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MRCI's Free Historical Futures Prices for

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MRCI's Free Historical Futures Prices
Daily Futures Price Listing Mon December 03, 2001
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan02 011203 446.75 448.75 443.50 447.25 +2.75 46,182 69,309 -1,571
Mar02 011203 449.75 451.75 446.75 451.00 +3.75 10,984 39,359 +266
May02 011203 454.00 456.00 451.50 455.25 +3.50 3,929 31,026 +571
Jul02 011203 460.00 461.50 456.25 461.00 +3.75 3,898 24,338 +483
Aug02 011203 460.00 461.00 457.00 460.50 +3.75 6 1,614 +3
Sep02 011203 459.00 460.00 459.00 460.00 +5.00 1 259 -5
Nov02 011203 464.50 465.50 461.00 465.25 +4.50 525 8,303 +43
Total Volume and Open Interest 65,526 174,231 -210
Soybean Meal(CBOT)
Dec01 011203 157.70 158.70 156.50 157.10 unch 5,803 10,551 -1,068
Jan02 011203 154.00 154.70 152.30 153.50 -0.20 14,070 31,941 +15
Mar02 011203 151.50 152.20 149.40 150.90 -0.40 7,231 34,626 +990
May02 011203 149.50 150.20 148.20 149.40 -0.30 2,803 27,664 +219
Jul02 011203 150.20 151.00 149.10 150.40 +0.20 1,831 25,669 +545
Aug02 011203 149.80 150.50 149.50 150.10 +0.30 126 6,774 +45
Sep02 011203 149.50 150.00 149.50 150.00 -0.20 139 5,573 +52
Oct02 011203 149.00 149.70 149.00 149.20 +0.20 36 3,124 +2
Total Volume and Open Interest 32,147 153,016 +804
Soybean Oil(CBOT)
Dec01 011203 16.32 16.66 16.30 16.64 +0.50 7,428 7,681 -1,663
Jan02 011203 16.49 16.88 16.43 16.80 +0.51 18,064 45,014 +48
Mar02 011203 16.73 17.05 16.66 17.01 +0.50 5,087 38,071 +855
May02 011203 16.92 17.25 16.88 17.20 +0.49 2,062 32,738 +815
Jul02 011203 17.15 17.40 17.05 17.39 +0.49 2,098 20,672 +620
Aug02 011203 17.25 17.49 17.20 17.49 +0.49 319 4,537 +299
Sep02 011203 17.25 17.56 17.25 17.56 +0.49 32 3,195 +5
Oct02 011203 17.50 17.60 17.45 17.57 +0.42 0 1,696 +0
Total Volume and Open Interest 35,373 159,630 +984
Canola(WCE)
Jan02 011203 356.0 357.5 355.3 357.4 +3.9 2,569 32,650 -457
Mar02 011203 353.0 354.8 352.8 354.5 +3.4 2,684 16,703 -348
May02 011203 352.5 354.7 352.5 354.7 +4.4 2,274 7,915 +1,580
Jul02 011203 353.0 354.5 353.0 354.5 +4.1 2,663 5,870 +1,324
Total Volume and Open Interest 11,649 67,088 +1,140
Corn(CBOT)
Dec01 011203 208.75 210.00 207.25 209.75 +1.25 35,801 20,903 -14,554
Jan02 011203 213.00 213.25 211.25 212.75 +0.25 195 1,751 +36
Mar02 011203 221.25 221.75 219.00 221.00 +0.50 122,391 248,585 +3,655
May02 011203 228.25 228.50 226.00 228.00 unch 8,216 57,913 +418
Jul02 011203 234.50 234.75 232.25 234.00 -0.25 6,592 47,583 +1,166
Sep02 011203 239.25 239.75 237.00 237.00 -2.00 938 11,463 +257
Total Volume and Open Interest 184,717 423,039 -6,959
Wheat(CBOT)
Dec01 011203 282.50 282.75 277.75 279.75 -1.75 3,312 5,623 -2,913
Mar02 011203 290.00 290.50 285.00 287.25 -2.25 22,378 69,983 +1,296
May02 011203 291.50 292.50 286.75 288.50 -2.50 1,409 8,577 +294
Jul02 011203 293.00 293.25 288.25 290.00 -2.75 2,262 12,843 +322
Sep02 011203 294.00 294.00 294.00 294.00 -3.00 0 695 +93
Total Volume and Open Interest 29,465 99,703 -881
Wheat(KCBT)
Dec01 011203 286.00 288.00 283.25 286.00 -0.25 3,644 1,308 -2,190
Mar02 011203 294.00 294.50 289.00 293.00 -0.75 6,744 48,420 +789
May02 011203 298.25 298.25 294.00 296.75 -0.75 943 10,640 +529
Jul02 011203 302.00 303.50 298.75 302.75 unch 326 7,959 +60
Sep02 011203 309.50 309.50 307.50 307.50 -1.50 1 2,087 +0
Total Volume and Open Interest 11,733 71,787 -767
Wheat(MGE)
Dec01 011203 297.00 297.50 296.00 297.50 +1.00 1,352 491 -758
Mar02 011203 311.00 311.00 308.00 309.75 -0.25 3,051 20,125 +8
May02 011203 318.50 318.50 315.00 315.50 -1.75 149 2,433 +82
Jul02 011203 322.75 322.75 320.75 320.75 -2.75 78 1,478 +10
Sep02 011203 331.00 331.00 326.00 326.00 -4.00 29 933 +4
Total Volume and Open Interest 4,660 26,012 -654
Oats(CBOT)
Dec01 011203 224.50 227.00 221.00 226.00 +1.50 814 1,858 -316
Mar02 011203 209.50 211.25 207.25 211.00 +1.25 2,054 7,884 +209
May02 011203 196.50 197.50 195.00 197.50 +1.00 318 2,517 +36
Jul02 011203 178.50 178.50 176.25 178.50 +1.00 176 1,193 +82
Total Volume and Open Interest 3,624 13,808 +113
Rough Rice(MCE)
Jan02 011203 4.00 4.09 4.00 4.05 +0.04 199 3,234 +83
Mar02 011203 4.25 4.33 4.24 4.28 +0.04 201 1,845 +130
May02 011203 4.54 4.54 4.49 4.49 +0.04 24 717 +4
Jul02 011203 4.75 4.75 4.69 4.69 +0.03 6 407 +5
Total Volume and Open Interest 430 6,377 +222
Live Cattle(CME)
Dec01 011203 67.225 67.700 66.925 67.200 -0.025 5,351 20,673 -755
Feb02 011203 70.050 70.475 69.750 70.000 -0.175 5,800 40,619 +546
Apr02 011203 72.250 72.400 71.900 72.150 -0.150 1,944 18,887 +67
Jun02 011203 68.900 69.350 68.800 69.025 +0.050 820 12,910 -94
Aug02 011203 68.925 69.300 68.850 69.025 +0.100 265 4,896 +69
Oct02 011203 71.500 71.500 71.200 71.375 -0.125 114 1,428 -10
Total Volume and Open Interest 14,364 99,895 -115
Feeder Cattle(CME)
Jan02 011203 84.850 85.150 84.400 84.875 +0.350 1,103 6,661 -147
Mar02 011203 83.725 84.000 83.325 83.700 +0.175 456 3,766 +140
Apr02 011203 83.600 83.900 83.300 83.700 +0.300 178 1,898 +39
May02 011203 82.900 83.350 82.750 83.250 +0.400 84 1,524 +12
Aug02 011203 84.400 84.700 84.200 84.700 +0.150 21 599 +6
Sep02 011203 84.475 84.475 84.475 84.475 -0.025 1 92 +1
Oct02 011203 84.400 84.400 84.400 84.400 unch 1 38 +1
Total Volume and Open Interest 1,846 14,583 +52
Lean Hogs(CME)
Dec01 011203 50.100 50.200 49.100 49.125 -1.200 3,498 11,559 -1,191
Feb02 011203 54.900 55.050 53.700 54.025 -1.225 3,355 13,367 +382
Apr02 011203 57.950 58.050 57.075 57.125 -1.350 508 4,059 +104
Jun02 011203 64.850 64.850 63.700 63.700 -1.425 115 1,317 -6
Jul02 011203 62.300 62.300 61.575 61.575 -1.125 9 462 +3
Aug02 011203 60.800 60.800 60.800 60.800 -0.925 2 292 +2
Oct02 011203 53.050 53.050 53.000 53.000 -0.700 10 302 +3
Dec02 011203 50.400 50.400 50.400 50.400 -0.100 9 50 +4
Total Volume and Open Interest 7,586 32,443 -691
Pork Bellies(CME)
Feb02 011203 78.900 78.950 76.650 76.850 -2.250 676 2,272 +51
Mar02 011203 78.500 78.500 76.500 76.500 -2.175 15 267 +3
May02 011203 79.000 79.000 79.000 79.000 -1.350 9 114 +7
Jul02 011203 79.500 79.500 79.500 79.500 -1.200 2 31 +2
Aug02 011203 79.500 79.500 79.500 79.500 -0.900 0 7 +0
Total Volume and Open Interest 702 2,691 +63
Cocoa(NYBOT)
Dec01 011203 1335 1335 1315 1325 -30 161 590 -290
Mar02 011203 1310 1324 1300 1307 -32 7,592 38,392 -763
May02 011203 1296 1305 1290 1297 -28 1,628 14,222 -483
Jul02 011203 1281 1284 1281 1284 -30 505 9,480 +196
Sep02 011203 1272 1272 1272 1272 -29 31 5,296 +9
Dec02 011203 1242 1242 1242 1242 -30 374 8,990 -32
Mar03 011203 1234 1234 1234 1234 -30 264 7,879 +176
Total Volume and Open Interest 10,560 92,059 -1,182
Coffee "C"(NYBOT)
Dec01 011203 42.50 42.50 42.00 42.20 -0.40 90 307 -35
Mar02 011203 46.75 47.00 45.60 46.10 -0.10 4,398 33,913 +631
May02 011203 48.90 49.00 47.75 48.10 -0.10 537 7,911 +15
Jul02 011203 50.50 50.90 49.80 49.90 -0.10 401 4,203 +66
Sep02 011203 52.10 52.20 51.25 51.50 unch 217 3,552 +148
Dec02 011203 54.25 54.25 53.50 53.55 +0.05 116 2,711 +54
Total Volume and Open Interest 5,792 53,263 +886
Orange Juice(NYBOT)
Jan02 011203 94.60 95.00 94.60 94.90 -0.20 795 15,501 +141
Mar02 011203 97.00 97.00 96.65 96.85 -0.20 593 3,677 +357
May02 011203 98.50 98.50 98.45 98.45 +0.15 0 1,151 +0
Jul02 011203 99.50 99.50 99.45 99.45 +0.15 0 177 +0
Sep02 011203 100.45 100.45 100.45 100.45 +0.15 0 201 +0
Total Volume and Open Interest 1,388 22,096 +498
Sugar #11(NYBOT)
Mar02 011203 7.68 7.68 7.51 7.64 -0.04 14,808 86,893 -2,212
May02 011203 7.10 7.14 7.02 7.14 unch 3,081 24,171 +578
Jul02 011203 6.62 6.70 6.62 6.70 +0.04 3,012 27,402 -29
Oct02 011203 6.54 6.60 6.53 6.60 +0.04 1,146 16,813 +91
Mar03 011203 6.65 6.69 6.65 6.69 +0.05 95 6,514 +36
Total Volume and Open Interest 22,396 167,734 -1,390
London Cocoa(LCE)
Dec01 011203 970 970 956 960 -20 989 17,146 -848
Mar02 011203 1000 1000 987 990 -18 2,576 66,637 -208
May02 011203 1007 1009 997 1001 -17 1,963 32,197 +54
Jul02 011203 1015 1017 1007 1010 -15 886 23,126 +414
Sep02 011203 1006 1009 997 1001 -15 84 12,302 +16
Dec02 011203 985 985 968 971 -15 105 5,550 +2
Mar03 011203 963 967 963 967 -16 55 5,665 +50
Total Volume and Open Interest 6,658 163,250 -520
London Coffee(LCE)
Jan02 011203 391.00 402.00 391.00 397.00 +5.00 866 31,102 -198
Mar02 011203 399.00 408.00 398.00 403.00 +3.00 841 23,037 +163
May02 011203 412.00 420.00 410.00 416.00 +4.00 656 19,082 +285
Jul02 011203 425.00 431.00 425.00 428.00 +3.00 372 14,833 +145
Sep02 011203 440.00 443.00 435.00 439.00 +3.00 83 11,951 +27
Nov02 011203 449.00 454.00 449.00 450.00 +3.00 312 4,442 +269
Total Volume and Open Interest 3,130 104,447 +589
London Sugar(LCE)
Dec01 011115 241.50 248.00 236.50 240.40 -1.10 3,820 4,096 -1,367
Mar02 011203 244.00 244.00 241.50 243.40 -0.60 1,626 23,608 +477
May02 011203 230.00 231.50 229.50 231.10 +0.40 433 8,298 +184
Aug02 011203 219.20 219.90 218.50 219.40 +0.20 113 10,022 +68
Oct02 011203 203.30 203.50 202.80 203.40 +0.20 24 4,656 +0
Total Volume and Open Interest 2,273 47,609 +801
Cotton(NYBOT)
Dec01 011203 37.00 37.00 35.41 35.41 -1.89 94 131 -51
Mar02 011203 38.55 38.60 37.65 37.74 -1.53 12,184 32,211 +23
May02 011203 40.25 40.25 38.90 38.96 -1.56 3,911 9,806 +1,306
Jul02 011203 40.75 41.00 40.10 40.15 -1.40 2,285 8,942 +644
Oct02 011203 42.80 42.80 42.10 42.10 -1.35 25 322 -17
Dec02 011203 43.50 43.80 43.10 43.25 -1.27 843 4,845 +220
Total Volume and Open Interest 19,552 57,740 +2,288
Lumber(CME)
Jan02 011203 221.0 223.9 218.1 218.3 -4.6 252 1,711 +55
Mar02 011203 238.0 239.0 236.1 236.5 -3.1 78 421 +25
May02 011203 243.0 243.0 242.2 242.2 -3.3 13 135 +2
Jul02 011203 247.0 247.0 245.2 245.2 -1.8 0 15 +0
Total Volume and Open Interest 343 2,284 +82
Crude Oil(NYM)
Jan02 011203 19.40 20.50 19.38 20.09 +0.65 71,678 111,484 -3,070
Feb02 011203 19.65 20.73 19.65 20.39 +0.75 29,182 60,131 +4,198
Mar02 011203 19.90 20.83 19.85 20.53 +0.69 11,041 37,818 +879
Apr02 011203 20.65 20.87 20.55 20.63 +0.64 4,347 22,787 -226
May02 011203 21.00 21.00 20.72 20.72 +0.61 2,950 15,093 +416
Jun02 011203 20.25 21.00 20.25 20.81 +0.58 2,574 26,028 +112
Jul02 011203 20.65 20.95 20.65 20.88 +0.55 775 12,597 +301
Aug02 011203 21.05 21.10 20.94 20.94 +0.53 1,323 11,493 -563
Sep02 011203 21.07 21.10 21.00 21.00 +0.52 828 12,205 +552
Oct02 011203 21.10 21.15 21.04 21.06 +0.51 216 9,170 +140
Total Volume and Open Interest 131,853 419,981 +5,080
Heating Oil(NYM)
Jan02 011203 54.40 56.90 54.30 55.77 +1.18 21,330 43,542 +357
Feb02 011203 55.10 57.50 55.10 56.59 +1.35 4,781 19,854 +520
Mar02 011203 55.50 57.20 55.40 56.44 +1.30 2,132 20,367 -1
Apr02 011203 56.10 57.00 55.85 56.04 +1.20 1,050 16,725 +15
May02 011203 56.00 56.60 55.59 55.59 +1.15 659 6,927 -189
Jun02 011203 56.25 56.45 55.89 55.89 +1.10 1,628 9,688 +105
Jul02 011203 57.20 57.20 56.54 56.54 +1.05 731 4,311 +213
Aug02 011203 57.60 58.00 57.29 57.29 +1.00 384 3,344 +40
Sep02 011203 58.70 58.70 58.19 58.19 +1.00 421 3,856 +151
Oct02 011203 59.60 59.60 59.09 59.09 +1.00 91 2,472 +65
Total Volume and Open Interest 46,919 148,510 -4,284
Unleaded Gas(NYM)
Jan02 011203 54.00 56.70 53.90 56.02 +2.15 17,492 36,399 +1,439
Feb02 011203 55.10 57.55 55.05 56.95 +2.08 2,663 11,478 +348
Mar02 011203 56.50 58.70 56.50 58.10 +2.03 1,466 12,812 +433
Apr02 011203 64.00 64.50 63.90 64.30 +2.03 1,616 13,370 -328
May02 011203 64.45 65.05 64.40 64.80 +1.98 702 13,534 -166
Jun02 011203 64.80 64.90 64.70 64.90 +1.93 507 9,340 -4
Jul02 011203 64.80 64.80 64.72 64.72 +1.90 272 6,386 +188
Aug02 011203 64.12 64.12 64.12 64.12 +1.85 5 5,374 +5
Total Volume and Open Interest 35,881 115,991 -2,347
Natural Gas(NYM)
Jan02 011203 2.630 2.690 2.555 2.634 -0.067 41,089 55,234 -1,913
Feb02 011203 2.725 2.785 2.670 2.746 -0.040 13,278 30,748 -1,467
Mar02 011203 2.740 2.790 2.690 2.763 -0.036 17,069 32,621 +1,540
Apr02 011203 2.700 2.750 2.670 2.730 -0.029 12,606 38,790 +3,268
May02 011203 2.790 2.800 2.730 2.768 -0.031 3,136 19,432 +639
Jun02 011203 2.800 2.840 2.770 2.818 -0.031 2,951 16,211 -606
Jul02 011203 2.880 2.880 2.810 2.860 -0.024 4,077 13,453 +1,176
Aug02 011203 2.890 2.905 2.850 2.903 -0.018 6,404 13,917 -3,687
Total Volume and Open Interest 145,583 402,019 -5,563
Brent Crude Oil(IPE)
Jan02 011203 18.92 19.98 18.65 19.71 +0.57 29,790 67,141 -11,859
Feb02 011203 19.10 20.11 18.82 19.79 +0.52 15,729 45,570 -50
Mar02 011203 18.92 20.05 18.81 19.79 +0.54 6,051 21,923 -1,473
Apr02 011203 18.88 20.05 18.85 19.80 +0.51 1,659 8,688 -97
May02 011203 19.07 20.05 18.92 19.86 +0.50 844 7,439 -102
Jun02 011203 19.02 20.00 19.02 19.92 +0.47 4,125 18,036 -1,470
Jul02 011203 19.12 19.99 19.12 19.99 +0.46 202 5,889 -55
Aug02 011203 19.23 20.06 19.23 20.06 +0.45 108 6,134 -55
Total Volume and Open Interest 60,314 222,387 -14,824
Gas Oil(IPE)
Dec01 011203 162.00 168.75 160.75 167.50 +6.50 8,911 27,506 -3,465
Jan02 011203 164.00 171.50 163.00 171.25 +7.50 12,719 33,225 -73
Feb02 011203 165.00 173.00 164.50 172.75 +7.75 5,819 16,059 +2,972
Mar02 011203 165.00 173.25 165.00 173.25 +7.75 1,873 9,575 +1,100
Apr02 011203 166.00 173.50 166.00 173.50 +7.50 167 6,903 -19
May02 011203 173.00 174.00 173.00 174.00 +7.25 74 3,655 -155
Jun02 011203 174.75 175.25 173.00 175.25 +7.00 770 14,611 -34
Jul02 011203 174.75 177.00 174.75 177.00 +7.00 31 2,349 -31
Total Volume and Open Interest 31,754 148,586 +1,293
US Dollar Index(NYBOT)
Dec01 011203 115.90 116.30 115.85 116.07 +0.52 3,877 7,815 -1,066
Mar02 011203 116.45 116.80 116.37 116.59 +0.54 207 2,354 +52
Jun02 011203 117.11 117.11 117.11 117.11 +0.56 0 11 +0
Total Volume and Open Interest 4,084 10,181 -1,014
Australian Dollar(IMM)
Dec01 011203 51.84 51.90 51.60 51.63 -0.54 3,151 23,060 +347
Mar02 011203 51.58 51.65 51.32 51.36 -0.54 896 1,465 +753
Jun02 011203 51.30 51.30 51.09 51.09 -0.54 0 12 +0
Total Volume and Open Interest 4,047 24,549 +1,100
British Pound(IMM)
Dec01 011203 142.12 142.56 141.74 142.42 +0.14 4,512 39,739 -3,415
Mar02 011203 141.50 141.86 141.00 141.72 +0.16 666 2,662 +432
Jun02 011203 141.00 141.06 141.00 141.06 +0.10 0 2 +0
Total Volume and Open Interest 5,178 42,403 -2,983
Canadian Dollar(IMM)
Dec01 011203 63.48 63.53 63.37 63.49 -0.07 18,907 65,490 -2,975
Mar02 011203 63.49 63.50 63.35 63.46 -0.07 1,636 8,023 +481
Jun02 011203 63.40 63.50 63.36 63.47 -0.07 56 1,892 +13
Sep02 011203 63.43 63.49 63.34 63.49 -0.07 28 673 +10
Total Volume and Open Interest 20,682 76,487 -2,442
Japanese Yen(IMM)
Dec01 011203 81.00 81.07 80.66 80.68 -0.35 14,166 106,754 -265
Mar02 011203 81.41 81.42 81.00 81.05 -0.36 1,094 2,353 +813
Jun02 011203 81.45 81.45 81.45 81.45 -0.37 0 73 +0
Total Volume and Open Interest 15,260 109,532 +548
Deutsche Mark(IMM)
Dec01 011203 45.58 45.58 45.58 45.58 -0.20 18 194 +0
Total Volume and Open Interest 18 194 +0
Swiss Franc(IMM)
Dec01 011203 60.58 60.60 60.33 60.44 -0.46 20,927 50,017 -1,997
Mar02 011203 60.58 60.62 60.31 60.45 -0.46 587 1,116 +495
Jun02 011203 60.48 60.48 60.48 60.48 -0.46 0 6 +0
Total Volume and Open Interest 21,514 51,162 -1,502
EuroFX(IMM)
Dec01 011203 89.22 89.27 88.85 89.14 -0.40 27,638 107,753 +1,618
Mar02 011203 88.93 88.96 88.57 88.84 -0.40 1,085 4,542 +473
Jun02 011203 88.43 88.65 88.43 88.65 -0.40 15 220 +5
Total Volume and Open Interest 28,738 112,570 +2,096
Mexican Peso(IMM)
Dec01 011203 10800.0 10880.0 10795.0 10825.0 +10.0 5,476 19,961 +443
Mar02 011203 10560.0 10630.0 10560.0 10590.0 +25.0 571 1,978 +237
Total Volume and Open Interest 6,067 22,155 +695
30-Year T-Bonds(CBOT)
Dec01 011203 104~21 105~12 104~16 105~05 +0~12 109,794 155,859 -54,675
Mar02 011203 103~20 104~11 103~13 104~03 +0~13 375,267 350,312 +47,138
Jun02 011203 103~00 103~00 103~00 103~00 +0~13 17 20,557 +5
Total Volume and Open Interest 485,078 526,728 -7,533
Municipal Bonds(CBOT)
Dec01 011203 105~29 106~00 105~25 106~00 +0~06 1,011 9,621 -616
Mar02 011203 104~23 104~28 104~15 104~25 +0~07 1,667 2,860 +613
Total Volume and Open Interest 2,678 12,481 -3
10-Year T-Notes(CBOT)
Dec01 011203 108~110 108~190 108~000 108~145 +0~065 108,711 193,611 -57,410
Mar02 011203 107~000 107~125 106~225 107~065 +0~080 344,836 399,717 +38,226
Total Volume and Open Interest 453,577 593,409 -19,154
5-Year T-Notes(CBOT)
Dec01 011203 108~045 108~095 108~000 108~085 +0~025 48,518 205,154 -37,127
Mar02 011203 106~285 107~035 106~235 107~020 +0~060 114,660 296,629 +19,377
Jun02 011203 106~100 106~100 106~100 106~100 +0~060      
Total Volume and Open Interest 163,178 501,783 -17,750
2 Year T-Notes(CBOT)
Dec01 011203 105~072 105~078 105~060 105~075 +0~003 10,290 24,536 -10,137
Mar02 011203 104~108 104~112 104~096 104~109 +0~004 13,973 49,813 +5,791
Total Volume and Open Interest 24,263 74,349 -4,346
3-Mth T-Bills(IMM)
Mar02 011203 98.17 98.17 98.17 98.17 unch 2 61 +1
Total Volume and Open Interest 10 2,354 -1
Eurodollars(IMM)
Dec01 011203 98.095 98.098 98.070 98.082 unch 107,799 856,636 -6,859
Mar02 011203 97.975 97.990 97.910 97.965 +0.015 155,749 664,585 -11,493
Jun02 011203 97.540 97.560 97.470 97.525 +0.025 178,190 614,051 +3,160
Sep02 011203 96.995 97.005 96.900 96.975 +0.030 160,102 503,203 -1,197
Dec02 011203 96.360 96.375 96.260 96.350 +0.035 100,459 508,290 -9,241
Mar03 011203 95.880 95.890 95.800 95.870 +0.030 49,014 300,447 -6,693
Jun03 011203 95.420 95.445 95.385 95.440 +0.035 25,921 214,361 +682
Sep03 011203 95.115 95.130 95.055 95.120 +0.035 30,454 177,030 -1,301
Dec03 011203 94.790 94.820 94.745 94.810 +0.035 8,484 142,687 +111
Mar04 011203 94.635 94.670 94.605 94.670 +0.035 8,210 118,503 -683
Jun04 011203 94.450 94.500 94.450 94.500 +0.035 6,300 95,379 -94
Sep04 011203 94.320 94.365 94.305 94.365 +0.035 5,529 85,082 +810
Total Volume and Open Interest 886,944 4,879,702 -29,301
3-Mth Euro-Yen(IMM)
Dec01 011203 99.91 99.91 99.90 99.91 unch 755 18,420 +250
Mar02 011203 99.83 99.83 99.82 99.83 -0.01 242 9,557 +139
Jun02 011203 99.84 99.84 99.83 99.83 -0.02 300 11,306 +90
Sep02 011203 99.82 99.82 99.82 99.82 unch 246 2,579 +176
Dec02 011203 99.78 99.78 99.77 99.78 unch 105 1,166 +95
Mar03 011203 99.74 99.74 99.74 99.74 unch 65 1,156 +38
Jun03 011203 99.72 99.72 99.72 99.72 unch 43 1,163 +37
Sep03 011203 99.67 99.67 99.67 99.67 unch 6 77 +6
Dec03 011203 99.59 99.59 99.59 99.59 unch 0 2 +0
Mar04 011203 99.52 99.52 99.52 99.52 unch 0 220 +0
Total Volume and Open Interest 1,762 45,646 +831
3-Mth Euro-Yen(SIMEX)
Dec01 011203 99.90 99.90 99.90 99.90 0.00 6,884 91,508 +794
Mar02 011203 99.83 99.83 99.82 99.83 0.00 6,944 80,029 +1,099
Jun02 011203 99.84 99.85 99.83 99.84 -0.01 10,168 74,714 +1,254
Sep02 011203 99.82 99.82 99.81 99.82 0.00 1,378 27,554 +630
Dec02 011203 99.78 99.78 99.77 99.78 unch 1,049 13,205 +59
Mar03 011203 99.74 99.74 99.73 99.74 unch 1,337 19,485 +61
Jun03 011203 99.72 99.72 99.72 99.72 -0.01 353 19,270 +175
Sep03 011203 99.65 99.67 99.65 99.67 -0.01 285 7,591 +76
Total Volume and Open Interest 28,398 348,164 +4,148
Euro Notional Bond(MATIF)
Dec01 011203 91.40 91.70 91.35 91.48 +0.18 777 23,808 +411
Mar02 011203 91.58 91.58 91.58 91.58 +0.18      
Jun02 011203 91.68 91.68 91.68 91.68 +0.18      
Total Volume and Open Interest 777 23,808 +411
3-Month Euribor(MATIF)
Dec01 011203 96.70 96.70 96.70 96.70 unch 0 2,776 +0
Mar02 011203 97.00 97.00 97.00 97.00 +0.05 0 2,496 +0
Jun02 011203 97.00 97.00 97.00 97.00 +0.05 0 211 +0
Total Volume and Open Interest 0 6,273 +0
German Euro-Bund(EUREX)
Dec01 011203 110.40 110.80 110.40 110.58 +0.20 644,556 564,786 -113,099
Mar02 011203 110.18 110.62 110.18 110.40 +0.22 59,204 153,554 +28,965
Jun02 011203 109.63 109.63 109.63 109.63 +0.20 3,010 6,621 +1,125
Total Volume and Open Interest 706,770 724,961 -83,009
German Euro-Bobl(EUREX)
Dec01 011203 108.55 108.80 108.54 108.66 +0.15 473,767 388,973 -107,032
Mar02 011203 108.03 108.29 108.03 108.16 +0.15 55,672 112,764 +24,422
Jun02 011203 107.68 107.68 107.68 107.68 +0.17 3,286 5,508 +1,136
Total Volume and Open Interest 532,725 507,245 -81,474
Long Gilt(LIFFE)
Dec01 011203 116~17 117~04 116~17 116~31 +0~10 30,762 22,277 -4,895
Mar02 011203 116~05 116~24 116~04 116~16 +0~08 17,795 43,663 +4,358
Total Volume and Open Interest 48,557 65,940 -537
3-Mth Short Sterling(LIFFE)
Dec01 011203 96.05 96.08 96.04 96.06 +0.01 14,113 0 +0
Mar02 011203 96.05 96.12 96.04 96.10 +0.06 12,323 0 +0
Jun02 011203 95.86 95.93 95.84 95.91 +0.08 18,361 0 +0
Total Volume and Open Interest 85,869    
3-Mth Euribor(LIFFE)
Dec01 011203 96.695 96.720 96.695 96.710 +0.005 48,906 449,771 +3,330
Mar02 011203 96.970 97.015 96.960 96.995 +0.015 85,731 431,709 -744
Jun02 011203 96.960 97.020 96.955 97.005 +0.040 82,290 348,584 +3,795
Total Volume and Open Interest 348,382 1,960,725 +10,826
3-Mth Aus T-Bills(SFE)
Dec01 011203 95.83 95.84 95.80 95.84 +0.03 7,461 154,141 -10,977
Mar02 011203 95.95 96.01 95.95 95.99 +0.03 11,629 121,101 +1,700
Jun02 011203 95.80 95.85 95.80 95.84 +0.03 4,150 45,004 +869
Sep02 011203 95.51 95.53 95.49 95.53 +0.02 889 22,815 -71
Dec02 011203 95.20 95.23 95.19 95.22 +0.02 665 17,401 +76
Mar03 011203 94.95 94.95 94.93 94.94 +0.01 307 10,880 +137
Jun03 011203 94.73 94.74 94.71 94.73 +0.02 346 8,146 +160
Sep03 011203 94.56 94.57 94.54 94.55 +0.01 201 7,325 +100
Dec03 011203 94.43 94.45 94.41 94.42 +0.01 186 3,153 +175
Mar04 011203 94.34 94.34 94.31 94.31 +0.01 125 2,085 +45
Total Volume and Open Interest 26,095 395,337 -7,705
10-Year Aus T-Bonds(SFE)
Dec01 011203 94.43 94.46 94.41 94.44 +0.07 1,820 178,095 -61,523
Mar02 011203 94.38 94.38 94.38 94.38 +0.05 500 52 +24
Total Volume and Open Interest 16,016 239,646 -3,246
3-Year Aus T-Bonds(SFE)
Dec01 011203 95.25 95.27 95.21 95.25 +0.01 63,157 624,560 +3,504
Mar02 011203 95.05 95.05 95.05 95.05 unch 100 815 +100
Total Volume and Open Interest 63,257 625,375 +3,604
Gold(CMX)
Dec01 011203 274.2 277.5 274.2 276.9 +3.0 4,710 4,436 -8,031
Feb02 011203 276.0 278.7 275.5 277.9 +3.0 19,364 66,099 +1,727
Apr02 011203 276.6 279.5 276.5 278.4 +3.0 473 6,160 +249
Jun02 011203 276.4 279.0 276.4 278.9 +3.0 1,581 7,769 -158
Aug02 011203 279.4 279.4 279.4 279.4 +3.0 165 3,305 -50
Oct02 011203 280.0 280.0 280.0 280.0 +3.0 3 2,252 +0
Total Volume and Open Interest 27,097 107,032 -6,168
Silver(CMX)
Dec01 011203 413.5 422.5 412.5 420.0 +7.2 1,397 971 -3,145
Mar02 011203 417.0 425.0 414.5 422.7 +7.0 9,311 56,404 +502
May02 011203 420.0 424.2 417.5 424.2 +7.0 81 2,083 +38
Jul02 011203 419.0 426.0 419.0 425.6 +6.9 186 3,152 +91
Sep02 011203 427.0 427.0 427.0 427.0 +6.8 75 1,598 -75
Total Volume and Open Interest 11,194 71,967 -2,522
Platinum(NYM)
Jan02 011203 454.0 459.5 452.0 457.7 +8.4 450 5,538 -26
Apr02 011203 449.5 453.0 448.5 451.7 +7.9 55 552 +21
Jul02 011203 445.2 445.2 445.2 445.2 +7.9 0 60 +0
Oct02 011203 440.0 442.2 440.0 442.2 +7.9 0 55 +0
Total Volume and Open Interest 505 6,205 -5
Palladium(NYME)
Dec01 011203 356.50 365.50 356.50 361.25 +10.85 35 285 -48
Mar02 011203 359.50 364.00 357.00 362.25 +11.10 82 1,159 -4
Jun02 011127 310.00 310.00 310.00 310.00 unch 120 770  
Total Volume and Open Interest 490 1,408  
Copper(CMX)
Dec01 011203 71.40 71.65 70.25 70.40 -1.80 3,287 7,369 -7,551
Mar02 011203 72.30 72.85 71.10 71.40 -1.80 12,537 34,325 +2,309
May02 011203 72.70 73.20 71.70 71.90 -1.75 385 4,829 +134
Jul02 011203 73.40 73.55 72.35 72.35 -1.75 946 3,615 -84
Sep02 011203 73.45 73.45 72.80 72.80 -1.75 77 2,917 -5
Total Volume and Open Interest 19,570 71,094 -4,869
DJIA Index(CBOT)
Dec01 011203 9805 9810 9702 9760 -78 13,133 26,925 -668
Mar02 011203 9790 9805 9700 9762 -76 215 1,340 +68
Jun02 011203 9705 9766 9705 9766 -82 0 315 +0
Sep02 011203 9781 9781 9781 9781 -82 0 75 +0
Total Volume and Open Interest 13,350 28,763 -600
S & P 500(CME)
Dec01 011203 1132.50 1136.00 1125.00 1129.50 -10.50 76,653 393,843 -17,908
Mar02 011203 1133.80 1137.50 1127.00 1130.90 -10.60 13,245 148,290 +7,824
Jun02 011203 1132.00 1133.60 1132.00 1133.60 -10.60 79 8,321 -13
Sep02 011203 1137.20 1137.20 1137.20 1137.20 -11.00 0 432 +0
Total Volume and Open Interest 89,977 551,215 -10,097
S & P 500 E-Mini(Globex)
Dec01 011203 1137.25 1138.25 1125.25 1129.50 -10.50 169,772 240,185 -10,914
Mar02 011203 1132.00 1135.00 1125.25 1131.00 -10.50 49 154 +22
Total Volume and Open Interest 169,821 240,339 -10,892
NASDAQ 100(CME)
Dec01 011203 1580.00 1592.00 1563.00 1567.00 -31.00 12,717 60,165 -1,684
Mar02 011203 1573.00 1573.50 1573.00 1573.50 -31.00 182 2,005 +135
Jun02 011203 1580.00 1580.00 1580.00 1580.00 -31.00 0 2 +0
Total Volume and Open Interest 12,899 62,172 -1,549
NASDAQ 100 E-Mini(GLOBEX)
Dec01 011203 1590.0 1605.0 1563.0 1567.0 -31.0 117,109 122,578 -3,640
Mar02 011203 1573.5 1573.5 1573.5 1573.5 -31.0 128 169 +118
Total Volume and Open Interest 117,237 122,747 -3,522
NYSE Composite(NYBOT)
Dec01 011203 576.00 577.50 572.80 574.00 -5.35 711 5,654 -280
Mar02 011203 574.00 574.50 574.00 574.50 -5.35 10 650 -10
Jun02 011203 575.00 575.00 575.00 575.00 -5.35 0 300 +0
Total Volume and Open Interest 721 6,604 -290
S & P Midcap 400(CME)
Dec01 011203 482.00 484.00 479.50 480.25 -3.80 1,283 14,650 -386
Mar02 011203 481.25 481.25 481.25 481.25 -3.80 25 25 +25
Jun02 011203 485.25 485.25 485.25 485.25 -3.80      
Total Volume and Open Interest 1,308 14,675 -361
Russell 2000(CME)
Dec01 011203 457.00 459.00 455.00 455.75 -5.25 3,284 26,613 -589
Mar02 011203 456.25 456.25 456.25 456.25 -5.45 0 2 +0
Jun02 011203 460.25 460.25 460.25 460.25 -5.45      
Total Volume and Open Interest 3,284 26,615 -589
Value Line(KCBT)
Dec01 011203 1176.00 1177.00 1169.00 1175.00 -8.00 56 306 +16
Total Volume and Open Interest 76 356 +26
Nikkei 225(CME)
Dec01 011203 10440 10440 10360 10380 -305 1,086 16,640 +410
Mar02 011203 10450 10450 10350 10395 -305 15 73 +17
Total Volume and Open Interest 1,101 16,736 +427
Nikkei 225(SIMEX)
Dec01 011203 10650 10695 10360 10415 -260 11,866 105,148 -464
Mar02 011203 10620 10660 10410 10410 -260 1 505 +1
Jun02 011203 10370 10370 10370 10370 -260 0 24 +0
Total Volume and Open Interest 11,867 105,677 -463
CAC 40(MATIF)
Dec01 011203 4470.0 4504.0 4408.0 4472.0 -2.0 71,963 461,291 +39,013
Jan02 011203 4466.5 4484.5 4466.5 4484.5 -2.5 356 2,577 +314
Feb02 011203 4466.5 4496.0 4466.5 4496.0 +4496.0 1 0  
Total Volume and Open Interest 72,371 556,321  
DAX Index(EUREX)
Dec01 011203 4965.0 5009.5 4882.0 5008.5 +24.5 53,554 154,597 -8,648
Mar02 011203 4999.0 5044.0 4921.0 5044.0 +23.5 207 17,365 -37
Jun02 011203 5007.0 5084.0 4974.0 5084.0 +22.5 260 4,137 +156
Total Volume and Open Interest 54,021 176,099 -8,529
FT-SE 100(LIFFE)
Dec01 011203 5158.00 5201.50 5153.00 5189.00 -10.00 38,153 349,852 +1,402
Mar02 011203 5180.00 5204.50 5171.50 5197.00 -10.00 4,389 32,813 +4,204
Jun02 011203 5195.00 5211.00 5195.00 5211.00 -12.00 1,116 19,243 +947
Total Volume and Open Interest 43,658 401,908 +6,553
SPI 200(SFE)
Dec01 011203 3345.0 3349.0 3323.0 3334.0 -5.0 16,155 143,992 +6,874
Mar02 011203 3350.0 3350.0 3334.0 3341.0 -3.0 63 2,490 +73
Jun02 011203 3352.0 3352.0 3352.0 3352.0 -1.0 131 1,593 +36
Total Volume and Open Interest 16,361 148,564 +7,005
GSCI(CME)
Dec01 011203 168.30 172.35 167.90 171.60 +2.90 126 17,097 -69
Jan02 011203 169.00 173.60 169.00 173.60 +3.90 51 50 +45
Feb02 011203 174.60 174.60 174.60 174.60 +3.40      
Total Volume and Open Interest 177 17,147 -24
Bridge CRB Index(NYBOT)
Jan02 011203 194.00 194.50 194.00 194.40 +0.65 46 201 -2
Feb02 011203 194.25 194.50 194.25 194.40 +0.65 7 142 +2
Apr02 011203 195.50 195.50 195.15 195.15 +0.65 0 8 +0
Total Volume and Open Interest 53 358 +0
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!