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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 Thu December 06, 2001
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan02 011206 445.00 445.50 441.00 441.50 -1.00 20,398 68,815 +530
Mar02 011206 447.00 448.00 443.75 444.25 -1.00 6,816 40,605 -6
May02 011206 452.50 452.50 447.50 448.25 -1.25 2,555 32,140 +538
Jul02 011206 457.00 457.00 452.75 453.25 -1.00 2,133 23,561 +483
Aug02 011206 456.00 456.00 452.25 452.25 -1.25 98 1,668 +11
Sep02 011206 457.00 457.00 454.00 454.00 +0.50 0 257 +0
Nov02 011206 460.00 461.50 458.00 458.00 -0.75 344 8,137 +49
Total Volume and Open Interest 32,345 175,206 +1,606
Soybean Meal(CBOT)
Dec01 011206 154.00 154.00 151.00 151.20 -2.70 4,227 7,878 -1,640
Jan02 011206 150.20 150.20 148.40 148.60 -1.70 9,835 30,940 +278
Mar02 011206 147.80 148.30 146.80 147.20 -1.20 7,595 35,208 +616
May02 011206 147.00 147.00 145.70 146.20 -1.10 2,851 28,120 -20
Jul02 011206 148.00 148.00 146.50 147.10 -1.10 2,388 26,770 +1,041
Aug02 011206 147.50 148.30 146.80 146.80 -0.70 128 7,008 +111
Sep02 011206 148.70 148.80 147.50 147.50 -1.30 102 5,578 +71
Oct02 011206 148.50 148.50 147.00 147.20 -0.70 90 3,267 +84
Total Volume and Open Interest 27,757 151,993 +709
Soybean Oil(CBOT)
Dec01 011206 16.55 16.58 16.28 16.37 +0.04 6,299 4,990 -165
Jan02 011206 16.70 16.71 16.45 16.50 -0.01 16,536 48,459 +3,770
Mar02 011206 16.92 16.95 16.69 16.71 -0.05 5,651 41,508 +2,628
May02 011206 17.12 17.14 16.89 16.92 -0.05 1,917 33,479 +535
Jul02 011206 17.35 17.35 17.11 17.12 -0.06 1,141 21,416 -11
Aug02 011206 17.40 17.40 17.20 17.20 -0.07 104 4,763 +9
Sep02 011206 17.50 17.53 17.28 17.28 -0.07 66 3,242 +8
Oct02 011206 17.60 17.63 17.45 17.48 +0.02 38 1,745 +37
Total Volume and Open Interest 32,066 165,867 +7,004
Canola(WCE)
Jan02 011206 348.5 350.5 348.2 349.4 +1.6 5,927 31,389 +93
Mar02 011206 347.0 348.5 346.2 347.2 +1.5 6,761 18,873 +2,014
May02 011206 346.5 347.5 346.5 347.5 +2.0 506 8,481 +290
Jul02 011206 346.0 347.5 345.7 346.7 +1.5 174 5,780 -188
Total Volume and Open Interest 13,528 68,567 +2,224
Corn(CBOT)
Dec01 011206 210.25 210.25 205.25 205.50 -4.25 5,085 6,174 -1,941
Jan02 011206 211.75 211.75 209.00 209.00 -2.75 1,297 1,691 -8
Mar02 011206 220.00 220.00 216.25 216.50 -2.75 35,527 252,054 +2,610
May02 011206 226.75 226.75 223.00 223.25 -2.75 4,872 58,881 +323
Jul02 011206 232.00 232.00 228.50 228.75 -2.75 3,915 46,686 -512
Sep02 011206 236.50 236.50 234.00 234.25 -2.00 551 11,332 +87
Total Volume and Open Interest 54,805 413,224 +1,107
Wheat(CBOT)
Dec01 011206 277.00 277.50 272.50 273.00 -4.25 986 3,418 -644
Mar02 011206 285.25 285.75 281.50 281.75 -3.50 12,142 73,992 +2,240
May02 011206 288.00 288.50 284.00 284.25 -4.25 688 8,763 +96
Jul02 011206 290.00 290.00 286.00 286.50 -3.50 1,302 13,623 +1,139
Sep02 011206 293.75 293.75 290.00 290.50 -2.50 111 804 +59
Total Volume and Open Interest 15,832 102,774 +2,804
Wheat(KCBT)
Dec01 011206 284.00 284.00 281.00 281.00 -2.00 177 239 -35
Mar02 011206 291.50 291.75 288.00 288.25 -2.50 3,451 46,985 -808
May02 011206 296.50 297.25 293.00 293.00 -3.50 1,339 10,160 -762
Jul02 011206 303.50 304.00 299.00 299.00 -3.50 1,147 7,783 -285
Sep02 011206 310.50 310.50 306.50 306.50 -3.50 281 1,913 -174
Total Volume and Open Interest 7,108 68,576 -2,077
Wheat(MGE)
Dec01 011206 299.00 300.50 298.75 298.75 +0.25 194 136 -229
Mar02 011206 310.00 312.00 309.75 310.00 unch 1,871 20,273 +414
May02 011206 316.75 318.00 316.25 316.50 +0.75 164 2,457 -1
Jul02 011206 324.00 324.00 322.50 323.00 +0.75 149 1,456 +137
Sep02 011206 328.00 328.00 328.00 328.00 +0.50 1 982 +1
Total Volume and Open Interest 2,379 25,906 +322
Oats(CBOT)
Dec01 011206 234.00 235.00 226.50 226.50 -7.00 644 1,454 -311
Mar02 011206 212.75 213.00 203.00 203.25 -9.50 1,644 7,749 -43
May02 011206 199.50 199.50 191.50 192.00 -8.00 182 2,673 +71
Jul02 011206 176.00 176.00 173.25 173.25 -6.00 61 1,281 +58
Total Volume and Open Interest 2,610 14,017 -152
Rough Rice(MCE)
Jan02 011206 4.17 4.17 4.13 4.14 unch 199 3,129 -25
Mar02 011206 4.39 4.40 4.36 4.36 +0.00 130 1,890 +26
May02 011206 4.58 4.62 4.57 4.57 +0.03 1 722 +0
Jul02 011206 4.78 4.80 4.77 4.77 +0.03 38 375 -41
Total Volume and Open Interest 368 6,290 -40
Live Cattle(CME)
Dec01 011206 66.850 67.050 66.500 66.750 -0.425 4,173 16,821 -655
Feb02 011206 69.650 69.750 69.125 69.300 -0.575 4,527 41,285 +330
Apr02 011206 71.900 72.000 71.475 71.625 -0.450 1,938 19,463 +308
Jun02 011206 68.875 68.875 68.425 68.550 -0.375 589 12,633 +128
Aug02 011206 68.825 68.850 68.600 68.650 -0.225 159 5,018 +46
Oct02 011206 70.700 70.775 70.600 70.775 -0.375 32 1,556 +20
Total Volume and Open Interest 11,427 97,304 +186
Feeder Cattle(CME)
Jan02 011206 84.950 85.000 84.425 84.750 -0.375 1,033 6,672 -13
Mar02 011206 83.600 83.700 83.250 83.650 -0.125 273 3,889 +21
Apr02 011206 83.500 83.500 83.100 83.450 -0.275 80 1,804 -4
May02 011206 82.950 83.050 82.650 82.975 -0.275 48 1,604 +22
Aug02 011206 84.300 84.400 84.050 84.400 -0.325 46 611 +3
Sep02 011206 84.400 84.400 84.400 84.400 -0.250 17 95 +2
Oct02 011206 84.400 84.400 84.400 84.400 -0.100 0 38 +0
Total Volume and Open Interest 1,498 14,718 +31
Lean Hogs(CME)
Dec01 011206 47.200 47.950 46.650 47.775 +0.750 3,871 8,681 -1,403
Feb02 011206 52.000 53.400 51.900 53.050 +0.400 5,397 14,604 +299
Apr02 011206 56.000 57.550 55.750 57.375 +0.700 528 3,992 +38
Jun02 011206 63.500 64.300 63.150 64.250 +0.750 96 1,383 -1
Jul02 011206 61.100 62.000 61.050 61.900 +0.600 45 484 +6
Aug02 011206 60.000 60.950 59.950 60.950 +0.525 2 317 +1
Oct02 011206 53.100 53.100 53.100 53.100 +0.225 13 351 +13
Dec02 011206 50.100 50.200 50.000 50.000 unch 21 69 +18
Total Volume and Open Interest 10,018 30,917 -1,045
Pork Bellies(CME)
Feb02 011206 74.100 75.500 73.500 75.175 +1.100 712 1,998 -162
Mar02 011206 73.750 75.400 73.300 75.150 +1.525 58 259 -13
May02 011206 75.125 76.775 75.125 76.775 +1.325 2 118 +0
Jul02 011206 77.200 77.200 77.100 77.100 +1.600 3 37 +3
Aug02 011206 77.200 77.200 77.200 77.200 +1.500 0 7 +0
Total Volume and Open Interest 775 2,419 -172
Cocoa(NYBOT)
Dec01 011206 1319 1325 1300 1300 +2 59 434 -104
Mar02 011206 1288 1310 1274 1278 -1 3,131 37,944 +266
May02 011206 1282 1299 1263 1266 -4 494 14,722 +57
Jul02 011206 1276 1280 1254 1254 -3 138 9,425 -43
Sep02 011206 1245 1245 1243 1244 unch 52 5,378 -37
Dec02 011206 1237 1241 1212 1212 -3 263 8,863 -67
Mar03 011206 1233 1233 1201 1201 -6 578 8,085 +206
Total Volume and Open Interest 4,943 92,581 +317
Coffee "C"(NYBOT)
Dec01 011206 42.75 43.25 42.00 42.00 -0.10 44 185 -125
Mar02 011206 46.50 47.30 45.60 45.80 -0.20 3,751 33,838 -498
May02 011206 48.75 49.20 47.65 47.85 -0.20 731 7,905 -30
Jul02 011206 50.70 51.40 49.60 49.85 -0.15 791 4,307 +119
Sep02 011206 52.35 53.00 51.50 51.60 unch 295 3,657 +98
Dec02 011206 54.50 55.50 53.70 53.70 -0.10 108 2,767 +55
Total Volume and Open Interest 5,778 53,405 -336
Orange Juice(NYBOT)
Jan02 011206 94.05 94.25 90.60 91.15 -3.00 837 14,814 -373
Mar02 011206 96.75 96.75 93.00 93.60 -3.05 514 4,357 +301
May02 011206 97.10 97.10 94.75 95.10 -2.90 16 1,165 +14
Jul02 011206 96.90 96.90 96.00 96.10 -2.90 0 210 +0
Sep02 011206 97.10 97.10 97.10 97.10 -2.90 0 201 +0
Total Volume and Open Interest 1,368 22,206 -57
Sugar #11(NYBOT)
Mar02 011206 7.79 7.85 7.72 7.84 +0.05 11,644 86,593 -322
May02 011206 7.18 7.22 7.15 7.20 +0.01 2,573 24,941 +415
Jul02 011206 6.72 6.74 6.68 6.70 -0.02 2,425 28,349 +317
Oct02 011206 6.64 6.64 6.56 6.57 -0.05 723 17,025 -97
Mar03 011206 6.72 6.73 6.65 6.65 -0.05 41 6,701 +40
Total Volume and Open Interest 17,412 169,651 +359
London Cocoa(LCE)
Dec01 011206 950 971 950 950 +4 781 13,017 -51
Mar02 011206 978 995 970 974 unch 2,264 67,479 +635
May02 011206 995 1005 982 986 -1 914 31,444 +189
Jul02 011206 1007 1018 995 999 unch 641 25,663 +410
Sep02 011206 998 1006 987 991 +5 241 12,449 +139
Dec02 011206 964 973 950 954 unch 879 6,430 +567
Mar03 011206 960 963 943 943 -5 722 6,025 +307
Total Volume and Open Interest 6,442 163,134 +2,196
London Coffee(LCE)
Jan02 011206 390.00 396.00 387.00 395.00 +1.00 1,996 30,054 -33
Mar02 011206 396.00 404.00 394.00 403.00 +3.00 2,356 24,000 +479
May02 011206 409.00 415.00 406.00 414.00 +3.00 520 19,357 +72
Jul02 011206 422.00 427.00 420.00 425.00 +2.00 159 14,939 +58
Sep02 011206 433.00 437.00 433.00 436.00 +2.00 234 12,081 +55
Nov02 011206 446.00 447.00 444.00 447.00 +2.00 50 4,517 +29
Total Volume and Open Interest 5,327 104,956 +668
London Sugar(LCE)
Dec01 011115 241.50 248.00 236.50 240.40 -1.10 3,820 4,096 -1,367
Mar02 011206 243.50 244.50 242.80 244.50 +1.10 1,004 23,799 +244
May02 011206 230.50 232.60 230.50 232.60 +1.20 327 8,796 +218
Aug02 011206 219.00 220.00 218.90 220.00 +0.60 403 10,235 +20
Oct02 011206 204.90 204.90 204.90 204.90 +0.40 84 4,611 -31
Total Volume and Open Interest 1,893 48,564 +511
Cotton(NYBOT)
Dec01 011204 35.10 35.10 34.45 34.71 -0.70 81 104 -27
Mar02 011206 36.81 38.30 36.81 37.93 +1.15 4,643 30,579 -468
May02 011206 38.25 39.65 38.25 39.21 +1.08 646 9,744 +26
Jul02 011206 39.50 40.70 39.45 40.40 +1.25 818 9,338 +164
Oct02 011206 42.25 42.35 42.25 42.35 +1.10 0 320 +0
Dec02 011206 42.50 43.45 42.50 43.28 +1.08 421 4,951 +36
Total Volume and Open Interest 6,635 56,903 -292
Lumber(CME)
Jan02 011206 231.0 234.5 229.0 234.5 +10.0 325 1,752 +0
Mar02 011206 244.5 251.3 244.5 251.3 +10.0 113 482 +24
May02 011206 248.6 254.0 248.6 254.0 +7.0 16 143 +5
Jul02 011206 253.2 253.2 253.2 253.2 +3.2 0 17 +0
Total Volume and Open Interest 454 2,396 +29
Crude Oil(NYM)
Jan02 011206 19.50 19.55 18.20 18.54 -0.95 72,548 106,276 -3,553
Feb02 011206 19.85 19.85 18.60 18.93 -0.91 30,778 73,831 +2,616
Mar02 011206 20.00 20.02 18.90 19.17 -0.87 9,153 41,221 +1,529
Apr02 011206 20.00 20.00 19.30 19.38 -0.79 5,582 22,200 -476
May02 011206 20.10 20.10 19.50 19.54 -0.74 2,630 16,084 +895
Jun02 011206 20.45 20.45 19.45 19.67 -0.70 6,969 26,695 +1,513
Jul02 011206 20.25 20.25 19.77 19.77 -0.67 2,176 13,274 +792
Aug02 011206 19.86 19.86 19.86 19.86 -0.64 1,312 11,697 +259
Sep02 011206 19.94 19.94 19.94 19.94 -0.62 857 12,833 +488
Oct02 011206 20.02 20.02 20.02 20.02 -0.60 266 9,393 +203
Total Volume and Open Interest 139,765 435,772 +4,797
Heating Oil(NYM)
Jan02 011206 52.90 53.20 50.10 50.66 -2.48 21,737 43,063 -1,534
Feb02 011206 53.90 54.30 51.55 52.06 -2.21 10,015 23,656 +2,007
Mar02 011206 54.10 54.65 52.25 52.66 -1.91 2,828 21,024 +515
Apr02 011206 54.25 54.80 52.50 52.91 -1.66 2,048 16,294 +34
May02 011206 53.90 54.60 52.50 52.81 -1.51 875 7,273 +342
Jun02 011206 54.30 55.00 52.80 53.21 -1.46 2,267 10,030 +59
Jul02 011206 55.70 55.70 53.60 53.86 -1.46 540 4,691 +351
Aug02 011206 56.45 56.45 54.40 54.61 -1.46 374 3,386 +89
Sep02 011206 57.25 57.40 55.20 55.51 -1.46 170 3,855 +4
Oct02 011206 58.35 58.35 56.30 56.41 -1.46 108 2,454 +73
Total Volume and Open Interest 41,543 150,582 +2,160
Unleaded Gas(NYM)
Jan02 011206 53.90 54.40 51.25 51.75 -2.45 14,454 35,363 +717
Feb02 011206 54.60 55.50 52.55 52.98 -2.36 5,241 13,480 +1,137
Mar02 011206 56.00 56.60 53.90 54.30 -2.29 1,698 13,550 +527
Apr02 011206 62.25 62.75 60.50 60.67 -2.17 1,802 13,870 +394
May02 011206 63.30 63.30 61.22 61.22 -2.12 1,092 14,055 +397
Jun02 011206 63.65 63.65 61.37 61.37 -2.07 555 9,429 +232
Jul02 011206 62.00 62.00 61.22 61.22 -2.02 228 6,565 -63
Aug02 011206 61.50 61.50 60.67 60.67 -1.97 288 5,626 +43
Total Volume and Open Interest 25,764 117,847 +3,674
Natural Gas(NYM)
Jan02 011206 2.495 2.610 2.475 2.565 +0.074 34,544 59,238 +337
Feb02 011206 2.630 2.710 2.610 2.675 +0.051 12,140 29,764 -1,725
Mar02 011206 2.630 2.700 2.600 2.683 +0.052 13,503 34,072 +888
Apr02 011206 2.600 2.680 2.590 2.665 +0.053 7,249 38,109 -2,848
May02 011206 2.650 2.730 2.645 2.710 +0.056 3,288 18,818 -45
Jun02 011206 2.720 2.775 2.720 2.760 +0.056 2,209 17,031 +194
Jul02 011206 2.745 2.820 2.745 2.802 +0.058 1,377 13,562 -190
Aug02 011206 2.785 2.870 2.780 2.842 +0.058 2,323 12,708 -21
Total Volume and Open Interest 87,542 404,784 -2,142
Brent Crude Oil(IPE)
Jan02 011206 19.33 19.75 18.12 18.39 -0.83 35,640 52,072 -6,986
Feb02 011206 19.62 19.85 18.31 18.55 -0.96 20,841 57,300 +2,407
Mar02 011206 19.62 19.82 18.43 18.63 -0.93 5,543 22,464 -6
Apr02 011206 19.80 19.80 18.50 18.68 -0.92 1,880 9,608 +476
May02 011206 19.80 19.80 18.75 18.75 -0.92 570 7,784 +32
Jun02 011206 19.95 20.00 18.65 18.83 -0.91 6,123 20,107 +1,296
Jul02 011206 19.94 19.94 18.90 18.90 -0.90 1,456 6,506 +717
Aug02 011206 19.32 19.52 18.97 18.97 -0.89 1,050 5,783 -322
Total Volume and Open Interest 77,119 224,377 -1,910
Gas Oil(IPE)
Dec01 011206 162.50 165.25 157.50 158.25 -6.50 11,821 21,856 +7
Jan02 011206 165.50 168.25 160.25 161.25 -7.00 14,466 35,230 +1,272
Feb02 011206 167.00 170.00 164.00 164.00 -6.75 6,089 16,396 -324
Mar02 011206 169.50 170.00 164.75 164.75 -6.50 1,695 9,594 +35
Apr02 011206 170.25 170.25 165.75 165.75 -6.25 700 6,826 -200
May02 011206 172.75 172.75 166.50 166.50 -6.25 150 3,833 +50
Jun02 011206 174.00 174.00 167.75 167.75 -6.25 2,500 15,694 +930
Jul02 011206 172.25 172.25 169.75 169.75 -6.00 0 2,254 +0
Total Volume and Open Interest 39,361 147,076 +2,480
US Dollar Index(NYBOT)
Dec01 011206 116.27 116.36 115.63 115.67 -0.85 2,428 6,771 +426
Mar02 011206 116.83 116.90 116.14 116.17 -0.88 228 2,321 -69
Jun02 011206 116.67 116.67 116.67 116.67 -0.91 0 9 +0
Total Volume and Open Interest 2,656 9,102 +357
Australian Dollar(IMM)
Dec01 011206 51.73 52.00 51.62 51.92 +0.22 2,676 20,205 -718
Mar02 011206 51.40 51.70 51.40 51.64 +0.22 1,384 2,765 +1,181
Jun02 011206 51.25 51.36 51.25 51.36 +0.22 135 242 +135
Total Volume and Open Interest 4,197 23,226 +600
British Pound(IMM)
Dec01 011206 142.00 142.90 141.84 142.76 +1.30 5,942 40,001 +1,053
Mar02 011206 141.28 142.12 141.10 142.06 +1.30 598 4,266 +359
Jun02 011206 141.30 141.40 141.30 141.40 +1.30 0 6 +0
Total Volume and Open Interest 6,540 44,273 +1,412
Canadian Dollar(IMM)
Dec01 011206 63.62 63.64 63.38 63.59 -0.02 4,621 59,932 -1,256
Mar02 011206 63.60 63.62 63.35 63.56 -0.02 1,100 11,099 +523
Jun02 011206 63.40 63.57 63.40 63.57 -0.02 60 1,949 +34
Sep02 011206 63.55 63.59 63.48 63.59 -0.02 18 702 +10
Total Volume and Open Interest 5,845 74,174 -649
Japanese Yen(IMM)
Dec01 011206 80.26 80.47 80.06 80.20 -0.34 16,819 97,641 -4,716
Mar02 011206 80.65 80.86 80.44 80.59 -0.33 9,127 25,059 +7,893
Jun02 011206 81.15 81.15 81.02 81.02 -0.32 68 105 +32
Total Volume and Open Interest 26,026 123,160 +3,212
Deutsche Mark(IMM)
Dec01 011206 45.75 45.75 45.75 45.75 +0.42 0 194 +0
Total Volume and Open Interest 0 194 +0
Swiss Franc(IMM)
Dec01 011206 60.27 60.77 60.20 60.70 +0.55 13,106 49,649 +1,338
Mar02 011206 60.29 60.75 60.26 60.71 +0.55 2,385 3,525 +789
Jun02 011206 60.75 60.75 60.75 60.75 +0.55 5 11 +4
Total Volume and Open Interest 15,496 53,208 +2,131
EuroFX(IMM)
Dec01 011206 88.85 89.50 88.72 89.48 +0.83 18,149 99,035 -3,128
Mar02 011206 88.55 89.18 88.44 89.18 +0.83 1,357 7,133 +620
Jun02 011206 88.70 88.97 88.70 88.97 +0.83 1 316 +0
Total Volume and Open Interest 19,508 106,543 -2,508
Mexican Peso(IMM)
Dec01 011206 10817.5 10830.0 10780.0 10802.5 -9.5 3,269 18,854 -1,042
Mar02 011206 10575.0 10585.0 10560.0 10577.5 -14.5 2,609 4,363 +1,692
Total Volume and Open Interest 5,878 23,453 +650
30-Year T-Bonds(CBOT)
Dec01 011206 103~20 103~23 102~18 102~20 -1~03 35,051 92,421 -14,322
Mar02 011206 102~18 102~21 101~15 101~17 -1~02 322,962 379,694 +14,861
Jun02 011206 100~14 101~03 100~14 100~15 -1~02 2,047 22,206 +101
Total Volume and Open Interest 360,060 494,321 +640
Municipal Bonds(CBOT)
Dec01 011206 104~19 104~19 104~00 104~00 -0~26 463 8,999 -46
Mar02 011206 103~12 103~17 102~28 102~28 -0~25 1,151 3,770 +247
Total Volume and Open Interest 1,614 12,769 +201
10-Year T-Notes(CBOT)
Dec01 011206 107~000 107~000 105~295 106~100 -0~245 46,583 116,581 -18,837
Mar02 011206 105~220 105~240 104~200 105~005 -0~255 450,001 461,134 +29,817
Total Volume and Open Interest 496,610 577,795 +10,979
5-Year T-Notes(CBOT)
Dec01 011206 106~245 107~010 106~140 106~200 -0~190 28,843 137,812 -15,773
Mar02 011206 105~150 105~250 105~000 105~120 -0~195 150,305 345,556 +19,015
Jun02 011206 104~200 104~200 104~200 104~200 -0~190      
Total Volume and Open Interest 179,148 483,368 +3,242
2 Year T-Notes(CBOT)
Dec01 011206 104~116 105~016 104~108 104~126 -0~022 3,308 15,739 -2,600
Mar02 011206 104~020 104~044 104~000 104~022 -0~023 8,463 54,435 +249
Total Volume and Open Interest 11,771 70,174 -2,351
3-Mth T-Bills(IMM)
Mar02 011206 98.10 98.10 98.10 98.10 unch 2 69 +2
Total Volume and Open Interest 113 2,375 -79
Eurodollars(IMM)
Dec01 011206 97.985 98.035 97.975 98.007 -0.033 137,263 837,045 -11,189
Mar02 011206 97.730 97.830 97.695 97.780 -0.020 233,039 663,720 +1,268
Jun02 011206 97.185 97.320 97.115 97.230 -0.060 287,813 618,795 +14,096
Sep02 011206 96.550 96.680 96.470 96.555 -0.130 233,373 514,714 +10,562
Dec02 011206 95.900 96.050 95.820 95.925 -0.145 156,718 505,404 +4,867
Mar03 011206 95.420 95.555 95.345 95.445 -0.140 63,326 287,615 -3,740
Jun03 011206 95.040 95.140 94.970 95.040 -0.145 34,638 203,084 -1,599
Sep03 011206 94.730 94.850 94.695 94.740 -0.150 28,365 165,187 +863
Dec03 011206 94.465 94.555 94.420 94.445 -0.150 14,768 131,983 -1,892
Mar04 011206 94.335 94.425 94.280 94.315 -0.150 14,983 118,153 -121
Jun04 011206 94.175 94.265 94.145 94.155 -0.150 13,644 95,966 -1,758
Sep04 011206 94.050 94.100 94.020 94.030 -0.150 13,248 91,539 -2,901
Total Volume and Open Interest 1,295,547 4,825,371 +6,782
3-Mth Euro-Yen(IMM)
Dec01 011206 99.92 99.92 99.92 99.92 unch 256 16,169 -1,211
Mar02 011206 99.84 99.85 99.84 99.84 +0.01 2,070 10,174 +820
Jun02 011206 99.85 99.86 99.85 99.86 +0.01 956 12,407 +353
Sep02 011206 99.83 99.83 99.83 99.83 unch 40 2,617 +29
Dec02 011206 99.79 99.79 99.79 99.79 unch 10 778 -310
Mar03 011206 99.75 99.75 99.75 99.75 -0.01 0 1,152 +0
Jun03 011206 99.74 99.74 99.74 99.74 unch 0 1,168 +0
Sep03 011206 99.68 99.68 99.68 99.68 unch 0 165 +0
Dec03 011206 99.60 99.60 99.60 99.60 unch 0 147 +0
Mar04 011206 99.54 99.54 99.54 99.54 unch 0 347 +0
Total Volume and Open Interest 3,332 45,198 -319
3-Mth Euro-Yen(SIMEX)
Dec01 011206 99.91 99.92 99.91 99.92 +0.00 1,257 88,788 -1,110
Mar02 011206 99.84 99.85 99.83 99.85 +0.00 3,228 77,911 -1,430
Jun02 011206 99.85 99.86 99.85 99.86 +0.00 1,467 84,660 -377
Sep02 011206 99.82 99.83 99.82 99.83 unch 106 26,900 -189
Dec02 011206 99.79 99.79 99.79 99.79 0.00 800 12,102 +558
Mar03 011206 99.75 99.75 99.75 99.75 0.00 631 21,695 +274
Jun03 011206 99.74 99.75 99.74 99.75 +0.00 181 19,777 +170
Sep03 011206 99.68 99.69 99.68 99.69 unch 0 7,686 -62
Total Volume and Open Interest 7,670 356,183 -2,166
Euro Notional Bond(MATIF)
Dec01 011206 90.35 90.35 89.56 89.87 -0.63 7 23,381 +223
Mar02 011206 89.60 89.70 89.40 89.70 -0.90 54 24 +24
Jun02 011206 89.80 89.80 89.80 89.80 -0.90      
Total Volume and Open Interest 403 23,405 +247
3-Month Euribor(MATIF)
Dec01 011206 96.65 96.65 96.65 96.65 unch 0 2,776 +0
Mar02 011206 96.80 96.80 96.80 96.80 -0.05 0 2,496 +0
Jun02 011206 96.70 96.70 96.70 96.70 -0.10 0 211 +0
Total Volume and Open Interest 0 6,273 +0
German Euro-Bund(EUREX)
Dec01 011206 109.29 109.43 108.85 109.00 -0.26 754,096 317,508 +0
Mar02 011206 109.04 109.22 108.32 108.60 -0.45 560,240 463,496 +124,535
Jun02 011206 107.89 107.89 107.89 107.89 -0.43 2,665 3,856 -300
Total Volume and Open Interest 1,317,001 784,860 +124,235
German Euro-Bobl(EUREX)
Dec01 011206 107.84 107.87 107.50 107.68 -0.15 371,995 212,271 +0
Mar02 011206 107.17 107.25 106.57 106.82 -0.42 373,494 318,842 +100,108
Jun02 011206 107.83 107.83 106.29 106.29 -0.42 4,884 2,491 +1,194
Total Volume and Open Interest 750,373 533,604 +101,302
Long Gilt(LIFFE)
Dec01 011206 115~27 115~30 115~06 115~13 -0~19 7,626 12,551 -4,634
Mar02 011206 115~11 115~14 114~14 114~24 -0~22 37,687 56,994 +4,584
Total Volume and Open Interest 45,313 69,595 -50
3-Mth Short Sterling(LIFFE)
Dec01 011206 95.94 95.98 95.93 95.95 -0.03 41,399 0 +0
Mar02 011206 95.85 95.97 95.85 95.89 -0.04 53,208 0 +0
Jun02 011206 95.57 95.68 95.47 95.58 -0.08 52,684 0 +0
Total Volume and Open Interest 218,886    
3-Mth Euribor(LIFFE)
Dec01 011206 96.655 96.695 96.635 96.650 -0.015 78,602 467,638 +16,279
Mar02 011206 96.815 96.880 96.770 96.810 -0.055 136,500 440,759 +11,945
Jun02 011206 96.750 96.795 96.615 96.710 -0.105 142,158 354,788 +5,210
Total Volume and Open Interest 566,128 1,992,304 +29,261
3-Mth Aus T-Bills(SFE)
Dec01 011206 95.73 95.74 95.72 95.74 -0.02 17,577 130,783 +4,537
Mar02 011206 95.77 95.84 95.77 95.82 -0.09 17,120 125,781 +2,550
Jun02 011206 95.60 95.65 95.59 95.61 -0.17 3,399 47,124 +1,154
Sep02 011206 95.28 95.30 95.23 95.26 -0.20 851 23,419 +308
Dec02 011206 94.93 94.96 94.88 94.90 -0.23 168 17,498 +48
Mar03 011206 94.65 94.65 94.61 94.61 -0.25 23 10,723 -21
Jun03 011206 94.40 94.43 94.38 94.39 -0.25 52 8,131 +50
Sep03 011206 94.21 94.23 94.18 94.19 -0.27 10 7,257 -10
Dec03 011206 94.07 94.10 94.05 94.06 -0.26 20 2,950 +0
Mar04 011206 93.99 93.99 93.93 93.93 -0.26 0 1,977 +0
Total Volume and Open Interest 39,220 378,847 +8,616
10-Year Aus T-Bonds(SFE)
Dec01 011206 94.22 94.28 94.15 94.18 -0.26 1,572 156,863 -513
Mar02 011206 94.11 94.11 94.11 94.11 -0.27 161 1,531 +585
Total Volume and Open Interest 16,806 158,322 -17,933
3-Year Aus T-Bonds(SFE)
Dec01 011206 94.92 95.00 94.91 94.94 -0.22 65,280 408,222 -16,063
Mar02 011206 94.71 94.75 94.69 94.71 -0.23 1,632 2,608 +1,630
Total Volume and Open Interest 66,912 410,830 -14,433
Gold(CMX)
Dec01 011206 273.2 274.2 273.1 274.2 +0.5 214 605 -580
Feb02 011206 274.5 275.4 274.0 275.0 +0.4 20,400 67,058 +1,561
Apr02 011206 275.7 276.0 274.8 275.6 +0.4 136 6,225 +24
Jun02 011206 275.5 276.3 275.5 276.2 +0.4 300 7,808 +0
Aug02 011206 277.0 277.2 276.5 276.8 +0.4 72 3,352 +58
Oct02 011206 277.5 277.5 277.5 277.5 +0.5 32 2,356 -2
Total Volume and Open Interest 22,779 106,920 +1,897
Silver(CMX)
Dec01 011206 418.0 421.7 417.0 421.7 +4.1 161 259 -104
Mar02 011206 421.0 427.5 420.5 423.8 +3.8 8,518 55,987 -346
May02 011206 422.5 429.0 422.5 425.3 +3.6 143 2,166 +79
Jul02 011206 427.0 428.0 426.5 426.6 +3.3 185 3,098 -45
Sep02 011206 427.7 427.7 427.7 427.7 +3.0 0 1,598 +0
Total Volume and Open Interest 9,049 70,946 -405
Platinum(NYM)
Jan02 011206 457.0 465.0 456.0 463.3 +9.7 693 4,843 -333
Apr02 011206 451.0 455.3 451.0 455.3 +9.2 188 1,010 +150
Jul02 011206 448.8 448.8 448.8 448.8 +9.2 3 62 +1
Oct02 011206 445.8 445.8 445.8 445.8 +9.2 0 42 +0
Total Volume and Open Interest 884 5,957 -182
Palladium(NYME)
Dec01 011206 392.90 392.90 392.90 392.90 +22.20 27 18 -79
Mar02 011206 378.00 395.00 378.00 393.65 +22.20 58 1,174 -7
Jun02 011127 310.00 310.00 310.00 310.00 unch 120 770  
Total Volume and Open Interest 490 1,408  
Copper(CMX)
Dec01 011206 70.20 70.40 68.70 68.75 -0.65 1,853 4,998 -882
Mar02 011206 71.10 71.40 69.50 69.65 -0.65 8,986 30,030 -448
May02 011206 71.10 71.15 70.15 70.15 -0.65 119 6,881 +2,162
Jul02 011206 71.65 71.95 70.65 70.65 -0.65 108 3,671 +49
Sep02 011206 72.20 72.20 71.10 71.10 -0.65 6 2,920 -3
Total Volume and Open Interest 11,486 66,362 +1,048
DJIA Index(CBOT)
Dec01 011206 10095 10180 10080 10108 -2 18,140 26,515 +271
Mar02 011206 10095 10185 10085 10111 unch 541 1,877 +259
Jun02 011206 10125 10135 10125 10126 unch 0 316 +0
Sep02 011206 10151 10151 10151 10151 unch 0 75 +0
Total Volume and Open Interest 18,682 28,892 +533
S & P 500(CME)
Dec01 011206 1168.00 1174.50 1164.00 1168.50 -0.20 85,962 366,307 -11,485
Mar02 011206 1170.00 1176.00 1166.40 1170.20 -0.20 14,177 178,327 +9,191
Jun02 011206 1172.50 1175.00 1172.50 1173.50 +0.10 1,933 10,003 +724
Sep02 011206 1178.70 1178.70 1178.70 1178.70 +0.30 145 714 +88
Total Volume and Open Interest 102,220 555,699 -1,473
S & P 500 E-Mini(Globex)
Dec01 011206 1168.50 1174.50 1164.00 1168.50 -0.25 220,546 245,752 +8,199
Mar02 011206 1170.50 1175.00 1166.00 1170.25 -0.25 1,213 1,215 +879
Total Volume and Open Interest 221,759 246,967 +9,078
NASDAQ 100(CME)
Dec01 011206 1715.00 1738.00 1703.00 1724.00 +3.00 28,265 65,082 +2,170
Mar02 011206 1725.00 1735.00 1720.00 1731.00 +3.00 204 2,501 +157
Jun02 011206 1738.00 1738.00 1738.00 1738.00 +3.00 0 2 +0
Total Volume and Open Interest 28,469 67,585 +2,327
NASDAQ 100 E-Mini(GLOBEX)
Dec01 011206 1719.0 1738.0 1703.0 1724.0 +3.0 204,236 134,202 +6,174
Mar02 011206 1750.0 1750.0 1719.5 1731.0 +3.0 256 341 +150
Total Volume and Open Interest 204,492 134,543 +6,324
NYSE Composite(NYBOT)
Dec01 011206 590.00 592.00 588.50 589.60 -1.05 630 5,564 -120
Mar02 011206 589.90 591.90 589.90 590.10 -1.05 30 640 +10
Jun02 011206 590.60 590.60 590.60 590.60 -1.05 0 300 +0
Total Volume and Open Interest 660 6,504 -110
S & P Midcap 400(CME)
Dec01 011206 503.00 508.00 501.50 507.00 +4.00 1,852 14,065 -492
Mar02 011206 508.00 508.00 508.00 508.00 +4.00 545 570 +445
Jun02 011206 512.00 512.00 512.00 512.00 +4.00      
Total Volume and Open Interest 2,397 14,635 -47
Russell 2000(CME)
Dec01 011206 479.00 484.70 478.50 484.60 +5.85 2,885 26,748 +65
Mar02 011206 483.00 486.00 481.50 485.35 +6.00 337 840 +261
Jun02 011206 489.35 489.35 489.35 489.35 +6.00      
Total Volume and Open Interest 3,222 27,588 +326
Value Line(KCBT)
Dec01 011206 1235.00 1239.00 1231.00 1238.00 +5.50 7 322 -3
Total Volume and Open Interest 8 373 -2
Nikkei 225(CME)
Dec01 011206 10860 10940 10825 10875 -105 2,348 16,474 +198
Mar02 011206 10950 10950 10860 10890 -105 169 219 +136
Total Volume and Open Interest 2,517 16,716 +334
Nikkei 225(SIMEX)
Dec01 011206 10960 11050 10805 10835 +75 16,625 106,444 -507
Mar02 011206 10970 11010 10820 10825 +70 337 935 +280
Jun02 011206 10785 10785 10785 10785 +70 0 24 +0
Total Volume and Open Interest 16,962 107,403 -227
CAC 40(MATIF)
Dec01 011206 4716.5 4748.0 4649.0 4690.0 unch 1,771 512,017 +22,761
Jan02 011206 4727.0 4727.0 4686.0 4702.5 unch 141 5,662 +3,079
Feb02 011206 4714.5 4714.5 4714.5 4714.5 +0.5 5,002 5,002 +5,000
Total Volume and Open Interest 88,904 616,341 +31,986
DAX Index(EUREX)
Dec01 011206 5258.0 5347.0 5251.0 5279.0 unch 63,582 156,805 +888
Mar02 011206 5298.0 5382.5 5291.0 5316.5 -0.5 1,982 19,055 +1,099
Jun02 011206 5351.5 5424.5 5344.5 5360.5 -0.5 302 4,073 +20
Total Volume and Open Interest 65,866 179,933 +2,007
FT-SE 100(LIFFE)
Dec01 011206 5368.00 5424.50 5335.00 5380.00 +43.00 63,009 366,896 +6,722
Mar02 011206 5380.00 5431.50 5346.50 5390.50 +44.00 5,389 38,950 +3,737
Jun02 011206 5395.00 5447.50 5370.00 5407.00 +43.50 3,138 20,272 +574
Total Volume and Open Interest 71,536 426,118 +11,033
SPI 200(SFE)
Dec01 011206 3379.0 3384.0 3350.0 3360.0 +14.0 9,599 134,255 -2,553
Mar02 011206 3385.0 3390.0 3359.0 3367.0 +14.0 186 2,916 +58
Jun02 011206 3392.0 3392.0 3378.0 3378.0 +14.0 0 1,546 +0
Total Volume and Open Interest 9,785 139,192 -2,495
GSCI(CME)
Dec01 011206 166.50 166.90 162.80 163.90 -4.10 26 17,118 +0
Jan02 011206 169.00 169.00 165.35 165.95 -4.25 8 79 +0
Feb02 011206 167.00 167.00 167.00 167.00 -4.00      
Total Volume and Open Interest 34 17,197 +0
Bridge CRB Index(NYBOT)
Jan02 011206 192.25 192.75 190.75 191.75 -0.05 39 209 -10
Feb02 011206 191.45 191.75 191.00 191.75 -0.05 1 145 +1
Apr02 011206 192.50 192.50 192.50 192.50 -0.05 2 9 +0
Total Volume and Open Interest 42 370 -9
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!