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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 11, 2000
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan01 001211 509.00 512.50 507.25 511.00 -0.50 32,732 74,308 +243
Mar01 001211 516.00 520.00 515.00 519.00 unch 11,320 48,903 +1,947
May01 001211 522.00 525.00 520.50 524.00 unch 2,283 23,136 +256
Jul01 001211 526.50 530.00 526.00 528.50 -0.50 3,163 26,638 +185
Aug01 001211 528.00 529.50 527.50 529.00 +0.50 156 1,373 +60
Sep01 001211 524.00 526.00 524.00 524.50 -2.00 5 604 +0
Nov01 001211 526.75 529.00 525.50 525.50 -3.25 539 9,137 +68
Total Volume and Open Interest 50,209 184,138 +2,767
Soybean Meal(CBOT)
Dec00 001211 187.50 191.60 187.50 191.40 +2.30 3,807 6,344 -1,139
Jan01 001211 187.00 189.90 186.70 189.80 +1.70 12,436 47,114 -412
Mar01 001211 185.30 187.50 184.70 187.30 +1.40 7,147 40,255 +939
May01 001211 182.10 184.20 182.00 183.60 +0.40 1,545 18,714 -16
Jul01 001211 181.30 182.70 180.70 181.90 unch 1,730 11,865 +315
Aug01 001211 180.00 180.50 179.00 179.00 -1.00 16 3,329 +1
Sep01 001211 179.00 179.20 178.50 179.00 unch 11 1,889 -10
Oct01 001211 177.00 177.00 174.10 174.10 -1.90 1 811 +2
Total Volume and Open Interest 26,894 132,961 -163
Soybean Oil(CBOT)
Dec00 001211 14.90 14.97 14.81 14.81 -0.14 99 432 -501
Jan01 001211 15.10 15.19 15.02 15.03 -0.17 7,666 40,187 -1,337
Mar01 001211 15.50 15.59 15.41 15.44 -0.16 4,869 48,325 +615
May01 001211 15.95 15.98 15.85 15.85 -0.14 1,200 15,738 -23
Jul01 001211 16.35 16.39 16.26 16.27 -0.12 2,212 11,964 -311
Aug01 001211 16.37 16.37 16.37 16.37 -0.11 28 2,623 +21
Sep01 001211 16.60 16.60 16.47 16.47 -0.12 125 2,330 +23
Oct01 001211 16.85 16.85 16.75 16.75 -0.02 200 2,350 +23
Total Volume and Open Interest 16,654 130,594 -1,375
Canola(WCE)
Jan01 001211 270.0 270.3 269.3 269.6 -1.5 7,002 29,094 -1,651
Mar01 001211 276.5 276.5 275.2 275.3 -1.8 4,560 28,238 -202
May01 001211 281.4 281.5 280.6 281.2 -0.4 48 3,278 -9
Jul01 001211 286.5 287.0 286.2 286.6 -1.7 139 4,240 +127
Aug01 001211 285.5 285.5 285.5 285.5 unch 0 58 +0
Total Volume and Open Interest 11,774 66,651 -1,730
Corn(CBOT)
Dec00 001211 207.75 207.75 206.50 207.00 -2.25 2,980 6,733 -1,220
Jan01 001211 209.50 209.75 208.75 209.00 -1.75 634 2,908 +92
Mar01 001211 216.50 217.50 216.25 217.00 -1.75 43,043 244,567 -8,049
May01 001211 224.75 225.50 224.50 225.00 -1.75 2,941 59,583 +338
Jul01 001211 232.25 233.00 231.50 232.75 -2.00 2,242 58,763 +293
Sep01 001211 240.25 240.25 239.50 239.75 -1.75 198 7,007 +76
Total Volume and Open Interest 54,720 414,654 -8,023
Wheat(CBOT)
Dec00 001211 257.00 257.25 255.00 255.00 -2.50 280 885 -1,520
Mar01 001211 271.50 274.25 270.25 270.75 -2.75 19,004 96,954 +812
May01 001211 283.00 285.00 281.50 282.25 -2.00 1,624 9,857 +115
Jul01 001211 293.50 295.50 291.75 292.25 -2.50 1,289 22,329 +29
Sep01 001211 304.25 304.25 302.00 302.00 -1.25 51 1,115 +30
Total Volume and Open Interest 22,375 134,173 -611
Wheat(KCBT)
Dec00 001211 307.50 307.50 304.75 304.75 -2.25 408 298 -429
Mar01 001211 319.00 321.00 317.00 317.25 -3.00 13,047 53,340 -110
May01 001211 329.00 329.25 326.00 326.00 -2.75 1,151 5,082 +170
Jul01 001211 337.00 338.00 334.25 334.25 -2.75 1,767 9,502 +36
Sep01 001211 343.00 343.00 342.00 342.00 -3.00 23 358 +20
Total Volume and Open Interest 16,396 68,698 -314
Wheat(MGE)
Dec00 001211 314.00 314.00 314.00 314.00 unch 8 6 -8
Mar01 001211 323.00 324.50 322.00 322.25 -2.50 3,865 16,997 -63
May01 001211 332.00 333.00 330.00 330.50 -2.75 254 3,216 +66
Jul01 001211 339.50 340.00 337.50 337.75 -2.25 180 2,177 -40
Sep01 001211 345.50 345.50 345.50 345.50 -3.00 30 666 +0
Total Volume and Open Interest 4,337 23,269 -45
Oats(CBOT)
Dec00 001211 101.00 101.00 101.00 101.00 +0.50 14 70 +0
Mar01 001211 110.50 110.50 109.50 110.00 -0.50 569 10,768 +228
May01 001211 116.50 116.50 116.00 116.00 -0.75 24 1,225 +2
Jul01 001211 122.00 122.00 121.75 121.75 -0.75 1 852 +0
Total Volume and Open Interest 626 14,070 +242
Rough Rice(CBOT)
Jan01 001211 6.21 6.34 6.19 6.23 unch 429 3,125 -191
Mar01 001211 6.48 6.59 6.48 6.50 unch 379 1,655 +46
May01 001211 6.72 6.75 6.72 6.74 +0.02 65 581 +0
Jul01 001211 6.94 6.94 6.94 6.94 +0.01 0 558 +0
Total Volume and Open Interest 874 6,140 -145
Live Cattle(CME)
Dec00 001211 76.400 76.725 76.125 76.475 +0.050 4,699 14,586 -931
Feb01 001211 77.050 77.150 76.700 77.000 -0.050 7,899 66,229 -363
Apr01 001211 77.750 77.825 77.300 77.650 -0.025 3,046 28,942 +480
Jun01 001211 73.750 73.950 73.500 73.700 unch 961 9,854 -297
Aug01 001211 73.700 73.950 73.500 73.700 unch 443 9,688 +47
Oct01 001211 75.100 75.300 75.100 75.250 +0.100 215 2,232 +158
Total Volume and Open Interest 17,311 132,082 -870
Feeder Cattle(CME)
Jan01 001211 90.950 91.150 90.550 91.075 +0.225 775 8,554 +127
Mar01 001211 90.050 90.250 89.750 90.225 +0.050 569 5,004 +275
Apr01 001211 89.500 89.750 89.250 89.725 +0.125 177 1,867 +55
May01 001211 88.950 89.000 88.800 88.975 unch 69 1,841 +32
Aug01 001211 88.950 89.000 88.850 89.000 -0.125 85 902 +68
Sep01 001211 88.925 88.925 88.850 88.925 unch 1 201 +0
Oct01 001211 89.000 89.150 88.850 89.075 +0.150 16 97 +5
Total Volume and Open Interest 1,700 18,524 +568
Lean Hogs(CME)
Dec00 001211 57.500 57.900 57.250 57.725 +1.375 3,018 7,712 -226
Feb01 001211 59.450 59.925 59.050 59.175 +0.050 3,943 28,339 +369
Apr01 001211 58.600 58.950 58.250 58.525 +0.100 547 5,900 +73
Jun01 001211 64.200 64.425 63.550 64.000 -0.125 126 4,037 +43
Jul01 001211 61.950 62.300 61.750 61.875 -0.200 117 1,203 +69
Aug01 001211 60.000 60.000 59.500 59.825 -0.100 57 588 +27
Oct01 001211 51.750 51.900 51.600 51.800 -0.175 30 1,054 +15
Dec01 001211 48.600 48.900 48.550 48.650 -0.225 119 995 +42
Total Volume and Open Interest 7,957 49,858 +412
Pork Bellies(CME)
Feb01 001211 70.500 71.400 68.200 69.350 +0.350 994 2,088 -66
Mar01 001211 70.250 71.200 68.400 69.300 +0.350 59 139 +7
May01 001211 71.900 71.900 69.600 69.950 +1.050 12 131 -1
Jul01 001211 72.500 73.100 70.800 71.075 +0.775 8 60 +1
Aug01 001211 72.500 72.500 71.000 71.300 +1.800 5 27 +4
Total Volume and Open Interest 1,078 2,445 -55
Cocoa(NYBOT)
Dec00 001211 709 709 696 696 -12 2 11 -10
Mar01 001211 727 729 718 719 -14 1,006 47,841 +136
May01 001211 748 750 740 741 -12 171 18,254 +88
Jul01 001211 771 771 762 763 -12 126 14,782 +80
Sep01 001211 784 784 784 784 -12 105 11,603 -9
Dec01 001211 822 822 814 814 -12 13 13,045 +0
Mar02 001211 844 844 844 844 -14 71 11,752 +8
Total Volume and Open Interest 1,648 138,148 +296
Coffee "C"(NYBOT)
Dec00 001211 64.80 65.00 64.10 64.10 +0.45 34 579 -21
Mar01 001211 69.00 69.60 68.00 68.35 +0.35 6,091 31,184 +516
May01 001211 71.80 72.60 71.20 71.40 +0.35 1,087 6,181 +852
Jul01 001211 74.75 75.80 74.30 74.40 +0.30 364 2,790 +136
Sep01 001211 77.90 78.35 77.40 77.40 +0.30 123 2,661 +49
Dec01 001211 82.15 82.90 81.70 81.70 +0.35 70 1,924 +20
Total Volume and Open Interest 7,806 45,366 +1,578
Orange Juice(NYBOT)
Jan01 001211 85.00 85.20 83.70 84.20 -0.30 2,252 15,614 -993
Mar01 001211 88.70 88.90 87.30 88.30 -0.05 2,019 12,627 +867
May01 001211 91.25 91.25 90.00 90.70 -0.30 291 2,128 +116
Jul01 001211 93.25 93.25 92.45 92.80 -0.50 119 744 -38
Sep01 001211 95.50 95.50 95.50 95.50 +0.20 1 326 +0
Total Volume and Open Interest 4,681 31,887 -48
Sugar #11(NYBOT)
Mar01 001211 9.83 9.92 9.61 9.70 -0.05 4,528 69,856 -759
May01 001211 9.38 9.41 9.19 9.25 -0.04 575 18,370 +37
Jul01 001211 8.78 8.82 8.63 8.68 -0.03 215 23,323 +76
Oct01 001211 8.38 8.40 8.25 8.26 -0.03 451 20,366 -64
Mar02 001211 8.25 8.29 8.15 8.16 -0.03 322 8,742 +89
Total Volume and Open Interest 6,162 143,173 -621
London Cocoa(LCE)
Dec00 001211 550 550 537 538 -14 2,346 17,041 -930
Mar01 001211 564 564 553 555 -10 4,276 59,982 +372
May01 001211 575 575 567 567 -10 414 32,006 +146
Jul01 001211 589 589 581 581 -9 681 15,193 +286
Sep01 001211 604 604 594 595 -10 88 21,748 +16
Dec01 001211 622 623 619 619 -10 901 9,196 +173
Mar02 001211 650 650 640 641 -11 481 17,811 +287
Total Volume and Open Interest 9,953 192,409 +905
London Coffee(LCE)
Jan01 001211 596.00 608.00 586.00 600.00 +4.00 2,579 24,470 +258
Mar01 001211 615.00 630.00 607.00 622.00 +8.00 2,155 19,105 +214
May01 001211 650.00 652.00 629.00 646.00 +7.00 540 7,828 +144
Jul01 001211 650.00 675.00 648.00 669.00 +8.00 411 3,525 +185
Sep01 001211 680.00 691.00 667.00 691.00 +5.00 137 1,965 +57
Nov01 001211 715.00 718.00 715.00 715.00 +7.00 81 3,777 +20
Total Volume and Open Interest 5,946 61,114 +908
London Sugar(LCE)
Dec00 001115 225.50 233.60 224.60 225.00 -0.30 902 2,074 -764
Mar01 001211 244.20 246.50 242.00 243.10 -1.90 409 23,234 +88
May01 001211 241.40 243.00 239.30 239.50 -2.00 30 4,565 -3
Aug01 001211 235.00 238.00 235.00 235.80 -1.00 6 6,893 +1
Oct01 001211 230.10 231.00 228.50 228.50 -0.50 2 2,486 +0
Total Volume and Open Interest 449 38,492 +88
Cotton(NYBOT)
Mar01 001211 67.15 67.50 67.01 67.42 +0.29 4,058 34,732 -217
May01 001211 68.80 69.10 68.65 69.09 +0.29 1,704 13,112 +673
Jul01 001211 69.85 70.10 69.70 70.00 +0.13 468 7,178 +81
Oct01 001211 66.50 66.90 66.40 66.40 -0.10 3 791 +3
Dec01 001211 65.83 66.10 65.55 65.57 -0.23 183 6,849 +60
Mar02 001211 66.80 66.80 66.75 66.75 -0.05 2 93 +2
Total Volume and Open Interest 13,922 62,887 +605
Lumber(CME)
Jan01 001211 222.0 222.0 218.6 220.3 -2.5 505 2,159 -150
Mar01 001211 233.6 233.6 230.0 231.0 -2.3 382 1,415 +92
May01 001211 239.9 240.0 236.0 237.3 -2.0 200 659 +62
Jul01 001211 244.3 246.6 244.2 244.2 -1.1 37 169 +19
Total Volume and Open Interest 1,124 4,446 +23
Crude Oil(NYM)
Jan01 001211 29.00 29.55 28.75 29.50 +1.06 80,715 93,595 -10,445
Feb01 001211 28.60 29.10 28.37 29.04 +0.95 47,392 67,130 +4,313
Mar01 001211 28.20 28.60 28.02 28.57 +0.82 19,022 35,812 +1,419
Apr01 001211 28.00 28.18 27.80 28.16 +0.72 6,351 25,905 -105
May01 001211 27.75 28.00 27.45 27.77 +0.63 3,898 16,916 +104
Jun01 001211 27.28 27.44 27.15 27.44 +0.56 8,575 29,964 +220
Jul01 001211 27.00 27.14 26.90 27.14 +0.54 1,274 12,023 +347
Aug01 001211 26.70 26.86 26.45 26.86 +0.52 1,913 10,846 +317
Sep01 001211 26.55 26.60 26.55 26.60 +0.51 1,017 11,774 -142
Oct01 001211 26.00 26.35 26.00 26.35 +0.50 307 8,611 -67
Total Volume and Open Interest 173,594 459,347 -3,583
Heating Oil(NYM)
Jan01 001211 96.75 99.10 96.30 98.27 +3.85 34,372 49,917 -1,899
Feb01 001211 92.50 94.70 92.00 94.62 +3.83 16,526 32,752 +2,428
Mar01 001211 86.00 87.37 85.30 87.37 +3.18 7,165 18,816 +1,450
Apr01 001211 78.80 80.37 78.80 80.37 +2.58 3,818 10,744 +323
May01 001211 74.70 75.67 74.70 75.67 +2.43 1,865 6,567 +252
Jun01 001211 73.10 73.77 73.00 73.77 +2.28 374 6,002 +99
Jul01 001211 72.30 73.50 72.30 72.92 +2.23 109 3,572 +101
Aug01 001211 72.10 73.40 72.10 72.67 +2.18 326 3,779 +10
Sep01 001211 72.60 73.17 72.35 73.17 +2.18 465 2,293 +48
Oct01 001211 73.34 73.62 73.30 73.62 +2.18 29 1,341 +1
Total Volume and Open Interest 65,529 143,791 +3,108
Unleaded Gas(NYM)
Jan01 001211 74.75 76.80 74.70 76.54 +2.88 14,112 27,167 -1,652
Feb01 001211 75.50 77.70 75.50 77.40 +2.97 6,330 12,668 -130
Mar01 001211 76.30 78.05 76.30 78.05 +2.85 3,194 9,609 +1
Apr01 001211 82.25 83.50 82.00 83.50 +2.75 3,246 10,730 +1,527
May01 001211 82.50 83.25 82.20 83.10 +2.65 1,916 8,616 +379
Jun01 001211 80.50 82.35 80.50 82.35 +2.55 1,041 5,089 +332
Jul01 001211 81.10 81.10 81.10 81.10 +2.55 358 2,607 +58
Aug01 001211 79.30 79.30 79.30 79.30 +2.65 1,133 6,358 +666
Total Volume and Open Interest 32,136 86,517 +1,550
Natural Gas(NYM)
Jan01 001211 9.600 9.650 9.200 9.413 +0.829 20,167 50,761 +533
Feb01 001211 9.250 9.300 8.900 9.114 +0.848 10,104 34,593 +1,937
Mar01 001211 8.120 8.250 7.980 8.184 +0.898 6,016 36,575 +571
Apr01 001211 6.200 6.270 5.850 5.940 +0.274 5,330 23,737 +150
May01 001211 5.300 5.350 5.100 5.270 +0.174 2,145 20,932 -393
Jun01 001211 5.100 5.225 5.100 5.225 +0.179 1,665 15,679 -1,083
Jul01 001211 5.150 5.205 5.050 5.205 +0.179 398 11,689 +68
Aug01 001211 5.070 5.200 5.050 5.185 +0.179 365 13,918 +34
Total Volume and Open Interest 50,489 386,607 +2,344
Brent Crude Oil(IPE)
Jan01 001211 26.98 27.55 26.77 27.54 +0.98 22,888 28,418 -5,598
Feb01 001211 27.05 27.54 26.83 27.46 +0.81 32,706 74,814 +2,263
Mar01 001211 26.65 27.25 26.57 27.23 +0.73 18,704 57,808 +925
Apr01 001211 26.28 26.87 26.22 26.87 +0.67 6,922 36,461 +2,024
May01 001211 26.15 26.55 25.90 26.55 +0.62 4,165 11,182 +1,008
Jun01 001211 25.75 26.26 25.62 26.26 +0.60 3,774 18,460 -146
Jul01 001211 25.60 25.99 25.60 25.99 +0.59 949 10,740 +273
Aug01 001211 25.36 25.73 25.36 25.73 +0.59 225 10,428 +75
Total Volume and Open Interest 91,173 294,577 +1,388
Gas Oil(IPE)
Dec00 001211 263.00 267.50 259.50 260.00 unch 10,431 12,886 -2,130
Jan01 001211 260.00 263.75 257.50 259.25 +2.25 16,645 30,356 +352
Feb01 001211 253.50 256.00 250.00 252.25 +2.25 4,408 13,150 +883
Mar01 001211 243.25 246.75 240.50 243.50 +4.50 1,279 9,408 +241
Apr01 001211 233.50 237.75 233.50 234.75 +3.25 592 6,152 +378
May01 001211 228.00 230.75 227.75 227.75 +3.25 84 1,943 -40
Jun01 001211 221.00 225.25 219.25 223.50 +4.25 2,342 14,109 +1,495
Jul01 001211 222.25 222.50 222.25 222.50 +4.00 0 4,324 +0
Total Volume and Open Interest 36,031 101,277 +1,379
US Dollar Index(NYBOT)
Dec00 001211 113.99 114.41 113.68 114.23 +0.26 1,074 3,368 -113
Mar01 001211 113.78 114.23 113.48 114.06 +0.32 2,242 7,106 +300
Jun01 001211 113.30 113.89 113.30 113.89 +0.38 2,242 7,106 +300
Total Volume and Open Interest 2,242 7,106 +300
Australian Dollar(IMM)
Dec00 001211 54.16 54.25 53.96 54.15 -0.43 2,714 18,628 -368
Mar01 001211 54.25 54.30 54.00 54.20 -0.44 1,246 9,473 +496
Jun01 001211 54.20 54.25 54.02 54.25 -0.45 0 16 +0
Total Volume and Open Interest 3,960 28,129 +128
British Pound(IMM)
Dec00 001211 145.58 145.80 145.34 145.76 +1.20 7,640 27,734 -3,227
Mar01 001211 145.80 146.04 145.56 146.00 +1.20 4,778 11,933 +2,897
Jun01 001211 146.26 146.26 146.26 146.26 +1.20 0 2 +0
Total Volume and Open Interest 12,432 39,678 -321
Canadian Dollar(IMM)
Dec00 001211 65.82 65.98 65.60 65.62 -0.15 17,867 43,333 -8,049
Mar01 001211 65.92 66.13 65.72 65.75 -0.15 10,500 21,846 +8,200
Jun01 001211 66.10 66.20 65.85 65.86 -0.15 141 3,451 +99
Sep01 001211 66.22 66.24 65.96 65.96 -0.15 22 1,182 +12
Total Volume and Open Interest 28,563 70,339 +272
Japanese Yen(IMM)
Dec00 001211 90.46 90.60 90.14 90.43 +0.47 18,975 65,335 -9,830
Mar01 001211 91.71 91.90 91.45 91.74 +0.50 17,077 25,806 +12,523
Jun01 001211 92.95 93.03 92.95 93.03 +0.52 13 38 +0
Total Volume and Open Interest 36,066 91,334 +2,692
Swiss Franc(IMM)
Dec00 001211 58.35 58.49 58.14 58.44 -0.03 8,012 43,090 -1,081
Mar01 001211 58.84 58.95 58.59 58.89 -0.03 5,797 15,051 +2,825
Jun01 001211 59.29 59.29 59.29 59.29 -0.03 3 19 +1
Total Volume and Open Interest 13,812 58,161 +1,745
EuroFX(IMM)
Dec00 001211 88.05 88.12 87.58 87.75 -0.59 15,567 71,929 -6,143
Mar01 001211 88.38 88.47 87.93 88.10 -0.59 7,722 21,532 +5,280
Jun01 001211 88.80 88.80 88.35 88.40 -0.59 7 193 +29
Total Volume and Open Interest 23,297 94,049 -828
Mexican Peso(IMM)
Dec00 001211 10580.0 10585.0 10555.0 10565.0 -33.0 2,894 13,741 -861
Mar01 001211 10350.0 10350.0 10270.0 10295.0 -28.0 4,396 12,846 +4,063
Total Volume and Open Interest 7,300 31,315 +3,263
30-Year T-Bonds(CBOT)
Dec00 001211 103~03 103~13 103~01 103~08 -0~02 11,489 50,649 -10,550
Mar01 001211 103~10 103~17 103~02 103~10 -0~02 194,401 395,543 +4,498
Jun01 001211 103~14 103~14 103~01 103~08 -0~02 111 1,101 -28
Total Volume and Open Interest 206,004 447,597 -6,079
Municipal Bonds(CBOT)
Dec00 001211 101~28 102~04 101~22 102~01 +0~06 2,033 11,565 -622
Mar01 001211 101~12 101~20 101~09 101~18 +0~04 2,061 7,414 +69
Total Volume and Open Interest 4,094 18,979 -553
10-Year T-Notes(CBOT)
Dec00 001211 103~060 103~085 103~010 103~050 -0~035 8,714 14,301 -8,923
Mar01 001211 103~150 103~150 103~065 103~115 -0~035 189,120 484,087 +22,776
Total Volume and Open Interest 198,006 500,679 +13,939
5-Year T-Notes(CBOT)
Dec00 001211 102~085 102~105 102~085 102~095 -0~025 10,112 58,511 -8,335
Mar01 001211 102~105 102~120 102~075 102~105 -0~025 85,446 332,663 +8,339
Jun01 001211 102~215 102~215 102~215 102~215 -0~025 0 5 +0
Total Volume and Open Interest 95,558 391,179 +4
2 Year T-Notes(CBOT)
Dec00 001211 100~093 100~093 100~093 100~093 -0~007 280 707 -282
Mar01 001211 101~008 101~008 101~003 101~005 -0~007 5,662 75,146 -105
Total Volume and Open Interest 5,942 75,853 -387
3-Mth T-Bills(IMM)
Mar01 001211 94.36 94.36 94.34 94.34 unch 3 1,567 +2
Total Volume and Open Interest 21 2,737 +22
Eurodollars(IMM)
Dec00 001211 93.412 93.415 93.400 93.412 -0.007 64,100 457,706 -3,068
Mar01 001211 93.790 93.795 93.770 93.780 -0.030 146,914 565,571 +10,683
Jun01 001211 93.980 93.995 93.970 93.985 -0.025 130,959 420,107 -1,981
Sep01 001211 94.085 94.090 94.070 94.085 -0.025 123,422 464,395 -206
Dec01 001211 94.030 94.030 94.010 94.020 -0.030 43,526 305,599 +5,257
Mar02 001211 94.085 94.095 94.070 94.080 -0.035 33,424 241,807 -1,543
Jun02 001211 94.045 94.055 94.025 94.035 -0.035 20,894 168,779 +5,077
Sep02 001211 94.005 94.005 93.975 93.990 -0.030 15,026 122,995 +674
Dec02 001211 93.900 93.900 93.870 93.880 -0.030 7,527 95,409 +320
Mar03 001211 93.930 93.930 93.900 93.915 -0.025 8,105 81,601 -285
Jun03 001211 93.895 93.895 93.870 93.885 -0.020 7,295 63,682 -803
Sep03 001211 93.870 93.875 93.845 93.855 -0.015 8,226 61,474 +570
Total Volume and Open Interest 653,535 3,466,688 +15,840
3-Mth Euro-Yen(IMM)
Dec00 001211 99.38 99.38 99.37 99.38 unch 10,180 21,514 +5,995
Mar01 001211 99.49 99.49 99.48 99.49 unch 3,610 26,267 +730
Jun01 001211 99.53 99.54 99.53 99.54 -0.01 1,989 11,333 -1,242
Sep01 001211 99.50 99.50 99.50 99.50 -0.02 1,034 10,877 +869
Dec01 001211 99.41 99.41 99.41 99.41 -0.02 6 6,131 +4
Mar02 001211 99.39 99.39 99.39 99.39 unch 216 3,189 +0
Jun02 001211 99.35 99.35 99.35 99.35 unch 1 1,031 +1
Sep02 001211 99.24 99.24 99.24 99.24 unch 50 867 +50
Dec02 001211 99.08 99.08 99.08 99.08 unch 0 32 +0
Mar03 001211 99.05 99.05 99.05 99.05 unch      
Total Volume and Open Interest 17,086 81,241 +6,407
3-Mth Euro-Yen(SIMEX)
Dec00 001211 99.37 99.38 99.36 99.38 -0.01 9,587 91,915 +0
Mar01 001211 99.49 99.50 99.47 99.49 unch 9,089 97,914 +0
Jun01 001211 99.54 99.54 99.51 99.54 unch 4,677 85,655 +0
Sep01 001211 99.51 99.51 99.48 99.50 -0.01 2,990 66,633 +0
Dec01 001211 99.42 99.42 99.39 99.41 -0.01 1,960 29,662 +0
Mar02 001211 99.39 99.39 99.36 99.39 -0.01 2,565 15,812 +0
Jun02 001211 99.35 99.35 99.32 99.33 -0.01 948 8,191 +0
Sep02 001211 99.21 99.22 99.20 99.22 -0.02 400 5,888 +0
Total Volume and Open Interest 0 410,889 +3,175
German Euro-Bund(EUREX)
Dec00 001207 107.79 107.83 107.44 107.49 -0.17 712,728 359,408 -137,533
Mar01 001211 107.59 107.67 107.38 107.63 unch 576,423 689,636 +84,969
Jun01 001211 107.25 107.37 107.25 107.37 +0.01 2,698 5,587 +1,395
Total Volume and Open Interest 579,121 695,223 +86,364
German Euro-Bobl(EUREX)
Dec00 001207 105.48 105.66 105.31 105.36 -0.09 427,903 245,239 -51,341
Mar01 001211 104.88 104.88 104.72 104.82 -0.09 297,916 380,508 +23,026
Jun01 001211 104.55 104.74 104.55 104.74 -0.11 721 2,404 +85
Total Volume and Open Interest 298,637 382,912 +23,111
Long Gilt(LIFFE)
Dec00 001211 115~16 115~18 115~13 115~18 +0~01 3,439 8,077 -1,632
Mar01 001211 115~06 115~07 114~31 115~07 +0~01 20,494 77,014 +108
Total Volume and Open Interest 23,933 85,091 -1,524
3-Mth Short Sterling(LIFFE)
Dec00 001211 94.00 94.00 93.99 94.00 +0.01 5,883 152,725 -955
Mar01 001211 94.18 94.19 94.15 94.18 +0.02 15,992 195,679 -3,888
Jun01 001211 94.31 94.34 94.29 94.33 +0.03 14,678 155,599 +177
Total Volume and Open Interest 92,674 893,777 -192,131
3-Mth Euribor(LIFFE)
Dec00 001211 95.030 95.040 95.025 95.035 -0.005 26,972 268,388 -2,212
Mar01 001211 95.110 95.110 95.085 95.100 -0.015 46,747 311,448 -5,170
Jun01 001211 95.225 95.225 95.190 95.205 -0.025 37,050 246,379 +3,326
Total Volume and Open Interest 245,642 1,502,900 +237,880
3-Mth Aus T-Bills(SFE)
Dec00 001207 93.80 93.84 93.80 93.82 +0.02 15,219 147,664 +0
Mar01 001211 94.10 94.11 94.07 94.09 -0.06 10,138 195,678 +0
Jun01 001211 94.24 94.24 94.21 94.23 -0.05 3,746 50,995 +0
Sep01 001211 94.30 94.31 94.29 94.31 -0.04 1,582 25,825 +0
Dec01 001211 94.31 94.32 94.30 94.32 -0.05 375 14,319 +0
Mar02 001211 94.26 94.29 94.26 94.29 -0.05 210 9,670 +0
Jun02 001211 94.19 94.20 94.19 94.20 -0.05 75 6,079 +0
Sep02 001211 94.11 94.11 94.11 94.11 -0.05 403 5,417 +0
Dec02 001211 94.03 94.04 94.03 94.04 -0.05 535 2,576 +0
Mar03 001211 93.97 93.97 93.97 93.97 -0.05 461 1,322 +0
Total Volume and Open Interest 17,980 293,194 -170,086
10-Year Aus T-Bonds(SFE)
Dec00 001211 94.39 94.40 94.36 94.36 -174.09 1,807 183,944 +2,862
Mar01 001211 94.40 94.42 94.38 94.39 -0.06 3,029 7,690 +2,809
Total Volume and Open Interest 2,015 191,634 +5,671
3-Year Aus T-Bonds(SFE)
Dec00 001211 94.56 94.58 94.53 94.55 -0.05 3,812 547,933 +0
Mar01 001211 94.61 94.63 94.60 94.62 -0.04 810 26,883 +0
Total Volume and Open Interest 4,622 579,158 +4,342
Gold(CMX)
Dec00 001211 270.7 270.7 269.2 270.2 -2.0 36 296 -62
Feb01 001211 274.7 274.7 272.3 273.1 -2.0 12,355 71,413 -1,082
Apr01 001211 276.5 276.9 275.0 275.6 -2.0 280 7,094 +103
Jun01 001211 280.0 280.0 277.5 278.1 -2.0 227 12,180 +159
Aug01 001211 280.3 280.3 280.3 280.3 -2.0 1 3,232 -1
Oct01 001211 282.3 282.3 282.3 282.3 -2.0 0 693 +0
Total Volume and Open Interest 12,937 111,542 -846
Silver(CMX)
Dec00 001211 465.5 466.5 465.5 465.6 +0.8 14 723 -16
Mar01 001211 473.5 474.0 471.5 473.3 +0.8 7,347 57,445 +574
May01 001211 477.5 477.5 476.0 477.4 +0.8 276 2,224 -22
Jul01 001211 480.0 481.8 480.0 481.8 +0.8 121 3,717 +72
Sep01 001211 486.2 486.2 486.2 486.2 +0.8 0 3,085 +0
Total Volume and Open Interest 7,929 74,626 +731
Platinum(NYM)
Jan01 001211 610.5 617.0 609.0 614.1 +6.2 585 7,960 -216
Apr01 001211 602.8 608.0 602.8 605.1 +6.2 85 703 +34
Total Volume and Open Interest 670 8,673 -182
Palladium(NYME)
Dec00 001211 919.05 919.05 919.05 919.05 +13.25 1 10 +0
Mar01 001211 915.00 923.50 915.00 919.05 +13.25 109 1,697 +47
Jun01 001211 914.05 914.05 914.05 914.05 +13.25 0 136 +0
Total Volume and Open Interest 109 1,843 +47
Copper(CMX)
Dec00 001211 89.20 89.90 88.90 88.95 +0.20 1,436 5,440 -234
Mar01 001211 89.45 90.10 89.10 89.15 +0.05 8,214 32,444 -432
May01 001211 88.90 89.00 88.65 88.65 +0.15 184 3,811 -65
Jul01 001211 88.65 89.10 88.45 88.45 +0.20 210 4,813 +47
Sep01 001211 88.80 88.80 88.30 88.30 +0.20 45 2,328 -11
Total Volume and Open Interest 12,290 71,296 +593
DJIA Index(CBOT)
Dec00 001211 10680 10805 10665 10735 +245 2,277 14,769 -502
Mar01 001211 10835 10945 10800 10875 +245 13,262 10,204 +975
Jun01 001211 11012 11012 11012 11012 +245 3 13 +3
Sep01 001211 11148 11148 11148 11148 +245 0 1 +0
Total Volume and Open Interest 15,542 24,994 +476
S & P 500(CME)
Dec00 001211 1366.00 1392.00 1363.00 1382.50 +44.80 5,647 213,143 -26,328
Mar01 001211 1388.00 1412.50 1384.00 1403.00 +45.50 120,943 308,677 +47,508
Jun01 001211 1408.20 1428.50 1408.20 1422.30 +45.80 202 3,396 +395
Sep01 001211 1442.10 1447.00 1442.10 1442.10 +47.10 28 639 +62
Total Volume and Open Interest 126,851 526,315 +21,638
S & P 500 E-Mini(Globex)
Dec00 001211 1368.50 1392.00 1362.50 1382.50 +44.75 6,007 62,959 -2,167
Mar01 001211 1386.50 1412.25 1381.25 1403.00 +45.50 90,260 16,708 +6,096
Total Volume and Open Interest 96,267 79,667 +3,929
NASDAQ 100(CME)
Dec00 001211 2900.00 2990.00 2860.00 2981.50 +221.50 2,815 32,803 -3,588
Mar01 001211 2940.00 3048.00 2900.00 3032.50 +225.00 0 20,180 +5,546
Jun01 001211 3080.00 3083.50 3080.00 3083.50 +228.50 0 1 +0
Total Volume and Open Interest 2,815 52,984 +1,958
NASDAQ 100 E-Mini(GLOBEX)
Dec00 001211 2855.0 2995.0 2848.0 2981.5 +221.5 4,182 52,560 -1,170
Mar01 001211 2902.5 3048.0 2892.0 3032.5 +225.0 78,071 12,105 +5,086
Total Volume and Open Interest 82,253 12,105 -48,644
NYSE Composite(NYBOT)
Dec00 001211 652.00 666.75 652.00 658.50 +19.05 1,558 822 +0
Mar01 001211 661.00 670.00 661.00 667.25 +19.05 2,111 1,356 +0
Jun01 001211 676.00 676.00 676.00 676.00 +19.05 0 202 +0
Total Volume and Open Interest      
S & P Midcap 400(CME)
Dec00 001211 525.00 536.00 524.00 534.20 +16.25 449 12,944 -786
Mar01 001211 536.00 544.50 532.50 542.25 +16.75 1,195 6,822 +1,654
Jun01 001211 549.45 549.45 549.45 549.45 +16.75 0 1 +0
Total Volume and Open Interest 1,644 19,767 +868
Russell 2000(CME)
Dec00 001211 478.00 488.20 478.00 488.20 +16.60 401 10,849 -1,278
Mar01 001211 487.00 496.00 486.00 494.75 +16.75 1,617 6,909 +1,980
Jun01 001211 502.35 502.60 502.35 502.35 +16.75      
Total Volume and Open Interest 2,018 17,758 +702
Value Line(KCBT)
Dec00 001211 1102.00 1129.00 1100.00 1129.00 +49.00 76 185 +3
Total Volume and Open Interest 175 257 +61
Nikkei 225(CME)
Mar01 001211 15110 15190 15080 15120 +310 1,316 12,888 +444
Jun01 001211 15110 15110 15110 15110 +300 0 3 +0
Total Volume and Open Interest 1,343 23,882 -893
Nikkei 225(SIMEX)
Dec00 001207 14730 14820 14630 14660 -220 38,387 62,844 -10,129
Mar01 001211 14900 15130 14830 15105 +340 10,314 83,693 +1,923
Jun01 001211 15085 15085 15085 15085 +340 0 1,641 +0
Total Volume and Open Interest 33,127 86,429 +1,923
CAC 40(MATIF)
Dec00 001211 6040.5 6117.0 6027.0 6100.0 +98.0 71,603 346,314 +17,349
Jan01 001211 6115.0 6133.0 6106.0 6132.5 +105.0 3,410 4,746 +3,234
Feb01 001211 6084.5 6145.5 6083.5 6145.5 +45.0 15 74 +11
Total Volume and Open Interest 79,543 374,125 +24,982
DAX Index(EUREX)
Dec00 001211 6749.0 6810.5 6731.5 6790.0 +108.0 49,604 166,508 +0
Mar01 001211 6830.0 6888.5 6817.0 6869.5 +107.5 17,752 43,910 +0
Jun01 001211 6904.0 6952.5 6904.0 6938.0 +110.5 203 9,742 +0
Total Volume and Open Interest 67,559 220,160 +12,204
FT-SE 100(LIFFE)
Dec00 001211 6325.00 6383.00 6307.00 6368.00 +70.50 57,190 165,753 -20,603
Mar01 001211 6400.00 6428.00 6358.00 6414.50 +70.50 30,625 101,018 +11,398
Jun01 001211 6476.50 6479.50 6470.50 6479.50 +70.00 1,000 8,303 +0
Total Volume and Open Interest 88,815 275,074 -9,205
SPI 200(SFE)
Dec00 001211 3328.0 3351.0 3325.0 3345.0 +26.0 12,382 0 -145,162
Mar01 001211 3358.0 3375.0 3353.0 3371.0 +27.0 280 0 -6,809
Jun01 001211 3398.0 3398.0 3398.0 3398.0 +27.0      
Total Volume and Open Interest 12,662 160,558 +8,400
GSCI(CME)
Dec00 001211 256.10 257.40 253.70 257.30 +9.05 5,715 25,669 -5,097
Jan01 001211 252.50 253.90 251.00 253.70 +8.40 5,599 10,231 +5,429
Feb01 001211 244.00 244.00 244.00 244.00 +6.95 0 16 +0
Total Volume and Open Interest 11,314 35,916 +332
Bridge CRB Index(NYBOT)
Jan01 001211 230.80 231.50 230.10 230.25 +1.00 97 455 -29
Feb01 001211 228.00 228.25 227.40 227.50 +0.95 14 661 -1
Apr01 001211 224.95 224.95 224.95 224.95 +1.10 11 310 +0
Total Volume and Open Interest 261 1,426 -30
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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