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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 Wed December 05, 2001
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan02 011205 443.75 444.00 440.25 442.50 -2.25 23,297 68,285 -26
Mar02 011205 446.50 446.75 443.25 445.25 -2.50 8,260 40,611 +810
May02 011205 450.50 450.50 446.50 449.50 -1.75 2,971 31,602 +383
Jul02 011205 455.50 456.50 452.50 454.25 -2.75 2,400 23,078 -519
Aug02 011205 456.50 456.50 452.50 453.50 -3.00 83 1,657 +24
Sep02 011205 453.50 453.50 453.50 453.50 -3.00 2 257 -2
Nov02 011205 460.50 461.00 457.50 458.75 -2.75 895 8,088 -56
Total Volume and Open Interest 37,909 173,600 +613
Soybean Meal(CBOT)
Dec01 011205 155.20 155.20 152.90 153.90 -1.30 4,258 9,518 -555
Jan02 011205 151.70 151.90 149.10 150.30 -1.60 8,695 30,662 -692
Mar02 011205 149.20 149.20 147.00 148.40 -1.10 4,487 34,592 +336
May02 011205 147.00 147.30 146.00 147.30 -0.20 1,846 28,140 +340
Jul02 011205 148.00 148.30 147.00 148.20 -0.20 2,228 25,729 +63
Aug02 011205 148.60 148.80 147.50 147.50 -0.50 231 6,897 +167
Sep02 011205 148.90 149.00 147.80 148.80 -0.10 447 5,507 -99
Oct02 011205 148.50 148.80 147.60 147.90 -0.70 215 3,183 +15
Total Volume and Open Interest 23,025 151,284 -518
Soybean Oil(CBOT)
Dec01 011205 16.48 16.50 16.18 16.33 -0.24 6,952 5,155 -2,032
Jan02 011205 16.66 16.67 16.33 16.51 -0.22 15,542 44,689 -817
Mar02 011205 16.85 16.87 16.58 16.76 -0.21 4,522 38,880 +78
May02 011205 17.08 17.08 16.83 16.97 -0.20 1,550 32,944 +188
Jul02 011205 17.30 17.30 17.10 17.18 -0.21 1,872 21,427 +328
Aug02 011205 17.30 17.40 17.18 17.27 -0.21 82 4,754 +5
Sep02 011205 17.50 17.52 17.28 17.35 -0.20 109 3,234 +0
Oct02 011205 17.63 17.63 17.35 17.46 -0.14 54 1,708 +0
Total Volume and Open Interest 31,136 158,863 -2,320
Canola(WCE)
Jan02 011205 351.0 351.5 345.8 347.8 -5.7 2,511 31,296 -1,058
Mar02 011205 347.5 348.1 343.0 345.7 -5.4 2,690 16,859 +424
May02 011205 347.0 347.0 344.0 345.5 -5.5 81 8,191 +31
Jul02 011205 345.5 345.5 344.0 345.2 -5.3 312 5,968 +31
Total Volume and Open Interest 5,687 66,343 -541
Corn(CBOT)
Dec01 011205 211.25 211.25 208.75 209.75 -2.25 10,916 8,115 -6,989
Jan02 011205 212.25 212.25 211.25 211.75 -2.00 406 1,699 -167
Mar02 011205 220.25 220.50 218.25 219.25 -2.00 56,777 249,444 +1,242
May02 011205 226.50 226.75 224.75 226.00 -1.75 4,715 58,558 +485
Jul02 011205 232.50 232.50 230.25 231.50 -1.75 5,292 47,198 -110
Sep02 011205 236.50 236.50 235.25 236.25 -0.50 1,265 11,245 -273
Total Volume and Open Interest 83,689 412,117 -4,786
Wheat(CBOT)
Dec01 011205 274.50 277.50 273.25 277.25 +2.00 2,203 4,062 -1,157
Mar02 011205 283.00 285.50 281.25 285.25 +1.50 13,517 71,752 +507
May02 011205 286.00 289.00 285.00 288.50 +1.75 707 8,667 -80
Jul02 011205 288.00 290.25 286.50 290.00 +1.50 1,463 12,484 +120
Sep02 011205 292.00 293.00 292.00 293.00 unch 150 745 +50
Total Volume and Open Interest 18,402 99,970 -333
Wheat(KCBT)
Dec01 011205 283.00 283.00 282.00 283.00 unch 134 274 -176
Mar02 011205 290.00 291.00 289.00 290.75 +0.75 3,878 47,793 -508
May02 011205 294.00 296.50 294.00 296.50 +2.25 206 10,922 -95
Jul02 011205 300.00 302.50 300.00 302.50 +2.25 341 8,068 +101
Sep02 011205 307.50 310.50 307.00 310.00 +4.00 0 2,087 +0
Total Volume and Open Interest 4,679 70,653 -643
Wheat(MGE)
Dec01 011205 298.00 298.50 297.00 298.50 +1.00 19 365 +0
Mar02 011205 308.75 310.00 308.50 310.00 +1.25 1,406 19,859 -21
May02 011205 314.75 316.00 314.50 315.75 +1.00 135 2,458 -11
Jul02 011205 320.50 322.25 320.50 322.25 +1.50 0 1,319 -193
Sep02 011205 327.50 327.50 327.50 327.50 +1.25 3 981 +2
Total Volume and Open Interest 1,563 25,584 -223
Oats(CBOT)
Dec01 011205 231.25 234.00 227.00 233.50 +3.50 231 1,765 -78
Mar02 011205 216.25 216.50 208.00 212.75 -1.75 1,165 7,792 -23
May02 011205 202.50 202.50 196.50 200.00 -1.00 138 2,602 +45
Jul02 011205 181.00 181.00 173.25 179.25 -0.50 226 1,223 +29
Total Volume and Open Interest 2,327 14,169 +402
Rough Rice(MCE)
Jan02 011205 4.15 4.16 4.08 4.14 +0.06 145 3,154 -116
Mar02 011205 4.40 4.40 4.31 4.36 +0.05 120 1,864 +21
May02 011205 4.56 4.56 4.54 4.54 +0.02 5 722 +5
Jul02 011205 4.74 4.74 4.74 4.74 +0.02 7 416 +5
Total Volume and Open Interest 277 6,330 -85
Live Cattle(CME)
Dec01 011205 67.050 67.400 66.750 67.175 +0.125 5,027 17,476 -1,480
Feb02 011205 69.800 70.075 69.500 69.875 +0.025 6,012 40,955 +294
Apr02 011205 72.100 72.225 71.775 72.075 -0.025 1,609 19,155 +192
Jun02 011205 69.000 69.150 68.800 68.925 -0.150 900 12,505 -66
Aug02 011205 69.075 69.075 68.800 68.875 -0.150 291 4,972 +15
Oct02 011205 70.850 71.150 70.800 71.150 -0.075 119 1,536 +72
Total Volume and Open Interest 13,959 97,118 -972
Feeder Cattle(CME)
Jan02 011205 85.100 85.450 84.800 85.125 +0.225 877 6,685 -15
Mar02 011205 83.650 84.150 83.550 83.775 +0.175 287 3,868 +79
Apr02 011205 83.500 84.100 83.500 83.725 +0.125 160 1,808 -41
May02 011205 83.100 83.300 83.100 83.250 +0.150 144 1,582 +19
Aug02 011205 84.500 84.800 84.500 84.725 +0.075 30 608 +8
Sep02 011205 84.500 84.650 84.500 84.650 +0.150 1 93 +0
Oct02 011205 84.500 84.500 84.500 84.500 +0.100 0 38 +0
Total Volume and Open Interest 1,500 14,687 +51
Lean Hogs(CME)
Dec01 011205 48.450 48.450 46.900 47.025 -1.275 5,711 10,084 -1,203
Feb02 011205 53.050 53.600 52.525 52.650 -0.550 5,809 14,305 +356
Apr02 011205 56.800 57.275 56.625 56.675 -0.225 815 3,954 -166
Jun02 011205 63.700 64.100 63.500 63.500 -0.050 110 1,384 +24
Jul02 011205 61.400 61.600 61.250 61.300 -0.100 26 478 +7
Aug02 011205 60.425 60.425 60.425 60.425 -0.175 24 316 +22
Oct02 011205 52.900 52.900 52.875 52.875 -0.050 32 338 +29
Dec02 011205 50.000 50.000 50.000 50.000 -0.050 0 51 +0
Total Volume and Open Interest 12,576 31,962 -914
Pork Bellies(CME)
Feb02 011205 74.750 75.725 73.900 74.075 -0.675 861 2,160 -117
Mar02 011205 74.600 75.550 73.625 73.625 -0.750 28 272 +0
May02 011205 76.650 76.650 75.450 75.450 -0.750 7 118 +3
Jul02 011205 77.500 77.500 75.500 75.500 -1.000 2 34 +1
Aug02 011205 75.700 75.700 75.700 75.700 -0.800 0 7 +0
Total Volume and Open Interest 898 2,591 -113
Cocoa(NYBOT)
Dec01 011205 1284 1304 1284 1298 +22 49 538 -22
Mar02 011205 1267 1290 1257 1279 +8 4,879 37,678 -143
May02 011205 1259 1279 1253 1270 +8 2,129 14,665 +143
Jul02 011205 1254 1265 1254 1257 +9 220 9,468 -19
Sep02 011205 1226 1245 1226 1244 +8 216 5,415 +119
Dec02 011205 1205 1220 1205 1215 +9 764 8,930 -60
Mar03 011205 1206 1215 1206 1207 +10 0 7,879 +0
Total Volume and Open Interest 8,259 92,264 +18
Coffee "C"(NYBOT)
Dec01 011205 41.50 42.10 41.50 42.10 +0.60 148 310 -13
Mar02 011205 45.00 46.40 45.00 46.00 +0.60 5,551 34,336 +166
May02 011205 47.50 48.35 47.40 48.05 +0.65 437 7,935 +107
Jul02 011205 49.50 50.30 49.30 50.00 +0.75 502 4,188 +30
Sep02 011205 51.25 52.10 51.05 51.60 +0.75 217 3,559 -30
Dec02 011205 53.40 54.40 53.25 53.80 +0.85 41 2,712 +4
Total Volume and Open Interest 6,962 53,741 +303
Orange Juice(NYBOT)
Jan02 011205 94.30 94.50 94.00 94.15 -0.65 370 15,187 -85
Mar02 011205 96.50 96.95 96.50 96.65 -0.45 256 4,056 +217
May02 011205 97.50 98.00 97.50 98.00 -0.45 0 1,151 +0
Jul02 011205 99.00 99.00 99.00 99.00 -0.45 3 210 +3
Sep02 011205 100.00 100.00 100.00 100.00 -0.45 0 201 +0
Total Volume and Open Interest 661 22,263 +159
Sugar #11(NYBOT)
Mar02 011205 7.70 7.81 7.70 7.79 +0.09 6,755 86,915 +67
May02 011205 7.15 7.20 7.15 7.19 +0.04 2,543 24,526 +294
Jul02 011205 6.71 6.75 6.70 6.72 +0.01 1,980 28,032 +233
Oct02 011205 6.62 6.64 6.61 6.62 +0.01 806 17,122 +91
Mar03 011205 6.69 6.71 6.69 6.70 +0.01 96 6,661 +100
Total Volume and Open Interest 12,230 169,292 +785
London Cocoa(LCE)
Dec01 011205 933 948 930 946 +6 2,391 13,068 -2,075
Mar02 011205 967 978 957 974 +5 2,370 66,844 +223
May02 011205 976 990 971 987 +6 1,626 31,255 +341
Jul02 011205 990 1003 983 999 +7 1,983 25,253 +1,633
Sep02 011205 973 993 971 986 +6 154 12,310 +46
Dec02 011205 943 958 940 954 +4 803 5,863 +242
Mar03 011205 940 951 936 948 +3 65 5,718 +20
Total Volume and Open Interest 9,392 160,938 +430
London Coffee(LCE)
Jan02 011205 396.00 396.00 383.00 394.00 unch 1,232 30,087 -861
Mar02 011205 400.00 401.00 390.00 400.00 -1.00 563 23,521 +195
May02 011205 412.00 412.00 403.00 411.00 -3.00 88 19,285 +27
Jul02 011205 420.00 423.00 416.00 423.00 -3.00 28 14,881 -13
Sep02 011205 430.00 435.00 426.00 434.00 -4.00 55 12,026 +28
Nov02 011205 445.00 447.00 438.00 445.00 -4.00 24 4,488 +16
Total Volume and Open Interest 1,990 104,288 -608
London Sugar(LCE)
Dec01 011115 241.50 248.00 236.50 240.40 -1.10 3,820 4,096 -1,367
Mar02 011205 244.00 245.00 243.00 243.40 -0.60 1,143 23,555 -124
May02 011205 232.50 233.00 231.30 231.40 -1.10 462 8,578 +252
Aug02 011205 220.50 220.60 219.40 219.40 -1.10 798 10,215 +74
Oct02 011205 204.80 205.60 204.50 204.50 unch 19 4,642 -19
Total Volume and Open Interest 2,442 48,053 +203
Cotton(NYBOT)
Dec01 011204 35.10 35.10 34.45 34.71 -0.70 81 104 -27
Mar02 011205 37.00 37.15 36.66 36.78 -0.28 8,295 31,047 -503
May02 011205 38.20 38.45 38.00 38.13 -0.15 1,221 9,718 -12
Jul02 011205 39.40 39.50 39.10 39.15 -0.30 1,173 9,174 +188
Oct02 011205 41.25 41.25 41.25 41.25 -0.05 2 320 -2
Dec02 011205 42.30 42.40 42.15 42.20 unch 950 4,915 +31
Total Volume and Open Interest 12,298 57,195 +114
Lumber(CME)
Jan02 011205 221.0 226.0 219.5 224.5 +6.7 220 1,752 +16
Mar02 011205 237.8 242.0 236.5 241.3 +4.8 54 458 +14
May02 011205 244.4 247.0 243.4 247.0 +5.0 11 138 +3
Jul02 011205 250.0 250.0 250.0 250.0 +4.7 0 17 +0
Total Volume and Open Interest 285 2,367 +33
Crude Oil(NYM)
Jan02 011205 20.23 20.30 19.35 19.49 -0.16 76,991 109,829 -1,127
Feb02 011205 20.55 20.60 19.80 19.84 -0.17 37,187 71,215 +3,935
Mar02 011205 20.70 20.75 20.00 20.04 -0.15 10,864 39,692 +1,064
Apr02 011205 20.75 20.75 20.15 20.17 -0.14 3,915 22,676 -193
May02 011205 20.65 20.75 20.28 20.28 -0.13 2,263 15,189 -101
Jun02 011205 21.00 21.00 20.30 20.37 -0.13 5,006 25,182 -1,099
Jul02 011205 21.00 21.00 20.44 20.44 -0.14 592 12,482 -107
Aug02 011205 20.95 20.95 20.50 20.50 -0.15 418 11,438 +102
Sep02 011205 21.05 21.05 20.56 20.56 -0.16 220 12,345 +20
Oct02 011205 20.62 20.62 20.62 20.62 -0.17 86 9,190 -46
Total Volume and Open Interest 143,980 430,975 +1,924
Heating Oil(NYM)
Jan02 011205 55.50 55.50 52.80 53.14 -1.04 28,313 44,597 +1,134
Feb02 011205 55.70 55.90 53.85 54.27 -0.78 10,005 21,649 +743
Mar02 011205 55.65 56.00 54.45 54.57 -0.58 1,817 20,509 +349
Apr02 011205 55.90 55.90 54.50 54.57 -0.38 3,172 16,260 -504
May02 011205 55.30 55.75 54.32 54.32 -0.23 400 6,931 -98
Jun02 011205 55.35 55.90 54.50 54.67 -0.18 1,454 9,971 +365
Jul02 011205 56.25 56.60 55.32 55.32 -0.18 424 4,340 -8
Aug02 011205 57.00 57.25 56.07 56.07 -0.18 226 3,297 -14
Sep02 011205 58.20 58.20 56.97 56.97 -0.18 347 3,851 -17
Oct02 011205 58.75 59.25 57.87 57.87 -0.18 370 2,381 -13
Total Volume and Open Interest 47,468 148,422 +2,556
Unleaded Gas(NYM)
Jan02 011205 56.00 56.00 53.70 54.20 -0.83 13,974 34,646 -1,340
Feb02 011205 56.80 56.80 55.00 55.34 -0.65 3,864 12,343 +438
Mar02 011205 57.25 57.80 56.30 56.59 -0.58 1,026 13,023 +56
Apr02 011205 63.50 64.00 62.84 62.84 -0.55 1,214 13,476 +15
May02 011205 64.00 64.40 63.34 63.34 -0.52 409 13,658 -12
Jun02 011205 64.10 64.10 63.44 63.44 -0.52 630 9,197 +72
Jul02 011205 64.10 64.20 63.24 63.24 -0.52 566 6,628 +70
Aug02 011205 63.55 63.55 62.64 62.64 -0.52 282 5,583 +195
Total Volume and Open Interest 22,413 114,173 -267
Natural Gas(NYM)
Jan02 011205 2.520 2.580 2.450 2.491 -0.072 35,430 58,901 +2,012
Feb02 011205 2.670 2.685 2.580 2.624 -0.079 16,173 31,489 +1,393
Mar02 011205 2.720 2.720 2.600 2.631 -0.095 15,501 33,184 +191
Apr02 011205 2.670 2.680 2.580 2.612 -0.084 7,432 40,957 +1,634
May02 011205 2.720 2.720 2.640 2.654 -0.077 4,164 18,863 +175
Jun02 011205 2.745 2.750 2.690 2.704 -0.077 4,574 16,837 +860
Jul02 011205 2.760 2.790 2.740 2.744 -0.079 4,231 13,752 +184
Aug02 011205 2.780 2.850 2.780 2.784 -0.081 3,818 12,729 -544
Total Volume and Open Interest 110,380 406,926 +5,220
Brent Crude Oil(IPE)
Jan02 011205 19.20 20.25 19.15 19.22 -0.07 38,887 59,058 -3,630
Feb02 011205 19.41 20.40 19.39 19.51 +0.03 26,894 54,893 +7,885
Mar02 011205 20.07 20.32 19.45 19.56 +0.05 9,360 22,470 +1,227
Apr02 011205 20.05 20.23 19.50 19.60 +0.08 2,722 9,132 +59
May02 011205 20.10 20.27 19.65 19.67 +0.07 1,176 7,752 +292
Jun02 011205 20.17 20.37 19.74 19.74 +0.06 4,755 18,811 +665
Jul02 011205 20.39 20.41 19.80 19.80 +0.04 338 5,789 +0
Aug02 011205 20.45 20.45 19.86 19.86 +0.03 50 6,105 +0
Total Volume and Open Interest 86,632 226,287 +7,308
Gas Oil(IPE)
Dec01 011205 165.75 170.50 164.00 164.75 -0.50 12,268 21,849 -4,920
Jan02 011205 168.00 172.75 166.25 168.25 +0.25 12,438 33,958 +790
Feb02 011205 171.75 174.50 168.50 170.75 +0.75 2,226 16,720 +546
Mar02 011205 174.75 174.75 169.75 171.25 +0.25 753 9,559 -178
Apr02 011205 174.50 174.50 170.25 172.00 +0.50 750 7,026 +50
May02 011205 171.00 172.75 171.00 172.75 +0.50 364 3,783 +80
Jun02 011205 175.25 177.00 172.25 174.00 +0.50 2,076 14,764 +298
Jul02 011205 175.75 175.75 175.75 175.75 +0.50 412 2,254 +5
Total Volume and Open Interest 32,009 144,596 -3,459
US Dollar Index(NYBOT)
Dec01 011205 115.93 116.70 115.88 116.52 +0.40 246 6,345 -50
Mar02 011205 116.46 117.18 116.42 117.05 +0.40 61 2,390 +8
Jun02 011205 117.58 117.58 117.58 117.58 +0.40 0 9 +0
Total Volume and Open Interest 307 8,745 -42
Australian Dollar(IMM)
Dec01 011205 51.49 51.80 51.40 51.70 +0.20 3,773 20,923 -1,439
Mar02 011205 51.27 51.48 51.20 51.42 +0.20 471 1,584 +23
Jun02 011205 51.14 51.14 51.14 51.14 +0.20 93 107 +93
Total Volume and Open Interest 4,337 22,626 -1,323
British Pound(IMM)
Dec01 011205 142.08 142.38 141.30 141.46 -0.58 2,723 38,948 -990
Mar02 011205 141.46 141.64 140.60 140.76 -0.58 1,185 3,907 +1,019
Jun02 011205 140.10 140.10 140.10 140.10 -0.58 3 6 +2
Total Volume and Open Interest 3,911 42,861 +31
Canadian Dollar(IMM)
Dec01 011205 63.55 63.70 63.52 63.61 -0.02 9,165 61,188 -3,457
Mar02 011205 63.54 63.68 63.48 63.58 -0.02 3,324 10,576 +2,373
Jun02 011205 63.60 63.66 63.59 63.59 -0.02 62 1,915 +21
Sep02 011205 63.67 63.68 63.61 63.61 -0.02 0 692 +0
Total Volume and Open Interest 12,561 74,823 -1,066
Japanese Yen(IMM)
Dec01 011205 80.51 80.66 80.34 80.54 -0.06 13,280 102,357 -4,772
Mar02 011205 80.88 81.02 80.72 80.92 -0.05 16,647 17,166 +14,563
Jun02 011205 81.34 81.34 81.34 81.34 -0.03 0 73 +0
Total Volume and Open Interest 29,927 119,948 +9,791
Deutsche Mark(IMM)
Dec01 011205 45.33 45.33 45.33 45.33 -0.16 0 194 +0
Total Volume and Open Interest 0 194 +0
Swiss Franc(IMM)
Dec01 011205 60.45 60.56 59.93 60.15 -0.32 4,609 48,311 -1,682
Mar02 011205 60.44 60.56 59.92 60.16 -0.31 2,582 2,736 +1,441
Jun02 011205 60.48 60.48 60.20 60.20 -0.30 0 7 +0
Total Volume and Open Interest 7,191 51,077 -241
EuroFX(IMM)
Dec01 011205 89.14 89.27 88.42 88.65 -0.32 10,300 102,163 -2,844
Mar02 011205 88.82 88.95 88.12 88.35 -0.32 2,729 6,513 +1,291
Jun02 011205 88.12 88.14 88.12 88.14 -0.31 61 316 +13
Total Volume and Open Interest 13,108 109,051 -1,538
Mexican Peso(IMM)
Dec01 011205 10850.0 10860.0 10800.0 10812.5 -19.5 1,428 19,896 -217
Mar02 011205 10640.0 10640.0 10590.0 10592.5 -14.5 597 2,671 +254
Total Volume and Open Interest 2,025 22,803 +37
30-Year T-Bonds(CBOT)
Dec01 011205 105~31 106~00 102~23 103~23 -2~12 37,522 106,743 -23,063
Mar02 011205 104~29 104~30 101~19 102~19 -2~13 225,795 364,833 +5,609
Jun02 011205 103~06 103~06 100~21 101~17 -2~12 2,450 22,105 +1,523
Total Volume and Open Interest 266,635 493,681 -15,931
Municipal Bonds(CBOT)
Dec01 011205 105~24 105~24 103~31 104~26 -1~08 1,107 9,045 -534
Mar02 011205 104~24 104~24 102~22 103~21 -1~11 1,153 3,523 +605
Total Volume and Open Interest 2,260 12,568 +71
10-Year T-Notes(CBOT)
Dec01 011205 108~250 108~250 106~060 107~025 -1~255 34,495 135,418 -20,372
Mar02 011205 107~180 107~180 104~290 105~260 -1~260 254,041 431,317 +21,692
Total Volume and Open Interest 288,536 566,816 +1,320
5-Year T-Notes(CBOT)
Dec01 011205 108~050 108~050 106~270 107~070 -1~070 37,316 153,585 -26,929
Mar02 011205 106~300 106~300 105~180 105~315 -1~075 86,295 326,541 +5,863
Jun02 011205 105~070 105~070 105~070 105~070 -1~080      
Total Volume and Open Interest 123,611 480,126 -21,066
2 Year T-Notes(CBOT)
Dec01 011205 105~064 105~066 105~000 105~021 -0~061 6,678 18,339 -2,705
Mar02 011205 104~093 104~094 104~024 104~046 -0~067 9,349 54,186 +3,873
Total Volume and Open Interest 16,027 72,525 +1,168
3-Mth T-Bills(IMM)
Mar02 011205 98.10 98.10 98.10 98.10 -0.07 7 67 +3
Total Volume and Open Interest 115 2,454 +58
Eurodollars(IMM)
Dec01 011205 98.088 98.090 98.000 98.040 -0.052 70,789 848,234 -2,301
Mar02 011205 97.935 97.940 97.745 97.800 -0.165 93,997 662,452 -415
Jun02 011205 97.495 97.495 97.220 97.290 -0.250 142,883 604,699 -13,416
Sep02 011205 96.945 96.945 96.590 96.685 -0.315 100,661 504,152 -672
Dec02 011205 96.350 96.350 95.975 96.070 -0.330 65,801 500,537 -5,802
Mar03 011205 95.860 95.860 95.480 95.585 -0.340 32,029 291,355 -1,106
Jun03 011205 95.460 95.460 95.100 95.185 -0.325 21,377 204,683 -49
Sep03 011205 95.135 95.135 94.795 94.890 -0.310 21,488 164,324 -4,754
Dec03 011205 94.850 94.850 94.510 94.595 -0.295 16,095 133,875 -4,388
Mar04 011205 94.685 94.685 94.370 94.465 -0.285 14,584 118,274 +924
Jun04 011205 94.515 94.515 94.200 94.305 -0.275 13,738 97,724 +3,566
Sep04 011205 94.385 94.385 94.070 94.180 -0.270 16,517 94,440 +9,648
Total Volume and Open Interest 683,256 4,818,589 -22,045
3-Mth Euro-Yen(IMM)
Dec01 011205 99.92 99.92 99.91 99.92 +0.01 608 17,380 -360
Mar02 011205 99.84 99.84 99.82 99.83 -0.01 234 9,354 -374
Jun02 011205 99.85 99.86 99.85 99.85 unch 552 12,054 +503
Sep02 011205 99.83 99.83 99.83 99.83 unch 9 2,588 +21
Dec02 011205 99.79 99.79 99.79 99.79 unch 500 1,088 -50
Mar03 011205 99.75 99.75 99.75 99.75 unch 0 1,152 +0
Jun03 011205 99.74 99.74 99.74 99.74 +0.01 0 1,168 +0
Sep03 011205 99.68 99.68 99.68 99.68 +0.01 0 165 +86
Dec03 011205 99.60 99.60 99.60 99.60 unch 0 147 +0
Mar04 011205 99.54 99.54 99.54 99.54 +0.02 0 347 +27
Total Volume and Open Interest 1,903 45,517 -139
3-Mth Euro-Yen(SIMEX)
Dec01 011205 99.91 99.92 99.91 99.92 +0.01 585 89,898 -1,772
Mar02 011205 99.83 99.85 99.83 99.85 +0.01 4,318 79,341 -3,184
Jun02 011205 99.85 99.86 99.85 99.86 +0.01 3,952 85,037 +954
Sep02 011205 99.82 99.83 99.82 99.83 +0.01 1,338 27,089 -175
Dec02 011205 99.79 99.79 99.79 99.79 +0.00 3,008 11,544 -1,693
Mar03 011205 99.75 99.76 99.75 99.75 +0.00 2,655 21,421 +2,370
Jun03 011205 99.75 99.75 99.75 99.75 +0.01 4 19,607 -122
Sep03 011205 99.69 99.69 99.69 99.69 +0.01 141 7,748 +141
Total Volume and Open Interest 16,536 358,349 -2,946
Euro Notional Bond(MATIF)
Dec01 011205 91.56 91.60 89.90 90.50 -1.10 145 23,158 -191
Mar02 011205 90.60 90.60 90.60 90.60 -1.10      
Jun02 011205 90.70 90.70 90.70 90.70 -1.10      
Total Volume and Open Interest 145 23,158 -191
3-Month Euribor(MATIF)
Dec01 011205 96.65 96.65 96.65 96.65 -0.05 0 2,776 +0
Mar02 011205 96.85 96.85 96.85 96.85 -0.15 0 2,496 +0
Jun02 011205 96.80 96.80 96.80 96.80 -0.20 0 211 +0
Total Volume and Open Interest 0 6,273 +0
German Euro-Bund(EUREX)
Dec01 011205 110.90 110.90 109.12 109.26 -1.64 690,980 317,508 -130,760
Mar02 011205 110.78 110.78 108.90 109.05 -1.70 230,720 338,961 +114,168
Jun02 011205 109.92 109.92 108.30 108.32 -1.64 6,147 4,156 -1,984
Total Volume and Open Interest 927,847 660,625 -18,576
German Euro-Bobl(EUREX)
Dec01 011205 108.79 108.79 107.74 107.83 -0.95 464,145 212,271 -85,895
Mar02 011205 108.27 108.30 107.10 107.24 -1.07 167,160 218,734 +76,618
Jun02 011205 107.96 107.96 106.71 106.71 -1.07 1,990 1,297 -228
Total Volume and Open Interest 633,295 432,302 -9,505
Long Gilt(LIFFE)
Dec01 011205 117~00 117~03 115~21 115~32 -1~03 9,043 17,185 -3,912
Mar02 011205 116~13 116~19 114~28 115~14 -1~05 26,802 52,410 +5,653
Total Volume and Open Interest 35,895 69,645 +1,791
3-Mth Short Sterling(LIFFE)
Dec01 011205 96.05 96.06 95.96 95.98 -0.07 28,520 0 +0
Mar02 011205 96.09 96.10 95.88 95.93 -0.17 21,624 0 +0
Jun02 011205 95.89 95.90 95.57 95.66 -0.25 16,400 0 +0
Total Volume and Open Interest 92,812    
3-Mth Euribor(LIFFE)
Dec01 011205 96.700 96.700 96.640 96.665 -0.035 45,689 451,359 -2,174
Mar02 011205 96.985 96.990 96.815 96.865 -0.130 52,971 428,814 -5,923
Jun02 011205 96.985 97.000 96.735 96.815 -0.185 56,866 349,578 +2,957
Total Volume and Open Interest 258,535 1,963,043 -2,106
3-Mth Aus T-Bills(SFE)
Dec01 011205 95.80 95.80 95.71 95.76 -0.03 6,204 126,246 -11,566
Mar02 011205 95.90 95.94 95.86 95.91 -0.01 13,603 123,231 +2,986
Jun02 011205 95.77 95.80 95.75 95.78 unch 3,276 45,970 +623
Sep02 011205 95.46 95.48 95.45 95.46 -0.01 762 23,111 +177
Dec02 011205 95.12 95.13 95.12 95.13 -0.01 143 17,450 +36
Mar03 011205 94.85 94.86 94.85 94.86 -0.01 81 10,744 -77
Jun03 011205 94.63 94.64 94.63 94.64 -0.01 71 8,081 -45
Sep03 011205 94.45 94.46 94.45 94.46 -0.02 48 7,267 -37
Dec03 011205 94.30 94.32 94.30 94.32 -0.02 2 2,950 -25
Mar04 011205 94.19 94.19 94.19 94.19 -0.03 0 1,977 -41
Total Volume and Open Interest 24,190 370,231 -8,029
10-Year Aus T-Bonds(SFE)
Dec01 011205 94.43 94.43 94.14 94.24 -0.14 1,892 157,376 -18,197
Mar02 011205 94.33 94.33 94.17 94.17 -0.15 80 946 +264
Total Volume and Open Interest 12,007 176,255 -1,892
3-Year Aus T-Bonds(SFE)
Dec01 011205 95.13 95.20 95.11 95.16 -0.01 43,896 424,285 -8,833
Mar02 011205 94.95 94.97 94.94 94.94 -0.02 238 978 +163
Total Volume and Open Interest 44,134 425,263 -8,670
Gold(CMX)
Dec01 011205 274.3 275.3 273.0 273.7 -1.7 389 1,185 -122
Feb02 011205 275.9 276.2 274.1 274.6 -1.7 11,456 65,497 +131
Apr02 011205 276.3 276.8 274.5 275.2 -1.6 56 6,201 -23
Jun02 011205 276.5 277.0 275.4 275.8 -1.5 159 7,808 -4
Aug02 011205 277.0 277.2 276.4 276.4 -1.4 11 3,294 -11
Oct02 011205 277.0 277.0 277.0 277.0 -1.3 106 2,358 +106
Total Volume and Open Interest 14,083 105,023 +1,224
Silver(CMX)
Dec01 011205 409.0 419.0 409.0 417.6 +4.8 152 363 -67
Mar02 011205 413.0 421.0 412.5 420.0 +4.7 7,493 56,333 +890
May02 011205 417.0 422.0 417.0 421.7 +4.8 43 2,087 +3
Jul02 011205 419.0 425.0 419.0 423.3 +4.9 45 3,143 +0
Sep02 011205 424.7 424.7 424.7 424.7 +4.9 0 1,598 +0
Total Volume and Open Interest 7,929 71,351 +875
Platinum(NYM)
Jan02 011205 455.5 457.0 453.0 453.6 -0.6 750 5,176 -246
Apr02 011205 448.0 448.0 444.0 446.1 -0.6 339 860 +233
Jul02 011205 436.0 439.6 436.0 439.6 -0.6 6 61 +1
Oct02 011205 436.6 436.6 436.6 436.6 -0.6 6 42 +5
Total Volume and Open Interest 1,101 6,139 -7
Palladium(NYME)
Dec01 011205 380.00 380.00 370.70 370.70 +4.45 7 97 -13
Mar02 011205 377.00 379.00 370.00 371.45 +4.45 87 1,181 +13
Jun02 011127 310.00 310.00 310.00 310.00 unch 120 770  
Total Volume and Open Interest 490 1,408  
Copper(CMX)
Dec01 011205 69.00 69.75 68.40 69.40 -0.55 1,155 5,880 +48
Mar02 011205 70.00 70.70 69.15 70.30 -0.60 5,990 30,478 -3,362
May02 011205 70.40 71.10 69.80 70.80 -0.60 168 4,719 -151
Jul02 011205 71.00 71.30 70.60 71.30 -0.55 30 3,622 +4
Sep02 011205 71.60 72.00 71.60 71.75 -0.55 16 2,923 +5
Total Volume and Open Interest 7,841 65,314 -3,967
DJIA Index(CBOT)
Dec01 011205 9937 10149 9935 10110 +183 16,640 26,244 -835
Mar02 011205 9940 10152 9935 10111 +185 130 1,618 +1
Jun02 011205 10126 10126 10126 10126 +193 0 316 +0
Sep02 011205 10151 10151 10151 10151 +203 0 75 +0
Total Volume and Open Interest 16,770 28,359 -836
S & P 500(CME)
Dec01 011205 1151.30 1175.00 1150.50 1168.70 +21.00 81,093 377,792 -8,514
Mar02 011205 1153.00 1176.00 1152.50 1170.40 +21.30 18,247 169,136 +10,853
Jun02 011205 1173.40 1173.40 1173.40 1173.40 +21.70 1,078 9,279 +979
Sep02 011205 1160.30 1178.40 1160.30 1178.40 +23.30 213 626 +195
Total Volume and Open Interest 100,641 557,172 +3,523
S & P 500 E-Mini(Globex)
Dec01 011205 1147.50 1175.25 1145.50 1168.75 +21.00 209,468 237,553 -1,689
Mar02 011205 1147.00 1176.00 1147.00 1170.50 +21.50 480 336 +60
Total Volume and Open Interest 209,948 237,889 -1,629
NASDAQ 100(CME)
Dec01 011205 1655.00 1733.50 1653.00 1721.00 +80.00 19,249 62,912 +3,018
Mar02 011205 1665.00 1728.00 1661.00 1728.00 +80.50 302 2,344 +118
Jun02 011205 1735.00 1735.00 1735.00 1735.00 +81.00 0 2 +0
Total Volume and Open Interest 19,551 65,258 +3,136
NASDAQ 100 E-Mini(GLOBEX)
Dec01 011205 1639.0 1733.5 1636.5 1721.0 +80.0 163,133 128,028 +4,384
Mar02 011205 1665.0 1739.0 1659.5 1728.0 +80.5 21 191 +16
Total Volume and Open Interest 163,154 128,219 +4,400
NYSE Composite(NYBOT)
Dec01 011205 583.80 593.00 583.80 590.70 +8.05 1,110 5,684 -100
Mar02 011205 590.90 593.00 590.00 591.20 +8.05 0 630 +0
Jun02 011205 591.70 591.70 591.70 591.70 +8.05 0 300 +0
Total Volume and Open Interest 1,110 6,614 -100
S & P Midcap 400(CME)
Dec01 011205 494.00 506.00 493.50 503.00 +11.00 1,061 14,557 +188
Mar02 011205 504.00 504.00 504.00 504.00 +11.15 100 125 +100
Jun02 011205 508.00 508.00 508.00 508.00 +11.15      
Total Volume and Open Interest 1,161 14,682 +288
Russell 2000(CME)
Dec01 011205 472.00 482.00 471.00 478.75 +9.75 3,030 26,683 +774
Mar02 011205 479.50 479.50 479.35 479.35 +9.85 490 579 +390
Jun02 011205 483.35 483.35 483.35 483.35 +9.85      
Total Volume and Open Interest 3,520 27,262 +1,164
Value Line(KCBT)
Dec01 011205 1213.00 1236.00 1213.00 1232.50 +33.00 93 325 +34
Total Volume and Open Interest 93 375 +34
Nikkei 225(CME)
Dec01 011205 10785 11040 10775 10980 +435 923 16,276 -101
Mar02 011205 10805 11070 10805 10995 +435 25 83 +15
Total Volume and Open Interest 948 16,382 -86
Nikkei 225(SIMEX)
Dec01 011205 10585 10760 10520 10760 +310 17,332 106,951 +1,674
Mar02 011205 10600 10755 10545 10755 +310 93 655 +68
Jun02 011205 10715 10715 10715 10715 +310 0 24 +0
Total Volume and Open Interest 17,425 107,630 +1,742
CAC 40(MATIF)
Dec01 011205 4575.0 4740.0 4575.0 4690.0 +154.0 48,368 489,256 +12,691
Jan02 011205 4643.5 4707.0 4643.5 4702.5 +154.0 18 2,583 +5
Feb02 011205 4714.0 4714.0 4714.0 4714.0 +153.5 1 2 +1
Total Volume and Open Interest 48,587 584,355 +12,758
DAX Index(EUREX)
Dec01 011205 5110.0 5295.0 5108.0 5279.0 +247.0 49,661 155,917 -2,057
Mar02 011205 5143.0 5331.0 5143.0 5317.0 +249.0 400 17,956 +143
Jun02 011205 5245.0 5361.0 5219.5 5361.0 +253.0 27 4,053 -20
Total Volume and Open Interest 50,088 177,926 -1,934
FT-SE 100(LIFFE)
Dec01 011205 5280.00 5375.00 5256.50 5337.00 +123.00 38,142 360,174 +2,267
Mar02 011205 5288.50 5379.00 5271.50 5346.50 +124.00 1,954 35,213 +1,615
Jun02 011205 5297.00 5375.00 5287.00 5363.50 +126.00 546 19,698 +455
Total Volume and Open Interest 40,642 415,085 +4,337
SPI 200(SFE)
Dec01 011205 3355.0 3358.0 3342.0 3346.0 +19.0 9,966 136,808 +2,746
Mar02 011205 3361.0 3364.0 3351.0 3353.0 +19.0 62 2,858 +0
Jun02 011205 3364.0 3364.0 3364.0 3364.0 +19.0 0 1,546 +0
Total Volume and Open Interest 10,028 141,687 +2,746
GSCI(CME)
Dec01 011205 171.10 171.10 168.00 168.00 -0.70 115 17,118 +30
Jan02 011205 173.20 173.20 170.20 170.20 -0.40 35 79 +26
Feb02 011205 171.00 171.00 171.00 171.00 -1.00      
Total Volume and Open Interest 150 17,197 +56
Bridge CRB Index(NYBOT)
Jan02 011205 192.50 193.00 191.50 191.80 -0.70 37 219 +9
Feb02 011205 192.75 192.75 191.80 191.80 -0.70 0 144 +0
Apr02 011205 193.25 193.25 192.55 192.55 -0.70 1 9 +1
Total Volume and Open Interest 38 379 +10
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions.
Copyright © 2001 Moore Research Center, Inc. All Rights Reserved.
Some data provided by Prophetfinance.com

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