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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 27, 2001
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan02 011227 429.25 430.00 427.00 427.50 -0.75 23,474 29,344 -14,111
Mar02 011227 430.00 430.50 427.75 428.25 unch 29,316 63,735 +4,740
May02 011227 432.50 434.25 431.25 432.25 +1.00 3,756 33,194 -353
Jul02 011227 438.00 438.75 436.25 437.50 +1.25 1,962 25,268 -130
Aug02 011227 437.00 439.00 437.00 437.50 +1.00 27 1,942 +18
Sep02 011227 437.50 439.00 437.00 437.00 unch 19 386 +2
Nov02 011227 442.00 443.00 440.50 441.00 +1.00 320 8,689 +76
Total Volume and Open Interest 58,881 162,609 -9,751
Soybean Meal(CBOT)
Jan02 011227 149.80 150.10 149.00 149.50 +0.50 5,528 18,131 -2,960
Mar02 011227 145.50 145.70 144.50 145.40 +0.50 6,802 41,307 +27
May02 011227 143.50 143.90 142.80 143.80 +0.90 2,869 32,031 +527
Jul02 011227 144.50 145.00 143.80 145.00 +1.00 2,388 28,904 +138
Aug02 011227 145.00 145.70 144.50 145.60 +1.20 313 7,966 +148
Sep02 011227 145.50 146.20 145.00 146.20 +1.40 414 6,518 +214
Oct02 011227 145.50 146.00 144.80 145.80 +1.50 193 4,395 +192
Dec02 011227 146.80 147.50 146.00 147.50 +1.50 792 8,566 +38
Total Volume and Open Interest 19,302 148,018 -1,670
Soybean Oil(CBOT)
Jan02 011227 15.40 15.42 15.29 15.31 -0.07 5,453 16,391 -3,580
Mar02 011227 15.55 15.65 15.51 15.54 -0.04 6,762 58,672 +456
May02 011227 15.80 15.86 15.73 15.76 -0.05 869 30,576 -80
Jul02 011227 16.03 16.06 15.97 15.97 -0.06 1,022 22,317 -75
Aug02 011227 16.17 16.17 16.09 16.09 -0.03 115 6,214 +73
Sep02 011227 16.28 16.28 16.18 16.18 -0.04 9 3,614 +4
Oct02 011227 16.38 16.39 16.30 16.30 -0.07 25 2,025 +25
Dec02 011227 16.60 16.60 16.53 16.53 -0.05 10 5,916 -50
Total Volume and Open Interest 14,265 147,458 -3,227
Canola(WCE)
Jan02 011227 339.0 339.0 336.0 336.7 -4.1 347 9,106 -270
Mar02 011227 337.0 337.0 334.0 334.8 -4.6 687 31,189 -319
May02 011227 334.0 335.3 333.9 334.8 -3.7 35 9,537 -9
Jul02 011227 333.5 334.1 333.0 333.0 -4.0 329 6,674 -19
Total Volume and Open Interest 1,069 63,043 -662
Corn(CBOT)
Jan02 011227 199.75 200.50 199.75 200.50 +0.75 601 1,845 -1,069
Mar02 011227 209.00 209.75 208.00 209.50 +0.75 37,540 250,402 +2,185
May02 011227 216.00 216.50 215.00 216.25 +0.75 6,412 66,456 +2,222
Jul02 011227 222.50 222.75 221.50 222.50 +0.50 2,930 49,940 +294
Sep02 011227 227.00 228.00 226.75 227.00 +1.00 939 14,222 +824
Total Volume and Open Interest 51,259 425,461 +5,073
Wheat(CBOT)
Mar02 011227 287.00 291.50 285.50 291.00 +6.50 14,037 71,276 -1,942
May02 011227 286.00 289.25 284.00 288.00 +5.75 615 12,022 +133
Jul02 011227 283.50 286.00 282.50 285.75 +3.75 740 16,626 -8
Sep02 011227 286.50 289.00 286.00 288.75 +3.75 121 1,274 +42
Dec02 011227 298.00 300.50 297.50 300.00 +3.25 51 2,636 +1
Total Volume and Open Interest 15,564 103,999 -1,774
Wheat(KCBT)
Mar02 011227 283.00 285.50 282.00 284.75 +2.75 2,994 47,030 -369
May02 011227 289.50 291.50 288.25 291.00 +2.75 500 9,536 +41
Jul02 011227 295.00 296.25 293.75 296.00 +3.00 776 9,502 +101
Sep02 011227 301.00 303.50 301.00 303.00 +3.00 443 2,016 +43
Dec02 011227 312.00 314.50 312.00 314.00 +2.25 76 2,725 +66
Total Volume and Open Interest 4,789 70,809 -118
Wheat(MGE)
Mar02 011227 301.00 303.50 300.00 303.00 +3.00 1,444 20,186 +346
May02 011227 309.00 310.50 307.50 309.75 +2.25 78 2,815 -103
Jul02 011227 315.75 316.00 315.50 315.50 +2.00 21 1,734 -45
Sep02 011227 321.00 322.00 321.00 322.00 +3.25 3 1,007 +2
Dec02 011227 330.00 331.00 330.00 330.50 +2.50 0 645 +3
Total Volume and Open Interest 1,546 26,410 +203
Oats(CBOT)
Mar02 011227 190.00 191.00 188.00 190.00 +1.00 559 6,203 +77
May02 011227 172.25 173.50 171.00 172.00 +0.25 120 2,681 +21
Jul02 011227 157.25 158.50 156.00 156.50 unch 13 1,335 -9
Sep02 011227 137.00 137.00 137.00 137.00 unch 0 32 +0
Total Volume and Open Interest 712 11,500 +84
Rough Rice(MCE)
Jan02 011227 3.88 3.88 3.78 3.80 -0.09 283 1,860 -411
Mar02 011227 4.07 4.09 4.01 4.01 -0.09 226 2,731 +16
May02 011227 4.30 4.30 4.25 4.25 -0.08 9 931 +6
Jul02 011227 4.48 4.48 4.45 4.45 -0.08 11 490 +4
Total Volume and Open Interest 529 6,337 -385
Live Cattle(CME)
Dec01 011227 66.350 66.350 65.725 66.050 -0.275 893 2,478 -742
Feb02 011227 70.900 70.900 70.025 70.150 -0.600 4,582 46,880 -506
Apr02 011227 73.800 73.800 73.100 73.325 -0.400 2,474 20,693 -677
Jun02 011227 70.150 70.150 69.575 69.850 -0.275 1,992 14,326 +346
Aug02 011227 70.075 70.075 69.425 69.775 -0.300 268 7,367 -23
Oct02 011227 71.950 71.950 71.600 71.650 -0.450 63 2,188 +26
Total Volume and Open Interest 10,275 94,793 -1,576
Feeder Cattle(CME)
Jan02 011227 85.850 85.900 85.200 85.400 -0.350 718 5,258 -181
Mar02 011227 84.800 84.800 84.300 84.450 -0.400 540 4,801 -39
Apr02 011227 84.100 84.125 83.650 83.950 -0.400 267 2,172 -11
May02 011227 83.900 83.900 83.500 83.675 -0.225 88 1,777 +14
Aug02 011227 84.700 84.850 84.700 84.850 -0.300 26 709 +8
Sep02 011227 84.700 84.725 84.700 84.725 -0.275 7 105 +2
Oct02 011227 84.700 84.700 84.700 84.700 -0.275 0 61 +1
Total Volume and Open Interest 1,646 14,908 -206
Lean Hogs(CME)
Feb02 011227 55.650 56.200 55.450 56.125 +0.650 3,489 14,927 +206
Apr02 011227 58.800 59.250 58.550 59.175 +0.300 922 5,017 +148
Jun02 011227 64.900 64.975 64.500 64.975 -0.075 142 1,854 +53
Jul02 011227 61.750 62.000 61.500 61.900 unch 72 769 +11
Aug02 011227 60.025 60.025 59.500 60.000 -0.275 17 354 +9
Oct02 011227 52.200 52.200 52.150 52.175 -0.100 4 459 +4
Dec02 011227 50.500 50.525 50.500 50.525 -0.050 12 184 +8
Total Volume and Open Interest 4,733 24,748 +440
Pork Bellies(CME)
Feb02 011227 77.250 80.650 77.000 80.625 +2.975 490 1,822 -50
Mar02 011227 77.100 79.925 76.750 79.925 +3.000 34 292 +1
May02 011227 78.600 81.150 78.600 81.150 +1.650 22 169 -4
Jul02 011227 82.250 82.250 82.250 82.250 +2.750 4 53 +2
Aug02 011227 82.250 82.250 82.250 82.250 +2.150 1 11 +0
Total Volume and Open Interest 551 2,347 -51
Cocoa(NYBOT)
Mar02 011227 1273 1312 1260 1309 +26 2,633 33,902 -307
May02 011227 1262 1300 1255 1291 +24 889 14,401 -59
Jul02 011227 1260 1282 1260 1280 +23 309 9,788 +181
Sep02 011227 1238 1267 1238 1267 +23 142 6,392 +84
Dec02 011227 1202 1202 1202 1202 +24 38 10,196 +12
Mar03 011227 1140 1170 1140 1170 +24 528 8,878 +129
May03 011227 1154 1154 1154 1154 +23 230 3,187 +217
Total Volume and Open Interest 4,769 92,247 +257
Coffee "C"(NYBOT)
Mar02 011227 46.50 46.90 46.25 46.50 -0.15 7,654 31,585 -1,454
May02 011227 48.70 49.20 48.30 48.50 -0.15 1,778 9,454 +137
Jul02 011227 50.65 50.90 50.25 50.40 -0.15 810 5,029 +340
Sep02 011227 52.30 52.30 52.00 52.00 -0.20 118 3,791 +10
Dec02 011227 54.70 54.70 54.30 54.30 -0.25 141 3,132 +32
Mar03 011227 56.70 56.70 56.70 56.70 -0.35 2 877 +0
Total Volume and Open Interest 10,506 53,878 -933
Orange Juice(NYBOT)
Jan02 011227 92.10 92.40 89.60 89.95 -2.95 1,166 3,123 -636
Mar02 011227 95.20 95.40 92.15 92.80 -2.70 1,128 12,350 +501
May02 011227 95.90 96.00 94.10 94.35 -2.40 2 1,206 +1
Jul02 011227 95.35 95.35 95.35 95.35 -2.40 1 223 +0
Sep02 011227 96.35 96.35 96.35 96.35 -2.40 0 151 +0
Total Volume and Open Interest 2,297 18,562 -134
Sugar #11(NYBOT)
Mar02 011227 7.25 7.38 7.20 7.30 +0.18 7,047 84,522 +400
May02 011227 6.72 6.84 6.71 6.75 +0.09 771 26,688 -78
Jul02 011227 6.28 6.42 6.26 6.35 +0.11 1,305 27,644 +406
Oct02 011227 6.26 6.38 6.26 6.32 +0.08 550 18,451 -2
Mar03 011227 6.40 6.50 6.40 6.44 +0.06 141 7,703 +60
Total Volume and Open Interest 9,929 173,008 +901
London Cocoa(LCE)
Dec01 011212 969 969 959 963 +10 9,055 4,052 -5,448
Mar02 011227 960 971 954 970 +7 3,022 60,839 -281
May02 011227 969 975 961 975 +6 630 34,488 +340
Jul02 011227 986 989 975 989 +6 266 30,092 +142
Sep02 011227 966 975 960 975 +9 11 13,365 +6
Dec02 011227 910 919 909 919 +9 43 9,165 +15
Mar03 011227 885 897 883 897 +9 1,376 8,959 +1,339
Total Volume and Open Interest 5,398 157,965 +1,611
London Coffee(LCE)
Jan02 011227 377.00 380.00 362.00 363.00 -16.00 3,343 14,491 -2,095
Mar02 011227 392.00 395.00 377.00 380.00 -16.00 3,417 34,179 +979
May02 011227 407.00 408.00 391.00 393.00 -15.00 1,578 22,677 +774
Jul02 011227 422.00 422.00 404.00 406.00 -16.00 597 16,430 +196
Sep02 011227 428.00 429.00 419.00 420.00 -15.00 516 13,448 +438
Nov02 011227 443.00 446.00 430.00 432.00 -15.00 258 5,190 +119
Total Volume and Open Interest 10,055 106,836 +736
London Sugar(LCE)
Dec01 011115 241.50 248.00 236.50 240.40 -1.10 3,820 4,096 -1,367
Mar02 011227 234.00 238.90 234.00 238.50 +4.90 2,835 19,949 -412
May02 011227 220.00 222.80 219.50 222.00 +3.40 1,426 10,281 +563
Aug02 011227 206.60 209.80 206.60 209.00 +2.40 621 11,489 +293
Oct02 011227 194.50 196.80 194.50 196.00 +1.90 45 5,484 -5
Total Volume and Open Interest 5,018 49,587 +473
Cotton(NYBOT)
Mar02 011227 36.50 36.70 36.01 36.33 -0.17 1,590 29,890 -80
May02 011227 38.00 38.10 37.50 37.74 -0.23 228 10,440 -10
Jul02 011227 39.45 39.55 39.00 39.18 -0.15 208 10,013 +69
Oct02 011227 41.10 41.10 41.10 41.10 -0.15 20 453 +16
Dec02 011227 42.30 42.35 41.80 42.00 -0.25 43 6,259 -6
Mar03 011227 43.65 43.65 43.45 43.45 -0.32 0 942 +0
Total Volume and Open Interest 2,095 59,400 -6
Lumber(CME)
Jan02 011227 264.0 264.0 255.7 260.5 +0.7 549 1,232 -109
Mar02 011227 271.0 278.0 266.5 276.5 +7.8 341 785 +21
May02 011227 272.9 281.0 269.5 281.0 +8.9 46 208 -2
Jul02 011227 278.1 278.1 269.0 269.0 +0.9 0 27 +0
Total Volume and Open Interest 936 2,254 -90
Crude Oil(NYM)
Feb02 011227 20.65 20.98 20.65 20.90 -0.37 61,256 138,293 -1,909
Mar02 011227 20.85 21.20 20.85 21.14 -0.31 21,425 50,057 -260
Apr02 011227 21.03 21.35 21.00 21.24 -0.31 4,150 30,633 +149
May02 011227 21.15 21.34 21.10 21.34 -0.31 2,319 18,157 -642
Jun02 011227 21.25 21.55 21.15 21.40 -0.32 2,246 32,028 +122
Jul02 011227 21.35 21.47 21.25 21.41 -0.33 1,205 14,933 +256
Aug02 011227 21.32 21.44 21.27 21.44 -0.33 56 12,287 -125
Sep02 011227 21.50 21.50 21.45 21.47 -0.33 123 12,569 +78
Oct02 011227 21.35 21.50 21.35 21.50 -0.33 34 10,575 +19
Nov02 011227 21.53 21.53 21.53 21.53 -0.33 352 8,200 -99
Total Volume and Open Interest 98,762 429,991 -1,396
Heating Oil(NYM)
Jan02 011227 58.50 58.80 57.65 58.15 -1.31 19,104 17,535 -3,112
Feb02 011227 58.70 59.00 58.10 58.56 -1.12 13,878 38,666 -683
Mar02 011227 58.40 58.70 57.90 58.21 -0.92 1,895 25,753 +138
Apr02 011227 57.70 57.95 57.40 57.56 -0.82 884 18,354 +119
May02 011227 57.20 57.40 56.70 56.91 -0.67 332 7,949 -10
Jun02 011227 57.30 57.45 56.90 57.01 -0.62 1,084 12,650 +175
Jul02 011227 57.25 57.90 57.25 57.51 -0.62 887 6,255 +304
Aug02 011227 58.58 58.70 58.00 58.16 -0.62 85 4,319 +35
Sep02 011227 59.35 59.45 58.70 58.96 -0.62 38 4,814 +27
Oct02 011227 60.00 60.25 59.50 59.81 -0.62 71 2,757 +17
Total Volume and Open Interest 39,096 157,107 -2,889
Unleaded Gas(NYM)
Jan02 011227 59.20 59.50 58.50 59.27 -0.86 14,405 16,005 -3,459
Feb02 011227 60.00 60.25 59.20 59.82 -0.85 12,266 33,801 +144
Mar02 011227 61.20 61.20 60.20 60.80 -0.80 1,944 15,414 +25
Apr02 011227 67.15 67.25 66.25 66.80 -0.70 1,352 16,782 +168
May02 011227 67.40 67.40 66.70 67.20 -0.60 912 14,038 -130
Jun02 011227 67.40 67.40 66.90 67.05 -0.60 213 10,623 +77
Jul02 011227 66.40 66.40 66.40 66.40 -0.65 9 7,591 +3
Aug02 011227 65.75 65.75 65.45 65.45 -0.70 3 6,612 +0
Total Volume and Open Interest 31,110 129,383 -3,169
Natural Gas(NYM)
Jan02 011227 2.740 2.750 2.510 2.555 -0.356 45,792 28,756 -6,169
Feb02 011227 2.780 2.795 2.555 2.619 -0.318 20,133 49,827 -1,329
Mar02 011227 2.800 2.800 2.550 2.630 -0.287 8,392 37,314 +428
Apr02 011227 2.740 2.740 2.570 2.630 -0.242 4,973 40,728 +1,647
May02 011227 2.780 2.780 2.600 2.681 -0.233 2,222 21,392 +926
Jun02 011227 2.850 2.850 2.700 2.740 -0.223 1,373 20,164 +569
Jul02 011227 2.900 2.900 2.770 2.788 -0.215 507 16,337 -49
Aug02 011227 2.891 2.900 2.790 2.833 -0.208 782 14,333 +279
Total Volume and Open Interest 89,260 419,504 -2,894
Brent Crude Oil(IPE)
Feb02 011227 20.88 20.88 19.98 20.34 +1.00 7,537 0 -104,276
Mar02 011227 20.30 20.33 19.62 20.01 +0.89 1,757 0 -63,165
Apr02 011227 19.95 20.10 19.64 20.01 +0.87 99 0 -16,785
May02 011227 20.25 20.25 19.85 20.06 +0.88 200 0 -10,713
Jun02 011227 20.21 20.30 19.92 20.16 +0.88      
Jul02 011227 20.31 20.31 20.20 20.26 +0.88      
Aug02 011227 20.32 20.32 20.32 20.32 +0.85      
Sep02 011227 20.39 20.39 20.38 20.38 +0.82      
Total Volume and Open Interest 9,593 275,304 -7,332
Gas Oil(IPE)
Jan02 011227 174.00 175.25 169.75 174.00 +8.50 4,944 33,838 -1,754
Feb02 011227 175.00 175.75 170.75 175.50 +8.50 1,954 29,261 -219
Mar02 011227 174.50 175.75 172.25 175.75 +8.50 176 13,151 -125
Apr02 011227 175.25 176.25 175.25 176.25 +8.75 19 7,594 +0
May02 011227 176.00 177.00 174.00 177.00 +9.00 19 5,005 +0
Jun02 011227 176.75 178.25 174.50 178.25 +8.75 220 18,849 +126
Jul02 011227 179.75 179.75 179.75 179.75 +8.50 0 3,121 +0
Aug02 011227 180.00 181.25 179.75 181.25 +8.25 0 2,429 +0
Total Volume and Open Interest 7,332 150,381 -2,172
US Dollar Index(NYBOT)
Mar02 011227 118.21 118.26 117.70 118.08 -0.35 1,255 6,328 +704
Jun02 011227 118.34 118.57 118.31 118.57 -0.33 4 2,020 +4
Sep02 011227 119.06 119.06 119.06 119.06 -0.31 0 2 +0
Total Volume and Open Interest 1,259 8,350 +708
Australian Dollar(IMM)
Mar02 011227 50.45 50.60 50.35 50.46 -0.04 682 17,662 -182
Jun02 011227 50.19 50.19 50.19 50.19 -0.04 4 383 +3
Sep02 011227 49.92 49.92 49.92 49.92 -0.04      
Total Volume and Open Interest 686 18,065 -179
British Pound(IMM)
Mar02 011227 144.26 144.90 143.98 144.44 -0.30 3,240 23,093 +1,976
Jun02 011227 143.70 143.70 143.70 143.70 -0.30 0 55 +0
Sep02 011227 142.96 142.96 142.96 142.96 -0.30      
Total Volume and Open Interest 3,240 23,148 +1,976
Canadian Dollar(IMM)
Mar02 011227 62.37 62.78 62.34 62.58 +0.13 5,019 53,967 +1,814
Jun02 011227 62.40 62.72 62.40 62.61 +0.13 55 2,784 +7
Sep02 011227 62.45 62.75 62.45 62.66 +0.13 70 833 +29
Dec02 011227 62.83 62.83 62.70 62.72 +0.13 8 661 +2
Total Volume and Open Interest 5,152 58,249 +1,852
Japanese Yen(IMM)
Mar02 011227 76.41 76.50 76.16 76.22 -0.53 8,614 109,153 +1,121
Jun02 011227 76.63 76.70 76.55 76.60 -0.53 19 20,517 +24
Sep02 011227 77.08 77.08 77.08 77.08 -0.53 0 28 +0
Total Volume and Open Interest 8,633 130,025 +1,145
Deutsche Mark(IMM)
Swiss Franc(IMM)
Mar02 011227 59.43 59.78 59.43 59.57 +0.50 4,983 35,771 +109
Jun02 011227 59.61 59.61 59.61 59.61 +0.49 100 112 +95
Sep02 011227 59.71 59.71 59.71 59.71 +0.48      
Total Volume and Open Interest 5,083 35,906 +204
EuroFX(IMM)
Mar02 011227 87.95 88.44 87.92 88.02 +0.45 5,271 90,179 -1,461
Jun02 011227 87.85 88.10 87.78 87.78 +0.45 7 527 +2
Sep02 011227 87.72 87.72 87.62 87.62 +0.45 0 37 +0
Total Volume and Open Interest 5,278 90,780 -1,459
Mexican Peso(IMM)
Dec01 011217 10955.0 10955.0 10932.0 10945.0 -40.0 2,032 11,789 -1,546
Mar02 011227 10792.5 10817.5 10765.0 10782.5 +0.5 624 26,322 -172
Total Volume and Open Interest 639 26,719 -157
30-Year T-Bonds(CBOT)
Mar02 011227 100~05 101~10 100~00 101~00 +0~21 34,623 415,311 +336
Jun02 011227 99~01 99~26 98~30 99~26 +0~20 207 31,502 -26
Sep02 011227 98~24 98~24 98~24 98~24 +0~19 0 50 +0
Total Volume and Open Interest 34,830 446,863 +310
Municipal Bonds(CBOT)
Mar02 011227 101~11 102~01 101~06 102~00 +0~12 123 7,374 -30
Jun02 011227 101~02 101~02 101~02 101~02 +0~12 0 1 +0
Total Volume and Open Interest 123 7,375 -30
10-Year T-Notes(CBOT)
Mar02 011227 103~270 104~265 103~230 104~195 +0~210 37,040 533,544 +1,345
Jun02 011227 102~160 103~100 102~160 103~095 +0~210 21 3,736 -6
Total Volume and Open Interest 37,061 537,280 +1,339
5-Year T-Notes(CBOT)
Mar02 011227 104~235 105~110 104~220 105~105 +0~150 9,887 449,462 +2,546
Jun02 011227 104~130 104~130 104~130 104~130 +0~150 2 200 -10
Total Volume and Open Interest 9,889 449,662 +2,536
2 Year T-Notes(CBOT)
Mar02 011227 103~125 104~030 103~123 104~027 +0~023 799 70,016 -11
Total Volume and Open Interest 799 73,626 -11
3-Mth T-Bills(IMM)
Mar02 011227 98.21 98.22 98.21 98.22 0.00 12 520 +0
Total Volume and Open Interest 12 520 +0
Eurodollars(IMM)
Mar02 011227 97.950 98.000 97.950 97.995 +0.050 20,737 700,995 +1,714
Jun02 011227 97.460 97.540 97.450 97.530 +0.075 22,595 610,600 +891
Sep02 011227 96.815 96.935 96.800 96.925 +0.100 28,248 553,410 +7,776
Dec02 011227 96.110 96.240 96.085 96.235 +0.115 23,643 526,623 +6,935
Mar03 011227 95.450 95.580 95.430 95.575 +0.105 9,852 333,806 +2,975
Jun03 011227 94.830 94.960 94.815 94.955 +0.095 5,343 206,429 +2,709
Sep03 011227 94.350 94.490 94.340 94.480 +0.090 3,121 177,758 +1,638
Dec03 011227 93.990 94.135 93.985 94.135 +0.105 3,010 132,278 -792
Mar04 011227 93.870 94.015 93.860 94.015 +0.105 1,466 119,633 -266
Jun04 011227 93.720 93.870 93.720 93.870 +0.110 958 102,685 -356
Sep04 011227 93.615 93.750 93.615 93.750 +0.115 624 93,600 -184
Dec04 011227 93.470 93.600 93.460 93.600 +0.120 1,535 63,992 -965
Total Volume and Open Interest 126,645 4,209,004 +21,199
3-Mth Euro-Yen(IMM)
Dec01 011214 99.92 99.92 99.91 99.92 unch 547 15,818 -156
Mar02 011227 99.84 99.84 99.84 99.84 -0.02 193 10,671 -9
Jun02 011227 99.86 99.86 99.86 99.86 -0.01 17 11,682 -314
Sep02 011227 99.86 99.86 99.86 99.86 unch 10 2,928 -8
Dec02 011227 99.83 99.83 99.83 99.83 -0.01 123 1,405 +99
Mar03 011227 99.79 99.79 99.79 99.79 -0.02 0 1,746 +718
Jun03 011227 99.78 99.78 99.78 99.78 -0.01 0 1,173 +0
Sep03 011227 99.73 99.73 99.73 99.73 -0.01 0 352 +0
Dec03 011227 99.65 99.65 99.65 99.65 unch 0 238 +0
Mar04 011227 99.57 99.57 99.57 99.57 unch 0 438 +0
Total Volume and Open Interest 343 30,806 +486
3-Mth Euro-Yen(SIMEX)
Mar02 011227 99.85 99.85 99.83 99.84 -0.01 0 78,097 -114
Jun02 011227 99.88 99.88 99.86 99.86 -0.01 833 81,161 +217
Sep02 011227 99.86 99.86 99.85 99.85 -0.01 1,743 27,142 +684
Dec02 011227 99.84 99.85 99.83 99.83 -0.01 538 12,863 +414
Mar03 011227 99.80 99.81 99.79 99.79 -0.01 1,654 22,276 +742
Jun03 011227 99.79 99.79 99.78 99.78 -0.01 377 21,034 +302
Sep03 011227 99.72 99.72 99.72 99.72 -0.02 0 12,153 +0
Dec03 011227 99.64 99.65 99.64 99.65 -0.02 0 3,803 +0
Total Volume and Open Interest 5,505 273,025 +2,557
Euro Notional Bond(MATIF)
Mar02 011227 88.75 89.00 88.75 88.90 -0.36 24 2,197 -2,182
Jun02 011227 88.73 88.73 88.73 88.73 -0.34      
Sep02 011227 88.55 88.55 88.55 88.55 -0.34      
Total Volume and Open Interest 24 2,197 -2,182
3-Month Euribor(MATIF)
Mar02 011227 96.85 96.85 96.85 96.85 unch 0 2,496 +0
Jun02 011227 96.80 96.80 96.80 96.80 -0.05 0 211 +0
Sep02 011227 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 011227 107.40 107.40 107.03 107.11 -0.59 234,390 525,692 +20,443
Jun02 011227 106.36 106.36 106.36 106.36 -0.59 385 4,086 +26
Sep02 011227 105.31 105.31 105.31 105.31 -0.59 0 241 +0
Total Volume and Open Interest 234,775 530,019 +20,469
German Euro-Bobl(EUREX)
Mar02 011227 106.48 106.51 106.30 106.36 -0.29 102,595 366,306 +9,566
Jun02 011227 105.61 105.61 105.61 105.61 -0.29 0 1,959 +0
Sep02 011227 105.12 105.12 105.12 105.12 -0.29      
Total Volume and Open Interest 102,595 368,265 +9,566
Long Gilt(LIFFE)
Dec01 011227 114~03 114~06 114~03 114~03 -1~08 12 3,387 -6
Mar02 011227 113~29 113~29 113~06 113~12 -1~04 1,886 55,876 +466
Total Volume and Open Interest 1,898 59,313 +460
3-Mth Short Sterling(LIFFE)
Mar02 011227 95.93 95.93 95.87 95.89 -0.04 6,594 0 +0
Jun02 011227 95.52 95.54 95.48 95.52 -0.08 1,256 0 +0
Sep02 011227 95.05 95.10 95.04 95.09 -0.08 2,005 0 +0
Total Volume and Open Interest 11,227    
3-Mth Euribor(LIFFE)
Mar02 011227 96.840 96.875 96.840 96.855 -0.015 18,328 505,807 +6,110
Jun02 011227 96.840 96.840 96.780 96.815 -0.035 5,679 379,929 +121
Sep02 011227 96.575 96.575 96.500 96.540 -0.040 2,250 236,952 -921
Total Volume and Open Interest 27,766 1,705,982 +5,164
3-Mth Aus T-Bills(SFE)
Mar02 011227 95.88 95.88 95.77 95.79 -0.13 4,213 148,983 -6,555
Jun02 011227 95.79 95.80 95.71 95.72 -0.10 1,434 58,507 -7,485
Sep02 011227 95.51 95.51 95.45 95.46 -0.08 519 32,654 +246
Dec02 011227 95.10 95.10 95.03 95.04 -0.08 130 20,031 -2,769
Mar03 011227 94.65 94.65 94.57 94.58 -0.12 177 13,080 -1,925
Jun03 011227 94.30 94.30 94.11 94.21 -0.13 135 8,611 -1,668
Sep03 011227 94.04 94.04 93.94 93.95 -0.13 180 8,450 -2,228
Dec03 011227 93.78 93.79 93.77 93.79 -0.15 64 3,438 -1,468
Mar04 011227 93.69 93.69 93.69 93.69 -0.16 10 2,097 -334
Jun04 011227 93.58 93.58 93.58 93.58 -0.20 10 1,248 -250
Total Volume and Open Interest 6,668 299,294 -24,454
10-Year Aus T-Bonds(SFE)
Mar02 011227 93.86 93.94 93.85 93.94 +0.08      
Jun02 011227 93.85 93.85 93.85 93.85 -0.21      
Total Volume and Open Interest      
3-Year Aus T-Bonds(SFE)
Mar02 011227 94.65 94.67 94.57 94.59 -0.18 1,844 255,220 -30,619
Jun02 011227 94.59 94.59 94.59 94.59 -0.18      
Total Volume and Open Interest 1,844 255,220 -30,619
Gold(CMX)
Dec01 011227 278.0 278.5 277.2 277.4 -2.3 39 43 -93
Feb02 011227 278.2 279.1 277.4 277.7 -1.9 6,709 64,254 +15
Apr02 011227 279.0 279.0 278.0 278.3 -1.8 113 7,973 -21
Jun02 011227 279.8 279.8 278.5 278.8 -1.8 110 7,956 -1
Aug02 011227 279.3 279.3 279.3 279.3 -1.8 0 3,233 +0
Oct02 011227 279.8 279.8 279.8 279.8 -1.8 0 2,821 +0
Total Volume and Open Interest 7,001 110,869 -102
Silver(CMX)
Dec01 011227 448.0 452.0 446.1 446.1 -7.5 26 30 -3
Mar02 011227 451.5 452.0 446.0 446.8 -7.5 8,608 45,825 -479
May02 011227 450.0 450.5 446.5 447.3 -7.1 134 4,447 +87
Jul02 011227 450.5 453.0 447.2 447.2 -7.1 35 3,295 +8
Sep02 011227 451.5 451.5 447.5 447.5 -7.1 0 1,581 +0
Total Volume and Open Interest 8,833 63,476 -372
Platinum(NYM)
Jan02 011227 476.0 483.0 473.0 480.7 +6.7 370 774 -162
Apr02 011227 469.0 475.0 468.0 473.7 +8.7 570 5,259 +209
Jul02 011227 467.0 467.7 467.0 467.7 +8.7 3 70 +2
Oct02 011227 464.7 464.7 464.7 464.7 +8.7 0 34 +0
Total Volume and Open Interest 943 6,137 +49
Palladium(NYME)
Mar02 011227 437.00 439.00 430.00 436.00 +12.00 61 1,228 -9
Jun02 011127 310.00 310.00 310.00 310.00 unch 120 770  
Total Volume and Open Interest 490 1,408  
Copper(CMX)
Dec01 011227 68.00 68.30 67.60 67.60 -0.75 385 678 -61
Mar02 011227 68.80 69.20 68.55 68.70 -0.55 3,386 36,178 -530
May02 011227 69.60 69.70 69.25 69.30 -0.55 62 5,462 +7
Jul02 011227 70.00 70.35 69.85 69.85 -0.55 9 6,083 -9
Sep02 011227 70.60 70.60 70.40 70.40 -0.55 0 3,638 +0
Total Volume and Open Interest 4,120 70,653 -522
DJIA Index(CBOT)
Dec01 011220 10050 10075 9990 9990 -92 3,332 12,701 -1,926
Mar02 011227 10107 10144 10080 10133 +16 6,711 20,646 +920
Jun02 011227 10110 10145 10098 10145 +18 56 376 +24
Sep02 011227 10163 10163 10163 10163 +20 0 75 +0
Total Volume and Open Interest 6,767 21,207 +944
S & P 500(CME)
Mar02 011227 1152.00 1159.80 1151.50 1159.50 +6.50 26,019 482,307 +2,423
Jun02 011227 1162.10 1162.10 1162.10 1162.10 +6.30 1,002 12,741 +503
Sep02 011227 1165.90 1165.90 1165.90 1165.90 +6.60 1,189 1,998 +455
Dec02 011227 1171.90 1171.90 1171.90 1171.90 +6.60 12 1,607 +2
Total Volume and Open Interest 28,222 498,795 +3,383
S & P 500 E-Mini(Globex)
Mar02 011227 1152.50 1159.75 1150.50 1159.50 +6.50 68,154 56,681 +3,191
Jun02 011227 1162.00 1162.00 1162.00 1162.00 +6.25      
Total Volume and Open Interest 68,154 56,681  
NASDAQ 100(CME)
Mar02 011227 1604.00 1622.00 1597.00 1613.50 +12.50 7,532 47,715 -366
Jun02 011227 1619.50 1619.50 1619.50 1619.50 +12.50 0 6 +0
Sep02 011227 1625.50 1625.50 1625.50 1625.50 +12.50      
Total Volume and Open Interest 7,532 47,721 -366
NASDAQ 100 E-Mini(GLOBEX)
Mar02 011227 1601.5 1621.5 1597.0 1613.5 +12.5 57,858 43,553 -455
Jun02 011227 1619.5 1619.5 1619.5 1619.5 +12.5      
Total Volume and Open Interest 57,858 43,553  
NYSE Composite(NYBOT)
Mar02 011227 590.00 593.30 589.30 593.00 +2.55 694 4,921 -40
Jun02 011227 593.20 593.20 593.20 593.20 +2.55 0 420 +0
Sep02 011227 593.40 593.40 593.40 593.40 +2.55 0 200 +0
Total Volume and Open Interest 694 5,541 -40
S & P Midcap 400(CME)
Mar02 011227 510.00 512.25 509.50 511.25 +2.25 622 14,649 +195
Jun02 011227 515.25 515.25 515.25 515.25 +2.25      
Sep02 011227 519.25 519.25 519.25 519.25 +2.25      
Total Volume and Open Interest 622 14,649 +195
Russell 2000(CME)
Mar02 011227 493.00 495.50 492.00 494.30 +1.55 1,375 29,388 +380
Jun02 011227 498.60 498.60 498.60 498.60 +1.55      
Sep02 011227 503.60 503.60 503.60 503.60 +1.55      
Total Volume and Open Interest 1,375 29,388 +380
Value Line(KCBT)
Mar02 011227 1243.00 1253.20 1243.00 1253.20 +12.70 26 303 +23
Total Volume and Open Interest 26 303 +23
Nikkei 225(CME)
Mar02 011227 10470 10490 10400 10430 +190 1,064 12,704 +276
Jun02 011227 10430 10430 10430 10430 +190 0 34 +0
Total Volume and Open Interest 1,064 12,738 +276
Nikkei 225(SIMEX)
Mar02 011227 10200 10490 10165 10455 +285 5,707 73,714 +531
Jun02 011227 10410 10410 10410 10410 +285 0 24 +0
Sep02 011227 10415 10415 10415 10415 +285      
Total Volume and Open Interest 5,707 73,738 +531
CAC 40(MATIF)
Dec01 011227 4522.0 4602.0 4503.0 4589.0 +93.0 38,694 500,014 -57,258
Jan02 011227 4549.0 4614.0 4512.0 4602.0 +93.5 32,619 235,274 +29,815
Feb02 011227 4579.0 4613.0 4579.0 4613.0 +93.5 1 6,464 +1
Total Volume and Open Interest 73,201 886,067 -27,709
DAX Index(EUREX)
Mar02 011227 5125.0 5160.0 5075.0 5160.0 +100.0 38,511 119,459 +8,289
Jun02 011227 5163.5 5202.0 5154.0 5202.0 +99.0 145 5,945 +117
Total Volume and Open Interest 58,157 125,404 -74,056
FT-SE 100(LIFFE)
Mar02 011227 5240.00 5240.00 5155.00 5207.00 +25.00 3,707 327,650 +214
Jun02 011227 5218.00 5218.00 5218.00 5218.00 +25.00 40 25,687 -26
Sep02 011227 5234.00 5242.50 5230.00 5240.50 +46.00      
Total Volume and Open Interest 3,747 353,337  
SPI 200(SFE)
Dec01 011227 3400.0 3425.0 3393.0 3422.0 +23.0 6,833 161,319 -7,057
Mar02 011227 3412.0 3440.0 3406.0 3436.0 +27.0 7,123 92,899 +5,092
Jun02 011227 3448.0 3448.0 3448.0 3448.0 +32.0 0 1,611 +0
Total Volume and Open Interest 13,956 256,279 -1,965
GSCI(CME)
Jan02 011227 173.70 174.40 173.55 174.40 -1.30 74 16,713 +5
Feb02 011227 175.70 175.70 175.70 175.70 -1.30 0 30 +0
Total Volume and Open Interest 74 16,743 +5
Bridge CRB Index(NYBOT)
Jan02 011227 193.20 193.20 192.90 192.90 -0.60 38 120 +120
Feb02 011227 193.50 193.50 192.80 192.90 -0.60 3 199 +199
Apr02 011227 193.90 193.90 193.90 193.90 -0.60 5 67 +67
Total Volume and Open Interest 46 393 +393
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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