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MRCI's End of Day Prices
Daily Futures Price Listing Mon October 15, 2001
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Nov01 011015 435.00 436.75 428.00 429.25 -6.25 51,726 84,800 -1,489
Jan02 011015 441.50 442.75 433.50 434.75 -7.25 13,596 38,825 +1,866
Mar02 011015 446.00 446.50 437.25 438.50 -7.25 10,170 25,922 +481
May02 011015 449.00 450.50 441.00 442.75 -7.50 4,321 21,754 +213
Jul02 011015 454.50 454.50 445.00 446.00 -7.75 4,559 17,217 +988
Aug02 011015 454.50 455.00 445.00 445.50 -8.00 266 641 +101
Sep02 011015 453.00 453.00 447.00 448.50 -6.00 142 152 +136
Total Volume and Open Interest 86,207 194,226 +2,871
Soybean Meal(CBOT)
Dec01 011015 160.50 160.90 156.50 157.00 -3.80 22,864 48,877 -1,266
Jan02 011015 159.00 159.30 155.10 155.90 -3.50 5,453 17,847 -142
Mar02 011015 156.50 157.00 153.10 153.60 -3.20 3,353 12,766 +101
May02 011015 154.30 154.50 151.00 151.80 -2.40 5,171 15,777 +1,043
Jul02 011015 153.30 154.00 151.00 151.90 -1.50 2,352 11,012 +631
Aug02 011015 152.80 153.50 151.00 151.50 -0.50 559 2,999 +423
Sep02 011015 152.80 153.20 151.00 152.00 -0.30 923 2,321 +423
Oct02 011015 151.50 152.00 150.20 150.20 +0.10 239 861 +139
Total Volume and Open Interest 42,607 113,913 +404
Soybean Oil(CBOT)
Dec01 011015 14.97 15.08 14.92 14.95 -0.08 15,689 68,351 -713
Jan02 011015 15.22 15.28 15.12 15.15 -0.08 3,219 26,595 +145
Mar02 011015 15.49 15.56 15.40 15.44 -0.08 4,804 22,666 +272
May02 011015 15.78 15.81 15.66 15.69 -0.09 2,703 22,029 +904
Jul02 011015 16.02 16.06 15.92 15.95 -0.09 2,378 15,765 +469
Aug02 011015 16.15 16.20 16.02 16.02 -0.10 1,939 2,982 +757
Sep02 011015 16.22 16.22 16.15 16.15 -0.10 1,030 2,517 +453
Oct02 011015 16.30 16.30 16.22 16.22 -0.13 44 1,232 +43
Total Volume and Open Interest 32,753 164,736 +1,664
Canola(WCE)
Nov01 011015 327.6 328.7 321.2 322.0 -5.7 4,754 23,579 +1,345
Jan02 011015 329.1 329.5 322.5 323.5 -5.6 2,673 31,047 +1,023
Mar02 011015 329.0 329.2 323.4 323.5 -5.6 1,249 9,095 +68
May02 011015 330.0 330.0 323.8 323.8 -5.7 54 1,824 -22
Jul02 011015 329.5 329.5 324.2 324.3 -5.2 25 3,060 +16
Total Volume and Open Interest 9,441 72,307 +2,480
Corn(CBOT)
Nov01 011015 202.75 203.00 200.25 200.75 -2.75 151 2,633 -24
Dec01 011015 208.25 208.75 205.50 206.00 -2.50 55,029 223,263 -1,853
Jan02 011015 211.25 211.25 210.00 210.00 -2.75 47 622 +31
Mar02 011015 221.00 221.00 218.00 218.25 -2.50 13,208 100,297 +2,952
May02 011015 228.75 229.00 226.00 226.25 -2.50 5,382 34,163 +1,041
Jul02 011015 234.00 234.25 231.00 231.75 -2.75 4,008 30,427 +889
Total Volume and Open Interest 80,834 414,324 +4,115
Wheat(CBOT)
Dec01 011015 274.75 275.75 271.50 273.50 -2.75 23,994 80,494 +449
Mar02 011015 282.50 283.25 280.25 282.00 -1.75 6,547 29,746 +1,071
May02 011015 284.00 285.25 282.75 283.25 -1.50 443 5,303 +142
Jul02 011015 285.50 285.50 284.25 284.75 -1.50 1,425 7,461 +29
Sep02 011015 289.00 289.50 289.00 289.00 -1.00 39 184 +38
Total Volume and Open Interest 32,541 124,287 +1,736
Wheat(KCBT)
Dec01 011015 283.00 284.00 279.50 281.75 -2.00 4,948 47,038 -382
Mar02 011015 292.75 292.75 288.75 290.75 -2.50 1,547 20,275 +40
May02 011015 297.50 297.50 294.00 295.00 -3.00 357 6,353 +107
Jul02 011015 302.50 303.00 299.00 301.00 -2.00 1,257 4,049 +397
Sep02 011015 309.00 309.00 307.50 307.50 -2.50 235 1,458 +235
Total Volume and Open Interest 8,417 79,454 +446
Wheat(MGE)
Dec01 011015 306.00 306.00 304.00 305.25 -0.75 2,761 20,852 -414
Mar02 011015 315.00 315.50 314.25 315.50 unch 1,731 7,218 +523
May02 011015 321.50 323.00 321.25 323.00 +1.00 214 1,299 +39
Jul02 011015 327.50 329.00 327.50 329.00 +0.50 376 717 +297
Sep02 011015 334.00 334.50 334.00 334.50 unch 138 372 +115
Total Volume and Open Interest 5,251 30,551 +590
Oats(CBOT)
Dec01 011015 186.25 191.50 182.25 191.00 +4.50 993 5,906 -61
Mar02 011015 172.00 175.50 168.00 175.00 +3.75 688 4,091 +245
May02 011015 161.50 165.50 160.25 165.50 +3.00 103 1,100 +44
Jul02 011015 151.50 155.00 151.50 155.00 +3.00 95 735 +42
Total Volume and Open Interest 1,879 11,846 +270
Rough Rice(MCE)
Nov01 011015 3.96 3.99 3.95 3.95 -0.05 194 2,907 +11
Jan02 011015 4.21 4.24 4.19 4.20 -0.03 151 1,280 +6
Mar02 011015 4.45 4.47 4.43 4.43 -0.02 42 898 -2
May02 011015 4.67 4.67 4.66 4.66 -0.03 9 350 -5
Total Volume and Open Interest 396 5,561 +10
Live Cattle(CME)
Oct01 011015 67.050 67.300 65.625 65.700 -1.350 3,495 4,889 -1,505
Dec01 011015 67.400 67.650 65.925 65.925 -1.500 10,952 47,012 -2,555
Feb02 011015 71.200 71.750 69.700 69.850 -1.325 3,708 27,641 +15
Apr02 011015 73.425 73.850 71.925 72.025 -1.400 1,615 12,750 +335
Jun02 011015 69.400 69.700 67.875 68.025 -1.350 1,181 12,741 +70
Aug02 011015 69.750 69.775 68.400 68.425 -1.250 306 2,537 +84
Total Volume and Open Interest 21,259 107,954 -3,555
Feeder Cattle(CME)
Oct01 011015 88.350 88.750 87.650 87.675 -0.350 487 2,382 -122
Nov01 011015 86.350 86.675 85.125 85.125 -1.500 1,261 4,926 -40
Jan02 011015 85.300 85.750 84.175 84.175 -1.500 696 4,192 +188
Mar02 011015 85.150 85.500 83.750 83.750 -1.500 279 1,935 +130
Apr02 011015 85.250 85.400 83.850 83.850 -1.500 34 744 +16
May02 011015 85.400 85.400 83.825 83.825 -1.500 49 1,056 +15
Aug02 011015 85.850 85.850 84.950 84.950 -1.500 19 220 +5
Total Volume and Open Interest 2,826 15,473 +192
Lean Hogs(CME)
Dec01 011015 50.700 50.700 49.250 49.250 -2.000 4,016 20,887 +216
Feb02 011015 52.400 52.400 50.725 50.725 -2.000 597 5,700 +36
Apr02 011015 53.850 53.850 51.825 51.850 -1.850 297 2,703 +24
Jun02 011015 62.150 62.150 61.000 61.050 -1.100 76 658 -1
Jul02 011015 59.800 59.800 59.100 59.100 -0.750 40 227 +3
Aug02 011015 58.750 58.750 58.300 58.300 -0.550 21 127 +2
Oct02 011015 53.250 53.250 53.200 53.200 -0.200 0 172 +0
Total Volume and Open Interest 6,224 35,604 -143
Pork Bellies(CME)
Feb02 011015 72.500 72.500 70.100 70.100 -3.000 460 2,157 +73
Mar02 011015 71.050 71.300 69.700 69.700 -3.000 21 178 +7
May02 011015 74.950 74.950 74.950 74.950 unch 10 64 +1
Jul02 011015 71.350 71.350 71.300 71.300 -2.800 1 21 +0
Aug02 011015 72.700 72.700 72.700 72.700 -0.600 0 4 +0
Total Volume and Open Interest 492 2,424 +81
Cocoa(NYBOT)
Dec01 011015 1024 1027 1015 1020 -9 2,053 27,844 +593
Mar02 011015 1025 1027 1015 1021 -10 674 24,256 +140
May02 011015 1032 1034 1027 1027 -10 127 9,677 -212
Jul02 011015 1042 1042 1033 1033 -9 39 6,338 -1
Sep02 011015 1040 1040 1039 1039 -9 25 4,351 +0
Dec02 011015 1050 1050 1050 1050 -9 8 11,585 -14
Mar03 011015 1066 1066 1063 1063 -8 166 8,772 -60
Total Volume and Open Interest 3,092 96,263 +446
Coffee "C"(NYBOT)
Dec01 011015 44.90 45.00 43.75 43.85 -0.85 2,734 34,611 +291
Mar02 011015 47.50 47.50 46.50 46.55 -0.80 1,176 12,515 +310
May02 011015 49.00 49.00 48.15 48.15 -0.75 347 4,196 -86
Jul02 011015 50.50 50.50 49.65 49.65 -0.75 219 3,175 +78
Sep02 011015 51.60 51.60 50.80 50.80 -0.85 148 1,839 +64
Dec02 011015 54.00 54.00 52.75 52.75 -0.95 29 1,935 +21
Total Volume and Open Interest 4,660 58,305 +682
Orange Juice(NYBOT)
Nov01 011015 87.50 87.90 86.75 87.40 +1.35 5,054 11,015 -616
Jan02 011015 89.00 89.35 88.50 89.30 +1.80 1,084 3,443 +418
Mar02 011015 91.90 92.00 90.80 91.60 +1.20 264 1,983 -35
May02 011015 93.00 93.25 93.00 93.25 +0.75 109 830 +47
Jul02 011015 95.90 95.90 95.65 95.65 +0.85 20 90 +0
Total Volume and Open Interest 6,664 17,584 -113
Sugar #11(NYBOT)
Mar02 011015 6.40 6.49 6.35 6.48 +0.04 7,991 94,957 +904
May02 011015 6.26 6.33 6.23 6.33 +0.03 1,427 15,065 +309
Jul02 011015 6.10 6.15 6.07 6.15 +0.03 1,023 19,740 +186
Oct02 011015 6.26 6.30 6.23 6.29 -0.01 653 10,068 -44
Mar03 011015 6.50 6.56 6.50 6.52 -0.04 39 3,771 +12
Total Volume and Open Interest 11,533 146,128 +1,467
London Cocoa(LCE)
Dec01 011015 747 755 747 750 -6 2,970 35,422 -18
Mar02 011015 770 775 766 770 -5 1,195 58,601 +332
May02 011015 785 787 780 784 -4 838 28,273 +386
Jul02 011015 792 792 792 792 -4 29 18,526 +3
Sep02 011015 798 798 795 798 -4 50 9,895 +23
Dec02 011015 804 804 804 804 -4 33 3,662 +0
Mar03 011015 812 812 812 812 -4 100 2,621 +66
Total Volume and Open Interest 5,215 157,528 +792
London Coffee(LCE)
Nov01 011015 358.00 363.00 356.00 359.00 +1.00 2,692 21,188 -1,266
Jan02 011015 368.00 372.00 366.00 369.00 +1.00 2,032 32,772 +337
Mar02 011015 385.00 388.00 382.00 384.00 +1.00 241 17,703 -43
May02 011015 400.00 404.00 398.00 399.00 unch 909 15,295 +99
Jul02 011015 413.00 417.00 412.00 413.00 unch 599 9,173 +267
Sep02 011015 429.00 430.00 426.00 427.00 unch 266 5,693 +124
Total Volume and Open Interest 6,744 103,394 -477
London Sugar(LCE)
Oct01 010914 220.00 231.50 219.60 230.00 +9.80 3,557 4,459 -1,314
Dec01 011015 214.40 215.30 212.40 215.30 +1.90 2,289 17,019 +154
Mar02 011015 209.60 210.50 207.60 210.50 +1.90 744 14,055 +132
May02 011015 204.00 205.20 202.80 205.20 +1.90 367 6,377 +63
Aug02 011015 197.00 198.00 196.00 198.00 +1.70 142 5,393 +54
Total Volume and Open Interest 3,826 45,953 +572
Cotton(NYBOT)
Dec01 011015 31.76 32.20 31.26 31.33 -0.68 4,227 33,696 -129
Mar02 011015 33.25 33.76 32.85 32.93 -0.54 1,994 10,708 +197
May02 011015 34.50 34.80 33.90 33.92 -0.78 499 5,776 +172
Jul02 011015 35.50 35.76 35.00 35.00 -0.76 82 4,750 +36
Oct02 011015 37.15 37.15 37.15 37.15 -0.20 28 177 +1
Dec02 011015 38.00 38.30 37.75 37.75 -0.50 107 3,645 +34
Total Volume and Open Interest 6,975 59,425 +336
Lumber(CME)
Nov01 011015 222.0 226.0 218.2 219.5 -5.8 275 1,379 -34
Jan02 011015 239.5 241.3 235.5 238.8 -5.7 106 558 +28
Mar02 011015 255.5 255.5 251.0 251.0 -9.0 9 71 +0
May02 011015 264.0 264.0 255.9 255.9 -10.0 2 16 +0
Total Volume and Open Interest 392 2,024 -6
Crude Oil(NYM)
Nov01 011015 22.60 22.68 22.12 22.29 -0.21 93,048 84,258 -6,990
Dec01 011015 22.90 22.95 22.40 22.58 -0.24 74,122 110,467 +8,380
Jan02 011015 22.90 23.02 22.60 22.71 -0.22 14,070 41,635 -554
Feb02 011015 23.10 23.15 22.70 22.78 -0.20 5,228 19,019 -356
Mar02 011015 23.10 23.10 22.75 22.83 -0.18 3,476 17,007 -424
Apr02 011015 23.02 23.02 22.83 22.85 -0.16 727 16,216 +292
May02 011015 22.94 22.94 22.79 22.79 -0.14 710 10,873 +15
Jun02 011015 22.90 22.90 22.72 22.72 -0.13 2,354 27,045 -208
Jul02 011015 22.72 22.72 22.65 22.65 -0.12 245 9,815 +236
Aug02 011015 22.63 22.63 22.57 22.57 -0.11 335 11,769 -140
Total Volume and Open Interest 201,361 451,613 -190
Heating Oil(NYM)
Nov01 011015 64.10 64.45 63.00 63.11 -0.73 21,393 31,108 -2,180
Dec01 011015 64.95 65.40 63.90 63.97 -0.79 10,787 39,815 +1,611
Jan02 011015 66.00 66.00 64.57 64.57 -0.79 3,325 24,009 +216
Feb02 011015 65.20 65.40 64.47 64.47 -0.69 1,783 14,233 +27
Mar02 011015 65.00 65.00 63.37 63.37 -0.59 0 15,353 +138
Apr02 011015 62.85 63.10 62.22 62.22 -0.49 680 7,693 +267
May02 011015 61.70 61.90 61.02 61.02 -0.44 180 4,119 +86
Jun02 011015 61.45 61.60 60.67 60.67 -0.44 910 7,072 +180
Jul02 011015 61.90 61.90 60.97 60.97 -0.44 108 2,100 +40
Aug02 011015 62.55 62.55 61.52 61.52 -0.44 98 2,288 +86
Total Volume and Open Interest 39,673 155,140 +724
Unleaded Gas(NYM)
Nov01 011015 60.25 60.80 59.30 59.71 -0.39 14,747 29,131 +1,069
Dec01 011015 60.80 61.50 60.30 60.47 -0.44 9,412 20,607 +969
Jan02 011015 61.80 62.40 61.25 61.32 -0.49 1,452 10,637 -89
Feb02 011015 62.75 62.75 62.27 62.27 -0.49 703 5,569 -1
Mar02 011015 63.27 63.27 63.27 63.27 -0.59 1,096 8,582 +707
Apr02 011015 70.10 70.10 69.52 69.52 -0.59 377 9,854 +163
May02 011015 70.02 70.02 70.02 70.02 -0.59 385 7,935 +209
Jun02 011015 69.77 69.77 69.77 69.77 -0.59 94 5,168 -22
Total Volume and Open Interest 29,169 104,235 +3,540
Natural Gas(NYM)
Nov01 011015 2.360 2.410 2.330 2.378 -0.052 32,998 60,583 +3,234
Dec01 011015 2.660 2.685 2.625 2.660 -0.065 13,490 47,701 +2,308
Jan02 011015 2.850 2.875 2.825 2.852 -0.061 6,883 47,870 +1,101
Feb02 011015 2.850 2.875 2.830 2.850 -0.057 2,803 29,736 +260
Mar02 011015 2.820 2.820 2.790 2.810 -0.057 2,019 29,727 -212
Apr02 011015 2.740 2.745 2.715 2.727 -0.051 1,850 36,211 -533
May02 011015 2.770 2.780 2.740 2.757 -0.051 590 19,305 -157
Jun02 011015 2.830 2.840 2.800 2.804 -0.051 448 14,568 +34
Total Volume and Open Interest 66,218 508,485 +6,783
Brent Crude Oil(IPE)
Nov01 011015 21.68 21.90 21.44 21.68 -0.05 30,144 26,670 -5,420
Dec01 011015 21.80 22.06 21.60 21.72 -0.08 46,965 71,325 +5,508
Jan02 011015 22.00 22.22 21.76 21.90 -0.07 11,943 36,338 +1,985
Feb02 011015 21.98 22.15 21.92 21.92 -0.07 3,171 16,846 +1,443
Mar02 011015 21.83 22.10 21.83 21.87 -0.06 1,444 9,629 +62
Apr02 011015 21.74 22.00 21.74 21.82 -0.05 271 7,678 -37
May02 011015 21.72 22.00 21.72 21.78 -0.04 18 5,297 +0
Jun02 011015 21.80 21.80 21.71 21.74 -0.03 860 17,821 +405
Total Volume and Open Interest 96,271 223,564 +4,663
Gas Oil(IPE)
Nov01 011015 199.00 200.25 195.00 195.25 -4.25 15,472 43,455 +2,388
Dec01 011015 198.00 199.00 194.25 194.25 -4.25 7,500 34,652 +2,872
Jan02 011015 197.00 197.00 194.25 194.25 -3.50 3,500 16,435 +341
Feb02 011015 193.50 195.00 193.50 193.50 -2.75 1,032 8,433 +652
Mar02 011015 192.75 192.75 192.00 192.00 -2.25 50 5,440 -50
Apr02 011015 190.50 190.50 190.50 190.50 -1.50 405 2,884 -66
May02 011015 189.00 189.50 189.00 189.50 -1.50 150 1,794 +150
Jun02 011015 189.00 189.75 189.00 189.00 -1.25 400 10,434 +50
Total Volume and Open Interest 29,181 126,729 +6,418
US Dollar Index(NYBOT)
Dec01 011015 113.97 114.35 113.97 114.16 -0.12 458 5,230 -73
Mar02 011015 114.62 114.67 114.62 114.66 -0.12 0 2,024 +0
Jun02 011015 115.10 115.16 115.10 115.16 -0.12 0 2 +0
Total Volume and Open Interest 458 7,257 -73
Australian Dollar(IMM)
Dec01 011015 51.27 51.52 51.04 51.46 +1.25 2,089 23,921 -596
Mar02 011015 51.15 51.24 51.00 51.24 +1.25 1 322 +0
Jun02 011015 51.02 51.02 51.02 51.02 +1.25 0 2 +0
Total Volume and Open Interest 2,090 24,258 -596
British Pound(IMM)
Dec01 011015 144.46 144.52 144.12 144.34 -0.22 3,318 37,930 -296
Mar02 011015 143.80 143.80 143.60 143.60 -0.22 1 56 +0
Jun02 011015 142.86 142.86 142.86 142.86 -0.22 0 1 +0
Total Volume and Open Interest 3,319 37,987 -296
Canadian Dollar(IMM)
Dec01 011015 63.98 64.22 63.98 64.12 +0.33 6,647 69,656 +726
Mar02 011015 63.98 64.17 63.98 64.05 +0.33 31 2,770 +9
Jun02 011015 63.90 64.10 63.90 64.00 +0.33 4 1,068 +4
Sep02 011015 63.90 64.00 63.90 63.98 +0.33 3 158 +3
Total Volume and Open Interest 6,685 73,749 +742
Japanese Yen(IMM)
Dec01 011015 83.27 83.30 82.95 83.02 +0.28 10,938 75,644 +221
Mar02 011015 83.43 83.49 83.43 83.49 +0.28 122 236 +42
Jun02 011015 83.97 83.97 83.97 83.97 +0.28 0 16 +0
Total Volume and Open Interest 7,015    
Deutsche Mark(IMM)
Dec01 011015 46.34 46.34 46.34 46.34 -0.03 2 200 +0
Total Volume and Open Interest 2 200 +0
Swiss Franc(IMM)
Dec01 011015 61.51 61.54 61.32 61.47 +0.08 9,828 48,490 +384
Mar02 011015 61.53 61.53 61.51 61.51 +0.08 8 92 -3
Jun02 011015 61.58 61.58 61.58 61.58 +0.08 0 3 +0
Total Volume and Open Interest 9,836 48,585 +381
EuroFX(IMM)
Dec01 011015 90.76 90.77 90.45 90.63 -0.07 17,115 106,429 -716
Mar02 011015 90.46 90.46 90.31 90.38 -0.07 81 938 +51
Jun02 011015 90.20 90.20 90.20 90.20 -0.07 0 180 +0
Total Volume and Open Interest 17,197 107,590 -666
Mexican Peso(IMM)
Dec01 011015 10575.0 10640.0 10570.0 10602.5 +37.5 2,618 10,695 +232
Mar02 011015 10330.0 10400.0 10330.0 10347.5 +40.5 87 1,509 +47
Total Volume and Open Interest 2,762 13,327 +278
30-Year T-Bonds(CBOT)
Dec01 011015 105~15 106~03 105~10 106~01 +0~21 171,874 531,689 +4,447
Mar02 011015 105~02 105~04 104~12 105~02 +0~21 1,344 28,491 +681
Jun02 011015 104~04 104~04 104~04 104~04 +0~21 0 541 +0
Total Volume and Open Interest 173,218 560,721 +5,128
Municipal Bonds(CBOT)
Dec01 011015 106~11 106~22 106~07 106~18 +0~08 425 9,858 +71
Total Volume and Open Interest 425 9,858 +71
10-Year T-Notes(CBOT)
Dec01 011015 108~185 109~030 108~160 109~020 +0~160 196,114 574,118 +5,573
Mar02 011015 107~195 108~005 107~175 107~315 +0~160 4,767 14,253 -591
Total Volume and Open Interest 200,881 588,371 +4,982
5-Year T-Notes(CBOT)
Dec01 011015 108~050 108~120 108~035 108~110 +0~100 115,632 447,604 -6,787
Mar02 011015 107~100 107~100 107~100 107~100 +0~110 1 229 +1
Total Volume and Open Interest 115,633 447,833 -6,786
2 Year T-Notes(CBOT)
Dec01 011015 105~036 105~042 105~031 105~041 +0~012 4,536 63,859 -27
Total Volume and Open Interest 4,536 63,859 -27
3-Mth T-Bills(IMM)
Dec01 011015 97.97 97.97 97.97 97.97 +0.03 8 1,051 +0
Total Volume and Open Interest 8 1,051 +0
Eurodollars(IMM)
Dec01 011015 97.700 97.715 97.680 97.705 +0.035 138,047 817,786 -17,426
Mar02 011015 97.590 97.625 97.575 97.620 +0.050 181,090 609,153 +9,141
Jun02 011015 97.245 97.285 97.235 97.275 +0.050 166,212 580,554 -9,489
Sep02 011015 96.810 96.850 96.790 96.845 +0.055 113,821 393,803 -4,050
Dec02 011015 96.305 96.355 96.295 96.350 +0.065 87,762 349,712 -14,746
Mar03 011015 95.955 96.005 95.935 96.000 +0.065 47,039 235,817 -4,069
Jun03 011015 95.590 95.635 95.570 95.635 +0.065 26,663 172,894 -964
Sep03 011015 95.280 95.330 95.270 95.325 +0.075 29,781 177,117 +2,124
Dec03 011015 94.985 95.025 94.985 95.020 +0.065 13,011 147,329 -19
Mar04 011015 94.855 94.895 94.850 94.895 +0.065 11,506 147,699 +1,080
Jun04 011015 94.690 94.730 94.690 94.730 +0.070 9,504 115,554 +913
Sep04 011015 94.550 94.585 94.545 94.585 +0.070 10,915 91,562 +255
Total Volume and Open Interest 917,059 4,525,269 -36,067
3-Mth Euro-Yen(IMM)
Dec01 011015 99.90 99.90 99.90 99.90 -0.01 63 18,034 -4
Mar02 011015 99.89 99.89 99.89 99.89 unch 11 8,459 -5
Jun02 011015 99.89 99.89 99.89 99.89 unch 351 10,250 -62
Sep02 011015 99.86 99.87 99.86 99.87 unch 6 2,661 -2
Dec02 011015 99.82 99.82 99.82 99.82 -0.01 0 870 +0
Mar03 011015 99.79 99.79 99.79 99.79 unch 2 616 +1
Jun03 011015 99.76 99.76 99.76 99.76 -0.01 0 98 -1
Sep03 011015 99.71 99.71 99.71 99.71 unch 0 15 +0
Dec03 011015 99.60 99.60 99.60 99.60 unch 0 2 +0
Mar04 011015 99.53 99.53 99.53 99.53 unch 0 220 +0
Total Volume and Open Interest 433 41,225 -73
3-Mth Euro-Yen(SIMEX)
Dec01 011015 99.90 99.90 99.90 99.90 unch 2,252 92,041 +102
Mar02 011015 99.89 99.89 99.88 99.88 -0.01 2,589 62,238 +742
Jun02 011015 99.89 99.89 99.89 99.89 0.00 886 62,015 +329
Sep02 011015 99.87 99.87 99.86 99.86 -0.01 503 25,478 -171
Dec02 011015 99.82 99.82 99.82 99.82 0.00 380 10,054 +153
Mar03 011015 99.79 99.79 99.79 99.79 unch 358 14,092 +43
Jun03 011015 99.76 99.76 99.76 99.76 unch 19 14,828 -352
Sep03 011015 99.70 99.70 99.70 99.70 unch 0 7,190 +0
Total Volume and Open Interest 6,987 301,236 +846
Euro Notional Bond(MATIF)
Dec01 011015 90.05 90.34 89.94 90.27 +0.37 1,842 27,378 +390
Mar02 011015 90.37 90.37 90.37 90.37 +0.37      
Jun02 011015 90.46 90.46 90.46 90.46 +0.36      
Total Volume and Open Interest 1,842 27,378 +390
3-Month Euribor(MATIF)
Dec01 011015 96.60 96.60 96.60 96.60 unch 0 2,776 +0
Mar02 011015 96.80 96.80 96.80 96.80 +0.05 0 2,496 +0
Jun02 011015 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 011015 109.58 109.85 109.46 109.83 +0.23 638,132 776,983 +30,578
Mar02 011015 109.24 109.56 109.24 109.56 +0.24 2,427 8,631 +279
Jun02 011015 108.88 108.88 108.88 108.88 +0.23 97 609 +0
Total Volume and Open Interest 640,656 786,223 +30,857
German Euro-Bobl(EUREX)
Dec01 011015 108.47 108.57 108.41 108.56 +0.07 363,033 558,308 +4,189
Mar02 011015 107.98 108.06 107.98 108.06 +0.07 7,275 6,164 +856
Jun02 011015 107.94 107.94 107.94 107.94 +0.07 0 814 +0
Total Volume and Open Interest 370,308 565,286 +5,045
Long Gilt(LIFFE)
Dec01 011015 115~01 115~21 115~01 115~18 +0~15 17,789 64,561 +442
Mar02 011015 115~05 115~05 115~05 115~05 +0~16      
Total Volume and Open Interest 17,789 64,561 +442
3-Mth Short Sterling(LIFFE)
Dec01 011015 95.66 95.69 95.66 95.68 +0.04 24,620 0 +0
Mar02 011015 95.59 95.64 95.59 95.62 +0.05 34,571 0 +0
Jun02 011015 95.37 95.43 95.37 95.41 +0.06 21,322 0 +0
Total Volume and Open Interest 119,778    
3-Mth Euribor(LIFFE)
Dec01 011015 96.590 96.635 96.590 96.615 +0.035 106,545 458,085 +3,868
Mar02 011015 96.780 96.800 96.755 96.785 +0.035 103,305 369,882 -10,008
Jun02 011015 96.760 96.775 96.730 96.755 +0.040 54,537 278,490 -4,854
Total Volume and Open Interest 351,451 1,850,395 -13,494
3-Mth Aus T-Bills(SFE)
Dec01 011015 95.77 95.80 95.76 95.80 +0.04 14,318 190,898 +465
Mar02 011015 95.83 95.87 95.83 95.86 +0.05 11,272 96,034 +2,336
Jun02 011015 95.75 95.75 95.72 95.73 +0.05 1,648 35,349 +517
Sep02 011015 95.52 95.52 95.50 95.51 +0.04 741 21,041 +191
Dec02 011015 95.24 95.25 95.24 95.25 +0.04 291 13,315 -32
Mar03 011015 95.05 95.05 95.05 95.05 +0.03 65 9,424 +50
Jun03 011015 94.90 94.90 94.90 94.90 +0.03 110 6,444 -25
Sep03 011015 94.76 94.76 94.76 94.76 +0.02 37 4,909 -25
Dec03 011015 94.64 94.64 94.64 94.64 +0.02 60 2,435 +35
Mar04 011015 94.55 94.55 94.55 94.55 +0.02 10 1,795 +0
Total Volume and Open Interest 28,552 384,692 +3,512
10-Year Aus T-Bonds(SFE)
Dec01 011015 94.50 94.54 94.49 94.54 +0.08 1,698 140,305 -368
Mar02 011015 94.50 94.50 94.50 94.50 +0.04      
Total Volume and Open Interest 9,688 140,673 +1,251
3-Year Aus T-Bonds(SFE)
Dec01 011015 95.40 95.42 95.38 95.41 +0.07 37,635 270,916 -2,574
Mar02 011015 95.26 95.26 95.26 95.26 +0.07      
Total Volume and Open Interest 37,635 270,916 -2,574
Gold(CMX)
Oct01 011015 282.7 282.7 282.1 282.1 -2.8 27 103 -39
Dec01 011015 284.3 284.5 282.5 282.7 -3.0 22,260 89,944 -836
Feb02 011015 284.8 285.0 283.0 283.1 -3.0 476 12,908 +42
Apr02 011015 285.5 286.4 283.5 283.6 -3.0 92 4,100 +51
Jun02 011015 287.0 287.0 284.2 284.2 -3.0 112 5,354 -73
Aug02 011015 284.8 284.8 284.8 284.8 -3.0 135 2,815 +50
Total Volume and Open Interest 23,125 127,647 -814
Silver(CMX)
Dec01 011015 444.0 444.5 437.0 439.3 -7.7 7,212 43,912 -1,520
Mar02 011015 445.0 445.0 439.5 441.9 -7.7 474 15,471 +223
May02 011015 444.0 448.0 441.5 443.5 -7.7 10 996 +10
Jul02 011015 450.0 450.0 444.0 444.9 -7.7 534 1,910 +502
Sep02 011015 446.4 446.4 446.4 446.4 -7.7 0 1,301 +0
Total Volume and Open Interest 8,658 69,643 -448
Platinum(NYM)
Oct01 011015 457.0 466.0 457.0 460.9 +10.9 15 45 -19
Jan02 011015 442.0 445.0 440.0 442.9 +7.9 599 5,162 +26
Apr02 011015 436.9 436.9 436.9 436.9 +7.9 7 8 +7
Jul02 011015 433.9 433.9 433.9 433.9 +7.9 0 5 +0
Total Volume and Open Interest 640 5,261 +32
Palladium(NYME)
Dec01 011015 360.00 368.00 360.00 360.00 +4.20 17 1,236 +5
Mar02 011015 362.00 362.00 362.00 362.00 +4.20 8 43 +8
Total Volume and Open Interest 25 1,279 +13
Copper(CMX)
Dec01 011015 64.00 64.20 63.80 63.95 -0.10 10,814 51,292 +392
Mar02 011015 64.75 64.90 64.65 64.70 -0.10 779 9,993 +688
May02 011015 65.40 65.40 65.20 65.20 -0.10 12 4,066 +9
Jul02 011015 65.60 65.95 65.60 65.70 -0.10 4 2,524 +4
Sep02 011015 66.20 66.20 66.20 66.20 -0.10 3 2,749 +1
Total Volume and Open Interest 12,642 87,882 +1,749
DJIA Index(CBOT)
Dec01 011015 9290 9359 9235 9346 -4 22,596 31,922 +745
Mar02 011015 9285 9360 9250 9352 -4 24 666 +0
Jun02 011015 9369 9369 9369 9369 -4 1 65 +0
Total Volume and Open Interest 22,623 32,660 +745
S & P 500(CME)
Dec01 011015 1085.50 1093.50 1080.50 1092.40 -1.60 80,964 520,807 +666
Mar02 011015 1085.50 1094.60 1085.50 1094.60 -1.60 1,251 11,907 +873
Jun02 011015 1098.60 1098.60 1098.60 1098.60 -1.60 203 1,004 +118
Sep02 011015 1103.10 1103.10 1103.10 1103.10 -1.60 50 286 +0
Total Volume and Open Interest 82,468 534,285 +1,657
S & P 500 E-Mini(Globex)
Dec01 011015 1092.75 1093.75 1080.25 1092.50 -1.50 265,381 126,805 +2,866
Mar02 011015 1094.50 1094.50 1094.50 1094.50 -1.75 0 17 +0
Total Volume and Open Interest 265,381 126,822 +2,866
NASDAQ 100(CME)
Dec01 011015 1375.00 1393.00 1357.00 1389.00 -0.50 27,491 53,697 +184
Mar02 011015 1396.00 1396.00 1396.00 1396.00 -0.50 1 6 +1
Jun02 011015 1403.00 1403.00 1403.00 1403.00 -0.50 0 1 +1
Total Volume and Open Interest 27,492 53,704 +186
NASDAQ 100 E-Mini(GLOBEX)
Dec01 011015 1375.0 1393.0 1357.5 1389.0 -0.5 174,113 77,498 +6,428
Mar02 011015 1396.0 1396.0 1396.0 1396.0 -0.5      
Total Volume and Open Interest 174,113 77,498 +6,428
NYSE Composite(NYBOT)
Dec01 011015 559.50 563.80 557.00 563.60 +1.60 1,340 5,269 +40
Mar02 011015 564.60 564.60 564.60 564.60 +1.60 0 680 +0
Jun02 011015 565.60 565.60 565.60 565.60 +1.60 0 300 +0
Total Volume and Open Interest 1,340 6,249 +40
S & P Midcap 400(CME)
Dec01 011015 454.50 457.00 449.50 456.00 -1.00 1,566 15,219 -249
Mar02 011015 458.85 458.85 458.85 458.85 -1.00      
Jun02 011015 462.85 462.85 462.85 462.85 -1.00      
Total Volume and Open Interest 1,566 15,219 -249
Russell 2000(CME)
Dec01 011015 427.00 433.00 424.50 432.25 +2.25 2,203 21,168 +98
Mar02 011015 434.40 434.40 434.40 434.40 +2.25      
Jun02 011015 438.40 438.40 438.40 438.40 +2.25      
Total Volume and Open Interest 2,203 21,168 +98
Value Line(KCBT)
Dec01 011015 1085.50 1094.75 1080.00 1092.00 -2.50 139 111 +18
Total Volume and Open Interest 139 111 +18
Nikkei 225(CME)
Dec01 011015 10425 10440 10360 10410 -130 1,559 14,033 -399
Mar02 011015 10435 10435 10435 10435 -130 0 21 +0
Total Volume and Open Interest 1,559 14,077 -399
Nikkei 225(SIMEX)
Dec01 011015 10450 10505 10415 10480