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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 Wed December 27, 2000
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan01 001227 498.00 500.00 496.00 498.50 -6.75 17,150 27,547 -5,735
Mar01 001227 505.50 509.50 505.00 508.75 -3.25 20,427 79,131 +3,817
May01 001227 514.00 517.50 513.00 517.00 -3.00 2,303 24,255 -181
Jul01 001227 518.00 523.00 518.00 522.50 -3.00 1,455 28,696 -59
Aug01 001227 519.25 522.00 518.00 521.50 -3.50 26 1,512 -14
Sep01 001227 515.00 518.00 515.00 518.00 -5.00 2 600 +0
Nov01 001227 519.00 519.50 516.00 518.50 -4.75 498 11,214 +88
Total Volume and Open Interest 41,865 173,063 -2,084
Soybean Meal(CBOT)
Jan01 001227 193.00 193.00 190.50 192.80 -1.80 8,499 23,380 -2,223
Mar01 001227 187.50 188.70 186.70 188.70 -1.60 8,357 53,226 +528
May01 001227 183.00 184.50 181.50 184.50 -0.50 1,381 21,117 +460
Jul01 001227 180.60 182.50 180.40 182.40 -0.70 1,032 14,400 +270
Aug01 001227 180.00 181.00 179.10 180.80 -0.70 146 4,094 +24
Sep01 001227 179.00 179.00 178.10 179.00 -1.70 16 1,982 +8
Oct01 001227 176.50 177.50 175.50 177.50 +0.20 1 966 +1
Dec01 001227 176.00 176.50 175.50 176.50 -0.50 3 3,159 +2
Total Volume and Open Interest 19,435 122,324 -930
Soybean Oil(CBOT)
Jan01 001227 14.50 14.68 14.47 14.61 -0.18 4,916 22,517 -1,736
Mar01 001227 14.85 15.07 14.80 14.96 -0.08 7,757 66,347 +2,628
May01 001227 15.20 15.47 15.20 15.38 -0.05 1,140 18,231 +486
Jul01 001227 15.70 15.87 15.68 15.78 +0.02 591 14,532 +441
Aug01 001227 15.85 16.05 15.85 15.95 +0.05 304 3,412 +282
Sep01 001227 16.10 16.25 16.10 16.10 +0.15 1 2,441 +0
Oct01 001227 16.30 16.36 16.30 16.36 -0.11 4 3,647 -1
Dec01 001227 16.58 16.70 16.58 16.70 -0.05 5 6,601 -1
Total Volume and Open Interest 14,880 139,012 +2,261
Canola(WCE)
Jan01 001227 269.5 270.2 265.1 266.0 -6.8 1,633 12,276 -937
Mar01 001227 276.5 276.5 271.5 271.9 -6.8 2,369 36,537 -612
May01 001227 282.5 282.5 277.0 277.8 -6.5 1,200 5,346 +410
Jul01 001227 283.2 284.3 283.2 284.3 -5.8 118 5,251 +51
Aug01 001227 284.0 284.0 284.0 284.0 -8.0 0 58 +0
Total Volume and Open Interest 5,331 61,563 -1,077
Corn(CBOT)
Jan01 001227 218.00 220.50 217.00 220.25 +0.25 501 2,315 -262
Mar01 001227 226.00 229.50 224.50 228.75 +2.00 15,562 230,490 +1,725
May01 001227 233.75 237.50 232.50 237.00 +2.50 3,278 66,616 +1,099
Jul01 001227 240.50 244.00 239.75 243.50 +1.75 2,240 60,553 +56
Sep01 001227 248.00 250.00 247.25 250.00 +1.50 182 7,686 +156
Total Volume and Open Interest 22,746 409,088 +3,060
Wheat(CBOT)
Mar01 001227 273.00 273.50 270.50 272.75 -1.75 4,566 90,439 -1,548
May01 001227 284.50 284.50 282.00 283.75 -1.75 1,200 11,886 +114
Jul01 001227 294.50 294.50 291.50 292.75 -2.75 327 24,413 +50
Sep01 001227 302.75 302.75 302.75 302.75 -2.50 10 1,290 +10
Dec01 001227 318.00 318.00 315.50 316.00 -3.00 11 3,625 -44
Total Volume and Open Interest 6,114 131,998 -1,418
Wheat(KCBT)
Mar01 001227 323.75 324.00 322.50 324.00 -2.00 2,376 48,998 -1,164
May01 001227 333.00 333.25 331.75 333.25 -2.00 480 6,941 +158
Jul01 001227 341.50 341.50 340.00 341.25 -1.75 399 10,177 +91
Sep01 001227 347.50 349.00 347.50 349.00 -2.00 1 787 +1
Dec01 001227 359.00 359.00 359.00 359.00 -1.50 0 132 +0
Total Volume and Open Interest 3,256 67,035 -914
Wheat(MGE)
Mar01 001227 326.00 326.00 324.00 324.25 -3.00 805 16,096 -283
May01 001227 334.00 334.25 332.75 333.50 -2.25 72 3,798 -21
Jul01 001227 341.00 341.00 339.00 340.00 -2.00 18 3,043 +16
Sep01 001227 348.00 348.00 348.00 348.00 -1.50 1 773 +0
Dec01 001227 359.00 359.00 359.00 359.00 -1.00 0 201 +0
Total Volume and Open Interest 896 23,931 -288
Oats(CBOT)
Mar01 001227 110.75 111.00 110.00 111.00 -0.25 132 10,906 -25
May01 001227 117.00 117.00 116.25 116.50 -0.75 49 1,492 -3
Jul01 001227 122.50 122.50 122.50 122.50 -0.25 0 888 +0
Sep01 001227 126.50 126.50 126.50 126.50 unch 0 346 +0
Total Volume and Open Interest 181 14,476 -28
Rough Rice(CBOT)
Jan01 001227 5.91 5.97 5.89 5.89 -0.04 532 1,380 -261
Mar01 001227 6.14 6.17 6.11 6.16 +0.01 517 3,665 +193
May01 001227 6.40 6.44 6.40 6.42 +0.01 11 663 +0
Jul01 001227 6.67 6.67 6.67 6.67 +0.01 0 605 +0
Total Volume and Open Interest 1,060 6,601 -68
Live Cattle(CME)
Dec00 001227 78.500 79.025 78.250 78.950 +0.600 1,783 3,443 -999
Feb01 001227 77.200 77.625 76.950 77.600 +0.475 7,138 66,536 +332
Apr01 001227 78.300 78.750 78.125 78.725 +0.550 3,536 31,742 +593
Jun01 001227 73.875 74.300 73.800 74.275 +0.500 1,507 13,497 -357
Aug01 001227 74.000 74.400 73.875 74.325 +0.475 661 12,397 +82
Oct01 001227 75.750 76.000 75.550 76.000 +0.275 63 2,951 +5
Total Volume and Open Interest 14,735 131,705 -342
Feeder Cattle(CME)
Jan01 001227 91.450 91.725 91.050 91.425 -0.075 835 8,113 -155
Mar01 001227 90.275 90.750 90.150 90.725 +0.375 332 5,926 +35
Apr01 001227 89.600 90.325 89.600 90.275 +0.275 400 2,698 +141
May01 001227 89.200 89.500 89.200 89.475 +0.225 148 2,244 +34
Aug01 001227 89.400 89.750 89.400 89.725 +0.200 65 1,202 +25
Sep01 001227 89.450 89.450 89.450 89.450 +0.300 0 238 +0
Oct01 001227 89.200 89.325 89.150 89.325 +0.125 0 129 +0
Total Volume and Open Interest 1,782 20,691 +81
Lean Hogs(CME)
Feb01 001227 55.750 56.000 55.500 55.725 -0.250 1,688 24,744 -417
Apr01 001227 56.100 56.350 55.850 56.175 -0.200 538 6,653 +84
Jun01 001227 61.650 61.950 61.550 61.750 -0.325 170 4,275 +62
Jul01 001227 59.550 59.800 59.450 59.675 -0.150 69 1,435 -9
Aug01 001227 58.000 58.200 57.900 57.950 -0.175 31 841 +9
Oct01 001227 50.000 50.300 49.900 50.150 -0.125 21 1,361 +18
Dec01 001227 47.575 47.600 47.400 47.400 -0.325 48 1,124 +19
Feb02 001227 48.800 48.800 48.650 48.800 -0.375 0 32 +0
Total Volume and Open Interest 2,565 40,466 -234
Pork Bellies(CME)
Feb01 001227 67.250 67.250 64.600 66.600 -0.800 211 2,187 -1
Mar01 001227 67.000 67.000 65.200 66.400 -1.150 11 263 +3
May01 001227 66.500 67.475 66.400 67.175 -0.525 0 149 +0
Jul01 001227 67.800 67.900 67.400 67.900 -0.600 1 69 +0
Aug01 001227 67.550 68.000 67.000 67.775 -0.725 1 34 +1
Total Volume and Open Interest 224 2,702 +3
Cocoa(NYBOT)
Mar01 001227 770 780 761 775 +6 1,253 44,461 -75
May01 001227 787 794 779 790 +5 303 20,440 +47
Jul01 001227 801 810 793 806 +5 141 14,634 -35
Sep01 001227 817 827 814 823 +5 5 11,014 -4
Dec01 001227 850 850 849 849 +5 0 13,074 +0
Mar02 001227 869 877 869 876 +5 0 12,154 -1
May02 001227 888 895 885 895 +5 0 6,463 +0
Total Volume and Open Interest 1,702 137,368 -68
Coffee "C"(NYBOT)
Mar01 001227 67.00 67.75 65.70 66.40 -0.90 4,678 29,713 -299
May01 001227 70.50 70.75 68.80 69.40 -0.85 874 7,204 -221
Jul01 001227 73.60 73.60 72.20 72.35 -0.90 162 3,470 +25
Sep01 001227 76.00 76.00 75.00 75.25 -1.00 33 2,902 -12
Dec01 001227 80.50 80.75 79.50 79.50 -1.00 16 2,130 +5
Mar02 001227 84.00 84.00 83.75 83.75 -1.00 4 214 +4
Total Volume and Open Interest 5,767 45,633 -498
Orange Juice(NYBOT)
Jan01 001227 74.00 74.25 73.10 73.25 -1.80 1,736 3,989 -1,307
Mar01 001227 78.50 78.80 77.60 77.80 -1.70 2,964 19,834 +895
May01 001227 82.00 82.40 81.25 81.25 -1.50 136 2,552 +29
Jul01 001227 84.90 84.90 83.50 84.05 -1.45 84 1,123 +3
Sep01 001227 86.80 86.80 86.80 86.80 -1.20 0 323 +0
Total Volume and Open Interest 4,920 30,175 -380
Sugar #11(NYBOT)
Mar01 001227 10.00 10.27 10.00 10.24 +0.26 6,653 67,552 -602
May01 001227 9.57 9.85 9.57 9.83 +0.32 1,245 21,180 +18
Jul01 001227 9.02 9.20 9.01 9.19 +0.24 780 24,099 -70
Oct01 001227 8.66 8.79 8.65 8.77 +0.17 429 20,087 +48
Mar02 001227 8.51 8.55 8.50 8.55 +0.10 478 9,901 +268
Total Volume and Open Interest 9,587 145,547 -340
London Cocoa(LCE)
Dec00 001212 534 537 533 534 -4 3,911 13,944 -3,097
Mar01 001227 591 591 584 588 unch 4,360 65,589 +2,132
May01 001227 586 587 584 585 +1 3,608 34,314 +1,607
Jul01 001227 592 595 591 592 unch 276 17,052 -106
Sep01 001227 600 603 600 602 +1 308 22,697 +151
Dec01 001227 620 625 619 621 +1 274 10,098 +146
Mar02 001227 639 642 639 642 +2 0 22,676 +0
Total Volume and Open Interest 8,876 192,436 +3,910
London Coffee(LCE)
Jan01 001227 624.00 630.00 619.00 626.00 +11.00 712 16,510 -551
Mar01 001227 645.00 649.00 637.00 644.00 +10.00 1,019 24,022 +537
May01 001227 660.00 667.00 655.00 661.00 +10.00 113 8,821 -68
Jul01 001227 674.00 685.00 674.00 680.00 +11.00 19 3,738 -23
Sep01 001227 692.00 701.00 692.00 701.00 +12.00 43 2,460 +12
Nov01 001227 721.00 721.00 721.00 721.00 +11.00 0 3,830 -7
Total Volume and Open Interest 1,920 60,103 -100
London Sugar(LCE)
Dec00 001115 225.50 233.60 224.60 225.00 -0.30 902 2,074 -764
Mar01 001227 246.30 250.10 246.30 249.70 +5.70 388 22,421 -232
May01 001227 243.40 248.00 243.40 247.20 +6.40 133 4,748 +87
Aug01 001227 240.00 242.20 240.00 242.20 +5.90 100 6,949 -50
Oct01 001227 234.40 234.40 234.40 234.40 +5.90 0 2,530 +0
Total Volume and Open Interest 621 37,973 -195
Cotton(NYBOT)
Mar01 001227 63.00 63.67 62.80 63.26 +0.07 10,345 32,144 +1,431
May01 001227 65.25 65.55 64.85 65.27 +0.01 3,126 16,834 +472
Jul01 001227 66.90 67.15 66.60 66.85 -0.08 793 8,110 +222
Oct01 001227 64.75 64.75 64.55 64.60 -0.15 49 1,063 +39
Dec01 001227 63.85 63.90 63.52 63.90 +0.04 556 7,371 +172
Mar02 001227 65.15 65.15 65.15 65.15 +0.05 51 242 +51
Total Volume and Open Interest 32,920 65,920 +2,387
Lumber(CME)
Jan01 001227 209.5 211.1 206.1 206.3 -2.1 238 1,687 -8
Mar01 001227 225.5 227.7 222.3 222.4 -1.4 532 1,767 -68
May01 001227 230.5 231.4 227.9 229.8 +0.3 231 918 +84
Jul01 001227 236.0 237.0 236.0 236.1 +1.4 6 230 -1
Total Volume and Open Interest 1,007 4,654 +7
Crude Oil(NYM)
Feb01 001227 26.90 27.00 26.41 26.47 -0.17 24,449 98,092 -3,584
Mar01 001227 26.30 26.40 25.80 25.86 -0.19 13,302 41,660 +1,061
Apr01 001227 25.95 25.98 25.50 25.50 -0.21 2,942 26,262 +114
May01 001227 25.65 25.73 25.25 25.25 -0.21 969 18,851 -31
Jun01 001227 25.55 25.55 25.01 25.01 -0.21 1,183 29,943 +135
Jul01 001227 25.15 25.30 24.79 24.79 -0.20 153 13,694 -5
Aug01 001227 24.85 24.85 24.58 24.58 -0.19 37 12,082 +13
Sep01 001227 24.61 24.61 24.37 24.37 -0.19 136 10,713 +4
Oct01 001227 24.41 24.41 24.17 24.17 -0.19 103 8,672 +36
Nov01 001227 24.21 24.21 23.98 23.98 -0.18 165 14,194 +5
Total Volume and Open Interest 44,574 407,797 -2,389
Heating Oil(NYM)
Jan01 001227 95.00 95.90 92.50 93.71 +0.21 23,922 25,360 -7,826
Feb01 001227 89.50 90.00 88.20 89.10 +0.75 14,771 45,786 +2,225
Mar01 001227 82.20 83.25 81.70 82.35 +0.60 1,136 18,828 +220
Apr01 001227 75.90 76.60 75.10 75.70 +0.45 653 11,254 -30
May01 001227 71.00 71.75 70.80 71.00 +0.35 515 7,536 +138
Jun01 001227 70.25 70.25 69.30 69.30 +0.25 61 6,450 +14
Jul01 001227 69.30 69.50 68.65 68.65 +0.20 191 3,697 -74
Aug01 001227 69.15 69.50 68.40 68.40 +0.15 127 6,829 -4
Sep01 001227 70.50 70.50 68.95 68.95 +0.15 114 2,880 +31
Oct01 001227 71.00 71.00 69.50 69.50 +0.15 0 2,812 +0
Total Volume and Open Interest 41,766 140,976 -5,293
Unleaded Gas(NYM)
Jan01 001227 76.20 76.90 74.90 75.34 -0.70 10,478 14,597 -1,761
Feb01 001227 76.40 76.55 74.50 75.23 -0.22 5,390 25,357 +906
Mar01 001227 76.50 76.80 75.10 75.68 +0.08 2,266 12,775 +729
Apr01 001227 80.80 81.40 79.75 80.33 +0.33 1,341 13,392 -32
May01 001227 79.80 80.50 79.56 79.56 +0.26 184 9,431 -14
Jun01 001227 78.46 78.46 78.46 78.46 +0.23 338 6,527 -40
Jul01 001227 77.00 77.00 76.91 76.91 +0.18 30 2,742 -12
Aug01 001227 75.40 76.20 74.91 74.91 +0.08 45 8,252 +42
Total Volume and Open Interest 20,142 99,726 -160
Natural Gas(NYM)
Jan01 001227 9.700 10.100 9.400 9.978 +0.173 21,977 21,093 -9,613
Feb01 001227 9.030 9.350 8.820 9.286 +0.160 4,353 39,242 +906
Mar01 001227 7.850 8.300 7.820 8.286 +0.286 1,774 38,038 +1,261
Apr01 001227 5.980 6.170 5.930 6.170 +0.110 455 23,592 +36
May01 001227 5.370 5.450 5.280 5.450 +0.050 388 24,318 +31
Jun01 001227 5.250 5.365 5.250 5.365 +0.019 90 16,855 +18
Jul01 001227 5.250 5.340 5.240 5.340 +0.009 235 12,965 +157
Aug01 001227 5.220 5.350 5.220 5.320 +0.006 86 12,591 +29
Total Volume and Open Interest 30,446 364,085 -7,326
Brent Crude Oil(IPE)
Feb01 001227 24.30 24.54 23.94 24.04 +0.38 13,148 71,319 -2,929
Mar01 001227 24.20 24.28 23.84 23.89 +0.37 3,624 78,864 +523
Apr01 001227 24.08 24.10 23.70 23.72 +0.30 2,397 44,821 +479
May01 001227 23.95 23.97 23.60 23.61 +0.24 375 9,175 -92
Jun01 001227 23.86 23.87 23.50 23.50 +0.18 1,987 16,947 -779
Jul01 001227 23.37 23.37 23.37 23.37 +0.15 237 11,630 +157
Aug01 001227 23.25 23.25 23.24 23.24 +0.12 0 10,476 +0
Sep01 001227 23.09 23.12 23.09 23.12 +0.10 0 4,697 +0
Total Volume and Open Interest 23,018 287,255 -3,891
Gas Oil(IPE)
Jan01 001227 245.00 249.00 244.00 246.00 +15.00 6,621 26,129 +602
Feb01 001227 238.50 240.00 237.25 237.25 +10.25 3,369 20,325 +272
Mar01 001227 232.00 232.25 228.50 229.00 +10.50 520 10,637 +26
Apr01 001227 220.00 220.25 219.75 220.00 +7.50 467 6,852 +44
May01 001227 218.00 218.00 214.00 214.00 +7.00 87 2,284 +0
Jun01 001227 214.25 214.25 210.75 210.75 +7.25 2,108 12,128 -245
Jul01 001227 214.00 214.00 210.75 210.75 +7.25 0 4,080 +0
Aug01 001227 211.00 211.00 211.00 211.00 +7.00 0 1,333 +0
Total Volume and Open Interest 13,222 92,699 +699
US Dollar Index(NYBOT)
Mar01 001227 110.13 110.30 109.90 110.16 +0.03 428 6,655 +6,655
Jun01 001227 110.00 110.00 109.99 109.99 +0.03 428 6,655 +6,655
Sep01 001227 109.82 109.82 109.82 109.82 +0.03 428 6,655 +6,655
Total Volume and Open Interest 428 6,655 +72
Australian Dollar(IMM)
Mar01 001227 55.70 55.98 55.57 55.96 +0.02 1,249 21,684 -14
Jun01 001227 56.01 56.01 55.90 56.01 +0.02 17 50 +10
Sep01 001227 56.06 56.06 56.06 56.06 +0.02 0 7 +0
Total Volume and Open Interest 1,266 21,750 -4
British Pound(IMM)
Mar01 001227 149.10 149.92 148.74 149.62 +1.00 2,180 23,135 -136
Jun01 001227 150.10 150.20 149.78 149.78 +0.96 0 32 +0
Sep01 001227 149.96 149.96 149.96 149.96 +0.94      
Total Volume and Open Interest 2,180 23,181 -136
Canadian Dollar(IMM)
Mar01 001227 66.31 66.39 66.20 66.29 -0.03 7,895 49,180 +193
Jun01 001227 66.40 66.45 66.38 66.38 -0.03 50 4,378 +4
Sep01 001227 66.45 66.50 66.45 66.46 -0.03 7 1,240 +0
Dec01 001227 66.54 66.54 66.54 66.54 -0.03 0 605 +0
Total Volume and Open Interest 7,952 55,410 +197
Japanese Yen(IMM)
Mar01 001227 88.91 88.97 88.55 88.57 -0.56 14,519 88,357 +5,980
Jun01 001227 89.90 89.90 89.75 89.78 -0.57 4 2,274 +2
Sep01 001227 90.97 90.97 90.97 90.97 -0.58 0 96 +0
Total Volume and Open Interest 14,523 90,803 +5,982
Swiss Franc(IMM)
Mar01 001227 61.52 61.57 61.20 61.44 -0.30 3,251 43,279 -235
Jun01 001227 61.94 61.94 61.61 61.84 -0.30 4 156 +2
Sep01 001227 62.21 62.21 62.10 62.21 -0.30 1 14 +1
Total Volume and Open Interest 3,256 43,449 -232
EuroFX(IMM)
Mar01 001227 93.49 93.55 93.29 93.36 +0.05 5,738 82,641 -472
Jun01 001227 93.74 93.77 93.58 93.64 +0.05 598 816 -149
Sep01 001227 93.91 93.99 93.83 93.90 +0.05 301 746 +150
Total Volume and Open Interest 6,637 84,237 -473
Mexican Peso(IMM)
Dec00 001218 10660.0 10680.0 10660.0 10660.0 +32.0 194 8,009 -1,217
Mar01 001227 10145.0 10175.0 10120.0 10157.5 -7.5 3,778 18,554 -443
Total Volume and Open Interest 3,857 25,385 -520
30-Year T-Bonds(CBOT)
Mar01 001227 105~06 105~10 104~18 104~25 -0~14 47,495 403,295 -2,538
Jun01 001227 104~30 105~01 104~18 104~24 -0~18 37 2,085 +5
Sep01 001227 104~19 104~19 104~19 104~19 -0~18 10 414 +0
Total Volume and Open Interest 47,543 431,188 -2,598
Municipal Bonds(CBOT)
Mar01 001227 103~10 103~16 103~08 103~15 -0~01 658 14,793 -97
Jun01 001227 102~31 102~31 102~31 102~31 -0~01      
Total Volume and Open Interest 658 14,793 -97
10-Year T-Notes(CBOT)
Mar01 001227 105~090 105~105 104~240 104~265 -0~145 19,733 518,815 -376
Jun01 001227 104~270 104~270 104~270 104~270 -0~170 10 6,257 -4
Total Volume and Open Interest 19,743 525,442 -380
5-Year T-Notes(CBOT)
Mar01 001227 103~225 103~240 103~140 103~180 -0~090 12,363 353,314 +0
Jun01 001227 104~015 104~015 104~015 104~015 -0~095 0 432 +0
Total Volume and Open Interest 12,363 371,667 -1,991
2 Year T-Notes(CBOT)
Mar01 001227 101~088 101~089 101~069 101~078 -0~018 975 81,512 -583
Jun01 001227 101~123 101~123 101~123 101~123 -0~018 0 1 +0
Total Volume and Open Interest 975 81,527 -583
3-Mth T-Bills(IMM)
Mar01 001227 94.62 94.64 94.62 94.64 -0.01 44 1,397 +5
Total Volume and Open Interest 44 1,397 +5
Eurodollars(IMM)
Mar01 001227 94.120 94.125 94.085 94.100 -0.035 17,644 545,567 -7,933
Jun01 001227 94.425 94.425 94.380 94.395 -0.050 20,010 435,608 -2,785
Sep01 001227 94.580 94.580 94.515 94.540 -0.065 28,646 499,694 +1,707
Dec01 001227 94.490 94.490 94.410 94.450 -0.060 12,424 288,461 -2,504
Mar02 001227 94.485 94.485 94.410 94.435 -0.075 11,044 270,566 -595
Jun02 001227 94.365 94.365 94.295 94.325 -0.075 11,433 181,166 -2,473
Sep02 001227 94.295 94.295 94.230 94.260 -0.075 16,592 144,879 -967
Dec02 001227 94.170 94.180 94.115 94.145 -0.070 8,534 114,449 +1,821
Mar03 001227 94.175 94.175 94.140 94.165 -0.070 2,742 86,614 -113
Jun03 001227 94.135 94.140 94.100 94.125 -0.070 2,872 71,359 +278
Sep03 001227 94.110 94.110 94.070 94.090 -0.065 2,708 68,886 +323
Dec03 001227 94.020 94.020 93.970 93.995 -0.065 3,435 53,060 +1,098
Total Volume and Open Interest 157,384 3,196,340 -8,512
3-Mth Euro-Yen(IMM)
Dec00 001215 99.37 99.38 99.36 99.38 -0.01 792 20,569 +182
Mar01 001227 99.52 99.52 99.51 99.51 -0.02 5 29,526 +2,050
Jun01 001227 99.58 99.58 99.58 99.58 -0.02 165 7,920 -96
Sep01 001227 99.57 99.57 99.57 99.57 unch 1 10,609 -104
Dec01 001227 99.49 99.49 99.49 99.49 unch 40 7,251 +40
Mar02 001227 99.46 99.46 99.46 99.46 unch 20 4,032 -180
Jun02 001227 99.40 99.40 99.40 99.40 -0.02 0 1,699 +28
Sep02 001227 99.32 99.32 99.32 99.32 unch 0 379 -300
Dec02 001227 99.15 99.15 99.15 99.15 unch 0 31 +0
Mar03 001227 99.10 99.10 99.10 99.10 unch      
Total Volume and Open Interest 231 61,447 +1,438
3-Mth Euro-Yen(SIMEX)
Mar01 001227 99.53 99.53 99.50 99.51 -0.02 0 102,143 +262
Jun01 001227 99.60 99.60 99.57 99.58 -0.01 0 80,828 -293
Sep01 001227 99.57 99.57 99.56 99.56 -0.01 0 64,944 -80
Dec01 001227 99.49 99.49 99.47 99.48 unch 0 33,645 -115
Mar02 001227 99.46 99.46 99.45 99.46 +0.01 0 17,845 -5
Jun02 001227 99.40 99.40 99.39 99.39 -0.01 0 13,121 -152
Sep02 001227 99.31 99.31 99.31 99.31 unch 0 6,774 +80
Dec02 001227 99.15 99.15 99.15 99.15 -0.01 0 1,059 +0
Total Volume and Open Interest 0 329,422 -303
German Euro-Bund(EUREX)
Mar01 001227 108.13 108.43 108.13 108.20 -0.13 141,555 647,291 -17,630
Jun01 001227 107.91 107.91 107.91 107.91 -0.13 90 10,924 +2,254
Sep01 001227 107.96 107.96 107.96 107.96 -0.13 0 856 +0
Total Volume and Open Interest 141,645 659,071 -15,376
German Euro-Bobl(EUREX)
Mar01 001227 105.50 105.75 105.50 105.66 -0.04 64,770 380,917 +8,335
Jun01 001227 105.66 105.66 105.66 105.66 -0.04 0 3,511 +393
Sep01 001227 105.46 105.46 105.46 105.46 -0.04      
Total Volume and Open Interest 64,770 384,428 +8,728
Long Gilt(LIFFE)
Dec00 001227 115~25 115~25 115~25 115~25 +0~08 32 0 -865
Mar01 001227 114~25 115~16 114~20 115~11 +0~09 4,571 0 -64,843
Total Volume and Open Interest      
3-Mth Short Sterling(LIFFE)
Mar01 001227 94.21 94.24 94.21 94.23 unch 8,806 0 -181,074
Jun01 001227 94.42 94.45 94.41 94.43 -0.01 2,148 0 -168,691
Sep01 001227 94.47 94.52 94.47 94.50 unch 1,893 0 -126,468
Total Volume and Open Interest      
3-Mth Euribor(LIFFE)
Mar01 001227 95.225 95.240 95.220 95.235 +0.005 20,553 0 -337,008
Jun01 001227 95.430 95.460 95.420 95.450 +0.015 11,482 0 -265,864
Sep01 001227 95.575 95.615 95.560 95.595 +0.015 7,116 0 -272,189
Total Volume and Open Interest      
3-Mth Aus T-Bills(SFE)
Mar01 001227 94.26 94.29 94.25 94.29 unch 9,280 161,081 +3,580
Jun01 001227 94.49 94.55 94.49 94.55 unch 4,141 67,160 +390
Sep01 001227 94.61 94.64 94.61 94.64 unch 1,272 30,213 +166
Dec01 001227 94.58 94.61 94.57 94.61 unch 539 17,361 -311
Mar02 001227 94.53 94.53 94.53 94.53 +0.01 230 10,711 +73
Jun02 001227 94.42 94.42 94.42 94.42 -0.01 220 7,463 +90
Sep02 001227 94.31 94.31 94.31 94.31 -0.01 15 6,642 +10
Dec02 001227 94.21 94.21 94.21 94.21 -0.01 5 3,405 +0
Mar03 001227 94.12 94.12 94.12 94.12 -0.01 50 1,583 -30
Jun03 001227 94.09 94.09 94.08 94.08 -0.03 25 1,061 -385
Total Volume and Open Interest 15,802 309,805 +3,608
10-Year Aus T-Bonds(SFE)
Mar01 001227 94.57 94.59 94.55 94.59 -0.02 9,016 99,013 +0
Jun01 001227 94.57 94.57 94.57 94.57 -0.01      
Total Volume and Open Interest 4,488 99,425 +412
3-Year Aus T-Bonds(SFE)
Mar01 001227 94.79 94.82 94.79 94.82 -0.01 9,677 205,558 +421
Jun01 001227 94.82 94.82 94.82 94.82 -0.01      
Total Volume and Open Interest 9,677 205,558 +421
Gold(CMX)
Dec00 001227 274.5 275.2 274.5 275.2 +1.1 13 7 -41
Feb01 001227 276.2 277.5 275.9 276.9 +1.0 4,874 72,256 -1,629
Apr01 001227 279.0 280.0 278.3 279.5 +1.1 24 7,874 +3
Jun01 001227 281.8 282.4 280.7 281.9 +1.0 129 11,950 +4
Aug01 001227 284.0 284.0 284.0 284.0 +1.0 0 4,091 +0
Oct01 001227 284.8 285.9 284.8 285.9 +1.1 0 693 +0
Total Volume and Open Interest 5,045 114,881 -1,664
Silver(CMX)
Dec00 001227 458.3 458.3 458.3 458.3 -4.0 2 351 -13
Mar01 001227 468.5 469.0 463.0 464.7 -4.0 1,701 55,326 -91
May01 001227 474.0 474.0 467.5 469.1 -3.8 23 2,513 +7
Jul01 001227 475.0 475.0 473.4 473.4 -3.9 56 3,670 -22
Sep01 001227 477.9 477.9 477.9 477.9 -3.9 2 3,085 +0
Total Volume and Open Interest 1,797 72,291 -121
Platinum(NYM)
Jan01 001227 611.0 618.0 611.0 614.5 +2.6 1,000 1,581 -586
Apr01 001227 605.0 614.0 605.0 611.0 +5.6 997 6,473 +603
Total Volume and Open Interest 1,998 8,059 +12
Palladium(NYME)
Mar01 001227 968.00 975.00 960.00 964.00 +5.00 16 1,718 -24
Jun01 001227 959.00 959.00 959.00 959.00 +5.00 0 136 +0
Total Volume and Open Interest 16 1,854 -25
Copper(CMX)
Dec00 001227 85.50 85.50 84.60 84.75 -1.60 603 1,290 -430
Mar01 001227 85.35 85.45 84.30 84.75 -1.50 3,242 31,239 +450
May01 001227 85.00 85.00 84.00 84.45 -1.20 39 5,417 +1
Jul01 001227 85.00 85.00 84.45 84.45 -1.00 0 5,596 +0
Sep01 001227 84.60 84.60 84.35 84.35 -0.95 0 2,404 +0
Total Volume and Open Interest 4,353 69,156 -232
DJIA Index(CBOT)
Dec00 001214 10680 10735 10620 10650 -121 4,318 12,298 -1,158
Mar01 001227 10825 10980 10765 10970 +117 3,891 18,028 -191
Jun01 001227 11050 11099 11030 11099 +116 0 23 +0
Sep01 001227 11229 11229 11229 11229 +116 0 11 +0
Total Volume and Open Interest 3,892 18,068 -192
S & P 500(CME)
Mar01 001227 1331.00 1352.00 1328.00 1350.50 +13.60 32,704 460,410 -208
Jun01 001227 1367.50 1368.50 1347.50 1368.50 +13.90 1,260 3,853 +270
Sep01 001227 1380.10 1386.30 1365.90 1386.30 +14.40 653 1,163 +128
Dec01 001227 1400.10 1403.30 1382.20 1403.30 +15.10 188 495 +15
Total Volume and Open Interest 34,805 465,941 +205
S & P 500 E-Mini(Globex)
Mar01 001227 1337.50 1351.50 1327.50 1350.50 +13.50 44,482 49,136 +3,956
Jun01 001227 1330.25 1368.50 1330.25 1368.50 +14.00 1 2 +1
Total Volume and Open Interest 44,483 49,138 +3,957
NASDAQ 100(CME)
Mar01 001227 2432.00 2511.00 2396.00 2506.50 +29.00 10,628 43,560 +1,410
Jun01 001227 2447.00 2544.50 2447.00 2544.50 +29.00 8 15 -9
Sep01 001227 2582.50 2582.50 2582.50 2582.50 +29.00 0 1 +0
Total Volume and Open Interest 10,636 43,576 +1,401
NASDAQ 100 E-Mini(GLOBEX)
Mar01 001227 2472.0 2511.5 2397.5 2506.5 +29.0 49,313 40,995 +1,954
Jun01 001227 2544.5 2544.5 2544.5 2544.5 +29.0 0 1 +0
Total Volume and Open Interest 49,313 40,996 +1,954
NYSE Composite(NYBOT)
Mar01 001227 655.00 664.00 654.00 663.80 +7.65      
Jun01 001227 667.00 672.30 667.00 672.30 +7.65      
Sep01 001227 680.80 680.80 680.80 680.80 +7.65      
Total Volume and Open Interest      
S & P Midcap 400(CME)
Mar01 001227 511.00 523.00 509.50 521.75 +8.25 1,213 14,770 +63
Jun01 001227 528.95 529.20 528.95 528.95 +8.25 0 1 +0
Sep01 001227 535.95 536.20 535.95 535.95 +8.25      
Total Volume and Open Interest 1,213 14,771 +184
Russell 2000(CME)
Mar01 001227 470.50 488.00 469.00 486.35 +12.35 2,751 15,453 +346
Jun01 001227 493.95 493.95 493.95 493.95 +12.35      
Sep01 001227 501.50 501.50 501.50 501.50 +12.35      
Total Volume and Open Interest 2,751 15,453 +346
Value Line(KCBT)
Mar01 001227 1105.00 1132.00 1100.00 1132.00 +26.00 48 157 +7
Total Volume and Open Interest 48 158 +7
Nikkei 225(CME)
Mar01 001227 13800 13980 13800 13980 +40 393 14,816 +24
Jun01 001227 14000 14000 13905 14000 +70 0 3 +0
Total Volume and Open Interest 393 14,819 +24
Nikkei 225(SIMEX)
Mar01 001227 13885 13940 13815 13910 -65 5,688 84,061 -299
Jun01 001227 13890 13890 13890 13890 -65 1 1,640 +0
Sep01 001227 13910 13910 13910 13910 -65 0 1,095 +0
Total Volume and Open Interest 5,689 87,796 +701
CAC 40(MATIF)
Dec00 001227 5810.0 5884.0 5782.5 5884.0 +72.0 78,485 316,744 -39,748
Jan01 001227 5806.0 5909.0 5806.0 5905.0 +82.0 47,407 132,558 +36,790
Feb01 001227 5918.0 5918.0 5918.0 5918.0 +72.0 44 12,776 +11
Total Volume and Open Interest 134,558 531,842 +2,587
DAX Index(EUREX)
Mar01 001227 6363.0 6425.0 6332.0 6405.0 +71.0 18,807 149,989 +4,907
Jun01 001227 6455.0 6464.0 6409.0 6463.0 +71.0 53 10,759 +1
Sep01 001227 6544.5 6544.5 6544.5 6544.5 +70.0 27 800 +286
Total Volume and Open Interest 18,887 161,548 +5,194
FT-SE 100(LIFFE)
Mar01 001227 6232.00 6268.00 6200.00 6261.50 +121.50 5,601 0 -240,698
Jun01 001227 6326.50 6326.50 6326.50 6326.50 +121.50      
Sep01 001227 6386.50 6386.50 6386.50 6386.50 +121.50      
Total Volume and Open Interest      
SPI 200(SFE)
Dec00 001227 3211.0 3237.0 3211.0 3222.0 +19.0 445 163,491 -4,047
Mar01 001227 3255.0 3272.0 3245.0 3256.0 +22.0 453 8,390 +128
Jun01 001227 3286.0 3286.0 3286.0 3286.0 +25.0 0 174 +0
Total Volume and Open Interest 898 172,068 -3,919
GSCI(CME)
Jan01 001227 242.50 244.10 241.00 243.20 +2.20 6 31,889 +0
Feb01 001227 235.50 235.50 233.20 235.50 +2.00 0 226 +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 001227 227.60 227.60 226.50 227.25 -0.50 4 411 -2
Feb01 001227 225.10 225.10 224.00 224.75 -0.50 6 683 +3
Apr01 001227 222.25 222.25 222.25 222.25 -0.50 0 311 +0
Total Volume and Open Interest 80 1,405 +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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