MRCI's Free Historical Futures Prices

Daily Futures Price Listing Thu September 20, 2001
Most Recent Information							Previous Day
Mth	Date	Open	High	Low	Close	Change	Volume	Open Int	Change
Soybeans(CBOT)
Nov01	010920	470.00	474.75	468.00	473.50	+4.00	37,659	90,792	+1,101
Jan02	010920	476.00	481.00	475.00	480.00	+4.00	5,531	21,187	+443
Mar02	010920	481.50	486.00	480.00	485.25	+4.75	2,968	20,197	+263
May02	010920	483.50	487.25	481.50	487.00	+4.00	2,034	20,891	+684
Jul02	010920	484.50	489.50	484.00	489.00	+4.50	818	13,418	+217
Aug02	010920	488.00	488.00	488.00	488.00	+4.50	208	425	+85
Sep02	010920	481.00	481.00	481.00	481.00	+5.00	0	9	+0
Total Volume and Open Interest							50,000	169,646	+2,794
Soybean Meal(CBOT)
Oct01	010920	166.30	168.90	166.00	168.50	+2.10	10,492	17,655	-355
Dec01	010920	164.00	166.90	163.80	166.10	+1.90	17,287	54,937	-2,006
Jan02	010920	162.90	165.50	162.70	165.00	+2.10	2,399	15,471	+520
Mar02	010920	160.80	163.50	160.50	163.20	+2.20	1,826	12,543	-125
May02	010920	158.30	161.10	158.30	160.60	+1.50	1,800	11,253	-3
Jul02	010920	157.80	159.90	157.50	159.20	+1.70	1,186	7,918	-129
Aug02	010920	157.00	158.50	156.10	157.70	+2.10	175	1,779	-36
Sep02	010920	155.00	157.00	154.80	155.50	+2.10	160	1,223	-43
Total Volume and Open Interest							33,000	123,890	-2,129
Soybean Oil(CBOT)
Oct01	010920	16.25	16.38	16.23	16.27	+0.02	4,457	19,836	-657
Dec01	010920	16.53	16.68	16.49	16.56	+0.03	8,742	74,521	-396
Jan02	010920	16.73	16.89	16.73	16.76	+0.03	1,419	20,478	-432
Mar02	010920	17.05	17.17	17.03	17.05	+0.04	843	16,740	+28
May02	010920	17.35	17.45	17.31	17.32	+0.04	575	16,416	+224
Jul02	010920	17.65	17.70	17.57	17.59	+0.04	306	8,228	+43
Aug02	010920	17.65	17.67	17.65	17.67	+0.07	59	1,175	-59
Sep02	010920	17.90	17.90	17.75	17.75	+0.02	57	1,234	-49
Total Volume and Open Interest							17,000	161,051	-1,187
Canola(WCE)
Sep01	010919	338.5	338.5	338.5	338.5	+2.5	200	200	+0
Nov01	010920	338.0	342.3	336.5	342.0	+3.3	6,595	38,861	-1,900
Jan02	010920	336.5	342.2	336.5	341.8	+3.3	5,324	14,953	+1,424
Mar02	010920	337.5	341.9	337.5	341.9	+2.9	635	6,196	+240
May02	010920	338.0	341.4	337.8	341.1	+2.1	30	1,067	-20
Total Volume and Open Interest							12,589	64,132	-456
Corn(CBOT)
Nov01	010920	211.75	214.50	211.25	214.00	+2.75	258	1,591	+177
Dec01	010920	215.75	220.00	215.00	218.75	+2.75	96,549	234,836	+1,161
Jan02	010920	220.00	222.50	220.00	222.25	+2.50	28	482	-1
Mar02	010920	227.75	232.00	227.00	230.75	+2.50	23,396	75,514	+5,998
May02	010920	235.00	239.25	234.50	238.25	+2.50	9,443	22,677	+3,373
Jul02	010920	239.75	243.75	239.25	242.75	+2.25	4,552	24,948	+1,511
Total Volume and Open Interest							136,000	378,665	+12,403
Wheat(CBOT)
Dec01	010920	262.50	266.50	262.25	265.75	+3.00	28,296	97,238	-2,933
Mar02	010920	275.50	279.50	275.00	279.00	+3.25	4,814	31,119	-663
May02	010920	282.00	285.75	282.00	285.00	+3.25	920	4,514	+526
Jul02	010920	286.00	290.50	286.00	290.25	+3.25	772	5,067	+123
Sep02	010920	295.00	297.00	294.00	296.50	+3.00	0	82	+0
Total Volume and Open Interest							35,000	138,872	-2,930
Wheat(KCBT)
Dec01	010920	291.25	294.50	291.25	293.25	+1.25	8,275	58,697	-482
Mar02	010920	304.00	307.00	304.00	306.50	+1.25	2,078	16,984	+592
May02	010920	313.00	313.00	313.00	313.00	+0.75	374	4,152	+168
Jul02	010920	318.50	319.25	318.50	319.00	+2.00	123	794	+15
Sep02	010920	323.00	323.00	323.00	323.00	unch	0	2	+0
Total Volume and Open Interest							10,851	80,634	+285
Wheat(MGE)
Sep01	010919	306.00	306.00	297.00	297.00	-6.00	0	1	+0
Dec01	010920	311.00	314.50	311.00	314.25	+3.00	3,142	20,481	+844
Mar02	010920	325.00	327.75	325.00	327.50	+2.25	1,011	3,573	+474
May02	010920	333.00	336.00	333.00	335.75	+2.50	96	914	+77
Jul02	010920	341.00	343.50	341.00	343.50	+2.50	0	172	+0
Total Volume and Open Interest							4,249	25,231	+1,395
Oats(CBOT)
Dec01	010920	162.25	165.00	162.25	163.50	+1.50	1,891	6,535	-23
Mar02	010920	156.50	158.00	155.00	155.50	unch	203	2,248	+24
May02	010920	151.00	152.00	149.25	149.50	-0.50	135	525	+0
Jul02	010920	144.00	145.50	143.00	143.50	unch	134	180	+78
Total Volume and Open Interest							2,200	9,500	+84
Rough Rice(MCE)
Nov01	010920	3.88	3.91	3.82	3.84	-0.08	310	2,998	+6
Jan02	010920	4.10	4.14	4.06	4.06	-0.08	24	948	-8
Mar02	010920	4.34	4.34	4.30	4.30	-0.07	26	660	+5
May02	010920	4.58	4.58	4.54	4.54	-0.07	20	303	+20
Total Volume and Open Interest							450	5,039	+87
Live Cattle(CME)
Oct01	010920	69.600	69.850	68.250	69.125	-0.525	10,409	30,587	-3,524
Dec01	010920	71.250	71.475	69.975	70.825	-0.650	9,980	37,759	+2,336
Feb02	010920	72.950	73.175	71.650	72.425	-0.525	3,473	25,409	+691
Apr02	010920	74.950	75.150	73.450	74.600	-0.350	624	9,876	+162
Jun02	010920	71.275	71.500	70.200	71.075	-0.225	948	11,893	+690
Aug02	010920	72.000	72.050	71.100	71.925	-0.025	300	1,387	+185
Total Volume and Open Interest							25,734	117,152	+545
Feeder Cattle(CME)
Sep01	010920	89.450	89.550	88.600	89.250	+0.050	764	2,098	+65
Oct01	010920	88.125	88.200	86.575	87.375	-0.700	1,896	6,165	-528
Nov01	010920	88.300	88.450	86.825	87.525	-0.800	1,098	3,959	+33
Jan02	010920	87.500	87.800	86.300	87.225	-0.325	179	2,360	+129
Mar02	010920	86.800	87.000	85.950	86.950	+0.150	26	438	+44
Apr02	010920	86.825	86.950	85.700	86.800	-0.025	36	410	+55
May02	010920	86.250	86.450	85.600	86.250	-0.200	8	222	+0
Total Volume and Open Interest							4,015	15,698	-184
Lean Hogs(CME)
Oct01	010920	59.300	59.750	58.875	59.675	+0.600	6,552	18,744	-1,165
Dec01	010920	55.100	55.250	54.200	54.900	+0.050	4,418	16,181	+1,324
Feb02	010920	55.350	55.500	54.550	55.150	-0.075	687	4,980	+155
Apr02	010920	56.300	56.700	55.925	56.175	unch	223	1,778	-31
Jun02	010920	63.600	63.600	63.350	63.550	-0.125	38	433	+23
Jul02	010920	60.900	60.900	60.775	60.775	-0.025	34	170	+38
Aug02	010920	59.100	59.100	58.900	58.900	-0.025	16	98	+14
Oct02	010920	53.425	53.425	53.425	53.425	+0.025	6	72	+0
Total Volume and Open Interest							11,987	42,895	+369
Pork Bellies(CME)
Feb02	010920	79.400	81.900	78.550	81.775	+2.375	794	2,660	-72
Mar02	010920	81.000	82.000	81.000	82.000	+2.500	6	46	+5
May02	010920	82.675	85.250	82.675	85.250	+2.550	0	26	+0
Jul02	010920	84.000	84.000	84.000	84.000	+2.200	3	14	+1
Aug02	010920	84.000	84.000	84.000	84.000	+1.800	0	2	+0
Total Volume and Open Interest							803	2,748	-66
Cocoa(NYBOT)
Dec01	010920	985	1004	985	998	+34	2,629	27,890	-508
Mar02	010920	987	1005	987	999	+32	828	20,656	-89
May02	010920	1000	1008	1000	1007	+32	179	9,234	-255
Jul02	010920	1015	1015	1015	1015	+31	93	5,946	+9
Sep02	010920	1025	1025	1023	1023	+29	0	6,136	+0
Dec02	010920	1038	1038	1038	1038	+29	82	12,046	+82
Mar03	010920	1056	1056	1054	1054	+27	41	8,197	+41
Total Volume and Open Interest							3,933	93,302	-656
Coffee "C"(NYBOT)
Dec01	010920	50.00	50.20	48.60	48.75	-1.55	3,688	36,689	-834
Mar02	010920	52.90	52.90	51.40	51.50	-1.50	804	9,819	+14
May02	010920	54.35	54.50	53.00	53.10	-1.60	244	3,528	+19
Jul02	010920	56.40	56.40	54.95	54.95	-1.65	254	2,610	-63
Sep02	010920	57.60	57.60	56.05	56.05	-1.65	90	1,544	+39
Dec02	010920	59.30	59.30	57.80	57.80	-1.75	99	1,218	+28
Total Volume and Open Interest							5,217	55,584	-811
Orange Juice(NYBOT)
Nov01	010920	80.25	82.05	80.20	81.95	+1.95	862	12,988	-169
Jan02	010920	82.75	84.50	81.95	84.25	+1.75	106	1,621	+16
Mar02	010920	85.75	87.45	85.50	87.45	+1.75	1	1,744	+1
May02	010920	89.70	89.70	89.70	89.70	+1.75	0	778	+0
Jul02	010920	91.95	91.95	91.95	91.95	+1.70	0	79	+0
Total Volume and Open Interest							969	17,360	-152
Sugar #11(NYBOT)
Oct01	010920	7.35	7.42	7.22	7.25	-0.03	17,966	51,226	-5,666
Mar02	010920	7.14	7.20	6.98	7.01	-0.07	17,299	54,516	+3,848
May02	010920	7.05	7.08	6.90	6.90	-0.08	2,371	10,215	-44
Jul02	010920	6.93	6.93	6.78	6.78	-0.08	2,031	15,859	+381
Oct02	010920	7.03	7.04	6.90	6.90	-0.04	729	5,624	+74
Total Volume and Open Interest							41,004	141,871	-1,549
London Cocoa(LCE)
Sep01	010913	675	691	675	691	+10	1,755	907	-1,755
Dec01	010920	715	758	715	747	+33	1,736	40,884	-69
Mar02	010920	735	772	735	766	+31	220	57,288	+30
May02	010920	750	790	750	780	+30	336	28,399	-48
Jul02	010920	774	790	772	787	+27	79	15,906	+30
Sep02	010920	772	800	772	794	+26	20	9,679	-15
Dec02	010920	787	808	787	808	+24	212	2,442	+175
Total Volume and Open Interest							2,603	156,957	+103
London Coffee(LCE)
Sep01	010920	430.00	430.00	424.00	424.00	-5.00	108	160	-66
Nov01	010920	446.00	450.00	441.00	442.00	-6.00	3,949	32,362	-1,798
Jan02	010920	461.00	462.00	453.00	455.00	-4.00	1,756	30,033	+409
Mar02	010920	475.00	479.00	470.00	472.00	-3.00	598	15,146	+325
May02	010920	490.00	494.00	486.00	489.00	-2.00	346	13,151	+69
Jul02	010920	505.00	506.00	500.00	502.00	-4.00	1,034	3,968	+210
Total Volume and Open Interest							8,328	98,220	-564
London Sugar(LCE)
Oct01	010914	220.00	231.50	219.60	230.00	+9.80	3,557	4,459	-1,314
Dec01	010920	213.50	216.00	212.80	213.00	-0.20	2,055	17,611	+495
Mar02	010920	217.90	218.50	215.20	216.00	-0.20	1,413	12,576	+888
May02	010920	218.10	218.10	213.50	216.00	-0.20	448	4,431	+146
Aug02	010920	214.00	214.00	211.00	212.00	+0.30	441	3,571	+2
Total Volume and Open Interest							4,542	39,880	+1,677
Cotton(NYBOT)
Oct01	010920	33.80	34.50	33.60	34.42	+0.12	1,170	2,090	-1,124
Dec01	010920	35.33	36.00	35.15	35.93	+0.38	4,459	43,386	-214
Mar02	010920	37.30	37.80	37.10	37.80	+0.38	1,240	8,492	+73
May02	010920	38.35	38.85	38.30	38.80	+0.30	713	5,364	+99
Jul02	010920	39.60	40.00	39.50	39.85	+0.10	158	4,047	+53
Oct02	010920	41.00	41.00	40.75	40.80	-0.30	7	202	+0
Total Volume and Open Interest							7,849	66,919	-1,109
Lumber(CME)
Nov01	010920	265.5	265.5	265.5	265.5	-10.0	346	1,329	+1
Jan02	010920	271.0	272.3	267.3	267.3	-10.0	98	435	-22
Mar02	010920	279.8	279.8	273.1	273.1	-10.0	6	44	-2
May02	010920	279.8	280.1	279.8	279.8	-10.0	0	2	+0
Total Volume and Open Interest							450	1,810	-23
Crude Oil(NYM)
Oct01	010920	26.70	27.00	25.90	26.59	-0.13	93,873	37,977	-28,013
Nov01	010920	27.05	27.25	26.30	26.73	-0.38	129,512	121,053	+23,152
Dec01	010920	27.20	27.40	26.65	26.97	-0.31	47,510	64,121	+1,965
Jan02	010920	27.10	27.20	26.70	26.82	-0.31	12,658	33,479	+403
Feb02	010920	26.88	26.98	26.50	26.56	-0.30	4,225	14,938	+605
Mar02	010920	26.60	26.60	26.20	26.30	-0.29	1,809	11,307	-18
Apr02	010920	26.30	26.30	25.95	26.03	-0.29	1,992	13,341	+856
May02	010920	25.83	25.85	25.75	25.76	-0.29	1,003	8,744	+257
Jun02	010920	25.82	25.82	25.45	25.49	-0.29	5,358	24,337	+623
Jul02	010920	25.22	25.22	25.22	25.22	-0.29	96	7,242	+46
Total Volume and Open Interest							306,432	450,260	+310
Heating Oil(NYM)
Oct01	010920	72.70	73.50	71.40	72.14	+0.24	22,141	29,594	-4,854
Nov01	010920	74.50	74.70	72.70	73.25	-0.26	18,725	25,926	+1,474
Dec01	010920	75.50	75.60	73.50	74.10	-0.41	10,984	29,493	-123
Jan02	010920	76.00	76.25	74.40	74.65	-0.71	5,794	17,809	+1,818
Feb02	010920	76.00	76.30	74.25	74.40	-0.86	1,585	12,392	+253
Mar02	010920	74.40	74.40	72.45	72.45	-0.71	1,211	12,535	-262
Apr02	010920	71.50	71.90	70.25	70.25	-0.55	613	4,320	-9
May02	010920	69.00	69.45	68.20	68.20	-0.41	50	2,559	-4
Jun02	010920	68.20	68.40	67.35	67.35	-0.31	505	3,142	-129
Jul02	010920	67.50	68.40	67.20	67.20	-0.31	6	1,258	+0
Total Volume and Open Interest							62,034	144,453	-1,582
Unleaded Gas(NYM)
Oct01	010920	76.25	76.50	71.60	74.26	-0.98	21,140	37,949	-419
Nov01	010920	74.50	74.60	71.00	73.44	-0.49	10,451	17,492	+824
Dec01	010920	74.00	74.10	70.50	73.29	unch	3,052	5,600	+419
Jan02	010920	73.80	73.80	72.20	73.24	+0.20	1,628	6,120	+283
Feb02	010920	72.85	73.74	72.85	73.74	+0.20	815	3,710	+456
Mar02	010920	74.65	74.65	74.49	74.49	+0.26	420	5,301	+81
Apr02	010920	80.54	80.54	80.54	80.54	+0.36	1,406	8,016	+243
May02	010920	80.64	80.64	80.64	80.64	+0.36	636	5,225	+152
Total Volume and Open Interest							39,748	94,193	+2,164
Natural Gas(NYM)
Oct01	010920	2.110	2.150	2.030	2.137	+0.035	26,429	53,758	-12,830
Nov01	010920	2.435	2.480	2.350	2.464	+0.037	20,644	44,521	+2,991
Dec01	010920	2.790	2.860	2.710	2.820	+0.033	7,655	35,246	+560
Jan02	010920	2.970	3.010	2.900	2.995	+0.033	6,328	43,381	+1,118
Feb02	010920	2.955	3.000	2.880	2.980	+0.031	3,812	26,578	+2,164
Mar02	010920	2.900	2.940	2.830	2.927	+0.031	2,204	27,000	+171
Apr02	010920	2.820	2.855	2.770	2.850	+0.034	691	32,361	+105
May02	010920	2.855	2.900	2.800	2.875	+0.031	385	19,269	+89
Total Volume and Open Interest							73,636	491,115	-4,682
Brent Crude Oil(IPE)
Nov01	010920	26.40	26.86	25.83	25.92	-0.40	64,685	70,183	+1,458
Dec01	010920	26.47	26.80	25.87	26.13	-0.23	31,931	62,161	+1,987
Jan02	010920	26.40	26.45	25.75	25.90	-0.19	9,512	34,151	+2,412
Feb02	010920	26.20	26.20	25.48	25.66	-0.18	2,822	15,676	+1,322
Mar02	010920	25.80	25.85	25.20	25.35	-0.22	881	8,512	+261
Apr02	010920	25.56	25.57	25.05	25.05	-0.24	3,700	9,701	+3,115
May02	010920	25.12	25.12	24.79	24.79	-0.23	501	4,775	+105
Jun02	010920	25.00	25.00	24.37	24.53	-0.23	5,400	22,242	+4,585
Total Volume and Open Interest							121,652	255,795	+16,115
Gas Oil(IPE)
Oct01	010920	231.00	234.25	226.00	229.25	+1.25	20,446	36,922	-1,332
Nov01	010920	233.00	234.00	225.75	228.50	unch	10,304	24,980	+2,979
Dec01	010920	232.00	233.25	225.75	227.25	-0.75	6,247	28,283	+1,128
Jan02	010920	231.50	231.75	224.00	226.00	-0.50	2,187	11,379	+241
Feb02	010920	227.00	227.00	223.50	223.50	unch	0	5,350	+0
Mar02	010920	221.00	221.00	218.50	218.50	unch	0	3,872	-30
Apr02	010920	217.50	217.50	214.00	214.00	unch	5	2,272	-180
May02	010920	211.50	211.50	211.50	211.50	+0.25	100	979	+0
Total Volume and Open Interest							39,804	126,420	+2,441
US Dollar Index(NYBOT)
Dec01	010920	112.45	112.62	112.16	112.37	+0.29	783	6,007	+96
Mar02	010920	112.68	112.87	112.68	112.87	+0.29	0	2,003	+0
Jun02	010920	113.37	113.37	113.37	113.37	+0.29	0	2	+0
Total Volume and Open Interest							783	8,012	+96
Australian Dollar(IMM)
Dec01	010920	49.06	49.35	49.03	49.10	+0.06	1,674	21,740	-329
Mar02	010920	48.90	48.90	48.90	48.90	+0.03	0	322	+0
Jun02	010920	48.70	48.70	48.70	48.70	unch	0	4	+0
Total Volume and Open Interest							1,674	22,078	-329
British Pound(IMM)
Dec01	010920	145.80	146.00	145.66	145.90	-0.38	5,342	39,795	+48
Mar02	010920	145.22	145.22	145.22	145.22	-0.38	1	21	+1
Jun02	010920	144.54	144.54	144.54	144.54	-0.38	0	1	+0
Total Volume and Open Interest							5,343	39,817	+49
Canadian Dollar(IMM)
Dec01	010920	63.68	63.68	63.47	63.53	-0.05	8,638	62,387	+660
Mar02	010920	63.65	63.65	63.46	63.49	-0.05	296	2,263	+65
Jun02	010920	63.53	63.53	63.42	63.45	-0.05	31	657	-23
Sep02	010920	63.49	63.49	63.43	63.43	-0.05	2	85	+4
Total Volume and Open Interest							8,967	65,417	-18,276
Japanese Yen(IMM)
Dec01	010920	86.16	86.88	86.11	86.71	+1.07	9,879	87,067	+692
Mar02	010920	86.65	87.25	86.65	87.25	+1.04	0	95	+0
Jun02	010920	87.30	87.79	87.30	87.79	+1.01	0	17	+0
Total Volume and Open Interest							20,123
Deutsche Mark(IMM)
Dec01	010919	47.44	47.44	47.44	47.44	+0.15	0	199	+0
Total Volume and Open Interest							0	199	-130
Swiss Franc(IMM)
Dec01	010920	62.94	63.06	62.62	62.91	-0.09	7,608	50,002	+421
Mar02	010920	62.97	62.97	62.95	62.95	-0.09	1	88	+1
Jun02	010920	63.02	63.02	63.02	63.02	-0.09	3	3	+1
Total Volume and Open Interest							7,612	50,093	+423
EuroFX(IMM)
Dec01	010920	92.41	92.65	92.04	92.34	-0.44	23,088	105,856	+6,776
Mar02	010920	92.13	92.20	92.10	92.13	-0.44	8	822	+32
Jun02	010920	91.90	91.99	91.90	91.99	-0.44	2	137	+3
Total Volume and Open Interest							23,098	106,842	+6,811
Mexican Peso(IMM)
Sep01	010917	10480.0	10580.0	10480.0	10570.0	+83.0	4,258	18,328	-1,231
Dec01	010920	10335.0	10360.0	10290.0	10325.0	unch	5,809	10,124	+288
Total Volume and Open Interest							5,827	12,815	+254
30-Year T-Bonds(CBOT)
Dec01	010920	103~19	103~29	102~17	102~23	-0~29	294,342	517,815	+19,822
Mar02	010920	102~07	102~30	101~19	101~24	-0~30	951	14,854	+272
Jun02	010920	100~29	100~29	100~29	100~29	-0~30	0	103	+0
Total Volume and Open Interest							282,000	538,314	+16,835
Municipal Bonds(CBOT)
Dec01	010920	104~26	105~10	104~11	104~14	-0~26	1,867	6,379	+590
Total Volume and Open Interest							4,500	10,593	-1,123
10-Year T-Notes(CBOT)
Dec01	010920	107~315	108~060	107~150	107~175	-0~135	266,115	565,718	+731
Mar02	010920	106~290	107~000	106~130	106~145	-0~145	414	1,594	+240
Total Volume and Open Interest							300,000	588,083	-19,837
5-Year T-Notes(CBOT)
Dec01	010920	108~110	108~135	107~290	107~315	-0~065	37,909	0	-406,196
Mar02	010920	107~025	107~025	107~025	107~025	-0~085	0	28	+0
Total Volume and Open Interest							160,000	18,721	-422,105
2 Year T-Notes(CBOT)
Dec01	010920	105~026	105~034	104~124	105~002	-0~019	7,971	67,194	-1,208
Total Volume and Open Interest							10,000	71,293	-3,435
3-Mth T-Bills(IMM)
Dec01	010920	97.97	97.97	97.89	97.89	-0.09	23	568	+4
Total Volume and Open Interest							23	568	+4
Eurodollars(IMM)
Dec01	010920	97.515	97.520	97.455	97.480	-0.040	229,005	782,221	-438
Mar02	010920	97.415	97.415	97.330	97.355	-0.060	171,331	516,368	-2,270
Jun02	010920	97.000	97.010	96.910	96.930	-0.055	127,896	580,662	-11,520
Sep02	010920	96.530	96.530	96.445	96.465	-0.030	110,361	416,158	-2,089
Dec02	010920	96.005	96.020	95.945	95.975	+0.005	71,739	349,596	-9,578
Mar03	010920	95.690	95.710	95.635	95.685	+0.030	37,141	246,087	+4,407
Jun03	010920	95.365	95.400	95.330	95.365	+0.030	27,380	165,579	-1,685
Sep03	010920	95.130	95.175	95.115	95.135	+0.035	26,346	178,357	-1,165
Dec03	010920	94.885	94.920	94.875	94.900	+0.045	12,709	124,750	-2,439
Mar04	010920	94.805	94.835	94.780	94.815	+0.045	11,164	139,897	+1,729
Jun04	010920	94.690	94.695	94.650	94.670	+0.045	10,109	103,884	-848
Sep04	010920	94.555	94.570	94.530	94.545	+0.045	12,693	94,284	-2,436
Total Volume and Open Interest							934,133	4,313,277	-8,250
3-Mth Euro-Yen(IMM)
Sep01	010914	99.95	99.95	99.94	99.94	unch	1,008	20,434	-432
Dec01	010920	99.92	99.92	99.92	99.92	unch	572	19,126	-164
Mar02	010920	99.91	99.91	99.90	99.90	unch	122	8,153	+71
Jun02	010920	99.91	99.92	99.91	99.91	+0.01	147	9,535	-171
Sep02	010920	99.88	99.89	99.88	99.89	unch	106	3,254	-164
Dec02	010920	99.83	99.83	99.83	99.83	unch	3	1,061	+364
Mar03	010920	99.80	99.80	99.80	99.80	unch	101	398	+205
Jun03	010920	99.77	99.77	99.77	99.77	-0.02	0	59	+0
Sep03	010920	99.73	99.73	99.73	99.73	+0.01	0	15	+0
Dec03	010920	99.62	99.62	99.62	99.62	-0.03	0	2	+0
Total Volume and Open Interest							1,051	41,823	+141
3-Mth Euro-Yen(SIMEX)
Dec01	010920	99.92	99.92	99.91	99.92	0.00	4,654	97,044	-3,130
Mar02	010920	99.90	99.90	99.90	99.90	+0.00	3,249	64,192	+2,077
Jun02	010920	99.91	99.91	99.90	99.91	unch	201	56,422	-887
Sep02	010920	99.88	99.88	99.88	99.88	unch	279	25,566	-914
Dec02	010920	99.83	99.83	99.82	99.83	unch	629	10,285	+137
Mar03	010920	99.80	99.80	99.79	99.80	unch	152	13,994	+27
Jun03	010920	99.77	99.77	99.76	99.76	0.00	70	13,246	+71
Sep03	010920	99.70	99.70	99.70	99.70	-0.01	100	6,864	+0
Total Volume and Open Interest							9,334	300,293	-2,619
Euro Notional Bond(MATIF)
Dec01	010920	88.60	89.03	88.47	88.80	-0.04	2,431	20,562	+1,007
Mar02	010920	88.63	88.63	88.63	88.63	-0.33
Jun02	010920	88.63	88.63	88.63	88.63	-0.33
Total Volume and Open Interest							2,431	20,562
3-Month Euribor(MATIF)
Dec01	010919	96.55	96.55	96.55	96.55	+0.05	0	2,845	+0
Mar02	010919	96.70	96.70	96.70	96.70	+0.05	0	2,592	+0
Jun02	010919	96.60	96.60	96.60	96.60	+0.05	0	308	+0
Total Volume and Open Interest							0	6,618	-2,411
German Euro-Bund(EUREX)
Dec01	010919	108.40	108.52	108.14	108.35	-0.13	862,945	644,329	-1,836
Mar02	010919	107.92	108.00	107.85	107.96	-0.17	2,056	2,298	+64
Jun02	010919	107.98	107.98	107.98	107.98	-0.15	1,716	0	+0
Total Volume and Open Interest							866,717	646,627	-1,772
German Euro-Bobl(EUREX)
Dec01	010919	108.12	108.25	107.98	108.12	-0.02	473,783	517,957	+2,131
Mar02	010919	107.72	107.72	107.72	107.72	-0.10	9,223	2,693	+60
Jun02	010919	107.48	107.48	107.48	107.48	-0.02	0	814	+0
Total Volume and Open Interest							483,006	521,464	+2,191
Long Gilt(LIFFE)
Sep01	010919	115~15	115~15	115~04	115~13	-0~07	355	15,548	-106
Dec01	010919	114~25	114~27	114~12	114~24	-0~06	24,576	66,517	-1,153
Total Volume and Open Interest							24,931	82,065	-1,259
3-Mth Short Sterling(LIFFE)
Dec01	010919	95.60	95.68	95.59	95.65	+0.04	83,478	0	+0
Mar02	010919	95.59	95.63	95.54	95.61	+0.02	59,994	0	+0
Jun02	010919	95.33	95.34	95.25	95.32	-0.01	34,081	0	+0
Total Volume and Open Interest							286,048
3-Mth Euribor(LIFFE)
Dec01	010919	96.500	96.570	96.480	96.565	+0.060	148,993	477,590	-3,268
Mar02	010919	96.625	96.690	96.610	96.685	+0.055	146,729	374,879	-2,860
Jun02	010919	96.565	96.615	96.545	96.610	+0.035	87,325	253,652	+9,017
Total Volume and Open Interest							513,445	1,761,238	-417,643
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	010920	95.83	95.84	95.77	95.84	+0.07	23,543	199,735	-46,576
Mar02	010920	95.86	95.86	95.77	95.85	+0.08	8,046	75,401	-2,071
Jun02	010920	95.62	95.66	95.56	95.65	+0.09	1,088	31,934	-738
Sep02	010920	95.36	95.37	95.30	95.37	+0.09	326	18,492	+84
Dec02	010920	95.10	95.10	95.10	95.10	+0.08	266	13,114	+32
Mar03	010920	94.89	94.89	94.89	94.89	+0.08	91	7,722	+0
Jun03	010920	94.71	94.71	94.71	94.71	+0.07	145	5,637	+45
Sep03	010920	94.57	94.58	94.57	94.58	+0.09	65	3,002	+55
Dec03	010920	94.49	94.49	94.49	94.49	+0.09	0	2,003	+0
Total Volume and Open Interest							33,570	360,644	-49,169
10-Year Aus T-Bonds(SFE)
Dec01	010920	94.42	94.43	94.36	94.42	+0.00	17,860	118,762	+0
Mar02	010920	94.42	94.42	94.42	94.42	+0.03
Total Volume and Open Interest							17,860	118,762	+2,174
3-Year Aus T-Bonds(SFE)
Dec01	010920	95.40	95.42	95.34	95.42	+0.08	43,698	209,782	+12,073
Mar02	010920	95.42	95.42	95.42	95.42	+0.08
Total Volume and Open Interest							43,698	209,782	+12,073
Gold(CMX)
Oct01	010920	291.0	291.0	288.5	289.0	-2.5	2,937	7,200	-727
Dec01	010920	291.5	292.0	289.0	289.8	-2.5	25,786	84,757	+1,664
Feb02	010920	293.0	293.0	290.0	290.1	-2.4	435	9,301	+161
Apr02	010920	293.0	293.0	290.5	290.5	-2.4	154	2,764	+5
Jun02	010920	293.5	293.5	291.1	291.1	-2.4	262	5,237	+29
Aug02	010920	292.5	292.5	291.6	291.6	-2.4	0	2,227	+0
Total Volume and Open Interest							29,638	121,173	+1,111
Silver(CMX)
Sep01	010920	465.5	465.5	451.0	451.0	-20.8	34	174	-18
Dec01	010920	466.0	468.0	446.5	453.5	-21.0	29,575	48,305	-2,431
Mar02	010920	471.5	472.0	451.0	456.6	-21.1	1,974	5,935	+783
May02	010920	473.0	473.0	452.0	458.5	-21.1	51	915	-14
Jul02	010920	473.0	473.0	460.5	460.5	-21.1	9	1,344	-7
Total Volume and Open Interest							31,694	61,907	-1,685
Platinum(NYM)
Oct01	010920	490.0	493.0	485.0	490.6	-1.8	568	3,993	-31
Jan02	010920	481.0	484.0	475.0	482.1	-1.3	174	1,774	+29
Total Volume and Open Interest							742	5,775	-2
Palladium(NYME)
Sep01	010920	465.00	465.00	451.00	451.00	-14.00	2	6	+0
Dec01	010920	452.00	460.00	450.00	451.00	-14.00	27	1,151	-5
Total Volume and Open Interest							29	1,157	-5
Copper(CMX)
Sep01	010920	64.60	64.75	64.40	64.75	-0.10	491	3,486	-504
Dec01	010920	65.10	65.35	64.90	65.25	-0.15	3,157	48,660	+655
Mar02	010920	66.10	66.30	65.80	66.25	-0.15	72	7,963	+33
May02	010920	66.90	66.90	66.50	66.80	-0.15	26	3,034	+6
Jul02	010920	67.50	67.60	67.30	67.30	-0.15	55	2,621	+4
Total Volume and Open Interest							4,226	87,403	+184
DJIA Index(CBOT)
Sep01	010920	8625	8640	8320	8334	-391	9,230	17,515	-2,830
Dec01	010920	8625	8660	8325	8338	-395	57,934	26,415	+6,351
Mar02	010920	8600	8605	8330	8348	-396	48	434	+13
Jun02	010920	8368	8368	8368	8368	-396	0	65	+0
Total Volume and Open Interest							58,000	44,435	+3,524
S & P 500(CME)
Sep01	010920	998.00	1004.00	980.00	981.60	-32.00	106,770	139,311	-46,192
Dec01	010920	1000.00	1009.00	983.50	984.30	-32.50	221,575	476,029	+53,803
Mar02	010920	1004.00	1007.00	986.30	986.30	-33.50	4	8,153	+6
Jun02	010920	990.30	990.30	990.30	990.30	-34.00	34	584	+0
Total Volume and Open Interest							328,417	624,504	+7,604
S & P 500 E-Mini(Globex)
Sep01	010920	1014.50	1018.50	980.25	981.50	-32.00	11,300	151,024	-6,146
Dec01	010920	1017.00	1022.00	977.50	984.25	-32.50	336,014	41,532	+21,155
Total Volume and Open Interest							347,314	192,556	+15,009
NASDAQ 100(CME)
Sep01	010920	1173.00	1204.00	1158.00	1161.50	-39.00	15,452	0	-46,107
Dec01	010920	1185.00	1215.00	1163.00	1168.50	-39.50	40,807	0	-31,302
Mar02	010920	1175.50	1175.50	1175.50	1175.50	-40.00
Total Volume and Open Interest							56,259
NASDAQ 100 E-Mini(GLOBEX)
Sep01	010919	1240.5	1261.0	1135.0	1200.5	-24.5	18,940	0	+0
Dec01	010919	1234.5	1268.5	1143.0	1208.0	-25.0	96,159	0	+0
Total Volume and Open Interest							115,099
NYSE Composite(NYBOT)
Sep01	010920	518.10	519.00	512.00	513.00	-15.60	571	2,115	-323
Dec01	010920	521.50	521.50	513.50	514.00	-16.30	687	1,525	+40
Mar02	010920	515.00	515.00	515.00	515.00	-17.10	0	670	+0
Total Volume and Open Interest							1,258	4,610	-283
S & P Midcap 400(CME)
Sep01	010920	419.00	420.00	408.50	408.75	-18.15	4,331	5,424	-3,542
Dec01	010920	421.00	424.50	410.00	410.25	-18.25	5,417	13,868	+2,728
Mar02	010920	415.70	415.70	415.70	415.70	-18.25
Total Volume and Open Interest							9,748	19,292	-814
Russell 2000(CME)
Sep01	010920	393.00	393.00	384.90	384.90	-16.10	5,953	7,909	-4,969
Dec01	010920	396.00	398.00	385.50	385.65	-16.35	8,741	19,697	+5,965
Mar02	010920	393.25	393.25	393.25	393.25	-16.35
Total Volume and Open Interest							14,694	27,606	+996
Value Line(KCBT)
Sep01	010920	970.00	970.00	970.00	970.00	-35.00
Total Volume and Open Interest							193	204	+164
Nikkei 225(CME)
Dec01	010919	9890	9920	9525	9815	+175	1,605	11,765	+220
Mar02	010919	9840	9840	9840	9840	+175	0	16	+0
Total Volume and Open Interest							1,605	11,804	+220
Nikkei 225(SIMEX)
Dec01	010920	9805	9805	9640	9705	-220	19,254	95,456	-506
Mar02	010920	9705	9705	9705	9705	-220	0	220	+0
Jun02	010920	9665	9665	9665	9665	-220
Total Volume and Open Interest							19,254	95,676	-506
CAC 40(MATIF)
Sep01	010919	3940.0	4020.0	3807.0	3890.0	-82.5	93,157	589,063	+16,691
Dec01	010919	3996.5	4022.5	3890.0	3925.0	-83.5	1,779	34,677	+622
Mar02	010919	3949.0	3958.0	3932.0	3958.0	-83.5	417	34,646	+0
Total Volume and Open Interest							89,773	706,570	+18,158
DAX Index(EUREX)
Sep01	010920	4105.0	4109.5	3773.5	3783.5	-250.5	117,438	119,408	-24,315
Dec01	010920	4145.5	4147.0	3809.0	3818.5	-253.0	44,881	98,337	+18,788
Mar02	010920	4119.0	4120.0	3846.0	3846.0	-255.0	574	7,718	+412
Total Volume and Open Interest							162,893	225,463	-5,115
FT-SE 100(LIFFE)
Sep01	010920	4755.00	4755.00	4518.00	4549.50	-181.00	95,682	111,060	-47,157
Dec01	010920	4790.00	4790.00	4549.50	4578.50	-187.50	59,581	258,409	+44,351
Mar02	010920	4585.00	4635.00	4580.00	4591.50	-185.00	865	18,483	+288
Total Volume and Open Interest							156,128	387,952	-2,518
SPI 200(SFE)
Sep01	010919	3010.0	3047.0	2983.0	3044.0	+51.0	19,971	174,268	+5,089
Dec01	010919	3004.0	3057.0	2995.0	3054.0	+50.0	5,560	21,136	+5,211
Mar02	010919	3060.0	3060.0	3060.0	3060.0	+51.0	19	1,611	+5
Total Volume and Open Interest							25,552	198,169	+10,305
GSCI(CME)
Oct01	010920	197.60	199.10	195.70	197.60	unch	3,964	13,426	+3,899
Nov01	010920	199.80	199.80	199.80	199.80	-0.70	3,956	3	+0
Dec01	010920	201.80	201.90	201.50	201.50
Bridge CRB Index(NYBOT)
Nov01	010920	197.50	198.00	196.50	196.50	+0.75	53	399	-25
Jan02	010920	198.00	198.00	198.00	198.00	+0.75	1	406	+1
Feb02	010920	197.00	197.00	197.00	197.00	+0.75	0	201	+0
Total Volume and Open Interest							54	1,006	-24

Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions.

Copyright © 2001 Moore Research Center, Inc. All Rights Reserved.
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