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MRCI's End of Day Prices
Daily Futures Price Listing Fri September 28, 2001
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Nov01 010928 457.25 459.75 450.50 451.25 -10.50 26,708 94,485 +3,272
Jan02 010928 465.50 468.00 460.50 461.00 -9.25 4,170 25,032 +272
Mar02 010928 473.00 474.50 466.50 467.25 -9.75 1,056 22,044 +162
May02 010928 476.50 478.50 471.50 471.75 -8.50 482 22,019 +141
Jul02 010928 482.00 482.50 475.50 475.75 -9.00 957 14,702 +371
Aug02 010928 479.00 479.00 476.00 476.00 -9.00 1 520 +0
Sep02 010928 472.00 472.00 472.00 472.00 -9.00 0 9 +0
Total Volume and Open Interest 33,498 181,826 +4,242
Soybean Meal(CBOT)
Oct01 010928 160.50 162.60 160.20 161.40 -0.50 11,387 9,345 -1,997
Dec01 010928 159.20 161.50 158.80 159.40 -1.30 15,052 50,233 -736
Jan02 010928 159.00 160.50 158.20 158.40 -1.70 2,825 16,750 -118
Mar02 010928 158.30 159.60 157.10 157.30 -1.50 1,397 12,026 -88
May02 010928 157.00 158.00 156.10 156.40 -1.30 715 11,962 +122
Jul02 010928 156.20 158.00 155.60 156.50 -0.70 1,196 9,665 +462
Aug02 010928 157.50 157.50 155.50 155.90 -0.20 33 2,393 +28
Sep02 010928 155.50 156.00 154.60 154.70 unch 93 1,439 +40
Total Volume and Open Interest 32,731 114,987 -2,254
Soybean Oil(CBOT)
Oct01 010928 15.92 15.95 15.35 15.40 -0.63 12,236 10,870 -2,965
Dec01 010928 16.18 16.21 15.50 15.55 -0.77 14,815 70,422 +1,846
Jan02 010928 16.41 16.42 15.78 15.79 -0.75 898 21,789 +500
Mar02 010928 16.65 16.70 16.09 16.11 -0.66 1,851 14,751 +93
May02 010928 16.93 16.97 16.40 16.40 -0.64 356 17,251 -17
Jul02 010928 17.20 17.20 16.65 16.65 -0.65 1,337 9,135 +340
Aug02 010928 17.20 17.25 16.70 16.70 -0.67 0 1,292 +0
Sep02 010928 17.45 17.45 16.80 16.80 -0.68 187 1,260 +22
Total Volume and Open Interest 31,684 149,267 -177
Canola(WCE)
Nov01 010928 339.5 339.5 329.0 329.7 -11.8 5,502 35,136 -1,921
Jan02 010928 339.5 339.5 331.0 331.5 -10.5 3,372 20,907 +1,755
Mar02 010928 339.5 339.5 330.7 330.8 -11.1 923 9,206 -127
May02 010928 338.6 338.6 331.2 331.2 -10.9 10 1,230 +10
Jul02 010928 341.0 341.0 330.0 330.0 -12.7 25 1,709 -2
Total Volume and Open Interest 9,919 71,241 -243
Corn(CBOT)
Nov01 010928 210.00 211.75 209.50 209.75 -2.00 511 3,226 -8
Dec01 010928 214.75 216.25 214.00 214.50 -1.50 27,083 234,290 -372
Jan02 010928 218.75 218.75 218.75 218.75 -1.25 2 484 -1
Mar02 010928 226.75 228.25 226.00 226.25 -1.50 3,723 84,040 +827
May02 010928 234.25 235.25 233.50 233.75 -1.50 850 25,181 +185
Jul02 010928 239.25 240.50 238.75 239.00 -1.25 1,278 26,181 -2
Total Volume and Open Interest 34,522 391,799 +722
Wheat(CBOT)
Dec01 010928 271.00 272.00 268.25 270.75 -3.75 15,317 89,874 -1,610
Mar02 010928 282.50 283.00 279.50 281.75 -3.25 6,838 27,757 -857
May02 010928 286.00 287.00 284.25 285.00 -3.00 418 4,401 +116
Jul02 010928 289.00 290.50 288.00 288.75 -3.00 515 5,571 +64
Sep02 010928 292.75 292.75 292.75 292.75 -2.75 0 81 +0
Total Volume and Open Interest 23,133 128,700 -2,278
Wheat(KCBT)
Dec01 010928 293.00 294.50 290.00 292.50 -2.50 2,720 53,530 -401
Mar02 010928 306.00 307.00 302.50 305.50 -1.75 465 17,859 +54
May02 010928 311.00 312.50 309.00 309.50 -3.75 188 4,425 +103
Jul02 010928 316.50 317.50 315.50 316.75 -1.25 111 1,019 -7
Sep02 010928 322.00 322.00 322.00 322.00 -2.00 5 10 +5
Total Volume and Open Interest 3,489 76,847 -246
Wheat(MGE)
Dec01 010928 310.00 310.00 305.50 306.75 -3.75 2,522 19,755 +92
Mar02 010928 322.50 322.50 319.00 319.75 -3.25 648 4,879 +171
May02 010928 330.75 330.75 327.00 327.00 -3.75 211 1,110 +7
Jul02 010928 337.00 337.00 335.50 335.50 -2.25 19 249 +1
Sep02 010928 344.00 344.00 342.00 342.00 -3.00 12 51 +5
Total Volume and Open Interest 3,416 26,079 +276
Oats(CBOT)
Dec01 010928 161.25 167.50 160.50 167.00 +6.50 1,056 6,751 -15
Mar02 010928 150.25 154.00 150.25 153.00 +3.00 163 2,570 +63
May02 010928 145.00 148.25 145.00 146.75 +1.50 218 663 +57
Jul02 010928 141.50 142.00 139.50 140.50 -0.50 76 524 +26
Total Volume and Open Interest 1,513 10,520 +131
Rough Rice(MCE)
Nov01 010928 4.08 4.08 4.04 4.05 +0.01 370 2,894 +44
Jan02 010928 4.31 4.34 4.30 4.30 +0.01 165 1,196 +47
Mar02 010928 4.53 4.55 4.52 4.52 +0.01 82 812 +43
May02 010928 4.74 4.74 4.74 4.74 +0.01 6 328 +0
Total Volume and Open Interest 624 5,339 +133
Live Cattle(CME)
Oct01 010928 67.035 67.300 66.150 66.225 -0.800 3,857 20,024 -56
Dec01 010928 68.250 68.475 67.150 67.325 -0.900 4,581 42,483 +415
Feb02 010928 71.000 71.250 69.850 69.975 -0.975 2,945 26,649 +302
Apr02 010928 72.900 73.050 71.900 72.050 -0.850 1,850 10,200 -304
Jun02 010928 69.825 70.000 68.650 68.950 -0.925 1,025 12,333 +32
Aug02 010928 70.600 70.600 69.800 70.100 -0.500 199 1,448 +75
Total Volume and Open Interest 14,517 113,360 +445
Feeder Cattle(CME)
Oct01 010928 86.050 86.225 85.025 85.200 -0.750 917 5,316 -28
Nov01 010928 86.000 86.300 84.700 85.125 -0.825 809 4,292 -29
Jan02 010928 86.300 86.300 84.650 85.125 -0.875 382 2,872 +128
Mar02 010928 86.150 86.150 84.700 85.100 -0.900 103 937 +70
Apr02 010928 86.000 86.000 84.600 85.100 -0.950 81 547 +16
May02 010928 85.325 85.325 84.800 85.100 -0.650 35 352 +28
Aug02 010928 86.000 86.000 85.550 85.700 -0.500 12 113 +9
Total Volume and Open Interest 2,723 15,808 +101
Lean Hogs(CME)
Oct01 010928 58.350 58.975 58.350 58.600 +0.675 1,969 13,192 -784
Dec01 010928 54.100 55.250 54.000 54.825 +1.200 2,120 20,192 -25
Feb02 010928 54.200 55.050 54.200 54.550 +0.525 379 4,893 -8
Apr02 010928 55.550 56.100 55.125 55.125 -0.125 164 2,034 +31
Jun02 010928 62.700 62.975 62.600 62.950 +0.175 62 537 +23
Jul02 010928 60.100 60.100 60.000 60.000 -0.100 15 207 +1
Aug02 010928 58.750 58.900 58.725 58.900 +0.150 1 107 -1
Oct02 010928 53.725 53.750 53.650 53.650 -0.075 12 83 +6
Total Volume and Open Interest 4,737 41,731 -746
Pork Bellies(CME)
Feb02 010928 75.125 76.050 74.375 74.475 -0.650 835 2,065 -121
Mar02 010928 75.025 75.750 74.000 74.050 -0.850 13 86 +5
May02 010928 76.575 77.700 76.575 77.700 -0.375 0 43 +0
Jul02 010928 77.000 77.000 75.800 75.800 -1.100 0 19 +0
Aug02 010928 76.000 76.000 76.000 76.000 -0.900 0 3 -1
Total Volume and Open Interest 848 2,216 -117
Cocoa(NYBOT)
Dec01 010928 1077 1100 1074 1077 +11 9,898 22,628 -895
Mar02 010928 1075 1100 1072 1078 +14 2,980 21,403 +1,071
May02 010928 1078 1100 1078 1082 +12 18 9,471 +4
Jul02 010928 1090 1095 1087 1087 +9 175 6,264 +84
Sep02 010928 1093 1093 1093 1093 +7 9 6,201 +0
Dec02 010928 1110 1127 1109 1109 +8 33 11,963 +0
Mar03 010928 1118 1118 1118 1118 +4 260 8,513 +0
Total Volume and Open Interest 13,373 89,650 +164
Coffee "C"(NYBOT)
Dec01 010928 49.00 49.25 48.20 48.30 -0.85 2,943 35,357 -358
Mar02 010928 51.85 51.90 51.00 51.10 -0.80 1,197 10,387 +244
May02 010928 53.10 53.15 52.50 52.60 -0.60 220 3,783 +87
Jul02 010928 54.60 54.60 54.20 54.25 -0.45 127 2,884 +51
Sep02 010928 55.70 55.70 55.00 55.25 -0.45 48 1,674 +2
Dec02 010928 57.50 57.50 57.00 57.00 -0.50 52 1,464 +3
Total Volume and Open Interest 4,587 55,549 +29
Orange Juice(NYBOT)
Nov01 010928 80.00 80.10 78.50 79.35 -0.65 1,704 12,217 +186
Jan02 010928 82.25 82.30 81.30 81.75 -0.50 368 1,856 +44
Mar02 010928 85.15 85.15 84.50 84.75 -0.50 25 1,854 +17
May02 010928 88.00 88.00 87.25 87.25 -0.50 0 779 +0
Jul02 010928 90.00 90.00 90.00 90.00 -0.50 0 80 +0
Total Volume and Open Interest 2,097 16,936 +247
Sugar #11(NYBOT)
Oct01 010928 6.85 6.85 6.55 6.70 -0.15 13,470 14,741 -4,542
Mar02 010928 6.76 6.77 6.51 6.63 -0.13 15,038 80,358 +1,031
May02 010928 6.59 6.60 6.39 6.51 -0.12 1,073 11,330 +43
Jul02 010928 6.43 6.48 6.29 6.39 -0.09 651 16,756 +70
Oct02 010928 6.62 6.64 6.45 6.55 -0.09 414 7,186 +297
Total Volume and Open Interest 30,809 135,156 -3,142
London Cocoa(LCE)
Sep01 010913 675 691 675 691 +10 1,755 907 -1,755
Dec01 010928 770 798 767 795 +29 4,809 37,387 +46
Mar02 010928 791 815 787 813 +29 1,848 57,360 -30
May02 010928 799 827 799 825 +29 2,741 28,749 -13
Jul02 010928 815 832 810 830 +29 2,271 17,835 +1,699
Sep02 010928 821 838 812 835 +28 550 9,819 +59
Dec02 010928 832 846 829 846 +30 680 3,361 +560
Total Volume and Open Interest 12,909 156,928 +2,331
London Coffee(LCE)
Sep01 010928 408.00 408.00 407.00 408.00 unch 373 564 +373
Nov01 010928 431.00 433.00 426.00 427.00 -4.00 1,810 28,899 -215
Jan02 010928 444.00 445.00 440.00 440.00 -4.00 906 30,477 +189
Mar02 010928 461.00 463.00 457.00 457.00 -4.00 460 15,489 +104
May02 010928 479.00 479.00 474.00 474.00 -3.00 251 13,549 +107
Jul02 010928 490.00 493.00 488.00 488.00 -2.00 525 5,131 +397
Total Volume and Open Interest 4,439 97,777 +1,065
London Sugar(LCE)
Oct01 010914 220.00 231.50 219.60 230.00 +9.80 3,557 4,459 -1,314
Dec01 010928 208.30 210.00 206.60 209.00 -0.40 1,868 18,272 -220
Mar02 010928 210.50 214.00 207.90 210.00 -1.90 536 12,955 +18
May02 010928 211.50 212.00 208.00 209.30 -2.60 464 5,257 +186
Aug02 010928 208.30 209.00 204.10 205.50 -3.00 343 4,430 +210
Total Volume and Open Interest 3,306 43,091 +243
Cotton(NYBOT)
Oct01 010928 33.75 33.75 33.50 33.50 +0.35 30 27 -38
Dec01 010928 35.25 35.35 34.65 34.88 -0.35 4,614 40,378 +3
Mar02 010928 37.25 37.25 36.65 36.85 -0.30 687 8,980 +97
May02 010928 38.20 38.20 37.80 37.85 -0.40 459 5,452 +96
Jul02 010928 39.35 39.35 39.00 39.05 -0.32 403 4,229 +90
Oct02 010928 40.75 40.75 40.48 40.48 -0.34 5 192 +0
Total Volume and Open Interest 6,298 62,889 +285
Lumber(CME)
Nov01 010928 242.0 248.0 240.0 242.5 +3.8 510 1,441 -12
Jan02 010928 259.5 265.0 259.5 262.4 +1.7 237 471 -76
Mar02 010928 275.0 275.8 272.0 275.8 +0.8 15 66 +10
May02 010928 276.0 276.0 276.0 276.0 +6.4 0 9 +0
Total Volume and Open Interest 762 1,987 -78
Crude Oil(NYM)
Nov01 010928 23.15 23.49 23.03 23.43 +0.69 56,833 116,332 +718
Dec01 010928 23.15 23.80 23.15 23.68 +0.63 37,352 62,955 +1,542
Jan02 010928 23.45 23.88 23.35 23.76 +0.62 10,892 35,557 +875
Feb02 010928 23.70 23.90 23.58 23.84 +0.61 3,226 17,247 +183
Mar02 010928 23.40 23.86 23.40 23.86 +0.61 1,842 11,719 -356
Apr02 010928 23.60 23.83 23.55 23.83 +0.60 1,551 13,704 +277
May02 010928 23.55 23.77 23.55 23.77 +0.58 648 10,062 -13
Jun02 010928 23.35 23.70 23.35 23.69 +0.56 1,776 28,977 +614
Jul02 010928 23.59 23.59 23.59 23.59 +0.56 100 7,799 +87
Aug02 010928 23.46 23.46 23.46 23.46 +0.56 0 10,734 +0
Total Volume and Open Interest 117,064 420,041 +3,739
Heating Oil(NYM)
Oct01 010928 66.00 67.30 66.00 66.35 +1.43 19,610 10,942 -5,285
Nov01 010928 66.80 67.80 66.50 66.99 +1.07 19,273 38,633 +2,657
Dec01 010928 67.90 68.60 67.50 67.74 +1.10 6,068 30,574 +1,592
Jan02 010928 68.90 69.00 67.80 68.29 +1.05 2,709 19,780 +1,086
Feb02 010928 69.00 69.00 68.00 68.04 +1.00 634 13,298 -20
Mar02 010928 67.00 67.40 66.49 66.49 +1.05 970 15,387 +389
Apr02 010928 65.15 66.00 65.04 65.04 +1.10 394 4,696 +48
May02 010928 64.00 65.00 63.79 63.79 +1.15 293 3,206 +257
Jun02 010928 63.75 64.50 63.39 63.39 +1.15 646 5,291 +273
Jul02 010928 63.75 64.50 63.49 63.49 +1.15 36 1,467 +18
Total Volume and Open Interest 50,857 149,798 +911
Unleaded Gas(NYM)
Oct01 010928 64.50 68.80 64.50 67.99 +4.23 22,938 14,280 -3,981
Nov01 010928 64.20 65.80 64.20 64.49 +1.08 17,579 24,583 +2,787
Dec01 010928 64.50 65.55 64.00 64.18 +0.37 5,360 8,350 +1,238
Jan02 010928 65.90 65.90 64.58 64.58 +0.20 1,536 7,131 +676
Feb02 010928 66.40 66.50 65.18 65.18 +0.20 123 4,220 -65
Mar02 010928 66.70 67.40 65.93 65.93 +0.15 416 6,428 +320
Apr02 010928 73.50 73.50 72.03 72.03 unch 1,417 8,779 +1,244
May02 010928 74.00 74.00 72.43 72.43 -0.05 409 6,191 +391
Total Volume and Open Interest 50,738 86,369 +3,608
Natural Gas(NYM)
Nov01 010928 2.240 2.280 2.205 2.244 -0.009 13,327 58,793 +1,708
Dec01 010928 2.620 2.660 2.575 2.622 -0.002 4,910 38,438 -997
Jan02 010928 2.820 2.865 2.800 2.832 +0.006 2,671 43,788 +2,078
Feb02 010928 2.820 2.865 2.800 2.832 +0.006 1,509 27,613 -94
Mar02 010928 2.790 2.830 2.760 2.802 +0.008 1,480 28,126 +281
Apr02 010928 2.720 2.770 2.700 2.742 +0.006 923 32,719 +25
May02 010928 2.750 2.805 2.740 2.772 +0.011 510 19,153 -280
Jun02 010928 2.790 2.850 2.790 2.822 +0.009 525 13,508 -77
Total Volume and Open Interest 28,295 464,374 -7,715
Brent Crude Oil(IPE)
Nov01 010928 23.13 23.33 22.92 23.26 +0.47 38,450 61,945 +8,021
Dec01 010928 23.08 23.41 23.05 23.33 +0.46 25,423 63,934 +2,265
Jan02 010928 23.30 23.44 23.10 23.34 +0.47 6,835 26,510 -254
Feb02 010928 23.28 23.42 23.09 23.33 +0.50 1,923 15,387 +577
Mar02 010928 23.15 23.20 23.06 23.20 +0.52 896 9,199 +116
Apr02 010928 23.05 23.07 22.95 23.07 +0.53 387 9,598 -327
May02 010928 22.80 22.95 22.80 22.95 +0.55 0 5,010 +0
Jun02 010928 22.67 22.84 22.60 22.84 +0.56 450 17,952 -979
Total Volume and Open Interest 76,114 239,343 +9,364
Gas Oil(IPE)
Oct01 010928 209.75 213.75 209.75 212.75 +3.00 14,831 31,976 -976
Nov01 010928 207.25 211.00 207.25 209.00 +3.00 11,432 28,643 +1,062
Dec01 010928 209.50 210.00 207.00 209.00 +3.75 7,027 30,687 +385
Jan02 010928 208.25 208.50 206.00 208.50 +4.00 3,691 13,660 +1,656
Feb02 010928 206.50 208.25 204.50 207.00 +4.00 374 6,304 +29
Mar02 010928 204.00 204.50 202.75 204.50 +4.00 255 3,816 +105
Apr02 010928 201.50 202.25 201.50 202.25 +4.25 50 2,408 +0
May02 010928 201.25 201.25 201.25 201.25 +5.50 275 1,194 +235
Total Volume and Open Interest 39,350 132,460 +3,281
US Dollar Index(NYBOT)
Dec01 010928 113.68 114.12 113.65 113.96 +0.46 389 5,260 +3
Mar02 010928 114.65 114.65 114.46 114.46 +0.46 1 2,016 +1
Jun02 010928 114.96 114.96 114.96 114.96 +0.46 0 2 +0
Total Volume and Open Interest 390 7,278 +4
Australian Dollar(IMM)
Dec01 010928 49.38 49.39 48.94 48.95 +0.42 679 22,493 +0
Mar02 010928 49.35 49.35 48.75 48.75 +0.42 0 323 +0
Jun02 010928 48.55 48.55 48.55 48.55 +0.42 0 2 +0
Total Volume and Open Interest 679 22,831 +0
British Pound(IMM)
Dec01 010928 146.20 146.76 145.90 146.68 -0.12 2,398 39,928 -80
Mar02 010928 146.00 146.00 146.00 146.00 -0.12 0 21 +0
Jun02 010928 145.32 145.32 145.32 145.32 -0.12 0 1 +0
Total Volume and Open Interest 2,398 39,950 -80
Canadian Dollar(IMM)
Dec01 010928 63.27 63.35 63.15 63.28 +0.03 7,188 67,978 +1,853
Mar02 010928 63.20 63.26 63.10 63.23 +0.03 110 2,484 +33
Jun02 010928 63.16 63.19 63.13 63.19 +0.03 11 716 +8
Sep02 010928 63.16 63.17 63.16 63.17 +0.03 5 94 +5
Total Volume and Open Interest 7,316 71,315 +1,901
Japanese Yen(IMM)
Dec01 010928 84.19 84.48 84.12 84.15 +0.12 19,557 82,926 -7,151
Mar02 010928 84.60 84.67 84.60 84.67 +0.11 0 113 -39
Jun02 010928 85.18 85.18 85.18 85.18 +0.09 0 16 +0
Total Volume and Open Interest 14,061    
Deutsche Mark(IMM)
Dec01 010928 46.45 46.45 46.45 46.45 -0.35 1 197 +0
Total Volume and Open Interest 1 197 +0
Swiss Franc(IMM)
Dec01 010928 61.90 62.08 61.59 61.78 -0.21 6,594 47,221 -990
Mar02 010928 61.90 61.90 61.82 61.82 -0.21 2 96 -2
Jun02 010928 61.89 61.89 61.89 61.89 -0.21 0 3 +0
Total Volume and Open Interest 6,596 47,320 -992
EuroFX(IMM)
Dec01 010928 91.18 91.25 90.59 90.84 -0.69 14,805 106,788 +187
Mar02 010928 90.75 90.75 90.55 90.62 -0.70 3 850 +6
Jun02 010928 90.75 90.75 90.45 90.45 -0.70 16 166 +16
Total Volume and Open Interest 14,830 107,850 +213
Mexican Peso(IMM)
Sep01 010917 10480.0 10580.0 10480.0 10570.0 +83.0 4,258 18,328 -1,231
Dec01 010928 10335.0 10350.0 10273.0 10305.0 +30.0 2,137 10,352 +227
Total Volume and Open Interest 2,179 12,916 +243
30-Year T-Bonds(CBOT)
Dec01 010928 105~07 106~03 105~06 105~16 +0~06 220,732 521,220 +8,751
Mar02 010928 104~14 105~04 104~09 104~19 +0~07 206 15,579 +10
Jun02 010928 103~22 103~22 103~22 103~22 +0~08 87 469 +7
Total Volume and Open Interest 221,025 537,268 +8,768
Municipal Bonds(CBOT)
Dec01 010928 106~00 106~18 105~29 106~05 +0~05 896 7,883 +158
Total Volume and Open Interest 896 7,883 +158
10-Year T-Notes(CBOT)
Dec01 010928 108~300 109~105 108~200 108~250 -0~045 177,994 558,539 +1,498
Mar02 010928 107~300 108~070 107~215 107~225 -0~040 794 2,570 +511
Total Volume and Open Interest 178,788 561,109 +2,009
5-Year T-Notes(CBOT)
Dec01 010928 108~145 108~190 108~045 108~060 -0~070 77,196 432,297 +9,446
Mar02 010928 107~065 107~065 107~065 107~065 -0~065 0 238 +0
Total Volume and Open Interest 77,196 432,535 +9,446
2 Year T-Notes(CBOT)
Dec01 010928 105~034 105~038 105~014 105~017 -0~015 5,931 61,587 -2,353
Total Volume and Open Interest 5,933 64,884 -2,353
3-Mth T-Bills(IMM)
Dec01 010928 97.78 97.83 97.78 97.83 -0.04 13 1,054 +5
Total Volume and Open Interest 13 1,054 +5
Eurodollars(IMM)
Dec01 010928 97.580 97.595 97.510 97.540 -0.045 86,698 816,880 -1,257
Mar02 010928 97.505 97.515 97.395 97.425 -0.080 97,525 536,670 -551
Jun02 010928 97.180 97.200 97.075 97.110 -0.075 113,945 557,890 +3,107
Sep02 010928 96.755 96.770 96.665 96.675 -0.075 93,139 404,752 -3,404
Dec02 010928 96.260 96.270 96.180 96.190 -0.060 72,895 353,694 +6,405
Mar03 010928 95.935 95.950 95.845 95.850 -0.080 40,904 225,442 -999
Jun03 010928 95.620 95.630 95.530 95.535 -0.080 24,991 163,981 +3,080
Sep03 010928 95.360 95.395 95.290 95.295 -0.065 22,124 169,061 -287
Dec03 010928 95.125 95.140 95.050 95.060 -0.055 8,550 134,412 +1,063
Mar04 010928 95.040 95.070 94.980 94.980 -0.050 10,056 144,147 -1,831
Jun04 010928 94.900 94.920 94.840 94.840 -0.045 8,033 111,794 +772
Sep04 010928 94.765 94.805 94.715 94.715 -0.040 7,114 95,308 +592
Total Volume and Open Interest 647,760 4,372,635 +5,681
3-Mth Euro-Yen(IMM)
Sep01 010914 99.95 99.95 99.94 99.94 unch 1,008 20,434 -432
Dec01 010928 99.91 99.91 99.90 99.91 unch 120 18,498 -154
Mar02 010928 99.90 99.90 99.89 99.89 -0.01 11 8,326 -33
Jun02 010928 99.90 99.90 99.90 99.90 unch 2 9,874 -22
Sep02 010928 99.87 99.87 99.87 99.87 -0.01 47 2,838 +1
Dec02 010928 99.82 99.82 99.82 99.82 unch 250 1,164 +136
Mar03 010928 99.77 99.77 99.77 99.77 -0.01 0 313 +0
Jun03 010928 99.74 99.74 99.74 99.74 -0.01 0 158 +0
Sep03 010928 99.69 99.69 99.69 99.69 -0.01 0 15 +0
Dec03 010928 99.60 99.60 99.60 99.60 unch 0 2 +0
Total Volume and Open Interest 430 41,408 -72
3-Mth Euro-Yen(SIMEX)
Dec01 010928 99.90 99.91 99.90 99.91 unch 2,824 92,095 -1,469
Mar02 010928 99.89 99.90 99.89 99.90 unch 436 61,868 -272
Jun02 010928 99.90 99.90 99.90 99.90 0.00 722 56,466 +112
Sep02 010928 99.87 99.87 99.87 99.87 unch 530 25,240 -832
Dec02 010928 99.82 99.82 99.82 99.82 unch 106 9,896 -60
Mar03 010928 99.78 99.78 99.78 99.78 +0.00 4 13,948 +10
Jun03 010928 99.75 99.75 99.74 99.74 unch 188 12,570 -188
Sep03 010928 99.68 99.68 99.68 99.68 unch 0 6,864 +0
Total Volume and Open Interest 4,810 292,037 -2,699
Euro Notional Bond(MATIF)
Dec01 010928 89.30 89.73 89.07 89.20 -0.19 4,558 24,972 -1,006
Mar02 010928 89.33 89.33 89.33 89.33 -0.21      
Jun02 010928 89.57 89.57 89.57 89.57 -0.13      
Total Volume and Open Interest 4,558 24,972 -1,006
3-Month Euribor(MATIF)
Dec01 010928 96.60 96.60 96.60 96.60 unch 0 2,845 +0
Mar02 010928 96.70 96.70 96.70 96.70 -0.05 0 2,592 +0
Jun02 010928 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 010928 108.80 109.14 108.59 108.65 -0.15 622,683 652,386 +41,070
Mar02 010928 108.34 108.34 108.25 108.25 -0.14 2,816 6,393 +849
Jun02 010928 108.25 108.25 108.25 108.25 -0.15 1,277 295 +0
Total Volume and Open Interest 626,776 659,074 +41,919
German Euro-Bobl(EUREX)
Dec01 010928 108.25 108.39 108.01 108.02 -0.27 356,593 515,070 +27,921
Mar02 010928 107.75 107.84 107.49 107.49 -0.28 1,506 3,421 +1
Jun02 010928 107.38 107.38 107.38 107.38 -0.27 0 814 +0
Total Volume and Open Interest 358,099 519,305 +27,922
Long Gilt(LIFFE)
Dec01 010928 114~29 115~15 114~17 114~24 -0~07 22,667 72,038 +610
Mar02 010928 114~02 114~02 114~02 114~02 -0~07      
Total Volume and Open Interest 22,667 72,038 +610
3-Mth Short Sterling(LIFFE)
Dec01 010928 95.69 95.73 95.65 95.67 -0.03 22,224 0 +0
Mar02 010928 95.67 95.73 95.61 95.64 -0.06 23,674 0 +0
Jun02 010928 95.45 95.54 95.41 95.44 -0.05 30,180 0 +0
Total Volume and Open Interest 115,659    
3-Mth Euribor(LIFFE)
Dec01 010928 96.610 96.615 96.570 96.585 -0.030 111,785 469,464 -212
Mar02 010928 96.735 96.750 96.695 96.710 -0.035 71,340 371,326 -1,495
Jun02 010928 96.670 96.705 96.635 96.655 -0.025 61,057 272,200 -318
Total Volume and Open Interest 366,809 1,806,568 +11,055
3-Mth Aus T-Bills(SFE)
Dec01 010928 95.86 95.86 95.83 95.84 -0.02 7,505 192,431 -2,171
Mar02 010928 95.90 95.91 95.88 95.89 -0.01 4,546 81,003 +1,159
Jun02 010928 95.75 95.75 95.71 95.72 -0.01 3,046 33,173 -365
Sep02 010928 95.46 95.48 95.45 95.45 -0.01 1,358 20,203 +210
Dec02 010928 95.18 95.19 95.18 95.19 +0.01 728 13,481 +41
Mar03 010928 94.96 94.96 94.96 94.96 unch 507 8,390 +149
Jun03 010928 94.80 94.80 94.79 94.80 +0.01 227 6,020 -7
Sep03 010928 94.66 94.66 94.65 94.65 +0.02 70 4,275 -31
Dec03 010928 94.54 94.54 94.54 94.54 +0.02 85 2,179 +85
Mar04 010928 94.47 94.47 94.47 94.47 +0.04 25 1,610 +14
Total Volume and Open Interest 18,162 365,114 -856
10-Year Aus T-Bonds(SFE)
Dec01 010928 94.43 94.48 94.40 94.40 +0.01 2,510 127,047 -11,465
Mar02 010928 94.43 94.43 94.43 94.43 +0.04      
Total Volume and Open Interest 17,342 138,512 +5,467
3-Year Aus T-Bonds(SFE)
Dec01 010928 95.44 95.44 95.39 95.41 unch 40,937 245,776 +12,393
Mar02 010928 95.41 95.41 95.41 95.41 unch      
Total Volume and Open Interest 40,937 245,776 +12,393
Gold(CMX)
Oct01 010928 291.0 294.0 291.0 292.4 +0.7 1,541 1,879 -609
Dec01 010928 293.4 295.5 293.3 294.0 +0.8 17,778 99,482 +1,616
Feb02 010928 294.8 296.0 293.9 294.4 +0.7 304 10,618 +121
Apr02 010928 296.6 296.6 294.8 294.8 +0.7 23 3,098 +4
Jun02 010928 295.3 295.3 295.3 295.3 +0.6 104 5,229 -36
Aug02 010928 295.8 295.8 295.8 295.8 +0.6 0 2,376 +9
Total Volume and Open Interest 19,755 132,878 +1,108
Silver(CMX)
Dec01 010928 461.5 468.0 461.0 467.5 +6.7 10,697 43,385 -2,429
Mar02 010928 466.0 471.0 465.0 470.0 +6.7 2,244 11,319 +1,939
May02 010928 471.7 471.7 471.7 471.7 +6.7 83 938 +5
Jul02 010928 473.4 473.4 473.4 473.4 +6.6 40 1,374 +0
Sep02 010928 476.5 476.5 475.0 475.0 +6.5 2 1,098 -25
Total Volume and Open Interest 13,156 63,317 +109
Platinum(NYM)
Oct01 010928 435.0 437.5 429.5 433.3 -11.8 585 1,144 -414
Jan02 010928 423.0 428.0 419.0 424.3 -8.8 752 4,117 +398
Total Volume and Open Interest 1,337 5,271 -16
Palladium(NYME)
Dec01 010928 365.00 365.00 355.00 357.00 -23.00 65 1,230 +22
Total Volume and Open Interest 65 1,230 +22
Copper(CMX)
Dec01 010928 65.70 66.15 65.10 65.20 -0.45 4,399 48,442 +132
Mar02 010928 66.70 66.90 66.10 66.10 -0.45 24 8,039 +6
May02 010928 67.35 67.50 66.60 66.60 -0.45 4 3,007 -47
Jul02 010928 67.90 68.00 67.10 67.10 -0.45 443 3,232 +451
Sep02 010928 68.40 68.70 67.60 67.60 -0.45 2 2,656 +1
Total Volume and Open Interest 6,555 84,301 -949
DJIA Index(CBOT)
Sep01 010920 8625 8640 8320 8334 -391 9,230 17,515 -2,830
Dec01 010928 8725 8870 8700 8841 +157 19,962 29,253 +999
Mar02 010928 8715 8855 8715 8848 +157 2 464 +1
Jun02 010928 8865 8865 8865 8865 +157 0 65 +0
Total Volume and Open Interest 19,964 29,788 +1,000
S & P 500(CME)
Dec01 010928 1029.00 1045.00 1027.00 1043.70 +21.20 68,691 509,255 +6,591
Mar02 010928 1031.50 1046.10 1031.50 1046.10 +21.40 367 9,835 +465
Jun02 010928 1050.10 1050.10 1050.10 1050.10 +21.60 11 613 +14
Sep02 010928 1055.10 1055.10 1055.10 1055.10 +21.60 0 236 -2
Total Volume and Open Interest 69,119 520,268 +7,084
S & P 500 E-Mini(Globex)
Dec01 010928 1022.75 1045.25 1021.75 1043.75 +21.25 195,769 104,184 +5,856
Mar02 010928 1046.00 1046.00 1046.00 1046.00 +21.25 0 3 +0
Total Volume and Open Interest 195,769 104,187 +5,856
NASDAQ 100(CME)
Dec01 010928 1166.00 1184.00 1152.00 1175.00 +27.00 15,894 50,439 +758
Mar02 010928 1181.00 1181.00 1181.00 1181.00 +27.00 0 6 +0
Jun02 010928 1187.00 1187.00 1187.00 1187.00 +27.00      
Total Volume and Open Interest 15,894 50,445 +758
NASDAQ 100 E-Mini(GLOBEX)
Dec01 010928 1149.0 1185.0 1148.5 1175.0 +27.0 109,944 47,451 -568
Mar02 010928 1181.0 1181.0 1181.0 1181.0 +27.0      
Total Volume and Open Interest 109,944 47,451 -568
NYSE Composite(NYBOT)
Dec01 010928 537.50 545.50 536.30 544.80 +10.80 459 5,077 +55
Mar02 010928 545.80 545.80 545.80 545.80 +11.05 0 690 +0
Jun02 010928 546.80 546.80 546.80 546.80 +11.30 0 300 +0
Total Volume and Open Interest 459 6,067 +55
S & P Midcap 400(CME)
Dec01 010928 428.00 435.50 426.75 433.45 +7.45 1,096 14,242 +278
Mar02 010928 436.30 436.30 436.30 436.30 +7.45      
Jun02 010928 440.30 440.30 440.30 440.30 +7.45      
Total Volume and Open Interest 1,096 14,242 +278
Russell 2000(CME)
Dec01 010928 398.90 406.05 397.50 406.05 +9.70 2,223 20,695 +796
Mar02 010928 408.20 408.20 408.20 408.20 +9.70      
Jun02 010928 415.80 415.80 415.80 415.80 +9.70      
Total Volume and Open Interest 2,223 20,695 +796
Value Line(KCBT)
Dec01 010928 994.00 1014.00 994.00 1012.00 +23.50 107 135 +55
Total Volume and Open Interest 107 135 +55
Nikkei 225(CME)
Dec01 010928 9730 9900 9700 9810 +10 1,434 13,478 +129
Mar02 010928 9835 9835 9835 9835 +10 0 16 +0
Total Volume and Open Interest 1,434 13,517 +129
Nikkei 225(SIMEX)
Dec01 010928 9935 9935 9650 9665 unch 7,544 93,607 -1,138
Mar02 010928 9660 9660 9660 9660 unch 325