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MRCI's Free Historical Futures Prices for

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MRCI's Free Historical Futures Prices
Daily Futures Price Listing Wed November 15, 2000
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan01 001115 479.00 484.25 479.00 481.50 +3.75 26,914 82,683 -1,119
Mar01 001115 487.50 492.75 487.00 490.50 +4.75 5,551 33,183 +951
May01 001115 495.00 500.50 495.00 498.00 +4.75 2,029 17,412 +164
Jul01 001115 500.00 507.00 500.00 505.25 +5.50 1,525 21,030 +203
Aug01 001115 504.50 507.75 503.50 506.00 +5.75 18 855 +2
Sep01 001115 503.50 507.75 503.50 506.25 +5.25 6 363 +4
Nov01 001115 506.50 513.00 506.00 510.75 +5.75 499 6,875 +28
Total Volume and Open Interest 38,240 162,934 -478
Soybean Meal(CBOT)
Dec00 001115 170.30 171.50 170.10 170.90 +1.10 10,920 40,298 -1,464
Jan01 001115 169.70 171.00 169.40 170.20 +1.10 9,005 30,350 +1,952
Mar01 001115 168.80 169.30 168.00 168.60 +0.80 5,002 18,360 +362
May01 001115 167.30 167.90 166.50 167.20 +0.90 2,499 11,907 +285
Jul01 001115 167.80 168.40 167.00 167.60 +0.80 1,505 9,856 +401
Aug01 001115 167.50 167.50 166.50 167.00 +1.10 243 2,062 +155
Sep01 001115 166.00 166.80 166.00 166.70 +1.20 163 1,355 +69
Oct01 001115 165.50 165.70 165.00 165.10 +0.50 5 628 +5
Total Volume and Open Interest 29,379 116,125 +1,789
Soybean Oil(CBOT)
Dec00 001115 15.23 15.52 15.15 15.31 +0.18 4,114 49,372 -494
Jan01 001115 15.51 15.78 15.43 15.60 +0.17 2,862 31,867 -207
Mar01 001115 15.87 16.19 15.82 15.98 +0.18 2,386 29,780 +91
May01 001115 16.28 16.58 16.20 16.37 +0.21 1,624 12,637 +518
Jul01 001115 16.60 16.90 16.60 16.72 +0.22 502 8,122 -52
Aug01 001115 16.85 17.00 16.85 16.85 +0.23 23 2,002 +4
Sep01 001115 17.03 17.20 17.00 17.00 +0.23 19 1,722 +4
Oct01 001115 17.20 17.35 17.18 17.18 +0.23 22 1,535 +5
Total Volume and Open Interest 11,818 143,528 -70
Canola(WCE)
Nov00 001115 258.8 258.8 258.8 258.8 +5.8 0 107 +0
Jan01 001115 259.0 263.6 259.0 262.9 +4.3 4,433 38,104 -873
Mar01 001115 264.7 269.4 264.7 268.2 +3.9 3,086 23,247 +1,879
May01 001115 273.2 273.2 273.2 273.2 +2.9 35 2,398 -35
Jul01 001115 278.8 278.8 278.8 278.8 +2.8 0 2,386 +0
Total Volume and Open Interest 7,554 66,997 +971
Corn(CBOT)
Dec00 001115 208.00 209.25 207.25 207.50 -1.25 37,494 164,960 -5,327
Jan01 001115 212.50 212.75 211.75 212.00 -1.00 120 1,159 +33
Mar01 001115 220.50 221.25 219.50 219.75 -1.25 16,420 175,075 +7,508
May01 001115 228.00 229.00 227.25 227.50 -1.00 1,553 41,000 +608
Jul01 001115 235.00 235.75 234.00 234.50 -1.00 2,596 49,856 +599
Sep01 001115 241.00 242.50 240.75 241.00 -0.50 128 4,639 +77
Total Volume and Open Interest 60,542 465,100 +4,233
Wheat(CBOT)
Dec00 001115 255.00 257.25 254.00 254.50 -1.25 13,969 70,232 -1,512
Mar01 001115 273.00 275.00 272.00 272.25 -1.25 8,544 61,652 +3,399
May01 001115 284.00 285.50 282.50 282.75 -1.50 452 3,102 -37
Jul01 001115 293.50 295.00 292.50 292.75 -1.50 948 19,798 +6
Sep01 001115 301.50 303.00 301.50 301.50 -2.00 25 991 +20
Total Volume and Open Interest 24,089 158,371 +1,926
Wheat(KCBT)
Dec00 001115 308.00 310.00 307.00 307.50 -1.00 5,373 36,588 -2,105
Mar01 001115 324.00 325.00 322.50 323.00 -1.00 3,370 37,971 +830
May01 001115 332.00 333.00 331.00 332.00 -0.50 137 2,649 +67
Jul01 001115 340.50 341.00 338.75 340.00 -0.50 546 9,607 +78
Sep01 001115 348.00 348.00 346.00 347.00 -0.50 0 295 +0
Total Volume and Open Interest 9,428 87,204 -1,130
Wheat(MGE)
Dec00 001115 318.50 321.00 318.50 320.25 +0.75 1,119 13,782 -374
Mar01 001115 334.25 335.25 333.25 335.00 +0.50 453 7,720 +252
May01 001115 343.00 344.25 342.25 344.00 +0.50 14 1,537 +7
Jul01 001115 350.75 351.00 349.50 351.00 +0.25 4 688 +0
Sep01 001115 357.50 357.50 357.50 357.50 -0.50 0 406 +0
Total Volume and Open Interest 1,590 24,339 -115
Oats(CBOT)
Dec00 001115 103.50 104.25 102.50 103.25 -0.50 1,353 8,720 -237
Mar01 001115 114.00 114.75 113.00 113.25 -0.75 1,313 4,339 +320
May01 001115 120.00 121.00 119.50 119.75 -0.75 259 465 +115
Jul01 001115 125.00 126.00 125.00 125.25 -0.75 23 270 +5
Total Volume and Open Interest 2,973 14,574 +223
Rough Rice(CBOT)
Nov00 001115 6.28 6.28 6.26 6.26 unch 5 7 -12
Jan01 001115 6.50 6.50 6.45 6.47 -0.04 114 3,596 -75
Mar01 001115 6.69 6.71 6.68 6.70 -0.05 57 1,273 +46
May01 001115 6.94 6.94 6.94 6.94 -0.04 12 508 +5
Total Volume and Open Interest 201 6,053 -34
Live Cattle(CME)
Dec00 001115 72.400 72.400 71.950 72.125 -0.150 7,517 52,395 -1,303
Feb01 001115 74.475 74.575 74.200 74.425 -0.075 5,564 43,135 +1,221
Apr01 001115 75.625 75.625 75.325 75.500 -0.125 2,747 22,075 +218
Jun01 001115 72.400 72.450 72.225 72.325 -0.025 551 7,576 +178
Aug01 001115 72.650 72.650 72.375 72.425 -0.100 520 5,924 +143
Oct01 001115 73.850 73.850 73.500 73.750 -0.050 54 1,033 +44
Total Volume and Open Interest 16,976 132,251 +524
Feeder Cattle(CME)
Nov00 001115 88.450 88.450 88.250 88.375 -0.175 287 2,065 -114
Jan01 001115 89.375 89.425 89.125 89.325 -0.100 1,381 7,555 +244
Mar01 001115 88.700 88.750 88.450 88.725 -0.075 429 3,578 +83
Apr01 001115 88.300 88.400 88.150 88.375 -0.125 78 1,289 +21
May01 001115 87.950 88.050 87.750 88.000 -0.150 137 1,330 +74
Aug01 001115 87.950 88.050 87.800 88.000 -0.250 49 482 +21
Sep01 001115 87.800 87.825 87.800 87.825 -0.075 0 89 +0
Total Volume and Open Interest 2,364 16,422 +331
Lean Hogs(CME)
Dec00 001115 54.500 54.700 53.850 54.100 -0.450 7,287 16,156 -1,256
Feb01 001115 56.500 56.875 56.250 56.500 -0.375 4,318 15,691 +878
Apr01 001115 55.750 56.275 55.625 55.875 +0.025 873 4,287 +147
Jun01 001115 62.250 62.700 62.100 62.525 +0.025 250 1,934 +109
Jul01 001115 60.300 60.950 60.300 60.875 +0.150 41 455 +22
Aug01 001115 57.675 58.050 57.575 58.050 +0.300 24 405 +1
Oct01 001115 49.900 50.100 49.800 50.000 +0.150 28 483 +14
Dec01 001115 46.350 46.600 46.300 46.400 unch 81 434 +42
Total Volume and Open Interest 12,902 39,845 -43
Pork Bellies(CME)
Feb01 001115 63.150 63.600 62.500 62.850 -1.775 466 2,082 +37
Mar01 001115 62.950 63.400 62.600 63.000 -1.625 13 113 -1
May01 001115 64.550 64.600 63.550 63.550 -1.850 21 98 +3
Jul01 001115 65.100 65.100 65.000 65.000 -2.150 12 34 +6
Aug01 001115 65.400 65.400 65.400 65.400 -1.800 0 21 +0
Total Volume and Open Interest 512 2,348 +45
Cocoa(NYBOT)
Dec00 001115 695 712 693 700 +6 10,124 2,008 -7,330
Mar01 001115 737 745 735 737 +5 10,014 47,780 +4,207
May01 001115 759 767 757 758 +4 1,400 17,570 -880
Jul01 001115 776 786 776 780 +4 1,216 13,268 +106
Sep01 001115 805 805 804 804 +4 65 11,353 +33
Dec01 001115 845 845 836 836 +4 644 12,835 -55
Mar02 001115 868 868 868 868 +4 4 10,156 +0
Total Volume and Open Interest 23,480 134,456 -3,906
Coffee "C"(NYBOT)
Dec00 001115 71.30 71.70 70.25 70.30 -1.10 6,893 15,053 -1,905
Mar01 001115 76.50 76.75 75.25 75.35 -1.05 4,971 19,521 +1,302
May01 001115 79.60 79.60 78.50 78.55 -0.95 404 3,571 +122
Jul01 001115 82.60 82.70 81.75 81.75 -0.95 74 2,052 +28
Sep01 001115 85.90 85.90 85.00 85.00 -0.80 38 2,537 +5
Dec01 001115 90.00 90.00 89.20 89.25 -0.75 65 752 +3
Total Volume and Open Interest 12,445 43,493 -445
Orange Juice(NYBOT)
Jan01 001115 74.80 76.00 74.75 75.40 +0.80 931 17,860 +62
Mar01 001115 77.80 78.90 77.80 78.45 +0.75 305 9,237 +82
May01 001115 80.60 80.80 80.60 80.75 +0.80 4 1,740 +3
Jul01 001115 83.25 83.25 83.10 83.25 +0.90 0 772 +0
Sep01 001115 85.75 85.75 85.75 85.75 +1.15 0 315 +0
Total Volume and Open Interest 1,240 30,184 +147
Sugar #11(NYBOT)
Mar01 001115 8.75 9.18 8.69 9.10 +0.37 13,428 78,271 +1,316
May01 001115 8.32 8.69 8.30 8.65 +0.32 1,641 19,230 -213
Jul01 001115 7.82 8.18 7.82 8.13 +0.27 1,145 22,843 +109
Oct01 001115 7.60 7.92 7.60 7.83 +0.21 955 18,507 -194
Mar02 001115 7.62 7.85 7.58 7.76 +0.16 48 7,312 +12
Total Volume and Open Interest 17,259 148,041 +1,072
London Cocoa(LCE)
Dec00 001115 562 565 558 562 +2 1,513 38,221 -560
Mar01 001115 578 580 575 577 -1 2,329 52,735 +587
May01 001115 595 597 592 593 -1 1,531 30,125 +468
Jul01 001115 609 610 607 608 -1 861 12,766 +194
Sep01 001115 622 623 620 621 -1 90 20,718 -11
Dec01 001115 647 651 647 648 -1 145 7,682 +116
Mar02 001115 675 675 673 673 -1 202 15,541 +137
Total Volume and Open Interest 6,671 192,404 +931
London Coffee(LCE)
Nov00 001115 664.00 667.00 660.00 667.00 +1.00 124 1,277 -162
Jan01 001115 672.00 673.00 668.00 672.00 -3.00 2,061 27,405 -120
Mar01 001115 692.00 694.00 688.00 692.00 -4.00 1,217 11,988 +301
May01 001115 715.00 717.00 712.00 715.00 -3.00 404 6,363 -29
Jul01 001115 741.00 741.00 737.00 739.00 -4.00 57 2,625 +26
Sep01 001115 764.00 764.00 763.00 763.00 -5.00 66 1,506 +32
Total Volume and Open Interest 3,929 54,234 +48
London Sugar(LCE)
Dec00 001115 225.50 233.60 224.60 225.00 -0.30 902 2,074 -764
Mar01 001115 227.40 236.00 227.00 235.30 +8.10 1,457 22,125 -21
May01 001115 225.20 232.40 224.60 231.60 +7.00 181 4,368 +105
Aug01 001115 221.30 228.10 221.10 228.10 +7.00 30 6,722 +10
Oct01 001115 216.50 222.60 216.50 222.60 +6.70 148 2,467 +85
Total Volume and Open Interest 2,978 38,655 -402
Cotton(NYBOT)
Dec00 001115 64.65 64.80 64.40 64.74 -0.08 4,357 14,302 -2,388
Mar01 001115 67.55 67.85 67.45 67.82 +0.04 5,153 29,396 +1,805
May01 001115 68.45 68.85 68.40 68.85 +0.18 391 10,994 +226
Jul01 001115 69.00 69.25 68.80 69.25 +0.25 340 6,310 +215
Oct01 001115 65.60 65.60 65.60 65.60 +0.14 65 789 +0
Dec01 001115 64.70 64.90 64.65 64.85 +0.20 85 5,597 +7
Total Volume and Open Interest 22,391 67,548 -135
Lumber(CME)
Nov00 001115 212.0 214.9 207.5 208.5 -2.4 362 373 -144
Jan01 001115 231.2 238.7 229.4 236.0 +4.9 579 2,595 +40
Mar01 001115 240.2 246.6 239.3 245.8 +4.0 139 989 +43
May01 001115 246.6 250.7 246.6 250.5 +3.5 44 240 +29
Total Volume and Open Interest 1,125 4,269 -31
Crude Oil(NYM)
Dec00 001115 35.40 35.65 34.65 35.58 +0.71 78,811 66,354 -11,396
Jan01 001115 34.50 35.05 34.05 34.99 +1.03 71,758 123,856 +12,024
Feb01 001115 33.40 34.00 33.08 33.92 +0.97 13,363 39,727 +2,386
Mar01 001115 32.40 32.85 31.95 32.79 +0.87 6,384 22,964 +1,884
Apr01 001115 31.25 31.77 31.15 31.77 +0.70 1,846 17,060 +210
May01 001115 30.25 30.93 30.22 30.93 +0.56 1,358 12,344 -100
Jun01 001115 29.80 30.17 29.63 30.17 +0.45 2,431 26,271 -805
Jul01 001115 29.30 29.50 29.05 29.50 +0.38 418 12,585 +133
Aug01 001115 28.70 28.91 28.70 28.91 +0.35 680 10,924 +176
Sep01 001115 27.95 28.38 27.82 28.38 +0.33 1,048 17,693 +249
Total Volume and Open Interest 182,164 491,956 +4,975
Heating Oil(NYM)
Dec00 001115 108.50 108.50 105.50 107.71 +2.30 28,065 40,361 -1,392
Jan01 001115 105.00 105.25 102.65 104.51 +2.07 20,938 42,030 +1,667
Feb01 001115 99.00 100.20 98.40 99.91 +1.72 6,334 24,023 -178
Mar01 001115 93.75 94.30 92.10 93.81 +1.37 1,625 14,985 +526
Apr01 001115 88.90 88.90 86.50 88.16 +1.07 991 8,417 +1
May01 001115 82.35 83.20 82.25 83.16 +0.77 641 5,794 -4
Jun01 001115 79.40 80.06 79.40 80.06 +0.62 612 6,107 -298
Jul01 001115 77.95 78.56 77.95 78.56 +0.57 33 2,500 -3
Aug01 001115 77.75 78.01 77.45 78.01 +0.57 26 3,519 +0
Sep01 001115 77.95 78.21 77.70 78.21 +0.57 29 1,337 +27
Total Volume and Open Interest 59,918 155,744 +435
Unleaded Gas(NYM)
Dec00 001115 90.20 92.30 88.40 91.94 +2.71 11,986 30,476 -1,926
Jan01 001115 89.30 90.80 87.70 90.58 +2.31 1,784 18,912 +1,047
Feb01 001115 88.70 90.50 87.90 90.23 +2.31 2,197 7,537 -393
Mar01 001115 88.80 90.38 88.00 90.38 +2.21 1,012 8,417 +1
Apr01 001115 93.00 94.38 93.00 94.38 +2.11 1,700 5,368 +113
May01 001115 92.00 93.33 92.00 93.33 +2.01 430 5,948 -16
Jun01 001115 91.58 91.58 91.58 91.58 +1.96 288 2,687 +4
Jul01 001115 89.43 89.43 89.43 89.43 +1.86 99 1,400 +0
Total Volume and Open Interest      
Natural Gas(NYM)
Dec00 001115 6.070 6.320 5.915 6.265 +0.249 51,820 46,070 +553
Jan01 001115 6.080 6.280 5.910 6.231 +0.229 28,105 42,271 +3,772
Feb01 001115 5.710 5.860 5.540 5.811 +0.191 7,243 30,256 -401
Mar01 001115 5.280 5.400 5.140 5.351 +0.143 5,216 28,262 -551
Apr01 001115 4.840 4.910 4.720 4.893 +0.100 3,972 21,783 +1,991
May01 001115 4.650 4.735 4.565 4.728 +0.083 2,226 18,640 +402
Jun01 001115 4.620 4.710 4.550 4.706 +0.081 1,968 19,488 -146
Jul01 001115 4.650 4.696 4.540 4.696 +0.078 1,352 10,933 +71
Total Volume and Open Interest 110,763 396,255 +6,446
Brent Crude Oil(IPE)
Dec00 001115 32.80 34.00 32.80 33.90 +1.21 17,940 22,821 -9,612
Jan01 001115 32.30 33.20 32.30 33.17 +1.02 39,818 69,717 -1,815
Feb01 001115 31.67 32.25 31.50 32.20 +0.76 8,652 45,010 +1,566
Mar01 001115 30.67 31.06 30.45 31.06 +0.56 7,212 40,200 +4,648
Apr01 001115 29.80 30.05 29.60 30.02 +0.36 3,483 27,406 +2,357
May01 001115 29.01 29.36 28.90 29.24 +0.23 1,041 7,265 +622
Jun01 001115 28.40 28.67 28.20 28.56 +0.20 513 17,685 +458
Jul01 001115 27.90 28.04 27.73 28.04 +0.17 0 5,193 +0
Total Volume and Open Interest 80,047 285,341 -934
Gas Oil(IPE)
Dec00 001115 306.00 315.50 306.00 313.00 +11.25 16,036 37,673 -949
Jan01 001115 297.25 303.00 296.50 301.25 +9.25 12,965 23,984 +3,023
Feb01 001115 287.00 292.00 287.00 289.75 +7.25 3,145 6,866 +908
Mar01 001115 277.25 278.00 274.75 275.50 +4.75 1,996 7,055 +352
Apr01 001115 265.25 265.25 262.75 263.00 +3.75 923 5,405 -75
May01 001115 254.00 254.50 253.00 253.25 +3.00 459 1,165 +209
Jun01 001115 248.75 248.75 246.00 246.00 +2.00 1,885 13,024 +1,375
Jul01 001115 245.75 245.75 242.25 242.25 +1.25 150 3,082 +43
Total Volume and Open Interest 37,759 104,244 +5,086
US Dollar Index(NYBOT)
Dec00 001115 116.03 116.47 115.61 116.28 +0.15 656 3,946 -136
Mar01 001115 115.90 116.08 115.70 116.10 +0.13 660 6,018 -135
Jun01 001115 115.96 115.96 115.94 115.94 +0.13 660 6,018 -135
Total Volume and Open Interest 660 6,018 -135
Australian Dollar(IMM)
Dec00 001115 52.09 52.25 51.95 52.10 +0.19 987 22,152 -88
Mar01 001115 52.20 52.25 52.03 52.15 +0.19 7 2,250 +6
Jun01 001115 52.20 52.20 52.20 52.20 +0.19 0 8 +0
Total Volume and Open Interest 994 24,415 -82
British Pound(IMM)
Dec00 001115 142.54 143.00 142.38 142.74 -0.30 4,268 33,476 +590
Mar01 001115 142.70 143.30 142.60 143.00 -0.30 18 139 +7
Jun01 001115 143.26 143.26 143.10 143.26 -0.30 0 2 +0
Total Volume and Open Interest 4,286 33,617 +597
Canadian Dollar(IMM)
Dec00 001115 64.64 64.65 64.42 64.44 -0.34 2,493 73,093 +634
Mar01 001115 64.78 64.79 64.53 64.58 -0.34 152 3,129 +15
Jun01 001115 64.85 64.86 64.67 64.67 -0.34 58 1,805 +44
Sep01 001115 64.79 64.79 64.75 64.75 -0.34 17 678 +6
Total Volume and Open Interest 2,720 79,013 +699
Japanese Yen(IMM)
Dec00 001115 92.55 92.64 92.31 92.34 -0.68 7,112 58,980 +550
Mar01 001115 93.92 94.05 93.69 93.76 -0.69 7 378 +2
Jun01 001115 95.15 95.15 95.15 95.15 -0.70 0 8 +0
Total Volume and Open Interest 7,119 59,507 +552
Swiss Franc(IMM)
Dec00 001115 56.64 56.67 56.27 56.40 -0.14 5,159 48,021 +635
Mar01 001115 57.05 57.07 56.70 56.84 -0.14 16 328 +12
Jun01 001115 57.26 57.26 57.25 57.26 -0.14 0 10 +0
Total Volume and Open Interest 5,175 48,360 +647
EuroFX(IMM)
Dec00 001115 86.10 86.18 85.67 85.91 +0.08 9,445 76,661 -321
Mar01 001115 86.46 86.46 86.00 86.24 +0.09 106 1,147 +35
Total Volume and Open Interest 9,551 77,808 -286
Mexican Peso(IMM)
Dec00 001115 10415.0 10475.0 10415.0 10460.0 +45.0 3,048 12,189 +1,993
Mar01 001115 10165.0 10200.0 10163.0 10175.0 +50.0 540 4,189 +161
Total Volume and Open Interest 5,200 18,295 +2,517
30-Year T-Bonds(CBOT)
Dec00 001115 99~30 100~19 99~27 100~14 +0~16 134,093 396,635 +4,579
Mar01 001115 99~28 100~19 99~28 100~15 +0~15 9,881 32,566 +3,942
Jun01 001115 100~12 100~12 100~12 100~12 +0~15 5 277 +5
Total Volume and Open Interest 143,981 429,568 +8,530
Municipal Bonds(CBOT)
Dec00 001115 99~26 100~08 99~26 100~04 +0~07 937 20,237 +74
Mar01 001115 99~10 99~12 99~10 99~12 +0~07 0 8 +0
Total Volume and Open Interest 937 20,245 +74
10-Year T-Notes(CBOT)
Dec00 001115 100~315 101~100 100~295 101~080 +0~080 122,356 529,019 +7,786
Mar01 001115 101~015 101~115 101~010 101~095 +0~085 4,029 30,243 -652
Total Volume and Open Interest 126,385 560,183 +7,134
5-Year T-Notes(CBOT)
Dec00 001115 100~250 100~300 100~250 100~295 +0~040 71,606 359,956 +3,926
Mar01 001115 100~275 100~305 100~270 100~305 +0~040 2,344 25,674 +1,983
Total Volume and Open Interest 73,950 385,630 +5,909
2 Year T-Notes(CBOT)
Dec00 001115 100~013 100~020 100~012 100~016 +0~002 2,369 57,919 +2,065
Mar01 001115 100~036 100~036 100~036 100~036 +0~002 1 9 +1
Total Volume and Open Interest 2,370 57,928 +2,066
3-Mth T-Bills(IMM)
Dec00 001115 93.81 93.81 93.80 93.80 +0.01 1 1,367 +0
Total Volume and Open Interest 1 1,405 +0
Eurodollars(IMM)
Dec00 001115 93.287 93.295 93.280 93.285 -0.002 46,289 510,189 -135
Mar01 001115 93.490 93.505 93.475 93.490 +0.005 68,061 500,725 -2,805
Jun01 001115 93.610 93.635 93.600 93.625 +0.010 50,462 367,672 +2,353
Sep01 001115 93.665 93.685 93.660 93.680 +0.015 53,516 389,882 -6,817
Dec01 001115 93.590 93.610 93.590 93.610 +0.020 18,932 255,494 -1,900
Mar02 001115 93.625 93.660 93.625 93.655 +0.025 14,747 218,960 -378
Jun02 001115 93.570 93.600 93.570 93.600 +0.025 10,712 145,881 +929
Sep02 001115 93.525 93.555 93.525 93.555 +0.025 11,692 112,430 -941
Dec02 001115 93.420 93.440 93.420 93.440 +0.025 3,892 86,174 +703
Mar03 001115 93.445 93.465 93.440 93.465 +0.030 4,081 77,611 +1,139
Jun03 001115 93.390 93.420 93.390 93.420 +0.030 3,003 56,834 +258
Sep03 001115 93.365 93.385 93.365 93.385 +0.030 3,460 58,784 +468
Total Volume and Open Interest 310,184 3,157,977 -32,464
3-Mth Euro-Yen(IMM)
Dec00 001115 99.47 99.48 99.47 99.48 +0.02 908 13,929 +1,601
Mar01 001115 99.53 99.54 99.53 99.53 +0.04 162 23,508 +321
Jun01 001115 99.50 99.50 99.50 99.50 +0.04 354 10,172 -5
Sep01 001115 99.45 99.45 99.45 99.45 +0.05 498 12,558 +876
Dec01 001115 99.36 99.37 99.36 99.37 +0.05 204 6,099 +232
Mar02 001115 99.34 99.34 99.33 99.33 +0.04 63 3,658 +50
Jun02 001115 99.26 99.26 99.26 99.26 +0.04 60 823 +40
Sep02 001115 99.14 99.14 99.14 99.14 +0.04 1 308 +1
Dec02 001115 98.94 98.94 98.94 98.94 +0.06 0 30 +0
Mar03 001115 98.80 98.80 98.80 98.80 unch      
Total Volume and Open Interest 2,250 71,085 +3,116
3-Mth Euro-Yen(SIMEX)
Dec00 001115 99.46 99.48 99.46 99.48 +0.02 2,296 96,536 -1,667
Mar01 001115 99.50 99.54 99.50 99.54 +0.04 2,220 98,423 -1,562
Jun01 001115 99.46 99.50 99.46 99.50 +0.03 1,600 83,985 -478
Sep01 001115 99.41 99.46 99.40 99.45 +0.03 1,732 64,366 -757
Dec01 001115 99.32 99.37 99.32 99.36 +0.03 466 21,786 -209
Mar02 001115 99.29 99.34 99.29 99.34 +0.04 427 14,591 -1
Jun02 001115 99.21 99.26 99.21 99.26 +0.04 783 7,504 -232
Sep02 001115 99.10 99.14 99.10 99.14 +0.04 282 5,469 +313
Total Volume and Open Interest 9,806 401,723 -4,593
German Euro-Bund(EUREX)
Dec00 001115 105.80 105.83 105.66 105.72 +0.03 398,358 641,823 +26,107
Mar01 001115 105.88 105.88 105.80 105.82 +0.03 4,091 32,793 +607
Jun01 001115 105.57 105.57 105.57 105.57 +0.04 0 1,243 -321
Total Volume and Open Interest 402,449 675,859 +26,393
German Euro-Bobl(EUREX)
Dec00 001115 103.86 103.94 103.80 103.90 +0.09 212,795 358,427 +15,355
Mar01 001115 103.60 103.67 103.57 103.65 +0.10 2,304 9,322 +228
Jun01 001115 103.50 103.50 103.50 103.50 +0.09 0 623 -21
Total Volume and Open Interest 215,099 368,372 +15,562
Long Gilt(LIFFE)
Dec00 001115 114~03 114~09 113~30 114~03 +0~04 18,467 69,969 -534
Mar01 001115 113~26 113~28 113~22 113~24 +0~04 15 1,555 +0
Total Volume and Open Interest 18,789 71,524 -534
3-Mth Short Sterling(LIFFE)
Dec00 001115 93.92 93.96 93.92 93.95 +0.02 12,252 166,539 +812
Mar01 001115 94.01 94.08 94.01 94.07 +0.06 18,016 199,984 -330
Jun01 001115 94.04 94.11 94.04 94.10 +0.06 11,548 117,040 +1,478
Total Volume and Open Interest 70,494 810,691 +4,997
3-Mth Euribor(LIFFE)
Dec00 001115 94.875 94.890 94.870 94.890 +0.020 48,589 315,712 -981
Mar01 001115 94.915 94.930 94.900 94.925 +0.015 53,448 294,013 +84,413
Jun01 001115 94.945 94.960 94.930 94.955 +0.010 48,320 217,431 +12,068
Total Volume and Open Interest 221,640 1,711,603 +599,978
3-Mth Aus T-Bills(SFE)
Dec00 001115 93.70 93.71 93.68 93.69 -0.02 10,122 201,880 +6,314
Mar01 001115 93.75 93.79 93.74 93.76 unch 14,196 102,688 +12,929
Jun01 001115 93.81 93.83 93.77 93.78 -0.02 2,742 38,964 +1,304
Sep01 001115 93.81 93.83 93.78 93.79 -0.02 1,193 24,131 +1,066
Dec01 001115 93.80 93.80 93.75 93.76 -0.02 1,510 12,830 -54
Mar02 001115 93.72 93.74 93.70 93.71 -0.02 559 7,929 +232
Jun02 001115 93.67 93.67 93.63 93.63 -0.03 489 5,205 -115
Sep02 001115 93.60 93.60 93.56 93.56 -0.03 720 4,198 +265
Dec02 001115 93.51 93.51 93.51 93.51 -0.02 20 2,028 -6
Mar03 001115 93.47 93.47 93.47 93.47 -0.03 50 1,258 +30
Total Volume and Open Interest 31,691 404,526 +0
10-Year Aus T-Bonds(SFE)
Dec00 001115 94.02 94.03 93.96 94.00 -0.01 3,980 149,759 +6,788
Mar01 001115 94.00 94.00 94.00 94.00 -0.01      
Total Volume and Open Interest 3,980 149,759 +6,788
3-Year Aus T-Bonds(SFE)
Dec00 001115 94.12 94.14 94.08 94.10 -0.03 7,060 360,284 +15,952
Mar01 001115 94.07 94.07 94.07 94.07 -0.03      
Total Volume and Open Interest 7,060 360,284 +0
Gold(CMX)
Dec00 001115 265.6 266.6 265.3 265.6 +0.2 9,976 78,515 -641
Feb01 001115 268.7 269.4 268.0 268.3 +0.2 1,595 27,554 +223
Apr01 001115 271.3 271.5 270.9 270.9 +0.2 339 4,768 +129
Jun01 001115 273.3 274.3 273.3 273.5 +0.2 1,129 9,842 +324
Aug01 001115 275.8 275.8 275.8 275.8 +0.2 5 2,512 +0
Oct01 001115 278.1 278.1 278.1 278.1 +0.2 200 852 +170
Total Volume and Open Interest 13,405 140,258 +316
Silver(CMX)
Dec00 001115 469.0 470.5 466.5 468.8 -0.7 6,602 55,637 -2,176
Mar01 001115 475.0 477.0 473.5 475.7 -0.6 1,064 15,252 +407
May01 001115 480.5 481.0 480.0 480.3 -0.5 43 1,594 +18
Jul01 001115 486.0 487.5 485.1 485.1 -0.4 634 2,790 +381
Sep01 001115 490.0 490.0 489.6 489.6 -0.3 1 2,953 +1
Total Volume and Open Interest 8,414 84,208 -1,409
Platinum(NYM)
Jan01 001115 589.4 589.4 585.0 585.0 -4.4 407 8,035 -67
Apr01 001115 573.5 573.5 573.5 573.5 -4.4 103 311 +89
Total Volume and Open Interest 510 8,351 +22
Palladium(NYME)
Dec00 001115 783.00 788.00 783.00 785.00 unch 54 817 +35
Mar01 001115 786.00 786.00 783.00 783.00 unch 30 962 +25
Jun01 001115 778.00 778.00 778.00 778.00 unch 0 135 +0
Total Volume and Open Interest 84 1,914 +60
Copper(CMX)
Dec00 001115 82.60 83.20 82.10 82.70 -0.05 5,274 35,166 +970
Mar01 001115 83.60 84.25 83.20 83.65 -0.05 1,121 16,314 +340
May01 001115 84.05 84.10 83.45 83.60 +0.10 204 3,136 +114
Jul01 001115 83.75 83.90 83.55 83.55 +0.15 21 2,542 +56
Sep01 001115 83.70 83.70 83.30 83.50 +0.20 12 1,509 +21
Total Volume and Open Interest 7,306 75,391 +1,627
DJIA Index(CBOT)
Dec00 001115 10725 10850 10680 10753 -12 13,506 18,632 +398
Mar01 001115 10885 10985 10830 10895 -11 12 80 +2
Jun01 001115 11100 11120 11000 11035 -11 4 8 +2
Total Volume and Open Interest 13,522 18,727 +402
S & P 500(CME)
Dec00 001115 1392.00 1404.00 1381.50 1397.70 +3.20 77,508 422,833 +453
Mar01 001115 1413.00 1423.00 1403.00 1418.20 +3.00 1,993 18,927 +522
Jun01 001115 1444.00 1444.00 1423.70 1439.00 +3.30 141 2,632 +32
Sep01 001115 1460.00 1463.70 1444.70 1460.00 +3.30 4 322 -2
Total Volume and Open Interest 79,648 444,981 +1,007
S & P 500 E-Mini(Globex)
Dec00 001115 1394.25 1404.50 1381.50 1397.50 +3.00 101,344 69,572 -4,212
Mar01 001115 1399.00 1421.25 1399.00 1418.25 +3.00 6 39 +4
Total Volume and Open Interest 101,350 69,611 -4,208
NASDAQ 100(CME)
Dec00 001115 3043.00 3155.00 3020.00 3115.00 +57.50 21,386 42,164 -2,172
Mar01 001115 3200.00 3200.00 3110.00 3166.50 +61.00 4 112 -2
Jun01 001115 3216.50 3216.50 3216.50 3216.50 +63.00      
Total Volume and Open Interest 21,390 42,276 -2,174
NASDAQ 100 E-Mini(GLOBEX)
Dec00 001115 3045.0 3156.0 3018.0 3116.5 +59.0 72,323 55,332 -1,485
Mar01 001115 3166.5 3182.5 3100.0 3166.5 +61.0 2 7 +0
Total Volume and Open Interest 72,325 55,339 -1,485
NYSE Composite(NYBOT)
Dec00 001115 651.00 656.50 649.50 654.25 +0.55      
Mar01 001114 662.70 662.70 662.70 662.70 +12.70 0 212 +0
Jun01 001114 671.70 671.70 671.70 671.70 +12.70 0 102 +0
Total Volume and Open Interest      
S & P Midcap 400(CME)
Dec00 001115 507.50 518.80 506.00 516.95 +10.45 1,362 15,273 -303
Mar01 001115 524.20 524.20 524.20 524.20 +10.45 0 1 +0
Jun01 001115 531.20 531.20 531.20 531.20 +10.45 0 1 +0
Total Volume and Open Interest 1,362 15,275 -303
Russell 2000(CME)
Dec00 001115 490.00 497.00 487.50 494.25 +2.85 2,248 14,597 -83
Mar01 001115 501.75 502.00 501.75 501.75 +2.85      
Jun01 001115 509.30 509.55 509.30 509.30 +2.85      
Total Volume and Open Interest 2,248 14,597 -83
Value Line(KCBT)
Dec00 001115 1124.00 1136.00 1120.00 1130.50 +5.50 55 163 -2
Total Volume and Open Interest 55 164 -2
Nikkei 225(CME)
Dec00 001115 14830 14850 14755 14780 -150 1,459 16,519 +49
Mar01 001115 14820 14820 14820 14820 -130 1 65 +0
Total Volume and Open Interest 1,460 16,586 +49
Nikkei 225(SIMEX)
Dec00 001115 14920 14965 14770 14810 +85 9,397 91,852 -606
Mar01 001115 14830 14830 14830 14830 +85 0 4,964 +0
Jun01 001115 14810 14810 14810 14810 +85 0 405 +0
Total Volume and Open Interest 15,112 97,821 -606
CAC 40(MATIF)
Nov00 001115 6261.0 6341.0 6205.0 6309.0 +17.0 59,557 215,125 +17,918
Dec00 001115 6295.0 6349.0 6237.0 6330.0 +35.0 2,894 157,153 -573
Total Volume and Open Interest 62,541 391,664 +17,366
DAX Index(EUREX)
Dec00 001115 6961.0 6989.0 6908.5 6972.0 -13.0 43,260 169,423 +3,160
Mar01 001115 7024.5 7064.5 6999.5 7056.5 -12.5 250 8,719 +527
Jun01 001115 7103.5 7132.0 7099.5 7129.0 -14.0 140 8,389 +167
Total Volume and Open Interest 43,650 186,531 +3,854
FT-SE 100(LIFFE)
Dec00 001115 6435.50 6486.50 6391.00 6458.00 +13.00 33,114 231,678 -706
Mar01 001115 6454.00 6524.50 6454.00 6508.00 +13.00 1,105 15,889 +920
Jun01 001115 6580.00 6580.00 6580.00 6580.00 +13.00 0 7,436 +0
Total Volume and Open Interest 34,161 255,003 +214
SPI 200(SFE)
Dec00 001115 3360.0 3360.0 3341.0 3358.0 +21.0 11,798 151,572 +151,572
Mar01 001115 3379.0 3382.0 3367.0 3382.0 +21.0 419 4,988 +4,988
Jun01 001115 3409.0 3409.0 3409.0 3409.0 +20.0 0 174 +174
Total Volume and Open Interest 12,217 156,747 +0
GSCI(CME)
Dec00 001115 256.10 258.60 253.25 258.50 +5.10 6,585 33,825 +6,070
Jan01 001115 252.60 252.60 252.60 252.60 +6.60      
Feb01 001110 236.80 237.50 236.10 236.80 -0.20      
Total Volume and Open Interest 11,685 36,008 +78
Bridge CRB Index(NYBOT)
Jan01 001115 225.20 226.00 225.05 225.70 +1.20 42 531 +6
Feb01 001115 223.25 224.00 223.25 223.70 +0.70 1 657 -1
Apr01 001115 221.70 221.70 221.70 221.70 +0.20 1 304 -1
Total Volume and Open Interest 124 1,492 +4
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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