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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 December 04, 2000
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan01 001204 504.50 508.00 501.00 504.50 -3.50 26,495 75,019 -98
Mar01 001204 513.00 515.50 508.75 511.75 -4.00 7,530 41,400 -264
May01 001204 518.50 521.50 514.50 517.50 -4.75 4,495 23,027 +800
Jul01 001204 524.75 527.75 520.50 523.25 -4.50 4,097 25,002 -779
Aug01 001204 525.50 527.00 521.50 522.75 -4.75 143 1,368 -8
Sep01 001204 521.50 523.00 521.50 523.00 -3.50 36 620 -34
Nov01 001204 526.50 531.25 523.50 525.00 -3.00 278 7,641 -3
Total Volume and Open Interest 43,074 174,091 -386
Soybean Meal(CBOT)
Dec00 001204 192.50 193.40 189.80 190.90 -2.90 4,710 12,660 -1,503
Jan01 001204 190.00 190.70 187.20 189.10 -2.30 11,530 49,866 -1,514
Mar01 001204 186.50 186.80 183.70 185.60 -1.80 6,605 36,718 -653
May01 001204 182.00 182.50 180.00 181.60 -1.60 4,250 17,623 -119
Jul01 001204 180.00 181.30 179.10 180.50 -1.40 1,040 10,669 -31
Aug01 001204 179.20 179.80 178.00 178.60 -1.20 268 3,189 +119
Sep01 001204 178.20 178.50 177.00 177.10 -1.40 75 1,813 -47
Oct01 001204 176.80 176.80 174.50 174.50 -1.80 22 939 +32
Total Volume and Open Interest 28,601 135,500 -3,772
Soybean Oil(CBOT)
Dec00 001204 15.00 15.33 14.78 14.98 +0.01 4,700 3,552 -247
Jan01 001204 15.31 15.60 15.04 15.23 -0.03 12,499 46,854 -2,034
Mar01 001204 15.69 16.00 15.44 15.63 -0.03 7,059 46,683 +1,574
May01 001204 16.08 16.43 15.86 16.05 -0.03 4,580 15,960 +1,231
Jul01 001204 16.53 16.80 16.27 16.45 -0.05 938 11,333 -164
Aug01 001204 16.75 16.95 16.45 16.57 -0.06 44 2,575 +34
Sep01 001204 17.10 17.10 16.63 16.69 -0.06 11 2,327 +6
Oct01 001204 16.81 16.81 16.81 16.81 -0.09 651 2,135 +0
Total Volume and Open Interest 30,674 137,923 +596
Canola(WCE)
Jan01 001204 267.0 269.1 267.0 268.2 +1.0 4,253 29,905 -324
Mar01 001204 273.2 275.1 272.9 274.0 +0.8 2,343 24,682 +1,086
May01 001204 280.1 280.5 278.5 278.7 +0.2 22 2,609 -13
Jul01 001204 285.0 286.2 284.0 285.3 +0.9 50 3,754 +50
Aug01 001204 285.0 285.0 285.0 285.0 +2.0 0 58 +0
Total Volume and Open Interest 6,698 62,514 +824
Corn(CBOT)
Dec00 001204 209.50 210.75 209.00 209.75 -0.25 14,816 19,316 -6,493
Jan01 001204 212.75 213.75 212.00 212.75 -0.75 2,324 2,641 +13
Mar01 001204 220.50 221.50 219.50 220.25 -1.25 41,723 247,096 +546
May01 001204 228.50 229.50 227.50 228.00 -1.50 3,965 55,821 +1,403
Jul01 001204 235.25 236.25 234.50 235.00 -1.50 2,679 57,930 -130
Sep01 001204 243.00 243.25 241.25 241.25 -1.50 273 6,440 +145
Total Volume and Open Interest 66,996 422,395 -4,034
Wheat(CBOT)
Dec00 001204 259.50 263.50 259.50 262.00 +1.75 10,147 6,483 -2,361
Mar01 001204 276.50 280.50 276.50 279.50 +1.75 33,804 96,424 +1,197
May01 001204 287.00 291.00 287.00 290.00 +1.75 1,774 9,210 +756
Jul01 001204 296.50 301.00 296.50 299.75 +2.25 2,293 22,048 +722
Sep01 001204 306.00 309.00 306.00 308.75 +1.75 174 1,001 -27
Total Volume and Open Interest 48,422 138,192 +317
Wheat(KCBT)
Dec00 001204 311.75 313.00 310.00 313.00 +1.00 1,983 4,027 -1,504
Mar01 001204 325.00 328.00 324.25 327.75 +1.50 6,286 55,581 +314
May01 001204 334.50 336.50 333.00 336.50 +1.50 224 4,280 -98
Jul01 001204 342.00 344.75 341.25 344.25 +1.75 1,459 9,598 -71
Sep01 001204 348.50 352.00 348.50 352.00 +2.00 19 308 -4
Total Volume and Open Interest 9,971 73,901 -1,366
Wheat(MGE)
Dec00 001204 315.50 317.25 315.50 316.00 -1.00 99 133 -228
Mar01 001204 329.00 330.75 327.25 330.00 -0.50 2,431 16,401 -26
May01 001204 338.75 338.75 336.00 337.75 -0.75 357 2,686 +41
Jul01 001204 346.00 346.50 343.00 345.25 -0.25 562 2,261 -100
Sep01 001204 353.25 353.25 353.25 353.25 unch 2 696 +0
Total Volume and Open Interest 3,451 22,384 -313
Oats(CBOT)
Dec00 001204 99.75 100.00 99.50 99.50 -0.50 618 541 +191
Mar01 001204 110.25 110.50 110.00 110.25 -0.25 840 10,821 +401
May01 001204 116.50 116.75 116.25 116.25 -0.25 23 1,122 +10
Jul01 001204 122.50 122.50 122.00 122.00 -0.50 5 818 +4
Total Volume and Open Interest 1,610 14,445 +679
Rough Rice(CBOT)
Jan01 001204 6.20 6.20 6.14 6.16 -0.07 333 3,185 -42
Mar01 001204 6.45 6.46 6.42 6.44 -0.07 179 1,456 +24
May01 001204 6.68 6.68 6.68 6.68 -0.07 14 579 +12
Jul01 001204 6.88 6.88 6.88 6.88 -0.07 0 557 +0
Total Volume and Open Interest 526 6,000 -6
Live Cattle(CME)
Dec00 001204 72.350 73.800 72.350 73.375 +0.950 6,128 33,309 +6,829
Feb01 001204 74.400 75.750 74.350 75.275 +1.000 7,082 63,932 +9
Apr01 001204 76.000 76.625 75.800 76.375 +0.650 1,539 25,051 -117
Jun01 001204 72.525 73.300 72.500 72.800 +0.325 536 9,245 +210
Aug01 001204 72.900 73.300 72.850 72.900 +0.125 399 8,429 +64
Oct01 001204 74.425 74.675 74.400 74.650 +0.225 194 1,601 +82
Total Volume and Open Interest 16,192 142,021 +7,311
Feeder Cattle(CME)
Jan01 001204 89.100 90.050 89.100 89.950 +0.775 459 8,039 -30
Mar01 001204 88.500 89.350 88.500 89.300 +0.700 381 3,981 +70
Apr01 001204 88.300 89.000 88.300 88.975 +0.575 122 1,491 +6
May01 001204 88.000 88.600 88.000 88.575 +0.600 103 1,656 +55
Aug01 001204 88.250 88.900 88.250 88.850 +0.525 16 727 +12
Sep01 001204 88.275 88.700 88.250 88.700 +0.475 13 145 +6
Oct01 001204 88.350 88.575 88.300 88.575 +0.375 6 78 +4
Total Volume and Open Interest 1,111 16,151 +131
Lean Hogs(CME)
Dec00 001204 54.850 55.725 54.800 55.275 +0.625 2,887 10,051 -727
Feb01 001204 57.250 58.575 57.050 58.300 +1.275 3,456 21,670 +69
Apr01 001204 56.500 57.550 56.450 57.450 +1.125 534 5,312 +20
Jun01 001204 62.700 63.550 62.650 63.525 +0.900 235 3,288 +115
Jul01 001204 61.300 61.700 61.300 61.700 +0.500 124 912 +107
Aug01 001204 59.000 59.400 58.950 59.350 +0.375 3 489 +0
Oct01 001204 50.950 51.400 50.850 51.250 +0.350 4 842 +4
Dec01 001204 47.475 47.700 47.450 47.700 +0.400 48 775 +29
Total Volume and Open Interest 7,291 43,340 -383
Pork Bellies(CME)
Feb01 001204 61.100 64.100 61.100 63.950 +2.850 598 2,280 +12
Mar01 001204 61.100 63.700 61.100 63.700 +3.000 43 150 +15
May01 001204 62.000 64.550 62.000 64.250 +2.700 5 150 +4
Jul01 001204 65.400 65.400 64.800 64.800 +2.400 20 58 +4
Aug01 001204 64.750 64.750 64.750 64.750 +2.000 5 20 -1
Total Volume and Open Interest 671 2,658 +34
Cocoa(NYBOT)
Dec00 001204 711 723 711 716 +13 9 71 -65
Mar01 001204 738 747 733 738 +10 2,194 49,184 -41
May01 001204 757 766 755 759 +10 434 17,916 +131
Jul01 001204 780 785 776 779 +10 85 14,604 +68
Sep01 001204 800 800 798 800 +10 33 11,644 -61
Dec01 001204 835 835 831 831 +10 6 13,040 +3
Mar02 001204 862 862 859 860 +9 130 11,618 +0
Total Volume and Open Interest 2,900 138,883 +35
Coffee "C"(NYBOT)
Dec00 001204 66.50 68.00 65.75 67.30 +0.30 97 746 -67
Mar01 001204 71.00 72.75 70.20 71.80 +0.15 4,121 30,970 +95
May01 001204 74.10 75.70 73.50 74.85 +0.20 446 5,211 +201
Jul01 001204 77.60 78.50 76.80 77.85 +0.05 85 2,336 +30
Sep01 001204 80.75 81.50 79.75 80.85 -0.10 65 2,576 +38
Dec01 001204 85.00 85.60 84.50 85.05 -0.10 71 1,790 +46
Total Volume and Open Interest 4,891 43,646 +347
Orange Juice(NYBOT)
Jan01 001204 81.00 89.00 80.80 86.30 +7.10 1,839 16,797 -207
Mar01 001204 84.50 87.50 84.50 87.50 +5.00 973 10,775 +524
May01 001204 87.50 90.40 87.50 90.40 +5.00 108 1,893 +54
Jul01 001204 93.15 93.15 93.15 93.15 +5.00 16 754 +9
Sep01 001204 95.85 95.85 95.85 95.85 +5.00 1 330 +0
Total Volume and Open Interest 2,937 30,996 +380
Sugar #11(NYBOT)
Mar01 001204 9.70 9.88 9.70 9.86 +0.20 4,756 72,037 +5
May01 001204 9.20 9.33 9.20 9.32 +0.17 465 18,741 -49
Jul01 001204 8.64 8.73 8.63 8.72 +0.12 948 23,208 +187
Oct01 001204 8.19 8.30 8.19 8.30 +0.13 953 19,856 -109
Mar02 001204 8.16 8.18 8.16 8.18 +0.11 232 8,411 +141
Total Volume and Open Interest 7,357 144,643 +176
London Cocoa(LCE)
Dec00 001204 551 555 549 554 +3 1,861 23,735 -4,436
Mar01 001204 567 570 564 568 +1 2,820 58,207 -1,445
May01 001204 582 583 578 582 +2 235 31,757 +73
Jul01 001204 594 598 593 596 +2 225 13,930 +167
Sep01 001204 607 611 607 610 +3 156 21,652 +40
Dec01 001204 640 642 634 637 +3 51 8,888 -15
Mar02 001204 663 663 659 661 +4 71 17,252 -8
Total Volume and Open Interest 5,456 194,140 -5,587
London Coffee(LCE)
Jan01 001204 595.00 595.00 568.00 572.00 -27.00 2,561 25,150 -466
Mar01 001204 616.00 617.00 589.00 593.00 -27.00 1,941 15,085 -73
May01 001204 640.00 640.00 608.00 615.00 -29.00 786 7,081 +220
Jul01 001204 665.00 665.00 637.00 641.00 -28.00 102 3,098 +46
Sep01 001204 686.00 686.00 659.00 664.00 -31.00 44 1,758 +30
Nov01 001204 715.00 715.00 686.00 686.00 -31.00 59 3,746 -30
Total Volume and Open Interest 5,583 55,995 -196
London Sugar(LCE)
Dec00 001115 225.50 233.60 224.60 225.00 -0.30 902 2,074 -764
Mar01 001204 242.20 245.30 242.00 245.00 +2.70 795 23,059 +40
May01 001204 238.20 241.50 238.00 241.50 +3.20 18 4,508 +2
Aug01 001204 235.00 236.50 235.00 236.50 +3.20 0 6,853 +0
Oct01 001204 228.50 230.00 228.50 229.50 +3.70 0 2,481 +0
Total Volume and Open Interest 813 38,223 +42
Cotton(NYBOT)
Dec00 001204 64.70 64.85 64.65 64.65 +0.30 26 89 -16
Mar01 001204 67.70 68.00 67.35 67.85 +0.28 6,781 36,153 +147
May01 001204 69.05 69.30 68.90 69.30 +0.35 1,699 11,546 -227
Jul01 001204 70.00 70.20 69.90 70.20 +0.35 761 6,917 +27
Oct01 001204 66.80 66.80 66.80 66.80 +0.20 2 788 +0
Dec01 001204 65.90 66.20 65.90 66.20 +0.20 524 6,510 +150
Total Volume and Open Interest 19,807 62,197 +88
Lumber(CME)
Jan01 001204 232.0 233.0 226.6 227.2 -7.6 362 2,185 -28
Mar01 001204 241.3 241.3 235.3 236.4 -5.0 145 1,226 +27
May01 001204 244.9 244.9 240.1 241.1 -3.9 92 476 +26
Jul01 001204 248.6 248.7 243.2 243.2 -5.3 4 89 +2
Total Volume and Open Interest 603 4,014 +27
Crude Oil(NYM)
Jan01 001204 32.38 32.75 30.95 31.22 -0.80 96,057 131,902 -6,191
Feb01 001204 31.55 31.90 30.30 30.47 -0.70 41,677 55,406 +587
Mar01 001204 30.70 31.00 29.50 29.75 -0.61 13,366 33,165 -826
Apr01 001204 30.10 30.30 28.85 29.12 -0.49 4,509 25,200 -132
May01 001204 29.30 29.60 28.30 28.55 -0.39 2,995 16,097 +204
Jun01 001204 28.90 29.05 28.00 28.05 -0.32 6,522 28,837 +658
Jul01 001204 28.50 28.66 27.58 27.58 -0.29 846 11,691 +263
Aug01 001204 28.00 28.00 27.10 27.17 -0.26 873 10,736 +165
Sep01 001204 27.40 28.25 26.60 26.77 -0.24 599 11,752 -150
Oct01 001204 27.15 27.15 26.43 26.43 -0.21 60 8,546 +0
Total Volume and Open Interest 175,652 479,588 -5,311
Heating Oil(NYM)
Jan01 001204 100.20 105.00 99.70 100.84 +3.76 27,630 57,389 +179
Feb01 001204 97.00 98.80 94.00 94.57 +1.01 7,899 26,250 +1,548
Mar01 001204 89.80 91.40 87.47 87.47 -0.34 2,790 17,621 +895
Apr01 001204 83.05 84.20 80.72 80.72 -1.29 1,439 9,078 +86
May01 001204 78.50 80.00 75.37 75.37 -1.84 690 6,330 -142
Jun01 001204 76.80 77.00 73.17 73.17 -1.89 482 5,661 +37
Jul01 001204 75.50 75.50 72.07 72.07 -1.84 363 3,091 +13
Aug01 001204 75.50 75.50 71.72 71.72 -1.79 129 3,643 +60
Sep01 001204 75.60 75.60 72.17 72.17 -1.69 35 1,577 -2
Oct01 001204 76.00 76.00 72.57 72.57 -1.59 40 1,094 -15
Total Volume and Open Interest 41,776 138,318 -2
Unleaded Gas(NYM)
Jan01 001204 82.80 83.80 79.50 80.20 -2.23 19,587 31,061 -603
Feb01 001204 83.40 84.30 80.50 80.91 -2.18 7,798 10,710 +2,378
Mar01 001204 83.80 84.60 80.80 81.51 -2.03 3,080 9,969 +315
Apr01 001204 88.70 89.15 86.10 86.55 -1.79 1,956 6,632 +339
May01 001204 86.00 86.00 85.75 85.85 -1.65 1,178 6,785 -185
Jun01 001204 87.00 87.00 84.60 84.80 -1.45 577 4,021 +105
Jul01 001204 85.00 85.00 83.20 83.20 -1.25 410 2,183 +250
Aug01 001204 82.70 82.70 80.90 80.90 -1.10 245 5,180 +90
Total Volume and Open Interest 35,331 81,371 -1,143
Natural Gas(NYM)
Jan01 001204 7.240 7.950 7.200 7.433 +0.760 37,180 57,961 +2,203
Feb01 001204 7.080 7.750 7.050 7.190 +0.657 15,501 35,365 +2,119
Mar01 001204 6.560 7.250 6.520 6.620 +0.577 8,247 37,704 +1,033
Apr01 001204 5.800 6.350 5.700 5.705 +0.382 5,882 23,686 +518
May01 001204 5.370 5.720 5.260 5.280 +0.272 2,150 20,029 +553
Jun01 001204 5.200 5.700 5.200 5.210 +0.237 1,864 14,994 +510
Jul01 001204 5.250 5.600 5.170 5.170 +0.215 968 11,145 +471
Aug01 001204 5.270 5.670 5.125 5.125 +0.190 879 16,333 +407
Total Volume and Open Interest 77,987 391,518 +9,122
Brent Crude Oil(IPE)
Jan01 001204 30.50 30.81 29.20 29.34 -0.83 33,042 55,805 -4,598
Feb01 001204 30.15 30.26 28.82 28.85 -0.90 20,306 65,123 +2,260
Mar01 001204 29.12 29.46 28.19 28.19 -0.76 6,224 54,410 +1,183
Apr01 001204 28.25 28.65 27.45 27.54 -0.64 2,331 34,229 +263
May01 001204 27.52 28.00 27.02 27.02 -0.52 130 9,081 +19
Jun01 001204 27.20 27.50 26.58 26.58 -0.42 1,321 19,155 -1,049
Jul01 001204 26.77 26.90 26.18 26.18 -0.37 7 8,260 +0
Aug01 001204 25.86 25.86 25.86 25.86 -0.31 550 10,353 -100
Total Volume and Open Interest 67,337 304,226 -14
Gas Oil(IPE)
Dec00 001204 290.00 297.00 287.50 293.25 -1.50 7,425 23,765 +246
Jan01 001204 282.75 289.50 281.25 285.50 -2.00 6,490 29,406 +116
Feb01 001204 274.00 279.75 272.50 275.00 -2.75 2,281 10,670 +167
Mar01 001204 262.50 268.75 262.25 264.00 -2.25 1,097 8,101 +765
Apr01 001204 252.50 254.00 252.00 252.00 -2.75 408 5,025 -7
May01 001204 242.50 242.50 241.50 241.50 -3.50 150 1,744 -88
Jun01 001204 235.00 239.00 234.00 234.25 -3.75 51 9,887 -9
Jul01 001204 234.00 234.00 231.50 231.50 -4.00 5 4,314 +0
Total Volume and Open Interest 17,912 101,735 +1,190
US Dollar Index(NYBOT)
Dec00 001204 114.58 114.76 113.23 113.65 -1.09 705 3,867 -90
Mar01 001204 114.34 114.51 113.01 113.44 -1.07 815 6,262 -41
Jun01 001204 113.23 113.23 113.23 113.23 -1.05 815 6,262 -41
Total Volume and Open Interest 815 6,262 -41
Australian Dollar(IMM)
Dec00 001204 54.55 54.80 54.35 54.39 +0.67 5,535 22,502 +200
Mar01 001204 54.65 54.90 54.40 54.45 +0.67 89 2,768 -17
Jun01 001204 54.75 54.75 54.51 54.51 +0.67 0 10 +0
Total Volume and Open Interest 5,625 25,292 +184
British Pound(IMM)
Dec00 001204 145.18 145.66 144.96 145.32 +1.48 8,234 35,249 -1,009
Mar01 001204 145.50 145.96 145.30 145.60 +1.48 97 700 +31
Jun01 001204 145.88 146.30 145.88 145.88 +1.48 0 2 +0
Total Volume and Open Interest 8,331 35,951 -978
Canadian Dollar(IMM)
Dec00 001204 64.52 64.87 64.49 64.81 +0.13 12,770 60,652 -619
Mar01 001204 64.62 65.01 64.60 64.94 +0.13 3,139 7,577 +1,933
Jun01 001204 64.78 65.10 64.76 65.05 +0.13 98 2,810 +108
Sep01 001204 65.09 65.20 64.88 65.15 +0.13 2 818 +28
Total Volume and Open Interest 16,009 72,253 +1,450
Japanese Yen(IMM)
Dec00 001204 90.60 90.77 90.03 90.22 +0.11 12,185 76,787 +563
Mar01 001204 91.95 92.10 91.37 91.58 +0.11 1,599 2,674 +963
Jun01 001204 92.93 92.93 92.93 92.93 +0.11 0 38 +0
Total Volume and Open Interest 13,785 79,652 +1,526
Swiss Franc(IMM)
Dec00 001204 58.84 59.00 58.63 58.88 +0.79 10,101 47,446 +1,072
Mar01 001204 59.33 59.45 59.08 59.34 +0.80 127 1,962 +371
Jun01 001204 59.72 59.80 59.72 59.74 +0.80 0 12 +1
Total Volume and Open Interest 10,228 49,421 +1,444
EuroFX(IMM)
Dec00 001204 89.13 89.27 88.69 88.80 +0.91 20,558 85,826 +290
Mar01 001204 89.50 89.62 89.09 89.16 +0.92 1,721 3,338 +710
Total Volume and Open Interest 22,279 89,164 +1,000
Mexican Peso(IMM)
Dec00 001204 10583.0 10593.0 10560.0 10585.0 -10.0 0 17,234 +135
Mar01 001204 10290.0 10290.0 10275.0 10288.0 -5.0 173 5,616 +116
Total Volume and Open Interest 179 31,062 +310
30-Year T-Bonds(CBOT)
Dec00 001204 102~04 102~15 101~21 101~27 -0~08 31,079 110,656 -15,642
Mar01 001204 102~04 102~17 101~22 101~29 -0~09 140,119 349,101 +13,633
Jun01 001204 102~12 102~12 101~26 101~27 -0~06 81 564 +8
Total Volume and Open Interest 171,304 460,514 -1,976
Municipal Bonds(CBOT)
Dec00 001204 101~03 101~04 100~18 100~19 -0~09 1,078 15,332 -561
Mar01 001204 100~19 100~20 100~02 100~03 -0~08 1,070 4,539 +373
Total Volume and Open Interest 2,148 19,871 -188
10-Year T-Notes(CBOT)
Dec00 001204 102~155 102~250 102~095 102~140 unch 51,116 93,017 -33,715
Mar01 001204 102~190 102~310 102~135 102~200 -0~005 168,979 401,927 +27,900
Total Volume and Open Interest 220,095 495,864 -5,815
5-Year T-Notes(CBOT)
Dec00 001204 101~300 101~310 101~240 101~255 +0~020 22,473 101,651 -17,809
Mar01 001204 101~315 102~015 101~250 101~275 +0~020 71,309 308,639 +13,255
Jun01 001204 102~005 102~005 102~005 102~005 +0~020      
Total Volume and Open Interest 93,782 410,290 -4,554
2 Year T-Notes(CBOT)
Dec00 001204 100~080 100~081 100~070 100~072 +0~009 1,391 7,148 -7,837
Mar01 001204 100~106 100~109 100~100 100~104 +0~010 7,002 66,037 +990
Total Volume and Open Interest 8,393 73,185 -6,847
3-Mth T-Bills(IMM)
Mar01 001204 94.21 94.22 94.19 94.22 +0.06 3 1,522 +0
Total Volume and Open Interest 62 2,696 +0
Eurodollars(IMM)
Dec00 001204 93.357 93.368 93.348 93.353 unch 73,170 480,993 -1,735
Mar01 001204 93.685 93.715 93.680 93.695 +0.030 105,185 538,443 -9,129
Jun01 001204 93.865 93.885 93.835 93.860 +0.035 85,919 413,720 +183
Sep01 001204 93.945 93.970 93.915 93.940 +0.035 105,927 431,424 +1,428
Dec01 001204 93.890 93.910 93.850 93.870 +0.030 35,683 272,581 -3,309
Mar02 001204 93.940 93.955 93.895 93.925 +0.030 28,583 225,571 -1,636
Jun02 001204 93.880 93.890 93.840 93.865 +0.035 16,242 158,187 +2,112
Sep02 001204 93.825 93.830 93.785 93.805 +0.030 15,351 122,636 -1,272
Dec02 001204 93.695 93.710 93.655 93.680 +0.025 9,365 92,537 +956
Mar03 001204 93.720 93.730 93.680 93.700 +0.020 13,764 78,116 -947
Jun03 001204 93.670 93.680 93.630 93.650 +0.020 6,654 62,713 -207
Sep03 001204 93.625 93.635 93.595 93.600 +0.015 7,333 58,322 +92
Total Volume and Open Interest 537,199 3,340,457 -12,228
3-Mth Euro-Yen(IMM)
Dec00 001204 99.43 99.43 99.43 99.43 unch 717 13,719 -690
Mar01 001204 99.53 99.53 99.51 99.51 -0.01 1,149 25,712 +375
Jun01 001204 99.54 99.54 99.54 99.54 -0.01 349 12,109 +1,483
Sep01 001204 99.50 99.50 99.50 99.50 unch 1,007 9,214 +984
Dec01 001204 99.41 99.41 99.40 99.41 -0.01 298 5,683 -67
Mar02 001204 99.38 99.38 99.36 99.36 -0.02 2 3,297 -175
Jun02 001204 99.31 99.31 99.31 99.31 -0.01 0 885 +0
Sep02 001204 99.21 99.21 99.21 99.21 unch 0 889 +23
Dec02 001204 99.08 99.08 99.08 99.08 unch 0 32 +0
Mar03 001204 99.02 99.02 99.02 99.02 unch      
Total Volume and Open Interest 3,522 71,540 +1,933
3-Mth Euro-Yen(SIMEX)
Dec00 001204 99.43 99.44 99.43 99.43 unch 0 94,908 -4,965
Mar01 001204 99.52 99.53 99.52 99.53 +0.01 0 100,253 +3,987
Jun01 001204 99.55 99.56 99.54 99.54 unch 0 87,056 +262
Sep01 001204 99.51 99.51 99.50 99.50 unch 0 68,884 +2,523
Dec01 001204 99.41 99.41 99.40 99.40 unch 0 27,287 +5,996
Mar02 001204 99.38 99.38 99.36 99.38 unch 0 15,212 -88
Jun02 001204 99.32 99.32 99.30 99.31 unch 0 8,660 +1,425
Sep02 001204 99.19 99.20 99.19 99.20 unch 0 6,280 +71
Total Volume and Open Interest 0 417,759 +9,315
German Euro-Bund(EUREX)
Dec00 001204 107.35 107.78 107.27 107.55 +0.21 780,153 614,294 -23,185
Mar01 001204 107.52 107.96 107.46 107.80 +0.31 93,325 188,837 +43,497
Jun01 001204 107.57 107.60 107.35 107.51 +0.29 2,286 2,518 +92
Total Volume and Open Interest 875,764 805,649 +20,404
German Euro-Bobl(EUREX)
Dec00 001204 104.79 105.09 104.78 105.02 +0.21 284,365 349,230 -25,318
Mar01 001204 104.56 104.86 104.56 104.79 +0.20 47,522 77,993 +21,406
Jun01 001204 104.72 104.72 104.72 104.72 +0.21 0 856 +0
Total Volume and Open Interest 331,887 428,079 -3,912
Long Gilt(LIFFE)
Dec00 001204 115~24 116~13 115~24 116~04 +0~06 12,836 21,726 -3,271
Mar01 001204 115~19 116~03 115~14 115~25 +0~06 13,457 68,493 +2,646
Total Volume and Open Interest 29,108 90,219 -625
3-Mth Short Sterling(LIFFE)
Dec00 001204 93.99 94.01 93.99 93.99 unch 10,766 154,661 +820
Mar01 001204 94.11 94.15 94.11 94.12 +0.01 13,264 199,436 +356
Jun01 001204 94.21 94.27 94.21 94.23 +0.02 16,824 150,655 -1,182
Total Volume and Open Interest 72,829 1,058,366 -2,534
3-Mth Euribor(LIFFE)
Dec00 001204 94.985 95.005 94.965 94.995 +0.015 40,064 281,211 +101
Mar01 001204 95.040 95.095 95.035 95.070 +0.025 62,955 310,105 +1,962
Jun01 001204 95.105 95.175 95.095 95.150 +0.040 40,732 231,191 -1,412
Total Volume and Open Interest 231,665 1,478,316 +2,682
3-Mth Aus T-Bills(SFE)
Dec00 001204 93.74 93.76 93.74 93.76 unch 2,208 187,558 -3,799
Mar01 001204 93.91 93.96 93.90 93.95 +0.01 4,709 159,932 +12,368
Jun01 001204 93.99 94.04 93.99 94.03 +0.01 4,442 46,257 -1,992
Sep01 001204 94.04 94.08 94.03 94.08 +0.02 1,521 25,304 -685
Dec01 001204 94.02 94.08 94.02 94.08 +0.04 941 15,448 -1,342
Mar02 001204 93.98 94.04 93.98 94.04 +0.04 901 9,752 +339
Jun02 001204 93.90 93.96 93.90 93.96 +0.04 320 5,923 -260
Sep02 001204 93.81 93.88 93.81 93.88 +0.05 335 5,206 +204
Dec02 001204 93.77 93.80 93.77 93.80 +0.04 0 2,327 +0
Mar03 001204 93.72 93.76 93.72 93.76 +0.05 45 1,364 +0
Total Volume and Open Interest 15,547 462,846 +4,447
10-Year Aus T-Bonds(SFE)
Dec00 001204 94.21 94.28 94.19 94.21 +0.01 17,404 168,782 +10,758
Mar01 001204 94.25 94.25 94.25 94.25 unch 85 741 +244
Total Volume and Open Interest 17,569 169,523 +11,002
3-Year Aus T-Bonds(SFE)
Dec00 001204 94.31 94.36 94.30 94.36 +0.02 55,588 524,133 +39,778
Mar01 001204 94.36 94.42 94.36 94.40 +0.02 300 1,428 +300
Total Volume and Open Interest 55,888 525,561 +40,078
Gold(CMX)
Dec00 001204 271.0 272.0 270.0 270.7 +2.0 810 1,988 -669
Feb01 001204 273.9 275.0 273.0 273.8 +1.9 23,519 76,033 +1,456
Apr01 001204 277.0 277.2 275.7 276.4 +1.9 173 6,770 +24
Jun01 001204 279.2 280.0 278.5 279.0 +1.9 517 11,944 +141
Aug01 001204 281.3 281.3 281.3 281.3 +1.9 79 3,077 +41
Oct01 001204 283.3 283.3 283.3 283.3 +1.8 7 693 -7
Total Volume and Open Interest 25,361 117,004 +1,064
Silver(CMX)
Dec00 001204 465.0 474.5 465.0 471.4 +7.4 325 1,107 -2,241
Mar01 001204 474.0 482.5 474.0 479.5 +7.2 4,658 56,449 +1,193
May01 001204 481.5 488.0 480.0 484.1 +7.1 73 2,239 +65
Jul01 001204 486.0 491.0 486.0 488.8 +7.0 6 3,653 +17
Sep01 001204 493.5 493.5 493.5 493.5 +6.8 0 3,085 +0
Total Volume and Open Interest 5,113 73,897 -933
Platinum(NYM)
Jan01 001204 628.0 629.9 616.0 622.1 +10.1 997 8,433 +126
Apr01 001204 612.0 617.0 612.0 613.6 +10.1 26 388 +8
Total Volume and Open Interest 1,028 8,826 +134
Palladium(NYME)
Dec00 001204 878.50 878.50 878.50 878.50 +40.40 17 40 -37
Mar01 001204 875.00 890.00 865.00 880.00 +40.40 144 1,615 +15
Jun01 001204 875.00 875.00 875.00 875.00 +40.40 0 135 +0
Total Volume and Open Interest 161 1,790 -22
Copper(CMX)
Dec00 001204 86.00 86.20 85.50 86.05 +0.10 1,826 8,440 -814
Mar01 001204 85.85 86.40 85.60 86.20 +0.35 8,570 36,935 +98
May01 001204 85.70 86.00 85.35 85.90 +0.35 95 3,597 +7
Jul01 001204 85.50 85.65 85.50 85.65 +0.30 1,602 4,824 +1,352
Sep01 001204 85.55 85.55 85.55 85.55 +0.30 89 2,184 +5
Total Volume and Open Interest 12,871 75,143 +825
DJIA Index(CBOT)
Dec00 001204 10385 10630 10325 10610 +212 13,384 19,565 -755
Mar01 001204 10500 10765 10470 10749 +211 195 1,364 +68
Jun01 001204 10885 10885 10885 10885 +210 0 5 +0
Total Volume and Open Interest 13,579 20,941 -689
S & P 500(CME)
Dec00 001204 1318.50 1336.50 1313.50 1330.50 +10.00 92,930 362,822 -12,911
Mar01 001204 1338.50 1355.50 1333.50 1350.20 +10.20 860 111,020 +12,807
Jun01 001204 1369.30 1373.50 1353.00 1369.30 +9.80 115 2,887 -180
Sep01 001204 1388.80 1392.50 1372.00 1388.80 +10.30 0 747 +200
Total Volume and Open Interest 93,928 477,861 -89
S & P 500 E-Mini(Globex)
Dec00 001204 1323.00 1337.50 1313.25 1330.50 +10.00 93,584 76,201 -2,336
Mar01 001204 1345.00 1356.25 1331.75 1350.25 +10.25 344 571 +7
Total Volume and Open Interest 93,928 76,722 -2,379
NASDAQ 100(CME)
Dec00 001204 2572.50 2628.00 2481.00 2557.50 -15.00 20,475 46,869 -917
Mar01 001204 2600.00 2660.00 2535.00 2598.50 -15.50 405 4,047 +570
Jun01 001204 2639.50 2639.50 2639.50 2639.50 -16.00 0 1 +0
Total Volume and Open Interest 20,880 50,917 -347
NASDAQ 100 E-Mini(GLOBEX)
Dec00 001204 2572.5 2628.0 2480.0 2557.5 -15.0 81,875 79,629 +2,106
Mar01 001204 2621.0 2668.5 2527.5 2598.5 -15.5 319 333 +167
Total Volume and Open Interest 82,194 75,962 -1,727
NYSE Composite(NYBOT)
Dec00 001204 632.00 639.75 632.00 638.55 +4.50      
Mar01 001204 647.00 647.50 647.00 647.30 +4.50      
Jun01 001204 656.05 656.05 656.05 656.05 +4.50      
Total Volume and Open Interest      
S & P Midcap 400(CME)
Dec00 001204 491.50 492.80 485.25 491.40 -0.60 1,566 16,700 +346
Mar01 001204 494.00 499.50 494.00 498.70 -0.60 3 722 +1
Jun01 001204 505.90 505.90 505.90 505.90 -0.60 0 1 +0
Total Volume and Open Interest 1,569 17,423 +347
Russell 2000(CME)
Dec00 001204 458.00 458.00 451.25 454.25 -3.50 1,681 14,998 +262
Mar01 001204 460.45 460.45 460.45 460.45 -3.55 0 291 +0
Jun01 001204 468.25 468.25 468.25 468.25 -3.55      
Total Volume and Open Interest 1,681 15,289 +262
Value Line(KCBT)
Dec00 001204 1069.00 1080.00 1069.00 1070.25 -0.25 104 220 -10
Total Volume and Open Interest 112 231 -1
Nikkei 225(CME)
Dec00 001204 14880 14930 14800 14880 -25 1,732 16,530 -258
Mar01 001204 14940 14940 14850 14925 -20 416 682 +390
Total Volume and Open Interest 2,148 17,214 +132
Nikkei 225(SIMEX)
Dec00 001204 14880 15070 14870 14880 -30 18,120 91,910 -486
Mar01 001204 14880 15085 14880 14900 -30 2,393 10,606 +2,460
Jun01 001204 14880 14880 14880 14880 -30 600 800 +395
Total Volume and Open Interest 21,313 104,311 +2,369
CAC 40(MATIF)
Dec00 001204 5990.0 5990.0 5785.5 5840.0 -105.0 45,138 303,276 +9,365
Jan01 001204 5863.5 5863.5 5831.5 5831.5 -146.0 1,069 1,200 +961
Feb01 001204 5945.5 5956.0 5844.5 5889.0 -110.0      
Total Volume and Open Interest 46,256 322,912  
DAX Index(EUREX)
Dec00 001204 6510.0 6517.0 6354.0 6439.5 -80.5 38,751 171,174 -963
Mar01 001204 6568.5 6577.0 6430.0 6516.0 -82.0 1,579 16,073 +3,306
Jun01 001204 6641.5 6641.5 6515.0 6581.0 -83.0 261 9,737 +731
Total Volume and Open Interest 40,591 196,984 +3,074
FT-SE 100(LIFFE)
Dec00 001204 6193.00 6225.00 6119.50 6186.00 +7.00 27,185 228,577 -1,162
Mar01 001204 6223.00 6265.00 6176.00 6229.50 +26.00 4,006 41,837 +3,905
Jun01 001204 6294.00 6294.00 6294.00 6294.00 +5.00 0 8,256 +0
Total Volume and Open Interest 31,638 278,670 +2,743
SPI 200(SFE)
Dec00 001204 3314.0 3316.0 3306.0 3315.0 -4.0 15,248 141,101 +5,135
Mar01 001204 3332.0 3338.0 3332.0 3338.0 -5.0 405 6,494 +280
Jun01 001204 3365.0 3365.0 3365.0 3365.0 -5.0 0 174 +0
Total Volume and Open Interest 15,653 147,782 +5,415
GSCI(CME)
Dec00 001204 254.25 259.60 252.30 252.30 +2.80 384 34,314 -163
Jan01 001204 254.00 255.00 247.60 247.60 +2.10 0 761 +0
Feb01 001204 241.00 246.00 241.00 241.00 +1.00 0 16 +0
Total Volume and Open Interest 384 35,091 -163
Bridge CRB Index(NYBOT)
Jan01 001204 229.30 232.00 229.30 231.25 +2.55 18 495 +0
Feb01 001204 227.50 230.00 227.50 229.25 +2.65 3 661 +1
Apr01 001204 227.25 227.25 227.25 227.25 +2.75 0 304 +0
Total Volume and Open Interest 91 1,460 +1
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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