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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 October 11, 2000
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Nov00 001011 484.50 485.25 477.00 478.00 -7.75 28,029 94,047 +855
Jan01 001011 495.00 495.50 488.00 489.00 -7.25 8,420 31,337 +2,152
Mar01 001011 504.00 505.00 497.50 498.25 -7.00 3,606 21,658 +207
May01 001011 511.00 511.50 506.00 506.25 -5.50 2,405 14,718 +109
Jul01 001011 518.50 518.50 512.00 513.00 -6.00 2,969 17,277 +540
Aug01 001011 517.00 517.00 513.00 513.00 -5.00 905 581 +222
Sep01 001011 518.00 518.00 515.50 515.50 -4.50 1 160 +0
Total Volume and Open Interest 46,447 183,941 +4,050
Soybean Meal(CBOT)
Oct00 001011 169.90 170.10 167.80 168.00 -2.10 2,807 3,542 -1,393
Dec00 001011 168.50 168.60 166.20 166.40 -2.20 12,955 58,160 -195
Jan01 001011 168.00 168.30 166.00 166.10 -2.00 1,893 14,855 -466
Mar01 001011 168.20 168.50 165.80 166.10 -2.20 1,364 10,073 +118
May01 001011 168.20 168.20 165.80 165.80 -2.20 595 7,098 +79
Jul01 001011 169.50 169.70 167.00 167.00 -2.60 215 4,347 +82
Aug01 001011 169.20 169.20 166.00 166.00 -2.80 19 920 +15
Sep01 001011 168.00 168.30 165.50 165.50 -2.30 37 423 +33
Total Volume and Open Interest 19,892 99,783 -1,727
Soybean Oil(CBOT)
Oct00 001011 15.17 15.20 15.04 15.07 -0.11 765 624 -711
Dec00 001011 15.43 15.54 15.31 15.34 -0.11 9,280 66,669 +1,122
Jan01 001011 15.72 15.82 15.63 15.64 -0.11 2,887 20,451 +706
Mar01 001011 16.13 16.21 16.05 16.06 -0.07 2,214 16,452 +240
May01 001011 16.53 16.60 16.45 16.45 -0.08 447 10,258 +213
Jul01 001011 16.92 17.00 16.82 16.82 -0.10 535 7,348 +184
Aug01 001011 17.10 17.20 17.00 17.00 -0.05 22 1,433 -16
Sep01 001011 17.38 17.38 17.10 17.10 -0.10 3 1,357 -1
Total Volume and Open Interest 16,293 129,126 +1,865
Canola(WCE)
Nov00 001011 259.2 259.2 257.5 257.7 -1.5 2,905 33,941 -356
Jan01 001011 265.5 265.5 263.8 263.9 -1.4 1,428 28,295 +562
Mar01 001011 270.4 270.4 269.5 269.8 -0.6 581 9,775 +378
May01 001011 274.5 274.5 274.5 274.5 -0.8 88 1,827 +88
Jul01 001011 280.0 280.3 280.0 280.0 -1.3 875 1,847 +617
Total Volume and Open Interest 5,877 76,084 +1,289
Corn(CBOT)
Nov00 001011 198.75 201.00 198.75 200.50 +0.75 157 3,134 -18
Dec00 001011 203.25 205.50 202.75 204.50 +1.00 31,526 202,790 -82
Jan01 001011 207.00 209.00 207.00 208.25 +0.50 11 667 +0
Mar01 001011 214.25 216.75 214.25 215.75 +0.75 5,156 92,317 +1,247
May01 001011 222.25 224.25 221.75 223.25 +0.75 893 26,997 +292
Jul01 001011 229.00 231.25 228.75 230.25 +0.75 1,911 35,270 +471
Total Volume and Open Interest 40,343 383,007 +1,955
Wheat(CBOT)
Dec00 001011 274.50 278.50 274.25 276.75 +1.50 24,609 100,759 +1,437
Mar01 001011 292.00 295.50 291.25 294.00 +2.00 4,867 29,913 +616
May01 001011 300.00 304.50 300.00 303.25 +1.50 448 2,182 +93
Jul01 001011 310.00 313.00 309.75 312.25 +1.50 2,282 15,786 +1,132
Sep01 001011 319.00 320.00 318.25 319.50 +0.50 33 606 -20
Total Volume and Open Interest 32,411 150,885 +3,328
Wheat(KCBT)
Dec00 001011 325.00 328.50 324.25 326.50 +1.00 8,208 57,879 +320
Mar01 001011 338.50 341.25 337.50 339.25 +0.25 1,867 22,115 +622
May01 001011 345.50 346.75 343.50 345.25 -0.50 176 2,664 +27
Jul01 001011 348.50 351.00 347.50 348.50 -1.00 886 5,869 +273
Sep01 001011 353.00 354.50 352.00 352.00 -3.00 5 86 +2
Total Volume and Open Interest 11,169 88,653 +1,263
Wheat(MGE)
Dec00 001011 329.00 333.75 329.00 332.75 +2.50 2,142 19,435 +41
Mar01 001011 342.50 347.25 342.50 346.00 +2.75 546 5,930 -42
May01 001011 353.00 355.50 351.75 353.75 +2.25 127 1,162 +106
Jul01 001011 360.00 361.50 358.25 360.50 +1.50 34 374 +9
Sep01 001011 367.50 367.50 367.50 367.50 +3.00 70 288 +16
Total Volume and Open Interest 2,931 27,272 +142
Oats(CBOT)
Dec00 001011 107.75 109.50 107.75 108.50 +0.75 523 10,770 -13
Mar01 001011 118.00 119.00 117.75 118.50 +0.50 134 2,372 +79
May01 001011 123.25 124.00 123.25 124.00 +1.00 3 209 +3
Jul01 001011 127.00 127.00 127.00 127.00 +1.00 0 109 +0
Total Volume and Open Interest 665 13,552 +74
Rough Rice(CBOT)
Nov00 001011 6.54 6.54 6.45 6.52 -0.07 349 1,917 +50
Jan01 001011 6.68 6.68 6.57 6.63 -0.10 726 3,398 +207
Mar01 001011 6.72 6.80 6.72 6.75 -0.11 242 868 +146
May01 001011 6.93 6.93 6.93 6.93 -0.10 10 229 +10
Total Volume and Open Interest 1,341 6,433 +426
Live Cattle(CME)
Oct00 001011 69.200 69.200 68.850 69.050 -0.250 3,973 17,848 -1,757
Dec00 001011 70.550 70.550 70.225 70.375 -0.150 5,046 58,051 +556
Feb01 001011 71.550 71.750 71.375 71.600 +0.050 1,028 23,220 +22
Apr01 001011 73.150 73.350 73.025 73.275 +0.125 528 14,067 +6
Jun01 001011 70.350 70.450 70.175 70.350 unch 221 5,672 +75
Aug01 001011 70.650 70.725 70.575 70.650 +0.075 191 3,384 +66
Total Volume and Open Interest 11,003 123,160 -1,044
Feeder Cattle(CME)
Oct00 001011 86.400 86.550 86.225 86.450 +0.025 937 3,726 -386
Nov00 001011 87.050 87.200 86.850 87.075 +0.050 824 4,728 +72
Jan01 001011 87.900 88.125 87.750 88.075 +0.175 680 4,803 +71
Mar01 001011 87.800 88.000 87.700 87.975 +0.125 128 2,157 +32
Apr01 001011 87.900 88.000 87.775 87.950 unch 39 755 +26
May01 001011 87.550 87.700 87.550 87.700 +0.150 18 1,038 +0
Aug01 001011 87.800 87.900 87.800 87.800 unch 10 313 +3
Total Volume and Open Interest 2,636 17,522 -182
Lean Hogs(CME)
Oct00 001011 58.250 58.550 58.200 58.325 +0.175 2,485 6,316 -785
Dec00 001011 53.850 54.175 53.600 53.825 +0.025 5,257 23,045 +340
Feb01 001011 54.225 54.500 53.950 54.450 +0.225 1,019 6,651 +216
Apr01 001011 52.250 52.650 52.225 52.475 +0.250 526 2,752 +150
Jun01 001011 58.700 59.200 58.700 59.150 +0.250 65 870 -53
Jul01 001011 56.850 57.450 56.850 57.425 +0.300 7 243 +2
Aug01 001011 54.600 54.950 54.600 54.925 +0.025 1 170 +0
Oct01 001011 47.175 47.175 47.000 47.175 unch 3 134 +2
Total Volume and Open Interest 9,363 40,195 -128
Pork Bellies(CME)
Feb01 001011 64.100 64.400 63.350 63.650 -0.425 530 1,846 +23
Mar01 001011 63.550 64.400 63.550 63.750 -0.550 5 66 -2
May01 001011 65.050 65.050 65.050 65.050 -0.450 8 17 +2
Jul01 001011 66.000 66.000 66.000 66.000 -0.250 1 14 +1
Aug01 001011 65.300 65.300 65.300 65.300 -0.200 0 4 +0
Total Volume and Open Interest 544 1,947 +24
Cocoa(NYBOT)
Dec00 001011 833 835 818 827 -6 3,227 43,179 -349
Mar01 001011 863 865 849 858 -5 2,266 19,838 -58
May01 001011 887 887 872 880 -6 1,180 14,016 +113
Jul01 001011 900 902 898 902 -6 4 9,790 +0
Sep01 001011 925 927 925 925 -6 6 10,652 +2
Dec01 001011 959 959 956 957 -6 615 11,678 +600
Mar02 001011 991 991 991 991 -6 0 9,615 +0
Total Volume and Open Interest 7,596 136,744 +608
Coffee "C"(NYBOT)
Dec00 001011 81.00 83.25 81.00 83.15 +2.40 4,796 29,057 +86
Mar01 001011 86.50 87.90 86.40 87.75 +2.30 503 6,938 +59
May01 001011 89.60 90.60 89.40 90.60 +2.10 91 2,777 +34
Jul01 001011 92.75 93.50 92.50 93.50 +2.00 5 1,269 +0
Sep01 001011 95.25 96.40 95.00 96.40 +1.90 12 1,794 +0
Dec01 001011 99.00 100.30 99.00 100.30 +1.80 7 563 +7
Total Volume and Open Interest 5,414 42,404 +186
Orange Juice(NYBOT)
Nov00 001011 71.75 71.75 70.70 71.25 -0.10 1,349 15,501 -482
Jan01 001011 74.60 74.60 73.50 74.05 -0.25 966 8,808 +595
Mar01 001011 77.10 77.10 76.35 76.55 -0.20 104 6,170 +6
May01 001011 78.75 78.80 78.50 78.80 -0.20 16 821 +10
Jul01 001011 81.05 81.05 81.05 81.05 +0.05 98 386 -1
Total Volume and Open Interest 5,533 32,097 +128
Sugar #11(NYBOT)
Mar01 001011 10.83 10.98 10.69 10.97 +0.20 39,683 93,860 +10,585
May01 001011 10.31 10.38 10.17 10.37 +0.13 4,165 13,120 +732
Jul01 001011 9.60 9.68 9.47 9.67 +0.09 5,292 20,595 +800
Oct01 001011 9.38 9.45 9.27 9.44 +0.10 1,319 14,629 +66
Mar02 001011 9.35 9.43 9.30 9.42 +0.10 633 6,293 +18
Total Volume and Open Interest 51,092 149,238 +12,201
London Cocoa(LCE)
Dec00 001011 639 644 622 630 -8 2,449 53,385 -110
Mar01 001011 660 663 646 651 -8 1,052 48,258 -85
May01 001011 680 680 663 668 -8 510 25,123 -25
Jul01 001011 685 685 677 683 -7 765 8,588 +195
Sep01 001011 703 703 692 697 -7 2 17,353 +2
Dec01 001011 724 724 724 724 -7 0 5,350 +0
Mar02 001011 748 748 748 748 -7 0 15,434 +0
Total Volume and Open Interest 4,778 187,598 -23
London Coffee(LCE)
Nov00 001011 749.00 755.00 748.00 752.00 +4.00 2,384 26,080 -1,496
Jan01 001011 770.00 774.00 766.00 772.00 +5.00 1,767 15,992 +187
Mar01 001011 791.00 798.00 789.00 795.00 +7.00 904 6,835 +35
May01 001011 813.00 817.00 811.00 815.00 +6.00 707 3,746 +366
Jul01 001011 833.00 835.00 833.00 835.00 +6.00 27 2,021 +11
Sep01 001011 855.00 855.00 855.00 855.00 +6.00 7 405 +5
Total Volume and Open Interest 5,796 55,379 -892
London Sugar(LCE)
Oct00 000915 263.50 264.00 252.00 262.70 -0.90 2,117 1,120 -1,892
Dec00 001011 266.50 269.40 264.50 269.40 +4.50 4,224 13,095 -262
Mar01 001011 266.00 269.60 265.00 269.60 +4.80 2,747 16,805 +1,082
May01 001011 264.60 267.10 262.00 267.10 +5.40 201 3,017 +36
Aug01 001011 258.50 262.50 258.50 262.50 +5.00 203 3,941 +48
Total Volume and Open Interest 7,375 39,207 +904
Cotton(NYBOT)
Dec00 001011 64.50 64.79 63.65 63.85 -0.72 4,116 39,882 +299
Mar01 001011 66.10 66.35 65.40 65.41 -0.79 853 11,802 +42
May01 001011 66.60 66.90 65.95 66.00 -0.80 453 8,796 +150
Jul01 001011 67.40 67.40 66.55 66.55 -0.73 132 3,491 +28
Oct01 001011 64.00 64.00 63.70 63.70 +0.12 3 651 +0
Dec01 001011 63.65 64.00 63.65 63.90 +0.15 246 4,279 +124
Total Volume and Open Interest 10,803 69,002 +643
Lumber(CME)
Nov00 001011 225.2 231.1 225.0 226.1 +0.9 278 2,609 +27
Jan01 001011 238.8 243.2 238.6 240.0 +1.6 93 978 +30
Mar01 001011 251.0 253.2 250.5 251.9 +2.1 51 561 +5
May01 001011 256.8 258.5 256.5 256.7 +3.6 0 102 +0
Total Volume and Open Interest 424 4,331 +63
Crude Oil(NYM)
Nov00 001011 33.60 33.70 32.96 33.25 +0.07 78,801 94,961 -5,674
Dec00 001011 33.50 33.56 32.95 33.24 +0.17 59,540 103,294 +2,379
Jan01 001011 33.05 33.15 32.67 32.94 +0.24 20,288 43,733 -703
Feb01 001011 32.70 32.82 32.30 32.64 +0.26 5,192 21,059 +1,488
Mar01 001011 32.35 32.40 32.05 32.31 +0.25 2,568 17,835 -281
Apr01 001011 31.95 31.98 31.60 31.98 +0.23 755 12,645 +156
May01 001011 31.65 31.66 31.33 31.66 +0.21 847 9,826 +22
Jun01 001011 31.15 31.34 30.97 31.34 +0.19 2,186 28,124 -649
Jul01 001011 30.80 30.99 30.66 30.99 +0.18 271 11,636 +175
Aug01 001011 30.28 30.63 30.28 30.63 +0.16 864 7,184 +91
Total Volume and Open Interest 186,853 480,373 +171
Heating Oil(NYM)
Nov00 001011 102.35 102.50 100.20 101.78 +2.07 16,834 44,294 -659
Dec00 001011 101.70 102.40 100.00 101.51 +1.75 11,953 37,891 +2,249
Jan01 001011 100.50 101.30 99.10 100.61 +1.70 5,076 27,925 -379
Feb01 001011 97.50 98.50 96.40 97.81 +1.40 3,269 20,604 +1,078
Mar01 001011 93.00 93.50 91.70 93.01 +1.10 822 14,144 -133
Apr01 001011 89.00 89.50 88.00 88.96 +0.85 266 7,483 -101
May01 001011 85.70 85.95 85.00 85.46 +0.60 70 4,543 +20
Jun01 001011 83.40 83.50 82.50 83.11 +0.50 14 5,434 +12
Jul01 001011 81.85 82.11 81.85 82.11 +0.50 23 1,709 -10
Aug01 001011 82.25 82.25 81.70 81.96 +0.50 38 1,948 +135
Total Volume and Open Interest 38,753 172,182 +2,473
Unleaded Gas(NYM)
Nov00 001011 92.30 93.00 91.40 92.40 +0.99 18,764 27,160 -1,704
Dec00 001011 90.20 90.50 89.35 90.09 +0.68 8,158 13,874 +1,314
Jan01 001011 89.10 89.15 88.00 88.74 +0.44 2,377 6,620 +1,041
Feb01 001011 88.40 88.70 88.20 88.37 +0.32 545 5,457 -195
Mar01 001011 89.00 89.00 88.79 88.79 +0.26 341 4,601 -1
Apr01 001011 93.60 93.60 93.50 93.59 +0.24 336 5,670 +168
May01 001011 92.84 92.84 92.84 92.84 +0.24 159 3,737 +35
Jun01 001011 91.49 91.49 91.49 91.49 +0.24 81 2,354 +45
Total Volume and Open Interest 32,015 76,873 +1,210
Natural Gas(NYM)
Nov00 001011 5.180 5.530 5.165 5.508 +0.374 23,193 48,223 -846
Dec00 001011 5.280 5.610 5.275 5.599 +0.363 9,149 41,348 +788
Jan01 001011 5.250 5.511 5.245 5.511 +0.300 7,693 30,213 -1,198
Feb01 001011 5.050 5.301 5.050 5.301 +0.300 2,784 20,984 +280
Mar01 001011 4.800 5.064 4.800 5.058 +0.294 821 25,864 +66
Apr01 001011 4.555 4.800 4.555 4.795 +0.268 1,215 17,796 +143
May01 001011 4.465 4.700 4.465 4.690 +0.243 488 16,141 -31
Jun01 001011 4.460 4.680 4.460 4.670 +0.238 723 17,395 +437
Total Volume and Open Interest 48,813 363,457 +232
Brent Crude Oil(IPE)
Nov00 001011 32.65 32.65 31.50 31.79 -0.06 20,903 35,551 -6,197
Dec00 001011 32.80 32.86 31.85 32.17 +0.04 31,045 74,297 -300
Jan01 001011 32.65 32.69 31.78 32.06 -0.06 11,810 38,160 +2,647
Feb01 001011 32.10 32.24 31.56 31.70 -0.02 4,832 16,923 +1,235
Mar01 001011 31.62 31.70 31.15 31.23 +0.01 3,978 13,228 +1,681
Apr01 001011 31.14 31.16 30.70 30.76 +0.04 2,787 11,680 +1,773
May01 001011 30.70 30.70 30.32 30.32 -0.02 395 5,360 +238
Jun01 001011 30.30 30.40 29.87 29.87 -0.10 1,387 12,764 +28
Total Volume and Open Interest 79,337 246,753 +2,473
Gas Oil(IPE)
Oct00 001011 321.75 323.50 316.00 317.50 +4.00 16,942 17,455 -5,152
Nov00 001011 312.00 314.50 307.00 308.25 +4.50 17,866 33,178 +785
Dec00 001011 306.75 309.00 302.00 303.25 +4.25 8,072 26,812 +820
Jan01 001011 301.25 302.00 295.50 297.25 +4.25 3,055 14,290 +189
Feb01 001011 292.25 292.25 288.00 288.00 +3.25 612 5,445 +17
Mar01 001011 284.00 284.00 277.50 277.50 +2.00 245 5,990 +100
Apr01 001011 271.50 272.00 268.50 268.50 +2.00 0 2,981 +0
May01 001011 266.00 266.00 260.50 260.50 +1.25 50 847 +0
Total Volume and Open Interest 47,712 118,238 -2,856
US Dollar Index(NYBOT)
Dec00 001011 114.02 114.35 113.70 114.23 +0.18 1,700 4,049 +29
Mar01 001011 113.45 113.99 113.45 113.99 +0.18 431 6,066 +28
Jun01 001011 113.75 113.75 113.75 113.75 +0.18 431 6,066 +28
Total Volume and Open Interest 1,706 6,066 +33
Australian Dollar(IMM)
Dec00 001011 53.74 53.75 53.36 53.41 +0.09 1,302 24,129 +25
Mar01 001011 53.80 53.80 53.43 53.43 +0.09 6 352 +3
Jun01 001011 53.45 53.45 53.45 53.45 +0.09 0 6 +0
Total Volume and Open Interest 1,308 24,487 +28
British Pound(IMM)
Dec00 001011 146.24 146.78 146.00 146.22 +0.76 5,529 30,240 +583
Mar01 001011 146.60 147.10 146.44 146.44 +0.76 30 85 +85
Jun01 001011 146.64 147.20 146.64 146.64 +0.76 0 2 +2
Total Volume and Open Interest 5,559 30,327 +30,327
Canadian Dollar(IMM)
Dec00 001011 66.67 66.70 66.55 66.62 -0.13 5,682 76,179 -2,507
Mar01 001011 66.81 66.86 66.70 66.78 -0.13 66 1,582 +7
Jun01 001011 66.90 66.93 66.90 66.93 -0.13 6 560 +2
Sep01 001011 67.05 67.07 67.05 67.07 -0.13 0 153 +0
Total Volume and Open Interest 5,754 78,505 -2,498
Japanese Yen(IMM)
Dec00 001011 93.75 94.13 93.68 94.06 +0.11 12,996 65,810 -776
Mar01 001011 95.24 95.50 95.24 95.50 +0.11 6 186 +3
Jun01 001011 96.94 96.94 96.94 96.94 +0.11 0 7 +0
Total Volume and Open Interest 13,004 66,105 -773
Swiss Franc(IMM)
Dec00 001011 58.09 58.19 57.72 57.75 +0.11 12,100 44,525 +1,514
Mar01 001011 58.57 58.65 58.19 58.19 +0.11 6 39 +1
Jun01 001011 58.61 58.61 58.61 58.61 +0.11 0 2 +0
Total Volume and Open Interest 12,106 44,566 +1,515
EuroFX(IMM)
Dec00 001011 87.48 87.70 87.06 87.16 -0.27 13,594 70,726 +70,726
Mar01 001011 87.77 87.88 87.50 87.51 -0.27 1 784 +784
Total Volume and Open Interest 13,595 71,510 +71,510
Mexican Peso(IMM)
Dec00 001011 10320.0 10365.0 10315.0 10360.0 unch 1,057 7,372 -74
Mar01 001011 10080.0 10095.0 10070.0 10095.0 unch 41 3,516 +20
Total Volume and Open Interest 1,098 11,181 -54
30-Year T-Bonds(CBOT)
Dec00 001011 99~12 99~17 99~00 99~08 -0~02 175,660 371,462 -836
Mar01 001011 99~14 99~14 98~31 99~07 -0~03 105 3,167 -52
Jun01 001011 99~03 99~03 99~03 99~03 +0~01 0 82 +0
Total Volume and Open Interest 175,765 374,781 -888
Municipal Bonds(CBOT)
Dec00 001011 98~15 98~19 98~02 98~12 unch 922 19,869 +24
Total Volume and Open Interest 922 19,869 +24
10-Year T-Notes(CBOT)
Dec00 001011 100~175 100~260 100~140 100~200 +0~030 153,540 549,210 +7,545
Mar01 001011 100~230 100~250 100~180 100~185 +0~050 586 10,000 +446
Total Volume and Open Interest 154,126 559,211 +7,991
5-Year T-Notes(CBOT)
Dec00 001011 100~260 100~280 100~195 100~210 +0~035 59,636 364,932 +364,932
Mar01 001011 100~220 100~220 100~220 100~220 +0~035 0 49 +49
Total Volume and Open Interest 59,636 364,981 +364,981
2 Year T-Notes(CBOT)
Dec00 001011 100~016 100~022 100~006 100~009 +0~009 2,043 49,802 -136
Total Volume and Open Interest 2,043 49,802 -136
3-Mth T-Bills(IMM)
Dec00 001011 93.90 93.90 93.89 93.89 +0.01 3 1,113 +0
Total Volume and Open Interest 5 1,126 +1
Eurodollars(IMM)
Dec00 001011 93.275 93.290 93.265 93.275 +0.015 35,748 589,182 -2,889
Mar01 001011 93.465 93.490 93.450 93.460 +0.025 68,881 520,935 +878
Jun01 001011 93.505 93.540 93.490 93.510 +0.045 49,940 339,080 +593
Sep01 001011 93.515 93.555 93.500 93.520 +0.045 41,092 315,701 -3,895
Dec01 001011 93.430 93.470 93.410 93.420 +0.040 23,183 210,480 -50
Mar02 001011 93.485 93.520 93.470 93.480 +0.040 14,231 187,011 +1,448
Jun02 001011 93.445 93.475 93.430 93.445 +0.050 12,392 135,523 +837
Sep02 001011 93.420 93.445 93.400 93.410 +0.040 8,032 103,254 -1,073
Dec02 001011 93.305 93.340 93.300 93.315 +0.040 2,748 80,901 -218
Mar03 001011 93.345 93.380 93.340 93.355 +0.040 2,864 75,165 -452
Jun03 001011 93.310 93.350 93.310 93.320 +0.040 2,695 53,712 +145
Sep03 001011 93.295 93.305 93.275 93.285 +0.035 2,086 54,030 -69
Total Volume and Open Interest 276,679 3,063,190 -3,011
3-Mth Euro-Yen(IMM)
Dec00 001011 99.50 99.50 99.50 99.50 unch 1,624 14,595 -1,309
Mar01 001011 99.50 99.51 99.50 99.50 unch 2,098 17,921 +1,379
Jun01 001011 99.46 99.47 99.46 99.46 unch 1,906 8,363 +609
Sep01 001011 99.39 99.39 99.38 99.38 +0.02 677 9,663 +401
Dec01 001011 99.28 99.28 99.28 99.28 +0.03 13 5,075 -4
Mar02 001011 99.21 99.21 99.21 99.21 +0.02 1 2,695 +0
Jun02 001011 99.12 99.12 99.12 99.12 +0.02 0 921 +0
Sep02 001011 98.97 98.97 98.97 98.97 +0.01 0 54 +0
Dec02 001011 98.78 98.78 98.78 98.78 unch 0 30 +0
Mar03 001011 98.65 98.65 98.65 98.65 unch      
Total Volume and Open Interest 6,319 59,317 +1,076
3-Mth Euro-Yen(SIMEX)
Dec00 001011 99.50 99.50 99.49 99.50 +0.01 45 102,900 -2,910
Mar01 001011 99.50 99.50 99.49 99.50 unch 1,175 105,778 -1,327
Jun01 001011 99.45 99.46 99.44 99.46 +0.01 1,005 86,150 +113
Sep01 001011 99.37 99.50 99.36 99.38 +0.02 284 64,863 +76
Dec01 001011 99.25 99.27 99.25 99.27 +0.02 320 27,124 -600
Mar02 001011 99.19 99.21 99.19 99.21 +0.02 0 14,081 -1,330
Jun02 001011 99.11 99.11 99.11 99.11 +0.01 0 7,476 +0
Sep02 001011 98.96 98.97 98.96 98.97 +0.01 0 4,588 +0
Total Volume and Open Interest 2,829 421,898 -5,978
German Euro-Bund(EUREX)
Dec00 001011 105.72 105.85 105.57 105.67 +0.09 411,511 800,396 -12,788
Mar01 001011 105.74 105.89 105.71 105.73 +0.09 1,359 10,478 +38
Jun01 001011 105.48 105.48 105.48 105.48 +0.10 0 927 +0
Total Volume and Open Interest 412,870 811,801 -12,750
German Euro-Bobl(EUREX)
Dec00 001011 103.70 103.88 103.69 103.76 +0.12 161,594 465,190 -2,977
Mar01 001011 103.50 103.53 103.50 103.53 +0.12 0 1,445 -94
Jun01 001011 103.36 103.36 103.36 103.36 +0.12      
Total Volume and Open Interest 161,594 466,635 -3,071
Long Gilt(LIFFE)
Dec00 001011 114~05 114~09 113~27 113~31 -0~02 27,526 78,277 +1,840
Mar01 001011 113~21 113~21 113~21 113~21 -0~02      
Total Volume and Open Interest 27,526 78,277 +1,840
3-Mth Short Sterling(LIFFE)
Dec00 001011 93.75 93.76 93.73 93.75 +0.01 35,898 185,332 -7,841
Mar01 001011 93.73 93.75 93.70 93.73 +0.01 56,235 193,047 -2,177
Jun01 001011 93.70 93.73 93.68 93.71 +0.02 18,284 89,951 -1,557
Total Volume and Open Interest 147,711 761,381 -11,526
3-Mth Euribor(LIFFE)
Dec00 001011 94.865 94.885 94.855 94.870 +0.015 43,217 320,672 +151
Mar01 001011 94.865 94.895 94.855 94.875 +0.020 35,239 260,509 +100
Jun01 001011 94.835 94.875 94.830 94.860 +0.030 19,442 170,051 +1,015
Total Volume and Open Interest 141,522 1,272,067 +1,476
3-Mth Aus T-Bills(SFE)
Dec00 001011 93.58 93.58 93.56 93.58 +0.02 12,293 206,416 +0
Mar01 001011 93.58 93.58 93.56 93.57 unch 5,673 84,426 +0
Jun01 001011 93.61 93.61 93.58 93.59 +0.01 980 36,961 +0
Sep01 001011 93.64 93.64 93.59 93.60 -0.01 617 19,327 +0
Dec01 001011 93.59 93.59 93.55 93.56 -0.01 330 9,974 +0
Mar02 001011 93.54 93.54 93.52 93.53 -0.02 45 8,066 +0
Jun02 001011 93.51 93.51 93.47 93.48 -0.02 20 5,117 +0
Sep02 001011 93.43 93.45 93.43 93.45 -0.01 100 3,310 +0
Dec02 001011 93.41 93.41 93.41 93.41 -0.02 20 2,033 +0
Mar03 001011 93.37 93.37 93.37 93.37 -0.02 120 1,399 +0
Total Volume and Open Interest 20,218 380,330 +0
10-Year Aus T-Bonds(SFE)
Dec00 001011 93.89 93.90 93.81 93.85 -0.04 1,385 111,232 +0
Mar01 001011 93.87 93.87 93.87 93.87 unch      
Total Volume and Open Interest 1,385 111,232 +0
3-Year Aus T-Bonds(SFE)
Dec00 001011 93.98 93.99 93.95 93.96 +0.02 4,283 278,375 +0
Mar01 001011 93.93 93.93 93.93 93.93 +0.02      
Total Volume and Open Interest 4,283 278,375 +0
Gold(CMX)
Oct00 001011 272.5 273.5 270.5 270.5 -1.9 4 11 -1
Dec00 001011 276.0 277.5 272.8 273.0 -2.1 23,979 88,721 +1,742
Feb01 001011 279.4 279.4 275.5 275.7 -2.1 112 15,333 +41
Apr01 001011 280.0 280.0 278.3 278.3 -2.1 61 4,302 +31
Jun01 001011 282.8 282.9 280.8 280.8 -2.1 2 8,724 -2
Aug01 001011 283.3 283.3 283.3 283.3 -2.1 0 2,424 +0
Total Volume and Open Interest 24,162 134,015 +1,814
Silver(CMX)
Dec00 001011 496.5 498.5 490.5 491.5 -4.8 6,933 59,853 -326
Mar01 001011 504.5 505.5 498.0 498.2 -4.5 4 4,210 +110
May01 001011 504.0 504.0 501.5 501.5 -4.5 3 1,243 +3
Jul01 001011 504.7 504.7 504.7 504.7 -4.5 0 1,717 +0
Sep01 001011 507.8 507.8 507.8 507.8 -4.5 0 2,961 +0
Total Volume and Open Interest 6,937 74,915 -213
Platinum(NYM)
Oct00 001011 595.0 595.0 592.0 593.0 +0.5 9 268 -13
Jan01 001011 576.0 579.0 572.0 574.0 +3.5 431 7,951 -4
Apr01 001011 564.0 564.0 564.0 564.0 +3.5 0 1 +0
Total Volume and Open Interest 440 8,225 -17
Palladium(NYME)
Dec00 001011 736.75 743.00 736.75 739.35 +2.60 17 1,152 -2
Mar01 001011 739.35 739.35 739.35 739.35 +2.60 0 749 +0
Total Volume and Open Interest 17 1,901 -2
Copper(CMX)
Dec00 001011 90.20 90.30 89.25 90.20 -0.35 5,049 42,060 -899
Mar01 001011 89.25 89.75 88.80 89.75 -0.20 350 9,973 -37
May01 001011 88.90 89.40 88.70 89.40 -0.20 161 2,027 +20
Jul01 001011 88.80 89.00 88.80 89.00 -0.30 39 1,674 +4
Sep01 001011 88.55 88.55 88.55 88.55 -0.30 22 735 +18
Total Volume and Open Interest 6,088 73,934 -1,065
DJIA Index(CBOT)
Dec00 001011 10540 10669 10440 10515 -63 12,758 14,088 +326
Mar01 001011 10675 10795 10600 10657 -63 14 42 +11
Jun01 001011 10799 10799 10799 10799 -63 0 1 +0
Total Volume and Open Interest 12,772 14,137 +337
S & P 500(CME)
Dec00 001011 1389.00 1398.50 1363.10 1378.80 -12.20 83,305 402,435 +2,444
Mar01 001011 1416.50 1418.60 1385.00 1399.10 -12.50 559 2,846 +139
Jun01 001011 1427.80 1439.60 1407.60 1419.50 -13.10 177 1,386 +8
Sep01 001011 1439.00 1461.10 1429.10 1440.50 -13.60 7 272 +6
Total Volume and Open Interest 84,076 407,099 +2,594
S & P 500 E-Mini(Globex)
Dec00 001011 1393.50 1398.00 1361.75 1378.75 -12.25 106,613 50,733 +4,748
Mar01 001011 1410.00 1414.25 1394.50 1399.00 -12.50 0 6 +0
Total Volume and Open Interest 106,613 50,739 +4,748
NASDAQ 100(CME)
Dec00 001011 3115.00 3260.00 3080.00 3124.50 -35.50 21,287 33,687 +827
Mar01 001011 3250.00 3250.00 3179.50 3179.50 -35.50 0 46 +0
Jun01 001011 3227.50 3227.50 3227.50 3227.50 -35.50      
Total Volume and Open Interest 21,287 33,733 +827
NASDAQ 100 E-Mini(GLOBEX)
Dec00 001011 3191.5 3261.0 3070.5 3124.5 -35.5 78,684 29,733 +4,023
Mar01 001011 3150.5 3301.5 3143.0 3179.5 -35.5 0 1 +0
Total Volume and Open Interest 78,684 29,734 +4,023
NYSE Composite(NYBOT)
Dec00 001011 653.50 654.00 642.50 646.00 -8.15      
Mar01 001011 655.25 655.25 655.25 655.25 -8.15      
Jun01 001011 664.50 664.50 664.50 664.50 -8.15      
Total Volume and Open Interest      
S & P Midcap 400(CME)
Dec00 001011 502.00 507.50 496.00 501.50 -4.75 1,104 15,022 -50
Mar01 001011 507.50 507.50 507.00 507.50 -4.75 0 1 +0
Jun01 001011 517.00 517.00 516.50 517.00 -4.75 0 1 +0
Total Volume and Open Interest 1,104 15,024 -50
Russell 2000(CME)
Dec00 001011 480.50 483.00 474.00 478.00 -4.50 1,600 12,768 +18
Mar01 001011 485.50 485.50 485.50 485.50 -4.50      
Jun01 001011 493.05 493.05 493.05 493.05 -4.50      
Total Volume and Open Interest 1,600 12,768 +18
Value Line(KCBT)
Dec00 001011 1085.00 1089.00 1070.50 1075.50 -12.50 74 186 -30
Total Volume and Open Interest 74 187 -30
Nikkei 225(CME)
Dec00 001011 15370 15425 15270 15285 -390 1,123 14,840 -142
Mar01 001011 15500 15500 15345 15345 -390 1 11 +1
Total Volume and Open Interest 1,124 14,851 -141
Nikkei 225(SIMEX)
Dec00 001011 15700 15700 15400 15420 -415 11,473 86,988 +86,988
Mar01 001011 15440 15440 15440 15440 -410 200 3,645 +3,645
Jun01 001011 15430 15430 15430 15430 -410 0 405 +405
Total Volume and Open Interest 11,673 91,043 -12,707
CAC 40(MATIF)
Oct00 001011 6104.0 6115.0 5960.0 5986.0 -134.0 41,979 0 +0
Nov00 001011 6090.5 6134.5 5989.5 6030.0 -160.5 195 0 +0
Dec00 001011 6150.0 6154.5 6020.0 6031.5 -181.0 1,665 0 +0
Total Volume and Open Interest 44,045    
DAX Index(EUREX)
Dec00 001011 6660.0 6701.0 6525.5 6622.5 -117.5 29,305 153,506 -80
Mar01 001011 6740.5 6785.5 6621.5 6706.5 -120.0 472 2,583 +171
Jun01 001011 6820.0 6852.0 6715.5 6781.5 -124.0 87 2,358 +74
Total Volume and Open Interest 29,864 158,447 +165
FT-SE 100(LIFFE)
Dec00 001011 6244.00 6254.50 6145.00 6209.50 -71.00 41,996 228,168 -855
Mar01 001011 6265.50 6265.50 6265.50 6265.50 -71.00 20 5,878 +20
Jun01 001011 6333.50 6333.50 6333.50 6333.50 -71.00 0 2,984 +0
Total Volume and Open Interest 42,016 237,030 -835
SPI 200(SFE)
Dec00 001011 3281.0 3295.0 3278.0 3286.0 -20.0 9,407 122,009 +0
Mar01 001011 3309.0 3309.0 3309.0 3309.0 -20.0 77 1,447 +0
Jun01 001011 3337.0 3337.0 3337.0 3337.0 -20.0 0 174 +0
Total Volume and Open Interest 9,484 123,630 +0
GSCI(CME)
Oct00 001011 249.90 251.25 247.90 250.85 +2.50 10,729 19,183 -8,338
Nov00 001011 250.30 251.40 248.40 250.90 +2.50 8,905 15,560 +8,718
Dec00 001011 250.00 251.00 249.60 251.00 +3.00 0 20 +0
Total Volume and Open Interest 19,634 34,763 +380
Bridge CRB Index(NYBOT)
Nov00 001011 231.40 231.50 230.50 231.50 +1.50 230 577 -13
Jan01 001011 231.60 231.60 230.80 231.50 +1.50 29 665 -2
Feb01 001011 229.70 230.00 229.70 230.00 +1.50 0 351 +0
Total Volume and Open Interest 259 1,596 -15
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 © 2002 Moore Research Center, Inc. All Rights Reserved.
Some data provided by Prophetfinance.com

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