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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 08, 2000
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan01 001208 502.50 512.00 501.50 511.50 +8.50 38,771 74,065 +1,187
Mar01 001208 509.00 519.50 509.00 519.00 +8.25 13,109 46,956 +2,574
May01 001208 515.00 524.50 515.00 524.00 +7.75 2,629 22,880 +278
Jul01 001208 520.00 529.50 520.00 529.00 +7.50 3,585 26,453 +24
Aug01 001208 522.50 529.00 522.50 528.50 +6.50 252 1,313 -33
Sep01 001208 524.50 526.50 523.00 526.50 +4.50 9 604 -1
Nov01 001208 523.25 529.00 523.25 528.75 +5.25 482 9,069 +120
Total Volume and Open Interest 58,844 181,371 +4,156
Soybean Meal(CBOT)
Dec00 001208 186.80 189.50 186.10 189.10 +1.50 4,373 7,483 -1,350
Jan01 001208 185.00 188.40 184.70 188.10 +2.20 13,337 47,526 +322
Mar01 001208 182.50 186.00 182.30 185.90 +2.60 7,490 39,316 +2,743
May01 001208 180.00 183.20 179.60 183.20 +2.90 4,416 18,730 +270
Jul01 001208 179.50 182.20 179.00 181.90 +2.20 1,944 11,550 +118
Aug01 001208 178.80 180.00 178.80 180.00 +2.00 380 3,328 +141
Sep01 001208 178.00 179.00 178.00 179.00 +1.50 306 1,899 +28
Oct01 001208 176.00 176.00 175.70 176.00 +1.50 6 809 -4
Total Volume and Open Interest 32,690 133,124 +2,344
Soybean Oil(CBOT)
Dec00 001208 14.75 14.95 14.75 14.95 +0.16 939 933 -285
Jan01 001208 14.97 15.25 14.95 15.20 +0.19 9,000 41,524 +278
Mar01 001208 15.37 15.66 15.36 15.60 +0.19 4,791 47,710 +66
May01 001208 15.75 16.04 15.75 15.99 +0.16 1,789 15,761 -135
Jul01 001208 16.17 16.47 16.17 16.39 +0.16 1,431 12,275 +308
Aug01 001208 16.49 16.57 16.48 16.48 +0.13 32 2,602 +1
Sep01 001208 16.68 16.70 16.59 16.59 +0.09 25 2,307 +0
Oct01 001208 16.77 16.77 16.77 16.77 +0.10 707 2,327 +176
Total Volume and Open Interest 18,739 131,969 +409
Canola(WCE)
Jan01 001208 268.5 271.5 268.2 271.1 +2.4 6,855 30,745 -494
Mar01 001208 274.3 277.5 274.1 277.1 +2.2 4,729 28,440 +1,002
May01 001208 280.4 282.0 280.4 281.6 +1.6 14 3,287 -13
Jul01 001208 285.5 288.3 285.5 288.3 +2.2 195 4,113 +180
Aug01 001208 285.5 285.5 285.5 285.5 +0.4 0 58 +0
Total Volume and Open Interest 12,026 68,381 +688
Corn(CBOT)
Dec00 001208 205.00 209.75 204.25 209.25 +4.25 6,290 7,953 -4,216
Jan01 001208 207.50 210.75 207.00 210.75 +3.50 406 2,816 -88
Mar01 001208 214.50 219.50 214.25 218.75 +4.00 74,032 252,616 +6,932
May01 001208 222.25 227.50 222.25 226.75 +4.00 7,495 59,245 +1,968
Jul01 001208 229.75 235.00 229.75 234.75 +4.50 5,117 58,470 +499
Sep01 001208 238.00 241.75 237.25 241.50 +4.25 763 6,931 +490
Total Volume and Open Interest 97,908 422,677 +6,476
Wheat(CBOT)
Dec00 001208 252.00 257.50 252.00 257.50 +2.75 3,184 2,405 -915
Mar01 001208 267.00 274.00 267.00 273.50 +3.00 22,928 96,142 -143
May01 001208 279.00 284.50 279.00 284.25 +2.75 2,129 9,742 +390
Jul01 001208 289.00 295.00 288.00 294.75 +3.25 1,316 22,300 +35
Sep01 001208 299.75 303.50 299.00 303.25 +1.75 16 1,085 -4
Total Volume and Open Interest 29,675 134,784 -639
Wheat(KCBT)
Dec00 001208 306.00 307.00 302.00 307.00 -1.00 337 727 -397
Mar01 001208 317.50 320.50 314.50 320.25 +1.75 8,031 53,450 -1,163
May01 001208 326.50 328.75 323.75 328.75 +1.25 1,117 4,912 +90
Jul01 001208 333.50 337.50 332.00 337.00 +1.75 921 9,466 +5
Sep01 001208 342.50 345.00 339.75 345.00 +2.00 0 338 +0
Total Volume and Open Interest 10,412 69,012 -1,459
Wheat(MGE)
Dec00 001208 314.00 314.00 314.00 314.00 unch 8 14 +0
Mar01 001208 323.00 325.25 321.25 324.75 +0.75 3,136 17,060 +540
May01 001208 331.50 333.25 330.00 333.25 +1.50 428 3,150 +205
Jul01 001208 338.75 340.00 337.00 340.00 +1.00 245 2,217 +105
Sep01 001208 346.00 348.50 346.00 348.50 +1.75 1 666 +0
Total Volume and Open Interest 3,818 23,314 +850
Oats(CBOT)
Dec00 001208 100.00 100.50 100.00 100.50 +0.50 0 70 -2
Mar01 001208 109.00 110.75 109.00 110.50 +0.75 796 10,540 +12
May01 001208 115.50 116.75 115.50 116.75 +1.00 139 1,223 +50
Jul01 001208 122.00 122.50 122.00 122.50 +1.00 40 852 +21
Total Volume and Open Interest 982 13,828 +84
Rough Rice(CBOT)
Jan01 001208 6.20 6.23 6.10 6.23 +0.04 351 3,316 +127
Mar01 001208 6.46 6.50 6.36 6.50 +0.03 248 1,609 +157
May01 001208 6.74 6.74 6.72 6.72 -0.01 2 581 +1
Jul01 001208 6.93 6.93 6.93 6.93 unch 0 558 +0
Total Volume and Open Interest 603 6,285 +285
Live Cattle(CME)
Dec00 001208 75.700 76.550 75.450 76.425 +0.475 8,071 15,517 -1,759
Feb01 001208 76.700 77.200 76.400 77.050 +0.125 12,034 66,592 +699
Apr01 001208 77.350 77.800 77.150 77.675 +0.125 5,237 28,462 +804
Jun01 001208 73.250 73.875 73.175 73.700 +0.250 1,340 10,151 +63
Aug01 001208 73.300 73.900 73.250 73.700 +0.175 1,073 9,641 +299
Oct01 001208 74.600 75.200 74.600 75.150 +0.300 268 2,074 +199
Total Volume and Open Interest 28,066 132,952 +341
Feeder Cattle(CME)
Jan01 001208 90.950 91.050 90.600 90.850 unch 1,107 8,427 +247
Mar01 001208 89.950 90.200 89.600 90.175 +0.200 657 4,729 +178
Apr01 001208 89.400 89.650 89.075 89.600 +0.100 166 1,812 +67
May01 001208 88.750 88.975 88.600 88.975 -0.025 144 1,809 +21
Aug01 001208 88.800 89.125 88.750 89.125 +0.125 25 834 -1
Sep01 001208 88.825 88.925 88.825 88.925 +0.100 21 201 +20
Oct01 001208 88.700 88.925 88.600 88.925 +0.050 7 92 +5
Total Volume and Open Interest 2,130 17,956 +540
Lean Hogs(CME)
Dec00 001208 55.900 56.800 55.900 56.350 +0.550 2,801 7,938 -584
Feb01 001208 58.900 59.300 58.625 59.125 +0.350 4,066 27,970 +582
Apr01 001208 58.250 58.750 58.125 58.425 +0.025 936 5,827 -134
Jun01 001208 64.000 64.450 63.850 64.125 unch 245 3,994 +94
Jul01 001208 62.000 62.375 62.000 62.075 -0.075 124 1,134 +25
Aug01 001208 59.700 59.925 59.700 59.925 +0.325 87 561 +28
Oct01 001208 51.700 52.000 51.500 51.975 +0.075 44 1,039 +35
Dec01 001208 48.200 48.900 48.200 48.875 +0.500 68 953 +42
Total Volume and Open Interest 8,372 49,446 +89
Pork Bellies(CME)
Feb01 001208 66.000 69.000 65.750 69.000 +3.000 573 2,154 +56
Mar01 001208 66.150 68.950 66.150 68.950 +3.000 45 132 +0
May01 001208 67.500 68.900 67.500 68.900 +3.000 4 132 -1
Jul01 001208 67.500 70.300 67.500 70.300 +3.000 16 59 -7
Aug01 001208 68.000 69.500 68.000 69.500 +3.000 1 23 +1
Total Volume and Open Interest 639 2,500 +49
Cocoa(NYBOT)
Dec00 001208 702 708 701 708 +1 6 21 -21
Mar01 001208 736 736 727 733 +1 2,906 47,705 -1,118
May01 001208 755 755 750 753 unch 290 18,166 +36
Jul01 001208 773 775 772 775 unch 173 14,702 +122
Sep01 001208 794 796 793 796 unch 77 11,612 -20
Dec01 001208 828 828 823 826 unch 24 13,045 +6
Mar02 001208 854 858 854 858 +3 56 11,744 +38
Total Volume and Open Interest 3,783 137,852 -906
Coffee "C"(NYBOT)
Dec00 001208 66.75 66.75 63.65 63.65 -2.70 32 600 -30
Mar01 001208 70.25 70.50 67.85 68.00 -2.75 5,634 30,668 +309
May01 001208 72.90 73.50 71.00 71.05 -2.75 677 5,329 -23
Jul01 001208 76.00 76.50 74.10 74.10 -2.75 171 2,654 +111
Sep01 001208 79.25 79.40 77.10 77.10 -2.65 33 2,612 +21
Dec01 001208 83.75 84.00 81.35 81.35 -2.65 24 1,904 +15
Total Volume and Open Interest 6,571 43,788 +403
Orange Juice(NYBOT)
Jan01 001208 84.80 84.95 84.05 84.50 +0.45 1,996 16,607 -724
Mar01 001208 88.40 88.90 87.90 88.35 +0.35 1,631 11,760 +578
May01 001208 91.00 91.00 90.75 91.00 +0.20 158 2,012 +71
Jul01 001208 93.20 93.30 93.00 93.30 +0.10 28 782 +23
Sep01 001208 95.30 95.30 95.30 95.30 +0.10 1 326 +1
Total Volume and Open Interest 3,814 31,935 -51
Sugar #11(NYBOT)
Mar01 001208 9.70 9.77 9.61 9.75 +0.12 4,403 70,615 -542
May01 001208 9.19 9.30 9.15 9.29 +0.13 487 18,333 +187
Jul01 001208 8.62 8.71 8.58 8.71 +0.11 309 23,247 +44
Oct01 001208 8.22 8.30 8.17 8.29 +0.09 396 20,430 +112
Mar02 001208 8.14 8.19 8.09 8.19 +0.08 219 8,653 +129
Total Volume and Open Interest 5,946 143,794 +56
London Cocoa(LCE)
Dec00 001208 555 557 551 552 -6 2,856 17,971 -2,668
Mar01 001208 568 570 563 565 -4 3,794 59,610 +519
May01 001208 578 579 576 577 -4 487 31,860 -37
Jul01 001208 593 593 589 590 -4 1,012 14,907 +468
Sep01 001208 606 607 603 605 -3 142 21,732 +22
Dec01 001208 631 631 625 629 -3 371 9,023 +120
Mar02 001208 653 655 651 652 -3 198 17,524 +126
Total Volume and Open Interest 8,712 191,504 -1,344
London Coffee(LCE)
Jan01 001208 589.00 596.00 571.00 596.00 +9.00 2,686 24,212 -616
Mar01 001208 592.00 615.00 591.00 614.00 +7.00 4,204 18,891 +453
May01 001208 601.00 639.00 601.00 639.00 +10.00 1,318 7,684 +402
Jul01 001208 640.00 661.00 640.00 661.00 +9.00 157 3,340 +32
Sep01 001208 672.00 686.00 669.00 686.00 +9.00 330 1,908 +19
Nov01 001208 693.00 708.00 687.00 708.00 +9.00 59 3,757 +16
Total Volume and Open Interest 8,807 60,206 +330
London Sugar(LCE)
Dec00 001115 225.50 233.60 224.60 225.00 -0.30 902 2,074 -764
Mar01 001208 242.40 245.00 242.00 245.00 +3.00 700 23,146 -102
May01 001208 239.90 241.50 239.90 241.50 +2.50 47 4,568 -9
Aug01 001208 235.50 236.80 235.00 236.80 +2.00 32 6,892 +19
Oct01 001208 227.50 229.00 227.50 229.00 +2.10 13 2,486 +5
Total Volume and Open Interest 874 38,404 -87
Cotton(NYBOT)
Mar01 001208 67.05 67.50 66.90 67.13 -0.12 4,777 34,949 -170
May01 001208 68.60 68.90 68.50 68.80 -0.03 795 12,439 +202
Jul01 001208 69.75 69.90 69.55 69.87 +0.02 236 7,097 +58
Oct01 001208 66.75 66.75 66.50 66.50 -0.10 0 788 +0
Dec01 001208 65.80 65.95 65.75 65.80 -0.15 197 6,789 +91
Mar02 001208 67.00 67.00 66.80 66.80 -0.15 13 91 +2
Total Volume and Open Interest 13,523 62,282 +185
Lumber(CME)
Jan01 001208 222.2 223.5 220.6 222.8 +0.6 634 2,309 +16
Mar01 001208 234.8 234.8 232.8 233.3 -1.5 226 1,323 +29
May01 001208 240.5 241.0 239.0 239.3 -1.7 108 597 +14
Jul01 001208 246.2 247.7 245.3 245.3 -0.9 37 150 +17
Total Volume and Open Interest 1,009 4,423 +80
Crude Oil(NYM)
Jan01 001208 28.80 29.25 27.85 28.44 -0.91 70,882 104,040 -8,934
Feb01 001208 28.40 28.90 27.60 28.09 -0.92 39,650 62,817 +4,058
Mar01 001208 27.90 28.30 27.25 27.75 -0.77 11,471 34,393 -323
Apr01 001208 27.60 27.87 27.00 27.44 -0.62 9,090 26,010 -2,103
May01 001208 27.30 27.45 26.85 27.14 -0.51 3,327 16,812 -5
Jun01 001208 26.98 27.25 26.50 26.88 -0.39 5,744 29,744 +214
Jul01 001208 26.68 26.70 26.30 26.60 -0.32 1,000 11,676 +173
Aug01 001208 26.25 26.35 26.10 26.34 -0.25 1,534 10,529 -350
Sep01 001208 26.10 26.10 25.82 26.09 -0.18 157 11,916 -20
Oct01 001208 25.60 25.85 25.55 25.85 -0.12 75 8,678 -5
Total Volume and Open Interest 76,151 462,930 -6,276
Heating Oil(NYM)
Jan01 001208 97.00 98.00 93.90 94.42 -4.87 24,915 51,816 -2,115
Feb01 001208 91.50 93.00 89.80 90.79 -3.41 10,411 30,324 +809
Mar01 001208 84.50 86.20 83.00 84.19 -2.66 4,151 17,366 -220
Apr01 001208 78.30 78.90 76.10 77.79 -1.86 1,406 10,421 +301
May01 001208 74.20 74.60 72.50 73.24 -1.31 348 6,315 -41
Jun01 001208 72.50 72.50 71.00 71.49 -1.16 557 5,903 -10
Jul01 001208 71.75 71.75 70.60 70.69 -1.06 47 3,471 +29
Aug01 001208 71.55 71.55 70.49 70.49 -1.06 164 3,769 -27
Sep01 001208 71.30 71.30 70.40 70.99 -1.06 115 2,245 +100
Oct01 001208 71.44 71.44 71.44 71.44 -1.06 14 1,340 -2
Total Volume and Open Interest 42,374 140,683 -1,059
Unleaded Gas(NYM)
Jan01 001208 75.40 77.20 73.15 73.66 -3.01 13,047 28,819 -908
Feb01 001208 76.00 77.60 73.90 74.43 -2.97 4,978 12,798 +1,145
Mar01 001208 77.70 78.20 74.60 75.20 -2.95 1,790 9,608 +416
Apr01 001208 82.50 83.60 80.50 80.75 -2.85 1,598 9,203 +239
May01 001208 82.50 82.50 80.25 80.45 -2.65 867 8,237 +363
Jun01 001208 82.20 82.20 79.80 79.80 -2.40 151 4,757 +36
Jul01 001208 79.85 79.85 78.50 78.55 -2.20 167 2,549 +70
Aug01 001208 78.35 78.70 76.65 76.65 -2.05 5 5,692 +28
Total Volume and Open Interest 22,779 84,967 +1,408
Natural Gas(NYM)
Jan01 001208 8.250 8.700 7.960 8.584 +0.211 22,797 50,228 -3,606
Feb01 001208 7.850 8.320 7.560 8.266 +0.263 12,798 32,656 +106
Mar01 001208 6.800 7.350 6.600 7.286 +0.216 6,104 36,004 -1,204
Apr01 001208 5.300 5.700 5.000 5.666 +0.026 2,810 23,587 +203
May01 001208 4.800 5.100 4.800 5.096 +0.016 1,741 21,325 +282
Jun01 001208 4.800 5.046 4.800 5.046 +0.036 846 16,762 +225
Jul01 001208 4.770 5.026 4.770 5.026 +0.046 776 11,621 -141
Aug01 001208 4.770 5.006 4.750 5.006 +0.046 427 13,884 +0
Total Volume and Open Interest 50,564 384,263 -4,353
Brent Crude Oil(IPE)
Jan01 001208 27.30 27.30 26.13 26.56 -0.91 26,641 34,016 -6,081
Feb01 001208 27.26 27.26 26.25 26.65 -0.78 24,692 72,551 -3,752
Mar01 001208 26.83 26.86 25.98 26.50 -0.69 13,225 56,883 -2,896
Apr01 001208 26.17 26.45 25.68 26.20 -0.53 3,265 34,437 +265
May01 001208 25.80 26.06 25.45 25.93 -0.41 1,179 10,174 +524
Jun01 001208 25.50 25.78 25.20 25.66 -0.33 1,924 18,606 +22
Jul01 001208 25.20 25.50 25.20 25.40 -0.29 1,940 10,467 +1,318
Aug01 001208 24.91 25.14 24.91 25.14 -0.28 200 10,353 +0
Total Volume and Open Interest 75,482 293,189 -11,434
Gas Oil(IPE)
Dec00 001208 265.75 267.00 260.00 260.00 -12.50 10,097 15,016 -1,955
Jan01 001208 261.50 262.50 255.50 257.00 -10.00 13,180 30,004 -553
Feb01 001208 255.00 255.50 249.25 250.00 -9.75 3,420 12,267 +1,171
Mar01 001208 243.25 246.00 239.00 239.00 -9.25 2,369 9,167 +1,215
Apr01 001208 233.00 233.25 230.50 231.50 -6.50 217 5,774 -23
May01 001208 225.00 225.00 224.50 224.50 -4.50 503 1,983 +176
Jun01 001208 219.75 224.00 219.00 219.25 -4.00 1,398 12,614 +375
Jul01 001208 218.50 218.50 218.50 218.50 -3.75 60 4,324 +10
Total Volume and Open Interest 31,494 99,898 +516
US Dollar Index(NYBOT)
Dec00 001208 113.57 114.12 113.25 113.97 +0.46 662 3,481 -79
Mar01 001208 113.35 113.98 113.12 113.74 +0.42 1,316 6,806 +205
Jun01 001208 113.30 113.51 113.30 113.51 +0.38 1,316 6,806 +205
Total Volume and Open Interest 1,316 6,806 +205
Australian Dollar(IMM)
Dec00 001208 54.62 54.80 54.39 54.58 -0.12 1,699 18,996 -527
Mar01 001208 54.62 54.70 54.45 54.64 -0.12 666 8,977 +275
Jun01 001208 54.70 54.70 54.70 54.70 -0.12 0 16 +0
Total Volume and Open Interest 2,921 28,001 -252
British Pound(IMM)
Dec00 001208 145.06 145.40 144.36 144.56 +0.24 3,635 30,961 -1,049
Mar01 001208 145.28 145.56 144.60 144.80 +0.24 2,641 9,036 +1,544
Jun01 001208 145.06 145.06 145.06 145.06 +0.24 0 2 +0
Total Volume and Open Interest 6,498 39,999 +495
Canadian Dollar(IMM)
Dec00 001208 65.49 65.90 65.38 65.77 +0.28 11,957 51,382 -3,312
Mar01 001208 65.61 66.00 65.50 65.90 +0.28 6,280 13,646 +4,370
Jun01 001208 65.68 66.20 65.67 66.01 +0.28 224 3,352 +174
Sep01 001208 66.03 66.25 66.03 66.11 +0.28 3 1,170 +0
Total Volume and Open Interest 18,861 70,067 +1,229
Japanese Yen(IMM)
Dec00 001208 90.24 90.32 89.84 89.96 -0.59 6,928 75,165 -1,385
Mar01 001208 91.45 91.53 91.13 91.24 -0.64 6,605 13,283 +4,640
Jun01 001208 92.51 92.51 92.51 92.51 -0.68 0 38 +0
Total Volume and Open Interest 10,759 88,642 +3,255
Swiss Franc(IMM)
Dec00 001208 58.87 58.94 58.31 58.47 -0.35 11,159 44,171 +344
Mar01 001208 59.33 59.38 58.71 58.92 -0.35 3,806 12,226 +3,293
Jun01 001208 59.45 59.80 59.32 59.32 -0.35 0 18 +0
Total Volume and Open Interest 20,017 56,416 +3,637
EuroFX(IMM)
Dec00 001208 89.00 89.18 88.20 88.34 -0.58 29,921 78,072 -1,935
Mar01 001208 89.36 89.50 88.60 88.69 -0.58 9,568 16,252 +4,254
Jun01 001208 89.35 89.60 88.99 88.99 -0.59 2 164 +2
Total Volume and Open Interest 39,608 94,877 +2,351
Mexican Peso(IMM)
Dec00 001208 10615.0 10640.0 10590.0 10598.0 +13.0 3,081 14,602 -875
Mar01 001208 10350.0 10358.0 10323.0 10323.0 +23.0 1,567 8,783 +1,002
Total Volume and Open Interest 5,342 28,052 +339
30-Year T-Bonds(CBOT)
Dec00 001208 103~19 103~28 102~25 103~10 -0~11 31,868 61,199 -1,670
Mar01 001208 103~23 104~02 102~25 103~12 -0~11 288,913 391,045 +2,532
Jun01 001208 103~15 103~15 102~30 103~10 -0~11 266 1,129 +223
Total Volume and Open Interest 254,056 453,676 +1,135
Municipal Bonds(CBOT)
Dec00 001208 101~27 102~00 101~17 101~27 -0~04 2,303 12,187 -686
Mar01 001208 101~17 101~23 101~04 101~14 -0~03 2,129 7,345 +679
Total Volume and Open Interest 4,432 19,532 -7
10-Year T-Notes(CBOT)
Dec00 001208 103~170 103~220 103~020 103~085 -0~090 9,128 23,224 -10,213
Mar01 001208 103~250 103~300 103~065 103~150 -0~105 259,167 461,311 +4,565
Total Volume and Open Interest 209,227 486,740 -4,418
5-Year T-Notes(CBOT)
Dec00 001208 102~120 102~140 102~070 102~120 -0~050 16,163 66,846 -10,779
Mar01 001208 102~175 102~220 102~070 102~130 -0~045 124,871 324,324 -4,402
Jun01 001208 102~240 102~240 102~240 102~240 -0~045 0 5 +0
Total Volume and Open Interest 141,034 391,175 -15,181
2 Year T-Notes(CBOT)
Dec00 001208 100~112 100~112 100~100 100~100 -0~010 434 989 -805
Mar01 001208 101~022 101~024 101~004 101~012 -0~010 9,270 75,251 -403
Total Volume and Open Interest 9,704 76,240 -1,208
3-Mth T-Bills(IMM)
Mar01 001208 94.35 94.35 94.34 94.34 -0.01 25 1,565 +16
Total Volume and Open Interest 42 2,715 +19
Eurodollars(IMM)
Dec00 001208 93.442 93.445 93.410 93.420 -0.013 69,669 460,774 -19
Mar01 001208 93.850 93.855 93.785 93.810 -0.035 99,711 554,888 -1,614
Jun01 001208 94.060 94.060 93.975 94.010 -0.045 96,976 422,088 +3,183
Sep01 001208 94.165 94.170 94.080 94.110 -0.055 99,396 464,601 +3,785
Dec01 001208 94.100 94.110 94.020 94.050 -0.050 42,709 300,342 +667
Mar02 001208 94.165 94.165 94.075 94.115 -0.050 30,637 243,350 +2,729
Jun02 001208 94.115 94.120 94.040 94.070 -0.045 19,764 163,702 +1,434
Sep02 001208 94.065 94.065 93.980 94.020 -0.045 16,222 122,321 -358
Dec02 001208 93.955 93.965 93.890 93.910 -0.045 10,690 95,089 -446
Mar03 001208 93.985 94.000 93.925 93.940 -0.045 10,397 81,886 -601
Jun03 001208 93.950 93.965 93.890 93.905 -0.045 8,643 64,485 -634
Sep03 001208 93.915 93.925 93.850 93.870 -0.045 8,408 60,904 +886
Total Volume and Open Interest 601,488 3,450,848 +8,166
3-Mth Euro-Yen(IMM)
Dec00 001208 99.39 99.39 99.33 99.38 -0.04 603 15,519 +62
Mar01 001208 99.49 99.50 99.48 99.49 -0.04 838 25,537 +7
Jun01 001208 99.54 99.55 99.53 99.55 -0.03 763 12,575 -585
Sep01 001208 99.52 99.52 99.50 99.52 -0.02 1,166 10,008 +192
Dec01 001208 99.42 99.43 99.42 99.43 -0.04 202 6,127 +335
Mar02 001208 99.39 99.39 99.39 99.39 -0.04 301 3,189 +50
Jun02 001208 99.34 99.35 99.34 99.35 -0.04 0 1,030 +0
Sep02 001208 99.24 99.24 99.24 99.24 -0.02 0 817 +0
Dec02 001208 99.08 99.08 99.08 99.08 -0.03 0 32 +0
Mar03 001208 99.05 99.05 99.05 99.05 unch      
Total Volume and Open Interest 3,873 74,834 +61
3-Mth Euro-Yen(SIMEX)
Dec00 001208 99.43 99.43 99.39 99.39 -0.03 4,558 91,915 -1,811
Mar01 001208 99.54 99.54 99.49 99.49 -0.04 6,815 97,914 +1,865
Jun01 001208 99.57 99.57 99.54 99.54 -0.03 7,966 85,655 -371
Sep01 001208 99.54 99.54 99.51 99.51 -0.02 6,146 66,633 +981
Dec01 001208 99.46 99.46 99.42 99.43 -0.02 4,545 29,662 +1,966
Mar02 001208 99.43 99.43 99.40 99.40 -0.02 1,604 15,812 +607
Jun02 001208 99.39 99.39 99.33 99.35 -0.03 1,406 8,191 +594
Sep02 001208 99.26 99.26 99.24 99.24 -0.03 0 5,888 -35
Total Volume and Open Interest 0 407,714 +621
German Euro-Bund(EUREX)
Dec00 001207 107.79 107.83 107.44 107.49 -0.17 712,728 359,408 -137,533
Mar01 001208 107.85 107.86 107.54 107.63 -0.17 785,228 604,667 +100,839
Jun01 001208 107.40 107.50 107.36 107.36 -0.18 2,895 4,192 -34
Total Volume and Open Interest 866,935 608,859 -258,603
German Euro-Bobl(EUREX)
Dec00 001207 105.48 105.66 105.31 105.36 -0.09 427,903 245,239 -51,341
Mar01 001208 105.16 105.20 104.86 104.91 -0.19 452,614 357,482 +107,831
Jun01 001208 104.98 105.03 104.82 104.85 -0.20 336 2,319 +327
Total Volume and Open Interest 529,549 359,801 -137,081
Long Gilt(LIFFE)
Dec00 001208 115~29 115~32 115~14 115~17 -0~09 2,745 9,709 -1,887
Mar01 001208 115~19 115~22 115~02 115~05 -0~09 24,052 76,906 -1,308
Total Volume and Open Interest 26,797 86,615 -3,195
3-Mth Short Sterling(LIFFE)
Dec00 001208 94.00 94.01 93.99 93.99 -0.01 22,914 153,680 +2,079
Mar01 001208 94.16 94.19 94.14 94.16 -0.01 29,852 199,567 -2,077
Jun01 001208 94.30 94.33 94.27 94.30 -0.01 21,643 155,422 +4,508
Total Volume and Open Interest 128,149 1,085,908 +210,058
3-Mth Euribor(LIFFE)
Dec00 001208 95.050 95.055 95.030 95.040 -0.005 66,574 270,600 -7,225
Mar01 001208 95.140 95.160 95.105 95.115 -0.025 95,152 316,618 +269
Jun01 001208 95.260 95.280 95.210 95.230 -0.025 74,390 243,053 +4,541
Total Volume and Open Interest 441,648 1,265,020 -240,543
3-Mth Aus T-Bills(SFE)
Dec00 001207 93.80 93.84 93.80 93.82 +0.02 15,219 147,664 +0
Mar01 001208 94.13 94.15 94.12 94.15 -0.02 32,176 195,678 +11,813
Jun01 001208 94.27 94.28 94.25 94.28 -0.03 7,963 50,995 +3,377
Sep01 001208 94.33 94.36 94.32 94.35 -0.04 2,310 25,825 +72
Dec01 001208 94.34 94.37 94.34 94.37 -0.02 842 14,319 -98
Mar02 001208 94.30 94.34 94.30 94.34 -0.02 234 9,670 -179
Jun02 001208 94.21 94.25 94.21 94.25 -0.02 111 6,079 +80
Sep02 001208 94.12 94.16 94.12 94.16 -0.01 0 5,417 +0
Dec02 001208 94.09 94.09 94.09 94.09 unch 444 2,576 +90
Mar03 001208 94.02 94.02 94.02 94.02 -0.01 65 1,322 +21
Total Volume and Open Interest 15,210 463,280 +15,196
10-Year Aus T-Bonds(SFE)
Dec00 001208 268.96 269.46 263.96 268.46 -1.00 16,830 181,082 +2,681
Mar01 001208 94.43 94.45 94.43 94.45 -0.01 2,104 4,881 +1,819
Total Volume and Open Interest 5,212 185,963 +4,500
3-Year Aus T-Bonds(SFE)
Dec00 001208 94.58 94.60 94.55 94.60 -0.01 69,008 547,933 +24,096
Mar01 001208 94.64 94.66 94.62 94.66 -0.02 14,928 26,883 +12,523
Total Volume and Open Interest 12,424 574,816 +36,619
Gold(CMX)
Dec00 001208 272.7 273.0 272.2 272.2 -1.0 81 358 -262
Feb01 001208 275.8 276.0 274.7 275.1 -1.0 19,388 72,495 -1,623
Apr01 001208 277.8 278.6 277.4 277.6 -1.0 813 6,991 +310
Jun01 001208 280.3 281.0 279.8 280.1 -1.0 256 12,021 +87
Aug01 001208 282.3 282.3 282.3 282.3 -1.0 2 3,233 +2
Oct01 001208 284.3 284.3 284.3 284.3 -1.0 0 693 +0
Total Volume and Open Interest 20,893 112,388 -1,559
Silver(CMX)
Dec00 001208 470.0 470.0 464.8 464.8 -7.6 141 739 -229
Mar01 001208 479.0 480.0 471.0 472.5 -7.8 6,358 56,871 +155
May01 001208 483.0 483.0 475.5 476.6 -8.0 13 2,246 +0
Jul01 001208 485.0 485.0 481.0 481.0 -8.0 15 3,645 +9
Sep01 001208 485.4 485.4 485.4 485.4 -8.0 0 3,085 +0
Total Volume and Open Interest 6,555 73,895 -64
Platinum(NYM)
Jan01 001208 610.0 612.0 602.0 607.9 -4.7 814 8,176 +146
Apr01 001208 595.0 598.9 595.0 598.9 -5.2 63 669 +37
Total Volume and Open Interest 877 8,855 +183
Palladium(NYME)
Dec00 001208 905.80 905.80 905.80 905.80 +4.80 1 10 -1
Mar01 001208 891.00 913.00 890.00 905.80 +5.80 138 1,650 -3
Jun01 001208 900.80 900.80 900.80 900.80 +5.80 0 136 +0
Total Volume and Open Interest 139 1,796 -4
Copper(CMX)
Dec00 001208 88.85 89.00 88.60 88.75 +0.90 978 5,674 -740
Mar01 001208 89.00 89.20 88.75 89.10 +1.00 8,596 32,876 -1,658
May01 001208 88.40 88.55 88.25 88.50 +0.95 200 3,876 +68
Jul01 001208 88.20 88.25 88.20 88.25 +0.95 277 4,766 -75
Sep01 001208 88.00 88.10 88.00 88.10 +0.90 63 2,339 +2
Total Volume and Open Interest 11,754 70,703 -1,759
DJIA Index(CBOT)
Dec00 001208 10650 10800 10490 10490 -91 9,071 15,271 -3,756
Mar01 001208 10790 10960 10600 10630 -93 16,031 9,229 +5,332
Jun01 001208 10974 10974 10767 10767 -93 0 10 +0
Sep01 001208 10903 10903 10903 10903 -93 0 1 +0
Total Volume and Open Interest 25,102 24,518 +1,576
S & P 500(CME)
Dec00 001208 1365.00 1385.00 1325.00 1337.70 +1.00 85,188 239,471 -44,874
Mar01 001208 1384.00 1404.00 1350.00 1357.50 +1.00 116,863 261,169 +47,722
Jun01 001208 1408.10 1408.20 1376.50 1376.50 +1.00 96 3,001 +47
Sep01 001208 1395.00 1395.00 1395.00 1395.00 +1.00 126 577 +50
Total Volume and Open Interest 216,005 504,677 +2,946
S & P 500 E-Mini(Globex)
Dec00 001208 1332.00 1384.25 1332.00 1337.75 +1.00 12,054 65,126 -13,788
Mar01 001208 1355.00 1406.50 1352.00 1357.50 +1.00 72,003 10,612 +8,572
Total Volume and Open Interest 84,057 75,738 -5,216
NASDAQ 100(CME)
Dec00 001208 2835.00 2922.00 2720.00 2760.00 +82.50 4,059 36,391 -5,481
Mar01 001208 2895.00 2975.00 2770.00 2807.50 +85.00 0 14,634 +7,013
Jun01 001208 2855.00 2965.00 2855.00 2855.00 +87.50 0 1 +0
Total Volume and Open Interest 4,059 51,026 +1,532
NASDAQ 100 E-Mini(GLOBEX)
Dec00 001208 2667.0 2924.0 2660.0 2760.0 +82.5 14,181 53,730 -1,541
Mar01 001208 2704.5 2990.0 2701.5 2807.5 +85.0 60,181 7,019 +6,154
Total Volume and Open Interest 74,362 60,749 +4,613
NYSE Composite(NYBOT)
Dec00 001208 650.00 656.90 639.00 639.45 -4.45 1,558 822 +822
Mar01 001208 660.00 668.00 648.00 648.20 -4.45 2,111 1,356 +1,356
Jun01 001208 656.95 656.95 656.95 656.95 -4.45 0 202 +202
Total Volume and Open Interest      
S & P Midcap 400(CME)
Dec00 001208 511.00 525.00 510.00 517.95 +14.00 1,641 13,730 -1,254
Mar01 001208 520.00 533.00 520.00 525.50 +14.00 2,337 5,168 +1,784
Jun01 001208 532.70 532.70 532.70 532.70 +14.00 0 1 +0
Total Volume and Open Interest 5,080 18,899 +530
Russell 2000(CME)
Dec00 001208 466.00 480.00 466.00 471.60 +9.00 2,839 12,127 -1,642
Mar01 001208 477.00 487.50 470.00 478.00 +9.00 2,519 4,929 +1,734
Jun01 001208 485.60 485.60 485.60 485.60 +9.00      
Total Volume and Open Interest 5,680 17,056 +92
Value Line(KCBT)
Dec00 001208 1100.00 1112.00 1080.00 1080.00 +3.00 32 182 -26
Total Volume and Open Interest 49 196 -27
Nikkei 225(CME)
Mar01 001208 15000 15000 14780 14810 +110 1,806 12,444 +460
Jun01 001208 14810 14900 14810 14810 +110 0 3 +0
Total Volume and Open Interest 3,265 24,775 -1,437
Nikkei 225(SIMEX)
Dec00 001207 14730 14820 14630 14660 -220 38,387 62,844 -10,129
Mar01 001208 14800 14820 14600 14765 +80 33,027 81,770 +15,805
Jun01 001208 14745 14745 14745 14745 +80 100 1,641 +100
Total Volume and Open Interest 67,257 84,506 -46,939
CAC 40(MATIF)
Dec00 001208 6005.0 6128.0 5990.0 6002.0 +8.5 43,472 328,965 -484
Jan01 001208 6057.0 6139.0 6027.5 6027.5 +7.5 194 1,512 +177
Feb01 001208 6133.5 6134.5 6049.0 6100.5 +46.0 36 63 -11
Total Volume and Open Interest 43,884 349,143 -435
DAX Index(EUREX)
Dec00 001208 6605.0 6754.0 6605.0 6682.0 +107.0 52,835 166,508 -3,342
Mar01 001208 6683.0 6827.0 6683.0 6762.0 +110.0 10,627 43,910 +20,991
Jun01 001208 6795.5 6890.5 6795.5 6827.5 +110.5 356 9,742 +294
Total Volume and Open Interest 63,818 207,956 +5,739
FT-SE 100(LIFFE)
Dec00 001208 6235.50 6355.00 6234.50 6297.50 +51.50 55,793 186,356 -17,606
Mar01 001208 6320.00 6398.00 6280.00 6344.00 +54.00 20,428 89,620 +13,003
Jun01 001208 6436.50 6436.50 6409.50 6409.50 +53.50 0 8,303 +0
Total Volume and Open Interest 76,221 284,279 -4,603
SPI 200(SFE)
Dec00 001208 3345.0 3346.0 3303.0 3319.0 -32.0 12,589 145,162 -18
Mar01 001208 3350.0 3350.0 3328.0 3344.0 -31.0 806 6,809 -170
Jun01 001208 3371.0 3371.0 3371.0 3371.0 -31.0 0 174 +0
Total Volume and Open Interest 13,395 152,158 -190
GSCI(CME)
Dec00 001208 248.50 249.75 244.40 248.25 -2.85 4,130 30,766 -3,018
Jan01 001208 245.90 245.90 243.50 245.30 -2.10 4,271 4,802 +3,955
Feb01 001208 237.05 237.05 237.05 237.05 -2.00 0 16 +0
Total Volume and Open Interest 8,401 35,584 +937
Bridge CRB Index(NYBOT)
Jan01 001208 227.75 229.25 227.50 229.25 +0.95 80 484 +6
Feb01 001208 225.75 226.55 225.75 226.55 +0.50 7 662 -1
Apr01 001208 223.85 223.85 223.85 223.85 +0.05 11 310 +5
Total Volume and Open Interest 228 1,456 +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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