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MRCI's End of Day Prices
Daily Futures Price Listing Fri October 26, 2001
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Nov01 011026 427.50 430.00 425.75 426.50 -1.75 30,942 65,654 -5,093
Jan02 011026 435.50 438.00 434.00 434.25 -1.50 18,733 60,246 +3,897
Mar02 011026 441.25 442.75 438.50 438.75 -2.50 4,687 31,588 +719
May02 011026 445.00 446.75 443.00 443.25 -3.50 3,269 22,311 +118
Jul02 011026 450.00 450.50 447.00 447.25 -3.25 1,886 20,345 +366
Aug02 011026 449.50 450.50 446.00 447.00 -3.50 93 874 +83
Sep02 011026 451.00 451.00 447.00 447.00 -3.50 163 270 +97
Total Volume and Open Interest 60,131 207,583 +274
Soybean Meal(CBOT)
Dec01 011026 161.00 163.20 161.00 161.80 +0.50 18,081 43,018 -528
Jan02 011026 159.00 160.10 158.60 159.10 +0.50 4,057 20,425 +86
Mar02 011026 155.50 156.70 155.10 155.90 +0.40 2,658 17,058 +189
May02 011026 153.50 153.80 152.30 152.40 -1.00 3,187 19,036 +398
Jul02 011026 153.20 153.40 152.00 152.10 -1.10 2,179 16,267 +382
Aug02 011026 152.40 152.80 151.00 151.10 -1.10 94 4,380 -9
Sep02 011026 152.20 152.50 151.10 151.10 -0.90 362 3,894 +19
Oct02 011026 151.10 151.70 149.80 149.80 -0.80 39 1,956 +17
Total Volume and Open Interest 31,228 128,862 +803
Soybean Oil(CBOT)
Dec01 011026 15.14 15.20 15.02 15.05 -0.08 11,532 66,102 +1,199
Jan02 011026 15.35 15.40 15.22 15.26 -0.08 3,309 27,135 -332
Mar02 011026 15.65 15.67 15.51 15.55 -0.07 2,489 24,994 +422
May02 011026 15.85 15.90 15.75 15.78 -0.10 1,934 23,832 +573
Jul02 011026 16.13 16.14 16.02 16.03 -0.08 676 16,959 +186
Aug02 011026 16.21 16.26 16.11 16.12 -0.09 53 3,385 +15
Sep02 011026 16.35 16.35 16.21 16.21 -0.14 1 2,864 +2
Oct02 011026 16.40 16.40 16.32 16.32 -0.13 21 1,462 +0
Total Volume and Open Interest 20,549 169,908 +2,352
Canola(WCE)
Nov01 011026 321.5 322.8 320.2 322.1 +0.9 3,162 11,049 -1,162
Jan02 011026 323.8 325.3 322.5 323.8 +0.4 4,158 38,497 +1,344
Mar02 011026 325.0 325.3 323.2 323.5 unch 1,745 11,449 +312
May02 011026 324.5 324.5 324.5 324.5 -0.3 203 2,407 -171
Jul02 011026 324.5 326.5 324.5 324.7 +0.2 479 3,974 +334
Total Volume and Open Interest 10,409 71,507 +708
Corn(CBOT)
Nov01 011026 201.75 201.75 200.25 200.75 -1.25 170 2,209 -89
Dec01 011026 206.50 206.75 204.75 205.50 -1.00 24,667 211,394 +335
Jan02 011026 211.25 211.25 209.50 209.75 -1.25 11 687 +6
Mar02 011026 219.00 219.25 217.50 218.00 -1.00 7,520 115,318 +1,930
May02 011026 226.50 227.00 225.25 225.75 -1.00 1,787 38,955 +31
Jul02 011026 232.50 232.75 231.25 231.75 -1.00 1,618 35,977 +84
Total Volume and Open Interest 37,039 431,670 +2,440
Wheat(CBOT)
Dec01 011026 291.00 295.50 289.50 295.00 +6.00 25,889 74,369 -866
Mar02 011026 297.50 303.00 296.50 302.25 +6.25 7,388 33,636 -344
May02 011026 299.00 303.50 298.50 303.00 +6.50 542 6,261 +13
Jul02 011026 300.00 306.00 299.50 305.25 +6.25 3,131 9,345 +289
Sep02 011026 308.50 308.50 308.50 308.50 +6.00 7 271 +6
Total Volume and Open Interest 37,118 124,896 -867
Wheat(KCBT)
Dec01 011026 297.00 302.00 297.00 301.50 +5.25 5,362 41,500 -692
Mar02 011026 305.50 309.00 305.00 308.50 +4.25 3,431 22,599 -291
May02 011026 309.00 313.00 309.00 313.00 +5.00 251 6,413 +19
Jul02 011026 314.75 317.00 314.75 317.00 +4.00 597 5,368 -2
Sep02 011026 322.00 322.00 322.00 322.00 +3.00 3 1,570 +1
Total Volume and Open Interest 9,747 77,874 -963
Wheat(MGE)
Dec01 011026 317.50 320.00 317.00 318.75 +2.25 2,198 18,642 -347
Mar02 011026 327.50 329.00 326.25 327.50 +1.00 828 7,146 -100
May02 011026 333.00 335.25 333.00 334.50 +1.50 55 1,376 -6
Jul02 011026 342.00 342.75 341.00 341.00 +1.50 113 829 +60
Sep02 011026 349.00 349.00 346.50 348.00 +2.25 2 415 +0
Total Volume and Open Interest 3,202 28,507 -397
Oats(CBOT)
Dec01 011026 182.50 188.50 182.25 185.50 +2.75 562 6,274 +203
Mar02 011026 171.00 174.00 171.00 173.00 +2.00 252 4,865 -55
May02 011026 163.50 165.00 162.75 164.00 +1.75 80 1,314 +60
Jul02 011026 154.75 155.25 154.00 154.00 +1.25 148 739 +21
Total Volume and Open Interest 1,042 13,231 +229
Rough Rice(MCE)
Nov01 011026 3.72 3.72 3.60 3.62 -0.10 360 2,546 +94
Jan02 011026 3.91 3.92 3.83 3.86 -0.08 333 1,891 +156
Mar02 011026 4.16 4.16 4.08 4.10 -0.08 26 1,249 +12
May02 011026 4.38 4.38 4.32 4.34 -0.08 1 547 +1
Total Volume and Open Interest 744 6,591 +272
Live Cattle(CME)
Oct01 011026 65.400 66.000 65.400 65.675 +0.625 599 829 -269
Dec01 011026 67.150 67.625 67.100 67.300 -0.050 7,947 43,651 -564
Feb02 011026 70.850 71.300 70.850 70.925 -0.100 2,960 29,829 +223
Apr02 011026 72.900 73.050 72.775 73.000 +0.025 1,647 15,255 +124
Jun02 011026 68.375 68.550 68.300 68.375 -0.150 410 13,202 +119
Aug02 011026 68.400 68.400 68.125 68.225 -0.250 231 2,943 +31
Total Volume and Open Interest 13,794 106,146 -336
Feeder Cattle(CME)
Nov01 011026 86.750 87.000 86.650 86.825 +0.075 1,179 4,702 -189
Jan02 011026 84.650 84.800 84.550 84.675 +0.100 768 5,398 -93
Mar02 011026 84.000 84.150 83.800 83.850 -0.150 152 2,128 -27
Apr02 011026 84.000 84.150 83.800 83.800 -0.200 178 940 +54
May02 011026 83.600 83.850 83.500 83.600 unch 171 1,084 +94
Aug02 011026 84.500 84.750 84.500 84.700 -0.200 12 258 +2
Sep02 011026 84.700 84.700 84.700 84.700 -0.200 3 45 +1
Total Volume and Open Interest 2,646 16,147 -251
Lean Hogs(CME)
Dec01 011026 47.500 48.375 47.450 47.850 +0.275 5,438 21,160 +519
Feb02 011026 50.500 51.200 50.350 50.425 +0.050 1,664 6,573 +138
Apr02 011026 52.700 53.300 52.450 52.550 -0.100 454 3,328 +52
Jun02 011026 61.750 62.200 61.500 61.725 -0.075 308 966 -42
Jul02 011026 60.175 60.275 60.175 60.275 -0.050 8 318 +2
Aug02 011026 59.200 59.500 59.050 59.500 +0.100 1 175 +0
Oct02 011026 53.350 53.350 53.350 53.350 +0.175 16 231 +4
Total Volume and Open Interest 7,905 33,542 +675
Pork Bellies(CME)
Feb02 011026 66.900 68.700 66.900 67.175 +0.350 585 2,015 +71
Mar02 011026 67.150 68.200 66.350 66.350 +0.350 43 180 -8
May02 011026 68.600 69.000 68.100 68.100 -0.100 13 62 -3
Jul02 011026 68.200 68.200 68.075 68.075 +0.575 2 27 +0
Aug02 011026 68.000 68.000 68.000 68.000 unch 0 4 +0
Total Volume and Open Interest 643 2,288 +60
Cocoa(NYBOT)
Dec01 011026 980 1002 977 995 +8 6,473 22,538 -2,417
Mar02 011026 982 1000 980 995 +9 1,642 24,890 -515
May02 011026 988 1000 988 999 +6 700 9,806 +184
Jul02 011026 1004 1008 1002 1002 +6 470 6,837 +341
Sep02 011026 992 1010 992 1007 +6 0 4,370 +0
Dec02 011026 1010 1021 1010 1015 +4 386 11,295 +26
Mar03 011026 1023 1027 1023 1025 +2 0 8,794 +0
Total Volume and Open Interest 9,671 94,769 -2,381
Coffee "C"(NYBOT)
Dec01 011026 45.00 45.20 43.10 43.40 -0.90 3,458 32,753 -412
Mar02 011026 47.40 47.55 45.60 45.85 -0.90 1,739 13,865 +70
May02 011026 49.00 49.00 47.20 47.25 -1.00 296 4,691 +107
Jul02 011026 50.40 50.40 48.60 48.60 -1.00 177 3,366 +69
Sep02 011026 51.50 51.50 49.75 49.75 -1.05 160 2,379 +36
Dec02 011026 53.25 53.30 52.00 52.00 -0.60 29 2,182 +4
Total Volume and Open Interest 5,875 59,524 -121
Orange Juice(NYBOT)
Nov01 011026 89.50 89.90 88.80 89.30 +1.10 1,058 5,634 -717
Jan02 011026 90.25 91.00 90.25 90.65 +1.20 1,160 8,975 +731
Mar02 011026 91.50 92.00 91.50 92.00 +1.05 54 2,301 +56
May02 011026 93.50 93.50 93.50 93.50 +0.95 1 851 +1
Jul02 011026 95.00 95.00 95.00 95.00 +1.15 0 97 +0
Total Volume and Open Interest 2,273 18,082 +71
Sugar #11(NYBOT)
Mar02 011026 6.92 6.95 6.72 6.72 -0.07 12,212 92,000 -1,558
May02 011026 6.68 6.68 6.50 6.50 -0.08 2,298 18,250 +749
Jul02 011026 6.37 6.38 6.20 6.21 -0.08 3,190 23,527 +866
Oct02 011026 6.49 6.49 6.32 6.33 -0.08 2,312 12,932 +1,254
Mar03 011026 6.68 6.68 6.51 6.51 -0.08 72 4,307 +50
Total Volume and Open Interest 20,286 154,178 +1,477
London Cocoa(LCE)
Dec01 011026 735 743 731 737 +1 2,892 31,076 -1,675
Mar02 011026 758 763 754 760 unch 1,172 59,792 +542
May02 011026 773 776 770 774 unch 1,714 29,048 -92
Jul02 011026 782 787 777 783 +1 588 18,991 +398
Sep02 011026 790 790 788 788 +3 8 9,883 +0
Dec02 011026 793 793 793 793 +4 698 3,734 +5
Mar03 011026 800 800 800 800 +5 0 2,676 +0
Total Volume and Open Interest 7,072 155,728 -822
London Coffee(LCE)
Nov01 011026 387.00 398.00 387.00 394.00 +7.00 1,537 14,475 -487
Jan02 011026 397.00 407.00 395.00 401.00 +5.00 2,489 33,837 -372
Mar02 011026 410.00 420.00 408.00 413.00 +3.00 851 20,772 +53
May02 011026 427.00 434.00 422.00 427.00 +3.00 994 15,188 +114
Jul02 011026 446.00 446.00 435.00 441.00 +3.00 625 10,918 +274
Sep02 011026 456.00 456.00 448.00 454.00 +2.00 310 8,015 +108
Total Volume and Open Interest 6,806 105,079 -310
London Sugar(LCE)
Oct01 010914 220.00 231.50 219.60 230.00 +9.80 3,557 4,459 -1,314
Dec01 011026 228.00 229.20 227.00 228.00 +1.00 2,679 14,839 -801
Mar02 011026 225.00 227.00 224.50 225.50 +1.00 1,540 15,817 +677
May02 011026 218.90 219.00 216.60 218.00 +1.00 273 6,949 -60
Aug02 011026 208.90 209.50 205.30 207.00 +0.30 311 6,712 +170
Total Volume and Open Interest 4,841 48,088 -28
Cotton(NYBOT)
Dec01 011026 28.35 29.10 28.20 28.86 +0.34 3,512 31,649 -1,210
Mar02 011026 29.90 30.80 29.86 30.55 +0.33 2,192 11,648 -504
May02 011026 31.05 31.70 30.90 31.50 +0.25 481 6,003 -64
Jul02 011026 32.00 32.75 31.90 32.50 +0.25 496 5,364 +186
Oct02 011026 33.85 34.00 33.85 34.00 -0.05 12 211 +2
Dec02 011026 34.90 34.95 34.65 34.95 -0.05 94 3,843 +38
Total Volume and Open Interest 6,839 59,554 -1,521
Lumber(CME)
Nov01 011026 226.0 233.0 221.3 228.4 +5.4 454 1,277 +52
Jan02 011026 242.7 251.4 242.2 249.4 +5.4 359 763 -36
Mar02 011026 250.1 256.8 250.0 253.4 +2.5 20 116 +10
May02 011026 258.5 262.0 254.0 254.0 +1.0 8 40 +0
Total Volume and Open Interest 841 2,199 +26
Crude Oil(NYM)
Dec01 011026 22.00 22.25 21.85 22.03 +0.02 59,013 146,897 +1,852
Jan02 011026 22.13 22.45 22.05 22.20 +0.01 19,067 47,604 +2,033
Feb02 011026 22.25 22.47 22.25 22.31 +0.02 4,419 22,608 +742
Mar02 011026 22.25 22.40 22.25 22.32 +0.01 2,511 19,640 -288
Apr02 011026 22.28 22.37 22.28 22.32 +0.02 939 17,219 -87
May02 011026 22.42 22.42 22.31 22.31 +0.03 346 12,139 +109
Jun02 011026 22.17 22.30 22.17 22.27 +0.04 2,577 26,981 +221
Jul02 011026 22.23 22.23 22.23 22.23 +0.05 835 10,166 +378
Aug02 011026 22.10 22.18 22.10 22.18 +0.06 435 11,613 +18
Sep02 011026 22.15 22.15 22.13 22.13 +0.07 253 11,856 -611
Total Volume and Open Interest 96,467 422,236 +6,421
Heating Oil(NYM)
Nov01 011026 62.80 63.20 62.20 62.36 -0.88 13,710 20,523 -1,339
Dec01 011026 63.30 63.90 62.95 63.04 -0.92 12,457 45,692 +1,231
Jan02 011026 63.80 64.45 63.50 63.64 -0.92 2,618 26,243 +516
Feb02 011026 63.70 64.25 63.39 63.39 -0.82 1,323 15,249 +279
Mar02 011026 62.80 62.80 62.04 62.04 -0.72 2,346 16,506 -87
Apr02 011026 61.70 61.70 60.89 60.89 -0.62 765 10,461 +519
May02 011026 60.20 60.30 59.74 59.74 -0.57 326 4,624 +67
Jun02 011026 60.20 60.20 59.44 59.44 -0.52 547 7,176 -264
Jul02 011026 60.30 60.30 59.79 59.79 -0.52 250 2,693 +38
Aug02 011026 60.75 60.90 60.39 60.39 -0.47 135 2,229 -121
Total Volume and Open Interest 35,372 161,136 +1,151
Unleaded Gas(NYM)
Nov01 011026 58.50 59.55 58.00 58.32 -0.25 13,615 18,775 -1,385
Dec01 011026 58.90 60.00 58.50 58.81 -0.41 11,378 30,051 +1,757
Jan02 011026 59.70 60.50 59.40 59.61 -0.21 815 11,274 +236
Feb02 011026 60.70 61.30 60.56 60.56 -0.06 368 5,986 -60
Mar02 011026 62.00 62.00 61.61 61.61 +0.04 822 11,335 +134
Apr02 011026 68.00 68.00 67.25 67.46 +0.19 1,822 10,630 +246
May02 011026 68.60 68.60 68.06 68.06 +0.29 486 8,835 -476
Jun02 011026 68.60 68.60 68.01 68.01 +0.39 364 7,146 -24
Total Volume and Open Interest 30,121 113,081 +584
Natural Gas(NYM)
Nov01 011026 2.970 3.075 2.960 3.041 +0.103 47,808 36,205 -10,740
Dec01 011026 3.115 3.225 3.115 3.183 +0.080 24,696 51,233 -5,062
Jan02 011026 3.280 3.330 3.260 3.313 +0.063 12,131 50,458 +475
Feb02 011026 3.280 3.320 3.260 3.303 +0.055 3,811 30,368 -975
Mar02 011026 3.220 3.260 3.220 3.243 +0.048 3,236 24,713 -6,378
Apr02 011026 3.120 3.160 3.110 3.136 +0.041 1,951 37,298 +113
May02 011026 3.150 3.190 3.140 3.166 +0.041 798 20,379 +24
Jun02 011026 3.180 3.225 3.180 3.206 +0.041 1,062 15,142 +223
Total Volume and Open Interest 104,130 492,283 -33,818
Brent Crude Oil(IPE)
Dec01 011026 21.15 21.25 20.92 21.02 +0.01 40,634 64,972 -671
Jan02 011026 21.35 21.41 21.10 21.13 -0.04 10,654 51,475 +2,639
Feb02 011026 21.41 21.46 21.20 21.23 -0.02 3,402 15,566 +555
Mar02 011026 21.40 21.45 21.17 21.21 -0.01 1,964 11,110 +180
Apr02 011026 21.43 21.43 21.19 21.19 -0.02 912 9,036 +359
May02 011026 21.41 21.41 21.18 21.18 unch 144 5,890 -84
Jun02 011026 21.40 21.40 21.16 21.16 unch 554 16,747 +113
Jul02 011026 21.13 21.13 21.13 21.13 +0.01 100 4,233 +0
Total Volume and Open Interest 61,252 210,954 +2,538
Gas Oil(IPE)
Nov01 011026 197.00 197.50 191.00 192.75 -6.75 8,901 33,302 +533
Dec01 011026 194.00 194.00 189.00 191.00 -5.00 5,423 40,743 -138
Jan02 011026 193.25 193.25 189.75 190.75 -4.50 3,010 17,689 -26
Feb02 011026 191.25 191.25 189.25 189.50 -4.25 944 8,023 +2
Mar02 011026 188.75 188.75 188.00 188.00 -4.00 495 6,718 +450
Apr02 011026 186.50 186.50 186.50 186.50 -4.00 177 3,373 +19
May02 011026 185.50 185.75 185.50 185.75 -3.50 504 2,158 +64
Jun02 011026 185.50 185.75 185.00 185.75 -3.25 527 13,169 +395
Total Volume and Open Interest 20,281 132,209 +1,599
US Dollar Index(NYBOT)
Dec01 011026 115.73 116.09 115.73 115.90 +0.01 1,708 5,083 +480
Mar02 011026 116.46 116.46 116.38 116.38 +0.01 3 2,030 +1
Jun02 011026 116.86 116.86 116.86 116.86 +0.01 0 6 +0
Total Volume and Open Interest 1,711 7,120 +481
Australian Dollar(IMM)
Dec01 011026 50.03 50.18 49.88 50.07 -0.20 3,267 21,312 +224
Mar02 011026 49.85 49.85 49.85 49.85 -0.20 2 322 +0
Jun02 011026 49.63 49.63 49.63 49.63 -0.20 0 2 +0
Total Volume and Open Interest 3,269 21,648 +224
British Pound(IMM)
Dec01 011026 142.54 143.40 142.40 143.34 +0.86 3,107 38,711 +421
Mar02 011026 142.00 142.60 141.90 142.60 +0.86 2 177 +0
Jun02 011026 141.86 141.86 141.86 141.86 +0.86 0 1 +0
Total Volume and Open Interest 3,109 38,889 +421
Canadian Dollar(IMM)
Dec01 011026 63.50 63.54 63.32 63.35 -0.17 6,760 65,948 -346
Mar02 011026 63.46 63.49 63.30 63.31 -0.17 114 3,061 +52
Jun02 011026 63.45 63.45 63.28 63.28 -0.17 11 1,282 +3
Sep02 011026 63.46 63.46 63.28 63.28 -0.17 13 270 +8
Total Volume and Open Interest 6,898 70,669 -283
Japanese Yen(IMM)
Dec01 011026 81.84 81.85 81.37 81.70 +0.10 10,956 79,815 +3,978
Mar02 011026 82.14 82.14 82.14 82.14 +0.10 12 233 +1
Jun02 011026 82.30 82.58 82.30 82.58 +0.10 0 23 +0
Total Volume and Open Interest 8,292    
Deutsche Mark(IMM)
Dec01 011025 45.39 45.61 45.39 45.61 +45.61 0 204 +204
Total Volume and Open Interest 0 204 +204
Swiss Franc(IMM)
Dec01 011026 60.45 60.54 60.36 60.48 -0.10 10,103 48,440 -571
Mar02 011026 60.52 60.52 60.52 60.52 -0.10 3 122 +0
Jun02 011026 60.59 60.59 60.59 60.59 -0.10 0 3 +0
Total Volume and Open Interest 10,106 48,565 -571
EuroFX(IMM)
Dec01 011025 88.69 89.62 88.65 89.21 unch 10,094 100,583 +100,583
Mar02 011025 89.18 89.40 88.94 88.94 +88.94 22 1,106 +1,106
Jun02 011025 88.83 88.83 88.76 88.76 +88.76 80 285 +285
Total Volume and Open Interest 10,196 102,036 +102,036
Mexican Peso(IMM)
Dec01 011026 10675.0 10730.0 10630.0 10712.0 +10.0 1,416 16,284 +478
Mar02 011026 10450.0 10470.0 10420.0 10470.0 +10.0 34 1,440 -10
Total Volume and Open Interest 1,460 18,867 +458
30-Year T-Bonds(CBOT)
Dec01 011026 107~13 107~26 107~00 107~22 +0~04 252,896 543,948 -3,368
Mar02 011026 106~23 106~23 105~31 106~21 +0~04 7,169 32,859 +2,688
Jun02 011026 105~20 105~20 105~20 105~20 +0~03 0 559 +0
Total Volume and Open Interest 260,065 577,366 -680
Municipal Bonds(CBOT)
Dec01 011026 106~25 107~01 106~11 106~31 +0~03 975 10,819 +139
Mar02 011026 105~09 106~01 105~09 106~01 +0~03 4 3  
Total Volume and Open Interest 979 10,822  
10-Year T-Notes(CBOT)
Dec01 011026 109~175 109~260 109~115 109~235 +0~030 223,357 581,495 -308
Mar02 011026 108~175 108~225 108~095 108~205 +0~030 4,427 26,167 +2,336
Total Volume and Open Interest 227,784 607,663 +2,028
5-Year T-Notes(CBOT)
Dec01 011026 108~245 108~265 108~190 108~255 +0~015 39,985 0 -461,562
Mar02 011026 107~195 107~235 107~180 107~235 +0~015 4,314 17,675 +1,738
Total Volume and Open Interest 44,299 17,675 -459,824
2 Year T-Notes(CBOT)
Dec01 011026 105~088 105~094 105~081 105~092 +0~004 9,789 69,915 +811
Total Volume and Open Interest 9,789 69,915 +811
3-Mth T-Bills(IMM)
Dec01 011026 98.04 98.04 98.04 98.04 0.00 357 1,781 +95
Total Volume and Open Interest 357 1,781 +95
Eurodollars(IMM)
Dec01 011026 97.850 97.860 97.835 97.850 unch 140,919 846,027 +9,847
Mar02 011026 97.770 97.790 97.745 97.775 unch 162,719 641,958 +13,192
Jun02 011026 97.485 97.520 97.470 97.490 +0.005 131,431 591,733 +2,813
Sep02 011026 97.095 97.135 97.080 97.095 unch 145,052 401,981 +3,701
Dec02 011026 96.605 96.640 96.590 96.610 +0.010 101,617 383,385 +5,088
Mar03 011026 96.240 96.270 96.225 96.240 unch 39,342 245,004 +1,961
Jun03 011026 95.855 95.885 95.835 95.850 -0.005 19,874 184,258 +1,866
Sep03 011026 95.525 95.545 95.495 95.525 unch 24,240 171,257 +6,277
Dec03 011026 95.200 95.200 95.160 95.185 -0.005 9,947 146,339 +1,207
Mar04 011026 95.050 95.050 95.000 95.035 -0.005 8,643 143,753 +1,657
Jun04 011026 94.860 94.860 94.805 94.845 -0.005 8,785 115,650 +451
Sep04 011026 94.685 94.690 94.645 94.685 -0.005 9,441 96,413 +1,433
Total Volume and Open Interest 856,536 4,565,628 +55,826
3-Mth Euro-Yen(IMM)
Dec01 011026 99.91 99.91 99.90 99.91 unch 137 18,584 -496
Mar02 011026 99.89 99.89 99.88 99.88 unch 8 9,394 +0
Jun02 011026 99.90 99.90 99.89 99.89 -0.01 1,116 9,811 +80
Sep02 011026 99.87 99.87 99.87 99.87 -0.01 3 2,667 -15
Dec02 011026 99.82 99.82 99.82 99.82 unch 0 866 +0
Mar03 011026 99.79 99.80 99.79 99.80 +0.01 0 672 +0
Jun03 011026 99.77 99.77 99.77 99.77 unch 0 159 +0
Sep03 011026 99.71 99.71 99.71 99.71 unch 0 15 +0
Dec03 011026 99.63 99.63 99.63 99.63 unch 0 2 +0
Mar04 011026 99.53 99.53 99.53 99.53 unch 0 220 +0
Total Volume and Open Interest 1,264 42,390 -431
3-Mth Euro-Yen(SIMEX)
Dec01 011026 99.90 99.90 99.90 99.90 -0.01 1,667 92,296 -313
Mar02 011026 99.88 99.88 99.88 99.88 -0.01 4,455 68,187 +3,514
Jun02 011026 99.89 99.89 99.89 99.89 0.00 1,875 60,162 +573
Sep02 011026 99.87 99.87 99.86 99.86 -0.01 485 27,344 +40
Dec02 011026 99.82 99.82 99.82 99.82 0.00 325 9,395 -132
Mar03 011026 99.79 99.79 99.79 99.79 0.00 241 14,700 -66
Jun03 011026 99.76 99.76 99.76 99.76 0.00 100 15,060 -100
Sep03 011026 99.71 99.71 99.71 99.71 unch 281 7,066 -161
Total Volume and Open Interest 9,429 307,510 +3,355
Euro Notional Bond(MATIF)
Dec01 011026 91.30 91.62 91.16 91.31 -0.04 920 25,693 +652
Mar02 011026 91.41 91.41 91.41 91.41 -0.04      
Jun02 011026 91.51 91.51 91.51 91.51 -0.04      
Total Volume and Open Interest 920 25,693 +652
3-Month Euribor(MATIF)
Dec01 011025 96.65 96.65 96.65 96.65 +96.65 0 2,776 +2,776
Mar02 011025 96.90 96.90 96.90 96.90 +96.90 0 2,496 +2,496
Jun02 011025 96.95 96.95 96.95 96.95 +96.95 0 211 +211
Total Volume and Open Interest 0 6,273 +6,273
German Euro-Bund(EUREX)
Dec01 011025 110.61 110.99 110.46 110.98 +110.98 688,028 838,710 +838,710
Mar02 011025 110.31 110.78 110.31 110.78 +110.78 8,018 16,970 +16,970
Jun02 011025 109.93 109.93 109.93 109.93 +109.93 3,189 792 +792
Total Volume and Open Interest 699,235 856,472 +856,472
German Euro-Bobl(EUREX)
Dec01 011025 108.95 109.22 108.85 109.21 +109.21 350,393 560,144 +560,144
Mar02 011025 108.69 108.81 108.69 108.81 +108.81 870 9,321 +9,321
Jun02 011025 108.44 108.44 108.44 108.44 +108.44 65 814 +814
Total Volume and Open Interest 351,328 570,279 +570,279
Long Gilt(LIFFE)
Dec01 011025 116~11 116~25 116~04 116~23 +116~23 31,605 70,491 +70,491
Mar02 011025 116~13 116~13 116~13 116~13 +1~03      
Total Volume and Open Interest 22,756    
3-Mth Short Sterling(LIFFE)
Dec01 011025 95.88 95.91 95.87 95.90 +0.12 25,595 0 +0
Mar02 011025 95.92 95.97 95.91 95.96 +0.16 31,062 0 +0
Jun02 011025 95.75 95.84 95.73 95.82 +0.23 20,587 0 +0
Total Volume and Open Interest 95,219    
3-Mth Euribor(LIFFE)
Dec01 011025 96.650 96.660 96.620 96.655 +96.655 85,548 462,768 +462,768
Mar02 011025 96.855 96.900 96.820 96.890 +96.890 93,690 399,951 +399,951
Jun02 011025 96.870 96.950 96.850 96.935 +96.935 75,393 326,002 +326,002
Total Volume and Open Interest 343,391 1,923,409 +1,923,409
3-Mth Aus T-Bills(SFE)
Dec01 011026 95.97 95.97 95.92 95.93 unch 9,607 191,156 +61
Mar02 011026 96.09 96.09 96.06 96.06 +0.01 13,755 106,898 +5,475
Jun02 011026 95.98 95.98 95.95 95.96 +0.02 4,951 37,590 -179
Sep02 011026 95.75 95.76 95.72 95.74 +0.02 1,001 23,016 +125
Dec02 011026 95.50 95.50 95.48 95.49 +0.02 805 14,282 +567
Mar03 011026 95.28 95.28 95.27 95.27 +0.02 95 9,760 -5
Jun03 011026 95.09 95.09 95.09 95.09 +0.01 125 7,263 +76
Sep03 011026 94.96 94.96 94.96 94.96 +0.01 175 5,358 +150
Dec03 011026 94.84 94.84 94.84 94.84 +0.01 200 2,484 +25
Mar04 011026 94.75 94.75 94.75 94.75 +0.02 75 1,890 +25
Total Volume and Open Interest 30,884 402,926 +6,355
10-Year Aus T-Bonds(SFE)
Dec01 011026 94.65 94.65 94.59 94.61 +0.01 24,969 155,156 +0
Mar02 011026 94.61 94.61 94.61 94.61 +0.01      
Total Volume and Open Interest 24,969 155,156 +6,322
3-Year Aus T-Bonds(SFE)
Dec01 011026 95.62 95.62 95.56 95.57 +0.01 60,193 421,132 +15,458
Mar02 011026 95.42 95.42 95.42 95.42 +0.01      
Total Volume and Open Interest 60,193 421,132 +15,458
Gold(CMX)
Oct01 011026 277.9 277.9 277.9 277.9 +0.1 1 12 +0
Dec01 011026 278.4 279.0 277.5 278.3 +0.1 17,174 77,991 -1,362
Feb02 011026 279.5 279.5 278.0 278.8 +0.1 806 12,680 +113
Apr02 011026 280.0 280.0 278.9 279.3 +0.1 983 3,762 -225
Jun02 011026 279.8 279.8 279.8 279.8 +0.1 286 5,218 -123
Aug02 011026 280.3 280.3 280.3 280.3 +0.1 52 3,112 +0
Total Volume and Open Interest 20,658 116,280 -1,463
Silver(CMX)
Dec01 011026 421.5 424.0 421.0 421.5 -0.5 7,768 35,083 +551
Mar02 011026 425.0 426.5 424.0 424.1 -0.6 438 19,652 +256
May02 011026 425.7 425.7 425.7 425.7 -0.7 9 1,172 +3
Jul02 011026 428.0 428.5 427.0 427.0 -0.7 18 1,939 +1
Sep02 011026 428.4 428.4 428.4 428.4 -0.7 0 1,316 +0
Total Volume and Open Interest 8,276 65,282 +826
Platinum(NYM)
Oct01 011026 430.4 430.4 430.4 430.4 -0.5 1 2 -5
Jan02 011026 413.0 423.5 412.0 423.4 +9.5 291 5,617 +16
Apr02 011026 418.4 418.4 418.4 418.4 +12.0 0 20 +0
Jul02 011026 411.9 411.9 411.9 411.9 +12.0 0 52 +0
Total Volume and Open Interest 292 5,735 +12
Palladium(NYME)
Dec01 011026 324.00 343.00 324.00 343.00 +22.00 22 1,257 -1
Mar02 011026 344.00 344.00 344.00 344.00 +22.50 0 73 +0
Total Volume and Open Interest 22 1,330 -1
Copper(CMX)
Dec01 011026 63.40 63.90 63.30 63.50 +0.90 4,880 52,147 +104
Mar02 011026 64.25 64.70 64.25 64.30 +0.90 873 11,251 +371
May02 011026 65.20 65.20 64.85 64.85 +0.90 9 4,320 -4
Jul02 011026 65.85 65.85 65.40 65.40 +0.90 40 2,899 +14
Sep02 011026 66.15 66.30 65.90 65.90 +0.90 2 2,893 -6
Total Volume and Open Interest 6,760 92,567 +194
DJIA Index(CBOT)
Dec01 011026 9435 9600 9415 9510 +23 28,929 32,696 +491
Mar02 011026 9440 9605 9440 9515 +23 165 710 -4
Jun02 011026 9520 9529 9520 9529 +23 80 136 +70
Total Volume and Open Interest 29,174 33,548 +557
S & P 500(CME)
Dec01 011026 1097.00 1112.50 1095.00 1102.00 -0.70 80,989 517,644 +1,959
Mar02 011026 1099.50 1112.00 1098.50 1103.90 -0.80 480 16,476 +254
Jun02 011026 1107.90 1107.90 1107.90 1107.90 -0.60 175 1,145 +71
Sep02 011026 1112.40 1112.40 1112.40 1112.40 -0.60 0 293 +0
Total Volume and Open Interest 81,644 535,839 +2,284
S & P 500 E-Mini(Globex)
Dec01 011026 1103.00 1112.50 1095.00 1102.00 -0.75 271,959 164,958 +9,368
Mar02 011026 1104.00 1105.50 1104.00 1104.00 -0.75 3 19 -2
Total Volume and Open Interest 271,962 164,977 +9,366
NASDAQ 100(CME)
Dec01 011025 1398.00 1484.00 1378.00 1480.50 +57.00 18,649 53,182 +53,182
Mar02 011025 1410.00 1488.00 1410.00 1488.00 +57.50 0 6 +6
Jun02 011025 1495.50 1495.50 1495.50 1495.50 +58.00 0 1 +1
Total Volume and Open Interest 18,649 53,189 +53,189
NASDAQ 100 E-Mini(GLOBEX)
Dec01 011025 1424.0 1484.5 1377.5 1480.5 +1480.5 190,329 85,081 +85,081
Mar02 011025 1487.0 1488.0 1487.0 1488.0 +86.0      
Total Volume and Open Interest 185,463    
NYSE Composite(NYBOT)
Dec01 011026 562.50 569.25 561.25 565.00 -0.75 1,831 5,810 +150
Mar02 011026 566.00 566.00 566.00 566.00 -0.75 10 680 +0
Jun02 011026 567.00 567.00 567.00 567.00 -0.75 0 300 +0
Total Volume and Open Interest 1,841 6,790 +150
S & P Midcap 400(CME)
Dec01 011026 464.00 468.50 464.00 465.50 +0.25 1,397 15,204 -25
Mar02 011026 468.35 468.35 468.35 468.35 +0.25      
Jun02 011026 472.35 472.35 472.35 472.35 +0.25      
Total Volume and Open Interest 1,397 15,204 -25
Russell 2000(CME)
Dec01 011026 438.00 441.00 436.10 437.75 -0.85 3,062 23,025 +810
Mar02 011026 439.80 439.80 439.80 439.80 -0.85      
Jun02 011026 443.80 443.80 443.80 443.80 -0.85      
Total Volume and Open Interest 3,062 23,025 +810
Value Line(KCBT)
Dec01 011026 1109.00 1118.00 1108.00 1118.00 +10.00 165 187 +65
Total Volume and Open Interest 165 187 +65
Nikkei 225(CME)
Dec01 011025 10880 11050 10735 11040 +11040 1,410 12,938 +12,938
Mar02 011025 11065 11065 11065 11065 +11065 0 18 +18
Total Volume and Open Interest 1,410 12,979 +12