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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 Tue November 07, 2000
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Nov00 001107 473.25 475.50 471.50 475.00 +0.75 8,859 5,615 -1,715
Jan01 001107 482.50 486.50 482.50 485.75 +1.00 37,820 92,532 +1,445
Mar01 001107 493.00 496.25 492.25 495.75 +1.00 5,197 31,353 +321
May01 001107 500.00 504.00 499.50 503.50 +1.00 1,078 16,415 +192
Jul01 001107 509.50 512.00 508.00 511.50 +1.00 1,241 20,283 +405
Aug01 001107 510.00 512.00 510.00 512.00 +1.50 7 764 +0
Sep01 001107 509.50 511.00 509.50 511.00 unch 2 333 +1
Total Volume and Open Interest 54,299 173,522 +644
Soybean Meal(CBOT)
Dec00 001107 174.20 174.50 172.30 173.30 -1.30 20,918 51,756 +4,376
Jan01 001107 172.40 172.50 170.80 171.90 -0.80 7,032 27,547 +1,230
Mar01 001107 170.80 171.00 169.50 170.60 -0.90 4,783 16,338 +1,076
May01 001107 169.70 170.00 168.80 169.50 -1.00 3,287 10,018 +380
Jul01 001107 170.00 170.50 169.30 170.40 -0.50 1,071 6,745 -115
Aug01 001107 169.80 169.90 168.80 169.50 -0.60 90 1,673 +43
Sep01 001107 169.50 169.80 168.20 169.10 -0.50 64 1,145 +22
Oct01 001107 168.30 170.30 168.00 168.30 -1.20 26 443 +16
Total Volume and Open Interest 37,320 116,806 +7,045
Soybean Oil(CBOT)
Dec00 001107 15.12 15.24 15.09 15.20 +0.06 7,170 57,780 -836
Jan01 001107 15.41 15.54 15.39 15.49 +0.07 4,062 32,088 +378
Mar01 001107 15.82 15.93 15.79 15.88 +0.07 3,929 23,354 +343
May01 001107 16.22 16.28 16.19 16.27 +0.08 547 11,929 +22
Jul01 001107 16.62 16.70 16.57 16.65 +0.08 459 7,909 +6
Aug01 001107 16.80 16.88 16.75 16.76 +0.08 0 1,918 +1
Sep01 001107 17.00 17.06 16.91 16.91 unch 5 1,650 +6
Oct01 001107 17.20 17.20 17.03 17.03 +0.08 0 1,501 +0
Total Volume and Open Interest 16,397 144,431 +120
Canola(WCE)
Nov00 001107 253.3 253.7 252.5 253.5 +0.4 23 341 -842
Jan01 001107 258.5 260.0 257.9 259.7 +0.7 3,479 41,661 +1,155
Mar01 001107 264.7 265.7 263.7 265.5 +0.8 1,401 19,280 +816
May01 001107 270.3 270.8 269.5 270.6 +0.3 40 2,300 +35
Jul01 001107 275.3 276.5 275.0 276.3 +0.2 0 2,332 +0
Total Volume and Open Interest 4,943 66,630 +1,164
Corn(CBOT)
Nov00 001107 210.25 211.50 210.25 211.25 +1.75 58 179 -42
Dec00 001107 213.25 215.00 212.25 214.75 +1.25 50,512 197,766 -4,206
Jan01 001107 218.00 219.00 216.50 218.75 +1.25 163 976 -40
Mar01 001107 225.25 227.00 224.00 226.75 +1.50 23,487 146,989 +7,263
May01 001107 232.50 234.00 231.25 233.75 +1.25 2,199 38,375 +314
Jul01 001107 239.00 241.50 238.25 241.00 +1.25 2,876 46,211 +434
Total Volume and Open Interest 80,916 460,645 +4,479
Wheat(CBOT)
Dec00 001107 261.50 263.25 260.50 262.25 -0.50 13,101 86,527 -887
Mar01 001107 279.00 281.00 278.00 280.50 unch 3,894 42,937 +81
May01 001107 290.00 290.75 288.75 290.25 -0.50 166 2,653 -48
Jul01 001107 299.50 300.50 298.00 300.00 -0.25 614 19,181 -243
Sep01 001107 307.00 308.25 307.00 308.25 -0.75 7 909 +5
Total Volume and Open Interest 17,798 154,698 -1,091
Wheat(KCBT)
Dec00 001107 315.50 316.50 314.50 315.50 -1.75 5,118 44,176 -1,338
Mar01 001107 330.50 331.25 329.50 330.50 -1.50 2,745 31,440 +678
May01 001107 339.00 340.00 337.50 339.00 -1.50 185 2,567 +6
Jul01 001107 346.00 346.00 344.00 345.50 -1.25 705 9,394 +36
Sep01 001107 351.50 352.00 350.00 352.00 -1.00 7 272 +2
Total Volume and Open Interest 8,762 87,943 -616
Wheat(MGE)
Dec00 001107 323.50 324.75 322.75 323.75 -0.50 2,352 14,839 -254
Mar01 001107 338.00 339.50 337.50 338.25 -0.75 801 7,173 -38
May01 001107 346.50 347.75 346.25 346.75 -1.00 154 1,388 -50
Jul01 001107 354.00 354.50 354.00 354.50 -0.75 6 625 +0
Sep01 001107 360.00 361.00 360.00 361.00 -1.00 0 381 +0
Total Volume and Open Interest 3,316 24,598 -339
Oats(CBOT)
Dec00 001107 108.50 110.00 108.50 109.50 +0.50 301 9,272 -52
Mar01 001107 117.50 118.75 117.25 118.25 +0.25 333 3,710 +101
May01 001107 123.00 123.50 123.00 123.25 unch 25 249 +8
Jul01 001107 127.75 127.75 127.25 127.25 -0.75 1 185 +1
Total Volume and Open Interest 705 13,974 +91
Rough Rice(CBOT)
Nov00 001107 6.16 6.17 6.16 6.17 -0.05 5 14 -15
Jan01 001107 6.41 6.47 6.40 6.45 +0.01 241 3,848 -30
Mar01 001107 6.62 6.66 6.62 6.66 unch 62 1,218 +0
May01 001107 6.83 6.86 6.83 6.86 -0.01 8 540 +2
Total Volume and Open Interest 466 5,950 +82
Live Cattle(CME)
Dec00 001107 73.250 73.325 72.325 72.350 -0.700 16,571 60,061 -570
Feb01 001107 74.700 74.750 73.950 74.050 -0.475 7,833 35,225 +3,061
Apr01 001107 75.150 75.200 74.650 74.800 -0.275 2,758 20,807 +1,084
Jun01 001107 72.000 72.000 71.600 71.625 -0.275 1,370 7,270 +336
Aug01 001107 72.075 72.200 71.700 71.725 -0.250 866 5,607 +513
Oct01 001107 73.825 73.825 73.400 73.475 -0.275 85 961 -47
Total Volume and Open Interest 29,514 129,996 +4,395
Feeder Cattle(CME)
Nov00 001107 88.675 88.700 87.900 87.950 -0.650 494 2,842 -265
Jan01 001107 89.000 89.150 88.300 88.350 -0.550 973 7,398 +80
Mar01 001107 88.300 88.400 87.750 87.950 -0.350 138 3,346 -12
Apr01 001107 88.100 88.250 87.550 87.550 -0.650 49 1,234 +13
May01 001107 87.725 87.750 87.100 87.100 -0.650 81 1,284 +10
Aug01 001107 87.550 87.600 87.250 87.275 -0.375 15 451 +6
Sep01 001107 87.300 87.300 87.050 87.050 -0.550 16 76 +10
Total Volume and Open Interest 1,773 16,658 -154
Lean Hogs(CME)
Dec00 001107 53.325 53.325 52.250 52.300 -1.025 4,868 20,001 -534
Feb01 001107 55.700 55.725 55.200 55.350 -0.450 3,263 9,877 +715
Apr01 001107 54.400 54.850 54.200 54.450 -0.125 825 3,575 -77
Jun01 001107 61.000 61.300 60.800 61.100 unch 201 1,580 +52
Jul01 001107 59.200 59.350 58.950 59.150 -0.025 48 400 +11
Aug01 001107 56.650 57.100 56.650 56.950 -0.025 34 350 +17
Oct01 001107 48.975 48.975 48.950 48.975 unch 57 381 +2
Dec01 001107 46.250 46.250 46.050 46.050 -0.200 3 302 +2
Total Volume and Open Interest 9,299 36,466 +188
Pork Bellies(CME)
Feb01 001107 63.700 64.400 62.900 63.550 -0.225 1,016 2,195 +37
Mar01 001107 63.300 64.400 63.050 63.700 +0.050 41 95 -8
May01 001107 63.950 64.750 63.850 63.850 -0.350 10 56 -2
Jul01 001107 65.600 65.600 64.750 64.775 -0.225 7 31 -1
Aug01 001107 63.750 64.950 63.750 64.950 +0.950 7 5 -2
Total Volume and Open Interest 1,081 2,382 +24
Cocoa(NYBOT)
Dec00 001107 740 748 739 746 +3 6,507 29,482 -2,143
Mar01 001107 776 782 773 781 +3 4,137 30,671 +1,384
May01 001107 796 803 795 802 +2 787 16,243 +264
Jul01 001107 818 823 818 822 +1 446 12,553 -30
Sep01 001107 840 847 840 845 +1 306 10,721 +202
Dec01 001107 875 882 875 878 +2 269 12,666 +197
Mar02 001107 914 914 911 911 +2 0 10,143 +0
Total Volume and Open Interest 12,472 141,876 -126
Coffee "C"(NYBOT)
Dec00 001107 74.00 74.70 74.00 74.60 -0.10 3,594 22,896 -445
Mar01 001107 79.50 79.90 79.45 79.75 -0.15 1,898 13,273 +476
May01 001107 82.80 83.00 82.75 83.00 -0.25 247 2,954 -88
Jul01 001107 85.90 86.15 85.75 86.15 -0.20 63 1,873 -25
Sep01 001107 89.00 89.15 88.80 89.15 -0.20 19 2,505 -36
Dec01 001107 92.90 93.25 92.90 93.25 -0.20 7 714 +1
Total Volume and Open Interest 5,828 44,228 -117
Orange Juice(NYBOT)
Nov00 001107 69.50 71.50 69.50 71.50 +2.55 112 320 -197
Jan01 001107 73.75 76.00 73.70 75.60 +2.20 1,470 18,733 +60
Mar01 001107 77.00 78.95 77.00 78.50 +1.80 250 8,803 +128
May01 001107 79.50 80.70 79.20 80.30 +1.40 247 1,375 +77
Jul01 001107 81.00 82.25 81.00 82.25 +1.75 137 740 +42
Total Volume and Open Interest 2,272 30,512 +131
Sugar #11(NYBOT)
Mar01 001107 9.50 9.67 9.43 9.53 -0.03 9,362 81,525 -599
May01 001107 9.02 9.18 9.01 9.06 -0.05 1,150 19,142 +174
Jul01 001107 8.41 8.52 8.38 8.43 -0.08 698 23,308 +179
Oct01 001107 8.13 8.22 8.11 8.12 -0.10 640 17,858 +339
Mar02 001107 8.14 8.20 8.09 8.09 -0.10 216 6,898 -58
Total Volume and Open Interest 12,276 150,108 +64
London Cocoa(LCE)
Dec00 001107 582 584 577 584 +2 5,998 39,790 -2,831
Mar01 001107 601 604 597 603 unch 2,140 50,090 -2,199
May01 001107 619 621 615 621 unch 135 28,750 -12
Jul01 001107 632 636 631 636 unch 285 12,396 +134
Sep01 001107 644 649 644 649 unch 3,360 20,535 -168
Dec01 001107 676 678 673 678 -1 2,139 7,203 +1,751
Mar02 001107 700 702 698 702 -1 4,382 16,693 +1,048
Total Volume and Open Interest 18,439 190,023 -2,277
London Coffee(LCE)
Nov00 001107 690.00 690.00 680.00 681.00 -13.00 257 2,726 -180
Jan01 001107 701.00 703.00 692.00 694.00 -9.00 3,214 29,311 -311
Mar01 001107 725.00 725.00 717.00 718.00 -8.00 1,377 9,328 +220
May01 001107 750.00 750.00 739.00 742.00 -8.00 515 5,695 +285
Jul01 001107 770.00 770.00 760.00 766.00 -8.00 6 2,454 +4
Sep01 001107 790.00 792.00 790.00 790.00 -8.00 508 1,277 +459
Total Volume and Open Interest 5,877 51,982 +477
London Sugar(LCE)
Dec00 001107 246.90 247.50 245.20 245.20 -2.10 1,188 6,562 -482
Mar01 001107 245.40 245.80 243.00 243.60 -1.90 1,265 20,660 +52
May01 001107 241.20 241.20 239.50 240.10 -1.60 643 3,950 -155
Aug01 001107 237.50 237.50 235.20 236.00 -1.50 210 6,280 +210
Oct01 001107 232.00 232.00 230.00 230.10 -1.90 210 2,268 +149
Total Volume and Open Interest 3,516 40,148 -226
Cotton(NYBOT)
Dec00 001107 65.35 65.90 65.00 65.89 +0.53 11,971 23,887 -1,150
Mar01 001107 67.60 68.35 67.40 68.29 +0.61 5,903 20,221 +1,859
May01 001107 68.20 69.00 68.00 68.96 +0.58 742 10,129 +19
Jul01 001107 69.00 69.38 68.85 69.38 +0.55 224 5,337 +47
Oct01 001107 64.50 64.80 64.50 64.80 +0.40 10 634 +5
Dec01 001107 64.30 65.00 64.30 65.00 +0.45 259 5,398 +48
Total Volume and Open Interest 19,131 65,753 +843
Lumber(CME)
Nov00 001107 209.0 215.0 208.5 214.1 +6.7 201 1,298 -15
Jan01 001107 224.0 231.9 224.0 231.0 +7.8 342 2,189 +69
Mar01 001107 236.5 241.6 236.5 241.4 +6.9 77 786 +14
May01 001107 243.5 246.4 243.5 246.2 +3.3 21 133 +7
Total Volume and Open Interest 648 4,470 +79
Crude Oil(NYM)
Dec00 001107 33.05 33.49 32.99 33.40 +0.54 63,791 113,232 -8,098
Jan01 001107 32.00 32.35 31.90 32.29 +0.60 35,704 75,432 +2,259
Feb01 001107 31.10 31.40 31.02 31.34 +0.50 4,728 26,113 -329
Mar01 001107 30.38 30.66 30.38 30.66 +0.45 1,893 18,951 +701
Apr01 001107 29.93 30.13 29.90 30.13 +0.42 1,153 16,120 -426
May01 001107 29.45 29.65 29.35 29.65 +0.40 1,248 11,785 -663
Jun01 001107 29.03 29.17 28.90 29.17 +0.37 1,591 27,464 -599
Jul01 001107 28.58 28.70 28.50 28.70 +0.35 362 12,292 +33
Aug01 001107 28.15 28.24 28.00 28.24 +0.33 639 10,830 +229
Sep01 001107 27.68 27.79 27.60 27.79 +0.31 2,388 17,659 +748
Total Volume and Open Interest 117,218 471,767 -5,517
Heating Oil(NYM)
Dec00 001107 92.40 95.20 92.25 94.93 +3.24 18,088 47,420 -582
Jan01 001107 91.70 94.10 91.60 93.94 +2.91 8,064 37,178 +223
Feb01 001107 90.20 91.69 90.20 91.69 +2.36 2,694 23,078 -79
Mar01 001107 86.50 87.69 86.40 87.69 +1.91 1,001 14,245 -200
Apr01 001107 82.45 83.59 82.45 83.59 +1.66 1,377 8,857 -186
May01 001107 78.75 79.84 78.75 79.84 +1.51 558 5,502 -27
Jun01 001107 77.10 77.59 76.75 77.59 +1.36 985 6,342 -279
Jul01 001107 76.10 76.54 76.10 76.54 +1.31 60 2,108 +52
Aug01 001107 75.60 76.34 75.60 76.34 +1.26 22 3,581 +20
Sep01 001107 76.00 76.69 76.00 76.69 +1.21 195 1,238 -2
Total Volume and Open Interest 33,208 156,072 -986
Unleaded Gas(NYM)
Dec00 001107 89.30 90.00 88.60 89.10 +0.88 16,184 33,019 -713
Jan01 001107 85.90 86.70 85.50 86.11 +0.99 7,350 12,903 -91
Feb01 001107 85.00 85.50 84.85 85.25 +0.98 812 7,939 +64
Mar01 001107 85.25 85.40 84.85 85.40 +0.93 385 7,546 +104
Apr01 001107 89.60 89.80 89.40 89.75 +0.88 823 5,208 -44
May01 001107 88.90 89.00 88.90 89.00 +0.83 491 4,889 +241
Jun01 001107 87.60 87.60 87.60 87.60 +0.83 225 2,557 +172
Jul01 001107 85.80 85.80 85.80 85.80 +0.83 20 1,282 +0
Total Volume and Open Interest 27,011 82,859 +326
Natural Gas(NYM)
Dec00 001107 5.010 5.100 4.980 5.081 +0.232 30,905 47,085 +1,287
Jan01 001107 5.070 5.150 5.045 5.140 +0.236 6,499 35,117 -452
Feb01 001107 4.910 4.970 4.880 4.965 +0.221 2,668 28,119 +559
Mar01 001107 4.710 4.770 4.690 4.762 +0.208 1,796 29,189 -33
Apr01 001107 4.520 4.560 4.480 4.547 +0.193 1,326 20,604 -28
May01 001107 4.400 4.470 4.400 4.460 +0.181 383 19,251 +69
Jun01 001107 4.330 4.460 4.330 4.450 +0.181 416 20,771 -202
Jul01 001107 4.330 4.450 4.330 4.450 +0.181 156 10,988 -21
Total Volume and Open Interest 48,912 384,970 +2,453
Brent Crude Oil(IPE)
Dec00 001107 31.27 31.70 31.12 31.68 +0.39 24,201 48,172 -1,213
Jan01 001107 30.51 30.93 30.40 30.87 +0.33 16,218 66,928 +2,994
Feb01 001107 29.82 30.23 29.82 30.22 +0.33 5,207 26,857 +2,181
Mar01 001107 29.08 29.44 29.08 29.44 +0.25 3,720 25,299 +1,759
Apr01 001107 28.55 28.75 28.48 28.75 +0.19 1,250 20,722 +670
May01 001107 28.08 28.26 28.05 28.26 +0.16 557 5,589 +163
Jun01 001107 27.63 27.80 27.58 27.80 +0.11 709 16,240 +275
Jul01 001107 27.25 27.39 27.22 27.39 +0.08 500 4,814 +100
Total Volume and Open Interest 54,138 258,197 +8,467
Gas Oil(IPE)
Nov00 001107 279.75 286.00 275.00 285.50 +8.50 13,254 21,770 -2,010
Dec00 001107 274.75 281.00 270.00 281.00 +8.75 12,489 34,019 +1,986
Jan01 001107 267.50 276.25 265.75 276.00 +8.50 3,476 18,860 +1,104
Feb01 001107 262.00 269.50 262.00 269.50 +7.75 544 5,303 +184
Mar01 001107 254.25 260.50 254.00 260.50 +7.25 209 5,787 -1
Apr01 001107 247.50 251.75 247.50 251.75 +6.50 211 5,554 +11
May01 001107 244.00 245.25 244.00 245.25 +6.25 1 986 +0
Jun01 001107 236.00 240.25 236.00 240.25 +5.50 804 11,451 +17
Total Volume and Open Interest 31,138 111,179 +1,291
US Dollar Index(NYBOT)
Dec00 001107 115.40 115.87 115.12 115.46 -0.16 649 4,025 +58
Mar01 001107 115.23 115.51 115.23 115.30 -0.16 662 6,079 +50
Jun01 001107 115.14 115.14 115.14 115.14 -0.16 662 6,079 +50
Total Volume and Open Interest 662 6,079 +50
Australian Dollar(IMM)
Dec00 001107 52.74 53.00 52.58 52.97 +0.22 1,292 22,125 -19
Mar01 001107 52.90 53.02 52.70 53.02 +0.22 52 2,226 +49
Jun01 001107 53.07 53.07 53.07 53.07 +0.22 0 6 +0
Total Volume and Open Interest 1,344 24,357 +30
British Pound(IMM)
Dec00 001107 142.90 143.64 142.68 143.56 +0.54 9,048 34,460 +3,418
Mar01 001107 143.40 144.00 142.80 143.82 +0.54 9 103 +2
Jun01 001107 143.70 144.10 143.20 144.08 +0.54 0 3 +0
Total Volume and Open Interest 9,057 34,566 +3,420
Canadian Dollar(IMM)
Dec00 001107 65.46 65.48 65.31 65.33 -0.08 2,904 72,709 -1,058
Mar01 001107 65.56 65.62 65.46 65.47 -0.08 223 2,882 +29
Jun01 001107 65.72 65.72 65.56 65.58 -0.08 77 1,588 +27
Sep01 001107 65.82 65.82 65.68 65.68 -0.08 10 606 +5
Total Volume and Open Interest 3,214 78,075 -997
Japanese Yen(IMM)
Dec00 001107 93.82 94.16 93.78 94.05 +0.27 8,399 59,344 -845
Mar01 001107 95.22 95.55 95.22 95.49 +0.27 42 293 +5
Jun01 001107 96.90 96.90 96.90 96.90 +0.27 0 8 +0
Total Volume and Open Interest 8,441 59,786 -840
Swiss Franc(IMM)
Dec00 001107 56.65 56.89 56.57 56.82 +0.06 7,215 49,019 +1,087
Mar01 001107 57.06 57.27 57.05 57.25 +0.06 111 146 +52
Jun01 001107 57.66 57.66 57.66 57.66 +0.06 0 10 +0
Total Volume and Open Interest 7,326 49,175 +1,139
EuroFX(IMM)
Dec00 001107 86.03 86.46 85.92 86.30 +0.08 12,419 73,830 +622
Mar01 001107 86.36 86.75 86.35 86.62 +0.08 148 1,194 -11
Total Volume and Open Interest 12,567 75,024 +611
Mexican Peso(IMM)
Dec00 001107 10160.0 10280.0 10150.0 10273.0 +43.0 5,180 9,928 -193
Mar01 001107 9983.0 9983.0 9870.0 9983.0 +43.0 0 3,624 +0
Total Volume and Open Interest 5,551 14,658 -182
30-Year T-Bonds(CBOT)
Dec00 001107 98~28 99~01 98~15 98~25 unch 179,131 404,480 -2,475
Mar01 001107 98~28 99~01 98~15 98~25 unch 5,122 19,851 +2,796
Jun01 001107 98~21 98~21 98~21 98~21 unch 0 156 +0
Total Volume and Open Interest 184,255 424,571 +271
Municipal Bonds(CBOT)
Dec00 001107 98~30 99~07 98~29 99~02 +0~02 1,333 19,880 +238
Mar01 001107 98~17 98~17 98~08 98~10 -0~07 8 8  
Total Volume and Open Interest 1,341 19,888  
10-Year T-Notes(CBOT)
Dec00 001107 100~050 100~110 99~315 100~050 unch 169,371 563,809 +3,848
Mar01 001107 100~040 100~115 100~005 100~060 +0~005 2,435 28,162 +333
Total Volume and Open Interest 171,806 591,972 +4,181
5-Year T-Notes(CBOT)
Dec00 001107 100~105 100~165 100~085 100~115 unch 52,739 368,190 +3,296
Mar01 001107 100~125 100~125 100~125 100~125 -0~005 2,612 11,654 +833
Total Volume and Open Interest 55,351 379,844 +4,129
2 Year T-Notes(CBOT)
Dec00 001107 99~124 100~008 99~120 99~125 unch 2,111 54,676 -599
Total Volume and Open Interest 2,111 54,676 -599
3-Mth T-Bills(IMM)
Dec00 001107 93.78 93.79 93.78 93.79 +0.01 40 1,352 +17
Total Volume and Open Interest 40 1,379 +17
Eurodollars(IMM)
Dec00 001107 93.280 93.285 93.270 93.275 -0.005 33,750 521,398 -2,185
Mar01 001107 93.425 93.455 93.420 93.430 unch 73,163 510,641 -1,529
Jun01 001107 93.540 93.565 93.525 93.540 -0.005 59,057 366,146 +4,095
Sep01 001107 93.585 93.610 93.575 93.590 unch 60,230 380,585 +6,227
Dec01 001107 93.500 93.530 93.490 93.500 unch 36,343 252,792 +363
Mar02 001107 93.535 93.565 93.530 93.545 unch 17,147 210,426 +339
Jun02 001107 93.475 93.510 93.470 93.485 unch 13,270 143,581 -115
Sep02 001107 93.430 93.455 93.425 93.440 unch 13,856 109,487 +1,983
Dec02 001107 93.305 93.335 93.305 93.320 unch 5,505 84,155 -471
Mar03 001107 93.345 93.350 93.325 93.340 unch 5,374 75,709 -44
Jun03 001107 93.300 93.305 93.275 93.295 unch 4,937 56,328 +75
Sep03 001107 93.250 93.270 93.250 93.260 unch 5,159 56,351 -18
Total Volume and Open Interest 352,201 3,152,862 +11,554
3-Mth Euro-Yen(IMM)
Dec00 001107 99.46 99.46 99.46 99.46 -0.01 327 12,879 +16
Mar01 001107 99.50 99.50 99.50 99.50 -0.01 591 23,975 +304
Jun01 001107 99.47 99.47 99.46 99.46 -0.01 157 9,633 +41
Sep01 001107 99.40 99.40 99.40 99.40 -0.02 227 12,031 +63
Dec01 001107 99.30 99.31 99.30 99.30 -0.02 622 6,156 +352
Mar02 001107 99.27 99.27 99.26 99.26 -0.02 1 3,389 -1
Jun02 001107 99.20 99.20 99.18 99.20 -0.01 0 773 +0
Sep02 001107 99.08 99.08 99.07 99.08 -0.01 0 207 +0
Dec02 001107 98.88 98.88 98.88 98.88 unch 0 30 +0
Mar03 001107 98.82 98.82 98.82 98.82 unch      
Total Volume and Open Interest 1,925 69,073 +775
3-Mth Euro-Yen(SIMEX)
Dec00 001107 99.47 99.47 99.46 99.46 -0.01 917 97,606 +0
Mar01 001107 99.51 99.51 99.50 99.50 -0.02 1,846 100,394 +0
Jun01 001107 99.47 99.47 99.46 99.47 -0.01 244 83,645 +0
Sep01 001107 99.41 99.41 99.40 99.40 -0.02 245 64,425 +0
Dec01 001107 99.32 99.32 99.31 99.31 -0.01 2 21,492 +0
Mar02 001107 99.28 99.28 99.27 99.27 -0.02 0 14,771 +0
Jun02 001107 99.21 99.21 99.18 99.18 -0.03 0 7,561 +0
Sep02 001107 99.07 99.07 99.06 99.06 -0.01 0 5,111 +0
Total Volume and Open Interest 3,254 404,063 +0
German Euro-Bund(EUREX)
Dec00 001107 105.47 105.50 105.21 105.24 -0.18 286,423 665,451 +35,985
Mar01 001107 105.52 105.56 105.33 105.33 -0.17 993 24,165 +1,041
Jun01 001107 105.09 105.09 105.09 105.09 -0.18 0 1,989 -2,074
Total Volume and Open Interest 287,416 691,605 +34,952
German Euro-Bobl(EUREX)
Dec00 001107 103.63 103.67 103.49 103.50 -0.12 132,454 363,991 +3,718
Mar01 001107 103.36 103.38 103.24 103.24 -0.12 1,087 8,953 +1,070
Jun01 001107 103.18 103.18 103.18 103.18 -0.12 0 1,011 +0
Total Volume and Open Interest 133,541 373,955 +4,788
Long Gilt(LIFFE)
Dec00 001107 113~25 113~28 113~12 113~15 -0~07 12,564 71,711 +1,074
Mar01 001107 113~07 113~07 113~05 113~05 -0~07 350 532 +350
Total Volume and Open Interest 12,914 72,243 +1,424
3-Mth Short Sterling(LIFFE)
Dec00 001107 93.88 93.92 93.88 93.90 +0.02 13,754 166,318 +659
Mar01 001107 93.94 93.97 93.93 93.95 +0.02 18,190 200,421 -865
Jun01 001107 93.96 93.99 93.94 93.96 +0.01 11,332 105,885 +1,077
Total Volume and Open Interest 71,971 782,697 +3,898
3-Mth Euribor(LIFFE)
Dec00 001107 94.820 94.820 94.805 94.805 -0.005 36,342 329,930 -7,287
Mar01 001107 94.840 94.850 94.820 94.830 unch 39,670 286,265 -1,076
Jun01 001107 94.870 94.875 94.845 94.850 -0.010 22,911 201,611 -3,117
Total Volume and Open Interest 136,813 1,397,741 -15,837
3-Mth Aus T-Bills(SFE)
Dec00 001107 93.57 93.59 93.57 93.59 +0.01 5,642 191,004 -92
Mar01 001107 93.59 93.61 93.58 93.61 +0.02 4,506 77,606 -1,189
Jun01 001107 93.60 93.64 93.60 93.64 +0.02 874 35,963 +159
Sep01 001107 93.63 93.66 93.63 93.64 +0.01 112 21,605 -134
Dec01 001107 93.61 93.61 93.60 93.60 +0.01 185 11,542 +55
Mar02 001107 93.56 93.56 93.56 93.56 +0.03 240 7,349 +22
Jun02 001107 93.50 93.50 93.50 93.50 +0.03 65 5,313 +40
Sep02 001107 93.44 93.44 93.44 93.44 +0.02 60 3,772 +45
Dec02 001107 93.41 93.41 93.41 93.41 +0.02 1 1,998 +1
Mar03 001107 93.37 93.37 93.37 93.37 unch 14 1,223 +13
Total Volume and Open Interest 11,749 360,680 -1,090
10-Year Aus T-Bonds(SFE)
Dec00 001107 93.79 93.82 93.79 93.81 0.00 11,912 140,328 +7,268
Mar01 001107 93.82 93.82 93.82 93.82 -0.01      
Total Volume and Open Interest 11,912 140,328 +7,268
3-Year Aus T-Bonds(SFE)
Dec00 001107 93.94 93.97 93.94 93.96 +0.01 1,775 0 -341,107
Mar01 001107 93.93 93.93 93.93 93.93 +0.01      
Total Volume and Open Interest 1,775 302,271 -38,836
Gold(CMX)
Dec00 001107 267.5 268.0 265.1 265.4 -0.6 16,121 84,220 -1,616
Feb01 001107 269.9 270.3 267.6 268.0 -0.5 4,416 21,896 +1,750
Apr01 001107 272.0 272.0 270.6 270.6 -0.5 29 4,374 +1
Jun01 001107 273.5 273.8 273.1 273.1 -0.5 243 9,157 +152
Aug01 001107 275.4 275.4 275.4 275.4 -0.5 0 2,454 +0
Oct01 001107 277.7 277.7 277.7 277.7 -0.5 1 802 +1
Total Volume and Open Interest 21,393 138,305 +434
Silver(CMX)
Dec00 001107 479.0 479.0 474.0 474.5 -4.0 3,695 62,397 -415
Mar01 001107 486.0 486.0 481.3 481.3 -4.0 527 11,708 -60
May01 001107 489.0 489.0 485.5 485.5 -3.9 47 1,392 +0
Jul01 001107 494.0 494.0 489.0 489.3 -3.9 2 1,796 +2
Sep01 001107 497.0 497.0 493.0 493.0 -3.9 0 2,961 +0
Total Volume and Open Interest 4,342 85,960 -433
Platinum(NYM)
Jan01 001107 584.6 595.0 584.0 592.7 +8.1 391 7,731 -19
Apr01 001107 579.0 579.7 579.0 579.7 +8.1 0 209 +0
Total Volume and Open Interest 391 7,945 -19
Palladium(NYME)
Dec00 001107 780.00 781.00 778.00 780.75 +3.25 41 943 -4
Mar01 001107 777.00 780.05 777.00 780.05 +3.05 4 822 -4
Jun01 001107 775.05 775.05 775.05 775.05 +3.05 0 135 +0
Total Volume and Open Interest 45 1,900 -8
Copper(CMX)
Dec00 001107 83.20 83.60 82.75 83.05 +0.30 6,433 36,414 +1,110
Mar01 001107 83.80 84.30 83.65 83.85 +0.40 1,747 14,783 +705
May01 001107 83.85 83.85 83.35 83.60 +0.35 46 2,827 +20
Jul01 001107 83.60 83.60 83.45 83.45 +0.35 83 2,263 +20
Sep01 001107 83.50 83.50 83.35 83.35 +0.35 149 1,307 +112
Total Volume and Open Interest 8,794 73,087 +1,856
DJIA Index(CBOT)
Dec00 001107 11040 11055 10980 11033 -32 12,144 18,372 +206
Mar01 001107 11170 11195 11135 11180 -29 39 87 +8
Jun01 001107 11326 11326 11326 11326 -26 0 7 +0
Total Volume and Open Interest 12,183 18,473 +214
S & P 500(CME)
Dec00 001107 1440.50 1445.50 1432.00 1444.00 -2.50 37,939 421,421 -1,828
Mar01 001107 1461.50 1466.00 1454.00 1465.30 -2.40 423 9,426 +140
Jun01 001107 1486.80 1486.80 1477.20 1486.80 -2.40 45 2,577 +20
Sep01 001107 1509.30 1509.30 1499.20 1509.30 -1.90 3 282 -2
Total Volume and Open Interest 38,418 434,011 -1,668
S & P 500 E-Mini(Globex)
Dec00 001107 1444.50 1446.00 1432.00 1444.00 -2.50 57,591 54,685 +988
Mar01 001107 1446.50 1465.25 1446.50 1465.25 -2.50 10 19 +1
Total Volume and Open Interest 57,601 54,704 +989
NASDAQ 100(CME)
Dec00 001107 3286.00 3330.00 3238.00 3314.00 -17.00 11,229 39,430 -467
Mar01 001107 3368.50 3368.50 3368.50 3368.50 -17.00 100 54 +0
Jun01 001107 3416.50 3416.50 3416.50 3416.50 -17.00      
Total Volume and Open Interest 11,329 39,484 -467
NASDAQ 100 E-Mini(GLOBEX)
Dec00 001107 3336.5 3342.5 3238.5 3314.0 -17.0 42,959 48,093 +1,167
Mar01 001107 3368.5 3368.5 3325.0 3368.5 -17.0 0 6 +0
Total Volume and Open Interest 42,959 48,099 +1,167
NYSE Composite(NYBOT)
Dec00 001107 669.00 670.00 666.75 669.00 -1.25      
Mar01 001107 678.00 678.00 678.00 678.00 -1.25      
Jun01 001107 687.00 687.00 687.00 687.00 -1.25      
Total Volume and Open Interest      
S & P Midcap 400(CME)
Dec00 001107 532.00 532.00 526.50 530.90 -2.20 1,580 16,968 -168
Mar01 001107 538.15 538.15 538.00 538.15 -2.20 0 1 +0
Jun01 001107 545.15 545.15 545.00 545.15 -2.20 0 1 +0
Total Volume and Open Interest 1,580 16,970 -168
Russell 2000(CME)
Dec00 001107 505.50 510.90 503.70 510.70 +2.35 3,514 14,694 +72
Mar01 001107 518.20 518.20 518.20 518.20 +2.35      
Jun01 001107 525.75 525.75 525.75 525.75 +2.35      
Total Volume and Open Interest 3,514 14,694 +72
Value Line(KCBT)
Dec00 001107 1145.75 1150.00 1141.00 1148.00 +0.50 26 219 +5
Total Volume and Open Interest 26 221 +4
Nikkei 225(CME)
Dec00 001107 15310 15390 15230 15280 -80 1,214 15,919 -141
Mar01 001107 0 0 0 0 -15400 3 28 +2
Total Volume and Open Interest 1,217 15,947 -139
Nikkei 225(SIMEX)
Dec00 001107 15325 15440 15260 15285 -100 29,433 89,621 +89,621
Mar01 001107 15305 15305 15305 15305 -100 10 4,947 +4,947
Jun01 001107 15285 15285 15285 15285 -100 0 405 +405
Total Volume and Open Interest 29,443 95,378 -14,849
CAC 40(MATIF)
Nov00 001107 6390.0 6435.0 6352.0 6430.0 +58.0 37,102 201,167 +10,671
Dec00 001107 6394.0 6454.0 6384.0 6454.0 +43.0 927 174,867 +733
Total Volume and Open Interest 38,133 396,725 +11,393
DAX Index(EUREX)
Dec00 001107 7178.0 7178.0 7067.5 7117.5 -59.5 27,137 161,450 +983
Mar01 001107 7240.0 7240.0 7181.0 7208.0 -61.0 155 5,899 +138
Jun01 001107 7285.5 7286.5 7260.0 7286.5 -60.0 0 7,548 +149
Total Volume and Open Interest 27,292 174,897 +1,270
FT-SE 100(LIFFE)
Dec00 001107 6467.50 6504.00 6431.50 6500.00 +30.00 18,929 227,878 +1,356
Mar01 001107 6519.00 6554.00 6516.00 6554.00 +30.00 350 13,751 +0
Jun01 001107 6593.00 6625.50 6592.50 6625.50 +29.50 250 6,036 -100
Total Volume and Open Interest 19,529 247,665 +1,256
SPI 200(SFE)
Dec00 001107 3370.0 3414.0 3365.0 3403.0 +40.0 13,973 0 -116,403
Mar01 001107 3400.0 3430.0 3400.0 3425.0 +40.0 79 0 -2,575
Jun01 001107 3453.0 3453.0 3453.0 3453.0 +40.0      
Total Volume and Open Interest 14,052 127,303 +8,151
GSCI(CME)
Nov00 001107 241.05 243.95 241.00 243.70 +4.15 81 35,564 -21
Dec00 001107 240.00 243.00 240.00 242.70 +4.05 1 29 +1
Jan01 001107 238.00 238.00 238.00 238.00 +3.60      
Total Volume and Open Interest 82 35,593 -20
Bridge CRB Index(NYBOT)
Jan01 001107 224.20 225.30 224.20 225.00 +1.20 64 648 +15
Feb01 001107 223.90 223.90 223.50 223.50 +1.20 0 502 +0
Apr01 001107 222.00 222.00 222.00 222.00 +1.20 0 154 +0
Total Volume and Open Interest 93 1,670 +9
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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