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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 November 05, 2001
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Nov01 011105 432.00 436.75 432.00 435.50 +2.00 9,404 9,220 -3,208
Jan02 011105 437.50 442.25 437.50 441.25 +2.25 32,546 80,860 +124
Mar02 011105 443.50 447.00 443.00 446.25 +2.25 6,622 33,416 +414
May02 011105 447.50 451.00 447.50 450.25 +1.75 4,012 25,668 +1,009
Jul02 011105 452.00 455.00 452.00 454.50 +1.75 2,781 22,327 +260
Aug02 011105 452.50 455.00 452.50 453.75 +2.25 47 1,162 +26
Sep02 011105 454.00 454.00 454.00 454.00 +1.50 4 309 +4
Total Volume and Open Interest 56,754 179,186 -1,037
Soybean Meal(CBOT)
Dec01 011105 163.80 164.20 162.60 163.00 -1.40 14,866 37,383 -261
Jan02 011105 159.30 160.20 158.60 158.70 -1.60 7,072 24,290 +843
Mar02 011105 155.40 155.80 154.50 154.60 -1.70 5,035 20,464 +298
May02 011105 151.50 152.00 150.70 150.80 -1.90 4,729 21,922 +1,051
Jul02 011105 151.20 151.70 150.30 150.30 -1.90 2,712 19,105 +740
Aug02 011105 151.00 151.20 149.30 149.30 -1.80 175 5,149 +66
Sep02 011105 150.80 150.80 149.50 149.50 -1.80 277 4,784 +106
Oct02 011105 149.50 149.80 148.70 148.80 -0.90 38 2,247 +38
Total Volume and Open Interest 36,191 139,803 +3,560
Soybean Oil(CBOT)
Dec01 011105 15.99 16.16 15.93 16.13 +0.27 10,429 57,066 -380
Jan02 011105 16.19 16.34 16.12 16.31 +0.26 6,375 30,780 +31
Mar02 011105 16.43 16.59 16.38 16.53 +0.24 3,686 24,766 -940
May02 011105 16.65 16.80 16.60 16.77 +0.25 3,170 28,852 +1,372
Jul02 011105 16.92 17.03 16.87 17.01 +0.27 1,695 17,044 +627
Aug02 011105 16.98 17.13 16.98 17.12 +0.32 497 3,464 -24
Sep02 011105 17.15 17.20 17.08 17.20 +0.30 263 3,013 +143
Oct02 011105 17.37 17.37 17.37 17.37 +0.35 21 1,518 +21
Total Volume and Open Interest 26,932 170,995 +1,184
Canola(WCE)
Nov01 011105 349.0 349.9 344.5 344.5 -1.5 738 1,166 -732
Jan02 011105 347.0 350.5 345.0 345.8 -0.4 6,992 36,589 +655
Mar02 011105 347.5 349.5 345.0 345.8 -0.2 1,308 13,343 +557
May02 011105 347.5 347.8 345.5 345.5 +0.5 507 4,755 +299
Jul02 011105 345.5 348.5 345.0 345.5 +1.0 225 4,125 +40
Total Volume and Open Interest 10,005 64,091 +832
Corn(CBOT)
Nov01 011105 198.50 198.50 198.50 198.50 +0.25 8 15 +1
Dec01 011105 201.50 203.25 201.50 202.75 +0.50 31,718 210,477 -816
Jan02 011105 206.50 207.50 206.25 207.50 +0.25 13 869 -2
Mar02 011105 214.50 216.00 214.50 215.50 +0.25 10,906 135,866 +2,744
May02 011105 222.25 223.75 222.25 223.50 +0.50 3,402 43,690 +1,275
Jul02 011105 228.50 229.75 228.25 229.25 unch 3,585 39,505 +1,883
Total Volume and Open Interest 51,674 459,598 +6,212
Wheat(CBOT)
Dec01 011105 283.50 284.75 281.50 284.25 -1.25 13,631 67,050 -1,375
Mar02 011105 293.25 294.50 291.00 293.75 -0.50 4,464 40,719 +532
May02 011105 295.00 296.00 293.50 295.50 -0.25 328 6,171 +77
Jul02 011105 296.50 298.50 295.00 298.25 +0.75 978 9,867 -44
Sep02 011105 302.50 302.50 302.50 302.50 +1.00 0 461 +0
Total Volume and Open Interest 19,676 125,775 -773
Wheat(KCBT)
Dec01 011105 291.50 293.50 291.00 292.25 -1.50 3,279 35,572 -815
Mar02 011105 300.00 302.00 299.50 301.00 -1.00 2,652 25,603 +405
May02 011105 308.00 308.50 306.50 307.50 -1.50 479 6,654 -196
Jul02 011105 312.00 313.50 310.75 312.50 -1.25 564 5,655 -20
Sep02 011105 319.00 319.00 318.00 318.00 -2.50 10 1,732 +0
Total Volume and Open Interest 7,485 76,030 -252
Wheat(MGE)
Dec01 011105 313.00 313.50 311.50 312.25 -1.25 1,303 17,167 +23
Mar02 011105 323.00 323.75 321.50 322.75 -1.25 655 7,236 +85
May02 011105 330.75 331.00 329.25 330.50 -1.50 164 1,731 +55
Jul02 011105 337.50 337.50 337.50 337.50 -1.50 24 833 +19
Sep02 011105 345.00 345.00 343.75 343.75 -1.75 12 458 +2
Total Volume and Open Interest 2,164 27,509 +189
Oats(CBOT)
Dec01 011105 205.00 210.00 204.50 209.75 +5.50 1,769 5,897 -549
Mar02 011105 188.50 193.00 188.50 192.25 +3.75 809 5,600 +172
May02 011105 180.00 180.00 179.00 179.50 +2.50 71 1,490 -17
Jul02 011105 160.50 163.00 160.50 163.00 +1.50 114 725 +33
Total Volume and Open Interest 2,763 13,797 -359
Rough Rice(MCE)
Nov01 011105 3.57 3.60 3.55 3.55 -0.02 57 199 -69
Jan02 011105 3.75 3.76 3.70 3.73 -0.04 62 2,600 +10
Mar02 011105 3.98 3.98 3.93 3.97 -0.03 35 1,435 +2
May02 011105 4.20 4.20 4.18 4.18 -0.04 20 605 +11
Total Volume and Open Interest 183 5,287 -46
Live Cattle(CME)
Dec01 011105 67.150 67.250 65.950 66.425 -0.975 6,556 42,181 -1,288
Feb02 011105 71.125 71.125 69.825 70.275 -0.950 3,042 31,188 +294
Apr02 011105 73.100 73.100 71.875 72.375 -0.775 1,012 16,904 +91
Jun02 011105 68.650 68.700 67.575 68.000 -0.700 570 14,068 +105
Aug02 011105 68.150 68.150 67.300 67.650 -0.700 64 3,146 +7
Oct02 011105 69.500 69.550 68.750 69.550 -0.450 32 598 +10
Total Volume and Open Interest 11,301 108,165 -768
Feeder Cattle(CME)
Nov01 011105 86.200 86.200 85.150 85.600 -0.625 485 3,786 -128
Jan02 011105 84.100 84.200 82.850 83.175 -1.175 628 6,172 +23
Mar02 011105 83.350 83.400 82.125 82.400 -1.050 174 2,265 +37
Apr02 011105 83.225 83.225 82.100 82.425 -0.975 62 1,041 +18
May02 011105 82.750 82.750 81.600 81.975 -1.025 72 1,018 +20
Aug02 011105 83.800 83.800 82.850 83.500 -0.625 3 300 +2
Sep02 011105 83.700 83.700 83.050 83.200 -1.050 1 54 +1
Total Volume and Open Interest 1,425 14,642 -27
Lean Hogs(CME)
Dec01 011105 53.000 53.150 52.225 52.825 -0.050 4,469 19,848 -449
Feb02 011105 54.800 55.125 54.250 54.850 +0.150 2,029 6,537 +77
Apr02 011105 55.550 56.150 55.250 55.950 +0.500 549 3,413 +90
Jun02 011105 63.000 63.850 63.000 63.500 +0.300 188 873 -74
Jul02 011105 60.950 61.800 60.900 61.800 +0.725 63 391 +15
Aug02 011105 60.100 60.800 60.100 60.800 +0.300 6 209 +5
Oct02 011105 53.400 53.400 53.400 53.400 unch 2 235 +1
Dec02 011105 51.350 51.350 51.350 51.350 +0.100 0 4 +0
Total Volume and Open Interest 7,330 32,315 -324
Pork Bellies(CME)
Feb02 011105 73.100 74.900 72.625 74.000 +0.375 734 2,038 -88
Mar02 011105 72.650 74.500 72.550 73.200 -0.050 65 222 +8
May02 011105 75.675 75.825 75.250 75.250 +0.500 21 88 +13
Jul02 011105 74.850 74.850 74.850 74.850 +0.875 4 29 +3
Aug02 011105 74.800 74.800 74.800 74.800 +0.050 0 6 +0
Total Volume and Open Interest 824 2,383 -64
Cocoa(NYBOT)
Dec01 011105 995 999 991 993 -13 3,707 18,541 -1,967
Mar02 011105 1003 1007 998 999 -12 2,288 27,232 +1,088
May02 011105 1008 1008 1004 1005 -10 80 10,232 +48
Jul02 011105 1007 1008 1005 1006 -12 165 7,258 +100
Sep02 011105 1013 1013 1010 1010 -13 23 4,609 +3
Dec02 011105 1018 1018 1014 1014 -13 175 10,967 +110
Mar03 011105 1023 1023 1023 1023 -12 2 8,887 +2
Total Volume and Open Interest 6,450 94,290 -606
Coffee "C"(NYBOT)
Dec01 011105 45.25 47.40 45.10 46.85 +1.45 4,029 28,803 -376
Mar02 011105 47.90 49.90 47.75 49.50 +1.50 2,753 17,323 +966
May02 011105 49.90 51.50 49.40 51.05 +1.50 680 5,192 +225
Jul02 011105 51.25 52.75 51.00 52.40 +1.55 110 3,526 +31
Sep02 011105 52.25 53.45 52.25 53.35 +1.50 81 2,494 +28
Dec02 011105 54.25 55.25 54.00 55.25 +1.40 76 2,454 -58
Total Volume and Open Interest 7,818 60,241 +874
Orange Juice(NYBOT)
Nov01 011105 90.75 92.00 90.75 91.65 -1.10 37 458 -90
Jan02 011105 93.75 93.80 92.90 93.65 -0.60 1,956 15,023 +650
Mar02 011105 94.10 94.65 93.80 94.65 -0.30 233 2,793 +93
May02 011105 94.65 94.65 94.65 94.65 -0.35 78 1,052 +50
Jul02 011105 94.95 94.95 94.95 94.95 unch 0 97 +0
Total Volume and Open Interest 2,306 20,971 +702
Sugar #11(NYBOT)
Mar02 011105 6.71 6.88 6.71 6.85 +0.22 7,895 94,524 +2,269
May02 011105 6.52 6.58 6.50 6.55 +0.14 2,600 19,215 +607
Jul02 011105 6.16 6.19 6.15 6.17 +0.08 1,955 23,379 -347
Oct02 011105 6.28 6.30 6.26 6.30 +0.07 171 14,005 -26
Mar03 011105 6.50 6.50 6.48 6.48 +0.07 0 5,112 +0
Total Volume and Open Interest 12,677 159,758 +2,459
London Cocoa(LCE)
Dec01 011105 731 736 727 731 -2 1,421 29,881 +215
Mar02 011105 751 756 746 750 -3 1,198 61,010 +21
May02 011105 765 769 760 763 -3 726 30,287 +31
Jul02 011105 774 775 770 772 -2 530 19,694 +373
Sep02 011105 775 775 774 774 -3 24 10,034 +4
Dec02 011105 781 781 776 776 -3 272 4,092 +82
Mar03 011105 783 783 781 781 -3 121 2,859 +55
Total Volume and Open Interest 4,292 158,375 +781
London Coffee(LCE)
Nov01 011105 373.00 387.00 372.00 384.00 +7.00 1,063 2,753 -579
Jan02 011105 381.00 388.00 380.00 386.00 +1.00 1,881 37,266 +67
Mar02 011105 395.00 404.00 395.00 401.00 +2.00 736 21,251 -89
May02 011105 410.00 418.00 410.00 415.00 +1.00 614 16,563 +418
Jul02 011105 427.00 432.00 427.00 429.00 +1.00 1,081 13,458 +595
Sep02 011105 437.00 444.00 437.00 442.00 +1.00 294 10,601 +138
Total Volume and Open Interest 5,671 103,812 +550
London Sugar(LCE)
Dec01 011105 227.70 229.50 226.60 229.00 +4.00 1,935 11,365 -1,291
Mar02 011105 223.20 227.00 223.20 226.00 +4.00 1,016 17,768 +169
May02 011105 217.50 219.30 216.50 219.30 +4.30 129 7,627 +121
Aug02 011105 208.80 209.30 207.50 209.30 +3.80 20 7,837 +17
Oct02 011105 198.80 198.80 197.50 198.80 +3.80 5 3,322 +5
Total Volume and Open Interest 3,105 48,545 -979
Cotton(NYBOT)
Dec01 011105 30.10 30.65 30.05 30.58 +0.62 3,745 27,465 -73
Mar02 011105 31.90 32.40 31.75 32.33 +0.71 2,664 15,224 +338
May02 011105 33.00 33.60 33.00 33.45 +0.71 704 5,703 +344
Jul02 011105 34.10 34.65 34.10 34.63 +0.83 970 6,394 +483
Oct02 011105 35.70 36.35 35.70 36.35 +0.80 76 259 +5
Dec02 011105 36.70 37.35 36.70 37.35 +0.80 110 4,048 +29
Total Volume and Open Interest 8,270 59,955 +1,127
Lumber(CME)
Nov01 011105 228.2 231.0 225.0 229.3 +3.6 283 1,080 -51
Jan02 011105 234.0 238.0 225.7 231.8 -1.0 467 963 +51
Mar02 011105 246.0 248.1 240.0 244.0 -0.8 85 198 +19
May02 011105 250.3 250.4 249.0 249.0 -1.2 12 75 +10
Total Volume and Open Interest 847 2,327 +29
Crude Oil(NYM)
Dec01 011105 20.25 20.45 19.75 20.02 -0.16 84,104 139,675 -299
Jan02 011105 20.55 20.65 20.00 20.24 -0.16 40,472 67,187 +5,641
Feb02 011105 20.70 20.82 20.15 20.40 -0.19 12,363 27,798 +2,362
Mar02 011105 20.85 20.95 20.35 20.54 -0.21 7,620 20,538 +317
Apr02 011105 21.00 21.00 20.42 20.63 -0.22 4,518 18,814 +876
May02 011105 20.84 20.84 20.50 20.68 -0.22 1,324 13,804 +503
Jun02 011105 21.00 21.10 20.60 20.71 -0.23 6,561 27,730 -534
Jul02 011105 20.90 20.90 20.73 20.73 -0.23 2,219 10,676 -33
Aug02 011105 20.74 20.74 20.74 20.74 -0.23 161 11,852 -61
Sep02 011105 20.75 20.75 20.75 20.75 -0.23 114 11,536 -56
Total Volume and Open Interest 163,358 447,868 +10,033
Heating Oil(NYM)
Dec01 011105 58.80 59.10 57.30 57.56 -0.70 15,850 49,542 +750
Jan02 011105 59.80 59.85 58.15 58.42 -0.64 6,451 29,279 -1,930
Feb02 011105 59.80 59.80 58.40 58.67 -0.59 3,028 16,935 -72
Mar02 011105 58.50 58.50 57.80 57.92 -0.49 1,527 19,104 +356
Apr02 011105 58.25 58.25 57.15 57.17 -0.39 412 11,746 +100
May02 011105 57.20 57.20 56.22 56.22 -0.34 695 5,737 -249
Jun02 011105 57.10 57.10 56.00 56.17 -0.34 1,060 7,754 +120
Jul02 011105 57.25 57.40 56.67 56.67 -0.34 105 3,699 +45
Aug02 011105 58.00 58.00 57.32 57.32 -0.34 83 2,947 +116
Sep02 011105 58.50 58.75 58.07 58.07 -0.34 20 2,269 +54
Total Volume and Open Interest 29,702 158,643 -309
Unleaded Gas(NYM)
Dec01 011105 54.70 55.30 53.60 53.79 -0.61 16,125 37,662 -209
Jan02 011105 55.85 56.10 54.55 54.84 -0.46 3,821 12,054 +323
Feb02 011105 56.80 56.80 55.60 55.91 -0.49 1,096 7,389 +342
Mar02 011105 57.30 57.30 57.09 57.09 -0.49 814 11,536 -100
Apr02 011105 63.95 63.95 62.95 63.14 -0.49 2,164 11,190 +401
May02 011105 63.60 63.74 63.60 63.74 -0.49 246 10,956 +20
Jun02 011105 64.00 64.00 63.86 63.86 -0.49 890 8,330 +407
Jul02 011105 63.66 63.66 63.66 63.66 -0.49 520 4,766 +301
Total Volume and Open Interest 26,506 109,385 +2,009
Natural Gas(NYM)
Dec01 011105 3.060 3.080 2.900 2.922 -0.326 32,560 60,109 +3,543
Jan02 011105 3.210 3.225 3.070 3.092 -0.300 8,591 46,894 -1,510
Feb02 011105 3.200 3.220 3.080 3.110 -0.274 4,124 29,197 -209
Mar02 011105 3.150 3.170 3.045 3.065 -0.258 3,428 24,839 +158
Apr02 011105 3.050 3.075 2.970 2.985 -0.236 2,870 31,294 -1,961
May02 011105 3.110 3.110 3.005 3.020 -0.231 2,746 19,859 -1,053
Jun02 011105 3.090 3.090 3.060 3.065 -0.222 900 15,842 -333
Jul02 011105 3.160 3.160 3.100 3.108 -0.219 1,087 12,521 -481
Total Volume and Open Interest 70,601 449,397 -11,792
Brent Crude Oil(IPE)
Dec01 011105 19.72 19.95 19.16 19.44 -0.33 41,066 66,500 +796
Jan02 011105 19.95 19.95 19.20 19.45 -0.27 25,181 66,026 +2,166
Feb02 011105 19.83 19.96 19.31 19.57 -0.29 6,578 19,276 +2,301
Mar02 011105 19.84 20.01 19.43 19.68 -0.29 3,074 10,886 -333
Apr02 011105 20.04 20.04 19.66 19.74 -0.30 999 9,468 -97
May02 011105 20.05 20.05 19.55 19.80 -0.30 95 5,971 +0
Jun02 011105 20.08 20.12 19.56 19.85 -0.30 1,849 16,327 +266
Jul02 011105 19.84 19.88 19.59 19.88 -0.30 0 4,410 +0
Total Volume and Open Interest 81,457 233,558 +6,294
Gas Oil(IPE)
Nov01 011105 180.00 183.25 178.50 179.00 +3.00 9,915 25,076 -332
Dec01 011105 179.00 181.00 176.25 176.75 +1.50 13,569 44,869 +4,101
Jan02 011105 180.00 181.50 177.00 177.25 +1.25 6,628 24,540 +3,664
Feb02 011105 177.25 180.25 176.50 176.50 +1.25 418 8,056 -156
Mar02 011105 176.75 179.00 175.25 175.50 +1.25 190 7,664 +50
Apr02 011105 175.50 177.50 174.50 174.50 +1.50 0 3,682 +0
May02 011105 175.25 177.00 174.00 174.00 +1.50 200 3,206 +200
Jun02 011105 175.25 177.50 174.25 174.50 +1.50 3,795 13,802 +541
Total Volume and Open Interest 37,345 139,397 +9,600
US Dollar Index(NYBOT)
Dec01 011105 115.41 115.47 115.20 115.25 +0.52 236 4,383 -276
Mar02 011105 115.82 115.83 115.75 115.75 +0.52 0 2,033 +0
Jun02 011105 116.25 116.25 116.25 116.25 +0.52 0 6 +0
Total Volume and Open Interest 236 6,423 -276
Australian Dollar(IMM)
Dec01 011105 50.61 50.75 50.59 50.75 unch 1,389 21,637 +420
Mar02 011105 50.53 50.53 50.53 50.53 unch 0 322 +0
Jun02 011105 50.35 50.35 50.31 50.31 unch 0 2 +0
Total Volume and Open Interest 1,389 21,973 +420
British Pound(IMM)
Dec01 011105 145.12 145.70 144.98 145.66 -0.20 3,222 36,967 +91
Mar02 011105 144.32 145.10 144.32 144.90 -0.20 6 200 -2
Jun02 011105 144.14 144.14 144.14 144.14 -0.20 0 1 +0
Total Volume and Open Interest 3,228 37,168 +89
Canadian Dollar(IMM)
Dec01 011105 62.75 62.78 62.60 62.71 -0.09 5,695 72,380 -913
Mar02 011105 62.74 62.74 62.55 62.69 -0.09 54 3,400 -1
Jun02 011105 62.64 62.69 62.59 62.67 -0.09 23 1,392 +14
Sep02 011105 62.70 62.70 62.67 62.67 -0.09 4 377 +1
Total Volume and Open Interest 5,779 77,663 -898
Japanese Yen(IMM)
Dec01 011105 82.18 82.46 82.11 82.31 -0.01 6,414 81,523 -1,698
Mar02 011105 82.81 82.88 82.73 82.73 -0.01 1 396 +0
Jun02 011105 83.15 83.15 83.15 83.15 -0.01 0 25 +0
Total Volume and Open Interest 6,834    
Deutsche Mark(IMM)
Dec01 011105 45.81 45.81 45.81 45.81 +45.81 0 202 +202
Total Volume and Open Interest 0 202 +202
Swiss Franc(IMM)
Dec01 011105 60.89 61.02 60.83 60.94 -0.36 4,460 53,897 -1,146
Mar02 011105 60.95 61.00 60.88 60.98 -0.36 31 118 +13
Jun02 011105 61.05 61.05 61.05 61.05 -0.36 0 3 +0
Total Volume and Open Interest 4,491 54,018 -1,133
EuroFX(IMM)
Dec01 011105 89.43 89.64 89.38 89.59 +89.59 12,903 101,933 +101,933
Mar02 011105 89.20 89.32 89.20 89.32 +89.32 26 1,180 +1,180
Jun02 011105 88.97 89.12 88.97 89.12 +89.12 0 207 +207
Total Volume and Open Interest 12,930 103,386 +103,386
Mexican Peso(IMM)
Dec01 011105 10740.0 10790.0 10730.0 10762.5 +79.5 2,245 17,364 +210
Mar02 011105 10490.0 10510.0 10490.0 10510.0 +80.0 31 1,474 +1
Total Volume and Open Interest 2,276 19,984 +211
30-Year T-Bonds(CBOT)
Dec01 011105 109~10 110~10 109~10 110~06 +0~28 378,123 593,174 +1,664
Mar02 011105 108~12 109~06 108~10 109~05 +0~28 8,649 40,451 -1,796
Jun02 011105 107~14 108~03 107~14 108~03 +0~26 108 720 +112
Total Volume and Open Interest 386,880 634,345 -20
Municipal Bonds(CBOT)
Dec01 011105 108~02 108~20 108~02 108~17 +0~19 1,044 11,755 +69
Mar02 011105 107~25 107~25 107~19 107~19 +0~19 0 11 +0
Total Volume and Open Interest 1,044 11,766 +69
10-Year T-Notes(CBOT)
Dec01 011105 110~285 111~105 110~250 111~075 +0~130 281,388 608,856 +570
Mar02 011105 110~000 110~045 109~220 110~035 +0~120 5,027 39,196 -514
Total Volume and Open Interest 286,415 648,053 +56
5-Year T-Notes(CBOT)
Dec01 011105 109~160 109~230 109~135 109~225 +0~070 95,427 487,477 +487,477
Mar02 011105 108~140 108~200 108~140 108~200 +0~065 6,943 36,500 +6,128
Total Volume and Open Interest 102,370 523,977 +493,605
2 Year T-Notes(CBOT)
Dec01 011105 106~002 106~011 105~127 106~008 +0~007 7,436 69,124 +1,316
Mar02 011105 105~070 105~070 105~070 105~070 +0~006      
Total Volume and Open Interest 7,436 69,124 +1,316
3-Mth T-Bills(IMM)
Dec01 011105 98.12 98.12 98.12 98.12 +0.03 71 1,633 -61
Total Volume and Open Interest 71 1,633 -61
Eurodollars(IMM)
Dec01 011105 97.940 97.950 97.925 97.940 +0.030 167,811 851,126 -1,333
Mar02 011105 97.945 97.960 97.930 97.945 +0.030 230,479 705,356 +41,348
Jun02 011105 97.690 97.725 97.680 97.710 +0.050 198,330 612,841 +16,756
Sep02 011105 97.335 97.370 97.315 97.350 +0.050 142,313 441,884 +14,966
Dec02 011105 96.865 96.900 96.850 96.875 +0.040 90,172 410,560 +3,929
Mar03 011105 96.500 96.520 96.475 96.495 +0.030 56,242 283,845 +6,578
Jun03 011105 96.105 96.115 96.085 96.105 +0.025 32,578 196,334 -194
Sep03 011105 95.760 95.780 95.740 95.770 +0.030 28,124 175,791 +2,706
Dec03 011105 95.380 95.420 95.380 95.420 +0.040 16,235 154,712 +1,775
Mar04 011105 95.205 95.255 95.200 95.255 +0.045 13,516 141,644 +898
Jun04 011105 94.995 95.055 94.995 95.055 +0.050 9,574 112,340 -429
Sep04 011105 94.815 94.885 94.815 94.885 +0.055 9,751 99,861 +679
Total Volume and Open Interest 1,072,608 4,814,664 +99,342
3-Mth Euro-Yen(IMM)
Dec01 011105 99.91 99.91 99.90 99.91 unch 608 18,023 +98
Mar02 011105 99.87 99.88 99.87 99.87 unch 132 9,299 +33
Jun02 011105 99.89 99.89 99.89 99.89 unch 0 9,516 -11
Sep02 011105 99.87 99.87 99.87 99.87 unch 135 2,600 -38
Dec02 011105 99.82 99.82 99.82 99.82 unch 0 909 +0
Mar03 011105 99.79 99.79 99.79 99.79 unch 0 1,087 +0
Jun03 011105 99.76 99.76 99.76 99.76 -0.01 0 159 +0
Sep03 011105 99.71 99.71 99.71 99.71 unch 0 15 +0
Dec03 011105 99.63 99.63 99.63 99.63 unch 0 2 +0
Mar04 011105 99.56 99.56 99.56 99.56 unch 0 220 +0
Total Volume and Open Interest 875 41,830 +82
3-Mth Euro-Yen(SIMEX)
Dec01 011105 99.90 99.90 99.90 99.90 0.00 4,039 91,429 +837
Mar02 011105 99.87 99.88 99.86 99.87 unch 3,430 70,489 +1,446
Jun02 011105 99.89 99.89 99.89 99.89 +0.00 240 57,369 -1,186
Sep02 011105 99.86 99.86 99.86 99.86 0.00 314 27,312 -840
Dec02 011105 99.82 99.82 99.82 99.82 unch 172 9,495 +12
Mar03 011105 99.79 99.79 99.79 99.79 +0.00 82 16,025 +37
Jun03 011105 99.76 99.76 99.76 99.76 unch 0 15,220 +0
Sep03 011105 99.70 99.70 99.70 99.70 unch 0 7,066 +0
Total Volume and Open Interest 8,277 307,780 +306
Euro Notional Bond(MATIF)
Dec01 011105 92.34 92.84 92.34 92.76 +0.28 767 26,740 +473
Mar02 011105 92.86 92.86 92.86 92.86 +0.28      
Jun02 011105 92.96 92.96 92.96 92.96 +0.28      
Total Volume and Open Interest 767 26,740 +473
3-Month Euribor(MATIF)
Dec01 011105 96.75 96.75 96.75 96.75 +96.75 0 2,776 +2,776
Mar02 011105 97.05 97.05 97.05 97.05 +97.05 0 2,496 +2,496
Jun02 011105 97.15 97.15 97.15 97.15 +97.15 0 211 +211
Total Volume and Open Interest 0 6,273 +6,273
German Euro-Bund(EUREX)
Dec01 011105 112.11 112.50 111.92 112.38 +112.38 1,055,333 801,467 +801,467
Mar02 011105 112.08 112.40 112.03 112.31 +112.31 4,466 36,340 +36,340
Jun02 011105 111.32 111.32 111.32 111.32 +111.32 5,907 2,314 +2,314
Total Volume and Open Interest 1,065,706 840,121 +840,121
German Euro-Bobl(EUREX)
Dec01 011105 109.94 110.23 109.85 110.20 +110.20 408,283 550,033 +550,033
Mar02 011105 109.63 109.88 109.63 109.88 +109.88 5,479 19,345 +19,345
Jun02 011105 109.43 109.43 109.43 109.43 +109.43 2,824 814 +814
Total Volume and Open Interest 416,586 570,192 +570,192
Long Gilt(LIFFE)
Dec01 011105 118~07 118~27 118~05 118~25 +118~25 25,620 73,802 +73,802
Mar02 011105 118~07 118~09 118~06 118~09 +0~04      
Total Volume and Open Interest 30,668    
3-Mth Short Sterling(LIFFE)
Dec01 011105 95.92 96.00 95.91 95.99 +0.06 20,921 0 +0
Mar02 011105 96.02 96.18 96.01 96.15 +0.11 40,007 0 +0
Jun02 011105 95.93 96.10 95.92 96.08 +0.13 31,838 0 +0
Total Volume and Open Interest 153,617    
3-Mth Euribor(LIFFE)
Dec01 011105 96.710 96.740 96.680 96.725 +96.725 75,582 449,283 +449,283
Mar02 011105 97.020 97.070 96.995 97.050 +97.050 63,549 443,693 +443,693
Jun02 011105 97.100 97.180 97.095 97.155 +97.155 68,586 336,564 +336,564
Total Volume and Open Interest 320,964 2,011,689 +2,011,689
3-Mth Aus T-Bills(SFE)
Dec01 011105 95.91 95.97 95.91 95.97 +0.04 8,148 176,835 -2,502
Mar02 011105 96.11 96.15 96.10 96.15 +0.04 7,539 103,989 -2,973
Jun02 011105 96.02 96.07 96.01 96.06 +0.04 742 37,714 -749
Sep02 011105 95.84 95.87 95.83 95.87 +0.03 184 22,160 -1,199
Dec02 011105 95.61 95.64 95.60 95.64 +0.03 105 14,020 -315
Mar03 011105 95.39 95.44 95.39 95.44 +0.03 22 9,574 -81
Jun03 011105 95.26 95.27 95.26 95.27 +0.03 16 7,112 -164
Sep03 011105 95.11 95.11 95.11 95.11 +0.02 8 5,662 +8
Dec03 011105 95.00 95.00 95.00 95.00 +0.04 20 2,444 -140
Mar04 011105 94.88 94.90 94.88 94.90 +0.04 0 1,905 -25
Total Volume and Open Interest 16,814 384,618 -8,220
10-Year Aus T-Bonds(SFE)
Dec01 011105 94.84 94.88 94.82 94.88 0.00 1,043 164,253 -20,617
Mar02 011105 94.83 94.83 94.83 94.83 -0.05      
Total Volume and Open Interest 12,890 166,771 -18,099
3-Year Aus T-Bonds(SFE)
Dec01 011105 95.66 95.71 95.65 95.71 +0.02 25,134 340,325 -1,796
Mar02 011105 95.56 95.56 95.56 95.56 +0.02      
Total Volume and Open Interest 25,134 340,325 -1,796
Gold(CMX)
Dec01 011105 278.8 279.9 278.5 279.5 -1.3 8,609 77,050 -1,705
Feb02 011105 280.0 280.7 278.6 280.1 -1.3 356 13,124 -86
Apr02 011105 280.2 281.0 279.8 280.5 -1.3 8 3,783 +0
Jun02 011105 281.0 281.0 279.0 281.0 -1.3 53 5,381 +20
Aug02 011105 281.0 281.4 281.0 281.4 -1.3 81 3,198 +80
Oct02 011105 281.7 281.7 281.7 281.7 -1.4 0 2,174 +0
Total Volume and Open Interest 9,235 116,650 -1,581
Silver(CMX)
Dec01 011105 409.0 412.5 408.0 409.8 -1.2 18,143 38,064 +2,900
Mar02 011105 413.0 415.5 411.0 412.7 -1.1 3,009 23,225 +914
May02 011105 416.0 417.5 414.4 414.4 -1.1 202 1,296 +89
Jul02 011105 417.0 418.0 415.7 415.7 -1.1 46 1,938 -16
Sep02 011105 416.9 416.9 416.9 416.9 -1.1 17 1,338 +16
Total Volume and Open Interest 21,506 72,122 +3,916
Platinum(NYM)
Jan02 011105 418.0 425.5 417.0 423.0 +2.3 560 5,839 +73
Apr02 011105 416.0 418.0 416.0 418.0 +2.3 1 35 -4
Jul02 011105 411.5 411.5 411.5 411.5 +2.3 0 52 +0
Oct02 011105 408.5 408.5 408.5 408.5 +2.3 1 44 +0
Total Volume and Open Interest 562 5,970 +69
Palladium(NYME)
Dec01 011105 330.00 335.00 327.00 327.65 -7.35 21 1,244 -2
Mar02 011105 332.00 332.00 328.65 328.65 -7.35 9 185 +1
Total Volume and Open Interest 30 1,429 -1
Copper(CMX)
Dec01 011105 61.40 62.00 61.30 61.60 +0.20 3,704 50,534 -152
Mar02 011105 62.20 62.70 62.20 62.35 +0.20 222 13,418 +94
May02 011105 62.80 63.10 62.80 62.85 +0.20 3 5,055 +8
Jul02 011105 63.40 63.75 63.40 63.40 +0.20 15 3,422 +13
Sep02 011105 64.00 64.10 63.90 63.90 +0.20 14 3,067 +30
Total Volume and Open Interest 4,576 92,480 +326
DJIA Index(CBOT)
Dec01 011105 9365 9470 9365 9435 +105 15,687 30,768 -895
Mar02 011105 9405 9475 9400 9434 +105 16 671 +10
Jun02 011105 9450 9450 9445 9445 +105 0 296 +0
Sep02 011105 9461 9461 9461 9461 +105 0 20 +20
Total Volume and Open Interest 15,703 31,761 -865
S & P 500(CME)
Dec01 011105 1097.50 1108.20 1097.00 1103.70 +14.20 62,707 507,352 +2,005
Mar02 011105 1100.50 1108.00 1099.50 1105.30 +14.20 2,013 25,773 +1,773
Jun02 011105 1107.80 1107.80 1107.80 1107.80 +14.20 30 2,159 +0
Sep02 011105 1111.60 1111.60 1111.60 1111.60 +14.70 27 360 +25
Total Volume and Open Interest 64,777 535,925 +3,803
S & P 500 E-Mini(Globex)
Dec01 011105 1089.25 1108.25 1088.00 1103.75 +14.25 211,978 170,192 +8,739
Mar02 011105 1106.00 1110.00 1105.25 1105.25 +14.25 8 21 -1
Total Volume and Open Interest 211,986 170,213 +8,738
NASDAQ 100(CME)
Dec01 011105 1458.00 1496.00 1457.00 1479.00 +46.50 18,615 58,311 +58,311
Mar02 011105 1486.50 1486.50 1486.50 1486.50 +47.00 0 8 +8
Jun02 011105 1494.00 1494.00 1494.00 1494.00 +47.50 0 1 +1
Total Volume and Open Interest 18,615 58,320 +58,320
NASDAQ 100 E-Mini(GLOBEX)
Dec01 011105 1430.5 1496.0 1430.0 1479.0 +1479.0 145,896 107,692 +107,692
Mar02 011105 1486.5 1486.5 1486.5 1486.5 +1486.5 0 6 +6
Total Volume and Open Interest 145,896 107,698 +107,698
NYSE Composite(NYBOT)
Dec01 011105 562.00 566.50 561.00 565.00 +8.00 642 5,848 -3
Mar02 011105 567.30 567.30 565.80 565.80 +7.80 0 700 +10
Jun02 011105 566.50 566.50 566.50 566.50 +7.50 0 300 +0
Total Volume and Open Interest 642 6,848 +7
S & P Midcap 400(CME)
Dec01 011105 463.00 468.50 463.00 465.50 +4.60 712 14,885 -22
Mar02 011105 466.50 466.50 466.50 466.50 +4.60      
Jun02 011105 470.50 470.50 470.50 470.50 +4.60      
Total Volume and Open Interest 712 14,885 -22
Russell 2000(CME)
Dec01 011105 436.00 440.25 436.00 437.75 +5.00 1,500 22,880 -10
Mar02 011105 438.45 438.45 438.45 438.45 +5.00      
Jun02 011105 442.45 442.45 442.45 442.45 +5.00      
Total Volume and Open Interest 1,500 22,880 -10
Value Line(KCBT)
Dec01 011105 1102.50 1115.25 1102.50 1113.00 +18.50 14 191 -5
Total Volume and Open Interest 14 191 -5
Nikkei 225(CME)
Dec01 011105 10530 10650 10530 10610 +10610 2,044 14,899 +14,899
Mar02 011105 10635 10635 10635 10635 +10635 0 17 +17
Total Volume and Open Interest 2,044 14,939 +14,939
Nikkei 225(SIMEX)
Dec01 011105 10400 10460 10340 10445 +45 12,138 102,903 +1,558
Mar02 011105 10440 10440 10440 10440 +45 1 430 +0
Jun02 011105 10395 10395 10395 10395 +45 0 24 +0
Total Volume and Open Interest 12,139 103,357 +1,558
CAC 40(MATIF)
Dec01 011105 4420.0 4512.0 4410.0 4507.0 +4507.0 790 150,671 +150,671
Mar02 011105 4487.5 4542.0 4484.0 4542.0 +4542.0 20 36,257 +36,257
Jun02 011105 4504.0 4504.0 4504.0 4504.0 +4504.0 400 18,060 +18,060
Total Volume and Open Interest 38,111 588,677 +588,677
DAX Index(EUREX)
Dec01 011105 4635.0 4783.0 4630.0 4779.5 +186.0 52,589 153,285 +1,184
Mar02 011105 4675.0 4812.0 4675.0 4812.0 +186.0 224 12,804 -54
Jun02 011105 4753.0 4850.0 4753.0 4850.0 +187.0 155 1,691 +99
Total Volume and Open Interest 52,968 167,780 +1,229
FT-SE 100(LIFFE)
Dec01 011105 5192.00 5248.00 5175.00 5227.50 +84.50 50,943 317,049 -7,236
Mar02 011105 5192.50 5249.00 5192.50 5237.50 +84.50 151 27,574 +23
Jun02 011105 5214.00 5259.00 5214.00 5256.50 +85.50 251 12,018 +250
Total Volume and Open Interest 51,345 356,641 -6,963
SPI 200(SFE)
Dec01 011105 3248.0 3258.0 3227.0 3236.0 +3236.0 8,940 136,514 +136,514
Mar02 011105 3260.0 3260.0 3239.0 3241.0 +3241.0 40 1,913 +1,913
Jun02 011105 3248.0 3248.0 3248.0 3248.0 +3248.0 0 1,390 +1,390
Total Volume and Open Interest 9,002 140,274 +140,274
GSCI(CME)
Nov01 011105 170.50 170.75 168.00 168.50 -2.50 44 16,667 +10
Dec01 011105 171.10 172.00 171.10 172.00 -2.60 1 25 +1
Jan02 011105 172.50 172.50 172.50 172.50 -2.50      
Total Volume and Open Interest 45 16,692 +11
Bridge CRB Index(NYBOT)
Jan02 011105 187.00 187.30 186.50 186.50 -1.50 5 165 +3
Feb02 011105 187.00 187.00 186.00 186.00 -1.75 3 117 +1
Apr02 011105 187.00 187.00 187.00 187.00 -1.75 0 3 +0
Total Volume and Open Interest 25 426 -3
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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