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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 Mon November 13, 2000
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Nov00 001113 463.50 469.00 463.00 468.75 +5.50 4,130 2,380 -1,008
Jan01 001113 472.00 477.00 471.50 476.25 +3.75 26,941 86,329 -796
Mar01 001113 481.00 485.00 480.00 484.75 +3.25 5,972 31,455 +87
May01 001113 489.25 492.50 487.50 492.00 +2.75 2,162 16,965 +36
Jul01 001113 497.00 499.00 493.75 498.25 +1.50 2,062 20,632 +211
Aug01 001113 498.50 500.00 495.50 500.00 +1.50 8 853 +2
Sep01 001113 499.00 500.00 496.50 500.00 unch 6 352 +1
Total Volume and Open Interest 41,590 165,761 -1,290
Soybean Meal(CBOT)
Dec00 001113 164.80 167.90 164.80 167.70 +2.40 21,958 43,323 -3,215
Jan01 001113 164.90 167.50 164.70 167.20 +2.20 5,802 28,134 -49
Mar01 001113 164.80 167.00 163.70 166.80 +1.70 4,292 17,506 +472
May01 001113 165.00 166.00 163.90 165.90 +0.80 3,032 11,547 +210
Jul01 001113 165.50 166.30 164.40 166.30 +0.60 1,911 8,415 +239
Aug01 001113 165.00 165.50 163.70 165.10 +0.10 125 1,846 +46
Sep01 001113 164.30 165.20 163.00 164.50 +0.70 210 1,243 +12
Oct01 001113 164.00 164.00 162.50 163.60 -0.10 5 470 +4
Total Volume and Open Interest 37,359 113,757 -2,265
Soybean Oil(CBOT)
Dec00 001113 14.99 15.09 14.95 15.04 +0.06 5,125 52,843 -2,888
Jan01 001113 15.27 15.37 15.22 15.31 +0.05 2,638 32,479 +135
Mar01 001113 15.66 15.76 15.62 15.71 +0.06 1,901 28,017 +672
May01 001113 16.06 16.10 16.00 16.08 +0.07 1,282 12,181 -39
Jul01 001113 16.43 16.48 16.40 16.45 +0.04 410 8,207 -127
Aug01 001113 16.70 16.70 16.56 16.56 +0.03 0 1,990 +0
Sep01 001113 16.85 16.85 16.71 16.71 +0.01 5 1,711 +5
Oct01 001113 17.00 17.00 16.86 16.86 +0.01 0 1,520 +0
Total Volume and Open Interest 11,573 145,387 -2,230
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 001113 209.50 209.50 208.75 208.75 -1.25 2 112 -22
Dec00 001113 211.00 212.00 210.50 211.25 -0.75 40,806 174,163 -8,285
Jan01 001113 215.25 216.00 215.00 215.50 -0.50 248 1,162 +135
Mar01 001113 223.25 224.00 222.50 223.25 -1.00 18,534 163,332 +5,544
May01 001113 230.50 231.50 230.00 230.75 -1.00 2,088 40,199 +284
Jul01 001113 237.75 238.50 237.00 237.75 -1.00 2,123 49,257 +709
Total Volume and Open Interest 64,890 460,069 -1,437
Wheat(CBOT)
Dec00 001113 256.50 259.00 256.00 257.75 +1.00 14,917 78,731 -2,958
Mar01 001113 274.50 277.25 273.50 275.75 +0.25 8,461 51,379 +3,734
May01 001113 285.00 287.75 285.00 287.00 +1.75 573 3,039 +103
Jul01 001113 294.50 297.50 294.00 296.25 +1.00 952 19,271 +657
Sep01 001113 305.50 306.00 305.50 305.75 +1.75 39 953 +11
Total Volume and Open Interest 24,973 155,918 +1,553
Wheat(KCBT)
Dec00 001113 307.50 309.75 307.50 309.00 +1.25 4,618 39,852 -2,030
Mar01 001113 323.50 325.50 323.25 324.75 +0.25 3,298 35,483 +1,179
May01 001113 333.00 334.00 332.50 333.50 +0.50 214 2,540 -13
Jul01 001113 339.00 341.50 339.00 341.50 +1.00 536 9,189 -92
Sep01 001113 348.50 348.50 348.50 348.50 +1.00 29 295 +12
Total Volume and Open Interest 8,695 87,453 -944
Wheat(MGE)
Dec00 001113 321.25 323.00 320.50 322.00 unch 2,318 14,250 -78
Mar01 001113 336.00 337.75 335.50 337.00 -0.25 970 7,324 +270
May01 001113 345.50 346.50 344.75 346.50 -1.25 280 1,522 +16
Jul01 001113 354.50 354.50 354.50 354.50 +1.75 79 688 +43
Sep01 001113 359.00 361.00 359.00 361.00 unch 5 391 +5
Total Volume and Open Interest 3,652 24,377 +256
Oats(CBOT)
Dec00 001113 105.25 105.75 104.50 105.25 -0.75 1,172 9,206 -27
Mar01 001113 115.50 115.75 115.00 115.25 -0.75 444 3,943 -73
May01 001113 121.50 121.75 121.50 121.50 -0.25 95 327 +48
Jul01 001113 127.00 127.00 127.00 127.00 unch 4 265 +2
Total Volume and Open Interest 1,885 14,525 +21
Rough Rice(CBOT)
Nov00 001113 6.20 6.35 6.20 6.26 +0.01 4 11 -3
Jan01 001113 6.42 6.62 6.42 6.48 +0.02 63 3,725 +0
Mar01 001113 6.66 6.87 6.66 6.72 +0.04 19 1,227 +32
May01 001113 7.02 7.09 6.95 6.95 +0.03 0 503 +0
Total Volume and Open Interest 92 6,157 +29
Live Cattle(CME)
Dec00 001113 71.750 71.975 71.625 71.750 +0.025 9,402 55,473 -1,727
Feb01 001113 73.950 74.100 73.825 74.075 +0.125 6,188 40,266 +1,914
Apr01 001113 74.850 75.200 74.850 75.150 +0.225 2,167 21,807 -247
Jun01 001113 71.775 72.000 71.725 71.975 +0.200 289 7,311 +65
Aug01 001113 71.975 72.200 71.875 72.175 +0.275 158 5,820 +24
Oct01 001113 73.475 73.500 73.400 73.475 +0.075 20 988 +14
Total Volume and Open Interest 18,228 131,745 +46
Feeder Cattle(CME)
Nov00 001113 88.050 88.350 88.050 88.325 +0.175 318 2,255 -138
Jan01 001113 88.575 88.850 88.425 88.800 +0.150 750 7,333 -30
Mar01 001113 88.125 88.300 87.925 88.250 +0.025 270 3,452 +54
Apr01 001113 87.950 88.000 87.650 87.950 -0.100 58 1,228 -8
May01 001113 87.450 87.650 87.425 87.650 +0.025 110 1,243 -19
Aug01 001113 87.750 87.825 87.750 87.800 -0.125 36 459 +5
Sep01 001113 87.700 87.700 87.700 87.700 -0.100 4 89 +0
Total Volume and Open Interest 1,546 16,086 -136
Lean Hogs(CME)
Dec00 001113 52.750 53.025 52.400 52.725 -0.050 3,749 17,995 -290
Feb01 001113 55.600 55.775 55.100 55.450 -0.325 3,303 14,055 +1,473
Apr01 001113 55.200 55.300 54.750 55.100 -0.200 491 4,031 +163
Jun01 001113 61.600 61.800 61.350 61.650 -0.225 191 1,773 +64
Jul01 001113 59.900 60.100 59.650 60.050 -0.150 41 427 +11
Aug01 001113 57.350 57.500 57.350 57.400 -0.250 27 387 +14
Oct01 001113 49.150 49.450 49.150 49.450 -0.275 79 469 +56
Dec01 001113 46.000 46.000 45.550 46.000 -0.150 64 393 +50
Total Volume and Open Interest 7,945 39,530 +1,541
Pork Bellies(CME)
Feb01 001113 63.500 64.100 62.800 63.950 -0.575 362 2,127 +5
Mar01 001113 63.500 64.150 63.000 63.975 -0.475 16 88 -2
May01 001113 65.000 65.350 64.650 64.650 -0.900 4 59 +1
Jul01 001113 67.500 67.500 66.800 67.500 unch 0 28 +0
Aug01 001113 66.000 67.000 66.000 67.000 -0.500 0 20 +0
Total Volume and Open Interest 382 2,322 +4
Cocoa(NYBOT)
Dec00 001113 725 729 707 709 -21 4,757 18,001 -4,414
Mar01 001113 758 762 739 741 -23 4,042 39,644 +1,979
May01 001113 782 784 760 763 -22 537 16,772 +206
Jul01 001113 805 805 785 785 -21 734 13,266 +552
Sep01 001113 829 829 809 809 -21 208 11,121 +100
Dec01 001113 846 850 841 841 -23 75 13,063 +115
Mar02 001113 895 895 874 874 -22 26 10,176 +16
Total Volume and Open Interest 10,429 141,491 -1,393
Coffee "C"(NYBOT)
Dec00 001113 73.75 74.00 71.00 71.45 -2.70 4,678 18,149 -1,472
Mar01 001113 79.00 79.00 76.40 76.60 -2.75 3,074 16,778 +887
May01 001113 82.25 82.25 79.75 79.75 -2.60 257 3,271 +126
Jul01 001113 85.30 85.30 83.00 83.00 -2.75 57 1,952 +11
Sep01 001113 88.65 88.65 86.00 86.10 -2.75 66 2,512 -1
Dec01 001113 92.00 92.00 90.50 90.50 -2.50 8 734 -6
Total Volume and Open Interest 8,148 43,403 -461
Orange Juice(NYBOT)
Jan01 001113 75.50 75.50 73.80 73.85 -1.80 1,131 17,680 -225
Mar01 001113 78.00 78.00 77.00 77.00 -1.70 482 9,111 +86
May01 001113 80.25 80.40 79.15 79.15 -1.50 166 1,611 +60
Jul01 001113 82.00 82.00 81.60 81.60 -1.35 2 772 +0
Sep01 001113 83.25 83.70 83.25 83.60 -1.35 0 299 +0
Total Volume and Open Interest 1,781 29,732 -79
Sugar #11(NYBOT)
Mar01 001113 9.20 9.20 8.85 8.96 -0.19 16,291 77,703 -672
May01 001113 8.64 8.70 8.48 8.57 -0.14 2,216 19,707 -160
Jul01 001113 8.15 8.17 8.00 8.05 -0.14 1,864 22,696 -131
Oct01 001113 7.92 7.94 7.75 7.80 -0.12 1,786 18,424 +119
Mar02 001113 7.83 7.86 7.77 7.77 -0.12 258 7,263 +112
Total Volume and Open Interest 22,735 147,632 -593
London Cocoa(LCE)
Dec00 001113 575 575 556 561 -15 975 38,708 -397
Mar01 001113 593 593 578 580 -15 1,876 52,034 +91
May01 001113 610 610 594 596 -16 461 29,236 +156
Jul01 001113 623 624 610 611 -15 168 12,410 +29
Sep01 001113 638 639 623 623 -16 100 20,648 +16
Dec01 001113 660 660 652 652 -16 37 7,516 -5
Mar02 001113 691 691 676 677 -15 162 15,304 +59
Total Volume and Open Interest 3,779 190,472 -51
London Coffee(LCE)
Nov00 001113 667.00 672.00 656.00 659.00 -1.00 161 2,168 -141
Jan01 001113 672.00 675.00 665.00 667.00 unch 3,238 28,209 -11
Mar01 001113 691.00 697.00 686.00 689.00 -1.00 2,087 12,012 +785
May01 001113 714.00 718.00 710.00 711.00 -2.00 40 6,228 +16
Jul01 001113 741.00 743.00 736.00 736.00 -1.00 11 2,577 +7
Sep01 001113 765.00 765.00 761.00 761.00 unch 22 1,469 +16
Total Volume and Open Interest 5,562 54,968 +675
London Sugar(LCE)
Dec00 001113 234.80 236.50 230.50 231.40 -3.40 1,285 3,213 -509
Mar01 001113 234.80 236.50 231.00 231.80 -3.00 2,908 22,407 +908
May01 001113 233.30 233.30 229.00 229.10 -3.20 40 4,269 -66
Aug01 001113 229.80 230.10 225.70 225.70 -2.90 22 6,662 -6
Oct01 001113 223.00 223.00 220.90 220.90 -2.60 0 2,382 +0
Total Volume and Open Interest 4,255 39,634 +327
Cotton(NYBOT)
Dec00 001113 65.30 65.71 65.07 65.32 -0.08 5,830 19,081 -1,226
Mar01 001113 68.10 68.60 67.77 68.06 -0.14 4,990 26,389 +1,415
May01 001113 68.95 69.25 68.65 68.85 -0.14 870 10,717 +251
Jul01 001113 69.60 69.60 69.25 69.25 -0.25 327 5,814 +126
Oct01 001113 65.45 65.45 65.45 65.45 +0.80 4 639 +4
Dec01 001113 64.75 64.75 64.60 64.75 +0.01 52 5,575 -25
Total Volume and Open Interest 24,573 68,375 +545
Lumber(CME)
Nov00 001113 223.3 224.4 217.6 217.9 -5.5 276 654 -177
Jan01 001113 236.2 236.3 233.1 234.0 -2.2 888 2,531 +10
Mar01 001113 244.1 244.5 242.1 243.1 -1.5 147 933 +61
May01 001113 249.0 249.3 247.0 249.3 +0.5 66 211 +7
Total Volume and Open Interest 1,378 4,399 -98
Crude Oil(NYM)
Dec00 001113 34.15 34.50 34.10 34.47 +0.45 63,519 88,191 -7,990
Jan01 001113 33.25 33.60 33.18 33.56 +0.50 47,595 103,118 +11,265
Feb01 001113 32.40 32.58 32.23 32.58 +0.42 12,534 33,481 +2,325
Mar01 001113 31.58 31.68 31.35 31.68 +0.32 4,162 20,267 +54
Apr01 001113 30.80 30.95 30.60 30.95 +0.24 1,508 17,132 +267
May01 001113 30.30 30.32 30.00 30.32 +0.18 683 12,137 +92
Jun01 001113 29.72 29.73 29.50 29.73 +0.13 1,923 28,390 +433
Jul01 001113 29.15 29.19 29.14 29.19 +0.10 306 12,322 -34
Aug01 001113 28.68 28.68 28.68 28.68 +0.07 400 10,784 +138
Sep01 001113 28.21 28.21 28.21 28.21 +0.06 377 17,488 +89
Total Volume and Open Interest 137,243 486,453 +7,945
Heating Oil(NYM)
Dec00 001113 101.50 103.30 101.15 101.63 +0.88 12,815 42,118 -3,170
Jan01 001113 99.60 100.55 98.80 99.58 +1.13 1,663 40,649 +364
Feb01 001113 95.80 96.50 95.25 95.88 +0.93 4,792 24,636 -280
Mar01 001113 89.80 91.60 89.70 90.78 +0.73 1,977 14,419 +176
Apr01 001113 87.25 87.25 85.30 85.78 +0.53 892 8,665 -127
May01 001113 81.80 81.80 81.28 81.28 +0.33 922 5,664 +139
Jun01 001113 79.30 79.30 78.68 78.68 +0.23 425 6,445 +156
Jul01 001113 77.25 77.40 77.25 77.33 +0.18 305 2,368 +100
Aug01 001113 76.83 76.83 76.83 76.83 +0.08 68 3,518 -3
Sep01 001113 77.08 77.08 77.08 77.08 +0.03 91 1,309 +70
Total Volume and Open Interest 24,080 156,345 -2,525
Unleaded Gas(NYM)
Dec00 001113 87.60 88.65 87.10 88.52 +1.55 14,196 32,989 -559
Jan01 001113 86.50 87.65 86.50 87.53 +1.54 6,942 16,393 +230
Feb01 001113 86.80 87.30 86.20 87.28 +1.46 2,643 7,572 -265
Mar01 001113 87.10 87.53 86.70 87.53 +1.34 782 8,370 +182
Apr01 001113 91.00 91.73 91.00 91.73 +1.16 965 5,190 +22
May01 001113 90.00 90.85 90.00 90.85 +1.03 337 5,990 +386
Jun01 001113 89.30 89.30 89.30 89.30 +0.98 30 2,688 +10
Jul01 001113 87.40 87.40 87.40 87.40 +0.93 30 1,400 +0
Total Volume and Open Interest 26,614 88,722 +205
Natural Gas(NYM)
Dec00 001113 5.650 5.740 5.610 5.698 +0.242 36,278 42,794 -1,429
Jan01 001113 5.710 5.740 5.625 5.706 +0.214 11,908 37,188 +1,298
Feb01 001113 5.410 5.425 5.310 5.386 +0.174 5,186 30,290 -212
Mar01 001113 5.060 5.100 4.970 5.021 +0.109 3,617 28,585 +400
Apr01 001113 4.730 4.730 4.610 4.656 +0.049 2,805 19,586 +74
May01 001113 4.570 4.580 4.440 4.511 +0.034 759 18,377 -52
Jun01 001113 4.600 4.600 4.430 4.491 +0.034 2,150 19,575 +403
Jul01 001113 4.540 4.600 4.425 4.484 +0.029 762 10,839 +1
Total Volume and Open Interest 67,739 385,473 +1,552
Brent Crude Oil(IPE)
Dec00 001113 32.30 32.98 31.95 32.94 +0.92 22,665 43,504 -1,882
Jan01 001113 31.60 31.68 31.28 31.65 +0.29 25,969 71,454 +6,236
Feb01 001113 30.80 31.09 30.75 31.08 +0.15 10,003 37,905 +3,626
Mar01 001113 29.98 30.21 29.95 30.21 +0.11 4,117 33,745 +2,182
Apr01 001113 29.20 29.40 29.19 29.40 +0.06 1,867 24,511 +388
May01 001113 28.72 28.86 28.66 28.83 +0.02 641 6,616 +483
Jun01 001113 28.22 28.35 28.15 28.28 -0.01 1,206 17,530 +589
Jul01 001113 27.87 27.92 27.70 27.82 -0.02 383 4,984 +133
Total Volume and Open Interest 68,708 289,481 +13,312
Gas Oil(IPE)
Dec00 001113 301.00 301.00 292.50 296.50 -1.75 16,427 39,061 +1,752
Jan01 001113 292.25 292.25 286.00 289.25 -1.50 8,020 21,958 +1,547
Feb01 001113 280.75 282.00 278.75 281.00 -1.00 2,255 5,622 +335
Mar01 001113 269.00 269.50 268.75 268.75 -1.25 621 6,620 +343
Apr01 001113 259.00 260.00 257.75 257.75 -0.75 970 5,480 -56
May01 001113 251.00 251.00 250.00 250.00 -0.50 0 986 +0
Jun01 001113 246.00 246.00 243.50 243.50 -1.00 1,541 11,978 +591
Jul01 001113 242.50 242.50 240.50 240.50 -0.75 150 2,884 +150
Total Volume and Open Interest 37,635 101,174 -881
US Dollar Index(NYBOT)
Dec00 001113 115.55 115.95 115.40 115.55 -0.20 751 3,929 +107
Mar01 001113 115.30 115.39 115.30 115.39 -0.20 758 5,997 +108
Jun01 001113 115.23 115.23 115.23 115.23 -0.20 758 5,997 +108
Total Volume and Open Interest 758 5,997 +108
Australian Dollar(IMM)
Dec00 001113 52.02 52.20 51.85 52.12 -0.04 2,475 22,358 +100
Mar01 001113 52.10 52.20 51.95 52.17 -0.04 22 2,234 +31
Jun01 001113 52.22 52.22 52.22 52.22 -0.04 0 8 +0
Total Volume and Open Interest 2,498 24,604 +131
British Pound(IMM)
Dec00 001113 143.38 144.20 143.12 144.02 +1.18 3,858 33,719 +244
Mar01 001113 143.50 144.50 143.50 144.28 +1.18 1 135 -1
Jun01 001113 144.54 144.80 144.54 144.54 +1.18 0 2 +0
Total Volume and Open Interest 3,859 33,856 +243
Canadian Dollar(IMM)
Dec00 001113 64.70 64.93 64.63 64.88 +0.06 4,586 73,124 -1,521
Mar01 001113 64.85 65.05 64.76 65.02 +0.06 51 3,090 +27
Jun01 001113 64.92 65.11 64.90 65.11 +0.06 6 1,747 +14
Sep01 001113 65.00 65.19 65.00 65.19 +0.06 8 668 +12
Total Volume and Open Interest 4,666 78,937 -1,459
Japanese Yen(IMM)
Dec00 001113 93.41 93.68 93.29 93.48 +0.22 7,207 60,580 +27
Mar01 001113 94.85 95.09 94.76 94.91 +0.22 11 371 +4
Jun01 001113 96.31 96.40 96.31 96.31 +0.22 0 8 +0
Total Volume and Open Interest 7,218 61,100 +31
Swiss Franc(IMM)
Dec00 001113 56.85 56.99 56.58 56.79 +0.03 9,514 47,810 -1,401
Mar01 001113 57.25 57.34 57.13 57.23 +0.03 6 148 +2
Jun01 001113 57.65 57.65 57.65 57.65 +0.03 0 10 +0
Total Volume and Open Interest 9,520 47,969 -1,399
EuroFX(IMM)
Dec00 001113 86.34 86.38 85.93 86.19 -0.09 11,752 76,653 +357
Mar01 001113 86.64 86.64 86.40 86.51 -0.09 66 1,117 +15
Total Volume and Open Interest 11,818 77,770 +372
Mexican Peso(IMM)
Dec00 001113 10315.0 10400.0 10285.0 10400.0 +57.0 7,264 9,352 +343
Mar01 001113 10020.0 10105.0 10000.0 10105.0 +62.0 220 4,028 +135
Total Volume and Open Interest 7,717 14,846 +595
30-Year T-Bonds(CBOT)
Dec00 001113 99~14 99~27 99~11 99~21 +0~11 147,068 397,947 +4,160
Mar01 001113 99~12 99~26 99~12 99~21 +0~15 1,850 27,601 +251
Jun01 001113 99~16 99~20 99~16 99~18 +0~15 15 271 +15
Total Volume and Open Interest 148,933 425,905 +4,426
Municipal Bonds(CBOT)
Dec00 001113 99~27 100~06 99~24 99~26 +0~07 1,167 20,336 -89
Mar01 001113 99~02 99~02 99~02 99~02 +0~07 0 8 +0
Total Volume and Open Interest 1,167 20,344 -89
10-Year T-Notes(CBOT)
Dec00 001113 100~290 101~035 100~265 100~295 +0~045 157,333 530,427 -4,003
Mar01 001113 100~305 101~045 100~295 100~305 +0~065 652 30,607 -161
Total Volume and Open Interest 157,985 561,955 -4,164
5-Year T-Notes(CBOT)
Dec00 001113 100~255 100~315 100~240 100~255 +0~055 46,264 358,414 +1,127
Mar01 001113 100~305 100~305 100~260 100~265 +0~055 271 21,014 +2,277
Total Volume and Open Interest 46,535 379,428 +3,404
2 Year T-Notes(CBOT)
Dec00 001113 100~021 100~030 100~018 100~019 +0~008 8,037 53,815 -251
Mar01 001113 100~040 100~040 100~030 100~033        
3-Mth T-Bills(IMM)
Dec00 001113 93.79 93.82 93.79 93.81 +0.03 0 1,348 -8
Total Volume and Open Interest 0 1,375 -9
Eurodollars(IMM)
Dec00 001113 93.308 93.320 93.298 93.298 +0.003 38,588 508,010 -5,224
Mar01 001113 93.525 93.540 93.510 93.510 +0.025 69,772 498,345 -5,164
Jun01 001113 93.655 93.670 93.640 93.645 +0.035 68,360 365,120 -3,847
Sep01 001113 93.705 93.725 93.685 93.700 +0.040 65,644 395,137 +2,193
Dec01 001113 93.620 93.640 93.610 93.610 +0.040 25,301 253,265 -5,565
Mar02 001113 93.670 93.680 93.645 93.655 +0.040 23,410 217,876 +5,763
Jun02 001113 93.600 93.615 93.585 93.595 +0.040 9,660 146,037 +1,897
Sep02 001113 93.560 93.560 93.535 93.550 +0.040 9,382 111,948 +1,475
Dec02 001113 93.430 93.435 93.420 93.430 +0.040 6,696 85,460 +1,756
Mar03 001113 93.450 93.450 93.435 93.445 +0.035 10,325 76,034 +1,329
Jun03 001113 93.400 93.400 93.385 93.395 +0.035 5,194 56,548 +613
Sep03 001113 93.355 93.365 93.345 93.355 +0.035 4,945 57,272 -72
Total Volume and Open Interest 365,506 3,170,888 -11,165
3-Mth Euro-Yen(IMM)
Dec00 001113 99.46 99.46 99.45 99.45 unch 75 12,674 +281
Mar01 001113 99.50 99.50 99.50 99.50 unch 1,000 25,002 +463
Jun01 001113 99.47 99.48 99.47 99.47 +0.01 599 10,169 +48
Sep01 001113 99.42 99.43 99.42 99.42 +0.02 189 11,371 -305
Dec01 001113 99.33 99.33 99.32 99.32 +0.01 3 5,883 +62
Mar02 001113 99.29 99.31 99.29 99.29 +0.01 0 3,608 +0
Jun02 001113 99.23 99.23 99.23 99.23 +0.02 1 784 +3
Sep02 001113 99.12 99.12 99.12 99.12 +0.02 0 307 +0
Dec02 001113 98.88 98.88 98.88 98.88 unch 0 30 +0
Mar03 001113 98.80 98.80 98.80 98.80 unch      
Total Volume and Open Interest 1,867 69,828 +552
3-Mth Euro-Yen(SIMEX)
Dec00 001113 99.45 99.46 99.45 99.46 +0.01 2,231 96,196 -880
Mar01 001113 99.49 99.50 99.49 99.50 +0.01 1,991 99,778 -1,252
Jun01 001113 99.46 99.47 99.46 99.46 unch 3,966 82,502 -1,596
Sep01 001113 99.40 99.42 99.40 99.42 +0.02 1,724 64,756 +193
Dec01 001113 99.33 99.33 99.32 99.33 +0.01 139 21,977 -200
Mar02 001113 99.30 99.31 99.30 99.30 +0.01 241 14,563 +71
Jun02 001113 99.21 99.22 99.21 99.22 +0.02 86 7,724 -100
Sep02 001113 99.10 99.10 99.10 99.10 +0.03 50 5,151 +0
Total Volume and Open Interest 10,297 401,710 -3,759
German Euro-Bund(EUREX)
Dec00 001113 105.60 105.86 105.53 105.83 +0.30 307,405 611,751 +9,375
Mar01 001113 105.67 105.91 105.65 105.91 +0.29 3,364 30,953 -178
Jun01 001113 105.68 105.68 105.68 105.68 +0.31 0 1,862 +298
Total Volume and Open Interest 310,769 644,566 +9,495
German Euro-Bobl(EUREX)
Dec00 001113 103.79 103.99 103.73 103.97 +0.22 149,415 345,576 +6,588
Mar01 001113 103.55 103.72 103.55 103.72 +0.23 771 9,401 -206
Jun01 001113 103.57 103.57 103.57 103.57 +0.17 0 742 -192
Total Volume and Open Interest 150,186 355,719 +6,190
Long Gilt(LIFFE)
Dec00 001113 113~29 114~06 113~29 114~06 +0~08 13,594 67,505 +565
Mar01 001113 113~21 113~28 113~21 113~28 +0~08 1 1,405 +0
Total Volume and Open Interest 13,804 68,910 +565
3-Mth Short Sterling(LIFFE)
Dec00 001113 93.91 93.94 93.91 93.93 +0.01 7,186 163,884 +1,248
Mar01 001113 93.98 94.00 93.96 94.00 +0.03 11,194 200,036 +160
Jun01 001113 93.98 94.03 93.98 94.02 +0.04 5,799 114,992 -186
Total Volume and Open Interest 37,467 800,051 +2,436
3-Mth Euribor(LIFFE)
Dec00 001113 94.855 94.895 94.845 94.895 +0.050 57,587 327,040 +532
Mar01 001113 94.885 94.935 94.885 94.935 +0.055 63,775 289,038 +1,906
Jun01 001113 94.920 94.970 94.915 94.960 +0.050 49,379 202,613 +2,237
Total Volume and Open Interest 240,012 1,406,900 +11,059
3-Mth Aus T-Bills(SFE)
Dec00 001113 93.69 93.70 93.66 93.70 +0.02 9,233 195,566 -4,541
Mar01 001113 93.71 93.75 93.68 93.74 +0.04 11,684 89,759 +3,576
Jun01 001113 93.73 93.80 93.73 93.79 +0.05 1,422 37,660 +213
Sep01 001113 93.76 93.81 93.73 93.79 +0.05 581 23,065 +452
Dec01 001113 93.70 93.77 93.70 93.77 +0.07 854 12,884 +802
Mar02 001113 93.67 93.72 93.67 93.71 +0.04 221 7,697 +13
Jun02 001113 93.60 93.64 93.60 93.64 +0.04 55 5,320 +6
Sep02 001113 93.56 93.58 93.56 93.58 +0.04 207 3,933 +102
Dec02 001113 93.50 93.52 93.50 93.52 +0.04 110 2,034 +35
Mar03 001113 93.47 93.50 93.47 93.49 +0.04 5 1,228 +0
Total Volume and Open Interest 24,402 382,491 +688
10-Year Aus T-Bonds(SFE)
Dec00 001113 93.93 94.03 93.93 93.99 +0.07 681 136,500 +4,359
Mar01 001113 94.00 94.00 94.00 94.00 +0.08      
Total Volume and Open Interest 681 136,500 +4,359
3-Year Aus T-Bonds(SFE)
Dec00 001113 94.08 94.12 94.07 94.11 +0.05 2,021 344,332 +11,276
Mar01 001113 94.08 94.08 94.08 94.08 +0.05      
Total Volume and Open Interest 2,021 344,332 +11,276
Gold(CMX)
Dec00 001113 265.5 266.8 265.0 265.3 -0.2 12,745 82,154 -223
Feb01 001113 268.4 269.3 267.8 268.0 -0.1 1,890 23,469 +683
Apr01 001113 271.5 271.5 270.6 270.6 -0.1 78 4,618 +61
Jun01 001113 273.5 274.5 273.1 273.1 -0.1 24 9,594 +4
Aug01 001113 275.4 275.4 275.4 275.4 -0.1 0 2,396 +0
Oct01 001113 277.7 277.7 277.7 277.7 -0.1 0 682 +0
Total Volume and Open Interest 14,738 138,993 +527
Silver(CMX)
Dec00 001113 469.5 471.0 468.5 468.8 -3.5 7,969 58,338 -1,255
Mar01 001113 477.5 478.0 475.0 475.6 -3.5 1,456 14,384 +857
May01 001113 483.0 483.0 480.0 480.1 -3.5 56 1,570 +44
Jul01 001113 488.0 488.0 484.8 484.8 -3.5 240 2,229 +247
Sep01 001113 492.0 492.0 489.2 489.2 -3.5 8 2,951 -1
Total Volume and Open Interest 9,758 85,515 -71
Platinum(NYM)
Jan01 001113 592.6 594.0 584.0 585.8 -6.8 866 8,220 +157
Apr01 001113 573.6 573.6 572.8 572.8 -6.8 1 217 -1
Total Volume and Open Interest 867 8,442 +156
Palladium(NYME)
Dec00 001113 781.00 781.00 777.00 777.00 -8.05 49 903 -9
Mar01 001113 783.00 783.00 775.00 775.00 -9.55 0 864 +0
Jun01 001113 770.00 770.00 770.00 770.00 -9.55 0 135 +0
Total Volume and Open Interest 49 1,902 -9
Copper(CMX)
Dec00 001113 81.80 82.15 81.60 82.10 -1.75 6,159 34,605 +42
Mar01 001113 82.60 83.15 82.50 83.05 -1.65 1,094 15,851 +314
May01 001113 82.70 83.00 82.45 82.95 -1.50 53 2,966 +20
Jul01 001113 82.50 82.90 82.50 82.85 -1.40 137 2,364 +41
Sep01 001113 82.45 82.75 82.45 82.75 -1.30 35 1,365 +4
Total Volume and Open Interest 8,269 73,381 +429
DJIA Index(CBOT)
Dec00 001113 10530 10645 10410 10568 -72 15,242 18,124 -496
Mar01 001113 10685 10790 10560 10707 -75 7 76 -2
Jun01 001113 10818 10910 10720 10846 -78 0 6 +0
Total Volume and Open Interest 15,249 18,213 -498
S & P 500(CME)
Dec00 001113 1359.00 1373.00 1335.00 1358.80 -13.70 71,416 417,795 -1,802
Mar01 001113 1380.00 1392.50 1357.90 1379.00 -13.90 1,770 15,911 +1,573
Jun01 001113 1398.10 1412.90 1376.00 1399.70 -14.20 105 2,677 +8
Sep01 001113 1422.10 1433.90 1399.90 1420.70 -14.20 0 319 +0
Total Volume and Open Interest 73,291 436,973 -220
S & P 500 E-Mini(Globex)
Dec00 001113 1369.00 1373.00 1335.00 1358.75 -13.75 90,707 68,213 +2,877
Mar01 001113 1371.00 1398.25 1358.00 1379.00 -14.00 7 34 +9
Total Volume and Open Interest 90,714 68,247 +2,886
NASDAQ 100(CME)
Dec00 001113 2830.00 2992.00 2755.00 2827.50 -66.50 18,855 43,575 -122
Mar01 001113 2870.00 2995.00 2800.00 2875.50 -69.00 5 52 -2
Jun01 001113 2923.50 2923.50 2923.50 2923.50 -68.00      
Total Volume and Open Interest 18,860 43,627 -124
NASDAQ 100 E-Mini(GLOBEX)
Dec00 001113 2888.0 2993.0 2755.0 2827.5 -66.5 66,765 52,960 +5
Mar01 001113 2952.0 3021.0 2829.5 2875.5 -69.0 0 6 +0
Total Volume and Open Interest 66,765 52,966 +5
NYSE Composite(NYBOT)
Dec00 001113 642.00 646.50 633.50 641.00 -7.50 297 1,684 +110
Mar01 001113 650.00 650.00 650.00 650.00 -7.50 0 212 +0
Jun01 001113 659.00 659.00 659.00 659.00 -7.50 0 102 +0
Total Volume and Open Interest 384 1,888 -291
S & P Midcap 400(CME)
Dec00 001113 500.00 502.00 485.10 494.50 -9.50 874 16,111 -750
Mar01 001113 501.75 501.75 501.75 501.75 -9.50 0 1 +0
Jun01 001113 508.75 508.75 508.75 508.75 -9.50 0 1 +0
Total Volume and Open Interest 874 16,113 -750
Russell 2000(CME)
Dec00 001113 478.00 482.50 465.00 478.40 -3.25 465 14,426 -578
Mar01 001113 485.90 485.90 485.75 485.90 -3.25      
Jun01 001113 493.45 493.45 493.30 493.45 -3.25      
Total Volume and Open Interest 465 14,426 -578
Value Line(KCBT)
Dec00 001113 1094.00 1112.50 1082.50 1104.50 -4.50 62 166 -13
Total Volume and Open Interest 62 167 -14
Nikkei 225(CME)
Dec00 001113 14550 14750 14490 14695 -95 1,117 16,107 +221
Mar01 001113 14650 14750 14620 14750 -100 3 51 +3
Total Volume and Open Interest 1,120 16,160 +224
Nikkei 225(SIMEX)
Dec00 001113 14750 14770 14450 14605 -370 11,844 90,318 +1,603
Mar01 001113 14625 14625 14625 14625 -370 0 4,966 +0
Jun01 001113 14605 14605 14605 14605 -370 0 405 +0
Total Volume and Open Interest 11,944    
CAC 40(MATIF)
Nov00 001113 6118.0 6180.0 6015.0 6093.5 -39.5 56,763 198,211 +4,171
Dec00 001113 6150.0 6170.0 6039.0 6082.0 -123.5 1,044 157,152 -118
Total Volume and Open Interest 57,892 374,741 +4,066
DAX Index(EUREX)
Dec00 001113 6839.5 6857.5 6720.0 6777.0 -91.0 40,003 166,584 +3,071
Mar01 001113 6930.0 6930.0 6806.0 6859.5 -93.0 1,032 7,527 +181
Jun01 001113 6952.0 6960.0 6895.0 6931.0 -96.0 177 8,064 +112
Total Volume and Open Interest 41,212 182,175 +3,364
FT-SE 100(LIFFE)
Dec00 001113 6379.00 6390.50 6255.50 6279.00 -146.00 32,140 231,223 +1,423
Mar01 001113 6400.00 6402.00 6332.00 6332.00 -145.50 6 14,961 +3
Jun01 001113 6402.50 6402.50 6402.50 6402.50 -145.50 100 7,436 +80
Total Volume and Open Interest 33,063 253,620 +1,506
SPI 200(SFE)
Dec00 001113 3319.0 3348.0 3315.0 3323.0 -9.0 12,805 138,074 +7,920
Mar01 001113 3365.0 3368.0 3347.0 3347.0 -10.0 1,434 3,437 +595
Jun01 001113 3375.0 3375.0 3375.0 3375.0 -10.0 0 174 +0
Total Volume and Open Interest 14,252 141,698 +8,515
GSCI(CME)
Nov00 001113 249.70 250.55 248.50 250.35 +2.40 8,258 16,139 -6,722
Dec00 001113 249.00 250.00 247.75 249.70 +2.40 8,447 20,088 +6,941
Jan01 001113 243.50 243.50 243.50 243.50 +1.50      
Total Volume and Open Interest 16,705 36,227 +219
Bridge CRB Index(NYBOT)
Jan01 001113 224.50 224.50 223.00 223.25 -1.65 55 531 +1
Feb01 001113 222.00 222.00 221.25 222.00 -1.65 0 656 +0
Apr01 001113 220.75 220.75 220.75 220.75 -1.65 0 305 +0
Total Volume and Open Interest 55 1,492 -92
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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