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MRCI's End of Day Prices
Daily Futures Price Listing Wed October 24, 2001
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Nov01 011024 422.00 425.75 422.00 424.50 +3.75 32,289 75,068 -2,236
Jan02 011024 429.00 432.50 429.00 431.75 +4.00 14,326 53,924 +2,668
Mar02 011024 436.00 438.75 436.00 437.75 +3.50 5,090 28,917 +356
May02 011024 442.00 444.00 441.50 443.50 +3.25 2,605 21,852 +17
Jul02 011024 447.50 449.00 447.00 448.25 +3.50 3,130 19,587 +776
Aug02 011024 447.50 449.00 447.50 448.00 +3.00 107 763 +5
Sep02 011024 447.00 449.00 446.50 449.00 +4.00 153 171 -72
Total Volume and Open Interest 58,104 206,353 +1,542
Soybean Meal(CBOT)
Dec01 011024 157.00 158.70 156.80 158.20 +1.90 12,483 46,639 -1,318
Jan02 011024 155.50 156.80 155.00 156.00 +1.30 4,389 20,156 +964
Mar02 011024 152.30 153.80 152.20 153.20 +1.60 1,708 15,653 +208
May02 011024 150.30 151.50 150.20 151.20 +1.50 2,001 17,973 +583
Jul02 011024 150.00 151.30 150.00 151.00 +1.60 2,457 15,452 +1,085
Aug02 011024 149.50 151.00 149.30 150.10 +1.40 196 4,289 +119
Sep02 011024 149.20 150.70 149.20 150.20 +1.50 369 3,848 +192
Oct02 011024 148.50 150.00 148.50 149.10 +1.30 21 1,704 +22
Total Volume and Open Interest 23,905 128,263 +1,895
Soybean Oil(CBOT)
Dec01 011024 15.09 15.32 14.92 15.17 +0.19 11,686 65,822 +571
Jan02 011024 15.30 15.53 15.14 15.39 +0.20 4,292 27,731 +858
Mar02 011024 15.57 15.82 15.43 15.65 +0.19 2,289 24,620 +312
May02 011024 15.83 16.02 15.65 15.90 +0.19 3,487 23,086 +152
Jul02 011024 16.05 16.27 15.94 16.15 +0.20 1,883 16,659 +531
Aug02 011024 16.08 16.38 16.08 16.26 +0.23 179 3,343 +88
Sep02 011024 16.23 16.50 16.20 16.35 +0.15 110 2,867 +62
Oct02 011024 16.35 16.50 16.35 16.46 +0.16 1 1,345 +0
Total Volume and Open Interest 23,927 168,249 +2,574
Canola(WCE)
Nov01 011024 321.3 322.4 319.6 320.0 -0.4 4,192 12,676 -2,652
Jan02 011024 322.0 323.5 320.5 321.6 +0.2 4,303 36,874 +734
Mar02 011024 321.5 323.6 321.3 322.0 +0.5 999 11,198 +478
May02 011024 324.0 324.0 323.2 323.2 +0.8 86 2,542 +65
Jul02 011024 322.5 322.5 322.5 322.5 +0.6 133 3,640 +70
Total Volume and Open Interest 9,844 70,998 -1,316
Corn(CBOT)
Nov01 011024 200.00 201.50 199.75 201.50 +2.25 378 2,429 +116
Dec01 011024 204.50 206.75 204.00 206.50 +2.25 27,345 211,016 -537
Jan02 011024 209.25 211.00 209.00 211.00 +2.25 3 680 +1
Mar02 011024 217.00 219.50 216.75 219.00 +2.00 6,884 112,379 +2,017
May02 011024 225.25 227.25 224.50 226.75 +2.00 2,845 38,276 -214
Jul02 011024 230.75 232.75 230.00 232.50 +2.25 1,441 33,557 +419
Total Volume and Open Interest 39,814 424,669 +2,084
Wheat(CBOT)
Dec01 011024 286.50 287.00 282.50 283.75 -1.75 16,425 76,915 +548
Mar02 011024 294.00 294.50 290.00 291.75 -1.00 3,009 33,252 +233
May02 011024 295.00 295.00 292.50 293.25 -1.00 363 6,078 +30
Jul02 011024 295.00 295.75 293.50 294.50 -0.50 1,072 8,760 +187
Sep02 011024 298.50 299.00 297.00 298.00 -0.50 0 265 +0
Total Volume and Open Interest 20,936 126,470 +1,067
Wheat(KCBT)
Dec01 011024 292.00 293.00 290.50 292.25 +0.50 3,576 42,676 +254
Mar02 011024 301.00 301.25 298.50 300.50 -0.25 1,271 22,751 +76
May02 011024 304.50 305.00 303.75 304.75 unch 267 6,320 +32
Jul02 011024 311.00 311.00 308.25 309.50 -0.50 143 5,217 +59
Sep02 011024 318.00 318.00 315.50 315.50 -1.00 0 1,564 +0
Total Volume and Open Interest 5,258 78,950 +421
Wheat(MGE)
Dec01 011024 313.50 314.00 312.00 312.25 -0.75 1,158 18,909 -531
Mar02 011024 322.50 323.50 321.50 322.00 +0.50 186 7,201 -78
May02 011024 329.75 330.00 329.00 329.50 +0.75 56 1,389 -27
Jul02 011024 336.00 336.25 336.00 336.25 +0.25 19 767 -2
Sep02 011024 343.00 343.00 342.25 342.25 +0.25 11 414 +0
Total Volume and Open Interest 1,430 28,783 -638
Oats(CBOT)
Dec01 011024 187.75 189.25 183.50 184.00 -3.50 1,220 5,931 +116
Mar02 011024 175.50 176.00 171.75 172.25 -2.25 461 4,760 +38
May02 011024 165.75 166.00 163.00 163.50 -1.25 188 1,237 +49
Jul02 011024 154.00 154.00 153.00 153.50 -0.50 36 715 +12
Total Volume and Open Interest 1,905 12,662 +215
Rough Rice(MCE)
Nov01 011024 3.72 3.76 3.68 3.69 -0.05 335 2,514 +23
Jan02 011024 3.99 3.99 3.93 3.93 -0.05 326 1,650 +12
Mar02 011024 4.21 4.23 4.18 4.18 -0.03 221 1,185 +34
May02 011024 4.46 4.46 4.42 4.42 -0.05 70 517 +38
Total Volume and Open Interest 1,042 6,179 +196
Live Cattle(CME)
Oct01 011024 65.750 65.750 64.600 65.400 -0.525 652 1,775 -395
Dec01 011024 67.125 67.125 66.325 66.900 -0.425 5,164 45,322 -188
Feb02 011024 70.900 71.000 70.050 70.675 -0.550 1,620 29,422 +39
Apr02 011024 72.850 72.850 71.900 72.675 -0.400 1,116 14,847 +259
Jun02 011024 68.500 68.500 67.650 68.350 -0.325 500 12,942 +48
Aug02 011024 68.600 68.600 67.850 68.400 -0.275 108 2,805 -3
Total Volume and Open Interest 9,166 107,515 -236
Feeder Cattle(CME)
Oct01 011024 88.700 88.700 88.500 88.600 -0.100 221 1,786 -97
Nov01 011024 86.900 86.900 85.900 86.500 -0.475 716 4,848 -121
Jan02 011024 84.750 84.750 83.600 84.225 -0.625 593 5,142 +151
Mar02 011024 84.300 84.300 83.100 83.750 -0.575 141 2,112 +68
Apr02 011024 84.200 84.200 83.350 83.800 -0.500 97 862 +67
May02 011024 84.100 84.100 83.100 83.400 -0.750 19 988 -2
Aug02 011024 84.400 84.650 84.200 84.600 -0.650 19 252 +2
Total Volume and Open Interest 1,811 16,020 +69
Lean Hogs(CME)
Dec01 011024 49.050 49.175 47.325 47.700 -1.625 3,885 19,969 +381
Feb02 011024 51.400 51.625 49.725 50.600 -1.125 795 6,144 -34
Apr02 011024 53.400 53.600 52.100 52.725 -0.800 510 3,216 +72
Jun02 011024 61.600 62.125 61.025 61.650 -0.250 111 989 -6
Jul02 011024 60.300 60.600 59.950 60.050 -0.250 1 295 -1
Aug02 011024 59.200 59.200 59.125 59.125 -0.175 5 168 +5
Oct02 011024 53.150 53.150 53.100 53.100 -0.150 1 219 +0
Total Volume and Open Interest 5,333 31,789 +411
Pork Bellies(CME)
Feb02 011024 66.650 67.050 64.950 66.075 -1.225 554 2,003 -32
Mar02 011024 66.250 66.500 64.800 65.500 -1.900 19 178 +4
May02 011024 68.800 68.800 66.300 66.300 -2.900 21 52 -12
Jul02 011024 68.400 68.400 66.750 66.750 -2.400 3 27 +3
Aug02 011024 69.700 69.700 69.700 69.700 -3.000 0 4 +0
Total Volume and Open Interest 597 2,264 -37
Cocoa(NYBOT)
Dec01 011024 1014 1022 996 1000 -11 3,046 25,478 -266
Mar02 011024 1015 1018 990 998 -13 1,162 25,283 +98
May02 011024 1024 1025 1000 1005 -11 45 9,749 +0
Jul02 011024 1027 1027 1009 1009 -11 49 6,486 +19
Sep02 011024 1015 1015 1015 1015 -11 247 4,345 -215
Dec02 011024 1040 1045 1025 1025 -11 300 11,345 -200
Mar03 011024 1037 1037 1037 1037 -12 1 8,794 +1
Total Volume and Open Interest 5,250 97,699 -163
Coffee "C"(NYBOT)
Dec01 011024 43.90 43.90 43.10 43.30 -0.25 4,221 32,930 -402
Mar02 011024 46.25 46.30 45.65 45.80 -0.25 1,361 14,267 -115
May02 011024 47.75 47.75 47.20 47.25 -0.25 296 4,624 -72
Jul02 011024 49.15 49.25 48.55 48.55 -0.35 98 3,325 -5
Sep02 011024 50.20 50.20 49.65 49.65 -0.40 235 2,272 +77
Dec02 011024 52.20 52.50 51.50 51.50 -0.35 85 2,152 +28
Total Volume and Open Interest 6,345 59,850 -441
Orange Juice(NYBOT)
Nov01 011024 89.70 90.40 88.70 89.85 unch 1,881 7,523 -594
Jan02 011024 90.40 91.45 89.60 90.80 +0.25 1,702 6,875 +605
Mar02 011024 91.85 92.40 91.00 92.15 -0.05 63 2,211 +38
May02 011024 93.00 93.75 93.00 93.75 +0.25 4 849 +1
Jul02 011024 95.00 95.00 95.00 95.00 unch 1 98 +0
Total Volume and Open Interest 3,656 17,780 +50
Sugar #11(NYBOT)
Mar02 011024 6.71 6.90 6.70 6.88 +0.25 5,137 94,683 +194
May02 011024 6.53 6.69 6.53 6.66 +0.23 1,201 16,690 +349
Jul02 011024 6.29 6.42 6.29 6.41 +0.20 876 22,237 +342
Oct02 011024 6.44 6.53 6.44 6.53 +0.17 621 11,310 +170
Mar03 011024 6.74 6.75 6.70 6.72 +0.15 242 3,999 +209
Total Volume and Open Interest 8,342 151,812 +1,446
London Cocoa(LCE)
Dec01 011024 754 760 747 747 -8 1,855 32,954 -641
Mar02 011024 776 780 767 768 -8 811 59,111 +176
May02 011024 792 796 783 784 -8 550 28,967 +4
Jul02 011024 801 804 792 792 -8 101 18,599 +1
Sep02 011024 799 799 796 796 -8 7 9,881 +0
Dec02 011024 807 815 802 802 -8 0 3,687 +0
Mar03 011024 808 808 808 808 -8 5 2,676 +5
Total Volume and Open Interest 3,329 156,403 -455
London Coffee(LCE)
Nov01 011024 386.00 390.00 377.00 380.00 -8.00 2,654 16,980 -698
Jan02 011024 389.00 394.00 381.00 386.00 -7.00 3,039 33,985 -445
Mar02 011024 401.00 405.00 397.00 401.00 -6.00 942 20,513 +119
May02 011024 412.00 420.00 412.00 416.00 -8.00 338 15,039 +106
Jul02 011024 426.00 434.00 426.00 430.00 -8.00 110 10,659 +29
Sep02 011024 440.00 449.00 440.00 444.00 -8.00 310 7,897 +136
Total Volume and Open Interest 7,433 106,943 -749
London Sugar(LCE)
Oct01 010914 220.00 231.50 219.60 230.00 +9.80 3,557 4,459 -1,314
Dec01 011024 220.00 226.00 219.30 225.50 +5.60 1,986 16,830 -384
Mar02 011024 216.50 223.40 216.50 223.30 +6.80 1,341 14,697 -173
May02 011024 210.30 216.50 209.70 216.50 +6.50 223 7,028 +117
Aug02 011024 200.80 206.50 200.60 206.50 +6.50 321 6,424 +180
Total Volume and Open Interest 4,056 48,754 -140
Cotton(NYBOT)
Dec01 011024 29.49 29.49 28.91 29.09 -0.67 2,397 32,500 -242
Mar02 011024 31.05 31.05 30.60 30.75 -0.66 1,813 11,823 +258
May02 011024 32.10 32.15 31.70 31.90 -0.62 673 6,079 +278
Jul02 011024 33.15 33.20 32.80 32.92 -0.60 221 5,266 +90
Oct02 011024 35.05 35.05 34.60 34.65 -0.57 10 184 +4
Dec02 011024 36.10 36.20 35.60 35.60 -0.65 190 3,780 +55
Total Volume and Open Interest 5,319 60,394 +450
Lumber(CME)
Nov01 011024 217.9 224.8 215.5 223.5 +8.7 206 1,222 -42
Jan02 011024 229.0 239.8 229.0 239.8 +10.0 126 720 +17
Mar02 011024 242.5 247.5 240.5 246.6 +6.4 19 98 +0
May02 011024 250.0 250.5 250.0 250.5 +4.3 3 39 +2
Total Volume and Open Interest 354 2,081 -23
Crude Oil(NYM)
Dec01 011024 21.70 22.45 21.50 22.33 +0.48 64,155 145,934 +3,355
Jan02 011024 21.90 22.60 21.70 22.50 +0.44 21,003 42,233 +2,255
Feb02 011024 22.05 22.62 21.96 22.58 +0.43 5,313 22,903 +1,195
Mar02 011024 22.00 22.62 22.00 22.60 +0.41 2,404 19,493 -51
Apr02 011024 22.45 22.65 22.38 22.58 +0.38 1,609 17,432 -16
May02 011024 22.05 22.55 22.05 22.55 +0.36 528 12,005 -19
Jun02 011024 22.01 22.50 21.93 22.50 +0.34 2,069 27,097 -126
Jul02 011024 22.02 22.45 22.02 22.45 +0.32 325 9,808 +62
Aug02 011024 22.39 22.39 22.39 22.39 +0.30 70 11,283 +5
Sep02 011024 22.00 22.36 22.00 22.33 +0.29 271 12,375 +115
Total Volume and Open Interest 103,259 412,340 -11,146
Heating Oil(NYM)
Nov01 011024 61.90 64.25 61.75 63.92 +1.81 13,409 22,188 -1,614
Dec01 011024 62.75 64.90 62.40 64.49 +1.72 10,373 44,770 +67
Jan02 011024 63.55 65.30 63.15 64.98 +1.44 3,394 25,663 +319
Feb02 011024 63.35 64.70 63.25 64.63 +1.29 1,170 15,282 +144
Mar02 011024 61.90 63.40 61.70 63.18 +1.09 1,374 16,132 +463
Apr02 011024 61.10 62.00 61.10 61.93 +0.99 746 9,713 +184
May02 011024 60.05 60.85 59.95 60.73 +0.94 377 4,602 +17
Jun02 011024 59.75 60.50 59.75 60.38 +0.89 205 7,353 -244
Jul02 011024 60.10 61.50 60.10 60.73 +0.89 76 2,633 +23
Aug02 011024 61.00 61.70 61.00 61.28 +0.89 37 2,294 -33
Total Volume and Open Interest 31,609 159,925 -511
Unleaded Gas(NYM)
Nov01 011024 58.70 61.00 58.30 60.40 +1.39 14,459 22,119 -1,387
Dec01 011024 59.10 60.95 58.45 60.54 +1.53 7,871 28,494 +1,899
Jan02 011024 59.25 61.30 59.20 61.09 +1.38 2,105 11,003 +37
Feb02 011024 60.25 62.00 60.25 61.89 +1.28 73 5,670 -39
Mar02 011024 61.15 62.79 61.15 62.79 +1.18 1,203 10,661 +859
Apr02 011024 67.00 68.39 67.00 68.39 +0.98 564 10,213 -52
May02 011024 67.60 68.94 67.40 68.94 +1.03 461 8,810 +231
Jun02 011024 68.50 68.79 68.50 68.79 +1.08 322 7,131 +337
Total Volume and Open Interest 27,086 112,056 +1,903
Natural Gas(NYM)
Nov01 011024 2.650 3.000 2.610 2.981 +0.300 36,666 47,032 -2,035
Dec01 011024 2.880 3.200 2.835 3.171 +0.236 16,218 53,805 +1,050
Jan02 011024 3.060 3.330 3.030 3.326 +0.216 9,008 50,276 +297
Feb02 011024 3.070 3.330 3.035 3.321 +0.204 4,411 31,379 +1,362
Mar02 011024 3.020 3.261 2.985 3.261 +0.187 3,143 30,842 +157
Apr02 011024 2.930 3.170 2.920 3.146 +0.164 1,272 37,760 +239
May02 011024 2.945 3.176 2.930 3.176 +0.163 632 19,465 -12
Jun02 011024 3.000 3.221 3.000 3.221 +0.158 380 14,904 -100
Total Volume and Open Interest 74,124 522,085 +1,071
Brent Crude Oil(IPE)
Dec01 011024 20.75 21.51 20.53 21.26 +0.32 37,963 66,991 -10,423
Jan02 011024 20.95 21.67 20.78 21.41 +0.25 13,673 45,877 +1,749
Feb02 011024 21.02 21.60 20.92 21.51 +0.24 2,412 15,035 -733
Mar02 011024 21.03 21.66 21.00 21.49 +0.22 1,170 11,159 -217
Apr02 011024 21.07 21.50 21.00 21.47 +0.21 937 8,847 -382
May02 011024 21.05 21.45 21.05 21.45 +0.21 57 6,074 +35
Jun02 011024 21.05 21.60 20.96 21.42 +0.20 2,605 16,438 -552
Jul02 011024 21.44 21.45 21.35 21.38 +0.20 821 4,133 -96
Total Volume and Open Interest 62,781 206,920 -8,801
Gas Oil(IPE)
Nov01 011024 191.50 198.50 190.25 198.00 +3.50 11,587 34,215 +1,052
Dec01 011024 189.00 195.75 187.75 195.50 +4.00 8,523 40,879 -446
Jan02 011024 189.00 194.50 187.50 194.50 +3.00 2,853 17,079 -1,066
Feb02 011024 188.00 193.25 188.00 193.25 +2.50 286 8,092 -154
Mar02 011024 187.25 191.75 186.00 191.75 +2.25 500 6,144 +400
Apr02 011024 190.25 190.25 190.25 190.25 +2.00 300 3,354 +116
May02 011024 189.25 189.25 189.25 189.25 +2.00 150 2,094 +50
Jun02 011024 185.00 189.00 183.50 189.00 +2.25 1,104 12,618 -30
Total Volume and Open Interest 25,657 131,009 +18
US Dollar Index(NYBOT)
Dec01 011024 115.95 116.18 115.90 115.96 -0.27 712 4,581 -126
Mar02 011024 116.49 116.49 116.40 116.44 -0.27 2 2,032 +1
Jun02 011024 116.92 116.92 116.92 116.92 -0.27 0 6 +0
Total Volume and Open Interest 714 6,620 -125
Australian Dollar(IMM)
Dec01 011024 50.64 50.78 50.53 50.66 +0.07 908 21,222 -298
Mar02 011024 50.48 50.48 50.44 50.44 +0.07 0 321 +0
Jun02 011024 50.22 50.22 50.22 50.22 +0.07 0 2 +0
Total Volume and Open Interest 908 21,557 -298
British Pound(IMM)
Dec01 011024 142.04 142.60 141.80 142.40 +0.34 4,647 39,165 +1,356
Mar02 011024 141.60 141.66 141.60 141.66 +0.34 3 177 +2
Jun02 011024 140.92 140.92 140.92 140.92 +0.34 0 1 +0
Total Volume and Open Interest 4,650 39,343 +1,358
Canadian Dollar(IMM)
Dec01 011024 63.52 63.54 63.35 63.51 -0.09 9,824 66,112 -213
Mar02 011024 63.50 63.52 63.37 63.47 -0.09 64 2,998 +29
Jun02 011024 63.38 63.49 63.38 63.44 -0.09 4 1,276 +2
Sep02 011024 63.40 63.44 63.40 63.44 -0.09 26 258 +2
Total Volume and Open Interest 9,919 70,752 -179
Japanese Yen(IMM)
Dec01 011024 81.72 81.78 81.58 81.66 -0.12 11,987 75,038 +380
Mar02 011024 82.11 82.11 82.11 82.11 -0.12 4 232 +0
Jun02 011024 82.56 82.56 82.56 82.56 -0.12 0 23 +0
Total Volume and Open Interest 5,996    
Deutsche Mark(IMM)
Dec01 011023 45.44 45.44 45.44 45.44 -0.10 0 203 +0
Total Volume and Open Interest 0 203 +0
Swiss Franc(IMM)
Dec01 011024 60.26 60.40 60.13 60.33 +0.11 6,899 49,044 -1,204
Mar02 011024 60.31 60.41 60.25 60.37 +0.11 7 109 +4
Jun02 011024 60.44 60.44 60.44 60.44 +0.11 0 3 +0
Total Volume and Open Interest 6,906 49,156 -1,200
EuroFX(IMM)
Dec01 011023 88.72 88.97 88.58 88.88 -0.19 24,708 105,391 +1,656
Mar02 011023 88.71 88.71 88.40 88.63 -0.19 48 1,111 +20
Jun02 011023 88.45 88.45 88.45 88.45 -0.19 0 180 +0
Total Volume and Open Interest 24,756 106,744 +1,695
Mexican Peso(IMM)
Dec01 011024 10720.0 10745.0 10705.0 10725.0 -7.0 3,070 15,491 +245
Mar02 011024 10480.0 10490.0 10480.0 10480.0 -7.0 141 1,468 -33
Total Volume and Open Interest 3,212 18,102 +211
30-Year T-Bonds(CBOT)
Dec01 011024 106~04 107~09 106~02 107~03 +0~28 165,575 518,463 -1,727
Mar02 011024 105~11 106~08 105~09 106~02 +0~27 3,037 30,458 +1,240
Jun02 011024 105~02 105~02 105~02 105~02 +0~27 0 556 +0
Total Volume and Open Interest 168,612 549,477 -487
Municipal Bonds(CBOT)
Dec01 011024 106~00 106~21 105~27 106~16 +0~18 620 10,463 +119
Total Volume and Open Interest 620 10,463 +119
10-Year T-Notes(CBOT)
Dec01 011024 108~265 109~090 108~265 109~080 +0~125 186,618 581,560 +11,071
Mar02 011024 107~280 108~065 107~255 108~055 +0~130 6,330 23,866 +3,129
Total Volume and Open Interest 192,948 605,427 +14,200
5-Year T-Notes(CBOT)
Dec01 011024 108~075 108~170 108~050 108~155 +0~080 45,156 0 -462,058
Mar02 011024 107~055 107~135 107~035 107~135 +0~075 2,043 14,699 +1,238
Total Volume and Open Interest 47,199 14,699 -460,820
2 Year T-Notes(CBOT)
Dec01 011024 105~044 105~061 105~040 105~060 +0~018 5,546 69,429 +515
Total Volume and Open Interest 5,546 69,429 +515
3-Mth T-Bills(IMM)
Dec01 011024 98.01 98.01 98.01 98.01 +0.04 282 1,690 +253
Total Volume and Open Interest 282 1,690 +253
Eurodollars(IMM)
Dec01 011024 97.780 97.810 97.770 97.800 +0.040 88,421 832,582 +11,030
Mar02 011024 97.665 97.720 97.655 97.705 +0.050 115,864 622,573 +13,722
Jun02 011024 97.340 97.420 97.325 97.405 +0.080 74,479 587,931 +6,519
Sep02 011024 96.895 96.990 96.880 96.975 +0.090 54,176 393,852 +1,566
Dec02 011024 96.405 96.485 96.385 96.475 +0.085 37,281 371,854 +1,924
Mar03 011024 96.060 96.120 96.035 96.115 +0.075 16,097 237,336 +968
Jun03 011024 95.680 95.745 95.670 95.740 +0.070 12,098 179,818 +1,309
Sep03 011024 95.365 95.430 95.360 95.425 +0.065 11,584 168,619 -973
Dec03 011024 95.040 95.100 95.040 95.100 +0.060 4,550 145,193 -12
Mar04 011024 94.915 94.960 94.915 94.960 +0.055 4,462 144,422 +67
Jun04 011024 94.735 94.785 94.735 94.780 +0.050 7,529 116,158 -410
Sep04 011024 94.595 94.630 94.590 94.630 +0.050 4,903 95,746 +1,075
Total Volume and Open Interest 458,711 4,493,591 +37,590
3-Mth Euro-Yen(IMM)
Dec01 011024 99.91 99.91 99.90 99.91 +0.01 17 18,847 -14
Mar02 011024 99.88 99.88 99.88 99.88 +0.01 19 9,197 +40
Jun02 011024 99.89 99.89 99.89 99.89 unch 3 9,732 +21
Sep02 011024 99.86 99.87 99.86 99.87 unch 67 2,719 +4
Dec02 011024 99.82 99.82 99.82 99.82 unch 0 866 +0
Mar03 011024 99.79 99.79 99.79 99.79 +0.01 0 672 +0
Jun03 011024 99.77 99.77 99.77 99.77 +0.01 0 159 +0
Sep03 011024 99.71 99.71 99.71 99.71 +0.01 0 15 +0
Dec03 011024 99.62 99.62 99.62 99.62 unch 0 2 +0
Mar04 011024 99.53 99.53 99.53 99.53 unch 0 220 +0
Total Volume and Open Interest 106 42,429 +51
3-Mth Euro-Yen(SIMEX)
Dec01 011024 99.90 99.90 99.90 99.90 unch 2,873 92,813 +448
Mar02 011024 99.87 99.88 99.87 99.88 unch 1,238 64,038 -506
Jun02 011024 99.89 99.89 99.89 99.89 unch 949 60,747 +363
Sep02 011024 99.86 99.86 99.86 99.86 unch 123 27,337 -38
Dec02 011024 99.81 99.82 99.81 99.82 unch 663 9,482 +158
Mar03 011024 99.78 99.78 99.78 99.78 unch 20 14,766 +0
Jun03 011024 99.76 99.76 99.76 99.76 +0.01 10 15,160 -10
Sep03 011024 99.70 99.70 99.70 99.70 unch 200 7,227 -100
Total Volume and Open Interest 6,076 304,870 +315
Euro Notional Bond(MATIF)
Dec01 011024 90.70 90.98 90.65 90.97 +0.37 489 25,094 -680
Mar02 011024 91.07 91.07 91.07 91.07 +0.37      
Jun02 011024 91.20 91.20 91.20 91.20 +0.40      
Total Volume and Open Interest 341 25,094 -680
3-Month Euribor(MATIF)
Dec01 011023 96.60 96.60 96.60 96.60 -0.05 0 2,776 +0
Mar02 011023 96.85 96.85 96.85 96.85 unch 0 2,496 +0
Jun02 011023 96.85 96.85 96.85 96.85 unch 0 211 +0
Total Volume and Open Interest 0 6,273 +0
German Euro-Bund(EUREX)
Dec01 011023 110.14 110.19 109.96 110.14 -0.10 371,133 771,607 -11,887
Mar02 011023 109.83 109.89 109.75 109.89 -0.10 983 12,632 +971
Jun02 011023 109.09 109.09 109.09 109.09 -0.10 4,805 792 -50
Total Volume and Open Interest 376,921 785,031 -10,966
German Euro-Bobl(EUREX)
Dec01 011023 108.75 108.82 108.59 108.73 -0.09 195,871 543,490 -22,612
Mar02 011023 108.36 108.36 108.31 108.31 -0.10 868 9,301 +267
Jun02 011023 107.96 107.96 107.96 107.96 -0.16 1,024 814 +0
Total Volume and Open Interest 197,763 553,605 -22,345
Long Gilt(LIFFE)
Dec01 011023 115~20 115~23 115~13 115~19 -0~05 11,554 64,455 -766
Mar02 011023 115~10 115~10 115~10 115~10 -0~05      
Total Volume and Open Interest 11,554 64,455 -766
3-Mth Short Sterling(LIFFE)
Dec01 011023 95.76 95.80 95.75 95.78 +0.01 14,828 0 +0
Mar02 011023 95.80 95.83 95.78 95.80 -0.01 19,827 0 +0
Jun02 011023 95.59 95.62 95.56 95.59 -0.01 14,575 0 +0
Total Volume and Open Interest 64,725    
3-Mth Euribor(LIFFE)
Dec01 011023 96.635 96.650 96.610 96.625 -0.025 49,589 450,170 -4,046
Mar02 011023 96.845 96.860 96.800 96.825 -0.035 35,818 389,530 -874
Jun02 011023 96.845 96.860 96.805 96.835 -0.025 25,163 293,998 -831
Total Volume and Open Interest 160,076 1,854,381 -5,205
3-Mth Aus T-Bills(SFE)
Dec01 011024 95.81 95.90 95.81 95.88 +0.08 8,219 183,848 -1,555
Mar02 011024 95.87 95.99 95.86 95.97 +0.11 13,290 94,521 +3,945
Jun02 011024 95.71 95.85 95.71 95.83 +0.11 3,191 39,040 +1,380
Sep02 011024 95.51 95.59 95.50 95.59 +0.11 2,584 22,592 +1,751
Dec02 011024 95.24 95.34 95.24 95.34 +0.13 430 13,419 +91
Mar03 011024 95.04 95.12 95.04 95.12 +0.13 592 9,603 +75
Jun03 011024 94.85 94.96 94.85 94.96 +0.13 593 7,011 +109
Sep03 011024 94.75 94.83 94.75 94.83 +0.13 357 5,008 +45
Dec03 011024 94.71 94.71 94.71 94.71 +0.12 315 2,559 +110
Mar04 011024 94.60 94.60 94.60 94.60 +0.12 70 1,865 +20
Total Volume and Open Interest 29,761 382,650 +6,031
10-Year Aus T-Bonds(SFE)
Dec01 011024 94.48 94.53 94.46 94.53 +0.13 2,665 148,834 -1,479
Mar02 011024 94.47 94.47 94.47 94.47 +0.07      
Total Volume and Open Interest 27,268 150,313 +15,541
3-Year Aus T-Bonds(SFE)
Dec01 011024 95.28 95.45 95.28 95.44 +0.13 85,929 348,980 +54,982
Mar02 011024 95.29 95.29 95.29 95.29 +0.13      
Total Volume and Open Interest 85,929 348,980 +54,982
Gold(CMX)
Oct01 011024 275.9 275.9 275.9 275.9 -0.2 42 87 +73
Dec01 011024 276.9 277.1 276.1 276.3 -0.2 16,387 79,414 -1,950
Feb02 011024 277.8 277.8 276.8 276.8 -0.2 298 12,533 +111
Apr02 011024 278.0 278.0 277.3 277.4 -0.1 185 4,062 -67
Jun02 011024 279.0 279.0 277.5 277.9 -0.2 30 5,407 +13
Aug02 011024 278.3 278.4 278.3 278.4 -0.3 75 2,987 +75
Total Volume and Open Interest 17,528 117,875 -1,371
Silver(CMX)
Dec01 011024 425.0 425.5 421.0 421.5 -2.8 4,721 35,881 +1,707
Mar02 011024 428.0 429.0 423.5 424.2 -2.8 1,294 19,139 +1,015
May02 011024 426.0 427.0 425.5 425.9 -2.8 20 1,158 -2
Jul02 011024 425.0 427.2 425.0 427.2 -2.8 2 1,939 +1
Sep02 011024 428.6 428.6 428.6 428.6 -2.8 0 1,316 +0
Total Volume and Open Interest 6,118 65,520 +2,748
Platinum(NYM)
Oct01 011024 427.1 427.1 427.1 427.1 -4.2 1 7 -1
Jan02 011024 414.0 416.0 410.0 410.1 -7.2 347 5,559 +189
Apr02 011024 402.6 402.6 402.6 402.6 -7.2 0 20 -8
Jul02 011024 405.0 405.0 396.1 396.1 -7.2 0 52 +0
Total Volume and Open Interest 348 5,681 +180
Palladium(NYME)
Dec01 011024 315.00 321.50 315.00 318.50 -6.50 29 1,256 -5
Mar02 011024 319.00 319.00 319.00 319.00 -6.50 6 68 +6
Total Volume and Open Interest 35 1,324 +1
Copper(CMX)
Dec01 011024 62.50 62.60 62.05 62.25 -0.75 13,990 51,071 -2,421
Mar02 011024 63.40 63.45 63.00 63.05 -0.70 395 10,657 +149
May02 011024 63.80 63.80 63.50 63.60 -0.70 27 4,328 +13
Jul02 011024 64.30 64.40 64.00 64.15 -0.65 131 2,845 +10
Sep02 011024 64.80 65.00 64.65 64.65 -0.65 19 2,868 +17
Total Volume and Open Interest 15,198 91,054 -1,997
DJIA Index(CBOT)
Dec01 011024 9385 9393 9275 9330 -23 18,994 31,912 -282
Mar02 011024 9360 9373 9275 9336 -23 14 694 -4
Jun02 011024 9353 9353 9353 9353 -23 0 66 +0
Total Volume and Open Interest 19,008 32,678 -286
S & P 500(CME)
Dec01 011024 1087.50 1092.50 1080.50 1085.00 -3.20 68,352 517,255 +871
Mar02 011024 1088.50 1088.50 1086.90 1086.90 -3.20 624 15,320 +515
Jun02 011024 1090.40 1090.40 1090.40 1090.40 -3.50 5 1,044 +0
Sep02 011024 1094.90 1094.90 1094.90 1094.90 -3.20 10 293 +0
Total Volume and Open Interest 68,991 534,193 +1,386
S & P 500 E-Mini(Globex)
Dec01 011024 1087.00 1099.25 1080.25 1085.00 -3.25 232,132 154,283 +661
Mar02 011024 1087.50 1087.50 1087.00 1087.00 -3.00 1 21 +0
Total Volume and Open Interest 232,133 154,304 +661
NASDAQ 100(CME)
Dec01 011024 1395.00 1437.00 1383.00 1423.50 +28.50 19,305 0 -51,729
Mar02 011024 1430.50 1432.00 1430.50 1430.50 +28.50      
Jun02 011024 1437.50 1439.00 1437.50 1437.50 +28.50      
Total Volume and Open Interest 19,305    
NASDAQ 100 E-Mini(GLOBEX)
Dec01 011023 1389.5 1426.0 1374.5 1395.0 +5.5 149,066 81,569 -303
Mar02 011023 1402.0 1402.0 1402.0 1402.0 +5.5      
Total Volume and Open Interest 149,066 81,569 -303
NYSE Composite(NYBOT)
Dec01 011024 558.00 560.00 556.25 557.00 -2.30 853 5,710 +39
Mar02 011024 558.00 558.00 558.00 558.00 -2.30 0 680 +0
Jun02 011024 559.00 559.00 559.00 559.00 -2.30 0 300 +0
Total Volume and Open Interest 853 6,690 +39
S & P Midcap 400(CME)
Dec01 011024 456.50 457.50 454.00 455.25 -1.25 661 15,255 -57
Mar02 011024 458.10 458.10 458.10 458.10 -1.25      
Jun02 011024 462.10 462.10 462.10 462.10 -1.25      
Total Volume and Open Interest 661 15,255 -57
Russell 2000(CME)
Dec01 011024 429.50 430.00 426.50 428.50 -1.00 1,395 22,127 -81
Mar02 011024 430.65 430.65 430.65 430.65 -1.00      
Jun02 011024 434.65 434.65 434.65 434.65 -1.00      
Total Volume and Open Interest 1,395 22,127 -81
Value Line(KCBT)
Dec01 011024 1087.00 1087.00 1083.00 1087.00 unch 56 122 -8
Total Volume and Open Interest 56 122 -8
Nikkei 225(CME)
Dec01 011023 10880 10910 10800 10800 +110 841 12,929 -115
Mar02 011023 10825 10825 10825 10825 +110 0 18 +0
Total Volume and Open Interest 841 12,970 -115
Nikkei 225(SIMEX)
Dec01 011024 10790 10965 10720 10725 -145 13,180 99,631