MRCI's Free Historical Futures Prices

Daily Futures Price Listing Tue November 20, 2001
Most Recent Information							Previous Day
Mth	Date	Open	High	Low	Close	Change	Volume	Open Int	Change
Soybeans(CBOT)
Jan02	011120	452.50	454.25	447.00	448.50	-3.75	27,848	78,875	-257
Mar02	011120	454.50	456.50	450.25	451.75	-2.75	5,417	37,113	+538
May02	011120	459.00	460.00	454.75	455.75	-3.00	1,278	27,997	+390
Jul02	011120	463.50	464.50	459.00	460.75	-1.75	1,520	22,062	-144
Aug02	011120	461.00	461.00	461.00	461.00	-0.50	27	1,297	+25
Sep02	011120	459.00	459.00	459.00	459.00	-2.50	26	317	+1
Nov02	011120	466.00	467.50	463.00	464.25	-0.75	104	7,643	+0
Total Volume and Open Interest							36,231	175,326	+563
Soybean Meal(CBOT)
Dec01	011120	162.60	163.20	160.50	162.30	-0.90	12,260	28,187	-623
Jan02	011120	158.50	158.90	156.40	158.00	-0.80	4,333	27,523	+270
Mar02	011120	155.50	155.70	152.90	154.40	-0.50	3,739	26,407	-180
May02	011120	153.00	153.00	150.50	151.70	-0.70	2,470	24,672	+485
Jul02	011120	153.00	153.20	150.90	152.20	-0.50	1,781	22,286	+151
Aug02	011120	152.30	152.30	150.70	151.60	-0.70	570	5,779	+54
Sep02	011120	152.00	152.00	150.30	151.30	-0.70	133	5,327	+27
Oct02	011120	151.20	151.20	150.00	150.50	-0.70	125	2,646	+30
Total Volume and Open Interest							25,610	148,468	+285
Soybean Oil(CBOT)
Dec01	011120	15.96	16.04	15.91	15.94	+0.01	8,347	45,772	-2,254
Jan02	011120	16.15	16.24	16.10	16.11	-0.01	5,285	37,068	+1,273
Mar02	011120	16.40	16.48	16.33	16.34	-0.03	3,638	26,525	+827
May02	011120	16.64	16.72	16.56	16.57	-0.02	711	30,972	+144
Jul02	011120	16.85	16.93	16.79	16.80	-0.02	534	17,954	-107
Aug02	011120	17.00	17.00	16.87	16.87	-0.01	86	3,666	+68
Sep02	011120	17.12	17.18	16.98	16.99	-0.01	16	3,081	+0
Oct02	011120	17.25	17.25	17.12	17.12	+0.02	23	1,618	+23
Total Volume and Open Interest							18,675	171,653	-26
Canola(WCE)
Nov01	011120	349.5	349.5	348.7	348.7	-1.3	0	88	+0
Jan02	011120	351.0	351.0	349.1	350.4	-0.4	2,039	37,615	+557
Mar02	011120	349.4	349.4	347.5	348.7	+0.1	1,994	14,201	-197
May02	011120	348.7	348.7	348.6	348.6	-0.1	28	6,495	+5
Jul02	011120	348.1	348.8	348.1	348.5	-0.3	254	4,530	+66
Total Volume and Open Interest							4,462	67,501	+428
Corn(CBOT)
Dec01	011120	209.50	210.00	208.25	208.75	-0.50	45,280	164,384	-8,208
Jan02	011120	214.50	214.75	212.75	213.00	-0.50	63	953	-10
Mar02	011120	221.25	221.75	220.25	220.50	-0.50	24,802	180,282	+5,440
May02	011120	228.50	228.75	227.25	227.50	-0.50	3,293	47,647	+302
Jul02	011120	234.75	234.75	233.50	233.75	-0.50	1,615	43,158	+260
Sep02	011120	240.25	240.50	239.50	239.50	unch	193	8,208	+83
Total Volume and Open Interest							76,725	472,286	-1,676
Wheat(CBOT)
Dec01	011120	289.25	289.75	285.50	286.75	-2.50	13,198	41,745	-1,265
Mar02	011120	297.25	297.50	293.50	295.00	-2.25	5,998	50,485	+299
May02	011120	299.75	300.00	296.25	296.75	-2.25	292	6,602	+46
Jul02	011120	300.00	300.75	297.25	297.75	-2.50	730	10,758	-4
Sep02	011120	303.00	303.00	302.00	302.00	-1.50	40	503	+19
Total Volume and Open Interest							20,424	111,813	-845
Wheat(KCBT)
Dec01	011120	289.25	290.00	286.00	287.00	-2.25	4,599	26,135	-670
Mar02	011120	298.00	298.50	295.50	295.50	-2.50	4,207	36,196	+395
May02	011120	303.50	304.50	301.00	302.00	-2.50	256	7,675	+207
Jul02	011120	310.00	310.00	307.00	307.00	-2.75	247	6,785	-91
Sep02	011120	313.00	313.00	313.00	313.00	-3.00	0	2,037	+0
Total Volume and Open Interest							9,407	79,816	-92
Wheat(MGE)
Dec01	011120	303.75	304.75	301.00	302.00	-1.75	1,956	12,950	-152
Mar02	011120	317.50	317.50	313.50	314.75	-2.25	1,819	11,974	-22
May02	011120	325.00	325.00	322.00	323.00	-2.25	25	2,274	+10
Jul02	011120	329.25	329.25	328.25	329.00	-2.25	20	1,142	+0
Sep02	011120	334.50	334.50	334.50	334.50	-3.00	70	729	+70
Total Volume and Open Interest							3,957	29,513	-72
Oats(CBOT)
Dec01	011120	220.00	220.00	210.00	210.25	-10.25	435	5,441	+87
Mar02	011120	204.75	205.00	197.50	198.25	-6.75	479	6,405	-31
May02	011120	191.00	191.00	187.75	188.00	-3.50	219	2,069	+12
Jul02	011120	171.00	173.50	170.00	170.00	-5.00	87	983	+23
Total Volume and Open Interest							1,241	15,106	+92
Rough Rice(MCE)
Nov01	011120	3.84	3.86	3.77	3.77	-0.08	12	55	+6
Jan02	011120	4.01	4.03	3.90	3.92	-0.08	314	3,055	-52
Mar02	011120	4.22	4.24	4.13	4.14	-0.08	188	1,607	+19
May02	011120	4.37	4.37	4.37	4.37	-0.06	37	641	-4
Total Volume and Open Interest							567	5,904	-26
Live Cattle(CME)
Dec01	011120	66.275	66.700	65.950	66.650	+0.375	10,332	31,995	-1,890
Feb02	011120	69.000	69.575	68.800	69.500	+0.275	8,840	39,264	+980
Apr02	011120	71.350	71.650	71.000	71.600	+0.275	3,436	20,260	-227
Jun02	011120	67.700	68.100	67.400	67.975	+0.300	4,461	15,958	+793
Aug02	011120	67.650	67.975	67.625	67.925	+0.300	943	4,697	+263
Oct02	011120	69.800	70.200	69.800	70.200	+0.400	257	1,301	+199
Total Volume and Open Interest							28,283	113,750	+118
Feeder Cattle(CME)
Jan02	011120	83.500	83.575	82.900	83.475	+0.300	2,543	7,669	+21
Mar02	011120	82.000	82.375	81.600	82.250	+0.500	1,005	3,510	+174
Apr02	011120	81.900	82.250	81.550	82.225	+0.425	655	1,746	+136
May02	011120	81.800	82.150	81.500	82.025	+0.275	143	1,483	+22
Aug02	011120	83.750	84.200	83.650	84.150	+0.450	42	527	+12
Sep02	011120	83.800	84.150	83.800	84.150	+0.425	14	80	+6
Oct02	011120	83.550	83.800	83.550	83.800	+0.300	9	28	+7
Total Volume and Open Interest							4,411	15,043	+378
Lean Hogs(CME)
Dec01	011120	49.100	49.900	48.975	49.150	-0.050	4,667	16,197	-267
Feb02	011120	54.250	54.600	53.700	53.800	-0.475	2,213	11,165	+94
Apr02	011120	57.100	57.650	56.900	56.950	-0.200	651	3,564	-65
Jun02	011120	63.900	64.200	63.550	63.550	-0.150	99	1,031	+18
Jul02	011120	62.450	62.600	62.300	62.400	-0.125	11	394	+4
Aug02	011120	61.400	61.400	61.400	61.400	-0.250	5	263	-1
Oct02	011120	53.500	53.750	53.500	53.750	-0.100	5	283	+0
Dec02	011120	50.775	50.775	50.775	50.775	unch	0	10	+0
Total Volume and Open Interest							7,740	33,787	-229
Pork Bellies(CME)
Feb02	011120	73.500	74.300	72.450	74.150	+0.325	593	2,193	+39
Mar02	011120	73.100	73.750	72.400	73.500	+0.175	22	273	+3
May02	011120	74.750	74.750	74.750	74.750	-0.450	2	101	+0
Jul02	011120	75.500	75.500	75.500	75.500	+0.250	0	29	+0
Aug02	011120	76.250	76.250	76.250	76.250	unch	0	6	+0
Total Volume and Open Interest							617	2,602	+42
Cocoa(NYBOT)
Dec01	011120	1280	1292	1252	1289	-4	209	1,438	-12
Mar02	011120	1270	1277	1241	1272	-7	4,527	39,018	-159
May02	011120	1263	1269	1243	1266	-6	1,480	14,039	+1,068
Jul02	011120	1248	1260	1238	1260	-6	214	8,552	+12
Sep02	011120	1254	1254	1254	1254	-6	353	4,907	+124
Dec02	011120	1239	1239	1239	1239	-6	11	8,804	-11
Mar03	011120	1210	1237	1210	1237	-8	11	7,704	+1
Total Volume and Open Interest							6,815	91,561	+1,023
Coffee "C"(NYBOT)
Dec01	011120	45.00	46.75	44.90	46.15	+0.20	10,864	4,053	-5,150
Mar02	011120	49.50	51.00	48.80	50.10	+0.25	10,046	31,595	+2,820
May02	011120	51.10	52.15	50.70	51.90	+0.45	1,221	6,319	+553
Jul02	011120	52.60	53.50	52.25	53.40	+0.65	205	4,205	+143
Sep02	011120	54.00	54.65	54.00	54.65	+0.65	108	2,832	+37
Dec02	011120	55.90	56.65	55.25	56.65	+1.05	143	2,547	+15
Total Volume and Open Interest							22,587	52,101	-1,584
Orange Juice(NYBOT)
Jan02	011120	92.80	92.90	92.60	92.90	+0.10	802	15,349	-153
Mar02	011120	94.25	94.80	94.25	94.80	+0.20	172	3,186	+20
May02	011120	96.00	96.10	95.60	96.10	+0.20	5	1,133	+3
Jul02	011120	97.80	97.80	97.80	97.80	+0.60	0	146	+0
Sep02	011120	97.95	97.95	97.95	97.95	-0.25	0	181	+0
Total Volume and Open Interest							979	21,383	-130
Sugar #11(NYBOT)
Mar02	011120	7.44	7.46	7.32	7.34	-0.08	11,101	85,149	-909
May02	011120	6.96	6.96	6.87	6.89	-0.06	2,911	23,010	+105
Jul02	011120	6.48	6.49	6.44	6.44	-0.03	3,968	27,257	+539
Oct02	011120	6.46	6.48	6.43	6.43	-0.04	2,486	16,871	+194
Mar03	011120	6.53	6.57	6.53	6.54	-0.06	943	6,390	+498
Total Volume and Open Interest							21,870	163,872	+588
London Cocoa(LCE)
Dec01	011120	946	948	917	935	-11	1,268	23,965	+33
Mar02	011120	971	972	942	959	-11	4,681	65,681	+656
May02	011120	976	980	953	968	-11	1,829	32,083	-242
Jul02	011120	982	983	963	975	-11	736	20,567	+344
Sep02	011120	977	977	960	970	-11	555	11,401	+280
Dec02	011120	966	966	955	955	-11	648	5,192	+232
Mar03	011120	969	969	955	959	-11	127	3,819	-50
Total Volume and Open Interest							9,844	163,293	+1,253
London Coffee(LCE)
Nov01	011120	375.00	375.00	375.00	375.00	-3.00	52	619	-18
Jan02	011120	375.00	376.00	370.00	375.00	-4.00	834	36,533	-985
Mar02	011120	388.00	388.00	384.00	387.00	-5.00	764	21,949	-195
May02	011120	399.00	401.00	398.00	401.00	-4.00	195	18,294	+110
Jul02	011120	414.00	415.00	412.00	413.00	-5.00	225	13,932	+58
Sep02	011120	424.00	426.00	422.00	425.00	-5.00	166	11,571	+75
Total Volume and Open Interest							2,274	106,602	-931
London Sugar(LCE)
Dec01	011115	241.50	248.00	236.50	240.40	-1.10	3,820	4,096	-1,367
Mar02	011120	240.00	241.00	237.30	238.80	-1.00	1,425	22,118	-42
May02	011120	230.70	230.70	228.00	228.80	-1.00	141	7,965	+19
Aug02	011120	220.00	220.80	217.70	219.00	-1.30	172	9,387	+81
Oct02	011120	204.00	204.50	201.90	202.50	-1.80	234	4,483	+164
Total Volume and Open Interest							1,972	44,794	+222
Cotton(NYBOT)
Dec01	011120	33.90	34.20	33.60	33.82	-0.27	4,123	10,067	-2,216
Mar02	011120	35.98	36.15	35.60	35.85	-0.13	5,025	26,134	+1,020
May02	011120	37.10	37.25	36.80	37.05	-0.05	509	7,019	+81
Jul02	011120	38.20	38.40	37.90	38.28	+0.21	294	7,324	-3
Oct02	011120	39.91	39.95	39.91	39.95	+0.05	10	349	-7
Dec02	011120	40.90	41.25	40.90	41.00	unch	121	4,645	+41
Total Volume and Open Interest							10,087	56,753	-1,079
Lumber(CME)
Jan02	011120	225.9	229.3	222.5	227.8	-1.6	392	1,663	+63
Mar02	011120	239.1	239.9	235.1	238.7	-1.3	90	317	+18
May02	011120	244.5	244.5	242.0	244.4	-0.1	59	140	+34
Jul02	011120	246.1	246.1	246.1	246.1	+0.1	0	13	+0
Total Volume and Open Interest							541	2,135	+115
Crude Oil(NYM)
Dec01	011119	17.15	18.10	16.70	17.72	-0.31	66,721	34,127	-18,319
Jan02	011120	19.30	19.43	18.77	19.15	+0.72	87,935	127,394	-469
Feb02	011120	19.50	19.60	18.95	19.37	+0.71	17,389	50,729	-617
Mar02	011120	19.50	19.74	19.22	19.51	+0.63	3,692	30,175	-36
Apr02	011120	19.70	19.80	19.35	19.65	+0.58	1,633	21,700	+428
May02	011120	19.95	20.00	19.60	19.79	+0.53	2,258	13,829	+444
Jun02	011120	19.95	20.12	19.70	19.93	+0.49	3,454	26,639	-211
Jul02	011120	20.10	20.15	20.00	20.04	+0.43	703	12,162	-228
Aug02	011120	20.20	20.20	20.14	20.14	+0.39	726	12,006	+49
Sep02	011120	20.20	20.23	20.20	20.23	+0.35	460	11,662	+155
Total Volume and Open Interest							170,684	419,341	-25,839
Heating Oil(NYM)
Dec01	011120	54.50	54.80	53.40	53.76	+1.38	20,158	33,671	-2,148
Jan02	011120	55.15	55.70	54.40	54.72	+1.40	10,953	38,706	+17
Feb02	011120	55.50	56.25	54.80	55.17	+1.45	2,043	18,358	+72
Mar02	011120	55.10	55.70	54.40	54.77	+1.40	2,928	19,306	-371
Apr02	011120	54.30	55.20	54.10	54.32	+1.25	2,386	15,634	+1,136
May02	011120	54.20	54.70	53.77	53.77	+1.15	1,446	6,831	+176
Jun02	011120	54.40	54.80	54.00	54.02	+1.10	1,489	9,409	+440
Jul02	011120	55.10	55.50	54.67	54.67	+1.05	860	3,969	+66
Aug02	011120	55.80	56.30	55.30	55.42	+1.05	496	2,630	-351
Sep02	011120	56.75	57.10	56.32	56.32	+1.05	110	3,080	+9
Total Volume and Open Interest							44,842	165,692	-466
Unleaded Gas(NYM)
Dec01	011120	52.70	53.40	51.80	52.81	+2.02	12,683	27,982	-866
Jan02	011120	53.10	54.00	52.60	53.44	+1.90	6,539	23,275	+1,000
Feb02	011120	53.60	54.80	53.60	54.36	+1.86	1,080	9,133	+360
Mar02	011120	55.40	56.10	55.00	55.48	+1.78	312	11,386	+34
Apr02	011120	61.60	62.00	61.30	61.53	+1.73	411	12,273	+38
May02	011120	62.30	62.70	62.03	62.03	+1.68	291	12,814	+49
Jun02	011120	62.50	63.00	62.18	62.18	+1.68	476	8,679	+37
Jul02	011120	62.30	62.50	61.98	61.98	+1.68	45	6,143	+1
Total Volume and Open Interest							22,408	120,513	+1,095
Natural Gas(NYM)
Dec01	011120	2.810	2.870	2.680	2.852	+0.061	37,177	48,131	-3,370
Jan02	011120	3.020	3.060	2.870	3.041	+0.045	11,444	58,996	-345
Feb02	011120	3.030	3.110	2.935	3.081	+0.045	4,999	28,544	-306
Mar02	011120	3.040	3.090	2.930	3.066	+0.038	4,516	30,166	+331
Apr02	011120	2.990	3.040	2.920	3.026	+0.026	1,524	33,679	-490
May02	011120	3.025	3.080	2.940	3.068	+0.025	394	21,015	-75
Jun02	011120	3.090	3.108	3.000	3.108	+0.023	1,104	15,691	+182
Jul02	011120	3.110	3.146	3.100	3.146	+0.021	307	13,111	+75
Total Volume and Open Interest							70,747	479,622	-2,364
Brent Crude Oil(IPE)
Jan02	011120	17.79	19.12	17.79	18.75	+0.74	37,999	76,556	-5,896
Feb02	011120	17.90	19.07	17.88	18.74	+0.77	10,459	35,367	-1,629
Mar02	011120	18.04	19.04	18.04	18.72	+0.63	3,617	17,230	+123
Apr02	011120	18.42	19.04	18.15	18.78	+0.56	1,501	10,681	-498
May02	011120	18.55	19.13	18.55	18.88	+0.51	1,758	7,494	+390
Jun02	011120	18.68	19.15	18.40	18.97	+0.45	1,428	17,780	-519
Jul02	011120	18.80	19.20	18.80	19.08	+0.41	508	5,570	+18
Aug02	011120	18.83	19.19	18.83	19.19	+0.38	657	6,358	+3
Total Volume and Open Interest							59,684	215,798	-8,220
Gas Oil(IPE)
Dec01	011120	160.50	170.75	160.25	167.25	+11.75	12,790	43,237	-1,874
Jan02	011120	162.00	172.00	161.75	169.50	+12.25	8,610	29,225	-2,945
Feb02	011120	162.50	170.50	162.50	169.00	+12.00	1,028	10,070	-112
Mar02	011120	163.50	171.00	163.00	168.75	+11.75	101	6,901	-144
Apr02	011120	162.25	170.00	162.25	168.50	+11.75	891	6,420	-164
May02	011120	163.00	169.50	162.75	169.00	+11.50	191	3,770	-25
Jun02	011120	165.00	172.25	165.00	170.00	+11.00	2,348	14,029	+409
Jul02	011120	167.25	171.75	167.25	171.75	+11.00	400	1,489	-203
Total Volume and Open Interest							28,192	145,029	-3,425
US Dollar Index(NYBOT)
Dec01	011120	116.87	117.00	116.62	116.81	-0.33	606	12,031	-48
Mar02	011120	117.15	117.31	117.15	117.31	-0.32	23	2,089	+0
Jun02	011120	117.81	117.81	117.81	117.81	-0.32	0	11	+0
Total Volume and Open Interest							629	14,132	-48
Australian Dollar(IMM)
Dec01	011120	52.02	52.02	51.70	51.92	-0.19	2,550	24,062	-215
Mar02	011120	51.67	51.67	51.67	51.67	-0.19	37	477	+6
Jun02	011120	51.42	51.42	51.42	51.42	-0.19	0	12	+0
Total Volume and Open Interest							2,587	24,563	-209
British Pound(IMM)
Dec01	011120	141.48	142.06	141.36	141.78	+0.62	15,814	44,036	+4,223
Mar02	011120	140.80	141.30	140.74	141.04	+0.64	145	466	+130
Jun02	011120	140.30	140.30	140.30	140.30	+0.66	0	1	+0
Total Volume and Open Interest							15,959	44,503	+4,353
Canadian Dollar(IMM)
Dec01	011120	62.80	62.85	62.65	62.67	-0.35	12,859	74,685	+299
Mar02	011120	62.76	62.85	62.63	62.65	-0.35	916	5,913	+533
Jun02	011120	62.79	62.80	62.64	62.64	-0.35	38	1,784	+15
Sep02	011120	62.80	62.80	62.65	62.65	-0.35	4	629	-2
Total Volume and Open Interest							13,859	83,240	+838
Japanese Yen(IMM)
Dec01	011120	81.45	81.74	81.37	81.62	+0.37	12,723	99,706	+4,151
Mar02	011120	82.05	82.05	81.98	82.04	+0.37	18	1,174	+7
Jun02	011120	82.49	82.49	82.49	82.49	+0.37	0	72	+0
Total Volume and Open Interest							12,741	101,301	+4,158
Deutsche Mark(IMM)
Dec01	011120	45.10	45.10	45.10	45.10	+0.17	0	202	+0
Total Volume and Open Interest							0	202	+0
Swiss Franc(IMM)
Dec01	011120	60.48	60.73	60.42	60.62	+0.32	4,741	52,021	-916
Mar02	011120	60.50	60.70	60.50	60.63	+0.32	10	263	-6
Jun02	011120	60.67	60.67	60.67	60.67	+0.32	0	4	+0
Total Volume and Open Interest							4,751	52,311	-922
EuroFX(IMM)
Dec01	011120	88.11	88.35	88.03	88.21	+0.33	11,245	112,066	+2,612
Mar02	011120	88.01	88.07	87.90	87.94	+0.33	68	1,717	+30
Jun02	011120	87.68	87.88	87.68	87.75	+0.33	4	201	+0
Total Volume and Open Interest							11,319	114,081	+2,644
Mexican Peso(IMM)
Dec01	011120	10855.0	10875.0	10840.0	10865.0	-15.0	3,505	24,191	-753
Mar02	011120	10630.0	10640.0	10610.0	10640.0	-15.0	430	1,646	+160
Total Volume and Open Interest							3,940	27,027	-588
30-Year T-Bonds(CBOT)
Dec01	011120	105~30	106~15	104~27	104~30	-1~10	240,157	521,052	-21,628
Mar02	011120	104~27	105~13	103~26	103~29	-1~10	14,405	74,446	+4,605
Jun02	011120	102~28	102~28	102~28	102~28	-1~10	3,213	2,450	+1,747
Total Volume and Open Interest							257,775	597,948	-15,276
Municipal Bonds(CBOT)
Dec01	011120	105~12	105~21	104~25	104~27	-0~21	1,162	11,175	+57
Mar02	011120	104~11	104~11	103~19	103~22	-0~23	137	1,214	+21
Total Volume and Open Interest							1,299	12,389	+78
10-Year T-Notes(CBOT)
Dec01	011120	107~225	108~040	107~020	107~050	-0~235	336,986	600,294	-11,625
Mar02	011120	106~230	106~305	105~290	105~315	-0~235	30,611	85,006	+8,979
Total Volume and Open Interest							367,597	685,301	-2,646
5-Year T-Notes(CBOT)
Dec01	011120	107~195	107~250	107~045	107~095	-0~080	112,605	516,335	+12,301
Mar02	011120	106~150	106~205	106~010	106~050	-0~080	6,502	68,792	+1,319
Total Volume and Open Interest							119,107	585,127	+13,620
2 Year T-Notes(CBOT)
Dec01	011120	105~039	105~047	105~006	105~018	-0~015	10,225	73,396	+477
Mar02	011120	104~084	104~084	104~054	104~064	-0~016	13	735	-91
Total Volume and Open Interest							10,238	74,131	+386
3-Mth T-Bills(IMM)
Dec01	011120	98.15	98.16	98.12	98.12	+0.02	29	1,659	+1
Total Volume and Open Interest							30	1,661	+1
Eurodollars(IMM)
Dec01	011120	97.930	97.950	97.878	97.910	unch	131,831	888,801	+2,685
Mar02	011120	97.755	97.810	97.635	97.705	-0.035	212,513	692,454	-32,199
Jun02	011120	97.370	97.440	97.240	97.295	-0.055	227,687	642,475	-13,863
Sep02	011120	96.925	96.995	96.780	96.840	-0.050	174,858	494,427	-10,184
Dec02	011120	96.405	96.475	96.275	96.330	-0.045	147,292	461,007	+41,776
Mar03	011120	95.990	96.035	95.840	95.890	-0.050	51,499	291,879	+3,922
Jun03	011120	95.585	95.650	95.440	95.485	-0.060	42,188	199,105	-1,122
Sep03	011120	95.265	95.310	95.125	95.150	-0.080	23,007	174,158	-2,548
Dec03	011120	94.920	94.950	94.785	94.795	-0.095	9,937	162,363	-1,528
Mar04	011120	94.760	94.770	94.620	94.630	-0.100	17,209	137,956	-6,414
Jun04	011120	94.575	94.585	94.440	94.440	-0.105	9,381	116,771	-790
Sep04	011120	94.420	94.430	94.285	94.285	-0.105	13,831	113,822	+1,254
Total Volume and Open Interest							1,108,515	4,971,647	-58,681
3-Mth Euro-Yen(IMM)
Dec01	011120	99.90	99.90	99.90	99.90	-0.01	106	17,608	+96
Mar02	011120	99.86	99.86	99.86	99.86	unch	183	9,143	-63
Jun02	011120	99.87	99.88	99.87	99.87	-0.01	755	8,792	-374
Sep02	011120	99.85	99.85	99.85	99.85	unch	1	2,440	-105
Dec02	011120	99.81	99.81	99.81	99.81	unch	0	785	-148
Mar03	011120	99.77	99.77	99.77	99.77	unch	0	909	-150
Jun03	011120	99.75	99.75	99.75	99.75	-0.02	0	159	+0
Sep03	011120	99.69	99.69	99.69	99.69	-0.01	12	27	+12
Dec03	011120	99.63	99.63	99.63	99.63	unch	0	2	+0
Mar04	011120	99.57	99.57	99.57	99.57	unch	0	220	+0
Total Volume and Open Interest							1,057	40,085	-732
3-Mth Euro-Yen(SIMEX)
Dec01	011120	99.90	99.90	99.90	99.90	unch	1,556	90,134	+244
Mar02	011120	99.86	99.86	99.85	99.86	unch	2,212	77,466	+1,000
Jun02	011120	99.87	99.88	99.86	99.88	+0.01	65	56,103	-170
Sep02	011120	99.85	99.85	99.85	99.85	unch	195	26,304	-283
Dec02	011120	99.80	99.80	99.79	99.80	0.00	1,175	9,716	+583
Mar03	011120	99.76	99.76	99.76	99.76	-0.01	176	16,345	+89
Jun03	011120	99.75	99.75	99.75	99.75	0.00	0	15,954	+0
Sep03	011120	99.70	99.70	99.70	99.70	-0.01	510	7,181	+10
Total Volume and Open Interest							5,889	313,762	+1,473
Euro Notional Bond(MATIF)
Dec01	011120	91.16	91.43	91.00	91.16	+0.06	1,434	27,385	+585
Mar02	011120	91.26	91.26	91.26	91.26	+0.06
Jun02	011120	91.36	91.36	91.36	91.36	+0.06
Total Volume and Open Interest							1,434	27,385	+585
3-Month Euribor(MATIF)
Dec01	011120	96.70	96.70	96.70	96.70	unch	0	2,776	+0
Mar02	011120	96.90	96.90	96.90	96.90	unch	0	2,496	+0
Jun02	011120	96.85	96.85	96.85	96.85	+0.05	0	211	+0
Total Volume and Open Interest							0	6,273	+0
German Euro-Bund(EUREX)
Dec01	011120	110.67	110.85	110.32	110.43	-0.16	633,378	753,276	+3,067
Mar02	011120	110.55	110.62	110.25	110.26	-0.19	8,055	55,099	-837
Jun02	011120	109.48	109.48	109.48	109.48	-0.05	6,438	1,235	+0
Total Volume and Open Interest							647,871	809,610	+2,230
German Euro-Bobl(EUREX)
Dec01	011120	108.66	108.87	108.42	108.47	-0.15	553,376	546,618	-425
Mar02	011120	108.37	108.37	108.04	108.04	-0.16	9,914	44,785	+204
Jun02	011120	107.70	107.70	107.70	107.70	-0.15	5,374	814	+0
Total Volume and Open Interest							568,664	592,217	-221
Long Gilt(LIFFE)
Dec01	011120	117~01	117~04	116~20	116~26	+0~00	24,007	61,398	-2,955
Mar02	011120	116~18	116~18	116~09	116~09	0~00	2	164	+2
Total Volume and Open Interest							24,009	61,562	-2,953
3-Mth Short Sterling(LIFFE)
Dec01	011120	96.04	96.06	96.01	96.04	+0.03	21,851	0	+0
Mar02	011120	96.06	96.08	96.01	96.05	+0.04	34,254	0	+0
Jun02	011120	95.91	95.94	95.85	95.90	+0.06	20,256	0	+0
Total Volume and Open Interest							118,294
3-Mth Euribor(LIFFE)
Dec01	011120	96.695	96.715	96.675	96.695	unch	74,857	476,201	+27,468
Mar02	011120	96.920	96.955	96.870	96.910	+0.030	98,257	434,187	-10,848
Jun02	011120	96.885	96.935	96.830	96.875	+0.050	72,793	314,494	-838
Total Volume and Open Interest							370,795	1,970,069	+15,404
3-Mth Aus T-Bills(SFE)
Dec01	011120	95.77	95.77	95.74	95.76	+0.02	10,142	201,023	+139
Mar02	011120	95.78	95.83	95.78	95.82	+0.08	16,234	128,179	+3,810
Jun02	011120	95.68	95.68	95.62	95.68	+0.11	3,037	42,513	-2,441
Sep02	011120	95.46	95.46	95.39	95.45	+0.12	1,284	21,854	-18
Dec02	011120	95.24	95.24	95.15	95.21	+0.11	1,938	16,087	+533
Mar03	011120	95.04	95.04	94.97	95.00	+0.11	454	10,379	-373
Jun03	011120	94.82	94.85	94.81	94.82	+0.10	163	7,729	-432
Sep03	011120	94.66	94.67	94.66	94.67	+0.11	150	6,739	-63
Dec03	011120	94.52	94.57	94.52	94.56	+0.13	10	2,834	+0
Mar04	011120	94.45	94.45	94.45	94.45	+0.14	10	1,955	+0
Total Volume and Open Interest							33,432	442,601	+1,055
10-Year Aus T-Bonds(SFE)
Dec01	011120	94.33	94.34	94.19	94.22	+0.01	1,624	228,611	+13,009
Mar02	011120	94.28	94.28	94.28	94.28	+0.07
Total Volume and Open Interest							35,085	215,602	+6,446
3-Year Aus T-Bonds(SFE)
Dec01	011120	95.20	95.26	95.19	95.24	+0.12	69,792	571,700	-25,393
Mar02	011120	95.09	95.09	95.09	95.09	+0.12
Total Volume and Open Interest							69,792	571,700	-25,393
Gold(CMX)
Dec01	011120	273.5	274.0	272.8	273.2	+0.3	18,738	60,557	-1,252
Feb02	011120	274.0	274.7	273.5	274.0	+0.3	4,483	25,364	+2,556
Apr02	011120	274.4	275.7	274.0	274.7	+0.4	170	3,858	+11
Jun02	011120	275.4	275.8	274.8	275.3	+0.4	523	6,146	+162
Aug02	011120	275.1	276.0	275.1	276.0	+0.4	150	3,788	-120
Oct02	011120	276.7	276.7	276.7	276.7	+0.4	0	2,174	+0
Total Volume and Open Interest							24,425	115,761	+1,405
Silver(CMX)
Dec01	011120	406.5	407.5	404.0	405.0	-0.8	5,854	35,030	-194
Mar02	011120	410.0	411.0	407.5	408.4	-0.8	2,136	28,034	+343
May02	011120	411.0	411.0	409.0	410.1	-0.8	38	1,462	+30
Jul02	011120	413.0	414.0	412.0	412.0	-0.8	185	2,122	+53
Sep02	011120	413.8	413.8	413.8	413.8	-0.8	0	1,452	+0
Total Volume and Open Interest							8,304	75,023	+249
Platinum(NYM)
Jan02	011120	437.0	442.0	435.0	439.3	+2.3	778	5,837	+12
Apr02	011120	435.0	435.0	429.0	433.8	+1.8	0	164	+0
Jul02	011120	436.0	436.0	427.3	427.3	+1.8	6	58	+4
Oct02	011120	424.3	424.3	424.3	424.3	+1.8	0	55	+0
Total Volume and Open Interest							784	6,114	+16
Palladium(NYME)
Dec01	011120	336.00	338.00	329.00	330.10	-8.90	137	890	-67
Mar02	011120	341.00	341.00	327.00	331.35	-8.65	80	575	+17
Total Volume and Open Interest							217	1,465	-50
Copper(CMX)
Dec01	011120	67.60	68.05	67.20	67.30	-1.00	6,669	29,460	-1,118
Mar02	011120	68.60	68.95	68.15	68.15	-1.05	1,269	20,980	+222
May02	011120	69.05	69.35	68.65	68.65	-1.00	21	4,926	+9
Jul02	011120	69.55	69.85	69.15	69.15	-1.00	65	4,076	+5
Sep02	011120	70.00	70.00	69.60	69.60	-1.00	26	3,727	-6
Total Volume and Open Interest							9,029	83,510	-638
DJIA Index(CBOT)
Dec01	011120	9950	9987	9895	9905	-94	15,491	29,923	+455
Mar02	011120	9960	9985	9900	9909	-93	127	816	+8
Jun02	011120	9965	9965	9925	9925	-93	10	316	+1
Sep02	011120	9946	9946	9946	9946	-93	0	75	+0
Total Volume and Open Interest							15,628	31,238	+464
S & P 500(CME)
Dec01	011120	1149.00	1153.80	1142.50	1144.30	-9.80	61,987	486,157	-2,766
Mar02	011120	1150.50	1151.00	1145.60	1146.10	-9.90	5,239	61,405	+3,437
Jun02	011120	1149.60	1149.60	1149.60	1149.60	-9.50	20	5,693	-104
Sep02	011120	1154.10	1154.10	1154.10	1154.10	-9.70	85	445	+12
Total Volume and Open Interest							67,396	554,041	+553
S & P 500 E-Mini(Globex)
Dec01	011120	1154.25	1155.50	1142.25	1144.25	-9.75	173,058	241,286	+5,125
Mar02	011120	1149.00	1149.00	1146.00	1146.00	-10.00	5	94	+2
Total Volume and Open Interest							173,063	241,380	+5,127
NASDAQ 100(CME)
Dec01	011120	1610.00	1618.00	1548.00	1554.50	-73.50	12,933	61,060	+473
Mar02	011120	1610.00	1610.00	1561.50	1561.50	-73.50	0	8	+0
Jun02	011120	1568.50	1568.50	1568.50	1568.50	-73.50	0	2	+0
Total Volume and Open Interest							12,933	61,070	+473
NASDAQ 100 E-Mini(GLOBEX)
Dec01	011120	1627.5	1634.5	1548.0	1554.5	-73.5	123,653	116,328	+1,687
Mar02	011120	1561.5	1561.5	1561.5	1561.5	-73.5	0	5	+0
Total Volume and Open Interest							123,653	116,333	+1,687
NYSE Composite(NYBOT)
Dec01	011120	584.00	585.50	582.30	582.50	-3.75	1,437	6,003	-1,123
Mar02	011120	583.00	583.00	583.00	583.00	-3.75	0	640	+0
Jun02	011120	583.50	583.50	583.50	583.50	-3.75	0	300	+0
Total Volume and Open Interest							1,437	6,943	-1,123
S & P Midcap 400(CME)
Dec01	011120	483.50	485.00	479.15	479.75	-4.25	883	15,729	+104
Mar02	011120	480.75	480.75	480.75	480.75	-4.25
Jun02	011120	484.75	484.75	484.75	484.75	-4.25
Total Volume and Open Interest							883	15,729	+104
Russell 2000(CME)
Dec01	011120	457.00	460.50	454.25	455.00	-4.75	1,980	25,316	+593
Mar02	011120	455.70	455.70	455.70	455.70	-4.75
Jun02	011120	459.70	459.70	459.70	459.70	-4.75
Total Volume and Open Interest							1,980	25,316	+593
Value Line(KCBT)
Dec01	011120	1177.00	1177.00	1171.00	1175.00	-12.50	18	269	+4
Total Volume and Open Interest							18	269	+4
Nikkei 225(CME)
Dec01	011120	10650	10670	10520	10530	-270	1,632	15,682	-406
Mar02	011120	10545	10545	10545	10545	-270	1	44	+1
Total Volume and Open Interest							1,633	15,749	-405
Nikkei 225(SIMEX)
Dec01	011120	10790	10810	10540	10650	-65	12,135	104,821	-750
Mar02	011120	10645	10645	10645	10645	-65	1	430	+0
Jun02	011120	10600	10600	10600	10600	-65	0	24	+0
Total Volume and Open Interest							12,136	105,275	-750
CAC 40(MATIF)
Nov01	011120	4680.5	4698.0	4536.0	4595.0	-73.5	49,784	413,114	+4,451
Dec01	011120	4692.0	4704.0	4590.0	4606.5	-73.0	1,848	177,335	+1,015
Jan02	011120	4619.5	4619.5	4619.5	4619.5	-73.5	330	179	+160
Total Volume and Open Interest							51,970	681,412	+5,631
DAX Index(EUREX)
Dec01	011120	5143.0	5229.0	5083.5	5137.0	-62.0	49,569	159,388	-350
Mar02	011120	5170.0	5254.0	5090.0	5174.5	-62.0	451	14,324	+158
Jun02	011120	5288.0	5302.0	5186.5	5217.5	-63.0	225	2,696	+27
Total Volume and Open Interest							50,245	176,408	-165
FT-SE 100(LIFFE)
Dec01	011120	5380.00	5380.00	5271.00	5334.00	-13.00	35,384	331,222	-1,379
Mar02	011120	5348.00	5356.00	5288.50	5343.50	-13.00	300	28,629	+106
Jun02	011120	5385.00	5385.00	5308.50	5362.00	-14.00	527	16,259	+375
Total Volume and Open Interest							36,211	376,110	-898
SPI 200(SFE)
Dec01	011120	3353.0	3372.0	3351.0	3352.0	+5.0	8,207	145,313	+2,118
Mar02	011120	3367.0	3367.0	3357.0	3357.0	+5.0	5	2,172	-1
Jun02	011120	3365.0	3365.0	3365.0	3365.0	+7.0	3	1,539	+0
Total Volume and Open Interest							8,215	149,467	+2,117
GSCI(CME)
Dec01	011120	171.00	171.00	168.20	169.30	+2.60	16	16,309	+0
Jan02	011120	169.30	169.30	169.30	169.30	+2.60
Feb02	011120	169.30	169.30	169.30	169.30	+2.60
Total Volume and Open Interest							16	16,309	+0
Bridge CRB Index(NYBOT)
Jan02	011120	193.50	193.60	192.25	192.75	+0.75	30	175	+9
Feb02	011120	192.80	192.80	192.75	192.75	+0.75	1	137	+0
Apr02	011120	193.75	193.75	193.75	193.75	+0.75	0	8	+0
Total Volume and Open Interest							31	325	+9

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