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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 Fri December 21, 2001
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan02 011221 436.00 437.00 434.50 435.50 unch 26,872 48,703 -4,911
Mar02 011221 437.00 437.00 434.25 434.75 -1.50 16,255 55,527 +2,203
May02 011221 439.50 439.50 437.00 437.50 -1.50 3,828 33,293 +471
Jul02 011221 443.25 444.00 441.00 441.75 -1.50 2,257 25,156 -346
Aug02 011221 443.00 443.00 441.00 441.00 -1.25 28 1,925 +43
Sep02 011221 440.00 441.50 440.00 441.50 -1.50 3 372 +0
Nov02 011221 446.50 446.50 443.00 444.75 -0.75 332 8,467 -48
Total Volume and Open Interest 49,581 173,486 -2,585
Soybean Meal(CBOT)
Jan02 011221 151.50 152.50 150.30 151.00 -0.30 10,843 23,305 -279
Mar02 011221 147.80 148.00 145.60 146.40 -1.20 12,969 38,455 +37
May02 011221 146.00 146.00 144.20 144.50 -1.30 5,528 31,476 +1,413
Jul02 011221 146.50 146.70 145.10 145.40 -1.00 3,973 28,733 -80
Aug02 011221 146.50 147.00 145.60 145.60 -0.90 170 7,702 +18
Sep02 011221 146.50 147.20 145.90 145.90 -0.90 844 6,215 +280
Oct02 011221 146.40 147.00 145.10 145.10 -1.30 488 4,113 +488
Dec02 011221 148.30 148.30 146.50 146.50 -1.80 1,083 8,465 +254
Total Volume and Open Interest 35,898 148,658 +2,131
Soybean Oil(CBOT)
Jan02 011221 15.50 15.75 15.43 15.64 +0.11 10,571 22,137 -4,649
Mar02 011221 15.68 15.95 15.64 15.85 +0.13 13,085 56,256 +1,483
May02 011221 15.91 16.14 15.87 16.06 +0.11 3,083 31,345 -204
Jul02 011221 16.11 16.35 16.10 16.28 +0.09 650 22,274 +91
Aug02 011221 16.25 16.50 16.22 16.38 +0.08 75 6,037 +68
Sep02 011221 16.44 16.60 16.40 16.46 +0.07 55 3,564 +7
Oct02 011221 16.52 16.70 16.52 16.55 +0.06 69 1,937 +30
Dec02 011221 16.65 16.85 16.65 16.82 +0.11 616 5,602 +229
Total Volume and Open Interest 28,205 150,885 -2,945
Canola(WCE)
Jan02 011221 339.5 343.5 339.5 342.8 +2.8 3,709 9,923 -3,084
Mar02 011221 339.0 340.4 337.9 340.2 +1.2 4,187 30,155 +730
May02 011221 338.5 339.9 338.5 339.9 +2.2 98 9,587 +53
Jul02 011221 337.3 338.5 337.3 337.6 +0.5 179 6,881 -22
Total Volume and Open Interest 8,622 63,221 -2,104
Corn(CBOT)
Jan02 011221 204.75 205.25 203.00 203.50 -1.25 316 1,698 +28
Mar02 011221 211.50 213.25 210.50 211.50 -0.75 32,366 247,698 -125
May02 011221 218.75 220.00 217.50 218.25 -1.00 4,029 62,896 +710
Jul02 011221 224.75 226.00 223.25 224.00 -1.00 2,615 49,301 -31
Sep02 011221 229.50 230.50 228.50 228.75 -1.00 721 13,245 +313
Total Volume and Open Interest 42,067 417,422 +2,540
Wheat(CBOT)
Mar02 011221 287.50 291.00 286.50 288.75 +1.25 17,061 72,684 -3,057
May02 011221 286.00 289.00 285.50 286.00 +0.25 1,001 11,631 +54
Jul02 011221 284.50 286.75 284.50 284.75 -0.25 2,883 16,666 +199
Sep02 011221 290.00 290.00 288.00 288.00 unch 36 1,224 +25
Dec02 011221 298.00 300.00 298.00 299.25 -0.25 164 2,611 +90
Total Volume and Open Interest 21,157 104,959 -2,677
Wheat(KCBT)
Mar02 011221 284.00 285.75 283.00 283.00 -0.75 4,938 47,445 +239
May02 011221 289.25 291.00 288.50 288.75 -0.75 441 9,575 +53
Jul02 011221 294.50 296.00 294.50 294.50 +0.25 630 9,404 -24
Sep02 011221 301.50 303.00 301.00 302.50 +1.25 50 1,972 +0
Dec02 011221 314.00 314.00 312.00 312.50 unch 406 2,641 +249
Total Volume and Open Interest 6,465 71,037 +510
Wheat(MGE)
Dec01 011218 293.00 293.00 293.00 293.00 unch      
Mar02 011221 304.00 306.00 302.00 302.25 -1.75 1,956 19,408 +51
May02 011221 310.00 311.75 309.00 309.25 -0.75 128 2,867 +33
Jul02 011221 315.50 317.25 314.75 314.75 -1.25 149 1,738 +25
Sep02 011221 321.00 321.00 320.25 320.25 -1.50 20 1,005 -1
Total Volume and Open Interest 2,265 25,683 +108
Oats(CBOT)
Mar02 011221 184.75 196.00 184.75 190.00 +4.75 2,477 6,367 -82
May02 011221 171.50 180.00 171.50 175.00 +3.25 493 2,631 -106
Jul02 011221 163.50 163.50 158.75 160.50 +4.25 292 1,338 +15
Sep02 011221 138.00 138.00 138.00 138.00 +1.00 6 32 +0
Total Volume and Open Interest 3,532 11,600 -39
Rough Rice(MCE)
Jan02 011221 3.81 3.95 3.81 3.93 +0.11 616 2,362 -327
Mar02 011221 4.06 4.17 4.05 4.14 +0.09 220 2,471 +56
May02 011221 4.28 4.37 4.28 4.36 +0.09 308 955 +83
Jul02 011221 4.50 4.58 4.48 4.56 +0.09 0 451 +0
Total Volume and Open Interest 1,218 6,524 -154
Live Cattle(CME)
Dec01 011221 64.475 65.825 64.475 65.800 +1.475 2,349 4,490 -952
Feb02 011221 68.450 69.900 68.450 69.875 +1.450 6,715 45,776 +576
Apr02 011221 71.600 72.975 71.550 72.850 +1.225 2,964 20,465 +308
Jun02 011221 68.200 69.350 68.200 69.275 +1.125 2,382 13,470 -30
Aug02 011221 68.475 69.550 68.475 69.375 +0.950 718 6,956 +184
Oct02 011221 70.400 71.400 70.400 71.350 +0.950 158 1,996 +70
Total Volume and Open Interest 15,313 93,992 +171
Feeder Cattle(CME)
Jan02 011221 83.200 84.575 83.150 84.575 +1.500 1,049 5,691 -73
Mar02 011221 81.950 83.700 81.950 83.675 +1.475 571 4,652 +41
Apr02 011221 81.850 83.300 81.850 83.100 +1.250 270 2,089 +4
May02 011221 82.200 83.150 82.200 83.050 +1.200 95 1,711 +6
Aug02 011221 83.450 84.600 83.450 84.450 +0.850 2 683 -2
Sep02 011221 83.450 84.450 83.450 84.450 +0.850 1 102 +0
Oct02 011221 84.250 84.350 84.250 84.350 +0.800 0 54 +0
Total Volume and Open Interest 1,988 14,992 -24
Lean Hogs(CME)
Feb02 011221 53.400 54.950 53.400 54.650 +1.600 1,660 14,610 -157
Apr02 011221 57.450 58.350 57.450 58.000 +0.850 521 4,711 -53
Jun02 011221 64.350 64.950 64.300 64.850 +0.625 132 1,739 +46
Jul02 011221 61.875 62.400 61.750 61.925 +0.325 22 714 +4
Aug02 011221 60.325 60.325 60.000 60.150 +0.150 7 334 -4
Oct02 011221 52.425 52.425 52.225 52.225 +0.050 7 450 +1
Dec02 011221 50.650 50.650 50.600 50.600 unch 2 176 +1
Total Volume and Open Interest 2,390 23,905 -151
Pork Bellies(CME)
Feb02 011221 76.575 76.575 76.400 76.575 +3.000 334 1,927 -30
Mar02 011221 75.550 75.550 75.550 75.550 +3.000 12 306 +8
May02 011221 78.500 78.500 78.100 78.500 +3.000 4 172 +3
Jul02 011221 79.025 79.025 78.300 78.300 +2.275 3 53 +3
Aug02 011221 78.300 78.300 78.300 78.300 +2.000 4 12 +1
Total Volume and Open Interest 357 2,470 -15
Cocoa(NYBOT)
Mar02 011221 1285 1289 1278 1283 +2 2,924 34,209 -676
May02 011221 1272 1273 1266 1267 -4 329 14,460 -29
Jul02 011221 1260 1262 1257 1257 -3 374 9,607 +199
Sep02 011221 1244 1244 1244 1244 -3 77 6,308 +13
Dec02 011221 1180 1180 1178 1178 -3 221 10,184 +17
Mar03 011221 1150 1151 1140 1146 -5 179 8,749 +125
May03 011221 1134 1134 1130 1131 -5 15 2,970 +6
Total Volume and Open Interest 4,244 91,990 -340
Coffee "C"(NYBOT)
Mar02 011221 48.75 50.00 46.00 46.65 -2.95 10,298 33,039 -367
May02 011221 51.50 52.00 48.25 48.65 -2.85 1,378 9,317 +271
Jul02 011221 53.75 53.90 50.00 50.55 -2.75 652 4,689 +281
Sep02 011221 55.10 55.40 52.20 52.20 -2.55 273 3,781 +70
Dec02 011221 57.50 57.50 54.55 54.55 -2.40 314 3,100 +92
Mar03 011221 59.50 59.50 57.05 57.05 -2.30 0 877 -3
Total Volume and Open Interest 12,915 54,811 +344
Orange Juice(NYBOT)
Jan02 011221 93.00 93.80 92.50 93.50 -0.40 1,032 6,389 -405
Mar02 011221 95.80 95.80 94.90 95.70 -0.60 2,364 9,756 +1,243
May02 011221 97.50 97.50 96.60 97.05 -1.20 3 1,209 +1
Jul02 011221 97.75 98.10 97.75 98.10 -1.15 0 223 +0
Sep02 011221 99.10 99.10 99.10 99.10 -0.35 20 151 -10
Total Volume and Open Interest 3,531 19,237 +876
Sugar #11(NYBOT)
Mar02 011221 7.15 7.17 7.09 7.12 +0.05 10,339 84,122 -586
May02 011221 6.67 6.68 6.60 6.66 +0.06 1,957 26,766 +319
Jul02 011221 6.24 6.27 6.18 6.24 +0.06 2,032 27,238 -87
Oct02 011221 6.23 6.25 6.16 6.24 +0.08 1,236 18,453 -48
Mar03 011221 6.39 6.39 6.37 6.38 +0.07 133 7,643 +30
Total Volume and Open Interest 16,139 172,107 -70
London Cocoa(LCE)
Dec01 011212 969 969 959 963 +10 9,055 4,052 -5,448
Mar02 011221 958 964 955 963 +4 2,322 61,120 +311
May02 011221 965 970 962 969 +2 841 34,148 +197
Jul02 011221 978 983 976 983 +3 442 29,950 +350
Sep02 011221 962 967 962 966 +4 168 13,359 +146
Dec02 011221 910 910 905 910 unch 335 9,150 +329
Mar03 011221 892 892 885 888 -2 349 7,620 +237
Total Volume and Open Interest 4,457 156,354 +1,570
London Coffee(LCE)
Jan02 011221 387.00 390.00 379.00 379.00 -8.00 4,215 16,586 -2,663
Mar02 011221 404.00 406.00 396.00 396.00 -7.00 2,817 33,200 +1,635
May02 011221 417.00 420.00 408.00 408.00 -8.00 1,079 21,903 +508
Jul02 011221 432.00 433.00 422.00 422.00 -7.00 870 16,234 +288
Sep02 011221 441.00 444.00 435.00 435.00 -7.00 582 13,010 +500
Nov02 011221 451.00 455.00 447.00 447.00 -5.00 84 5,071 +48
Total Volume and Open Interest 9,648 106,100 +316
London Sugar(LCE)
Dec01 011115 241.50 248.00 236.50 240.40 -1.10 3,820 4,096 -1,367
Mar02 011221 229.80 234.80 229.80 233.60 +4.50 1,562 20,361 +36
May02 011221 219.50 220.00 216.50 218.60 +1.20 439 9,718 +216
Aug02 011221 206.50 208.00 205.00 206.60 +0.70 460 11,196 -81
Oct02 011221 195.50 195.50 193.20 194.10 +1.10 302 5,489 +208
Total Volume and Open Interest 2,850 49,114 +392
Cotton(NYBOT)
Mar02 011221 35.92 36.40 35.82 36.23 +0.32 2,182 30,083 +288
May02 011221 37.35 37.75 37.30 37.66 +0.18 338 10,336 +230
Jul02 011221 38.80 39.15 38.70 39.15 +0.50 368 9,907 +73
Oct02 011221 40.90 41.05 40.90 41.05 +0.35 0 454 +13
Dec02 011221 41.80 42.00 41.60 42.00 +0.25 143 6,235 -34
Mar03 011221 43.40 43.40 43.40 43.40 +0.15 4 942 +4
Total Volume and Open Interest 3,035 59,355 +574
Lumber(CME)
Jan02 011221 250.7 257.0 247.0 257.0 +10.0 230 1,320 -59
Mar02 011221 254.5 262.8 254.3 262.5 +9.7 181 808 +6
May02 011221 262.9 267.5 262.9 267.5 +7.5 8 206 +3
Jul02 011221 265.1 265.1 265.1 265.1 +1.9 0 27 +0
Total Volume and Open Interest 419 2,363 -50
Crude Oil(NYM)
Feb02 011221 19.40 19.75 19.25 19.62 +0.34 67,602 145,460 -718
Mar02 011221 19.60 19.93 19.55 19.82 +0.25 23,924 49,643 +746
Apr02 011221 19.75 20.10 19.75 19.99 +0.28 9,372 29,023 -91
May02 011221 19.88 20.13 19.88 20.13 +0.30 2,743 18,821 +708
Jun02 011221 19.95 20.24 19.95 20.24 +0.30 7,237 29,941 +1,780
Jul02 011221 20.21 20.30 20.15 20.30 +0.29 1,497 14,417 +544
Aug02 011221 20.21 20.36 20.21 20.36 +0.28 648 12,024 -264
Sep02 011221 20.24 20.42 20.24 20.42 +0.26 1,414 12,433 -80
Oct02 011221 20.27 20.48 20.27 20.48 +0.24 124 10,606 +11
Nov02 011221 20.40 20.54 20.40 20.54 +0.23 57 8,228 +47
Total Volume and Open Interest 118,719 431,032 +3,137
Heating Oil(NYM)
Jan02 011221 54.90 56.00 54.60 54.84 +0.35 20,486 25,544 -1,760
Feb02 011221 55.20 56.25 54.90 55.06 -0.10 17,928 37,039 +1,588
Mar02 011221 55.00 55.80 54.70 54.81 -0.20 7,631 24,635 +909
Apr02 011221 55.10 55.25 54.36 54.36 -0.30 5,280 17,447 +620
May02 011221 54.50 55.25 53.81 53.81 -0.40 2,467 7,684 +479
Jun02 011221 54.55 55.25 53.96 53.96 -0.35 3,083 12,359 +907
Jul02 011221 55.25 55.70 54.51 54.51 -0.35 230 5,852 +172
Aug02 011221 55.90 56.40 55.21 55.21 -0.30 251 4,273 +145
Sep02 011221 56.75 57.30 56.06 56.06 -0.30 152 4,768 +95
Oct02 011221 57.90 58.10 56.96 56.96 -0.25 101 2,734 +82
Total Volume and Open Interest 58,823 160,120 +3,632
Unleaded Gas(NYM)
Jan02 011221 55.10 56.20 55.00 55.86 +0.83 14,381 21,051 -4,080
Feb02 011221 55.95 56.50 55.75 55.90 +0.23 9,538 31,570 +1,624
Mar02 011221 57.35 57.60 57.00 57.00 +0.03 2,483 14,570 +588
Apr02 011221 63.30 63.70 63.05 63.05 +0.05 1,245 16,387 +260
May02 011221 63.90 64.30 63.45 63.45 unch 586 14,419 +38
Jun02 011221 64.10 64.40 63.45 63.45 unch 265 10,289 +98
Jul02 011221 63.45 63.45 63.05 63.05 unch 113 7,598 -26
Aug02 011221 62.80 62.85 62.25 62.25 unch 0 6,609 +0
Total Volume and Open Interest 29,042 130,956 -1,201
Natural Gas(NYM)
Jan02 011221 2.760 2.910 2.730 2.895 +0.209 36,618 35,842 -9,133
Feb02 011221 2.770 2.920 2.760 2.889 +0.181 17,517 48,844 +1,503
Mar02 011221 2.780 2.880 2.750 2.869 +0.158 9,841 37,140 +1,466
Apr02 011221 2.740 2.830 2.725 2.824 +0.133 7,848 37,636 -319
May02 011221 2.790 2.861 2.775 2.861 +0.120 5,424 20,360 +2,292
Jun02 011221 2.850 2.912 2.835 2.912 +0.113 4,873 18,829 +1,067
Jul02 011221 2.890 2.952 2.880 2.952 +0.110 3,633 16,236 +1,236
Aug02 011221 2.925 2.990 2.925 2.990 +0.103 1,108 14,079 +423
Total Volume and Open Interest 90,041 417,703 -733
Brent Crude Oil(IPE)
Feb02 011221 19.25 19.55 19.20 19.36 +0.23 36,814 102,037 +2,503
Mar02 011221 18.95 19.23 18.90 19.08 +0.26 18,974 57,633 +4,522
Apr02 011221 19.11 19.25 18.93 19.10 +0.26 4,303 16,934 +623
May02 011221 19.12 19.20 19.01 19.16 +0.27 2,859 10,439 -264
Jun02 011221 19.24 19.41 19.20 19.26 +0.25 4,951 21,683 +868
Jul02 011221 19.34 19.58 19.23 19.36 +0.25 697 7,745 +310
Aug02 011221 19.42 19.45 19.30 19.45 +0.24 168 6,184 +467
Sep02 011221 19.34 19.54 19.34 19.54 +0.23 0 5,103 +0
Total Volume and Open Interest 72,571 272,179 +10,475
Gas Oil(IPE)
Jan02 011221 167.25 167.50 165.00 165.25 -5.00 12,084 37,217 -756
Feb02 011221 168.75 168.75 166.75 167.00 -4.75 6,593 29,053 +404
Mar02 011221 169.25 169.25 167.75 168.00 -4.00 1,905 13,328 +571
Apr02 011221 169.75 169.75 168.75 169.00 -3.75 1,115 7,233 +508
May02 011221 169.50 169.50 169.50 169.50 -3.50 481 5,046 +278
Jun02 011221 170.25 171.50 170.25 170.50 -3.50 1,813 18,866 +372
Jul02 011221 172.00 172.25 172.00 172.25 -3.25 30 3,146 +0
Aug02 011221 173.50 174.00 173.50 174.00 -3.00 80 2,429 +55
Total Volume and Open Interest 24,314 153,522 +1,400
US Dollar Index(NYBOT)
Mar02 011221 116.31 117.60 116.31 117.41 +1.29 440 4,349 -72
Jun02 011221 117.33 117.96 117.33 117.91 +1.30 0 2,008 +0
Sep02 011221 118.41 118.41 118.41 118.41 +1.31 0 2 +0
Total Volume and Open Interest 440 6,359 -72
Australian Dollar(IMM)
Mar02 011221 50.37 50.60 50.26 50.52 +0.27 2,710 17,702 +83
Jun02 011221 50.25 50.25 50.25 50.25 +0.27 1 380 +1
Sep02 011221 49.98 49.98 49.98 49.98 +0.27      
Total Volume and Open Interest 2,716 18,102 +89
British Pound(IMM)
Mar02 011221 144.16 144.24 142.74 143.08 -1.04 2,991 23,544 +521
Jun02 011221 142.34 142.34 142.34 142.34 -1.08 0 54 +1
Sep02 011221 141.60 141.60 141.60 141.60 -1.12      
Total Volume and Open Interest 2,991 23,598 +522
Canadian Dollar(IMM)
Mar02 011221 63.20 63.32 63.01 63.04 -0.28 5,798 46,895 +518
Jun02 011221 63.28 63.30 63.07 63.07 -0.28 59 2,648 +83
Sep02 011221 63.30 63.35 63.12 63.12 -0.28 76 762 +24
Dec02 011221 63.55 63.55 63.18 63.18 -0.28 15 599 +12
Total Volume and Open Interest 5,949 50,908 +638
Japanese Yen(IMM)
Mar02 011221 77.55 77.70 77.40 77.43 -0.68 9,155 108,298 +925
Jun02 011221 77.80 77.83 77.80 77.81 -0.68 7 20,401 +7
Sep02 011221 78.29 78.29 78.29 78.29 -0.68 0 28 +0
Total Volume and Open Interest 9,162 129,054 +932
Deutsche Mark(IMM)
Swiss Franc(IMM)
Mar02 011221 61.14 61.18 60.36 60.42 -0.88 5,631 33,348 -523
Jun02 011221 60.47 60.47 60.47 60.47 -0.88 0 18 +0
Sep02 011221 60.58 60.58 60.58 60.58 -0.88      
Total Volume and Open Interest 5,631 33,389 -523
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 011221 10720.0 10840.0 10720.0 10800.0 +85.0 3,072 24,830 -139
Total Volume and Open Interest 3,092 25,189 -144
30-Year T-Bonds(CBOT)
Mar02 011221 101~22 101~26 101~00 101~03 -0~10 141,740 430,945 -3,175
Jun02 011221 100~06 100~18 99~29 99~30 -0~10 1,406 31,324 +747
Sep02 011221 98~30 98~30 98~30 98~30 -0~10 0 50 +0
Total Volume and Open Interest 143,146 462,319 -14,533
Municipal Bonds(CBOT)
Mar02 011221 102~12 102~15 102~04 102~06 -0~01 2,493 7,385 +182
Jun02 011221 101~08 101~08 101~08 101~08 -0~01 1 0  
Total Volume and Open Interest 2,494 7,385  
10-Year T-Notes(CBOT)
Mar02 011221 105~000 105~080 104~185 104~200 -0~100 154,706 524,133 +213
Jun02 011221 103~240 103~285 103~100 103~105 -0~100 810 3,646 +691
Total Volume and Open Interest 155,516 527,779 -12,175
5-Year T-Notes(CBOT)
Mar02 011221 105~190 105~215 105~075 105~085 -0~035 43,636 0 -455,065
Jun02 011221 104~115 104~115 104~115 104~115 -0~025 0 200 +0
Total Volume and Open Interest 43,636 200 -489,174
2 Year T-Notes(CBOT)
Mar02 011221 104~040 104~042 104~022 104~024 -0~005 1,381 70,453 +136
Total Volume and Open Interest 1,382 74,170 +135
3-Mth T-Bills(IMM)
Mar02 011221 98.22 98.22 98.22 98.22 -0.01 0 520 +0
Total Volume and Open Interest 0 520 +0
Eurodollars(IMM)
Mar02 011221 98.000 98.005 97.965 97.980 unch 61,095 698,235 +1,334
Jun02 011221 97.605 97.605 97.500 97.520 -0.030 62,597 616,806 -1,904
Sep02 011221 96.980 97.010 96.890 96.905 -0.040 79,953 550,729 -3,479
Dec02 011221 96.280 96.305 96.170 96.180 -0.045 59,680 521,186 -3,408
Mar03 011221 95.610 95.670 95.530 95.550 -0.025 28,129 329,946 +4,549
Jun03 011221 95.050 95.050 94.905 94.935 -0.025 16,448 204,125 -343
Sep03 011221 94.510 94.550 94.450 94.475 -0.025 13,734 180,784 -1,447
Dec03 011221 94.210 94.225 94.110 94.135 -0.025 10,453 134,880 +39
Mar04 011221 94.060 94.075 93.995 94.015 -0.025 8,856 120,103 +614
Jun04 011221 93.890 93.920 93.840 93.865 -0.020 7,437 103,298 +298
Sep04 011221 93.815 93.815 93.725 93.745 -0.020 9,849 97,984 -4,105
Dec04 011221 93.665 93.665 93.575 93.595 -0.020 6,314 61,155 -624
Total Volume and Open Interest 406,828 4,205,263 +6,862
3-Mth Euro-Yen(IMM)
Dec01 011214 99.92 99.92 99.91 99.92 unch 547 15,818 -156
Mar02 011221 99.86 99.86 99.86 99.86 unch 8 10,452 +21
Jun02 011221 99.87 99.88 99.87 99.87 unch 106 11,230 -540
Sep02 011221 99.86 99.86 99.86 99.86 +0.01 154 2,836 +107
Dec02 011221 99.83 99.83 99.83 99.83 +0.01 2 1,306 +0
Mar03 011221 99.81 99.82 99.81 99.82 +0.02 0 1,023 -1
Jun03 011221 99.80 99.80 99.80 99.80 +0.02 0 1,174 -4
Sep03 011221 99.74 99.74 99.74 99.74 +0.01 0 364 +0
Dec03 011221 99.65 99.65 99.65 99.65 +0.01 0 238 +0
Mar04 011221 99.57 99.57 99.57 99.57 unch 0 438 +0
Total Volume and Open Interest 270 29,234 -382
3-Mth Euro-Yen(SIMEX)
Mar02 011221 99.86 99.86 99.86 99.86 +0.01 2,232 78,154 -1,466
Jun02 011221 99.86 99.88 99.86 99.88 +0.01 499 80,587 -1,040
Sep02 011221 99.85 99.86 99.85 99.86 +0.01 1,750 27,501 -253
Dec02 011221 99.82 99.83 99.82 99.83 +0.01 203 12,424 -311
Mar03 011221 99.80 99.81 99.79 99.81 +0.02 276 21,731 +1
Jun03 011221 99.78 99.80 99.78 99.80 +0.02 250 20,809 +226
Sep03 011221 99.73 99.75 99.73 99.75 +0.02 81 11,990 -3
Dec03 011221 99.68 99.68 99.68 99.68 +0.02 0 3,803 +0
Total Volume and Open Interest 5,741 271,133 -2,711
Euro Notional Bond(MATIF)
Mar02 011221 89.90 89.90 89.28 89.30 -0.30 64 4,379 +18
Jun02 011221 89.14 89.14 89.14 89.14 -0.44      
Sep02 011220 89.58 89.58 89.58 89.58 unch      
Total Volume and Open Interest 64 4,379  
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)
Mar02 011221 95.90 95.91 95.88 95.90 -0.01 5,957 174,774 +5,553
Jun02 011221 95.85 95.85 95.81 95.82 -0.03 2,225 65,282 +689
Sep02 011221 95.55 95.55 95.52 95.53 -0.03 1,108 32,776 +504
Dec02 011221 95.13 95.13 95.11 95.11 -0.03 488 23,024 +536
Mar03 011221 94.71 94.71 94.69 94.69 -0.03 330 14,828 +255
Jun03 011221 94.39 94.39 94.35 94.35 -0.05 125 10,139 +50
Sep03 011221 94.14 94.14 94.11 94.11 -0.05 175 10,601 +175
Dec03 011221 93.95 93.96 93.94 93.96 -0.04 175 4,867 +175
Mar04 011221 93.83 93.84 93.83 93.84 -0.04 100 2,441 +100
Jun04 011221 93.78 93.78 93.78 93.78 -0.03 200 1,575 +200
Total Volume and Open Interest 11,036 342,520 +8,290
10-Year Aus T-Bonds(SFE)
Mar02 011221 94.09 94.12 94.04 94.06 -0.05 8,008 130,734 +0
Jun02 011221 94.06 94.06 94.06 94.06 -0.05      
Total Volume and Open Interest 8,008 130,734 +6,626
3-Year Aus T-Bonds(SFE)
Mar02 011221 94.78 94.81 94.74 94.78 -0.03 18,898 282,902 +11,076
Jun02 011221 94.78 94.78 94.78 94.78 -0.03      
Total Volume and Open Interest 18,898 282,902 +11,076
Gold(CMX)
Dec01 011221 278.6 278.6 277.7 278.0 +2.0 18 159 -30
Feb02 011221 278.5 278.8 277.3 278.3 +1.8 11,083 64,158 -2,380
Apr02 011221 279.2 279.2 278.2 278.8 +1.8 810 7,989 +557
Jun02 011221 279.0 280.0 279.0 279.3 +1.8 73 7,933 +22
Aug02 011221 280.2 280.2 279.8 279.8 +1.8 23 3,233 +12
Oct02 011221 280.2 280.2 280.2 280.2 +1.8 0 2,821 +0
Total Volume and Open Interest 13,689 110,863 -476
Silver(CMX)
Dec01 011221 444.0 448.0 444.0 446.5 +7.2 11 38 -3
Mar02 011221 443.0 449.5 439.5 447.2 +7.2 10,146 47,519 -729
May02 011221 440.0 448.5 439.5 447.3 +6.6 702 3,988 +603
Jul02 011221 442.0 447.5 442.0 447.2 +6.2 59 3,290 -5
Sep02 011221 447.5 447.5 447.5 447.5 +6.2 0 1,581 +0
Total Volume and Open Interest 10,995 64,690 -113
Platinum(NYM)
Jan02 011221 459.0 473.0 458.0 471.3 +14.2 862 1,062 -336
Apr02 011221 455.0 463.8 452.0 463.8 +14.2 636 4,836 +447
Jul02 011221 457.8 457.8 457.8 457.8 +14.2 0 68 +0
Oct02 011221 454.8 454.8 454.8 454.8 +14.2 0 34 +0
Total Volume and Open Interest 1,498 6,000 +111
Palladium(NYME)
Dec01 011221 410.30 410.30 410.30 410.30 +14.80 0 1 +0
Mar02 011221 404.00 411.00 404.00 410.80 +14.80 45 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 011221 67.10 67.70 66.90 67.65 +0.60 564 1,142 -801
Mar02 011221 67.60 68.80 67.60 68.55 +0.60 4,113 36,728 +860
May02 011221 68.25 69.35 68.25 69.15 +0.60 269 5,441 +179
Jul02 011221 68.90 69.95 68.90 69.70 +0.60 158 6,063 +156
Sep02 011221 69.50 70.25 69.50 70.25 +0.60 168 3,626 +147
Total Volume and Open Interest 6,015 71,455 +599
DJIA Index(CBOT)
Dec01 011220 10050 10075 9990 9990 -92 3,332 12,701 -1,926
Mar02 011221 9980 10070 9975 10045 +57 16,325 20,303 +1,953
Jun02 011221 10060 10060 10010 10053 +57 0 356 +2
Sep02 011221 10069 10069 10069 10069 +57 0 75 +0
Total Volume and Open Interest 21,386 32,223 +629
S & P 500(CME)
Mar02 011221 1149.50 1149.50 1141.30 1148.60 +6.30 86,444 479,657 +17,035
Jun02 011221 1148.00 1151.00 1148.00 1151.00 +6.30 1,443 12,212 +203
Sep02 011221 1154.70 1154.70 1154.70 1154.70 +6.50 251 1,589 +28
Dec02 011221 1160.20 1160.20 1160.20 1160.20 +6.50 20 1,605 +2
Total Volume and Open Interest 118,055 603,871 +7,513
S & P 500 E-Mini(Globex)
Mar02 011221 1141.50 1150.50 1139.50 1148.50 +6.25 181,226 50,961 -260
Total Volume and Open Interest 186,012 205,349 -119
NASDAQ 100(CME)
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)
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)
Mar02 011221 585.50 587.50 584.25 587.30 +4.15 1,376 4,617 +234
Jun02 011221 587.50 587.50 587.50 587.50 +4.15 0 420 +0
Sep02 011221 587.70 587.70 587.70 587.70 +4.15 0 200 +0
Total Volume and Open Interest 1,688 8,773 +232
S & P Midcap 400(CME)
Mar02 011221 499.00 503.50 497.50 501.25 +2.50 2,429 14,353 +941
Jun02 011221 505.25 505.25 505.25 505.25 +2.50      
Sep02 011221 509.25 509.25 509.25 509.25 +2.50      
Total Volume and Open Interest 3,598 17,713 +1,288
Russell 2000(CME)
Mar02 011221 478.50 486.50 477.00 484.75 +9.75 3,970 27,400 -55
Jun02 011221 489.05 489.05 489.05 489.05 +9.75      
Sep02 011221 494.05 494.05 494.05 494.05 +9.75      
Total Volume and Open Interest 5,036 37,375 -55
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 011221 10385 10420 10230 10325 -150 9,910 71,886 -918
Jun02 011221 10280 10280 10280 10280 -160 0 24 +0
Sep02 011221 10285 10285 10285 10285 -160      
Total Volume and Open Interest 9,910 71,910 -918
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 011221 4911.0 4999.0 4873.5 4937.0 -33.0 46,744 82,462 -14,139
Mar02 011221 4940.0 5063.5 4908.0 5060.0 +53.5 31,810 111,170 +17,738
Jun02 011221 4963.0 5103.0 4963.0 5103.0 +54.5 769 5,828 +270
Total Volume and Open Interest 79,323 199,460 +3,869
FT-SE 100(LIFFE)
Dec01 011221 5035.00 5088.00 5027.00 5067.50 -16.00 39,155 180,935 -26,165
Mar02 011221 5045.00 5196.00 5036.00 5169.50 +75.00 31,120 315,411 +12,629
Jun02 011221 5142.00 5180.50 5142.00 5180.50 +75.00 539 25,691 +501
Total Volume and Open Interest 70,814 522,037 -13,035
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 011221 167.35 169.50 167.35 169.50 +2.20 92 16,707 +3
Feb02 011221 170.80 170.80 170.80 170.80 +2.20 32 30 +30
Total Volume and Open Interest 124 16,737 +33
Bridge CRB Index(NYBOT)
Jan02 011221 191.25 192.00 191.00 191.90 +1.15 14 159 -4
Feb02 011221 191.90 192.30 191.90 192.30 +1.15 2 198 +0
Apr02 011221 193.30 193.30 193.30 193.30 +1.15 10 64 +5
Total Volume and Open Interest 26 428 +1
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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