917 95.365 95.390 95.305 95.310 -0.065 24,066 164,607 +2,849
Sep03 010917 95.100 95.150 95.065 95.070 -0.070 15,290 172,913 +1,972
Dec03 010917 94.845 94.890 94.815 94.825 -0.070 13,789 127,526 +3,883
Mar04 010917 94.770 94.810 94.735 94.740 -0.070 10,385 136,905 +2,132
Jun04 010917 94.625 94.665 94.590 94.595 -0.070 9,585 105,172 +1,943
Total Volume and Open Interest 1,012,247 4,879,821 -25,967
3-Mth Euro-Yen(IMM)
Sep01 010914 99.95 99.95 99.94 99.94 unch 1,008 20,434 -432
Dec01 010917 99.93 99.93 99.93 99.93 unch 691 19,866 +131
Mar02 010917 99.92 99.92 99.92 99.92 +0.01 90 8,153 +85
Jun02 010917 99.92 99.93 99.92 99.92 +0.01 273 8,812 +102
Sep02 010917 99.90 99.90 99.90 99.90 unch 31 4,953 -1,458
Dec02 010917 99.86 99.86 99.86 99.86 +0.02 0 691 +0
Mar03 010917 99.84 99.84 99.83 99.83 +0.02 0 180 +0
Jun03 010917 99.81 99.81 99.81 99.81 +0.04 0 37 +0
Sep03 010917 99.76 99.76 99.75 99.75 +0.07      
Dec03 010917 99.65 99.65 99.65 99.65 +0.11 0 2 +0
Total Volume and Open Interest 2,330 62,083 -2,405
3-Mth Euro-Yen(SIMEX)
Dec01 010917 99.93 99.93 99.93 99.93 unch 3,131 96,265 +640
Mar02 010917 99.91 99.92 99.91 99.92 +0.00 1,627 61,608 +797
Jun02 010917 99.92 99.93 99.92 99.93 +0.01 812 56,182 +216
Sep02 010917 99.89 99.90 99.89 99.90 +0.01 2,022 27,061 +1,833
Dec02 010917 99.85 99.86 99.85 99.86 +0.01 799 10,149 -431
Mar03 010917 99.83 99.83 99.82 99.82 +0.01 201 13,240 -352
Jun03 010917 99.79 99.79 99.79 99.79 +0.01 327 12,698 +49
Sep03 010917 99.74 99.74 99.74 99.74 +0.02 152 6,649 +152
Total Volume and Open Interest 13,090 372,958 +3,740
Euro Notional Bond(MATIF)
Sep01 010917 90.46 90.50 90.36 90.40 +0.04 17,053 76,465 -15,195
Dec01 010917 89.49 89.58 89.08 89.25 -0.15 12,344 15,934 +9,952
Mar02 010917 89.82 89.82 89.82 89.82 -0.18      
Total Volume and Open Interest 29,397 92,399 -5,243
3-Month Euribor(MATIF)
Sep01 010917 95.85 95.85 95.85 95.85 -0.05 0 2,411 +0
Dec01 010917 96.35 96.35 96.35 96.35 unch 0 2,845 +0
Mar02 010917 96.50 96.50 96.50 96.50 -0.05 0 2,592 +0
Total Volume and Open Interest 0 9,029 +0
German Euro-Bund(EUREX)
Dec01 010917 109.00 109.19 108.58 108.68 -0.25 649,865 654,158 +54,040
Mar02 010917 108.86 108.86 108.31 108.35 -0.38 1,780 2,269 -168
Jun02 010917 108.37 108.37 108.37 108.37 -0.25      
Total Volume and Open Interest 651,645 656,427 +53,872
German Euro-Bobl(EUREX)
Dec01 010917 108.40 108.48 108.04 108.28 -0.07 378,322 523,453 +24,910
Mar02 010917 108.00 108.00 108.00 108.00 -0.03 3,479 3,189 +72
Jun02 010917 107.64 107.64 107.64 107.64 -0.07 0 814 +0
Total Volume and Open Interest 381,801 527,456 +24,982
Long Gilt(LIFFE)
Sep01 010917 116~14 116~14 115~26 115~26 -0~10 465 16,034 -100
Dec01 010917 115~20 115~29 115~01 115~05 -0~11 15,024 67,169 -928
Total Volume and Open Interest 15,489 83,203 -1,028
3-Mth Short Sterling(LIFFE)
Sep01 010917 95.27 95.45 95.24 95.24 -0.01 16,918 0 +0
Dec01 010917 95.62 95.75 95.59 95.60 -0.01 47,386 0 +0
Mar02 010917 95.63 95.73 95.58 95.60 -0.01 34,505 0 +0
Total Volume and Open Interest 146,607    
3-Mth Euribor(LIFFE)
Sep01 010917 95.900 95.900 95.860 95.865 -0.025 117,014 342,870 -40,876
Dec01 010917 96.355 96.515 96.325 96.345 -0.005 118,060 443,462 +11,369
Mar02 010917 96.545 96.655 96.500 96.520 -0.015 99,331 366,171 +9,216
Total Volume and Open Interest 478,252 2,010,225 -16,984
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 010917 95.75 95.83 95.75 95.80 +0.09 14,558 227,107 +11,934
Mar02 010917 95.74 95.82 95.71 95.79 +0.13 5,302 73,102 +3,118
Jun02 010917 95.54 95.63 95.50 95.59 +0.15 2,127 32,935 +744
Sep02 010917 95.28 95.35 95.28 95.33 +0.15 1,261 17,909 +114
Dec02 010917 95.02 95.10 95.02 95.06 +0.14 1,024 13,676 +53
Mar03 010917 94.82 94.86 94.82 94.85 +0.13 493 7,709 +53
Jun03 010917 94.68 94.73 94.68 94.69 +0.12 607 5,567 +138
Sep03 010917 94.55 94.55 94.55 94.55 +0.12 640 3,175 +864
Dec03 010917 94.50 94.50 94.45 94.45 +0.10 10 1,933 +10
Total Volume and Open Interest 26,022 386,727 +15,807
10-Year Aus T-Bonds(SFE)
Sep01 010914 94.48 94.57 94.48 94.50 -0.01 46,519 192,572 +14,359
Dec01 010917 94.50 94.54 94.46 94.49 +0.03 2,924 111,114 +48,136
Total Volume and Open Interest 78,221 255,550 +0
3-Year Aus T-Bonds(SFE)
Sep01 010917 95.45 95.55 95.45 95.53 +0.14 92,630 534,291 -23,018
Dec01 010917 95.35 95.47 95.35 95.41 +0.13 62,938 137,399 +61,001
Total Volume and Open Interest 155,568 671,690 +37,983
Gold(CMX)
Oct01 010917 288.0 292.5 285.5 290.3 -0.8 2,522 8,296 +8,296
Dec01 010917 291.0 293.0 287.0 291.5 -0.8 4,517 79,087 +79,087
Feb02 010917 292.0 294.0 287.5 292.0 -1.2 0 9,521 +9,521
Apr02 010917 288.5 293.5 288.5 292.6 -1.4 0 2,773 +2,773
Jun02 010917 298.0 301.5 290.0 293.4 -1.6 0 5,622 +5,622
Aug02 010917 297.0 297.0 294.0 294.0 -1.8 0 2,166 +2,166
Total Volume and Open Interest 7,039 117,235 +117,235
Silver(CMX)
Sep01 010917 429.0 442.0 427.0 438.3 +9.0 0 210 +210
Dec01 010917 434.0 442.5 429.0 441.3 +8.3 2,029 56,797 +56,797
Mar02 010917 436.0 444.7 434.5 444.7 +7.5 0 4,477 +4,477
May02 010917 440.0 446.8 440.0 446.8 +7.5 0 949 +949
Jul02 010917 449.0 449.0 449.0 449.0 +7.5 0 1,351 +1,351
Total Volume and Open Interest 2,029 69,023 +69,023
Platinum(NYM)
Oct01 010917 475.5 490.5 475.5 488.1 +14.8      
Jan02 010917 489.0 489.0 475.0 481.1 +12.3      
Total Volume and Open Interest      
Palladium(NYME)
Sep01 010917 480.00 480.00 467.00 467.00 +11.00      
Dec01 010917 462.00 470.00 462.00 470.00 +11.00      
Total Volume and Open Interest      
Copper(CMX)
Sep01 010917 65.10 65.50 65.00 65.05 -0.65 142 4,911 +4,911
Dec01 010917 65.55 66.00 65.40 65.65 -0.65 513 47,821 +47,821
Mar02 010917 66.70 67.00 66.55 66.65 -0.70 0 7,827 +7,827
May02 010917 67.50 67.55 67.20 67.20 -0.70 0 3,018 +3,018
Jul02 010917 67.75 68.20 67.70 67.70 -0.70 0 2,620 +2,620
Total Volume and Open Interest 675 87,759 +87,759
DJIA Index(CBOT)
Sep01 010917 9000 9180 8700 8900 -475 27,895 26,340 +11
Dec01 010917 9000 9200 8700 8912 -497 3,023 9,722 +244
Mar02 010917 8900 9175 8900 8924 -518 13 414 +0
Jun02 010917 8949 8949 8949 8949 -533 0 50 -15
Total Volume and Open Interest 30,931 36,532 +240
S & P 500(CME)
Sep01 010917 1035.70 1058.00 1015.00 1039.00 -56.70 200 332,416 -15,296
Dec01 010917 1041.40 1063.00 1020.00 1043.10 -58.30 20,905 202,013 +10,278
Mar02 010917 1044.00 1067.00 1044.00 1046.80 -59.50 134 8,144 -1,236
Jun02 010917 1070.00 1070.00 1052.80 1052.80 -60.50 21 584 +19
Total Volume and Open Interest      
S & P 500 E-Mini(Globex)
Sep01 010917 1035.75 1058.25 1018.50 1039.00 -56.75 11,802 159,344 -12,680
Dec01 010917 1041.50 1066.00 1022.50 1043.00 -58.50 395 2,477 +13
Total Volume and Open Interest 12,197 161,821 -12,667
NASDAQ 100(CME)
Sep01 010917 1280.50 1311.00 1248.00 1252.00 -118.50 289 51,654 -764
Dec01 010917 1292.00 1318.00 1256.00 1260.00 -122.00 2,768 5,634 +2,280
Mar02 010917 1268.00 1268.00 1268.00 1268.00 -125.50 0 2 +0
Total Volume and Open Interest      
NASDAQ 100 E-Mini(GLOBEX)
Sep01 010917 1280.5 1311.0 1248.5 1252.0 -118.5 6,678 0 -172,108
Dec01 010917 1292.0 1321.0 1256.5 1260.0 -122.0 52 0 -501
Total Volume and Open Interest 6,730    
NYSE Composite(NYBOT)
Sep01 010917 530.00 548.00 530.00 541.50 -27.50 1,164 3,267 +40
Dec01 010917 541.00 550.00 541.00 544.00 -27.50 130 994 +60
Mar02 010917 553.00 553.00 546.50 546.50 -27.50 0 360 +0
Total Volume and Open Interest 1,294 4,621 +100
S & P Midcap 400(CME)
Sep01 010917 442.65 452.50 430.00 442.50 -25.15 1,681 13,602 -456
Dec01 010917 445.40 455.00 442.00 444.65 -25.75 519 3,250 +468
Mar02 010917 450.10 450.10 450.10 450.10 -25.75      
Total Volume and Open Interest 2,200 16,852 +12
Russell 2000(CME)
Sep01 010917 414.90 427.00 395.00 417.75 -22.15 3,000 19,719 +62
Dec01 010917 405.00 428.00 405.00 419.45 -22.65 550 3,241 +478
Mar02 010917 427.05 427.05 427.05 427.05 -22.65      
Total Volume and Open Interest 3,550 22,960