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MRCI's End of Day Prices
Daily Futures Price Listing Fri September 21, 2001
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Nov01 010921 476.50 476.50 463.75 469.75 -3.75 21,803 90,107 -685
Jan02 010921 482.00 482.00 471.50 477.25 -2.75 3,224 20,796 -391
Mar02 010921 487.00 487.50 477.25 483.25 -2.00 2,680 20,623 +426
May02 010921 488.50 488.50 479.00 484.50 -2.50 1,457 21,408 +517
Jul02 010921 489.00 489.50 482.00 487.25 -1.75 557 13,558 +140
Aug02 010921 488.00 488.00 483.50 487.00 -1.00 1 425 +0
Sep02 010921 480.00 480.00 480.00 480.00 -1.00 0 9 +0
Total Volume and Open Interest 31,000 169,713 +67
Soybean Meal(CBOT)
Oct01 010921 168.60 169.00 164.30 166.80 -1.70 6,640 17,703 +48
Dec01 010921 166.80 166.80 161.50 164.20 -1.90 9,687 54,905 -32
Jan02 010921 165.00 165.20 160.60 163.20 -1.80 1,561 15,519 +48
Mar02 010921 163.00 163.20 159.20 161.50 -1.70 1,783 12,516 -27
May02 010921 160.60 161.20 157.00 159.70 -0.90 1,215 11,224 -29
Jul02 010921 159.50 159.80 156.50 158.60 -0.60 776 8,218 +300
Aug02 010921 158.00 158.50 155.70 157.20 -0.50 77 1,838 +59
Sep02 010921 156.50 158.00 154.50 155.30 -0.20 82 1,287 +64
Total Volume and Open Interest 21,000 124,408 +518
Soybean Oil(CBOT)
Oct01 010921 16.40 16.49 16.26 16.35 +0.08 5,136 18,187 -1,649
Dec01 010921 16.70 16.78 16.56 16.68 +0.12 5,717 74,482 -39
Jan02 010921 16.90 16.97 16.78 16.90 +0.14 1,775 21,329 +851
Mar02 010921 17.19 17.27 17.10 17.17 +0.12 1,156 16,797 +57
May02 010921 17.42 17.48 17.31 17.42 +0.10 387 16,488 +72
Jul02 010921 17.65 17.75 17.56 17.68 +0.09 129 8,272 +44
Aug02 010921 17.90 17.90 17.74 17.74 +0.07 107 1,173 -2
Sep02 010921 17.85 17.85 17.85 17.85 +0.10 1 1,235 +1
Total Volume and Open Interest 14,000 160,451 -600
Canola(WCE)
Nov01 010921 342.0 342.5 338.9 340.7 -1.3 7,244 39,701 +840
Jan02 010921 341.5 342.0 339.5 341.7 -0.1 4,652 15,964 +1,011
Mar02 010921 341.9 342.0 340.0 341.6 -0.3 1,547 7,604 +1,408
May02 010921 340.7 340.7 340.7 340.7 -0.4 293 1,169 +102
Jul02 010921 340.0 340.0 339.5 340.0 unch 125 1,007 +40
Total Volume and Open Interest 13,861 67,520 +3,388
Corn(CBOT)
Nov01 010921 214.00 214.00 211.00 212.75 -1.25 297 1,677 +86
Dec01 010921 218.00 218.75 215.50 217.25 -1.50 53,211 236,906 +2,070
Jan02 010921 221.25 221.25 221.25 221.25 -1.00 2 482 +0
Mar02 010921 230.25 231.00 227.50 229.00 -1.75 7,135 76,957 +1,443
May02 010921 238.25 238.25 235.00 236.25 -2.00 2,830 23,822 +1,145
Jul02 010921 242.75 242.75 239.50 241.00 -1.75 1,057 25,045 +97
Total Volume and Open Interest 65,000 383,508 +4,843
Wheat(CBOT)
Dec01 010921 266.00 266.50 260.50 266.00 +0.25 12,533 95,240 -1,998
Mar02 010921 279.50 280.00 274.50 279.50 +0.50 2,608 31,161 +42
May02 010921 286.00 286.50 281.25 286.00 +1.00 317 4,620 +106
Jul02 010921 290.00 290.75 286.00 290.00 -0.25 383 5,305 +238
Sep02 010921 296.50 296.50 296.50 296.50 unch 7 85 +3
Total Volume and Open Interest 16,000 137,264 -1,608
Wheat(KCBT)
Dec01 010921 293.25 293.50 288.50 292.50 -0.75 4,234 58,267 -430
Mar02 010921 306.00 306.00 301.50 304.25 -2.25 1,348 17,152 +168
May02 010921 311.25 312.00 309.50 310.50 -2.50 135 4,103 -49
Jul02 010921 317.00 317.75 315.50 317.75 -1.25 9 791 -3
Sep02 010921 323.00 323.00 323.00 323.00 unch 0 2 +0
Total Volume and Open Interest 5,726 80,319 -315
Wheat(MGE)
Dec01 010921 314.00 314.25 311.00 311.50 -2.75 2,589 19,831 -650
Mar02 010921 327.50 327.50 324.25 325.00 -2.50 340 3,665 +92
May02 010921 335.50 335.50 333.50 334.00 -1.75 17 922 +8
Jul02 010921 342.50 342.50 341.50 341.50 -2.00 1 172 +0
Sep02 010921 349.50 349.50 349.50 349.50 -1.25 0 53 +0
Total Volume and Open Interest 2,947 24,680 -551
Oats(CBOT)
Dec01 010921 164.50 164.50 161.75 162.25 -1.25 1,625 6,764 +229
Mar02 010921 155.50 156.00 153.50 154.00 -1.50 294 2,191 -57
May02 010921 148.00 148.00 148.00 148.00 -1.50 44 533 +8
Jul02 010921 143.50 143.50 141.25 141.25 -2.25 87 271 +91
Total Volume and Open Interest 1,850 9,771 +271
Rough Rice(MCE)
Nov01 010921 3.82 3.90 3.78 3.89 +0.06 160 2,906 -92
Jan02 010921 4.03 4.14 4.02 4.14 +0.08 61 964 +16
Mar02 010921 4.27 4.37 4.25 4.37 +0.07 1 659 -1
May02 010921 4.54 4.60 4.54 4.60 +0.06 10 313 +10
Total Volume and Open Interest 283 4,898 -141
Live Cattle(CME)
Oct01 010921 68.450 69.200 67.725 68.025 -1.100 10,000 28,956 -1,631
Dec01 010921 69.900 70.500 69.350 69.450 -1.375 11,000 39,297 +1,538
Feb02 010921 72.000 72.475 71.200 71.450 -0.975 3,575 26,242 +833
Apr02 010921 74.250 74.550 73.300 73.550 -1.050 891 10,176 +300
Jun02 010921 70.600 71.100 70.000 70.350 -0.725 729 12,255 +362
Aug02 010921 71.300 71.400 70.850 71.200 -0.725 148 1,364 -23
Total Volume and Open Interest 26,357 118,553 +1,401
Feeder Cattle(CME)
Sep01 010921 88.750 89.050 88.150 88.900 -0.350 459 1,818 -280
Oct01 010921 86.100 87.350 85.875 86.000 -1.375 1,958 6,450 +285
Nov01 010921 86.500 87.450 86.025 86.250 -1.275 1,576 3,924 -35
Jan02 010921 86.500 87.350 86.000 86.450 -0.775 276 2,605 +245
Mar02 010921 85.900 86.700 85.800 86.375 -0.575 49 575 +137
Apr02 010921 85.900 86.300 85.700 86.300 -0.500 38 418 +8
May02 010921 85.500 85.950 85.325 85.750 -0.500 11 229 +7
Total Volume and Open Interest 4,374 16,075 +377
Lean Hogs(CME)
Oct01 010921 59.300 59.800 58.950 59.750 +0.075 4,702 18,024 -720
Dec01 010921 54.500 55.450 54.300 55.275 +0.375 4,393 16,521 +340
Feb02 010921 54.850 55.550 54.300 55.475 +0.325 590 4,874 -106
Apr02 010921 55.800 56.550 55.500 56.450 +0.275 179 1,884 +106
Jun02 010921 63.450 63.625 63.400 63.625 +0.075 6 439 +6
Jul02 010921 60.800 60.800 60.800 60.800 +0.025 3 170 +0
Aug02 010921 59.250 59.250 59.250 59.250 +0.350 2 99 +1
Oct02 010921 53.700 53.700 53.700 53.700 +0.275 3 75 +3
Total Volume and Open Interest 9,880 42,530 -365
Pork Bellies(CME)
Feb02 010921 80.800 84.000 80.300 83.875 +2.100 750 2,564 -96
Mar02 010921 81.000 84.000 80.450 83.700 +1.700 3 46 +0
May02 010921 86.500 86.500 86.500 86.500 +1.250 2 28 +2
Jul02 010921 85.000 85.750 85.000 85.750 +1.750 0 12 -2
Aug02 010921 85.250 85.250 85.250 85.250 +1.250 0 2 +0
Total Volume and Open Interest 755 2,652 -96
Cocoa(NYBOT)
Dec01 010921 1002 1006 975 992 -6 7,043 25,545 -2,345
Mar02 010921 1008 1008 980 994 -5 1,941 20,555 -101
May02 010921 1013 1014 995 1001 -6 139 9,122 -112
Jul02 010921 1000 1013 1000 1012 -3 20 5,946 +0
Sep02 010921 1011 1018 1011 1018 -5 55 6,162 +26
Dec02 010921 1030 1033 1030 1031 -7 0 12,019 -27
Mar03 010921 1048 1048 1048 1048 -6 88 8,197 +0
Total Volume and Open Interest 9,296 90,753 -2,549
Coffee "C"(NYBOT)
Dec01 010921 48.00 49.20 47.75 49.05 +0.30 5,999 36,620 -69
Mar02 010921 50.75 51.50 50.70 51.40 -0.10 1,401 9,715 -104
May02 010921 52.50 52.80 52.25 52.80 -0.30 902 3,589 +61
Jul02 010921 54.50 54.50 54.00 54.20 -0.75 321 2,696 +86
Sep02 010921 55.50 55.80 55.20 55.20 -0.85 78 1,501 -43
Dec02 010921 57.50 57.50 56.90 56.90 -0.90 314 1,364 +146
Total Volume and Open Interest 9,015 55,661 +77
Orange Juice(NYBOT)
Nov01 010921 82.30 82.80 82.05 82.25 +0.30 3,024 12,388 -600
Jan02 010921 84.40 85.20 84.40 84.55 +0.30 295 1,679 +58
Mar02 010921 87.75 88.00 87.75 87.75 +0.30 98 1,792 +48
May02 010921 89.70 90.25 89.70 90.25 +0.55 0 778 +0
Jul02 010921 92.75 92.75 92.75 92.75 +0.80 1 80 +1
Total Volume and Open Interest 3,418 16,867 -493
Sugar #11(NYBOT)
Oct01 010921 7.13 7.17 7.01 7.05 -0.20 14,238 46,531 -4,695
Mar02 010921 6.89 6.93 6.78 6.80 -0.21 13,211 58,555 +4,039
May02 010921 6.77 6.79 6.65 6.66 -0.24 1,248 10,347 +132
Jul02 010921 6.67 6.68 6.53 6.54 -0.24 952 16,053 +194
Oct02 010921 6.76 6.85 6.69 6.69 -0.21 745 6,065 +441
Total Volume and Open Interest 30,748 142,015 +144
London Cocoa(LCE)
Sep01 010913 675 691 675 691 +10 1,755 907 -1,755
Dec01 010921 748 751 732 743 -4 6,034 38,472 -2,412
Mar02 010921 768 770 753 762 -4 1,674 57,678 +390
May02 010921 775 780 767 776 -4 414 28,370 -29
Jul02 010921 779 783 779 783 -4 229 15,936 +30
Sep02 010921 784 789 784 789 -5 79 9,741 +62
Dec02 010921 791 802 791 802 -6 153 2,572 +130
Total Volume and Open Interest 8,583 155,128 -1,829
London Coffee(LCE)
Sep01 010921 416.00 416.00 414.00 414.00 -10.00 101 124 -36
Nov01 010921 439.00 439.00 431.00 434.00 -8.00 1,709 31,732 -630
Jan02 010921 451.00 452.00 445.00 447.00 -8.00 1,210 30,173 +140
Mar02 010921 469.00 469.00 462.00 463.00 -9.00 214 15,145 -1
May02 010921 487.00 487.00 477.00 479.00 -10.00 73 13,130 -21
Jul02 010921 501.00 501.00 489.00 492.00 -10.00 97 4,052 +84
Total Volume and Open Interest 3,477 97,825 -395
London Sugar(LCE)
Oct01 010914 220.00 231.50 219.60 230.00 +9.80 3,557 4,459 -1,314
Dec01 010921 213.50 214.50 208.00 210.00 -3.00 2,420 16,985 -626
Mar02 010921 216.50 217.70 211.10 212.20 -3.80 253 12,609 +33
May02 010921 216.50 216.50 211.10 212.70 -3.30 210 4,516 +85
Aug02 010921 212.50 213.50 208.00 209.20 -2.80 54 3,594 +23
Total Volume and Open Interest 3,056 39,442 -438
Cotton(NYBOT)
Oct01 010921 34.25 34.40 34.10 34.34 -0.08 968 1,454 -636
Dec01 010921 35.90 36.19 35.80 36.13 +0.20 6,609 42,349 -1,037
Mar02 010921 37.90 38.00 37.65 37.97 +0.17 1,048 8,637 +145
May02 010921 38.80 39.00 38.75 38.95 +0.15 247 5,432 +68
Jul02 010921 39.80 39.95 39.70 39.95 +0.10 157 4,089 +42
Oct02 010921 41.25 41.25 41.25 41.25 +0.45 7 192 -10
Total Volume and Open Interest 9,252 65,544 -1,375
Lumber(CME)
Nov01 010921 255.5 258.3 255.5 255.8 -9.7 128 1,351 +22
Jan02 010921 264.0 265.8 257.5 265.4 -1.9 103 500 +65
Mar02 010921 267.0 268.0 267.0 267.7 -5.4 13 47 +3
May02 010921 270.3 270.3 270.3 270.3 -9.5 4 3 +1
Total Volume and Open Interest 248 1,901 +91
Crude Oil(NYM)
Nov01 010921 26.45 26.80 25.90 25.97 -0.76 90,361 121,584 +531
Dec01 010921 26.77 26.95 26.20 26.26 -0.71 32,735 59,017 -5,104
Jan02 010921 26.60 26.83 26.20 26.20 -0.62 9,317 33,030 -449
Feb02 010921 26.42 26.60 26.01 26.01 -0.55 3,830 14,886 -52
Mar02 010921 26.20 26.20 25.79 25.79 -0.51 784 11,444 +137
Apr02 010921 25.95 25.95 25.55 25.55 -0.48 1,697 13,712 +371
May02 010921 25.70 25.70 25.29 25.29 -0.47 625 9,006 +262
Jun02 010921 25.50 25.50 25.03 25.03 -0.46 2,321 24,880 +543
Jul02 010921 24.77 24.77 24.77 24.77 -0.45 125 7,317 +75
Aug02 010921 24.80 24.80 24.51 24.51 -0.44 144 10,719 -18
Total Volume and Open Interest 192,716 428,369 -21,891
Heating Oil(NYM)
Oct01 010921 72.15 73.10 70.40 70.87 -1.27 16,366 28,288 -1,306
Nov01 010921 73.60 74.00 71.60 71.89 -1.36 13,181 26,799 +873
Dec01 010921 74.50 74.80 72.60 72.69 -1.41 8,513 29,179 -314
Jan02 010921 74.90 75.30 72.80 73.24 -1.41 5,106 18,934 +1,125
Feb02 010921 74.60 75.10 73.09 73.09 -1.31 2,394 13,232 +840
Mar02 010921 72.65 73.15 71.24 71.24 -1.21 1,632 13,126 +591
Apr02 010921 70.50 71.05 69.19 69.19 -1.06 447 4,368 +48
May02 010921 68.70 68.90 67.24 67.24 -0.96 316 2,653 +94
Jun02 010921 68.00 68.20 66.44 66.44 -0.91 1,056 3,433 +291
Jul02 010921 67.60 67.90 66.29 66.29 -0.91 61 1,256 -2
Total Volume and Open Interest 49,520 146,394 +1,941
Unleaded Gas(NYM)
Oct01 010921 73.50 74.50 71.90 72.15 -2.11 19,871 37,865 -84
Nov01 010921 72.50 73.50 71.00 71.26 -2.18 11,796 17,079 -413
Dec01 010921 72.60 73.25 70.90 71.01 -2.28 4,212 6,146 +546
Jan02 010921 73.00 73.00 70.96 70.96 -2.28 1,220 6,050 -70
Feb02 010921 72.95 72.95 71.46 71.46 -2.28 785 3,982 +272
Mar02 010921 74.30 74.30 72.21 72.21 -2.28 253 5,404 +103
Apr02 010921 78.26 78.26 78.26 78.26 -2.28 293 7,975 -41
May02 010921 80.50 80.50 78.41 78.41 -2.23 160 5,445 +220
Total Volume and Open Interest 38,831 94,776 +583
Natural Gas(NYM)
Oct01 010921 2.110 2.140 2.080 2.103 -0.034 27,728 52,556 -1,202
Nov01 010921 2.440 2.500 2.430 2.467 +0.003 11,450 47,670 +3,149
Dec01 010921 2.790 2.865 2.780 2.832 +0.012 5,703 35,646 +400
Jan02 010921 2.960 3.040 2.960 3.012 +0.017 5,138 44,598 +1,217
Feb02 010921 2.960 3.025 2.960 2.992 +0.012 2,339 26,876 +298
Mar02 010921 2.910 2.970 2.900 2.935 +0.008 2,480 27,189 +189
Apr02 010921 2.850 2.890 2.850 2.858 +0.008 1,423 32,599 +238
May02 010921 2.890 2.915 2.880 2.883 +0.008 540 19,153 -116
Total Volume and Open Interest 59,974 498,059 +6,944
Brent Crude Oil(IPE)
Nov01 010921 26.00 26.48 25.29 25.44 -0.48 50,072 60,390 -9,793
Dec01 010921 26.32 26.51 25.48 25.58 -0.55 29,355 60,280 -1,881
Jan02 010921 26.15 26.27 25.40 25.46 -0.44 10,586 32,549 -1,602
Feb02 010921 25.95 26.05 25.22 25.28 -0.38 6,091 16,538 +862
Mar02 010921 25.73 25.77 24.99 24.99 -0.36 3,461 8,762 +250
Apr02 010921 25.43 25.50 24.69 24.69 -0.36 1,336 9,057 -644
May02 010921 25.10 25.10 24.41 24.41 -0.38 229 4,625 -150
Jun02 010921 24.65 24.85 24.15 24.15 -0.38 1,358 20,362 -1,880
Total Volume and Open Interest 104,879 240,527 -15,268
Gas Oil(IPE)
Oct01 010921 229.25 233.50 225.75 227.25 -2.00 14,569 34,025 -2,897
Nov01 010921 230.50 233.00 225.25 226.75 -1.75 8,805 24,083 -897
Dec01 010921 230.00 231.00 225.00 226.00 -1.25 5,463 27,036 -1,247
Jan02 010921 228.25 229.50 224.00 225.25 -0.75 2,999 10,663 -716
Feb02 010921 226.75 226.75 223.25 223.25 -0.25 176 5,425 +75
Mar02 010921 221.00 221.00 218.25 218.25 -0.25 5 3,872 +0
Apr02 010921 216.00 217.00 213.75 213.75 -0.25 15 2,287 +15
May02 010921 211.50 211.50 211.50 211.50 unch 0 979 +0
Total Volume and Open Interest 32,363 120,738 -5,682
US Dollar Index(NYBOT)
Dec01 010921 112.99 113.96 112.81 113.63 +1.26 1,009 5,096 -911
Mar02 010921 114.13 114.13 114.13 114.13 +1.26 5 2,007 +4
Jun02 010921 114.63 114.63 114.63 114.63 +1.26 0 2 +0
Total Volume and Open Interest 1,014 7,105 -907
Australian Dollar(IMM)
Dec01 010921 48.21 48.45 48.12 48.18 -0.92 1,445 21,847 +107
Mar02 010921 47.98 47.98 47.98 47.98 -0.92 0 322 +0
Jun02 010921 47.78 47.78 47.78 47.78 -0.92 0 4 +0
Total Volume and Open Interest 1,445 22,185 +107
British Pound(IMM)
Dec01 010921 145.20 145.54 144.50 144.94 -0.96 3,135 39,445 -350
Mar02 010921 144.26 144.26 144.26 144.26 -0.96 0 21 +0
Jun02 010921 143.58 143.58 143.58 143.58 -0.96 0 1 +0
Total Volume and Open Interest 3,135 39,467 -350
Canadian Dollar(IMM)
Dec01 010921 63.78 63.90 63.50 63.56 +0.03 5,920 64,315 +1,928
Mar02 010921 63.85 63.85 63.50 63.52 +0.03 17 2,284 +21
Jun02 010921 63.54 63.54 63.43 63.48 +0.03 16 665 +8
Sep02 010921 63.50 63.50 63.46 63.46 +0.03 1 84 -1
Total Volume and Open Interest 5,954 67,373 +1,956
Japanese Yen(IMM)
Dec01 010921 86.26 86.40 85.90 86.16 -0.55 19,786 93,035 +5,968
Mar02 010921 86.70 86.70 86.70 86.70 -0.55 18 104 +9
Jun02 010921 87.24 87.24 87.24 87.24 -0.55 1 16 -1
Total Volume and Open Interest 12,000    
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 010921 63.60 63.81 62.85 63.29 +0.38 6,894 50,904 +902
Mar02 010921 63.52 63.52 63.33 63.33 +0.38 1 90 +2
Jun02 010921 63.40 63.40 63.40 63.40 +0.38 0 3 +0
Total Volume and Open Interest 6,895 50,997 +904
EuroFX(IMM)
Dec01 010921 91.67 91.75 90.65 91.09 -1.25 19,257 104,205 -1,651
Mar02 010921 91.48 91.48 90.50 90.88 -1.25 5 828 +6
Jun02 010921 91.38 91.38 90.71 90.71 -1.28 1 142 +5
Total Volume and Open Interest 19,263 105,202 -1,640
Mexican Peso(IMM)
Sep01 010917 10480.0 10580.0 10480.0 10570.0 +83.0 4,258 18,328 -1,231
Dec01 010921 10250.0 10355.0 10230.0 10335.0 +10.0 2,538 9,998 -126
Total Volume and Open Interest 2,551 12,704 -111
30-Year T-Bonds(CBOT)
Dec01 010921 102~24 103~12 102~21 103~07 +0~16 292,715 518,580 +765
Mar02 010921 102~11 102~13 101~25 102~09 +0~17 3,589 15,251 +397
Jun02 010921 101~14 101~14 101~14 101~14 +0~17 0 103 +0
Total Volume and Open Interest 291,000 533,934 -4,380
Municipal Bonds(CBOT)
Dec01 010921 104~19 104~25 104~09 104~19 +0~05 2,152 6,346 -33
Total Volume and Open Interest 2,100 6,346 -4,247
10-Year T-Notes(CBOT)
Dec01 010921 107~160 108~055 107~160 107~295 +0~120 229,332 559,726 -5,992
Mar02 010921 106~310 107~005 106~200 106~280 +0~135 588 1,872 +278
Total Volume and Open Interest 230,000 561,598 -26,485
5-Year T-Notes(CBOT)
Dec01 010921 108~115 108~150 107~270 108~020 +0~025 46,230 0 -411,344
Mar02 010921 107~040 107~040 107~040 107~040 +0~015 0 28 +0
Total Volume and Open Interest 171,000 28 -430,037
2 Year T-Notes(CBOT)
Dec01 010921 105~024 105~028 104~113 105~000 -0~003 6,965 66,200 -994
Total Volume and Open Interest 9,100 69,603 -1,690
3-Mth T-Bills(IMM)
Dec01 010921 97.97 97.97 97.92 97.93 +0.03 292 572 +4
Total Volume and Open Interest 292 572 +4
Eurodollars(IMM)
Dec01 010921 97.565 97.580 97.480 97.540 +0.060 253,293 780,888 -1,333
Mar02 010921 97.460 97.480 97.330 97.390 +0.035 245,974 520,321 +3,953
Jun02 010921 97.045 97.075 96.875 96.950 +0.020 201,927 558,970 -21,692
Sep02 010921 96.605 96.625 96.420 96.485 +0.020 123,077 407,933 -8,225
Dec02 010921 96.095 96.130 95.940 96.005 +0.030 79,032 352,285 +2,689
Mar03 010921 95.815 95.840 95.650 95.705 +0.020 52,314 237,077 -9,010
Jun03 010921 95.485 95.510 95.360 95.410 +0.045 34,860 168,052 +2,473
Sep03 010921 95.260 95.275 95.140 95.190 +0.055 28,847 175,800 -2,557
Dec03 010921 95.020 95.055 94.900 94.970 +0.070 14,648 126,880 +2,130
Mar04 010921 94.935 94.950 94.840 94.890 +0.075 13,937 142,691 +2,794
Jun04 010921 94.800 94.805 94.700 94.755 +0.085 13,787 106,782 +2,898
Sep04 010921 94.680 94.680 94.575 94.635 +0.090 13,473 94,969 +685
Total Volume and Open Interest 1,166,789 4,303,137 -10,140
3-Mth Euro-Yen(IMM)
Sep01 010914 99.95 99.95 99.94 99.94 unch 1,008 20,434 -432
Dec01 010921 99.91 99.91 99.91 99.91 -0.01 336 18,673 -453
Mar02 010921 99.90 99.90 99.89 99.89 -0.01 210 8,354 +201
Jun02 010921 99.90 99.91 99.90 99.90 unch 75 9,528 -7
Sep02 010921 99.87 99.87 99.87 99.87 -0.02 14 3,260 +6
Dec02 010921 99.82 99.82 99.82 99.82 -0.01 15 1,046 -15
Mar03 010921 99.78 99.78 99.78 99.78 -0.02 0 398 +0
Jun03 010921 99.75 99.75 99.75 99.75 -0.02 0 59 +0
Sep03 010921 99.70 99.70 99.70 99.70 -0.02 0 15 +0
Dec03 010921 99.60 99.60 99.60 99.60 -0.02 0 2 +0
Total Volume and Open Interest 650 41,555 -268
3-Mth Euro-Yen(SIMEX)
Dec01 010921 99.92 99.92 99.90 99.91 -0.01 1,030 94,683 -2,361
Mar02 010921 99.90 99.90 99.89 99.89 -0.01 810 62,385 -1,807
Jun02 010921 99.91 99.91 99.90 99.90 -0.01 1,394 56,973 +551
Sep02 010921 99.88 99.88 99.86 99.86 -0.01 394 25,616 +50
Dec02 010921 99.83 99.83 99.82 99.82 -0.01 993 10,324 +39
Mar03 010921 99.78 99.78 99.78 99.78 -0.03 1,265 14,116 +122
Jun03 010921 99.75 99.75 99.74 99.74 -0.02 1,068 12,869 -377
Sep03 010921 99.68 99.68 99.68 99.68 -0.02 100 6,864 +0
Total Volume and Open Interest 7,064 296,520 -3,773
Euro Notional Bond(MATIF)
Dec01 010921 88.42 88.80 88.42 88.50 -0.30 3,161 21,143 +581
Mar02 010921 88.45 88.45 88.45 88.45 -0.18      
Jun02 010921 88.45 88.45 88.45 88.45 -0.18      
Total Volume and Open Interest 3,161 21,143 +581
3-Month Euribor(MATIF)
Dec01 010920 96.55 96.55 96.55 96.55 unch 0 2,845 +0
Mar02 010920 96.65 96.65 96.65 96.65 -0.05 0 2,592 +0
Jun02 010920 96.60 96.60 96.60 96.60 unch 0 308 +0
Total Volume and Open Interest 0 6,618 +0
German Euro-Bund(EUREX)
Dec01 010920 108.33 108.50 108.04 108.26 -0.09 795,417 602,396 -41,933
Mar02 010920 107.88 107.88 107.88 107.88 -0.08 6,914 1,900 -398
Jun02 010920 107.88 107.88 107.88 107.88 -0.10 98 0 +0
Total Volume and Open Interest 802,429 604,296 -42,331
German Euro-Bobl(EUREX)
Dec01 010920 108.05 108.17 107.94 108.01 -0.11 457,177 486,673 -31,284
Mar02 010920 107.56 107.56 107.56 107.56 -0.16 3,444 2,693 +0
Jun02 010920 107.37 107.37 107.37 107.37 -0.11 0 814 +0
Total Volume and Open Interest 460,621 490,180 -31,284
Long Gilt(LIFFE)
Sep01 010920 115~03 115~13 115~03 115~07 -0~06 1,275 14,574 -974
Dec01 010920 114~19 114~29 114~10 114~18 -0~06 22,609 67,025 +508
Total Volume and Open Interest 23,884 81,599 -466
3-Mth Short Sterling(LIFFE)
Dec01 010920 95.66 95.72 95.63 95.66 +0.01 61,551 0 +0
Mar02 010920 95.63 95.67 95.58 95.61 unch 46,219 0 +0
Jun02 010920 95.32 95.37 95.29 95.32 unch 25,166 0 +0
Total Volume and Open Interest 195,437    
3-Mth Euribor(LIFFE)
Dec01 010920 96.565 96.580 96.530 96.545 -0.020 124,986 478,962 +1,372
Mar02 010920 96.690 96.705 96.635 96.660 -0.025 102,946 365,715 -9,164
Jun02 010920 96.605 96.640 96.585 96.600 -0.010 75,434 259,145 +5,493
Total Volume and Open Interest 435,521 1,758,710 -2,528
3-Mth Aus T-Bills(SFE)
Dec01 010921 95.82 95.83 95.80 95.81 -0.03 15,011 201,124 +1,389
Mar02 010921 95.81 95.84 95.80 95.82 -0.03 5,404 78,840 +3,439
Jun02 010921 95.59 95.63 95.59 95.63 -0.02 1,545 31,890 -44
Sep02 010921 95.34 95.35 95.33 95.35 -0.02 514 18,621 +129
Dec02 010921 95.06 95.11 95.06 95.07 -0.03 231 13,412 +298
Mar03 010921 94.84 94.86 94.84 94.86 -0.03 233 7,753 +31
Jun03 010921 94.66 94.70 94.66 94.70 -0.01 225 5,707 +70
Sep03 010921 94.57 94.57 94.54 94.56 -0.02 267 3,219 +217
Dec03 010921 94.46 94.46 94.46 94.46 -0.03 0 2,003 +0
Mar04 010921 94.38 94.38 94.38 94.38 -0.02 0 1,490 +0
Total Volume and Open Interest 23,440 366,183 +5,539
10-Year Aus T-Bonds(SFE)
Dec01 010921 94.36 94.40 94.34 94.37 +0.01 13,427 120,795 +0
Mar02 010921 94.37 94.37 94.37 94.37 -0.04      
Total Volume and Open Interest 13,427 120,795 +2,033
3-Year Aus T-Bonds(SFE)
Dec01 010921 95.37 95.42 95.35 95.38 -0.04 56,567 242,409 +32,627
Mar02 010921 95.38 95.38 95.38 95.38 -0.04      
Total Volume and Open Interest 56,567 242,409 +32,627
Gold(CMX)
Oct01 010921 294.5 296.0 290.5 291.9 +2.9 1,963 7,000 -200
Dec01 010921 295.8 296.0 290.3 292.9 +3.1 15,305 87,962 +3,205
Feb02 010921 297.0 297.5 291.2 293.2 +3.1 492 9,432 +131
Apr02 010921 297.5 297.5 292.5 293.6 +3.1 30 2,769 +5
Jun02 010921 299.5 299.5 294.2 294.2 +3.1 117 5,262 +25
Aug02 010921 296.5 296.5 294.7 294.7 +3.1 4 2,227 +0
Total Volume and Open Interest 17,969 124,785 +3,612
Silver(CMX)
Sep01 010921 464.0 464.0 458.0 459.2 +8.2 36 165 -9
Dec01 010921 463.5 465.0 455.0 461.7 +8.2 19,546 47,700 -605
Mar02 010921 468.0 468.0 458.0 464.5 +7.9 1,744 7,250 +1,315
May02 010921 468.0 468.0 465.0 466.4 +7.9 12 910 -5
Jul02 010921 466.0 468.4 466.0 468.4 +7.9 14 1,342 -2
Total Volume and Open Interest 21,868 62,599 +692
Platinum(NYM)
Oct01 010921 492.0 493.0 482.0 483.4 -7.2 881 3,605 -388
Jan02 010921 481.0 484.0 475.4 475.4 -6.7 566 2,148 +374
Total Volume and Open Interest 1,447 5,758 -17
Palladium(NYME)
Sep01 010921 442.00 442.00 442.00 442.00 -9.00 1 5 -1
Dec01 010921 450.00 450.00 442.00 442.00 -9.00 38 1,154 +3
Total Volume and Open Interest 39 1,159 +2
Copper(CMX)
Sep01 010921 64.80 65.70 64.75 65.70 +0.95 535 2,882 -604
Dec01 010921 65.25 66.40 65.25 66.10 +0.85 4,505 47,998 -662
Mar02 010921 66.35 67.25 66.35 67.05 +0.80 141 7,937 -26
May02 010921 67.10 67.75 67.10 67.55 +0.75 272 2,858 -176
Jul02 010921 67.70 68.40 67.70 68.10 +0.80 90 2,719 +98
Total Volume and Open Interest 6,913 86,305 -1,098
DJIA Index(CBOT)
Sep01 010920 8625 8640 8320 8334 -391 9,230 17,515 -2,830
Dec01 010921 7990 8460 7850 8268 -70 45,668 29,205 +2,790
Mar02 010921 8000 8395 8000 8275 -73 90 462 +28
Jun02 010921 8292 8292 8292 8292 -76 0 65 +0
Total Volume and Open Interest 51,000 43,759 -676
S & P 500(CME)
Dec01 010921 940.00 989.00 939.00 973.00 -11.30 148,317 489,858 +13,829
Mar02 010921 941.50 990.00 941.50 975.00 -11.30 218 8,308 +155
Jun02 010921 978.50 978.50 978.50 978.50 -11.80 10 584 +0
Sep02 010921 983.50 983.50 983.50 983.50 -11.80 0 211 +0
Total Volume and Open Interest 204,534 622,189 -2,315
S & P 500 E-Mini(Globex)
Dec01 010921 982.50 991.50 938.50 973.00 -11.25 287,414 60,684 +19,152
Total Volume and Open Interest 292,875 205,406 +12,850
NASDAQ 100(CME)
Dec01 010921 1102.00 1168.00 1097.00 1137.00 -31.50 34,954 0 -41,348
Mar02 010921 1144.00 1144.00 1125.50 1144.00 -31.50 3 0 -4
Total Volume and Open Interest 45,543    
NASDAQ 100 E-Mini(GLOBEX)
Dec01 010920 1211.5 1220.0 1162.0 1168.5 -39.5 207,607 0 +0
Total Volume and Open Interest 221,014    
NYSE Composite(NYBOT)
Dec01 010921 501.50 512.00 501.00 507.75 -6.25 4,691 5,256 +3,731
Mar02 010921 508.75 508.75 508.75 508.75 -6.25 0 670 +0
Jun02 010921 509.75 509.75 509.75 509.75 -6.25 0 300 +0
Total Volume and Open Interest 4,691 8,341 +3,731
S & P Midcap 400(CME)
Dec01 010921 392.00 408.50 392.00 408.50 -1.75 2,929 14,462 +594
Mar02 010921 413.95 413.95 413.95 413.95 -1.75      
Jun02 010921 418.85 418.85 418.85 418.85 -1.75      
Total Volume and Open Interest 4,494 19,139 -153
Russell 2000(CME)
Dec01 010921 373.00 381.50 370.00 379.75 -5.90 3,287 20,387 +690
Mar02 010921 387.35 387.35 387.35 387.35 -5.90      
Jun02 010921 394.95 394.95 394.95 394.95 -5.90      
Total Volume and Open Interest 4,166 27,943 +337
Value Line(KCBT)
Sep01 010921 935.90 935.90 935.90 935.90 -34.10 21 95 +95
Total Volume and Open Interest 171 279 +75
Nikkei 225(CME)
Dec01 010920 9625 9625 9455 9470 -345 1,892 12,192 +427
Mar02 010920 9495 9495 9495 9495 -345 0 16 +0
Total Volume and Open Interest 1,892 12,231 +427
Nikkei 225(SIMEX)
Dec01 010921 9560 9560 9340 9525 -180 10,911 94,038 -1,418
Mar02 010921 9525 9525 9525 9525 -180 0 220 +0
Jun02 010921 9500 9500 9485 9485 -180      
Total Volume and Open Interest 10,911 94,258 -1,418