MRCI's Free Historical Futures Prices for

MRCI's Free Historical Futures Prices

Daily Futures Price Listing Mon November 26, 2001
Most Recent Information							Previous Day
Mth	Date	Open	High	Low	Close	Change	Volume	Open Int	Change
Soybeans(CBOT)
Jan02	011126	450.25	451.00	440.00	441.25	-10.00	14,511	76,297	+1,399
Mar02	011126	453.50	454.00	442.25	443.25	-11.00	3,520	37,442	+640
May02	011126	458.00	458.00	446.00	446.75	-11.75	1,920	29,484	+610
Jul02	011126	462.50	462.50	451.00	451.75	-11.75	1,706	22,716	+353
Aug02	011126	461.50	461.50	451.25	451.25	-11.75	1	1,306	-1
Sep02	011126	455.00	455.50	451.00	451.00	-10.50	0	317	+0
Nov02	011126	465.00	465.00	454.00	454.25	-12.25	94	7,693	+18
Total Volume and Open Interest							21,752	175,277	+3,019
Soybean Meal(CBOT)
Dec01	011126	162.00	162.20	157.30	158.20	-4.20	6,180	25,714	-1,018
Jan02	011126	157.30	157.50	152.60	153.50	-4.20	3,892	26,551	+93
Mar02	011126	153.80	154.00	148.60	149.30	-4.70	3,136	26,841	+64
May02	011126	151.00	151.00	146.50	146.90	-4.20	2,184	25,011	-54
Jul02	011126	151.00	151.10	147.20	147.80	-3.30	2,373	23,521	+606
Aug02	011126	150.70	150.70	147.10	147.30	-3.40	12	5,966	+12
Sep02	011126	150.70	150.70	147.30	147.40	-2.90	363	5,318	-78
Oct02	011126	150.50	150.50	147.10	147.10	-2.50	19	2,764	+19
Total Volume and Open Interest							18,175	147,473	-356
Soybean Oil(CBOT)
Dec01	011126	16.43	16.46	16.18	16.29	-0.24	11,147	38,494	-645
Jan02	011126	16.60	16.62	16.33	16.42	-0.30	7,290	38,267	+597
Mar02	011126	16.85	16.85	16.58	16.64	-0.33	3,572	29,170	+1,012
May02	011126	17.04	17.05	16.76	16.85	-0.32	913	31,143	+195
Jul02	011126	17.25	17.25	16.97	17.05	-0.33	1,862	19,333	+619
Aug02	011126	17.30	17.30	17.10	17.15	-0.30	98	3,709	-21
Sep02	011126	17.30	17.33	17.18	17.20	-0.34	98	3,177	+25
Oct02	011126	17.40	17.40	17.28	17.28	-0.32	0	1,698	+0
Total Volume and Open Interest							25,023	170,882	+1,775
Canola(WCE)
Jan02	011126	356.5	356.5	347.5	348.0	-9.9	3,770	38,013	+496
Mar02	011126	354.5	354.5	346.5	346.9	-8.7	2,278	14,270	-333
May02	011126	350.0	350.0	347.0	347.0	-8.4	112	6,448	-37
Jul02	011126	349.0	349.0	347.0	347.0	-7.5	207	4,347	-203
Total Volume and Open Interest							6,415	68,001	-64
Corn(CBOT)
Dec01	011126	208.00	208.25	203.25	203.75	-4.50	16,730	145,390	-5,651
Jan02	011126	211.50	212.00	207.75	207.75	-4.50	32	1,028	+13
Mar02	011126	219.75	220.25	215.00	215.50	-4.75	9,400	191,993	+480
May02	011126	227.50	227.50	223.00	223.25	-4.25	1,604	49,401	+573
Jul02	011126	233.50	233.50	229.00	229.75	-4.00	1,014	44,087	+207
Sep02	011126	239.50	239.75	235.00	235.25	-4.00	59	8,530	+33
Total Volume and Open Interest							29,374	468,978	-4,232
Wheat(CBOT)
Dec01	011126	286.50	288.50	275.00	277.00	-12.00	8,759	37,352	-1,642
Mar02	011126	295.00	296.00	283.00	285.75	-10.50	7,580	53,806	+2,119
May02	011126	298.00	298.00	286.50	287.50	-10.25	372	6,423	+152
Jul02	011126	298.00	299.00	288.00	289.75	-9.25	561	11,234	+107
Sep02	011126	299.50	299.50	292.00	294.00	-8.50	0	506	+0
Total Volume and Open Interest							17,354	111,074	+761
Wheat(KCBT)
Dec01	011126	289.00	289.00	282.00	283.25	-6.25	4,734	24,052	-621
Mar02	011126	298.00	298.00	290.00	292.00	-6.50	1,696	37,864	+496
May02	011126	301.00	301.00	296.00	296.50	-7.50	148	7,872	+72
Jul02	011126	309.50	309.50	302.25	303.25	-6.75	154	6,911	-9
Sep02	011126	311.00	311.00	309.50	309.50	-6.50	0	2,037	+0
Total Volume and Open Interest							6,784	79,763	-17
Wheat(MGE)
Dec01	011126	304.50	304.50	296.00	296.50	-7.50	439	11,307	+14
Mar02	011126	316.50	316.50	308.00	308.75	-7.50	576	13,285	-49
May02	011126	325.00	325.00	316.00	316.75	-8.25	43	2,327	+16
Jul02	011126	327.50	327.75	323.50	323.75	-6.75	14	1,197	+5
Sep02	011126	333.00	333.00	331.00	331.00	-4.00	1	732	+0
Total Volume and Open Interest							1,073	29,297	-14
Oats(CBOT)
Dec01	011126	209.50	210.00	200.50	207.25	-2.75	491	5,178	+185
Mar02	011126	199.25	202.00	194.75	196.25	-3.25	607	6,702	+253
May02	011126	189.25	190.50	183.00	185.25	-3.75	87	2,299	-67
Jul02	011126	173.00	173.00	166.00	167.00	-4.75	49	1,028	+13
Total Volume and Open Interest							1,247	15,431	+394
Rough Rice(MCE)
Jan02	011126	4.08	4.19	4.06	4.13	+0.09	122	3,176	+36
Mar02	011126	4.32	4.44	4.31	4.36	+0.08	36	1,580	+15
May02	011126	4.69	4.69	4.57	4.58	+0.09	0	701	+0
Jul02	011126	4.87	4.87	4.79	4.79	+0.09	0	388	+0
Total Volume and Open Interest							158	6,013	+51
Live Cattle(CME)
Dec01	011126	67.550	67.800	67.025	67.425	-0.300	4,913	28,947	-916
Feb02	011126	69.950	70.000	69.250	69.625	-0.475	3,739	39,785	+266
Apr02	011126	72.050	72.050	71.400	71.775	-0.325	1,269	19,906	-235
Jun02	011126	68.675	68.700	68.150	68.625	-0.125	936	14,737	-100
Aug02	011126	68.450	68.575	68.125	68.525	-0.050	146	4,769	+32
Oct02	011126	70.350	70.750	70.350	70.750	-0.100	23	1,352	+20
Total Volume and Open Interest							11,058	109,862	-911
Feeder Cattle(CME)
Jan02	011126	84.350	84.500	83.575	84.250	-0.050	972	7,848	-18
Mar02	011126	83.150	83.250	82.375	82.950	-0.050	314	3,554	-5
Apr02	011126	83.250	83.250	82.250	83.050	-0.050	78	1,821	+2
May02	011126	82.650	82.850	82.125	82.625	-0.075	58	1,492	+19
Aug02	011126	84.350	84.450	83.900	84.300	-0.125	31	562	+4
Sep02	011126	83.900	84.250	83.900	84.250	-0.050	18	89	-4
Oct02	011126	84.200	84.200	84.200	84.200	unch	0	36	+0
Total Volume and Open Interest							1,471	15,402	-2
Lean Hogs(CME)
Dec01	011126	50.550	50.825	50.000	50.450	-0.175	3,163	15,331	-604
Feb02	011126	54.350	54.650	53.850	54.150	-0.075	1,583	11,625	-6
Apr02	011126	57.400	57.650	57.000	57.400	+0.075	223	3,769	+86
Jun02	011126	64.100	64.700	64.100	64.500	+0.625	30	1,153	+4
Jul02	011126	62.600	62.650	62.500	62.600	+0.200	6	407	+4
Aug02	011126	61.250	61.700	61.100	61.700	unch	2	269	+1
Oct02	011126	53.275	53.800	53.250	53.800	-0.025	1	293	+1
Dec02	011126	50.450	50.700	50.300	50.700	unch	0	21	+0
Total Volume and Open Interest							5,030	33,770	-510
Pork Bellies(CME)
Feb02	011126	74.800	75.300	74.100	75.050	+0.575	402	2,044	-49
Mar02	011126	74.300	75.000	74.050	74.600	+0.600	23	268	-1
May02	011126	76.400	76.400	76.400	76.400	+1.350	0	98	+0
Jul02	011126	76.500	76.500	76.500	76.500	+0.500	0	29	+0
Aug02	011126	76.500	76.500	76.500	76.500	+0.500	0	6	+0
Total Volume and Open Interest							425	2,445	-50
Cocoa(NYBOT)
Dec01	011126	1295	1339	1293	1325	+46	146	1,244	-91
Mar02	011126	1280	1320	1279	1305	+38	3,668	40,140	+602
May02	011126	1276	1313	1276	1297	+34	1,281	14,536	+270
Jul02	011126	1300	1300	1287	1287	+32	394	9,060	+203
Sep02	011126	1263	1292	1263	1277	+28	107	4,991	+84
Dec02	011126	1256	1256	1256	1256	+22	164	8,946	+142
Mar03	011126	1265	1270	1255	1255	+23	20	7,704	+0
Total Volume and Open Interest							5,785	93,726	+1,215
Coffee "C"(NYBOT)
Dec01	011126	46.75	47.70	45.60	45.75	-0.65	929	1,279	-578
Mar02	011126	51.00	51.90	49.60	49.75	-0.60	6,892	32,265	-424
May02	011126	53.00	53.60	51.70	51.70	-0.55	1,569	7,039	+503
Jul02	011126	54.90	55.50	53.40	53.40	-0.45	567	4,051	-201
Sep02	011126	56.60	57.00	54.90	54.90	-0.45	638	2,901	+63
Dec02	011126	58.50	59.00	56.85	56.85	-0.65	428	2,540	-57
Total Volume and Open Interest							11,098	50,671	-656
Orange Juice(NYBOT)
Jan02	011126	95.20	96.00	94.90	95.50	+1.30
Mar02	011126	97.20	97.70	97.00	97.35	+1.35
May02	011126	99.00	99.60	98.50	98.50	+1.10
Jul02	011126	99.50	99.50	99.50	99.50	+1.10
Sep02	011126	99.50	100.50	99.50	100.50	+1.10
Total Volume and Open Interest
Sugar #11(NYBOT)
Mar02	011126	7.52	7.62	7.42	7.57	+0.05	18,147	86,464	+1,763
May02	011126	7.02	7.12	6.96	7.08	+0.06	2,462	22,872	-43
Jul02	011126	6.54	6.62	6.48	6.58	+0.05	3,180	27,992	+574
Oct02	011126	6.46	6.52	6.42	6.49	+0.04	2,071	16,558	-46
Mar03	011126	6.58	6.60	6.56	6.60	+0.03	495	6,503	+298
Total Volume and Open Interest							26,468	165,736	+2,629
London Cocoa(LCE)
Dec01	011126	937	969	934	958	+22	993	22,274	-468
Mar02	011126	962	996	960	985	+23	1,503	66,222	+481
May02	011126	972	1002	970	992	+22	454	32,352	+118
Jul02	011126	974	1006	974	999	+22	269	21,280	+180
Sep02	011126	973	998	973	993	+23	168	11,958	+108
Dec02	011126	976	976	971	971	+26	190	5,332	+64
Mar03	011126	976	976	976	976	+26	0	5,312	+0
Total Volume and Open Interest							3,577	165,315	+483
London Coffee(LCE)
Nov01	011126	382.00	397.00	382.00	394.00	+7.00	52	343	-47
Jan02	011126	388.00	409.00	386.00	404.00	+16.00	4,151	35,799	-718
Mar02	011126	395.00	413.00	395.00	409.00	+13.00	1,413	22,458	-118
May02	011126	410.00	424.00	406.00	421.00	+13.00	98	18,575	-5
Jul02	011126	430.00	437.00	420.00	433.00	+13.00	6	14,090	+0
Sep02	011126	434.00	450.00	434.00	445.00	+13.00	15	11,844	+10
Total Volume and Open Interest							5,754	106,947	-863
London Sugar(LCE)
Dec01	011115	241.50	248.00	236.50	240.40	-1.10	3,820	4,096	-1,367
Mar02	011126	240.40	242.90	239.00	241.50	+2.00	1,288	22,694	-181
May02	011126	229.30	232.00	228.00	230.00	+1.50	70	8,071	+37
Aug02	011126	218.50	220.50	217.50	219.00	+1.50	66	9,543	+59
Oct02	011126	200.00	204.00	200.00	202.50	+1.50	3	4,499	+1
Total Volume and Open Interest							1,427	45,648	-84
Cotton(NYBOT)
Dec01	011126	33.70	34.10	33.60	33.78	-0.04
Mar02	011126	36.40	36.60	36.10	36.30	+0.17
May02	011126	37.50	37.55	37.35	37.49	+0.09
Jul02	011126	38.80	38.80	38.50	38.66	+0.09
Oct02	011126	40.80	40.80	40.55	40.55	-0.05
Dec02	011126	41.60	41.65	41.40	41.60	-0.15
Total Volume and Open Interest
Lumber(CME)
Jan02	011126	226.1	227.7	220.1	222.3	-3.8	149	1,639	-32
Mar02	011126	238.5	240.9	235.0	236.5	-0.8	14	357	+1
May02	011126	244.0	244.0	240.7	241.0	-2.9	2	141	+0
Jul02	011126	245.2	245.2	245.2	245.2	unch	0	13	+0
Total Volume and Open Interest							165	2,152	-31
Crude Oil(NYM)
Jan02	011126	18.80	18.95	18.35	18.69	-0.27	68,382	122,069	-3,577
Feb02	011126	19.00	19.15	18.65	18.88	-0.31	18,537	52,967	+202
Mar02	011126	19.10	19.25	18.80	19.03	-0.30	4,342	31,701	-767
Apr02	011126	19.02	19.40	19.02	19.17	-0.29	2,059	21,985	+716
May02	011126	19.50	19.50	19.31	19.31	-0.28	1,777	14,615	+696
Jun02	011126	19.40	19.60	19.30	19.44	-0.28	4,490	26,678	+175
Jul02	011126	19.55	19.57	19.55	19.56	-0.27	753	12,386	+339
Aug02	011126	19.68	19.68	19.66	19.66	-0.27	510	12,125	+129
Sep02	011126	19.75	19.76	19.75	19.76	-0.27	886	11,161	+48
Oct02	011126	19.88	19.88	19.85	19.85	-0.27	76	8,403	+51
Total Volume and Open Interest							112,844	407,280	-1,764
Heating Oil(NYM)
Dec01	011126	52.80	53.15	52.00	52.17	-1.25	16,497	28,364	-2,010
Jan02	011126	53.60	54.00	53.00	53.16	-1.19	11,506	39,593	+539
Feb02	011126	54.10	54.40	53.50	53.71	-1.14	4,352	19,050	+151
Mar02	011126	53.80	54.10	53.40	53.41	-1.04	2,847	20,923	+298
Apr02	011126	53.40	53.50	53.01	53.01	-0.94	2,361	16,327	+639
May02	011126	52.90	53.25	52.46	52.46	-0.89	303	7,058	+88
Jun02	011126	53.00	53.50	52.71	52.71	-0.84	444	9,406	+97
Jul02	011126	53.90	54.20	53.41	53.41	-0.79	826	4,138	+92
Aug02	011126	54.80	54.80	54.21	54.21	-0.74	523	2,962	+109
Sep02	011126	55.50	55.70	55.11	55.11	-0.74	346	3,296	+240
Total Volume and Open Interest							40,954	166,192	+630
Unleaded Gas(NYM)
Dec01	011126	52.10	53.00	51.15	52.17	-0.56	14,585	23,233	-1,674
Jan02	011126	52.50	53.50	51.75	52.68	-0.58	8,133	27,305	+2,099
Feb02	011126	53.40	54.05	52.90	53.53	-0.61	1,506	9,628	+349
Mar02	011126	54.15	55.10	54.15	54.58	-0.66	497	11,920	+108
Apr02	011126	60.40	60.58	60.40	60.58	-0.71	928	13,169	+13
May02	011126	61.08	61.08	61.08	61.08	-0.71	148	13,114	+52
Jun02	011126	61.23	61.23	61.23	61.23	-0.71	198	9,011	+62
Jul02	011126	61.08	61.08	61.08	61.08	-0.66	249	6,125	-168
Total Volume and Open Interest							26,553	121,877	+877
Natural Gas(NYM)
Dec01	011126	2.640	2.725	2.610	2.696	-0.117	36,644	41,054	-6,929
Jan02	011126	2.821	2.950	2.811	2.935	-0.056	15,872	61,410	+2,438
Feb02	011126	2.871	2.995	2.865	2.982	-0.054	5,891	28,771	+557
Mar02	011126	2.860	2.950	2.841	2.942	-0.063	4,695	31,608	-509
Apr02	011126	2.820	2.880	2.796	2.875	-0.070	5,038	33,939	+1,115
May02	011126	2.841	2.913	2.830	2.913	-0.070	8,628	24,968	+3,973
Jun02	011126	2.870	2.960	2.870	2.953	-0.070	310	15,462	+97
Jul02	011126	2.920	2.990	2.920	2.990	-0.070	2,221	12,457	-588
Total Volume and Open Interest							91,865	477,409	-5,320
Brent Crude Oil(IPE)
Jan02	011126	18.60	18.90	18.10	18.36	-0.92	26,756	76,765	-3,193
Feb02	011126	18.58	18.89	18.15	18.30	-0.93	7,126	40,471	+1,254
Mar02	011126	18.75	18.80	18.14	18.28	-0.93	2,010	19,687	+12
Apr02	011126	18.70	18.80	18.23	18.31	-0.92	377	9,807	-26
May02	011126	18.78	18.78	18.39	18.39	-0.91	61	7,565	+0
Jun02	011126	18.86	18.86	18.47	18.47	-0.90	150	17,971	-150
Jul02	011126	18.93	18.93	18.56	18.56	-0.88	160	5,996	-40
Aug02	011126	18.67	18.67	18.67	18.67	-0.84	50	6,715	+50
Total Volume and Open Interest							36,790	225,560	-1,993
Gas Oil(IPE)
Dec01	011126	164.00	164.75	160.00	162.50	-5.25	8,596	36,783	-1,828
Jan02	011126	165.50	166.50	161.75	164.25	-5.50	5,142	30,413	-252
Feb02	011126	166.00	167.00	162.75	165.00	-5.25	1,382	11,784	+711
Mar02	011126	167.50	167.50	164.50	165.75	-5.00	132	7,315	+82
Apr02	011126	167.50	167.50	164.75	165.75	-4.75	32	6,572	+0
May02	011126	166.25	166.25	166.25	166.25	-4.75	50	3,806	+0
Jun02	011126	167.25	167.25	166.00	167.25	-4.75	0	14,913	+0
Jul02	011126	167.75	169.50	167.75	169.00	-4.50	0	1,580	+0
Total Volume and Open Interest							15,434	144,783	-1,187
US Dollar Index(NYBOT)
Dec01	011126	117.02	117.38	116.97	117.17	-0.30	1,751	11,778	-285
Mar02	011126	117.50	117.83	117.50	117.65	-0.32	12	2,121	+23
Jun02	011126	118.13	118.13	118.13	118.13	-0.34	0	13	+2
Total Volume and Open Interest							1,763	13,913	-260
Australian Dollar(IMM)
Dec01	011126	51.78	51.95	51.66	51.80	+0.17	1,120	23,038	+248
Mar02	011126	51.60	51.60	51.45	51.54	+0.16	3	482	+2
Jun02	011126	51.28	51.28	51.28	51.28	+0.15	0	12	+0
Total Volume and Open Interest							1,123	23,544	+250
British Pound(IMM)
Dec01	011126	141.52	141.74	140.86	141.02	+0.10	5,802	42,753	-1,098
Mar02	011126	140.82	141.10	140.20	140.30	+0.12	22	587	+15
Jun02	011126	139.58	139.58	139.58	139.58	+0.14	0	1	+0
Total Volume and Open Interest							5,824	43,341	-1,083
Canadian Dollar(IMM)
Dec01	011126	62.51	62.53	62.42	62.49	-0.06	2,626	76,275	+437
Mar02	011126	62.50	62.52	62.40	62.48	-0.06	183	6,282	+58
Jun02	011126	62.49	62.50	62.45	62.48	-0.06	264	1,851	+29
Sep02	011126	62.52	62.52	62.49	62.49	-0.06	26	654	+23
Total Volume and Open Interest							3,165	85,365	+607
Japanese Yen(IMM)
Dec01	011126	80.75	80.81	80.54	80.67	+0.16	13,580	106,669	+4,489
Mar02	011126	81.15	81.17	80.97	81.09	+0.16	223	1,394	+94
Jun02	011126	81.42	81.54	81.42	81.54	+0.16	0	72	+0
Total Volume and Open Interest							13,803	108,484	+4,583
Deutsche Mark(IMM)
Dec01	011126	44.96	44.98	44.96	44.98	+0.10	8	194	-4
Total Volume and Open Interest							8	194	-4
Swiss Franc(IMM)
Dec01	011126	60.11	60.18	60.00	60.11	+0.11	11,234	52,433	+2,903
Mar02	011126	60.11	60.16	60.07	60.12	+0.11	17	321	+10
Jun02	011126	60.16	60.16	60.16	60.16	+0.11	0	6	+0
Total Volume and Open Interest							11,251	52,783	+2,913
EuroFX(IMM)
Dec01	011126	88.10	88.13	87.80	87.97	+0.20	14,367	111,215	+525
Mar02	011126	87.83	87.86	87.65	87.71	+0.20	130	2,005	+40
Jun02	011126	87.70	87.70	87.55	87.55	+0.22	1	212	+0
Total Volume and Open Interest							14,498	113,478	+515
Mexican Peso(IMM)
Dec01	011126	10875.0	10890.0	10845.0	10855.0	-17.0	383	24,961	-263
Mar02	011126	10650.0	10670.0	10642.5	10642.5	-9.5	3	1,681	+0
Total Volume and Open Interest							386	26,831	-263
30-Year T-Bonds(CBOT)
Dec01	011126	103~12	104~13	103~06	103~11	-0~04	91,956	503,484	+52
Mar02	011126	102~17	103~10	102~06	102~10	-0~03	8,287	97,588	+3,888
Jun02	011126	101~24	102~09	101~10	101~10	-0~03	37	5,492	+2
Total Volume and Open Interest							100,280	606,564	+3,942
Municipal Bonds(CBOT)
Dec01	011126	104~10	105~04	104~05	104~16	+0~06	423	11,015	-15
Mar02	011126	103~06	103~29	103~04	103~12	+0~06	80	1,345	-33
Total Volume and Open Interest							503	12,360	-48
10-Year T-Notes(CBOT)
Dec01	011126	106~040	106~270	106~000	106~025	unch	105,283	571,546	+4,729
Mar02	011126	105~030	105~200	104~265	104~275	-0~010	10,319	105,216	+3,265
Total Volume and Open Interest							115,602	676,763	+7,994
5-Year T-Notes(CBOT)
Dec01	011126	106~170	106~300	106~100	106~135	-0~005	37,175	516,766	+22,228
Mar02	011126	105~115	105~245	105~040	105~075	-0~015	5,190	80,937	+2,123
Total Volume and Open Interest							42,365	597,703	+24,351
2 Year T-Notes(CBOT)
Dec01	011126	104~096	104~118	104~090	104~094	+0~001	2,699	70,049	-843
Mar02	011126	104~011	104~029	104~000	104~002	-0~002	461	2,578	+120
Total Volume and Open Interest							3,160	72,627	-723
3-Mth T-Bills(IMM)
Dec01	011126	98.10	98.12	98.09	98.10	0.00	0	1,651	+0
Total Volume and Open Interest							0	1,653	+0
Eurodollars(IMM)
Dec01	011126	97.880	97.925	97.880	97.890	+0.005	48,310	894,697	+5,974
Mar02	011126	97.625	97.710	97.600	97.615	-0.010	65,255	703,811	-6,430
Jun02	011126	97.105	97.210	97.035	97.050	-0.035	99,526	641,451	-3,817
Sep02	011126	96.565	96.660	96.465	96.480	-0.075	72,356	500,668	-3,889
Dec02	011126	96.015	96.110	95.860	95.865	-0.135	55,221	479,656	-384
Mar03	011126	95.595	95.670	95.435	95.445	-0.135	19,283	289,557	-633
Jun03	011126	95.190	95.260	95.065	95.070	-0.110	10,349	205,795	+801
Sep03	011126	94.895	94.985	94.780	94.780	-0.105	9,395	176,069	-356
Dec03	011126	94.570	94.635	94.450	94.455	-0.090	5,294	159,363	+1,571
Mar04	011126	94.425	94.490	94.310	94.320	-0.075	4,270	134,252	-565
Jun04	011126	94.245	94.320	94.150	94.150	-0.065	4,961	111,386	-1,021
Sep04	011126	94.100	94.180	94.020	94.020	-0.055	3,825	109,069	+372
Total Volume and Open Interest							415,675	5,003,560	-7,479
3-Mth Euro-Yen(IMM)
Dec01	011126	99.90	99.90	99.90	99.90	-0.01	0	17,574	+361
Mar02	011126	99.85	99.85	99.85	99.85	-0.01	93	8,606	+38
Jun02	011126	99.86	99.86	99.86	99.86	-0.01	43	9,359	+28
Sep02	011126	99.84	99.85	99.84	99.85	unch	7	2,429	-5
Dec02	011126	99.80	99.80	99.80	99.80	-0.01	0	804	+0
Mar03	011126	99.75	99.75	99.75	99.75	-0.02	0	859	+0
Jun03	011126	99.75	99.75	99.75	99.75	-0.01	0	159	+0
Sep03	011126	99.69	99.69	99.69	99.69	-0.01	0	27	+0
Dec03	011126	99.63	99.63	99.63	99.63	unch	0	2	+0
Mar04	011126	99.57	99.57	99.57	99.57	unch	0	220	+0
Total Volume and Open Interest							143	40,039	+422
3-Mth Euro-Yen(SIMEX)
Dec01	011126	99.90	99.90	99.90	99.90	unch	719	91,788	+33
Mar02	011126	99.85	99.86	99.85	99.85	-0.01	359	77,190	+65
Jun02	011126	99.87	99.87	99.86	99.86	-0.01	438	55,761	+1
Sep02	011126	99.85	99.85	99.84	99.84	-0.01	100	26,189	-92
Dec02	011126	99.80	99.80	99.79	99.79	-0.01	0	10,844	-31
Mar03	011126	99.76	99.76	99.76	99.76	0.00	12	16,935	-8
Jun03	011126	99.75	99.75	99.75	99.75	unch	0	16,194	+0
Sep03	011126	99.69	99.69	99.69	99.69	-0.01	0	7,181	+0
Total Volume and Open Interest							1,828	316,641	-32
Euro Notional Bond(MATIF)
Dec01	011126	90.65	91.25	90.65	91.10	+0.40	718	27,479	+26
Mar02	011126	91.20	91.20	91.20	91.20	+0.40
Jun02	011126	91.30	91.30	91.30	91.30	+0.40
Total Volume and Open Interest							718	27,479	+26
3-Month Euribor(MATIF)
Dec01	011126	96.70	96.70	96.70	96.70	+0.05	0	2,776	+0
Mar02	011126	96.90	96.90	96.90	96.90	+0.05	0	2,496	+0
Jun02	011126	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	011126	110.12	110.41	110.05	110.29	+0.29	607,818	755,810	+24,080
Mar02	011126	109.82	110.11	109.80	110.03	+0.26	9,176	61,378	+828
Jun02	011126	109.34	109.34	109.34	109.34	+0.29	5,726	3,785	+2,195
Total Volume and Open Interest							622,720	820,973	+27,103
German Euro-Bobl(EUREX)
Dec01	011126	108.05	108.21	108.03	108.15	+0.15	387,636	543,079	+8,062
Mar02	011126	107.78	107.80	107.64	107.75	+0.15	9,319	57,197	+4,668
Jun02	011126	107.17	107.17	107.17	107.17	+0.15	790	1,297	+0
Total Volume and Open Interest							397,745	601,573	+12,730
Long Gilt(LIFFE)
Dec01	011126	116~14	116~20	116~07	116~16	+0~06	19,518	58,911	-151
Mar02	011126	116~02	116~12	116~00	116~08	+0~11	50	255	+50
Total Volume and Open Interest							19,568	59,166	-101
3-Mth Short Sterling(LIFFE)
Dec01	011126	96.05	96.07	96.03	96.05	+0.02	11,872	0	+0
Mar02	011126	96.05	96.07	96.00	96.05	+0.02	18,441	0	+0
Jun02	011126	95.85	95.87	95.79	95.85	+0.02	15,224	0	+0
Total Volume and Open Interest							80,550
3-Mth Euribor(LIFFE)
Dec01	011126	96.675	96.695	96.670	96.685	+0.020	51,475	451,269	+38
Mar02	011126	96.865	96.925	96.865	96.910	+0.050	67,507	431,783	+5,454
Jun02	011126	96.805	96.865	96.800	96.850	+0.055	60,084	311,297	+6,754
Total Volume and Open Interest							256,306	1,889,782	+18,657
3-Mth Aus T-Bills(SFE)
Dec01	011126	95.65	95.73	95.64	95.73	+0.07	6,156	171,092	+239
Mar02	011126	95.61	95.73	95.61	95.73	+0.09	8,272	119,680	+821
Jun02	011126	95.38	95.53	95.38	95.53	+0.10	1,255	44,096	+132
Sep02	011126	95.13	95.25	95.12	95.25	+0.09	336	22,086	-238
Dec02	011126	94.85	94.97	94.85	94.97	+0.08	294	16,764	-51
Mar03	011126	94.61	94.72	94.61	94.72	+0.07	111	10,767	-132
Jun03	011126	94.43	94.53	94.43	94.53	+0.06	38	7,887	-50
Sep03	011126	94.25	94.35	94.25	94.35	+0.04	141	6,752	-117
Dec03	011126	94.20	94.21	94.20	94.21	+0.06	60	2,715	+18
Mar04	011126	94.12	94.12	94.12	94.12	+0.05	0	1,965	+0
Total Volume and Open Interest							16,663	406,958	+622
10-Year Aus T-Bonds(SFE)
Dec01	011126	94.17	94.21	94.08	94.11	+0.03	1,508	221,116	-2,504
Mar02	011126	94.11	94.11	94.11	94.11	+0.06
Total Volume and Open Interest							10,509	223,620	+223,620
3-Year Aus T-Bonds(SFE)
Dec01	011126	94.86	94.97	94.81	94.97	+0.08	37,837	561,718	-7,635
Mar02	011126	94.76	94.76	94.76	94.76	+0.07	0	65	+0
Total Volume and Open Interest							37,837	561,783	-7,635
Gold(CMX)
Dec01	011126	272.8	272.8	272.2	272.5	-0.6	16,265	51,817	-4,544
Feb02	011126	273.3	274.1	273.1	273.5	-0.5	8,065	31,746	+2,572
Apr02	011126	274.5	275.0	274.0	274.1	-0.6	576	4,008	+43
Jun02	011126	275.5	275.5	274.5	274.7	-0.6	131	6,185	+59
Aug02	011126	276.0	276.0	275.3	275.4	-0.6	41	3,541	+20
Oct02	011126	276.1	276.1	276.1	276.1	-0.6	0	2,174	+0
Total Volume and Open Interest							26,015	114,045	-1,281
Silver(CMX)
Dec01	011126	404.5	406.0	402.0	402.8	-0.7	6,731	32,662	-1,045
Mar02	011126	409.5	409.5	405.0	405.7	-1.1	4,274	31,412	+1,971
May02	011126	410.5	410.5	407.5	407.5	-1.1	69	1,532	+28
Jul02	011126	413.0	413.5	409.4	409.4	-1.1	287	2,180	+57
Sep02	011126	411.2	411.2	411.2	411.2	-1.1	1	1,452	+0
Total Volume and Open Interest							11,419	76,352	+884
Platinum(NYM)
Jan02	011126	438.0	440.0	436.0	439.7	-2.3	646	5,729	-77
Apr02	011126	434.2	434.2	434.2	434.2	-2.3	220	372	+171
Jul02	011126	427.7	427.7	427.7	427.7	-2.3	2	60	+0
Oct02	011126	424.7	424.7	424.7	424.7	-2.3	0	55	+0
Total Volume and Open Interest							866	6,216	+94
Palladium(NYME)
Dec01	011126	335.00	335.00	330.00	333.00	-2.00	68	766	-64
Mar02	011126	331.00	333.00	330.00	333.00	-3.00	60	672	+59
Total Volume and Open Interest							128	1,438	-5
Copper(CMX)
Dec01	011126	68.90	69.20	68.25	68.30	+0.60	8,027	25,215	-3,683
Mar02	011126	69.65	70.00	69.10	69.15	+0.60	1,601	21,334	+395
May02	011126	70.40	70.40	69.65	69.65	+0.60	138	4,979	+27
Jul02	011126	70.60	70.60	70.15	70.15	+0.60	106	4,184	+26
Sep02	011126	70.60	70.60	70.60	70.60	+0.60	20	3,737	-6
Total Volume and Open Interest							11,380	79,874	-3,146
DJIA Index(CBOT)
Dec01	011126	9969	9998	9905	9970	-12	5,734	28,243	-423
Mar02	011126	9975	9995	9928	9973	-12	120	840	+42
Jun02	011126	9990	9990	9990	9990	-11	0	315	-1
Sep02	011126	10015	10015	10015	10015	-8	0	75	+0
Total Volume and Open Interest							5,854	29,581	-382
S & P 500(CME)
Dec01	011126	1152.50	1158.80	1146.50	1155.20	+2.20	21,027	473,385	-33
Mar02	011126	1154.00	1160.50	1151.00	1157.10	+2.20	876	71,147	+408
Jun02	011126	1160.70	1160.70	1160.70	1160.70	+2.20	401	6,393	+400
Sep02	011126	1165.70	1165.70	1165.70	1165.70	+2.20	5	438	-1
Total Volume and Open Interest							22,310	551,690	+774
S & P 500 E-Mini(Globex)
Dec01	011126	1152.50	1159.00	1146.25	1155.25	+2.25	57,065	242,703	+594
Mar02	011126	1155.00	1164.00	1144.00	1157.00	+2.00	0	105	+0
Total Volume and Open Interest							57,065	242,808	+594
NASDAQ 100(CME)
Dec01	011126	1592.00	1623.00	1582.00	1618.00	+38.50	5,987	59,068	-732
Mar02	011126	1624.50	1624.50	1624.50	1624.50	+38.50	65	464	+56
Jun02	011126	1631.00	1631.00	1631.00	1631.00	+38.00	0	2	+0
Total Volume and Open Interest							6,052	59,534	-676
NASDAQ 100 E-Mini(GLOBEX)
Dec01	011126	1579.0	1623.5	1575.0	1618.0	+38.5	44,091	115,260	-889
Mar02	011126	1591.0	1624.5	1591.0	1624.5	+38.5	0	5	+0
Total Volume and Open Interest							44,091	115,265	-889
NYSE Composite(NYBOT)
Dec01	011126	587.00	588.00	585.10	587.80	-0.35	1,130	5,884	+20
Mar02	011126	588.30	588.30	588.30	588.30	-0.35	0	640	+0
Jun02	011126	588.80	588.80	588.80	588.80	-0.35	0	300	+0
Total Volume and Open Interest							1,130	6,824	+20
S & P Midcap 400(CME)
Dec01	011126	484.50	489.50	482.50	488.00	+4.00	532	15,338	+20
Mar02	011126	489.00	489.00	489.00	489.00	+4.00
Jun02	011126	493.00	493.00	493.00	493.00	+4.00
Total Volume and Open Interest							532	15,338	+20
Russell 2000(CME)
Dec01	011126	460.00	462.50	457.75	460.50	+0.15	1,322	25,678	+444
Mar02	011126	461.20	461.20	461.20	461.20	+0.15
Jun02	011126	465.20	465.20	465.20	465.20	+0.15
Total Volume and Open Interest							1,322	25,678	+444
Value Line(KCBT)
Dec01	011126	1190.00	1193.50	1180.00	1192.50	+7.50	87	269	+0
Total Volume and Open Interest							87	269	+0
Nikkei 225(CME)
Dec01	011126	10970	11120	10965	11100	+275	805	15,717	-6
Mar02	011126	11050	11115	11050	11115	+275	1	45	+1
Total Volume and Open Interest							806	15,785	-5
Nikkei 225(SIMEX)
Dec01	011126	10900	11085	10840	11055	+370	8,141	104,490	-1,197
Mar02	011126	10980	11050	10980	11050	+370	0	500	+0
Jun02	011126	11005	11005	11005	11005	+370	0	24	+0
Total Volume and Open Interest							8,141	105,014	-1,197
CAC 40(MATIF)
Nov01	011126	4610.0	4645.0	4567.0	4570.0	-9.0	44,057	444,185	+17,465
Dec01	011126	4637.0	4650.0	4578.0	4581.0	-9.5	1,408	178,130	+105
Jan02	011126	4648.0	4652.0	4594.0	4594.0	-9.0	260	1,329	+0
Total Volume and Open Interest							45,966	712,928	+18,070
DAX Index(EUREX)
Dec01	011126	5205.0	5235.0	5117.5	5140.5	-28.5	37,852	157,812	+1,794
Mar02	011126	5243.0	5268.0	5159.5	5178.0	-28.5	1,705	15,836	+989
Jun02	011126	5262.5	5262.5	5209.0	5222.0	-29.0	117	2,795	-32
Total Volume and Open Interest							39,674	176,443	+2,751
FT-SE 100(LIFFE)
Dec01	011126	5359.50	5373.00	5283.50	5295.50	-7.00	38,918	333,204	+3,471
Mar02	011126	5366.00	5368.00	5297.50	5305.00	-7.50	761	27,438	-39
Jun02	011126	5376.00	5384.50	5321.50	5323.50	-7.00	105	17,336	-23
Total Volume and Open Interest							39,784	377,978	+3,409
SPI 200(SFE)
Dec01	011126	3350.0	3377.0	3349.0	3373.0	+25.0	4,311	142,661	-1,495
Mar02	011126	3365.0	3380.0	3365.0	3379.0	+26.0	20	2,159	-24
Jun02	011126	3388.0	3388.0	3388.0	3388.0	+27.0	0	1,539	+0
Total Volume and Open Interest							4,331	146,802	-1,519
GSCI(CME)
Dec01	011126	166.30	167.00	165.60	167.00	-3.00	1	16,304	-11
Jan02	011126	168.00	168.00	168.00	168.00	-2.00
Feb02	011126	169.00	169.00	169.00	169.00	-1.00
Total Volume and Open Interest							1	16,304	-11
Bridge CRB Index(NYBOT)
Jan02	011126	193.25	193.25	191.75	191.90	-1.15
Feb02	011126	192.00	192.00	191.90	191.90	-1.15
Apr02	011126	193.40	193.40	193.40	193.40	-1.15
Total Volume and Open Interest

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

Moore Research Center, Inc.

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