MRCI Logo
MRCI's End of Day Prices
Daily Futures Price Listing Tue October 16, 2001
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Nov01 011016 430.00 432.00 429.00 430.50 +1.25 40,308 83,844 -956
Jan02 011016 435.50 436.50 433.75 434.75 unch 10,782 40,467 +1,642
Mar02 011016 439.50 441.00 437.75 438.75 +0.25 5,676 26,216 +294
May02 011016 443.75 445.00 441.25 443.25 +0.50 4,008 21,774 +20
Jul02 011016 446.50 449.00 445.25 447.50 +1.50 3,539 18,031 +814
Aug02 011016 446.00 448.00 446.00 447.25 +1.75 217 567 -74
Sep02 011016 448.50 449.00 448.50 449.00 +0.50 9 148 -4
Total Volume and Open Interest 65,268 196,189 +1,963
Soybean Meal(CBOT)
Dec01 011016 157.00 158.00 156.10 157.80 +0.80 22,802 49,970 +1,093
Jan02 011016 155.80 156.50 154.80 156.40 +0.50 5,759 18,040 +193
Mar02 011016 154.00 154.40 152.70 154.20 +0.60 4,302 13,571 +805
May02 011016 152.00 152.30 150.60 152.00 +0.20 4,053 16,464 +687
Jul02 011016 152.00 152.20 150.70 151.80 -0.10 3,245 11,798 +786
Aug02 011016 152.00 152.00 150.50 151.20 -0.30 732 3,436 +437
Sep02 011016 152.00 152.00 150.50 151.50 -0.50 761 2,770 +449
Oct02 011016 151.00 151.50 150.00 150.00 -0.20 64 918 +57
Total Volume and Open Interest 41,963 118,431 +4,518
Soybean Oil(CBOT)
Dec01 011016 14.99 15.00 14.88 14.91 -0.04 8,755 68,224 -127
Jan02 011016 15.18 15.19 15.08 15.09 -0.06 2,973 26,641 +46
Mar02 011016 15.48 15.48 15.36 15.37 -0.07 1,415 22,846 +180
May02 011016 15.73 15.73 15.57 15.63 -0.06 1,941 22,558 +529
Jul02 011016 15.99 15.99 15.85 15.89 -0.06 2,072 16,454 +689
Aug02 011016 16.06 16.06 15.97 15.97 -0.05 232 3,073 +91
Sep02 011016 16.15 16.17 16.07 16.07 -0.08 75 2,592 +75
Oct02 011016 16.30 16.30 16.17 16.17 -0.05 1 1,233 +1
Total Volume and Open Interest 17,505 166,075 +1,339
Canola(WCE)
Nov01 011016 321.5 323.5 321.0 321.8 -0.2 5,996 23,573 -6
Jan02 011016 323.0 324.4 321.8 322.0 -1.5 4,985 32,066 +1,019
Mar02 011016 322.8 324.0 321.8 322.2 -1.3 745 9,215 +120
May02 011016 323.2 324.3 322.3 322.3 -1.5 100 1,789 -35
Jul02 011016 324.5 325.0 323.0 323.0 -1.3 229 3,120 +60
Total Volume and Open Interest 12,200 73,487 +1,180
Corn(CBOT)
Nov01 011016 201.25 202.00 201.25 201.75 +1.00 184 2,588 -45
Dec01 011016 206.25 207.25 205.75 206.75 +0.75 43,511 219,486 -3,777
Jan02 011016 210.25 211.75 210.25 211.00 +1.00 20 625 +3
Mar02 011016 218.25 219.50 218.25 219.25 +1.00 16,942 101,947 +1,650
May02 011016 226.25 227.25 226.00 226.75 +0.50 3,967 35,634 +1,471
Jul02 011016 232.00 232.25 231.00 232.00 +0.25 3,028 31,269 +842
Total Volume and Open Interest 73,873 416,620 +2,296
Wheat(CBOT)
Dec01 011016 274.00 278.50 273.50 277.75 +4.25 12,079 80,437 -57
Mar02 011016 282.50 286.00 282.00 285.50 +3.50 3,969 29,063 -683
May02 011016 284.50 287.50 284.00 286.25 +3.00 519 5,306 +3
Jul02 011016 285.25 288.00 285.00 287.00 +2.25 1,354 7,897 +436
Sep02 011016 291.50 292.00 291.00 291.00 +2.00 3 187 +3
Total Volume and Open Interest 17,960 123,984 -303
Wheat(KCBT)
Dec01 011016 282.50 288.50 282.00 288.00 +6.25 4,984 46,244 -794
Mar02 011016 291.00 296.50 291.00 296.25 +5.50 2,277 20,939 +664
May02 011016 296.75 300.50 296.00 300.50 +5.50 271 6,272 -81
Jul02 011016 301.50 305.25 300.50 305.25 +4.25 1,345 4,237 +188
Sep02 011016 311.50 311.50 311.50 311.50 +4.00 106 1,564 +106
Total Volume and Open Interest 9,129 79,678 +224
Wheat(MGE)
Dec01 011016 305.00 309.50 304.50 307.50 +2.25 950 20,840 -12
Mar02 011016 315.00 318.00 315.00 316.75 +1.25 378 7,296 +78
May02 011016 322.00 323.50 321.75 323.25 +0.25 9 1,293 -6
Jul02 011016 328.75 330.00 328.75 330.00 +1.00 87 723 +6
Sep02 011016 335.00 336.00 335.00 335.50 +1.00 53 413 +41
Total Volume and Open Interest 1,487 30,668 +117
Oats(CBOT)
Dec01 011016 190.50 192.50 189.50 190.25 -0.75 1,241 5,708 -198
Mar02 011016 176.50 178.00 174.00 176.00 +1.00 596 4,249 +158
May02 011016 167.25 170.00 165.50 168.00 +2.50 142 1,131 +31
Jul02 011016 157.00 157.00 155.50 155.50 +0.50 21 733 -2
Total Volume and Open Interest 2,000 11,835 -11
Rough Rice(MCE)
Nov01 011016 3.95 3.97 3.92 3.97 +0.02 189 2,874 -33
Jan02 011016 4.20 4.22 4.18 4.21 +0.01 161 1,317 +37
Mar02 011016 4.44 4.44 4.41 4.44 +0.01 21 911 +13
May02 011016 4.66 4.66 4.66 4.66 unch 5 348 -2
Total Volume and Open Interest 376 5,576 +15
Live Cattle(CME)
Oct01 011016 66.050 67.200 66.050 67.175 +1.475 2,052 4,239 -650
Dec01 011016 66.150 67.425 66.100 67.425 +1.500 12,193 45,143 -1,869
Feb02 011016 70.050 71.350 69.800 71.350 +1.500 4,605 28,056 +415
Apr02 011016 72.050 73.525 71.750 73.525 +1.500 2,646 13,485 +735
Jun02 011016 68.050 69.400 67.750 69.350 +1.325 2,282 12,743 +2
Aug02 011016 68.550 69.500 68.550 69.475 +1.050 167 2,648 +111
Total Volume and Open Interest 23,987 106,697 -1,257
Feeder Cattle(CME)
Oct01 011016 88.250 88.775 87.550 88.600 +0.925 878 2,321 -61
Nov01 011016 85.400 86.625 84.650 86.450 +1.325 1,862 5,170 +244
Jan02 011016 84.000 85.575 83.325 85.250 +1.075 830 4,283 +91
Mar02 011016 83.850 85.175 83.250 84.750 +1.000 259 1,982 +47
Apr02 011016 83.800 85.150 83.300 84.750 +0.900 61 730 -14
May02 011016 83.800 85.100 83.250 84.500 +0.675 38 1,064 +8
Aug02 011016 84.750 85.800 83.750 85.800 +0.850 7 221 +1
Total Volume and Open Interest 3,935 15,789 +316
Lean Hogs(CME)
Dec01 011016 49.000 50.350 48.850 50.225 +0.975 4,345 20,284 -603
Feb02 011016 50.600 51.700 50.150 51.625 +0.900 769 5,922 +222
Apr02 011016 52.000 53.200 51.750 52.700 +0.850 861 2,913 +210
Jun02 011016 61.050 61.775 61.000 61.775 +0.725 141 709 +51
Jul02 011016 59.100 59.900 59.100 59.900 +0.800 36 243 +16
Aug02 011016 58.375 58.700 58.300 58.700 +0.400 53 141 +14
Oct02 011016 53.500 53.500 53.300 53.375 +0.175 19 181 +9
Total Volume and Open Interest 6,467 31,203 -4,401
Pork Bellies(CME)
Feb02 011016 68.500 71.000 68.100 70.500 +0.400 463 2,204 +47
Mar02 011016 68.500 70.850 68.500 70.000 +0.300 26 175 -3
May02 011016 72.500 72.500 72.500 72.500 -2.450 0 64 +0
Jul02 011016 71.000 71.750 71.000 71.750 +0.450 2 21 +0
Aug02 011016 72.700 72.700 72.700 72.700 unch 0 4 +0
Total Volume and Open Interest 491 2,468 +44
Cocoa(NYBOT)
Dec01 011016 1017 1042 1013 1039 +19 2,232 26,954 -890
Mar02 011016 1016 1039 1014 1036 +15 734 24,375 +119
May02 011016 1027 1045 1027 1041 +14 77 9,556 -121
Jul02 011016 1026 1046 1026 1046 +13 38 6,370 +32
Sep02 011016 1051 1051 1051 1051 +12 8 4,349 -2
Dec02 011016 1048 1066 1048 1062 +12 0 11,591 +6
Mar03 011016 1074 1074 1074 1074 +11 23 8,772 +0
Total Volume and Open Interest 3,112 95,407 -856
Coffee "C"(NYBOT)
Dec01 011016 43.75 44.00 43.50 43.90 +0.05 3,618 33,928 -683
Mar02 011016 46.40 46.70 46.30 46.55 unch 1,403 12,388 -127
May02 011016 48.10 48.30 48.00 48.10 -0.05 255 4,217 +21
Jul02 011016 49.65 49.90 49.50 49.55 -0.10 456 3,244 +69
Sep02 011016 50.80 51.00 50.70 50.70 -0.10 73 1,893 +54
Dec02 011016 53.00 53.00 52.60 52.60 -0.15 34 1,944 +9
Total Volume and Open Interest 5,925 57,713 -592
Orange Juice(NYBOT)
Nov01 011016 86.50 87.00 85.60 86.10 -1.30 3,519 10,108 -907
Jan02 011016 88.70 89.00 87.60 88.35 -0.95 1,113 3,798 +355
Mar02 011016 90.50 91.50 89.75 91.50 -0.10 378 2,156 +173
May02 011016 92.00 93.05 92.00 93.05 -0.20 10 834 +4
Jul02 011016 94.65 94.65 94.65 94.65 -1.00 8 98 +8
Total Volume and Open Interest 5,028 17,217 -367
Sugar #11(NYBOT)
Mar02 011016 6.60 6.63 6.52 6.62 +0.14 5,556 94,594 -363
May02 011016 6.43 6.44 6.36 6.43 +0.10 591 15,172 +107
Jul02 011016 6.20 6.24 6.16 6.23 +0.08 614 19,713 -27
Oct02 011016 6.32 6.35 6.30 6.35 +0.06 447 9,952 -116
Mar03 011016 6.55 6.60 6.55 6.57 +0.05 103 3,772 +1
Total Volume and Open Interest 7,415 145,741 -387
London Cocoa(LCE)
Dec01 011016 748 769 746 759 +9 1,068 35,535 +113
Mar02 011016 769 790 767 779 +9 680 58,681 +80
May02 011016 782 800 780 791 +7 512 28,438 +165
Jul02 011016 791 803 791 799 +7 0 18,526 +0
Sep02 011016 799 812 799 805 +7 18 9,893 -2
Dec02 011016 801 820 801 811 +7 0 3,662 +0
Mar03 011016 819 819 819 819 +7 0 2,621 +0
Total Volume and Open Interest 2,278 157,884 +356
London Coffee(LCE)
Nov01 011016 358.00 375.00 358.00 374.00 +15.00 2,276 20,674 -514
Jan02 011016 369.00 385.00 367.00 382.00 +13.00 2,639 31,976 -796
Mar02 011016 383.00 396.00 383.00 396.00 +12.00 1,327 18,532 +829
May02 011016 399.00 409.00 398.00 409.00 +10.00 1,117 14,228 -1,067
Jul02 011016 413.00 423.00 413.00 423.00 +10.00 608 9,770 +597
Sep02 011016 426.00 436.00 426.00 436.00 +9.00 1,255 6,937 +1,244
Total Volume and Open Interest 9,282 103,739 +345
London Sugar(LCE)
Oct01 010914 220.00 231.50 219.60 230.00 +9.80 3,557 4,459 -1,314
Dec01 011016 215.00 219.00 215.00 219.00 +3.70 1,195 17,190 +171
Mar02 011016 211.00 214.20 211.00 214.20 +3.70 574 13,982 -73
May02 011016 207.60 208.50 206.60 208.40 +3.20 289 6,401 +24
Aug02 011016 199.10 200.50 197.30 199.40 +1.40 28 5,401 +8
Total Volume and Open Interest 2,278 46,218 +265
Cotton(NYBOT)
Dec01 011016 31.10 31.60 30.80 31.47 +0.14 4,015 33,698 +2
Mar02 011016 32.80 33.25 32.55 33.20 +0.27 1,768 11,280 +572
May02 011016 33.77 34.25 33.55 34.25 +0.33 260 5,781 +5
Jul02 011016 34.90 35.30 34.65 35.30 +0.30 314 4,937 +187
Oct02 011016 37.00 37.30 36.55 37.27 +0.12 0 177 +0
Dec02 011016 37.50 37.85 37.40 37.85 +0.10 131 3,661 +16
Total Volume and Open Interest 6,564 60,247 +822
Lumber(CME)
Nov01 011016 220.0 224.7 216.5 217.0 -2.5 393 1,371 -8
Jan02 011016 237.0 242.0 234.5 235.5 -3.3 196 633 +75
Mar02 011016 251.0 252.4 245.0 248.4 -2.6 16 75 +4
May02 011016 259.4 263.0 252.2 252.2 -3.7 35 36 +20
Total Volume and Open Interest 640 2,115 +91
Crude Oil(NYM)
Nov01 011016 22.15 22.60 21.95 22.00 -0.29 51,155 75,939 -8,319
Dec01 011016 22.45 22.80 22.20 22.26 -0.32 39,763 115,603 +5,136
Jan02 011016 22.55 22.92 22.35 22.39 -0.32 8,034 41,893 +258
Feb02 011016 22.70 22.97 22.45 22.46 -0.32 1,346 19,116 +97
Mar02 011016 22.65 23.00 22.51 22.51 -0.32 2,467 17,538 +531
Apr02 011016 22.70 23.03 22.52 22.52 -0.33 1,553 16,729 +513
May02 011016 22.72 22.95 22.47 22.47 -0.32 1,144 11,362 +489
Jun02 011016 22.70 22.90 22.41 22.41 -0.31 1,272 26,543 -502
Jul02 011016 22.83 22.83 22.35 22.35 -0.30 16 9,724 -91
Aug02 011016 22.75 22.75 22.28 22.28 -0.29 16 11,713 -56
Total Volume and Open Interest 109,406 450,191 -1,422
Heating Oil(NYM)
Nov01 011016 63.10 63.90 62.50 62.67 -0.44 12,624 29,101 -2,007
Dec01 011016 63.90 64.70 63.10 63.43 -0.54 6,541 40,307 +492
Jan02 011016 64.60 65.25 64.00 64.08 -0.49 1,755 23,900 -109
Feb02 011016 64.70 65.20 63.93 63.93 -0.54 1,369 14,599 +366
Mar02 011016 63.60 64.10 62.83 62.83 -0.54 624 15,351 -2
Apr02 011016 62.60 62.65 61.68 61.68 -0.54 393 7,850 +157
May02 011016 61.55 61.75 60.48 60.48 -0.54 213 4,114 -5
Jun02 011016 60.90 61.35 60.13 60.13 -0.54 232 7,113 +41
Jul02 011016 61.70 61.70 60.48 60.48 -0.49 160 2,184 +84
Aug02 011016 62.20 62.20 61.03 61.03 -0.49 45 2,330 +42
Total Volume and Open Interest 24,641 154,650 -490
Unleaded Gas(NYM)
Nov01 011016 59.50 60.00 58.80 59.02 -0.69 11,044 28,607 -524
Dec01 011016 60.25 60.60 59.50 59.64 -0.83 4,328 22,195 +1,588
Jan02 011016 61.25 61.35 60.40 60.49 -0.83 749 10,494 -143
Feb02 011016 62.25 62.45 61.44 61.44 -0.83 661 5,457 -112
Mar02 011016 63.50 63.50 62.49 62.49 -0.78 595 8,781 +199
Apr02 011016 69.50 69.50 68.69 68.69 -0.83 133 9,883 +29
May02 011016 69.19 69.19 69.19 69.19 -0.83 132 7,961 +26
Jun02 011016 68.94 68.94 68.94 68.94 -0.83 266 5,355 +187
Total Volume and Open Interest 17,963 105,498 +1,263
Natural Gas(NYM)
Nov01 011016 2.510 2.645 2.500 2.592 +0.214 21,433 58,458 -2,125
Dec01 011016 2.760 2.905 2.760 2.852 +0.192 9,300 48,124 +423
Jan02 011016 2.950 3.080 2.940 3.037 +0.185 5,461 47,924 +54
Feb02 011016 2.960 3.080 2.950 3.032 +0.182 1,839 29,253 -483
Mar02 011016 2.930 3.015 2.910 2.982 +0.172 1,582 30,113 +386
Apr02 011016 2.850 2.910 2.830 2.889 +0.162 579 36,159 -52
May02 011016 2.850 2.930 2.850 2.911 +0.154 222 19,242 -63
Jun02 011016 2.920 2.960 2.895 2.956 +0.152 324 14,574 +6
Total Volume and Open Interest 46,322 508,296 -189
Brent Crude Oil(IPE)
Nov01 011016 21.63 21.93 21.45 21.70 +0.02 18,489 19,730 -6,940
Dec01 011016 21.80 21.95 21.30 21.36 -0.36 31,993 72,329 +1,004
Jan02 011016 21.90 22.10 21.54 21.57 -0.33 5,694 37,416 +1,078
Feb02 011016 21.97 22.06 21.62 21.62 -0.30 938 16,693 -153
Mar02 011016 21.92 22.03 21.60 21.60 -0.27 1,112 9,998 +369
Apr02 011016 21.82 21.91 21.56 21.56 -0.26 872 7,980 +302
May02 011016 21.88 21.88 21.51 21.51 -0.27 646 5,635 +338
Jun02 011016 21.76 21.87 21.47 21.47 -0.27 500 18,081 +260
Total Volume and Open Interest 61,084 219,947 -3,617
Gas Oil(IPE)
Nov01 011016 196.00 199.00 194.50 198.75 +3.50 16,088 41,154 -2,301
Dec01 011016 194.75 197.00 193.50 196.50 +2.25 8,606 36,765 +2,113
Jan02 011016 194.50 196.25 193.50 196.00 +1.75 2,015 16,179 -256
Feb02 011016 194.00 195.50 192.75 195.50 +2.00 763 8,407 -26
Mar02 011016 192.50 193.75 192.50 193.75 +1.75 75 5,440 +0
Apr02 011016 191.00 192.00 190.00 192.00 +1.50 0 2,884 +0
May02 011016 190.00 191.00 190.00 191.00 +1.50 200 1,994 +200
Jun02 011016 189.50 190.50 188.00 190.50 +1.50 782 10,634 +200
Total Volume and Open Interest 29,279 127,337 +608
US Dollar Index(NYBOT)
Dec01 011016 114.57 114.75 114.02 114.22 +0.06 250 5,211 -19
Mar02 011016 114.72 114.72 114.72 114.72 +0.06 3 2,023 -1
Jun02 011016 115.22 115.22 115.22 115.22 +0.06 2 4 +2
Total Volume and Open Interest 255 7,239 -18
Australian Dollar(IMM)
Dec01 011016 51.18 51.28 50.92 51.02 -0.44 4,283 22,158 -1,763
Mar02 011016 50.80 50.80 50.80 50.80 -0.44 3 321 -1
Jun02 011016 50.58 50.58 50.58 50.58 -0.44 0 2 +0
Total Volume and Open Interest 4,287 22,493 -1,765
British Pound(IMM)
Dec01 011016 144.02 144.44 143.76 144.30 -0.04 1,288 37,966 +36
Mar02 011016 143.30 143.70 143.12 143.56 -0.04 1 57 +1
Jun02 011016 142.82 142.82 142.82 142.82 -0.04 0 1 +0
Total Volume and Open Interest 1,289 38,024 +37
Canadian Dollar(IMM)
Dec01 011016 64.10 64.14 63.82 63.87 -0.25 14,916 62,550 -7,106
Mar02 011016 64.00 64.07 63.75 63.80 -0.25 100 2,818 +48
Jun02 011016 63.92 63.92 63.75 63.75 -0.25 12 1,058 -10
Sep02 011016 64.00 64.00 63.73 63.73 -0.25 37 188 +30
Total Volume and Open Interest 15,065 66,711 -7,038
Japanese Yen(IMM)
Dec01 011016 82.55 82.88 82.36 82.77 -0.25 7,534 73,445 -2,199
Mar02 011016 82.90 83.23 82.90 83.23 -0.26 2 236 +0
Jun02 011016 83.70 83.70 83.70 83.70 -0.27 0 16 +0
Total Volume and Open Interest 9,316    
Deutsche Mark(IMM)
Dec01 011016 46.35 46.35 46.35 46.35 +0.01 0 200 +0
Total Volume and Open Interest 0 200 +0
Swiss Franc(IMM)
Dec01 011016 61.17 61.50 61.06 61.25 -0.22 3,083 48,102 -388
Mar02 011016 61.34 61.35 61.25 61.29 -0.22 4 93 +1
Jun02 011016 61.36 61.36 61.36 61.36 -0.22 0 3 +0
Total Volume and Open Interest 3,087 48,198 -387
EuroFX(IMM)
Dec01 011016 90.32 90.93 90.18 90.66 +0.03 7,806 106,208 -221
Mar02 011016 90.45 90.50 90.41 90.41 +0.03 10 939 +1
Jun02 011016 90.23 90.23 90.23 90.23 +0.03 0 180 +0
Total Volume and Open Interest 7,816 107,370 -220
Mexican Peso(IMM)
Dec01 011016 10640.0 10720.0 10620.0 10695.0 +93.0 4,972 11,336 +641
Mar02 011016 10360.0 10465.0 10360.0 10440.0 +93.0 259 1,468 -41
Total Volume and Open Interest 5,231 13,901 +574
30-Year T-Bonds(CBOT)
Dec01 011016 106~03 106~16 105~30 106~11 +0~10 112,729 523,193 -8,496
Mar02 011016 105~00 105~15 105~00 105~11 +0~09 277 28,617 +126
Jun02 011016 104~12 104~12 104~12 104~12 +0~08 0 556 +15
Total Volume and Open Interest 113,006 552,366 -8,355
Municipal Bonds(CBOT)
Dec01 011016 106~16 106~26 106~13 106~23 +0~05 479 9,994 +136
Total Volume and Open Interest 479 9,994 +136
10-Year T-Notes(CBOT)
Dec01 011016 109~030 109~120 109~010 109~090 +0~070 118,033 569,701 -4,417
Mar02 011016 108~005 108~085 108~000 108~065 +0~070 332 14,285 +32
Total Volume and Open Interest 118,365 583,986 -4,385
5-Year T-Notes(CBOT)
Dec01 011016 108~125 108~180 108~120 108~150 +0~040 48,950 446,467 -1,137
Mar02 011016 107~135 107~135 107~135 107~135 +0~035 257 457 +228
Total Volume and Open Interest 49,207 446,924 -909
2 Year T-Notes(CBOT)
Dec01 011016 105~042 105~049 105~040 105~043 +0~003 2,436 63,469 -390
Total Volume and Open Interest 2,436 63,469 -390
3-Mth T-Bills(IMM)
Dec01 011016 97.96 97.96 97.96 97.96 -0.01 415 1,264 +213
Total Volume and Open Interest 415 1,264 +213
Eurodollars(IMM)
Dec01 011016 97.715 97.725 97.700 97.705 unch 64,912 822,086 +4,300
Mar02 011016 97.625 97.650 97.605 97.610 -0.010 69,080 606,600 -2,553
Jun02 011016 97.295 97.305 97.265 97.270 -0.005 59,091 574,720 -5,834
Sep02 011016 96.870 96.880 96.840 96.845 unch 50,260 393,609 -194
Dec02 011016 96.370 96.395 96.350 96.350 unch 28,634 354,394 +4,682
Mar03 011016 96.015 96.050 96.010 96.020 +0.020 16,766 235,021 -796
Jun03 011016 95.650 95.685 95.650 95.655 +0.020 11,539 170,352 -2,542
Sep03 011016 95.345 95.385 95.345 95.355 +0.030 11,088 175,803 -1,314
Dec03 011016 95.040 95.085 95.040 95.055 +0.035 4,341 147,212 -117
Mar04 011016 94.935 94.960 94.920 94.935 +0.040 6,012 146,155 -1,544
Jun04 011016 94.770 94.790 94.760 94.775 +0.045 5,619 115,704 +150
Sep04 011016 94.625 94.650 94.615 94.635 +0.050 4,816 91,286 -276
Total Volume and Open Interest 385,825 4,441,775 -83,494
3-Mth Euro-Yen(IMM)
Dec01 011016 99.90 99.90 99.90 99.90 -0.01 2 18,053 +19
Mar02 011016 99.89 99.89 99.88 99.88 -0.01 157 8,608 +149
Jun02 011016 99.89 99.89 99.89 99.89 unch 10 10,153 -97
Sep02 011016 99.86 99.87 99.86 99.87 unch 72 2,712 +51
Dec02 011016 99.82 99.82 99.82 99.82 unch 0 870 +0
Mar03 011016 99.79 99.79 99.79 99.79 unch 0 617 +1
Jun03 011016 99.76 99.76 99.76 99.76 -0.01 0 98 +0
Sep03 011016 99.71 99.71 99.71 99.71 unch 0 15 +0
Dec03 011016 99.61 99.61 99.61 99.61 +0.01 0 2 +0
Mar04 011016 99.53 99.53 99.53 99.53 unch 0 220 +0
Total Volume and Open Interest 241 41,348 +123
3-Mth Euro-Yen(SIMEX)
Dec01 011016 99.90 99.90 99.90 99.90 unch 751 91,588 -453
Mar02 011016 99.88 99.89 99.88 99.89 +0.01 1,719 60,277 -1,961
Jun02 011016 99.89 99.89 99.89 99.89 unch 794 62,252 +237
Sep02 011016 99.87 99.87 99.86 99.86 0.00 30 25,529 +51
Dec02 011016 99.82 99.82 99.82 99.82 unch 270 9,878 -176
Mar03 011016 99.79 99.79 99.79 99.79 unch 38 14,102 +10
Jun03 011016 99.76 99.77 99.76 99.77 +0.00 30 14,838 +10
Sep03 011016 99.70 99.71 99.70 99.71 +0.01 38 7,190 +0
Total Volume and Open Interest 3,670 298,954 -2,282
Euro Notional Bond(MATIF)
Dec01 011016 90.39 90.48 90.11 90.45 +0.18 509 25,353 -2,025
Mar02 011016 90.55 90.55 90.55 90.55 +0.18      
Jun02 011016 90.65 90.65 90.65 90.65 +0.19      
Total Volume and Open Interest 509 25,353 -2,025
3-Month Euribor(MATIF)
Dec01 011016 96.60 96.60 96.60 96.60 unch 0 2,776 +0
Mar02 011016 96.80 96.80 96.80 96.80 unch 0 2,496 +0
Jun02 011016 96.80 96.80 96.80 96.80 +0.05 0 211 +0
Total Volume and Open Interest 0 6,273 +0
German Euro-Bund(EUREX)
Dec01 011016 109.90 109.95 109.68 109.88 +0.05 466,662 782,782 +5,799
Mar02 011016 109.53 109.60 109.51 109.60 +0.04 996 8,646 +15
Jun02 011016 109.01 109.01 109.01 109.01 +0.13 0 405 -204
Total Volume and Open Interest 467,658 791,833 +5,610
German Euro-Bobl(EUREX)
Dec01 011016 108.60 108.65 108.47 108.61 +0.05 226,504 544,783 -13,525
Mar02 011016 108.00 108.12 108.00 108.12 +0.06 1,349 6,951 +787
Jun02 011016 107.94 107.94 107.94 107.94 unch 765 814 +0
Total Volume and Open Interest 228,618 552,548 -12,738
Long Gilt(LIFFE)
Dec01 011016 115~16 115~22 115~11 115~19 +0~01 19,884 66,250 +1,689
Mar02 011016 115~12 115~12 115~12 115~12 +0~06      
Total Volume and Open Interest 19,884 66,250 +1,689
3-Mth Short Sterling(LIFFE)
Dec01 011016 95.69 95.71 95.65 95.69 +0.01 22,809 0 +0
Mar02 011016 95.62 95.68 95.59 95.65 +0.03 17,797 0 +0
Jun02 011016 95.42 95.47 95.38 95.45 +0.04 16,674 0 +0
Total Volume and Open Interest 91,964    
3-Mth Euribor(LIFFE)
Dec01 011016 96.620 96.635 96.600 96.625 +0.010 84,057 452,494 -5,591
Mar02 011016 96.790 96.825 96.780 96.810 +0.025 59,676 373,435 +3,553
Jun02 011016 96.765 96.810 96.755 96.795 +0.040 43,684 275,790 -2,700
Total Volume and Open Interest 248,827 1,860,676 +10,281
3-Mth Aus T-Bills(SFE)
Dec01 011016 95.82 95.84 95.81 95.83 +0.03 8,486 189,721 -1,177
Mar02 011016 95.88 95.91 95.87 95.90 +0.04 4,900 91,919 -4,115
Jun02 011016 95.75 95.79 95.74 95.77 +0.04 695 35,704 +355
Sep02 011016 95.53 95.56 95.53 95.56 +0.05 227 20,733 -308
Dec02 011016 95.28 95.31 95.28 95.30 +0.05 140 13,389 +74
Mar03 011016 95.07 95.11 95.07 95.10 +0.05 75 9,499 +75
Jun03 011016 94.94 94.95 94.93 94.95 +0.05 0 6,444 +0
Sep03 011016 94.79 94.82 94.77 94.81 +0.05 0 4,909 +0
Dec03 011016 94.66 94.69 94.66 94.69 +0.05 0 2,435 +0
Mar04 011016 94.60 94.60 94.60 94.60 +0.05 0 1,795 +0
Total Volume and Open Interest 14,523 379,546 -5,146
10-Year Aus T-Bonds(SFE)
Dec01 011016 94.54 94.56 94.52 94.56 +0.06 2,982 140,728 +423
Mar02 011016 94.54 94.54 94.54 94.54 +0.04      
Total Volume and Open Interest 7,778 140,305 -368
3-Year Aus T-Bonds(SFE)
Dec01 011016 95.44 95.45 95.41 95.44 +0.03 24,901 290,314 +19,398
Mar02 011016 95.29 95.29 95.29 95.29 +0.03      
Total Volume and Open Interest 24,901 290,314 +19,398
Gold(CMX)
Oct01 011016 282.2 282.8 281.7 282.3 +0.2 51 147 +44
Dec01 011016 282.5 283.6 282.0 282.9 +0.2 17,946 89,855 -89
Feb02 011016 283.0 284.0 282.5 283.3 +0.2 817 13,050 +142
Apr02 011016 284.0 284.0 283.5 283.8 +0.2 423 4,152 +52
Jun02 011016 284.0 285.0 283.0 284.4 +0.2 201 5,309 -45
Aug02 011016 285.0 285.0 285.0 285.0 +0.2 89 2,904 +89
Total Volume and Open Interest 19,560 127,828 +181
Silver(CMX)
Dec01 011016 438.0 438.5 433.0 434.5 -4.8 8,053 41,524 -2,388
Mar02 011016 441.5 441.5 436.0 437.2 -4.7 396 15,186 -285
May02 011016 442.0 442.0 438.8 438.8 -4.7 60 1,025 +29
Jul02 011016 446.5 446.5 440.0 440.1 -4.8 6 1,909 -1
Sep02 011016 441.6 441.6 441.6 441.6 -4.8 0 1,301 +0
Total Volume and Open Interest 8,516 66,994 -2,649
Platinum(NYM)
Oct01 011016 445.2 445.2 445.2 445.2 -15.7 23 31 -14
Jan02 011016 442.0 443.0 427.0 427.2 -15.7 427 5,314 +152
Apr02 011016 418.2 418.2 418.2 418.2 -18.7 0 8 +0
Jul02 011016 412.2 412.2 412.2 412.2 -21.7 0 5 +0
Total Volume and Open Interest 450 5,399 +138
Palladium(NYME)
Dec01 011016 357.00 357.00 335.00 338.00 -22.00 41 1,245 +9
Mar02 011016 340.00 340.00 340.00 340.00 -22.00 0 43 +0
Total Volume and Open Interest 41 1,288 +9
Copper(CMX)
Dec01 011016 64.60 65.00 64.20 64.40 +0.45 2,225 50,951 -341
Mar02 011016 65.80 65.80 65.05 65.15 +0.45 65 9,999 +6
May02 011016 66.60 66.60 65.60 65.65 +0.45 2 4,067 +1
Jul02 011016 67.20 67.20 66.15 66.15 +0.45 13 2,525 +1
Sep02 011016 67.80 67.80 66.65 66.65 +0.45 0 2,749 +0
Total Volume and Open Interest 2,782 87,397 -485
DJIA Index(CBOT)
Dec01 011016 9380 9420 9295 9380 +34 14,394 30,877 -1,045
Mar02 011016 9370 9415 9350 9386 +34 32 672 +6
Jun02 011016 9403 9403 9403 9403 +34 0 65 +0
Total Volume and Open Interest 14,428 31,620 -1,040
S & P 500(CME)
Dec01 011016 1096.00 1105.00 1088.80 1099.50 +7.10 57,841 519,573 -1,234
Mar02 011016 1105.50 1108.00 1101.70 1101.70 +7.10 474 12,227 +320
Jun02 011016 1105.70 1105.70 1105.70 1105.70 +7.10 0 1,004 +0
Sep02 011016 1105.60 1111.00 1105.60 1110.20 +7.10 8 244 -42
Total Volume and Open Interest 58,323 533,329 -956
S & P 500 E-Mini(Globex)
Dec01 011016 1091.25 1105.00 1088.75 1099.50 +7.00 193,478 131,896 +5,091
Mar02 011016 1100.00 1101.75 1100.00 1101.75 +7.25 0 17 +0
Total Volume and Open Interest 193,478 131,913 +5,091
NASDAQ 100(CME)
Dec01 011016 1398.00 1418.00 1373.00 1411.50 +22.50 13,775 52,124 -1,573
Mar02 011016 1418.50 1418.50 1418.50 1418.50 +22.50 0 6 +0
Jun02 011016 1425.50 1425.50 1425.50 1425.50 +22.50 0 1 +0
Total Volume and Open Interest 13,775 52,131 -1,573
NASDAQ 100 E-Mini(GLOBEX)
Dec01 011016 1386.5 1419.0 1373.5 1411.5 +22.5 147,215 78,057 +559
Mar02 011016 1418.5 1418.5 1418.5 1418.5 +22.5      
Total Volume and Open Interest 147,215 78,057 +559
NYSE Composite(NYBOT)
Dec01 011016 564.50 568.00 562.50 567.30 +3.70 523 5,299 +30
Mar02 011016 568.30 568.30 568.30 568.30 +3.70 0 680 +0
Jun02 011016 569.30 569.30 569.30 569.30 +3.70 0 300 +0
Total Volume and Open Interest 523 6,279 +30
S & P Midcap 400(CME)
Dec01 011016 458.00 462.50 456.50 459.85 +3.85 820 15,248 +29
Mar02 011016 462.70 462.70 462.70 462.70 +3.85      
Jun02 011016 466.70 466.70 466.70 466.70 +3.85      
Total Volume and Open Interest 820 15,248 +29
Russell 2000(CME)
Dec01 011016 433.50 437.00 431.50 436.00 +3.75 1,863 21,218 +50
Mar02 011016 438.15 438.15 438.15 438.15 +3.75      
Jun02 011016 442.15 442.15 442.15 442.15 +3.75      
Total Volume and Open Interest 1,863 21,218 +50
Value Line(KCBT)
Dec01 011016 1100.00 1108.00 1094.00 1104.00 +12.00 18 115 +4
Total Volume and Open Interest 18 115 +4
Nikkei 225(CME)
Dec01 011016 10660 10720 10565 10680 +270 1,411 13,800 -233
Mar02 011016 10705 10705 10705 10705 +270 0 21 +0
Total Volume and Open Interest 1,411 13,844 -233
Nikkei 225(SIMEX)
Dec01 011016 10420 10695 10385 10605 +125 7,559 98,333 -1,657
Mar02 011016 10600 10600 10600