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MRCI's End of Day Prices
Daily Futures Price Listing Thu October 04, 2001
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Nov01 011004 452.50 455.50 449.00 451.00 -1.00 26,822 92,586 +162
Jan02 011004 460.50 463.00 457.25 458.75 -1.00 3,831 27,810 +779
Mar02 011004 466.50 469.00 463.00 464.25 -1.25 3,027 25,063 +757
May02 011004 468.50 471.75 466.00 467.50 -1.25 1,598 22,690 +352
Jul02 011004 472.50 476.00 470.00 471.25 -1.00 1,181 15,307 +159
Aug02 011004 470.50 474.50 470.00 470.50 -1.50 10 521 +5
Sep02 011004 471.00 471.00 471.00 471.00 -1.00 2 10 +0
Total Volume and Open Interest 36,833 187,398 +2,423
Soybean Meal(CBOT)
Oct01 011004 162.50 163.30 161.60 162.50 +0.20 3,351 6,458 -1,059
Dec01 011004 162.50 163.30 161.10 162.20 unch 8,674 51,312 +760
Jan02 011004 162.00 162.70 160.80 161.70 -0.10 2,456 18,000 +586
Mar02 011004 160.00 160.90 158.90 159.70 -0.70 775 12,755 +48
May02 011004 158.00 158.80 157.30 157.90 -0.70 1,142 12,924 +113
Jul02 011004 158.50 158.60 157.00 157.80 -0.60 832 10,367 +99
Aug02 011004 157.00 157.50 156.10 156.10 -0.80 34 2,581 +0
Sep02 011004 156.00 156.80 155.10 155.10 -1.10 25 1,658 +22
Total Volume and Open Interest 17,453 117,308 +600
Soybean Oil(CBOT)
Oct01 011004 15.10 15.25 15.06 15.20 +0.14 4,541 3,848 -1,237
Dec01 011004 15.33 15.54 15.28 15.42 +0.12 13,100 75,670 +110
Jan02 011004 15.52 15.72 15.49 15.62 +0.11 1,807 23,638 +766
Mar02 011004 15.80 16.01 15.78 15.89 +0.10 1,198 17,723 +283
May02 011004 16.05 16.25 16.04 16.17 +0.10 1,403 18,910 -147
Jul02 011004 16.32 16.50 16.32 16.43 +0.10 1,393 10,804 +323
Aug02 011004 16.45 16.60 16.45 16.48 +0.08 91 2,055 +79
Sep02 011004 16.55 16.75 16.55 16.56 +0.06 12 1,907 +2
Total Volume and Open Interest 23,550 157,721 +177
Canola(WCE)
Nov01 011004 328.5 331.0 327.2 330.4 +2.1 4,630 27,035 -2,448
Jan02 011004 329.8 332.0 328.1 331.5 +2.5 2,153 26,657 +939
Mar02 011004 330.0 332.1 328.2 332.1 +3.4 458 9,037 +41
May02 011004 332.0 332.7 331.9 331.9 +2.7 22 1,266 +17
Jul02 011004 332.8 332.8 332.8 332.8 +2.7 646 2,650 +636
Total Volume and Open Interest 8,554 70,097 -443
Corn(CBOT)
Nov01 011004 207.00 208.50 206.50 206.75 +0.75 34 2,869 -50
Dec01 011004 211.25 213.50 211.00 211.50 +0.75 31,235 233,815 -1,584
Jan02 011004 216.75 217.50 215.50 215.75 +1.25 5 495 +0
Mar02 011004 223.50 225.50 223.25 223.50 +0.75 4,112 91,853 +603
May02 011004 231.50 233.00 230.75 231.00 +0.50 2,412 30,508 +767
Jul02 011004 236.25 238.00 236.00 236.50 +0.75 1,399 28,211 +216
Total Volume and Open Interest 39,940 407,420 -26
Wheat(CBOT)
Dec01 011004 271.00 274.25 271.00 272.75 +3.25 16,752 90,530 -1,250
Mar02 011004 281.00 283.25 280.75 282.50 +3.50 5,128 29,274 +1,074
May02 011004 284.50 286.50 284.00 284.75 +3.00 303 4,659 +31
Jul02 011004 290.00 290.00 287.75 288.75 +2.75 1,011 5,882 -72
Sep02 011004 292.50 292.50 292.50 292.50 +2.50 2 114 +2
Total Volume and Open Interest 23,257 131,506 -211
Wheat(KCBT)
Dec01 011004 286.00 288.00 285.50 286.75 +2.00 4,759 51,114 -651
Mar02 011004 298.25 300.00 298.00 299.00 +1.50 2,185 18,641 +21
May02 011004 304.50 306.25 304.50 305.50 +1.00 156 5,492 +11
Jul02 011004 312.00 312.50 311.00 311.50 +0.75 283 1,709 +172
Sep02 011004 318.50 319.50 318.50 319.00 +0.50 305 636 +305
Total Volume and Open Interest 7,696 77,802 -136
Wheat(MGE)
Dec01 011004 305.50 308.50 305.50 306.50 +1.75 2,377 20,665 +376
Mar02 011004 317.25 321.00 317.25 318.50 +1.50 604 5,776 +166
May02 011004 325.50 328.50 325.50 326.50 +1.50 55 1,144 +1
Jul02 011004 334.50 335.75 334.00 334.00 +2.00 6 275 +6
Sep02 011004 341.00 342.00 340.50 340.50 +2.50 0 104 +0
Total Volume and Open Interest 3,042 28,027 +549
Oats(CBOT)
Dec01 011004 175.25 178.75 175.00 175.25 +0.50 796 6,118 -77
Mar02 011004 159.00 160.75 158.00 159.00 +0.50 320 3,013 +101
May02 011004 151.00 152.50 150.50 151.50 +1.25 49 898 +8
Jul02 011004 144.00 144.50 143.00 144.50 +1.50 18 594 +11
Total Volume and Open Interest 1,183 10,637 +43
Rough Rice(MCE)
Nov01 011004 4.07 4.09 4.04 4.06 unch 176 2,902 -205
Jan02 011004 4.32 4.33 4.28 4.29 unch 73 1,250 -19
Mar02 011004 4.55 4.56 4.51 4.51 unch 83 832 -4
May02 011004 4.76 4.78 4.73 4.73 unch 66 338 +10
Total Volume and Open Interest 399 5,438 -218
Live Cattle(CME)
Oct01 011004 67.150 68.000 67.150 67.875 +1.250 5,356 15,142 -1,364
Dec01 011004 68.400 69.475 68.300 69.425 +1.450 9,357 46,224 +332
Feb02 011004 71.000 72.125 71.000 72.000 +1.375 3,747 25,510 -725
Apr02 011004 73.350 74.375 73.250 74.250 +1.350 3,059 11,907 +1,757
Jun02 011004 69.750 70.525 69.750 70.425 +0.975 1,625 12,677 +395
Aug02 011004 70.650 71.325 70.650 71.250 +0.825 272 1,874 +96
Total Volume and Open Interest 23,437 113,575 +503
Feeder Cattle(CME)
Oct01 011004 85.900 87.150 85.900 87.150 +1.500 683 4,600 -50
Nov01 011004 85.350 86.475 85.250 86.400 +1.375 929 4,486 +60
Jan02 011004 85.050 86.300 85.050 86.200 +1.400 574 3,796 +134
Mar02 011004 84.800 86.000 84.800 85.850 +1.350 45 1,242 -4
Apr02 011004 85.100 86.000 85.100 85.950 +1.450 40 724 +38
May02 011004 84.500 85.950 84.500 85.850 +1.350 27 696 +14
Aug02 011004 85.500 86.900 85.500 86.900 +1.400 29 127 +7
Total Volume and Open Interest 2,327 15,671 +199
Lean Hogs(CME)
Oct01 011004 60.000 60.375 59.700 60.200 +0.225 3,845 11,579 -441
Dec01 011004 56.200 56.575 55.800 56.275 +0.150 6,161 24,656 +1,197
Feb02 011004 55.700 56.050 55.250 55.925 +0.450 1,498 5,224 -143
Apr02 011004 56.300 56.650 55.950 56.250 +0.300 173 2,310 +28
Jun02 011004 63.200 63.400 63.000 63.300 +0.125 18 582 +16
Jul02 011004 60.700 60.750 60.700 60.700 +0.200 3 215 +1
Aug02 011004 59.625 59.625 59.625 59.625 +0.200 0 113 +0
Oct02 011004 53.350 53.350 53.350 53.350 unch 31 150 +19
Total Volume and Open Interest 11,731 45,370 +678
Pork Bellies(CME)
Feb02 011004 76.150 76.800 76.000 76.375 +0.425 700 2,015 +34
Mar02 011004 75.600 76.500 75.600 75.600 +0.300 11 95 -1
May02 011004 78.450 78.450 78.450 78.450 +0.550 0 43 +0
Jul02 011004 76.300 76.300 76.300 76.300 unch 0 20 +0
Aug02 011004 76.900 76.900 76.900 76.900 +0.900 0 3 +0
Total Volume and Open Interest 711 2,176 +33
Cocoa(NYBOT)
Dec01 011004 1106 1130 1106 1126 +40 3,695 24,720 +351
Mar02 011004 1106 1130 1106 1126 +36 1,077 23,440 +58
May02 011004 1117 1133 1117 1130 +35 234 9,708 +85
Jul02 011004 1126 1135 1126 1135 +35 352 6,311 -9
Sep02 011004 1142 1142 1142 1142 +34 110 6,114 -10
Dec02 011004 1156 1156 1156 1156 +36 50 11,622 -20
Mar03 011004 1159 1166 1159 1166 +34 253 8,700 +147
Total Volume and Open Interest 5,771 93,842 +602
Coffee "C"(NYBOT)
Dec01 011004 46.00 47.25 45.75 46.50 +0.50 3,783 35,262 +11
Mar02 011004 48.70 50.00 48.55 49.25 +0.45 2,043 11,815 +238
May02 011004 50.30 51.10 50.10 50.65 +0.35 135 3,974 +24
Jul02 011004 51.70 52.75 51.60 52.05 +0.30 136 2,817 -3
Sep02 011004 52.90 53.90 52.90 53.25 +0.35 63 1,756 +38
Dec02 011004 54.75 55.75 54.50 55.25 +0.35 87 1,621 +17
Total Volume and Open Interest 6,250 57,248 +328
Orange Juice(NYBOT)
Nov01 011004 81.80 82.40 80.50 82.10 +1.85 877 12,520 -218
Jan02 011004 82.90 84.50 82.90 84.25 +1.55 314 2,459 +177
Mar02 011004 85.90 87.25 85.90 87.25 +1.60 67 1,959 +34
May02 011004 89.25 89.25 89.25 89.25 +1.20 0 782 +0
Jul02 011004 90.70 91.45 90.70 91.45 +0.75 0 80 +0
Total Volume and Open Interest 1,258 17,950 -7
Sugar #11(NYBOT)
Mar02 011004 6.69 6.69 6.61 6.65 -0.06 5,870 90,179 -179
May02 011004 6.54 6.54 6.49 6.51 -0.05 582 11,951 +261
Jul02 011004 6.39 6.39 6.34 6.37 -0.04 1,226 16,922 +352
Oct02 011004 6.59 6.59 6.54 6.57 -0.05 1,167 8,219 +517
Mar03 011004 6.75 6.75 6.75 6.75 -0.04 85 3,916 +7
Total Volume and Open Interest 8,930 132,226 -4,889
London Cocoa(LCE)
Dec01 011004 800 819 800 818 +19 1,787 36,786 -269
Mar02 011004 819 839 819 838 +20 469 57,320 +154
May02 011004 830 850 830 850 +20 600 28,260 -63
Jul02 011004 839 856 838 856 +20 1 18,378 -1
Sep02 011004 845 862 845 862 +20 0 9,774 +0
Dec02 011004 871 871 871 871 +20 35 3,436 -21
Mar03 011004 863 877 863 877 +18 90 2,448 +38
Total Volume and Open Interest 2,982 156,543 -162
London Coffee(LCE)
Nov01 011004 391.00 391.00 380.00 390.00 -1.00 3,079 24,628 -1,074
Jan02 011004 401.00 405.00 395.00 404.00 +1.00 1,940 31,653 -13
Mar02 011004 416.00 420.00 411.00 420.00 +2.00 1,251 16,551 +177
May02 011004 430.00 435.00 427.00 435.00 +1.00 1,904 13,833 -33
Jul02 011004 448.00 452.00 442.00 450.00 unch 597 7,106 +392
Sep02 011004 456.00 463.00 456.00 463.00 -1.00 345 4,303 +130
Total Volume and Open Interest 10,116 98,927 +429
London Sugar(LCE)
Oct01 010914 220.00 231.50 219.60 230.00 +9.80 3,557 4,459 -1,314
Dec01 011004 212.50 213.00 209.50 211.10 -1.30 2,864 17,999 -392
Mar02 011004 210.60 211.00 207.70 209.10 -1.20 1,075 13,655 -20
May02 011004 208.10 210.00 205.80 207.60 -0.70 489 5,368 -5
Aug02 011004 203.30 203.30 201.00 203.10 -0.70 601 4,725 +74
Total Volume and Open Interest 5,433 44,311 -241
Cotton(NYBOT)
Oct01 011004 33.40 33.40 33.00 33.00 -0.45 8 10 -9
Dec01 011004 34.80 35.00 34.30 34.40 -0.52 3,894 36,109 -792
Mar02 011004 36.75 36.95 36.20 36.35 -0.48 1,791 9,655 +164
May02 011004 37.90 38.05 37.60 37.65 -0.21 114 5,613 +2
Jul02 011004 39.05 39.05 38.85 38.85 -0.13 127 4,242 -15
Oct02 011004 40.10 40.10 40.10 40.10 -0.25 0 167 +0
Total Volume and Open Interest 5,988 59,840 -514
Lumber(CME)
Nov01 011004 247.0 252.0 246.1 247.3 +5.3 486 1,511 +20
Jan02 011004 261.3 267.5 261.2 262.5 +3.4 166 479 +0
Mar02 011004 274.0 276.0 274.0 275.8 +1.8 22 71 +3
May02 011004 279.0 279.1 278.2 278.2 +1.0 1 15 +1
Total Volume and Open Interest 675 2,076 +24
Crude Oil(NYM)
Nov01 011004 22.50 22.90 22.10 22.63 +0.55 60,413 114,433 +2,497
Dec01 011004 22.75 23.20 22.45 22.97 +0.53 45,662 73,079 +1,136
Jan02 011004 22.90 23.25 22.68 23.10 +0.49 14,139 38,573 +2,130
Feb02 011004 23.25 23.30 22.95 23.23 +0.46 4,353 18,198 +936
Mar02 011004 23.20 23.50 22.95 23.29 +0.43 1,501 14,976 +459
Apr02 011004 23.00 23.30 23.00 23.30 +0.41 2,952 14,158 +1,219
May02 011004 23.02 23.26 23.02 23.26 +0.39 1,010 10,356 -339
Jun02 011004 23.15 23.35 23.00 23.21 +0.37 2,584 27,870 -270
Jul02 011004 23.05 23.13 23.05 23.13 +0.35 1,432 8,792 +64
Aug02 011004 22.95 23.25 22.95 23.03 +0.34 136 11,428 +33
Total Volume and Open Interest 140,463 434,302 +6,661
Heating Oil(NYM)
Nov01 011004 65.40 65.90 64.00 65.27 +1.32 16,756 40,459 +242
Dec01 011004 65.90 66.65 65.10 66.21 +1.39 8,919 31,253 +204
Jan02 011004 66.50 67.10 65.75 66.81 +1.39 4,760 19,949 -197
Feb02 011004 66.30 67.00 65.80 66.61 +1.29 1,842 13,693 -392
Mar02 011004 64.90 65.90 64.65 65.46 +1.19 1,786 15,000 -183
Apr02 011004 63.95 64.90 63.75 64.21 +1.04 1,487 5,991 +600
May02 011004 62.50 63.80 62.50 62.91 +0.84 537 3,764 +219
Jun02 011004 62.00 63.00 62.00 62.51 +0.74 1,486 6,958 +943
Jul02 011004 62.80 62.80 62.66 62.66 +0.74 78 1,703 +30
Aug02 011004 63.00 63.50 63.00 63.06 +0.74 55 1,744 +18
Total Volume and Open Interest 37,956 146,126 +1,609
Unleaded Gas(NYM)
Nov01 011004 63.60 64.20 62.30 63.29 +0.36 17,870 27,910 -1,734
Dec01 011004 63.25 63.75 62.35 63.18 +0.52 5,390 13,393 +1,377
Jan02 011004 63.50 64.00 63.00 63.63 +0.52 1,263 9,823 +29
Feb02 011004 64.45 64.45 64.38 64.38 +0.52 839 4,701 +196
Mar02 011004 65.30 65.30 65.23 65.23 +0.52 432 7,222 +85
Apr02 011004 71.80 71.80 71.25 71.48 +0.52 1,142 8,911 +37
May02 011004 71.88 71.88 71.88 71.88 +0.47 644 6,708 +161
Jun02 011004 71.20 71.53 71.20 71.53 +0.42 176 4,131 -137
Total Volume and Open Interest 27,981 87,685 +234
Natural Gas(NYM)
Nov01 011004 2.370 2.470 2.345 2.414 +0.094 23,361 58,263 -1,392
Dec01 011004 2.720 2.810 2.710 2.770 +0.082 7,515 39,578 -754
Jan02 011004 2.930 2.990 2.905 2.967 +0.074 5,420 46,415 +732
Feb02 011004 2.935 3.030 2.895 2.957 +0.069 1,896 28,080 +178
Mar02 011004 2.880 2.920 2.840 2.902 +0.063 3,459 28,977 -291
Apr02 011004 2.790 2.900 2.750 2.805 +0.055 1,026 34,160 +176
May02 011004 2.815 2.900 2.770 2.830 +0.055 219 19,698 -40
Jun02 011004 2.855 2.900 2.815 2.875 +0.055 840 14,054 -217
Total Volume and Open Interest 52,136 475,448 -504
Brent Crude Oil(IPE)
Nov01 011004 21.65 22.38 21.53 22.15 +0.63 32,650 48,676 -8,288
Dec01 011004 21.86 22.57 21.85 22.36 +0.50 27,174 56,290 -3,855
Jan02 011004 22.08 22.70 22.08 22.53 +0.47 6,464 27,444 -65
Feb02 011004 22.25 22.60 22.17 22.54 +0.43 2,397 14,688 -360
Mar02 011004 22.23 22.55 22.20 22.45 +0.39 2,459 9,563 +658
Apr02 011004 22.16 22.40 22.10 22.37 +0.36 1,318 8,421 -752
May02 011004 22.08 22.33 22.08 22.29 +0.33 772 5,046 -50
Jun02 011004 22.01 22.26 22.01 22.22 +0.31 1,859 17,783 +150
Total Volume and Open Interest 75,583 219,699 -12,412
Gas Oil(IPE)
Oct01 011004 203.50 211.00 203.50 206.25 +3.75 12,806 21,469 -3,657
Nov01 011004 199.00 206.50 199.00 201.50 +2.50 11,529 34,036 +2,231
Dec01 011004 199.25 205.00 199.25 200.75 +1.75 5,333 30,182 -135
Jan02 011004 199.00 203.50 199.00 200.00 +1.25 4,340 16,010 +2,955
Feb02 011004 200.25 200.75 198.50 198.50 +0.50 369 7,576 +0
Mar02 011004 198.75 198.75 196.50 196.50 +0.50 285 4,917 -85
Apr02 011004 194.50 194.50 194.50 194.50 +0.25 200 2,885 -50
May02 011004 193.25 193.25 193.25 193.25 unch 0 1,369 +0
Total Volume and Open Interest 37,087 132,475 +2,329
US Dollar Index(NYBOT)
Dec01 011004 113.83 113.94 113.40 113.55 -0.12 1,290 5,369 -3
Mar02 011004 114.30 114.30 114.05 114.05 -0.12 0 2,018 +0
Jun02 011004 114.55 114.55 114.55 114.55 -0.12 0 2 +0
Total Volume and Open Interest 1,291 7,390 -2
Australian Dollar(IMM)
Dec01 011004 49.56 49.85 49.51 49.56 +0.04 2,204 23,690 +84
Mar02 011004 49.34 49.34 49.34 49.34 +0.04 1 325 +0
Jun02 011004 49.12 49.12 49.12 49.12 +0.04 0 2 +0
Total Volume and Open Interest 2,205 24,030 +84
British Pound(IMM)
Dec01 011004 146.74 147.32 146.68 147.08 +0.18 5,211 39,311 -849
Mar02 011004 146.70 146.70 146.38 146.38 +0.18 37 51 +27
Jun02 011004 145.68 145.68 145.68 145.68 +0.18 0 1 +0
Total Volume and Open Interest 5,248 39,363 -822
Canadian Dollar(IMM)
Dec01 011004 63.76 63.82 63.65 63.67 -0.02 8,364 68,004 -1,423
Mar02 011004 63.70 63.74 63.58 63.61 -0.02 142 2,701 +127
Jun02 011004 63.68 63.68 63.50 63.57 -0.02 0 756 +2
Sep02 011004 63.68 63.68 63.55 63.55 -0.02 7 150 -2
Total Volume and Open Interest 8,513 71,705 -1,296
Japanese Yen(IMM)
Dec01 011004 83.28 83.45 83.15 83.26 +0.05 11,969 76,910 +2,246
Mar02 011004 83.82 83.82 83.74 83.74 +0.05 56 157 +12
Jun02 011004 84.22 84.22 84.22 84.22 +0.05 0 16 +0
Total Volume and Open Interest 6,414    
Deutsche Mark(IMM)
Dec01 011004 46.71 46.71 46.71 46.71 +0.14 1 200 +0
Total Volume and Open Interest 1 200 +0
Swiss Franc(IMM)
Dec01 011004 61.42 61.82 61.37 61.65 +0.08 10,603 48,643 +313
Mar02 011004 61.68 61.69 61.68 61.69 +0.08 1 220 +124
Jun02 011004 61.76 61.76 61.76 61.76 +0.08 0 3 +0
Total Volume and Open Interest 10,604 48,866 +437
EuroFX(IMM)
Dec01 011004 91.02 91.47 90.98 91.36 +0.27 21,961 111,360 +2,733
Mar02 011004 91.11 91.14 91.11 91.14 +0.27 1 830 +1
Jun02 011004 90.97 90.97 90.97 90.97 +0.27 0 176 +0
Total Volume and Open Interest 21,962 112,410 +2,734
Mexican Peso(IMM)
Dec01 011004 10325.0 10345.0 10230.0 10250.0 -60.0 2,507 10,396 -280
Mar02 011004 10090.0 10090.0 9980.0 9980.0 -60.0 20 1,471 +20
Total Volume and Open Interest 2,527 12,991 -260
30-Year T-Bonds(CBOT)
Dec01 011004 106~29 107~09 106~17 106~28 +0~05 267,184 543,821 +10,642
Mar02 011004 105~31 106~09 105~21 105~29 +0~05 2,559 25,190 -133
Jun02 011004 104~30 104~30 104~30 104~30 +0~05 10 471 -5
Total Volume and Open Interest 269,753 569,482 +10,504
Municipal Bonds(CBOT)
Dec01 011004 107~08 107~18 107~02 107~16 +0~16 1,100 9,657 +101
Total Volume and Open Interest 1,100 9,657 +101
10-Year T-Notes(CBOT)
Dec01 011004 109~190 109~270 109~025 109~145 -0~010 199,457 573,408 +12,511
Mar02 011004 108~200 108~220 108~040 108~125 -0~005 246 3,604 -10
Total Volume and Open Interest 199,703 577,012 +12,501
5-Year T-Notes(CBOT)
Dec01 011004 108~205 108~270 108~100 108~165 +0~005 83,471 465,705 +13,446
Mar02 011004 107~155 107~155 107~155 107~155 +0~005 28 238 +0
Total Volume and Open Interest 83,499 465,943 +13,446
2 Year T-Notes(CBOT)
Dec01 011004 105~046 105~052 105~024 105~040 +0~003 5,686 62,223 +461
Total Volume and Open Interest 5,686 62,223 +461
3-Mth T-Bills(IMM)
Dec01 011004 97.93 97.94 97.93 97.94 +0.01 12 1,067 -1
Total Volume and Open Interest 12 1,067 -1
Eurodollars(IMM)
Dec01 011004 97.675 97.720 97.665 97.690 +0.030 144,627 848,450 +28,142
Mar02 011004 97.605 97.650 97.575 97.595 +0.025 179,190 583,959 +19,091
Jun02 011004 97.290 97.330 97.250 97.270 +0.025 136,779 580,283 +973
Sep02 011004 96.870 96.920 96.840 96.860 +0.030 103,519 404,810 -5,522
Dec02 011004 96.355 96.410 96.340 96.365 +0.045 80,539 370,219 +11,989
Mar03 011004 96.000 96.050 95.990 96.010 +0.040 39,278 236,270 +2,038
Jun03 011004 95.645 95.690 95.625 95.650 +0.040 30,102 170,182 +3,539
Sep03 011004 95.385 95.410 95.350 95.360 +0.020 21,219 172,704 -1,011
Dec03 011004 95.125 95.145 95.070 95.085 unch 17,515 137,483 +2,429
Mar04 011004 95.025 95.055 94.975 94.985 -0.010 13,721 147,964 -72
Jun04 011004 94.875 94.915 94.820 94.835 -0.020 11,528 111,414 -807
Sep04 011004 94.745 94.790 94.695 94.705 -0.025 9,559 95,350 +395
Total Volume and Open Interest 851,425 4,538,802 +67,427
3-Mth Euro-Yen(IMM)
Dec01 011004 99.91 99.91 99.91 99.91 unch 777 18,451 -491
Mar02 011004 99.90 99.90 99.89 99.89 -0.01 6 8,191 -53
Jun02 011004 99.89 99.90 99.89 99.89 -0.02 15 10,496 -9
Sep02 011004 99.88 99.88 99.87 99.88 -0.01 4 2,755 -9
Dec02 011004 99.82 99.82 99.82 99.82 -0.02 95 890 -25
Mar03 011004 99.79 99.79 99.79 99.79 -0.01 95 581 +566
Jun03 011004 99.76 99.76 99.76 99.76 -0.01 0 98 -60
Sep03 011004 99.70 99.70 99.70 99.70 unch 0 15 +0
Dec03 011004 99.60 99.60 99.60 99.60 unch 0 2 +0
Mar04 011004 99.53 99.53 99.53 99.53 unch 0 220 +0
Total Volume and Open Interest 992 41,699 -81
3-Mth Euro-Yen(SIMEX)
Dec01 011004 99.91 99.91 99.90 99.90 -0.01 1,591 91,769 +994
Mar02 011004 99.90 99.90 99.89 99.89 -0.01 1,756 63,098 -76
Jun02 011004 99.91 99.91 99.89 99.90 -0.01 1,712 58,124 +415
Sep02 011004 99.88 99.88 99.87 99.87 -0.01 650 25,370 +48
Dec02 011004 99.83 99.83 99.82 99.82 -0.01 450 9,870 +325
Mar03 011004 99.79 99.79 99.79 99.79 0.00 560 14,240 +288
Jun03 011004 99.76 99.76 99.75 99.76 -0.01 141 13,038 +100
Sep03 011004 99.70 99.70 99.69 99.69 -0.02 0 7,119 +0
Total Volume and Open Interest 6,870 295,918 +2,089
Euro Notional Bond(MATIF)
Dec01 011004 90.33 90.45 90.04 90.15 -0.20 5,017 30,301 +3,129
Mar02 011004 90.28 90.28 90.28 90.28 -0.20      
Jun02 011004 90.32 90.32 90.32 90.32 -0.21      
Total Volume and Open Interest 5,017 30,301 +3,758
3-Month Euribor(MATIF)
Dec01 011004 96.70 96.70 96.70 96.70 unch 100 2,776 +0
Mar02 011004 96.85 96.85 96.85 96.85 unch 0 2,496 +0
Jun02 011004 96.85 96.85 96.85 96.85 +0.05 0 211 +0
Total Volume and Open Interest 100 6,273 +0
German Euro-Bund(EUREX)
Dec01 011004 109.70 109.85 109.48 109.62 -0.22 725,934 712,671 +23,416
Mar02 011004 109.20 109.36 109.20 109.26 -0.21 4,435 7,571 +137
Jun02 011004 109.22 109.22 109.22 109.22 +109.22 0 499 +0
Total Volume and Open Interest 730,369 720,741 +23,553
German Euro-Bobl(EUREX)
Dec01 011004 108.61 108.80 108.43 108.61 -0.06 424,642 543,064 -5,779
Mar02 011004 108.01 108.11 107.99 108.11 -0.05 3,424 3,801 +287
Jun02 011004 107.97 107.97 107.97 107.97 +107.97 0 814 +0
Total Volume and Open Interest 428,066 547,679 -5,492
Long Gilt(LIFFE)
Dec01 011004 115~14 116~00 115~11 115~22 +0~01 35,771 73,996 +3,806
Mar02 011004 115~09 115~09 115~09 115~09 +1~00      
Total Volume and Open Interest 22,215 69,622 -3,030
3-Mth Short Sterling(LIFFE)
Dec01 011004 95.65 95.74 95.63 95.70 +0.03 43,514 0 +0
Mar02 011004 95.66 95.74 95.65 95.70 +0.02 52,001 0 +0
Jun02 011004 95.53 95.57 95.49 95.52 -0.02 47,205 0 +0
Total Volume and Open Interest 221,651    
3-Mth Euribor(LIFFE)
Dec01 011004 96.655 96.710 96.645 96.690 +0.015 140,493 484,407 +24,740
Mar02 011004 96.835 96.890 96.815 96.855 +0.005 116,976 383,270 +5,385
Jun02 011004 96.800 96.865 96.780 96.830 +0.010 81,970 278,588 +1,898
Total Volume and Open Interest 492,332 1,853,764 +48,139
3-Mth Aus T-Bills(SFE)
Dec01 011004 95.79 95.79 95.76 95.78 -0.01 47,940 222,392 +17,853
Mar02 011004 95.86 95.86 95.82 95.84 -0.03 15,702 88,958 +7,600
Jun02 011004 95.71 95.71 95.69 95.70 -0.02 3,438 34,467 +1,829
Sep02 011004 95.48 95.48 95.46 95.46 -0.04 736 20,475 +522
Dec02 011004 95.22 95.22 95.20 95.20 -0.04 286 13,241 +129
Mar03 011004 95.01 95.01 95.00 95.00 -0.03 326 8,394 +60
Jun03 011004 94.83 94.84 94.83 94.83 -0.03 55 6,166 +5
Sep03 011004 94.70 94.70 94.69 94.69 -0.03 0 4,354 +0
Dec03 011004 94.60 94.60 94.59 94.59 -0.03 0 2,324 +0
Mar04 011004 94.54 94.54 94.53 94.53 -0.03 0 1,660 +0
Total Volume and Open Interest 68,513 404,970 +28,008
10-Year Aus T-Bonds(SFE)
Dec01 011004 94.52 94.57 94.51 94.53 -0.01 2,176 141,458 +9,009
Mar02 011004 94.53 94.53 94.53 94.53 -0.01      
Total Volume and Open Interest 15,372 137,531 +5,082
3-Year Aus T-Bonds(SFE)
Dec01 011004 95.39 95.41 95.37 95.39 -0.03 71,548 301,560 +54,958
Mar02 011004 95.39 95.39 95.39 95.39 -0.03      
Total Volume and Open Interest 71,548 301,560 +62,011
Gold(CMX)
Oct01 011004 292.0 292.0 290.5 290.5 unch 84 159 -331
Dec01 011004 292.0 293.3 291.1 291.6 unch 18,661 100,892 +2,472
Feb02 011004 292.5 293.0 292.0 292.1 +0.1 345 11,315 +63
Apr02 011004 293.0 293.6 291.7 292.5 +0.1 11 3,241 +2
Jun02 011004 293.0 293.1 293.0 293.1 +0.2 41 5,243 +18
Aug02 011004 293.6 293.6 293.6 293.6 +0.2 0 2,467 +0
Total Volume and Open Interest 19,488 135,189 +2,536
Silver(CMX)
Dec01 011004 464.0 473.0 464.0 466.5 +3.0 9,721 46,134 +951
Mar02 011004 467.5 473.0 467.5 468.7 +3.0 1,164 11,781 +86
May02 011004 477.0 477.0 470.1 470.1 +3.0 12 965 -5
Jul02 011004 471.3 471.3 471.3 471.3 +3.0 134 1,403 +16
Sep02 011004 472.4 472.4 472.4 472.4 +3.0 0 1,098 +0
Total Volume and Open Interest 11,608 67,041 +1,568
Platinum(NYM)
Oct01 011004 426.0 435.0 426.0 430.1 +4.1 133 188 -12
Jan02 011004 417.0 425.0 416.0 419.1 +4.1 366 4,889 -43
Total Volume and Open Interest 499 5,102 -55
Palladium(NYME)
Dec01 011004 333.00 341.00 333.00 341.00 -2.00 68 1,213 +2
Mar02 011004 343.00 343.00 343.00 343.00 +2.00 25 35  
Total Volume and Open Interest 93 1,248  
Copper(CMX)
Dec01 011004 64.35 64.60 64.20 64.45 +0.30 7,658 52,030 +2,001
Mar02 011004 65.25 65.35 65.10 65.30 +0.25 331 8,583 +64
May02 011004 65.90 65.90 65.80 65.80 +0.25 117 3,580 +57
Jul02 011004 66.45 66.50 66.30 66.30 +0.25 41 2,502 +18
Sep02 011004 67.10 67.15 66.80 66.80 +0.25 17 2,707 +13
Total Volume and Open Interest 8,812 84,877 +1,901
DJIA Index(CBOT)
Dec01 011004 9165 9195 9040 9088 -32 26,342 30,620 +478
Mar02 011004 9165 9165 9095 9095 -32 43 511 +1
Jun02 011004 9112 9112 9112 9112 -32 0 65 +0
Total Volume and Open Interest 26,385 31,202 +479
S & P 500(CME)
Dec01 011004 1081.50 1087.30 1068.00 1074.50 +0.10 90,635 509,173 -1,006
Mar02 011004 1082.00 1087.50 1070.50 1076.60 unch 462 10,426 +230
Jun02 011004 1079.50 1080.40 1079.50 1080.40 -0.20 28 729 +22
Sep02 011004 1084.90 1084.90 1084.90 1084.90 -0.20 4 236 +0
Total Volume and Open Interest 91,133 520,845 -804
S & P 500 E-Mini(Globex)
Dec01 011004 1072.50 1087.50 1068.50 1074.50 unch 271,455 118,823 +8,801
Mar02 011004 1079.00 1083.00 1076.50 1076.50 unch 1 3 +0
Total Volume and Open Interest 271,456 118,826 +8,801
NASDAQ 100(CME)
Dec01 011004 1276.00 1320.00 1248.00 1264.50 +14.50 32,099 51,024 +1,301
Mar02 011004 1271.00 1271.00 1271.00 1271.00 +1271.00 0 6 +0
Jun02 011004 1277.50 1277.50 1277.50 1277.50 +106.00      
Total Volume and Open Interest 14,226 51,334 +570
NASDAQ 100 E-Mini(GLOBEX)
Dec01 011004 1249.5 1321.0 1246.0 1264.5 +14.5 209,048 55,828 +1,141
Mar02 011004 1271.0 1271.0 1271.0 1271.0 +105.5      
Total Volume and Open Interest 111,046 53,391 -2,004
NYSE Composite(NYBOT)
Dec01 011004 559.00 560.30 555.50 555.70 -0.80 671 5,303 +205
Mar02 011004 559.00 560.00 556.70 556.70 -0.80 0 700 +0
Jun02 011004 557.70 557.70 557.70 557.70 -0.80 0 300 +0
Total Volume and Open Interest 671 6,303 +205
S & P Midcap 400(CME)
Dec01 011004 446.50 452.00 442.50 444.25 +1.75 1,742 15,225 +441
Mar02 011004 447.10 447.10 447.10 447.10 +1.75      
Jun02 011004 451.10 451.10 451.10 451.10 +1.75      
Total Volume and Open Interest 1,742 15,225 +834
Russell 2000(CME)
Dec01 011004 416.00 422.25 414.00 418.00 +4.00 2,453 21,259 +552
Mar02 011004 420.15 420.15 420.15 420.15 +4.00      
Jun02 011004 424.15 424.15 424.15 424.15 +4.00      
Total Volume and Open Interest 2,453 21,259 +627
Value Line(KCBT)
Dec01 011004 1047.00 1059.00 1046.00 1047.50 +7.50 47 136 -5
Total Volume and Open Interest 47 136 -5
Nikkei 225(CME)
Dec01 011004 10245 10300 10115 10210 +55 2,421 14,054 +29
Mar02 011004 10250 10250 10235 10235 +55 1 16 +0
Total Volume and Open Interest 2,421 14,093 +29
Nikkei 225(SIMEX)
Dec01 011004 10150 10225 10055 10160 +235 15,426 94,794 -159
Mar02 011004 10155 10155 10155 10155 +235 0 425 +0
Jun02 011