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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 26, 2000
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan01 001226 510.00 510.75 504.75 505.25 -5.00 12,353 33,282 -4,131
Mar01 001226 517.50 519.00 510.00 512.00 -6.25 16,720 75,314 +3,744
May01 001226 524.50 525.75 519.25 520.00 -4.25 1,441 24,436 +159
Jul01 001226 529.00 530.25 524.75 525.50 -3.75 913 28,755 +228
Aug01 001226 527.50 529.00 524.50 525.00 -3.00 40 1,526 +8
Sep01 001226 523.00 523.00 523.00 523.00 unch 53 600 +3
Nov01 001226 525.00 525.50 522.75 523.25 -0.25 671 11,126 +295
Total Volume and Open Interest 32,201 175,147 +308
Soybean Meal(CBOT)
Jan01 001226 196.00 197.20 194.00 194.60 -1.40 10,386 25,603 -2,734
Mar01 001226 191.40 193.00 190.20 190.30 -1.30 11,156 52,698 +966
May01 001226 187.00 187.70 185.00 185.00 -1.80 4,092 20,657 +185
Jul01 001226 185.00 185.20 183.00 183.10 -1.50 1,801 14,130 +219
Aug01 001226 183.50 183.70 181.50 181.50 -1.70 41 4,070 +35
Sep01 001226 182.50 182.50 180.00 180.70 -1.50 58 1,974 +44
Oct01 001226 180.00 180.00 177.30 177.30 -1.70 29 965 +9
Dec01 001226 179.80 179.80 177.00 177.00 -1.60 183 3,157 +91
Total Volume and Open Interest 27,746 123,254 -1,185
Soybean Oil(CBOT)
Jan01 001226 14.98 15.00 14.75 14.79 -0.22 4,760 24,253 -1,480
Mar01 001226 15.36 15.38 14.89 15.04 -0.35 6,747 63,719 +1,850
May01 001226 15.78 15.78 15.35 15.43 -0.36 1,524 17,745 +181
Jul01 001226 16.20 16.20 15.71 15.76 -0.43 189 14,091 -10
Aug01 001226 16.27 16.27 15.85 15.90 -0.41 1 3,130 +1
Sep01 001226 15.95 15.95 15.95 15.95 -0.45 41 2,441 +41
Oct01 001226 16.62 16.62 16.47 16.47 -0.22 0 3,648 +0
Dec01 001226 16.90 16.90 16.75 16.75 -0.25 267 6,602 +55
Total Volume and Open Interest 13,529 136,751 +638
Canola(WCE)
Jan01 001222 273.2 273.3 272.5 272.8 -0.5 9,160 13,213 -4,059
Mar01 001222 279.3 279.3 278.4 278.7 -0.4 4,722 37,149 +1,663
May01 001222 284.5 284.5 284.0 284.3 +0.1 580 4,936 +240
Jul01 001222 289.9 290.4 289.7 290.1 -0.7 34 5,200 +5
Aug01 001222 292.0 292.0 292.0 292.0 +2.0 0 58 +0
Total Volume and Open Interest 14,496 62,640 -2,151
Corn(CBOT)
Jan01 001226 220.25 220.50 219.50 220.00 -0.75 773 2,577 -606
Mar01 001226 226.50 227.25 226.00 226.75 unch 18,906 228,765 -1,941
May01 001226 234.25 235.00 233.75 234.50 unch 1,942 65,517 -132
Jul01 001226 242.00 242.50 241.00 241.75 -0.50 1,429 60,497 -732
Sep01 001226 249.00 249.00 248.50 248.50 -0.25 238 7,530 +142
Total Volume and Open Interest 25,004 406,028 -2,849
Wheat(CBOT)
Mar01 001226 275.75 275.75 274.25 274.50 -1.25 15,929 91,987 -2,821
May01 001226 286.75 286.75 285.00 285.50 -1.25 1,210 11,772 +85
Jul01 001226 297.00 297.00 295.25 295.50 -1.25 1,344 24,363 -105
Sep01 001226 305.00 305.50 305.00 305.25 -1.00 11 1,280 +11
Dec01 001226 319.00 319.00 318.50 319.00 -0.50 49 3,669 +13
Total Volume and Open Interest 18,543 133,416 -2,817
Wheat(KCBT)
Mar01 001226 327.00 327.50 325.00 326.00 -1.50 4,783 50,162 +289
May01 001226 336.00 336.25 334.50 335.25 -0.75 793 6,783 -128
Jul01 001226 344.50 344.50 342.00 343.00 -1.00 707 10,086 -176
Sep01 001226 351.00 351.50 351.00 351.00 +0.50 5 786 +3
Dec01 001226 360.50 360.50 360.50 360.50 -1.00 1 132 +1
Total Volume and Open Interest 6,289 67,949 -11
Wheat(MGE)
Mar01 001226 328.50 328.50 326.75 327.25 -1.75 1,431 16,379 -357
May01 001226 337.50 337.50 335.00 335.75 -1.75 358 3,819 -112
Jul01 001226 342.50 343.75 341.50 342.00 -1.00 328 3,027 +219
Sep01 001226 350.50 351.00 349.50 349.50 -2.00 8 773 +4
Dec01 001226 360.00 360.00 360.00 360.00 unch 0 201 +0
Total Volume and Open Interest 2,125 24,219 -246
Oats(CBOT)
Mar01 001226 110.75 111.50 110.50 111.25 unch 1,325 10,931 +319
May01 001226 117.00 117.75 116.75 117.25 +0.50 93 1,495 +55
Jul01 001226 122.75 122.75 122.75 122.75 +0.25 11 888 +0
Sep01 001226 126.50 126.50 126.50 126.50 +0.25 7 346 -4
Total Volume and Open Interest 1,456 14,504 +390
Rough Rice(CBOT)
Jan01 001226 6.01 6.01 5.93 5.93 -0.09 559 1,641 -412
Mar01 001226 6.22 6.23 6.13 6.15 -0.09 565 3,472 +121
May01 001226 6.43 6.43 6.41 6.41 -0.08 33 663 -7
Jul01 001226 6.66 6.66 6.66 6.66 -0.08 0 605 +0
Total Volume and Open Interest 1,158 6,669 -297
Live Cattle(CME)
Dec00 001226 79.250 79.250 78.000 78.350 -0.650 2,193 4,442 -961
Feb01 001226 77.500 77.500 76.775 77.125 -0.625 7,589 66,204 -607
Apr01 001226 78.800 78.800 77.900 78.175 -0.475 3,052 31,149 -174
Jun01 001226 74.025 74.050 73.300 73.775 -0.250 1,474 13,854 +23
Aug01 001226 73.850 73.925 73.400 73.850 -0.150 535 12,315 -52
Oct01 001226 75.350 75.825 75.350 75.725 -0.075 36 2,946 +8
Total Volume and Open Interest 14,890 132,047 -1,756
Feeder Cattle(CME)
Jan01 001226 92.075 92.100 91.350 91.500 -0.625 1,185 8,268 -76
Mar01 001226 90.750 90.750 90.150 90.350 -0.425 1,190 5,891 +216
Apr01 001226 90.150 90.150 89.500 90.000 -0.300 329 2,557 +213
May01 001226 89.600 89.625 89.200 89.250 -0.475 160 2,210 +15
Aug01 001226 89.600 89.650 89.200 89.525 -0.150 33 1,177 +22
Sep01 001226 89.150 89.200 89.100 89.150 -0.050 2 238 +1
Oct01 001226 89.200 89.200 89.150 89.200 unch 0 129 +0
Total Volume and Open Interest 2,924 20,610 +404
Lean Hogs(CME)
Feb01 001226 56.250 56.300 55.900 55.975 -0.600 3,180 25,161 -816
Apr01 001226 56.350 56.575 56.250 56.375 -0.300 1,044 6,569 -157
Jun01 001226 62.200 62.250 61.900 62.075 -0.525 261 4,213 -8
Jul01 001226 60.000 60.050 59.775 59.825 -0.400 78 1,444 -9
Aug01 001226 58.600 58.600 58.000 58.125 -0.725 14 832 +11
Oct01 001226 50.300 50.300 50.050 50.275 -0.400 69 1,343 +11
Dec01 001226 47.900 47.900 47.350 47.725 -0.425 23 1,105 +4
Feb02 001226 49.175 49.175 49.175 49.175 -0.025 1 32 +0
Total Volume and Open Interest 4,670 40,700 -964
Pork Bellies(CME)
Feb01 001226 68.000 68.175 67.150 67.400 -0.650 401 2,188 -18
Mar01 001226 67.950 68.350 67.350 67.550 -0.100 25 260 -12
May01 001226 67.700 68.850 67.700 67.700 -0.800 37 149 +26
Jul01 001226 68.500 68.900 68.500 68.500 unch 2 69 +0
Aug01 001226 68.000 68.500 68.000 68.500 -0.500 0 33 +0
Total Volume and Open Interest 465 2,699 -4
Cocoa(NYBOT)
Mar01 001226 770 772 758 769 +4 3,714 44,536 -475
May01 001226 786 786 778 785 +3 1,108 20,393 -305
Jul01 001226 804 804 793 801 +3 274 14,669 -34
Sep01 001226 817 818 813 818 +3 114 11,018 -276
Dec01 001226 844 844 844 844 +3 265 13,074 -9
Mar02 001226 871 871 871 871 +3 100 12,155 +86
May02 001226 890 890 890 890 +3 40 6,463 +0
Total Volume and Open Interest 5,866 137,436 -712
Coffee "C"(NYBOT)
Mar01 001226 65.75 69.00 65.75 67.30 +1.90 2,477 30,012 +134
May01 001226 69.50 72.00 69.25 70.25 +1.90 491 7,425 +96
Jul01 001226 72.50 73.80 72.50 73.25 +1.85 252 3,445 -9
Sep01 001226 77.50 77.50 76.25 76.25 +1.85 196 2,914 +25
Dec01 001226 80.00 81.00 80.00 80.50 +1.75 87 2,125 +26
Mar02 001226 84.00 84.75 84.00 84.75 +1.70 11 210 +7
Total Volume and Open Interest 3,514 46,131 +279
Orange Juice(NYBOT)
Jan01 001226 78.80 79.00 75.05 75.05 -3.50 544 5,296 -393
Mar01 001226 83.60 83.60 79.50 79.50 -3.55 988 18,939 +152
May01 001226 86.70 86.70 82.75 82.75 -3.15 99 2,523 +68
Jul01 001226 86.00 86.00 85.05 85.50 -2.80 51 1,120 +36
Sep01 001226 88.00 88.00 88.00 88.00 -2.70 0 323 -1
Total Volume and Open Interest 3,676 30,555 +1,791
Sugar #11(NYBOT)
Mar01 001226 9.80 10.05 9.80 9.98 +0.17 4,465 68,154 -615
May01 001226 9.50 9.60 9.39 9.51 +0.09 664 21,162 +40
Jul01 001226 8.94 9.03 8.86 8.95 +0.12 383 24,169 -210
Oct01 001226 8.64 8.66 8.55 8.60 +0.12 512 20,039 -128
Mar02 001226 8.33 8.45 8.30 8.45 +0.12 239 9,633 +133
Total Volume and Open Interest 6,263 145,887 -780
London Cocoa(LCE)
Dec00 001212 534 537 533 534 -4 3,911 13,944 -3,097
Mar01 001222 595 597 588 588 -4 7,436 63,457 -1,121
May01 001222 595 596 584 584 -5 2,242 32,707 -302
Jul01 001222 600 600 592 592 -4 1,209 17,158 +468
Sep01 001222 610 610 601 601 -4 601 22,546 +250
Dec01 001222 630 630 620 620 -5 513 9,952 +343
Mar02 001222 640 640 640 640 -6 58 22,676 -7
Total Volume and Open Interest 13,182 188,526 +181
London Coffee(LCE)
Jan01 001222 625.00 625.00 609.00 615.00 -8.00 2,965 17,061 -1,695
Mar01 001222 645.00 645.00 628.00 634.00 -9.00 4,279 23,485 +1,321
May01 001222 660.00 661.00 649.00 651.00 -8.00 1,044 8,889 +346
Jul01 001222 674.00 674.00 669.00 669.00 -8.00 371 3,761 -16
Sep01 001222 692.00 695.00 689.00 689.00 -8.00 52 2,448 +46
Nov01 001222 710.00 710.00 710.00 710.00 -7.00 0 3,837 +0
Total Volume and Open Interest 8,741 60,203 +32
London Sugar(LCE)
Dec00 001115 225.50 233.60 224.60 225.00 -0.30 902 2,074 -764
Mar01 001222 244.80 245.00 243.10 244.00 -0.50 2,282 22,653 -292
May01 001222 241.70 242.00 240.50 240.80 -0.70 183 4,661 +75
Aug01 001222 235.40 236.30 235.40 236.30 +0.20 272 6,999 -191
Oct01 001222 228.50 228.50 228.50 228.50 +0.20 39 2,530 +0
Total Volume and Open Interest 2,776 38,168 -408
Cotton(NYBOT)
Mar01 001226 64.10 64.20 63.10 63.19 -1.12 8,436 30,713 +866
May01 001226 66.20 66.20 65.20 65.26 -1.12 2,841 16,362 +493
Jul01 001226 67.65 67.65 66.90 66.93 -0.82 1,375 7,888 +153
Oct01 001226 65.00 65.00 64.75 64.75 -0.25 125 1,024 +125
Dec01 001226 64.20 64.20 63.75 63.86 -0.44 484 7,199 +133
Mar02 001226 65.10 65.10 65.10 65.10 -0.30 45 191 +20
Total Volume and Open Interest 28,306 63,533 +1,790
Lumber(CME)
Jan01 001226 204.7 210.0 204.7 208.4 +2.6 195 1,695 -38
Mar01 001226 219.9 225.9 219.8 223.8 +4.1 191 1,835 +98
May01 001226 228.7 231.7 228.6 229.5 +1.7 27 834 -5
Jul01 001226 237.7 239.0 234.7 234.7 +2.0 3 231 +1
Total Volume and Open Interest 417 4,647 +57
Crude Oil(NYM)
Feb01 001226 26.20 26.88 26.20 26.64 +0.46 41,154 101,676 +28
Mar01 001226 25.95 26.37 25.85 26.05 +0.26 14,419 40,599 -153
Apr01 001226 25.85 26.00 25.70 25.71 +0.22 4,105 26,148 +333
May01 001226 25.30 25.80 25.30 25.46 +0.22 1,586 18,882 -47
Jun01 001226 25.25 25.47 25.20 25.22 +0.22 1,968 29,808 +172
Jul01 001226 25.05 25.15 24.99 24.99 +0.21 335 13,699 +2
Aug01 001226 24.77 24.77 24.77 24.77 +0.20 496 12,069 +14
Sep01 001226 24.65 24.70 24.56 24.56 +0.19 327 10,709 +56
Oct01 001226 24.36 24.36 24.36 24.36 +0.19 62 8,636 -30
Nov01 001226 24.16 24.16 24.16 24.16 +0.19 10 14,189 +2
Total Volume and Open Interest 67,465 410,186 +2,474
Heating Oil(NYM)
Jan01 001226 89.25 93.75 89.25 93.50 +5.70 11,773 33,186 -1,240
Feb01 001226 86.00 88.75 85.75 88.35 +3.60 12,729 43,561 +1,032
Mar01 001226 80.30 82.20 80.30 81.75 +2.85 2,658 18,608 -298
Apr01 001226 74.00 75.50 74.00 75.25 +2.20 1,444 11,284 -255
May01 001226 70.60 71.10 70.60 70.65 +2.00 1,098 7,398 -147
Jun01 001226 68.60 69.05 68.60 69.05 +2.10 598 6,436 -82
Jul01 001226 68.25 68.90 68.25 68.45 +2.25 333 3,771 -136
Aug01 001226 67.90 68.25 67.90 68.25 +2.35 228 6,833 -12
Sep01 001226 68.80 69.20 68.75 68.80 +2.35 152 2,849 +32
Oct01 001226 69.35 69.35 69.35 69.35 +2.35 7 2,812 -4
Total Volume and Open Interest 31,890 146,269 -1,219
Unleaded Gas(NYM)
Jan01 001226 74.50 76.25 74.00 76.04 +1.95 6,233 16,358 -116
Feb01 001226 74.00 76.00 73.85 75.45 +1.83 6,658 24,451 +1,002
Mar01 001226 74.70 76.20 74.50 75.60 +1.38 2,185 12,046 +225
Apr01 001226 79.85 80.70 79.85 80.00 +1.13 1,865 13,424 +533
May01 001226 79.30 80.00 79.30 79.30 +1.10 1,295 9,445 -39
Jun01 001226 77.75 79.15 77.75 78.23 +1.08 801 6,567 -93
Jul01 001226 77.15 77.15 76.73 76.73 +1.08 129 2,754 +9
Aug01 001226 74.83 74.83 74.83 74.83 +1.08 87 8,210 -49
Total Volume and Open Interest 19,315 99,886 +1,482
Natural Gas(NYM)
Jan01 001226 9.850 9.950 9.500 9.805 +0.226 13,551 30,706 -2,026
Feb01 001226 9.150 9.250 8.850 9.126 +0.194 4,861 38,336 +835
Mar01 001226 7.950 8.000 7.750 8.000 +0.200 2,223 36,777 +808
Apr01 001226 5.900 6.060 5.900 6.060 +0.160 1,193 23,556 +437
May01 001226 5.380 5.400 5.300 5.400 +0.120 528 24,287 +105
Jun01 001226 5.250 5.346 5.250 5.346 +0.116 268 16,837 -131
Jul01 001226 5.217 5.331 5.200 5.331 +0.114 543 12,808 -33
Aug01 001226 5.200 5.314 5.200 5.314 +0.114 884 12,562 -158
Total Volume and Open Interest 25,525 371,411 -203
Brent Crude Oil(IPE)
Feb01 001222 23.85 23.87 23.51 23.66 +0.05 36,425 74,248 -4,592
Mar01 001222 23.70 23.75 23.40 23.52 -0.08 22,452 78,341 +3,280
Apr01 001222 23.59 23.59 23.25 23.42 -0.11 10,656 44,342 +87
May01 001222 23.50 23.50 23.35 23.37 -0.11 2,918 9,267 -70
Jun01 001222 23.42 23.44 23.30 23.32 -0.11 10,754 17,726 -780
Jul01 001222 23.22 23.32 23.22 23.22 -0.11 1,329 11,473 +202
Aug01 001222 23.12 23.12 23.12 23.12 -0.11 250 10,476 +0
Sep01 001222 23.02 23.02 23.02 23.02 -0.11 550 4,697 +80
Total Volume and Open Interest 90,394 291,146 -2,255
Gas Oil(IPE)
Jan01 001222 235.75 237.00 230.50 231.00 -4.50 9,990 25,527 -392
Feb01 001222 230.00 230.00 227.00 227.00 -2.50 6,531 20,053 -695
Mar01 001222 221.75 222.50 218.50 218.50 -4.75 1,438 10,611 +178
Apr01 001222 214.50 215.75 212.50 212.50 -4.25 425 6,808 -59
May01 001222 210.00 210.00 207.00 207.00 -4.00 7 2,284 +7
Jun01 001222 206.50 207.50 203.50 203.50 -4.25 1,655 12,373 -195
Jul01 001222 203.50 203.50 203.50 203.50 -4.00 0 4,080 +0
Aug01 001222 204.00 204.00 204.00 204.00 -4.00 0 1,333 +0
Total Volume and Open Interest 21,516 92,000 -906
US Dollar Index(NYBOT)
Mar01 001226 110.25 110.38 110.07 110.13 -0.48      
Jun01 001226 110.12 110.25 109.96 109.96 -0.48      
Sep01 001226 109.79 109.79 109.79 109.79 -0.48      
Total Volume and Open Interest 1,052 6,583 +240
Australian Dollar(IMM)
Mar01 001226 55.78 55.97 55.69 55.94 +0.42 1,615 21,698 -38
Jun01 001226 55.89 56.05 55.89 55.99 +0.42 0 40 +0
Sep01 001226 56.04 56.04 56.04 56.04 +0.42 0 7 +0
Total Volume and Open Interest 1,615 21,754 -36
British Pound(IMM)
Mar01 001226 148.34 148.70 148.00 148.62 +0.72 2,857 23,271 -184
Jun01 001226 148.82 148.82 148.82 148.82 +0.72 0 32 +0
Sep01 001226 149.02 149.02 149.02 149.02 +0.72      
Total Volume and Open Interest 2,857 23,317 -184
Canadian Dollar(IMM)
Mar01 001226 66.03 66.39 66.02 66.32 +0.24 3,045 48,987 -320
Jun01 001226 66.14 66.50 66.14 66.41 +0.24 0 4,374 +2
Sep01 001226 66.58 66.58 66.49 66.49 +0.24 17 1,240 +6
Dec01 001226 66.57 66.57 66.57 66.57 +0.24 0 605 +0
Total Volume and Open Interest 3,062 55,213 -312
Japanese Yen(IMM)
Mar01 001226 89.28 89.44 89.10 89.13 -0.73 5,138 82,377 +352
Jun01 001226 90.35 90.35 90.35 90.35 -0.75 0 2,272 +0
Sep01 001226 91.55 91.55 91.55 91.55 -0.77 0 96 +0
Total Volume and Open Interest 5,138 84,821 +352
Swiss Franc(IMM)
Mar01 001226 61.50 61.79 61.45 61.74 +0.62 6,299 43,514 +1,058
Jun01 001226 62.00 62.14 61.96 62.14 +0.62 127 154 +127
Sep01 001226 62.51 62.51 62.51 62.51 +0.62 2 13 +2
Total Volume and Open Interest 6,428 43,681 +1,187
EuroFX(IMM)
Mar01 001226 93.26 93.33 93.01 93.31 +0.63 18,365 83,113 +2,300
Jun01 001226 93.50 93.59 93.40 93.59 +0.62 83 965 +52
Sep01 001226 93.77 93.85 93.77 93.85 +0.62 0 596 +0
Total Volume and Open Interest 18,474 84,710 +2,371
Mexican Peso(IMM)
Dec00 001218 10660.0 10680.0 10660.0 10660.0 +32.0 194 8,009 -1,217
Mar01 001226 10170.0 10240.0 10150.0 10165.0 +25.0 489 18,997 -871
Total Volume and Open Interest 638 25,905 -925
30-Year T-Bonds(CBOT)
Mar01 001226 105~19 105~23 104~16 105~07 -0~09 49,682 405,833 -11,777
Jun01 001226 105~15 105~19 104~27 105~10 -0~07 41 2,080 -55
Sep01 001226 105~05 105~05 105~05 105~05 -0~07 130 414 -50
Total Volume and Open Interest 49,903 433,786 -11,905
Municipal Bonds(CBOT)
Mar01 001226 103~15 103~22 103~06 103~16 -0~05 1,323 14,890 +436
Jun01 001226 103~00 103~00 103~00 103~00 -0~05      
Total Volume and Open Interest 1,323 14,890 +436
10-Year T-Notes(CBOT)
Mar01 001226 105~135 105~170 104~300 105~090 -0~065 59,939 519,191 -5,366
Jun01 001226 105~115 105~150 105~030 105~120 -0~030 250 6,261 +239
Total Volume and Open Interest 60,189 525,822 -5,127
5-Year T-Notes(CBOT)
Mar01 001226 103~245 103~280 103~190 103~270 +0~005 23,273 353,314 -954
Jun01 001226 104~110 104~110 104~110 104~110 +0~005 50 432 +50
Total Volume and Open Interest 23,323 373,658 -904
2 Year T-Notes(CBOT)
Mar01 001226 101~095 101~099 101~090 101~096 -0~003 3,794 82,095 -698
Jun01 001226 102~013 102~013 102~013 102~013 -0~003 0 1 +0
Total Volume and Open Interest 3,794 82,110 -698
3-Mth T-Bills(IMM)
Mar01 001226 94.80 94.81 94.64 94.65 -0.20 236 1,392 -201
Total Volume and Open Interest 236 1,392 -201
Eurodollars(IMM)
Mar01 001226 94.130 94.145 94.120 94.135 -0.010 56,551 553,500 -884
Jun01 001226 94.450 94.465 94.435 94.445 -0.020 56,449 438,393 +302
Sep01 001226 94.620 94.625 94.590 94.605 -0.025 65,970 497,987 -9,319
Dec01 001226 94.530 94.530 94.500 94.510 -0.030 26,892 290,965 -107
Mar02 001226 94.535 94.535 94.500 94.510 -0.035 16,877 271,161 +2,342
Jun02 001226 94.400 94.420 94.395 94.400 -0.040 20,565 183,639 +486
Sep02 001226 94.335 94.350 94.320 94.335 -0.040 11,967 145,846 +1,328
Dec02 001226 94.230 94.230 94.205 94.215 -0.040 8,633 112,628 +633
Mar03 001226 94.245 94.250 94.225 94.235 -0.040 2,348 86,727 +597
Jun03 001226 94.205 94.210 94.185 94.195 -0.040 2,449 71,081 +293
Sep03 001226 94.165 94.175 94.150 94.155 -0.040 1,704 68,563 -29
Dec03 001226 94.060 94.080 94.055 94.060 -0.040 1,624 51,962 +156
Total Volume and Open Interest 295,244 3,204,852 -119
3-Mth Euro-Yen(IMM)
Dec00 001215 99.37 99.38 99.36 99.38 -0.01 792 20,569 +182
Mar01 001226 99.54 99.54 99.53 99.53 -0.01 513 27,476 -465
Jun01 001226 99.60 99.60 99.59 99.60 -0.01 78 8,016 +67
Sep01 001226 99.57 99.57 99.57 99.57 -0.01 30 10,713 +182
Dec01 001226 99.49 99.49 99.49 99.49 -0.01 20 7,211 -2
Mar02 001226 99.46 99.46 99.46 99.46 unch 0 4,212 -27
Jun02 001226 99.42 99.42 99.42 99.42 unch 0 1,671 -55
Sep02 001226 99.32 99.32 99.32 99.32 +0.01 0 679 +6
Dec02 001226 99.15 99.15 99.15 99.15 unch 0 31 +0
Mar03 001226 99.10 99.10 99.10 99.10 +0.01      
Total Volume and Open Interest 641 60,009 -294
3-Mth Euro-Yen(SIMEX)
Mar01 001226 99.55 99.55 99.53 99.53 -0.01 0 101,881 -1,246
Jun01 001226 99.60 99.61 99.59 99.59 -0.02 0 81,121 -968
Sep01 001226 99.57 99.57 99.57 99.57 -0.01 0 65,024 -168
Dec01 001226 99.49 99.49 99.48 99.48 -0.01 0 33,760 +153
Mar02 001226 99.46 99.46 99.45 99.45 -0.01 0 17,850 +1,303
Jun02 001226 99.42 99.42 99.40 99.40 -0.01 0 13,273 +1,981
Sep02 001226 99.32 99.32 99.31 99.31 -0.01 0 6,694 +352
Dec02 001226 99.16 99.16 99.16 99.16 -0.01 0 1,059 +230
Total Volume and Open Interest 0 329,725 +1,715
German Euro-Bund(EUREX)
Mar01 001222 108.25 108.39 108.14 108.33 +0.14 387,134 664,921 +62,669
Jun01 001222 108.01 108.04 107.98 108.04 +0.15 2,866 8,670 +39
Sep01 001222 108.09 108.09 108.09 108.09 +0.12 0 856 -442
Total Volume and Open Interest 390,000 674,447 +62,266
German Euro-Bobl(EUREX)
Mar01 001222 105.53 105.75 105.48 105.70 +0.19 182,015 372,582 +1,324
Jun01 001222 105.70 105.70 105.70 105.70 +0.17 672 3,118 -183
Sep01 001222 105.50 105.50 105.50 105.50 +0.19      
Total Volume and Open Interest 182,687 375,700 +1,141
Long Gilt(LIFFE)
Dec00 001222 115~14 115~17 115~14 115~17 +0~06 237 865 -30
Mar01 001222 115~04 115~04 114~29 115~02 +0~04 17,944 64,843 -4,550
Total Volume and Open Interest 18,181 65,709 -4,580
3-Mth Short Sterling(LIFFE)
Mar01 001222 94.25 94.25 94.21 94.23 unch 21,786 181,074 -992
Jun01 001222 94.49 94.49 94.42 94.44 unch 18,004 168,691 +2,663
Sep01 001222 94.53 94.53 94.49 94.50 -0.01 17,255 126,468 +2,240
Total Volume and Open Interest 81,927 777,270 +6,502
3-Mth Euribor(LIFFE)
Mar01 001222 95.205 95.240 95.205 95.230 +0.005 59,307 337,008 +9,961
Jun01 001222 95.385 95.445 95.385 95.435 +0.025 49,200 265,864 +2,900
Sep01 001222 95.535 95.595 95.535 95.580 +0.030 59,897 272,189 +4,133
Total Volume and Open Interest 229,462 1,356,282 +20,543
3-Mth Aus T-Bills(SFE)
Mar01 001222 94.26 94.29 94.24 94.29 +0.02 15,331 157,501 -2,835
Jun01 001222 94.53 94.55 94.51 94.55 +0.03 10,084 66,770 -725
Sep01 001222 94.58 94.64 94.58 94.64 +0.03 2,834 30,047 -398
Dec01 001222 94.56 94.61 94.56 94.61 +0.04 2,480 17,672 +813
Mar02 001222 94.49 94.52 94.49 94.52 +0.04 664 10,638 +180
Jun02 001222 94.40 94.43 94.40 94.43 +0.04 652 7,373 +66
Sep02 001222 94.31 94.32 94.31 94.32 +0.04 1,077 6,632 +455
Dec02 001222 94.21 94.22 94.21 94.22 +0.03 185 3,405 -15
Mar03 001222 94.13 94.13 94.12 94.13 -0.01 275 1,613 -48
Jun03 001222 94.10 94.11 94.09 94.11 +0.01 425 1,446 +251
Total Volume and Open Interest 34,052 306,197 -2,256
10-Year Aus T-Bonds(SFE)
Mar01 001222 94.58 94.61 94.57 94.61 +0.03 9,016 99,013 +504
Jun01 001222 94.58 94.58 94.58 94.58 +0.03      
Total Volume and Open Interest 18,969 99,013 +504
3-Year Aus T-Bonds(SFE)
Mar01 001222 94.81 94.84 94.79 94.83 +0.02 39,071 205,137 +5,872
Jun01 001222 94.83 94.83 94.83 94.83 +0.02      
Total Volume and Open Interest 39,071 205,137 +5,872
Gold(CMX)
Dec00 001226 273.2 274.8 273.2 274.1 +0.4 110 48 -18
Feb01 001226 275.7 276.5 275.6 275.9 +0.4 6,965 73,885 -431
Apr01 001226 278.8 279.1 278.2 278.4 +0.4 116 7,871 +49
Jun01 001226 280.8 281.0 280.8 280.9 +0.4 43 11,946 +66
Aug01 001226 283.0 283.0 283.0 283.0 +0.4 7 4,091 +0
Oct01 001226 284.8 284.8 284.8 284.8 +0.4 0 693 +0
Total Volume and Open Interest 7,244 116,545 -334
Silver(CMX)
Dec00 001226 462.3 462.3 462.3 462.3 +1.2 4 364 -399
Mar01 001226 467.0 470.5 467.0 468.7 +1.2 2,046 55,417 -290
May01 001226 471.0 475.0 470.5 472.9 +1.2 14 2,506 +2
Jul01 001226 478.5 478.5 477.3 477.3 +1.2 23 3,692 +10
Sep01 001226 483.0 483.0 481.8 481.8 +1.2 0 3,085 +0
Total Volume and Open Interest 2,200 72,412 -677
Platinum(NYM)
Jan01 001226 611.0 618.0 610.1 611.9 +1.8 1,004 2,167 -486
Apr01 001226 602.5 608.5 602.5 605.4 +3.3 899 5,870 +676
Total Volume and Open Interest 1,903 8,047 +190
Palladium(NYME)
Dec00 001226 967.00 967.00 967.00 967.00 -1.00 0 1 +0
Mar01 001226 956.00 959.00 956.00 959.00 -1.00 76 1,742 +14
Jun01 001226 954.00 954.00 954.00 954.00 -1.00 0 136 +0
Total Volume and Open Interest 76 1,879 +14
Copper(CMX)
Dec00 001226 86.00 86.50 86.00 86.35 +0.35 489 1,720 -472
Mar01 001226 85.60 86.40 85.55 86.25 +0.60 4,514 30,789 +442
May01 001226 85.10 85.80 85.10 85.65 +0.55 240 5,416 +91
Jul01 001226 85.45 85.45 85.45 85.45 +0.45 57 5,596 +57
Sep01 001226 85.30 85.30 85.30 85.30 +0.45 163 2,404 +148
Total Volume and Open Interest 6,394 69,388 +253
DJIA Index(CBOT)
Dec00 001214 10680 10735 10620 10650 -121 4,318 12,298 -1,158
Mar01 001226 10795 10865 10725 10853 +43 7,416 18,219 +930
Jun01 001226 10983 10983 10983 10983 +43 6 23 +0
Sep01 001226 11113 11113 11113 11113 +42 5 11 +5
Total Volume and Open Interest 7,428 18,260 +935
S & P 500(CME)
Mar01 001226 1326.00 1337.80 1319.60 1336.90 +10.20 45,710 460,618 -1,674
Jun01 001226 1343.50 1355.20 1338.00 1354.60 +10.40 0 3,583 +161
Sep01 001226 1371.90 1372.40 1354.90 1371.90 +10.50 8 1,035 -61
Dec01 001226 1388.20 1388.70 1371.20 1388.20 +10.50 50 480 +45
Total Volume and Open Interest 45,768 465,736 -1,529
S & P 500 E-Mini(Globex)
Mar01 001226 1324.00 1338.00 1318.50 1337.00 +10.25 55,440 45,180 -3,351
Jun01 001226 1346.00 1354.50 1346.00 1354.50 +10.25 0 1 +0
Total Volume and Open Interest 55,440 45,181 -3,351
NASDAQ 100(CME)
Mar01 001226 2465.00 2519.00 2374.00 2477.50 +8.50 17,010 42,150 -545
Jun01 001226 2447.00 2515.50 2447.00 2515.50 +8.50 4 24 +5
Sep01 001226 2553.50 2553.50 2553.50 2553.50 +8.50 1 1 +1
Total Volume and Open Interest 17,015 42,175 -539
NASDAQ 100 E-Mini(GLOBEX)
Mar01 001226 2481.5 2519.5 2374.0 2477.5 +8.5 55,613 39,041 +1,698
Jun01 001226 2515.5 2515.5 2515.5 2515.5 +8.5 1 1 +1
Total Volume and Open Interest 55,614 39,042 +1,699
NYSE Composite(NYBOT)
Mar01 001226 649.00 656.50 648.50 656.15 +7.50      
Jun01 001226 664.65 664.65 664.65 664.65 +7.50      
Sep01 001226 673.15 673.15 673.15 673.15 +7.50      
Total Volume and Open Interest      
S & P Midcap 400(CME)
Mar01 001226 510.00 514.00 508.00 513.50 +5.50 231 14,707 +121
Jun01 001226 520.70 520.70 520.70 520.70 +5.50 0 1 +0
Sep01 001226 527.70 527.70 527.70 527.70 +5.50      
Total Volume and Open Interest 966 14,587 +131
Russell 2000(CME)
Mar01 001226 470.00 474.00 468.50 474.00 +5.10 432 15,107 +9
Jun01 001226 481.60 481.60 481.60 481.60 +5.10      
Sep01 001226 489.15 489.15 489.15 489.15 +5.10      
Total Volume and Open Interest 432 15,107 +9
Value Line(KCBT)
Mar01 001226 1099.00 1106.00 1093.50 1106.00 +12.00 59 150 +21
Total Volume and Open Interest 60 151 +21
Nikkei 225(CME)
Mar01 001226 13940 13945 13810 13940 +255 1,016 14,792 -6
Jun01 001226 13930 13930 13930 13930 +13930 0 3 +0
Total Volume and Open Interest 1,016 14,795 -6
Nikkei 225(SIMEX)
Mar01 001226 13900 14040 13820 13975 +55 11,505 84,360 +134
Jun01 001226 13955 13955 13955 13955 +55 0 1,640 -1
Sep01 001226 13975 13975 13975 13975 +55 0 1,095 +0
Total Volume and Open Interest 11,505 87,095 +133
CAC 40(MATIF)
Dec00 001222 5780.0 5812.0 5739.5 5812.0 +44.0 82,875 356,492 -51,971
Jan01 001222 5811.0 5832.0 5764.0 5823.0 +32.5 33,033 95,768 +26,255
Feb01 001222 5844.5 5846.0 5832.5 5846.0 +43.0 39 12,765 +8
Total Volume and Open Interest 122,488 529,255 -20,708
DAX Index(EUREX)
Mar01 001222 6319.0 6349.0 6262.0 6334.0 +56.0 41,239 145,082 +5,028
Jun01 001222 6380.0 6394.0 6328.0 6392.0 +56.5 209 10,758 +154
Sep01 001222 6464.0 6480.0 6449.0 6474.5 +57.0 337 514 +193
Total Volume and Open Interest 41,785 156,354 +5,375
FT-SE 100(LIFFE)
Mar01 001222 6200.00 6200.00 6136.00 6140.00 -20.00 20,084 240,698 +3,020
Jun01 001222 6205.00 6205.00 6205.00 6205.00 -20.00 0 8,471 +0
Sep01 001222 6265.00 6265.00 6265.00 6265.00 -20.00      
Total Volume and Open Interest 20,084 249,169 +3,020
SPI 200(SFE)
Dec00 001222 3220.0 3220.0 3190.0 3203.0 +9.0 998 167,538 +3,384
Mar01 001222 3227.0 3286.0 3200.0 3234.0 +12.0 1,297 8,262 +515
Jun01 001222 3261.0 3261.0 3261.0 3261.0 +15.0 0 174 +0
Total Volume and Open Interest 2,295 175,987 +3,899
GSCI(CME)
Jan01 001226 241.50 241.50 238.00 241.00 -0.80 278 31,889 -217
Feb01 001226 233.50 234.50 233.00 233.50 -0.70 200 226 +200
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 001226 228.25 228.25 227.70 227.75 +0.25 15 413 -3
Feb01 001226 225.75 225.75 225.25 225.25 -0.05 4 680 -6
Apr01 001226 222.75 222.75 222.75 222.75 -0.35 3 311 +1
Total Volume and Open Interest 92 1,404 -8
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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