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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 27, 2000
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan01 001127 506.00 508.00 496.50 497.25 -3.50 23,930 74,017 -1,088
Mar01 001127 515.50 517.00 506.25 506.75 -3.00 7,992 40,840 +1,784
May01 001127 522.50 524.50 512.00 513.00 -4.50 2,579 20,697 +653
Jul01 001127 530.00 531.50 520.00 520.50 -4.25 2,033 22,142 +41
Aug01 001127 531.00 532.50 521.00 521.00 -5.00 26 865 +3
Sep01 001127 531.00 531.00 523.00 523.00 -3.00 77 286 +1
Nov01 001127 535.50 536.00 526.00 526.50 -3.00 431 6,584 -236
Total Volume and Open Interest 37,071 165,437 +1,161
Soybean Meal(CBOT)
Dec00 001127 191.00 191.50 185.50 187.60 +0.70 9,027 28,583 -1,757
Jan01 001127 189.00 190.00 184.50 186.40 +1.60 11,164 39,956 +124
Mar01 001127 187.00 187.00 182.00 183.10 +1.10 6,203 25,757 +1,377
May01 001127 183.00 183.00 179.00 180.10 +1.70 3,368 13,767 +1,050
Jul01 001127 182.00 183.00 178.50 179.70 +1.30 2,229 10,048 -412
Aug01 001127 180.50 180.50 177.50 178.00 +1.40 64 2,662 +63
Sep01 001127 179.00 179.00 176.50 177.00 +1.30 3 1,406 +2
Oct01 001127 180.00 180.00 175.80 175.80 +1.60 43 695 +43
Total Volume and Open Interest 32,148 124,416 +513
Soybean Oil(CBOT)
Dec00 001127 14.74 14.87 14.46 14.48 -0.42 7,086 29,085 -2,832
Jan01 001127 15.07 15.08 14.72 14.73 -0.39 8,156 40,920 +677
Mar01 001127 15.49 15.49 15.10 15.12 -0.40 4,335 37,202 +819
May01 001127 15.87 15.90 15.51 15.52 -0.40 1,817 13,088 +1,245
Jul01 001127 16.22 16.26 15.92 15.93 -0.39 1,596 9,259 +699
Aug01 001127 16.43 16.43 16.10 16.10 -0.35 8 2,178 +3
Sep01 001127 16.59 16.59 16.25 16.27 -0.32 0 1,896 +0
Oct01 001127 16.78 16.78 16.42 16.42 -0.33 13 1,594 +13
Total Volume and Open Interest 23,077 140,846 +646
Canola(WCE)
Jan01 001127 267.0 267.5 263.3 263.5 -1.9 4,058 33,021 -45
Mar01 001127 272.5 273.2 269.3 269.8 -1.6 533 22,386 -96
May01 001127 277.2 277.2 275.0 275.2 -2.0 43 2,478 +43
Jul01 001127 284.0 284.3 280.5 280.9 -1.9 411 3,218 +141
Aug01 001127 281.0 281.0 281.0 281.0 unch 0 55 +0
Total Volume and Open Interest 5,144 62,409 -46
Corn(CBOT)
Dec00 001127 212.00 212.25 210.25 210.50 -0.75 15,899 94,200 -4,558
Jan01 001127 216.50 216.75 214.75 214.75 -0.75 532 2,221 +300
Mar01 001127 224.25 224.50 222.50 222.75 -0.50 18,698 215,267 +1,150
May01 001127 232.25 232.25 230.25 230.75 -0.25 1,074 49,717 +1,451
Jul01 001127 238.50 239.00 237.00 237.75 -0.25 800 55,757 +41
Sep01 001127 244.75 244.75 243.75 243.75 unch 55 5,389 +85
Total Volume and Open Interest 38,030 454,343 -1,324
Wheat(CBOT)
Dec00 001127 260.50 262.00 257.00 257.25 -3.25 6,925 48,021 -2,887
Mar01 001127 279.00 280.00 275.00 275.50 -3.25 9,077 73,395 +1,589
May01 001127 290.00 290.00 285.50 286.00 -3.00 302 4,753 +78
Jul01 001127 300.00 300.00 296.00 296.50 -2.75 797 20,563 +310
Sep01 001127 305.50 305.50 305.50 305.50 -3.00 148 1,075 +36
Total Volume and Open Interest 17,290 150,517 -869
Wheat(KCBT)
Dec00 001127 318.75 319.00 313.50 315.00 -3.25 5,595 22,588 -3,595
Mar01 001127 333.50 333.75 329.00 330.50 -2.75 5,673 46,499 +1,286
May01 001127 344.00 344.00 338.00 338.25 -3.50 597 3,325 +412
Jul01 001127 349.50 350.50 346.00 346.50 -2.50 757 9,292 -164
Sep01 001127 352.00 354.00 352.00 354.00 -3.00 0 310 +0
Total Volume and Open Interest 12,628 82,110 -2,058
Wheat(MGE)
Dec00 001127 324.00 324.50 319.00 320.50 -3.00 2,864 8,798 -2,722
Mar01 001127 338.50 338.50 333.50 334.75 -2.50 2,032 12,169 +716
May01 001127 347.50 347.50 343.00 344.00 -2.00 173 1,908 -44
Jul01 001127 352.00 352.00 350.00 350.50 -2.00 292 1,426 +409
Sep01 001127 358.00 358.00 358.00 358.00 -3.50 22 424 +15
Total Volume and Open Interest 5,383 24,931 -1,626
Oats(CBOT)
Dec00 001127 101.50 101.50 100.50 100.75 -0.50 417 4,724 -267
Mar01 001127 112.25 112.50 111.25 111.75 -0.25 529 7,811 +336
May01 001127 119.00 119.00 117.75 117.75 -0.25 24 702 +23
Jul01 001127 124.75 124.75 123.75 124.00 unch 8 597 +6
Total Volume and Open Interest 980 14,739 +100
Rough Rice(CBOT)
Jan01 001127 6.38 6.42 6.37 6.41 +0.03 67 3,210 -49
Mar01 001127 6.62 6.65 6.59 6.61 unch 34 1,300 -31
May01 001127 6.81 6.81 6.81 6.81 +0.01 5 609 +0
Jul01 001127 7.00 7.00 7.00 7.00 unch 0 549 +0
Total Volume and Open Interest 106 5,888 -80
Live Cattle(CME)
Dec00 001127 72.675 72.800 72.450 72.500 -0.375 4,665 36,968 -2,009
Feb01 001127 75.100 75.175 74.800 74.825 -0.350 3,169 55,497 +1,545
Apr01 001127 75.850 75.975 75.700 75.725 -0.275 1,321 24,386 +384
Jun01 001127 72.550 72.750 72.450 72.500 -0.150 637 7,957 +282
Aug01 001127 72.600 72.850 72.525 72.700 +0.100 126 7,013 +13
Oct01 001127 74.025 74.200 74.025 74.200 unch 16 1,155 +13
Total Volume and Open Interest 9,939 133,141 +230
Feeder Cattle(CME)
Jan01 001127 88.900 89.250 88.675 89.000 -0.125 451 8,086 +36
Mar01 001127 88.200 88.600 88.150 88.450 -0.250 120 3,802 +8
Apr01 001127 88.175 88.175 87.850 88.100 -0.250 44 1,373 +20
May01 001127 87.500 87.800 87.450 87.700 -0.275 46 1,508 +29
Aug01 001127 87.350 87.925 87.350 87.850 -0.075 39 571 +37
Sep01 001127 87.900 87.900 87.550 87.900 unch 9 119 +9
Oct01 001127 87.900 87.900 87.600 87.900 -0.050 0 48 +0
Total Volume and Open Interest 720 15,531 +150
Lean Hogs(CME)
Dec00 001127 54.650 54.900 54.000 54.050 -0.750 1,667 12,929 -132
Feb01 001127 57.450 57.450 56.750 56.800 -0.650 2,705 20,503 +908
Apr01 001127 56.500 56.500 55.950 56.000 -0.550 785 5,214 -11
Jun01 001127 62.950 62.950 62.300 62.600 -0.375 454 2,894 +99
Jul01 001127 61.600 61.600 61.000 61.250 -0.350 60 618 +16
Aug01 001127 59.000 59.000 58.600 58.800 -0.225 20 451 +15
Oct01 001127 50.700 50.700 50.500 50.675 -0.275 22 774 +16
Dec01 001127 47.300 47.375 46.850 47.150 -0.050 3 672 +1
Total Volume and Open Interest 5,716 44,056 +912
Pork Bellies(CME)
Feb01 001127 64.800 64.900 63.650 63.775 unch 328 2,132 +1
Mar01 001127 64.700 64.900 63.750 63.775 +0.075 56 120 +12
May01 001127 65.100 65.500 64.050 64.300 -0.700 9 117 +3
Jul01 001127 65.300 65.300 65.300 65.300 -0.200 0 45 +0
Aug01 001127 65.000 65.000 65.000 65.000 -0.600 0 21 +0
Total Volume and Open Interest 393 2,435 +16
Cocoa(NYBOT)
Dec00 001127 685 691 680 682 -8 22 268 -116
Mar01 001127 719 722 713 714 -10 3,301 49,821 +1,377
May01 001127 739 742 735 736 -10 512 17,439 +110
Jul01 001127 760 764 756 758 -8 287 13,572 +126
Sep01 001127 784 786 778 779 -8 69 11,428 +15
Dec01 001127 811 815 810 810 -8 343 12,996 -32
Mar02 001127 845 845 842 842 -8 133 11,628 +82
Total Volume and Open Interest 4,686 137,955 +1,562
Coffee "C"(NYBOT)
Dec00 001127 67.35 69.25 67.15 68.00 -0.30 313 1,762 +18
Mar01 001127 71.70 74.40 71.65 72.75 unch 2,782 29,747 -157
May01 001127 75.00 77.20 75.00 75.90 +0.10 427 4,667 +119
Jul01 001127 78.25 80.05 78.00 79.00 +0.10 444 2,202 -99
Sep01 001127 81.70 83.20 81.70 82.10 +0.10 442 2,568 +6
Dec01 001127 85.75 87.00 85.75 86.10 unch 240 1,456 +67
Total Volume and Open Interest 4,648 42,415 -46
Orange Juice(NYBOT)
Jan01 001127 75.90 78.40 75.20 77.95 +1.60 1,348 17,662 +134
Mar01 001127 79.50 81.40 79.00 81.20 +1.25 1,065 9,659 +439
May01 001127 82.75 84.20 81.60 84.10 +1.60 131 1,764 -2
Jul01 001127 86.90 86.90 86.90 86.90 +1.40 61 722 +0
Sep01 001127 87.10 89.40 87.10 89.40 +1.40 1 316 +1
Total Volume and Open Interest 2,545 30,383 +572
Sugar #11(NYBOT)
Mar01 001127 10.15 10.33 10.07 10.11 +0.18 10,682 75,189 +1,245
May01 001127 9.56 9.72 9.48 9.53 +0.18 1,935 18,915 +6
Jul01 001127 8.98 9.10 8.93 8.93 +0.15 1,311 23,151 -130
Oct01 001127 8.56 8.69 8.53 8.53 +0.12 1,891 19,191 +55
Mar02 001127 8.44 8.57 8.43 8.43 +0.11 873 8,220 +80
Total Volume and Open Interest 16,704 147,000 +1,250
London Cocoa(LCE)
Dec00 001127 543 545 538 540 -1      
Mar01 001127 562 563 557 559 unch      
May01 001127 574 578 573 574 unch      
Jul01 001127 588 592 587 588 unch      
Sep01 001127 605 605 601 603 +2      
Dec01 001127 634 634 631 631 +2      
Mar02 001127 656 656 654 654 unch      
Total Volume and Open Interest      
London Coffee(LCE)
Nov00 001127 640.00 640.00 628.00 630.00 -8.00      
Jan01 001127 645.00 646.00 630.00 635.00 -10.00      
Mar01 001127 670.00 680.00 652.00 655.00 -11.00      
May01 001127 690.00 690.00 675.00 680.00 -10.00      
Jul01 001127 658.00 707.00 658.00 706.00 -8.00      
Sep01 001127 730.00 731.00 725.00 730.00 -8.00      
Total Volume and Open Interest      
London Sugar(LCE)
Dec00 001115 225.50 233.60 224.60 225.00 -0.30 902 2,074 -764
Mar01 001127 249.50 253.70 249.50 250.90 +1.70      
May01 001127 245.60 248.90 245.60 246.90 +1.90      
Aug01 001127 244.30 244.40 243.30 243.30 +3.10      
Oct01 001127 237.30 237.30 237.30 237.30 +4.30      
Total Volume and Open Interest      
Cotton(NYBOT)
Dec00 001127 64.80 65.20 64.60 65.15 +0.75 1,345 851 -435
Mar01 001127 68.50 69.25 68.40 68.87 +0.79 10,399 35,762 +1,023
May01 001127 70.15 70.50 69.70 70.25 +0.68 1,737 11,055 -140
Jul01 001127 70.90 71.10 70.65 71.05 +0.60 433 6,885 +86
Oct01 001127 66.50 66.50 66.30 66.30 +0.35 21 791 +0
Dec01 001127 65.50 65.50 65.40 65.40 +0.30 210 6,162 +153
Total Volume and Open Interest 29,124 61,693 +687
Lumber(CME)
Jan01 001127 249.0 249.7 242.8 244.0 -2.7 231 2,420 +89
Mar01 001127 251.0 252.7 249.0 249.9 +0.4 107 1,141 +7
May01 001127 252.7 254.2 251.5 252.3 -0.4 8 355 +5
Jul01 001127 256.5 257.7 256.5 256.6 +0.9 1 78 -1
Total Volume and Open Interest 347 4,034 +100
Crude Oil(NYM)
Jan01 001127 35.25 35.69 35.06 35.38 -0.02 45,768 144,401 -2,466
Feb01 001127 34.30 34.59 34.05 34.29 -0.11 12,684 49,894 +1,689
Mar01 001127 33.25 33.55 33.10 33.25 -0.07 9,849 33,443 +684
Apr01 001127 32.01 32.38 32.01 32.21 -0.03 3,076 22,549 +1,093
May01 001127 31.05 31.55 31.05 31.29 unch 464 14,402 -81
Jun01 001127 30.22 30.53 30.22 30.47 +0.02 947 27,400 -7
Jul01 001127 29.75 29.75 29.75 29.75 +0.03 412 12,090 +183
Aug01 001127 29.12 29.20 29.11 29.11 +0.04 1,041 11,254 -127
Sep01 001127 28.50 28.56 28.50 28.56 +0.05 641 17,732 -156
Oct01 001127 28.05 28.05 28.05 28.05 +0.06 50 8,774 +17
Total Volume and Open Interest 78,932 476,555 +600
Heating Oil(NYM)
Dec00 001127 108.50 109.60 107.00 108.52 -0.92 15,047 29,613 -425
Jan01 001127 104.40 106.60 104.25 105.46 -0.55 11,366 54,670 +1,725
Feb01 001127 100.00 101.60 99.70 100.71 -0.45 3,214 24,753 +327
Mar01 001127 93.25 95.50 93.25 94.71 -0.10 927 16,247 +207
Apr01 001127 88.45 88.90 88.40 88.41 +0.10 223 9,252 +0
May01 001127 83.50 83.75 83.21 83.21 +0.20 46 5,989 +3
Jun01 001127 80.50 80.50 80.06 80.06 +0.30 60 5,648 -78
Jul01 001127 78.70 78.90 78.30 78.51 +0.45 38 2,793 +31
Aug01 001127 78.00 78.00 77.80 77.81 +0.50 34 3,644 +0
Sep01 001127 77.65 78.01 77.65 78.01 +0.50 25 1,438 -25
Total Volume and Open Interest 30,996 161,065 +1,782
Unleaded Gas(NYM)
Dec00 001127 91.10 92.15 90.35 90.59 -1.42 11,062 27,602 -406
Jan01 001127 89.50 91.20 89.50 89.89 -0.78 7,958 24,951 +332
Feb01 001127 89.50 90.50 89.50 89.56 -0.71 1,047 7,190 -248
Mar01 001127 90.00 90.40 89.70 89.89 -0.58 251 9,155 -75
Apr01 001127 94.45 94.60 94.09 94.09 -0.53 346 5,893 +169
May01 001127 93.25 93.30 92.99 92.99 -0.48 27 6,267 -8
Jun01 001127 91.45 91.50 91.29 91.29 -0.38 205 3,698 +205
Jul01 001127 89.30 89.30 89.19 89.19 -0.33 5 1,471 +5
Total Volume and Open Interest 21,477 93,932 +194
Natural Gas(NYM)
Dec00 001127 6.410 6.580 6.340 6.368 -0.209 31,692 37,028 -4,895
Jan01 001127 6.410 6.680 6.410 6.473 -0.111 18,754 50,762 -149
Feb01 001127 6.125 6.380 6.125 6.210 -0.034 6,401 32,051 -867
Mar01 001127 5.560 5.760 5.530 5.630 +0.030 4,123 34,533 +122
Apr01 001127 4.840 5.020 4.830 4.940 +0.060 3,343 21,509 +128
May01 001127 4.610 4.750 4.580 4.700 +0.070 998 19,122 +37
Jun01 001127 4.575 4.715 4.540 4.665 +0.070 757 17,021 -7
Jul01 001127 4.520 4.700 4.520 4.650 +0.075 381 10,513 -59
Total Volume and Open Interest 68,312 400,068 -4,821
Brent Crude Oil(IPE)
Jan01 001127 33.00 33.45 32.91 33.06 -0.06 10,712 64,940 -192
Feb01 001127 32.31 32.71 32.21 32.38 -0.10 3,543 60,546 +1,130
Mar01 001127 31.41 31.66 31.30 31.41 +0.01 695 49,948 -85
Apr01 001127 30.35 30.63 30.25 30.46 +0.10 1,317 33,532 +46
May01 001127 29.54 29.74 29.54 29.67 +0.11 2 8,342 +1
Jun01 001127 28.95 29.05 28.84 28.99 +0.13 527 18,119 +265
Jul01 001127 28.25 28.40 28.23 28.39 +0.13 180 7,171 +148
Aug01 001127 27.80 27.91 27.80 27.91 +0.15 158 8,909 +133
Total Volume and Open Interest 18,475 296,294 +2,078
Gas Oil(IPE)
Dec00 001127 313.25 313.25 307.50 309.50 -6.00 4,606 29,551 -819
Jan01 001127 304.50 305.00 300.00 302.50 -5.00 3,060 29,477 +635
Feb01 001127 293.00 293.75 290.00 291.25 -3.50 1,166 9,065 +280
Mar01 001127 278.75 280.00 277.00 277.75 -2.75 146 6,874 -55
Apr01 001127 265.00 265.50 264.50 264.50 -2.25 758 5,871 +220
May01 001127 255.50 255.50 253.50 253.50 -1.50 0 1,695 +0
Jun01 001127 244.50 249.00 244.50 246.50 -0.50 400 10,040 +0
Jul01 001127 242.75 245.00 242.75 243.25 -0.50 0 4,305 +0
Total Volume and Open Interest 12,376 106,644 +1,680
US Dollar Index(NYBOT)
Dec00 001127 118.32 118.45 116.94 117.00 -1.45 589 4,095 +165
Mar01 001127 117.90 118.20 116.70 116.77 -1.45 635 6,250 +186
Jun01 001127 116.54 116.54 116.54 116.54 -1.45 635 6,250 +186
Total Volume and Open Interest 635 6,250 +212
Australian Dollar(IMM)
Dec00 001127 52.00 52.83 51.98 52.63 +0.27 3,616 22,890 -508
Mar01 001127 52.00 52.80 52.00 52.69 +0.27 66 2,410 +3
Jun01 001127 52.65 52.75 52.60 52.75 +0.27 0 8 +0
Total Volume and Open Interest 3,682 25,315 -505
British Pound(IMM)
Dec00 001127 141.18 142.02 141.16 141.90 +1.84 7,876 38,063 +1,640
Mar01 001127 141.40 142.30 141.40 142.18 +1.84 82 203 +1
Jun01 001127 142.46 142.70 142.46 142.46 +1.84 0 2 +0
Total Volume and Open Interest 7,958 38,268 +1,641
Canadian Dollar(IMM)
Dec00 001127 65.13 65.25 65.02 65.12 +0.06 5,563 68,419 -913
Mar01 001127 65.28 65.40 65.15 65.25 +0.06 302 3,478 +46
Jun01 001127 65.35 65.48 65.29 65.35 +0.06 242 2,439 +102
Sep01 001127 65.45 65.57 65.44 65.44 +0.06 18 736 +10
Total Volume and Open Interest 6,170 75,449 -720
Japanese Yen(IMM)
Dec00 001127 90.35 90.82 90.28 90.79 +0.67 9,492 80,515 +2,651
Mar01 001127 91.70 92.22 91.70 92.19 +0.67 200 699 +111
Jun01 001127 93.38 93.57 93.38 93.57 +0.67 0 8 +0
Total Volume and Open Interest 9,693 81,375 +2,763
Swiss Franc(IMM)
Dec00 001127 55.57 56.44 55.57 56.41 +0.88 8,407 49,354 +567
Mar01 001127 55.96 56.88 55.96 56.84 +0.89 107 466 +73
Jun01 001127 57.24 57.24 57.24 57.24 +0.89 1 10 +1
Total Volume and Open Interest 8,515 49,831 +641
EuroFX(IMM)
Dec00 001127 84.28 85.33 84.27 85.27 +1.17 14,042 82,984 +2,565
Mar01 001127 84.60 85.66 84.60 85.61 +1.18 54 1,396 +15
Total Volume and Open Interest 14,096 84,380 +2,580
Mexican Peso(IMM)
Dec00 001127 10600.0 10620.0 10575.0 10603.0 +40.0 1,416 15,367 +382
Mar01 001127 10300.0 10330.0 10300.0 10313.0 +35.0 456 4,801 +252
Total Volume and Open Interest 1,906 28,158 +644
30-Year T-Bonds(CBOT)
Dec00 001127 101~08 101~10 101~02 101~08 -0~08 79,956 336,695 -13,893
Mar01 001127 101~08 101~12 101~05 101~09 -0~12 42,784 128,598 +19,107
Jun01 001127 101~08 101~08 101~08 101~08 -0~08 2 347 +0
Total Volume and Open Interest 122,958 465,774 +5,214
Municipal Bonds(CBOT)
Dec00 001127 100~04 100~10 100~02 100~08 -0~03 263 19,282 -36
Mar01 001127 99~20 99~22 99~14 99~22 -0~02 130 1,342 +111
Total Volume and Open Interest 393 20,624 +75
10-Year T-Notes(CBOT)
Dec00 001127 101~170 101~220 101~140 101~215 -0~005 43,078 440,259 +3,577
Mar01 001127 101~210 101~255 101~180 101~250 -0~005 13,282 98,093 +3,166
Total Volume and Open Interest 56,361 539,272 +6,742
5-Year T-Notes(CBOT)
Dec00 001127 100~315 101~055 100~315 101~045 -0~005 23,260 297,647 -4,620
Mar01 001127 101~010 101~065 101~010 101~060 -0~005 7,462 74,682 +8,433
Jun01 001127 101~110 101~110 101~110 101~110 -0~005      
Total Volume and Open Interest 30,722 372,329 +3,813
2 Year T-Notes(CBOT)
Dec00 001127 100~016 100~028 100~016 100~026 unch 8,013 49,730 -2,635
Mar01 001127 100~041 100~053 100~041 100~052 +0~001 6,224 17,051 +4,085
Total Volume and Open Interest 14,237 66,781 +1,450
3-Mth T-Bills(IMM)
Dec00 001127 93.81 93.82 93.80 93.82 +0.02 3 1,403 +0
Total Volume and Open Interest 9 1,773 +6
Eurodollars(IMM)
Dec00 001127 93.270 93.272 93.265 93.270 -0.007 16,607 505,878 -1,688
Mar01 001127 93.505 93.525 93.500 93.520 -0.005 17,672 509,874 +2,046
Jun01 001127 93.630 93.670 93.625 93.665 +0.005 13,005 379,322 +2,647
Sep01 001127 93.690 93.735 93.690 93.725 +0.005 13,390 403,846 +1,976
Dec01 001127 93.620 93.660 93.620 93.650 unch 5,965 267,857 +1,052
Mar02 001127 93.675 93.710 93.670 93.700 unch 5,047 222,978 +594
Jun02 001127 93.615 93.650 93.615 93.645 +0.005 2,415 150,248 +76
Sep02 001127 93.565 93.600 93.560 93.595 +0.005 1,900 117,697 -211
Dec02 001127 93.455 93.485 93.455 93.485 +0.010 765 87,720 +27
Mar03 001127 93.485 93.510 93.480 93.510 +0.010 1,522 78,782 +520
Jun03 001127 93.440 93.460 93.435 93.460 +0.010 667 59,210 +56
Sep03 001127 93.395 93.420 93.395 93.420 +0.010 601 58,614 +2
Total Volume and Open Interest 82,636 3,229,081 +7,124
3-Mth Euro-Yen(IMM)
Dec00 001127 99.46 99.46 99.46 99.46 -0.01 865 12,556 +545
Mar01 001127 99.53 99.54 99.53 99.54 unch 376 24,027 +0
Jun01 001127 99.53 99.53 99.53 99.53 -0.01 331 10,637 +320
Sep01 001127 99.48 99.49 99.48 99.49 -0.01 194 10,749 -722
Dec01 001127 99.38 99.38 99.38 99.38 -0.01 0 6,360 -75
Mar02 001127 99.34 99.34 99.33 99.33 -0.03 0 3,853 -30
Jun02 001127 99.27 99.28 99.27 99.28 -0.01 0 717 +0
Sep02 001127 99.15 99.15 99.15 99.15 -0.03 0 427 +0
Dec02 001127 98.97 98.97 98.97 98.97 unch 0 32 +0
Mar03 001127 98.88 98.88 98.88 98.88 unch      
Total Volume and Open Interest 1,766 69,358 +38
3-Mth Euro-Yen(SIMEX)
Dec00 001127 99.47 99.47 99.46 99.46 -0.01 244 97,108 +10
Mar01 001127 99.54 99.54 99.53 99.53 -0.01 73 94,890 -26
Jun01 001127 99.54 99.54 99.53 99.53 -0.01 0 87,512 +393
Sep01 001127 99.49 99.49 99.47 99.48 -0.02 0 65,985 -785
Dec01 001127 99.39 99.39 99.38 99.38 -0.02 0 21,397 +0
Mar02 001127 99.36 99.36 99.34 99.35 -0.01 0 15,244 +40
Jun02 001127 99.27 99.27 99.27 99.27 -0.01 0 7,341 +0
Sep02 001127 99.15 99.15 99.15 99.15 unch 0 6,111 +0
Total Volume and Open Interest 317 404,703 -368
German Euro-Bund(EUREX)
Dec00 001127 106.20 106.48 106.12 106.44 +0.13 402,990 745,246 +10,849
Mar01 001127 106.32 106.57 106.26 106.55 +0.14 15,116 66,748 +4,369
Jun01 001127 106.05 106.29 106.00 106.29 +0.14 3,399 1,089 -500
Total Volume and Open Interest 421,505 813,083 +14,718
German Euro-Bobl(EUREX)
Dec00 001127 104.00 104.24 103.95 104.17 +0.11 125,623 383,759 -5,645
Mar01 001127 103.80 104.00 103.76 103.94 +0.12 1,760 20,349 -475
Jun01 001127 103.70 103.80 103.65 103.80 +0.08 151 1,000 -211
Total Volume and Open Interest 127,534 405,108 -6,331
Long Gilt(LIFFE)
Dec00 001127 115~10 115~27 115~10 115~24 +0~08 27,226 69,836 -2,066
Mar01 001127 115~04 115~17 115~00 115~15 +0~09 4,981 12,646 +4,208
Total Volume and Open Interest 32,207 82,482 +2,142
3-Mth Short Sterling(LIFFE)
Dec00 001127 93.96 93.96 93.94 93.96 unch 4,668 163,037 -1,574
Mar01 001127 94.05 94.07 94.02 94.06 +0.01 6,559 139,050 -61,501
Jun01 001127 94.10 94.12 94.07 94.12 +0.01 5,802 107,794 -31,252
Total Volume and Open Interest 32,690 846,236 -1,095
3-Mth Euribor(LIFFE)
Dec00 001127 94.885 94.905 94.880 94.900 +0.010 20,696 265 -295,415
Mar01 001127 94.915 94.935 94.900 94.930 +0.020 26,085 229,682 -62,131
Jun01 001127 94.950 94.980 94.935 94.975 +0.025 18,662 118,008 -113,556
Total Volume and Open Interest 97,583 865,746 -578,927
3-Mth Aus T-Bills(SFE)
Dec00 001127 93.70 93.70 93.68 93.69 -0.01 4,697 182,422 -3,469
Mar01 001127 93.78 93.78 93.76 93.77 -0.02 6,961 128,605 -2,046
Jun01 001127 93.81 93.81 93.79 93.79 -0.03 1,132 41,620 +513
Sep01 001127 93.83 93.83 93.81 93.82 -0.03 823 24,992 +152
Dec01 001127 93.80 93.80 93.80 93.80 -0.03 125 14,976 +0
Mar02 001127 93.75 93.75 93.75 93.75 -0.03 285 8,762 +155
Jun02 001127 93.68 93.68 93.68 93.68 -0.03 145 5,519 +95
Sep02 001127 93.61 93.61 93.61 93.61 -0.03 150 4,601 +125
Dec02 001127 93.55 93.55 93.55 93.55 -0.03 185 2,277 +160
Mar03 001127 93.52 93.52 93.52 93.52 -0.03 70 1,369 +70
Total Volume and Open Interest 14,643 418,969 -4,205
10-Year Aus T-Bonds(SFE)
Dec00 001127 94.10 94.10 94.06 94.08 -0.01 1,131 150,398 +3,406
Mar01 001127 94.07 94.07 94.07 94.07 -0.04 0 2 +0
Total Volume and Open Interest 1,133 150,400 +3,406
3-Year Aus T-Bonds(SFE)
Dec00 001127 94.16 94.16 94.12 94.13 -0.04 2,555 437,152 +6,313
Mar01 001127 94.15 94.15 94.15 94.15 -0.04      
Total Volume and Open Interest 2,555 437,152 +6,313
Gold(CMX)
Dec00 001127 266.4 271.0 266.3 270.3 +3.6 19,119 51,173 -8,887
Feb01 001127 269.0 273.9 268.8 273.0 +3.7 13,859 43,397 +5,917
Apr01 001127 272.0 276.0 272.0 275.7 +3.7 546 5,759 +183
Jun01 001127 276.0 279.0 276.0 278.3 +3.7 410 9,987 +81
Aug01 001127 280.7 281.0 280.7 280.7 +3.7 2 2,457 +0
Oct01 001127 283.0 283.0 283.0 283.0 +3.7 0 750 +0
Total Volume and Open Interest 34,179 129,775 -2,858
Silver(CMX)
Dec00 001127 463.0 470.0 462.0 469.8 +7.0 9,917 42,553 -3,951
Mar01 001127 470.0 477.5 469.0 477.0 +7.2 7,152 23,058 +2,342
May01 001127 475.0 482.0 474.5 481.9 +7.3 32 1,888 -8
Jul01 001127 480.5 488.5 480.0 487.0 +7.4 86 3,037 +36
Sep01 001127 487.0 493.0 487.0 492.0 +7.5 1 3,040 +0
Total Volume and Open Interest 17,578 80,005 -1,397
Platinum(NYM)
Jan01 001127 583.3 595.9 583.3 595.5 +12.2 229 7,629 -60
Apr01 001127 584.5 584.5 584.5 584.5 +12.2 3 314 +2
Total Volume and Open Interest 232 7,948 -58
Palladium(NYME)
Dec00 001127 789.00 793.50 789.00 793.50 +2.85 74 374 -30
Mar01 001127 794.80 794.80 792.00 793.00 +2.85 71 1,307 +18
Jun01 001127 788.00 788.00 788.00 788.00 +2.85 0 135 +0
Total Volume and Open Interest 145 1,816 -12
Copper(CMX)
Dec00 001127 83.40 84.40 83.35 84.20 +2.10 6,823 26,430 -1,826
Mar01 001127 84.40 85.35 84.20 85.05 +2.15 4,799 24,141 +1,628
May01 001127 84.90 85.00 84.70 84.95 +2.00 54 3,372 +15
Jul01 001127 84.10 85.20 84.10 84.95 +1.95 494 3,211 +146
Sep01 001127 84.75 84.95 84.75 84.95 +1.85 88 1,522 -2
Total Volume and Open Interest 12,687 76,562 -17
DJIA Index(CBOT)
Dec00 001127 10600 10660 10585 10607 +82 3,889 19,037 +112
Mar01 001127 10750 10795 10730 10749 +82 167 588 +210
Jun01 001127 10889 10889 10889 10889 +82 2 5 -2
Total Volume and Open Interest 4,058 19,637 +320
S & P 500(CME)
Dec00 001127 1360.50 1367.00 1353.50 1358.80 +12.20 28,519 414,159 +1,049
Mar01 001127 1381.00 1386.50 1374.50 1379.00 +12.40 1,086 36,828 +853
Jun01 001127 1398.80 1404.90 1398.80 1398.80 +11.90 11 2,769 +0
Sep01 001127 1425.00 1425.00 1414.70 1419.30 +12.60 13 483 -7
Total Volume and Open Interest 29,652 454,500 +1,877
S & P 500 E-Mini(Globex)
Dec00 001127 1348.50 1367.75 1348.50 1358.75 +12.25 24,125 72,330 -808
Mar01 001127 1380.00 1391.75 1376.00 1379.00 +12.50 3 75 +0
Total Volume and Open Interest 24,128 72,405 -808
NASDAQ 100(CME)
Dec00 001127 2920.00 2930.00 2768.00 2796.50 -32.50 8,322 45,862 -355
Mar01 001127 2920.00 2920.00 2835.00 2843.50 -30.50 13 255 +4
Jun01 001127 2890.50 2890.50 2885.00 2890.50 -28.50      
Total Volume and Open Interest 8,335 46,117 -351
NASDAQ 100 E-Mini(GLOBEX)
Dec00 001127 2848.0 2929.0 2769.0 2796.5 -32.5 16,860 66,455 -296
Mar01 001127 2980.0 2980.0 2843.5 2843.5 -30.5 0 10 +0
Total Volume and Open Interest 16,860 66,465 -296
NYSE Composite(NYBOT)
Dec00 001127 641.00 641.25 638.00 640.50 +5.40      
Mar01 001127 649.25 649.25 649.25 649.25 +5.40      
Jun01 001127 658.00 658.00 658.00 658.00 +5.40      
Total Volume and Open Interest      
S & P Midcap 400(CME)
Dec00 001127 510.00 510.90 504.00 506.50 +2.75 693 16,701 +205
Mar01 001127 518.00 518.00 514.20 514.20 +2.75 0 42 +0
Jun01 001127 521.20 521.20 521.20 521.20 +2.75 0 1 +0
Total Volume and Open Interest 693 16,744 +205
Russell 2000(CME)
Dec00 001127 481.90 482.00 472.50 473.50 -2.75 1,156 14,926 +433
Mar01 001127 480.25 480.25 480.25 480.25 -2.75 0 100 +0
Jun01 001127 487.80 487.80 487.80 487.80 -2.75      
Total Volume and Open Interest 1,156 15,026 +433
Value Line(KCBT)
Dec00 001127 1115.00 1117.00 1097.00 1103.00 -0.50 86 170 +46
Total Volume and Open Interest 86 172 +46
Nikkei 225(CME)
Dec00 001127 14840 14840 14650 14660 +255 1,073 16,983 +235
Mar01 001127 14800 14850 14690 14690 +255 8 77 +3
Total Volume and Open Interest 1,081 17,062 +238
Nikkei 225(SIMEX)
Dec00 001127 14530 14770 14470 14750 +435 13,441 93,914 +2,283
Mar01 001127 14530 14790 14530 14765 +435 640 5,641 +575
Jun01 001127 14745 14745 14745 14745 +435 0 405 +0
Total Volume and Open Interest 11,111 100,760 +2,958
CAC 40(MATIF)
Nov00 001127 6172.0 6264.0 6151.0 6164.5 -15.5 43,269 222,815 +940
Dec00 001127 6242.0 6280.0 6186.0 6188.0 -10.0 4,902 166,696 +2,400
Total Volume and Open Interest 48,276 409,468 +3,332
DAX Index(EUREX)
Dec00 001127 6736.0 6822.0 6695.0 6708.0 +28.0 31,022 172,473 -197
Mar01 001127 6812.0 6890.0 6781.5 6789.5 +29.0 164 8,819 -373
Jun01 001127 6930.0 6953.0 6851.5 6859.0 +28.5 35 8,450 -148
Total Volume and Open Interest 31,221 189,742 -718
FT-SE 100(LIFFE)
Dec00 001127 6382.00 6420.00 6362.00 6374.50 +7.50 22,136 231,089 +2,487
Mar01 001127 6422.00 6461.50 6420.00 6420.00 +6.50 88 29,608 +31
Jun01 001127 6497.50 6497.50 6489.50 6489.50 +7.50 300 8,676 +295
Total Volume and Open Interest 22,524 269,373 +2,813
SPI 200(SFE)
Dec00 001127 3308.0 3326.0 3306.0 3325.0 +30.0 8,198 123,991 +847
Mar01 001127 3336.0 3351.0 3335.0 3351.0 +31.0 2 6,179 -2
Jun01 001127 3378.0 3378.0 3378.0 3378.0 +31.0 0 174 +0
Total Volume and Open Interest 8,200 130,357 +845
GSCI(CME)
Dec00 001127 261.20 264.30 261.10 262.20 -0.10 13 34,868 -9
Jan01 001127 256.20 258.00 255.50 256.20 -0.10 0 761 +0
Feb01 001127 248.40 250.00 248.00 248.40 +0.10      
Total Volume and Open Interest 13 35,629 -9
Bridge CRB Index(NYBOT)
Jan01 001127 227.50 229.45 227.50 229.35 +2.35 36 532 +10
Feb01 001127 227.00 227.10 226.50 227.10 +2.10 2 660 +0
Apr01 001127 224.85 224.85 224.85 224.85 +1.85 0 304 +0
Total Volume and Open Interest 36 1,496 +10
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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