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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 Thu November 29, 2001
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan02 011129 436.50 438.50 434.50 436.50 +1.00 34,552 70,699 -696
Mar02 011129 438.00 440.50 436.00 438.25 +1.75 9,278 39,232 +723
May02 011129 440.00 443.75 439.75 441.25 +1.25 4,756 30,522 +567
Jul02 011129 446.50 448.75 444.25 446.00 +1.25 3,410 23,151 +669
Aug02 011129 448.50 448.50 445.00 445.75 +1.25 259 1,600 +232
Sep02 011129 445.00 445.00 445.00 445.00 -1.00 82 264 -58
Nov02 011129 452.00 453.00 448.50 450.25 +1.00 1,334 8,350 +363
Total Volume and Open Interest 53,671 173,841 +1,800
Soybean Meal(CBOT)
Dec01 011129 156.50 156.60 155.40 156.20 unch 12,913 15,146 -4,035
Jan02 011129 151.50 152.30 150.50 151.80 +0.40 15,874 30,602 +1,494
Mar02 011129 147.30 148.70 147.00 148.60 +0.90 9,851 32,329 +1,811
May02 011129 146.30 147.30 145.80 147.10 +0.90 5,021 26,567 +555
Jul02 011129 147.10 148.00 146.80 147.80 +0.70 2,603 24,790 +402
Aug02 011129 147.50 148.20 147.00 147.50 +0.90 271 6,577 +141
Sep02 011129 147.50 148.00 146.80 147.90 +1.30 460 5,387 +17
Oct02 011129 147.50 147.70 146.30 147.10 +1.00 279 3,074 +171
Total Volume and Open Interest 48,092 151,003 +962
Soybean Oil(CBOT)
Dec01 011129 15.80 15.95 15.74 15.76 -0.02 14,449 15,032 -5,715
Jan02 011129 15.99 16.14 15.93 15.95 -0.01 16,622 41,946 +909
Mar02 011129 16.20 16.37 16.15 16.16 -0.03 7,863 34,724 +1,232
May02 011129 16.45 16.58 16.37 16.38 -0.03 2,017 31,356 +218
Jul02 011129 16.67 16.80 16.60 16.60 -0.03 1,542 19,463 +276
Aug02 011129 16.82 16.90 16.71 16.71 -0.03 306 4,096 +249
Sep02 011129 16.90 16.90 16.81 16.81 -0.02 11 3,183 +1
Oct02 011129 17.10 17.10 16.85 16.85 -0.05 9 1,695 +9
Total Volume and Open Interest 43,061 157,516 -2,827
Canola(WCE)
Jan02 011129 346.5 349.5 346.5 348.8 +1.6 3,349 34,966 -178
Mar02 011129 344.5 346.5 344.5 346.4 +1.1 2,349 16,882 +882
May02 011129 345.0 345.4 344.6 345.4 +0.8 87 6,295 +55
Jul02 011129 344.0 345.2 344.0 345.2 +1.1 170 4,466 +133
Total Volume and Open Interest 5,991 67,513 +903
Corn(CBOT)
Dec01 011129 198.50 201.00 198.25 199.75 +1.00 57,815 68,942 -23,836
Jan02 011129 204.00 205.25 203.00 204.00 +1.25 350 1,272 +209
Mar02 011129 210.25 213.00 210.25 211.75 +1.25 74,406 231,783 +13,187
May02 011129 218.25 220.25 217.75 219.25 +1.25 12,933 56,176 +4,028
Jul02 011129 224.75 227.00 224.75 226.25 +1.25 5,097 45,929 +1,284
Sep02 011129 232.50 234.50 231.00 234.00 +2.25 1,898 10,438 +1,315
Total Volume and Open Interest 157,998 445,818 -2,330
Wheat(CBOT)
Dec01 011129 273.50 276.25 272.25 273.25 -1.25 14,233 15,336 -6,163
Mar02 011129 282.50 284.50 281.00 281.75 -0.25 23,113 65,106 +2,877
May02 011129 284.50 286.75 284.00 284.25 +0.25 1,300 7,951 +289
Jul02 011129 285.50 288.50 285.00 286.00 unch 1,944 11,953 +91
Sep02 011129 291.00 292.50 290.00 290.00 -0.50 42 554 +30
Total Volume and Open Interest 40,707 102,743 -2,870
Wheat(KCBT)
Dec01 011129 281.50 283.00 280.00 280.25 -0.75 9,083 7,872 -4,158
Mar02 011129 288.50 289.50 287.50 287.75 +0.75 8,263 45,882 +2,338
May02 011129 292.00 294.50 292.00 292.75 +1.25 1,171 9,339 +266
Jul02 011129 297.50 299.50 296.00 296.75 -0.50 570 7,809 +269
Sep02 011129 305.00 306.00 304.50 304.50 +1.50 80 2,077 +30
Total Volume and Open Interest 19,169 74,068 -1,253
Wheat(MGE)
Dec01 011129 292.00 293.50 291.00 292.50 -1.00 4,688 3,651 -2,125
Mar02 011129 307.00 307.50 305.50 306.25 -0.50 5,124 18,974 +2,337
May02 011129 315.00 315.00 313.50 313.50 -1.00 151 2,258 +48
Jul02 011129 320.00 321.25 320.00 320.75 +0.25 323 1,464 +251
Sep02 011129 326.75 328.50 326.75 328.00 +1.25 39 920 +33
Total Volume and Open Interest 10,365 27,813 +549
Oats(CBOT)
Dec01 011129 213.75 219.00 208.00 216.50 +2.50 896 2,636 -627
Mar02 011129 200.25 207.25 199.00 205.50 +5.75 1,351 7,334 +176
May02 011129 185.00 192.00 184.75 191.75 +7.00 153 2,458 +32
Jul02 011129 164.25 172.50 164.25 172.25 +7.25 181 1,096 +54
Total Volume and Open Interest 2,590 13,776 -362
Rough Rice(MCE)
Jan02 011129 3.95 3.98 3.93 3.98 +0.01 362 3,167 +121
Mar02 011129 4.20 4.20 4.16 4.20 unch 175 1,714 +0
May02 011129 4.38 4.40 4.38 4.40 unch 17 713 -1
Jul02 011129 4.62 4.62 4.60 4.62 unch 34 392 -3
Total Volume and Open Interest 593 6,168 +136
Live Cattle(CME)
Dec01 011129 67.800 68.425 67.550 67.875 +0.200 7,809 21,906 -1,735
Feb02 011129 70.450 71.350 70.300 70.575 +0.175 7,557 40,218 -370
Apr02 011129 72.450 72.975 72.150 72.475 +0.050 3,396 18,542 -797
Jun02 011129 69.200 69.750 69.050 69.225 -0.125 1,550 13,200 -368
Aug02 011129 69.000 69.550 69.000 69.050 +0.050 270 4,716 -16
Oct02 011129 71.100 71.700 71.100 71.400 +0.250 28 1,426 +19
Total Volume and Open Interest 20,639 100,415 -3,242
Feeder Cattle(CME)
Jan02 011129 85.050 85.600 84.850 85.275 +0.100 1,901 7,226 -288
Mar02 011129 83.900 84.500 83.650 84.050 +0.100 750 3,596 +48
Apr02 011129 83.800 84.400 83.650 84.100 +0.150 247 1,800 -12
May02 011129 83.325 83.800 83.250 83.450 +0.150 203 1,486 -9
Aug02 011129 84.700 84.950 84.350 84.650 -0.100 69 592 +10
Sep02 011129 84.700 84.700 84.650 84.650 -0.100 10 89 -1
Oct02 011129 84.650 84.650 84.650 84.650 unch 4 37 +1
Total Volume and Open Interest 3,184 14,829 -251
Lean Hogs(CME)
Dec01 011129 49.800 49.950 48.875 49.525 -0.850 3,631 12,982 -900
Feb02 011129 54.700 54.750 53.875 54.425 -0.425 3,060 12,571 +85
Apr02 011129 57.600 58.000 57.200 57.950 +0.275 700 3,796 +24
Jun02 011129 64.950 65.000 64.400 64.875 -0.025 144 1,267 +0
Jul02 011129 62.550 62.650 62.350 62.650 -0.125 57 460 +32
Aug02 011129 61.300 61.700 61.000 61.700 unch 8 284 +7
Oct02 011129 53.550 53.550 53.150 53.550 -0.150 8 297 -4
Dec02 011129 50.300 50.450 50.250 50.450 -0.050 1 42 +0
Total Volume and Open Interest 7,663 32,725 -717
Pork Bellies(CME)
Feb02 011129 78.800 78.900 77.600 78.650 -0.125 953 2,229 +110
Mar02 011129 78.500 78.600 77.650 78.250 unch 39 263 -1
May02 011129 79.500 79.900 79.500 79.900 +0.100 12 106 +8
Jul02 011129 80.000 80.250 79.550 80.250 -0.150 1 29 +1
Aug02 011129 79.800 79.800 79.800 79.800 unch 1 7 +1
Total Volume and Open Interest 1,006 2,634 +119
Cocoa(NYBOT)
Dec01 011129 1345 1350 1326 1350 +52 68 916 -45
Mar02 011129 1307 1353 1307 1349 +54 4,053 38,959 -326
May02 011129 1300 1342 1300 1338 +51 419 14,843 +295
Jul02 011129 1315 1328 1310 1328 +52 115 9,209 +86
Sep02 011129 1285 1315 1284 1315 +49 653 5,404 +86
Dec02 011129 1257 1289 1257 1289 +43 35 8,948 -35
Mar03 011129 1260 1287 1260 1287 +43 103 7,638 -26
Total Volume and Open Interest 5,546 93,122 +135
Coffee "C"(NYBOT)
Dec01 011129 42.00 42.80 42.00 42.00 -0.40 171 501 -288
Mar02 011129 46.25 46.50 45.30 45.60 -0.65 5,594 33,006 +463
May02 011129 48.25 48.50 47.50 47.65 -0.55 2,009 7,575 +430
Jul02 011129 50.10 50.50 49.40 49.40 -0.60 582 3,990 -139
Sep02 011129 51.90 52.00 50.90 50.90 -0.60 243 3,392 +129
Dec02 011129 53.90 53.90 52.90 52.90 -0.50 107 2,626 +63
Total Volume and Open Interest 8,811 51,741 +658
Orange Juice(NYBOT)
Jan02 011129 94.70 95.00 94.10 94.55 -0.75 414 15,545 +87
Mar02 011129 96.35 96.60 96.25 96.50 -0.70 23 3,321 +9
May02 011129 97.75 97.75 97.75 97.75 -0.70 5 1,151 +1
Jul02 011129 98.75 98.75 98.75 98.75 -0.70 0 177 +0
Sep02 011129 99.75 99.75 99.75 99.75 -0.70 10 201 +0
Total Volume and Open Interest 452 21,784 +97
Sugar #11(NYBOT)
Mar02 011129 7.58 7.72 7.52 7.70 +0.14 9,496 86,601 +1,926
May02 011129 7.08 7.18 7.05 7.17 +0.12 2,099 23,091 -157
Jul02 011129 6.60 6.67 6.57 6.66 +0.09 1,859 27,361 -109
Oct02 011129 6.51 6.55 6.48 6.55 +0.06 995 16,395 -384
Mar03 011129 6.60 6.64 6.60 6.64 +0.03 216 6,493 +58
Total Volume and Open Interest 14,767 165,396 +1,421
London Cocoa(LCE)
Dec01 011129 956 990 952 984 +33 1,918 19,103 -1,008
Mar02 011129 983 1018 980 1012 +34 2,383 66,012 -461
May02 011129 986 1026 986 1021 +37 492 32,459 -197
Jul02 011129 991 1030 991 1027 +37 1,114 22,433 +344
Sep02 011129 988 1020 988 1018 +34 295 12,138 +102
Dec02 011129 970 995 969 990 +29 25 5,369 +12
Mar03 011129 972 992 972 992 +28 134 5,437 +120
Total Volume and Open Interest 6,361 163,539 -1,088
London Coffee(LCE)
Nov01 011129 380.00 390.00 380.00 386.00 -1.00 57 98 -130
Jan02 011129 386.00 395.00 385.00 392.00 unch 1,516 31,378 -762
Mar02 011129 398.00 401.00 393.00 400.00 +2.00 1,685 23,942 +663
May02 011129 405.00 413.00 405.00 412.00 +2.00 190 18,792 +151
Jul02 011129 423.00 425.00 420.00 424.00 +1.00 775 14,688 +438
Sep02 011129 434.00 436.00 433.00 435.00 +1.00 108 11,920 +32
Total Volume and Open Interest 4,544 104,997 +575
London Sugar(LCE)
Dec01 011115 241.50 248.00 236.50 240.40 -1.10 3,820 4,096 -1,367
Mar02 011129 243.00 245.00 242.10 244.80 +3.10 1,572 23,227 +228
May02 011129 231.20 232.80 231.20 232.30 +2.10 141 8,172 +3
Aug02 011129 220.00 220.90 218.50 220.30 +1.90 365 9,725 -18
Oct02 011129 203.10 206.00 203.10 204.30 +1.30 183 4,647 +36
Total Volume and Open Interest 2,272 46,687 +260
Cotton(NYBOT)
Dec01 011129 37.00 37.00 35.80 36.70 +0.92 245 233 -114
Mar02 011129 38.40 39.10 38.10 38.96 +1.18 8,363 31,184 +980
May02 011129 39.35 40.10 39.20 40.03 +1.13 1,441 7,679 +320
Jul02 011129 40.40 40.85 40.30 40.85 +0.85 1,207 7,503 +18
Oct02 011129 42.20 42.45 41.90 42.45 -0.05 1 340 +1
Dec02 011129 43.05 43.50 43.05 43.50 +0.80 168 4,669 -75
Total Volume and Open Interest 11,457 52,898 +1,109
Lumber(CME)
Jan02 011129 225.9 228.8 225.0 227.0 +0.6 454 1,654 -4
Mar02 011129 240.5 241.9 239.0 241.5 +2.0 79 390 +11
May02 011129 245.5 245.5 245.5 245.5 +1.4 8 133 -2
Jul02 011129 246.0 246.0 246.0 246.0 +0.5 2 15 +2
Total Volume and Open Interest 543 2,194 +7
Crude Oil(NYM)
Jan02 011129 19.20 19.26 18.50 18.62 -0.60 91,757 120,871 -568
Feb02 011129 19.48 19.60 18.80 18.94 -0.56 43,283 51,500 -4,996
Mar02 011129 19.65 19.70 19.15 19.16 -0.48 19,101 36,694 +3,200
Apr02 011129 19.72 19.83 19.30 19.35 -0.41 4,761 21,926 -256
May02 011129 19.87 20.10 19.50 19.50 -0.38 2,776 13,438 -1,270
Jun02 011129 20.15 20.15 19.64 19.64 -0.36 7,268 25,389 -1,827
Jul02 011129 20.07 20.07 19.75 19.75 -0.36 867 12,148 -1,011
Aug02 011129 20.25 20.25 19.84 19.84 -0.35 1,105 12,121 -1,047
Sep02 011129 20.00 20.00 19.93 19.93 -0.34 207 11,344 +61
Oct02 011129 20.35 20.35 20.02 20.02 -0.33 516 9,040 +52
Total Volume and Open Interest 179,162 413,450 -11,197
Heating Oil(NYM)
Dec01 011129 52.95 53.50 51.80 51.94 -1.15 20,867 15,506 -2,659
Jan02 011129 54.00 54.40 52.90 53.04 -1.01 20,542 43,467 +511
Feb02 011129 54.50 55.00 53.40 53.59 -1.11 5,152 19,646 -425
Mar02 011129 54.20 54.80 53.35 53.39 -1.01 3,222 20,331 -438
Apr02 011129 53.50 53.70 53.09 53.09 -0.96 2,508 16,799 +21
May02 011129 53.80 53.80 52.64 52.64 -0.91 929 7,758 +524
Jun02 011129 54.05 54.30 52.90 52.99 -0.86 1,002 10,111 +689
Jul02 011129 54.30 54.70 53.69 53.69 -0.86 233 4,151 -41
Aug02 011129 56.10 56.10 54.49 54.49 -0.86 313 3,513 +151
Sep02 011129 56.80 56.80 55.39 55.39 -0.86 472 3,660 +88
Total Volume and Open Interest 56,587 161,238 -1,003
Unleaded Gas(NYM)
Dec01 011129 52.90 53.00 51.30 52.00 -0.78 16,088 12,750 -3,833
Jan02 011129 53.70 53.75 52.00 52.60 -1.00 13,048 33,412 +2,294
Feb02 011129 54.70 54.70 53.20 53.67 -0.83 2,494 10,832 +174
Mar02 011129 55.80 55.80 54.70 54.90 -0.70 669 11,933 +85
Apr02 011129 62.00 62.00 60.85 61.10 -0.55 1,034 13,698 -21
May02 011129 62.60 62.60 61.65 61.65 -0.48 1,187 13,988 +186
Jun02 011129 62.70 62.70 61.60 61.80 -0.43 1,058 9,159 +230
Jul02 011129 61.75 61.90 61.50 61.65 -0.38 152 6,320 +35
Total Volume and Open Interest 36,291 121,500 -624
Natural Gas(NYM)
Jan02 011129 2.720 2.760 2.550 2.561 -0.171 68,677 55,366 -5,154
Feb02 011129 2.860 2.860 2.670 2.672 -0.155 18,191 31,674 +281
Mar02 011129 2.820 2.835 2.650 2.682 -0.133 13,223 30,499 -586
Apr02 011129 2.780 2.795 2.660 2.667 -0.105 7,830 36,366 +940
May02 011129 2.825 2.845 2.711 2.717 -0.103 9,756 18,344 -6,424
Jun02 011129 2.870 2.885 2.760 2.767 -0.098 1,884 16,153 +240
Jul02 011129 2.910 2.930 2.812 2.812 -0.093 1,309 11,778 -550
Aug02 011129 2.950 2.965 2.857 2.857 -0.088 4,787 17,560 -3,913
Total Volume and Open Interest 228,728 438,056 -27,722
Brent Crude Oil(IPE)
Jan02 011129 18.90 18.90 18.20 18.41 -0.28 34,234 73,518 -695
Feb02 011129 18.90 18.90 18.34 18.51 -0.33 13,458 46,370 +2,342
Mar02 011129 18.92 18.93 18.37 18.54 -0.30 4,611 22,686 +385
Apr02 011129 19.00 19.00 18.57 18.62 -0.25 1,246 9,597 -501
May02 011129 19.04 19.04 18.65 18.72 -0.23 1,403 7,495 -133
Jun02 011129 19.10 19.17 18.75 18.83 -0.20 2,143 19,279 +573
Jul02 011129 19.20 19.25 18.87 18.92 -0.19 57 5,944 -52
Aug02 011129 19.34 19.34 19.00 19.01 -0.18 551 6,214 -501
Total Volume and Open Interest 58,011 231,597 +1,497
Gas Oil(IPE)
Dec01 011129 163.00 163.50 159.00 160.25 -0.75 13,633 33,764 +740
Jan02 011129 164.00 165.50 161.75 162.75 -0.75 9,678 34,236 +2,226
Feb02 011129 165.25 166.75 163.50 163.50 -2.00 2,018 12,999 +622
Mar02 011129 166.50 167.00 163.50 163.50 -2.00 1,021 8,065 +461
Apr02 011129 165.50 167.25 163.75 163.75 -2.00 208 6,732 +6
May02 011129 166.00 167.25 164.50 164.50 -1.50 12 3,806 -2
Jun02 011129 169.00 170.00 165.75 165.75 -1.50 1,132 14,414 -518
Jul02 011129 171.75 171.75 167.25 167.25 -1.50 57 2,316 +7
Total Volume and Open Interest 28,148 148,862 +3,702
US Dollar Index(NYBOT)
Dec01 011129 116.09 116.55 115.78 116.25 +0.02 4,180 7,969 -3,113
Mar02 011129 116.55 117.05 116.37 116.75 +0.02 83 2,263 +56
Jun02 011129 116.85 117.25 116.85 117.25 +0.02 2 11 -2
Total Volume and Open Interest 4,265 10,244 -3,059
Australian Dollar(IMM)
Dec01 011129 51.87 51.95 51.70 51.72 -0.37 1,251 23,001 +91
Mar02 011129 51.67 51.67 51.35 51.46 -0.37 105 687 +101
Jun02 011129 51.40 51.40 51.20 51.20 -0.37 0 12 +0
Total Volume and Open Interest 1,356 23,712 +192
British Pound(IMM)
Dec01 011129 142.34 142.72 141.98 142.58 +0.20 6,172 43,569 +492
Mar02 011129 141.76 142.00 141.44 141.88 +0.20 116 705 -8
Jun02 011129 141.30 141.30 141.30 141.30 +0.20 0 2 +0
Total Volume and Open Interest 6,288 44,276 +484
Canadian Dollar(IMM)
Dec01 011129 63.20 63.31 63.10 63.24 +0.13 12,321 73,372 -3,911
Mar02 011129 63.20 63.30 63.06 63.21 +0.13 969 7,346 +162
Jun02 011129 63.20 63.24 63.13 63.22 +0.13 55 1,854 +1
Sep02 011129 63.19 63.24 63.19 63.24 +0.13 6 649 +1
Total Volume and Open Interest 13,474 83,601 -3,709
Japanese Yen(IMM)
Dec01 011129 81.34 81.49 80.73 80.90 -0.45 10,093 106,834 -405
Mar02 011129 81.76 81.84 81.15 81.29 -0.47 210 1,495 -15
Jun02 011129 81.63 81.71 81.63 81.71 -0.48 0 72 +0
Total Volume and Open Interest 10,328 108,753 -417
Deutsche Mark(IMM)
Dec01 011129 45.42 45.42 45.42 45.42 +0.06 0 194 +0
Total Volume and Open Interest 0 194 +0
Swiss Franc(IMM)
Dec01 011129 60.70 60.80 60.33 60.49 -0.23 16,839 54,292 +1,382
Mar02 011129 60.73 60.80 60.36 60.49 -0.24 109 472 +60
Jun02 011129 60.52 60.52 60.52 60.52 -0.25 0 6 +0
Total Volume and Open Interest 16,948 54,793 +1,442
EuroFX(IMM)
Dec01 011129 88.84 89.15 88.54 88.83 +0.12 19,959 110,239 +1,269
Mar02 011129 88.56 88.87 88.30 88.54 +0.11 479 3,519 +106
Jun02 011129 88.36 88.36 88.36 88.36 +0.10 1 215 +0
Total Volume and Open Interest 20,449 114,028 +1,384
Mexican Peso(IMM)
Dec01 011129 10747.5 10770.0 10700.0 10732.5 -14.5 6,362 20,628 -2,332
Mar02 011129 10520.0 10520.0 10465.0 10465.0 -70.0 114 1,722 +70
Total Volume and Open Interest 6,482 22,547 -2,262
30-Year T-Bonds(CBOT)
Dec01 011129 103~23 105~01 103~18 104~31 +1~10 384,895 345,196 -52,990
Mar02 011129 102~22 104~00 102~18 103~29 +1~09 161,094 240,774 +68,383
Jun02 011129 102~13 102~28 102~08 102~27 +1~09 24,992 20,107 +14,149
Total Volume and Open Interest 570,981 606,077 +29,542
Municipal Bonds(CBOT)
Dec01 011129 105~07 105~29 105~05 105~21 +0~23 1,096 10,621 -82
Mar02 011129 104~03 104~23 104~03 104~16 +0~24 587 1,716 +275
Total Volume and Open Interest 1,683 12,337 +193
10-Year T-Notes(CBOT)
Dec01 011129 106~270 108~040 106~220 108~030 +1~130 487,742 384,118 -77,818
Mar02 011129 105~180 106~270 105~150 106~250 +1~120 204,773 303,814 +90,088
Total Volume and Open Interest 692,519 687,937 +12,274
5-Year T-Notes(CBOT)
Dec01 011129 107~065 107~295 107~060 107~285 +0~310 214,355 349,321 -70,903
Mar02 011129 105~310 106~220 105~300 106~210 +0~310 104,884 217,972 +62,274
Jun02 011129 105~300 105~300 105~300 105~300 +0~300 1 0  
Total Volume and Open Interest 319,240 567,293  
2 Year T-Notes(CBOT)
Dec01 011129 105~006 105~060 105~004 105~058 +0~068 26,130 44,821 -9,616
Mar02 011129 104~040 104~092 104~040 104~089 +0~064 21,303 29,446 +10,631
Total Volume and Open Interest 47,433 74,267 +1,015
3-Mth T-Bills(IMM)
Dec01 011129 98.29 98.32 98.29 98.29 +0.08 209 2,261 +150
Total Volume and Open Interest 212 2,266 +152
Eurodollars(IMM)
Dec01 011129 98.035 98.080 98.030 98.075 +0.060 171,612 868,061 -16,491
Mar02 011129 97.835 97.945 97.835 97.940 +0.150 229,234 681,961 -2,049
Jun02 011129 97.325 97.485 97.300 97.470 +0.200 304,883 610,717 -20,975
Sep02 011129 96.715 96.890 96.685 96.885 +0.240 233,252 500,968 -12,315
Dec02 011129 96.070 96.255 96.040 96.245 +0.245 149,443 516,071 +11,479
Mar03 011129 95.620 95.770 95.600 95.765 +0.225 71,652 305,327 +3,959
Jun03 011129 95.220 95.345 95.180 95.340 +0.205 43,213 212,614 +3,819
Sep03 011129 94.875 95.020 94.850 95.015 +0.205 40,817 170,394 -950
Dec03 011129 94.560 94.700 94.540 94.700 +0.210 24,350 143,002 -12,848
Mar04 011129 94.410 94.575 94.395 94.560 +0.215 24,546 117,954 -9,654
Jun04 011129 94.290 94.400 94.215 94.385 +0.215 22,008 95,184 -9,353
Sep04 011129 94.080 94.245 94.080 94.245 +0.215 22,859 84,249 -11,919
Total Volume and Open Interest 1,383,024 4,902,319 -74,378
3-Mth Euro-Yen(IMM)
Dec01 011129 99.90 99.90 99.89 99.90 -0.01 1,509 18,013 +570
Mar02 011129 99.82 99.82 99.81 99.82 -0.02 511 9,072 -174
Jun02 011129 99.83 99.83 99.82 99.83 -0.02 276 9,472 -47
Sep02 011129 99.81 99.81 99.80 99.81 -0.02 57 2,458 -50
Dec02 011129 99.77 99.77 99.77 99.77 -0.02 0 1,289 +37
Mar03 011129 99.71 99.74 99.71 99.72 -0.03 0 518 +2
Jun03 011129 99.71 99.73 99.71 99.71 -0.03 100 663 +7
Sep03 011129 99.65 99.69 99.65 99.67 -0.03 5 27 +0
Dec03 011129 99.63 99.63 99.63 99.63 unch 0 2 +0
Mar04 011129 99.57 99.57 99.57 99.57 unch 0 220 +0
Total Volume and Open Interest 2,458 41,734 +345
3-Mth Euro-Yen(SIMEX)
Dec01 011129 99.90 99.90 99.89 99.89 -0.01 1,790 90,671 -1,748
Mar02 011129 99.84 99.84 99.80 99.82 -0.02 4,382 80,106 -603
Jun02 011129 99.85 99.85 99.82 99.83 -0.03 7,821 67,481 +4,370
Sep02 011129 99.82 99.82 99.79 99.81 -0.02 1,556 27,129 +256
Dec02 011129 99.79 99.79 99.75 99.76 -0.03 1,675 12,836 +673
Mar03 011129 99.75 99.75 99.71 99.72 -0.03 557 18,445 +133
Jun03 011129 99.71 99.71 99.71 99.71 -0.03 312 18,745 -73
Sep03 011129 99.68 99.68 99.65 99.65 -0.04 0 7,364 +0
Total Volume and Open Interest 18,171 337,336 +3,008
Euro Notional Bond(MATIF)
Dec01 011129 90.32 91.00 90.30 90.80 +0.48 37 23,450 -4,225
Mar02 011129 90.90 90.90 90.90 90.90 +0.48      
Jun02 011129 91.00 91.00 91.00 91.00 +0.48      
Total Volume and Open Interest 467 23,450 -4,225
3-Month Euribor(MATIF)
Dec01 011129 96.70 96.70 96.70 96.70 +0.05 0 2,776 +0
Mar02 011129 96.95 96.95 96.95 96.95 +0.05 0 2,496 +0
Jun02 011129 96.90 96.90 96.90 96.90 +0.05 0 211 +0
Total Volume and Open Interest 0 6,273 +0
German Euro-Bund(EUREX)
Dec01 011129 109.51 110.14 109.46 110.12 +0.42 744,803 675,410 -11,180
Mar02 011129 109.30 109.94 109.28 109.94 +0.48 41,088 98,136 +16,645
Jun02 011129 109.17 109.17 109.17 109.17 +0.42 4,658 4,256 -24
Total Volume and Open Interest 790,549 777,802 +5,441
German Euro-Bobl(EUREX)
Dec01 011129 107.83 108.25 107.79 108.21 +0.24 598,544 506,493 +5,429
Mar02 011129 107.33 107.77 107.33 107.77 +0.28 40,342 73,920 +8,943
Jun02 011129 107.21 107.21 107.21 107.21 +0.24 1,265 1,297 +0
Total Volume and Open Interest 640,151 581,710 +14,372
Long Gilt(LIFFE)
Dec01 011129 115~29 116~13 115~27 116~10 +0~09 58,479 30,333 -15,816
Mar02 011129 115~17 116~03 115~17 116~01 +0~08 19,461 34,045 +15,566
Total Volume and Open Interest 77,940 64,378 -250
3-Mth Short Sterling(LIFFE)
Dec01 011129 96.03 96.05 96.02 96.04 unch 22,314 0 +0
Mar02 011129 95.99 96.04 95.98 96.01 +0.01 34,560 0 +0
Jun02 011129 95.73 95.81 95.71 95.75 unch 41,716 0 +0
Total Volume and Open Interest 158,551    
3-Mth Euribor(LIFFE)
Dec01 011129 96.665 96.700 96.665 96.680 +0.005 70,594 438,476 -6,757
Mar02 011129 96.885 96.960 96.875 96.935 +0.025 123,480 430,341 -7,833
Jun02 011129 96.830 96.940 96.805 96.900 +0.060 97,616 330,641 +2,426
Total Volume and Open Interest 434,740 1,908,665 -9,570
3-Mth Aus T-Bills(SFE)
Dec01 011129 95.77 95.78 95.76 95.77 unch 9,620 167,249 +6,301
Mar02 011129 95.86 95.88 95.84 95.88 +0.02 12,997 120,520 +3,908
Jun02 011129 95.68 95.72 95.68 95.71 unch 3,612 45,089 +66
Sep02 011129 95.42 95.43 95.39 95.42 -0.01 1,223 23,050 +506
Dec02 011129 95.11 95.13 95.10 95.11 -0.01 709 17,304 +357
Mar03 011129 94.84 94.84 94.83 94.84 unch 360 10,749 +13
Jun03 011129 94.64 94.64 94.61 94.62 -0.01 325 7,935 +80
Sep03 011129 94.47 94.47 94.42 94.46 unch 690 6,889 +185
Dec03 011129 94.32 94.33 94.32 94.33 -0.04 295 2,909 +163
Mar04 011129 94.24 94.24 94.23 94.23 -0.04 135 2,050 +70
Total Volume and Open Interest 30,053 406,979 +11,715
10-Year Aus T-Bonds(SFE)
Dec01 011129 94.32 94.41 94.31 94.41 +0.10 4,090 242,892 -2,540
Mar02 011129 94.22 94.22 94.22 94.22 -0.03 16 0 +0
Total Volume and Open Interest 33,836 245,432 +13,734
3-Year Aus T-Bonds(SFE)
Dec01 011129 95.12 95.15 95.12 95.14 unch 62,758 622,909 +33,510
Mar02 011129 94.93 94.93 94.93 94.93 unch 10 715 +0
Total Volume and Open Interest 62,768 623,624 +33,510
Gold(CMX)
Dec01 011129 274.6 275.4 273.0 273.5 -0.6 22,973 23,638 -9,337
Feb02 011129 275.8 276.4 274.5 274.7 -0.4 22,115 55,464 +8,946
Apr02 011129 276.6 277.0 275.3 275.3 -0.5 867 4,874 +299
Jun02 011129 277.3 277.5 275.8 275.8 -0.6 948 7,330 +607
Aug02 011129 278.0 278.2 276.3 276.3 -0.7 112 3,640 +99
Oct02 011129 276.9 276.9 276.9 276.9 -0.8 88 2,225 +33
Total Volume and Open Interest 48,866 113,498 +1,556
Silver(CMX)
Dec01 011129 411.5 412.5 405.0 406.3 -5.2 16,317 8,993 -6,859
Mar02 011129 415.0 416.0 409.0 409.7 -4.5 19,471 53,381 +9,269
May02 011129 417.5 418.0 411.4 411.4 -4.6 424 2,001 +292
Jul02 011129 417.0 419.5 413.1 413.1 -4.8 426 2,833 +296
Sep02 011129 419.0 419.0 414.8 414.8 -4.9 0 1,457 +0
Total Volume and Open Interest 37,271 76,125 +3,276
Platinum(NYM)
Jan02 011129 437.0 445.0 436.5 444.2 +8.2 444 5,587 -70
Apr02 011129 438.0 438.7 438.0 438.7 +8.2 40 461 +35
Jul02 011129 432.2 432.2 432.2 432.2 +8.2 0 60 +0
Oct02 011129 429.2 429.2 429.2 429.2 +8.2 0 55 +0
Total Volume and Open Interest 484 6,163 -35
Palladium(NYME)
Dec01 011129 331.00 337.00 331.00 334.30 -2.20 75 374 -64
Mar02 011129 337.00 337.00 334.00 335.80 -1.20 74 1,035 +65
Jun02 011127 310.00 310.00 310.00 310.00 unch 120 770  
Total Volume and Open Interest 490 1,408  
Copper(CMX)
Dec01 011129 70.70 71.85 70.45 71.30 +0.80 11,312 19,028 -1,025
Mar02 011129 71.70 72.85 71.40 72.40 +0.90 13,590 31,476 +5,101
May02 011129 73.00 73.35 72.75 72.85 +0.85 93 4,940 +40
Jul02 011129 72.60 73.65 72.60 73.35 +0.85 114 4,377 -18
Sep02 011129 73.80 74.00 73.80 73.80 +0.85 131 3,724 +67
Total Volume and Open Interest 27,134 84,288 +4,541
DJIA Index(CBOT)
Dec01 011129 9740 9870 9686 9865 +152 19,974 28,362 -470
Mar02 011129 9736 9875 9695 9865 +149 72 888 +12
Jun02 011129 9875 9875 9875 9875 +145 0 315 +0
Sep02 011129 9890 9890 9890 9890 +139 0 75 +0
Total Volume and Open Interest 20,047 29,748 -458
S & P 500(CME)
Dec01 011129 1132.00 1145.00 1125.00 1144.50 +15.20 79,178 426,929 -14,433
Mar02 011129 1134.00 1146.00 1127.50 1146.00 +15.10 16,543 125,308 +11,060
Jun02 011129 1148.70 1148.70 1148.70 1148.70 +14.80 210 6,553 +141
Sep02 011129 1152.70 1152.70 1152.70 1152.70 +14.80 5 432 +0
Total Volume and Open Interest 95,950 559,552 -3,229
S & P 500 E-Mini(Globex)
Dec01 011129 1129.75 1144.50 1125.00 1144.50 +15.25 267,883 247,609 +1,123
Mar02 011129 1133.75 1146.00 1127.25 1146.00 +15.00 44 112 +10
Total Volume and Open Interest 267,927 247,721 +1,133
NASDAQ 100(CME)
Dec01 011129 1571.00 1608.00 1558.00 1605.00 +46.00 24,392 62,663 +1,073
Mar02 011129 1577.00 1611.50 1577.00 1611.50 +46.00 331 1,334 +105
Jun02 011129 1618.00 1618.00 1618.00 1618.00 +46.00 0 2 +0
Total Volume and Open Interest 24,723 63,999 +1,178
NASDAQ 100 E-Mini(GLOBEX)
Dec01 011129 1558.5 1608.0 1550.0 1605.0 +46.0 230,697 125,386 +5,577
Mar02 011129 1606.0 1612.0 1606.0 1611.5 +46.0 7 24 +12
Total Volume and Open Interest 230,704 125,410 +5,589
NYSE Composite(NYBOT)
Dec01 011129 577.00 582.30 575.50 582.20 +7.20 610 5,914 +180
Mar02 011129 576.00 582.70 576.00 582.70 +7.20 0 640 +0
Jun02 011129 583.20 583.20 583.20 583.20 +7.20 0 300 +0
Total Volume and Open Interest 610 6,854 +180
S & P Midcap 400(CME)
Dec01 011129 483.00 491.00 481.00 490.60 +11.10 1,395 14,737 -637
Mar02 011129 491.60 491.60 491.60 491.60 +11.10      
Jun02 011129 495.60 495.60 495.60 495.60 +11.10      
Total Volume and Open Interest 1,395 14,737 -637
Russell 2000(CME)
Dec01 011129 453.50 465.75 453.50 465.75 +13.00 2,322 25,681 -340
Mar02 011129 457.00 466.45 457.00 466.45 +13.00 0 1 +0
Jun02 011129 470.45 470.45 470.45 470.45 +13.00      
Total Volume and Open Interest 2,322 25,682 -340
Value Line(KCBT)
Dec01 011129 1175.00 1189.25 1167.75 1189.25 +19.25 129 279 -15
Total Volume and Open Interest 129 319 -15
Nikkei 225(CME)
Dec01 011129 10650 10720 10600 10720 +120 1,185 15,890 +41
Mar02 011129 10735 10735 10735 10735 +120 12 56 +0
Total Volume and Open Interest 1,197 15,969 +41
Nikkei 225(SIMEX)
Dec01 011129 10590 10680 10510 10665 -10 14,557 107,377 -1,217
Mar02 011129 10660 10660 10660 10660 -10 2 504 +0
Jun02 011129 10615 10615 10615 10615 -10 0 24 +0
Total Volume and Open Interest 14,559 107,905 -1,217
CAC 40(MATIF)
Nov01 011129 4411.0 4491.5 4392.0 4447.5 -0.5 2,189 497,166 +56,653
Dec01 011129 4431.0 4500.0 4403.0 4457.5 -1.0 1,184 327,584 +70,027
Jan02 011129 4492.0 4492.0 4470.5 4470.5 -0.5 15 2,253 +784
Total Volume and Open Interest 218,534 918,501 +129,464
DAX Index(EUREX)
Dec01 011129 4910.0 4990.0 4904.0 4935.0 -6.0 60,170 160,281 +3,373
Mar02 011129 4969.0 5022.5 4957.0 4971.5 -6.0 1,811 17,197 +768
Jun02 011129 5008.5 5052.0 5002.0 5012.5 -7.5 558 3,699 +480
Total Volume and Open Interest 62,539 181,177 +4,621
FT-SE 100(LIFFE)
Dec01 011129 5175.00 5230.00 5159.00 5200.00 -0.50 44,504 343,680 +502
Mar02 011129 5195.00 5230.50 5174.00 5209.00 -1.00 238 27,451 +84
Jun02 011129 5204.50 5245.00 5192.00 5225.00 -3.50 149 18,236 +30
Total Volume and Open Interest 44,891 389,367 +616
SPI 200(SFE)
Dec01 011129 3336.0 3356.0 3334.0 3338.0 -17.0 10,451 141,603 +6,184
Mar02 011129 3345.0 3354.0 3341.0 3343.0 -17.0 130 2,285 +39
Jun02 011129 3349.0 3349.0 3349.0 3349.0 -17.0 0 1,557 +0
Total Volume and Open Interest 10,581 145,912 +6,223
GSCI(CME)
Dec01 011129 166.85 167.80 164.65 165.80 -2.20 125 17,237 +63
Jan02 011129 168.80 168.80 166.50 166.50 -2.00      
Feb02 011129 168.50 168.50 168.50 168.50 -1.50      
Total Volume and Open Interest 125 17,237 +63
Bridge CRB Index(NYBOT)
Jan02 011129 191.75 192.50 191.25 191.50 +0.50 23 208 -4
Feb02 011129 191.75 192.25 191.50 191.50 +0.50 0 141 +0
Apr02 011129 192.25 192.25 192.25 192.25 +0.50 0 8 +0
Total Volume and Open Interest 23 362 -4
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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