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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 14, 2000
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan01 001214 510.00 511.00 503.50 504.25 -2.25 25,001 70,046 -2,172
Mar01 001214 520.00 520.50 513.00 513.75 -2.50 10,130 52,993 +1,688
May01 001214 525.50 525.50 519.00 520.25 -1.75 3,303 23,431 +742
Jul01 001214 530.00 531.00 524.75 525.25 -2.25 5,480 27,990 +235
Aug01 001214 530.00 530.00 524.50 524.75 -1.75 306 1,429 +3
Sep01 001214 523.50 524.50 521.50 521.50 -0.50 6 576 +1
Nov01 001214 526.50 526.50 522.00 522.25 -0.50 869 10,263 +400
Total Volume and Open Interest 45,121 186,793 +918
Soybean Meal(CBOT)
Dec00 001214 196.00 196.20 190.50 190.50 -3.90 3,749 946 -1,869
Jan01 001214 191.30 192.10 187.70 189.30 -0.40 13,842 44,771 -1,318
Mar01 001214 187.50 188.20 185.00 185.90 -0.30 5,747 42,664 +855
May01 001214 184.00 184.00 181.30 182.30 -0.20 2,210 19,800 +563
Jul01 001214 182.30 182.30 180.00 180.90 +0.20 2,453 12,102 +121
Aug01 001214 180.50 180.80 178.00 178.20 unch 537 3,631 +177
Sep01 001214 179.00 179.70 178.00 178.10 +0.10 75 1,825 -61
Oct01 001214 177.00 177.00 174.10 174.10 -0.50 27 841 -6
Total Volume and Open Interest 29,095 129,630 -1,279
Soybean Oil(CBOT)
Dec00 001214 14.82 14.82 14.67 14.74 -0.01 870 827 +478
Jan01 001214 15.00 15.05 14.83 14.98 +0.04 5,874 38,947 +721
Mar01 001214 15.40 15.45 15.23 15.37 +0.02 3,197 50,688 +818
May01 001214 15.82 15.87 15.67 15.77 -0.01 1,778 15,791 +199
Jul01 001214 16.23 16.28 16.05 16.19 +0.01 1,228 13,136 +448
Aug01 001214 16.43 16.43 16.23 16.33 +0.04 136 2,831 +91
Sep01 001214 16.48 16.55 16.42 16.46 -0.05 10 2,344 +10
Oct01 001214 16.83 16.83 16.80 16.80 +0.07 465 2,653 +300
Total Volume and Open Interest 13,902 134,123 +3,107
Canola(WCE)
Jan01 001214 271.5 271.5 270.1 271.2 +0.8 4,235 28,365 +1,373
Mar01 001214 276.5 277.1 275.9 277.1 +0.7 3,328 28,772 +815
May01 001214 282.0 282.6 281.7 282.0 unch 163 3,439 +47
Jul01 001214 287.5 288.2 287.3 288.1 +0.1 131 4,611 +106
Aug01 001214 286.8 286.8 286.8 286.8 +0.8 0 58 +0
Total Volume and Open Interest 7,886 67,062 +2,365
Corn(CBOT)
Dec00 001214 209.25 211.00 209.25 210.50 +3.00 4,084 2,230 -1,626
Jan01 001214 211.25 212.25 210.50 210.50 +1.00 601 3,360 +316
Mar01 001214 219.00 220.50 218.25 218.50 +1.00 23,902 239,334 -716
May01 001214 227.00 228.50 226.50 226.50 +1.00 3,923 61,057 +1,113
Jul01 001214 235.00 236.00 234.25 234.25 +0.75 1,811 59,584 +596
Sep01 001214 242.75 243.50 241.75 241.75 +1.25 57 7,231 +39
Total Volume and Open Interest 36,038 409,336 -215
Wheat(CBOT)
Dec00 001214 257.00 257.00 253.00 253.00 -2.00 235 470 -59
Mar01 001214 271.50 272.00 267.25 268.00 -2.25 7,125 97,183 +501
May01 001214 283.00 283.00 278.50 279.00 -2.00 271 10,394 -8
Jul01 001214 293.00 293.00 288.00 289.25 -2.25 882 23,093 +358
Sep01 001214 299.00 299.50 298.00 299.00 -2.25 24 1,138 +8
Total Volume and Open Interest 8,551 135,365 +816
Wheat(KCBT)
Dec00 001214 301.75 302.50 299.00 299.00 -5.25 46 44 -8
Mar01 001214 317.50 317.75 313.00 314.00 -2.00 3,332 51,121 +168
May01 001214 327.00 327.00 322.50 323.50 -2.00 279 5,394 +75
Jul01 001214 335.00 335.00 330.75 332.25 -1.25 254 9,543 +30
Sep01 001214 340.00 340.00 338.50 340.00 -2.00 3 363 +0
Total Volume and Open Interest 3,914 66,583 +265
Wheat(MGE)
Dec00 001214 311.00 311.00 310.00 310.00 -4.00 0 6 +0
Mar01 001214 321.00 321.50 319.25 320.75 +0.25 1,542 17,031 -53
May01 001214 330.00 330.75 328.50 330.00 +0.50 82 3,492 +19
Jul01 001214 337.50 338.00 336.25 337.50 +0.25 21 2,352 +6
Sep01 001214 345.50 346.00 344.50 346.00 +0.50 10 669 -10
Total Volume and Open Interest 1,655 23,757 -38
Oats(CBOT)
Dec00 001214 102.50 102.50 101.75 102.50 +1.25 0 3 -1
Mar01 001214 110.50 110.75 110.00 110.00 unch 167 10,613 -5
May01 001214 117.00 117.00 116.25 116.25 +0.25 13 1,279 +45
Jul01 001214 122.50 122.50 122.25 122.25 +0.25 26 882 -4
Total Volume and Open Interest 209 14,042 +36
Rough Rice(CBOT)
Jan01 001214 6.12 6.17 6.06 6.07 -0.05 215 2,991 -14
Mar01 001214 6.37 6.41 6.35 6.35 -0.03 79 1,717 +100
May01 001214 6.64 6.64 6.59 6.59 -0.01 75 625 +36
Jul01 001214 6.81 6.81 6.81 6.81 -0.01 2 558 +0
Total Volume and Open Interest 371 6,112 +122
Live Cattle(CME)
Dec00 001214 77.000 77.400 76.525 76.700 -0.325 2,530 11,569 -540
Feb01 001214 77.450 77.650 76.700 76.800 -0.700 7,176 66,773 -612
Apr01 001214 78.450 78.475 77.750 77.875 -0.550 3,009 30,584 +576
Jun01 001214 74.350 74.400 73.875 74.025 -0.325 1,084 10,826 +567
Aug01 001214 74.250 74.325 73.950 74.075 -0.200 884 10,007 +21
Oct01 001214 75.500 75.625 75.375 75.475 -0.300 658 2,678 +57
Total Volume and Open Interest 15,474 133,282 +215
Feeder Cattle(CME)
Jan01 001214 91.100 91.100 90.650 90.750 -0.475 532 8,617 -8
Mar01 001214 90.150 90.150 89.600 89.725 -0.475 365 5,189 +86
Apr01 001214 89.800 89.800 89.200 89.450 -0.425 144 2,009 +50
May01 001214 89.075 89.100 88.650 88.750 -0.450 80 1,992 +31
Aug01 001214 89.150 89.250 89.000 89.225 -0.125 64 986 +35
Sep01 001214 89.200 89.200 88.900 89.100 -0.100 2 222 +2
Oct01 001214 89.100 89.150 88.900 89.100 +0.100 2 118 +2
Total Volume and Open Interest 1,198 19,213 +207
Lean Hogs(CME)
Dec00 001214 58.850 58.850 58.650 58.825 unch 3,486 5,044 -1,156
Feb01 001214 58.750 58.750 58.050 58.450 -0.350 4,724 28,113 -364
Apr01 001214 58.350 58.350 57.650 57.975 -0.450 1,358 6,392 +390
Jun01 001214 63.800 63.800 63.200 63.600 -0.275 227 4,307 +118
Jul01 001214 61.400 61.400 60.900 61.275 -0.225 179 1,263 +15
Aug01 001214 59.400 59.400 58.950 59.175 -0.375 31 610 +0
Oct01 001214 51.100 51.100 50.900 51.000 -0.375 28 1,113 +27
Dec01 001214 48.400 48.550 48.250 48.550 -0.050 7 1,003 +4
Total Volume and Open Interest 10,041 47,875 -966
Pork Bellies(CME)
Feb01 001214 66.950 68.175 66.050 66.725 +0.025 567 2,197 +32
Mar01 001214 66.900 68.200 66.200 66.750 +0.100 53 190 +21
May01 001214 67.500 68.800 67.400 67.500 -0.300 35 131 +4
Jul01 001214 68.500 70.100 68.000 68.000 -0.750 1 54 +0
Aug01 001214 69.000 69.300 68.875 69.300 +1.425 3 30 +1
Total Volume and Open Interest 659 2,602 +58
Cocoa(NYBOT)
Dec00 001213 702 702 692 692 +18 4 5 -3
Mar01 001214 731 741 726 729 +6 2,945 48,509 +244
May01 001214 749 757 745 745 +3 908 18,894 +424
Jul01 001214 768 775 764 764 +1 54 14,692 +34
Sep01 001214 790 790 783 783 unch 49 11,783 +0
Dec01 001214 815 815 812 812 +2 346 12,802 -262
Mar02 001214 840 840 840 840 +2 28 11,897 +28
Total Volume and Open Interest 4,406 139,692 +517
Coffee "C"(NYBOT)
Dec00 001214 62.90 62.90 61.55 61.55 -2.20 48 459 -76
Mar01 001214 67.50 67.70 65.50 65.55 -2.45 2,985 30,424 +106
May01 001214 70.90 70.90 68.50 68.60 -2.45 329 6,310 +4
Jul01 001214 73.90 73.90 71.65 71.65 -2.45 227 2,878 +78
Sep01 001214 76.70 76.70 74.70 74.75 -2.25 57 2,697 +20
Dec01 001214 81.00 81.00 79.00 79.00 -2.25 43 1,932 +1
Total Volume and Open Interest 3,694 44,778 +138
Orange Juice(NYBOT)
Jan01 001214 82.40 82.60 81.25 81.45 +0.35 3,068 11,388 -1,283
Mar01 001214 86.60 86.80 85.00 85.35 +0.05 2,153 16,025 +652
May01 001214 88.80 89.10 87.90 87.90 unch 188 2,316 +53
Jul01 001214 90.50 90.75 89.80 90.05 -0.20 30 836 +11
Sep01 001214 92.30 92.30 92.30 92.30 -0.20 0 326 +0
Total Volume and Open Interest 5,439 31,339 -567
Sugar #11(NYBOT)
Mar01 001214 9.30 9.30 9.18 9.20 -0.21 15,116 71,384 +1,245
May01 001214 8.88 8.93 8.83 8.84 -0.15 2,270 19,173 +539
Jul01 001214 8.40 8.43 8.34 8.37 -0.10 598 23,366 +197
Oct01 001214 8.05 8.11 8.02 8.03 -0.05 926 20,537 +181
Mar02 001214 8.00 8.02 7.95 7.95 -0.05 265 8,846 +99
Total Volume and Open Interest 19,236 145,853 +2,272
London Cocoa(LCE)
Dec00 001212 534 537 533 534 -4 3,911 13,944 -3,097
Mar01 001214 558 565 557 558 unch 8,241 63,976 +3,877
May01 001214 570 575 569 569 unch 813 32,590 -79
Jul01 001214 582 583 575 578 -1 1,201 16,468 +724
Sep01 001214 594 596 589 590 -1 625 22,152 +344
Dec01 001214 620 620 613 613 unch 344 9,339 +51
Mar02 001214 636 639 635 635 +2 335 22,546 +111
Total Volume and Open Interest 12,542 186,430 +5,277
London Coffee(LCE)
Jan01 001214 605.00 608.00 584.00 585.00 -23.00 1,135 23,509 -346
Mar01 001214 630.00 630.00 605.00 605.00 -24.00 1,740 19,540 +71
May01 001214 651.00 651.00 625.00 625.00 -26.00 533 8,135 +134
Jul01 001214 674.00 674.00 647.00 647.00 -27.00 196 3,696 +144
Sep01 001214 688.00 688.00 668.00 668.00 -28.00 113 2,059 +54
Nov01 001214 699.00 699.00 691.00 691.00 -25.00 29 3,793 +19
Total Volume and Open Interest 3,758 61,224 +88
London Sugar(LCE)
Dec00 001115 225.50 233.60 224.60 225.00 -0.30 902 2,074 -764
Mar01 001214 238.90 239.00 233.00 234.20 -3.80 1,863 23,615 +186
May01 001214 233.50 233.50 231.00 231.80 -2.70 518 4,635 +43
Aug01 001214 228.00 231.00 227.00 231.00 unch 88 6,912 +11
Oct01 001214 221.00 221.00 219.10 219.10 -4.90 11 2,492 -4
Total Volume and Open Interest 2,486 38,970 +238
Cotton(NYBOT)
Mar01 001214 65.30 65.85 65.15 65.69 +0.66 16,223 31,002 -2,660
May01 001214 67.10 67.64 67.05 67.60 +0.75 3,612 14,249 +377
Jul01 001214 68.50 68.82 68.40 68.82 +0.62 1,310 7,631 +150
Oct01 001214 65.50 65.50 65.50 65.50 +0.40 90 864 +35
Dec01 001214 64.60 64.85 64.60 64.82 +0.47 549 7,096 +169
Mar02 001214 65.95 65.95 65.95 65.95 +0.45 5 96 +0
Total Volume and Open Interest 47,794 61,080 -1,924
Lumber(CME)
Jan01 001214 218.6 219.5 214.8 214.9 -5.1 381 1,785 -81
Mar01 001214 232.9 233.2 229.0 229.3 -3.8 193 1,466 +4
May01 001214 239.1 239.8 236.0 237.3 -2.2 90 756 +42
Jul01 001214 247.4 248.2 245.3 245.4 -1.9 8 220 -2
Total Volume and Open Interest 672 4,271 -37
Crude Oil(NYM)
Jan01 001214 28.85 29.08 27.51 27.99 -0.75 71,405 66,865 -7,059
Feb01 001214 28.25 28.35 26.80 27.17 -0.95 54,421 85,384 +7,407
Mar01 001214 27.75 27.83 26.50 26.78 -0.84 12,623 35,671 +172
Apr01 001214 27.40 27.44 26.25 26.48 -0.73 3,862 26,387 +942
May01 001214 27.01 27.01 26.00 26.18 -0.65 2,140 16,940 -213
Jun01 001214 26.65 26.65 25.75 25.89 -0.59 3,301 30,900 +162
Jul01 001214 26.15 26.15 25.50 25.61 -0.56 55 12,374 +7
Aug01 001214 25.70 25.70 25.30 25.33 -0.55 198 10,975 +117
Sep01 001214 25.45 25.45 25.05 25.06 -0.55 314 11,699 +87
Oct01 001214 25.45 25.45 24.80 24.82 -0.54 55 7,658 +25
Total Volume and Open Interest 153,130 451,420 +1,233
Heating Oil(NYM)
Jan01 001214 91.60 91.90 87.50 88.89 -2.08 26,349 43,974 -1,707
Feb01 001214 89.00 89.00 84.90 85.75 -2.81 12,820 40,590 +2,083
Mar01 001214 83.25 83.25 79.80 80.45 -2.01 3,036 18,348 +171
Apr01 001214 77.25 77.25 74.60 74.90 -1.41 1,386 10,736 +72
May01 001214 72.60 72.70 70.60 70.75 -1.31 794 6,841 +356
Jun01 001214 70.70 71.15 69.00 69.00 -1.21 161 6,202 +10
Jul01 001214 70.25 70.25 68.25 68.25 -1.16 38 3,670 +4
Aug01 001214 69.80 69.80 68.05 68.05 -1.16 746 4,264 +306
Sep01 001214 70.40 70.40 68.60 68.60 -1.16 205 2,696 +180
Oct01 001214 70.90 70.90 69.15 69.15 -1.16 306 1,641 +304
Total Volume and Open Interest 47,964 148,161 +2,750
Unleaded Gas(NYM)
Jan01 001214 75.90 76.10 73.20 74.47 -1.14 13,047 23,931 -1,378
Feb01 001214 76.10 76.80 74.00 75.14 -1.15 5,757 16,937 +899
Mar01 001214 76.75 77.25 74.70 75.71 -1.20 3,995 11,947 +749
Apr01 001214 80.40 80.81 80.40 80.81 -1.25 2,880 12,037 +547
May01 001214 79.90 80.20 79.90 80.31 -1.28 673 8,500 +74
Jun01 001214 80.75 80.80 79.10 79.41 -1.35 735 5,704 +147
Jul01 001214 79.40 79.40 77.90 78.06 -1.30 0 2,764 +25
Aug01 001214 76.25 76.40 76.25 76.26 -1.23 622 6,899 +195
Total Volume and Open Interest 28,729 93,185 +1,380
Natural Gas(NYM)
Jan01 001214 7.550 7.850 7.330 7.413 -0.124 26,358 45,889 -1,984
Feb01 001214 7.610 7.750 7.270 7.335 -0.192 13,789 36,750 +718
Mar01 001214 7.210 7.400 6.960 7.000 -0.227 6,533 36,232 -101
Apr01 001214 5.250 5.500 5.240 5.340 +0.113 4,704 22,066 -1,034
May01 001214 4.990 5.100 4.990 5.065 +0.138 2,941 23,121 +573
Jun01 001214 5.030 5.100 5.030 5.055 +0.148 2,518 17,087 +700
Jul01 001214 5.070 5.100 5.020 5.045 +0.148 559 13,123 -72
Aug01 001214 4.950 5.100 4.950 5.025 +0.148 336 12,828 -42
Total Volume and Open Interest 60,856 385,208 -1,622
Brent Crude Oil(IPE)
Jan01 001214 25.60 25.92 25.20 25.36 +0.22 15,441 13,624 -7,724
Feb01 001214 26.20 26.40 25.10 25.53 -0.40 35,156 79,148 +2,831
Mar01 001214 26.15 26.20 24.95 25.33 -0.75 13,780 66,889 +4,437
Apr01 001214 25.83 25.90 24.75 25.12 -0.61 5,598 38,385 +1,204
May01 001214 25.40 25.60 24.60 24.92 -0.56 2,126 10,726 +66
Jun01 001214 25.15 25.30 24.72 24.72 -0.51 1,350 18,576 +479
Jul01 001214 25.08 25.10 24.27 24.52 -0.48 1,077 11,470 +627
Aug01 001214 24.68 24.68 24.34 24.34 -0.43 970 10,701 +270
Total Volume and Open Interest 76,223 295,908 +2,390
Gas Oil(IPE)
Jan01 001214 250.00 250.50 236.00 236.00 -21.25 16,375 30,302 -1,099
Feb01 001214 241.50 245.25 231.00 232.00 -19.00 7,119 15,731 -125
Mar01 001214 236.50 237.00 225.50 225.75 -16.75 1,263 9,572 -161
Apr01 001214 228.50 230.50 221.25 221.75 -11.75 1,076 6,125 -244
May01 001214 222.00 224.50 216.00 216.00 -10.00 391 2,224 -47
Jun01 001214 216.50 221.00 212.50 212.50 -9.00 2,538 13,213 -947
Jul01 001214 220.50 220.50 213.00 213.00 -7.75 400 4,124 -200
Aug01 001214 217.75 220.00 213.25 213.25 -7.50 0 1,286 +0
Total Volume and Open Interest 29,412 90,229 -4,216
US Dollar Index(NYBOT)
Dec00 001214 113.75 113.95 113.33 113.41 -1.28 167 905 -101
Mar01 001214 114.33 114.42 113.08 113.22 -1.22 1,248 6,010 -56
Jun01 001214 113.42 113.42 113.05 113.05 -1.22 1,248 6,010 -56
Total Volume and Open Interest 1,248 6,010 -56
Australian Dollar(IMM)
Dec00 001214 54.25 54.25 54.00 54.13 +0.27 205 11,895 -1,309
Mar01 001214 54.25 54.30 54.06 54.18 +0.27 477 17,408 +582
Jun01 001214 54.23 54.23 54.23 54.23 +0.27 0 20 +0
Total Volume and Open Interest 682 29,335 -727
British Pound(IMM)
Dec00 001214 146.66 147.30 146.40 147.16 +1.74 24 18,523 -3,368
Mar01 001214 146.96 147.50 146.64 147.36 +1.70 421 18,417 +1,638
Jun01 001214 147.56 147.80 147.56 147.56 +1.64 30 32 +0
Total Volume and Open Interest 475 36,986 -1,730
Canadian Dollar(IMM)
Dec00 001214 65.85 66.11 65.72 65.97 +0.17 7,420 24,146 -8,665
Mar01 001214 65.95 66.25 65.83 66.09 +0.17 11,179 41,897 +4,192
Jun01 001214 66.18 66.35 65.97 66.20 +0.17 193 3,877 +124
Sep01 001214 66.33 66.33 66.30 66.30 +0.17 1 1,201 +0
Total Volume and Open Interest 18,804 71,647 -4,347
Japanese Yen(IMM)
Dec00 001214 88.70 89.23 88.70 89.07 +0.06 14,709 52,580 -9,004
Mar01 001214 90.00 90.53 89.98 90.37 +0.04 27,693 70,968 +2,732
Jun01 001214 91.64 91.64 91.64 91.64 +0.01 6 60 +5
Total Volume and Open Interest 42,409 123,780 -6,267
Swiss Franc(IMM)
Dec00 001214 58.72 59.10 58.58 59.06 +0.79 326 31,712 -3,834
Mar01 001214 59.20 59.58 59.05 59.53 +0.80 9,214 31,451 +2,831
Jun01 001214 59.95 59.95 59.93 59.93 +0.80 0 19 +0
Total Volume and Open Interest 9,540 63,183 -1,003
EuroFX(IMM)
Dec00 001214 88.36 89.00 88.34 88.92 +1.32 357 44,725 -8,866
Mar01 001214 88.73 89.37 88.65 89.27 +1.32 3,651 56,801 +12,737
Jun01 001214 89.20 89.62 89.20 89.57 +1.32 5 313 +42
Total Volume and Open Interest 4,013 102,236 +3,914
Mexican Peso(IMM)
Dec00 001214 10610.0 10640.0 10595.0 10613.0 -30.0 1,082 10,005 -956
Mar01 001214 10338.0 10370.0 10320.0 10328.0 -35.0 8,500 18,506 +2,072
Total Volume and Open Interest 9,723 33,299 +1,150
30-Year T-Bonds(CBOT)
Dec00 001214 104~02 105~00 104~02 104~15 +0~11 5,250 41,298 -1,423
Mar01 001214 104~03 105~02 104~02 104~18 +0~12 127,405 409,522 +6,904
Jun01 001214 104~16 104~31 104~13 104~16 +0~14 123 1,191 +50
Total Volume and Open Interest 132,778 452,313 +5,531
Municipal Bonds(CBOT)
Dec00 001214 102~20 103~05 102~20 102~27 +0~11 1,031 9,056 -793
Mar01 001214 102~09 102~27 102~08 102~14 +0~11 1,872 9,706 +882
Total Volume and Open Interest 2,903 18,762 +89
10-Year T-Notes(CBOT)
Dec00 001214 104~000 104~085 103~300 104~025 +0~115 5,077 8,104 -1,457
Mar01 001214 104~025 104~200 104~015 104~115 +0~085 115,292 491,374 +5,896
Total Volume and Open Interest 120,369 501,968 +4,439
5-Year T-Notes(CBOT)
Dec00 001214 102~270 102~305 102~235 102~275 +0~080 14,671 33,247 -10,432
Mar01 001214 102~290 102~315 102~235 102~280 +0~075 65,094 340,758 +7,870
Jun01 001214 103~080 103~080 103~080 103~080 +0~085 0 5 +0
Total Volume and Open Interest 79,765 374,010 -2,562
2 Year T-Notes(CBOT)
Dec00 001214 101~000 101~000 100~118 100~120 +0~008 221 527 -53
Mar01 001214 101~036 101~039 101~023 101~028 +0~008 5,114 76,445 -869
Jun01 001214 101~072 101~072 101~072 101~072        
3-Mth T-Bills(IMM)
Mar01 001214 94.43 94.43 94.40 94.40 +0.01 32 1,571 +5
Total Volume and Open Interest 62 2,714 +1
Eurodollars(IMM)
Dec00 001214 93.460 93.470 93.452 93.457 +0.027 68,698 437,847 -13,001
Mar01 001214 93.905 93.915 93.870 93.870 +0.010 112,001 564,551 +5,607
Jun01 001214 94.155 94.175 94.115 94.140 +0.050 118,365 428,987 -2,790
Sep01 001214 94.275 94.305 94.245 94.265 +0.060 128,444 481,265 +7,683
Dec01 001214 94.200 94.230 94.170 94.190 +0.060 52,358 305,508 +4,452
Mar02 001214 94.255 94.290 94.225 94.240 +0.055 34,599 250,340 +7,480
Jun02 001214 94.205 94.240 94.180 94.185 +0.060 24,104 165,957 +1,116
Sep02 001214 94.160 94.190 94.130 94.140 +0.060 16,852 127,565 +3,214
Dec02 001214 94.050 94.075 94.020 94.025 +0.065 9,420 99,161 +1,114
Mar03 001214 94.105 94.115 94.060 94.060 +0.065 7,829 80,796 -587
Jun03 001214 94.065 94.080 94.025 94.030 +0.070 7,147 66,591 +41
Sep03 001214 94.050 94.060 94.000 94.000 +0.070 7,317 63,433 +731
Total Volume and Open Interest 628,922 3,496,103 +19,663
3-Mth Euro-Yen(IMM)
Dec00 001214 99.39 99.39 99.39 99.39 -0.03 1,153 20,387 -1,456
Mar01 001214 99.52 99.53 99.51 99.52 unch 901 23,228 -79
Jun01 001214 99.58 99.58 99.57 99.58 +0.01 356 8,370 -1,357
Sep01 001214 99.54 99.55 99.54 99.54 unch 855 10,935 +394
Dec01 001214 99.46 99.46 99.46 99.46 +0.02 69 5,854 -185
Mar02 001214 99.43 99.43 99.43 99.43 +0.03 380 3,301 +243
Jun02 001214 99.39 99.39 99.39 99.39 +0.03 61 1,263 +224
Sep02 001214 99.26 99.26 99.26 99.26 +0.02 0 867 +0
Dec02 001214 99.08 99.08 99.08 99.08 unch 0 31 -1
Mar03 001214 99.05 99.05 99.05 99.05 unch      
Total Volume and Open Interest 3,775 74,236 -2,217
3-Mth Euro-Yen(SIMEX)
Mar01 001214 99.53 99.54 99.52 99.53 unch 0 99,147 -1,280
Jun01 001214 99.57 99.58 99.57 99.57 unch 0 83,055 -960
Sep01 001214 99.54 99.56 99.54 99.54 unch 0 66,705 +101
Dec01 001214 99.44 99.46 99.44 99.46 +0.02 0 30,845 +483
Mar02 001214 99.43 99.43 99.43 99.43 +0.01 0 16,811 +620
Jun02 001214 99.38 99.38 99.37 99.37 +0.01 0 9,899 +1,030
Sep02 001214 99.27 99.28 99.26 99.26 +0.01 0 5,991 +0
Dec02 001214 99.11 99.11 99.11 99.11 +0.01 0 829 +0
Total Volume and Open Interest 0 414,638 -769
German Euro-Bund(EUREX)
Mar01 001214 108.00 108.17 107.85 108.03 +0.11 574,087 690,340 +17,288
Jun01 001214 107.65 107.76 107.65 107.72 +0.08 917 6,516 +639
Sep01 001214 107.61 107.61 107.61 107.61 +0.11 0 200 +200
Total Volume and Open Interest 575,004 697,056 +18,127
German Euro-Bobl(EUREX)
Mar01 001214 105.20 105.33 105.09 105.24 +0.09 252,347 365,277 -11,546
Jun01 001214 105.23 105.24 105.13 105.24 +0.11 0 2,764 -44
Sep01 001214 105.03 105.03 105.03 105.03 +0.09      
Total Volume and Open Interest 252,347 368,041 -11,590
Long Gilt(LIFFE)
Dec00 001214 115~22 115~22 115~02 115~12 -0~12 891 0 -4,962
Mar01 001214 115~11 115~17 114~15 115~01 -0~12 20,510 0 -74,718
Total Volume and Open Interest      
3-Mth Short Sterling(LIFFE)
Dec00 001214 94.01 94.01 93.99 93.99 -0.01 9,616 0 -152,420
Mar01 001214 94.21 94.23 94.12 94.14 -0.07 30,194 0 -187,147
Jun01 001214 94.39 94.40 94.27 94.29 -0.07 26,069 0 -162,183
Total Volume and Open Interest      
3-Mth Euribor(LIFFE)
Dec00 001214 95.040 95.060 95.040 95.055 +0.010 43,112 0 -255,233
Mar01 001214 95.155 95.190 95.130 95.165 +0.020 83,943 0 -316,109
Jun01 001214 95.280 95.315 95.245 95.280 +0.020 52,504 0 -253,035
Total Volume and Open Interest      
3-Mth Aus T-Bills(SFE)
Dec00 001207 93.80 93.84 93.80 93.82 +0.02 15,219 147,664 +0
Mar01 001214 94.18 94.19 94.17 94.18 +0.03 1,564 168,609 +2,686
Jun01 001214 94.34 94.36 94.32 94.35 +0.07 623 58,541 +2,455
Sep01 001214 94.41 94.42 94.39 94.42 +0.07 252 28,498 +1,259
Dec01 001214 94.42 94.42 94.38 94.41 +0.05 1,150 14,583 +429
Mar02 001214 94.37 94.40 94.35 94.39 +0.06 155 9,793 -122
Jun02 001214 94.28 94.33 94.28 94.33 +0.07 171 6,370 +70
Sep02 001214 94.24 94.26 94.24 94.26 +0.09 100 5,619 +50
Dec02 001214 94.14 94.18 94.14 94.18 +0.09 155 2,754 +0
Mar03 001214 94.11 94.11 94.11 94.11 +0.09 0 1,626 +0
Total Volume and Open Interest 4,170 300,538 +6,787
10-Year Aus T-Bonds(SFE)
Dec00 001214 94.50 94.57 94.49 94.54 +0.06 2,137 164,910 -22,472
Mar01 001214 94.52 94.54 94.51 94.53 +0.07 33,682 68,324 +36,079
Total Volume and Open Interest 3,681 233,234 +13,607
3-Year Aus T-Bonds(SFE)
Dec00 001214 94.68 94.69 94.66 94.68 +0.07 6,190 491,131 -40,212
Mar01 001214 94.75 94.76 94.74 94.75 +0.07 4,741 120,810 +36,517
Total Volume and Open Interest 10,931 611,941 -3,695
Gold(CMX)
Dec00 001214 268.6 269.0 268.0 269.0 +0.4 62 164 -6
Feb01 001214 271.7 272.4 270.6 271.5 +0.3 20,423 71,138 +1,035
Apr01 001214 274.6 274.9 273.6 274.0 +0.3 98 7,126 +41
Jun01 001214 276.9 276.9 275.9 276.5 +0.3 121 12,201 -34
Aug01 001214 278.6 278.6 278.6 278.6 +0.2 4 3,231 +0
Oct01 001214 280.5 280.5 280.5 280.5 +0.2 0 693 +0
Total Volume and Open Interest 21,480 112,086 +1,600
Silver(CMX)
Dec00 001214 462.5 462.5 459.8 459.8 -2.5 8 308 -175
Mar01 001214 471.0 472.5 465.5 467.3 -2.5 4,874 58,202 +42
May01 001214 475.0 475.0 470.0 471.4 -2.5 90 2,249 +20
Jul01 001214 480.5 480.5 475.0 475.8 -2.5 15 3,724 +6
Sep01 001214 480.2 480.2 480.2 480.2 -2.5 0 3,085 +0
Total Volume and Open Interest 4,993 74,992 -105
Platinum(NYM)
Jan01 001214 613.0 619.9 610.0 618.2 +8.0 1,185 6,769 -967
Apr01 001214 606.0 609.7 605.0 609.7 +7.5 431 1,360 +364
Total Volume and Open Interest 1,616 8,139 -603
Palladium(NYME)
Dec00 001214 930.55 930.55 930.55 930.55 +27.10 4 9 +1
Mar01 001214 920.00 925.00 913.00 922.55 +29.10 183 1,677 -47
Jun01 001214 917.55 917.55 917.55 917.55 +29.10 0 136 +0
Total Volume and Open Interest 187 1,822 -46
Copper(CMX)
Dec00 001214 88.05 88.90 88.00 88.90 +0.85 853 4,075 -493
Mar01 001214 88.35 89.15 88.15 89.15 +0.85 4,548 30,746 +184
May01 001214 88.65 88.70 88.60 88.60 +0.70 28 3,752 +9
Jul01 001214 87.80 88.35 87.70 88.35 +0.65 68 5,346 -20
Sep01 001214 88.15 88.15 88.15 88.15 +0.60 30 2,046 -12
Total Volume and Open Interest 6,100 68,623 -42
DJIA Index(CBOT)
Dec00 001214 10680 10735 10620 10650 -121 4,318 12,298 -1,158
Mar01 001214 10808 10875 10750 10780 -135 13,865 15,484 +2,579
Jun01 001214 10965 10995 10914 10914 -138 0 11 +0
Sep01 001214 11047 11047 11047 11047 -141 2 3 +2
Total Volume and Open Interest 18,215 27,803 +1,409
S & P 500(CME)
Dec00 001214 1354.00 1358.00 1336.00 1338.40 -19.20 59,249 137,832 -22,865
Mar01 001214 1374.00 1379.50 1356.00 1358.00 -19.80 116,114 421,228 +39,595
Jun01 001214 1388.00 1397.80 1376.80 1377.00 -19.80 165 2,970 -504
Sep01 001214 1400.00 1416.80 1395.80 1396.30 -19.50 11 664 +6
Total Volume and Open Interest 175,545 563,141 +16,232
S & P 500 E-Mini(Globex)
Dec00 001214 1358.25 1362.75 1335.25 1338.50 -19.00 2,668 57,636 -1,404
Mar01 001214 1378.00 1383.50 1356.00 1358.00 -19.75 89,321 27,509 +3,386
Total Volume and Open Interest 91,989 85,145 +1,982
NASDAQ 100(CME)
Dec00 001214 2755.00 2785.00 2620.00 2627.00 -121.00 544 21,110 -4,219
Mar01 001214 2800.00 2838.00 2650.00 2670.00 -127.00 824 34,574 +2,236
Jun01 001214 2830.00 2830.00 2713.00 2713.00 -133.00 0 3 +1
Total Volume and Open Interest 1,368 55,687 -1,982
NASDAQ 100 E-Mini(GLOBEX)
Dec00 001214 2747.5 2787.5 2614.0 2627.0 -121.0 1,052 51,004 -357
Mar01 001214 2803.5 2839.0 2652.0 2670.0 -127.0 71,729 19,922 -658
Total Volume and Open Interest 72,781 70,926 -1,015
NYSE Composite(NYBOT)
Dec00 001214 651.00 651.00 643.50 643.60 -9.65      
Mar01 001214 661.00 661.00 652.00 652.35 -9.65      
Jun01 001214 661.10 661.10 661.10 661.10 -9.65      
Total Volume and Open Interest      
S & P Midcap 400(CME)
Dec00 001214 507.00 508.50 498.00 498.85 -10.25 2,960 7,415 -1,432
Mar01 001214 515.00 517.50 506.00 506.75 -10.25 3,388 13,917 +1,523
Jun01 001214 513.95 513.95 513.95 513.95 -10.25 0 1 +0
Total Volume and Open Interest 6,348 21,333 +91
Russell 2000(CME)
Dec00 001214 468.00 470.00 460.00 462.00 -6.85 2,439 5,909 -1,650
Mar01 001214 476.00 477.00 466.80 468.50 -7.00 3,553 13,128 +1,195
Jun01 001214 476.10 476.10 475.35 476.10 -7.00      
Total Volume and Open Interest 5,992 19,037 -455
Value Line(KCBT)
Dec00 001214 1099.00 1099.00 1085.00 1085.00 -19.50 35 121 -37
Total Volume and Open Interest 96 199 -33
Nikkei 225(CME)
Mar01 001214 14970 15050 14840 14890 -270 1,138 13,322 -24
Jun01 001214 14880 14880 14880 14880 -270 0 3 +0
Total Volume and Open Interest 1,138 13,325 -24
Nikkei 225(SIMEX)
Mar01 001214 15115 15115 14890 14940 -280 14,171 85,649 +85,649
Jun01 001214 14920 14920 14920 14920 -280 0 1,641 +1,641
Sep01 001214 14940 14940 14940 14940 -280 0 1,095 +1,095
Total Volume and Open Interest 14,171 88,385 +738
CAC 40(MATIF)
Dec00 001214 5942.5 5958.5 5857.5 5906.0 -35.0 50,812 355,579 +12,884
Jan01 001214 5906.5 5970.5 5900.0 5933.0 -35.5 4,413 13,104 +4,408
Feb01 001214 5949.0 5955.0 5949.0 5955.0 -61.0 0 47 +0
Total Volume and Open Interest 57,090 397,220 +18,874
DAX Index(EUREX)
Dec00 001214 6565.0 6580.0 6447.5 6475.0 -137.0 77,980 154,694 -4,466
Mar01 001214 6638.0 6658.0 6524.0 6551.0 -139.5 38,888 97,711 +30,152
Jun01 001214 6690.0 6701.5 6610.0 6613.5 -141.0 57 9,835 +22
Total Volume and Open Interest 116,925 262,240 +25,708
FT-SE 100(LIFFE)
Dec00 001214 6380.00 6398.00 6236.00 6272.00 -114.00 73,363 0 -102,369
Mar01 001214 6437.00 6437.00 6277.00 6312.00 -117.50 48,889 0 -176,310
Jun01 001214 6458.00 6458.00 6380.00 6380.00 -118.00 200 0 -8,522
Total Volume and Open Interest      
SPI 200(SFE)
Dec00 001214 3322.0 3326.0 3297.0 3298.0 -39.0 686 148,694 -2,689
Mar01 001214 3366.0 3366.0 3327.0 3327.0 -39.0 818 7,494 +517
Jun01 001214 3354.0 3354.0 3354.0 3354.0 -39.0 0 174 +0
Total Volume and Open Interest 1,504 156,375 -2,172
GSCI(CME)
Dec00 001214 242.00 243.00 235.70 235.85 -4.20 4,441 11,709 -4,044
Jan01 001214 240.40 240.50 233.05 233.30 -5.15 4,461 24,166 +4,075
Feb01 001214 230.50 237.10 230.50 230.50 -6.50 10 26 +10
Total Volume and Open Interest 8,902 35,901 +95
Bridge CRB Index(NYBOT)
Jan01 001214 227.20 227.40 225.30 225.45 -2.15 77 443 -13
Feb01 001214 224.50 224.50 223.20 223.20 -1.70 7 668 +1
Apr01 001214 221.50 221.50 221.50 221.50 -0.70 0 310 +0
Total Volume and Open Interest 84 1,421 -12
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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