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MRCI's End of Day Prices
Daily Futures Price Listing Mon October 29, 2001
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Nov01 011029 425.50 429.50 425.50 426.50 unch 44,379 54,048 -11,606
Jan02 011029 434.00 437.25 433.00 434.25 unch 22,095 64,704 +4,458
Mar02 011029 438.50 442.25 438.50 439.25 +0.50 7,727 32,903 +1,315
May02 011029 442.50 447.00 442.50 443.75 +0.50 2,381 22,332 +21
Jul02 011029 447.00 451.50 447.00 448.00 +0.75 4,082 20,199 -146
Aug02 011029 448.00 449.50 448.00 448.00 +1.00 89 901 +27
Sep02 011029 448.00 449.00 448.00 448.00 +1.00 5 274 +4
Total Volume and Open Interest 81,871 200,883 -6,700
Soybean Meal(CBOT)
Dec01 011029 161.70 162.10 160.20 160.70 -1.10 18,429 40,925 -2,093
Jan02 011029 158.80 159.00 157.70 158.20 -0.90 5,028 20,678 +253
Mar02 011029 155.20 155.70 154.80 154.80 -1.10 4,749 17,020 -38
May02 011029 152.00 152.70 151.50 151.60 -0.80 2,496 18,675 -361
Jul02 011029 152.00 152.70 151.10 151.20 -0.90 2,676 16,370 +103
Aug02 011029 151.70 151.70 150.20 150.20 -0.90 93 4,419 +39
Sep02 011029 151.40 151.50 150.10 150.10 -1.00 170 3,920 +26
Oct02 011029 149.80 149.80 148.50 148.50 -1.30 99 1,990 +34
Total Volume and Open Interest 34,027 126,901 -1,961
Soybean Oil(CBOT)
Dec01 011029 15.07 15.27 15.06 15.22 +0.17 11,667 62,910 -3,192
Jan02 011029 15.27 15.48 15.27 15.44 +0.18 5,085 27,977 +842
Mar02 011029 15.57 15.74 15.57 15.71 +0.16 2,833 25,599 +605
May02 011029 15.78 15.96 15.78 15.96 +0.18 1,420 24,310 +478
Jul02 011029 16.08 16.22 16.08 16.22 +0.19 1,079 16,958 -1
Aug02 011029 16.31 16.31 16.31 16.31 +0.19 106 3,458 +73
Sep02 011029 16.41 16.41 16.41 16.41 +0.20 2 2,865 +1
Oct02 011029 16.51 16.51 16.51 16.51 +0.19 21 1,463 +1
Total Volume and Open Interest 22,545 168,783 -1,125
Canola(WCE)
Nov01 011029 321.6 325.5 321.6 324.5 +2.4 750 10,823 -226
Jan02 011029 323.4 327.5 323.0 327.1 +3.3 4,725 39,800 +1,303
Mar02 011029 324.5 327.3 324.5 327.1 +3.6 526 11,527 +78
May02 011029 328.0 328.0 328.0 328.0 +3.5 1 2,407 +0
Jul02 011029 328.0 328.0 328.0 328.0 +3.3 285 4,039 +65
Total Volume and Open Interest 6,377 72,727 +1,220
Corn(CBOT)
Nov01 011029 200.00 200.00 197.50 198.50 -2.25 611 1,312 -897
Dec01 011029 204.25 205.00 202.00 203.50 -2.00 28,113 209,100 -2,294
Jan02 011029 209.25 209.25 207.00 208.00 -1.75 19 703 +16
Mar02 011029 217.00 217.75 214.75 216.25 -1.75 6,846 116,556 +1,238
May02 011029 225.00 225.25 222.75 224.25 -1.50 1,284 39,102 +147
Jul02 011029 230.75 231.25 228.75 230.00 -1.75 1,426 36,099 +122
Total Volume and Open Interest 40,486 430,094 -1,576
Wheat(CBOT)
Dec01 011029 294.00 294.00 289.25 291.25 -3.75 29,333 74,800 +431
Mar02 011029 300.50 300.75 296.50 298.00 -4.25 6,537 33,700 +64
May02 011029 302.00 302.00 299.00 299.25 -3.75 618 6,177 -84
Jul02 011029 303.00 303.50 300.50 301.00 -4.25 1,806 8,985 -360
Sep02 011029 304.50 304.50 304.50 304.50 -4.00 0 271 +0
Total Volume and Open Interest 38,432 125,027 +131
Wheat(KCBT)
Dec01 011029 300.50 301.00 298.00 299.50 -2.00 6,996 41,143 -357
Mar02 011029 308.00 308.50 305.75 306.75 -1.75 3,077 22,409 -190
May02 011029 313.00 313.00 311.00 311.50 -1.50 172 6,506 +93
Jul02 011029 316.00 317.00 314.75 316.00 -1.00 176 5,405 +37
Sep02 011029 321.50 321.50 321.50 321.50 -0.50 0 1,570 +0
Total Volume and Open Interest 10,461 77,457 -417
Wheat(MGE)
Dec01 011029 317.50 318.00 315.00 315.50 -3.25 1,981 18,319 -323
Mar02 011029 326.50 326.50 325.00 325.25 -2.25 570 7,017 -129
May02 011029 334.00 334.00 333.50 333.50 -1.00 19 1,367 -9
Jul02 011029 341.00 341.00 340.00 340.25 -0.75 4 832 +3
Sep02 011029 347.50 347.50 347.00 347.00 -1.00 12 414 -1
Total Volume and Open Interest 2,601 28,038 -469
Oats(CBOT)
Dec01 011029 184.75 187.50 183.00 185.50 unch 871 6,278 +4
Mar02 011029 172.25 175.00 172.25 173.50 +0.50 222 4,923 +58
May02 011029 165.25 166.50 165.00 165.00 +1.00 186 1,386 +72
Jul02 011029 157.00 157.00 155.00 155.00 +1.00 31 756 +17
Total Volume and Open Interest 1,351 13,422 +191
Rough Rice(MCE)
Nov01 011029 3.62 3.67 3.54 3.54 -0.09 232 2,386 -160
Jan02 011029 3.85 3.92 3.77 3.77 -0.09 255 1,972 +81
Mar02 011029 4.11 4.14 4.02 4.02 -0.08 44 1,254 +5
May02 011029 4.30 4.30 4.27 4.27 -0.07 56 567 +20
Total Volume and Open Interest 619 6,560 -31
Live Cattle(CME)
Oct01 011029 65.750 66.050 65.400 65.875 +0.200 378 672 -157
Dec01 011029 67.150 68.100 66.850 67.950 +0.650 4,159 43,574 -77
Feb02 011029 70.825 71.550 70.500 71.350 +0.425 1,573 29,770 -59
Apr02 011029 72.825 73.650 72.550 73.400 +0.400 1,157 15,475 +220
Jun02 011029 68.300 68.800 67.950 68.775 +0.400 456 13,369 +167
Aug02 011029 68.200 68.550 67.900 68.500 +0.275 142 2,932 -11
Total Volume and Open Interest 7,870 106,227 +81
Feeder Cattle(CME)
Nov01 011029 87.100 87.700 86.650 87.525 +0.700 449 4,595 -107
Jan02 011029 84.675 85.450 84.250 85.175 +0.500 325 5,341 -57
Mar02 011029 83.750 84.500 83.650 84.150 +0.300 121 2,154 +26
Apr02 011029 83.950 84.550 83.700 84.100 +0.300 47 944 +4
May02 011029 83.600 84.150 83.550 83.975 +0.375 21 1,086 +2
Aug02 011029 84.650 85.150 84.450 85.125 +0.425 25 264 +6
Sep02 011029 84.750 85.200 84.750 85.200 +0.500 1 46 +1
Total Volume and Open Interest 989 14,430 -1,717
Lean Hogs(CME)
Dec01 011029 48.250 49.825 48.250 49.650 +1.800 3,501 21,627 +467
Feb02 011029 50.700 52.400 50.700 52.275 +1.850 1,096 6,523 -50
Apr02 011029 53.150 54.500 53.150 54.350 +1.800 221 3,391 +63
Jun02 011029 61.800 63.300 61.800 62.675 +0.950 122 991 +25
Jul02 011029 60.500 61.500 60.500 61.125 +0.850 5 321 +3
Aug02 011029 59.700 60.000 59.700 60.000 +0.500 2 177 +2
Oct02 011029 53.400 53.575 53.400 53.575 +0.225 4 227 -4
Total Volume and Open Interest 4,966 34,053 +511
Pork Bellies(CME)
Feb02 011029 67.250 68.350 67.175 67.975 +0.800 422 2,078 +63
Mar02 011029 67.150 67.400 67.150 67.400 +1.050 38 206 +26
May02 011029 69.000 69.000 69.000 69.000 +0.900 15 69 +7
Jul02 011029 69.000 69.000 68.450 68.450 +0.375 2 29 +2
Aug02 011029 68.000 68.000 68.000 68.000 unch 0 4 +0
Total Volume and Open Interest 477 2,386 +98
Cocoa(NYBOT)
Dec01 011029 995 1009 992 997 +2 3,582 21,273 -1,265
Mar02 011029 1000 1009 993 998 +3 1,017 24,984 +94
May02 011029 1006 1006 1003 1003 +4 252 10,002 +196
Jul02 011029 1003 1016 1003 1007 +5 415 7,000 +163
Sep02 011029 1011 1011 1011 1011 +4 152 4,339 -31
Dec02 011029 1018 1018 1018 1018 +3 314 11,188 -107
Mar03 011029 1033 1033 1028 1028 +3 239 8,898 +104
Total Volume and Open Interest 5,971 93,923 -846
Coffee "C"(NYBOT)
Dec01 011029 43.20 43.70 42.80 43.65 +0.25 4,334 32,905 +152
Mar02 011029 45.75 46.10 45.40 46.05 +0.20 2,451 14,218 +353
May02 011029 47.25 47.70 46.90 47.50 +0.25 490 4,644 -47
Jul02 011029 48.50 49.10 48.50 48.90 +0.30 139 3,397 +31
Sep02 011029 49.90 50.00 49.75 50.00 +0.25 126 2,458 +79
Dec02 011029 52.00 52.30 51.80 52.00 unch 75 2,292 +110
Total Volume and Open Interest 7,630 60,213 +689
Orange Juice(NYBOT)
Nov01 011029 89.75 90.20 89.40 90.10 +0.80 2,966 4,603 -1,031
Jan02 011029 91.25 91.25 90.60 91.00 +0.35 3,429 11,398 +2,423
Mar02 011029 92.00 92.50 92.00 92.35 +0.35 107 2,260 -41
May02 011029 93.50 93.50 93.45 93.45 -0.05 1 851 +0
Jul02 011029 94.45 94.45 94.45 94.45 -0.55 5 97 +0
Total Volume and Open Interest 6,508 19,433 +1,351
Sugar #11(NYBOT)
Mar02 011029 6.71 6.78 6.65 6.77 +0.05 8,688 92,070 +70
May02 011029 6.52 6.56 6.46 6.55 +0.05 2,492 18,525 +275
Jul02 011029 6.23 6.26 6.17 6.26 +0.05 3,110 23,210 -317
Oct02 011029 6.36 6.38 6.32 6.37 +0.04 1,575 12,869 -63
Mar03 011029 6.53 6.55 6.53 6.55 +0.04 265 4,420 +113
Total Volume and Open Interest 16,184 154,310 +132
London Cocoa(LCE)
Dec01 011029 735 738 727 727 -10 1,958 30,976 -100
Mar02 011029 759 760 750 750 -10 834 59,741 -51
May02 011029 772 773 764 764 -10 686 29,446 +398
Jul02 011029 780 782 772 772 -11 289 19,220 +229
Sep02 011029 783 786 777 777 -11 15 9,898 +15
Dec02 011029 787 789 781 781 -12 0 3,734 +0
Mar03 011029 793 794 785 785 -15 0 2,676 +0
Total Volume and Open Interest 3,782 156,219 +491
London Coffee(LCE)
Nov01 011029 392.00 392.00 385.00 387.00 -7.00 1,179 13,798 -677
Jan02 011029 401.00 401.00 393.00 395.00 -6.00 3,233 33,895 +58
Mar02 011029 411.00 411.00 406.00 408.00 -5.00 1,335 21,274 +502
May02 011029 426.00 426.00 420.00 423.00 -4.00 708 15,530 +342
Jul02 011029 436.00 439.00 435.00 438.00 -3.00 305 10,801 -117
Sep02 011029 452.00 452.00 448.00 451.00 -3.00 247 8,171 +156
Total Volume and Open Interest 7,037 105,355 +276
London Sugar(LCE)
Oct01 010914 220.00 231.50 219.60 230.00 +9.80 3,557 4,459 -1,314
Dec01 011029 228.40 229.30 227.40 229.00 +1.00 816 14,473 -366
Mar02 011029 225.00 226.70 224.50 226.50 +1.00 2,132 15,889 +72
May02 011029 217.00 218.90 217.00 218.90 +0.90 807 6,887 -62
Aug02 011029 206.90 208.50 205.10 207.00 unch 374 6,731 +19
Total Volume and Open Interest 4,671 47,689 -399
Cotton(NYBOT)
Dec01 011029 28.65 29.20 28.65 28.94 +0.08 5,807 29,595 -2,054
Mar02 011029 30.32 30.80 30.30 30.57 +0.02 1,702 12,642 +994
May02 011029 31.40 31.75 31.40 31.57 +0.07 293 5,378 -625
Jul02 011029 32.39 32.74 32.35 32.72 +0.22 345 5,460 +96
Oct02 011029 34.20 34.20 34.20 34.20 +0.20 5 216 +5
Dec02 011029 34.95 35.20 34.85 35.15 +0.20 370 3,896 +53
Total Volume and Open Interest 8,543 58,036 -1,518
Lumber(CME)
Nov01 011029 238.0 238.0 224.0 227.6 -0.8 310 1,203 -74
Jan02 011029 249.5 254.0 241.6 245.7 -3.7 279 793 +30
Mar02 011029 256.8 260.0 251.5 252.3 -1.1 49 133 +17
May02 011029 260.1 262.7 258.9 260.0 +6.0 5 42 +2
Total Volume and Open Interest 657 2,180 -19
Crude Oil(NYM)
Dec01 011029 22.50 22.55 21.93 22.15 +0.12 53,171 142,882 -4,015
Jan02 011029 22.65 22.67 22.10 22.29 +0.09 15,964 48,448 +844
Feb02 011029 22.70 22.74 22.22 22.38 +0.07 2,923 22,429 -179
Mar02 011029 22.60 22.70 22.31 22.39 +0.07 2,575 19,774 +134
Apr02 011029 22.65 22.65 22.39 22.39 +0.07 1,633 17,466 +247
May02 011029 22.58 22.58 22.25 22.38 +0.07 680 11,977 -162
Jun02 011029 22.70 22.70 22.22 22.34 +0.07 1,877 27,097 +116
Jul02 011029 22.29 22.29 22.29 22.29 +0.06 202 10,161 -5
Aug02 011029 22.25 22.25 22.24 22.24 +0.06 411 11,953 +340
Sep02 011029 22.19 22.19 22.19 22.19 +0.06 200 11,856 +0
Total Volume and Open Interest 84,033 419,289 -2,947
Heating Oil(NYM)
Nov01 011029 63.40 63.70 62.30 62.44 +0.08 16,335 18,822 -1,701
Dec01 011029 64.00 64.40 63.20 63.37 +0.33 16,912 49,720 +4,028
Jan02 011029 64.70 64.95 63.85 63.97 +0.33 4,046 27,159 +916
Feb02 011029 64.75 64.75 63.72 63.72 +0.33 1,952 16,104 +855
Mar02 011029 62.90 62.90 62.35 62.42 +0.38 1,107 16,785 +279
Apr02 011029 61.60 61.60 61.32 61.32 +0.43 576 10,223 -238
May02 011029 60.65 60.65 60.00 60.22 +0.48 80 4,796 +172
Jun02 011029 60.20 60.25 59.92 59.92 +0.48 341 7,231 +55
Jul02 011029 60.50 60.50 60.27 60.27 +0.48 361 2,913 +220
Aug02 011029 61.00 61.00 60.87 60.87 +0.48 333 2,422 +193
Total Volume and Open Interest 42,594 166,315 +5,179
Unleaded Gas(NYM)
Nov01 011029 59.10 60.00 57.80 58.38 +0.06 16,478 13,024 -5,751
Dec01 011029 59.80 60.25 58.30 58.73 -0.08 13,135 32,505 +2,454
Jan02 011029 60.50 60.60 59.50 59.53 -0.08 1,546 11,533 +259
Feb02 011029 61.25 61.25 60.51 60.51 -0.05 270 6,020 +34
Mar02 011029 61.70 61.70 61.56 61.56 -0.05 587 11,266 -69
Apr02 011029 68.35 68.35 67.48 67.48 +0.02 1,228 10,017 -613
May02 011029 68.85 68.85 68.00 68.08 +0.02 1,344 9,278 +443
Jun02 011029 68.03 68.03 68.03 68.03 +0.02 277 7,219 +73
Total Volume and Open Interest 35,605 109,945 -3,136
Natural Gas(NYM)
Nov01 011029 3.135 3.300 3.130 3.202 +0.161 43,765 29,189 -7,016
Dec01 011029 3.260 3.390 3.260 3.339 +0.156 18,592 53,224 +1,991
Jan02 011029 3.410 3.510 3.390 3.464 +0.151 4,487 48,121 -2,337
Feb02 011029 3.400 3.480 3.380 3.452 +0.149 2,062 30,555 +187
Mar02 011029 3.330 3.430 3.300 3.389 +0.146 1,588 24,944 +231
Apr02 011029 3.210 3.290 3.210 3.279 +0.143 1,045 35,165 -2,133
May02 011029 3.250 3.320 3.240 3.309 +0.143 735 20,455 +76
Jun02 011029 3.290 3.360 3.270 3.344 +0.138 507 15,224 +82
Total Volume and Open Interest 77,587 484,045 -8,238
Brent Crude Oil(IPE)
Dec01 011029 21.25 21.52 20.95 21.10 +0.08 25,270 65,390 +418
Jan02 011029 21.65 21.65 21.15 21.16 +0.03 9,370 54,117 +2,642
Feb02 011029 21.52 21.62 21.21 21.22 -0.01 965 15,922 +356
Mar02 011029 21.58 21.60 21.20 21.21 unch 457 11,141 +31
Apr02 011029 21.46 21.56 21.18 21.20 +0.01 28 8,920 -116
May02 011029 21.40 21.55 21.16 21.18 unch 113 5,990 +100
Jun02 011029 21.43 21.50 21.15 21.16 unch 72 16,777 +30
Jul02 011029 21.15 21.15 21.12 21.12 -0.01 0 4,233 +0
Total Volume and Open Interest 36,700 214,540 +3,586
Gas Oil(IPE)
Nov01 011029 195.75 197.75 194.00 194.00 +1.25 9,517 32,150 -1,152
Dec01 011029 193.75 194.25 192.25 192.75 +1.75 5,591 40,220 -523
Jan02 011029 193.00 194.00 192.25 192.50 +1.75 2,805 18,030 +341
Feb02 011029 191.50 192.25 191.25 191.25 +1.75 1,126 7,815 -208
Mar02 011029 190.50 190.50 189.75 189.75 +1.75 205 6,723 +5
Apr02 011029 188.50 188.50 188.50 188.50 +2.00 0 3,238 -135
May02 011029 188.25 188.25 187.50 187.50 +1.75 23 2,181 +23
Jun02 011029 187.50 188.25 186.75 187.25 +1.50 123 13,101 -68
Total Volume and Open Interest 19,390 130,492 -1,717
US Dollar Index(NYBOT)
Dec01 011029 115.08 115.10 114.55 114.71 -1.19 233 5,069 -14
Mar02 011029 115.19 115.19 115.19 115.19 -1.19 1 2,031 +1
Jun02 011029 115.67 115.67 115.67 115.67 -1.19 0 6 +0
Total Volume and Open Interest 234 7,107 -13
Australian Dollar(IMM)
Dec01 011029 50.37 50.50 50.25 50.27 +0.20 719 21,208 -104
Mar02 011029 50.05 50.05 50.05 50.05 +0.20 1 321 -1
Jun02 011029 49.83 49.83 49.83 49.83 +0.20 0 2 +0
Total Volume and Open Interest 720 21,543 -105
British Pound(IMM)
Dec01 011029 144.70 145.06 144.46 144.86 +1.52 2,850 38,690 -21
Mar02 011029 144.00 144.30 144.00 144.12 +1.52 21 198 +21
Jun02 011029 143.38 143.38 143.38 143.38 +1.52 0 1 +0
Total Volume and Open Interest 2,871 38,889 +0
Canadian Dollar(IMM)
Dec01 011029 63.42 63.53 63.39 63.51 +0.16 5,577 68,210 +2,262
Mar02 011029 63.37 63.51 63.37 63.49 +0.18 113 3,123 +62
Jun02 011029 63.40 63.47 63.40 63.47 +0.19 2 1,283 +1
Sep02 011029 63.40 63.47 63.40 63.47 +0.19 125 371 +101
Total Volume and Open Interest 5,817 73,095 +2,426
Japanese Yen(IMM)
Dec01 011029 82.22 82.33 82.10 82.18 +0.48 7,701 81,072 +1,257
Mar02 011029 82.72 82.72 82.62 82.62 +0.48 109 337 +104
Jun02 011029 83.06 83.06 83.06 83.06 +0.48 1 24 +1
Total Volume and Open Interest 5,839    
Deutsche Mark(IMM)
Dec01 011026 45.52 45.52 45.52 45.52 -0.09 1 204 +0
Total Volume and Open Interest 1 204 +0
Swiss Franc(IMM)
Dec01 011029 61.13 61.43 61.06 61.34 +0.86 3,165 48,397 -43
Mar02 011029 61.12 61.38 61.12 61.38 +0.86 5 122 +0
Jun02 011029 61.45 61.45 61.45 61.45 +0.86 0 3 +0
Total Volume and Open Interest 3,170 48,522 -43
EuroFX(IMM)
Dec01 011029 89.90 90.35 89.89 90.18 +1.16 9,326 99,644 -4,906
Mar02 011029 90.00 90.01 89.88 89.91 +1.16 62 1,158 +18
Jun02 011029 89.72 89.72 89.72 89.72 +1.15 0 285 +0
Total Volume and Open Interest 9,388 101,149 -4,888
Mexican Peso(IMM)
Dec01 011029 10710.0 10730.0 10672.5 10687.5 -24.5 4,669 18,186 +1,902
Mar02 011029 10480.0 10480.0 10430.0 10445.0 -25.0 178 1,468 +28
Total Volume and Open Interest 4,847 20,797 +1,930
30-Year T-Bonds(CBOT)
Dec01 011029 107~22 108~06 107~22 108~01 +0~11 196,153 546,048 +2,100
Mar02 011029 106~30 107~04 106~24 107~00 +0~11 8,699 36,136 +3,277
Jun02 011029 105~31 105~31 105~31 105~31 +0~11 0 559 +0
Total Volume and Open Interest 204,852 582,743 +5,377
Municipal Bonds(CBOT)
Dec01 011029 107~02 107~09 107~00 107~07 +0~08 384 10,904 +85
Mar02 011029 106~09 106~09 106~09 106~09 +0~08 1 3 +0
Total Volume and Open Interest 385 10,907 +85
10-Year T-Notes(CBOT)
Dec01 011029 109~240 110~055 109~240 110~020 +0~105 140,556 587,215 +5,720
Mar02 011029 109~000 109~010 108~255 108~305 +0~100 3,430 27,817 +1,650
Total Volume and Open Interest 143,986 615,033 +7,370
5-Year T-Notes(CBOT)
Dec01 011029 108~305 109~045 108~295 109~020 +0~085 43,586 458,077 -3,187
Mar02 011029 107~275 107~315 107~275 107~315 +0~080 1,034 18,526 +851
Total Volume and Open Interest 44,620 476,603 -2,336
2 Year T-Notes(CBOT)
Dec01 011029 105~103 105~112 105~100 105~105 +0~013 4,013 69,511 -404
Total Volume and Open Interest 4,013 69,511 -404
3-Mth T-Bills(IMM)
Dec01 011029 98.07 98.08 98.07 98.07 +0.03 106 1,688 -93
Total Volume and Open Interest 106 1,688 -93
Eurodollars(IMM)
Dec01 011029 97.880 97.900 97.860 97.885 +0.035 82,665 846,452 +425
Mar02 011029 97.810 97.835 97.785 97.825 +0.050 121,800 643,875 +1,917
Jun02 011029 97.545 97.570 97.525 97.560 +0.070 93,241 594,921 +3,188
Sep02 011029 97.160 97.200 97.135 97.185 +0.090 75,948 411,828 +9,847
Dec02 011029 96.670 96.710 96.655 96.700 +0.090 39,956 383,475 +90
Mar03 011029 96.300 96.340 96.275 96.325 +0.085 28,050 250,103 +5,099
Jun03 011029 95.895 95.940 95.880 95.935 +0.085 16,855 186,797 +2,539
Sep03 011029 95.565 95.615 95.555 95.605 +0.080 21,674 174,444 +3,187
Dec03 011029 95.225 95.265 95.215 95.260 +0.075 9,566 146,522 +183
Mar04 011029 95.070 95.115 95.065 95.105 +0.070 11,803 144,372 +619
Jun04 011029 94.880 94.920 94.880 94.915 +0.070 8,174 114,719 -931
Sep04 011029 94.725 94.760 94.725 94.755 +0.070 8,183 95,716 -697
Total Volume and Open Interest 564,335 4,597,810 +32,182
3-Mth Euro-Yen(IMM)
Dec01 011029 99.90 99.90 99.90 99.90 -0.01 340 18,476 -108
Mar02 011029 99.88 99.88 99.88 99.88 unch 117 9,460 +66
Jun02 011029 99.89 99.89 99.89 99.89 unch 124 9,140 -671
Sep02 011029 99.87 99.88 99.87 99.88 +0.01 66 2,640 -27
Dec02 011029 99.82 99.82 99.82 99.82 unch 0 853 -13
Mar03 011029 99.79 99.79 99.79 99.79 -0.01 150 822 +150
Jun03 011029 99.77 99.77 99.77 99.77 unch 0 159 +0
Sep03 011029 99.71 99.71 99.71 99.71 unch 0 15 +0
Dec03 011029 99.63 99.63 99.63 99.63 unch 0 2 +0
Mar04 011029 99.53 99.53 99.53 99.53 unch 0 220 +0
Total Volume and Open Interest 797 41,787 -603
3-Mth Euro-Yen(SIMEX)
Dec01 011029 99.90 99.90 99.90 99.90 unch 656 91,911 -385
Mar02 011029 99.89 99.89 99.88 99.88 unch 502 67,147 -1,040
Jun02 011029 99.89 99.89 99.89 99.89 unch 1,250 59,471 -691
Sep02 011029 99.87 99.87 99.86 99.86 0.00 266 27,515 +171
Dec02 011029 99.82 99.82 99.82 99.82 unch 219 9,328 -67
Mar03 011029 99.79 99.79 99.79 99.79 +0.00 0 14,700 +0
Jun03 011029 99.77 99.77 99.76 99.76 0.00 0 15,060 +0
Sep03 011029 99.71 99.71 99.71 99.71 unch 0 7,066 +0
Total Volume and Open Interest 2,893 305,498 -2,012
Euro Notional Bond(MATIF)
Dec01 011029 91.74 91.82 91.60 91.81 +0.50 847 26,227 +534
Mar02 011029 91.91 91.91 91.91 91.91 +0.50      
Jun02 011029 92.01 92.01 92.01 92.01 +0.50      
Total Volume and Open Interest 847 26,227 +534
3-Month Euribor(MATIF)
Dec01 011029 96.70 96.70 96.70 96.70 +0.05 0 2,776 +0
Mar02 011029 96.95 96.95 96.95 96.95 +0.10 0 2,496 +0
Jun02 011029 97.00 97.00 97.00 97.00 +0.05 0 211 +0
Total Volume and Open Interest 0 6,273 +0
German Euro-Bund(EUREX)
Dec01 011029 111.16 111.38 111.10 111.27 +0.22 600,720 811,396 +2,239
Mar02 011029 110.92 111.20 110.92 111.12 +0.25 6,596 22,091 +3,164
Jun02 011029 110.22 110.22 110.22 110.22 +0.22 247 812 -25
Total Volume and Open Interest 607,563 834,299 +5,378
German Euro-Bobl(EUREX)
Dec01 011029 109.26 109.44 109.22 109.39 +0.17 307,002 579,902 +4,631
Mar02 011029 108.90 109.06 108.90 109.06 +0.23 4,292 9,760 +439
Jun02 011029 108.65 108.65 108.65 108.65 +0.20 0 814 +0
Total Volume and Open Interest 311,294 590,476 +5,070
Long Gilt(LIFFE)
Dec01 011029 116~25 117~05 116~24 117~03 +0~15 23,107 71,468 +329
Mar02 011029 116~22 116~22 116~22 116~22 +0~15      
Total Volume and Open Interest 23,107 71,468 +329
3-Mth Short Sterling(LIFFE)
Dec01 011029 95.86 95.89 95.86 95.87 +0.03 20,146 0 +0
Mar02 011029 95.90 95.95 95.90 95.94 +0.05 39,131 0 +0
Jun02 011029 95.77 95.85 95.77 95.83 +0.07 37,254 0 +0
Total Volume and Open Interest 155,493    
3-Mth Euribor(LIFFE)
Dec01 011029 96.640 96.695 96.635 96.680 +0.055 78,003 464,722 -13,006
Mar02 011029 96.890 96.960 96.880 96.945 +0.075 65,011 414,835 +1,269
Jun02 011029 96.945 97.020 96.940 97.000 +0.075 41,853 339,120 +3,753
Total Volume and Open Interest 298,122 1,972,816 -5,560
3-Mth Aus T-Bills(SFE)
Dec01 011029 95.93 95.95 95.93 95.95 +0.02 6,437 192,292 +1,136
Mar02 011029 96.07 96.10 96.07 96.08 +0.02 5,170 101,107 -5,791
Jun02 011029 95.97 96.00 95.96 95.98 +0.02 510 37,569 -21
Sep02 011029 95.76 95.78 95.76 95.77 +0.03 256 23,073 +57
Dec02 011029 95.53 95.53 95.52 95.52 +0.03 85 14,142 -140
Mar03 011029 95.31 95.31 95.31 95.31 +0.04 10 9,645 -115
Jun03 011029 95.15 95.15 95.15 95.15 +0.06 0 7,263 +0
Sep03 011029 95.01 95.01 95.01 95.01 +0.05 0 5,358 +0
Dec03 011029 94.87 94.90 94.87 94.90 +0.06 0 2,484 +0
Mar04 011029 94.81 94.81 94.81 94.81 +0.06 0 1,870 -20
Total Volume and Open Interest 12,468 398,012 -4,914
10-Year Aus T-Bonds(SFE)
Dec01 011029 94.69 94.75 94.68 94.74 +0.12 2,772 165,588 +7,575
Mar02 011029 94.68 94.68 94.68 94.68 +0.07      
Total Volume and Open Interest 7,288 158,013 +2,857
3-Year Aus T-Bonds(SFE)
Dec01 011029 95.60 95.65 95.58 95.63 +0.06 26,844 394,782 -26,350
Mar02 011029 95.48 95.48 95.48 95.48 +0.06      
Total Volume and Open Interest 26,844 394,782 -26,350
Gold(CMX)
Oct01 011029 278.5 279.1 278.5 279.1 +1.2 0 11 -1
Dec01 011029 279.5 280.3 278.8 279.7 +1.4 14,312 80,108 +2,117
Feb02 011029 280.3 280.8 279.5 280.2 +1.4 199 12,699 +19
Apr02 011029 281.3 281.3 280.7 280.7 +1.4 17 3,771 +9
Jun02 011029 281.0 281.8 280.5 281.2 +1.4 0 5,218 +0
Aug02 011029 281.7 281.7 281.7 281.7 +1.4 162 3,220 +108
Total Volume and Open Interest 14,962 118,576 +2,296
Silver(CMX)
Dec01 011029 424.0 426.0 423.0 424.3 +2.8 5,699 35,474 +391
Mar02 011029 427.5 428.5 425.5 426.9 +2.8 1,412 20,379 +727
May02 011029 428.5 428.5 428.5 428.5 +2.8 0 1,172 +0
Jul02 011029 429.8 429.8 429.8 429.8 +2.8 5 1,941 +2
Sep02 011029 433.0 433.0 431.2 431.2 +2.8 0 1,316 +0
Total Volume and Open Interest 7,377 66,455 +1,173
Platinum(NYM)
Jan02 011029 426.0 427.0 422.0 423.2 -0.2 470 5,592 -25
Apr02 011029 418.2 418.2 418.2 418.2 -0.2 20 34 +14
Jul02 011029 411.7 411.7 411.7 411.7 -0.2 0 52 +0
Oct02 011029 408.7 408.7 408.7 408.7 -0.2 0 44 +0
Total Volume and Open Interest 490 5,723 -12
Palladium(NYME)
Dec01 011029 345.00 359.80 345.00 347.00 +4.00 23 1,255 -2
Mar02 011029 348.00 348.00 348.00 348.00 +4.00 0 73 +0
Total Volume and Open Interest 23 1,328 -2
Copper(CMX)
Dec01 011029 62.90 63.10 62.45 63.10 -0.40 7,368 50,201 -1,946
Mar02 011029 63.60 63.90 63.30 63.90 -0.40 406 11,280 +29
May02 011029 64.20 64.45 64.00 64.45 -0.40 36 4,301 -19
Jul02 011029 64.90 65.00 64.90 65.00 -0.40 59 2,900 +1
Sep02 011029 65.55 65.55 65.50 65.50 -0.40 57 2,898 +5
Total Volume and Open Interest 9,087 90,668 -1,899
DJIA Index(CBOT)
Dec01 011029 9482 9494 9190 9208 -302 20,706 31,606 -1,090
Mar02 011029 9486 9486 9213 9213 -302 39 708 -2
Jun02 011029 9227 9227 9227 9227 -302 150 186 +50
Total Volume and Open Interest 20,895 32,506 -1,042
S & P 500(CME)
Dec01 011029 1099.70 1103.50 1072.50 1073.00 -29.00 56,501 514,026 -3,618
Mar02 011029 1101.50 1101.50 1074.60 1074.60 -29.30 479 16,609 +133
Jun02 011029 1078.00 1078.00 1078.00 1078.00 -29.90 25 1,145 +0
Sep02 011029 1082.50 1082.50 1082.50 1082.50 -29.90 0 293 +0
Total Volume and Open Interest 57,005 532,354 -3,485
S & P 500 E-Mini(Globex)
Dec01 011029 1103.25 1103.25 1072.25 1073.00 -29.00 190,117 159,791 -5,167
Mar02 011029 1091.00 1091.00 1074.50 1074.50 -29.50 2 19 +0
Total Volume and Open Interest 190,119 159,810 -5,167
NASDAQ 100(CME)
Dec01 011029 1450.00 1456.00 1370.00 1371.00 -80.50 18,609 55,875 +1,021
Mar02 011029 1378.50 1378.50 1378.50 1378.50 -81.00 5 10 +3
Jun02 011029 1386.00 1386.00 1386.00 1386.00 -81.50 0 1 +1
Total Volume and Open Interest 18,614 55,886 +1,024
NASDAQ 100 E-Mini(GLOBEX)
Dec01 011029 1457.0 1457.0 1370.0 1371.0 -80.5 157,040 86,497 -2,698
Mar02 011029 1378.5 1378.5 1378.5 1378.5 -81.0 0 2 +0
Total Volume and Open Interest 157,040 86,499 -2,698
NYSE Composite(NYBOT)
Dec01 011029 564.50 564.50 553.00 553.00 -12.00 462 5,590 -220
Mar02 011029 554.00 554.00 554.00 554.00 -12.00 0 680 +0
Jun02 011029 555.00 555.00 555.00 555.00 -12.00 0 300 +0
Total Volume and Open Interest 462 6,570 -220
S & P Midcap 400(CME)
Dec01 011029 467.00 468.00 454.50 454.50 -11.00 581 15,091 -113
Mar02 011029 457.35 457.35 457.35 457.35 -11.00      
Jun02 011029 461.35 461.35 461.35 461.35 -11.00      
Total Volume and Open Interest 581 15,091 -113
Russell 2000(CME)
Dec01 011029 437.50 439.50 427.00 427.25 -10.50 1,568 23,460 +435
Mar02 011029 429.30 429.30 429.30 429.30 -10.50      
Jun02 011029 433.30 433.30 433.30 433.30 -10.50      
Total Volume and Open Interest 1,568 23,460 +435
Value Line(KCBT)
Dec01 011029 1116.00 1116.00 1088.50 1093.50 -24.50 14 164 -23
Total Volume and Open Interest 14 164 -23
Nikkei 225(CME)
Dec01 011029 10670 10680 10510 10515 -295 1,424 13,333 +214
Mar02 011029 10540 10540 10540 10540 -295 1 17 -1
Total Volume and Open Interest 1,425 13,373 +213
Nikkei 225(SIMEX)
Dec01 011029 10815