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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 28, 2001
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan02 011128 443.00 444.00 434.25 435.50 -8.50 35,655 71,395 -1,324
Mar02 011128 443.50 444.75 436.00 436.50 -8.50 8,989 38,509 +190
May02 011128 447.00 448.00 438.50 440.00 -8.00 3,494 29,955 +277
Jul02 011128 452.00 453.50 444.00 444.75 -8.25 2,898 22,482 -410
Aug02 011128 450.50 453.00 444.50 444.50 -6.50 18 1,368 +8
Sep02 011128 454.00 454.00 446.00 446.00 -4.00 0 322 +1
Nov02 011128 456.50 458.00 449.00 449.25 -7.00 346 7,987 +175
Total Volume and Open Interest 51,401 172,041 -1,082
Soybean Meal(CBOT)
Dec01 011128 158.50 159.40 155.60 156.20 -2.70 13,434 19,181 -2,561
Jan02 011128 153.80 154.90 150.60 151.40 -2.90 11,295 29,108 +1,651
Mar02 011128 149.50 150.50 146.80 147.70 -2.10 9,248 30,518 +2,409
May02 011128 147.90 148.80 145.50 146.20 -1.70 3,839 26,012 +602
Jul02 011128 149.00 149.80 146.50 147.10 -1.70 2,740 24,388 +462
Aug02 011128 148.80 149.60 146.60 146.60 -1.80 656 6,436 +260
Sep02 011128 149.00 149.70 146.60 146.60 -1.60 378 5,370 +40
Oct02 011128 148.50 149.50 146.10 146.10 -1.50 66 2,903 +13
Total Volume and Open Interest 41,984 150,041 +3,037
Soybean Oil(CBOT)
Dec01 011128 16.05 16.05 15.77 15.78 -0.31 12,206 20,747 -5,919
Jan02 011128 16.16 16.20 15.95 15.96 -0.30 10,573 41,037 +839
Mar02 011128 16.40 16.43 16.16 16.19 -0.29 8,729 33,492 +2,040
May02 011128 16.61 16.65 16.38 16.41 -0.31 1,436 31,138 -222
Jul02 011128 16.83 16.85 16.61 16.63 -0.29 1,659 19,187 +176
Aug02 011128 16.95 16.95 16.72 16.74 -0.27 304 3,847 +188
Sep02 011128 16.90 16.95 16.82 16.83 -0.26 5 3,182 +5
Oct02 011128 16.90 16.90 16.90 16.90 -0.28 0 1,686 +0
Total Volume and Open Interest 35,034 160,343 -2,772
Canola(WCE)
Jan02 011128 349.0 349.5 346.3 347.2 -2.9 8,855 35,144 -2,707
Mar02 011128 346.5 347.5 344.5 345.3 -2.2 2,530 16,000 +442
May02 011128 347.0 347.0 344.6 344.6 -2.9 91 6,240 +32
Jul02 011128 346.0 346.0 344.0 344.1 -2.3 65 4,333 +35
Total Volume and Open Interest 11,572 66,610 -2,208
Corn(CBOT)
Dec01 011128 203.25 204.00 198.50 198.75 -5.00 42,733 92,778 -15,642
Jan02 011128 207.50 208.25 202.50 202.75 -5.00 104 1,063 -25
Mar02 011128 215.50 216.00 210.25 210.50 -5.25 40,845 218,596 +3,991
May02 011128 222.75 223.50 217.75 218.00 -5.25 4,518 52,148 +1,172
Jul02 011128 229.50 229.75 224.50 225.00 -4.75 1,920 44,645 +103
Sep02 011128 234.75 235.25 231.50 231.75 -3.50 458 9,123 +214
Total Volume and Open Interest 92,295 448,148 -9,756
Wheat(CBOT)
Dec01 011128 278.00 279.50 273.50 274.50 -5.00 14,728 21,499 -6,572
Mar02 011128 285.50 287.00 281.50 282.00 -4.25 24,884 62,229 +5,280
May02 011128 288.00 289.50 284.00 284.00 -4.50 1,890 7,662 +881
Jul02 011128 290.00 290.50 285.25 286.00 -3.75 1,574 11,862 +741
Sep02 011128 295.00 295.00 290.50 290.50 -3.00 5 524 +5
Total Volume and Open Interest 43,196 105,613 +356
Wheat(KCBT)
Dec01 011128 284.00 285.00 281.00 281.00 -3.00 9,157 12,030 -5,321
Mar02 011128 291.00 292.50 287.00 287.00 -4.75 9,795 43,544 +2,549
May02 011128 297.00 297.00 291.50 291.50 -5.50 1,157 9,073 +757
Jul02 011128 302.00 302.00 297.00 297.25 -4.25 877 7,540 +432
Sep02 011128 305.00 305.00 303.00 303.00 -4.00 10 2,047 +10
Total Volume and Open Interest 21,020 75,321 -1,573
Wheat(MGE)
Dec01 011128 296.50 297.50 293.25 293.50 -3.75 4,819 5,776 -2,473
Mar02 011128 310.00 310.25 306.50 306.75 -3.25 4,261 16,637 +1,068
May02 011128 317.00 317.00 314.50 314.50 -3.25 177 2,210 -53
Jul02 011128 323.50 323.50 320.50 320.50 -4.50 68 1,213 +10
Sep02 011128 330.00 330.00 326.75 326.75 -3.75 0 887 +0
Total Volume and Open Interest 9,332 27,264 -1,445
Oats(CBOT)
Dec01 011128 213.00 215.75 208.50 214.00 +1.50 919 3,263 -569
Mar02 011128 200.00 202.50 197.00 199.75 +0.75 1,298 7,158 +495
May02 011128 187.00 188.00 183.50 184.75 -1.25 150 2,426 -23
Jul02 011128 166.50 169.00 163.00 165.00 +0.25 52 1,042 -4
Total Volume and Open Interest 2,424 14,138 -93
Rough Rice(MCE)
Jan02 011128 4.10 4.10 3.88 3.97 -0.12 265 3,046 -17
Mar02 011128 4.32 4.32 4.12 4.20 -0.13 248 1,714 +5
May02 011128 4.54 4.54 4.38 4.40 -0.14 2 714 +1
Jul02 011128 4.70 4.70 4.58 4.62 -0.14 5 395 +0
Total Volume and Open Interest 520 6,032 -16
Live Cattle(CME)
Dec01 011128 67.775 67.900 66.925 67.675 -0.050 8,217 23,641 -3,067
Feb02 011128 70.150 70.550 69.525 70.400 +0.200 8,557 40,588 +761
Apr02 011128 72.250 72.550 71.650 72.425 +0.100 2,238 19,339 -120
Jun02 011128 69.050 69.450 68.600 69.350 +0.350 1,942 13,568 -808
Aug02 011128 68.850 69.200 68.700 69.000 +0.150 245 4,732 +33
Oct02 011128 70.850 71.150 70.550 71.150 +0.275 67 1,407 +33
Total Volume and Open Interest 21,330 103,657 -3,155
Feeder Cattle(CME)
Jan02 011128 84.950 85.250 84.150 85.175 +0.500 1,445 7,514 -130
Mar02 011128 83.625 84.050 83.050 83.950 +0.525 563 3,548 +101
Apr02 011128 83.500 83.950 82.950 83.950 +0.500 311 1,812 +2
May02 011128 82.900 83.450 82.600 83.300 +0.375 126 1,495 -3
Aug02 011128 84.450 84.750 84.175 84.750 +0.275 199 582 +6
Sep02 011128 84.450 84.750 84.450 84.750 +0.300 11 90 +8
Oct02 011128 84.100 84.650 84.100 84.650 +0.250 8 36 +0
Total Volume and Open Interest 2,673 15,080 -23
Lean Hogs(CME)
Dec01 011128 50.450 50.800 50.200 50.375 +0.275 3,340 13,882 -1,145
Feb02 011128 54.700 55.250 54.550 54.850 +0.525 3,385 12,486 +752
Apr02 011128 57.700 58.100 57.625 57.675 +0.375 483 3,772 -65
Jun02 011128 65.150 65.300 64.900 64.900 +0.025 221 1,267 +39
Jul02 011128 62.900 63.000 62.775 62.775 +0.025 24 428 +14
Aug02 011128 61.700 61.700 61.450 61.700 +0.125 4 277 +1
Oct02 011128 53.750 53.750 53.700 53.700 -0.025 1 301 +0
Dec02 011128 50.500 50.500 50.500 50.500 -0.200 3 42 +0
Total Volume and Open Interest 7,517 33,442 -375
Pork Bellies(CME)
Feb02 011128 76.600 78.950 76.400 78.775 +2.650 635 2,119 +71
Mar02 011128 76.450 78.500 76.050 78.250 +2.750 20 264 -3
May02 011128 78.175 79.800 78.175 79.800 +3.000 1 98 +0
Jul02 011128 80.600 80.600 80.400 80.400 +2.500 1 28 -1
Aug02 011128 79.800 79.800 79.800 79.800 +2.050 0 6 +0
Total Volume and Open Interest 657 2,515 +67
Cocoa(NYBOT)
Dec01 011128 1310 1311 1295 1298 +4 60 961 -56
Mar02 011128 1295 1310 1275 1295 +9 4,052 39,285 -502
May02 011128 1292 1294 1278 1287 +8 358 14,548 -83
Jul02 011128 1275 1276 1271 1276 +7 84 9,123 -53
Sep02 011128 1275 1280 1265 1266 +5 200 5,318 +114
Dec02 011128 1255 1255 1246 1246 +5 130 8,983 +20
Mar03 011128 1244 1244 1244 1244 +5 20 7,664 -40
Total Volume and Open Interest 4,904 92,987 -600
Coffee "C"(NYBOT)
Dec01 011128 42.25 42.90 41.90 42.40 unch 599 789 -185
Mar02 011128 46.50 46.90 45.90 46.25 -0.25 9,289 32,543 +230
May02 011128 48.15 48.80 47.90 48.20 -0.30 2,307 7,145 +691
Jul02 011128 50.15 50.55 50.00 50.00 -0.25 493 4,129 +134
Sep02 011128 51.85 52.30 51.50 51.50 -0.20 305 3,263 +56
Dec02 011128 53.85 54.10 53.40 53.40 -0.20 135 2,563 -20
Total Volume and Open Interest 13,182 51,083 +957
Orange Juice(NYBOT)
Jan02 011128 95.95 95.95 94.10 95.30 -0.70 948 15,458 +346
Mar02 011128 97.30 97.30 96.10 97.20 -0.50 223 3,312 +84
May02 011128 98.60 98.60 97.90 98.45 -0.30 42 1,150 +33
Jul02 011128 99.45 99.45 99.45 99.45 -0.30 41 177 +20
Sep02 011128 99.90 100.45 99.90 100.45 -0.30 10 201 +10
Total Volume and Open Interest 1,264 21,687 +493
Sugar #11(NYBOT)
Mar02 011128 7.60 7.62 7.52 7.56 -0.01 9,721 84,675 +527
May02 011128 7.07 7.11 7.04 7.05 -0.03 2,615 23,248 -678
Jul02 011128 6.57 6.62 6.55 6.57 -0.03 1,869 27,470 +198
Oct02 011128 6.45 6.50 6.44 6.49 +0.01 1,485 16,779 +135
Mar03 011128 6.58 6.61 6.58 6.61 +0.01 185 6,435 -243
Total Volume and Open Interest 15,960 163,975 -41
London Cocoa(LCE)
Dec01 011128 949 959 943 951 +2 1,489 20,111 -1,154
Mar02 011128 973 986 970 978 +3 3,502 66,473 +706
May02 011128 982 989 978 984 +3 475 32,656 +307
Jul02 011128 986 1000 983 990 +2 919 22,089 +405
Sep02 011128 987 994 980 984 +2 30 12,036 +17
Dec02 011128 967 967 957 961 -1 104 5,357 +35
Mar03 011128 966 970 960 964 -1 80 5,317 +5
Total Volume and Open Interest 6,599 164,627 +321
London Coffee(LCE)
Nov01 011128 382.00 387.00 380.00 387.00 +1.00 38 228 -111
Jan02 011128 390.00 393.00 382.00 392.00 +2.00 2,265 32,140 -1,046
Mar02 011128 393.00 399.00 388.00 398.00 +1.00 1,816 23,279 +322
May02 011128 405.00 411.00 403.00 410.00 unch 489 18,641 +101
Jul02 011128 420.00 423.00 415.00 423.00 +1.00 480 14,250 +134
Sep02 011128 430.00 436.00 426.00 434.00 +2.00 253 11,888 +105
Total Volume and Open Interest 5,731 104,422 -387
London Sugar(LCE)
Dec01 011115 241.50 248.00 236.50 240.40 -1.10 3,820 4,096 -1,367
Mar02 011128 243.20 243.80 241.60 241.70 -1.30 1,026 22,999 +409
May02 011128 231.70 232.10 230.20 230.20 -1.00 204 8,169 +36
Aug02 011128 219.20 220.10 218.40 218.40 -0.80 447 9,743 +269
Oct02 011128 206.50 206.50 203.00 203.00 -0.80 92 4,611 +81
Total Volume and Open Interest 1,829 46,427 +855
Cotton(NYBOT)
Dec01 011128 35.00 36.20 35.00 35.78 +1.78 395 347 -132
Mar02 011128 37.90 38.10 37.40 37.78 +0.66 7,081 30,204 -146
May02 011128 38.99 39.15 38.55 38.90 +0.75 526 7,359 -98
Jul02 011128 40.00 40.15 39.70 40.00 +0.69 677 7,485 +71
Oct02 011128 42.50 42.50 42.50 42.50 +1.55 0 339 +0
Dec02 011128 42.60 42.80 42.45 42.70 +0.75 415 4,744 +7
Total Volume and Open Interest 9,304 51,789 -156
Lumber(CME)
Jan02 011128 220.5 227.8 220.5 226.4 +4.6 272 1,658 -25
Mar02 011128 237.0 241.1 236.0 239.5 +3.9 65 379 +13
May02 011128 240.0 245.6 240.0 244.1 +3.5 8 135 +0
Jul02 011128 252.0 252.0 245.5 245.5 +0.3 0 13 +0
Total Volume and Open Interest 345 2,187 -12
Crude Oil(NYM)
Jan02 011128 19.15 19.65 18.95 19.22 -0.26 88,162 121,439 +366
Feb02 011128 19.35 19.90 19.19 19.50 -0.14 27,372 56,496 +2,864
Mar02 011128 19.50 20.00 19.33 19.64 -0.10 9,039 33,494 +1,280
Apr02 011128 19.55 20.02 19.45 19.76 -0.08 3,712 22,182 +293
May02 011128 19.65 20.10 19.56 19.88 -0.06 1,761 14,708 +194
Jun02 011128 19.78 20.25 19.65 20.00 -0.04 5,185 27,216 +454
Jul02 011128 19.85 20.30 19.84 20.11 -0.02 706 13,159 +851
Aug02 011128 20.00 20.35 20.00 20.19 -0.01 1,025 13,168 +1,102
Sep02 011128 20.10 20.40 20.10 20.27 unch 112 11,283 +22
Oct02 011128 20.10 20.35 20.10 20.35 +0.01 352 8,988 +342
Total Volume and Open Interest 150,103 424,647 +16,910
Heating Oil(NYM)
Dec01 011128 52.90 54.00 52.20 53.09 -0.85 22,443 18,165 -5,971
Jan02 011128 53.60 55.00 53.30 54.05 -0.87 16,730 42,956 +1,616
Feb02 011128 54.20 55.60 54.00 54.70 -0.72 3,846 20,071 +387
Mar02 011128 54.40 55.30 53.80 54.40 -0.67 2,734 20,769 -119
Apr02 011128 53.40 54.90 53.40 54.05 -0.57 2,100 16,778 +346
May02 011128 53.10 54.15 53.10 53.55 -0.47 663 7,234 +99
Jun02 011128 53.75 55.00 53.70 53.85 -0.42 482 9,422 -71
Jul02 011128 54.90 55.00 54.55 54.55 -0.37 347 4,192 -16
Aug02 011128 55.60 56.15 55.35 55.35 -0.32 816 3,362 +405
Sep02 011128 55.90 57.50 55.90 56.25 -0.27 358 3,572 +283
Total Volume and Open Interest 51,082 162,241 -2,790
Unleaded Gas(NYM)
Dec01 011128 52.90 54.10 52.30 52.78 -1.03 17,578 16,583 -5,019
Jan02 011128 53.50 54.80 53.00 53.60 -0.84 16,717 31,118 +2,434
Feb02 011128 54.30 55.60 54.10 54.50 -0.81 3,539 10,658 -36
Mar02 011128 55.50 56.50 55.30 55.60 -0.76 1,027 11,848 +40
Apr02 011128 61.60 62.75 61.30 61.65 -0.71 1,346 13,719 +554
May02 011128 62.30 63.25 62.13 62.13 -0.68 1,858 13,802 +579
Jun02 011128 62.20 62.23 62.20 62.23 -0.68 396 8,929 +58
Jul02 011128 62.03 62.03 62.03 62.03 -0.68 433 6,285 +38
Total Volume and Open Interest 44,294 122,124 -627
Natural Gas(NYM)
Dec01 011128 2.550 2.820 2.170 2.316 -0.290 64,852 26,349 -12,014
Jan02 011128 2.920 3.200 2.700 2.732 -0.219 28,463 60,520 -145
Feb02 011128 2.980 3.165 2.810 2.827 -0.179 8,235 31,393 +486
Mar02 011128 2.950 3.130 2.805 2.815 -0.157 5,290 31,085 -463
Apr02 011128 2.885 2.925 2.760 2.772 -0.139 4,617 35,426 +849
May02 011128 2.940 3.000 2.820 2.820 -0.129 530 24,768 +13
Jun02 011128 2.970 3.000 2.850 2.865 -0.122 1,038 15,913 +93
Jul02 011128 3.000 3.060 2.900 2.905 -0.119 446 12,328 -142
Total Volume and Open Interest 121,930 465,778 -10,425
Brent Crude Oil(IPE)
Jan02 011128 18.84 19.05 18.50 18.69 -0.33 42,328 74,213 +915
Feb02 011128 18.80 19.09 18.55 18.84 -0.11 15,267 44,028 +3,468
Mar02 011128 18.67 19.01 18.52 18.84 -0.05 5,794 22,301 +1,487
Apr02 011128 18.66 19.06 18.60 18.87 -0.05 1,052 10,098 +319
May02 011128 18.68 18.95 18.68 18.95 -0.05 1,123 7,628 -12
Jun02 011128 18.76 19.20 18.76 19.03 -0.05 1,746 18,706 +761
Jul02 011128 18.82 19.11 18.82 19.11 -0.05 13 5,996 +0
Aug02 011128 19.00 19.19 18.90 19.19 -0.05 0 6,715 +0
Total Volume and Open Interest 68,069 230,100 +6,838
Gas Oil(IPE)
Dec01 011128 164.00 164.25 160.50 161.00 -6.25 10,643 33,024 -2,875
Jan02 011128 165.00 166.25 162.50 163.50 -6.00 8,687 32,010 +956
Feb02 011128 166.00 167.50 164.25 165.50 -4.50 1,855 12,377 +516
Mar02 011128 165.75 167.75 165.50 165.50 -4.50 898 7,604 +281
Apr02 011128 167.25 167.25 165.50 165.75 -4.25 421 6,726 +54
May02 011128 168.50 168.50 166.00 166.00 -4.50 4 3,808 +2
Jun02 011128 169.00 169.50 167.00 167.25 -4.50 625 14,932 +80
Jul02 011128 171.50 171.50 168.75 168.75 -4.50 705 2,309 +705
Total Volume and Open Interest 25,021 145,160 +460
US Dollar Index(NYBOT)
Dec01 011128 116.71 116.80 116.20 116.23 -0.75 552 11,082 -106
Mar02 011128 117.21 117.29 116.73 116.73 -0.73 62 2,207 +38
Jun02 011128 117.23 117.23 117.23 117.23 -0.73 0 13 +0
Total Volume and Open Interest 614 13,303 -68
Australian Dollar(IMM)
Dec01 011128 52.09 52.16 51.90 52.09 -0.19 1,455 22,910 +201
Mar02 011128 51.90 51.90 51.70 51.83 -0.19 92 586 +45
Jun02 011128 51.57 51.57 51.57 51.57 -0.19 0 12 +0
Total Volume and Open Interest 1,547 23,520 +246
British Pound(IMM)
Dec01 011128 141.46 142.40 141.40 142.38 +1.06 2,411 43,077 +404
Mar02 011128 140.76 141.80 140.74 141.68 +1.06 106 713 +96
Jun02 011128 141.10 141.10 141.10 141.10 +1.06 3 2 +1
Total Volume and Open Interest 2,520 43,792 +501
Canadian Dollar(IMM)
Dec01 011128 62.95 63.16 62.93 63.11 +0.41 7,453 77,283 +68
Mar02 011128 62.94 63.15 62.92 63.08 +0.40 1,057 7,184 +498
Jun02 011128 62.95 63.11 62.95 63.09 +0.40 28 1,853 +10
Sep02 011128 63.10 63.11 63.10 63.11 +0.40 33 648 -15
Total Volume and Open Interest 8,630 87,310 +607
Japanese Yen(IMM)
Dec01 011128 81.13 81.37 81.02 81.35 +0.61 11,686 107,239 +506
Mar02 011128 81.53 81.76 81.50 81.76 +0.60 611 1,510 +85
Jun02 011128 82.19 82.19 82.19 82.19 +0.58 0 72 +0
Total Volume and Open Interest 12,297 109,170 +591
Deutsche Mark(IMM)
Dec01 011128 45.36 45.36 45.36 45.36 +0.28 0 194 +0
Total Volume and Open Interest 0 194 +0
Swiss Franc(IMM)
Dec01 011128 60.55 60.80 60.48 60.72 +0.43 6,384 52,910 +51
Mar02 011128 60.53 60.78 60.53 60.73 +0.43 91 412 +72
Jun02 011128 60.77 60.77 60.77 60.77 +0.43 0 6 +0
Total Volume and Open Interest 6,475 53,351 +123
EuroFX(IMM)
Dec01 011128 88.24 88.73 88.20 88.71 +0.55 12,549 108,970 +382
Mar02 011128 87.97 88.43 87.96 88.43 +0.54 888 3,413 +669
Jun02 011128 87.94 88.26 87.94 88.26 +0.53 0 215 +0
Total Volume and Open Interest 13,437 112,644 +1,051
Mexican Peso(IMM)
Dec01 011128 10755.0 10762.5 10700.0 10747.5 -17.5 6,166 22,960 -1,661
Mar02 011128 10520.0 10535.0 10490.0 10535.0 -17.0 72 1,652 +16
Total Volume and Open Interest 6,239 24,809 -1,644
30-Year T-Bonds(CBOT)
Dec01 011128 104~01 104~12 103~13 103~21 unch 371,423 398,186 -66,771
Mar02 011128 103~02 103~11 102~12 102~20 +0~01 109,322 172,391 +44,993
Jun02 011128 101~18 101~18 101~18 101~18 unch 1,437 5,958 +527
Total Volume and Open Interest 482,183 576,535 -21,252
Municipal Bonds(CBOT)
Dec01 011128 104~28 105~11 104~24 104~30 +0~05 802 10,703 -144
Mar02 011128 103~25 104~03 103~18 103~24 +0~05 192 1,441 +82
Total Volume and Open Interest 994 12,144 -62
10-Year T-Notes(CBOT)
Dec01 011128 106~305 107~145 106~175 106~220 unch 481,251 461,936 -57,586
Mar02 011128 105~240 106~055 105~080 105~130 -0~010 138,908 213,726 +58,402
Total Volume and Open Interest 620,159 675,663 +816
5-Year T-Notes(CBOT)
Dec01 011128 107~000 107~180 106~250 106~295 +0~020 167,551 420,224 -48,749
Mar02 011128 105~230 106~105 105~170 105~220 +0~015 78,382 155,698 +45,218
Jun02 011128 105~000 105~000 105~000 105~000        
2 Year T-Notes(CBOT)
Dec01 011128 104~126 105~028 104~112 104~119 +0~001 26,693 54,437 -12,388
Mar02 011128 104~037 104~068 104~016 104~026 -0~002 20,061 18,815 +12,987
Total Volume and Open Interest 46,754 73,252 +599
3-Mth T-Bills(IMM)
Dec01 011128 98.23 98.24 98.21 98.21 +0.04 503 2,111 +452
Total Volume and Open Interest 503 2,114 +452
Eurodollars(IMM)
Dec01 011128 97.990 98.055 97.980 98.015 +0.037 165,080 884,552 -6,435
Mar02 011128 97.810 97.880 97.770 97.790 +0.005 272,325 684,010 -5,609
Jun02 011128 97.310 97.425 97.220 97.270 -0.015 357,897 631,692 -2,499
Sep02 011128 96.735 96.835 96.570 96.645 -0.010 245,372 513,283 +11,066
Dec02 011128 96.095 96.205 95.940 96.000 -0.010 205,664 504,592 +15,730
Mar03 011128 95.640 95.750 95.485 95.540 -0.020 90,198 301,368 +8,368
Jun03 011128 95.215 95.315 95.080 95.135 -0.035 49,865 208,795 +1,992
Sep03 011128 94.900 95.005 94.780 94.810 -0.055 40,214 171,344 -2,540
Dec03 011128 94.580 94.660 94.460 94.490 -0.050 16,431 155,850 -2,553
Mar04 011128 94.455 94.510 94.300 94.345 -0.055 14,657 127,608 -2,902
Jun04 011128 94.280 94.330 94.165 94.170 -0.055 11,091 104,537 -2,945
Sep04 011128 94.150 94.185 94.030 94.030 -0.060 14,036 96,168 -3,766
Total Volume and Open Interest 1,522,669 4,976,697 +6,940
3-Mth Euro-Yen(IMM)
Dec01 011128 99.90 99.91 99.90 99.91 unch 626 17,443 -143
Mar02 011128 99.83 99.84 99.83 99.84 unch 1,091 9,246 +406
Jun02 011128 99.85 99.86 99.85 99.85 unch 454 9,519 +281
Sep02 011128 99.82 99.83 99.82 99.83 unch 85 2,508 +32
Dec02 011128 99.79 99.79 99.79 99.79 unch 291 1,252 +448
Mar03 011128 99.75 99.75 99.75 99.75 unch 0 516 -343
Jun03 011128 99.74 99.74 99.74 99.74 unch 367 656 +395
Sep03 011128 99.69 99.69 99.69 99.69 unch 0 27 +0
Dec03 011128 99.63 99.63 99.63 99.63 unch 0 2 +0
Mar04 011128 99.57 99.57 99.57 99.57 unch 0 220 +0
Total Volume and Open Interest 2,914 41,389 +1,076
3-Mth Euro-Yen(SIMEX)
Dec01 011128 99.90 99.90 99.90 99.90 unch 3,496 92,419 +1,683
Mar02 011128 99.84 99.85 99.83 99.84 +0.00 5,561 80,709 +2,873
Jun02 011128 99.85 99.86 99.85 99.86 +0.00 12,048 63,111 +6,975
Sep02 011128 99.82 99.83 99.82 99.83 unch 1,664 26,873 +753
Dec02 011128 99.79 99.79 99.78 99.79 +0.00 1,309 12,163 +739
Mar03 011128 99.74 99.75 99.74 99.75 +0.00 1,854 18,312 +1,394
Jun03 011128 99.74 99.74 99.74 99.74 +0.00 1,789 18,818 +2,324
Sep03 011128 99.68 99.68 99.68 99.68 -0.01 227 7,364 +173
Total Volume and Open Interest 27,948 334,328 +16,914
Euro Notional Bond(MATIF)
Dec01 011128 90.20 90.53 90.20 90.32 +0.22 2,115 27,675 +1,169
Mar02 011128 90.42 90.42 90.42 90.42 +0.22      
Jun02 011128 90.52 90.52 90.52 90.52 +0.22      
Total Volume and Open Interest 2,115 27,675 +1,169
3-Month Euribor(MATIF)
Dec01 011128 96.65 96.65 96.65 96.65 unch 0 2,776 +0
Mar02 011128 96.90 96.90 96.90 96.90 +0.10 0 2,496 +0
Jun02 011128 96.85 96.85 96.85 96.85 +0.15 0 211 +0
Total Volume and Open Interest 0 6,273 +0
German Euro-Bund(EUREX)
Dec01 011128 109.69 109.84 109.42 109.70 +0.38 1,140,106 686,590 -19,323
Mar02 011128 109.44 109.59 109.22 109.46 +0.37 42,219 81,491 +16,851
Jun02 011128 108.75 108.75 108.75 108.75 +0.38 6,630 4,280 +520
Total Volume and Open Interest 1,188,955 772,361 -1,952
German Euro-Bobl(EUREX)
Dec01 011128 107.75 107.98 107.65 107.97 +0.53 754,021 501,064 -2,930
Mar02 011128 107.38 107.49 107.17 107.49 +0.51 16,654 64,977 +5,942
Jun02 011128 106.97 106.97 106.97 106.97 +0.51 1,708 1,297 +0
Total Volume and Open Interest 772,383 567,338 +3,012
Long Gilt(LIFFE)
Dec01 011128 115~28 116~11 115~24 116~00 +0~14 51,349 46,149 -10,521
Mar02 011128 115~20 116~03 115~17 115~25 +0~15 16,481 18,479 +13,872
Total Volume and Open Interest 67,830 64,628 +3,351
3-Mth Short Sterling(LIFFE)
Dec01 011128 96.03 96.05 96.01 96.04 +0.04 31,659 0 +0
Mar02 011128 95.98 96.01 95.96 96.00 +0.10 71,084 0 +0
Jun02 011128 95.70 95.77 95.69 95.75 +0.14 68,480 0 +0
Total Volume and Open Interest 257,617    
3-Mth Euribor(LIFFE)
Dec01 011128 96.700 96.700 96.650 96.675 +0.030 74,946 445,233 -6,703
Mar02 011128 96.890 96.940 96.870 96.910 +0.090 180,538 438,174 +11,986
Jun02 011128 96.780 96.870 96.780 96.840 +0.125 175,196 328,215 +17,994
Total Volume and Open Interest 677,806 1,918,235 +31,842
3-Mth Aus T-Bills(SFE)
Dec01 011128 95.78 95.79 95.75 95.77 +0.05 8,836 160,948 +1,358
Mar02 011128 95.85 95.87 95.82 95.86 +0.12 6,882 116,612 -827
Jun02 011128 95.69 95.72 95.66 95.71 +0.16 2,457 45,023 +1,042
Sep02 011128 95.40 95.44 95.39 95.43 +0.17 1,011 22,544 +225
Dec02 011128 95.08 95.14 95.08 95.12 +0.16 368 16,947 +46
Mar03 011128 94.84 94.85 94.83 94.84 +0.14 281 10,736 -124
Jun03 011128 94.63 94.64 94.63 94.63 +0.12 23 7,855 -58
Sep03 011128 94.44 94.49 94.44 94.46 +0.12 15 6,704 -60
Dec03 011128 94.37 94.37 94.32 94.37 +0.16 25 2,746 +25
Mar04 011128 94.26 94.27 94.26 94.27 +0.16 15 1,980 +15
Total Volume and Open Interest 19,938 395,264 +1,657
10-Year Aus T-Bonds(SFE)
Dec01 011128 94.29 94.37 94.26 94.30 +0.15 1,821 245,432 +13,734
Mar02 011128 94.25 94.25 94.25 94.25 +0.15      
Total Volume and Open Interest 26,045 231,698 +10,582
3-Year Aus T-Bonds(SFE)
Dec01 011128 95.11 95.17 95.09 95.14 +0.17 67,307 589,399 +38,807
Mar02 011128 94.93 94.93 94.93 94.93 +0.17 450 715 +450
Total Volume and Open Interest 67,757 590,114 +39,257
Gold(CMX)
Dec01 011128 274.4 274.9 273.8 274.1 +0.7 26,484 32,975 -13,050
Feb02 011128 275.4 275.9 274.7 275.1 +0.8 21,059 46,518 +9,558
Apr02 011128 276.5 276.8 275.3 275.8 +0.8 554 4,575 +221
Jun02 011128 276.6 277.2 275.8 276.4 +0.8 911 6,723 +330
Aug02 011128 277.0 277.0 277.0 277.0 +0.6 3 3,541 +0
Oct02 011128 277.7 277.7 277.7 277.7 +0.5 30 2,192 +18
Total Volume and Open Interest 50,310 111,942 -2,246
Silver(CMX)
Dec01 011128 404.5 414.0 404.5 411.5 +7.5 16,630 15,852 -10,191
Mar02 011128 407.0 417.0 407.0 414.2 +7.5 16,572 44,112 +8,142
May02 011128 415.0 419.5 414.0 416.0 +7.5 207 1,709 +148
Jul02 011128 413.0 421.0 413.0 417.9 +7.5 119 2,537 +71
Sep02 011128 419.7 419.7 419.7 419.7 +7.5 5 1,457 +5
Total Volume and Open Interest 33,817 72,849 -1,855
Platinum(NYM)
Jan02 011128 437.0 437.5 434.0 436.0 -2.4 378 5,657 -49
Apr02 011128 430.5 430.5 430.5 430.5 -3.7 34 426 +34
Jul02 011128 424.0 424.0 424.0 424.0 -3.7 0 60 +0
Oct02 011128 421.0 421.0 421.0 421.0 -3.7 0 55 +0
Total Volume and Open Interest 412 6,198 -15
Palladium(NYME)
Dec01 011128 339.00 339.00 336.50 336.50 +0.75 280 438 -238
Mar02 011128 334.00 337.00 334.00 337.00 +1.00 210 970 +200
Jun02 011127 310.00 310.00 310.00 310.00 unch 120 770  
Total Volume and Open Interest 490 1,408  
Copper(CMX)
Dec01 011128 69.90 70.70 69.50 70.50 +0.15 16,768 20,053 -3,453
Mar02 011128 70.70 71.70 70.45 71.50 +0.15 10,631 26,375 +3,559
May02 011128 71.20 72.20 71.20 72.00 +0.15 299 4,900 -81
Jul02 011128 71.90 72.50 71.90 72.50 +0.15 179 4,395 -47
Sep02 011128 72.40 72.95 72.40 72.95 +0.15 249 3,657 -68
Total Volume and Open Interest 29,183 79,747 -392
DJIA Index(CBOT)
Dec01 011128 9835 9835 9705 9713 -167 20,935 28,832 +121
Mar02 011128 9830 9831 9705 9716 -167 223 876 +23
Jun02 011128 9730 9730 9730 9730 -169 0 315 +0
Sep02 011128 9751 9751 9751 9751 -169 0 75 +0
Total Volume and Open Interest 21,208 30,206 +144
S & P 500(CME)
Dec01 011128 1144.00 1147.00 1128.20 1129.30 -21.20 109,680 441,362 -23,162
Mar02 011128 1146.00 1146.00 1129.80 1130.90 -21.40 39,621 114,248 +32,674
Jun02 011128 1133.90 1133.90 1133.90 1133.90 -21.90 136 6,412 +31
Sep02 011128 1150.00 1150.00 1137.90 1137.90 -22.60 32 432 -21
Total Volume and Open Interest 149,469 562,781 +9,522
S & P 500 E-Mini(Globex)
Dec01 011128 1150.00 1151.00 1128.25 1129.25 -21.25 259,831 246,486 +4,627
Mar02 011128 1145.75 1146.50 1131.00 1131.00 -21.25 8 102 +3
Total Volume and Open Interest 259,839 246,588 +4,630
NASDAQ 100(CME)
Dec01 011128 1597.00 1623.00 1555.00 1559.00 -57.00 23,951 61,590 +1,510
Mar02 011128 1588.00 1588.00 1565.50 1565.50 -57.50 514 1,229 +732
Jun02 011128 1572.00 1572.00 1572.00 1572.00 -58.00 0 2 +0
Total Volume and Open Interest 24,465 62,821 +2,242
NASDAQ 100 E-Mini(GLOBEX)
Dec01 011128 1614.5 1623.0 1555.5 1559.0 -57.0 232,096 119,809 -432
Mar02 011128 1611.0 1611.0 1565.5 1565.5 -57.5 8 12 +4
Total Volume and Open Interest 232,104 119,821 -428
NYSE Composite(NYBOT)
Dec01 011128 582.00 582.50 574.30 575.00 -9.55 830 5,734 +110
Mar02 011128 575.50 575.50 575.50 575.50 -9.55 20 640 +0
Jun02 011128 576.00 576.00 576.00 576.00 -9.55 0 300 +0
Total Volume and Open Interest 850 6,674 +110
S & P Midcap 400(CME)
Dec01 011128 486.20 488.00 479.50 479.50 -9.00 1,005 15,374 -120
Mar02 011128 480.50 480.50 480.50 480.50 -9.00      
Jun02 011128 484.50 484.50 484.50 484.50 -9.00      
Total Volume and Open Interest 1,005 15,374 -120
Russell 2000(CME)
Dec01 011128 459.00 460.75 452.75 452.75 -8.00 2,183 26,021 -21
Mar02 011128 453.45 453.45 453.45 453.45 -8.00 0 1 +0
Jun02 011128 457.45 457.45 457.45 457.45 -8.00      
Total Volume and Open Interest 2,183 26,022 -21
Value Line(KCBT)
Dec01 011128 1187.00 1187.00 1167.50 1170.00 -21.00 51 294 +27
Total Volume and Open Interest 91 334 +67
Nikkei 225(CME)
Dec01 011128 10575 10740 10575 10600 -260 1,675 15,849 +90
Mar02 011128 10640 10640 10600 10615 -260 10 56 +10
Total Volume and Open Interest 1,685 15,928 +100
Nikkei 225(SIMEX)
Dec01 011128 10825 10915 10635 10675 -230 16,039 108,594 +2,620
Mar02 011128 10750 10750 10670 10670 -230 1 504 +1
Jun02 011128 10625 10625 10625 10625 -230 0 24 +0
Total Volume and Open Interest 16,040 109,122 +2,621
CAC 40(MATIF)
Nov01 011128 4474.0 4516.0 4398.0 4448.0 -37.0 96,132 440,513 -20,965
Dec01 011128 4486.0 4526.0 4420.0 4458.5 -37.5 42,158 257,557 +35,682
Jan02 011128 4513.0 4513.0 4466.0 4471.0 -38.0 134 1,469 +76
Total Volume and Open Interest 138,984 789,037 +15,352
DAX Index(EUREX)
Dec01 011128 4995.0 5029.0 4925.0 4941.0 -119.5 67,616 156,908 +2,156
Mar02 011128 5034.0 5063.0 4977.5 4977.5 -120.0 1,588 16,429 +650
Jun02 011128 5090.0 5104.5 5020.0 5020.0 -119.5 651 3,219 +443
Total Volume and Open Interest 69,855 176,556 +3,249
FT-SE 100(LIFFE)
Dec01 011128 5269.50 5300.50 5191.50 5200.50 -72.50 40,970 343,178 +4,157
Mar02 011128 5295.50 5305.00 5210.00 5210.00 -73.00 1,052 27,367 -189
Jun02 011128 5312.00 5321.00 5228.50 5228.50 -73.50 132 18,206 -95
Total Volume and Open Interest 42,154 388,751 +3,873
SPI 200(SFE)
Dec01 011128 3357.0 3373.0 3354.0 3355.0 -1.0 10,315 135,419 +801
Mar02 011128 3371.0 3372.0 3360.0 3360.0 -2.0 122 2,246 +104
Jun02 011128 3366.0 3366.0 3366.0 3366.0 -4.0 40 1,557 +18
Total Volume and Open Interest 10,501 139,689 +947
GSCI(CME)
Dec01 011128 169.00 169.45 167.20 168.00 -3.80 917 17,174 +870
Jan02 011128 168.50 168.50 168.50 168.50 -3.30      
Feb02 011128 170.00 170.00 170.00 170.00 -1.80      
Total Volume and Open Interest 917 17,174 +870
Bridge CRB Index(NYBOT)
Jan02 011128 192.50 192.50 191.00 191.00 -1.25 32 212 +5
Feb02 011128 191.00 191.00 191.00 191.00 -1.25 3 141 +3
Apr02 011128 191.75 191.75 191.75 191.75 -1.25 0 8 +0
Total Volume and Open Interest 35 366 +8
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!