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MRCI's End of Day Prices
Daily Futures Price Listing Tue September 25, 2001
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Nov01 010925 467.50 473.50 463.00 463.50 -4.50 19,099 90,562 -511
Jan02 010925 475.00 481.00 471.25 471.75 -3.75 2,951 21,429 +213
Mar02 010925 482.50 488.00 479.00 479.25 -3.75 1,723 20,874 -22
May02 010925 484.00 490.50 483.00 483.25 -2.00 955 21,767 +28
Jul02 010925 488.50 493.50 485.50 486.25 -2.00 798 13,638 +161
Aug02 010925 492.50 492.50 487.00 487.00 -1.50 6 429 +1
Sep02 010925 481.00 481.00 481.00 481.00 -2.00 0 9 +0
Total Volume and Open Interest 25,647 171,590 -81
Soybean Meal(CBOT)
Oct01 010925 164.50 165.50 162.00 162.20 -2.20 7,982 14,332 -2,191
Dec01 010925 161.60 164.00 160.10 160.40 -1.90 9,400 53,577 -440
Jan02 010925 160.60 163.10 159.80 159.90 -1.70 2,147 15,900 +44
Mar02 010925 160.00 162.00 159.00 159.00 -1.50 1,013 12,395 -67
May02 010925 158.80 160.30 157.50 157.50 -1.50 853 11,113 -70
Jul02 010925 157.50 159.40 157.30 157.60 -0.30 650 8,715 +148
Aug02 010925 156.80 158.80 156.50 156.60 unch 66 1,843 -38
Sep02 010925 157.50 158.00 154.80 154.90 -0.30 38 1,387 +12
Total Volume and Open Interest 22,240 120,457 -2,657
Soybean Oil(CBOT)
Oct01 010925 16.46 16.62 16.35 16.36 -0.14 7,289 16,142 -1,902
Dec01 010925 16.75 16.92 16.63 16.66 -0.15 8,799 72,252 -578
Jan02 010925 16.99 17.13 16.86 16.87 -0.15 636 21,593 +121
Mar02 010925 17.30 17.41 17.12 17.14 -0.17 2,059 16,626 -244
May02 010925 17.57 17.67 17.44 17.45 -0.12 545 16,761 +53
Jul02 010925 17.82 17.94 17.70 17.70 -0.12 114 8,493 +60
Aug02 010925 17.73 17.73 17.73 17.73 -0.20 23 1,199 +1
Sep02 010925 17.80 17.80 17.80 17.80 -0.23 1 1,236 +1
Total Volume and Open Interest 19,552 156,890 -2,488
Canola(WCE)
Nov01 010925 343.5 348.0 343.5 346.0 +3.3 2,434 38,206 -694
Jan02 010925 344.1 347.5 344.1 345.7 +1.9 1,869 17,769 +227
Mar02 010925 346.3 347.2 345.5 345.5 +2.0 499 8,662 +319
May02 010925 346.2 346.2 344.6 344.9 +2.9 0 1,199 +0
Jul02 010925 345.8 346.0 345.0 345.0 +2.0 600 1,700 +577
Total Volume and Open Interest 6,052 70,417 +1,079
Corn(CBOT)
Nov01 010925 211.50 213.00 210.50 210.75 +0.25 91 3,662 +0
Dec01 010925 216.25 218.00 214.75 215.50 -0.25 24,207 235,774 +148
Jan02 010925 221.00 221.50 219.00 219.25 unch 37 482 +0
Mar02 010925 228.25 230.00 227.00 227.50 unch 5,277 80,148 +1,471
May02 010925 235.25 237.00 234.25 234.50 -0.25 2,635 24,010 -336
Jul02 010925 240.25 241.75 239.00 239.75 unch 788 25,353 +78
Total Volume and Open Interest 33,882 388,179 +1,402
Wheat(CBOT)
Dec01 010925 268.50 273.00 268.50 270.75 +4.00 9,650 94,591 +322
Mar02 010925 281.50 285.75 281.50 283.75 +3.75 2,264 30,672 -536
May02 010925 289.00 290.75 288.50 288.75 +2.00 132 4,664 -16
Jul02 010925 293.00 295.00 293.00 293.50 +1.50 214 5,412 +30
Sep02 010925 299.00 299.00 299.00 299.00 +0.50 0 85 +0
Total Volume and Open Interest 12,270 136,398 -106
Wheat(KCBT)
Dec01 010925 293.00 296.00 292.50 294.00 +2.25 2,869 54,895 -829
Mar02 010925 306.50 308.00 305.50 306.50 +2.00 787 17,561 +236
May02 010925 312.00 314.50 312.00 313.25 +2.25 10 4,213 +0
Jul02 010925 317.50 320.00 317.50 318.75 +1.25 4 891 +2
Sep02 010925 325.00 325.00 325.00 325.00 +2.25 2 2 +0
Total Volume and Open Interest 3,672 77,566 -591
Wheat(MGE)
Dec01 010925 313.00 315.25 312.00 312.25 +0.50 1,262 19,589 -462
Mar02 010925 326.25 327.75 324.50 324.75 +0.25 679 3,934 +157
May02 010925 335.00 335.00 333.00 333.25 unch 82 1,080 +10
Jul02 010925 342.00 343.50 340.50 340.50 -0.50 14 208 +0
Sep02 010925 348.50 348.50 348.50 348.50 -0.50 0 53 +0
Total Volume and Open Interest 2,038 24,901 -295
Oats(CBOT)
Dec01 010925 157.50 158.25 155.50 155.75 -2.50 1,437 6,770 -89
Mar02 010925 149.50 149.75 147.00 147.50 -2.75 155 2,319 +26
May02 010925 143.50 144.00 143.50 144.00 -1.25 39 557 +27
Jul02 010925 139.00 140.00 139.00 140.00 +0.50 65 474 +45
Total Volume and Open Interest 1,696 10,132 +9
Rough Rice(MCE)
Nov01 010925 3.96 4.02 3.94 3.98 +0.04 215 2,921 -2
Jan02 010925 4.18 4.27 4.18 4.20 +0.02 37 999 +22
Mar02 010925 4.42 4.49 4.42 4.44 +0.04 3 678 -2
May02 010925 4.67 4.67 4.67 4.67 +0.04 0 328 +5
Total Volume and Open Interest 262 5,035 +23
Live Cattle(CME)
Oct01 010925 67.800 68.300 66.725 66.825 -1.225 6,493 23,569 -1,531
Dec01 010925 69.300 69.725 68.375 68.525 -1.000 8,795 41,151 +544
Feb02 010925 71.750 72.275 70.950 70.975 -0.875 3,429 26,668 -91
Apr02 010925 73.850 74.225 73.150 73.250 -0.625 1,853 10,342 -28
Jun02 010925 70.725 71.150 70.025 70.125 -0.600 1,212 12,884 +108
Aug02 010925 71.100 71.500 70.600 70.900 -0.400 126 1,425 +15
Total Volume and Open Interest 21,922 116,261 -986
Feeder Cattle(CME)
Sep01 010925 89.300 89.450 89.300 89.400 +0.050 192 1,600 -76
Oct01 010925 86.450 87.000 85.800 85.950 -0.400 1,304 6,266 -218
Nov01 010925 86.600 87.200 85.900 86.050 -0.550 1,498 4,223 +250
Jan02 010925 86.750 87.300 86.250 86.275 -0.600 408 2,642 +24
Mar02 010925 86.675 87.100 86.150 86.150 -0.650 151 669 +38
Apr02 010925 87.000 87.000 86.150 86.225 -0.650 102 505 +75
May02 010925 86.100 86.550 85.750 85.750 -0.400 23 234 +0
Total Volume and Open Interest 3,693 16,224 +95
Lean Hogs(CME)
Oct01 010925 59.250 59.250 57.850 58.075 -1.275 4,920 16,914 -830
Dec01 010925 54.800 55.150 53.600 53.875 -1.050 5,045 19,317 +2,108
Feb02 010925 55.000 55.250 53.900 54.250 -1.075 1,069 4,782 +48
Apr02 010925 56.150 56.150 55.250 55.450 -0.700 118 1,950 +31
Jun02 010925 63.400 63.400 62.350 62.875 -0.850 28 444 +3
Jul02 010925 60.750 60.750 60.050 60.050 -0.750 0 170 +0
Aug02 010925 58.800 58.800 58.600 58.625 -0.625 0 99 +0
Oct02 010925 53.725 53.725 53.725 53.725 -0.275 4 77 +2
Total Volume and Open Interest 11,190 44,205 +1,364
Pork Bellies(CME)
Feb02 010925 79.500 80.400 77.875 77.875 -3.000 641 2,615 -54
Mar02 010925 79.500 79.725 77.725 77.725 -3.000 13 51 +4
May02 010925 82.000 82.000 80.500 80.500 -3.000 1 29 +1
Jul02 010925 82.000 82.000 79.750 79.750 -3.000 1 15 +1
Aug02 010925 79.750 79.750 79.750 79.750 -3.000 0 3 +1
Total Volume and Open Interest 656 2,713 -47
Cocoa(NYBOT)
Dec01 010925 1006 1008 986 993 -15 2,728 24,325 -345
Mar02 010925 1007 1007 994 998 -14 289 20,479 -260
May02 010925 1006 1006 1004 1005 -14 61 9,574 +392
Jul02 010925 1021 1021 1013 1013 -14 4 6,244 -4
Sep02 010925 1021 1021 1021 1021 -14 0 6,246 +2
Dec02 010925 1035 1035 1035 1035 -14 0 11,980 +0
Mar03 010925 1050 1050 1050 1050 -14 0 8,497 +0
Total Volume and Open Interest 3,082 90,552 -215
Coffee "C"(NYBOT)
Dec01 010925 49.10 49.35 48.40 48.90 -0.20 3,321 36,319 +473
Mar02 010925 51.50 51.75 51.10 51.50 unch 1,396 9,936 -69
May02 010925 52.75 53.00 52.40 52.80 +0.15 413 3,625 -109
Jul02 010925 54.00 54.40 53.60 54.40 +0.60 206 2,722 +1
Sep02 010925 54.75 55.50 54.60 55.50 +0.80 37 1,543 +5
Dec02 010925 57.00 57.30 57.00 57.30 +1.00 167 1,423 +117
Total Volume and Open Interest 5,540 55,568 +418
Orange Juice(NYBOT)
Nov01 010925 81.90 82.10 81.60 81.90 +0.10 838 12,023 +48
Jan02 010925 84.20 84.20 83.80 84.15 +0.25 237 1,741 +34
Mar02 010925 87.10 87.10 87.10 87.10 unch 54 1,841 +30
May02 010925 89.20 89.20 89.20 89.20 -0.40 11 779 +1
Jul02 010925 91.45 91.45 91.45 91.45 -0.65 0 80 +0
Total Volume and Open Interest 1,140 16,614 +113
Sugar #11(NYBOT)
Oct01 010925 6.88 6.94 6.54 6.84 +0.06 12,886 33,268 -4,522
Mar02 010925 6.70 6.73 6.40 6.70 +0.15 18,065 68,929 +5,500
May02 010925 6.58 6.59 6.30 6.57 +0.15 445 10,980 +233
Jul02 010925 6.45 6.46 6.17 6.44 +0.16 1,127 16,082 +270
Oct02 010925 6.57 6.59 6.35 6.59 +0.16 910 6,502 +8
Total Volume and Open Interest 33,870 140,494 +1,735
London Cocoa(LCE)
Sep01 010913 675 691 675 691 +10 1,755 907 -1,755
Dec01 010925 740 742 733 738 -2 1,662 37,152 -659
Mar02 010925 755 760 753 757 -2 497 57,617 +34
May02 010925 768 774 766 769 -4 159 28,670 +5
Jul02 010925 780 780 777 777 -4 46 15,938 +2
Sep02 010925 786 786 783 783 -3 33 9,761 +13
Dec02 010925 793 795 793 795 -3 72 2,740 +20
Total Volume and Open Interest 2,601 154,282 -540
London Coffee(LCE)
Sep01 010925 411.00 416.00 407.00 415.00 +4.00 16 138 +4
Nov01 010925 432.00 440.00 428.00 437.00 +5.00 1,706 30,877 -768
Jan02 010925 445.00 450.00 442.00 449.00 +4.00 1,146 30,354 -65
Mar02 010925 462.00 466.00 460.00 466.00 +4.00 299 15,383 +40
May02 010925 478.00 482.00 478.00 482.00 +3.00 93 13,350 +27
Jul02 010925 492.00 496.00 490.00 496.00 +3.00 287 4,706 +176
Total Volume and Open Interest 3,669 98,343 -528
London Sugar(LCE)
Oct01 010914 220.00 231.50 219.60 230.00 +9.80 3,557 4,459 -1,314
Dec01 010925 208.00 210.50 202.50 208.00 +2.00 1,675 17,935 +134
Mar02 010925 209.30 212.00 203.70 209.50 +1.50 660 12,731 +51
May02 010925 208.60 212.00 204.90 210.00 +1.10 161 4,709 +22
Aug02 010925 205.50 209.40 203.10 207.50 +1.10 338 3,716 -12
Total Volume and Open Interest 3,050 41,072 +342
Cotton(NYBOT)
Oct01 010925 35.30 35.30 34.80 35.00 -0.38 168 343 -266
Dec01 010925 36.72 36.80 36.35 36.52 -0.10 3,064 41,727 -443
Mar02 010925 38.60 38.65 38.20 38.35 -0.13 377 8,802 -27
May02 010925 39.60 39.60 39.30 39.40 -0.08 278 5,341 -84
Jul02 010925 40.45 40.50 40.20 40.42 -0.03 98 4,092 -39
Oct02 010925 41.60 41.60 41.60 41.60 +0.05 0 192 +0
Total Volume and Open Interest 4,107 64,047 -828
Lumber(CME)
Nov01 010925 251.7 257.5 251.7 251.7 -10.0 408 1,440 +49
Jan02 010925 262.0 268.0 262.0 263.1 -8.9 140 492 -29
Mar02 010925 268.8 268.8 268.8 268.8 -6.3 0 49 +0
May02 010925 261.0 261.0 261.0 261.0 -10.0 1 10 +0
Total Volume and Open Interest 549 1,991 +20
Crude Oil(NYM)
Nov01 010925 22.95 23.20 21.25 21.81 -0.20 108,959 108,147 -824
Dec01 010925 23.40 23.50 21.75 22.21 -0.23 52,214 58,459 +3,296
Jan02 010925 23.36 23.70 21.90 22.33 -0.87 15,486 32,233 -503
Feb02 010925 23.35 23.35 22.05 22.41 -0.60 5,165 16,042 +1,079
Mar02 010925 22.70 22.95 22.22 22.46 -0.33 1,757 11,168 -267
Apr02 010925 23.30 23.30 22.05 22.47 -0.20 1,683 13,027 -842
May02 010925 22.30 22.43 22.10 22.43 -0.19 200 9,217 +29
Jun02 010925 23.00 23.35 22.10 22.37 -0.18 3,411 26,769 +1,440
Jul02 010925 22.00 22.28 22.00 22.28 -0.17 350 7,524 +295
Aug02 010925 22.15 22.15 21.95 22.14 -0.16 225 10,700 -203
Total Volume and Open Interest 197,687 394,845 +2,264
Heating Oil(NYM)
Oct01 010925 64.00 64.50 60.70 61.76 +0.70 20,362 24,956 -2,699
Nov01 010925 65.50 65.50 61.70 62.67 +0.15 19,748 27,935 +1,662
Dec01 010925 66.00 66.25 62.90 63.67 -3.02 4,775 27,372 -366
Jan02 010925 66.00 67.00 63.80 64.42 -2.82 3,930 18,280 -411
Feb02 010925 67.25 67.25 63.75 64.57 -2.52 1,124 13,019 +101
Mar02 010925 64.00 66.00 62.80 63.37 -1.87 1,085 13,370 +430
Apr02 010925 64.00 64.80 61.50 62.02 -1.17 274 4,432 +32
May02 010925 62.55 63.90 60.60 60.77 -0.47 381 2,791 +37
Jun02 010925 61.50 63.00 60.42 60.42 -0.02 1,205 3,927 +246
Jul02 010925 63.00 63.00 60.52 60.52 +0.23 363 1,253 -7
Total Volume and Open Interest 53,770 142,527 -951
Unleaded Gas(NYM)
Oct01 010925 65.30 65.50 60.40 62.09 -1.51 25,892 28,484 -3,601
Nov01 010925 64.60 64.75 60.80 61.61 -1.07 14,082 18,201 +634
Dec01 010925 64.70 64.80 61.25 61.91 -3.10 2,371 6,357 -129
Jan02 010925 64.80 64.80 62.00 62.26 -2.70 700 5,449 -456
Feb02 010925 64.50 64.50 62.86 62.86 -2.60 207 4,024 +85
Mar02 010925 65.70 65.70 63.50 63.66 -2.55 309 5,500 +90
Apr02 010925 71.40 71.40 69.30 70.01 -2.25 1,684 6,738 -1,156
May02 010925 71.00 71.00 70.00 70.41 -2.00 48 5,495 +50
Total Volume and Open Interest 45,513 84,953 -4,643
Natural Gas(NYM)
Oct01 010925 1.950 1.970 1.880 1.925 +0.015 28,948 42,990 -6,199
Nov01 010925 2.330 2.350 2.260 2.300 +0.025 14,506 52,438 +2,625
Dec01 010925 2.690 2.730 2.650 2.690 +0.030 6,464 35,993 +544
Jan02 010925 2.915 2.930 2.855 2.895 +0.042 7,790 44,563 -297
Feb02 010925 2.920 2.925 2.860 2.893 +0.048 2,924 26,686 +134
Mar02 010925 2.870 2.885 2.820 2.860 +0.057 3,268 26,669 -516
Apr02 010925 2.820 2.820 2.760 2.803 +0.063 915 32,493 -12
May02 010925 2.850 2.850 2.810 2.828 +0.063 914 19,147 -27
Total Volume and Open Interest 70,000 494,947 -3,948
Brent Crude Oil(IPE)
Nov01 010925 22.50 23.15 21.35 22.38 +0.36 77,065 60,849 +1,916
Dec01 010925 22.75 23.29 21.55 22.48 +0.22 46,515 64,651 +3,690
Jan02 010925 22.76 23.26 21.65 22.46 +0.12 10,334 30,521 -121
Feb02 010925 22.80 23.15 21.70 22.43 +0.09 4,141 16,814 -511
Mar02 010925 22.48 22.80 21.65 22.31 +0.11 2,184 8,924 -259
Apr02 010925 22.35 22.61 21.40 22.18 +0.15 883 10,103 +252
May02 010925 22.16 22.16 21.26 22.04 +0.19 425 4,710 +85
Jun02 010925 21.95 22.44 21.20 21.91 +0.24 623 20,364 -273
Total Volume and Open Interest 145,825 246,150 +4,224
Gas Oil(IPE)
Oct01 010925 200.00 209.75 196.00 196.50 -0.75 19,761 29,630 -4,584
Nov01 010925 199.00 208.00 194.00 194.25 -2.00 10,875 25,684 +623
Dec01 010925 199.00 207.75 195.50 195.50 -1.50 7,891 30,191 +2,048
Jan02 010925 204.00 205.50 195.25 195.25 -2.25 3,484 11,511 +1,232
Feb02 010925 203.50 204.50 195.00 195.00 -1.75 335 5,684 +258
Mar02 010925 200.00 203.00 192.50 192.50 -1.75 305 3,855 -121
Apr02 010925 197.75 199.50 189.75 189.75 -2.00 5 2,398 +0
May02 010925 194.50 197.50 189.00 189.00 -1.75 0 979 +0
Total Volume and Open Interest 43,519 122,915 -144
US Dollar Index(NYBOT)
Dec01 010925 113.15 113.15 112.46 112.70 -0.72 271 5,124 -20
Mar02 010925 113.17 113.20 113.17 113.20 -0.72 3 2,010 +3
Jun02 010925 113.70 113.70 113.70 113.70 -0.72 0 2 +0
Total Volume and Open Interest 274 7,136 -17
Australian Dollar(IMM)
Dec01 010925 49.10 49.30 49.07 49.12 +0.19 1,098 22,446 -184
Mar02 010925 48.92 48.92 48.92 48.92 +0.19 0 322 +0
Jun02 010925 48.85 48.85 48.72 48.72 +0.19 0 4 +0
Total Volume and Open Interest 1,098 22,785 -184
British Pound(IMM)
Dec01 010925 145.74 146.50 145.70 146.40 +0.74 4,632 38,977 -75
Mar02 010925 145.60 145.72 145.60 145.72 +0.74 0 21 +0
Jun02 010925 145.04 145.04 145.04 145.04 +0.74 0 1 +0
Total Volume and Open Interest 4,632 38,999 -75
Canadian Dollar(IMM)
Dec01 010925 63.69 63.77 63.52 63.57 -0.03 2,658 63,628 -1,317
Mar02 010925 63.65 63.66 63.48 63.53 -0.03 142 2,378 +95
Jun02 010925 63.58 63.64 63.49 63.49 -0.03 19 673 +9
Sep02 010925 63.62 63.62 63.47 63.47 -0.03 0 85 +0
Total Volume and Open Interest 2,824 66,802 -1,213
Japanese Yen(IMM)
Dec01 010925 85.82 85.88 85.37 85.52 -0.04 11,527 90,446 -2,561
Mar02 010925 86.01 86.06 86.01 86.06 -0.04 0 104 +0
Jun02 010925 86.60 86.60 86.60 86.60 -0.04 0 16 +0
Total Volume and Open Interest 12,160    
Deutsche Mark(IMM)
Dec01 010925 47.07 47.07 47.07 47.07 +0.33 12 199 +0
Total Volume and Open Interest 12 199 +0
Swiss Franc(IMM)
Dec01 010925 62.88 63.23 62.86 62.94 +0.34 6,985 50,107 -1,033
Mar02 010925 63.12 63.12 62.98 62.98 +0.34 13 93 -7
Jun02 010925 63.05 63.05 63.05 63.05 +0.34 0 3 +0
Total Volume and Open Interest 6,998 50,203 -1,040
EuroFX(IMM)
Dec01 010925 91.56 92.27 91.52 92.07 +0.66 10,319 103,562 +214
Mar02 010925 91.46 91.96 91.46 91.86 +0.66 8 832 +3
Jun02 010925 91.78 91.78 91.69 91.69 +0.66 0 144 +0
Total Volume and Open Interest 10,327 104,570 +222
Mexican Peso(IMM)
Sep01 010917 10480.0 10580.0 10480.0 10570.0 +83.0 4,258 18,328 -1,231
Dec01 010925 10347.5 10355.0 10265.0 10275.0 -75.0 2,386 9,982 -54
Total Volume and Open Interest 2,406 12,705 -34
30-Year T-Bonds(CBOT)
Dec01 010925 103~10 104~00 103~06 103~14 +0~02 140,251 495,773 -11,404
Mar02 010925 102~14 102~29 102~14 102~15 +0~01 1,265 15,205 +51
Jun02 010925 102~00 102~00 101~20 101~20 +0~01 100 189 +86
Total Volume and Open Interest 141,616 511,167 -11,267
Municipal Bonds(CBOT)
Dec01 010925 104~09 104~27 104~09 104~19 +0~06 1,620 7,098 +461
Total Volume and Open Interest 1,620 7,098 +461
10-Year T-Notes(CBOT)
Dec01 010925 107~240 108~060 107~240 107~300 +0~065 164,697 559,178 -16,523
Mar02 010925 106~300 107~025 106~270 106~275 +0~065 73 1,938 +14
Total Volume and Open Interest 164,770 561,116 -16,509
5-Year T-Notes(CBOT)
Dec01 010925 107~305 108~060 107~300 107~315 +0~060 47,261 427,403 -2,166
Mar02 010925 106~315 106~315 106~315 106~315 +0~060 238 238 +210
Total Volume and Open Interest 47,499 427,641 -1,956
2 Year T-Notes(CBOT)
Dec01 010925 105~000 105~022 105~000 105~010 +0~018 2,458 66,546 +184
Total Volume and Open Interest 2,710 69,922 +153
3-Mth T-Bills(IMM)
Dec01 010925 97.84 97.85 97.84 97.84 +0.01 83 600 +3
Total Volume and Open Interest 83 600 +3
Eurodollars(IMM)
Dec01 010925 97.550 97.590 97.540 97.570 +0.040 90,638 811,503 +5,424
Mar02 010925 97.425 97.490 97.420 97.470 +0.060 108,264 529,900 +8,865
Jun02 010925 97.000 97.095 97.000 97.060 +0.075 105,790 548,631 +5,538
Sep02 010925 96.525 96.650 96.520 96.595 +0.095 65,502 403,989 +1,938
Dec02 010925 96.020 96.145 96.020 96.090 +0.090 46,356 351,296 +2,591
Mar03 010925 95.705 95.820 95.705 95.775 +0.095 21,992 220,561 -8,439
Jun03 010925 95.400 95.510 95.400 95.460 +0.085 18,104 166,753 +613
Sep03 010925 95.175 95.280 95.175 95.220 +0.075 12,971 172,095 -1,967
Dec03 010925 94.945 95.020 94.945 94.980 +0.065 10,219 129,592 -923
Mar04 010925 94.865 94.940 94.865 94.895 +0.060 9,787 145,556 -1,990
Jun04 010925 94.725 94.800 94.725 94.750 +0.055 8,197 110,042 +12
Sep04 010925 94.605 94.670 94.605 94.620 +0.045 12,089 95,237 -2,685
Total Volume and Open Interest 571,033 4,326,062 +10,480
3-Mth Euro-Yen(IMM)
Sep01 010914 99.95 99.95 99.94 99.94 unch 1,008 20,434 -432
Dec01 010925 99.90 99.91 99.90 99.91 unch 558 19,414 +405
Mar02 010925 99.89 99.89 99.89 99.89 unch 11 8,365 +0
Jun02 010925 99.90 99.90 99.90 99.90 unch 381 10,713 +757
Sep02 010925 99.88 99.88 99.88 99.88 +0.01 32 3,086 -11
Dec02 010925 99.82 99.82 99.82 99.82 unch 0 1,032 +5
Mar03 010925 99.78 99.78 99.78 99.78 unch 0 403 +0
Jun03 010925 99.75 99.75 99.75 99.75 unch 0 170 +51
Sep03 010925 99.69 99.69 99.69 99.69 -0.01 0 15 +0
Dec03 010925 99.60 99.60 99.60 99.60 unch 0 2 +0
Total Volume and Open Interest 982 43,420 +1,207
3-Mth Euro-Yen(SIMEX)
Dec01 010925 99.90 99.91 99.90 99.91 unch 471 93,485 +35
Mar02 010925 99.89 99.89 99.89 99.89 0.00 70 61,968 +31
Jun02 010925 99.90 99.90 99.90 99.90 unch 4 56,958 +259
Sep02 010925 99.86 99.88 99.86 99.87 +0.01 6 25,545 -191
Dec02 010925 99.82 99.82 99.82 99.82 unch 0 10,039 +5
Mar03 010925 99.78 99.78 99.78 99.78 +0.00 0 13,938 -105
Jun03 010925 99.74 99.74 99.74 99.74 unch 0 12,770 +41
Sep03 010925 99.68 99.68 99.68 99.68 unch 0 6,864 +0
Total Volume and Open Interest 551 294,657 +75
Euro Notional Bond(MATIF)
Dec01 010925 88.35 89.16 88.30 88.83 +0.42 2,992 23,569 +105
Mar02 010925 88.94 88.94 88.94 88.94 +0.62      
Jun02 010925 89.25 89.25 89.25 89.25 +0.93      
Total Volume and Open Interest 2,992 23,569 +105
3-Month Euribor(MATIF)
Dec01 010925 96.60 96.60 96.60 96.60 unch 0 2,845 +0
Mar02 010925 96.70 96.70 96.70 96.70 unch 0 2,592 +0
Jun02 010925 96.65 96.65 96.65 96.65 +0.05 0 308 +0
Total Volume and Open Interest 0 6,618 +0
German Euro-Bund(EUREX)
Dec01 010925 107.97 108.46 107.92 108.35 +0.40 539,428 630,423 -47,622
Mar02 010925 107.58 107.95 107.58 107.95 +0.40 2,088 5,515 +1,277
Jun02 010925 107.97 107.97 107.97 107.97 +0.40 2,472 100 +100
Total Volume and Open Interest 543,988 636,038 -46,245
German Euro-Bobl(EUREX)
Dec01 010925 107.89 108.12 107.83 108.08 +0.24 329,728 521,782 -17,348
Mar02 010925 107.51 107.58 107.51 107.58 +0.24 1,034 3,420 +68
Jun02 010925 107.44 107.44 107.44 107.44 +0.24 0 814 +0
Total Volume and Open Interest 330,762 526,016 -17,280
Long Gilt(LIFFE)
Sep01 010925 115~03 115~03 115~02 115~03 +0~03 2,637 12,489 -666
Dec01 010925 114~11 114~21 114~10 114~14 +0~03 19,887 70,806 +1,730
Total Volume and Open Interest 22,524 83,295 +1,064
3-Mth Short Sterling(LIFFE)
Dec01 010925 95.73 95.78 95.73 95.75 +0.01 28,257 0 +0
Mar02 010925 95.70 95.76 95.70 95.73 +0.01 18,835 0 +0
Jun02 010925 95.44 95.50 95.44 95.47 +0.02 19,666 0 +0
Total Volume and Open Interest 87,981    
3-Mth Euribor(LIFFE)
Dec01 010925 96.585 96.640 96.585 96.615 +0.025 91,449 484,934 -180
Mar02 010925 96.700 96.750 96.700 96.725 +0.030 66,937 362,959 -4,221
Jun02 010925 96.625 96.660 96.625 96.640 +0.030 47,091 268,664 -3,339
Total Volume and Open Interest 264,414 1,779,411 -3,444
3-Mth Aus T-Bills(SFE)
Dec01 010925 95.80 95.84 95.79 95.82 unch 5,343 190,863 -6,957
Mar02 010925 95.80 95.85 95.79 95.83 +0.01 3,874 80,969 +1,040
Jun02 010925 95.60 95.66 95.58 95.64 +0.01 2,004 32,739 +480
Sep02 010925 95.34 95.35 95.32 95.35 unch 1,244 19,305 +515
Dec02 010925 95.05 95.10 95.05 95.08 unch 428 13,510 +5
Mar03 010925 94.83 94.86 94.83 94.85 -0.01 647 8,079 +406
Jun03 010925 94.66 94.69 94.66 94.69 -0.01 416 5,915 +185
Sep03 010925 94.51 94.54 94.51 94.54 -0.02 1,121 3,979 +881
Dec03 010925 94.43 94.43 94.43 94.43 -0.03 139 2,050 +24
Mar04 010925 94.34 94.34 94.34 94.34 -0.03 59 1,490 +0
Total Volume and Open Interest 15,300 361,048 -3,396
10-Year Aus T-Bonds(SFE)
Dec01 010925 94.31 94.38 94.31 94.34 +0.01 2,388 128,172 +3,760
Mar02 010925 94.31 94.31 94.31 94.31 -0.02      
Total Volume and Open Interest 16,139 124,412 -6,597
3-Year Aus T-Bonds(SFE)
Dec01 010925 95.32 95.33 95.27 95.32 -0.03 25,396 204,553 -42,022
Mar02 010925 95.32 95.32 95.32 95.32 -0.03      
Total Volume and Open Interest 25,396 204,553 -42,022
Gold(CMX)
Oct01 010925 287.8 290.8 287.6 290.5 +0.8 681 7,099 +91
Dec01 010925 289.4 292.0 288.8 291.8 +0.9 14,966 92,077 +455
Feb02 010925 290.2 292.5 289.0 292.2 +0.9 367 9,778 +292
Apr02 010925 290.9 292.7 290.9 292.6 +0.9 69 2,774 +48
Jun02 010925 291.8 293.7 291.8 293.2 +0.9 164 5,297 +72
Aug02 010925 293.7 293.7 293.7 293.7 +0.9 35 2,262 +35
Total Volume and Open Interest 16,285 129,191 +995
Silver(CMX)
Sep01 010925 455.0 456.0 449.0 452.2 -4.8 37 213 +57
Dec01 010925 455.0 457.5 451.5 454.7 -4.8 8,036 45,288 +500
Mar02 010925 456.0 459.0 454.5 457.4 -4.8 311 9,118 +23
May02 010925 459.2 459.2 459.2 459.2 -4.8 6 924 +3
Jul02 010925 461.1 461.1 461.1 461.1 -4.8 36 1,372 +22
Total Volume and Open Interest 8,845 62,402 +868
Platinum(NYM)
Oct01 010925 447.0 450.5 429.0 450.1 -21.7 1,077 2,663 -889
Jan02 010925 438.0 440.0 417.0 438.1 -25.7 963 2,354 +137
Total Volume and Open Interest 2,040 5,022 -752
Palladium(NYME)
Sep01 010925 421.00 421.00 421.00 421.00 -10.00 0 5 +0
Dec01 010925 421.00 421.00 416.00 421.00 -10.00 23 1,172 +11
Total Volume and Open Interest 23 1,177 +11
Copper(CMX)
Sep01 010925 65.15 65.45 64.75 64.75 -0.55 886 2,128 -328
Dec01 010925 65.75 65.95 65.25 65.35 -0.55 4,139 48,382 -1,390
Mar02 010925 66.75 66.85 66.30 66.30 -0.55 88 7,986 +52
May02 010925 67.35 67.35 66.80 66.80 -0.55 83 2,956 +36
Jul02 010925 67.95 67.95 67.30 67.30 -0.55 44 2,757 +27
Total Volume and Open Interest 8,375 86,324 -1,468
DJIA Index(CBOT)
Sep01 010920 8625 8640 8320 8334 -391 9,230 17,515 -2,830
Dec01 010925 8640 8720 8505 8685 +60 29,248 29,252 -3,009
Mar02 010925 8625 8692 8500 8692 +60 59 464 +20
Jun02 010925 8709 8709 8709 8709 +60 0 65 +0
Total Volume and Open Interest 29,307 29,787 -2,989
S & P 500(CME)
Dec01 010925 1009.00 1021.00 1000.10 1018.20 +10.70 92,639 497,610 +1,443
Mar02 010925 1008.00 1020.40 1008.00 1020.40 +10.70 197 8,407 +11
Jun02 010925 1021.00 1024.40 1021.00 1024.40 +10.20 27 614 +30
Sep02 010925 1029.40 1029.40 1029.40 1029.40 +10.20 0 238 +0
Total Volume and Open Interest 92,864 507,066 +1,483
S & P 500 E-Mini(Globex)
Dec01 010925 1008.00 1021.00 997.00 1018.25 +10.50 237,775 87,935 +13,763
Mar02 010925 1020.50 1020.50 1020.50 1020.50 +10.75 3 3  
Total Volume and Open Interest 237,778 87,938  
NASDAQ 100(CME)
Dec01 010925 1200.00 1228.00 1168.00 1201.00 +7.00 21,725 48,069 -1,792
Mar02 010925 1208.00 1208.00 1208.00 1208.00 +7.00 0 5 +0
Jun02 010925 1215.00 1215.00 1215.00 1215.00 +7.00      
Total Volume and Open Interest 21,725 48,074  
NASDAQ 100 E-Mini(GLOBEX)
Dec01 010925 1192.0 1229.5 1169.0 1201.0 +7.0 142,130 0 +0
Mar02 010925 1208.0 1208.0 1208.0 1208.0        
NYSE Composite(NYBOT)
Dec01 010925 522.50 529.00 521.80 529.00 +5.75 1,651 5,057 -191
Mar02 010925 529.80 529.80 529.80 529.80 +5.55 10 670 +0
Jun02 010925 530.50 530.50 530.50 530.50 +5.25 0 300 +0
Total Volume and Open Interest 1,661 6,027 -191
S & P Midcap 400(CME)
Dec01 010925 419.00 423.50 416.00 421.25 +2.15 1,254 14,227 +52
Mar02 010925 424.10 424.10 424.10 424.10 +2.15      
Jun02 010925 429.00 429.00 429.00 429.00 +2.15      
Total Volume and Open Interest 1,254 14,227 +52
Russell 2000(CME)
Dec01 010925 393.00 399.00 392.00 397.50 +3.90 2,786 19,535 +89
Mar02 010925 399.65 399.65 399.65 399.65 +3.90      
Jun02 010925 407.25 407.25 407.25 407.25 +3.90      
Total Volume and Open Interest 2,786 19,535 +89
Value Line(KCBT)
Dec01 010925 996.00 1002.00 984.00 994.00 +2.00 145 206 +22
Total Volume and Open Interest 145 206 +22
Nikkei 225(CME)
Dec01 010925 9700 9840 9600 9830 +130 2,862 13,540 +560
Mar02 010925 9855 9855 9855 9855 +130 0 16 +0
Total Volume and Open Interest 2,862 13,579 +560
Nikkei 225(SIMEX)
Dec01 010925 9905 9905 9580 9740 +215 12,142 92,832 -1,206
Mar02 010925 9740 9740 9740 9740 +215