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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 December 01, 2000
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan01 001201 505.50 508.50 503.00 508.00 +2.00 41,476 75,117 -25
Mar01 001201 513.00 516.00 510.25 515.75 +2.75 11,041 41,664 +623
May01 001201 519.00 522.50 516.50 522.25 +3.25 5,829 22,227 +236
Jul01 001201 524.50 528.00 522.50 527.75 +2.00 5,174 25,781 +414
Aug01 001201 524.50 527.50 523.00 527.50 +3.50 302 1,376 +160
Sep01 001201 524.00 526.50 523.00 526.50 +2.00 143 654 +139
Nov01 001201 525.50 529.00 524.50 528.00 +1.00 2,255 7,644 +999
Total Volume and Open Interest 66,222 174,477 +2,548
Soybean Meal(CBOT)
Dec00 001201 193.70 194.30 191.00 193.80 unch 10,917 14,163 -2,726
Jan01 001201 190.80 191.70 188.80 191.40 +0.50 19,019 51,380 +1,288
Mar01 001201 187.30 187.80 185.80 187.40 -0.20 9,975 37,371 +2,666
May01 001201 183.60 184.00 182.00 183.20 -1.00 4,543 17,742 +1,317
Jul01 001201 182.00 182.70 180.80 181.90 -1.00 2,079 10,700 -130
Aug01 001201 180.30 180.50 179.30 179.80 -1.00 589 3,070 +129
Sep01 001201 179.00 179.50 178.00 178.50 -0.70 335 1,860 +74
Oct01 001201 177.00 178.00 176.00 176.30 -0.40 164 907 +159
Total Volume and Open Interest 47,851 139,272 +2,856
Soybean Oil(CBOT)
Dec00 001201 14.85 14.98 14.77 14.97 +0.21 9,265 3,799 -6,030
Jan01 001201 15.13 15.27 15.06 15.26 +0.23 17,595 48,888 +2,016
Mar01 001201 15.54 15.67 15.46 15.66 +0.25 8,396 45,109 -177
May01 001201 15.95 16.09 15.86 16.08 +0.24 3,912 14,729 +815
Jul01 001201 16.42 16.50 16.28 16.50 +0.26 3,175 11,497 +602
Aug01 001201 16.53 16.63 16.46 16.63 +0.26 522 2,541 +125
Sep01 001201 16.70 16.75 16.64 16.75 +0.18 314 2,321 +108
Oct01 001201 16.85 16.90 16.85 16.90 +0.20 136 2,135 +115
Total Volume and Open Interest 43,717 137,327 -2,090
Canola(WCE)
Jan01 001201 266.9 267.4 266.0 267.2 +0.7 6,928 30,229 -1,741
Mar01 001201 273.0 273.3 272.2 273.2 +0.7 1,708 23,596 +310
May01 001201 278.0 278.8 277.9 278.5 +0.5 331 2,622 +91
Jul01 001201 283.7 284.4 283.7 284.4 +0.7 140 3,704 +130
Aug01 001201 283.0 283.0 283.0 283.0 unch 3 58 +3
Total Volume and Open Interest 9,110 61,690 -1,207
Corn(CBOT)
Dec00 001201 208.50 210.75 206.75 210.00 +1.00 25,552 25,809 -7,592
Jan01 001201 212.25 214.00 210.50 213.50 +0.75 958 2,628 -575
Mar01 001201 220.00 222.25 218.00 221.50 +1.00 62,703 246,550 +127
May01 001201 228.25 230.25 226.25 229.50 +1.00 5,423 54,418 +1,640
Jul01 001201 234.75 237.00 233.50 236.50 +1.00 5,202 58,060 +259
Sep01 001201 241.50 244.00 240.50 242.75 +1.00 349 6,295 +148
Total Volume and Open Interest 103,217 426,429 -5,325
Wheat(CBOT)
Dec00 001201 257.50 261.25 256.25 260.25 +4.25 14,021 8,844 -4,944
Mar01 001201 275.25 279.00 273.75 277.75 +4.00 28,487 95,227 +88
May01 001201 286.00 289.75 284.75 288.25 +4.00 1,879 8,454 +519
Jul01 001201 295.50 299.00 294.00 297.50 +3.25 1,954 21,326 +300
Sep01 001201 306.50 307.50 306.50 307.00 +3.25 64 1,028 -1
Total Volume and Open Interest 46,730 137,875 -3,780
Wheat(KCBT)
Dec00 001201 309.00 312.25 308.25 312.00 +3.00 3,028 5,531 -3,008
Mar01 001201 325.50 327.25 323.50 326.25 +2.75 8,769 55,267 +457
May01 001201 333.50 336.25 332.75 335.00 +2.50 533 4,378 +63
Jul01 001201 343.00 344.00 340.75 342.50 +1.25 1,461 9,669 +71
Sep01 001201 348.00 350.00 348.00 350.00 +4.00 25 312 +0
Total Volume and Open Interest 13,844 75,267 -2,404
Wheat(MGE)
Dec00 001201 313.00 317.00 313.00 317.00 +4.00 802 361 -1,478
Mar01 001201 327.50 331.00 327.00 330.50 +3.25 3,611 16,427 +1,078
May01 001201 335.75 339.50 335.75 338.50 +2.50 256 2,645 +96
Jul01 001201 343.50 346.50 343.25 345.50 +2.50 125 2,361 +19
Sep01 001201 351.00 353.50 350.50 353.25 +2.25 68 696 +157
Total Volume and Open Interest 4,864 22,697 -127
Oats(CBOT)
Dec00 001201 99.75 100.00 99.50 100.00 +0.75 467 350 -471
Mar01 001201 110.25 110.75 110.00 110.50 +0.50 817 10,420 +132
May01 001201 116.50 117.00 116.50 116.50 +0.75 121 1,112 +88
Jul01 001201 122.75 123.00 122.50 122.50 +0.75 12 814 +3
Total Volume and Open Interest 1,523 13,766 -308
Rough Rice(CBOT)
Jan01 001201 6.23 6.26 6.18 6.24 -0.03 124 3,227 -95
Mar01 001201 6.50 6.51 6.46 6.51 -0.01 43 1,432 -52
May01 001201 6.70 6.75 6.70 6.75 unch 7 567 +4
Jul01 001201 6.95 6.95 6.95 6.95 unch 1 557 +0
Total Volume and Open Interest 175 6,006 -143
Live Cattle(CME)
Dec00 001201 72.100 72.475 71.950 72.425 +0.250 9,625 26,480 -1,338
Feb01 001201 73.800 74.375 73.750 74.275 +0.225 12,231 63,923 -157
Apr01 001201 75.350 75.750 75.200 75.725 +0.325 2,189 25,168 -434
Jun01 001201 72.300 72.600 72.225 72.475 +0.200 631 9,035 +298
Aug01 001201 72.550 72.825 72.550 72.775 +0.175 762 8,365 +296
Oct01 001201 74.200 74.475 74.150 74.425 +0.175 117 1,519 +70
Total Volume and Open Interest 25,557 134,710 -1,263
Feeder Cattle(CME)
Jan01 001201 88.875 89.250 88.650 89.175 +0.300 1,065 8,069 -48
Mar01 001201 88.250 88.600 88.000 88.600 +0.400 279 3,911 -23
Apr01 001201 87.900 88.400 87.850 88.400 +0.375 112 1,485 +9
May01 001201 87.650 88.000 87.600 87.975 +0.250 78 1,601 +40
Aug01 001201 87.950 88.325 87.950 88.325 +0.375 29 715 +10
Sep01 001201 87.950 88.225 87.950 88.225 +0.500 12 139 +7
Oct01 001201 87.800 88.200 87.800 88.200 +0.400 3 74 +3
Total Volume and Open Interest 1,578 16,020 -2
Lean Hogs(CME)
Dec00 001201 54.700 54.750 54.375 54.650 +0.200 2,226 10,778 +16
Feb01 001201 56.900 57.250 56.650 57.025 +0.350 2,920 21,601 +153
Apr01 001201 56.100 56.500 56.050 56.325 +0.500 633 5,292 +22
Jun01 001201 62.300 62.750 62.300 62.625 +0.225 283 3,173 -15
Jul01 001201 60.900 61.225 60.850 61.200 +0.350 91 805 +61
Aug01 001201 58.775 58.975 58.700 58.975 +0.175 2 489 +1
Oct01 001201 50.500 50.900 50.500 50.900 +0.025 10 838 +4
Dec01 001201 47.250 47.400 47.250 47.300 +0.100 3 746 +0
Total Volume and Open Interest 6,168 43,723 +242
Pork Bellies(CME)
Feb01 001201 61.700 62.500 60.250 61.100 -0.425 316 2,268 +23
Mar01 001201 61.750 62.450 60.400 60.700 -0.800 7 135 +4
May01 001201 63.500 63.500 61.550 61.550 -0.900 1 146 +0
Jul01 001201 64.450 64.450 62.400 62.400 -1.350 1 54 -1
Aug01 001201 64.000 64.000 62.550 62.750 -1.250 1 21 +0
Total Volume and Open Interest 326 2,624 +26
Cocoa(NYBOT)
Dec00 001201 715 715 703 703 -1 49 136 -23
Mar01 001201 739 740 725 728 -1 3,521 49,225 -44
May01 001201 760 760 747 749 -1 482 17,785 -50
Jul01 001201 780 780 766 769 -1 399 14,536 +162
Sep01 001201 795 795 790 790 -1 191 11,705 +42
Dec01 001201 830 830 821 821 -2 18 13,037 +0
Mar02 001201 849 851 849 851 -2 338 11,618 +5
Total Volume and Open Interest 5,321 138,848 +92
Coffee "C"(NYBOT)
Dec00 001201 68.20 68.20 66.50 67.00 -0.20 102 813 -153
Mar01 001201 72.25 72.25 70.80 71.65 -0.05 8,048 30,875 +985
May01 001201 75.00 75.00 74.00 74.65 -0.20 948 5,010 +206
Jul01 001201 78.00 78.15 77.45 77.80 -0.20 425 2,306 +43
Sep01 001201 81.00 81.25 80.50 80.95 -0.10 101 2,538 -30
Dec01 001201 85.25 85.25 84.75 85.15 -0.10 57 1,744 +32
Total Volume and Open Interest 9,681 43,299 +1,083
Orange Juice(NYBOT)
Jan01 001201 78.30 79.30 77.80 79.20 +0.95 1,163 17,004 -76
Mar01 001201 81.50 82.70 81.25 82.50 +1.00 482 10,251 +120
May01 001201 85.00 85.40 84.70 85.40 +1.40 17 1,839 +17
Jul01 001201 84.40 88.15 84.40 88.15 +1.40 1 745 +0
Sep01 001201 90.00 90.85 90.00 90.85 +1.75 0 330 +0
Total Volume and Open Interest 1,714 30,616 +120
Sugar #11(NYBOT)
Mar01 001201 9.73 9.75 9.61 9.66 -0.09 12,506 72,032 -685
May01 001201 9.15 9.21 9.13 9.15 -0.07 2,363 18,790 +434
Jul01 001201 8.64 8.66 8.55 8.60 -0.06 2,430 23,021 -30
Oct01 001201 8.22 8.26 8.16 8.17 -0.09 2,662 19,965 +148
Mar02 001201 8.11 8.11 8.07 8.07 -0.10 415 8,270 +29
Total Volume and Open Interest 20,377 144,467 -103
London Cocoa(LCE)
Dec00 001201 553 560 550 551 -9 6,284 28,171 -2,267
Mar01 001201 568 576 565 567 -9 7,116 59,652 +4,140
May01 001201 582 588 580 580 -10 966 31,684 +126
Jul01 001201 601 602 593 594 -9 715 13,763 -124
Sep01 001201 609 616 606 607 -9 382 21,612 +186
Dec01 001201 643 643 634 634 -9 456 8,903 +146
Mar02 001201 664 667 657 657 -11 662 17,260 +307
Total Volume and Open Interest 16,990 199,727 +2,709
London Coffee(LCE)
Jan01 001201 599.00 604.00 594.00 599.00 -13.00 3,230 25,616 +535
Mar01 001201 623.00 625.00 615.00 620.00 -14.00 2,138 15,158 +616
May01 001201 650.00 650.00 640.00 644.00 -15.00 214 6,861 +33
Jul01 001201 675.00 675.00 666.00 669.00 -15.00 74 3,052 +18
Sep01 001201 700.00 700.00 695.00 695.00 -13.00 36 1,728 +6
Nov01 001201 720.00 720.00 717.00 717.00 -13.00 147 3,776 +58
Total Volume and Open Interest 5,859 56,191 +1,178
London Sugar(LCE)
Dec00 001115 225.50 233.60 224.60 225.00 -0.30 902 2,074 -764
Mar01 001201 243.50 244.50 240.50 242.30 -1.70 854 23,019 +90
May01 001201 237.60 238.30 237.60 238.30 -1.20 24 4,506 -8
Aug01 001201 233.30 233.30 233.30 233.30 -0.70 32 6,853 +20
Oct01 001201 225.80 225.80 225.80 225.80 +0.80 0 2,481 +0
Total Volume and Open Interest 935 38,181 +122
Cotton(NYBOT)
Dec00 001201 65.55 65.55 64.35 64.35 -0.88 25 105 -60
Mar01 001201 68.50 68.62 67.46 67.57 -0.78 4,648 36,006 -63
May01 001201 69.75 70.03 68.90 68.95 -0.75 1,135 11,773 +402
Jul01 001201 70.65 70.80 69.85 69.85 -0.73 169 6,890 +6
Oct01 001201 67.20 67.20 66.60 66.60 +0.05 1 788 +0
Dec01 001201 65.80 66.55 65.80 66.00 +0.15 173 6,360 +29
Total Volume and Open Interest 12,151 62,109 +314
Lumber(CME)
Jan01 001201 233.3 237.9 232.8 234.8 unch 324 2,213 -34
Mar01 001201 240.6 244.5 240.3 241.4 -0.2 151 1,199 +19
May01 001201 245.5 247.0 244.5 245.0 unch 45 450 +16
Jul01 001201 252.9 252.9 248.5 248.5 -3.1 10 87 -1
Total Volume and Open Interest 544 3,987 +4
Crude Oil(NYM)
Jan01 001201 33.90 34.03 31.90 32.02 -1.80 79,900 138,093 -2,015
Feb01 001201 32.90 33.20 31.00 31.17 -1.71 40,744 54,819 +3,654
Mar01 001201 32.00 32.20 30.30 30.36 -1.54 16,649 33,991 -1,142
Apr01 001201 31.00 31.10 29.61 29.61 -1.39 5,964 25,332 +970
May01 001201 30.32 30.33 28.94 28.94 -1.26 2,896 15,893 +940
Jun01 001201 29.75 29.75 28.10 28.37 -1.13 4,323 28,179 -25
Jul01 001201 29.05 29.05 27.87 27.87 -1.00 1,726 11,428 +357
Aug01 001201 28.50 28.50 27.43 27.43 -0.91 930 10,571 +122
Sep01 001201 28.00 28.00 27.01 27.01 -0.84 4,910 11,902 -2,607
Oct01 001201 27.30 27.30 26.64 26.64 -0.78 266 8,546 +24
Total Volume and Open Interest 167,836 484,899 +4,527
Heating Oil(NYM)
Jan01 001201 103.00 103.00 96.80 97.08 -5.17 27,570 57,210 +76
Feb01 001201 98.20 98.30 93.30 93.56 -4.04 6,876 24,702 +677
Mar01 001201 91.60 92.00 87.81 87.81 -3.49 2,013 16,726 -164
Apr01 001201 85.30 85.30 82.01 82.01 -3.19 993 8,992 +374
May01 001201 79.70 79.70 77.21 77.21 -2.94 1,035 6,472 +610
Jun01 001201 77.90 77.90 75.06 75.06 -2.69 483 5,624 +33
Jul01 001201 76.25 76.47 73.91 73.91 -2.54 234 3,078 +21
Aug01 001201 76.50 76.50 73.51 73.51 -2.39 322 3,583 +2
Sep01 001201 76.75 76.75 73.86 73.86 -2.29 70 1,579 +33
Oct01 001201 76.95 76.95 74.16 74.16 -2.19 63 1,109 +39
Total Volume and Open Interest 64,801 138,320 -4,843
Unleaded Gas(NYM)
Jan01 001201 86.70 87.00 82.25 82.43 -4.43 16,701 31,664 -1,187
Feb01 001201 86.40 86.60 83.00 83.09 -3.37 2,971 8,332 -188
Mar01 001201 86.90 86.90 83.50 83.54 -3.12 2,706 9,654 -548
Apr01 001201 90.70 90.75 87.80 88.34 -2.62 920 6,293 +64
May01 001201 89.90 89.90 87.50 87.50 -2.41 938 6,970 +269
Jun01 001201 88.40 88.40 86.25 86.25 -2.16 341 3,916 +195
Jul01 001201 84.45 84.45 84.45 84.45 -2.01 351 1,933 +150
Aug01 001201 82.00 82.00 82.00 82.00 -1.86 251 5,090 +129
Total Volume and Open Interest 53,225 82,514 -9,838
Natural Gas(NYM)
Jan01 001201 6.800 6.820 6.580 6.673 +0.084 42,208 55,758 +1,539
Feb01 001201 6.620 6.650 6.460 6.533 +0.115 13,795 33,246 +1,717
Mar01 001201 6.070 6.110 5.950 6.043 +0.207 4,930 36,671 -68
Apr01 001201 5.340 5.360 5.240 5.323 +0.153 4,854 23,168 +502
May01 001201 5.000 5.050 4.970 5.008 +0.113 2,773 19,476 +322
Jun01 001201 5.020 5.020 4.930 4.973 +0.113 2,171 14,484 -111
Jul01 001201 4.950 4.990 4.880 4.955 +0.115 1,961 10,674 +476
Aug01 001201 4.930 4.970 4.860 4.935 +0.115 1,286 15,926 +196
Total Volume and Open Interest 77,635 382,396 +5,054
Brent Crude Oil(IPE)
Jan01 001201 31.88 32.32 30.10 30.17 -1.71 36,856 60,403 -502
Feb01 001201 31.40 31.61 29.75 29.75 -1.58 17,563 62,863 +1,019
Mar01 001201 30.37 30.67 28.95 28.95 -1.45 4,720 53,227 +1,689
Apr01 001201 29.63 29.63 28.18 28.18 -1.35 1,969 33,966 -26
May01 001201 28.83 28.95 27.54 27.54 -1.29 1,487 9,062 -35
Jun01 001201 28.27 28.30 27.00 27.00 -1.23 1,577 20,204 -334
Jul01 001201 27.76 27.76 26.55 26.55 -1.13 613 8,260 -26
Aug01 001201 27.30 27.43 26.17 26.17 -1.06 767 10,453 +455
Total Volume and Open Interest 67,008 304,240 +2,769
Gas Oil(IPE)
Dec00 001201 300.00 304.75 294.50 294.75 -9.75 10,430 23,519 -707
Jan01 001201 294.00 294.75 286.00 287.50 -7.25 9,013 29,290 -366
Feb01 001201 283.25 285.00 277.50 277.75 -7.00 2,675 10,503 -161
Mar01 001201 271.75 271.75 266.00 266.25 -5.75 951 7,336 +66
Apr01 001201 259.50 259.50 254.75 254.75 -4.75 388 5,032 -47
May01 001201 249.00 249.00 245.00 245.00 -4.00 220 1,832 -53
Jun01 001201 241.00 241.00 238.00 238.00 -4.00 250 9,896 -125
Jul01 001201 239.50 239.50 235.50 235.50 -4.00 0 4,314 +0
Total Volume and Open Interest 23,927 100,545 -1,443
US Dollar Index(NYBOT)
Dec00 001201 115.16 115.43 114.60 114.74 -0.36 1,610 3,957 -343
Mar01 001201 114.77 115.18 114.36 114.51 -0.35 1,764 6,303 -290
Jun01 001201 114.28 114.28 114.28 114.28 -0.34 1,764 6,303 -290
Total Volume and Open Interest 1,764 6,303 -290
Australian Dollar(IMM)
Dec00 001201 53.57 53.85 53.26 53.72 +0.90 4,192 22,302 +13
Mar01 001201 53.65 53.83 53.35 53.78 +0.90 1,606 2,785 +349
Jun01 001201 53.84 53.84 52.90 53.84 +0.90 0 10 +0
Total Volume and Open Interest 5,798 25,108 +362
British Pound(IMM)
Dec00 001201 143.50 144.16 142.90 143.84 +1.30 8,094 36,258 -594
Mar01 001201 143.86 144.46 143.20 144.12 +1.30 1,216 669 +360
Jun01 001201 144.40 144.80 144.40 144.40 +1.30 0 2 +0
Total Volume and Open Interest 9,310 36,929 -234
Canadian Dollar(IMM)
Dec00 001201 65.38 65.38 64.62 64.68 -0.51 11,230 61,271 -2,632
Mar01 001201 65.52 65.52 64.75 64.81 -0.52 297 5,644 +751
Jun01 001201 65.43 65.50 64.90 64.92 -0.52 78 2,702 +6
Sep01 001201 65.55 65.55 65.02 65.02 -0.52 223 790 +19
Total Volume and Open Interest 11,835 70,803 -1,854
Japanese Yen(IMM)
Dec00 001201 89.59 90.35 89.54 90.11 -0.74 7,314 76,224 -2,854
Mar01 001201 91.00 91.72 90.88 91.47 -0.75 778 1,711 +705
Jun01 001201 93.00 93.00 92.82 92.82 -0.76 105 38 +28
Total Volume and Open Interest 8,198 78,126 -2,121
Swiss Franc(IMM)
Dec00 001201 57.81 58.12 57.65 58.09 +0.20 30,712 46,374 +662
Mar01 001201 58.27 58.57 58.09 58.54 +0.20 1,434 1,591 +280
Jun01 001201 58.55 58.95 58.55 58.94 +0.20 6 11 +1
Total Volume and Open Interest 32,152 47,977 +943
EuroFX(IMM)
Dec00 001201 87.39 87.91 87.07 87.89 +0.62 29,937 85,536 +3,229
Mar01 001201 87.77 88.25 87.42 88.24 +0.62 1,522 2,628 +629
Total Volume and Open Interest 31,459 88,164 +3,858
Mexican Peso(IMM)
Dec00 001201 10585.0 10610.0 10520.0 10595.0 +42.0 2,225 17,099 -573
Mar01 001201 10240.0 10310.0 10240.0 10293.0 +43.0 852 5,500 -22
Total Volume and Open Interest 3,611 30,752 -476
30-Year T-Bonds(CBOT)
Dec00 001201 102~08 102~16 101~27 102~03 -0~10 45,605 126,298 -25,430
Mar01 001201 102~12 102~16 101~28 102~06 -0~09 239,368 335,468 +11,095
Jun01 001201 102~02 102~02 101~29 102~01 -0~19 113 556 +28
Total Volume and Open Interest 285,096 462,490 -14,317
Municipal Bonds(CBOT)
Dec00 001201 100~29 101~02 100~12 100~28 -0~07 1,110 15,893 -487
Mar01 001201 100~09 100~17 100~05 100~11 -0~07 2,240 4,166 +205
Total Volume and Open Interest 3,350 20,059 -282
10-Year T-Notes(CBOT)
Dec00 001201 102~215 102~260 102~125 102~140 -0~085 79,276 126,732 -68,278
Mar01 001201 102~235 103~000 102~170 102~205 -0~095 226,182 374,027 +46,401
Total Volume and Open Interest 305,458 501,679 -21,877
5-Year T-Notes(CBOT)
Dec00 001201 101~280 101~315 101~230 101~235 -0~100 47,571 119,460 -24,535
Mar01 001201 101~280 102~015 101~245 101~255 -0~100 118,005 295,384 +15,397
Jun01 001201 101~305 101~305 101~305 101~305 -0~100      
Total Volume and Open Interest 165,576 414,844 -9,138
2 Year T-Notes(CBOT)
Dec00 001201 100~064 100~071 100~063 100~063 -0~010 8,038 14,985 -4,549
Mar01 001201 100~094 100~107 100~090 100~094 -0~013 17,898 65,047 +6,163
Total Volume and Open Interest 25,936 80,032 +1,614
3-Mth T-Bills(IMM)
Mar01 001201 94.15 94.18 94.15 94.17 -0.01 2,175 1,522 +688
Total Volume and Open Interest 3,612 2,696 +434
Eurodollars(IMM)
Dec00 001201 93.335 93.357 93.335 93.353 -0.007 120,595 482,728 -12,703
Mar01 001201 93.655 93.680 93.650 93.665 -0.030 199,176 547,572 +18,056
Jun01 001201 93.825 93.860 93.815 93.825 -0.040 144,407 413,537 +9,041
Sep01 001201 93.910 93.945 93.895 93.905 -0.045 162,724 429,996 +2,107
Dec01 001201 93.850 93.880 93.840 93.840 -0.050 60,876 275,890 -41
Mar02 001201 93.895 93.930 93.885 93.895 -0.040 51,893 227,207 -1,414
Jun02 001201 93.845 93.875 93.825 93.830 -0.045 24,384 156,075 +65
Sep02 001201 93.790 93.820 93.770 93.775 -0.045 22,329 123,908 +1,965
Dec02 001201 93.675 93.710 93.655 93.655 -0.045 9,233 91,581 +1,053
Mar03 001201 93.695 93.725 93.675 93.680 -0.040 11,483 79,063 -1,358
Jun03 001201 93.645 93.675 93.625 93.630 -0.040 7,253 62,920 +1,631
Sep03 001201 93.600 93.630 93.580 93.585 -0.040 7,893 58,230 -1,181
Total Volume and Open Interest 878,107 3,352,685 +18,254
3-Mth Euro-Yen(IMM)
Dec00 001201 99.43 99.43 99.43 99.43 -0.02 4,997 14,409 +807
Mar01 001201 99.53 99.53 99.51 99.52 -0.02 3,087 25,337 +1,896
Jun01 001201 99.54 99.55 99.54 99.55 -0.02 2,945 10,626 -966
Sep01 001201 99.50 99.50 99.50 99.50 -0.05 1,630 8,230 -1,478
Dec01 001201 99.40 99.42 99.40 99.42 -0.04 525 5,750 -324
Mar02 001201 99.38 99.38 99.37 99.38 -0.05 356 3,472 -384
Jun02 001201 99.32 99.32 99.32 99.32 -0.05 5 885 +2
Sep02 001201 99.21 99.21 99.21 99.21 -0.04 660 866 +349
Dec02 001201 99.08 99.08 99.08 99.08 unch 0 32 +0
Mar03 001201 99.02 99.02 99.02 99.02 -0.06      
Total Volume and Open Interest 14,205 69,607 -98
3-Mth Euro-Yen(SIMEX)
Dec00 001201 99.45 99.45 99.43 99.43 -0.01 4,563 99,873 -178
Mar01 001201 99.54 99.55 99.52 99.52 -0.02 400 96,266 -1,229
Jun01 001201 99.57 99.58 99.54 99.54 -0.03 400 86,794 -1,212
Sep01 001201 99.55 99.56 99.50 99.50 -0.04 668 66,361 +335
Dec01 001201 99.46 99.47 99.40 99.40 -0.06 848 21,291 -190
Mar02 001201 99.44 99.44 99.38 99.38 -0.05 350 15,300 -4
Jun02 001201 99.38 99.38 99.31 99.31 -0.05 4 7,235 -196
Sep02 001201 99.24 99.25 99.20 99.20 -0.05 0 6,209 +0
Total Volume and Open Interest 7,233 408,444 -2,674
German Euro-Bund(EUREX)
Dec00 001201 107.35 107.39 107.09 107.34 -0.06 943,539 637,479 -110,653
Mar01 001201 107.51 107.53 107.26 107.49 -0.05 95,803 145,340 +31,642
Jun01 001201 107.12 107.22 107.02 107.22 -0.08 2,693 2,426 +54
Total Volume and Open Interest 1,042,035 785,245 -78,957
German Euro-Bobl(EUREX)
Dec00 001201 104.81 104.85 104.66 104.81 -0.04 404,283 374,548 -19,740
Mar01 001201 104.55 104.62 104.44 104.59 -0.02 43,583 56,587 +25,927
Jun01 001201 104.51 104.51 104.51 104.51 unch 5,614 856 -199
Total Volume and Open Interest 453,480 431,991 +5,988
Long Gilt(LIFFE)
Dec00 001201 115~22 116~08 115~20 115~30 -0~03 20,584 24,997 -2,484
Mar01 001201 115~10 115~29 115~10 115~19 -0~04 9,391 65,847 +2,767
Total Volume and Open Interest 30,545 90,844 +283
3-Mth Short Sterling(LIFFE)
Dec00 001201 93.99 94.00 93.98 93.99 -0.01 8,706 153,841 -926
Mar01 001201 94.10 94.15 94.10 94.11 -0.02 17,405 199,080 -858
Jun01 001201 94.18 94.25 94.18 94.21 -0.01 23,152 151,837 +3,879
Total Volume and Open Interest 103,781 1,060,900 +206,332
3-Mth Euribor(LIFFE)
Dec00 001201 94.980 94.980 94.965 94.980 unch 92,229 281,110 -11,668
Mar01 001201 95.060 95.060 95.020 95.045 -0.015 107,660 308,143 +2,518
Jun01 001201 95.130 95.130 95.080 95.110 -0.015 58,059 232,603 -7,405
Total Volume and Open Interest 386,027 1,475,634 -24,354
3-Mth Aus T-Bills(SFE)
Dec00 001201 93.75 93.76 93.74 93.76 +0.02 2,368 191,357 +6,742
Mar01 001201 93.94 93.94 93.91 93.94 +0.04 5,711 147,564 +14,487
Jun01 001201 94.02 94.02 93.97 94.02 +0.05 6,770 48,249 +3,717
Sep01 001201 94.04 94.06 94.04 94.06 +0.05 2,453 25,989 +407
Dec01 001201 94.01 94.04 94.01 94.04 +0.04 831 16,790 +526
Mar02 001201 93.98 94.00 93.98 94.00 +0.04 56 9,413 +6
Jun02 001201 93.91 93.92 93.91 93.92 +0.05 55 6,183 +5
Sep02 001201 93.83 93.83 93.83 93.83 +0.04 55 5,002 -41
Dec02 001201 93.76 93.76 93.76 93.76 +0.04 20 2,327 +0
Mar03 001201 93.71 93.71 93.71 93.71 +0.03 45 1,364 +45
Total Volume and Open Interest 18,509 458,399 +25,974
10-Year Aus T-Bonds(SFE)
Dec00 001201 94.26 94.26 94.19 94.20 -0.07 2,866 158,024 +4,963
Mar01 001201 94.28 94.28 94.25 94.25 +0.01 354 497 +334
Total Volume and Open Interest 3,221 158,521 +5,297
3-Year Aus T-Bonds(SFE)
Dec00 001201 94.34 94.35 94.31 94.34 +0.04 10,215 484,355 +24,436
Mar01 001201 94.38 94.38 94.38 94.38 +0.05 1,217 1,128 +1,127
Total Volume and Open Interest 11,432 485,483 +25,563
Gold(CMX)
Dec00 001201 271.1 272.0 268.5 268.7 -1.4 2,849 2,657 -5,459
Feb01 001201 274.5 274.5 271.6 271.9 -1.4 305,053 74,577 -899
Apr01 001201 277.7 277.7 274.5 274.5 -1.4 677 6,746 +224
Jun01 001201 280.1 280.1 277.1 277.1 -1.4 557 11,803 +78
Aug01 001201 279.4 279.4 279.4 279.4 -1.4 529 3,036 +471
Oct01 001201 281.5 281.5 281.5 281.5 -1.4 0 700 +0
Total Volume and Open Interest 310,421 115,940 -6,065
Silver(CMX)
Dec00 001201 467.0 468.5 464.0 464.0 -3.4 4,660 3,348 -5,795
Mar01 001201 476.5 477.5 471.0 472.3 -3.5 10,434 55,256 +1,240
May01 001201 480.5 482.0 477.0 477.0 -3.5 39 2,174 +16
Jul01 001201 488.0 488.0 481.8 481.8 -3.5 118 3,636 +71
Sep01 001201 486.7 486.7 486.0 486.7 -3.5 0 3,085 +0
Total Volume and Open Interest 15,307 74,830 -4,320
Platinum(NYM)
Jan01 001201 609.0 614.0 607.5 612.0 +6.1 943 8,307 +250
Apr01 001201 604.0 604.0 596.0 603.5 +7.6 18 380 +11
Total Volume and Open Interest 966 8,692 +261
Palladium(NYME)
Dec00 001201 838.10 841.10 838.10 838.10 +19.10 1 77 -3
Mar01 001201 826.00 839.80 825.00 839.60 +21.60 85 1,600 -40
Jun01 001201 834.60 834.60 834.60 834.60 +21.60 0 135 +0
Total Volume and Open Interest 86 1,812 -43
Copper(CMX)
Dec00 001201 85.00 86.00 84.90 85.95 +1.85 3,507 9,254 -462
Mar01 001201 85.10 85.90 84.85 85.85 +1.30 8,481 36,837 +928
May01 001201 85.25 85.65 85.00 85.55 +1.20 72 3,590 +17
Jul01 001201 85.10 85.50 84.90 85.35 +1.10 224 3,472 +93
Sep01 001201 85.15 85.40 85.15 85.25 +1.10 100 2,179 +3
Total Volume and Open Interest 13,317 74,318 +434
DJIA Index(CBOT)
Dec00 001201 10485 10540 10365 10398 -37 24,645 20,320 -177
Mar01 001201 10625 10680 10510 10538 -37 393 1,296 +133
Jun01 001201 10675 10675 10675 10675 -37 0 5 +0
Total Volume and Open Interest 25,040 21,630 -42
S & P 500(CME)
Dec00 001201 1328.00 1338.00 1310.00 1320.50 -1.00 145,093 375,733 -19,901
Mar01 001201 1348.00 1358.00 1330.00 1340.00 -1.20 49,644 98,213 +26,851
Jun01 001201 1359.50 1375.40 1351.40 1359.50 -0.90 816 3,067 +53
Sep01 001201 1390.50 1394.40 1370.40 1378.50 -0.90 165 547 +37
Total Volume and Open Interest 196,089 477,950 +7,156
S & P 500 E-Mini(Globex)
Dec00 001201 1321.50 1338.25 1310.00 1320.50 -1.00 121,701 78,537 +1,043
Mar01 001201 1346.00 1359.00 1331.50 1340.00 -1.25 379 564 +267
Total Volume and Open Interest 122,080 79,101 +1,310
NASDAQ 100(CME)
Dec00 001201 2575.00 2683.00 2500.00 2572.50 +42.50 27,209 47,786 +818
Mar01 001201 2615.00 2715.00 2555.00 2614.00 +42.50 1,383 3,477 +878
Jun01 001201 2655.50 2655.50 2655.50 2655.50 +42.50 2 1 +1
Total Volume and Open Interest 28,594 51,264 +1,697
NASDAQ 100 E-Mini(GLOBEX)
Dec00 001201 2530.5 2683.5 2502.5 2572.5 +42.5 105,511 77,523 +3,107
Mar01 001201 2604.0 2724.0 2547.0 2614.0 +42.5 210 166 +105
Total Volume and Open Interest 105,721 77,689 +3,212
NYSE Composite(NYBOT)
Dec00 001201 635.25 637.00 630.50 634.05 +2.60      
Mar01 001201 643.00 645.50 639.60 642.80 +2.60      
Jun01 001201 651.55 651.55 651.55 651.55 +2.60      
Total Volume and Open Interest      
S & P Midcap 400(CME)
Dec00 001201 484.00 498.90 484.00 492.00 +9.50 558 16,354 +44
Mar01 001201 493.00 500.00 493.00 499.30 +9.45 329 721 +329
Jun01 001201 506.50 506.50 506.50 506.50 +9.45 0 1 +0
Total Volume and Open Interest 887 17,076 +373
Russell 2000(CME)
Dec00 001201 453.50 465.25 450.50 457.75 +8.55 1,574 14,736 +177
Mar01 001201 468.00 468.00 464.00 464.00 +8.40 399 291 +175
Jun01 001201 471.80 472.90 471.80 471.80 +8.40      
Total Volume and Open Interest 1,973 15,027 +352
Value Line(KCBT)
Dec00 001201 1061.00 1083.00 1061.00 1070.50 +12.50 136 230 +9
Total Volume and Open Interest 137 232 +9
Nikkei 225(CME)
Dec00 001201 14900 14980 14835 14905 +335 2,419 16,788 +283
Mar01 001201 14950 14990 14900 14945 +415 210 292 +172
Total Volume and Open Interest 2,629 17,082 +455
Nikkei 225(SIMEX)
Dec00 001201 14500 14990 14480 14910 +300 10,452 92,396 +432
Mar01 001201 14470 15000 14470 14930 +305 176 8,146 +124
Jun01 001201 14910 14910 14910 14910 +305 0 405 +0
Total Volume and Open Interest 18,766 101,942 +751
CAC 40(MATIF)
Dec00 001201 5970.0 6052.5 5938.0 5945.0 +10.0 74,860 293,911 +36,171
Jan01 001201 6020.0 6025.0 5965.0 5977.5 +17.5 41 239  
Feb01 001201 6040.0 6040.0 5999.0 5999.0        
DAX Index(EUREX)
Dec00 001201 6485.0 6556.0 6465.5 6520.0 +120.0 56,635 172,137 +1,887
Mar01 001201 6557.0 6630.0 6549.0 6598.0 +121.5 4,563 12,767 +1,386
Jun01 001201 6658.5 6696.5 6628.5 6664.0 +122.0 851 9,006 +291
Total Volume and Open Interest 62,049 193,910 +3,564
FT-SE 100(LIFFE)
Dec00 001201 6170.00 6217.00 6137.00 6179.00 +69.00 36,412 229,739 -2,326
Mar01 001201 6229.00 6253.50 6185.00 6203.50 +51.00 2,386 37,932 +829
Jun01 001201 6289.00 6289.00 6289.00 6289.00 +70.00 50 8,256 +50
Total Volume and Open Interest 38,666 275,927 -1,447
SPI 200(SFE)
Dec00 001201 3278.0 3324.0 3278.0 3319.0 +31.0 14,661 135,966 +8,515
Mar01 001201 3310.0 3346.0 3308.0 3343.0 +30.0 53 6,214 +10
Jun01 001201 3370.0 3370.0 3370.0 3370.0 +30.0 26 174 +0
Total Volume and Open Interest 14,740 142,367 +8,525
GSCI(CME)
Dec00 001201 257.10 258.00 249.50 249.50 -6.90 338 34,477 -69
Jan01 001201 245.50 252.00 245.50 245.50 -5.50 0 761 +0
Feb01 001201 240.00 245.00 240.00 240.00 -3.85 16 16 +16
Total Volume and Open Interest 354 35,254 -53
Bridge CRB Index(NYBOT)
Jan01 001201 228.70 229.00 228.30 228.70 unch 31 495 +3
Feb01 001201 226.50 226.60 226.50 226.60 -0.10 2 660 +0
Apr01 001201 224.50 224.50 224.50 224.50 -0.25 0 304 +0
Total Volume and Open Interest 153 1,459 +3
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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