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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 December 20, 2001
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan02 011220 435.50 438.00 434.00 435.50 +0.50 32,402 53,614 -4,554
Mar02 011220 436.00 438.50 435.00 436.25 +0.25 16,518 53,324 +2,549
May02 011220 440.00 441.50 438.50 439.00 -0.75 4,615 32,822 -339
Jul02 011220 445.00 445.50 442.50 443.25 -0.75 3,747 25,502 +12
Aug02 011220 443.75 445.50 442.00 442.25 -1.50 104 1,882 -19
Sep02 011220 443.00 445.50 443.00 443.00 -1.00 5 372 +4
Nov02 011220 448.50 449.50 445.50 445.50 -2.00 750 8,515 +244
Total Volume and Open Interest 58,141 176,071 -2,103
Soybean Meal(CBOT)
Jan02 011220 148.90 151.50 148.70 151.30 +2.80 10,757 23,584 -1,650
Mar02 011220 145.80 147.70 145.40 147.60 +2.20 9,908 38,418 +563
May02 011220 145.00 145.90 144.60 145.80 +1.00 3,494 30,063 +720
Jul02 011220 146.10 147.00 145.80 146.40 +0.50 3,408 28,813 +703
Aug02 011220 146.80 147.50 146.40 146.50 +0.50 312 7,684 +182
Sep02 011220 147.50 148.00 146.70 146.80 +0.20 203 5,935 +172
Oct02 011220 147.00 148.00 146.10 146.40 -0.10 252 3,625 +216
Dec02 011220 149.00 149.60 147.40 148.30 -0.40 998 8,211 +42
Total Volume and Open Interest 29,342 146,527 +969
Soybean Oil(CBOT)
Jan02 011220 15.76 15.76 15.51 15.53 -0.18 9,697 26,786 -3,541
Mar02 011220 16.00 16.00 15.71 15.72 -0.22 11,041 54,773 +2,222
May02 011220 16.17 16.20 15.94 15.95 -0.20 3,471 31,549 -1,681
Jul02 011220 16.37 16.40 16.17 16.19 -0.17 1,547 22,183 -144
Aug02 011220 16.52 16.52 16.29 16.30 -0.15 195 5,969 +149
Sep02 011220 16.60 16.62 16.39 16.39 -0.16 199 3,557 +115
Oct02 011220 16.72 16.72 16.49 16.49 -0.17 68 1,907 +62
Dec02 011220 16.95 16.95 16.70 16.71 -0.15 567 5,373 +402
Total Volume and Open Interest 26,786 153,830 -2,416
Canola(WCE)
Jan02 011220 339.4 340.2 337.8 340.0 +0.6 3,980 13,007 -3,905
Mar02 011220 338.4 339.0 337.0 339.0 +0.6 6,825 29,425 +448
May02 011220 338.2 338.3 337.1 337.7 -0.5 18 9,534 +8
Jul02 011220 337.7 337.7 337.0 337.1 +0.1 499 6,903 -20
Total Volume and Open Interest 11,879 65,325 -3,140
Corn(CBOT)
Jan02 011220 206.00 206.25 204.50 204.75 -2.00 67 1,670 -6
Mar02 011220 214.00 214.00 211.75 212.25 -2.00 33,119 247,823 +1,843
May02 011220 220.50 220.50 218.75 219.25 -1.50 3,926 62,186 +698
Jul02 011220 226.50 226.50 224.75 225.00 -1.50 3,563 49,332 +1,457
Sep02 011220 230.50 230.50 229.50 229.75 -0.75 477 12,932 -25
Total Volume and Open Interest 43,505 414,882 +4,082
Wheat(CBOT)
Mar02 011220 293.75 294.00 287.00 287.50 -5.50 34,567 75,741 +1,617
May02 011220 292.00 292.00 285.50 285.75 -4.75 3,287 11,577 -291
Jul02 011220 289.00 290.00 284.25 285.00 -4.50 4,169 16,467 -322
Sep02 011220 293.00 293.00 288.00 288.00 -4.50 549 1,199 +8
Dec02 011220 302.50 303.00 298.00 299.50 -4.00 740 2,521 +221
Total Volume and Open Interest 43,327 107,636 +1,246
Wheat(KCBT)
Dec01 011219 273.50 280.50 273.50 280.50 +6.00 2 2 -1
Mar02 011220 289.00 289.00 283.00 283.75 -5.25 6,357 47,206 -545
May02 011220 294.50 294.50 289.00 289.50 -4.75 723 9,522 +138
Jul02 011220 299.00 299.25 294.00 294.25 -4.75 527 9,428 +33
Sep02 011220 301.25 301.25 301.25 301.25 -5.25 1 1,972 +0
Total Volume and Open Interest 7,666 70,527 -344
Wheat(MGE)
Dec01 011218 293.00 293.00 293.00 293.00 unch      
Mar02 011220 307.50 309.00 303.00 304.00 -3.75 2,649 19,357 -421
May02 011220 313.50 314.25 310.00 310.00 -3.50 238 2,834 +17
Jul02 011220 319.00 320.00 315.50 316.00 -3.50 57 1,713 +12
Sep02 011220 325.50 325.75 321.50 321.75 -4.00 51 1,006 +21
Total Volume and Open Interest 2,997 25,575 -369
Oats(CBOT)
Mar02 011220 183.00 185.50 182.00 185.25 -1.00 2,236 6,449 +78
May02 011220 168.75 171.75 168.50 171.75 +0.50 291 2,737 +7
Jul02 011220 152.50 157.00 152.50 156.25 -0.75 141 1,323 -12
Sep02 011220 135.00 138.00 135.00 137.00 -2.00 11 32 -2
Total Volume and Open Interest 2,832 11,639 +154
Rough Rice(MCE)
Jan02 011220 3.86 3.94 3.82 3.83 -0.03 231 2,689 -31
Mar02 011220 4.07 4.15 4.05 4.05 -0.03 92 2,415 +51
May02 011220 4.32 4.32 4.27 4.27 -0.03 71 872 +31
Jul02 011220 4.47 4.47 4.47 4.47 -0.03 19 451 +4
Total Volume and Open Interest 425 6,678 +67
Live Cattle(CME)
Dec01 011220 64.800 65.250 64.300 64.325 -0.725 1,801 5,442 -20
Feb02 011220 68.900 69.000 68.375 68.425 -0.550 5,876 45,200 -156
Apr02 011220 71.900 72.050 71.375 71.625 -0.500 2,320 20,157 +322
Jun02 011220 68.350 68.550 68.000 68.150 -0.425 864 13,500 +27
Aug02 011220 68.300 68.650 68.250 68.425 -0.350 752 6,772 +225
Oct02 011220 70.500 70.700 70.300 70.400 -0.550 72 1,926 +36
Total Volume and Open Interest 11,731 93,821 +474
Feeder Cattle(CME)
Jan02 011220 83.350 83.600 82.900 83.075 -0.575 973 5,764 -170
Mar02 011220 82.500 82.600 82.050 82.200 -0.525 489 4,611 +34
Apr02 011220 82.200 82.250 81.750 81.850 -0.500 299 2,085 +78
May02 011220 82.250 82.300 81.750 81.850 -0.500 101 1,705 -11
Aug02 011220 83.750 83.750 83.600 83.600 -0.350 5 685 +2
Sep02 011220 83.600 83.600 83.600 83.600 -0.350 4 102 +1
Oct02 011220 83.550 83.550 83.550 83.550 -0.300 7 54 +7
Total Volume and Open Interest 1,881 15,016 -56
Lean Hogs(CME)
Feb02 011220 52.500 53.225 52.500 53.050 +0.400 2,213 14,767 -288
Apr02 011220 56.900 57.225 56.850 57.150 +0.125 759 4,764 +23
Jun02 011220 63.850 64.250 63.750 64.225 +0.150 164 1,693 +40
Jul02 011220 61.300 61.900 61.300 61.600 +0.150 24 710 -2
Aug02 011220 60.100 60.100 60.000 60.000 -0.350 1 338 +1
Oct02 011220 52.200 52.250 52.175 52.175 unch 21 449 +12
Dec02 011220 50.575 50.600 50.500 50.600 +0.025 3 175 +3
Total Volume and Open Interest 3,220 24,056 -190
Pork Bellies(CME)
Feb02 011220 74.300 74.850 73.400 73.575 -0.725 416 1,957 -18
Mar02 011220 74.200 74.200 72.550 72.550 -1.350 28 298 +11
May02 011220 76.000 76.000 75.500 75.500 -0.500 0 169 +0
Jul02 011220 77.100 77.100 76.025 76.025 -0.475 0 50 +0
Aug02 011220 76.400 76.400 76.300 76.300 -0.100 2 11 +2
Total Volume and Open Interest 446 2,485 -5
Cocoa(NYBOT)
Mar02 011220 1280 1292 1268 1281 -5 5,375 34,885 -128
May02 011220 1273 1277 1260 1271 -4 1,171 14,489 +250
Jul02 011220 1263 1271 1257 1260 -5 554 9,408 +10
Sep02 011220 1244 1258 1241 1247 -4 882 6,295 +457
Dec02 011220 1182 1190 1178 1181 -5 401 10,167 +129
Mar03 011220 1152 1152 1146 1151 -8 92 8,624 +16
May03 011220 1137 1137 1136 1136 -8 20 2,964 -15
Total Volume and Open Interest 8,695 92,330 +719
Coffee "C"(NYBOT)
Dec01 011214 43.50 45.00 43.50 43.80 -0.35 91 96 -30
Mar02 011220 46.80 49.75 46.80 49.60 +2.70 5,042 33,406 -120
May02 011220 49.25 51.60 49.00 51.50 +2.70 419 9,046 +78
Jul02 011220 51.20 53.40 51.20 53.30 +2.70 130 4,408 +3
Sep02 011220 53.00 54.75 52.90 54.75 +2.55 59 3,711 +0
Dec02 011220 55.00 57.10 55.00 56.95 +2.45 127 3,008 -42
Total Volume and Open Interest 5,795 54,467 -77
Orange Juice(NYBOT)
Jan02 011220 91.70 94.25 91.50 93.90 +1.80 491 6,794 -199
Mar02 011220 94.20 96.60 93.75 96.30 +1.90 736 8,513 +315
May02 011220 95.25 98.25 95.25 98.25 +1.90 15 1,208 +13
Jul02 011220 99.25 99.25 99.25 99.25 +1.90 1 223 +0
Sep02 011220 99.50 99.50 99.45 99.45 +1.10 0 161 +0
Total Volume and Open Interest 1,243 18,361 +129
Sugar #11(NYBOT)
Mar02 011220 6.96 7.18 6.93 7.07 +0.12 14,237 84,708 +912
May02 011220 6.53 6.70 6.51 6.60 +0.09 2,471 26,447 -165
Jul02 011220 6.09 6.26 6.09 6.18 +0.07 3,213 27,325 -278
Oct02 011220 6.12 6.24 6.12 6.16 +0.05 1,745 18,501 +284
Mar03 011220 6.28 6.38 6.28 6.31 +0.05 716 7,613 +95
Total Volume and Open Interest 22,929 172,177 +1,108
London Cocoa(LCE)
Dec01 011212 969 969 959 963 +10 9,055 4,052 -5,448
Mar02 011220 962 970 953 959 -3 1,927 60,809 -283
May02 011220 970 976 963 967 -3 665 33,951 +48
Jul02 011220 985 990 977 980 -4 1,064 29,600 +303
Sep02 011220 963 965 960 962 -4 320 13,213 +12
Dec02 011220 917 917 910 910 -7 921 8,821 +759
Mar03 011220 897 897 888 890 -7 370 7,383 +62
Total Volume and Open Interest 5,662 154,784 +1,146
London Coffee(LCE)
Jan02 011220 387.00 388.00 380.00 387.00 -2.00 3,828 19,249 -2,537
Mar02 011220 402.00 405.00 396.00 403.00 -2.00 2,872 31,565 +2,097
May02 011220 416.00 418.00 410.00 416.00 -2.00 867 21,395 +419
Jul02 011220 428.00 432.00 424.00 429.00 -1.00 326 15,946 +30
Sep02 011220 442.00 443.00 438.00 442.00 +1.00 309 12,510 +32
Nov02 011220 448.00 452.00 447.00 452.00 +1.00 6 5,023 +6
Total Volume and Open Interest 8,224 105,784 +63
London Sugar(LCE)
Dec01 011115 241.50 248.00 236.50 240.40 -1.10 3,820 4,096 -1,367
Mar02 011220 225.50 229.10 225.50 229.10 +3.50 2,759 20,325 -371
May02 011220 215.50 218.00 215.00 217.40 +2.40 624 9,502 +337
Aug02 011220 204.00 206.10 203.80 205.90 +2.40 826 11,277 +329
Oct02 011220 192.00 193.50 190.80 193.00 +1.70 791 5,281 +420
Total Volume and Open Interest 5,615 48,722 +979
Cotton(NYBOT)
Mar02 011220 35.65 36.20 35.57 35.91 -0.54 5,236 29,795 +45
May02 011220 37.15 37.55 37.10 37.48 -0.41 676 10,106 +18
Jul02 011220 38.30 38.90 38.30 38.65 -0.40 587 9,834 +93
Oct02 011220 40.70 40.70 40.70 40.70 -0.40 68 441 +11
Dec02 011220 41.70 41.75 41.40 41.75 -0.50 569 6,269 +224
Mar03 011220 43.25 43.25 43.25 43.25 -0.45 68 938 +65
Total Volume and Open Interest 7,376 58,781 +517
Lumber(CME)
Jan02 011220 244.0 247.0 240.8 247.0 +3.1 364 1,379 -129
Mar02 011220 251.5 253.8 249.1 252.8 +1.0 185 802 -5
May02 011220 258.5 260.4 257.4 260.0 +0.5 33 203 +3
Jul02 011220 263.2 263.2 263.2 263.2 +3.1 3 27 +2
Total Volume and Open Interest 585 2,413 -129
Crude Oil(NYM)
Feb02 011220 19.90 20.15 19.17 19.28 -0.52 70,955 146,178 +2,468
Mar02 011220 20.20 20.40 19.48 19.57 -0.48 20,515 48,897 +862
Apr02 011220 20.44 20.45 19.60 19.71 -0.45 7,527 29,114 +1,331
May02 011220 20.49 20.49 19.83 19.83 -0.43 3,436 18,113 +396
Jun02 011220 20.55 20.65 19.90 19.94 -0.42 7,019 28,161 +843
Jul02 011220 20.59 20.59 20.00 20.01 -0.42 1,391 13,873 +146
Aug02 011220 20.08 20.08 20.08 20.08 -0.42 1,393 12,288 +521
Sep02 011220 20.77 20.77 20.16 20.16 -0.41 510 12,513 -235
Oct02 011220 20.24 20.24 20.24 20.24 -0.40 368 10,595 +181
Nov02 011220 20.31 20.31 20.31 20.31 -0.39 90 8,181 -75
Total Volume and Open Interest 116,307 427,895 -3,549
Heating Oil(NYM)
Jan02 011220 56.60 57.70 54.40 54.49 -1.64 18,224 27,304 -1,765
Feb02 011220 57.40 58.25 55.00 55.16 -1.63 14,680 35,451 +418
Mar02 011220 57.20 57.80 54.90 55.01 -1.68 3,889 23,726 +506
Apr02 011220 56.90 57.15 54.66 54.66 -1.58 950 16,827 +101
May02 011220 56.30 56.45 54.21 54.21 -1.38 1,043 7,205 -269
Jun02 011220 56.10 56.60 54.31 54.31 -1.33 2,005 11,452 +316
Jul02 011220 56.05 56.85 54.86 54.86 -1.33 498 5,680 +234
Aug02 011220 57.30 57.30 55.51 55.51 -1.33 814 4,128 +438
Sep02 011220 58.05 58.25 56.36 56.36 -1.28 399 4,673 +150
Oct02 011220 59.25 59.25 57.21 57.21 -1.28 673 2,652 +66
Total Volume and Open Interest 44,438 156,488 +185
Unleaded Gas(NYM)
Jan02 011220 56.50 57.40 54.50 55.03 -0.78 16,978 25,131 -4,326
Feb02 011220 57.50 58.20 55.40 55.67 -1.09 8,970 29,946 +258
Mar02 011220 58.95 59.10 56.85 56.97 -0.91 2,023 13,982 +67
Apr02 011220 64.80 65.00 63.00 63.00 -0.88 1,431 16,127 +742
May02 011220 65.25 65.50 63.10 63.45 -0.85 1,287 14,381 -253
Jun02 011220 65.40 65.40 63.45 63.45 -0.85 1,319 10,191 +574
Jul02 011220 64.20 64.20 63.05 63.05 -0.85 271 7,624 -28
Aug02 011220 62.25 62.25 62.25 62.25 -0.85 755 6,609 +42
Total Volume and Open Interest 33,589 132,157 -2,769
Natural Gas(NYM)
Jan02 011220 2.660 2.700 2.650 2.686 +0.070 39,015 44,975 -17,113
Feb02 011220 2.700 2.710 2.670 2.708 +0.058 23,651 47,341 +3,495
Mar02 011220 2.715 2.715 2.665 2.711 +0.053 7,494 35,674 +174
Apr02 011220 2.670 2.691 2.650 2.691 +0.048 4,320 37,955 -503
May02 011220 2.710 2.760 2.690 2.741 +0.046 1,255 18,068 +100
Jun02 011220 2.770 2.799 2.740 2.799 +0.044 946 17,762 -109
Jul02 011220 2.810 2.842 2.790 2.842 +0.044 521 15,000 +64
Aug02 011220 2.860 2.890 2.840 2.887 +0.046 902 13,656 -222
Total Volume and Open Interest 82,296 418,436 -15,099
Brent Crude Oil(IPE)
Feb02 011220 19.40 19.86 19.04 19.13 -0.34 35,389 99,534 +2,744
Mar02 011220 19.38 19.57 18.78 18.82 -0.48 11,959 53,111 +1,584
Apr02 011220 19.20 19.56 18.84 18.84 -0.46 4,044 16,311 +664
May02 011220 19.28 19.55 18.89 18.89 -0.47 781 10,703 -345
Jun02 011220 19.40 19.65 19.01 19.01 -0.45 3,105 20,815 +122
Jul02 011220 19.50 19.74 19.11 19.11 -0.43 529 7,435 +100
Aug02 011220 19.59 19.85 19.21 19.21 -0.43 215 5,717 -22
Sep02 011220 19.31 19.31 19.31 19.31 -0.42 0 5,103 +0
Total Volume and Open Interest 57,087 261,704 +4,654
Gas Oil(IPE)
Jan02 011220 169.75 173.25 168.50 170.25 -2.25 14,317 37,973 -2,065
Feb02 011220 171.50 174.75 170.00 171.75 -2.00 12,078 28,649 -581
Mar02 011220 171.75 175.25 170.50 172.00 -2.00 4,163 12,757 +936
Apr02 011220 172.00 175.50 171.00 172.75 -2.00 614 6,725 +14
May02 011220 171.50 175.50 171.50 173.00 -1.75 560 4,768 +200
Jun02 011220 173.00 176.75 172.75 174.00 -1.25 2,562 18,494 -140
Jul02 011220 177.75 177.75 175.50 175.50 -1.25 0 3,146 +0
Aug02 011220 179.25 179.25 177.00 177.00 -1.25 0 2,374 +0
Total Volume and Open Interest 37,722 152,122 -2,689
US Dollar Index(NYBOT)
Mar02 011220 116.20 116.48 116.10 116.12 +0.05 767 4,421 -117
Jun02 011220 116.61 116.61 116.61 116.61 +0.04 1 2,008 +0
Sep02 011220 117.10 117.10 117.10 117.10 +0.03 0 2 +0
Total Volume and Open Interest 768 6,431 -117
Australian Dollar(IMM)
Mar02 011220 50.45 50.50 50.10 50.25 -0.52 5,360 17,619 +1,251
Jun02 011220 50.15 50.15 49.98 49.98 -0.52 5 379 +5
Sep02 011220 49.71 49.71 49.71 49.71 -0.52      
Total Volume and Open Interest 5,365 18,013 +1,256
British Pound(IMM)
Mar02 011220 144.04 144.14 143.64 144.12 -0.16 1,856 23,023 -600
Jun02 011220 143.42 143.42 143.42 143.42 -0.16 0 53 -1
Sep02 011220 142.72 142.72 142.72 142.72 -0.16      
Total Volume and Open Interest 1,856 23,076 -601
Canadian Dollar(IMM)
Mar02 011220 63.36 63.44 63.30 63.32 -0.15 4,752 46,377 -319
Jun02 011220 63.41 63.45 63.35 63.35 -0.14 36 2,565 +19
Sep02 011220 63.46 63.46 63.40 63.40 -0.12 17 738 +6
Dec02 011220 63.55 63.55 63.46 63.46 -0.10 16 587 +2
Total Volume and Open Interest 4,821 50,270 -24,769
Japanese Yen(IMM)
Mar02 011220 78.30 78.31 77.93 78.11 -0.30 6,036 107,373 +1,274
Jun02 011220 78.49 78.49 78.49 78.49 -0.30 0 20,394 +0
Sep02 011220 78.97 78.97 78.97 78.97 -0.30 0 28 +0
Total Volume and Open Interest 6,036 128,122 +1,274
Deutsche Mark(IMM)
Swiss Franc(IMM)
Mar02 011220 61.17 61.32 61.01 61.30 +0.27 3,357 33,871 -320
Jun02 011220 61.35 61.35 61.35 61.35 +0.27 0 18 +0
Sep02 011220 61.46 61.46 61.46 61.46 +0.27      
Total Volume and Open Interest 3,357 33,912 -320
EuroFX(IMM)
Mar02 011220 89.44 89.71 89.33 89.70 +0.01 8,585 89,312 -165
Jun02 011220 89.17 89.46 89.17 89.46 +0.01 0 487 +0
Sep02 011220 89.00 89.30 89.00 89.30 +0.01 0 35 +0
Total Volume and Open Interest 8,585 89,868 -165
Mexican Peso(IMM)
Dec01 011217 10955.0 10955.0 10932.0 10945.0 -40.0 2,032 11,789 -1,546
Mar02 011220 10740.0 10755.0 10700.0 10715.0 -82.0 3,196 24,969 +10
Total Volume and Open Interest 3,216 25,333 +10
30-Year T-Bonds(CBOT)
Dec01 011219 101~28 102~18 101~27 102~12 +0~23 2,489 16,825 -1,130
Mar02 011220 101~15 101~25 100~27 101~13 -0~03 211,054 434,120 +1,665
Jun02 011220 100~06 100~19 99~22 100~08 -0~02 1,170 30,577 +15
Total Volume and Open Interest 216,531 476,852 -3,040
Municipal Bonds(CBOT)
Dec01 011219 102~13 102~13 101~31 102~05 unch 687 6,242 -453
Mar02 011220 101~16 102~09 101~08 102~07 +0~19 500 7,203 +2
Total Volume and Open Interest 731 13,396 -47
10-Year T-Notes(CBOT)
Dec01 011219 106~010 106~165 105~270 106~060 +0~125 12,078 16,368 -6,459
Mar02 011220 104~300 105~030 104~140 104~300 -0~025 247,509 523,920 -11,359
Total Volume and Open Interest 251,590 539,954 -14,648
5-Year T-Notes(CBOT)
Dec01 011219 106~220 106~300 106~190 106~200 +0~035 23,678 50,715 -8,771
Mar02 011220 105~105 105~145 105~000 105~120 -0~030 62,864 455,065 -1,533
Jun02 011220 104~140 104~140 104~140 104~140 -0~030 0 200 -10
Total Volume and Open Interest 78,384 489,374 -18,149
2 Year T-Notes(CBOT)
Dec01 011220 105~008 105~018 105~008 105~018 -0~007 904 3,718 -889
Mar02 011220 104~032 104~036 104~016 104~030 -0~006 5,547 70,317 +897
Total Volume and Open Interest 6,451 74,035 +8
3-Mth T-Bills(IMM)
Mar02 011220 98.23 98.23 98.23 98.23 unch 11 520 +5
Total Volume and Open Interest 11 520 +5
Eurodollars(IMM)
Mar02 011220 97.985 97.990 97.940 97.980 -0.010 94,835 696,901 +13,775
Jun02 011220 97.570 97.575 97.450 97.550 -0.020 73,558 618,710 +2,269
Sep02 011220 96.980 96.985 96.830 96.945 -0.035 103,283 554,208 +7,087
Dec02 011220 96.270 96.280 96.160 96.225 -0.045 85,288 524,594 +9,068
Mar03 011220 95.620 95.620 95.500 95.575 -0.050 44,817 325,397 +1,949
Jun03 011220 95.005 95.010 94.910 94.960 -0.055 23,332 204,468 +2,746
Sep03 011220 94.540 94.545 94.460 94.500 -0.055 18,678 182,231 +1,138
Dec03 011220 94.185 94.195 94.120 94.160 -0.045 16,830 134,841 +1,539
Mar04 011220 94.070 94.080 94.010 94.040 -0.050 10,127 119,489 +479
Jun04 011220 93.905 93.930 93.865 93.885 -0.040 9,276 103,000 +3,624
Sep04 011220 93.775 93.785 93.740 93.765 -0.030 7,783 102,089 +1,281
Dec04 011220 93.615 93.625 93.585 93.615 -0.020 7,401 61,779 +683
Total Volume and Open Interest 549,168 4,198,401 +55,696
3-Mth Euro-Yen(IMM)
Dec01 011214 99.92 99.92 99.91 99.92 unch 547 15,818 -156
Mar02 011220 99.86 99.86 99.85 99.86 +0.01 560 10,431 +421
Jun02 011220 99.86 99.86 99.86 99.86 unch 121 11,770 +20
Sep02 011220 99.85 99.85 99.85 99.85 +0.01 3 2,729 -24
Dec02 011220 99.82 99.82 99.82 99.82 +0.01 450 1,306 +81
Mar03 011220 99.79 99.79 99.79 99.79 unch 27 1,024 -34
Jun03 011220 99.78 99.78 99.78 99.78 +0.02 30 1,178 +12
Sep03 011220 99.72 99.72 99.72 99.72 unch 0 364 +91
Dec03 011220 99.64 99.64 99.64 99.64 unch 0 238 +91
Mar04 011220 99.57 99.57 99.57 99.57 unch 0 438 +0
Total Volume and Open Interest 1,191 29,616 +659
3-Mth Euro-Yen(SIMEX)
Mar02 011220 99.85 99.86 99.85 99.85 +0.00 5,177 79,620 +2,020
Jun02 011220 99.86 99.87 99.86 99.86 +0.00 1,650 81,627 +752
Sep02 011220 99.83 99.86 99.83 99.85 +0.01 659 27,754 -44
Dec02 011220 99.82 99.82 99.82 99.82 +0.01 774 12,735 +149
Mar03 011220 99.78 99.79 99.78 99.79 +0.01 315 21,730 +40
Jun03 011220 99.77 99.79 99.77 99.78 +0.01 237 20,583 -176
Sep03 011220 99.72 99.73 99.72 99.73 +0.01 110 11,993 +107
Dec03 011220 99.66 99.66 99.66 99.66 +0.01 91 3,803 +91
Total Volume and Open Interest 9,111 273,844 +3,037
Euro Notional Bond(MATIF)
Mar02 011220 89.95 89.95 89.60 89.60 -0.05 1,286 4,361 +1,096
Jun02 011220 89.58 89.58 89.58 89.58 -0.05      
Sep02 011220 89.58 89.58 89.58 89.58        
3-Month Euribor(MATIF)
Mar02 011220 96.90 96.90 96.90 96.90 unch 0 2,496 +0
Jun02 011220 96.85 96.85 96.85 96.85 unch 0 211 +0
Sep02 011220 96.60 96.60 96.60 96.60 -0.05 0 358 +0
Total Volume and Open Interest 0 3,497 +0
German Euro-Bund(EUREX)
Mar02 011220 108.45 108.75 108.01 108.20 -0.29 398,906 511,709 -43,177
Jun02 011220 107.45 107.45 107.45 107.45 -0.25 2,085 4,060 +0
Sep02 011220 106.40 106.40 106.40 106.40 -0.29 0 241 +0
Total Volume and Open Interest 400,991 516,010 -43,177
German Euro-Bobl(EUREX)
Mar02 011220 107.11 107.31 106.88 106.98 -0.17 228,256 348,174 -28,131
Jun02 011220 106.23 106.23 106.23 106.23 -0.17 353 1,959 +0
Sep02 011220 105.74 105.74 105.74 105.74 -0.17      
Total Volume and Open Interest 228,609 350,133 -28,131
Long Gilt(LIFFE)
Dec01 011220 115~14 115~14 115~09 115~09 -0~04 2,709 4,831 -1,426
Mar02 011220 114~31 114~31 114~13 114~17 -0~04 17,362 57,112 +472
Total Volume and Open Interest 20,071 61,993 -954
3-Mth Short Sterling(LIFFE)
Mar02 011220 95.97 95.97 95.94 95.96 unch 28,378 0 +0
Jun02 011220 95.67 95.68 95.62 95.65 unch 13,301 0 +0
Sep02 011220 95.27 95.29 95.21 95.24 -0.01 18,489 0 +0
Total Volume and Open Interest 112,255    
3-Mth Euribor(LIFFE)
Mar02 011220 96.895 96.910 96.865 96.880 -0.005 53,830 485,081 -5,453
Jun02 011220 96.860 96.900 96.840 96.855 -0.005 50,633 382,117 -9,611
Sep02 011220 96.650 96.685 96.585 96.610 -0.020 47,874 238,763 -113
Total Volume and Open Interest 209,854 1,679,833 -11,615
3-Mth Aus T-Bills(SFE)
Dec01 011213 95.76 95.80 95.76 95.76 unch 9,369 84,152 -35,390
Mar02 011220 95.93 95.94 95.90 95.91 -0.01 3,418 169,221 -322
Jun02 011220 95.88 95.89 95.84 95.85 unch 2,626 64,593 -133
Sep02 011220 95.56 95.57 95.54 95.56 +0.02 1,495 32,272 +979
Dec02 011220 95.12 95.14 95.12 95.14 +0.03 801 22,488 +748
Mar03 011220 94.71 94.72 94.71 94.72 +0.03 233 14,573 +263
Jun03 011220 94.40 94.40 94.40 94.40 +0.02 146 10,089 +126
Sep03 011220 94.18 94.18 94.16 94.16 +0.01 80 10,426 +74
Dec03 011220 94.04 94.04 94.00 94.00 unch 35 4,692 -1,037
Mar04 011220 93.88 93.88 93.88 93.88 -0.01 20 2,341 -110
Total Volume and Open Interest 8,876 334,230 +570
10-Year Aus T-Bonds(SFE)
Mar02 011220 94.08 94.11 94.07 94.10 +0.00 610 130,734 +15,415
Jun02 011220 94.11 94.11 94.11 94.11 +0.01      
Total Volume and Open Interest 11,648 124,108 +8,789
3-Year Aus T-Bonds(SFE)
Mar02 011220 94.82 94.84 94.80 94.81 +0.01 28,219 271,826 +18,632
Jun02 011220 94.81 94.81 94.81 94.81 +0.01      
Total Volume and Open Interest 28,219 271,826 +18,632
Gold(CMX)
Dec01 011220 276.5 276.5 276.0 276.0 +0.5 119 189 +51
Feb02 011220 276.6 277.0 275.8 276.5 +0.5 34,903 66,538 -1,169
Apr02 011220 276.5 277.7 276.5 277.0 +0.5 809 7,432 -27
Jun02 011220 277.7 278.0 277.3 277.5 +0.5 350 7,911 +156
Aug02 011220 278.0 278.0 278.0 278.0 +0.5 0 3,221 +0
Oct02 011220 278.4 278.4 278.4 278.4 +0.5 137 2,821 +0
Total Volume and Open Interest 40,496 111,339 +466
Silver(CMX)
Dec01 011220 433.5 440.0 433.5 439.3 +9.0 22 41 +1
Mar02 011220 433.0 443.0 432.0 440.0 +9.2 14,396 48,248 -968
May02 011220 433.0 442.0 433.0 440.7 +9.0 720 3,385 +34
Jul02 011220 434.0 443.5 432.0 441.0 +9.0 133 3,295 +38
Sep02 011220 441.3 441.3 441.3 441.3 +9.0 1 1,581 +0
Total Volume and Open Interest 15,343 64,803 -901
Platinum(NYM)
Jan02 011220 456.0 459.0 451.0 457.1 -1.5 729 1,398 -409
Apr02 011220 449.0 451.0 445.2 449.6 -1.0 485 4,389 +273
Jul02 011220 443.6 443.6 443.6 443.6 -1.0 0 68 +0
Oct02 011220 440.6 440.6 440.6 440.6 -1.0 2 34 +2
Total Volume and Open Interest 1,216 5,889 -134
Palladium(NYME)
Dec01 011220 395.50 395.50 395.50 395.50 -2.50 1 1 -1
Mar02 011220 404.00 404.00 393.00 396.00 -2.50 36 1,230 -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 011220 67.20 67.55 67.05 67.05 -0.10 583 1,943 +9
Mar02 011220 67.80 68.15 67.60 67.95 +0.05 7,922 35,868 +700
May02 011220 68.35 68.70 68.35 68.55 +0.05 57 5,262 +6
Jul02 011220 69.15 69.25 69.10 69.10 +0.05 14 5,907 -5
Sep02 011220 69.75 69.75 69.65 69.65 +0.05 5 3,479 -1
Total Volume and Open Interest 9,233 70,856 +708
DJIA Index(CBOT)
Dec01 011220 10050 10075 9990 9990 -92 3,332 12,701 -1,926
Mar02 011220 10052 10079 9981 9988 -92 19,877 18,350 +2,384
Jun02 011220 9996 9996 9996 9996 -92 63 354 +6
Sep02 011220 10012 10012 10012 10012 -92 0 75 +0
Total Volume and Open Interest 23,273 31,594 +468
S & P 500(CME)
Dec01 011220 1149.00 1151.50 1140.00 1141.00 -10.80 50,861 118,421 -19,261
Mar02 011220 1150.00 1153.10 1141.00 1142.30 -10.90 103,362 462,622 +29,483
Jun02 011220 1144.70 1144.70 1144.70 1144.70 -11.10 1,008 12,009 +115
Sep02 011220 1148.20 1148.20 1148.20 1148.20 -10.60 709 1,561 +650
Total Volume and Open Interest 155,958 596,358 +10,988
S & P 500 E-Mini(Globex)
Dec01 011220 1151.00 1152.25 1139.00 1141.00 -10.75 6,045 154,247 -1,668
Mar02 011220 1152.75 1153.25 1141.00 1142.25 -11.00 211,254 51,221 +7,502
Total Volume and Open Interest 217,299 205,468 +5,834
NASDAQ 100(CME)
Dec01 011220 1609.00 1615.00 1556.00 1558.50 -67.50 6,311 37,385 -1,552
Mar02 011220 1615.00 1625.00 1559.00 1564.00 -69.00 19,648 47,999 +2,060
Jun02 011220 1580.00 1580.00 1569.50 1569.50 -70.50 0 2 +0
Total Volume and Open Interest 25,959 85,386 +508
NASDAQ 100 E-Mini(GLOBEX)
Dec01 011220 1625.0 1632.0 1547.0 1558.5 -67.5 3,758 35,853 -95,551
Mar02 011220 1633.0 1639.0 1558.5 1564.0 -69.0 157,695 30,579 +0
Total Volume and Open Interest 161,453 66,432 -95,551
NYSE Composite(NYBOT)
Dec01 011220 586.50 586.50 583.00 583.00 -2.70 510 3,538 -50
Mar02 011220 585.80 586.80 583.00 583.20 -2.70 1,181 4,383 -191
Jun02 011220 583.30 583.30 583.30 583.30 -2.80 10 420 +10
Total Volume and Open Interest 1,701 8,541 -231
S & P Midcap 400(CME)
Dec01 011220 500.00 500.00 497.70 497.70 -5.35 791 3,013 -330
Mar02 011220 502.50 503.75 497.25 498.75 -5.25 1,951 13,412 +625
Jun02 011220 502.75 502.75 502.75 502.75 -5.25      
Total Volume and Open Interest 2,742 16,425 +295
Russell 2000(CME)
Dec01 011220 481.00 481.00 473.95 473.95 -8.30 1,664 9,975 -403
Mar02 011220 482.35 483.00 474.50 475.00 -8.25 3,714 27,455 +1,150
Jun02 011220 479.30 479.30 479.30 479.30 -8.25      
Total Volume and Open Interest 5,378 37,430 +747
Value Line(KCBT)
Dec01 011220 1220.00 1220.00 1210.50 1210.50 -11.50 8 187 -1
Total Volume and Open Interest 36 475 +3
Nikkei 225(CME)
Mar02 011220 10450 10470 10380 10415 -55 1,019 12,676 +46
Jun02 011220 10415 10415 10415 10415 -55 0 34 +0
Total Volume and Open Interest 1,019 12,710 +46
Nikkei 225(SIMEX)
Mar02 011220 10470 10510 10330 10475 +55 14,272 72,804 -326
Jun02 011220 10440 10440 10440 10440 +55 0 24 +0
Sep02 011220 10445 10445 10445 10445 +55      
Total Volume and Open Interest 14,272 72,828 -326
CAC 40(MATIF)
Dec01 011220 4478.0 4482.0 4411.0 4412.0 -65.0 70,705 533,013 -2,039
Jan02 011220 4470.0 4502.0 4431.5 4433.5 -57.5 19,692 88,474 +19,208
Feb02 011220 4452.5 4452.5 4452.5 4452.5 -49.5 0 6,462 +0
Total Volume and Open Interest 94,961 754,696 +20,900
DAX Index(EUREX)
Dec01 011220 4988.0 5031.5 4925.0 4970.0 -30.5 65,227 96,601 -7,480
Mar02 011220 5030.0 5068.0 4961.0 5006.5 -30.5 30,337 93,432 +16,255
Jun02 011220 5057.0 5100.0 5010.0 5048.5 -30.5 801 5,558 -73
Total Volume and Open Interest 96,365 195,591 +8,702
FT-SE 100(LIFFE)
Dec01 011220 5121.50 5155.50 5071.50 5083.50 -37.50 81,767 207,100 -23,593
Mar02 011220 5141.50 5167.00 5081.50 5094.50 -37.00 58,533 302,782 +47,780
Jun02 011220 5152.00 5160.00 5105.00 5105.50 -37.50 1,012 25,190 +1,009
Total Volume and Open Interest 141,312 535,072 +25,196
SPI 200(SFE)
Dec01 011220 3339.0 3345.0 3328.0 3341.0 +13.0 16,202 148,817 -1,280
Mar02 011220 3349.0 3353.0 3339.0 3350.0 +15.0 8,259 43,152 +8,409
Jun02 011220 3361.0 3361.0 3361.0 3361.0 +13.0 0 1,602 +0
Total Volume and Open Interest 24,509 194,046 +7,129
GSCI(CME)
Jan02 011220 170.85 171.00 167.10 167.30 -2.20 9 16,704 +2
Feb02 011220 170.80 170.80 168.60 168.60 -1.90      
Total Volume and Open Interest 9 16,704 +2
Bridge CRB Index(NYBOT)
Jan02 011220 190.75 191.20 190.75 190.75 unch 12 163 -4
Feb02 011220 190.75 191.15 190.75 191.15 unch 12 198 +11
Apr02 011220 192.15 192.15 191.50 192.15 unch 0 59 +0
Total Volume and Open Interest 24 427 +7
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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