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MRCI's End of Day Prices
Daily Futures Price Listing Thu September 27, 2001
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Nov01 010927 466.50 467.00 460.00 461.75 -3.25 29,747 91,213 +2,351
Jan02 010927 474.50 475.00 468.75 470.25 -3.50 6,237 24,760 +768
Mar02 010927 482.00 482.00 476.00 477.00 -3.25 2,749 21,882 +57
May02 010927 484.75 486.00 479.50 480.25 -4.00 1,605 21,878 -66
Jul02 010927 489.50 490.00 484.00 484.75 -4.00 1,452 14,331 +368
Aug02 010927 485.00 485.50 485.00 485.00 -2.00 121 520 +85
Sep02 010927 481.00 481.00 481.00 481.00 -1.00 20 9 +0
Total Volume and Open Interest 42,174 177,584 +3,561
Soybean Meal(CBOT)
Oct01 010927 163.30 163.30 161.00 161.90 -1.10 12,397 11,342 -2,562
Dec01 010927 162.30 162.30 159.00 160.70 -0.90 24,439 50,969 -2,279
Jan02 010927 161.00 161.60 158.50 160.10 -0.60 4,798 16,868 +413
Mar02 010927 160.30 160.40 157.90 158.80 -0.80 2,378 12,114 -180
May02 010927 159.30 159.30 156.70 157.70 -0.30 3,155 11,840 +296
Jul02 010927 158.50 159.00 156.60 157.20 -0.70 1,133 9,203 +338
Aug02 010927 157.50 157.80 156.00 156.10 +0.40 637 2,365 +390
Sep02 010927 157.00 157.00 154.70 154.70 -0.50 272 1,399 -53
Total Volume and Open Interest 49,213 117,241 -3,636
Soybean Oil(CBOT)
Oct01 010927 16.30 16.32 16.03 16.03 -0.26 10,116 13,835 -1,540
Dec01 010927 16.56 16.60 16.31 16.32 -0.30 11,936 68,576 -810
Jan02 010927 16.80 16.82 16.53 16.54 -0.28 1,048 21,289 -562
Mar02 010927 17.08 17.08 16.77 16.77 -0.33 538 14,658 +100
May02 010927 17.35 17.35 17.04 17.04 -0.34 371 17,268 +142
Jul02 010927 17.59 17.60 17.30 17.30 -0.32 270 8,795 +182
Aug02 010927 17.37 17.37 17.37 17.37 -0.33 93 1,292 +93
Sep02 010927 17.60 17.65 17.48 17.48 -0.32 3 1,238 +3
Total Volume and Open Interest 24,385 149,444 -2,387
Canola(WCE)
Nov01 010927 346.0 346.2 341.5 341.5 -3.8 3,019 37,057 -797
Jan02 010927 344.6 345.0 341.5 342.0 -3.5 2,736 19,152 +911
Mar02 010927 346.0 346.0 341.7 341.9 -3.6 456 9,333 +137
May02 010927 345.0 345.0 342.1 342.1 -3.0 15 1,220 +5
Jul02 010927 343.5 343.5 342.7 342.7 -2.9 70 1,711 +42
Total Volume and Open Interest 6,392 71,484 +358
Corn(CBOT)
Nov01 010927 211.50 212.00 211.00 211.75 -0.75 321 3,234 -168
Dec01 010927 216.75 216.75 215.00 216.00 -0.75 31,363 234,662 -820
Jan02 010927 220.00 220.00 219.50 220.00 -0.50 4 485 +1
Mar02 010927 229.00 229.00 227.00 227.75 -1.00 8,354 83,213 +1,164
May02 010927 236.25 236.25 234.25 235.25 -0.50 2,265 24,996 +483
Jul02 010927 240.75 240.75 239.00 240.25 -0.50 2,191 26,183 +504
Total Volume and Open Interest 46,071 391,077 +698
Wheat(CBOT)
Dec01 010927 276.00 276.50 273.50 274.50 -1.00 21,582 91,484 -1,757
Mar02 010927 286.50 286.50 284.00 285.00 -1.25 9,584 28,614 -1,371
May02 010927 290.00 290.00 288.00 288.00 unch 645 4,285 -193
Jul02 010927 292.75 294.00 291.50 291.75 -1.00 810 5,507 -80
Sep02 010927 295.50 295.50 295.50 295.50 -1.00 0 81 +0
Total Volume and Open Interest 32,637 130,978 -3,399
Wheat(KCBT)
Dec01 010927 294.50 295.75 293.50 295.00 +1.00 6,909 53,931 -466
Mar02 010927 308.00 308.00 306.25 307.25 -0.25 917 17,805 +211
May02 010927 313.50 313.50 312.50 313.25 +0.50 193 4,322 +8
Jul02 010927 317.50 318.00 317.50 318.00 +0.50 73 1,026 +46
Sep02 010927 323.00 324.00 323.00 324.00 +0.50 3 5 +3
Total Volume and Open Interest 8,095 77,093 -198
Wheat(MGE)
Dec01 010927 311.50 312.50 309.50 310.50 -0.75 1,481 19,663 +366
Mar02 010927 324.50 325.25 322.50 323.00 -0.75 680 4,708 +186
May02 010927 333.00 333.00 330.75 330.75 -0.75 208 1,103 +31
Jul02 010927 340.00 340.00 337.75 337.75 -1.75 82 248 +42
Sep02 010927 346.00 346.00 345.00 345.00 -3.50 0 46 +0
Total Volume and Open Interest 2,451 25,803 +625
Oats(CBOT)
Dec01 010927 161.50 163.50 160.00 160.50 -0.25 1,574 6,766 +107
Mar02 010927 151.25 153.50 150.00 150.00 -1.00 356 2,507 +101
May02 010927 146.00 146.50 145.25 145.25 +0.25 73 606 +35
Jul02 010927 143.50 143.50 141.00 141.00 -0.50 25 498 +25
Total Volume and Open Interest 2,028 10,389 +268
Rough Rice(MCE)
Nov01 010927 4.12 4.18 4.04 4.04 -0.07 329 2,850 -120
Jan02 010927 4.37 4.44 4.28 4.29 -0.06 191 1,149 +104
Mar02 010927 4.63 4.66 4.51 4.51 -0.07 152 769 +47
May02 010927 4.87 4.87 4.73 4.73 -0.08 0 328 +0
Total Volume and Open Interest 674 5,206 +32
Live Cattle(CME)
Oct01 010927 67.125 67.325 66.850 67.025 +0.050 7,959 20,080 -784
Dec01 010927 68.450 68.775 68.200 68.225 -0.375 10,252 42,068 +1,186
Feb02 010927 71.250 71.550 70.900 70.950 -0.350 4,853 26,347 +65
Apr02 010927 73.275 73.350 72.900 72.900 -0.425 1,674 10,504 +125
Jun02 010927 70.250 70.250 69.750 69.875 -0.325 1,617 12,301 -205
Aug02 010927 71.050 71.050 70.450 70.600 -0.425 188 1,373 -23
Total Volume and Open Interest 26,587 112,915 +381
Feeder Cattle(CME)
Sep01 010927 89.550 89.600 89.525 89.575 +0.175 181 1,472 -66
Oct01 010927 85.850 86.300 85.700 85.950 -0.025 1,872 5,344 -829
Nov01 010927 85.850 86.400 85.700 85.950 -0.200 844 4,321 +22
Jan02 010927 86.150 86.400 85.850 86.000 -0.200 440 2,744 -7
Mar02 010927 86.000 86.250 85.825 86.000 unch 176 867 +107
Apr02 010927 85.925 86.100 85.900 86.050 -0.200 33 531 +14
May02 010927 85.600 85.750 85.550 85.750 unch 38 324 +27
Total Volume and Open Interest 3,595 15,707 -721
Lean Hogs(CME)
Oct01 010927 57.800 58.400 57.650 57.925 +0.050 4,279 13,976 -1,706
Dec01 010927 53.500 54.225 53.300 53.625 -0.150 4,272 20,217 +410
Feb02 010927 53.950 54.525 53.850 54.025 -0.225 801 4,901 +141
Apr02 010927 55.450 55.900 55.250 55.250 -0.200 179 2,003 +14
Jun02 010927 62.750 62.900 62.600 62.775 -0.175 100 514 +31
Jul02 010927 60.025 60.100 60.000 60.100 unch 20 206 -1
Aug02 010927 58.750 58.750 58.750 58.750 -0.100 20 108 +5
Oct02 010927 53.750 53.750 53.725 53.725 -0.250 4 77 +0
Total Volume and Open Interest 9,693 42,477 -1,102
Pork Bellies(CME)
Feb02 010927 74.875 76.550 74.500 75.125 -0.175 1,198 2,186 -343
Mar02 010927 75.150 75.350 74.750 74.900 -0.300 39 81 +25
May02 010927 78.075 78.075 78.075 78.075 -0.325 22 43 +14
Jul02 010927 76.900 76.900 76.900 76.900 unch 6 19 +2
Aug02 010927 76.900 76.900 76.900 76.900 unch 0 4 +0
Total Volume and Open Interest 1,265 2,333 -302
Cocoa(NYBOT)
Dec01 010927 1020 1075 1015 1066 +48 4,677 23,523 -347
Mar02 010927 1023 1070 1020 1064 +44 1,167 20,332 -273
May02 010927 1049 1070 1049 1070 +43 45 9,467 -189
Jul02 010927 1044 1078 1044 1078 +43 83 6,180 +33
Sep02 010927 1086 1086 1086 1086 +43 0 6,201 +0
Dec02 010927 1101 1101 1101 1101 +44 0 11,963 +0
Mar03 010927 1114 1114 1114 1114 +42 140 8,513 -134
Total Volume and Open Interest 6,112 89,486 -910
Coffee "C"(NYBOT)
Dec01 010927 49.35 49.80 48.80 49.15 unch 3,271 35,715 -656
Mar02 010927 52.20 52.40 51.60 51.90 +0.05 1,184 10,143 +69
May02 010927 53.65 53.70 53.00 53.20 +0.10 137 3,696 -69
Jul02 010927 55.00 55.00 54.25 54.70 +0.10 179 2,833 +53
Sep02 010927 56.00 56.00 55.50 55.70 unch 133 1,672 +27
Dec02 010927 57.75 57.75 57.50 57.50 unch 157 1,461 -18
Total Volume and Open Interest 5,061 55,520 -594
Orange Juice(NYBOT)
Nov01 010927 81.10 81.25 79.65 80.00 -1.40 648 12,031 -108
Jan02 010927 83.40 83.40 82.10 82.25 -1.60 67 1,812 +28
Mar02 010927 86.50 86.50 85.25 85.25 -1.60 4 1,837 +0
May02 010927 87.75 87.75 87.75 87.75 -1.60 0 779 +0
Jul02 010927 90.50 90.50 90.50 90.50 -1.55 0 80 +0
Total Volume and Open Interest 719 16,689 -80
Sugar #11(NYBOT)
Oct01 010927 6.79 6.95 6.78 6.85 -0.09 14,859 19,283 -6,041
Mar02 010927 6.78 6.85 6.72 6.76 -0.02 13,847 79,327 +4,701
May02 010927 6.61 6.70 6.60 6.63 -0.01 1,192 11,287 +175
Jul02 010927 6.50 6.57 6.44 6.48 -0.01 1,015 16,686 +5
Oct02 010927 6.63 6.72 6.63 6.64 unch 570 6,889 +251
Total Volume and Open Interest 31,576 138,298 -883
London Cocoa(LCE)
Sep01 010913 675 691 675 691 +10 1,755 907 -1,755
Dec01 010927 745 779 740 766 +21 1,860 37,341 +191
Mar02 010927 763 796 760 784 +20 982 57,390 -119
May02 010927 774 803 774 796 +19 945 28,762 +19
Jul02 010927 780 806 780 801 +17 236 16,136 +198
Sep02 010927 789 807 787 807 +17 1 9,760 +0
Dec02 010927 799 816 796 816 +15 52 2,801 +51
Total Volume and Open Interest 4,108 154,597 +343
London Coffee(LCE)
Sep01 010927 414.00 414.00 408.00 408.00 -5.00 41 191 +40
Nov01 010927 432.00 438.00 430.00 431.00 -2.00 1,501 29,114 -332
Jan02 010927 445.00 449.00 444.00 444.00 -2.00 917 30,288 +45
Mar02 010927 462.00 467.00 460.00 461.00 -3.00 363 15,385 +224
May02 010927 481.00 482.00 477.00 477.00 -3.00 194 13,442 +151
Jul02 010927 495.00 495.00 489.00 490.00 -4.00 40 4,734 +28
Total Volume and Open Interest 3,083 96,712 +190
London Sugar(LCE)
Oct01 010914 220.00 231.50 219.60 230.00 +9.80 3,557 4,459 -1,314
Dec01 010927 209.50 210.00 207.50 209.40 +0.50 1,796 18,492 +140
Mar02 010927 211.80 212.20 210.50 211.90 +0.30 1,065 12,937 -126
May02 010927 212.20 212.20 211.20 211.90 -0.10 296 5,071 +146
Aug02 010927 209.60 209.80 207.50 208.50 -0.50 724 4,220 +447
Total Volume and Open Interest 3,976 42,848 +692
Cotton(NYBOT)
Oct01 010927 34.70 34.80 33.15 33.15 -1.75 9 65 -41
Dec01 010927 36.60 36.65 35.11 35.23 -1.37 1,902 40,375 -865
Mar02 010927 38.35 38.50 37.10 37.15 -1.35 320 8,883 +78
May02 010927 39.40 39.45 38.15 38.25 -1.20 257 5,356 +1
Jul02 010927 40.40 40.45 39.30 39.37 -1.08 282 4,139 +34
Oct02 010927 41.05 41.05 40.82 40.82 -0.83 0 192 +0
Total Volume and Open Interest 2,842 62,604 -759
Lumber(CME)
Nov01 010927 242.5 248.5 238.7 238.7 -3.9 378 1,453 -16
Jan02 010927 257.2 263.0 257.0 260.7 +3.5 135 547 +28
Mar02 010927 269.0 275.0 268.7 275.0 +8.8 13 56 +6
May02 010927 269.6 269.6 269.6 269.6 +4.4 2 9 -1
Total Volume and Open Interest 528 2,065 +17
Crude Oil(NYM)
Nov01 010927 22.45 22.94 21.95 22.74 +0.36 82,366 115,614 +2,855
Dec01 010927 22.90 23.25 22.30 23.05 +0.32 49,035 61,413 +5,509
Jan02 010927 23.00 23.30 22.55 23.14 +0.33 18,082 34,682 +308
Feb02 010927 23.15 23.35 22.80 23.23 +0.35 5,753 17,064 +718
Mar02 010927 23.20 23.25 22.90 23.25 +0.35 1,568 12,075 +490
Apr02 010927 23.15 23.30 22.95 23.23 +0.35 1,785 13,427 +134
May02 010927 22.80 23.40 22.80 23.19 +0.36 595 10,075 +340
Jun02 010927 22.65 23.20 22.65 23.13 +0.37 3,440 28,363 +1,315
Jul02 010927 23.03 23.03 23.03 23.03 +0.37 390 7,712 -122
Aug02 010927 22.90 22.90 22.90 22.90 +0.38 483 10,734 -109
Total Volume and Open Interest 171,060 416,302 +14,693
Heating Oil(NYM)
Oct01 010927 65.25 66.20 64.50 64.92 +0.13 22,255 16,227 -3,539
Nov01 010927 66.20 66.90 65.10 65.92 +0.11 20,939 35,976 +2,293
Dec01 010927 66.70 67.70 66.00 66.64 +0.08 8,640 28,982 +1,235
Jan02 010927 67.35 68.20 66.75 67.24 +0.08 4,197 18,694 -608
Feb02 010927 67.00 68.20 66.90 67.04 +0.08 1,569 13,318 +376
Mar02 010927 65.75 66.50 65.30 65.44 +0.08 2,761 14,998 +691
Apr02 010927 64.25 66.00 63.35 63.94 +0.08 945 4,648 +150
May02 010927 63.00 64.25 62.25 62.64 +0.08 191 2,949 +166
Jun02 010927 62.75 63.30 62.24 62.24 +0.08 1,082 5,018 +842
Jul02 010927 62.70 63.20 62.34 62.34 +0.08 205 1,449 +98
Total Volume and Open Interest 64,379 148,887 +2,751
Unleaded Gas(NYM)
Oct01 010927 63.30 64.20 61.20 63.76 +1.37 25,187 18,261 -3,507
Nov01 010927 62.50 63.60 61.00 63.41 +1.12 16,482 21,796 +1,106
Dec01 010927 61.90 64.00 61.50 63.81 +1.22 3,673 7,112 +290
Jan02 010927 62.40 64.40 62.40 64.38 +1.39 1,206 6,455 +546
Feb02 010927 63.70 64.98 63.70 64.98 +1.39 159 4,285 +129
Mar02 010927 63.70 65.78 63.70 65.78 +1.39 689 6,108 +493
Apr02 010927 71.60 73.03 71.60 72.03 +1.34 1,047 7,535 +635
May02 010927 71.75 72.48 71.75 72.48 +1.39 529 5,800 +266
Total Volume and Open Interest 49,509 82,761 +386
Natural Gas(NYM)
Nov01 010927 2.290 2.300 2.210 2.253 unch 24,819 57,085 +1,441
Dec01 010927 2.655 2.670 2.595 2.624 -0.009 10,375 39,435 +3,505
Jan02 010927 2.860 2.865 2.800 2.826 -0.009 8,138 41,710 -1,155
Feb02 010927 2.855 2.860 2.800 2.826 -0.009 2,082 27,707 -126
Mar02 010927 2.830 2.830 2.770 2.794 -0.011 2,949 27,845 +1,017
Apr02 010927 2.780 2.780 2.720 2.736 -0.014 1,372 32,694 +82
May02 010927 2.805 2.805 2.740 2.761 -0.014 1,335 19,433 -149
Jun02 010927 2.860 2.860 2.790 2.813 -0.014 902 13,585 +233
Total Volume and Open Interest 101,880 472,089 -31,848
Brent Crude Oil(IPE)
Nov01 010927 22.80 23.12 22.15 22.79 -0.21 59,053 53,924 -1,167
Dec01 010927 22.80 23.07 22.23 22.87 -0.07 43,596 61,669 -2,114
Jan02 010927 23.00 23.00 22.28 22.87 -0.05 16,872 26,764 -2,290
Feb02 010927 22.80 22.92 22.43 22.83 -0.06 5,997 14,810 -1,027
Mar02 010927 22.75 22.78 22.35 22.68 -0.09 3,251 9,083 +3
Apr02 010927 22.47 22.65 22.37 22.54 -0.10 2,825 9,925 +314
May02 010927 22.40 22.40 22.40 22.40 -0.12 75 5,010 +150
Jun02 010927 22.20 22.28 22.15 22.28 -0.12 3,370 18,931 -1,422
Total Volume and Open Interest 138,877 229,979 -6,418
Gas Oil(IPE)
Oct01 010927 206.00 210.50 204.00 209.75 +12.25 16,385 32,952 +3,641
Nov01 010927 205.00 206.75 202.25 206.00 +10.50 14,593 27,581 +2,403
Dec01 010927 204.50 205.50 202.00 205.25 +10.50 6,373 30,302 +1,187
Jan02 010927 203.25 205.00 202.50 204.50 +10.00 4,035 12,004 +1,221
Feb02 010927 203.00 203.50 202.75 203.00 +9.00 252 6,275 +175
Mar02 010927 200.50 200.75 200.00 200.50 +9.00 15 3,711 +0
Apr02 010927 198.00 198.00 198.00 198.00 +9.00 5 2,408 +0
May02 010927 196.00 196.00 195.75 195.75 +7.00 0 959 +0
Total Volume and Open Interest 43,827 129,179 +9,416
US Dollar Index(NYBOT)
Dec01 010927 113.16 113.62 113.05 113.50 +0.82 237 5,257 +39
Mar02 010927 113.54 114.00 113.54 114.00 +0.82 3 2,015 +3
Jun02 010927 114.50 114.50 114.50 114.50 +0.82 0 2 +0
Total Volume and Open Interest 240 7,274 +42
Australian Dollar(IMM)
Dec01 010927 48.35 48.75 48.33 48.53 -0.25 1,279 22,493 +34
Mar02 010927 48.33 48.33 48.33 48.33 -0.25 7 323 +1
Jun02 010927 48.13 48.13 48.13 48.13 -0.25 0 2 +0
Total Volume and Open Interest 1,286 22,831 +35
British Pound(IMM)
Dec01 010927 146.80 147.06 146.54 146.80 -0.08 2,809 40,008 -74
Mar02 010927 146.12 146.12 146.12 146.12 -0.08 1 21 +1
Jun02 010927 145.44 145.44 145.44 145.44 -0.08 0 1 +0
Total Volume and Open Interest 2,810 40,030 -73
Canadian Dollar(IMM)
Dec01 010927 63.48 63.49 63.21 63.25 -0.26 6,006 66,125 +1,523
Mar02 010927 63.40 63.40 63.10 63.20 -0.26 155 2,451 +30
Jun02 010927 63.40 63.40 63.10 63.16 -0.26 39 708 +28
Sep02 010927 63.20 63.20 63.14 63.14 -0.26 3 89 +3
Total Volume and Open Interest 6,214 69,414 +1,587
Japanese Yen(IMM)
Dec01 010927 84.23 84.28 83.75 84.03 -1.31 13,407 90,077 +417
Mar02 010927 84.56 84.56 84.56 84.56 -1.31 14 152 +8
Jun02 010927 85.09 85.09 85.09 85.09 -1.31 0 16 +0
Total Volume and Open Interest 12,738    
Deutsche Mark(IMM)
Dec01 010927 46.80 46.80 46.80 46.80 -0.31 0 197 +0
Total Volume and Open Interest 0 197 +0
Swiss Franc(IMM)
Dec01 010927 62.20 62.28 61.81 61.99 -0.62 6,957 48,211 -577
Mar02 010927 61.94 62.03 61.94 62.03 -0.62 13 98 -1
Jun02 010927 62.10 62.10 62.10 62.10 -0.62 4 3 +0
Total Volume and Open Interest 6,974 48,312 -578
EuroFX(IMM)
Dec01 010927 91.85 91.94 91.37 91.53 -0.60 10,271 106,601 -784
Mar02 010927 91.37 91.47 91.32 91.32 -0.60 6 844 +3
Jun02 010927 91.50 91.50 91.15 91.15 -0.60 0 150 +0
Total Volume and Open Interest 10,277 107,637 -781
Mexican Peso(IMM)
Sep01 010917 10480.0 10580.0 10480.0 10570.0 +83.0 4,258 18,328 -1,231
Dec01 010927 10210.0 10295.0 10210.0 10275.0 +8.0 2,235 10,125 -279
Total Volume and Open Interest 2,235 12,673 -279
30-Year T-Bonds(CBOT)
Dec01 010927 104~17 105~14 104~16 105~10 +0~25 230,953 512,469 +3,241
Mar02 010927 104~14 104~14 103~20 104~12 +0~25 285 15,569 +133
Jun02 010927 103~13 103~14 103~13 103~14 +0~23 171 462 +18
Total Volume and Open Interest 231,409 528,500 +3,392
Municipal Bonds(CBOT)
Dec01 010927 105~11 106~00 105~06 106~00 +0~23 1,770 7,725 +335
Total Volume and Open Interest 1,770 7,725 +335
10-Year T-Notes(CBOT)
Dec01 010927 108~155 109~025 108~130 108~295 +0~145 196,605 557,041 +2,519
Mar02 010927 107~210 107~305 107~200 107~265 +0~140 114 2,059 +69
Total Volume and Open Interest 196,719 559,100 +2,588
5-Year T-Notes(CBOT)
Dec01 010927 108~115 108~185 108~110 108~130 +0~060 56,442 422,851 -3,906
Mar02 010927 107~130 107~130 107~130 107~130 +0~060 0 238 -210
Total Volume and Open Interest 56,442 423,089 -4,116
2 Year T-Notes(CBOT)
Dec01 010927 105~032 105~044 105~029 105~033 +0~011 3,975 63,940 -3,909
Total Volume and Open Interest 4,119 67,237 -3,923
3-Mth T-Bills(IMM)
Dec01 010927 97.86 97.87 97.86 97.87 +0.03 15 1,049 +15
Total Volume and Open Interest 15 1,049 +15
Eurodollars(IMM)
Dec01 010927 97.585 97.615 97.585 97.585 +0.010 96,050 818,137 -3,981
Mar02 010927 97.515 97.535 97.495 97.505 +0.005 121,920 537,221 +2,315
Jun02 010927 97.170 97.210 97.165 97.185 +0.045 124,579 554,783 +2,825
Sep02 010927 96.725 96.785 96.725 96.750 +0.065 87,041 408,156 +5,007
Dec02 010927 96.210 96.290 96.210 96.250 +0.080 63,381 347,289 +1,748
Mar03 010927 95.885 95.955 95.885 95.930 +0.085 36,625 226,441 +3,438
Jun03 010927 95.560 95.625 95.560 95.615 +0.095 28,196 160,901 -3,448
Sep03 010927 95.320 95.370 95.320 95.360 +0.090 25,024 169,348 -2,730
Dec03 010927 95.075 95.125 95.075 95.115 +0.090 12,632 133,349 +1,892
Mar04 010927 94.990 95.040 94.990 95.030 +0.090 10,534 145,978 +4
Jun04 010927 94.845 94.890 94.845 94.885 +0.095 9,047 111,022 -755
Sep04 010927 94.715 94.755 94.710 94.755 +0.095 9,957 94,716 -258
Total Volume and Open Interest 694,452 4,366,954 +15,550
3-Mth Euro-Yen(IMM)
Sep01 010914 99.95 99.95 99.94 99.94 unch 1,008 20,434 -432
Dec01 010927 99.91 99.91 99.91 99.91 unch 476 18,652 -549
Mar02 010927 99.90 99.90 99.89 99.89 -0.01 30 8,359 -7
Jun02 010927 99.90 99.90 99.90 99.90 unch 85 9,896 -48
Sep02 010927 99.87 99.88 99.87 99.88 unch 2 2,837 -243
Dec02 010927 99.82 99.82 99.82 99.82 unch 0 1,028 -4
Mar03 010927 99.78 99.78 99.78 99.78 unch 10 313 +10
Jun03 010927 99.75 99.75 99.75 99.75 unch 0 158 +0
Sep03 010927 99.69 99.69 99.69 99.69 -0.01 0 15 +0
Dec03 010927 99.60 99.60 99.60 99.60 unch 0 2 +0
Total Volume and Open Interest 603 41,480 -841
3-Mth Euro-Yen(SIMEX)
Dec01 010927 99.90 99.91 99.90 99.91 +0.01 1,369 93,564 -857
Mar02 010927 99.90 99.90 99.90 99.90 +0.01 460 62,140 +217
Jun02 010927 99.90 99.90 99.90 99.90 unch 574 56,354 -83
Sep02 010927 99.88 99.88 99.87 99.87 unch 865 26,072 +534
Dec02 010927 99.82 99.82 99.82 99.82 unch 38 9,956 -4
Mar03 010927 99.78 99.78 99.78 99.78 +0.00 0 13,938 +0
Jun03 010927 99.75 99.75 99.74 99.74 unch 0 12,758 +0
Sep03 010927 99.68 99.68 99.68 99.68 unch 0 6,864 +0
Total Volume and Open Interest 3,306 294,736 -193
Euro Notional Bond(MATIF)
Dec01 010927 89.11 89.50 89.11 89.39 +0.28 2,260 25,978 +1,092
Mar02 010927 89.54 89.54 89.54 89.54 +0.37      
Jun02 010927 89.70 89.70 89.70 89.70 +0.22      
Total Volume and Open Interest 2,260 25,978 +1,092
3-Month Euribor(MATIF)
Dec01 010927 96.60 96.60 96.60 96.60 unch 0 2,845 +0
Mar02 010927 96.75 96.75 96.75 96.75 +0.05 0 2,592 +0
Jun02 010927 96.70 96.70 96.70 96.70 +0.05 0 308 +0
Total Volume and Open Interest 0 6,618 +0
German Euro-Bund(EUREX)
Dec01 010927 108.77 108.92 108.68 108.80 +0.16 545,525 611,316 +6,777
Mar02 010927 108.35 108.41 108.35 108.39 +0.14 1,878 5,544 +57
Jun02 010927 108.40 108.40 108.40 108.40 +0.15 3,993 295 +0
Total Volume and Open Interest 551,396 617,155 +6,834
German Euro-Bobl(EUREX)
Dec01 010927 108.14 108.34 108.11 108.29 +0.22 292,073 487,149 -863
Mar02 010927 107.67 107.79 107.67 107.77 +0.24 330 3,420 +0
Jun02 010927 107.65 107.65 107.65 107.65 +0.22 0 814 +0
Total Volume and Open Interest 292,403 491,383 -863
Long Gilt(LIFFE)
Dec01 010927 114~31 115~04 114~25 114~31 +0~06 33,795 71,428 +982
Mar02 010927 114~08 114~08 114~08 114~08 +0~06      
Total Volume and Open Interest 34,119 71,428 -11,507
3-Mth Short Sterling(LIFFE)
Dec01 010927 95.72 95.75 95.69 95.70 unch 31,399 0 +0
Mar02 010927 95.72 95.73 95.69 95.70 +0.02 26,259 0 +0
Jun02 010927 95.46 95.52 95.45 95.49 +0.06 22,126 0 +0
Total Volume and Open Interest 107,995    
3-Mth Euribor(LIFFE)
Dec01 010927 96.635 96.635 96.610 96.615 +0.005 108,992 469,676 -13,416
Mar02 010927 96.740 96.765 96.725 96.745 +0.030 57,154 372,821 +4,135
Jun02 010927 96.660 96.690 96.645 96.680 +0.050 34,691 272,518 -1,479
Total Volume and Open Interest 277,573 1,795,513 -8,262
3-Mth Aus T-Bills(SFE)
Dec01 010927 95.87 95.87 95.85 95.86 +0.01 10,059 194,602 +2,431
Mar02 010927 95.92 95.93 95.89 95.90 +0.01 4,136 79,844 +388
Jun02 010927 95.75 95.77 95.73 95.73 +0.02 1,954 33,538 +1,257
Sep02 010927 95.47 95.50 95.45 95.46 +0.03 841 19,993 +566
Dec02 010927 95.18 95.21 95.17 95.18 +0.05 108 13,440 +40
Mar03 010927 94.97 94.98 94.95 94.96 +0.04 191 8,241 +127
Jun03 010927 94.80 94.80 94.79 94.79 +0.04 292 6,027 +160
Sep03 010927 94.64 94.64 94.63 94.63 +0.03 350 4,306 +292
Dec03 010927 94.52 94.52 94.52 94.52 +0.03 80 2,094 +38
Mar04 010927 94.43 94.43 94.43 94.43 +0.03 200 1,596 +90
Total Volume and Open Interest 18,611 365,970 +5,489
10-Year Aus T-Bonds(SFE)
Dec01 010927 94.39 94.44 94.38 94.43 +0.09 2,312 138,512 +5,467
Mar02 010927 94.39 94.39 94.39 94.39 +0.05      
Total Volume and Open Interest 12,479 133,045 +4,873
3-Year Aus T-Bonds(SFE)
Dec01 010927 95.43 95.44 95.39 95.41 +0.03 35,473 233,383 +11,689
Mar02 010927 95.41 95.41 95.41 95.41 +0.03      
Total Volume and Open Interest 35,473 233,383 +11,689
Gold(CMX)
Oct01 010927 289.0 292.5 289.0 291.7 -1.6 3,910 2,488 -2,973
Dec01 010927 291.2 294.4 290.6 293.2 -1.6 20,936 97,866 +4,294
Feb02 010927 292.2 295.0 290.8 293.7 -1.6 666 10,497 +184
Apr02 010927 291.7 295.0 291.7 294.1 -1.7 508 3,094 +328
Jun02 010927 293.8 294.7 293.8 294.7 -1.7 148 5,265 -61
Aug02 010927 295.2 295.2 295.2 295.2 -1.7 0 2,367 +0
Total Volume and Open Interest 26,608 131,770 +1,930
Silver(CMX)
Dec01 010927 457.0 465.0 456.0 460.8 -0.7 6,904 45,814 -233
Mar02 010927 461.5 467.5 460.0 463.3 -1.1 586 9,380 +246
May02 010927 463.5 469.5 463.5 465.0 -1.2 28 933 +9
Jul02 010927 466.8 466.8 466.8 466.8 -1.3 0 1,374 +3
Sep02 010927 467.0 468.5 467.0 468.5 -1.3 1 1,123 +25
Total Volume and Open Interest 7,666 63,208 +81
Platinum(NYM)
Oct01 010927 445.0 445.1 442.2 445.1 -0.9 748 1,558 -537
Jan02 010927 433.0 434.0 429.0 433.1 -0.9 1,029 3,719 +915
Total Volume and Open Interest 1,782 5,287 +383
Palladium(NYME)
Dec01 010927 384.00 384.00 375.00 380.00 -14.40 26 1,208 +13
Total Volume and Open Interest 26 1,208 +12
Copper(CMX)
Dec01 010927 65.70 66.20 65.60 65.65 -0.10 3,408 48,310 +1,251
Mar02 010927 66.90 66.90 66.50 66.55 -0.10 55 8,033 +120
May02 010927 67.25 67.50 67.05 67.05 -0.10 20 3,054 +3
Jul02 010927 68.10 68.10 67.55 67.55 -0.10 12 2,781 +2
Sep02 010927 68.70 68.70 68.05 68.05 -0.10 12 2,655 +12
Total Volume and Open Interest 5,729 85,250 +659
DJIA Index(CBOT)
Sep01 010920 8625 8640 8320 8334 -391 9,230 17,515 -2,830
Dec01 010927 8585 8690 8480 8684 +74 20,859 28,254 +244
Mar02 010927 8570 8691 8565 8691 +74 25 463 -3
Jun02 010927 8708 8708 8708 8708 +74 0 65 +0
Total Volume and Open Interest 20,884 28,788 +241
S & P 500(CME)
Dec01 010927 1014.00 1023.00 1000.00 1022.50 +8.00 66,220 502,664 -450
Mar02 010927 1012.50 1024.70 1012.50 1024.70 +8.00 174 9,370 +65
Jun02 010927 1028.50 1028.50 1028.50 1028.50 +8.00 47 599 -27
Sep02 010927 1033.50 1033.50 1033.50 1033.50 +8.00 0 238 -1
Total Volume and Open Interest 66,493 513,184 -296
S & P 500 E-Mini(Globex)
Dec01 010927 1014.00 1023.75 1000.25 1022.50 +8.00 216,020 98,328 +2,202
Mar02 010927 1024.75 1024.75 1024.75 1024.75 +8.00 2 3 +0
Total Volume and Open Interest 216,022 98,331 +2,202
NASDAQ 100(CME)
Dec01 010927 1147.00 1163.00 1107.00 1148.00 -11.00 14,700 49,681 +994
Mar02 010927 1154.00 1154.00 1154.00 1154.00 -11.00 1 6 +1
Jun02 010927 1160.00 1160.00 1160.00 1160.00 -11.00      
Total Volume and Open Interest 14,701 49,687 +995
NASDAQ 100 E-Mini(GLOBEX)
Dec01 010927 1157.0 1165.5 1107.5 1148.0 -11.0 116,495 48,019 +332
Mar02 010927 1154.0 1154.0 1154.0 1154.0 -11.0      
Total Volume and Open Interest 116,495 48,019 +332
NYSE Composite(NYBOT)
Dec01 010927 528.00 534.00 523.50 534.00 +7.00 512 5,022 +16
Mar02 010927 534.80 534.80 534.80 534.80 +7.05 0 690 +0
Jun02 010927 535.50 535.50 535.50 535.50 +7.00 0 300 +0
Total Volume and Open Interest 512 6,012 +16
S & P Midcap 400(CME)
Dec01 010927 416.00 427.00 411.00 426.00 +8.50 1,266 13,964 -235
Mar02 010927 428.85 428.85 428.85 428.85 +8.50      
Jun02 010927 432.85 432.85 432.85 432.85 +8.50      
Total Volume and Open Interest 1,266 13,964 -235
Russell 2000(CME)
Dec01 010927 390.50 397.00 384.00 396.35 +4.10 2,188 19,899 +52
Mar02 010927 398.50 398.50 398.50 398.50 +4.10      
Jun02 010927 406.10 406.10 406.10 406.10 +4.10      
Total Volume and Open Interest 2,188 19,899 +52
Value Line(KCBT)
Dec01 010927 975.50 989.50 963.50 988.50 +5.90 132 80 -35
Total Volume and Open Interest 132 80 -35
Nikkei 225(CME)
Dec01 010927 9720 9820 9690 9800 +170 1,295 13,349 -88
Mar02 010927 9825 9825 9825 9825 +170 0 16 +0
Total Volume and Open Interest 1,295 13,388 -88
Nikkei 225(SIMEX)
Dec01 010927 9580 9735 9555 9665 +20 10,169 94,745 -104
Mar02 010927 9660 9660 9660 9660 +15