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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 Wed November 07, 2001
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Nov01 011107 433.50 441.50 433.50 439.00 +7.00 5,299 5,768 -1,383
Jan02 011107 437.00 445.00 436.50 441.25 +5.25 29,769 82,359 +510
Mar02 011107 440.75 449.00 440.75 445.00 +4.25 4,724 34,389 +151
May02 011107 445.50 452.75 445.00 449.00 +4.75 3,888 26,118 +122
Jul02 011107 448.50 455.50 448.50 453.50 +5.00 2,541 21,879 +263
Aug02 011107 455.00 455.00 452.50 453.00 +5.00 62 1,252 +56
Sep02 011107 450.00 452.50 450.00 452.50 +3.50 24 310 +1
Total Volume and Open Interest 47,322 178,704 -67
Soybean Meal(CBOT)
Dec01 011107 161.60 163.60 161.50 161.90 -0.20 9,916 35,463 -409
Jan02 011107 157.70 159.90 157.50 158.10 -0.10 4,404 24,971 +237
Mar02 011107 153.50 155.80 153.30 154.20 +0.60 4,923 21,423 +92
May02 011107 150.00 151.50 149.80 150.60 +0.90 3,217 22,494 +491
Jul02 011107 149.50 151.00 149.40 150.60 +1.30 2,348 20,212 +697
Aug02 011107 149.00 150.30 149.00 149.80 +1.50 227 5,300 +98
Sep02 011107 148.50 149.90 148.40 149.20 +1.20 191 4,952 +65
Oct02 011107 147.50 149.00 147.50 147.80 +0.60 159 2,428 +142
Total Volume and Open Interest 26,381 142,317 +1,890
Soybean Oil(CBOT)
Dec01 011107 16.03 16.25 15.90 15.92 +0.08 10,406 53,781 -2,159
Jan02 011107 16.20 16.42 16.07 16.07 +0.04 6,520 29,999 -337
Mar02 011107 16.45 16.61 16.27 16.28 +0.02 3,963 25,016 +508
May02 011107 16.63 16.80 16.49 16.49 +0.01 2,896 28,429 -361
Jul02 011107 16.88 17.08 16.71 16.72 unch 2,235 17,513 +175
Aug02 011107 17.03 17.14 16.78 16.79 -0.01 224 3,551 +55
Sep02 011107 17.10 17.25 16.88 16.88 -0.03 159 3,045 +32
Oct02 011107 17.35 17.35 16.95 16.95 -0.05 22 1,540 +22
Total Volume and Open Interest 26,755 167,426 -2,006
Canola(WCE)
Nov01 011107 344.6 344.6 344.6 344.6 +4.0 303 519 -154
Jan02 011107 341.5 350.1 341.5 345.6 +4.1 4,154 38,081 +48
Mar02 011107 342.0 349.1 342.0 344.5 +3.2 499 13,084 -11
May02 011107 344.3 344.3 344.3 344.3 +3.6 165 4,731 -4
Jul02 011107 349.0 350.0 345.0 345.0 +3.3 70 4,075 -20
Total Volume and Open Interest 5,351 64,506 -181
Corn(CBOT)
Nov01 011107 198.75 199.00 198.50 198.75 +0.25 0 10 +0
Dec01 011107 203.00 203.75 202.25 202.50 unch 38,953 209,853 +436
Jan02 011107 207.00 208.00 207.00 207.00 +0.25 184 866 -46
Mar02 011107 215.50 216.25 214.75 215.00 unch 16,831 142,858 +4,706
May02 011107 223.00 223.75 222.00 222.25 -0.50 3,054 44,698 +611
Jul02 011107 229.25 229.75 228.25 228.50 -0.50 2,845 40,435 +1,009
Total Volume and Open Interest 63,420 469,007 +7,386
Wheat(CBOT)
Dec01 011107 286.00 288.50 285.75 287.00 +1.50 11,371 63,607 -1,117
Mar02 011107 295.50 297.50 295.25 296.50 +1.75 5,517 42,502 +962
May02 011107 296.50 300.00 296.50 298.75 +2.50 241 6,186 +123
Jul02 011107 299.50 302.00 299.50 301.75 +2.25 2,460 9,716 -85
Sep02 011107 305.00 306.50 305.00 306.00 +2.50 13 471 +10
Total Volume and Open Interest 19,694 124,010 -86
Wheat(KCBT)
Dec01 011107 293.25 297.50 293.25 294.75 +2.00 3,415 34,036 -233
Mar02 011107 301.50 305.00 301.50 303.50 +1.75 1,730 26,958 +379
May02 011107 308.25 309.75 308.25 309.00 +1.00 356 7,426 +251
Jul02 011107 313.50 315.50 313.50 314.50 +1.00 204 5,644 -12
Sep02 011107 320.00 321.50 320.00 321.00 +2.00 0 1,832 +0
Total Volume and Open Interest 5,710 76,710 +385
Wheat(MGE)
Dec01 011107 315.25 318.75 315.00 316.50 +1.25 2,357 16,191 -897
Mar02 011107 326.25 328.75 326.00 326.50 +1.25 930 7,394 +115
May02 011107 335.25 335.50 334.75 335.25 +1.25 24 1,727 +3
Jul02 011107 341.50 341.50 341.25 341.25 +1.00 0 810 +0
Sep02 011107 347.75 347.75 347.50 347.50 +1.00 10 459 +0
Total Volume and Open Interest 3,325 26,676 -776
Oats(CBOT)
Dec01 011107 199.75 206.50 199.75 204.25 +4.00 2,074 5,729 -207
Mar02 011107 186.25 190.00 186.25 189.50 +3.25 714 5,741 +106
May02 011107 174.75 178.00 174.75 177.50 +3.25 234 1,635 +64
Jul02 011107 160.50 162.00 160.25 161.00 +0.75 180 782 +51
Total Volume and Open Interest 3,202 13,973 +14
Rough Rice(MCE)
Nov01 011107 3.48 3.58 3.46 3.55 +0.05 81 95 -57
Jan02 011107 3.65 3.73 3.63 3.73 +0.06 224 2,710 +36
Mar02 011107 3.85 3.96 3.84 3.95 +0.07 34 1,407 -29
May02 011107 4.18 4.18 4.16 4.16 +0.05 5 614 -2
Total Volume and Open Interest 435 5,357 +19
Live Cattle(CME)
Dec01 011107 65.100 65.700 64.550 65.650 +0.475 8,593 40,332 -965
Feb02 011107 68.600 69.175 68.175 69.100 +0.275 6,730 31,074 -776
Apr02 011107 70.600 71.225 70.150 71.100 +0.175 4,253 18,464 +1,491
Jun02 011107 66.700 67.150 66.350 67.050 +0.150 1,528 14,622 +306
Aug02 011107 66.500 66.800 66.100 66.750 +0.225 133 3,259 +49
Oct02 011107 67.800 68.300 67.600 68.300 +0.200 22 714 +6
Total Volume and Open Interest 21,259 108,545 +111
Feeder Cattle(CME)
Nov01 011107 84.750 85.500 84.525 85.475 +0.625 750 3,058 -144
Jan02 011107 81.000 81.825 80.400 81.775 +0.100 1,827 6,944 +214
Mar02 011107 80.700 81.200 79.700 81.050 +0.150 490 2,420 +97
Apr02 011107 80.750 81.150 79.850 81.000 +0.025 209 1,146 +47
May02 011107 80.475 80.950 79.500 80.575 +0.100 389 1,204 +141
Aug02 011107 82.075 82.075 81.300 81.900 -0.175 55 341 +18
Sep02 011107 81.900 82.000 81.300 82.000 unch 11 67 +6
Total Volume and Open Interest 3,731 15,186 +379
Lean Hogs(CME)
Dec01 011107 50.800 51.100 50.100 50.800 -0.225 4,712 18,866 -389
Feb02 011107 53.350 53.775 52.900 53.700 +0.200 1,998 6,757 -61
Apr02 011107 54.950 55.250 54.625 55.100 +0.025 500 3,305 +35
Jun02 011107 62.350 62.450 62.100 62.250 +0.125 70 874 +9
Jul02 011107 60.700 60.775 60.250 60.775 -0.025 26 417 +13
Aug02 011107 59.600 59.800 59.150 59.800 -0.075 0 214 +0
Oct02 011107 53.100 53.200 53.100 53.200 unch 5 237 +3
Dec02 011107 51.050 51.050 51.050 51.050 +0.050 0 4 +0
Total Volume and Open Interest 7,344 31,483 -387
Pork Bellies(CME)
Feb02 011107 70.650 72.350 70.000 71.975 +0.825 684 1,891 -89
Mar02 011107 69.900 71.500 69.900 71.300 +0.775 25 228 +0
May02 011107 71.500 72.850 71.500 72.850 +0.350 9 92 -2
Jul02 011107 72.000 73.250 72.000 72.400 +0.400 0 29 +0
Aug02 011107 72.600 72.600 72.600 72.600 +0.100 0 6 +0
Total Volume and Open Interest 718 2,246 -91
Cocoa(NYBOT)
Dec01 011107 1000 1044 997 1039 +49 1,774 14,653 -982
Mar02 011107 1011 1050 1010 1045 +48 1,990 30,836 +659
May02 011107 1015 1053 1015 1048 +47 482 10,865 +273
Jul02 011107 1018 1050 1018 1050 +45 346 7,439 +155
Sep02 011107 1052 1052 1052 1052 +45 275 4,743 +137
Dec02 011107 1026 1055 1026 1055 +44 90 10,871 +85
Mar03 011107 1048 1065 1048 1065 +44 0 8,887 +0
Total Volume and Open Interest 4,957 95,158 +327
Coffee "C"(NYBOT)
Dec01 011107 48.00 48.75 47.00 47.30 -0.70 6,278 26,442 -796
Mar02 011107 50.50 51.50 49.90 50.10 -0.60 3,341 18,728 +670
May02 011107 52.20 53.00 51.70 51.70 -0.55 285 5,368 +85
Jul02 011107 53.40 54.50 53.00 53.00 -0.50 98 3,499 -4
Sep02 011107 55.25 55.75 54.30 54.30 -0.45 93 2,536 +28
Dec02 011107 56.50 57.70 56.00 56.00 -0.50 23 2,461 +5
Total Volume and Open Interest 10,163 59,568 +30
Orange Juice(NYBOT)
Nov01 011107 93.50 93.75 92.60 93.50 +0.25 87 457 +3
Jan02 011107 96.25 96.50 95.40 96.05 +0.30 1,443 15,914 +612
Mar02 011107 97.00 97.20 96.25 96.95 +0.45 223 2,917 +98
May02 011107 96.25 96.85 96.25 96.85 +0.35 85 1,110 +58
Jul02 011107 96.00 96.75 96.00 96.75 +0.45 79 120 +23
Total Volume and Open Interest 1,917 22,066 +794
Sugar #11(NYBOT)
Mar02 011107 7.12 7.20 7.05 7.19 +0.14 19,657 94,309 -1,307
May02 011107 6.79 6.79 6.71 6.79 +0.07 3,319 21,207 +334
Jul02 011107 6.35 6.35 6.27 6.32 +0.02 1,809 24,395 +316
Oct02 011107 6.44 6.45 6.38 6.41 +0.01 953 14,615 +287
Mar03 011107 6.57 6.57 6.55 6.57 unch 337 5,072 -69
Total Volume and Open Interest 26,772 163,482 -192
London Cocoa(LCE)
Dec01 011107 729 774 728 771 +41 2,206 29,031 -471
Mar02 011107 749 794 748 793 +43 2,229 60,798 -235
May02 011107 762 807 762 806 +43 578 30,384 +8
Jul02 011107 771 813 771 813 +42 680 19,846 +136
Sep02 011107 773 814 772 814 +41 713 10,255 +199
Dec02 011107 773 815 773 815 +41 142 4,131 +41
Mar03 011107 778 819 778 819 +39 235 2,859 +0
Total Volume and Open Interest 6,783 157,822 -322
London Coffee(LCE)
Nov01 011107 388.00 397.00 388.00 393.00 -1.00 298 2,009 -502
Jan02 011107 392.00 398.00 386.00 392.00 -2.00 4,174 36,219 -1,015
Mar02 011107 407.00 411.00 402.00 407.00 -1.00 1,138 21,659 +24
May02 011107 420.00 427.00 418.00 422.00 -1.00 556 17,043 +334
Jul02 011107 434.00 440.00 432.00 436.00 unch 146 13,439 -5
Sep02 011107 446.00 452.00 444.00 448.00 -1.00 169 10,733 +102
Total Volume and Open Interest 6,513 103,032 -1,073
London Sugar(LCE)
Dec01 011107 232.00 234.60 232.00 234.60 +2.90 1,072 9,562 -409
Mar02 011107 229.00 231.50 228.70 231.50 +2.50 1,478 17,649 +271
May02 011107 223.90 224.00 221.50 223.00 +1.20 188 7,715 +68
Aug02 011107 211.70 214.00 211.70 213.00 +1.20 582 8,308 +349
Oct02 011107 201.00 203.00 201.00 201.50 +0.50 421 3,952 +186
Total Volume and Open Interest 3,806 47,881 +530
Cotton(NYBOT)
Dec01 011107 31.20 33.70 31.10 32.23 +1.42 4,398 26,645 -110
Mar02 011107 32.95 35.40 32.90 33.95 +1.31 2,661 15,558 +163
May02 011107 34.10 36.45 34.10 35.10 +1.32 680 5,583 -4
Jul02 011107 35.40 37.45 35.35 36.30 +1.38 651 6,563 +180
Oct02 011107 37.40 39.00 37.40 38.20 +1.20 18 231 +9
Dec02 011107 38.25 40.30 38.25 39.33 +1.41 430 3,973 -106
Total Volume and Open Interest 8,970 59,510 +177
Lumber(CME)
Nov01 011107 238.8 239.7 235.0 238.6 +1.7 693 626 -257
Jan02 011107 230.0 230.0 223.2 225.8 -5.1 530 1,168 +171
Mar02 011107 241.0 241.0 234.1 236.3 -4.5 61 176 -22
May02 011107 249.0 250.0 244.0 247.0 -1.6 2 78 +2
Total Volume and Open Interest 1,286 2,059 -106
Crude Oil(NYM)
Dec01 011107 20.10 20.35 19.93 20.09 +0.17 63,123 129,362 -7,366
Jan02 011107 20.28 20.51 20.10 20.28 +0.17 28,353 73,625 +5,625
Feb02 011107 20.43 20.55 20.28 20.40 +0.15 9,824 27,679 +164
Mar02 011107 20.55 20.68 20.37 20.49 +0.12 5,816 21,440 +496
Apr02 011107 20.55 20.69 20.41 20.56 +0.11 2,791 18,549 +598
May02 011107 20.65 20.70 20.55 20.60 +0.10 1,087 13,250 -842
Jun02 011107 20.70 20.73 20.57 20.63 +0.10 3,875 28,995 +99
Jul02 011107 20.65 20.65 20.60 20.64 +0.09 482 10,887 +214
Aug02 011107 20.62 20.78 20.62 20.64 +0.08 138 11,727 +50
Sep02 011107 20.78 20.78 20.64 20.64 +0.07 310 11,677 +50
Total Volume and Open Interest 121,703 445,708 -424
Heating Oil(NYM)
Dec01 011107 57.60 58.00 57.00 57.18 +0.05 14,038 48,806 +681
Jan02 011107 58.30 58.75 57.85 57.97 +0.02 5,002 30,148 +757
Feb02 011107 58.50 59.25 58.15 58.22 -0.03 3,164 17,018 +304
Mar02 011107 57.80 58.10 57.47 57.47 -0.03 1,921 19,376 +412
Apr02 011107 57.15 57.50 56.60 56.72 -0.03 1,834 12,358 +90
May02 011107 56.15 56.20 55.77 55.77 -0.03 882 5,954 +331
Jun02 011107 55.80 56.40 55.77 55.77 -0.03 1,348 8,342 +108
Jul02 011107 56.30 56.90 56.20 56.27 -0.03 722 4,053 +434
Aug02 011107 57.40 57.65 56.92 56.92 -0.08 113 2,834 -10
Sep02 011107 58.30 58.30 57.67 57.67 -0.13 245 2,623 +138
Total Volume and Open Interest 30,428 162,178 +3,779
Unleaded Gas(NYM)
Dec01 011107 54.40 55.00 54.10 54.63 +0.71 14,129 38,013 +441
Jan02 011107 55.40 55.90 55.05 55.52 +0.64 5,130 13,642 +1,047
Feb02 011107 56.60 56.65 56.40 56.49 +0.56 1,515 7,306 +130
Mar02 011107 57.35 57.57 57.35 57.57 +0.49 1,032 11,646 +162
Apr02 011107 63.55 63.65 63.45 63.52 +0.44 540 11,437 +261
May02 011107 64.07 64.07 64.07 64.07 +0.39 713 11,138 +187
Jun02 011107 64.17 64.17 64.17 64.17 +0.34 156 8,269 +89
Jul02 011107 63.92 63.92 63.92 63.92 +0.29 160 4,791 +25
Total Volume and Open Interest 24,050 111,893 +2,570
Natural Gas(NYM)
Dec01 011107 2.925 3.020 2.850 2.870 -0.010 40,827 52,924 -7,846
Jan02 011107 3.090 3.160 3.030 3.050 -0.004 12,727 46,623 -805
Feb02 011107 3.100 3.170 3.050 3.070 -0.002 3,380 28,443 -236
Mar02 011107 3.065 3.120 3.010 3.028 -0.004 4,815 26,029 +1,161
Apr02 011107 3.000 3.070 2.970 2.970 -0.002 3,405 28,797 +1,502
May02 011107 3.060 3.100 3.000 3.005 -0.002 671 20,252 +221
Jun02 011107 3.080 3.140 3.050 3.050 -0.002 1,283 15,568 +83
Jul02 011107 3.135 3.185 3.093 3.093 -0.002 791 12,574 +72
Total Volume and Open Interest 83,333 447,328 -19
Brent Crude Oil(IPE)
Dec01 011107 19.05 19.52 18.85 19.33 +0.26 23,514 65,366 -252
Jan02 011107 19.10 19.57 18.97 19.36 +0.15 17,359 70,272 +1,370
Feb02 011107 19.24 19.63 19.10 19.47 +0.13 4,573 20,666 +1,237
Mar02 011107 19.24 19.63 19.24 19.52 +0.06 1,618 12,428 +189
Apr02 011107 19.29 19.65 19.29 19.57 +0.03 197 9,658 +24
May02 011107 19.34 19.61 19.34 19.61 unch 525 5,950 -6
Jun02 011107 19.46 19.73 19.42 19.65 -0.01 684 16,275 +2
Jul02 011107 19.47 19.67 19.47 19.67 -0.03 148 4,439 +48
Total Volume and Open Interest 50,323 240,485 +3,578
Gas Oil(IPE)
Nov01 011107 176.50 179.00 174.75 178.00 unch 11,433 18,564 -3,936
Dec01 011107 174.00 176.50 172.50 176.00 +0.50 13,885 47,598 +2,984
Jan02 011107 174.50 177.00 173.25 177.00 +0.75 5,326 24,717 -703
Feb02 011107 174.00 176.00 173.00 175.75 +0.25 297 8,611 +104
Mar02 011107 172.00 174.75 172.00 174.75 +0.25 8 8,195 +0
Apr02 011107 172.00 174.00 172.00 174.00 +0.50 200 3,793 -25
May02 011107 173.00 173.75 173.00 173.75 +0.50 200 3,006 -300
Jun02 011107 171.00 174.25 171.00 174.25 +0.75 680 14,184 -76
Total Volume and Open Interest 32,859 137,950 -1,572
US Dollar Index(NYBOT)
Dec01 011107 114.65 115.32 114.65 115.25 +0.22 255 4,404 +36
Mar02 011107 115.20 115.75 115.20 115.75 +0.17 3 2,037 +1
Jun02 011107 115.76 116.30 115.75 116.30 +0.17 0 6 +0
Total Volume and Open Interest 258 6,448 +37
Australian Dollar(IMM)
Dec01 011107 51.42 51.55 51.30 51.42 +0.07 2,556 21,526 -55
Mar02 011107 51.18 51.18 51.18 51.18 +0.05 0 322 +0
Jun02 011107 50.94 50.94 50.94 50.94 +0.03 2 12 +2
Total Volume and Open Interest 2,558 21,872 -53
British Pound(IMM)
Dec01 011107 146.14 146.34 145.78 145.92 +0.20 1,693 37,116 +464
Mar02 011107 145.36 145.36 145.14 145.14 +0.20 1 210 +1
Jun02 011107 144.36 144.36 144.36 144.36 +0.20 0 1 +0
Total Volume and Open Interest 1,694 37,327 +465
Canadian Dollar(IMM)
Dec01 011107 62.76 62.90 62.48 62.53 -0.26 6,910 72,833 -401
Mar02 011107 62.72 62.88 62.45 62.52 -0.25 125 3,541 +69
Jun02 011107 62.78 62.80 62.50 62.51 -0.24 35 1,446 +31
Sep02 011107 62.83 62.83 62.52 62.52 -0.23 67 410 +33
Total Volume and Open Interest 7,197 78,392 -220
Japanese Yen(IMM)
Dec01 011107 82.89 82.95 82.65 82.89 +0.09 17,379 90,534 +4,782
Mar02 011107 83.20 83.30 83.20 83.29 +0.09 61 425 +29
Jun02 011107 83.69 83.69 83.69 83.69 +0.09 0 25 +0
Total Volume and Open Interest 8,574    
Deutsche Mark(IMM)
Dec01 011107 45.71 45.71 45.71 45.71 -0.10 0 202 +0
Total Volume and Open Interest 0 202 +0
Swiss Franc(IMM)
Dec01 011107 61.29 61.32 60.85 60.94 -0.08 2,655 53,250 -380
Mar02 011107 61.14 61.14 60.95 60.97 -0.09 49 140 +21
Jun02 011107 61.20 61.20 61.03 61.03 -0.10 0 3 +0
Total Volume and Open Interest 2,704 53,393 -359
EuroFX(IMM)
Dec01 011107 90.00 90.03 89.25 89.40 -0.19 7,026 101,390 +596
Mar02 011107 89.72 89.72 89.10 89.12 -0.20 21 1,201 +15
Jun02 011107 88.91 88.91 88.91 88.91 -0.21 0 208 +0
Total Volume and Open Interest 7,048 102,865 +610
Mexican Peso(IMM)
Dec01 011107 10752.5 10782.5 10747.5 10767.5 +10.5 3,804 21,620 +1,574
Mar02 011107 10545.0 10545.0 10515.0 10517.5 +10.5 80 1,483 +7
Total Volume and Open Interest 3,884 24,249 +1,581
30-Year T-Bonds(CBOT)
Dec01 011107 110~21 111~22 110~18 111~16 +1~05 238,374 566,905 -4,775
Mar02 011107 109~28 110~19 109~22 110~14 +1~05 17,049 47,685 +4,395
Jun02 011107 109~10 109~10 109~10 109~10 +1~05 36 672 +6
Total Volume and Open Interest 255,459 615,262 -374
Municipal Bonds(CBOT)
Dec01 011107 108~24 109~09 108~24 108~31 +0~15 1,366 11,994 +297
Mar02 011107 108~00 108~00 107~31 107~31 +0~13 2 13 +1
Total Volume and Open Interest 1,368 12,007 +298
10-Year T-Notes(CBOT)
Dec01 011107 111~190 112~050 111~190 112~005 +0~185 208,855 601,329 -6,731
Mar02 011107 110~195 111~000 110~195 110~280 +0~185 21,404 54,023 +13,500
Total Volume and Open Interest 230,259 655,354 +6,769
5-Year T-Notes(CBOT)
Dec01 011107 110~050 110~130 110~050 110~100 +0~130 65,998 493,987 +6,353
Mar02 011107 109~035 109~060 109~035 109~060 +0~125 3,430 41,303 +2,408
Total Volume and Open Interest 69,428 535,290 +8,761
2 Year T-Notes(CBOT)
Dec01 011107 106~037 106~047 106~032 106~038 +0~014 10,001 72,069 +2,880
Mar02 011107 105~088 105~088 105~088 105~088 +0~016 21 21 +21
Total Volume and Open Interest 10,022 72,090 +2,901
3-Mth T-Bills(IMM)
Dec01 011107 98.29 98.29 98.29 98.29 +0.01 10 1,634 +0
Total Volume and Open Interest 15 1,639 +5
Eurodollars(IMM)
Dec01 011107 98.100 98.120 98.090 98.100 +0.015 174,905 883,450 +35,389
Mar02 011107 98.115 98.145 98.105 98.125 +0.035 184,201 707,317 +3,568
Jun02 011107 97.880 97.940 97.880 97.910 +0.060 171,020 614,480 -1,187
Sep02 011107 97.550 97.605 97.535 97.570 +0.065 127,403 454,474 +11,883
Dec02 011107 97.080 97.135 97.065 97.095 +0.075 81,896 411,572 +5,472
Mar03 011107 96.680 96.735 96.680 96.705 +0.075 43,561 286,244 +3,762
Jun03 011107 96.275 96.335 96.270 96.295 +0.070 32,214 201,093 +3,087
Sep03 011107 95.930 95.985 95.920 95.950 +0.080 29,754 179,612 +3,285
Dec03 011107 95.575 95.635 95.575 95.610 +0.095 14,780 164,097 +3,952
Mar04 011107 95.415 95.470 95.415 95.440 +0.095 11,315 141,456 +444
Jun04 011107 95.195 95.265 95.195 95.240 +0.105 9,876 115,549 +2,240
Sep04 011107 95.030 95.085 95.030 95.070 +0.110 14,776 104,495 +5,116
Total Volume and Open Interest 984,437 4,898,732 +83,896
3-Mth Euro-Yen(IMM)
Dec01 011107 99.91 99.91 99.91 99.91 unch 355 17,200 -178
Mar02 011107 99.88 99.88 99.88 99.88 +0.01 3 9,291 -118
Jun02 011107 99.89 99.89 99.89 99.89 +0.01 20 8,936 -328
Sep02 011107 99.88 99.88 99.88 99.88 +0.01 55 2,655 -125
Dec02 011107 99.82 99.82 99.82 99.82 unch 9 900 -9
Mar03 011107 99.79 99.79 99.79 99.79 +0.01 0 1,087 +0
Jun03 011107 99.76 99.76 99.76 99.76 -0.01 0 159 +0
Sep03 011107 99.71 99.71 99.71 99.71 unch 0 15 +0
Dec03 011107 99.63 99.63 99.63 99.63 unch 0 2 +0
Mar04 011107 99.57 99.57 99.57 99.57 +0.01 0 220 +0
Total Volume and Open Interest 442 40,465 -758
3-Mth Euro-Yen(SIMEX)
Dec01 011107 99.91 99.91 99.90 99.90 0.00 2,597 90,859 +141
Mar02 011107 99.88 99.88 99.88 99.88 +0.01 1,879 72,011 +730
Jun02 011107 99.89 99.89 99.89 99.89 +0.01 635 56,923 -266
Sep02 011107 99.86 99.87 99.86 99.87 +0.01 145 26,120 -1,245
Dec02 011107 99.82 99.82 99.82 99.82 +0.00 28 9,494 -16
Mar03 011107 99.78 99.79 99.78 99.79 +0.01 40 16,063 +0
Jun03 011107 99.76 99.76 99.76 99.76 +0.01 0 15,220 +0
Sep03 011107 99.71 99.71 99.71 99.71 +0.01 0 7,066 +0
Total Volume and Open Interest 5,363 308,164 +377
Euro Notional Bond(MATIF)
Dec01 011107 92.90 93.23 92.90 93.05 +0.40 321 24,661 -68
Mar02 011107 93.15 93.15 93.15 93.15 +0.40      
Jun02 011107 93.25 93.25 93.25 93.25 +0.40      
Total Volume and Open Interest 321 24,661 -68
3-Month Euribor(MATIF)
Dec01 011107 96.80 96.80 96.80 96.80 +0.05 0 2,776 +0
Mar02 011107 97.20 97.20 97.20 97.20 +0.10 0 2,496 +0
Jun02 011107 97.25 97.25 97.25 97.25 +0.05 0 211 +0
Total Volume and Open Interest 0 6,273 +0
German Euro-Bund(EUREX)
Dec01 011107 112.46 112.82 112.42 112.71 +0.45 678,796 783,550 -25,453
Mar02 011107 112.47 112.73 112.47 112.66 +0.45 2,811 38,941 +709
Jun02 011107 111.65 111.65 111.65 111.65 +0.45 5,961 1,544 -1,040
Total Volume and Open Interest 687,568 824,035 -25,784
German Euro-Bobl(EUREX)
Dec01 011107 110.30 110.50 110.30 110.42 +0.29 371,504 543,951 -16,419
Mar02 011107 110.03 110.15 110.03 110.11 +0.32 2,569 22,287 -706
Jun02 011107 109.65 109.65 109.65 109.65 +0.29 2,667 814 +0
Total Volume and Open Interest 376,740 567,052 -17,125
Long Gilt(LIFFE)
Dec01 011107 118~30 119~11 118~30 119~03 +0~10 22,390 74,062 -3,017
Mar02 011107 118~20 118~20 118~20 118~20 +0~10 1 150 +0
Total Volume and Open Interest 22,391 74,212 -3,017
3-Mth Short Sterling(LIFFE)
Dec01 011107 96.03 96.05 96.01 96.03 +0.04 24,924 0 +0
Mar02 011107 96.20 96.23 96.18 96.20 +0.06 27,326 0 +0
Jun02 011107 96.13 96.19 96.13 96.17 +0.09 20,131 0 +0
Total Volume and Open Interest 118,192    
3-Mth Euribor(LIFFE)
Dec01 011107 96.820 96.830 96.790 96.820 +0.055 159,801 458,298 +13,334
Mar02 011107 97.145 97.205 97.130 97.190 +0.100 92,769 443,884 -2,462
Jun02 011107 97.245 97.290 97.220 97.270 +0.085 61,937 333,592 -6,070
Total Volume and Open Interest 441,643 2,029,032 +7,684
3-Mth Aus T-Bills(SFE)
Dec01 011107 96.00 96.02 95.94 96.01 +0.03 4,882 177,588 +2,798
Mar02 011107 96.21 96.23 96.17 96.23 +0.06 5,506 102,318 +2,481
Jun02 011107 96.14 96.17 96.11 96.17 +0.10 637 36,261 -868
Sep02 011107 95.95 96.01 95.94 96.01 +0.12 713 22,060 -218
Dec02 011107 95.73 95.79 95.72 95.79 +0.13 905 14,820 +647
Mar03 011107 95.53 95.59 95.53 95.59 +0.12 503 9,785 +151
Jun03 011107 95.40 95.41 95.40 95.41 +0.11 497 7,520 +348
Sep03 011107 95.20 95.25 95.20 95.25 +0.11 157 5,842 +157
Dec03 011107 95.09 95.12 95.09 95.12 +0.08 150 2,594 +150
Mar04 011107 95.02 95.02 95.02 95.02 +0.08 0 1,915 +0
Total Volume and Open Interest 13,950 383,916 +5,646
10-Year Aus T-Bonds(SFE)
Dec01 011107 94.93 94.97 94.93 94.97 +0.10 2,411 160,750 -93
Mar02 011107 94.92 94.92 94.92 94.92 +0.04      
Total Volume and Open Interest 3,220 160,843 -3,410
3-Year Aus T-Bonds(SFE)
Dec01 011107 95.80 95.83 95.77 95.83 +0.08 17,937 326,730 +129
Mar02 011107 95.68 95.68 95.68 95.68 +0.08      
Total Volume and Open Interest 17,937 326,730 +129
Gold(CMX)
Dec01 011107 281.4 281.4 280.2 281.3 +1.1 17,542 75,054 -976
Feb02 011107 282.2 282.2 280.7 281.8 +1.0 1,507 14,156 +986
Apr02 011107 281.5 282.5 281.4 282.2 +1.0 362 3,774 -23
Jun02 011107 282.3 282.7 281.8 282.7 +1.0 161 5,486 +107
Aug02 011107 282.4 283.0 282.4 283.0 +1.0 127 3,323 +123
Oct02 011107 283.4 283.4 283.4 283.4 +1.0 0 2,174 +0
Total Volume and Open Interest 19,750 115,880 +171
Silver(CMX)
Dec01 011107 412.5 414.5 410.5 412.8 +1.0 7,017 37,966 -256
Mar02 011107 416.0 417.5 414.0 415.7 +0.9 1,458 24,259 +514
May02 011107 418.0 418.0 417.4 417.4 +1.0 62 1,305 +0
Jul02 011107 419.0 419.0 418.7 418.7 +1.0 32 1,940 +0
Sep02 011107 419.9 419.9 419.9 419.9 +1.0 100 1,428 +90
Total Volume and Open Interest 8,708 73,175 +348
Platinum(NYM)
Jan02 011107 416.0 416.0 413.0 414.0 -3.1 422 5,919 +39
Apr02 011107 412.0 412.0 409.0 409.0 -3.1 0 35 +0
Jul02 011107 407.0 407.0 402.5 402.5 -3.1 0 52 +0
Oct02 011107 399.5 399.5 399.5 399.5 -3.1 1 45 +1
Total Volume and Open Interest 423 6,051 +40
Palladium(NYME)
Dec01 011107 325.00 326.50 324.00 325.00 -0.25 82 1,179 -60
Mar02 011107 326.00 326.00 326.00 326.00 -0.25 63 251 +62
Total Volume and Open Interest 145 1,430 +2
Copper(CMX)
Dec01 011107 61.05 61.10 60.50 60.60 -1.00 9,501 48,681 -815
Mar02 011107 61.80 61.85 61.30 61.30 -1.00 4,085 17,020 +3,353
May02 011107 62.15 62.15 61.80 61.80 -1.00 61 4,843 -4
Jul02 011107 62.85 62.85 62.30 62.35 -1.00 8 3,548 +5
Sep02 011107 63.45 63.45 62.85 62.85 -1.00 20 3,091 +4
Total Volume and Open Interest 14,858 94,528 +2,838
DJIA Index(CBOT)
Dec01 011107 9545 9645 9510 9560 -35 17,623 30,405 +43
Mar02 011107 9545 9625 9525 9560 -35 72 684 +24
Jun02 011107 9569 9569 9569 9569 -37 1 296 +0
Sep02 011107 9582 9582 9582 9582 -40 0 20 +0
Total Volume and Open Interest 17,696 31,411 +67
S & P 500(CME)
Dec01 011107 1114.50 1128.00 1113.50 1119.50 -1.50 70,285 511,357 +1,546
Mar02 011107 1117.00 1128.20 1117.00 1120.70 -1.70 2,355 27,836 +1,449
Jun02 011107 1123.00 1123.00 1123.00 1123.00 -1.80 0 2,179 +0
Sep02 011107 1126.80 1126.80 1126.80 1126.80 -1.80 50 410 +50
Total Volume and Open Interest 72,740 542,107 +3,089
S & P 500 E-Mini(Globex)
Dec01 011107 1120.50 1128.00 1108.75 1119.50 -1.50 179,207 201,378 +11,339
Mar02 011107 1117.25 1123.00 1116.00 1120.75 -1.75 21 27 +7
Total Volume and Open Interest 179,228 201,405 +11,346
NASDAQ 100(CME)
Dec01 011107 1512.00 1564.00 1511.00 1535.50 -1.50 21,642 61,594 +2,722
Mar02 011107 1542.50 1542.50 1542.50 1542.50 -2.00 0 8 +0
Jun02 011107 1550.00 1550.00 1550.00 1550.00 -2.00 0 1 +0
Total Volume and Open Interest 21,642 61,603 +2,722
NASDAQ 100 E-Mini(GLOBEX)
Dec01 011107 1536.0 1563.0 1510.0 1535.5 -1.5 150,122 109,266 +4,663
Mar02 011107 1541.0 1543.5 1541.0 1542.5 -2.0 0 6 +0
Total Volume and Open Interest 150,122 109,272 +4,663
NYSE Composite(NYBOT)
Dec01 011107 568.00 573.30 567.00 569.30 -2.20 1,076 5,623 -108
Mar02 011107 570.10 570.10 570.10 570.10 -2.15 0 700 -10
Jun02 011107 570.80 570.80 570.80 570.80 -2.20 0 300 +0
Total Volume and Open Interest 1,076 6,623 -118
S & P Midcap 400(CME)
Dec01 011107 471.00 476.00 470.50 473.75 +0.25 1,145 15,103 +185
Mar02 011107 474.75 474.75 474.75 474.75 +0.25      
Jun02 011107 478.75 478.75 478.75 478.75 +0.25      
Total Volume and Open Interest 1,145 15,103 +185
Russell 2000(CME)
Dec01 011107 442.00 445.50 441.00 443.00 -1.75 1,791 23,256 +207
Mar02 011107 443.70 443.70 443.70 443.70 -1.75      
Jun02 011107 447.70 447.70 447.70 447.70 -1.75      
Total Volume and Open Interest 1,791 23,256 +207
Value Line(KCBT)
Dec01 011107 1122.00 1138.00 1122.00 1126.00 -2.00 24 193 +5
Total Volume and Open Interest 24 193 +5
Nikkei 225(CME)
Dec01 011107 10375 10420 10255 10380 -380 1,419 14,620 -68
Mar02 011107 10405 10405 10405 10405 -380 4 19 +2
Total Volume and Open Interest 1,423 14,662 -66
Nikkei 225(SIMEX)
Dec01 011107 10645 10650 10265 10325 -320 12,794 105,406 +2,297
Mar02 011107 10320 10320 10320 10320 -320 0 430 +0
Jun02 011107 10275 10275 10275 10275 -320 0 24 +0
Total Volume and Open Interest 12,794 105,860 +2,297
CAC 40(MATIF)
Dec01 011107 4514.0 4532.0 4434.5 4515.0 +30.5 1,072 156,318 -595
Mar02 011107 4548.5 4548.5 4548.5 4548.5 +28.5 2 36,259 +2
Jun02 011107 4509.0 4509.0 4509.0 4509.0 +28.0 0 17,660 +0
Total Volume and Open Interest 55,161 603,641 +10,839
DAX Index(EUREX)
Dec01 011107 4773.0 4887.0 4697.0 4883.0 +141.0 46,783 151,164 -3,226
Mar02 011107 4818.0 4916.5 4741.5 4916.0 +140.5 525 13,379 +334
Jun02 011107 4874.5 4953.0 4816.0 4953.0 +140.5 181 1,858 +167
Total Volume and Open Interest 47,489 166,401 -2,725
FT-SE 100(LIFFE)
Dec01 011107 5270.50 5275.00 5171.00 5225.00 -8.00 46,021 326,378 +10,581
Mar02 011107 5213.00 5243.50 5186.50 5234.50 -8.50 700 27,993 +252
Jun02 011107 5218.00 5264.00 5203.00 5250.00 -10.00 184 12,199 +126
Total Volume and Open Interest 46,905 366,570 +10,959
SPI 200(SFE)
Dec01 011107 3296.0 3308.0 3267.0 3273.0 -22.0 10,045 138,353 +3,374
Mar02 011107 3297.0 3298.0 3278.0 3278.0 -22.0 46 1,937 +26
Jun02 011107 3284.0 3284.0 3284.0 3284.0 -23.0 30 1,393 +3
Total Volume and Open Interest 10,121 142,140 +3,403
GSCI(CME)
Nov01 011107 168.75 169.00 168.10 168.10 +0.70 128 16,606 -71
Dec01 011107 172.20 172.40 172.05 172.05 +0.85 91 117 +91
Jan02 011107 172.25 172.25 172.25 172.25 +0.75      
Total Volume and Open Interest 219 16,723 +20
Bridge CRB Index(NYBOT)
Jan02 011107 188.00 188.30 187.75 188.00 +1.15 22 174 +4
Feb02 011107 187.60 187.60 187.50 187.60 +1.00 15 122 +5
Apr02 011107 188.40 188.40 188.40 188.40 +0.90 0 3 +0
Total Volume and Open Interest 78 426 +0
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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