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MRCI's End of Day Prices
Daily Futures Price Listing Fri October 12, 2001
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Nov01 011012 434.50 438.00 433.00 435.50 -12.25 25,404 86,289 -2,515
Jan02 011012 442.00 444.50 440.00 442.00 -12.50 8,715 36,959 +2,485
Mar02 011012 444.50 450.00 444.00 445.75 -13.00 5,180 25,441 -94
May02 011012 451.50 454.50 447.00 450.25 -13.25 1,915 21,541 +28
Jul02 011012 456.00 457.00 451.50 453.75 -12.25 1,438 16,229 +275
Aug02 011012 457.00 457.00 451.50 453.50 -13.00 19 540 +4
Sep02 011012 455.00 455.00 454.00 454.50 -11.50 6 16 +6
Total Volume and Open Interest 43,303 191,355 +223
Soybean Meal(CBOT)
Oct01 011012 162.30 165.70 160.80 165.70 +0.70 3,025 1,128 -1,388
Dec01 011012 159.00 161.00 159.00 160.80 -3.30 13,826 50,143 -1,512
Jan02 011012 158.50 159.80 158.00 159.40 -3.30 4,066 17,989 -314
Mar02 011012 156.50 157.00 155.80 156.80 -3.10 2,550 12,665 -530
May02 011012 155.00 155.50 153.00 154.20 -3.10 2,279 14,734 +531
Jul02 011012 155.50 156.00 152.50 153.40 -3.50 1,277 10,381 +363
Aug02 011012 155.00 155.00 152.00 152.00 -3.50 15 2,576 +6
Sep02 011012 154.50 154.50 151.50 152.30 -2.30 154 1,898 +19
Total Volume and Open Interest 27,445 113,509 -2,763
Soybean Oil(CBOT)
Oct01 011012 14.90 14.94 14.89 14.89 -0.34 487 774 -484
Dec01 011012 15.00 15.17 14.95 15.03 -0.40 10,589 69,064 -455
Jan02 011012 15.30 15.38 15.21 15.23 -0.40 4,428 26,450 +1,635
Mar02 011012 15.60 15.65 15.52 15.52 -0.40 2,245 22,394 +14
May02 011012 15.82 15.88 15.76 15.78 -0.39 2,499 21,125 +780
Jul02 011012 16.15 16.15 16.03 16.04 -0.39 960 15,296 +291
Aug02 011012 16.30 16.30 16.12 16.12 -0.40 144 2,225 +94
Sep02 011012 16.45 16.45 16.25 16.25 -0.38 59 2,064 +59
Total Volume and Open Interest 21,758 163,072 +2,252
Canola(WCE)
Nov01 011012 329.0 330.2 327.7 327.7 -5.0 3,177 22,234 -301
Jan02 011012 329.7 331.5 329.0 329.1 -5.1 2,736 30,024 +385
Mar02 011012 331.5 332.0 329.0 329.1 -5.4 224 9,027 +99
May02 011012 332.0 332.0 329.5 329.5 -4.5 120 1,846 +91
Jul02 011012 331.5 332.0 329.5 329.5 -5.3 240 3,044 -76
Total Volume and Open Interest 6,559 69,827 +192
Corn(CBOT)
Nov01 011012 203.00 204.50 203.00 203.50 -4.75 18 2,657 -11
Dec01 011012 207.75 209.25 207.50 208.50 -4.75 26,678 225,116 -667
Jan02 011012 213.00 214.00 212.25 212.75 -4.50 12 591 +2
Mar02 011012 220.50 221.50 220.00 220.75 -4.75 7,333 97,345 +931
May02 011012 227.75 229.25 227.50 228.75 -4.25 2,677 33,122 +144
Jul02 011012 233.00 234.50 232.75 234.50 -4.00 1,754 29,538 +337
Total Volume and Open Interest 40,737 410,209 +1,714
Wheat(CBOT)
Dec01 011012 276.00 277.00 271.50 276.25 -3.00 20,395 80,045 -2,521
Mar02 011012 283.00 284.25 280.00 283.75 -3.00 7,117 28,675 +134
May02 011012 286.00 286.00 283.00 284.75 -3.25 725 5,161 -85
Jul02 011012 285.50 286.50 284.00 286.25 -2.00 2,244 7,432 +213
Sep02 011012 289.50 290.00 289.00 290.00 -0.50 10 146 +2
Total Volume and Open Interest 30,594 122,551 -2,238
Wheat(KCBT)
Dec01 011012 286.00 286.75 282.00 283.75 -5.00 4,543 47,420 -694
Mar02 011012 295.00 296.25 291.50 293.25 -4.75 2,204 20,235 -44
May02 011012 301.00 301.00 297.25 298.00 -4.50 357 6,246 +101
Jul02 011012 306.00 307.00 301.50 303.00 -4.00 922 3,652 +410
Sep02 011012 313.00 313.00 310.00 310.00 -3.50 0 1,223 +0
Total Volume and Open Interest 8,026 79,008 -227
Wheat(MGE)
Dec01 011012 305.00 307.75 304.50 306.00 -1.50 2,375 21,266 -417
Mar02 011012 315.00 317.25 314.25 315.50 -1.00 895 6,695 +142
May02 011012 322.00 322.75 321.00 322.00 -1.25 130 1,260 -64
Jul02 011012 329.00 329.00 327.50 328.50 -1.50 151 420 +82
Sep02 011012 335.50 336.00 334.50 334.50 -2.00 5 257 +5
Total Volume and Open Interest 3,556 29,961 -252
Oats(CBOT)
Dec01 011012 180.00 189.00 179.50 186.50 +4.00 1,704 5,967 +65
Mar02 011012 168.00 173.50 167.50 171.25 +2.25 750 3,846 +46
May02 011012 159.50 163.50 159.50 162.50 +2.00 145 1,056 +43
Jul02 011012 151.50 154.00 151.50 152.00 unch 68 693 +14
Total Volume and Open Interest 2,667 11,576 +168
Rough Rice(MCE)
Nov01 011012 4.01 4.01 3.93 4.00 -0.07 130 2,896 +8
Jan02 011012 4.27 4.27 4.18 4.23 -0.08 31 1,274 +0
Mar02 011012 4.47 4.47 4.43 4.45 -0.09 82 900 +21
May02 011012 4.65 4.69 4.65 4.69 -0.07 10 355 +3
Total Volume and Open Interest 274 5,551 +39
Live Cattle(CME)
Oct01 011012 68.500 68.500 67.050 67.050 -1.500 3,055 6,394 -666
Dec01 011012 68.600 68.750 67.400 67.425 -1.450 9,316 49,567 +467
Feb02 011012 72.500 72.550 71.150 71.175 -1.450 3,031 27,626 +388
Apr02 011012 74.800 74.800 73.425 73.425 -1.500 1,907 12,415 +214
Jun02 011012 70.650 70.700 69.300 69.375 -1.375 606 12,671 +184
Aug02 011012 71.000 71.000 69.650 69.675 -1.325 333 2,453 +68
Total Volume and Open Interest 18,295 111,509 +698
Feeder Cattle(CME)
Oct01 011012 89.000 89.050 87.900 88.025 -1.075 505 2,504 -199
Nov01 011012 87.900 87.900 86.575 86.625 -1.450 1,417 4,966 -230
Jan02 011012 87.000 87.000 85.675 85.675 -1.500 520 4,004 +12
Mar02 011012 86.450 86.500 85.200 85.250 -1.400 231 1,805 +66
Apr02 011012 86.650 86.650 85.300 85.350 -1.350 56 728 +3
May02 011012 86.100 86.100 85.325 85.325 -1.225 106 1,041 +82
Aug02 011012 86.400 86.450 86.250 86.450 -0.950 26 215 +12
Total Volume and Open Interest 2,869 15,281 -246
Lean Hogs(CME)
Oct01 011012 56.750 56.800 56.650 56.775 -0.100 1,583 4,951 -671
Dec01 011012 51.625 52.150 51.000 51.250 -0.675 6,625 20,671 -1,020
Feb02 011012 52.850 53.550 52.450 52.725 -0.550 623 5,664 -54
Apr02 011012 54.250 54.750 53.700 53.700 -0.575 414 2,679 -82
Jun02 011012 62.200 62.400 61.750 62.150 -0.100 100 659 +41
Jul02 011012 60.000 60.250 59.800 59.850 -0.125 33 224 +16
Aug02 011012 59.000 59.000 58.850 58.850 -0.125 7 125 +0
Oct02 011012 53.400 53.400 53.400 53.400 -0.100 28 172 +10
Total Volume and Open Interest 9,461 35,747 -1,746
Pork Bellies(CME)
Feb02 011012 71.850 73.350 71.700 73.100 +1.225 476 2,084 -64
Mar02 011012 71.500 72.700 71.500 72.700 +1.300 28 171 -3
May02 011012 73.500 74.950 73.500 74.950 +0.950 0 63 +0
Jul02 011012 72.250 74.100 72.250 74.100 +2.200 3 21 +2
Aug02 011012 73.300 73.300 73.300 73.300 unch 1 4 +1
Total Volume and Open Interest 508 2,343 -64
Cocoa(NYBOT)
Dec01 011012 1030 1036 1025 1029 -23 2,200 27,251 +127
Mar02 011012 1032 1037 1026 1031 -22 1,136 24,116 +309
May02 011012 1039 1040 1037 1037 -22 30 9,889 +291
Jul02 011012 1047 1047 1042 1042 -23 82 6,339 +54
Sep02 011012 1048 1048 1048 1048 -22 112 4,351 -78
Dec02 011012 1059 1059 1059 1059 -23 306 11,599 -135
Mar03 011012 1075 1075 1070 1071 -23 12 8,832 +12
Total Volume and Open Interest 3,973 95,817 +583
Coffee "C"(NYBOT)
Dec01 011012 44.75 44.90 44.40 44.70 +0.05 4,755 34,320 +388
Mar02 011012 47.95 47.95 47.25 47.35 unch 1,340 12,205 +121
May02 011012 49.00 49.10 48.80 48.90 unch 440 4,282 +160
Jul02 011012 50.65 50.75 50.40 50.40 +0.05 214 3,097 +26
Sep02 011012 51.75 52.10 51.65 51.65 +0.15 13 1,775 -1
Dec02 011012 53.65 54.00 53.65 53.70 +0.20 95 1,914 +78
Total Volume and Open Interest 6,858 57,623 +772
Orange Juice(NYBOT)
Nov01 011012 84.90 86.30 84.50 86.05 +5.60 572 11,631 -147
Jan02 011012 87.00 87.50 86.50 87.50 +5.00 149 3,025 +42
Mar02 011012 89.50 90.40 89.30 90.40 +5.00 39 2,018 -3
May02 011012 91.50 92.50 91.50 92.50 +5.00 0 783 +0
Jul02 011012 94.80 94.80 94.80 94.80 +5.00 0 90 +0
Total Volume and Open Interest 760 17,697 -108
Sugar #11(NYBOT)
Mar02 011012 6.49 6.50 6.38 6.44 -0.02 10,999 94,053 -1,325
May02 011012 6.35 6.37 6.26 6.30 unch 1,142 14,756 +171
Jul02 011012 6.18 6.20 6.10 6.12 -0.01 2,213 19,554 +635
Oct02 011012 6.36 6.36 6.27 6.30 unch 779 10,112 +221
Mar03 011012 6.58 6.59 6.55 6.56 +0.03 384 3,759 +19
Total Volume and Open Interest 15,636 144,661 -204
London Cocoa(LCE)
Dec01 011012 766 766 752 756 -11 1,703 35,440 -331
Mar02 011012 784 786 773 775 -12 359 58,269 +0
May02 011012 799 799 786 788 -11 185 27,887 +79
Jul02 011012 806 806 796 796 -11 106 18,523 +9
Sep02 011012 811 811 802 802 -11 40 9,872 -7
Dec02 011012 814 816 808 808 -9 14 3,662 +0
Mar03 011012 822 823 815 816 -11 101 2,555 +34
Total Volume and Open Interest 2,558 156,736 -199
London Coffee(LCE)
Nov01 011012 358.00 364.00 355.00 358.00 unch 1,782 22,454 -548
Jan02 011012 369.00 375.00 365.00 368.00 unch 1,428 32,435 +173
Mar02 011012 385.00 389.00 381.00 383.00 unch 887 17,746 -205
May02 011012 400.00 405.00 399.00 399.00 +1.00 301 15,196 +126
Jul02 011012 417.00 418.00 411.00 413.00 unch 87 8,906 +72
Sep02 011012 432.00 432.00 426.00 427.00 +1.00 52 5,569 +52
Total Volume and Open Interest 4,537 103,871 -330
London Sugar(LCE)
Oct01 010914 220.00 231.50 219.60 230.00 +9.80 3,557 4,459 -1,314
Dec01 011012 211.90 215.00 211.80 213.40 +1.60 1,740 16,865 -233
Mar02 011012 208.00 211.00 207.20 208.60 +1.30 650 13,923 +145
May02 011012 202.80 205.20 202.60 203.30 +0.50 282 6,314 +53
Aug02 011012 197.50 198.00 196.00 196.30 -0.30 289 5,339 +123
Total Volume and Open Interest 3,090 45,381 +138
Cotton(NYBOT)
Dec01 011012 31.50 32.15 31.31 32.01 -0.16 4,937 33,825 -273
Mar02 011012 33.01 33.55 32.70 33.47 -0.25 1,777 10,511 +253
May02 011012 34.00 34.80 33.90 34.70 -0.17 346 5,604 +8
Jul02 011012 35.05 35.80 35.05 35.76 -0.19 396 4,714 +184
Oct02 011012 37.30 37.50 37.15 37.35 -0.55 25 176 +13
Dec02 011012 37.90 38.30 37.80 38.25 -0.35 38 3,611 +29
Total Volume and Open Interest 7,594 59,089 +261
Lumber(CME)
Nov01 011012 231.6 232.5 225.2 225.3 -9.9 272 1,413 +8
Jan02 011012 250.6 250.6 244.5 244.5 -10.0 92 530 +10
Mar02 011012 261.0 261.0 260.0 260.0 -10.0 20 71 +7
May02 011012 265.9 265.9 265.9 265.9 -4.1 3 16 -1
Total Volume and Open Interest 387 2,030 +24
Crude Oil(NYM)
Nov01 011012 23.65 23.98 22.06 22.50 -0.84 63,486 91,248 -3,903
Dec01 011012 24.00 24.20 22.45 22.82 -0.87 51,362 102,087 +7,477
Jan02 011012 24.05 24.20 22.60 22.93 -0.85 15,223 42,189 -276
Feb02 011012 24.10 24.30 22.70 22.98 -0.84 4,897 19,375 -345
Mar02 011012 24.00 24.15 22.90 23.01 -0.81 3,619 17,431 +257
Apr02 011012 23.00 23.01 23.00 23.01 -0.79 2,645 15,924 +375
May02 011012 22.95 22.95 22.93 22.93 -0.77 1,599 10,858 +189
Jun02 011012 23.75 23.75 22.70 22.85 -0.75 2,649 27,253 -11
Jul02 011012 23.60 23.60 22.77 22.77 -0.74 49 9,579 +20
Aug02 011012 23.46 23.46 22.68 22.68 -0.73 218 11,909 +105
Total Volume and Open Interest 150,121 451,803 +3,575
Heating Oil(NYM)
Nov01 011012 67.40 67.90 63.25 63.84 -2.92 21,249 33,288 -2,083
Dec01 011012 68.10 68.60 64.10 64.76 -2.87 10,667 38,204 +1,391
Jan02 011012 68.55 69.10 65.00 65.36 -2.77 3,111 23,793 +585
Feb02 011012 68.20 68.90 65.05 65.16 -2.62 1,074 14,206 +46
Mar02 011012 66.80 67.30 63.90 63.96 -2.52 678 15,215 -125
Apr02 011012 65.35 66.25 62.71 62.71 -2.42 498 7,426 +87
May02 011012 64.05 64.95 61.46 61.46 -2.37 173 4,033 -47
Jun02 011012 63.65 63.90 61.11 61.11 -2.32 905 6,892 -508
Jul02 011012 63.90 64.05 61.41 61.41 -2.27 172 2,060 +35
Aug02 011012 64.40 64.75 61.96 61.96 -2.22 178 2,202 +28
Total Volume and Open Interest 39,164 154,416 -299
Unleaded Gas(NYM)
Nov01 011012 63.00 63.50 59.40 60.10 -2.63 15,007 28,062 -608
Dec01 011012 63.80 64.30 60.40 60.91 -2.60 7,976 19,638 +1,631
Jan02 011012 64.70 65.00 61.30 61.81 -2.45 2,040 10,726 +198
Feb02 011012 65.30 65.50 62.76 62.76 -2.35 362 5,570 +212
Mar02 011012 66.60 66.60 63.80 63.86 -2.30 934 7,875 +395
Apr02 011012 72.35 72.35 70.00 70.11 -2.10 629 9,691 +407
May02 011012 70.50 70.61 70.20 70.61 -2.10 300 7,726 +242
Jun02 011012 69.50 70.50 69.50 70.36 -2.10 325 5,190 +192
Total Volume and Open Interest 27,696 100,695 +2,769
Natural Gas(NYM)
Nov01 011012 2.480 2.490 2.370 2.430 -0.101 35,032 57,349 +601
Dec01 011012 2.775 2.780 2.660 2.725 -0.108 13,309 45,393 +1,685
Jan02 011012 2.940 2.945 2.860 2.913 -0.097 10,875 46,769 -454
Feb02 011012 2.930 2.950 2.860 2.907 -0.090 3,669 29,476 -194
Mar02 011012 2.860 2.870 2.810 2.867 -0.070 4,869 29,939 -170
Apr02 011012 2.770 2.780 2.730 2.778 -0.051 3,464 36,744 +2,013
May02 011012 2.810 2.810 2.780 2.808 -0.046 534 19,462 +273
Jun02 011012 2.830 2.855 2.810 2.855 -0.043 685 14,534 +140
Total Volume and Open Interest 87,761 501,702 +9,320
Brent Crude Oil(IPE)
Nov01 011012 22.95 23.02 21.22 21.73 -0.73 25,514 32,090 -1,764
Dec01 011012 23.09 23.10 21.42 21.80 -0.78 36,875 65,817 +765
Jan02 011012 23.00 23.18 21.70 21.97 -0.78 11,127 34,353 +3,193
Feb02 011012 22.93 23.17 21.95 21.99 -0.75 1,218 15,403 +182
Mar02 011012 22.81 23.00 21.77 21.93 -0.74 558 9,567 +64
Apr02 011012 22.85 22.85 21.87 21.87 -0.73 404 7,715 +171
May02 011012 22.72 22.72 21.82 21.82 -0.68 4 5,297 -20
Jun02 011012 22.62 22.70 21.70 21.77 -0.63 1,069 17,416 +220
Total Volume and Open Interest 77,765 218,901 +2,334
Gas Oil(IPE)
Nov01 011012 209.00 209.50 199.00 199.50 -6.75 18,978 41,067 +2,011
Dec01 011012 207.50 207.75 197.50 198.50 -6.50 8,844 31,780 +1,151
Jan02 011012 204.75 206.00 197.50 197.75 -5.75 3,343 16,094 +167
Feb02 011012 203.25 204.00 196.00 196.25 -5.75 755 7,781 +155
Mar02 011012 201.00 201.00 194.25 194.25 -5.75 1,350 5,490 +250
Apr02 011012 198.50 199.00 192.00 192.00 -5.75 0 2,950 +0
May02 011012 197.00 197.00 191.00 191.00 -5.75 0 1,644 +0
Jun02 011012 196.75 197.00 190.25 190.25 -5.75 1,025 10,384 -255
Total Volume and Open Interest 41,735 119,930 -2,635
US Dollar Index(NYBOT)
Dec01 011012 114.73 114.90 113.85 114.28 -0.57 758 5,303 +2
Mar02 011012 114.78 114.78 114.78 114.78 -0.57 5 2,024 +1
Jun02 011012 115.28 115.28 115.28 115.28 -0.57 0 2 +0
Total Volume and Open Interest 763 7,330 +3
Australian Dollar(IMM)
Dec01 011012 49.87 50.35 49.75 50.21 +0.26 1,852 24,517 +1,025
Mar02 011012 49.65 49.99 49.65 49.99 +0.26 0 322 +0
Jun02 011012 49.77 49.77 49.77 49.77 +0.26 0 2 +0
Total Volume and Open Interest 1,852 24,854 +1,025
British Pound(IMM)
Dec01 011012 144.12 144.90 144.12 144.56 +0.66 5,522 38,226 -241
Mar02 011012 143.82 143.82 143.82 143.82 +0.66 2 56 +0
Jun02 011012 143.08 143.08 143.08 143.08 +0.66 0 1 +0
Total Volume and Open Interest 5,524 38,283 -241
Canadian Dollar(IMM)
Dec01 011012 63.95 63.98 63.67 63.79 +0.01 4,082 68,930 +610
Mar02 011012 63.88 63.90 63.62 63.72 +0.01 23 2,761 +2
Jun02 011012 63.70 63.70 63.62 63.67 +0.01 310 1,064 +290
Sep02 011012 63.60 63.65 63.60 63.65 +0.01 3 155 +3
Total Volume and Open Interest 4,418 73,007 +905
Japanese Yen(IMM)
Dec01 011012 82.76 83.20 82.55 82.74 +0.03 17,976 75,423 +3,855
Mar02 011012 83.21 83.21 83.21 83.21 +0.03 2 194 +2
Jun02 011012 83.69 83.69 83.69 83.69 +0.03 0 16 +0
Total Volume and Open Interest 15,372    
Deutsche Mark(IMM)
Dec01 011012 46.39 46.50 46.37 46.37 +0.29 13 200 +0
Total Volume and Open Interest 13 200 +0
Swiss Franc(IMM)
Dec01 011012 60.98 61.60 60.75 61.39 +0.57 13,178 48,106 +465
Mar02 011012 61.58 61.58 61.41 61.43 +0.57 0 95 +0
Jun02 011012 61.50 61.50 61.50 61.50 +0.57 0 3 +0
Total Volume and Open Interest 13,178 48,204 +465
EuroFX(IMM)
Dec01 011012 90.17 91.06 89.98 90.70 +0.58 29,522 107,145 -5,432
Mar02 011012 90.10 90.65 89.96 90.45 +0.58 54 887 +32
Jun02 011012 90.27 90.27 90.27 90.27 +0.58 2 180 +0
Total Volume and Open Interest 29,578 108,256 -5,400
Mexican Peso(IMM)
Dec01 011012 10530.0 10570.0 10485.0 10565.0 +55.0 3,653 10,463 +256
Mar02 011012 10275.0 10310.0 10250.0 10307.5 +55.5 120 1,462 +8
Total Volume and Open Interest 3,792 13,049 +276
30-Year T-Bonds(CBOT)
Dec01 011012 105~15 105~30 105~06 105~12 -0~03 230,357 527,242 -22,553
Mar02 011012 104~13 104~29 104~08 104~13 -0~03 2,299 27,810 +303
Jun02 011012 103~15 103~15 103~15 103~15 -0~03 10 541 +10
Total Volume and Open Interest 232,666 555,593 -22,240
Municipal Bonds(CBOT)
Dec01 011012 106~20 106~25 106~06 106~10 -0~06 708 9,787 +19
Total Volume and Open Interest 708 9,787 +19
10-Year T-Notes(CBOT)
Dec01 011012 108~160 108~285 108~095 108~180 +0~020 233,929 568,545 -548
Mar02 011012 107~250 107~260 107~085 107~155 +0~010 10,142 14,844 +4,305
Total Volume and Open Interest 244,071 583,389 +3,757
5-Year T-Notes(CBOT)
Dec01 011012 107~285 108~065 107~240 108~010 +0~060 106,829 454,391 +5,095
Mar02 011012 106~300 106~310 106~300 106~310 +0~050 0 228 +0
Total Volume and Open Interest 106,829 454,619 +5,095
2 Year T-Notes(CBOT)
Dec01 011012 105~017 105~036 105~010 105~030 +0~018 8,911 63,886 +1,461
Total Volume and Open Interest 8,911 63,886 +1,461
3-Mth T-Bills(IMM)
Dec01 011012 97.93 97.94 97.93 97.94 +0.03 3 1,051 +2
Total Volume and Open Interest 3 1,051 +2
Eurodollars(IMM)
Dec01 011012 97.640 97.705 97.625 97.670 +0.035 141,100 835,212 +3,031
Mar02 011012 97.510 97.600 97.495 97.570 +0.065 217,625 600,012 -6,856
Jun02 011012 97.175 97.260 97.125 97.225 +0.060 188,832 590,043 -4,328
Sep02 011012 96.750 96.815 96.700 96.790 +0.045 129,284 397,853 -8,070
Dec02 011012 96.255 96.320 96.220 96.285 +0.040 84,251 364,458 -263
Mar03 011012 95.915 95.970 95.870 95.935 +0.035 29,442 239,886 +1,252
Jun03 011012 95.550 95.610 95.505 95.570 +0.035 24,345 173,858 +1,283
Sep03 011012 95.245 95.305 95.200 95.250 +0.020 23,771 174,993 +2,045
Dec03 011012 94.945 95.010 94.885 94.955 +0.020 13,393 147,348 +1,745
Mar04 011012 94.820 94.875 94.765 94.830 +0.020 10,560 146,619 -937
Jun04 011012 94.655 94.690 94.610 94.660 +0.015 10,669 114,641 -1,126
Sep04 011012 94.515 94.515 94.470 94.515 +0.010 9,049 91,307 -1,719
Total Volume and Open Interest 941,123 4,561,336 -16,615
3-Mth Euro-Yen(IMM)
Dec01 011012 99.90 99.91 99.90 99.91 unch 346 18,038 -96
Mar02 011012 99.89 99.89 99.89 99.89 -0.01 169 8,464 +288
Jun02 011012 99.90 99.90 99.89 99.89 -0.01 13 10,312 -120
Sep02 011012 99.86 99.87 99.86 99.87 -0.01 71 2,663 -131
Dec02 011012 99.82 99.82 99.82 99.82 -0.01 0 870 -20
Mar03 011012 99.79 99.79 99.79 99.79 -0.01 0 615 +20
Jun03 011012 99.76 99.76 99.76 99.76 -0.01 0 99 +1
Sep03 011012 99.71 99.71 99.71 99.71 unch 0 15 +0
Dec03 011012 99.60 99.60 99.60 99.60 unch 0 2 +0
Mar04 011012 99.53 99.53 99.53 99.53 unch 0 220 +0
Total Volume and Open Interest 599 41,298 -58
3-Mth Euro-Yen(SIMEX)
Dec01 011012 99.90 99.90 99.90 99.90 0.00 1,610 91,939 +523
Mar02 011012 99.89 99.89 99.89 99.89 0.00 1,955 61,496 +320
Jun02 011012 99.90 99.90 99.89 99.89 -0.01 2,981 61,686 +778
Sep02 011012 99.88 99.88 99.86 99.87 0.00 954 25,649 +169
Dec02 011012 99.83 99.83 99.82 99.82 -0.01 195 9,901 -33
Mar03 011012 99.79 99.80 99.79 99.79 -0.01 55 14,049 +38
Jun03 011012 99.77 99.77 99.76 99.76 -0.01 2,757 15,180 +1,319
Sep03 011012 99.70 99.70 99.70 99.70 -0.01 1,131 7,190 +54
Total Volume and Open Interest 11,643 300,390 +3,168
Euro Notional Bond(MATIF)
Dec01 011012 89.88 90.19 89.76 89.90 +0.18 1,348 26,988 +171
Mar02 011012 90.00 90.00 90.00 90.00 +0.18      
Jun02 011012 90.10 90.10 90.10 90.10 +0.18      
Total Volume and Open Interest 1,416 26,988 +171
3-Month Euribor(MATIF)
Dec01 011012 96.60 96.60 96.60 96.60 +0.05 0 2,776 +0
Mar02 011012 96.75 96.75 96.75 96.75 +0.05 0 2,496 +0
Jun02 011012 96.70 96.70 96.70 96.70 unch 0 211 +0
Total Volume and Open Interest 0 6,273 +0
German Euro-Bund(EUREX)
Dec01 011012 109.28 109.69 109.25 109.60 +0.29 988,800 746,405 -14,634
Mar02 011012 109.10 109.32 109.10 109.32 +0.26 6,126 8,352 -926
Jun02 011012 108.65 108.65 108.65 108.65 +0.29 2,724 609 +140
Total Volume and Open Interest 997,650 755,366 -15,420
German Euro-Bobl(EUREX)
Dec01 011012 108.21 108.50 108.18 108.49 +0.26 551,898 554,119 -8,610
Mar02 011012 107.72 107.99 107.72 107.99 +0.27 1,748 5,308 -320
Jun02 011012 107.87 107.87 107.87 107.87 +0.26 0 814 +0
Total Volume and Open Interest 553,646 560,241 -8,930
Long Gilt(LIFFE)
Dec01 011012 114~31 115~11 114~30 115~02 +0~04 33,684 64,119 -3,236
Mar02 011012 114~21 114~21 114~21 114~21 +0~03      
Total Volume and Open Interest 33,684 64,119 -3,236
3-Mth Short Sterling(LIFFE)
Dec01 011012 95.61 95.69 95.61 95.64 +0.01 36,587 0 +0
Mar02 011012 95.54 95.62 95.52 95.57 +0.02 55,607 0 +0
Jun02 011012 95.31 95.41 95.30 95.35 +0.03 37,197 0 +0
Total Volume and Open Interest 189,573    
3-Mth Euribor(LIFFE)
Dec01 011012 96.540 96.605 96.540 96.580 +0.030 212,376 454,217 -19,659
Mar02 011012 96.690 96.790 96.690 96.750 +0.045 171,356 379,890 +10,389
Jun02 011012 96.670 96.755 96.670 96.715 +0.040 87,609 283,344 -3,081
Total Volume and Open Interest 643,244 1,863,889 -13,088
3-Mth Aus T-Bills(SFE)
Dec01 011012 95.71 95.77 95.71 95.76 -0.05 11,691 190,433 +1,351
Mar02 011012 95.76 95.81 95.75 95.81 -0.07 8,903 93,698 +4,501
Jun02 011012 95.65 95.68 95.64 95.68 -0.09 1,564 34,832 +157
Sep02 011012 95.45 95.47 95.44 95.47 -0.09 1,152 20,850 +629
Dec02 011012 95.19 95.22 95.19 95.21 -0.10 149 13,347 +66
Mar03 011012 95.01 95.02 95.01 95.02 -0.10 150 9,374 +90
Jun03 011012 94.86 94.87 94.86 94.87 -0.10 0 6,469 +0
Sep03 011012 94.72 94.74 94.72 94.74 -0.10 40 4,934 +0
Dec03 011012 94.62 94.62 94.62 94.62 -0.11 0 2,400 +0
Mar04 011012 94.53 94.53 94.53 94.53 -0.11 50 1,795 -50
Total Volume and Open Interest 24,037 381,180 +7,047
10-Year Aus T-Bonds(SFE)
Dec01 011012 94.46 94.54 94.46 94.51 -0.03 2,816 140,673 +1,251
Mar02 011012 94.46 94.46 94.46 94.46 -0.08      
Total Volume and Open Interest 10,291 139,422 +3,217
3-Year Aus T-Bonds(SFE)
Dec01 011012 95.33 95.35 95.31 95.34 -0.12 55,922 273,490 +4,676
Mar02 011012 95.19 95.19 95.19 95.19 -0.12      
Total Volume and Open Interest 55,922 273,490 +4,676
Gold(CMX)
Oct01 011012 284.9 284.9 284.9 284.9 +3.1 140 142 +31
Dec01 011012 284.2 286.5 282.6 285.7 +3.1 26,657 90,780 -3,627
Feb02 011012 285.3 286.8 283.2 286.1 +3.1 788 12,866 +203
Apr02 011012 285.5 287.0 283.7 286.6 +3.1 275 4,049 +136
Jun02 011012 286.3 287.2 285.0 287.2 +3.1 185 5,427 -143
Aug02 011012 287.8 287.8 287.8 287.8 +3.1 120 2,765 +120
Total Volume and Open Interest 28,206 128,461 -3,287
Silver(CMX)
Dec01 011012 444.0 449.0 441.0 447.0 +4.5 9,736 45,432 -1,863
Mar02 011012 447.5 450.0 444.5 449.6 +4.5 1,118 15,248 +768
May02 011012 448.0 452.0 447.0 451.2 +4.6 25 986 +14
Jul02 011012 450.0 452.6 450.0 452.6 +4.7 24 1,408 -12
Sep02 011012 454.1 454.1 454.1 454.1 +5.0 0 1,301 +0
Total Volume and Open Interest 10,985 70,091 -1,085
Platinum(NYM)
Oct01 011012 445.0 459.0 442.0 450.0 +4.4 10 64 -11
Jan02 011012 426.0 439.8 424.0 435.0 +4.4 342 5,136 +55
Apr02 011012 429.0 429.0 429.0 429.0 +2.4 0 1 +0
Jul02 011012 426.0 426.0 426.0 426.0 +0.4 0 5 +0
Total Volume and Open Interest 352 5,229 +44
Palladium(NYME)
Dec01 011012 338.00 357.00 338.00 355.80 +3.80 26 1,231 -8
Mar02 011012 351.00 357.80 351.00 357.80 +3.80 0 35 +0
Total Volume and Open Interest 26 1,266 -8
Copper(CMX)
Dec01 011012 64.60 65.10 63.80 64.05 -0.10 4,553 50,900 +751
Mar02 011012 65.35 65.65 64.70 64.80 -0.10 544 9,305 +387
May02 011012 66.10 66.10 65.30 65.30 -0.10 3 4,057 +2
Jul02 011012 66.60 66.60 65.80 65.80 -0.10 203 2,520 -28
Sep02 011012 67.10 67.10 66.30 66.30 -0.10 204 2,748 +7
Total Volume and Open Interest 6,433 86,133 +1,520
DJIA Index(CBOT)
Dec01 011012 9410 9420 9195 9350 -70 30,754 31,177 -357
Mar02 011012 9420 9420 9245 9356 -70 33 666 +4
Jun02 011012 9270 9373 9270 9373 -70 0 65 +0
Total Volume and Open Interest 30,787 31,915 -353
S & P 500(CME)
Dec01 011012 1091.50 1098.50 1072.00 1094.00 -5.80 84,664 520,141 +3,720
Mar02 011012 1097.00 1097.00 1096.20 1096.20 -6.00 1,225 11,034 +846
Jun02 011012 1100.20 1100.20 1100.20 1100.20 -6.10 100 886 +2
Sep02 011012 1104.70 1104.70 1104.70 1104.70 -6.00 0 286 +50
Total Volume and Open Interest 85,989 532,628 +4,618
S & P 500 E-Mini(Globex)
Dec01 011012 1102.25 1106.00 1073.00 1094.00 -5.75 248,488 123,939 -513
Mar02 011012 1096.25 1096.25 1096.25 1096.25 -6.00 0 17 +0
Total Volume and Open Interest 248,488 123,956 -513
NASDAQ 100(CME)
Dec01 011012 1378.00 1403.00 1337.00 1389.50 -7.50 28,804 53,513 +2,850
Mar02 011012 1396.50 1396.50 1396.50 1396.50 -7.50 1 5 -1
Jun02 011012 1403.50 1403.50 1403.50 1403.50 -7.50 1 0 +0
Total Volume and Open Interest 28,805 53,518 +2,849
NASDAQ 100 E-Mini(GLOBEX)
Dec01 011012 1412.5 1426.0 1337.0 1389.5 -7.5 190,970 71,070 +6,297
Mar02 011012 1396.5 1396.5 1396.5 1396.5 -7.5      
Total Volume and Open Interest 190,970 71,070 +6,297
NYSE Composite(NYBOT)
Dec01 011012 563.80 565.00 555.50 562.00 -5.90 520 5,229 +9
Mar02 011012 563.00 563.00 563.00 563.00 -5.90 10 680 -10
Jun02 011012 564.00 564.00 564.00 564.00 -5.90 0 300 +0
Total Volume and Open Interest 530 6,209 -1
S & P Midcap 400(CME)
Dec01 011012 457.50 458.50 449.00 457.00 -3.50 1,108 15,468 +467
Mar02 011012 459.85 459.85 459.85 459.85 -3.50      
Jun02 011012 463.85 463.85 463.85 463.85 -3.50      
Total Volume and Open Interest 1,108 15,468 +467
Russell 2000(CME)
Dec01 011012 428.00 432.00 422.50 430.00 -3.10 2,767 21,070 +15
Mar02 011012 432.15 432.15 432.15 432.15 -3.10      
Jun02 011012 436.15 436.15 436.15 436.15 -3.10      
Total Volume and Open Interest 2,767 21,070 +15
Value Line(KCBT)
Dec01 011012 1086.00 1096.00 1070.50 1094.50 -1.50 43 93 -12
Total Volume and Open Interest 43 93 -12
Nikkei 225(CME)
Dec01 011012 10480 10540 10385 10540 +20 2,120 14,432 +439
Mar02 011012 10565 10565 10565 10565 +20 3 21 +1
Total Volume and Open Interest