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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 Mon October 08, 2001
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Nov01 011008 453.50 458.00 451.50 454.00 +1.75 28,524 91,352 -1,398
Jan02 011008 460.00 465.00 458.50 461.50 +2.25 8,831 31,170 +1,961
Mar02 011008 465.50 471.50 463.50 467.50 +3.00 5,042 26,194 +412
May02 011008 467.50 474.00 467.00 471.25 +3.75 2,312 23,635 +559
Jul02 011008 472.50 477.50 470.50 474.50 +3.25 821 15,538 +148
Aug02 011008 477.00 477.00 475.00 475.00 +5.00 9 534 +1
Sep02 011008 472.00 472.00 472.00 472.00 +4.00 0 10 +0
Total Volume and Open Interest 46,053 192,198 +1,837
Soybean Meal(CBOT)
Oct01 011008 165.20 168.20 164.60 167.50 +3.00 2,922 4,709 -565
Dec01 011008 164.30 167.00 163.00 166.70 +2.90 15,886 51,705 -717
Jan02 011008 163.30 166.00 162.50 165.30 +2.30 3,935 18,202 +244
Mar02 011008 161.00 163.40 159.70 163.00 +2.40 4,594 13,487 +514
May02 011008 158.50 160.80 157.60 160.50 +2.50 2,359 13,835 +445
Jul02 011008 158.00 160.50 157.30 159.90 +1.80 990 9,977 -369
Aug02 011008 157.50 158.70 156.40 158.20 +1.70 138 2,652 +55
Sep02 011008 156.50 157.20 155.50 157.10 +1.80 120 1,717 +57
Total Volume and Open Interest 30,946 117,751 -311
Soybean Oil(CBOT)
Oct01 011008 15.12 15.21 15.03 15.06 -0.06 2,231 2,663 -518
Dec01 011008 15.29 15.44 15.22 15.24 -0.05 17,981 74,632 -842
Jan02 011008 15.49 15.65 15.45 15.46 -0.04 2,540 24,341 +598
Mar02 011008 15.79 15.91 15.73 15.74 -0.05 5,367 21,937 +3,748
May02 011008 16.05 16.17 16.00 16.00 -0.07 2,352 19,725 +674
Jul02 011008 16.30 16.40 16.24 16.26 -0.04 542 11,398 +252
Aug02 011008 16.55 16.55 16.35 16.35 -0.05 13 2,088 +13
Sep02 011008 16.50 16.50 16.45 16.45 -0.05 40 1,964 +40
Total Volume and Open Interest 31,077 161,965 +3,972
Canola(WCE)
Nov01 011005 331.0 332.9 330.0 330.0 -0.4 4,041 27,790 +755
Jan02 011005 332.0 334.0 330.7 330.7 -0.8 2,662 27,213 +556
Mar02 011005 333.5 334.0 331.0 331.0 -1.1 1,640 9,193 +156
May02 011005 333.0 334.9 331.7 331.7 -0.2 603 1,287 +21
Jul02 011005 333.0 333.0 331.9 332.4 -0.4 493 3,100 +450
Total Volume and Open Interest 10,255 72,220 +2,123
Corn(CBOT)
Nov01 011008 209.75 212.25 208.50 211.00 +1.50 134 2,937 +107
Dec01 011008 214.00 216.75 213.00 215.50 +1.25 33,343 231,050 -2,976
Jan02 011008 220.00 220.00 220.00 220.00 +1.50 46 586 +40
Mar02 011008 226.50 229.00 225.00 227.25 +1.00 5,322 93,879 +797
May02 011008 233.75 236.25 232.75 235.00 +1.50 2,534 31,833 +699
Jul02 011008 239.25 241.75 238.00 240.25 +1.00 1,674 28,462 +94
Total Volume and Open Interest 45,086 409,203 -326
Wheat(CBOT)
Dec01 011008 274.00 274.75 270.00 271.75 -1.50 10,961 90,405 +1,124
Mar02 011008 284.00 284.50 280.00 281.25 -1.50 1,998 28,928 +93
May02 011008 286.75 286.75 282.75 283.50 -1.75 292 4,819 -37
Jul02 011008 288.00 289.00 285.00 285.00 -2.75 335 6,384 +40
Sep02 011008 289.00 289.00 289.00 289.00 -2.50 77 114 +0
Total Volume and Open Interest 13,665 131,698 +1,221
Wheat(KCBT)
Dec01 011008 286.50 288.75 284.00 287.00 +1.00 2,405 50,590 -299
Mar02 011008 299.00 300.50 296.25 299.00 unch 913 19,317 +192
May02 011008 303.00 305.00 303.00 304.00 -0.25 215 5,852 +60
Jul02 011008 310.00 310.50 308.50 310.00 +0.50 42 2,094 +32
Sep02 011008 317.50 318.00 316.00 316.75 -0.75 43 686 +43
Total Volume and Open Interest 3,618 78,761 +28
Wheat(MGE)
Dec01 011008 306.50 307.00 304.50 305.50 -1.00 1,828 21,392 +751
Mar02 011008 318.50 318.75 317.00 317.00 -1.50 410 5,949 +35
May02 011008 325.50 325.50 324.75 324.75 -0.75 60 1,175 +28
Jul02 011008 332.50 332.50 332.50 332.50 -1.00 9 282 +0
Sep02 011008 339.50 339.50 339.50 339.50 -1.00 18 202 +18
Total Volume and Open Interest 2,353 29,091 +860
Oats(CBOT)
Dec01 011008 183.00 192.25 182.75 189.75 +9.00 1,254 6,197 +69
Mar02 011008 167.00 177.25 167.00 173.75 +9.25 500 3,472 +58
May02 011008 158.75 168.00 158.50 165.25 +8.50 94 954 +21
Jul02 011008 147.75 155.00 147.75 155.00 +7.25 40 614 +15
Total Volume and Open Interest 1,888 11,251 +163
Rough Rice(MCE)
Nov01 011008 3.99 4.02 3.98 4.02 +0.01 119 2,856 -14
Jan02 011008 4.25 4.27 4.24 4.26 +0.01 125 1,199 -26
Mar02 011008 4.48 4.48 4.47 4.48 unch 35 861 +19
May02 011008 4.70 4.70 4.70 4.70 unch 6 340 +5
Total Volume and Open Interest 286 5,372 -16
Live Cattle(CME)
Oct01 011008 69.300 69.625 68.925 69.250 -0.125 7,814 11,124 -4,113
Dec01 011008 70.300 70.300 69.725 69.875 -0.500 14,158 48,957 +736
Feb02 011008 72.800 73.000 72.600 72.675 -0.275 5,169 26,383 +744
Apr02 011008 75.100 75.100 74.600 74.900 -0.350 1,828 11,894 -113
Jun02 011008 70.900 70.900 70.300 70.450 -0.575 3,115 12,554 -117
Aug02 011008 71.300 71.350 70.900 70.925 -0.725 266 2,162 +64
Total Volume and Open Interest 32,368 113,327 -2,790
Feeder Cattle(CME)
Oct01 011008 88.350 88.750 88.000 88.225 -0.125 1,805 3,052 -713
Nov01 011008 87.200 87.425 86.900 87.325 -0.225 1,753 5,330 +270
Jan02 011008 86.950 86.950 86.500 86.725 -0.375 846 3,764 +14
Mar02 011008 86.500 86.600 86.250 86.475 -0.225 246 1,335 +89
Apr02 011008 86.600 86.600 86.300 86.400 -0.250 135 724 +25
May02 011008 86.600 86.600 86.300 86.400 -0.200 158 834 +108
Aug02 011008 87.100 87.350 87.000 87.350 -0.050 73 199 +46
Total Volume and Open Interest 5,016 15,238 -161
Lean Hogs(CME)
Oct01 011008 59.950 59.950 59.075 59.200 -0.750 2,760 10,519 -748
Dec01 011008 55.400 55.500 54.650 54.875 -0.400 3,635 25,375 +226
Feb02 011008 55.700 55.700 55.100 55.250 -0.475 796 5,578 +229
Apr02 011008 56.300 56.350 55.850 55.950 -0.450 529 2,591 +198
Jun02 011008 63.400 63.425 62.975 62.975 -0.200 28 579 -4
Jul02 011008 60.800 60.800 60.800 60.800 +0.050 2 215 +0
Aug02 011008 59.700 59.700 59.700 59.700 +0.050 1 113 +0
Oct02 011008 53.350 53.350 53.350 53.350 unch 0 152 +0
Total Volume and Open Interest 7,765 45,668 -94
Pork Bellies(CME)
Feb02 011008 74.550 74.750 72.600 73.475 -1.075 549 2,115 +92
Mar02 011008 74.400 74.400 72.700 72.725 -0.975 19 91 +2
May02 011008 76.000 76.000 76.000 76.000 -0.800 0 43 +0
Jul02 011008 74.000 75.900 73.400 75.050 -0.400 0 20 +0
Aug02 011008 75.050 75.050 75.050 75.050 -0.450 0 3 +0
Total Volume and Open Interest 568 2,272 +94
Cocoa(NYBOT)
Dec01 011008 1093 1104 1086 1092 -22 3,274 26,317 +850
Mar02 011008 1095 1104 1089 1093 -22 1,859 23,679 +55
May02 011008 1103 1103 1099 1099 -22 345 9,586 -187
Jul02 011008 1103 1103 1103 1103 -22 405 6,264 -101
Sep02 011008 1109 1109 1109 1109 -22 252 6,226 +46
Dec02 011008 1120 1120 1120 1120 -22 0 11,652 +0
Mar03 011008 1133 1133 1133 1133 -22 22 8,913 +15
Total Volume and Open Interest 6,217 95,924 +738
Coffee "C"(NYBOT)
Dec01 011008 46.25 46.75 45.85 45.90 -0.75 2,223 34,239 -287
Mar02 011008 49.00 49.40 48.55 48.60 -0.70 1,083 11,935 -89
May02 011008 50.30 50.55 50.00 50.00 -0.70 111 3,975 -25
Jul02 011008 51.60 51.80 51.30 51.30 -0.80 168 2,834 -4
Sep02 011008 52.90 53.25 52.35 52.35 -0.90 209 1,727 -17
Dec02 011008 54.80 55.20 54.25 54.25 -0.95 123 1,781 +52
Total Volume and Open Interest 3,917 56,509 -370
Orange Juice(NYBOT)
Nov01 011008 80.80 80.80 79.55 79.70 -0.75 2,076 11,939 -186
Jan02 011008 82.90 82.90 81.60 81.75 -0.95 412 2,750 +140
Mar02 011008 85.35 85.35 85.00 85.00 -0.50 36 1,972 +3
May02 011008 87.00 87.00 87.00 87.00 -0.50 0 783 +0
Jul02 011008 89.25 89.25 89.25 89.25 -0.50 0 90 +0
Total Volume and Open Interest 2,524 17,684 -43
Sugar #11(NYBOT)
Mar02 011008 6.40 6.40 6.22 6.27 -0.30 8,224 93,491 +2,747
May02 011008 6.25 6.25 6.13 6.17 -0.28 2,891 13,627 +1,512
Jul02 011008 6.12 6.15 6.00 6.04 -0.28 2,117 17,839 +943
Oct02 011008 6.39 6.39 6.25 6.27 -0.27 715 8,833 +291
Mar03 011008 6.53 6.53 6.47 6.47 -0.27 533 3,557 -175
Total Volume and Open Interest 14,840 139,311 +5,582
London Cocoa(LCE)
Dec01 011008 809 809 780 780 -29 1,687 36,854 -346
Mar02 011008 825 825 800 801 -29 1,070 58,056 +443
May02 011008 830 830 813 813 -29 695 27,899 -178
Jul02 011008 833 833 820 820 -29 10 18,540 +10
Sep02 011008 835 835 825 825 -29 58 9,851 -8
Dec02 011008 832 832 832 832 -29 228 3,623 +187
Mar03 011008 850 850 839 839 -29 102 2,488 +43
Total Volume and Open Interest 4,189 157,772 +471
London Coffee(LCE)
Nov01 011008 380.00 383.00 374.00 378.00 -5.00 1,206 23,789 -344
Jan02 011008 393.00 396.00 388.00 392.00 -5.00 1,121 32,610 +171
Mar02 011008 410.00 412.00 405.00 408.00 -4.00 531 17,214 +76
May02 011008 427.00 427.00 419.00 423.00 -4.00 430 14,246 +264
Jul02 011008 443.00 443.00 436.00 439.00 -4.00 743 7,509 +46
Sep02 011008 450.00 457.00 450.00 453.00 -3.00 247 4,389 +168
Total Volume and Open Interest 4,756 101,301 +849
London Sugar(LCE)
Oct01 010914 220.00 231.50 219.60 230.00 +9.80 3,557 4,459 -1,314
Dec01 011008 211.00 211.00 205.00 207.00 -4.00 1,187 17,649 -403
Mar02 011008 208.50 208.50 201.50 203.00 -5.50 758 13,386 -30
May02 011008 204.80 204.80 199.00 200.50 -5.70 472 5,634 +260
Aug02 011008 201.80 201.80 194.70 196.00 -5.70 154 4,817 +100
Total Volume and Open Interest 2,635 44,167 -70
Cotton(NYBOT)
Oct01 011008 31.80 31.80 30.50 31.10 -0.85 9 7 +5
Dec01 011008 33.24 33.24 31.80 32.04 -1.23 4,168 35,784 +88
Mar02 011008 35.05 35.05 33.80 33.95 -1.33 2,133 10,240 +349
May02 011008 36.30 36.40 35.20 35.27 -1.30 475 5,697 +86
Jul02 011008 37.60 37.60 36.50 36.50 -1.30 419 4,317 +123
Oct02 011008 39.40 39.40 38.37 38.37 -1.04 15 163 -4
Total Volume and Open Interest 7,422 60,306 +685
Lumber(CME)
Nov01 011008 244.0 245.0 240.4 240.5 -3.9 247 1,483 -3
Jan02 011008 260.5 260.6 257.2 257.4 -5.8 106 459 -7
Mar02 011008 268.6 269.9 268.6 269.9 -4.4 2 70 +0
May02 011008 274.0 274.0 273.0 273.0 -4.2 0 15 +0
Total Volume and Open Interest 355 2,027 -10
Crude Oil(NYM)
Nov01 011008 22.30 22.70 21.95 22.45 +0.06 57,970 112,520 -237
Dec01 011008 22.60 23.05 22.38 22.86 +0.05 49,200 80,563 +6,921
Jan02 011008 22.67 23.15 22.55 23.01 +0.06 7,923 40,586 +1,570
Feb02 011008 22.80 23.17 22.68 23.16 +0.07 2,256 19,345 +620
Mar02 011008 22.80 23.30 22.80 23.23 +0.08 2,484 15,925 +755
Apr02 011008 23.05 23.25 23.05 23.25 +0.09 1,002 14,446 -17
May02 011008 23.16 23.22 23.12 23.22 +0.10 516 10,361 -207
Jun02 011008 22.90 23.22 22.80 23.17 +0.11 2,019 28,302 +377
Jul02 011008 23.10 23.10 23.10 23.10 +0.12 50 8,919 +67
Aug02 011008 23.00 23.01 23.00 23.01 +0.13 516 11,802 +256
Total Volume and Open Interest 130,898 445,840 +12,535
Heating Oil(NYM)
Nov01 011008 64.00 65.30 63.55 64.47 +0.45 14,799 39,710 -78
Dec01 011008 64.90 66.20 64.40 65.60 +0.51 10,952 32,376 +1,559
Jan02 011008 65.85 66.85 65.45 66.25 +0.46 4,436 21,082 +777
Feb02 011008 65.90 66.55 65.10 65.95 +0.41 2,150 14,201 +336
Mar02 011008 64.90 65.20 64.15 64.80 +0.41 121 15,310 +74
Apr02 011008 63.80 64.10 62.95 63.60 +0.46 232 6,947 +198
May02 011008 62.00 62.95 62.00 62.35 +0.51 247 3,911 +52
Jun02 011008 61.50 62.60 61.50 62.00 +0.56 797 7,222 +79
Jul02 011008 62.00 62.75 62.00 62.25 +0.66 91 1,834 +71
Aug02 011008 63.25 63.45 62.75 62.75 +0.76 376 2,055 +272
Total Volume and Open Interest 34,805 150,652 +3,595
Unleaded Gas(NYM)
Nov01 011008 61.30 62.30 60.80 61.47 -0.40 17,284 29,562 -81
Dec01 011008 61.70 62.40 61.05 61.76 -0.38 9,185 16,624 +1,827
Jan02 011008 62.50 63.20 61.90 62.53 -0.21 1,480 10,101 -61
Feb02 011008 63.00 63.70 63.00 63.43 -0.13 699 4,910 +83
Mar02 011008 64.00 64.43 64.00 64.43 -0.06 510 7,364 +125
Apr02 011008 70.75 70.78 70.75 70.78 -0.01 602 8,856 -60
May02 011008 71.20 71.50 71.20 71.28 +0.04 489 7,377 -116
Jun02 011008 71.65 71.65 71.03 71.03 +0.09 230 4,410 +207
Total Volume and Open Interest 30,961 94,618 +2,066
Natural Gas(NYM)
Nov01 011008 2.230 2.310 2.220 2.270 +0.043 32,940 58,346 +1,886
Dec01 011008 2.620 2.675 2.610 2.647 +0.030 9,146 39,509 -152
Jan02 011008 2.825 2.880 2.820 2.855 +0.025 4,217 46,922 +492
Feb02 011008 2.825 2.885 2.825 2.853 +0.025 2,719 28,365 +364
Mar02 011008 2.775 2.840 2.775 2.808 +0.025 1,938 29,099 -263
Apr02 011008 2.710 2.740 2.700 2.718 +0.022 1,228 35,160 +703
May02 011008 2.740 2.765 2.730 2.743 +0.022 732 19,180 +167
Jun02 011008 2.790 2.805 2.760 2.788 +0.022 485 14,300 +24
Total Volume and Open Interest 61,899 481,302 +5,973
Brent Crude Oil(IPE)
Nov01 011008 21.80 22.10 21.53 21.57 -0.06 33,757 45,242 +1,233
Dec01 011008 22.30 22.35 21.79 21.81 -0.09 36,611 64,784 +6,143
Jan02 011008 22.49 22.50 22.05 22.05 -0.07 7,310 27,524 +553
Feb02 011008 22.46 22.47 22.10 22.10 -0.04 2,320 13,833 -427
Mar02 011008 22.15 22.36 22.04 22.04 -0.03 1,587 9,571 -682
Apr02 011008 22.15 22.21 21.98 21.98 -0.01 67 8,007 -437
May02 011008 21.93 21.93 21.93 21.93 +0.02 374 5,267 +217
Jun02 011008 22.30 22.30 21.88 21.88 +0.05 1,050 17,646 +0
Total Volume and Open Interest 85,633 224,320 +7,233
Gas Oil(IPE)
Oct01 011008 208.00 208.00 201.50 202.50 -6.75 9,661 19,791 +541
Nov01 011008 203.50 204.00 199.25 201.00 -4.50 10,034 37,476 +1,056
Dec01 011008 202.50 203.00 198.75 201.25 -4.25 3,447 30,590 -434
Jan02 011008 200.00 200.75 198.50 200.00 -4.50 1,319 14,358 +14
Feb02 011008 199.00 199.00 198.50 198.50 -4.25 450 7,676 +40
Mar02 011008 196.75 196.75 196.75 196.75 -4.00 413 5,272 +305
Apr02 011008 195.50 195.50 194.50 195.00 -3.50 0 2,885 +0
May02 011008 194.00 194.00 194.00 194.00 -3.50 100 1,344 +0
Total Volume and Open Interest 25,774 132,173 +940
US Dollar Index(NYBOT)
Dec01 011008 112.89 112.96 112.85 112.96 -0.34 900 5,200 -108
Mar02 011008 113.46 113.46 113.46 113.46 -0.34 1 2,018 -1
Jun02 011008 113.96 113.96 113.96 113.96 -0.34 0 2 +0
Total Volume and Open Interest 901 7,221 -109
Australian Dollar(IMM)
Dec01 011008 50.57 50.57 50.57 50.57 unch 1,086 0 -23,734
Mar02 011008 50.35 50.35 50.35 50.35 unch 1 0 -325
Jun02 011008 50.13 50.13 50.13 50.13 unch      
Total Volume and Open Interest 1,087    
British Pound(IMM)
Dec01 011008 147.48 147.48 147.48 147.48 unch 3,562 0 -39,724
Mar02 011008 146.78 146.78 146.78 146.78 unch 2 0 -54
Jun02 011008 146.08 146.08 146.08 146.08 unch      
Total Volume and Open Interest 3,564    
Canadian Dollar(IMM)
Dec01 011008 63.97 63.97 63.97 63.97 unch 8,179 0 -67,579
Mar02 011008 63.91 63.91 63.91 63.91 unch 27 0 -2,725
Jun02 011008 63.87 63.87 63.87 63.87 unch      
Sep02 011008 63.85 63.85 63.85 63.85 unch 1 0 -153
Total Volume and Open Interest 8,207    
Japanese Yen(IMM)
Dec01 011008 83.48 83.48 83.48 83.48 unch 7,029 0 -75,778
Mar02 011008 83.95 83.95 83.95 83.95 unch 2 0 -193
Jun02 011008 84.43 84.43 84.43 84.43 unch      
Total Volume and Open Interest      
Deutsche Mark(IMM)
Dec01 011005 46.79 46.79 46.79 46.79 +0.08 0 200 +0
Total Volume and Open Interest 0 200 +0
Swiss Franc(IMM)
Dec01 011008 61.83 61.83 61.83 61.83 unch 5,818 0 -47,684
Mar02 011008 61.87 61.87 61.87 61.87 unch 3 0 -99
Jun02 011008 61.94 61.94 61.94 61.94 unch      
Total Volume and Open Interest 5,821    
EuroFX(IMM)
Dec01 011005 91.54 91.79 91.39 91.51 +0.15 8,534 111,346 -14
Mar02 011005 91.21 91.28 91.21 91.28 +0.14 4 828 -2
Jun02 011005 91.11 91.11 91.11 91.11 +0.14 0 176 +0
Total Volume and Open Interest 8,538 112,394 -16
Mexican Peso(IMM)
Dec01 011005 10230.0 10250.0 10180.0 10247.0 -3.0 3,553 11,571 +1,175
Mar02 011005 9960.0 9990.0 9960.0 9977.0 -3.0 36 1,437 -34
Total Volume and Open Interest 3,591 14,132 +1,141
30-Year T-Bonds(CBOT)
Dec01 011005 106~28 107~09 106~21 106~25 -0~03 259,328 550,345 +6,524
Mar02 011005 106~02 106~05 105~24 105~25 -0~04 1,545 26,000 +810
Jun02 011005 104~26 104~26 104~26 104~26 -0~04 0 471 +0
Total Volume and Open Interest 260,873 576,816 +7,334
Municipal Bonds(CBOT)
Dec01 011005 107~20 107~22 107~12 107~16 unch 579 9,654 -3
Total Volume and Open Interest 579 9,654 -3
10-Year T-Notes(CBOT)
Dec01 011005 109~175 109~240 109~120 109~165 +0~020 264,062 573,774 +366
Mar02 011005 108~195 108~195 108~110 108~145 +0~020 2,395 5,199 +1,595
Total Volume and Open Interest 266,457 578,973 +1,961
5-Year T-Notes(CBOT)
Dec01 011005 108~195 108~225 108~125 108~190 +0~025 136,341 463,504 -2,201
Mar02 011005 107~180 107~180 107~180 107~180 +0~025 0 228 -10
Total Volume and Open Interest 136,341 463,732 -2,211
2 Year T-Notes(CBOT)
Dec01 011005 105~044 105~057 105~036 105~052 +0~012 7,374 63,614 +1,391
Total Volume and Open Interest 7,374 63,614 +1,391
3-Mth T-Bills(IMM)
Dec01 011008 98.01 98.01 98.01 98.01 unch 34 0 -1,065
Total Volume and Open Interest 34    
Eurodollars(IMM)
Dec01 011008 97.735 97.735 97.735 97.735 unch 108,096 0 -835,187
Mar02 011008 97.675 97.675 97.675 97.675 unch 145,844 0 -586,609
Jun02 011008 97.350 97.350 97.350 97.350 unch 130,654 0 -582,920
Sep02 011008 96.940 96.940 96.940 96.940 unch 90,953 0 -397,124
Dec02 011008 96.440 96.440 96.440 96.440 unch 50,777 0 -366,077
Mar03 011008 96.080 96.080 96.080 96.080 unch 28,678 0 -236,554
Jun03 011008 95.710 95.710 95.710 95.710 unch 16,649 0 -167,374
Sep03 011008 95.400 95.400 95.400 95.400 unch 15,892 0 -170,950
Dec03 011008 95.105 95.105 95.105 95.105 unch 9,136 0 -136,272
Mar04 011008 94.990 94.990 94.990 94.990 unch 10,743 0 -147,124
Jun04 011008 94.825 94.825 94.825 94.825 unch 9,224 0 -114,295
Sep04 011008 94.685 94.685 94.685 94.685 unch 6,713 0 -95,262
Total Volume and Open Interest 666,148    
3-Mth Euro-Yen(IMM)
Dec01 011005 99.91 99.91 99.91 99.91 unch 505 18,639 +188
Mar02 011005 99.89 99.89 99.89 99.89 unch 64 8,125 -66
Jun02 011005 99.90 99.90 99.90 99.90 unch 277 10,524 +28
Sep02 011005 99.88 99.88 99.88 99.88 unch 97 2,846 +91
Dec02 011005 99.83 99.83 99.83 99.83 unch 0 890 +0
Mar03 011005 99.79 99.79 99.79 99.79 unch 9 589 +8
Jun03 011005 99.76 99.76 99.76 99.76 unch 0 98 +0
Sep03 011005 99.70 99.70 99.70 99.70 unch 0 15 +0
Dec03 011005 99.60 99.60 99.60 99.60 unch 0 2 +0
Mar04 011005 99.53 99.53 99.53 99.53 unch 0 220 +0
Total Volume and Open Interest 952 41,948 +249
3-Mth Euro-Yen(SIMEX)
Dec01 011008 99.90 99.90 99.90 99.90 -0.01 1,105 91,775 +513
Mar02 011008 99.89 99.89 99.89 99.89 -0.01 824 60,810 -1,411
Jun02 011008 99.90 99.90 99.90 99.90 0.00 744 60,533 -82
Sep02 011008 99.87 99.87 99.87 99.87 0.00 395 25,455 +200
Dec02 011008 99.82 99.82 99.82 99.82 -0.01 31 9,911 +10
Mar03 011008 99.79 99.79 99.79 99.79 unch 22 14,012 -16
Jun03 011008 99.76 99.76 99.76 99.76 0.00 115 13,360 +94
Sep03 011008 99.70 99.70 99.70 99.70 unch 10 7,136 +0
Total Volume and Open Interest 3,261 296,292 -677
Euro Notional Bond(MATIF)
Dec01 011008 90.51 90.57 90.05 90.15 -0.20 642 26,990 -1,366
Mar02 011008 90.28 90.28 90.28 90.28 -0.20      
Jun02 011008 90.34 90.34 90.34 90.34 -0.13      
Total Volume and Open Interest 642 26,990 -1,366
3-Month Euribor(MATIF)
Dec01 011008 96.65 96.65 96.65 96.65 unch 0 2,776 +0
Mar02 011008 96.85 96.85 96.85 96.85 unch 0 2,496 +0
Jun02 011008 96.80 96.80 96.80 96.80 -0.05 0 211 +0
Total Volume and Open Interest 0 6,273 +0
German Euro-Bund(EUREX)
Dec01 011008 110.00 110.12 109.62 109.63 -0.24 698,616 797,339 +57,101
Mar02 011008 109.65 109.65 109.28 109.28 -0.23 1,194 8,687 +310
Jun02 011008 109.23 109.23 109.23 109.23 -0.24 2,590 499 +0
Total Volume and Open Interest 702,400 806,525 +57,411
German Euro-Bobl(EUREX)
Dec01 011008 108.76 108.90 108.63 108.67 -0.04 335,598 557,467 +20,959
Mar02 011008 108.15 108.15 108.15 108.15 -0.05 939 4,436 +451
Jun02 011008 108.03 108.03 108.03 108.03 -0.04 0 814 +0
Total Volume and Open Interest 336,537 562,717 +21,410
Long Gilt(LIFFE)
Dec01 011008 115~27 116~07 115~26 116~02 +0~11 19,915 72,254 -2,115
Mar02 011008 115~21 115~21 115~21 115~21 +0~11      
Total Volume and Open Interest 19,915 72,254 -2,115
3-Mth Short Sterling(LIFFE)
Dec01 011008 95.69 95.72 95.68 95.69 +0.01 28,846 0 +0
Mar02 011008 95.70 95.72 95.67 95.68 unch 26,544 0 +0
Jun02 011008 95.52 95.57 95.50 95.51 -0.01 31,220 0 +0
Total Volume and Open Interest 127,595    
3-Mth Euribor(LIFFE)
Dec01 011008 96.695 96.715 96.635 96.650 -0.020 103,640 474,155 -6,212
Mar02 011008 96.880 96.890 96.830 96.845 -0.005 78,516 373,801 -9,533
Jun02 011008 96.860 96.870 96.810 96.825 -0.005 67,193 278,713 -5,693
Total Volume and Open Interest 356,909 1,863,512 -12,019
3-Mth Aus T-Bills(SFE)
Dec01 011008 95.87 95.93 95.87 95.88 +0.06 11,385 214,548 +287
Mar02 011008 95.96 96.01 95.95 95.96 +0.08 6,081 90,763 +2,094
Jun02 011008 95.84 95.91 95.84 95.86 +0.09 2,405 35,010 +256
Sep02 011008 95.65 95.71 95.63 95.63 +0.08 913 20,754 +344
Dec02 011008 95.47 95.47 95.38 95.38 +0.09 130 13,319 +80
Mar03 011008 95.27 95.27 95.18 95.18 +0.09 402 9,028 +271
Jun03 011008 95.07 95.07 95.03 95.03 +0.11 161 6,157 -10
Sep03 011008 94.93 94.93 94.90 94.91 +0.12 656 4,714 +9
Dec03 011008 94.85 94.85 94.81 94.82 +0.13 0 2,325 +0
Mar04 011008 94.75 94.75 94.75 94.75 +0.12 110 1,820 +110
Total Volume and Open Interest 22,293 401,127 +3,481
10-Year Aus T-Bonds(SFE)
Dec01 011008 94.61 94.62 94.61 94.61 +0.03 856 137,972 -3,486
Mar02 011008 94.62 94.62 94.62 94.62 +0.04      
Total Volume and Open Interest 8,567 134,220 -7,238
3-Year Aus T-Bonds(SFE)
Dec01 011008 95.59 95.62 95.56 95.57 +0.11 33,178 234,954 -14,724
Mar02 011008 95.57 95.57 95.57 95.57 +0.11      
Total Volume and Open Interest 33,178 234,954 -14,724
Gold(CMX)
Oct01 011008 292.0 292.5 292.0 292.4 +1.0 10 124 -3
Dec01 011008 294.5 294.8 292.1 293.4 +0.9 18,689 102,190 +1,746
Feb02 011008 294.5 295.0 292.6 293.8 +0.9 1,429 12,784 +987
Apr02 011008 295.8 295.8 293.5 294.2 +0.9 707 3,703 +325
Jun02 011008 295.5 295.5 294.2 294.8 +0.9 312 5,530 -106
Aug02 011008 295.3 295.3 295.3 295.3 +0.9 0 2,645 +0
Total Volume and Open Interest 21,448 139,098 +3,054
Silver(CMX)
Dec01 011008 470.0 470.5 465.0 467.0 -1.5 3,745 47,459 +1,803
Mar02 011008 472.5 472.5 468.0 469.3 -1.4 90 13,346 -12
May02 011008 474.0 474.0 470.8 470.8 -1.3 26 957 -25
Jul02 011008 475.0 475.0 472.1 472.1 -1.2 1 1,403 -13
Sep02 011008 473.2 473.2 473.2 473.2 -1.2 0 1,298 +0
Total Volume and Open Interest 3,934 70,177 +1,730
Platinum(NYM)
Oct01 011008 436.0 436.0 432.5 432.5 -5.5 4 99 -71
Jan02 011008 426.0 426.0 422.5 422.5 -4.5 205 4,993 +144
Total Volume and Open Interest 209 5,120 +73
Palladium(NYME)
Dec01 011008 343.00 355.00 343.00 346.15 -1.35 45 1,224 +11
Mar02 011008 348.15 348.15 348.15 348.15 -1.35 0 35 +0
Total Volume and Open Interest 45 1,259 +11
Copper(CMX)
Dec01 011008 64.40 64.50 64.10 64.35 +0.30 5,430 51,388 +2
Mar02 011008 65.40 65.40 65.10 65.15 +0.30 359 8,598 +108
May02 011008 65.95 65.95 65.65 65.65 +0.30 27 3,614 -5
Jul02 011008 66.50 66.50 66.15 66.15 +0.30 53 2,538 +6
Sep02 011008 66.90 66.90 66.65 66.65 +0.30 28 2,729 +4
Total Volume and Open Interest 7,813 84,944 +696
DJIA Index(CBOT)
Dec01 011008 9008 9155 9000 9061 -39 21,866 31,676 +798
Mar02 011008 9010 9066 9010 9066 -40 207 666 +153
Jun02 011008 9083 9083 9083 9083 -40 0 65 +0
Total Volume and Open Interest 22,073 32,413 +951
S & P 500(CME)
Dec01 011008 1063.50 1072.50 1058.50 1065.30 -6.50 77,198 512,243 +3,608
Mar02 011008 1061.00 1072.00 1061.00 1067.20 -6.60 73 10,511 -25
Jun02 011008 1070.90 1070.90 1070.90 1070.90 -6.70 75 894 +75
Sep02 011008 1075.40 1075.40 1075.40 1075.40 -6.70 0 236 +0
Total Volume and Open Interest 77,346 524,165 +3,658
S & P 500 E-Mini(Globex)
Dec01 011008 1067.00 1072.75 1055.75 1065.25 -6.50 243,154 120,621 -376
Mar02 011008 1067.25 1067.25 1067.25 1067.25 -6.50 5 7 +2
Total Volume and Open Interest 243,159 120,628 -374
NASDAQ 100(CME)
Dec01 011008 1256.00 1305.00 1249.00 1286.00 +5.50 20,602 49,269 -678
Mar02 011008 1293.00 1293.00 1293.00 1293.00 +5.50 0 6 +0
Jun02 011008 1300.00 1300.00 1300.00 1300.00 +5.50      
Total Volume and Open Interest 20,602 49,275 -678
NASDAQ 100 E-Mini(GLOBEX)
Dec01 011008 1264.5 1304.5 1247.0 1286.0 +5.5 173,611 60,282 +2,834
Mar02 011008 1293.0 1293.0 1293.0 1293.0 +5.5      
Total Volume and Open Interest 173,611 60,282 +2,834
NYSE Composite(NYBOT)
Dec01 011008 551.30 553.80 547.80 550.50 -4.00 881 5,371 -72
Mar02 011008 551.50 551.50 551.50 551.50 -4.00 0 700 +0
Jun02 011008 552.50 552.50 552.50 552.50 -4.00 0 300 +0
Total Volume and Open Interest 881 6,371 -72
S & P Midcap 400(CME)
Dec01 011008 438.75 442.00 436.00 439.00 -2.75 1,247 14,929 -93
Mar02 011008 441.85 441.85 441.85 441.85 -2.75      
Jun02 011008 445.85 445.85 445.85 445.85 -2.75      
Total Volume and Open Interest 1,247 14,929 -93
Russell 2000(CME)
Dec01 011008 411.00 417.00 410.00 412.50 -3.50 2,491 20,712 -186
Mar02 011008 414.65 414.65 414.65 414.65 -3.50      
Jun02 011008 418.65 418.65 418.65 418.65 -3.50      
Total Volume and Open Interest 2,491 20,712 -186
Value Line(KCBT)
Dec01 011008 1037.50 1051.00 1035.50 1040.00 -6.00 159 102 -29
Total Volume and Open Interest 159 102 -29
Nikkei 225(CME)
Dec01 011008 10010 10145 10010 10130 +50 954 13,506 -159
Mar02 011008 10155 10155 10155 10155 +50 0 20 +0
Total Volume and Open Interest 954 13,549 -159
Nikkei 225(SIMEX)
Dec01 011005 10260 10260 10030 10185 +25 13,027 94,758 -36
Mar02 011005 10180 10180 10180 10180 +25 0 425 +0
Jun02 011005 10140 10140 10140 10140 +25 0 24 +0
Total Volume and Open Interest 13,027 95,207 -36
CAC 40(MATIF)
Dec01 011008 4128.0 4208.0 4059.5 4201.0 +16.5 1,006 87,440 +296
Mar02 011008 4231.5 4234.0 4231.5 4234.0 +17.0 2 35,153 +0
Jun02 011008 4192.0 4192.0 4192.0 4192.0 +17.0 0 6,260 +0
Total Volume and Open Interest 81,820 606,512 +15,449
DAX Index(EUREX)
Dec01 011008 4411.5 4543.0 4363.0 4513.0 -6.0 74,162 139,761 +2,147
Mar02 011008 4442.0 4563.0 4409.5 4543.0 -7.0 279 10,678 -10
Jun02 011008 4487.5 4589.5 4487.5 4582.0 -5.0 26 997 -14
Total Volume and Open Interest 74,467 151,436 +2,123
FT-SE 100(LIFFE)
Dec01 011008 4985.00 5085.00 4921.00 5078.50 +25.00 58,999 328,061 +3,820
Mar02 011008 4999.50 5089.50 4936.50 5089.50 +27.00 478 21,755 +152
Jun02 011008 4960.00 5108.50 4955.00 5108.50 +26.00 2 6,617 +1
Total Volume and Open Interest 59,479 356,433 +3,973
SPI 200(SFE)
Dec01 011008 3160.0 3165.0 3138.0 3159.0 -22.0 12,102 150,164 +4,436
Mar02 011008 3164.0 3164.0 3164.0 3164.0 -22.0 64 1,709 +19
Jun02 011008 3173.0 3173.0 3173.0 3173.0 -22.0 194 1,462 +86
Total Volume and Open Interest 12,361 153,447 +4,541
GSCI(CME)
Oct01 011008 177.00 178.00 176.00 177.00 -0.70 1,806 15,783 -1,048
Nov01 011008 179.45 181.00 179.45 180.50 -0.80 1,914 1,829 +1,736
Dec01 011008 184.50 184.50 184.50 184.50 +0.40      
Total Volume and Open Interest 3,720 17,612 +688
Bridge CRB Index(NYBOT)
Nov01 011008 190.50 191.00 190.00 190.05 -1.60 25 309 +5
Jan02 011008 193.80 193.80 192.35 192.35 -1.60 1 206 -1
Feb02 011008 192.60 192.60 192.15 192.15 -1.60 1 106 +0
Total Volume and Open Interest 27 623 +4
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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Newsflash

For those who "research their trades" via historical daily charts, Research Director Nick Colley wants
to give you a taste of enhancements forthcoming to the Traders Desk
Reference (TDR) section of the MRCI web site.  Click on the following
address and you will be directed to the test section for Soybeans:

http://www.mrci.com/client/tdr/s/index.php

Remember this is only a test section, but it is intended to be the model
for all other futures.  You can use the "mouse-over" function, the table
includes seasonal patterns, weekly and monthly contract continuation
charts, and by clicking on the year in the "History Range" row, a table
will appear with each year in the data base.  Click again and find the
daily chart for that contract for that year.  Enjoy!