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MRCI's End of Day Prices
Daily Futures Price Listing Wed October 10, 2001
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Nov01 011010 451.00 452.75 447.00 448.25 -3.25 30,394 89,052 -1,133
Jan02 011010 458.50 460.00 454.50 455.75 -2.75 6,266 32,558 +978
Mar02 011010 464.00 465.75 459.50 461.25 -3.75 4,702 25,576 -118
May02 011010 468.75 469.50 464.00 465.25 -4.00 2,251 23,047 -853
Jul02 011010 473.00 473.50 467.00 468.50 -4.25 949 15,962 +304
Aug02 011010 472.00 472.50 468.00 468.00 -5.00 0 534 +0
Sep02 011010 465.00 465.00 465.00 465.00 -5.00 0 10 +0
Total Volume and Open Interest 44,609 190,657 -797
Soybean Meal(CBOT)
Oct01 011010 165.30 165.80 164.10 165.00 -0.70 2,531 3,446 -79
Dec01 011010 163.60 164.50 162.80 163.80 -0.40 15,112 51,573 -364
Jan02 011010 162.60 163.10 161.40 162.30 -0.80 3,039 18,018 +147
Mar02 011010 160.80 160.90 159.20 160.00 -1.00 1,252 13,409 +21
May02 011010 158.50 158.50 156.60 157.50 -1.00 1,050 13,870 +53
Jul02 011010 158.00 158.00 156.50 157.00 -1.10 1,434 10,370 +315
Aug02 011010 157.00 157.00 155.50 155.50 -1.10 110 2,688 -35
Sep02 011010 155.60 156.20 154.50 154.60 -1.00 76 1,808 +42
Total Volume and Open Interest 24,735 116,823 +227
Soybean Oil(CBOT)
Oct01 011010 15.40 15.45 15.31 15.32 +0.05 957 2,073 -314
Dec01 011010 15.61 15.68 15.46 15.49 unch 13,962 72,057 -1,963
Jan02 011010 15.80 15.87 15.67 15.69 unch 2,061 24,707 +411
Mar02 011010 16.12 16.15 15.95 15.98 unch 1,427 22,372 -115
May02 011010 16.38 16.40 16.24 16.25 -0.01 1,141 20,162 +392
Jul02 011010 16.60 16.63 16.50 16.50 unch 2,036 14,295 +1,256
Aug02 011010 16.73 16.75 16.58 16.58 +0.02 0 2,092 +0
Sep02 011010 16.85 16.85 16.68 16.68 +0.01 0 1,966 +0
Total Volume and Open Interest 22,115 163,086 -193
Canola(WCE)
Nov01 011010 334.0 335.5 330.0 331.1 -1.9 4,117 24,455 -2,056
Jan02 011010 334.5 336.4 331.5 332.3 -1.3 3,695 28,518 +1,008
Mar02 011010 335.5 335.8 332.0 332.0 -1.8 156 8,831 -62
May02 011010 332.3 332.3 332.3 332.3 -1.9 107 1,760 +48
Jul02 011010 332.1 332.1 332.1 332.1 -1.1 5 3,130 +0
Total Volume and Open Interest 8,080 70,341 -1,062
Corn(CBOT)
Nov01 011010 208.25 209.50 207.50 209.50 +1.00 469 2,702 -124
Dec01 011010 212.75 214.75 212.25 214.25 +1.25 26,639 228,162 +266
Jan02 011010 217.50 218.50 217.00 218.25 +1.00 4 590 +4
Mar02 011010 224.75 226.75 224.25 226.25 +1.00 4,578 95,701 +896
May02 011010 232.25 234.00 232.00 233.25 +0.75 1,078 32,530 +322
Jul02 011010 238.00 239.50 237.00 239.25 +1.25 1,646 28,982 +444
Total Volume and Open Interest 35,657 409,445 +2,072
Wheat(CBOT)
Dec01 011010 274.75 280.50 273.75 279.00 +4.75 15,788 87,082 -2,558
Mar02 011010 282.50 287.50 281.50 286.75 +4.75 5,565 29,365 +828
May02 011010 284.00 287.50 283.50 286.50 +3.25 581 5,153 +256
Jul02 011010 284.00 288.25 284.00 286.75 +2.75 1,054 6,638 +253
Sep02 011010 290.00 290.00 290.00 290.00 +2.00 49 144 +30
Total Volume and Open Interest 23,057 129,455 -1,173
Wheat(KCBT)
Dec01 011010 286.50 289.50 285.50 287.25 +1.00 4,221 50,330 +446
Mar02 011010 297.50 298.50 295.25 297.00 -0.50 1,722 19,761 +680
May02 011010 302.25 302.25 299.50 301.00 -1.25 243 6,097 -40
Jul02 011010 307.00 308.00 305.50 306.25 -1.00 391 2,417 +140
Sep02 011010 314.00 315.00 313.00 313.50 -1.50 105 987 +101
Total Volume and Open Interest 6,686 79,819 +1,331
Wheat(MGE)
Dec01 011010 305.00 307.00 304.50 305.50 +1.00 2,019 21,250 +333
Mar02 011010 317.00 317.00 315.00 315.25 -1.00 417 6,084 +188
May02 011010 323.50 324.00 322.75 323.00 -0.25 253 1,169 +41
Jul02 011010 331.00 331.00 330.00 330.00 -1.00 6 271 -2
Sep02 011010 338.00 338.00 336.50 336.50 -1.50 6 185 +1
Total Volume and Open Interest 2,701 29,022 +561
Oats(CBOT)
Dec01 011010 183.75 183.75 175.50 177.25 -8.00 1,792 6,004 -120
Mar02 011010 167.50 167.75 163.50 165.50 -4.25 695 3,474 +36
May02 011010 158.00 159.00 157.00 157.50 -3.00 64 989 +14
Jul02 011010 150.50 153.00 150.50 150.75 -2.75 40 671 +12
Total Volume and Open Interest 2,591 11,152 -58
Rough Rice(MCE)
Nov01 011010 4.07 4.09 4.05 4.05 -0.04 287 2,881 +45
Jan02 011010 4.31 4.32 4.29 4.29 -0.03 127 1,305 +70
Mar02 011010 4.54 4.54 4.52 4.52 -0.03 8 874 +8
May02 011010 4.74 4.74 4.74 4.74 -0.03 13 352 +12
Total Volume and Open Interest 446 5,531 +138
Live Cattle(CME)
Oct01 011010 68.850 69.200 68.500 68.700 -0.050 4,629 9,009 -2,265
Dec01 011010 69.350 69.475 68.925 69.150 -0.100 9,993 48,170 -255
Feb02 011010 72.600 73.000 72.350 72.750 +0.250 4,712 26,970 +283
Apr02 011010 74.825 75.100 74.350 74.925 +0.175 1,465 12,483 +273
Jun02 011010 70.450 70.750 70.325 70.675 +0.200 749 12,811 +101
Aug02 011010 71.000 71.075 70.900 71.025 +0.075 262 2,275 +13
Total Volume and Open Interest 21,812 111,965 -1,850
Feeder Cattle(CME)
Oct01 011010 88.700 89.150 88.500 88.975 +0.325 622 2,751 -178
Nov01 011010 87.600 87.875 87.100 87.750 +0.350 1,462 5,349 +7
Jan02 011010 86.750 87.150 86.500 87.025 +0.275 479 3,982 -19
Mar02 011010 86.375 86.625 86.300 86.400 +0.100 285 1,647 +201
Apr02 011010 86.600 86.600 86.450 86.450 +0.100 68 740 +9
May02 011010 86.500 86.500 86.400 86.400 +0.100 82 957 +43
Aug02 011010 87.200 87.275 87.000 87.275 +0.025 13 202 +4
Total Volume and Open Interest 3,026 15,638 +77
Lean Hogs(CME)
Oct01 011010 58.250 58.250 57.100 57.250 -1.125 4,545 6,854 -1,865
Dec01 011010 53.000 53.600 51.600 51.700 -1.900 6,364 23,670 -1,462
Feb02 011010 53.900 54.100 52.600 53.225 -1.150 864 5,693 -9
Apr02 011010 54.850 55.100 53.775 53.800 -1.425 327 2,651 +52
Jun02 011010 62.300 62.350 61.700 61.950 -0.450 111 604 +13
Jul02 011010 60.300 60.300 59.750 59.750 -0.650 0 215 +0
Aug02 011010 59.125 59.125 58.900 58.900 -0.700 6 122 +0
Oct02 011010 53.300 53.300 53.275 53.275 -0.050 1 153 +1
Total Volume and Open Interest 12,243 40,512 -3,266
Pork Bellies(CME)
Feb02 011010 71.000 74.175 70.825 72.250 +0.475 503 2,131 +6
Mar02 011010 70.150 73.800 70.050 71.000 -0.025 34 123 +15
May02 011010 72.600 75.000 72.600 74.200 -0.800 5 60 +4
Jul02 011010 72.300 72.300 72.300 72.300 -1.700 1 19 +1
Aug02 011010 73.300 73.300 73.300 73.300 -0.700 0 3 +0
Total Volume and Open Interest 543 2,336 +26
Cocoa(NYBOT)
Dec01 011010 1035 1045 1027 1042 -13 4,096 27,158 +397
Mar02 011010 1030 1046 1028 1045 -12 1,633 23,614 -229
May02 011010 1035 1051 1035 1051 -12 165 9,580 +4
Jul02 011010 1048 1057 1048 1057 -10 121 6,266 +2
Sep02 011010 1055 1062 1055 1062 -11 52 6,277 +52
Dec02 011010 1074 1074 1074 1074 -11 113 11,729 +77
Mar03 011010 1087 1087 1087 1087 -11 0 8,811 +0
Total Volume and Open Interest 6,360 96,872 +443
Coffee "C"(NYBOT)
Dec01 011010 45.35 45.65 45.15 45.35 unch 3,533 34,522 -174
Mar02 011010 47.80 48.20 47.80 48.00 -0.05 1,926 11,939 -353
May02 011010 49.25 49.85 49.25 49.50 -0.05 246 4,043 -11
Jul02 011010 50.60 51.20 50.60 50.95 +0.15 130 2,919 +67
Sep02 011010 51.70 52.40 51.70 52.05 +0.25 41 1,745 +16
Dec02 011010 54.00 54.25 53.85 53.85 +0.15 35 1,815 +18
Total Volume and Open Interest 5,911 57,002 -437
Orange Juice(NYBOT)
Nov01 011010 80.45 80.45 79.85 80.15 -0.05 524 11,950 -55
Jan02 011010 82.50 82.60 82.15 82.25 unch 498 2,904 -34
Mar02 011010 85.20 85.20 84.85 85.15 -0.05 50 1,983 +7
May02 011010 87.25 87.25 87.25 87.25 -0.10 0 783 +0
Jul02 011010 89.55 89.55 89.55 89.55 -0.20 0 90 +0
Total Volume and Open Interest 1,072 17,860 -82
Sugar #11(NYBOT)
Mar02 011010 6.20 6.30 6.11 6.27 +0.12 10,045 95,451 +95
May02 011010 6.03 6.12 6.01 6.12 +0.09 1,166 14,184 +393
Jul02 011010 5.92 5.98 5.88 5.97 +0.05 1,037 18,558 -18
Oct02 011010 6.14 6.18 6.12 6.17 +0.02 687 9,478 +170
Mar03 011010 6.40 6.40 6.37 6.40 unch 181 3,589 +31
Total Volume and Open Interest 13,435 143,287 +731
London Cocoa(LCE)
Dec01 011010 755 771 748 769 +14 1,572 36,261 -485
Mar02 011010 771 791 770 789 +14 1,266 58,264 +79
May02 011010 788 804 786 802 +14 290 27,855 -12
Jul02 011010 799 810 795 810 +15 55 18,490 -8
Sep02 011010 800 816 800 816 +15 79 9,852 -20
Dec02 011010 816 820 816 820 +13 77 3,662 +39
Mar03 011010 813 828 813 828 +13 62 2,511 +12
Total Volume and Open Interest 3,481 157,406 -355
London Coffee(LCE)
Nov01 011010 359.00 359.00 345.00 356.00 -4.00 3,210 23,487 +32
Jan02 011010 369.00 370.00 356.00 366.00 -7.00 3,634 32,717 +111
Mar02 011010 386.00 386.00 373.00 383.00 -7.00 2,538 17,909 +117
May02 011010 404.00 404.00 389.00 399.00 -7.00 952 15,196 +651
Jul02 011010 419.00 419.00 403.00 414.00 -8.00 1,393 8,270 +466
Sep02 011010 430.00 430.00 415.00 427.00 -8.00 683 5,144 +544
Total Volume and Open Interest 12,416 104,229 +1,925
London Sugar(LCE)
Oct01 010914 220.00 231.50 219.60 230.00 +9.80 3,557 4,459 -1,314
Dec01 011010 206.00 206.50 204.70 206.30 +1.10 1,938 17,545 -116
Mar02 011010 204.00 204.00 200.10 202.50 +2.20 2,371 13,656 +45
May02 011010 197.50 198.40 197.00 198.40 +1.10 885 6,405 +394
Aug02 011010 193.50 193.50 191.20 192.80 +0.50 443 5,047 +84
Total Volume and Open Interest 5,734 45,403 +466
Cotton(NYBOT)
Dec01 011010 32.04 32.35 31.90 32.32 +0.67 5,935 34,701 -661
Mar02 011010 33.90 33.99 33.70 33.88 +0.46 2,071 10,244 -165
May02 011010 35.00 35.10 34.90 34.90 +0.38 467 5,673 +32
Jul02 011010 36.05 36.15 36.00 36.00 +0.35 322 4,579 -30
Oct02 011010 37.85 37.85 37.85 37.85 +0.30 6 161 -1
Dec02 011010 38.55 38.80 38.50 38.50 +0.25 171 3,580 +32
Total Volume and Open Interest 8,984 59,537 -791
Lumber(CME)
Nov01 011010 228.7 235.0 228.7 230.8 -0.8 319 1,427 -21
Jan02 011010 247.0 250.0 246.2 250.0 +2.0 127 498 +19
Mar02 011010 261.6 263.8 261.6 263.8 +2.2 10 64 -4
May02 011010 270.0 270.0 266.1 266.1 +2.1 0 15 +0
Total Volume and Open Interest 456 2,004 -6
Crude Oil(NYM)
Nov01 011010 22.75 22.92 22.45 22.53 +0.05 46,246 99,689 -7,075
Dec01 011010 23.20 23.30 22.92 22.96 +0.07 31,452 89,057 +5,031
Jan02 011010 23.35 23.35 23.07 23.10 +0.06 15,491 41,838 +750
Feb02 011010 23.32 23.50 23.22 23.22 +0.03 8,059 19,604 +785
Mar02 011010 23.50 23.50 23.28 23.28 +0.02 5,368 17,141 +740
Apr02 011010 23.40 23.50 23.30 23.30 +0.02 1,250 15,084 +529
May02 011010 23.30 23.30 23.26 23.26 +0.01 434 10,311 -73
Jun02 011010 23.40 23.40 23.20 23.20 unch 2,351 28,177 +2
Jul02 011010 23.15 23.15 23.13 23.13 unch 0 9,309 +0
Aug02 011010 23.05 23.05 23.05 23.05 unch 2 11,662 +0
Total Volume and Open Interest 117,063 446,066 +1,026
Heating Oil(NYM)
Nov01 011010 65.15 65.15 64.35 64.63 -0.05 13,654 37,086 -2,132
Dec01 011010 65.90 65.95 65.35 65.57 -0.10 7,387 35,740 +1,751
Jan02 011010 66.50 66.60 66.00 66.17 -0.10 3,073 23,075 +744
Feb02 011010 66.30 66.30 65.90 65.92 -0.05 1,260 14,193 +116
Mar02 011010 64.90 65.15 64.80 64.82 unch 1,872 15,395 -68
Apr02 011010 63.90 64.15 63.62 63.62 unch 1,934 7,404 +366
May02 011010 62.80 63.00 62.42 62.42 unch 423 4,064 +96
Jun02 011010 62.50 62.50 62.07 62.07 unch 788 7,311 -171
Jul02 011010 62.75 62.75 62.37 62.37 +0.05 116 2,019 +88
Aug02 011010 63.25 63.50 62.92 62.92 +0.10 94 2,159 +51
Total Volume and Open Interest 31,385 155,156 +1,143
Unleaded Gas(NYM)
Nov01 011010 61.80 61.90 60.70 61.37 unch 12,937 28,947 -993
Dec01 011010 62.20 62.20 61.20 61.94 +0.15 6,469 17,988 +511
Jan02 011010 63.10 63.10 62.60 62.80 +0.21 908 10,522 +200
Feb02 011010 63.50 63.75 63.50 63.75 +0.21 302 5,255 -48
Mar02 011010 64.85 64.85 64.85 64.85 +0.26 984 7,406 -57
Apr02 011010 70.90 71.20 70.90 71.20 +0.26 1,108 9,124 +341
May02 011010 71.50 71.70 71.50 71.70 +0.26 1,003 7,253 -180
Jun02 011010 71.25 71.70 71.25 71.50 +0.31 362 4,819 +266
Total Volume and Open Interest 24,508 97,155 +365
Natural Gas(NYM)
Nov01 011010 2.390 2.540 2.330 2.480 +0.092 30,071 56,771 -3,139
Dec01 011010 2.750 2.860 2.680 2.802 +0.061 9,764 41,247 +1,055
Jan02 011010 2.944 3.030 2.888 2.992 +0.052 5,299 47,283 -218
Feb02 011010 2.950 3.020 2.880 2.982 +0.046 2,358 27,525 -899
Mar02 011010 2.886 2.950 2.835 2.927 +0.041 860 28,600 -74
Apr02 011010 2.790 2.850 2.750 2.822 +0.032 993 34,773 -485
May02 011010 2.815 2.875 2.775 2.846 +0.031 526 19,092 -114
Jun02 011010 2.859 2.919 2.825 2.890 +0.031 488 14,455 +116
Total Volume and Open Interest 52,970 480,189 -3,746
Brent Crude Oil(IPE)
Nov01 011010 21.80 22.45 21.77 22.01 +0.13 19,605 35,480 -5,158
Dec01 011010 22.00 22.53 21.95 22.16 +0.07 27,875 63,024 -1,930
Jan02 011010 22.18 22.64 22.12 22.36 +0.07 12,761 29,709 +1,742
Feb02 011010 22.26 22.60 22.20 22.38 +0.04 4,199 14,578 +484
Mar02 011010 22.22 22.55 22.22 22.33 +0.04 1,225 9,393 -323
Apr02 011010 22.18 22.40 22.17 22.26 +0.03 1,295 7,460 -510
May02 011010 22.20 22.20 22.20 22.20 +0.03 1,484 5,317 +50
Jun02 011010 22.17 22.33 22.13 22.13 +0.02 3,110 16,896 -800
Total Volume and Open Interest 72,956 214,029 -6,694
Gas Oil(IPE)
Oct01 011010 204.00 206.00 202.25 205.75 +2.25 15,924 11,025 -3,812
Nov01 011010 202.00 202.75 199.00 201.25 +0.75 12,777 38,232 +1,241
Dec01 011010 200.25 202.00 198.50 201.00 +0.25 4,672 30,066 +146
Jan02 011010 199.50 201.00 198.00 200.25 +0.50 1,255 15,124 +551
Feb02 011010 198.75 198.75 198.50 198.75 +0.50 20 7,656 +0
Mar02 011010 197.75 197.75 196.75 196.75 +0.25 34 5,260 -4
Apr02 011010 194.50 194.50 194.50 194.50 unch 59 2,950 +25
May02 011010 193.50 193.50 193.50 193.50 unch 200 1,544 +200
Total Volume and Open Interest 35,296 124,853 -1,488
US Dollar Index(NYBOT)
Dec01 011010 113.73 114.14 113.64 114.10 +0.32 1,609 5,380 -554
Mar02 011010 114.55 114.60 114.55 114.60 +0.32 2 2,019 +1
Jun02 011010 115.10 115.10 115.10 115.10 +0.32 0 2 +0
Total Volume and Open Interest 1,611 7,402 -553
Australian Dollar(IMM)
Dec01 011010 50.06 50.13 49.95 50.04 +0.13 2,543 23,537 +23,537
Mar02 011010 49.82 49.82 49.82 49.82 +0.13 1 322 +322
Jun02 011010 49.60 49.60 49.60 49.60 +0.13 0 2 +2
Total Volume and Open Interest 2,544 23,874 +23,874
British Pound(IMM)
Dec01 011010 144.78 145.02 144.28 144.56 -0.78 8,619 40,081 +40,081
Mar02 011010 143.90 143.90 143.82 143.82 -0.80 0 55 +55
Jun02 011010 143.08 143.08 143.08 143.08 -0.82 0 1 +1
Total Volume and Open Interest 8,619 40,137 +40,137
Canadian Dollar(IMM)
Dec01 011010 63.84 63.95 63.63 63.68 -0.13 8,747 68,408 +68,408
Mar02 011010 63.80 63.88 63.55 63.62 -0.13 87 2,754 +2,754
Jun02 011010 63.66 63.66 63.55 63.58 -0.13 11 778 +778
Sep02 011010 63.56 63.56 63.56 63.56 -0.13 0 152 +152
Total Volume and Open Interest 8,850 72,186 +72,186
Japanese Yen(IMM)
Dec01 011010 83.72 83.73 83.35 83.45 -0.08 6,268 71,047 +71,047
Mar02 011010 83.92 83.92 83.92 83.92 -0.08 2 192 +192
Jun02 011010 84.40 84.40 84.40 84.40 -0.08 0 16 +16
Total Volume and Open Interest 5,905    
Deutsche Mark(IMM)
Dec01 011010 46.45 46.45 46.45 46.45 -0.15 11 200 +0
Total Volume and Open Interest 11 200 +0
Swiss Franc(IMM)
Dec01 011010 61.70 61.85 61.35 61.43 -0.18 6,976 48,032 +48,032
Mar02 011010 61.75 61.75 61.41 61.47 -0.18 4 100 +100
Jun02 011010 61.54 61.54 61.54 61.54 -0.18 0 3 +3
Total Volume and Open Interest 6,980 48,135 +48,135
EuroFX(IMM)
Dec01 011010 91.20 91.37 90.84 90.85 -0.29 13,726 112,039 -1,264
Mar02 011010 90.90 90.90 90.60 90.60 -0.30 16 841 +1
Jun02 011010 90.60 90.60 90.42 90.42 -0.29 1 175 -1
Total Volume and Open Interest 13,743 113,099 -1,264
Mexican Peso(IMM)
Dec01 011010 10400.0 10520.0 10400.0 10482.5 +110.5 7,514 10,296 -1,882
Mar02 011010 10190.0 10230.0 10190.0 10227.5 +110.5 96 1,431 +7
Total Volume and Open Interest 7,624 12,851 -1,883
30-Year T-Bonds(CBOT)
Dec01 011010 105~30 106~12 105~18 106~10 +0~12 135,191 541,756 -4,795
Mar02 011010 104~26 105~12 104~20 105~11 +0~12 1,535 26,791 +474
Jun02 011010 104~13 104~13 104~13 104~13 +0~13 60 531 +60
Total Volume and Open Interest 136,786 569,078 -4,261
Municipal Bonds(CBOT)
Dec01 011010 106~27 107~08 106~23 107~06 +0~07 722 9,732 +70
Total Volume and Open Interest 722 9,732 +70
10-Year T-Notes(CBOT)
Dec01 011010 109~005 109~035 108~225 109~025 +0~025 143,417 570,829 +467
Mar02 011010 107~225 108~015 107~215 108~005 +0~020 6,696 10,477 +3,360
Total Volume and Open Interest 150,113 581,306 +3,827
5-Year T-Notes(CBOT)
Dec01 011010 108~045 108~100 108~020 108~090 -0~010 55,909 445,813 -6,183
Mar02 011010 107~080 107~080 107~080 107~080 -0~010 0 228 +0
Total Volume and Open Interest 55,909 446,041 -6,183
2 Year T-Notes(CBOT)
Dec01 011010 105~037 105~038 105~026 105~035 -0~009 3,202 61,955 -1
Total Volume and Open Interest 3,202 61,955 -1
3-Mth T-Bills(IMM)
Dec01 011010 97.99 97.99 97.99 97.99 -0.01 17 1,049 +1,049
Total Volume and Open Interest 17 1,049 +1,049
Eurodollars(IMM)
Dec01 011010 97.705 97.720 97.680 97.715 -0.005 49,058 829,684 +829,684
Mar02 011010 97.605 97.625 97.575 97.620 -0.025 75,471 596,616 +596,616
Jun02 011010 97.285 97.310 97.260 97.290 -0.040 58,690 589,600 +589,600
Sep02 011010 96.880 96.910 96.845 96.875 -0.050 39,832 404,243 +404,243
Dec02 011010 96.370 96.395 96.345 96.375 -0.040 32,042 360,188 +360,188
Mar03 011010 96.010 96.035 95.995 96.020 -0.035 22,228 238,491 +238,491
Jun03 011010 95.650 95.665 95.620 95.655 -0.025 17,190 170,059 +170,059
Sep03 011010 95.330 95.350 95.310 95.345 -0.015 12,725 172,341 +172,341
Dec03 011010 95.015 95.050 95.000 95.050 -0.005 14,115 144,743 +144,743
Mar04 011010 94.890 94.935 94.880 94.930 unch 8,630 146,915 +146,915
Jun04 011010 94.720 94.760 94.715 94.760 +0.005 10,438 115,830 +115,830
Sep04 011010 94.575 94.620 94.570 94.620 +0.010 9,660 92,146 +92,146
Total Volume and Open Interest 386,165 4,538,184 +4,538,184
3-Mth Euro-Yen(IMM)
Dec01 011010 99.90 99.91 99.90 99.91 unch 207 18,074 -72
Mar02 011010 99.89 99.89 99.89 99.89 -0.01 66 8,114 +0
Jun02 011010 99.89 99.90 99.89 99.89 -0.01 34 10,376 -7
Sep02 011010 99.87 99.88 99.87 99.88 unch 30 2,820 +0
Dec02 011010 99.82 99.82 99.82 99.82 -0.01 0 890 +0
Mar03 011010 99.79 99.79 99.79 99.79 unch 6 595 +14
Jun03 011010 99.76 99.76 99.76 99.76 unch 0 98 +0
Sep03 011010 99.70 99.70 99.70 99.70 unch 0 15 +0
Dec03 011010 99.60 99.60 99.60 99.60 unch 0 2 +0
Mar04 011010 99.53 99.53 99.53 99.53 unch 0 220 +0
Total Volume and Open Interest 343 41,204 -65
3-Mth Euro-Yen(SIMEX)
Dec01 011010 99.91 99.91 99.90 99.91 +0.01 1,325 91,312 +260
Mar02 011010 99.89 99.89 99.89 99.89 -0.01 1,662 61,071 +270
Jun02 011010 99.90 99.90 99.90 99.90 0.00 237 60,544 -19
Sep02 011010 99.87 99.87 99.87 99.87 0.00 20 25,480 +0
Dec02 011010 99.82 99.83 99.82 99.83 unch 32 9,905 -6
Mar03 011010 99.79 99.79 99.79 99.79 0.00 0 14,011 -1
Jun03 011010 99.76 99.76 99.76 99.76 0.00 2 13,361 +1
Sep03 011010 99.70 99.70 99.70 99.70 unch 0 7,136 +0
Total Volume and Open Interest 3,278 296,120 +505
Euro Notional Bond(MATIF)
Dec01 011010 89.90 90.06 89.79 90.00 +0.12 1,245 27,531 +308
Mar02 011010 90.13 90.13 90.13 90.13 +0.12      
Jun02 011010 89.70 89.70 89.70 89.70 +0.05      
Total Volume and Open Interest 1,245 27,531 +308
3-Month Euribor(MATIF)
Dec01 011010 96.60 96.60 96.60 96.60 unch 0 2,776 +0
Mar02 011010 96.80 96.80 96.80 96.80 unch 0 2,496 +0
Jun02 011010 96.75 96.75 96.75 96.75 -0.05 0 211 +0
Total Volume and Open Interest 0 6,273 +0
German Euro-Bund(EUREX)
Dec01 011010 109.44 109.60 109.32 109.55 +0.10 586,337 760,097 -2,010
Mar02 011010 109.06 109.25 109.03 109.25 +0.14 1,907 9,382 +653
Jun02 011010 108.60 108.60 108.60 108.60 +0.10 829 499 +0
Total Volume and Open Interest 589,073 769,978 -1,357
German Euro-Bobl(EUREX)
Dec01 011010 108.46 108.55 108.36 108.46 unch 404,468 557,925 +3,313
Mar02 011010 107.97 107.97 107.89 107.92 -0.03 2,048 5,449 +1,013
Jun02 011010 107.84 107.84 107.84 107.84 +0.02 920 814 +0
Total Volume and Open Interest 407,436 564,188 +4,326
Long Gilt(LIFFE)
Dec01 011010 115~18 115~19 115~08 115~14 -0~02 29,685 67,762 -2,494
Mar02 011010 115~02 115~02 115~02 115~02 -0~02      
Total Volume and Open Interest 29,685 67,762 -2,494
3-Mth Short Sterling(LIFFE)
Dec01 011010 95.65 95.66 95.59 95.64 -0.01 36,282 0 +0
Mar02 011010 95.60 95.63 95.55 95.59 -0.02 58,584 0 +0
Jun02 011010 95.37 95.42 95.31 95.37 -0.03 34,502 0 +0
Total Volume and Open Interest 184,280    
3-Mth Euribor(LIFFE)
Dec01 011010 96.600 96.620 96.580 96.610 unch 126,063 475,060 -334
Mar02 011010 96.785 96.805 96.765 96.785 -0.010 95,270 374,228 +2,702
Jun02 011010 96.770 96.795 96.745 96.770 -0.010 58,621 287,949 +7,462
Total Volume and Open Interest 369,959 1,879,104 +10,025
3-Mth Aus T-Bills(SFE)
Dec01 011010 95.82 95.85 95.80 95.83 -0.03 7,361 192,161 -4,417
Mar02 011010 95.91 95.94 95.91 95.93 -0.03 5,407 87,172 -754
Jun02 011010 95.81 95.84 95.81 95.83 -0.03 1,617 35,078 +605
Sep02 011010 95.61 95.62 95.59 95.62 -0.01 1,270 20,547 -161
Dec02 011010 95.35 95.36 95.34 95.36 -0.02 85 13,133 -7
Mar03 011010 95.15 95.17 95.15 95.17 -0.02 144 9,186 +50
Jun03 011010 94.99 95.01 94.99 95.01 -0.02 35 6,469 +25
Sep03 011010 94.89 94.89 94.89 94.89 -0.02 45 4,934 -15
Dec03 011010 94.79 94.79 94.79 94.79 -0.04 0 2,400 +0
Mar04 011010 94.71 94.71 94.71 94.71 -0.04 0 1,845 +0
Total Volume and Open Interest 15,965 375,660 -4,673
10-Year Aus T-Bonds(SFE)
Dec01 011010 94.57 94.57 94.51 94.53 -0.08 3,489 136,205 -524
Mar02 011010 94.57 94.57 94.57 94.57 -0.05      
Total Volume and Open Interest 11,176 136,729 -1,243
3-Year Aus T-Bonds(SFE)
Dec01 011010 95.50 95.54 95.49 95.53 -0.03 33,333 256,455 +10,718
Mar02 011010 95.38 95.38 95.38 95.38 -0.18      
Total Volume and Open Interest 33,333 256,455 +10,718
Gold(CMX)
Oct01 011010 286.8 287.0 284.0 285.7 -3.2 17 110 -46
Dec01 011010 289.1 289.8 285.1 286.7 -3.0 25,540 97,642 -3,875
Feb02 011010 290.0 290.2 286.0 287.1 -3.0 585 12,662 -58
Apr02 011010 290.0 290.5 286.1 287.5 -3.0 48 3,915 +9
Jun02 011010 291.1 291.7 287.0 288.1 -3.0 218 5,561 +17
Aug02 011010 288.6 288.6 288.6 288.6 -3.0 0 2,645 +0
Total Volume and Open Interest 26,472 134,663 -3,984
Silver(CMX)
Dec01 011010 450.0 452.0 442.5 444.0 -11.0 11,363 48,269 -570
Mar02 011010 452.5 455.0 445.0 446.4 -10.9 239 13,576 -26
May02 011010 456.0 457.0 447.0 447.9 -10.9 12 963 +6
Jul02 011010 459.5 459.5 449.2 449.2 -10.9 8 1,408 +6
Sep02 011010 450.3 450.3 450.3 450.3 -10.9 0 1,301 +0
Total Volume and Open Interest 11,640 71,215 -587
Platinum(NYM)
Oct01 011010 425.0 431.0 424.0 431.0 +5.3 12 83 -5
Jan02 011010 415.0 417.0 411.5 416.0 +0.3 387 5,052 -4
Apr02 011010 412.0 412.0 412.0 412.0 +0.3 1 1  
Jul02 011010 411.0 411.0 411.0 411.0 +0.3 0 5 +0
Total Volume and Open Interest 400 5,164 -8
Palladium(NYME)
Dec01 011010 340.00 347.00 339.00 345.00 +3.00 35 1,236 +7
Mar02 011010 347.00 347.00 347.00 347.00 +3.00 0 35 +0
Total Volume and Open Interest 35 1,271 +7
Copper(CMX)
Dec01 011010 64.00 64.20 63.65 64.00 -0.15 4,225 50,298 -721
Mar02 011010 64.80 65.00 64.55 64.80 -0.15 1,349 8,876 +294
May02 011010 65.30 65.40 65.15 65.30 -0.15 519 4,064 +447
Jul02 011010 65.90 65.90 65.70 65.80 -0.15 16 2,543 +4
Sep02 011010 66.35 66.50 66.30 66.30 -0.15 17 2,737 +6
Total Volume and Open Interest 7,162 84,437 +97
DJIA Index(CBOT)
Dec01 011010 9050 9268 9005 9255 +202 13,331 30,423 -176
Mar02 011010 9135 9280 9135 9260 +202 6 661 -2
Jun02 011010 9277 9277 9277 9277 +202 0 65 +0
Total Volume and Open Interest 13,337 31,156 -178
S & P 500(CME)
Dec01 011010 1057.00 1085.00 1055.00 1083.20 +23.70 61,354 512,594 -1,387
Mar02 011010 1057.00 1086.00 1057.00 1085.20 +23.80 85 10,441 -24
Jun02 011010 1089.10 1089.10 1089.10 1089.10 +24.00 51 884 -10
Sep02 011010 1094.10 1094.10 1094.10 1094.10 +24.50 0 236 +0
Total Volume and Open Interest 61,490 524,436 -1,421
S & P 500 E-Mini(Globex)
Dec01 011010 1060.00 1085.25 1054.75 1083.25 +23.75 208,269 117,507 -2,930
Mar02 011010 1081.00 1085.25 1081.00 1085.25 +23.75 10 17 +10
Total Volume and Open Interest 208,279 117,524 -2,920
NASDAQ 100(CME)
Dec01 011010 1247.00 1314.00 1240.00 1313.00 +58.50 17,929 49,775 +1,420
Mar02 011010 1320.00 1320.00 1320.00 1320.00 +58.50 0 6 +0
Jun02 011010 1327.00 1327.00 1327.00 1327.00 +58.50      
Total Volume and Open Interest 17,929 49,781 +1,420
NASDAQ 100 E-Mini(GLOBEX)
Dec01 011010 1256.0 1313.5 1240.0 1313.0 +58.5 137,249 61,798 +1,516
Mar02 011010 1320.0 1320.0 1320.0 1320.0 +58.5      
Total Volume and Open Interest 137,249 61,798 +1,516
NYSE Composite(NYBOT)
Dec01 011010 549.50 562.00 549.50 561.90 +11.90 288 5,304 +73
Mar02 011010 562.50 562.90 562.50 562.90 +11.90 0 700 +0
Jun02 011010 563.90 563.90 563.90 563.90 +11.90 0 300 +0
Total Volume and Open Interest 288 6,304 +73
S & P Midcap 400(CME)
Dec01 011010 436.75 451.00 436.75 450.25 +12.00 761 14,790 -83
Mar02 011010 453.10 453.10 453.10 453.10 +12.00      
Jun02 011010 457.10 457.10 457.10 457.10 +12.00      
Total Volume and Open Interest 761 14,790 -83
Russell 2000(CME)
Dec01 011010 409.50 423.00 409.25 422.00 +13.10 1,637 20,516 -77
Mar02 011010 424.15 424.15 424.15 424.15 +13.10      
Jun02 011010 428.15 428.15 428.15 428.15 +13.10      
Total Volume and Open Interest 1,637 20,516 -77
Value Line(KCBT)
Dec01 011010 1046.00 1071.50 1046.00 1071.50 +39.00 34 61 -33
Total Volume and Open Interest 34 61 -33
Nikkei 225(CME)
Dec01 011010 9950 10170 9910 10170 +245 929 13,530 +123
Mar02 011010 10195 10195 10195 10195 +245 0 20 +0
Total Volume and Open Interest 929 13,573 +123