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MRCI's Free Historical Futures Prices
Daily Futures Price Listing Fri December 14, 2001
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan02 011214 434.00 438.25 433.25 436.25 +2.50 26,637 65,658 -1,320
Mar02 011214 438.00 441.50 437.00 438.75 +1.25 9,215 46,389 +1,313
May02 011214 442.00 445.50 441.25 442.50 +1.00 1,914 32,954 +210
Jul02 011214 446.75 450.00 446.00 447.00 +0.25 2,071 24,060 +102
Aug02 011214 448.00 449.00 447.00 447.00 +0.50 19 1,857 +18
Sep02 011214 447.50 447.50 447.50 447.50 +0.50 3 366 +2
Nov02 011214 452.00 455.00 451.00 451.75 unch 181 8,239 +77
Total Volume and Open Interest 40,040 179,561 +402
Soybean Meal(CBOT)
Jan02 011214 150.50 151.90 150.00 150.10 -0.10 13,612 26,595 -1,603
Mar02 011214 147.50 149.30 147.20 147.30 -0.10 7,104 35,632 -447
May02 011214 147.00 148.00 146.30 146.40 -0.10 2,302 29,110 -88
Jul02 011214 147.60 148.50 147.10 147.20 -0.20 2,132 27,788 +20
Aug02 011214 148.00 148.70 147.10 147.30 +0.20 288 7,402 +71
Sep02 011214 148.80 149.00 147.70 147.70 +0.30 168 5,674 +82
Oct02 011214 148.50 148.70 147.20 147.20 -0.30 123 3,316 -25
Dec02 011214 150.00 150.30 149.30 149.50 -0.50 257 7,977 +105
Total Volume and Open Interest 27,885 144,232 -2,924
Soybean Oil(CBOT)
Jan02 011214 15.79 16.00 15.73 15.85 +0.10 12,431 39,240 -510
Mar02 011214 16.02 16.20 15.94 16.08 +0.11 9,886 44,344 +1,968
May02 011214 16.23 16.39 16.15 16.30 +0.10 1,120 33,064 -19
Jul02 011214 16.45 16.61 16.36 16.49 +0.08 587 21,442 -161
Aug02 011214 16.56 16.72 16.50 16.59 +0.09 31 4,997 +21
Sep02 011214 16.67 16.70 16.60 16.70 +0.10 26 3,426 +5
Oct02 011214 16.77 16.82 16.68 16.81 +0.13 16 1,753 +20
Dec02 011214 17.00 17.02 16.90 17.02 +0.09 166 4,915 -85
Total Volume and Open Interest 24,923 155,680 +835
Canola(WCE)
Jan02 011214 338.0 343.4 338.0 341.8 +3.4 3,897 24,617 -1,917
Mar02 011214 336.0 341.1 336.0 339.8 +3.6 4,865 26,155 +238
May02 011214 337.5 340.5 337.2 339.2 +2.9 527 8,881 +268
Jul02 011214 340.0 340.0 338.1 338.1 +3.1 133 6,493 +110
Total Volume and Open Interest 9,716 71,377 -1,419
Corn(CBOT)
Jan02 011214 208.75 210.50 208.75 209.75 +1.00 330 1,486 -258
Mar02 011214 216.50 218.00 216.25 216.75 +0.25 38,336 248,164 -3,661
May02 011214 223.50 224.75 223.00 223.25 unch 2,926 60,793 +595
Jul02 011214 228.75 230.00 228.50 228.75 unch 3,178 46,933 -349
Sep02 011214 232.75 234.50 232.50 232.50 +0.25 446 12,266 +15
Total Volume and Open Interest 49,482 409,788 -3,597
Wheat(CBOT)
Mar02 011214 281.00 288.50 279.50 286.75 +4.25 21,056 77,080 +448
May02 011214 282.25 288.50 281.50 286.75 +3.25 3,006 9,691 +125
Jul02 011214 283.00 288.00 281.50 287.00 +3.00 3,798 16,412 +1,437
Sep02 011214 288.00 291.00 288.00 291.00 +3.50 185 1,161 +189
Dec02 011214 295.00 302.00 295.00 302.00 +5.00 226 2,270 +89
Total Volume and Open Interest 28,555 107,304 +2,102
Wheat(KCBT)
Dec01 011214 278.00 278.00 278.00 278.00 +5.50 8 7 -22
Mar02 011214 283.00 287.75 282.25 286.75 +3.50 5,784 48,427 +1,385
May02 011214 289.00 293.75 288.50 292.50 +3.50 679 9,711 +14
Jul02 011214 294.50 299.00 294.50 298.25 +3.50 1,795 9,224 +872
Sep02 011214 301.00 305.00 301.00 305.00 +3.50 54 1,967 +49
Total Volume and Open Interest 8,511 71,320 +2,441
Wheat(MGE)
Dec01 011214 293.00 293.00 293.00 293.00 unch      
Mar02 011214 303.50 306.00 302.00 304.25 +0.50 2,276 19,896 +545
May02 011214 311.25 313.25 311.25 311.50 +0.25 223 2,917 +76
Jul02 011214 318.50 318.50 318.00 318.00 unch 260 1,707 +120
Sep02 011214 323.50 324.00 323.50 324.00 +0.50 1 974 +0
Total Volume and Open Interest 2,763 26,102 +743
Oats(CBOT)
Mar02 011214 203.50 205.50 201.00 201.25 -2.25 1,554 6,700 +20
May02 011214 187.00 188.25 185.00 185.00 -2.00 155 2,702 +29
Jul02 011214 172.75 173.00 169.00 169.00 -3.00 98 1,307 -28
Sep02 011214 147.50 147.50 147.00 147.00 -0.50 6 37 +2
Total Volume and Open Interest 2,086 11,883 -79
Rough Rice(MCE)
Jan02 011214 3.89 3.96 3.89 3.90 +0.01 224 3,299 -58
Mar02 011214 4.12 4.19 4.12 4.12 unch 352 2,138 -27
May02 011214 4.41 4.41 4.34 4.34 unch 16 807 +13
Jul02 011214 4.55 4.55 4.55 4.55 unch 107 460 +0
Total Volume and Open Interest 709 6,937 -62
Live Cattle(CME)
Dec01 011214 63.600 63.950 63.325 63.525 -0.175 3,775 9,054 -813
Feb02 011214 67.100 67.950 67.100 67.550 +0.350 6,980 44,411 +470
Apr02 011214 70.100 70.600 70.025 70.425 +0.325 3,175 19,407 +74
Jun02 011214 67.050 67.500 67.000 67.400 +0.375 655 13,450 -82
Aug02 011214 67.425 67.750 67.325 67.650 +0.275 357 6,118 +85
Oct02 011214 69.700 69.950 69.700 69.875 +0.100 116 1,778 +72
Total Volume and Open Interest 15,080 94,978 -183
Feeder Cattle(CME)
Jan02 011214 81.800 82.200 81.400 81.825 -0.050 1,656 6,499 +60
Mar02 011214 80.800 81.300 80.600 80.850 -0.150 638 4,429 +208
Apr02 011214 80.900 81.200 80.500 80.800 -0.150 231 2,009 +28
May02 011214 80.850 81.200 80.600 80.900 -0.075 206 1,654 +37
Aug02 011214 82.300 82.700 82.300 82.625 -0.025 17 633 +0
Sep02 011214 82.200 82.600 82.200 82.600 unch 1 98 +1
Oct02 011214 82.300 82.550 82.300 82.550 +0.050 8 39 -2
Total Volume and Open Interest 2,757 15,366 +332
Lean Hogs(CME)
Dec01 011214 45.800 45.925 45.650 45.675 -0.025 1,656 4,150 -368
Feb02 011214 52.725 53.250 52.500 53.200 +0.575 3,649 15,183 -152
Apr02 011214 56.700 57.100 56.375 57.050 +0.450 1,072 4,426 +106
Jun02 011214 63.900 64.350 63.800 64.350 +0.350 128 1,555 +42
Jul02 011214 61.750 61.950 61.350 61.875 +0.075 69 633 +18
Aug02 011214 60.000 60.550 59.550 60.550 +0.250 16 323 +8
Oct02 011214 52.500 52.625 52.500 52.625 +0.125 11 421 +1
Dec02 011214 50.575 50.700 50.500 50.700 +0.100 13 143 +12
Total Volume and Open Interest 6,687 27,966 -316
Pork Bellies(CME)
Feb02 011214 76.500 76.500 75.600 76.275 +0.875 645 1,836 -54
Mar02 011214 76.350 76.350 75.675 75.675 +0.450 127 279 -11
May02 011214 77.500 78.050 77.500 78.050 +1.150 8 159 +6
Jul02 011214 78.150 78.150 78.150 78.150 +0.900 0 41 +0
Aug02 011214 78.000 78.000 78.000 78.000 +1.000 0 9 +0
Total Volume and Open Interest 780 2,324 -59
Cocoa(NYBOT)
Dec01 011211 1280 1320 1280 1305 +58 55 277 -97
Mar02 011214 1305 1344 1301 1334 +38 2,905 35,120 -869
May02 011214 1299 1334 1298 1324 +38 458 14,610 -113
Jul02 011214 1306 1322 1306 1311 +34 423 9,419 -207
Sep02 011214 1300 1305 1300 1300 +36 134 5,974 +2
Dec02 011214 1232 1246 1232 1234 +17 286 10,016 +189
Mar03 011214 1218 1230 1209 1209 +6 553 8,609 +304
Total Volume and Open Interest 5,037 92,237 -619
Coffee "C"(NYBOT)
Dec01 011214 43.50 45.00 43.50 43.80 -0.35 91 96 -30
Mar02 011214 48.25 49.00 47.40 47.55 -0.35 2,988 33,758 +176
May02 011214 50.25 50.60 49.20 49.30 -0.35 606 8,729 +230
Jul02 011214 52.00 52.50 51.10 51.10 -0.35 152 4,249 +40
Sep02 011214 53.70 53.70 52.70 52.70 -0.30 120 3,749 -4
Dec02 011214 55.60 56.00 54.90 54.90 -0.25 89 2,906 +17
Total Volume and Open Interest 4,092 54,252 +409
Orange Juice(NYBOT)
Jan02 011214 89.85 90.10 89.80 90.10 +0.25 480 8,222 -297
Mar02 011214 92.35 92.60 92.25 92.45 +0.25 374 6,877 +103
May02 011214 94.15 94.15 94.15 94.15 +0.55 3 1,197 -1
Jul02 011214 95.40 95.40 95.40 95.40 +0.60 2 223 +2
Sep02 011214 96.65 96.65 96.65 96.65 +0.25 0 161 +0
Total Volume and Open Interest 860 18,141 -193
Sugar #11(NYBOT)
Mar02 011214 7.45 7.49 7.39 7.41 +0.01 10,064 82,274 -851
May02 011214 6.90 6.94 6.89 6.90 +0.03 1,233 25,757 +396
Jul02 011214 6.44 6.50 6.44 6.48 +0.07 3,172 28,406 -25
Oct02 011214 6.43 6.49 6.42 6.47 +0.07 1,395 17,320 +589
Mar03 011214 6.51 6.55 6.51 6.53 +0.06 220 7,327 +1
Total Volume and Open Interest 16,237 167,445 +214
London Cocoa(LCE)
Dec01 011212 969 969 959 963 +10 9,055 4,052 -5,448
Mar02 011214 978 1000 978 990 +13 4,501 62,143 -1,239
May02 011214 990 1008 989 1000 +13 1,691 34,025 -29
Jul02 011214 1001 1023 1001 1013 +13 1,878 28,824 +575
Sep02 011214 991 996 978 992 +14 769 13,133 +244
Dec02 011214 943 955 940 951 +13 871 8,042 +425
Mar03 011214 938 940 927 935 +11 605 7,053 +336
Total Volume and Open Interest 10,315 154,022 -3,598
London Coffee(LCE)
Jan02 011214 398.00 403.00 396.00 397.00 -2.00 1,551 27,542 -248
Mar02 011214 410.00 415.00 409.00 410.00 unch 1,311 25,094 +448
May02 011214 422.00 426.00 420.00 422.00 +2.00 387 20,158 +105
Jul02 011214 433.00 436.00 433.00 434.00 +2.00 68 15,525 +68
Sep02 011214 449.00 452.00 445.00 445.00 +2.00 0 12,351 +0
Nov02 011214 460.00 460.00 456.00 456.00 +3.00 36 4,662 -36
Total Volume and Open Interest 3,389 105,378 +373
London Sugar(LCE)
Dec01 011115 241.50 248.00 236.50 240.40 -1.10 3,820 4,096 -1,367
Mar02 011214 235.50 236.50 235.00 235.20 -0.30 1,698 23,242 +401
May02 011214 226.00 226.00 224.50 224.50 -0.30 281 9,044 -77
Aug02 011214 213.50 214.40 212.50 213.00 -0.30 163 10,932 +18
Oct02 011214 201.90 201.90 200.50 200.50 -0.30 12 4,791 +4
Total Volume and Open Interest 2,320 50,039 +406
Cotton(NYBOT)
Mar02 011214 35.00 37.50 34.91 37.30 +2.15 5,946 29,301 -28
May02 011214 36.36 38.90 36.31 38.87 +2.26 1,205 9,746 -106
Jul02 011214 37.50 40.20 37.40 40.12 +2.32 1,301 9,702 -79
Oct02 011214 39.55 42.05 39.55 42.05 +2.05 83 404 +61
Dec02 011214 40.90 43.25 40.80 43.20 +2.07 852 5,896 +364
Mar03 011214 42.30 44.50 42.27 44.50 +1.97 90 840 +51
Total Volume and Open Interest 9,649 57,223 +307
Lumber(CME)
Jan02 011214 237.2 237.2 237.2 237.2 +10.0 201 1,665 -16
Mar02 011214 245.0 250.7 245.0 250.6 +9.9 129 726 +15
May02 011214 258.9 259.7 257.0 258.5 +8.8 22 176 +14
Jul02 011214 265.1 265.2 258.5 258.5 +3.3 9 23 +1
Total Volume and Open Interest 361 2,592 +14
Crude Oil(NYM)
Jan02 011214 18.70 19.29 18.50 19.23 +1.11 80,705 68,673 -15,038
Feb02 011214 19.05 19.55 18.83 19.49 +0.96 56,979 111,065 +7,043
Mar02 011214 19.27 19.72 19.05 19.68 +0.91 15,698 43,193 +1,247
Apr02 011214 19.35 19.85 19.34 19.84 +0.86 4,619 27,461 +480
May02 011214 19.88 19.99 19.77 19.99 +0.82 1,779 15,821 +531
Jun02 011214 19.65 20.20 19.65 20.12 +0.80 3,256 28,627 +519
Jul02 011214 19.64 20.22 19.64 20.22 +0.78 1,629 13,712 +292
Aug02 011214 19.95 20.31 19.95 20.31 +0.77 462 11,788 +120
Sep02 011214 20.00 20.39 20.00 20.39 +0.76 662 12,140 -333
Oct02 011214 20.25 20.47 20.25 20.47 +0.76 433 9,820 +54
Total Volume and Open Interest 168,989 448,956 -5,166
Heating Oil(NYM)
Jan02 011214 52.80 54.70 52.40 54.25 +3.21 19,778 35,561 -239
Feb02 011214 53.80 55.60 53.50 55.25 +3.05 10,906 30,817 +1,653
Mar02 011214 53.90 55.60 53.80 55.45 +2.80 3,396 20,740 -724
Apr02 011214 53.70 55.60 53.70 55.30 +2.55 2,016 16,337 -320
May02 011214 54.20 54.70 54.00 54.70 +2.25 820 7,144 -136
Jun02 011214 53.80 54.80 53.80 54.80 +2.15 2,515 9,979 +317
Jul02 011214 55.60 55.60 54.70 55.40 +2.10 925 5,105 +57
Aug02 011214 56.25 56.25 56.10 56.10 +2.05 376 3,454 -56
Sep02 011214 56.60 56.95 56.50 56.95 +2.00 91 4,424 +50
Oct02 011214 57.00 57.85 57.00 57.85 +2.00 153 2,597 -55
Total Volume and Open Interest 41,811 152,277 +937
Unleaded Gas(NYM)
Jan02 011214 53.10 55.30 53.00 55.03 +2.95 15,638 35,745 +1,318
Feb02 011214 54.40 56.30 54.30 56.09 +2.81 8,532 23,099 +1,297
Mar02 011214 55.10 57.30 55.10 57.14 +2.74 2,464 14,465 +319
Apr02 011214 61.50 63.14 61.50 63.14 +2.46 963 14,674 -138
May02 011214 62.00 63.64 62.00 63.64 +2.46 975 14,532 -205
Jun02 011214 62.35 63.74 62.35 63.74 +2.46 1,530 9,688 -295
Jul02 011214 62.60 63.49 62.60 63.49 +2.43 311 7,102 +118
Aug02 011214 62.79 62.79 62.79 62.79 +2.36 514 6,104 +282
Total Volume and Open Interest 31,062 132,824 +2,796
Natural Gas(NYM)
Jan02 011214 2.740 2.870 2.486 2.846 +0.090 29,208 61,581 +2,884
Feb02 011214 2.820 2.920 2.815 2.908 +0.086 13,771 41,547 +2,445
Mar02 011214 2.820 2.910 2.810 2.902 +0.080 4,746 36,245 +774
Apr02 011214 2.780 2.860 2.780 2.848 +0.061 2,507 38,642 +1,265
May02 011214 2.835 2.900 2.825 2.896 +0.059 1,073 17,906 -35
Jun02 011214 2.890 2.946 2.880 2.946 +0.058 1,667 17,580 +154
Jul02 011214 2.960 2.984 2.915 2.984 +0.056 531 14,461 -65
Aug02 011214 2.970 3.026 2.970 3.026 +0.054 1,077 13,024 -230
Total Volume and Open Interest 61,045 426,047 +6,591
Brent Crude Oil(IPE)
Jan02 011214 18.03 18.50 17.97 18.38 +0.58 23,728 31,384 -3,765
Feb02 011214 18.38 19.15 18.38 19.15 +0.98 53,317 87,295 +11,897
Mar02 011214 18.45 19.11 18.43 19.11 +0.88 16,405 41,860 +7,615
Apr02 011214 18.55 19.10 18.42 19.10 +0.84 5,420 14,491 +461
May02 011214 18.67 19.19 18.53 19.19 +0.83 2,244 10,210 +1,270
Jun02 011214 18.80 19.32 18.73 19.31 +0.80 3,428 21,175 +959
Jul02 011214 18.91 19.41 18.91 19.41 +0.79 362 6,045 -121
Aug02 011214 19.13 19.51 19.13 19.51 +0.78 33 5,736 -22
Total Volume and Open Interest 107,612 263,137 +18,619
Gas Oil(IPE)
Jan02 011214 157.50 165.00 157.50 164.75 +9.00 13,793 45,132 -833
Feb02 011214 160.50 167.00 160.50 167.00 +7.75 7,207 30,010 +2,407
Mar02 011214 161.75 168.00 161.75 167.75 +6.75 742 10,440 +251
Apr02 011214 164.25 168.75 164.25 168.75 +6.00 847 6,582 -315
May02 011214 166.00 169.75 166.00 169.75 +5.50 50 3,865 +34
Jun02 011214 166.50 170.75 166.50 170.75 +4.75 710 17,494 +322
Jul02 011214 172.25 172.25 172.25 172.25 +4.50 0 2,517 +0
Aug02 011214 173.75 173.75 173.75 173.75 +4.25 0 2,324 +0
Total Volume and Open Interest 23,634 155,691 +1,290
US Dollar Index(NYBOT)
Dec01 011214 115.23 115.27 114.86 114.90 -0.90 196 2,416 -175
Mar02 011214 115.82 115.82 115.33 115.44 -0.90 703 4,426 +129
Jun02 011214 116.03 116.10 115.94 115.94 -0.90 0 2,008 +0
Total Volume and Open Interest 899 8,852 -46
Australian Dollar(IMM)
Dec01 011214 51.87 52.00 51.78 51.92 +0.05 1,436 7,483 -1,083
Mar02 011214 51.50 51.71 51.50 51.63 +0.05 3,543 16,268 +1,063
Jun02 011214 51.35 51.35 51.34 51.34 +0.05 9 353 +9
Total Volume and Open Interest 4,988 24,119 -11
British Pound(IMM)
Dec01 011214 145.10 145.60 145.00 145.44 +1.24 2,200 23,660 -1,654
Mar02 011214 144.30 144.96 144.16 144.68 +1.24 5,832 18,543 +1,669
Jun02 011214 144.20 144.20 143.98 143.98 +1.24 28 41 +8
Total Volume and Open Interest 8,060 42,244 +23
Canadian Dollar(IMM)
Dec01 011214 63.83 64.10 63.79 64.09 +0.29 7,059 31,280 -3,548
Mar02 011214 63.78 64.07 63.77 64.05 +0.29 9,342 42,288 +3,782
Jun02 011214 63.82 64.06 63.80 64.06 +0.29 146 2,302 +104
Sep02 011214 63.81 64.08 63.81 64.08 +0.29 7 718 +7
Total Volume and Open Interest 16,575 77,112 +348
Japanese Yen(IMM)
Dec01 011214 78.39 78.61 78.39 78.57 -0.66 7,587 53,582 -5,317
Mar02 011214 78.72 79.00 78.72 78.93 -0.66 12,291 97,372 +4,555
Jun02 011214 79.20 79.31 79.19 79.31 -0.66 109 20,383 +0
Total Volume and Open Interest 19,987 171,692 -762
Deutsche Mark(IMM)
Dec01 011214 46.14 46.23 45.68 46.23 +0.56 73 194 +0
Total Volume and Open Interest 73 194 +0
Swiss Franc(IMM)
Dec01 011214 61.24 61.42 61.16 61.40 +0.83 2,139 28,364 -7,057
Mar02 011214 61.26 61.48 61.14 61.40 +0.83 13,443 24,912 +1,674
Jun02 011214 61.32 61.50 61.25 61.45 +0.84 1 11 +0
Total Volume and Open Interest 15,582 53,310 -5,383
EuroFX(IMM)
Dec01 011214 90.23 90.51 90.13 90.41 +1.07 10,006 39,124 -9,588
Mar02 011214 89.92 90.22 89.80 90.10 +1.08 23,443 76,728 +7,375
Jun02 011214 89.69 89.86 89.69 89.86 +1.08 24 396 +24
Total Volume and Open Interest 33,480 116,315 -2,189
Mexican Peso(IMM)
Dec01 011214 10990.0 11050.0 10965.0 10985.0 +7.5 2,823 13,335 -2,298
Mar02 011214 10777.5 10860.0 10750.0 10785.0 +7.5 4,366 24,316 +2,210
Total Volume and Open Interest 7,189 37,966 -68
30-Year T-Bonds(CBOT)
Dec01 011214 101~30 102~05 100~27 100~29 -0~23 14,764 24,963 -4,297
Mar02 011214 100~21 101~03 99~19 99~23 -0~24 259,114 427,117 +426
Jun02 011214 99~21 99~21 98~19 98~19 -0~23 13 25,389 -9
Total Volume and Open Interest 273,891 477,469 -3,880
Municipal Bonds(CBOT)
Dec01 011214 102~26 102~26 102~05 102~05 -0~16 1,007 7,342 -454
Mar02 011214 101~31 101~31 101~04 101~06 -0~16 1,741 6,483 +565
Total Volume and Open Interest 2,748 13,825 +111
10-Year T-Notes(CBOT)
Dec01 011214 106~050 106~050 105~115 105~115 -0~170 11,639 32,244 -8,902
Mar02 011214 104~170 104~300 103~280 103~315 -0~170 321,565 530,390 +10,309
Total Volume and Open Interest 333,206 565,430 +1,408
5-Year T-Notes(CBOT)
Dec01 011214 106~150 106~160 106~090 106~090 -0~095 9,872 67,948 -5,163
Mar02 011214 105~100 105~150 104~280 104~310 -0~095 117,458 444,544 +13,343
Jun02 011214 104~030 104~030 104~030 104~030 -0~095 0 200 +0
Total Volume and Open Interest 127,330 512,692 +8,180
2 Year T-Notes(CBOT)
Dec01 011214 105~032 105~032 105~008 105~012 -0~015 1,634 5,888 -1,648
Mar02 011214 104~035 104~037 104~012 104~020 -0~015 11,263 66,873 +3,551
Total Volume and Open Interest 12,897 72,761 +1,903
3-Mth T-Bills(IMM)
Mar02 011214 98.14 98.14 98.14 98.14 -0.04 22 515 -2
Total Volume and Open Interest 317 2,241 +85
Eurodollars(IMM)
Dec01 011214 98.105 98.113 98.092 98.100 -0.005 128,065 794,825 -27,030
Mar02 011214 97.960 97.970 97.895 97.920 -0.045 178,275 667,652 +8,573
Jun02 011214 97.475 97.490 97.400 97.455 -0.035 217,167 620,795 +1,531
Sep02 011214 96.865 96.875 96.760 96.820 -0.050 187,109 545,343 +7,126
Dec02 011214 96.155 96.185 96.060 96.115 -0.075 121,707 539,839 +3,079
Mar03 011214 95.570 95.575 95.470 95.500 -0.090 61,874 304,510 +6,201
Jun03 011214 95.040 95.040 94.910 94.945 -0.105 29,785 197,575 +525
Sep03 011214 94.650 94.650 94.510 94.540 -0.120 25,625 175,646 +2,258
Dec03 011214 94.300 94.300 94.170 94.195 -0.130 13,936 134,670 +2,199
Mar04 011214 94.075 94.170 94.045 94.045 -0.130 8,910 117,689 +161
Jun04 011214 93.980 93.990 93.865 93.865 -0.135 9,705 97,391 +1,023
Sep04 011214 93.840 93.850 93.710 93.725 -0.135 8,342 96,968 +1,089
Total Volume and Open Interest 1,035,906 4,897,051 +9,262
3-Mth Euro-Yen(IMM)
Dec01 011214 99.92 99.92 99.91 99.92 unch 547 15,818 -156
Mar02 011214 99.85 99.85 99.84 99.85 -0.01 569 8,482 -393
Jun02 011214 99.86 99.86 99.86 99.86 -0.01 32 11,565 +127
Sep02 011214 99.84 99.85 99.84 99.85 -0.01 31 2,781 +109
Dec02 011214 99.81 99.81 99.81 99.81 -0.01 2 1,245 +0
Mar03 011214 99.78 99.78 99.78 99.78 -0.01 0 1,038 +0
Jun03 011214 99.76 99.76 99.76 99.76 -0.01 0 1,166 +0
Sep03 011214 99.72 99.72 99.72 99.72 unch 0 262 +95
Dec03 011214 99.63 99.63 99.63 99.63 unch 0 147 +0
Mar04 011214 99.57 99.57 99.57 99.57 unch 0 347 +0
Total Volume and Open Interest 1,181 42,925 -218
3-Mth Euro-Yen(SIMEX)
Mar02 011214 99.86 99.86 99.84 99.84 -0.02 1,555 78,437 +460
Jun02 011214 99.88 99.88 99.86 99.86 -0.01 2,267 81,065 +515
Sep02 011214 99.86 99.86 99.83 99.84 -0.02 874 27,754 +264
Dec02 011214 99.82 99.82 99.81 99.82 unch 348 12,116 -110
Mar03 011214 99.79 99.79 99.78 99.78 -0.01 436 21,803 -216
Jun03 011214 99.77 99.77 99.76 99.77 -0.01 106 20,159 +2
Sep03 011214 99.72 99.72 99.71 99.72 -0.01 144 10,972 +60
Dec03 011214 99.65 99.65 99.65 99.65 -0.01 150 3,612 -80
Total Volume and Open Interest 6,282 358,052 +891
Euro Notional Bond(MATIF)
Dec01 011214 89.89 90.37 89.89 90.04 +0.05 2,691 21,482 -828
Mar02 011214 89.86 90.25 89.78 89.84 -0.06 732 1,834 +521
Jun02 011214 89.84 89.84 89.84 89.84 -0.06      
Total Volume and Open Interest 3,423 23,316 -307
3-Month Euribor(MATIF)
Dec01 011214 96.65 96.65 96.65 96.65 unch 0 2,776 +0
Mar02 011214 96.85 96.85 96.85 96.85 -0.05 0 2,496 +0
Jun02 011214 96.60 96.60 96.60 96.60 -0.25 0 211 +0
Total Volume and Open Interest 0 6,273 +0
German Euro-Bund(EUREX)
Mar02 011214 108.54 108.83 108.32 108.62 +0.09 772,823 469,502 +19,232
Jun02 011214 107.71 107.90 107.71 107.84 +0.09 3,176 4,478 -583
Sep02 011214 106.82 106.82 106.82 106.82 +0.10 0 65 -1,488
Total Volume and Open Interest 775,999 474,045 +17,161
German Euro-Bobl(EUREX)
Mar02 011214 107.04 107.22 106.81 107.02 -0.02 454,545 341,158 +10,193
Jun02 011214 106.27 106.27 106.27 106.27 -0.02 309 2,371 -554
Sep02 011214 105.78 105.78 105.78 105.78 -0.02      
Total Volume and Open Interest 454,854 343,529 +9,639
Long Gilt(LIFFE)
Dec01 011214 115~18 115~19 115~14 115~17 -0~03 796 8,118 +188
Mar02 011214 115~05 115~06 114~19 114~27 -0~03 21,702 54,915 -37
Total Volume and Open Interest 22,498 63,083 +151
3-Mth Short Sterling(LIFFE)
Dec01 011214 95.96 95.96 95.94 95.94 -0.03 12,780 0 +0
Mar02 011214 95.98 95.98 95.89 95.93 -0.05 26,872 0 +0
Jun02 011214 95.69 95.71 95.58 95.63 -0.06 25,374 0 +0
Total Volume and Open Interest 122,298    
3-Mth Euribor(LIFFE)
Dec01 011214 96.660 96.670 96.650 96.660 -0.005 57,107 458,218 -10,080
Mar02 011214 96.860 96.915 96.820 96.870 -0.015 101,739 466,743 -2,109
Jun02 011214 96.840 96.890 96.765 96.835 -0.015 98,151 388,829 -3,966
Total Volume and Open Interest 427,203 2,104,868 -9,273
3-Mth Aus T-Bills(SFE)
Dec01 011213 95.76 95.80 95.76 95.76 unch 9,369 84,152 -35,390
Mar02 011214 95.93 95.96 95.91 95.94 -0.03 17,751 154,554 +7,287
Jun02 011214 95.83 95.85 95.79 95.84 -0.04 5,670 55,736 +3,677
Sep02 011214 95.47 95.48 95.44 95.48 -0.03 2,504 27,506 +1,988
Dec02 011214 95.05 95.05 95.02 95.04 -0.04 1,284 19,996 +1,171
Mar03 011214 94.69 94.70 94.67 94.68 -0.05 839 12,507 +836
Jun03 011214 94.42 94.44 94.40 94.43 -0.05 434 8,916 +394
Sep03 011214 94.23 94.25 94.21 94.24 -0.06 150 8,644 +175
Dec03 011214 94.11 94.11 94.06 94.10 -0.05 673 3,968 +573
Mar04 011214 94.03 94.03 94.01 94.02 -0.05 89 1,979 +89
Total Volume and Open Interest 37,053 297,333 -67,712
10-Year Aus T-Bonds(SFE)
Dec01 011214 94.17 94.18 94.09 94.10 -0.07 6,010 222,856 +17,004
Mar02 011214 94.10 94.10 94.01 94.02 -0.07 6,469 81,979 +44,298
Total Volume and Open Interest 52,873 243,533 +42,363
3-Year Aus T-Bonds(SFE)
Dec01 011214 95.05 95.07 95.01 95.06 -0.04 127,930 558,279 +70,474
Mar02 011214 94.75 94.79 94.74 94.78 -0.05 71,628 122,832 +100,923
Total Volume and Open Interest 199,558 681,111 +171,397
Gold(CMX)
Dec01 011214 275.0 278.5 275.0 278.0 +4.1 57 234 -319
Feb02 011214 275.4 279.2 275.2 278.6 +4.0 7,449 73,279 -508
Apr02 011214 275.6 279.8 275.5 279.2 +4.0 711 6,564 +271
Jun02 011214 277.2 280.5 276.7 279.7 +4.0 561 7,888 -64
Aug02 011214 280.2 280.2 280.2 280.2 +4.0 386 3,120 -386
Oct02 011214 280.8 280.8 280.8 280.8 +4.0 163 2,571 +156
Total Volume and Open Interest 10,250 115,380 -1,112
Silver(CMX)
Dec01 011214 435.0 435.7 435.0 435.7 +9.2 168 198 -37
Mar02 011214 433.0 439.5 433.0 436.2 +8.2 7,661 52,400 +232
May02 011214 435.0 440.5 433.0 436.8 +8.0 73 2,413 +6
Jul02 011214 433.0 440.0 433.0 437.1 +7.7 143 3,206 -7
Sep02 011214 437.5 437.5 437.5 437.5 +7.3 1 1,583 +0
Total Volume and Open Interest 8,150 68,037 +243
Platinum(NYM)
Jan02 011214 465.0 470.0 465.0 467.6 -1.2 364 3,477 -239
Apr02 011214 460.0 460.0 458.0 458.6 -1.7 242 2,263 +121
Jul02 011214 452.6 452.6 452.6 452.6 -1.2 6 68 +4
Oct02 011214 449.6 449.6 449.6 449.6 -1.2 0 32 +0
Total Volume and Open Interest 612 5,840 -114
Palladium(NYME)
Dec01 011214 399.75 399.75 399.75 399.75 +13.50 1 20 +0
Mar02 011214 399.00 403.00 395.00 400.25 +13.25 46 1,235 +5
Jun02 011127 310.00 310.00 310.00 310.00 unch 120 770  
Total Volume and Open Interest 490 1,408  
Copper(CMX)
Dec01 011214 66.60 67.10 66.60 67.10 +0.10 2,312 3,041 -590
Mar02 011214 67.40 68.20 67.30 67.90 +0.10 6,692 33,213 +965
May02 011214 68.75 68.75 68.45 68.50 +0.10 42 4,767 +1
Jul02 011214 69.00 69.10 68.90 69.10 +0.15 143 5,017 -74
Sep02 011214 69.65 69.65 69.65 69.65 +0.15 105 3,434 +11
Total Volume and Open Interest 10,417 67,687 +689
DJIA Index(CBOT)
Dec01 011214 9760 9855 9740 9841 +108 7,834 19,230 -3,513
Mar02 011214 9760 9850 9735 9839 +109 20,566 10,486 +3,522
Jun02 011214 9780 9849 9770 9849 +109 4 325 +3
Sep02 011214 9865 9865 9865 9865 +109 0 75 +0
Total Volume and Open Interest 28,404 30,225 +12
S & P 500(CME)
Dec01 011214 1117.50 1129.00 1114.50 1125.30 +9.60 74,932 219,161 -45,252
Mar02 011214 1119.50 1130.20 1115.80 1126.60 +9.60 128,461 330,010 +50,293
Jun02 011214 1121.00 1128.90 1120.00 1128.90 +9.60 230 10,856 +156
Sep02 011214 1125.00 1132.40 1125.00 1132.40 +9.30 140 866 +29
Total Volume and Open Interest 203,763 561,255 +5,226
S & P 500 E-Mini(Globex)
Dec01 011214 1115.50 1138.00 1114.25 1125.25 +9.50 25,640 172,664 -20,236
Mar02 011214 1117.75 1130.25 1115.00 1126.50 +9.50 200,225 23,739 +20,431
Total Volume and Open Interest 225,865 196,403 +195
NASDAQ 100(CME)
Dec01 011214 1601.00 1623.00 1591.00 1612.50 +14.50 24,285 47,429 -5,064
Mar02 011214 1609.00 1632.00 1596.00 1619.00 +14.50 30,163 31,588 +11,721
Jun02 011214 1625.50 1625.50 1625.50 1625.50 +14.50 0 2 +0
Total Volume and Open Interest 54,448 79,019 +6,657
NASDAQ 100 E-Mini(GLOBEX)
Dec01 011214 1602.0 1625.0 1569.0 1612.5 +14.5 27,288 137,904 -2,266
Mar02 011214 1605.0 1631.5 1595.0 1619.0 +14.5 159,049 20,206 +15,157
Total Volume and Open Interest 186,337 158,110 +12,891
NYSE Composite(NYBOT)
Dec01 011214 569.30 573.00 568.30 573.00 +4.50 1,364 3,874 -504
Mar02 011214 568.30 573.30 568.30 573.20 +4.40 2,804 2,503 +364
Jun02 011214 573.40 573.40 573.40 573.40 +4.40 300 410 +100
Total Volume and Open Interest 4,668 6,987 +160
S & P Midcap 400(CME)
Dec01 011214 487.00 494.05 486.00 494.05 +7.25 2,222 8,316 -2,166
Mar02 011214 490.00 495.00 487.50 495.00 +7.25 3,493 7,116 +2,151
Jun02 011214 499.00 499.00 499.00 499.00 +7.25      
Total Volume and Open Interest 5,715 15,432 -15
Russell 2000(CME)
Dec01 011214 468.00 472.50 466.50 472.30 +5.55 6,305 14,064 -2,884
Mar02 011214 470.00 473.50 467.00 473.10 +5.60 6,726 17,401 +5,592
Jun02 011214 477.40 477.40 477.40 477.40 +5.60      
Total Volume and Open Interest 13,031 31,465 +2,708
Value Line(KCBT)
Dec01 011214 1194.00 1202.00 1194.00 1202.00 +10.00 178 191 -127
Total Volume and Open Interest 323 390 +8
Nikkei 225(CME)
Mar02 011214 10510 10590 10460 10590 +260 3,559 12,358 +1,731
Jun02 011214 10500 10590 10500 10590 +260 0 24 +0
Total Volume and Open Interest 5,926 24,999 +1,731
Nikkei 225(SIMEX)
Mar02 011214 10310 10620 10275 10515 +50 29,542 72,240 +11,037
Jun02 011214 10480 10480 10480 10480 +55 0 24 +0
Sep02 011214 10485 10485 10485 10485 +70      
Total Volume and Open Interest 47,434 72,264 -83,650
CAC 40(MATIF)
Dec01 011214 4383.5 4419.0 4342.0 4347.0 -69.0 108,820 510,239 -3,776
Jan02 011214 4398.5 4430.5 4356.0 4359.0 -69.0 39,996 51,434 +37,429
Feb02 011214 4369.5 4369.5 4369.5 4369.5 -69.5 300 5,402 +300
Total Volume and Open Interest 155,215 668,119 +37,261
DAX Index(EUREX)
Dec01 011214 4946.0 4990.0 4905.0 4930.0 -33.0 57,449 131,926 -824
Mar02 011214 4980.0 5026.0 4943.5 4966.5 -33.0 5,651 46,745 +2,896
Jun02 011214 5046.0 5051.5 4996.0 5007.0 -35.0 1,334 5,854 +911
Total Volume and Open Interest 64,434 184,525 +2,983
FT-SE 100(LIFFE)
Dec01 011214 5054.00 5100.00 5038.00 5060.00 -10.50 58,621 313,916 -24,901
Mar02 011214 5056.00 5108.00 5046.50 5069.00 -10.00 20,330 151,939 +17,524
Jun02 011214 5092.50 5100.00 5062.50 5080.50 -10.00 0 21,109 +0
Total Volume and Open Interest 78,951 486,964 -7,377
SPI 200(SFE)
Dec01 011214 3294.0 3302.0 3286.0 3290.0 -26.0 11,835 144,098 +3,254
Mar02 011214 3300.0 3307.0 3293.0 3296.0 -27.0 4,524 20,588 +4,290
Jun02 011214 3314.0 3314.0 3308.0 3308.0 -25.0 105 1,602 +0
Total Volume and Open Interest 16,464 166,763 +7,544
GSCI(CME)
Dec01 011214 163.65 167.00 163.65 167.00 +5.70 2,321 4,981 -1,349
Jan02 011214 165.50 168.50 165.50 168.40 +5.20 2,276 12,947 +2,180
Feb02 011214 169.50 169.50 169.50 169.50 +4.60 1 1 +0
Total Volume and Open Interest 4,598 17,929 +831
Bridge CRB Index(NYBOT)
Jan02 011214 190.50 192.25 190.50 191.50 +2.10 27 184 -14
Feb02 011214 191.50 192.00 190.50 192.00 +2.30 12 170 +4
Apr02 011214 191.00 193.00 191.00 193.00 +2.30 0 59 +0
Total Volume and Open Interest 39 420 -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

2009 Historical Reports-
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