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MRCI's End of Day Prices
Daily Futures Price Listing Wed September 19, 2001
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Nov01 010919 476.50 476.50 464.75 469.50 -5.50 30,332 90,480 +0
Jan02 010919 482.00 482.00 471.25 476.00 -5.00 3,614 20,580 +0
Mar02 010919 488.00 488.00 476.75 480.50 -5.00 1,164 19,922 +0
May02 010919 488.00 488.00 478.50 483.00 -4.25 619 20,084 +0
Jul02 010919 489.00 489.50 481.00 484.50 -4.00 451 13,016 +0
Aug02 010919 487.00 487.00 482.50 483.50 -4.50 114 259 +0
Sep02 010919 476.00 476.00 476.00 476.00 -5.00 0 8 +0
Total Volume and Open Interest 23,000 167,061 +0
Soybean Meal(CBOT)
Oct01 010919 167.60 168.00 165.00 166.40 -1.20 6,401 18,650 +0
Dec01 010919 166.50 166.50 162.70 164.20 -2.30 12,664 57,547 +0
Jan02 010919 165.50 165.50 161.70 162.90 -2.60 1,701 14,941 +0
Mar02 010919 163.30 163.30 159.60 161.00 -2.50 969 12,808 +0
May02 010919 160.80 160.80 157.30 159.10 -2.10 1,089 10,721 +0
Jul02 010919 159.20 159.20 156.50 157.50 -1.80 264 7,601 +0
Aug02 010919 157.50 157.50 155.10 155.60 -2.00 71 1,766 +0
Sep02 010919 155.00 156.50 153.30 153.40 -0.80 37 1,217 +0
Total Volume and Open Interest 19,000 126,215 +0
Soybean Oil(CBOT)
Oct01 010919 16.25 16.38 16.00 16.25 -0.01 4,501 20,493 -571
Dec01 010919 16.52 16.66 16.29 16.53 unch 8,429 74,917 +495
Jan02 010919 16.75 16.87 16.52 16.73 -0.01 1,152 20,910 -102
Mar02 010919 17.13 17.13 16.82 17.01 -0.03 645 16,712 -378
May02 010919 17.30 17.40 17.06 17.28 -0.04 327 16,192 +30
Jul02 010919 17.55 17.64 17.43 17.55 -0.05 541 8,185 -48
Aug02 010919 17.65 17.65 17.50 17.60 -0.10 11 1,234 +11
Sep02 010919 17.75 17.75 17.60 17.73 -0.07 15 1,283 +13
Total Volume and Open Interest 40,257 162,724 +0
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 010919 213.00 213.00 209.25 211.25 -3.00 17 1,414 +1
Dec01 010919 218.00 218.50 213.75 216.00 -2.50 50,633 233,675 +2,019
Jan02 010919 220.50 221.00 219.00 219.75 -2.25 12 483 +0
Mar02 010919 230.00 230.25 226.00 228.25 -2.25 7,774 69,516 +958
May02 010919 237.25 237.25 233.75 235.75 -2.00 3,704 19,304 +1,462
Jul02 010919 242.00 242.25 238.75 240.50 -2.00 2,376 23,437 +834
Total Volume and Open Interest 69,361 360,484 +0
Wheat(CBOT)
Dec01 010919 265.50 267.50 261.00 262.75 -4.75 13,202 98,386 +0
Mar02 010919 278.50 280.00 273.75 275.75 -3.75 2,396 32,288 +0
May02 010919 283.00 285.50 280.00 281.75 -2.75 294 3,691 +0
Jul02 010919 288.50 290.00 285.50 287.00 -3.00 269 4,735 +0
Sep02 010919 293.50 293.50 293.50 293.50 -3.00 0 82 +0
Total Volume and Open Interest 29,000 140,012 +0
Wheat(KCBT)
Sep01 010919 281.00 281.00 281.00 281.00 -4.50 23 9 -27
Dec01 010919 295.00 295.75 290.00 292.00 -4.00 4,318 59,179 +313
Mar02 010919 307.50 308.00 303.00 305.25 -3.25 775 16,392 -197
May02 010919 315.00 315.00 311.00 312.25 -3.50 32 3,984 +3
Jul02 010919 320.00 320.00 316.25 317.00 -3.00 3 779 +2
Total Volume and Open Interest 6,446 80,255 +0
Wheat(MGE)
Sep01 010919 306.00 306.00 297.00 297.00 -6.00 0 1 +0
Dec01 010919 313.50 313.75 309.50 311.25 -2.75 1,788 19,637 +351
Mar02 010919 327.25 327.25 323.25 325.25 -2.50 474 3,099 +111
May02 010919 335.75 335.75 332.00 333.25 -2.75 42 837 +33
Jul02 010919 341.00 341.00 341.00 341.00 -2.50 0 172 +0
Total Volume and Open Interest 1,954 23,341 +0
Oats(CBOT)
Dec01 010919 157.25 163.25 157.00 162.00 +5.75 1,063 6,540 +0
Mar02 010919 153.75 156.00 152.00 155.50 +2.25 115 2,167 +0
May02 010919 149.00 151.00 147.00 150.00 -1.00 111 494 +0
Jul02 010919 145.00 145.00 141.50 143.50 -5.00 1 67 +0
Total Volume and Open Interest 1,800 9,275 +0
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 010919 71.150 71.150 69.650 69.650 -1.500 5,521 34,111 -1,799
Dec01 010919 72.700 72.700 71.475 71.475 -1.500 6,300 35,423 +1,711
Feb02 010919 74.425 74.425 72.950 72.950 -1.500 1,777 24,718 +602
Apr02 010919 76.325 76.325 74.950 74.950 -1.500 547 9,714 +224
Jun02 010919 72.650 72.700 71.300 71.300 -1.500 802 11,203 +222
Aug02 010919 73.250 73.250 71.950 71.950 -1.500 148 1,202 +128
Total Volume and Open Interest 15,650    
Feeder Cattle(CME)
Sep01 010919 90.200 90.250 89.075 89.200 -0.925 397 2,033 -213
Oct01 010919 89.650 89.700 88.075 88.075 -1.500 1,079 6,693 +40
Nov01 010919 89.850 89.850 88.325 88.325 -1.500 318 3,926 +45
Jan02 010919 89.000 89.000 87.550 87.550 -1.500 156 2,231 +38
Mar02 010919 88.125 88.125 86.800 86.800 -1.500 36 394 +8
Apr02 010919 88.000 88.000 86.825 86.825 -1.500 30 355 +2
May02 010919 87.300 87.300 86.425 86.450 -1.475 8 222 +6
Total Volume and Open Interest 1,784    
Lean Hogs(CME)
Oct01 010919 60.500 60.800 58.950 59.075 -1.775 3,899 19,909 -401
Dec01 010919 56.625 56.725 54.775 54.850 -1.925 3,897 14,857 +739
Feb02 010919 56.900 56.900 55.050 55.225 -1.825 423 4,825 +48
Apr02 010919 57.700 57.700 56.000 56.175 -1.525 163 1,809 -64
Jun02 010919 64.350 64.350 63.100 63.675 -0.875 30 410 +11
Jul02 010919 61.850 61.850 60.800 60.800 -1.300 1 132 +0
Aug02 010919 59.575 59.575 58.925 58.925 -1.125 0 84 +0
Oct02 010919 53.025 53.400 53.000 53.400 -0.600 0 72 +0
Total Volume and Open Interest 7,834    
Pork Bellies(CME)
Feb02 010919 82.050 82.450 79.200 79.400 -2.350 530 0 -2,869
Mar02 010919 81.450 81.800 79.250 79.500 -2.400 6 0 -42
May02 010919 82.700 82.700 82.700 82.700 -1.000      
Jul02 010919 83.250 83.250 81.800 81.800 -1.400 1 0 -13
Aug02 010919 82.200 82.200 82.200 82.200 -1.300      
Total Volume and Open Interest 537    
Cocoa(NYBOT)
Dec01 010919 942 966 942 964 +24 1,780 28,398 -682
Mar02 010919 956 968 956 967 +17 800 20,745 +11
May02 010919 968 975 968 975 +15 102 9,489 +91
Jul02 010919 980 986 980 984 +14 0 5,937 +0
Sep02 010919 994 994 994 994 +14 77 6,136 +76
Dec02 010919 1003 1009 1003 1009 +14 546 11,964 +220
Mar03 010919 1027 1027 1027 1027 +12 100 8,156 +100
Total Volume and Open Interest 4,515 94,142 +0
Coffee "C"(NYBOT)
Sep01 010919 48.00 48.00 47.00 47.40 -0.60 109 190 -44
Dec01 010919 50.75 50.80 50.00 50.30 -0.45 4,736 37,523 +74
Mar02 010919 53.50 53.50 52.75 53.00 -0.50 1,162 9,805 +267
May02 010919 55.20 55.20 54.70 54.70 -0.50 235 3,509 -55
Jul02 010919 56.90 56.90 56.50 56.60 -0.30 62 2,673 -38
Sep02 010919 58.10 58.20 57.55 57.70 -0.40 95 1,505 +41
Total Volume and Open Interest 6,438 56,010 +0
Orange Juice(NYBOT)
Nov01 010919 80.50 80.80 79.90 80.00 -0.20 740 13,157 -264
Jan02 010919 82.60 82.90 82.40 82.50 +0.05 76 1,605 +25
Mar02 010919 85.70 85.70 85.70 85.70 +0.35 61 1,743 +11
May02 010919 87.95 87.95 87.95 87.95 -0.15 10 778 +10
Jul02 010919 90.25 90.25 90.25 90.25 -0.60 0 79 +0
Total Volume and Open Interest 1,817 17,730 +0
Sugar #11(NYBOT)
Oct01 010919 7.53 7.60 7.10 7.28 -0.36 19,854 63,322 +0
Mar02 010919 7.22 7.28 6.85 7.08 -0.31 10,011 45,600 +0
May02 010919 7.08 7.11 6.80 6.98 -0.27 1,323 9,711 +0
Jul02 010919 6.96 7.00 6.70 6.86 -0.24 1,371 14,441 +0
Oct02 010919 7.05 7.10 6.85 6.94 -0.22 545 5,646 +0
Total Volume and Open Interest 33,104 143,161 +0
London Cocoa(LCE)
Sep01 010913 675 691 675 691 +10 1,755 907 -1,755
Dec01 010919 705 715 705 714 +11 1,009 40,953 -2
Mar02 010919 727 738 726 735 +10 562 57,258 +379
May02 010919 745 752 742 750 +9 368 28,447 +96
Jul02 010919 752 762 752 760 +9 100 15,876 -43
Sep02 010919 763 768 763 768 +9 78 9,694 +7
Dec02 010919 779 784 778 784 +9 156 2,267 +130
Total Volume and Open Interest 2,273 156,854 +567
London Coffee(LCE)
Sep01 010919 419.00 432.00 419.00 429.00 +5.00 120 226 -115
Nov01 010919 440.00 452.00 436.00 448.00 +7.00 3,438 34,160 -1,106
Jan02 010919 456.00 464.00 450.00 459.00 +3.00 758 29,624 +24
Mar02 010919 470.00 480.00 469.00 475.00 +2.00 202 14,821 +70
May02 010919 486.00 494.00 484.00 491.00 +2.00 76 13,082 +32
Jul02 010919 502.00 510.00 497.00 506.00 +2.00 104 3,758 +100
Total Volume and Open Interest 4,701 98,784 -995
London Sugar(LCE)
Oct01 010914 220.00 231.50 219.60 230.00 +9.80 3,557 4,459 -1,314
Dec01 010919 220.10 223.00 211.00 213.20 -8.80 1,279 17,116 +404
Mar02 010919 222.00 224.50 213.80 216.20 -7.80 655 11,688 +236
May02 010919 222.00 223.60 214.00 216.20 -7.30 368 4,285 +23
Aug02 010919 217.60 217.60 209.90 211.70 -5.80 404 3,569 -179
Total Volume and Open Interest 2,798 38,203 +546
Cotton(NYBOT)
Oct01 010919 34.80 34.80 34.30 34.30 -0.85 833 3,214 +463
Dec01 010919 35.71 35.75 35.51 35.55 -0.72 4,300 43,600 +145
Mar02 010919 37.50 37.60 37.40 37.42 -0.68 684 8,419 +56
May02 010919 38.80 38.80 38.50 38.50 -0.70 366 5,265 +70
Jul02 010919 39.90 40.00 39.70 39.75 -0.61 191 3,994 +51
Oct02 010919 41.40 41.40 41.10 41.10 -0.52 31 202 -26
Total Volume and Open Interest 6,690 67,223 +0
Lumber(CME)
Nov01 010919 279.0 281.0 275.5 275.5 -6.0 614 1,328 +42
Jan02 010919 279.5 283.7 276.6 277.3 -4.2 210 457 -44
Mar02 010919 281.0 285.0 281.0 283.1 +1.1 2 46 +0
May02 010919 289.8 289.8 289.8 289.8 +5.0 3 2 +1
Total Volume and Open Interest 947    
Crude Oil(NYM)
Oct01 010919 27.39 27.45 25.80 26.72 -0.98 69,950 65,990 -58,019
Nov01 010919 27.70 27.82 26.30 27.11 -0.98 78,050 97,901 +24,520
Dec01 010919 27.80 27.90 26.50 27.28 -0.87 27,732 62,156 -629
Jan02 010919 27.70 27.72 26.40 27.13 -0.77 8,590 33,076 +6,739
Feb02 010919 27.40 27.40 26.20 26.86 -0.69 2,167 14,333 +83
Mar02 010919 27.05 27.05 25.80 26.59 -0.61 1,072 11,325 +384
Apr02 010919 26.40 26.40 25.70 26.32 -0.53 1,278 12,485 +1,607
May02 010919 26.10 26.10 26.05 26.05 -0.45 338 8,487 +384
Jun02 010919 26.00 26.05 25.10 25.78 -0.37 933 23,714 -539
Jul02 010919 25.45 25.51 25.20 25.51 -0.30 25 7,196 +66
Total Volume and Open Interest 219,571 473,542 +0
Heating Oil(NYM)
Oct01 010919 75.00 75.00 70.50 71.90 -2.53 22,052 34,448 -6,220
Nov01 010919 76.25 76.25 71.80 73.51 -2.46 11,864 24,452 +4,232
Dec01 010919 76.95 77.00 72.80 74.51 -2.36 4,321 29,616 +889
Jan02 010919 77.00 77.90 74.00 75.36 -2.16 1,253 15,991 -122
Feb02 010919 77.50 77.70 73.50 75.26 -1.76 494 12,139 -735
Mar02 010919 75.00 75.50 72.25 73.16 -0.96 527 12,797 +335
Apr02 010919 72.50 72.50 70.50 70.80 -0.61 87 4,329 +31
May02 010919 70.00 70.00 68.61 68.61 -0.41 240 2,563 -593
Jun02 010919 69.25 69.25 67.66 67.66 -0.31 48 3,271 +128
Jul02 010919 68.70 68.70 67.51 67.51 -0.31 30 1,258 +5
Total Volume and Open Interest 40,019 147,732 +0
Unleaded Gas(NYM)
Oct01 010919 79.20 79.20 73.10 75.24 -4.08 15,071 38,368 -946
Nov01 010919 77.20 77.20 72.50 73.93 -3.50 9,199 16,668 +4,912
Dec01 010919 76.10 76.10 71.90 73.29 -3.19 1,163 5,181 -516
Jan02 010919 75.80 75.80 72.40 73.04 -2.94 390 5,837 -42
Feb02 010919 76.00 76.00 73.30 73.54 -2.74 6 3,254 +74
Mar02 010919 74.23 74.23 74.23 74.23 -2.70 2 5,220 +188
Apr02 010919 80.18 80.18 80.18 80.18 -2.35 2 7,773 +93
May02 010919 80.28 80.28 80.28 80.28 -2.20 103 5,073 +49
Total Volume and Open Interest 23,070 88,271 +0
Natural Gas(NYM)
Oct01 010919 2.175 2.190 2.090 2.102 -0.123 15,352 66,588 -8,540
Nov01 010919 2.530 2.530 2.420 2.427 -0.176 9,924 41,530 -2,184
Dec01 010919 2.920 2.920 2.770 2.787 -0.190 2,347 34,686 -603
Jan02 010919 3.080 3.080 2.960 2.962 -0.193 3,975 42,263 -94
Feb02 010919 3.070 3.080 2.940 2.949 -0.189 5,059 24,414 -1,157
Mar02 010919 3.010 3.010 2.890 2.896 -0.179 1,478 26,829 +589
Apr02 010919 2.930 2.940 2.816 2.816 -0.171 982 32,256 -604
May02 010919 3.000 3.000 2.844 2.844 -0.168 199 19,180 -261
Total Volume and Open Interest 44,306 506,581 +0
Brent Crude Oil(IPE)
Nov01 010919 27.38 27.60 25.65 26.32 -0.95 56,461 68,725 -1,321
Dec01 010919 27.22 27.30 25.73 26.36 -0.74 34,262 60,174 +8,799
Jan02 010919 26.80 26.83 25.50 26.09 -0.60 13,802 31,739 +2,504
Feb02 010919 26.48 26.48 25.30 25.84 -0.55 4,866 14,354 -40
Mar02 010919 26.00 26.05 25.53 25.57 -0.50 1,276 8,251 +614
Apr02 010919 25.70 25.75 24.52 25.29 -0.44 2,494 6,586 +602
May02 010919 25.40 25.40 24.75 25.02 -0.39 206 4,670 -6
Jun02 010919 24.85 25.05 24.25 24.76 -0.33 2,750 17,657 +66
Total Volume and Open Interest 120,982 239,680 +12,806
Gas Oil(IPE)
Oct01 010919 240.00 241.00 227.75 228.00 -16.25 18,750 38,254 -718
Nov01 010919 239.25 240.25 228.25 228.50 -15.25 10,054 22,001 +2,472
Dec01 010919 239.50 239.50 228.00 228.00 -14.25 5,602 27,155 +509
Jan02 010919 237.50 237.50 226.50 226.50 -13.50 2,795 11,138 +538
Feb02 010919 223.50 223.50 223.50 223.50 -12.25 300 5,350 +92
Mar02 010919 218.50 218.50 218.50 218.50 -11.50 0 3,902 +0
Apr02 010919 215.00 215.00 214.00 214.00 -10.75 200 2,452 +180
May02 010919 216.50 216.50 211.25 211.25 -9.00 200 979 +200
Total Volume and Open Interest 40,422 123,979 +4,191
US Dollar Index(NYBOT)
Sep01 010917 112.64 112.64 111.35 111.86 -3.09 0 4,536 +0
Dec01 010919 112.86 112.86 111.88 112.08 -0.27 475 5,911 +887
Mar02 010919 112.58 112.58 112.58 112.58 -0.27 1 2,003 +2,002
Total Volume and Open Interest 3,238 5,029 -2,513
Australian Dollar(IMM)
Dec01 010919 48.92 49.28 48.90 49.04 -0.30 6,181 22,069 +651
Mar02 010919 48.87 48.87 48.87 48.87 -0.30 6 322 -1
Jun02 010919 48.70 48.70 48.70 48.70 -0.30 0 4 +0
Total Volume and Open Interest 6,187 22,407 -29,948
British Pound(IMM)
Dec01 010919 145.74 146.64 145.54 146.28 +0.02 3,247 39,747 -521
Mar02 010919 145.90 145.90 145.60 145.60 unch 0 20 +0
Jun02 010919 144.92 144.92 144.92 144.92 -0.02 0 1 +0
Total Volume and Open Interest 3,247 39,768 -26,077
Canadian Dollar(IMM)
Dec01 010919 63.48 63.74 63.47 63.58 +0.08 5,975 61,727 +1,339
Mar02 010919 63.46 63.65 63.46 63.54 +0.08 183 2,198 +7
Jun02 010919 63.50 63.50 63.49 63.50 +0.08 40 680 -14
Sep02 010919 63.50 63.50 63.48 63.48 +0.08 7 81 +0
Total Volume and Open Interest 7,668    
Japanese Yen(IMM)
Dec01 010919 85.63 85.88 85.41 85.64 -0.28 4,537 86,375 -1,135
Mar02 010919 86.21 86.21 86.21 86.21 -0.29 0 95 +0
Jun02 010919 86.78 86.78 86.78 86.78 -0.30 0 17 +0
Total Volume and Open Interest      
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 010919 62.39 63.15 62.32 63.00 +0.41 6,987 0 -48,587
Mar02 010919 62.46 63.11 62.46 63.04 +0.39 1 0 -87
Jun02 010919 63.15 63.20 63.10 63.11 +0.37      
Total Volume and Open Interest 6,988    
EuroFX(IMM)
Dec01 010919 92.31 93.02 92.13 92.78 +0.29 11,490 99,080 -852
Mar02 010919 92.34 92.65 92.34 92.57 +0.27 53 790 +27
Jun02 010919 92.75 92.75 92.43 92.43 +0.25 16 134 +16
Total Volume and Open Interest 19,081    
Mexican Peso(IMM)
Sep01 010917 10480.0 10580.0 10480.0 10570.0 +83.0 4,258 18,328 -1,231
Dec01 010919 10382.0 10450.0 10310.0 10325.0 -52.0 1,889 9,836 +249
Total Volume and Open Interest 2,467    
30-Year T-Bonds(CBOT)
Sep01 010919 104~13 104~21 104~02 104~13 -0~09 21,515 23,480 +0
Dec01 010919 103~08 103~27 102~31 103~20 -0~02 179,695 473,943 +0
Mar02 010919 102~13 102~27 102~01 102~22 -0~03 304 14,623 +0
Total Volume and Open Interest 335,000 512,149 +0
Municipal Bonds(CBOT)
Sep01 010919 106~17 106~26 106~17 106~23 -0~06 1,530 5,927 -338
Dec01 010919 105~10 105~15 105~01 105~08 -0~15 2,119 5,789 +782
Total Volume and Open Interest 819 11,272 +0
10-Year T-Notes(CBOT)
Sep01 010919 109~030 109~120 108~250 109~025 +0~045 32,888 59,219 +0
Dec01 010919 107~250 108~060 107~180 107~310 +0~050 201,849 562,473 +0
Total Volume and Open Interest 274,000 623,046 +0
5-Year T-Notes(CBOT)
Sep01 010919 108~140 108~200 108~120 108~185 +0~105 32 0 -54,705
Dec01 010919 107~275 108~110 107~255 108~060 +0~130 34,480 0 -399,034
Mar02 010919 107~110 107~110 107~110 107~110 +0~130 33 28 +28
Total Volume and Open Interest 99,262 453,739 +0
2 Year T-Notes(CBOT)
Sep01 010919 105~052 105~078 105~052 105~065 +0~018 2,556 6,968 +0
Dec01 010919 105~010 105~034 105~004 105~021 +0~021 10,276 69,053 +0
Total Volume and Open Interest 9,400 76,021 +0
3-Mth T-Bills(IMM)
Dec01 010919 97.88 97.99 97.88 97.98 +0.18 12 0 -567
Total Volume and Open Interest 12    
Eurodollars(IMM)
Dec01 010919 97.420 97.540 97.415 97.520 +0.160 204,463 782,659 +5,042
Mar02 010919 97.320 97.425 97.320 97.415 +0.150 185,627 518,638 -8,615
Jun02 010919 96.905 97.005 96.905 96.985 +0.135 176,948 592,182 -25,286
Sep02 010919 96.435 96.530 96.430 96.495 +0.110 115,826 418,247 -1,835
Dec02 010919 95.900 96.010 95.890 95.970 +0.105 74,708 359,174 +1,909
Mar03 010919 95.565 95.680 95.555 95.655 +0.110 52,224 241,680 -7,355
Jun03 010919 95.245 95.365 95.245 95.335 +0.110 30,906 167,264 +795
Sep03 010919 95.000 95.125 95.000 95.100 +0.120 21,294 179,522 +2,792
Dec03 010919 94.770 94.875 94.765 94.855 +0.115 8,920 127,189 -818
Mar04 010919 94.685 94.785 94.670 94.770 +0.115 8,716 138,168 +474
Jun04 010919 94.540 94.630 94.535 94.625 +0.115 9,635 104,732 -929
Sep04 010919 94.415 94.505 94.410 94.500 +0.115 5,848 96,720 +928
Total Volume and Open Interest 747,541    
3-Mth Euro-Yen(IMM)
Sep01 010914 99.95 99.95 99.94 99.94 unch 1,008 20,434 -432
Dec01 010919 99.91 99.92 99.91 99.92 -0.01 179 19,290 -985
Mar02 010919 99.91 99.91 99.90 99.90 -0.02 131 8,082 -63
Jun02 010919 99.91 99.91 99.91 99.91 -0.01 304 9,706 +384
Sep02 010919 99.88 99.89 99.88 99.89 -0.01 43 3,418 -11
Dec02 010919 99.83 99.83 99.83 99.83 -0.03 31 697 +16
Mar03 010919 99.80 99.80 99.80 99.80 -0.03 0 193 +0
Jun03 010919 99.79 99.79 99.79 99.79 unch 7 59 +7
Sep03 010919 99.73 99.73 99.73 99.73 -0.03 0 15 +0
Dec03 010919 99.65 99.65 99.65 99.65 unch 0 2 +0
Total Volume and Open Interest 657    
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 +0.00 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 +0.00 766 10,187 +38
Mar03 010918 99.82 99.83 99.82 99.82 0.00 407 13,618 +378
Jun03 010918 99.79 99.80 99.79 99.79 0.00 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 010919 88.94 88.99 88.61 88.84 -0.04 3,409 19,555 +1,432
Mar02 010919 88.96 88.96 88.96 88.96 -0.04      
Jun02 010919 88.96 88.96 88.96 88.96        
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 010919 95.81 95.82 95.75 95.77 -0.07 35,076 246,311 +29,833
Mar02 010919 95.80 95.82 95.76 95.77 -0.06 8,756 77,472 +5,173
Jun02 010919 95.58 95.61 95.56 95.56 -0.07 2,971 32,672 -442
Sep02 010919 95.32 95.33 95.28 95.28 -0.09 1,156 18,408 +580
Dec02 010919 95.04 95.04 95.01 95.02 -0.09 545 13,082 -278
Mar03 010919 94.80 94.81 94.80 94.81 -0.07 50 7,722 -170
Jun03 010919 94.63 94.64 94.63 94.64 -0.08 21 5,592 +0
Sep03 010919 94.49 94.49 94.49 94.49 -0.09 142 2,947 +102
Dec03 010919 94.40 94.40 94.40 94.40 -0.08 20 2,003 +20
Total Volume and Open Interest 48,737 409,813 +34,808
10-Year Aus T-Bonds(SFE)
Dec01 010919 94.40 94.43 94.38 94.39 -0.10 13,254 116,588 +0
Mar02 010919 94.39 94.39 94.39 94.39 -0.10      
Total Volume and Open Interest 13,254 116,588  
3-Year Aus T-Bonds(SFE)
Dec01 010919 95.38 95.41 95.32 95.34 -0.10 52,771 197,709 +10,227
Mar02 010919 95.34 95.34 95.34 95.34 -0.10      
Total Volume and Open Interest 52,771 197,709  
Gold(CMX)
Oct01 010919 290.5 292.8 288.5 291.5 +2.9 2,008 7,927 -265
Dec01 010919 291.1 294.0 289.5 292.3 +2.6 15,839 83,093 +2,471
Feb02 010919 290.6 294.5 290.0 292.5 +2.4 1,030 9,140 -352
Apr02 010919 291.0 294.5 291.0 292.9 +2.2 207 2,759 -10
Jun02 010919 293.0 296.0 293.0 293.5 +2.1 910 5,208 -423
Aug02 010919 294.0 294.0 294.0 294.0 +2.0 450 2,227 +60
Total Volume and Open Interest 36,288 118,592 +0
Silver(CMX)
Sep01 010919 447.0 471.8 445.5 471.8 +27.5 59 203 +0
Dec01 010919 473.0 476.0 447.5 474.5 +27.2 15,974 53,285 +0
Mar02 010919 451.0 479.5 451.0 477.7 +27.2 235 4,488 +0
May02 010919 450.0 481.0 450.0 479.6 +27.0 15 940 +0
Jul02 010919 460.0 481.6 460.0 481.6 +26.8 3 1,350 +0
Total Volume and Open Interest 16,304 65,499 +0
Platinum(NYM)
Oct01 010919 487.0 498.0 486.0 492.4 +7.3 1,215 4,592 +0
Jan02 010919 481.0 489.0 480.0 483.4 +8.3 203 1,454 +0
Total Volume and Open Interest 1,421 6,054 +0
Palladium(NYME)
Sep01 010919 475.00 475.00 475.00 465.00 -5.00 3 12 +0
Dec01 010919 462.00 465.00 462.00 465.00 -5.00 9 1,147 +0
Total Volume and Open Interest 12 1,159 +0
Copper(CMX)
Sep01 010919 64.90 65.20 64.60 64.85 -0.20 632 3,990 -498
Dec01 010919 65.50 65.80 65.10 65.40 -0.30 3,263 48,005 +74
Mar02 010919 66.60 66.60 66.30 66.40 -0.30 110 7,930 +105
May02 010919 67.05 67.40 66.95 66.95 -0.30 18 3,028 +10
Jul02 010919 67.50 67.90 67.45 67.45 -0.30 5 2,617 -4
Total Volume and Open Interest 5,406 87,390 +0
DJIA Index(CBOT)
Sep01 010919 8935 8950 8470 8725 -185 11,216 20,345 -4,044
Dec01 010919 8950 8970 8475 8733 -191 38,166 20,064 +6,810
Mar02 010919 8970 8970 8570 8744 -193 59 421 +3
Jun02 010919 8764 8764 8764 8764 -205 0 65 +0
Total Volume and Open Interest 45,380 38,132 +0
S & P 500(CME)
Sep01 010919 1034.50 1039.50 980.50 1013.60 -21.90 106,866 0 -263,973
Dec01 010919 1040.50 1043.30 984.00 1016.80 -22.70 178,013 0 -314,111
Mar02 010919 1007.00 1046.00 990.00 1019.80 -23.20 21 0 -8,147
Jun02 010919 1005.00 1051.00 994.00 1024.30 -23.70 5 0 -584
Total Volume and Open Interest 284,905    
S & P 500 E-Mini(Globex)
Sep01 010919 1037.00 1045.00 980.75 1013.50 -22.00 19,408 157,170 -7,572
Dec01 010919 1039.00 1049.25 983.50 1016.75 -22.75 172,394 20,377 +13,470
Total Volume and Open Interest 191,802    
NASDAQ 100(CME)
Sep01 010919 1228.00 1242.00 1135.00 1200.50 -24.50 28,099 0 -51,232
Dec01 010919 1240.00 1252.00 1143.00 1208.00 -25.00 40,206 0 -13,130
Mar02 010919 1226.00 1226.00 1196.00 1215.50 -25.50      
Total Volume and Open Interest 68,305    
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 010919 540.00 540.25 515.50 528.60 -11.20 1,412 2,748 +0
Dec01 010919 541.50 542.40 515.00 530.35 -11.15 771 965 +0
Mar02 010919 532.10 532.10 532.10 532.10 -11.20 0 360 +0
Total Volume and Open Interest 2,183 4,073 +0
S & P Midcap 400(CME)
Sep01 010919 437.00 438.50 415.50 426.90 -10.15 5,881 8,966 -3,684
Dec01 010919 441.00 441.00 416.50 428.50 -10.50 6,326 11,140 +5,414
Mar02 010919 433.95 433.95 433.95 433.95 -10.50      
Total Volume and Open Interest 12,788    
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 010919 1030.00 1030.00 986.00 1005.00 -23.00      
Total Volume and Open Interest 30 40 +40
Nikkei 225(CME)
Dec01 010918 9575 9700 9500 9640 +70 2,046 11,5