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MRCI's End of Day Prices
Daily Futures Price Listing Fri October 19, 2001
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Nov01 011019 429.50 431.25 424.00 424.75 -6.25 28,946 78,617 -1,219
Jan02 011019 432.50 434.75 429.00 429.50 -5.25 11,248 46,966 +1,937
Mar02 011019 437.00 439.00 434.25 434.75 -4.00 4,446 28,656 +671
May02 011019 441.00 442.50 438.00 438.75 -4.75 1,497 22,446 -78
Jul02 011019 445.00 447.00 443.00 443.50 -3.50 1,198 18,947 +154
Aug02 011019 445.00 445.00 445.00 445.00 -2.00 282 723 +132
Sep02 011019 446.00 446.00 446.00 446.00 -2.00 110 241 +90
Total Volume and Open Interest 48,086 202,000 +1,774
Soybean Meal(CBOT)
Dec01 011019 157.50 157.90 156.20 156.30 -1.60 11,771 48,907 -979
Jan02 011019 155.90 156.10 154.90 155.00 -1.30 5,841 18,562 -489
Mar02 011019 152.90 153.00 152.10 152.20 -0.90 3,205 14,824 +350
May02 011019 150.00 150.60 149.60 149.90 -0.30 3,746 17,142 -142
Jul02 011019 150.00 150.70 149.70 149.80 -0.40 3,194 13,831 +1,208
Aug02 011019 149.70 150.40 149.10 149.20 -0.40 468 4,016 +275
Sep02 011019 149.50 150.10 149.20 149.30 -0.60 854 3,532 +421
Oct02 011019 149.00 149.50 148.10 148.30 -0.50 394 1,471 +236
Total Volume and Open Interest 29,798 124,438 +1,140
Soybean Oil(CBOT)
Dec01 011019 15.12 15.22 14.95 14.98 -0.19 11,878 65,493 +692
Jan02 011019 15.34 15.40 15.16 15.17 -0.21 2,747 25,698 -424
Mar02 011019 15.62 15.65 15.43 15.44 -0.20 1,086 23,634 +53
May02 011019 15.85 15.88 15.65 15.66 -0.23 1,314 23,198 +218
Jul02 011019 16.09 16.12 15.90 15.90 -0.22 600 16,154 +127
Aug02 011019 16.18 16.18 16.00 16.03 -0.16 267 3,222 +31
Sep02 011019 16.28 16.28 16.15 16.15 -0.15 173 2,738 +75
Oct02 011019 16.40 16.40 16.26 16.26 -0.14 118 1,289 +90
Total Volume and Open Interest 18,243 163,934 +912
Canola(WCE)
Nov01 011019 327.5 328.8 324.0 325.0 -3.0 3,260 20,429 -1,465
Jan02 011019 328.0 329.5 325.0 326.5 -1.1 4,219 33,688 +315
Mar02 011019 328.8 329.2 325.5 325.5 -1.7 1,670 10,672 +1,011
May02 011019 326.5 326.9 326.5 326.5 -1.4 1,011 2,281 +583
Jul02 011019 327.8 328.0 326.5 326.5 -0.5 1,013 3,471 +78
Total Volume and Open Interest 12,156 74,651 +640
Corn(CBOT)
Nov01 011019 199.75 201.75 199.75 200.25 -0.25 159 2,292 -38
Dec01 011019 204.75 207.00 204.50 205.50 +0.25 29,699 215,883 -820
Jan02 011019 209.50 210.50 209.50 209.50 unch 20 677 +20
Mar02 011019 217.50 219.50 217.25 218.00 unch 6,800 106,228 +1,278
May02 011019 225.00 227.00 225.00 226.00 unch 1,991 36,708 +204
Jul02 011019 230.25 232.25 230.00 231.25 +0.25 1,476 32,306 +454
Total Volume and Open Interest 41,382 419,614 +1,242
Wheat(CBOT)
Dec01 011019 283.00 289.50 282.50 287.00 +4.00 24,913 77,078 -1,979
Mar02 011019 289.50 295.00 289.00 293.75 +3.75 7,543 31,602 +818
May02 011019 290.50 295.25 290.00 293.25 +3.50 529 5,920 +82
Jul02 011019 291.00 295.75 291.00 294.50 +3.50 1,541 8,327 +226
Sep02 011019 295.00 298.50 295.00 298.50 +4.00 9 241 +0
Total Volume and Open Interest 34,552 124,310 -844
Wheat(KCBT)
Dec01 011019 291.25 295.75 289.75 294.00 +3.25 6,968 43,853 -1,990
Mar02 011019 299.25 303.00 297.50 301.50 +3.00 3,290 22,400 +395
May02 011019 303.75 307.00 302.00 305.25 +1.75 512 6,197 -187
Jul02 011019 308.00 311.75 305.75 310.50 +2.50 763 5,030 +610
Sep02 011019 316.00 316.00 316.00 316.00 +2.50 0 1,564 +0
Total Volume and Open Interest 11,535 79,466 -1,172
Wheat(MGE)
Dec01 011019 312.00 315.50 311.50 314.25 +3.00 2,471 20,269 -326
Mar02 011019 319.50 324.00 319.50 322.25 +2.25 636 7,042 -39
May02 011019 328.25 329.50 327.50 328.75 +1.75 141 1,367 -36
Jul02 011019 335.00 336.25 335.00 336.25 +2.50 43 782 -27
Sep02 011019 340.50 340.50 340.50 340.50 +1.00 0 414 +0
Total Volume and Open Interest 3,293 29,977 -428
Oats(CBOT)
Dec01 011019 178.00 185.00 178.00 180.25 -3.50 1,018 5,803 +79
Mar02 011019 168.00 171.75 168.00 170.00 -2.00 662 4,623 +89
May02 011019 160.00 162.00 159.50 161.25 -2.25 150 1,177 -5
Jul02 011019 148.75 148.75 148.50 148.50 -2.50 9 737 -18
Total Volume and Open Interest 1,843 12,357 +148
Rough Rice(MCE)
Nov01 011019 3.90 3.90 3.82 3.85 -0.06 217 2,721 -248
Jan02 011019 4.14 4.14 4.07 4.09 -0.06 199 1,468 +107
Mar02 011019 4.38 4.38 4.33 4.34 -0.05 100 1,035 +15
May02 011019 4.64 4.64 4.56 4.58 -0.06 73 376 +17
Total Volume and Open Interest 616 5,778 -96
Live Cattle(CME)
Oct01 011019 67.000 67.000 66.250 66.575 -0.175 1,836 2,909 -600
Dec01 011019 67.150 67.450 66.800 67.250 +0.275 9,171 45,784 -214
Feb02 011019 71.050 71.275 70.650 71.075 +0.175 4,332 28,800 +376
Apr02 011019 72.975 73.050 72.400 72.850 -0.025 1,959 13,933 +183
Jun02 011019 68.700 68.800 68.100 68.725 +0.100 637 12,503 -269
Aug02 011019 68.800 68.800 68.100 68.600 -0.250 358 2,716 +87
Total Volume and Open Interest 18,305 107,043 -427
Feeder Cattle(CME)
Oct01 011019 88.500 88.675 88.225 88.650 +0.150 238 2,096 -20
Nov01 011019 86.725 86.950 86.150 86.875 +0.150 1,301 5,244 +182
Jan02 011019 84.450 84.600 84.000 84.575 -0.150 513 4,509 -4
Mar02 011019 84.200 84.250 83.700 84.075 -0.125 170 2,028 -10
Apr02 011019 84.250 84.250 83.800 84.050 -0.225 33 811 +8
May02 011019 84.000 84.000 83.400 83.900 -0.100 99 974 +8
Aug02 011019 84.500 84.800 84.250 84.800 -0.450 7 223 +4
Total Volume and Open Interest 2,371 15,911 +173
Lean Hogs(CME)
Dec01 011019 50.350 50.750 50.000 50.050 -0.425 2,823 19,503 +163
Feb02 011019 52.000 52.225 51.350 51.825 -0.025 607 5,985 -38
Apr02 011019 53.450 53.800 53.000 53.075 -0.175 339 3,030 +120
Jun02 011019 61.250 61.350 60.900 61.225 unch 379 985 +162
Jul02 011019 59.700 59.700 59.450 59.700 +0.050 5 271 +0
Aug02 011019 58.550 58.600 58.350 58.600 +0.075 10 144 -3
Oct02 011019 53.200 53.200 53.150 53.150 -0.100 3 203 -1
Total Volume and Open Interest 4,246 30,945 +383
Pork Bellies(CME)
Feb02 011019 71.300 72.000 69.650 69.900 -1.100 356 2,074 +28
Mar02 011019 71.200 71.200 69.350 69.600 -0.800 4 170 +0
May02 011019 73.200 73.200 73.200 73.200 unch 2 64 +1
Jul02 011019 72.200 72.200 71.800 71.800 -0.350 0 21 +0
Aug02 011019 72.700 72.700 72.700 72.700 unch 0 4 +0
Total Volume and Open Interest 362 2,333 +29
Cocoa(NYBOT)
Dec01 011019 1050 1050 1021 1026 -32 1,986 26,961 +95
Mar02 011019 1048 1048 1021 1027 -27 812 24,675 +126
May02 011019 1036 1036 1030 1031 -26 210 9,690 +55
Jul02 011019 1030 1035 1030 1035 -26 29 6,393 -14
Sep02 011019 1041 1041 1041 1041 -26 70 4,362 +15
Dec02 011019 1051 1051 1051 1051 -26 70 11,445 +29
Mar03 011019 1065 1065 1065 1065 -25 0 8,772 +0
Total Volume and Open Interest 3,177 95,738 -2,066
Coffee "C"(NYBOT)
Dec01 011019 45.00 45.25 43.80 43.85 -1.75 7,602 31,907 -1,677
Mar02 011019 47.80 47.90 46.50 46.50 -1.65 2,407 13,355 +487
May02 011019 49.40 49.40 48.00 48.00 -1.60 239 4,441 +12
Jul02 011019 50.60 50.80 49.40 49.40 -1.60 179 3,349 -15
Sep02 011019 51.95 51.95 50.50 50.50 -1.50 80 2,101 +30
Dec02 011019 53.50 53.50 52.35 52.45 -1.45 33 2,033 +16
Total Volume and Open Interest 10,544 57,323 -1,145
Orange Juice(NYBOT)
Nov01 011019 86.40 88.40 85.25 88.30 +1.35 1,120 9,719 +56
Jan02 011019 89.00 89.30 87.50 89.20 +0.35 885 4,559 +327
Mar02 011019 91.50 91.70 90.75 91.70 +0.15 15 2,174 +0
May02 011019 93.00 93.00 93.00 93.00 unch 23 847 +2
Jul02 011019 95.00 95.00 95.00 95.00 +0.10 5 103 +5
Total Volume and Open Interest 2,048 17,626 +390
Sugar #11(NYBOT)
Mar02 011019 6.61 6.74 6.57 6.73 +0.17 6,686 94,307 +276
May02 011019 6.42 6.54 6.40 6.53 +0.16 971 16,047 +304
Jul02 011019 6.22 6.32 6.20 6.30 +0.13 1,550 20,879 +185
Oct02 011019 6.35 6.47 6.34 6.46 +0.15 1,060 10,857 +78
Mar03 011019 6.57 6.67 6.57 6.67 +0.14 90 3,775 -18
Total Volume and Open Interest 10,357 148,449 +815
London Cocoa(LCE)
Dec01 011019 767 773 755 755 -14 1,548 33,969 -311
Mar02 011019 788 794 775 775 -14 507 58,681 -30
May02 011019 800 804 788 789 -12 316 28,408 -35
Jul02 011019 809 810 796 796 -14 86 18,568 +49
Sep02 011019 811 814 800 800 -14 55 9,886 -13
Dec02 011019 813 813 806 806 -14 0 3,657 +0
Mar03 011019 814 814 814 814 -14 0 2,621 +0
Total Volume and Open Interest 2,512 156,318 -340
London Coffee(LCE)
Nov01 011019 395.00 395.00 370.00 371.00 -30.00 2,404 18,035 -624
Jan02 011019 403.00 403.00 376.00 378.00 -29.00 5,013 33,271 +734
Mar02 011019 416.00 416.00 392.00 394.00 -27.00 3,115 19,880 +994
May02 011019 419.00 423.00 408.00 409.00 -26.00 484 14,660 +84
Jul02 011019 440.00 440.00 421.00 423.00 -27.00 345 10,467 +157
Sep02 011019 447.00 447.00 436.00 438.00 -24.00 261 7,372 +118
Total Volume and Open Interest 11,686 105,449 +1,495
London Sugar(LCE)
Oct01 010914 220.00 231.50 219.60 230.00 +9.80 3,557 4,459 -1,314
Dec01 011019 217.50 221.20 217.50 221.00 +3.30 1,745 17,643 +89
Mar02 011019 212.80 216.20 212.80 215.80 +4.00 882 15,063 +244
May02 011019 206.80 209.40 206.80 209.30 +3.20 515 6,824 +296
Aug02 011019 199.00 200.40 198.00 200.40 +3.00 244 5,982 +119
Total Volume and Open Interest 3,501 49,042 +728
Cotton(NYBOT)
Dec01 011019 30.98 31.39 30.51 30.55 -0.63 2,765 32,753 -391
Mar02 011019 32.90 33.15 32.50 32.54 -0.56 968 11,478 +3
May02 011019 34.00 34.15 33.51 33.53 -0.59 344 5,714 -30
Jul02 011019 35.05 35.30 34.65 34.65 -0.50 108 4,881 +41
Oct02 011019 36.30 36.30 36.30 36.30 -0.60 7 180 -3
Dec02 011019 37.70 37.80 37.25 37.28 -0.47 178 3,717 +22
Total Volume and Open Interest 4,392 59,468 -348
Lumber(CME)
Nov01 011019 226.0 229.0 218.1 219.6 -3.6 220 1,424 +12
Jan02 011019 241.0 242.8 235.5 236.8 -2.4 139 687 +2
Mar02 011019 246.6 249.8 246.1 249.8 -2.0 14 91 +3
May02 011019 256.0 256.0 250.2 250.2 -1.5 0 34 +0
Total Volume and Open Interest 373 2,238 +17
Crude Oil(NYM)
Nov01 011019 21.55 22.25 21.18 21.83 +0.52 51,313 49,244 -9,255
Dec01 011019 21.75 22.60 21.41 22.26 +0.71 70,032 134,612 +3,343
Jan02 011019 21.87 22.70 21.65 22.41 +0.64 10,957 42,141 +156
Feb02 011019 22.10 22.65 21.80 22.48 +0.59 2,957 21,235 -316
Mar02 011019 22.20 22.75 21.89 22.54 +0.56 2,010 19,467 +361
Apr02 011019 22.10 22.56 21.92 22.56 +0.51 1,911 16,882 -293
May02 011019 22.17 22.56 22.15 22.56 +0.49 727 11,914 +250
Jun02 011019 22.10 22.65 21.90 22.53 +0.48 2,363 26,078 +528
Jul02 011019 22.18 22.49 22.18 22.49 +0.47 527 9,685 -104
Aug02 011019 22.05 22.44 22.00 22.44 +0.47 743 11,311 -497
Total Volume and Open Interest 148,349 448,047 -7,774
Heating Oil(NYM)
Nov01 011019 61.60 63.90 61.25 62.63 +1.54 14,768 26,444 -250
Dec01 011019 62.20 64.50 61.80 63.39 +1.78 14,412 42,523 -493
Jan02 011019 62.95 64.65 62.50 63.99 +1.68 5,121 24,597 +450
Feb02 011019 63.10 64.70 62.65 63.79 +1.53 1,692 15,160 +66
Mar02 011019 62.00 63.00 61.50 62.59 +1.38 1,577 15,606 +391
Apr02 011019 61.10 61.90 60.50 61.44 +1.23 417 9,163 +168
May02 011019 60.20 60.85 60.00 60.24 +1.13 543 4,541 +12
Jun02 011019 59.00 60.40 59.00 59.94 +1.03 1,773 7,297 +311
Jul02 011019 60.00 60.80 59.85 60.29 +0.98 1,074 2,661 +202
Aug02 011019 61.00 62.00 60.70 60.84 +0.93 745 2,269 -104
Total Volume and Open Interest 43,284 159,124 +1,170
Unleaded Gas(NYM)
Nov01 011019 57.00 60.00 56.80 59.52 +2.79 10,334 25,731 -582
Dec01 011019 57.70 60.15 57.55 59.85 +2.48 10,630 25,287 +1,138
Jan02 011019 58.80 60.70 58.70 60.70 +2.33 1,450 10,762 +93
Feb02 011019 59.90 61.65 59.90 61.65 +2.18 280 5,813 -119
Mar02 011019 60.70 62.70 60.70 62.70 +2.13 601 9,286 -128
Apr02 011019 66.75 68.65 66.75 68.65 +1.93 817 10,233 +99
May02 011019 67.40 69.15 67.35 69.15 +1.79 1,438 8,595 -37
Jun02 011019 67.25 68.95 67.25 68.95 +1.69 861 6,511 +805
Total Volume and Open Interest 27,640 110,153 +2,073
Natural Gas(NYM)
Nov01 011019 2.490 2.720 2.470 2.681 +0.195 30,435 53,678 -2,582
Dec01 011019 2.800 3.040 2.800 2.990 +0.190 10,746 51,812 +499
Jan02 011019 2.995 3.200 2.990 3.171 +0.181 6,363 49,372 -929
Feb02 011019 2.995 3.200 2.995 3.173 +0.176 2,881 29,351 +93
Mar02 011019 2.960 3.170 2.960 3.126 +0.161 3,306 31,890 +94
Apr02 011019 2.930 3.070 2.900 3.031 +0.148 1,967 37,775 +561
May02 011019 2.970 3.085 2.940 3.059 +0.141 2,271 19,402 +11
Jun02 011019 3.000 3.130 2.990 3.109 +0.141 299 14,933 +98
Total Volume and Open Interest 74,069 520,469 +5,040
Brent Crude Oil(IPE)
Dec01 011019 20.80 21.55 20.48 21.35 +0.73 37,221 82,446 -2,885
Jan02 011019 21.04 21.72 20.80 21.57 +0.72 11,803 41,385 +301
Feb02 011019 21.18 21.75 20.94 21.63 +0.63 3,139 16,610 -1,763
Mar02 011019 21.21 21.63 21.05 21.63 +0.56 1,376 10,382 -610
Apr02 011019 21.21 21.71 21.20 21.60 +0.53 686 8,666 +102
May02 011019 21.18 21.58 21.18 21.58 +0.52 339 6,014 -25
Jun02 011019 21.20 21.55 21.11 21.55 +0.51 791 17,598 -697
Jul02 011019 21.17 21.51 21.17 21.51 +0.48 250 3,861 +150
Total Volume and Open Interest 56,655 218,075 -5,604
Gas Oil(IPE)
Nov01 011019 193.25 194.75 190.75 192.25 -2.00 13,555 35,201 -3,481
Dec01 011019 189.50 191.25 188.00 190.50 unch 12,762 42,609 +763
Jan02 011019 189.00 190.25 187.50 190.00 +0.25 3,841 16,190 -772
Feb02 011019 189.00 189.25 188.50 189.25 +0.25 152 8,465 -36
Mar02 011019 187.75 188.00 185.75 188.00 +0.25 33 5,623 -97
Apr02 011019 186.50 186.75 186.50 186.75 +0.25 600 3,434 +440
May02 011019 186.00 186.00 186.00 186.00 unch 8 2,044 +0
Jun02 011019 185.75 186.00 184.00 185.75 unch 933 12,323 +305
Total Volume and Open Interest 33,052 132,062 -1,935
US Dollar Index(NYBOT)
Dec01 011019 114.95 115.40 114.93 115.18 +0.44 367 5,193 -44
Mar02 011019 115.90 115.90 115.68 115.68 +0.44 3 2,025 +1
Jun02 011019 116.18 116.18 116.18 116.18 +0.44 2 6 +2
Total Volume and Open Interest 372 7,225 -41
Australian Dollar(IMM)
Dec01 011019 50.48 50.76 50.46 50.69 +0.10 1,868 21,842 +53
Mar02 011019 50.47 50.47 50.47 50.47 +0.10 0 321 +0
Jun02 011019 50.25 50.25 50.25 50.25 +0.10 0 2 +0
Total Volume and Open Interest 1,868 22,177 +53
British Pound(IMM)
Dec01 011019 143.66 143.70 142.96 143.04 -1.06 4,530 36,978 +288
Mar02 011019 143.00 143.00 142.30 142.30 -1.06 2 63 +1
Jun02 011019 141.56 141.56 141.56 141.56 -1.06 0 1 +0
Total Volume and Open Interest 4,532 37,042 +289
Canadian Dollar(IMM)
Dec01 011019 63.35 63.44 63.29 63.38 +0.10 12,607 63,740 +27
Mar02 011019 63.34 63.34 63.20 63.31 +0.10 130 2,909 +29
Jun02 011019 63.28 63.29 63.16 63.26 +0.10 30 1,108 +21
Sep02 011019 63.25 63.25 63.20 63.24 +0.10 47 227 +25
Total Volume and Open Interest 12,820 68,086 +105
Japanese Yen(IMM)
Dec01 011019 82.85 83.08 82.73 82.85 unch 10,362 71,314 +2,112
Mar02 011019 83.30 83.30 83.30 83.30 unch 0 231 +0
Jun02 011019 83.65 83.76 83.65 83.76 unch 0 19 +0
Total Volume and Open Interest 9,722    
Deutsche Mark(IMM)
Dec01 011019 45.88 45.89 45.88 45.89 -0.24 1 199 +0
Total Volume and Open Interest 1 199 +0
Swiss Franc(IMM)
Dec01 011019 60.98 61.01 60.77 60.91 -0.27 3,819 46,389 -1,507
Mar02 011019 60.85 60.95 60.85 60.95 -0.27 1 93 +0
Jun02 011019 61.02 61.02 61.02 61.02 -0.27 0 3 +0
Total Volume and Open Interest 3,820 46,485 -1,507
EuroFX(IMM)
Dec01 011019 89.90 89.93 89.47 89.75 -0.48 8,214 103,678 -1,216
Mar02 011019 89.61 89.61 89.30 89.50 -0.48 4 942 +0
Jun02 011019 89.32 89.32 89.32 89.32 -0.48 2 180 +0
Total Volume and Open Interest 8,220 104,843 -1,216
Mexican Peso(IMM)
Dec01 011019 10730.0 10780.0 10685.0 10720.0 -10.0 3,272 13,280 +859
Mar02 011019 10530.0 10530.0 10450.0 10470.0 -5.0 37 1,566 +9
Total Volume and Open Interest 3,327 15,972 +877
30-Year T-Bonds(CBOT)
Dec01 011019 106~25 107~07 106~06 106~09 -0~17 186,419 534,556 +6,667
Mar02 011019 106~00 106~07 105~08 105~09 -0~17 2,504 29,168 +395
Jun02 011019 104~10 104~10 104~10 104~10 -0~17 0 556 +0
Total Volume and Open Interest 188,923 564,280 +7,062
Municipal Bonds(CBOT)
Dec01 011019 106~22 106~25 106~01 106~03 -0~18 422 10,286 +19
Total Volume and Open Interest 422 10,286 +19
10-Year T-Notes(CBOT)
Dec01 011019 109~100 109~210 108~285 108~300 -0~135 157,813 565,742 -1,956
Mar02 011019 108~160 108~170 107~260 107~275 -0~135 9,812 20,035 +5,372
Total Volume and Open Interest 167,626 585,778 +3,417
5-Year T-Notes(CBOT)
Dec01 011019 108~160 108~205 108~080 108~085 -0~060 65,612 457,730 +10,833
Mar02 011019 107~150 107~150 107~065 107~065 -0~060 1,702 8,074 +1,733
Total Volume and Open Interest 67,314 465,804 +12,566
2 Year T-Notes(CBOT)
Dec01 011019 105~049 105~056 105~040 105~042 unch 6,305 65,803 +880
Total Volume and Open Interest 6,305 65,803 +880
3-Mth T-Bills(IMM)
Dec01 011019 98.01 98.03 97.99 97.99 -0.02 3 1,308 +0
Total Volume and Open Interest 3 1,308 +0
Eurodollars(IMM)
Dec01 011019 97.765 97.775 97.740 97.745 -0.005 74,206 819,738 -573
Mar02 011019 97.680 97.700 97.640 97.650 -0.015 93,562 611,008 +1,686
Jun02 011019 97.355 97.375 97.325 97.330 +0.005 102,424 593,183 +195
Sep02 011019 96.925 96.950 96.890 96.900 +0.005 64,586 393,064 -1,005
Dec02 011019 96.430 96.455 96.400 96.405 +0.005 42,218 356,298 -4,572
Mar03 011019 96.095 96.120 96.055 96.065 unch 20,081 235,053 +1,368
Jun03 011019 95.725 95.750 95.690 95.700 unch 13,096 176,700 -1,317
Sep03 011019 95.425 95.450 95.390 95.390 -0.010 14,969 170,663 -3,254
Dec03 011019 95.115 95.140 95.080 95.080 -0.015 6,499 144,438 -250
Mar04 011019 95.000 95.000 94.945 94.945 -0.020 5,338 145,105 -112
Jun04 011019 94.830 94.845 94.765 94.775 -0.025 7,357 116,173 -1,636
Sep04 011019 94.680 94.705 94.630 94.630 -0.030 3,474 92,114 +508
Total Volume and Open Interest 486,325 4,453,122 -9,139
3-Mth Euro-Yen(IMM)
Dec01 011019 99.90 99.90 99.90 99.90 unch 1,077 19,376 +1,294
Mar02 011019 99.87 99.88 99.87 99.88 unch 12 8,253 +105
Jun02 011019 99.89 99.89 99.89 99.89 unch 19 10,173 -13
Sep02 011019 99.87 99.87 99.87 99.87 unch 42 2,696 +21
Dec02 011019 99.82 99.82 99.82 99.82 unch 10 866 -5
Mar03 011019 99.79 99.79 99.79 99.79 unch 10 617 +0
Jun03 011019 99.76 99.76 99.76 99.76 unch 10 169 +71
Sep03 011019 99.70 99.70 99.70 99.70 unch 10 15 +0
Dec03 011019 99.61 99.61 99.61 99.61 -0.01 0 2 +0
Mar04 011019 99.53 99.53 99.53 99.53 unch 0 220 +0
Total Volume and Open Interest 1,190 42,387 +1,473
3-Mth Euro-Yen(SIMEX)
Dec01 011019 99.90 99.90 99.89 99.90 unch 586 91,671 +187
Mar02 011019 99.88 99.88 99.87 99.88 unch 1,927 61,018 -20
Jun02 011019 99.89 99.89 99.89 99.89 unch 829 61,274 -929
Sep02 011019 99.86 99.86 99.86 99.86 0.00 3,836 28,879 +2,525
Dec02 011019 99.82 99.82 99.82 99.82 0.00 686 9,768 -312
Mar03 011019 99.79 99.79 99.79 99.79 unch 1,084 14,906 +748
Jun03 011019 99.76 99.76 99.76 99.76 0.00 334 15,209 +258
Sep03 011019 99.70 99.70 99.70 99.70 unch 0 7,327 +0
Total Volume and Open Interest 9,282 303,352 +2,457
Euro Notional Bond(MATIF)
Dec01 011019 90.56 90.83 90.41 90.49 -0.01 1,509 26,527 +1,065
Mar02 011019 90.59 90.59 90.59 90.59 -0.01      
Jun02 011019 90.69 90.69 90.69 90.69 -0.01      
Total Volume and Open Interest 1,509 26,527 +1,065
3-Month Euribor(MATIF)
Dec01 011019 96.65 96.65 96.65 96.65 +0.05 0 2,776 +0
Mar02 011019 96.85 96.85 96.85 96.85 +0.05 0 2,496 +0
Jun02 011019 96.85 96.85 96.85 96.85 +0.05 0 211 +0
Total Volume and Open Interest 0 6,273 +0
German Euro-Bund(EUREX)
Dec01 011019 110.11 110.35 109.95 109.99 -0.15 655,655 768,699 +2,776
Mar02 011019 109.91 110.03 109.74 109.74 -0.13 901 10,022 -89
Jun02 011019 109.06 109.06 109.06 109.06 -0.11 8,104 895 +390
Total Volume and Open Interest 664,660 779,616 +3,077
German Euro-Bobl(EUREX)
Dec01 011019 108.62 108.88 108.61 108.72 +0.10 333,527 535,562 -23,582
Mar02 011019 108.40 108.40 108.30 108.30 +0.15 408 8,458 -50
Jun02 011019 107.95 107.95 107.95 107.95 +0.05 937 814 +0
Total Volume and Open Interest 334,872 544,834 -23,632
Long Gilt(LIFFE)
Dec01 011019 115~23 115~31 115~19 115~21 +0~04 21,827 64,277 -443
Mar02 011019 115~14 115~14 115~14 115~14 +0~04      
Total Volume and Open Interest 21,827 64,277 -443
3-Mth Short Sterling(LIFFE)
Dec01 011019 95.75 95.80 95.74 95.77 +0.03 28,171 0 +0
Mar02 011019 95.76 95.84 95.76 95.80 +0.07 38,890 0 +0
Jun02 011019 95.55 95.63 95.55 95.59 +0.07 32,212 0 +0
Total Volume and Open Interest 138,972    
3-Mth Euribor(LIFFE)
Dec01 011019 96.615 96.670 96.615 96.630 +0.025 79,643 449,737 +5,903
Mar02 011019 96.805 96.885 96.805 96.840 +0.040 64,379 373,916 -7,328
Jun02 011019 96.800 96.875 96.800 96.835 +0.050 37,207 280,277 -1,352
Total Volume and Open Interest 242,533 1,807,970 -2,473
3-Mth Aus T-Bills(SFE)
Dec01 011019 95.85 95.87 95.85 95.87 +0.01 10,791 189,343 +3,349
Mar02 011019 95.93 95.95 95.92 95.94 +0.01 9,325 91,879 +2,266
Jun02 011019 95.83 95.84 95.81 95.82 +0.01 1,296 37,270 +127
Sep02 011019 95.62 95.62 95.59 95.60 unch 758 20,980 +64
Dec02 011019 95.35 95.35 95.34 95.34 -0.01 116 13,554 +34
Mar03 011019 95.14 95.15 95.14 95.15 unch 121 9,525 +58
Jun03 011019 94.98 94.99 94.98 94.99 unch 127 6,726 +102
Sep03 011019 94.85 94.85 94.85 94.85 -0.01 10 4,988 +10
Dec03 011019 94.74 94.74 94.74 94.74 unch 2 2,474 +0
Mar04 011019 94.64 94.64 94.64 94.64 unch 0 1,870 +0
Total Volume and Open Interest 22,549 381,728 +6,012
10-Year Aus T-Bonds(SFE)
Dec01 011019 94.55 94.60 94.53 94.54 -0.01 3,080 137,296 -6,277
Mar02 011019 94.55 94.55 94.55 94.55 0.00      
Total Volume and Open Interest 13,705 143,573 -7,420
3-Year Aus T-Bonds(SFE)
Dec01 011019 95.47 95.49 95.45 95.47 unch 37,869 287,048 +19,482
Mar02 011019 95.32 95.32 95.32 95.32 unch      
Total Volume and Open Interest 37,869 287,048 +19,482
Gold(CMX)
Oct01 011019 279.5 280.1 279.0 280.1 +0.9 7 20 +2
Dec01 011019 279.3 281.4 278.8 280.7 +0.9 34,261 85,617 -3,745
Feb02 011019 280.2 281.7 279.2 281.2 +0.9 639 12,437 -211
Apr02 011019 280.6 282.5 280.2 281.7 +0.9 22 4,135 +7
Jun02 011019 279.8 282.8 279.8 282.3 +0.9 39 5,325 +7
Aug02 011019 282.9 282.9 282.9 282.9 +0.9 17 2,887 -17
Total Volume and Open Interest 35,203 123,035 -3,837
Silver(CMX)
Dec01 011019 425.5 430.5 424.5 427.3 +1.0 19,246 34,997 -4,134
Mar02 011019 429.5 434.0 428.0 430.0 +1.0 975 15,651 +277
May02 011019 430.0 434.0 429.0 431.7 +1.0 289 1,156 +181
Jul02 011019 434.0 434.0 433.0 433.0 +1.0 36 1,937 -18
Sep02 011019 434.4 434.4 434.4 434.4 +1.0 15 1,311 +10
Total Volume and Open Interest 20,644 61,103 -3,674
Platinum(NYM)
Oct01 011019 437.0 437.0 437.0 437.0 +5.7 4 10 -2
Jan02 011019 415.5 424.0 415.5 423.0 +5.7 323 5,312 +75
Apr02 011019 410.0 415.5 410.0 415.5 +5.7 1 12 +1
Jul02 011019 409.0 409.0 409.0 409.0 +5.7 2 52 +2
Total Volume and Open Interest 330 5,429 +76
Palladium(NYME)
Dec01 011019 324.00 325.00 321.00 321.00 -6.60 66 1,272 -6
Mar02 011019 322.00 322.00 322.00 322.00 -7.60 30 62 +19
Total Volume and Open Interest 96 1,334 +13
Copper(CMX)
Dec01 011019 62.65 62.70 62.25 62.35 -0.85 7,739 52,774 +1,514
Mar02 011019 63.45 63.50 63.10 63.20 -0.85 861 10,080 +46
May02 011019 64.10 64.20 63.75 63.75 -0.85 104 4,107 -7
Jul02 011019 64.70 64.70 64.30 64.30 -0.85 162 2,536 -5
Sep02 011019 65.30 65.40 64.80 64.80 -0.85 68 2,842 +65
Total Volume and Open Interest 10,147 92,152 +2,117
DJIA Index(CBOT)
Dec01 011019 9160 9220 9076 9192 +9 19,503 31,024 -1,028
Mar02 011019 9160 9205 9091 9198 +9 13 673 +2
Jun02 011019 9160 9215 9160 9215 +9 3 68 +3
Total Volume and Open Interest 19,519 31,771 -1,023
S & P 500(CME)
Dec01 011019 1069.00 1078.00 1058.60 1072.50 -0.60 71,573 518,023 -2,413
Mar02 011019 1063.00 1076.00 1063.00 1074.50 -0.60 1,843 14,166 +1,287
Jun02 011019 1078.30 1078.30 1078.30 1078.30 -0.50 63 1,014 +10
Sep02 011019 1082.80 1082.80 1082.80 1082.80 -0.50 8 293 +0
Total Volume and Open Interest 73,487 533,777 -1,116
S & P 500 E-Mini(Globex)
Dec01 011019 1073.75 1078.00 1058.75 1072.50 -0.50 234,202 142,689 -2,157
Mar02 011019 1074.50 1074.50 1074.50 1074.50 -0.50 1 17 +0
Total Volume and Open Interest 234,203 142,706 -2,157
NASDAQ 100(CME)
Dec01 011019 1323.00 1360.00 1307.00 1353.50 +10.00 19,763 52,599 -55
Mar02 011019 1360.50 1360.50 1360.50 1360.50 +10.00 0 6 +0
Jun02 011019 1367.50 1367.50 1367.50 1367.50 +10.00 0 1 +0
Total Volume and Open Interest 19,763 52,606 -55
NASDAQ 100 E-Mini(GLOBEX)
Dec01 011019 1347.0 1360.0 1307.5 1353.5 +10.0 173,453 79,526 -5,526
Mar02 011019 1360.5 1360.5 1360.5 1360.5 +10.0      
Total Volume and Open Interest 173,453 79,526 -5,526
NYSE Composite(NYBOT)
Dec01 011019 552.80 556.00 548.50 554.30 +0.30 397 5,221 -98
Mar02 011019 555.30 555.30 555.30 555.30 +0.30 0 680 +0
Jun02 011019 556.30 556.30 556.30 556.30 +0.30 0 300 +0
Total Volume and Open Interest 397 6,201 -98
S & P Midcap 400(CME)
Dec01 011019 443.00 451.50 441.50 447.50 +2.25 824 15,407 -84
Mar02 011019 450.35 450.35 450.35 450.35 +2.25      
Jun02 011019 454.35 454.35 454.35 454.35 +2.25      
Total Volume and Open Interest 824 15,407 -84
Russell 2000(CME)
Dec01 011019 420.50 428.25 419.50 425.25 +3.25 1,833 21,153 +18
Mar02 011019 427.40 427.40 427.40 427.40 +3.25      
Jun02 011019 431.40 431.40 431.40 431.40 +3.25      
Total Volume and Open Interest 1,833 21,153 +18
Value Line(KCBT)
Dec01 011019 1069.00 1083.00 1059.00 1079.00 +7.00 7 86 -32
Total Volume and Open Interest 7 86 -32
Nikkei 225(CME)
Dec01 011019 10400 10500 10360 10480 +75 1,011 13,459 -148
Mar02 011019 10505 10505 10505 10505 +75 0 18 +0
Total Volume and Open Interest 1,011 13,500 -148
Nikkei 225(SIMEX)
Dec01 011019 10460 10590 10420 10480 +35 11,113