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MRCI's Free Historical Futures Prices for

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MRCI's Free Historical Futures Prices
Daily Futures Price Listing Thu December 07, 2000
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan01 001207 512.00 512.50 502.50 503.00 -4.00 24,775 72,878 -453
Mar01 001207 520.00 520.00 510.50 510.75 -4.00 8,857 44,382 +1,735
May01 001207 524.50 525.00 516.00 516.25 -4.00 2,243 22,602 +154
Jul01 001207 531.00 531.00 521.00 521.50 -4.25 2,716 26,429 +709
Aug01 001207 530.00 530.00 522.00 522.00 -3.25 46 1,346 -14
Sep01 001207 528.00 528.00 522.00 522.00 -4.00 8 605 -2
Nov01 001207 532.00 532.00 523.50 523.50 -4.25 749 8,949 +335
Total Volume and Open Interest 39,394 177,215 +2,464
Soybean Meal(CBOT)
Dec00 001207 190.30 190.30 187.10 187.60 -1.10 6,465 8,833 -1,208
Jan01 001207 188.60 189.00 185.60 185.90 -1.30 12,133 47,204 -1,002
Mar01 001207 188.50 188.50 183.00 183.30 -1.80 8,652 36,573 +315
May01 001207 184.00 184.00 180.20 180.30 -1.60 3,224 18,460 +590
Jul01 001207 183.50 183.50 179.50 179.70 -1.70 2,204 11,432 +1,025
Aug01 001207 181.80 181.80 178.00 178.00 -2.00 21 3,187 -18
Sep01 001207 180.50 180.50 177.50 177.50 -1.70 19 1,871 +2
Oct01 001207 180.00 180.00 174.50 174.50 -2.20 125 813 -121
Total Volume and Open Interest 33,455 130,780 -34
Soybean Oil(CBOT)
Dec00 001207 15.05 15.05 14.71 14.79 -0.12 974 1,218 -959
Jan01 001207 15.15 15.20 14.91 15.01 -0.16 5,773 41,246 -351
Mar01 001207 15.60 15.63 15.30 15.41 -0.17 4,204 47,644 +547
May01 001207 16.05 16.05 15.74 15.83 -0.17 790 15,896 -26
Jul01 001207 16.43 16.43 16.10 16.23 -0.14 2,289 11,967 +473
Aug01 001207 16.47 16.47 16.35 16.35 -0.10 129 2,601 +37
Sep01 001207 16.65 16.65 16.50 16.50 -0.10 11 2,307 +10
Oct01 001207 16.90 16.90 16.67 16.67 -0.18 8 2,151 +4
Total Volume and Open Interest 15,671 131,560 -289
Canola(WCE)
Jan01 001207 270.2 270.7 268.2 268.7 -0.6 7,857 31,239 +417
Mar01 001207 276.0 276.5 274.0 274.9 -0.1 2,082 27,438 +605
May01 001207 280.3 280.3 280.0 280.0 -0.7 762 3,300 +695
Jul01 001207 286.5 286.5 285.5 286.1 -0.4 79 3,933 +79
Aug01 001207 285.1 285.1 285.1 285.1 unch 0 58 +0
Total Volume and Open Interest 10,811 67,693 +1,822
Corn(CBOT)
Dec00 001207 209.25 209.75 204.75 205.00 -3.50 4,595 12,169 -1,423
Jan01 001207 211.50 211.50 207.00 207.25 -4.00 352 2,904 +200
Mar01 001207 218.75 220.00 214.25 214.75 -4.00 28,291 245,684 -1,956
May01 001207 226.25 227.75 222.25 222.75 -3.75 2,878 57,277 +345
Jul01 001207 233.75 235.00 229.50 230.25 -3.50 1,438 57,971 +279
Sep01 001207 241.00 241.00 237.00 237.25 -2.75 31 6,441 +17
Total Volume and Open Interest 38,525 416,201 -2,371
Wheat(CBOT)
Dec00 001207 262.00 262.00 254.75 254.75 -5.25 4,396 3,320 -374
Mar01 001207 277.75 280.00 270.00 270.50 -6.25 11,928 96,285 +31
May01 001207 289.50 290.75 281.00 281.50 -6.00 382 9,352 +8
Jul01 001207 299.50 300.00 291.00 291.50 -6.25 576 22,265 -55
Sep01 001207 302.00 302.00 301.50 301.50 -6.00 6 1,089 +2
Total Volume and Open Interest 17,310 135,423 -380
Wheat(KCBT)
Dec00 001207 313.00 313.00 307.50 308.00 -2.00 1,031 1,124 -391
Mar01 001207 325.50 326.25 318.00 318.50 -5.50 4,846 54,613 -1,454
May01 001207 335.50 335.50 327.50 327.50 -5.00 196 4,822 +64
Jul01 001207 342.50 343.50 335.00 335.25 -5.25 916 9,461 -297
Sep01 001207 343.00 343.00 343.00 343.00 -5.50 1 338 +1
Total Volume and Open Interest 6,990 70,471 -2,077
Wheat(MGE)
Dec00 001207 314.50 314.50 314.00 314.00 -0.25 2 14 -2
Mar01 001207 329.50 329.75 323.50 324.00 -4.00 2,621 16,520 -341
May01 001207 337.25 337.25 331.75 331.75 -4.25 712 2,945 +156
Jul01 001207 344.00 344.00 339.00 339.00 -4.00 247 2,112 -147
Sep01 001207 351.00 351.00 346.75 346.75 -4.00 72 666 +71
Total Volume and Open Interest 3,654 22,464 -263
Oats(CBOT)
Dec00 001207 100.00 100.00 100.00 100.00 -1.75 8 72 -28
Mar01 001207 112.75 112.75 109.50 109.75 -1.75 655 10,528 -462
May01 001207 118.50 118.50 115.75 115.75 -1.75 21 1,173 +8
Jul01 001207 123.00 123.00 121.50 121.50 -2.00 5 831 +5
Total Volume and Open Interest 735 13,744 -478
Rough Rice(CBOT)
Jan01 001207 6.19 6.21 6.15 6.19 unch 176 3,189 -15
Mar01 001207 6.46 6.47 6.44 6.47 +0.01 96 1,452 +26
May01 001207 6.73 6.73 6.73 6.73 +0.04 0 580 +1
Jul01 001207 6.93 6.93 6.93 6.93 +0.04 1 558 +1
Total Volume and Open Interest 277 6,000 +11
Live Cattle(CME)
Dec00 001207 75.150 76.175 75.100 75.950 +0.875 10,736 17,276 -5,182
Feb01 001207 76.650 77.150 76.425 76.925 +0.250 14,078 65,893 +1,285
Apr01 001207 77.350 77.750 77.050 77.550 +0.225 5,826 27,658 +2,010
Jun01 001207 73.400 73.525 73.075 73.450 +0.075 1,781 10,088 +328
Aug01 001207 73.400 73.600 73.150 73.525 +0.150 1,067 9,342 +489
Oct01 001207 74.900 75.000 74.600 74.850 -0.150 121 1,875 +68
Total Volume and Open Interest 33,649 132,611 -999
Feeder Cattle(CME)
Jan01 001207 90.600 90.900 90.350 90.850 +0.350 936 8,180 +249
Mar01 001207 89.800 90.000 89.450 89.975 +0.275 616 4,551 +158
Apr01 001207 89.225 89.500 88.975 89.500 +0.300 210 1,745 +93
May01 001207 88.750 89.000 88.550 89.000 +0.250 139 1,788 +9
Aug01 001207 88.850 89.000 88.650 89.000 +0.100 55 835 +24
Sep01 001207 88.550 88.825 88.550 88.825 +0.100 1 181 +1
Oct01 001207 88.550 88.875 88.550 88.875 +0.125 4 87 +0
Total Volume and Open Interest 1,965 17,416 +538
Lean Hogs(CME)
Dec00 001207 55.900 56.050 55.700 55.800 -0.225 3,065 8,522 -572
Feb01 001207 59.300 59.350 58.700 58.775 -0.525 5,196 27,388 +519
Apr01 001207 58.600 58.700 58.225 58.400 -0.300 1,495 5,961 +44
Jun01 001207 64.400 64.450 63.900 64.125 -0.375 558 3,900 +200
Jul01 001207 62.000 62.300 61.850 62.150 -0.150 245 1,109 +80
Aug01 001207 59.500 59.600 59.350 59.600 -0.175 93 533 +48
Oct01 001207 51.200 51.900 51.100 51.900 +0.400 155 1,004 +76
Dec01 001207 48.175 48.400 48.000 48.375 +0.175 110 911 +6
Total Volume and Open Interest 10,943 49,357 +426
Pork Bellies(CME)
Feb01 001207 65.300 66.200 64.900 66.000 +1.175 516 2,098 -45
Mar01 001207 65.000 66.000 64.900 65.950 +1.300 29 132 +1
May01 001207 66.200 67.150 65.900 65.900 +0.400 0 133 +0
Jul01 001207 66.700 67.300 66.700 67.300 +2.050 0 66 +0
Aug01 001207 66.500 66.500 66.500 66.500 +0.400 0 22 +0
Total Volume and Open Interest 545 2,451 -44
Cocoa(NYBOT)
Dec00 001207 697 710 697 707 +11 13 42 -2
Mar01 001207 728 735 723 732 +12 3,466 48,823 -155
May01 001207 746 755 744 753 +12 416 18,130 +125
Jul01 001207 766 775 765 775 +13 43 14,580 -12
Sep01 001207 785 796 785 796 +13 57 11,632 -4
Dec01 001207 816 826 816 826 +13 1 13,039 +1
Mar02 001207 848 855 848 855 +13 20 11,706 +10
Total Volume and Open Interest 4,016 138,758 -37
Coffee "C"(NYBOT)
Dec00 001207 67.00 67.25 66.00 66.35 +0.20 41 630 -6
Mar01 001207 71.40 72.15 70.70 70.75 +0.10 4,319 30,359 -1,135
May01 001207 74.50 75.05 73.80 73.80 +0.10 749 5,352 -40
Jul01 001207 77.60 78.10 76.85 76.85 +0.25 149 2,543 +58
Sep01 001207 80.50 81.00 79.75 79.75 +0.15 12 2,591 -5
Dec01 001207 84.75 85.25 84.00 84.00 +0.10 70 1,889 +36
Total Volume and Open Interest 5,340 43,385 -1,092
Orange Juice(NYBOT)
Jan01 001207 86.50 86.50 82.55 84.05 -1.20 1,954 17,331 +211
Mar01 001207 89.20 89.60 85.50 88.00 -0.90 1,097 11,182 +70
May01 001207 91.80 91.80 89.00 90.80 -0.65 295 1,941 -6
Jul01 001207 94.00 94.00 93.00 93.20 -0.75 60 759 +2
Sep01 001207 95.75 95.75 95.20 95.20 -1.00 0 325 +0
Total Volume and Open Interest 3,406 31,986 +277
Sugar #11(NYBOT)
Mar01 001207 9.65 9.69 9.57 9.63 +0.02 9,101 71,157 -755
May01 001207 9.19 9.21 9.12 9.16 +0.02 918 18,146 +111
Jul01 001207 8.61 8.63 8.56 8.60 +0.04 470 23,203 +93
Oct01 001207 8.25 8.25 8.18 8.20 +0.01 492 20,318 +66
Mar02 001207 8.18 8.18 8.11 8.11 +0.01 251 8,524 +114
Total Volume and Open Interest 11,232 143,738 -371
London Cocoa(LCE)
Dec00 001207 551 558 549 558 +4 2,814 20,639 -2,575
Mar01 001207 565 569 563 569 +3 3,540 59,091 -293
May01 001207 576 581 575 581 +3 44 31,897 +3
Jul01 001207 590 594 588 594 +2 237 14,439 +196
Sep01 001207 605 608 602 608 +2 46 21,710 +17
Dec01 001207 629 632 628 632 +2 5 8,903 +5
Mar02 001207 652 655 651 655 +1 152 17,398 +96
Total Volume and Open Interest 6,882 192,848 -2,550
London Coffee(LCE)
Jan01 001207 555.00 590.00 555.00 587.00 +32.00 3,175 24,828 -317
Mar01 001207 576.00 610.00 576.00 607.00 +31.00 3,963 18,438 +2,129
May01 001207 602.00 633.00 602.00 629.00 +27.00 931 7,282 +83
Jul01 001207 646.00 652.00 635.00 652.00 +26.00 218 3,308 +19
Sep01 001207 666.00 680.00 665.00 677.00 +25.00 62 1,889 +33
Nov01 001207 688.00 701.00 686.00 699.00 +25.00 42 3,741 +8
Total Volume and Open Interest 8,611 59,876 +2,175
London Sugar(LCE)
Dec00 001115 225.50 233.60 224.60 225.00 -0.30 902 2,074 -764
Mar01 001207 242.00 242.50 241.00 242.00 +0.50 1,549 23,248 -100
May01 001207 239.40 239.50 237.70 239.00 +0.50 94 4,577 +20
Aug01 001207 235.50 235.50 232.00 234.80 +1.30 10 6,873 +10
Oct01 001207 226.50 227.40 224.10 226.90 +0.40 0 2,481 +0
Total Volume and Open Interest 1,653 38,491 -70
Cotton(NYBOT)
Dec00 001206 64.70 64.70 64.00 64.34 -0.01 48 32 -36
Mar01 001207 67.25 67.50 66.80 67.25 -0.09 3,747 35,119 -234
May01 001207 68.60 69.05 68.40 68.83 -0.05 828 12,237 +415
Jul01 001207 69.55 69.90 69.45 69.85 -0.03 475 7,039 +87
Oct01 001207 66.60 66.60 66.60 66.60 -0.15 0 788 +0
Dec01 001207 66.05 66.05 65.80 65.95 -0.30 111 6,698 +21
Total Volume and Open Interest 11,161 62,097 +257
Lumber(CME)
Jan01 001207 223.5 228.8 222.0 222.2 +0.8 700 2,293 +154
Mar01 001207 235.0 239.0 234.3 234.8 +1.5 248 1,294 +46
May01 001207 240.4 243.6 240.4 241.0 +0.8 127 583 +58
Jul01 001207 247.5 248.8 246.2 246.2 +0.8 2 133 -1
Total Volume and Open Interest 1,077 4,343 +257
Crude Oil(NYM)
Jan01 001207 30.05 30.20 29.07 29.35 -0.50 96,057 112,974 -9,382
Feb01 001207 29.65 29.75 28.68 29.01 -0.30 64,254 58,759 -575
Mar01 001207 29.10 29.15 28.30 28.52 -0.29 19,206 34,716 -1,772
Apr01 001207 28.65 28.65 27.80 28.06 -0.28 10,427 28,113 +964
May01 001207 28.15 28.20 27.50 27.65 -0.27 4,234 16,817 +457
Jun01 001207 27.90 27.90 27.15 27.27 -0.27 7,578 29,530 +1,272
Jul01 001207 27.10 27.10 26.92 26.92 -0.27 3,599 11,503 +166
Aug01 001207 26.65 26.85 26.59 26.59 -0.29 552 10,879 -7
Sep01 001207 26.60 26.60 26.25 26.27 -0.30 1,664 11,936 +150
Oct01 001207 26.00 26.00 25.97 25.97 -0.30 363 8,683 +205
Total Volume and Open Interest 217,722 469,206 -9,508
Heating Oil(NYM)
Jan01 001207 101.80 103.10 98.50 99.29 -1.89 26,181 53,931 +628
Feb01 001207 96.50 96.70 93.05 94.20 -1.06 14,375 29,515 +2,577
Mar01 001207 88.00 89.25 85.90 86.85 -0.91 7,040 17,586 -330
Apr01 001207 81.90 81.90 78.60 79.65 -0.71 3,404 10,120 +420
May01 001207 75.75 75.75 74.00 74.55 -0.41 955 6,356 -49
Jun01 001207 73.75 73.75 72.35 72.65 -0.31 1,078 5,913 +499
Jul01 001207 72.80 72.80 71.40 71.75 -0.21 730 3,442 +257
Aug01 001207 72.00 72.10 71.15 71.55 -0.11 334 3,796 +65
Sep01 001207 71.65 72.10 71.65 72.05 -0.11 546 2,145 +123
Oct01 001207 72.70 72.70 72.50 72.50 -0.11 58 1,342 +31
Total Volume and Open Interest 55,607 141,742 +4,584
Unleaded Gas(NYM)
Jan01 001207 78.00 79.50 75.50 76.67 -1.54 17,411 29,727 -923
Feb01 001207 78.30 79.00 76.10 77.40 -1.09 6,860 11,653 +466
Mar01 001207 79.10 79.10 77.50 78.15 -0.89 5,752 9,192 -266
Apr01 001207 84.00 84.20 83.20 83.60 -0.79 4,676 8,964 +569
May01 001207 84.00 84.10 82.90 83.10 -0.69 1,404 7,874 +429
Jun01 001207 82.60 82.60 82.00 82.20 -0.64 996 4,721 +160
Jul01 001207 81.30 81.30 80.75 80.75 -0.59 255 2,479 +73
Aug01 001207 79.25 79.25 78.70 78.70 -0.54 386 5,664 +259
Total Volume and Open Interest 38,232 83,559 +711
Natural Gas(NYM)
Jan01 001207 8.950 9.000 8.135 8.373 -0.112 27,613 53,834 +59
Feb01 001207 8.430 8.500 7.750 8.003 +0.001 11,698 32,550 -996
Mar01 001207 7.550 7.550 6.800 7.070 -0.130 4,713 37,208 +37
Apr01 001207 5.870 5.870 5.450 5.640 -0.210 4,212 23,384 -499
May01 001207 5.350 5.350 4.900 5.080 -0.210 1,821 21,043 +92
Jun01 001207 5.210 5.210 4.870 5.010 -0.195 3,175 16,537 +394
Jul01 001207 5.170 5.170 4.900 4.980 -0.190 2,285 11,762 -841
Aug01 001207 5.132 5.132 4.850 4.960 -0.172 2,650 13,884 -1,290
Total Volume and Open Interest 63,136 388,616 -3,705
Brent Crude Oil(IPE)
Jan01 001207 28.36 28.45 27.20 27.47 -0.54 37,075 40,097 -5,687
Feb01 001207 28.21 28.27 27.15 27.43 -0.47 34,758 76,303 +7,853
Mar01 001207 27.60 27.80 26.71 27.19 -0.26 9,919 59,779 +341
Apr01 001207 27.10 27.28 26.40 26.73 -0.19 6,832 34,172 -917
May01 001207 26.70 26.86 26.15 26.34 -0.16 919 9,650 -66
Jun01 001207 26.26 26.45 25.80 25.99 -0.14 1,721 18,584 +95
Jul01 001207 26.00 26.05 25.56 25.69 -0.11 327 9,149 +16
Aug01 001207 25.45 25.45 25.42 25.42 -0.10 0 10,353 +0
Total Volume and Open Interest 93,248 304,623 +912
Gas Oil(IPE)
Dec00 001207 281.00 283.00 270.75 272.50 +0.25 13,907 16,971 -3,993
Jan01 001207 276.00 276.50 265.50 267.00 +0.75 17,449 30,557 -240
Feb01 001207 266.25 267.50 257.75 259.75 +2.00 3,883 11,096 +477
Mar01 001207 255.50 255.50 248.25 248.25 +0.75 2,879 7,952 +245
Apr01 001207 243.25 243.25 238.00 238.00 +1.00 837 5,797 +245
May01 001207 234.50 234.50 229.00 229.00 +1.00 217 1,807 +167
Jun01 001207 227.00 228.25 223.25 223.25 +1.25 3,433 12,239 +1,262
Jul01 001207 226.00 226.00 222.25 222.25 +1.50 0 4,314 +0
Total Volume and Open Interest 42,905 99,382 -1,987
US Dollar Index(NYBOT)
Dec00 001207 113.20 113.79 112.82 113.51 +0.25 1,166 3,560 +212
Mar01 001207 113.04 113.62 112.64 113.32 +0.27 1,722 6,601 +411
Jun01 001207 113.20 113.20 113.13 113.13 +0.29 1,722 6,601 +411
Total Volume and Open Interest 1,722 6,601 +411
Australian Dollar(IMM)
Dec00 001207 54.93 54.99 54.60 54.70 -0.04 2,286 19,523 -104
Mar01 001207 54.97 55.00 54.68 54.76 -0.05 349 8,702 -120
Jun01 001207 54.82 54.82 54.82 54.82 -0.06 4 16 +3
Total Volume and Open Interest 2,639 28,253 -221
British Pound(IMM)
Dec00 001207 144.50 144.64 143.86 144.32 +0.08 5,511 32,010 -1,305
Mar01 001207 144.84 144.88 144.20 144.56 +0.06 1,563 7,492 +290
Jun01 001207 144.82 144.82 144.82 144.82 +0.04 0 2 +0
Total Volume and Open Interest 7,074 39,504 -1,015
Canadian Dollar(IMM)
Dec00 001207 65.58 65.75 65.31 65.49 unch 15,522 54,694 -3,995
Mar01 001207 65.70 65.86 65.43 65.62 unch 1,659 9,276 +699
Jun01 001207 65.73 65.93 65.59 65.73 unch 654 3,178 +112
Sep01 001207 65.65 66.04 65.65 65.83 unch 188 1,170 +134
Total Volume and Open Interest 18,283 68,838 -2,936
Japanese Yen(IMM)
Dec00 001207 90.54 90.69 90.37 90.55 -0.24 15,161 76,550 +1,153
Mar01 001207 91.85 92.00 91.68 91.88 -0.25 3,267 8,643 +1,804
Jun01 001207 93.19 93.19 93.19 93.19 -0.25 0 38 +0
Total Volume and Open Interest 18,433 85,387 +2,960
Swiss Franc(IMM)
Dec00 001207 59.10 59.23 58.65 58.82 -0.01 7,531 43,827 -243
Mar01 001207 59.58 59.67 59.08 59.27 -0.01 8,204 8,933 -2,818
Jun01 001207 59.67 59.67 59.67 59.67 -0.01 0 18 +0
Total Volume and Open Interest 15,735 52,779 -3,061
EuroFX(IMM)
Dec00 001207 89.50 89.67 88.60 88.92 -0.21 16,954 80,007 -721
Mar01 001207 89.88 90.04 89.00 89.27 -0.22 4,689 11,998 +3,488
Jun01 001207 89.40 90.21 89.40 89.58 -0.22 7 162  
Total Volume and Open Interest 21,650 92,526  
Mexican Peso(IMM)
Dec00 001207 10573.0 10590.0 10550.0 10585.0 +17.0 10,192 15,477 -980
Mar01 001207 10295.0 10308.0 10278.0 10300.0 +17.0 1,689 7,781 +870
Total Volume and Open Interest 18,360 27,713 -2,737
30-Year T-Bonds(CBOT)
Dec00 001207 103~17 103~29 102~30 103~21 +0~04 20,925 62,869 -14,666
Mar01 001207 103~18 104~00 102~31 103~23 +0~01 202,066 388,513 -4,217
Jun01 001207 103~15 103~27 103~00 103~21 +0~05 668 906 +214
Total Volume and Open Interest 223,659 452,541 -18,669
Municipal Bonds(CBOT)
Dec00 001207 102~01 102~03 101~17 101~31 +0~02 2,111 12,873 -1,014
Mar01 001207 101~20 101~22 101~00 101~17 +0~03 2,429 6,666 +1,209
Total Volume and Open Interest 4,540 19,539 +195
10-Year T-Notes(CBOT)
Dec00 001207 103~165 103~215 103~070 103~175 +0~005 13,706 33,437 -22,996
Mar01 001207 103~250 103~300 103~130 103~255 -0~035 247,538 456,746 +20,646
Total Volume and Open Interest 261,244 491,158 -2,366
5-Year T-Notes(CBOT)
Dec00 001207 102~190 102~190 102~085 102~170 -0~005 10,589 77,625 -8,027
Mar01 001207 102~200 102~200 102~090 102~175 -0~010 140,543 328,726 +6,811
Jun01 001207 102~285 102~285 102~285 102~285 +0~020 0 5 +0
Total Volume and Open Interest 151,132 406,356 -1,216
2 Year T-Notes(CBOT)
Dec00 001207 100~108 100~120 100~108 100~110 -0~006 544 1,794 -1,183
Mar01 001207 101~025 101~028 101~008 101~022 -0~006 7,440 75,654 +912
Total Volume and Open Interest 7,984 77,448 -271
3-Mth T-Bills(IMM)
Mar01 001207 94.34 94.35 94.32 94.35 unch 29 1,549 +12
Total Volume and Open Interest 71 2,696 +10
Eurodollars(IMM)
Dec00 001207 93.438 93.445 93.418 93.433 -0.005 76,866 460,793 -19,956
Mar01 001207 93.855 93.860 93.805 93.845 -0.005 123,377 556,502 +2,856
Jun01 001207 94.055 94.070 94.005 94.055 unch 111,855 418,905 +537
Sep01 001207 94.165 94.175 94.100 94.165 +0.010 121,461 460,816 +5,486
Dec01 001207 94.100 94.120 94.040 94.100 +0.010 53,233 299,675 +7,729
Mar02 001207 94.155 94.180 94.100 94.165 +0.015 46,065 240,621 +1,998
Jun02 001207 94.110 94.130 94.055 94.115 +0.020 26,851 162,268 -1,313
Sep02 001207 94.040 94.070 93.995 94.065 +0.035 24,570 122,679 -1,926
Dec02 001207 93.930 93.960 93.885 93.955 +0.035 11,768 95,535 +1,903
Mar03 001207 93.955 93.990 93.915 93.985 +0.040 16,334 82,487 +3,961
Jun03 001207 93.910 93.955 93.880 93.950 +0.050 12,541 65,119 +1,309
Sep03 001207 93.875 93.920 93.840 93.915 +0.055 10,401 60,018 +944
Total Volume and Open Interest 703,268 3,442,682 +13,497
3-Mth Euro-Yen(IMM)
Dec00 001207 99.43 99.43 99.42 99.42 -0.01 1,225 15,457 +154
Mar01 001207 99.54 99.54 99.53 99.53 +0.01 187 25,530 +354
Jun01 001207 99.57 99.58 99.57 99.58 +0.03 818 13,160 -204
Sep01 001207 99.54 99.55 99.54 99.54 +0.02 875 9,816 +728
Dec01 001207 99.46 99.47 99.46 99.47 +0.04 80 5,792 +38
Mar02 001207 99.43 99.44 99.43 99.43 +0.04 0 3,139 +189
Jun02 001207 99.39 99.39 99.39 99.39 +0.06 0 1,030 +0
Sep02 001207 99.26 99.26 99.26 99.26 +0.05 0 817 +0
Dec02 001207 99.11 99.11 99.11 99.11 +0.03 0 32 +0
Mar03 001207 99.05 99.05 99.05 99.05 +0.03      
Total Volume and Open Interest 3,185 74,773 +1,259
3-Mth Euro-Yen(SIMEX)
Dec00 001207 99.43 99.43 99.43 99.43 0.00 0 93,726 -956
Mar01 001207 99.53 99.54 99.53 99.53 unch 0 96,049 -3,786
Jun01 001207 99.55 99.57 99.55 99.57 +0.03 0 86,026 -1,977
Sep01 001207 99.52 99.54 99.52 99.54 +0.03 0 65,652 -642
Dec01 001207 99.43 99.46 99.43 99.45 +0.03 0 27,696 -320
Mar02 001207 99.39 99.43 99.39 99.43 +0.04 0 15,205 -645
Jun02 001207 99.33 99.37 99.33 99.37 +0.05 0 7,597 -7
Sep02 001207 99.26 99.26 99.26 99.26 +0.06 0 5,923 +0
Total Volume and Open Interest 0 407,093 -8,333
German Euro-Bund(EUREX)
Dec00 001207 107.79 107.83 107.44 107.49 -0.17 712,728 359,408 -137,533
Mar01 001207 108.17 108.20 107.67 107.80 -0.22 507,343 503,828 +171,210
Jun01 001207 107.75 107.75 107.50 107.54 -0.21 1,124 4,226 +276
Total Volume and Open Interest 1,221,195 867,462 +33,953
German Euro-Bobl(EUREX)
Dec00 001207 105.48 105.66 105.31 105.36 -0.09 427,903 245,239 -51,341
Mar01 001207 105.25 105.38 105.02 105.10 -0.09 390,220 249,651 +94,821
Jun01 001207 104.97 105.31 104.97 105.05 -0.10 0 1,992 -464
Total Volume and Open Interest 818,123 496,882 +43,016
Long Gilt(LIFFE)
Dec00 001207 116~05 116~08 115~25 115~26 -0~10 3,916 11,596 -2,259
Mar01 001207 115~28 116~02 115~12 115~14 -0~10 18,991 78,214 +2,409
Total Volume and Open Interest 26,704 89,810 +150
3-Mth Short Sterling(LIFFE)
Dec00 001207 94.02 94.04 94.00 94.00 -0.02 13,472 151,601 -3,119
Mar01 001207 94.22 94.23 94.16 94.17 -0.03 30,361 201,644 +1,951
Jun01 001207 94.36 94.36 94.30 94.31 -0.03 24,442 150,914 +1,136
Total Volume and Open Interest 131,060 875,850 +5,368
3-Mth Euribor(LIFFE)
Dec00 001207 95.060 95.080 95.040 95.045 -0.005 54,295 277,825 -11,401
Mar01 001207 95.155 95.195 95.120 95.140 -0.010 86,812 316,349 +303
Jun01 001207 95.285 95.335 95.235 95.255 -0.015 80,611 238,512 -897
Total Volume and Open Interest 429,255 1,505,563 -8,071
3-Mth Aus T-Bills(SFE)
Dec00 001207 93.80 93.84 93.80 93.82 +0.02 15,219 147,664 +0
Mar01 001207 94.11 94.19 94.10 94.17 +0.10 3,361 183,865 +0
Jun01 001207 94.24 94.33 94.23 94.31 +0.13 734 47,618 +0
Sep01 001207 94.31 94.42 94.31 94.39 +0.15 804 25,753 +0
Dec01 001207 94.32 94.42 94.32 94.39 +0.15 1,333 14,417 +0
Mar02 001207 94.29 94.36 94.29 94.36 +0.15 1,172 9,849 +0
Jun02 001207 94.20 94.27 94.20 94.27 +0.15 108 5,999 +0
Sep02 001207 94.17 94.17 94.17 94.17 +0.15 185 5,417 +0
Dec02 001207 94.03 94.11 94.01 94.09 +0.16 30 2,486 +0
Mar03 001207 94.02 94.05 94.02 94.03 +0.16 5 1,301 +0
Total Volume and Open Interest 22,951 448,084 +0
10-Year Aus T-Bonds(SFE)
Dec00 001207 261.46 272.96 261.46 269.46 +175.09 3,900 178,401 +178,401
Mar01 001207 94.41 94.47 94.41 94.46 +0.15 2,164 3,062 +2,207
Total Volume and Open Interest 4,366 181,463 +0
3-Year Aus T-Bonds(SFE)
Dec00 001207 94.54 94.64 94.54 94.61 +0.15 18,962 523,837 +523,837
Mar01 001207 94.60 94.69 94.60 94.68 +0.17 3,937 14,360 +14,360
Total Volume and Open Interest 22,899 538,197 +0
Gold(CMX)
Dec00 001207 274.9 274.9 272.6 273.2 -1.1 407 620 +130
Feb01 001207 277.2 277.8 275.4 276.1 -1.2 35,878 74,118 +49
Apr01 001207 280.4 280.4 277.8 278.6 -1.2 236 6,681 +84
Jun01 001207 282.7 282.8 281.0 281.1 -1.2 217 11,934 +41
Aug01 001207 285.0 285.0 283.3 283.3 -1.2 144 3,231 +49
Oct01 001207 285.3 285.3 285.3 285.3 -1.2 0 693 +0
Total Volume and Open Interest 37,088 113,947 +492
Silver(CMX)
Dec00 001207 476.5 476.5 470.5 472.4 -3.0 409 968 +79
Mar01 001207 482.5 483.5 478.5 480.3 -3.0 8,567 56,716 +377
May01 001207 486.5 487.0 483.5 484.6 -3.0 45 2,246 +4
Jul01 001207 489.0 489.0 489.0 489.0 -3.0 34 3,636 +2
Sep01 001207 493.4 493.4 493.4 493.4 -3.0 0 3,085 +0
Total Volume and Open Interest 9,161 73,959 +444
Platinum(NYM)
Jan01 001207 609.0 613.5 604.5 612.6 +7.2 795 8,030 -238
Apr01 001207 598.0 604.1 598.0 604.1 +7.2 19 632 +6
Total Volume and Open Interest 814 8,672 -232
Palladium(NYME)
Dec00 001207 875.00 901.00 875.00 901.00 +43.55 1 11 -1
Mar01 001207 872.00 900.00 872.00 900.00 +43.55 37 1,653 -7
Jun01 001207 895.00 895.00 895.00 895.00 +43.55 1 136 +1
Total Volume and Open Interest 42 1,800 -7
Copper(CMX)
Dec00 001207 87.70 88.00 87.50 87.85 +0.15 1,112 6,414 -219
Mar01 001207 87.75 88.25 87.50 88.10 +0.35 12,555 34,534 -1,572
May01 001207 87.50 87.60 87.30 87.55 +0.30 101 3,808 +26
Jul01 001207 87.30 87.30 87.30 87.30 +0.25 6 4,841 -3
Sep01 001207 87.30 87.30 87.20 87.20 +0.25 168 2,337 +102
Total Volume and Open Interest 14,558 72,462 -1,321
DJIA Index(CBOT)
Dec00 001207 10650 10700 10570 10581 -97 15,380 19,027 +226
Mar01 001207 10785 10840 10710 10723 -95 1,829 3,897 +1,453
Jun01 001207 10860 10860 10860 10860 -95 0 10 +0
Sep01 001207 10996 10996 10996 10996 -95 0 1  
Total Volume and Open Interest 17,209 22,942  
S & P 500(CME)
Dec00 001207 1347.50 1355.00 1334.00 1336.70 -17.30 137,830 284,345 -47,543
Mar01 001207 1367.00 1375.50 1355.50 1356.50 -17.50 78,854 213,447 +52,857
Jun01 001207 1375.50 1375.50 1375.50 1375.50 -17.80 270 2,954 +77
Sep01 001207 1394.00 1394.00 1394.00 1394.00 -18.30 134 527 -46
Total Volume and Open Interest 217,262 501,731 +5,392
S & P 500 E-Mini(Globex)
Dec00 001207 1354.25 1362.00 1335.25 1336.75 -17.25 99,873 78,914 +1,264
Mar01 001207 1374.25 1381.50 1355.00 1356.50 -17.50 1,315 2,040 +330
Total Volume and Open Interest 101,188 80,954 +1,594
NASDAQ 100(CME)
Dec00 001207 2690.00 2763.00 2651.00 2677.50 -47.50 26,264 41,872 -5,781
Mar01 001207 2745.00 2813.00 2700.00 2722.50 -47.50 4,193 7,621 +1,619
Jun01 001207 2767.50 2820.00 2767.50 2767.50 -47.50 0 1 +0
Total Volume and Open Interest 30,457 49,494 -4,162
NASDAQ 100 E-Mini(GLOBEX)
Dec00 001207 2741.5 2778.5 2630.0 2677.5 -47.5 99,801 55,271 -20,823
Mar01 001207 2774.0 2821.0 2681.0 2722.5 -47.5 769 865 +179
Total Volume and Open Interest 100,570 56,136 -20,644
NYSE Composite(NYBOT)
Dec00 001207 644.00 648.75 643.90 643.90 -3.00 150 0 +0
Mar01 001207 652.00 657.50 652.00 652.65 -3.00      
Jun01 001207 661.40 661.40 661.40 661.40 -3.00      
Total Volume and Open Interest 150    
S & P Midcap 400(CME)
Dec00 001207 499.00 506.50 498.00 503.95 unch 2,660 14,984 -1,004
Mar01 001207 509.00 514.00 505.50 511.50 unch 1,428 3,384 +1,325
Jun01 001207 518.70 518.70 518.70 518.70 unch 0 1 +0
Total Volume and Open Interest 4,088 18,369 +321
Russell 2000(CME)
Dec00 001207 459.00 465.00 457.00 462.60 -0.15 6,937 13,769 -1,344
Mar01 001207 468.00 471.00 466.00 469.00 -0.20 3,783 3,195 +2,201
Jun01 001207 476.60 476.60 476.60 476.60 -0.20      
Total Volume and Open Interest 10,720 16,964 +857
Value Line(KCBT)
Dec00 001207 1080.00 1089.00 1077.00 1077.00 -12.00 87 208 -31
Total Volume and Open Interest 89 223 -32
Nikkei 225(CME)
Dec00 001207 14775 14780 14630 14630 -90 4,684 14,225 -2,026
Mar01 001207 14700 14800 14700 14700 -90 4,835 11,984 +2,705
Total Volume and Open Interest 9,519 26,212 +679
Nikkei 225(SIMEX)
Dec00 001207 14730 14820 14630 14660 -220 38,387 62,844 -10,129
Mar01 001207 14770 14850 14660 14685 -215 28,569 65,965 +24,844
Jun01 001207 14665 14665 14665 14665 -215 301 1,541 +301
Total Volume and Open Interest 63,465 131,445 +14,816
CAC 40(MATIF)
Dec00 001207 5950.0 6042.5 5922.0 5993.5 +37.5 48,202 329,449 +6,699
Jan01 001207 5968.0 6036.5 5961.5 6020.0 -8.5 175 1,335 +103
Feb01 001207 5985.0 6054.5 5985.0 6054.5 +21.5 18 74 +6
Total Volume and Open Interest 48,601 349,578 +6,842
DAX Index(EUREX)
Dec00 001207 6581.0 6659.5 6504.0 6575.0 -43.0 44,224 169,850 -696
Mar01 001207 6650.0 6730.0 6590.0 6652.0 -44.5 9,034 22,919 +3,425
Jun01 001207 6723.0 6791.5 6662.0 6717.0 -46.0 126 9,448 +103
Total Volume and Open Interest 53,384 202,217 +2,832
FT-SE 100(LIFFE)
Dec00 001207 6260.00 6268.50 6146.00 6246.00 -28.50 29,915 203,962 -6,557
Mar01 001207 6305.50 6311.00 6193.50 6290.00 -29.50 10,011 76,617 +9,214
Jun01 001207 6356.00 6356.00 6356.00 6356.00 -28.50 50 8,303 +50
Total Volume and Open Interest 42,953 288,882 +2,707
SPI 200(SFE)
Dec00 001207 3341.0 3357.0 3333.0 3351.0 +1.0 20,132 145,180 +0
Mar01 001207 3372.0 3375.0 3366.0 3375.0 +2.0 287 6,979 +0
Jun01 001207 3402.0 3402.0 3402.0 3402.0 +2.0 0 174 +0
Total Volume and Open Interest 20,419 152,348 +0
GSCI(CME)
Dec00 001207 258.05 258.50 249.00 251.10 -2.90 153 33,784 -33
Jan01 001207 251.50 251.50 247.00 247.40 -2.10 62 847 +60
Feb01 001207 239.05 239.05 239.05 239.05 -0.75 0 16 +0
Total Volume and Open Interest 215 34,647 +27
Bridge CRB Index(NYBOT)
Jan01 001207 230.75 231.25 228.25 228.30 -1.30 58 478 -7
Feb01 001207 229.00 229.00 226.00 226.05 -1.55 4 663 +1
Apr01 001207 223.80 223.80 223.80 223.80 -1.80 0 305 +0
Total Volume and Open Interest 182 1,446 -6
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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