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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 Tue December 04, 2001
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan02 011204 447.50 448.50 442.50 444.75 -2.50 24,164 68,311 -998
Mar02 011204 451.00 452.00 445.50 447.75 -3.25 6,003 39,801 +442
May02 011204 455.50 456.50 449.50 451.25 -4.00 2,597 31,219 +193
Jul02 011204 461.00 461.50 455.00 457.00 -4.00 2,011 23,597 -741
Aug02 011204 461.50 461.50 456.00 456.50 -4.00 58 1,633 +19
Sep02 011204 461.00 461.00 455.50 456.50 -3.50 4 259 +0
Nov02 011204 465.00 465.50 460.25 461.50 -3.75 481 8,144 -159
Total Volume and Open Interest 35,319 172,987 -1,244
Soybean Meal(CBOT)
Dec01 011204 157.30 157.50 155.00 155.20 -1.90 3,455 10,073 -478
Jan02 011204 153.70 153.80 151.30 151.90 -1.60 7,662 31,354 -587
Mar02 011204 150.80 150.80 148.60 149.50 -1.40 4,671 34,256 -370
May02 011204 149.10 149.10 147.10 147.50 -1.90 2,832 27,800 +136
Jul02 011204 150.00 150.00 148.10 148.40 -2.00 1,570 25,666 -3
Aug02 011204 150.00 150.20 148.00 148.00 -2.10 141 6,730 -44
Sep02 011204 150.00 151.00 148.80 148.90 -1.10 188 5,606 +33
Oct02 011204 149.00 149.20 148.60 148.60 -0.60 66 3,168 +44
Total Volume and Open Interest 20,850 151,802 -1,214
Soybean Oil(CBOT)
Dec01 011204 16.73 16.75 16.35 16.57 -0.07 4,415 7,187 -494
Jan02 011204 16.85 16.85 16.52 16.73 -0.07 16,763 45,506 +492
Mar02 011204 17.05 17.07 16.75 16.97 -0.04 5,291 38,802 +731
May02 011204 17.28 17.28 16.92 17.17 -0.03 1,336 32,756 +18
Jul02 011204 17.47 17.47 17.15 17.39 unch 1,797 21,099 +427
Aug02 011204 17.37 17.48 17.35 17.48 -0.01 493 4,749 +212
Sep02 011204 17.52 17.55 17.35 17.55 -0.01 136 3,234 +39
Oct02 011204 17.43 17.60 17.43 17.60 +0.03 12 1,708 +12
Total Volume and Open Interest 30,410 161,183 +1,553
Canola(WCE)
Jan02 011204 357.0 357.0 351.0 353.5 -3.9 3,973 32,354 -296
Mar02 011204 354.0 354.0 348.5 351.1 -3.4 2,591 16,435 -268
May02 011204 349.5 351.0 349.0 351.0 -3.7 416 8,160 +245
Jul02 011204 351.9 351.9 349.5 350.5 -4.0 270 5,937 +67
Total Volume and Open Interest 7,318 66,884 -204
Corn(CBOT)
Dec01 011204 211.50 213.00 210.00 212.00 +2.25 13,529 15,104 -5,799
Jan02 011204 212.75 214.50 212.00 213.75 +1.00 2,404 1,866 +115
Mar02 011204 220.50 223.00 219.50 221.25 +0.25 55,037 248,202 -383
May02 011204 227.75 229.50 226.25 227.75 -0.25 4,948 58,073 +160
Jul02 011204 233.50 234.00 231.50 233.25 -0.75 4,163 47,308 -275
Sep02 011204 238.50 239.00 236.00 236.75 -0.25 691 11,518 +55
Total Volume and Open Interest 84,811 416,903 -6,136
Wheat(CBOT)
Dec01 011204 278.00 278.75 275.00 275.25 -4.50 878 5,219 -404
Mar02 011204 285.50 286.50 283.50 283.75 -3.50 14,822 71,245 +1,262
May02 011204 287.50 288.00 286.50 286.75 -1.75 1,080 8,747 +170
Jul02 011204 288.00 289.50 288.00 288.50 -1.50 1,661 12,364 -479
Sep02 011204 293.00 293.00 293.00 293.00 -1.00 0 695 +0
Total Volume and Open Interest 18,565 100,303 +600
Wheat(KCBT)
Dec01 011204 286.00 286.00 283.00 283.00 -3.00 561 450 -858
Mar02 011204 292.75 293.00 290.00 290.00 -3.00 4,597 48,301 -119
May02 011204 297.00 297.00 294.00 294.25 -2.50 779 11,017 +377
Jul02 011204 301.50 301.50 300.00 300.25 -2.50 287 7,967 +8
Sep02 011204 306.00 306.00 306.00 306.00 -1.50 4 2,087 +0
Total Volume and Open Interest 6,379 71,296 -491
Wheat(MGE)
Dec01 011204 297.50 297.75 297.25 297.50 unch 224 365 -126
Mar02 011204 309.00 310.50 308.50 308.75 -1.00 1,531 19,880 -245
May02 011204 315.00 316.00 314.75 314.75 -0.75 428 2,469 +36
Jul02 011204 320.75 320.75 320.75 320.75 unch 87 1,512 +34
Sep02 011204 325.50 326.25 325.50 326.25 +0.25 46 979 +46
Total Volume and Open Interest 2,366 25,807 -205
Oats(CBOT)
Dec01 011204 227.00 230.00 226.00 230.00 +4.00 163 1,843 -15
Mar02 011204 213.75 215.00 212.50 214.50 +3.50 711 7,815 -69
May02 011204 199.25 201.00 199.25 201.00 +3.50 118 2,557 +40
Jul02 011204 180.75 180.75 179.00 179.75 +1.25 22 1,194 +1
Total Volume and Open Interest 1,018 13,767 -41
Rough Rice(MCE)
Jan02 011204 4.08 4.13 4.08 4.08 +0.03 129 3,270 +36
Mar02 011204 4.31 4.38 4.31 4.32 +0.03 136 1,843 -2
May02 011204 4.57 4.57 4.52 4.52 +0.03 6 717 +0
Jul02 011204 4.75 4.75 4.72 4.72 +0.03 3 411 +4
Total Volume and Open Interest 274 6,415 +38
Live Cattle(CME)
Dec01 011204 66.900 67.250 66.850 67.050 -0.150 4,440 18,956 -1,717
Feb02 011204 69.550 69.950 69.450 69.850 -0.150 5,654 40,661 +42
Apr02 011204 71.700 72.200 71.550 72.100 -0.050 2,009 18,963 +76
Jun02 011204 68.800 69.100 68.700 69.075 +0.050 1,484 12,571 -339
Aug02 011204 68.800 69.150 68.800 69.025 unch 180 4,957 +61
Oct02 011204 71.150 71.250 70.950 71.225 -0.150 60 1,464 +36
Total Volume and Open Interest 13,863 98,090 -1,805
Feeder Cattle(CME)
Jan02 011204 84.750 85.100 84.550 84.900 +0.025 1,367 6,700 +39
Mar02 011204 83.550 83.800 83.400 83.600 -0.100 349 3,789 +23
Apr02 011204 83.500 83.700 83.200 83.600 -0.100 168 1,849 -49
May02 011204 83.000 83.150 82.975 83.100 -0.150 131 1,563 +39
Aug02 011204 84.300 84.650 84.300 84.650 -0.050 26 600 +1
Sep02 011204 84.500 84.500 84.500 84.500 +0.025 1 93 +1
Oct02 011204 84.400 84.400 84.400 84.400 unch 0 38 +0
Total Volume and Open Interest 2,044 14,636 +53
Lean Hogs(CME)
Dec01 011204 48.800 48.875 47.925 48.300 -0.825 2,547 11,287 -272
Feb02 011204 53.500 53.700 52.425 53.200 -0.825 3,768 13,949 +582
Apr02 011204 56.800 56.900 56.150 56.900 -0.225 808 4,120 +61
Jun02 011204 63.550 63.800 63.400 63.550 -0.150 188 1,360 +43
Jul02 011204 61.300 61.400 61.250 61.400 -0.175 27 471 +9
Aug02 011204 60.300 60.600 60.000 60.600 -0.200 9 294 +2
Oct02 011204 53.000 53.000 52.925 52.925 -0.075 36 309 +7
Dec02 011204 50.050 50.050 50.050 50.050 -0.350 12 51 +1
Total Volume and Open Interest 7,403 32,876 +433
Pork Bellies(CME)
Feb02 011204 76.400 76.500 74.400 74.750 -2.100 465 2,277 +5
Mar02 011204 76.325 76.325 74.375 74.375 -2.125 24 272 +5
May02 011204 77.425 77.425 76.200 76.200 -2.800 1 115 +1
Jul02 011204 76.700 76.700 76.500 76.500 -3.000 2 33 +2
Aug02 011204 76.500 76.500 76.500 76.500 -3.000 0 7 +0
Total Volume and Open Interest 492 2,704 +13
Cocoa(NYBOT)
Dec01 011204 1305 1309 1276 1276 -49 72 560 -30
Mar02 011204 1295 1299 1262 1271 -36 3,249 37,821 -571
May02 011204 1288 1288 1254 1262 -35 614 14,522 +300
Jul02 011204 1270 1271 1246 1248 -36 55 9,487 +7
Sep02 011204 1255 1258 1235 1236 -36 49 5,296 +0
Dec02 011204 1220 1232 1206 1206 -36 0 8,990 +0
Mar03 011204 1197 1197 1197 1197 -37 100 7,879 +0
Total Volume and Open Interest 7,069 92,246 +187
Coffee "C"(NYBOT)
Dec01 011204 42.10 42.20 41.50 41.50 -0.70 71 323 +16
Mar02 011204 45.50 46.00 44.75 45.40 -0.70 4,379 34,170 +257
May02 011204 47.25 47.90 47.25 47.40 -0.70 786 7,828 -83
Jul02 011204 49.40 49.60 49.25 49.25 -0.65 167 4,158 -45
Sep02 011204 51.25 51.25 50.85 50.85 -0.65 188 3,589 +37
Dec02 011204 53.50 54.00 52.95 52.95 -0.60 42 2,708 -3
Total Volume and Open Interest 5,672 53,438 +175
Orange Juice(NYBOT)
Jan02 011204 95.00 95.00 94.60 94.80 -0.10 780 15,272 -229
Mar02 011204 96.80 97.20 96.70 97.10 +0.25 418 3,839 +162
May02 011204 98.45 98.45 98.45 98.45 unch 4 1,151 +0
Jul02 011204 99.50 99.50 99.45 99.45 unch 30 207 +30
Sep02 011204 100.45 100.45 100.45 100.45 unch 0 201 +0
Total Volume and Open Interest 1,292 22,104 +8
Sugar #11(NYBOT)
Mar02 011204 7.69 7.72 7.58 7.70 +0.06 11,135 86,848 -45
May02 011204 7.12 7.17 7.07 7.15 +0.01 1,238 24,232 +61
Jul02 011204 6.68 6.73 6.66 6.71 +0.01 1,548 27,799 +397
Oct02 011204 6.58 6.63 6.58 6.61 +0.01 918 17,031 +218
Mar03 011204 6.70 6.71 6.69 6.69 unch 76 6,561 +47
Total Volume and Open Interest 15,010 168,507 +773
London Cocoa(LCE)
Dec01 011204 960 960 936 940 -20 2,235 15,143 -2,003
Mar02 011204 989 990 962 969 -21 2,373 66,621 -16
May02 011204 1000 1001 975 981 -20 1,616 30,914 -1,283
Jul02 011204 1009 1009 987 992 -18 1,130 23,620 +494
Sep02 011204 984 989 976 980 -21 89 12,264 -38
Dec02 011204 965 965 946 950 -21 96 5,621 +71
Mar03 011204 956 959 943 945 -22 64 5,698 +33
Total Volume and Open Interest 7,603 160,508 -2,742
London Coffee(LCE)
Jan02 011204 397.00 397.00 390.00 394.00 -3.00 1,151 30,948 -154
Mar02 011204 405.00 405.00 397.00 401.00 -2.00 1,219 23,326 +289
May02 011204 416.00 416.00 410.00 414.00 -2.00 307 19,258 +176
Jul02 011204 424.00 426.00 423.00 426.00 -2.00 80 14,894 +61
Sep02 011204 440.00 440.00 436.00 438.00 -1.00 163 11,998 +47
Nov02 011204 448.00 449.00 447.00 449.00 -1.00 56 4,472 +30
Total Volume and Open Interest 2,976 104,896 +449
London Sugar(LCE)
Dec01 011115 241.50 248.00 236.50 240.40 -1.10 3,820 4,096 -1,367
Mar02 011204 243.00 244.00 242.50 244.00 +0.60 1,072 23,679 +71
May02 011204 231.00 233.00 229.70 232.50 +1.40 258 8,326 +28
Aug02 011204 219.50 220.90 218.30 220.50 +1.10 209 10,141 +119
Oct02 011204 203.00 204.50 203.00 204.50 +1.10 70 4,661 +5
Total Volume and Open Interest 1,652 47,850 +241
Cotton(NYBOT)
Dec01 011204 35.10 35.10 34.45 34.71 -0.70 81 104 -27
Mar02 011204 37.50 37.59 36.40 37.06 -0.68 5,220 31,550 -661
May02 011204 38.15 38.40 37.75 38.28 -0.68 1,383 9,730 -76
Jul02 011204 39.40 39.45 38.80 39.45 -0.70 708 8,986 +44
Oct02 011204 41.10 41.30 41.10 41.30 -0.80 2 322 +0
Dec02 011204 42.50 42.50 42.00 42.20 -1.05 256 4,884 +39
Total Volume and Open Interest 7,681 57,081 -659
Lumber(CME)
Jan02 011204 217.5 220.0 215.9 217.8 -0.5 322 1,736 +25
Mar02 011204 236.3 236.5 234.4 236.5 unch 74 444 +23
May02 011204 242.0 242.0 242.0 242.0 -0.2 1 135 +0
Jul02 011204 245.3 245.3 245.3 245.3 +0.1 3 17 +2
Total Volume and Open Interest 400 2,334 +50
Crude Oil(NYM)
Jan02 011204 20.20 20.35 19.60 19.65 -0.44 80,890 110,956 -528
Feb02 011204 20.47 20.70 19.98 20.01 -0.38 38,315 67,280 +7,149
Mar02 011204 20.60 20.71 20.19 20.19 -0.34 10,003 38,628 +810
Apr02 011204 20.70 20.85 20.30 20.31 -0.32 3,450 22,869 +82
May02 011204 20.84 20.92 20.41 20.41 -0.31 1,247 15,290 +197
Jun02 011204 20.90 21.01 20.50 20.50 -0.31 3,586 26,281 +253
Jul02 011204 20.90 20.90 20.58 20.58 -0.30 358 12,589 -8
Aug02 011204 21.05 21.05 20.65 20.65 -0.29 582 11,336 -157
Sep02 011204 21.00 21.15 20.72 20.72 -0.28 135 12,325 +120
Oct02 011204 20.85 20.85 20.79 20.79 -0.27 80 9,236 +66
Total Volume and Open Interest 142,363 429,051 +9,070
Heating Oil(NYM)
Jan02 011204 56.00 56.30 54.10 54.18 -1.59 17,544 43,463 -79
Feb02 011204 56.40 57.00 55.00 55.05 -1.54 4,683 20,906 +1,052
Mar02 011204 56.25 57.00 55.00 55.15 -1.29 2,019 20,160 -207
Apr02 011204 56.00 56.70 54.95 54.95 -1.09 1,479 16,764 +39
May02 011204 55.50 56.35 54.55 54.55 -1.04 204 7,029 +102
Jun02 011204 56.20 56.40 54.85 54.85 -1.04 343 9,606 -82
Jul02 011204 56.25 56.90 55.50 55.50 -1.04 111 4,348 +37
Aug02 011204 57.95 57.95 56.25 56.25 -1.04 69 3,311 -33
Sep02 011204 58.00 58.50 57.15 57.15 -1.04 60 3,868 +12
Oct02 011204 58.75 59.00 58.05 58.05 -1.04 264 2,394 -78
Total Volume and Open Interest 27,270 145,866 -2,644
Unleaded Gas(NYM)
Jan02 011204 55.90 56.60 54.55 55.03 -0.99 16,863 35,986 -413
Feb02 011204 56.70 57.40 55.80 55.99 -0.96 2,906 11,905 +427
Mar02 011204 57.85 58.50 57.00 57.17 -0.93 1,618 12,967 +155
Apr02 011204 64.10 64.80 63.39 63.39 -0.91 1,223 13,461 +91
May02 011204 64.50 65.15 63.86 63.86 -0.94 842 13,670 +136
Jun02 011204 64.50 64.50 63.96 63.96 -0.94 636 9,125 -215
Jul02 011204 65.00 65.00 63.76 63.76 -0.96 277 6,558 +172
Aug02 011204 63.80 63.80 63.16 63.16 -0.96 168 5,388 +14
Total Volume and Open Interest 25,140 114,440 -1,551
Natural Gas(NYM)
Jan02 011204 2.560 2.610 2.500 2.563 -0.071 34,396 56,889 +1,655
Feb02 011204 2.670 2.745 2.645 2.703 -0.043 14,729 30,096 -652
Mar02 011204 2.700 2.760 2.670 2.726 -0.037 12,774 32,993 +372
Apr02 011204 2.680 2.745 2.650 2.696 -0.034 5,820 39,323 +533
May02 011204 2.720 2.765 2.700 2.731 -0.037 4,501 18,688 -744
Jun02 011204 2.770 2.825 2.750 2.781 -0.037 1,583 15,977 -234
Jul02 011204 2.820 2.860 2.800 2.823 -0.037 720 13,568 +115
Aug02 011204 2.860 2.910 2.840 2.865 -0.038 2,738 13,273 -644
Total Volume and Open Interest 94,132 401,706 -313
Brent Crude Oil(IPE)
Jan02 011204 19.85 20.04 19.26 19.29 -0.42 38,077 62,688 -4,453
Feb02 011204 19.95 20.15 19.47 19.48 -0.31 19,579 47,008 +1,438
Mar02 011204 20.00 20.07 19.51 19.51 -0.28 5,496 21,243 -680
Apr02 011204 20.00 20.05 19.52 19.52 -0.28 1,396 9,073 +385
May02 011204 19.96 20.15 19.60 19.60 -0.26 224 7,460 +21
Jun02 011204 20.03 20.18 19.68 19.68 -0.24 910 18,146 +110
Jul02 011204 20.10 20.20 19.76 19.76 -0.23 50 5,789 -100
Aug02 011204 20.21 20.21 19.83 19.83 -0.23 190 6,105 -29
Total Volume and Open Interest 66,872 218,979 -3,408
Gas Oil(IPE)
Dec01 011204 168.25 170.25 165.00 165.25 -2.25 11,827 26,769 -737
Jan02 011204 170.75 173.00 168.00 168.00 -3.25 8,861 33,168 -57
Feb02 011204 172.50 174.25 170.00 170.00 -2.75 2,285 16,174 +115
Mar02 011204 172.75 174.25 170.75 171.00 -2.25 586 9,737 +162
Apr02 011204 173.25 175.50 171.50 171.50 -2.00 389 6,976 +73
May02 011204 174.25 174.25 172.25 172.25 -1.75 180 3,703 +48
Jun02 011204 175.50 177.00 173.50 173.50 -1.75 420 14,466 -145
Jul02 011204 177.25 177.25 175.25 175.25 -1.75 100 2,249 -100
Total Volume and Open Interest 24,958 148,055 -531
US Dollar Index(NYBOT)
Dec01 011204 116.13 116.20 116.00 116.12 +0.05 3,283 6,395 -1,420
Mar02 011204 116.68 116.72 116.53 116.65 +0.06 55 2,382 +28
Jun02 011204 117.18 117.18 117.18 117.18 +0.07 0 9 -2
Total Volume and Open Interest 3,338 8,787 -1,394
Australian Dollar(IMM)
Dec01 011204 51.70 51.70 51.41 51.50 -0.13 2,344 22,362 -698
Mar02 011204 51.48 51.48 51.10 51.22 -0.14 194 1,561 +96
Jun02 011204 51.15 51.15 50.94 50.94 -0.15 2 14 +2
Total Volume and Open Interest 2,540 23,949 -600
British Pound(IMM)
Dec01 011204 142.12 142.46 141.90 142.04 -0.38 3,093 39,938 +199
Mar02 011204 141.42 141.60 141.30 141.34 -0.38 388 2,888 +226
Jun02 011204 140.90 140.90 140.40 140.68 -0.38 3 4 +2
Total Volume and Open Interest 3,484 42,830 +427
Canadian Dollar(IMM)
Dec01 011204 63.63 63.73 63.55 63.63 +0.14 6,168 64,645 -845
Mar02 011204 63.62 63.70 63.50 63.60 +0.14 676 8,203 +180
Jun02 011204 63.55 63.67 63.55 63.61 +0.14 15 1,894 +2
Sep02 011204 63.63 63.63 63.63 63.63 +0.14 44 692 +19
Total Volume and Open Interest 6,961 75,889 -598
Japanese Yen(IMM)
Dec01 011204 80.64 80.70 80.50 80.60 -0.08 5,585 107,129 +375
Mar02 011204 81.03 81.03 80.90 80.97 -0.08 428 2,603 +250
Jun02 011204 81.37 81.37 81.37 81.37 -0.08 0 73 +0
Total Volume and Open Interest 6,013 110,157 +625
Deutsche Mark(IMM)
Dec01 011204 45.49 45.49 45.49 45.49 -0.09 0 194 +0
Total Volume and Open Interest 0 194 +0
Swiss Franc(IMM)
Dec01 011204 60.50 60.59 60.36 60.47 +0.03 10,105 49,993 -24
Mar02 011204 60.52 60.53 60.40 60.47 +0.02 430 1,295 +179
Jun02 011204 60.50 60.50 60.50 60.50 +0.02 1 7 +1
Total Volume and Open Interest 10,536 51,318 +156
EuroFX(IMM)
Dec01 011204 89.06 89.19 88.89 88.97 -0.17 16,179 105,007 -2,746
Mar02 011204 88.73 88.86 88.60 88.67 -0.17 1,045 5,222 +680
Jun02 011204 88.50 88.50 88.45 88.45 -0.20 51 303 +83
Total Volume and Open Interest 17,277 110,589 -1,981
Mexican Peso(IMM)
Dec01 011204 10832.5 10850.0 10800.0 10832.5 +7.5 2,867 20,113 +152
Mar02 011204 10600.0 10620.0 10590.0 10607.5 +17.5 646 2,417 +439
Total Volume and Open Interest 3,533 22,766 +611
30-Year T-Bonds(CBOT)
Dec01 011204 105~08 106~09 105~00 106~03 +0~30 58,339 129,806 -26,053
Mar02 011204 104~07 105~06 103~29 105~00 +0~29 214,300 359,224 +8,912
Jun02 011204 102~27 104~01 102~27 103~29 +0~29 61 20,582 +25
Total Volume and Open Interest 272,700 509,612 -17,116
Municipal Bonds(CBOT)
Dec01 011204 105~28 106~07 105~24 106~02 +0~02 152 9,579 -42
Mar02 011204 104~24 105~06 104~21 105~00 +0~07 181 2,918 +58
Total Volume and Open Interest 333 12,497 +16
10-Year T-Notes(CBOT)
Dec01 011204 108~150 109~015 108~080 108~280 +0~135 72,692 155,790 -37,821
Mar02 011204 107~090 107~265 106~315 107~200 +0~135 256,809 409,625 +9,908
Total Volume and Open Interest 329,511 565,496 -27,913
5-Year T-Notes(CBOT)
Dec01 011204 108~070 108~180 108~035 108~140 +0~055 60,433 180,514 -24,640
Mar02 011204 107~000 107~115 106~285 107~070 +0~050 112,825 320,678 +24,049
Jun02 011204 106~150 106~150 106~150 106~150 +0~050      
Total Volume and Open Interest 173,258 501,192 -591
2 Year T-Notes(CBOT)
Dec01 011204 105~072 105~088 105~066 105~083 +0~009 6,372 21,044 -3,492
Mar02 011204 104~105 104~120 104~096 104~114 +0~006 7,687 50,313 +500
Total Volume and Open Interest 14,059 71,357 -2,992
3-Mth T-Bills(IMM)
Mar02 011204 98.17 98.17 98.17 98.17 unch 4 64 +3
Total Volume and Open Interest 48 2,396 +42
Eurodollars(IMM)
Dec01 011204 98.082 98.100 98.077 98.092 +0.010 77,389 850,535 -6,101
Mar02 011204 97.965 97.990 97.935 97.965 unch 131,281 662,867 -1,718
Jun02 011204 97.525 97.585 97.490 97.540 +0.015 159,364 618,115 +4,064
Sep02 011204 96.960 97.050 96.930 97.000 +0.025 134,095 504,824 +1,621
Dec02 011204 96.340 96.435 96.315 96.400 +0.050 85,624 506,339 -1,951
Mar03 011204 95.860 95.965 95.835 95.925 +0.055 34,840 292,461 -7,986
Jun03 011204 95.435 95.545 95.420 95.510 +0.070 24,237 204,732 -9,629
Sep03 011204 95.110 95.220 95.105 95.200 +0.080 22,714 169,078 -7,952
Dec03 011204 94.815 94.915 94.805 94.890 +0.080 12,445 138,263 -4,424
Mar04 011204 94.675 94.780 94.665 94.750 +0.080 10,322 117,350 -1,153
Jun04 011204 94.500 94.610 94.500 94.580 +0.080 8,884 94,158 -1,221
Sep04 011204 94.365 94.480 94.365 94.450 +0.085 8,680 84,792 -290
Total Volume and Open Interest 753,059 4,840,634 -39,068
3-Mth Euro-Yen(IMM)
Dec01 011204 99.91 99.92 99.90 99.91 unch 715 17,740 -680
Mar02 011204 99.83 99.84 99.83 99.83 -0.01 1,209 9,728 +171
Jun02 011204 99.84 99.85 99.84 99.85 +0.01 590 11,551 +245
Sep02 011204 99.82 99.82 99.82 99.82 unch 101 2,567 -12
Dec02 011204 99.79 99.79 99.79 99.79 +0.01 28 1,138 -28
Mar03 011204 99.75 99.75 99.75 99.75 +0.01 0 1,152 -4
Jun03 011204 99.73 99.73 99.73 99.73 +0.01 5 1,168 +5
Sep03 011204 99.67 99.67 99.67 99.67 unch 2 79 +2
Dec03 011204 99.60 99.60 99.60 99.60 +0.01 0 147 +145
Mar04 011204 99.52 99.52 99.52 99.52 unch 0 320 +100
Total Volume and Open Interest 2,650 45,656 +10
3-Mth Euro-Yen(SIMEX)
Dec01 011204 99.90 99.90 99.90 99.90 unch 1,030 91,670 +162
Mar02 011204 99.83 99.84 99.83 99.83 unch 7,592 82,525 +2,496
Jun02 011204 99.83 99.85 99.83 99.85 +0.01 7,731 84,083 +9,369
Sep02 011204 99.82 99.82 99.82 99.82 +0.00 1,139 27,264 -290
Dec02 011204 99.78 99.79 99.78 99.79 +0.01 1,146 13,237 +32
Mar03 011204 99.74 99.75 99.74 99.75 +0.01 494 19,051 -434
Jun03 011204 99.72 99.74 99.72 99.74 +0.01 662 19,729 +459
Sep03 011204 99.67 99.68 99.67 99.68 +0.01 15 7,607 +16
Total Volume and Open Interest 20,975 361,295 +13,131
Euro Notional Bond(MATIF)
Dec01 011204 91.62 91.76 91.42 91.60 +0.12 248 23,349 -459
Mar02 011204 91.70 91.70 91.70 91.70 +0.12      
Jun02 011204 91.80 91.80 91.80 91.80 +0.12      
Total Volume and Open Interest 248 23,349 -459
3-Month Euribor(MATIF)
Dec01 011204 96.70 96.70 96.70 96.70 unch 0 2,776 +0
Mar02 011204 97.00 97.00 97.00 97.00 unch 0 2,496 +0
Jun02 011204 97.00 97.00 97.00 97.00 unch 0 211 +0
Total Volume and Open Interest 0 6,273 +0
German Euro-Bund(EUREX)
Dec01 011204 110.70 110.96 110.52 110.90 +0.32 605,194 448,268 -116,518
Mar02 011204 110.55 110.82 110.38 110.75 +0.35 132,309 224,793 +71,239
Jun02 011204 109.96 109.96 109.96 109.96 +0.33 5,290 6,140 -481
Total Volume and Open Interest 742,793 679,201 -45,760
German Euro-Bobl(EUREX)
Dec01 011204 108.71 108.83 108.59 108.78 +0.12 400,921 298,166 -90,807
Mar02 011204 108.25 108.35 108.11 108.31 +0.15 70,723 142,116 +29,352
Jun02 011204 107.78 107.78 107.78 107.78 +0.10 1,178 1,525 -3,983
Total Volume and Open Interest 472,822 441,807 -65,438
Long Gilt(LIFFE)
Dec01 011204 116~30 117~14 116~27 117~03 +0~04 16,772 21,097 -1,180
Mar02 011204 116~16 116~30 116~08 116~19 +0~03 14,356 46,757 +3,094
Total Volume and Open Interest 31,128 67,854 +1,914
3-Mth Short Sterling(LIFFE)
Dec01 011204 96.05 96.06 96.04 96.05 -0.01 24,728 0 +0
Mar02 011204 96.08 96.12 96.06 96.10 unch 28,076 0 +0
Jun02 011204 95.89 95.92 95.87 95.91 unch 24,339 0 +0
Total Volume and Open Interest 123,763    
3-Mth Euribor(LIFFE)
Dec01 011204 96.720 96.720 96.690 96.700 -0.010 50,267 453,533 +3,762
Mar02 011204 97.010 97.010 96.980 96.995 unch 77,444 434,737 +3,028
Jun02 011204 97.010 97.010 96.980 97.000 -0.005 78,388 346,621 -1,963
Total Volume and Open Interest 319,821 1,965,149 +4,424
3-Mth Aus T-Bills(SFE)
Dec01 011204 95.84 95.84 95.78 95.79 -0.05 8,603 137,812 -16,329
Mar02 011204 96.01 96.01 95.91 95.92 -0.07 12,099 120,245 -856
Jun02 011204 95.84 95.86 95.77 95.78 -0.06 1,825 45,347 +343
Sep02 011204 95.54 95.56 95.47 95.47 -0.06 508 22,934 +119
Dec02 011204 95.23 95.23 95.14 95.14 -0.08 448 17,414 +13
Mar03 011204 94.96 94.96 94.86 94.87 -0.07 41 10,821 -59
Jun03 011204 94.75 94.75 94.64 94.65 -0.08 117 8,126 -20
Sep03 011204 94.57 94.57 94.47 94.48 -0.07 161 7,304 -21
Dec03 011204 94.44 94.44 94.34 94.34 -0.08 48 2,975 -178
Mar04 011204 94.22 94.22 94.22 94.22 -0.09 33 2,018 -67
Total Volume and Open Interest 23,961 378,260 -17,077
10-Year Aus T-Bonds(SFE)
Dec01 011204 94.40 94.48 94.36 94.44 +0.03 1,545 175,573 -2,522
Mar02 011204 94.30 94.38 94.30 94.38 +0.01 67 682 +630
Total Volume and Open Interest 9,798 178,147 -61,499
3-Year Aus T-Bonds(SFE)
Dec01 011204 95.28 95.28 95.15 95.17 -0.08 25,101 433,118 -191,442
Mar02 011204 95.04 95.04 94.96 94.96 -0.09 0 815 +0
Total Volume and Open Interest 25,101 433,933 -191,442
Gold(CMX)
Dec01 011204 275.9 276.3 275.0 275.4 -1.5 744 1,307 -3,129
Feb02 011204 277.0 277.4 276.1 276.3 -1.6 22,152 65,366 -733
Apr02 011204 277.5 277.8 276.6 276.8 -1.6 406 6,224 +64
Jun02 011204 277.6 278.7 277.3 277.3 -1.6 155 7,812 +43
Aug02 011204 277.8 277.8 277.8 277.8 -1.6 2 3,305 +0
Oct02 011204 278.3 278.3 278.3 278.3 -1.7 0 2,252 +0
Total Volume and Open Interest 24,155 103,799 -3,233
Silver(CMX)
Dec01 011204 414.5 418.0 412.8 412.8 -7.2 303 430 -541
Mar02 011204 418.5 421.0 414.5 415.3 -7.4 11,452 55,443 -961
May02 011204 423.0 423.0 416.9 416.9 -7.3 22 2,084 +1
Jul02 011204 420.5 422.5 418.4 418.4 -7.2 61 3,143 -9
Sep02 011204 419.8 419.8 419.8 419.8 -7.2 0 1,598 +0
Total Volume and Open Interest 11,886 70,476 -1,491
Platinum(NYM)
Jan02 011204 460.9 460.9 453.5 454.2 -3.5 874 5,422 -116
Apr02 011204 451.0 452.0 446.7 446.7 -5.0 145 627 +75
Jul02 011204 440.2 440.2 440.2 440.2 -5.0 0 60 +0
Oct02 011204 442.5 442.5 437.2 437.2 -5.0 20 37 -18
Total Volume and Open Interest 1,039 6,146 -59
Palladium(NYME)
Dec01 011204 366.25 366.25 366.25 366.25 +5.00 39 110 -175
Mar02 011204 364.00 369.00 362.25 367.00 +4.75 113 1,168 +9
Jun02 011127 310.00 310.00 310.00 310.00 unch 120 770  
Total Volume and Open Interest 490 1,408  
Copper(CMX)
Dec01 011204 69.90 70.70 69.90 69.95 -0.45 761 5,832 -1,537
Mar02 011204 70.95 71.80 70.80 70.90 -0.50 6,980 33,840 -485
May02 011204 71.40 72.00 71.40 71.40 -0.50 143 4,870 +41
Jul02 011204 71.95 72.55 71.80 71.85 -0.50 28 3,618 +3
Sep02 011204 72.50 72.85 72.30 72.30 -0.50 12 2,918 +1
Total Volume and Open Interest 8,457 69,281 -1,813
DJIA Index(CBOT)
Dec01 011204 9810 9934 9745 9927 +167 13,273 27,079 +154
Mar02 011204 9815 9930 9750 9926 +164 490 1,617 +277
Jun02 011204 9933 9933 9933 9933 +167 1 316 +1
Sep02 011204 9948 9948 9948 9948 +167 0 75 +0
Total Volume and Open Interest 13,764 29,195 +432
S & P 500(CME)
Dec01 011204 1134.30 1148.00 1128.70 1147.70 +18.20 72,693 386,306 -7,537
Mar02 011204 1135.50 1149.50 1130.00 1149.10 +18.20 15,821 158,283 +9,993
Jun02 011204 1151.70 1151.70 1151.70 1151.70 +18.10 121 8,300 -21
Sep02 011204 1155.10 1155.10 1155.10 1155.10 +17.90 1 431 -1
Total Volume and Open Interest 88,646 553,649 +2,434
S & P 500 E-Mini(Globex)
Dec01 011204 1129.00 1148.00 1127.75 1147.75 +18.25 193,563 239,242 -943
Mar02 011204 1128.50 1149.00 1128.50 1149.00 +18.00 278 276 +122
Total Volume and Open Interest 193,841 239,518 -821
NASDAQ 100(CME)
Dec01 011204 1581.00 1642.00 1578.00 1641.00 +74.00 13,076 59,894 -271
Mar02 011204 1592.00 1647.50 1592.00 1647.50 +74.00 214 2,226 +221
Jun02 011204 1654.00 1654.00 1654.00 1654.00 +74.00 0 2 +0
Total Volume and Open Interest 13,290 62,122 -50
NASDAQ 100 E-Mini(GLOBEX)
Dec01 011204 1566.5 1641.0 1562.5 1641.0 +74.0 145,612 123,644 +1,066
Mar02 011204 1581.0 1647.5 1581.0 1647.5 +74.0 10 175 +6
Total Volume and Open Interest 145,622 123,819 +1,072
NYSE Composite(NYBOT)
Dec01 011204 576.30 582.80 574.80 582.70 +8.65 720 5,784 +130
Mar02 011204 583.20 583.20 583.20 583.20 +8.65 40 630 -20
Jun02 011204 583.70 583.70 583.70 583.70 +8.65 0 300 +0
Total Volume and Open Interest 760 6,714 +110
S & P Midcap 400(CME)
Dec01 011204 482.40 492.00 481.60 492.00 +11.75 969 14,369 -281
Mar02 011204 492.85 492.85 492.85 492.85 +11.60 0 25 +0
Jun02 011204 496.85 496.85 496.85 496.85 +11.60      
Total Volume and Open Interest 969 14,394 -281
Russell 2000(CME)
Dec01 011204 457.50 469.00 457.50 469.00 +13.25 2,322 25,909 -704
Mar02 011204 469.50 469.50 469.50 469.50 +13.25 187 189 +187
Jun02 011204 473.50 473.50 473.50 473.50 +13.25      
Total Volume and Open Interest 2,509 26,098 -517
Value Line(KCBT)
Dec01 011204 1178.00 1200.75 1178.00 1199.50 +24.50 74 291 -15
Total Volume and Open Interest 74 341 -15
Nikkei 225(CME)
Dec01 011204 10480 10570 10450 10545 +165 1,026 16,377 -263
Mar02 011204 10470 10560 10470 10560 +165 16 68 -5
Total Volume and Open Interest 1,042 16,468 -268
Nikkei 225(SIMEX)
Dec01 011204 10430 10490 10330 10450 +35 17,909 105,277 +129
Mar02 011204 10440 10445 10400 10445 +35 100 587 +82
Jun02 011204 10405 10405 10405 10405 +35 0 24 +0
Total Volume and Open Interest 18,009 105,888 +211
CAC 40(MATIF)
Dec01 011204 4491.0 4573.5 4475.5 4536.0 +64.0 52,887 476,565 +15,274
Jan02 011204 4502.5 4548.5 4483.5 4548.5 +64.0 1 2,578 +1
Feb02 011204 4520.5 4560.5 4520.5 4560.5 +64.5 1 1 +1
Total Volume and Open Interest 53,890 571,597 +15,276
DAX Index(EUREX)
Dec01 011204 5005.5 5051.0 4987.0 5032.0 +23.5 60,079 157,974 +3,377
Mar02 011204 5036.5 5083.0 5036.5 5068.0 +24.0 1,015 17,813 +448
Jun02 011204 5117.0 5117.0 5103.5 5108.0 +24.0 182 4,073 -64
Total Volume and Open Interest 61,276 179,860 +3,761
FT-SE 100(LIFFE)
Dec01 011204 5200.00 5235.50 5181.00 5214.00 +25.00 41,801 357,907 +8,055
Mar02 011204 5200.00 5243.00 5195.00 5222.50 +25.50 1,529 33,598 +785
Jun02 011204 5220.00 5249.00 5220.00 5237.50 +26.50 12 19,243 +0
Total Volume and Open Interest 43,342 410,748 +8,840
SPI 200(SFE)
Dec01 011204 3337.0 3344.0 3326.0 3327.0 -7.0 11,774 134,062 -9,930
Mar02 011204 3344.0 3347.0 3334.0 3334.0 -7.0 401 2,858 +368
Jun02 011204 3345.0 3345.0 3345.0 3345.0 -7.0 47 1,546 -47
Total Volume and Open Interest 12,248 138,941 -9,623
GSCI(CME)
Dec01 011204 171.85 171.85 168.15 168.70 -2.90 114 17,088 -9
Jan02 011204 172.60 172.60 170.60 170.60 -3.00 13 53 +3
Feb02 011204 172.00 172.00 172.00 172.00 -2.60      
Total Volume and Open Interest 127 17,141 -6
Bridge CRB Index(NYBOT)
Jan02 011204 193.75 194.00 192.30 192.50 -1.90 26 210 +9
Feb02 011204 192.50 192.50 192.50 192.50 -1.90 3 144 +2
Apr02 011204 194.00 194.00 193.25 193.25 -1.90 1 8 +0
Total Volume and Open Interest 30 369 +11
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!