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MRCI's Free Historical Futures Prices for

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MRCI's Free Historical Futures Prices
Daily Futures Price Listing Fri November 09, 2001
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Nov01 011109 437.00 444.00 434.50 441.75 +7.00 2,074 3,330 -826
Jan02 011109 438.50 447.00 436.75 444.50 +6.75 30,435 82,207 -809
Mar02 011109 443.50 451.50 441.00 448.75 +6.50 7,649 36,057 +1,343
May02 011109 447.50 454.50 445.50 453.75 +7.00 4,520 27,485 +908
Jul02 011109 452.00 460.00 450.00 457.75 +6.50 2,988 22,018 +242
Aug02 011109 451.00 457.50 451.00 456.50 +6.50 192 1,313 +80
Sep02 011109 458.00 458.00 454.00 454.50 +6.00 0 310 +0
Total Volume and Open Interest 48,403 179,650 +1,142
Soybean Meal(CBOT)
Dec01 011109 158.50 160.60 157.50 159.30 +0.40 16,467 33,186 -2,445
Jan02 011109 156.00 158.00 155.00 156.30 +0.40 7,744 24,546 -353
Mar02 011109 152.50 154.50 152.20 153.30 +1.00 4,541 22,755 +377
May02 011109 149.80 152.00 149.40 151.20 +1.60 3,531 23,207 +322
Jul02 011109 149.10 152.20 149.10 151.20 +1.50 2,631 20,691 -227
Aug02 011109 149.00 151.50 149.00 150.60 +1.40 738 5,596 +202
Sep02 011109 148.50 151.00 148.50 150.30 +1.50 720 5,273 +311
Oct02 011109 148.00 150.00 148.00 148.70 +1.30 48 2,469 +48
Total Volume and Open Interest 36,493 142,934 -1,763
Soybean Oil(CBOT)
Dec01 011109 15.83 16.08 15.68 15.94 +0.13 8,346 53,867 -512
Jan02 011109 16.02 16.27 15.86 16.13 +0.16 6,107 30,829 +934
Mar02 011109 16.29 16.50 16.07 16.37 +0.18 4,563 25,566 +253
May02 011109 16.30 16.59 16.30 16.59 +0.20 1,509 29,450 +1,001
Jul02 011109 16.68 16.82 16.50 16.79 +0.19 2,074 17,674 +340
Aug02 011109 16.76 16.83 16.76 16.83 +0.18 15 3,551 -3
Sep02 011109 16.88 16.90 16.88 16.90 +0.17 6 3,075 -1
Oct02 011109 16.99 17.00 16.99 17.00 +0.18 0 1,541 +0
Total Volume and Open Interest 22,622 170,235 +2,010
Canola(WCE)
Nov01 011109 352.8 352.8 350.3 350.3 +1.8 130 503 -16
Jan02 011109 349.0 354.1 349.0 351.8 +2.4 4,411 36,672 -269
Mar02 011109 347.5 352.0 347.0 350.6 +3.1 1,539 13,016 +490
May02 011109 350.5 350.5 349.0 349.0 +2.0 85 4,902 +85
Jul02 011109 349.9 351.0 349.5 349.9 +3.9 560 3,705 -10
Total Volume and Open Interest 7,978 63,153 +657
Corn(CBOT)
Nov01 011109 205.00 205.50 204.50 204.50 +4.50 160 165 +113
Dec01 011109 202.50 208.00 202.00 206.00 +3.25 34,248 205,969 -1,431
Jan02 011109 211.00 211.25 210.25 210.75 +3.50 15 870 +0
Mar02 011109 214.50 220.00 214.25 218.25 +3.00 17,062 148,411 +2,126
May02 011109 222.00 228.00 221.75 225.50 +3.00 4,102 45,511 +175
Jul02 011109 228.25 232.75 228.00 231.50 +3.00 1,981 41,436 +525
Total Volume and Open Interest 59,319 474,549 +2,549
Wheat(CBOT)
Dec01 011109 282.00 287.00 281.00 286.00 +2.25 16,637 56,691 -4,779
Mar02 011109 290.50 295.00 290.00 294.50 +1.75 6,768 43,878 +302
May02 011109 293.50 297.00 293.00 295.75 +0.50 268 6,438 +77
Jul02 011109 297.00 299.00 296.00 298.75 +0.25 1,353 9,187 -666
Sep02 011109 301.00 303.00 301.00 303.00 unch 0 462 +0
Total Volume and Open Interest 25,042 118,269 -5,053
Wheat(KCBT)
Dec01 011109 290.00 294.00 288.00 290.75 -1.50 4,522 32,012 -1,848
Mar02 011109 298.50 302.50 297.50 300.50 -0.50 4,935 29,877 +1,676
May02 011109 305.00 307.00 304.50 305.75 unch 307 7,250 -176
Jul02 011109 310.00 312.50 308.50 310.00 -1.50 846 6,035 +322
Sep02 011109 316.50 316.50 316.50 316.50 -0.50 0 1,823 +0
Total Volume and Open Interest 10,613 77,841 -26
Wheat(MGE)
Dec01 011109 313.00 315.00 312.00 312.75 -1.75 1,465 15,238 -532
Mar02 011109 324.00 325.00 322.00 322.50 -2.50 942 8,176 +597
May02 011109 331.00 332.50 331.00 332.00 -1.50 30 1,782 +21
Jul02 011109 338.00 338.50 337.75 337.75 -2.25 54 866 +50
Sep02 011109 344.00 344.00 344.00 344.00 -3.00 0 459 +0
Total Volume and Open Interest 2,493 26,659 +134
Oats(CBOT)
Dec01 011109 206.50 210.00 203.50 204.25 -2.00 934 5,802 -9
Mar02 011109 191.50 194.00 190.00 191.25 -0.25 502 5,702 -160
May02 011109 180.00 182.50 179.00 180.00 +0.25 348 1,809 +169
Jul02 011109 165.50 165.75 164.25 164.25 +0.25 11 801 +3
Total Volume and Open Interest 1,810 14,213 +14
Rough Rice(MCE)
Nov01 011109 3.57 3.57 3.56 3.56 +0.03 15 67 -29
Jan02 011109 3.66 3.76 3.60 3.76 +0.07 97 2,764 +10
Mar02 011109 3.90 3.97 3.82 3.97 +0.05 22 1,442 +9
May02 011109 4.19 4.19 4.19 4.19 +0.06 1 625 +1
Total Volume and Open Interest 138 5,425 -9
Live Cattle(CME)
Dec01 011109 64.500 64.600 63.250 63.250 -1.500 8,009 39,574 -1,132
Feb02 011109 67.900 68.075 66.650 66.650 -1.500 4,763 32,447 +880
Apr02 011109 69.950 70.225 68.750 68.750 -1.500 3,221 19,646 +443
Jun02 011109 66.300 66.350 65.300 65.425 -1.125 1,163 14,813 +290
Aug02 011109 66.100 66.275 65.200 65.375 -0.875 686 3,562 +273
Oct02 011109 67.700 67.700 67.000 67.225 -0.575 96 765 +37
Total Volume and Open Interest 17,962 110,901 +802
Feeder Cattle(CME)
Nov01 011109 85.400 85.400 84.500 84.625 -0.825 300 2,742 -176
Jan02 011109 80.700 80.975 79.650 79.650 -1.500 1,482 7,677 +53
Mar02 011109 79.950 80.100 78.650 78.650 -1.500 712 2,829 +251
Apr02 011109 80.000 80.050 78.550 78.550 -1.500 261 1,369 +86
May02 011109 79.800 79.850 78.350 78.350 -1.500 237 1,247 +104
Aug02 011109 81.250 81.300 79.950 79.950 -1.500 34 358 +10
Sep02 011109 80.050 80.050 80.050 80.050 -1.400 3 71 -1
Total Volume and Open Interest 3,029 16,301 +327
Lean Hogs(CME)
Dec01 011109 51.100 51.100 49.325 49.325 -2.000 4,462 17,481 -649
Feb02 011109 53.900 54.000 52.250 52.525 -1.625 2,363 7,400 +286
Apr02 011109 55.600 55.750 54.300 54.525 -1.200 366 3,368 +88
Jun02 011109 62.400 62.500 61.250 61.375 -1.125 25 888 +6
Jul02 011109 60.400 60.400 59.900 60.000 -1.025 24 426 +7
Aug02 011109 59.400 59.400 59.175 59.175 -0.875 5 220 +4
Oct02 011109 53.100 53.100 53.050 53.050 -0.350 1 243 +1
Dec02 011109 51.000 51.000 50.500 50.500 -0.550 0 4 +0
Total Volume and Open Interest 7,256 30,833 -259
Pork Bellies(CME)
Feb02 011109 73.700 73.800 70.400 70.400 -3.000 646 1,847 -13
Mar02 011109 73.300 73.300 69.825 69.825 -2.925 16 235 +2
May02 011109 71.700 71.700 71.400 71.400 -2.850 3 100 +3
Jul02 011109 75.000 75.000 70.800 70.800 -2.950 0 31 +0
Aug02 011109 71.250 71.250 71.250 71.250 -2.750 0 6 +0
Total Volume and Open Interest 665 2,219 -8
Cocoa(NYBOT)
Dec01 011109 1141 1160 1130 1154 +55 4,951 9,992 -2,633
Mar02 011109 1155 1170 1138 1164 +60 8,623 33,878 +1,845
May02 011109 1156 1167 1139 1163 +61 1,034 11,309 +247
Jul02 011109 1155 1167 1150 1160 +58 228 7,560 +107
Sep02 011109 1163 1163 1163 1163 +56 210 4,636 +6
Dec02 011109 1150 1158 1150 1158 +62 2,364 10,664 -288
Mar03 011109 1166 1166 1166 1166 +63 335 8,933 +11
Total Volume and Open Interest 18,369 94,155 -386
Coffee "C"(NYBOT)
Dec01 011109 45.50 45.50 44.50 44.70 -1.05 6,434 23,694 -1,693
Mar02 011109 48.50 48.50 47.55 47.80 -0.90 4,180 20,181 +1,044
May02 011109 50.20 50.20 49.25 49.40 -0.85 927 5,113 -341
Jul02 011109 51.60 51.60 50.75 50.75 -0.85 355 3,601 +5
Sep02 011109 53.00 53.10 52.00 52.00 -0.95 95 2,588 +14
Dec02 011109 55.00 55.00 53.75 53.75 -1.00 94 2,483 +20
Total Volume and Open Interest 12,097 58,212 -941
Orange Juice(NYBOT)
Nov01 011108 94.00 94.90 93.00 93.15 -0.35 159 335 -122
Jan02 011109 95.00 95.55 94.50 94.55 -1.00 663 16,136 +22
Mar02 011109 96.10 96.70 95.50 95.65 -0.95 73 2,988 -8
May02 011109 96.10 96.10 96.05 96.05 -0.55 0 1,110 +0
Jul02 011109 96.55 96.55 96.55 96.55 -0.05 0 145 +0
Total Volume and Open Interest 736 22,276 +8
Sugar #11(NYBOT)
Mar02 011109 7.25 7.25 7.07 7.11 -0.15 18,885 88,244 -3,199
May02 011109 6.80 6.80 6.65 6.69 -0.17 2,519 22,319 +573
Jul02 011109 6.30 6.30 6.23 6.25 -0.13 5,074 25,958 +998
Oct02 011109 6.38 6.39 6.32 6.38 -0.08 2,598 15,269 +471
Mar03 011109 6.55 6.56 6.55 6.56 -0.08 479 5,726 +454
Total Volume and Open Interest 30,937 161,859 -297
London Cocoa(LCE)
Dec01 011109 837 858 822 844 +8 4,555 27,990 -755
Mar02 011109 859 880 844 865 +7 4,610 61,423 +1,231
May02 011109 869 888 860 876 +7 1,186 31,329 +285
Jul02 011109 880 892 870 880 +5 281 20,036 +112
Sep02 011109 880 891 870 881 +5 153 10,602 -30
Dec02 011109 872 885 866 882 +5 257 4,396 +214
Mar03 011109 887 895 886 886 +5 198 3,867 +94
Total Volume and Open Interest 11,312 160,218 +1,132
London Coffee(LCE)
Nov01 011109 380.00 380.00 376.00 377.00 -8.00 374 1,266 -613
Jan02 011109 383.00 383.00 373.00 375.00 -8.00 3,155 36,914 +451
Mar02 011109 396.00 397.00 388.00 390.00 -8.00 1,077 21,644 +28
May02 011109 412.00 413.00 403.00 405.00 -8.00 644 17,608 +347
Jul02 011109 425.00 425.00 418.00 420.00 -7.00 151 13,481 +21
Sep02 011109 437.00 438.00 431.00 432.00 -8.00 355 10,752 +33
Total Volume and Open Interest 6,024 104,184 +535
London Sugar(LCE)
Dec01 011109 237.00 238.30 233.00 234.50 -2.50 1,879 7,965 -931
Mar02 011109 233.00 235.10 229.50 231.00 -2.00 3,131 17,682 -279
May02 011109 224.50 226.00 220.50 222.00 -2.50 111 7,737 +5
Aug02 011109 213.80 215.40 210.50 211.00 -3.50 475 8,766 +296
Oct02 011109 201.80 202.80 197.50 197.50 -5.00 44 3,994 +8
Total Volume and Open Interest 5,674 46,875 -868
Cotton(NYBOT)
Dec01 011109 32.30 32.85 32.00 32.78 +0.63 5,546 24,439 -759
Mar02 011109 34.20 34.70 33.90 34.60 +0.52 5,091 16,715 +244
May02 011109 35.40 35.90 35.10 35.85 +0.57 1,119 5,960 +127
Jul02 011109 36.50 37.00 36.05 36.85 +0.52 723 6,811 +260
Oct02 011109 38.10 38.75 38.10 38.75 +0.60 17 267 +16
Dec02 011109 39.20 39.95 39.20 39.88 +0.63 251 3,938 -22
Total Volume and Open Interest 12,781 59,100 -121
Lumber(CME)
Nov01 011109 229.8 233.0 228.1 230.1 unch 253 387 -92
Jan02 011109 221.0 224.8 218.4 222.3 -0.4 417 1,376 +129
Mar02 011109 233.2 235.0 230.5 231.5 -3.9 60 204 +17
May02 011109 242.5 242.5 238.4 238.4 -4.2 2 84 +1
Total Volume and Open Interest 732 2,067 +55
Crude Oil(NYM)
Dec01 011109 22.05 22.35 21.45 22.22 +1.05 88,967 114,706 -7,020
Jan02 011109 22.35 22.55 21.65 22.46 +1.09 45,844 81,567 +4,160
Feb02 011109 22.45 22.60 21.95 22.51 +1.08 11,983 31,464 +1,892
Mar02 011109 22.50 22.50 21.95 22.48 +1.03 6,319 23,093 +1,376
Apr02 011109 22.40 22.42 21.95 22.42 +0.97 3,127 19,168 -145
May02 011109 21.90 22.45 21.90 22.35 +0.93 1,886 14,424 +338
Jun02 011109 22.50 22.50 21.90 22.29 +0.90 4,202 28,438 +382
Jul02 011109 21.90 22.24 21.90 22.24 +0.87 768 11,211 -2
Aug02 011109 21.85 22.20 21.85 22.20 +0.84 325 12,254 +6
Sep02 011109 22.16 22.16 22.16 22.16 +0.81 1,482 12,021 +344
Total Volume and Open Interest 170,055 447,057 +909
Heating Oil(NYM)
Dec01 011109 62.80 63.80 61.40 62.68 +1.96 22,243 49,151 -1,218
Jan02 011109 63.90 64.35 62.40 63.55 +2.04 7,368 33,120 +622
Feb02 011109 63.90 64.35 62.70 63.60 +2.04 2,612 17,338 +378
Mar02 011109 63.20 63.40 61.40 62.55 +1.99 2,678 19,463 -136
Apr02 011109 61.00 61.55 60.80 61.50 +1.89 304 13,074 -35
May02 011109 60.00 60.30 59.75 60.30 +1.84 362 5,952 -42
Jun02 011109 60.15 60.15 59.45 60.05 +1.79 732 8,495 +34
Jul02 011109 60.80 60.80 60.10 60.50 +1.79 168 4,023 -40
Aug02 011109 61.40 61.40 60.00 61.10 +1.79 61 2,889 +55
Sep02 011109 62.15 62.15 61.40 61.85 +1.79 196 2,739 +105
Total Volume and Open Interest 36,920 167,129 -200
Unleaded Gas(NYM)
Dec01 011109 59.60 60.90 58.00 60.71 +3.07 17,083 36,221 -198
Jan02 011109 60.50 61.60 59.50 61.49 +3.00 6,166 15,032 +831
Feb02 011109 61.95 62.31 60.30 62.31 +2.94 1,210 7,378 +39
Mar02 011109 63.00 63.23 61.80 63.23 +2.88 722 11,528 +10
Apr02 011109 68.20 69.40 67.00 68.93 +2.85 738 11,991 -36
May02 011109 67.30 69.31 67.30 69.31 +2.76 1,150 11,553 +74
Jun02 011109 69.00 69.16 69.00 69.16 +2.66 654 8,669 +360
Jul02 011109 68.76 68.76 68.76 68.76 +2.61 211 4,869 +35
Total Volume and Open Interest 29,170 114,012 +1,655
Natural Gas(NYM)
Dec01 011109 2.950 2.955 2.830 2.925 -0.035 30,366 53,337 -449
Jan02 011109 3.120 3.135 3.010 3.105 -0.027 8,322 46,583 +654
Feb02 011109 3.135 3.155 3.040 3.130 -0.017 3,922 28,717 +160
Mar02 011109 3.100 3.140 3.010 3.102 -0.010 4,492 25,138 -973
Apr02 011109 3.060 3.070 2.990 3.060 +0.003 3,982 29,649 +983
May02 011109 3.075 3.120 3.000 3.100 +0.008 3,341 21,471 +1,175
Jun02 011109 3.090 3.170 3.070 3.145 +0.008 255 15,610 +28
Jul02 011109 3.145 3.200 3.130 3.185 +0.008 191 12,590 -54
Total Volume and Open Interest 66,052 450,460 +2,306
Brent Crude Oil(IPE)
Dec01 011109 20.35 21.65 20.35 21.38 +1.10 46,500 56,729 -9,170
Jan02 011109 20.47 21.70 20.47 21.54 +1.11 44,465 72,300 +578
Feb02 011109 20.75 21.59 20.75 21.52 +1.02 8,371 22,821 +768
Mar02 011109 20.80 21.60 20.75 21.48 +1.00 3,869 13,463 +985
Apr02 011109 20.93 21.43 20.71 21.43 +0.95 1,903 9,724 +91
May02 011109 20.82 21.39 20.82 21.39 +0.91 248 6,031 -79
Jun02 011109 20.80 21.36 20.70 21.36 +0.88 2,516 16,711 +172
Jul02 011109 20.97 21.32 20.96 21.32 +0.84 0 4,515 +0
Total Volume and Open Interest 109,843 238,389 -6,103
Gas Oil(IPE)
Nov01 011109 190.00 196.75 190.00 193.50 +7.50 11,856 10,738 -3,436
Dec01 011109 187.00 194.50 187.00 191.75 +8.75 16,998 48,845 -121
Jan02 011109 187.75 194.00 187.75 192.25 +8.50 6,363 26,535 +1,243
Feb02 011109 187.00 192.50 187.00 190.50 +7.50 860 8,175 +83
Mar02 011109 185.25 188.25 185.00 188.25 +6.75 46 8,465 +14
Apr02 011109 183.00 186.00 183.00 186.00 +6.00 164 3,950 -4
May02 011109 182.25 186.50 182.25 185.25 +5.75 0 3,006 +0
Jun02 011109 183.00 187.50 182.50 185.50 +5.75 601 15,115 +151
Total Volume and Open Interest 36,888 134,611 -2,170
US Dollar Index(NYBOT)
Dec01 011109 115.53 115.57 115.20 115.32 -0.06 472 4,385 -31
Mar02 011109 115.95 115.95 115.83 115.83 -0.10 5 2,045 +4
Jun02 011109 116.34 116.34 116.34 116.34 -0.14 0 8 +0
Total Volume and Open Interest 477 6,439 -27
Australian Dollar(IMM)
Dec01 011109 51.35 51.38 51.18 51.30 -0.12 1,141 21,601 +103
Mar02 011109 51.00 51.08 51.00 51.06 -0.12 0 322 +0
Jun02 011109 50.82 50.82 50.82 50.82 -0.12 0 12 +0
Total Volume and Open Interest 1,141 21,947 +103
British Pound(IMM)
Dec01 011109 145.12 145.70 144.96 145.46 +0.32 4,004 37,224 +201
Mar02 011109 144.68 144.68 144.68 144.68 +0.32 15 206 -5
Jun02 011109 143.90 143.90 143.90 143.90 +0.32 0 1 +0
Total Volume and Open Interest 4,019 37,431 +196
Canadian Dollar(IMM)
Dec01 011109 62.55 62.58 62.30 62.34 -0.17 4,145 75,147 +499
Mar02 011109 62.55 62.57 62.30 62.33 -0.17 401 4,015 +189
Jun02 011109 62.56 62.56 62.30 62.32 -0.17 23 1,457 +8
Sep02 011109 62.46 62.46 62.33 62.33 -0.17 10 513 +1
Total Volume and Open Interest 4,581 81,294 +697
Japanese Yen(IMM)
Dec01 011109 83.29 83.42 83.15 83.38 -0.08 32,179 88,641 -1,231
Mar02 011109 83.72 83.78 83.57 83.78 -0.08 6 429 +2
Jun02 011109 84.18 84.18 84.18 84.18 -0.08 3 27 +2
Total Volume and Open Interest 32,188 89,446 -1,227
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 011109 60.91 61.06 60.82 60.98 +0.08 10,151 53,514 -411
Mar02 011109 61.01 61.01 61.01 61.01 +0.08 44 114 -27
Jun02 011109 61.07 61.07 61.07 61.07 +0.08 0 4 +0
Total Volume and Open Interest 10,195 53,632 -438
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 011109 10745.0 10770.0 10742.0 10762.0 unch 2,701 22,432 +378
Mar02 011109 10510.0 10517.0 10510.0 10517.0 unch 100 1,489 +1
Total Volume and Open Interest 2,805 25,074 +382
30-Year T-Bonds(CBOT)
Dec01 011109 110~14 111~07 110~11 110~14 -0~02 290,606 576,650 -1,593
Mar02 011109 109~25 110~05 109~09 109~12 -0~02 7,620 48,966 +3,644
Jun02 011109 108~09 108~09 108~09 108~09 -0~02 153 764 +91
Total Volume and Open Interest 298,379 626,380 +2,142
Municipal Bonds(CBOT)
Dec01 011109 108~20 108~30 108~13 108~14 unch 1,518 11,730 +314
Mar02 011109 107~26 107~26 107~15 107~15 +0~01 11 1,016 +6
Total Volume and Open Interest 1,529 12,746 +320
10-Year T-Notes(CBOT)
Dec01 011109 111~055 111~215 111~030 111~050 -0~030 275,973 604,686 +8,993
Mar02 011109 110~100 110~165 109~305 110~000 -0~035 7,157 58,634 +4,342
Total Volume and Open Interest 283,130 663,322 +13,335
5-Year T-Notes(CBOT)
Dec01 011109 109~305 110~030 109~205 109~225 -0~045 53,210 0 -505,322
Mar02 011109 108~280 108~280 108~175 108~180 -0~050 9,052 47,502 +5,179
Total Volume and Open Interest 62,262 47,502 -500,143
2 Year T-Notes(CBOT)
Dec01 011109 106~016 106~024 106~001 106~008 -0~004 5,598 71,793 -1,517
Mar02 011109 105~056 105~056 105~053 105~056 -0~008 0 21 +0
Total Volume and Open Interest 5,598 71,814 -1,517
3-Mth T-Bills(IMM)
Dec01 011109 98.24 98.24 98.24 98.24 unch 2 1,635 +1
Total Volume and Open Interest 2 1,640 +1
Eurodollars(IMM)
Dec01 011109 98.070 98.100 98.045 98.050 unch 114,590 907,381 -167
Mar02 011109 98.070 98.110 98.040 98.050 unch 143,249 720,032 +9,127
Jun02 011109 97.825 97.900 97.770 97.780 -0.025 151,405 621,929 +6,861
Sep02 011109 97.470 97.530 97.380 97.395 -0.045 117,415 463,218 +3,247
Dec02 011109 96.995 97.045 96.905 96.920 -0.055 60,609 423,560 +2,818
Mar03 011109 96.605 96.650 96.520 96.535 -0.045 33,467 294,731 +4,491
Jun03 011109 96.200 96.225 96.120 96.135 -0.040 22,572 204,244 +1,158
Sep03 011109 95.870 95.890 95.795 95.805 -0.030 18,978 182,918 -62
Dec03 011109 95.525 95.555 95.465 95.470 -0.025 6,661 166,634 -2
Mar04 011109 95.365 95.390 95.310 95.310 -0.020 6,676 141,920 -432
Jun04 011109 95.170 95.190 95.110 95.115 -0.015 10,554 115,945 +690
Sep04 011109 94.995 95.015 94.950 94.950 -0.010 7,446 105,218 -1,483
Total Volume and Open Interest 737,080 4,984,754 +25,639
3-Mth Euro-Yen(IMM)
Dec01 011109 99.91 99.91 99.90 99.91 unch 779 17,087 -85
Mar02 011109 99.88 99.88 99.88 99.88 +0.01 51 9,488 +138
Jun02 011109 99.89 99.89 99.89 99.89 unch 14 8,777 -21
Sep02 011109 99.87 99.87 99.87 99.87 unch 28 2,443 +28
Dec02 011109 99.82 99.82 99.82 99.82 unch 5 909 -390
Mar03 011109 99.79 99.79 99.79 99.79 unch 1 1,088 +1
Jun03 011109 99.77 99.77 99.77 99.77 unch 0 159 +0
Sep03 011109 99.71 99.71 99.71 99.71 unch 0 15 +0
Dec03 011109 99.63 99.63 99.63 99.63 unch 0 2 +0
Mar04 011109 99.57 99.57 99.57 99.57 unch 0 220 +0
Total Volume and Open Interest 878 40,188 -329
3-Mth Euro-Yen(SIMEX)
Dec01 011109 99.90 99.90 99.90 99.90 -0.01 254 90,286 -581
Mar02 011109 99.88 99.88 99.88 99.88 0.00 661 72,615 -23
Jun02 011109 99.89 99.89 99.89 99.89 0.00 205 56,511 +71
Sep02 011109 99.87 99.87 99.86 99.86 -0.01 255 26,297 +54
Dec02 011109 99.82 99.82 99.82 99.82 0.00 117 9,443 -37
Mar03 011109 99.79 99.79 99.79 99.79 0.00 390 16,107 +28
Jun03 011109 99.76 99.77 99.76 99.76 0.00 390 15,610 +390
Sep03 011109 99.72 99.72 99.71 99.71 -0.01 0 7,066 +0
Total Volume and Open Interest 2,272 308,393 -98
Euro Notional Bond(MATIF)
Dec01 011109 92.67 93.03 92.67 92.75 unch 304 24,435 -703
Mar02 011109 92.85 92.85 92.85 92.85 unch      
Jun02 011109 92.95 92.95 92.95 92.95 unch      
Total Volume and Open Interest 304 24,435 -703
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 011109 96.02 96.03 96.01 96.02 -0.03 12,148 190,682 -1,936
Mar02 011109 96.24 96.26 96.24 96.25 -0.04 21,080 115,905 +6,872
Jun02 011109 96.21 96.23 96.19 96.21 -0.04 6,202 41,253 +1,686
Sep02 011109 96.05 96.06 96.02 96.03 -0.07 1,685 22,507 -344
Dec02 011109 95.83 95.83 95.80 95.81 -0.06 535 15,011 +257
Mar03 011109 95.60 95.60 95.60 95.60 -0.07 258 9,928 +46
Jun03 011109 95.43 95.43 95.43 95.43 -0.06 160 7,643 +78
Sep03 011109 95.28 95.28 95.28 95.28 -0.06 688 6,448 +503
Dec03 011109 95.16 95.16 95.14 95.15 -0.06 37 2,652 +29
Mar04 011109 95.04 95.04 95.04 95.04 -0.07 30 1,890 -25
Total Volume and Open Interest 42,823 417,132 +7,166
10-Year Aus T-Bonds(SFE)
Dec01 011109 94.89 94.91 94.86 94.87 -0.13 15,099 163,838 +0
Mar02 011109 94.87 94.87 94.87 94.87 -0.13      
Total Volume and Open Interest 15,099 163,838 +3,088
3-Year Aus T-Bonds(SFE)
Dec01 011109 95.81 95.84 95.81 95.82 -0.08 64,993 378,555 +36,015
Mar02 011109 95.67 95.67 95.67 95.67 -0.08      
Total Volume and Open Interest 64,993 378,555 +36,015
Gold(CMX)
Dec01 011109 277.6 278.2 277.2 277.7 +0.6 28,385 76,766 +1,527
Feb02 011109 278.0 278.8 277.7 278.3 +0.7 504 13,938 -24
Apr02 011109 279.0 279.0 278.3 278.8 +0.7 1,608 3,749 -67
Jun02 011109 278.7 279.6 278.7 279.3 +0.7 92 5,546 +44
Aug02 011109 279.7 279.7 279.7 279.7 +0.7 103 3,334 +11
Oct02 011109 280.1 280.1 280.1 280.1 +0.6 0 2,174 +0
Total Volume and Open Interest 31,207 117,446 +1,699
Silver(CMX)
Dec01 011109 408.0 409.5 405.5 408.0 +0.2 6,444 39,395 +369
Mar02 011109 411.5 412.5 408.5 411.0 +0.2 1,670 25,516 +757
May02 011109 413.0 413.0 410.0 412.7 +0.2 141 1,402 +96
Jul02 011109 415.0 415.0 413.0 414.0 +0.2 43 1,956 +15
Sep02 011109 415.2 415.2 415.2 415.2 +0.2 50 1,428 +0
Total Volume and Open Interest 9,185 76,462 +1,628
Platinum(NYM)
Jan02 011109 420.0 425.0 419.5 422.6 +4.8 120 5,919 +36
Apr02 011109 417.6 417.6 417.6 417.6 +4.8 1 37 +0
Jul02 011109 411.1 411.1 411.1 411.1 +4.8 0 54 +0
Oct02 011109 408.1 408.1 408.1 408.1 +4.8 0 45 +0
Total Volume and Open Interest 121 6,055 +36
Palladium(NYME)
Dec01 011109 324.00 325.50 322.00 325.50 -0.50 191 1,145 -29
Mar02 011109 327.00 327.00 327.00 327.00 -0.50 171 389 +135
Total Volume and Open Interest 362 1,534 +106
Copper(CMX)
Dec01 011109 62.25 64.40 62.05 64.10 +2.60 15,534 48,435 -193
Mar02 011109 63.10 65.00 62.80 64.75 +2.60 3,121 18,559 +1,295
May02 011109 63.70 65.20 63.40 65.20 +2.55 69 4,859 +14
Jul02 011109 64.00 65.70 63.90 65.70 +2.55 10 3,623 +1
Sep02 011109 64.55 66.20 64.35 66.20 +2.55 54 3,206 +29
Total Volume and Open Interest 19,475 96,091 +1,264
DJIA Index(CBOT)
Dec01 011109 9585 9625 9505 9616 +17 20,708 29,588 -366
Mar02 011109 9595 9620 9520 9616 +17 36 693 +10
Jun02 011109 9625 9625 9625 9625 +17 0 296 -1
Sep02 011109 9638 9638 9638 9638 +17 0 20 +0
Total Volume and Open Interest 20,744 30,603 -357
S & P 500(CME)
Dec01 011109 1118.50 1125.50 1111.00 1123.50 +0.10 87,861 513,884 +2,562
Mar02 011109 1120.50 1124.80 1115.00 1124.80 +0.20 2,228 30,386 +1,452
Jun02 011109 1123.00 1127.10 1123.00 1127.10 +0.20 95 2,240 +60
Sep02 011109 1130.20 1130.20 1130.20 1130.20 -0.50 4 411 +0
Total Volume and Open Interest 90,190 547,248 +4,076
S & P 500 E-Mini(Globex)
Dec01 011109 1122.75 1126.50 1111.25 1123.50 unch 242,657 213,897 +10,210
Mar02 011109 1115.50 1124.75 1115.50 1124.75 +0.25 17 38 +10
Total Volume and Open Interest 242,674 213,935 +10,220
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 011109 569.00 571.25 567.75 571.25 -1.25 974 5,986 +49
Mar02 011109 571.75 571.75 571.75 571.75 -1.50 0 700 +0
Jun02 011109 572.25 572.25 572.25 572.25 -1.75 0 300 +0
Total Volume and Open Interest 974 6,986 +49
S & P Midcap 400(CME)
Dec01 011109 470.00 472.00 466.50 470.50 -0.50 1,377 15,427 +235
Mar02 011109 471.50 471.50 471.50 471.50 -0.50      
Jun02 011109 475.50 475.50 475.50 475.50 -0.50      
Total Volume and Open Interest 1,377 15,427 +235
Russell 2000(CME)
Dec01 011109 439.00 441.00 436.75 440.00 -1.30 3,810 23,397 +217
Mar02 011109 440.70 440.70 440.70 440.70 -1.30      
Jun02 011109 444.70 444.70 444.70 444.70 -1.30      
Total Volume and Open Interest 3,810 23,397 +217
Value Line(KCBT)
Dec01 011109 1124.00 1129.00 1119.25 1129.00 unch 85 187 -9
Total Volume and Open Interest 85 187 -9
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 011109 10410 10465 10190 10230 -160 12,945 107,430 +370
Mar02 011109 10225 10225 10225 10225 -160 0 430 +0
Jun02 011109 10180 10180 10180 10180 -160 0 24 +0
Total Volume and Open Interest 12,945 107,884 +370
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 011109 4933.5 4980.0 4908.0 4931.5 -50.5 71,411 154,310 +1,206
Mar02 011109 4960.0 5002.0 4942.5 4965.0 -50.5 844 13,845 +496
Jun02 011109 4990.0 5030.5 4990.0 5002.5 -51.0 1,403 2,680 +1,083
Total Volume and Open Interest 73,658 170,835 +2,785
FT-SE 100(LIFFE)
Dec01 011109 5235.50 5286.50 5225.00 5253.50 -31.50 45,766 323,095 -831
Mar02 011109 5258.00 5292.50 5245.00 5262.00 -32.00 417 27,840 +6
Jun02 011109 5300.50 5300.50 5259.00 5279.00 -29.00 57 12,321 -37
Total Volume and Open Interest 46,240 363,256 -862
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 011109 177.45 178.00 175.70 177.20 +4.50 2,421 13,883 -2,040
Dec01 011109 180.20 181.20 179.50 181.15 +4.60 2,666 3,558 +2,448
Jan02 011109 181.00 181.00 181.00 181.00 +4.00      
Total Volume and Open Interest 5,087 17,441 +408
Bridge CRB Index(NYBOT)
Jan02 011109 191.00 191.50 190.25 191.50 +2.25 76 138 -44
Feb02 011109 190.60 191.75 190.60 191.75 +2.50 3 126 +2
Apr02 011109 192.75 192.75 192.75 192.75 +2.50 1 4 +1
Total Volume and Open Interest 149 354 -68
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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Crude oil, gasoline, heating oil, natural gas --- Buy 'em? Sell 'em? When?

MRCI'S 2011 HISTORICAL ENERGY REPORT is complete with seasonal patterns & weekly charts: for each delivery month and several spreads against each; for product spreads; for cash & basis; and for 3/2/1 and 2/1/1 crack spreads.  Better yet, this 284-page volume presents 190 seasonal & spread strategies to anticipate throughout the next 12-months!