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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 19, 2001
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan02 011219 432.00 437.00 431.00 435.00 +3.00 29,887 58,168 -4,307
Mar02 011219 433.50 438.00 433.25 436.00 +2.25 10,864 50,775 +1,681
May02 011219 438.00 441.50 437.00 439.75 +1.75 3,059 33,161 +418
Jul02 011219 441.50 445.75 440.75 444.00 +2.25 2,777 25,490 +619
Aug02 011219 445.00 445.00 443.00 443.75 +2.00 35 1,901 +32
Sep02 011219 443.00 444.50 443.00 444.00 +1.50 3 368 +1
Nov02 011219 446.50 449.50 446.00 447.50 +1.00 187 8,271 +6
Total Volume and Open Interest 46,815 178,174 -1,550
Soybean Meal(CBOT)
Jan02 011219 148.00 149.60 147.70 148.50 +0.70 11,833 25,234 +115
Mar02 011219 145.80 146.50 144.90 145.40 unch 8,804 37,855 +1,561
May02 011219 145.00 145.70 144.30 144.80 -0.40 3,115 29,343 +392
Jul02 011219 145.80 146.60 145.30 145.90 -0.40 2,018 28,110 +307
Aug02 011219 146.50 147.20 146.00 146.00 -0.50 250 7,502 +105
Sep02 011219 147.00 147.70 146.50 146.60 -0.50 117 5,763 +18
Oct02 011219 147.30 148.00 146.30 146.50 +0.20 127 3,409 +53
Dec02 011219 149.20 149.50 148.20 148.70 -0.50 296 8,169 +98
Total Volume and Open Interest 26,593 145,558 +2,671
Soybean Oil(CBOT)
Jan02 011219 15.45 15.75 15.40 15.71 +0.21 13,008 30,327 -4,617
Mar02 011219 15.58 15.98 15.55 15.94 +0.25 12,477 52,551 +4,850
May02 011219 15.80 16.20 15.80 16.15 +0.24 2,766 33,230 -190
Jul02 011219 16.02 16.39 16.02 16.36 +0.24 934 22,327 +134
Aug02 011219 16.14 16.47 16.14 16.45 +0.23 567 5,820 +507
Sep02 011219 16.25 16.62 16.25 16.55 +0.24 54 3,442 +15
Oct02 011219 16.35 16.70 16.35 16.66 +0.23 77 1,845 +75
Dec02 011219 16.70 16.86 16.70 16.86 +0.21 170 4,971 +34
Total Volume and Open Interest 30,053 156,246 +808
Canola(WCE)
Jan02 011219 335.5 339.5 334.5 339.4 +3.3 7,007 16,912 -640
Mar02 011219 334.5 338.4 333.5 338.4 +2.9 6,838 28,977 +2,456
May02 011219 335.2 338.3 335.2 338.2 +2.5 245 9,526 +90
Jul02 011219 335.0 337.5 334.7 337.0 +1.5 715 6,923 +358
Total Volume and Open Interest 15,384 68,465 +2,512
Corn(CBOT)
Jan02 011219 206.25 208.25 206.25 206.75 +0.25 125 1,676 +20
Mar02 011219 213.25 215.75 212.75 214.25 +0.25 29,412 245,980 +375
May02 011219 220.00 222.25 219.50 220.75 +0.25 2,385 61,488 +467
Jul02 011219 225.75 228.25 225.25 226.50 +0.25 3,045 47,875 +835
Sep02 011219 230.75 232.00 230.25 230.50 unch 1,201 12,957 +572
Total Volume and Open Interest 38,041 410,800 +2,555
Wheat(CBOT)
Mar02 011219 287.50 294.50 287.50 293.00 +7.25 15,330 74,124 -720
May02 011219 287.50 292.50 287.50 290.50 +4.00 1,537 11,868 +157
Jul02 011219 288.00 293.00 288.00 289.50 +3.25 3,292 16,789 -222
Sep02 011219 293.50 295.00 292.00 292.50 +2.00 2 1,191 +2
Dec02 011219 303.50 304.00 302.00 303.50 +2.50 91 2,300 +51
Total Volume and Open Interest 20,259 106,390 -725
Wheat(KCBT)
Dec01 011219 273.50 280.50 273.50 280.50 +6.00 2 2 -1
Mar02 011219 285.00 292.00 285.00 289.00 +3.50 3,381 47,751 -80
May02 011219 291.00 298.00 291.00 294.25 +3.00 699 9,384 -129
Jul02 011219 297.50 303.00 297.50 299.00 +2.00 573 9,395 -187
Sep02 011219 306.50 306.50 306.50 306.50 +3.50 2 1,972 +0
Total Volume and Open Interest 4,661 70,871 -395
Wheat(MGE)
Dec01 011218 293.00 293.00 293.00 293.00 unch      
Mar02 011219 305.00 309.50 305.00 307.75 +2.25 1,819 19,778 -35
May02 011219 313.50 316.00 313.50 313.50 +0.75 50 2,817 -16
Jul02 011219 319.75 320.75 319.50 319.50 +0.50 23 1,701 +9
Sep02 011219 327.00 327.00 325.75 325.75 +1.25 0 985 +0
Total Volume and Open Interest 1,892 25,944 -45
Oats(CBOT)
Mar02 011219 185.75 190.50 185.75 186.25 -5.25 1,358 6,371 -64
May02 011219 171.00 174.50 170.75 171.25 -4.25 216 2,730 +47
Jul02 011219 157.00 160.50 157.00 157.00 -5.00 95 1,335 +25
Sep02 011219 140.50 141.00 139.00 139.00 -1.00 0 34 +0
Total Volume and Open Interest 1,700 11,485 +18
Rough Rice(MCE)
Jan02 011219 3.85 3.86 3.81 3.86 +0.01 472 2,720 -140
Mar02 011219 4.07 4.10 4.03 4.08 -0.01 407 2,364 +259
May02 011219 4.31 4.31 4.27 4.30 -0.01 60 841 +37
Jul02 011219 4.48 4.50 4.48 4.50 -0.02 21 447 +4
Total Volume and Open Interest 965 6,611 +165
Live Cattle(CME)
Dec01 011219 64.775 65.450 64.775 65.050 +0.075 3,410 5,462 -1,132
Feb02 011219 69.200 69.400 68.900 68.975 -0.575 12,101 45,356 +483
Apr02 011219 72.300 72.350 71.900 72.125 -0.350 3,574 19,835 +166
Jun02 011219 68.900 68.950 68.525 68.575 -0.500 2,784 13,473 -120
Aug02 011219 68.925 69.000 68.650 68.775 -0.375 894 6,547 +285
Oct02 011219 71.100 71.100 70.850 70.950 -0.350 125 1,890 +31
Total Volume and Open Interest 22,989 93,347 -264
Feeder Cattle(CME)
Jan02 011219 83.700 84.000 83.300 83.650 -0.150 1,937 5,934 -519
Mar02 011219 82.825 83.050 82.350 82.725 -0.125 1,324 4,577 +108
Apr02 011219 82.700 82.700 82.150 82.350 -0.400 320 2,007 -48
May02 011219 82.650 82.750 82.200 82.350 -0.475 153 1,716 -5
Aug02 011219 83.800 84.000 83.800 83.950 -0.350 92 683 +51
Sep02 011219 84.000 84.000 83.700 83.950 -0.400 7 101 +0
Oct02 011219 83.900 83.900 83.850 83.850 -0.400 4 47 +4
Total Volume and Open Interest 3,837 15,072 -409
Lean Hogs(CME)
Feb02 011219 53.350 53.350 52.500 52.650 -0.675 2,650 15,055 +205
Apr02 011219 57.000 57.250 56.850 57.025 -0.125 485 4,741 +197
Jun02 011219 64.150 64.150 63.850 64.075 -0.200 183 1,653 +23
Jul02 011219 61.500 61.700 61.450 61.450 -0.150 59 712 +25
Aug02 011219 60.150 60.350 60.100 60.350 +0.100 1 337 +1
Oct02 011219 52.375 52.375 52.175 52.175 -0.150 7 437 +0
Dec02 011219 50.550 50.575 50.525 50.575 -0.150 18 172 +10
Total Volume and Open Interest 3,458 24,246 +480
Pork Bellies(CME)
Feb02 011219 75.750 76.000 73.650 74.300 -1.450 551 1,975 +100
Mar02 011219 75.200 75.200 73.650 73.900 -0.600 15 287 +2
May02 011219 76.000 76.000 76.000 76.000 -0.950 12 169 +4
Jul02 011219 76.500 76.500 76.500 76.500 -1.050 8 50 +8
Aug02 011219 76.000 76.400 76.000 76.400 -1.150 0 9 +0
Total Volume and Open Interest 586 2,490 +114
Cocoa(NYBOT)
Mar02 011219 1289 1294 1272 1286 -16 3,208 35,013 -361
May02 011219 1278 1283 1266 1275 -17 665 14,239 -60
Jul02 011219 1268 1268 1260 1265 -15 145 9,398 -28
Sep02 011219 1259 1259 1247 1251 -17 203 5,838 +56
Dec02 011219 1190 1194 1185 1186 -13 121 10,038 +43
Mar03 011219 1160 1160 1155 1159 -16 107 8,608 +22
May03 011219 1144 1144 1144 1144 -19 0 2,979 +0
Total Volume and Open Interest 4,449 91,611 -328
Coffee "C"(NYBOT)
Dec01 011214 43.50 45.00 43.50 43.80 -0.35 91 96 -30
Mar02 011219 45.75 47.60 45.60 46.90 +0.80 3,456 33,526 +76
May02 011219 48.00 49.40 47.60 48.80 +0.80 688 8,968 -40
Jul02 011219 49.90 51.25 49.70 50.60 +0.70 415 4,405 -14
Sep02 011219 51.70 53.00 51.40 52.20 +0.70 100 3,711 -18
Dec02 011219 54.20 55.25 54.10 54.50 +0.65 304 3,050 +102
Total Volume and Open Interest 5,131 54,544 +218
Orange Juice(NYBOT)
Jan02 011219 92.05 92.20 91.60 92.10 +0.25 1,275 6,993 -268
Mar02 011219 94.40 94.45 93.90 94.40 +0.20 898 8,198 +381
May02 011219 96.40 96.40 96.35 96.35 +0.40 8 1,195 +0
Jul02 011219 96.95 97.35 96.95 97.35 +0.40 0 223 +0
Sep02 011219 98.35 98.35 98.35 98.35 +0.40 0 161 +0
Total Volume and Open Interest 2,186 18,232 +113
Sugar #11(NYBOT)
Mar02 011219 7.01 7.03 6.90 6.95 -0.08 20,192 83,796 +1,823
May02 011219 6.56 6.57 6.46 6.51 -0.06 4,583 26,612 -647
Jul02 011219 6.17 6.17 6.06 6.11 -0.06 3,990 27,603 -212
Oct02 011219 6.16 6.16 6.07 6.11 -0.08 2,107 18,217 +194
Mar03 011219 6.27 6.32 6.25 6.26 -0.05 333 7,518 +166
Total Volume and Open Interest 32,574 171,069 +1,937
London Cocoa(LCE)
Dec01 011212 969 969 959 963 +10 9,055 4,052 -5,448
Mar02 011219 980 980 956 962 -16 1,996 61,092 -331
May02 011219 982 982 964 970 -14 502 33,903 +48
Jul02 011219 997 997 977 984 -15 509 29,297 +120
Sep02 011219 981 983 960 966 -16 326 13,201 +267
Dec02 011219 918 930 915 917 -15 155 8,062 +116
Mar03 011219 900 912 890 897 -10 179 7,321 +58
Total Volume and Open Interest 3,667 153,638 +278
London Coffee(LCE)
Jan02 011219 384.00 390.00 384.00 389.00 -1.00 4,357 21,786 -2,049
Mar02 011219 401.00 406.00 400.00 405.00 unch 5,231 29,468 +2,622
May02 011219 418.00 418.00 413.00 418.00 unch 1,150 20,976 +623
Jul02 011219 430.00 431.00 425.00 430.00 unch 1,000 15,916 +393
Sep02 011219 440.00 444.00 436.00 441.00 -1.00 212 12,478 +97
Nov02 011219 454.00 454.00 451.00 451.00 -2.00 409 5,017 +362
Total Volume and Open Interest 12,377 105,721 +2,062
London Sugar(LCE)
Dec01 011115 241.50 248.00 236.50 240.40 -1.10 3,820 4,096 -1,367
Mar02 011219 227.50 228.20 225.00 225.60 -3.10 4,262 20,696 -1,810
May02 011219 217.00 217.50 214.50 215.00 -3.40 525 9,165 +69
Aug02 011219 205.20 206.00 202.70 203.50 -3.10 97 10,948 -10
Oct02 011219 193.90 194.00 190.90 191.30 -3.30 132 4,861 +61
Total Volume and Open Interest 5,060 47,743 -1,661
Cotton(NYBOT)
Mar02 011219 36.00 36.50 35.25 36.45 -0.36 2,161 29,750 -515
May02 011219 37.70 37.95 36.70 37.89 -0.31 596 10,088 +146
Jul02 011219 38.30 39.15 37.70 39.05 -0.40 568 9,741 +192
Oct02 011219 40.30 41.10 40.30 41.10 -0.25 25 430 +22
Dec02 011219 41.40 42.25 41.10 42.25 -0.32 152 6,045 -50
Mar03 011219 43.25 43.75 43.25 43.70 -0.40 4 873 +4
Total Volume and Open Interest 3,506 58,264 -201
Lumber(CME)
Jan02 011219 253.0 253.0 242.7 243.9 -6.4 572 1,508 -39
Mar02 011219 259.8 259.8 251.5 251.8 -7.9 238 807 +37
May02 011219 266.5 266.5 259.5 259.5 -7.2 33 200 +3
Jul02 011219 271.0 271.0 260.1 260.1 -10.0 1 25 +1
Total Volume and Open Interest 844 2,542 +2
Crude Oil(NYM)
Jan02 011218 19.25 19.45 19.07 19.36 +0.14 62,709 31,273 -20,068
Feb02 011219 19.85 20.18 19.77 19.80 +0.20 71,584 143,710 +9,078
Mar02 011219 20.05 20.40 20.02 20.05 +0.26 13,732 48,035 +3,652
Apr02 011219 20.35 20.44 20.16 20.16 +0.24 6,710 27,783 +81
May02 011219 20.20 20.50 20.20 20.26 +0.21 3,893 17,717 +1,159
Jun02 011219 20.55 20.65 20.35 20.36 +0.20 3,486 27,318 -687
Jul02 011219 20.53 20.63 20.43 20.43 +0.18 1,767 13,727 -124
Aug02 011219 20.55 20.78 20.50 20.50 +0.17 1,599 11,767 -103
Sep02 011219 20.57 20.57 20.57 20.57 +0.17 240 12,748 +15
Oct02 011219 20.85 20.85 20.64 20.64 +0.17 343 10,414 +81
Total Volume and Open Interest 152,125 431,444 -8,517
Heating Oil(NYM)
Jan02 011219 56.20 57.25 56.00 56.13 +1.44 20,377 29,069 -2,564
Feb02 011219 57.00 57.80 56.70 56.79 +1.23 13,983 35,033 +1,272
Mar02 011219 57.25 57.70 56.45 56.69 +1.03 4,961 23,220 +836
Apr02 011219 57.00 57.00 56.20 56.24 +0.88 1,550 16,726 +302
May02 011219 57.40 57.40 55.59 55.59 +0.83 1,456 7,474 +234
Jun02 011219 56.60 56.60 55.64 55.64 +0.78 2,015 11,136 +461
Jul02 011219 57.30 57.30 56.19 56.19 +0.73 119 5,446 +43
Aug02 011219 57.90 57.90 56.84 56.84 +0.68 31 3,690 +8
Sep02 011219 58.50 58.50 57.64 57.64 +0.63 288 4,523 +24
Oct02 011219 59.10 59.20 58.49 58.49 +0.58 27 2,586 +11
Total Volume and Open Interest 45,527 156,303 +663
Unleaded Gas(NYM)
Jan02 011219 56.00 56.80 55.60 55.81 +0.77 14,559 29,457 -912
Feb02 011219 56.90 57.90 56.60 56.76 +0.85 7,639 29,688 +1,989
Mar02 011219 58.40 58.90 57.60 57.88 +0.87 808 13,915 +54
Apr02 011219 64.00 64.60 63.88 63.88 +0.92 551 15,385 +37
May02 011219 64.75 64.75 64.30 64.30 +0.89 1,558 14,634 -264
Jun02 011219 64.70 64.70 64.30 64.30 +0.79 1,040 9,617 +96
Jul02 011219 64.30 64.30 63.90 63.90 +0.74 624 7,652 +211
Aug02 011219 63.50 63.50 63.10 63.10 +0.69 265 6,567 +130
Total Volume and Open Interest 27,944 134,926 +1,826
Natural Gas(NYM)
Jan02 011219 2.710 2.730 2.590 2.616 -0.041 39,283 62,088 +1,861
Feb02 011219 2.750 2.760 2.630 2.650 -0.062 15,415 43,846 +97
Mar02 011219 2.740 2.750 2.640 2.658 -0.061 6,002 35,500 -10
Apr02 011219 2.715 2.730 2.630 2.643 -0.056 4,597 38,458 -960
May02 011219 2.760 2.770 2.695 2.695 -0.056 693 17,968 +117
Jun02 011219 2.830 2.830 2.755 2.755 -0.053 1,083 17,871 +10
Jul02 011219 2.865 2.865 2.798 2.798 -0.054 699 14,936 -120
Aug02 011219 2.900 2.915 2.840 2.841 -0.054 1,312 13,878 +140
Total Volume and Open Interest 76,081 433,535 +2,885
Brent Crude Oil(IPE)
Feb02 011219 19.25 19.76 19.25 19.47 +0.29 27,827 96,790 +2,684
Mar02 011219 19.15 19.56 19.15 19.30 +0.25 9,000 51,527 +915
Apr02 011219 19.22 19.56 19.22 19.30 +0.23 2,886 15,647 +673
May02 011219 19.25 19.55 19.25 19.36 +0.22 1,717 11,048 +60
Jun02 011219 19.37 19.66 19.37 19.46 +0.20 3,722 20,693 +632
Jul02 011219 19.52 19.70 19.52 19.54 +0.18 684 7,335 +600
Aug02 011219 19.58 19.86 19.58 19.64 +0.18 70 5,739 +60
Sep02 011219 19.73 19.73 19.73 19.73 +0.17 3 5,103 +0
Total Volume and Open Interest 51,076 257,050 +6,700
Gas Oil(IPE)
Jan02 011219 168.50 173.75 168.50 172.50 +4.25 11,105 40,038 -1,944
Feb02 011219 171.25 175.25 171.25 173.75 +3.25 5,599 29,230 +1,309
Mar02 011219 172.25 175.00 172.00 174.00 +3.50 1,091 11,821 +677
Apr02 011219 173.75 174.75 172.75 174.75 +3.75 232 6,711 +89
May02 011219 172.50 175.25 172.50 174.75 +3.25 620 4,568 +535
Jun02 011219 173.25 176.00 173.25 175.25 +2.75 2,580 18,634 +731
Jul02 011219 176.75 176.75 176.75 176.75 +3.00 1,587 3,146 +629
Aug02 011219 178.25 178.25 178.25 178.25 +3.00 566 2,374 +50
Total Volume and Open Interest 24,981 154,811 +3,123
US Dollar Index(NYBOT)
Dec01 011217 114.90 115.08 114.80 114.84 -0.06 318 2,305 -111
Mar02 011219 116.28 116.28 115.81 116.07 +0.40 454 4,538 -59
Jun02 011219 116.70 116.70 116.57 116.57 +0.40 0 2,008 +0
Total Volume and Open Interest 454 6,548 -2,239
Australian Dollar(IMM)
Mar02 011219 51.01 51.15 50.75 50.77 -0.44 2,328 16,368 +304
Jun02 011219 50.50 50.50 50.50 50.50 -0.44 20 374 +20
Sep02 011219 50.23 50.23 50.23 50.23 -0.44      
Total Volume and Open Interest 2,348 16,757 -6,243
British Pound(IMM)
Mar02 011219 144.22 144.44 144.08 144.28 -0.64 3,237 23,623 +354
Jun02 011219 143.58 143.58 143.58 143.58 -0.64 0 54 +1
Sep02 011219 142.88 142.88 142.88 142.88 -0.64      
Total Volume and Open Interest 3,237 23,677 -21,755
Canadian Dollar(IMM)
Mar02 011219 63.39 63.52 63.34 63.47 -0.03 8,311 46,696 +827
Jun02 011219 63.42 63.57 63.42 63.49 -0.03 170 2,546 +82
Sep02 011219 63.35 63.58 63.35 63.52 -0.03 6 732 +2
Dec02 011219 63.39 63.65 63.39 63.56 -0.03 70 585 +40
Total Volume and Open Interest 8,947 75,039 +595
Japanese Yen(IMM)
Mar02 011219 78.68 78.69 78.29 78.41 -0.19 9,224 106,099 +222
Jun02 011219 78.79 78.79 78.79 78.79 -0.19 0 20,394 +1
Sep02 011219 79.27 79.27 79.27 79.27 -0.19 0 28 +0
Total Volume and Open Interest 9,224 126,848 -24,810
Deutsche Mark(IMM)
Swiss Franc(IMM)
Mar02 011219 60.96 61.14 60.90 61.03 -0.17 4,711 34,191 +2,353
Jun02 011219 61.08 61.08 61.08 61.08 -0.17 4 18 +4
Sep02 011219 61.19 61.19 61.19 61.19 -0.17      
Total Volume and Open Interest 4,715 34,232 -23,903
EuroFX(IMM)
Mar02 011219 89.50 89.88 89.47 89.69 -0.27 7,360 89,477 -1,040
Jun02 011219 89.45 89.45 89.45 89.45 -0.27 10 487 +3
Sep02 011219 89.29 89.29 89.29 89.29 -0.27 0 35 +0
Total Volume and Open Interest 7,370 90,033 -27,460
Mexican Peso(IMM)
Dec01 011217 10955.0 10955.0 10932.0 10945.0 -40.0 2,032 11,789 -1,546
Mar02 011219 10830.0 10840.0 10757.5 10797.5 +5.5 2,352 24,959 -764
Total Volume and Open Interest 2,410 25,323 -12,150
30-Year T-Bonds(CBOT)
Dec01 011219 101~28 102~18 101~27 102~12 +0~23 2,489 16,825 -1,130
Mar02 011219 100~18 101~18 100~18 101~16 +1~00 178,268 432,455 -9,615
Jun02 011219 99~24 100~12 99~17 100~10 +0~31 7,501 30,562 +4,699
Total Volume and Open Interest 188,258 479,892 -6,046
Municipal Bonds(CBOT)
Dec01 011219 102~13 102~13 101~31 102~05 unch 687 6,242 -453
Mar02 011219 101~16 101~29 101~08 101~20 +0~13 1,271 7,201 +141
Total Volume and Open Interest 1,958 13,443 -312
10-Year T-Notes(CBOT)
Dec01 011219 106~010 106~165 105~270 106~060 +0~125 12,078 16,368 -6,459
Mar02 011219 104~155 105~040 104~115 105~005 +0~200 246,350 535,279 +7,471
Total Volume and Open Interest 258,682 554,602 +1,106
5-Year T-Notes(CBOT)
Dec01 011219 106~220 106~300 106~190 106~200 +0~035 23,678 50,715 -8,771
Mar02 011219 105~115 105~215 105~055 105~150 +0~080 58,116 456,598 +570
Jun02 011219 104~170 104~170 104~170 104~170 +0~070 10 210 +10
Total Volume and Open Interest 81,804 507,523 -8,191
2 Year T-Notes(CBOT)
Dec01 011219 105~036 105~036 105~020 105~026 +0~006 942 4,607 -470
Mar02 011219 104~036 104~052 104~024 104~036 +0~008 4,523 69,420 +1,257
Total Volume and Open Interest 5,465 74,027 +787
3-Mth T-Bills(IMM)
Mar02 011219 98.25 98.25 98.23 98.23 +0.04 0 515 -2
Total Volume and Open Interest 0 515 -1,810
Eurodollars(IMM)
Mar02 011219 97.995 98.020 97.980 97.990 +0.030 85,942 683,126 +6,812
Jun02 011219 97.575 97.615 97.545 97.570 +0.030 67,328 616,441 +2,220
Sep02 011219 96.985 97.040 96.925 96.980 +0.040 90,428 547,121 -3,377
Dec02 011219 96.290 96.350 96.215 96.270 +0.060 95,900 515,526 -4,534
Mar03 011219 95.615 95.695 95.560 95.625 +0.065 44,359 323,448 +4,058
Jun03 011219 95.015 95.090 94.955 95.015 +0.060 21,091 201,722 -345
Sep03 011219 94.570 94.650 94.500 94.555 +0.040 20,669 181,093 -316
Dec03 011219 94.220 94.295 94.155 94.205 +0.060 18,107 133,302 +2,769
Mar04 011219 94.090 94.160 94.035 94.090 +0.075 13,498 119,010 +1,863
Jun04 011219 93.920 93.990 93.870 93.925 +0.085 11,242 99,376 +1,580
Sep04 011219 93.760 93.850 93.730 93.795 +0.095 11,957 100,808 +2,336
Dec04 011219 93.600 93.660 93.580 93.635 +0.105 9,511 61,096 +1,577
Total Volume and Open Interest 545,496 4,142,705 +17,373
3-Mth Euro-Yen(IMM)
Dec01 011214 99.92 99.92 99.91 99.92 unch 547 15,818 -156
Mar02 011219 99.85 99.85 99.84 99.85 +0.01 2,442 10,010 +909
Jun02 011219 99.86 99.86 99.86 99.86 unch 630 11,750 +369
Sep02 011219 99.83 99.83 99.83 99.83 -0.01 71 2,753 -144
Dec02 011219 99.82 99.82 99.81 99.81 unch 49 1,225 -123
Mar03 011219 99.79 99.79 99.79 99.79 +0.01 84 1,058 +10
Jun03 011219 99.76 99.76 99.76 99.76 unch 0 1,166 +0
Sep03 011219 99.71 99.71 99.71 99.71 unch 23 273 -9
Dec03 011219 99.64 99.64 99.64 99.64 unch 0 147 +0
Mar04 011219 99.57 99.57 99.57 99.57 unch 0 438 +91
Total Volume and Open Interest 3,299 28,957 +1,166
3-Mth Euro-Yen(SIMEX)
Mar02 011219 99.84 99.86 99.84 99.85 +0.01 5,530 77,600 +489
Jun02 011219 99.86 99.87 99.86 99.86 +0.00 6,271 80,875 +529
Sep02 011219 99.83 99.85 99.83 99.83 unch 1,638 27,798 +576
Dec02 011219 99.81 99.82 99.81 99.81 +0.00 1,077 12,586 +427
Mar03 011219 99.78 99.79 99.78 99.78 +0.00 995 21,690 -256
Jun03 011219 99.77 99.78 99.77 99.77 +0.00 291 20,759 +171
Sep03 011219 99.71 99.72 99.71 99.72 unch 490 11,886 +374
Dec03 011219 99.64 99.65 99.64 99.65 unch 5 3,712 +0
Total Volume and Open Interest 16,612 270,807 +2,610
Euro Notional Bond(MATIF)
Mar02 011219 89.52 90.05 89.52 89.65 +0.13 72 3,265 +50
Jun02 011219 89.63 89.63 89.63 89.63 +0.13      
Total Volume and Open Interest 72 3,265 +50
3-Month Euribor(MATIF)
Mar02 011219 96.90 96.90 96.90 96.90 unch 0 2,496 +0
Jun02 011219 96.85 96.85 96.85 96.85 unch 0 211 +0
Sep02 011219 96.65 96.65 96.65 96.65 +0.05 0 358 +0
Total Volume and Open Interest 0 3,497 -2,776
German Euro-Bund(EUREX)
Mar02 011219 108.41 108.77 108.25 108.49 +0.31 477,793 554,886 +56,643
Jun02 011219 107.73 107.73 107.65 107.70 +0.30 4,047 4,060 -113
Sep02 011219 106.69 106.69 106.69 106.69 +0.31 0 241 +0
Total Volume and Open Interest 481,840 559,187 +56,530
German Euro-Bobl(EUREX)
Mar02 011219 107.05 107.28 106.98 107.15 +0.26 249,648 376,305 +23,496
Jun02 011219 106.40 106.40 106.40 106.40 +0.27 1,079 1,959 +0
Sep02 011219 105.91 105.91 105.91 105.91 +0.26      
Total Volume and Open Interest 250,727 378,264 +23,496
Long Gilt(LIFFE)
Dec01 011219 115~16 115~31 115~10 115~13 +0~10 2,001 6,257 -970
Mar02 011219 114~26 115~10 114~15 114~22 +0~10 19,556 56,640 +192
Total Volume and Open Interest 21,557 62,947 -778
3-Mth Short Sterling(LIFFE)
Dec01 011219 95.95 95.96 95.93 95.94 -0.01 19,725 0 +0
Mar02 011219 95.95 95.98 95.94 95.96 +0.02 20,757 0 +0
Jun02 011219 95.63 95.69 95.63 95.65 +0.03 9,786 0 +0
Total Volume and Open Interest 79,675    
3-Mth Euribor(LIFFE)
Mar02 011219 96.880 96.910 96.875 96.885 +0.005 58,917 490,534 +10,490
Jun02 011219 96.830 96.900 96.830 96.860 +0.015 52,468 391,728 +1,853
Sep02 011219 96.615 96.680 96.615 96.630 +0.040 44,985 238,876 +5,558
Total Volume and Open Interest 211,805 1,691,448 +24,675
3-Mth Aus T-Bills(SFE)
Dec01 011213 95.76 95.80 95.76 95.76 unch 9,369 84,152 -35,390
Mar02 011219 95.90 95.92 95.88 95.92 +0.05 8,556 169,543 +7,802
Jun02 011219 95.83 95.85 95.82 95.85 +0.05 4,831 64,726 +4,448
Sep02 011219 95.50 95.54 95.50 95.54 +0.08 972 31,293 +1,018
Dec02 011219 95.05 95.11 95.05 95.11 +0.10 632 21,740 +518
Mar03 011219 94.67 94.69 94.67 94.69 +0.08 497 14,310 +457
Jun03 011219 94.37 94.38 94.37 94.38 +0.06 280 9,963 +236
Sep03 011219 94.15 94.15 94.15 94.15 +0.05 460 10,352 +236
Dec03 011219 94.00 94.00 94.00 94.00 +0.04 296 5,729 +296
Mar04 011219 93.90 93.90 93.89 93.89 +0.02 290 2,451 +290
Total Volume and Open Interest 17,104 333,660 +15,591
10-Year Aus T-Bonds(SFE)
Mar02 011219 94.11 94.15 94.10 94.14 +0.12 9,291 115,319 +0
Jun02 011218 94.09 94.09 94.09 94.09 unch      
Total Volume and Open Interest 9,291 115,319  
3-Year Aus T-Bonds(SFE)
Mar02 011219 94.77 94.81 94.75 94.80 +0.07 21,162 253,194 +16,165
Jun02 011219 94.80 94.80 94.80 94.80 +0.02      
Total Volume and Open Interest 21,162 253,194  
Gold(CMX)
Dec01 011219 280.0 280.0 275.5 275.5 -4.9 17 138 -18
Feb02 011219 279.2 279.8 275.6 276.0 -4.9 27,034 67,707 -1,052
Apr02 011219 279.4 280.0 276.1 276.5 -4.9 856 7,459 +256
Jun02 011219 280.0 280.8 276.7 277.0 -4.9 322 7,755 -66
Aug02 011219 277.5 277.5 277.5 277.5 -4.9 107 3,221 +8
Oct02 011219 277.9 277.9 277.9 277.9 -5.0 358 2,821 +181
Total Volume and Open Interest 29,303 110,873 -682
Silver(CMX)
Dec01 011219 441.0 441.0 430.3 430.3 -11.2 8 40 -13
Mar02 011219 445.0 445.5 430.0 430.8 -11.2 9,227 49,216 -1,638
May02 011219 444.0 444.0 431.5 431.7 -10.5 1,054 3,351 +689
Jul02 011219 445.0 445.5 432.0 432.0 -10.5 93 3,257 -11
Sep02 011219 432.3 432.3 432.3 432.3 -10.5 0 1,581 -2
Total Volume and Open Interest 10,452 65,704 -987
Platinum(NYM)
Jan02 011219 462.0 466.0 456.5 458.6 -4.5 1,071 1,807 -359
Apr02 011219 453.1 454.0 450.0 450.6 -4.5 803 4,116 +574
Jul02 011219 444.6 444.6 444.6 444.6 -4.5 0 68 +0
Oct02 011219 440.0 441.6 440.0 441.6 -4.5 4 32 +0
Total Volume and Open Interest 1,878 6,023 +215
Palladium(NYME)
Dec01 011219 405.00 405.00 398.00 398.00 -5.50 0 2 -18
Mar02 011219 414.00 414.00 397.00 398.50 -5.50 13 1,243 -11
Jun02 011127 310.00 310.00 310.00 310.00 unch 120 770  
Total Volume and Open Interest 490 1,408  
Copper(CMX)
Dec01 011219 67.75 67.75 66.90 67.15 -1.10 425 1,934 -190
Mar02 011219 68.40 68.55 67.50 67.90 -1.10 5,398 35,168 +390
May02 011219 69.00 69.00 68.20 68.50 -1.10 402 5,256 +116
Jul02 011219 69.05 69.05 68.85 69.05 -1.10 38 5,912 -14
Sep02 011219 69.60 70.00 69.60 69.60 -1.10 4 3,480 -3
Total Volume and Open Interest 6,775 70,148 +363
DJIA Index(CBOT)
Dec01 011219 9935 10085 9925 10082 +69 3,889 14,627 -1,160
Mar02 011219 9925 10088 9915 10080 +68 15,631 15,966 +1,441
Jun02 011219 9940 10095 9940 10088 +66 14 348 +11
Sep02 011219 10104 10104 10104 10104 +66 0 75 +0
Total Volume and Open Interest 19,540 31,126 +293
S & P 500(CME)
Dec01 011219 1135.00 1152.60 1134.50 1151.80 +7.50 75,638 137,682 -25,912
Mar02 011219 1136.50 1154.50 1135.50 1153.20 +7.50 120,976 433,139 +37,071
Jun02 011219 1152.00 1155.80 1152.00 1155.80 +7.60 710 11,894 +444
Sep02 011219 1158.80 1158.80 1158.80 1158.80 +6.60 78 911 +28
Total Volume and Open Interest 197,410 585,370 +13,013
S & P 500 E-Mini(Globex)
Dec01 011219 1142.75 1153.25 1134.25 1151.75 +7.50 5,623 155,915 -2,711
Mar02 011219 1145.00 1154.50 1135.50 1153.25 +7.50 158,378 43,719 +6,167
Total Volume and Open Interest 164,001 199,634 +3,456
NASDAQ 100(CME)
Dec01 011219 1628.00 1659.00 1621.00 1626.00 -32.00 7,743 38,937 -899
Mar02 011219 1660.00 1668.00 1627.00 1633.00 -32.00 15,375 45,939 +5,076
Jun02 011219 1640.00 1640.00 1640.00 1640.00 -32.00 0 2 +0
Total Volume and Open Interest 23,118 84,878 +4,177
NASDAQ 100 E-Mini(GLOBEX)
Dec01 011219 1653.0 1660.0 1619.5 1626.0 -32.0 3,609 131,404 -1,928
Mar02 011219 1660.0 1667.0 1627.0 1633.0 -32.0 113,522 30,579 -2,350
Total Volume and Open Interest 117,131 161,983 -4,278
NYSE Composite(NYBOT)
Dec01 011219 578.30 586.40 578.10 585.70 +4.15 217 3,588 -122
Mar02 011219 578.50 586.80 577.50 585.90 +4.15 274 4,574 -291
Jun02 011219 586.10 586.10 586.10 586.10 +4.15 0 410 +0
Total Volume and Open Interest 491 8,772 -413
S & P Midcap 400(CME)
Dec01 011219 500.00 505.00 500.00 503.05 +0.05 1,055 3,343 -1,066
Mar02 011219 500.50 506.50 498.00 504.00 unch 1,980 12,787 +1,125
Jun02 011219 508.00 508.00 508.00 508.00 unch      
Total Volume and Open Interest 3,035 16,130 +59
Russell 2000(CME)
Dec01 011219 480.00 486.00 480.00 482.25 -2.10 3,712 10,378 -1,899
Mar02 011219 481.50 486.75 481.00 483.25 -2.00 5,043 26,305 +2,548
Jun02 011219 487.55 487.55 487.55 487.55 -2.00      
Total Volume and Open Interest 8,755 36,683 +649
Value Line(KCBT)
Dec01 011219 1222.00 1222.00 1222.00 1222.00 -2.50 5 188 -4
Total Volume and Open Interest 54 472 +31
Nikkei 225(CME)
Mar02 011219 10425 10535 10385 10470 -50 1,318 12,630 +112
Jun02 011219 10470 10470 10470 10470 -50 0 34 +0
Total Volume and Open Interest 1,318 12,664 +112
Nikkei 225(SIMEX)
Mar02 011219 10400 10520 10340 10420 +5 14,141 73,130 -30
Jun02 011219 10385 10385 10385 10385 +5 0 24 +0
Sep02 011219 10390 10390 10390 10390 +5      
Total Volume and Open Interest 14,141 73,154 -30
CAC 40(MATIF)
Dec01 011219 4478.0 4506.5 4427.0 4477.0 -8.0 62,126 535,052 +17,727
Jan02 011219 4485.0 4511.5 4444.0 4491.0 -6.0 8,758 69,266 +7,319
Feb02 011219 4502.0 4502.0 4502.0 4502.0 -6.5 30 6,462 +30
Total Volume and Open Interest 78,823 733,796 +31,910
DAX Index(EUREX)
Dec01 011219 5015.0 5068.0 4951.0 5000.5 -41.5 52,975 104,081 -2,320
Mar02 011219 5050.0 5100.5 4988.5 5037.0 -42.5 18,268 77,177 +11,328
Jun02 011219 5117.5 5140.5 5032.5 5079.0 -43.5 1,231 5,631 -332
Total Volume and Open Interest 72,474 186,889 +8,676
FT-SE 100(LIFFE)
Dec01 011219 5141.00 5163.50 5092.50 5121.00 -41.00 100,205 230,693 -38,842
Mar02 011219 5156.00 5174.00 5103.00 5131.50 -41.00 68,556 255,002 +51,310
Jun02 011219 5165.00 5165.00 5136.50 5143.00 -40.50 274 24,181 +232
Total Volume and Open Interest 169,035 509,876 +12,700
SPI 200(SFE)
Dec01 011219 3330.0 3341.0 3320.0 3328.0 +2.0 12,961 150,097 +7,431
Mar02 011219 3334.0 3349.0 3329.0 3335.0 +2.0 7,201 34,743 +6,750
Jun02 011219 3348.0 3348.0 3348.0 3348.0 +5.0 0 1,602 +0
Total Volume and Open Interest 20,232 186,917 +14,181
GSCI(CME)
Jan02 011219 169.65 170.85 169.50 169.50 +0.50 9 16,702 -1
Feb02 011219 170.50 170.50 170.50 170.50 +0.50      
Total Volume and Open Interest 9 16,702 -1,625
Bridge CRB Index(NYBOT)
Jan02 011219 190.75 191.70 190.30 190.75 -0.75 13 167 -4
Feb02 011219 191.40 191.70 190.90 191.15 -0.75 13 187 +9
Apr02 011219 192.15 192.15 192.15 192.15 -0.75 0 59 +0
Total Volume and Open Interest 26 420 +5
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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