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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 November 01, 2002
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Nov02 021101 565.50 569.00 563.25 568.50 +3.25 20,419 18,432 -4,438
Jan03 021101 566.50 570.00 565.00 568.75 +2.25 49,193 87,810 +3,683
Mar03 021101 562.25 566.00 561.50 564.50 +2.25 7,758 40,512 +448
May03 021101 555.50 558.50 554.00 556.75 +1.25 3,313 35,601 +528
Jul03 021101 552.00 556.00 550.50 552.50 +0.50 2,483 20,582 +868
Aug03 021101 544.00 547.50 543.00 545.00 +1.00 272 1,801 +112
Sep03 021101 528.00 528.00 526.00 526.00 +1.00 4 251 +0
Total Volume and Open Interest 84,439 215,889 +1,200
Soybean Meal(CBOT)
Dec02 021101 169.80 171.00 168.70 170.40 +0.70 13,380 51,867 -1,596
Jan03 021101 170.50 171.70 169.60 170.90 +0.30 4,965 15,812 +1,043
Mar03 021101 170.20 171.20 169.00 170.80 +0.20 5,495 18,993 +1,088
May03 021101 168.10 168.70 166.50 168.70 +0.20 2,505 17,764 +606
Jul03 021101 166.50 167.50 165.00 167.20 +0.30 1,754 15,860 +452
Aug03 021101 165.20 165.50 163.50 165.20 unch 233 2,576 +68
Sep03 021101 161.70 161.80 160.10 161.60 unch 162 2,439 +2
Oct03 021101 158.00 158.00 156.50 157.00 -0.50 45 1,802 +27
Total Volume and Open Interest 29,219 133,793 +1,817
Soybean Oil(CBOT)
Dec02 021101 22.05 22.22 21.88 21.91 +0.07 21,700 78,878 -444
Jan03 021101 22.05 22.24 21.92 21.94 +0.10 6,093 22,477 +154
Mar03 021101 21.93 22.14 21.83 21.87 +0.11 7,227 22,963 +2,644
May03 021101 21.75 21.90 21.65 21.70 +0.11 2,579 14,573 -141
Jul03 021101 21.60 21.80 21.52 21.58 +0.08 2,084 8,251 +167
Aug03 021101 21.35 21.50 21.25 21.25 +0.15 381 2,531 -9
Sep03 021101 20.95 21.20 20.95 20.97 +0.17 57 878 +33
Oct03 021101 20.65 20.65 20.65 20.65 +0.30 20 694 -20
Total Volume and Open Interest 40,691 157,645 +2,469
Canola(WCE)
Nov02 021101 448.0 448.0 447.0 447.0 +2.3 1,744 2,992 -1,298
Jan03 021101 453.9 457.2 453.7 454.5 +1.3 4,459 28,301 +452
Mar03 021101 457.5 460.8 457.2 457.4 +1.4 2,715 13,162 +316
May03 021101 460.5 460.5 457.5 457.5 +1.5 843 3,917 +323
Jul03 021101 455.5 456.9 454.3 454.6 +0.4 205 735 +175
Total Volume and Open Interest 9,976 52,512 -32
Corn(CBOT)
Dec02 021101 246.25 249.50 246.00 247.50 unch 45,058 207,609 -5,745
Mar03 021101 251.00 253.25 250.75 251.25 -0.75 21,510 151,431 +4,179
May03 021101 254.25 255.50 253.75 254.00 -0.75 3,887 45,608 +348
Jul03 021101 255.00 256.75 255.00 255.25 -0.75 3,667 45,020 +615
Sep03 021101 249.25 250.00 249.00 249.00 -0.50 1,014 10,075 -192
Dec03 021101 243.50 245.00 243.50 243.75 -1.75 2,757 28,571 -9
Total Volume and Open Interest 78,353 492,262 -656
Wheat(CBOT)
Dec02 021101 404.00 417.00 404.00 413.50 +11.25 15,196 62,762 -1,352
Mar03 021101 402.00 410.50 402.00 409.50 +9.75 6,209 29,478 +1,236
May03 021101 370.00 379.00 370.00 373.50 +6.50 69 2,694 +32
Jul03 021101 329.00 332.00 328.50 331.75 +2.75 1,243 13,847 +233
Sep03 021101 334.50 335.00 332.75 334.75 +2.75 65 1,339 +61
Total Volume and Open Interest 22,831 113,292 +214
Wheat(KCBT)
Dec02 021101 462.00 475.00 462.00 472.75 +9.25 5,982 33,071 -1,835
Mar03 021101 455.00 465.00 454.50 463.25 +8.00 3,891 22,092 -643
May03 021101 430.00 432.50 428.00 431.00 +5.50 377 3,309 +156
Jul03 021101 369.00 374.50 369.00 374.00 +6.00 1,126 9,440 +611
Sep03 021101 370.00 373.00 368.50 373.00 +5.00 280 1,590 +186
Total Volume and Open Interest 11,660 70,312 -1,521
Wheat(MGE)
Dec02 021101 470.00 479.00 470.00 476.75 +7.00 2,630 15,800 +301
Mar03 021101 476.50 483.50 476.00 480.25 +4.25 1,433 11,954 +266
May03 021101 474.00 479.00 474.00 478.00 +3.25 218 2,984 +75
Jul03 021101 449.00 450.00 449.00 449.50 +1.75 112 2,101 +10
Sep03 021101 403.00 405.50 403.00 405.50 +1.25 69 1,052 -31
Total Volume and Open Interest 4,497 34,982 +653
Oats(CBOT)
Dec02 021101 205.75 207.00 200.50 206.75 +1.50 1,469 5,941 +197
Mar03 021101 199.75 201.00 196.00 201.00 +1.50 355 2,777 +122
May03 021101 190.50 191.00 189.75 191.00 +0.50 17 721 +10
Jul03 021101 179.00 179.00 178.00 178.00 -1.00 3 63 +0
Total Volume and Open Interest 1,844 9,519 +329
Rough Rice(CBOT)
Nov02 021101 3.75 3.84 3.74 3.81 +0.07 892 812 -409
Jan03 021101 3.98 4.06 3.94 4.03 +0.06 1,009 4,670 +518
Mar03 021101 4.19 4.28 4.19 4.27 +0.08 29 1,480 +19
May03 021101 4.50 4.50 4.50 4.50 +0.07 10 1,038 +0
Total Volume and Open Interest 1,978 8,792 +128
Live Cattle(CME)
Dec02 021101 72.950 73.150 72.750 73.050 -0.150 7,924 53,039 -1,205
Feb03 021101 75.725 76.100 75.550 76.075 +0.125 3,899 28,057 +837
Apr03 021101 74.775 74.900 74.300 74.775 -0.075 1,692 20,305 +284
Jun03 021101 69.500 69.750 69.250 69.725 -0.150 1,322 12,612 +649
Aug03 021101 68.500 68.500 68.250 68.250 -0.375 308 1,486 +124
Oct03 021101 69.150 69.150 69.150 69.150 unch 5 388 +5
Total Volume and Open Interest 15,150 115,887 +213
Feeder Cattle(CME)
Nov02 021101 82.050 82.750 82.050 82.575 +0.525 420 4,833 -28
Jan03 021101 82.000 82.450 81.750 82.400 +0.575 606 5,963 +29
Mar03 021101 79.375 79.800 79.300 79.725 +0.350 78 1,196 +21
Apr03 021101 78.850 79.150 78.700 79.100 +0.350 37 368 +6
May03 021101 79.150 79.300 79.050 79.300 +0.200 14 425 +0
Aug03 021101 81.000 81.250 81.000 81.250 +0.050 1 149 +0
Sep03 021101 81.000 81.100 81.000 81.100 +0.100 3 13 -1
Total Volume and Open Interest 1,159 12,947 -1,096
Lean Hogs(CME)
Dec02 021101 42.650 43.475 42.650 43.175 +0.050 6,295 24,525 -569
Feb03 021101 49.400 50.200 49.300 50.150 +0.275 2,753 6,747 +323
Apr03 021101 53.200 54.100 53.200 54.050 +0.600 463 1,931 +120
May03 021101 59.375 59.900 59.300 59.800 +0.425 89 858 +65
Jun03 021101 61.650 61.800 61.450 61.750 +0.050 197 1,504 +51
Jul03 021101 59.000 59.500 59.000 59.500 +0.125 46 391 +17
Aug03 021101 56.950 57.050 56.800 56.975 +0.125 6 227 +0
Oct03 021101 52.000 52.000 51.750 51.875 -0.225 1 46 +1
Total Volume and Open Interest 9,850 36,234 +8
Pork Bellies(CME)
Feb03 021101 78.500 78.800 77.500 78.375 -0.450 371 1,441 +29
Mar03 021101 78.250 78.250 77.550 78.000 -0.275 13 73 +1
May03 021101 79.500 79.500 79.500 79.500 -0.450 0 25 +0
Jul03 021101 79.000 79.000 79.000 79.000 unch 4 21 +2
Aug03 021101 76.000 76.000 76.000 76.000 unch 0 8 +0
Total Volume and Open Interest 388 1,568 +32
Cocoa(NYBOT)
Dec02 021101 1885 1926 1880 1901 -26 3,952 19,563 -790
Mar03 021101 1870 1905 1865 1880 -25 3,946 24,630 -1,041
May03 021101 1885 1900 1875 1878 -25 293 8,681 +101
Jul03 021101 1866 1874 1866 1874 -24 2 8,886 +0
Sep03 021101 1865 1872 1865 1872 -23 27 9,673 +22
Dec03 021101 1865 1873 1865 1873 -27 214 10,548 +62
Mar04 021101 1880 1880 1880 1880 -26 533 2,055 -528
Total Volume and Open Interest 9,594 91,796 -2,774
Coffee "C"(NYBOT)
Dec02 021101 65.35 65.35 63.70 64.00 -1.95 8,455 35,631 -1,596
Mar03 021101 68.00 68.15 66.75 66.95 -2.05 3,576 20,268 +874
May03 021101 69.75 69.75 68.60 68.70 -1.90 376 7,952 +44
Jul03 021101 71.25 71.25 70.35 70.35 -1.85 171 6,153 +75
Sep03 021101 72.60 72.60 71.85 71.85 -1.75 348 3,748 -131
Dec03 021101 74.75 74.75 73.90 74.00 -1.40 290 754 +157
Total Volume and Open Interest 13,326 75,692 -576
Orange Juice(NYBOT)
Nov02 021101 97.50 97.75 97.05 97.50 -1.00 2,493 666 -2,656
Jan03 021101 99.50 99.50 98.60 99.10 +0.10 1,481 11,388 +192
Mar03 021101 100.80 101.00 100.00 101.00 +0.75 78 4,942 +14
May03 021101 101.80 102.00 101.80 102.00 +1.00 2,691 4,094 +2,638
Jul03 021101 103.00 103.00 103.00 103.00 +1.25 0 749 +0
Total Volume and Open Interest 7,097 22,207 +521
Sugar #11(NYBOT)
Mar03 021101 7.30 7.41 7.28 7.34 -0.02 16,259 139,387 +669
May03 021101 6.77 6.86 6.77 6.80 -0.02 3,686 25,382 +703
Jul03 021101 6.30 6.37 6.28 6.29 -0.05 3,288 23,559 -106
Oct03 021101 6.16 6.20 6.13 6.14 -0.06 1,537 15,437 +251
Mar04 021101 6.20 6.22 6.18 6.18 -0.06 352 6,094 +127
Total Volume and Open Interest 25,179 214,322 +1,684
London Cocoa(LCE)
Dec02 021101 1290 1291 1266 1270 -28 2,173 44,587 -149
Mar03 021101 1310 1316 1289 1293 -25 3,390 61,232 +697
May03 021101 1326 1327 1305 1309 -23 383 24,847 +136
Jul03 021101 1332 1332 1317 1320 -22 78 14,628 +17
Sep03 021101 1342 1342 1328 1331 -19 118 10,125 +35
Dec03 021101 1351 1355 1337 1340 -20 50 12,560 +20
Mar04 021101 1361 1361 1352 1352 -19 6 3,143 +1
Total Volume and Open Interest 6,202 171,184 +758
London Coffee(LCE)
Nov02 021101 700.00 700.00 686.00 688.00 -9.00 12,118 4,045 -8,334
Jan03 021101 709.00 712.00 699.00 702.00 -6.00 15,225 57,832 +4,495
Mar03 021101 720.00 725.00 713.00 716.00 -5.00 3,087 32,106 -1,607
May03 021101 740.00 740.00 730.00 730.00 -6.00 414 15,294 +82
Jul03 021101 750.00 750.00 745.00 745.00 -6.00 1,401 14,127 +644
Sep03 021101 761.00 761.00 759.00 759.00 -6.00 821 7,285 +279
Total Volume and Open Interest 34,068 134,622 -3,641
London Sugar(LCE)
Dec02 021101 207.00 208.50 207.00 208.40 +0.30 3,294 14,263 -1,090
Mar03 021101 201.00 201.00 198.20 200.00 -0.50 3,009 24,769 +545
May03 021101 194.60 194.60 191.70 194.00 -0.50 532 6,591 +212
Aug03 021101 185.90 188.10 183.00 186.50 -1.00 592 5,653 +360
Oct03 021101 177.70 177.70 176.00 177.20 -0.80 145 3,246 +55
Total Volume and Open Interest 7,653 57,280 +142
Cotton(NYBOT)
Dec02 021101 46.30 46.95 45.95 46.91 +0.66 8,562 40,666 -645
Mar03 021101 48.50 48.95 48.10 48.86 +0.47 3,754 14,598 +1,719
May03 021101 51.60 52.00 51.50 51.95 +0.35 501 12,431 +89
Jul03 021101 52.65 52.98 52.50 52.98 +0.35 169 4,811 +45
Oct03 021101 53.30 53.30 53.30 53.30 +0.30 0 207 +0
Dec03 021101 54.10 54.50 54.00 54.47 +0.34 59 2,029 +15
Total Volume and Open Interest 13,127 75,238 +1,261
Lumber(CME)
Nov02 021101 219.9 221.0 217.5 221.0 -1.8 490 1,456 -202
Jan03 021101 233.5 234.6 231.7 232.1 -3.0 461 1,210 +79
Mar03 021101 246.0 246.0 243.0 244.2 -0.9 33 245 +13
May03 021101 255.8 255.8 252.4 252.4 -1.1 1 66 +0
Total Volume and Open Interest 985 2,989 -110
Crude Oil(NYM)
Dec02 021101 27.25 27.45 26.95 27.13 -0.09 73,556 140,929 -5,939
Jan03 021101 26.98 27.05 26.60 26.71 -0.17 31,994 59,862 +185
Feb03 021101 26.62 26.65 26.35 26.35 -0.18 12,375 25,466 +1,305
Mar03 021101 26.00 26.35 25.98 26.02 -0.19 7,320 23,952 +207
Apr03 021101 25.90 26.00 25.69 25.69 -0.20 3,952 28,081 +355
May03 021101 25.61 25.62 25.36 25.36 -0.21 2,277 18,842 +354
Jun03 021101 25.35 25.35 25.04 25.04 -0.22 4,358 30,902 +89
Jul03 021101 24.77 24.77 24.75 24.75 -0.22 225 16,683 +82
Aug03 021101 24.49 24.49 24.49 24.49 -0.22 435 10,025 -86
Sep03 021101 24.50 24.50 24.27 24.27 -0.22 180 15,040 +78
Total Volume and Open Interest 144,653 480,529 -2,945
Heating Oil(NYM)
Dec02 021101 74.90 75.20 74.05 74.16 -0.74 30,424 63,163 +2,039
Jan03 021101 75.50 75.50 74.20 74.34 -0.81 9,658 27,971 +433
Feb03 021101 74.40 74.50 73.44 73.44 -0.76 6,633 17,216 +1,228
Mar03 021101 72.00 72.10 71.24 71.24 -0.76 3,551 11,223 +1,206
Apr03 021101 69.80 69.90 69.00 69.04 -0.76 3,270 10,512 +1,282
May03 021101 67.30 67.50 66.69 66.69 -0.76 866 4,536 -64
Jun03 021101 66.00 66.60 65.64 65.64 -0.76 471 6,432 -58
Jul03 021101 65.70 66.05 65.29 65.29 -0.76 500 4,032 -96
Aug03 021101 66.30 66.30 65.44 65.44 -0.76 81 2,560 +23
Sep03 021101 65.94 65.94 65.94 65.94 -0.76 79 1,650 +34
Total Volume and Open Interest 71,752 159,107 +1,564
Unleaded Gas(NYM)
Dec02 021101 76.30 77.40 75.80 76.45 +0.99 30,316 47,708 +3,386
Jan03 021101 73.90 73.90 72.80 73.02 -0.04 6,900 16,785 +879
Feb03 021101 73.00 73.40 72.90 72.90 -0.26 1,709 9,230 +768
Mar03 021101 74.00 74.20 73.60 73.60 -0.31 1,764 4,871 +1,093
Apr03 021101 80.30 80.30 79.40 79.40 -0.31 451 6,326 +184
May03 021101 79.60 79.70 79.00 79.00 -0.41 351 3,346 -44
Jun03 021101 78.55 78.55 78.00 78.00 -0.46 100 2,591 -50
Jul03 021101 76.70 76.70 76.40 76.40 -0.46 401 864 +13
Total Volume and Open Interest 57,737 96,639 +446
Natural Gas(NYM)
Dec02 021101 4.110 4.130 4.035 4.060 -0.096 61,527 58,353 -3,024
Jan03 021101 4.220 4.225 4.140 4.165 -0.091 13,398 37,095 +741
Feb03 021101 4.135 4.145 4.080 4.097 -0.074 4,116 26,623 +584
Mar03 021101 4.030 4.040 3.965 3.992 -0.064 6,086 32,960 +243
Apr03 021101 3.870 3.890 3.840 3.852 -0.046 3,443 20,851 +867
May03 021101 3.845 3.860 3.800 3.812 -0.041 682 14,003 +245
Jun03 021101 3.860 3.870 3.820 3.840 -0.031 784 21,715 +108
Jul03 021101 3.865 3.900 3.850 3.870 -0.031 1,182 14,671 +282
Total Volume and Open Interest 96,546 397,546 +600
Brent Crude Oil(IPE)
Dec02 021101 25.77 26.05 25.40 25.41 -0.31 36,594 79,677 -4,701
Jan03 021101 25.65 25.87 25.34 25.37 -0.27 16,862 57,983 +720
Feb03 021101 25.45 25.61 25.10 25.13 -0.28 6,861 17,564 -2,300
Mar03 021101 25.14 25.26 24.80 24.81 -0.30 1,959 20,520 -401
Apr03 021101 24.91 24.91 24.49 24.49 -0.32 1,082 14,040 +565
May03 021101 24.52 24.57 24.18 24.18 -0.33 1,770 12,847 -261
Jun03 021101 24.28 24.28 23.88 23.88 -0.33 4,365 19,595 -1,053
Jul03 021101 23.78 23.78 23.63 23.63 -0.34 600 8,358 -198
Total Volume and Open Interest 71,828 279,766 -8,019
Gas Oil(IPE)
Nov02 021101 222.50 224.75 220.00 221.25 -0.25 12,480 35,110 -72
Dec02 021101 223.00 224.75 220.25 221.50 -0.25 12,766 64,922 +729
Jan03 021101 223.25 224.75 220.50 221.50 -0.50 8,551 41,473 +740
Feb03 021101 221.50 222.00 218.50 219.25 -0.50 1,910 11,206 +131
Mar03 021101 218.75 218.75 215.25 215.75 -0.75 151 9,028 -58
Apr03 021101 214.50 214.50 211.00 211.50 -0.75 751 7,799 -54
May03 021101 207.50 207.50 207.50 207.50 -0.75 0 1,953 +0
Jun03 021101 206.75 207.25 204.75 204.75 -0.75 2,355 20,040 +875
Total Volume and Open Interest 40,204 212,168 +2,216
US Dollar Index(NYBOT)
Dec02 021101 106.75 106.79 105.90 106.25 -0.57 2,934 11,812 +1,056
Mar03 021101 106.70 106.78 106.70 106.75 -0.55 13 2,032 +3
Jun03 021101 107.25 107.25 107.25 107.25 -0.53 0 4 +0
Total Volume and Open Interest 2,947 13,848 +1,059
Australian Dollar(CME)
Dec02 021101 55.50 55.77 55.45 55.66 +0.31 1,879 36,361 +514
Mar03 021101 55.20 55.22 55.20 55.22 +0.31 0 237 +0
Jun03 021101 54.78 54.78 54.78 54.78 +0.31 0 680 +0
Total Volume and Open Interest 1,879 37,466 +514
British Pound(CME)
Dec02 021101 156.26 156.34 155.74 155.98 -0.02 4,398 34,615 +1,604
Mar03 021101 155.40 155.40 155.02 155.02 -0.04 1 203 -1
Jun03 021101 154.06 154.06 154.06 154.06 -0.10 0 4 +0
Total Volume and Open Interest 4,399 34,823 +1,603
Canadian Dollar(CME)
Dec02 021101 64.11 64.25 63.91 64.06 -0.09 10,720 53,826 +2,442
Mar03 021101 63.86 64.04 63.73 63.86 -0.09 320 4,850 +102
Jun03 021101 63.63 63.73 63.54 63.67 -0.09 27 2,319 +1
Sep03 021101 63.52 63.52 63.49 63.49 -0.09 5 757 +0
Total Volume and Open Interest 11,104 62,157 +2,547
Japanese Yen(CME)
Dec02 021101 82.22 82.38 81.89 82.04 +0.36 5,166 75,203 -112
Mar03 021101 82.43 82.60 82.30 82.34 +0.36 27 1,078 +7
Jun03 021101 82.63 82.63 82.63 82.63 +0.36 0 50 +0
Total Volume and Open Interest 5,193 76,538 -105
Swiss Franc(CME)
Dec02 021101 68.42 68.48 68.14 68.28 +0.60 9,514 38,918 +628
Mar03 021101 68.61 68.61 68.32 68.43 +0.60 5 643 -6
Jun03 021101 68.57 68.57 68.57 68.57 +0.60 0 3 +0
Total Volume and Open Interest 9,519 39,595 +622
EuroFX(CME)
Dec02 021101 99.60 99.85 99.32 99.46 +0.75 13,452 87,237 +5,556
Mar03 021101 99.12 99.40 99.00 99.08 +0.74 53 971 +19
Jun03 021101 98.72 98.77 98.72 98.74 +0.73 1 255 +0
Total Volume and Open Interest 13,506 88,503 +5,574
Mexican Peso(CME)
Dec02 021101 9680.0 9740.0 9665.0 9727.0 unch 2,881 12,663 -2
Mar03 021101 9520.0 9560.0 9520.0 9537.0 unch 73 1,894 +0
Total Volume and Open Interest 2,954 14,993 -2
30-Year T-Bonds(CBOT)
Dec02 021101 110~22 111~00 109~11 110~11 -0~10 223,603 398,690 -771
Mar03 021101 109~00 109~20 108~07 109~03 -0~10 6,152 49,405 +519
Jun03 021101 107~27 107~27 107~27 107~27 -0~10 2 459 +0
Total Volume and Open Interest 229,757 448,556 -252
Municipal Bonds(CBOT)
Dec02 021101 107~04 107~04 106~02 106~30 -0~03 451 3,511 +28
Mar03 021101 101~30 101~30 101~12 101~23 -0~10 48 51 +26
Total Volume and Open Interest 499 3,562 +54
10-Year T-Notes(CBOT)
Dec02 021101 114~255 114~275 113~265 114~080 -0~150 469,286 906,892 +14,870
Mar03 021101 113~175 113~175 112~200 112~315 -0~155 19,633 71,761 +11,888
Total Volume and Open Interest 488,945 978,704 +26,784
5-Year T-Notes(CBOT)
Dec02 021101 113~225 113~235 113~010 113~115 -0~120 59,666 638,506 -1,534
Mar03 021101 112~030 112~030 112~030 112~030 -0~125 2,397 20,422 +2,225
Total Volume and Open Interest 62,063 658,928 +691
2 Year T-Notes(CBOT)
Dec02 021101 107~068 107~073 107~046 107~061 -0~013 15,020 103,900 -5,057
Mar03 021101 106~122 106~122 106~122 106~122 -0~014      
Total Volume and Open Interest 15,020 103,900 -5,057
3-Mth T-Bills(IMM)
Dec02 021101 98.70 98.70 98.70 98.70 +0.00 3 556 +1
Total Volume and Open Interest 3 559 +1
Eurodollars(CME)
Dec02 021101 98.540 98.565 98.500 98.545 unch 210,379 901,900 +8,549
Mar03 021101 98.555 98.590 98.500 98.560 unch 207,569 687,037 -5,919
Jun03 021101 98.405 98.440 98.330 98.385 -0.030 199,763 544,765 +10,381
Sep03 021101 98.155 98.190 98.050 98.125 -0.045 177,200 454,217 +20,998
Dec03 021101 97.805 97.855 97.710 97.785 -0.040 100,302 408,895 +12,860
Mar04 021101 97.430 97.475 97.350 97.400 -0.050 50,147 253,627 +7,112
Jun04 021101 97.070 97.115 96.980 97.015 -0.075 29,324 188,927 +5,461
Sep04 021101 96.800 96.825 96.680 96.715 -0.090 19,101 153,410 +4,145
Dec04 021101 96.555 96.565 96.440 96.470 -0.095 13,970 131,680 +3,158
Mar05 021101 96.360 96.360 96.230 96.265 -0.095 12,346 116,239 -260
Jun05 021101 96.150 96.170 96.025 96.060 -0.100 10,183 92,210 +3,524
Sep05 021101 95.975 95.975 95.845 95.875 -0.110 10,366 85,821 +1,309
Total Volume and Open Interest 1,088,647 4,517,197 +73,083
3-Mth Euro-Yen(CME)
Dec02 021101 99.92 99.92 99.92 99.92 unch 6 7,473 +40
Mar03 021101 99.90 99.90 99.90 99.90 unch 248 10,360 +6
Jun03 021101 99.91 99.91 99.91 99.91 unch 2 6,691 +4
Sep03 021101 99.89 99.89 99.89 99.89 unch 6 5,763 -10
Dec03 021101 99.87 99.87 99.87 99.87 unch 0 1,735 -30
Mar04 021101 99.82 99.82 99.82 99.82 unch 20 831 +20
Jun04 021101 99.82 99.82 99.82 99.82 unch 0 663 +0
Sep04 021101 99.77 99.77 99.77 99.77 unch 0 1,346 +0
Dec04 021101 99.71 99.71 99.71 99.71 unch 0 261 +0
Mar05 021101 99.62 99.62 99.62 99.62 unch 0 760 +0
Total Volume and Open Interest 282 39,083 +30
3-Mth Euro-Yen(SIMEX)
Dec02 021101 99.92 99.92 99.92 99.92 0.00 643 51,760 -2
Mar03 021101 99.89 99.89 99.89 99.89 unch 2,217 39,528 +1,037
Jun03 021101 99.91 99.92 99.91 99.92 unch 553 46,331 +80
Sep03 021101 99.90 99.90 99.90 99.90 unch 288 32,590 +129
Dec03 021101 99.87 99.87 99.87 99.87 unch 753 25,923 -415
Mar04 021101 99.83 99.83 99.83 99.83 unch 1 20,400 +1
Jun04 021101 99.83 99.83 99.83 99.83 unch 353 11,957 +274
Sep04 021101 99.78 99.78 99.78 99.78 unch 29 2,838 -29
Total Volume and Open Interest 4,837 246,185 +1,075
German Euro-Bund(EUREX)
Dec02 021101 111.35 111.45 110.66 110.79 -0.64 759,001 719,764 +27,000
Mar03 021101 110.85 110.90 110.35 110.35 -0.65 1,889 7,593 +1
Jun03 021101 109.91 109.91 109.91 109.91 -0.62 0 3 +0
Total Volume and Open Interest 760,890 727,360 +27,001
German Euro-Bobl(EUREX)
Dec02 021101 109.34 109.43 108.99 109.05 -0.34 488,902 611,279 +5,743
Mar03 021101 109.28 109.28 108.92 108.97 -0.33 2,839 4,653 +118
Jun03 021101 108.55 108.55 108.55 108.55 -0.34      
Total Volume and Open Interest 491,741 615,932 +5,861
Long Gilt(LIFFE)
Dec02 021101 119~10 119~15 118~23 118~27 -0~12 27,172 84,059 +199
Mar03 021101 118~01 118~01 118~01 118~01 -0~12      
Total Volume and Open Interest 27,172 84,059 +199
3-Mth Short Sterling(LIFFE)
Dec02 021101 96.22 96.23 96.19 96.20 -0.01 25,783 0 +0
Mar03 021101 96.20 96.25 96.18 96.19 -0.03 33,433 0 +0
Jun03 021101 96.16 96.18 96.10 96.11 -0.04 27,277 0 +0
Total Volume and Open Interest 113,956    
3-Mth Euribor(LIFFE)
Dec02 021101 96.995 97.010 96.970 96.975 -0.020 154,502 607,365 +14,508
Mar03 021101 97.125 97.165 97.085 97.095 -0.040 118,201 481,925 +15,526
Jun03 021101 97.130 97.160 97.075 97.080 -0.050 106,512 337,468 +3,927
Total Volume and Open Interest 508,558 2,176,447 +38,667
3-Mth Aus T-Bills(SFE)
Dec02 021101 95.25 95.26 95.22 95.24 +0.01 13,775 320,082 +7,578
Mar03 021101 95.28 95.28 95.23 95.25 +0.02 8,942 88,595 +4,801
Jun03 021101 95.19 95.21 95.16 95.19 +0.05 3,002 45,218 +1,607
Sep03 021101 95.09 95.11 95.08 95.09 +0.06 1,104 22,010 +436
Dec03 021101 94.98 95.00 94.96 94.98 +0.08 544 14,398 +281
Mar04 021101 94.87 94.87 94.87 94.87 +0.07 96 9,359 +95
Jun04 021101 94.78 94.78 94.78 94.78 +0.07 35 6,503 +10
Sep04 021101 94.69 94.71 94.69 94.71 +0.09 36 4,439 -16
Dec04 021101 94.63 94.63 94.63 94.63 +0.07 0 2,256 +0
Mar05 021101 94.57 94.57 94.57 94.57 +0.07 1 760 -24
Total Volume and Open Interest 27,535 514,304 +14,768
10-Year Aus T-Bonds(SFE)
Dec02 021101 94.55 94.62 94.54 94.61 +0.11 3,877 231,284 +16,577
Mar03 021101 94.61 94.61 94.61 94.61 +0.11      
Total Volume and Open Interest 25,079 214,707 +19,022
3-Year Aus T-Bonds(SFE)
Dec02 021101 95.11 95.16 95.10 95.14 +0.08 51,447 540,033 +38,315
Mar03 021101 95.14 95.14 95.14 95.14 +0.08      
Total Volume and Open Interest 51,447 540,033 +38,315
Gold(CMX)
Dec02 021101 320.5 322.0 318.7 319.2 +0.8 24,543 95,422 -3,217
Feb03 021101 322.0 322.8 319.6 320.0 +0.7 4,683 10,916 +570
Apr03 021101 322.7 323.7 320.5 320.6 +0.7 325 5,600 +27
Jun03 021101 323.6 323.6 321.0 321.1 +0.7 10 7,131 -2
Aug03 021101 321.6 321.6 321.6 321.6 +0.7 490 8,219 +370
Oct03 021101 322.1 322.1 322.1 322.1 +0.7 0 1,087 +0
Total Volume and Open Interest 30,233 150,019 -2,235
Silver(CMX)
Dec02 021101 457.5 457.5 448.5 449.0 -1.5 9,360 55,607 -3,089
Mar03 021101 460.0 460.0 450.5 451.4 -1.5 2,962 15,029 +1,284
May03 021101 454.0 456.0 452.5 452.5 -1.5 56 2,473 +0
Jul03 021101 461.0 461.0 453.6 453.6 -1.5 7 6,348 -1
Sep03 021101 454.6 454.6 454.6 454.6 -1.5 0 870 +0
Total Volume and Open Interest 12,481 87,202 -1,770
Platinum(NYM)
Jan03 021101 574.0 579.0 572.2 577.6 +5.8 1,482 6,895 -327
Apr03 021101 569.6 569.6 569.6 569.6 +5.8 13 58 +0
Jul03 021101 566.1 566.1 566.1 566.1 +5.8 0 5 +0
Total Volume and Open Interest 1,495 6,958 -327
Palladium(NYME)
Dec02 021101 311.00 311.00 306.00 309.75 -0.75 157 1,770 -127
Mar03 021101 310.25 310.25 310.25 310.25 -0.75 106 132 +104
Total Volume and Open Interest 263 1,902 -23
Copper(CMX)
Dec02 021101 71.95 72.90 71.65 72.60 +0.90 14,135 50,689 +8
Mar03 021101 72.70 73.55 72.45 73.30 +0.90 3,088 8,596 +785
May03 021101 73.00 73.70 73.00 73.70 +0.90 51 4,210 -23
Jul03 021101 73.45 74.40 73.20 74.10 +0.90 9 3,674 -5
Sep03 021101 73.80 74.50 73.80 74.50 +0.90 34 4,210 -5
Total Volume and Open Interest 18,179 89,177 -1,624
DJIA Index(CBOT)
Dec02 021101 8310 8530 8295 8490 +140 21,252 32,189 -495
Mar03 021101 8305 8500 8289 8478 +140 32 312 +7
Jun03 021101 8464 8464 8464 8464 +140      
Total Volume and Open Interest 21,284 32,529 -488
S & P 500(CME)
Dec02 021101 880.00 904.00 876.50 898.50 +13.10 73,281 556,168 -3,037
Mar03 021101 880.00 902.50 876.00 897.70 +13.10 2,818 60,009 +3,358
Jun03 021101 897.60 897.60 897.60 897.60 +13.10 59 4,302 +34
Sep03 021101 898.30 898.30 898.30 898.30 +13.10 0 46 +0
Total Volume and Open Interest 76,163 620,552 +360
S & P 500 E-Mini(Globex)
Dec02 021101 882.00 904.00 875.00 898.50 +13.00 684,690 368,163 -3,351
Mar03 021101 879.50 901.50 878.00 897.75 +13.25 163 89 +24
Total Volume and Open Interest 684,853 368,252 -3,327
NASDAQ 100(CME)
Dec02 021101 982.00 1024.00 975.00 1020.50 +29.00 12,068 72,021 -174
Mar03 021101 1024.00 1024.00 1024.00 1024.00 +29.00 0 2,477 +0
Jun03 021101 1029.50 1029.50 1029.50 1029.50 +29.00 5 5 +5
Total Volume and Open Interest 12,073 74,503 -169
NASDAQ 100 E-Mini(GLOBEX)
Dec02 021101 991.5 1023.5 973.5 1020.5 +29.0 269,360 135,990 +4,459
Mar03 021101 1024.0 1024.0 1024.0 1024.0 +29.0 1 9 -1
Total Volume and Open Interest 269,361 135,999 +4,458
NYSE Composite(NYBOT)
Dec02 021101 470.05 480.00 469.50 479.25 +6.70 442 1,656 +230
Mar03 021101 478.75 478.75 478.75 478.75 +6.70 0 80 +0
Jun03 021101 478.25 478.25 478.25 478.25 +6.70      
Total Volume and Open Interest 442 1,736 +230
S & P Midcap 400(CME)
Dec02 021101 423.50 433.00 421.00 432.75 +7.90 837 15,089 -115
Mar03 021101 433.25 433.25 433.25 433.25 +7.90      
Jun03 021101 435.25 435.25 435.25 435.25 +7.90      
Total Volume and Open Interest 837 15,089 -115
Russell 2000(CME)
Dec02 021101 372.00 383.00 371.50 382.50 +8.90 2,403 23,854 +183
Mar03 021101 383.00 383.00 383.00 383.00 +8.90      
Jun03 021101 385.00 385.00 385.00 385.00 +8.90      
Total Volume and Open Interest 2,403 23,854 +183
Value Line(KCBT)
Dec02 021101 977.50 1008.00 976.00 1008.00 +25.00 30 141 -3
Total Volume and Open Interest 30 170 -3
Nikkei 225(CME)
Dec02 021101 8650 8775 8640 8745 +125 1,165 19,127 -273
Mar03 021101 8755 8755 8755 8755 +125 0 24 +0
Total Volume and Open Interest 1,165 19,154 -273
Nikkei 225(SIMEX)
Dec02 021101 8630 8740 8560 8720 +110 20,230 98,236 +122
Mar03 021101 8710 8710 8710 8710 +110 0 441 +0
Jun03 021101 8675 8675 8675 8675 +110      
Total Volume and Open Interest 20,230 99,177 +122
CAC 40(MATIF)
Nov02 021101 3063.0 3167.5 3053.0 3108.0 -37.0 79,369 384,032 +39,606
Dec02 021101 3066.0 3143.5 3064.5 3113.5 -38.0 3,446 121,389 +2,235
Total Volume and Open Interest 82,839 537,979 -595,646
DAX Index(EUREX)
Dec02 021101 3170.0 3192.0 3069.5 3176.0 -12.0 90,510 220,889 -522
Mar03 021101 3111.0 3209.5 3111.0 3199.5 -12.0 390 9,292 +367
Jun03 021101 3140.0 3225.0 3140.0 3223.0 -12.0 55 1,928 +75
Total Volume and Open Interest 90,955 232,109 -80
FT-SE 100(LIFFE)
Dec02 021101 4013.00 4034.50 3958.50 3995.00 -32.50 72,892 434,572 -668
Mar03 021101 3992.00 4005.00 3958.50 3980.00 -32.50 113 40,288 +51
Jun03 021101 3988.00 3988.00 3988.00 3988.00 -33.00 103 20,653 +0
Total Volume and Open Interest 73,108 496,068 -617
SPI 200(SFE)
Dec02 021101 3047.0 3049.0 3011.0 3018.0 -32.0 11,157 146,319 +4,914
Mar03 021101 3036.0 3036.0 3020.0 3023.0 -31.0 56 1,826 +46
Jun03 021101 3043.0 3043.0 3029.0 3029.0 -32.0 0 1,174 +0
Total Volume and Open Interest 11,213 150,257 +4,960
GSCI(CME)
Nov02 021101 216.90 217.30 216.30 217.20 -0.25 119 15,513 -66
Dec02 021101 217.00 217.00 217.00 217.00 -1.40 55 56 +55
Jan03 021101 215.50 215.50 215.50 215.50 -0.50      
Total Volume and Open Interest 174 15,569 -11
Bridge CRB Index(NYBOT)
Nov02 021101 228.50 228.80 228.50 228.50 unch 55 226 -7
Jan03 021101 229.00 229.25 228.40 229.25 unch 54 312 -23
Feb03 021101 228.50 228.50 228.00 228.00 unch 25 139 +25
Total Volume and Open Interest 160 713 +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

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