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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 26, 2001
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan02 011226 436.00 436.50 428.00 428.25 -7.25 39,809 43,455 -5,248
Mar02 011226 435.50 436.00 427.75 428.25 -6.50 19,207 58,995 +3,468
May02 011226 438.00 438.50 430.50 431.25 -6.25 3,857 33,547 +254
Jul02 011226 442.00 443.00 436.00 436.25 -5.50 3,097 25,398 +242
Aug02 011226 438.00 438.00 436.25 436.50 -4.50 10 1,924 -1
Sep02 011226 438.50 439.00 437.00 437.00 -4.50 33 384 +12
Nov02 011226 445.00 445.00 440.00 440.00 -4.75 572 8,613 +146
Total Volume and Open Interest 66,587 172,360 -1,126
Soybean Meal(CBOT)
Jan02 011226 151.50 151.60 148.80 149.00 -2.00 14,036 21,091 -2,214
Mar02 011226 147.00 147.00 144.60 144.90 -1.50 11,213 41,280 +2,825
May02 011226 145.00 145.10 142.80 142.90 -1.60 3,484 31,504 +28
Jul02 011226 145.70 145.70 143.90 144.00 -1.40 1,335 28,766 +33
Aug02 011226 146.00 146.00 144.30 144.40 -1.20 145 7,818 +116
Sep02 011226 145.80 145.80 144.80 144.80 -1.10 148 6,304 +89
Oct02 011226 145.50 145.50 144.30 144.30 -0.80 217 4,203 +90
Dec02 011226 146.30 146.70 145.90 146.00 -0.50 1,123 8,528 +63
Total Volume and Open Interest 31,707 149,688 +1,030
Soybean Oil(CBOT)
Jan02 011226 15.65 15.66 15.36 15.38 -0.26 12,092 19,971 -2,166
Mar02 011226 15.86 15.87 15.57 15.58 -0.27 14,255 58,216 +1,960
May02 011226 16.08 16.08 15.81 15.81 -0.25 5,758 30,656 -689
Jul02 011226 16.29 16.29 16.01 16.03 -0.25 1,482 22,392 +118
Aug02 011226 16.41 16.41 16.12 16.12 -0.26 175 6,141 +104
Sep02 011226 16.52 16.52 16.22 16.22 -0.24 81 3,610 +46
Oct02 011226 16.64 16.64 16.35 16.37 -0.18 65 2,000 +63
Dec02 011226 16.90 16.90 16.58 16.58 -0.24 658 5,966 +364
Total Volume and Open Interest 34,566 150,685 -200
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 011226 202.00 202.50 199.50 199.75 -3.75 1,214 2,914 +1,216
Mar02 011226 211.25 211.50 208.25 208.75 -2.75 35,630 248,217 +519
May02 011226 217.25 217.50 215.25 215.50 -2.75 3,851 64,234 +1,338
Jul02 011226 224.25 224.50 221.75 222.00 -2.00 2,803 49,646 +345
Sep02 011226 228.25 228.25 226.00 226.00 -2.75 340 13,398 +153
Total Volume and Open Interest 45,525 420,388 +2,966
Wheat(CBOT)
Mar02 011226 289.00 289.00 283.00 284.50 -4.25 8,479 73,218 +534
May02 011226 287.50 287.50 281.50 282.25 -3.75 933 11,889 +258
Jul02 011226 284.50 284.50 278.50 282.00 -2.75 1,029 16,634 -32
Sep02 011226 286.00 287.00 284.50 285.00 -3.00 61 1,232 +8
Dec02 011226 297.50 298.00 296.00 296.75 -2.50 55 2,635 +24
Total Volume and Open Interest 10,593 105,773 +814
Wheat(KCBT)
Mar02 011226 283.00 283.50 280.00 282.00 -1.00 3,789 47,399 -46
May02 011226 289.00 289.25 286.00 288.25 -0.50 418 9,495 -80
Jul02 011226 295.00 295.00 291.50 293.00 -1.50 146 9,401 -3
Sep02 011226 300.00 300.00 299.50 300.00 -2.50 164 1,973 +1
Dec02 011226 311.00 312.00 310.50 311.75 -0.75 20 2,659 +18
Total Volume and Open Interest 4,537 70,927 -110
Wheat(MGE)
Mar02 011226 302.00 302.25 299.00 300.00 -2.25 1,734 19,840 +432
May02 011226 308.00 308.00 306.50 307.50 -1.75 261 2,918 +51
Jul02 011226 315.00 315.00 312.75 313.50 -1.25 234 1,779 +41
Sep02 011226 320.00 320.00 318.75 318.75 -1.50 4 1,005 +0
Dec02 011226 328.00 328.00 328.00 328.00 -2.75 12 642 +0
Total Volume and Open Interest 2,233 26,207 +524
Oats(CBOT)
Mar02 011226 190.25 192.00 188.00 189.00 -1.00 1,810 6,126 -241
May02 011226 175.50 176.00 171.50 171.75 -3.25 213 2,660 +29
Jul02 011226 160.00 161.00 156.50 156.50 -4.00 16 1,344 +6
Sep02 011226 137.00 137.00 137.00 137.00 -1.00 6 32 +0
Total Volume and Open Interest 2,061 11,416 -184
Rough Rice(MCE)
Jan02 011226 3.94 3.95 3.88 3.89 -0.04 543 2,271 -91
Mar02 011226 4.12 4.15 4.09 4.10 -0.04 799 2,715 +244
May02 011226 4.38 4.38 4.33 4.33 -0.03 11 925 -30
Jul02 011226 4.53 4.53 4.53 4.53 -0.03 121 486 +35
Total Volume and Open Interest 1,535 6,722 +198
Live Cattle(CME)
Dec01 011226 66.250 66.375 66.000 66.325 +0.150 985 3,220 -755
Feb02 011226 70.500 70.800 69.975 70.750 +0.275 5,199 47,386 +716
Apr02 011226 73.475 73.800 73.000 73.725 +0.250 2,918 21,370 +770
Jun02 011226 69.975 70.175 69.475 70.125 +0.200 1,787 13,980 +175
Aug02 011226 69.800 70.125 69.375 70.075 +0.225 914 7,390 +241
Oct02 011226 71.700 72.100 71.550 72.100 +0.100 103 2,162 +49
Total Volume and Open Interest 11,935 96,369 +1,216
Feeder Cattle(CME)
Jan02 011226 85.700 85.850 85.200 85.750 +0.250 923 5,439 -235
Mar02 011226 84.700 84.850 84.200 84.850 +0.325 931 4,840 +31
Apr02 011226 83.750 84.350 83.550 84.350 +0.450 211 2,183 +11
May02 011226 83.900 83.950 83.550 83.900 +0.225 154 1,763 +18
Aug02 011226 84.750 85.150 84.750 85.150 +0.150 37 701 +13
Sep02 011226 84.700 85.000 84.700 85.000 unch 22 103 +3
Oct02 011226 84.975 84.975 84.975 84.975 unch 22 60 +5
Total Volume and Open Interest 2,305 15,114 -153
Lean Hogs(CME)
Feb02 011226 56.200 56.200 55.150 55.475 -0.300 3,130 14,721 +153
Apr02 011226 58.900 59.100 58.500 58.875 +0.525 671 4,869 +137
Jun02 011226 64.900 65.200 64.700 65.050 +0.175 275 1,801 -4
Jul02 011226 62.050 62.200 61.900 61.900 -0.075 67 758 +27
Aug02 011226 59.600 60.325 59.600 60.275 -0.075 13 345 +3
Oct02 011226 52.325 52.325 52.250 52.275 -0.050 1 455 +1
Dec02 011226 50.550 50.575 50.500 50.575 -0.100 0 176 +0
Total Volume and Open Interest 4,236 24,308 +325
Pork Bellies(CME)
Feb02 011226 78.600 78.850 77.150 77.650 -1.250 1,042 1,872 +39
Mar02 011226 78.700 78.850 76.925 76.925 -1.200 55 291 -4
May02 011226 80.700 80.700 78.850 79.500 -1.200 44 173 -4
Jul02 011226 80.100 80.100 79.500 79.500 -1.400 0 51 +0
Aug02 011226 80.100 80.100 80.100 80.100 -0.400 6 11 -1
Total Volume and Open Interest 1,147 2,398 +30
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 011226 93.30 93.55 92.80 92.90 -0.60 2,922 3,759 -2,630
Mar02 011226 95.70 96.05 95.35 95.50 -0.20 2,866 11,849 +2,093
May02 011226 97.30 97.30 96.75 96.75 -0.30 27 1,205 -4
Jul02 011226 98.25 98.25 97.75 97.75 -0.35 1 223 +0
Sep02 011226 98.75 98.75 98.75 98.75 -0.35 20 151 +0
Total Volume and Open Interest 5,816 18,696 -541
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 011226 36.09 36.80 35.82 36.50 +0.27 2,116 29,970 -113
May02 011226 37.45 38.20 37.20 37.97 +0.31 597 10,450 +114
Jul02 011226 38.85 39.50 38.70 39.33 +0.18 288 9,944 +37
Oct02 011226 41.05 41.25 41.05 41.25 +0.20 69 437 -17
Dec02 011226 41.60 42.32 41.60 42.25 +0.25 115 6,265 +30
Mar03 011226 43.77 43.77 43.77 43.77 +0.37 3 942 +0
Total Volume and Open Interest 3,188 59,406 +51
Lumber(CME)
Jan02 011226 266.0 272.0 255.0 259.8 -7.2 452 1,341 +51
Mar02 011226 270.0 277.0 266.5 268.7 -3.8 191 764 -45
May02 011226 273.0 278.0 270.0 272.1 -3.3 58 210 +11
Jul02 011226 268.1 268.1 268.1 268.1 +0.1 0 27 +0
Total Volume and Open Interest 701 2,344 +17
Crude Oil(NYM)
Feb02 011226 19.80 21.43 19.70 21.27 +1.65 46,791 140,202 -5,258
Mar02 011226 20.00 21.60 19.98 21.45 +1.63 12,201 50,317 +674
Apr02 011226 20.15 21.63 20.15 21.55 +1.56 4,599 30,484 +1,461
May02 011226 21.28 21.65 21.10 21.65 +1.52 2,033 18,799 -22
Jun02 011226 20.85 21.75 20.85 21.72 +1.48 7,018 31,906 +1,965
Jul02 011226 20.45 21.74 20.45 21.74 +1.44 1,165 14,677 +260
Aug02 011226 21.40 21.77 21.40 21.77 +1.41 719 12,412 +388
Sep02 011226 21.35 21.80 21.35 21.80 +1.38 438 12,491 +58
Oct02 011226 21.83 21.83 21.83 21.83 +1.35 518 10,556 -50
Nov02 011226 21.86 21.86 21.86 21.86 +1.32 160 8,299 +71
Total Volume and Open Interest 78,236 431,387 +355
Heating Oil(NYM)
Jan02 011226 55.45 59.80 55.45 59.46 +4.62 18,709 20,647 -4,897
Feb02 011226 56.00 60.00 56.00 59.68 +4.62 14,298 39,349 +2,310
Mar02 011226 56.00 59.30 56.00 59.13 +4.32 5,057 25,615 +980
Apr02 011226 55.30 58.38 55.30 58.38 +4.02 2,003 18,235 +788
May02 011226 57.00 57.58 56.90 57.58 +3.77 708 7,959 +275
Jun02 011226 55.00 58.10 55.00 57.63 +3.67 970 12,475 +116
Jul02 011226 55.40 58.60 55.40 58.13 +3.62 128 5,951 +99
Aug02 011226 56.20 58.78 56.20 58.78 +3.57 19 4,284 +11
Sep02 011226 57.20 59.58 57.20 59.58 +3.52 40 4,787 +19
Oct02 011226 58.10 60.43 57.85 60.43 +3.47 23 2,740 +6
Total Volume and Open Interest 42,238 159,996 -124
Unleaded Gas(NYM)
Jan02 011226 56.10 60.40 56.10 60.13 +4.27 14,381 19,464 -1,587
Feb02 011226 56.50 61.00 56.45 60.67 +4.77 11,731 33,657 +2,087
Mar02 011226 57.80 61.60 57.80 61.60 +4.60 2,676 15,389 +819
Apr02 011226 63.90 67.50 63.90 67.50 +4.45 1,183 16,614 +227
May02 011226 66.60 68.00 66.50 67.80 +4.35 605 14,168 -251
Jun02 011226 67.20 67.65 67.20 67.65 +4.20 573 10,546 +257
Jul02 011226 65.20 67.05 65.20 67.05 +4.00 49 7,588 -10
Aug02 011226 66.00 66.15 66.00 66.15 +3.90 4 6,612 +3
Total Volume and Open Interest 31,257 132,552 +1,596
Natural Gas(NYM)
Jan02 011226 3.020 3.020 2.860 2.911 +0.016 54,660 34,925 -917
Feb02 011226 3.000 3.020 2.895 2.937 +0.048 27,989 51,156 +2,312
Mar02 011226 2.960 2.970 2.900 2.917 +0.048 11,773 36,886 -254
Apr02 011226 2.920 2.920 2.870 2.872 +0.048 7,681 39,081 +1,445
May02 011226 2.940 2.950 2.910 2.914 +0.053 994 20,466 +106
Jun02 011226 2.950 2.980 2.920 2.963 +0.051 2,125 19,595 +766
Jul02 011226 3.020 3.020 3.000 3.003 +0.051 1,227 16,386 +150
Aug02 011226 3.040 3.055 3.010 3.041 +0.051 1,348 14,054 -25
Total Volume and Open Interest 113,254 422,398 +4,695
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 011226 118.37 118.68 118.33 118.43 -0.11 1,506 5,624 +136
Jun02 011226 118.90 118.90 118.90 118.90 -0.14 0 2,016 +0
Sep02 011226 119.37 119.37 119.37 119.37 -0.17 0 2 +0
Total Volume and Open Interest 1,506 7,642 +136
Australian Dollar(IMM)
Mar02 011226 50.51 50.65 50.40 50.50 -0.08 1,680 17,844 +449
Jun02 011226 50.37 50.37 50.23 50.23 -0.08 0 380 +0
Sep02 011226 49.96 49.96 49.96 49.96 -0.08      
Total Volume and Open Interest 1,680 18,244 +449
British Pound(IMM)
Mar02 011226 143.54 144.86 143.34 144.74 +1.14 4,942 21,117 -1,748
Jun02 011226 144.00 144.00 144.00 144.00 +1.14 0 55 +1
Sep02 011226 143.26 143.26 143.26 143.26 +1.14      
Total Volume and Open Interest 4,942 21,172 -1,747
Canadian Dollar(IMM)
Mar02 011226 62.65 62.65 62.40 62.45 -0.15 12,196 52,153 +5,190
Jun02 011226 62.64 62.66 62.44 62.48 -0.15 151 2,777 +90
Sep02 011226 62.69 62.69 62.45 62.53 -0.15 44 804 +35
Dec02 011226 62.70 62.75 62.59 62.59 -0.15 68 659 +27
Total Volume and Open Interest 12,459 56,397 +5,342
Japanese Yen(IMM)
Mar02 011226 76.74 77.02 76.70 76.75 -0.66 2,258 108,032 -989
Jun02 011226 77.10 77.30 77.05 77.13 -0.66 6 20,493 +5
Sep02 011226 77.61 77.61 77.61 77.61 -0.66 0 28 +0
Total Volume and Open Interest 2,264 128,880 -984
Deutsche Mark(IMM)
Swiss Franc(IMM)
Mar02 011226 59.15 59.33 58.90 59.07 +0.07 22,924 35,662 +4,634
Jun02 011226 59.10 59.12 59.10 59.12 +0.07 3 17 -1
Sep02 011226 59.23 59.23 59.23 59.23 +0.07      
Total Volume and Open Interest 22,927 35,702 +4,633
EuroFX(IMM)
Mar02 011226 87.50 87.70 87.40 87.57 +0.22 18,320 91,640 -1,263
Jun02 011226 87.30 87.42 87.30 87.33 +0.22 7 525 +6
Sep02 011226 87.17 87.17 87.17 87.17 +0.22 1 37 +1
Total Volume and Open Interest 18,330 92,239 -1,254
Mexican Peso(IMM)
Dec01 011217 10955.0 10955.0 10932.0 10945.0 -40.0 2,032 11,789 -1,546
Mar02 011226 10835.0 10860.0 10780.0 10782.0 -58.0 1,385 26,494 -440
Total Volume and Open Interest 1,412 26,876 -435
30-Year T-Bonds(CBOT)
Mar02 011226 100~20 100~26 100~05 100~11 -0~11 15,754 414,975 -7,880
Jun02 011226 99~13 99~13 99~05 99~06 -0~11 23 31,528 +10
Sep02 011226 98~05 98~05 98~05 98~05 -0~12 0 50 +0
Total Volume and Open Interest 15,777 446,553 -7,870
Municipal Bonds(CBOT)
Mar02 011226 102~01 102~02 101~16 101~20 -0~07 50 7,404 +7
Jun02 011226 100~22 100~22 100~22 100~22 -0~07 0 1 +0
Total Volume and Open Interest 50 7,405 +7
10-Year T-Notes(CBOT)
Mar02 011226 104~115 104~145 103~265 103~305 -0~105 19,041 532,199 -9,361
Jun02 011226 102~290 102~290 102~195 102~205 -0~110 0 3,742 +0
Total Volume and Open Interest 19,041 535,941 -9,361
5-Year T-Notes(CBOT)
Mar02 011226 105~020 105~020 104~255 104~275 -0~070 6,746 446,916 -3,459
Jun02 011226 104~010 104~010 103~300 103~300 -0~075 0 210 +10
Total Volume and Open Interest 6,746 447,126 -3,449
2 Year T-Notes(CBOT)
Mar02 011226 104~012 104~020 104~000 104~004 -0~013 1,259 70,027 +33
Total Volume and Open Interest 1,259 73,637 -17
3-Mth T-Bills(IMM)
Mar02 011226 98.22 98.22 98.22 98.22 unch 0 520 +0
Total Volume and Open Interest 0 520 +0
Eurodollars(IMM)
Mar02 011226 97.970 97.985 97.935 97.945 -0.035 6,277 699,281 -425
Jun02 011226 97.530 97.530 97.445 97.455 -0.070 8,091 609,709 -1,947
Sep02 011226 96.905 96.905 96.810 96.825 -0.075 4,524 545,634 -2,378
Dec02 011226 96.180 96.185 96.080 96.120 -0.060 6,444 519,688 -2,347
Mar03 011226 95.530 95.530 95.450 95.470 -0.065 2,774 330,831 +453
Jun03 011226 94.915 94.915 94.840 94.860 -0.065 2,102 203,720 -54
Sep03 011226 94.430 94.430 94.370 94.390 -0.070 1,022 176,120 -923
Dec03 011226 94.080 94.080 94.010 94.030 -0.070 1,184 133,070 -688
Mar04 011226 93.965 93.965 93.895 93.910 -0.070 490 119,899 -83
Jun04 011226 93.765 93.765 93.750 93.760 -0.065 405 103,041 -39
Sep04 011226 93.670 93.670 93.635 93.635 -0.065 622 93,784 +321
Dec04 011226 93.515 93.515 93.480 93.480 -0.065 376 64,957 +117
Total Volume and Open Interest 37,057 4,187,805 -7,621
3-Mth Euro-Yen(IMM)
Dec01 011214 99.92 99.92 99.91 99.92 unch 547 15,818 -156
Mar02 011226 99.86 99.86 99.85 99.86 unch 11 10,680 +9
Jun02 011226 99.88 99.88 99.87 99.87 -0.01 15 11,996 +352
Sep02 011226 99.86 99.86 99.86 99.86 unch 15 2,936 +17
Dec02 011226 99.85 99.85 99.84 99.84 +0.01 10 1,306 +0
Mar03 011226 99.81 99.81 99.81 99.81 unch 12 1,028 -63
Jun03 011226 99.79 99.79 99.79 99.79 -0.01 0 1,173 -1
Sep03 011226 99.74 99.74 99.74 99.74 unch 0 352 +0
Dec03 011226 99.65 99.65 99.65 99.65 unch 0 238 +0
Mar04 011226 99.57 99.57 99.57 99.57 unch 0 438 +0
Total Volume and Open Interest 63 30,320 +314
3-Mth Euro-Yen(SIMEX)
Mar02 011226 99.85 99.85 99.85 99.85 unch 688 78,211 +362
Jun02 011226 99.87 99.88 99.87 99.88 +0.01 480 80,944 +11
Sep02 011226 99.86 99.86 99.86 99.86 +0.01 118 26,458 +25
Dec02 011226 99.83 99.84 99.83 99.84 +0.01 153 12,449 +115
Mar03 011226 99.81 99.81 99.80 99.81 0.00 872 21,534 +59
Jun03 011226 99.79 99.79 99.79 99.79 -0.01 90 20,732 -67
Sep03 011226 99.74 99.74 99.74 99.74 unch 28 12,153 +0
Dec03 011226 99.67 99.67 99.67 99.67 unch 0 3,803 +0
Total Volume and Open Interest 2,429 270,468 +505
Euro Notional Bond(MATIF)
Mar02 011224 89.26 89.26 89.26 89.26 -0.04 108 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 011224 96.85 96.85 96.85 96.85 unch 0 2,496 +0
Jun02 011224 96.85 96.85 96.85 96.85 +0.05 0 211 +0
Sep02 011224 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 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 011224 115~03 115~18 115~03 115~12 +0~13 919 3,393 -865
Mar02 011224 114~06 114~20 114~06 114~16 +0~11 6,916 55,410 -246
Total Volume and Open Interest 7,835 58,853 -1,111
3-Mth Short Sterling(LIFFE)
Mar02 011224 95.94 95.95 95.90 95.93 +0.01 13,049 0 +0
Jun02 011224 95.57 95.62 95.57 95.60 unch 6,513 0 +0
Sep02 011224 95.16 95.20 95.15 95.17 -0.01 7,635 0 +0
Total Volume and Open Interest 35,330    
3-Mth Euribor(LIFFE)
Mar02 011224 96.840 96.875 96.820 96.870 +0.020 48,679 499,697 +6,547
Jun02 011224 96.745 96.850 96.745 96.850 +0.020 24,646 379,808 +280
Sep02 011224 96.575 96.585 96.570 96.580 +0.010 18,056 237,873 +1,153
Total Volume and Open Interest 125,185 1,700,818 +16,292
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 011226 93.89 93.89 93.86 93.86 -0.18 8,175 134,337 +15,089
Jun02 011226 94.06 94.06 94.06 94.06 +0.02      
Total Volume and Open Interest 8,175 134,337 +0
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 011226 278.3 280.9 278.3 279.7 +1.7 48 136 -23
Feb02 011226 278.7 279.9 278.3 279.6 +1.3 9,332 64,239 +81
Apr02 011226 279.3 280.1 279.1 280.1 +1.3 57 7,994 +5
Jun02 011226 279.8 281.3 279.8 280.6 +1.3 45 7,957 +24
Aug02 011226 281.1 281.1 281.1 281.1 +1.3 5 3,233 +0
Oct02 011226 281.6 281.6 281.6 281.6 +1.4 0 2,821 +0
Total Volume and Open Interest 9,515 110,971 +108
Silver(CMX)
Dec01 011226 449.0 456.0 447.5 453.6 +7.1 17 33 -5
Mar02 011226 446.5 455.5 445.5 454.3 +7.1 9,136 46,304 -1,215
May02 011226 447.5 455.0 447.0 454.4 +7.1 566 4,360 +372
Jul02 011226 448.0 456.0 446.5 454.3 +7.1 256 3,287 -3
Sep02 011226 454.6 454.6 454.6 454.6 +7.1 0 1,581 +0
Total Volume and Open Interest 10,017 63,848 -842
Platinum(NYM)
Jan02 011226 471.0 476.5 471.0 474.0 +2.7 654 936 -126
Apr02 011226 464.5 468.8 461.0 465.0 +1.2 579 5,050 +214
Jul02 011226 464.0 464.0 459.0 459.0 +1.2 0 68 +0
Oct02 011226 456.0 456.0 456.0 456.0 +1.2 0 34 +0
Total Volume and Open Interest 1,233 6,088 +88
Palladium(NYME)
Dec01 011226 423.50 423.50 423.50 423.50 +13.20 0 1 +0
Mar02 011226 405.00 424.00 405.00 424.00 +13.20 65 1,237 +2
Jun02 011127 310.00 310.00 310.00 310.00 unch 120 770  
Total Volume and Open Interest 490 1,408  
Copper(CMX)
Dec01 011226 68.05 68.60 68.05 68.35 +0.70 479 739 -403
Mar02 011226 68.60 69.50 68.40 69.25 +0.70 4,581 36,708 -20
May02 011226 69.05 70.05 69.05 69.85 +0.70 58 5,455 +14
Jul02 011226 69.70 70.40 69.70 70.40 +0.70 33 6,092 +29
Sep02 011226 70.95 70.95 70.95 70.95 +0.70 17 3,638 +12
Total Volume and Open Interest 5,487 71,175 -280
DJIA Index(CBOT)
Dec01 011220 10050 10075 9990 9990 -92 3,332 12,701 -1,926
Mar02 011226 10021 10170 10005 10117 +77 1,446 19,726 -881
Jun02 011226 10140 10170 10105 10127 +79 12 352 +3
Sep02 011226 10143 10143 10143 10143 +79 0 75 +0
Total Volume and Open Interest 1,459 20,263 -879
S & P 500(CME)
Mar02 011226 1146.40 1161.00 1146.10 1153.00 +5.80 10,636 479,884 -1,363
Jun02 011226 1155.80 1155.80 1155.80 1155.80 +6.10 218 12,238 +5
Sep02 011226 1160.30 1160.30 1159.30 1159.30 +6.20 206 1,543 -46
Dec02 011226 1165.30 1165.30 1165.30 1165.30 +6.70 0 1,605 +0
Total Volume and Open Interest 11,060 495,412 -1,404
S & P 500 E-Mini(Globex)
Mar02 011226 1145.25 1161.00 1143.25 1153.00 +5.75 19,350 53,490 -3,513
Jun02 011226 1155.75 1155.75 1155.75 1155.75        
NASDAQ 100(CME)
Mar02 011226 1588.00 1626.00 1587.00 1601.00 +16.00 3,117 48,081 -665
Jun02 011226 1607.00 1607.00 1607.00 1607.00 +16.00 4 6 +0
Sep02 011226 1613.00 1613.00 1613.00 1613.00 +16.00      
Total Volume and Open Interest 3,117 48,087  
NASDAQ 100 E-Mini(GLOBEX)
Mar02 011226 1586.0 1625.5 1576.0 1601.0 +16.0 17,991 44,008 -1,519
Jun02 011226 1607.0 1607.0 1607.0 1607.0        
NYSE Composite(NYBOT)
Mar02 011226 585.00 592.25 585.00 590.45 +3.45 110 4,961 -36
Jun02 011226 590.65 590.65 590.65 590.65 +3.45 0 420 +0
Sep02 011226 590.85 590.85 590.85 590.85 +3.45 0 200 +0
Total Volume and Open Interest 110 5,581 -36
S & P Midcap 400(CME)
Mar02 011226 505.00 510.50 504.50 509.00 +4.50 333 14,454 -111
Jun02 011226 513.00 513.00 513.00 513.00 +4.50      
Sep02 011226 517.00 517.00 517.00 517.00 +4.50      
Total Volume and Open Interest 333 14,454 -111
Russell 2000(CME)
Mar02 011226 487.50 492.90 486.50 492.75 +6.50 702 29,008 +975
Jun02 011226 497.05 497.05 497.05 497.05 +6.50      
Sep02 011226 502.05 502.05 502.05 502.05 +6.50      
Total Volume and Open Interest 702 29,008 +975
Value Line(KCBT)
Mar02 011226 1233.25 1244.50 1233.25 1240.50 +7.00 19 280 +11
Total Volume and Open Interest 19 280 +11
Nikkei 225(CME)
Mar02 011226 10150 10360 10135 10240 -235 432 12,428 -232
Jun02 011226 10240 10240 10240 10240 -235 0 34 +0
Total Volume and Open Interest 432 12,462 -232
Nikkei 225(SIMEX)
Mar02 011226 10170 10305 10120 10170 -30 4,078 73,183 +321
Jun02 011226 10125 10125 10125 10125 -30 0 24 +0
Sep02 011226 10130 10130 10130 10130 -30      
Total Volume and Open Interest 4,078 73,207 +321
CAC 40(MATIF)
Dec01 011224 4509.0 4514.5 4475.0 4496.0 -6.0 3,227 557,272 -2,194
Jan02 011224 4485.0 4528.0 4485.0 4508.5 -6.0 2,181 205,459 +60,203
Feb02 011224 4517.5 4519.5 4517.5 4519.5 -6.0 10 6,463 +1
Total Volume and Open Interest 197,953 913,776 +65,723
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 011224 3374.0 3399.0 3369.0 3399.0 +28.0 40,155 168,376 +15,173
Mar02 011224 3381.0 3409.0 3381.0 3409.0 +28.0 34,001 87,807 +30,689
Jun02 011224 3416.0 3416.0 3416.0 3416.0 +28.0 72 1,611 +7
Total Volume and Open Interest 74,228 258,244 +45,869
GSCI(CME)
Jan02 011226 171.05 177.00 171.05 175.70 +5.20 10 16,708 +1
Feb02 011226 177.00 177.00 177.00 177.00 +5.20 0 30 +0
Total Volume and Open Interest 10 16,738 +1
Bridge CRB Index(NYBOT)
Jan02 011226 193.20 193.50 192.75 193.50 +1.60      
Feb02 011226 193.00 194.00 193.00 193.50 +1.20      
Apr02 011226 193.50 194.50 193.50 194.50 +1.20      
Total Volume and Open Interest      
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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