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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 19, 2001
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan02 011119 453.00 454.75 451.25 452.25 -0.25 35,097 79,132 +1,356
Mar02 011119 456.00 457.50 453.50 454.50 -0.25 5,607 36,575 +1,069
May02 011119 459.00 461.50 458.00 458.75 unch 2,692 27,607 -70
Jul02 011119 464.00 466.00 462.00 462.50 -0.50 2,633 22,206 -208
Aug02 011119 465.50 465.50 461.50 461.50 +0.50 4 1,272 -1
Sep02 011119 463.00 463.00 461.50 461.50 +1.50 2 316 -2
Nov02 011119 466.50 468.00 465.00 465.00 +0.50 411 7,643 -3
Total Volume and Open Interest 46,446 174,763 +2,141
Soybean Meal(CBOT)
Dec01 011119 166.00 166.00 163.10 163.20 -2.40 12,569 28,810 +78
Jan02 011119 160.80 160.80 158.70 158.80 -1.80 8,015 27,253 +417
Mar02 011119 157.00 157.20 154.80 154.90 -1.70 5,232 26,587 +551
May02 011119 154.00 154.20 152.30 152.40 -1.70 2,665 24,187 -81
Jul02 011119 154.00 154.50 152.60 152.70 -1.40 1,511 22,135 +417
Aug02 011119 153.80 154.20 152.30 152.30 -1.30 152 5,725 +98
Sep02 011119 153.50 154.00 152.00 152.00 -1.50 201 5,300 +45
Oct02 011119 154.00 154.00 151.10 151.20 -0.80 74 2,616 +30
Total Volume and Open Interest 30,618 148,183 +1,487
Soybean Oil(CBOT)
Dec01 011119 15.96 16.01 15.85 15.93 +0.06 7,094 48,026 -722
Jan02 011119 16.22 16.22 16.05 16.12 +0.04 4,244 35,795 -364
Mar02 011119 16.41 16.47 16.30 16.37 +0.05 2,354 25,698 +559
May02 011119 16.63 16.69 16.51 16.59 +0.05 1,008 30,828 +189
Jul02 011119 16.80 16.89 16.75 16.82 +0.07 852 18,061 +165
Aug02 011119 16.95 16.97 16.87 16.88 +0.06 69 3,598 +47
Sep02 011119 17.10 17.10 16.98 17.00 +0.12 5 3,081 +0
Oct02 011119 17.20 17.20 17.10 17.10 +0.20 0 1,595 +0
Total Volume and Open Interest 15,726 171,679 -122
Canola(WCE)
Nov01 011119 350.0 350.0 350.0 350.0 -2.3 77 88 +74
Jan02 011119 354.5 354.5 350.5 350.8 -2.8 6,720 37,058 +1,148
Mar02 011119 352.5 352.5 348.6 348.6 -3.4 6,667 14,398 +1,994
May02 011119 352.5 352.5 348.7 348.7 -3.4 330 6,490 +305
Jul02 011119 352.5 353.0 348.8 348.8 -4.2 696 4,464 +573
Total Volume and Open Interest 14,562 67,073 +4,108
Corn(CBOT)
Dec01 011119 209.00 209.75 207.75 209.25 +2.00 35,180 172,592 -5,360
Jan02 011119 213.50 214.00 212.50 213.50 +2.00 85 963 +48
Mar02 011119 221.00 221.50 219.50 221.00 +2.25 17,517 174,842 +4,739
May02 011119 227.00 228.50 226.75 228.00 +2.00 2,735 47,345 -106
Jul02 011119 233.75 234.50 233.00 234.25 +2.00 2,067 42,898 +0
Sep02 011119 238.50 240.00 238.50 239.50 +2.00 377 8,125 +53
Total Volume and Open Interest 59,183 473,962 -731
Wheat(CBOT)
Dec01 011119 288.00 290.75 286.75 289.25 unch 24,208 43,010 -269
Mar02 011119 296.50 298.50 294.50 297.25 +0.25 14,358 50,186 +3,392
May02 011119 298.00 300.75 297.00 299.00 +1.50 456 6,556 +15
Jul02 011119 298.50 301.50 298.00 300.25 +1.00 812 10,762 +295
Sep02 011119 302.50 305.00 302.50 303.50 +1.00 0 484 +0
Total Volume and Open Interest 39,846 112,658 +3,453
Wheat(KCBT)
Dec01 011119 289.00 291.50 288.00 289.25 -0.25 4,591 26,805 -1,282
Mar02 011119 297.50 300.00 297.00 298.00 -0.75 5,448 35,801 +785
May02 011119 304.00 305.00 303.25 304.50 unch 90 7,468 +29
Jul02 011119 309.50 311.00 308.75 309.75 -0.50 878 6,876 +427
Sep02 011119 316.00 316.00 316.00 316.00 unch 4 2,037 +4
Total Volume and Open Interest 11,027 79,908 -29
Wheat(MGE)
Dec01 011119 305.75 306.00 303.50 303.75 -2.00 2,072 13,102 -331
Mar02 011119 317.00 318.25 316.00 317.00 unch 1,693 11,996 +641
May02 011119 326.50 326.50 325.00 325.25 -1.50 56 2,264 +27
Jul02 011119 332.00 332.00 331.25 331.25 -1.75 102 1,142 +100
Sep02 011119 339.75 339.75 337.50 337.50 -1.50 26 659 +2
Total Volume and Open Interest 3,965 29,585 +445
Oats(CBOT)
Dec01 011119 222.25 222.25 217.75 220.50 -1.00 683 5,354 -211
Mar02 011119 208.00 208.25 204.00 205.00 -2.00 825 6,436 +215
May02 011119 194.00 194.00 191.25 191.50 -3.00 114 2,057 +44
Jul02 011119 176.50 176.50 173.50 175.00 -1.75 52 960 +25
Total Volume and Open Interest 1,675 15,014 +73
Rough Rice(MCE)
Nov01 011119 3.83 3.95 3.83 3.85 +0.06 4 49 -39
Jan02 011119 3.95 4.09 3.95 4.00 +0.06 358 3,107 +65
Mar02 011119 4.21 4.33 4.18 4.22 +0.06 268 1,588 +14
May02 011119 4.51 4.52 4.42 4.43 +0.06 5 645 +2
Total Volume and Open Interest 644 5,930 +42
Live Cattle(CME)
Dec01 011119 65.250 66.450 65.250 66.275 +1.325 8,847 33,885 -1,882
Feb02 011119 68.500 69.825 68.500 69.225 +0.650 7,791 38,284 +845
Apr02 011119 70.650 71.900 70.650 71.325 +0.500 2,778 20,487 +98
Jun02 011119 67.075 68.175 67.075 67.675 +0.350 2,347 15,165 +1,221
Aug02 011119 67.150 68.175 67.150 67.625 +0.475 605 4,434 +294
Oct02 011119 69.450 70.000 69.300 69.800 +0.400 276 1,102 +52
Total Volume and Open Interest 22,669 113,632 +629
Feeder Cattle(CME)
Jan02 011119 82.050 83.925 82.000 83.175 +0.750 1,158 7,648 -49
Mar02 011119 80.850 82.625 80.850 81.750 +0.625 490 3,336 +121
Apr02 011119 80.800 82.550 80.800 81.800 +0.750 283 1,610 -45
May02 011119 80.825 82.525 80.825 81.750 +0.725 81 1,461 +9
Aug02 011119 82.750 84.325 82.750 83.700 +0.875 39 515 +27
Sep02 011119 83.250 84.150 83.250 83.725 +0.925 5 74 +2
Oct02 011119 82.700 83.500 82.700 83.500 +0.875 1 21 +0
Total Volume and Open Interest 2,057 14,665 -2,027
Lean Hogs(CME)
Dec01 011119 48.550 49.875 48.550 49.200 +1.150 5,470 16,464 -433
Feb02 011119 54.250 54.900 54.250 54.275 +0.475 3,136 11,071 +131
Apr02 011119 57.300 57.900 57.000 57.150 -0.050 1,034 3,629 +55
Jun02 011119 64.000 64.800 63.700 63.700 -0.300 133 1,013 -15
Jul02 011119 62.600 62.600 62.500 62.525 +0.175 20 390 -8
Aug02 011119 61.400 61.650 61.250 61.650 +0.275 28 264 +22
Oct02 011119 53.500 53.850 53.450 53.850 +0.050 10 283 +7
Dec02 011119 50.775 50.775 50.775 50.775 unch 1 10 -1
Total Volume and Open Interest 9,884 34,016 -246
Pork Bellies(CME)
Feb02 011119 73.450 75.200 73.450 73.825 -0.525 867 2,154 +113
Mar02 011119 73.100 74.900 73.100 73.325 -0.275 15 270 +2
May02 011119 75.500 75.500 75.200 75.200 unch 7 101 +1
Jul02 011119 75.250 75.250 75.250 75.250 +0.750 0 29 +0
Aug02 011119 76.250 76.250 76.250 76.250 unch 0 6 +0
Total Volume and Open Interest 889 2,560 +116
Cocoa(NYBOT)
Dec01 011119 1295 1310 1282 1293 +8 534 1,450 -445
Mar02 011119 1275 1297 1262 1279 +4 6,213 39,177 +1,372
May02 011119 1270 1287 1260 1272 +5 1,320 12,971 -265
Jul02 011119 1270 1273 1262 1266 +4 845 8,540 +415
Sep02 011119 1260 1265 1247 1260 +2 311 4,783 +116
Dec02 011119 1245 1245 1245 1245 unch 208 8,815 +20
Mar03 011119 1245 1245 1245 1245 unch 100 7,703 -65
Total Volume and Open Interest 9,660 90,538 +1,064
Coffee "C"(NYBOT)
Dec01 011119 48.00 48.45 45.00 45.95 -2.70 7,351 9,203 -2,953
Mar02 011119 51.50 51.75 49.65 49.85 -2.00 8,621 28,775 +2,135
May02 011119 53.35 53.50 51.40 51.45 -2.00 931 5,766 +345
Jul02 011119 54.75 54.75 52.75 52.75 -2.00 113 4,062 +28
Sep02 011119 56.00 56.00 54.00 54.00 -2.00 105 2,795 -5
Dec02 011119 57.50 57.50 55.60 55.60 -1.75 23 2,532 +9
Total Volume and Open Interest 17,154 53,685 -435
Orange Juice(NYBOT)
Jan02 011119 94.00 94.30 92.80 92.80 -0.70 815 15,502 +142
Mar02 011119 96.00 96.00 94.60 94.60 -0.60 250 3,166 +99
May02 011119 97.50 97.50 95.90 95.90 -0.30 1 1,130 +0
Jul02 011119 97.20 97.20 97.20 97.20 unch 0 146 +0
Sep02 011119 98.20 98.20 98.20 98.20 unch 0 181 +0
Total Volume and Open Interest 1,066 21,513 +241
Sugar #11(NYBOT)
Mar02 011119 7.31 7.44 7.31 7.42 +0.11 7,725 86,058 -457
May02 011119 6.84 6.95 6.84 6.95 +0.14 2,622 22,905 -43
Jul02 011119 6.41 6.47 6.39 6.47 +0.09 1,896 26,718 +1,042
Oct02 011119 6.47 6.51 6.44 6.47 +0.02 1,032 16,677 +659
Mar03 011119 6.63 6.67 6.60 6.60 +0.02 210 5,892 +125
Total Volume and Open Interest 13,601 163,284 +1,327
London Cocoa(LCE)
Dec01 011119 932 952 930 946 +18 2,103 23,932 -780
Mar02 011119 952 977 952 970 +18 4,084 65,025 +882
May02 011119 960 985 960 979 +19 2,211 32,325 +388
Jul02 011119 987 992 970 986 +19 912 20,223 +118
Sep02 011119 965 985 963 981 +21 434 11,121 -16
Dec02 011119 952 967 949 966 +17 472 4,960 +90
Mar03 011119 965 970 959 970 +18 123 3,869 -3
Total Volume and Open Interest 10,344 162,040 +684
London Coffee(LCE)
Nov01 011119 373.00 379.00 373.00 378.00 +3.00 32 637 -103
Jan02 011119 376.00 379.00 372.00 379.00 +3.00 1,234 37,518 -185
Mar02 011119 388.00 392.00 384.00 392.00 +4.00 1,409 22,144 +83
May02 011119 398.00 405.00 398.00 405.00 +4.00 479 18,184 +71
Jul02 011119 415.00 418.00 412.00 418.00 +4.00 474 13,874 -63
Sep02 011119 425.00 430.00 424.00 430.00 +4.00 455 11,496 +176
Total Volume and Open Interest 4,459 107,533 +259
London Sugar(LCE)
Dec01 011115 241.50 248.00 236.50 240.40 -1.10 3,820 4,096 -1,367
Mar02 011119 236.00 240.30 236.00 239.80 +4.10 1,441 22,160 +630
May02 011119 226.50 230.00 226.50 229.80 +3.60 503 7,946 +240
Aug02 011119 216.80 221.00 216.80 220.30 +3.80 173 9,306 -75
Oct02 011119 202.80 205.40 202.50 204.30 +1.80 450 4,319 +145
Total Volume and Open Interest 2,572 44,572 -4,059
Cotton(NYBOT)
Dec01 011119 34.35 34.50 33.90 34.09 -0.62 5,143 12,283 -1,374
Mar02 011119 36.05 36.15 35.65 35.98 -0.27 6,441 25,114 +1,203
May02 011119 37.00 37.20 36.75 37.10 -0.15 1,065 6,938 -113
Jul02 011119 38.15 38.30 37.80 38.07 -0.18 560 7,327 -112
Oct02 011119 39.90 39.90 39.90 39.90 -0.30 1 356 -4
Dec02 011119 40.95 41.00 40.75 41.00 -0.30 163 4,604 +21
Total Volume and Open Interest 13,384 57,832 -374
Lumber(CME)
Jan02 011119 235.3 236.0 225.7 229.4 -1.8 171 1,600 +32
Mar02 011119 241.0 244.7 239.1 240.0 unch 25 299 +12
May02 011119 245.2 245.2 244.5 244.5 -1.5 3 106 +2
Jul02 011119 246.0 246.0 246.0 246.0 unch 0 13 +0
Total Volume and Open Interest 199 2,020 -52
Crude Oil(NYM)
Dec01 011119 17.15 18.10 16.70 17.72 -0.31 66,721 34,127 -18,319
Jan02 011119 17.55 18.50 17.12 18.43 +0.06 98,737 127,863 +7,131
Feb02 011119 17.75 18.75 17.30 18.66 +0.07 20,765 51,346 +3,210
Mar02 011119 18.10 18.88 17.55 18.88 +0.09 9,036 30,211 +2,738
Apr02 011119 17.95 19.07 17.95 19.07 +0.11 3,697 21,272 -171
May02 011119 18.35 19.26 18.20 19.26 +0.14 2,162 13,385 -687
Jun02 011119 18.70 19.44 18.40 19.44 +0.16 9,155 26,850 -1,268
Jul02 011119 18.75 19.61 18.75 19.61 +0.19 1,645 12,390 -343
Aug02 011119 18.70 19.75 18.70 19.75 +0.22 459 11,957 -106
Sep02 011119 19.88 19.88 19.88 19.88 +0.24 2,079 11,507 -912
Total Volume and Open Interest 225,201 445,180 -7,798
Heating Oil(NYM)
Dec01 011119 50.50 52.90 49.70 52.38 +0.20 17,232 35,819 +141
Jan02 011119 51.20 53.60 50.70 53.32 +0.16 9,773 38,689 +2,195
Feb02 011119 51.90 53.80 51.50 53.72 +0.06 2,744 18,286 +501
Mar02 011119 51.30 53.60 51.30 53.37 +0.16 873 19,677 +14
Apr02 011119 51.75 53.55 51.35 53.07 +0.26 668 14,498 +226
May02 011119 51.00 52.90 51.00 52.62 +0.36 1,492 6,655 +585
Jun02 011119 51.10 52.92 51.10 52.92 +0.36 1,043 8,969 -85
Jul02 011119 52.10 53.62 52.10 53.62 +0.41 1,457 3,903 -112
Aug02 011119 53.20 55.00 53.00 54.37 +0.41 98 2,981 -81
Sep02 011119 54.00 55.27 53.90 55.27 +0.41 157 3,071 +21
Total Volume and Open Interest 37,642 166,158 +3,884
Unleaded Gas(NYM)
Dec01 011119 48.70 51.60 47.80 50.79 +0.57 15,565 28,848 -1,817
Jan02 011119 49.85 52.30 48.95 51.54 +0.44 7,635 22,275 +2,076
Feb02 011119 51.00 53.00 50.00 52.50 +0.37 1,451 8,773 +454
Mar02 011119 52.15 53.90 51.90 53.70 +0.32 996 11,352 +548
Apr02 011119 58.50 59.80 58.50 59.80 +0.32 923 12,235 +338
May02 011119 58.50 60.80 58.50 60.35 +0.27 1,322 12,765 +3
Jun02 011119 59.00 60.50 59.00 60.50 +0.27 987 8,642 +663
Jul02 011119 59.60 60.30 59.25 60.30 +0.27 220 6,142 +158
Total Volume and Open Interest 29,350 119,418 +2,581
Natural Gas(NYM)
Dec01 011119 2.530 2.815 2.520 2.791 +0.154 36,837 51,501 +647
Jan02 011119 2.760 3.010 2.741 2.996 +0.146 17,711 59,341 +5,170
Feb02 011119 2.820 3.036 2.810 3.036 +0.133 7,387 28,850 +1,013
Mar02 011119 2.820 3.050 2.795 3.028 +0.130 4,444 29,835 +383
Apr02 011119 2.800 3.030 2.790 3.000 +0.122 2,321 34,169 +992
May02 011119 2.840 3.043 2.830 3.043 +0.122 593 21,090 +257
Jun02 011119 2.890 3.085 2.890 3.085 +0.119 339 15,509 +79
Jul02 011119 2.950 3.125 2.935 3.125 +0.116 464 13,036 +165
Total Volume and Open Interest 82,435 481,986 +10,999
Brent Crude Oil(IPE)
Jan02 011119 17.40 18.05 16.65 18.01 +0.26 44,714 82,452 +6,277
Feb02 011119 17.50 17.98 16.82 17.97 +0.09 11,742 36,996 +2,932
Mar02 011119 17.53 18.09 17.02 18.09 +0.10 5,182 17,107 +1,322
Apr02 011119 17.90 18.22 17.40 18.22 +0.10 1,590 11,179 +874
May02 011119 18.05 18.37 17.57 18.37 +0.09 870 7,104 +840
Jun02 011119 18.20 18.52 17.70 18.52 +0.09 1,666 18,299 +223
Jul02 011119 18.11 18.67 17.92 18.67 +0.13 893 5,552 +220
Aug02 011119 18.07 18.81 17.95 18.81 +0.15 55 6,355 +55
Total Volume and Open Interest 69,248 224,018 +1,458
Gas Oil(IPE)
Dec01 011119 159.00 159.50 152.50 155.50 -5.00 11,102 45,111 +1,139
Jan02 011119 159.00 159.25 155.00 157.25 -5.25 8,026 32,170 +172
Feb02 011119 158.25 158.50 156.00 157.00 -4.75 919 10,182 +616
Mar02 011119 158.50 158.50 157.00 157.00 -4.25 1,304 7,045 -702
Apr02 011119 158.00 158.00 156.25 156.75 -3.75 1,971 6,584 +527
May02 011119 158.00 158.00 157.50 157.50 -3.50 427 3,795 +225
Jun02 011119 160.00 160.00 158.50 159.00 -3.00 1,585 13,620 +345
Jul02 011119 161.00 161.00 160.00 160.75 -3.00 250 1,692 +100
Total Volume and Open Interest 26,284 148,454 +3,072
US Dollar Index(NYBOT)
Dec01 011119 117.14 117.42 116.95 117.14 +0.61 623 12,079 -289
Mar02 011119 117.66 117.88 117.58 117.63 +0.59 18 2,089 +2
Jun02 011119 118.13 118.13 118.13 118.13 +0.58 1 11 +0
Total Volume and Open Interest 642 14,180 -287
Australian Dollar(IMM)
Dec01 011119 52.05 52.20 51.85 52.11 -0.02 2,774 24,277 +441
Mar02 011119 51.86 51.86 51.86 51.86 -0.02 12 471 +10
Jun02 011119 51.61 51.61 51.61 51.61 -0.02 0 12 +0
Total Volume and Open Interest 2,786 24,772 +451
British Pound(IMM)
Dec01 011119 141.90 142.04 140.60 141.16 -1.46 3,979 39,813 +422
Mar02 011119 141.22 141.22 140.16 140.40 -1.46 25 336 +7
Jun02 011119 139.64 139.64 139.64 139.64 -1.46 0 1 +0
Total Volume and Open Interest 4,004 40,150 +429
Canadian Dollar(IMM)
Dec01 011119 63.08 63.18 62.96 63.02 +0.13 4,603 74,386 +244
Mar02 011119 63.06 63.17 62.90 63.00 +0.13 124 5,380 -7
Jun02 011119 63.09 63.15 62.99 62.99 +0.13 3 1,769 +1
Sep02 011119 63.14 63.15 63.00 63.00 +0.13 32 631 +9
Total Volume and Open Interest 4,770 82,402 +266
Japanese Yen(IMM)
Dec01 011119 81.17 81.38 81.10 81.25 -0.26 10,357 95,555 +1,090
Mar02 011119 81.52 81.76 81.52 81.67 -0.26 99 1,167 +79
Jun02 011119 82.12 82.12 82.12 82.12 -0.26 0 72 +0
Total Volume and Open Interest 10,456 97,143 +1,169
Deutsche Mark(IMM)
Dec01 011119 44.93 44.93 44.93 44.93 -0.25 0 202 +0
Total Volume and Open Interest 0 202 +0
Swiss Franc(IMM)
Dec01 011119 60.01 60.38 59.98 60.30 -0.04 3,710 52,937 -731
Mar02 011119 59.99 60.35 59.99 60.31 -0.04 37 269 +3
Jun02 011119 60.35 60.35 60.35 60.35 -0.04 0 4 +0
Total Volume and Open Interest 3,747 53,233 -728
EuroFX(IMM)
Dec01 011119 87.85 88.04 87.58 87.88 -0.49 6,894 109,454 -592
Mar02 011119 87.58 87.73 87.38 87.61 -0.49 97 1,687 +11
Jun02 011119 87.57 87.57 87.42 87.42 -0.49 60 201 -2
Total Volume and Open Interest 7,051 111,437 -583
Mexican Peso(IMM)
Dec01 011119 10820.0 10890.0 10805.0 10880.0 +75.0 2,920 24,944 +738
Mar02 011119 10615.0 10655.0 10615.0 10655.0 +85.0 35 1,486 -4
Total Volume and Open Interest 2,955 27,615 +734
30-Year T-Bonds(CBOT)
Dec01 011119 105~09 106~10 104~22 106~08 +1~10 361,461 542,680 +913
Mar02 011119 104~01 105~08 103~21 105~07 +1~10 31,701 69,841 +8,834
Jun02 011119 102~25 104~07 102~24 104~06 +1~11 2 703 +2
Total Volume and Open Interest 393,164 613,224 +9,749
Municipal Bonds(CBOT)
Dec01 011119 105~04 105~25 104~22 105~16 +0~20 2,111 11,118 +9
Mar02 011119 103~31 104~24 103~31 104~13 +0~21 167 1,193 +92
Total Volume and Open Interest 2,278 12,311 +101
10-Year T-Notes(CBOT)
Dec01 011119 107~110 107~300 107~005 107~285 +0~315 404,519 611,919 -3,836
Mar02 011119 106~070 106~240 105~280 106~230 +0~310 10,994 76,027 -643
Total Volume and Open Interest 415,513 687,947 -4,479
5-Year T-Notes(CBOT)
Dec01 011119 107~065 107~185 106~315 107~175 +0~225 154,573 504,034 +1,121
Mar02 011119 106~020 106~140 105~285 106~130 +0~220 15,099 67,473 +8,287
Total Volume and Open Interest 169,672 571,507 +9,408
2 Year T-Notes(CBOT)
Dec01 011119 105~006 105~036 105~000 105~034 +0~050 8,754 72,919 +1,560
Mar02 011119 104~056 104~080 104~056 104~080 +0~051 475 826 +598
Total Volume and Open Interest 9,229 73,745 +2,158
3-Mth T-Bills(IMM)
Dec01 011119 98.07 98.11 98.07 98.11 +0.07 29 1,658 -3
Total Volume and Open Interest 31 1,660 -3
Eurodollars(IMM)
Dec01 011119 97.882 97.920 97.872 97.910 +0.050 287,217 886,116 -38,573
Mar02 011119 97.685 97.750 97.650 97.740 +0.110 333,890 724,653 +11,757
Jun02 011119 97.240 97.360 97.230 97.350 +0.165 314,057 656,338 +13,980
Sep02 011119 96.725 96.895 96.725 96.890 +0.225 273,897 504,611 +5,796
Dec02 011119 96.220 96.380 96.205 96.375 +0.230 233,069 419,231 -12,754
Mar03 011119 95.770 95.945 95.770 95.940 +0.235 83,537 287,957 -709
Jun03 011119 95.395 95.550 95.395 95.545 +0.220 36,771 200,227 +542
Sep03 011119 95.100 95.250 95.085 95.230 +0.200 30,763 176,706 +3,581
Dec03 011119 94.775 94.915 94.735 94.890 +0.175 12,705 163,891 -2,897
Mar04 011119 94.630 94.755 94.585 94.730 +0.165 12,739 144,370 +1,642
Jun04 011119 94.450 94.550 94.405 94.545 +0.155 12,148 117,561 +436
Sep04 011119 94.305 94.400 94.255 94.390 +0.145 10,132 112,568 +637
Total Volume and Open Interest 1,694,595 5,030,328 -18,322
3-Mth Euro-Yen(IMM)
Dec01 011119 99.90 99.90 99.90 99.90 unch 909 17,512 +535
Mar02 011119 99.86 99.86 99.86 99.86 unch 347 9,206 +150
Jun02 011119 99.88 99.88 99.88 99.88 +0.01 515 9,166 +415
Sep02 011119 99.85 99.85 99.85 99.85 unch 7 2,545 +7
Dec02 011119 99.81 99.81 99.81 99.81 unch 302 933 -42
Mar03 011119 99.77 99.77 99.77 99.77 unch 0 1,059 -29
Jun03 011119 99.76 99.76 99.76 99.76 -0.01 0 159 +0
Sep03 011119 99.69 99.69 99.69 99.69 -0.02 0 15 +0
Dec03 011119 99.63 99.63 99.63 99.63 unch 0 2 +0
Mar04 011119 99.57 99.57 99.57 99.57 unch 0 220 +0
Total Volume and Open Interest 2,080 40,817 +1,036
3-Mth Euro-Yen(SIMEX)
Dec01 011119 99.90 99.90 99.89 99.90 unch 2,560 89,890 +461
Mar02 011119 99.86 99.86 99.86 99.86 unch 1,961 76,466 -389
Jun02 011119 99.88 99.88 99.87 99.87 0.00 440 56,273 -17
Sep02 011119 99.85 99.85 99.85 99.85 -0.01 360 26,587 +334
Dec02 011119 99.81 99.81 99.80 99.81 +0.00 812 9,133 -42
Mar03 011119 99.76 99.77 99.76 99.77 unch 9 16,256 -6
Jun03 011119 99.75 99.75 99.75 99.75 0.00 0 15,954 +0
Sep03 011119 99.70 99.71 99.70 99.71 unch 0 7,171 +0
Total Volume and Open Interest 6,242 312,289 +441
Euro Notional Bond(MATIF)
Dec01 011119 90.74 91.30 90.74 91.10 +0.14 2,085 26,800 +1,485
Mar02 011119 91.20 91.20 91.20 91.20 +0.14      
Jun02 011119 91.30 91.30 91.30 91.30 +0.14      
Total Volume and Open Interest 2,085 26,800 +1,485
3-Month Euribor(MATIF)
Dec01 011119 96.70 96.70 96.70 96.70 unch 0 2,776 +0
Mar02 011119 96.90 96.90 96.90 96.90 +0.05 0 2,496 +0
Jun02 011119 96.80 96.80 96.80 96.80 +0.05 0 211 +0
Total Volume and Open Interest 0 6,273 +0
German Euro-Bund(EUREX)
Dec01 011119 109.91 110.67 109.91 110.59 +0.72 1,258,928 750,209 +37,655
Mar02 011119 109.95 110.50 109.95 110.45 +0.71 7,543 55,936 +1,482
Jun02 011119 109.53 109.53 109.53 109.53 +0.72 2,702 1,235 -108
Total Volume and Open Interest 1,269,173 807,380 +39,029
German Euro-Bobl(EUREX)
Dec01 011119 108.16 108.65 108.16 108.62 +0.49 742,913 547,043 +31,491
Mar02 011119 107.96 108.20 107.81 108.20 +0.59 21,505 44,581 +1,680
Jun02 011119 107.85 107.85 107.85 107.85 +0.49 644 814 +0
Total Volume and Open Interest 765,062 592,438 +33,171
Long Gilt(LIFFE)
Dec01 011119 116~20 117~02 116~19 116~26 +0~04 28,931 64,353 +109
Mar02 011119 116~04 116~09 116~04 116~09 +0~04 0 162 +0
Total Volume and Open Interest 28,931 64,515 +109
3-Mth Short Sterling(LIFFE)
Dec01 011119 96.01 96.05 96.00 96.01 +0.01 31,870 0 +0
Mar02 011119 95.97 96.06 95.97 96.01 +0.05 61,233 0 +0
Jun02 011119 95.78 95.90 95.78 95.84 +0.06 55,297 0 +0
Total Volume and Open Interest 244,178    
3-Mth Euribor(LIFFE)
Dec01 011119 96.670 96.710 96.665 96.695 +0.010 116,799 448,733 +1,941
Mar02 011119 96.800 96.905 96.800 96.880 +0.050 256,443 445,035 -1,668
Jun02 011119 96.730 96.870 96.730 96.825 +0.055 215,911 315,332 -2,363
Total Volume and Open Interest 833,489 1,954,665 -14,362
3-Mth Aus T-Bills(SFE)
Dec01 011119 95.71 95.75 95.71 95.74 +0.03 14,711 200,884 -942
Mar02 011119 95.67 95.77 95.67 95.74 +0.03 23,011 124,369 -1,368
Jun02 011119 95.49 95.60 95.49 95.57 +0.04 9,181 44,954 +1,345
Sep02 011119 95.29 95.37 95.29 95.33 +0.01 2,460 21,872 +636
Dec02 011119 95.07 95.12 95.05 95.10 +0.01 961 15,554 +330
Mar03 011119 94.88 94.91 94.85 94.89 unch 436 10,752 +98
Jun03 011119 94.70 94.72 94.68 94.72 unch 722 8,161 +294
Sep03 011119 94.56 94.56 94.55 94.56 -0.01 171 6,802 +23
Dec03 011119 94.43 94.43 94.43 94.43 -0.01 30 2,834 +0
Mar04 011119 94.31 94.31 94.31 94.31 -0.01 10 1,955 +0
Total Volume and Open Interest 51,693 441,546 +416
10-Year Aus T-Bonds(SFE)
Dec01 011119 94.26 94.34 94.22 94.28 -0.08 5,265 215,602 +6,446
Mar02 011119 94.21 94.21 94.21 94.21 -0.14      
Total Volume and Open Interest 34,258 209,156 +19,839
3-Year Aus T-Bonds(SFE)
Dec01 011119 95.08 95.15 95.08 95.12 -0.03 121,033 597,093 +43,286
Mar02 011119 94.97 94.97 94.97 94.97 -0.03      
Total Volume and Open Interest 121,033 597,093 +43,286
Gold(CMX)
Dec01 011119 274.0 274.0 272.3 272.9 -2.0 17,810 61,809 -1,219
Feb02 011119 275.0 275.0 273.1 273.7 -2.0 6,154 22,808 +1,764
Apr02 011119 276.0 276.0 274.0 274.3 -2.1 518 3,847 +70
Jun02 011119 276.7 276.7 274.5 274.9 -2.2 451 5,984 -9
Aug02 011119 275.6 275.6 275.6 275.6 -2.2 0 3,908 +0
Oct02 011119 276.3 276.3 276.3 276.3 -2.2 0 2,174 +0
Total Volume and Open Interest 25,366 114,356 +811
Silver(CMX)
Dec01 011119 409.5 410.0 404.5 405.8 -3.7 3,811 35,224 -549
Mar02 011119 413.0 413.0 408.0 409.2 -3.6 738 27,691 +194
May02 011119 415.5 415.5 410.9 410.9 -3.6 2 1,432 +1
Jul02 011119 418.0 418.0 412.0 412.8 -3.5 87 2,069 +33
Sep02 011119 414.6 414.6 414.6 414.6 -3.4 0 1,452 +0
Total Volume and Open Interest 4,695 74,774 -412
Platinum(NYM)
Jan02 011119 430.0 438.0 427.0 437.0 +9.1 396 5,825 -75
Apr02 011119 432.0 432.0 432.0 432.0 +9.1 86 164 +16
Jul02 011119 424.0 425.5 423.0 425.5 +9.1 0 54 +0
Oct02 011119 422.5 422.5 422.5 422.5 +9.1 0 55 +0
Total Volume and Open Interest 482 6,098 -59
Palladium(NYME)
Dec01 011119 341.50 347.00 337.00 339.00 -3.00 72 957 -49
Mar02 011119 343.00 345.50 338.50 340.00 -3.10 54 558 +13
Total Volume and Open Interest 126 1,515 -36
Copper(CMX)
Dec01 011119 68.90 69.20 68.00 68.30 +0.10 8,325 30,578 -1,325
Mar02 011119 69.80 69.95 69.00 69.20 +0.15 1,512 20,758 +323
May02 011119 70.10 70.45 69.65 69.65 +0.15 11 4,917 +1
Jul02 011119 70.80 71.00 70.15 70.15 +0.15 98 4,071 +40
Sep02 011119 71.20 71.50 70.60 70.60 +0.15 4 3,733 +0
Total Volume and Open Interest 10,449 84,148 -826
DJIA Index(CBOT)
Dec01 011119 9920 10003 9880 9999 +129 13,048 29,468 -803
Mar02 011119 9934 10004 9880 10002 +129 184 808 +86
Jun02 011119 9980 10018 9980 10018 +129 0 315 +0
Sep02 011119 10039 10039 10039 10039 +129 0 75 +0
Total Volume and Open Interest 13,234 30,774 -635
S & P 500(CME)
Dec01 011119 1146.00 1154.50 1140.70 1154.10 +14.10 68,381 488,923 -9,033
Mar02 011119 1148.00 1156.00 1144.00 1156.00 +14.10 4,665 57,968 +4,213
Jun02 011119 1159.10 1159.10 1159.10 1159.10 +13.40 1,150 5,797 +495
Sep02 011119 1160.20 1163.80 1160.20 1163.80 +13.60 334 433 +20
Total Volume and Open Interest 74,530 553,488 -4,305
S & P 500 E-Mini(Globex)
Dec01 011119 1140.50 1154.75 1140.25 1154.00 +14.00 194,296 236,161 -1,604
Mar02 011119 1142.00 1156.00 1142.00 1156.00 +14.00 3 92 +50
Total Volume and Open Interest 194,299 236,253 -1,554
NASDAQ 100(CME)
Dec01 011119 1602.00 1629.00 1588.00 1628.00 +43.00 13,464 60,587 +43
Mar02 011119 1635.00 1635.00 1635.00 1635.00 +43.00 0 8 +0
Jun02 011119 1642.00 1642.00 1642.00 1642.00 +43.00 0 2 +0
Total Volume and Open Interest 13,464 60,597 +43
NASDAQ 100 E-Mini(GLOBEX)
Dec01 011119 1587.5 1629.0 1585.0 1628.0 +43.0 123,954 114,641 -1,146
Mar02 011119 1635.0 1635.0 1635.0 1635.0 +43.0 0 5 +0
Total Volume and Open Interest 123,954 114,646 -1,146
NYSE Composite(NYBOT)
Dec01 011119 581.50 586.50 580.00 586.30 +7.30 592 7,126 +1,450
Mar02 011119 586.80 586.80 586.80 586.80 +7.30 90 640 -60
Jun02 011119 587.30 587.30 587.30 587.30 +7.30 0 300 +0
Total Volume and Open Interest 682 8,066 +1,390
S & P Midcap 400(CME)
Dec01 011119 479.00 484.00 478.50 484.00 +6.25 718 15,625 -161
Mar02 011119 485.00 485.00 485.00 485.00 +6.25      
Jun02 011119 489.00 489.00 489.00 489.00 +6.25      
Total Volume and Open Interest 718 15,625 -161
Russell 2000(CME)
Dec01 011119 454.00 460.00 452.50 459.75 +7.35 1,746 24,723 -250
Mar02 011119 460.45 460.45 460.45 460.45 +7.35      
Jun02 011119 464.45 464.45 464.45 464.45 +7.35      
Total Volume and Open Interest 1,746 24,723 -250
Value Line(KCBT)
Dec01 011119 1177.00 1187.50 1175.50 1187.50 +17.00 56 265 +21
Total Volume and Open Interest 56 265 +21
Nikkei 225(CME)
Dec01 011119 10795 10820 10620 10800 +220 1,206 16,088 -159
Mar02 011119 10850 10850 10815 10815 +220 0 43 +0
Total Volume and Open Interest 1,206 16,154 -159
Nikkei 225(SIMEX)
Dec01 011119 10590 10850 10590 10715 +150 16,956 105,571 -1,625
Mar02 011119 10710 10710 10710 10710 +150 0 430 +0
Jun02 011119 10665 10665 10665 10665 +150 0 24 +0
Total Volume and Open Interest 16,956 106,025 -1,625
CAC 40(MATIF)
Nov01 011119 4603.0 4692.5 4603.0 4668.5 +79.5 46,315 408,663 -18,129
Dec01 011119 4631.0 4701.0 4612.0 4679.5 +79.5 1,142 176,320 +167
Jan02 011119 4641.5 4715.0 4641.5 4693.0 +79.5 330 19 +0
Total Volume and Open Interest 55,557 675,781 -15,262
DAX Index(EUREX)
Dec01 011119 5109.0 5216.5 5086.0 5199.0 +140.5 57,790 159,738 -2,264
Mar02 011119 5150.0 5243.5 5150.0 5236.5 +141.0 172 14,166 -15
Jun02 011119 5251.0 5287.5 5240.5 5280.5 +142.5 67 2,669 +10
Total Volume and Open Interest 58,029 176,573 -2,269
FT-SE 100(LIFFE)
Dec01 011119 5354.00 5405.50 5327.50 5347.00 +36.50 43,163 332,601 +3,319
Mar02 011119 5406.00 5410.00 5356.50 5356.50 +35.50 400 28,523 +62
Jun02 011119 5380.00 5395.00 5376.00 5376.00 +37.50 592 15,884 +434
Total Volume and Open Interest 44,155 377,008 +3,815
SPI 200(SFE)
Dec01 011119 3330.0 3347.0 3323.0 3347.0 +6.0 7,960 143,195 -6,489
Mar02 011119 3352.0 3352.0 3352.0 3352.0 +6.0 162 2,173 -2
Jun02 011119 3355.0 3358.0 3355.0 3358.0 +6.0 0 1,539 -1
Total Volume and Open Interest 8,122 147,350 -6,492
GSCI(CME)
Dec01 011119 162.00 166.70 160.30 166.70 +1.05 57 16,309 +10
Jan02 011119 166.70 166.70 166.70 166.70 +1.20      
Feb02 011119 166.70 166.70 166.70 166.70 -0.30 2 0  
Total Volume and Open Interest 59 16,309  
Bridge CRB Index(NYBOT)
Jan02 011119 190.75 192.00 190.50 192.00 +0.75 29 166 +10
Feb02 011119 191.50 192.00 191.50 192.00 +0.75 0 137 +0
Apr02 011119 193.00 193.00 193.00 193.00 +0.75 0 8 +0
Total Volume and Open Interest 29 316 +10
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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