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MRCI's Free Historical Futures Prices for

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MRCI's Free Historical Futures Prices
Daily Futures Price Listing Fri November 30, 2001
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan02 011130 440.00 449.50 439.00 444.50 +8.00 28,916 70,880 +181
Mar02 011130 442.00 452.00 442.00 447.25 +9.00 6,582 39,093 -139
May02 011130 447.00 456.50 446.00 451.75 +10.50 4,081 30,455 -67
Jul02 011130 452.00 461.00 450.50 457.25 +11.25 3,460 23,855 +704
Aug02 011130 458.00 459.50 456.75 456.75 +11.00 11 1,611 +11
Sep02 011130 457.00 457.00 455.00 455.00 +10.00 4 264 +0
Nov02 011130 456.00 464.50 455.00 460.75 +10.50 166 8,260 -90
Total Volume and Open Interest 43,220 174,441 +600
Soybean Meal(CBOT)
Dec01 011130 157.80 159.30 156.20 157.10 +0.90 9,024 11,619 -3,527
Jan02 011130 153.30 154.90 151.90 153.70 +1.90 9,899 31,926 +1,324
Mar02 011130 149.60 152.10 149.10 151.30 +2.70 7,901 33,636 +1,307
May02 011130 148.50 150.60 148.00 149.70 +2.60 3,500 27,445 +878
Jul02 011130 149.00 151.70 148.80 150.20 +2.40 2,828 25,124 +334
Aug02 011130 149.00 151.60 149.00 149.80 +2.30 294 6,729 +152
Sep02 011130 149.00 151.50 148.90 150.20 +2.30 408 5,521 +134
Oct02 011130 149.00 150.50 148.80 149.00 +1.90 217 3,122 +48
Total Volume and Open Interest 35,326 152,212 +1,209
Soybean Oil(CBOT)
Dec01 011130 15.85 16.38 15.85 16.14 +0.38 16,310 9,344 -5,688
Jan02 011130 16.13 16.52 16.10 16.29 +0.34 18,367 44,966 +3,020
Mar02 011130 16.32 16.72 16.31 16.51 +0.35 8,156 37,216 +2,492
May02 011130 16.55 16.88 16.52 16.71 +0.33 1,984 31,923 +567
Jul02 011130 16.75 17.05 16.75 16.90 +0.30 1,227 20,052 +589
Aug02 011130 16.95 17.11 16.95 17.00 +0.29 155 4,238 +142
Sep02 011130 17.20 17.20 17.07 17.07 +0.26 10 3,190 +7
Oct02 011130 17.15 17.15 17.15 17.15 +0.30 1 1,696 +1
Total Volume and Open Interest 46,597 158,646 +1,130
Canola(WCE)
Jan02 011130 350.0 353.5 350.0 353.5 +4.7 1,406 33,107 -1,859
Mar02 011130 347.5 351.8 347.5 351.1 +4.7 1,290 17,051 +169
May02 011130 347.5 350.4 347.5 350.3 +4.9 90 6,335 +40
Jul02 011130 346.0 350.6 346.0 350.4 +5.2 137 4,546 +80
Total Volume and Open Interest 2,948 65,948 -1,565
Corn(CBOT)
Dec01 011130 205.00 209.50 205.00 208.50 +8.75 69,605 35,457 -33,485
Jan02 011130 210.50 213.00 209.75 212.50 +8.50 890 1,715 +443
Mar02 011130 219.00 222.00 217.00 220.50 +8.75 80,493 244,930 +13,147
May02 011130 225.50 229.25 224.50 228.00 +8.75 8,957 57,495 +1,319
Jul02 011130 233.50 235.50 231.00 234.25 +8.00 6,600 46,417 +488
Sep02 011130 239.50 241.00 238.25 239.00 +5.00 1,415 11,206 +768
Total Volume and Open Interest 171,323 429,998 -15,820
Wheat(CBOT)
Dec01 011130 279.50 283.00 278.00 281.50 +8.25 17,184 8,536 -6,800
Mar02 011130 286.50 290.50 286.50 289.50 +7.75 29,491 68,687 +3,581
May02 011130 292.00 292.00 289.00 291.00 +6.75 1,881 8,283 +332
Jul02 011130 291.00 294.00 290.50 292.75 +6.75 2,059 12,521 +568
Sep02 011130 297.00 297.00 297.00 297.00 +7.00 54 602 +48
Total Volume and Open Interest 50,906 100,584 -2,159
Wheat(KCBT)
Dec01 011130 282.00 288.00 282.00 286.25 +6.00 9,451 3,498 -4,374
Mar02 011130 291.50 294.75 291.00 293.75 +6.00 8,521 47,631 +1,749
May02 011130 296.00 299.00 295.50 297.50 +4.75 1,498 10,111 +772
Jul02 011130 300.00 304.50 300.00 302.75 +6.00 477 7,899 +90
Sep02 011130 309.50 309.50 309.00 309.00 +4.50 14 2,087 +10
Total Volume and Open Interest 20,262 72,554 -1,514
Wheat(MGE)
Dec01 011130 295.00 299.50 295.00 296.50 +4.00 5,208 1,249 -2,402
Mar02 011130 308.00 312.50 308.00 310.00 +3.75 5,638 20,117 +1,143
May02 011130 316.00 319.00 316.00 317.25 +3.75 288 2,351 +93
Jul02 011130 323.50 325.00 323.50 323.50 +2.75 95 1,468 +4
Sep02 011130 330.00 331.00 330.00 330.00 +2.00 63 929 +9
Total Volume and Open Interest 11,343 26,666 -1,147
Oats(CBOT)
Dec01 011130 220.50 225.00 219.75 224.50 +8.00 1,328 2,174 -462
Mar02 011130 209.00 212.00 208.25 209.75 +4.25 2,015 7,675 +341
May02 011130 200.00 200.00 196.00 196.50 +4.75 159 2,481 +23
Jul02 011130 177.00 179.75 176.00 177.50 +5.25 94 1,111 +15
Total Volume and Open Interest 3,604 13,695 -81
Rough Rice(MCE)
Jan02 011130 3.96 4.09 3.94 4.01 +0.03 97 3,151 -16
Mar02 011130 4.19 4.31 4.19 4.24 +0.04 74 1,715 +1
May02 011130 4.49 4.53 4.45 4.45 +0.05 10 713 +0
Jul02 011130 4.75 4.75 4.66 4.66 +0.04 36 402 +10
Total Volume and Open Interest 218 6,155 -9
Live Cattle(CME)
Dec01 011130 67.650 67.650 67.075 67.225 -0.650 6,839 21,428 -478
Feb02 011130 70.500 70.500 69.975 70.175 -0.400 9,631 40,073 -145
Apr02 011130 72.450 72.450 72.050 72.300 -0.175 3,016 18,820 +278
Jun02 011130 69.125 69.250 68.875 68.975 -0.250 1,927 13,004 -196
Aug02 011130 69.025 69.200 68.825 68.925 -0.125 695 4,827 +111
Oct02 011130 71.150 71.500 71.150 71.500 +0.100 231 1,438 +12
Total Volume and Open Interest 22,399 100,010 -405
Feeder Cattle(CME)
Jan02 011130 84.900 85.000 84.500 84.525 -0.750 1,900 6,808 -418
Mar02 011130 83.700 83.750 83.400 83.525 -0.525 493 3,626 +30
Apr02 011130 83.550 83.700 83.400 83.400 -0.700 280 1,859 +59
May02 011130 83.175 83.175 82.850 82.850 -0.600 264 1,512 +26
Aug02 011130 84.450 84.550 84.400 84.550 -0.100 52 593 +1
Sep02 011130 84.500 84.500 84.500 84.500 -0.150 4 91 +2
Oct02 011130 84.200 84.400 84.200 84.400 -0.250 0 37 +0
Total Volume and Open Interest 2,996 14,531 -298
Lean Hogs(CME)
Dec01 011130 49.750 50.400 49.550 50.325 +0.800 3,841 12,750 -232
Feb02 011130 54.600 55.350 54.400 55.250 +0.825 3,138 12,985 +414
Apr02 011130 58.050 58.500 57.900 58.475 +0.525 601 3,955 +159
Jun02 011130 64.950 65.200 64.750 65.125 +0.250 175 1,323 +56
Jul02 011130 62.600 62.700 62.550 62.700 +0.050 9 459 -1
Aug02 011130 61.200 61.725 61.200 61.725 +0.025 10 290 +6
Oct02 011130 53.500 53.700 53.150 53.700 +0.150 20 299 +2
Dec02 011130 50.350 50.500 50.000 50.500 +0.050 5 46 +4
Total Volume and Open Interest 7,857 33,134 +409
Pork Bellies(CME)
Feb02 011130 78.300 79.800 77.950 79.100 +0.450 648 2,221 -8
Mar02 011130 79.000 79.200 78.050 78.675 +0.425 28 264 +1
May02 011130 80.775 80.775 80.350 80.350 +0.450 9 107 +1
Jul02 011130 80.850 80.850 80.700 80.700 +0.450 8 29 +0
Aug02 011130 80.400 80.400 80.400 80.400 +0.600 0 7 +0
Total Volume and Open Interest 693 2,628 -6
Cocoa(NYBOT)
Dec01 011130 1373 1380 1335 1355 +5 77 880 -36
Mar02 011130 1362 1365 1327 1339 -10 6,978 39,155 +196
May02 011130 1352 1354 1319 1325 -13 1,002 14,705 -138
Jul02 011130 1335 1335 1310 1314 -14 206 9,284 +75
Sep02 011130 1323 1323 1301 1301 -14 769 5,287 -117
Dec02 011130 1273 1273 1272 1272 -17 534 9,022 +74
Mar03 011130 1280 1280 1264 1264 -23 1,070 7,703 +65
Total Volume and Open Interest 10,636 93,241 +119
Coffee "C"(NYBOT)
Dec01 011130 42.00 42.80 42.00 42.60 +0.60 275 342 -159
Mar02 011130 45.30 46.60 45.20 46.20 +0.60 4,965 33,282 +276
May02 011130 47.50 48.60 47.40 48.20 +0.55 1,100 7,896 +321
Jul02 011130 49.50 50.40 49.50 50.00 +0.60 371 4,137 +147
Sep02 011130 51.25 51.80 51.25 51.50 +0.60 165 3,404 +12
Dec02 011130 53.60 54.10 53.50 53.50 +0.60 28 2,657 +31
Total Volume and Open Interest 6,948 52,377 +636
Orange Juice(NYBOT)
Jan02 011130 94.25 95.30 94.10 95.10 +0.55 614 15,360 -185
Mar02 011130 96.20 97.15 96.20 97.05 +0.55 67 3,320 -1
May02 011130 98.30 98.30 98.30 98.30 +0.55 0 1,151 +0
Jul02 011130 99.30 99.30 99.30 99.30 +0.55 0 177 +0
Sep02 011130 100.30 100.30 100.30 100.30 +0.55 0 201 +0
Total Volume and Open Interest 681 21,598 -186
Sugar #11(NYBOT)
Mar02 011130 7.73 7.74 7.64 7.68 -0.02 18,248 89,105 +2,504
May02 011130 7.20 7.20 7.10 7.14 -0.03 3,029 23,593 +502
Jul02 011130 6.66 6.70 6.64 6.66 unch 2,197 27,431 +70
Oct02 011130 6.56 6.59 6.52 6.56 +0.01 1,165 16,722 +327
Mar03 011130 6.62 6.64 6.62 6.64 unch 175 6,478 -15
Total Volume and Open Interest 25,309 169,124 +3,728
London Cocoa(LCE)
Dec01 011130 991 1001 971 980 -4 2,181 17,994 -1,109
Mar02 011130 1017 1029 1000 1008 -4 2,536 66,845 +833
May02 011130 1026 1040 1010 1018 -3 1,886 32,143 -316
Jul02 011130 1036 1047 1016 1025 -2 1,005 22,712 +279
Sep02 011130 1030 1034 1011 1016 -2 281 12,286 +148
Dec02 011130 1000 1004 982 986 -4 612 5,548 +179
Mar03 011130 1000 1000 982 983 -9 562 5,615 +178
Total Volume and Open Interest 9,113 163,770 +231
London Coffee(LCE)
Nov01 011130 380.00 404.00 380.00 386.00 unch 12 102 +4
Jan02 011130 392.00 398.00 388.00 392.00 unch 1,306 31,300 -78
Mar02 011130 399.00 404.00 397.00 400.00 unch 1,633 22,874 -1,068
May02 011130 410.00 418.00 409.00 412.00 unch 163 18,797 +5
Jul02 011130 422.00 429.00 422.00 425.00 +1.00 35 14,688 +0
Sep02 011130 435.00 442.00 435.00 436.00 +1.00 6 11,924 +4
Total Volume and Open Interest 3,161 103,858 -1,139
London Sugar(LCE)
Dec01 011115 241.50 248.00 236.50 240.40 -1.10 3,820 4,096 -1,367
Mar02 011130 245.00 245.50 243.50 244.00 -0.80 3,373 23,131 -96
May02 011130 233.10 233.10 230.50 230.70 -1.60 137 8,114 -58
Aug02 011130 220.60 220.60 219.00 219.20 -1.10 1,095 9,954 +229
Oct02 011130 204.30 204.50 203.20 203.20 -1.10 74 4,656 +9
Total Volume and Open Interest 4,724 46,808 +121
Cotton(NYBOT)
Dec01 011130 37.90 37.90 36.70 37.30 +0.60 122 182 -51
Mar02 011130 39.50 39.80 38.30 39.27 +0.31 12,024 32,188 +1,004
May02 011130 40.60 40.99 39.60 40.52 +0.49 2,308 8,500 +821
Jul02 011130 41.50 41.90 40.85 41.55 +0.70 1,988 8,298 +795
Oct02 011130 42.70 43.45 42.70 43.45 +1.00 11 339 -1
Dec02 011130 44.10 44.60 43.70 44.52 +1.02 608 4,625 -44
Total Volume and Open Interest 17,114 55,452 +2,554
Lumber(CME)
Jan02 011130 222.0 226.8 222.0 222.9 -4.1 215 1,656 +2
Mar02 011130 239.0 242.0 238.1 239.6 -1.9 33 396 +6
May02 011130 245.9 245.9 244.0 245.5 unch 1 133 +0
Jul02 011130 247.0 247.0 247.0 247.0 +1.0 0 15 +0
Total Volume and Open Interest 249 2,202 +8
Crude Oil(NYM)
Jan02 011130 18.65 19.55 18.40 19.44 +0.82 61,745 114,554 -6,317
Feb02 011130 19.00 19.80 18.75 19.64 +0.70 26,494 55,933 +4,433
Mar02 011130 19.20 19.95 19.05 19.84 +0.68 11,466 36,939 +245
Apr02 011130 19.25 19.99 19.25 19.99 +0.64 10,226 23,013 +1,087
May02 011130 19.50 20.11 19.50 20.11 +0.61 4,027 14,677 +1,239
Jun02 011130 19.70 20.25 19.60 20.23 +0.59 5,421 25,916 +527
Jul02 011130 20.05 20.33 20.05 20.33 +0.58 720 12,296 +148
Aug02 011130 19.90 20.41 19.90 20.41 +0.57 845 12,056 -65
Sep02 011130 20.35 20.48 20.35 20.48 +0.55 590 11,653 +309
Oct02 011130 20.38 20.55 20.38 20.55 +0.53 436 9,030 -10
Total Volume and Open Interest 132,748 414,901 +1,451
Heating Oil(NYM)
Dec01 011130 52.00 54.20 51.10 53.23 +1.29 17,450 9,497 -6,009
Jan02 011130 52.80 54.90 52.40 54.59 +1.55 22,532 43,185 -282
Feb02 011130 53.30 55.50 53.00 55.24 +1.65 6,285 19,334 -312
Mar02 011130 53.20 55.35 53.10 55.14 +1.75 3,699 20,368 +37
Apr02 011130 53.00 54.84 53.00 54.84 +1.75 1,466 16,710 -89
May02 011130 52.50 54.70 52.30 54.44 +1.80 1,285 7,116 -642
Jun02 011130 52.80 54.79 52.50 54.79 +1.80 2,525 9,583 -528
Jul02 011130 53.50 55.50 53.50 55.49 +1.80 347 4,098 -53
Aug02 011130 54.25 56.40 54.25 56.29 +1.80 810 3,304 -209
Sep02 011130 55.70 57.19 55.20 57.19 +1.80 270 3,705 +45
Total Volume and Open Interest 58,566 152,794 -8,444
Unleaded Gas(NYM)
Dec01 011130 52.00 54.00 51.30 53.43 +1.43 16,628 6,785 -5,965
Jan02 011130 52.50 54.30 51.80 53.87 +1.27 16,538 34,960 +1,548
Feb02 011130 53.25 55.25 53.10 54.87 +1.20 4,019 11,130 +298
Mar02 011130 54.90 56.07 54.20 56.07 +1.17 1,267 12,379 +446
Apr02 011130 61.00 62.27 60.80 62.27 +1.17 950 13,698 +0
May02 011130 61.30 62.82 61.25 62.82 +1.17 1,097 13,700 -288
Jun02 011130 61.35 62.97 61.35 62.97 +1.17 206 9,344 +185
Jul02 011130 61.75 62.82 61.75 62.82 +1.17 953 6,198 -122
Total Volume and Open Interest 42,566 118,338 -3,162
Natural Gas(NYM)
Jan02 011130 2.595 2.786 2.590 2.701 +0.140 38,814 57,147 +1,781
Feb02 011130 2.700 2.805 2.700 2.786 +0.114 16,468 32,215 +541
Mar02 011130 2.715 2.820 2.715 2.799 +0.117 14,622 31,081 +582
Apr02 011130 2.710 2.800 2.705 2.759 +0.092 7,720 35,522 -844
May02 011130 2.790 2.830 2.750 2.799 +0.082 3,668 18,793 +449
Jun02 011130 2.830 2.880 2.785 2.849 +0.082 3,036 16,817 +664
Jul02 011130 2.870 2.930 2.830 2.884 +0.072 1,266 12,277 +499
Aug02 011130 2.930 2.970 2.880 2.921 +0.064 805 17,604 +44
Total Volume and Open Interest 145,694 407,582 -30,474
Brent Crude Oil(IPE)
Jan02 011130 18.45 19.18 17.98 19.14 +0.73 35,427 79,000 +5,482
Feb02 011130 18.50 19.30 18.13 19.27 +0.76 18,168 45,620 -750
Mar02 011130 18.18 19.25 18.18 19.25 +0.71 6,403 23,396 +710
Apr02 011130 18.46 19.29 18.40 19.29 +0.67 2,462 8,785 -812
May02 011130 18.50 19.36 18.42 19.36 +0.64 727 7,541 +46
Jun02 011130 18.60 19.45 18.55 19.45 +0.62 3,902 19,506 +227
Jul02 011130 18.69 19.53 18.69 19.53 +0.61 263 5,944 +0
Aug02 011130 18.80 19.61 18.80 19.61 +0.60 107 6,189 -25
Total Volume and Open Interest 72,387 237,211 +5,614
Gas Oil(IPE)
Dec01 011130 160.25 162.00 156.25 161.00 +0.75 9,210 30,971 -2,793
Jan02 011130 162.25 165.00 158.75 163.75 +1.00 9,751 33,298 -938
Feb02 011130 163.00 166.50 160.25 165.00 +1.50 1,237 13,087 +88
Mar02 011130 161.75 166.50 161.50 165.50 +2.00 818 8,475 +410
Apr02 011130 165.75 168.50 165.00 166.00 +2.25 257 6,922 +190
May02 011130 165.50 168.75 165.50 166.75 +2.25 140 3,810 +4
Jun02 011130 165.00 168.50 164.00 168.25 +2.50 1,110 14,645 +231
Jul02 011130 168.25 170.00 168.25 170.00 +2.75 136 2,380 +64
Total Volume and Open Interest 25,121 147,293 -1,569
US Dollar Index(NYBOT)
Dec01 011130 116.14 116.20 115.27 115.55 -0.70 7,282 8,881 +912
Mar02 011130 116.63 116.68 115.77 116.05 -0.70 76 2,302 +39
Jun02 011130 116.55 116.55 116.55 116.55 -0.70 2 11 +0
Total Volume and Open Interest 7,360 11,195 +951
Australian Dollar(IMM)
Dec01 011130 52.07 52.20 51.88 52.17 +0.45 1,000 22,713 -288
Mar02 011130 51.80 51.92 51.75 51.90 +0.44 33 712 +25
Jun02 011130 51.63 51.63 51.63 51.63 +0.43 1 12 +0
Total Volume and Open Interest 1,034 23,449 -263
British Pound(IMM)
Dec01 011130 142.54 142.88 142.08 142.28 -0.30 2,735 43,154 -415
Mar02 011130 141.70 141.90 141.50 141.56 -0.32 393 2,230 +1,525
Jun02 011130 140.96 140.96 140.96 140.96 -0.34 0 2 +0
Total Volume and Open Interest 3,128 45,386 +1,110
Canadian Dollar(IMM)
Dec01 011130 63.40 63.66 63.36 63.56 +0.32 11,709 68,465 -4,907
Mar02 011130 63.41 63.63 63.35 63.53 +0.32 760 7,542 +196
Jun02 011130 63.41 63.63 63.41 63.54 +0.32 43 1,879 +25
Sep02 011130 63.41 63.65 63.41 63.56 +0.32 25 663 +14
Total Volume and Open Interest 12,538 78,929 -4,672
Japanese Yen(IMM)
Dec01 011130 80.94 81.50 80.88 81.03 +0.13 9,267 107,019 +185
Mar02 011130 81.30 81.87 81.26 81.41 +0.12 125 1,540 +45
Jun02 011130 81.82 81.82 81.82 81.82 +0.11 2 73 +1
Total Volume and Open Interest 9,394 108,984 +231
Deutsche Mark(IMM)
Dec01 011130 45.71 45.78 45.71 45.78 +0.36 0 194 +0
Total Volume and Open Interest 0 194 +0
Swiss Franc(IMM)
Dec01 011130 60.51 61.10 60.34 60.90 +0.41 10,401 52,014 -2,278
Mar02 011130 60.53 61.09 60.40 60.91 +0.42 279 621 +149
Jun02 011130 60.94 60.94 60.94 60.94 +0.42 0 6 +0
Total Volume and Open Interest 10,680 52,664 -2,129
EuroFX(IMM)
Dec01 011130 89.03 89.77 88.82 89.54 +0.71 18,479 106,135 -4,104
Mar02 011130 88.72 89.46 88.60 89.24 +0.70 536 4,069 +550
Jun02 011130 89.05 89.05 89.05 89.05 +0.69 1 215 +0
Total Volume and Open Interest 19,016 110,474 -3,554
Mexican Peso(IMM)
Dec01 011130 10712.5 10830.0 10700.0 10815.0 +83.0 3,069 19,518 -1,110
Mar02 011130 10420.0 10580.0 10420.0 10565.0 +100.0 74 1,741 +19
Total Volume and Open Interest 3,148 21,460 -1,087
30-Year T-Bonds(CBOT)
Dec01 011130 104~24 105~15 104~05 104~25 -0~06 180,193 210,534 -134,662
Mar02 011130 103~30 104~12 103~03 103~22 -0~07 379,766 303,174 +62,400
Jun02 011130 102~18 103~08 102~14 102~19 -0~08 768 20,552 +445
Total Volume and Open Interest 560,727 534,261 -71,816
Municipal Bonds(CBOT)
Dec01 011130 105~18 105~29 105~14 105~26 +0~04 1,655 10,237 -384
Mar02 011130 104~12 104~25 104~05 104~18 +0~02 971 2,247 +531
Total Volume and Open Interest 2,626 12,484 +147
10-Year T-Notes(CBOT)
Dec01 011130 108~000 108~185 107~250 108~080 +0~050 210,015 251,021 -133,097
Mar02 011130 106~240 107~095 106~155 106~305 +0~055 406,094 361,491 +57,677
Total Volume and Open Interest 616,165 612,563 -75,374
5-Year T-Notes(CBOT)
Dec01 011130 107~270 108~060 107~210 108~060 +0~095 145,530 242,281 -107,040
Mar02 011130 106~195 106~300 106~140 106~280 +0~070 196,672 277,252 +59,280
Jun02 011130 106~040 106~040 106~040 106~040 +0~060      
Total Volume and Open Interest 342,202 519,533 -47,760
2 Year T-Notes(CBOT)
Dec01 011130 105~056 105~072 105~046 105~072 +0~015 26,262 34,673 -10,148
Mar02 011130 104~091 104~112 104~076 104~106 +0~018 24,889 44,022 +14,576
Total Volume and Open Interest 51,151 78,695 +4,428
3-Mth T-Bills(IMM)
Dec01 011130 98.29 98.29 98.29 98.29 unch 195 2,295 +34
Total Volume and Open Interest 251 2,355 +89
Eurodollars(IMM)
Dec01 011130 98.080 98.105 98.055 98.082 +0.007 122,127 863,495 -4,566
Mar02 011130 97.940 98.000 97.920 97.950 +0.010 170,060 676,078 -5,883
Jun02 011130 97.490 97.570 97.430 97.500 +0.030 200,978 610,891 +174
Sep02 011130 96.895 97.000 96.845 96.945 +0.060 146,292 504,400 +3,432
Dec02 011130 96.270 96.365 96.210 96.315 +0.070 135,344 517,531 +1,460
Mar03 011130 95.770 95.870 95.715 95.840 +0.075 51,853 307,140 +1,813
Jun03 011130 95.325 95.440 95.285 95.405 +0.065 35,968 213,679 +1,065
Sep03 011130 94.990 95.125 94.970 95.085 +0.070 26,217 178,331 +7,937
Dec03 011130 94.670 94.815 94.650 94.775 +0.075 10,882 142,576 -426
Mar04 011130 94.530 94.650 94.530 94.635 +0.075 8,181 119,186 +1,232
Jun04 011130 94.365 94.495 94.360 94.465 +0.080 8,599 95,473 +289
Sep04 011130 94.225 94.355 94.205 94.330 +0.085 6,702 84,272 +23
Total Volume and Open Interest 969,741 4,909,003 +6,684
3-Mth Euro-Yen(IMM)
Dec01 011130 99.91 99.91 99.90 99.90 unch 570 18,170 +157
Mar02 011130 99.84 99.84 99.83 99.83 +0.01 2,247 9,418 +346
Jun02 011130 99.85 99.86 99.85 99.85 +0.02 467 11,216 +1,744
Sep02 011130 99.82 99.82 99.82 99.82 +0.01 474 2,403 -55
Dec02 011130 99.78 99.78 99.78 99.78 +0.01 0 1,071 -218
Mar03 011130 99.74 99.74 99.74 99.74 +0.01 243 1,118 +600
Jun03 011130 99.74 99.74 99.72 99.72 +0.01 71 1,126 +463
Sep03 011130 99.68 99.68 99.67 99.67 unch 60 71 +44
Dec03 011130 99.59 99.59 99.59 99.59 -0.04 0 2 +0
Mar04 011130 99.52 99.52 99.52 99.52 -0.05 0 220 +0
Total Volume and Open Interest 4,132 44,815 +3,081
3-Mth Euro-Yen(SIMEX)
Dec01 011130 99.90 99.91 99.90 99.90 +0.01 710 90,714 +43
Mar02 011130 99.82 99.85 99.82 99.83 +0.01 9,691 78,930 -1,176
Jun02 011130 99.83 99.86 99.83 99.85 +0.02 14,327 73,460 +5,979
Sep02 011130 99.81 99.82 99.81 99.82 +0.01 1,311 26,924 -205
Dec02 011130 99.78 99.79 99.78 99.78 +0.02 1,082 13,146 +310
Mar03 011130 99.73 99.75 99.72 99.74 +0.02 1,712 19,424 +979
Jun03 011130 99.71 99.73 99.71 99.73 +0.02 550 19,095 +350
Sep03 011130 99.65 99.68 99.65 99.68 +0.02 201 7,515 +151
Total Volume and Open Interest 29,834 344,016 +6,680
Euro Notional Bond(MATIF)
Dec01 011130 90.96 91.30 90.96 91.30 +0.50 250 23,397 -53
Mar02 011130 91.40 91.40 91.40 91.40 +0.50      
Jun02 011130 91.50 91.50 91.50 91.50 +0.50      
Total Volume and Open Interest 250 23,397 -53
3-Month Euribor(MATIF)
Dec01 011130 96.70 96.70 96.70 96.70 unch 0 2,776 +0
Mar02 011130 96.95 96.95 96.95 96.95 unch 0 2,496 +0
Jun02 011130 96.95 96.95 96.95 96.95 +0.05 0 211 +0
Total Volume and Open Interest 0 6,273 +0
German Euro-Bund(EUREX)
Dec01 011130 110.20 110.63 110.17 110.38 +0.26 835,233 677,885 +2,475
Mar02 011130 110.01 110.41 110.00 110.18 +0.24 56,576 124,589 +26,453
Jun02 011130 109.43 109.43 109.43 109.43 +0.26 2,071 5,496 +1,240
Total Volume and Open Interest 893,880 807,970 +30,168
German Euro-Bobl(EUREX)
Dec01 011130 108.26 108.61 108.26 108.51 +0.30 651,620 496,005 -10,488
Mar02 011130 107.86 108.14 107.84 108.01 +0.24 33,287 88,342 +14,422
Jun02 011130 107.51 107.51 107.51 107.51 +0.30 3,601 4,372 +3,075
Total Volume and Open Interest 688,508 588,719 +7,009
Long Gilt(LIFFE)
Dec01 011130 116~15 116~26 116~12 116~20 +0~11 30,649 27,172 -3,161
Mar02 011130 116~06 116~13 116~01 116~08 +0~07 10,529 39,305 +5,260
Total Volume and Open Interest 41,178 66,477 +2,099
3-Mth Short Sterling(LIFFE)
Dec01 011130 96.04 96.06 96.03 96.05 +0.01 14,410 0 +0
Mar02 011130 96.03 96.05 96.01 96.04 +0.03 22,207 0 +0
Jun02 011130 95.78 95.85 95.78 95.83 +0.08 32,807 0 +0
Total Volume and Open Interest 104,530    
3-Mth Euribor(LIFFE)
Dec01 011130 96.690 96.715 96.685 96.705 +0.025 61,928 446,441 +7,965
Mar02 011130 96.970 97.000 96.950 96.980 +0.045 120,913 432,453 +2,112
Jun02 011130 96.940 96.985 96.930 96.965 +0.065 133,048 344,789 +14,148
Total Volume and Open Interest 482,558 1,949,899 +41,234
3-Mth Aus T-Bills(SFE)
Dec01 011130 95.79 95.81 95.79 95.81 +0.04 8,122 165,118 -2,131
Mar02 011130 95.98 95.99 95.93 95.96 +0.08 8,107 119,401 -1,119
Jun02 011130 95.83 95.84 95.77 95.81 +0.10 1,748 44,135 -954
Sep02 011130 95.54 95.55 95.47 95.51 +0.09 876 22,886 -164
Dec02 011130 95.25 95.25 95.15 95.20 +0.09 357 17,325 +21
Mar03 011130 94.94 94.96 94.93 94.93 +0.09 179 10,743 -6
Jun03 011130 94.73 94.74 94.71 94.71 +0.09 141 7,986 +51
Sep03 011130 94.55 94.55 94.54 94.54 +0.08 526 7,225 +336
Dec03 011130 94.40 94.41 94.40 94.41 +0.08 119 2,978 +69
Mar04 011130 94.30 94.30 94.30 94.30 +0.07 40 2,040 -10
Total Volume and Open Interest 20,235 403,042 -3,937
10-Year Aus T-Bonds(SFE)
Dec01 011130 94.39 94.44 94.38 94.42 +0.14 1,499 239,618 -3,274
Mar02 011130 94.32 94.32 94.32 94.32 +0.10 0 28 +28
Total Volume and Open Interest 12,966 242,892 -2,540
3-Year Aus T-Bonds(SFE)
Dec01 011130 95.26 95.30 95.18 95.24 +0.10 29,438 621,056 -1,853
Mar02 011130 95.05 95.05 95.05 95.05 +0.12 0 715 +0
Total Volume and Open Interest 29,438 621,771 -1,853
Gold(CMX)
Dec01 011130 273.7 275.5 273.3 273.9 +0.4 22,395 12,467 -11,171
Feb02 011130 275.7 276.6 274.8 274.9 +0.2 35,430 64,372 +8,908
Apr02 011130 276.5 277.5 275.0 275.4 +0.1 2,266 5,911 +1,037
Jun02 011130 276.3 277.6 275.8 275.9 +0.1 1,088 7,927 +597
Aug02 011130 276.5 276.5 276.4 276.4 +0.1 723 3,355 -285
Oct02 011130 277.0 277.0 277.0 277.0 +0.1 104 2,252 +27
Total Volume and Open Interest 63,215 113,200 -298
Silver(CMX)
Dec01 011130 410.0 416.0 410.0 412.8 +6.5 8,751 4,116 -4,877
Mar02 011130 414.5 419.5 414.0 415.7 +6.0 12,700 55,902 +2,521
May02 011130 416.5 420.0 416.5 417.2 +5.8 147 2,045 +44
Jul02 011130 419.0 421.5 418.5 418.7 +5.6 564 3,061 +228
Sep02 011130 420.2 420.2 420.2 420.2 +5.4 522 1,673 +216
Total Volume and Open Interest 23,466 74,489 -1,636
Platinum(NYM)
Jan02 011130 443.0 449.8 442.5 449.3 +5.1 440 5,564 -23
Apr02 011130 445.0 445.0 443.8 443.8 +5.1 102 531 +70
Jul02 011130 437.3 437.3 437.3 437.3 +5.1 0 60 +0
Oct02 011130 434.3 434.3 434.3 434.3 +5.1 0 55 +0
Total Volume and Open Interest 542 6,210 +47
Palladium(NYME)
Dec01 011130 340.00 350.40 340.00 350.40 +16.10 162 333 -41
Mar02 011130 340.00 354.00 340.00 351.15 +15.35 172 1,163 +128
Jun02 011127 310.00 310.00 310.00 310.00 unch 120 770  
Total Volume and Open Interest 490 1,408  
Copper(CMX)
Dec01 011130 70.90 72.55 70.80 72.20 +0.90 8,845 14,920 -4,108
Mar02 011130 72.00 73.70 71.70 73.20 +0.80 18,252 32,016 +540
May02 011130 72.30 73.80 72.20 73.65 +0.80 287 4,695 -245
Jul02 011130 72.80 74.35 72.75 74.10 +0.75 1,188 3,699 -678
Sep02 011130 74.75 74.75 74.55 74.55 +0.75 920 2,922 -802
Total Volume and Open Interest 36,676 75,963 -8,325
DJIA Index(CBOT)
Dec01 011130 9845 9895 9800 9838 -27 16,940 27,593 -769
Mar02 011130 9855 9890 9795 9838 -27 580 1,272 +384
Jun02 011130 9848 9848 9848 9848 -27 0 315 +0
Sep02 011130 9863 9863 9863 9863 -27 0 75 +0
Total Volume and Open Interest 17,520 29,363 -385
S & P 500(CME)
Dec01 011130 1139.50 1144.20 1135.00 1140.00 -4.50 83,114 411,751 -15,178
Mar02 011130 1140.50 1145.00 1139.00 1141.50 -4.50 24,525 140,466 +15,158
Jun02 011130 1144.20 1144.20 1144.20 1144.20 -4.50 2,321 8,334 +1,781
Sep02 011130 1148.20 1148.20 1148.20 1148.20 -4.50 0 432 +0
Total Volume and Open Interest 109,966 561,312 +1,760
S & P 500 E-Mini(Globex)
Dec01 011130 1144.50 1144.50 1135.00 1140.00 -4.50 220,853 251,099 +3,490
Mar02 011130 1147.50 1149.50 1138.00 1141.50 -4.50 36 132 +20
Total Volume and Open Interest 220,889 251,231 +3,510
NASDAQ 100(CME)
Dec01 011130 1598.00 1610.00 1582.00 1598.00 -7.00 20,026 61,849 -814
Mar02 011130 1601.00 1607.00 1594.00 1604.50 -7.00 1,278 1,870 +536
Jun02 011130 1611.00 1611.00 1611.00 1611.00 -7.00 0 2 +0
Total Volume and Open Interest 21,304 63,721 -278
NASDAQ 100 E-Mini(GLOBEX)
Dec01 011130 1604.5 1609.5 1582.5 1598.0 -7.0 195,132 126,218 +832
Mar02 011130 1613.0 1613.0 1602.0 1604.5 -7.0 30 51 +27
Total Volume and Open Interest 195,162 126,269 +859
NYSE Composite(NYBOT)
Dec01 011130 580.30 581.30 578.50 579.30 -2.90 1,223 5,934 +20
Mar02 011130 580.30 580.30 579.80 579.80 -2.90 20 660 +20
Jun02 011130 580.30 580.30 580.30 580.30 -2.90 0 300 +0
Total Volume and Open Interest 1,243 6,894 +40
S & P Midcap 400(CME)
Dec01 011130 488.50 490.75 482.50 484.05 -6.55 1,886 15,036 +299
Mar02 011130 485.05 485.05 485.05 485.05 -6.55      
Jun02 011130 489.05 489.05 489.05 489.05 -6.55      
Total Volume and Open Interest 1,886 15,036 +299
Russell 2000(CME)
Dec01 011130 464.00 465.50 459.00 461.00 -4.75 3,232 27,202 +1,521
Mar02 011130 461.70 461.70 461.70 461.70 -4.75 1 2 +1
Jun02 011130 465.70 465.70 465.70 465.70 -4.75      
Total Volume and Open Interest 3,233 27,204 +1,522
Value Line(KCBT)
Dec01 011130 1187.00 1191.00 1183.00 1183.00 -6.25 95 290 +11
Total Volume and Open Interest 95 330 +11
Nikkei 225(CME)
Dec01 011130 10680 10745 10640 10685 -35 1,228 16,230 +340
Mar02 011130 10750 10750 10700 10700 -35 1 56 +0
Total Volume and Open Interest 1,229 16,309 +340
Nikkei 225(SIMEX)
Dec01 011130 10680 10720 10550 10675 +10 15,817 105,612 -1,765
Mar02 011130 10670 10670 10670 10670 +10 0 504 +0
Jun02 011130 10630 10630 10630 10630 +15 0 24 +0
Total Volume and Open Interest 15,817 106,140 -1,765
CAC 40(MATIF)
Nov01 011130 4450.5 4515.0 4450.5 4474.5 +27.0 168,889 456,421 -40,745
Dec01 011130 4475.0 4524.0 4463.0 4474.0 +16.5 102,618 422,278 +94,694
Jan02 011130 4503.5 4518.0 4487.0 4487.0 +16.5 15 2,263 +10
Total Volume and Open Interest 274,524 973,363 +54,862
DAX Index(EUREX)
Dec01 011130 4981.0 5054.5 4968.0 4984.0 +49.0 61,785 163,245 +2,964
Mar02 011130 5020.0 5082.0 5009.0 5020.5 +49.0 797 17,402 +205
Jun02 011130 5088.5 5108.5 5046.5 5061.5 +49.0 406 3,981 +282
Total Volume and Open Interest 62,988 184,628 +3,451
FT-SE 100(LIFFE)
Dec01 011130 5235.00 5244.00 5156.00 5199.00 -1.00 44,569 348,450 +4,770
Mar02 011130 5233.50 5233.50 5171.00 5207.00 -2.00 1,295 28,609 +1,158
Jun02 011130 5226.50 5239.00 5192.00 5223.00 -2.00 1,262 18,296 +60
Total Volume and Open Interest 47,126 395,355 +5,988
SPI 200(SFE)
Dec01 011130 3356.0 3379.0 3329.0 3339.0 +1.0 9,678 137,118 -4,485
Mar02 011130 3377.0 3380.0 3344.0 3344.0 +1.0 201 2,417 +132
Jun02 011130 3353.0 3353.0 3353.0 3353.0 +4.0 0 1,557 +0
Total Volume and Open Interest 9,879 141,559 -4,353
GSCI(CME)
Dec01 011130 165.70 169.30 165.00 168.70 +2.90 107 17,166 -71
Jan02 011130 169.70 169.70 169.70 169.70 +3.20 5 5 +5
Feb02 011130 171.20 171.20 171.20 171.20 +2.70      
Total Volume and Open Interest 112 17,171 -66
Bridge CRB Index(NYBOT)
Jan02 011130 192.25 194.30 192.00 193.75 +2.25 17 203 -5
Feb02 011130 192.25 194.20 192.25 193.75 +2.25 2 140 -1
Apr02 011130 194.50 194.50 194.50 194.50 +2.25 0 8 +0
Total Volume and Open Interest 22 358 -4
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!