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MRCI's End of Day Prices
Daily Futures Price Listing Tue September 18, 2001
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Nov01 010918 479.50 481.50 473.50 475.00 -5.00 30,332 90,480 +252
Jan02 010918 485.00 487.00 479.50 481.00 -4.75 3,614 20,580 +317
Mar02 010918 490.00 492.00 485.00 485.50 -5.50 1,164 19,922 +444
May02 010918 492.00 492.00 486.00 487.25 -4.25 619 20,084 -15
Jul02 010918 493.50 494.00 487.50 488.50 -4.75 451 13,016 +138
Aug02 010918 493.50 493.50 488.00 488.00 -4.50 114 259 +56
Sep02 010918 485.00 485.00 481.00 481.00 -4.00 0 8 +0
Total Volume and Open Interest 36,426 167,061 +732
Soybean Meal(CBOT)
Oct01 010918 170.50 170.50 167.10 167.60 -2.60 6,401 18,650 -578
Dec01 010918 169.30 169.30 165.70 166.50 -2.60 12,664 57,547 +281
Jan02 010918 168.20 168.40 164.60 165.50 -2.30 1,701 14,941 +293
Mar02 010918 166.20 166.20 162.60 163.50 -2.50 969 12,808 +50
May02 010918 163.00 163.00 160.20 161.20 -1.90 1,089 10,721 +188
Jul02 010918 162.00 162.00 159.30 159.30 -2.40 264 7,601 -10
Aug02 010918 160.00 160.00 157.20 157.60 -2.40 71 1,766 +36
Sep02 010918 158.00 158.00 154.20 154.20 -2.50 37 1,217 -8
Total Volume and Open Interest 23,210 126,215 +176
Soybean Oil(CBOT)
Oct01 010918 16.25 16.45 16.24 16.26 +0.01 5,720 21,064 -398
Dec01 010918 16.50 16.74 16.46 16.53 -0.02 16,654 74,422 -93
Jan02 010918 16.74 16.91 16.74 16.74 -0.04 8,276 21,012 +738
Mar02 010918 17.05 17.20 17.04 17.04 -0.03 2,096 17,090 +574
May02 010918 17.35 17.44 17.32 17.32 -0.02 5,411 16,162 +989
Jul02 010918 17.65 17.73 17.60 17.60 -0.03 1,137 8,233 +263
Aug02 010918 17.85 17.85 17.70 17.70 unch 127 1,223 +127
Sep02 010918 18.00 18.00 17.80 17.80 unch 204 1,270 +204
Total Volume and Open Interest 40,257 162,724 +2,825
Canola(WCE)
Sep01 010918 336.0 336.0 336.0 336.0 unch 200 200 +200
Nov01 010918 340.1 341.5 340.0 340.9 +0.8 3,413 42,234 +253
Jan02 010918 339.7 340.5 339.0 339.7 unch 1,829 13,432 +554
Mar02 010918 339.2 339.8 339.1 339.1 +1.1 545 5,988 +178
May02 010918 339.0 339.2 338.9 339.1 +1.8 10 948 +5
Total Volume and Open Interest 6,062 65,834 +1,255
Corn(CBOT)
Nov01 010918 216.50 216.50 214.00 214.25 -3.00 17 1,413 +1
Dec01 010918 220.50 222.75 218.25 218.50 -3.25 54,714 231,656 -1,339
Jan02 010918 225.00 225.00 222.00 222.00 -3.75 2 483 +2
Mar02 010918 233.00 234.50 230.25 230.50 -3.00 8,951 68,558 +2,796
May02 010918 239.50 240.75 237.50 237.75 -2.25 1,639 17,842 +687
Jul02 010918 245.50 245.50 242.25 242.50 -2.50 2,320 22,603 +709
Total Volume and Open Interest 69,361 360,484 +1,979
Wheat(CBOT)
Dec01 010918 274.00 274.75 267.00 267.50 -7.00 13,202 98,386 -73
Mar02 010918 285.50 286.75 279.00 279.50 -6.75 2,396 32,288 +306
May02 010918 290.50 291.00 284.00 284.50 -6.00 294 3,691 +68
Jul02 010918 294.00 295.50 290.00 290.00 -5.50 269 4,735 +78
Sep02 010918 296.50 296.50 296.50 296.50 -5.00 0 82 +0
Total Volume and Open Interest 16,167 140,012 +384
Wheat(KCBT)
Sep01 010918 285.50 285.50 285.50 285.50 -0.50 25 36 -16
Dec01 010918 298.00 299.00 294.00 296.00 -0.75 5,445 58,866 -46
Mar02 010918 310.50 311.25 307.50 308.50 -1.00 883 16,589 +279
May02 010918 316.25 317.00 315.00 315.75 -0.75 55 3,981 -15
Jul02 010918 323.00 323.00 320.00 320.00 -2.50 38 777 +34
Total Volume and Open Interest 6,446 80,255 +236
Wheat(MGE)
Sep01 010918 303.00 303.00 303.00 303.00 unch 0 1 +0
Dec01 010918 316.00 316.25 313.75 314.00 -1.50 1,315 19,286 -94
Mar02 010918 329.75 330.00 327.25 327.75 -1.50 453 2,988 -100
May02 010918 338.00 338.00 336.00 336.00 -1.50 181 804 +75
Jul02 010918 343.50 343.50 343.50 343.50 -1.50 0 172 +0
Total Volume and Open Interest 1,954 23,341 -119
Oats(CBOT)
Dec01 010918 155.00 161.75 154.00 156.25 +1.75 1,063 6,540 +100
Mar02 010918 153.00 156.00 150.00 153.25 +1.50 115 2,167 +6
May02 010918 146.00 151.50 146.00 151.00 +1.00 111 494 +57
Jul02 010918 148.00 150.00 148.00 148.50 +0.50 1 67 +0
Total Volume and Open Interest 1,295 9,275 +17
Rough Rice(MCE)
Sep01 010918 3.76 3.76 3.76 3.76 -0.06 60 132 +0
Nov01 010918 4.00 4.01 3.93 3.94 -0.05 379 2,955 -42
Jan02 010918 4.25 4.25 4.15 4.17 -0.06 21 942 -19
Mar02 010918 4.43 4.43 4.40 4.40 -0.05 27 657 +16
Total Volume and Open Interest 522 4,987 -11
Live Cattle(CME)
Oct01 010918 71.275 71.725 71.075 71.150 -0.200 7,485 35,910 -991
Dec01 010918 73.100 73.500 72.775 72.975 -0.275 6,476 33,712 +1,252
Feb02 010918 74.700 74.950 74.375 74.450 -0.225 1,253 24,116 +1
Apr02 010918 76.700 76.900 76.300 76.450 -0.275 510 9,490 +10
Jun02 010918 73.125 73.300 72.700 72.800 -0.300 412 10,981 -81
Aug02 010918 73.700 73.700 73.150 73.450 -0.175 70 1,074 +40
Total Volume and Open Interest 16,267 115,509 +250
Feeder Cattle(CME)
Sep01 010918 90.300 90.450 89.950 90.125 -0.125 201 2,246 -43
Oct01 010918 89.800 90.250 89.400 89.575 -0.225 833 6,653 +48
Nov01 010918 89.950 90.300 89.625 89.825 -0.225 444 3,881 +207
Jan02 010918 89.200 89.375 88.800 89.050 -0.125 120 2,193 +44
Mar02 010918 88.400 88.500 88.150 88.300 -0.100 54 386 +2
Apr02 010918 88.450 88.450 88.300 88.325 -0.225 37 353 +11
May02 010918 88.050 88.050 87.925 87.925 -0.075 25 216 +16
Total Volume and Open Interest 1,716 15,954 +287
Lean Hogs(CME)
Oct01 010918 60.850 61.125 60.450 60.850 +0.300 4,440 20,310 -334
Dec01 010918 56.800 57.100 56.300 56.775 +0.125 4,057 14,118 +347
Feb02 010918 56.950 57.125 56.550 57.050 +0.175 281 4,777 -38
Apr02 010918 57.750 58.050 57.450 57.700 -0.050 117 1,873 +11
Jun02 010918 64.750 64.750 64.400 64.550 -0.100 41 399 +14
Jul02 010918 62.100 62.100 62.100 62.100 -0.400 29 132 +11
Aug02 010918 60.050 60.050 60.050 60.050 -0.250 12 84 +7
Oct02 010918 54.000 54.000 54.000 54.000 -0.250 0 72 +0
Total Volume and Open Interest 9,019 42,194 +19
Pork Bellies(CME)
Feb02 010918 81.500 82.000 80.550 81.750 -0.200 485 2,869 -3
Mar02 010918 81.650 81.900 80.900 81.900 +0.050 16 42 +2
May02 010918 83.700 83.700 83.700 83.700 -0.300 0 26 +0
Jul02 010918 83.200 83.200 83.200 83.200 -0.350 3 13 +2
Aug02 010918 83.500 83.500 83.500 83.500 unch 1 2 +1
Total Volume and Open Interest 505 2,952 +2
Cocoa(NYBOT)
Dec01 010918 940 944 936 940 -2 2,888 29,080 -1,406
Mar02 010918 954 955 949 950 -4 1,125 20,734 -392
May02 010918 964 964 960 960 -4 99 9,398 +0
Jul02 010918 970 970 970 970 -4 46 5,937 +4
Sep02 010918 987 987 980 980 -4 199 6,060 +84
Dec02 010918 999 999 995 995 -4 20 11,744 +0
Mar03 010918 1015 1015 1015 1015 -4 100 8,056 +100
Total Volume and Open Interest 4,515 94,142 -1,648
Coffee "C"(NYBOT)
Sep01 010918 48.80 48.80 47.50 48.00 -0.30 188 234 +46
Dec01 010918 50.90 50.90 50.30 50.75 -0.10 4,837 37,449 +132
Mar02 010918 53.60 53.75 53.20 53.50 -0.10 1,079 9,538 +209
May02 010918 55.30 55.30 55.00 55.20 -0.10 173 3,564 +99
Jul02 010918 57.00 57.10 56.60 56.90 -0.20 95 2,711 +69
Sep02 010918 58.50 58.50 58.00 58.10 -0.40 51 1,464 +21
Total Volume and Open Interest 6,438 56,010 +591
Orange Juice(NYBOT)
Nov01 010918 79.40 80.60 79.10 80.20 +0.85 1,559 13,421 +237
Jan02 010918 82.00 82.80 81.85 82.45 +0.80 104 1,580 +7
Mar02 010918 84.75 85.50 84.75 85.35 +0.85 152 1,732 +103
May02 010918 88.10 88.10 88.10 88.10 +0.85 2 768 +0
Jul02 010918 90.85 90.85 90.85 90.85 +0.85 0 79 +0
Total Volume and Open Interest 1,817 17,730 -2,373
Sugar #11(NYBOT)
Oct01 010918 7.83 7.92 7.60 7.64 -0.18 19,854 63,322 -7,149
Mar02 010918 7.65 7.70 7.35 7.39 -0.25 10,011 45,600 +3,374
May02 010918 7.49 7.51 7.25 7.25 -0.23 1,323 9,711 +426
Jul02 010918 7.33 7.35 7.03 7.10 -0.23 1,371 14,441 +391
Oct02 010918 7.40 7.42 7.16 7.16 -0.23 545 5,646 +36
Total Volume and Open Interest 33,104 143,161 -2,922
London Cocoa(LCE)
Sep01 010913 675 691 675 691 +10 1,755 907 -1,755
Dec01 010918 709 709 700 703 -4 815 40,955 -180
Mar02 010918 727 727 722 725 -5 290 56,879 +43
May02 010918 742 742 736 741 -3 440 28,351 -81
Jul02 010918 751 752 747 751 -2 80 15,919 +20
Sep02 010918 758 760 755 759 -2 78 9,687 -78
Dec02 010918 768 777 767 775 -3 0 2,137 +0
Total Volume and Open Interest 1,703 156,287 -276
London Coffee(LCE)
Sep01 010918 425.00 429.00 424.00 424.00 unch 245 341 -45
Nov01 010918 440.00 445.00 437.00 441.00 unch 4,672 35,266 +865
Jan02 010918 457.00 460.00 451.00 456.00 -1.00 1,666 29,600 +922
Mar02 010918 474.00 477.00 470.00 473.00 -1.00 297 14,751 +154
May02 010918 491.00 495.00 488.00 489.00 -1.00 539 13,050 +280
Jul02 010918 505.00 505.00 502.00 504.00 -2.00 151 3,658 +59
Total Volume and Open Interest 7,615 99,779 +2,245
London Sugar(LCE)
Oct01 010914 220.00 231.50 219.60 230.00 +9.80 3,557 4,459 -1,314
Dec01 010918 227.00 227.30 221.00 222.00 -5.50 2,363 16,712 -1,072
Mar02 010918 228.20 229.30 222.10 224.00 -5.50 847 11,452 +395
May02 010918 225.40 226.60 222.10 223.50 -4.50 284 4,262 +139
Aug02 010918 220.90 221.30 216.00 217.50 -2.50 397 3,748 -56
Total Volume and Open Interest 3,892 37,657 -6,907
Cotton(NYBOT)
Oct01 010918 35.45 35.45 35.00 35.15 -0.43 682 2,751 -234
Dec01 010918 36.60 36.65 36.20 36.27 -0.48 4,426 43,455 -641
Mar02 010918 38.35 38.50 38.10 38.10 -0.48 931 8,363 +138
May02 010918 39.45 39.50 39.20 39.20 -0.32 381 5,195 +134
Jul02 010918 40.55 40.60 40.35 40.36 -0.34 217 3,943 +90
Oct02 010918 42.00 42.00 41.62 41.62 -0.23 0 228 +0
Total Volume and Open Interest 6,690 67,223 -548
Lumber(CME)
Nov01 010918 276.6 284.0 275.8 281.5 +0.9 374 1,286 -16
Jan02 010918 277.5 283.0 274.6 281.5 +4.9 240 501 +3
Mar02 010918 282.0 282.0 282.0 282.0 +0.8 0 46 +0
May02 010918 284.8 284.8 284.8 284.8 -3.2 0 1 +0
Total Volume and Open Interest 614 1,834 -174
Crude Oil(NYM)
Oct01 010918 28.60 28.60 27.60 27.70 -1.11 101,804 124,009 +0
Nov01 010918 28.93 28.95 28.00 28.09 -1.08 77,442 73,381 +0
Dec01 010918 28.93 28.95 28.10 28.15 -0.98 25,857 62,785 +0
Jan02 010918 28.50 28.55 27.90 27.90 -0.83 7,033 26,337 +0
Feb02 010918 27.75 27.85 27.55 27.55 -0.74 1,099 14,250 +0
Mar02 010918 27.58 27.58 27.05 27.20 -0.67 234 10,941 +0
Apr02 010918 27.05 27.05 26.85 26.85 -0.61 629 10,878 +0
May02 010918 26.50 26.50 26.50 26.50 -0.56 275 8,103 +0
Jun02 010918 26.60 26.60 26.15 26.15 -0.51 1,808 24,253 +0
Jul02 010918 25.81 25.81 25.81 25.81 -0.47 86 7,130 +0
Total Volume and Open Interest 219,571 473,542 +596
Heating Oil(NYM)
Oct01 010918 79.70 79.70 73.80 74.43 -6.27 19,062 40,668 +0
Nov01 010918 81.50 81.50 75.50 75.97 -6.03 9,528 20,220 +0
Dec01 010918 80.70 81.10 76.55 76.87 -5.68 3,660 28,727 +0
Jan02 010918 81.30 81.50 77.52 77.52 -5.28 2,203 16,113 +0
Feb02 010918 81.00 81.50 77.02 77.02 -4.83 1,318 12,874 +0
Mar02 010918 78.00 78.40 74.12 74.12 -4.33 1,122 12,462 +0
Apr02 010918 75.20 75.20 71.41 71.41 -4.03 946 4,298 +0
May02 010918 72.50 72.50 69.02 69.02 -3.68 1,181 3,156 +0
Jun02 010918 67.97 67.97 67.97 67.97 -3.58 797 3,143 +0
Jul02 010918 67.82 67.82 67.82 67.82 -3.53 1 1,253 +0
Total Volume and Open Interest 40,019 147,732 +0
Unleaded Gas(NYM)
Oct01 010918 82.20 82.20 78.80 79.32 -3.85 13,650 39,314 +0
Nov01 010918 79.25 79.25 77.10 77.43 -2.65 6,063 11,756 +0
Dec01 010918 77.90 78.10 75.40 76.48 -2.01 1,321 5,697 +0
Jan02 010918 77.50 77.70 75.50 75.98 -1.81 526 5,879 +0
Feb02 010918 77.00 77.00 76.28 76.28 -1.71 0 3,180 +0
Mar02 010918 77.60 77.60 76.93 76.93 -1.61 355 5,032 +0
Apr02 010918 83.00 83.00 82.53 82.53 -1.56 700 7,680 +0
May02 010918 82.70 82.70 82.48 82.48 -1.56 160 5,024 +0
Total Volume and Open Interest 23,070 88,271 +0
Natural Gas(NYM)
Oct01 010918 2.260 2.280 2.210 2.225 -0.144 21,378 75,128 +0
Nov01 010918 2.635 2.650 2.595 2.603 -0.150 10,628 43,714 +0
Dec01 010918 3.010 3.030 2.960 2.977 -0.148 3,592 35,289 +0
Jan02 010918 3.180 3.200 3.145 3.155 -0.148 2,715 42,357 +0
Feb02 010918 3.140 3.170 3.125 3.138 -0.142 918 25,571 +0
Mar02 010918 3.100 3.140 3.060 3.075 -0.140 1,989 26,240 +0
Apr02 010918 3.010 3.015 2.970 2.987 -0.138 1,457 32,860 +0
May02 010918 3.060 3.060 3.000 3.012 -0.138 390 19,441 +0
Total Volume and Open Interest 44,306 506,581 +0
Brent Crude Oil(IPE)
Nov01 010918 28.50 28.52 27.20 27.27 -1.11 65,668 70,046 +204
Dec01 010918 28.05 28.11 27.00 27.10 -1.04 26,159 51,375 +5,423
Jan02 010918 27.49 27.57 26.60 26.69 -0.87 8,919 29,235 +746
Feb02 010918 27.11 27.20 26.39 26.39 -0.77 1,264 14,394 +59
Mar02 010918 26.64 26.73 26.06 26.07 -0.68 1,066 7,637 +105
Apr02 010918 26.25 26.40 25.73 25.73 -0.59 869 5,984 -487
May02 010918 25.90 25.90 25.41 25.41 -0.52 154 4,676 +154
Jun02 010918 25.60 25.65 25.09 25.09 -0.46 1,004 17,591 +574
Total Volume and Open Interest 106,072 226,874 +6,649
Gas Oil(IPE)
Oct01 010918 252.25 254.00 243.50 244.25 -10.50 19,856 38,972 -3,261
Nov01 010918 252.25 252.25 243.00 243.75 -9.25 8,443 19,529 +792
Dec01 010918 248.75 249.25 242.00 242.25 -8.25 6,055 26,646 -1,534
Jan02 010918 246.00 246.00 240.00 240.00 -6.75 2,301 10,600 +122
Feb02 010918 239.75 239.75 235.00 235.75 -4.75 700 5,258 -392
Mar02 010918 230.00 230.00 230.00 230.00 -4.25 600 3,902 -120
Apr02 010918 228.00 228.00 224.75 224.75 -3.25 200 2,272 -24
May02 010918 221.25 221.25 220.25 220.25 -2.00 0 779 +0
Total Volume and Open Interest 39,905 119,788 -3,467
US Dollar Index(NYBOT)
Sep01 010917 112.64 112.64 111.35 111.86 -3.09 0 4,536 +0
Dec01 010918 112.89 113.00 112.24 112.35 -0.21 3,238 5,024 +2,357
Mar02 010918 113.21 113.21 112.85 112.85 -0.21 0 1 +0
Total Volume and Open Interest 3,238 7,542 +336
Australian Dollar(IMM)
Dec01 010918 49.37 49.50 49.20 49.34 -0.74 13,500 21,418 +3,100
Mar02 010918 49.30 49.30 49.17 49.17 -0.74 1 323 +1
Jun02 010918 49.00 49.00 49.00 49.00 -0.74 0 4 +0
Total Volume and Open Interest 16,284 52,355 +23,508
British Pound(IMM)
Dec01 010918 146.08 146.48 145.34 146.26 +0.22 5,542 40,268 +1,707
Mar02 010918 145.60 145.60 145.60 145.60 +0.22 1 20 +1
Jun02 010918 144.94 144.94 144.94 144.94 +0.22 0 1 +0
Total Volume and Open Interest 9,953 65,845 -3,816
Canadian Dollar(IMM)
Dec01 010918 63.52 63.59 63.45 63.50 -0.10 6,560 60,388 +2,357
Mar02 010918 63.47 63.55 63.45 63.46 -0.11 419 2,191 +48
Jun02 010918 63.45 63.50 63.42 63.42 -0.12 55 694 +2
Sep02 010918 63.49 63.49 63.40 63.40 -0.12 11 81 +6
Total Volume and Open Interest 13,415 84,076 -3,887
Japanese Yen(IMM)
Dec01 010918 85.93 86.00 85.62 85.92 +0.18 15,365 87,510 +3,550
Mar02 010918 86.50 86.50 86.50 86.50 +0.18 46 95 +16
Jun02 010918 87.08 87.08 87.08 87.08 +0.18 0 17 +0
Total Volume and Open Interest 23,850 116,383 -4,931
Deutsche Mark(IMM)
Dec01 010918 47.29 47.29 47.29 47.29 +0.05 70 199 +70
Total Volume and Open Interest 140 329 -128
Swiss Franc(IMM)
Dec01 010918 62.56 62.66 62.17 62.59 +0.16 12,902 48,587 +3,308
Mar02 010918 62.60 62.65 62.60 62.65 +0.15 8 87 +7
Jun02 010918 62.74 62.74 62.74 62.74 +0.14 2 2 +0
Total Volume and Open Interest 17,810 81,453 -2,313
EuroFX(IMM)
Dec01 010918 92.29 92.58 91.84 92.49 +0.10 27,532 99,932 +1,073
Mar02 010918 91.95 92.30 91.75 92.30 +0.09 102 763 +9
Jun02 010918 92.18 92.18 92.18 92.18 +0.05 5 118 +5
Total Volume and Open Interest 48,347 136,615 -15,781
Mexican Peso(IMM)
Sep01 010917 10480.0 10580.0 10480.0 10570.0 +83.0 4,258 18,328 -1,231
Dec01 010918 10335.0 10400.0 10330.0 10377.0 +40.0 3,153 9,587 +705
Total Volume and Open Interest 7,448 26,840 -3,042
30-Year T-Bonds(CBOT)
Sep01 010918 106~04 106~04 104~11 104~22 -1~21 21,515 23,480 -15,620
Dec01 010918 105~05 105~10 103~12 103~22 -1~23 179,695 473,943 +6,499
Mar02 010918 104~09 104~09 102~18 102~25 -1~24 304 14,623 -6
Total Volume and Open Interest 201,514 512,149 -9,127
Municipal Bonds(CBOT)
Sep01 010918 107~27 108~00 106~23 106~29 -1~04 318 6,265 -200
Dec01 010918 106~20 106~24 105~12 105~23 -1~04 501 5,007 +100
Total Volume and Open Interest 819 11,272 -100
10-Year T-Notes(CBOT)
Sep01 010918 109~085 109~210 108~250 108~300 -0~190 32,888 59,219 -25,169
Dec01 010918 108~140 108~225 107~200 107~260 -0~210 201,849 562,473 +11,963
Total Volume and Open Interest 234,737 623,046 -13,206
5-Year T-Notes(CBOT)
Sep01 010918 108~140 108~140 108~070 108~080 -0~050 18,551 54,705 -15,442
Dec01 010918 108~065 108~070 107~215 107~250 -0~075 80,711 399,034 +12,084
Mar02 010918 106~300 106~300 106~300 106~300 -0~140      
Total Volume and Open Interest 99,262 453,739 -3,358
2 Year T-Notes(CBOT)
Sep01 010918 105~040 105~046 105~036 105~046 +0~001 2,556 6,968 -872
Dec01 010918 105~013 105~016 104~113 105~000 -0~004 10,276 69,053 -4,001
Total Volume and Open Interest 12,832 76,021 -4,873
3-Mth T-Bills(IMM)
Dec01 010918 97.79 97.81 97.79 97.81 +0.04 6 567 +3
Total Volume and Open Interest 28 2,251 -451
Eurodollars(IMM)
Dec01 010918 97.335 97.370 97.325 97.360 +0.045 333,606 777,617 +36,545
Mar02 010918 97.260 97.280 97.240 97.265 +0.045 189,721 527,253 -8,851
Jun02 010918 96.905 96.915 96.830 96.850 unch 177,116 617,468 -12,064
Sep02 010918 96.480 96.480 96.350 96.385 -0.040 118,317 420,082 +1,155
Dec02 010918 95.990 95.990 95.825 95.865 -0.070 56,522 357,265 +2,201
Mar03 010918 95.660 95.665 95.490 95.545 -0.085 24,073 249,035 -999
Jun03 010918 95.335 95.340 95.175 95.225 -0.085 22,730 166,469 +1,862
Sep03 010918 95.100 95.100 94.940 94.980 -0.090 12,586 176,730 +3,817
Dec03 010918 94.845 94.845 94.690 94.740 -0.085 9,398 128,007 +481
Mar04 010918 94.730 94.735 94.610 94.655 -0.085 5,062 137,694 +789
Jun04 010918 94.630 94.630 94.470 94.510 -0.085 5,414 105,661 +489
Sep04 010918 94.460 94.465 94.345 94.385 -0.085 3,359 95,792 +781
Total Volume and Open Interest 996,317 4,342,417 -537,404
3-Mth Euro-Yen(IMM)
Sep01 010914 99.95 99.95 99.94 99.94 unch 1,008 20,434 -432
Dec01 010918 99.93 99.93 99.93 99.93 unch 589 20,275 +409
Mar02 010918 99.92 99.92 99.92 99.92 unch 819 8,145 -8
Jun02 010918 99.93 99.93 99.92 99.92 unch 794 9,322 +510
Sep02 010918 99.90 99.90 99.90 99.90 unch 129 3,429 -1,524
Dec02 010918 99.86 99.86 99.86 99.86 unch 74 681 -10
Mar03 010918 99.83 99.83 99.83 99.83 -0.01 15 193 +13
Jun03 010918 99.79 99.79 99.79 99.79 -0.02 15 52 +15
Sep03 010918 99.76 99.76 99.76 99.76 unch 15 15 +15
Dec03 010918 99.65 99.65 99.65 99.65 unch 0 2 +0
Total Volume and Open Interest 2,450 42,334 -19,749
3-Mth Euro-Yen(SIMEX)
Dec01 010918 99.93 99.93 99.93 99.93 unch 1,112 95,486 -779
Mar02 010918 99.92 99.93 99.92 99.92 unch 1,294 61,056 -552
Jun02 010918 99.93 99.93 99.93 99.93 unch 1,861 56,409 +227
Sep02 010918 99.90 99.90 99.90 99.90 unch 1,195 26,122 -939
Dec02 010918 99.86 99.86 99.86 99.86 unch 766 10,187 +38
Mar03 010918 99.82 99.83 99.82 99.82 unch 407 13,618 +378
Jun03 010918 99.79 99.80 99.79 99.79 unch 80 12,678 -20
Sep03 010918 99.74 99.75 99.74 99.74 unch 0 6,649 +0
Total Volume and Open Interest 7,723 294,713 -78,245
Euro Notional Bond(MATIF)
Dec01 010918 89.24 89.29 88.85 88.88 -0.37 3,627 18,123 +2,189
Mar02 010918 89.00 89.00 89.00 89.00 -0.82      
Total Volume and Open Interest 13,473 18,123 -74,276
3-Month Euribor(MATIF)
Dec01 010918 96.50 96.50 96.50 96.50 +0.15 0 2,845 +0
Mar02 010918 96.65 96.65 96.65 96.65 +0.15 0 2,592 +0
Jun02 010918 96.55 96.55 96.55 96.55 +0.05 0 308 +0
Total Volume and Open Interest 0 9,029 +0
German Euro-Bund(EUREX)
Dec01 010918 108.69 108.87 108.45 108.48 -0.20 767,983 646,165 -7,993
Mar02 010918 108.32 108.33 108.10 108.13 -0.22 2,066 2,234 -35
Jun02 010918 108.13 108.13 108.13 108.13 -0.24 807 0 +0
Total Volume and Open Interest 770,856 648,399 -8,028
German Euro-Bobl(EUREX)
Dec01 010918 108.30 108.43 108.10 108.14 -0.14 491,769 515,826 -7,627
Mar02 010918 107.82 107.82 107.82 107.82 -0.18 3,314 2,633 -556
Jun02 010918 107.50 107.50 107.50 107.50 -0.14 0 814 +0
Total Volume and Open Interest 495,083 519,273 -8,183
Long Gilt(LIFFE)
Sep01 010918 115~25 115~28 115~17 115~20 -0~06 380 15,654 -380
Dec01 010918 115~05 115~14 114~21 114~30 -0~06 20,534 67,670 +501
Total Volume and Open Interest 20,914 83,324 +121
3-Mth Short Sterling(LIFFE)
Sep01 010918 95.43 95.45 95.26 95.30 +0.06 37,874 0 +0
Dec01 010918 95.75 95.76 95.58 95.61 +0.01 60,836 0 +0
Mar02 010918 95.74 95.78 95.57 95.59 -0.01 34,968 0 +0
Total Volume and Open Interest 180,230    
3-Mth Euribor(LIFFE)
Dec01 010918 96.490 96.550 96.345 96.505 +0.160 258,792 480,858 +37,396
Mar02 010918 96.640 96.690 96.620 96.630 +0.110 197,340 377,739 +11,568
Jun02 010918 96.555 96.630 96.555 96.575 +0.095 78,867 244,635 +3,337
Total Volume and Open Interest 733,007 2,178,881 +168,656
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 010918 95.88 95.88 95.75 95.84 +0.04 14,832 216,478 -10,629
Mar02 010918 95.83 95.84 95.74 95.83 +0.04 8,424 72,299 -803
Jun02 010918 95.62 95.64 95.53 95.63 +0.04 1,863 33,114 +179
Sep02 010918 95.33 95.37 95.27 95.37 +0.04 399 17,828 -81
Dec02 010918 95.07 95.11 94.99 95.11 +0.05 281 13,360 -316
Mar03 010918 94.79 94.88 94.79 94.88 +0.03 423 7,892 +183
Jun03 010918 94.63 94.72 94.63 94.72 +0.03 75 5,592 +25
Sep03 010918 94.49 94.58 94.49 94.58 +0.03 30 2,845 -330
Dec03 010918 94.40 94.48 94.40 94.48 +0.03 50 1,983 +50
Total Volume and Open Interest 26,377 375,005 -11,722
10-Year Aus T-Bonds(SFE)
Dec01 010918 94.51 94.51 94.43 94.49 -0.03 3,436 116,588 +5,474
Mar02 010918 94.49 94.49 94.49 94.49        
3-Year Aus T-Bonds(SFE)
Dec01 010918 95.46 95.46 95.34 95.44 +0.03 71,328 187,482 +50,083
Mar02 010918 95.44 95.44 95.44 95.44        
Gold(CMX)
Oct01 010918 289.8 290.6 286.0 288.6 -1.7 3,037 8,192 -104
Dec01 010918 291.0 292.0 287.6 289.7 -1.8 32,280 80,622 +1,535
Feb02 010918 292.0 295.0 288.5 290.1 -1.9 548 9,492 -29
Apr02 010918 293.0 293.0 288.8 290.7 -1.9 16 2,769 -4
Jun02 010918 293.5 294.0 290.0 291.4 -2.0 59 5,631 +9
Aug02 010918 292.0 292.0 292.0 292.0 -2.0 47 2,167 +1
Total Volume and Open Interest 36,288 118,592 +1,357
Silver(CMX)
Sep01 010918 441.0 444.3 437.0 444.3 +6.0 59 203 -7
Dec01 010918 439.0 448.0 439.0 447.3 +6.0 15,974 53,285 -3,512
Mar02 010918 445.0 450.5 443.5 450.5 +5.8 235 4,488 +11
May02 010918 441.0 452.6 441.0 452.6 +5.8 15 940 -9
Jul02 010918 454.8 454.8 454.8 454.8 +5.8 3 1,350 -1
Total Volume and Open Interest 16,304 65,499 -3,524
Platinum(NYM)
Oct01 010918 486.5 487.0 482.0 485.1 -3.0 1,215 4,592 +0
Jan02 010918 475.5 475.5 472.0 475.1 -6.0 203 1,454 +0
Jul02 010918 473.1 473.1 473.1 473.1 -6.0 0 5 +0
Total Volume and Open Interest 1,421 6,054 +0
Palladium(NYME)
Sep01 010918 470.00 470.00 470.00 470.00 +3.00 3 12 +0
Dec01 010918 464.00 470.00 463.00 470.00 unch 9 1,147 +0
Total Volume and Open Interest 12 1,159 +0
Copper(CMX)
Sep01 010918 65.60 65.95 65.00 65.05 unch 1,086 4,488 -423
Dec01 010918 66.15 66.60 65.65 65.70 +0.05 3,933 47,931 +110
Mar02 010918 67.50 67.55 66.70 66.70 +0.05 134 7,825 -2
May02 010918 67.60 67.60 67.25 67.25 +0.05 3 3,018 +0
Jul02 010918 68.10 68.10 67.75 67.75 +0.05 3 2,621 +1
Total Volume and Open Interest 5,406 87,390 -369
DJIA Index(CBOT)
Sep01 010918 8860 9035 8800 8910 +10 33,291 24,389 -1,951
Dec01 010918 8860 9049 8810 8924 +12 12,067 13,254 +3,532
Mar02 010918 8870 9030 8870 8937 +13 22 418 +4
Jun02 010918 8969 8969 8969 8969 +20 0 65 +0
Total Volume and Open Interest 45,380 38,132 +1,585
S & P 500(CME)
Sep01 010918 1037.00 1047.50 1028.00 1035.50 -3.50 218,696 263,973 -68,443
Dec01 010918 1043.00 1051.80 1032.50 1039.50 -3.60 124,482 314,111 +112,098
Mar02 010918 1048.00 1048.00 1043.00 1043.00 -3.80 89 8,147 +3
Jun02 010918 1048.00 1048.00 1048.00 1048.00 -4.80 14 584 +0
Total Volume and Open Interest 343,310 587,238 +587,238
S & P 500 E-Mini(Globex)
Sep01 010918 1042.00 1047.50 1028.50 1035.50 -3.50 230,918 164,742 +5,398
Dec01 010918 1043.00 1051.25 1032.25 1039.50 -3.50 10,564 6,907 +4,430
Total Volume and Open Interest 241,482 171,649 +9,828
NASDAQ 100(CME)
Sep01 010918 1270.00 1284.00 1221.00 1225.00 unch 28,702 51,232 -422
Dec01 010918 1273.00 1294.00 1229.00 1233.00 unch 10,852 13,130 +7,496
Mar02 010918 1241.00 1241.00 1241.00 1241.00 unch 0 2 +0
Total Volume and Open Interest 39,554 64,364 +64,364
NASDAQ 100 E-Mini(GLOBEX)
Sep01 010918 1254.0 1284.5 1219.5 1225.0 -27.0 142,352 0 +0
Dec01 010918 1265.0 1293.5 1229.5 1233.0 -27.0 8,279 0 +0
Total Volume and Open Interest 150,631    
NYSE Composite(NYBOT)
Sep01 010918 543.00 543.00 537.90 539.75 -1.75 1,412 2,748 -519
Dec01 010918 544.00 544.50 539.10 541.50 -2.50 771 965 -29
Mar02 010918 543.25 543.25 543.25 543.25 -3.25 0 360 +0
Total Volume and Open Interest 2,183 4,073 -548
S & P Midcap 400(CME)
Sep01 010918 442.50 445.00 437.00 437.05 -5.45 3,978 12,650 -952
Dec01 010918 445.50 448.00 438.00 439.00 -5.65 2,279 5,726 +2,476
Mar02 010918 444.45 444.45 444.45 444.45 -5.65      
Total Volume and Open Interest 6,257 18,376 +1,524
Russell 2000(CME)
Sep01 010918 417.00 419.50 409.00 412.20 -5.55 6,233 17,209 -2,510
Dec01 010918 418.00 420.50 410.00 413.50 -5.95 3,887 7,851 +4,610
Mar02 010918 421.10 421.10 421.10 421.10 -5.95      
Total Volume and Open Interest 10,120 25,060 +2,100
Value Line(KCBT)
Sep01 010918 1046.00 1053.00 1028.00 1028.00 -18.00 173 190 +190
Total Volume and Open Interest 203 230 +230
Nikkei 225(CME)
Dec01 010918 9575 9700 9500 9640 +70 2,046 11,545 +485
Mar02 010918 9665 9665