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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 Mon December 24, 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 011224 342.8 343.0 339.8 340.8 -2.0 1,235 9,376 -547
Mar02 011224 341.2 341.2 338.0 339.4 -0.8 4,832 31,508 +1,353
May02 011224 339.8 339.8 338.5 338.5 -1.4 169 9,546 -41
Jul02 011224 337.0 337.0 337.0 337.0 -0.6 329 6,693 -188
Total Volume and Open Interest 6,646 63,705 +484
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)
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
Dec02 011221 330.75 330.75 330.75 330.75 unch 12 642 +0
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 011224 66.400 66.600 65.850 66.175 +0.375 1,964 3,975 -515
Feb02 011224 70.550 70.925 70.400 70.475 +0.600 8,283 46,670 +894
Apr02 011224 73.300 73.825 73.300 73.475 +0.625 3,482 20,600 +135
Jun02 011224 69.650 70.225 69.650 69.925 +0.650 1,787 13,805 +335
Aug02 011224 69.700 70.150 69.700 69.850 +0.475 1,014 7,149 +193
Oct02 011224 71.600 72.150 71.600 72.000 +0.650 145 2,113 +117
Total Volume and Open Interest 16,704 95,153 +1,161
Feeder Cattle(CME)
Jan02 011224 85.900 85.900 85.250 85.500 +0.925 1,410 5,674 -17
Mar02 011224 84.350 84.800 84.275 84.525 +0.850 1,343 4,809 +157
Apr02 011224 83.800 84.200 83.650 83.900 +0.800 406 2,172 +83
May02 011224 83.600 84.000 83.550 83.675 +0.625 206 1,745 +34
Aug02 011224 84.750 85.000 84.700 85.000 +0.550 70 688 +5
Sep02 011224 84.500 85.000 84.500 85.000 +0.550 10 100 -2
Oct02 011224 84.500 85.000 84.500 84.975 +0.625 1 55 +1
Total Volume and Open Interest 3,460 15,267 +275
Lean Hogs(CME)
Feb02 011224 55.200 55.900 54.800 55.775 +1.125 4,306 14,568 -42
Apr02 011224 58.500 58.700 58.100 58.350 +0.350 1,133 4,732 +21
Jun02 011224 64.850 65.150 64.850 64.875 +0.025 281 1,805 +66
Jul02 011224 62.050 62.150 61.975 61.975 +0.050 138 731 +17
Aug02 011224 60.125 60.375 60.125 60.350 +0.200 25 342 +8
Oct02 011224 52.375 52.375 52.325 52.325 +0.100 4 454 +4
Dec02 011224 50.675 50.675 50.675 50.675 +0.075 2 176 +0
Total Volume and Open Interest 6,034 23,983 +78
Pork Bellies(CME)
Feb02 011224 78.575 79.575 78.000 78.900 +2.325 395 1,833 -94
Mar02 011224 78.550 78.550 78.050 78.125 +2.575 16 295 -11
May02 011224 80.000 81.000 79.600 80.700 +2.200 24 177 +5
Jul02 011224 80.900 80.900 80.900 80.900 +2.600 15 51 -2
Aug02 011224 79.000 80.500 79.000 80.500 +2.200 0 12 +0
Total Volume and Open Interest 450 2,368 -102
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 011224 36.23 36.23 36.23 36.23 unch 2,182 30,083 +0
May02 011224 37.66 37.66 37.66 37.66 unch 338 10,336 +0
Jul02 011224 39.15 39.15 39.15 39.15 unch 368 9,907 +0
Oct02 011224 41.05 41.05 41.05 41.05 unch 0 454 +0
Dec02 011224 42.00 42.00 42.00 42.00 unch 143 6,235 +0
Mar03 011224 43.40 43.40 43.40 43.40 unch 4 942 +0
Total Volume and Open Interest 3,035 59,355 +0
Lumber(CME)
Jan02 011224 267.0 267.0 262.5 267.0 +10.0 393 1,290 -30
Mar02 011224 272.5 272.5 266.0 272.5 +10.0 230 809 +1
May02 011224 269.0 276.8 269.0 275.4 +7.9 32 199 -7
Jul02 011224 268.0 268.0 268.0 268.0 +2.9 0 27 +0
Total Volume and Open Interest 655 2,327 -36
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 011224 19.58 19.68 19.32 19.34 -0.02 25,821 104,276 +2,239
Mar02 011224 19.20 19.23 19.00 19.12 +0.04 14,160 63,165 +5,532
Apr02 011224 19.15 19.19 19.05 19.14 +0.04 3,710 16,785 -149
May02 011224 19.17 19.18 19.17 19.18 +0.02 904 10,713 +274
Jun02 011224 19.28 19.28 19.28 19.28 +0.02 3,788 23,288 +1,605
Jul02 011224 19.38 19.38 19.38 19.38 +0.02 70 7,774 +29
Aug02 011224 19.47 19.47 19.47 19.47 +0.02 37 6,214 +30
Sep02 011224 19.56 19.56 19.56 19.56 +0.02 135 5,168 +65
Total Volume and Open Interest 51,214 282,636 +10,457
Gas Oil(IPE)
Jan02 011224 166.75 167.00 165.00 165.50 +0.25 8,918 35,592 -1,625
Feb02 011224 167.75 168.25 166.50 167.00 unch 5,196 29,480 +427
Mar02 011224 168.00 168.00 167.25 167.25 -0.75 1,326 13,276 -52
Apr02 011224 168.00 168.00 167.50 167.50 -1.50 943 7,594 +361
May02 011224 168.50 168.50 168.00 168.00 -1.50 0 5,005 -41
Jun02 011224 170.50 171.00 169.50 169.50 -1.00 1,016 18,723 -143
Jul02 011224 171.25 171.25 171.25 171.25 -1.00 25 3,121 -25
Aug02 011224 173.00 173.00 173.00 173.00 -1.00 25 2,429 +0
Total Volume and Open Interest 18,109 152,553 -969
US Dollar Index(NYBOT)
Mar02 011224 117.20 118.85 117.20 118.54 +1.13 4,845 5,488 +1,139
Jun02 011224 119.04 119.04 119.04 119.04 +1.13 12 2,016 +8
Sep02 011224 119.54 119.54 119.54 119.54 +1.13 0 2 +0
Total Volume and Open Interest 4,857 7,506 +1,147
Australian Dollar(IMM)
Mar02 011224 50.44 50.73 50.39 50.58 +0.06 1,306 17,395 -307
Jun02 011224 50.31 50.31 50.31 50.31 +0.06 0 380 +0
Sep02 011224 50.04 50.04 50.04 50.04 +0.06      
Total Volume and Open Interest 1,306 17,795 -307
British Pound(IMM)
Mar02 011224 142.92 143.70 142.64 143.60 +0.52 5,097 22,865 -679
Jun02 011224 142.86 142.86 142.86 142.86 +0.52 0 54 +0
Sep02 011224 142.12 142.12 142.12 142.12 +0.52      
Total Volume and Open Interest 5,097 22,919 -679
Canadian Dollar(IMM)
Mar02 011224 62.57 62.76 62.25 62.60 -0.44 11,487 46,963 +68
Jun02 011224 62.68 62.80 62.38 62.63 -0.44 92 2,687 +39
Sep02 011224 62.60 62.80 62.60 62.68 -0.44 15 769 +7
Dec02 011224 62.75 62.85 62.68 62.74 -0.44 32 632 +33
Total Volume and Open Interest 11,626 51,055 +147
Japanese Yen(IMM)
Mar02 011224 77.44 77.48 77.23 77.41 -0.02 5,459 109,021 +723
Jun02 011224 77.73 77.80 77.60 77.79 -0.02 194 20,488 +87
Sep02 011224 78.27 78.27 78.27 78.27 -0.02 0 28 +0
Total Volume and Open Interest 5,653 129,864 +810
Deutsche Mark(IMM)
Swiss Franc(IMM)
Mar02 011224 59.73 59.73 58.99 59.00 -1.42 13,702 31,028 -2,320
Jun02 011224 59.40 59.40 59.05 59.05 -1.42 0 18 +0
Sep02 011224 59.16 59.16 59.16 59.16 -1.42      
Total Volume and Open Interest 13,702 31,069 -2,320
EuroFX(IMM)
Mar02 011224 87.58 87.66 87.12 87.35 -1.06 27,352 0 -92,564
Jun02 011224 87.30 87.30 87.00 87.11 -1.06 10 0 -488
Sep02 011224 87.30 87.30 86.90 86.95 -1.06      
Total Volume and Open Interest 27,364    
Mexican Peso(IMM)
Dec01 011217 10955.0 10955.0 10932.0 10945.0 -40.0 2,032 11,789 -1,546
Mar02 011224 10835.0 10870.0 10785.0 10840.0 +40.0 5,655 26,934 +2,104
Total Volume and Open Interest 5,725 27,311 +2,122
30-Year T-Bonds(CBOT)
Mar02 011224 101~04 101~10 100~15 100~22 -0~13 82,538 422,855 -8,090
Jun02 011224 99~20 99~22 99~12 99~17 -0~13 524 31,518 +194
Sep02 011224 98~17 98~17 98~17 98~17 -0~13 0 50 +0
Total Volume and Open Interest 83,062 454,423 -7,896
Municipal Bonds(CBOT)
Mar02 011224 102~05 102~08 101~26 101~27 -0~11 244 7,397 +12
Jun02 011224 100~29 100~29 100~29 100~29 -0~11 0 1 +1
Total Volume and Open Interest 244 7,398 +13
10-Year T-Notes(CBOT)
Mar02 011224 104~185 104~215 104~060 104~090 -0~110 96,564 541,560 +17,427
Jun02 011224 102~315 102~315 102~315 102~315 -0~110 105 3,742 +96
Total Volume and Open Interest 96,669 545,302 +17,523
5-Year T-Notes(CBOT)
Mar02 011224 105~065 105~100 105~010 105~025 -0~060 18,934 0 -453,009
Jun02 011224 104~055 104~055 104~055 104~055 -0~060 0 200 +0
Total Volume and Open Interest 18,934 200 -453,009
2 Year T-Notes(CBOT)
Mar02 011224 104~024 104~028 104~012 104~017 -0~007 3,576 69,994 -459
Total Volume and Open Interest 3,946 73,654 -516
3-Mth T-Bills(IMM)
Mar02 011224 98.22 98.22 98.22 98.22 unch 1 520 +0
Total Volume and Open Interest 1 520 +0
Eurodollars(IMM)
Mar02 011224 97.985 98.010 97.980 97.980 unch 47,196 699,706 +1,471
Jun02 011224 97.540 97.550 97.510 97.525 +0.005 55,333 611,656 -5,150
Sep02 011224 96.915 96.915 96.885 96.900 -0.005 37,574 548,012 -2,717
Dec02 011224 96.220 96.220 96.165 96.180 unch 36,646 522,035 +849
Mar03 011224 95.560 95.560 95.515 95.535 -0.015 17,071 330,378 +432
Jun03 011224 94.945 94.945 94.900 94.925 -0.010 12,343 203,774 -351
Sep03 011224 94.475 94.485 94.440 94.460 -0.015 15,309 177,043 -3,741
Dec03 011224 94.125 94.130 94.090 94.100 -0.035 10,770 133,758 -1,122
Mar04 011224 94.015 94.015 93.960 93.980 -0.035 3,370 119,982 -121
Jun04 011224 93.865 93.865 93.815 93.825 -0.040 3,251 103,080 -218
Sep04 011224 93.745 93.745 93.675 93.700 -0.045 14,781 93,463 -4,521
Dec04 011224 93.595 93.595 93.520 93.545 -0.050 7,003 64,840 +3,685
Total Volume and Open Interest 297,552 4,195,426 -9,837
3-Mth Euro-Yen(IMM)
Dec01 011214 99.92 99.92 99.91 99.92 unch 547 15,818 -156
Mar02 011224 99.86 99.86 99.86 99.86 unch 137 10,671 +219
Jun02 011224 99.87 99.88 99.87 99.88 +0.01 489 11,644 +414
Sep02 011224 99.85 99.86 99.85 99.86 unch 19 2,919 +83
Dec02 011224 99.83 99.83 99.83 99.83 unch 0 1,306 +0
Mar03 011224 99.81 99.81 99.81 99.81 -0.01 76 1,091 +68
Jun03 011224 99.80 99.80 99.80 99.80 unch 1 1,174 +0
Sep03 011224 99.74 99.74 99.74 99.74 unch 0 352 -12
Dec03 011224 99.65 99.65 99.65 99.65 unch 0 238 +0
Mar04 011224 99.57 99.57 99.57 99.57 unch 0 438 +0
Total Volume and Open Interest 722 30,006 +772
3-Mth Euro-Yen(SIMEX)
Mar02 011224 99.86 99.86 99.86 99.86 0.00 4,549 78,958 +804
Jun02 011224 99.88 99.88 99.88 99.88 unch 2,429 80,759 +172
Sep02 011224 99.86 99.86 99.86 99.86 unch 1,328 27,544 +43
Dec02 011224 99.83 99.83 99.83 99.83 unch 160 12,445 +21
Mar03 011224 99.81 99.81 99.81 99.81 unch 2,041 21,825 +94
Jun03 011224 99.80 99.80 99.80 99.80 unch 25 20,799 -10
Sep03 011224 99.75 99.75 99.75 99.75 unch 245 12,153 +163
Dec03 011224 99.68 99.68 99.68 99.68 unch 0 3,803 +0
Total Volume and Open Interest 11,027 272,470 +1,337
Euro Notional Bond(MATIF)
Mar02 011224 89.26 89.26 89.26 89.26 -0.04 24 4,379 +0
Jun02 011224 89.07 89.07 89.07 89.07 -0.07      
Sep02 011224 88.89 88.89 88.89 88.89 -0.06      
Total Volume and Open Interest 24 4,379 +0
3-Month Euribor(MATIF)
Mar02 011221 96.85 96.85 96.85 96.85 -0.05 0 2,496 +0
Jun02 011221 96.80 96.80 96.80 96.80 -0.05 0 211 +0
Sep02 011221 96.55 96.55 96.55 96.55 -0.05 0 358 +0
Total Volume and Open Interest 0 3,497 +0
German Euro-Bund(EUREX)
Mar02 011221 108.30 108.53 107.49 107.70 -0.50 355,685 505,249 -6,460
Jun02 011221 106.90 106.95 106.90 106.95 -0.50 2,187 4,060 +0
Sep02 011221 105.90 105.90 105.90 105.90 -0.50 0 241 +0
Total Volume and Open Interest 357,872 509,550 -6,460
German Euro-Bobl(EUREX)
Mar02 011221 107.05 107.20 106.63 106.65 -0.33 202,848 356,740 +8,566
Jun02 011221 105.90 105.90 105.90 105.90 -0.33 69 1,959 +0
Sep02 011221 105.41 105.41 105.41 105.41 -0.33      
Total Volume and Open Interest 202,917 358,699 +8,566
Long Gilt(LIFFE)
Dec01 011221 115~19 115~19 114~28 114~30 -0~11 667 4,258 -573
Mar02 011221 114~24 114~28 113~30 114~06 -0~12 6,885 55,656 -1,456
Total Volume and Open Interest 7,552 59,964 -2,029
3-Mth Short Sterling(LIFFE)
Mar02 011221 95.95 95.98 95.90 95.92 -0.04 13,594 0 +0
Jun02 011221 95.65 95.69 95.57 95.60 -0.05 9,028 0 +0
Sep02 011221 95.25 95.29 95.15 95.18 -0.06 9,371 0 +0
Total Volume and Open Interest 47,549    
3-Mth Euribor(LIFFE)
Mar02 011221 96.870 96.895 96.840 96.850 -0.030 55,282 493,150 +8,069
Jun02 011221 96.865 96.880 96.790 96.830 -0.025 32,658 379,528 -2,589
Sep02 011221 96.640 96.655 96.540 96.570 -0.040 26,582 236,720 -2,043
Total Volume and Open Interest 156,540 1,684,526 +4,693
3-Mth Aus T-Bills(SFE)
Mar02 011224 95.89 95.93 95.89 95.92 +0.02 2,470 155,538 -19,236
Jun02 011224 95.80 95.84 95.80 95.82 unch 1,005 65,992 +710
Sep02 011224 95.54 95.55 95.52 95.54 +0.01 554 32,408 -368
Dec02 011224 95.10 95.14 95.10 95.12 +0.01 217 22,800 -224
Mar03 011224 94.71 94.72 94.70 94.70 +0.01 197 15,005 +177
Jun03 011224 94.37 94.37 94.34 94.34 -0.01 140 10,279 +140
Sep03 011224 94.08 94.08 94.08 94.08 -0.03 180 10,678 +77
Dec03 011224 93.94 93.94 93.94 93.94 -0.02 64 4,906 +39
Mar04 011224 93.83 93.85 93.83 93.85 +0.01 2 2,431 -10
Jun04 011224 93.78 93.78 93.78 93.78 unch 0 1,498 -77
Total Volume and Open Interest 4,830 323,748 -18,772
10-Year Aus T-Bonds(SFE)
Mar02 011224 94.01 94.06 94.01 94.04 -0.02 8,175 134,337 +0
Jun02 011224 94.04 94.04 94.04 94.04 -0.02      
Total Volume and Open Interest 8,175 134,337 +3,603
3-Year Aus T-Bonds(SFE)
Mar02 011224 94.77 94.78 94.75 94.77 -0.01 15,231 285,839 +2,937
Jun02 011224 94.77 94.77 94.77 94.77 -0.01      
Total Volume and Open Interest 15,231 285,839 +2,937
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 011224 10035 10070 10031 10040 -5 9,088 20,607 +304
Jun02 011224 10050 10060 10048 10048 -5 16 349 -7
Sep02 011224 10064 10064 10064 10064 -5 0 75 +0
Total Volume and Open Interest 9,105 21,142 -11,081
S & P 500(CME)
Mar02 011224 1148.50 1149.20 1145.30 1147.20 -1.40 45,717 481,247 +1,590
Jun02 011224 1149.70 1149.70 1149.70 1149.70 -1.30 70 12,233 +21
Sep02 011224 1153.10 1153.10 1153.10 1153.10 -1.60 0 1,589 +0
Dec02 011224 1158.60 1158.60 1158.60 1158.60 -1.60 0 1,605 +0
Total Volume and Open Interest 45,787 496,816 -107,055
S & P 500 E-Mini(Globex)
Mar02 011224 1148.25 1149.25 1142.75 1147.25 -1.25 125,287 57,003 +6,042
Total Volume and Open Interest 125,971 211,391 +6,042
NASDAQ 100(CME)
Mar02 011224 1594.00 1598.00 1580.00 1585.00 -8.50 12,226 0 -50,137
Jun02 011224 1591.00 1591.00 1591.00 1591.00 -8.50 4 0 -4
Total Volume and Open Interest 12,230    
NASDAQ 100 E-Mini(GLOBEX)
Mar02 011221 1563.5 1601.5 1557.5 1593.5 +29.5 163,045 45,527 +14,948
Total Volume and Open Interest 168,044 176,315 +109,883
NYSE Composite(NYBOT)
Mar02 011224 586.00 587.00 585.75 587.00 -0.30 2,010 4,997 +380
Jun02 011224 587.20 587.20 587.20 587.20 -0.30 0 420 +0
Sep02 011224 587.40 587.40 587.40 587.40 -0.30 0 200 +0
Total Volume and Open Interest 2,010 5,617 -3,156
S & P Midcap 400(CME)
Mar02 011224 503.50 505.50 503.50 504.50 +3.25 1,735 14,565 +212
Jun02 011224 508.50 508.50 508.50 508.50 +3.25      
Sep02 011224 512.50 512.50 512.50 512.50 +3.25      
Total Volume and Open Interest 1,735 14,565 -3,148
Russell 2000(CME)
Mar02 011224 485.50 488.00 485.50 486.25 +1.50 2,976 28,033 +633
Jun02 011224 490.55 490.55 490.55 490.55 +1.50      
Sep02 011224 495.55 495.55 495.55 495.55 +1.50      
Total Volume and Open Interest 2,976 28,033 -9,342
Value Line(KCBT)
Mar02 011224 1230.50 1233.50 1230.50 1233.50 +4.50 77 269 +34
Total Volume and Open Interest 77 269 -77
Nikkei 225(CME)
Mar02 011221 10350 10495 10350 10475 +60 806 12,523 -153
Jun02 011221 10475 10475 10475 10475 +60 0 34 +0
Total Volume and Open Interest 806 12,557 -153
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 011221 4400.0 4518.0 4379.0 4502.0 +90.0 105,037 559,466 +26,453
Jan02 011221 4407.0 4529.0 4391.0 4514.5 +81.0 62,912 145,256 +56,782
Feb02 011221 4497.5 4525.5 4497.5 4525.5 +73.0 3 6,462 +0
Total Volume and Open Interest 178,499 848,053 +93,357
DAX Index(EUREX)
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)
Mar02 011224 5149.00 5188.00 5147.00 5182.00 +12.50 32,863 327,436 +12,025
Jun02 011224 5177.00 5193.00 5177.00 5193.00 +12.50 22 25,713 +22
Sep02 011224 5194.50 5194.50 5194.50 5194.50        
SPI 200(SFE)
Dec01 011221 3333.0 3384.0 3324.0 3371.0 +30.0 19,763 153,203 +4,386
Mar02 011221 3339.0 3394.0 3334.0 3381.0 +31.0 15,295 57,118 +13,966
Jun02 011221 3349.0 3388.0 3349.0 3388.0 +27.0 2 1,604 +2
Total Volume and Open Interest 35,085 212,375 +18,329
GSCI(CME)
Jan02 011224 170.50 170.60 170.50 170.50 +1.00 4 16,707 +0
Feb02 011224 171.80 171.80 171.80 171.80 +1.00 1 30 +0
Total Volume and Open Interest 5 16,737 +0
Bridge CRB Index(NYBOT)
Jan02 011224 191.90 191.90 191.90 191.90 unch 14 159 +0
Feb02 011224 192.30 192.30 192.30 192.30 unch 2 198 +0
Apr02 011224 193.30 193.30 193.30 193.30 unch 10 64 +0
Total Volume and Open Interest 26 428 +0
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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