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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 November 10, 2000
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Nov00 001110 466.00 469.50 462.00 463.25 -4.00 4,692 3,388 -726
Jan01 001110 475.00 479.25 471.00 472.50 -4.25 37,359 87,125 -2,205
Mar01 001110 485.00 488.75 480.00 481.50 -5.00 3,064 31,368 -3
May01 001110 492.50 496.50 488.25 489.25 -5.25 2,007 16,929 +634
Jul01 001110 502.00 504.00 495.50 496.75 -5.75 1,074 20,421 -32
Aug01 001110 503.50 504.00 497.00 498.50 -5.00 113 851 +84
Sep01 001110 502.00 502.00 500.00 500.00 -4.50 3 351 +1
Total Volume and Open Interest 48,479 167,051 -2,122
Soybean Meal(CBOT)
Dec00 001110 167.70 168.50 164.80 165.30 -2.70 21,797 46,538 -3,019
Jan01 001110 167.00 167.90 164.60 165.00 -2.30 7,146 28,183 +529
Mar01 001110 166.50 167.70 164.50 165.10 -1.70 4,329 17,034 +728
May01 001110 166.50 167.30 164.30 165.10 -1.20 2,593 11,337 +875
Jul01 001110 167.00 168.00 165.20 165.70 -1.30 2,287 8,176 +842
Aug01 001110 166.80 167.40 165.00 165.00 -1.60 160 1,800 +88
Sep01 001110 166.30 167.20 163.80 163.80 -2.10 201 1,231 +23
Oct01 001110 166.80 166.80 163.50 163.70 -1.70 25 466 +18
Total Volume and Open Interest 38,695 116,022 +146
Soybean Oil(CBOT)
Dec00 001110 15.10 15.20 14.93 14.98 -0.14 14,026 55,731 -334
Jan01 001110 15.38 15.49 15.22 15.26 -0.13 5,818 32,344 +94
Mar01 001110 15.76 15.88 15.63 15.65 -0.14 6,830 27,345 +3,593
May01 001110 16.15 16.27 16.01 16.01 -0.14 1,198 12,220 +234
Jul01 001110 16.56 16.58 16.40 16.41 -0.12 434 8,334 +170
Aug01 001110 16.53 16.53 16.53 16.53 -0.16 7 1,990 +6
Sep01 001110 16.83 16.83 16.70 16.70 -0.13 10 1,706 +10
Oct01 001110 16.85 16.85 16.85 16.85 -0.11 1 1,520 +1
Total Volume and Open Interest 28,326 147,617 +3,776
Canola(WCE)
Nov00 001110 252.5 252.5 252.5 252.5 -1.0 38 131 +33
Jan01 001110 259.0 260.0 257.5 257.6 -1.5 3,129 41,731 +417
Mar01 001110 264.5 265.7 263.2 263.2 -1.5 506 20,704 +308
May01 001110 271.0 271.0 268.7 268.7 -1.4 328 2,321 -63
Jul01 001110 275.5 277.0 274.5 274.5 -1.0 24 2,352 +0
Total Volume and Open Interest 4,025 67,960 +695
Corn(CBOT)
Nov00 001110 210.00 210.00 209.50 210.00 -1.25 40 134 -25
Dec00 001110 212.75 213.50 210.75 212.00 -1.75 39,562 182,448 -4,979
Jan01 001110 217.00 217.50 215.00 216.00 -1.75 108 1,027 +29
Mar01 001110 225.00 225.50 223.00 224.25 -1.25 18,797 157,788 +3,529
May01 001110 232.00 233.25 230.50 231.75 -1.50 3,265 39,915 +1,083
Jul01 001110 239.25 240.25 237.50 238.75 -1.50 5,279 48,548 +969
Total Volume and Open Interest 67,902 461,506 +924
Wheat(CBOT)
Dec00 001110 256.50 258.25 254.75 256.75 -1.50 18,435 81,689 -2,590
Mar01 001110 274.50 276.25 272.75 275.50 -1.00 7,601 47,645 +795
May01 001110 284.50 286.75 283.50 285.25 -1.25 351 2,936 +85
Jul01 001110 294.50 296.00 293.00 295.25 -1.25 577 18,614 -566
Sep01 001110 303.00 304.00 301.50 304.00 -1.00 9 942 +24
Total Volume and Open Interest 27,003 154,365 -2,239
Wheat(KCBT)
Dec00 001110 308.50 309.75 307.00 307.75 -1.75 6,271 41,882 -1,761
Mar01 001110 324.00 325.00 322.25 324.50 -1.00 4,325 34,304 +1,119
May01 001110 333.00 333.00 331.50 333.00 -1.00 173 2,553 -28
Jul01 001110 338.00 341.00 338.00 340.50 -0.50 249 9,281 -64
Sep01 001110 346.00 347.50 346.00 347.50 -0.75 10 283 +8
Total Volume and Open Interest 11,028 88,397 -726
Wheat(MGE)
Dec00 001110 321.00 322.50 319.50 322.00 unch 1,452 14,328 -393
Mar01 001110 336.00 337.50 334.50 337.25 +0.25 647 7,054 -124
May01 001110 345.50 348.00 343.75 347.75 +1.75 161 1,506 +145
Jul01 001110 353.50 353.50 351.00 352.75 -1.25 0 645 +0
Sep01 001110 361.00 361.00 361.00 361.00 +0.50 3 386 +0
Total Volume and Open Interest 2,265 24,121 -370
Oats(CBOT)
Dec00 001110 107.50 107.75 105.50 106.00 -2.25 541 9,233 -76
Mar01 001110 117.00 118.00 115.50 116.00 -2.00 406 4,016 +124
May01 001110 122.50 122.75 121.50 121.75 -1.25 3 279 +1
Jul01 001110 127.00 127.25 127.00 127.00 -0.50 13 263 +11
Total Volume and Open Interest 1,087 14,504 +121
Rough Rice(CBOT)
Nov00 001110 6.25 6.25 6.25 6.25 +0.01 0 14 -10
Jan01 001110 6.47 6.47 6.44 6.46 -0.02 151 3,725 -113
Mar01 001110 6.69 6.69 6.65 6.68 -0.04 247 1,195 -68
May01 001110 6.92 6.92 6.92 6.92 unch 20 503 +0
Total Volume and Open Interest 604 6,128 -146
Live Cattle(CME)
Dec00 001110 71.950 71.975 71.550 71.725 -0.400 6,224 57,200 -677
Feb01 001110 73.800 73.950 73.425 73.950 unch 4,348 38,352 +387
Apr01 001110 74.600 74.950 74.350 74.925 +0.200 2,138 22,054 +802
Jun01 001110 71.500 71.825 71.375 71.775 +0.175 517 7,246 +175
Aug01 001110 71.500 71.950 71.500 71.900 +0.150 173 5,796 +2
Oct01 001110 73.125 73.400 73.075 73.400 unch 34 974 +0
Total Volume and Open Interest 13,438 131,699 +693
Feeder Cattle(CME)
Nov00 001110 87.925 88.150 87.800 88.150 +0.175 310 2,393 -132
Jan01 001110 88.300 88.750 87.900 88.650 +0.325 689 7,363 +90
Mar01 001110 87.700 88.300 87.450 88.225 +0.350 138 3,398 +5
Apr01 001110 87.450 88.050 87.275 88.050 +0.400 42 1,236 +2
May01 001110 87.275 87.625 86.950 87.625 +0.325 18 1,262 -7
Aug01 001110 87.500 87.925 87.400 87.925 +0.425 5 454 +2
Sep01 001110 87.500 87.800 87.500 87.800 +0.500 1 89 +0
Total Volume and Open Interest 1,203 16,222 -40
Lean Hogs(CME)
Dec00 001110 52.775 53.100 52.300 52.775 +0.200 4,381 18,285 -107
Feb01 001110 55.700 56.150 55.350 55.775 +0.025 2,868 12,582 +1,030
Apr01 001110 54.800 55.400 54.700 55.300 +0.500 451 3,868 +163
Jun01 001110 61.400 61.925 61.300 61.875 +0.475 119 1,709 +59
Jul01 001110 59.750 60.200 59.750 60.200 +0.250 24 416 +11
Aug01 001110 57.650 57.700 57.400 57.650 +0.150 30 373 +18
Oct01 001110 49.300 49.725 48.800 49.725 +0.075 21 413 +12
Dec01 001110 46.250 46.350 44.800 46.150 -0.050 39 343 +35
Total Volume and Open Interest 7,933 37,989 +1,221
Pork Bellies(CME)
Feb01 001110 65.050 65.600 64.425 64.525 -1.025 506 2,122 +5
Mar01 001110 65.400 65.600 64.400 64.450 -1.050 16 90 -3
May01 001110 66.250 66.850 65.550 65.550 -0.400 6 58 +0
Jul01 001110 67.500 67.500 67.150 67.500 +0.150 2 28 +1
Aug01 001110 67.500 67.500 67.500 67.500 +0.150 0 20 +0
Total Volume and Open Interest 530 2,318 +3
Cocoa(NYBOT)
Dec00 001110 736 740 729 730 -8 4,484 22,415 -3,555
Mar01 001110 767 772 763 764 -5 4,905 37,665 +2,439
May01 001110 790 794 784 785 -4 515 16,566 +198
Jul01 001110 811 812 805 806 -4 309 12,714 -32
Sep01 001110 835 837 830 830 -5 314 11,021 -25
Dec01 001110 866 869 864 864 -5 322 12,948 +239
Mar02 001110 900 900 896 896 -5 18 10,160 +4
Total Volume and Open Interest 10,895 142,884 -735
Coffee "C"(NYBOT)
Dec00 001110 74.25 75.00 73.80 74.15 +0.15 5,304 19,621 -1,465
Mar01 001110 79.00 80.10 79.00 79.35 +0.10 3,757 15,891 +1,473
May01 001110 82.70 83.00 82.20 82.35 -0.15 492 3,145 +26
Jul01 001110 86.00 86.00 85.70 85.75 +0.05 67 1,941 +14
Sep01 001110 89.00 89.25 88.70 88.85 +0.05 5 2,513 +1
Dec01 001110 92.50 93.00 92.50 93.00 +0.10 1 740 +0
Total Volume and Open Interest 9,626 43,864 +49
Orange Juice(NYBOT)
Nov00 001108 72.40 72.40 70.00 71.85 +0.35 139 287 -33
Jan01 001110 76.25 76.25 74.90 75.65 -0.85 1,984 17,905 -326
Mar01 001110 79.20 79.20 78.00 78.70 -0.70 569 9,025 -7
May01 001110 80.25 80.90 80.10 80.65 -0.60 74 1,551 +49
Jul01 001110 83.10 83.10 82.95 82.95 -0.35 15 772 +4
Total Volume and Open Interest 2,642 29,811 -280
Sugar #11(NYBOT)
Mar01 001110 8.85 9.16 8.85 9.15 +0.34 34,614 78,375 -3,497
May01 001110 8.50 8.72 8.46 8.71 +0.32 5,626 19,867 +171
Jul01 001110 8.00 8.20 7.97 8.19 +0.33 4,336 22,827 -796
Oct01 001110 7.80 7.94 7.69 7.92 +0.32 1,642 18,305 +445
Mar02 001110 7.72 7.89 7.70 7.89 +0.29 545 7,151 +275
Total Volume and Open Interest 46,939 148,225 -3,274
London Cocoa(LCE)
Dec00 001110 580 583 576 576 -7 403 39,105 -260
Mar01 001110 599 602 595 595 -7 1,482 51,943 +584
May01 001110 618 618 611 612 -8 358 29,080 +197
Jul01 001110 633 633 626 626 -9 51 12,381 +6
Sep01 001110 643 643 639 639 -9 95 20,632 -50
Dec01 001110 671 671 668 668 -9 293 7,521 +257
Mar02 001110 697 697 692 692 -9 62 15,245 -2
Total Volume and Open Interest 2,794 190,523 +732
London Coffee(LCE)
Nov00 001110 661.00 665.00 657.00 660.00 -3.00 478 2,309 -333
Jan01 001110 664.00 672.00 660.00 667.00 -5.00 2,894 28,220 -461
Mar01 001110 683.00 694.00 683.00 690.00 -4.00 1,883 11,227 +429
May01 001110 711.00 715.00 708.00 713.00 -5.00 220 6,212 +17
Jul01 001110 731.00 737.00 731.00 737.00 -5.00 84 2,570 +22
Sep01 001110 755.00 761.00 755.00 761.00 -5.00 12 1,453 +3
Total Volume and Open Interest 6,224 54,293 +319
London Sugar(LCE)
Dec00 001110 234.00 235.50 232.50 234.80 +4.00 1,910 3,722 -985
Mar01 001110 231.00 236.00 231.00 234.80 +4.50 4,952 21,499 +549
May01 001110 230.10 232.30 229.50 232.30 +4.80 390 4,335 +262
Aug01 001110 223.50 228.60 223.50 228.60 +5.00 500 6,668 +229
Oct01 001110 223.50 223.50 223.50 223.50 +3.90 384 2,382 -57
Total Volume and Open Interest 8,372 39,307 +83
Cotton(NYBOT)
Dec00 001110 64.85 65.45 64.60 65.40 +0.44 5,945 20,307 -866
Mar01 001110 67.35 68.30 67.15 68.20 +0.71 4,703 24,974 +1,233
May01 001110 68.10 69.05 68.05 68.99 +0.66 610 10,466 -19
Jul01 001110 68.65 69.50 68.65 69.50 +0.60 350 5,688 +170
Oct01 001110 64.80 64.80 64.65 64.65 +0.22 4 635 +1
Dec01 001110 64.55 64.75 64.55 64.74 +0.26 134 5,600 +28
Total Volume and Open Interest 23,246 67,830 +547
Lumber(CME)
Nov00 001110 218.8 224.5 217.5 223.4 +8.4 299 831 -139
Jan01 001110 230.1 237.5 230.1 236.2 +8.4 534 2,521 +117
Mar01 001110 240.3 245.6 240.0 244.6 +6.3 69 872 +18
May01 001110 246.7 249.3 246.3 248.8 +2.3 13 204 +5
Total Volume and Open Interest 919 4,497 +1
Crude Oil(NYM)
Dec00 001110 33.70 34.13 33.63 34.02 +0.10 64,155 96,181 -5,475
Jan01 001110 32.80 33.20 32.65 33.06 +0.08 48,981 91,853 +6,158
Feb01 001110 32.00 32.20 31.92 32.16 +0.09 11,376 31,156 +1,668
Mar01 001110 31.20 31.36 31.05 31.36 +0.04 4,406 20,213 +374
Apr01 001110 30.60 30.71 30.45 30.71 -0.02 1,510 16,865 +327
May01 001110 30.05 30.18 29.87 30.14 -0.07 404 12,045 +96
Jun01 001110 29.50 29.60 29.40 29.60 -0.11 2,126 27,957 +296
Jul01 001110 29.06 29.09 28.90 29.09 -0.14 1,284 12,356 +307
Aug01 001110 28.61 28.61 28.61 28.61 -0.15 544 10,646 +1
Sep01 001110 28.00 28.15 28.00 28.15 -0.16 249 17,399 -43
Total Volume and Open Interest 138,979 478,508 +4,804
Heating Oil(NYM)
Dec00 001110 101.00 103.10 99.80 100.75 -0.84 26,814 45,288 -2,019
Jan01 001110 99.00 100.10 97.70 98.45 -0.79 19,035 40,285 +853
Feb01 001110 95.35 96.30 94.25 94.95 -0.89 6,897 24,916 +1,195
Mar01 001110 89.90 91.10 89.50 90.05 -0.79 1,720 14,243 +267
Apr01 001110 86.20 86.20 85.25 85.25 -0.89 483 8,792 +131
May01 001110 80.95 80.95 80.95 80.95 -0.99 402 5,525 -19
Jun01 001110 78.45 78.45 78.45 78.45 -0.89 1,050 6,289 -125
Jul01 001110 77.15 77.15 77.15 77.15 -0.94 162 2,268 -8
Aug01 001110 77.25 77.40 76.75 76.75 -0.99 43 3,521 -10
Sep01 001110 77.70 77.70 77.05 77.05 -0.99 26 1,239 -1
Total Volume and Open Interest 56,805 158,870 +264
Unleaded Gas(NYM)
Dec00 001110 87.50 88.90 86.50 86.97 -0.69 15,533 33,548 +133
Jan01 001110 86.70 87.30 85.70 85.99 -0.37 6,881 16,163 +987
Feb01 001110 86.60 86.60 85.82 85.82 -0.29 1,669 7,837 -600
Mar01 001110 86.75 86.75 86.00 86.19 -0.32 1,013 8,188 +448
Apr01 001110 90.50 90.57 90.20 90.57 -0.48 1,120 5,168 +99
May01 001110 89.82 89.82 89.82 89.82 -0.58 553 5,604 +24
Jun01 001110 88.32 88.32 88.32 88.32 -0.58 413 2,678 -3
Jul01 001110 86.47 86.47 86.47 86.47 -0.63 475 1,400 +0
Total Volume and Open Interest 28,203 88,517 +1,051
Natural Gas(NYM)
Dec00 001110 5.390 5.525 5.380 5.456 +0.011 45,285 44,223 -1,623
Jan01 001110 5.460 5.550 5.400 5.492 +0.006 15,071 35,890 +183
Feb01 001110 5.220 5.280 5.150 5.212 -0.029 8,128 30,502 +1,320
Mar01 001110 4.955 4.990 4.850 4.912 -0.066 4,141 28,185 -125
Apr01 001110 4.680 4.710 4.545 4.607 -0.098 4,773 19,512 -45
May01 001110 4.510 4.580 4.450 4.477 -0.105 1,829 18,429 -32
Jun01 001110 4.520 4.560 4.420 4.457 -0.108 1,835 19,172 -1,997
Jul01 001110 4.570 4.570 4.425 4.455 -0.105 376 10,838 +134
Total Volume and Open Interest 87,432 383,921 -1,276
Brent Crude Oil(IPE)
Dec00 001110 32.10 32.20 31.80 32.02 -0.14 31,019 45,386 -1,675
Jan01 001110 31.50 31.52 31.12 31.36 -0.24 28,716 65,218 +1,090
Feb01 001110 30.98 30.98 30.55 30.93 -0.02 13,589 34,279 +5,118
Mar01 001110 29.83 30.10 29.76 30.10 -0.03 6,034 31,563 +1,582
Apr01 001110 29.14 29.34 29.05 29.34 -0.04 3,512 24,123 +1,449
May01 001110 28.58 28.81 28.58 28.81 -0.03 1,362 6,133 -304
Jun01 001110 28.14 28.29 28.08 28.29 -0.05 1,454 16,941 +309
Jul01 001110 27.58 27.84 27.58 27.84 -0.08 261 4,851 +161
Total Volume and Open Interest 91,775 276,169 +12,333
Gas Oil(IPE)
Nov00 001110 304.75 306.00 299.00 300.50 unch 16,923 6,329 -6,348
Dec00 001110 299.00 301.00 294.50 298.25 +5.00 20,696 37,309 +2,181
Jan01 001110 291.00 292.50 287.75 290.75 +5.25 8,054 20,411 +737
Feb01 001110 282.00 283.75 280.00 282.00 +4.75 2,111 5,287 -474
Mar01 001110 270.50 271.50 270.00 270.00 +3.50 350 6,277 +75
Apr01 001110 259.00 271.00 257.25 258.50 +2.00 729 5,536 -119
May01 001110 250.50 250.50 250.50 250.50 +1.00 130 986 +0
Jun01 001110 246.00 247.50 244.50 244.50 +0.50 2,112 11,387 +136
Total Volume and Open Interest 52,245 102,055 -3,088
US Dollar Index(NYBOT)
Dec00 001110 115.18 115.85 114.93 115.75 +0.56 833 3,822 +37
Mar01 001110 115.16 115.60 115.10 115.59 +0.56 847 5,889 +44
Jun01 001110 115.43 115.43 115.43 115.43 +0.56 847 5,889 +44
Total Volume and Open Interest 847 5,889 +44
Australian Dollar(IMM)
Dec00 001110 52.68 52.75 51.97 52.16 -0.68 2,891 22,258 +216
Mar01 001110 52.40 52.50 52.10 52.21 -0.68 28 2,203 +13
Jun01 001110 52.26 52.26 52.26 52.26 -0.68 0 8 +0
Total Volume and Open Interest 2,921 24,473 +230
British Pound(IMM)
Dec00 001110 143.16 143.50 142.80 142.84 -0.46 6,351 33,475 -94
Mar01 001110 143.70 143.70 143.00 143.10 -0.46 38 136 +12
Jun01 001110 143.36 144.00 143.36 143.36 -0.46 0 2 +0
Total Volume and Open Interest 6,389 33,613 -82
Canadian Dollar(IMM)
Dec00 001110 64.61 64.93 64.60 64.82 +0.19 8,040 74,645 -936
Mar01 001110 64.75 65.06 64.75 64.96 +0.19 116 3,063 +33
Jun01 001110 64.98 65.08 64.96 65.05 +0.18 200 1,733 +54
Sep01 001110 65.10 65.15 65.08 65.13 +0.17 164 656 +34
Total Volume and Open Interest 8,529 80,396 -815
Japanese Yen(IMM)
Dec00 001110 93.45 93.60 93.20 93.26 -0.48 7,125 60,553 +882
Mar01 001110 94.82 95.00 94.62 94.69 -0.48 7 367 +1
Jun01 001110 96.09 96.09 96.09 96.09 -0.48 0 8 +0
Total Volume and Open Interest 7,132 61,069 +883
Swiss Franc(IMM)
Dec00 001110 57.09 57.17 56.66 56.76 -0.37 10,146 49,211 +280
Mar01 001110 57.57 57.60 57.16 57.20 -0.37 18 146 +1
Jun01 001110 57.62 57.62 57.60 57.62 -0.37 0 10 +0
Total Volume and Open Interest 10,164 49,368 +281
EuroFX(IMM)
Dec00 001110 86.81 86.88 86.12 86.28 -0.44 17,374 76,296 +2,600
Mar01 001110 87.10 87.17 86.55 86.60 -0.44 158 1,102 -23
Total Volume and Open Interest 17,532 77,398 +2,577
Mexican Peso(IMM)
Dec00 001110 10280.0 10345.0 10255.0 10343.0 +110.0 124 9,009 -61
Mar01 001110 9970.0 10043.0 9970.0 10043.0 +115.0 465 3,893 +268
Total Volume and Open Interest 769 14,251 +507
30-Year T-Bonds(CBOT)
Dec00 001110 99~09 99~18 99~01 99~10 -0~02 276,791 393,787 -6,610
Mar01 001110 99~12 99~17 99~02 99~06 -0~06 6,187 27,350 +2,822
Jun01 001110 99~03 99~03 99~03 99~03 -0~06 100 256 +82
Total Volume and Open Interest 283,078 421,479 -3,706
Municipal Bonds(CBOT)
Dec00 001110 99~21 99~24 99~11 99~19 +0~03 586 20,425 -72
Mar01 001110 98~27 98~27 98~27 98~27 +0~03 0 8 +0
Total Volume and Open Interest 586 20,433 -72
10-Year T-Notes(CBOT)
Dec00 001110 100~180 100~265 100~165 100~250 +0~055 221,677 534,430 -15,547
Mar01 001110 100~235 100~265 100~190 100~240 +0~035 7,348 30,768 +147
Total Volume and Open Interest 229,025 566,119 -15,400
5-Year T-Notes(CBOT)
Dec00 001110 100~220 100~240 100~180 100~200 +0~010 80,202 357,287 +1,484
Mar01 001110 100~240 100~240 100~200 100~210 +0~010 2,500 18,737 +1,898
Total Volume and Open Interest 82,702 376,024 +3,382
2 Year T-Notes(CBOT)
Dec00 001110 100~014 100~015 100~007 100~011 +0~003 2,468 54,066 -157
Total Volume and Open Interest 2,468 54,066 -157
3-Mth T-Bills(IMM)
Dec00 001110 93.78 93.78 93.78 93.78 -0.03 3 1,356 +1
Total Volume and Open Interest 8 1,384 +2
Eurodollars(IMM)
Dec00 001110 93.300 93.305 93.295 93.295 unch 62,061 513,234 +275
Mar01 001110 93.475 93.500 93.475 93.485 +0.020 88,509 503,509 +2,080
Jun01 001110 93.605 93.625 93.595 93.610 +0.025 100,830 368,967 -881
Sep01 001110 93.645 93.675 93.645 93.660 +0.030 100,190 392,944 +5,703
Dec01 001110 93.570 93.590 93.560 93.570 +0.030 28,403 258,830 +2,080
Mar02 001110 93.620 93.635 93.600 93.615 +0.030 30,228 212,113 -679
Jun02 001110 93.565 93.570 93.545 93.555 +0.025 10,659 144,140 +553
Sep02 001110 93.510 93.520 93.500 93.510 +0.025 10,263 110,473 +676
Dec02 001110 93.400 93.400 93.380 93.390 +0.025 4,591 83,704 +361
Mar03 001110 93.420 93.420 93.400 93.410 +0.025 10,672 74,705 -2,294
Jun03 001110 93.375 93.375 93.360 93.360 +0.020 3,908 55,935 +606
Sep03 001110 93.330 93.335 93.320 93.320 +0.015 3,851 57,344 -168
Total Volume and Open Interest 495,888 3,182,053 +27,141
3-Mth Euro-Yen(IMM)
Dec00 001110 99.45 99.45 99.45 99.45 unch 1,587 12,393 +106
Mar01 001110 99.49 99.50 99.49 99.50 unch 1,506 24,539 +1,401
Jun01 001110 99.46 99.46 99.46 99.46 unch 2,735 10,121 +468
Sep01 001110 99.40 99.40 99.40 99.40 unch 145 11,676 -86
Dec01 001110 99.32 99.32 99.31 99.31 +0.01 85 5,821 -235
Mar02 001110 99.28 99.29 99.28 99.28 +0.02 34 3,608 -29
Jun02 001110 99.21 99.21 99.21 99.21 +0.02 114 781 +8
Sep02 001110 99.10 99.10 99.10 99.10 +0.02 100 307 +100
Dec02 001110 98.88 98.88 98.88 98.88 unch 0 30 +0
Mar03 001110 98.80 98.80 98.80 98.80 unch      
Total Volume and Open Interest 6,306 69,276 +1,733
3-Mth Euro-Yen(SIMEX)
Dec00 001110 99.44 99.45 99.44 99.45 unch 2,984 97,076 +435
Mar01 001110 99.49 99.50 99.49 99.49 unch 9,663 101,030 +1,706
Jun01 001110 99.46 99.46 99.45 99.46 +0.00 5,588 84,098 +416
Sep01 001110 99.39 99.41 99.39 99.40 +0.01 1,451 64,563 -17
Dec01 001110 99.29 99.32 99.29 99.32 +0.02 10 22,177 +523
Mar02 001110 99.26 99.29 99.26 99.29 +0.02 902 14,492 -215
Jun02 001110 99.18 99.20 99.18 99.20 +0.01 318 7,824 +163
Sep02 001110 99.06 99.07 99.06 99.07 +0.01 100 5,151 +0
Total Volume and Open Interest 21,016 405,469 +3,011
German Euro-Bund(EUREX)
Dec00 001110 105.40 105.54 105.35 105.53 +0.14 392,726 602,376 -18,952
Mar01 001110 105.53 105.62 105.48 105.62 +0.14 3,111 31,131 +2,794
Jun01 001110 105.37 105.37 105.37 105.37 +0.14 0 1,564 +0
Total Volume and Open Interest 395,837 635,071 -16,158
German Euro-Bobl(EUREX)
Dec00 001110 103.64 103.75 103.63 103.75 +0.12 168,838 338,988 -10,878
Mar01 001110 103.39 103.49 103.37 103.49 +0.14 469 9,607 -60
Jun01 001110 103.40 103.40 103.40 103.40 +0.12 0 934 +0
Total Volume and Open Interest 169,307 349,529 -10,938
Long Gilt(LIFFE)
Dec00 001110 113~21 113~30 113~17 113~30 +0~10 17,945 66,940 -3,029
Mar01 001110 113~15 113~20 113~15 113~20 +0~11 45 1,405 -27
Total Volume and Open Interest 17,990 68,345 -3,056
3-Mth Short Sterling(LIFFE)
Dec00 001110 93.91 93.92 93.90 93.92 +0.02 24,633 162,636 -1,563
Mar01 001110 93.97 93.97 93.94 93.97 +0.02 21,336 199,876 -2,549
Jun01 001110 93.97 93.99 93.96 93.98 +0.02 11,865 115,178 +2,839
Total Volume and Open Interest 86,293 797,615 +5,270
3-Mth Euribor(LIFFE)
Dec00 001110 94.815 94.850 94.815 94.845 +0.030 43,626 326,508 -439
Mar01 001110 94.840 94.890 94.840 94.880 +0.040 47,815 287,132 -171
Jun01 001110 94.875 94.920 94.875 94.910 +0.045 16,162 200,376 -1,353
Total Volume and Open Interest 152,776 1,395,841 -2,081
3-Mth Aus T-Bills(SFE)
Dec00 001110 93.68 93.68 93.67 93.68 +0.02 2,264 200,107 -5,153
Mar01 001110 93.69 93.71 93.69 93.70 +0.02 3,638 86,183 +3,911
Jun01 001110 93.74 93.75 93.73 93.74 +0.02 2,059 37,447 +433
Sep01 001110 93.75 93.76 93.73 93.74 +0.02 79 22,613 +151
Dec01 001110 93.72 93.72 93.70 93.70 +0.02 63 12,082 +52
Mar02 001110 93.67 93.67 93.66 93.67 +0.03 330 7,684 +295
Jun02 001110 93.61 93.61 93.59 93.60 +0.02 2 5,314 +1
Sep02 001110 93.55 93.55 93.53 93.54 +0.02 59 3,831 +59
Dec02 001110 93.50 93.50 93.48 93.48 unch 1 1,999 +1
Mar03 001110 93.45 93.45 93.45 93.45 unch 5 1,228 +5
Total Volume and Open Interest 8,582 381,803 -317
10-Year Aus T-Bonds(SFE)
Dec00 001110 93.89 93.93 93.89 93.92 +0.02 12,278 132,141 -803
Mar01 001110 93.92 93.92 93.92 93.92 +0.03      
Total Volume and Open Interest 12,278 132,141 -803
3-Year Aus T-Bonds(SFE)
Dec00 001110 94.06 94.08 94.05 94.06 +0.03 50,065 333,056 +13,480
Mar01 001110 94.03 94.03 94.03 94.03 +0.03      
Total Volume and Open Interest 50,065 333,056 +13,480
Gold(CMX)
Dec00 001110 266.2 266.3 265.1 265.5 -1.4 18,035 82,377 +401
Feb01 001110 269.0 269.0 267.5 268.1 -1.4 1,556 22,786 +233
Apr01 001110 271.2 271.2 270.0 270.7 -1.4 28 4,557 +2
Jun01 001110 274.5 274.5 273.2 273.2 -1.4 452 9,590 -28
Aug01 001110 275.5 275.5 275.5 275.5 -1.4 150 2,396 -58
Oct01 001110 277.8 277.8 277.8 277.8 -1.4 170 682 -120
Total Volume and Open Interest 20,915 138,466 +683
Silver(CMX)
Dec00 001110 475.5 475.5 471.5 472.3 -4.2 7,439 59,593 -2,385
Mar01 001110 483.0 483.0 478.0 479.1 -4.1 2,772 13,527 +1,388
May01 001110 483.0 483.6 483.0 483.6 -4.1 16 1,526 -10
Jul01 001110 490.0 490.0 488.3 488.3 -3.6 248 1,982 +175
Sep01 001110 495.0 495.0 492.7 492.7 -3.4 20 2,952 -15
Total Volume and Open Interest 10,767 85,586 -592
Platinum(NYM)
Jan01 001110 598.0 598.0 590.2 592.6 -2.5 473 8,063 +108
Apr01 001110 577.0 579.6 577.0 579.6 -2.5 14 218 +9
Total Volume and Open Interest 487 8,286 +117
Palladium(NYME)
Dec00 001110 784.55 786.00 783.00 785.05 +0.50 46 912 -23
Mar01 001110 784.55 784.55 784.55 784.55 +0.50 27 864 +24
Jun01 001110 779.55 779.55 779.55 779.55 +0.50 0 135 +0
Total Volume and Open Interest 73 1,911 +1
Copper(CMX)
Dec00 001110 84.00 84.30 83.00 83.85 -0.20 5,974 34,563 -723
Mar01 001110 84.70 85.05 83.90 84.70 -0.15 1,720 15,537 +222
May01 001110 84.50 84.70 84.25 84.45 -0.10 42 2,946 +23
Jul01 001110 84.30 84.40 83.80 84.25 -0.10 48 2,323 -18
Sep01 001110 84.10 84.10 83.75 84.05 -0.10 90 1,361 +43
Total Volume and Open Interest 8,820 72,952 -561
DJIA Index(CBOT)
Dec00 001110 10780 10815 10631 10640 -218 20,522 18,620 +61
Mar01 001110 10925 10945 10780 10782 -222 30 78 -3
Jun01 001110 10924 10924 10924 10924 -225 3 6 -1
Total Volume and Open Interest 20,555 18,711 +57
S & P 500(CME)
Dec00 001110 1393.00 1399.00 1370.50 1372.50 -30.80 90,167 419,597 +3,091
Mar01 001110 1415.50 1419.50 1391.50 1392.90 -31.20 2,302 14,338 +1,334
Jun01 001110 1413.90 1413.90 1413.90 1413.90 -31.40 45 2,669 -13
Sep01 001110 1440.10 1440.10 1434.90 1434.90 -31.90 37 319 +25
Total Volume and Open Interest 92,553 437,193 +4,436
S & P 500 E-Mini(Globex)
Dec00 001110 1404.75 1408.00 1370.50 1372.50 -30.75 110,522 65,336 +7,943
Mar01 001110 1407.50 1416.25 1393.00 1393.00 -31.00 6 25 +0
Total Volume and Open Interest 110,528 65,361 +7,943
NASDAQ 100(CME)
Dec00 001110 2989.00 3028.00 2888.00 2894.00 -164.00 25,698 43,697 +1,093
Mar01 001110 3050.00 3050.00 2944.50 2944.50 -166.00 0 54 +0
Jun01 001110 2991.50 2991.50 2991.50 2991.50 -167.00      
Total Volume and Open Interest 25,698 43,751 +1,093
NASDAQ 100 E-Mini(GLOBEX)
Dec00 001110 3065.0 3073.0 2892.0 2894.0 -164.0 85,910 52,955 +1,071
Mar01 001110 2944.5 3050.0 2944.5 2944.5 -166.0 0 6 +0
Total Volume and Open Interest 85,910 52,961 +1,071
NYSE Composite(NYBOT)
Dec00 001110 656.00 657.00 648.50 648.50 -9.50 384 1,574 +1,574
Mar01 001110 657.50 657.50 657.50 657.50 -9.50 0 212 +212
Jun01 001110 666.50 666.50 666.50 666.50 -9.50 0 102 +102
Total Volume and Open Interest 427 2,179 +2,179
S & P Midcap 400(CME)
Dec00 001110 514.00 514.00 503.10 504.00 -12.00 1,190 16,861 -90
Mar01 001110 511.25 511.25 510.75 511.25 -12.00 0 1 +0
Jun01 001110 518.25 518.25 517.75 518.25 -12.00 0 1 +0
Total Volume and Open Interest 1,190 16,863 -90
Russell 2000(CME)
Dec00 001110 491.00 494.00 481.25 481.65 -14.10 2,784 15,004 -286
Mar01 001110 489.15 489.15 489.00 489.15 -14.10      
Jun01 001110 496.70 496.70 496.55 496.70 -14.10      
Total Volume and Open Interest 2,784 15,004 -286
Value Line(KCBT)
Dec00 001110 1120.00 1122.00 1105.00 1109.00 -19.00 229 179 -19
Total Volume and Open Interest 230 181 -20
Nikkei 225(CME)
Dec00 001110 14890 14920 14780 14790 -250 1,236 15,886 -135
Mar01 001110 14950 14950 14850 14850 -200 41 48 +20
Total Volume and Open Interest 1,279 15,936 -113
Nikkei 225(SIMEX)
Dec00 001110 14860 15035 14860 14975 -10 12,960 88,715 +443
Mar01 001110 14995 14995 14995 14995 -10 15 4,966 +0
Jun01 001110 14975 14975 14975 14975 -10 0 405 +0
Total Volume and Open Interest 13,025 94,491 +443
CAC 40(MATIF)
Nov00 001110 6300.0 6325.0 6133.0 6133.0 -172.0 48,809 194,040 +8,382
Dec00 001110 6314.0 6345.0 6179.0 6205.5 -60.5 2,871 157,270 -8,393
Total Volume and Open Interest 51,736 370,675 -474
DAX Index(EUREX)
Dec00 001110 6995.0 7044.0 6861.5 6868.0 -100.5 35,469 163,513 +406
Mar01 001110 7107.0 7125.0 6947.5 6952.5 -102.5 638 7,346 +1,467
Jun01 001110 7191.5 7191.5 7023.0 7027.0 -104.5 301 7,952 +107
Total Volume and Open Interest 36,408 178,811 +1,980
FT-SE 100(LIFFE)
Dec00 001110 6461.00 6478.00 6363.50 6425.00 -55.00 20,292 229,800 +1,801
Mar01 001110 6500.00 6500.00 6429.00 6477.50 -56.00 220 14,958 +207
Jun01 001110 6539.00 6548.00 6539.00 6548.00 -57.00 470 7,356 +220
Total Volume and Open Interest 20,982 252,114 +2,228
SPI 200(SFE)
Dec00 001110 3339.0 3343.0 3325.0 3332.0 -34.0 12,385 130,154 +433
Mar01 001110 3356.0 3357.0 3356.0 3357.0 -30.0 323 2,842 +180
Jun01 001110 3385.0 3385.0 3385.0 3385.0 -30.0 0 174 +0
Total Volume and Open Interest 12,721 133,183 +626
GSCI(CME)
Nov00 001110 247.50 249.20 246.20 247.95 unch 5,941 22,861 -5,651
Dec00 001110 246.55 247.70 245.65 247.30 -0.10 5,744 13,147 +5,729
Jan01 001110 242.00 242.70 241.60 242.00 +0.10      
Total Volume and Open Interest 11,685 36,008 +78
Bridge CRB Index(NYBOT)
Jan01 001110 224.70 224.90 224.30 224.90 +0.20 139 530 +17
Feb01 001110 223.65 223.65 223.65 223.65 +0.20 3 656 +3
Apr01 001110 222.40 222.40 222.40 222.40 +0.20 0 305 +0
Total Volume and Open Interest 235 1,584 -20
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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