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MRCI's End of Day Prices
Daily Futures Price Listing Fri October 05, 2001
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Nov01 011005 449.00 453.50 448.25 452.25 +1.25 37,409 92,750 +164
Jan02 011005 457.00 460.25 457.00 459.25 +0.50 6,649 29,209 +1,399
Mar02 011005 462.75 465.50 462.75 464.50 +0.25 3,636 25,782 +719
May02 011005 466.00 468.50 465.50 467.50 unch 1,737 23,076 +386
Jul02 011005 470.50 472.50 470.00 471.25 unch 1,145 15,390 +83
Aug02 011005 471.00 472.00 470.00 470.00 -0.50 19 533 +12
Sep02 011005 468.00 468.00 468.00 468.00 -3.00 0 10 +0
Total Volume and Open Interest 51,043 190,361 +2,963
Soybean Meal(CBOT)
Oct01 011005 161.80 164.90 161.80 164.50 +2.00 3,236 5,274 -1,184
Dec01 011005 161.60 164.30 161.50 163.80 +1.60 13,639 52,422 +1,110
Jan02 011005 161.00 163.50 161.00 163.00 +1.30 2,596 17,958 -42
Mar02 011005 159.30 161.30 159.30 160.60 +0.90 2,392 12,973 +218
May02 011005 157.50 158.50 157.00 158.00 +0.10 1,335 13,390 +466
Jul02 011005 157.20 158.30 157.00 158.10 +0.30 645 10,346 -21
Aug02 011005 156.80 157.00 156.30 156.50 +0.40 20 2,597 +16
Sep02 011005 156.00 156.30 155.30 155.30 +0.20 10 1,660 +2
Total Volume and Open Interest 24,062 118,062 +754
Soybean Oil(CBOT)
Oct01 011005 15.20 15.20 15.02 15.12 -0.08 1,652 3,181 -667
Dec01 011005 15.40 15.43 15.22 15.29 -0.13 11,886 75,474 -196
Jan02 011005 15.57 15.62 15.45 15.50 -0.12 1,617 23,743 +105
Mar02 011005 15.87 15.92 15.73 15.79 -0.10 1,608 18,189 +466
May02 011005 16.12 16.16 15.99 16.07 -0.10 1,317 19,051 +141
Jul02 011005 16.38 16.40 16.23 16.30 -0.13 689 11,146 +342
Aug02 011005 16.53 16.53 16.40 16.40 -0.08 51 2,075 +20
Sep02 011005 16.65 16.65 16.50 16.50 -0.06 22 1,924 +17
Total Volume and Open Interest 18,971 157,993 +272
Canola(WCE)
Nov01 011005 331.0 332.9 330.0 330.0 -0.4 4,041 27,790 +755
Jan02 011005 332.0 334.0 330.7 330.7 -0.8 2,662 27,213 +556
Mar02 011005 333.5 334.0 331.0 331.0 -1.1 1,640 9,193 +156
May02 011005 333.0 334.9 331.7 331.7 -0.2 603 1,287 +21
Jul02 011005 333.0 333.0 331.9 332.4 -0.4 493 3,100 +450
Total Volume and Open Interest 10,255 72,220 +2,123
Corn(CBOT)
Nov01 011005 209.25 209.75 208.50 209.50 +2.75 1,214 2,830 -39
Dec01 011005 210.00 214.50 210.00 214.25 +2.75 37,889 234,026 +211
Jan02 011005 215.00 219.00 215.00 218.50 +2.75 52 546 +51
Mar02 011005 222.00 226.50 221.75 226.25 +2.75 7,591 93,082 +1,229
May02 011005 230.00 234.00 230.00 233.50 +2.50 1,920 31,134 +626
Jul02 011005 235.50 239.50 235.25 239.25 +2.75 2,008 28,368 +157
Total Volume and Open Interest 52,656 409,529 +2,109
Wheat(CBOT)
Dec01 011005 271.50 273.50 271.00 273.25 +0.50 19,492 89,281 -1,249
Mar02 011005 281.00 283.25 281.00 282.75 +0.25 6,711 28,835 -439
May02 011005 284.00 286.00 284.00 285.25 +0.50 699 4,856 +197
Jul02 011005 288.00 289.50 287.50 287.75 -1.00 1,408 6,344 +462
Sep02 011005 291.50 291.50 291.50 291.50 -1.00 0 114 +0
Total Volume and Open Interest 28,314 130,477 -1,029
Wheat(KCBT)
Dec01 011005 285.50 287.00 285.00 286.00 -0.75 4,780 50,889 -225
Mar02 011005 298.00 299.00 296.75 299.00 unch 1,804 19,125 +484
May02 011005 304.00 305.25 304.00 304.25 -1.25 388 5,792 +300
Jul02 011005 310.75 310.75 309.00 309.50 -2.00 735 2,062 +353
Sep02 011005 317.50 317.50 317.50 317.50 -1.50 32 643 +7
Total Volume and Open Interest 7,751 78,733 +931
Wheat(MGE)
Dec01 011005 306.00 307.25 305.75 306.50 unch 2,666 20,641 -24
Mar02 011005 318.50 319.50 318.00 318.50 unch 908 5,914 +138
May02 011005 327.25 327.25 325.50 325.50 -1.00 74 1,147 +3
Jul02 011005 333.50 333.50 333.50 333.50 -0.50 26 282 +7
Sep02 011005 340.50 340.50 340.50 340.50 unch 120 184 +80
Total Volume and Open Interest 3,794 28,231 +204
Oats(CBOT)
Dec01 011005 174.25 181.25 174.00 180.75 +5.50 1,591 6,128 +10
Mar02 011005 158.75 164.75 158.25 164.50 +5.50 991 3,414 +401
May02 011005 151.50 156.75 151.50 156.75 +5.25 120 933 +35
Jul02 011005 144.50 147.75 144.50 147.75 +3.25 13 599 +5
Total Volume and Open Interest 2,715 11,088 +451
Rough Rice(MCE)
Nov01 011005 4.04 4.05 4.00 4.01 -0.05 143 2,870 -32
Jan02 011005 4.29 4.29 4.25 4.25 -0.04 46 1,225 -25
Mar02 011005 4.51 4.51 4.48 4.48 -0.03 31 842 +10
May02 011005 4.71 4.71 4.70 4.70 -0.03 28 335 -3
Total Volume and Open Interest 248 5,388 -50
Live Cattle(CME)
Oct01 011005 68.250 69.375 68.150 69.375 +1.500 5,847 15,237 +95
Dec01 011005 70.000 70.775 69.650 70.375 +0.950 9,142 48,221 +1,997
Feb02 011005 72.350 73.500 72.350 72.950 +0.950 2,972 25,639 +129
Apr02 011005 74.400 75.450 74.400 75.250 +1.000 1,499 12,007 +100
Jun02 011005 70.500 71.250 70.350 71.025 +0.600 1,230 12,671 -6
Aug02 011005 71.350 71.750 71.200 71.650 +0.400 554 2,098 +224
Total Volume and Open Interest 21,276 116,117 +2,542
Feeder Cattle(CME)
Oct01 011005 87.250 88.650 87.200 88.350 +1.200 2,258 3,765 -835
Nov01 011005 86.700 87.700 86.600 87.550 +1.150 2,379 5,060 +574
Jan02 011005 86.400 87.550 86.400 87.100 +0.900 791 3,750 -46
Mar02 011005 86.050 86.950 86.000 86.700 +0.850 153 1,246 +4
Apr02 011005 86.200 86.900 86.100 86.650 +0.700 84 699 -25
May02 011005 86.100 86.900 86.100 86.600 +0.750 97 726 +30
Aug02 011005 86.600 87.400 86.600 87.400 +0.500 41 153 +26
Total Volume and Open Interest 5,803 15,399 -272
Lean Hogs(CME)
Oct01 011005 60.600 60.650 59.825 59.950 -0.250 2,721 11,267 -312
Dec01 011005 56.400 56.525 55.200 55.275 -1.000 3,419 25,149 +493
Feb02 011005 55.950 56.125 55.500 55.725 -0.200 1,208 5,349 +125
Apr02 011005 56.350 56.800 56.250 56.400 +0.150 338 2,393 +83
Jun02 011005 63.450 63.500 63.000 63.175 -0.125 18 583 +1
Jul02 011005 61.000 61.000 60.750 60.750 +0.050 11 215 +0
Aug02 011005 59.800 59.800 59.650 59.650 +0.025 0 113 +0
Oct02 011005 53.350 53.350 53.350 53.350 unch 2 152 +2
Total Volume and Open Interest 7,730 45,762 +392
Pork Bellies(CME)
Feb02 011005 76.375 76.450 74.250 74.550 -1.825 365 2,023 +8
Mar02 011005 75.950 75.950 73.700 73.700 -1.900 22 89 -6
May02 011005 76.800 76.800 76.800 76.800 -1.650 0 43 +0
Jul02 011005 75.450 75.450 75.450 75.450 -0.850 0 20 +0
Aug02 011005 75.500 75.500 75.500 75.500 -1.400 0 3 +0
Total Volume and Open Interest 387 2,178 +2
Cocoa(NYBOT)
Dec01 011005 1110 1124 1098 1114 -12 5,305 25,467 +747
Mar02 011005 1108 1125 1099 1115 -11 1,145 23,624 +184
May02 011005 1121 1121 1121 1121 -9 313 9,773 +65
Jul02 011005 1133 1133 1125 1125 -10 22 6,365 +54
Sep02 011005 1125 1131 1125 1131 -11 70 6,180 +66
Dec02 011005 1142 1142 1142 1142 -14 147 11,652 +30
Mar03 011005 1155 1155 1155 1155 -11 542 8,898 +198
Total Volume and Open Interest 7,544 95,186 +1,344
Coffee "C"(NYBOT)
Dec01 011005 46.50 46.80 46.25 46.65 +0.15 4,055 34,526 -736
Mar02 011005 49.25 49.50 49.05 49.30 +0.05 2,475 12,024 +209
May02 011005 50.65 50.95 50.60 50.70 +0.05 410 4,000 +26
Jul02 011005 52.00 52.35 52.00 52.10 +0.05 100 2,838 +21
Sep02 011005 53.30 53.50 53.10 53.25 unch 38 1,744 -12
Dec02 011005 55.25 55.50 55.10 55.20 -0.05 169 1,729 +108
Total Volume and Open Interest 7,267 56,879 -369
Orange Juice(NYBOT)
Nov01 011005 82.40 82.50 80.10 80.45 -1.65 3,061 12,125 -395
Jan02 011005 84.50 84.60 82.00 82.70 -1.55 658 2,610 +151
Mar02 011005 87.30 87.45 85.50 85.50 -1.75 51 1,969 +10
May02 011005 87.50 87.50 87.50 87.50 -1.75 2 783 +1
Jul02 011005 89.75 89.75 89.75 89.75 -1.70 10 90 +10
Total Volume and Open Interest 3,782 17,727 -223
Sugar #11(NYBOT)
Mar02 011005 6.68 6.68 6.53 6.57 -0.08 5,533 90,744 +565
May02 011005 6.50 6.51 6.43 6.45 -0.06 434 12,115 +164
Jul02 011005 6.36 6.36 6.29 6.32 -0.05 616 16,896 -26
Oct02 011005 6.55 6.57 6.51 6.54 -0.03 703 8,542 +323
Mar03 011005 6.76 6.76 6.73 6.74 -0.01 919 3,732 -184
Total Volume and Open Interest 8,959 133,729 +1,503
London Cocoa(LCE)
Dec01 011005 818 818 798 809 -9 2,741 37,200 +414
Mar02 011005 834 836 819 830 -8 854 57,613 +293
May02 011005 850 850 832 842 -8 587 28,077 -183
Jul02 011005 846 849 846 849 -7 189 18,530 +152
Sep02 011005 855 858 854 854 -8 101 9,859 +85
Dec02 011005 859 865 850 861 -10 0 3,436 +0
Mar03 011005 858 870 857 868 -9 245 2,445 -3
Total Volume and Open Interest 4,717 157,301 +758
London Coffee(LCE)
Nov01 011005 388.00 388.00 381.00 383.00 -7.00 3,262 24,133 -495
Jan02 011005 400.00 402.00 395.00 397.00 -7.00 2,904 32,439 +786
Mar02 011005 417.00 417.00 411.00 412.00 -8.00 1,622 17,138 +587
May02 011005 431.00 431.00 426.00 427.00 -8.00 575 13,982 +149
Jul02 011005 447.00 447.00 441.00 443.00 -7.00 909 7,463 +357
Sep02 011005 456.00 458.00 455.00 456.00 -7.00 198 4,221 -82
Total Volume and Open Interest 9,701 100,452 +1,525
London Sugar(LCE)
Oct01 010914 220.00 231.50 219.60 230.00 +9.80 3,557 4,459 -1,314
Dec01 011005 211.70 211.70 210.00 211.00 -0.10 2,134 18,052 +53
Mar02 011005 209.00 209.00 207.60 208.50 -0.60 951 13,416 -239
May02 011005 206.80 206.80 205.70 206.20 -1.40 187 5,374 +6
Aug02 011005 201.50 202.50 201.10 201.70 -1.40 59 4,717 -8
Total Volume and Open Interest 3,677 44,237 -74
Cotton(NYBOT)
Oct01 011005 33.50 33.50 31.90 31.95 -1.05 2 2 -8
Dec01 011005 34.20 34.20 33.20 33.27 -1.13 2,852 35,696 -413
Mar02 011005 36.00 36.05 35.25 35.28 -1.07 990 9,891 +236
May02 011005 37.20 37.20 36.55 36.57 -1.08 170 5,611 -2
Jul02 011005 38.30 38.30 37.80 37.80 -1.05 30 4,194 -48
Oct02 011005 40.00 40.00 39.41 39.41 -0.69 0 167 +0
Total Volume and Open Interest 4,098 59,621 -219
Lumber(CME)
Nov01 011005 244.2 248.4 242.7 244.4 -2.9 366 1,486 -25
Jan02 011005 262.5 263.9 260.1 263.2 +0.7 201 466 -13
Mar02 011005 272.9 274.3 272.9 274.3 -1.5 10 70 -1
May02 011005 277.2 277.2 277.2 277.2 -1.0 4 15 +0
Total Volume and Open Interest 581 2,037 -39
Crude Oil(NYM)
Nov01 011005 23.05 23.10 22.30 22.39 -0.24 56,132 112,757 -1,676
Dec01 011005 23.32 23.45 22.65 22.81 -0.16 36,288 73,642 +563
Jan02 011005 23.50 23.60 22.90 22.95 -0.15 7,956 39,016 +443
Feb02 011005 23.55 23.70 23.09 23.09 -0.14 1,840 18,725 +527
Mar02 011005 23.75 23.75 23.05 23.15 -0.14 1,019 15,170 +194
Apr02 011005 23.70 23.70 23.16 23.16 -0.14 1,573 14,463 +305
May02 011005 23.12 23.12 23.12 23.12 -0.14 650 10,568 +212
Jun02 011005 23.54 23.60 23.05 23.06 -0.15 1,123 27,925 +55
Jul02 011005 22.98 22.98 22.98 22.98 -0.15 70 8,852 +60
Aug02 011005 23.05 23.05 22.88 22.88 -0.15 177 11,546 +118
Total Volume and Open Interest 112,893 433,305 -997
Heating Oil(NYM)
Nov01 011005 66.10 66.50 63.80 64.02 -1.25 15,704 39,788 -671
Dec01 011005 66.70 67.40 65.00 65.09 -1.12 9,558 30,817 -436
Jan02 011005 67.50 68.05 65.79 65.79 -1.02 3,559 20,305 +356
Feb02 011005 67.40 67.90 65.54 65.54 -1.07 1,925 13,865 +172
Mar02 011005 66.30 66.50 64.39 64.39 -1.07 619 15,236 +236
Apr02 011005 64.65 65.40 63.14 63.14 -1.07 2,030 6,749 +758
May02 011005 63.45 64.00 61.84 61.84 -1.07 1,123 3,859 +95
Jun02 011005 63.00 63.50 61.44 61.44 -1.07 783 7,143 +185
Jul02 011005 63.10 63.75 61.59 61.59 -1.07 187 1,763 +60
Aug02 011005 63.70 64.30 61.99 61.99 -1.07 214 1,783 +39
Total Volume and Open Interest 36,211 147,057 +931
Unleaded Gas(NYM)
Nov01 011005 63.75 64.35 61.50 61.87 -1.42 15,045 29,643 +1,733
Dec01 011005 63.60 64.20 62.00 62.14 -1.04 7,362 14,797 +1,404
Jan02 011005 64.80 64.80 62.60 62.74 -0.89 1,690 10,162 +339
Feb02 011005 65.00 65.00 63.56 63.56 -0.82 83 4,827 +126
Mar02 011005 66.00 66.20 64.49 64.49 -0.74 370 7,239 +17
Apr02 011005 72.00 72.00 70.79 70.79 -0.69 1,274 8,916 +5
May02 011005 72.50 72.60 71.24 71.24 -0.64 1,086 7,493 +785
Jun02 011005 70.94 70.94 70.94 70.94 -0.59 181 4,203 +72
Total Volume and Open Interest 27,728 92,552 +4,867
Natural Gas(NYM)
Nov01 011005 2.360 2.360 2.225 2.227 -0.187 32,443 56,460 -1,803
Dec01 011005 2.720 2.720 2.605 2.617 -0.153 9,101 39,661 +83
Jan02 011005 2.910 2.910 2.820 2.830 -0.137 4,692 46,430 +15
Feb02 011005 2.910 2.910 2.810 2.828 -0.129 3,472 28,001 -79
Mar02 011005 2.850 2.850 2.770 2.783 -0.119 2,450 29,362 +385
Apr02 011005 2.760 2.760 2.696 2.696 -0.109 889 34,457 +297
May02 011005 2.795 2.795 2.721 2.721 -0.109 1,299 19,013 -685
Jun02 011005 2.830 2.830 2.766 2.766 -0.109 378 14,276 +222
Total Volume and Open Interest 57,474 475,329 -119
Brent Crude Oil(IPE)
Nov01 011005 22.32 22.82 21.60 21.63 -0.52 37,832 44,009 -4,667
Dec01 011005 22.70 23.04 21.82 21.90 -0.46 32,021 58,641 +2,351
Jan02 011005 22.85 23.13 22.00 22.12 -0.41 7,468 26,971 -473
Feb02 011005 22.85 23.06 22.14 22.14 -0.40 1,991 14,260 -428
Mar02 011005 22.75 22.85 22.07 22.07 -0.38 2,122 10,253 +690
Apr02 011005 22.65 22.83 21.99 21.99 -0.38 1,004 8,444 +23
May02 011005 22.60 22.78 21.91 21.91 -0.38 487 5,050 +4
Jun02 011005 22.50 22.53 21.83 21.83 -0.39 931 17,646 -137
Total Volume and Open Interest 84,356 217,087 -2,612
Gas Oil(IPE)
Oct01 011005 209.00 212.00 208.50 209.25 +3.00 15,071 19,250 -2,219
Nov01 011005 204.50 207.50 204.50 205.50 +4.00 15,252 36,420 +2,384
Dec01 011005 203.00 206.50 203.00 205.50 +4.75 8,266 31,024 +842
Jan02 011005 204.00 205.25 203.25 204.50 +4.50 2,797 14,344 -1,666
Feb02 011005 202.25 203.00 202.25 202.75 +4.25 212 7,636 +60
Mar02 011005 200.50 200.75 200.25 200.75 +4.25 50 4,967 +50
Apr02 011005 198.50 198.50 198.50 198.50 +4.00 0 2,885 +0
May02 011005 196.50 197.50 196.50 197.50 +4.25 0 1,344 -25
Total Volume and Open Interest 42,002 131,233 -1,242
US Dollar Index(NYBOT)
Dec01 011005 113.37 113.40 113.08 113.30 -0.25 370 5,308 -61
Mar02 011005 113.73 113.80 113.73 113.80 -0.25 1 2,019 +1
Jun02 011005 114.30 114.30 114.30 114.30 -0.25 0 2 +0
Total Volume and Open Interest 371 7,330 -60
Australian Dollar(IMM)
Dec01 011005 50.42 50.65 50.34 50.57 +1.01 1,581 23,734 +44
Mar02 011005 50.30 50.35 50.30 50.35 +1.01 0 325 +0
Jun02 011005 50.13 50.13 50.13 50.13 +1.01 0 2 +0
Total Volume and Open Interest 1,581 24,074 +44
British Pound(IMM)
Dec01 011005 147.24 147.60 147.04 147.48 +0.40 2,485 39,724 +413
Mar02 011005 146.66 146.78 146.66 146.78 +0.40 3 54 +3
Jun02 011005 146.08 146.08 146.08 146.08 +0.40 0 1 +0
Total Volume and Open Interest 2,488 39,779 +416
Canadian Dollar(IMM)
Dec01 011005 63.69 63.99 63.65 63.97 +0.30 5,384 67,579 -425
Mar02 011005 63.62 63.95 63.60 63.91 +0.30 54 2,725 +24
Jun02 011005 63.87 63.87 63.87 63.87 +0.30 21 771 +15
Sep02 011005 63.85 63.85 63.85 63.85 +0.30 3 153 +3
Total Volume and Open Interest 5,462 71,322 -383
Japanese Yen(IMM)
Dec01 011005 83.59 83.78 83.44 83.48 +0.22 5,007 75,778 -1,132
Mar02 011005 83.95 83.95 83.95 83.95 +0.21 39 193 +36
Jun02 011005 84.43 84.43 84.43 84.43 +0.21 0 16 +0
Total Volume and Open Interest 7,031    
Deutsche Mark(IMM)
Dec01 011005 46.79 46.79 46.79 46.79 +0.08 0 200 +0
Total Volume and Open Interest 0 200 +0
Swiss Franc(IMM)
Dec01 011005 61.73 62.06 61.56 61.83 +0.18 5,403 47,684 -959
Mar02 011005 61.83 61.87 61.83 61.87 +0.18 1 99 -121
Jun02 011005 61.94 61.94 61.94 61.94 +0.18 0 3 +0
Total Volume and Open Interest 5,404 47,786 -1,080
EuroFX(IMM)
Dec01 011005 91.54 91.79 91.39 91.51 +0.15 8,534 111,346 -14
Mar02 011005 91.21 91.28 91.21 91.28 +0.14 4 828 -2
Jun02 011005 91.11 91.11 91.11 91.11 +0.14 0 176 +0
Total Volume and Open Interest 8,538 112,394 -16
Mexican Peso(IMM)
Dec01 011005 10230.0 10250.0 10180.0 10247.5 -2.5 3,553 11,571 +1,175
Mar02 011005 9960.0 9990.0 9960.0 9977.5 -2.5 36 1,437 -34
Total Volume and Open Interest 3,591 14,132 +1,141
30-Year T-Bonds(CBOT)
Dec01 011005 106~28 107~09 106~21 106~25 -0~03 259,328 550,345 +6,524
Mar02 011005 106~02 106~05 105~24 105~25 -0~04 1,545 26,000 +810
Jun02 011005 104~26 104~26 104~26 104~26 -0~04 0 471 +0
Total Volume and Open Interest 260,873 576,816 +7,334
Municipal Bonds(CBOT)
Dec01 011005 107~20 107~22 107~12 107~16 unch 579 9,654 -3
Total Volume and Open Interest 579 9,654 -3
10-Year T-Notes(CBOT)
Dec01 011005 109~175 109~240 109~120 109~165 +0~020 264,062 573,774 +366
Mar02 011005 108~195 108~195 108~110 108~145 +0~020 2,395 5,199 +1,595
Total Volume and Open Interest 266,457 578,973 +1,961
5-Year T-Notes(CBOT)
Dec01 011005 108~195 108~225 108~125 108~190 +0~025 136,341 463,504 -2,201
Mar02 011005 107~180 107~180 107~180 107~180 +0~025 0 228 -10
Total Volume and Open Interest 136,341 463,732 -2,211
2 Year T-Notes(CBOT)
Dec01 011005 105~045 105~058 105~036 105~052 +0~012 7,374 63,614 +1,391
Total Volume and Open Interest 7,374 63,614 +1,391
3-Mth T-Bills(IMM)
Dec01 011005 97.96 98.01 97.96 98.01 +0.07 5 1,065 -2
Total Volume and Open Interest 5 1,065 -2
Eurodollars(IMM)
Dec01 011005 97.700 97.745 97.690 97.735 +0.045 113,364 835,187 -13,263
Mar02 011005 97.605 97.685 97.595 97.675 +0.080 128,561 586,609 +2,650
Jun02 011005 97.285 97.355 97.270 97.350 +0.080 115,287 582,920 +2,637
Sep02 011005 96.880 96.945 96.855 96.940 +0.080 90,939 397,124 -7,686
Dec02 011005 96.380 96.450 96.350 96.440 +0.075 65,006 366,077 -4,142
Mar03 011005 96.025 96.090 96.000 96.080 +0.070 51,325 236,554 +284
Jun03 011005 95.670 95.725 95.645 95.710 +0.060 28,354 167,374 -2,808
Sep03 011005 95.375 95.420 95.345 95.400 +0.040 16,741 170,950 -1,754
Dec03 011005 95.100 95.115 95.070 95.105 +0.020 10,310 136,272 -1,211
Mar04 011005 95.000 95.010 94.970 94.990 +0.005 11,038 147,124 -840
Jun04 011005 94.835 94.845 94.810 94.825 -0.010 14,589 114,295 +2,881
Sep04 011005 94.710 94.710 94.680 94.685 -0.020 11,290 95,262 -88
Total Volume and Open Interest 716,318 4,520,668 -18,134
3-Mth Euro-Yen(IMM)
Dec01 011005 99.90 99.91 99.90 99.91 unch 505 18,639 +188
Mar02 011005 99.89 99.89 99.89 99.89 unch 64 8,125 -66
Jun02 011005 99.90 99.90 99.89 99.89 -0.01 277 10,524 +28
Sep02 011005 99.88 99.88 99.88 99.88 unch 97 2,846 +91
Dec02 011005 99.82 99.82 99.82 99.82 -0.01 0 890 +0
Mar03 011005 99.79 99.79 99.79 99.79 unch 9 589 +8
Jun03 011005 99.76 99.76 99.76 99.76 unch 0 98 +0
Sep03 011005 99.70 99.70 99.70 99.70 unch 0 15 +0
Dec03 011005 99.60 99.60 99.60 99.60 unch 0 2 +0
Mar04 011005 99.53 99.53 99.53 99.53 unch 0 220 +0
Total Volume and Open Interest 952 41,948 +249
3-Mth Euro-Yen(SIMEX)
Dec01 011005 99.90 99.91 99.90 99.91 +0.01 629 91,262 -507
Mar02 011005 99.89 99.90 99.89 99.90 +0.01 1,337 62,221 -877
Jun02 011005 99.89 99.90 99.89 99.90 unch 4,515 60,615 +2,491
Sep02 011005 99.87 99.88 99.87 99.88 +0.01 500 25,255 -115
Dec02 011005 99.82 99.83 99.82 99.83 +0.01 215 9,901 +31
Mar03 011005 99.79 99.79 99.79 99.79 +0.00 241 14,028 -212
Jun03 011005 99.76 99.76 99.76 99.76 unch 318 13,266 +228
Sep03 011005 99.71 99.71 99.70 99.70 unch 17 7,136 +17
Total Volume and Open Interest 7,772 296,969 +1,051
Euro Notional Bond(MATIF)
Dec01 011005 90.30 90.43 90.09 90.35 +0.20 2,455 28,356 -1,945
Mar02 011005 90.48 90.48 90.48 90.48 +0.20      
Jun02 011005 90.47 90.47 90.47 90.47 +0.15      
Total Volume and Open Interest 2,455 28,356 -1,945
3-Month Euribor(MATIF)
Dec01 011005 96.65 96.65 96.65 96.65 -0.05 0 2,776 +0
Mar02 011005 96.85 96.85 96.85 96.85 unch 0 2,496 +0
Jun02 011005 96.85 96.85 96.85 96.85 unch 0 211 +0
Total Volume and Open Interest 0 6,273 +0
German Euro-Bund(EUREX)
Dec01 011005 109.70 109.95 109.68 109.87 +0.25 825,136 740,238 +27,567
Mar02 011005 109.47 109.51 109.40 109.51 +0.25 4,055 8,377 +806
Jun02 011005 109.47 109.47 109.47 109.47 +0.25 1,482 499 +0
Total Volume and Open Interest 830,673 749,114 +28,373
German Euro-Bobl(EUREX)
Dec01 011005 108.65 108.79 108.63 108.71 +0.10 488,991 536,508 -6,556
Mar02 011005 108.26 108.26 108.20 108.20 +0.09 2,815 3,985 +184
Jun02 011005 108.07 108.07 108.07 108.07 +0.10 0 814 +0
Total Volume and Open Interest 491,806 541,307 -6,372
Long Gilt(LIFFE)
Dec01 011005 115~32 116~00 115~17 115~23 +0~02 26,296 74,369 +373
Mar02 011005 115~11 115~11 115~11 115~11 +0~02      
Total Volume and Open Interest 26,296 74,369 +4,747
3-Mth Short Sterling(LIFFE)
Dec01 011005 95.71 95.73 95.67 95.68 -0.02 82,092 0 +0
Mar02 011005 95.71 95.72 95.67 95.68 -0.02 63,687 0 +0
Jun02 011005 95.53 95.56 95.49 95.52 unch 52,146 0 +0
Total Volume and Open Interest 250,277    
3-Mth Euribor(LIFFE)
Dec01 011005 96.700 96.710 96.665 96.670 -0.020 109,487 480,367 -4,040
Mar02 011005 96.870 96.890 96.845 96.850 -0.005 87,743 383,334 +64
Jun02 011005 96.840 96.865 96.825 96.830 unch 66,472 284,406 +5,818
Total Volume and Open Interest 379,655 1,875,531 +21,767
3-Mth Aus T-Bills(SFE)
Dec01 011005 95.78 95.83 95.78 95.82 +0.04 9,414 214,261 -8,131
Mar02 011005 95.84 95.90 95.84 95.88 +0.04 6,714 88,669 -289
Jun02 011005 95.71 95.78 95.71 95.77 +0.07 708 34,754 +287
Sep02 011005 95.50 95.56 95.50 95.55 +0.09 339 20,410 -65
Dec02 011005 95.29 95.29 95.29 95.29 +0.09 130 13,239 -2
Mar03 011005 95.07 95.10 95.07 95.09 +0.09 760 8,757 +363
Jun03 011005 94.93 94.93 94.92 94.92 +0.09 90 6,167 +1
Sep03 011005 94.78 94.79 94.78 94.79 +0.10 760 4,705 +351
Dec03 011005 94.69 94.69 94.69 94.69 +0.10 1 2,325 +1
Mar04 011005 94.62 94.63 94.62 94.63 +0.10 50 1,710 +50
Total Volume and Open Interest 19,086 397,646 -7,324
10-Year Aus T-Bonds(SFE)
Dec01 011005 94.58 94.62 94.57 94.60 +0.07 3,063 141,458 +0
Mar02 011005 94.58 94.58 94.58 94.58 +0.06      
Total Volume and Open Interest 7,136 141,458 +3,927
3-Year Aus T-Bonds(SFE)
Dec01 011005 95.41 95.47 95.41 95.46 +0.07 22,954 249,678 -51,882
Mar02 011005 95.46 95.46 95.46 95.46 +0.07      
Total Volume and Open Interest 22,954 249,678 -51,882
Gold(CMX)
Oct01 011005 291.5 292.5 291.4 291.4 +0.9 20 127 -32
Dec01 011005 293.0 293.5 291.8 292.5 +0.9 20,131 100,444 -448
Feb02 011005 293.8 293.8 292.6 292.9 +0.8 1,117 11,797 +482
Apr02 011005 293.0 294.2 293.0 293.3 +0.8 432 3,378 +137
Jun02 011005 294.0 295.0 293.9 293.9 +0.8 729 5,636 +393
Aug02 011005 294.4 294.4 294.4 294.4 +0.8 220 2,645 +178
Total Volume and Open Interest 22,874 136,044 +855
Silver(CMX)
Dec01 011005 468.0 469.0 464.5 468.5 +2.0 12,317 45,656 -478
Mar02 011005 470.0 471.0 468.5 470.7 +2.0 2,306 13,358 +1,577
May02 011005 472.1 472.1 472.1 472.1 +2.0 1 982 +17
Jul02 011005 472.0 473.3 472.0 473.3 +2.0 0 1,416 +13
Sep02 011005 474.4 474.4 474.4 474.4 +2.0 200 1,298 +200
Total Volume and Open Interest 14,829 68,447 +1,406
Platinum(NYM)
Oct01 011005 438.0 438.0 438.0 438.0 +7.9 47 170 -18
Jan02 011005 425.2 432.8 425.2 427.0 +7.9 403 4,849 -40
Total Volume and Open Interest 455 5,047 -55
Palladium(NYME)
Dec01 011005 355.00 360.00 340.00 347.50 +6.50 11 1,213 +0
Mar02 011005 349.50 349.50 349.50 349.50 +6.50 0 35 +0
Total Volume and Open Interest 11 1,248 +0
Copper(CMX)
Dec01 011005 63.95 64.20 63.60 64.05 -0.40 3,968 51,386 -644
Mar02 011005 64.75 65.00 64.60 64.85 -0.45 751 8,490 -93
May02 011005 65.60 65.60 65.35 65.35 -0.45 162 3,619 +39
Jul02 011005 66.00 66.00 65.85 65.85 -0.45 126 2,532 +30
Sep02 011005 66.50 66.60 66.35 66.35 -0.45 21 2,725 +18
Total Volume and Open Interest 6,179 84,248 -629
DJIA Index(CBOT)
Dec01 011005 9095 9150 8945 9100 +12 22,028 30,878 +258
Mar02 011005 9130 9130 8965 9106 +11 33 513 +2
Jun02 011005 9123 9123 9123 9123 +11 0 65 +0
Total Volume and Open Interest 22,061 31,462 +260
S & P 500(CME)
Dec01 011005 1072.00 1076.00 1055.50 1071.80 -2.70 87,134 508,635 -538
Mar02 011005 1068.50 1073.80 1059.00 1073.80 -2.80 334 10,536 +110
Jun02 011005 1077.60 1077.60 1077.60 1077.60 -2.80 103 819 +90
Sep02 011005 1082.10 1082.10 1082.10 1082.10 -2.80 0 236 +0
Total Volume and Open Interest 87,571 520,507 -338
S & P 500 E-Mini(Globex)
Dec01 011005 1073.75 1081.75 1055.25 1071.75 -2.75 281,825 120,997 +2,174
Mar02 011005 1065.75 1073.75 1045.75 1073.75 -2.75 3 5 +2
Total Volume and Open Interest 281,828 121,002 +2,176
NASDAQ 100(CME)
Dec01 011005 1249.00 1287.00 1221.00 1280.50 +16.00 25,692 49,947 -1,077
Mar02 011005 1287.50 1287.50 1287.50 1287.50 +16.50 0 6 +0
Jun02 011005 1294.50 1294.50 1294.50 1294.50 +17.00      
Total Volume and Open Interest 25,692 49,953 -1,381
NASDAQ 100 E-Mini(GLOBEX)
Dec01 011005 1265.0 1287.5 1221.0 1280.5 +16.0 210,790 57,448 +1,620
Mar02 011005 1287.5 1287.5 1287.5 1287.5 +16.5      
Total Volume and Open Interest 210,790 57,448 +4,057
NYSE Composite(NYBOT)
Dec01 011005 555.50 557.00 548.80 554.50 -1.20 1,310 5,443 +140
Mar02 011005 555.50 555.50 555.50 555.50 -1.20 20 700 +0
Jun02 011005 556.50 556.50 556.50 556.50 -1.20 0 300 +0
Total Volume and Open Interest 1,330 6,443 +140
S & P Midcap 400(CME)
Dec01 011005 445.00 445.00 435.00 441.75 -2.50 1,088 15,022 -203
Mar02 011005 444.60 444.60 444.60 444.60 -2.50      
Jun02 011005 448.60 448.60 448.60 448.60 -2.50      
Total Volume and Open Interest 1,088 15,022 -203
Russell 2000(CME)
Dec01 011005 417.00 417.50 407.50 416.00 -2.00 2,022 20,898 -361
Mar02 011005 418.15 418.15 418.15 418.15 -2.00      
Jun02 011005 422.15 422.15 422.15 422.15 -2.00      
Total Volume and Open Interest 2,022 20,898 -361
Value Line(KCBT)
Dec01 011005 1045.25 1052.50 1028.75 1046.00 -1.50 75 131 -5
Total Volume and Open Interest 75 131 -5
Nikkei 225(CME)
Dec01 011005 10195 10195 10050 10080 -130 1,347 13,665 -389
Mar02 011005 10105 10105 10105 10105 -130 4 20 +4
Total Volume and Open Interest 1,351 13,708 -385
Nikkei 225(SIMEX)
Dec01 011005 10260 10260 10030 10185 +25 13,027 94,758 -36
Mar02 011005 10180 10180 10180 10180 +25 0