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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 November 12, 2001
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Nov01 011112 442.00 446.00 440.00 445.00 +3.25 2,259 2,616 -714
Jan02 011112 445.00 449.00 442.75 447.25 +2.75 37,690 80,095 -2,112
Mar02 011112 449.50 453.00 447.00 451.50 +2.75 7,074 36,337 +280
May02 011112 454.00 457.50 451.50 456.00 +2.25 2,900 27,830 +345
Jul02 011112 458.50 462.50 456.00 461.00 +3.25 2,999 22,470 +452
Aug02 011112 457.50 461.50 457.50 459.75 +3.25 11 1,317 +4
Sep02 011112 458.00 458.00 458.00 458.00 +3.50 5 315 +5
Total Volume and Open Interest 53,837 178,357 -1,293
Soybean Meal(CBOT)
Dec01 011112 159.10 162.00 158.00 161.80 +2.50 16,580 32,453 -733
Jan02 011112 156.40 158.80 155.60 158.10 +1.80 9,357 25,132 +586
Mar02 011112 153.50 155.90 152.70 155.00 +1.70 5,740 24,551 +1,796
May02 011112 151.20 153.20 150.70 151.80 +0.60 3,953 22,887 -320
Jul02 011112 151.20 153.30 150.80 151.70 +0.50 2,704 21,157 +466
Aug02 011112 151.50 152.50 151.00 151.00 +0.40 281 5,635 +39
Sep02 011112 151.00 151.50 150.60 150.60 +0.30 69 5,308 +35
Oct02 011112 151.00 151.00 149.00 149.00 +0.30 24 2,487 +18
Total Volume and Open Interest 39,050 144,939 +2,005
Soybean Oil(CBOT)
Dec01 011112 16.02 16.18 16.00 16.17 +0.23 9,063 52,743 -1,124
Jan02 011112 16.20 16.36 16.17 16.33 +0.20 6,756 31,054 +225
Mar02 011112 16.48 16.60 16.40 16.58 +0.21 2,232 25,610 +44
May02 011112 16.69 16.82 16.61 16.80 +0.21 931 29,914 +464
Jul02 011112 16.83 17.02 16.83 17.01 +0.22 567 17,812 +138
Aug02 011112 17.00 17.05 17.00 17.05 +0.22 91 3,511 -40
Sep02 011112 17.17 17.17 17.17 17.17 +0.27 47 3,078 +3
Oct02 011112 17.27 17.27 17.27 17.27 +0.27 4 1,545 +4
Total Volume and Open Interest 19,696 169,944 -291
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 011112 205.00 205.00 205.00 205.00 +0.50 4 7 -158
Dec01 011112 205.50 207.00 205.00 206.00 unch 68,126 196,856 -9,113
Jan02 011112 209.75 211.25 209.75 210.75 unch 17 870 +0
Mar02 011112 218.00 219.25 217.00 218.25 unch 27,479 152,122 +3,711
May02 011112 225.00 226.50 224.50 225.25 -0.25 4,775 46,088 +577
Jul02 011112 231.00 232.00 230.25 231.50 unch 3,727 42,209 +773
Total Volume and Open Interest 106,972 471,300 -3,249
Wheat(CBOT)
Dec01 011112 284.50 286.25 282.50 283.00 -3.00 16,748 54,033 -2,658
Mar02 011112 293.50 294.00 290.50 291.75 -2.75 7,933 45,555 +1,677
May02 011112 296.00 296.00 293.50 293.75 -2.00 249 6,508 +70
Jul02 011112 297.00 298.25 295.25 296.50 -2.25 666 9,249 +62
Sep02 011112 300.50 300.50 300.50 300.50 -2.50 6 464 +2
Total Volume and Open Interest 25,625 117,425 -844
Wheat(KCBT)
Dec01 011112 289.00 291.38 287.50 288.00 -2.75 4,642 31,031 -981
Mar02 011112 298.00 300.25 296.50 298.00 -2.50 3,205 30,973 +1,096
May02 011112 304.50 305.50 302.50 303.00 -2.75 231 7,339 +89
Jul02 011112 307.50 309.00 306.25 308.00 -2.00 1,123 6,581 +546
Sep02 011112 314.25 314.25 314.25 314.25 -2.25 0 1,823 +0
Total Volume and Open Interest 9,201 78,590 +749
Wheat(MGE)
Dec01 011112 311.50 312.25 310.50 311.25 -1.50 1,053 14,793 -445
Mar02 011112 322.50 322.50 320.50 320.75 -1.75 772 8,044 -132
May02 011112 329.50 330.50 328.50 329.50 -2.50 14 1,793 +11
Jul02 011112 336.00 336.00 336.00 336.00 -1.75 8 862 -4
Sep02 011112 342.75 342.75 342.50 342.50 -1.50 1 459 +0
Total Volume and Open Interest 1,848 26,087 -572
Oats(CBOT)
Dec01 011112 202.25 207.00 202.25 206.50 +2.25 1,044 5,956 +154
Mar02 011112 190.00 193.50 189.75 192.75 +1.50 663 5,791 +89
May02 011112 180.00 181.75 180.00 181.75 +1.75 244 1,870 +61
Jul02 011112 164.75 166.25 164.75 166.00 +1.75 26 816 +15
Total Volume and Open Interest 1,980 14,534 +321
Rough Rice(MCE)
Nov01 011112 3.69 3.69 3.65 3.65 +0.09 8 65 -2
Jan02 011112 3.77 3.89 3.77 3.84 +0.08 196 2,809 +45
Mar02 011112 4.01 4.12 4.01 4.07 +0.10 24 1,449 +7
May02 011112 4.30 4.31 4.28 4.28 +0.09 0 625 +0
Total Volume and Open Interest 228 5,475 +50
Live Cattle(CME)
Dec01 011112 62.150 62.300 61.750 61.750 -1.500 7,193 39,185 -389
Feb02 011112 65.250 66.075 65.150 65.150 -1.500 6,068 32,537 +90
Apr02 011112 68.050 68.200 67.250 67.250 -1.500 3,348 19,841 +195
Jun02 011112 65.000 65.100 64.125 64.550 -0.875 1,838 14,379 -434
Aug02 011112 65.000 65.250 64.250 64.675 -0.700 664 3,709 +147
Oct02 011112 66.800 67.000 65.725 67.000 -0.225 100 846 +81
Total Volume and Open Interest 19,219 110,599 -302
Feeder Cattle(CME)
Nov01 011112 84.300 84.300 83.800 83.900 -0.725 510 2,659 -83
Jan02 011112 78.950 78.950 78.150 78.150 -1.500 1,850 8,088 +411
Mar02 011112 77.900 78.000 77.150 77.150 -1.500 875 3,326 +497
Apr02 011112 77.050 77.950 77.050 77.050 -1.500 396 1,546 +177
May02 011112 76.850 77.600 76.850 76.950 -1.400 395 1,412 +165
Aug02 011112 78.450 79.200 78.450 78.975 -0.975 33 383 +25
Sep02 011112 78.800 78.850 78.750 78.750 -1.300 1 72 +1
Total Volume and Open Interest 4,060 17,494 +1,193
Lean Hogs(CME)
Dec01 011112 48.150 49.100 47.450 47.875 -1.450 5,383 17,276 -205
Feb02 011112 51.800 52.900 51.350 52.600 +0.075 2,906 8,260 +860
Apr02 011112 53.950 55.100 53.800 54.725 +0.200 505 3,427 +59
Jun02 011112 61.200 61.700 61.000 61.400 +0.025 100 928 +40
Jul02 011112 59.900 60.000 59.800 59.950 -0.050 12 427 +1
Aug02 011112 59.125 59.125 59.125 59.125 -0.050 19 238 +18
Oct02 011112 53.000 53.000 53.000 53.000 -0.050 8 261 +18
Dec02 011112 50.450 50.450 50.450 50.450 -0.050 4 8 +4
Total Volume and Open Interest 9,039 31,702 +869
Pork Bellies(CME)
Feb02 011112 69.000 71.200 68.700 70.175 -0.225 615 1,899 +52
Mar02 011112 69.000 70.500 68.600 69.550 -0.275 71 240 +5
May02 011112 70.500 71.250 70.300 71.250 -0.150 12 95 -5
Jul02 011112 71.050 71.050 71.050 71.050 +0.250 1 30 -1
Aug02 011112 71.250 71.250 71.250 71.250 unch 0 6 +0
Total Volume and Open Interest 699 2,270 +51
Cocoa(NYBOT)
Dec01 011112 1158 1160 1131 1157 +3 3,519 8,941 -1,051
Mar02 011112 1168 1169 1141 1166 +2 9,936 35,868 +1,990
May02 011112 1142 1164 1142 1164 +1 966 10,252 -1,057
Jul02 011112 1140 1165 1140 1161 +1 187 7,450 -110
Sep02 011112 1162 1162 1162 1162 -1 179 4,787 +151
Dec02 011112 1156 1158 1155 1156 -2 760 9,406 -1,258
Mar03 011112 1164 1164 1164 1164 -2 1,550 8,933 +0
Total Volume and Open Interest 17,097 92,820 -1,335
Coffee "C"(NYBOT)
Dec01 011112 44.70 44.70 44.70 44.70 unch 6,434 23,694 +0
Mar02 011112 47.80 47.80 47.80 47.80 unch 4,180 20,181 +0
May02 011112 49.40 49.40 49.40 49.40 unch 927 5,113 +0
Jul02 011112 50.75 50.75 50.75 50.75 unch 355 3,601 +0
Sep02 011112 52.00 52.00 52.00 52.00 unch 95 2,588 +0
Dec02 011112 53.75 53.75 53.75 53.75 unch 94 2,483 +0
Total Volume and Open Interest 12,097 58,212 +0
Orange Juice(NYBOT)
Nov01 011108 94.00 94.90 93.00 93.15 -0.35 159 335 -122
Jan02 011112 94.55 94.55 94.55 94.55 unch 663 16,136 +0
Mar02 011112 95.65 95.65 95.65 95.65 unch 73 2,988 +0
May02 011112 96.05 96.05 96.05 96.05 unch 0 1,110 +0
Jul02 011112 96.55 96.55 96.55 96.55 unch 0 145 +0
Total Volume and Open Interest 736 21,947 -329
Sugar #11(NYBOT)
Mar02 011112 7.15 7.20 7.03 7.14 +0.03 14,948 88,667 +423
May02 011112 6.74 6.76 6.63 6.72 +0.03 3,287 22,658 +339
Jul02 011112 6.29 6.35 6.24 6.28 +0.03 2,649 24,821 -1,137
Oct02 011112 6.42 6.45 6.34 6.39 +0.01 1,342 16,097 +828
Mar03 011112 6.59 6.59 6.57 6.57 +0.01 528 5,731 +5
Total Volume and Open Interest 23,494 162,786 +927
London Cocoa(LCE)
Dec01 011112 843 844 830 840 -4 3,139 27,284 -706
Mar02 011112 861 865 849 861 -4 3,538 62,192 +769
May02 011112 871 875 861 871 -5 489 31,306 -23
Jul02 011112 865 881 865 877 -3 208 19,888 -148
Sep02 011112 874 876 872 873 -8 53 10,593 -9
Dec02 011112 871 871 871 871 -11 77 4,358 -38
Mar03 011112 875 875 875 875 -11 15 3,867 +0
Total Volume and Open Interest 7,519 160,063 -155
London Coffee(LCE)
Nov01 011112 376.00 376.00 373.00 373.00 -4.00 145 1,116 -150
Jan02 011112 374.00 376.00 370.00 371.00 -4.00 3,170 37,052 +138
Mar02 011112 390.00 390.00 386.00 386.00 -4.00 1,468 22,424 +780
May02 011112 405.00 405.00 400.00 400.00 -5.00 609 17,571 -37
Jul02 011112 418.00 419.00 415.00 415.00 -5.00 130 13,597 +116
Sep02 011112 431.00 432.00 427.00 427.00 -5.00 357 10,972 +220
Total Volume and Open Interest 6,147 105,358 +1,174
London Sugar(LCE)
Dec01 011112 235.90 236.00 233.40 235.40 +0.90 1,313 7,388 -577
Mar02 011112 233.00 233.00 229.60 232.00 +1.00 3,752 19,317 +1,635
May02 011112 223.10 223.50 223.00 223.30 +1.30 700 7,792 +55
Aug02 011112 212.50 212.50 210.50 212.30 +1.30 975 8,683 -83
Oct02 011112 199.00 199.00 198.80 198.80 +1.30 330 4,139 +145
Total Volume and Open Interest 7,150 48,077 +1,202
Cotton(NYBOT)
Dec01 011112 32.78 32.78 32.78 32.78 unch 5,546 24,439 +0
Mar02 011112 34.60 34.60 34.60 34.60 unch 5,091 16,715 +0
May02 011112 35.85 35.85 35.85 35.85 unch 1,119 5,960 +0
Jul02 011112 36.85 36.85 36.85 36.85 unch 723 6,811 +0
Oct02 011112 38.75 38.75 38.75 38.75 unch 17 267 +0
Dec02 011112 39.88 39.88 39.88 39.88 unch 251 3,938 +0
Total Volume and Open Interest 12,781 59,100 +0
Lumber(CME)
Nov01 011112 228.6 234.0 228.6 233.9 +3.8 138 340 -47
Jan02 011112 218.6 225.7 215.3 224.8 +2.5 311 1,455 +79
Mar02 011112 230.1 238.0 228.1 236.3 +4.8 84 222 +18
May02 011112 240.0 240.0 233.0 233.0 -5.4 28 100 +16
Total Volume and Open Interest 563 2,132 +65
Crude Oil(NYM)
Dec01 011112 21.45 21.78 20.70 21.23 -0.99 92,707 105,972 -8,734
Jan02 011112 21.80 22.00 20.90 21.53 -0.93 51,552 86,113 +4,546
Feb02 011112 21.90 22.10 21.10 21.64 -0.87 15,141 33,466 +2,002
Mar02 011112 21.90 22.10 21.12 21.66 -0.82 7,916 24,187 +1,094
Apr02 011112 21.95 21.95 21.38 21.64 -0.78 4,328 19,442 +274
May02 011112 21.55 21.61 21.30 21.61 -0.74 1,925 14,398 -26
Jun02 011112 21.85 21.87 21.30 21.58 -0.71 4,566 28,778 +340
Jul02 011112 21.55 21.55 21.55 21.55 -0.69 1,067 11,678 +467
Aug02 011112 21.50 21.53 21.05 21.53 -0.67 545 11,957 -297
Sep02 011112 21.52 21.52 21.52 21.52 -0.64 65 11,971 -50
Total Volume and Open Interest 183,155 450,523 +3,466
Heating Oil(NYM)
Dec01 011112 61.50 61.60 58.80 60.10 -2.58 18,330 45,717 -3,434
Jan02 011112 62.30 62.40 59.75 61.00 -2.55 7,760 33,114 -6
Feb02 011112 62.30 62.30 60.20 61.20 -2.40 2,943 16,928 -410
Mar02 011112 61.60 61.60 59.70 60.35 -2.20 2,289 19,411 -52
Apr02 011112 59.50 60.25 59.25 59.45 -2.05 1,956 13,543 +469
May02 011112 59.00 59.00 58.00 58.35 -1.95 1,265 5,890 -62
Jun02 011112 58.80 58.80 58.10 58.20 -1.85 658 8,388 -107
Jul02 011112 59.50 59.50 58.70 58.70 -1.80 222 4,061 +38
Aug02 011112 59.90 59.90 59.30 59.30 -1.80 85 2,889 +0
Sep02 011112 59.75 60.40 59.75 60.05 -1.80 132 2,762 +23
Total Volume and Open Interest 36,182 163,727 -3,402
Unleaded Gas(NYM)
Dec01 011112 59.50 60.00 56.50 57.57 -3.14 19,908 31,625 -4,596
Jan02 011112 60.60 60.75 57.40 58.43 -3.06 8,352 16,097 +1,065
Feb02 011112 61.60 61.60 59.30 59.38 -2.93 1,024 7,693 +315
Mar02 011112 62.50 62.50 60.38 60.38 -2.85 938 11,612 +84
Apr02 011112 68.20 68.25 65.70 66.18 -2.75 978 12,231 +240
May02 011112 68.30 68.30 66.00 66.58 -2.73 1,346 11,741 +188
Jun02 011112 67.00 67.00 66.48 66.48 -2.68 469 8,548 -121
Jul02 011112 66.13 66.13 66.13 66.13 -2.63 2 4,867 -2
Total Volume and Open Interest 33,231 111,317 -2,695
Natural Gas(NYM)
Dec01 011112 2.760 2.765 2.700 2.733 -0.192 33,168 53,826 +489
Jan02 011112 2.950 2.950 2.895 2.930 -0.175 10,042 45,822 -761
Feb02 011112 2.950 2.985 2.930 2.968 -0.162 3,000 28,331 -386
Mar02 011112 2.930 2.965 2.920 2.953 -0.149 2,473 26,117 +979
Apr02 011112 2.890 2.940 2.890 2.920 -0.140 2,970 29,261 -388
May02 011112 2.950 2.990 2.940 2.960 -0.140 1,197 21,348 -123
Jun02 011112 3.010 3.020 2.990 3.005 -0.140 1,019 15,935 +325
Jul02 011112 3.045 3.055 3.040 3.045 -0.140 368 12,341 -249
Total Volume and Open Interest 61,793 452,437 +1,977
Brent Crude Oil(IPE)
Dec01 011112 21.63 21.63 19.85 20.39 -0.99 38,254 50,011 -6,718
Jan02 011112 21.78 21.78 20.05 20.58 -0.96 48,770 80,775 +8,475
Feb02 011112 21.54 21.58 20.10 20.61 -0.91 11,328 25,038 +2,217
Mar02 011112 21.22 21.25 20.20 20.61 -0.87 5,123 14,147 +684
Apr02 011112 21.20 21.26 20.37 20.61 -0.82 1,606 10,442 +718
May02 011112 21.17 21.17 20.60 20.60 -0.79 304 6,110 +79
Jun02 011112 21.15 21.15 20.25 20.59 -0.77 1,202 16,890 +179
Jul02 011112 20.58 20.58 20.58 20.58 -0.74 228 4,600 +85
Total Volume and Open Interest 110,971 244,942 +6,553
Gas Oil(IPE)
Nov01 011112 196.00 197.00 190.25 193.50 unch 11,702 6,513 -4,225
Dec01 011112 194.00 194.50 182.25 182.75 -9.00 19,290 48,653 -192
Jan02 011112 193.50 193.50 183.50 184.00 -8.25 8,710 28,586 +2,051
Feb02 011112 188.00 188.00 183.25 183.25 -7.25 2,113 8,257 +82
Mar02 011112 184.00 184.50 181.75 181.75 -6.50 737 8,562 +97
Apr02 011112 180.25 180.25 180.25 180.25 -5.75 1,145 4,760 +810
May02 011112 179.50 179.50 179.50 179.50 -5.75 641 3,366 +360
Jun02 011112 180.00 180.00 179.75 179.75 -5.75 1,586 14,486 -629
Total Volume and Open Interest 47,297 134,138 -473
US Dollar Index(NYBOT)
Dec01 011112 115.30 115.55 115.30 115.55 +0.23 145 4,385 +0
Mar02 011112 116.06 116.06 116.06 116.06 +0.23 7 2,046 +1
Jun02 011112 116.57 116.57 116.57 116.57 +0.23 0 8 +0
Total Volume and Open Interest 152 6,440 +1
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 62.57 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 011109 45.62 45.62 45.62 45.62 +0.02 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 011109 89.17 89.35 89.05 89.23 +0.05 23,484 98,758 -4,648
Mar02 011109 88.94 88.98 88.80 88.95 +0.05 25 1,219 -2
Jun02 011109 88.74 88.74 88.74 88.74 +0.05 1 211 +1
Total Volume and Open Interest 23,510 100,254 -4,649
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 96,908 515,373 +10,051
Mar02 011109 108~280 108~280 108~175 108~180 -0~050 9,052 47,502 +5,179
Total Volume and Open Interest 105,960 562,875 +15,230
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 011112 98.24 98.24 98.24 98.24 unch 6 0 -1,635
Total Volume and Open Interest 6    
Eurodollars(IMM)
Dec01 011112 98.050 98.050 98.050 98.050 unch 103,127 0 -907,381
Mar02 011112 98.050 98.050 98.050 98.050 unch 137,894 0 -720,032
Jun02 011112 97.780 97.780 97.780 97.780 unch 127,652 0 -621,929
Sep02 011112 97.395 97.395 97.395 97.395 unch 112,239 0 -463,218
Dec02 011112 96.920 96.920 96.920 96.920 unch 62,817 0 -423,560
Mar03 011112 96.535 96.535 96.535 96.535 unch 29,089 0 -294,731
Jun03 011112 96.135 96.135 96.135 96.135 unch 16,178 0 -204,244
Sep03 011112 95.805 95.805 95.805 95.805 unch 13,493 0 -182,918
Dec03 011112 95.470 95.470 95.470 95.470 unch 7,048 0 -166,634
Mar04 011112 95.310 95.310 95.310 95.310 unch 5,310 0 -141,920
Jun04 011112 95.115 95.115 95.115 95.115 unch 7,046 0 -115,945
Sep04 011112 94.950 94.950 94.950 94.950 unch 5,126 0 -105,218
Total Volume and Open Interest 663,232    
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 011112 99.90 99.91 99.90 99.90 unch 326 90,222 -64
Mar02 011112 99.88 99.88 99.87 99.88 +0.00 380 72,936 +321
Jun02 011112 99.89 99.89 99.89 99.89 +0.00 220 56,478 -33
Sep02 011112 99.86 99.86 99.86 99.86 0.00 50 26,077 -220
Dec02 011112 99.82 99.82 99.82 99.82 unch 347 9,120 -323
Mar03 011112 99.78 99.79 99.78 99.79 +0.00 211 16,213 +106
Jun03 011112 99.76 99.76 99.76 99.76 0.00 149 15,746 +136
Sep03 011112 99.71 99.71 99.71 99.71 unch 2 7,066 +0
Total Volume and Open Interest 1,685 308,316 -77
Euro Notional Bond(MATIF)
Dec01 011112 92.75 92.82 92.30 92.79 +0.04 413 24,696 +261
Mar02 011112 92.89 92.89 92.89 92.89 +0.04      
Jun02 011112 92.99 92.99 92.99 92.99 +0.04      
Total Volume and Open Interest 357 24,696 +261
3-Month Euribor(MATIF)
Dec01 011112 96.80 96.80 96.80 96.80 unch 0 2,776 +0
Mar02 011112 97.20 97.20 97.20 97.20 +0.05 0 2,496 +0
Jun02 011112 97.25 97.25 97.25 97.25 +0.05 0 211 +0
Total Volume and Open Interest 0 6,273 +0
German Euro-Bund(EUREX)
Dec01 011112 112.20 112.66 111.79 112.36 +0.14 673,390 812,940 -50,767
Mar02 011112 112.11 112.53 111.80 112.31 +0.15 7,187 47,364 +2,920
Jun02 011112 111.30 111.30 111.30 111.30 +0.14 3,622 1,943 +399
Total Volume and Open Interest 684,199 862,247 -47,448
German Euro-Bobl(EUREX)
Dec01 011112 109.84 110.28 109.64 110.08 +0.21 435,265 591,395 -25,881
Mar02 011112 109.46 109.72 109.34 109.72 +0.21 4,782 33,189 -843
Jun02 011112 109.35 109.35 109.35 109.35 +0.25 1,024 814 +0
Total Volume and Open Interest 441,071 625,398 -26,724
Long Gilt(LIFFE)
Dec01 011112 118~29 119~13 118~15 119~05 +0~03 32,497 74,995 -1,837
Mar02 011112 118~10 118~21 118~10 118~21 +0~04 0 150 +0
Total Volume and Open Interest 32,497 75,145 -1,837
3-Mth Short Sterling(LIFFE)
Dec01 011112 96.12 96.22 96.12 96.19 +0.06 18,370 0 +0
Mar02 011112 96.26 96.41 96.24 96.35 +0.08 29,814 0 +0
Jun02 011112 96.20 96.36 96.18 96.31 +0.09 23,223 0 +0
Total Volume and Open Interest 110,352    
3-Mth Euribor(LIFFE)
Dec01 011112 96.800 96.855 96.780 96.825 +0.015 65,808 454,337 +881
Mar02 011112 97.115 97.225 97.100 97.190 +0.050 89,345 434,877 -3,364
Jun02 011112 97.175 97.285 97.155 97.250 +0.055 61,060 338,583 -3,353
Total Volume and Open Interest 359,115 2,054,259 -18,004
3-Mth Aus T-Bills(SFE)
Dec01 011112 96.03 96.03 95.85 95.86 -0.16 8,910 192,893 +2,211
Mar02 011112 96.25 96.26 96.07 96.08 -0.17 4,024 117,397 +1,492
Jun02 011112 96.19 96.19 96.04 96.04 -0.17 2,560 43,236 +1,983
Sep02 011112 95.96 95.96 95.87 95.87 -0.16 623 22,387 -120
Dec02 011112 95.72 95.72 95.63 95.65 -0.16 49 14,949 -62
Mar03 011112 95.50 95.50 95.42 95.45 -0.15 0 9,928 +0
Jun03 011112 95.31 95.31 95.27 95.28 -0.15 0 7,643 +0
Sep03 011112 95.16 95.16 95.10 95.12 -0.16 0 6,448 +0
Dec03 011112 94.99 95.00 94.99 95.00 -0.15 60 2,712 +60
Mar04 011112 94.94 94.94 94.88 94.89 -0.15 0 1,890 +0
Total Volume and Open Interest 16,229 422,699 +5,567
10-Year Aus T-Bonds(SFE)
Dec01 011112 94.75 94.85 94.74 94.76 -0.11 3,413 173,003 -20
Mar02 011112 94.74 94.74 94.74 94.74 -0.13      
Total Volume and Open Interest 16,387 173,023 +9,185
3-Year Aus T-Bonds(SFE)
Dec01 011112 95.80 95.82 95.62 95.64 -0.18 28,795 391,222 +12,667
Mar02 011112 95.49 95.49 95.49 95.49 -0.18      
Total Volume and Open Interest 28,795 391,222 +12,667
Gold(CMX)
Dec01 011112 278.2 282.5 277.8 278.6 +0.9 22,432 72,251 -4,515
Feb02 011112 279.5 283.3 278.3 279.3 +1.0 7,206 15,679 +1,741
Apr02 011112 279.5 282.0 279.2 279.8 +1.0 107 3,757 +8
Jun02 011112 280.5 283.5 278.7 280.2 +0.9 62 5,582 +36
Aug02 011112 280.6 280.6 280.6 280.6 +0.9 85 3,269 -65
Oct02 011112 281.0 281.0 281.0 281.0 +0.9 0 2,174 +0
Total Volume and Open Interest 30,684 115,189 -2,257
Silver(CMX)
Dec01 011112 412.5 421.0 411.5 411.8 +3.8 6,187 39,412 +17
Mar02 011112 417.5 423.0 414.5 414.8 +3.8 979 25,733 +217
May02 011112 418.5 424.0 416.5 416.5 +3.8 9 1,407 +5
Jul02 011112 418.0 418.0 417.8 417.8 +3.8 21 1,964 +8
Sep02 011112 419.1 419.1 419.1 419.1 +3.9 0 1,428 +0
Total Volume and Open Interest 7,536 76,900 +438
Platinum(NYM)
Jan02 011112 425.0 450.0 425.0 442.6 +20.0 463 5,860 -59
Apr02 011112 441.0 441.0 437.6 437.6 +20.0 0 37 +0
Jul02 011112 431.1 431.1 431.1 431.1 +20.0 0 54 +0
Oct02 011112 428.1 428.1 428.1 428.1 +20.0 0 45 +0
Total Volume and Open Interest 463 5,996 -59
Palladium(NYME)
Dec01 011112 326.00 340.00 326.00 335.50 +10.00 113 1,082 -63
Mar02 011112 334.80 337.00 334.80 337.00 +10.00 77 468 +79
Total Volume and Open Interest 190 1,550 +16
Copper(CMX)
Dec01 011112 64.25 65.90 63.30 65.80 +1.70 14,945 43,335 -5,100
Mar02 011112 64.80 66.55 64.10 66.45 +1.70 983 18,607 +48
May02 011112 65.30 66.90 65.10 66.90 +1.70 54 4,870 +11
Jul02 011112 65.90 67.40 65.70 67.40 +1.70 27 3,607 -16
Sep02 011112 66.30 67.85 66.30 67.85 +1.65 12 3,207 +1
Total Volume and Open Interest 16,354 91,008 -5,083
DJIA Index(CBOT)
Dec01 011112 9585 9625 9380 9525 -91 13,177 29,017 -571
Mar02 011112 9580 9615 9370 9523 -93 30 694 +1
Jun02 011112 9530 9530 9530 9530 -95 0 296 +0
Sep02 011112 9542 9542 9542 9542 -96 0 20 +0
Total Volume and Open Interest 13,207 30,033 -570
S & P 500(CME)
Dec01 011112 1111.00 1123.00 1096.00 1116.80 -6.70 61,732 506,163 -7,721
Mar02 011112 1112.00 1120.00 1097.00 1118.10 -6.70 11,405 40,474 +10,088
Jun02 011112 1120.40 1120.40 1120.40 1120.40 -6.70 1,120 3,084 +844
Sep02 011112 1123.50 1123.50 1123.50 1123.50 -6.70 0 411 +0
Total Volume and Open Interest 74,260 550,460 +3,212
S & P 500 E-Mini(Globex)
Dec01 011112 1122.50 1127.00 1096.50 1116.75 -6.75 182,124 220,663 +6,766
Mar02 011112 1107.50 1124.00 1102.00 1118.00 -6.75 8 36 -2
Total Volume and Open Interest 182,132 220,699 +6,764
NASDAQ 100(CME)
Dec01 011112 1480.00 1543.00 1462.00 1529.50 +12.00 14,975 62,046 -116
Mar02 011112 1536.50 1536.50 1536.50 1536.50 +12.00 0 8 +0
Jun02 011112 1543.50 1543.50 1543.50 1543.50 +12.00 1 2 +1
Total Volume and Open Interest 14,976 62,056 -115
NASDAQ 100 E-Mini(GLOBEX)
Dec01 011112 1521.0 1543.0 1457.5 1529.5 +12.0 158,252 111,822 +3,687
Mar02 011112 1536.5 1536.5 1536.5 1536.5 +12.0 2 7 +0
Total Volume and Open Interest 158,254 111,829 +3,687
NYSE Composite(NYBOT)
Dec01 011112 565.00 569.50 561.00 567.60 -3.65 387 6,149 +163
Mar02 011112 568.80 568.80 568.10 568.10 -3.65 10 710 +10
Jun02 011112 568.60 568.60 568.60 568.60 -3.65 0 300 +0
Total Volume and Open Interest 397 7,159 +173
S & P Midcap 400(CME)
Dec01 011112 455.00 472.50 455.00 471.50 +1.00 826 15,400 -27
Mar02 011112 472.50 472.50 472.50 472.50 +1.00      
Jun02 011112 476.50 476.50 476.50 476.50 +1.00      
Total Volume and Open Interest 826 15,400 -27
Russell 2000(CME)
Dec01 011112 434.00 442.00 433.00 440.75 +0.75 1,574 23,341 -56
Mar02 011112 441.45 441.45 441.45 441.45 +0.75      
Jun02 011112 445.45 445.45 445.45 445.45 +0.75      
Total Volume and Open Interest 1,574 23,341 -56
Value Line(KCBT)
Dec01 011112 1105.00 1132.00 1104.00 1129.00 unch 40 188 +1
Total Volume and Open Interest 40 188 +1
Nikkei 225(CME)
Dec01 011112 10120 10145 9850 10055 -110 1,279 15,680 +49
Mar02 011112 10000 10080 10000 10080 -110 1 20 +1
Total Volume and Open Interest 1,280 15,723 +50
Nikkei 225(SIMEX)
Dec01 011112 10220 10260 10080 10115 -115 13,684 108,371 +941
Mar02 011112 10110 10110 10110 10110 -115 1 430 +0
Jun02 011112 10065 10065 10065 10065 -115 0 24 +0
Total Volume and Open Interest 13,685 108,825 +941
CAC 40(MATIF)
Nov01 011112 4536.0 4538.0 4324.0 4382.0 -146.0 2,107 393,224 +9,142
Dec01 011112 4535.0 4541.5 4381.0 4393.0 -134.5 3,264 164,973 +3,079
Jan02 011112 4405.5 4405.5 4405.5 4405.5 -129.5 5 21 +0
Total Volume and Open Interest 58,231 645,099 +12,222
DAX Index(EUREX)
Dec01 011112 4923.0 4926.5 4668.0 4852.0 -79.5 49,386 150,723 -3,587
Mar02 011112 4940.0 4940.0 4770.0 4884.5 -80.5 24 13,842 -3
Jun02 011112 4918.5 4938.5 4829.5 4920.5 -82.0 94 2,691 +11
Total Volume and Open Interest 49,504 167,256 -3,579
FT-SE 100(LIFFE)
Dec01 011112 5281.00 5282.00 5073.50 5161.50 -92.00 37,532 327,034 +3,939
Mar02 011112 5276.00 5277.00 5158.50 5169.00 -93.00 60 27,860 +20
Jun02 011112 5239.50 5244.00 5182.00 5185.50 -93.50 23 12,321 +0
Total Volume and Open Interest 37,615 367,215 +3,959
SPI 200(SFE)
Dec01 011112 3290.0 3312.0 3285.0 3301.0 +10.0 9,065 142,294 +2,717
Mar02 011112 3294.0 3315.0 3294.0 3305.0 +10.0 313 2,162 +186
Jun02 011112 3312.0 3318.0 3309.0 3313.0 +12.0 0 1,383 +0
Total Volume and Open Interest 9,566 146,328 +2,935
GSCI(CME)
Nov01 011112 173.90 173.90 170.85 171.05 -6.15 2,193 11,919 -1,964
Dec01 011112 179.00 179.00 175.50 175.50 -5.65 2,176 5,431 +1,873
Jan02 011112 175.80 175.80 175.80 175.80 -5.20      
Total Volume and Open Interest 4,369 17,350 -91
Bridge CRB Index(NYBOT)
Jan02 011112 191.50 191.50 190.00 190.50 -1.00 38 144 +6
Feb02 011112 190.75 190.75 190.75 190.75 -1.00 6 129 +3
Apr02 011112 191.75 191.75 191.75 191.75 -1.00 0 4 +0
Total Volume and Open Interest 44 374 +20
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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Monthly Cocoa chart - 1973-2011

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