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MRCI's End of Day Prices
Daily Futures Price Listing Mon October 01, 2001
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Nov01 011001 451.00 455.50 450.00 452.00 +0.75 42,582 92,984 -1,501
Jan02 011001 460.00 464.50 459.00 460.50 -0.50 6,731 25,393 +361
Mar02 011001 466.50 470.75 466.00 467.25 unch 4,426 23,845 +1,801
May02 011001 471.50 474.00 469.00 471.00 -0.75 1,242 21,873 -146
Jul02 011001 475.00 478.00 474.00 474.75 -1.00 1,254 15,014 +312
Aug02 011001 477.50 477.50 475.00 475.00 -1.00 57 516 -4
Sep02 011001 474.00 474.00 473.00 473.00 +1.00 1 9 +0
Total Volume and Open Interest 56,832 182,896 +1,070
Soybean Meal(CBOT)
Oct01 011001 160.90 162.20 160.30 161.30 -0.10 7,626 7,907 -1,438
Dec01 011001 159.20 161.00 159.10 160.70 +1.30 15,044 49,562 -671
Jan02 011001 158.20 160.20 158.20 159.90 +1.50 2,482 16,746 -4
Mar02 011001 157.20 158.90 157.20 158.80 +1.50 2,368 12,687 +661
May02 011001 156.30 157.70 156.00 157.70 +1.30 1,006 12,219 +257
Jul02 011001 156.50 157.50 156.20 157.40 +0.90 691 9,991 +326
Aug02 011001 155.60 156.50 155.60 155.90 unch 274 2,571 +178
Sep02 011001 155.00 156.20 154.80 154.80 +0.10 140 1,533 +94
Total Volume and Open Interest 29,669 114,428 -559
Soybean Oil(CBOT)
Oct01 011001 15.30 15.49 15.25 15.35 -0.05 12,204 8,195 -2,675
Dec01 011001 15.40 15.72 15.40 15.57 +0.02 34,094 75,946 +5,524
Jan02 011001 15.68 15.92 15.67 15.78 -0.01 4,726 22,136 +347
Mar02 011001 16.00 16.20 15.99 16.05 -0.06 2,865 16,544 +1,793
May02 011001 16.28 16.51 16.28 16.31 -0.09 2,430 17,673 +422
Jul02 011001 16.55 16.80 16.55 16.56 -0.09 2,164 10,581 +1,446
Aug02 011001 16.70 16.80 16.65 16.65 -0.05 590 1,880 +588
Sep02 011001 16.90 16.95 16.75 16.75 -0.05 588 1,845 +585
Total Volume and Open Interest 60,264 157,702 +8,435
Canola(WCE)
Nov01 011001 329.5 332.0 328.8 329.7 unch 6,576 32,065 -3,071
Jan02 011001 330.0 332.7 329.5 330.1 -1.4 5,707 23,509 +2,602
Mar02 011001 330.0 332.4 329.2 329.5 -1.3 514 9,056 -150
May02 011001 332.0 332.0 329.5 329.5 -1.7 126 1,240 +10
Jul02 011001 333.0 333.5 330.2 330.2 +0.2 113 1,735 +26
Total Volume and Open Interest 13,118 70,674 -567
Corn(CBOT)
Nov01 011001 207.75 208.50 205.50 205.75 -4.00 603 3,034 -192
Dec01 011001 213.00 213.50 210.25 210.50 -4.00 36,428 234,017 -273
Jan02 011001 217.50 217.50 214.75 214.75 -4.00 0 484 +0
Mar02 011001 225.25 225.50 222.25 222.50 -3.75 5,942 85,023 +983
May02 011001 233.00 233.00 230.00 230.25 -3.50 2,745 26,456 +1,275
Jul02 011001 237.75 238.00 235.00 235.25 -3.75 2,794 26,986 +805
Total Volume and Open Interest 50,297 394,616 +2,817
Wheat(CBOT)
Dec01 011001 269.00 271.00 265.50 266.25 -4.50 18,750 90,829 +955
Mar02 011001 280.50 281.75 276.75 277.25 -4.50 4,220 28,031 +274
May02 011001 283.50 285.25 280.50 280.75 -4.25 371 4,192 -209
Jul02 011001 288.00 289.00 285.75 286.25 -2.50 938 5,710 +139
Sep02 011001 290.75 290.75 290.75 290.75 -2.00 0 81 +0
Total Volume and Open Interest 24,282 129,861 +1,161
Wheat(KCBT)
Dec01 011001 290.50 290.50 286.00 286.00 -6.50 4,737 53,296 -234
Mar02 011001 303.50 303.50 298.00 298.50 -7.00 1,373 18,056 +197
May02 011001 308.00 308.00 305.50 305.50 -4.00 603 4,704 +279
Jul02 011001 314.00 314.00 310.50 310.50 -6.25 583 1,521 +502
Sep02 011001 321.00 321.00 318.50 318.50 -3.50 5 15 +5
Total Volume and Open Interest 7,301 77,596 +749
Wheat(MGE)
Dec01 011001 306.00 306.00 302.25 302.50 -4.25 2,237 20,191 +436
Mar02 011001 318.50 318.50 315.75 315.75 -4.00 832 5,356 +477
May02 011001 326.00 326.00 323.00 323.00 -4.00 6 1,113 +3
Jul02 011001 335.00 335.00 331.50 331.50 -4.00 18 262 +13
Sep02 011001 342.00 342.00 339.00 339.75 -2.25 16 64 +13
Total Volume and Open Interest 3,109 27,021 +942
Oats(CBOT)
Dec01 011001 167.75 178.00 166.75 173.75 +6.75 1,843 6,735 -16
Mar02 011001 152.50 160.00 152.50 157.25 +4.25 520 2,666 +96
May02 011001 146.50 153.25 146.50 149.25 +2.50 201 726 +63
Jul02 011001 140.25 144.00 140.00 143.00 +2.50 89 543 +19
Total Volume and Open Interest 2,653 10,682 +162
Rough Rice(MCE)
Nov01 011001 4.02 4.03 3.97 4.01 -0.04 182 2,923 +29
Jan02 011001 4.29 4.29 4.23 4.25 -0.05 134 1,202 +6
Mar02 011001 4.54 4.54 4.48 4.48 -0.04 8 818 +6
May02 011001 4.72 4.73 4.71 4.71 -0.03 0 328 +0
Total Volume and Open Interest 332 5,381 +42
Live Cattle(CME)
Oct01 011001 66.350 66.800 66.200 66.325 +0.100 5,684 19,599 -425
Dec01 011001 67.250 67.900 67.025 67.600 +0.275 8,830 43,427 +944
Feb02 011001 70.100 70.650 69.775 70.075 +0.100 4,562 27,351 +702
Apr02 011001 72.100 72.275 71.800 72.100 +0.050 1,573 10,020 -180
Jun02 011001 69.125 69.250 68.575 68.875 -0.075 2,635 12,044 -289
Aug02 011001 69.950 70.050 69.725 69.975 -0.125 267 1,431 -17
Total Volume and Open Interest 23,556 114,095 +735
Feeder Cattle(CME)
Oct01 011001 85.350 85.850 84.625 85.400 +0.200 1,272 5,145 -171
Nov01 011001 84.600 85.475 84.250 84.875 -0.250 886 4,395 +103
Jan02 011001 85.000 85.350 84.200 84.925 -0.200 715 3,236 +364
Mar02 011001 85.000 85.250 84.300 84.700 -0.400 323 1,096 +159
Apr02 011001 85.100 85.250 84.350 84.650 -0.450 173 593 +46
May02 011001 84.950 85.000 84.400 84.550 -0.550 283 588 +236
Aug02 011001 85.700 85.900 85.000 85.250 -0.450 27 117 +4
Total Volume and Open Interest 3,679 15,170 -638
Lean Hogs(CME)
Oct01 011001 60.600 60.600 60.200 60.600 +2.000 2,461 12,703 -489
Dec01 011001 56.825 56.825 56.300 56.825 +2.000 3,369 20,664 +472
Feb02 011001 56.550 56.550 55.250 55.775 +1.225 600 4,912 +19
Apr02 011001 56.900 57.125 55.825 56.100 +0.975 124 2,058 +24
Jun02 011001 64.075 64.750 63.500 63.825 +0.875 23 554 +17
Jul02 011001 61.500 61.500 60.800 60.800 +0.800 8 212 +5
Aug02 011001 60.000 60.025 59.300 59.700 +0.800 12 111 +4
Oct02 011001 53.600 53.725 53.600 53.725 +0.075 31 103 +20
Total Volume and Open Interest 6,659 41,817 +86
Pork Bellies(CME)
Feb02 011001 76.200 77.475 73.300 74.525 +0.050 489 1,995 -70
Mar02 011001 76.500 77.050 73.850 74.025 -0.025 28 86 +0
May02 011001 78.475 78.875 76.900 78.000 +0.300 1 42 -1
Jul02 011001 76.500 76.500 75.800 75.800 unch 1 20 +1
Aug02 011001 76.000 76.000 76.000 76.000 unch 0 3 +0
Total Volume and Open Interest 519 2,146 -70
Cocoa(NYBOT)
Dec01 011001 1110 1114 1090 1096 +19 7,536 23,908 +1,280
Mar02 011001 1109 1109 1092 1097 +19 4,844 22,846 +1,443
May02 011001 1108 1113 1102 1102 +20 493 9,895 +424
Jul02 011001 1114 1115 1098 1107 +20 48 6,314 +50
Sep02 011001 1115 1115 1114 1114 +21 83 6,161 -40
Dec02 011001 1126 1126 1126 1126 +17 132 11,918 -45
Mar03 011001 1137 1137 1137 1137 +19 560 8,513 +0
Total Volume and Open Interest 13,796 92,762 +3,112
Coffee "C"(NYBOT)
Dec01 011001 47.75 48.00 47.10 47.40 -0.90 3,683 35,391 +34
Mar02 011001 50.70 50.80 50.00 50.25 -0.85 1,005 10,686 +299
May02 011001 52.30 52.30 51.50 51.75 -0.85 339 3,803 +20
Jul02 011001 53.80 53.80 53.20 53.20 -1.05 136 2,881 -3
Sep02 011001 55.00 55.10 54.45 54.45 -0.80 37 1,687 +13
Dec02 011001 57.00 57.20 56.25 56.25 -0.75 142 1,499 +35
Total Volume and Open Interest 5,342 55,947 +398
Orange Juice(NYBOT)
Nov01 011001 79.80 80.20 79.50 80.05 +0.70 1,904 12,583 +366
Jan02 011001 81.90 82.70 81.90 82.60 +0.85 401 2,003 +147
Mar02 011001 85.25 85.50 85.25 85.45 +0.70 66 1,876 +22
May02 011001 87.95 87.95 87.95 87.95 +0.70 4 782 +3
Jul02 011001 90.70 90.70 90.70 90.70 +0.70 0 80 +0
Total Volume and Open Interest 2,375 17,474 +538
Sugar #11(NYBOT)
Mar02 011001 6.60 6.65 6.50 6.58 -0.05 17,512 85,463 +5,105
May02 011001 6.53 6.54 6.40 6.44 -0.07 1,376 11,484 +154
Jul02 011001 6.41 6.41 6.30 6.32 -0.07 2,152 16,913 +157
Oct02 011001 6.55 6.56 6.49 6.50 -0.05 763 7,565 +379
Mar03 011001 6.67 6.67 6.67 6.67 -0.05 145 3,848 +28
Total Volume and Open Interest 36,497 136,725 +1,569
London Cocoa(LCE)
Dec01 011001 794 807 785 795 unch 6,000 36,964 -423
Mar02 011001 814 825 806 813 unch 3,697 56,799 -561
May02 011001 825 837 818 826 +1 1,154 28,492 -257
Jul02 011001 835 840 824 832 +2 1,250 18,407 +572
Sep02 011001 842 842 838 838 +3 547 9,769 -50
Dec02 011001 853 853 848 848 +2 248 3,457 +96
Mar03 011001 856 856 850 852 -1 177 2,288 +12
Total Volume and Open Interest 13,073 156,317 -611
London Coffee(LCE)
Nov01 011001 424.00 424.00 410.00 416.00 -11.00 1,243 28,578 -321
Jan02 011001 437.00 437.00 423.00 429.00 -11.00 696 30,416 -61
Mar02 011001 455.00 455.00 441.00 447.00 -10.00 342 15,547 +58
May02 011001 471.00 471.00 459.00 464.00 -10.00 80 13,570 +21
Jul02 011001 487.00 487.00 474.00 479.00 -9.00 467 5,468 +337
Sep02 011001 501.00 501.00 490.00 493.00 -10.00 175 3,793 +125
Total Volume and Open Interest 3,003 97,372 -405
London Sugar(LCE)
Oct01 010914 220.00 231.50 219.60 230.00 +9.80 3,557 4,459 -1,314
Dec01 011001 208.50 209.60 207.70 209.50 +0.50 1,659 18,177 -95
Mar02 011001 209.50 209.70 208.00 209.50 -0.50 1,640 13,119 +164
May02 011001 208.30 209.70 207.80 208.30 -1.00 650 5,387 +130
Aug02 011001 205.00 205.40 203.50 204.50 -1.00 391 4,388 -42
Total Volume and Open Interest 4,677 43,332 +241
Cotton(NYBOT)
Oct01 011001 32.66 34.00 32.50 33.30 -0.20 5 28 +1
Dec01 011001 34.61 34.70 34.35 34.55 -0.33 5,394 40,922 +544
Mar02 011001 36.65 36.65 36.35 36.52 -0.33 1,093 9,440 +460
May02 011001 37.65 37.65 37.40 37.50 -0.35 372 5,530 +78
Jul02 011001 38.75 38.90 38.60 38.65 -0.40 271 4,172 -57
Oct02 011001 40.45 40.45 40.08 40.08 -0.40 8 186 -6
Total Volume and Open Interest 7,440 64,069 +1,180
Lumber(CME)
Nov01 011001 241.3 250.9 241.3 245.8 +3.3 359 1,415 -26
Jan02 011001 262.7 269.5 262.6 265.0 +2.6 166 448 -23
Mar02 011001 277.5 281.5 276.3 281.5 +5.7 24 67 +1
May02 011001 283.0 284.0 283.0 284.0 +8.0 0 9 +0
Total Volume and Open Interest 549 1,939 -48
Crude Oil(NYM)
Nov01 011001 22.80 23.38 22.40 23.17 -0.26 60,169 113,928 -2,404
Dec01 011001 23.00 23.65 22.82 23.56 -0.12 42,529 65,680 +2,725
Jan02 011001 23.10 23.75 23.00 23.69 -0.07 13,657 36,657 +1,100
Feb02 011001 23.35 23.85 23.15 23.81 -0.03 2,582 17,185 -62
Mar02 011001 23.42 23.86 23.32 23.86 unch 2,051 11,800 +81
Apr02 011001 23.50 23.86 23.33 23.86 +0.03 1,069 13,151 -553
May02 011001 23.25 23.83 23.22 23.83 +0.06 412 10,299 +237
Jun02 011001 23.20 23.78 23.20 23.78 +0.09 6,037 28,783 -194
Jul02 011001 23.70 23.70 23.70 23.70 +0.11 635 8,007 +208
Aug02 011001 22.98 23.57 22.98 23.57 +0.11 175 11,019 +285
Total Volume and Open Interest 138,722 421,677 +1,636
Heating Oil(NYM)
Nov01 011001 65.00 66.45 64.50 65.99 -1.00 24,793 41,502 +2,869
Dec01 011001 66.00 67.20 65.40 66.93 -0.81 6,497 30,427 -147
Jan02 011001 67.00 67.70 66.20 67.53 -0.76 2,024 19,889 +109
Feb02 011001 66.80 67.40 66.00 67.38 -0.66 1,181 13,002 -296
Mar02 011001 65.30 66.30 65.00 66.13 -0.36 639 15,566 +179
Apr02 011001 64.25 64.88 63.90 64.88 -0.16 50 4,757 +61
May02 011001 62.69 64.00 62.69 63.78 -0.01 464 3,473 +267
Jun02 011001 63.30 64.00 63.30 63.48 +0.09 1,375 5,298 +7
Jul02 011001 63.50 64.10 63.50 63.63 +0.14 744 1,647 +180
Aug02 011001 64.25 64.60 64.03 64.03 +0.19 243 1,775 +278
Total Volume and Open Interest 58,481 145,842 -3,956
Unleaded Gas(NYM)
Nov01 011001 63.00 65.40 62.50 65.26 +0.77 22,143 27,573 +2,990
Dec01 011001 63.30 65.25 62.80 65.14 +0.96 8,722 10,545 +2,195
Jan02 011001 63.70 65.61 63.60 65.61 +1.03 1,360 7,446 +315
Feb02 011001 65.00 66.29 65.00 66.29 +1.11 757 4,533 +313
Mar02 011001 66.50 67.09 66.25 67.09 +1.16 965 6,716 +288
Apr02 011001 73.29 73.29 73.29 73.29 +1.26 1,026 8,725 -54
May02 011001 72.65 73.69 72.65 73.69 +1.26 130 6,258 +67
Jun02 011001 73.29 73.29 73.29 73.29 +1.26 256 3,176 +115
Total Volume and Open Interest 66,613 84,261 -2,108
Natural Gas(NYM)
Nov01 011001 2.175 2.225 2.140 2.208 -0.036 12,868 58,977 +184
Dec01 011001 2.545 2.630 2.535 2.602 -0.020 5,269 38,926 +488
Jan02 011001 2.755 2.825 2.755 2.824 -0.008 4,088 44,190 +402
Feb02 011001 2.770 2.827 2.755 2.827 -0.005 1,930 28,325 +712
Mar02 011001 2.750 2.797 2.720 2.797 -0.005 2,654 28,446 +320
Apr02 011001 2.690 2.735 2.670 2.735 -0.007 1,204 33,314 +595
May02 011001 2.740 2.768 2.720 2.768 -0.004 1,358 19,645 +492
Jun02 011001 2.790 2.818 2.770 2.818 -0.004 655 13,491 -17
Total Volume and Open Interest 36,620 469,271 +4,897
Brent Crude Oil(IPE)
Nov01 011001 23.20 23.25 22.25 22.89 -0.37 33,145 58,889 -3,056
Dec01 011001 23.36 23.40 22.47 23.06 -0.27 21,975 60,490 -3,444
Jan02 011001 23.21 23.31 22.60 23.15 -0.19 8,152 27,521 +1,011
Feb02 011001 23.33 23.33 22.64 23.15 -0.18 1,290 14,918 -469
Mar02 011001 22.85 23.05 22.60 23.05 -0.15 359 8,518 -681
Apr02 011001 22.73 22.93 22.42 22.93 -0.14 209 9,609 +11
May02 011001 22.67 22.82 22.31 22.82 -0.13 40 4,900 -110
Jun02 011001 22.50 22.72 22.32 22.72 -0.12 1,200 18,402 +450
Total Volume and Open Interest 70,280 232,980 -6,363
Gas Oil(IPE)
Oct01 011001 213.00 214.00 204.25 206.25 -6.50 10,799 27,808 -4,168
Nov01 011001 210.00 210.75 201.50 203.75 -5.25 10,648 31,707 +3,064
Dec01 011001 209.75 209.75 201.25 203.00 -6.00 4,462 30,396 -291
Jan02 011001 207.00 207.00 201.25 202.75 -5.75 2,324 12,667 -993
Feb02 011001 204.00 204.00 201.75 201.75 -5.25 2,123 7,035 +731
Mar02 011001 200.00 200.00 200.00 200.00 -4.50 1,150 4,644 +828
Apr02 011001 197.00 198.25 197.00 198.25 -4.00 100 2,435 +27
May02 011001 196.00 197.50 196.00 197.50 -3.75 0 1,069 -125
Total Volume and Open Interest 31,766 131,233 -1,227
US Dollar Index(NYBOT)
Dec01 011001 113.76 113.76 113.00 113.37 -0.59 724 5,201 -59
Mar02 011001 114.23 114.23 113.87 113.87 -0.59 12 2,017 +1
Jun02 011001 114.37 114.37 114.37 114.37 -0.59 0 2 +0
Total Volume and Open Interest 736 7,220 -58
Australian Dollar(IMM)
Dec01 011001 49.00 49.50 48.97 49.35 +0.40 3,378 23,190 +697
Mar02 011001 49.15 49.15 49.15 49.15 +0.40 12 325 +2
Jun02 011001 48.95 48.95 48.95 48.95 +0.40 0 2 +0
Total Volume and Open Interest 3,390 23,530 +699
British Pound(IMM)
Dec01 011001 147.28 147.58 147.06 147.22 +0.54 6,604 41,176 +1,248
Mar02 011001 146.76 146.80 146.54 146.54 +0.54 0 21 +0
Jun02 011001 145.86 145.86 145.86 145.86 +0.54 0 1 +0
Total Volume and Open Interest 6,604 41,198 +1,248
Canadian Dollar(IMM)
Dec01 011001 63.21 63.51 63.20 63.49 +0.21 6,361 69,941 +1,963
Mar02 011001 63.18 63.45 63.17 63.44 +0.21 168 2,553 +69
Jun02 011001 63.33 63.40 63.33 63.40 +0.21 17 721 +5
Sep02 011001 63.38 63.38 63.38 63.38 +0.21 0 94 +0
Total Volume and Open Interest 6,549 73,353 +2,038
Japanese Yen(IMM)
Dec01 011001 83.99 84.11 83.45 83.62 -0.53 11,754 84,051 +1,125
Mar02 011001 84.02 84.13 83.95 84.13 -0.54 6 119 +6
Jun02 011001 84.64 84.64 84.64 84.64 -0.54 0 16 +0
Total Volume and Open Interest 10,802    
Deutsche Mark(IMM)
Dec01 011001 46.78 46.78 46.78 46.78 +0.33 3 200 +3
Total Volume and Open Interest 3 200 +3
Swiss Franc(IMM)
Dec01 011001 61.70 61.95 61.70 61.89 +0.11 5,138 47,396 +175
Mar02 011001 61.93 61.93 61.93 61.93 +0.11 2 95 -1
Jun02 011001 62.00 62.00 62.00 62.00 +0.11 0 3 +0
Total Volume and Open Interest 5,140 47,494 +174
EuroFX(IMM)
Dec01 011001 91.07 91.56 91.04 91.49 +0.65 19,341 106,999 +211
Mar02 011001 91.25 91.27 91.14 91.27 +0.65 52 807 -43
Jun02 011001 91.10 91.10 91.10 91.10 +0.65 10 176 +10
Total Volume and Open Interest 19,403 108,028 +178
Mexican Peso(IMM)
Dec01 011001 10312.5 10332.5 10280.0 10327.5 +22.5 2,534 10,483 +131
Mar02 011001 10057.5 10057.5 10057.5 10057.5 +22.5 11 1,451 +11
Total Volume and Open Interest 2,545 13,058 +142
30-Year T-Bonds(CBOT)
Dec01 011001 105~12 106~07 105~01 106~01 +0~17 258,998 520,529 -691
Mar02 011001 104~13 105~04 104~05 105~03 +0~16 4,092 18,280 +2,701
Jun02 011001 104~06 104~06 104~06 104~06 +0~16 154 476 +7
Total Volume and Open Interest 263,244 539,285 +2,017
Municipal Bonds(CBOT)
Dec01 011001 106~05 106~18 105~26 106~16 +0~11 2,762 9,074 +1,191
Total Volume and Open Interest 2,762 9,074 +1,191
10-Year T-Notes(CBOT)
Dec01 011001 108~240 109~050 108~180 109~015 +0~085 254,792 563,338 +4,799
Mar02 011001 107~310 107~310 107~310 107~310 +0~085 1,855 3,640 +1,070
Total Volume and Open Interest 256,647 566,978 +5,869
5-Year T-Notes(CBOT)
Dec01 011001 108~090 108~115 108~000 108~075 +0~015 107,174 436,151 +3,854
Mar02 011001 107~075 107~075 107~075 107~075 +0~010 0 238 +0
Total Volume and Open Interest 107,174 436,389 +3,854
2 Year T-Notes(CBOT)
Dec01 011001 105~017 105~029 105~010 105~024 +0~008 4,925 60,993 -594
Total Volume and Open Interest 4,925 60,993 -3,891
3-Mth T-Bills(IMM)
Dec01 011001 97.85 97.85 97.82 97.82 -0.01 17 1,064 +10
Total Volume and Open Interest 17 1,064 +10
Eurodollars(IMM)
Dec01 011001 97.545 97.570 97.530 97.555 +0.015 151,851 821,241 +4,361
Mar02 011001 97.445 97.470 97.425 97.455 +0.030 174,415 549,640 +12,970
Jun02 011001 97.130 97.170 97.090 97.140 +0.030 140,335 572,917 +15,027
Sep02 011001 96.705 96.745 96.660 96.715 +0.040 100,943 404,825 +73
Dec02 011001 96.210 96.240 96.180 96.215 +0.025 66,791 360,713 +7,019
Mar03 011001 95.875 95.900 95.830 95.865 +0.015 31,715 229,403 +3,961
Jun03 011001 95.555 95.575 95.495 95.535 unch 25,018 165,006 +1,025
Sep03 011001 95.325 95.330 95.250 95.285 -0.010 22,328 169,681 +620
Dec03 011001 95.075 95.090 95.025 95.050 -0.010 9,937 136,449 +2,037
Mar04 011001 94.985 94.985 94.940 94.970 -0.010 9,517 145,400 +1,253
Jun04 011001 94.845 94.845 94.800 94.830 -0.010 9,391 113,605 +1,811
Sep04 011001 94.715 94.720 94.665 94.705 -0.010 9,751 95,380 +72
Total Volume and Open Interest 795,636 4,427,512 +54,877
3-Mth Euro-Yen(IMM)
Dec01 011001 99.91 99.91 99.91 99.91 unch 224 18,721 +223
Mar02 011001 99.89 99.89 99.89 99.89 unch 55 8,124 -202
Jun02 011001 99.90 99.91 99.90 99.90 unch 284 10,029 +155
Sep02 011001 99.88 99.88 99.88 99.88 +0.01 0 2,838 +0
Dec02 011001 99.82 99.82 99.82 99.82 unch 2 1,027 -137
Mar03 011001 99.78 99.78 99.78 99.78 +0.01 0 313 +0
Jun03 011001 99.75 99.75 99.75 99.75 +0.01 0 158 +0
Sep03 011001 99.69 99.69 99.69 99.69 unch 0 15 +0
Dec03 011001 99.60 99.60 99.60 99.60 unch 0 2 +0
Mar04 011001 99.53 99.53 99.53 99.53 unch 0 220 +0
Total Volume and Open Interest 565 41,447 +39
3-Mth Euro-Yen(SIMEX)
Dec01 011001 99.91 99.91 99.90 99.91 unch 2,686 90,485 -1,610
Mar02 011001 99.89 99.90 99.89 99.90 unch 2,868 62,262 +394
Jun02 011001 99.90 99.91 99.90 99.91 +0.01 224 56,422 -44
Sep02 011001 99.87 99.88 99.87 99.88 +0.01 260 25,234 -6
Dec02 011001 99.82 99.83 99.82 99.83 +0.01 129 9,757 -139
Mar03 011001 99.77 99.79 99.77 99.79 +0.01 192 13,951 +3
Jun03 011001 99.74 99.75 99.74 99.75 +0.01 470 12,932 +362
Sep03 011001 99.68 99.68 99.68 99.68 unch 0 6,864 +0
Total Volume and Open Interest 6,929 291,097 -940
Euro Notional Bond(MATIF)
Dec01 011001 89.15 89.50 89.13 89.43 +0.23 4,380 26,954 +1,982
Mar02 011001 89.56 89.56 89.56 89.56 +0.23      
Jun02 011001 89.80 89.80 89.80 89.80 +0.23      
Total Volume and Open Interest 4,380 26,954 +1,982
3-Month Euribor(MATIF)
Dec01 011001 96.60 96.60 96.60 96.60 unch 0 2,845 +0
Mar02 011001 96.75 96.75 96.75 96.75 +0.05 0 2,592 +0
Jun02 011001 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 011001 108.60 108.99 108.58 108.95 +0.30 711,106 643,184 -9,202
Mar02 011001 108.28 108.57 108.28 108.57 +0.32 2,439 7,405 +1,012
Jun02 011001 108.55 108.55 108.55 108.55 +0.30 4,475 295 +0
Total Volume and Open Interest 718,020 650,884 -8,190
German Euro-Bobl(EUREX)
Dec01 011001 108.03 108.24 108.02 108.21 +0.19 320,300 513,007 -2,063
Mar02 011001 107.65 107.68 107.65 107.68 +0.19 1,085 3,544 +123
Jun02 011001 107.57 107.57 107.57 107.57 +0.19 0 814 +0
Total Volume and Open Interest 321,385 517,365 -1,940
Long Gilt(LIFFE)
Dec01 011001 114~21 114~26 114~16 114~21 -0~03 29,780 72,652 +614
Mar02 011001 114~09 114~09 114~09 114~09 +0~07      
Total Volume and Open Interest 29,780 72,652 +614
3-Mth Short Sterling(LIFFE)
Dec01 011001 95.67 95.68 95.63 95.64 -0.03 38,349 0 +0
Mar02 011001 95.64 95.65 95.59 95.60 -0.04 28,907 0 +0
Jun02 011001 95.46 95.46 95.39 95.39 -0.05 33,295 0 +0
Total Volume and Open Interest 142,227    
3-Mth Euribor(LIFFE)
Dec01 011001 96.600 96.615 96.575 96.605 +0.020 79,418 456,358 -13,106
Mar02 011001 96.700 96.755 96.690 96.745 +0.035 61,815 370,206 -1,120
Jun02 011001 96.650 96.705 96.640 96.695 +0.040 49,951 270,050 -2,150
Total Volume and Open Interest 294,558 1,793,888 -12,680
3-Mth Aus T-Bills(SFE)
Dec01 011001 95.77 95.81 95.77 95.81 -0.03 5,411 192,588 +157
Mar02 011001 95.84 95.88 95.84 95.88 -0.01 4,038 80,090 -913
Jun02 011001 95.69 95.71 95.67 95.71 -0.01 1,080 32,935 -238
Sep02 011001 95.42 95.45 95.41 95.45 unch 1,474 20,082 -121
Dec02 011001 95.18 95.18 95.18 95.18 -0.01 51 13,204 -277
Mar03 011001 94.96 94.96 94.96 94.96 unch 72 8,382 -8
Jun03 011001 94.80 94.80 94.80 94.80 unch 67 6,081 +61
Sep03 011001 94.66 94.66 94.66 94.66 +0.01 40 4,310 +35
Dec03 011001 94.57 94.57 94.57 94.57 +0.03 40 2,219 +40
Mar04 011001 94.49 94.49 94.49 94.49 +0.02 0 1,610 +0
Total Volume and Open Interest 12,313 363,890 -1,224
10-Year Aus T-Bonds(SFE)
Dec01 011001 94.43 94.49 94.43 94.47 +0.04 1,173 125,479 -1,568
Mar02 011001 94.43 94.43 94.43 94.43 0.00      
Total Volume and Open Interest 9,310 127,047 -11,465
3-Year Aus T-Bonds(SFE)
Dec01 011001 95.38 95.41 95.36 95.40 -0.01 28,896 242,750 -3,026
Mar02 011001 95.40 95.40 95.40 95.40 -0.01      
Total Volume and Open Interest 28,896 242,750 -3,026
Gold(CMX)
Oct01 011001 291.8 292.9 290.5 292.2 -0.2 1,183 1,230 -649
Dec01 011001 292.8 293.9 291.9 293.2 -0.8 16,676 102,569 +3,087
Feb02 011001 294.0 294.4 292.5 293.5 -0.9 646 10,789 +171
Apr02 011001 294.0 295.0 293.8 293.8 -1.0 117 3,234 +136
Jun02 011001 294.1 295.3 293.5 294.2 -1.1 99 5,216 -13
Aug02 011001 294.6 294.6 294.6 294.6 -1.2 444 2,471 +95
Total Volume and Open Interest 19,683 136,063 +3,185
Silver(CMX)
Dec01 011001 462.0 469.0 462.0 466.7 -0.8 8,538 45,130 +1,745
Mar02 011001 466.0 471.5 466.0 469.1 -0.9 157 11,476 +157
May02 011001 472.0 472.0 470.6 470.6 -1.1 2 939 +1
Jul02 011001 471.0 472.5 471.0 472.1 -1.3 0 1,386 +12
Sep02 011001 473.5 473.5 473.5 473.5 -1.5 2 1,098 +0
Total Volume and Open Interest 8,713 64,563 +1,246
Platinum(NYM)
Oct01 011001 420.5 426.0 415.0 418.5 -14.8 640 916 -228
Jan02 011001 414.0 417.0 410.5 410.5 -13.8 902 4,557 +440
Total Volume and Open Interest 1,567 5,498 +227
Palladium(NYME)
Dec01 011001 335.00 335.00 324.00 325.05 -31.95 45 1,241 +11
Total Volume and Open Interest 45 1,241 +11
Copper(CMX)
Dec01 011001 64.80 65.25 64.50 65.05 -0.15 6,510 48,463 +21
Mar02 011001 65.80 66.05 65.45 65.95 -0.15 206 8,000 -39
May02 011001 66.40 66.45 66.10 66.45 -0.15 83 3,084 +77
Jul02 011001 66.90 66.95 66.65 66.95 -0.15 906 2,370 -862
Sep02 011001 67.20 67.45 67.20 67.45 -0.15 66 2,682 +26
Total Volume and Open Interest 9,008 80,341 -3,960
DJIA Index(CBOT)
Dec01 011001 8775 8870 8730 8857 +16 21,041 28,912 -341
Mar02 011001 8760 8864 8760 8864 +16 31 459 -5
Jun02 011001 8881 8881 8881 8881 +16 0 65 +0
Total Volume and Open Interest 21,072 29,442 -346
S & P 500(CME)
Dec01 011001 1039.00 1043.70 1028.80 1043.30 -0.40 92,757 510,538 +1,283
Mar02 011001 1041.50 1045.50 1034.00 1045.50 -0.60 372 10,127 +292
Jun02 011001 1048.00 1049.50 1037.00 1049.50 -0.60 76 592 -21
Sep02 011001 1054.00 1054.00 1054.00 1054.00 -1.10 0 236 +0
Total Volume and Open Interest 93,207 521,824 +1,556
S & P 500 E-Mini(Globex)
Dec01 011001 1044.25 1044.25 1028.75 1043.25 -0.50 210,521 105,697 +1,513
Mar02 011001 1045.50 1045.50 1045.50 1045.50 -0.50 0 3 +0
Total Volume and Open Interest 210,521 105,700 +1,513
NASDAQ 100(CME)
Dec01 011001 1162.00 1170.00 1136.00 1159.50 -15.50 15,771 50,758 +319
Mar02 011001 1165.50 1165.50 1165.50 1165.50 -15.50 0 6 +0
Jun02 011001 1171.50 1171.50 1171.50 1171.50 -15.50      
Total Volume and Open Interest 15,771 50,764 +319
NASDAQ 100 E-Mini(GLOBEX)
Dec01 011001 1171.0 1178.5 1136.5 1159.5 -15.5 117,231 55,395 +7,944
Mar02 011001 1165.5 1165.5 1165.5 1165.5 -15.5      
Total Volume and Open Interest 117,231 55,395 +7,944
NYSE Composite(NYBOT)
Dec01 011001 543.00 544.00 538.00 543.50 -1.30 1,067 5,119 +42
Mar02 011001 544.50 544.50 544.50 544.50 -1.30 10 700 +10
Jun02 011001 545.50 545.50 545.50 545.50 -1.30 0 300 +0
Total Volume and Open Interest 1,077 6,119 +52
S & P Midcap 400(CME)
Dec01 011001 432.80 432.80 421.00 427.50 -5.95 1,360 14,468 +226
Mar02 011001 430.35 430.35 430.35 430.35 -5.95      
Jun02 011001 434.35 434.35 434.35 434.35 -5.95      
Total Volume and Open Interest 1,360 14,468 +226
Russell 2000(CME)
Dec01 011001 404.80 404.80 392.50 399.65 -6.40 2,249 20,753 +58
Mar02 011001 401.80 401.80 401.80 401.80 -6.40      
Jun02 011001 409.40 409.40 409.40 409.40 -6.40      
Total Volume and Open Interest 2,249 20,753 +58
Value Line(KCBT)
Dec01 011001 1007.00 1007.00 986.00 998.00 -14.00 53 111 -24
Total Volume and Open Interest 53 111 -24
Nikkei 225(CME)
Dec01 011001 9880 9965 9800 9960 +150 2,044 13,819 +341
Mar02 011001 9985 9985 9985 9985 +150 0 16 +0
Total Volume and Open Interest 2,044 13,858 +341
Nikkei 225(SIMEX)
Dec01 011001 9980 9980 9570 9950 +285 14,048 94,716 +1,109
Mar02 011001 9945 9945 9945 9945 +285 100 425 +100
Jun02 011001 9905 9905 9905