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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 October 02, 2001
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Nov01 011002 452.50 456.25 451.25 453.00 +1.00 30,082 92,682 -302
Jan02 011002 460.50 464.25 460.00 461.25 +0.75 3,890 26,017 +624
Mar02 011002 467.50 470.50 466.50 467.50 +0.25 3,275 23,956 +111
May02 011002 471.50 474.00 470.00 471.25 +0.25 1,122 22,009 +136
Jul02 011002 476.00 478.00 474.00 474.75 unch 632 15,092 +78
Aug02 011002 477.00 477.50 475.00 475.00 unch 3 516 +0
Sep02 011002 472.00 472.00 472.00 472.00 -1.00 1 10 +1
Total Volume and Open Interest 39,153 183,511 +615
Soybean Meal(CBOT)
Oct01 011002 161.30 163.70 160.30 161.80 +0.50 3,670 7,513 -394
Dec01 011002 160.30 163.70 159.70 161.60 +0.90 9,805 50,007 +445
Jan02 011002 159.70 163.10 159.20 161.30 +1.40 1,735 16,789 +43
Mar02 011002 158.80 161.80 158.10 160.20 +1.40 1,156 12,512 -175
May02 011002 157.50 160.20 157.00 158.60 +0.90 1,312 12,199 -20
Jul02 011002 157.40 160.10 156.80 158.40 +1.00 355 10,006 +15
Aug02 011002 156.50 159.50 156.50 157.10 +1.20 86 2,593 +22
Sep02 011002 157.50 158.10 156.20 156.20 +1.40 267 1,630 +97
Total Volume and Open Interest 18,386 114,461 +33
Soybean Oil(CBOT)
Oct01 011002 15.38 15.42 15.04 15.25 -0.10 6,293 5,948 -2,247
Dec01 011002 15.65 15.66 15.25 15.45 -0.12 20,355 75,380 -566
Jan02 011002 15.86 15.87 15.48 15.67 -0.11 3,356 22,388 +252
Mar02 011002 16.15 16.15 15.75 15.94 -0.11 5,430 17,402 +858
May02 011002 16.40 16.40 16.05 16.22 -0.09 1,396 17,826 +153
Jul02 011002 16.68 16.68 16.29 16.48 -0.08 646 10,131 -450
Aug02 011002 16.83 16.83 16.50 16.50 -0.15 35 1,912 +32
Sep02 011002 17.00 17.00 16.58 16.58 -0.17 42 1,889 +44
Total Volume and Open Interest 37,754 155,919 -1,783
Canola(WCE)
Nov01 011002 330.0 330.5 327.5 328.6 -1.1 3,170 31,373 -692
Jan02 011002 330.1 330.8 328.1 329.1 -1.0 2,620 24,416 +907
Mar02 011002 329.0 329.4 327.6 328.5 -1.0 760 8,891 -165
May02 011002 329.5 330.0 328.1 328.6 -0.9 12 1,247 +7
Jul02 011002 330.0 330.0 329.0 329.0 -1.2 20 1,755 +20
Total Volume and Open Interest 6,588 70,752 +78
Corn(CBOT)
Nov01 011002 206.00 206.50 204.50 204.50 -1.25 92 3,075 +41
Dec01 011002 210.50 211.50 208.75 209.25 -1.25 61,690 237,207 +3,190
Jan02 011002 215.00 215.50 213.25 213.50 -1.25 18 496 +12
Mar02 011002 223.00 223.50 221.00 221.25 -1.25 12,826 89,174 +4,151
May02 011002 230.25 231.50 228.75 229.25 -1.00 4,869 27,946 +1,490
Jul02 011002 235.50 236.25 233.75 234.25 -1.00 3,085 27,319 +333
Total Volume and Open Interest 84,173 403,803 +9,187
Wheat(CBOT)
Dec01 011002 266.50 266.50 261.50 263.50 -2.75 15,232 92,242 +1,413
Mar02 011002 277.25 277.50 273.00 273.75 -3.50 1,914 27,837 -194
May02 011002 281.50 281.50 276.50 277.00 -3.75 287 4,371 +179
Jul02 011002 285.75 285.75 281.25 282.25 -4.00 487 5,672 -38
Sep02 011002 290.00 290.00 287.00 287.00 -3.75 0 81 +0
Total Volume and Open Interest 17,932 131,224 +1,363
Wheat(KCBT)
Dec01 011002 285.50 285.50 280.50 281.00 -5.00 6,299 52,864 -432
Mar02 011002 298.00 298.00 292.50 292.75 -5.75 1,996 18,441 +385
May02 011002 305.00 305.00 300.25 300.50 -5.00 400 4,961 +257
Jul02 011002 310.00 310.00 307.00 307.50 -3.00 617 1,466 -55
Sep02 011002 318.00 318.00 314.00 314.00 -4.50 230 245 +230
Total Volume and Open Interest 9,742 78,181 +585
Wheat(MGE)
Dec01 011002 301.50 302.00 299.50 300.50 -2.00 1,561 20,117 -74
Mar02 011002 315.00 315.25 312.50 313.50 -2.25 661 5,642 +286
May02 011002 322.75 322.75 321.00 321.00 -2.00 9 1,113 +0
Jul02 011002 330.50 331.00 329.00 329.00 -2.50 5 265 +3
Sep02 011002 339.00 339.00 336.50 336.50 -3.25 18 81 +17
Total Volume and Open Interest 2,254 27,253 +232
Oats(CBOT)
Dec01 011002 176.00 176.00 170.00 174.75 +1.00 2,408 6,359 -376
Mar02 011002 159.50 159.50 155.25 159.00 +1.75 651 2,751 +85
May02 011002 150.50 151.50 149.00 151.50 +2.25 250 789 +63
Jul02 011002 143.00 144.00 141.50 144.00 +1.00 82 569 +26
Total Volume and Open Interest 3,393 10,482 -200
Rough Rice(MCE)
Nov01 011002 3.98 4.04 3.96 4.04 +0.03 305 2,992 +69
Jan02 011002 4.24 4.29 4.22 4.29 +0.04 176 1,231 +29
Mar02 011002 4.48 4.51 4.48 4.51 +0.03 16 817 -1
May02 011002 4.69 4.73 4.69 4.73 +0.02 23 328 +0
Total Volume and Open Interest 529 5,484 +103
Live Cattle(CME)
Oct01 011002 66.450 66.650 66.100 66.275 -0.050 5,300 17,803 -1,796
Dec01 011002 67.700 68.075 67.375 67.650 +0.050 7,720 45,524 +2,097
Feb02 011002 70.300 70.675 70.175 70.325 +0.250 4,186 26,576 -775
Apr02 011002 72.150 72.600 72.150 72.500 +0.400 1,633 9,855 -165
Jun02 011002 68.950 69.300 68.950 69.225 +0.350 2,657 12,221 +177
Aug02 011002 70.000 70.200 70.000 70.175 +0.200 371 1,524 +93
Total Volume and Open Interest 21,876 113,726 -369
Feeder Cattle(CME)
Oct01 011002 85.700 85.850 85.100 85.375 -0.025 1,587 4,805 -340
Nov01 011002 85.200 85.200 84.500 84.675 -0.200 1,129 4,414 +19
Jan02 011002 85.100 85.100 84.450 84.700 -0.225 642 3,541 +305
Mar02 011002 84.700 84.800 84.550 84.550 -0.150 207 1,220 +124
Apr02 011002 84.800 84.825 84.600 84.650 unch 150 683 +90
May02 011002 84.600 84.700 84.500 84.500 -0.050 109 676 +88
Aug02 011002 85.250 85.500 85.250 85.400 +0.150 11 125 +8
Total Volume and Open Interest 3,835 15,464 +294
Lean Hogs(CME)
Oct01 011002 60.550 60.950 60.125 60.850 +0.250 3,002 12,251 -452
Dec01 011002 57.000 57.325 56.525 57.275 +0.450 4,927 22,379 +1,715
Feb02 011002 55.650 56.175 55.350 56.050 +0.275 1,541 5,197 +285
Apr02 011002 55.900 56.600 55.750 56.275 +0.175 343 2,142 +84
Jun02 011002 63.800 63.800 63.200 63.775 -0.050 50 582 +28
Jul02 011002 60.850 60.850 60.800 60.850 +0.050 8 219 +7
Aug02 011002 59.775 59.775 59.775 59.775 +0.075 7 113 +2
Oct02 011002 53.550 53.600 53.500 53.600 -0.125 15 115 +12
Total Volume and Open Interest 9,931 43,515 +1,698
Pork Bellies(CME)
Feb02 011002 74.475 75.525 74.150 75.375 +0.850 648 1,973 -22
Mar02 011002 74.050 75.200 74.050 75.200 +1.175 37 94 +8
May02 011002 78.000 78.000 78.000 78.000 unch 4 43 +1
Jul02 011002 76.000 76.000 76.000 76.000 +0.200 1 20 +0
Aug02 011002 76.000 76.000 76.000 76.000 unch 0 3 +0
Total Volume and Open Interest 690 2,133 -13
Cocoa(NYBOT)
Dec01 011002 1080 1085 1068 1072 -24 4,140 24,135 +227
Mar02 011002 1080 1086 1070 1073 -24 2,141 23,076 +230
May02 011002 1088 1091 1078 1079 -23 193 9,661 -234
Jul02 011002 1091 1091 1085 1085 -22 353 6,320 +6
Sep02 011002 1100 1100 1094 1094 -20 37 6,181 +20
Dec02 011002 1100 1104 1100 1104 -22 15 11,918 +0
Mar03 011002 1120 1121 1115 1115 -22 100 8,513 +0
Total Volume and Open Interest 7,009 93,041 +279
Coffee "C"(NYBOT)
Dec01 011002 47.50 47.50 46.30 46.75 -0.65 3,555 35,591 +200
Mar02 011002 50.00 50.10 49.30 49.55 -0.70 1,582 11,033 +347
May02 011002 51.60 51.65 51.00 51.00 -0.75 270 3,944 +141
Jul02 011002 53.20 53.25 52.45 52.45 -0.75 102 2,876 -5
Sep02 011002 54.45 54.45 53.60 53.60 -0.85 83 1,684 -3
Dec02 011002 56.25 56.30 55.50 55.50 -0.75 91 1,540 +41
Total Volume and Open Interest 5,683 56,668 +721
Orange Juice(NYBOT)
Nov01 011002 80.10 80.50 79.70 79.85 -0.20 731 12,789 +206
Jan02 011002 82.60 82.75 82.35 82.50 -0.10 95 2,054 +51
Mar02 011002 85.75 85.75 85.15 85.15 -0.30 46 1,903 +27
May02 011002 87.65 87.65 87.65 87.65 -0.30 0 782 +0
Jul02 011002 90.35 90.35 90.35 90.35 -0.35 0 80 +0
Total Volume and Open Interest 872 17,758 +284
Sugar #11(NYBOT)
Mar02 011002 6.60 6.61 6.45 6.57 -0.01 11,654 89,593 +4,130
May02 011002 6.44 6.47 6.34 6.43 -0.01 328 11,518 +34
Jul02 011002 6.32 6.34 6.22 6.30 -0.02 1,107 16,748 -165
Oct02 011002 6.50 6.52 6.48 6.49 -0.01 591 7,722 +157
Mar03 011002 6.69 6.70 6.65 6.66 -0.01 17 3,849 +1
Total Volume and Open Interest 13,702 130,422 -6,303
London Cocoa(LCE)
Dec01 011002 797 797 775 794 -1 3,191 37,217 +253
Mar02 011002 815 815 793 813 unch 1,209 57,063 +264
May02 011002 826 826 809 826 unch 215 28,348 -144
Jul02 011002 834 834 819 832 unch 60 18,352 -55
Sep02 011002 838 838 838 838 unch 18 9,774 +5
Dec02 011002 832 848 832 848 unch 35 3,457 +0
Mar03 011002 835 852 833 852 unch 97 2,370 +82
Total Volume and Open Interest 4,825 156,722 +405
London Coffee(LCE)
Nov01 011002 414.00 415.00 400.00 408.00 -8.00 2,316 27,997 -581
Jan02 011002 426.00 428.00 414.00 421.00 -8.00 2,052 30,615 +199
Mar02 011002 445.00 445.00 431.00 437.00 -10.00 874 15,945 +398
May02 011002 459.00 459.00 449.00 454.00 -10.00 449 13,695 +125
Jul02 011002 479.00 479.00 463.00 468.00 -11.00 603 5,894 +426
Sep02 011002 486.00 490.00 480.00 480.00 -13.00 118 3,906 +113
Total Volume and Open Interest 6,412 98,052 +680
London Sugar(LCE)
Oct01 010914 220.00 231.50 219.60 230.00 +9.80 3,557 4,459 -1,314
Dec01 011002 209.50 211.00 208.50 210.60 +1.10 998 18,211 +34
Mar02 011002 210.10 211.00 206.50 209.60 +0.10 782 13,327 +208
May02 011002 208.90 210.00 206.00 208.60 +0.30 95 5,286 -101
Aug02 011002 204.60 205.50 202.00 204.10 -0.40 503 4,612 +224
Total Volume and Open Interest 2,613 43,882 +550
Cotton(NYBOT)
Oct01 011002 33.60 33.95 33.60 33.95 +0.65 15 21 -7
Dec01 011002 34.70 34.90 34.25 34.85 +0.30 3,554 40,994 +72
Mar02 011002 36.50 36.75 36.25 36.75 +0.23 907 9,610 +170
May02 011002 37.50 37.85 37.30 37.78 +0.28 354 5,608 +78
Jul02 011002 38.70 38.90 38.40 38.90 +0.25 244 4,230 +58
Oct02 011002 40.25 40.25 40.25 40.25 +0.17 9 181 -5
Total Volume and Open Interest 5,246 64,472 +403
Lumber(CME)
Nov01 011002 243.5 247.0 235.8 236.0 -9.8 410 1,458 +43
Jan02 011002 264.0 265.0 255.0 256.3 -8.7 210 449 +1
Mar02 011002 273.5 273.5 271.5 271.5 -10.0 26 69 +2
May02 011002 280.0 284.0 280.0 284.0 unch 1 8 -1
Total Volume and Open Interest 647 1,984 +45
Crude Oil(NYM)
Nov01 011002 23.00 23.34 22.75 22.79 -0.49 50,970 113,427 -501
Dec01 011002 23.35 23.65 23.05 23.11 -0.45 26,622 69,276 +3,596
Jan02 011002 23.50 23.75 23.25 23.25 -0.44 9,284 36,630 -27
Feb02 011002 23.60 23.80 23.38 23.38 -0.43 4,508 17,196 +11
Mar02 011002 23.90 23.90 23.44 23.44 -0.42 3,473 12,429 +629
Apr02 011002 23.86 23.86 23.44 23.44 -0.42 1,048 13,196 +45
May02 011002 23.83 23.83 23.41 23.41 -0.42 498 10,399 +100
Jun02 011002 23.78 23.78 23.36 23.36 -0.42 2,088 28,345 -438
Jul02 011002 23.68 23.68 23.28 23.28 -0.42 40 7,999 -8
Aug02 011002 23.45 23.45 23.15 23.15 -0.42 830 11,389 +370
Total Volume and Open Interest 103,539 423,597 +1,920
Heating Oil(NYM)
Nov01 011002 65.20 66.20 64.60 64.66 -1.33 14,044 41,976 +474
Dec01 011002 66.10 67.05 65.40 65.51 -1.42 6,975 31,003 +576
Jan02 011002 67.30 67.70 66.16 66.16 -1.37 1,961 20,105 +216
Feb02 011002 67.10 67.60 66.01 66.01 -1.37 616 13,169 +167
Mar02 011002 65.90 66.50 65.01 65.01 -1.12 1,603 15,240 -326
Apr02 011002 64.60 65.40 63.91 63.91 -0.97 483 4,942 +185
May02 011002 63.75 64.50 62.86 62.86 -0.92 91 3,664 +191
Jun02 011002 64.00 64.00 62.61 62.61 -0.87 584 5,707 +409
Jul02 011002 64.20 64.20 62.76 62.76 -0.87 11 1,648 +1
Aug02 011002 64.25 64.70 63.16 63.16 -0.87 239 1,752 -23
Total Volume and Open Interest 27,033 144,539 -1,303
Unleaded Gas(NYM)
Nov01 011002 64.50 66.30 63.90 64.05 -1.21 10,570 27,976 +403
Dec01 011002 64.40 65.70 63.50 63.73 -1.41 5,390 11,678 +1,133
Jan02 011002 65.30 65.70 64.18 64.18 -1.43 1,359 8,226 +780
Feb02 011002 66.00 66.00 64.88 64.88 -1.41 420 4,613 +80
Mar02 011002 66.70 66.70 65.73 65.73 -1.36 243 6,662 -54
Apr02 011002 73.60 73.60 71.93 71.93 -1.36 989 8,375 -350
May02 011002 73.20 73.40 72.33 72.33 -1.36 441 6,456 +198
Jun02 011002 73.10 73.40 71.93 71.93 -1.36 739 3,700 +524
Total Volume and Open Interest 20,217 81,682 -2,579
Natural Gas(NYM)
Nov01 011002 2.210 2.300 2.200 2.268 +0.060 16,606 59,517 +540
Dec01 011002 2.610 2.690 2.600 2.660 +0.058 6,684 39,755 +829
Jan02 011002 2.840 2.915 2.830 2.878 +0.054 5,281 46,025 +1,835
Feb02 011002 2.835 2.915 2.835 2.876 +0.049 2,405 28,160 -165
Mar02 011002 2.815 2.865 2.805 2.837 +0.040 2,412 28,813 +367
Apr02 011002 2.740 2.780 2.740 2.754 +0.019 1,067 33,890 +576
May02 011002 2.775 2.810 2.775 2.782 +0.014 275 19,716 +71
Jun02 011002 2.835 2.860 2.820 2.830 +0.012 1,100 14,310 +819
Total Volume and Open Interest 41,521 475,206 +5,935
Brent Crude Oil(IPE)
Nov01 011002 22.79 22.79 22.02 22.05 -0.84 27,382 58,232 -657
Dec01 011002 22.99 22.99 22.25 22.26 -0.80 19,891 60,586 +96
Jan02 011002 22.85 23.04 22.40 22.40 -0.75 6,375 28,090 +569
Feb02 011002 22.85 23.07 22.44 22.44 -0.71 2,942 15,477 +559
Mar02 011002 22.84 23.04 22.39 22.39 -0.66 1,639 8,664 +146
Apr02 011002 22.72 22.96 22.32 22.32 -0.61 515 9,232 -377
May02 011002 22.62 22.62 22.23 22.23 -0.59 285 5,106 +206
Jun02 011002 22.57 22.73 22.15 22.15 -0.57 1,348 17,858 -544
Total Volume and Open Interest 61,927 232,608 -372
Gas Oil(IPE)
Oct01 011002 206.00 209.50 205.00 209.25 +3.00 13,107 26,596 -1,212
Nov01 011002 203.50 206.25 202.25 205.75 +2.00 11,731 32,873 +1,166
Dec01 011002 203.00 205.00 201.75 205.00 +2.00 6,064 29,848 -548
Jan02 011002 203.00 204.75 201.75 204.75 +2.00 2,705 13,139 +472
Feb02 011002 203.00 204.00 201.00 204.00 +2.25 375 7,195 +160
Mar02 011002 200.00 202.25 200.00 202.25 +2.25 200 4,681 +37
Apr02 011002 198.25 200.50 198.25 200.50 +2.25 11 2,435 +0
May02 011002 197.25 199.50 197.25 199.50 +2.00 211 1,269 +200
Total Volume and Open Interest 34,704 131,538 +305
US Dollar Index(NYBOT)
Dec01 011002 113.26 115.43 113.20 113.38 +0.01 833 5,392 +191
Mar02 011002 113.64 114.05 113.64 113.88 +0.01 11 2,017 +0
Jun02 011002 114.38 114.38 114.38 114.38 +0.01 0 2 +0
Total Volume and Open Interest 844 7,414 +194
Australian Dollar(IMM)
Dec01 011002 49.11 49.40 48.95 49.34 -0.01 2,206 23,670 +480
Mar02 011002 49.14 49.14 49.14 49.14 -0.01 0 325 +0
Jun02 011002 48.94 48.94 48.94 48.94 -0.01 0 2 +0
Total Volume and Open Interest 2,206 24,010 +480
British Pound(IMM)
Dec01 011002 147.44 147.52 145.60 146.34 -0.88 5,142 42,865 +1,689
Mar02 011002 146.60 146.60 145.40 145.66 -0.88 1 22 +1
Jun02 011002 144.98 144.98 144.98 144.98 -0.88 0 1 +0
Total Volume and Open Interest 5,143 42,888 +1,690
Canadian Dollar(IMM)
Dec01 011002 63.59 63.72 63.50 63.69 +0.20 11,720 69,917 -24
Mar02 011002 63.55 63.65 63.47 63.64 +0.20 22 2,566 +13
Jun02 011002 63.60 63.60 63.60 63.60 +0.20 76 752 +31
Sep02 011002 63.40 63.58 63.40 63.58 +0.20 0 151 +57
Total Volume and Open Interest 11,818 73,480 +127
Japanese Yen(IMM)
Dec01 011002 83.37 83.41 82.98 83.19 -0.43 15,509 78,090 -5,961
Mar02 011002 83.78 83.78 83.68 83.68 -0.45 4 122 +3
Jun02 011002 84.17 84.17 84.17 84.17 -0.47 0 16 +0
Total Volume and Open Interest 11,760    
Deutsche Mark(IMM)
Dec01 011002 47.22 47.22 46.87 46.87 +0.09 0 200 +0
Total Volume and Open Interest 0 200 +0
Swiss Franc(IMM)
Dec01 011002 62.10 62.17 61.66 61.84 -0.05 7,540 47,811 +415
Mar02 011002 62.15 62.15 61.84 61.88 -0.05 0 95 +0
Jun02 011002 61.95 61.95 61.95 61.95 -0.05 0 3 +0
Total Volume and Open Interest 7,540 47,909 +415
EuroFX(IMM)
Dec01 011002 91.63 91.73 91.25 91.67 +0.18 20,713 108,663 +1,664
Mar02 011002 91.23 91.45 91.23 91.45 +0.18 3 816 +9
Jun02 011002 91.28 91.28 91.28 91.28 +0.18 0 176 +0
Total Volume and Open Interest 20,716 109,699 +1,671
Mexican Peso(IMM)
Dec01 011002 10325.0 10327.5 10270.0 10300.0 -27.0 2,056 10,318 -165
Mar02 011002 10030.0 10030.0 10030.0 10030.0 -27.0 0 1,451 +0
Total Volume and Open Interest 2,056 12,893 -165
30-Year T-Bonds(CBOT)
Dec01 011002 106~02 106~29 105~29 106~18 +0~17 144,532 524,330 +3,801
Mar02 011002 105~05 105~30 105~01 105~19 +0~16 3,172 21,314 +3,034
Jun02 011002 104~29 104~29 104~20 104~20 +0~14 0 476 +0
Total Volume and Open Interest 147,704 546,120 +6,835
Municipal Bonds(CBOT)
Dec01 011002 106~19 107~04 106~15 106~29 +0~13 2,082 9,506 +432
Total Volume and Open Interest 2,082 9,506 +432
10-Year T-Notes(CBOT)
Dec01 011002 109~020 109~140 109~020 109~105 +0~090 124,402 560,210 -3,128
Mar02 011002 108~075 108~090 108~010 108~080 +0~090 157 3,670 +30
Total Volume and Open Interest 124,559 563,880 -3,098
5-Year T-Notes(CBOT)
Dec01 011002 108~095 108~160 108~070 108~135 +0~060 68,419 446,613 +10,462
Mar02 011002 107~125 107~125 107~125 107~125 +0~050 0 238 +0
Total Volume and Open Interest 68,419 446,851 +10,462
2 Year T-Notes(CBOT)
Dec01 011002 105~029 105~040 105~019 105~040 +0~016 3,141 60,497 -496
Total Volume and Open Interest 3,141 60,497 -496
3-Mth T-Bills(IMM)
Dec01 011002 97.86 97.94 97.83 97.94 +0.12 9 1,068 +4
Total Volume and Open Interest 9 1,068 +4
Eurodollars(IMM)
Dec01 011002 97.560 97.670 97.555 97.665 +0.110 72,795 807,562 -13,679
Mar02 011002 97.470 97.590 97.465 97.585 +0.130 92,528 545,931 -3,709
Jun02 011002 97.160 97.280 97.155 97.275 +0.135 72,516 571,518 -1,399
Sep02 011002 96.735 96.850 96.725 96.845 +0.130 58,836 402,674 -2,151
Dec02 011002 96.235 96.320 96.225 96.315 +0.100 35,719 361,912 +1,199
Mar03 011002 95.890 95.960 95.870 95.950 +0.085 25,484 235,399 +5,996
Jun03 011002 95.560 95.610 95.520 95.595 +0.060 10,828 166,443 +1,437
Sep03 011002 95.310 95.340 95.265 95.330 +0.045 11,869 170,140 +459
Dec03 011002 95.070 95.080 95.030 95.080 +0.030 6,362 135,395 -1,054
Mar04 011002 94.980 94.995 94.945 94.995 +0.025 7,112 146,686 +1,286
Jun04 011002 94.840 94.850 94.805 94.850 +0.020 6,323 112,235 -1,370
Sep04 011002 94.715 94.725 94.680 94.725 +0.020 5,726 95,127 -253
Total Volume and Open Interest 450,741 4,422,154 -5,358
3-Mth Euro-Yen(IMM)
Dec01 011002 99.91 99.92 99.91 99.91 unch 10 18,653 -68
Mar02 011002 99.90 99.90 99.90 99.90 unch 6 8,109 -15
Jun02 011002 99.91 99.91 99.90 99.90 unch 16 9,901 -128
Sep02 011002 99.89 99.89 99.89 99.89 +0.01 8 2,770 -68
Dec02 011002 99.83 99.83 99.83 99.83 unch 0 915 -112
Mar03 011002 99.79 99.79 99.79 99.79 +0.01 0 386 +73
Jun03 011002 99.76 99.76 99.76 99.76 +0.01 0 158 +0
Sep03 011002 99.69 99.69 99.69 99.69 unch 0 15 +0
Dec03 011002 99.60 99.60 99.60 99.60 unch 0 2 +0
Mar04 011002 99.53 99.53 99.53 99.53 unch 0 220 +0
Total Volume and Open Interest 40 41,129 -318
3-Mth Euro-Yen(SIMEX)
Dec01 011002 99.90 99.92 99.90 99.92 +0.01 529 90,656 +171
Mar02 011002 99.90 99.91 99.90 99.90 0.00 1,335 61,218 -1,044
Jun02 011002 99.90 99.92 99.90 99.91 unch 1,909 57,732 +1,310
Sep02 011002 99.88 99.89 99.88 99.89 +0.01 688 25,281 +47
Dec02 011002 99.83 99.84 99.83 99.84 +0.01 355 9,667 -90
Mar03 011002 99.79 99.80 99.79 99.79 +0.00 321 14,063 +112
Jun03 011002 99.76 99.77 99.76 99.77 +0.02 156 12,929 -3
Sep03 011002 99.71 99.71 99.71 99.71 +0.02 100 6,964 +100
Total Volume and Open Interest 5,519 291,795 +698
Euro Notional Bond(MATIF)
Dec01 011002 89.61 90.04 89.50 89.99 +0.56 1,235 26,543 -411
Mar02 011002 90.12 90.12 90.12 90.12 +0.56      
Jun02 011002 90.16 90.16 90.16 90.16 +0.36      
Total Volume and Open Interest 1,235 26,543 -411
3-Month Euribor(MATIF)
Dec01 011002 96.65 96.65 96.65 96.65 +0.05 0 2,845 +0
Mar02 011002 96.80 96.80 96.80 96.80 +0.05 0 2,592 +0
Jun02 011002 96.75 96.75 96.75 96.75 +0.05 0 308 +0
Total Volume and Open Interest 0 6,618 +0
German Euro-Bund(EUREX)
Dec01 011002 109.05 109.50 109.02 109.48 +0.53 482,827 658,961 +15,777
Mar02 011002 108.66 109.10 108.66 109.10 +0.53 1,290 7,119 -286
Jun02 011002 109.10 109.10 109.10 109.10 +0.55 444 499 +204
Total Volume and Open Interest 484,561 666,579 +15,695
German Euro-Bobl(EUREX)
Dec01 011002 108.24 108.44 108.22 108.40 +0.19 272,315 509,760 -3,247
Mar02 011002 107.70 107.86 107.70 107.86 +0.18 993 4,427 +883
Jun02 011002 107.76 107.76 107.76 107.76 +0.19 0 814 +0
Total Volume and Open Interest 273,308 515,001 -2,364
Long Gilt(LIFFE)
Dec01 011002 114~26 115~05 114~20 115~02 +0~13 22,215 69,622 -3,030
Mar02 011002 114~21 114~21 114~21 114~21 +0~12      
Total Volume and Open Interest 22,215 69,622 -3,030
3-Mth Short Sterling(LIFFE)
Dec01 011002 95.64 95.66 95.61 95.64 unch 24,931 0 +0
Mar02 011002 95.60 95.64 95.58 95.63 +0.03 33,194 0 +0
Jun02 011002 95.40 95.47 95.37 95.46 +0.07 22,242 0 +0
Total Volume and Open Interest 110,800    
3-Mth Euribor(LIFFE)
Dec01 011002 96.610 96.630 96.600 96.625 +0.020 62,093 456,209 -149
Mar02 011002 96.745 96.790 96.735 96.780 +0.035 57,817 374,434 +4,228
Jun02 011002 96.705 96.755 96.695 96.745 +0.050 46,461 275,243 +5,193
Total Volume and Open Interest 236,281 1,800,700 +6,812
3-Mth Aus T-Bills(SFE)
Dec01 011002 95.82 95.86 95.81 95.85 +0.04 1,839 192,564 -24
Mar02 011002 95.89 95.93 95.86 95.92 +0.04 871 79,595 -495
Jun02 011002 95.72 95.76 95.71 95.74 +0.03 101 32,846 -89
Sep02 011002 95.45 95.49 95.44 95.49 +0.04 63 19,952 -130
Dec02 011002 95.18 95.23 95.18 95.23 +0.05 0 13,129 -75
Mar03 011002 94.96 95.02 94.96 95.02 +0.06 0 8,382 +0
Jun03 011002 94.81 94.86 94.81 94.86 +0.06 0 6,081 +0
Sep03 011002 94.67 94.71 94.67 94.71 +0.05 0 4,310 +0
Dec03 011002 94.59 94.63 94.59 94.63 +0.06 0 2,219 +0
Mar04 011002 94.55 94.57 94.55 94.57 +0.08 0 1,610 +0
Total Volume and Open Interest 2,874 363,077 -813
10-Year Aus T-Bonds(SFE)
Dec01 011002 94.53 94.57 94.51 94.57 +0.14 2,852 132,449 +6,970
Mar02 011002 94.52 94.52 94.52 94.52 +0.09      
Total Volume and Open Interest 1,083 125,479 -1,568
3-Year Aus T-Bonds(SFE)
Dec01 011002 95.42 95.45 95.39 95.45 +0.05 3,117 239,549 -3,201
Mar02 011002 95.45 95.45 95.45 95.45 +0.05      
Total Volume and Open Interest 3,117 239,549 -3,201
Gold(CMX)
Oct01 011002 292.1 292.1 289.9 289.9 -2.3 91 1,098 -132
Dec01 011002 293.0 293.2 290.3 290.9 -2.3 11,050 103,200 +631
Feb02 011002 293.5 293.8 291.0 291.3 -2.2 1,106 10,997 +208
Apr02 011002 294.0 294.0 291.0 291.7 -2.1 21 3,240 +6
Jun02 011002 294.0 294.0 292.2 292.2 -2.0 12 5,217 +1
Aug02 011002 292.7 292.7 292.7 292.7 -1.9 5 2,471 +0
Total Volume and Open Interest 12,396 136,978 +915
Silver(CMX)
Dec01 011002 466.0 467.0 463.0 465.0 -1.7 8,019 45,665 +535
Mar02 011002 469.0 470.0 466.0 467.3 -1.8 195 11,600 +124
May02 011002 468.7 468.7 468.7 468.7 -1.9 134 953 +14
Jul02 011002 470.0 470.0 470.0 470.0 -2.1 5 1,388 +2
Sep02 011002 471.2 471.2 471.2 471.2 -2.3 9 1,098 +0
Total Volume and Open Interest 8,848 65,123 +560
Platinum(NYM)
Oct01 011002 406.0 419.2 406.0 419.2 +0.7 289 422 -494
Jan02 011002 402.0 411.0 401.0 410.7 +0.2 717 4,788 +231
Total Volume and Open Interest 1,006 5,235 -263
Palladium(NYME)
Dec01 011002 324.00 337.00 318.00 335.00 +9.95 98 1,215 -26
Total Volume and Open Interest 98 1,215 -26
Copper(CMX)
Dec01 011002 64.95 65.40 64.90 65.00 -0.05 6,151 49,607 +1,144
Mar02 011002 65.90 66.35 65.85 65.90 -0.05 118 8,076 +76
May02 011002 66.80 66.80 66.40 66.40 -0.05 26 3,080 -4
Jul02 011002 67.40 67.40 66.95 66.95 unch 8 2,378 +8
Sep02 011002 67.70 67.70 67.45 67.45 unch 5 2,687 +5
Total Volume and Open Interest 7,343 81,618 +1,277
DJIA Index(CBOT)
Dec01 011002 8805 8975 8795 8967 +110 14,958 29,460 +548
Mar02 011002 8805 8974 8805 8974 +110 15 461 +2
Jun02 011002 8991 8991 8991 8991 +110 0 65 +0
Total Volume and Open Interest 14,973 29,992 +550
S & P 500(CME)
Dec01 011002 1041.00 1056.00 1036.50 1055.50 +12.20 62,584 512,131 +1,593
Mar02 011002 1048.00 1058.50 1043.50 1057.80 +12.30 253 10,248 +121
Jun02 011002 1061.80 1061.80 1061.80 1061.80 +12.30 440 710 +118
Sep02 011002 1066.30 1066.30 1066.30 1066.30 +12.30 0 236 +0
Total Volume and Open Interest 63,277 523,656 +1,832
S & P 500 E-Mini(Globex)
Dec01 011002 1042.00 1056.00 1034.25 1055.50 +12.25 198,018 107,177 +1,480
Mar02 011002 1057.75 1057.75 1057.75 1057.75 +12.25 0 3 +0
Total Volume and Open Interest 198,018 107,180 +1,480
NASDAQ 100(CME)
Dec01 011002 1159.50 1187.00 1146.00 1163.50 +4.00 14,226 51,328 +570
Mar02 011002 1169.50 1169.50 1169.50 1169.50 +4.00 0 6 +0
Jun02 011002 1175.50 1175.50 1175.50 1175.50 +4.00      
Total Volume and Open Interest 14,226 51,334 +570
NASDAQ 100 E-Mini(GLOBEX)
Dec01 011002 1155.5 1187.0 1141.0 1163.5 +4.0 111,046 53,391 -2,004
Mar02 011002 1169.5 1169.5 1169.5 1169.5 +4.0      
Total Volume and Open Interest 111,046 53,391 -2,004
NYSE Composite(NYBOT)
Dec01 011002 542.00 551.50 542.00 551.50 +7.95 737 5,138 +19
Mar02 011002 552.50 552.50 552.50 552.50 +7.95 0 700 +0
Jun02 011002 553.50 553.50 553.50 553.50 +7.95 0 300 +0
Total Volume and Open Interest 737 6,138 +19
S & P Midcap 400(CME)
Dec01 011002 427.00 433.00 425.50 433.00 +5.50 1,050 14,391 -77
Mar02 011002 435.85 435.85 435.85 435.85 +5.50      
Jun02 011002 439.85 439.85 439.85 439.85 +5.50      
Total Volume and Open Interest 1,050 14,391 -77
Russell 2000(CME)
Dec01 011002 397.00 403.50 397.00 403.25 +3.60 2,592 20,632 -121
Mar02 011002 405.40 405.40 405.40 405.40 +3.60      
Jun02 011002 409.40 409.40 409.40 409.40 unch      
Total Volume and Open Interest 2,592 20,632 -121
Value Line(KCBT)
Dec01 011002 993.00 1012.50 993.00 1011.00 +13.00 145 88 -23
Total Volume and Open Interest 145 88 -23
Nikkei 225(CME)
Dec01 011002 10050 10130 10030 10120 +160 1,322 14,025 +206
Mar02 011002 10145 10145 10145 10145 +160 0 16 +0
Total Volume and Open Interest 1,322 14,064 +206
Nikkei 225(SIMEX)
Dec01 011002 10150 10150 9845 10130 +180 15,030 94,904 +188
Mar02 011002 10125 10125 10125 10125 +180 0 425 +0
Jun02 011002 10085 10085 10085 10085 +180 0 24 +0
Total Volume and Open Interest 15,030 95,353 +188
CAC 40(MATIF)
Dec01 011002 4109.0 4109.0 4098.0 4107.5 +48.5 1,482 88,825 +944
Mar02 011002 4065.0 4065.0 4065.0 4065.0 +47.0 0 35,127 +0
Jun02 011002 4097.0 4097.0 4097.0 4097.0 +48.0 0 6,260 +0
Total Volume and Open Interest 59,197 567,445 +21,202
DAX Index(EUREX)
Dec01 011002 4280.0 4335.0 4190.0 4308.5 +9.5 53,416 137,426 +3,822
Mar02 011002 4330.0 4360.0 4233.5 4339.0 +9.5 342 9,591 +98
Jun02 011002 4333.5 4374.5 4266.0 4374.5 +7.5 95 961 +87
Total Volume and Open Interest 53,853 147,978 +4,007
FT-SE 100(LIFFE)
Dec01 011002 4845.50 4880.00 4760.00 4847.00 +45.00 60,750 310,929 +3,685
Mar02 011002 4860.50 4869.50 4769.50 4856.00 +46.00 62 19,194 +26
Jun02 011002 4804.50 4874.00 4799.50 4874.00 +45.00 2,750 6,485 +2,750
Total Volume and Open Interest 63,562 336,608 +6,461
SPI 200(SFE)
Dec01 011002 3108.0 3160.0 3092.0 3153.0 +35.0 4,872 134,557 +2,165
Mar02 011002 3101.0 3158.0 3101.0 3158.0 +34.0 0 1,703 +0
Jun02 011002 3167.0 3167.0 3167.0 3167.0 +35.0 0 1,058 +0
Total Volume and Open Interest 4,872 137,430 +2,165
GSCI(CME)
Oct01 011002 179.00 180.60 178.90 178.90 -2.40 2,407 16,829 +2,206
Nov01 011002 181.70 181.70 181.70 181.70 -2.10 24 93 +18
Dec01 011002 185.00 185.00 185.00 185.00 -1.00      
Total Volume and Open Interest 2,431 16,922 +2,224
Bridge CRB Index(NYBOT)
Nov01 011002 190.50 191.50 190.50 191.00 unch 25 346 -3
Jan02 011002 193.00 193.50 193.00 193.50 unch 1 307 +1
Feb02 011002 193.00 193.50 193.00 193.50 unch 3 156 +2
Total Volume and Open Interest 29 811 +0
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 © 2001 Moore Research Center, Inc. All Rights Reserved.
Some data provided by Prophetfinance.com

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MRCI 2012 Lumber Report is ready to go! 58 pgs of seasonal analysis & 22 historically reliable futures & spreads trading ideas!