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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 Fri November 02, 2001
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Nov01 011102 433.50 436.25 433.00 433.50 -1.50 14,473 12,428 -6,301
Jan02 011102 440.50 443.00 438.50 439.00 -2.50 45,569 80,736 +277
Mar02 011102 445.50 448.50 443.50 444.00 -3.00 7,419 33,002 -1,767
May02 011102 449.50 452.75 448.00 448.50 -2.75 5,169 24,659 +1,010
Jul02 011102 454.00 456.75 452.25 452.75 -3.00 5,423 22,067 +713
Aug02 011102 455.50 456.00 451.50 451.50 -2.50 13 1,136 +7
Sep02 011102 454.00 454.00 452.50 452.50 -1.50 0 305 +0
Total Volume and Open Interest 78,304 180,223 -5,998
Soybean Meal(CBOT)
Dec01 011102 164.50 166.70 164.00 164.40 -0.20 16,485 37,644 +620
Jan02 011102 160.40 162.00 160.10 160.30 -0.50 8,601 23,447 +365
Mar02 011102 157.50 158.20 156.20 156.30 -1.30 5,889 20,166 +793
May02 011102 154.30 154.80 152.50 152.70 -1.70 5,565 20,871 +949
Jul02 011102 154.00 154.20 152.10 152.20 -1.90 4,648 18,365 +631
Aug02 011102 153.00 153.50 151.10 151.10 -1.90 420 5,083 +394
Sep02 011102 153.00 153.00 151.30 151.30 -1.70 516 4,678 +376
Oct02 011102 151.50 151.50 149.70 149.70 -1.90 151 2,209 +107
Total Volume and Open Interest 42,945 136,243 +4,633
Soybean Oil(CBOT)
Dec01 011102 15.70 15.88 15.59 15.86 +0.18 14,489 57,446 -1,252
Jan02 011102 15.95 16.06 15.80 16.05 +0.15 6,108 30,749 +96
Mar02 011102 16.23 16.29 16.07 16.29 +0.15 4,414 25,706 -1,537
May02 011102 16.42 16.55 16.29 16.52 +0.15 3,621 27,480 +1,240
Jul02 011102 16.65 16.75 16.55 16.74 +0.13 3,173 16,417 -307
Aug02 011102 16.75 16.82 16.75 16.80 +0.12 11 3,488 +10
Sep02 011102 16.87 16.95 16.87 16.90 +0.12 3 2,870 +3
Oct02 011102 16.99 17.02 16.97 17.02 +0.17 6 1,497 +6
Total Volume and Open Interest 31,830 169,811 -1,741
Canola(WCE)
Nov01 011102 340.0 346.0 340.0 346.0 +8.5 4,565 1,898 -3,289
Jan02 011102 340.5 347.0 340.3 346.2 +5.3 10,036 35,934 -5,075
Mar02 011102 339.0 346.5 339.0 346.0 +5.5 3,967 12,786 +860
May02 011102 339.8 345.5 339.8 345.0 +4.7 3,219 4,456 +2,056
Jul02 011102 340.8 345.0 340.8 344.5 +4.5 189 4,085 -46
Total Volume and Open Interest 22,045 63,259 -5,472
Corn(CBOT)
Nov01 011102 199.50 199.50 198.25 198.25 -1.50 14 14 -576
Dec01 011102 203.25 204.00 202.00 202.25 -1.75 38,204 211,293 +1,916
Jan02 011102 208.50 208.75 207.00 207.25 -1.75 30 871 +6
Mar02 011102 216.00 216.75 215.00 215.25 -1.75 11,437 133,122 +3,484
May02 011102 224.50 224.75 222.75 223.00 -2.00 2,860 42,415 +566
Jul02 011102 230.50 231.00 229.00 229.25 -2.25 3,210 37,622 +810
Total Volume and Open Interest 57,514 453,386 +6,979
Wheat(CBOT)
Dec01 011102 288.75 289.50 285.00 285.50 -3.25 18,041 68,425 -1,319
Mar02 011102 296.00 297.50 294.00 294.25 -3.25 7,467 40,187 +1,214
May02 011102 300.00 300.00 295.25 295.75 -3.25 787 6,094 -241
Jul02 011102 299.50 300.50 297.00 297.50 -2.00 2,067 9,911 +147
Sep02 011102 301.50 301.50 301.50 301.50 -1.50 25 461 +23
Total Volume and Open Interest 28,472 126,548 -117
Wheat(KCBT)
Dec01 011102 295.00 296.50 293.50 293.75 -2.50 4,502 36,387 -620
Mar02 011102 303.50 304.50 302.00 302.00 -2.50 4,455 25,198 +1,596
May02 011102 309.25 310.00 308.75 309.00 -1.00 262 6,850 +19
Jul02 011102 314.00 314.25 313.00 313.75 -0.50 1,010 5,675 -168
Sep02 011102 320.00 320.50 320.00 320.50 -0.50 233 1,732 +150
Total Volume and Open Interest 10,487 76,282 +982
Wheat(MGE)
Dec01 011102 313.00 314.50 312.75 313.50 -0.25 1,982 17,144 -967
Mar02 011102 323.75 325.50 323.50 324.00 -0.75 1,325 7,151 +1
May02 011102 331.50 332.00 331.25 332.00 unch 115 1,676 +79
Jul02 011102 339.00 339.00 339.00 339.00 +0.25 138 814 -17
Sep02 011102 346.00 346.00 345.50 345.50 -0.25 29 456 +21
Total Volume and Open Interest 3,596 27,320 -880
Oats(CBOT)
Dec01 011102 201.75 206.25 201.50 204.25 +2.50 1,052 6,446 -91
Mar02 011102 188.25 192.00 188.00 188.50 +0.75 537 5,428 +78
May02 011102 177.50 180.25 177.00 177.00 unch 154 1,507 +30
Jul02 011102 163.00 165.00 161.50 161.50 -0.50 55 692 +9
Total Volume and Open Interest 1,798 14,156 +26
Rough Rice(MCE)
Nov01 011102 3.60 3.62 3.56 3.57 -0.02 214 268 -187
Jan02 011102 3.80 3.83 3.77 3.77 -0.04 230 2,590 +53
Mar02 011102 4.05 4.05 4.00 4.00 -0.04 107 1,433 +5
May02 011102 4.22 4.22 4.22 4.22 -0.04 1 594 -1
Total Volume and Open Interest 569 5,333 -116
Live Cattle(CME)
Dec01 011102 68.150 68.325 67.250 67.400 -0.750 7,055 43,469 -18
Feb02 011102 71.650 71.800 71.075 71.225 -0.525 3,046 30,894 -291
Apr02 011102 73.600 73.700 73.025 73.150 -0.475 1,223 16,813 +173
Jun02 011102 69.050 69.150 68.550 68.700 -0.325 836 13,963 +193
Aug02 011102 68.750 68.750 68.300 68.350 -0.275 301 3,139 +42
Oct02 011102 69.850 70.000 69.700 70.000 -0.050 116 588 +34
Total Volume and Open Interest 12,674 108,933 +200
Feeder Cattle(CME)
Nov01 011102 86.550 86.550 86.050 86.225 -0.425 778 3,914 -101
Jan02 011102 84.850 84.900 84.300 84.350 -0.450 894 6,149 +103
Mar02 011102 83.900 83.900 83.350 83.450 -0.400 255 2,228 +17
Apr02 011102 83.650 83.700 83.400 83.400 -0.350 69 1,023 +30
May02 011102 83.250 83.250 82.850 83.000 -0.200 153 998 -81
Aug02 011102 84.100 84.150 84.100 84.125 -0.275 20 298 +7
Sep02 011102 84.250 84.250 84.250 84.250 -0.150 12 53 +5
Total Volume and Open Interest 2,186 14,669 -15
Lean Hogs(CME)
Dec01 011102 52.700 52.950 52.150 52.875 +0.775 5,202 20,297 -301
Feb02 011102 54.400 54.750 54.050 54.700 +0.500 2,320 6,460 +58
Apr02 011102 55.400 55.550 55.250 55.450 +0.400 437 3,323 -15
Jun02 011102 63.500 63.600 63.150 63.200 -0.100 278 947 -42
Jul02 011102 61.350 61.350 61.050 61.075 -0.225 26 376 +11
Aug02 011102 60.300 60.500 60.150 60.500 -0.100 3 204 +2
Oct02 011102 53.250 53.400 53.250 53.400 -0.100 2 234 -2
Dec02 011102 51.250 51.250 51.250 51.250 -0.250 4 4  
Total Volume and Open Interest 8,341 32,639  
Pork Bellies(CME)
Feb02 011102 73.550 73.800 71.650 73.625 +0.650 1,139 2,126 -60
Mar02 011102 73.200 73.500 71.500 73.250 +0.650 57 214 +12
May02 011102 74.400 74.750 72.900 74.750 +0.950 6 75 +0
Jul02 011102 74.100 74.250 73.975 73.975 +0.875 3 26 -2
Aug02 011102 74.750 74.750 74.750 74.750 +1.750 1 6 +1
Total Volume and Open Interest 1,206 2,447 -49
Cocoa(NYBOT)
Dec01 011102 1011 1015 1001 1006 -20 1,805 20,508 -21
Mar02 011102 1013 1017 1008 1011 -17 1,383 26,144 +318
May02 011102 1022 1023 1013 1015 -18 6 10,184 +79
Jul02 011102 1023 1024 1018 1018 -17 32 7,158 -4
Sep02 011102 1026 1026 1023 1023 -15 1 4,606 +1
Dec02 011102 1030 1030 1025 1027 -15 394 10,857 -340
Mar03 011102 1035 1035 1035 1035 -14 13 8,885 -40
Total Volume and Open Interest 3,939 94,896 +298
Coffee "C"(NYBOT)
Dec01 011102 46.00 46.25 44.50 45.40 +0.20 5,953 29,179 -1,475
Mar02 011102 48.25 48.30 47.00 48.00 +0.40 2,789 16,357 +249
May02 011102 49.80 49.90 48.60 49.55 +0.50 278 4,967 +101
Jul02 011102 51.30 51.30 50.35 50.85 +0.50 108 3,495 +64
Sep02 011102 52.05 52.30 51.25 51.85 +0.50 35 2,466 +20
Dec02 011102 54.20 54.25 53.00 53.85 +0.65 27 2,512 +19
Total Volume and Open Interest 9,214 59,367 -1,003
Orange Juice(NYBOT)
Nov01 011102 94.00 94.30 92.75 92.75 -0.25 313 548 -207
Jan02 011102 96.85 97.25 93.50 94.25 -0.95 1,999 14,373 +337
Mar02 011102 96.25 97.00 94.95 94.95 -0.70 516 2,700 +200
May02 011102 96.00 96.00 95.00 95.00 -0.25 106 1,002 +78
Jul02 011102 94.95 94.95 94.95 94.95 -1.00 10 97 +0
Total Volume and Open Interest 2,944 20,269 +408
Sugar #11(NYBOT)
Mar02 011102 6.66 6.70 6.61 6.63 -0.03 5,980 92,255 +488
May02 011102 6.47 6.48 6.39 6.41 -0.05 1,541 18,608 +159
Jul02 011102 6.15 6.16 6.08 6.09 -0.06 1,643 23,726 +238
Oct02 011102 6.29 6.29 6.23 6.23 -0.05 666 14,031 +294
Mar03 011102 6.41 6.41 6.41 6.41 -0.05 324 5,112 +257
Total Volume and Open Interest 10,175 157,299 +1,457
London Cocoa(LCE)
Dec01 011102 743 745 730 733 -10 1,002 29,666 -266
Mar02 011102 761 765 752 753 -11 838 60,989 +199
May02 011102 776 777 764 766 -10 441 30,256 +57
Jul02 011102 779 780 772 774 -9 160 19,321 +69
Sep02 011102 788 788 777 777 -9 156 10,030 +97
Dec02 011102 779 782 777 779 -9 282 4,010 +108
Mar03 011102 785 787 783 784 -9 0 2,804 +0
Total Volume and Open Interest 2,879 157,594 +264
London Coffee(LCE)
Nov01 011102 381.00 382.00 376.00 377.00 -4.00 1,514 3,332 -584
Jan02 011102 392.00 393.00 384.00 385.00 -2.00 2,477 37,199 +729
Mar02 011102 404.00 404.00 399.00 399.00 -3.00 963 21,340 +98
May02 011102 418.00 419.00 414.00 414.00 -2.00 635 16,145 +279
Jul02 011102 432.00 434.00 428.00 428.00 -2.00 1,021 12,863 +461
Sep02 011102 441.00 445.00 441.00 441.00 unch 734 10,463 +491
Total Volume and Open Interest 7,344 103,262 +1,474
London Sugar(LCE)
Dec01 011102 224.60 226.00 224.50 225.00 unch 3,829 12,656 -1,013
Mar02 011102 222.50 223.80 221.20 222.00 -1.00 1,614 17,599 +449
May02 011102 214.40 216.00 214.40 215.00 -0.50 158 7,506 +71
Aug02 011102 205.70 207.00 205.50 205.50 unch 400 7,820 +168
Oct02 011102 196.00 196.00 195.00 195.00 unch 284 3,317 +79
Total Volume and Open Interest 6,370 49,524 -282
Cotton(NYBOT)
Dec01 011102 30.40 30.45 29.77 29.96 -0.07 6,340 27,538 -443
Mar02 011102 31.85 32.00 31.45 31.62 -0.01 3,088 14,886 +307
May02 011102 32.95 33.15 32.50 32.74 +0.03 726 5,359 +146
Jul02 011102 34.10 34.15 33.60 33.80 +0.07 572 5,911 +43
Oct02 011102 35.70 35.75 35.30 35.55 +0.05 42 254 +31
Dec02 011102 36.90 36.90 36.40 36.55 +0.05 244 4,019 +148
Total Volume and Open Interest 11,012 58,828 +232
Lumber(CME)
Nov01 011102 224.8 227.5 220.5 225.7 +4.4 364 1,131 -13
Jan02 011102 233.5 237.0 226.1 232.8 -1.2 386 912 +63
Mar02 011102 247.0 248.0 239.4 244.8 unch 65 179 +9
May02 011102 255.0 255.0 250.0 250.2 -0.1 4 65 +2
Total Volume and Open Interest 820 2,298 +62
Crude Oil(NYM)
Dec01 011102 20.20 20.25 19.69 20.18 -0.21 82,000 139,974 +3,216
Jan02 011102 20.30 20.48 19.95 20.40 -0.18 31,448 61,546 +6,759
Feb02 011102 20.50 20.70 20.23 20.59 -0.16 8,582 25,436 +520
Mar02 011102 20.60 20.75 20.40 20.75 -0.10 6,328 20,221 +1,384
Apr02 011102 20.50 20.85 20.42 20.85 -0.07 3,393 17,938 +479
May02 011102 20.70 20.90 20.50 20.90 -0.07 1,308 13,301 +580
Jun02 011102 20.75 20.95 20.62 20.94 -0.05 5,993 28,264 +481
Jul02 011102 20.89 20.96 20.80 20.96 -0.03 991 10,709 +341
Aug02 011102 20.97 20.97 20.97 20.97 -0.01 52 11,913 +27
Sep02 011102 20.98 20.98 20.98 20.98 +0.02 270 11,592 +160
Total Volume and Open Interest 145,559 437,835 +14,840
Heating Oil(NYM)
Dec01 011102 58.40 58.70 57.65 58.26 -0.61 20,563 48,792 +615
Jan02 011102 59.05 59.45 58.40 59.06 -0.68 9,659 31,209 +3,061
Feb02 011102 59.15 59.60 58.80 59.26 -0.68 4,929 17,007 +1,529
Mar02 011102 58.30 58.60 58.10 58.41 -0.58 2,805 18,748 +1,275
Apr02 011102 57.30 58.10 57.20 57.56 -0.53 1,679 11,646 +1,017
May02 011102 56.30 57.15 56.30 56.56 -0.48 351 5,986 +756
Jun02 011102 57.00 57.00 56.35 56.51 -0.33 633 7,634 +74
Jul02 011102 56.80 57.40 56.79 57.01 -0.28 144 3,654 +372
Aug02 011102 57.40 58.10 57.40 57.66 -0.23 147 2,831 +420
Sep02 011102 58.50 59.10 58.41 58.41 -0.23 283 2,215 +23
Total Volume and Open Interest 42,223 158,952 +5,141
Unleaded Gas(NYM)
Dec01 011102 53.70 54.50 52.90 54.40 +0.27 13,822 37,871 +1,642
Jan02 011102 54.60 55.50 54.10 55.30 +0.12 4,403 11,731 +152
Feb02 011102 56.00 56.40 55.55 56.40 +0.07 1,631 7,047 +384
Mar02 011102 56.90 57.58 56.70 57.58 +0.06 498 11,636 +289
Apr02 011102 63.00 63.63 63.00 63.63 +0.02 1,113 10,789 +424
May02 011102 63.80 64.23 63.10 64.23 -0.03 852 10,936 +667
Jun02 011102 63.50 64.35 63.50 64.35 +0.05 31 7,923 +76
Jul02 011102 64.15 64.15 64.15 64.15 +0.09 101 4,465 +99
Total Volume and Open Interest 22,953 107,376 +1,494
Natural Gas(NYM)
Dec01 011102 3.290 3.300 3.220 3.248 -0.042 36,913 56,566 +2,529
Jan02 011102 3.415 3.450 3.370 3.392 -0.042 15,216 48,404 -1,961
Feb02 011102 3.400 3.430 3.370 3.384 -0.040 8,360 29,406 -55
Mar02 011102 3.330 3.360 3.300 3.323 -0.036 3,086 24,681 +85
Apr02 011102 3.200 3.250 3.200 3.221 -0.033 2,778 33,255 +43
May02 011102 3.250 3.280 3.235 3.251 -0.032 2,478 20,912 -325
Jun02 011102 3.300 3.300 3.285 3.287 -0.032 268 16,175 +202
Jul02 011102 3.320 3.340 3.320 3.327 -0.032 273 13,002 +72
Total Volume and Open Interest 73,364 461,189 +3,328
Brent Crude Oil(IPE)
Dec01 011102 19.80 19.85 19.04 19.77 +0.15 37,030 65,704 -972
Jan02 011102 19.91 20.00 19.15 19.72 +0.02 19,693 63,860 +3,467
Feb02 011102 19.97 20.00 19.37 19.86 +0.01 3,769 16,975 +921
Mar02 011102 20.07 20.08 19.41 19.97 +0.02 984 11,219 -51
Apr02 011102 20.10 20.16 19.49 20.04 +0.05 777 9,565 -33
May02 011102 20.12 20.12 19.72 20.10 +0.09 207 5,971 -45
Jun02 011102 20.15 20.20 19.70 20.15 +0.12 632 16,061 +379
Jul02 011102 20.18 20.18 20.18 20.18 +0.13 5 4,410 -5
Total Volume and Open Interest 65,167 227,264 +5,434
Gas Oil(IPE)
Nov01 011102 183.00 183.50 175.75 176.00 -8.75 11,213 25,408 -1,202
Dec01 011102 181.00 183.00 175.00 175.25 -7.25 11,755 40,768 +565
Jan02 011102 181.00 181.25 175.25 176.00 -7.00 4,936 20,876 +925
Feb02 011102 179.50 179.50 175.25 175.25 -6.50 944 8,212 +45
Mar02 011102 177.50 177.50 174.25 174.25 -6.25 1 7,614 -150
Apr02 011102 173.00 173.00 173.00 173.00 -6.25 436 3,682 +344
May02 011102 177.00 177.00 172.50 172.50 -6.25 311 3,006 +240
Jun02 011102 176.50 177.75 173.00 173.00 -6.00 378 13,261 -143
Total Volume and Open Interest 30,174 129,797 +524
US Dollar Index(NYBOT)
Dec01 011102 114.60 114.92 114.35 114.73 +0.08 697 4,659 -10
Mar02 011102 115.23 115.23 115.23 115.23 +0.11 3 2,033 -1
Jun02 011102 115.73 115.73 115.73 115.73 +0.14 0 6 +0
Total Volume and Open Interest 700 6,699 -11
Australian Dollar(IMM)
Dec01 011102 50.54 50.80 50.45 50.75 -0.05 2,130 21,217 -46
Mar02 011102 50.53 50.53 50.53 50.53 -0.05 3 322 +2
Jun02 011102 50.31 50.31 50.31 50.31 -0.05 0 2 +0
Total Volume and Open Interest 2,133 21,553 -44
British Pound(IMM)
Dec01 011102 146.22 146.40 145.58 145.86 -0.04 8,293 36,876 -68
Mar02 011102 145.50 145.50 144.96 145.10 -0.06 8 202 +6
Jun02 011102 144.34 144.34 144.34 144.34 -0.08 0 1 +0
Total Volume and Open Interest 8,301 37,079 -62
Canadian Dollar(IMM)
Dec01 011102 62.60 62.88 62.58 62.80 +0.12 8,680 73,293 +2,028
Mar02 011102 62.58 62.85 62.55 62.78 +0.12 303 3,401 +96
Jun02 011102 62.50 62.78 62.50 62.76 +0.12 28 1,378 +10
Sep02 011102 62.73 62.76 62.73 62.76 +0.12 12 376 +0
Total Volume and Open Interest 9,026 78,561 +2,137
Japanese Yen(IMM)
Dec01 011102 82.52 82.60 82.20 82.32 +0.11 10,556 83,221 +1,590
Mar02 011102 82.77 82.77 82.74 82.74 +0.11 1 396 +0
Jun02 011102 83.16 83.16 83.16 83.16 +0.11 0 25 +0
Total Volume and Open Interest 7,773    
Deutsche Mark(IMM)
Dec01 011101 46.13 46.13 46.10 46.13 +0.20 3 201 +0
Total Volume and Open Interest 3 201 +0
Swiss Franc(IMM)
Dec01 011102 61.47 61.54 61.18 61.30 -0.12 10,050 55,043 +2,125
Mar02 011102 61.32 61.35 61.30 61.34 -0.12 2 105 -1
Jun02 011102 61.41 61.41 61.41 61.41 -0.12 0 3 +0
Total Volume and Open Interest 10,052 55,151 +2,124
EuroFX(IMM)
Dec01 011101 90.87 91.04 90.03 90.22 +0.38 18,554 105,018 -1,345
Mar02 011101 90.70 90.70 89.86 89.95 +0.38 44 1,238 +26
Jun02 011101 89.75 89.75 89.75 89.75 +0.38 0 207 +0
Total Volume and Open Interest 18,600 106,528 -1,317
Mexican Peso(IMM)
Dec01 011102 10675.0 10690.0 10655.0 10683.0 +6.0 4,222 17,154 -410
Mar02 011102 10420.0 10430.0 10420.0 10430.0 +5.0 2 1,473 +2
Total Volume and Open Interest 4,226 19,773 -408
30-Year T-Bonds(CBOT)
Dec01 011102 110~27 111~03 109~01 109~10 -1~17 522,142 591,510 +14,594
Mar02 011102 109~17 109~25 108~03 108~09 -1~17 13,696 42,247 +366
Jun02 011102 107~09 107~09 107~09 107~09 -1~17 27 608 +15
Total Volume and Open Interest 535,867 634,365 +14,975
Municipal Bonds(CBOT)
Dec01 011102 108~13 108~26 107~16 107~30 -0~23 1,721 11,686 +155
Mar02 011102 107~00 107~00 107~00 107~00 -0~23 0 11 +0
Total Volume and Open Interest 1,721 11,697 +155
10-Year T-Notes(CBOT)
Dec01 011102 111~175 111~225 110~230 110~265 -0~240 379,299 608,286 +21,070
Mar02 011102 110~120 110~145 109~210 109~235 -0~240 16,019 39,710 +4,914
Total Volume and Open Interest 395,320 647,997 +25,984
5-Year T-Notes(CBOT)
Dec01 011102 109~240 109~310 109~140 109~155 -0~115 64,523 0 -477,351
Mar02 011102 108~235 108~235 108~135 108~135 -0~115 4,695 30,372 +3,485
Total Volume and Open Interest 69,218 30,372 -473,866
2 Year T-Notes(CBOT)
Dec01 011102 106~000 106~016 105~121 106~001 +0~001 6,514 67,808 -507
Mar02 011102 105~064 105~064 105~064 105~064 unch 1 0  
Total Volume and Open Interest 6,515 67,808  
3-Mth T-Bills(IMM)
Dec01 011102 98.10 98.10 98.10 98.10 unch 7 1,694 +0
Total Volume and Open Interest 7 1,694 +0
Eurodollars(IMM)
Dec01 011102 97.900 97.950 97.890 97.910 +0.005 137,069 852,459 +4,772
Mar02 011102 97.870 97.945 97.840 97.915 +0.060 173,940 664,008 +11,622
Jun02 011102 97.625 97.720 97.550 97.660 +0.050 200,481 596,085 +1,067
Sep02 011102 97.280 97.370 97.230 97.300 +0.035 190,265 426,918 -15,112
Dec02 011102 96.850 96.950 96.810 96.835 -0.010 132,352 406,631 +21,476
Mar03 011102 96.505 96.570 96.450 96.465 -0.040 61,844 277,267 +13,543
Jun03 011102 96.140 96.190 96.060 96.080 -0.060 36,643 196,528 +1,064
Sep03 011102 95.825 95.860 95.735 95.740 -0.085 27,983 173,085 -2,934
Dec03 011102 95.480 95.510 95.375 95.380 -0.110 13,205 152,937 +1,390
Mar04 011102 95.335 95.365 95.210 95.210 -0.135 11,316 140,746 +1,340
Jun04 011102 95.150 95.160 95.005 95.005 -0.155 11,737 112,769 +1,568
Sep04 011102 94.995 95.015 94.825 94.830 -0.175 13,226 99,182 +1,287
Total Volume and Open Interest 1,083,723 4,715,322 +41,842
3-Mth Euro-Yen(IMM)
Dec01 011102 99.91 99.91 99.91 99.91 unch 99 17,925 -79
Mar02 011102 99.87 99.87 99.87 99.87 unch 1 9,266 -54
Jun02 011102 99.89 99.89 99.89 99.89 +0.01 460 9,527 +450
Sep02 011102 99.87 99.87 99.87 99.87 unch 125 2,638 -185
Dec02 011102 99.82 99.82 99.82 99.82 unch 0 909 +52
Mar03 011102 99.79 99.79 99.79 99.79 unch 0 1,087 +250
Jun03 011102 99.77 99.77 99.77 99.77 unch 0 159 +0
Sep03 011102 99.71 99.71 99.71 99.71 unch 0 15 +0
Dec03 011102 99.63 99.63 99.63 99.63 unch 0 2 +0
Mar04 011102 99.56 99.56 99.56 99.56 unch 0 220 +0
Total Volume and Open Interest 685 41,748 +434
3-Mth Euro-Yen(SIMEX)
Dec01 011102 99.90 99.91 99.90 99.90 unch 179 90,592 -917
Mar02 011102 99.86 99.87 99.86 99.87 unch 1,483 69,043 +825
Jun02 011102 99.89 99.89 99.89 99.89 unch 838 58,555 -1,019
Sep02 011102 99.86 99.86 99.86 99.86 unch 1,166 28,152 +207
Dec02 011102 99.82 99.82 99.82 99.82 unch 375 9,483 +282
Mar03 011102 99.78 99.79 99.78 99.79 unch 314 15,988 +300
Jun03 011102 99.76 99.76 99.76 99.76 unch 150 15,220 +150
Sep03 011102 99.70 99.70 99.70 99.70 unch 0 7,066 +0
Total Volume and Open Interest 4,505 307,474 -172
Euro Notional Bond(MATIF)
Dec01 011102 92.65 92.90 92.45 92.48 -0.32 327 26,267 -489
Mar02 011102 92.58 92.58 92.58 92.58 -0.32      
Jun02 011102 92.68 92.68 92.68 92.68 -0.32      
Total Volume and Open Interest 327 26,267 -489
3-Month Euribor(MATIF)
Dec01 011101 96.70 96.70 96.70 96.70 unch 0 2,776 +0
Mar02 011101 97.00 97.00 97.00 97.00 +0.05 0 2,496 +0
Jun02 011101 97.10 97.10 97.10 97.10 +0.05 0 211 +0
Total Volume and Open Interest 0 6,273 +0
German Euro-Bund(EUREX)
Dec01 011101 112.13 112.97 112.05 112.86 +0.86 1,049,778 834,442 +44,448
Mar02 011101 112.00 112.91 112.00 112.84 +0.97 7,265 30,894 +4,814
Jun02 011101 111.80 111.80 111.80 111.80 +0.86 7,567 2,069 -4,630
Total Volume and Open Interest 1,064,610 867,405 +44,632
German Euro-Bobl(EUREX)
Dec01 011101 109.80 110.21 109.78 110.14 +0.38 528,408 581,801 +18,546
Mar02 011101 109.68 109.88 109.68 109.88 +0.44 1,574 16,244 +224
Jun02 011101 109.39 109.39 109.39 109.39 +0.38 3,025 814 +0
Total Volume and Open Interest 533,007 598,859 +18,770
Long Gilt(LIFFE)
Dec01 011101 118~06 119~02 118~06 118~20 +0~20 39,261 73,458 -1,184
Mar02 011101 118~04 118~04 118~04 118~04 +0~20      
Total Volume and Open Interest 39,261 73,458 -1,184
3-Mth Short Sterling(LIFFE)
Dec01 011101 95.92 95.95 95.91 95.93 +0.03 28,622 0 +0
Mar02 011101 96.03 96.09 96.02 96.04 +0.05 46,002 0 +0
Jun02 011101 95.92 96.00 95.92 95.95 +0.06 36,451 0 +0
Total Volume and Open Interest 172,230    
3-Mth Euribor(LIFFE)
Dec01 011101 96.700 96.730 96.685 96.700 +0.005 99,925 431,944 -11,478
Mar02 011101 97.000 97.045 96.965 96.990 +0.020 123,466 422,497 +14,047
Jun02 011101 97.045 97.140 97.045 97.085 +0.040 83,928 332,149 -1,039
Total Volume and Open Interest 473,475 1,933,528 +8,633
3-Mth Aus T-Bills(SFE)
Dec01 011102 95.88 95.94 95.88 95.93 unch 11,782 179,337 +2,348
Mar02 011102 96.06 96.12 96.05 96.11 unch 12,506 106,962 +6,826
Jun02 011102 95.97 96.02 95.97 96.02 unch 2,437 38,463 +231
Sep02 011102 95.80 95.84 95.80 95.84 +0.01 380 23,359 -121
Dec02 011102 95.58 95.61 95.58 95.61 unch 554 14,335 +217
Mar03 011102 95.37 95.41 95.37 95.41 +0.01 101 9,655 +90
Jun03 011102 95.20 95.24 95.20 95.24 unch 2 7,276 +0
Sep03 011102 95.07 95.09 95.06 95.09 unch 25 5,654 +0
Dec03 011102 94.92 94.96 94.92 94.96 unch 185 2,584 +25
Mar04 011102 94.86 94.86 94.86 94.86 -0.01 50 1,930 +50
Total Volume and Open Interest 28,142 392,838 +9,726
10-Year Aus T-Bonds(SFE)
Dec01 011102 94.83 94.88 94.83 94.88 +0.04 21,341 184,870 +0
Mar02 011102 94.88 94.88 94.88 94.88 +0.04      
Total Volume and Open Interest 21,341 184,870 +15,672
3-Year Aus T-Bonds(SFE)
Dec01 011102 95.60 95.69 95.60 95.69 unch 64,275 342,121 +25,798
Mar02 011102 95.54 95.54 95.54 95.54 unch      
Total Volume and Open Interest 64,275 342,121 +25,798
Gold(CMX)
Dec01 011102 281.2 281.5 280.4 280.8 +0.1 13,195 78,755 -1,426
Feb02 011102 282.3 282.3 281.0 281.4 +0.1 1,651 13,210 +308
Apr02 011102 281.7 281.8 281.3 281.8 +0.1 34 3,783 +0
Jun02 011102 283.3 283.3 282.3 282.3 +0.1 272 5,361 -117
Aug02 011102 283.5 283.5 282.7 282.7 +0.1 0 3,118 +0
Oct02 011102 283.1 283.1 283.1 283.1 +0.2 0 2,174 +0
Total Volume and Open Interest 15,412 118,231 -1,180
Silver(CMX)
Dec01 011102 420.5 420.5 410.5 411.0 -9.7 4,390 35,164 +546
Mar02 011102 424.0 424.0 413.5 413.8 -9.5 809 22,311 -89
May02 011102 420.0 421.0 415.5 415.5 -9.4 5 1,207 +0
Jul02 011102 427.0 427.0 416.0 416.8 -9.4 4 1,954 +2
Sep02 011102 418.0 418.0 418.0 418.0 -9.4 0 1,322 +0
Total Volume and Open Interest 5,213 68,206 +462
Platinum(NYM)
Jan02 011102 419.0 424.5 418.0 420.7 -0.9 411 5,766 +188
Apr02 011102 418.0 418.0 415.7 415.7 -0.9 6 39 +4
Jul02 011102 409.2 409.2 409.2 409.2 -0.9 0 52 +0
Oct02 011102 413.0 413.0 406.2 406.2 -0.9 0 44 +0
Total Volume and Open Interest 417 5,901 +192
Palladium(NYME)
Dec01 011102 326.00 337.50 320.00 335.00 +18.00 29 1,246 +6
Mar02 011102 326.50 336.00 326.50 336.00 +18.00 12 184 +10
Total Volume and Open Interest 41 1,430 +16
Copper(CMX)
Dec01 011102 61.90 61.95 61.35 61.40 -0.65 7,390 50,686 -955
Mar02 011102 62.70 62.75 62.15 62.15 -0.65 2,326 13,324 -1,225
May02 011102 63.10 63.10 62.65 62.65 -0.70 1,088 5,047 +813
Jul02 011102 63.80 63.80 63.20 63.20 -0.70 576 3,409 +290
Sep02 011102 64.35 64.35 63.70 63.70 -0.70 33 3,037 +21
Total Volume and Open Interest 12,347 92,154 -824
DJIA Index(CBOT)
Dec01 011102 9215 9339 9175 9330 +85 23,026 31,663 +730
Mar02 011102 9200 9329 9200 9329 +85 46 661 +9
Jun02 011102 9340 9340 9340 9340 +85 2 296 +0
Sep02 011102 9356 9356 9356 9356 +85      
Total Volume and Open Interest 23,076 32,626 +738
S & P 500(CME)
Dec01 011102 1081.50 1091.00 1076.00 1089.50 +7.50 92,217 505,347 +874
Mar02 011102 1082.50 1091.10 1081.00 1091.10 +7.50 1,506 24,000 +709
Jun02 011102 1093.60 1093.60 1093.60 1093.60 +7.40 119 2,159 +14
Sep02 011102 1096.90 1096.90 1096.90 1096.90 +6.70 110 335 +42
Total Volume and Open Interest 93,952 532,122 +1,639
S & P 500 E-Mini(Globex)
Dec01 011102 1082.50 1091.25 1075.00 1089.50 +7.50 275,542 161,453 +7,129
Mar02 011102 1085.75 1092.50 1085.75 1091.00 +7.50 7 22 +2
Total Volume and Open Interest 275,549 161,475 +7,131
NASDAQ 100(CME)
Dec01 011102 1418.00 1443.00 1404.00 1432.50 +11.00 25,241 0 -57,243
Mar02 011102 1439.50 1439.00 1439.50 1439.50 +11.00      
Jun02 011102 1446.50 1446.00 1446.50 1446.50 +11.00      
Total Volume and Open Interest 25,241    
NASDAQ 100 E-Mini(GLOBEX)
Dec01 011101 1364.5 1432.5 1360.5 1421.5 +52.5 185,931 107,222 +3,970
Mar02 011101 1403.0 1433.0 1403.0 1428.5 +52.5 4 5 +2
Total Volume and Open Interest 185,935 107,227 +3,972
NYSE Composite(NYBOT)
Dec01 011102 554.75 557.75 552.25 557.00 +1.10 1,163 5,851 -58
Mar02 011102 558.00 558.00 558.00 558.00 +1.10 10 690 +10
Jun02 011102 559.00 559.00 559.00 559.00 +1.10 0 300 +0
Total Volume and Open Interest 1,173 6,841 -48
S & P Midcap 400(CME)
Dec01 011102 457.50 462.75 457.00 460.90 +2.90 1,203 14,907 +227
Mar02 011102 461.90 461.90 461.90 461.90 +2.90      
Jun02 011102 465.90 465.90 465.90 465.90 +2.90      
Total Volume and Open Interest 1,203 14,907 +227
Russell 2000(CME)
Dec01 011102 434.25 437.00 432.00 432.75 -1.50 2,430 22,890 -58
Mar02 011102 433.45 433.45 433.45 433.45 -1.50      
Jun02 011102 437.45 437.45 437.45 437.45 -1.50      
Total Volume and Open Interest 2,430 22,890 -58
Value Line(KCBT)
Dec01 011102 1097.50 1099.00 1088.50 1094.50 -2.50 55 196 +3
Total Volume and Open Interest 55 196 +3
Nikkei 225(CME)
Dec01 011101 10440 10520 10310 10500 +60 1,246 13,200 -34
Mar02 011101 10525 10525 10525 10525 +60 0 17 +0
Total Volume and Open Interest 1,246 13,240 -34
Nikkei 225(SIMEX)
Dec01 011102 10520 10555 10310 10400 +15 11,055 101,345 -1,004
Mar02 011102 10395 10395 10395 10395 +15 0 430 +0
Jun02 011102 10350 10350 10350 10350 +15 0 24 +0
Total Volume and Open Interest 11,055 101,799 -1,004
CAC 40(MATIF)
Dec01 011101 4330.0 4395.0 4310.0 4391.5 +28.0 12,608 151,473 -2,052
Mar02 011101 4426.0 4426.0 4426.0 4426.0 +28.0 0 36,257 +0
Jun02 011101 4386.0 4386.0 4386.0 4386.0 +28.0 0 17,660 +0
Total Volume and Open Interest 99,696 572,004 -498,613
DAX Index(EUREX)
Dec01 011102 4666.0 4677.0 4587.5 4593.5 -56.0 56,034 152,101 +1,507
Mar02 011102 4700.0 4700.5 4626.0 4626.0 -55.5 722 12,858 +417
Jun02 011102 4712.5 4725.0 4663.0 4663.0 -56.5 158 1,592 -10
Total Volume and Open Interest 56,914 166,551 +1,914
FT-SE 100(LIFFE)
Dec01 011102 5110.00 5163.00 5097.00 5143.00 +63.00 37,166 324,285 +1,312
Mar02 011102 5117.00 5166.00 5117.00 5153.00 +63.50 636 27,551 -479
Jun02 011102 5159.50 5171.00 5150.00 5171.00 +64.50 330 11,768 -4
Total Volume and Open Interest 38,132 363,604 +829
SPI 200(SFE)
Dec01 011101 3239.0 3270.0 3237.0 3263.0 +22.0 13,335 140,032 +3,404
Mar02 011101 3269.0 3269.0 3269.0 3269.0 +22.0 51 1,874 +24
Jun02 011101 3277.0 3279.0 3275.0 3275.0 +21.0 0 1,413 +0
Total Volume and Open Interest 13,386 143,782 +3,428
GSCI(CME)
Nov01 011102 171.30 171.30 169.60 171.00 -1.40 153 16,657 +59
Dec01 011102 173.20 174.60 173.20 174.60 -0.95 3 24 -3
Jan02 011102 175.00 175.00 175.00 175.00 -1.50      
Total Volume and Open Interest 156 16,681 +56
Bridge CRB Index(NYBOT)
Nov01 011102 186.00 186.30 185.75 185.75 -1.00 23 148 -5
Jan02 011102 188.50 188.50 188.00 188.00 -1.00 4 162 +0
Feb02 011102 188.00 188.00 187.75 187.75 -1.00 0 116 +0
Total Volume and Open Interest 27 429 -5
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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