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MRCI's End of Day Prices
Daily Futures Price Listing Thu October 11, 2001
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Nov01 011011 448.50 450.00 447.25 447.75 -0.50 30,412 88,804 -248
Jan02 011011 455.75 457.50 454.00 454.50 -1.25 8,408 34,474 +1,916
Mar02 011011 460.50 463.00 458.50 458.75 -2.50 3,761 25,535 -41
May02 011011 465.00 466.50 463.00 463.50 -1.75 4,123 21,513 -1,534
Jul02 011011 468.50 470.50 465.50 466.00 -2.50 1,888 15,954 -8
Aug02 011011 469.00 469.00 466.50 466.50 -1.50 11 536 +2
Sep02 011011 467.00 467.00 466.00 466.00 +1.00 0 10 +0
Total Volume and Open Interest 49,150 191,132 +475
Soybean Meal(CBOT)
Oct01 011011 165.50 166.70 164.70 165.00 unch 3,818 2,516 -930
Dec01 011011 164.00 165.20 163.90 164.10 +0.30 13,917 51,655 +82
Jan02 011011 162.50 163.80 162.50 162.70 +0.40 4,813 18,303 +285
Mar02 011011 160.30 161.10 159.80 159.90 -0.10 1,895 13,195 -214
May02 011011 157.50 158.50 157.20 157.30 -0.20 2,125 14,203 +333
Jul02 011011 157.30 158.00 156.80 156.90 -0.10 1,635 10,018 -352
Aug02 011011 156.50 156.50 155.50 155.50 unch 351 2,570 -118
Sep02 011011 155.20 155.80 154.60 154.60 unch 258 1,879 +71
Total Volume and Open Interest 29,324 116,272 -551
Soybean Oil(CBOT)
Oct01 011011 15.28 15.28 15.20 15.23 -0.09 1,277 1,258 -815
Dec01 011011 15.43 15.46 15.38 15.43 -0.06 13,214 69,519 -2,538
Jan02 011011 15.66 15.67 15.59 15.63 -0.06 2,295 24,815 +108
Mar02 011011 15.94 15.95 15.88 15.92 -0.06 1,104 22,380 +8
May02 011011 16.23 16.23 16.13 16.17 -0.08 2,081 20,345 +183
Jul02 011011 16.47 16.50 16.40 16.43 -0.07 1,329 15,005 +710
Aug02 011011 16.57 16.57 16.52 16.52 -0.06 44 2,131 +39
Sep02 011011 16.67 16.68 16.63 16.63 -0.05 44 2,005 +39
Total Volume and Open Interest 21,388 160,820 -2,266
Canola(WCE)
Nov01 011011 331.1 333.4 330.6 332.7 +1.6 5,198 22,535 -1,920
Jan02 011011 332.3 334.5 331.7 334.2 +1.9 5,096 29,639 +1,121
Mar02 011011 333.1 334.5 333.1 334.5 +2.5 202 8,928 +97
May02 011011 334.0 334.0 334.0 334.0 +1.7 5 1,755 -5
Jul02 011011 333.0 334.8 333.0 334.8 +2.7 25 3,120 -10
Total Volume and Open Interest 10,582 69,635 -706
Corn(CBOT)
Nov01 011011 209.50 209.75 208.25 208.25 -1.25 41 2,668 -34
Dec01 011011 214.00 215.00 213.00 213.25 -1.00 30,503 225,783 -2,379
Jan02 011011 219.00 219.00 217.25 217.25 -1.00 2 589 -1
Mar02 011011 226.00 227.00 225.25 225.50 -0.75 6,089 96,414 +713
May02 011011 233.25 234.25 232.50 233.00 -0.25 2,251 32,978 +448
Jul02 011011 239.00 239.50 238.25 238.50 -0.75 1,204 29,201 +219
Total Volume and Open Interest 41,105 408,495 -950
Wheat(CBOT)
Dec01 011011 278.00 282.00 277.50 279.25 +0.25 29,596 82,566 -4,516
Mar02 011011 286.50 289.00 286.00 286.75 unch 8,372 28,541 -824
May02 011011 287.00 289.50 287.00 288.00 +1.50 1,651 5,246 +93
Jul02 011011 286.25 290.00 286.25 288.25 +1.50 2,391 7,219 +581
Sep02 011011 290.00 290.50 290.00 290.50 +0.50 0 144 +0
Total Volume and Open Interest 42,024 124,789 -4,666
Wheat(KCBT)
Dec01 011011 288.00 289.25 288.00 288.75 +1.50 5,372 48,114 -2,216
Mar02 011011 298.00 298.50 297.25 298.00 +1.00 4,124 20,279 +518
May02 011011 302.50 302.75 302.00 302.50 +1.50 1,231 6,145 +48
Jul02 011011 307.25 308.25 307.00 307.00 +0.75 1,499 3,242 +825
Sep02 011011 313.50 313.50 313.50 313.50 unch 242 1,223 +236
Total Volume and Open Interest 12,473 79,235 -584
Wheat(MGE)
Dec01 011011 306.00 309.00 306.00 307.50 +2.00 3,051 21,683 +433
Mar02 011011 315.50 318.50 315.50 316.50 +1.25 1,386 6,553 +469
May02 011011 324.00 325.50 323.00 323.25 +0.25 571 1,324 +155
Jul02 011011 331.00 332.50 330.00 330.00 unch 91 338 +67
Sep02 011011 336.50 336.50 336.50 336.50 unch 103 252 +67
Total Volume and Open Interest 5,202 30,213 +1,191
Oats(CBOT)
Dec01 011011 173.50 185.00 173.50 182.50 +5.25 2,379 5,902 -102
Mar02 011011 164.00 171.00 164.00 169.00 +3.50 1,088 3,800 +326
May02 011011 156.00 164.50 156.00 160.50 +3.00 120 1,013 +24
Jul02 011011 151.00 156.00 151.00 152.00 +1.25 17 679 +8
Total Volume and Open Interest 3,604 11,408 +256
Rough Rice(MCE)
Nov01 011011 4.04 4.07 4.01 4.07 +0.02 113 2,888 +7
Jan02 011011 4.30 4.31 4.24 4.31 +0.02 17 1,274 -31
Mar02 011011 4.50 4.54 4.48 4.54 +0.02 6 879 +5
May02 011011 4.72 4.76 4.72 4.76 +0.02 0 352 +0
Total Volume and Open Interest 136 5,512 -19
Live Cattle(CME)
Oct01 011011 69.050 69.525 68.525 68.550 -0.150 4,015 7,060 -1,949
Dec01 011011 69.475 69.900 68.800 68.875 -0.275 8,493 49,100 +930
Feb02 011011 72.950 73.400 72.550 72.625 -0.125 2,757 27,238 +268
Apr02 011011 75.000 75.350 74.800 74.925 unch 1,236 12,201 -282
Jun02 011011 70.750 71.000 70.600 70.750 +0.075 921 12,487 -324
Aug02 011011 71.150 71.300 70.900 71.000 -0.025 435 2,385 +110
Total Volume and Open Interest 18,057 110,811 -1,154
Feeder Cattle(CME)
Oct01 011011 89.075 89.450 88.900 89.100 +0.125 302 2,703 -48
Nov01 011011 87.850 88.500 87.850 88.075 +0.325 829 5,196 -153
Jan02 011011 87.125 87.600 87.050 87.175 +0.150 233 3,992 +10
Mar02 011011 86.750 86.950 86.525 86.650 +0.250 176 1,739 +92
Apr02 011011 86.750 86.850 86.600 86.700 +0.250 25 725 -15
May02 011011 86.500 86.850 86.500 86.550 +0.150 20 959 +2
Aug02 011011 87.300 87.500 87.300 87.400 +0.125 14 203 +1
Total Volume and Open Interest 1,599 15,527 -111
Lean Hogs(CME)
Oct01 011011 57.250 57.300 56.850 56.875 -0.375 3,654 5,622 -1,232
Dec01 011011 51.700 52.300 51.700 51.925 +0.225 10,499 21,691 -1,979
Feb02 011011 52.850 53.500 52.850 53.275 +0.050 1,255 5,718 +25
Apr02 011011 53.900 54.475 53.900 54.275 +0.475 703 2,761 +110
Jun02 011011 61.750 62.250 61.750 62.250 +0.300 75 618 +14
Jul02 011011 59.750 59.975 59.750 59.975 +0.225 36 208 -7
Aug02 011011 58.850 58.975 58.850 58.975 +0.075 5 125 +3
Oct02 011011 53.250 53.500 53.250 53.500 +0.225 13 162 +9
Total Volume and Open Interest 16,290 37,493 -3,019
Pork Bellies(CME)
Feb02 011011 72.000 73.200 71.150 71.875 -0.375 755 2,148 +17
Mar02 011011 71.500 72.500 71.400 71.400 +0.400 241 174 +51
May02 011011 74.000 74.000 74.000 74.000 -0.200 4 63 +3
Jul02 011011 72.900 72.900 71.900 71.900 -0.400 0 19 +0
Aug02 011011 73.300 73.300 73.300 73.300 unch 0 3 +0
Total Volume and Open Interest 1,000 2,407 +71
Cocoa(NYBOT)
Dec01 011011 1050 1055 1039 1052 +10 2,685 27,124 -34
Mar02 011011 1050 1056 1041 1053 +8 1,612 23,807 +193
May02 011011 1059 1059 1059 1059 +8 302 9,598 +18
Jul02 011011 1065 1065 1065 1065 +8 363 6,285 +19
Sep02 011011 1070 1070 1070 1070 +8 2,270 4,429 -1,848
Dec02 011011 1080 1082 1080 1082 +8 20 11,734 +5
Mar03 011011 1083 1094 1083 1094 +7 20 8,820 +9
Total Volume and Open Interest 9,522 95,234 -1,638
Coffee "C"(NYBOT)
Dec01 011011 45.75 46.20 44.30 44.65 -0.70 2,783 33,932 -590
Mar02 011011 48.90 48.90 47.25 47.35 -0.65 1,132 12,084 +145
May02 011011 50.10 50.50 48.75 48.90 -0.60 440 4,122 +79
Jul02 011011 51.75 51.75 50.35 50.35 -0.60 262 3,071 +152
Sep02 011011 52.50 53.00 51.50 51.50 -0.55 84 1,776 +31
Dec02 011011 55.00 55.00 53.50 53.50 -0.35 33 1,836 +21
Total Volume and Open Interest 4,745 56,851 -151
Orange Juice(NYBOT)
Nov01 011011 80.05 80.80 80.05 80.45 +0.30 502 11,778 -172
Jan02 011011 82.25 82.75 82.25 82.50 +0.25 187 2,983 +79
Mar02 011011 85.20 85.55 85.20 85.40 +0.25 128 2,021 +38
May02 011011 87.50 87.50 87.50 87.50 +0.25 1 783 +0
Jul02 011011 89.80 89.80 89.80 89.80 +0.25 0 90 +0
Total Volume and Open Interest 818 17,805 -55
Sugar #11(NYBOT)
Mar02 011011 6.35 6.48 6.32 6.46 +0.19 12,355 95,378 -73
May02 011011 6.23 6.31 6.19 6.30 +0.18 2,013 14,585 +401
Jul02 011011 6.09 6.13 6.04 6.13 +0.16 4,054 18,919 +361
Oct02 011011 6.26 6.30 6.24 6.30 +0.13 1,509 9,891 +413
Mar03 011011 6.49 6.53 6.48 6.53 +0.13 384 3,740 +151
Total Volume and Open Interest 20,892 144,865 +1,578
London Cocoa(LCE)
Dec01 011011 769 779 765 767 -2 2,110 35,771 -490
Mar02 011011 789 798 785 787 -2 463 58,269 +5
May02 011011 800 807 798 799 -3 121 27,808 -47
Jul02 011011 813 813 807 807 -3 41 18,514 +24
Sep02 011011 816 821 813 813 -3 31 9,879 +27
Dec02 011011 817 817 817 817 -3 5 3,662 +0
Mar03 011011 826 834 825 827 -1 15 2,521 +10
Total Volume and Open Interest 2,786 156,935 -471
London Coffee(LCE)
Nov01 011011 359.00 363.00 357.00 358.00 +2.00 2,631 23,002 -485
Jan02 011011 369.00 373.00 367.00 368.00 +2.00 3,016 32,262 -455
Mar02 011011 385.00 388.00 382.00 383.00 unch 1,968 17,951 +42
May02 011011 403.00 404.00 397.00 398.00 -1.00 942 15,070 -126
Jul02 011011 415.00 418.00 412.00 413.00 -1.00 1,594 8,834 +564
Sep02 011011 429.00 429.00 426.00 426.00 -1.00 461 5,517 +373
Total Volume and Open Interest 10,671 104,201 -28
London Sugar(LCE)
Oct01 010914 220.00 231.50 219.60 230.00 +9.80 3,557 4,459 -1,314
Dec01 011011 207.90 211.90 207.90 211.80 +5.50 2,123 17,098 -447
Mar02 011011 203.90 207.30 203.60 207.30 +4.80 1,126 13,778 +122
May02 011011 199.50 202.80 199.30 202.80 +4.40 313 6,261 -144
Aug02 011011 194.00 196.60 194.00 196.60 +3.80 226 5,216 +169
Total Volume and Open Interest 3,955 45,243 -160
Cotton(NYBOT)
Dec01 011011 32.55 32.80 32.10 32.17 -0.15 3,686 34,098 -603
Mar02 011011 34.20 34.40 33.60 33.72 -0.16 1,107 10,258 +14
May02 011011 35.20 35.45 34.85 34.87 -0.03 190 5,596 -77
Jul02 011011 36.30 36.40 35.90 35.95 -0.05 251 4,530 -49
Oct02 011011 37.90 37.90 37.90 37.90 +0.05 5 163 +2
Dec02 011011 39.00 39.20 38.60 38.60 +0.10 23 3,582 +2
Total Volume and Open Interest 5,267 58,828 -709
Lumber(CME)
Nov01 011011 234.0 237.5 228.0 235.2 +4.4 149 1,405 -22
Jan02 011011 250.9 254.5 248.4 254.5 +4.5 75 520 +22
Mar02 011011 260.1 270.0 259.0 270.0 +6.2 2 64 +0
May02 011011 268.5 270.0 268.5 270.0 +3.9 2 17 +2
Total Volume and Open Interest 228 2,006 +2
Crude Oil(NYM)
Nov01 011011 22.75 23.40 22.57 23.34 +0.81 49,156 95,151 -4,538
Dec01 011011 23.15 23.80 23.00 23.69 +0.73 38,857 94,610 +5,553
Jan02 011011 23.28 23.85 23.14 23.78 +0.68 10,037 42,465 +627
Feb02 011011 23.27 23.92 23.25 23.82 +0.60 3,551 19,720 +116
Mar02 011011 23.40 23.90 23.35 23.82 +0.54 1,312 17,174 +33
Apr02 011011 23.36 23.80 23.36 23.80 +0.50 1,324 15,549 +465
May02 011011 23.58 23.70 23.57 23.70 +0.44 929 10,669 +358
Jun02 011011 23.30 23.65 23.25 23.60 +0.40 2,382 27,264 -913
Jul02 011011 23.51 23.51 23.51 23.51 +0.38 353 9,559 +250
Aug02 011011 23.10 23.41 23.10 23.41 +0.36 459 11,804 +142
Total Volume and Open Interest 112,546 448,228 +2,162
Heating Oil(NYM)
Nov01 011011 64.90 67.40 64.60 66.76 +2.13 11,996 35,371 -1,715
Dec01 011011 65.50 68.00 65.40 67.63 +2.06 6,190 36,813 +1,073
Jan02 011011 66.35 68.60 66.20 68.13 +1.96 2,411 23,208 +133
Feb02 011011 66.00 68.15 66.00 67.78 +1.86 747 14,160 -33
Mar02 011011 65.70 66.90 65.60 66.48 +1.66 205 15,340 -55
Apr02 011011 63.90 65.70 63.90 65.13 +1.51 558 7,339 -65
May02 011011 62.90 64.50 62.90 63.83 +1.41 221 4,080 +16
Jun02 011011 62.60 63.60 62.60 63.43 +1.36 337 7,400 +89
Jul02 011011 63.80 64.00 63.68 63.68 +1.31 30 2,025 +6
Aug02 011011 63.90 64.70 63.90 64.18 +1.26 17 2,174 +15
Total Volume and Open Interest 22,863 154,715 -441
Unleaded Gas(NYM)
Nov01 011011 61.30 63.60 61.00 62.73 +1.36 14,104 28,670 -277
Dec01 011011 61.60 64.15 61.60 63.51 +1.57 5,650 18,007 +19
Jan02 011011 63.00 64.80 63.00 64.26 +1.46 1,079 10,528 +6
Feb02 011011 64.10 65.60 64.00 65.11 +1.36 380 5,358 +103
Mar02 011011 65.85 66.60 65.85 66.16 +1.31 278 7,480 +74
Apr02 011011 72.21 72.21 72.21 72.21 +1.01 750 9,284 +160
May02 011011 71.60 72.71 71.60 72.71 +1.01 475 7,484 +231
Jun02 011011 72.80 72.80 72.46 72.46 +0.96 263 4,998 +179
Total Volume and Open Interest 23,813 97,926 +771
Natural Gas(NYM)
Nov01 011011 2.490 2.570 2.455 2.531 +0.051 34,839 56,748 -23
Dec01 011011 2.800 2.870 2.770 2.833 +0.031 19,590 43,708 +2,461
Jan02 011011 2.995 3.045 2.960 3.010 +0.018 15,179 47,223 -60
Feb02 011011 2.980 3.025 2.955 2.997 +0.015 9,146 29,670 +2,145
Mar02 011011 2.925 2.970 2.900 2.937 +0.010 4,127 30,109 +1,509
Apr02 011011 2.825 2.860 2.795 2.829 +0.007 1,983 34,731 -42
May02 011011 2.850 2.880 2.820 2.854 +0.008 191 19,189 +97
Jun02 011011 2.895 2.915 2.870 2.898 +0.008 91 14,394 -61
Total Volume and Open Interest 98,889 492,382 +12,193
Brent Crude Oil(IPE)
Nov01 011011 22.25 22.70 22.15 22.46 +0.45 20,924 33,854 -1,626
Dec01 011011 22.34 22.85 22.28 22.58 +0.42 27,827 65,052 +2,028
Jan02 011011 22.54 23.00 22.46 22.75 +0.39 8,321 31,160 +1,451
Feb02 011011 22.54 22.98 22.54 22.74 +0.36 2,095 15,221 +643
Mar02 011011 22.50 22.85 22.45 22.67 +0.34 862 9,503 +110
Apr02 011011 22.43 22.73 22.43 22.60 +0.34 259 7,544 +84
May02 011011 22.38 22.50 22.38 22.50 +0.30 0 5,317 +0
Jun02 011011 22.33 22.65 22.32 22.40 +0.27 720 17,196 +300
Total Volume and Open Interest 64,073 216,567 +2,538
Gas Oil(IPE)
Nov01 011011 201.50 206.75 201.00 206.25 +5.00 13,543 39,056 +824
Dec01 011011 200.25 205.00 200.25 205.00 +4.00 4,712 30,629 +563
Jan02 011011 200.75 203.50 199.75 203.50 +3.25 1,978 15,927 +803
Feb02 011011 199.50 202.00 198.50 202.00 +3.25 50 7,626 -30
Mar02 011011 197.50 200.00 197.50 200.00 +3.25 148 5,240 -20
Apr02 011011 197.75 197.75 197.75 197.75 +3.25 0 2,950 +0
May02 011011 196.75 196.75 196.75 196.75 +3.25 100 1,644 +100
Jun02 011011 193.00 196.00 193.00 196.00 +3.00 1,093 10,639 +362
Total Volume and Open Interest 36,172 122,565 -2,288
US Dollar Index(NYBOT)
Dec01 011011 114.50 115.26 114.44 114.85 +0.75 334 5,301 -79
Mar02 011011 115.48 115.60 115.35 115.35 +0.75 11 2,023 +4
Jun02 011011 115.85 115.85 115.85 115.85 +0.75 0 2 +0
Total Volume and Open Interest 345 7,327 -75
Australian Dollar(IMM)
Dec01 011011 49.78 49.95 49.45 49.95 -0.09 554 23,492 -45
Mar02 011011 49.73 49.73 49.73 49.73 -0.09 0 322 +0
Jun02 011011 49.51 49.51 49.51 49.51 -0.09 0 2 +0
Total Volume and Open Interest 554 23,829 -45
British Pound(IMM)
Dec01 011011 144.32 144.32 143.44 143.90 -0.66 8,622 38,467 -1,614
Mar02 011011 143.20 143.20 142.98 143.16 -0.66 1 56 +1
Jun02 011011 142.42 142.42 142.42 142.42 -0.66 0 1 +0
Total Volume and Open Interest 8,623 38,524 -1,613
Canadian Dollar(IMM)
Dec01 011011 63.70 63.88 63.60 63.78 +0.10 5,926 68,320 -88
Mar02 011011 63.65 63.75 63.50 63.71 +0.09 43 2,759 +5
Jun02 011011 63.63 63.66 63.62 63.66 +0.08 21 774 -4
Sep02 011011 63.58 63.64 63.58 63.64 +0.08 0 152 +0
Total Volume and Open Interest 5,995 72,102 -84
Japanese Yen(IMM)
Dec01 011011 83.04 83.05 82.51 82.71 -0.74 9,241 71,568 +521
Mar02 011011 83.25 83.25 83.18 83.18 -0.74 0 192 +0
Jun02 011011 83.66 83.66 83.66 83.66 -0.74 0 16 +0
Total Volume and Open Interest 12,011    
Deutsche Mark(IMM)
Dec01 011011 45.80 46.08 45.80 46.08 -0.37 0 200 +0
Total Volume and Open Interest 0 200 +0
Swiss Franc(IMM)
Dec01 011011 60.95 60.95 60.53 60.82 -0.61 7,269 47,641 -391
Mar02 011011 60.70 60.86 60.70 60.86 -0.61 8 95 -5
Jun02 011011 60.93 60.93 60.93 60.93 -0.61 0 3 +0
Total Volume and Open Interest 7,277 47,739 -396
EuroFX(IMM)
Dec01 011011 90.23 90.23 89.70 90.12 -0.73 14,075 112,577 +538
Mar02 011011 89.90 89.90 89.58 89.87 -0.73 68 855 +14
Jun02 011011 89.50 89.69 89.50 89.69 -0.73 5 180 +5
Total Volume and Open Interest 14,148 113,656 +557
Mexican Peso(IMM)
Dec01 011011 10510.0 10580.0 10505.0 10510.0 +28.0 7,044 10,207 -89
Mar02 011011 10285.0 10300.0 10252.5 10252.5 +25.5 111 1,454 +23
Total Volume and Open Interest 7,175 12,773 -78
30-Year T-Bonds(CBOT)
Dec01 011011 106~06 106~15 105~07 105~15 -0~27 241,852 549,795 +8,039
Mar02 011011 105~09 105~09 104~10 104~16 -0~27 1,978 27,507 +716
Jun02 011011 103~18 103~18 103~18 103~18 -0~27 0 531 +0
Total Volume and Open Interest 243,830 577,833 +8,755
Municipal Bonds(CBOT)
Dec01 011011 107~04 107~04 106~11 106~16 -0~22 357 9,768 +36
Total Volume and Open Interest 357 9,768 +36
10-Year T-Notes(CBOT)
Dec01 011011 109~010 109~030 108~100 108~160 -0~185 202,475 569,093 -1,736
Mar02 011011 107~310 108~000 107~095 107~145 -0~180 225 10,539 +62
Total Volume and Open Interest 202,700 579,632 -1,674
5-Year T-Notes(CBOT)
Dec01 011011 108~085 108~095 107~240 107~270 -0~140 46,331 449,296 +3,483
Mar02 011011 106~260 106~260 106~260 106~260 -0~140 0 228 +0
Total Volume and Open Interest 46,331 449,524 +3,483
2 Year T-Notes(CBOT)
Dec01 011011 105~035 105~035 105~004 105~013 -0~021 4,286 62,425 +470
Total Volume and Open Interest 4,286 62,425 +470
3-Mth T-Bills(IMM)
Dec01 011011 97.96 97.96 97.92 97.92 -0.07 21 1,049 +0
Total Volume and Open Interest 21 1,049 +0
Eurodollars(IMM)
Dec01 011011 97.700 97.705 97.605 97.635 -0.080 76,191 832,181 +2,497
Mar02 011011 97.605 97.605 97.475 97.505 -0.115 109,234 606,868 +10,252
Jun02 011011 97.275 97.275 97.130 97.165 -0.125 86,624 594,371 +4,771
Sep02 011011 96.860 96.870 96.710 96.745 -0.130 74,253 405,923 +1,680
Dec02 011011 96.360 96.365 96.220 96.245 -0.130 44,072 364,721 +4,533
Mar03 011011 96.010 96.015 95.880 95.900 -0.120 25,029 238,634 +143
Jun03 011011 95.640 95.650 95.520 95.535 -0.120 23,673 172,575 +2,516
Sep03 011011 95.345 95.350 95.220 95.230 -0.115 16,531 172,948 +607
Dec03 011011 95.045 95.055 94.915 94.935 -0.115 11,301 145,603 +860
Mar04 011011 94.925 94.935 94.805 94.810 -0.120 11,039 147,556 +641
Jun04 011011 94.765 94.765 94.635 94.645 -0.115 9,953 115,767 -63
Sep04 011011 94.605 94.605 94.490 94.505 -0.115 9,151 93,026 +880
Total Volume and Open Interest 562,515 4,577,951 +39,767
3-Mth Euro-Yen(IMM)
Dec01 011011 99.91 99.91 99.90 99.91 unch 92 18,134 +60
Mar02 011011 99.90 99.90 99.89 99.89 unch 21 8,176 +62
Jun02 011011 99.90 99.90 99.90 99.90 unch 171 10,432 +56
Sep02 011011 99.88 99.88 99.87 99.88 unch 7 2,794 -26
Dec02 011011 99.83 99.83 99.83 99.83 unch 0 890 +0
Mar03 011011 99.79 99.79 99.79 99.79 unch 0 595 +0
Jun03 011011 99.77 99.77 99.77 99.77 +0.01 0 98 +0
Sep03 011011 99.71 99.71 99.71 99.71 +0.01 0 15 +0
Dec03 011011 99.60 99.60 99.60 99.60 unch 0 2 +0
Mar04 011011 99.53 99.53 99.53 99.53 unch 0 220 +0
Total Volume and Open Interest 291 41,356 +152
3-Mth Euro-Yen(SIMEX)
Dec01 011011 99.91 99.91 99.90 99.90 -0.01 482 91,416 +104
Mar02 011011 99.89 99.90 99.89 99.89 0.00 1,009 61,176 +105
Jun02 011011 99.89 99.90 99.89 99.90 unch 1,538 60,908 +364
Sep02 011011 99.87 99.88 99.87 99.88 +0.01 0 25,480 +0
Dec02 011011 99.82 99.83 99.82 99.83 unch 79 9,934 +29
Mar03 011011 99.79 99.80 99.79 99.80 +0.01 0 14,011 +0
Jun03 011011 99.76 99.78 99.76 99.78 +0.01 1,009 13,861 +500
Sep03 011011 99.70 99.71 99.70 99.71 +0.01 10 7,136 +0
Total Volume and Open Interest 4,127 297,222 +1,102
Euro Notional Bond(MATIF)
Dec01 011011 90.15 90.20 89.49 89.72 -0.28 770 26,817 -714
Mar02 011011 89.82 89.82 89.82 89.82 -0.31      
Jun02 011011 89.92 89.92 89.92 89.92 +0.22      
Total Volume and Open Interest 770 26,817 -714
3-Month Euribor(MATIF)
Dec01 011011 96.55 96.55 96.55 96.55 -0.05 0 2,776 +0
Mar02 011011 96.70 96.70 96.70 96.70 -0.10 0 2,496 +0
Jun02 011011 96.70 96.70 96.70 96.70 -0.05 0 211 +0
Total Volume and Open Interest 0 6,273 +0
German Euro-Bund(EUREX)
Dec01 011011 109.55 109.74 109.12 109.31 -0.24 583,204 761,039 +942
Mar02 011011 109.16 109.38 108.98 109.06 -0.19 2,042 9,278 -104
Jun02 011011 108.36 108.36 108.36 108.36 -0.24 1,118 469 -30
Total Volume and Open Interest 586,364 770,786 +808
German Euro-Bobl(EUREX)
Dec01 011011 108.46 108.53 108.12 108.23 -0.23 349,932 562,729 +4,804
Mar02 011011 107.97 107.97 107.68 107.72 -0.20 1,337 5,628 +179
Jun02 011011 107.61 107.61 107.61 107.61 -0.23 1,896 814 +0
Total Volume and Open Interest 353,165 569,171 +4,983
Long Gilt(LIFFE)
Dec01 011011 115~14 115~20 114~24 114~31 -0~16 20,402 67,355 -407
Mar02 011011 114~18 114~18 114~18 114~18 -0~16      
Total Volume and Open Interest 20,402 67,355 -407
3-Mth Short Sterling(LIFFE)
Dec01 011011 95.64 95.67 95.59 95.63 -0.01 53,249 0 +0
Mar02 011011 95.58 95.62 95.52 95.55 -0.04 75,085 0 +0
Jun02 011011 95.37 95.39 95.28 95.32 -0.05 43,748 0 +0
Total Volume and Open Interest 232,676    
3-Mth Euribor(LIFFE)
Dec01 011011 96.600 96.615 96.525 96.550 -0.060 65,947 473,876 -1,184
Mar02 011011 96.780 96.785 96.675 96.705 -0.080 57,374 369,501 -4,727
Jun02 011011 96.770 96.770 96.650 96.675 -0.095 35,789 286,425 -1,524
Total Volume and Open Interest 239,890 1,876,977 -2,127
3-Mth Aus T-Bills(SFE)
Dec01 011011 95.82 95.85 95.79 95.81 -0.02 10,670 189,082 -3,079
Mar02 011011 95.89 95.93 95.86 95.88 -0.05 7,189 89,197 +2,025
Jun02 011011 95.80 95.82 95.76 95.77 -0.06 1,619 34,675 -403
Sep02 011011 95.59 95.60 95.55 95.56 -0.06 496 20,221 -326
Dec02 011011 95.36 95.36 95.31 95.31 -0.05 168 13,281 +148
Mar03 011011 95.14 95.14 95.11 95.12 -0.05 173 9,284 +98
Jun03 011011 94.97 94.97 94.97 94.97 -0.04 150 6,469 +0
Sep03 011011 94.83 94.84 94.83 94.84 -0.05 0 4,934 +0
Dec03 011011 94.73 94.73 94.73 94.73 -0.06 0 2,400 +0
Mar04 011011 94.65 94.65 94.64 94.64 -0.07 0 1,845 +0
Total Volume and Open Interest 20,505 374,133 -1,527
10-Year Aus T-Bonds(SFE)
Dec01 011011 94.54 94.56 94.46 94.46 -0.10 4,331 139,422 +3,217
Mar02 011011 94.54 94.54 94.54 94.54 -0.03      
Total Volume and Open Interest 10,109 136,205 -524
3-Year Aus T-Bonds(SFE)
Dec01 011011 95.49 95.54 95.44 95.46 -0.07 32,214 268,814 +12,359
Mar02 011011 95.31 95.31 95.31 95.31 -0.07      
Total Volume and Open Interest 32,214 268,814 +12,359
Gold(CMX)
Oct01 011011 283.5 283.5 280.5 281.8 -3.9 71 111 +1
Dec01 011011 283.5 283.8 281.3 282.6 -4.1 32,111 94,407 -3,235
Feb02 011011 283.3 284.6 282.1 283.0 -4.1 275 12,663 +1
Apr02 011011 283.8 284.5 282.5 283.5 -4.0 95 3,913 -2
Jun02 011011 286.0 286.0 283.0 284.1 -4.0 33 5,570 +9
Aug02 011011 284.7 284.7 284.7 284.7 -3.9 0 2,645 +0
Total Volume and Open Interest 33,220 131,748 -2,915
Silver(CMX)
Dec01 011011 442.5 444.0 439.5 442.5 -1.5 13,041 47,295 -974
Mar02 011011 446.0 446.5 442.5 445.1 -1.3 1,428 14,480 +904
May02 011011 445.0 447.0 445.0 446.6 -1.3 44 972 +9
Jul02 011011 445.5 447.9 444.0 447.9 -1.3 21 1,420 +12
Sep02 011011 449.1 449.1 449.1 449.1 -1.2 0 1,301 +0
Total Volume and Open Interest 14,580 71,176 -39
Platinum(NYM)
Oct01 011011 440.0 446.0 440.0 445.6 +14.6 22 75 -8
Jan02 011011 423.0 432.0 420.0 430.6 +14.6 280 5,081 +29
Apr02 011011 426.6 426.6 426.6 426.6 +14.6 0 1 +0
Jul02 011011 425.6 425.6 425.6 425.6 +14.6 0 5 +0
Total Volume and Open Interest 302 5,185 +21
Palladium(NYME)
Dec01 011011 347.00 355.00 347.00 352.00 +7.00 25 1,239 +3
Mar02 011011 354.00 354.00 354.00 354.00 +7.00 0 35 +0
Total Volume and Open Interest 25 1,274 +3
Copper(CMX)
Dec01 011011 63.95 64.40 63.90 64.15 +0.15 3,923 50,149 -149
Mar02 011011 65.00 65.05 64.90 64.90 +0.10 101 8,918 +42
May02 011011 65.70 65.70 65.40 65.40 +0.10 31 4,055 -9
Jul02 011011 66.25 66.25 65.90 65.90 +0.10 9 2,548 +5
Sep02 011011 66.80 66.80 66.40 66.40 +0.10 8 2,741 +4
Total Volume and Open Interest 5,149 84,613 +176
DJIA Index(CBOT)
Dec01 011011 9270 9455 9270 9420 +165 24,615 31,534 +1,111
Mar02 011011 9365 9435 9365 9426 +166 34 662 +1
Jun02 011011 9443 9443 9443 9443 +166 0 65 +0
Total Volume and Open Interest 24,649 32,268 +1,112
S & P 500(CME)
Dec01 011011 1089.50 1102.50 1089.00 1099.80 +16.60 74,947 516,421 +3,827
Mar02 011011 1103.00 1103.00 1094.00 1102.20 +17.00 46 10,188 -253
Jun02 011011 1106.30 1106.30 1106.30 1106.30 +17.20 10 884 +0
Sep02 011011 1110.70 1110.70 1110.70 1110.70 +16.60 0 236 +0
Total Volume and Open Interest 75,003 528,010 +3,574
S & P 500 E-Mini(Globex)
Dec01 011011 1083.75 1102.75 1079.50 1099.75 +16.50 240,136 124,452 +6,945
Mar02 011011 1102.25 1102.25 1102.25 1102.25 +17.00 1 17 +0
Total Volume and Open Interest 240,137 124,469 +6,945
NASDAQ 100(CME)
Dec01 011011 1337.00 1402.00 1336.00 1397.00 +84.00 21,677 50,663 +888
Mar02 011011 1365.00 1404.00 1365.00 1404.00 +84.00 0 6 +0
Jun02 011011 1380.00 1411.00 1380.00 1411.00 +84.00      
Total Volume and Open Interest 21,677 50,669 +888
NASDAQ 100 E-Mini(GLOBEX)
Dec01 011011 1314.0 1406.0 1305.0 1397.0 +84.0 169,056 64,773 +2,975
Mar02 011011 1404.0 1404.0 1404.0 1404.0 +84.0      
Total Volume and Open Interest 169,056 64,773 +2,975
NYSE Composite(NYBOT)
Dec01 011011 564.30 568.20 564.30 567.90 +6.00 942 5,220 -84
Mar02 011011 568.50 568.90 568.50 568.90 +6.00 10 690 -10
Jun02 011011 569.90 569.90 569.90 569.90 +6.00 0 300 +0
Total Volume and Open Interest 952 6,210 -94
S & P Midcap 400(CME)
Dec01 011011 454.00 463.00 454.00 460.50 +10.25 1,403 15,001 +211
Mar02 011011 463.35 463.35 463.35 463.35 +10.25      
Jun02 011011 467.35 467.35 467.35 467.35 +10.25      
Total Volume and Open Interest 1,403 15,001 +211
Russell 2000(CME)
Dec01 011011 426.00 435.50 426.00 433.10 +11.10 2,442 21,055 +539
Mar02 011011 435.25 435.25 435.25 435.25 +11.10      
Jun02 011011 439.25 439.25 439.25 439.25 +11.10      
Total Volume and Open Interest 2,442 21,055 +539
Value Line(KCBT)
Dec01 011011 1078.00 1097.00 1078.00 1096.00 +24.50 94 105 +44
Total Volume and Open Interest 94 105 +44
Nikkei 225(CME)
Dec01 011011 10395 10550 10395 10520 +350 1,544 13,993 +463
Mar02 011011 10445 10545 10445 10545 +350 0 20 +0
Total Volume and Open Interest 1,544 14,036 +463
Nikkei 225(SIMEX)
Dec01