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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 Tue November 13, 2001
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Nov01 011113 443.50 445.00 442.00 442.25 -2.75 1,841 1,240 -1,376
Jan02 011113 446.50 448.25 444.00 445.25 -2.00 25,254 78,054 -2,041
Mar02 011113 451.00 453.00 448.75 449.75 -1.75 4,746 36,012 -325
May02 011113 455.50 457.75 453.25 454.00 -2.00 2,222 27,811 -19
Jul02 011113 460.00 462.25 458.00 459.50 -1.50 1,780 22,301 -169
Aug02 011113 459.00 460.50 458.00 458.00 -1.75 31 1,296 -21
Sep02 011113 457.00 457.00 456.00 457.00 -1.00 2 317 +2
Total Volume and Open Interest 36,235 174,401 -3,956
Soybean Meal(CBOT)
Dec01 011113 161.30 162.30 160.60 161.80 unch 7,443 30,554 -1,899
Jan02 011113 157.20 158.80 157.00 157.60 -0.50 3,829 25,470 +338
Mar02 011113 154.80 155.30 153.50 154.20 -0.80 3,417 25,363 +812
May02 011113 151.50 152.20 150.20 151.20 -0.60 2,556 23,259 +372
Jul02 011113 151.50 152.10 150.20 151.30 -0.40 1,556 21,177 +20
Aug02 011113 151.50 151.50 150.00 150.20 -0.80 93 5,641 +6
Sep02 011113 150.50 150.70 149.00 149.90 -0.70 20 5,311 +3
Oct02 011113 149.50 150.00 148.50 148.50 -0.50 6 2,493 +6
Total Volume and Open Interest 19,299 144,598 -341
Soybean Oil(CBOT)
Dec01 011113 16.15 16.29 16.10 16.19 +0.02 7,643 52,328 -415
Jan02 011113 16.33 16.46 16.27 16.35 +0.02 4,520 31,785 +731
Mar02 011113 16.56 16.70 16.51 16.58 unch 2,193 25,139 -471
May02 011113 16.78 16.90 16.72 16.80 unch 1,871 30,324 +410
Jul02 011113 16.98 17.13 16.94 17.00 -0.01 827 17,772 -40
Aug02 011113 17.05 17.12 17.05 17.06 +0.01 34 3,531 +20
Sep02 011113 17.15 17.22 17.15 17.17 unch 75 3,078 +0
Oct02 011113 17.32 17.32 17.25 17.25 -0.02 25 1,570 +25
Total Volume and Open Interest 17,688 170,431 +487
Canola(WCE)
Nov01 011113 348.0 348.0 348.0 348.0 -2.3 92 503 +0
Jan02 011113 352.0 353.0 349.0 351.7 -0.1 3,766 36,783 +111
Mar02 011113 350.0 352.0 348.0 350.8 +0.2 1,504 12,607 -409
May02 011113 350.0 351.5 349.0 350.8 +1.8 572 4,987 +85
Jul02 011113 351.0 352.0 350.0 352.0 +2.1 39 3,721 +16
Total Volume and Open Interest 6,163 62,996 -157
Corn(CBOT)
Nov01 011113 204.00 204.00 204.00 204.00 -1.00 0 1 -6
Dec01 011113 205.75 206.75 204.75 205.00 -1.00 32,505 193,660 -3,196
Jan02 011113 210.50 211.00 209.50 209.50 -1.25 27 876 +6
Mar02 011113 217.50 218.75 217.25 217.50 -0.75 17,240 155,935 +3,813
May02 011113 225.00 226.25 224.75 225.00 -0.25 1,973 46,399 +311
Jul02 011113 231.25 232.00 230.50 231.00 -0.50 2,417 42,198 -11
Total Volume and Open Interest 55,185 472,320 +1,020
Wheat(CBOT)
Dec01 011113 281.50 281.50 277.00 278.00 -5.00 11,787 52,235 -1,798
Mar02 011113 289.75 290.50 286.50 287.25 -4.50 6,511 46,407 +852
May02 011113 292.00 293.00 289.50 290.50 -3.25 267 6,647 +139
Jul02 011113 294.50 295.00 291.50 292.50 -4.00 696 9,504 +255
Sep02 011113 296.50 296.50 296.50 296.50 -4.00 0 464 +0
Total Volume and Open Interest 19,273 116,879 -546
Wheat(KCBT)
Dec01 011113 285.00 285.75 282.00 282.25 -5.75 3,381 30,356 -675
Mar02 011113 295.00 295.00 291.00 291.50 -6.50 3,501 31,980 +1,007
May02 011113 298.50 299.75 296.50 296.50 -6.50 208 7,390 +51
Jul02 011113 306.00 306.00 301.50 302.00 -6.00 277 6,747 +166
Sep02 011113 313.50 313.50 308.00 308.00 -6.25 0 1,823 +0
Total Volume and Open Interest 7,368 79,139 +549
Wheat(MGE)
Dec01 011113 309.00 310.25 304.50 305.50 -5.75 1,076 14,516 -277
Mar02 011113 320.00 320.50 315.50 315.75 -5.00 343 8,197 +153
May02 011113 328.00 328.00 323.75 323.75 -5.75 80 1,817 +24
Jul02 011113 333.75 334.50 331.00 331.00 -5.00 2 864 +2
Sep02 011113 342.00 342.00 337.75 337.75 -4.75 1 460 +1
Total Volume and Open Interest 1,502 25,990 -97
Oats(CBOT)
Dec01 011113 205.50 213.50 205.50 209.75 +3.25 911 5,846 -110
Mar02 011113 192.25 198.50 192.25 195.50 +2.75 370 5,771 -20
May02 011113 181.75 187.50 181.50 184.00 +2.25 222 1,967 +97
Jul02 011113 165.25 173.25 165.25 169.50 +3.50 21 816 +0
Total Volume and Open Interest 1,524 14,501 -33
Rough Rice(MCE)
Nov01 011113 3.61 3.66 3.61 3.66 +0.01 30 75 +10
Jan02 011113 3.80 3.84 3.80 3.84 unch 321 2,778 -31
Mar02 011113 4.05 4.07 4.04 4.06 -0.01 46 1,462 +13
May02 011113 4.28 4.28 4.28 4.28 unch 23 629 +4
Total Volume and Open Interest 425 5,472 -3
Live Cattle(CME)
Dec01 011113 62.200 63.250 62.200 62.775 +1.025 6,644 38,420 -765
Feb02 011113 65.500 66.650 65.500 66.625 +1.475 7,381 32,432 -105
Apr02 011113 67.950 68.750 67.900 68.750 +1.500 5,028 19,846 +5
Jun02 011113 64.925 66.050 64.900 65.800 +1.250 3,317 13,922 -457
Aug02 011113 64.950 66.175 64.950 65.900 +1.225 947 3,761 +52
Oct02 011113 67.300 68.400 67.300 68.250 +1.250 226 821 -25
Total Volume and Open Interest 23,549 109,310 -1,289
Feeder Cattle(CME)
Nov01 011113 84.000 84.100 83.900 83.925 +0.025 562 2,345 -314
Jan02 011113 78.550 79.650 78.500 79.600 +1.450 1,522 8,189 +101
Mar02 011113 77.500 78.650 77.500 78.650 +1.500 858 3,495 +169
Apr02 011113 77.350 78.550 77.350 78.550 +1.500 400 1,604 +58
May02 011113 77.600 78.450 77.600 78.450 +1.500 251 1,472 +60
Aug02 011113 79.800 80.475 79.800 80.475 +1.500 208 476 +93
Sep02 011113 80.250 80.250 80.200 80.250 +1.500 7 72 +0
Total Volume and Open Interest 3,813 17,666 +172
Lean Hogs(CME)
Dec01 011113 48.350 49.875 48.250 48.400 +0.525 5,637 16,936 -340
Feb02 011113 53.100 54.600 52.850 53.175 +0.575 3,579 9,309 +1,049
Apr02 011113 55.050 56.725 55.050 55.750 +1.025 504 3,387 -40
Jun02 011113 61.800 62.650 61.700 62.000 +0.600 129 933 +5
Jul02 011113 60.000 61.200 60.000 60.700 +0.750 10 425 -2
Aug02 011113 59.500 59.950 59.500 59.850 +0.725 2 240 +2
Oct02 011113 53.200 53.850 53.200 53.550 +0.550 5 264 +3
Dec02 011113 50.700 51.500 50.700 50.700 +0.250 2 8 +0
Total Volume and Open Interest 9,937 32,363 +661
Pork Bellies(CME)
Feb02 011113 70.500 73.175 69.550 69.675 -0.500 668 1,963 +64
Mar02 011113 70.300 72.550 69.000 69.000 -0.550 63 269 +29
May02 011113 74.250 74.250 71.000 71.000 -0.250 12 98 +3
Jul02 011113 74.000 74.000 70.000 70.000 -1.050 1 30 +0
Aug02 011113 71.250 71.250 71.250 71.250 unch 0 6 +0
Total Volume and Open Interest 744 2,366 +96
Cocoa(NYBOT)
Dec01 011113 1157 1212 1157 1206 +49 3,047 8,128 -813
Mar02 011113 1170 1217 1164 1215 +49 5,008 37,343 +1,475
May02 011113 1165 1216 1165 1215 +51 377 10,583 +331
Jul02 011113 1173 1217 1170 1215 +54 210 7,524 +74
Sep02 011113 1197 1212 1197 1211 +49 100 4,703 -84
Dec02 011113 1160 1205 1160 1205 +49 224 9,260 -146
Mar03 011113 1210 1210 1210 1210 +46 0 8,933 +0
Total Volume and Open Interest 8,966 93,657 +837
Coffee "C"(NYBOT)
Dec01 011113 44.50 45.40 44.25 44.85 +0.15      
Mar02 011113 47.60 48.40 47.50 48.00 +0.20      
May02 011113 49.10 50.20 49.10 49.70 +0.30      
Jul02 011113 50.60 51.40 50.60 51.10 +0.35      
Sep02 011113 52.20 53.00 52.20 52.35 +0.35      
Dec02 011113 54.10 55.00 53.95 53.95 +0.20      
Total Volume and Open Interest      
Orange Juice(NYBOT)
Jan02 011113 93.55 94.40 93.00 93.70 -0.85      
Mar02 011113 95.00 95.35 94.50 95.20 -0.45      
May02 011113 96.00 96.00 95.95 95.95 -0.10      
Jul02 011113 95.50 96.70 95.50 96.70 +0.15      
Sep02 011113 97.70 97.70 97.70 97.70 +0.65      
Total Volume and Open Interest      
Sugar #11(NYBOT)
Mar02 011113 7.16 7.26 7.14 7.24 +0.10 9,397 88,418 -249
May02 011113 6.77 6.80 6.70 6.74 +0.02 519 22,597 -61
Jul02 011113 6.34 6.36 6.27 6.32 +0.04 965 25,122 +301
Oct02 011113 6.46 6.46 6.38 6.41 +0.02 468 16,115 +18
Mar03 011113 6.62 6.62 6.58 6.58 +0.01 48 5,762 +31
Total Volume and Open Interest 11,676 162,881 +95
London Cocoa(LCE)
Dec01 011113 845 888 838 888 +48 2,694 26,385 -899
Mar02 011113 864 914 859 911 +50 1,716 62,361 +169
May02 011113 869 922 869 921 +50 680 31,496 +190
Jul02 011113 875 931 875 927 +50 341 20,044 +156
Sep02 011113 901 926 901 921 +48 837 10,595 +2
Dec02 011113 887 910 887 900 +29 0 4,358 +0
Mar03 011113 904 904 904 904 +29 0 3,867 +0
Total Volume and Open Interest 7,118 159,681 -382
London Coffee(LCE)
Nov01 011113 372.00 372.00 370.00 370.00 -3.00 31 1,092 -24
Jan02 011113 370.00 372.00 365.00 369.00 -2.00 1,265 37,461 +409
Mar02 011113 384.00 385.00 380.00 381.00 -5.00 653 22,277 -147
May02 011113 400.00 400.00 394.00 394.00 -6.00 301 17,625 +54
Jul02 011113 413.00 413.00 408.00 408.00 -7.00 205 13,700 +103
Sep02 011113 422.00 424.00 420.00 420.00 -7.00 139 11,098 +126
Total Volume and Open Interest 2,810 106,095 +737
London Sugar(LCE)
Dec01 011113 235.40 241.00 235.40 240.30 +4.90 1,625 6,877 -511
Mar02 011113 232.20 238.30 232.00 237.50 +5.50 1,228 19,443 +126
May02 011113 223.60 228.70 223.60 227.70 +4.40 32 7,788 -4
Aug02 011113 212.50 217.50 212.50 217.50 +5.20 111 8,688 +5
Oct02 011113 200.50 204.00 200.30 203.00 +4.20 10 4,149 +10
Total Volume and Open Interest 3,006 47,703 -374
Cotton(NYBOT)
Dec01 011113 33.58 35.40 33.50 35.21 +2.43      
Mar02 011113 36.50 36.95 35.70 36.89 +2.29      
May02 011113 37.05 38.40 36.70 38.25 +2.40      
Jul02 011113 38.25 39.20 37.85 39.19 +2.34      
Oct02 011113 39.95 41.65 39.80 41.65 +2.90      
Dec02 011113 41.20 42.80 40.60 42.80 +2.92      
Total Volume and Open Interest      
Lumber(CME)
Nov01 011113 234.7 236.8 232.0 236.0 +2.1 107 311 -29
Jan02 011113 229.0 230.7 224.8 225.8 +1.0 245 1,447 -8
Mar02 011113 238.5 242.5 238.0 238.2 +1.9 37 236 +14
May02 011113 243.0 243.0 243.0 243.0 +10.0 19 97 -3
Total Volume and Open Interest 410 2,106 -26
Crude Oil(NYM)
Dec01 011113 21.45 21.97 21.44 21.67 +0.44 86,546 103,340 -2,632
Jan02 011113 21.70 22.20 21.70 21.90 +0.37 48,348 94,499 +8,386
Feb02 011113 21.85 22.25 21.78 21.97 +0.33 9,492 34,620 +1,154
Mar02 011113 21.87 22.22 21.87 21.97 +0.31 3,602 24,586 +399
Apr02 011113 22.00 22.15 21.93 21.93 +0.29 3,461 19,999 +557
May02 011113 21.80 22.20 21.80 21.88 +0.27 1,137 13,999 -399
Jun02 011113 21.82 22.05 21.80 21.83 +0.25 2,593 28,271 -507
Jul02 011113 21.95 21.95 21.78 21.78 +0.23 872 11,782 +104
Aug02 011113 21.75 21.85 21.74 21.74 +0.21 460 12,117 +160
Sep02 011113 21.75 21.75 21.71 21.71 +0.19 197 11,978 +7
Total Volume and Open Interest 161,934 456,915 +6,392
Heating Oil(NYM)
Dec01 011113 60.75 61.80 60.50 60.93 +0.83 21,133 44,921 -796
Jan02 011113 61.50 62.50 61.30 61.83 +0.83 7,421 34,286 +1,172
Feb02 011113 61.80 62.80 61.60 62.03 +0.83 1,945 17,157 +229
Mar02 011113 61.25 61.90 61.05 61.13 +0.78 1,277 19,851 +440
Apr02 011113 60.35 61.00 60.13 60.13 +0.68 472 13,407 -136
May02 011113 59.10 59.80 59.03 59.03 +0.68 227 6,092 +202
Jun02 011113 59.25 59.75 58.83 58.83 +0.63 380 8,344 -44
Jul02 011113 60.00 60.25 59.28 59.28 +0.58 296 3,982 -79
Aug02 011113 60.50 60.90 59.83 59.83 +0.53 125 2,916 +27
Sep02 011113 61.35 61.50 60.53 60.53 +0.48 468 2,814 +52
Total Volume and Open Interest 34,477 164,810 +1,083
Unleaded Gas(NYM)
Dec01 011113 58.30 59.15 57.80 58.01 +0.44 16,014 31,993 +368
Jan02 011113 59.20 60.00 58.70 58.88 +0.45 4,593 17,042 +945
Feb02 011113 60.30 60.85 59.80 59.83 +0.45 546 7,857 +164
Mar02 011113 61.30 61.70 60.88 60.88 +0.50 683 11,533 -79
Apr02 011113 66.70 66.70 66.68 66.68 +0.50 621 12,390 +159
May02 011113 68.00 68.00 67.10 67.10 +0.52 504 11,739 -2
Jun02 011113 67.00 67.00 67.00 67.00 +0.52 649 8,630 +82
Jul02 011113 66.57 66.57 66.57 66.57 +0.44 350 4,816 -51
Total Volume and Open Interest 24,240 113,056 +1,739
Natural Gas(NYM)
Dec01 011113 2.755 2.805 2.740 2.798 +0.065 32,602 53,886 +60
Jan02 011113 2.960 3.000 2.930 2.992 +0.062 15,542 44,979 -843
Feb02 011113 2.990 3.032 2.970 3.032 +0.064 3,276 28,035 -296
Mar02 011113 2.965 3.020 2.955 3.020 +0.067 3,143 25,705 -412
Apr02 011113 2.940 3.000 2.930 2.990 +0.070 1,646 29,347 +86
May02 011113 2.970 3.030 2.970 3.030 +0.070 1,029 21,641 +293
Jun02 011113 3.045 3.075 3.025 3.075 +0.070 461 15,676 -259
Jul02 011113 3.060 3.130 3.060 3.115 +0.070 333 12,394 +53
Total Volume and Open Interest 67,677 453,993 +1,556
Brent Crude Oil(IPE)
Dec01 011113 20.40 21.05 20.00 20.81 +0.42 30,746 42,538 -7,473
Jan02 011113 20.58 21.24 20.25 20.99 +0.41 44,512 74,645 -6,130
Feb02 011113 20.61 21.18 20.35 20.98 +0.37 11,712 27,305 +2,267
Mar02 011113 20.61 21.17 20.37 20.95 +0.34 4,072 14,014 -133
Apr02 011113 20.54 21.00 20.38 20.92 +0.31 783 10,566 +124
May02 011113 20.54 21.00 20.40 20.89 +0.29 8 6,010 -100
Jun02 011113 20.54 21.00 20.45 20.86 +0.27 920 16,814 -76
Jul02 011113 20.57 20.96 20.57 20.83 +0.25 0 4,376 -224
Total Volume and Open Interest 95,339 234,140 -10,802
Gas Oil(IPE)
Dec01 011113 185.25 190.00 181.75 187.00 +4.25 22,477 48,278 -375
Jan02 011113 184.25 189.75 182.00 187.75 +3.75 8,470 28,533 -53
Feb02 011113 182.75 188.00 181.50 186.00 +2.75 53 8,334 +77
Mar02 011113 180.00 186.00 180.00 184.50 +2.75 44 8,471 -91
Apr02 011113 180.25 183.75 179.00 183.00 +2.75 0 4,760 +0
May02 011113 182.25 182.25 182.25 182.25 +2.75 0 3,366 +0
Jun02 011113 178.75 184.00 178.75 182.50 +2.75 120 14,406 -80
Jul02 011113 185.00 185.00 183.75 183.75 +2.75 0 1,189 +0
Total Volume and Open Interest 40,267 127,103 -7,035
US Dollar Index(NYBOT)
Dec01 011113 116.31 116.84 116.25 116.62 +1.07 22 4,391 +0
Mar02 011113 116.80 117.25 116.80 117.14 +1.08 0 2,046 +0
Jun02 011113 117.37 117.66 117.37 117.66 +1.09 0 8 +0
Total Volume and Open Interest 22 6,446 +0
Australian Dollar(IMM)
Dec01 011113 51.79 52.18 51.50 51.90 +0.60 517 21,731 +130
Mar02 011113 51.35 51.65 51.35 51.65 +0.59 2 322 +0
Jun02 011113 51.40 51.40 51.40 51.40 +0.58 0 12 +0
Total Volume and Open Interest 519 22,077 +130
British Pound(IMM)
Dec01 011113 144.06 144.22 143.74 144.08 -1.38 3,332 36,807 -417
Mar02 011113 143.40 143.60 143.20 143.32 -1.36 0 206 +0
Jun02 011113 142.56 142.56 142.56 142.56 -1.34 0 1 +0
Total Volume and Open Interest 3,332 37,014 -417
Canadian Dollar(IMM)
Dec01 011113 62.62 62.72 62.51 62.70 +0.36 7,717 76,922 +1,775
Mar02 011113 62.63 62.70 62.52 62.69 +0.36 302 4,223 +208
Jun02 011113 62.55 62.68 62.55 62.68 +0.36 127 1,523 +66
Sep02 011113 62.61 62.69 62.60 62.69 +0.36 72 535 +22
Total Volume and Open Interest 8,251 83,367 +2,073
Japanese Yen(IMM)
Dec01 011113 82.60 82.65 82.26 82.43 -0.95 9,335 86,994 -1,647
Mar02 011113 82.93 83.00 82.70 82.82 -0.96 45 476 +47
Jun02 011113 83.21 83.21 83.21 83.21 -0.97 2 25 -2
Total Volume and Open Interest 9,382 87,844 -1,602
Deutsche Mark(IMM)
Dec01 011113 45.00 45.00 45.00 45.00 -0.62 0 202 +0
Total Volume and Open Interest 0 202 +0
Swiss Franc(IMM)
Dec01 011113 60.26 60.30 59.77 59.88 -1.10 4,593 53,792 +278
Mar02 011113 60.28 60.30 59.77 59.90 -1.11 1 114 +0
Jun02 011113 59.95 59.95 59.95 59.95 -1.12 0 4 +0
Total Volume and Open Interest 4,597 53,910 +278
EuroFX(IMM)
Dec01 011113 88.22 88.27 87.80 88.02 -1.21 7,783 97,747 -1,011
Mar02 011113 87.96 88.00 87.61 87.74 -1.21 135 1,265 +46
Jun02 011113 87.60 87.70 87.53 87.53 -1.21 0 211 +0
Total Volume and Open Interest 7,918 99,289 -965
Mexican Peso(IMM)
Dec01 011113 10740.0 10760.0 10720.0 10732.5 -29.5 779 22,439 +7
Mar02 011113 10487.5 10487.5 10487.5 10487.5 -29.5 11 1,488 -1
Total Volume and Open Interest 839 25,066 -8
30-Year T-Bonds(CBOT)
Dec01 011113 110~15 110~26 109~20 109~26 -0~20 154,760 558,422 -18,228
Mar02 011113 109~19 109~19 108~19 108~24 -0~20 6,625 50,638 +1,672
Jun02 011113 107~24 107~24 107~21 107~21 -0~20 5 719 -45
Total Volume and Open Interest 161,390 609,779 -16,601
Municipal Bonds(CBOT)
Dec01 011113 108~04 108~08 107~30 108~00 -0~14 659 11,842 +112
Mar02 011113 107~01 107~01 107~01 107~01 -0~14 94 1,068 +52
Total Volume and Open Interest 753 12,910 +164
10-Year T-Notes(CBOT)
Dec01 011113 111~075 111~135 110~180 110~190 -0~180 162,675 603,382 -1,304
Mar02 011113 109~235 109~235 109~135 109~140 -0~180 3,100 59,264 +630
Total Volume and Open Interest 165,775 662,648 -674
5-Year T-Notes(CBOT)
Dec01 011113 109~145 109~150 109~105 109~125 -0~100 67,814 509,366 -6,007
Mar02 011113 108~105 108~105 108~060 108~080 -0~100 3,903 49,441 +1,939
Total Volume and Open Interest 71,717 558,807 -4,068
2 Year T-Notes(CBOT)
Dec01 011113 105~126 105~127 105~120 105~122 -0~014 7,473 74,093 +2,300
Mar02 011113 105~064 105~064 105~044 105~060 +0~004 3 24 +3
Total Volume and Open Interest 7,476 74,117 +2,303
3-Mth T-Bills(IMM)
Dec01 011113 98.21 98.22 98.21 98.22 -0.01      
Total Volume and Open Interest      
Eurodollars(IMM)
Dec01 011113 98.040 98.050 98.015 98.040 -0.010      
Mar02 011113 98.030 98.045 97.990 98.040 -0.010      
Jun02 011113 97.735 97.740 97.685 97.730 -0.050      
Sep02 011113 97.335 97.340 97.285 97.320 -0.075      
Dec02 011113 96.855 96.855 96.805 96.830 -0.090      
Mar03 011113 96.465 96.465 96.420 96.440 -0.095      
Jun03 011113 96.065 96.065 96.025 96.050 -0.085      
Sep03 011113 95.735 95.735 95.700 95.720 -0.085      
Dec03 011113 95.370 95.405 95.370 95.385 -0.085      
Mar04 011113 95.210 95.245 95.210 95.225 -0.085      
Jun04 011113 95.015 95.050 95.015 95.035 -0.080      
Sep04 011113 94.850 94.890 94.850 94.875 -0.075      
Total Volume and Open Interest      
3-Mth Euro-Yen(IMM)
Dec01 011113 99.91 99.91 99.90 99.91 unch 616 17,225 +138
Mar02 011113 99.88 99.88 99.88 99.88 unch 40 9,513 +25
Jun02 011113 99.89 99.89 99.89 99.89 unch 24 8,801 +24
Sep02 011113 99.86 99.87 99.86 99.87 unch 60 2,491 +48
Dec02 011113 99.82 99.82 99.82 99.82 unch 0 904 -5
Mar03 011113 99.79 99.79 99.79 99.79 unch 0 1,088 +0
Jun03 011113 99.76 99.76 99.76 99.76 -0.01 0 159 +0
Sep03 011113 99.71 99.71 99.71 99.71 unch 0 15 +0
Dec03 011113 99.63 99.63 99.63 99.63 unch 0 2 +0
Mar04 011113 99.57 99.57 99.57 99.57 unch 0 220 +0
Total Volume and Open Interest 740 40,418 +230
3-Mth Euro-Yen(SIMEX)
Dec01 011113 99.91 99.91 99.90 99.91 +0.01 991 90,953 +731
Mar02 011113 99.88 99.88 99.87 99.88 +0.00 242 73,081 +145
Jun02 011113 99.89 99.89 99.89 99.89 +0.00 24 56,479 +1
Sep02 011113 99.86 99.87 99.86 99.86 0.00 25 26,299 +222
Dec02 011113 99.82 99.82 99.82 99.82 unch 221 9,135 +15
Mar03 011113 99.79 99.79 99.79 99.79 +0.00 97 16,251 +38
Jun03 011113 99.76 99.76 99.76 99.76 0.00 54 15,743 -3
Sep03 011113 99.71 99.72 99.71 99.71 unch 84 7,090 +24
Total Volume and Open Interest 1,745 309,492 +1,176
Euro Notional Bond(MATIF)
Dec01 011113 92.92 92.92 92.02 92.20 -0.59 457 24,942 +246
Mar02 011113 92.30 92.30 92.30 92.30 -0.59      
Jun02 011113 92.40 92.40 92.40 92.40 -0.59      
Total Volume and Open Interest 457 24,942 +246
3-Month Euribor(MATIF)
Dec01 011113 96.80 96.80 96.80 96.80 unch 0 2,776 +0
Mar02 011113 97.10 97.10 97.10 97.10 -0.10 0 2,496 +0
Jun02 011113 97.15 97.15 97.15 97.15 -0.10 0 211 +0
Total Volume and Open Interest 0 6,273 +0
German Euro-Bund(EUREX)
Dec01 011113 112.19 112.19 111.55 111.66 -0.70 725,034 915,386 +102,446
Mar02 011113 111.93 111.93 111.49 111.58 -0.73 4,607 49,298 +1,934
Jun02 011113 110.60 110.60 110.60 110.60 -0.70 3,897 1,883 -60
Total Volume and Open Interest 733,538 966,567 +104,320
German Euro-Bobl(EUREX)
Dec01 011113 109.90 109.90 109.51 109.58 -0.50 463,114 647,192 +55,797
Mar02 011113 109.32 109.32 109.15 109.19 -0.53 4,943 35,139 +1,950
Jun02 011113 108.81 108.81 108.81 108.81 -0.54 3,489 814 +0
Total Volume and Open Interest 471,546 683,145 +57,747
Long Gilt(LIFFE)
Dec01 011113 118~28 118~28 118~00 118~06 -0~31 21,830 75,559 +564
Mar02 011113 117~22 117~22 117~22 117~22 -0~31 10 160 +10
Total Volume and Open Interest 21,840 75,719 +574
3-Mth Short Sterling(LIFFE)
Dec01 011113 96.14 96.17 96.10 96.11 -0.08 27,269 0 +0
Mar02 011113 96.30 96.31 96.24 96.25 -0.10 43,745 0 +0
Jun02 011113 96.26 96.27 96.17 96.18 -0.13 38,205 0 +0
Total Volume and Open Interest 156,568    
3-Mth Euribor(LIFFE)
Dec01 011113 96.800 96.810 96.785 96.795 -0.030 122,847 455,353 +1,016
Mar02 011113 97.180 97.180 97.085 97.095 -0.095 139,545 430,440 -4,437
Jun02 011113 97.220 97.245 97.135 97.145 -0.105 102,211 340,641 +2,058
Total Volume and Open Interest 513,854 2,053,207 -1,052
3-Mth Aus T-Bills(SFE)
Dec01 011113 95.89 95.92 95.87 95.88 +0.02 44,663 200,941 +8,048
Mar02 011113 96.13 96.14 96.09 96.11 +0.03 26,489 126,562 +9,165
Jun02 011113 96.10 96.11 96.06 96.08 +0.04 3,256 41,620 -1,616
Sep02 011113 95.92 95.94 95.90 95.92 +0.05 404 21,494 -893
Dec02 011113 95.70 95.72 95.69 95.70 +0.05 409 14,999 +50
Mar03 011113 95.52 95.52 95.49 95.49 +0.04 129 9,969 +41
Jun03 011113 95.36 95.36 95.32 95.32 +0.04 105 7,668 +25
Sep03 011113 95.18 95.20 95.17 95.17 +0.05 135 6,512 +64
Dec03 011113 95.05 95.05 95.05 95.05 +0.05 130 2,812 +100
Mar04 011113 94.94 94.95 94.94 94.95 +0.06 50 1,940 +50
Total Volume and Open Interest 75,820 437,780 +15,081
10-Year Aus T-Bonds(SFE)
Dec01 011113 94.79 94.79 94.71 94.74 unch 3,416 178,512 +5,509
Mar02 011113 94.81 94.81 94.81 94.81 +0.07      
Total Volume and Open Interest 18,883 173,003 -20
3-Year Aus T-Bonds(SFE)
Dec01 011113 95.69 95.71 95.66 95.68 +0.04 85,155 421,299 +30,077
Mar02 011113 95.53 95.53 95.53 95.53 +0.04      
Total Volume and Open Interest 85,155 421,299 +30,077
Gold(CMX)
Dec01 011113 277.4 278.2 276.2 278.0 -0.6 23,279 71,331 -920
Feb02 011113 279.0 279.0 277.0 278.7 -0.6 1,641 16,270 +591
Apr02 011113 278.2 279.3 278.2 279.2 -0.6 241 3,762 +5
Jun02 011113 278.8 280.0 278.2 279.7 -0.5 11 5,585 +3
Aug02 011113 280.1 280.1 280.1 280.1 -0.5 27 3,293 +24
Oct02 011113 280.5 280.5 280.5 280.5 -0.5 0 2,174 +0
Total Volume and Open Interest 25,548 115,004 -185
Silver(CMX)
Dec01 011113 409.0 415.5 406.5 414.0 +2.2 7,869 38,358 -1,054
Mar02 011113 412.0 418.5 410.0 417.0 +2.2 1,601 25,906 +173
May02 011113 411.0 420.0 411.0 418.7 +2.2 24 1,417 +10
Jul02 011113 416.5 420.0 414.5 420.0 +2.2 60 1,973 +9
Sep02 011113 421.3 421.3 421.3 421.3 +2.2 0 1,428 +0
Total Volume and Open Interest 9,716 76,025 -875
Platinum(NYM)
Jan02 011113 430.0 430.0 416.0 419.7 -22.9 1,740 5,951 +91
Apr02 011113 417.0 417.0 414.2 414.2 -23.4 3 36 -1
Jul02 011113 407.7 407.7 407.7 407.7 -23.4 0 54 +0
Oct02 011113 410.0 410.0 404.7 404.7 -23.4 0 45 +0
Total Volume and Open Interest 1,743 6,086 +90
Palladium(NYME)
Dec01 011113 320.20 322.00 310.00 315.00 -20.50 49 1,100 +18
Mar02 011113 316.35 316.35 316.35 316.35 -20.65 6 473 +5
Total Volume and Open Interest 55 1,573 +23
Copper(CMX)
Dec01 011113 65.30 68.50 65.10 67.70 +1.90 19,723 38,531 -4,804
Mar02 011113 66.00 69.05 65.90 68.35 +1.90 1,527 18,541 -66
May02 011113 66.60 68.80 66.40 68.80 +1.90 315 4,866 -4
Jul02 011113 67.05 69.30 66.95 69.30 +1.90 468 3,725 +118
Sep02 011113 67.15 69.75 67.15 69.75 +1.90 6 3,207 +0
Total Volume and Open Interest 23,115 86,467 -4,541
DJIA Index(CBOT)
Dec01 011113 9625 9769 9615 9764 +239 0 29,017 +0
Mar02 011113 9643 9770 9643 9763 +240 0 694 +0
Jun02 011113 9771 9771 9771 9771 +241 0 297 +1
Sep02 011113 9783 9783 9783 9783 +241 0 20 +0
Total Volume and Open Interest 0 30,034 +1
S & P 500(CME)
Dec01 011113 1131.50 1142.00 1128.50 1141.70 +24.90 67,657 503,705 -2,458
Mar02 011113 1133.50 1143.10 1133.50 1143.10 +25.00 1,864 42,070 +1,596
Jun02 011113 1145.70 1145.70 1145.70 1145.70 +25.30 31 3,084 +0
Sep02 011113 1149.20 1149.20 1149.20 1149.20 +25.70 9 406 -5
Total Volume and Open Interest 69,570 549,599 -861
S & P 500 E-Mini(Globex)
Dec01 011113 1116.75 1142.00 1115.25 1141.75 +25.00 214,790 216,941 -3,722
Mar02 011113 1117.25 1143.00 1117.25 1143.00 +25.00 13 33 -3
Total Volume and Open Interest 214,803 216,974 -3,725
NASDAQ 100(CME)
Dec01 011113 1568.00 1590.00 1555.00 1583.00 +53.50 18,848 63,142 +1,096
Mar02 011113 1590.00 1590.00 1590.00 1590.00 +53.50 0 8 +0
Jun02 011113 1597.00 1597.00 1597.00 1597.00 +53.50 0 2 +0
Total Volume and Open Interest 18,848 63,152 +1,096
NASDAQ 100 E-Mini(GLOBEX)
Dec01 011113 1531.0 1589.5 1525.5 1583.0 +53.5 178,487 117,459 +5,637
Mar02 011113 1571.0 1590.0 1571.0 1590.0 +53.5 0 7 +0
Total Volume and Open Interest 178,487 117,466 +5,637
NYSE Composite(NYBOT)
Dec01 011113 575.50 579.80 573.80 579.80 +12.20 765 6,062 -87
Mar02 011113 576.50 580.30 576.50 580.30 +12.20 20 710 +0
Jun02 011113 580.80 580.80 580.80 580.80 +12.20 0 300 +0
Total Volume and Open Interest 785 7,072 -87
S & P Midcap 400(CME)
Dec01 011113 476.00 481.00 476.00 480.70 +9.20 580 15,619 +219
Mar02 011113 481.70 481.70 481.70 481.70 +9.20      
Jun02 011113 485.70 485.70 485.70 485.70 +9.20      
Total Volume and Open Interest 580 15,619 +219
Russell 2000(CME)
Dec01 011113 445.00 450.00 444.50 449.25 +8.50 1,429 23,537 +196
Mar02 011113 449.95 449.95 449.95 449.95 +8.50      
Jun02 011113 453.95 453.95 453.95 453.95 +8.50      
Total Volume and Open Interest 1,429 23,537 +196
Value Line(KCBT)
Dec01 011113 1141.00 1155.00 1141.00 1155.00 +26.00 95 212 +24
Total Volume and Open Interest 95 212 +24
Nikkei 225(CME)
Dec01 011113 10225 10250 10200 10240 +185 1,571 15,822 +142
Mar02 011113 10300 10300 10270 10270 +190 1 21 +1
Total Volume and Open Interest 1,572 15,866 +143
Nikkei 225(SIMEX)
Dec01 011113 10040 10150 9935 10140 +25 15,187 108,146 -225
Mar02 011113 10135 10135 10135 10135 +25 2 430 +0
Jun02 011113 10090 10090 10090 10090 +25 0 24 +0
Total Volume and Open Interest 15,189 108,600 -225
CAC 40(MATIF)
Nov01 011113 4443.5 4593.0 4442.5 4574.0 +192.0 65,736 408,049 +14,825
Dec01 011113 4523.0 4601.5 4519.5 4585.0 +192.0 3,201 166,261 +1,288
Jan02 011113 4525.5 4598.0 4525.5 4598.0 +192.5 2 23 +2
Total Volume and Open Interest 68,939 661,213 +16,114
DAX Index(EUREX)
Dec01 011113 4874.5 4997.0 4863.5 4973.0 +121.0 58,478 156,310 +5,587
Mar02 011113 4927.5 5018.0 4911.0 5007.0 +122.5 133 13,930 +88
Jun02 011113 5002.5 5046.5 4993.5 5046.5 +126.0 181 2,707 +16
Total Volume and Open Interest 58,792 172,947 +5,691
FT-SE 100(LIFFE)
Dec01 011113 5207.00 5307.00 5207.00 5287.00 +125.50 44,892 325,123 -1,911
Mar02 011113 5244.00 5303.50 5239.00 5295.50 +126.50 119 27,889 +29
Jun02 011113 5245.00 5310.50 5245.00 5310.50 +125.00 52 12,360 +39
Total Volume and Open Interest 45,063 365,372 -1,843
SPI 200(SFE)
Dec01 011113 3277.0 3306.0 3277.0 3291.0 -10.0 13,495 143,508 +1,214
Mar02 011113 3289.0 3310.0 3289.0 3296.0 -9.0 125 2,153 -9
Jun02 011113 3305.0 3307.0 3302.0 3302.0 -11.0 295 1,529 +146
Total Volume and Open Interest 13,915 147,679 +1,351
GSCI(CME)
Nov01 011113 172.00 175.20 172.00 174.50 +3.45 2,739 9,428 -2,491
Dec01 011113 176.85 179.30 176.80 178.80 +3.30 2,586 7,853 +2,422
Jan02 011113 179.00 179.00 179.00 179.00 +3.20      
Total Volume and Open Interest 5,325 17,281 -69
Bridge CRB Index(NYBOT)
Jan02 011113 190.50 192.50 190.50 192.00 +1.50 19 145 +1
Feb02 011113 190.75 192.00 190.75 192.00 +1.25 0 129 +0
Apr02 011113 193.00 193.00 193.00 193.00 +1.25 0 4 +0
Total Volume and Open Interest 19 278 -96
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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