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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 Thu November 01, 2001
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Nov01 011101 428.00 436.25 428.00 435.00 +6.50 16,685 18,729 -4,433
Jan02 011101 435.75 442.75 435.25 441.50 +4.75 42,353 80,459 +579
Mar02 011101 441.00 447.75 440.50 447.00 +5.25 9,338 34,769 +735
May02 011101 446.00 452.50 445.50 451.25 +3.75 3,168 23,649 +187
Jul02 011101 450.00 456.50 450.00 455.75 +4.50 2,508 21,354 +393
Aug02 011101 452.00 454.00 451.00 454.00 +3.50 20 1,129 +11
Sep02 011101 454.00 454.00 454.00 454.00 +1.25 5 305 +3
Total Volume and Open Interest 74,350 186,221 -2,368
Soybean Meal(CBOT)
Dec01 011101 160.00 164.90 159.80 164.60 +3.80 12,558 37,024 -2,318
Jan02 011101 157.90 161.00 157.70 160.80 +2.40 5,281 23,082 +647
Mar02 011101 155.00 158.00 154.80 157.60 +1.90 7,125 19,373 +1,493
May02 011101 152.00 154.70 151.80 154.40 +2.40 1,914 19,922 +508
Jul02 011101 151.80 154.50 151.70 154.10 +1.90 1,749 17,734 +682
Aug02 011101 151.50 153.50 151.50 153.00 +1.60 198 4,689 +178
Sep02 011101 151.20 153.00 150.80 153.00 +1.60 393 4,302 +206
Oct02 011101 150.50 152.00 150.00 151.60 +1.50 66 2,102 +27
Total Volume and Open Interest 29,618 131,610 +1,548
Soybean Oil(CBOT)
Dec01 011101 15.58 15.71 15.39 15.68 +0.17 14,924 58,698 -2,627
Jan02 011101 15.75 15.90 15.59 15.90 +0.21 5,033 30,653 +161
Mar02 011101 15.97 16.15 15.82 16.14 +0.22 6,750 27,243 +801
May02 011101 16.18 16.37 16.04 16.37 +0.22 2,088 26,240 +707
Jul02 011101 16.48 16.63 16.29 16.61 +0.22 2,093 16,724 +130
Aug02 011101 16.55 16.68 16.47 16.68 +0.23 34 3,478 +26
Sep02 011101 16.70 16.78 16.70 16.78 +0.22 2 2,867 +2
Oct02 011101 16.70 16.85 16.70 16.85 +0.17 0 1,491 +0
Total Volume and Open Interest 30,925 171,552 -755
Canola(WCE)
Nov01 011101 334.3 337.5 334.3 337.5 +1.2 1,628 5,187 -968
Jan02 011101 337.5 341.0 337.0 340.9 +3.1 8,639 41,009 -550
Mar02 011101 337.5 340.5 337.0 340.5 +3.0 651 11,926 +308
May02 011101 340.3 340.3 340.3 340.3 +2.3 27 2,400 +10
Jul02 011101 339.0 340.0 337.5 340.0 +2.0 144 4,131 +59
Total Volume and Open Interest 11,297 68,731 -1,218
Corn(CBOT)
Nov01 011101 199.00 200.00 199.00 199.75 -1.00 1,078 590 -325
Dec01 011101 204.00 204.75 202.50 204.00 -1.50 44,401 209,377 -3,892
Jan02 011101 209.00 209.00 207.50 209.00 -0.75 27 865 -3
Mar02 011101 217.00 217.50 215.50 217.00 -1.00 13,422 129,638 +6,144
May02 011101 225.00 225.50 223.50 225.00 -1.00 3,107 41,849 +482
Jul02 011101 230.75 231.75 229.75 231.50 -0.50 4,122 36,812 +303
Total Volume and Open Interest 71,002 446,407 +2,056
Wheat(CBOT)
Dec01 011101 291.00 291.75 288.00 288.75 -4.50 22,925 69,744 -3,190
Mar02 011101 299.00 299.00 296.00 297.50 -3.25 10,835 38,973 +3,347
May02 011101 300.50 301.00 298.00 299.00 -1.75 325 6,335 -9
Jul02 011101 301.50 301.50 299.00 299.50 -2.75 1,122 9,764 +153
Sep02 011101 304.50 304.50 302.50 303.00 -2.50 40 438 +35
Total Volume and Open Interest 35,306 126,665 +348
Wheat(KCBT)
Dec01 011101 300.00 300.00 295.50 296.25 -5.25 3,708 37,007 -1,452
Mar02 011101 307.50 307.50 304.00 304.50 -4.00 3,555 23,602 +951
May02 011101 312.50 312.50 309.50 310.00 -4.00 235 6,831 -33
Jul02 011101 316.50 316.50 314.00 314.25 -3.75 301 5,843 +153
Sep02 011101 322.00 322.00 320.00 321.00 -1.00 52 1,582 +2
Total Volume and Open Interest 7,972 75,300 -369
Wheat(MGE)
Dec01 011101 314.00 315.25 312.75 313.75 -1.25 1,560 18,111 -62
Mar02 011101 324.75 325.50 323.50 324.75 unch 1,155 7,150 +27
May02 011101 332.50 332.75 331.50 332.00 -1.00 31 1,597 +19
Jul02 011101 339.00 340.00 338.75 338.75 -1.75 16 831 +11
Sep02 011101 346.50 346.50 345.75 345.75 -2.50 1 435 +0
Total Volume and Open Interest 2,781 28,200 -18
Oats(CBOT)
Dec01 011101 199.00 202.00 197.50 201.75 +3.25 1,992 6,537 -67
Mar02 011101 184.75 188.00 184.00 187.75 +3.75 1,083 5,350 +286
May02 011101 176.00 177.50 174.00 177.00 +3.75 424 1,477 +144
Jul02 011101 159.75 162.00 158.50 162.00 +1.50 131 683 +39
Total Volume and Open Interest 3,638 14,130 +406
Rough Rice(MCE)
Nov01 011101 3.58 3.64 3.58 3.59 -0.01 431 455 -1,126
Jan02 011101 3.82 3.84 3.79 3.81 -0.01 549 2,537 +185
Mar02 011101 4.08 4.10 4.01 4.04 -0.01 79 1,428 +28
May02 011101 4.26 4.26 4.26 4.26 -0.02 0 595 +1
Total Volume and Open Interest 1,059 5,449 -912
Live Cattle(CME)
Dec01 011101 67.925 68.350 67.700 68.150 +0.075 7,030 43,487 +145
Feb02 011101 71.150 71.800 71.150 71.750 +0.400 2,995 31,185 +927
Apr02 011101 73.250 73.650 73.100 73.625 +0.275 1,119 16,640 +225
Jun02 011101 68.600 69.075 68.525 69.025 +0.375 563 13,770 +110
Aug02 011101 68.250 68.750 68.250 68.625 +0.375 192 3,097 -41
Oct02 011101 69.700 70.250 69.700 70.050 +0.600 67 554 +7
Total Volume and Open Interest 11,966 108,733 +1,183
Feeder Cattle(CME)
Nov01 011101 86.400 86.750 86.150 86.650 +0.100 789 4,015 -67
Jan02 011101 84.450 85.000 84.400 84.800 +0.300 561 6,046 +210
Mar02 011101 83.550 83.950 83.500 83.850 +0.150 213 2,211 +25
Apr02 011101 83.550 83.950 83.550 83.750 +0.150 57 993 +6
May02 011101 83.300 83.600 83.200 83.200 -0.100 66 1,079 -6
Aug02 011101 84.350 84.550 84.350 84.400 unch 5 291 +3
Sep02 011101 84.350 84.550 84.350 84.400 unch 1 48 +0
Total Volume and Open Interest 1,692 14,684 +171
Lean Hogs(CME)
Dec01 011101 51.550 52.600 51.500 52.100 +0.450 4,806 20,598 -1,142
Feb02 011101 53.875 54.300 53.550 54.200 +0.250 1,672 6,402 -72
Apr02 011101 55.100 55.650 55.025 55.050 -0.200 607 3,338 +4
Jun02 011101 63.750 63.975 63.150 63.300 -0.750 313 989 +18
Jul02 011101 61.775 61.775 61.200 61.300 -0.600 56 365 +27
Aug02 011101 60.400 60.600 60.400 60.600 -0.200 27 202 +21
Oct02 011101 53.500 53.500 53.500 53.500 -0.100 11 236 +3
Dec02 011101 52.000 52.000 51.500 51.500        
Pork Bellies(CME)
Feb02 011101 70.750 73.100 70.500 72.975 +2.875 703 2,186 -26
Mar02 011101 70.400 72.600 70.400 72.600 +3.000 19 202 -1
May02 011101 72.350 74.000 72.250 73.800 +2.775 2 75 +0
Jul02 011101 72.100 73.100 72.100 73.100 +3.000 1 28 +0
Aug02 011101 72.000 73.000 72.000 73.000 +3.000 1 5 +1
Total Volume and Open Interest 726 2,496 -26
Cocoa(NYBOT)
Dec01 011101 1022 1028 1018 1026 +9 2,222 20,529 -88
Mar02 011101 1024 1029 1021 1028 +10 1,983 25,826 +829
May02 011101 1035 1035 1033 1033 +10 139 10,105 +73
Jul02 011101 1035 1035 1035 1035 +9 0 7,162 +0
Sep02 011101 1038 1038 1038 1038 +8 100 4,605 +49
Dec02 011101 1046 1046 1042 1042 +7 0 11,197 +0
Mar03 011101 1049 1049 1049 1049 +6 0 8,925 +2
Total Volume and Open Interest 4,444 94,598 +865
Coffee "C"(NYBOT)
Dec01 011101 43.70 46.30 43.45 45.20 +1.30 8,565 30,654 -1,848
Mar02 011101 46.60 48.25 46.00 47.60 +1.25 5,053 16,108 +1,593
May02 011101 48.00 49.50 47.50 49.05 +1.25 339 4,866 +98
Jul02 011101 49.40 51.50 49.00 50.35 +1.25 236 3,431 -94
Sep02 011101 50.50 52.25 50.25 51.35 +1.25 70 2,446 -4
Dec02 011101 52.40 54.25 52.00 53.20 +1.20 55 2,493 +91
Total Volume and Open Interest 14,334 60,370 -144
Orange Juice(NYBOT)
Nov01 011101 91.00 95.20 91.00 93.00 +2.15 1,407 755 -891
Jan02 011101 96.00 96.00 94.90 95.20 +1.75 2,225 14,036 +1,015
Mar02 011101 95.00 95.80 94.75 95.65 +1.20 246 2,500 +97
May02 011101 95.50 95.95 95.25 95.25 +0.65 72 924 +62
Jul02 011101 95.00 95.95 95.00 95.95 +0.45 0 97 +0
Total Volume and Open Interest 3,950 19,861 +283
Sugar #11(NYBOT)
Mar02 011101 6.68 6.72 6.66 6.66 -0.08 8,589 91,767 +468
May02 011101 6.48 6.50 6.45 6.46 -0.06 1,640 18,449 -196
Jul02 011101 6.17 6.18 6.14 6.15 -0.04 1,978 23,488 +248
Oct02 011101 6.29 6.30 6.26 6.28 -0.04 309 13,737 +52
Mar03 011101 6.48 6.50 6.46 6.46 -0.04 198 4,855 +147
Total Volume and Open Interest 13,097 155,842 +990
London Cocoa(LCE)
Dec01 011101 741 746 735 743 unch 1,901 29,932 -8
Mar02 011101 759 766 756 764 -1 1,107 60,790 +354
May02 011101 772 778 770 776 -2 609 30,199 +422
Jul02 011101 778 787 777 783 -3 134 19,252 +116
Sep02 011101 785 791 785 786 -3 193 9,933 +27
Dec02 011101 793 795 788 788 -5 11 3,902 +0
Mar03 011101 793 793 793 793 -5 0 2,804 +0
Total Volume and Open Interest 3,955 157,330 +911
London Coffee(LCE)
Nov01 011101 379.00 382.00 373.00 381.00 +2.00 3,260 3,916 -6,784
Jan02 011101 389.00 390.00 380.00 387.00 -2.00 3,765 36,470 +195
Mar02 011101 400.00 403.00 397.00 402.00 -2.00 2,375 21,242 -173
May02 011101 411.00 417.00 410.00 416.00 -2.00 1,339 15,866 +21
Jul02 011101 429.00 432.00 425.00 430.00 -2.00 1,896 12,402 +1,243
Sep02 011101 440.00 441.00 437.00 441.00 -4.00 1,610 9,972 +1,068
Total Volume and Open Interest 14,265 101,788 -4,410
London Sugar(LCE)
Dec01 011101 229.00 229.00 225.00 225.00 -3.30 1,591 13,669 -402
Mar02 011101 228.00 228.00 222.70 223.00 -4.00 1,713 17,150 +517
May02 011101 219.50 220.30 215.50 215.50 -4.00 597 7,435 +503
Aug02 011101 209.50 209.60 205.50 205.50 -3.00 827 7,652 +414
Oct02 011101 199.10 199.10 195.00 195.00 -2.00 63 3,238 +35
Total Volume and Open Interest 4,791 49,806 +1,067
Cotton(NYBOT)
Dec01 011101 29.80 30.60 29.75 30.03 +0.13 6,782 27,981 -963
Mar02 011101 31.35 32.10 31.35 31.63 +0.40 4,721 14,579 +1,552
May02 011101 32.40 33.00 32.40 32.71 +0.53 792 5,213 -124
Jul02 011101 33.50 34.05 33.50 33.73 +0.63 239 5,868 +68
Oct02 011101 35.30 35.80 35.30 35.50 +0.70 5 223 +2
Dec02 011101 36.00 36.75 36.00 36.50 +0.50 86 3,871 -41
Total Volume and Open Interest 12,627 58,596 +494
Lumber(CME)
Nov01 011101 229.8 237.0 217.6 221.3 -3.7 399 1,144 -5
Jan02 011101 246.0 249.3 234.0 234.0 -10.0 320 849 +24
Mar02 011101 257.8 258.7 243.6 244.8 -8.2 33 170 +9
May02 011101 253.6 253.6 250.3 250.3 -5.8 8 63 +4
Total Volume and Open Interest 761 2,236 +33
Crude Oil(NYM)
Dec01 011101 21.18 21.45 20.35 20.39 -0.79 96,594 136,758 -5,180
Jan02 011101 21.30 21.60 20.55 20.58 -0.74 33,324 54,787 +1,935
Feb02 011101 21.50 21.70 20.70 20.75 -0.71 6,712 24,916 +747
Mar02 011101 21.52 21.80 20.83 20.85 -0.68 8,787 18,837 -1,553
Apr02 011101 21.58 21.80 20.92 20.92 -0.65 2,251 17,459 +139
May02 011101 21.80 21.80 20.97 20.97 -0.62 819 12,721 +443
Jun02 011101 21.55 21.82 20.99 20.99 -0.59 3,906 27,783 +512
Jul02 011101 21.82 21.82 20.99 20.99 -0.57 190 10,368 +25
Aug02 011101 21.50 21.50 20.98 20.98 -0.54 350 11,886 -117
Sep02 011101 21.52 21.52 20.96 20.96 -0.51 110 11,432 +46
Total Volume and Open Interest 157,756 422,995 -2,949
Heating Oil(NYM)
Dec01 011101 61.25 61.40 58.70 58.87 -2.17 34,723 48,177 -1,421
Jan02 011101 61.95 62.10 59.60 59.74 -2.00 9,141 28,148 +428
Feb02 011101 61.60 62.05 59.90 59.94 -1.80 6,571 15,478 +239
Mar02 011101 60.60 61.10 58.99 58.99 -1.55 3,962 17,473 +711
Apr02 011101 59.00 60.10 58.09 58.09 -1.45 2,174 10,629 +134
May02 011101 59.00 59.00 57.04 57.04 -1.35 1,404 5,230 +241
Jun02 011101 58.80 58.80 56.84 56.84 -1.30 1,821 7,560 +513
Jul02 011101 59.30 59.30 57.29 57.29 -1.25 675 3,282 +202
Aug02 011101 59.45 59.45 57.89 57.89 -1.25 660 2,411 -41
Sep02 011101 59.50 59.50 58.64 58.64 -1.25 141 2,192 -49
Total Volume and Open Interest 77,687 153,811 -3,352
Unleaded Gas(NYM)
Dec01 011101 56.10 56.70 53.90 54.13 -1.98 21,248 36,229 +1,286
Jan02 011101 57.20 57.65 55.10 55.18 -1.87 3,250 11,579 -64
Feb02 011101 58.30 58.65 56.15 56.33 -1.82 1,753 6,663 +493
Mar02 011101 59.30 59.40 57.52 57.52 -1.78 2,461 11,347 +61
Apr02 011101 65.60 65.75 63.61 63.61 -1.74 1,042 10,365 -392
May02 011101 66.35 66.35 64.26 64.26 -1.74 1,057 10,269 +383
Jun02 011101 64.30 64.30 64.30 64.30 -1.70 636 7,847 +355
Jul02 011101 64.06 64.06 64.06 64.06 -1.54 16 4,366 +1
Total Volume and Open Interest 43,281 105,882 -1,099
Natural Gas(NYM)
Dec01 011101 3.240 3.340 3.190 3.290 -0.001 39,807 54,037 -284
Jan02 011101 3.370 3.480 3.330 3.434 +0.006 8,209 50,365 +1,246
Feb02 011101 3.360 3.470 3.325 3.424 +0.006 2,868 29,461 +737
Mar02 011101 3.300 3.400 3.280 3.359 +0.001 2,569 24,596 +405
Apr02 011101 3.180 3.300 3.180 3.254 -0.001 1,375 33,212 +200
May02 011101 3.210 3.295 3.210 3.283 -0.005 350 21,237 -19
Jun02 011101 3.250 3.320 3.250 3.319 -0.009 264 15,973 -116
Jul02 011101 3.290 3.380 3.290 3.359 -0.009 186 12,930 -815
Total Volume and Open Interest 60,010 457,861 +2,306
Brent Crude Oil(IPE)
Dec01 011101 20.35 20.50 19.55 19.62 -0.75 38,987 66,676 +4,573
Jan02 011101 20.47 20.64 19.68 19.70 -0.79 18,086 60,393 +2,270
Feb02 011101 20.65 20.68 19.82 19.85 -0.76 5,218 16,054 +257
Mar02 011101 20.70 20.74 19.95 19.95 -0.67 795 11,270 +183
Apr02 011101 20.70 20.74 19.99 19.99 -0.62 696 9,598 -26
May02 011101 20.58 20.60 20.01 20.01 -0.59 300 6,016 +25
Jun02 011101 20.56 20.75 20.03 20.03 -0.56 4,015 15,682 -258
Jul02 011101 20.58 20.58 20.05 20.05 -0.52 341 4,415 +32
Total Volume and Open Interest 69,619 221,830 +6,757
Gas Oil(IPE)
Nov01 011101 185.75 188.25 184.00 184.75 -1.00 13,245 26,610 -3,626
Dec01 011101 183.75 185.75 182.25 182.50 -1.25 9,794 40,203 +784
Jan02 011101 185.00 185.50 182.25 183.00 -1.25 2,824 19,951 +448
Feb02 011101 183.25 183.75 181.75 181.75 -1.50 249 8,167 -20
Mar02 011101 183.00 183.00 180.50 180.50 -1.50 471 7,764 +326
Apr02 011101 180.25 181.00 179.25 179.25 -1.50 150 3,338 +100
May02 011101 179.75 179.75 178.75 178.75 -1.50 60 2,766 +0
Jun02 011101 180.00 180.00 179.00 179.00 -1.25 322 13,404 +96
Total Volume and Open Interest 27,151 129,273 -1,881
US Dollar Index(NYBOT)
Dec01 011101 114.23 114.95 113.92 114.65 -0.50 1,362 4,669 -336
Mar02 011101 114.72 115.12 114.50 115.12 -0.53 5 2,034 +2
Jun02 011101 115.59 115.59 115.59 115.59 -0.56 0 6 +0
Total Volume and Open Interest 1,367 6,710 -334
Australian Dollar(IMM)
Dec01 011101 51.08 51.15 50.72 50.80 +0.57 1,012 21,263 -74
Mar02 011101 51.00 51.00 50.58 50.58 +0.57 3 320 -1
Jun02 011101 50.36 50.36 50.36 50.36 +0.57 0 2 +0
Total Volume and Open Interest 1,015 21,597 -76
British Pound(IMM)
Dec01 011101 146.34 146.54 145.78 145.90 +0.74 2,145 36,944 -1,024
Mar02 011101 145.70 145.70 145.16 145.16 +0.74 3 196 +2
Jun02 011101 144.42 144.42 144.42 144.42 +0.74 0 1 +0
Total Volume and Open Interest 2,148 37,141 -1,022
Canadian Dollar(IMM)
Dec01 011101 62.81 62.86 62.65 62.68 -0.26 12,063 71,265 +3,895
Mar02 011101 62.76 62.85 62.60 62.66 -0.26 294 3,305 +59
Jun02 011101 62.75 62.80 62.64 62.64 -0.26 60 1,368 +50
Sep02 011101 62.75 62.75 62.64 62.64 -0.26 12 376 +4
Total Volume and Open Interest 12,431 76,424 +4,010
Japanese Yen(IMM)
Dec01 011101 82.42 82.64 82.11 82.21 +0.23 7,098 81,631 +592
Mar02 011101 82.86 82.86 82.63 82.63 +0.23 6 396 +2
Jun02 011101 83.05 83.05 83.05 83.05 +0.23 0 25 +0
Total Volume and Open Interest 10,332    
Deutsche Mark(IMM)
Dec01 011101 46.13 46.13 46.10 46.13 +0.20 3 201 +0
Total Volume and Open Interest 3 201 +0
Swiss Franc(IMM)
Dec01 011101 61.82 62.05 61.24 61.42 +0.20 8,935 52,918 +296
Mar02 011101 61.82 61.82 61.46 61.46 +0.20 10 106 -1
Jun02 011101 61.53 61.53 61.53 61.53 +0.20 0 3 +0
Total Volume and Open Interest 8,945 53,027 +295
EuroFX(IMM)
Dec01 011101 90.87 91.04 90.03 90.22 +0.38 18,554 105,018 -1,345
Mar02 011101 90.70 90.70 89.86 89.95 +0.38 44 1,238 +26
Jun02 011101 89.75 89.75 89.75 89.75 +0.38 0 207 +0
Total Volume and Open Interest 18,600 106,528 -1,317
Mexican Peso(IMM)
Dec01 011101 10690.0 10707.5 10640.0 10677.5 -7.5 5,804 17,564 -530
Mar02 011101 10425.0 10425.0 10425.0 10425.0 -17.0 46 1,471 +0
Total Volume and Open Interest 5,850 20,181 -530
30-Year T-Bonds(CBOT)
Dec01 011101 110~23 112~19 110~14 110~27 +0~13 536,432 576,916 +35,457
Mar02 011101 109~18 111~16 109~18 109~26 +0~12 14,899 41,881 +1,152
Jun02 011101 109~06 109~10 108~26 108~26 +0~12 61 593 +13
Total Volume and Open Interest 551,392 619,390 +36,622
Municipal Bonds(CBOT)
Dec01 011101 108~31 109~20 108~19 108~21 +0~06 3,199 11,531 +337
Mar02 011101 107~23 107~23 107~23 107~23 +0~06 0 11 +0
Total Volume and Open Interest 3,199 11,542 +337
10-Year T-Notes(CBOT)
Dec01 011101 111~230 112~130 111~140 111~185 +0~020 378,069 587,216 +10,751
Mar02 011101 110~160 111~085 110~130 110~155 +0~025 11,515 34,796 +1,819
Total Volume and Open Interest 389,584 622,013 +12,570
5-Year T-Notes(CBOT)
Dec01 011101 109~265 110~060 109~230 109~270 -0~005 141,430 477,351 +21,033
Mar02 011101 108~240 109~000 108~240 108~250 -0~005 11,182 26,887 +8,523
Total Volume and Open Interest 152,612 504,238 +29,556
2 Year T-Notes(CBOT)
Dec01 011101 106~011 106~019 105~119 106~001 -0~011 8,090 68,315 -191
Mar02 011101 105~064 105~064 105~064 105~064        
3-Mth T-Bills(IMM)
Dec01 011101 98.11 98.11 98.10 98.10 -0.01 21 1,694 +16
Total Volume and Open Interest 21 1,694 +16
Eurodollars(IMM)
Dec01 011101 97.895 97.935 97.880 97.905 -0.010 139,960 847,687 +6,048
Mar02 011101 97.865 97.915 97.835 97.855 -0.030 191,695 652,386 +16,885
Jun02 011101 97.650 97.720 97.580 97.610 -0.060 193,661 595,018 -1,319
Sep02 011101 97.330 97.400 97.235 97.265 -0.070 159,757 442,030 -1,326
Dec02 011101 96.910 96.970 96.825 96.845 -0.050 117,653 385,155 +18,194
Mar03 011101 96.550 96.620 96.485 96.505 -0.030 57,350 263,724 +4,792
Jun03 011101 96.185 96.230 96.115 96.140 -0.020 35,664 195,464 +4,723
Sep03 011101 95.855 95.920 95.800 95.825 -0.010 23,747 176,019 +1,059
Dec03 011101 95.515 95.580 95.470 95.490 +0.005 13,383 151,547 +557
Mar04 011101 95.370 95.420 95.325 95.345 +0.020 12,566 139,406 -1,703
Jun04 011101 95.155 95.220 95.135 95.160 +0.035 15,568 111,201 -4,254
Sep04 011101 95.000 95.065 94.990 95.005 +0.045 10,378 97,895 +738
Total Volume and Open Interest 1,053,248 4,673,480 +49,611
3-Mth Euro-Yen(IMM)
Dec01 011101 99.90 99.90 99.90 99.90 unch 464 18,004 -109
Mar02 011101 99.87 99.87 99.87 99.87 unch 139 9,320 -15
Jun02 011101 99.88 99.88 99.88 99.88 unch 311 9,077 -29
Sep02 011101 99.86 99.86 99.86 99.86 -0.01 119 2,823 +30
Dec02 011101 99.82 99.82 99.82 99.82 -0.01 2 857 +0
Mar03 011101 99.79 99.79 99.79 99.79 unch 0 837 +15
Jun03 011101 99.76 99.76 99.76 99.76 -0.01 0 159 +0
Sep03 011101 99.71 99.71 99.71 99.71 unch 0 15 +0
Dec03 011101 99.63 99.63 99.63 99.63 unch 0 2 +0
Mar04 011101 99.56 99.56 99.56 99.56 unch 0 220 +0
Total Volume and Open Interest 1,035 41,314 -108
3-Mth Euro-Yen(SIMEX)
Dec01 011101 99.90 99.90 99.90 99.90 unch 409 91,509 -203
Mar02 011101 99.87 99.87 99.86 99.87 unch 805 68,218 +135
Jun02 011101 99.89 99.89 99.88 99.89 +0.00 2,063 59,574 +1,105
Sep02 011101 99.86 99.86 99.86 99.86 0.00 402 27,945 +461
Dec02 011101 99.82 99.82 99.82 99.82 0.00 41 9,201 -33
Mar03 011101 99.79 99.79 99.78 99.79 unch 1,000 15,688 +1,015
Jun03 011101 99.76 99.76 99.76 99.76 0.00 0 15,070 +0
Sep03 011101 99.70 99.70 99.70 99.70 -0.01 0 7,066 +0
Total Volume and Open Interest 4,720 307,646 +2,480
Euro Notional Bond(MATIF)
Dec01 011101 92.11 93.10 92.11 92.80 +0.60 1,028 26,756 +459
Mar02 011101 92.90 92.90 92.90 92.90 +0.60      
Jun02 011101 93.00 93.00 93.00 93.00 +0.60      
Total Volume and Open Interest 1,028 26,756 +459
3-Month Euribor(MATIF)
Dec01 011101 96.70 96.70 96.70 96.70 unch 0 2,776 +0
Mar02 011101 97.00 97.00 97.00 97.00 +0.05 0 2,496 +0
Jun02 011101 97.10 97.10 97.10 97.10 +0.05 0 211 +0
Total Volume and Open Interest 0 6,273 +0
German Euro-Bund(EUREX)
Dec01 011101 112.13 112.97 112.05 112.86 +0.86 1,049,778 834,442 +44,448
Mar02 011101 112.00 112.91 112.00 112.84 +0.97 7,265 30,894 +4,814
Jun02 011101 111.80 111.80 111.80 111.80 +0.86 7,567 2,069 -4,630
Total Volume and Open Interest 1,064,610 867,405 +44,632
German Euro-Bobl(EUREX)
Dec01 011101 109.80 110.21 109.78 110.14 +0.38 528,408 581,801 +18,546
Mar02 011101 109.68 109.88 109.68 109.88 +0.44 1,574 16,244 +224
Jun02 011101 109.39 109.39 109.39 109.39 +0.38 3,025 814 +0
Total Volume and Open Interest 533,007 598,859 +18,770
Long Gilt(LIFFE)
Dec01 011101 118~06 119~02 118~06 118~20 +0~20 39,261 73,458 -1,184
Mar02 011101 118~04 118~04 118~04 118~04 +0~20      
Total Volume and Open Interest 39,261 73,458 -1,184
3-Mth Short Sterling(LIFFE)
Dec01 011101 95.92 95.95 95.91 95.93 +0.03 28,622 0 +0
Mar02 011101 96.03 96.09 96.02 96.04 +0.05 46,002 0 +0
Jun02 011101 95.92 96.00 95.92 95.95 +0.06 36,451 0 +0
Total Volume and Open Interest 172,230    
3-Mth Euribor(LIFFE)
Dec01 011101 96.700 96.730 96.685 96.700 +0.005 99,925 431,944 -11,478
Mar02 011101 97.000 97.045 96.965 96.990 +0.020 123,466 422,497 +14,047
Jun02 011101 97.045 97.140 97.045 97.085 +0.040 83,928 332,149 -1,039
Total Volume and Open Interest 473,475 1,933,528 +8,633
3-Mth Aus T-Bills(SFE)
Dec01 011101 95.99 95.99 95.91 95.93 -0.06 6,262 176,989 -14,842
Mar02 011101 96.14 96.15 96.08 96.11 -0.06 7,140 100,136 -2,217
Jun02 011101 96.04 96.08 96.00 96.02 -0.08 895 38,232 +109
Sep02 011101 95.88 95.88 95.82 95.83 -0.07 282 23,480 +94
Dec02 011101 95.66 95.67 95.60 95.61 -0.05 111 14,118 -27
Mar03 011101 95.39 95.40 95.39 95.40 -0.04 21 9,565 -541
Jun03 011101 95.21 95.24 95.21 95.24 -0.02 1 7,276 -44
Sep03 011101 95.10 95.10 95.09 95.09 -0.03 58 5,654 -19
Dec03 011101 94.99 94.99 94.96 94.96 -0.04 25 2,559 -50
Mar04 011101 94.90 94.90 94.87 94.87 -0.04 0 1,880 -25
Total Volume and Open Interest 14,805 383,112 -17,587
10-Year Aus T-Bonds(SFE)
Dec01 011101 94.85 94.96 94.83 94.85 +0.07 1,888 184,870 +15,672
Mar02 011101 94.84 94.84 94.84 94.84 +0.06      
Total Volume and Open Interest 10,330 169,198 +3,625
3-Year Aus T-Bonds(SFE)
Dec01 011101 95.76 95.77 95.65 95.69 -0.05 39,807 316,323 -9,852
Mar02 011101 95.54 95.54 95.54 95.54 -0.05      
Total Volume and Open Interest 39,807 316,323 -9,852
Gold(CMX)
Dec01 011101 280.8 282.3 280.2 280.7 +0.2 18,531 80,181 +168
Feb02 011101 281.5 282.3 280.8 281.3 +0.2 3,148 12,902 +162
Apr02 011101 282.0 282.5 281.5 281.7 +0.2 180 3,783 +99
Jun02 011101 282.8 282.8 282.2 282.2 +0.2 617 5,478 +225
Aug02 011101 282.6 282.6 282.6 282.6 +0.2 112 3,118 -102
Oct02 011101 282.9 282.9 282.9 282.9 +0.2 235 2,174 +151
Total Volume and Open Interest 22,948 119,411 +797
Silver(CMX)
Dec01 011101 423.0 424.0 420.5 420.7 -1.8 8,360 34,618 -535
Mar02 011101 425.0 426.5 423.0 423.3 -1.7 2,242 22,400 +792
May02 011101 426.5 426.5 424.9 424.9 -1.7 37 1,207 +40
Jul02 011101 428.0 428.0 426.2 426.2 -1.7 1 1,952 +11
Sep02 011101 427.4 427.4 427.4 427.4 -1.7 0 1,322 +0
Total Volume and Open Interest 10,690 67,744 +328
Platinum(NYM)
Jan02 011101 413.0 422.0 413.0 421.6 +9.1 534 5,578 -85
Apr02 011101 414.0 416.6 414.0 416.6 +9.1 2 35 +1
Jul02 011101 410.1 410.1 410.1 410.1 +9.1 0 52 +0
Oct02 011101 407.1 407.1 407.1 407.1 +9.1 0 44 +0
Total Volume and Open Interest 536 5,709 -84
Palladium(NYME)
Dec01 011101 316.50 320.00 314.00 317.00 +0.60 49 1,240 +13
Mar02 011101 317.50 318.00 317.50 318.00 +0.60 2 174 +2
Total Volume and Open Interest 51 1,414 +15
Copper(CMX)
Dec01 011101 62.50 62.85 61.70 62.05 -0.45 12,274 51,641 -522
Mar02 011101 63.20 63.55 62.50 62.80 -0.40 4,206 14,549 +2,555
May02 011101 63.90 63.90 63.35 63.35 -0.40 253 4,234 -55
Jul02 011101 64.60 64.60 63.75 63.90 -0.40 107 3,119 +3
Sep02 011101 65.00 65.00 64.40 64.40 -0.40 271 3,016 +111
Total Volume and Open Interest 17,644 92,978 +597
DJIA Index(CBOT)
Dec01 011101 9065 9285 9000 9245 +195 22,755 30,933 -241
Mar02 011101 9060 9265 9005 9244 +195 104 652 +10
Jun02 011101 9025 9255 9025 9255 +196 40 296 +20
Sep02 011101 9271 9271 9271 9271 +196      
Total Volume and Open Interest 22,901 31,888  
S & P 500(CME)
Dec01 011101 1064.00 1087.30 1054.60 1082.00 +21.30 81,243 504,473 -4,538
Mar02 011101 1064.00 1086.50 1064.00 1083.60 +21.40 1,247 23,291 +731
Jun02 011101 1086.20 1086.20 1086.20 1086.20 +21.60 829 2,145 +412
Sep02 011101 1090.20 1090.20 1090.20 1090.20 +21.60 0 293 +0
Total Volume and Open Interest 83,319 530,483 -3,395
S & P 500 E-Mini(Globex)
Dec01 011101 1057.50 1087.75 1053.25 1082.00 +21.25 241,692 154,324 -3,446
Mar02 011101 1065.00 1088.00 1065.00 1083.50 +21.25 0 20 +0
Total Volume and Open Interest 241,692 154,344 -3,446
NASDAQ 100(CME)
Dec01 011101 1385.00 1432.00 1360.00 1421.50 +52.50 21,484 57,243 +345
Mar02 011101 1428.50 1428.50 1428.50 1428.50 +52.50 0 12 +0
Jun02 011101 1435.50 1435.50 1435.50 1435.50 +52.50 0 1 +0
Total Volume and Open Interest 21,484 57,256 +345
NASDAQ 100 E-Mini(GLOBEX)
Dec01 011101 1364.5 1432.5 1360.5 1421.5 +52.5 185,931 107,222 +3,970
Mar02 011101 1403.0 1433.0 1403.0 1428.5 +52.5 4 5 +2
Total Volume and Open Interest 185,935 107,227 +3,972
NYSE Composite(NYBOT)
Dec01 011101 547.30 557.50 543.50 555.90 +9.30 1,160 5,909 -141
Mar02 011101 556.90 556.90 556.90 556.90 +9.30 0 680 +0
Jun02 011101 557.90 557.90 557.90 557.90 +9.30 0 300 +0
Total Volume and Open Interest 1,160 6,889 -141
S & P Midcap 400(CME)
Dec01 011101 452.50 460.00 447.00 458.00 +6.65 1,093 14,680 -224
Mar02 011101 459.00 459.00 459.00 459.00 +6.65      
Jun02 011101 463.00 463.00 463.00 463.00 +6.65      
Total Volume and Open Interest 1,093 14,680 -224
Russell 2000(CME)
Dec01 011101 428.50 436.00 424.75 434.25 +5.60 3,067 22,948 +124
Mar02 011101 434.95 434.95 434.95 434.95 +5.60      
Jun02 011101 438.95 438.95 438.95 438.95 +5.60      
Total Volume and Open Interest 3,067 22,948 +124
Value Line(KCBT)
Dec01 011101 1078.50 1097.00 1069.50 1097.00 +19.00 84 193 +17
Total Volume and Open Interest 84 193 +17
Nikkei 225(CME)
Dec01 011101 10440 10520 10310 10500 +60 1,246 13,200 -34
Mar02 011101 10525 10525 10525 10525 +60 0 17 +0
Total Volume and Open Interest 1,246 13,240 -34
Nikkei 225(SIMEX)
Dec01 011101 10435 10495 10310 10385 +15 11,656 102,349 +542
Mar02 011101 10380 10380 10380 10380 +15 15 430 +5
Jun02 011101 10335 10335 10335 10335 +15 0 24 +0
Total Volume and Open Interest 11,671 102,803 +547
CAC 40(MATIF)
Dec01 011101 4330.0 4395.0 4310.0 4391.5 +28.0 12,608 151,473 -2,052
Mar02 011101 4426.0 4426.0 4426.0 4426.0 +28.0 0 36,257 +0
Jun02 011101 4386.0 4386.0 4386.0 4386.0 +28.0 0 17,660 +0
Total Volume and Open Interest 99,696 572,004 -498,613
DAX Index(EUREX)
Dec01 011101 4578.0 4664.0 4501.5 4649.5 +71.0 70,159 150,594 -648
Mar02 011101 4554.0 4681.5 4542.5 4681.5 +70.0 319 12,441 +37
Jun02 011101 4620.0 4719.5 4584.0 4719.5 +70.0 131 1,602 +41
Total Volume and Open Interest 70,609 164,637 -570
FT-SE 100(LIFFE)
Dec01 011101 5010.00 5125.00 4995.00 5080.00 +45.00 57,006 322,973 +5,722
Mar02 011101 5028.50 5122.00 5020.00 5089.50 +45.00 4,850 28,030 +3,085
Jun02 011101 5027.00 5109.00 5027.00 5106.50 +45.00 3,962 11,772 +3,580
Total Volume and Open Interest 65,818 362,775 +12,387
SPI 200(SFE)
Dec01 011101 3239.0 3270.0 3237.0 3263.0 +22.0 13,335 140,032 +3,404
Mar02 011101 3269.0 3269.0 3269.0 3269.0 +22.0 51 1,874 +24
Jun02 011101 3277.0 3279.0 3275.0 3275.0 +21.0 0 1,413 +0
Total Volume and Open Interest 13,386 143,782 +3,428
GSCI(CME)
Nov01 011101 175.70 175.70 171.70 172.40 -3.20 217 16,598 -56
Dec01 011101 175.55 175.55 175.55 175.55 -3.20 29 27 +25
Jan02 011101 176.50 176.50 176.50 176.50 -3.50      
Total Volume and Open Interest 246 16,625 -31
Bridge CRB Index(NYBOT)
Nov01 011101 187.00 187.50 186.50 186.75 +0.50 27 153 -10
Jan02 011101 188.75 189.25 188.75 189.00 +0.25 9 162 +7
Feb02 011101 188.75 188.75 188.75 188.75 unch 0 116 +0
Total Volume and Open Interest 36 434 -3
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!