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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 15, 2001
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan02 011115 447.25 447.50 444.50 446.75 -0.50 24,722 78,172 -190
Mar02 011115 451.50 452.00 448.00 450.50 -1.75 3,905 35,486 +393
May02 011115 457.00 457.00 452.50 454.25 -2.50 1,583 27,881 -17
Jul02 011115 461.50 462.00 456.75 458.50 -3.00 796 22,211 -6
Aug02 011115 457.00 457.25 456.25 457.00 -3.25 97 1,383 +93
Sep02 011115 456.00 456.00 456.00 456.00 -3.00 0 318 +0
Nov02 011115 462.50 463.00 459.00 460.25 -3.25 207 7,543 -21
Total Volume and Open Interest 31,995 173,203 -175
Soybean Meal(CBOT)
Dec01 011115 164.10 165.80 163.50 165.60 +1.50 13,457 28,834 -1,305
Jan02 011115 159.30 160.10 158.70 159.80 +1.00 7,041 26,681 +991
Mar02 011115 155.40 155.50 154.40 155.30 +0.20 3,253 25,751 +522
May02 011115 152.00 152.20 151.20 152.20 +0.20 2,538 23,836 +342
Jul02 011115 152.30 152.30 151.40 152.10 unch 2,004 21,352 +108
Aug02 011115 152.00 152.00 151.00 151.50 +0.30 257 5,554 -90
Sep02 011115 151.50 151.50 150.60 151.30 +0.30 215 5,301 -23
Oct02 011115 150.00 150.70 149.80 149.90 -0.10 28 2,492 -16
Total Volume and Open Interest 29,973 145,269 +439
Soybean Oil(CBOT)
Dec01 011115 16.00 16.00 15.88 15.92 -0.17 11,397 50,545 -830
Jan02 011115 16.18 16.20 16.08 16.12 -0.15 7,185 35,272 +2,241
Mar02 011115 16.40 16.42 16.33 16.38 -0.13 4,053 25,306 +44
May02 011115 16.63 16.65 16.55 16.60 -0.10 983 30,607 +87
Jul02 011115 16.87 16.87 16.77 16.80 -0.10 410 17,930 +27
Aug02 011115 16.97 16.97 16.87 16.87 -0.11 6 3,549 +6
Sep02 011115 17.05 17.10 17.00 17.00 -0.08 4 3,079 +1
Oct02 011115 17.15 17.15 17.10 17.10 -0.08 3 1,589 +3
Total Volume and Open Interest 24,048 172,870 +1,573
Canola(WCE)
Nov01 011115 353.9 353.9 353.9 353.9 -3.6 486 19 -484
Jan02 011115 356.5 358.4 353.5 354.2 -3.4 5,299 36,376 +468
Mar02 011115 355.3 356.8 352.0 353.6 -2.9 1,793 12,855 -31
May02 011115 356.7 356.7 353.5 354.8 -1.9 302 6,281 +211
Jul02 011115 355.6 356.0 353.0 353.5 -2.1 1,101 3,822 -4
Total Volume and Open Interest 9,164 63,934 +234
Corn(CBOT)
Dec01 011115 207.50 207.75 205.25 206.00 -0.50 34,897 183,503 -3,182
Jan02 011115 211.25 211.25 210.00 210.00 -0.75 31 896 +9
Mar02 011115 219.00 219.25 217.25 217.75 -1.00 17,374 166,329 +6,477
May02 011115 227.00 227.00 224.50 225.00 -1.25 3,008 47,126 +431
Jul02 011115 233.50 233.50 230.50 231.25 -1.25 2,840 42,936 +678
Sep02 011115 238.50 238.50 237.00 237.00 -1.50 502 7,929 +323
Total Volume and Open Interest 59,941 475,741 +4,960
Wheat(CBOT)
Dec01 011115 280.75 281.00 276.00 280.25 -0.50 14,113 46,340 -1,277
Mar02 011115 290.50 291.00 285.50 290.50 +0.25 9,371 47,220 +256
May02 011115 294.00 294.00 289.00 292.75 unch 719 6,561 -114
Jul02 011115 295.75 295.75 291.50 295.25 unch 978 10,475 -42
Sep02 011115 299.50 299.50 299.50 299.50 unch 20 484 +20
Total Volume and Open Interest 25,346 112,682 -1,161
Wheat(KCBT)
Dec01 011115 283.00 284.00 281.50 283.75 +1.00 3,496 29,234 -882
Mar02 011115 293.00 293.50 290.50 293.25 +0.75 3,217 34,739 +911
May02 011115 297.50 299.00 296.50 299.00 +1.00 342 7,358 +92
Jul02 011115 304.00 304.50 301.50 304.25 +0.75 490 6,339 +22
Sep02 011115 310.00 310.00 310.00 310.00 +0.50 203 2,033 +200
Total Volume and Open Interest 7,911 80,616 +413
Wheat(MGE)
Dec01 011115 304.50 305.00 299.50 302.25 -2.25 2,882 14,192 -157
Mar02 011115 315.50 315.50 311.00 315.00 unch 3,494 10,802 +1,249
May02 011115 322.25 323.00 319.75 322.75 -0.25 266 1,930 +79
Jul02 011115 330.50 330.50 327.50 329.50 -1.75 61 880 +16
Sep02 011115 337.50 337.50 334.00 336.25 -1.50 156 607 +147
Total Volume and Open Interest 6,929 28,557 +1,354
Oats(CBOT)
Dec01 011115 214.25 220.50 214.00 220.25 +6.75 736 5,869 -11
Mar02 011115 201.75 206.75 201.00 206.75 +6.75 590 6,127 +150
May02 011115 189.00 194.75 189.00 194.75 +6.50 107 2,001 +0
Jul02 011115 174.25 177.00 173.00 177.00 +4.00 52 877 +11
Total Volume and Open Interest 1,516 15,014 +169
Rough Rice(MCE)
Nov01 011115 3.80 3.83 3.76 3.83 +0.14 4 83 +4
Jan02 011115 3.88 4.02 3.88 4.01 +0.14 451 2,942 +85
Mar02 011115 4.16 4.26 4.14 4.25 +0.15 120 1,524 +58
May02 011115 4.38 4.44 4.38 4.44 +0.13 27 641 +12
Total Volume and Open Interest 623 5,722 +163
Live Cattle(CME)
Dec01 011115 63.750 64.625 63.500 64.550 +1.350 13,429 35,955 -873
Feb02 011115 67.550 68.525 67.300 68.150 +1.025 10,645 36,207 +1,943
Apr02 011115 69.650 70.900 69.650 70.450 +1.050 3,644 19,970 +294
Jun02 011115 66.700 67.800 66.700 67.250 +0.725 1,888 14,724 +781
Aug02 011115 66.950 67.900 66.900 67.200 +0.600 541 4,034 +153
Oct02 011115 68.825 69.500 68.825 69.400 +0.650 119 973 +58
Total Volume and Open Interest 30,420 112,136 +2,501
Feeder Cattle(CME)
Nov01 011115 83.550 83.700 83.450 83.575 +0.025 457 2,259 -171
Jan02 011115 80.600 81.750 80.500 81.750 +1.500 1,545 8,022 -28
Mar02 011115 79.650 80.825 79.550 80.825 +1.500 582 3,475 +9
Apr02 011115 79.500 80.500 79.500 80.500 +1.500 391 1,664 +56
May02 011115 79.200 80.575 79.200 80.575 +1.500 251 1,494 +20
Aug02 011115 81.700 82.450 81.700 82.450 +1.500 65 484 +4
Sep02 011115 81.600 82.450 81.600 82.450 +1.250 12 68 -5
Total Volume and Open Interest 3,306 17,481 -113
Lean Hogs(CME)
Dec01 011115 48.750 49.750 48.750 49.475 +0.800 5,263 16,648 -80
Feb02 011115 53.000 54.350 52.950 54.200 +1.125 3,769 10,550 +862
Apr02 011115 55.800 57.150 55.800 57.075 +1.475 553 3,541 +141
Jun02 011115 62.750 63.875 62.750 63.825 +1.575 99 1,033 +49
Jul02 011115 60.850 62.300 60.850 62.300 +1.475 19 431 +6
Aug02 011115 59.800 61.200 59.800 61.200 +1.500 0 239 +0
Oct02 011115 53.400 53.850 53.400 53.850 +0.400 2 265 +1
Dec02 011115 50.600 50.750 50.600 50.600 unch 0 8 +0
Total Volume and Open Interest 9,745 33,592 +1,003
Pork Bellies(CME)
Feb02 011115 73.100 75.400 73.100 75.250 +2.775 663 1,987 +16
Mar02 011115 72.650 74.500 72.650 74.400 +2.900 37 270 +3
May02 011115 74.500 74.600 74.500 74.600 +2.050 8 102 +3
Jul02 011115 74.000 75.500 74.000 75.500 +3.000 0 29 +0
Aug02 011115 76.250 76.250 76.250 76.250 +3.000 0 6 +0
Total Volume and Open Interest 708 2,394 +22
Cocoa(NYBOT)
Dec01 011115 1198 1241 1190 1236 +36 5,256 1,919 -3,604
Mar02 011115 1200 1245 1190 1232 +30 10,498 38,428 +762
May02 011115 1190 1235 1189 1225 +25 743 13,340 +484
Jul02 011115 1190 1223 1190 1223 +24 596 7,893 +201
Sep02 011115 1223 1223 1223 1223 +27 379 4,867 +148
Dec02 011115 1180 1212 1180 1212 +27 1,075 8,789 +120
Mar03 011115 1212 1212 1212 1212 +22 15 8,949 +15
Total Volume and Open Interest 18,563 91,368 -1,874
Coffee "C"(NYBOT)
Dec01 011115 49.00 49.50 46.30 48.40 -1.30 8,253 16,871 -2,412
Mar02 011115 52.00 52.50 49.30 51.60 -1.20 8,048 25,322 +1,946
May02 011115 53.65 54.00 51.50 53.10 -1.10 589 5,411 +127
Jul02 011115 55.20 55.50 52.90 54.40 -1.10 166 3,828 +32
Sep02 011115 56.50 56.75 54.50 55.65 -1.10 53 2,689 +15
Dec02 011115 58.25 58.25 57.00 57.00 -1.25 87 2,536 +11
Total Volume and Open Interest 17,244 57,198 -293
Orange Juice(NYBOT)
Jan02 011115 92.70 93.10 92.50 93.05 +0.15 1,058 15,555 -383
Mar02 011115 94.10 94.90 94.05 94.90 +0.35 120 2,980 +40
May02 011115 96.00 96.00 96.00 96.00 +0.45 29 1,127 +10
Jul02 011115 97.00 97.00 97.00 97.00 +0.45 10 147 +1
Sep02 011115 98.00 98.00 98.00 98.00 +0.45 0 181 +0
Total Volume and Open Interest 1,217 21,378 -332
Sugar #11(NYBOT)
Mar02 011115 7.33 7.41 7.30 7.36 -0.04 23,887 87,639 -349
May02 011115 6.74 6.85 6.73 6.82 +0.02 3,607 22,796 -47
Jul02 011115 6.30 6.41 6.30 6.38 +0.05 3,319 25,222 -179
Oct02 011115 6.40 6.45 6.38 6.44 +0.02 731 15,972 +59
Mar03 011115 6.55 6.59 6.55 6.57 unch 36 5,739 +14
Total Volume and Open Interest 31,612 162,275 -509
London Cocoa(LCE)
Dec01 011115 882 909 872 906 +22 3,484 25,591 -762
Mar02 011115 898 932 895 929 +23 3,244 63,160 +246
May02 011115 905 940 903 938 +23 3,456 31,449 -197
Jul02 011115 909 944 909 944 +23 738 20,105 +60
Sep02 011115 909 946 909 944 +23 1,491 11,152 +386
Dec02 011115 899 935 898 934 +29 915 4,846 +506
Mar03 011115 938 938 938 938 +29 81 3,872 +5
Total Volume and Open Interest 13,409 160,755 +244
London Coffee(LCE)
Nov01 011115 384.00 384.00 377.00 377.00 +7.00 107 939 -50
Jan02 011115 384.00 384.00 373.00 374.00 +5.00 1,472 38,292 -249
Mar02 011115 391.00 394.00 383.00 385.00 +5.00 1,131 21,967 +187
May02 011115 403.00 404.00 397.00 397.00 +4.00 856 18,012 +252
Jul02 011115 416.00 417.00 410.00 410.00 +3.00 29 13,817 +9
Sep02 011115 428.00 429.00 422.00 422.00 +3.00 181 11,267 +59
Total Volume and Open Interest 3,947 107,471 +357
London Sugar(LCE)
Dec01 011115 241.50 248.00 236.50 240.40 -1.10 3,820 4,096 -1,367
Mar02 011115 237.70 237.70 234.00 236.00 -1.50 3,617 21,012 +765
May02 011115 226.00 227.00 225.00 226.00 -1.00 446 7,744 -20
Aug02 011115 216.00 217.00 214.00 216.00 unch 746 9,404 +298
Oct02 011115 201.40 202.50 199.70 202.00 +1.00 197 4,222 +90
Total Volume and Open Interest 8,826 47,236 -234
Cotton(NYBOT)
Dec01 011115 35.00 35.00 33.40 34.26 -1.18 6,563 15,321 -2,412
Mar02 011115 36.20 36.20 35.00 35.77 -1.08 9,044 22,528 +2,284
May02 011115 37.10 37.10 36.10 36.80 -1.13 3,053 7,004 +116
Jul02 011115 37.70 38.00 37.41 37.80 -1.10 2,054 7,406 -112
Oct02 011115 39.90 39.90 39.90 39.90 -1.25 104 326 +60
Dec02 011115 41.50 41.50 40.60 41.00 -1.33 829 4,453 +378
Total Volume and Open Interest 21,829 58,174 +478
Lumber(CME)
Nov01 011115 227.5 231.8 225.4 230.8 +2.7 233 164 -98
Jan02 011115 226.6 236.3 225.0 232.7 +6.4 342 1,554 +35
Mar02 011115 237.0 246.0 237.0 242.2 +3.8 75 283 +22
May02 011115 247.7 247.7 245.3 245.3 +1.5 20 104 +4
Total Volume and Open Interest 670 2,120 -38
Crude Oil(NYM)
Dec01 011115 19.10 19.15 17.15 17.45 -2.29 126,797 64,030 -27,661
Jan02 011115 19.45 19.50 17.57 17.84 -2.17 90,920 111,102 +6,348
Feb02 011115 19.45 19.65 18.00 18.06 -2.09 19,633 44,905 +4,897
Mar02 011115 19.60 19.80 18.21 18.27 -1.95 5,312 25,243 +270
Apr02 011115 19.70 19.70 18.40 18.44 -1.83 2,740 20,604 +478
May02 011115 19.05 19.30 18.60 18.60 -1.70 1,406 13,577 -149
Jun02 011115 19.70 20.00 18.76 18.76 -1.56 5,505 29,018 +1,045
Jul02 011115 19.10 19.40 18.91 18.91 -1.43 806 12,267 +177
Aug02 011115 19.10 19.55 18.95 19.04 -1.32 761 12,029 -14
Sep02 011115 19.30 19.30 19.10 19.17 -1.21 1,050 12,509 +436
Total Volume and Open Interest 258,434 447,263 -13,985
Heating Oil(NYM)
Dec01 011115 55.20 55.60 50.80 51.09 -5.03 26,886 41,238 -842
Jan02 011115 56.40 56.40 52.00 52.12 -5.01 12,977 37,857 +2,018
Feb02 011115 56.50 56.60 52.57 52.57 -4.96 2,951 17,281 +478
Mar02 011115 55.50 56.00 52.02 52.02 -4.81 2,330 19,807 +71
Apr02 011115 55.00 55.00 51.52 51.52 -4.61 1,395 14,037 -106
May02 011115 55.00 55.10 50.87 50.87 -4.41 1,332 6,110 -219
Jun02 011115 54.07 54.07 51.12 51.12 -4.21 2,557 8,928 +243
Jul02 011115 54.07 54.75 51.77 51.77 -4.11 590 4,216 +9
Aug02 011115 55.00 55.00 52.52 52.52 -4.01 516 2,997 +77
Sep02 011115 55.90 56.10 53.37 53.37 -3.96 234 2,863 -3
Total Volume and Open Interest 52,735 166,710 +1,861
Unleaded Gas(NYM)
Dec01 011115 52.20 52.80 48.40 48.84 -4.53 22,319 32,873 +3,248
Jan02 011115 53.70 53.70 49.50 49.75 -4.61 8,518 19,369 +1,302
Feb02 011115 54.60 54.60 50.70 50.90 -4.51 1,054 8,141 +218
Mar02 011115 55.50 55.50 52.13 52.13 -4.43 546 10,601 -132
Apr02 011115 61.70 62.25 58.23 58.23 -4.28 1,473 11,587 -188
May02 011115 62.15 62.30 58.83 58.83 -4.13 1,497 12,259 +429
Jun02 011115 60.20 60.50 58.98 58.98 -4.03 795 8,190 -13
Jul02 011115 59.80 59.80 58.78 58.78 -3.88 150 5,319 +95
Total Volume and Open Interest 36,598 115,530 +5,093
Natural Gas(NYM)
Dec01 011115 2.560 2.590 2.520 2.551 -0.125 37,159 51,929 +85
Jan02 011115 2.780 2.810 2.750 2.767 -0.117 16,394 51,653 +2,951
Feb02 011115 2.830 2.865 2.811 2.825 -0.107 6,863 28,261 +381
Mar02 011115 2.830 2.850 2.805 2.822 -0.102 7,055 27,093 +1,448
Apr02 011115 2.835 2.840 2.780 2.809 -0.095 5,809 30,831 +1,329
May02 011115 2.860 2.890 2.840 2.852 -0.094 1,662 20,922 -15
Jun02 011115 2.915 2.935 2.890 2.902 -0.094 487 15,047 -234
Jul02 011115 2.990 2.990 2.947 2.947 -0.094 912 12,573 +38
Total Volume and Open Interest 85,763 462,480 +6,730
Brent Crude Oil(IPE)
Jan02 011115 18.45 19.20 17.10 17.33 -1.84 76,819 79,693 +3,854
Feb02 011115 18.60 19.30 17.33 17.51 -1.78 11,553 31,174 +3,221
Mar02 011115 19.25 19.30 17.50 17.61 -1.72 3,589 14,839 +64
Apr02 011115 19.30 19.40 17.73 17.73 -1.64 1,085 10,275 +107
May02 011115 19.35 19.35 17.86 17.86 -1.55 258 6,197 +122
Jun02 011115 19.40 19.40 17.95 17.98 -1.45 2,377 17,326 +371
Jul02 011115 19.45 19.45 18.04 18.04 -1.42 472 4,383 +12
Aug02 011115 18.11 18.11 18.11 18.11 -1.38 0 6,300 +0
Total Volume and Open Interest 141,394 219,429 -7,605
Gas Oil(IPE)
Dec01 011115 167.00 173.00 157.00 160.00 -12.75 14,645 45,388 -832
Jan02 011115 168.00 174.00 159.00 161.75 -11.25 7,034 29,787 +1,112
Feb02 011115 169.25 172.50 160.00 161.25 -11.25 2,134 9,355 +790
Mar02 011115 170.00 171.50 160.00 161.00 -10.50 1,861 8,545 -266
Apr02 011115 170.75 170.75 160.25 160.25 -10.00 2,132 5,584 +824
May02 011115 163.00 163.00 160.25 160.25 -9.50 279 3,570 +204
Jun02 011115 168.50 169.75 157.00 161.25 -9.00 2,889 13,763 -538
Jul02 011115 169.50 169.50 163.00 163.00 -8.75 3 1,689 +0
Total Volume and Open Interest 31,381 128,251 +1,498
US Dollar Index(NYBOT)
Dec01 011115 116.60 116.80 116.30 116.74 +0.34 597 12,652 -141
Mar02 011115 117.16 117.30 116.95 117.25 +0.34 13 2,077 +3
Jun02 011115 117.76 117.76 117.76 117.76 +0.34 2 11 +2
Total Volume and Open Interest 612 14,741 -136
Australian Dollar(IMM)
Dec01 011115 51.91 51.91 51.65 51.75 -0.11 2,447 23,939 +9
Mar02 011115 51.58 51.58 51.50 51.50 -0.11 17 495 -14
Jun02 011115 51.25 51.25 51.25 51.25 -0.11 0 12 +0
Total Volume and Open Interest 2,464 24,458 -5
British Pound(IMM)
Dec01 011115 143.28 143.60 142.80 143.00 -0.92 5,380 38,472 -128
Mar02 011115 142.40 142.40 142.24 142.24 -0.92 4 288 +4
Jun02 011115 141.48 141.48 141.48 141.48 -0.92 0 1 +0
Total Volume and Open Interest 5,384 38,761 -124
Canadian Dollar(IMM)
Dec01 011115 62.82 63.05 62.76 62.98 +0.21 5,885 77,029 +1,136
Mar02 011115 62.76 63.05 62.75 62.96 +0.20 587 5,245 +370
Jun02 011115 62.75 63.02 62.75 62.95 +0.20 77 1,748 +0
Sep02 011115 62.78 63.02 62.78 62.96 +0.20 73 579 +27
Total Volume and Open Interest 6,635 84,812 +1,535
Japanese Yen(IMM)
Dec01 011115 81.90 82.12 81.77 81.82 -0.61 5,942 92,065 +193
Mar02 011115 82.28 82.33 82.15 82.24 -0.58 51 614 +41
Jun02 011115 82.67 82.67 82.67 82.67 -0.54 39 57 +32
Total Volume and Open Interest 6,032 93,085 +266
Deutsche Mark(IMM)
Dec01 011115 45.02 45.02 45.02 45.02 -0.09 0 202 +0
Total Volume and Open Interest 0 202 +0
Swiss Franc(IMM)
Dec01 011115 59.99 60.25 59.93 60.15 +0.01 14,105 54,427 -1,160
Mar02 011115 60.09 60.16 60.09 60.16 unch 71 268 +28
Jun02 011115 60.20 60.20 60.20 60.20 -0.01 0 4 +0
Total Volume and Open Interest 14,176 54,722 -1,132
EuroFX(IMM)
Dec01 011115 88.16 88.44 87.98 88.05 -0.17 21,799 111,093 +4,065
Mar02 011115 87.89 87.90 87.75 87.77 -0.17 221 1,680 +178
Jun02 011115 87.72 88.00 87.57 87.57 -0.16 0 212 +0
Total Volume and Open Interest 22,020 113,031 +4,224
Mexican Peso(IMM)
Dec01 011115 10820.0 10830.0 10780.0 10790.0 -27.0 3,939 24,749 +2,015
Mar02 011115 10550.0 10560.0 10550.0 10555.0 -17.0 38 1,492 +0
Total Volume and Open Interest 3,992 27,426 +2,019
30-Year T-Bonds(CBOT)
Dec01 011115 108~16 108~17 105~27 106~09 -2~08 285,165 555,770 +4,963
Mar02 011115 107~13 107~13 104~27 105~08 -2~08 13,873 56,541 +4,147
Jun02 011115 104~07 104~07 104~07 104~07 -2~07 38 728 +18
Total Volume and Open Interest 299,076 613,039 +9,128
Municipal Bonds(CBOT)
Dec01 011115 106~12 107~00 105~13 105~19 -1~15 2,066 12,017 +139
Mar02 011115 105~04 105~09 104~15 104~17 -1~15 36 1,100 +27
Total Volume and Open Interest 2,102 13,117 +166
10-Year T-Notes(CBOT)
Dec01 011115 109~160 109~170 107~175 107~300 -1~205 333,013 609,513 +4,133
Mar02 011115 108~000 108~055 106~205 106~250 -1~210 39,906 73,233 +13,241
Total Volume and Open Interest 372,919 682,748 +17,374
5-Year T-Notes(CBOT)
Dec01 011115 108~075 108~155 107~170 107~180 -1~040 135,105 502,787 -4,221
Mar02 011115 107~040 107~105 106~120 106~130 -1~050 11,517 54,379 +3,976
Total Volume and Open Interest 146,622 557,166 -245
2 Year T-Notes(CBOT)
Dec01 011115 105~048 105~067 105~012 105~013 -0~065 9,212 70,544 -2,772
Mar02 011115 104~124 104~124 104~065 104~065 -0~073 217 226 +194
Total Volume and Open Interest 9,429 70,770 -2,578
3-Mth T-Bills(IMM)
Dec01 011115 98.13 98.19 98.12 98.19 +0.00 26 1,646 +10
Total Volume and Open Interest 28 1,654 +11
Eurodollars(IMM)
Dec01 011115 97.930 97.955 97.890 97.900 -0.090 146,908 899,978 -7,820
Mar02 011115 97.810 97.870 97.710 97.725 -0.200 247,946 724,333 +8,732
Jun02 011115 97.405 97.485 97.290 97.310 -0.265 227,459 637,779 +10,193
Sep02 011115 96.910 97.000 96.770 96.775 -0.335 172,475 486,106 +20,129
Dec02 011115 96.400 96.480 96.220 96.230 -0.355 161,061 430,565 +1,303
Mar03 011115 95.990 96.080 95.800 95.805 -0.385 67,307 289,095 -812
Jun03 011115 95.670 95.710 95.430 95.435 -0.375 41,183 203,580 -531
Sep03 011115 95.340 95.435 95.120 95.130 -0.375 35,952 174,581 -6,292
Dec03 011115 95.020 95.130 94.840 94.840 -0.350 20,085 168,102 +4,724
Mar04 011115 94.880 94.980 94.700 94.700 -0.340 17,951 141,663 -1,454
Jun04 011115 94.700 94.800 94.530 94.530 -0.330 13,781 117,510 +1,401
Sep04 011115 94.555 94.670 94.395 94.395 -0.320 14,287 110,273 +4,443
Total Volume and Open Interest 1,211,740 5,028,883 +34,880
3-Mth Euro-Yen(IMM)
Dec01 011115 99.90 99.90 99.90 99.90 -0.01 18 16,945 +30
Mar02 011115 99.87 99.87 99.87 99.87 unch 16 9,015 -383
Jun02 011115 99.88 99.88 99.88 99.88 unch 157 8,722 -238
Sep02 011115 99.86 99.86 99.86 99.86 unch 63 2,428 +72
Dec02 011115 99.81 99.81 99.81 99.81 unch 1 905 +1
Mar03 011115 99.78 99.78 99.78 99.78 -0.01 0 1,088 +0
Jun03 011115 99.76 99.76 99.76 99.76 -0.01 0 159 +0
Sep03 011115 99.71 99.71 99.71 99.71 unch 0 15 +0
Dec03 011115 99.63 99.63 99.63 99.63 unch 0 2 +0
Mar04 011115 99.57 99.57 99.57 99.57 unch 0 220 +0
Total Volume and Open Interest 255 39,499 -518
3-Mth Euro-Yen(SIMEX)
Dec01 011115 99.90 99.90 99.90 99.90 0.00 2,194 90,287 -583
Mar02 011115 99.87 99.88 99.86 99.86 -0.01 6,651 76,606 +3,663
Jun02 011115 99.89 99.89 99.88 99.88 unch 949 56,701 +166
Sep02 011115 99.86 99.86 99.86 99.86 unch 556 26,398 +260
Dec02 011115 99.82 99.82 99.81 99.81 -0.01 228 9,076 -50
Mar03 011115 99.78 99.78 99.78 99.78 unch 20 16,277 +20
Jun03 011115 99.76 99.76 99.76 99.76 unch 213 15,936 +200
Sep03 011115 99.71 99.71 99.71 99.71 unch 38 7,200 -19
Total Volume and Open Interest 10,849 312,940 +3,657
Euro Notional Bond(MATIF)
Dec01 011115 91.06 91.40 90.75 91.18 -0.50 328 25,412 +244
Mar02 011115 91.28 91.28 91.28 91.28 -0.50      
Jun02 011115 91.38 91.38 91.38 91.38 -0.50      
Total Volume and Open Interest 380 25,412 +244
3-Month Euribor(MATIF)
Dec01 011115 96.70 96.70 96.70 96.70 -0.10 0 2,776 +0
Mar02 011115 96.85 96.85 96.85 96.85 -0.20 0 2,496 +0
Jun02 011115 96.85 96.85 96.85 96.85 -0.20 0 211 +0
Total Volume and Open Interest 0 6,273 +0
German Euro-Bund(EUREX)
Dec01 011115 110.35 110.81 110.26 110.38 -0.56 1,181,509 743,757 -32,278
Mar02 011115 110.25 110.62 110.17 110.26 -0.57 7,098 52,519 +1,356
Jun02 011115 109.32 109.32 109.32 109.32 -0.56 2,829 1,798 +65
Total Volume and Open Interest 1,191,436 798,074 -30,857
German Euro-Bobl(EUREX)
Dec01 011115 108.70 108.90 108.50 108.59 -0.47 813,958 607,108 +11,315
Mar02 011115 108.11 108.43 108.11 108.13 -0.52 3,698 39,700 +1,955
Jun02 011115 107.82 107.82 107.82 107.82 -0.47 1,934 814 +0
Total Volume and Open Interest 819,590 647,622 +13,270
Long Gilt(LIFFE)
Dec01 011115 117~00 117~11 116~09 116~25 -0~27 42,714 67,681 -3,127
Mar02 011115 116~22 116~22 116~08 116~08 -0~27 2 162 +2
Total Volume and Open Interest 42,716 67,843 -3,125
3-Mth Short Sterling(LIFFE)
Dec01 011115 95.98 96.04 95.97 96.00 -0.06 49,117 0 +0
Mar02 011115 96.02 96.07 95.95 95.98 -0.16 92,236 0 +0
Jun02 011115 95.94 95.96 95.78 95.80 -0.23 89,362 0 +0
Total Volume and Open Interest 339,525    
3-Mth Euribor(LIFFE)
Dec01 011115 96.740 96.755 96.685 96.695 -0.085 105,071 444,513 -1,890
Mar02 011115 96.985 96.990 96.730 96.850 -0.190 208,591 426,218 +387
Jun02 011115 97.010 97.010 96.815 96.830 -0.230 164,904 322,627 -9,930
Total Volume and Open Interest 735,423 1,968,949 -47,984
3-Mth Aus T-Bills(SFE)
Dec01 011115 95.78 95.80 95.71 95.74 -0.10 11,827 196,274 -2,296
Mar02 011115 95.87 95.93 95.79 95.84 -0.19 18,801 127,059 -3,519
Jun02 011115 95.78 95.83 95.70 95.73 -0.25 2,737 42,274 +125
Sep02 011115 95.59 95.65 95.52 95.54 -0.28 703 21,547 +88
Dec02 011115 95.37 95.44 95.31 95.33 -0.28 366 14,965 +22
Mar03 011115 95.18 95.23 95.13 95.14 -0.26 50 10,220 +0
Jun03 011115 95.00 95.05 94.97 94.98 -0.25 101 7,642 +0
Sep03 011115 94.84 94.89 94.82 94.83 -0.24 0 6,664 +0
Dec03 011115 94.70 94.70 94.70 94.70 -0.24 0 2,844 +0
Mar04 011115 94.59 94.60 94.59 94.60 -0.24 0 1,950 +0
Total Volume and Open Interest 34,586 434,743 -5,579
10-Year Aus T-Bonds(SFE)
Dec01 011115 94.55 94.57 94.39 94.39 -0.35 6,757 189,317 +10,730
Mar02 011115 94.56 94.56 94.56 94.56 -0.18      
Total Volume and Open Interest 17,864 178,587 +75
3-Year Aus T-Bonds(SFE)
Dec01 011115 95.36 95.40 95.29 95.35 -0.22 59,169 458,588 +23,843
Mar02 011115 95.20 95.20 95.20 95.20 -0.22      
Total Volume and Open Interest 59,169 458,588 +23,843
Gold(CMX)
Dec01 011115 276.2 277.0 274.7 275.3 -2.7 17,152 65,025 -1,168
Feb02 011115 276.5 277.8 275.5 276.1 -2.6 2,962 17,873 +982
Apr02 011115 278.0 278.0 276.3 276.8 -2.5 52 3,769 -4
Jun02 011115 279.0 279.0 276.3 277.5 -2.4 229 5,811 +100
Aug02 011115 278.1 278.1 278.1 278.1 -2.3 7 3,803 +0
Oct02 011115 278.6 278.6 278.6 278.6 -2.2 0 2,174 +0
Total Volume and Open Interest 21,039 111,459 +204
Silver(CMX)
Dec01 011115 411.0 412.0 408.0 410.8 -3.5 4,978 35,705 -515
Mar02 011115 415.0 415.0 411.5 414.0 -3.4 1,504 25,361 -157
May02 011115 417.0 417.5 415.7 415.7 -3.4 5 1,419 -1
Jul02 011115 418.0 418.0 415.5 417.4 -3.2 62 2,027 +53
Sep02 011115 418.8 418.8 418.8 418.8 -3.1 54 1,452 +24
Total Volume and Open Interest 6,701 72,992 -679
Platinum(NYM)
Jan02 011115 422.0 425.0 421.5 423.0 -2.4 176 5,924 -100
Apr02 011115 418.0 418.0 418.0 418.0 -1.9 11 99 +2
Jul02 011115 411.5 411.5 411.5 411.5 -1.9 0 54 +0
Oct02 011115 408.5 408.5 408.5 408.5 -1.9 0 55 +0
Total Volume and Open Interest 187 6,132 -98
Palladium(NYME)
Dec01 011115 319.00 329.00 319.00 325.95 +6.95 124 1,020 -81
Mar02 011115 324.80 327.20 322.00 327.20 +6.95 66 514 +20
Total Volume and Open Interest 190 1,534 -61
Copper(CMX)
Dec01 011115 67.10 67.40 66.70 67.25 -0.45 18,064 32,116 -2,866
Mar02 011115 67.80 68.10 67.50 68.10 -0.35 3,191 20,212 +1,304
May02 011115 68.25 68.65 68.00 68.55 -0.35 125 4,911 +5
Jul02 011115 69.00 69.05 68.65 69.05 -0.35 358 4,010 +4
Sep02 011115 69.40 69.50 69.30 69.50 -0.35 882 3,747 +1,021
Total Volume and Open Interest 24,380 85,283 +258
DJIA Index(CBOT)
Dec01 011115 9830 9904 9790 9885 +45 19,633 30,735 +1,186
Mar02 011115 9835 9900 9800 9887 +46 82 713 +9
Jun02 011115 9899 9899 9899 9899 +49 11 315 +10
Sep02 011115 9889 9920 9889 9920 +55 0 20 +0
Total Volume and Open Interest 19,726 31,789 +1,205
S & P 500(CME)
Dec01 011115 1140.00 1148.30 1135.50 1145.20 +1.70 62,154 505,137 +1,154
Mar02 011115 1147.50 1147.50 1145.00 1146.90 +1.90 2,428 45,128 +837
Jun02 011115 1150.20 1150.20 1150.20 1150.20 +2.40 438 4,420 +4
Sep02 011115 1148.00 1154.70 1148.00 1154.70 +3.10 10 411 +0
Total Volume and Open Interest 65,041 555,463 +1,993
S & P 500 E-Mini(Globex)
Dec01 011115 1142.25 1152.00 1135.25 1145.25 +1.75 226,973 233,555 +7,791
Mar02 011115 1161.50 1161.50 1147.00 1147.00 +2.00 14 42 +0
Total Volume and Open Interest 226,987 233,597 +7,791
NASDAQ 100(CME)
Dec01 011115 1576.00 1614.00 1568.00 1588.00 -7.50 22,743 62,477 +643
Mar02 011115 1595.00 1595.00 1595.00 1595.00 -7.50 0 8 +0
Jun02 011115 1602.00 1602.00 1602.00 1602.00 -7.50 0 2 +0
Total Volume and Open Interest 22,743 62,487 +643
NASDAQ 100 E-Mini(GLOBEX)
Dec01 011115 1589.5 1614.0 1563.0 1588.0 -7.5 184,673 115,061 -852
Mar02 011115 1595.0 1595.0 1595.0 1595.0 -7.5 0 5 +0
Total Volume and Open Interest 184,673 115,066 -852
NYSE Composite(NYBOT)
Dec01 011115 579.30 581.00 578.00 580.70 -0.30 1,128 5,631 -405
Mar02 011115 581.20 581.20 581.20 581.20 -0.30 0 700 +0
Jun02 011115 581.70 581.70 581.70 581.70 -0.30 0 300 +0
Total Volume and Open Interest 1,128 6,631 -405
S & P Midcap 400(CME)
Dec01 011115 478.50 481.50 475.50 478.50 -3.50 829 15,672 +184
Mar02 011115 479.50 479.50 479.50 479.50 -3.50      
Jun02 011115 483.50 483.50 483.50 483.50 -3.50      
Total Volume and Open Interest 829 15,672 +184
Russell 2000(CME)
Dec01 011115 453.00 454.50 450.00 452.75 -2.35 2,737 24,915 +896
Mar02 011115 453.45 453.45 453.45 453.45 -2.35      
Jun02 011115 457.45 457.45 457.45 457.45 -2.35      
Total Volume and Open Interest 2,737 24,915 +896
Value Line(KCBT)
Dec01 011115 1166.00 1169.00 1161.00 1163.00 -4.00 28 242 +1
Total Volume and Open Interest 28 242 +1
Nikkei 225(CME)
Dec01 011115 10435 10550 10410 10525 +340 1,495 16,213 +127
Mar02 011115 10450 10540 10450 10540 +325 4 44 +4
Total Volume and Open Interest 1,499 16,280 +131
Nikkei 225(SIMEX)
Dec01 011115 10125 10560 10125 10530 +350 14,918 108,748 +1,233
Mar02 011115 10525 10525 10525 10525 +350 0 430 +0
Jun02 011115 10480 10480 10480 10480 +350 0 24 +0
Total Volume and Open Interest 14,918 109,202 +1,233
CAC 40(MATIF)
Nov01 011115 4650.0 4650.0 4534.0 4590.0 +8.0 69,147 425,147 +15,655
Dec01 011115 4625.0 4652.0 4544.0 4601.5 +13.5 624 177,019 +6,461
Jan02 011115 4614.5 4614.5 4614.5 4614.5 +13.5 4 19 +0
Total Volume and Open Interest 95,006 690,264 +23,116
DAX Index(EUREX)
Dec01 011115 5050.0 5096.5 4984.0 5046.5 +77.5 64,908 158,921 +3,802
Mar02 011115 5098.0 5123.5 5035.5 5082.5 +79.0 289 14,060 +115
Jun02 011115 5127.0 5164.5 5078.0 5125.0 +81.5 115 2,680 -36
Total Volume and Open Interest 65,312 175,661 +3,881
FT-SE 100(LIFFE)
Dec01 011115 5310.00 5320.00 5209.00 5259.00 +6.00 57,287 324,857 -469
Mar02 011115 5306.00 5324.00 5221.00 5269.00 +6.50 1,051 28,451 +348
Jun02 011115 5296.50 5336.00 5270.00 5286.00 +6.50 376 14,487 +213
Total Volume and Open Interest 58,714 367,795 +92
SPI 200(SFE)
Dec01 011115 3358.0 3358.0 3333.0 3352.0 unch 11,327 149,691 +3,633
Mar02 011115 3354.0 3357.0 3342.0 3357.0 +1.0 128 2,249 -60
Jun02 011115 3349.0 3363.0 3348.0 3363.0 +1.0 0 1,532 +0
Total Volume and Open Interest 11,455 153,915 +3,527
GSCI(CME)
Dec01 011115 167.60 168.70 161.95 162.80 -8.40 3,675 14,313 +3,556
Jan02 011115 163.40 163.40 163.40 163.40 -8.60      
Total Volume and Open Interest 7,408 17,099 -126
Bridge CRB Index(NYBOT)
Jan02 011115 191.25 191.50 189.10 189.60 -2.40 13 153 +3
Feb02 011115 191.50 191.50 189.60 189.60 -2.40 2 132 +2
Apr02 011115 192.50 192.50 190.60 190.60 -2.40 5 9 +5
Total Volume and Open Interest 25 299 +15
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!