MRCI's Free Historical Futures Prices

Daily Futures Price Listing Fri October 20, 2000
Most Recent Information							Previous Day
Mth	Date	Open	High	Low	Close	Change	Volume	Open Int	Change
Soybeans(CBOT)
Nov00	001020	473.50	475.50	468.25	468.75	-2.75	34,215	80,298	-1,152
Jan01	001020	483.50	486.00	479.25	479.75	-2.50	12,075	48,345	+3,656
Mar01	001020	493.00	494.00	488.25	488.50	-2.25	5,258	25,836	+1,059
May01	001020	500.50	502.00	496.25	496.25	-2.50	1,592	15,705	+234
Jul01	001020	507.50	508.50	503.00	503.50	-2.25	2,135	18,067	-73
Aug01	001020	508.00	508.00	504.00	504.00	-2.00	13	630	+4
Sep01	001020	510.00	510.00	505.50	505.50	-3.50	1	159	+0
Total Volume and Open Interest							55,598	193,421	+3,775
Soybean Meal(CBOT)
Dec00	001020	172.00	173.70	169.50	170.00	-1.60	20,571	54,409	+1,342
Jan01	001020	169.80	171.10	167.40	167.90	-1.40	4,344	19,258	+289
Mar01	001020	168.20	169.50	166.00	166.60	-1.30	2,913	11,522	-56
May01	001020	168.00	168.50	165.50	165.50	-1.60	1,272	8,382	+307
Jul01	001020	168.50	169.00	166.50	166.60	-1.50	1,214	5,019	+171
Aug01	001020	168.00	168.00	165.60	165.60	-1.10	15	1,143	+12
Sep01	001020	167.00	168.00	165.10	165.10	-0.90	11	742	+10
Oct01	001020	167.00	167.00	165.20	165.20	-0.30	0	193	+0
Total Volume and Open Interest							30,626	101,151	+2,189
Soybean Oil(CBOT)
Dec00	001020	14.72	14.95	14.70	14.74	+0.02	12,621	69,066	-803
Jan01	001020	15.05	15.24	14.99	15.03	+0.02	4,969	24,737	+1,375
Mar01	001020	15.47	15.62	15.40	15.42	unch	2,052	19,528	+896
May01	001020	15.84	15.99	15.80	15.82	+0.02	844	11,526	+178
Jul01	001020	16.25	16.39	16.20	16.21	unch	604	8,339	+225
Aug01	001020	16.40	16.56	16.35	16.35	unch	29	1,710	+29
Sep01	001020	16.58	16.75	16.51	16.51	unch	60	1,417	+5
Oct01	001020	16.85	16.85	16.70	16.70	+0.12	0	1,404	+0
Total Volume and Open Interest							21,322	141,274	+1,904
Canola(WCE)
Nov00	001020	255.0	255.0	252.6	253.0	-1.9	5,184	27,470	+938
Jan01	001020	261.0	261.2	258.6	259.0	-1.4	5,490	35,953	+1,673
Mar01	001020	266.5	266.8	264.8	264.8	-1.5	1,480	12,325	+647
May01	001020	272.5	272.5	271.4	271.4	-1.1	515	2,127	+227
Jul01	001020	277.6	278.3	277.4	278.3	+0.3	0	2,158	+0
Total Volume and Open Interest							12,674	80,607	+3,490
Corn(CBOT)
Nov00	001020	202.25	203.25	200.75	201.25	-1.75	376	2,671	-235
Dec00	001020	206.50	207.50	205.00	205.25	-1.50	34,837	200,369	-2,265
Jan01	001020	210.00	210.50	209.25	209.25	-1.00	36	658	+1
Mar01	001020	217.75	218.25	215.75	216.00	-1.75	10,456	106,483	+2,835
May01	001020	224.75	225.50	223.00	223.25	-1.50	1,270	30,142	+164
Jul01	001020	231.75	232.75	230.25	230.50	-1.50	3,427	38,228	+389
Total Volume and Open Interest							52,688	403,793	+1,701
Wheat(CBOT)
Dec00	001020	259.75	263.50	259.00	261.25	+1.00	18,800	95,681	-2,234
Mar01	001020	277.00	280.75	276.50	278.50	+1.00	2,496	32,192	+384
May01	001020	287.00	290.50	287.00	288.50	+1.25	215	2,430	+95
Jul01	001020	296.25	299.25	296.00	298.00	+1.25	551	17,992	+78
Sep01	001020	305.50	305.50	305.50	305.50	+0.50	20	632	+4
Total Volume and Open Interest							22,119	150,776	-1,657
Wheat(KCBT)
Dec00	001020	308.50	312.00	308.25	309.00	+0.25	9,141	50,006	-2,915
Mar01	001020	322.00	324.75	322.00	323.25	+0.50	4,867	26,995	+1,142
May01	001020	329.00	331.50	328.75	329.50	+0.50	162	2,713	-25
Jul01	001020	333.50	336.25	333.25	333.75	+0.25	895	7,387	+153
Sep01	001020	338.50	338.50	338.50	338.50	+0.50	1	176	+1
Total Volume and Open Interest							15,066	87,361	-1,644
Wheat(MGE)
Dec00	001020	322.75	327.00	322.50	324.75	+0.75	1,896	15,802	-492
Mar01	001020	337.00	341.00	337.00	339.25	+0.75	442	6,635	+109
May01	001020	345.00	347.50	345.00	347.25	+1.00	34	1,483	+1
Jul01	001020	353.50	355.50	353.25	354.50	+0.75	15	609	+5
Sep01	001020	360.00	361.00	360.00	361.00	+0.75	21	329	+1
Total Volume and Open Interest							2,408	25,012	-376
Oats(CBOT)
Dec00	001020	111.75	112.00	110.75	111.25	unch	2,257	10,726	-125
Mar01	001020	121.25	121.25	120.00	120.50	unch	552	3,216	+252
May01	001020	125.00	125.50	124.25	124.50	+0.25	2	249	-1
Jul01	001020	128.25	128.25	128.25	128.25	+0.75	17	146	+11
Total Volume and Open Interest							3,015	14,575	+238
Rough Rice(CBOT)
Nov00	001020	6.73	6.75	6.59	6.64	-0.05	118	977	-76
Jan01	001020	6.72	6.73	6.58	6.64	-0.01	414	3,926	+0
Mar01	001020	6.80	6.83	6.80	6.80	unch	36	1,044	+8
May01	001020	6.95	6.95	6.95	6.95	unch	1	415	+1
Total Volume and Open Interest							626	6,505	-16
Live Cattle(CME)
Oct00	001020	69.475	70.125	69.325	69.825	+0.350	2,278	9,384	-1,284
Dec00	001020	70.850	71.500	70.750	71.375	+0.475	4,779	62,988	+918
Feb01	001020	72.150	72.650	72.075	72.525	+0.350	1,695	24,456	+94
Apr01	001020	73.775	74.150	73.750	74.125	+0.325	396	15,664	+87
Jun01	001020	70.825	71.250	70.800	71.125	+0.300	414	6,064	+60
Aug01	001020	71.125	71.275	71.050	71.150	+0.150	222	3,749	+47
Total Volume and Open Interest							9,820	123,233	-97
Feeder Cattle(CME)
Oct00	001020	87.375	87.500	87.350	87.450	-0.025	126	2,344	-50
Nov00	001020	87.550	88.200	87.400	88.125	+0.550	333	4,348	-32
Jan01	001020	88.550	89.400	88.400	89.350	+0.750	416	5,348	+87
Mar01	001020	88.100	88.750	88.025	88.700	+0.425	132	2,648	+22
Apr01	001020	88.150	88.700	88.000	88.700	+0.375	26	891	+3
May01	001020	87.700	88.300	87.700	88.225	+0.525	31	1,110	+6
Aug01	001020	87.850	88.250	87.800	88.250	+0.300	6	349	+3
Total Volume and Open Interest							1,072	17,049	+41
Lean Hogs(CME)
Dec00	001020	52.050	52.475	51.800	52.200	+0.300	4,444	23,690	-197
Feb01	001020	52.950	53.475	52.850	53.325	+0.350	1,285	7,370	+28
Apr01	001020	51.700	52.100	51.600	52.000	+0.350	421	2,962	+102
Jun01	001020	58.575	58.825	58.575	58.750	+0.200	60	1,149	+16
Jul01	001020	57.200	57.300	57.200	57.275	+0.150	49	334	+4
Aug01	001020	55.400	55.400	55.400	55.400	+0.150	23	310	+13
Oct01	001020	47.750	48.000	47.750	48.000	+0.100	1	317	+0
Dec01	001020	45.800	45.800	45.800	45.800	+0.100	2	274	+0
Total Volume and Open Interest							6,285	36,406	-41
Pork Bellies(CME)
Feb01	001020	60.750	61.400	59.575	59.900	-1.500	743	2,149	+53
Mar01	001020	61.200	61.200	60.000	60.000	-1.700	17	71	-8
May01	001020	62.350	62.350	61.700	61.700	-0.400	5	43	+3
Jul01	001020	63.100	63.100	61.500	61.500	-0.500	0	25	+0
Aug01	001020	62.000	62.000	62.000	62.000	-1.000	0	5	+0
Total Volume and Open Interest							765	2,293	+48
Cocoa(NYBOT)
Dec00	001020	808	810	785	788	-26	2,789	40,639	-642
Mar01	001020	840	840	816	819	-26	1,466	22,505	+870
May01	001020	860	860	840	840	-26	791	14,198	-24
Jul01	001020	884	884	860	863	-25	243	10,076	+118
Sep01	001020	900	900	883	887	-25	0	10,499	+0
Dec01	001020	925	925	920	920	-25	0	12,157	+0
Mar02	001020	964	964	953	953	-25	0	9,661	+0
Total Volume and Open Interest							5,312	138,580	+345
Coffee "C"(NYBOT)
Dec00	001020	86.70	87.20	83.50	84.15	-2.55	4,196	27,470	-218
Mar01	001020	91.50	91.75	88.40	88.90	-2.50	1,023	9,445	+107
May01	001020	94.00	94.25	91.25	91.70	-2.40	67	2,684	-10
Jul01	001020	94.50	94.50	94.00	94.35	-2.35	138	1,510	+51
Sep01	001020	99.00	99.00	96.50	96.90	-2.50	3	2,129	+8
Dec01	001020	103.00	103.00	100.90	100.90	-2.50	22	626	+12
Total Volume and Open Interest							5,451	43,874	-50
Orange Juice(NYBOT)
Nov00	001020	70.80	71.10	70.60	70.70	-0.15	1,108	11,430	-754
Jan01	001020	72.90	72.95	72.50	72.70	-0.15	1,028	12,923	+266
Mar01	001020	75.80	75.85	75.50	75.65	-0.15	217	6,927	+166
May01	001020	77.50	77.80	77.25	77.80	-0.05	36	901	+27
Jul01	001020	80.00	80.00	79.95	79.95	-0.05	22	406	+20
Total Volume and Open Interest							2,411	33,000	-275
Sugar #11(NYBOT)
Mar01	001020	10.90	10.99	10.84	10.87	+0.01	10,531	107,811	-391
May01	001020	10.25	10.35	10.23	10.28	+0.04	2,501	16,811	+327
Jul01	001020	9.80	9.86	9.76	9.78	-0.03	2,710	22,560	+232
Oct01	001020	9.43	9.48	9.42	9.43	unch	461	15,185	-15
Mar02	001020	9.34	9.34	9.33	9.33	unch	74	6,475	+15
Total Volume and Open Interest							16,325	169,724	+212
London Cocoa(LCE)
Dec00	001020	624	624	610	611	-13	700	49,525	-56
Mar01	001020	645	645	632	632	-14	245	49,564	+112
May01	001020	664	664	648	649	-15	166	25,480	+111
Jul01	001020	677	677	664	664	-15	788	9,571	+407
Sep01	001020	685	685	678	678	-14	13	17,399	+2
Dec01	001020	712	712	705	705	-14	65	5,495	-15
Mar02	001020	729	729	729	729	-14	0	15,462	+0
Total Volume and Open Interest							11,646
London Coffee(LCE)
Nov00	001020	751.00	753.00	746.00	750.00	-5.00	1,014	20,594	-235
Jan01	001020	770.00	772.00	767.00	771.00	-4.00	1,733	20,533	+182
Mar01	001020	793.00	797.00	791.00	795.00	-3.00	237	7,136	-286
May01	001020	822.00	822.00	816.00	819.00	-3.00	109	4,605	+75
Jul01	001020	842.00	842.00	842.00	842.00	-3.00	11	2,368	+10
Sep01	001020	865.00	865.00	865.00	865.00	-3.00	8	432	+0
Total Volume and Open Interest							3,112	56,468	-254
London Sugar(LCE)
Oct00	000915	263.50	264.00	252.00	262.70	-0.90	2,117	1,120	-1,892
Dec00	001020	265.00	265.50	264.50	264.70	unch	974	14,685	+13
Mar01	001020	268.00	268.00	266.50	267.20	+0.60	1,416	18,686	-565
May01	001020	264.00	264.90	264.00	264.90	+0.30	238	3,677	+100
Aug01	001020	261.50	262.50	260.50	262.10	+0.60	96	5,059	+20
Total Volume and Open Interest							2,724	44,248	-432
Cotton(NYBOT)
Dec00	001020	61.85	62.99	61.85	62.92	+0.80	6,765	35,193	-1,109
Mar01	001020	63.80	64.79	63.75	64.76	+0.82	1,680	12,949	+378
May01	001020	64.70	65.70	64.60	65.62	+0.91	335	8,861	+65
Jul01	001020	65.20	66.15	65.20	66.15	+0.80	191	4,371	-11
Oct01	001020	63.55	63.55	63.55	63.55	+0.60	0	663	+0
Dec01	001020	63.15	63.79	63.10	63.78	+0.58	241	4,892	+105
Total Volume and Open Interest							9,214	67,061	-574
Lumber(CME)
Nov00	001020	224.5	226.3	221.7	222.1	-1.2	579	2,373	+7
Jan01	001020	237.4	238.0	234.5	234.8	-1.3	244	1,194	+31
Mar01	001020	246.5	247.3	244.8	244.8	-0.3	71	643	+1
May01	001020	250.5	250.5	250.0	250.0	+0.1	25	118	+18
Total Volume and Open Interest							927	4,389	+57
Crude Oil(NYM)
Nov00	001020	33.30	34.35	32.85	33.75	+0.84	55,415	25,748	-13,854
Dec00	001020	32.20	33.05	31.91	32.95	+1.05	104,799	142,848	+5,426
Jan01	001020	31.60	32.40	31.45	32.28	+0.92	23,496	52,770	+3,874
Feb01	001020	31.00	31.90	30.95	31.76	+0.85	6,132	21,981	-1,143
Mar01	001020	30.60	31.31	30.58	31.31	+0.80	4,495	17,577	-566
Apr01	001020	30.25	30.89	30.15	30.89	+0.78	1,203	16,213	-92
May01	001020	29.95	30.47	29.80	30.47	+0.75	676	10,437	+108
Jun01	001020	29.55	30.06	29.30	30.06	+0.73	2,354	28,493	+316
Jul01	001020	29.15	29.64	28.95	29.64	+0.72	709	11,973	+444
Aug01	001020	28.65	29.22	28.65	29.22	+0.71	225	9,012	-46
Total Volume and Open Interest							209,658	475,190	-5,528
Heating Oil(NYM)
Nov00	001020	95.70	97.30	95.10	97.11	+1.93	15,802	30,406	-1,090
Dec00	001020	94.60	97.00	94.60	96.81	+2.27	15,068	41,092	+834
Jan01	001020	94.40	96.30	94.15	96.06	+2.22	3,728	29,740	+268
Feb01	001020	92.30	94.06	92.15	94.06	+2.22	1,752	19,541	+218
Mar01	001020	87.75	89.86	87.75	89.86	+2.22	2,154	13,981	+117
Apr01	001020	83.60	85.71	83.60	85.71	+2.22	348	8,336	+4
May01	001020	80.80	82.01	80.50	82.01	+2.17	206	5,190	+51
Jun01	001020	78.30	79.61	78.25	79.61	+2.17	52	5,629	+31
Jul01	001020	78.51	78.51	78.51	78.51	+2.17	46	1,858	+34
Aug01	001020	76.90	78.26	76.90	78.26	+2.17	161	2,495	+109
Total Volume and Open Interest							39,752	165,097	+878
Unleaded Gas(NYM)
Nov00	001020	93.70	96.15	93.70	95.84	+2.19	14,813	23,448	-650
Dec00	001020	88.00	89.70	87.75	89.12	+1.33	10,750	20,796	+953
Jan01	001020	85.85	87.20	85.50	86.55	+1.06	1,263	7,719	+68
Feb01	001020	85.10	85.70	85.10	85.70	+0.96	368	6,203	+145
Mar01	001020	85.10	85.87	85.10	85.87	+0.93	449	6,897	-97
Apr01	001020	90.10	90.67	90.10	90.67	+0.83	201	5,630	+375
May01	001020	89.10	89.82	89.10	89.82	+0.78	134	4,016	+33
Jun01	001020	88.37	88.37	88.37	88.37	+0.73	79	2,257	-40
Total Volume and Open Interest							28,382	84,302	+962
Natural Gas(NYM)
Nov00	001020	4.980	5.000	4.870	4.937	-0.014	54,408	38,900	-4,545
Dec00	001020	5.110	5.115	5.000	5.055	-0.016	27,502	49,233	+1,476
Jan01	001020	5.090	5.115	5.000	5.062	-0.019	13,708	31,019	+1,635
Feb01	001020	4.910	4.925	4.830	4.875	-0.016	5,636	21,940	+397
Mar01	001020	4.690	4.700	4.600	4.646	-0.012	3,014	25,561	-104
Apr01	001020	4.445	4.450	4.380	4.415	-0.011	3,425	18,751	+317
May01	001020	4.330	4.360	4.290	4.325	-0.011	1,562	17,947	+497
Jun01	001020	4.330	4.365	4.280	4.320	-0.011	2,430	19,092	+337
Total Volume and Open Interest							118,389	376,006	+1,368
Brent Crude Oil(IPE)
Dec00	001020	30.92	31.70	30.68	31.62	+0.88	34,936	64,787	-2,624
Jan01	001020	30.60	31.25	30.30	31.19	+0.79	15,469	56,135	+1,773
Feb01	001020	30.10	30.70	29.90	30.69	+0.79	2,202	17,347	+582
Mar01	001020	29.55	30.14	29.40	30.14	+0.74	2,636	17,017	-336
Apr01	001020	28.94	29.65	28.94	29.65	+0.70	1,297	13,674	+190
May01	001020	28.50	29.20	28.50	29.20	+0.70	717	5,414	-148
Jun01	001020	28.20	28.79	28.15	28.79	+0.69	2,032	13,607	+588
Jul01	001020	27.79	28.43	27.79	28.43	+0.70	2,380	4,893	-385
Total Volume and Open Interest							65,069	233,635	+355
Gas Oil(IPE)
Nov00	001020	294.75	299.75	293.00	294.50	-5.25	8,385	30,844	-992
Dec00	001020	289.50	293.00	287.25	288.00	-5.75	7,274	30,631	+1,321
Jan01	001020	284.75	286.50	281.00	282.00	-6.50	3,048	15,298	-283
Feb01	001020	277.50	277.50	273.25	273.25	-7.00	31	5,703	-31
Mar01	001020	267.50	267.50	262.50	262.50	-8.25	324	5,480	-110
Apr01	001020	253.00	253.00	253.00	253.00	-9.00	168	3,189	+100
May01	001020	245.75	245.75	245.75	245.75	-8.50	256	790	+0
Jun01	001020	245.50	245.50	240.75	240.75	-8.25	1,096	9,904	+691
Total Volume and Open Interest							20,682	107,028	+701
US Dollar Index(NYBOT)
Dec00	001020	116.75	117.71	116.40	117.06	+0.21	445	4,567	-95
Mar01	001020	117.10	117.34	116.89	116.89	+0.21	448	6,587	-100
Jun01	001020	116.72	116.72	116.72	116.72	+0.21	448	6,587	-100
Total Volume and Open Interest							448	6,587	-100
Australian Dollar(IMM)
Dec00	001020	53.04	53.08	52.65	52.82	+0.56	1,684	23,967	-500
Mar01	001020	53.00	53.00	52.85	52.86	+0.56	500	758	+398
Jun01	001020	52.90	52.90	52.90	52.90	+0.56	0	6	+0
Total Volume and Open Interest							2,184	24,731	-102
British Pound(IMM)
Dec00	001020	145.08	145.28	144.30	145.14	+0.48	2,713	30,555	-678
Mar01	001020	145.34	145.34	145.34	145.34	+0.48	0	96	+0
Jun01	001020	145.54	145.54	145.54	145.54	+0.48	0	3	+0
Total Volume and Open Interest							21,465	144,821	+113,489
Canadian Dollar(IMM)
Dec00	001020	66.26	66.34	66.09	66.15	-0.11	7,159	80,787	+56
Mar01	001020	66.43	66.49	66.27	66.31	-0.11	317	2,398	-50
Jun01	001020	66.47	66.58	66.44	66.44	-0.11	14	1,212	+262
Sep01	001020	66.61	66.61	66.57	66.57	-0.11	5	451	-2
Total Volume and Open Interest							7,495	85,119	+266
Japanese Yen(IMM)
Dec00	001020	92.70	92.84	92.49	92.68	-0.59	11,738	66,087	+3,129
Mar01	001020	93.97	94.11	93.97	94.11	-0.59	2	227	+2
Jun01	001020	95.51	95.51	95.51	95.51	-0.61	0	7	+0
Total Volume and Open Interest							2,411	33,000	-30,287
Swiss Franc(IMM)
Dec00	001020	56.48	56.49	55.92	56.37	+0.07	5,027	49,735	+626
Mar01	001020	56.50	56.81	56.50	56.81	+0.07	11	47	+1
Jun01	001020	57.23	57.23	57.23	57.23	+0.07	1	3	+0
Total Volume and Open Interest							28,768
EuroFX(IMM)
Dec00	001020	84.76	84.78	83.71	84.41	-0.16	11,103	74,519	-1,535
Mar01	001020	85.00	85.06	84.10	84.73	-0.16	125	986	+21
Total Volume and Open Interest							11,228	75,505	-1,514
Mexican Peso(IMM)
Dec00	001020	10275.0	10280.0	10245.0	10268.0	-20.0	763	9,437	-44
Mar01	001020	9998.0	9998.0	9998.0	9998.0	-20.0	12	3,541	+2
Total Volume and Open Interest							2,494	13,333	-4
30-Year T-Bonds(CBOT)
Dec00	001020	100~08	100~27	100~05	100~20	+0~12	211,943	405,906	+408
Mar01	001020	100~14	100~23	100~10	100~21	+0~13	323	8,269	+227
Jun01	001020	100~18	100~18	100~18	100~18	+0~13	0	136	+0
Total Volume and Open Interest							212,266	414,381	+635
Municipal Bonds(CBOT)
Dec00	001020	99~20	100~00	99~19	99~30	+0~10	962	20,250	+73
Total Volume and Open Interest							962	20,250	+73
10-Year T-Notes(CBOT)
Dec00	001020	101~095	101~200	101~085	101~175	+0~070	208,271	562,370	-2,579
Mar01	001020	101~160	101~205	101~140	101~200	+0~070	2,328	15,627	+68
Total Volume and Open Interest							210,599	577,998	-2,511
5-Year T-Notes(CBOT)
Dec00	001020	101~075	101~105	101~055	101~075	+0~015	75,884	376,615	+1,801
Mar01	001020	101~090	101~090	101~090	101~090	+0~015	355	1,370	+455
Total Volume and Open Interest							76,239	377,985	+2,256
2 Year T-Notes(CBOT)
Dec00	001020	100~036	100~038	100~032	100~034	+0~002	3,619	54,846	-325
Total Volume and Open Interest							3,619	54,846	-325
3-Mth T-Bills(IMM)
Dec00	001020	93.89	93.89	93.89	93.89	+0.00	4	1,310	+4
Total Volume and Open Interest							10
Eurodollars(IMM)
Dec00	001020	93.335	93.340	93.325	93.335	unch	51,719	555,080	-1,818
Mar01	001020	93.560	93.585	93.555	93.570	+0.015	110,575	513,349	+1,379
Jun01	001020	93.635	93.655	93.625	93.650	+0.020	94,280	340,883	-4,405
Sep01	001020	93.660	93.685	93.650	93.675	+0.020	79,505	328,020	+2,374
Dec01	001020	93.570	93.600	93.560	93.590	+0.020	30,405	238,263	+2,827
Mar02	001020	93.620	93.655	93.615	93.650	+0.030	22,858	196,196	+3,182
Jun02	001020	93.585	93.615	93.575	93.610	+0.030	14,152	139,044	-593
Sep02	001020	93.555	93.585	93.545	93.585	+0.035	13,358	102,769	-379
Dec02	001020	93.460	93.495	93.460	93.495	+0.035	8,261	82,572	-496
Mar03	001020	93.510	93.540	93.500	93.540	+0.040	8,959	76,539	+227
Jun03	001020	93.480	93.510	93.470	93.510	+0.040	7,449	55,608	-163
Sep03	001020	93.450	93.480	93.440	93.480	+0.040	7,107	57,494	+513
Total Volume and Open Interest							483,532	3,060,110	+6,311
3-Mth Euro-Yen(IMM)
Dec00	001020	99.47	99.47	99.46	99.47	-0.01	603	14,057	-323
Mar01	001020	99.51	99.51	99.50	99.51	-0.01	912	22,219	+607
Jun01	001020	99.47	99.47	99.47	99.47	-0.01	288	10,061	-13
Sep01	001020	99.40	99.40	99.40	99.40	-0.01	222	10,908	-315
Dec01	001020	99.30	99.30	99.30	99.30	unch	68	5,283	-118
Mar02	001020	99.25	99.25	99.25	99.25	unch	3	2,976	+3
Jun02	001020	99.16	99.16	99.16	99.16	unch	0	771	+0
Sep02	001020	99.04	99.04	99.04	99.04	-0.01	5	59	+5
Dec02	001020	98.86	98.86	98.86	98.86	unch	0	30	+0
Mar03	001020	98.76	98.76	98.76	98.76	unch
Total Volume and Open Interest							2,101	66,364	-154
3-Mth Euro-Yen(SIMEX)
Dec00	001020	99.47	99.47	99.46	99.46	-0.01	4,224	100,233	-9
Mar01	001020	99.52	99.52	99.50	99.50	-0.01	2,683	100,220	-2,011
Jun01	001020	99.47	99.48	99.46	99.46	-0.02	6,131	84,962	-1,228
Sep01	001020	99.40	99.41	99.39	99.40	-0.01	3,578	65,375	-1,275
Dec01	001020	99.30	99.32	99.29	99.30	-0.01	2,034	22,480	-1,600
Mar02	001020	99.25	99.26	99.25	99.25	-0.01	1,023	15,048	+495
Jun02	001020	99.16	99.17	99.16	99.16	unch	300	7,212	+75
Sep02	001020	99.04	99.04	99.04	99.04	-0.01	0	4,663	+85
Total Volume and Open Interest							777	12,010	-402,589
German Euro-Bund(EUREX)
Dec00	001020	105.55	105.74	105.51	105.72	+0.14	520,885	715,988	-8,468
Mar01	001020	105.58	105.74	105.58	105.74	+0.13	1,787	16,094	+1,168
Jun01	001020	105.51	105.51	105.51	105.51	+0.12	0	753	+41
Total Volume and Open Interest							522,672	732,835	-7,259
German Euro-Bobl(EUREX)
Dec00	001020	103.65	103.76	103.56	103.68	unch	260,746	436,142	+2,475
Mar01	001020	103.38	103.42	103.38	103.42	unch	740	2,889	+154
Jun01	001020	103.36	103.36	103.36	103.36	unch	0	250	+0
Total Volume and Open Interest							261,486	439,281	+2,629
Long Gilt(LIFFE)
Dec00	001020	113~28	114~02	113~21	113~31	+0~03	15,079	73,697	-2,453
Mar01	001020	113~21	113~21	113~21	113~21	+0~03
Total Volume and Open Interest							15,079	73,697	-2,453
3-Mth Short Sterling(LIFFE)
Dec00	001020	93.84	93.87	93.83	93.86	+0.01	15,550	171,839	+683
Mar01	001020	93.82	93.87	93.82	93.86	+0.02	27,577	196,392	+100,455
Jun01	001020	93.82	93.85	93.81	93.85	+0.02	15,044	98,338	+8,896
Total Volume and Open Interest							91,022	746,405	+6,339
3-Mth Euribor(LIFFE)
Dec00	001020	94.825	94.830	94.795	94.805	-0.020	86,527	325,088	+1,505
Mar01	001020	94.825	94.840	94.800	94.810	-0.025	78,747	265,189	+5,371
Jun01	001020	94.825	94.845	94.805	94.810	-0.020	40,733	189,205	+1,872
Total Volume and Open Interest							274,607	1,320,946	+16,856
3-Mth Aus T-Bills(SFE)
Dec00	001020	93.56	93.59	93.55	93.59	+0.01	8,070	202,207	+6,597
Mar01	001020	93.59	93.63	93.58	93.63	+0.02	4,194	90,289	+3,003
Jun01	001020	93.61	93.65	93.60	93.65	+0.02	1,025	36,122	+1,216
Sep01	001020	93.59	93.65	93.58	93.65	+0.03	421	19,403	+124
Dec01	001020	93.54	93.59	93.54	93.59	+0.03	76	10,388	+44
Mar02	001020	93.50	93.53	93.50	93.53	+0.03	25	7,184	-95
Jun02	001020	93.45	93.48	93.44	93.48	+0.04	245	5,318	+0
Sep02	001020	93.40	93.43	93.39	93.43	+0.04	140	3,339	+68
Dec02	001020	93.37	93.40	93.37	93.39	+0.04	100	1,913	+100
Mar03	001020	93.38	93.38	93.37	93.37	+0.05	10	1,199	+10
Total Volume and Open Interest							14,454	380,775	+11,195
10-Year Aus T-Bonds(SFE)
Dec00	001020	93.87	93.96	93.86	93.95	+0.08	1,041	116,741	+2,492
Mar01	001020	93.93	93.93	93.93	93.93	+0.03
Total Volume and Open Interest							1,041	116,741	+2,492
3-Year Aus T-Bonds(SFE)
Dec00	001020	93.97	94.02	93.96	94.02	+0.03	5,001	415,630	+18,501
Mar01	001020	93.99	93.99	93.99	93.99	+0.03
Total Volume and Open Interest							5,001	415,630	+18,501
Gold(CMX)
Oct00	001020	271.2	271.2	271.2	271.2	+1.1	0	8	+0
Dec00	001020	273.1	273.5	272.1	273.3	+1.0	8,660	85,588	+329
Feb01	001020	275.7	276.2	275.4	276.0	+1.0	33	15,486	+17
Apr01	001020	277.5	278.5	277.5	278.5	+1.0	44	4,560	-7
Jun01	001020	280.9	281.3	280.9	281.0	+1.0	111	8,917	-12
Aug01	001020	282.9	283.3	282.9	283.3	+1.0	0	2,424	+0
Total Volume and Open Interest							15,066	87,361	-44,926
Silver(CMX)
Dec00	001020	487.0	489.0	484.5	486.5	unch	4,378	62,771	+602
Mar01	001020	494.0	495.0	492.0	493.4	unch	193	5,274	+37
May01	001020	498.0	498.0	497.0	497.2	unch	28	1,324	+14
Jul01	001020	503.0	503.0	500.4	500.4	unch	3	1,722	+4
Sep01	001020	503.5	503.5	503.5	503.5	unch	1	2,961	+0
Total Volume and Open Interest							4,701	79,010	+566
Platinum(NYM)
Oct00	001020	600.0	601.5	600.0	601.5	-1.4	17	115	-106
Jan01	001020	581.0	584.8	579.0	583.5	-1.4	1,415	8,224	+215
Apr01	001020	572.0	572.0	571.5	571.5	-3.4	11	17	+0
Total Volume and Open Interest							1,443	8,356	+104
Palladium(NYME)
Dec00	001020	755.00	760.00	754.00	760.00	-0.70	222	1,166	+65
Mar01	001020	760.00	760.00	760.00	760.00	-0.70	0	802	+0
Total Volume and Open Interest							222	1,968	+65
Copper(CMX)
Dec00	001020	87.00	87.55	86.10	86.20	-1.10	6,428	39,156	-19
Mar01	001020	87.30	87.60	86.45	86.45	-1.05	1,126	10,590	+356
May01	001020	87.25	87.50	86.35	86.35	-1.00	99	2,222	+20
Jul01	001020	87.15	87.35	86.10	86.10	-1.00	117	1,820	+23
Sep01	001020	87.10	87.20	85.85	85.85	-1.00	153	895	+52
Total Volume and Open Interest							9,030	72,604	+337
DJIA Index(CBOT)
Dec00	001020	10225	10340	10155	10322	+82	11,985	15,490	+139
Mar01	001020	10370	10454	10320	10454	+83	9	60	+7
Jun01	001020	10586	10586	10586	10586	+84	0	1	+0
Total Volume and Open Interest							11,994	15,557	+146
S & P 500(CME)
Dec00	001020	1395.50	1422.00	1394.90	1411.00	+9.90	69,331	409,280	-2,626
Mar01	001020	1416.50	1442.20	1416.50	1431.60	+10.20	105	6,555	-12
Jun01	001020	1448.10	1452.40	1448.10	1452.40	+10.50	34	2,361	+9
Sep01	001020	1480.20	1480.20	1473.20	1473.20	+10.80	4	288	-3
Total Volume and Open Interest							69,479	418,701	-2,628
S & P 500 E-Mini(Globex)
Dec00	001020	1402.00	1422.00	1394.50	1411.00	+10.00	88,966	52,836	-1,331
Mar01	001020	1431.50	1431.50	1431.50	1431.50	+11.50	6	13	+0
Total Volume and Open Interest							2,708
NASDAQ 100(CME)
Dec00	001020	3420.00	3558.00	3415.00	3499.50	+54.50	24,947	36,675	-1,255
Mar01	001020	3554.50	3554.50	3554.50	3554.50	+54.50	8	54	+3
Jun01	001020	3602.50	3602.50	3602.50	3602.50	+54.50
Total Volume and Open Interest							24,955	36,729	-1,252
NASDAQ 100 E-Mini(GLOBEX)
Dec00	001020	3437.0	3555.5	3412.0	3499.5	+52.5	65,554	38,470	+2,164
Mar01	001020	3554.5	3554.5	3475.0	3554.5	+65.5	1	7	+0
Total Volume and Open Interest							65,555	38,477	+2,164
NYSE Composite(NYBOT)
Dec00	001020	641.25	650.25	641.25	647.25	+3.50	429	1,270	-78
Mar01	001020	656.25	656.25	656.25	656.25	+3.50	0	212	+0
Jun01	001020	665.25	665.25	665.25	665.25	+3.50	0	102	+0
Total Volume and Open Interest							630	3,269	+29
S & P Midcap 400(CME)
Dec00	001020	513.00	521.75	513.00	520.25	+6.25	769	16,591	+43
Mar01	001020	526.25	526.25	526.25	526.25	+6.25	0	1	+0
Jun01	001020	533.25	533.25	533.25	533.25	+6.25	0	1	+0
Total Volume and Open Interest							769	16,593	+43
Russell 2000(CME)
Dec00	001020	484.00	494.50	484.00	492.00	+6.65	2,101	13,400	+613
Mar01	001020	499.50	499.50	499.50	499.50	+6.65
Jun01	001020	507.05	507.05	507.05	507.05	+6.65
Total Volume and Open Interest							2,101	13,400	+613
Value Line(KCBT)
Dec00	001020	1080.25	1097.00	1080.00	1091.00	+8.00	24	149	-10
Total Volume and Open Interest							24	149	-10
Nikkei 225(CME)
Dec00	001020	15190	15320	15130	15200	+100	1,940	15,351	+14
Mar01	001020	15230	15230	15230	15230	+150	0	20	+0
Total Volume and Open Interest							1,940	15,371	+14
Nikkei 225(SIMEX)
Dec00	001020	15170	15310	15080	15250	+415	18,414	87,437	-1,558
Mar01	001020	15270	15270	15270	15270	+415	3	3,622	+3
Jun01	001020	15250	15250	15250	15250	+410	0	405	+0
Total Volume and Open Interest							18,417	91,869	-1,555
CAC 40(MATIF)
Oct00	001020	6104.0	6193.0	6061.0	6142.0	+54.0	60,014	0	+0
Nov00	001020	6141.0	6208.0	6086.0	6167.5	+68.5	1,493	0	+0
Dec00	001020	6169.0	6230.0	6112.0	6191.5	+69.5	5,040	0	+0
Total Volume and Open Interest							2,408	25,012	-376
DAX Index(EUREX)
Dec00	001020	6676.0	6707.5	6583.5	6664.0	+24.0	44,809	159,683	+3,800
Mar01	001020	6789.5	6789.5	6678.0	6749.5	+25.0	413	3,872	+465
Jun01	001020	6817.0	6856.0	6748.0	6823.5	+26.0	168	3,525	+551
Total Volume and Open Interest							45,390	165,516	+3,252
FT-SE 100(LIFFE)
Dec00	001020	6296.00	6359.00	6253.00	6318.00	+53.00	30,410	225,368	+107
Mar01	001020	6377.00	6377.00	6370.00	6370.00	+53.00	21	5,610	+2
Jun01	001020	6440.00	6440.00	6440.00	6440.00	+53.00	0	3,734	+0
Total Volume and Open Interest							30,431	234,712	+109
SPI 200(SFE)
Dec00	001020	3275.0	3284.0	3258.0	3282.0	+53.0	9,456	118,984	+5,762
Mar01	001020	3289.0	3303.0	3282.0	3303.0	+52.0	21	1,559	+20
Jun01	001020	3331.0	3331.0	3331.0	3331.0	+52.0	0	174	+0
Total Volume and Open Interest							9,477	120,717	+5,782
GSCI(CME)
Nov00	001020	241.65	243.60	239.90	243.00	+3.30	1,058	35,020	-107
Dec00	001020	242.50	242.50	242.50	242.50	+2.20	2	31	+0
Jan01	001020	238.50	238.50	238.50	238.50	+1.00	0	2	+0
Total Volume and Open Interest							1,060	35,053	-107
Bridge CRB Index(NYBOT)
Nov00	001020	227.85	228.20	226.80	227.20	-1.30	38	605	+12
Jan01	001020	228.00	228.40	227.45	227.45	-1.05	8	681	+1
Feb01	001020	226.20	226.20	226.20	226.20	-0.80	0	351	+0
Total Volume and Open Interest							46	1,640	+13

Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions.

Copyright © 2002 Moore Research Center, Inc. All Rights Reserved.
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