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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 08, 2001
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Nov01 011108 442.00 442.00 434.50 434.75 -4.25 2,795 4,156 -1,612
Jan02 011108 444.00 444.25 436.50 437.75 -3.50 37,531 83,016 +657
Mar02 011108 447.50 448.00 441.00 442.25 -2.75 6,942 34,714 +325
May02 011108 452.00 452.50 445.50 446.75 -2.25 4,028 26,577 +459
Jul02 011108 455.00 456.50 449.50 451.25 -2.25 3,747 21,776 -103
Aug02 011108 454.00 454.00 450.00 450.00 -3.00 67 1,233 -19
Sep02 011108 448.50 448.50 448.50 448.50 -4.00 24 310 +0
Total Volume and Open Interest 55,734 178,508 -196
Soybean Meal(CBOT)
Dec01 011108 162.30 162.30 158.70 158.90 -3.00 10,869 35,631 +168
Jan02 011108 158.50 158.70 155.70 155.90 -2.20 5,970 24,899 -72
Mar02 011108 154.70 154.80 152.20 152.30 -1.90 4,884 22,378 +955
May02 011108 151.20 151.30 149.30 149.60 -1.00 2,973 22,885 +391
Jul02 011108 150.90 151.00 149.40 149.70 -0.90 2,317 20,918 +706
Aug02 011108 150.30 150.30 148.80 149.20 -0.60 246 5,394 +94
Sep02 011108 149.50 149.70 148.10 148.80 -0.40 78 4,962 +10
Oct02 011108 148.50 148.80 147.30 147.40 -0.40 31 2,421 -7
Total Volume and Open Interest 27,878 144,697 +2,380
Soybean Oil(CBOT)
Dec01 011108 16.06 16.12 15.79 15.81 -0.11 15,187 54,379 +598
Jan02 011108 16.22 16.29 15.96 15.97 -0.10 9,434 29,895 -104
Mar02 011108 16.42 16.48 16.18 16.19 -0.09 4,569 25,313 +297
May02 011108 16.67 16.68 16.39 16.39 -0.10 4,307 28,449 +20
Jul02 011108 16.88 16.88 16.60 16.60 -0.12 2,313 17,334 -179
Aug02 011108 17.00 17.00 16.65 16.65 -0.14 7 3,554 +3
Sep02 011108 17.00 17.00 16.73 16.73 -0.15 51 3,076 +31
Oct02 011108 16.82 16.82 16.82 16.82 -0.13 1 1,541 +1
Total Volume and Open Interest 36,223 168,225 +799
Canola(WCE)
Nov01 011108 347.7 348.5 347.7 348.5 +3.9 148 519 +0
Jan02 011108 347.5 349.4 345.9 349.4 +3.8 5,085 36,941 -1,140
Mar02 011108 346.0 347.9 343.9 347.5 +3.0 625 12,526 -558
May02 011108 347.0 347.0 347.0 347.0 +2.7 334 4,817 +86
Jul02 011108 346.0 346.0 346.0 346.0 +1.0 383 3,715 -360
Total Volume and Open Interest 7,095 62,496 -2,010
Corn(CBOT)
Nov01 011108 200.00 200.00 200.00 200.00 +1.25 47 52 +42
Dec01 011108 203.25 203.50 201.75 202.75 +0.25 30,769 207,400 -2,453
Jan02 011108 208.00 208.00 206.75 207.25 +0.25 8 870 +4
Mar02 011108 215.50 216.00 214.25 215.25 +0.25 13,029 146,285 +3,427
May02 011108 222.75 223.25 221.75 222.50 +0.25 2,962 45,336 +638
Jul02 011108 229.00 229.25 228.00 228.50 unch 2,480 40,911 +476
Total Volume and Open Interest 51,223 472,000 +2,993
Wheat(CBOT)
Dec01 011108 287.00 288.50 283.00 283.75 -3.25 12,554 61,470 -2,137
Mar02 011108 297.00 297.50 292.50 292.75 -3.75 6,530 43,576 +1,074
May02 011108 299.75 300.00 295.00 295.25 -3.50 538 6,361 +175
Jul02 011108 302.50 302.50 298.00 298.50 -3.25 782 9,853 +137
Sep02 011108 303.00 303.00 303.00 303.00 -3.00 4 462 -9
Total Volume and Open Interest 20,483 123,322 -688
Wheat(KCBT)
Dec01 011108 294.75 295.50 292.00 292.25 -2.50 3,689 33,860 -176
Mar02 011108 303.50 303.50 300.75 301.00 -2.50 3,445 28,201 +1,243
May02 011108 308.75 308.75 305.75 305.75 -3.25 61 7,426 +0
Jul02 011108 315.00 315.00 311.00 311.50 -3.00 466 5,713 +69
Sep02 011108 317.00 317.00 317.00 317.00 -4.00 23 1,823 -9
Total Volume and Open Interest 7,784 77,867 +1,157
Wheat(MGE)
Dec01 011108 317.00 317.50 314.50 314.50 -2.00 3,123 15,770 -421
Mar02 011108 327.50 328.00 324.75 325.00 -1.50 1,373 7,579 +185
May02 011108 333.50 334.00 333.50 333.50 -1.75 282 1,761 +34
Jul02 011108 341.50 341.50 340.00 340.00 -1.25 51 816 +6
Sep02 011108 347.00 347.00 347.00 347.00 -0.50 6 459 +0
Total Volume and Open Interest 4,885 26,525 -151
Oats(CBOT)
Dec01 011108 204.75 208.00 202.00 206.25 +2.00 833 5,811 +82
Mar02 011108 189.75 192.00 188.50 191.50 +2.00 441 5,862 +121
May02 011108 178.50 179.75 177.50 179.75 +2.25 82 1,640 +5
Jul02 011108 163.00 164.00 163.00 164.00 +3.00 19 798 +16
Total Volume and Open Interest 1,378 14,199 +226
Rough Rice(MCE)
Nov01 011108 3.54 3.54 3.50 3.53 -0.02 50 96 +1
Jan02 011108 3.69 3.72 3.68 3.69 -0.04 229 2,754 +44
Mar02 011108 3.93 3.94 3.92 3.92 -0.03 61 1,433 +26
May02 011108 4.14 4.14 4.13 4.13 -0.03 13 624 +10
Total Volume and Open Interest 353 5,434 +77
Live Cattle(CME)
Dec01 011108 65.350 65.500 64.525 64.750 -0.900 8,265 40,706 +374
Feb02 011108 68.800 68.925 67.800 68.150 -0.950 5,594 31,567 +493
Apr02 011108 70.925 70.925 69.800 70.250 -0.850 2,945 19,203 +739
Jun02 011108 67.000 67.000 66.150 66.550 -0.500 1,038 14,523 -99
Aug02 011108 66.750 66.800 66.100 66.250 -0.500 172 3,289 +30
Oct02 011108 68.300 68.325 67.750 67.800 -0.500 33 728 +14
Total Volume and Open Interest 18,050 110,099 +1,554
Feeder Cattle(CME)
Nov01 011108 85.400 85.500 85.200 85.450 -0.025 1,207 2,918 -140
Jan02 011108 81.500 81.950 80.900 81.150 -0.625 2,869 7,624 +680
Mar02 011108 80.900 81.150 80.000 80.150 -0.900 776 2,578 +158
Apr02 011108 80.800 81.150 80.000 80.050 -0.950 443 1,283 +137
May02 011108 80.650 80.850 79.800 79.850 -0.725 213 1,143 -61
Aug02 011108 82.000 82.000 81.000 81.450 -0.450 31 348 +7
Sep02 011108 81.300 81.450 81.300 81.450 -0.550 7 72 +5
Total Volume and Open Interest 5,549 15,974 +788
Lean Hogs(CME)
Dec01 011108 51.000 51.450 50.650 51.325 +0.525 4,732 18,130 -736
Feb02 011108 53.650 54.250 53.500 54.150 +0.450 2,309 7,114 +357
Apr02 011108 55.100 55.850 55.100 55.725 +0.625 473 3,280 -25
Jun02 011108 62.650 62.950 62.350 62.500 +0.250 38 882 +8
Jul02 011108 60.700 61.100 60.700 61.025 +0.250 7 419 +2
Aug02 011108 59.500 60.050 59.500 60.050 +0.250 8 216 +2
Oct02 011108 53.300 53.400 53.300 53.400 +0.200 5 242 +5
Dec02 011108 51.050 51.050 51.050 51.050 unch 0 4 +0
Total Volume and Open Interest 7,602 31,092 -391
Pork Bellies(CME)
Feb02 011108 71.700 73.525 71.700 73.400 +1.425 692 1,860 -31
Mar02 011108 71.750 73.000 71.750 72.750 +1.450 22 233 +5
May02 011108 74.250 74.250 74.250 74.250 +1.400 9 97 +5
Jul02 011108 73.750 73.750 73.750 73.750 +1.350 3 31 +2
Aug02 011108 74.000 74.000 74.000 74.000 +1.400 0 6 +0
Total Volume and Open Interest 726 2,227 -19
Cocoa(NYBOT)
Dec01 011108 1054 1104 1054 1099 +60 5,493 12,625 -2,028
Mar02 011108 1065 1109 1065 1104 +59 5,094 32,033 +1,197
May02 011108 1070 1102 1070 1102 +54 617 11,062 +197
Jul02 011108 1065 1102 1065 1102 +52 321 7,453 +14
Sep02 011108 1107 1107 1107 1107 +55 64 4,630 -113
Dec02 011108 1079 1096 1079 1096 +41 152 10,952 +81
Mar03 011108 1084 1107 1082 1103 +38 90 8,922 +35
Total Volume and Open Interest 11,831 94,541 -617
Coffee "C"(NYBOT)
Dec01 011108 47.25 47.40 45.20 45.75 -1.55 6,273 25,387 -1,055
Mar02 011108 50.00 50.25 48.25 48.70 -1.40 4,083 19,137 +409
May02 011108 51.50 51.75 49.80 50.25 -1.45 509 5,454 +86
Jul02 011108 53.00 53.15 51.60 51.60 -1.40 190 3,596 +97
Sep02 011108 54.10 54.30 52.95 52.95 -1.35 218 2,574 +38
Dec02 011108 56.25 56.50 54.75 54.75 -1.25 87 2,463 +2
Total Volume and Open Interest 11,371 59,153 -415
Orange Juice(NYBOT)
Nov01 011108 94.00 94.90 93.00 93.15 -0.35 159 335 -122
Jan02 011108 95.90 95.95 94.75 95.55 -0.50 966 16,114 +200
Mar02 011108 96.75 96.90 95.75 96.60 -0.35 387 2,996 +79
May02 011108 96.60 96.60 96.60 96.60 -0.25 10 1,110 +0
Jul02 011108 96.60 96.60 96.60 96.60 -0.15 25 145 +25
Total Volume and Open Interest 1,567 22,268 +202
Sugar #11(NYBOT)
Mar02 011108 7.22 7.28 7.19 7.26 +0.07 20,176 91,443 -2,866
May02 011108 6.80 6.86 6.80 6.86 +0.07 2,510 21,746 +539
Jul02 011108 6.34 6.38 6.32 6.38 +0.06 3,625 24,960 +565
Oct02 011108 6.45 6.47 6.42 6.46 +0.05 938 14,798 +183
Mar03 011108 6.62 6.64 6.62 6.64 +0.07 74 5,272 +200
Total Volume and Open Interest 27,563 162,156 -1,326
London Cocoa(LCE)
Dec01 011108 773 840 762 836 +65 3,336 28,745 -286
Mar02 011108 797 861 783 858 +65 4,130 60,192 -606
May02 011108 810 870 797 869 +63 1,119 31,044 +660
Jul02 011108 827 875 809 875 +62 302 19,924 +78
Sep02 011108 828 876 804 876 +62 433 10,632 +377
Dec02 011108 817 877 807 877 +62 331 4,182 +51
Mar03 011108 822 881 808 881 +62 1,335 3,773 +914
Total Volume and Open Interest 11,070 159,086 +1,264
London Coffee(LCE)
Nov01 011108 393.00 393.00 385.00 385.00 -8.00 303 1,879 -130
Jan02 011108 391.00 392.00 380.00 383.00 -9.00 3,427 36,463 +244
Mar02 011108 406.00 406.00 396.00 398.00 -9.00 1,290 21,616 -43
May02 011108 420.00 421.00 412.00 413.00 -9.00 449 17,261 +218
Jul02 011108 434.00 434.00 427.00 427.00 -9.00 481 13,460 +21
Sep02 011108 445.00 445.00 439.00 440.00 -8.00 135 10,719 -14
Total Volume and Open Interest 6,406 103,649 +617
London Sugar(LCE)
Dec01 011108 235.00 238.00 234.00 237.00 +2.40 2,222 8,896 -666
Mar02 011108 231.50 234.50 231.40 233.00 +1.50 2,258 17,961 +312
May02 011108 221.50 226.00 221.50 224.50 +1.50 244 7,732 +17
Aug02 011108 213.50 214.50 212.60 214.50 +1.50 497 8,470 +162
Oct02 011108 200.90 203.00 200.90 202.50 +1.00 49 3,986 +34
Total Volume and Open Interest 5,322 47,743 -138
Cotton(NYBOT)
Dec01 011108 32.25 32.65 31.60 32.15 -0.08 9,803 25,198 -1,447
Mar02 011108 34.10 34.50 33.35 34.08 +0.13 5,981 16,471 +913
May02 011108 35.50 35.75 34.50 35.28 +0.18 1,031 5,833 +250
Jul02 011108 36.75 37.00 35.70 36.33 +0.03 987 6,551 -12
Oct02 011108 38.40 38.40 37.80 38.15 -0.05 68 251 +20
Dec02 011108 39.60 39.80 38.60 39.25 -0.08 370 3,960 -13
Total Volume and Open Interest 18,240 59,221 -289
Lumber(CME)
Nov01 011108 234.1 235.0 229.7 230.1 -8.5 456 479 -147
Jan02 011108 222.0 227.8 221.0 222.7 -3.1 484 1,247 +79
Mar02 011108 234.9 238.3 233.8 235.4 -0.9 100 187 +11
May02 011108 245.0 245.0 242.6 242.6 -4.4 13 83 +5
Total Volume and Open Interest 1,058 2,012 -47
Crude Oil(NYM)
Dec01 011108 20.68 21.29 20.55 21.17 +1.08 61,742 121,726 -7,636
Jan02 011108 20.85 21.50 20.78 21.37 +1.09 31,542 77,407 +3,782
Feb02 011108 20.90 21.55 20.90 21.43 +1.03 9,937 29,572 +1,893
Mar02 011108 21.00 21.53 20.90 21.45 +0.96 3,423 21,717 +277
Apr02 011108 21.00 21.58 21.00 21.45 +0.89 2,414 19,313 +764
May02 011108 21.20 21.50 21.10 21.42 +0.82 2,354 14,086 +836
Jun02 011108 21.05 21.45 20.98 21.39 +0.76 5,014 28,056 -939
Jul02 011108 21.05 21.37 20.95 21.37 +0.73 1,671 11,213 +326
Aug02 011108 21.36 21.36 21.36 21.36 +0.72 963 12,248 +521
Sep02 011108 21.25 21.40 21.15 21.35 +0.71 50 11,677 +0
Total Volume and Open Interest 122,131 446,148 +440
Heating Oil(NYM)
Dec01 011108 59.20 61.30 58.50 60.72 +3.54 20,252 50,369 +1,563
Jan02 011108 59.70 61.75 59.30 61.51 +3.54 8,231 32,498 +2,350
Feb02 011108 59.80 61.90 59.80 61.56 +3.34 2,939 16,960 -58
Mar02 011108 58.80 60.60 58.80 60.56 +3.09 940 19,599 +223
Apr02 011108 58.00 59.61 58.00 59.61 +2.89 1,534 13,109 +751
May02 011108 57.00 58.55 57.00 58.46 +2.69 819 5,994 +40
Jun02 011108 58.05 58.45 58.00 58.26 +2.49 849 8,461 +119
Jul02 011108 58.95 59.25 58.40 58.71 +2.44 505 4,063 +10
Aug02 011108 59.50 59.50 58.95 59.31 +2.39 8 2,834 +0
Sep02 011108 60.05 60.20 59.50 60.06 +2.39 16 2,634 +11
Total Volume and Open Interest 36,786 167,329 +5,151
Unleaded Gas(NYM)
Dec01 011108 55.80 58.00 55.45 57.64 +3.01 14,518 36,419 -1,594
Jan02 011108 56.70 58.80 56.40 58.49 +2.97 5,060 14,201 +559
Feb02 011108 58.00 59.37 58.00 59.37 +2.88 1,269 7,339 +33
Mar02 011108 59.50 60.35 59.40 60.35 +2.78 1,115 11,518 -128
Apr02 011108 64.25 66.08 64.25 66.08 +2.56 1,019 12,027 +590
May02 011108 65.70 66.55 65.70 66.55 +2.48 1,408 11,479 +341
Jun02 011108 66.10 66.50 66.00 66.50 +2.33 93 8,309 +40
Jul02 011108 66.15 66.15 66.15 66.15 +2.23 102 4,834 +43
Total Volume and Open Interest 25,493 112,357 +464
Natural Gas(NYM)
Dec01 011108 2.880 2.970 2.830 2.960 +0.090 33,156 53,786 +862
Jan02 011108 3.050 3.135 3.030 3.132 +0.082 9,864 45,929 -694
Feb02 011108 3.060 3.160 3.040 3.147 +0.077 4,115 28,557 +114
Mar02 011108 3.040 3.130 3.000 3.112 +0.084 2,633 26,111 +82
Apr02 011108 2.970 3.060 2.960 3.057 +0.087 1,956 28,666 -131
May02 011108 3.010 3.092 3.005 3.092 +0.087 1,069 20,296 +44
Jun02 011108 3.060 3.140 3.040 3.137 +0.087 654 15,582 +14
Jul02 011108 3.105 3.177 3.105 3.177 +0.084 270 12,644 +70
Total Volume and Open Interest 60,292 448,154 +826
Brent Crude Oil(IPE)
Dec01 011108 19.50 20.37 19.50 20.28 +0.95 27,298 65,899 +533
Jan02 011108 19.60 20.48 19.58 20.43 +1.07 25,843 71,722 +1,450
Feb02 011108 19.66 20.50 19.66 20.50 +1.03 8,534 22,053 +1,387
Mar02 011108 20.06 20.49 19.98 20.48 +0.96 1,884 12,478 +50
Apr02 011108 20.05 20.48 19.97 20.48 +0.91 301 9,633 -25
May02 011108 20.06 20.48 20.06 20.48 +0.87 366 6,110 +160
Jun02 011108 20.48 20.48 20.48 20.48 +0.83 1,807 16,539 +264
Jul02 011108 20.48 20.48 20.48 20.48 +0.81 231 4,515 +76
Total Volume and Open Interest 68,623 244,492 +4,007
Gas Oil(IPE)
Nov01 011108 179.75 186.25 179.75 186.00 +8.00 9,224 14,174 -4,390
Dec01 011108 177.50 183.75 177.50 183.00 +7.00 10,919 48,966 +1,368
Jan02 011108 178.25 184.00 178.25 183.75 +6.75 3,920 25,292 +575
Feb02 011108 183.00 183.00 183.00 183.00 +7.25 1,050 8,092 -519
Mar02 011108 180.25 181.50 179.75 181.50 +6.75 272 8,451 +256
Apr02 011108 178.25 180.25 178.25 180.00 +6.00 210 3,954 +161
May02 011108 179.50 179.50 179.50 179.50 +5.75 50 3,006 +0
Jun02 011108 177.00 180.00 177.00 179.75 +5.50 1,620 14,964 +780
Total Volume and Open Interest 28,340 136,781 -1,169
US Dollar Index(NYBOT)
Dec01 011108 114.99 115.65 114.75 115.38 +0.13 756 4,416 +12
Mar02 011108 115.97 115.97 115.82 115.93 +0.18 4 2,041 +4
Jun02 011108 116.48 116.48 116.48 116.48 +0.18 4 8 +2
Total Volume and Open Interest 764 6,466 +18
Australian Dollar(IMM)
Dec01 011108 51.30 51.52 51.24 51.42 unch 1,068 21,498 -28
Mar02 011108 51.18 51.18 51.18 51.18 unch 0 322 +0
Jun02 011108 50.94 50.94 50.94 50.94 unch 0 12 +0
Total Volume and Open Interest 1,068 21,844 -28
British Pound(IMM)
Dec01 011108 146.16 146.20 145.00 145.14 -0.78 1,982 37,023 -93
Mar02 011108 144.76 144.76 144.30 144.36 -0.78 1 211 +1
Jun02 011108 143.58 143.58 143.58 143.58 -0.78 0 1 +0
Total Volume and Open Interest 1,983 37,235 -92
Canadian Dollar(IMM)
Dec01 011108 62.58 62.67 62.48 62.51 -0.02 6,806 74,648 +1,815
Mar02 011108 62.54 62.62 62.50 62.50 -0.02 446 3,826 +285
Jun02 011108 62.64 62.64 62.48 62.49 -0.02 7 1,449 +3
Sep02 011108 62.64 62.64 62.50 62.50 -0.02 157 512 +102
Total Volume and Open Interest 7,416 80,597 +2,205
Japanese Yen(IMM)
Dec01 011108 83.11 83.68 82.86 83.46 +0.57 7,708 89,872 -662
Mar02 011108 83.93 83.99 83.86 83.86 +0.57 6 427 +2
Jun02 011108 84.15 84.26 84.15 84.26 +0.57 0 25 +0
Total Volume and Open Interest 7,714 90,673 -660
Deutsche Mark(IMM)
Dec01 011108 45.60 45.60 45.60 45.60 -0.11 0 202 +0
Total Volume and Open Interest 0 202 +0
Swiss Franc(IMM)
Dec01 011108 61.11 61.33 60.74 60.90 -0.04 9,681 53,925 +675
Mar02 011108 61.20 61.27 60.80 60.93 -0.04 12 141 +1
Jun02 011108 60.99 60.99 60.99 60.99 -0.04 3 4 +1
Total Volume and Open Interest 9,696 54,070 +677
EuroFX(IMM)
Dec01 011108 89.58 89.84 88.94 89.18 -0.22 18,521 103,406 +2,016
Mar02 011108 89.54 89.54 88.74 88.90 -0.22 70 1,221 +20
Jun02 011108 88.70 88.70 88.69 88.69 -0.22 54 210 +2
Total Volume and Open Interest 18,645 104,903 +2,038
Mexican Peso(IMM)
Dec01 011108 10785.0 10810.0 10760.0 10762.5 -4.5 1,740 22,054 +434
Mar02 011108 10550.0 10560.0 10517.5 10517.5 +0.5 19 1,488 +5
Total Volume and Open Interest 1,763 24,692 +443
30-Year T-Bonds(CBOT)
Dec01 011108 111~18 112~00 110~12 110~16 -1~00 268,322 578,243 +11,338
Mar02 011108 110~16 110~28 109~10 109~14 -1~00 9,148 45,322 -2,363
Jun02 011108 108~26 108~26 108~11 108~11 -0~31 1 673 +1
Total Volume and Open Interest 277,471 624,238 +8,976
Municipal Bonds(CBOT)
Dec01 011108 109~02 109~08 108~13 108~14 -0~17 3,000 11,416 -578
Mar02 011108 108~00 108~00 107~14 107~14 -0~17 1,064 1,010 +997
Total Volume and Open Interest 4,064 12,426 +419
10-Year T-Notes(CBOT)
Dec01 011108 112~040 112~075 111~065 111~080 -0~245 237,292 595,693 -5,636
Mar02 011108 110~295 111~000 110~030 110~035 -0~245 8,782 54,292 +269
Total Volume and Open Interest 246,074 649,987 -5,367
5-Year T-Notes(CBOT)
Dec01 011108 110~100 110~100 109~260 109~270 -0~150 98,869 505,322 +11,335
Mar02 011108 109~030 109~030 108~230 108~230 -0~150 3,735 42,323 +1,020
Total Volume and Open Interest 102,604 547,645 +12,355
2 Year T-Notes(CBOT)
Dec01 011108 106~031 106~032 106~012 106~013 -0~024 6,769 73,310 +1,241
Mar02 011108 105~076 105~076 105~064 105~064 -0~024 0 21 +0
Total Volume and Open Interest 6,769 73,331 +1,241
3-Mth T-Bills(IMM)
Dec01 011108 98.28 98.28 98.23 98.24 -0.06 10 1,634 +0
Total Volume and Open Interest 10 1,639 +0
Eurodollars(IMM)
Dec01 011108 98.095 98.095 98.045 98.050 -0.050 125,124 907,548 +24,098
Mar02 011108 98.110 98.115 98.040 98.050 -0.075 164,859 710,905 +3,588
Jun02 011108 97.895 97.895 97.800 97.805 -0.105 144,318 615,068 +588
Sep02 011108 97.550 97.555 97.435 97.440 -0.130 125,488 459,971 +5,497
Dec02 011108 97.080 97.080 96.970 96.975 -0.120 78,565 420,742 +9,170
Mar03 011108 96.670 96.670 96.575 96.580 -0.125 42,447 290,240 +3,996
Jun03 011108 96.260 96.260 96.170 96.175 -0.120 30,400 203,086 +1,993
Sep03 011108 95.920 95.920 95.830 95.835 -0.115 28,927 182,980 +3,368
Dec03 011108 95.585 95.590 95.490 95.495 -0.115 10,965 166,636 +2,539
Mar04 011108 95.440 95.440 95.320 95.330 -0.110 8,960 142,352 +896
Jun04 011108 95.210 95.225 95.120 95.130 -0.110 11,680 115,255 -294
Sep04 011108 95.040 95.065 94.950 94.960 -0.110 12,470 106,701 +2,206
Total Volume and Open Interest 823,641 4,959,115 +60,383
3-Mth Euro-Yen(IMM)
Dec01 011108 99.90 99.91 99.90 99.90 -0.01 10 17,172 -28
Mar02 011108 99.88 99.88 99.87 99.87 -0.01 502 9,350 +59
Jun02 011108 99.89 99.89 99.89 99.89 unch 37 8,798 -138
Sep02 011108 99.87 99.87 99.86 99.86 -0.02 60 2,415 -240
Dec02 011108 99.82 99.82 99.82 99.82 -0.01 400 1,299 +399
Mar03 011108 99.79 99.79 99.79 99.79 unch 0 1,087 +0
Jun03 011108 99.76 99.76 99.76 99.76 -0.01 0 159 +0
Sep03 011108 99.71 99.71 99.71 99.71 unch 0 15 +0
Dec03 011108 99.63 99.63 99.63 99.63 unch 0 2 +0
Mar04 011108 99.57 99.57 99.57 99.57 unch 0 220 +0
Total Volume and Open Interest 1,009 40,517 +52
3-Mth Euro-Yen(SIMEX)
Dec01 011108 99.90 99.91 99.90 99.91 +0.01 1,539 90,867 +8
Mar02 011108 99.88 99.88 99.88 99.88 +0.00 1,355 72,638 +627
Jun02 011108 99.89 99.89 99.89 99.89 +0.00 161 56,440 -483
Sep02 011108 99.86 99.87 99.86 99.87 unch 256 26,243 +123
Dec02 011108 99.82 99.82 99.82 99.82 0.00 128 9,480 -14
Mar03 011108 99.79 99.79 99.79 99.79 unch 42 16,079 +16
Jun03 011108 99.77 99.77 99.77 99.77 +0.00 0 15,220 +0
Sep03 011108 99.71 99.71 99.71 99.71 unch 0 7,066 +0
Total Volume and Open Interest 3,596 308,491 +327
Euro Notional Bond(MATIF)
Dec01 011108 93.10 93.35 92.75 92.75 -0.30 561 25,138 +477
Mar02 011108 92.85 92.85 92.85 92.85 -0.30      
Jun02 011108 92.95 92.95 92.95 92.95 -0.30      
Total Volume and Open Interest 561 25,138 +477
3-Month Euribor(MATIF)
Dec01 011108 96.80 96.80 96.80 96.80 unch 0 2,776 +0
Mar02 011108 97.15 97.15 97.15 97.15 -0.05 0 2,496 +0
Jun02 011108 97.20 97.20 97.20 97.20 -0.05 0 211 +0
Total Volume and Open Interest 0 6,273 +0
German Euro-Bund(EUREX)
Dec01 011108 112.76 113.11 112.28 112.41 -0.30 714,352 800,642 +17,092
Mar02 011108 112.71 113.00 112.30 112.33 -0.33 6,671 43,152 +4,211
Jun02 011108 111.35 111.35 111.35 111.35 -0.30 3,811 1,544 +0
Total Volume and Open Interest 724,834 845,338 +21,303
German Euro-Bobl(EUREX)
Dec01 011108 110.45 110.67 110.04 110.07 -0.35 446,099 574,270 +30,319
Mar02 011108 110.16 110.21 109.73 109.73 -0.38 9,575 30,090 +7,803
Jun02 011108 109.30 109.30 109.30 109.30 -0.35 3,044 814 +0
Total Volume and Open Interest 458,718 605,174 +38,122
Long Gilt(LIFFE)
Dec01 011108 119~02 119~24 118~25 118~28 -0~07 30,832 73,761 -301
Mar02 011108 118~10 118~10 118~10 118~10 -0~10 0 150 +0
Total Volume and Open Interest 30,832 73,911 -301
3-Mth Short Sterling(LIFFE)
Dec01 011108 96.03 96.19 96.00 96.10 +0.07 27,016 0 +0
Mar02 011108 96.21 96.41 96.17 96.23 +0.03 42,201 0 +0
Jun02 011108 96.18 96.38 96.14 96.19 +0.02 46,347 0 +0
Total Volume and Open Interest 177,331    
3-Mth Euribor(LIFFE)
Dec01 011108 96.820 96.900 96.800 96.815 -0.005 131,624 436,727 -21,571
Mar02 011108 97.190 97.300 97.130 97.145 -0.045 186,109 426,907 -16,977
Jun02 011108 97.290 97.390 97.190 97.205 -0.065 114,308 329,619 -3,973
Total Volume and Open Interest 645,940 2,007,184 -21,848
3-Mth Aus T-Bills(SFE)
Dec01 011108 96.02 96.05 96.01 96.05 +0.04 17,728 192,618 +15,030
Mar02 011108 96.23 96.31 96.23 96.29 +0.06 11,636 109,033 +6,715
Jun02 011108 96.19 96.27 96.19 96.25 +0.08 4,538 39,567 +3,306
Sep02 011108 96.05 96.10 96.05 96.10 +0.09 2,210 22,851 +791
Dec02 011108 95.84 95.87 95.84 95.87 +0.08 508 14,754 -66
Mar03 011108 95.63 95.68 95.63 95.67 +0.08 167 9,882 +97
Jun03 011108 95.45 95.50 95.45 95.49 +0.08 98 7,565 +45
Sep03 011108 95.29 95.34 95.29 95.34 +0.09 213 5,945 +103
Dec03 011108 95.21 95.21 95.18 95.21 +0.09 29 2,623 +29
Mar04 011108 95.10 95.11 95.07 95.11 +0.09 0 1,915 +0
Total Volume and Open Interest 37,127 409,966 +26,050
10-Year Aus T-Bonds(SFE)
Dec01 011108 94.99 95.00 94.88 94.89 -0.03 983 163,838 +3,088
Mar02 011108 95.00 95.00 95.00 95.00 +0.08      
Total Volume and Open Interest 9,545 160,750 -93
3-Year Aus T-Bonds(SFE)
Dec01 011108 95.83 95.93 95.83 95.90 +0.07 39,274 342,540 +15,810
Mar02 011108 95.75 95.75 95.75 95.75 +0.07      
Total Volume and Open Interest 39,274 342,540 +15,810
Gold(CMX)
Dec01 011108 280.9 281.1 276.8 277.1 -4.2 12,910 75,239 +185
Feb02 011108 281.6 281.7 277.4 277.6 -4.2 856 13,962 -194
Apr02 011108 281.9 281.9 278.0 278.1 -4.1 82 3,816 +42
Jun02 011108 282.8 282.8 278.5 278.6 -4.1 55 5,502 +16
Aug02 011108 279.0 279.0 279.0 279.0 -4.0 8 3,323 +0
Oct02 011108 279.5 279.5 279.5 279.5 -3.9 0 2,174 +0
Total Volume and Open Interest 14,763 115,747 -133
Silver(CMX)
Dec01 011108 411.0 412.0 407.0 407.8 -5.0 6,591 39,026 +1,060
Mar02 011108 414.5 415.0 410.0 410.8 -4.9 1,305 24,759 +500
May02 011108 418.0 418.0 411.0 412.5 -4.9 16 1,306 +1
Jul02 011108 415.0 415.5 413.5 413.8 -4.9 1 1,941 +1
Sep02 011108 415.0 415.0 415.0 415.0 -4.9 0 1,428 +0
Total Volume and Open Interest 8,054 74,834 +1,659
Platinum(NYM)
Jan02 011108 413.0 418.0 412.2 417.8 +3.8 280 5,883 -36
Apr02 011108 410.0 412.8 410.0 412.8 +3.8 2 37 +2
Jul02 011108 406.3 406.3 406.3 406.3 +3.8 2 54 +2
Oct02 011108 403.3 403.3 403.3 403.3 +3.8 0 45 +0
Total Volume and Open Interest 284 6,019 -32
Palladium(NYME)
Dec01 011108 320.20 327.00 320.20 326.00 +1.00 10 1,174 -5
Mar02 011108 327.50 327.50 327.50 327.50 +1.50 3 254 +3
Total Volume and Open Interest 13 1,428 -2
Copper(CMX)
Dec01 011108 60.85 62.40 60.80 61.50 +0.90 6,448 48,628 -53
Mar02 011108 61.70 63.00 61.60 62.15 +0.85 697 17,264 +244
May02 011108 62.20 63.25 62.20 62.65 +0.85 55 4,845 +2
Jul02 011108 63.35 63.35 63.15 63.15 +0.80 222 3,622 +74
Sep02 011108 63.25 63.90 63.25 63.65 +0.80 160 3,177 +86
Total Volume and Open Interest 8,222 94,827 +299
DJIA Index(CBOT)
Dec01 011108 9595 9720 9545 9599 +39 22,224 29,954 -451
Mar02 011108 9620 9725 9560 9599 +39 66 683 -1
Jun02 011108 9608 9608 9608 9608 +39 1 297 +1
Sep02 011108 9621 9621 9621 9621 +39 0 20 +0
Total Volume and Open Interest 22,291 30,960 -451
S & P 500(CME)
Dec01 011108 1124.50 1137.50 1116.00 1123.40 +3.90 73,293 511,322 -35
Mar02 011108 1125.00 1136.00 1121.50 1124.60 +3.90 2,138 28,934 +1,098
Jun02 011108 1126.90 1126.90 1126.90 1126.90 +3.90 15 2,180 +1
Sep02 011108 1140.00 1140.00 1130.70 1130.70 +3.90 1 411 +1
Total Volume and Open Interest 75,447 543,172 +1,065
S & P 500 E-Mini(Globex)
Dec01 011108 1118.50 1137.50 1116.00 1123.50 +4.00 237,184 203,687 +2,309
Mar02 011108 1138.50 1158.50 1118.25 1124.50 +3.75 6 28 +1
Total Volume and Open Interest 237,190 203,715 +2,310
NASDAQ 100(CME)
Dec01 011108 1551.00 1586.00 1500.00 1519.00 -16.50 21,986 61,458 -136
Mar02 011108 1526.00 1526.00 1526.00 1526.00 -16.50 0 8 +0
Jun02 011108 1533.00 1533.00 1533.00 1533.00 -17.00 0 1 +0
Total Volume and Open Interest 21,986 61,467 -136
NASDAQ 100 E-Mini(GLOBEX)
Dec01 011108 1533.5 1586.0 1500.0 1519.0 -16.5 185,924 104,744 -4,522
Mar02 011108 1526.0 1526.0 1526.0 1526.0 -16.5 7 7 +1
Total Volume and Open Interest 185,931 104,751 -4,521
NYSE Composite(NYBOT)
Dec01 011108 571.00 576.50 569.00 572.50 +3.15 1,253 5,937 +314
Mar02 011108 573.30 573.30 573.30 573.30 +3.20 0 700 +0
Jun02 011108 574.00 574.00 574.00 574.00 +3.15 0 300 +0
Total Volume and Open Interest 1,253 6,937 +314
S & P Midcap 400(CME)
Dec01 011108 475.00 477.90 469.00 471.00 -2.75 710 15,192 +89
Mar02 011108 472.00 472.00 472.00 472.00 -2.75      
Jun02 011108 476.00 476.00 476.00 476.00 -2.75      
Total Volume and Open Interest 710 15,192 +89
Russell 2000(CME)
Dec01 011108 445.00 447.00 438.00 441.30 -1.70 2,816 23,180 -76
Mar02 011108 442.00 442.00 442.00 442.00 -1.70      
Jun02 011108 446.00 446.00 446.00 446.00 -1.70      
Total Volume and Open Interest 2,816 23,180 -76
Value Line(KCBT)
Dec01 011108 1136.00 1143.00 1122.25 1129.00 +3.00 14 196 +3
Total Volume and Open Interest 14 196 +3
Nikkei 225(CME)
Dec01 011108 10470 10570 10370 10430 +50 2,346 15,238 +618
Mar02 011108 10455 10455 10455 10455 +50 0 19 +0
Total Volume and Open Interest 2,346 15,280 +618
Nikkei 225(SIMEX)
Dec01 011108 10350 10415 10260 10390 +65 21,893 107,060 +1,654
Mar02 011108 10385 10385 10385 10385 +65 0 430 +0
Jun02 011108 10340 10340 10340 10340 +65 0 24 +0
Total Volume and Open Interest 21,893 107,514 +1,654
CAC 40(MATIF)
Dec01 011108 4525.0 4605.0 4502.5 4585.0 +70.0 1,132 156,756 +438
Mar02 011108 4610.0 4618.0 4610.0 4618.0 +69.5 1 36,259 +0
Jun02 011108 4580.0 4580.0 4580.0 4580.0 +71.0 0 17,660 +0
Total Volume and Open Interest 59,784 616,496 +12,855
DAX Index(EUREX)
Dec01 011108 4856.5 5031.0 4855.0 4982.0 +99.0 69,870 153,104 +1,940
Mar02 011108 4944.5 5028.5 4944.5 5015.5 +99.5 258 13,349 -30
Jun02 011108 4993.0 5053.5 4993.0 5053.5 +100.5 69 1,597 -261
Total Volume and Open Interest 70,197 168,050 +1,649
FT-SE 100(LIFFE)
Dec01 011108 5210.00 5319.00 5210.00 5285.00 +60.00 53,166 323,926 -2,452
Mar02 011108 5262.50 5303.00 5227.50 5294.00 +59.50 279 27,834 -159
Jun02 011108 5276.00 5333.50 5263.00 5308.00 +58.00 1,311 12,358 +159
Total Volume and Open Interest 54,756 364,118 -2,452
SPI 200(SFE)
Dec01 011108 3273.0 3302.0 3264.0 3278.0 +5.0 7,449 139,375 +1,022
Mar02 011108 3272.0 3297.0 3272.0 3282.0 +4.0 7 1,941 +4
Jun02 011108 3289.0 3289.0 3289.0 3289.0 +5.0 0 1,383 -10
Total Volume and Open Interest 7,456 143,156 +1,016
GSCI(CME)
Nov01 011108 170.20 173.35 170.20 172.70 +4.60 1,026 15,923 -683
Dec01 011108 175.10 176.55 174.40 176.55 +4.50 844 1,110 +993
Jan02 011108 177.00 177.00 177.00 177.00 +4.75      
Total Volume and Open Interest 1,870 17,033 +310
Bridge CRB Index(NYBOT)
Jan02 011108 189.25 189.75 188.75 189.25 +1.25 24 182 +8
Feb02 011108 189.75 189.75 189.20 189.25 +1.65 2 124 +2
Apr02 011108 189.75 190.25 189.75 190.25 +1.85 0 3 +0
Total Volume and Open Interest 50 422 -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!