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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 Tue December 19, 2000
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan01 001219 508.00 512.00 506.50 511.75 +2.00 26,433 53,638 -5,801
Mar01 001219 518.50 522.50 516.75 522.00 +2.00 17,510 59,756 +4,653
May01 001219 524.00 528.75 523.50 528.50 +2.75 2,781 24,347 +551
Jul01 001219 530.00 534.00 528.50 533.75 +2.00 3,215 28,373 +294
Aug01 001219 529.00 533.00 529.00 533.00 +2.00 308 1,486 +85
Sep01 001219 525.00 527.50 525.00 527.50 +1.25 5 599 -4
Nov01 001219 526.50 528.50 525.00 528.25 +0.75 706 10,543 +142
Total Volume and Open Interest 50,976 178,823 -67
Soybean Meal(CBOT)
Jan01 001219 191.30 192.50 190.30 192.30 +0.40 12,097 38,819 -2,341
Mar01 001219 188.50 190.70 188.00 190.60 +1.50 10,791 46,221 +2,894
May01 001219 184.90 186.80 184.30 186.60 +1.10 3,672 20,131 +528
Jul01 001219 183.00 184.70 182.30 184.50 +1.10 989 12,924 +158
Aug01 001219 181.20 182.50 181.00 182.40 +0.60 57 4,021 +0
Sep01 001219 180.50 181.70 180.30 181.70 +0.50 4 1,887 +1
Oct01 001219 177.80 178.00 177.80 177.80 +0.30 5 843 +0
Dec01 001219 177.60 178.50 177.10 178.50 +0.90 35 3,048 +20
Total Volume and Open Interest 27,650 127,894 +1,260
Soybean Oil(CBOT)
Jan01 001219 15.05 15.22 15.03 15.21 +0.08 8,571 34,986 -4,403
Mar01 001219 15.46 15.60 15.42 15.58 +0.06 7,391 54,340 +988
May01 001219 15.88 15.98 15.83 15.97 +0.04 2,431 17,255 +1,014
Jul01 001219 16.28 16.38 16.26 16.38 +0.05 694 13,979 +420
Aug01 001219 16.44 16.53 16.44 16.51 +0.04 72 3,081 +58
Sep01 001219 16.65 16.70 16.65 16.68 +0.13 0 2,350 +0
Oct01 001219 16.80 16.90 16.78 16.90 unch 101 3,044 +100
Dec01 001219 17.08 17.18 17.06 17.18 -0.02 2 5,913 -2
Total Volume and Open Interest 19,262 136,036 -1,828
Canola(WCE)
Jan01 001219 273.3 274.4 273.0 274.1 +0.6 3,037 26,227 -889
Mar01 001219 279.1 280.0 278.8 279.7 +0.6 6,112 33,103 +3,021
May01 001219 284.7 285.4 284.4 285.2 +0.8 247 4,295 +46
Jul01 001219 290.0 290.8 290.0 290.8 +0.9 159 4,938 +138
Aug01 001219 288.9 288.9 288.9 288.9 unch 0 58 +0
Total Volume and Open Interest 9,660 70,560 +2,371
Corn(CBOT)
Jan01 001219 215.00 218.50 214.75 218.50 +3.00 475 3,964 -804
Mar01 001219 223.00 226.00 222.00 225.75 +2.50 44,392 233,898 -4,118
May01 001219 230.25 233.75 230.00 233.50 +2.25 6,810 64,305 +2,482
Jul01 001219 238.75 241.50 237.75 241.25 +2.00 3,415 61,115 +128
Sep01 001219 245.75 248.50 245.75 248.25 +2.00 396 7,311 -72
Total Volume and Open Interest 59,704 409,306 -737
Wheat(CBOT)
Mar01 001219 268.50 273.00 268.00 272.50 +3.75 12,238 96,843 -1,002
May01 001219 279.00 284.00 279.00 283.50 +4.00 1,026 11,014 +74
Jul01 001219 288.50 294.00 288.50 293.75 +4.25 2,622 24,173 +1,019
Sep01 001219 302.00 303.50 302.00 303.50 +4.00 35 1,269 +30
Dec01 001219 312.50 317.00 312.50 317.00 +4.00 230 3,488 +75
Total Volume and Open Interest 16,184 137,185 +216
Wheat(KCBT)
Dec00 001219 309.00 309.00 309.00 309.00 +8.00 0 2 -2
Mar01 001219 316.50 323.00 316.25 321.00 +4.50 6,020 50,336 -1,024
May01 001219 326.00 332.25 325.75 331.00 +5.50 1,010 6,448 +587
Jul01 001219 334.50 340.50 334.00 338.75 +4.75 1,542 10,458 +570
Sep01 001219 345.00 347.50 345.00 345.50 +3.50 2 459 +2
Total Volume and Open Interest 8,574 67,822 +133
Wheat(MGE)
Dec00 001219 311.00 311.00 311.00 311.00 unch 1 0 -1
Mar01 001219 321.00 325.50 320.25 325.00 +3.75 1,866 16,521 -307
May01 001219 331.00 334.00 329.50 334.00 +2.75 291 3,645 -53
Jul01 001219 337.00 341.75 337.00 341.25 +3.00 30 2,402 +12
Sep01 001219 349.00 349.00 349.00 349.00 +4.00 0 702 +0
Total Volume and Open Interest 2,189 23,481 -348
Oats(CBOT)
Mar01 001219 109.75 110.50 109.50 110.25 +0.50 379 10,526 +5
May01 001219 116.00 116.50 115.75 116.50 +0.50 148 1,423 +100
Jul01 001219 121.75 122.00 121.75 122.00 +0.75 0 882 +0
Sep01 001219 125.75 125.75 125.75 125.75 +0.25 0 354 +0
Total Volume and Open Interest 704 14,005 +48
Rough Rice(CBOT)
Jan01 001219 5.90 5.93 5.90 5.93 +0.01 636 2,776 -610
Mar01 001219 6.15 6.21 6.15 6.21 +0.03 693 2,392 +370
May01 001219 6.44 6.45 6.44 6.45 +0.03 11 636 +2
Jul01 001219 6.69 6.69 6.69 6.69 +0.05 18 564 +6
Total Volume and Open Interest 1,390 6,637 -215
Live Cattle(CME)
Dec00 001219 78.550 78.550 77.825 78.000 -0.425 3,355 8,186 -793
Feb01 001219 78.225 78.225 77.300 77.425 -0.800 9,224 66,241 +438
Apr01 001219 78.850 78.875 78.175 78.300 -0.550 3,851 31,293 +181
Jun01 001219 74.650 74.650 74.150 74.225 -0.475 1,513 11,872 +709
Aug01 001219 74.650 74.675 74.175 74.225 -0.475 838 11,012 +542
Oct01 001219 76.000 76.000 75.650 75.775 -0.375 201 2,835 +127
Total Volume and Open Interest 19,023 132,481 +1,244
Feeder Cattle(CME)
Jan01 001219 91.050 91.150 90.550 90.625 -0.575 610 8,495 -58
Mar01 001219 90.300 90.300 89.600 89.850 -0.575 655 5,329 +77
Apr01 001219 89.600 89.700 89.000 89.200 -0.575 353 2,170 +25
May01 001219 89.250 89.250 88.750 88.900 -0.575 76 2,115 +21
Aug01 001219 89.500 89.650 89.200 89.225 -0.675 76 1,048 +15
Sep01 001219 89.325 89.325 89.050 89.050 -0.300 2 248 +2
Oct01 001219 89.100 89.275 89.100 89.275 -0.025 7 124 +4
Total Volume and Open Interest 1,806 19,632 +97
Lean Hogs(CME)
Feb01 001219 57.800 57.800 56.400 56.700 -1.375 2,619 28,487 +797
Apr01 001219 57.750 57.750 56.300 56.750 -1.175 742 6,652 +168
Jun01 001219 63.300 63.300 62.050 62.525 -0.950 149 4,436 +54
Jul01 001219 60.925 60.925 60.050 60.200 -0.850 132 1,411 +37
Aug01 001219 58.925 59.000 58.200 59.000 -0.175 84 759 +63
Oct01 001219 50.500 50.750 50.350 50.725 -0.375 138 1,241 +79
Dec01 001219 48.500 48.500 47.900 48.100 -0.475 37 1,035 +24
Feb02 001219 49.000 49.000 48.800 49.000 -0.500 2 32 +0
Total Volume and Open Interest 3,907 48,438 +1,007
Pork Bellies(CME)
Feb01 001219 67.125 67.550 66.425 67.325 -0.150 483 2,248 -39
Mar01 001219 67.000 67.350 66.550 67.350 -0.175 41 170 +1
May01 001219 67.900 68.400 67.600 67.600 -0.300 2 131 -2
Jul01 001219 68.000 68.000 67.600 67.600 -0.400 5 69 -1
Aug01 001219 69.500 69.500 68.000 69.500 unch 1 31 +1
Total Volume and Open Interest 532 2,649 -40
Cocoa(NYBOT)
Mar01 001219 727 728 718 721 -8 3,215 47,056 -413
May01 001219 743 743 737 740 -6 697 19,437 +1
Jul01 001219 762 762 756 759 -6 123 14,673 +1
Sep01 001219 780 780 778 778 -6 1 11,727 -1
Dec01 001219 809 809 806 806 -6 6 12,794 +0
Mar02 001219 835 835 835 835 -5 253 11,851 -46
May02 001219 852 856 852 856 -5 0 6,329 +0
Total Volume and Open Interest 4,345 138,689 -467
Coffee "C"(NYBOT)
Dec00 001218 64.00 64.00 62.70 62.70 -0.20 55 382 -40
Mar01 001219 65.80 66.20 65.00 65.05 -0.85 3,110 29,577 -193
May01 001219 68.90 69.25 68.05 68.10 -0.90 1,254 7,650 +802
Jul01 001219 72.00 72.40 71.10 71.10 -0.90 198 3,098 +71
Sep01 001219 75.10 75.50 74.00 74.00 -1.10 36 2,815 +1
Dec01 001219 79.40 79.75 78.25 78.25 -1.25 73 2,102 +39
Total Volume and Open Interest 4,720 45,357 +371
Orange Juice(NYBOT)
Jan01 001219 82.40 82.60 80.00 80.05 -1.45 1,140 8,157 -644
Mar01 001219 86.70 86.90 84.40 84.85 -0.95 1,187 17,628 +368
May01 001219 88.90 89.00 87.00 87.10 -1.05 103 2,459 +16
Jul01 001219 91.25 91.25 90.00 90.05 -0.10 30 1,069 +21
Sep01 001219 92.50 92.50 92.00 92.00 -0.15 0 326 +0
Total Volume and Open Interest 2,460 30,065 -239
Sugar #11(NYBOT)
Mar01 001219 9.29 9.44 9.29 9.42 +0.10 5,379 70,848 -822
May01 001219 8.98 9.05 8.97 9.03 +0.06 695 20,242 +0
Jul01 001219 8.46 8.52 8.45 8.51 +0.05 675 23,693 +145
Oct01 001219 8.13 8.19 8.12 8.18 +0.02 697 20,780 +85
Mar02 001219 8.02 8.08 8.01 8.08 +0.02 402 9,171 +131
Total Volume and Open Interest 7,888 147,442 -447
London Cocoa(LCE)
Dec00 001212 534 537 533 534 -4 3,911 13,944 -3,097
Mar01 001219 560 560 557 559 unch 3,159 63,906 +63,906
May01 001219 570 570 566 567 -2 392 32,381 +32,381
Jul01 001219 578 578 576 577 unch 345 16,736 +16,736
Sep01 001219 590 590 587 588 unch 388 22,250 +22,250
Dec01 001219 610 612 609 610 unch 46 9,466 +9,466
Mar02 001219 629 629 629 629 -1 0 22,596 +22,596
Total Volume and Open Interest 4,330 186,739 +186,739
London Coffee(LCE)
Jan01 001219 595.00 608.00 592.00 600.00 +8.00 2,544 21,793 +21,793
Mar01 001219 611.00 629.00 611.00 619.00 unch 2,429 21,286 +21,286
May01 001219 638.00 649.00 635.00 639.00 -1.00 637 8,303 +8,303
Jul01 001219 664.00 665.00 660.00 660.00 +2.00 145 3,735 +3,735
Sep01 001219 685.00 685.00 682.00 682.00 +1.00 200 2,219 +2,219
Nov01 001219 704.00 704.00 702.00 702.00 -20.00 1 3,841 +3,841
Total Volume and Open Interest 5,991 61,760 +61,760
London Sugar(LCE)
Dec00 001115 225.50 233.60 224.60 225.00 -0.30 902 2,074 -764
Mar01 001219 236.00 237.00 235.00 236.10 +0.30 1,424 23,565 +23,565
May01 001219 233.10 233.60 232.00 232.70 +0.10 480 4,526 +4,526
Aug01 001219 229.10 229.20 228.30 228.30 +0.40 381 7,115 +7,115
Oct01 001219 220.70 220.70 220.70 220.70 +0.30 0 2,490 +2,490
Total Volume and Open Interest 2,285 39,011 +39,011
Cotton(NYBOT)
Mar01 001219 65.15 65.50 64.95 65.00 -0.10 3,871 29,855 -343
May01 001219 67.05 67.32 66.85 66.88 -0.12 1,364 14,579 +123
Jul01 001219 68.38 68.60 68.26 68.27 -0.08 340 7,759 +35
Oct01 001219 65.50 65.55 65.50 65.53 unch 0 864 +0
Dec01 001219 64.65 64.80 64.60 64.60 -0.05 58 6,933 +7
Mar02 001219 66.00 66.00 65.80 65.80 -0.10 24 109 +13
Total Volume and Open Interest 11,661 60,246 -161
Lumber(CME)
Jan01 001219 207.4 208.5 202.1 207.2 -1.0 181 1,670 -89
Mar01 001219 223.9 223.9 218.7 221.3 -3.7 175 1,603 +6
May01 001219 233.0 233.9 227.9 230.7 -2.7 32 765 -2
Jul01 001219 242.0 242.0 238.5 238.6 -3.6 7 225 +2
Total Volume and Open Interest 396 4,306 -84
Crude Oil(NYM)
Jan01 001219 29.40 29.75 28.75 29.33 -0.43 50,760 28,245 -13,981
Feb01 001219 28.35 28.50 27.70 27.96 -0.63 56,577 103,012 +2,441
Mar01 001219 27.80 27.90 27.10 27.37 -0.66 7,807 36,817 -511
Apr01 001219 27.43 27.50 26.90 26.97 -0.66 3,730 24,641 -255
May01 001219 27.00 27.00 26.59 26.59 -0.66 1,468 18,010 +97
Jun01 001219 26.65 26.65 26.24 26.24 -0.66 5,710 29,192 -988
Jul01 001219 26.40 26.40 25.92 25.92 -0.66 624 12,923 +240
Aug01 001219 26.00 26.00 25.61 25.61 -0.66 389 11,049 -92
Sep01 001219 25.85 25.85 25.31 25.31 -0.66 418 11,383 +11
Oct01 001219 25.03 25.03 25.03 25.03 -0.66 1,143 7,912 +66
Total Volume and Open Interest 131,449 429,401 -13,613
Heating Oil(NYM)
Jan01 001219 92.00 92.90 91.00 91.60 -0.61 20,720 38,095 -1,817
Feb01 001219 88.05 89.30 87.50 88.03 -0.45 10,962 41,040 -1,186
Mar01 001219 82.70 83.25 82.20 82.33 -0.55 3,445 18,041 -28
Apr01 001219 76.20 77.50 76.20 76.53 -0.45 1,466 10,983 +235
May01 001219 73.00 73.10 72.38 72.38 -0.35 762 7,429 +104
Jun01 001219 71.00 71.70 70.65 70.88 -0.25 1,183 6,668 +211
Jul01 001219 70.10 70.65 70.10 70.13 -0.25 613 4,019 +56
Aug01 001219 70.25 70.50 69.83 69.83 -0.25 839 6,076 +370
Sep01 001219 70.90 70.90 70.38 70.38 -0.25 385 2,826 -12
Oct01 001219 70.50 71.00 70.50 70.93 -0.25 200 2,753 -18
Total Volume and Open Interest 41,808 147,227 -2,485
Unleaded Gas(NYM)
Jan01 001219 77.00 77.55 76.60 77.04 -0.56 12,832 21,326 -481
Feb01 001219 77.50 78.00 77.15 77.37 -0.71 8,080 19,505 +638
Mar01 001219 78.10 78.10 77.60 77.70 -0.88 3,476 12,336 -316
Apr01 001219 82.50 82.80 82.30 82.30 -1.06 1,801 12,042 +224
May01 001219 81.70 82.30 81.65 81.65 -1.04 668 9,672 +153
Jun01 001219 81.10 81.30 80.60 80.60 -0.99 1,420 7,076 +744
Jul01 001219 80.00 80.00 79.15 79.15 -1.00 106 2,386 +50
Aug01 001219 78.20 78.20 77.35 77.35 -1.00 126 7,949 +55
Total Volume and Open Interest 28,885 97,929 +1,082
Natural Gas(NYM)
Jan01 001219 8.850 9.130 8.780 9.102 +0.575 18,872 44,462 +726
Feb01 001219 8.850 8.900 8.650 8.812 +0.447 4,457 36,152 -1,519
Mar01 001219 8.000 8.020 7.810 7.932 +0.267 2,925 35,019 -781
Apr01 001219 5.750 5.800 5.650 5.760 +0.185 1,682 22,391 -93
May01 001219 5.180 5.200 5.120 5.200 +0.070 856 23,516 -16
Jun01 001219 5.150 5.180 5.100 5.170 +0.060 360 17,234 +45
Jul01 001219 5.120 5.160 5.100 5.155 +0.055 447 12,915 -58
Aug01 001219 5.150 5.150 5.070 5.135 +0.055 374 12,289 -220
Total Volume and Open Interest 30,980 380,369 -2,254
Brent Crude Oil(IPE)
Feb01 001219 26.25 26.25 24.95 25.00 -1.24 29,922 81,859 -1,445
Mar01 001219 25.85 26.00 25.10 25.14 -1.16 7,571 70,365 +2,096
Apr01 001219 25.60 25.62 24.88 24.88 -1.08 3,198 40,638 +340
May01 001219 25.40 25.40 24.66 24.66 -1.01 1,072 9,697 -23
Jun01 001219 25.00 25.15 24.44 24.44 -0.95 481 18,289 -81
Jul01 001219 24.21 24.21 24.21 24.21 -0.94 1 11,171 -1
Aug01 001219 24.70 24.70 23.98 23.98 -0.95 0 10,676 +0
Sep01 001219 23.76 23.76 23.76 23.76 -0.95 200 4,617 -200
Total Volume and Open Interest 46,415 288,781 +267
Gas Oil(IPE)
Jan01 001219 248.00 249.50 243.50 244.25 -5.75 13,176 25,655 -1,409
Feb01 001219 241.50 241.75 237.75 239.00 -5.25 4,909 18,805 +45
Mar01 001219 234.00 234.50 231.50 232.00 -4.75 1,711 10,167 +103
Apr01 001219 227.00 227.00 225.00 225.00 -4.50 452 6,201 +148
May01 001219 221.50 221.50 219.25 219.25 -4.25 96 2,324 -35
Jun01 001219 218.00 218.00 215.50 215.50 -3.50 1,742 12,944 -907
Jul01 001219 215.25 215.25 215.00 215.00 -3.50 1 4,130 +0
Aug01 001219 215.25 215.25 215.25 215.25 -3.25 0 1,333 +0
Total Volume and Open Interest 22,187 90,240 -2,055
US Dollar Index(NYBOT)
Mar01 001219 112.75 113.50 112.68 113.04 +0.12      
Jun01 001219 112.87 112.87 112.87 112.87 +0.12      
Sep01 001219 113.00 113.00 112.70 112.70 +0.12      
Total Volume and Open Interest 829 6,665 -250
Australian Dollar(IMM)
Mar01 001219 54.15 54.57 54.13 54.51 +0.35 2,184 19,669 +144
Jun01 001219 54.56 54.56 54.56 54.56 +0.35 2 36 +0
Sep01 001219 54.61 54.61 54.61 54.61 +0.35 0 7 +0
Total Volume and Open Interest 2,833 30,156 +96
British Pound(IMM)
Mar01 001219 146.86 147.02 146.24 146.94 -0.60 4,840 23,273 +379
Jun01 001219 147.14 147.14 146.30 147.14 -0.60 0 32 -3
Sep01 001219 147.34 147.34 147.34 147.34 -0.60      
Total Volume and Open Interest 6,545 36,584 +460
Canadian Dollar(IMM)
Mar01 001219 65.63 65.91 65.62 65.89 +0.30 6,985 49,089 +1,710
Jun01 001219 65.79 65.99 65.78 65.99 +0.30 515 4,288 +96
Sep01 001219 66.08 66.08 66.08 66.08 +0.30 2 1,185 -1
Dec01 001219 66.10 66.17 66.10 66.17 +0.30 13 525 +4
Total Volume and Open Interest 13,062 70,497 +112
Japanese Yen(IMM)
Mar01 001219 90.26 90.40 90.08 90.16 -0.33 10,264 84,258 +137
Jun01 001219 91.42 91.42 91.42 91.42 -0.34 2,225 2,261 +2,197
Sep01 001219 92.67 92.67 92.67 92.67 -0.35 7 96 +0
Total Volume and Open Interest 25,102 127,428 -2,126
Swiss Franc(IMM)
Mar01 001219 59.51 59.80 59.32 59.78 -0.12 6,961 40,188 +728
Jun01 001219 60.18 60.18 59.80 60.18 -0.12 4 27 +2
Sep01 001219 60.57 60.57 60.57 60.57 -0.12 0 11 +0
Total Volume and Open Interest 15,096 73,988 +6,232
EuroFX(IMM)
Mar01 001219 89.36 89.69 89.26 89.68 -0.04 14,142 75,560 +914
Jun01 001219 89.74 89.99 89.62 89.97 -0.04 531 781 +207
Sep01 001219 90.24 90.24 89.92 90.24 -0.04 85 591 +59
Total Volume and Open Interest 21,033 104,459 -1,420
Mexican Peso(IMM)
Dec00 001218 10660.0 10680.0 10660.0 10660.0 +32.0 194 8,009 -1,217
Mar01 001219 10397.5 10425.0 10360.0 10370.0 -28.0 4,529 21,916 +1,846
Total Volume and Open Interest 6,231 35,250 +2,243
30-Year T-Bonds(CBOT)
Dec00 001219 104~15 104~15 104~01 104~15 -0~06 7,947 32,899 -5,033
Mar01 001219 104~19 104~24 104~02 104~16 -0~07 118,271 417,964 +1,623
Jun01 001219 104~12 104~16 104~03 104~15 -0~07 181 1,569 +152
Total Volume and Open Interest 126,462 452,907 -3,175
Municipal Bonds(CBOT)
Dec00 001219 103~01 103~03 102~28 103~02 -0~03 1,177 6,684 -993
Mar01 001219 102~20 102~22 102~13 102~20 -0~05 1,626 12,579 +826
Total Volume and Open Interest 2,803 19,263 -174
10-Year T-Notes(CBOT)
Dec00 001219 104~070 104~080 104~030 104~040 -0~165 1,041 2,005 -1,873
Mar01 001219 104~220 104~280 104~100 104~175 -0~075 102,140 506,451 -5,483
Total Volume and Open Interest 104,491 511,854 -6,446
5-Year T-Notes(CBOT)
Dec00 001219 103~025 103~025 103~000 103~005 -0~045 1,867 25,642 -1,109
Mar01 001219 103~030 103~060 102~315 103~035 -0~020 60,451 343,878 +2,463
Jun01 001219 103~175 103~175 103~175 103~175 -0~020 0 207 +0
Total Volume and Open Interest 62,318 369,727 +1,354
2 Year T-Notes(CBOT)
Dec00 001219 101~000 101~000 101~000 101~000 -0~008 0 105 -106
Mar01 001219 101~041 101~044 101~032 101~038 -0~008 4,004 75,443 +132
Jun01 001219 101~082 101~082 101~082 101~082 -0~008 0 1 +0
Total Volume and Open Interest 4,004 75,549 +26
3-Mth T-Bills(IMM)
Mar01 001219 94.43 94.44 94.42 94.44 -0.04 0 1,567 +0
Total Volume and Open Interest 24 2,728 +1
Eurodollars(IMM)
Mar01 001219 93.920 93.925 93.870 93.910 -0.015 138,861 559,741 +15,675
Jun01 001219 94.210 94.220 94.155 94.210 -0.015 73,502 435,702 +1,824
Sep01 001219 94.355 94.370 94.315 94.360 -0.005 136,863 489,267 -8,345
Dec01 001219 94.280 94.290 94.230 94.290 unch 57,505 288,935 +10,558
Mar02 001219 94.330 94.335 94.280 94.325 -0.015 31,661 261,136 +4,611
Jun02 001219 94.255 94.270 94.215 94.250 -0.025 17,971 177,271 +4,371
Sep02 001219 94.210 94.220 94.155 94.195 -0.030 18,287 137,667 +6,482
Dec02 001219 94.080 94.110 94.030 94.075 -0.040 13,429 104,058 +3,253
Mar03 001219 94.110 94.120 94.065 94.105 -0.045 8,987 83,532 -107
Jun03 001219 94.075 94.075 94.030 94.065 -0.050 5,761 68,435 +1,258
Sep03 001219 94.045 94.055 94.000 94.030 -0.055 5,753 64,841 +1,265
Dec03 001219 93.950 93.955 93.910 93.935 -0.060 6,222 51,652 +1,820
Total Volume and Open Interest 574,360 3,474,999 -12,288
3-Mth Euro-Yen(IMM)
Dec00 001215 99.37 99.38 99.36 99.38 -0.01 792 20,569 +182
Mar01 001219 99.52 99.53 99.51 99.52 +0.01 3,465 25,077 +1,200
Jun01 001219 99.57 99.58 99.57 99.58 +0.01 577 7,971 -543
Sep01 001219 99.55 99.55 99.54 99.54 unch 5 10,330 -146
Dec01 001219 99.47 99.47 99.46 99.46 unch 36 5,779 +35
Mar02 001219 99.44 99.44 99.43 99.43 +0.01 60 3,338 +60
Jun02 001219 99.39 99.39 99.39 99.39 +0.02 101 1,464 +101
Sep02 001219 99.29 99.29 99.28 99.29 +0.04 0 867 +0
Dec02 001219 99.12 99.13 99.12 99.12 +0.04 0 31 +0
Mar03 001219 99.05 99.05 99.05 99.05 unch      
Total Volume and Open Interest 4,246 74,806 -88
3-Mth Euro-Yen(SIMEX)
Mar01 001219 99.51 99.53 99.50 99.53 +0.02      
Jun01 001219 99.57 99.58 99.57 99.57 unch      
Sep01 001219 99.54 99.55 99.54 99.54 unch      
Dec01 001219 99.45 99.46 99.45 99.46 +0.02      
Mar02 001219 99.44 99.44 99.43 99.43 +0.01      
Jun02 001219 99.38 99.38 99.38 99.38 +0.02      
Sep02 001219 99.29 99.29 99.28 99.28 +0.03      
Dec02 001219 99.13 99.13 99.13 99.13 +0.03      
Total Volume and Open Interest 0 322,935 -81,254
German Euro-Bund(EUREX)
Mar01 001219 108.36 108.52 108.12 108.24 -0.31 298,001 727,852 +65,038
Jun01 001219 108.15 108.15 107.94 107.96 -0.29 2,233 7,379 +607
Sep01 001219 108.04 108.04 108.04 108.04 -0.31 0 378 +47
Total Volume and Open Interest 300,234 735,609 +65,692
German Euro-Bobl(EUREX)
Mar01 001219 105.56 105.66 105.46 105.47 -0.21 154,040 404,238 +33,232
Jun01 001219 105.50 105.50 105.50 105.50 -0.21 0 3,144 +0
Sep01 001219 105.27 105.27 105.27 105.27 -0.20      
Total Volume and Open Interest 154,040 407,382 +33,232
Long Gilt(LIFFE)
Dec00 001219 115~21 115~21 115~13 115~13 -0~11 154 2,134 -100
Mar01 001219 115~08 115~11 114~31 115~01 -0~11 11,871 68,649 -1,818
Total Volume and Open Interest 12,025 70,784 -1,918
3-Mth Short Sterling(LIFFE)
Dec00 001219 93.99 94.01 93.99 94.00 +0.01 8,284 141,014 +126,649
Mar01 001219 94.13 94.14 94.12 94.13 -0.01 18,118 184,249 -1,711
Jun01 001219 94.29 94.31 94.26 94.27 -0.03 14,504 167,974 -905
Total Volume and Open Interest 70,127 896,320 +124,220
3-Mth Euribor(LIFFE)
Mar01 001219 95.170 95.190 95.160 95.175 -0.005 69,589 330,820 +9,904
Jun01 001219 95.335 95.355 95.315 95.325 -0.025 34,745 259,362 -2,048
Sep01 001219 95.470 95.470 95.425 95.435 -0.035 32,024 259,024 +5,311
Total Volume and Open Interest 188,925 1,314,610 -205,036
3-Mth Aus T-Bills(SFE)
Mar01 001219 94.18 94.21 94.18 94.20 unch 12,256 162,958 +4,722
Jun01 001219 94.39 94.41 94.38 94.39 -0.02 6,371 63,134 +507
Sep01 001219 94.48 94.48 94.46 94.47 -0.02 1,197 28,829 -896
Dec01 001219 94.46 94.47 94.44 94.45 -0.04 1,598 16,042 -339
Mar02 001219 94.39 94.42 94.39 94.40 -0.04 385 9,919 +25
Jun02 001219 94.32 94.33 94.31 94.31 -0.05 431 6,786 +142
Sep02 001219 94.25 94.25 94.23 94.23 -0.06 430 5,671 -120
Dec02 001219 94.18 94.19 94.17 94.17 -0.05 424 2,946 -150
Mar03 001219 94.12 94.12 94.10 94.10 -0.04 360 1,941 +280
Jun03 001219 94.07 94.08 94.05 94.05 -0.04 175 1,292 +52
Total Volume and Open Interest 23,953 302,608 +4,333
10-Year Aus T-Bonds(SFE)
Mar01 001219 94.55 94.55 94.50 94.51 -0.04 4,527 96,209 +1,963
Jun01 001219 94.49 94.49 94.49 94.49        
3-Year Aus T-Bonds(SFE)
Mar01 001219 94.76 94.76 94.72 94.74 +94.74 10,775 176,518 +176,518
Jun01 001219 94.74 94.74 94.74 94.74        
Gold(CMX)
Dec00 001219 269.5 269.7 269.0 269.7 unch 63 119 -12
Feb01 001219 271.4 272.3 271.2 272.0 unch 7,931 73,367 +652
Apr01 001219 274.4 275.0 274.1 274.5 unch 105 7,558 +42
Jun01 001219 276.3 277.6 276.3 277.0 unch 282 12,062 +2
Aug01 001219 279.1 279.1 279.1 279.1 unch 216 3,616 +284
Oct01 001219 281.0 281.0 281.0 281.0 unch 0 693 +0
Total Volume and Open Interest 8,615 115,087 +972
Silver(CMX)
Dec00 001219 459.5 459.5 458.5 458.5 +1.0 697 911 +600
Mar01 001219 463.0 466.0 462.0 465.3 +1.0 7,468 56,718 -1,064
May01 001219 468.5 470.5 466.5 469.4 +1.0 14 2,322 +3
Jul01 001219 475.0 475.5 473.8 473.8 +1.0 25 3,676 -9
Sep01 001219 478.3 478.3 478.3 478.3 +1.0 0 3,085 +0
Total Volume and Open Interest 8,359 74,085 -553
Platinum(NYM)
Jan01 001219 601.5 606.0 600.0 603.3 -0.7 1,454 5,668 -1,371
Apr01 001219 591.0 595.5 591.0 594.3 -1.2 985 2,431 +658
Total Volume and Open Interest 2,439 8,109 -713
Palladium(NYME)
Dec00 001219 918.00 918.00 918.00 918.00 -29.20 0 1 +0
Mar01 001219 938.00 938.00 910.00 910.00 -29.20 19 1,696 +3
Jun01 001219 905.00 905.00 905.00 905.00 -29.20 0 136 +0
Total Volume and Open Interest 19 1,833 +3
Copper(CMX)
Dec00 001219 86.80 87.40 86.60 87.40 -0.05 581 3,301 -307
Mar01 001219 86.80 87.25 86.35 86.95 -0.40 5,547 30,235 -148
May01 001219 86.20 86.60 86.15 86.45 -0.35 158 4,934 +44
Jul01 001219 86.30 86.30 86.05 86.30 -0.30 59 5,520 +11
Sep01 001219 85.75 86.10 85.75 86.10 -0.30 148 2,113 +29
Total Volume and Open Interest 7,199 69,305 -360
DJIA Index(CBOT)
Dec00 001214 10680 10735 10620 10650 -121 4,318 12,298 -1,158
Mar01 001219 10795 10920 10691 10701 -99 11,933 16,318 +664
Jun01 001219 10833 10833 10833 10833 -99 1 15 +0
Sep01 001219 11100 11165 10964 10964 -99 3 6 +3
Total Volume and Open Interest 11,937 16,346 +667
S & P 500(CME)
Mar01 001219 1340.00 1366.50 1317.00 1318.00 -28.50 56,305 448,238 +1,483
Jun01 001219 1359.00 1383.00 1335.50 1336.10 -28.70 143 2,942 -40
Sep01 001219 1369.00 1400.00 1353.90 1353.90 -29.10 29 861 +7
Dec01 001219 1407.10 1420.10 1371.10 1371.10 -29.10 5 432 -3
Total Volume and Open Interest 56,537 452,790 -104,435
S & P 500 E-Mini(Globex)
Mar01 001219 1346.75 1366.75 1317.25 1318.00 -28.50 91,761 34,533 +2,723
Jun01 001219 1336.00 1336.00 1336.00 1336.00 -28.75      
Total Volume and Open Interest 91,761 34,533  
NASDAQ 100(CME)
Mar01 001219 2590.00 2682.00 2395.00 2410.00 -198.50 16,647 39,621 +1,182
Jun01 001219 2440.00 2451.00 2440.00 2451.00 -198.50 0 7 +0
Sep01 001219 2492.00 2492.00 2492.00 2492.00 -198.50      
Total Volume and Open Interest 16,653 39,952  
NASDAQ 100 E-Mini(GLOBEX)
Mar01 001219 2609.5 2686.0 2393.0 2410.0 -198.5 75,148 24,142 +2,664
Jun01 001219 2550.0 2550.0 2550.0 2550.0 -99.5      
Total Volume and Open Interest 75,148 24,142  
NYSE Composite(NYBOT)
Mar01 001219 652.25 660.50 646.50 646.75 -7.85      
Jun01 001219 655.50 655.50 655.50 655.50 -7.85      
Sep01 001219 664.25 664.25 664.25 664.25 -7.85      
Total Volume and Open Interest      
S & P Midcap 400(CME)
Mar01 001219 508.00 515.00 501.00 501.50 -9.00 1,834 14,495 +195
Jun01 001219 508.70 508.70 508.70 508.70 -9.00 0 1 +0
Sep01 001219 515.70 515.70 515.70 515.70 -9.00      
Total Volume and Open Interest 494 20,709 +20,709
Russell 2000(CME)
Mar01 001219 470.50 474.50 462.00 463.50 -8.50 3,336 14,358 +402
Jun01 001219 471.10 471.10 471.10 471.10 -8.50      
Sep01 001219 478.65 478.65 478.65 478.65 -8.50      
Total Volume and Open Interest 3,341 14,361 -4,277
Value Line(KCBT)
Mar01 001219 1096.00 1107.00 1080.00 1080.00 -17.00 71 104 +104
Total Volume and Open Interest 72 105 +105
Nikkei 225(CME)
Mar01 001219 14250 14360 14075 14090 -460 1,231 13,679 +237
Jun01 001219 14080 14080 14080 14080 -460 0 3 +0
Total Volume and Open Interest 1,231 13,682 +237
Nikkei 225(SIMEX)
Mar01 001219 14500 14540 14155 14215 -375 13,167 0 +0
Jun01 001219 14195 14195 14195 14195 -375      
Sep01 001219 14215 14215 14215 14215 -375      
Total Volume and Open Interest      
CAC 40(MATIF)
Dec00 001219 5905.5 5994.5 5856.5 5901.0 -10.0 46,424 386,923 -6,711
Jan01 001219 5930.0 6014.5 5892.5 5948.0 +14.0 4,962 32,928 +4,190
Feb01 001219 5939.0 6007.5 5911.5 6007.5 +57.0 2,235 4,760 +2,199
Total Volume and Open Interest 56,217 465,789 +1,463
DAX Index(EUREX)
Mar01 001219 6452.5 6581.0 6375.0 6570.0 +135.5 25,179 137,624 +15,151
Jun01 001219 6525.0 6632.5 6449.0 6632.5 +137.0 188 10,330 +319
Sep01 001219 6676.0 6719.0 6640.0 6719.0        
FT-SE 100(LIFFE)
Mar01 001219 6275.50 6367.00 6226.00 6360.00 +76.50 17,167 8,447 -224,307
Jun01 001219 6427.00 6427.00 6427.00 6427.00 +73.50 0 234,103 +225,656
Sep01 001219 6487.00 6487.00 6487.00 6487.00        
SPI 200(SFE)
Dec00 001219 3257.0 3275.0 3255.0 3261.0 +16.0 1,490 162,312 +8,616
Mar01 001219 3284.0 3303.0 3283.0 3290.0 +17.0 427 7,607 +29
Jun01 001219 3315.0 3315.0 3315.0 3315.0 +17.0 0 174 +0
Total Volume and Open Interest 1,917 170,106 +8,645
GSCI(CME)
Jan01 001219 245.25 246.20 243.70 243.70 -2.00 63 33,346 +104
Feb01 001219 237.30 237.30 237.30 237.30 -1.70 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 001219 227.40 227.60 227.20 227.60 +0.20 39 424 -8
Feb01 001219 225.20 225.20 225.20 225.20 +0.20 23 685 +7
Apr01 001219 222.80 222.80 222.80 222.80 +0.20 0 310 +0
Total Volume and Open Interest 212 1,419 -1
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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