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MRCI's End of Day Prices
Daily Futures Price Listing Tue October 09, 2001
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Nov01 011009 453.50 455.50 451.00 451.50 -2.50 30,346 90,185 -1,167
Jan02 011009 461.50 462.50 458.00 458.50 -3.00 5,726 31,580 +410
Mar02 011009 466.50 467.75 464.50 465.00 -2.50 2,841 25,694 -500
May02 011009 470.25 471.25 469.00 469.25 -2.00 816 23,900 +265
Jul02 011009 475.00 475.00 472.00 472.75 -1.75 575 15,658 +120
Aug02 011009 473.00 473.00 473.00 473.00 -2.00 1 534 +0
Sep02 011009 470.00 470.00 470.00 470.00 -2.00 1 10 +0
Total Volume and Open Interest 40,383 191,454 -744
Soybean Meal(CBOT)
Oct01 011009 167.30 167.50 165.50 165.70 -1.80 3,045 3,525 -1,184
Dec01 011009 166.50 166.50 164.00 164.20 -2.50 17,318 51,937 +232
Jan02 011009 164.80 164.80 163.00 163.10 -2.20 4,251 17,871 -331
Mar02 011009 162.00 162.50 160.90 161.00 -2.00 1,847 13,388 -99
May02 011009 159.50 159.50 158.30 158.50 -2.00 1,357 13,817 -18
Jul02 011009 159.00 159.20 158.00 158.10 -1.80 806 10,055 +78
Aug02 011009 158.50 158.50 156.50 156.60 -1.60 84 2,723 +71
Sep02 011009 157.50 157.50 155.60 155.60 -1.50 85 1,766 +49
Total Volume and Open Interest 28,882 116,596 -1,155
Soybean Oil(CBOT)
Oct01 011009 15.15 15.34 15.15 15.27 +0.21 1,377 2,387 -276
Dec01 011009 15.36 15.57 15.34 15.49 +0.25 11,831 74,020 -612
Jan02 011009 15.56 15.78 15.56 15.69 +0.23 1,796 24,296 -45
Mar02 011009 15.86 16.05 15.86 15.98 +0.24 1,863 22,487 +550
May02 011009 16.12 16.30 16.10 16.26 +0.26 251 19,770 +45
Jul02 011009 16.36 16.57 16.35 16.50 +0.24 1,870 13,039 +1,641
Aug02 011009 16.56 16.56 16.56 16.56 +0.21 4 2,092 +4
Sep02 011009 16.67 16.67 16.67 16.67 +0.22 2 1,966 +2
Total Volume and Open Interest 19,005 163,279 +1,314
Canola(WCE)
Nov01 011009 330.0 335.3 329.8 333.0 +3.0 2,536 26,511 -1,279
Jan02 011009 330.7 335.3 330.7 333.6 +2.9 2,474 27,510 +297
Mar02 011009 330.5 335.0 330.5 333.8 +2.8 805 8,893 -300
May02 011009 331.2 335.8 331.2 334.2 +2.5 482 1,712 +425
Jul02 011009 333.2 333.2 333.2 333.2 +0.8 30 3,130 +30
Total Volume and Open Interest 6,345 71,403 -817
Corn(CBOT)
Nov01 011009 210.50 211.00 208.25 208.50 -2.50 61 2,826 -111
Dec01 011009 215.00 216.00 212.50 213.00 -2.50 27,724 227,896 -3,154
Jan02 011009 219.50 219.50 217.00 217.25 -2.75 0 586 +0
Mar02 011009 227.00 227.75 225.00 225.25 -2.00 4,824 94,805 +926
May02 011009 234.50 235.25 232.25 232.50 -2.50 1,443 32,208 +375
Jul02 011009 239.75 240.50 237.75 238.00 -2.25 930 28,538 +76
Total Volume and Open Interest 36,990 407,373 -1,830
Wheat(CBOT)
Dec01 011009 270.50 276.00 270.50 274.25 +2.50 13,232 89,640 -765
Mar02 011009 280.00 283.75 280.00 282.00 +0.75 2,739 28,537 -391
May02 011009 283.00 285.00 282.75 283.25 -0.25 467 4,897 +78
Jul02 011009 284.00 287.00 283.50 284.00 -1.00 490 6,385 +1
Sep02 011009 288.50 289.50 288.00 288.00 -1.00 0 114 +0
Total Volume and Open Interest 16,939 130,628 -1,070
Wheat(KCBT)
Dec01 011009 286.50 287.50 285.50 286.25 -0.75 3,221 49,884 -706
Mar02 011009 298.00 299.00 297.00 297.50 -1.50 2,186 19,081 -236
May02 011009 304.00 304.00 302.00 302.25 -1.75 449 6,137 +285
Jul02 011009 309.00 309.75 307.25 307.25 -2.75 311 2,277 +183
Sep02 011009 317.00 317.00 315.00 315.00 -1.75 228 886 +200
Total Volume and Open Interest 6,396 78,488 -273
Wheat(MGE)
Dec01 011009 305.00 306.25 304.50 304.50 -1.00 1,730 20,917 -475
Mar02 011009 317.00 317.75 316.25 316.25 -0.75 389 5,896 -53
May02 011009 324.75 325.75 323.25 323.25 -1.50 134 1,128 -47
Jul02 011009 332.00 332.00 331.00 331.00 -1.50 0 273 -9
Sep02 011009 339.00 339.25 338.00 338.00 -1.50 0 184 -18
Total Volume and Open Interest 2,253 28,461 -630
Oats(CBOT)
Dec01 011009 191.75 194.00 185.00 185.25 -4.50 1,450 6,124 -73
Mar02 011009 176.50 177.50 169.50 169.75 -4.00 553 3,438 -34
May02 011009 168.50 169.50 160.50 160.50 -4.75 59 975 +21
Jul02 011009 156.00 158.00 153.50 153.50 -1.50 78 659 +45
Total Volume and Open Interest 2,140 11,210 -41
Rough Rice(MCE)
Nov01 011009 4.01 4.09 4.01 4.09 +0.07 93 2,836 -20
Jan02 011009 4.27 4.33 4.27 4.32 +0.06 68 1,235 +36
Mar02 011009 4.52 4.55 4.52 4.55 +0.07 21 866 +5
May02 011009 4.71 4.77 4.71 4.77 +0.07 0 340 +0
Total Volume and Open Interest 182 5,393 +21
Live Cattle(CME)
Oct01 011009 69.250 69.900 68.700 68.750 -0.500 4,838 11,274 +150
Dec01 011009 69.850 70.350 69.100 69.250 -0.625 7,524 48,425 -532
Feb02 011009 72.700 73.500 72.425 72.500 -0.175 2,905 26,687 +304
Apr02 011009 74.850 75.450 74.625 74.750 -0.150 1,524 12,210 +316
Jun02 011009 70.475 71.000 70.350 70.475 +0.025 2,869 12,710 +156
Aug02 011009 71.000 71.350 70.900 70.950 +0.025 227 2,262 +100
Total Volume and Open Interest 19,895 113,815 +488
Feeder Cattle(CME)
Oct01 011009 88.450 89.150 88.425 88.650 +0.425 425 2,929 -123
Nov01 011009 87.250 88.100 87.200 87.400 +0.075 785 5,342 +12
Jan02 011009 86.775 87.500 86.650 86.750 +0.025 709 4,001 +237
Mar02 011009 86.550 87.150 86.300 86.300 -0.175 182 1,446 +111
Apr02 011009 86.400 87.000 86.350 86.350 -0.050 58 731 +7
May02 011009 86.500 87.000 86.300 86.300 -0.100 97 914 +80
Aug02 011009 87.300 87.500 87.150 87.250 -0.100 15 198 -1
Total Volume and Open Interest 2,271 15,561 +323
Lean Hogs(CME)
Oct01 011009 59.200 59.400 58.250 58.375 -0.825 3,765 8,719 -1,800
Dec01 011009 54.900 55.100 53.400 53.600 -1.275 4,314 25,132 -243
Feb02 011009 55.175 55.250 54.000 54.375 -0.875 622 5,702 +124
Apr02 011009 55.950 56.100 55.000 55.225 -0.725 207 2,599 +8
Jun02 011009 63.000 63.225 62.400 62.400 -0.575 55 591 +12
Jul02 011009 60.400 60.400 60.400 60.400 -0.400 0 215 +0
Aug02 011009 59.725 59.725 59.600 59.600 -0.100 10 122 +9
Oct02 011009 53.350 53.400 53.325 53.325 -0.025 0 152 +0
Total Volume and Open Interest 8,979 43,778 -1,890
Pork Bellies(CME)
Feb02 011009 73.550 73.700 71.500 71.775 -1.700 573 2,125 +10
Mar02 011009 73.000 73.375 71.025 71.025 -1.700 29 108 +17
May02 011009 75.750 75.750 75.000 75.000 -1.000 13 56 +13
Jul02 011009 74.400 74.400 74.000 74.000 -1.050 6 18 -2
Aug02 011009 74.000 74.000 74.000 74.000 -1.050 0 3 +0
Total Volume and Open Interest 621 2,310 +38
Cocoa(NYBOT)
Dec01 011009 1070 1072 1047 1055 -37 1,994 26,761 +444
Mar02 011009 1068 1070 1050 1057 -36 494 23,843 +164
May02 011009 1087 1087 1058 1063 -36 15 9,576 -10
Jul02 011009 1071 1071 1067 1067 -36 0 6,264 +0
Sep02 011009 1074 1074 1072 1073 -36 5 6,225 -1
Dec02 011009 1085 1086 1085 1085 -35 0 11,652 +0
Mar03 011009 1098 1098 1098 1098 -35 318 8,811 -102
Total Volume and Open Interest 2,836 96,429 +505
Coffee "C"(NYBOT)
Dec01 011009 45.75 46.10 45.30 45.35 -0.55 2,983 34,696 +457
Mar02 011009 48.25 48.80 48.00 48.05 -0.55 1,499 12,292 +357
May02 011009 49.65 50.25 49.25 49.55 -0.45 235 4,054 +79
Jul02 011009 51.20 51.60 50.75 50.80 -0.50 87 2,852 +18
Sep02 011009 52.00 52.50 51.80 51.80 -0.55 85 1,729 +2
Dec02 011009 54.00 54.25 53.70 53.70 -0.55 82 1,797 +16
Total Volume and Open Interest 4,979 57,439 +930
Orange Juice(NYBOT)
Nov01 011009 79.75 80.50 79.70 80.20 +0.50 1,109 12,005 +66
Jan02 011009 81.90 82.60 81.90 82.25 +0.50 504 2,938 +188
Mar02 011009 84.90 85.20 84.90 85.20 +0.20 5 1,976 +4
May02 011009 87.35 87.35 87.35 87.35 +0.35 0 783 +0
Jul02 011009 89.75 89.75 89.75 89.75 +0.50 0 90 +0
Total Volume and Open Interest 1,618 17,942 +258
Sugar #11(NYBOT)
Mar02 011009 6.40 6.41 6.11 6.15 -0.12 11,976 95,356 +1,865
May02 011009 6.27 6.27 6.01 6.03 -0.14 2,301 13,791 +164
Jul02 011009 6.09 6.11 5.92 5.92 -0.12 2,088 18,576 +737
Oct02 011009 6.33 6.35 6.13 6.15 -0.12 1,081 9,308 +475
Mar03 011009 6.54 6.55 6.40 6.40 -0.07 125 3,558 +1
Total Volume and Open Interest 17,596 142,556 +3,245
London Cocoa(LCE)
Dec01 011009 775 775 754 755 -25 1,315 36,746 -108
Mar02 011009 795 795 772 775 -26 626 58,185 +129
May02 011009 802 809 785 788 -25 195 27,867 -32
Jul02 011009 805 812 795 795 -25 50 18,498 -42
Sep02 011009 813 813 801 801 -24 21 9,872 +21
Dec02 011009 815 815 807 807 -25 0 3,623 +0
Mar03 011009 826 830 815 815 -24 100 2,499 +11
Total Volume and Open Interest 2,317 157,761 -11
London Coffee(LCE)
Nov01 011009 373.00 373.00 360.00 360.00 -18.00 1,130 23,455 -334
Jan02 011009 385.00 387.00 372.00 373.00 -19.00 859 32,606 -4
Mar02 011009 402.00 402.00 390.00 390.00 -18.00 1,166 17,792 +578
May02 011009 418.00 419.00 406.00 406.00 -17.00 690 14,545 +299
Jul02 011009 437.00 437.00 421.00 422.00 -17.00 573 7,804 +295
Sep02 011009 451.00 451.00 435.00 435.00 -18.00 311 4,600 +211
Total Volume and Open Interest 5,036 102,304 +1,003
London Sugar(LCE)
Oct01 010914 220.00 231.50 219.60 230.00 +9.80 3,557 4,459 -1,314
Dec01 011009 207.00 209.50 205.00 205.20 -1.80 2,833 17,661 +12
Mar02 011009 203.00 206.30 200.10 200.30 -2.70 1,418 13,611 +225
May02 011009 200.50 203.00 197.10 197.30 -3.20 526 6,011 +377
Aug02 011009 197.00 198.00 192.30 192.30 -3.70 429 4,963 +146
Total Volume and Open Interest 5,224 44,937 +770
Cotton(NYBOT)
Oct01 011009 29.80 30.70 29.50 30.65 -0.45 5 3 -4
Dec01 011009 31.55 31.90 31.20 31.65 -0.39 5,425 35,362 -422
Mar02 011009 33.50 33.70 33.06 33.42 -0.53 1,821 10,409 +169
May02 011009 34.75 34.85 34.25 34.52 -0.75 376 5,641 -56
Jul02 011009 36.00 36.00 35.40 35.65 -0.85 792 4,609 +292
Oct02 011009 38.00 38.00 37.55 37.55 -0.82 24 162 -1
Total Volume and Open Interest 8,547 60,328 +22
Lumber(CME)
Nov01 011009 240.0 240.0 230.7 231.6 -8.9 154 1,448 -35
Jan02 011009 256.8 256.8 247.4 248.0 -9.4 73 479 +20
Mar02 011009 268.5 268.5 261.6 261.6 -8.3 2 68 -2
May02 011009 264.0 264.0 264.0 264.0 -9.0 1 15 +0
Total Volume and Open Interest 230 2,010 -17
Crude Oil(NYM)
Nov01 011009 22.50 22.62 22.26 22.48 +0.03 51,267 106,764 -5,756
Dec01 011009 22.80 23.00 22.68 22.89 +0.03 34,809 84,026 +3,463
Jan02 011009 23.00 23.10 22.84 23.04 +0.03 7,014 41,088 +502
Feb02 011009 23.14 23.20 23.05 23.19 +0.03 1,966 18,819 -526
Mar02 011009 23.18 23.26 23.18 23.26 +0.03 2,168 16,401 +476
Apr02 011009 23.25 23.28 23.25 23.28 +0.03 799 14,555 +109
May02 011009 23.17 23.25 23.17 23.25 +0.03 745 10,384 +23
Jun02 011009 23.14 23.25 23.07 23.20 +0.03 1,017 28,175 -127
Jul02 011009 23.13 23.13 23.13 23.13 +0.03 514 9,309 +390
Aug02 011009 22.96 23.05 22.96 23.05 +0.04 130 11,662 -140
Total Volume and Open Interest 104,791 445,040 -800
Heating Oil(NYM)
Nov01 011009 64.40 65.00 64.10 64.68 +0.21 14,834 39,218 -492
Dec01 011009 65.30 65.90 65.10 65.67 +0.07 8,008 33,989 +1,613
Jan02 011009 66.00 66.50 65.70 66.27 +0.02 4,291 22,331 +1,249
Feb02 011009 65.85 66.20 65.40 65.97 +0.02 1,485 14,077 -124
Mar02 011009 64.90 65.10 64.50 64.82 +0.02 583 15,463 +153
Apr02 011009 63.90 64.00 63.62 63.62 +0.02 830 7,038 +91
May02 011009 62.70 63.10 62.42 62.42 +0.07 289 3,968 +57
Jun02 011009 62.50 62.55 62.07 62.07 +0.07 1,097 7,482 +260
Jul02 011009 62.90 62.90 62.32 62.32 +0.07 132 1,931 +97
Aug02 011009 62.75 63.30 62.75 62.82 +0.07 78 2,108 +53
Total Volume and Open Interest 32,693 154,013 +3,361
Unleaded Gas(NYM)
Nov01 011009 61.50 61.75 60.90 61.37 -0.10 16,761 29,940 +378
Dec01 011009 61.60 62.00 61.35 61.79 +0.03 7,143 17,477 +853
Jan02 011009 62.50 62.90 62.20 62.59 +0.06 1,048 10,322 +221
Feb02 011009 63.80 63.85 63.35 63.54 +0.11 544 5,303 +393
Mar02 011009 64.60 64.80 64.59 64.59 +0.16 495 7,463 +99
Apr02 011009 70.40 71.00 70.40 70.94 +0.16 172 8,783 -73
May02 011009 71.30 71.60 71.00 71.44 +0.16 639 7,433 +56
Jun02 011009 71.40 71.40 71.19 71.19 +0.16 178 4,553 +143
Total Volume and Open Interest 27,208 96,790 +2,172
Natural Gas(NYM)
Nov01 011009 2.280 2.400 2.270 2.388 +0.118 22,932 59,910 +1,564
Dec01 011009 2.650 2.750 2.640 2.741 +0.094 6,810 40,192 +683
Jan02 011009 2.850 2.940 2.845 2.940 +0.085 4,642 47,501 +579
Feb02 011009 2.850 2.940 2.850 2.936 +0.083 1,338 28,424 +59
Mar02 011009 2.810 2.900 2.805 2.886 +0.078 1,826 28,674 -425
Apr02 011009 2.725 2.790 2.700 2.790 +0.072 157 35,258 +98
May02 011009 2.740 2.815 2.740 2.815 +0.072 124 19,206 +26
Jun02 011009 2.760 2.870 2.760 2.859 +0.071 112 14,339 +39
Total Volume and Open Interest 42,215 483,935 +2,633
Brent Crude Oil(IPE)
Nov01 011009 21.77 22.00 21.60 21.88 +0.31 24,590 40,638 -4,604
Dec01 011009 21.96 22.16 21.90 22.09 +0.28 24,186 64,954 +170
Jan02 011009 22.37 22.37 22.10 22.29 +0.24 7,571 27,967 +443
Feb02 011009 22.42 22.42 22.18 22.34 +0.24 1,293 14,094 +261
Mar02 011009 22.19 22.29 22.11 22.29 +0.25 800 9,716 +145
Apr02 011009 22.23 22.23 22.23 22.23 +0.25 70 7,970 -37
May02 011009 22.03 22.18 21.99 22.17 +0.24 0 5,267 +0
Jun02 011009 22.07 22.18 21.95 22.11 +0.23 300 17,696 +50
Total Volume and Open Interest 58,885 220,723 -3,597
Gas Oil(IPE)
Oct01 011009 203.25 205.00 201.50 203.50 +1.00 16,353 14,837 -4,954
Nov01 011009 202.00 203.00 199.50 200.50 -0.50 12,015 36,991 -485
Dec01 011009 200.75 202.00 199.00 200.75 -0.50 2,721 29,920 -670
Jan02 011009 200.50 201.50 198.50 199.75 -0.25 727 14,573 +215
Feb02 011009 199.50 199.50 198.25 198.25 -0.25 25 7,656 -20
Mar02 011009 197.00 197.00 196.00 196.50 -0.25 0 5,264 -8
Apr02 011009 195.50 195.50 194.00 194.50 -0.50 90 2,925 +40
May02 011009 194.50 194.50 193.50 193.50 -0.50 0 1,344 +0
Total Volume and Open Interest 32,081 126,341 -5,832
US Dollar Index(NYBOT)
Dec01 011009 113.14 113.81 113.05 113.78 +0.82 790 5,934 +734
Mar02 011009 113.60 114.28 113.53 114.28 +0.82 0 2,018 +0
Jun02 011009 114.78 114.78 114.78 114.78 +0.82 0 2 +0
Total Volume and Open Interest 790 7,955 +734
Australian Dollar(IMM)
Dec01 011009 50.22 50.26 49.75 49.91 -0.66      
Mar02 011009 49.70 49.70 49.69 49.69 -0.66      
Jun02 011009 49.47 49.47 49.47 49.47 -0.66      
Total Volume and Open Interest      
British Pound(IMM)
Dec01 011009 146.30 146.40 144.94 145.34 -2.14      
Mar02 011009 144.62 144.62 144.62 144.62 -2.16      
Jun02 011009 143.90 143.90 143.90 143.90 -2.18      
Total Volume and Open Interest      
Canadian Dollar(IMM)
Dec01 011009 64.09 64.12 63.75 63.81 -0.16      
Mar02 011009 64.02 64.03 63.68 63.75 -0.16      
Jun02 011009 63.95 63.95 63.71 63.71 -0.16      
Sep02 011009 63.69 63.69 63.69 63.69 -0.16      
Total Volume and Open Interest      
Japanese Yen(IMM)
Dec01 011009 83.51 83.70 83.47 83.53 +0.05      
Mar02 011009 83.96 84.00 83.96 84.00 +0.05      
Jun02 011009 84.48 84.48 84.48 84.48 +0.05      
Total Volume and Open Interest 6,017    
Deutsche Mark(IMM)
Dec01 011009 46.71 46.71 46.60 46.60 -0.19 0 200 +0
Total Volume and Open Interest 0 200 +0
Swiss Franc(IMM)
Dec01 011009 62.09 62.20 61.58 61.61 -0.22      
Mar02 011009 62.10 62.10 61.65 61.65 -0.22      
Jun02 011009 61.72 61.72 61.72 61.72 -0.22      
Total Volume and Open Interest      
EuroFX(IMM)
Dec01 011009 91.74 91.83 91.10 91.14 -0.37 10,226 113,303 +1,957
Mar02 011009 91.52 91.52 90.90 90.90 -0.38 6 840 +12
Jun02 011009 91.25 91.25 90.71 90.71 -0.40 0 176 +0
Total Volume and Open Interest 10,226 114,363 +1,969
Mexican Peso(IMM)
Dec01 011009 10290.0 10390.0 10277.5 10372.5 +125.5 19 12,178 +607
Mar02 011009 10045.0 10117.5 10045.0 10117.5 +140.5 19 1,424 -13
Total Volume and Open Interest 19 14,734 +602
30-Year T-Bonds(CBOT)
Dec01 011009 106~27 107~01 105~27 105~30 -0~27 146,632 546,551 -3,794
Mar02 011009 105~14 105~20 104~31 104~31 -0~26 3,464 26,317 +317
Jun02 011009 104~00 104~00 104~00 104~00 -0~26 0 471 +0
Total Volume and Open Interest 150,096 573,339 -3,477
Municipal Bonds(CBOT)
Dec01 011009 107~14 107~16 106~29 106~31 -0~17 579 9,654 +0
Total Volume and Open Interest 579 9,654 +0
10-Year T-Notes(CBOT)
Dec01 011009 109~185 109~220 108~275 109~000 -0~165 141,889 570,362 -3,412
Mar02 011009 108~050 108~050 107~305 107~305 -0~160 2,395 7,117 +1,918
Total Volume and Open Interest 141,889 577,479 -1,494
5-Year T-Notes(CBOT)
Dec01 011009 108~150 108~175 108~095 108~100 -0~090 64,336 451,996 -11,508
Mar02 011009 107~090 107~090 107~090 107~090 -0~090 0 228 +0
Total Volume and Open Interest 64,336 452,224 -11,508
2 Year T-Notes(CBOT)
Dec01 011009 105~045 105~050 105~042 105~044 -0~008 3,568 61,956 -1,658
Total Volume and Open Interest 3,568 61,956 -1,658
3-Mth T-Bills(IMM)
Dec01 011009 98.00 98.00 98.00 98.00 -0.01      
Total Volume and Open Interest      
Eurodollars(IMM)
Dec01 011009 97.740 97.740 97.710 97.720 -0.015      
Mar02 011009 97.665 97.675 97.630 97.645 -0.030      
Jun02 011009 97.340 97.350 97.305 97.330 -0.020      
Sep02 011009 96.930 96.945 96.890 96.925 -0.015      
Dec02 011009 96.420 96.435 96.385 96.415 -0.025      
Mar03 011009 96.040 96.075 96.030 96.055 -0.025      
Jun03 011009 95.690 95.705 95.660 95.680 -0.030      
Sep03 011009 95.390 95.390 95.355 95.360 -0.040      
Dec03 011009 95.065 95.085 95.050 95.055 -0.050      
Mar04 011009 94.950 94.960 94.920 94.930 -0.060      
Jun04 011009 94.785 94.785 94.745 94.755 -0.070      
Sep04 011009 94.645 94.645 94.610 94.610 -0.075      
Total Volume and Open Interest      
3-Mth Euro-Yen(IMM)
Dec01 011009 99.90 99.91 99.90 99.91 unch 45 18,146 -493
Mar02 011009 99.90 99.90 99.89 99.89 unch 0 8,114 -11
Jun02 011009 99.90 99.90 99.89 99.89 -0.01 167 10,383 -141
Sep02 011009 99.88 99.88 99.88 99.88 unch 0 2,820 -26
Dec02 011009 99.82 99.82 99.82 99.82 -0.01 0 890 +0
Mar03 011009 99.79 99.79 99.79 99.79 unch 0 581 -8
Jun03 011009 99.76 99.76 99.76 99.76 unch 0 98 +0
Sep03 011009 99.70 99.70 99.70 99.70 unch 0 15 +0
Dec03 011009 99.60 99.60 99.60 99.60 unch 0 2 +0
Mar04 011009 99.53 99.53 99.53 99.53 unch 0 220 +0
Total Volume and Open Interest 212 41,269 -679
3-Mth Euro-Yen(SIMEX)
Dec01 011009 99.91 99.91 99.90 99.90 0.00 500 91,052 -723
Mar02 011009 99.89 99.90 99.89 99.90 +0.01 30 60,801 -9
Jun02 011009 99.90 99.90 99.90 99.90 unch 247 60,563 +30
Sep02 011009 99.88 99.88 99.88 99.88 +0.01 0 25,480 +25
Dec02 011009 99.83 99.83 99.82 99.83 +0.01 0 9,911 +0
Mar03 011009 99.79 99.79 99.79 99.79 unch 0 14,012 +0
Jun03 011009 99.77 99.77 99.76 99.76 0.00 0 13,360 +0
Sep03 011009 99.70 99.70 99.70 99.70 unch 0 7,136 +0
Total Volume and Open Interest 777 295,615 -677
Euro Notional Bond(MATIF)
Dec01 011009 90.20 90.25 89.81 89.88 -0.27 1,471 27,223 +233
Mar02 011009 90.01 90.01 90.01 90.01 -0.27      
Jun02 011009 89.65 89.65 89.65 89.65 -0.69      
Total Volume and Open Interest 1,471 27,223 +233
3-Month Euribor(MATIF)
Dec01 011009 96.65 96.65 96.60 96.60 -0.05 0 2,776 +0
Mar02 011009 96.80 96.80 96.80 96.80 -0.05 0 2,496 +0
Jun02 011009 96.80 96.80 96.80 96.80 unch 0 211 +0
Total Volume and Open Interest 0 6,273 +0
German Euro-Bund(EUREX)
Dec01 011009 109.73 109.78 109.38 109.45 -0.18 546,658 762,107 -35,232
Mar02 011009 109.38 109.38 109.06 109.11 -0.17 1,583 8,729 +42
Jun02 011009 108.50 108.50 108.50 108.50 -0.73 0 499 +0
Total Volume and Open Interest 548,241 771,335 -35,190
German Euro-Bobl(EUREX)
Dec01 011009 108.71 108.71 108.45 108.46 -0.21 284,900 554,612 -2,855
Mar02 011009 108.12 108.17 107.95 107.95 -0.20 762 4,436 +0
Jun02 011009 107.82 107.82 107.82 107.82 -0.21 0 814 +0
Total Volume and Open Interest 285,662 559,862 -2,855
Long Gilt(LIFFE)
Dec01 011009 116~02 116~03 115~12 115~16 -0~18 22,291 70,256 -1,998
Mar02 011009 115~03 115~03 115~03 115~03 -0~18      
Total Volume and Open Interest 22,291 70,256 -1,998
3-Mth Short Sterling(LIFFE)
Dec01 011009 95.68 95.68 95.63 95.65 -0.04 17,471 0 +0
Mar02 011009 95.67 95.67 95.59 95.61 -0.07 20,603 0 +0
Jun02 011009 95.50 95.50 95.37 95.40 -0.11 12,101 0 +0
Total Volume and Open Interest 69,634    
3-Mth Euribor(LIFFE)
Dec01 011009 96.645 96.650 96.595 96.610 -0.040 82,663 475,394 +1,239
Mar02 011009 96.840 96.850 96.770 96.795 -0.050 61,974 371,526 -2,275
Jun02 011009 96.820 96.830 96.755 96.780 -0.045 45,002 280,487 +1,774
Total Volume and Open Interest 257,741 1,869,079 +5,567
3-Mth Aus T-Bills(SFE)
Dec01 011009 95.85 95.89 95.85 95.86 -0.02 11,707 196,578 -17,970
Mar02 011009 95.95 95.98 95.93 95.96 unch 8,097 87,926 -2,837
Jun02 011009 95.84 95.88 95.84 95.86 unch 1,146 34,473 -537
Sep02 011009 95.63 95.66 95.62 95.63 unch 794 20,708 -46
Dec02 011009 95.38 95.38 95.38 95.38 unch 537 13,140 -179
Mar03 011009 95.17 95.19 95.17 95.19 +0.01 478 9,136 +108
Jun03 011009 95.01 95.03 95.01 95.03 unch 379 6,444 +287
Sep03 011009 94.89 94.94 94.89 94.91 unch 189 4,949 +235
Dec03 011009 94.83 94.83 94.83 94.83 +0.01 77 2,400 +75
Mar04 011009 94.75 94.75 94.75 94.75 unch 25 1,845 +25
Total Volume and Open Interest 23,504 380,333 -20,794
10-Year Aus T-Bonds(SFE)
Dec01 011009 94.61 94.61 94.54 94.54 -0.08 3,856 136,729 -1,243
Mar02 011009 94.61 94.61 94.61 94.61 -0.01      
Total Volume and Open Interest 9,953 137,972 +3,752
3-Year Aus T-Bonds(SFE)
Dec01 011009 95.55 95.61 95.54 95.56 -0.01 40,235 245,737 +10,783
Mar02 011009 95.56 95.56 95.56 95.56 -0.01      
Total Volume and Open Interest 40,235 245,737 +10,783
Gold(CMX)
Oct01 011009 290.2 290.2 288.9 288.9 -3.5 73 156 +32
Dec01 011009 291.8 292.1 289.3 289.7 -3.7 14,739 101,517 -673
Feb02 011009 291.9 292.7 289.8 290.1 -3.7 222 12,720 -64
Apr02 011009 292.2 292.2 290.1 290.5 -3.7 274 3,906 +203
Jun02 011009 292.4 292.6 291.0 291.1 -3.7 18 5,544 +14
Aug02 011009 291.6 291.6 291.6 291.6 -3.7 0 2,645 +0
Total Volume and Open Interest 15,361 138,647 -451
Silver(CMX)
Dec01 011009 464.5 465.5 453.5 455.0 -12.0 4,913 48,839 +1,380
Mar02 011009 467.5 468.0 456.0 457.3 -12.0 305 13,602 +256
May02 011009 458.8 458.8 458.8 458.8 -12.0 10 957 +0
Jul02 011009 465.0 465.0 460.1 460.1 -12.0 2 1,402 -1
Sep02 011009 461.2 461.2 461.2 461.2 -12.0 6 1,301 +3
Total Volume and Open Interest 5,248 71,802 +1,625
Platinum(NYM)
Oct01 011009 428.0 429.0 425.7 425.7 -6.8 32 88 -11
Jan02 011009 423.0 423.0 415.5 415.7 -6.8 213 5,056 +63
Apr02 011009 411.7 411.7 411.7 411.7        
Jul02 011009 410.7 410.7 410.7 410.7 -9.8 0 5 +0
Total Volume and Open Interest 245 5,172 +52
Palladium(NYME)
Dec01 011009 345.00 349.50 342.00 342.00 -4.15 30 1,229 +5
Mar02 011009 344.00 344.00 344.00 344.00 -4.15 0 35 +0
Total Volume and Open Interest 30 1,264 +5
Copper(CMX)
Dec01 011009 63.80 64.35 63.70 64.15 -0.20 2,121 51,019 -369
Mar02 011009 64.70 65.00 64.70 64.95 -0.20 37 8,582 -16
May02 011009 65.50 65.50 65.35 65.45 -0.20 5 3,617 +3
Jul02 011009 65.60 66.00 65.60 65.95 -0.20 7 2,539 +1
Sep02 011009 66.60 66.60 66.45 66.45 -0.20 3 2,731 +2
Total Volume and Open Interest 2,445 84,340 -604
DJIA Index(CBOT)
Dec01 011009 9075 9100 9005 9053 -8 12,355 30,599 -1,077
Mar02 011009 9069 9075 9045 9058 -8 12 663 -3
Jun02 011009 9075 9075 9075 9075 -8 0 65 +0
Total Volume and Open Interest 12,368 31,334 -1,079
S & P 500(CME)
Dec01 011009 1066.00 1066.50 1056.00 1059.50 -5.80 54,553 513,981 +1,738
Mar02 011009 1066.00 1066.00 1059.00 1061.40 -5.80 58 10,465 -46
Jun02 011009 1065.10 1065.10 1065.10 1065.10 -5.80 4 894 +0
Sep02 011009 1069.60 1069.60 1069.60 1069.60 -5.80 0 236 +0
Total Volume and Open Interest 54,615 525,857 +1,692
S & P 500 E-Mini(Globex)
Dec01 011009 1064.25 1071.50 1055.75 1059.50 -5.75 175,904 120,437 -184
Mar02 011009 1061.75 1061.75 1061.50 1061.50 -5.75 0 7 +0
Total Volume and Open Interest 175,904 120,444 -184
NASDAQ 100(CME)
Dec01 011009 1284.00 1291.00 1245.00 1254.50 -31.50 16,474 48,355 -914
Mar02 011009 1261.50 1261.50 1261.50 1261.50 -31.50 0 6 +0
Jun02 011009 1268.50 1268.50 1268.50 1268.50 -31.50      
Total Volume and Open Interest 16,474 48,361 -914
NASDAQ 100 E-Mini(GLOBEX)
Dec01 011009 1287.5 1299.5 1245.5 1254.5 -31.5 142,520 60,282 +0
Mar02 011009 1261.5 1261.5 1261.5 1261.5 -31.5      
Total Volume and Open Interest 142,520 60,282 +0
NYSE Composite(NYBOT)
Dec01 011009 551.50 551.50 548.00 550.00 -0.55 440 5,231 -140
Mar02 011009 551.00 551.00 551.00 551.00 -0.55 0 700 +0
Jun02 011009 552.00 552.00 552.00 552.00 -0.55 0 300 +0
Total Volume and Open Interest 440 6,231 -140
S & P Midcap 400(CME)
Dec01 011009 438.00 440.50 435.50 438.25 -0.75 566 14,873 -56
Mar02 011009 441.10 441.10 441.10 441.10 -0.75      
Jun02 011009 445.10 445.10 445.10 445.10 -0.75      
Total Volume and Open Interest 566 14,873 -56
Russell 2000(CME)
Dec01 011009 412.50 413.00 407.50 408.90 -3.60 1,638 20,593 -119
Mar02 011009 411.05 411.05 411.05 411.05 -3.60      
Jun02 011009 415.05 415.05 415.05 415.05 -3.60      
Total Volume and Open Interest 1,638 20,593 -119
Value Line(KCBT)
Dec01 011009 1045.00 1045.00 1031.75 1032.50 -7.50 27 94 -8
Total Volume and Open Interest 27 94 -8
Nikkei 225(CME)
Dec01 011009 10030 10030 9915 9925 -205 400 13,407 -99
Mar02 011009 9950 9950 9950 9950 -205 0 20 +0
Total Volume and Open In