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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 18, 2000
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan01 001218 512.00 514.00 509.25 509.75 +2.50 19,186 59,439 -8,837
Mar01 001218 523.00 524.00 519.50 520.00 +3.25 9,692 55,103 +1,704
May01 001218 528.00 529.50 525.50 525.75 +2.50 1,731 23,796 +199
Jul01 001218 532.50 534.00 531.00 531.75 +3.25 2,276 28,079 -39
Aug01 001218 532.00 533.00 531.00 531.00 +3.00 21 1,401 +5
Sep01 001218 527.00 527.00 526.00 526.25 +2.75 11 603 +6
Nov01 001218 528.00 529.00 527.00 527.50 +3.00 382 10,401 +194
Total Volume and Open Interest 33,300 178,890 -6,767
Soybean Meal(CBOT)
Jan01 001218 192.00 192.50 190.80 191.90 +1.90 6,390 41,160 -1,172
Mar01 001218 188.60 190.00 188.60 189.10 +2.10 4,687 43,327 +553
May01 001218 185.50 186.20 185.00 185.50 +2.00 1,097 19,603 -1
Jul01 001218 183.50 184.40 183.00 183.40 +1.80 1,470 12,766 +476
Aug01 001218 181.80 181.80 181.50 181.80 +2.30 193 4,021 -106
Sep01 001218 180.00 181.20 180.00 181.20 +2.20 16 1,886 -12
Oct01 001218 178.50 178.50 177.50 177.50 +2.40 5 843 +0
Dec01 001218 177.50 178.00 177.50 177.60 +1.90 147 3,028 -24
Total Volume and Open Interest 14,005 126,634 -342
Soybean Oil(CBOT)
Jan01 001218 15.33 15.40 15.11 15.13 -0.04 5,152 39,389 +235
Mar01 001218 15.85 15.85 15.50 15.52 -0.08 5,187 53,352 +672
May01 001218 16.25 16.25 15.92 15.93 -0.08 788 16,241 +184
Jul01 001218 16.70 16.70 16.32 16.33 -0.09 940 13,559 +72
Aug01 001218 16.57 16.57 16.46 16.47 -0.05 47 3,023 +45
Sep01 001218 16.55 16.55 16.55 16.55 -0.08 7 2,350 +5
Oct01 001218 16.92 16.92 16.90 16.90 +0.03 10 2,944 -6
Dec01 001218 17.29 17.30 17.18 17.20 -0.04 116 5,915 +101
Total Volume and Open Interest 12,247 137,864 +1,291
Canola(WCE)
Jan01 001218 273.2 273.8 272.3 273.5 +1.3 4,785 27,116 +1,204
Mar01 001218 278.5 279.5 278.1 279.1 +1.0 6,894 30,082 +2,856
May01 001218 284.5 284.6 283.5 284.4 +0.9 277 4,249 -74
Jul01 001218 289.9 290.0 288.5 289.9 +1.0 108 4,800 +78
Aug01 001218 288.9 288.9 288.9 288.9 +0.9 0 58 +0
Total Volume and Open Interest 12,115 68,189 +4,109
Corn(CBOT)
Jan01 001218 213.00 216.00 213.00 215.50 +5.25 595 4,768 +1,707
Mar01 001218 220.25 223.50 220.25 223.25 +5.00 26,855 238,016 -3,824
May01 001218 228.50 231.75 228.25 231.25 +5.00 3,676 61,823 +272
Jul01 001218 236.00 239.50 236.00 239.25 +5.25 3,250 60,987 +958
Sep01 001218 245.00 246.25 244.50 246.25 +5.25 784 7,383 +136
Total Volume and Open Interest 39,259 410,043 -1,192
Wheat(CBOT)
Mar01 001218 267.00 269.00 265.75 268.75 +3.50 14,766 97,845 +154
May01 001218 278.50 280.00 277.00 279.50 +3.25 675 10,940 +71
Jul01 001218 288.00 290.00 287.00 289.50 +2.75 1,632 23,154 -10
Sep01 001218 297.75 299.50 297.75 299.50 +2.75 136 1,239 +102
Dec01 001218 311.00 313.00 310.50 313.00 +2.25 518 3,413 +416
Total Volume and Open Interest 17,775 136,969 +659
Wheat(KCBT)
Dec00 001218 301.00 301.00 301.00 301.00 +2.50 2 4 -2
Mar01 001218 313.00 316.75 311.00 316.50 +4.25 5,898 51,360 -371
May01 001218 322.75 325.75 320.50 325.50 +3.50 1,324 5,861 +499
Jul01 001218 331.50 334.50 329.75 334.00 +3.50 940 9,888 +144
Sep01 001218 338.00 342.00 338.00 342.00 +3.50 113 457 +52
Total Volume and Open Interest 8,281 67,689 +323
Wheat(MGE)
Dec00 001218 312.00 312.00 311.00 311.00 +2.00 0 1 -5
Mar01 001218 321.00 322.00 320.00 321.25 +1.50 1,926 16,828 -493
May01 001218 330.50 331.50 329.50 331.25 +1.50 159 3,698 +78
Jul01 001218 338.00 339.00 337.50 338.25 +1.25 67 2,390 +49
Sep01 001218 345.00 345.00 345.00 345.00 unch 57 702 +30
Total Volume and Open Interest 2,215 23,829 -338
Oats(CBOT)
Mar01 001218 109.00 109.75 108.25 109.75 +1.00 308 10,521 -52
May01 001218 115.50 116.00 114.50 116.00 +1.00 73 1,323 +18
Jul01 001218 121.25 121.25 121.25 121.25 +0.50 0 882 +0
Sep01 001218 125.50 125.50 125.50 125.50 +0.50 20 354 +16
Total Volume and Open Interest 451 13,957 -68
Rough Rice(CBOT)
Jan01 001218 5.98 5.98 5.89 5.92 -0.06 1,510 3,386 +372
Mar01 001218 6.21 6.21 6.12 6.18 -0.06 958 2,022 +281
May01 001218 6.45 6.45 6.40 6.42 -0.05 232 634 +4
Jul01 001218 6.65 6.65 6.62 6.64 -0.06 0 558 +0
Total Volume and Open Interest 2,738 6,852 +683
Live Cattle(CME)
Dec00 001218 77.300 78.450 77.300 78.425 +1.275 2,163 8,979 -409
Feb01 001218 77.325 78.250 77.300 78.225 +1.025 6,160 65,803 -1,044
Apr01 001218 78.300 78.900 78.250 78.850 +0.650 1,765 31,112 +214
Jun01 001218 74.250 74.775 74.250 74.700 +0.425 1,130 11,163 +221
Aug01 001218 74.300 74.800 74.300 74.700 +0.425 356 10,470 +109
Oct01 001218 75.800 76.300 75.800 76.150 +0.475 108 2,708 +48
Total Volume and Open Interest 11,757 131,237 -798
Feeder Cattle(CME)
Jan01 001218 90.900 91.325 90.700 91.200 +0.300 654 8,553 +20
Mar01 001218 89.850 90.450 89.800 90.425 +0.525 436 5,252 -93
Apr01 001218 89.450 89.900 89.400 89.775 +0.250 134 2,145 +23
May01 001218 89.000 89.500 88.900 89.475 +0.525 150 2,094 +33
Aug01 001218 89.200 89.900 89.200 89.900 +0.750 60 1,033 +18
Sep01 001218 89.250 89.350 89.000 89.350 +0.250 15 246 +4
Oct01 001218 89.100 89.350 89.100 89.300 +0.225 3 120 +2
Total Volume and Open Interest 1,456 19,535 +11
Lean Hogs(CME)
Feb01 001218 58.000 58.425 57.800 58.075 +0.225 4,504 27,690 -328
Apr01 001218 57.850 58.225 57.675 57.925 +0.150 1,048 6,484 +401
Jun01 001218 63.300 63.575 63.125 63.475 +0.175 425 4,382 +75
Jul01 001218 61.000 61.400 60.825 61.050 +0.050 208 1,374 +83
Aug01 001218 58.950 59.250 58.700 59.175 +0.125 103 696 +39
Oct01 001218 50.725 51.350 50.450 51.100 +0.150 60 1,162 +50
Dec01 001218 48.350 48.575 47.975 48.575 +0.225 43 1,011 +10
Feb02 001218 49.600 50.100 49.500 49.500 unch 3 32 +2
Total Volume and Open Interest 6,417 47,431 +313
Pork Bellies(CME)
Feb01 001218 68.000 68.900 67.325 67.475 +0.575 313 2,287 +21
Mar01 001218 68.500 68.900 67.450 67.525 +0.625 29 169 -14
May01 001218 69.650 69.650 67.900 67.900 +0.400 0 133 +0
Jul01 001218 68.000 70.100 68.000 68.000 unch 2 70 +1
Aug01 001218 69.350 69.500 69.350 69.500 +0.500 1 30 -1
Total Volume and Open Interest 345 2,689 +7
Cocoa(NYBOT)
Mar01 001218 734 734 725 729 -4 4,316 47,469 -386
May01 001218 748 749 742 746 -4 725 19,436 +94
Jul01 001218 767 767 762 765 -4 181 14,672 +212
Sep01 001218 780 784 780 784 -4 73 11,728 -46
Dec01 001218 810 812 810 812 -5 8 12,794 +0
Mar02 001218 840 840 840 840 -5 0 11,897 +0
May02 001218 861 861 861 861 -5 5 6,329 +5
Total Volume and Open Interest 5,343 139,156 -91
Coffee "C"(NYBOT)
Dec00 001218 64.00 64.00 62.70 62.70 -0.20 55 382 -40
Mar01 001218 66.70 66.90 65.80 65.90 -0.80 3,959 29,770 -697
May01 001218 69.50 69.80 68.80 69.00 -0.60 1,109 6,848 +415
Jul01 001218 72.50 72.60 72.00 72.00 -0.60 254 3,027 +117
Sep01 001218 75.50 75.50 75.10 75.10 -0.50 107 2,814 +54
Dec01 001218 80.00 80.20 79.50 79.50 -0.50 176 2,063 +81
Total Volume and Open Interest 5,672 44,986 -77
Orange Juice(NYBOT)
Jan01 001218 80.25 81.50 80.00 81.50 +1.55 2,438 8,801 -1,942
Mar01 001218 84.00 86.00 84.00 85.80 +1.85 1,873 17,260 +723
May01 001218 86.50 88.20 86.50 88.15 +1.40 240 2,443 +27
Jul01 001218 89.00 90.15 89.00 90.15 +1.15 87 1,048 +2
Sep01 001218 92.15 92.15 92.15 92.15 +0.90 0 326 +0
Total Volume and Open Interest 4,640 30,304 -1,189
Sugar #11(NYBOT)
Mar01 001218 9.28 9.34 9.22 9.32 +0.01 14,425 71,670 -728
May01 001218 8.88 8.99 8.87 8.97 +0.05 1,956 20,242 +689
Jul01 001218 8.35 8.46 8.34 8.46 +0.06 1,187 23,548 +116
Oct01 001218 8.01 8.16 8.01 8.16 +0.11 602 20,695 +67
Mar02 001218 7.91 8.06 7.91 8.06 +0.11 166 9,040 +30
Total Volume and Open Interest 18,336 147,889 +174
London Cocoa(LCE)
Dec00 001212 534 537 533 534 -4 3,911 13,944 -3,097
Mar01 001218 560 562 558 559 -2 2,000 0 +0
May01 001218 571 572 568 569 -1 178 0 +0
Jul01 001218 582 582 576 577 -3 398 0 +0
Sep01 001218 593 593 588 588 -3 599 0 +0
Dec01 001218 614 614 610 610 -4 133 0 +0
Mar02 001218 630 630 630 630 -5 97 0 +0
Total Volume and Open Interest      
London Coffee(LCE)
Jan01 001218 611.00 616.00 591.00 592.00 -17.00 2,748 0 +0
Mar01 001218 632.00 637.00 611.00 619.00 -11.00 4,588 0 +0
May01 001218 653.00 656.00 633.00 640.00 -9.00 1,255 0 +0
Jul01 001218 677.00 677.00 655.00 658.00 -13.00 103 0 +0
Sep01 001218 698.00 698.00 677.00 681.00 -11.00 62 0 +0
Nov01 001218 722.00 722.00 722.00 722.00 +8.00 53 0 +0
Total Volume and Open Interest      
London Sugar(LCE)
Dec00 001115 225.50 233.60 224.60 225.00 -0.30 902 2,074 -764
Mar01 001218 237.30 237.30 234.40 235.80 unch 1,141 0 +0
May01 001218 233.90 233.90 231.50 232.60 unch 219 0 +0
Aug01 001218 229.50 229.50 227.90 227.90 +0.10 24 0 +0
Oct01 001218 220.40 220.40 220.40 220.40 +0.10      
Total Volume and Open Interest      
Cotton(NYBOT)
Mar01 001218 65.60 65.75 65.05 65.10 -0.27 3,972 30,198 -162
May01 001218 67.55 67.60 67.00 67.00 -0.35 1,405 14,456 +103
Jul01 001218 68.75 68.80 68.35 68.35 -0.18 253 7,724 +26
Oct01 001218 65.53 65.53 65.53 65.53 unch 7 864 +0
Dec01 001218 64.75 64.75 64.65 64.65 -0.05 178 6,926 +41
Mar02 001218 65.90 66.00 65.90 65.90 -0.05 15 96 +0
Total Volume and Open Interest 5,831 60,407 +9
Lumber(CME)
Jan01 001218 208.5 210.2 207.0 208.2 +2.2 692 1,759 +3
Mar01 001218 220.2 225.0 220.2 225.0 +4.8 610 1,597 +105
May01 001218 231.0 234.1 231.0 233.4 +3.2 204 767 -15
Jul01 001218 241.4 243.8 241.4 242.2 +3.0 20 223 +6
Total Volume and Open Interest 1,528 4,390 +99
Crude Oil(NYM)
Jan01 001218 29.55 29.85 29.13 29.76 +0.89 53,224 42,226 -8,805
Feb01 001218 28.50 28.80 28.10 28.59 +0.73 44,078 100,571 +5,389
Mar01 001218 28.00 28.15 27.60 28.03 +0.63 10,218 37,328 +468
Apr01 001218 27.55 27.75 27.22 27.63 +0.58 3,518 24,896 -1,055
May01 001218 27.25 27.40 26.92 27.25 +0.52 3,035 17,913 +904
Jun01 001218 26.90 27.00 26.63 26.90 +0.48 1,674 30,180 +459
Jul01 001218 26.60 26.70 26.30 26.58 +0.45 676 12,683 -26
Aug01 001218 26.27 26.27 26.27 26.27 +0.43 1,185 11,141 +412
Sep01 001218 25.90 25.97 25.90 25.97 +0.41 466 11,372 -78
Oct01 001218 25.69 25.69 25.69 25.69 +0.38 650 7,846 -51
Total Volume and Open Interest 121,399 443,014 -1,710
Heating Oil(NYM)
Jan01 001218 93.80 95.40 90.90 92.21 +0.55 20,475 39,912 -2,233
Feb01 001218 89.50 91.30 87.90 88.48 +0.66 13,482 42,226 +991
Mar01 001218 84.00 85.25 82.30 82.88 +0.56 3,956 18,069 -1
Apr01 001218 78.40 79.00 76.80 76.98 +0.46 2,015 10,748 +225
May01 001218 74.30 74.60 72.73 72.73 +0.41 908 7,325 +166
Jun01 001218 72.50 73.00 71.13 71.13 +0.36 396 6,457 +101
Jul01 001218 72.10 72.60 70.38 70.38 +0.26 1,033 3,963 +248
Aug01 001218 71.95 71.95 70.08 70.08 +0.16 516 5,706 +285
Sep01 001218 72.60 72.60 70.63 70.63 +0.16 45 2,838 +23
Oct01 001218 71.18 71.18 71.18 71.18 +0.16 28 2,771 +15
Total Volume and Open Interest 43,418 149,712 +224
Unleaded Gas(NYM)
Jan01 001218 77.00 78.20 76.25 77.60 +1.93 13,762 21,807 -1,043
Feb01 001218 77.60 78.70 76.85 78.08 +1.81 6,467 18,867 +602
Mar01 001218 78.05 79.05 77.45 78.58 +1.81 2,606 12,652 +853
Apr01 001218 83.00 84.00 82.70 83.36 +1.56 1,799 11,818 +141
May01 001218 82.70 82.70 81.50 82.69 +1.49 1,226 9,519 +524
Jun01 001218 81.40 81.70 81.20 81.59 +1.44 781 6,332 +677
Jul01 001218 80.75 80.75 79.85 80.15 +1.40 40 2,336 +6
Aug01 001218 78.95 78.95 78.00 78.35 +1.40 260 7,894 +240
Total Volume and Open Interest 27,664 96,847 +2,415
Natural Gas(NYM)
Jan01 001218 9.200 9.200 8.400 8.527 +0.131 19,198 43,736 -393
Feb01 001218 9.050 9.090 8.200 8.365 +0.075 7,298 37,671 -107
Mar01 001218 8.170 8.180 7.600 7.665 +0.065 7,238 35,800 -92
Apr01 001218 5.800 5.830 5.500 5.575 -0.010 3,782 22,484 +200
May01 001218 5.300 5.300 5.100 5.130 -0.040 2,034 23,532 +59
Jun01 001218 5.250 5.250 5.050 5.110 -0.040 1,576 17,189 -270
Jul01 001218 5.230 5.230 5.060 5.100 -0.037 415 12,973 -55
Aug01 001218 5.210 5.210 5.070 5.080 -0.037 577 12,509 +106
Total Volume and Open Interest 45,131 382,623 -333
Brent Crude Oil(IPE)
Feb01 001218 26.14 26.84 25.98 26.24 +0.35 24,302 83,304 +513
Mar01 001218 26.08 26.52 25.80 26.30 +0.55 8,779 68,269 -14
Apr01 001218 25.75 26.11 25.55 25.96 +0.50 4,091 40,298 +460
May01 001218 25.40 25.80 25.33 25.67 +0.48 2,011 9,720 -144
Jun01 001218 25.40 25.40 25.04 25.39 +0.48 1,149 18,370 -184
Jul01 001218 24.90 25.15 24.90 25.15 +0.46 890 11,172 +240
Aug01 001218 24.93 24.93 24.93 24.93 +0.45 425 10,676 +25
Sep01 001218 24.67 24.71 24.67 24.71 +0.43 0 4,817 +0
Total Volume and Open Interest 43,072 288,514 -13,610
Gas Oil(IPE)
Jan01 001218 244.00 255.50 243.50 250.00 +10.00 13,568 27,064 -421
Feb01 001218 239.00 248.00 238.00 244.25 +10.00 7,894 18,760 +712
Mar01 001218 232.75 239.75 232.50 236.75 +8.75 1,284 10,064 +423
Apr01 001218 226.75 231.50 226.00 229.50 +7.75 700 6,053 -79
May01 001218 221.25 224.00 220.25 223.50 +7.25 224 2,359 +37
Jun01 001218 217.50 222.25 217.00 219.00 +6.25 812 13,851 +350
Jul01 001218 217.75 218.50 217.75 218.50 +6.00 0 4,130 +0
Aug01 001218 218.50 218.50 218.50 218.50 +5.50 0 1,333 +0
Total Volume and Open Interest 24,758 92,295 +1,140
US Dollar Index(NYBOT)
Dec00 001218 112.85 113.20 112.50 113.10 +0.20 1,500 0 -702
Mar01 001218 112.73 113.02 112.17 112.92 +0.29      
Jun01 001218 112.75 112.75 112.65 112.75 +0.29      
Total Volume and Open Interest 1,993 6,915 +569
Australian Dollar(IMM)
Dec00 001218 54.20 54.20 54.10 54.15 -0.21 2,263 10,485 -933
Mar01 001218 54.36 54.38 54.05 54.16 -0.25 2,670 19,525 +780
Jun01 001218 54.21 54.21 54.21 54.21 -0.25 5 36 +9
Total Volume and Open Interest 4,940 30,060 -142
British Pound(IMM)
Dec00 001218 147.34 147.40 147.18 147.24 -0.30 631 13,176 -2,148
Mar01 001218 147.58 147.70 146.70 147.54 -0.20 6,676 22,894 +1,985
Jun01 001218 147.74 147.74 146.80 147.74 -0.20 3 35 +3
Total Volume and Open Interest 7,315 36,124 -155
Canadian Dollar(IMM)
Dec00 001218 65.50 65.67 65.44 65.47 -0.28 0 17,100 -2,620
Mar01 001218 65.60 65.79 65.57 65.59 -0.28 7,293 47,379 +1,161
Jun01 001218 65.70 65.85 65.69 65.69 -0.28 252 4,192 +119
Sep01 001218 65.84 65.84 65.78 65.78 -0.28 5 1,186 -2
Total Volume and Open Interest 7,550 70,385 -1,342
Japanese Yen(IMM)
Dec00 001218 89.18 89.18 89.00 89.08 +0.19 5,033 45,197 -2,479
Mar01 001218 90.40 90.68 90.31 90.49 +0.30 13,389 84,121 +1,901
Jun01 001218 91.76 91.76 91.76 91.76 +0.30 0 64 +0
Total Volume and Open Interest 18,447 129,554 -578
Swiss Franc(IMM)
Dec00 001218 59.48 59.59 59.41 59.41 -0.09 51 28,260 -1,364
Mar01 001218 59.97 60.06 59.78 59.90 -0.07 16,489 39,460 +1,055
Jun01 001218 60.34 60.34 60.25 60.30 -0.07 5 25 +5
Total Volume and Open Interest 16,556 67,756 -295
EuroFX(IMM)
Dec00 001218 89.56 89.77 89.49 89.50 -0.08 511 30,123 -3,894
Mar01 001218 89.95 90.12 89.59 89.72 -0.22 23,906 74,646 +6,213
Jun01 001218 90.33 90.33 89.90 90.01 -0.23 221 574 +205
Total Volume and Open Interest 24,638 105,879 +2,623
Mexican Peso(IMM)
Dec00 001218 10660.0 10680.0 10660.0 10660.0 +32.0 194 8,009 -1,217
Mar01 001218 10380.0 10410.0 10365.0 10398.0 +58.0 1,001 20,070 +381
Total Volume and Open Interest 1,196 33,007 -831
30-Year T-Bonds(CBOT)
Dec00 001218 104~26 105~06 104~17 104~21 +0~04 4,350 37,932 -1,098
Mar01 001218 104~22 105~10 104~18 104~23 unch 155,746 416,341 -6,409
Jun01 001218 104~31 105~06 104~20 104~22 -0~02 308 1,417 +96
Total Volume and Open Interest 160,504 456,082 -7,356
Municipal Bonds(CBOT)
Dec00 001218 103~04 103~16 103~03 103~05 +0~01 616 7,677 -398
Mar01 001218 102~30 103~08 102~23 102~25 -0~02 1,918 11,753 +1,026
Total Volume and Open Interest 2,541 19,437 +635
10-Year T-Notes(CBOT)
Dec00 001218 104~120 104~220 104~095 104~205 +0~110 1,548 3,878 -564
Mar01 001218 104~150 105~050 104~150 104~250 +0~065 120,813 511,934 +9,718
Total Volume and Open Interest 123,695 518,300 +9,152
5-Year T-Notes(CBOT)
Dec00 001218 103~040 103~120 103~040 103~050 +0~045 6,617 26,751 -2,900
Mar01 001218 103~045 103~130 103~025 103~055 +0~045 71,854 341,415 +4,953
Jun01 001218 103~195 103~195 103~195 103~195 +0~045 5 207 +15
Total Volume and Open Interest 78,476 368,373 +2,068
2 Year T-Notes(CBOT)
Dec00 001218 101~008 101~008 101~008 101~008 +0~011 177 211 -46
Mar01 001218 101~042 101~058 101~040 101~046 +0~011 3,252 75,311 -43
Jun01 001218 101~090 101~090 101~090 101~090 +0~011 0 1 +0
Total Volume and Open Interest 3,429 75,523 -89
3-Mth T-Bills(IMM)
Mar01 001218 94.48 94.48 94.48 94.48 +0.08 0 1,567 -1
Total Volume and Open Interest 3 2,727 -6
Eurodollars(IMM)
Dec00 001218 93.165 93.165 93.165 93.165 -0.292 55,844 424,336 -11,623
Mar01 001218 93.935 93.965 93.915 93.925 +0.035 141,687 544,066 -7,175
Jun01 001218 94.220 94.265 94.205 94.225 +0.040 111,632 433,878 +1,445
Sep01 001218 94.350 94.410 94.350 94.365 +0.030 144,631 497,612 +6,105
Dec01 001218 94.280 94.350 94.280 94.290 +0.040 49,221 278,377 -28,571
Mar02 001218 94.340 94.395 94.325 94.340 +0.035 33,197 256,525 +607
Jun02 001218 94.285 94.345 94.270 94.275 +0.030 15,941 172,900 +2,338
Sep02 001218 94.235 94.290 94.225 94.225 +0.030 18,261 131,185 +5,636
Dec02 001218 94.120 94.175 94.110 94.115 +0.035 7,929 100,805 -3,433
Mar03 001218 94.155 94.215 94.145 94.150 +0.035 9,316 83,639 +1,688
Jun03 001218 94.115 94.180 94.115 94.115 +0.035 6,622 67,177 +140
Sep03 001218 94.090 94.150 94.080 94.085 +0.035 5,997 63,576 -640
Total Volume and Open Interest 644,519 3,487,287 -34,319
3-Mth Euro-Yen(IMM)
Dec00 001215 99.37 99.38 99.36 99.38 -0.01 792 20,569 +182
Mar01 001218 99.51 99.51 99.51 99.51 -0.02 714 23,877 +484
Jun01 001218 99.57 99.57 99.57 99.57 -0.01 1,725 8,514 +957
Sep01 001218 99.54 99.54 99.54 99.54 -0.01 509 10,476 -266
Dec01 001218 99.44 99.46 99.44 99.46 -0.01 307 5,744 +276
Mar02 001218 99.42 99.42 99.42 99.42 -0.01 0 3,278 -397
Jun02 001218 99.36 99.37 99.36 99.37 -0.02 0 1,363 +0
Sep02 001218 99.25 99.25 99.25 99.25 -0.02 0 867 +0
Dec02 001218 99.08 99.08 99.08 99.08 unch 0 31 +0
Mar03 001218 99.05 99.05 99.05 99.05 unch      
Total Volume and Open Interest 3,765 74,894 +1,229
3-Mth Euro-Yen(SIMEX)
Mar01 001218 99.53 99.53 99.50 99.51 -0.02      
Jun01 001218 99.58 99.58 99.57 99.57 -0.01      
Sep01 001218 99.56 99.56 99.53 99.54 -0.01      
Dec01 001218 99.46 99.46 99.43 99.44 -0.02      
Mar02 001218 99.43 99.43 99.41 99.42 -0.01      
Jun02 001218 99.36 99.36 99.36 99.36 -0.02      
Sep02 001218 99.25 99.25 99.25 99.25 -0.02      
Dec02 001218 99.10 99.10 99.10 99.10 -0.01      
Total Volume and Open Interest 0 404,189 -9,375
German Euro-Bund(EUREX)
Mar01 001218 108.38 108.60 108.26 108.55 +0.13 561,535 662,814 +12,076
Jun01 001218 108.05 108.26 108.05 108.25 +0.14 2,016 6,772 +438
Sep01 001218 108.35 108.35 108.35 108.35 +0.18 217 331 +0
Total Volume and Open Interest 563,768 669,917 +12,514
German Euro-Bobl(EUREX)
Mar01 001218 105.49 105.75 105.48 105.68 +0.16 242,242 371,006 -1,402
Jun01 001218 105.71 105.71 105.71 105.71 +0.16 0 3,144 +77
Sep01 001218 105.47 105.47 105.47 105.47 +0.16      
Total Volume and Open Interest 242,242 374,150 -1,325
Long Gilt(LIFFE)
Dec00 001218 115~24 115~27 115~20 115~24 unch 1,579 2,234 +2,234
Mar01 001218 115~09 115~17 115~08 115~12 -0~01 12,481 70,467 +70,467
Total Volume and Open Interest 14,060 72,702 +72,702
3-Mth Short Sterling(LIFFE)
Dec00 001218 93.99 94.00 93.99 93.99 +0.01 16,410 14,365 +14,365
Mar01 001218 94.13 94.15 94.12 94.14 +0.02 26,095 185,960 +185,960
Jun01 001218 94.30 94.31 94.28 94.30 +0.02 22,672 168,879 +168,879
Total Volume and Open Interest 112,490 772,100 +772,100
3-Mth Euribor(LIFFE)
Dec00 001218 95.055 95.070 95.055 95.065 +0.010 35,811 228,080 +228,080
Mar01 001218 95.170 95.190 95.160 95.180 +0.010 53,428 320,916 +320,916
Jun01 001218 95.325 95.360 95.320 95.350 +0.030 41,799 261,410 +261,410
Total Volume and Open Interest 214,710 1,519,646 +1,519,646
3-Mth Aus T-Bills(SFE)
Mar01 001218 94.17 94.20 94.16 94.20 +0.01 2,407 158,236 -7,603
Jun01 001218 94.37 94.41 94.37 94.41 +0.02 5,250 62,627 +4,818
Sep01 001218 94.48 94.49 94.45 94.49 +0.03 2,538 29,725 +2,028
Dec01 001218 94.47 94.49 94.44 94.49 +0.04 529 16,381 +219
Mar02 001218 94.40 94.44 94.39 94.44 +0.02 185 9,894 -42
Jun02 001218 94.32 94.36 94.32 94.36 +0.02 141 6,644 +249
Sep02 001218 94.25 94.29 94.25 94.29 +0.03 348 5,791 +172
Dec02 001218 94.18 94.22 94.18 94.22 +0.03 406 3,096 +274
Mar03 001218 94.13 94.14 94.13 94.14 +0.02 25 1,661 +35
Jun03 001218 94.08 94.10 94.08 94.09 +0.01 105 1,240 +55
Total Volume and Open Interest 11,994 298,275 +215
10-Year Aus T-Bonds(SFE)
Mar01 001218 94.54 94.57 94.51 94.56 +0.01 21,394 94,246 +9,098
Total Volume and Open Interest 845 96,209 -130,524
3-Year Aus T-Bonds(SFE)
Mar01 001218 0.00 0.00 0.00 0.00 -94.75      
Total Volume and Open Interest      
Gold(CMX)
Dec00 001218 270.0 270.0 269.7 269.7 -0.7 31 131 -2
Feb01 001218 272.5 272.6 271.7 272.0 -0.9 12,326 72,715 +249
Apr01 001218 275.0 275.2 274.3 274.5 -0.9 383 7,516 +102
Jun01 001218 277.8 277.8 277.0 277.0 -0.9 14 12,060 +4
Aug01 001218 279.1 279.1 279.1 279.1 -0.9 74 3,332 +0
Oct01 001218 281.0 281.0 281.0 281.0 -0.9 0 693 +0
Total Volume and Open Interest 12,938 114,115 +458
Silver(CMX)
Dec00 001218 458.0 458.0 457.5 457.5 +1.2 17 311 +5
Mar01 001218 463.5 466.5 463.0 464.3 +0.8 7,147 57,782 -274
May01 001218 467.0 471.0 467.0 468.4 +0.8 63 2,319 +16
Jul01 001218 473.0 475.5 472.8 472.8 +0.8 45 3,685 +8
Sep01 001218 477.3 477.3 477.3 477.3 +0.9 0 3,085 +0
Total Volume and Open Interest 7,335 74,638 -266
Platinum(NYM)
Jan01 001218 606.0 606.5 602.5 604.0 -6.7 1,134 7,039 -168
Apr01 001218 599.0 599.0 595.0 595.5 -6.2 299 1,773 +131
Total Volume and Open Interest 1,433 8,822 -37
Palladium(NYME)
Dec00 001218 947.20 947.20 947.20 947.20 -2.30 0 1 +0
Mar01 001218 935.00 940.00 935.00 939.20 -2.30 54 1,693 -15
Jun01 001218 934.20 934.20 934.20 934.20 -2.30 0 136 +0
Total Volume and Open Interest 54 1,830 -15
Copper(CMX)
Dec00 001218 87.30 87.65 86.65 87.45 +0.20 1,186 3,608 -254
Mar01 001218 87.15 87.65 86.50 87.35 +0.15 12,827 30,383 -187
May01 001218 87.00 87.00 86.45 86.80 +0.10 1,420 4,890 +1,111
Jul01 001218 86.60 86.70 86.00 86.60 +0.05 304 5,509 +150
Sep01 001218 86.40 86.40 86.15 86.40 unch 51 2,084 +42
Total Volume and Open Interest 16,548 69,665 +968
DJIA Index(CBOT)
Dec00 001214 10680 10735 10620 10650 -121 4,318 12,298 -1,158
Mar01 001218 10625 10815 10610 10800 +285 14,841 15,654 +460
Jun01 001218 10755 10935 10755 10932 +285 13 15 -7
Sep01 001218 11000 11063 11000 11063 +285 0 3 +0
Total Volume and Open Interest 14,860 15,679 -10,432
S & P 500(CME)
Mar01 001218 1341.00 1352.00 1335.40 1346.50 +20.50 76,770 446,755 +3,463
Jun01 001218 1363.00 1369.00 1355.00 1364.80 +20.30 42 2,982 +25
Sep01 001218 1383.00 1385.50 1383.00 1383.00 +20.50 224 854 +177
Dec01 001218 1400.20 1403.00 1400.20 1400.20 +20.20 0 435 +8
Total Volume and Open Interest 77,036 557,225 -8,143
S & P 500 E-Mini(Globex)
Mar01 001218 1330.00 1352.75 1329.50 1346.50 +20.50 98,832 31,810 +92
Jun01 001218 1364.75 1364.75 1363.00 1364.75        
NASDAQ 100(CME)
Mar01 001218 2655.00 2690.00 2555.00 2608.50 +6.00 21,498 38,439 +1,643
Jun01 001218 2649.50 2649.50 2649.50 2649.50 +6.00 0 7 +0
Sep01 001218 2690.50 2690.50 2690.50 2690.50        
NASDAQ 100 E-Mini(GLOBEX)
Mar01 001218 2619.5 2692.0 2553.0 2608.5 +6.0 82,436 21,478 +700
Jun01 001218 2649.5 2649.5 2615.0 2649.5        
NYSE Composite(NYBOT)
Mar01 001218 646.00 655.00 646.00 654.60 +12.60      
Jun01 001218 663.35 663.35 663.35 663.35 +12.60      
Sep01 001218 672.10 672.10 672.10 672.10 +12.60      
Total Volume and Open Interest      
S & P Midcap 400(CME)
Mar01 001218 503.00 512.50 503.00 510.50 +510.50 494 14,300 +14,300
Jun01 001218 517.70 517.70 517.70 517.70 +517.70 0 1 +1
Sep01 001218 524.70 524.70 524.70 524.70 +9.00      
Total Volume and Open Interest      
Russell 2000(CME)
Mar01 001218 466.00 473.50 465.90 472.00 +9.25 1,791 13,956 -2
Jun01 001218 479.60 479.60 479.60 479.60 +9.25      
Sep01 001218 487.15 487.15 487.15 487.15 +9.25      
Total Volume and Open Interest 1,791 18,638 -179
Value Line(KCBT)
Mar01 001218 1110.00 1115.00 1093.00 1097.00 +2.50      
Total Volume and Open Interest      
Nikkei 225(CME)
Mar01 001218 14650 14700 14300 14550 +40 1,325 13,442 +68
Jun01 001218 14540 14550 14540 14540 +40 0 3 +0
Total Volume and Open Interest 1,325 13,445 +68
Nikkei 225(SIMEX)
Mar01 001218 14520 14595 14395 14590 +5 13,052 0 -82,378
Jun01 001218 14570 14570 14570 14570 +5      
Sep01 001218 14590 14590 14590 14590 +5      
Total Volume and Open Interest      
CAC 40(MATIF)
Dec00 001218 5850.0 5952.5 5849.0 5911.0 +76.0 55,481 393,634 +18,071
Jan01 001218 5894.0 5973.0 5894.0 5934.0 +74.0 11,223 28,738 +10,849
Feb01 001218 5985.0 5988.0 5950.5 5950.5 +76.5 2,527 2,561 +2,515
Total Volume and Open Interest 77,861 464,326 +39,088
DAX Index(EUREX)
Mar01 001218 6463.0 6545.5 6424.5 6434.5 +10.0 49,389 122,473 +8,057
Jun01 001218 6528.0 6580.0 6488.0 6495.5 +10.5 884 10,011 +166
Total Volume and Open Interest 77,182 132,484 -115,011
FT-SE 100(LIFFE)
Mar01 001218 6238.00 6317.00 6236.00 6283.50 +48.50 38,285 232,754 +232,754
Jun01 001218 6353.50 6353.50 6353.50 6353.50 +48.50 2 8,447 +8,447
Total Volume and Open Interest 63,610 241,201 +241,201
SPI 200(SFE)
Dec00 001218 3248.0 3256.0 3233.0 3245.0 -18.0 1,248 153,696 +8,005
Mar01 001218 3268.0 3284.0 3268.0 3273.0 -18.0 256 7,578 +79
Jun01 001218 3298.0 3298.0 3298.0 3298.0 -20.0 0 174 +0
Total Volume and Open Interest 1,504 161,461 +8,084
GSCI(CME)
Jan01 001218 250.00 250.00 243.00 245.70 +3.60 2,625 33,242 +1,721
Feb01 001218 239.00 241.00 239.00 239.00 +3.00 0 26 +0
Mar01 001110 233.50 234.00 233.20 233.50 +0.10      
Total Volume and Open Interest 11,685 36,008 +78
Bridge CRB Index(NYBOT)
Jan01 001218 227.40 228.30 227.25 227.40 +0.60 42 432 +4
Feb01 001218 225.15 226.00 224.50 225.00 +0.30 7 678 +0
Apr01 001218 222.60 222.60 222.60 222.60 unch 1 310 +0
Total Volume and Open Interest 150 1,420 +4
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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