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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 24, 2000
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan01 001124 495.50 502.00 495.50 500.75 +9.75 12,564 75,105 -2,020
Mar01 001124 505.50 511.50 505.00 509.75 +9.75 4,125 39,056 +1,201
May01 001124 511.50 518.00 511.50 517.50 +9.75 2,273 20,044 +420
Jul01 001124 519.00 525.00 519.00 524.75 +9.50 1,309 22,101 +1
Aug01 001124 523.50 526.00 521.00 526.00 +10.50 3 862 -1
Sep01 001124 523.00 526.00 523.00 526.00 +9.25 22 285 +5
Nov01 001124 524.00 530.00 524.00 529.50 +9.25 269 6,820 +23
Total Volume and Open Interest 20,565 164,276 -370
Soybean Meal(CBOT)
Dec00 001124 183.50 187.30 183.10 186.90 +7.50 8,891 30,340 -2,761
Jan01 001124 183.00 184.90 182.00 184.80 +6.30 5,921 39,832 +711
Mar01 001124 181.50 182.30 179.50 182.00 +5.80 6,129 24,380 +1,483
May01 001124 177.00 178.70 176.50 178.40 +4.90 2,379 12,717 +334
Jul01 001124 176.80 178.60 176.00 178.40 +5.00 1,776 10,460 +73
Aug01 001124 176.00 177.00 175.20 176.60 +4.40 127 2,599 +39
Sep01 001124 174.50 176.00 174.50 175.70 +4.60 80 1,404 -3
Oct01 001124 174.50 175.00 174.00 174.20 +4.40 75 652 +10
Total Volume and Open Interest 25,595 123,903 +61
Soybean Oil(CBOT)
Dec00 001124 15.15 15.15 14.86 14.90 -0.16 6,845 31,917 -1,338
Jan01 001124 15.39 15.39 15.10 15.12 -0.17 4,447 40,243 +1,062
Mar01 001124 15.80 15.80 15.48 15.52 -0.18 3,316 36,383 +661
May01 001124 16.19 16.19 15.89 15.92 -0.17 1,268 11,843 +200
Jul01 001124 16.59 16.60 16.29 16.32 -0.17 564 8,560 +167
Aug01 001124 16.75 16.75 16.45 16.45 -0.17 12 2,175 +12
Sep01 001124 16.59 16.59 16.59 16.59 -0.14 9 1,896 +0
Oct01 001124 17.00 17.00 16.75 16.75 -0.13 19 1,581 +0
Total Volume and Open Interest 16,506 140,200 +800
Canola(WCE)
Jan01 001124 266.0 268.4 265.2 265.4 +1.2 1,932 33,066 -958
Mar01 001124 273.0 273.9 271.2 271.4 +1.2 599 22,482 +21
May01 001124 278.0 278.0 277.2 277.2 +0.7 0 2,435 +0
Jul01 001124 283.0 285.0 282.1 282.8 +1.2 60 3,077 -20
Aug01 001124 281.0 281.0 281.0 281.0 unch 0 55 +0
Total Volume and Open Interest 2,592 62,455 -942
Corn(CBOT)
Dec00 001124 211.00 212.00 210.50 211.25 +1.00 20,384 98,758 -6,471
Jan01 001124 215.75 216.00 214.75 215.50 +1.00 401 1,921 +62
Mar01 001124 223.25 224.50 222.75 223.25 +0.75 16,031 214,117 +3,257
May01 001124 231.00 232.25 230.75 231.00 +0.75 3,086 48,266 -1,254
Jul01 001124 237.75 238.50 237.25 238.00 +1.00 2,355 55,716 +540
Sep01 001124 244.75 245.00 243.75 243.75 +0.75 56 5,304 +27
Total Volume and Open Interest 43,024 455,667 -3,708
Wheat(CBOT)
Dec00 001124 259.00 261.75 259.00 260.50 +3.00 11,357 50,908 -3,631
Mar01 001124 277.50 279.50 277.25 278.75 +3.50 9,386 71,806 +2,171
May01 001124 288.50 290.00 288.00 289.00 +3.25 1,021 4,675 +196
Jul01 001124 297.50 299.75 297.50 299.25 +3.25 1,578 20,253 +858
Sep01 001124 308.00 308.50 307.00 308.50 +3.00 3 1,039 +3
Total Volume and Open Interest 23,421 151,386 -380
Wheat(KCBT)
Dec00 001124 315.50 318.50 315.00 318.25 +5.25 5,863 26,183 -3,043
Mar01 001124 332.00 333.75 331.50 333.25 +4.75 4,886 45,213 +2,410
May01 001124 339.50 342.25 339.50 341.75 +4.75 155 2,913 +64
Jul01 001124 347.00 350.00 347.00 349.00 +4.00 807 9,456 +104
Sep01 001124 357.00 357.00 357.00 357.00 +6.00 0 310 +0
Total Volume and Open Interest 11,711 84,168 -465
Wheat(MGE)
Dec00 001124 321.00 325.00 320.00 323.50 +4.00 1,633 11,520 -1,010
Mar01 001124 334.50 338.75 334.50 337.25 +3.75 2,265 11,453 +499
May01 001124 343.50 347.50 343.50 346.00 +3.75 23 1,952 +7
Jul01 001124 351.50 354.25 351.50 352.50 +3.25 47 1,017 +28
Sep01 001124 361.50 361.50 361.00 361.50 +5.25 6 409 +0
Total Volume and Open Interest 3,968 26,557 -476
Oats(CBOT)
Dec00 001124 101.25 101.50 101.00 101.25 +0.50 1,332 4,991 -535
Mar01 001124 112.00 112.25 111.75 112.00 +0.50 1,158 7,475 +568
May01 001124 118.50 118.50 118.00 118.00 +0.25 148 679 +111
Jul01 001124 124.25 124.50 124.00 124.00 +0.50 9 591 +1
Total Volume and Open Interest 2,672 14,639 +155
Rough Rice(CBOT)
Jan01 001124 6.32 6.38 6.32 6.38 +0.04 103 3,259 -4
Mar01 001124 6.58 6.63 6.57 6.61 +0.02 6 1,331 -4
May01 001124 6.80 6.80 6.80 6.80 unch 14 609 +0
Jul01 001124 7.00 7.00 7.00 7.00 unch 1 549 +1
Total Volume and Open Interest 124 5,968 -7
Live Cattle(CME)
Dec00 001124 73.500 73.600 72.800 72.875 -0.450 6,718 38,977 -1,919
Feb01 001124 75.550 75.875 75.150 75.175 -0.325 4,514 53,952 +301
Apr01 001124 76.275 76.500 75.950 76.000 -0.275 2,340 24,002 +577
Jun01 001124 72.900 73.000 72.600 72.650 -0.200 229 7,675 +107
Aug01 001124 73.000 73.175 72.550 72.600 -0.400 406 7,000 +229
Oct01 001124 74.250 74.250 74.100 74.200 -0.250 109 1,142 +41
Total Volume and Open Interest 14,324 132,911 -658
Feeder Cattle(CME)
Jan01 001124 89.650 89.750 89.050 89.125 -0.375 390 8,050 -68
Mar01 001124 88.975 89.000 88.500 88.700 -0.275 219 3,794 -9
Apr01 001124 88.500 88.500 88.300 88.350 -0.300 84 1,353 +27
May01 001124 88.025 88.025 87.800 87.975 -0.225 48 1,479 +14
Aug01 001124 87.950 87.950 87.925 87.925 -0.175 26 534 +14
Sep01 001124 87.850 87.900 87.850 87.900 -0.100 5 110 +5
Oct01 001124 87.950 87.950 87.900 87.950 -0.250 10 48 +10
Total Volume and Open Interest 782 15,381 -7
Lean Hogs(CME)
Dec00 001124 54.900 55.025 54.500 54.800 +0.250 2,215 13,061 -333
Feb01 001124 57.550 57.750 57.300 57.450 +0.150 2,061 19,595 +818
Apr01 001124 56.600 56.800 56.400 56.550 +0.075 282 5,225 +113
Jun01 001124 62.975 63.150 62.750 62.975 unch 198 2,795 +128
Jul01 001124 61.500 61.650 61.300 61.600 +0.125 77 602 +51
Aug01 001124 58.950 59.200 58.600 59.025 +0.100 29 436 +16
Oct01 001124 50.750 50.950 50.600 50.950 -0.025 63 758 +56
Dec01 001124 47.200 47.200 47.025 47.200 +0.025 155 671 +149
Total Volume and Open Interest 5,080 43,144 +998
Pork Bellies(CME)
Feb01 001124 64.250 64.500 63.500 63.775 +0.550 183 2,131 -2
Mar01 001124 63.900 64.600 63.500 63.700 +0.300 7 108 +3
May01 001124 64.950 65.000 64.650 65.000 +1.250 0 114 +0
Jul01 001124 65.500 65.500 65.500 65.500 +0.600 6 45 +5
Aug01 001124 65.600 65.600 65.600 65.600 unch 0 21 +0
Total Volume and Open Interest 196 2,419 +6
Cocoa(NYBOT)
Dec00 001122 698 698 690 690 -10 109 384 -204
Mar01 001122 728 731 723 724 -6 3,900 48,444 +1,078
May01 001122 751 751 744 746 -7 1,664 17,329 -47
Jul01 001122 771 772 766 766 -7 56 13,446 -12
Sep01 001122 794 794 787 787 -9 121 11,413 -81
Dec01 001122 824 824 818 818 -10 273 13,028 +90
Mar02 001122 856 857 850 850 -11 1,254 11,546 -50
Total Volume and Open Interest 7,447 136,393 +774
Coffee "C"(NYBOT)
Dec00 001122 68.75 69.00 68.00 68.30 -0.25 735 1,744 -458
Mar01 001122 73.25 73.50 72.40 72.75 -0.50 6,284 29,904 +541
May01 001122 76.40 76.70 75.70 75.80 -0.60 717 4,548 +226
Jul01 001122 79.80 79.80 78.75 78.90 -0.65 148 2,301 +70
Sep01 001122 82.80 82.80 82.00 82.00 -0.70 134 2,562 +10
Dec01 001122 86.50 87.00 86.10 86.10 -0.60 98 1,389 +13
Total Volume and Open Interest 8,119 42,461 +405
Orange Juice(NYBOT)
Jan01 001122 75.90 76.40 74.60 76.35 +0.50 985 17,528 +100
Mar01 001122 79.25 80.00 78.30 79.95 +0.70 493 9,220 +179
May01 001122 81.90 82.50 81.10 82.50 +0.75 159 1,766 -19
Jul01 001122 85.50 85.50 85.50 85.50 +1.25 61 722 -50
Sep01 001122 88.00 88.00 88.00 88.00 +1.25 5 315 +0
Total Volume and Open Interest 1,703 29,811 +210
Sugar #11(NYBOT)
Mar01 001122 9.72 9.98 9.72 9.93 +0.21 4,911 73,944 -760
May01 001122 9.20 9.40 9.20 9.35 +0.20 1,039 18,909 +168
Jul01 001122 8.67 8.84 8.67 8.78 +0.16 536 23,281 -80
Oct01 001122 8.27 8.44 8.27 8.41 +0.15 664 19,136 +137
Mar02 001122 8.17 8.32 8.17 8.32 +0.15 0 8,140 +0
Total Volume and Open Interest 7,150 145,750 -535
London Cocoa(LCE)
Dec00 001124 546 546 541 541 -4 1,768 0 -32,930
Mar01 001124 569 569 558 559 -5 1,164 0 -55,481
May01 001124 583 583 574 574 -5 189 0 -30,906
Jul01 001124 594 594 588 588 -5 291 0 -13,362
Sep01 001124 608 608 601 601 -5 4 0 -20,900
Dec01 001124 634 634 629 629 -5      
Mar02 001124 654 654 654 654 -5      
Total Volume and Open Interest 3,716    
London Coffee(LCE)
Nov00 001124 640.00 641.00 638.00 638.00 -4.00 24 0 -338
Jan01 001124 650.00 650.00 645.00 645.00 -4.00 1,436 0 -27,036
Mar01 001124 671.00 671.00 665.00 666.00 -4.00 365 0 -13,398
May01 001124 697.00 697.00 690.00 690.00 -5.00 96 0 -6,851
Jul01 001124 719.00 720.00 714.00 714.00 -4.00 23 0 -2,920
Sep01 001124 745.00 745.00 738.00 738.00 -5.00      
Total Volume and Open Interest 1,944    
London Sugar(LCE)
Dec00 001115 225.50 233.60 224.60 225.00 -0.30 902 2,074 -764
Mar01 001124 248.00 249.20 248.00 249.20 +1.90 456 0 -23,129
May01 001124 243.50 245.00 243.50 245.00 +2.10 93 0 -4,450
Aug01 001124 239.00 240.20 239.00 240.20 +2.00 31 0 -6,901
Oct01 001124 233.00 233.00 233.00 233.00 +1.80      
Total Volume and Open Interest 768    
Cotton(NYBOT)
Dec00 001122 63.30 64.60 63.20 64.40 +1.24 6,744 1,286 -3,538
Mar01 001122 67.50 68.80 67.10 68.08 +0.97 13,869 34,739 +687
May01 001122 68.80 70.00 68.50 69.57 +1.02 2,193 11,195 +8
Jul01 001122 69.50 71.00 69.50 70.45 +1.05 1,265 6,799 -295
Oct01 001122 65.95 65.95 65.95 65.95 +0.60 21 791 +0
Dec01 001122 64.65 65.45 64.65 65.10 +0.65 274 6,009 +136
Total Volume and Open Interest 49,370 61,006 -2,998
Lumber(CME)
Jan01 001124 242.1 247.0 241.5 246.7 +5.5 195 2,331 -18
Mar01 001124 246.6 250.4 246.6 249.5 +3.5 28 1,134 -7
May01 001124 252.2 252.7 252.2 252.7 +1.6 11 350 +2
Jul01 001124 255.9 255.9 255.7 255.7 +2.1 3 79 +3
Total Volume and Open Interest 245 3,934 -29
Crude Oil(NYM)
Jan01 001122 34.90 35.64 34.67 35.40 +0.24 54,869 146,867 -1,209
Feb01 001122 33.93 34.60 33.80 34.40 +0.21 22,227 48,205 +1,066
Mar01 001122 33.00 33.53 32.85 33.32 +0.19 12,295 32,759 +2,179
Apr01 001122 31.88 32.30 31.83 32.24 +0.17 4,436 21,456 +1,281
May01 001122 30.90 31.42 30.90 31.29 +0.16 3,420 14,483 +171
Jun01 001122 30.20 30.45 30.20 30.45 +0.15 4,129 27,407 +709
Jul01 001122 29.60 29.75 29.60 29.72 +0.13 1,053 11,907 -77
Aug01 001122 29.00 29.07 28.98 29.07 +0.11 624 11,381 +209
Sep01 001122 28.45 28.51 28.45 28.51 +0.09 262 17,888 +204
Oct01 001122 27.95 27.99 27.95 27.99 +0.07 68 8,757 -20
Total Volume and Open Interest 111,758 475,955 +4,683
Heating Oil(NYM)
Dec00 001122 108.70 110.30 107.80 109.44 +0.03 23,434 30,038 -3,140
Jan01 001122 106.25 107.25 105.40 106.01 -0.74 15,835 52,945 +1,149
Feb01 001122 101.30 102.40 100.75 101.16 -0.79 5,447 24,426 -1,626
Mar01 001122 95.20 95.90 94.80 94.81 -0.74 2,190 16,040 +354
Apr01 001122 88.95 89.50 88.20 88.31 -0.74 1,436 9,252 +250
May01 001122 83.40 83.80 83.01 83.01 -0.69 521 5,986 +322
Jun01 001122 79.80 80.90 79.76 79.76 -0.64 693 5,726 -95
Jul01 001122 78.90 79.00 78.06 78.06 -0.64 288 2,762 +93
Aug01 001122 77.95 77.95 77.31 77.31 -0.64 105 3,644 +51
Sep01 001122 77.51 77.51 77.51 77.51 -0.59 186 1,463 +93
Total Volume and Open Interest 50,548 159,283 -2,312
Unleaded Gas(NYM)
Dec00 001122 90.90 92.60 90.40 92.01 +0.35 12,051 28,008 -1,125
Jan01 001122 90.00 91.40 89.50 90.67 +0.23 8,159 24,619 +1,045
Feb01 001122 90.00 90.90 89.30 90.27 +0.13 1,084 7,438 -91
Mar01 001122 89.80 91.00 89.80 90.47 +0.11 764 9,230 +382
Apr01 001122 94.50 94.62 93.75 94.62 +0.08 742 5,724 -72
May01 001122 92.90 93.47 92.90 93.47 +0.08 765 6,275 +143
Jun01 001122 91.45 91.67 91.45 91.67 -0.02 965 3,493 +735
Jul01 001122 89.35 89.52 89.35 89.52 -0.07 344 1,466 +69
Total Volume and Open Interest 26,119 93,738 +450
Natural Gas(NYM)
Dec00 001122 6.340 6.620 6.300 6.577 +0.169 42,970 41,923 -4,390
Jan01 001122 6.340 6.640 6.330 6.584 +0.152 20,312 50,911 +211
Feb01 001122 6.010 6.290 5.960 6.244 +0.207 7,667 32,918 +1,426
Mar01 001122 5.390 5.630 5.370 5.600 +0.153 6,601 34,411 +1,205
Apr01 001122 4.770 4.920 4.770 4.880 +0.065 4,218 21,381 +664
May01 001122 4.540 4.630 4.540 4.630 +0.045 2,421 19,085 +651
Jun01 001122 4.520 4.600 4.520 4.595 +0.035 2,183 17,028 +153
Jul01 001122 4.500 4.590 4.470 4.575 +0.029 246 10,572 +67
Total Volume and Open Interest 91,971 404,889 +242
Brent Crude Oil(IPE)
Jan01 001124 33.25 33.41 33.10 33.12 -0.16 12,512 65,132 +87
Feb01 001124 32.51 32.66 32.43 32.48 -0.20 5,232 59,416 +1,510
Mar01 001124 31.36 31.53 31.34 31.40 -0.15 4,314 50,033 +2,833
Apr01 001124 30.50 30.50 30.30 30.36 -0.14 2,324 33,486 +1,396
May01 001124 29.42 29.56 29.42 29.56 -0.11 140 8,341 -145
Jun01 001124 28.71 29.00 28.71 28.86 -0.08 435 17,854 +161
Jul01 001124 28.10 28.35 28.10 28.26 -0.05 378 7,023 +290
Aug01 001124 27.81 27.81 27.76 27.76 -0.05 25 8,776 +25
Total Volume and Open Interest 25,610 294,216 +6,157
Gas Oil(IPE)
Dec00 001124 317.25 317.25 314.50 315.50 -1.00 5,804 30,370 -1,676
Jan01 001124 306.25 308.00 305.75 307.50 -0.50 3,693 28,842 +771
Feb01 001124 294.75 296.50 294.50 294.75 -1.75 1,156 8,785 +610
Mar01 001124 281.25 282.00 280.50 280.50 -1.50 641 6,929 +294
Apr01 001124 268.25 268.50 266.75 266.75 -1.50 466 5,651 +199
May01 001124 255.00 255.00 255.00 255.00 -1.75 0 1,695 +0
Jun01 001124 249.00 249.00 247.00 247.00 -2.50 200 10,040 -200
Jul01 001124 243.75 243.75 243.75 243.75 -2.50 200 4,305 +200
Total Volume and Open Interest 12,160 104,964 +198
US Dollar Index(NYBOT)
Dec00 001124 118.34 118.65 118.00 118.45 +0.65 12 3,930 +36
Mar01 001124 118.28 118.38 117.85 118.22 +0.64 12 6,064 +44
Jun01 001124 117.99 117.99 117.99 117.99 +0.69 12 6,064 +44
Total Volume and Open Interest 371 6,038 +18
Australian Dollar(IMM)
Dec00 001124 52.30 52.55 52.06 52.36 -0.36 7,308 23,398 +103
Mar01 001124 52.35 52.45 52.25 52.42 -0.36 89 2,407 +19
Jun01 001124 52.48 52.48 52.48 52.48 -0.36 0 8 +0
Total Volume and Open Interest 7,397 25,820 +119
British Pound(IMM)
Dec00 001124 140.76 140.84 139.90 140.06 -1.06 8,617 36,423 +598
Mar01 001124 141.10 141.10 140.10 140.34 -1.06 41 202 +11
Jun01 001124 140.62 140.62 140.60 140.62 -1.06 0 2 +0
Total Volume and Open Interest 8,658 36,627 +609
Canadian Dollar(IMM)
Dec00 001124 64.73 65.08 64.73 65.06 +0.40 10,215 69,332 -683
Mar01 001124 64.88 65.27 64.87 65.19 +0.40 175 3,432 +25
Jun01 001124 65.02 65.35 65.02 65.29 +0.40 967 2,337 +328
Sep01 001124 65.30 65.45 65.30 65.38 +0.40 7 726 +7
Total Volume and Open Interest 11,372 76,169 -321
Japanese Yen(IMM)
Dec00 001124 90.25 90.41 90.06 90.12 -0.92 13,159 77,864 +1,073
Mar01 001124 91.60 91.73 91.46 91.52 -0.92 73 588 +32
Jun01 001124 92.90 92.90 92.90 92.90 -0.92 0 8 +0
Total Volume and Open Interest 13,248 78,612 +1,113
Swiss Franc(IMM)
Dec00 001124 55.59 55.61 55.26 55.53 -0.18 6,579 48,787 +93
Mar01 001124 56.05 56.05 55.65 55.95 -0.19 4 393 -1
Jun01 001124 56.35 56.35 56.25 56.35 -0.20 0 9 +0
Total Volume and Open Interest 6,583 49,190 +92
EuroFX(IMM)
Dec00 001124 84.43 84.46 83.90 84.10 -0.46 8,979 80,419 +235
Mar01 001124 84.76 84.76 84.26 84.43 -0.46 153 1,381 +67
Total Volume and Open Interest 9,132 81,800 +302
Mexican Peso(IMM)
Dec00 001124 10578.0 10590.0 10540.0 10563.0 -10.0 3,846 14,985 +1,528
Mar01 001124 10280.0 10285.0 10263.0 10278.0 -10.0 1,717 4,549 +226
Total Volume and Open Interest 5,599 27,514 +1,754
30-Year T-Bonds(CBOT)
Dec00 001124 101~17 101~20 101~08 101~16 -0~07 187,770 350,588 -11,496
Mar01 001124 101~16 101~21 101~11 101~21 -0~03 51,778 109,491 +25,094
Jun01 001124 101~16 101~16 101~16 101~16 -0~10 29 347 +15
Total Volume and Open Interest 239,577 460,560 +13,613
Municipal Bonds(CBOT)
Dec00 001124 100~15 100~15 100~07 100~11 -0~07 916 19,318 +82
Mar01 001124 99~29 99~31 99~23 99~24 -0~08 53 1,231 +29
Total Volume and Open Interest 969 20,549 +111
10-Year T-Notes(CBOT)
Dec00 001124 101~220 101~240 101~185 101~220 -0~025 133,276 436,682 -27,501
Mar01 001124 101~250 101~270 101~225 101~255 -0~050 39,668 94,927 +15,916
Total Volume and Open Interest 172,944 532,530 -11,585
5-Year T-Notes(CBOT)
Dec00 001124 101~035 101~050 101~030 101~050 -0~045 58,847 302,267 -8,162
Mar01 001124 101~050 101~065 101~050 101~065 -0~045 18,641 66,249 +12,197
Jun01 001124 101~115 101~115 101~115 101~115 -0~045      
Total Volume and Open Interest 77,488 368,516 +4,035
2 Year T-Notes(CBOT)
Dec00 001124 100~029 100~029 100~024 100~026 -0~011 12,410 52,365 -11
Mar01 001124 100~056 100~056 100~049 100~051 -0~011 9,479 12,966 +6,727
Total Volume and Open Interest 21,889 65,331 +6,716
3-Mth T-Bills(IMM)
Dec00 001124 93.82 93.82 93.80 93.80 unch 0 1,403 +0
Total Volume and Open Interest 9 1,767 +7
Eurodollars(IMM)
Dec00 001124 93.275 93.280 93.272 93.277 -0.008 24,922 507,566 -3,590
Mar01 001124 93.515 93.525 93.510 93.525 -0.010 51,326 507,828 -38
Jun01 001124 93.655 93.665 93.650 93.660 -0.025 49,875 376,675 -2,631
Sep01 001124 93.715 93.725 93.710 93.720 -0.030 55,007 401,870 +212
Dec01 001124 93.640 93.650 93.640 93.650 -0.030 18,096 266,805 +5,871
Mar02 001124 93.695 93.700 93.685 93.700 -0.025 15,606 222,384 +935
Jun02 001124 93.630 93.640 93.630 93.640 -0.025 9,852 150,172 +2,120
Sep02 001124 93.575 93.590 93.575 93.590 -0.020 12,779 117,908 +2,963
Dec02 001124 93.460 93.475 93.460 93.475 -0.020 2,813 87,693 +731
Mar03 001124 93.480 93.505 93.480 93.500 -0.015 2,492 78,262 -213
Jun03 001124 93.430 93.450 93.430 93.450 -0.015 1,632 59,154 +191
Sep03 001124 93.410 93.410 93.410 93.410 -0.015 1,787 58,612 -439
Total Volume and Open Interest 258,370 3,221,957 +7,091
3-Mth Euro-Yen(IMM)
Dec00 001124 99.47 99.47 99.47 99.47 unch 865 12,011 +611
Mar01 001124 99.54 99.54 99.54 99.54 +0.01 614 24,027 -1,275
Jun01 001124 99.54 99.54 99.54 99.54 +0.01 682 10,317 -192
Sep01 001124 99.49 99.50 99.49 99.50 +0.01 333 11,471 +198
Dec01 001124 99.39 99.39 99.39 99.39 +0.01 118 6,435 -243
Mar02 001124 99.36 99.36 99.36 99.36 +0.02 204 3,883 +106
Jun02 001124 99.29 99.29 99.29 99.29 +0.01 0 717 -178
Sep02 001124 99.18 99.18 99.18 99.18 +0.01 0 427 +50
Dec02 001124 98.97 98.97 98.97 98.97 unch 0 32 +0
Mar03 001124 98.88 98.88 98.88 98.88 unch      
Total Volume and Open Interest 2,816 69,320 -923
3-Mth Euro-Yen(SIMEX)
Dec00 001124 99.47 99.47 99.47 99.47 +0.01 50 97,098 -1,594
Mar01 001124 99.53 99.54 99.53 99.54 +0.01 1,573 94,916 -1,161
Jun01 001124 99.53 99.54 99.53 99.54 +0.01 2,102 87,119 -629
Sep01 001124 99.48 99.50 99.47 99.50 +0.03 1,532 66,770 -353
Dec01 001124 99.39 99.40 99.39 99.40 +0.01 572 21,397 -21
Mar02 001124 99.36 99.36 99.36 99.36 +0.01 120 15,204 -945
Jun02 001124 99.28 99.28 99.28 99.28 +0.02 688 7,341 -295
Sep02 001124 99.15 99.15 99.15 99.15 +0.01 52 6,111 +50
Total Volume and Open Interest 6,689 405,071 -4,948
German Euro-Bund(EUREX)
Dec00 001124 106.16 106.45 106.14 106.31 +0.08 383,238 734,397 +92,096
Mar01 001124 106.27 106.52 106.27 106.41 +0.09 7,114 62,379 +8,476
Jun01 001124 106.01 106.25 106.01 106.15 +0.08 0 1,589 +448
Total Volume and Open Interest 390,352 798,365 +101,020
German Euro-Bobl(EUREX)
Dec00 001124 104.03 104.15 103.99 104.06 +0.01 118,058 389,404 +26,939
Mar01 001124 103.86 103.86 103.78 103.82 unch 2,099 20,824 +3,513
Jun01 001124 103.50 103.72 103.50 103.72 +0.02 0 1,211 +291
Total Volume and Open Interest 120,157 411,439 +30,743
Long Gilt(LIFFE)
Dec00 001124 115~16 115~30 115~12 115~16 +0~01 23,926 71,902 -1,457
Mar01 001124 115~05 115~18 115~02 115~06 +0~02 769 8,438 +435
Total Volume and Open Interest 24,738 80,340 -1,022
3-Mth Short Sterling(LIFFE)
Dec00 001124 93.96 93.97 93.96 93.96 unch 5,064 164,611 +125
Mar01 001124 94.05 94.07 94.04 94.05 unch 13,359 200,551 -1,830
Jun01 001124 94.11 94.13 94.10 94.11 -0.01 14,439 139,046 +2,151
Total Volume and Open Interest 60,457 847,331 -199,781
3-Mth Euribor(LIFFE)
Dec00 001124 94.885 94.900 94.875 94.890 +0.005 23,933 295,680 -3,679
Mar01 001124 94.910 94.925 94.900 94.910 -0.005 22,614 291,813 -4,814
Jun01 001124 94.945 94.965 94.935 94.950 unch 12,813 231,564 -1,464
Total Volume and Open Interest 89,023 1,444,673 -6,934
3-Mth Aus T-Bills(SFE)
Dec00 001124 93.70 93.70 93.69 93.70 -0.01 6,651 185,891 -19,395
Mar01 001124 93.79 93.80 93.77 93.79 -0.01 8,900 130,651 +1,215
Jun01 001124 93.82 93.82 93.80 93.82 -0.01 1,191 41,107 -804
Sep01 001124 93.85 93.85 93.84 93.85 -0.01 1,296 24,840 +64
Dec01 001124 93.83 93.83 93.83 93.83 -0.01 515 14,976 +193
Mar02 001124 93.78 93.78 93.78 93.78 -0.02 208 8,607 +208
Jun02 001124 93.71 93.71 93.71 93.71 -0.02 72 5,424 +70
Sep02 001124 93.66 93.66 93.64 93.64 -0.03 347 4,476 -5
Dec02 001124 93.60 93.60 93.58 93.58 -0.03 31 2,117 +11
Mar03 001124 93.55 93.56 93.55 93.55 -0.02 1 1,299 +1
Total Volume and Open Interest 19,240 423,174 -18,414
10-Year Aus T-Bonds(SFE)
Dec00 001124 94.12 94.12 94.08 94.10 -0.03 16,769 146,992 +4,507
Mar01 001124 94.11 94.11 94.11 94.11 -0.03 2 2 +2
Total Volume and Open Interest 16,771 146,994 +4,509
3-Year Aus T-Bonds(SFE)
Dec00 001124 94.17 94.17 94.15 94.17 -0.01 39,514 430,839 +8,615
Mar01 001124 94.19 94.19 94.19 94.19 unch      
Total Volume and Open Interest 39,514 430,839 +8,615
Gold(CMX)
Dec00 001122 266.7 266.9 266.2 266.7 +0.6 27,608 60,060 -9,842
Feb01 001122 269.4 269.6 268.8 269.3 +0.6 15,133 37,480 +4,977
Apr01 001122 272.2 272.2 271.6 272.0 +0.6 795 5,576 +34
Jun01 001122 275.0 275.0 274.5 274.6 +0.6 458 9,906 +57
Aug01 001122 277.0 277.0 277.0 277.0 +0.6 2 2,457 +0
Oct01 001122 279.3 279.3 279.3 279.3 +0.6 0 750 +0
Total Volume and Open Interest 44,731 132,633 -4,689
Silver(CMX)
Dec00 001122 463.5 464.0 462.5 462.8 -0.2 10,692 46,504 -2,921
Mar01 001122 470.5 471.0 469.5 469.8 -0.1 5,421 20,716 +2,417
May01 001122 473.5 476.0 473.0 474.6 unch 175 1,896 +143
Jul01 001122 480.5 480.5 478.5 479.6 +0.1 78 3,001 -17
Sep01 001122 484.5 484.5 484.5 484.5 +0.2 1 3,040 +1
Total Volume and Open Interest 16,521 81,402 -300
Platinum(NYM)
Jan01 001122 585.0 587.9 581.0 583.3 -0.5 374 7,689 -168
Apr01 001122 572.3 572.3 572.3 572.3 unch 2 312 +1
Total Volume and Open Interest 376 8,006 -167
Palladium(NYME)
Dec00 001122 787.00 791.00 787.00 790.65 +5.65 44 404 -6
Mar01 001122 787.00 791.00 785.00 790.15 +6.15 94 1,289 +4
Jun01 001122 785.15 785.15 785.15 785.15 +6.15 0 135 +0
Total Volume and Open Interest 182 1,828 -2
Copper(CMX)
Dec00 001122 82.10 82.30 81.30 82.10 -0.70 7,132 28,256 -2,282
Mar01 001122 82.85 83.15 82.30 82.90 -0.65 4,206 22,513 +1,925
May01 001122 83.00 83.10 82.70 82.95 -0.65 38 3,357 -1
Jul01 001122 83.05 83.10 82.50 83.00 -0.70 68 3,065 +12
Sep01 001122 82.50 83.20 82.50 83.10 -0.70 11 1,524 +1
Total Volume and Open Interest 13,176 76,579 +259
DJIA Index(CBOT)
Dec00 001124 10495 10550 10470 10525 +107 10,832 18,925 +170
Mar01 001124 10640 10685 10630 10667 +109 155 378 +264
Jun01 001124 10780 10825 10780 10807 +109 5 7 -3
Total Volume and Open Interest 10,992 19,317 +431
S & P 500(CME)
Dec00 001124 1338.00 1349.00 1337.00 1346.60 +23.60 143,809 413,110 -6,238
Mar01 001124 1363.00 1368.50 1362.50 1366.60 +23.90 14,109 35,975 +6,878
Jun01 001124 1386.90 1386.90 1386.90 1386.90 +24.40 237 2,769 +71
Sep01 001124 1406.70 1406.70 1406.70 1406.70 +24.40 236 490 +106
Total Volume and Open Interest 158,420 452,623 +829
S & P 500 E-Mini(Globex)
Dec00 001124 1330.00 1349.50 1320.25 1346.50 +23.50 76,824 73,138 +546
Mar01 001124 1360.00 1366.50 1360.00 1366.50 +23.75 26 75 +25
Total Volume and Open Interest 76,850 73,213 +211
NASDAQ 100(CME)
Dec00 001124 2765.00 2845.00 2745.00 2829.00 +146.50 36,054 46,217 +924
Mar01 001124 2874.00 2875.00 2874.00 2874.00 +146.50 247 251 +114
Jun01 001124 2919.00 2920.00 2919.00 2919.00 +146.50      
Total Volume and Open Interest 36,301 46,468 +1,038
NASDAQ 100 E-Mini(GLOBEX)
Dec00 001124 2735.5 2845.0 2676.0 2829.0 +146.5 61,970 66,751 +1,197
Mar01 001124 2874.0 2874.0 2874.0 2874.0 +146.5 4 10 +2
Total Volume and Open Interest 61,974 66,761 +1,199
NYSE Composite(NYBOT)
Dec00 001124 632.50 636.00 632.50 635.10 +7.70 272 1,593 +0
Mar01 001124 643.85 643.85 643.85 643.85 +7.45 100 112 +0
Jun01 001124 652.60 652.60 652.60 652.60 +7.20 0 102 +0
Total Volume and Open Interest      
S & P Midcap 400(CME)
Dec00 001124 490.00 504.50 490.00 503.75 +14.75 1,036 16,496 +97
Mar01 001124 511.45 511.70 511.45 511.45 +14.75 0 42 +0
Jun01 001124 518.45 518.70 518.45 518.45 +14.75 0 1 +0
Total Volume and Open Interest 1,036 16,539 +97
Russell 2000(CME)
Dec00 001124 463.00 476.50 462.00 476.25 +17.25 1,648 14,493 +100
Mar01 001124 483.00 483.15 483.00 483.00 +17.25 0 100 +0
Jun01 001124 490.55 490.70 490.55 490.55 +17.25      
Total Volume and Open Interest 1,648 14,593 +100
Value Line(KCBT)
Dec00 001124 1083.00 1103.50 1081.00 1103.50 +31.50 61 124 -2
Total Volume and Open Interest 62 126 -1
Nikkei 225(CME)
Dec00 001124 14385 14450 14355 14405 +305 989 16,748 +259
Mar01 001124 14500 14500 14435 14435 +225 8 74 +6
Total Volume and Open Interest 997 16,824 +265
Nikkei 225(SIMEX)
Dec00 001124 14250 14440 14180 14315 +75 10,921 91,631 -791
Mar01 001124 14280 14420 14220 14330 +70 190 5,066 +150
Jun01 001124 14310 14310 14310 14310 +70 0 405 +0
Total Volume and Open Interest 11,111 97,802 -641
CAC 40(MATIF)
Nov00 001124 6080.0 6180.0 5990.0 6180.0 +108.0 33,106 221,875 -6,735
Dec00 001124 6109.5 6198.0 6015.0 6198.0 +117.5 5,557 164,296 +1,391
Total Volume and Open Interest 38,827 406,136 -5,209
DAX Index(EUREX)
Dec00 001124 6649.0 6730.0 6588.0 6680.0 +58.0 27,841 172,670 -82
Mar01 001124 6707.0 6810.0 6674.0 6760.5 +59.0 443 9,192 +229
Jun01 001124 6821.0 6861.5 6821.0 6830.5 +60.0 358 8,598 +85
Total Volume and Open Interest 28,642 190,460 +232
FT-SE 100(LIFFE)
Dec00 001124 6290.00 6378.50 6252.50 6367.00 +67.00 17,452 228,602 +1,587
Mar01 001124 6331.00 6413.50 6331.00 6413.50 +66.50 297 29,577 +137
Jun01 001124 6459.00 6482.00 6459.00 6482.00 +65.50 0 8,381 -470
Total Volume and Open Interest 17,929 266,560 +1,254
SPI 200(SFE)
Dec00 001124 3307.0 3315.0 3290.0 3295.0 -6.0 8,861 123,144 +1,435
Mar01 001124 3335.0 3335.0 3320.0 3320.0 -6.0 170 6,181 +99
Jun01 001124 3347.0 3347.0 3347.0 3347.0 -6.0 0 174 +0
Total Volume and Open Interest 9,031 129,512 +1,534
GSCI(CME)
Dec00 001124 262.20 263.35 262.20 262.30 -1.10 64 34,877 +32
Jan01 001124 256.30 256.30 256.30 256.30 -1.10 0 761 +0
Feb01 001124 248.30 248.30 248.30 248.30 unch      
Total Volume and Open Interest 64 35,638 +32
Bridge CRB Index(NYBOT)
Jan01 001122 225.60 227.20 225.50 227.00 +0.75 27 522 -3
Feb01 001122 225.00 225.00 225.00 225.00 +0.75 2 660 +1
Apr01 001122 223.00 223.00 223.00 223.00 +0.75 0 304 +0
Total Volume and Open Interest 109 1,486 -2
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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