MRCI's Free Historical Futures Prices

Daily Futures Price Listing Tue November 27, 2001
Most Recent Information							Previous Day
Mth	Date	Open	High	Low	Close	Change	Volume	Open Int	Change
Soybeans(CBOT)
Jan02	011127	443.00	444.50	438.25	444.00	+2.75	43,643	72,719	-3,578
Mar02	011127	444.75	445.50	440.00	445.00	+1.75	10,117	38,319	+877
May02	011127	448.00	449.00	443.25	448.00	+1.25	4,476	29,678	+194
Jul02	011127	453.50	454.00	448.25	453.00	+1.25	2,727	22,892	+176
Aug02	011127	451.50	451.50	448.00	451.00	-0.25	86	1,360	+54
Sep02	011127	450.00	450.00	450.00	450.00	-1.00	10	321	+4
Nov02	011127	456.00	458.50	451.00	456.25	+2.00	465	7,812	+119
Total Volume and Open Interest							61,524	173,123	-2,154
Soybean Meal(CBOT)
Dec01	011127	158.50	159.00	157.20	158.90	+0.70	18,061	21,742	-3,972
Jan02	011127	153.60	154.40	152.20	154.30	+0.80	13,077	27,457	+906
Mar02	011127	149.30	150.10	147.70	149.80	+0.50	10,481	28,109	+1,268
May02	011127	147.20	148.00	146.00	147.90	+1.00	3,849	25,410	+399
Jul02	011127	147.90	148.90	146.80	148.80	+1.00	2,062	23,926	+405
Aug02	011127	147.80	148.40	147.30	148.40	+1.10	384	6,176	+210
Sep02	011127	147.60	148.40	147.30	148.20	+0.80	254	5,330	+12
Oct02	011127	147.50	147.80	147.20	147.60	+0.50	124	2,890	+126
Total Volume and Open Interest							49,018	147,004	-469
Soybean Oil(CBOT)
Dec01	011127	16.31	16.31	16.00	16.09	-0.20	15,410	26,666	-11,828
Jan02	011127	16.45	16.47	16.16	16.26	-0.16	10,034	40,198	+1,931
Mar02	011127	16.68	16.69	16.40	16.48	-0.16	7,544	31,452	+2,282
May02	011127	16.88	16.88	16.60	16.72	-0.13	2,168	31,360	+217
Jul02	011127	17.06	17.08	16.84	16.92	-0.13	2,096	19,011	-322
Aug02	011127	17.15	17.15	16.93	17.01	-0.14	247	3,659	-50
Sep02	011127	17.12	17.12	17.03	17.09	-0.11	82	3,177	+0
Oct02	011127	17.18	17.18	17.18	17.18	-0.10	12	1,686	-12
Total Volume and Open Interest							37,673	163,115	-7,767
Canola(WCE)
Jan02	011127	347.0	350.4	345.1	350.1	+2.1	8,838	37,851	-162
Mar02	011127	345.5	347.5	343.5	347.5	+0.6	4,197	15,558	+1,288
May02	011127	346.0	347.5	343.5	347.5	+0.5	420	6,208	-240
Jul02	011127	347.0	347.0	345.3	346.4	-0.6	349	4,298	-49
Total Volume and Open Interest							13,855	68,818	+817
Corn(CBOT)
Dec01	011127	203.75	204.25	202.75	203.75	unch	66,557	108,420	-36,970
Jan02	011127	208.25	208.25	207.00	207.75	unch	306	1,088	+60
Mar02	011127	215.25	216.00	214.50	215.75	+0.25	82,572	214,605	+22,612
May02	011127	222.75	223.50	222.25	223.25	unch	5,952	50,976	+1,575
Jul02	011127	229.25	230.00	228.50	229.75	unch	3,612	44,542	+455
Sep02	011127	235.50	235.50	234.75	235.25	unch	609	8,909	+379
Total Volume and Open Interest							162,109	457,904	-11,074
Wheat(CBOT)
Dec01	011127	277.50	280.50	275.00	279.50	+2.50	24,629	28,071	-9,281
Mar02	011127	284.75	288.00	282.00	286.25	+0.50	28,665	56,949	+3,143
May02	011127	287.00	289.50	285.50	288.50	+1.00	1,849	6,781	+358
Jul02	011127	289.50	292.50	287.00	289.75	unch	2,086	11,121	-113
Sep02	011127	293.50	293.50	293.50	293.50	-0.50	18	519	+13
Total Volume and Open Interest							57,736	105,257	-5,817
Wheat(KCBT)
Dec01	011127	283.00	285.00	281.00	284.00	+0.75	8,405	17,351	-6,701
Mar02	011127	291.50	292.00	287.00	291.75	+0.25	9,867	40,995	+3,131
May02	011127	296.50	298.00	293.00	297.00	+0.50	1,294	8,316	+444
Jul02	011127	303.25	303.50	298.75	301.50	-1.75	791	7,108	+197
Sep02	011127	307.00	307.00	307.00	307.00	-2.50	2	2,037	+0
Total Volume and Open Interest							20,514	76,894	-2,869
Wheat(MGE)
Dec01	011127	296.50	298.00	295.50	297.25	+0.75	5,079	8,249	-3,058
Mar02	011127	309.00	310.50	308.25	310.00	+1.25	4,511	15,569	+2,284
May02	011127	317.00	318.00	316.50	317.75	+1.00	553	2,263	-64
Jul02	011127	323.75	325.00	323.75	325.00	+1.25	184	1,203	+6
Sep02	011127	330.50	330.50	330.50	330.50	-0.50	296	887	+155
Total Volume and Open Interest							10,827	28,709	-588
Oats(CBOT)
Dec01	011127	207.00	212.50	203.50	212.50	+5.25	2,872	3,832	-1,346
Mar02	011127	195.00	199.50	194.00	199.00	+2.75	2,506	6,663	-39
May02	011127	182.50	186.00	182.00	186.00	+0.75	490	2,449	+150
Jul02	011127	164.50	165.00	162.25	164.75	-2.25	137	1,046	+18
Total Volume and Open Interest							6,101	14,231	-1,200
Rough Rice(MCE)
Jan02	011127	4.18	4.18	4.01	4.10	-0.03	445	3,063	-113
Mar02	011127	4.42	4.42	4.26	4.33	-0.03	361	1,709	+129
May02	011127	4.62	4.63	4.51	4.54	-0.04	12	713	+12
Jul02	011127	4.76	4.76	4.76	4.76	-0.03	10	395	+7
Total Volume and Open Interest							828	6,048	+35
Live Cattle(CME)
Dec01	011127	67.250	67.750	66.600	67.725	+0.300	6,907	26,708	-2,239
Feb02	011127	69.400	70.300	69.200	70.200	+0.575	5,187	39,827	+42
Apr02	011127	71.400	72.400	71.350	72.325	+0.550	1,487	19,459	-447
Jun02	011127	68.500	69.050	68.350	69.000	+0.375	1,148	14,376	-361
Aug02	011127	68.450	68.875	68.375	68.850	+0.325	265	4,699	-70
Oct02	011127	70.500	70.875	70.500	70.875	+0.125	31	1,374	+22
Total Volume and Open Interest							15,038	106,812	-3,050
Feeder Cattle(CME)
Jan02	011127	84.000	84.850	83.850	84.675	+0.425	1,140	7,644	-204
Mar02	011127	82.800	83.500	82.600	83.425	+0.475	515	3,447	-107
Apr02	011127	82.700	83.500	82.600	83.450	+0.400	408	1,810	-11
May02	011127	82.500	83.000	82.300	82.925	+0.300	105	1,498	+6
Aug02	011127	83.800	84.500	83.800	84.475	+0.175	31	576	+14
Sep02	011127	83.950	84.450	83.800	84.450	+0.200	12	82	-7
Oct02	011127	83.900	84.400	83.775	84.400	+0.200	0	36	+0
Total Volume and Open Interest							2,221	15,103	-299
Lean Hogs(CME)
Dec01	011127	50.450	50.450	49.300	50.100	-0.350	2,456	15,027	-304
Feb02	011127	53.900	54.450	53.250	54.325	+0.175	1,672	11,734	+109
Apr02	011127	57.300	57.400	56.750	57.300	-0.100	234	3,837	+68
Jun02	011127	64.500	65.000	64.300	64.875	+0.375	211	1,228	+75
Jul02	011127	62.600	62.750	62.500	62.750	+0.150	23	414	+7
Aug02	011127	61.500	61.575	61.250	61.575	-0.125	7	276	+7
Oct02	011127	53.725	53.725	53.725	53.725	-0.075	9	301	+8
Dec02	011127	50.700	50.700	50.700	50.700	unch	50	42	+21
Total Volume and Open Interest							4,756	33,817	+47
Pork Bellies(CME)
Feb02	011127	75.200	76.350	74.325	76.125	+1.075	397	2,048	+4
Mar02	011127	74.700	75.800	74.700	75.500	+0.900	26	267	-1
May02	011127	76.500	76.800	76.500	76.800	+0.400	0	98	+0
Jul02	011127	77.500	77.900	77.500	77.900	+1.400	1	29	+0
Aug02	011127	77.750	77.750	77.750	77.750	+1.250	0	6	+0
Total Volume and Open Interest							424	2,448	+3
Cocoa(NYBOT)
Dec01	011127	1310	1310	1285	1294	-31	309	1,017	-227
Mar02	011127	1305	1305	1268	1286	-19	4,182	39,787	-353
May02	011127	1292	1292	1268	1279	-18	829	14,631	+95
Jul02	011127	1282	1285	1255	1269	-18	271	9,176	+116
Sep02	011127	1274	1274	1250	1261	-16	424	5,204	+213
Dec02	011127	1241	1241	1241	1241	-15	27	8,963	+17
Mar03	011127	1235	1239	1235	1239	-16	160	7,704	+0
Total Volume and Open Interest							6,202	93,587	-139
Coffee "C"(NYBOT)
Dec01	011127	45.40	45.40	42.30	42.40	-3.35	526	974	-305
Mar02	011127	48.50	48.70	46.30	46.50	-3.25	6,066	32,313	+48
May02	011127	50.60	50.80	48.40	48.50	-3.20	1,505	6,454	-585
Jul02	011127	52.40	52.40	50.25	50.25	-3.15	617	3,995	-56
Sep02	011127	54.00	54.00	51.70	51.70	-3.20	738	3,207	+306
Dec02	011127	56.25	56.25	53.60	53.60	-3.25	71	2,583	+43
Total Volume and Open Interest							9,547	50,126	-545
Orange Juice(NYBOT)
Jan02	011127	95.75	96.20	95.15	96.00	+0.50	980	15,112	+15,112
Mar02	011127	97.40	97.70	97.00	97.70	+0.35	192	3,228	+3,228
May02	011127	98.50	98.75	98.50	98.75	+0.25	31	1,117	+1,117
Jul02	011127	99.50	99.75	99.50	99.75	+0.25	6	157	+157
Sep02	011127	100.00	100.75	100.00	100.75	+0.25	10	191	+191
Total Volume and Open Interest							1,220	21,194	+21,194
Sugar #11(NYBOT)
Mar02	011127	7.55	7.60	7.48	7.57	unch	18,541	84,148	-2,316
May02	011127	7.05	7.09	7.01	7.08	unch	3,075	23,926	+1,054
Jul02	011127	6.54	6.60	6.53	6.60	+0.02	4,590	27,272	-720
Oct02	011127	6.49	6.50	6.43	6.48	-0.01	2,106	16,644	+86
Mar03	011127	6.62	6.62	6.59	6.60	unch	320	6,678	+175
Total Volume and Open Interest							28,766	164,016	-1,720
London Cocoa(LCE)
Dec01	011127	967	972	940	949	-9	1,811	21,265	-1,009
Mar02	011127	993	999	965	975	-10	4,457	65,767	-455
May02	011127	1002	1004	972	981	-11	592	32,349	-3
Jul02	011127	1005	1011	981	988	-11	678	21,684	+404
Sep02	011127	975	984	975	982	-11	207	12,019	+61
Dec02	011127	977	979	962	962	-9	15	5,322	-10
Mar03	011127	980	980	965	965	-11	0	5,312	+0
Total Volume and Open Interest							7,768	164,306	-1,009
London Coffee(LCE)
Nov01	011127	395.00	395.00	386.00	386.00	-8.00	48	339	-4
Jan02	011127	400.00	404.00	387.00	390.00	-14.00	6,207	33,186	-2,613
Mar02	011127	406.00	410.00	393.00	397.00	-12.00	2,900	22,957	+499
May02	011127	416.00	421.00	407.00	410.00	-11.00	894	18,540	-35
Jul02	011127	430.00	431.00	419.00	422.00	-11.00	156	14,116	+26
Sep02	011127	442.00	442.00	429.00	432.00	-13.00	198	11,783	-61
Total Volume and Open Interest							10,483	104,809	-2,138
London Sugar(LCE)
Dec01	011115	241.50	248.00	236.50	240.40	-1.10	3,820	4,096	-1,367
Mar02	011127	242.30	243.00	240.60	243.00	+1.50	1,478	22,590	-104
May02	011127	230.00	231.20	229.00	231.20	+1.20	101	8,133	+62
Aug02	011127	218.70	219.20	218.20	219.20	+0.20	142	9,474	-69
Oct02	011127	202.00	203.80	202.00	203.80	+1.30	41	4,530	+31
Total Volume and Open Interest							1,770	45,572	-76
Cotton(NYBOT)
Dec01	011127	34.10	34.10	32.90	34.00	+0.22	1,215	479	+479
Mar02	011127	36.30	37.25	35.40	37.12	+0.82	3,334	30,350	+30,350
May02	011127	37.35	38.50	36.70	38.15	+0.66	602	7,457	+7,457
Jul02	011127	38.56	39.45	37.80	39.31	+0.65	759	7,414	+7,414
Oct02	011127	40.95	40.95	40.95	40.95	+0.40	13	339	+339
Dec02	011127	41.50	41.95	40.90	41.95	+0.35	343	4,737	+4,737
Total Volume and Open Interest							6,505	51,945	+51,945
Lumber(CME)
Jan02	011127	220.5	223.4	218.7	221.8	-0.5	284	1,683	+44
Mar02	011127	235.5	237.5	233.5	235.6	-0.9	36	366	+9
May02	011127	240.0	243.0	239.7	240.6	-0.4	6	135	-6
Jul02	011127	245.2	245.2	245.2	245.2	unch	0	13	+0
Total Volume and Open Interest							326	2,199	+47
Crude Oil(NYM)
Jan02	011127	18.68	19.80	18.60	19.48	+0.79	53,657	121,073	-996
Feb02	011127	18.85	19.95	18.83	19.64	+0.76	17,537	53,632	+665
Mar02	011127	19.05	19.93	19.00	19.74	+0.71	4,457	32,214	+513
Apr02	011127	19.30	20.05	19.30	19.84	+0.67	2,018	21,889	-96
May02	011127	19.62	19.95	19.57	19.94	+0.63	667	14,514	-101
Jun02	011127	19.60	20.23	19.55	20.04	+0.60	2,175	26,762	+84
Jul02	011127	19.75	20.25	19.75	20.13	+0.57	210	12,308	-78
Aug02	011127	19.90	20.35	19.90	20.20	+0.54	232	12,066	-59
Sep02	011127	20.10	20.27	20.10	20.27	+0.51	30	11,261	+100
Oct02	011127	20.20	20.40	20.20	20.34	+0.49	243	8,646	+243
Total Volume and Open Interest							84,035	407,737	+457
Heating Oil(NYM)
Dec01	011127	52.40	55.10	52.40	53.94	+1.77	18,238	24,136	-4,228
Jan02	011127	53.40	55.90	53.30	54.92	+1.76	10,721	41,340	+1,747
Feb02	011127	54.00	56.50	54.00	55.42	+1.71	4,200	19,684	+634
Mar02	011127	54.25	55.85	53.90	55.07	+1.66	1,421	20,888	-35
Apr02	011127	53.70	55.50	53.70	54.62	+1.61	579	16,432	+105
May02	011127	53.60	55.00	53.60	54.02	+1.56	432	7,135	+77
Jun02	011127	54.00	55.40	54.00	54.27	+1.56	533	9,493	+87
Jul02	011127	54.50	55.55	54.50	54.92	+1.51	98	4,208	+70
Aug02	011127	56.00	56.40	55.67	55.67	+1.46	54	2,957	-5
Sep02	011127	57.10	57.10	56.50	56.52	+1.41	55	3,289	-7
Total Volume and Open Interest							37,385	165,031	-1,161
Unleaded Gas(NYM)
Dec01	011127	52.50	54.75	52.30	53.81	+1.64	17,092	21,602	-1,631
Jan02	011127	52.80	55.30	52.80	54.44	+1.76	9,350	28,684	+1,379
Feb02	011127	53.80	55.90	53.80	55.31	+1.78	3,282	10,694	+1,066
Mar02	011127	54.75	56.75	54.75	56.36	+1.78	1,012	11,808	-112
Apr02	011127	61.40	62.65	61.40	62.36	+1.78	600	13,165	-4
May02	011127	61.65	63.10	61.65	62.81	+1.73	471	13,223	+109
Jun02	011127	61.85	62.91	61.85	62.91	+1.68	624	8,871	-140
Jul02	011127	62.71	62.71	62.71	62.71	+1.63	623	6,247	+122
Total Volume and Open Interest							33,407	122,751	+874
Natural Gas(NYM)
Dec01	011127	2.570	2.620	2.530	2.606	-0.090	40,617	38,363	-2,691
Jan02	011127	2.900	2.960	2.870	2.951	+0.016	24,178	60,665	-745
Feb02	011127	2.940	3.006	2.925	3.006	+0.024	10,854	30,907	+2,136
Mar02	011127	2.910	2.972	2.890	2.972	+0.030	5,962	31,548	-60
Apr02	011127	2.870	2.911	2.800	2.911	+0.036	2,743	34,577	+638
May02	011127	2.880	2.949	2.860	2.949	+0.036	1,768	24,755	-213
Jun02	011127	2.880	2.987	2.880	2.987	+0.034	520	15,820	+358
Jul02	011127	2.950	3.024	2.945	3.024	+0.034	156	12,470	+13
Total Volume and Open Interest							94,808	476,203	-1,206
Brent Crude Oil(IPE)
Jan02	011127	18.48	19.22	18.15	19.02	+0.66	32,166	73,298	-3,467
Feb02	011127	18.40	19.14	18.15	18.95	+0.65	11,586	40,560	+89
Mar02	011127	18.37	19.05	18.23	18.89	+0.61	3,763	20,814	+1,127
Apr02	011127	18.36	19.05	18.33	18.92	+0.61	248	9,779	-28
May02	011127	18.43	19.00	18.40	19.00	+0.61	369	7,640	+75
Jun02	011127	18.50	19.23	18.40	19.08	+0.61	253	17,945	-26
Jul02	011127	18.57	19.16	18.57	19.16	+0.60	7	5,996	+0
Aug02	011127	19.24	19.24	19.24	19.24	+0.57	0	6,715	+0
Total Volume and Open Interest							48,685	223,262	-2,298
Gas Oil(IPE)
Dec01	011127	164.75	167.75	161.25	167.25	+4.75	9,563	35,899	-884
Jan02	011127	165.00	169.50	163.00	169.50	+5.25	6,370	31,054	+641
Feb02	011127	165.50	170.00	164.50	170.00	+5.00	2,258	11,861	+77
Mar02	011127	166.00	170.00	164.75	170.00	+4.25	227	7,323	+8
Apr02	011127	166.25	170.00	165.00	170.00	+4.25	149	6,672	+100
May02	011127	166.75	170.50	166.75	170.50	+4.25	0	3,806	+0
Jun02	011127	167.00	171.75	166.50	171.75	+4.50	701	14,852	-61
Jul02	011127	169.50	173.25	169.50	173.25	+4.25	124	1,604	+24
Total Volume and Open Interest							19,547	144,700	-83
US Dollar Index(NYBOT)
Dec01	011127	117.36	117.39	116.93	116.98	-0.19	332	11,188	-590
Mar02	011127	117.90	117.90	117.38	117.46	-0.19	53	2,169	+48
Jun02	011127	117.96	117.96	117.96	117.96	-0.17	0	13	+0
Total Volume and Open Interest							385	13,371	-542
Australian Dollar(IMM)
Dec01	011127	52.23	52.33	52.12	52.28	+0.48	1,006	22,709	-329
Mar02	011127	51.90	52.02	51.90	52.02	+0.48	85	541	+59
Jun02	011127	51.76	51.76	51.76	51.76	+0.48	0	12	+0
Total Volume and Open Interest							1,091	23,274	-270
British Pound(IMM)
Dec01	011127	140.76	141.52	140.70	141.32	+0.30	4,072	42,673	-80
Mar02	011127	140.30	140.86	140.10	140.62	+0.32	91	617	+30
Jun02	011127	139.10	140.04	139.10	140.04	+0.46	0	1	+0
Total Volume and Open Interest							4,163	43,291	-50
Canadian Dollar(IMM)
Dec01	011127	62.77	62.83	62.61	62.70	+0.21	4,743	77,215	+940
Mar02	011127	62.77	62.82	62.59	62.68	+0.20	421	6,686	+404
Jun02	011127	62.71	62.74	62.61	62.69	+0.21	38	1,843	-8
Sep02	011127	62.76	62.80	62.62	62.71	+0.22	16	663	+9
Total Volume and Open Interest							5,266	86,703	+1,338
Japanese Yen(IMM)
Dec01	011127	80.73	80.94	80.62	80.74	+0.07	7,371	106,733	+64
Mar02	011127	81.12	81.34	81.09	81.16	+0.07	82	1,425	+31
Jun02	011127	81.61	81.61	81.61	81.61	+0.07	3	72	+0
Total Volume and Open Interest							7,456	108,579	+95
Deutsche Mark(IMM)
Dec01	011127	45.08	45.08	45.08	45.08	+0.10	18	194	+0
Total Volume and Open Interest							18	194	+0
Swiss Franc(IMM)
Dec01	011127	60.01	60.37	59.95	60.29	+0.18	6,541	52,859	+426
Mar02	011127	60.04	60.35	60.02	60.30	+0.18	84	340	+19
Jun02	011127	60.34	60.34	60.34	60.34	+0.18	0	6	+0
Total Volume and Open Interest							6,625	53,228	+445
EuroFX(IMM)
Dec01	011127	87.79	88.21	87.72	88.16	+0.19	12,340	108,588	-2,627
Mar02	011127	87.51	87.94	87.51	87.89	+0.18	800	2,744	+739
Jun02	011127	87.73	87.73	87.73	87.73	+0.18	6	215	+3
Total Volume and Open Interest							13,146	111,593	-1,885
Mexican Peso(IMM)
Dec01	011127	10835.0	10850.0	10755.0	10765.0	-90.0	1,737	24,621	-340
Mar02	011127	10620.0	10620.0	10552.5	10552.5	-89.5	50	1,636	-45
Total Volume and Open Interest							1,794	26,453	-378
30-Year T-Bonds(CBOT)
Dec01	011127	103~12	104~01	102~23	103~21	+0~10	270,563	464,957	-38,527
Mar02	011127	102~10	102~30	101~22	102~19	+0~09	66,091	127,398	+29,810
Jun02	011127	101~08	101~20	100~26	101~18	+0~08	113	5,431	-61
Total Volume and Open Interest							336,768	597,787	-8,777
Municipal Bonds(CBOT)
Dec01	011127	104~12	105~00	104~09	104~25	+0~09	553	10,847	-168
Mar02	011127	103~10	103~23	103~04	103~19	+0~07	150	1,359	+14
Total Volume and Open Interest							703	12,206	-154
10-Year T-Notes(CBOT)
Dec01	011127	106~050	106~295	105~170	106~220	+0~195	337,820	519,522	-52,024
Mar02	011127	104~300	105~200	104~100	105~140	+0~185	118,718	155,324	+50,108
Total Volume and Open Interest							456,538	674,847	-1,916
5-Year T-Notes(CBOT)
Dec01	011127	106~040	107~000	105~305	106~275	+0~140	104,784	468,973	-47,793
Mar02	011127	104~295	105~250	104~230	105~205	+0~130	32,870	110,480	+29,543
Total Volume and Open Interest							137,654	579,453	-18,250
2 Year T-Notes(CBOT)
Dec01	011127	104~082	105~000	104~060	104~119	+0~026	9,795	66,825	-3,224
Mar02	011127	103~112	104~028	103~102	104~028	+0~027	4,826	5,828	+3,250
Total Volume and Open Interest							14,621	72,653	+26
3-Mth T-Bills(IMM)
Dec01	011127	98.06	98.17	98.06	98.17	+0.07	18	1,659	+8
Total Volume and Open Interest							19	1,662	+9
Eurodollars(IMM)
Dec01	011127	97.870	97.980	97.860	97.978	+0.088	79,798	890,987	-3,710
Mar02	011127	97.560	97.800	97.525	97.785	+0.170	162,790	689,619	-14,192
Jun02	011127	96.980	97.300	96.900	97.285	+0.235	158,517	634,191	-7,260
Sep02	011127	96.400	96.690	96.290	96.655	+0.175	117,913	502,217	+1,549
Dec02	011127	95.775	96.060	95.675	96.010	+0.145	122,552	488,862	+9,206
Mar03	011127	95.340	95.600	95.250	95.560	+0.115	53,859	293,000	+3,443
Jun03	011127	94.990	95.200	94.895	95.170	+0.100	29,573	206,803	+1,008
Sep03	011127	94.670	94.900	94.600	94.865	+0.085	24,658	173,884	-2,185
Dec03	011127	94.365	94.545	94.290	94.540	+0.085	12,835	158,403	-960
Mar04	011127	94.210	94.430	94.210	94.400	+0.080	18,277	130,510	-3,742
Jun04	011127	94.070	94.270	94.010	94.225	+0.075	9,154	107,482	-3,904
Sep04	011127	93.940	94.120	93.935	94.090	+0.070	18,993	99,934	-9,135
Total Volume and Open Interest							871,538	4,969,757	-33,803
3-Mth Euro-Yen(IMM)
Dec01	011127	99.90	99.90	99.90	99.90	-0.01	64	17,586	+12
Mar02	011127	99.84	99.84	99.83	99.83	-0.02	524	8,840	+234
Jun02	011127	99.86	99.86	99.85	99.85	-0.02	410	9,238	-121
Sep02	011127	99.82	99.82	99.82	99.82	-0.03	153	2,476	+47
Dec02	011127	99.79	99.79	99.79	99.79	-0.01	0	804	+0
Mar03	011127	99.75	99.75	99.75	99.75	-0.01	1	859	+0
Jun03	011127	99.74	99.74	99.74	99.74	-0.01	0	261	+102
Sep03	011127	99.69	99.69	99.69	99.69	-0.01	0	27	+0
Dec03	011127	99.63	99.63	99.63	99.63	unch	0	2	+0
Mar04	011127	99.57	99.57	99.57	99.57	unch	0	220	+0
Total Volume and Open Interest							1,152	40,313	+274
3-Mth Euro-Yen(SIMEX)
Dec01	011127	99.90	99.90	99.89	99.90	unch	487	90,736	-1,052
Mar02	011127	99.85	99.85	99.83	99.83	-0.01	1,532	77,836	+646
Jun02	011127	99.86	99.87	99.85	99.86	0.00	444	56,136	+375
Sep02	011127	99.84	99.84	99.82	99.83	-0.01	83	26,120	-69
Dec02	011127	99.79	99.79	99.78	99.79	0.00	916	11,424	+580
Mar03	011127	99.76	99.76	99.75	99.75	-0.01	336	16,918	-17
Jun03	011127	99.75	99.75	99.74	99.74	-0.01	374	16,494	+300
Sep03	011127	99.68	99.68	99.67	99.68	-0.02	12	7,191	+10
Total Volume and Open Interest							4,184	317,414	+773
Euro Notional Bond(MATIF)
Dec01	011127	90.55	90.85	89.90	90.10	-1.00	438	26,506	-973
Mar02	011127	90.20	90.20	90.20	90.20	-1.00
Jun02	011127	90.30	90.30	90.30	90.30	-1.00
Total Volume and Open Interest							438	26,506	-973
3-Month Euribor(MATIF)
Dec01	011127	96.65	96.65	96.65	96.65	-0.05	0	2,776	+0
Mar02	011127	96.80	96.80	96.80	96.80	-0.10	0	2,496	+0
Jun02	011127	96.70	96.70	96.70	96.70	-0.15	0	211	+0
Total Volume and Open Interest							0	6,273	+0
German Euro-Bund(EUREX)
Dec01	011127	110.08	110.14	109.06	109.32	-0.97	511,324	705,913	-49,897
Mar02	011127	109.76	109.91	108.86	109.09	-0.94	11,997	64,640	+3,262
Jun02	011127	108.37	108.37	108.37	108.37	-0.97	3,440	3,760	-25
Total Volume and Open Interest							526,761	774,313	-46,660
German Euro-Bobl(EUREX)
Dec01	011127	108.02	108.06	107.32	107.44	-0.71	378,214	503,994	-39,085
Mar02	011127	107.54	107.60	106.91	106.98	-0.77	4,888	59,035	+1,838
Jun02	011127	106.46	106.46	106.46	106.46	-0.71	1,343	1,297	+0
Total Volume and Open Interest							384,445	564,326	-37,247
Long Gilt(LIFFE)
Dec01	011127	116~06	116~12	115~14	115~18	-0~30	25,094	56,670	-2,241
Mar02	011127	115~31	116~04	115~07	115~10	-0~30	4,894	4,607	+4,352
Total Volume and Open Interest							29,988	61,277	+2,111
3-Mth Short Sterling(LIFFE)
Dec01	011127	96.04	96.06	95.98	96.00	-0.05	22,041	0	+0
Mar02	011127	96.03	96.03	95.88	95.90	-0.15	28,977	0	+0
Jun02	011127	95.81	95.82	95.60	95.61	-0.24	18,791	0	+0
Total Volume and Open Interest							97,356
3-Mth Euribor(LIFFE)
Dec01	011127	96.665	96.685	96.635	96.645	-0.040	37,954	451,936	+667
Mar02	011127	96.880	96.910	96.775	96.820	-0.090	52,683	426,188	-5,595
Jun02	011127	96.830	96.840	96.680	96.715	-0.135	46,708	310,221	-1,076
Total Volume and Open Interest							210,907	1,886,393	-3,389
3-Mth Aus T-Bills(SFE)
Dec01	011127	95.70	95.72	95.68	95.72	-0.01	6,000	159,590	-11,502
Mar02	011127	95.71	95.75	95.69	95.74	+0.01	8,841	117,439	-2,241
Jun02	011127	95.49	95.56	95.49	95.55	+0.02	1,967	43,981	-115
Sep02	011127	95.20	95.26	95.20	95.26	+0.01	612	22,319	+233
Dec02	011127	94.92	94.97	94.92	94.96	-0.01	612	16,901	+137
Mar03	011127	94.69	94.70	94.69	94.70	-0.02	331	10,860	+93
Jun03	011127	94.47	94.51	94.47	94.51	-0.02	214	7,913	+26
Sep03	011127	94.34	94.34	94.34	94.34	-0.01	243	6,764	+12
Dec03	011127	94.16	94.21	94.16	94.21	unch	14	2,721	+6
Mar04	011127	94.11	94.11	94.11	94.11	-0.01	10	1,965	+0
Total Volume and Open Interest							18,854	393,607	-13,351
10-Year Aus T-Bonds(SFE)
Dec01	011127	94.17	94.28	94.09	94.27	+0.10	2,607	231,698	+10,582
Mar02	011127	94.10	94.10	94.10	94.10	-0.02
Total Volume and Open Interest							16,768	221,116	-2,504
3-Year Aus T-Bonds(SFE)
Dec01	011127	94.90	94.98	94.89	94.97	unch	49,141	550,592	-11,126
Mar02	011127	94.76	94.76	94.76	94.76	unch	200	265	+200
Total Volume and Open Interest							49,341	550,857	-10,926
Gold(CMX)
Dec01	011127	272.7	273.6	272.4	273.4	+0.9	18,622	46,025	-5,792
Feb02	011127	273.5	274.4	273.2	274.3	+0.8	12,717	36,960	+5,214
Apr02	011127	274.7	275.5	274.0	275.0	+0.9	803	4,354	+346
Jun02	011127	275.0	276.2	274.5	275.6	+0.9	646	6,393	+208
Aug02	011127	276.4	276.4	276.4	276.4	+1.0	5	3,541	+0
Oct02	011127	277.2	277.2	277.2	277.2	+1.1	0	2,174	+0
Total Volume and Open Interest							33,232	114,188	+143
Silver(CMX)
Dec01	011127	404.0	405.0	402.5	404.0	+1.2	12,445	26,043	-6,619
Mar02	011127	406.5	408.0	405.5	406.7	+1.0	11,121	35,970	+4,558
May02	011127	411.0	411.0	408.5	408.5	+1.0	45	1,561	+29
Jul02	011127	412.5	412.5	410.0	410.4	+1.0	495	2,466	+286
Sep02	011127	412.2	412.2	412.2	412.2	+1.0	0	1,452	+0
Total Volume and Open Interest							24,253	74,704	-1,648
Platinum(NYM)
Jan02	011127	444.5	444.5	438.0	438.4	-1.3	200	5,706	-23
Apr02	011127	434.2	434.2	434.2	434.2	unch	26	392	+20
Jul02	011127	427.7	427.7	427.7	427.7	unch	0	60	+0
Oct02	011127	424.7	424.7	424.7	424.7	unch	0	55	+0
Total Volume and Open Interest							226	6,213	-3
Palladium(NYME)
Dec01	011127	337.00	339.00	335.00	335.75	+2.75	120	676	-90
Mar02	011127	336.00	336.00	336.00	336.00	+3.00	120	770	+98
Jun02	011127	310.00	310.00	310.00	310.00
Copper(CMX)
Dec01	011127	70.50	71.00	69.70	70.35	+2.05	9,178	23,506	-1,709
Mar02	011127	71.40	71.90	70.65	71.35	+2.20	4,484	22,816	+1,482
May02	011127	71.75	72.00	71.35	71.85	+2.20	71	4,981	+2
Jul02	011127	72.80	72.80	71.75	72.35	+2.20	920	4,442	+258
Sep02	011127	73.00	73.50	72.40	72.80	+2.20	52	3,725	-12
Total Volume and Open Interest							15,719	80,139	+265
DJIA Index(CBOT)
Dec01	011127	9936	9999	9830	9880	-90	13,229	28,711	+468
Mar02	011127	9950	10000	9839	9883	-90	109	853	+13
Jun02	011127	9899	9899	9899	9899	-91	0	315	+0
Sep02	011127	9920	9920	9920	9920	-95	0	75	+0
Total Volume and Open Interest							13,339	30,062	+481
S & P 500(CME)
Dec01	011127	1152.30	1164.80	1140.70	1150.50	-4.70	60,079	464,524	-8,861
Mar02	011127	1153.00	1165.00	1144.00	1152.30	-4.80	11,898	81,574	+10,427
Jun02	011127	1155.80	1155.80	1155.80	1155.80	-4.90	66	6,381	-12
Sep02	011127	1160.50	1160.50	1160.50	1160.50	-5.20	79	453	+15
Total Volume and Open Interest							72,122	553,259	+1,569
S & P 500 E-Mini(Globex)
Dec01	011127	1155.50	1164.75	1140.75	1150.50	-4.75	198,769	241,859	-844
Mar02	011127	1155.50	1161.00	1144.00	1152.25	-4.75	20	99	-6
Total Volume and Open Interest							198,789	241,958	-850
NASDAQ 100(CME)
Dec01	011127	1611.00	1648.00	1576.00	1616.00	-2.00	16,219	60,080	+1,012
Mar02	011127	1604.00	1623.00	1594.00	1623.00	-1.50	114	497	+33
Jun02	011127	1630.00	1630.00	1630.00	1630.00	-1.00	0	2	+0
Total Volume and Open Interest							16,333	60,579	+1,045
NASDAQ 100 E-Mini(GLOBEX)
Dec01	011127	1617.0	1648.0	1576.5	1616.0	-2.0	170,815	120,241	+4,981
Mar02	011127	1600.0	1635.5	1600.0	1623.0	-1.5	3	8	+3
Total Volume and Open Interest							170,818	120,249	+4,984
NYSE Composite(NYBOT)
Dec01	011127	586.50	590.00	581.30	584.50	-3.25	280	5,624	-260
Mar02	011127	586.00	586.00	585.00	585.00	-3.25	0	640	+0
Jun02	011127	585.50	585.50	585.50	585.50	-3.25	0	300	+0
Total Volume and Open Interest							280	6,564	-260
S & P Midcap 400(CME)
Dec01	011127	488.00	492.50	484.25	488.50	+0.50	602	15,494	+156
Mar02	011127	489.50	489.50	489.50	489.50	+0.50
Jun02	011127	493.50	493.50	493.50	493.50	+0.50
Total Volume and Open Interest							602	15,494	+156
Russell 2000(CME)
Dec01	011127	460.00	464.75	457.50	460.75	+0.25	1,440	26,042	+364
Mar02	011127	461.45	461.45	461.45	461.45	+0.25	1	1	+1
Jun02	011127	465.45	465.45	465.45	465.45	+0.25
Total Volume and Open Interest							1,441	26,043	+365
Value Line(KCBT)
Dec01	011127	1185.00	1197.50	1182.00	1191.00	-1.50	15	267	-2
Total Volume and Open Interest							15	267	-2
Nikkei 225(CME)
Dec01	011127	10925	10990	10830	10860	-240	1,893	15,759	+42
Mar02	011127	10875	10875	10875	10875	-240	1	46	+1
Total Volume and Open Interest							1,894	15,828	+43
Nikkei 225(SIMEX)
Dec01	011127	11050	11185	10885	10905	-150	12,863	105,974	+1,484
Mar02	011127	11000	11000	10900	10900	-150	6	503	+3
Jun02	011127	10855	10855	10855	10855	-150	0	24	+0
Total Volume and Open Interest							12,869	106,501	+1,487
CAC 40(MATIF)
Nov01	011127	4589.5	4600.5	4474.0	4485.0	-85.0	99,032	461,478	+17,293
Dec01	011127	4600.0	4602.0	4485.0	4496.0	-85.0	48,353	221,875	+43,745
Jan02	011127	4611.0	4620.0	4505.0	4509.0	-85.0	260	1,393	+64
Total Volume and Open Interest							147,805	773,685	+60,757
DAX Index(EUREX)
Dec01	011127	5134.0	5162.0	4978.5	5060.5	-80.0	56,866	154,752	-3,060
Mar02	011127	5158.0	5184.0	5026.0	5097.5	-80.5	4,052	15,779	-57
Jun02	011127	5212.0	5212.0	5063.5	5139.5	-82.5	46	2,776	-19
Total Volume and Open Interest							60,964	173,307	-3,136
FT-SE 100(LIFFE)
Dec01	011127	5321.00	5347.00	5242.50	5273.00	-22.50	33,118	339,021	+5,817
Mar02	011127	5310.00	5349.50	5261.00	5283.00	-22.00	250	27,556	+118
Jun02	011127	5339.00	5373.00	5295.00	5302.00	-21.50	1,039	18,301	+965
Total Volume and Open Interest							34,407	384,878	+6,900
SPI 200(SFE)
Dec01	011127	3366.0	3381.0	3348.0	3356.0	-17.0	10,134	134,618	-8,043
Mar02	011127	3379.0	3380.0	3362.0	3362.0	-17.0	150	2,142	-17
Jun02	011127	3370.0	3370.0	3370.0	3370.0	-18.0	51	1,539	+0
Total Volume and Open Interest							10,335	138,742	-8,060
GSCI(CME)
Dec01	011127	166.00	171.80	166.00	171.80	+4.80	12	16,304	+0
Jan02	011127	171.80	171.80	171.80	171.80	+3.80
Feb02	011127	171.80	171.80	171.80	171.80	+2.80
Total Volume and Open Interest							12	16,304	+0
Bridge CRB Index(NYBOT)
Jan02	011127	192.00	192.50	191.50	192.25	+0.35	30	207	+207
Feb02	011127	192.00	192.25	192.00	192.25	+0.35	2	138	+138
Apr02	011127	193.00	193.00	193.00	193.00	-0.40	0	8	+8
Total Volume and Open Interest							32	358	+358

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