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MRCI's Free Historical Futures Prices for

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MRCI's Free Historical Futures Prices
Daily Futures Price Listing Fri October 20, 2000
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Nov00 001020 473.50 475.50 468.25 468.75 -2.75 34,215 80,298 -1,152
Jan01 001020 483.50 486.00 479.25 479.75 -2.50 12,075 48,345 +3,656
Mar01 001020 493.00 494.00 488.25 488.50 -2.25 5,258 25,836 +1,059
May01 001020 500.50 502.00 496.25 496.25 -2.50 1,592 15,705 +234
Jul01 001020 507.50 508.50 503.00 503.50 -2.25 2,135 18,067 -73
Aug01 001020 508.00 508.00 504.00 504.00 -2.00 13 630 +4
Sep01 001020 510.00 510.00 505.50 505.50 -3.50 1 159 +0
Total Volume and Open Interest 55,598 193,421 +3,775
Soybean Meal(CBOT)
Dec00 001020 172.00 173.70 169.50 170.00 -1.60 20,571 54,409 +1,342
Jan01 001020 169.80 171.10 167.40 167.90 -1.40 4,344 19,258 +289
Mar01 001020 168.20 169.50 166.00 166.60 -1.30 2,913 11,522 -56
May01 001020 168.00 168.50 165.50 165.50 -1.60 1,272 8,382 +307
Jul01 001020 168.50 169.00 166.50 166.60 -1.50 1,214 5,019 +171
Aug01 001020 168.00 168.00 165.60 165.60 -1.10 15 1,143 +12
Sep01 001020 167.00 168.00 165.10 165.10 -0.90 11 742 +10
Oct01 001020 167.00 167.00 165.20 165.20 -0.30 0 193 +0
Total Volume and Open Interest 30,626 101,151 +2,189
Soybean Oil(CBOT)
Dec00 001020 14.72 14.95 14.70 14.74 +0.02 12,621 69,066 -803
Jan01 001020 15.05 15.24 14.99 15.03 +0.02 4,969 24,737 +1,375
Mar01 001020 15.47 15.62 15.40 15.42 unch 2,052 19,528 +896
May01 001020 15.84 15.99 15.80 15.82 +0.02 844 11,526 +178
Jul01 001020 16.25 16.39 16.20 16.21 unch 604 8,339 +225
Aug01 001020 16.40 16.56 16.35 16.35 unch 29 1,710 +29
Sep01 001020 16.58 16.75 16.51 16.51 unch 60 1,417 +5
Oct01 001020 16.85 16.85 16.70 16.70 +0.12 0 1,404 +0
Total Volume and Open Interest 21,322 141,274 +1,904
Canola(WCE)
Nov00 001020 255.0 255.0 252.6 253.0 -1.9 5,184 27,470 +938
Jan01 001020 261.0 261.2 258.6 259.0 -1.4 5,490 35,953 +1,673
Mar01 001020 266.5 266.8 264.8 264.8 -1.5 1,480 12,325 +647
May01 001020 272.5 272.5 271.4 271.4 -1.1 515 2,127 +227
Jul01 001020 277.6 278.3 277.4 278.3 +0.3 0 2,158 +0
Total Volume and Open Interest 12,674 80,607 +3,490
Corn(CBOT)
Nov00 001020 202.25 203.25 200.75 201.25 -1.75 376 2,671 -235
Dec00 001020 206.50 207.50 205.00 205.25 -1.50 34,837 200,369 -2,265
Jan01 001020 210.00 210.50 209.25 209.25 -1.00 36 658 +1
Mar01 001020 217.75 218.25 215.75 216.00 -1.75 10,456 106,483 +2,835
May01 001020 224.75 225.50 223.00 223.25 -1.50 1,270 30,142 +164
Jul01 001020 231.75 232.75 230.25 230.50 -1.50 3,427 38,228 +389
Total Volume and Open Interest 52,688 403,793 +1,701
Wheat(CBOT)
Dec00 001020 259.75 263.50 259.00 261.25 +1.00 18,800 95,681 -2,234
Mar01 001020 277.00 280.75 276.50 278.50 +1.00 2,496 32,192 +384
May01 001020 287.00 290.50 287.00 288.50 +1.25 215 2,430 +95
Jul01 001020 296.25 299.25 296.00 298.00 +1.25 551 17,992 +78
Sep01 001020 305.50 305.50 305.50 305.50 +0.50 20 632 +4
Total Volume and Open Interest 22,119 150,776 -1,657
Wheat(KCBT)
Dec00 001020 308.50 312.00 308.25 309.00 +0.25 9,141 50,006 -2,915
Mar01 001020 322.00 324.75 322.00 323.25 +0.50 4,867 26,995 +1,142
May01 001020 329.00 331.50 328.75 329.50 +0.50 162 2,713 -25
Jul01 001020 333.50 336.25 333.25 333.75 +0.25 895 7,387 +153
Sep01 001020 338.50 338.50 338.50 338.50 +0.50 1 176 +1
Total Volume and Open Interest 15,066 87,361 -1,644
Wheat(MGE)
Dec00 001020 322.75 327.00 322.50 324.75 +0.75 1,896 15,802 -492
Mar01 001020 337.00 341.00 337.00 339.25 +0.75 442 6,635 +109
May01 001020 345.00 347.50 345.00 347.25 +1.00 34 1,483 +1
Jul01 001020 353.50 355.50 353.25 354.50 +0.75 15 609 +5
Sep01 001020 360.00 361.00 360.00 361.00 +0.75 21 329 +1
Total Volume and Open Interest 2,408 25,012 -376
Oats(CBOT)
Dec00 001020 111.75 112.00 110.75 111.25 unch 2,257 10,726 -125
Mar01 001020 121.25 121.25 120.00 120.50 unch 552 3,216 +252
May01 001020 125.00 125.50 124.25 124.50 +0.25 2 249 -1
Jul01 001020 128.25 128.25 128.25 128.25 +0.75 17 146 +11
Total Volume and Open Interest 3,015 14,575 +238
Rough Rice(CBOT)
Nov00 001020 6.73 6.75 6.59 6.64 -0.05 118 977 -76
Jan01 001020 6.72 6.73 6.58 6.64 -0.01 414 3,926 +0
Mar01 001020 6.80 6.83 6.80 6.80 unch 36 1,044 +8
May01 001020 6.95 6.95 6.95 6.95 unch 1 415 +1
Total Volume and Open Interest 626 6,505 -16
Live Cattle(CME)
Oct00 001020 69.475 70.125 69.325 69.825 +0.350 2,278 9,384 -1,284
Dec00 001020 70.850 71.500 70.750 71.375 +0.475 4,779 62,988 +918
Feb01 001020 72.150 72.650 72.075 72.525 +0.350 1,695 24,456 +94
Apr01 001020 73.775 74.150 73.750 74.125 +0.325 396 15,664 +87
Jun01 001020 70.825 71.250 70.800 71.125 +0.300 414 6,064 +60
Aug01 001020 71.125 71.275 71.050 71.150 +0.150 222 3,749 +47
Total Volume and Open Interest 9,820 123,233 -97
Feeder Cattle(CME)
Oct00 001020 87.375 87.500 87.350 87.450 -0.025 126 2,344 -50
Nov00 001020 87.550 88.200 87.400 88.125 +0.550 333 4,348 -32
Jan01 001020 88.550 89.400 88.400 89.350 +0.750 416 5,348 +87
Mar01 001020 88.100 88.750 88.025 88.700 +0.425 132 2,648 +22
Apr01 001020 88.150 88.700 88.000 88.700 +0.375 26 891 +3
May01 001020 87.700 88.300 87.700 88.225 +0.525 31 1,110 +6
Aug01 001020 87.850 88.250 87.800 88.250 +0.300 6 349 +3
Total Volume and Open Interest 1,072 17,049 +41
Lean Hogs(CME)
Dec00 001020 52.050 52.475 51.800 52.200 +0.300 4,444 23,690 -197
Feb01 001020 52.950 53.475 52.850 53.325 +0.350 1,285 7,370 +28
Apr01 001020 51.700 52.100 51.600 52.000 +0.350 421 2,962 +102
Jun01 001020 58.575 58.825 58.575 58.750 +0.200 60 1,149 +16
Jul01 001020 57.200 57.300 57.200 57.275 +0.150 49 334 +4
Aug01 001020 55.400 55.400 55.400 55.400 +0.150 23 310 +13
Oct01 001020 47.750 48.000 47.750 48.000 +0.100 1 317 +0
Dec01 001020 45.800 45.800 45.800 45.800 +0.100 2 274 +0
Total Volume and Open Interest 6,285 36,406 -41
Pork Bellies(CME)
Feb01 001020 60.750 61.400 59.575 59.900 -1.500 743 2,149 +53
Mar01 001020 61.200 61.200 60.000 60.000 -1.700 17 71 -8
May01 001020 62.350 62.350 61.700 61.700 -0.400 5 43 +3
Jul01 001020 63.100 63.100 61.500 61.500 -0.500 0 25 +0
Aug01 001020 62.000 62.000 62.000 62.000 -1.000 0 5 +0
Total Volume and Open Interest 765 2,293 +48
Cocoa(NYBOT)
Dec00 001020 808 810 785 788 -26 2,789 40,639 -642
Mar01 001020 840 840 816 819 -26 1,466 22,505 +870
May01 001020 860 860 840 840 -26 791 14,198 -24
Jul01 001020 884 884 860 863 -25 243 10,076 +118
Sep01 001020 900 900 883 887 -25 0 10,499 +0
Dec01 001020 925 925 920 920 -25 0 12,157 +0
Mar02 001020 964 964 953 953 -25 0 9,661 +0
Total Volume and Open Interest 5,312 138,580 +345
Coffee "C"(NYBOT)
Dec00 001020 86.70 87.20 83.50 84.15 -2.55 4,196 27,470 -218
Mar01 001020 91.50 91.75 88.40 88.90 -2.50 1,023 9,445 +107
May01 001020 94.00 94.25 91.25 91.70 -2.40 67 2,684 -10
Jul01 001020 94.50 94.50 94.00 94.35 -2.35 138 1,510 +51
Sep01 001020 99.00 99.00 96.50 96.90 -2.50 3 2,129 +8
Dec01 001020 103.00 103.00 100.90 100.90 -2.50 22 626 +12
Total Volume and Open Interest 5,451 43,874 -50
Orange Juice(NYBOT)
Nov00 001020 70.80 71.10 70.60 70.70 -0.15 1,108 11,430 -754
Jan01 001020 72.90 72.95 72.50 72.70 -0.15 1,028 12,923 +266
Mar01 001020 75.80 75.85 75.50 75.65 -0.15 217 6,927 +166
May01 001020 77.50 77.80 77.25 77.80 -0.05 36 901 +27
Jul01 001020 80.00 80.00 79.95 79.95 -0.05 22 406 +20
Total Volume and Open Interest 2,411 33,000 -275
Sugar #11(NYBOT)
Mar01 001020 10.90 10.99 10.84 10.87 +0.01 10,531 107,811 -391
May01 001020 10.25 10.35 10.23 10.28 +0.04 2,501 16,811 +327
Jul01 001020 9.80 9.86 9.76 9.78 -0.03 2,710 22,560 +232
Oct01 001020 9.43 9.48 9.42 9.43 unch 461 15,185 -15
Mar02 001020 9.34 9.34 9.33 9.33 unch 74 6,475 +15
Total Volume and Open Interest 16,325 169,724 +212
London Cocoa(LCE)
Dec00 001020 624 624 610 611 -13 700 49,525 -56
Mar01 001020 645 645 632 632 -14 245 49,564 +112
May01 001020 664 664 648 649 -15 166 25,480 +111
Jul01 001020 677 677 664 664 -15 788 9,571 +407
Sep01 001020 685 685 678 678 -14 13 17,399 +2
Dec01 001020 712 712 705 705 -14 65 5,495 -15
Mar02 001020 729 729 729 729 -14 0 15,462 +0
Total Volume and Open Interest 11,646    
London Coffee(LCE)
Nov00 001020 751.00 753.00 746.00 750.00 -5.00 1,014 20,594 -235
Jan01 001020 770.00 772.00 767.00 771.00 -4.00 1,733 20,533 +182
Mar01 001020 793.00 797.00 791.00 795.00 -3.00 237 7,136 -286
May01 001020 822.00 822.00 816.00 819.00 -3.00 109 4,605 +75
Jul01 001020 842.00 842.00 842.00 842.00 -3.00 11 2,368 +10
Sep01 001020 865.00 865.00 865.00 865.00 -3.00 8 432 +0
Total Volume and Open Interest 3,112 56,468 -254
London Sugar(LCE)
Oct00 000915 263.50 264.00 252.00 262.70 -0.90 2,117 1,120 -1,892
Dec00 001020 265.00 265.50 264.50 264.70 unch 974 14,685 +13
Mar01 001020 268.00 268.00 266.50 267.20 +0.60 1,416 18,686 -565
May01 001020 264.00 264.90 264.00 264.90 +0.30 238 3,677 +100
Aug01 001020 261.50 262.50 260.50 262.10 +0.60 96 5,059 +20
Total Volume and Open Interest 2,724 44,248 -432
Cotton(NYBOT)
Dec00 001020 61.85 62.99 61.85 62.92 +0.80 6,765 35,193 -1,109
Mar01 001020 63.80 64.79 63.75 64.76 +0.82 1,680 12,949 +378
May01 001020 64.70 65.70 64.60 65.62 +0.91 335 8,861 +65
Jul01 001020 65.20 66.15 65.20 66.15 +0.80 191 4,371 -11
Oct01 001020 63.55 63.55 63.55 63.55 +0.60 0 663 +0
Dec01 001020 63.15 63.79 63.10 63.78 +0.58 241 4,892 +105
Total Volume and Open Interest 9,214 67,061 -574
Lumber(CME)
Nov00 001020 224.5 226.3 221.7 222.1 -1.2 579 2,373 +7
Jan01 001020 237.4 238.0 234.5 234.8 -1.3 244 1,194 +31
Mar01 001020 246.5 247.3 244.8 244.8 -0.3 71 643 +1
May01 001020 250.5 250.5 250.0 250.0 +0.1 25 118 +18
Total Volume and Open Interest 927 4,389 +57
Crude Oil(NYM)
Nov00 001020 33.30 34.35 32.85 33.75 +0.84 55,415 25,748 -13,854
Dec00 001020 32.20 33.05 31.91 32.95 +1.05 104,799 142,848 +5,426
Jan01 001020 31.60 32.40 31.45 32.28 +0.92 23,496 52,770 +3,874
Feb01 001020 31.00 31.90 30.95 31.76 +0.85 6,132 21,981 -1,143
Mar01 001020 30.60 31.31 30.58 31.31 +0.80 4,495 17,577 -566
Apr01 001020 30.25 30.89 30.15 30.89 +0.78 1,203 16,213 -92
May01 001020 29.95 30.47 29.80 30.47 +0.75 676 10,437 +108
Jun01 001020 29.55 30.06 29.30 30.06 +0.73 2,354 28,493 +316
Jul01 001020 29.15 29.64 28.95 29.64 +0.72 709 11,973 +444
Aug01 001020 28.65 29.22 28.65 29.22 +0.71 225 9,012 -46
Total Volume and Open Interest 209,658 475,190 -5,528
Heating Oil(NYM)
Nov00 001020 95.70 97.30 95.10 97.11 +1.93 15,802 30,406 -1,090
Dec00 001020 94.60 97.00 94.60 96.81 +2.27 15,068 41,092 +834
Jan01 001020 94.40 96.30 94.15 96.06 +2.22 3,728 29,740 +268
Feb01 001020 92.30 94.06 92.15 94.06 +2.22 1,752 19,541 +218
Mar01 001020 87.75 89.86 87.75 89.86 +2.22 2,154 13,981 +117
Apr01 001020 83.60 85.71 83.60 85.71 +2.22 348 8,336 +4
May01 001020 80.80 82.01 80.50 82.01 +2.17 206 5,190 +51
Jun01 001020 78.30 79.61 78.25 79.61 +2.17 52 5,629 +31
Jul01 001020 78.51 78.51 78.51 78.51 +2.17 46 1,858 +34
Aug01 001020 76.90 78.26 76.90 78.26 +2.17 161 2,495 +109
Total Volume and Open Interest 39,752 165,097 +878
Unleaded Gas(NYM)
Nov00 001020 93.70 96.15 93.70 95.84 +2.19 14,813 23,448 -650
Dec00 001020 88.00 89.70 87.75 89.12 +1.33 10,750 20,796 +953
Jan01 001020 85.85 87.20 85.50 86.55 +1.06 1,263 7,719 +68
Feb01 001020 85.10 85.70 85.10 85.70 +0.96 368 6,203 +145
Mar01 001020 85.10 85.87 85.10 85.87 +0.93 449 6,897 -97
Apr01 001020 90.10 90.67 90.10 90.67 +0.83 201 5,630 +375
May01 001020 89.10 89.82 89.10 89.82 +0.78 134 4,016 +33
Jun01 001020 88.37 88.37 88.37 88.37 +0.73 79 2,257 -40
Total Volume and Open Interest 28,382 84,302 +962
Natural Gas(NYM)
Nov00 001020 4.980 5.000 4.870 4.937 -0.014 54,408 38,900 -4,545
Dec00 001020 5.110 5.115 5.000 5.055 -0.016 27,502 49,233 +1,476
Jan01 001020 5.090 5.115 5.000 5.062 -0.019 13,708 31,019 +1,635
Feb01 001020 4.910 4.925 4.830 4.875 -0.016 5,636 21,940 +397
Mar01 001020 4.690 4.700 4.600 4.646 -0.012 3,014 25,561 -104
Apr01 001020 4.445 4.450 4.380 4.415 -0.011 3,425 18,751 +317
May01 001020 4.330 4.360 4.290 4.325 -0.011 1,562 17,947 +497
Jun01 001020 4.330 4.365 4.280 4.320 -0.011 2,430 19,092 +337
Total Volume and Open Interest 118,389 376,006 +1,368
Brent Crude Oil(IPE)
Dec00 001020 30.92 31.70 30.68 31.62 +0.88 34,936 64,787 -2,624
Jan01 001020 30.60 31.25 30.30 31.19 +0.79 15,469 56,135 +1,773
Feb01 001020 30.10 30.70 29.90 30.69 +0.79 2,202 17,347 +582
Mar01 001020 29.55 30.14 29.40 30.14 +0.74 2,636 17,017 -336
Apr01 001020 28.94 29.65 28.94 29.65 +0.70 1,297 13,674 +190
May01 001020 28.50 29.20 28.50 29.20 +0.70 717 5,414 -148
Jun01 001020 28.20 28.79 28.15 28.79 +0.69 2,032 13,607 +588
Jul01 001020 27.79 28.43 27.79 28.43 +0.70 2,380 4,893 -385
Total Volume and Open Interest 65,069 233,635 +355
Gas Oil(IPE)
Nov00 001020 294.75 299.75 293.00 294.50 -5.25 8,385 30,844 -992
Dec00 001020 289.50 293.00 287.25 288.00 -5.75 7,274 30,631 +1,321
Jan01 001020 284.75 286.50 281.00 282.00 -6.50 3,048 15,298 -283
Feb01 001020 277.50 277.50 273.25 273.25 -7.00 31 5,703 -31
Mar01 001020 267.50 267.50 262.50 262.50 -8.25 324 5,480 -110
Apr01 001020 253.00 253.00 253.00 253.00 -9.00 168 3,189 +100
May01 001020 245.75 245.75 245.75 245.75 -8.50 256 790 +0
Jun01 001020 245.50 245.50 240.75 240.75 -8.25 1,096 9,904 +691
Total Volume and Open Interest 20,682 107,028 +701
US Dollar Index(NYBOT)
Dec00 001020 116.75 117.71 116.40 117.06 +0.21 445 4,567 -95
Mar01 001020 117.10 117.34 116.89 116.89 +0.21 448 6,587 -100
Jun01 001020 116.72 116.72 116.72 116.72 +0.21 448 6,587 -100
Total Volume and Open Interest 448 6,587 -100
Australian Dollar(IMM)
Dec00 001020 53.04 53.08 52.65 52.82 +0.56 1,684 23,967 -500
Mar01 001020 53.00 53.00 52.85 52.86 +0.56 500 758 +398
Jun01 001020 52.90 52.90 52.90 52.90 +0.56 0 6 +0
Total Volume and Open Interest 2,184 24,731 -102
British Pound(IMM)
Dec00 001020 145.08 145.28 144.30 145.14 +0.48 2,713 30,555 -678
Mar01 001020 145.34 145.34 145.34 145.34 +0.48 0 96 +0
Jun01 001020 145.54 145.54 145.54 145.54 +0.48 0 3 +0
Total Volume and Open Interest 21,465 144,821 +113,489
Canadian Dollar(IMM)
Dec00 001020 66.26 66.34 66.09 66.15 -0.11 7,159 80,787 +56
Mar01 001020 66.43 66.49 66.27 66.31 -0.11 317 2,398 -50
Jun01 001020 66.47 66.58 66.44 66.44 -0.11 14 1,212 +262
Sep01 001020 66.61 66.61 66.57 66.57 -0.11 5 451 -2
Total Volume and Open Interest 7,495 85,119 +266
Japanese Yen(IMM)
Dec00 001020 92.70 92.84 92.49 92.68 -0.59 11,738 66,087 +3,129
Mar01 001020 93.97 94.11 93.97 94.11 -0.59 2 227 +2
Jun01 001020 95.51 95.51 95.51 95.51 -0.61 0 7 +0
Total Volume and Open Interest 2,411 33,000 -30,287
Swiss Franc(IMM)
Dec00 001020 56.48 56.49 55.92 56.37 +0.07 5,027 49,735 +626
Mar01 001020 56.50 56.81 56.50 56.81 +0.07 11 47 +1
Jun01 001020 57.23 57.23 57.23 57.23 +0.07 1 3 +0
Total Volume and Open Interest 28,768    
EuroFX(IMM)
Dec00 001020 84.76 84.78 83.71 84.41 -0.16 11,103 74,519 -1,535
Mar01 001020 85.00 85.06 84.10 84.73 -0.16 125 986 +21
Total Volume and Open Interest 11,228 75,505 -1,514
Mexican Peso(IMM)
Dec00 001020 10275.0 10280.0 10245.0 10268.0 -20.0 763 9,437 -44
Mar01 001020 9998.0 9998.0 9998.0 9998.0 -20.0 12 3,541 +2
Total Volume and Open Interest 2,494 13,333 -4
30-Year T-Bonds(CBOT)
Dec00 001020 100~08 100~27 100~05 100~20 +0~12 211,943 405,906 +408
Mar01 001020 100~14 100~23 100~10 100~21 +0~13 323 8,269 +227
Jun01 001020 100~18 100~18 100~18 100~18 +0~13 0 136 +0
Total Volume and Open Interest 212,266 414,381 +635
Municipal Bonds(CBOT)
Dec00 001020 99~20 100~00 99~19 99~30 +0~10 962 20,250 +73
Total Volume and Open Interest 962 20,250 +73
10-Year T-Notes(CBOT)
Dec00 001020 101~095 101~200 101~085 101~175 +0~070 208,271 562,370 -2,579
Mar01 001020 101~160 101~205 101~140 101~200 +0~070 2,328 15,627 +68
Total Volume and Open Interest 210,599 577,998 -2,511
5-Year T-Notes(CBOT)
Dec00 001020 101~075 101~105 101~055 101~075 +0~015 75,884 376,615 +1,801
Mar01 001020 101~090 101~090 101~090 101~090 +0~015 355 1,370 +455
Total Volume and Open Interest 76,239 377,985 +2,256
2 Year T-Notes(CBOT)
Dec00 001020 100~036 100~038 100~032 100~034 +0~002 3,619 54,846 -325
Total Volume and Open Interest 3,619 54,846 -325
3-Mth T-Bills(IMM)
Dec00 001020 93.89 93.89 93.89 93.89 +0.00 4 1,310 +4
Total Volume and Open Interest 10    
Eurodollars(IMM)
Dec00 001020 93.335 93.340 93.325 93.335 unch 51,719 555,080 -1,818
Mar01 001020 93.560 93.585 93.555 93.570 +0.015 110,575 513,349 +1,379
Jun01 001020 93.635 93.655 93.625 93.650 +0.020 94,280 340,883 -4,405
Sep01 001020 93.660 93.685 93.650 93.675 +0.020 79,505 328,020 +2,374
Dec01 001020 93.570 93.600 93.560 93.590 +0.020 30,405 238,263 +2,827
Mar02 001020 93.620 93.655 93.615 93.650 +0.030 22,858 196,196 +3,182
Jun02 001020 93.585 93.615 93.575 93.610 +0.030 14,152 139,044 -593
Sep02 001020 93.555 93.585 93.545 93.585 +0.035 13,358 102,769 -379
Dec02 001020 93.460 93.495 93.460 93.495 +0.035 8,261 82,572 -496
Mar03 001020 93.510 93.540 93.500 93.540 +0.040 8,959 76,539 +227
Jun03 001020 93.480 93.510 93.470 93.510 +0.040 7,449 55,608 -163
Sep03 001020 93.450 93.480 93.440 93.480 +0.040 7,107 57,494 +513
Total Volume and Open Interest 483,532 3,060,110 +6,311
3-Mth Euro-Yen(IMM)
Dec00 001020 99.47 99.47 99.46 99.47 -0.01 603 14,057 -323
Mar01 001020 99.51 99.51 99.50 99.51 -0.01 912 22,219 +607
Jun01 001020 99.47 99.47 99.47 99.47 -0.01 288 10,061 -13
Sep01 001020 99.40 99.40 99.40 99.40 -0.01 222 10,908 -315
Dec01 001020 99.30 99.30 99.30 99.30 unch 68 5,283 -118
Mar02 001020 99.25 99.25 99.25 99.25 unch 3 2,976 +3
Jun02 001020 99.16 99.16 99.16 99.16 unch 0 771 +0
Sep02 001020 99.04 99.04 99.04 99.04 -0.01 5 59 +5
Dec02 001020 98.86 98.86 98.86 98.86 unch 0 30 +0
Mar03 001020 98.76 98.76 98.76 98.76 unch      
Total Volume and Open Interest 2,101 66,364 -154
3-Mth Euro-Yen(SIMEX)
Dec00 001020 99.47 99.47 99.46 99.46 -0.01 4,224 100,233 -9
Mar01 001020 99.52 99.52 99.50 99.50 -0.01 2,683 100,220 -2,011
Jun01 001020 99.47 99.48 99.46 99.46 -0.02 6,131 84,962 -1,228
Sep01 001020 99.40 99.41 99.39 99.40 -0.01 3,578 65,375 -1,275
Dec01 001020 99.30 99.32 99.29 99.30 -0.01 2,034 22,480 -1,600
Mar02 001020 99.25 99.26 99.25 99.25 -0.01 1,023 15,048 +495
Jun02 001020 99.16 99.17 99.16 99.16 unch 300 7,212 +75
Sep02 001020 99.04 99.04 99.04 99.04 -0.01 0 4,663 +85
Total Volume and Open Interest 777 12,010 -402,589
German Euro-Bund(EUREX)
Dec00 001020 105.55 105.74 105.51 105.72 +0.14 520,885 715,988 -8,468
Mar01 001020 105.58 105.74 105.58 105.74 +0.13 1,787 16,094 +1,168
Jun01 001020 105.51 105.51 105.51 105.51 +0.12 0 753 +41
Total Volume and Open Interest 522,672 732,835 -7,259
German Euro-Bobl(EUREX)
Dec00 001020 103.65 103.76 103.56 103.68 unch 260,746 436,142 +2,475
Mar01 001020 103.38 103.42 103.38 103.42 unch 740 2,889 +154
Jun01 001020 103.36 103.36 103.36 103.36 unch 0 250 +0
Total Volume and Open Interest 261,486 439,281 +2,629
Long Gilt(LIFFE)
Dec00 001020 113~28 114~02 113~21 113~31 +0~03 15,079 73,697 -2,453
Mar01 001020 113~21 113~21 113~21 113~21 +0~03      
Total Volume and Open Interest 15,079 73,697 -2,453
3-Mth Short Sterling(LIFFE)
Dec00 001020 93.84 93.87 93.83 93.86 +0.01 15,550 171,839 +683
Mar01 001020 93.82 93.87 93.82 93.86 +0.02 27,577 196,392 +100,455
Jun01 001020 93.82 93.85 93.81 93.85 +0.02 15,044 98,338 +8,896
Total Volume and Open Interest 91,022 746,405 +6,339
3-Mth Euribor(LIFFE)
Dec00 001020 94.825 94.830 94.795 94.805 -0.020 86,527 325,088 +1,505
Mar01 001020 94.825 94.840 94.800 94.810 -0.025 78,747 265,189 +5,371
Jun01 001020 94.825 94.845 94.805 94.810 -0.020 40,733 189,205 +1,872
Total Volume and Open Interest 274,607 1,320,946 +16,856
3-Mth Aus T-Bills(SFE)
Dec00 001020 93.56 93.59 93.55 93.59 +0.01 8,070 202,207 +6,597
Mar01 001020 93.59 93.63 93.58 93.63 +0.02 4,194 90,289 +3,003
Jun01 001020 93.61 93.65 93.60 93.65 +0.02 1,025 36,122 +1,216
Sep01 001020 93.59 93.65 93.58 93.65 +0.03 421 19,403 +124
Dec01 001020 93.54 93.59 93.54 93.59 +0.03 76 10,388 +44
Mar02 001020 93.50 93.53 93.50 93.53 +0.03 25 7,184 -95
Jun02 001020 93.45 93.48 93.44 93.48 +0.04 245 5,318 +0
Sep02 001020 93.40 93.43 93.39 93.43 +0.04 140 3,339 +68
Dec02 001020 93.37 93.40 93.37 93.39 +0.04 100 1,913 +100
Mar03 001020 93.38 93.38 93.37 93.37 +0.05 10 1,199 +10
Total Volume and Open Interest 14,454 380,775 +11,195
10-Year Aus T-Bonds(SFE)
Dec00 001020 93.87 93.96 93.86 93.95 +0.08 1,041 116,741 +2,492
Mar01 001020 93.93 93.93 93.93 93.93 +0.03      
Total Volume and Open Interest 1,041 116,741 +2,492
3-Year Aus T-Bonds(SFE)
Dec00 001020 93.97 94.02 93.96 94.02 +0.03 5,001 415,630 +18,501
Mar01 001020 93.99 93.99 93.99 93.99 +0.03      
Total Volume and Open Interest 5,001 415,630 +18,501
Gold(CMX)
Oct00 001020 271.2 271.2 271.2 271.2 +1.1 0 8 +0
Dec00 001020 273.1 273.5 272.1 273.3 +1.0 8,660 85,588 +329
Feb01 001020 275.7 276.2 275.4 276.0 +1.0 33 15,486 +17
Apr01 001020 277.5 278.5 277.5 278.5 +1.0 44 4,560 -7
Jun01 001020 280.9 281.3 280.9 281.0 +1.0 111 8,917 -12
Aug01 001020 282.9 283.3 282.9 283.3 +1.0 0 2,424 +0
Total Volume and Open Interest 15,066 87,361 -44,926
Silver(CMX)
Dec00 001020 487.0 489.0 484.5 486.5 unch 4,378 62,771 +602
Mar01 001020 494.0 495.0 492.0 493.4 unch 193 5,274 +37
May01 001020 498.0 498.0 497.0 497.2 unch 28 1,324 +14
Jul01 001020 503.0 503.0 500.4 500.4 unch 3 1,722 +4
Sep01 001020 503.5 503.5 503.5 503.5 unch 1 2,961 +0
Total Volume and Open Interest 4,701 79,010 +566
Platinum(NYM)
Oct00 001020 600.0 601.5 600.0 601.5 -1.4 17 115 -106
Jan01 001020 581.0 584.8 579.0 583.5 -1.4 1,415 8,224 +215
Apr01 001020 572.0 572.0 571.5 571.5 -3.4 11 17 +0
Total Volume and Open Interest 1,443 8,356 +104
Palladium(NYME)
Dec00 001020 755.00 760.00 754.00 760.00 -0.70 222 1,166 +65
Mar01 001020 760.00 760.00 760.00 760.00 -0.70 0 802 +0
Total Volume and Open Interest 222 1,968 +65
Copper(CMX)
Dec00 001020 87.00 87.55 86.10 86.20 -1.10 6,428 39,156 -19
Mar01 001020 87.30 87.60 86.45 86.45 -1.05 1,126 10,590 +356
May01 001020 87.25 87.50 86.35 86.35 -1.00 99 2,222 +20
Jul01 001020 87.15 87.35 86.10 86.10 -1.00 117 1,820 +23
Sep01 001020 87.10 87.20 85.85 85.85 -1.00 153 895 +52
Total Volume and Open Interest 9,030 72,604 +337
DJIA Index(CBOT)
Dec00 001020 10225 10340 10155 10322 +82 11,985 15,490 +139
Mar01 001020 10370 10454 10320 10454 +83 9 60 +7
Jun01 001020 10586 10586 10586 10586 +84 0 1 +0
Total Volume and Open Interest 11,994 15,557 +146
S & P 500(CME)
Dec00 001020 1395.50 1422.00 1394.90 1411.00 +9.90 69,331 409,280 -2,626
Mar01 001020 1416.50 1442.20 1416.50 1431.60 +10.20 105 6,555 -12
Jun01 001020 1448.10 1452.40 1448.10 1452.40 +10.50 34 2,361 +9
Sep01 001020 1480.20 1480.20 1473.20 1473.20 +10.80 4 288 -3
Total Volume and Open Interest 69,479 418,701 -2,628
S & P 500 E-Mini(Globex)
Dec00 001020 1402.00 1422.00 1394.50 1411.00 +10.00 88,966 52,836 -1,331
Mar01 001020 1431.50 1431.50 1431.50 1431.50 +11.50 6 13 +0
Total Volume and Open Interest 2,708    
NASDAQ 100(CME)
Dec00 001020 3420.00 3558.00 3415.00 3499.50 +54.50 24,947 36,675 -1,255
Mar01 001020 3554.50 3554.50 3554.50 3554.50 +54.50 8 54 +3
Jun01 001020 3602.50 3602.50 3602.50 3602.50 +54.50      
Total Volume and Open Interest 24,955 36,729 -1,252
NASDAQ 100 E-Mini(GLOBEX)
Dec00 001020 3437.0 3555.5 3412.0 3499.5 +52.5 65,554 38,470 +2,164
Mar01 001020 3554.5 3554.5 3475.0 3554.5 +65.5 1 7 +0
Total Volume and Open Interest 65,555 38,477 +2,164
NYSE Composite(NYBOT)
Dec00 001020 641.25 650.25 641.25 647.25 +3.50 429 1,270 -78
Mar01 001020 656.25 656.25 656.25 656.25 +3.50 0 212 +0
Jun01 001020 665.25 665.25 665.25 665.25 +3.50 0 102 +0
Total Volume and Open Interest 630 3,269 +29
S & P Midcap 400(CME)
Dec00 001020 513.00 521.75 513.00 520.25 +6.25 769 16,591 +43
Mar01 001020 526.25 526.25 526.25 526.25 +6.25 0 1 +0
Jun01 001020 533.25 533.25 533.25 533.25 +6.25 0 1 +0
Total Volume and Open Interest 769 16,593 +43
Russell 2000(CME)
Dec00 001020 484.00 494.50 484.00 492.00 +6.65 2,101 13,400 +613
Mar01 001020 499.50 499.50 499.50 499.50 +6.65      
Jun01 001020 507.05 507.05 507.05 507.05 +6.65      
Total Volume and Open Interest 2,101 13,400 +613
Value Line(KCBT)
Dec00 001020 1080.25 1097.00 1080.00 1091.00 +8.00 24 149 -10
Total Volume and Open Interest 24 149 -10
Nikkei 225(CME)
Dec00 001020 15190 15320 15130 15200 +100 1,940 15,351 +14
Mar01 001020 15230 15230 15230 15230 +150 0 20 +0
Total Volume and Open Interest 1,940 15,371 +14
Nikkei 225(SIMEX)
Dec00 001020 15170 15310 15080 15250 +415 18,414 87,437 -1,558
Mar01 001020 15270 15270 15270 15270 +415 3 3,622 +3
Jun01 001020 15250 15250 15250 15250 +410 0 405 +0
Total Volume and Open Interest 18,417 91,869 -1,555
CAC 40(MATIF)
Oct00 001020 6104.0 6193.0 6061.0 6142.0 +54.0 60,014 0 +0
Nov00 001020 6141.0 6208.0 6086.0 6167.5 +68.5 1,493 0 +0
Dec00 001020 6169.0 6230.0 6112.0 6191.5 +69.5 5,040 0 +0
Total Volume and Open Interest 2,408 25,012 -376
DAX Index(EUREX)
Dec00 001020 6676.0 6707.5 6583.5 6664.0 +24.0 44,809 159,683 +3,800
Mar01 001020 6789.5 6789.5 6678.0 6749.5 +25.0 413 3,872 +465
Jun01 001020 6817.0 6856.0 6748.0 6823.5 +26.0 168 3,525 +551
Total Volume and Open Interest 45,390 165,516 +3,252
FT-SE 100(LIFFE)
Dec00 001020 6296.00 6359.00 6253.00 6318.00 +53.00 30,410 225,368 +107
Mar01 001020 6377.00 6377.00 6370.00 6370.00 +53.00 21 5,610 +2
Jun01 001020 6440.00 6440.00 6440.00 6440.00 +53.00 0 3,734 +0
Total Volume and Open Interest 30,431 234,712 +109
SPI 200(SFE)
Dec00 001020 3275.0 3284.0 3258.0 3282.0 +53.0 9,456 118,984 +5,762
Mar01 001020 3289.0 3303.0 3282.0 3303.0 +52.0 21 1,559 +20
Jun01 001020 3331.0 3331.0 3331.0 3331.0 +52.0 0 174 +0
Total Volume and Open Interest 9,477 120,717 +5,782
GSCI(CME)
Nov00 001020 241.65 243.60 239.90 243.00 +3.30 1,058 35,020 -107
Dec00 001020 242.50 242.50 242.50 242.50 +2.20 2 31 +0
Jan01 001020 238.50 238.50 238.50 238.50 +1.00 0 2 +0
Total Volume and Open Interest 1,060 35,053 -107
Bridge CRB Index(NYBOT)
Nov00 001020 227.85 228.20 226.80 227.20 -1.30 38 605 +12
Jan01 001020 228.00 228.40 227.45 227.45 -1.05 8 681 +1
Feb01 001020 226.20 226.20 226.20 226.20 -0.80 0 351 +0
Total Volume and Open Interest 46 1,640 +13
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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