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MRCI's End of Day Prices
Daily Futures Price Listing Wed September 26, 2001
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Nov01 010926 463.50 466.00 460.75 465.00 +1.50 32,653 88,862 -1,700
Jan02 010926 471.00 474.50 468.75 473.75 +2.00 7,846 23,992 +2,563
Mar02 010926 479.00 481.00 476.50 480.25 +1.00 4,623 21,825 +951
May02 010926 481.00 485.00 480.00 484.25 +1.00 3,246 21,944 +177
Jul02 010926 486.50 489.75 484.00 488.75 +2.50 1,633 13,963 +325
Aug02 010926 484.50 487.00 484.50 487.00 unch 8 435 +6
Sep02 010926 482.00 482.00 482.00 482.00 +1.00 0 9 +0
Total Volume and Open Interest 50,334 174,023 +2,433
Soybean Meal(CBOT)
Oct01 010926 161.20 163.20 160.10 163.00 +0.80 8,632 13,904 -428
Dec01 010926 159.50 161.80 158.80 161.60 +1.20 19,342 53,248 -329
Jan02 010926 159.50 160.80 158.60 160.70 +0.80 2,305 16,455 +555
Mar02 010926 158.50 159.70 157.70 159.60 +0.60 1,672 12,294 -101
May02 010926 157.50 158.20 156.50 158.00 +0.50 2,300 11,544 +431
Jul02 010926 157.50 158.00 156.50 157.90 +0.30 576 8,865 +150
Aug02 010926 157.20 157.20 155.50 155.70 -0.90 308 1,975 +132
Sep02 010926 156.50 156.50 154.70 155.20 +0.30 325 1,452 +65
Total Volume and Open Interest 35,460 120,877 +420
Soybean Oil(CBOT)
Oct01 010926 16.35 16.40 16.28 16.29 -0.07 8,904 15,375 -767
Dec01 010926 16.66 16.69 16.57 16.62 -0.04 14,614 69,386 -2,866
Jan02 010926 16.88 16.89 16.79 16.82 -0.05 2,978 21,851 +258
Mar02 010926 17.15 17.16 17.08 17.10 -0.04 3,397 14,558 -2,068
May02 010926 17.43 17.43 17.35 17.38 -0.07 2,220 17,126 +365
Jul02 010926 17.68 17.68 17.60 17.62 -0.08 665 8,613 +120
Aug02 010926 17.72 17.72 17.70 17.70 -0.03 0 1,199 +0
Sep02 010926 17.84 17.84 17.80 17.80 unch 1 1,235 -1
Total Volume and Open Interest 32,885 151,831 -5,059
Canola(WCE)
Nov01 010926 346.0 346.0 343.4 345.3 -0.7 4,507 37,854 -352
Jan02 010926 345.0 345.7 344.0 345.5 -0.2 3,255 18,241 +472
Mar02 010926 345.7 345.7 344.5 345.5 unch 861 9,196 +534
May02 010926 344.0 345.1 344.0 345.1 +0.2 91 1,215 +16
Jul02 010926 345.0 345.6 345.0 345.6 +0.6 115 1,669 -31
Total Volume and Open Interest 9,017 71,126 +709
Corn(CBOT)
Nov01 010926 210.75 212.50 210.25 212.50 +1.75 606 3,402 -260
Dec01 010926 215.00 217.25 214.50 216.75 +1.25 36,455 235,482 -292
Jan02 010926 220.00 220.50 219.50 220.50 +1.25 7 484 +2
Mar02 010926 227.00 229.25 226.50 228.75 +1.25 9,696 82,049 +1,901
May02 010926 234.00 236.50 233.75 235.75 +1.25 2,316 24,513 +503
Jul02 010926 239.00 241.00 238.50 240.75 +1.00 700 25,679 +326
Total Volume and Open Interest 50,767 390,379 +2,200
Wheat(CBOT)
Dec01 010926 269.50 276.00 268.50 275.50 +4.75 19,434 93,241 -1,350
Mar02 010926 283.00 286.50 281.50 286.25 +2.50 5,251 29,985 -687
May02 010926 289.00 289.00 286.00 288.00 -0.75 787 4,478 -186
Jul02 010926 293.00 293.50 290.25 292.75 -0.75 636 5,587 +175
Sep02 010926 296.50 296.50 296.50 296.50 -2.50 17 81 -4
Total Volume and Open Interest 26,162 134,377 -2,021
Wheat(KCBT)
Dec01 010926 294.00 294.50 291.50 294.00 unch 3,984 54,397 -498
Mar02 010926 306.50 307.50 305.00 307.50 +1.00 659 17,594 +33
May02 010926 312.50 313.00 311.50 312.75 -0.50 321 4,314 +101
Jul02 010926 317.00 317.50 315.75 317.50 -1.25 103 980 +89
Sep02 010926 321.00 323.50 321.00 323.50 -1.50 0 2 +0
Total Volume and Open Interest 5,067 77,291 -275
Wheat(MGE)
Dec01 010926 312.00 312.50 310.25 311.25 -1.00 1,964 19,297 -292
Mar02 010926 324.50 324.75 322.50 323.75 -1.00 1,515 4,522 +588
May02 010926 332.75 332.75 331.50 331.50 -1.75 27 1,072 -8
Jul02 010926 339.50 339.50 339.50 339.50 -1.00 10 206 -2
Sep02 010926 348.50 348.50 348.50 348.50 unch 0 46 -7
Total Volume and Open Interest 3,518 25,178 +277
Oats(CBOT)
Dec01 010926 154.25 161.50 152.50 160.75 +5.00 1,151 6,659 -111
Mar02 010926 145.75 151.50 143.00 151.00 +3.50 218 2,406 +87
May02 010926 141.00 147.00 141.00 145.00 +1.00 20 571 +14
Jul02 010926 140.00 142.00 139.00 141.50 +1.50 8 473 -1
Total Volume and Open Interest 1,397 10,121 -11
Rough Rice(MCE)
Nov01 010926 4.01 4.11 4.01 4.11 +0.13 315 2,970 +49
Jan02 010926 4.30 4.35 4.26 4.35 +0.15 152 1,045 +46
Mar02 010926 4.52 4.58 4.50 4.58 +0.14 84 722 +44
May02 010926 4.81 4.81 4.81 4.81 +0.14 0 328 +0
Total Volume and Open Interest 551 5,174 +139
Live Cattle(CME)
Oct01 010926 66.975 67.350 66.300 66.975 +0.150 6,904 20,864 -2,705
Dec01 010926 68.450 68.975 67.850 68.600 +0.075 9,627 40,882 -269
Feb02 010926 71.050 71.625 70.600 71.300 +0.325 4,406 26,282 -386
Apr02 010926 73.250 73.600 72.700 73.325 +0.075 1,290 10,379 +37
Jun02 010926 70.050 70.500 69.700 70.200 +0.075 1,659 12,506 -378
Aug02 010926 70.900 71.150 70.625 71.025 +0.125 276 1,396 -29
Total Volume and Open Interest 24,171 112,534 -3,727
Feeder Cattle(CME)
Sep01 010926 89.350 89.400 89.225 89.400 unch 142 1,538 -62
Oct01 010926 86.150 86.300 85.350 85.975 +0.025 1,179 6,173 -93
Nov01 010926 86.050 86.400 85.500 86.150 +0.100 1,329 4,299 +76
Jan02 010926 86.300 86.450 85.700 86.200 -0.075 456 2,751 +109
Mar02 010926 86.100 86.300 85.850 86.000 -0.150 168 760 +91
Apr02 010926 86.075 86.250 85.875 86.250 +0.025 80 517 +12
May02 010926 85.625 85.750 85.500 85.750 unch 75 297 +63
Total Volume and Open Interest 3,439 16,428 +204
Lean Hogs(CME)
Oct01 010926 57.850 58.250 57.600 57.875 -0.200 6,364 15,682 -1,232
Dec01 010926 53.550 54.500 53.400 53.775 -0.100 5,637 19,807 +490
Feb02 010926 53.950 54.800 53.800 54.250 unch 431 4,760 -22
Apr02 010926 55.000 56.000 55.000 55.450 unch 259 1,989 +39
Jun02 010926 62.750 63.075 62.650 62.950 +0.075 92 483 +39
Jul02 010926 60.000 60.300 60.000 60.100 +0.050 48 207 +37
Aug02 010926 59.000 59.075 58.750 58.850 +0.225 11 103 +4
Oct02 010926 53.900 53.975 53.900 53.975 +0.250 0 77 +0
Total Volume and Open Interest 12,880 43,579 -626
Pork Bellies(CME)
Feb02 010926 76.300 76.800 75.000 75.300 -2.575 1,205 2,529 -86
Mar02 010926 76.500 76.500 75.000 75.200 -2.525 32 56 +5
May02 010926 78.200 78.400 77.500 78.400 -2.100 3 29 +0
Jul02 010926 78.450 78.450 76.900 76.900 -2.850 4 17 +2
Aug02 010926 76.900 76.900 76.900 76.900 -2.850 1 4 +1
Total Volume and Open Interest 1,245 2,635 -78
Cocoa(NYBOT)
Dec01 010926 997 1024 993 1018 +25 2,233 23,870 -455
Mar02 010926 1004 1026 1003 1020 +22 548 20,605 +126
May02 010926 1014 1033 1014 1027 +22 221 9,656 +82
Jul02 010926 1020 1040 1020 1035 +22 286 6,147 -97
Sep02 010926 1043 1043 1043 1043 +22 147 6,201 -45
Dec02 010926 1057 1057 1057 1057 +22 49 11,963 -17
Mar03 010926 1072 1072 1072 1072 +22 150 8,647 +150
Total Volume and Open Interest 3,734 90,396 -156
Coffee "C"(NYBOT)
Dec01 010926 48.85 49.70 48.60 49.15 +0.25 3,347 36,371 +52
Mar02 010926 51.25 52.25 51.25 51.85 +0.35 1,193 10,074 +138
May02 010926 52.80 53.40 52.70 53.10 +0.30 514 3,765 +140
Jul02 010926 54.40 54.70 54.40 54.60 +0.20 362 2,780 +58
Sep02 010926 55.60 56.20 55.50 55.70 +0.20 218 1,645 +102
Dec02 010926 57.40 58.00 57.30 57.50 +0.20 118 1,479 +56
Total Volume and Open Interest 5,752 56,114 +546
Orange Juice(NYBOT)
Nov01 010926 81.90 82.40 81.30 81.40 -0.50 513 12,139 +116
Jan02 010926 84.40 84.80 83.60 83.85 -0.30 136 1,784 +43
Mar02 010926 86.50 86.85 86.50 86.85 -0.25 16 1,837 -4
May02 010926 89.35 89.35 89.35 89.35 +0.15 0 779 +0
Jul02 010926 92.05 92.05 92.05 92.05 +0.60 0 80 +0
Total Volume and Open Interest 665 16,769 +155
Sugar #11(NYBOT)
Oct01 010926 6.90 6.95 6.76 6.94 +0.10 18,130 25,324 -7,944
Mar02 010926 6.78 6.80 6.64 6.78 +0.08 20,180 74,626 +5,697
May02 010926 6.60 6.65 6.52 6.64 +0.07 1,950 11,112 +132
Jul02 010926 6.44 6.52 6.35 6.49 +0.05 1,622 16,681 +599
Oct02 010926 6.59 6.64 6.55 6.64 +0.05 502 6,638 +136
Total Volume and Open Interest 42,739 139,181 -1,313
London Cocoa(LCE)
Sep01 010913 675 691 675 691 +10 1,755 907 -1,755
Dec01 010926 734 748 733 745 +7 928 37,150 -2
Mar02 010926 758 766 752 764 +7 390 57,509 -108
May02 010926 773 780 766 777 +8 207 28,743 +73
Jul02 010926 776 785 776 784 +7 3 15,938 +0
Sep02 010926 790 790 790 790 +7 35 9,760 -1
Dec02 010926 793 801 793 801 +6 26 2,750 +10
Total Volume and Open Interest 1,589 154,254 -28
London Coffee(LCE)
Sep01 010926 409.00 413.00 409.00 413.00 -2.00 119 151 +13
Nov01 010926 439.00 439.00 431.00 433.00 -4.00 2,708 29,446 -1,431
Jan02 010926 450.00 450.00 444.00 446.00 -3.00 1,630 30,243 -111
Mar02 010926 464.00 465.00 461.00 464.00 -2.00 403 15,161 -222
May02 010926 482.00 483.00 480.00 480.00 -2.00 90 13,291 -59
Jul02 010926 493.00 496.00 492.00 494.00 -2.00 173 4,706 +0
Total Volume and Open Interest 5,229 96,522 -1,821
London Sugar(LCE)
Oct01 010914 220.00 231.50 219.60 230.00 +9.80 3,557 4,459 -1,314
Dec01 010926 210.80 212.50 207.60 208.90 +0.90 1,504 18,352 +417
Mar02 010926 212.00 213.00 210.00 211.60 +2.10 810 13,063 +332
May02 010926 212.00 213.00 210.00 212.00 +2.00 652 4,925 +216
Aug02 010926 209.50 210.00 207.50 209.00 +1.50 283 3,773 +57
Total Volume and Open Interest 3,322 42,156 +1,084
Cotton(NYBOT)
Oct01 010926 34.90 34.90 34.90 34.90 -0.10 115 106 -237
Dec01 010926 36.50 36.70 36.35 36.60 +0.08 2,901 41,240 -487
Mar02 010926 38.35 38.50 38.25 38.50 +0.15 383 8,805 +3
May02 010926 39.40 39.50 39.30 39.45 +0.05 248 5,355 +14
Jul02 010926 40.45 40.45 40.30 40.45 +0.03 96 4,105 +13
Oct02 010926 41.65 41.65 41.65 41.65 +0.05 0 192 +0
Total Volume and Open Interest 3,752 63,363 -684
Lumber(CME)
Nov01 010926 247.0 248.3 242.0 242.6 -9.1 392 1,469 +29
Jan02 010926 262.0 262.5 255.0 257.2 -5.9 127 519 +27
Mar02 010926 269.0 269.0 265.4 266.2 -2.6 2 50 +1
May02 010926 269.0 270.0 265.2 265.2 +4.2 0 10 +0
Total Volume and Open Interest 521 2,048 +57
Crude Oil(NYM)
Nov01 010926 21.40 22.50 20.30 22.38 +0.57 90,612 112,759 +4,612
Dec01 010926 21.80 22.90 20.75 22.73 +0.52 54,606 55,904 -2,555
Jan02 010926 21.90 22.90 20.90 22.81 +0.48 17,103 34,374 +2,141
Feb02 010926 22.05 23.00 21.10 22.88 +0.47 5,275 16,346 +304
Mar02 010926 22.10 22.90 21.60 22.90 +0.44 4,986 11,585 +417
Apr02 010926 21.65 22.88 21.65 22.88 +0.41 2,165 13,293 +266
May02 010926 21.65 22.83 21.65 22.83 +0.40 1,042 9,735 +518
Jun02 010926 21.80 22.76 21.50 22.76 +0.39 3,702 27,048 +279
Jul02 010926 21.65 22.66 21.45 22.66 +0.38 464 7,834 +310
Aug02 010926 22.25 22.52 22.25 22.52 +0.38 291 10,843 +143
Total Volume and Open Interest 187,561 401,609 +6,764
Heating Oil(NYM)
Oct01 010926 61.25 65.50 59.50 64.79 +3.03 348 19,766 -5,190
Nov01 010926 62.50 66.50 60.60 65.81 +3.14 461 33,683 +5,748
Dec01 010926 62.90 67.05 61.40 66.56 +2.89 214 27,747 +375
Jan02 010926 63.80 67.70 62.60 67.16 +2.74 15 19,302 +1,022
Feb02 010926 64.20 66.96 63.00 66.96 +2.39 7 12,942 -77
Mar02 010926 62.00 65.90 61.70 65.36 +1.99 2,238 14,307 +937
Apr02 010926 61.50 64.50 60.40 63.86 +1.84 797 4,498 +66
May02 010926 60.50 62.90 60.00 62.56 +1.79 248 2,783 -8
Jun02 010926 60.00 62.40 59.30 62.16 +1.74 817 4,176 +249
Jul02 010926 60.00 62.60 59.70 62.26 +1.74 46 1,351 +98
Total Volume and Open Interest 5,857 146,136 +3,609
Unleaded Gas(NYM)
Oct01 010926 59.50 63.00 57.50 62.39 +0.30 26,730 21,768 -6,716
Nov01 010926 59.75 63.20 57.90 62.29 +0.68 19,583 20,690 +2,489
Dec01 010926 59.00 63.50 58.75 62.59 +0.68 2,833 6,822 +465
Jan02 010926 60.50 63.00 59.50 62.99 +0.73 1,168 5,909 +460
Feb02 010926 61.00 63.59 61.00 63.59 +0.73 281 4,156 +132
Mar02 010926 62.25 64.50 62.25 64.39 +0.73 237 5,615 +115
Apr02 010926 70.00 71.20 70.00 70.69 +0.68 781 6,900 +162
May02 010926 68.50 71.40 68.50 71.09 +0.68 389 5,534 +39
Total Volume and Open Interest 52,343 82,375 -2,578
Natural Gas(NYM)
Oct01 010926 1.880 1.885 1.760 1.830 -0.095 42,000 47,972 +4,982
Nov01 010926 2.255 2.270 2.180 2.253 -0.047 20,768 55,644 +3,206
Dec01 010926 2.650 2.660 2.590 2.633 -0.057 8,930 35,930 -63
Jan02 010926 2.850 2.850 2.800 2.835 -0.060 7,029 42,865 -1,698
Feb02 010926 2.845 2.860 2.790 2.835 -0.058 2,902 27,833 +1,147
Mar02 010926 2.810 2.820 2.755 2.805 -0.055 2,541 26,828 +159
Apr02 010926 2.770 2.785 2.700 2.750 -0.053 1,509 32,612 +119
May02 010926 2.805 2.805 2.730 2.775 -0.053 991 19,582 +435
Total Volume and Open Interest 90,996 503,937 +8,990
Brent Crude Oil(IPE)
Nov01 010926 22.00 23.00 20.70 23.00 +0.62 54,479 55,091 -5,758
Dec01 010926 21.80 23.00 20.70 22.94 +0.46 35,762 63,783 -868
Jan02 010926 21.82 22.95 20.85 22.92 +0.46 17,476 29,054 -1,467
Feb02 010926 22.00 22.89 20.85 22.89 +0.46 6,046 15,837 -977
Mar02 010926 21.91 22.77 21.11 22.77 +0.46 2,777 9,080 +156
Apr02 010926 21.77 22.64 21.07 22.64 +0.46 2,346 9,611 -492
May02 010926 21.75 22.52 21.75 22.52 +0.48 851 4,860 +150
Jun02 010926 21.55 22.40 20.85 22.40 +0.49 2,460 20,353 -11
Total Volume and Open Interest 124,141 236,397 -9,753
Gas Oil(IPE)
Oct01 010926 199.00 201.00 190.00 197.50 +1.00 18,613 29,311 -319
Nov01 010926 196.50 199.25 189.25 195.50 +1.25 14,191 25,178 -506
Dec01 010926 195.50 199.25 191.00 194.75 -0.75 7,732 29,115 -1,076
Jan02 010926 197.00 198.75 190.50 194.50 -0.75 2,298 10,783 -728
Feb02 010926 195.00 197.00 190.25 194.00 -1.00 732 6,100 +416
Mar02 010926 190.00 192.00 190.00 191.50 -1.00 426 3,711 -144
Apr02 010926 190.00 190.00 189.00 189.00 -0.75 103 2,408 +10
May02 010926 188.75 188.75 188.75 188.75 -0.25 130 959 -20
Total Volume and Open Interest 46,388 119,763 -3,152
US Dollar Index(NYBOT)
Dec01 010926 112.84 113.04 112.67 112.68 -0.02 282 5,218 +94
Mar02 010926 113.33 113.33 113.18 113.18 -0.02 2 2,012 +2
Jun02 010926 113.68 113.68 113.68 113.68 -0.02 0 2 +0
Total Volume and Open Interest 284 7,232 +96
Australian Dollar(IMM)
Dec01 010926 49.31 49.35 48.70 48.78 -0.34 1,179 22,459 +13
Mar02 010926 49.00 49.00 48.55 48.58 -0.34 0 322 +0
Jun02 010926 48.38 48.38 48.38 48.38 -0.34 2 2 -2
Total Volume and Open Interest 1,181 22,796 +11
British Pound(IMM)
Dec01 010926 146.72 147.10 146.52 146.88 +0.48 4,219 40,082 +1,105
Mar02 010926 146.30 146.30 146.20 146.20 +0.48 2 20 -1
Jun02 010926 145.52 145.52 145.52 145.52 +0.48 0 1 +0
Total Volume and Open Interest 4,221 40,103 +1,104
Canadian Dollar(IMM)
Dec01 010926 63.59 63.61 63.38 63.51 -0.06 6,688 64,602 +974
Mar02 010926 63.49 63.49 63.35 63.46 -0.07 78 2,421 +43
Jun02 010926 63.45 63.45 63.40 63.42 -0.07 10 680 +7
Sep02 010926 63.30 63.40 63.30 63.40 -0.07 2 86 +1
Total Volume and Open Interest 6,778 67,827 +1,025
Japanese Yen(IMM)
Dec01 010926 85.34 85.45 85.16 85.34 -0.18 6,433 89,660 -786
Mar02 010926 85.70 85.87 85.70 85.87 -0.19 1 144 +40
Jun02 010926 86.40 86.40 86.40 86.40 -0.20 0 16 +0
Total Volume and Open Interest 13,576    
Deutsche Mark(IMM)
Dec01 010926 47.11 47.11 47.11 47.11 +0.04 0 197 -2
Total Volume and Open Interest 0 197 -2
Swiss Franc(IMM)
Dec01 010926 62.37 62.62 62.18 62.61 -0.33 7,731 48,788 -1,319
Mar02 010926 62.38 62.65 62.33 62.65 -0.33 13 99 +6
Jun02 010926 62.46 62.72 62.46 62.72 -0.33 0 3 +0
Total Volume and Open Interest 7,744 48,890 -1,313
EuroFX(IMM)
Dec01 010926 91.93 92.18 91.73 92.13 +0.06 16,300 107,385 +3,823
Mar02 010926 91.57 91.94 91.57 91.92 +0.06 11 841 +9
Jun02 010926 91.75 91.75 91.75 91.75 +0.06 6 150 +6
Total Volume and Open Interest 16,317 108,418 +3,848
Mexican Peso(IMM)
Sep01 010917 10480.0 10580.0 10480.0 10570.0 +83.0 4,258 18,328 -1,231
Dec01 010926 10300.0 10322.5 10250.0 10267.5 -7.5 2,597 10,404 +422
Total Volume and Open Interest 2,632 12,952 +247
30-Year T-Bonds(CBOT)
Dec01 010926 103~19 104~20 103~16 104~17 +1~03 200,046 509,228 +13,455
Mar02 010926 103~01 103~20 102~19 103~19 +1~04 851 15,436 +231
Jun02 010926 102~23 102~23 102~23 102~23 +1~03 288 444 +255
Total Volume and Open Interest 201,185 525,108 +13,941
Municipal Bonds(CBOT)
Dec01 010926 104~24 105~15 104~16 105~09 +0~22 1,009 7,390 +292
Total Volume and Open Interest 1,009 7,390 +292
10-Year T-Notes(CBOT)
Dec01 010926 108~010 108~170 107~280 108~150 +0~170 161,202 554,522 -4,656
Mar02 010926 106~300 107~140 106~275 107~125 +0~170 95 1,990 +52
Total Volume and Open Interest 161,297 556,512 -4,604
5-Year T-Notes(CBOT)
Dec01 010926 108~015 108~080 107~280 108~070 +0~075 68,182 426,757 -646
Mar02 010926 107~070 107~070 107~070 107~070 +0~075 0 448 +210
Total Volume and Open Interest 68,182 427,205 -436
2 Year T-Notes(CBOT)
Dec01 010926 105~013 105~024 105~004 105~023 +0~014 5,653 67,849 +1,303
Total Volume and Open Interest 5,803 71,160 +1,238
3-Mth T-Bills(IMM)
Dec01 010926 97.84 97.84 97.84 97.84 unch 509 1,034 +434
Total Volume and Open Interest 509 1,034 +434
Eurodollars(IMM)
Dec01 010926 97.575 97.585 97.550 97.575 +0.005 106,717 822,118 +10,615
Mar02 010926 97.475 97.510 97.435 97.500 +0.030 116,892 534,906 +5,006
Jun02 010926 97.075 97.145 97.025 97.140 +0.080 139,259 551,958 +3,327
Sep02 010926 96.615 96.690 96.555 96.685 +0.090 89,379 403,149 -840
Dec02 010926 96.125 96.175 96.055 96.170 +0.080 57,113 345,541 -5,755
Mar03 010926 95.795 95.850 95.740 95.845 +0.070 36,410 223,003 +2,442
Jun03 010926 95.470 95.525 95.430 95.520 +0.060 24,818 164,349 -2,404
Sep03 010926 95.240 95.275 95.190 95.270 +0.050 19,616 172,078 -17
Dec03 010926 94.990 95.025 94.950 95.025 +0.045 11,188 131,457 +1,865
Mar04 010926 94.900 94.945 94.865 94.940 +0.045 7,134 145,974 +418
Jun04 010926 94.760 94.790 94.720 94.790 +0.040 7,838 111,777 +1,735
Sep04 010926 94.630 94.660 94.595 94.660 +0.040 9,805 94,974 -263
Total Volume and Open Interest 672,577 4,351,404 +25,342
3-Mth Euro-Yen(IMM)
Sep01 010914 99.95 99.95 99.94 99.94 unch 1,008 20,434 -432
Dec01 010926 99.91 99.91 99.90 99.91 unch 207 19,201 -213
Mar02 010926 99.90 99.90 99.89 99.89 -0.01 1 8,366 +1
Jun02 010926 99.90 99.90 99.90 99.90 unch 243 9,944 -769
Sep02 010926 99.88 99.88 99.88 99.88 unch 0 3,080 -6
Dec02 010926 99.82 99.82 99.82 99.82 unch 0 1,032 +0
Mar03 010926 99.78 99.78 99.78 99.78 unch 0 303 -100
Jun03 010926 99.75 99.75 99.75 99.75 unch 0 158 -12
Sep03 010926 99.69 99.69 99.69 99.69 -0.01 0 15 +0
Dec03 010926 99.60 99.60 99.60 99.60 unch 0 2 +0
Total Volume and Open Interest 451 42,321 -1,099
3-Mth Euro-Yen(SIMEX)
Dec01 010926 99.90 99.91 99.90 99.90 -0.01 1,750 94,421 +936
Mar02 010926 99.89 99.90 99.89 99.89 0.00 556 61,923 -45
Jun02 010926 99.90 99.90 99.90 99.90 unch 359 56,437 -521
Sep02 010926 99.87 99.87 99.87 99.87 unch 57 25,538 -7
Dec02 010926 99.82 99.82 99.82 99.82 unch 147 9,960 -79
Mar03 010926 99.78 99.78 99.78 99.78 +0.00 0 13,938 +0
Jun03 010926 99.74 99.74 99.74 99.74 unch 12 12,758 -12
Sep03 010926 99.68 99.68 99.68 99.68 unch 0 6,864 +0
Total Volume and Open Interest 2,881 294,929 +272
Euro Notional Bond(MATIF)
Dec01 010926 88.92 89.16 88.70 89.11 +0.28 3,351 24,886 +1,317
Mar02 010926 89.17 89.17 89.17 89.17 +0.23      
Jun02 010926 89.48 89.48 89.48 89.48 +0.23      
Total Volume and Open Interest 3,351 24,886 +1,317
3-Month Euribor(MATIF)
Dec01 010926 96.60 96.60 96.60 96.60 unch 0 2,845 +0
Mar02 010926 96.70 96.70 96.70 96.70 unch 0 2,592 +0
Jun02 010926 96.65 96.65 96.65 96.65 unch 0 308 +0
Total Volume and Open Interest 0 6,618 +0
German Euro-Bund(EUREX)
Dec01 010926 108.35 108.65 108.24 108.64 +0.29 694,376 604,539 -25,884
Mar02 010926 107.97 108.25 107.97 108.25 +0.30 685 5,487 -28
Jun02 010926 108.25 108.25 108.25 108.25 +0.28 3,354 295 +195
Total Volume and Open Interest 698,415 610,321 -25,717
German Euro-Bobl(EUREX)
Dec01 010926 108.13 108.13 107.92 108.07 -0.01 390,901 488,012 -33,770
Mar02 010926 107.53 107.53 107.53 107.53 -0.05 549 3,420 +0
Jun02 010926 107.43 107.43 107.43 107.43 -0.01 0 814 +0
Total Volume and Open Interest 391,450 492,246 -33,770
Long Gilt(LIFFE)
Sep01 010926 114~30 115~04 114~30 115~03 +0~00 24 12,489 +0
Dec01 010926 114~13 114~30 114~07 114~25 +0~11 27,096 70,446 -360
Total Volume and Open Interest 27,120 82,935 -360
3-Mth Short Sterling(LIFFE)
Dec01 010926 95.75 95.75 95.68 95.70 -0.05 31,360 0 +0
Mar02 010926 95.73 95.74 95.67 95.68 -0.05 30,168 0 +0
Jun02 010926 95.47 95.47 95.41 95.43 -0.04 18,532 0 +0
Total Volume and Open Interest 101,713    
3-Mth Euribor(LIFFE)
Dec01 010926 96.620 96.625 96.595 96.610 -0.005 101,523 483,092 -1,842
Mar02 010926 96.730 96.735 96.700 96.715 -0.010 71,162 368,686 +5,727
Jun02 010926 96.645 96.655 96.620 96.630 -0.010 52,925 273,997 +5,333
Total Volume and Open Interest 311,314 1,803,775 +24,364
3-Mth Aus T-Bills(SFE)
Dec01 010926 95.84 95.87 95.83 95.85 +0.03 8,435 192,171 +1,308
Mar02 010926 95.85 95.90 95.85 95.89 +0.06 5,027 79,456 -1,513
Jun02 010926 95.67 95.72 95.66 95.71 +0.07 1,565 32,281 -458
Sep02 010926 95.39 95.43 95.39 95.43 +0.08 410 19,427 +122
Dec02 010926 95.16 95.16 95.13 95.13 +0.05 172 13,400 -110
Mar03 010926 94.90 94.92 94.90 94.92 +0.07 133 8,114 +35
Jun03 010926 94.73 94.76 94.73 94.75 +0.06 93 5,867 -48
Sep03 010926 94.60 94.61 94.60 94.60 +0.06 53 4,014 +35
Dec03 010926 94.49 94.49 94.49 94.49 +0.06 38 2,056 +6
Mar04 010926 94.40 94.40 94.40 94.40 +0.06 36 1,506 +16
Total Volume and Open Interest 16,022 360,481 -567
10-Year Aus T-Bonds(SFE)
Dec01 010926 94.34 94.42 94.33 94.40 +0.10 2,156 133,045 +8,633
Mar02 010926 94.34 94.34 94.34 94.34 +0.03      
Total Volume and Open Interest 27,621 128,172 +3,760
3-Year Aus T-Bonds(SFE)
Dec01 010926 95.37 95.40 95.35 95.38 +0.06 57,555 221,694 +17,141
Mar02 010926 95.38 95.38 95.38 95.38 +0.06      
Total Volume and Open Interest 57,555 221,694 +17,141
Gold(CMX)
Oct01 010926 291.2 294.0 290.7 293.3 +2.8 3,681 5,461 -1,638
Dec01 010926 293.2 295.2 292.3 294.8 +3.0 17,478 93,572 +1,495
Feb02 010926 293.6 296.0 293.0 295.3 +3.1 633 10,313 +535
Apr02 010926 294.5 296.5 294.5 295.8 +3.2 9 2,766 -8
Jun02 010926 296.4 296.4 296.4 296.4 +3.2 287 5,326 +29
Aug02 010926 296.9 296.9 296.9 296.9 +3.2 150 2,367 +105
Total Volume and Open Interest 22,452 129,840 +649
Silver(CMX)
Sep01 010926 455.0 461.0 455.0 460.0 +7.8 33 145 -68
Dec01 010926 457.0 463.0 455.5 461.5 +6.8 5,487 46,047 +759
Mar02 010926 461.5 465.0 461.0 464.4 +7.0 68 9,134 +16
May02 010926 466.5 467.0 466.2 466.2 +7.0 0 924 +0
Jul02 010926 468.1 468.1 468.1 468.1 +7.0 1 1,371 -1
Total Volume and Open Interest 5,978 63,127 +725
Platinum(NYM)
Oct01 010926 450.0 450.0 445.0 446.0 -4.1 1,483 2,095 -568
Jan02 010926 435.0 437.0 432.0 434.0 -4.1 1,288 2,804 +450
Total Volume and Open Interest 2,771 4,904 -118
Palladium(NYME)
Dec01 010926 403.00 403.00 380.00 394.40 -26.60 65 1,195 +23
Total Volume and Open Interest 65 1,196 +19
Copper(CMX)
Sep01 010926 65.40 65.45 65.00 65.35 +0.60 1,578 2,505 +377
Dec01 010926 65.85 65.90 65.55 65.75 +0.40 6,154 47,059 -1,323
Mar02 010926 66.90 66.90 66.50 66.65 +0.35 197 7,913 -73
May02 010926 67.40 67.40 67.15 67.15 +0.35 73 3,051 +95
Jul02 010926 67.80 67.80 67.65 67.65 +0.35 392 2,779 +22
Total Volume and Open Interest 10,658 84,591 -1,733
DJIA Index(CBOT)
Sep01 010920 8625 8640 8320 8334 -391 9,230 17,515 -2,830
Dec01 010926 8685 8740 8525 8610 -75 24,129 28,010 -1,242
Mar02 010926 8730 8730 8540 8617 -75 23 466 +2
Jun02 010926 8634 8634 8634 8634 -75 0 65 +0
Total Volume and Open Interest 24,152 28,547 -1,240
S & P 500(CME)
Dec01 010926 1024.00 1024.50 1004.50 1014.50 -3.70 93,771 503,114 +5,504
Mar02 010926 1018.00 1018.00 1013.00 1016.70 -3.70 1,196 9,305 +898
Jun02 010926 1020.50 1020.50 1020.50 1020.50 -3.90 38 626 +12
Sep02 010926 1025.50 1025.50 1025.50 1025.50 -3.90 5 239 +1
Total Volume and Open Interest 95,027 513,480 +6,414
S & P 500 E-Mini(Globex)
Dec01 010926 1018.00 1025.25 1004.50 1014.50 -3.75 248,202 96,126 +8,191
Mar02 010926 1012.00 1016.75 1012.00 1016.75 -3.75 0 3 +0
Total Volume and Open Interest 248,202 96,129 +8,191
NASDAQ 100(CME)
Dec01 010926 1209.00 1211.00 1147.00 1159.00 -42.00 18,439 48,687 +618
Mar02 010926 1185.00 1185.00 1165.00 1165.00 -43.00 0 5 +0
Jun02 010926 1171.00 1171.00 1171.00 1171.00 -44.00      
Total Volume and Open Interest 18,439 48,692 +618
NASDAQ 100 E-Mini(GLOBEX)
Dec01 010926 1200.0 1223.0 1147.5 1159.0 -42.0 147,920 0 +0
Mar02 010926 1165.0 1165.0 1165.0 1165.0 -43.0      
Total Volume and Open Interest 147,920    
NYSE Composite(NYBOT)
Dec01 010926 530.50 531.50 523.50 527.00 -2.00 422 5,006 -51
Mar02 010926 527.80 527.80 527.80 527.80 -1.95 10 690 +20
Jun02 010926 528.50 528.50 528.50 528.50 -2.00 0 300 +0
Total Volume and Open Interest 432 5,996 -31
S & P Midcap 400(CME)
Dec01 010926 422.00 422.50 414.50 417.50 -3.75 1,305 14,199 -28
Mar02 010926 420.35 420.35 420.35 420.35 -3.75      
Jun02 010926 424.35 424.35 424.35 424.35 -4.65      
Total Volume and Open Interest 1,305 14,199 -28
Russell 2000(CME)
Dec01 010926 399.00 399.50 389.00 392.25 -5.25 1,933 19,847 +312
Mar02 010926 394.40 394.40 394.40 394.40 -5.25      
Jun02 010926 402.00 402.00 402.00 402.00 -5.25      
Total Volume and Open Interest 1,933 19,847 +312
Value Line(KCBT)
Dec01 010926 1001.00 1004.00 975.00 982.60 -11.40 114 115 -91
Total Volume and Open Interest 114 115 -91
Nikkei 225(CME)
Dec01 010926 9720 9800 9555 9630 -200 1,722 13,437 -103
Mar02 010926 9655 9655 9655 9655 -200 0 16 +0
Total Volume and Open Interest 1,722 13,476 -103
Nikkei 225(SIMEX)
Dec01 010926 9780 9780 9530 9645 -95 15,108 94,849 +2,017
Mar02 010926 9645 9645 9645 9645 -95 0 220 +0