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MRCI's Free Historical Futures Prices for

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MRCI's Free Historical Futures Prices
Daily Futures Price Listing Mon September 24, 2001
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Nov01 010924 471.50 473.00 467.00 468.00 -1.75 35,964 91,073 +966
Jan02 010924 479.00 480.25 475.00 475.50 -1.75 5,489 21,216 +420
Mar02 010924 485.00 486.00 481.50 483.00 -0.25 5,206 20,896 +273
May02 010924 487.00 488.00 484.00 485.25 +0.75 985 21,739 +331
Jul02 010924 489.50 491.00 487.00 488.25 +1.00 895 13,477 -81
Aug02 010924 488.00 489.50 487.50 488.50 +1.50 3 428 +3
Sep02 010924 483.00 483.00 483.00 483.00 +3.00 0 9 +0
Total Volume and Open Interest 48,851 171,671 +1,958
Soybean Meal(CBOT)
Oct01 010924 167.40 167.50 164.30 164.40 -2.40 9,443 16,523 -1,180
Dec01 010924 165.00 165.00 162.00 162.30 -1.90 19,786 54,017 -888
Jan02 010924 164.00 164.00 161.30 161.60 -1.60 2,008 15,856 +337
Mar02 010924 162.30 162.30 160.20 160.50 -1.00 2,012 12,462 -54
May02 010924 160.50 160.50 158.30 159.00 -0.70 1,906 11,183 -41
Jul02 010924 159.10 159.10 157.50 157.90 -0.70 906 8,567 +349
Aug02 010924 157.50 157.50 156.60 156.60 -0.60 125 1,881 +43
Sep02 010924 156.50 156.50 155.20 155.20 -0.10 127 1,375 +88
Total Volume and Open Interest 36,395 123,114 -1,294
Soybean Oil(CBOT)
Oct01 010924 16.38 16.61 16.37 16.50 +0.15 7,359 18,044 -143
Dec01 010924 16.73 16.94 16.71 16.81 +0.13 11,854 72,830 -1,652
Jan02 010924 16.95 17.15 16.94 17.02 +0.12 1,225 21,472 +143
Mar02 010924 17.20 17.42 17.20 17.31 +0.14 530 16,870 +73
May02 010924 17.46 17.67 17.46 17.57 +0.15 573 16,708 +220
Jul02 010924 17.73 17.92 17.73 17.82 +0.14 236 8,433 +161
Aug02 010924 18.05 18.05 17.93 17.93 +0.19 108 1,198 +25
Sep02 010924 18.15 18.15 18.03 18.03 +0.18 0 1,235 +0
Total Volume and Open Interest 21,985 159,378 -1,073
Canola(WCE)
Nov01 010924 341.7 344.8 341.0 342.7 +2.0 5,257 38,900 -801
Jan02 010924 342.1 345.4 342.0 343.8 +2.1 3,088 17,542 +1,578
Mar02 010924 342.5 345.8 342.0 343.5 +1.9 1,402 8,343 +739
May02 010924 342.0 342.0 342.0 342.0 +1.3 30 1,199 +30
Jul02 010924 343.0 343.0 343.0 343.0 +3.0 201 1,123 +116
Total Volume and Open Interest 10,134 69,338 +1,818
Corn(CBOT)
Nov01 010924 213.25 213.25 210.50 210.50 -2.25 481 3,662 +1,985
Dec01 010924 218.00 218.25 215.50 215.75 -1.50 41,452 235,626 -1,280
Jan02 010924 222.00 222.50 219.00 219.25 -2.00 0 482 +0
Mar02 010924 230.00 230.25 227.25 227.50 -1.50 9,437 78,677 +1,720
May02 010924 236.75 237.00 234.50 234.75 -1.50 2,852 24,346 +524
Jul02 010924 241.75 242.00 239.50 239.75 -1.25 1,603 25,275 +230
Total Volume and Open Interest 57,028 386,777 +3,269
Wheat(CBOT)
Dec01 010924 266.50 269.00 266.00 266.75 +0.75 18,876 94,269 -971
Mar02 010924 279.50 282.00 279.50 280.00 +0.50 3,427 31,208 +47
May02 010924 287.00 288.50 286.50 286.75 +0.75 380 4,680 +60
Jul02 010924 290.50 292.75 290.50 292.00 +2.00 364 5,382 +77
Sep02 010924 298.50 298.50 298.50 298.50 +2.00 0 85 +0
Total Volume and Open Interest 23,094 136,504 -760
Wheat(KCBT)
Dec01 010924 293.00 294.00 291.00 291.75 -0.75 5,387 55,724 -2,543
Mar02 010924 306.00 306.50 304.00 304.50 +0.25 1,499 17,325 +173
May02 010924 312.50 312.50 311.00 311.00 +0.50 242 4,213 +110
Jul02 010924 318.00 318.00 317.00 317.50 -0.25 124 889 +98
Sep02 010924 323.50 324.50 322.75 322.75 -0.25 0 2 +0
Total Volume and Open Interest 7,252 78,157 -2,162
Wheat(MGE)
Dec01 010924 312.50 314.00 311.50 311.75 +0.25 2,313 20,051 +220
Mar02 010924 326.50 327.00 324.50 324.50 -0.50 711 3,777 +112
May02 010924 334.50 335.75 333.25 333.25 -0.75 153 1,070 +148
Jul02 010924 343.00 343.50 341.00 341.00 -0.50 55 208 +36
Sep02 010924 349.00 349.00 349.00 349.00 -0.50 0 53 +0
Total Volume and Open Interest 3,232 25,196 +516
Oats(CBOT)
Dec01 010924 160.50 161.50 156.00 158.25 -4.00 1,011 6,859 +95
Mar02 010924 152.75 152.75 148.00 150.25 -3.75 253 2,293 +102
May02 010924 145.50 145.50 142.50 145.25 -2.75 129 530 -3
Jul02 010924 141.00 141.00 137.50 139.50 -1.75 216 429 +158
Total Volume and Open Interest 1,609 10,123 +352
Rough Rice(MCE)
Nov01 010924 3.90 3.96 3.90 3.94 +0.05 411 2,923 +17
Jan02 010924 4.15 4.18 4.15 4.18 +0.04 114 977 +13
Mar02 010924 4.40 4.40 4.40 4.40 +0.03 65 680 +21
May02 010924 4.63 4.63 4.63 4.63 +0.03 27 323 +10
Total Volume and Open Interest 674 5,012 +114
Live Cattle(CME)
Oct01 010924 68.750 69.250 68.000 68.050 +0.025 9,788 25,100 -3,856
Dec01 010924 70.100 70.700 69.350 69.525 +0.075 11,829 40,607 +1,310
Feb02 010924 72.050 72.700 71.700 71.850 +0.400 4,739 26,759 +517
Apr02 010924 74.050 74.725 73.750 73.875 +0.325 2,280 10,370 +194
Jun02 010924 71.100 71.450 70.600 70.725 +0.375 2,158 12,776 +521
Aug02 010924 71.500 72.050 71.300 71.300 +0.100 189 1,410 +46
Total Volume and Open Interest 31,036 117,247 -1,306
Feeder Cattle(CME)
Sep01 010924 89.250 89.425 89.200 89.350 +0.450 584 1,676 -142
Oct01 010924 86.800 87.150 86.300 86.350 +0.350 2,007 6,484 +34
Nov01 010924 87.000 87.250 86.500 86.600 +0.350 1,437 3,973 +49
Jan02 010924 87.450 87.500 86.775 86.875 +0.425 431 2,618 +13
Mar02 010924 86.900 87.150 86.800 86.800 +0.425 218 631 +56
Apr02 010924 86.700 87.000 86.600 86.875 +0.575 25 430 +12
May02 010924 86.300 86.300 86.100 86.150 +0.400 36 234 +5
Total Volume and Open Interest 4,786 16,129 +54
Lean Hogs(CME)
Oct01 010924 60.100 60.200 59.250 59.350 -0.400 3,556 17,744 -280
Dec01 010924 55.600 55.975 54.800 54.925 -0.350 3,439 17,209 +688
Feb02 010924 55.700 56.000 55.250 55.325 -0.150 964 4,734 -140
Apr02 010924 56.700 57.000 56.100 56.150 -0.300 141 1,919 +35
Jun02 010924 63.775 63.850 63.700 63.725 +0.100 2 441 +2
Jul02 010924 60.800 60.800 60.800 60.800 unch 0 170 +0
Aug02 010924 59.250 59.250 59.250 59.250 unch 0 99 +0
Oct02 010924 54.000 54.000 54.000 54.000 +0.300 0 75 +0
Total Volume and Open Interest 8,126 42,841 +311
Pork Bellies(CME)
Feb02 010924 83.850 83.875 80.875 80.875 -3.000 997 2,669 +105
Mar02 010924 83.500 83.500 80.700 80.725 -2.975 11 47 +1
May02 010924 83.500 83.500 83.500 83.500 -3.000 0 28 +0
Jul02 010924 84.500 84.500 82.750 82.750 -3.000 3 14 +2
Aug02 010924 84.000 84.000 82.750 82.750 -2.500 0 2 +0
Total Volume and Open Interest 1,011 2,760 +108
Cocoa(NYBOT)
Dec01 010924 985 1010 984 1008 +16 3,392 24,670 -875
Mar02 010924 990 1014 990 1012 +18 1,449 20,739 +184
May02 010924 1010 1019 1010 1019 +18 702 9,182 +60
Jul02 010924 1027 1027 1027 1027 +15 310 6,248 +302
Sep02 010924 1035 1035 1035 1035 +17 225 6,244 +82
Dec02 010924 1049 1049 1049 1049 +18 328 11,980 -39
Mar03 010924 1064 1064 1064 1064 +16 330 8,497 +300
Total Volume and Open Interest 6,736 90,767 +14
Coffee "C"(NYBOT)
Dec01 010924 49.15 50.00 49.05 49.10 +0.05 5,184 35,846 -774
Mar02 010924 52.00 52.40 51.40 51.50 +0.10 1,812 10,005 +290
May02 010924 53.25 53.50 52.65 52.65 -0.15 333 3,734 +145
Jul02 010924 54.90 54.90 53.80 53.80 -0.40 353 2,721 +25
Sep02 010924 55.75 55.90 54.70 54.70 -0.50 68 1,538 +37
Dec02 010924 57.50 57.60 56.30 56.30 -0.60 19 1,306 -58
Total Volume and Open Interest 7,769 55,150 -511
Orange Juice(NYBOT)
Nov01 010924 82.40 82.90 81.50 81.80 -0.45 1,488 11,975 -413
Jan02 010924 84.70 85.20 83.70 83.90 -0.65 445 1,707 +28
Mar02 010924 87.70 87.75 86.70 87.10 -0.65 46 1,811 +19
May02 010924 89.50 89.60 89.50 89.60 -0.65 0 778 +0
Jul02 010924 92.10 92.10 92.10 92.10 -0.65 0 80 +0
Total Volume and Open Interest 1,979 16,501 -366
Sugar #11(NYBOT)
Oct01 010924 7.05 7.13 6.60 6.78 -0.27 16,274 37,790 -8,741
Mar02 010924 6.83 6.87 6.45 6.55 -0.25 15,603 63,429 +4,874
May02 010924 6.72 6.72 6.33 6.42 -0.24 1,582 10,747 +400
Jul02 010924 6.58 6.60 6.25 6.28 -0.26 1,635 15,812 -241
Oct02 010924 6.74 6.77 6.30 6.43 -0.26 931 6,494 +429
Total Volume and Open Interest 36,564 138,759 -3,256
London Cocoa(LCE)
Sep01 010913 675 691 675 691 +10 1,755 907 -1,755
Dec01 010924 740 745 731 740 -3 1,770 37,811 -661
Mar02 010924 759 764 750 759 -3 706 57,583 -95
May02 010924 768 777 763 773 -3 1,142 28,665 +295
Jul02 010924 774 782 774 781 -2 2 15,936 +0
Sep02 010924 781 788 781 786 -3 15 9,748 +7
Dec02 010924 793 802 793 798 -4 273 2,720 +148
Total Volume and Open Interest 3,908 154,822 -306
London Coffee(LCE)
Sep01 010924 413.00 416.00 411.00 411.00 -3.00 10 134 +10
Nov01 010924 431.00 437.00 429.00 432.00 -2.00 1,368 31,645 -87
Jan02 010924 444.00 449.00 442.00 445.00 -2.00 1,317 30,419 +246
Mar02 010924 462.00 465.00 460.00 462.00 -1.00 381 15,343 +198
May02 010924 479.00 480.00 479.00 479.00 unch 306 13,323 +193
Jul02 010924 490.00 494.00 487.00 493.00 +1.00 609 4,530 +478
Total Volume and Open Interest 3,999 98,871 +1,046
London Sugar(LCE)
Oct01 010914 220.00 231.50 219.60 230.00 +9.80 3,557 4,459 -1,314
Dec01 010924 214.50 214.50 203.10 206.00 -4.00 2,162 17,801 +816
Mar02 010924 214.00 214.20 205.10 208.00 -4.20 543 12,680 +71
May02 010924 213.80 213.80 207.20 208.90 -3.80 318 4,687 +171
Aug02 010924 210.90 210.90 204.00 206.40 -2.80 385 3,728 +134
Total Volume and Open Interest 3,515 40,730 +1,288
Cotton(NYBOT)
Oct01 010924 34.70 35.50 34.70 35.38 +1.04 2,073 609 -845
Dec01 010924 36.20 36.65 36.01 36.62 +0.49 4,117 42,170 -179
Mar02 010924 38.05 38.50 38.05 38.48 +0.51 767 8,829 +192
May02 010924 39.05 39.55 39.05 39.48 +0.53 176 5,425 -7
Jul02 010924 40.10 40.55 40.10 40.45 +0.50 226 4,131 +42
Oct02 010924 41.55 41.55 41.55 41.55 +0.30 0 192 +0
Total Volume and Open Interest 7,572 64,875 -669
Lumber(CME)
Nov01 010924 260.0 265.5 259.0 261.7 +5.9 533 1,391 +40
Jan02 010924 268.5 274.5 268.4 272.0 +6.6 273 521 +21
Mar02 010924 277.7 277.7 275.1 275.1 +7.4 5 49 +2
May02 010924 280.3 280.3 271.0 271.0 +0.7 7 10 +7
Total Volume and Open Interest 818 1,971 +70
Crude Oil(NYM)
Nov01 010924 23.90 24.00 21.80 22.01 -3.96 97,581 108,971 -12,613
Dec01 010924 24.20 24.25 22.20 22.44 -3.82 35,301 55,163 -3,854
Jan02 010924 24.20 24.40 23.20 23.20 -3.00 15,373 32,736 -294
Feb02 010924 24.20 24.30 23.01 23.01 -3.00 6,198 14,963 +77
Mar02 010924 24.05 24.30 22.79 22.79 -3.00 1,938 11,435 -9
Apr02 010924 24.15 24.15 22.67 22.67 -2.88 1,780 13,869 +157
May02 010924 23.00 23.00 22.62 22.62 -2.67 996 9,188 +182
Jun02 010924 23.20 23.80 22.25 22.55 -2.48 4,905 25,329 +449
Jul02 010924 22.45 22.45 22.45 22.45 -2.32 203 7,229 -88
Aug02 010924 22.30 22.30 22.30 22.30 -2.21 200 10,903 +184
Total Volume and Open Interest 169,146 392,581 -35,788
Heating Oil(NYM)
Oct01 010924 65.50 66.25 60.00 61.06 -9.81 14,428 27,655 -633
Nov01 010924 67.00 67.25 61.50 62.52 -9.37 10,311 26,273 -526
Dec01 010924 68.00 68.40 66.69 66.69 -6.00 4,292 27,738 -1,441
Jan02 010924 69.00 69.00 67.24 67.24 -6.00 1,748 18,691 -243
Feb02 010924 68.50 70.00 67.09 67.09 -6.00 2,288 12,918 -314
Mar02 010924 68.00 68.00 65.24 65.24 -6.00 2,119 12,940 -186
Apr02 010924 66.10 66.10 63.19 63.19 -6.00 338 4,400 +32
May02 010924 64.10 64.10 61.24 61.24 -6.00 169 2,754 +101
Jun02 010924 63.50 63.50 60.44 60.44 -6.00 1,218 3,681 +248
Jul02 010924 62.50 62.50 60.29 60.29 -6.00 67 1,260 +4
Total Volume and Open Interest 37,488 143,478 -2,916
Unleaded Gas(NYM)
Oct01 010924 67.50 68.20 61.70 63.60 -8.55 16,343 32,085 -5,780
Nov01 010924 67.50 67.50 61.30 62.68 -8.58 8,536 17,567 +488
Dec01 010924 66.50 67.25 65.01 65.01 -6.00 2,474 6,486 +340
Jan02 010924 67.50 67.50 64.96 64.96 -6.00 640 5,905 -145
Feb02 010924 67.75 67.75 65.46 65.46 -6.00 40 3,939 -43
Mar02 010924 66.21 66.21 66.21 66.21 -6.00 22 5,410 +6
Apr02 010924 74.00 74.00 72.26 72.26 -6.00 50 7,894 -81
May02 010924 72.41 72.41 72.41 72.41 -6.00 76 5,445 +0
Total Volume and Open Interest 28,228 89,596 -5,180
Natural Gas(NYM)
Oct01 010924 2.000 2.010 1.880 1.910 -0.193 20,140 49,189 -3,367
Nov01 010924 2.360 2.370 2.240 2.275 -0.192 12,775 49,813 +2,143
Dec01 010924 2.735 2.735 2.630 2.660 -0.172 4,581 35,449 -197
Jan02 010924 2.910 2.915 2.840 2.853 -0.159 2,459 44,860 +262
Feb02 010924 2.890 2.900 2.830 2.845 -0.147 1,941 26,552 -324
Mar02 010924 2.850 2.860 2.800 2.803 -0.132 1,202 27,185 -4
Apr02 010924 2.775 2.790 2.730 2.740 -0.118 502 32,505 -94
May02 010924 2.815 2.830 2.765 2.765 -0.118 63 19,174 +21
Total Volume and Open Interest 50,963 498,895 +836
Brent Crude Oil(IPE)
Nov01 010924 25.10 25.16 21.70 22.02 -3.42 45,345 58,933 -1,457
Dec01 010924 25.10 25.27 21.95 22.26 -3.32 26,740 60,961 +681
Jan02 010924 25.10 25.10 22.15 22.34 -3.12 11,813 30,642 -1,907
Feb02 010924 24.95 24.95 22.20 22.34 -2.94 5,766 17,325 +787
Mar02 010924 24.40 24.50 22.13 22.20 -2.79 2,513 9,183 +421
Apr02 010924 24.40 24.44 22.03 22.03 -2.66 4,089 9,851 +794
May02 010924 24.00 24.00 21.85 21.85 -2.56 14 4,625 +0
Jun02 010924 24.05 24.05 21.67 21.67 -2.48 2,175 20,637 +275
Total Volume and Open Interest 101,070 241,926 +1,399
Gas Oil(IPE)
Oct01 010924 223.00 223.00 195.00 197.25 -30.00 15,074 34,214 +189
Nov01 010924 221.75 222.25 194.50 196.25 -30.50 6,420 25,061 +978
Dec01 010924 220.75 220.75 195.50 197.00 -29.00 5,480 28,143 +1,107
Jan02 010924 216.75 216.75 195.50 197.50 -27.75 1,452 10,279 -384
Feb02 010924 208.00 208.00 195.50 196.75 -26.50 220 5,426 +1
Mar02 010924 211.75 211.75 194.25 194.25 -24.00 205 3,976 +104
Apr02 010924 205.50 205.50 191.75 191.75 -22.00 111 2,398 +111
May02 010924 190.75 190.75 190.75 190.75 -20.75 0 979 +0
Total Volume and Open Interest 29,452 123,059 +2,321
US Dollar Index(NYBOT)
Dec01 010924 113.25 113.68 113.22 113.42 -0.21 538 5,144 +48
Mar02 010924 113.62 114.00 113.62 113.92 -0.21 0 2,007 +0
Jun02 010924 114.42 114.42 114.42 114.42 -0.21 0 2 +0
Total Volume and Open Interest 538 7,153 +48
Australian Dollar(IMM)
Dec01 010924 48.99 49.08 48.45 48.93 +0.75 2,328 22,630 +783
Mar02 010924 48.73 48.73 48.73 48.73 +0.75 0 322 +0
Jun02 010924 48.53 48.53 48.53 48.53 +0.75 0 4 +0
Total Volume and Open Interest 2,329 22,969 +784
British Pound(IMM)
Dec01 010924 145.64 146.04 145.30 145.66 +0.72 6,261 39,052 -393
Mar02 010924 144.98 144.98 144.98 144.98 +0.72 0 21 +0
Jun02 010924 144.30 144.30 144.30 144.30 +0.72 0 1 +0
Total Volume and Open Interest 6,261 39,074 -393
Canadian Dollar(IMM)
Dec01 010924 63.68 63.71 63.57 63.60 +0.04 6,031 64,945 +630
Mar02 010924 63.58 63.61 63.56 63.56 +0.04 25 2,283 -1
Jun02 010924 63.64 63.64 63.52 63.52 +0.04 34 664 -1
Sep02 010924 63.50 63.50 63.50 63.50 +0.04 1 85 +1
Total Volume and Open Interest 6,107 68,015 +642
Japanese Yen(IMM)
Dec01 010924 85.74 85.88 85.55 85.56 -0.60 10,226 93,007 -28
Mar02 010924 86.10 86.10 86.10 86.10 -0.60 0 104 +0
Jun02 010924 86.64 86.64 86.64 86.64 -0.60 0 16 +0
Total Volume and Open Interest 10,550    
Deutsche Mark(IMM)
Dec01 010924 46.57 46.74 46.57 46.74 +0.17 1 199 +0
Total Volume and Open Interest 1 199 +0
Swiss Franc(IMM)
Dec01 010924 62.76 62.80 62.40 62.60 -0.69 11,284 51,140 +236
Mar02 010924 62.74 62.74 62.64 62.64 -0.69 11 100 +10
Jun02 010924 62.71 62.71 62.71 62.71 -0.69 0 3 +0
Total Volume and Open Interest 11,295 51,243 +246
EuroFX(IMM)
Dec01 010924 91.45 91.54 91.06 91.41 +0.32 23,535 103,348 -857
Mar02 010924 91.24 91.24 90.98 91.20 +0.32 4 829 +1
Jun02 010924 91.03 91.03 91.03 91.03 +0.32 2 144 +2
Total Volume and Open Interest 23,541 104,348 -854
Mexican Peso(IMM)
Sep01 010917 10480.0 10580.0 10480.0 10570.0 +83.0 4,258 18,328 -1,231
Dec01 010924 10390.0 10420.0 10340.0 10350.0 +15.0 2,059 10,036 +38
Total Volume and Open Interest 2,076 12,739 +35
30-Year T-Bonds(CBOT)
Dec01 010924 103~07 103~18 102~26 103~12 +0~05 215,496 507,177 -11,403
Mar02 010924 102~00 102~18 101~31 102~14 +0~05 2,049 15,154 -97
Jun02 010924 101~19 101~19 101~19 101~19 +0~05 0 103 +0
Total Volume and Open Interest 217,545 522,434 -11,500
Municipal Bonds(CBOT)
Dec01 010924 104~09 104~18 103~30 104~13 -0~06 813 6,637 +291
Total Volume and Open Interest 813 6,637 +291
10-Year T-Notes(CBOT)
Dec01 010924 107~300 107~310 107~130 107~235 -0~060 196,366 575,701 +15,975
Mar02 010924 106~130 106~280 106~130 106~210 -0~070 270 1,924 +52
Total Volume and Open Interest 196,636 577,625 +16,027
5-Year T-Notes(CBOT)
Dec01 010924 107~215 107~305 107~200 107~255 -0~085 86,369 429,569 +11,884
Mar02 010924 106~255 106~255 106~255 106~255 -0~105 0 28 +0
Total Volume and Open Interest 86,369 429,597 +11,884
2 Year T-Notes(CBOT)
Dec01 010924 104~105 104~125 104~104 104~120 -0~008 8,934 66,362 +162
Total Volume and Open Interest 8,964 69,769 +166
3-Mth T-Bills(IMM)
Dec01 010924 97.86 97.86 97.83 97.83 -0.10 115 597 +25
Total Volume and Open Interest 115 597 +25
Eurodollars(IMM)
Dec01 010924 97.495 97.540 97.490 97.530 -0.010 196,826 806,079 +25,191
Mar02 010924 97.355 97.435 97.335 97.410 +0.020 161,863 521,035 +714
Jun02 010924 96.890 97.010 96.885 96.985 +0.035 133,791 543,093 -15,877
Sep02 010924 96.420 96.520 96.405 96.500 +0.015 94,728 402,051 -5,882
Dec02 010924 95.935 96.005 95.915 96.000 -0.005 67,486 348,705 -3,580
Mar03 010924 95.615 95.690 95.615 95.680 -0.025 43,395 229,000 -8,077
Jun03 010924 95.330 95.390 95.330 95.375 -0.035 23,995 166,140 -1,912
Sep03 010924 95.110 95.160 95.110 95.145 -0.045 18,155 174,062 -1,738
Dec03 010924 94.905 94.935 94.890 94.915 -0.055 16,086 130,515 +3,635
Mar04 010924 94.820 94.855 94.810 94.835 -0.055 17,018 147,546 +4,855
Jun04 010924 94.675 94.720 94.675 94.695 -0.060 15,300 110,030 +3,248
Sep04 010924 94.590 94.600 94.570 94.575 -0.060 18,466 97,922 +2,953
Total Volume and Open Interest 877,131 4,315,582 +12,445
3-Mth Euro-Yen(IMM)
Sep01 010914 99.95 99.95 99.94 99.94 unch 1,008 20,434 -432
Dec01 010924 99.90 99.91 99.90 99.90 -0.01 547 19,009 +336
Mar02 010924 99.89 99.89 99.89 99.89 unch 44 8,365 +11
Jun02 010924 99.90 99.90 99.89 99.89 -0.01 71 9,956 +428
Sep02 010924 99.86 99.87 99.86 99.87 unch 45 3,097 -163
Dec02 010924 99.82 99.82 99.82 99.82 unch 30 1,027 -19
Mar03 010924 99.78 99.78 99.78 99.78 unch 5 403 +5
Jun03 010924 99.75 99.75 99.75 99.75 unch 60 119 +60
Sep03 010924 99.69 99.69 99.69 99.69 -0.01 0 15 +0
Dec03 010924 99.60 99.60 99.60 99.60 unch 0 2 +0
Total Volume and Open Interest 802 42,213 +658
3-Mth Euro-Yen(SIMEX)
Dec01 010924 99.91 99.91 99.90 99.91 unch 2,173 93,450 -1,233
Mar02 010924 99.89 99.90 99.89 99.89 0.00 1,452 61,937 -448
Jun02 010924 99.90 99.90 99.90 99.90 unch 33 56,699 -274
Sep02 010924 99.86 99.86 99.86 99.86 0.00 1,199 25,736 +120
Dec02 010924 99.82 99.82 99.82 99.82 unch 758 10,034 -290
Mar03 010924 99.78 99.78 99.78 99.78 +0.00 73 14,043 -73
Jun03 010924 99.74 99.74 99.74 99.74 unch 80 12,729 -140
Sep03 010924 99.68 99.68 99.68 99.68 unch 0 6,864 +0
Total Volume and Open Interest 6,178 294,582 -1,938
Euro Notional Bond(MATIF)
Dec01 010924 88.60 88.60 88.23 88.41 -0.09 5,602 23,464 +2,321
Mar02 010924 88.32 88.32 88.32 88.32 -0.13      
Jun02 010924 88.32 88.32 88.32 88.32 -0.13      
Total Volume and Open Interest 5,602 23,464 +2,321
3-Month Euribor(MATIF)
Dec01 010924 96.60 96.60 96.60 96.60 unch 0 2,845 +0
Mar02 010924 96.70 96.70 96.70 96.70 unch 0 2,592 +0
Jun02 010924 96.60 96.60 96.60 96.60 -0.05 0 308 +0
Total Volume and Open Interest 0 6,618 +0
German Euro-Bund(EUREX)
Dec01 010924 107.95 108.01 107.65 107.95 -0.05 843,146 678,045 +1,557
Mar02 010924 107.49 107.55 107.49 107.55 -0.03 10,541 4,238 +2,244
Jun02 010924 107.57 107.57 107.57 107.57 -0.13 343 0 +0
Total Volume and Open Interest 854,030 682,283 +3,801
German Euro-Bobl(EUREX)
Dec01 010924 107.94 107.95 107.69 107.84 -0.10 523,834 539,130 +41,289
Mar02 010924 107.29 107.34 107.29 107.34 -0.12 3,254 3,352 +287
Jun02 010924 107.20 107.20 107.20 107.20 -0.10 0 814 +0
Total Volume and Open Interest 527,088 543,296 +41,576
Long Gilt(LIFFE)
Sep01 010924 115~02 115~05 114~31 114~32 -0~10 332 13,155 -102
Dec01 010924 114~13 114~16 114~07 114~11 -0~09 28,450 69,076 +2,644
Total Volume and Open Interest 28,782 82,231 +2,542
3-Mth Short Sterling(LIFFE)
Dec01 010924 95.70 95.75 95.69 95.74 +0.02 65,289 0 +0
Mar02 010924 95.69 95.73 95.65 95.72 +0.03 48,216 0 +0
Jun02 010924 95.40 95.46 95.37 95.45 +0.04 29,389 0 +0
Total Volume and Open Interest 189,757    
3-Mth Euribor(LIFFE)
Dec01 010924 96.580 96.610 96.550 96.590 -0.005 187,530 485,114 +17,540
Mar02 010924 96.690 96.720 96.655 96.695 -0.015 142,604 367,180 +5,053
Jun02 010924 96.600 96.640 96.575 96.610 -0.020 77,841 272,003 +5,957
Total Volume and Open Interest 528,906 1,782,855 +34,438
3-Mth Aus T-Bills(SFE)
Dec01 010924 95.85 95.85 95.80 95.82 +0.01 7,508 197,820 -3,304
Mar02 010924 95.85 95.85 95.81 95.82 unch 3,251 79,929 +1,089
Jun02 010924 95.65 95.65 95.61 95.63 unch 1,372 32,259 +369
Sep02 010924 95.35 95.38 95.35 95.35 unch 341 18,790 +169
Dec02 010924 95.07 95.10 95.07 95.08 +0.01 150 13,505 +93
Mar03 010924 94.86 94.89 94.86 94.86 unch 58 7,673 -80
Jun03 010924 94.70 94.73 94.70 94.70 unch 148 5,730 +23
Sep03 010924 94.55 94.59 94.55 94.56 unch 154 3,098 -121
Dec03 010924 94.46 94.48 94.46 94.46 unch 103 2,026 +23
Mar04 010924 94.39 94.39 94.37 94.37 -0.01 0 1,490 +0
Total Volume and Open Interest 13,085 364,444 -1,739
10-Year Aus T-Bonds(SFE)
Dec01 010924 94.32 94.32 94.29 94.31 -0.07 2,666 124,412 -6,597
Mar02 010924 94.32 94.32 94.32 94.32 -0.05      
Total Volume and Open Interest 19,617 131,009 +10,214
3-Year Aus T-Bonds(SFE)
Dec01 010924 95.40 95.41 95.34 95.35 -0.03 35,498 246,575 +4,166
Mar02 010924 95.35 95.35 95.35 95.35 -0.03      
Total Volume and Open Interest 35,498 246,575 +4,166
Gold(CMX)
Oct01 010924 288.0 289.8 287.0 289.7 -2.2 1,228 7,008 +8
Dec01 010924 289.0 291.1 288.5 290.9 -2.0 24,549 91,622 +3,660
Feb02 010924 289.4 291.8 289.4 291.3 -1.9 482 9,486 +54
Apr02 010924 290.5 291.7 289.5 291.7 -1.9 114 2,726 -43
Jun02 010924 291.5 293.0 290.0 292.3 -1.9 86 5,225 -37
Aug02 010924 292.8 292.8 292.8 292.8 -1.9 1 2,227 +0
Total Volume and Open Interest 26,674 128,196 +3,411
Silver(CMX)
Sep01 010924 452.0 457.0 450.0 457.0 -2.2 18 156 -9
Dec01 010924 452.0 460.0 451.0 459.5 -2.2 14,400 44,788 -2,912
Mar02 010924 454.0 462.2 453.0 462.2 -2.3 2,616 9,095 +1,845
May02 010924 462.0 464.0 462.0 464.0 -2.4 7 921 +11
Jul02 010924 463.0 465.9 463.0 465.9 -2.5 1 1,350 +8
Total Volume and Open Interest 17,088 61,534 -1,065
Platinum(NYM)
Oct01 010924 472.0 474.0 469.0 471.8 -11.6 623 3,552 -53
Jan02 010924 460.0 466.0 460.0 463.8 -11.6 465 2,217 +69
Total Volume and Open Interest 1,088 5,774 +16
Palladium(NYME)
Sep01 010924 431.00 431.00 431.00 431.00 -11.00 3 5 +0
Dec01 010924 435.00 440.00 431.00 431.00 -11.00 21 1,161 +7
Total Volume and Open Interest 24 1,166 +7
Copper(CMX)
Sep01 010924 65.70 65.70 65.25 65.30 -0.40 838 2,456 -426
Dec01 010924 66.05 66.25 65.70 65.90 -0.20 5,156 49,772 +1,774
Mar02 010924 66.85 67.20 66.75 66.85 -0.20 62 7,934 -3
May02 010924 67.50 67.70 67.35 67.35 -0.20 336 2,920 +62
Jul02 010924 68.15 68.30 67.85 67.85 -0.25 16 2,730 +11
Total Volume and Open Interest 6,747 87,792 +1,487
DJIA Index(CBOT)
Sep01 010920 8625 8640 8320 8334 -391 9,230 17,515 -2,830
Dec01 010924 8600 8660 8450 8625 +357 47,203 32,261 +3,056
Mar02 010924 8500 8635 8465 8632 +357 75 444 -18
Jun02 010924 8649 8649 8649 8649 +357 0 65 +0
Total Volume and Open Interest 47,278 32,776 -10,983
S & P 500(CME)
Dec01 010924 997.00 1012.30 991.50 1007.50 +34.50 131,378 496,167 +6,309
Mar02 010924 1000.50 1009.70 1000.50 1009.70 +34.70 264 8,396 +88
Jun02 010924 1014.20 1014.20 1014.20 1014.20 +35.70 3 584 +0
Sep02 010924 1019.20 1019.20 1019.20 1019.20 +35.70 27 238 +27
Total Volume and Open Interest 131,718 505,583 -116,606
S & P 500 E-Mini(Globex)
Dec01 010924 976.25 1012.25 973.25 1007.75 +34.75 310,764 74,172 +13,488
Mar02 010924 1001.00 1009.75 1001.00 1009.75        
NASDAQ 100(CME)
Dec01 010924 1175.00 1211.00 1166.00 1194.00 +57.00 26,202 49,861 +1,735
Mar02 010924 1201.00 1201.00 1201.00 1201.00 +57.00 0 5 +0
Jun02 010924 1208.00 1208.00 1208.00 1208.00        
NASDAQ 100 E-Mini(GLOBEX)
Dec01 010924 1144.0 1210.5 1142.5 1194.0 +57.0 153,481 0 +0
Total Volume and Open Interest 153,823    
NYSE Composite(NYBOT)
Dec01 010924 517.00 523.90 517.00 523.30 +15.55 1,623 5,248 -8
Mar02 010924 524.30 524.30 524.30 524.30 +15.55 0 670 +0
Jun02 010924 525.30 525.30 525.30 525.30 +15.55 0 300 +0
Total Volume and Open Interest 1,623 6,218 -2,123
S & P Midcap 400(CME)
Dec01 010924 416.00 420.00 414.50 419.10 +10.60 2,364 14,175 -287
Mar02 010924 421.95 421.95 421.95 421.95 +8.00      
Jun02 010924 426.85 426.85 426.85 426.85 +8.00      
Total Volume and Open Interest 2,364 14,175 -4,964
Russell 2000(CME)
Dec01 010924 387.00 393.80 387.00 393.60 +13.85 3,325 19,446 -941
Mar02 010924 395.75 395.75 395.75 395.75 +8.40      
Jun02 010924 403.35 403.35 403.35 403.35 +8.40      
Total Volume and Open Interest 3,325 19,446 -8,497
Value Line(KCBT)
Dec01 010924 980.00 996.00 980.00 992.00 +36.00 256 184 +0
Total Volume and Open Interest 256 184 -95
Nikkei 225(CME)
Dec01 010924 9650 9790 9640 9700 +335 1,944 12,980 +465
Mar02 010924 9725 9725 9725 9725 +335 0 16 +0
Total Volume and Open Interest 1,944 13,019 +465
Nikkei 225(SIMEX)
Dec01 010921 9560 9560 9340 9525 -180 10,911 94,038 -1,418
Mar02 010921 9525 9525 9525 9525 -180 0 220 +0
Jun02 010921 9500 9500 9485 9485 -180      
Total Volume and Open Interest 10,911 94,258 -1,418
CAC 40(MATIF)
Sep01 010924 3748.0 3892.5 3705.0 3860.0 +222.0 145,435 606,819 +1,970
Dec01 010924 3755.0 3920.0 3750.0 3893.0 +224.0 1,624 44,818 +889
Mar02 010924 3950.0 3950.0 3925.0 3925.0 +226.0 12 35,017 +11
Total Volume and Open Interest 157,462 763,706 +9,996
DAX Index(EUREX)
Dec01 010924 3950.0 4093.0 3903.0 4086.0 +242.5 111,292 139,094 +13,197
Mar02 010924 4000.0 4120.0 3970.0 4115.0 +246.0 238 7,727 +3
Jun02 010924 4036.5 4036.5 4036.5 4036.5        
FT-SE 100(LIFFE)
Dec01 010924 4501.00 4679.00 4501.00 4640.50 +150.00 102,949 290,028 +16,353
Mar02 010924 4585.00 4651.50 4547.50 4647.00 +143.50 0 18,483 +0
Jun02 010924 4585.00 4663.50 4565.00 4663.50        
SPI 200(SFE)
Sep01 010924 2912.0 2934.0 2882.0 2927.0 +7.0 24,013 139,124 +850
Dec01 010924 2930.0 2944.0 2894.0 2937.0 +7.0 12,189 45,782 +11,225
Mar02 010924 2934.0 2941.0 2907.0 2941.0 +5.0 20 1,724 -24
Total Volume and Open Interest 36,238 187,817 +12,084
GSCI(CME)
Oct01 010924 183.30 184.50 177.00 177.60 -15.50 161 14,676 +26
Nov01 010924 186.80 186.80 181.80 181.80 -14.70 0 3 +0
Dec01 010924 186.10 186.10 186.10 186.10 -12.90      
Total Volume and Open Interest 161 14,679 +26
Bridge CRB Index(NYBOT)
Nov01 010924 194.25 194.25 191.50 192.25 -4.05 10 402 -6
Jan02 010924 194.00 195.00 194.00 195.00 -2.80 0 406 +0
Feb02 010924 195.25 195.25 195.25 195.25 -1.55 0 201 +0
Total Volume and Open Interest 10 1,009 -6
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 © 2001 Moore Research Center, Inc. All Rights Reserved.
Some data provided by Prophetfinance.com

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