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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 Thu November 16, 2000
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan01 001116 480.00 480.00 475.25 477.50 -4.00 25,947 82,268 -415
Mar01 001116 488.50 489.50 484.50 486.50 -4.00 4,711 33,529 +346
May01 001116 496.00 496.75 492.50 494.50 -3.50 1,856 17,807 +395
Jul01 001116 503.00 504.00 499.25 501.50 -3.75 1,607 21,511 +481
Aug01 001116 504.00 505.00 501.00 502.50 -3.50 35 839 -16
Sep01 001116 503.00 503.00 503.00 503.00 -3.25 13 359 -4
Nov01 001116 508.00 510.00 506.25 507.50 -3.25 324 6,900 +25
Total Volume and Open Interest 34,497 163,213 +279
Soybean Meal(CBOT)
Dec00 001116 170.40 170.40 169.00 169.80 -1.10 8,060 39,027 -1,271
Jan01 001116 169.50 169.50 168.20 168.90 -1.30 6,634 30,693 +343
Mar01 001116 167.80 168.20 167.00 167.40 -1.20 4,217 19,199 +839
May01 001116 166.30 166.80 165.70 166.20 -1.00 1,888 11,753 -154
Jul01 001116 166.80 167.20 166.20 166.70 -0.90 1,233 9,696 -160
Aug01 001116 166.00 166.50 165.60 166.00 -1.00 59 2,105 +43
Sep01 001116 166.00 166.40 165.30 165.90 -0.80 19 1,359 +4
Oct01 001116 164.50 164.50 164.50 164.50 -0.60 2 629 +1
Total Volume and Open Interest 22,279 115,851 -274
Soybean Oil(CBOT)
Dec00 001116 15.30 15.34 15.03 15.13 -0.18 13,897 47,462 -1,910
Jan01 001116 15.59 15.63 15.32 15.40 -0.20 5,024 33,443 +1,576
Mar01 001116 15.98 16.03 15.72 15.79 -0.19 7,049 31,301 +1,521
May01 001116 16.38 16.38 16.11 16.18 -0.19 1,374 11,995 -642
Jul01 001116 16.75 16.76 16.50 16.55 -0.17 905 8,349 +227
Aug01 001116 16.85 16.85 16.68 16.69 -0.16 42 2,017 +15
Sep01 001116 16.95 17.03 16.88 16.90 -0.10 36 1,740 +18
Oct01 001116 17.20 17.20 17.05 17.05 -0.13 14 1,549 +14
Total Volume and Open Interest 28,531 144,388 +860
Canola(WCE)
Nov00 001116 258.8 258.8 258.8 258.8 unch 5 107 +0
Jan01 001116 262.9 265.0 260.3 261.7 -1.2 5,522 39,299 +1,195
Mar01 001116 269.9 270.0 266.3 267.2 -1.0 2,196 22,683 -564
May01 001116 273.2 273.4 272.1 273.4 +0.2 3 2,400 +2
Jul01 001116 280.8 280.8 277.0 279.0 +0.2 200 2,586 +200
Total Volume and Open Interest 8,011 67,915 +918
Corn(CBOT)
Dec00 001116 207.00 209.25 206.00 208.75 +1.25 40,517 157,706 -7,254
Jan01 001116 210.75 213.50 210.75 213.25 +1.25 200 1,215 +56
Mar01 001116 219.00 221.75 218.25 221.00 +1.25 23,314 181,676 +6,601
May01 001116 227.00 229.25 226.00 228.75 +1.25 1,901 41,701 +701
Jul01 001116 233.50 236.00 232.75 235.75 +1.25 2,876 50,706 +850
Sep01 001116 241.00 242.00 240.50 241.75 +0.75 295 4,744 +105
Total Volume and Open Interest 71,425 467,052 +1,952
Wheat(CBOT)
Dec00 001116 253.50 255.50 252.00 254.50 unch 9,373 69,213 -1,019
Mar01 001116 271.00 273.50 270.00 272.50 +0.25 3,889 62,361 +709
May01 001116 282.50 284.00 281.00 284.00 +1.25 831 3,521 +419
Jul01 001116 292.00 294.00 290.50 294.00 +1.25 646 19,956 +158
Sep01 001116 300.00 303.00 300.00 303.00 +1.50 31 998 +7
Total Volume and Open Interest 14,832 158,689 +318
Wheat(KCBT)
Dec00 001116 307.00 310.25 306.00 307.00 -0.50 3,275 35,865 -723
Mar01 001116 322.50 325.25 321.25 322.00 -1.00 2,491 38,746 +775
May01 001116 331.50 333.50 329.25 331.50 -0.50 369 2,888 +239
Jul01 001116 339.50 341.00 337.50 338.75 -1.25 397 9,692 +85
Sep01 001116 346.50 346.50 344.50 346.00 -1.00 41 306 +11
Total Volume and Open Interest 6,573 87,591 +387
Wheat(MGE)
Dec00 001116 320.00 320.50 316.00 319.00 -1.25 2,968 14,338 +556
Mar01 001116 335.00 335.00 330.00 332.75 -2.25 2,078 8,920 +1,200
May01 001116 344.00 344.00 338.75 341.00 -3.00 160 1,639 +102
Jul01 001116 350.00 350.50 345.75 348.50 -2.50 6 688 +0
Sep01 001116 355.50 355.50 352.50 355.00 -2.50 0 406 +0
Total Volume and Open Interest 5,212 26,197 +1,858
Oats(CBOT)
Dec00 001116 102.75 103.00 101.75 102.25 -1.00 1,113 8,552 -168
Mar01 001116 113.00 113.25 112.50 113.00 -0.25 658 4,507 +168
May01 001116 119.75 119.75 119.00 119.00 -0.75 34 498 +33
Jul01 001116 125.00 125.00 124.75 124.75 -0.50 41 262 -8
Total Volume and Open Interest 1,878 14,612 +38
Rough Rice(CBOT)
Nov00 001116 6.20 6.24 6.13 6.24 -0.02 1 4 -3
Jan01 001116 6.46 6.46 6.34 6.46 -0.01 260 3,523 -73
Mar01 001116 6.65 6.70 6.58 6.70 unch 62 1,333 +60
May01 001116 6.84 6.92 6.82 6.92 -0.02 0 508 +0
Total Volume and Open Interest 393 6,107 +54
Live Cattle(CME)
Dec00 001116 72.150 72.650 71.900 72.625 +0.500 6,758 52,434 +39
Feb01 001116 74.500 74.975 74.225 74.925 +0.500 3,615 43,512 +377
Apr01 001116 75.450 75.875 75.250 75.850 +0.350 1,489 22,115 +40
Jun01 001116 72.300 72.550 72.225 72.525 +0.200 703 7,530 -46
Aug01 001116 72.400 72.700 72.350 72.600 +0.175 176 5,985 +61
Oct01 001116 73.750 73.800 73.575 73.800 +0.050 39 1,034 +1
Total Volume and Open Interest 12,792 132,728 +477
Feeder Cattle(CME)
Nov00 001116 88.275 88.275 88.200 88.275 -0.100 327 1,886 -179
Jan01 001116 89.150 89.650 88.925 89.625 +0.300 811 7,532 -23
Mar01 001116 88.550 89.100 88.325 89.075 +0.350 114 3,572 -6
Apr01 001116 88.100 88.700 88.000 88.625 +0.250 24 1,300 +11
May01 001116 87.775 88.175 87.650 88.150 +0.150 35 1,336 +6
Aug01 001116 87.800 88.150 87.750 88.150 +0.150 7 485 +3
Sep01 001116 87.975 87.975 87.700 87.975 +0.150 6 95 +6
Total Volume and Open Interest 1,325 16,240 -182
Lean Hogs(CME)
Dec00 001116 54.250 54.450 53.700 54.025 -0.075 2,951 15,910 -246
Feb01 001116 56.500 57.100 56.250 56.775 +0.275 2,652 15,740 +49
Apr01 001116 55.850 56.575 55.625 56.200 +0.325 1,211 4,777 +490
Jun01 001116 62.350 62.900 62.200 62.725 +0.200 448 2,187 +253
Jul01 001116 60.875 61.350 60.750 61.250 +0.375 53 482 +27
Aug01 001116 58.000 58.850 57.900 58.800 +0.750 42 409 +4
Oct01 001116 49.950 50.900 49.950 50.600 +0.600 164 584 +101
Dec01 001116 46.700 46.925 46.375 46.925 +0.525 48 440 +6
Total Volume and Open Interest 7,569 40,529 +684
Pork Bellies(CME)
Feb01 001116 62.750 63.550 62.650 62.975 +0.125 711 2,135 +53
Mar01 001116 62.850 63.500 62.850 63.050 +0.050 17 106 -7
May01 001116 63.575 64.000 63.575 63.575 +0.025 15 103 +5
Jul01 001116 65.000 65.200 65.000 65.200 +0.200 2 36 +2
Aug01 001116 65.600 65.600 65.600 65.600 +0.200 0 21 +0
Total Volume and Open Interest 745 2,401 +53
Cocoa(NYBOT)
Dec00 001116 700 706 700 700 unch 989 971 -1,037
Mar01 001116 739 741 735 737 unch 3,416 48,058 +278
May01 001116 759 762 758 758 unch 531 17,651 +81
Jul01 001116 780 782 778 778 -2 346 13,379 +111
Sep01 001116 802 805 801 801 -3 41 11,355 +2
Dec01 001116 840 840 833 833 -3 124 12,929 +94
Mar02 001116 871 872 867 867 -1 10 10,156 +0
Total Volume and Open Interest 5,480 133,982 -474
Coffee "C"(NYBOT)
Dec00 001116 70.50 70.50 68.70 68.85 -1.45 7,087 11,735 -3,318
Mar01 001116 76.00 76.00 74.00 74.10 -1.25 6,087 21,641 +2,120
May01 001116 78.75 78.75 77.25 77.35 -1.20 168 3,562 -9
Jul01 001116 82.00 82.00 80.60 80.60 -1.15 143 2,084 +32
Sep01 001116 85.00 85.00 83.85 83.85 -1.15 45 2,538 +1
Dec01 001116 89.20 89.20 87.50 88.00 -1.25 22 760 +8
Total Volume and Open Interest 13,552 42,327 -1,166
Orange Juice(NYBOT)
Jan01 001116 75.40 75.40 74.70 75.25 -0.15 650 17,817 -43
Mar01 001116 78.45 78.50 77.70 78.25 -0.20 408 9,244 +7
May01 001116 80.80 80.90 80.00 80.55 -0.20 4 1,744 +4
Jul01 001116 83.05 83.05 83.05 83.05 -0.20 3 772 +0
Sep01 001116 85.55 85.55 85.55 85.55 -0.20 0 315 +0
Total Volume and Open Interest 1,065 30,152 -32
Sugar #11(NYBOT)
Mar01 001116 9.01 9.59 8.97 9.56 +0.46 14,025 79,153 +882
May01 001116 8.60 9.09 8.55 9.06 +0.41 2,518 19,127 -103
Jul01 001116 8.12 8.58 8.09 8.57 +0.44 2,073 22,988 +145
Oct01 001116 7.87 8.25 7.82 8.25 +0.42 1,363 18,567 +60
Mar02 001116 8.16 8.18 8.10 8.18 +0.42 208 7,230 -82
Total Volume and Open Interest 20,778 149,408 +1,367
London Cocoa(LCE)
Dec00 001116 563 564 560 560 -2 2,020 36,998 -1,223
Mar01 001116 577 579 575 575 -2 3,033 53,881 +1,146
May01 001116 592 595 591 591 -2 476 30,305 +180
Jul01 001116 606 610 606 606 -2 30 12,767 +1
Sep01 001116 621 623 619 619 -2 57 20,754 +36
Dec01 001116 648 649 647 647 -1 10 7,679 -3
Mar02 001116 673 676 671 672 -1 10 15,541 +0
Total Volume and Open Interest 5,636 192,541 +137
London Coffee(LCE)
Nov00 001116 660.00 662.00 658.00 658.00 -9.00 177 1,068 -209
Jan01 001116 666.00 670.00 665.00 666.00 -6.00 2,520 27,061 -344
Mar01 001116 687.00 692.00 686.00 687.00 -5.00 1,235 12,036 +48
May01 001116 710.00 715.00 710.00 710.00 -5.00 421 6,504 +141
Jul01 001116 735.00 742.00 735.00 735.00 -4.00 46 2,645 +20
Sep01 001116 760.00 765.00 759.00 759.00 -4.00 35 1,509 +3
Total Volume and Open Interest 4,551 53,969 -265
London Sugar(LCE)
Dec00 001115 225.50 233.60 224.60 225.00 -0.30 902 2,074 -764
Mar01 001116 234.00 244.30 233.00 244.30 +9.00 1,847 22,400 +275
May01 001116 230.10 240.00 230.10 240.00 +8.40 259 4,397 +29
Aug01 001116 226.60 235.90 226.00 235.90 +7.80 113 6,825 +103
Oct01 001116 223.50 229.70 223.50 229.70 +7.10 5 2,462 -5
Total Volume and Open Interest 2,224 39,375 +720
Cotton(NYBOT)
Dec00 001116 64.82 65.02 64.60 64.98 +0.24 4,442 12,176 -2,126
Mar01 001116 67.95 68.49 67.90 68.45 +0.63 4,469 30,752 +1,356
May01 001116 69.05 69.65 68.95 69.61 +0.76 949 11,351 +357
Jul01 001116 69.55 70.15 69.50 70.08 +0.83 513 6,488 +178
Oct01 001116 65.60 66.00 65.60 65.90 +0.30 0 789 +0
Dec01 001116 64.75 65.24 64.75 65.11 +0.26 49 5,625 +28
Total Volume and Open Interest 21,422 67,341 -207
Lumber(CME)
Jan01 001116 236.0 238.3 235.0 235.8 -0.2 897 2,577 -18
Mar01 001116 245.5 246.6 244.2 245.3 -0.5 359 1,061 +72
May01 001116 249.0 251.1 249.0 250.4 -0.1 73 254 +14
Jul01 001116 254.3 255.0 253.3 253.9 +1.7 1 58 +0
Total Volume and Open Interest 1,954 4,093 -176
Crude Oil(NYM)
Dec00 001116 35.25 35.50 34.96 35.12 -0.46 80,892 51,747 -14,607
Jan01 001116 34.75 35.15 34.41 34.46 -0.53 85,031 131,844 +7,988
Feb01 001116 33.75 34.05 33.50 33.53 -0.39 21,097 45,392 +5,665
Mar01 001116 32.60 33.00 32.40 32.45 -0.34 9,342 24,723 +1,759
Apr01 001116 31.50 31.75 31.47 31.49 -0.28 4,710 17,708 +648
May01 001116 30.70 30.78 30.70 30.70 -0.23 2,498 12,925 +581
Jun01 001116 30.05 30.05 29.85 29.97 -0.20 3,632 26,351 +80
Jul01 001116 29.28 29.35 29.10 29.31 -0.19 1,367 12,355 -230
Aug01 001116 28.80 28.80 28.73 28.73 -0.18 471 11,074 +150
Sep01 001116 28.25 28.25 28.10 28.21 -0.17 1,094 17,587 -106
Total Volume and Open Interest 217,874 493,189 +1,233
Heating Oil(NYM)
Dec00 001116 106.30 107.00 104.80 105.40 -2.31 21,976 38,934 -1,427
Jan01 001116 103.50 104.10 102.30 103.16 -1.35 16,809 44,003 +1,973
Feb01 001116 99.60 100.00 98.80 99.11 -0.80 5,558 23,961 -62
Mar01 001116 93.40 94.00 93.20 93.31 -0.50 1,668 15,166 +181
Apr01 001116 87.75 88.20 87.51 87.51 -0.65 1,615 8,586 +169
May01 001116 82.55 82.60 82.51 82.51 -0.65 927 5,619 -175
Jun01 001116 79.55 79.60 79.41 79.41 -0.65 184 6,051 -56
Jul01 001116 77.00 77.91 77.00 77.91 -0.65 148 2,607 +107
Aug01 001116 77.30 78.25 77.30 77.36 -0.65 76 3,530 +11
Sep01 001116 77.50 77.56 77.50 77.56 -0.65 69 1,331 -6
Total Volume and Open Interest 49,491 156,527 +783
Unleaded Gas(NYM)
Dec00 001116 92.20 93.50 91.50 92.26 +0.32 19,743 31,402 +926
Jan01 001116 90.80 91.50 89.90 90.07 -0.51 10,154 19,984 +1,072
Feb01 001116 90.00 90.50 88.90 89.27 -0.96 2,863 7,185 -352
Mar01 001116 89.60 89.90 88.90 89.22 -1.16 1,842 8,706 +289
Apr01 001116 94.00 94.00 92.92 92.92 -1.46 1,055 5,809 +441
May01 001116 92.50 92.50 91.77 91.77 -1.56 281 6,117 +169
Jun01 001116 89.97 89.97 89.97 89.97 -1.61 35 2,712 +25
Jul01 001116 88.95 88.95 87.72 87.72 -1.71 0 1,400 +0
Total Volume and Open Interest 36,134 91,920 +91,920
Natural Gas(NYM)
Dec00 001116 6.070 6.120 5.785 5.798 -0.467 56,113 48,399 +2,329
Jan01 001116 6.060 6.100 5.780 5.788 -0.443 17,402 44,583 +2,312
Feb01 001116 5.670 5.720 5.511 5.511 -0.300 8,240 31,244 +988
Mar01 001116 5.280 5.300 5.051 5.051 -0.300 5,633 28,066 -196
Apr01 001116 4.780 4.800 4.610 4.610 -0.283 3,783 20,600 -1,183
May01 001116 4.630 4.665 4.460 4.465 -0.263 1,874 18,663 +23
Jun01 001116 4.615 4.630 4.445 4.445 -0.261 2,600 19,511 +23
Jul01 001116 4.610 4.620 4.405 4.435 -0.261 1,138 10,756 -177
Total Volume and Open Interest 101,452 400,733 +4,478
Brent Crude Oil(IPE)
Jan01 001116 32.80 33.12 32.70 32.77 -0.40 46,136 66,731 -2,986
Feb01 001116 32.05 32.26 31.85 31.88 -0.32 11,962 46,328 +1,318
Mar01 001116 30.95 31.12 30.74 30.74 -0.32 9,202 39,361 -839
Apr01 001116 29.90 30.07 29.69 29.69 -0.33 4,921 28,560 +1,154
May01 001116 29.15 29.28 28.91 28.91 -0.33 2,779 7,607 +342
Jun01 001116 28.42 28.55 28.23 28.23 -0.33 2,482 17,428 -257
Jul01 001116 27.88 27.94 27.69 27.69 -0.35 1,309 6,014 +821
Aug01 001116 27.40 27.63 27.23 27.23 -0.36 266 7,891 -27
Total Volume and Open Interest 89,641 282,459 -2,882
Gas Oil(IPE)
Dec00 001116 312.00 314.00 308.50 310.75 -2.25 20,515 35,109 -2,564
Jan01 001116 301.25 303.00 298.25 300.75 -0.50 14,203 23,722 -262
Feb01 001116 290.50 291.00 288.25 290.50 +0.75 4,985 6,984 +118
Mar01 001116 276.00 277.50 275.50 276.75 +1.25 1,386 7,028 -27
Apr01 001116 267.00 267.00 264.50 264.50 +1.50 684 5,399 -6
May01 001116 254.50 254.50 254.50 254.50 +1.25 1,334 1,815 +650
Jun01 001116 247.00 249.00 246.50 247.50 +1.50 2,775 12,198 -826
Jul01 001116 244.25 244.25 244.00 244.00 +1.75 650 3,198 +116
Total Volume and Open Interest 48,790 102,536 -1,708
US Dollar Index(NYBOT)
Dec00 001116 116.18 116.88 116.15 116.83 +0.55 407 3,975 +29
Mar01 001116 116.25 116.61 116.25 116.61 +0.51 420 6,053 +35
Jun01 001116 116.39 116.39 116.39 116.39 +0.45 420 6,053 +35
Total Volume and Open Interest 420 6,053 +35
Australian Dollar(IMM)
Dec00 001116 51.99 52.05 51.80 51.86 -0.24 2,097 22,374 +222
Mar01 001116 51.85 51.91 51.85 51.91 -0.24 7 2,252 +2
Jun01 001116 51.96 51.96 51.96 51.96 -0.24 0 8 +0
Total Volume and Open Interest 2,107 24,641 +226
British Pound(IMM)
Dec00 001116 142.40 142.56 142.16 142.44 -0.30 3,792 33,965 +489
Mar01 001116 142.68 142.90 142.50 142.70 -0.30 16 146 +7
Jun01 001116 142.96 142.96 142.90 142.96 -0.30 0 2 +0
Total Volume and Open Interest 3,808 34,113 +496
Canadian Dollar(IMM)
Dec00 001116 64.47 64.63 64.33 64.36 -0.08 5,887 73,163 +70
Mar01 001116 64.64 64.75 64.47 64.49 -0.09 347 3,248 +119
Jun01 001116 64.90 64.90 64.58 64.58 -0.09 64 1,839 +34
Sep01 001116 64.78 64.78 64.64 64.66 -0.09 31 691 +13
Total Volume and Open Interest 6,339 79,251 +238
Japanese Yen(IMM)
Dec00 001116 92.31 92.32 92.11 92.22 -0.12 14,697 62,927 +3,947
Mar01 001116 93.67 93.67 93.54 93.64 -0.12 286 536 +158
Jun01 001116 95.03 95.03 94.98 95.03 -0.12 0 8 +0
Total Volume and Open Interest 14,983 63,612 +4,105
Swiss Franc(IMM)
Dec00 001116 56.21 56.32 55.97 56.03 -0.37 5,358 48,710 +689
Mar01 001116 56.65 56.72 56.42 56.47 -0.37 51 350 +22
Jun01 001116 56.89 56.89 56.89 56.89 -0.37 0 10 +0
Total Volume and Open Interest 5,409 49,071 +711
EuroFX(IMM)
Dec00 001116 85.75 85.82 85.27 85.33 -0.58 6,568 76,951 +290
Mar01 001116 85.90 85.90 85.66 85.66 -0.58 123 1,113 -34
Total Volume and Open Interest 6,691 78,064 +256
Mexican Peso(IMM)
Dec00 001116 10480.0 10490.0 10410.0 10450.0 -10.0 12,852 12,070 -119
Mar01 001116 10200.0 10200.0 10130.0 10165.0 -10.0 111 4,303 +114
Total Volume and Open Interest 17,068 20,544 +2,249
30-Year T-Bonds(CBOT)
Dec00 001116 100~14 100~27 100~13 100~26 +0~12 171,987 406,459 +9,824
Mar01 001116 100~19 100~28 100~15 100~28 +0~13 14,321 42,710 +10,144
Jun01 001116 100~20 100~20 100~20 100~20 +0~08 0 277 +0
Total Volume and Open Interest 186,310 449,532 +19,964
Municipal Bonds(CBOT)
Dec00 001116 100~06 100~11 100~04 100~08 +0~04 617 20,267 +30
Mar01 001116 99~16 99~16 99~16 99~16 +0~04 2 8 +0
Total Volume and Open Interest 619 20,275 +30
10-Year T-Notes(CBOT)
Dec00 001116 101~075 101~160 101~075 101~160 +0~080 141,233 514,043 -14,976
Mar01 001116 101~130 101~185 101~100 101~185 +0~090 7,536 33,328 +3,085
Total Volume and Open Interest 148,769 548,292 -11,891
5-Year T-Notes(CBOT)
Dec00 001116 100~305 101~025 100~295 101~020 +0~045 67,603 360,187 +231
Mar01 001116 101~000 101~030 100~310 101~030 +0~045 4,236 28,521 +2,847
Total Volume and Open Interest 71,839 388,708 +3,078
2 Year T-Notes(CBOT)
Dec00 001116 100~017 100~022 100~015 100~021 +0~005 1,190 57,797 -122
Mar01 001116 100~040 100~043 100~040 100~042 +0~006 0 9 +0
Total Volume and Open Interest 1,190 57,806 -122
3-Mth T-Bills(IMM)
Dec00 001116 93.81 93.82 93.81 93.82 +0.01 70 1,405 +38
Total Volume and Open Interest 70 1,443 +38
Eurodollars(IMM)
Dec00 001116 93.283 93.290 93.280 93.287 +0.002 46,650 505,223 -4,966
Mar01 001116 93.505 93.510 93.495 93.505 +0.015 65,532 506,628 +5,903
Jun01 001116 93.640 93.655 93.630 93.650 +0.025 61,193 364,047 -3,625
Sep01 001116 93.700 93.725 93.690 93.720 +0.040 60,467 388,978 -904
Dec01 001116 93.620 93.650 93.620 93.650 +0.040 19,795 258,120 +2,626
Mar02 001116 93.670 93.700 93.670 93.695 +0.040 21,254 221,172 +2,212
Jun02 001116 93.620 93.645 93.615 93.640 +0.040 12,367 146,842 +961
Sep02 001116 93.570 93.595 93.565 93.595 +0.040 9,111 112,272 -158
Dec02 001116 93.450 93.480 93.450 93.480 +0.040 4,302 86,059 -115
Mar03 001116 93.480 93.510 93.480 93.505 +0.040 5,789 78,734 +1,123
Jun03 001116 93.440 93.460 93.435 93.460 +0.040 2,643 57,184 +350
Sep03 001116 93.400 93.425 93.400 93.425 +0.040 3,250 58,608 -176
Total Volume and Open Interest 337,226 3,167,050 +9,073
3-Mth Euro-Yen(IMM)
Dec00 001116 99.47 99.48 99.47 99.48 unch 1,130 11,973 -1,956
Mar01 001116 99.54 99.54 99.54 99.54 +0.01 1,430 23,333 -175
Jun01 001116 99.51 99.52 99.51 99.51 +0.01 1,359 9,786 -386
Sep01 001116 99.46 99.47 99.46 99.47 +0.02 888 11,655 -903
Dec01 001116 99.38 99.38 99.38 99.38 +0.01 39 6,067 -32
Mar02 001116 99.34 99.34 99.34 99.34 +0.01 130 3,730 +72
Jun02 001116 99.28 99.28 99.26 99.28 +0.02 31 826 +3
Sep02 001116 99.15 99.15 99.14 99.15 +0.01 1 362 +54
Dec02 001116 98.98 98.98 98.97 98.97 +0.03 0 30 +0
Mar03 001116 98.80 98.80 98.80 98.80 unch      
Total Volume and Open Interest 5,008 67,762 -3,323
3-Mth Euro-Yen(SIMEX)
Dec00 001116 99.48 99.49 99.47 99.48 unch 4,654 99,334 +2,798
Mar01 001116 99.54 99.54 99.53 99.54 unch 12 97,996 -427
Jun01 001116 99.50 99.53 99.50 99.52 +0.02 1,648 84,092 +107
Sep01 001116 99.45 99.46 99.45 99.46 +0.01 1,823 64,622 +256
Dec01 001116 99.37 99.38 99.36 99.38 +0.02 207 21,887 +101
Mar02 001116 99.34 99.35 99.33 99.35 +0.01 27 14,603 +12
Jun02 001116 99.25 99.27 99.25 99.26 unch 0 7,504 +0
Sep02 001116 99.13 99.14 99.13 99.14 unch 42 5,498 +29
Total Volume and Open Interest 9,013 404,649 +2,926
German Euro-Bund(EUREX)
Dec00 001116 105.80 106.01 105.76 105.80 +0.08 401,409 623,530 -18,293
Mar01 001116 105.88 106.08 105.88 105.89 +0.07 7,639 33,805 +1,012
Jun01 001116 105.63 105.63 105.63 105.63 +0.06 0 1,089 -154
Total Volume and Open Interest 409,048 658,424 -17,435
German Euro-Bobl(EUREX)
Dec00 001116 103.94 104.04 103.90 103.97 +0.07 253,131 353,878 -4,549
Mar01 001116 103.64 103.78 103.64 103.72 +0.07 3,507 10,825 +1,503
Jun01 001116 103.57 103.57 103.57 103.57 +0.07 0 623 +0
Total Volume and Open Interest 256,638 365,326 -3,046
Long Gilt(LIFFE)
Dec00 001116 114~04 114~17 114~04 114~10 +0~07 20,875 74,211 +4,242
Mar01 001116 114~00 114~04 113~31 113~31 +0~07 2,057 3,086 +1,531
Total Volume and Open Interest 25,219 77,297 +5,773
3-Mth Short Sterling(LIFFE)
Dec00 001116 93.96 93.98 93.95 93.97 +0.02 30,852 163,372 -3,167
Mar01 001116 94.07 94.10 94.06 94.09 +0.02 43,652 200,660 +676
Jun01 001116 94.11 94.15 94.10 94.12 +0.02 34,743 119,697 +2,657
Total Volume and Open Interest 173,671 810,387 -304
3-Mth Euribor(LIFFE)
Dec00 001116 94.890 94.910 94.885 94.895 +0.005 40,532 0 -315,712
Mar01 001116 94.930 94.950 94.920 94.935 +0.010 50,495 0 -294,013
Jun01 001116 94.965 94.995 94.955 94.980 +0.025 34,504 0 -217,431
Total Volume and Open Interest      
3-Mth Aus T-Bills(SFE)
Dec00 001116 93.69 93.70 93.68 93.69 unch 15,483 209,728 +7,848
Mar01 001116 93.77 93.78 93.74 93.76 unch 28,893 119,215 +16,527
Jun01 001116 93.79 93.81 93.77 93.78 unch 2,935 39,905 +941
Sep01 001116 93.79 93.80 93.78 93.79 unch 1,778 24,538 +407
Dec01 001116 93.76 93.79 93.75 93.76 unch 1,126 13,359 +529
Mar02 001116 93.70 93.71 93.70 93.71 unch 295 8,043 +114
Jun02 001116 93.63 93.63 93.63 93.63 unch 230 5,263 +58
Sep02 001116 93.56 93.56 93.56 93.56 unch 75 4,175 -23
Dec02 001116 93.50 93.50 93.50 93.50 -0.01 0 2,028 +0
Mar03 001116 93.46 93.48 93.46 93.48 +0.01 0 1,258 +0
Total Volume and Open Interest 50,835 430,927 +26,401
10-Year Aus T-Bonds(SFE)
Dec00 001116 94.01 94.04 94.00 94.04 +0.04 12,118 153,909 +4,150
Mar01 001116 94.03 94.03 94.03 94.03 +0.03      
Total Volume and Open Interest 12,118 153,909 +4,150
3-Year Aus T-Bonds(SFE)
Dec00 001116 94.12 94.13 94.09 94.10 unch 7,848 382,495 +22,211
Mar01 001116 94.07 94.07 94.07 94.07 unch      
Total Volume and Open Interest 7,848 382,495 +22,211
Gold(CMX)
Dec00 001116 266.6 269.2 265.3 266.3 +0.7 8,022 77,232 -1,283
Feb01 001116 269.0 271.7 268.1 269.0 +0.7 515 27,609 +55
Apr01 001116 272.8 273.3 270.5 271.6 +0.7 155 4,890 +122
Jun01 001116 276.5 276.5 273.8 274.2 +0.7 102 9,845 +3
Aug01 001116 276.5 276.5 276.5 276.5 +0.7 0 2,512 +0
Oct01 001116 278.8 278.8 278.8 278.8 +0.7 0 852 +0
Total Volume and Open Interest 9,091 139,303 -955
Silver(CMX)
Dec00 001116 470.0 471.0 467.0 467.3 -1.5 6,220 54,485 -1,152
Mar01 001116 477.0 478.0 474.0 474.2 -1.5 1,116 15,577 +325
May01 001116 481.0 481.5 478.7 478.7 -1.6 181 1,710 +116
Jul01 001116 487.5 488.0 483.3 483.3 -1.8 28 2,793 +3
Sep01 001116 489.0 489.0 487.8 487.8 -1.8 12 2,953 +0
Total Volume and Open Interest 7,674 83,576 -632
Platinum(NYM)
Jan01 001116 580.0 581.5 578.0 578.7 -6.3 324 8,033 -2
Apr01 001116 567.2 567.2 567.2 567.2 -6.3 1 310 -1
Total Volume and Open Interest 325 8,348 -3
Palladium(NYME)
Dec00 001116 785.00 787.00 780.00 785.00 unch 194 680 -137
Mar01 001116 786.00 786.00 778.00 784.00 +1.00 110 1,043 +81
Jun01 001116 779.00 779.00 779.00 779.00 +1.00 0 135 +0
Total Volume and Open Interest 304 1,858 -56
Copper(CMX)
Dec00 001116 82.40 82.50 81.75 82.00 -0.70 5,966 34,869 -297
Mar01 001116 83.30 83.40 82.80 83.00 -0.65 1,989 16,446 +132
May01 001116 83.20 83.25 82.90 83.00 -0.60 102 3,138 +2
Jul01 001116 83.50 83.50 82.95 82.95 -0.60 47 2,541 -1
Sep01 001116 83.40 83.40 82.90 82.90 -0.60 25 1,505 -4
Total Volume and Open Interest 10,419 75,210 -181
DJIA Index(CBOT)
Dec00 001116 10730 10800 10670 10673 -80 11,490 18,947 +315
Mar01 001116 10879 10935 10815 10815 -80 39 110 +30
Jun01 001116 10955 10955 10955 10955 -80 2 10 +2
Total Volume and Open Interest 11,531 19,074 +347
S & P 500(CME)
Dec00 001116 1387.00 1403.00 1377.00 1379.30 -18.40 65,836 422,184 -649
Mar01 001116 1414.50 1422.00 1398.50 1399.80 -18.40 1,218 19,620 +693
Jun01 001116 1442.00 1442.00 1420.00 1420.60 -18.40 28 2,656 +24
Sep01 001116 1440.00 1463.00 1440.00 1441.60 -18.40 0 322 +0
Total Volume and Open Interest 67,082 445,049 +68
S & P 500 E-Mini(Globex)
Dec00 001116 1396.75 1402.75 1376.50 1379.25 -18.25 89,420 66,354 -3,218
Mar01 001116 1400.00 1420.00 1399.75 1399.75 -18.50 9 30 -9
Total Volume and Open Interest 89,429 66,392 -3,219
NASDAQ 100(CME)
Dec00 001116 3030.00 3100.00 2932.00 2939.00 -176.00 18,590 41,334 -830
Mar01 001116 3145.00 3145.00 2986.50 2987.00 -179.50 1 112 +0
Jun01 001116 3035.00 3035.00 3035.00 3035.00 -181.50      
Total Volume and Open Interest 18,591 41,446 -830
NASDAQ 100 E-Mini(GLOBEX)
Dec00 001116 3114.5 3136.0 2932.5 2939.0 -177.5 68,294 56,493 +1,161
Mar01 001116 2987.0 2987.0 2987.0 2987.0 -179.5 1 7 +0
Total Volume and Open Interest 68,295 56,500 +1,161
NYSE Composite(NYBOT)
Dec00 001116 651.00 656.00 648.25 649.25 -5.00      
Mar01 001116 658.25 658.25 658.25 658.25 -4.45      
Jun01 001116 667.25 667.25 667.25 667.25 -4.45      
Total Volume and Open Interest      
S & P Midcap 400(CME)
Dec00 001116 514.00 517.00 505.00 505.75 -11.20 1,317 15,435 +162
Mar01 001116 513.45 513.45 512.25 513.45 -10.75 0 1 +0
Jun01 001116 520.45 520.45 519.25 520.45 -10.75 0 1 +0
Total Volume and Open Interest 1,317 15,437 +162
Russell 2000(CME)
Dec00 001116 490.00 494.50 480.50 480.75 -13.50 1,528 14,718 +121
Mar01 001116 487.50 487.50 487.50 487.50 -14.25      
Jun01 001116 495.05 495.05 495.05 495.05 -14.25      
Total Volume and Open Interest 1,528 14,718 +121
Value Line(KCBT)
Dec00 001116 1123.00 1131.00 1110.50 1112.50 -18.00 30 165 +2
Total Volume and Open Interest 30 166 +2
Nikkei 225(CME)
Dec00 001116 14580 14650 14500 14500 -280 950 16,342 -177
Mar01 001116 14625 14750 14625 14750 -70 0 65 +0
Total Volume and Open Interest 950 16,409 -177
Nikkei 225(SIMEX)
Dec00 001116 14850 14860 14540 14645 -165 11,869 92,013 +161
Mar01 001116 14665 14665 14665 14665 -165 0 4,964 +0
Jun01 001116 14645 14645 14645 14645 -165 0 405 +0
Total Volume and Open Interest 9,397 98,082 +261
CAC 40(MATIF)
Nov00 001116 6305.0 6305.0 6230.0 6245.0 -64.0 51,187 222,970 +7,845
Dec00 001116 6317.5 6318.0 6260.0 6288.5 -41.5 937 156,718 -435
Total Volume and Open Interest 52,256 399,292 +7,628
DAX Index(EUREX)
Dec00 001116 6945.0 6946.5 6830.5 6838.0 -134.0 39,791 169,548 +125
Mar01 001116 6991.0 6992.0 6920.0 6921.5 -135.0 260 8,597 -122
Jun01 001116 7022.5 7041.5 6994.5 6994.5 -134.5 8 8,509 +120
Total Volume and Open Interest 40,059 186,654 +123
FT-SE 100(LIFFE)
Dec00 001116 6470.00 6512.00 6433.50 6456.00 -2.00 36,940 230,837 -841
Mar01 001116 6522.00 6559.50 6505.00 6505.00 -3.00 3,282 18,957 +3,068
Jun01 001116 6614.00 6614.00 6576.00 6576.00 -4.00 0 7,436 +0
Total Volume and Open Interest 40,150 257,230 +2,227
SPI 200(SFE)
Dec00 001116 3346.0 3349.0 3331.0 3341.0 -17.0 10,905 129,229 -22,343
Mar01 001116 3365.0 3365.0 3365.0 3365.0 -17.0 185 5,080 +92
Jun01 001116 3392.0 3392.0 3392.0 3392.0 -17.0 0 174 +0
Total Volume and Open Interest 11,090 134,496 -22,251
GSCI(CME)
Dec00 001116 256.00 257.70 253.90 254.50 -4.00 1,299 34,926 +1,101
Jan01 001116 249.70 249.70 249.70 249.70 -2.90 511 511 +511
Feb01 001116 243.20 243.50 243.20 243.30 +6.50      
Total Volume and Open Interest 16,705 36,227 +219
Bridge CRB Index(NYBOT)
Jan01 001116 225.00 225.50 224.40 225.40 -0.30 43 518 -13
Feb01 001116 223.50 223.50 222.90 223.40 -0.30 10 657 +0
Apr01 001116 221.40 221.40 221.40 221.40 -0.30 0 304 +0
Total Volume and Open Interest 113 1,479 -13
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions.
Copyright © 2002 Moore Research Center, Inc. All Rights Reserved.
Some data provided by Prophetfinance.com

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