Moore Research Center, Inc.

  • Increase font size
  • Default font size
  • Decrease font size
Home MRCI Online
Print
New Windows

MRCI's Free Historical Futures Prices for

MRCI Logo
MRCI's Free Historical Futures Prices
Daily Futures Price Listing Thu December 21, 2000
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan01 001221 507.00 511.00 505.50 510.00 +2.00 17,028 46,006 -5,201
Mar01 001221 516.00 519.50 514.75 519.00 +1.50 22,784 66,157 +2,656
May01 001221 522.00 525.50 521.00 525.25 +1.75 2,624 24,589 -133
Jul01 001221 527.00 530.50 526.00 530.25 +1.75 2,649 28,742 +142
Aug01 001221 527.00 529.25 525.75 529.25 +0.75 142 1,534 +13
Sep01 001221 525.00 525.00 521.50 525.00 unch 8 591 -8
Nov01 001221 524.00 526.50 523.00 526.25 +1.00 699 10,779 +192
Total Volume and Open Interest 45,934 178,503 -2,339
Soybean Meal(CBOT)
Jan01 001221 192.20 193.90 191.50 193.80 +1.40 10,858 31,080 -2,646
Mar01 001221 188.50 190.00 188.30 189.70 +0.60 9,380 50,344 -268
May01 001221 184.00 185.50 183.90 184.70 unch 4,246 20,568 -220
Jul01 001221 182.00 183.30 181.90 182.80 +0.10 2,455 14,027 +548
Aug01 001221 180.50 181.50 180.50 181.30 +0.20 182 4,046 +61
Sep01 001221 179.70 180.40 179.70 180.40 +0.20 162 1,919 +48
Oct01 001221 177.00 178.00 176.70 176.90 +0.10 55 898 +55
Dec01 001221 177.00 178.00 176.50 177.30 +0.10 44 3,059 -22
Total Volume and Open Interest 27,382 125,941 -2,444
Soybean Oil(CBOT)
Jan01 001221 15.00 15.18 14.95 15.14 +0.13 7,938 29,794 -2,167
Mar01 001221 15.41 15.58 15.32 15.48 +0.06 8,314 57,527 +1,193
May01 001221 15.83 15.99 15.75 15.88 +0.06 2,357 17,170 +5
Jul01 001221 16.25 16.40 16.16 16.29 +0.06 555 13,957 +1
Aug01 001221 16.33 16.50 16.33 16.40 +0.08 5 3,128 +5
Sep01 001221 16.48 16.60 16.48 16.55 +0.07 5 2,379 +5
Oct01 001221 16.73 16.85 16.73 16.80 +0.07 212 3,344 +200
Dec01 001221 17.00 17.18 17.00 17.12 +0.09 926 6,297 +323
Total Volume and Open Interest 20,326 134,718 -429
Canola(WCE)
Jan01 001221 272.8 273.5 272.6 273.3 +0.1 5,746 17,272 -5,455
Mar01 001221 279.0 279.2 278.5 279.1 -0.1 6,759 35,486 +2,542
May01 001221 284.5 284.6 284.1 284.2 -0.4 146 4,696 +102
Jul01 001221 290.8 290.8 290.8 290.8 +0.5 296 5,195 +237
Aug01 001221 290.0 290.0 290.0 290.0 +1.0 0 58 +0
Total Volume and Open Interest 13,234 64,791 -2,449
Corn(CBOT)
Jan01 001221 218.00 220.00 217.50 220.00 +1.75 402 3,414 -245
Mar01 001221 224.25 226.50 223.75 226.25 +1.25 31,753 233,562 +909
May01 001221 232.00 234.50 231.75 234.25 +1.50 3,931 65,173 +466
Jul01 001221 239.25 241.75 239.00 241.50 +1.25 2,684 61,439 +242
Sep01 001221 246.25 248.50 246.25 248.00 +1.25 146 7,365 -7
Total Volume and Open Interest 41,987 411,089 +2,107
Wheat(CBOT)
Mar01 001221 272.00 273.00 268.50 272.75 +1.75 11,386 95,001 +165
May01 001221 282.00 284.00 279.50 283.75 +2.25 821 11,636 +332
Jul01 001221 292.75 294.00 289.25 294.00 +1.75 1,757 24,407 +139
Sep01 001221 303.00 303.50 302.50 303.50 +2.00 54 1,269 +8
Dec01 001221 314.50 317.00 313.00 317.00 +1.75 120 3,682 +19
Total Volume and Open Interest 14,149 136,402 +664
Wheat(KCBT)
Mar01 001221 320.75 324.50 319.25 324.50 +3.25 4,599 49,873 -411
May01 001221 331.00 333.25 328.75 333.25 +3.75 304 6,911 +127
Jul01 001221 339.00 341.00 337.00 341.00 +3.50 952 10,262 -216
Sep01 001221 347.00 348.50 347.00 348.50 +3.00 6 783 -9
Dec01 001221 357.00 357.00 357.00 357.00 unch 6 131 +5
Total Volume and Open Interest 5,861 67,960 -506
Wheat(MGE)
Dec00 001219 311.00 311.00 311.00 311.00 unch 1 0 -1
Mar01 001221 324.00 327.00 322.50 326.75 +3.25 1,852 16,736 +219
May01 001221 331.25 335.25 331.00 334.50 +2.75 410 3,931 +261
Jul01 001221 339.00 342.50 338.75 342.25 +3.25 259 2,808 +226
Sep01 001221 346.50 350.00 346.50 350.00 +2.25 76 769 +62
Total Volume and Open Interest 2,599 24,465 +770
Oats(CBOT)
Mar01 001221 110.50 111.50 109.75 111.25 +0.75 119 10,573 -40
May01 001221 116.75 117.25 116.00 117.25 +0.75 34 1,430 +2
Jul01 001221 122.75 123.50 122.75 123.25 +1.00 2 885 +2
Sep01 001221 125.50 126.00 125.50 126.00 +0.25 0 354 +0
Total Volume and Open Interest 156 14,062 -36
Rough Rice(CBOT)
Jan01 001221 6.00 6.02 5.96 6.00 +0.01 240 2,445 -90
Mar01 001221 6.25 6.28 6.18 6.22 -0.03 194 2,740 +81
May01 001221 6.54 6.54 6.45 6.46 -0.02 13 658 +5
Jul01 001221 6.75 6.75 6.72 6.72 unch 6 571 +6
Total Volume and Open Interest 459 6,690 +7
Live Cattle(CME)
Dec00 001221 78.300 78.600 77.500 77.975 -0.500 2,376 6,466 -505
Feb01 001221 77.600 77.725 76.600 76.925 -0.750 8,449 64,977 +21
Apr01 001221 78.475 78.575 77.700 77.950 -0.600 2,565 32,230 +482
Jun01 001221 74.250 74.325 73.450 73.675 -0.625 1,075 12,733 +305
Aug01 001221 74.350 74.375 73.650 73.725 -0.650 846 11,754 +497
Oct01 001221 75.850 75.850 75.300 75.500 -0.525 133 2,937 +83
Total Volume and Open Interest 15,499 132,222 +909
Feeder Cattle(CME)
Jan01 001221 91.325 91.400 90.850 90.925 -0.400 1,165 8,400 +56
Mar01 001221 90.300 90.300 89.500 89.800 -0.575 802 5,607 +214
Apr01 001221 89.600 89.600 88.950 89.250 -0.425 203 2,298 -2
May01 001221 89.100 89.100 88.425 88.700 -0.500 129 2,178 +41
Aug01 001221 89.250 89.300 88.850 89.100 -0.625 152 1,150 +104
Sep01 001221 88.950 88.950 88.900 88.950 -0.350 7 237 +7
Oct01 001221 88.500 88.800 88.500 88.800 -0.500 1 123 -1
Total Volume and Open Interest 2,483 20,120 +441
Lean Hogs(CME)
Feb01 001221 56.100 56.350 55.775 55.850 -0.400 4,452 26,393 -751
Apr01 001221 56.500 56.650 56.225 56.350 -0.300 1,164 6,596 +15
Jun01 001221 62.200 62.325 61.850 62.025 -0.225 369 4,271 +5
Jul01 001221 60.050 60.300 59.750 59.875 -0.275 180 1,417 +1
Aug01 001221 58.500 58.500 58.000 58.225 -0.350 115 804 -20
Oct01 001221 50.450 50.450 50.000 50.175 -0.475 86 1,295 +13
Dec01 001221 48.150 48.150 47.775 47.875 -0.325 35 1,097 +25
Feb02 001221 48.675 48.675 48.450 48.675 -0.025 0 32 +0
Total Volume and Open Interest 6,401 41,906 -713
Pork Bellies(CME)
Feb01 001221 67.000 67.200 66.450 66.725 -0.625 556 2,233 -39
Mar01 001221 66.950 67.325 66.550 66.650 -0.450 43 247 -3
May01 001221 68.000 68.250 67.525 67.525 -0.525 2 130 -1
Jul01 001221 67.600 68.500 67.600 67.600 unch 0 69 +0
Aug01 001221 68.000 68.500 68.000 68.500 -0.475 2 29 -2
Total Volume and Open Interest 603 2,708 -45
Cocoa(NYBOT)
Mar01 001221 770 770 754 769 +24 6,579 46,376 -115
May01 001221 783 787 769 784 +24 1,661 20,509 +775
Jul01 001221 790 800 784 800 +23 367 14,620 -27
Sep01 001221 807 817 807 817 +21 5 11,734 +5
Dec01 001221 840 848 837 845 +21 266 13,024 +148
Mar02 001221 870 875 867 872 +19 31 12,069 +0
May02 001221 885 895 871 892 +18 0 6,330 +0
Total Volume and Open Interest 8,909 139,485 +783
Coffee "C"(NYBOT)
Mar01 001221 65.80 67.60 65.80 66.55 +1.10 3,008 29,652 +18
May01 001221 69.20 70.55 68.90 69.50 +1.05 504 7,194 +135
Jul01 001221 72.30 73.65 72.25 72.50 +1.00 254 3,341 +21
Sep01 001221 75.10 76.65 75.10 75.40 +1.00 80 2,905 -11
Dec01 001221 79.70 81.00 79.65 79.70 +1.00 119 2,160 +32
Mar02 001221 83.95 84.70 83.95 84.00 +1.05 28 169 +17
Total Volume and Open Interest 3,993 45,421 +212
Orange Juice(NYBOT)
Jan01 001221 79.50 80.00 78.10 78.50 -0.90 2,110 6,599 -804
Mar01 001221 84.00 84.00 82.50 82.70 -0.70 2,922 18,215 +236
May01 001221 86.10 86.40 85.25 85.35 -0.45 212 2,493 -2
Jul01 001221 88.20 88.20 87.50 87.75 -0.35 3 1,070 +0
Sep01 001221 89.75 89.75 89.50 89.70 -0.40 0 323 +0
Total Volume and Open Interest 5,247 29,125 -570
Sugar #11(NYBOT)
Mar01 001221 9.96 9.97 9.81 9.87 -0.12 16,566 69,924 -425
May01 001221 9.46 9.51 9.42 9.45 -0.05 2,535 20,780 +444
Jul01 001221 8.86 8.91 8.82 8.86 -0.05 1,187 24,115 +105
Oct01 001221 8.42 8.52 8.42 8.48 -0.02 1,416 20,138 -614
Mar02 001221 8.35 8.35 8.33 8.33 -0.02 1,137 9,474 +349
Total Volume and Open Interest 23,041 147,212 -106
London Cocoa(LCE)
Dec00 001212 534 537 533 534 -4 3,911 13,944 -3,097
Mar01 001221 575 608 575 592 +23 3,620 64,578 +498
May01 001221 582 606 578 589 +15 703 33,009 +144
Jul01 001221 590 596 583 596 +14 350 16,690 -102
Sep01 001221 594 609 594 605 +13 355 22,296 +61
Dec01 001221 620 629 617 625 +13 245 9,609 +56
Mar02 001221 640 666 640 646 +14 225 22,683 +87
Total Volume and Open Interest 5,609 188,345 +820
London Coffee(LCE)
Jan01 001221 614.00 625.00 612.00 623.00 +13.00 2,311 18,756 -760
Mar01 001221 634.00 645.00 630.00 643.00 +14.00 1,981 22,164 +644
May01 001221 652.00 661.00 650.00 659.00 +11.00 789 8,543 +142
Jul01 001221 675.00 680.00 673.00 677.00 +9.00 64 3,777 +30
Sep01 001221 695.00 700.00 692.00 697.00 +8.00 200 2,402 +182
Nov01 001221 717.00 717.00 717.00 717.00 +8.00 0 3,837 +0
Total Volume and Open Interest 5,355 60,171 +244
London Sugar(LCE)
Dec00 001115 225.50 233.60 224.60 225.00 -0.30 902 2,074 -764
Mar01 001221 246.00 246.50 243.50 244.50 +1.50 1,482 22,945 -111
May01 001221 243.00 243.00 240.80 241.50 +2.00 149 4,586 +2
Aug01 001221 236.50 237.00 234.80 236.10 +1.50 81 7,190 +25
Oct01 001221 228.70 228.70 228.30 228.30 +1.20 40 2,530 +40
Total Volume and Open Interest 1,762 38,576 -34
Cotton(NYBOT)
Mar01 001221 66.00 66.20 64.90 65.33 -0.30 5,184 29,890 -521
May01 001221 67.80 67.85 66.90 67.24 -0.25 1,336 15,706 +298
Jul01 001221 69.10 69.15 68.20 68.60 -0.20 497 7,791 +42
Oct01 001221 65.41 65.50 65.40 65.50 unch 67 896 +32
Dec01 001221 64.92 64.92 64.50 64.80 unch 305 7,031 +115
Mar02 001221 66.00 66.00 66.00 66.00 unch 17 122 +5
Total Volume and Open Interest 14,909 61,592 -29
Lumber(CME)
Jan01 001221 207.2 207.8 205.5 207.4 +0.2 451 1,710 +30
Mar01 001221 223.0 223.0 220.8 222.3 +0.5 268 1,719 +68
May01 001221 229.6 230.4 229.4 230.4 +0.1 47 831 +4
Jul01 001221 238.7 239.9 235.6 235.6 -2.9 1 225 +0
Total Volume and Open Interest      
Crude Oil(NYM)
Feb01 001221 26.40 26.40 25.66 25.98 +0.21 64,487 103,948 +2,162
Mar01 001221 26.00 26.00 25.30 25.64 +0.15 24,580 38,333 +948
Apr01 001221 25.65 25.70 25.20 25.44 +0.26 8,343 25,913 +1,317
May01 001221 25.50 25.60 25.00 25.24 +0.35 1,587 18,553 +471
Jun01 001221 25.20 25.30 24.80 25.04 +0.44 6,991 29,302 +509
Jul01 001221 24.60 25.00 24.60 24.84 +0.49 1,554 13,158 -15
Aug01 001221 24.41 24.78 24.41 24.64 +0.53 1,541 11,792 +597
Sep01 001221 24.32 24.45 24.18 24.45 +0.57 1,429 10,670 +57
Oct01 001221 24.15 24.26 24.05 24.26 +0.60 1,067 9,094 +856
Nov01 001221 23.96 24.07 23.93 24.07 +0.62 681 14,127 +15
Total Volume and Open Interest 128,623 408,064 -1,440
Heating Oil(NYM)
Jan01 001221 86.50 87.20 85.00 86.19 +0.53 19,846 35,901 -1,707
Feb01 001221 83.25 85.05 83.20 83.61 +0.63 13,791 41,434 +403
Mar01 001221 78.00 80.10 78.00 78.56 +0.68 3,781 18,261 +21
Apr01 001221 72.90 74.30 72.65 73.16 +0.78 1,679 10,886 +213
May01 001221 70.00 70.35 69.16 69.16 +0.83 696 7,214 -187
Jun01 001221 68.40 68.90 67.50 67.66 +0.73 1,061 6,491 +210
Jul01 001221 67.20 68.50 67.01 67.01 +0.73 1,100 4,234 +255
Aug01 001221 68.00 68.40 66.86 66.86 +0.73 904 6,711 +570
Sep01 001221 68.50 69.00 67.41 67.41 +0.73 496 2,667 +15
Oct01 001221 69.00 69.50 67.96 67.96 +0.73 134 2,871 +24
Total Volume and Open Interest 44,354 145,924 -290
Unleaded Gas(NYM)
Jan01 001221 73.50 74.25 72.30 74.12 -0.30 14,815 18,377 -1,330
Feb01 001221 73.80 74.65 72.70 74.36 +1.62 9,974 22,351 +2,011
Mar01 001221 74.20 75.30 73.60 74.96 +1.72 2,071 11,906 -273
Apr01 001221 79.00 79.90 78.60 79.66 +1.77 1,905 11,937 +504
May01 001221 78.40 79.30 78.40 79.11 +1.79 1,384 9,067 -121
Jun01 001221 77.75 78.60 77.75 78.11 +1.79 1,295 6,799 -132
Jul01 001221 76.50 76.66 76.50 76.66 +1.79 370 2,476 +53
Aug01 001221 74.81 74.81 74.81 74.81 +1.79 576 8,245 +251
Total Volume and Open Interest 32,463 97,242 +967
Natural Gas(NYM)
Jan01 001221 9.850 9.900 9.650 9.830 +0.504 21,300 36,524 -4,391
Feb01 001221 9.350 9.370 9.100 9.230 +0.284 10,509 37,234 +934
Mar01 001221 8.300 8.320 7.900 8.030 +0.034 5,525 35,535 +1,070
Apr01 001221 5.970 6.050 5.920 6.010 +0.175 1,987 22,911 +327
May01 001221 5.400 5.400 5.300 5.360 +0.145 944 24,076 +338
Jun01 001221 5.300 5.370 5.280 5.310 +0.125 507 17,033 -175
Jul01 001221 5.270 5.320 5.270 5.295 +0.125 1,118 12,779 -219
Aug01 001221 5.250 5.300 5.250 5.275 +0.125 295 12,402 -60
Total Volume and Open Interest 45,445 374,188 -2,574
Brent Crude Oil(IPE)
Feb01 001221 23.56 24.08 23.40 23.61 +0.64 35,702 78,840 -2,688
Mar01 001221 23.50 23.95 23.30 23.60 +0.68 17,916 75,061 +2,618
Apr01 001221 23.40 23.70 23.25 23.53 +0.23 7,449 44,255 +2,746
May01 001221 23.30 23.60 23.18 23.48 +0.28 2,985 9,337 -280
Jun01 001221 23.15 23.50 23.15 23.43 +0.38 1,272 18,506 +57
Jul01 001221 23.20 23.33 23.05 23.33 +0.42 580 11,271 +100
Aug01 001221 23.23 23.23 23.23 23.23 +0.47 335 10,476 -200
Sep01 001221 22.75 23.13 22.75 23.13 +0.53 220 4,617 +0
Total Volume and Open Interest 68,126 293,401 +2,353
Gas Oil(IPE)
Jan01 001221 227.50 236.25 227.50 235.50 -3.75 9,387 25,919 -314
Feb01 001221 225.00 229.50 224.25 229.50 -3.25 4,183 20,748 +1,231
Mar01 001221 219.00 223.25 218.50 223.25 -3.00 1,751 10,433 +281
Apr01 001221 213.00 216.75 213.00 216.75 -3.75 1,030 6,867 +591
May01 001221 209.00 211.00 209.00 211.00 -3.75 173 2,277 -47
Jun01 001221 205.00 209.00 204.50 207.75 -3.75 2,042 12,568 -456
Jul01 001221 207.50 207.50 207.50 207.50 -4.25 0 4,080 +0
Aug01 001221 208.00 208.00 208.00 208.00 -4.00 10 1,333 +0
Total Volume and Open Interest 18,576 92,906 +1,286
US Dollar Index(NYBOT)
Mar01 001221 111.75 111.97 111.07 111.34 -0.42      
Jun01 001221 111.18 111.18 111.17 111.17 -0.42      
Sep01 001221 111.00 111.00 111.00 111.00 -0.42      
Total Volume and Open Interest 905 6,326 -263
Australian Dollar(IMM)
Mar01 001221 55.21 55.60 55.15 55.56 +0.46 2,372 20,594 +326
Jun01 001221 55.61 55.61 55.61 55.61 +0.46 5 39 +3
Sep01 001221 55.66 55.66 55.66 55.66 +0.46 0 7 +0
Total Volume and Open Interest 2,377 20,647 -10,108
British Pound(IMM)
Mar01 001221 148.28 148.66 147.20 147.44 -0.52 3,405 23,049 -131
Jun01 001221 147.64 148.50 147.40 147.64 -0.52 0 32 +0
Sep01 001221 147.84 147.84 147.84 147.84 -0.52      
Total Volume and Open Interest 3,405 23,095 -13,386
Canadian Dollar(IMM)
Mar01 001221 65.85 66.15 65.79 65.87 +0.03 3,814 49,414 +378
Jun01 001221 65.91 66.19 65.90 65.96 +0.03 23 4,315 -115
Sep01 001221 66.03 66.25 66.03 66.04 +0.03 155 1,265 +77
Dec01 001221 66.12 66.13 66.12 66.12 +0.03 147 605 +80
Total Volume and Open Interest 4,139 55,606 -14,253
Japanese Yen(IMM)
Mar01 001221 90.54 90.56 90.15 90.30 +0.38 7,909 86,148 +1,018
Jun01 001221 91.70 91.70 91.50 91.54 +0.37 20 2,265 +4
Sep01 001221 92.76 92.89 92.76 92.76 +0.36 15 96 +0
Total Volume and Open Interest 7,944 88,585 -39,715
Swiss Franc(IMM)
Mar01 001221 60.47 60.58 60.19 60.47 +0.19 8,136 42,512 +2,483
Jun01 001221 60.87 60.90 60.87 60.87 +0.19 2 27 +0
Sep01 001221 61.26 61.26 61.26 61.26 +0.19 0 11 +0
Total Volume and Open Interest 8,138 42,550 -31,279
EuroFX(IMM)
Mar01 001221 91.87 92.03 91.42 91.73 +0.59 21,672 80,230 +4,282
Jun01 001221 92.18 92.24 91.85 92.02 +0.59 5 783 +2
Sep01 001221 92.26 92.40 92.05 92.28 +0.58 0 564 -27
Total Volume and Open Interest 21,677 81,584 -23,025
Mexican Peso(IMM)
Dec00 001218 10660.0 10680.0 10660.0 10660.0 +32.0 194 8,009 -1,217
Mar01 001221 10217.5 10217.5 10080.0 10100.0 -92.5 12,544 21,292 -1,360
Total Volume and Open Interest 13,879 28,224 -8,924
30-Year T-Bonds(CBOT)
Mar01 001221 105~12 105~17 104~20 105~10 +0~06 180,593 413,823 -8,047
Jun01 001221 104~31 105~14 104~19 105~11 +0~08 438 1,856 +215
Sep01 001221 105~06 105~06 105~06 105~06 +0~08 27 404 -15
Total Volume and Open Interest 181,062 441,565 -8,007
Municipal Bonds(CBOT)
Mar01 001221 103~08 103~19 102~31 103~13 +0~03 1,640 14,209 +451
Jun01 001221 102~29 102~29 102~29 102~29        
10-Year T-Notes(CBOT)
Mar01 001221 105~080 105~170 104~280 105~100 +0~080 176,225 523,675 +27,229
Jun01 001221 105~050 105~135 104~290 105~095 +0~085 1,343 4,677 +1,233
Total Volume and Open Interest 177,568 528,773 +27,645
5-Year T-Notes(CBOT)
Mar01 001221 103~150 103~255 103~110 103~225 +0~075 74,200 347,247 -1,539
Jun01 001221 104~060 104~060 104~060 104~060 +0~080 100 307 +100
Total Volume and Open Interest 74,300 368,466 -1,585
2 Year T-Notes(CBOT)
Mar01 001221 101~071 101~100 101~068 101~090 +0~022 8,413 78,802 +2,712
Jun01 001221 102~007 102~007 102~007 102~007 +0~023 0 1 +0
Total Volume and Open Interest 8,413 78,817 +2,646
3-Mth T-Bills(IMM)
Mar01 001221 94.58 94.71 94.57 94.71 +0.16 60 1,577 +5
Total Volume and Open Interest 60 1,577 +5
Eurodollars(IMM)
Mar01 001221 94.045 94.130 94.040 94.120 +0.095 116,253 537,961 -4,003
Jun01 001221 94.335 94.435 94.320 94.425 +0.110 106,813 438,030 -6,665
Sep01 001221 94.495 94.595 94.485 94.590 +0.110 123,199 507,150 +8,812
Dec01 001221 94.420 94.510 94.400 94.500 +0.100 71,146 290,211 +3,130
Mar02 001221 94.450 94.520 94.425 94.510 +0.070 45,810 267,644 +1,560
Jun02 001221 94.360 94.415 94.330 94.415 +0.065 22,815 180,326 +2,722
Sep02 001221 94.295 94.365 94.260 94.350 +0.055 18,374 142,364 +57
Dec02 001221 94.175 94.230 94.135 94.230 +0.055 15,315 109,509 +644
Mar03 001221 94.205 94.260 94.180 94.255 +0.050 9,338 84,868 +2,826
Jun03 001221 94.165 94.220 94.145 94.215 +0.050 7,359 69,407 +1,342
Sep03 001221 94.130 94.185 94.105 94.180 +0.050 6,932 66,672 +1,195
Dec03 001221 94.040 94.085 94.020 94.085 +0.050 5,987 50,198 +106
Total Volume and Open Interest 603,679 3,160,849 +17,110
3-Mth Euro-Yen(IMM)
Dec00 001215 99.37 99.38 99.36 99.38 -0.01 792 20,569 +182
Mar01 001221 99.54 99.54 99.53 99.53 +0.01 2,007 28,532 +1,295
Jun01 001221 99.61 99.61 99.60 99.61 +0.02 898 8,467 -88
Sep01 001221 99.58 99.58 99.58 99.58 +0.02 752 10,461 +145
Dec01 001221 99.49 99.50 99.49 99.50 +0.02 38 6,087 +248
Mar02 001221 99.46 99.46 99.46 99.46 +0.01 304 3,492 -47
Jun02 001221 99.41 99.42 99.41 99.42 +0.02 352 1,777 +253
Sep02 001221 99.32 99.32 99.31 99.31 +0.01 88 883 -3
Dec02 001221 99.15 99.17 99.15 99.15 unch 0 31 +0
Mar03 001221 99.08 99.08 99.08 99.08 unch      
Total Volume and Open Interest 4,439 59,730 +1,803
3-Mth Euro-Yen(SIMEX)
Mar01 001221 99.53 99.54 99.53 99.54 +0.02 6,410 103,162 +1,923
Jun01 001221 99.58 99.61 99.58 99.60 +0.02 3,833 82,961 +373
Sep01 001221 99.57 99.58 99.57 99.58 +0.02 2,309 66,136 +208
Dec01 001221 99.49 99.50 99.49 99.49 +0.01 4,858 31,961 +1,077
Mar02 001221 99.46 99.47 99.46 99.46 +0.01 904 15,813 +30
Jun02 001221 99.41 99.43 99.41 99.41 +0.02 1,636 10,687 +41
Sep02 001221 99.33 99.33 99.32 99.32 +0.03 312 6,053 +0
Dec02 001221 99.15 99.17 99.15 99.17 +0.03 0 829 +0
Total Volume and Open Interest 0 326,587 +3,652
German Euro-Bund(EUREX)
Mar01 001221 108.52 108.67 108.15 108.19 -0.25 569,280 602,252 -43,752
Jun01 001221 108.30 108.30 107.89 107.89 -0.25 5,045 8,631 +311
Sep01 001221 107.97 107.97 107.97 107.97 -0.27 0 1,298 +422
Total Volume and Open Interest 574,325 612,181 -43,019
German Euro-Bobl(EUREX)
Mar01 001221 105.82 105.89 105.47 105.51 -0.25 222,636 371,258 -13,448
Jun01 001221 105.56 105.56 105.53 105.53 -0.26 0 3,301 +257
Sep01 001221 105.31 105.31 105.31 105.31 -0.25      
Total Volume and Open Interest 222,636 374,559 -13,191
Long Gilt(LIFFE)
Dec00 001221 115~21 115~21 115~07 115~11 -0~09 640 895 -563
Mar01 001221 115~11 115~14 114~16 114~30 -0~10 20,411 69,393 +1,509
Total Volume and Open Interest 21,051 70,289 +947
3-Mth Short Sterling(LIFFE)
Mar01 001221 94.25 94.28 94.22 94.23 -0.01 47,151 182,066 +84
Jun01 001221 94.43 94.50 94.42 94.44 +0.01 36,147 166,028 +65
Sep01 001221 94.51 94.56 94.49 94.51 +0.02 31,863 124,228 +1,933
Total Volume and Open Interest 181,586 770,768 -119,350
3-Mth Euribor(LIFFE)
Mar01 001221 95.215 95.260 95.205 95.225 unch 74,127 327,047 -2,981
Jun01 001221 95.420 95.460 95.385 95.410 +0.005 68,482 262,964 +3,519
Sep01 001221 95.570 95.610 95.520 95.550 +0.005 81,809 268,056 +7,045
Total Volume and Open Interest 311,512 1,335,739 +19,432
3-Mth Aus T-Bills(SFE)
Mar01 001221 94.25 94.33 94.25 94.27 +0.07 2,404 160,336 +160,336
Jun01 001221 94.51 94.57 94.51 94.52 +0.10 1,722 67,495 +67,495
Sep01 001221 94.59 94.66 94.59 94.61 +0.12 4,443 30,445 +30,445
Dec01 001221 94.55 94.61 94.55 94.57 +0.11 1,753 16,859 +16,859
Mar02 001221 94.48 94.50 94.47 94.48 +0.10 973 10,458 +10,458
Jun02 001221 94.39 94.40 94.37 94.39 +0.10 616 7,307 +7,307
Sep02 001221 94.29 94.29 94.27 94.28 +0.09 924 6,177 +6,177
Dec02 001221 94.21 94.21 94.19 94.19 +0.07 945 3,420 +3,420
Mar03 001221 94.15 94.17 94.14 94.14 +0.08 98 1,661 +1,661
Jun03 001221 94.10 94.10 94.10 94.10 +0.08 100 1,195 +1,195
Total Volume and Open Interest 14,038 308,453 +0
10-Year Aus T-Bonds(SFE)
Mar01 001221 94.60 94.64 94.57 94.58 +0.08 8,778 98,509 +5,488
Jun01 001221 94.56 94.56 94.56 94.56 -177.40      
Total Volume and Open Interest 5,453 98,509 +5,488
3-Year Aus T-Bonds(SFE)
Mar01 001221 94.82 94.88 94.80 94.81 +0.08 8,640 199,265 +199,265
Jun01 001221 94.81 94.81 94.81 94.81 +0.08      
Total Volume and Open Interest 8,640 199,265 +0
Gold(CMX)
Dec00 001221 273.0 273.7 273.0 273.7 +1.2 203 270 +183
Feb01 001221 275.1 276.7 274.2 275.7 +1.0 26,415 74,786 +2,082
Apr01 001221 277.7 279.0 277.0 278.2 +1.0 722 7,790 +200
Jun01 001221 280.2 281.0 280.0 280.7 +1.0 505 11,905 -175
Aug01 001221 282.8 282.8 282.8 282.8 +1.0 559 4,091 +379
Oct01 001221 284.7 284.7 284.7 284.7 +1.0 33 693 +0
Total Volume and Open Interest 28,679 117,549 +2,810
Silver(CMX)
Dec00 001221 459.9 459.9 459.9 459.9 +0.3 127 521 -209
Mar01 001221 465.5 467.0 463.5 466.3 unch 6,550 56,021 +76
May01 001221 471.0 471.0 469.0 470.6 unch 131 2,482 +7
Jul01 001221 474.5 475.5 473.0 475.0 unch 8 3,681 +1
Sep01 001221 479.5 479.5 479.5 479.5 unch 0 3,085 +0
Total Volume and Open Interest 6,938 73,128 -133
Platinum(NYM)
Jan01 001221 610.0 619.5 610.0 614.9 +6.7 2,264 3,571 -1,629
Apr01 001221 606.8 608.9 603.5 606.9 +6.7 1,935 4,762 +1,376
Total Volume and Open Interest 4,199 8,343 -253
Palladium(NYME)
Dec00 001221 953.00 953.00 953.00 953.00 +7.00 0 1 +0
Mar01 001221 948.00 955.00 945.00 945.00 +7.00 64 1,703 +26
Jun01 001221 940.00 940.00 940.00 940.00 +7.00 0 136 +0
Total Volume and Open Interest 64 1,840 +26
Copper(CMX)
Dec00 001221 85.60 85.70 84.70 85.60 -0.70 703 2,520 -430
Mar01 001221 85.15 85.50 84.20 85.35 -0.55 10,347 29,749 -44
May01 001221 84.70 85.10 84.00 84.90 -0.55 354 5,128 +150
Jul01 001221 84.50 84.75 83.90 84.75 -0.55 534 5,556 +37
Sep01 001221 83.70 84.60 83.70 84.60 -0.55 141 2,249 +87
Total Volume and Open Interest 13,255 68,568 +46
DJIA Index(CBOT)
Dec00 001214 10680 10735 10620 10650 -121 4,318 12,298 -1,158
Mar01 001221 10475 10648 10320 10615 +177 14,728 17,593 +700
Jun01 001221 10570 10765 10570 10745 +175 6 16 +1
Sep01 001221 10640 10876 10640 10876 +175 0 7 +0
Total Volume and Open Interest 14,734 17,623 +700
S & P 500(CME)
Mar01 001221 1276.00 1304.00 1270.00 1288.00 +8.40 80,063 458,295 +4,084
Jun01 001221 1312.50 1319.00 1290.00 1305.10 +8.50 612 3,309 +306
Sep01 001221 1321.00 1334.10 1307.60 1322.10 +9.00 245 1,027 +44
Dec01 001221 1337.80 1349.80 1323.30 1337.80 +9.00 95 433 +1
Total Volume and Open Interest 81,015 463,084 +4,324
S & P 500 E-Mini(Globex)
Mar01 001221 1280.50 1304.25 1270.25 1288.00 +8.50 107,160 43,025 +6,433
Jun01 001221 1288.00 1305.00 1288.00 1305.00 +8.50      
Total Volume and Open Interest 107,160 43,025 +6,433
NASDAQ 100(CME)
Mar01 001221 2240.00 2390.00 2213.00 2282.50 +7.50 25,722 40,854 +424
Jun01 001221 2323.50 2380.00 2323.50 2323.50 +7.50 0 19 +0
Sep01 001221 2364.50 2364.50 2364.50 2364.50 +7.50      
Total Volume and Open Interest 25,722 40,873 +422
NASDAQ 100 E-Mini(GLOBEX)
Mar01 001221 2275.5 2390.0 2211.0 2282.5 +7.5 91,112 29,079 +4,975
Jun01 001221 2323.5 2323.5 2323.5 2323.5 +7.5      
Total Volume and Open Interest 91,112 29,079 +4,975
NYSE Composite(NYBOT)
Mar01 001221 631.50 639.00 629.50 637.00 +4.40 649 2,242 +2,242
Jun01 001221 645.50 645.50 645.50 645.50 +4.40 0 204 +204
Sep01 001221 654.00 654.00 654.00 654.00 +4.40 0 100 +100
Total Volume and Open Interest      
S & P Midcap 400(CME)
Mar01 001221 483.00 495.50 482.50 488.75 +2.50 1,228 14,455 -16
Jun01 001221 495.95 497.20 495.95 495.95 +2.50 0 1 +0
Sep01 001221 502.95 504.20 502.95 502.95 +2.50      
Total Volume and Open Interest 993 14,472 -24
Russell 2000(CME)
Mar01 001221 449.00 457.00 445.50 454.25 +4.50 2,274 14,485 -54
Jun01 001221 461.85 461.85 461.85 461.85 +4.50      
Sep01 001221 469.40 469.40 469.40 469.40 +4.50      
Total Volume and Open Interest 2,274 14,485 -54
Value Line(KCBT)
Mar01 001221 1054.00 1074.00 1049.00 1067.00 +9.50 40 104 +8
Total Volume and Open Interest 40 105 +8
Nikkei 225(CME)
Mar01 001221 13375 13500 13225 13500 +13500 1,446 14,227 +14,227
Jun01 001221 13490 13490 13360 13490 +13490 0 3 +3
Total Volume and Open Interest 1,446 14,230 +14,230
Nikkei 225(SIMEX)
Mar01 001221 13680 13760 13270 13340 -535 12,291 83,219 +980
Jun01 001221 13320 13320 13320 13320 -535 0 1,641 +0
Sep01 001221 13340 13340 13340 13340 -535 0 1,095 +0
Total Volume and Open Interest 12,291 85,955 +980
CAC 40(MATIF)
Dec00 001221 5730.0 5819.0 5687.0 5768.0 +64.0 92,203 408,463 -3,205
Jan01 001221 5749.0 5836.5 5710.0 5790.5 +55.5 32,412 69,513 +24,798
Feb01 001221 5785.0 5804.0 5746.0 5803.0 -17.5 7,688 12,757 +7,503
Total Volume and Open Interest 137,846 549,963 +32,318
DAX Index(EUREX)
Mar01 001221 6290.0 6362.0 6170.5 6278.0 -42.0 38,965 140,054 +121
Jun01 001221 6332.5 6364.0 6249.0 6335.5 -44.0 505 10,604 +234
Sep01 001221 6433.5 6502.0 6330.5 6417.5 -45.0 302 321 +321
Total Volume and Open Interest 39,772 150,979 +676
FT-SE 100(LIFFE)
Mar01 001221 6167.00 6218.00 6112.50 6160.00 -32.50 23,495 237,678 +324
Jun01 001221 6225.00 6225.00 6225.00 6225.00 -32.50 125 8,471 +8,471
Sep01 001221 6285.00 6285.00 6285.00 6285.00 -32.50      
Total Volume and Open Interest 23,620 246,149 +8,795
SPI 200(SFE)
Dec00 001221 3206.0 3209.0 3186.0 3194.0 -67.0 1,807 164,154 +1,842
Mar01 001221 3285.0 3286.0 3212.0 3222.0 -66.0 481 7,747 +140
Jun01 001221 3246.0 3246.0 3246.0 3246.0 -67.0 0 174 +0
Total Volume and Open Interest 2,288 172,088 +1,982
GSCI(CME)
Jan01 001221 241.00 241.00 238.25 238.90 +2.70 65 32,361 +3
Feb01 001221 232.50 233.00 232.50 232.50 +2.00 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 001221 227.60 227.70 226.50 227.00 -0.05 29 418 -12
Feb01 001221 225.00 225.00 223.80 224.75 +0.05 5 686 +1
Apr01 001221 223.75 223.75 222.50 222.50 -0.35 0 310 +0
Total Volume and Open Interest 154 1,414 -11
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

Banner

Login

Newsflash

Could you benefit from statistical analysis that quantifies which way --- and when --- Interest Rate markets normally move during the year?
Find out now with MRCI's new Interest Rates Report! https://www.mrci.com/catalog/product_info.php?products_id=422