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MRCI's End of Day Prices
Daily Futures Price Listing Wed October 03, 2001
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Nov01 011003 450.75 455.00 450.00 452.00 -1.00 30,503 92,424 -258
Jan02 011003 459.00 462.75 458.50 459.75 -1.50 5,132 27,031 +1,014
Mar02 011003 465.75 468.50 464.75 465.50 -2.00 1,732 24,306 +350
May02 011003 468.50 471.50 467.75 468.75 -2.50 1,129 22,338 +329
Jul02 011003 472.00 475.00 471.50 472.25 -2.50 1,001 15,148 +56
Aug02 011003 474.50 474.50 472.00 472.00 -3.00 4 516 +0
Sep02 011003 472.00 472.00 472.00 472.00 unch 2 10 +0
Total Volume and Open Interest 39,584 184,975 +1,464
Soybean Meal(CBOT)
Oct01 011003 161.70 163.60 161.40 162.30 +0.50 4,506 7,517 +4
Dec01 011003 161.20 162.80 161.00 162.20 +0.60 22,629 50,552 +545
Jan02 011003 161.00 162.20 160.50 161.80 +0.50 2,794 17,414 +625
Mar02 011003 160.00 160.70 159.20 160.40 +0.20 2,159 12,707 +195
May02 011003 157.80 159.20 157.50 158.60 unch 1,564 12,811 +612
Jul02 011003 157.50 158.80 157.50 158.40 unch 800 10,268 +262
Aug02 011003 156.50 157.70 156.50 156.90 -0.20 33 2,581 -12
Sep02 011003 156.80 156.80 155.80 156.20 unch 30 1,636 +6
Total Volume and Open Interest 34,525 116,708 +2,247
Soybean Oil(CBOT)
Oct01 011003 15.25 15.25 15.06 15.06 -0.19 6,369 5,085 -863
Dec01 011003 15.43 15.46 15.28 15.30 -0.15 18,416 75,560 +180
Jan02 011003 15.65 15.67 15.50 15.51 -0.16 1,740 22,872 +484
Mar02 011003 15.94 15.95 15.78 15.79 -0.15 1,648 17,440 +38
May02 011003 16.20 16.20 16.05 16.07 -0.15 2,590 19,057 +1,231
Jul02 011003 16.40 16.45 16.31 16.33 -0.15 476 10,481 +350
Aug02 011003 16.55 16.55 16.40 16.40 -0.10 90 1,976 +64
Sep02 011003 16.65 16.65 16.50 16.50 -0.08 17 1,905 +16
Total Volume and Open Interest 31,476 157,544 +1,625
Canola(WCE)
Nov01 011003 328.0 328.9 327.5 328.3 -0.3 6,207 29,483 -1,890
Jan02 011003 329.0 329.8 328.1 329.0 -0.1 3,218 25,718 +1,302
Mar02 011003 329.4 329.4 328.4 328.7 +0.2 403 8,996 +105
May02 011003 328.0 329.5 328.0 329.2 +0.6 42 1,249 +2
Jul02 011003 330.3 331.0 330.0 330.1 +1.1 285 2,014 +259
Total Volume and Open Interest 10,445 70,540 -212
Corn(CBOT)
Nov01 011003 204.00 206.50 203.75 206.00 +1.50 279 2,919 -156
Dec01 011003 208.50 211.00 208.25 210.75 +1.50 60,066 235,399 -1,808
Jan02 011003 214.00 215.00 213.75 214.50 +1.00 24 495 -1
Mar02 011003 220.75 223.00 220.75 222.75 +1.50 9,848 91,250 +2,076
May02 011003 228.50 230.75 228.50 230.50 +1.25 5,385 29,741 +1,795
Jul02 011003 233.50 236.00 233.50 235.75 +1.50 3,566 27,995 +676
Total Volume and Open Interest 81,415 407,446 +3,643
Wheat(CBOT)
Dec01 011003 263.00 270.00 262.50 269.50 +6.00 18,231 91,780 -462
Mar02 011003 274.00 279.50 273.50 279.00 +5.25 4,886 28,200 +363
May02 011003 278.00 282.50 277.50 281.75 +4.75 629 4,628 +257
Jul02 011003 282.00 286.50 281.75 286.00 +3.75 1,291 5,954 +282
Sep02 011003 288.00 290.00 288.00 290.00 +3.00 31 112 +31
Total Volume and Open Interest 25,105 131,717 +493
Wheat(KCBT)
Dec01 011003 281.50 285.00 281.25 284.75 +3.75 7,375 51,765 -1,099
Mar02 011003 294.00 297.50 293.00 297.50 +4.75 1,713 18,620 +179
May02 011003 302.25 305.00 302.00 304.50 +4.00 683 5,481 +520
Jul02 011003 307.50 311.00 307.00 310.75 +3.25 609 1,537 +71
Sep02 011003 317.00 318.50 317.00 318.50 +4.50 126 331 +86
Total Volume and Open Interest 10,506 77,938 -243
Wheat(MGE)
Dec01 011003 300.00 305.00 300.00 304.75 +4.25 2,184 20,289 +172
Mar02 011003 313.50 317.00 313.25 317.00 +3.50 1,240 5,610 -32
May02 011003 324.50 325.00 323.50 325.00 +4.00 42 1,143 +30
Jul02 011003 331.00 332.00 331.00 332.00 +3.00 16 269 +4
Sep02 011003 338.00 338.00 338.00 338.00 +1.50 25 104 +23
Total Volume and Open Interest 3,538 27,478 +225
Oats(CBOT)
Dec01 011003 173.00 175.25 172.50 174.75 unch 1,075 6,195 -164
Mar02 011003 158.00 158.50 157.25 158.50 -0.50 587 2,912 +161
May02 011003 151.00 152.00 150.00 150.25 -1.25 295 890 +101
Jul02 011003 144.00 144.00 142.50 143.00 -1.00 30 583 +14
Total Volume and Open Interest 1,987 10,594 +112
Rough Rice(MCE)
Nov01 011003 4.02 4.06 4.00 4.06 +0.02 263 3,107 +115
Jan02 011003 4.28 4.32 4.27 4.29 unch 121 1,269 +38
Mar02 011003 4.50 4.52 4.50 4.51 unch 71 836 +19
May02 011003 4.75 4.75 4.73 4.73 unch 43 328 +0
Total Volume and Open Interest 500 5,656 +172
Live Cattle(CME)
Oct01 011003 66.150 66.700 65.750 66.625 +0.350 4,772 16,506 -1,297
Dec01 011003 67.400 68.050 67.100 67.975 +0.325 7,615 45,892 +368
Feb02 011003 70.200 70.800 70.000 70.625 +0.300 4,130 26,235 -341
Apr02 011003 72.350 72.950 72.200 72.900 +0.400 3,240 10,150 +295
Jun02 011003 69.000 69.500 68.950 69.450 +0.225 2,201 12,282 +61
Aug02 011003 70.000 70.450 69.900 70.425 +0.250 630 1,778 +254
Total Volume and Open Interest 22,604 113,072 -654
Feeder Cattle(CME)
Oct01 011003 85.200 85.800 84.900 85.650 +0.275 827 4,650 -155
Nov01 011003 84.400 85.150 84.325 85.025 +0.350 590 4,426 +12
Jan02 011003 84.575 84.800 84.150 84.800 +0.100 392 3,662 +121
Mar02 011003 84.250 84.500 84.100 84.500 -0.050 69 1,246 +26
Apr02 011003 84.250 84.500 84.200 84.500 -0.150 46 686 +3
May02 011003 84.450 84.500 84.200 84.500 unch 49 682 +6
Aug02 011003 85.400 85.500 85.000 85.500 +0.100 14 120 -5
Total Volume and Open Interest 1,987 15,472 +8
Lean Hogs(CME)
Oct01 011003 60.700 60.700 59.875 59.975 -0.875 3,294 12,020 -231
Dec01 011003 57.100 57.150 55.850 56.125 -1.150 5,052 23,459 +1,080
Feb02 011003 55.900 56.150 55.000 55.475 -0.575 1,189 5,367 +170
Apr02 011003 56.200 56.300 55.500 55.950 -0.325 423 2,282 +140
Jun02 011003 63.300 63.300 62.850 63.175 -0.600 18 566 -16
Jul02 011003 60.500 60.500 60.500 60.500 -0.350 9 214 -5
Aug02 011002 59.775 59.775 59.775 59.775 +0.075 7 113 +2
Oct02 011003 53.450 53.450 53.350 53.350 -0.250 28 131 +16
Total Volume and Open Interest 10,054 44,692 +1,177
Pork Bellies(CME)
Feb02 011003 75.450 76.000 73.700 75.950 +0.575 422 1,981 +8
Mar02 011003 74.900 75.300 73.600 75.300 +0.100 8 96 +2
May02 011002 78.000 78.000 78.000 78.000 unch 4 43 +1
Jul02 011002 76.000 76.000 76.000 76.000 +0.200 1 20 +0
Aug02 011002 76.000 76.000 76.000 76.000 unch 0 3 +0
Total Volume and Open Interest 690 2,133 -13
Cocoa(NYBOT)
Dec01 011003 1070 1090 1058 1086 +14 3,825 24,369 +234
Mar02 011003 1075 1091 1063 1090 +17 1,100 23,382 +306
May02 011003 1072 1095 1072 1095 +16 109 9,623 -38
Jul02 011003 1087 1100 1084 1100 +15 8 6,320 +0
Sep02 011003 1090 1108 1089 1108 +14 105 6,124 -57
Dec02 011003 1120 1120 1120 1120 +16 279 11,642 -276
Mar03 011003 1132 1132 1132 1132 +17 70 8,553 +40
Total Volume and Open Interest 5,506 93,240 +199
Coffee "C"(NYBOT)
Dec01 011003 46.00 46.20 45.65 46.00 -0.75 4,689 35,251 -340
Mar02 011003 48.80 49.00 48.50 48.80 -0.75 1,575 11,577 +544
May02 011003 50.50 50.50 50.10 50.30 -0.70 372 3,950 +6
Jul02 011003 52.00 52.00 51.50 51.75 -0.70 115 2,820 -56
Sep02 011003 53.30 53.30 52.90 52.90 -0.70 54 1,718 +34
Dec02 011003 55.15 55.15 54.75 54.90 -0.60 159 1,604 +64
Total Volume and Open Interest 6,964 56,920 +252
Orange Juice(NYBOT)
Nov01 011003 80.20 80.40 79.90 80.25 +0.40 731 12,738 -51
Jan02 011003 82.50 82.90 82.50 82.70 +0.20 387 2,282 +228
Mar02 011003 85.10 85.70 85.10 85.65 +0.50 51 1,925 +22
May02 011003 88.05 88.05 88.05 88.05 +0.40 0 782 +0
Jul02 011003 90.70 90.70 90.70 90.70 +0.35 0 80 +0
Total Volume and Open Interest 1,169 17,957 +199
Sugar #11(NYBOT)
Mar02 011003 6.70 6.75 6.65 6.71 +0.14 12,301 90,358 +765
May02 011003 6.56 6.58 6.50 6.56 +0.13 873 11,690 +172
Jul02 011003 6.40 6.44 6.37 6.41 +0.11 820 16,570 -178
Oct02 011003 6.60 6.64 6.58 6.62 +0.13 346 7,702 -20
Mar03 011003 6.84 6.84 6.79 6.79 +0.13 63 3,909 +60
Total Volume and Open Interest 14,468 137,115 +6,693
London Cocoa(LCE)
Dec01 011003 794 800 774 799 +5 1,879 37,055 -162
Mar02 011003 812 819 795 818 +5 637 57,166 +103
May02 011003 815 831 809 830 +4 119 28,323 -25
Jul02 011003 823 836 823 836 +4 33 18,379 +27
Sep02 011002 838 838 838 838 unch 18 9,774 +5
Dec02 011003 844 851 842 851 +3 5 3,457 +0
Mar03 011003 837 859 837 859 +7 76 2,410 +40
Total Volume and Open Interest 2,749 156,705 -17
London Coffee(LCE)
Nov01 011003 404.00 404.00 387.00 391.00 -17.00 4,226 25,702 -2,295
Jan02 011003 416.00 417.00 401.00 403.00 -18.00 3,816 31,666 +1,051
Mar02 011003 432.00 432.00 416.00 418.00 -19.00 1,187 16,374 +429
May02 011003 446.00 446.00 433.00 434.00 -20.00 556 13,866 +171
Jul02 011003 466.00 466.00 447.00 450.00 -18.00 1,113 6,714 +820
Sep02 011003 475.00 475.00 462.00 464.00 -16.00 301 4,173 +267
Total Volume and Open Interest 11,202 98,498 +446
London Sugar(LCE)
Oct01 010914 220.00 231.50 219.60 230.00 +9.80 3,557 4,459 -1,314
Dec01 011003 211.00 214.00 211.00 212.40 +1.80 1,411 18,391 +180
Mar02 011003 210.60 212.00 210.00 210.30 +0.70 750 13,675 +348
May02 011003 210.00 210.80 208.30 208.30 -0.30 289 5,373 +87
Aug02 011003 205.50 206.00 203.70 203.80 -0.30 155 4,651 +39
Total Volume and Open Interest 2,629 44,552 +670
Cotton(NYBOT)
Oct01 011003 34.50 34.50 33.45 33.45 -0.50 9 19 -2
Dec01 011003 35.00 35.10 34.55 34.92 +0.07 3,547 36,901 -4,093
Mar02 011003 36.95 37.00 36.50 36.83 +0.08 1,132 9,491 -119
May02 011003 37.95 38.00 37.60 37.86 +0.08 184 5,611 +3
Jul02 011003 39.00 39.10 38.90 38.98 +0.08 133 4,257 +27
Oct02 011003 40.35 40.35 40.35 40.35 +0.10 14 167 -14
Total Volume and Open Interest 5,304 60,354 -4,118
Lumber(CME)
Nov01 011003 233.0 244.0 233.0 242.0 +6.0 392 1,491 +33
Jan02 011003 254.6 260.9 253.6 259.1 +2.8 140 479 +30
Mar02 011003 264.0 274.0 263.0 274.0 +2.5 14 68 -1
May02 011003 278.1 278.1 277.2 277.2 -6.8 9 14 +6
Total Volume and Open Interest 555 2,052 +68
Crude Oil(NYM)
Nov01 011003 22.10 22.40 21.72 22.08 -0.71 42,332 111,936 -1,491
Dec01 011003 22.45 22.72 22.10 22.44 -0.67 28,899 71,943 +2,667
Jan02 011003 22.60 22.85 22.30 22.61 -0.64 8,650 36,443 -187
Feb02 011003 22.70 22.96 22.60 22.77 -0.61 2,954 17,262 +66
Mar02 011003 22.75 22.95 22.75 22.86 -0.58 4,880 14,517 +2,088
Apr02 011003 22.88 22.89 22.88 22.89 -0.55 1,600 12,939 -257
May02 011003 22.65 22.87 22.65 22.87 -0.54 972 10,695 +296
Jun02 011003 22.80 23.05 22.70 22.84 -0.52 2,405 28,140 -205
Jul02 011003 22.70 22.85 22.70 22.78 -0.50 834 8,728 +729
Aug02 011003 22.58 22.85 22.58 22.69 -0.46 16 11,395 +6
Total Volume and Open Interest 98,204 427,641 +4,044
Heating Oil(NYM)
Nov01 011003 63.25 64.70 62.60 63.95 -0.71 12,759 40,217 -1,759
Dec01 011003 64.20 65.45 63.60 64.82 -0.69 5,236 31,049 +46
Jan02 011003 65.00 66.15 64.50 65.42 -0.74 2,583 20,146 +41
Feb02 011003 65.00 66.10 64.75 65.32 -0.69 1,856 14,085 +916
Mar02 011003 64.00 65.00 63.80 64.27 -0.74 783 15,183 -57
Apr02 011003 63.00 63.90 62.60 63.17 -0.74 1,547 5,391 +449
May02 011003 62.25 62.90 62.07 62.07 -0.79 213 3,545 -119
Jun02 011003 61.50 62.40 61.50 61.77 -0.84 1,470 6,015 +308
Jul02 011003 62.00 62.70 61.85 61.92 -0.84 40 1,673 +25
Aug02 011003 62.40 63.10 62.32 62.32 -0.84 120 1,726 -26
Total Volume and Open Interest 26,944 144,517 -22
Unleaded Gas(NYM)
Nov01 011003 62.00 63.10 60.90 62.93 -1.12 18,180 29,644 +1,668
Dec01 011003 61.70 62.80 61.25 62.66 -1.07 6,924 12,016 +338
Jan02 011003 62.30 63.30 61.90 63.11 -1.07 3,174 9,794 +1,568
Feb02 011003 62.80 64.00 62.80 63.86 -1.02 391 4,505 -108
Mar02 011003 64.50 64.90 64.50 64.71 -1.02 668 7,137 +475
Apr02 011003 70.30 70.96 70.00 70.96 -0.97 785 8,874 +499
May02 011003 71.00 71.90 71.00 71.41 -0.92 696 6,547 +91
Jun02 011003 70.25 71.11 70.25 71.11 -0.82 614 4,268 +568
Total Volume and Open Interest 32,527 87,451 +5,769
Natural Gas(NYM)
Nov01 011003 2.300 2.360 2.270 2.320 +0.052 25,381 59,655 +138
Dec01 011003 2.690 2.720 2.650 2.688 +0.028 6,973 40,332 +577
Jan02 011003 2.915 2.920 2.875 2.893 +0.015 3,018 45,683 -342
Feb02 011003 2.890 2.910 2.875 2.888 +0.012 1,452 27,902 -258
Mar02 011003 2.840 2.860 2.820 2.839 +0.002 1,991 29,268 +455
Apr02 011003 2.720 2.770 2.720 2.750 -0.004 879 33,984 +94
May02 011003 2.750 2.800 2.750 2.775 -0.007 556 19,738 +22
Jun02 011003 2.835 2.840 2.815 2.820 -0.010 144 14,271 -39
Total Volume and Open Interest 45,646 475,952 +746
Brent Crude Oil(IPE)
Nov01 011003 21.82 21.94 21.29 21.52 -0.53 30,572 56,964 -1,268
Dec01 011003 22.00 22.22 21.60 21.86 -0.40 27,263 60,145 -441
Jan02 011003 22.09 22.25 21.85 22.06 -0.34 6,429 27,509 -581
Feb02 011003 22.14 22.27 21.95 22.11 -0.33 2,733 15,048 -429
Mar02 011003 22.11 22.17 21.85 22.06 -0.33 2,298 8,905 +241
Apr02 011003 22.05 22.05 21.81 22.01 -0.31 717 9,173 -59
May02 011003 22.00 22.01 21.76 21.96 -0.27 7 5,096 -10
Jun02 011003 21.92 22.00 21.75 21.91 -0.24 770 17,633 -225
Total Volume and Open Interest 74,054 232,111 -497
Gas Oil(IPE)
Oct01 011003 203.50 204.25 200.00 202.50 -6.75 11,035 25,126 -1,470
Nov01 011003 199.75 200.25 196.50 199.00 -6.75 9,518 31,805 -1,068
Dec01 011003 198.50 199.25 196.00 199.00 -6.00 4,536 30,317 +469
Jan02 011003 197.25 199.00 196.00 198.75 -6.00 3,062 13,055 -84
Feb02 011003 197.00 198.00 196.75 198.00 -6.00 605 7,576 +381
Mar02 011003 193.75 196.50 193.75 196.00 -6.25 850 5,002 +321
Apr02 011003 192.00 194.25 192.00 194.25 -6.25 600 2,935 +500
May02 011002 197.25 199.50 197.25 199.50 +2.00 211 1,269 +200
Total Volume and Open Interest 34,704 131,538 +305
US Dollar Index(NYBOT)
Dec01 011003 113.20 113.68 112.95 113.67 +0.29 487 5,372 -20
Mar02 011003 114.17 114.17 114.17 114.17 +0.29 3 2,018 +1
Jun02 011003 114.67 114.67 114.67 114.67 +0.29 0 2 +0
Total Volume and Open Interest 490 7,392 -22
Australian Dollar(IMM)
Dec01 011003 49.66 49.80 49.47 49.52 +0.18 1,172 23,606 -64
Mar02 011003 49.50 49.50 49.30 49.30 +0.16 0 325 +0
Jun02 011002 48.94 48.94 48.94 48.94 -0.01 0 2 +0
Total Volume and Open Interest 2,206 24,010 +480
British Pound(IMM)
Dec01 011003 146.92 147.32 146.76 146.90 +0.56 9,155 40,160 -2,705
Mar02 011003 146.38 146.38 146.20 146.20 +0.54 2 24 +2
Jun02 011002 144.98 144.98 144.98 144.98 -0.88 0 1 +0
Total Volume and Open Interest 5,143 42,888 +1,690
Canadian Dollar(IMM)
Dec01 011003 63.70 63.79 63.62 63.69 unch 6,652 69,427 -490
Mar02 011003 63.67 63.70 63.60 63.63 -0.01 57 2,574 +8
Jun02 011002 63.60 63.60 63.60 63.60 +0.20 76 752 +31
Sep02 011002 63.40 63.58 63.40 63.58 +0.20 0 151 +57
Total Volume and Open Interest 11,818 73,480 +127
Japanese Yen(IMM)
Dec01 011003 82.98 83.43 82.94 83.21 +0.02 15,357 74,664 -3,426
Mar02 011003 83.52 83.85 83.50 83.69 +0.01 48 145 +23
Jun02 011002 84.17 84.17 84.17 84.17 -0.47 0 16 +0
Total Volume and Open Interest 15,405 75,174 -3,403
Deutsche Mark(IMM)
Dec01 011003 46.65 46.65 46.57 46.57 -0.30 2 200 +0
Total Volume and Open Interest 2 200 +0
Swiss Franc(IMM)
Dec01 011003 62.21 62.31 61.55 61.57 -0.27 5,441 48,330 +519
Mar02 011003 61.85 61.85 61.61 61.61 -0.27 1 96 +1
Jun02 011002 61.95 61.95 61.95 61.95 -0.05 0 3 +0
Total Volume and Open Interest 7,540 47,909 +415
EuroFX(IMM)
Dec01 011003 91.97 92.05 91.06 91.09 -0.58 11,453 108,627 -36
Mar02 011003 91.77 91.77 90.87 90.87 -0.58 33 829 +13
Jun02 011002 91.28 91.28 91.28 91.28 +0.18 0 176 +0
Total Volume and Open Interest 20,716 109,699 +1,671
Mexican Peso(IMM)
Dec01 011003 10285.0 10320.0 10270.0 10310.0 +10.0 2,672 10,676 +358
Mar02 011003 10020.0 10040.0 10020.0 10040.0 +10.0 0 1,451 +0
Total Volume and Open Interest 2,672 13,251 +358
30-Year T-Bonds(CBOT)
Dec01 011003 106~23 107~11 106~19 106~23 +0~05 247,503 533,179 +8,849
Mar02 011003 105~28 106~11 105~23 105~24 +0~05 5,551 25,323 +4,009
Jun02 011003 104~25 104~25 104~25 104~25 +0~05 0 476 +0
Total Volume and Open Interest 253,054 558,978 +12,858
Municipal Bonds(CBOT)
Dec01 011003 107~09 107~15 106~28 107~00 +0~03 1,120 9,556 +50
Total Volume and Open Interest 1,120 9,556 +50
10-Year T-Notes(CBOT)
Dec01 011003 109~125 109~275 109~125 109~155 +0~050 169,801 560,897 +687
Mar02 011003 108~180 108~235 108~125 108~130 +0~050 630 3,614 -56
Total Volume and Open Interest 170,431 564,511 +631
5-Year T-Notes(CBOT)
Dec01 011003 108~225 108~250 108~160 108~160 +0~025 66,038 452,259 +5,646
Mar02 011003 107~150 107~150 107~150 107~150 +0~025 0 238 +0
Total Volume and Open Interest 66,038 452,497 +5,646
2 Year T-Notes(CBOT)
Dec01 011003 105~057 105~061 105~036 105~038 -0~002 6,160 61,762 +1,265
Total Volume and Open Interest 6,160 61,762 +1,265
3-Mth T-Bills(IMM)
Dec01 011003 97.94 97.94 97.93 97.93 -0.01 0 1,068 +0
Total Volume and Open Interest 0 1,068 +0
Eurodollars(IMM)
Dec01 011003 97.695 97.705 97.650 97.660 -0.005 140,382 820,308 +12,746
Mar02 011003 97.625 97.635 97.555 97.570 -0.015 129,916 564,868 +18,937
Jun02 011003 97.330 97.360 97.230 97.245 -0.030 104,353 579,310 +7,792
Sep02 011003 96.915 96.955 96.820 96.830 -0.015 73,353 410,332 +7,658
Dec02 011003 96.400 96.440 96.315 96.320 +0.005 53,218 358,230 -3,682
Mar03 011003 96.030 96.090 95.965 95.970 +0.020 36,289 234,232 -1,167
Jun03 011003 95.665 95.725 95.600 95.610 +0.015 29,247 166,643 +200
Sep03 011003 95.395 95.465 95.310 95.340 +0.010 23,304 173,715 +3,575
Dec03 011003 95.150 95.200 95.060 95.085 +0.005 12,328 135,054 -341
Mar04 011003 95.065 95.110 94.975 94.995 unch 10,494 148,036 +1,350
Jun04 011003 94.920 94.945 94.830 94.855 +0.005 9,957 112,221 -14
Sep04 011003 94.785 94.825 94.705 94.730 +0.005 9,626 94,955 -172
Total Volume and Open Interest 705,685 4,471,375 +49,221
3-Mth Euro-Yen(IMM)
Dec01 011003 99.91 99.91 99.91 99.91 unch 561 18,942 +289
Mar02 011003 99.90 99.90 99.89 99.89 -0.01 0 8,244 +135
Jun02 011003 99.91 99.91 99.90 99.90 -0.01 942 10,505 +604
Sep02 011003 99.89 99.89 99.89 99.89 unch 10 2,764 -6
Dec02 011003 99.83 99.83 99.83 99.83 -0.01 0 915 +0
Mar03 011003 99.79 99.79 99.79 99.79 unch 0 15 -371
Jun03 011002 99.76 99.76 99.76 99.76 +0.01 0 158 +0
Sep03 011002 99.69 99.69 99.69 99.69 unch 0 15 +0
Dec03 011002 99.60 99.60 99.60 99.60 unch 0 2 +0
Mar04 011002 99.53 99.53 99.53 99.53 unch 0 220 +0
Total Volume and Open Interest 40 41,129 -318
3-Mth Euro-Yen(SIMEX)
Dec01 011003 99.91 99.92 99.91 99.92 +0.00 618 90,775 +119
Mar02 011003 99.90 99.90 99.90 99.90 0.00 1,974 63,174 +1,956
Jun02 011003 99.91 99.91 99.90 99.91 unch 746 57,709 -23
Sep02 011003 99.89 99.89 99.88 99.88 -0.01 167 25,322 +41
Dec02 011003 99.84 99.84 99.83 99.83 -0.01 284 9,545 -122
Mar03 011003 99.79 99.80 99.79 99.79 0.00 538 13,952 -111
Jun03 011003 99.76 99.77 99.76 99.77 unch 237 12,938 +9
Sep03 011002 99.71 99.71 99.71 99.71 +0.02 100 6,964 +100
Total Volume and Open Interest 5,519 291,795 +698
Euro Notional Bond(MATIF)
Dec01 011003 90.04 90.40 90.03 90.35 +0.36 2,892 27,172 +629
Mar02 011003 90.48 90.48 90.48 90.48 +0.92      
Jun02 011003 90.53 90.53 90.53 90.53 +0.73      
Total Volume and Open Interest 1,235 26,543 -411
3-Month Euribor(MATIF)
Dec01 011003 96.70 96.70 96.70 96.70 +0.05 0 2,776 -69
Mar02 011003 96.85 96.85 96.85 96.85 +0.05 0 2,496 -96
Jun02 011003 96.80 96.80 96.80 96.80 +0.05 0 211 -97
Total Volume and Open Interest 0 6,273 -345
German Euro-Bund(EUREX)
Dec01 011003 109.62 109.89 109.55 109.84 +0.36 778,415 689,255 +30,294
Mar02 011003 109.32 109.47 109.31 109.47 +0.37 3,212 7,434 +315
Jun02 011002 109.10 109.10 109.10 109.10 +0.55 444 499 +204
Total Volume and Open Interest 484,561 666,579 +15,695
German Euro-Bobl(EUREX)
Dec01 011003 108.48 108.75 108.44 108.67 +0.27 356,786 548,843 +39,083
Mar02 011003 108.14 108.16 108.13 108.16 +0.30 2,197 3,514 -913
Jun02 011002 107.76 107.76 107.76 107.76 +0.19 0 814 +0
Total Volume and Open Interest 273,308 515,001 -2,364
Long Gilt(LIFFE)
Dec01 011003 115~05 115~27 115~03 115~21 +0~19 30,572 70,190 +568
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 011003 95.67 95.70 95.65 95.67 +0.03 32,230 0 +0
Mar02 011003 95.66 95.72 95.65 95.68 +0.05 35,463 0 +0
Jun02 011003 95.49 95.58 95.48 95.54 +0.08 25,483 0 +0
Total Volume and Open Interest 141,055    
3-Mth Euribor(LIFFE)
Dec01 011003 96.650 96.690 96.640 96.675 +0.050 75,702 459,667 +3,458
Mar02 011003 96.820 96.870 96.805 96.850 +0.070 71,249 377,885 +3,451
Jun02 011003 96.775 96.850 96.775 96.820 +0.075 42,428 276,690 +1,447
Total Volume and Open Interest 288,512 1,805,625 +4,925
3-Mth Aus T-Bills(SFE)
Dec01 011003 95.87 95.87 95.73 95.79 -0.06 19,487 204,539 +11,975
Mar02 011003 95.95 95.96 95.83 95.87 -0.05 5,477 81,358 +1,763
Jun02 011003 95.80 95.80 95.68 95.72 -0.02 1,127 32,638 -208
Sep02 011003 95.52 95.52 95.45 95.50 +0.01 213 19,953 +1
Dec02 011003 95.23 95.25 95.18 95.24 +0.01 106 13,112 -17
Mar03 011003 95.00 95.03 94.97 95.03 +0.01 141 8,334 -48
Jun03 011003 94.84 94.86 94.84 94.86 unch 185 6,161 +80
Sep03 011003 94.72 94.72 94.72 94.72 +0.01 62 4,354 +44
Dec03 011003 94.62 94.62 94.62 94.62 -0.01 120 2,324 +105
Mar04 011003 94.56 94.56 94.56 94.56 -0.01 50 1,660 +50
Total Volume and Open Interest 27,108 376,962 +13,885
10-Year Aus T-Bonds(SFE)
Dec01 011003 94.54 94.54 94.54 94.54 +0.03 14,945 132,449 +0
Mar02 011003 94.52 94.52 94.52 94.52 unch      
Total Volume and Open Interest 14,945 132,449 +6,970
3-Year Aus T-Bonds(SFE)
Dec01 011003 95.51 95.51 95.35 95.42 -0.03 25,375 246,602 +7,053
Mar02 011003 95.42 95.42 95.42 95.42 +0.02      
Total Volume and Open Interest 3,117 239,549 -3,201
Gold(CMX)
Oct01 011003 290.5 291.2 290.5 290.5 +0.6 157 490 -608
Dec01 011003 291.3 292.8 290.9 291.6 +0.7 23,003 98,420 -4,780
Feb02 011003 292.5 293.2 291.7 292.0 +0.7 690 11,252 +255
Apr02 011003 293.5 294.0 292.4 292.4 +0.7 6 3,239 -1
Jun02 011003 292.9 292.9 292.9 292.9 +0.7 54 5,225 +8
Aug02 011003 293.4 293.4 293.4 293.4 +0.7 4 2,467 -4
Total Volume and Open Interest 25,924 132,653 -4,325
Silver(CMX)
Dec01 011003 464.0 469.0 462.0 463.5 -1.5 6,606 45,183 -482
Mar02 011003 466.0 470.0 464.5 465.7 -1.6 839 11,695 +95
May02 011003 467.1 467.1 467.1 467.1 -1.6 85 970 +17
Jul02 011003 468.3 468.3 468.3 468.3 -1.7 25 1,387 -1
Sep02 011003 469.4 469.4 469.4 469.4 -1.8 0 1,098 +0
Total Volume and Open Interest 8,689 65,473 +350
Platinum(NYM)
Oct01 011003 425.5 438.0 425.5 426.0 +6.8 392 200 -222
Jan02 011003 424.0 424.0 414.0 415.0 +4.3 989 4,932 +144
Total Volume and Open Interest 1,381 5,157 -78
Palladium(NYME)
Dec01 011003 340.00 358.00 340.00 343.00 +8.00 42 1,211 -4
Total Volume and Open Interest 42 1,211 -4
Copper(CMX)
Dec01 011003 64.40 64.50 63.70 64.15 -0.85 5,354 50,029 +422
Mar02 011003 65.40 65.40 64.75 65.05 -0.85 698 8,519 +443
May02 011003 66.00 66.00 65.40 65.55 -0.85 454 3,523 +443
Jul02 011003 66.45 66.45 66.00 66.05 -0.90 227 2,484 +106
Sep02 011003 66.70 66.70 66.55 66.55 -0.90 7 2,694 +7
Total Volume and Open Interest 7,078 82,976 +1,358
DJIA Index(CBOT)
Dec01 011003 8850 9160 8845 9120 +153 18,977 30,142 +682
Mar02 011003 8865 9140 8865 9127 +153 107 510 +49
Jun02 011003 9144 9144 9144 9144 +153 0 65 +0
Total Volume and Open Interest 19,084 30,723 +731
S & P 500(CME)
Dec01 011003 1046.50 1078.80 1043.70 1074.40 +18.90 72,201 510,179 -1,952
Mar02 011003 1052.50 1078.00 1052.50 1076.60 +18.80 218 10,196 -52
Jun02 011003 1068.00 1080.60 1068.00 1080.60 +18.80 3 707 -3
Sep02 011003 1085.10 1085.10 1085.10 1085.10 +18.80 0 236 +0
Total Volume and Open Interest 72,422 521,649 -2,007
S & P 500 E-Mini(Globex)
Dec01 011003 1054.25 1078.75 1041.25 1074.50 +19.00 205,915 110,022 +2,845
Mar02 011002 1057.75 1057.75 1057.75 1057.75 +12.25 0 3 +0
Total Volume and Open Interest 198,018 107,180 +1,480
NASDAQ 100(CME)
Dec01 011003 1147.00 1276.00 1143.00 1250.00 +86.50 17,846 49,723 -1,605
Mar02 011002 1169.50 1169.50 1169.50 1169.50 +4.00 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 011003 1162.5 1276.0 1136.0 1250.0 +86.5 128,059 54,687 +1,296
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 011003 546.50 558.50 546.00 556.50 +5.00 890 5,098 -40
Mar02 011003 557.50 557.50 557.50 557.50 +5.00 0 700 +0
Jun02 011003 558.50 558.50 558.50 558.50 +5.00 0 300 +0
Total Volume and Open Interest 890 6,098 -40
S & P Midcap 400(CME)
Dec01 011003 429.50 445.75 427.50 442.50 +9.50 1,293 14,784 +393
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 011003 398.00 416.50 398.00 414.00 +10.75 2,399 20,707 +75
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 011003 1002.00 1048.00 1002.00 1040.00 +29.00 93 141 +53
Total Volume and Open Interest 93 141 +53
Nikkei 225(CME)
Dec01 011003 9900 10240 9850 10155 +35 1,154 14,025 +0
Mar02 011003 10250 10250 10180 10180 +35 0 16 +0
Total Volume and Open Interest 1,154 14,064 +0
Nikkei 225(SIMEX)
Dec01 011003 10170 10210 9905 9925 -205 15,211 94,953 +49
Mar02 011002 10125 10125 10125 10125 +180 0 425 +0
Jun02 011002 10085 10085 10085 10085 +180 0 24 +0