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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 Fri December 29, 2000
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan01 001229 498.50 500.75 498.00 499.50 +2.00 26,464 11,603 -7,077
Mar01 001229 509.50 510.50 507.75 509.75 +1.50 33,151 88,106 +4,929
May01 001229 517.00 517.50 514.75 516.75 +1.25 3,958 24,373 +55
Jul01 001229 522.00 523.75 520.50 523.00 +2.00 3,210 27,723 -202
Aug01 001229 522.00 522.00 520.00 522.00 +2.25 370 1,641 +194
Sep01 001229 516.00 516.00 513.50 515.00 +1.00 94 609 +4
Nov01 001229 517.00 517.50 514.50 517.00 +2.50 1,082 12,013 +429
Total Volume and Open Interest 68,393 166,186 -1,662
Soybean Meal(CBOT)
Jan01 001229 195.50 196.20 194.30 195.40 +1.40 7,480 15,147 -1,934
Mar01 001229 190.50 190.90 189.00 189.60 +0.10 8,582 56,267 +225
May01 001229 185.50 186.20 184.10 184.60 unch 2,430 21,786 +439
Jul01 001229 183.70 184.00 182.00 182.00 -0.40 1,244 14,439 +166
Aug01 001229 180.50 181.90 180.50 180.50 -0.10 470 4,115 +142
Sep01 001229 180.50 180.60 179.40 179.70 +0.10 163 2,100 +95
Oct01 001229 176.70 177.50 176.70 176.70 +0.10 49 1,002 +32
Dec01 001229 177.50 177.50 176.30 176.30 +0.10 152 3,208 +38
Total Volume and Open Interest 20,570 118,064 -797
Soybean Oil(CBOT)
Jan01 001229 14.53 14.59 14.48 14.53 unch 10,311 17,373 -1,383
Mar01 001229 14.91 14.98 14.85 14.86 -0.03 10,112 70,324 +1,611
May01 001229 15.32 15.37 15.25 15.27 -0.04 1,769 19,609 +748
Jul01 001229 15.73 15.75 15.66 15.67 -0.05 545 14,791 +236
Aug01 001229 15.85 15.88 15.85 15.86 -0.02 136 3,936 +172
Sep01 001229 16.04 16.04 16.04 16.04 unch 38 2,458 +8
Oct01 001229 16.25 16.25 16.22 16.22 -0.08 2 3,647 +0
Dec01 001229 16.45 16.47 16.45 16.45 -0.07 16 6,978 +42
Total Volume and Open Interest 22,929 140,404 +1,434
Canola(WCE)
Jan01 001229 264.7 264.8 262.3 263.3 -0.8 6,976 7,050 -4,952
Mar01 001229 271.0 271.0 268.3 269.7 -0.2 10,488 42,379 +2,354
May01 001229 275.0 276.5 274.0 276.2 +0.4 551 5,651 +235
Jul01 001229 280.5 281.3 280.5 281.0 -1.5 78 5,322 +67
Aug01 001229 281.0 281.0 281.0 281.0 -1.0 0 58 +0
Total Volume and Open Interest 18,098 62,715 -2,296
Corn(CBOT)
Jan01 001229 222.50 225.00 222.00 224.75 +2.25 1,083 1,247 -597
Mar01 001229 229.50 232.00 229.00 231.75 +1.50 69,804 244,141 +12,391
May01 001229 237.00 239.75 236.75 239.50 +1.75 10,134 70,079 +2,570
Jul01 001229 244.25 246.75 244.00 246.25 +1.25 5,803 61,033 +311
Sep01 001229 251.25 253.50 251.25 253.25 +2.25 598 8,534 +471
Total Volume and Open Interest 95,229 430,263 +17,492
Wheat(CBOT)
Mar01 001229 271.75 280.00 271.50 279.50 +7.75 5,153 90,546 +359
May01 001229 283.00 290.50 283.00 290.25 +7.25 763 12,286 +321
Jul01 001229 292.50 301.00 292.25 300.50 +7.75 902 24,564 +136
Sep01 001229 304.25 310.50 304.25 310.25 +7.75 14 1,309 +19
Dec01 001229 316.00 324.00 315.50 324.00 +8.00 13 3,658 +33
Total Volume and Open Interest 6,858 132,713 +871
Wheat(KCBT)
Mar01 001229 322.00 330.00 321.75 330.00 +7.00 2,753 48,929 -61
May01 001229 331.50 340.00 331.00 339.75 +7.75 662 6,671 -14
Jul01 001229 340.00 346.00 339.25 345.00 +4.75 317 10,358 +91
Sep01 001229 351.00 353.00 350.00 352.50 +4.50 3 791 +3
Dec01 001229 359.00 364.00 359.00 364.00 +6.00 1 133 +1
Total Volume and Open Interest 3,736 66,882 +20
Wheat(MGE)
Mar01 001229 322.50 328.00 320.25 327.25 +4.75 1,378 15,972 +8
May01 001229 332.00 336.00 330.25 335.25 +3.75 385 3,970 +130
Jul01 001229 339.50 343.50 337.50 342.00 +3.00 174 2,917 +53
Sep01 001229 346.50 351.50 345.50 347.00 -0.25 4 776 +2
Dec01 001229 360.00 360.50 356.00 356.00 -1.25 0 201 +0
Total Volume and Open Interest 1,941 23,856 +193
Oats(CBOT)
Mar01 001229 113.75 114.50 113.00 114.25 +0.75 1,598 10,438 -432
May01 001229 118.75 120.00 118.75 120.00 +1.25 324 1,426 -73
Jul01 001229 124.75 126.00 124.75 126.00 +1.50 84 896 +8
Sep01 001229 129.50 129.50 129.50 129.50 +2.00 0 346 +0
Total Volume and Open Interest 2,055 13,986 -462
Rough Rice(CBOT)
Jan01 001229 5.87 5.92 5.80 5.92 +0.06 732 800 -412
Mar01 001229 6.15 6.20 6.05 6.19 +0.05 575 4,106 +375
May01 001229 6.32 6.46 6.32 6.46 +0.07 23 665 +3
Jul01 001229 6.65 6.73 6.65 6.73 +0.08 3 608 +3
Total Volume and Open Interest 1,333 6,470 -31
Live Cattle(CME)
Dec00 001229 79.500 80.400 79.300 80.225 +0.875 1,469 1,480 -1,038
Feb01 001229 77.600 78.000 77.525 77.925 +0.050 4,458 66,459 -456
Apr01 001229 78.950 79.175 78.750 79.125 +0.100 3,182 32,675 +739
Jun01 001229 74.400 74.850 74.300 74.825 +0.325 1,609 13,440 -107
Aug01 001229 74.250 74.750 74.250 74.725 +0.275 475 12,208 -112
Oct01 001229 75.950 76.250 75.950 76.225 +0.025 73 3,061 +66
Total Volume and Open Interest 11,381 130,519 -860
Feeder Cattle(CME)
Jan01 001229 91.150 91.550 91.050 91.500 +0.300 613 7,597 -236
Mar01 001229 90.375 90.700 90.250 90.625 +0.125 747 6,149 +68
Apr01 001229 89.950 90.300 89.900 90.275 +0.075 305 2,839 +54
May01 001229 89.250 89.500 89.250 89.475 +0.100 104 2,256 +6
Aug01 001229 89.450 89.600 89.450 89.550 -0.050 49 1,228 +17
Sep01 001229 89.200 89.325 89.200 89.325 +0.075 0 238 +0
Oct01 001229 89.325 89.325 89.325 89.325 unch 0 132 +0
Total Volume and Open Interest 1,821 20,590 -89
Lean Hogs(CME)
Feb01 001229 55.650 56.900 55.550 56.825 +0.725 3,407 22,674 -1,492
Apr01 001229 56.250 57.650 56.050 57.400 +0.900 1,098 6,839 +196
Jun01 001229 61.700 62.600 61.550 62.425 +0.375 431 4,287 +31
Jul01 001229 59.400 59.950 59.050 59.875 +0.200 202 1,542 +80
Aug01 001229 57.650 58.150 57.600 58.150 +0.300 179 1,005 +82
Oct01 001229 49.800 50.400 49.750 50.250 +0.250 161 1,476 +95
Dec01 001229 47.000 47.500 46.900 47.500 +0.375 45 1,157 +24
Feb02 001229 48.900 48.900 48.900 48.900 +0.100 2 33 +1
Total Volume and Open Interest 5,525 39,014 -983
Pork Bellies(CME)
Feb01 001229 65.900 66.700 65.050 65.875 -2.175 709 2,017 -96
Mar01 001229 66.250 66.750 65.350 66.450 -1.500 54 297 -1
May01 001229 67.025 67.550 66.450 67.550 -0.750 46 204 +36
Jul01 001229 69.200 69.200 67.750 69.200 unch 16 63 -10
Aug01 001229 68.500 68.500 67.000 68.500 -0.900 2 37 +2
Total Volume and Open Interest 827 2,618 -69
Cocoa(NYBOT)
Mar01 001229 765 767 757 758 -8 2,281 43,707 -417
May01 001229 779 779 772 773 -7 581 20,579 +258
Jul01 001229 792 792 787 788 -7 404 14,738 +90
Sep01 001229 809 809 800 803 -8 310 10,996 -20
Dec01 001229 837 837 830 830 -7 78 13,074 -1
Mar02 001229 857 857 857 857 -7 170 12,024 -30
May02 001229 875 875 875 875 -7 260 6,645 +116
Total Volume and Open Interest 4,639 137,395 +500
Coffee "C"(NYBOT)
Mar01 001229 67.25 67.50 65.30 65.55 -1.80 3,453 29,969 -44
May01 001229 70.40 70.40 68.40 68.50 -1.85 1,140 7,532 +237
Jul01 001229 72.60 72.70 71.50 71.50 -1.80 177 3,433 +23
Sep01 001229 76.00 76.00 74.50 74.50 -1.70 166 3,069 +110
Dec01 001229 78.75 78.75 78.75 78.75 -1.70 71 2,114 -20
Mar02 001229 83.00 83.00 83.00 83.00 -1.70 71 289 +65
Total Volume and Open Interest 5,078 46,406 +371
Orange Juice(NYBOT)
Jan01 001229 76.00 76.80 74.55 74.60 +0.15 1,561 1,960 -985
Mar01 001229 81.00 81.90 78.75 79.85 +0.60 2,573 21,260 +457
May01 001229 84.50 84.75 83.05 83.05 +0.45 118 2,664 +3
Jul01 001229 87.00 87.00 85.25 85.50 +0.20 11 1,110 -13
Sep01 001229 88.10 88.10 88.10 88.10 +0.05 0 323 +0
Total Volume and Open Interest 4,271 29,673 -538
Sugar #11(NYBOT)
Mar01 001229 10.12 10.23 9.82 10.20 +0.17 8,486 70,135 +129
May01 001229 9.72 9.80 9.50 9.77 +0.13 1,273 21,005 -340
Jul01 001229 9.08 9.18 8.87 9.15 +0.09 1,567 24,025 -483
Oct01 001229 8.67 8.74 8.58 8.72 +0.07 1,155 19,175 -877
Mar02 001229 8.49 8.58 8.45 8.53 +0.07 907 9,721 -46
Total Volume and Open Interest 13,593 146,811 -1,607
London Cocoa(LCE)
Dec00 001212 534 537 533 534 -4 3,911 13,944 -3,097
Mar01 001229 586 586 578 582 -4 1,380 65,515 -485
May01 001229 580 580 575 579 -2 1,225 33,220 +352
Jul01 001229 591 591 585 588 -3 253 17,252 +163
Sep01 001229 600 600 594 598 -2 548 23,154 -27
Dec01 001229 616 619 616 619 -2 120 10,340 +62
Mar02 001229 640 641 636 641 unch 72 22,697 +21
Total Volume and Open Interest 4,248 192,648 +539
London Coffee(LCE)
Jan01 001229 622.00 638.00 622.00 630.00 +2.00 3,548 12,959 -2,414
Mar01 001229 650.00 655.00 645.00 647.00 -1.00 4,012 26,047 +1,238
May01 001229 670.00 670.00 661.00 665.00 unch 1,077 9,297 +255
Jul01 001229 682.00 686.00 679.00 683.00 unch 373 3,775 +32
Sep01 001229 708.00 708.00 699.00 703.00 +1.00 213 2,524 +65
Nov01 001229 732.00 732.00 723.00 723.00 +1.00 79 3,864 +34
Total Volume and Open Interest 9,302 59,188 -790
London Sugar(LCE)
Dec00 001115 225.50 233.60 224.60 225.00 -0.30 902 2,074 -764
Mar01 001229 246.50 248.00 245.00 248.00 +2.30 1,219 21,670 -436
May01 001229 243.90 246.00 243.00 246.00 +0.80 394 5,136 +187
Aug01 001229 242.00 242.00 242.00 242.00 +1.40 71 6,966 +2
Oct01 001229 233.20 235.00 233.20 235.00 +235.00 0 2,530 +0
Total Volume and Open Interest 1,684 37,627 -247
Cotton(NYBOT)
Mar01 001229 62.70 62.95 62.25 62.28 -1.14 2,479 32,508 -60
May01 001229 64.75 64.90 64.30 64.33 -1.08 677 17,406 +77
Jul01 001229 66.25 66.60 66.00 66.00 -0.93 233 8,326 +77
Oct01 001229 64.50 64.50 64.40 64.45 -0.20 0 1,073 +0
Dec01 001229 63.60 63.70 63.40 63.61 -0.34 63 7,504 -24
Mar02 001229 64.85 64.85 64.85 64.85 -0.35 21 242 +0
Total Volume and Open Interest 8,474 67,215 +70
Lumber(CME)
Jan01 001229 207.9 210.0 205.5 205.5 -2.5 479 1,581 -105
Mar01 001229 224.0 226.8 223.2 224.0 unch 573 1,827 -5
May01 001229 227.2 230.4 227.2 228.0 -0.6 348 989 +64
Jul01 001229 236.0 237.8 236.0 236.7 +1.1 24 234 +5
Total Volume and Open Interest 1,424 4,683 -41
Crude Oil(NYM)
Feb01 001229 25.90 26.95 25.90 26.80 +0.95 34,439 94,394 -3,047
Mar01 001229 25.45 26.23 25.40 25.98 +0.68 20,124 40,755 -1,647
Apr01 001229 25.05 25.90 25.00 25.59 +0.63 6,933 29,061 +1,845
May01 001229 24.93 25.55 24.93 25.34 +0.62 1,515 19,184 +391
Jun01 001229 24.60 25.14 24.60 25.12 +0.62 3,511 30,431 +269
Jul01 001229 24.58 24.94 24.58 24.92 +0.60 926 13,723 -48
Aug01 001229 24.63 24.80 24.43 24.72 +0.58 385 11,932 +47
Sep01 001229 24.30 24.55 24.30 24.52 +0.56 382 11,288 +162
Oct01 001229 24.24 24.34 24.24 24.34 +0.55 289 8,522 -100
Nov01 001229 24.07 24.17 24.07 24.17 +0.54 20 14,134 +0
Total Volume and Open Interest 72,637 407,461 -2,042
Heating Oil(NYM)
Jan01 001229 90.00 93.50 89.50 90.66 +1.20 29,619 11,295 -8,742
Feb01 001229 86.50 89.50 86.50 89.09 +3.16 20,548 48,688 +797
Mar01 001229 80.80 83.25 80.70 82.74 +2.66 2,288 19,039 +52
Apr01 001229 74.50 76.40 74.50 76.24 +2.36 2,229 12,023 +240
May01 001229 70.00 71.44 69.70 71.44 +2.16 675 7,886 +345
Jun01 001229 68.50 69.84 68.20 69.84 +2.06 290 6,469 +1
Jul01 001229 67.95 69.29 67.95 69.29 +2.06 570 4,186 +380
Aug01 001229 67.80 69.09 67.80 69.09 +2.06 32 6,798 +56
Sep01 001229 68.90 69.64 68.90 69.64 +2.06 5 2,900 +1
Oct01 001229 69.75 70.19 69.53 70.19 +2.06 10 2,824 +7
Total Volume and Open Interest 56,917 131,624 -6,866
Unleaded Gas(NYM)
Jan01 001229 75.80 79.75 75.70 78.58 unch 22,380 5,275 -6,770
Feb01 001229 75.70 79.30 75.50 79.03 +3.63 8,989 28,170 +1,245
Mar01 001229 76.10 79.70 76.00 79.18 +3.38 813 12,473 -197
Apr01 001229 80.30 83.48 80.20 83.48 +3.13 1,225 13,660 -98
May01 001229 79.60 82.58 79.60 82.58 +3.03 325 9,791 +91
Jun01 001229 79.90 81.18 79.90 81.18 +2.83 207 6,490 +6
Jul01 001229 79.48 79.48 79.48 79.48 +2.73 115 2,777 +96
Aug01 001229 77.33 77.33 77.33 77.33 +2.63 126 8,278 +23
Total Volume and Open Interest 34,255 93,642 -5,605
Natural Gas(NYM)
Feb01 001229 9.420 9.925 9.420 9.775 +0.512 10,329 41,377 +941
Mar01 001229 8.600 8.935 8.550 8.791 +0.438 4,877 37,387 -368
Apr01 001229 6.250 6.350 6.240 6.291 +0.221 3,491 24,300 +364
May01 001229 5.500 5.600 5.470 5.491 +0.136 1,257 24,611 -56
Jun01 001229 5.300 5.450 5.300 5.400 +0.115 677 17,195 +334
Jul01 001229 5.400 5.400 5.380 5.380 +0.115 690 13,120 +132
Aug01 001229 5.390 5.400 5.355 5.355 +0.110 1,256 13,278 +643
Sep01 001229 5.300 5.350 5.300 5.325 +0.110 552 13,429 +50
Total Volume and Open Interest 26,599 346,414 -2,519
Brent Crude Oil(IPE)
Feb01 001229 23.15 24.15 23.02 23.87 +0.16 23,306 72,498 -2,360
Mar01 001229 23.14 23.95 22.94 23.88 +0.23 10,231 85,066 +3,049
Apr01 001229 22.95 23.81 22.89 23.70 +0.21 3,591 45,591 +173
May01 001229 22.95 23.64 22.80 23.64 +0.25 371 9,490 -175
Jun01 001229 22.82 23.75 22.78 23.57 +0.27 1,526 18,618 +853
Jul01 001229 22.80 23.48 22.80 23.48 +0.28 170 11,800 +170
Aug01 001229 22.66 23.58 22.65 23.40 +0.31 500 9,976 -400
Sep01 001229 22.56 23.32 22.56 23.32 +0.33 0 4,672 -25
Total Volume and Open Interest 41,420 297,979 +2,347
Gas Oil(IPE)
Jan01 001229 237.75 245.00 235.50 245.00 +2.00 8,587 23,818 -1,429
Feb01 001229 231.00 238.25 228.50 238.00 +3.25 4,528 20,110 +169
Mar01 001229 221.50 229.00 221.50 229.00 +2.75 1,245 10,984 -137
Apr01 001229 219.00 219.75 219.00 219.75 +4.25 617 6,937 +18
May01 001229 210.50 213.75 210.50 213.75 +3.75 15 2,289 +0
Jun01 001229 202.50 210.50 202.25 210.00 +4.00 557 12,291 +110
Jul01 001229 209.75 209.75 209.75 209.75 +4.00 0 4,080 -200
Aug01 001229 210.00 210.00 210.00 210.00 +4.00 0 1,333 +0
Total Volume and Open Interest 15,649 90,773 -1,469
US Dollar Index(NYBOT)
Mar01 001229 110.32 110.32 109.27 109.28 -1.01 578 6,494 -145
Jun01 001229 110.03 110.09 109.13 109.13 -1.01 578 6,494 -145
Sep01 001229 108.98 108.98 108.98 108.98 -1.01 578 6,494 -145
Total Volume and Open Interest 578 6,494 -145
Australian Dollar(IMM)
Mar01 001229 55.60 55.95 55.40 55.90 +0.42 2,213 22,726 +172
Jun01 001229 55.94 55.94 55.94 55.94 +0.42 33 49 -1
Sep01 001229 55.98 55.98 55.98 55.98 +0.42 0 7 +0
Total Volume and Open Interest 2,246 22,791 +171
British Pound(IMM)
Mar01 001229 149.30 149.80 149.02 149.48 +0.06 2,247 24,021 +101
Jun01 001229 149.64 149.90 149.30 149.64 +0.06 0 36 +0
Sep01 001229 149.82 149.82 149.82 149.82 +0.06      
Total Volume and Open Interest 2,247 24,071 +101
Canadian Dollar(IMM)
Mar01 001229 66.97 67.02 66.56 66.79 +0.07 23,045 44,897 -4,219
Jun01 001229 67.03 67.08 66.65 66.88 +0.07 317 4,423 +45
Sep01 001229 66.98 67.00 66.80 66.96 +0.07 36 1,236 -1
Dec01 001229 67.05 67.20 66.90 67.04 +0.07 3 604 -1
Total Volume and Open Interest 23,401 51,172 -4,176
Japanese Yen(IMM)
Mar01 001229 88.05 88.65 87.94 88.27 -0.27 4,124 87,891 -1,038
Jun01 001229 89.30 89.70 89.30 89.46 -0.28 47 2,308 +21
Sep01 001229 90.63 90.63 90.63 90.63 -0.29 0 96 +0
Total Volume and Open Interest 4,171 90,372 -1,017
Swiss Franc(IMM)
Mar01 001229 61.46 62.25 61.43 62.17 +0.65 1,672 46,228 -332
Jun01 001229 61.85 62.60 61.85 62.57 +0.65 3 292 +1
Sep01 001229 62.94 62.94 62.94 62.94 +0.65 0 14 +0
Total Volume and Open Interest 5,216 46,534 -331
EuroFX(IMM)
Mar01 001229 93.34 94.30 93.23 94.28 +1.12 15,018 82,502 -382
Jun01 001229 93.57 94.56 93.57 94.56 +1.12 10 970 -3
Sep01 001229 94.82 94.82 94.82 94.82 +1.12 0 609 +0
Total Volume and Open Interest 15,028 84,117 -385
Mexican Peso(IMM)
Dec00 001218 10660.0 10680.0 10660.0 10660.0 +32.0 194 8,009 -1,217
Mar01 001229 10175.0 10180.0 10120.0 10127.5 -47.5 2,564 17,732 -441
Total Volume and Open Interest 2,564 24,565 -440
30-Year T-Bonds(CBOT)
Mar01 001229 104~23 105~10 104~17 104~20 -0~03 90,702 405,867 +995
Jun01 001229 104~30 105~06 104~16 104~18 -0~05 118 2,289 +38
Sep01 001229 104~12 104~12 104~12 104~12 -0~05 14 440 +26
Total Volume and Open Interest 90,836 408,678 -24,203
Municipal Bonds(CBOT)
Mar01 001229 103~15 103~31 103~14 103~17 +0~04 804 15,004 +176
Jun01 001229 103~01 103~01 103~01 103~01 +0~04      
Total Volume and Open Interest 804 15,004 +176
10-Year T-Notes(CBOT)
Mar01 001229 104~230 105~015 104~210 104~285 +0~060 74,041 519,229 +1,002
Jun01 001229 104~270 104~310 104~240 104~260 +0~050 132 6,560 +0
Total Volume and Open Interest      
5-Year T-Notes(CBOT)
Mar01 001229 103~150 103~210 103~140 103~180 +0~045 37,267 358,332 +2,520
Jun01 001229 104~020 104~020 104~020 104~020 +0~050 245 539 +155
Total Volume and Open Interest 37,512 358,871 -8,996
2 Year T-Notes(CBOT)
Mar01 001229 101~068 101~081 101~067 101~074 +0~007 2,667 81,754 -361
Jun01 001229 101~119 101~119 101~119 101~119 +0~007 0 1 +0
Total Volume and Open Interest 2,667 81,764 -366
3-Mth T-Bills(IMM)
Mar01 001229 94.58 94.62 94.58 94.62 +0.04 318 1,457 +60
Total Volume and Open Interest 318 1,457 +60
Eurodollars(IMM)
Mar01 001229 94.090 94.115 94.090 94.110 +0.030 55,921 537,940 -3,759
Jun01 001229 94.380 94.420 94.370 94.415 +0.060 42,464 431,272 -670
Sep01 001229 94.515 94.570 94.500 94.565 +0.080 81,569 515,753 +8,496
Dec01 001229 94.420 94.470 94.400 94.460 +0.080 38,339 282,516 -3,349
Mar02 001229 94.420 94.475 94.410 94.465 +0.075 22,400 274,030 -377
Jun02 001229 94.300 94.350 94.290 94.350 +0.080 17,722 182,903 +3,005
Sep02 001229 94.225 94.275 94.210 94.270 +0.070 16,489 149,941 -660
Dec02 001229 94.095 94.155 94.095 94.150 +0.065 10,779 116,309 +154
Mar03 001229 94.115 94.165 94.115 94.160 +0.055 5,757 87,427 -255
Jun03 001229 94.075 94.125 94.075 94.110 +0.045 5,584 73,990 +1,935
Sep03 001229 94.035 94.080 94.035 94.060 +0.035 4,305 70,897 +1,309
Dec03 001229 93.940 93.980 93.940 93.955 +0.025 6,085 54,336 +343
Total Volume and Open Interest 336,668 3,219,626 +7,678
3-Mth Euro-Yen(IMM)
Dec00 001215 99.37 99.38 99.36 99.38 -0.01 792 20,569 +182
Mar01 001229 99.53 99.53 99.53 99.53 +0.02 965 28,111 -121
Jun01 001229 99.60 99.60 99.59 99.60 +0.03 94 8,102 +1
Sep01 001229 99.57 99.57 99.57 99.57 +0.02 12 10,675 +20
Dec01 001229 99.48 99.49 99.48 99.49 +0.02 23 7,691 +0
Mar02 001229 99.46 99.46 99.46 99.46 +0.03 102 4,400 +93
Jun02 001229 99.41 99.41 99.41 99.41 +0.02 0 1,863 +100
Sep02 001229 99.30 99.30 99.30 99.30 unch 0 385 +6
Dec02 001229 99.15 99.15 99.15 99.15 unch 0 31 +0
Mar03 001229 99.10 99.10 99.10 99.10 unch      
Total Volume and Open Interest 1,196 61,258 +99
3-Mth Euro-Yen(SIMEX)
Mar01 001229 99.50 99.53 99.50 99.52 +0.02 0 104,508 +1,015
Jun01 001229 99.56 99.58 99.56 99.58 +0.01 0 81,432 +851
Sep01 001229 99.54 99.57 99.54 99.56 +0.02 0 64,734 -120
Dec01 001229 99.46 99.49 99.46 99.48 +0.02 0 34,596 +991
Mar02 001229 99.44 99.46 99.44 99.45 +0.02 0 17,836 +26
Jun02 001229 99.39 99.40 99.39 99.40 +0.02 0 13,598 +237
Sep02 001229 99.31 99.32 99.31 99.32 +0.03 0 6,747 +0
Dec02 001229 99.17 99.17 99.17 99.17 +0.03 0 1,059 +0
Total Volume and Open Interest 0 333,573 +3,000
German Euro-Bund(EUREX)
Mar01 001229 107.96 108.57 107.93 108.45 +0.40 156,414 618,126 -12,752
Jun01 001229 107.97 108.15 107.97 108.15 +0.41 56 10,651 +72
Sep01 001229 108.05 108.23 108.05 108.21 +0.40 0 856 +0
Total Volume and Open Interest 156,470 629,633 -12,680
German Euro-Bobl(EUREX)
Mar01 001229 105.56 106.07 105.50 106.05 +0.46 46,663 377,149 -637
Jun01 001229 106.20 106.20 105.80 106.05 +0.46 0 3,307 +0
Sep01 001229 105.85 105.85 105.85 105.85 +0.46      
Total Volume and Open Interest 46,663 380,456 -637
Long Gilt(LIFFE)
Mar01 001229 115~04 115~24 115~03 115~14 +0~02 3,608 62,632 -1,114
Jun01 001229 115~31 115~31 115~31 115~31 +0~02 0 1 +0
Total Volume and Open Interest 3,608 62,633 -1,931
3-Mth Short Sterling(LIFFE)
Mar01 001229 94.22 94.25 94.21 94.24 +0.02 5,647 179,111 -1,452
Jun01 001229 94.40 94.44 94.40 94.43 +0.01 5,428 170,536 +1,661
Sep01 001229 94.49 94.53 94.49 94.51 +0.02 3,417 126,727 +349
Total Volume and Open Interest 18,368 777,913 +897
3-Mth Euribor(LIFFE)
Mar01 001229 95.225 95.270 95.225 95.270 +0.040 27,288 340,589 +1,691
Jun01 001229 95.415 95.475 95.415 95.470 +0.045 17,216 264,030 -4,217
Sep01 001229 95.550 95.620 95.540 95.615 +0.055 17,858 272,249 +1,147
Total Volume and Open Interest 82,464 1,364,045 +1,013
3-Mth Aus T-Bills(SFE)
Mar01 001229 94.25 94.29 94.25 94.28 unch 4,675 159,828 +3,232
Jun01 001229 94.51 94.54 94.51 94.54 +0.02 1,708 64,827 +386
Sep01 001229 94.61 94.63 94.61 94.63 +0.02 321 29,017 +57
Dec01 001229 94.56 94.58 94.56 94.58 +0.01 646 17,353 +126
Mar02 001229 94.48 94.51 94.48 94.50 +0.01 65 10,612 -49
Jun02 001229 94.36 94.38 94.36 94.38 +0.01 45 7,488 +25
Sep02 001229 94.27 94.27 94.27 94.27 +0.01 85 6,652 +20
Dec02 001229 94.17 94.17 94.17 94.17 +0.01 115 3,485 +90
Mar03 001229 94.08 94.08 94.08 94.08 +0.01 50 1,633 +50
Jun03 001229 94.03 94.03 94.03 94.03 unch 50 1,086 +50
Total Volume and Open Interest 7,890 305,096 +3,977
10-Year Aus T-Bonds(SFE)
Mar01 001229 94.51 94.57 94.51 94.54 +0.00 1,433 98,806 +783
Jun01 001229 94.52 94.52 94.52 94.52 +0.00      
Total Volume and Open Interest 316 98,806 +783
3-Year Aus T-Bonds(SFE)
Mar01 001229 94.75 94.81 94.75 94.80 +0.01 1,089 198,102 +2,461
Jun01 001229 94.80 94.80 94.80 94.80 +0.01      
Total Volume and Open Interest 1,089 198,102 +2,461
Gold(CMX)
Feb01 001229 273.9 274.2 272.3 273.6 -0.1 23,759 67,794 -2,307
Apr01 001229 276.7 277.0 275.1 276.2 -0.1 1,249 8,404 -120
Jun01 001229 278.5 279.2 277.6 278.6 -0.1 357 11,817 -140
Aug01 001229 280.7 280.7 280.7 280.7 -0.1 154 4,113 +22
Oct01 001229 282.6 282.6 282.6 282.6 -0.1 105 758 +65
Dec01 001229 284.0 284.4 284.0 284.4 -0.1 1 6,369 +0
Total Volume and Open Interest 25,626 110,863 -2,512
Silver(CMX)
Mar01 001229 462.5 465.0 460.5 463.5 -0.2 2,867 55,625 -75
May01 001229 467.0 468.0 465.0 467.8 -0.3 30 2,556 +15
Jul01 001229 472.0 473.0 469.0 472.0 -0.4 28 3,671 -2
Sep01 001229 476.5 476.5 476.5 476.5 -0.4 140 3,080 -5
Dec01 001229 480.0 480.6 479.0 480.6 -0.4 7 3,314 +0
Total Volume and Open Interest 3,117 72,283 -138
Platinum(NYM)
Jan01 001229 615.0 615.0 607.0 609.6 -7.4 622 768 -254
Apr01 001229 609.0 610.0 607.0 608.1 -4.4 929 7,553 +322
Total Volume and Open Interest 1,551 8,326 +68
Palladium(NYME)
Mar01 001229 951.00 959.00 951.00 954.45 +1.45 11 1,728 +5
Jun01 001229 949.45 949.45 949.45 949.45 +1.45 0 136 +0
Total Volume and Open Interest 11 1,864 +5
Copper(CMX)
Mar01 001229 84.50 84.70 84.10 84.30 -0.65 3,386 32,581 +552
May01 001229 84.30 84.50 84.10 84.15 -0.60 122 5,478 +22
Jul01 001229 84.25 84.40 84.15 84.15 -0.60 53 5,699 -24
Sep01 001229 84.20 84.40 84.10 84.10 -0.55 0 2,407 +0
Dec01 001229 84.05 84.40 83.90 83.90 -0.45 0 4,401 +0
Total Volume and Open Interest 4,934 69,584 -476
DJIA Index(CBOT)
Dec00 001214 10680 10735 10620 10650 -121 4,318 12,298 -1,158
Mar01 001229 10985 11035 10840 10873 -112 5,544 19,190 +446
Jun01 001229 11002 11002 11002 11002 -112 15 27 +2
Sep01 001229 11132 11132 11132 11132 -112 0 6 -5
Total Volume and Open Interest 5,560 19,229 +443
S & P 500(CME)
Mar01 001229 1351.40 1356.00 1326.00 1335.00 -18.20 32,944 468,544 +3,156
Jun01 001229 1356.00 1373.50 1344.50 1352.70 -18.50 32 4,018 -37
Sep01 001229 1369.10 1391.40 1363.40 1370.40 -18.50 6 1,339 +66
Dec01 001229 1407.00 1407.00 1378.90 1385.90 -18.50 0 487 +0
Total Volume and Open Interest 32,982 474,408 +3,185
S & P 500 E-Mini(Globex)
Mar01 001229 1352.75 1356.50 1326.00 1335.00 -18.25 56,807 37,684 +1,174
Jun01 001229 1352.75 1352.75 1352.75 1352.75 -18.50 0 2 +0
Total Volume and Open Interest 56,807 37,686 +1,174
NASDAQ 100(CME)
Mar01 001229 2498.00 2528.00 2357.00 2374.50 -127.00 10,171 43,467 -509
Jun01 001229 2412.50 2412.50 2412.50 2412.50 -127.00 0 14 +0
Sep01 001229 2450.50 2450.50 2450.50 2450.50 -127.00 0 1 +0
Total Volume and Open Interest 10,171 43,482 -509
NASDAQ 100 E-Mini(GLOBEX)
Mar01 001229 2501.5 2529.5 2358.5 2374.5 -127.0 49,718 42,650 +674
Jun01 001229 2412.5 2412.5 2412.5 2412.5 -127.0 0 1 +0
Total Volume and Open Interest 49,718 42,651 +674
NYSE Composite(NYBOT)
Mar01 001229 668.00 670.00 659.50 659.90 -8.15      
Jun01 001229 668.40 668.40 668.40 668.40 -8.15      
Sep01 001229 676.90 676.90 676.90 676.90 -8.15      
Total Volume and Open Interest      
S & P Midcap 400(CME)
Mar01 001229 534.00 536.00 519.00 522.65 -10.05 353 15,401 +353
Jun01 001229 529.85 529.85 529.85 529.85 -10.05 0 1 +0
Sep01 001229 536.85 536.85 536.85 536.85 -10.05      
Total Volume and Open Interest 353 15,402 +353
Russell 2000(CME)
Mar01 001229 499.00 503.50 485.00 488.80 -10.95 747 16,615 +724
Jun01 001229 496.40 496.40 496.40 496.40 -10.95      
Sep01 001229 503.95 503.95 503.95 503.95 -10.95      
Total Volume and Open Interest 747 16,615 +724
Value Line(KCBT)
Mar01 001229 1147.00 1153.00 1130.50 1130.50 -22.50 75 240 +47
Total Volume and Open Interest 75 242 +47
Nikkei 225(CME)
Mar01 001229 13825 13950 13720 13725 -230 893 14,921 -25
Jun01 001229 13825 13825 13745 13745 -230 0 3 +0
Total Volume and Open Interest 893 14,924 -25
Nikkei 225(SIMEX)
Mar01 001229 14050 14050 13730 13770 -165 3,986 84,987 +1,154
Jun01 001229 13915 13915 13750 13750 -165 0 1,640 +0
Sep01 001229 13935 13935 13770 13770 -165 0 1,095 +0
Total Volume and Open Interest 3,986 88,722 +1,154
CAC 40(MATIF)
Dec00 001229 5926.0 5986.5 5895.5 5915.5 -10.5 48,613 286,785 -44,906
Jan01 001229 5952.5 6011.0 5920.5 5935.0 -15.0 35,208 204,808 +24,169
Feb01 001229 5974.0 6031.5 5953.0 5976.0 +12.0 47 12,817 +30
Total Volume and Open Interest 88,496 577,504 -19,991
DAX Index(EUREX)
Mar01 001229 6460.0 6535.0 6426.5 6500.0 +105.0 14,440 149,449 +1,023
Jun01 001229 6528.5 6577.0 6521.0 6560.0 +107.0 825 10,730 +91
Sep01 001229 6625.0 6661.0 6625.0 6643.0 +106.0 204 942 +120
Total Volume and Open Interest 15,469 161,121 +1,234
FT-SE 100(LIFFE)
Mar01 001229 6270.00 6280.00 6197.00 6201.00 -29.00 13,283 245,797 +3,903
Jun01 001229 6264.50 6264.50 6264.50 6264.50 -29.00 1,006 9,277 +806
Sep01 001229 6324.50 6324.50 6324.50 6324.50 -29.00      
Total Volume and Open Interest 14,289 255,074 +4,709
SPI 200(SFE)
Dec00 001229 3237.0 3282.0 3204.0 3205.0 -23.0 322 129,783 -14,575
Mar01 001229 3260.0 3320.0 3241.0 3245.0 -18.0 7 8,420 +11
Jun01 001229 3275.0 3275.0 3275.0 3275.0 -18.0 0 174 +0
Total Volume and Open Interest 329 138,390 -14,564
GSCI(CME)
Jan01 001229 242.95 247.60 242.90 247.30 +7.15 45 31,738 -6
Feb01 001229 239.80 239.80 233.45 239.80 +6.30 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 001229 227.40 229.00 227.40 228.25 +0.80 41 441 +27
Feb01 001229 224.70 225.75 223.75 225.75 +0.80 71 746 +61
Apr01 001229 223.25 223.25 223.25 223.25 +0.80 32 341 +30
Total Volume and Open Interest 364 1,528 +118
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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