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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 Wed November 21, 2001
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan02 011121 451.00 452.00 449.25 450.00 +1.50 31,950 76,647 -2,228
Mar02 011121 454.25 454.50 452.50 452.75 +1.00 7,229 36,713 -400
May02 011121 458.00 458.75 456.50 456.75 +1.00 2,909 28,776 +779
Jul02 011121 463.00 463.50 461.00 461.25 +0.50 1,208 22,231 +169
Aug02 011121 463.00 463.00 461.00 461.00 unch 10 1,307 +10
Sep02 011121 459.50 459.50 459.50 459.50 +0.50 0 317 +0
Nov02 011121 465.00 466.50 464.00 464.50 +0.25 572 7,655 +12
Total Volume and Open Interest 43,878 173,668 -1,658
Soybean Meal(CBOT)
Dec01 011121 163.00 164.00 162.60 163.30 +1.00 14,410 27,151 -1,036
Jan02 011121 158.80 159.50 158.20 158.90 +0.90 9,169 26,722 -801
Mar02 011121 154.70 155.50 154.10 154.30 -0.10 7,166 26,897 +490
May02 011121 152.20 152.40 151.00 151.30 -0.40 2,628 24,755 +83
Jul02 011121 152.50 152.80 151.20 151.40 -0.80 2,002 22,573 +287
Aug02 011121 152.30 152.30 150.80 150.80 -0.80 316 5,913 +134
Sep02 011121 151.80 151.80 150.80 150.80 -0.50 445 5,426 +99
Oct02 011121 151.00 151.00 149.90 149.90 -0.60 153 2,719 +73
Total Volume and Open Interest 37,060 147,944 -524
Soybean Oil(CBOT)
Dec01 011121 16.03 16.32 15.95 16.30 +0.36 9,622 42,308 -3,464
Jan02 011121 16.18 16.47 16.12 16.46 +0.35 9,432 37,205 +137
Mar02 011121 16.42 16.69 16.38 16.67 +0.33 4,422 26,762 +237
May02 011121 16.63 16.88 16.58 16.87 +0.30 1,474 30,408 -564
Jul02 011121 16.80 17.11 16.80 17.10 +0.30 1,157 17,791 -163
Aug02 011121 17.02 17.18 17.02 17.17 +0.30 66 3,713 +47
Sep02 011121 17.05 17.30 17.05 17.30 +0.31 94 3,117 +36
Oct02 011121 17.25 17.35 17.23 17.32 +0.20 75 1,635 +17
Total Volume and Open Interest 27,676 168,830 -2,823
Canola(WCE)
Nov01 011121 348.7 348.7 348.7 348.7 unch 88 5 -83
Jan02 011121 350.0 353.9 350.0 353.1 +2.7 2,905 37,848 +233
Mar02 011121 349.0 351.8 349.0 351.5 +2.8 708 14,383 +182
May02 011121 350.0 351.8 350.0 351.5 +2.9 5 6,500 +5
Jul02 011121 349.0 352.5 349.0 352.0 +3.5 20 4,540 +10
Total Volume and Open Interest 3,746 67,858 +357
Corn(CBOT)
Dec01 011121 209.50 209.50 208.25 208.75 unch 40,881 157,126 -7,258
Jan02 011121 213.25 213.25 212.75 212.75 -0.25 121 976 +23
Mar02 011121 221.25 221.25 220.25 220.50 unch 19,664 186,085 +5,803
May02 011121 228.00 228.50 227.50 227.75 +0.25 3,937 48,716 +1,069
Jul02 011121 234.50 234.50 233.50 234.00 +0.25 2,891 43,887 +729
Sep02 011121 239.75 240.25 239.50 239.50 unch 443 8,475 +267
Total Volume and Open Interest 69,781 473,320 +1,034
Wheat(CBOT)
Dec01 011121 287.00 289.75 286.25 287.00 +0.25 11,799 40,148 -1,597
Mar02 011121 295.50 298.00 295.00 295.50 +0.50 5,701 50,751 +266
May02 011121 298.00 299.25 296.00 296.50 -0.25 566 6,591 -11
Jul02 011121 298.50 300.50 298.00 298.75 +1.00 1,101 11,109 +351
Sep02 011121 302.00 303.50 302.00 303.00 +1.00 5 506 +3
Total Volume and Open Interest 19,187 110,826 -987
Wheat(KCBT)
Dec01 011121 287.00 290.00 287.00 289.00 +2.00 3,388 25,532 -603
Mar02 011121 296.00 298.50 295.75 296.50 +1.00 3,133 36,627 +431
May02 011121 303.75 304.00 302.50 302.50 +0.50 470 7,766 +91
Jul02 011121 308.00 309.50 307.50 308.75 +1.75 86 6,754 -31
Sep02 011121 313.00 313.00 313.00 313.00 unch 0 2,037 +0
Total Volume and Open Interest 7,077 79,704 -112
Wheat(MGE)
Dec01 011121 302.25 304.25 302.00 303.50 +1.50 2,365 12,635 -315
Mar02 011121 314.00 316.25 314.00 316.00 +1.25 1,789 12,910 +936
May02 011121 323.00 324.50 323.00 324.25 +1.25 53 2,317 +43
Jul02 011121 329.00 330.00 329.00 329.50 +0.50 20 1,161 +19
Sep02 011121 336.50 336.50 336.50 336.50 +2.00 3 732 +3
Total Volume and Open Interest 4,236 30,204 +691
Oats(CBOT)
Dec01 011121 210.25 213.25 208.50 211.75 +1.50 1,954 5,185 -256
Mar02 011121 198.00 202.50 198.00 201.00 +2.75 1,837 6,537 +132
May02 011121 187.75 190.75 187.75 189.75 +1.75 472 2,225 +156
Jul02 011121 171.50 172.25 171.25 172.25 +2.25 114 996 +13
Total Volume and Open Interest 4,379 15,152 +46
Rough Rice(MCE)
Nov01 011120 3.84 3.84 3.77 3.77 -0.08 12 55 +6
Jan02 011121 3.90 3.96 3.84 3.94 +0.02 128 3,077 +22
Mar02 011121 4.06 4.18 4.06 4.17 +0.03 60 1,560 -47
May02 011121 4.32 4.38 4.32 4.38 +0.01 0 641 +0
Total Volume and Open Interest 217 5,882 -22
Live Cattle(CME)
Dec01 011121 66.450 67.200 66.250 66.950 +0.300 6,664 30,565 -1,430
Feb02 011121 69.150 69.800 68.925 69.500 unch 5,048 39,248 -16
Apr02 011121 71.400 71.750 71.100 71.550 -0.050 2,505 20,277 +17
Jun02 011121 67.750 68.150 67.450 68.125 +0.150 2,260 15,004 -954
Aug02 011121 67.850 68.150 67.525 68.025 +0.100 277 4,741 +44
Oct02 011121 70.100 70.350 69.600 70.350 +0.150 33 1,308 +7
Total Volume and Open Interest 16,872 111,462 -2,288
Feeder Cattle(CME)
Jan02 011121 83.400 83.750 82.550 83.600 +0.125 943 7,689 +20
Mar02 011121 82.100 82.650 81.450 82.300 +0.050 521 3,565 +55
Apr02 011121 82.100 82.650 81.500 82.250 +0.025 133 1,770 +24
May02 011121 82.000 82.300 81.450 82.250 +0.225 65 1,478 -5
Aug02 011121 83.250 84.200 83.250 84.050 -0.100 46 538 +11
Sep02 011121 84.125 84.125 84.000 84.000 -0.150 5 83 +3
Oct02 011121 83.650 83.750 83.650 83.750 -0.050 9 35 +7
Total Volume and Open Interest 1,722 15,158 +115
Lean Hogs(CME)
Dec01 011121 48.800 49.625 48.450 49.575 +0.425 3,579 15,916 -281
Feb02 011121 53.500 54.100 52.850 53.600 -0.200 2,074 11,480 +315
Apr02 011121 56.900 57.000 56.300 56.600 -0.350 310 3,584 +20
Jun02 011121 63.650 64.150 63.425 63.425 -0.125 138 1,071 +40
Jul02 011121 62.450 62.450 62.200 62.225 -0.175 26 400 +6
Aug02 011121 61.100 61.350 61.100 61.350 -0.050 0 263 +0
Oct02 011121 53.325 53.700 53.100 53.700 -0.050 1 282 -1
Dec02 011121 50.700 50.750 50.450 50.750 -0.025 0 10 +0
Total Volume and Open Interest 6,186 33,896 +109
Pork Bellies(CME)
Feb02 011121 73.100 73.475 71.150 72.950 -1.200 517 2,164 -29
Mar02 011121 72.800 73.000 71.050 72.150 -1.350 11 270 -3
May02 011121 74.050 74.050 72.900 73.300 -1.450 1 101 +0
Jul02 011121 73.550 74.500 72.950 74.500 -1.000 0 29 +0
Aug02 011121 75.000 75.000 75.000 75.000 -1.250 0 6 +0
Total Volume and Open Interest 529 2,570 -32
Cocoa(NYBOT)
Dec01 011121 1273 1293 1270 1279 -10 161 1,335 -103
Mar02 011121 1259 1284 1253 1267 -5 5,041 39,538 +520
May02 011121 1251 1275 1248 1263 -3 707 14,266 +227
Jul02 011121 1246 1268 1246 1255 -5 383 8,857 +305
Sep02 011121 1248 1249 1248 1249 -5 0 4,907 +0
Dec02 011121 1239 1243 1234 1234 -5 1 8,804 +0
Mar03 011121 1232 1232 1232 1232 -5 8 7,704 +0
Total Volume and Open Interest 6,302 92,511 +950
Coffee "C"(NYBOT)
Dec01 011121 46.00 47.00 45.60 46.40 +0.25 2,809 1,857 -2,196
Mar02 011121 50.50 51.10 49.70 50.35 +0.25 5,858 32,689 +1,094
May02 011121 52.30 52.90 51.70 52.25 +0.35 704 6,536 +217
Jul02 011121 54.00 54.45 53.40 53.85 +0.45 224 4,252 +47
Sep02 011121 55.60 55.90 54.75 55.35 +0.70 24 2,838 +6
Dec02 011121 57.25 58.00 57.25 57.50 +0.85 118 2,597 +50
Total Volume and Open Interest 9,765 51,327 -774
Orange Juice(NYBOT)
Jan02 011121 92.80 94.40 92.75 94.20 +1.30 508 14,926 -423
Mar02 011121 94.60 96.20 94.60 96.00 +1.20 81 3,181 -5
May02 011121 96.50 98.00 96.50 97.40 +1.30 18 1,127 -6
Jul02 011121 97.00 98.40 97.00 98.40 +0.60 15 151 +5
Sep02 011121 98.00 99.40 98.00 99.40 +1.45 0 181 +0
Total Volume and Open Interest 622 20,954 -429
Sugar #11(NYBOT)
Mar02 011121 7.33 7.53 7.28 7.52 +0.18 8,226 84,701 -448
May02 011121 6.88 7.02 6.85 7.02 +0.13 1,713 22,915 -95
Jul02 011121 6.43 6.54 6.39 6.53 +0.09 0 27,418 +161
Oct02 011121 6.40 6.46 6.39 6.45 +0.02 1,755 16,604 -267
Mar03 011121 6.49 6.57 6.49 6.57 +0.03 298 6,205 -185
Total Volume and Open Interest 12,067 163,107 -765
London Cocoa(LCE)
Dec01 011121 930 945 921 934 -1 1,434 23,615 -350
Mar02 011121 954 970 946 959 unch 5,612 66,018 +337
May02 011121 963 979 957 968 unch 497 32,143 +60
Jul02 011121 967 985 966 975 unch 272 20,705 +138
Sep02 011121 961 980 961 970 unch 1,124 11,459 +58
Dec02 011121 951 960 947 947 -8 105 5,207 +15
Mar03 011121 962 962 950 950 -9 1,520 5,309 +1,490
Total Volume and Open Interest 10,564 165,041 +1,748
London Coffee(LCE)
Nov01 011121 377.00 385.00 376.00 376.00 +1.00 54 510 -109
Jan02 011121 375.00 382.00 373.00 377.00 +2.00 1,749 36,367 -166
Mar02 011121 386.00 391.00 384.00 387.00 unch 754 22,170 +221
May02 011121 401.00 404.00 398.00 401.00 unch 365 18,407 +113
Jul02 011121 415.00 416.00 413.00 413.00 unch 73 13,954 +22
Sep02 011121 427.00 428.00 425.00 425.00 unch 70 11,606 +35
Total Volume and Open Interest 3,078 106,723 +121
London Sugar(LCE)
Dec01 011115 241.50 248.00 236.50 240.40 -1.10 3,820 4,096 -1,367
Mar02 011121 238.10 240.40 237.00 239.30 +0.50 1,378 22,570 +452
May02 011121 227.50 229.30 227.50 229.30 +0.50 149 8,037 +72
Aug02 011121 217.80 220.00 217.80 219.30 +0.30 178 9,380 -7
Oct02 011121 202.50 203.00 202.00 202.30 -0.20 160 4,443 -40
Total Volume and Open Interest 1,865 45,271 +477
Cotton(NYBOT)
Dec01 011121 33.50 34.50 33.50 33.82 unch 5,545 5,712 -4,355
Mar02 011121 35.75 36.60 35.65 36.13 +0.28 6,184 28,110 +1,976
May02 011121 37.00 37.80 37.00 37.40 +0.35 613 7,098 +79
Jul02 011121 38.35 38.90 38.20 38.57 +0.29 411 7,371 +47
Oct02 011121 40.60 40.60 40.60 40.60 +0.65 10 339 -10
Dec02 011121 41.40 41.75 41.20 41.75 +0.75 91 4,705 +60
Total Volume and Open Interest 12,864 54,565 -2,188
Lumber(CME)
Jan02 011121 220.0 226.0 220.0 223.8 -4.0 421 1,649 -14
Mar02 011121 234.5 238.4 234.5 237.4 -1.3 81 335 +18
May02 011121 242.0 242.9 241.0 242.9 -1.5 14 143 +3
Jul02 011121 246.1 246.1 246.1 246.1 unch 0 13 +0
Total Volume and Open Interest 516 2,142 +7
Crude Oil(NYM)
Jan02 011121 19.40 19.42 18.80 18.96 -0.19 77,042 125,646 -1,748
Feb02 011121 19.55 19.65 19.05 19.19 -0.18 22,947 52,765 +2,036
Mar02 011121 19.67 19.73 19.27 19.33 -0.18 7,806 32,468 +2,293
Apr02 011121 19.80 19.80 19.46 19.46 -0.19 3,324 21,269 -431
May02 011121 19.85 19.85 19.59 19.59 -0.20 765 13,919 +90
Jun02 011121 19.90 19.95 19.70 19.72 -0.21 6,395 26,503 -136
Jul02 011121 20.05 20.05 19.80 19.83 -0.21 1,064 12,047 -115
Aug02 011121 19.80 20.00 19.80 19.93 -0.21 219 11,996 -10
Sep02 011121 20.20 20.20 20.03 20.03 -0.20 2,269 11,113 -549
Oct02 011121 20.12 20.12 20.12 20.12 -0.21 2 8,352 +0
Total Volume and Open Interest 129,905 409,978 -9,363
Heating Oil(NYM)
Dec01 011121 54.50 54.80 53.20 53.42 -0.34 16,428 30,374 -3,297
Jan02 011121 55.20 55.70 54.20 54.35 -0.37 9,485 39,054 +348
Feb02 011121 55.70 55.80 54.60 54.85 -0.32 1,874 18,899 +541
Mar02 011121 55.40 55.40 54.10 54.45 -0.32 3,784 20,625 +1,319
Apr02 011121 55.25 55.25 53.95 53.95 -0.37 3,240 15,688 +54
May02 011121 54.60 54.60 53.35 53.35 -0.42 563 6,970 +139
Jun02 011121 55.25 55.25 53.55 53.55 -0.47 1,304 9,309 -100
Jul02 011121 55.75 55.75 54.20 54.20 -0.47 256 4,046 +77
Aug02 011121 56.40 56.40 54.95 54.95 -0.47 96 2,853 +223
Sep02 011121 56.75 56.95 55.85 55.85 -0.47 44 3,056 -24
Total Volume and Open Interest 38,436 165,562 -130
Unleaded Gas(NYM)
Dec01 011121 53.20 53.70 52.25 52.73 -0.08 15,674 24,907 -3,075
Jan02 011121 53.70 54.10 53.10 53.26 -0.18 9,888 25,206 +1,931
Feb02 011121 54.50 54.75 53.90 54.14 -0.22 993 9,279 +146
Mar02 011121 55.25 55.40 54.90 55.24 -0.24 1,532 11,812 +426
Apr02 011121 61.90 61.90 61.29 61.29 -0.24 1,561 13,156 +883
May02 011121 62.20 62.20 61.79 61.79 -0.24 861 13,062 +248
Jun02 011121 61.94 61.94 61.94 61.94 -0.24 472 8,949 +270
Jul02 011121 62.40 62.40 61.74 61.74 -0.24 304 6,293 +150
Total Volume and Open Interest 31,903 121,000 +487
Natural Gas(NYM)
Dec01 011121 2.820 2.880 2.735 2.813 -0.039 49,672 47,983 -148
Jan02 011121 3.010 3.050 2.920 2.991 -0.050 16,568 58,972 -24
Feb02 011121 3.045 3.090 3.000 3.036 -0.045 6,800 28,214 -330
Mar02 011121 3.010 3.080 2.970 3.005 -0.061 8,818 32,117 +1,951
Apr02 011121 2.970 3.025 2.910 2.945 -0.081 9,292 32,824 -855
May02 011121 3.020 3.060 2.960 2.983 -0.085 1,653 20,995 -20
Jun02 011121 3.075 3.080 3.020 3.023 -0.085 477 15,365 -326
Jul02 011121 3.120 3.120 3.060 3.060 -0.086 189 13,045 -66
Total Volume and Open Interest 101,312 482,729 +3,107
Brent Crude Oil(IPE)
Jan02 011121 19.00 19.20 18.55 18.73 -0.02 51,766 79,923 +3,367
Feb02 011121 18.90 19.06 18.45 18.56 -0.18 18,375 36,161 +794
Mar02 011121 18.71 19.00 18.42 18.53 -0.19 6,407 17,152 -78
Apr02 011121 18.80 18.95 18.50 18.58 -0.20 2,367 10,238 -443
May02 011121 19.00 19.10 18.65 18.65 -0.23 236 7,508 +14
Jun02 011121 19.10 19.13 18.71 18.74 -0.23 2,335 18,405 +625
Jul02 011121 18.88 18.88 18.85 18.85 -0.23 168 5,537 -33
Aug02 011121 19.17 19.17 18.96 18.96 -0.23 96 6,308 -50
Total Volume and Open Interest 86,384 221,359 +5,561
Gas Oil(IPE)
Dec01 011121 169.00 169.50 165.00 165.25 -2.00 14,914 39,312 -3,925
Jan02 011121 171.00 171.00 166.50 167.00 -2.50 11,085 29,588 +363
Feb02 011121 169.75 170.25 167.00 167.00 -2.00 2,554 10,401 +331
Mar02 011121 169.25 169.50 166.75 166.75 -2.00 625 7,207 +306
Apr02 011121 169.25 169.50 166.50 166.50 -2.00 901 6,472 +52
May02 011121 169.25 169.75 166.25 166.25 -2.75 552 3,556 -214
Jun02 011121 170.50 170.50 166.00 166.00 -4.00 2,512 14,841 +812
Jul02 011121 167.75 167.75 167.75 167.75 -4.00 189 1,490 +1
Total Volume and Open Interest 34,411 143,446 -1,583
US Dollar Index(NYBOT)
Dec01 011121 117.03 117.60 117.03 117.34 +0.53 529 12,063 +32
Mar02 011121 117.65 118.05 117.65 117.82 +0.51 9 2,098 +9
Jun02 011121 118.06 118.30 118.06 118.30 +0.49 0 11 +0
Total Volume and Open Interest 538 14,173 +41
Australian Dollar(IMM)
Dec01 011121 51.63 51.73 51.42 51.55 -0.37 1,697 23,591 -471
Mar02 011121 51.32 51.35 51.27 51.30 -0.37 10 480 +3
Jun02 011121 51.05 51.05 51.05 51.05 -0.37 0 12 +0
Total Volume and Open Interest 1,707 24,095 -468
British Pound(IMM)
Dec01 011121 141.72 141.88 141.04 141.36 -0.42 4,998 43,066 -970
Mar02 011121 140.90 141.02 140.60 140.62 -0.42 76 473 +7
Jun02 011121 139.88 139.88 139.88 139.88 -0.42 0 1 +0
Total Volume and Open Interest 5,074 43,540 -963
Canadian Dollar(IMM)
Dec01 011121 62.56 62.62 62.38 62.42 -0.25 4,671 74,563 -122
Mar02 011121 62.55 62.59 62.35 62.40 -0.25 318 6,015 +102
Jun02 011121 62.59 62.59 62.39 62.39 -0.25 28 1,792 +8
Sep02 011121 62.55 62.55 62.40 62.40 -0.25 32 630 +1
Total Volume and Open Interest 5,060 83,231 -9
Japanese Yen(IMM)
Dec01 011121 81.47 81.58 81.22 81.30 -0.32 10,694 100,886 +1,180
Mar02 011121 81.90 82.00 81.64 81.72 -0.32 47 1,184 +10
Jun02 011121 82.17 82.17 82.17 82.17 -0.32 0 72 +0
Total Volume and Open Interest 10,741 102,491 +1,190
Deutsche Mark(IMM)
Dec01 011121 44.85 44.86 44.85 44.86 -0.24 18 198 -4
Total Volume and Open Interest 18 198 -4
Swiss Franc(IMM)
Dec01 011121 60.34 60.43 60.15 60.39 -0.23 7,473 51,471 -550
Mar02 011121 60.31 60.42 60.26 60.40 -0.23 85 302 +39
Jun02 011121 60.36 60.44 60.36 60.44 -0.23 0 4 +0
Total Volume and Open Interest 7,558 51,800 -511
EuroFX(IMM)
Dec01 011121 87.83 87.86 87.46 87.73 -0.48 8,109 111,855 -211
Mar02 011121 87.55 87.55 87.25 87.47 -0.47 278 1,854 +137
Jun02 011121 87.44 87.44 87.16 87.29 -0.46 2 201 +0
Total Volume and Open Interest 8,391 114,006 -75
Mexican Peso(IMM)
Dec01 011121 10865.0 10910.0 10862.5 10885.0 +20.0 1,313 24,479 +288
Mar02 011121 10680.0 10685.0 10650.0 10665.0 +25.0 16 1,656 +10
Total Volume and Open Interest 1,330 26,324 -703
30-Year T-Bonds(CBOT)
Dec01 011121 105~00 105~10 103~11 103~30 -1~00 266,813 517,721 -3,331
Mar02 011121 103~28 104~07 102~11 102~28 -1~01 31,381 86,078 +11,632
Jun02 011121 101~16 102~03 101~16 101~27 -1~01 3,305 4,439 +1,989
Total Volume and Open Interest 301,499 608,238 +10,290
Municipal Bonds(CBOT)
Dec01 011121 105~01 105~01 103~26 104~17 -0~10 1,006 11,030 -145
Mar02 011121 103~16 103~17 102~25 103~13 -0~09 112 1,291 +77
Total Volume and Open Interest 1,118 12,321 -68
10-Year T-Notes(CBOT)
Dec01 011121 107~045 107~115 105~310 106~135 -0~235 315,334 575,421 -24,873
Mar02 011121 106~000 106~050 104~270 105~075 -0~240 19,222 90,164 +5,158
Total Volume and Open Interest 334,556 665,586 -19,715
5-Year T-Notes(CBOT)
Dec01 011121 107~125 107~125 106~135 106~230 -0~185 63,181 0 -516,335
Mar02 011121 106~080 106~080 105~090 105~180 -0~190 1,211 0 -68,792
Total Volume and Open Interest 64,392    
2 Year T-Notes(CBOT)
Dec01 011121 105~021 105~021 104~093 104~109 -0~036 8,440 71,084 -2,312
Mar02 011121 104~044 104~044 104~006 104~019 -0~045 1,389 1,190 +455
Total Volume and Open Interest 9,829 72,274 -1,857
3-Mth T-Bills(IMM)
Dec01 011121 98.11 98.11 98.11 98.11 -0.01 9 1,659 +0
Total Volume and Open Interest 9 1,661 +0
Eurodollars(IMM)
Dec01 011121 97.908 97.920 97.870 97.897 -0.013 133,034 887,996 -805
Mar02 011121 97.710 97.715 97.600 97.640 -0.065 188,323 700,703 +8,249
Jun02 011121 97.295 97.305 97.120 97.155 -0.140 196,816 628,738 -13,737
Sep02 011121 96.820 96.835 96.590 96.640 -0.200 166,862 495,621 +1,194
Dec02 011121 96.310 96.320 96.070 96.115 -0.215 120,297 477,111 +16,104
Mar03 011121 95.860 95.880 95.620 95.680 -0.210 45,020 294,910 +3,031
Jun03 011121 95.465 95.465 95.205 95.280 -0.205 26,425 204,492 +5,387
Sep03 011121 95.130 95.130 94.890 94.965 -0.185 24,910 176,141 +1,983
Dec03 011121 94.710 94.710 94.550 94.615 -0.180 17,501 157,748 -4,615
Mar04 011121 94.545 94.545 94.385 94.455 -0.175 18,682 135,520 -2,436
Jun04 011121 94.430 94.430 94.195 94.270 -0.170 10,491 115,500 -1,271
Sep04 011121 94.285 94.285 94.040 94.120 -0.165 9,335 112,250 -1,572
Total Volume and Open Interest 1,010,099 4,985,120 +13,473
3-Mth Euro-Yen(IMM)
Dec01 011121 99.91 99.91 99.91 99.91 unch 114 17,325 -283
Mar02 011121 99.87 99.87 99.86 99.86 unch 151 8,517 -626
Jun02 011121 99.88 99.88 99.88 99.88 +0.01 749 9,443 +651
Sep02 011121 99.85 99.86 99.85 99.86 +0.01 102 2,519 +79
Dec02 011121 99.81 99.81 99.81 99.81 unch 0 804 +19
Mar03 011121 99.77 99.77 99.77 99.77 unch 0 859 -50
Jun03 011121 99.76 99.76 99.76 99.76 unch 0 159 +0
Sep03 011121 99.70 99.70 99.70 99.70 unch 0 27 +0
Dec03 011121 99.63 99.63 99.63 99.63 unch 0 2 +0
Mar04 011121 99.57 99.57 99.57 99.57 unch 0 220 +0
Total Volume and Open Interest 1,116 39,875 -210
3-Mth Euro-Yen(SIMEX)
Dec01 011121 99.90 99.90 99.90 99.90 0.00 14,860 91,514 +1,380
Mar02 011121 99.86 99.86 99.86 99.86 unch 14,261 77,767 +301
Jun02 011121 99.87 99.88 99.87 99.88 +0.00 4,360 54,591 -1,512
Sep02 011121 99.85 99.85 99.85 99.85 unch 277 26,216 -88
Dec02 011121 99.80 99.81 99.80 99.81 +0.01 1,279 10,979 +1,263
Mar03 011121 99.76 99.77 99.76 99.77 +0.00 960 16,579 +234
Jun03 011121 99.75 99.75 99.75 99.75 unch 50 16,004 +50
Sep03 011121 99.71 99.71 99.71 99.71 +0.01 20 7,181 +0
Total Volume and Open Interest 36,067 315,390 +1,628
Euro Notional Bond(MATIF)
Dec01 011121 90.83 91.32 90.42 90.43 -0.73 1,752 27,335 -50
Mar02 011121 90.53 90.53 90.53 90.53 -0.73      
Jun02 011121 90.63 90.63 90.63 90.63 -0.73      
Total Volume and Open Interest 1,752 27,335 -50
3-Month Euribor(MATIF)
Dec01 011121 96.65 96.65 96.65 96.65 -0.05 0 2,776 +0
Mar02 011121 96.85 96.85 96.85 96.85 -0.05 0 2,496 +0
Jun02 011121 96.80 96.80 96.80 96.80 -0.05 0 211 +0
Total Volume and Open Interest 0 6,273 +0
German Euro-Bund(EUREX)
Dec01 011121 110.22 110.68 109.68 109.77 -0.66 596,073 740,062 -13,214
Mar02 011121 110.11 110.47 109.55 109.57 -0.69 9,431 60,063 +4,964
Jun02 011121 108.82 108.82 108.82 108.82 -0.66 4,158 1,475 +240
Total Volume and Open Interest 609,662 801,600 -8,010
German Euro-Bobl(EUREX)
Dec01 011121 108.35 108.63 107.87 107.87 -0.60 455,548 540,628 -5,990
Mar02 011121 107.95 108.16 107.39 107.39 -0.65 11,713 45,692 +907
Jun02 011121 107.10 107.10 107.10 107.10 -0.60 2,207 1,297 +483
Total Volume and Open Interest 469,468 587,617 -4,600
Long Gilt(LIFFE)
Dec01 011121 116~21 117~04 116~02 116~08 -0~18 22,414 59,678 -1,720
Mar02 011121 116~05 116~18 115~25 115~25 -0~16 1 165 +1
Total Volume and Open Interest 22,415 59,843 -1,719
3-Mth Short Sterling(LIFFE)
Dec01 011121 96.02 96.05 95.99 96.01 -0.03 19,094 0 +0
Mar02 011121 96.02 96.08 95.93 96.00 -0.05 30,250 0 +0
Jun02 011121 95.86 95.91 95.75 95.80 -0.10 28,774 0 +0
Total Volume and Open Interest 116,696    
3-Mth Euribor(LIFFE)
Dec01 011121 96.675 96.710 96.650 96.670 -0.025 61,883 466,846 -9,355
Mar02 011121 96.880 96.935 96.810 96.850 -0.060 102,114 437,225 +3,038
Jun02 011121 96.835 96.910 96.760 96.780 -0.095 75,819 311,427 -3,067
Total Volume and Open Interest 383,136 1,930,982 -39,087
3-Mth Aus T-Bills(SFE)
Dec01 011121 95.74 95.76 95.72 95.74 -0.02 6,643 170,664 -30,359
Mar02 011121 95.79 95.80 95.73 95.75 -0.07 7,489 115,695 -12,484
Jun02 011121 95.64 95.66 95.56 95.58 -0.10 2,110 42,226 -287
Sep02 011121 95.40 95.43 95.32 95.35 -0.10 1,420 22,136 +282
Dec02 011121 95.15 95.18 95.07 95.09 -0.12 731 16,251 +164
Mar03 011121 94.93 94.96 94.87 94.87 -0.13 526 10,464 +85
Jun03 011121 94.76 94.79 94.67 94.68 -0.14 831 7,781 +52
Sep03 011121 94.60 94.63 94.52 94.53 -0.14 201 6,804 +65
Dec03 011121 94.39 94.41 94.39 94.41 -0.15 556 2,636 -198
Mar04 011121 94.30 94.31 94.30 94.31 -0.14 5 1,955 +0
Total Volume and Open Interest 20,517 399,766 -42,835
10-Year Aus T-Bonds(SFE)
Dec01 011121 94.19 94.24 94.14 94.18 -0.12 31,444 228,611 +0
Mar02 011121 94.16 94.16 94.16 94.16 -0.12      
Total Volume and Open Interest 31,444 228,611 +13,009
3-Year Aus T-Bonds(SFE)
Dec01 011121 95.15 95.19 95.07 95.11 -0.13 59,971 540,421 -31,279
Mar02 011121 94.96 94.96 94.96 94.96 -0.13      
Total Volume and Open Interest 59,971 540,421 -31,279
Gold(CMX)
Dec01 011121 272.5 273.4 271.9 273.1 -0.1 19,446 56,361 -4,196
Feb02 011121 273.5 274.4 272.9 274.0 unch 7,318 29,174 +3,810
Apr02 011121 274.1 274.8 274.0 274.7 unch 447 3,965 +107
Jun02 011121 275.0 276.0 274.0 275.3 unch 287 6,126 -20
Aug02 011121 276.0 276.0 276.0 276.0 unch 361 3,521 -267
Oct02 011121 276.7 276.7 276.7 276.7 unch 0 2,174 +0
Total Volume and Open Interest 28,823 115,326 -435
Silver(CMX)
Dec01 011121 404.5 405.0 401.5 403.5 -1.5 5,581 33,707 -1,323
Mar02 011121 407.5 408.0 405.0 406.8 -1.6 4,229 29,441 +1,407
May02 011121 409.0 410.0 407.0 408.6 -1.5 86 1,504 +42
Jul02 011121 413.0 413.0 409.5 410.5 -1.5 12 2,123 +1
Sep02 011121 412.5 412.5 412.3 412.3 -1.5 0 1,452 +0
Total Volume and Open Interest 10,471 75,468 +445
Platinum(NYM)
Jan02 011121 441.0 445.0 441.0 442.0 +2.7 644 5,806 -31
Apr02 011121 440.0 440.0 436.5 436.5 +2.7 56 201 +37
Jul02 011121 430.0 430.0 430.0 430.0 +2.7 2 60 +2
Oct02 011121 427.0 427.0 427.0 427.0 +2.7 0 55 +0
Total Volume and Open Interest 702 6,122 +8
Palladium(NYME)
Dec01 011121 332.00 335.00 332.00 335.00 +4.90 92 830 -60
Mar02 011121 333.00 336.00 333.00 336.00 +4.65 70 613 +38
Total Volume and Open Interest 162 1,443 -22
Copper(CMX)
Dec01 011121 67.80 68.30 67.40 67.70 +0.40 5,142 28,898 -562
Mar02 011121 68.70 69.10 68.40 68.55 +0.40 1,083 20,939 -41
May02 011121 69.20 69.45 69.05 69.05 +0.40 72 4,952 +26
Jul02 011121 69.60 70.00 69.55 69.55 +0.40 174 4,158 +82
Sep02 011121 70.30 70.30 70.00 70.00 +0.40 41 3,743 +16
Total Volume and Open Interest 7,267 83,020 -490
DJIA Index(CBOT)
Dec01 011121 9885 9910 9801 9833 -72 15,476 28,923 -1,000
Mar02 011121 9880 9905 9805 9836 -73 87 793 -23
Jun02 011121 9852 9852 9852 9852 -73 1 316 +0
Sep02 011121 9874 9874 9874 9874 -72 0 75 +0
Total Volume and Open Interest 15,564 30,215 -1,023
S & P 500(CME)
Dec01 011121 1141.50 1142.50 1131.10 1137.00 -7.30 61,667 476,077 -10,080
Mar02 011121 1143.50 1143.50 1135.00 1138.80 -7.30 6,181 67,060 +5,655
Jun02 011121 1142.10 1142.10 1142.10 1142.10 -7.50 53 5,693 +0
Sep02 011121 1150.00 1150.00 1146.80 1146.80 -7.30 0 439 -6
Total Volume and Open Interest 67,917 549,596 -4,445
S & P 500 E-Mini(Globex)
Dec01 011121 1143.25 1149.00 1131.00 1137.00 -7.25 170,204 242,747 +1,461
Mar02 011121 1135.00 1138.75 1135.00 1138.75 -7.25 9 99 +5
Total Volume and Open Interest 170,213 242,846 +1,466
NASDAQ 100(CME)
Dec01 011121 1548.00 1566.00 1527.00 1553.00 -1.50 20,012 62,150 +1,090
Mar02 011121 1559.50 1559.50 1559.50 1559.50 -2.00 1 9 +1
Jun02 011121 1566.50 1566.50 1566.50 1566.50 -2.00 0 2 +0
Total Volume and Open Interest 20,013 62,161 +1,091
NASDAQ 100 E-Mini(GLOBEX)
Dec01 011121 1554.0 1583.0 1527.5 1553.0 -1.5 156,256 119,339 +3,011
Mar02 011121 1559.5 1559.5 1559.5 1559.5 -2.0 0 5 +0
Total Volume and Open Interest 156,256 119,344 +3,011
NYSE Composite(NYBOT)
Dec01 011121 581.80 581.80 577.80 579.30 -3.20 1,210 5,864 -139
Mar02 011121 579.80 579.80 579.80 579.80 -3.20 0 640 +0
Jun02 011121 580.30 580.30 580.30 580.30 -3.20 0 300 +0
Total Volume and Open Interest 1,210 6,804 -139
S & P Midcap 400(CME)
Dec01 011121 480.50 480.50 474.00 478.25 -1.50 978 15,723 -6
Mar02 011121 479.25 479.25 479.25 479.25 -1.50      
Jun02 011121 483.25 483.25 483.25 483.25 -1.50      
Total Volume and Open Interest 978 15,723 -6
Russell 2000(CME)
Dec01 011121 455.00 455.00 449.75 452.50 -2.50 2,257 25,528 +212
Mar02 011121 453.20 453.20 453.20 453.20 -2.50      
Jun02 011121 457.20 457.20 457.20 457.20 -2.50      
Total Volume and Open Interest 2,257 25,528 +212
Value Line(KCBT)
Dec01 011121 1171.00 1171.00 1158.50 1167.50 -7.50 13 269 +0
Total Volume and Open Interest 13 269 +0
Nikkei 225(CME)
Dec01 011121 10630 10680 10590 10650 +120 1,759 15,771 +89
Mar02 011121 10640 10665 10640 10665 +120 0 44 +0
Total Volume and Open Interest 1,759 15,838 +89
Nikkei 225(SIMEX)
Dec01 011121 10540 10790 10485 10650 unch 14,276 105,168 +347
Mar02 011121 10645 10645 10645 10645 unch 1 430 +0
Jun02 011121 10600 10600 10600 10600 unch 0 24 +0
Total Volume and Open Interest 14,277 105,622 +347
CAC 40(MATIF)
Nov01 011121 4550.0 4623.0 4537.0 4559.0 -36.0 58,253 426,083 +12,969
Dec01 011121 4571.0 4630.0 4558.5 4570.5 -36.0 828 177,697 +362
Jan02 011121 4584.0 4584.0 4584.0 4584.0 -35.5 0 179 +0
Total Volume and Open Interest 59,081 692,743 +11,331
DAX Index(EUREX)
Dec01 011121 5100.0 5171.0 5061.0 5099.5 -37.5 54,870 166,651 +7,263
Mar02 011121 5142.0 5203.0 5111.5 5136.5 -38.0 182 14,271 -53
Jun02 011121 5171.0 5246.0 5150.0 5179.5 -38.0 145 2,645 -51
Total Volume and Open Interest 55,197 183,567 +7,159
FT-SE 100(LIFFE)
Dec01 011121 5303.00 5387.50 5286.00 5333.00 -1.00 30,817 331,168 -54
Mar02 011121 5305.00 5393.00 5303.50 5343.00 -0.50 114 28,545 -84
Jun02 011121 5343.50 5407.50 5343.50 5362.00 unch 2,014 17,203 +944
Total Volume and Open Interest 32,945 376,916 +806
SPI 200(SFE)
Dec01 011121 3338.0 3356.0 3334.0 3343.0 -9.0 9,550 144,179 -1,134
Mar02 011121 3344.0 3358.0 3344.0 3348.0 -9.0 30 2,147 -25
Jun02 011121 3356.0 3356.0 3356.0 3356.0 -9.0 0 1,539 +0
Total Volume and Open Interest 9,580 148,308 -1,159
GSCI(CME)
Dec01 011121 169.70 169.70 168.45 168.70 -0.60 34 16,308 -1
Jan02 011121 168.70 168.70 168.70 168.70 -0.60      
Feb02 011121 168.70 168.70 168.70 168.70 -0.60      
Total Volume and Open Interest 34 16,308 -1
Bridge CRB Index(NYBOT)
Jan02 011121 193.25 193.50 193.00 193.05 +0.30 62 203 +28
Feb02 011121 193.05 193.05 193.05 193.05 +0.30 1 139 +2
Apr02 011121 195.70 195.70 194.55 194.55 +0.80 0 8 +0
Total Volume and Open Interest 63 355 +30
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions.
Copyright © 2001 Moore Research Center, Inc. All Rights Reserved.
Some data provided by Prophetfinance.com

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MRCI 2012 Lumber Report is ready to go! 58 pgs of seasonal analysis & 22 historically reliable futures & spreads trading ideas!