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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 December 07, 2001
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan02 011207 440.75 447.50 440.00 445.25 +3.75 19,779 69,073 +258
Mar02 011207 443.50 449.75 443.00 448.25 +4.00 5,375 41,670 +1,065
May02 011207 447.50 453.00 446.75 451.25 +3.00 2,867 32,233 +93
Jul02 011207 452.00 458.00 451.50 456.00 +2.75 1,849 23,580 +19
Aug02 011207 455.00 456.00 455.00 455.00 +2.75 32 1,680 +12
Sep02 011207 453.00 455.50 453.00 455.00 +1.00 5 262 +5
Nov02 011207 457.00 462.50 455.50 461.00 +3.00 74 8,120 -17
Total Volume and Open Interest 29,983 176,641 +1,435
Soybean Meal(CBOT)
Dec01 011207 150.00 153.50 150.00 153.10 +1.90 4,516 6,440 -1,438
Jan02 011207 147.90 151.00 147.70 150.40 +1.80 8,922 30,642 -298
Mar02 011207 146.80 149.00 146.40 148.70 +1.50 5,266 36,042 +834
May02 011207 146.00 147.70 145.60 147.70 +1.50 3,191 28,206 +86
Jul02 011207 146.50 148.60 146.50 148.40 +1.30 1,768 27,074 +304
Aug02 011207 147.50 148.70 147.50 148.00 +1.20 296 7,195 +187
Sep02 011207 147.70 149.00 147.70 148.30 +0.80 632 5,528 -50
Oct02 011207 147.00 148.70 147.00 148.00 +0.80 170 3,291 +24
Total Volume and Open Interest 25,249 151,927 -66
Soybean Oil(CBOT)
Dec01 011207 16.30 16.45 16.20 16.39 +0.02 5,738 4,122 -868
Jan02 011207 16.50 16.66 16.40 16.56 +0.06 10,664 45,483 -2,976
Mar02 011207 16.72 16.88 16.62 16.81 +0.10 9,383 41,931 +423
May02 011207 16.92 17.07 16.85 17.03 +0.11 1,960 33,554 +75
Jul02 011207 17.10 17.26 17.05 17.23 +0.11 1,008 21,562 +146
Aug02 011207 17.18 17.32 17.12 17.32 +0.12 42 4,755 -8
Sep02 011207 17.27 17.40 17.20 17.40 +0.12 160 3,297 +55
Oct02 011207 17.37 17.55 17.37 17.48 unch 28 1,721 -24
Total Volume and Open Interest 29,189 162,887 -2,980
Canola(WCE)
Jan02 011207 347.8 350.2 346.5 348.9 -0.5 3,337 30,140 -1,249
Mar02 011207 346.0 348.0 344.5 346.5 -0.7 10,637 23,950 +5,077
May02 011207 344.8 347.4 344.8 346.5 -1.0 295 8,636 +155
Jul02 011207 346.0 347.0 345.0 345.0 -1.7 631 6,019 +239
Total Volume and Open Interest 15,050 72,850 +4,283
Corn(CBOT)
Dec01 011207 205.25 211.00 204.00 208.25 +2.75 3,192 3,359 -2,815
Jan02 011207 208.00 213.50 208.00 211.25 +2.25 94 1,661 -30
Mar02 011207 215.50 222.00 215.25 219.00 +2.50 35,021 253,732 +1,678
May02 011207 222.25 228.25 222.25 225.50 +2.25 3,285 59,439 +558
Jul02 011207 228.50 233.75 227.75 231.00 +2.25 2,971 46,627 -59
Sep02 011207 234.25 238.75 234.00 235.25 +1.00 514 11,467 +135
Total Volume and Open Interest 46,604 413,030 -194
Wheat(CBOT)
Dec01 011207 271.00 276.00 268.50 275.50 +2.50 1,250 2,677 -741
Mar02 011207 280.50 285.00 277.00 284.00 +2.25 12,061 74,030 +38
May02 011207 283.50 287.00 281.00 286.50 +2.25 1,082 8,995 +232
Jul02 011207 285.00 288.75 283.00 286.75 +0.25 2,295 13,894 +271
Sep02 011207 289.00 292.50 289.00 291.00 +0.50 37 830 +26
Total Volume and Open Interest 16,978 102,662 -112
Wheat(KCBT)
Dec01 011207 281.00 282.00 279.00 282.00 +1.00 43 99 -140
Mar02 011207 287.25 290.00 284.50 289.50 +1.25 3,668 46,846 -139
May02 011207 292.00 295.00 291.00 294.25 +1.25 703 9,853 -307
Jul02 011207 299.00 301.00 296.50 300.50 +1.50 1,861 8,145 +362
Sep02 011207 306.75 307.75 306.75 307.50 +1.00 55 1,904 -9
Total Volume and Open Interest 6,689 68,616 +40
Wheat(MGE)
Dec01 011207 298.75 298.75 298.75 298.75 unch 37 26 -110
Mar02 011207 309.00 312.25 308.50 310.50 +0.50 2,472 19,381 -892
May02 011207 315.00 317.75 315.00 317.00 +0.50 245 2,587 +130
Jul02 011207 322.00 323.00 321.50 323.00 unch 123 1,514 +58
Sep02 011207 328.00 330.00 328.00 328.75 +0.75 4 984 +2
Total Volume and Open Interest 2,881 25,094 -812
Oats(CBOT)
Dec01 011207 228.50 235.00 219.00 234.75 +8.25 1,536 738 -716
Mar02 011207 203.00 203.00 188.00 196.00 -7.25 2,447 7,399 -350
May02 011207 191.00 191.00 178.00 182.25 -9.75 382 2,630 -43
Jul02 011207 171.00 171.00 165.00 167.50 -5.75 67 1,246 -35
Total Volume and Open Interest 4,513 12,941 -1,076
Rough Rice(MCE)
Jan02 011207 4.18 4.19 4.04 4.17 +0.03 137 3,110 -19
Mar02 011207 4.41 4.42 4.27 4.40 +0.04 66 1,907 +17
May02 011207 4.48 4.60 4.48 4.60 +0.03 20 729 +7
Jul02 011207 4.81 4.81 4.73 4.80 +0.03 4 406 +31
Total Volume and Open Interest 227 6,326 +36
Live Cattle(CME)
Dec01 011207 66.400 66.500 65.775 65.950 -0.800 6,057 15,484 -1,337
Feb02 011207 69.000 69.075 68.400 68.600 -0.700 6,591 42,016 +731
Apr02 011207 71.400 71.425 70.875 71.050 -0.575 1,755 19,561 +98
Jun02 011207 68.425 68.450 67.975 68.050 -0.500 1,176 12,606 -27
Aug02 011207 68.600 68.600 68.300 68.325 -0.325 285 5,125 +107
Oct02 011207 70.700 70.750 70.250 70.750 -0.025 55 1,576 +20
Total Volume and Open Interest 15,964 96,915 -389
Feeder Cattle(CME)
Jan02 011207 84.200 84.550 83.675 83.700 -1.050 785 6,753 +81
Mar02 011207 83.250 83.400 82.600 82.725 -0.925 326 3,938 +49
Apr02 011207 83.000 83.175 82.500 82.625 -0.825 138 1,858 +54
May02 011207 82.750 82.800 82.350 82.400 -0.575 77 1,584 -20
Aug02 011207 83.700 83.850 83.600 83.850 -0.550 25 609 -2
Sep02 011207 83.550 83.775 83.550 83.775 -0.625 0 95 +0
Oct02 011207 83.500 83.500 83.500 83.500 -0.900 0 38 +0
Total Volume and Open Interest 1,351 14,880 +162
Lean Hogs(CME)
Dec01 011207 47.600 48.250 47.600 48.025 +0.250 4,091 7,987 -694
Feb02 011207 53.000 53.675 52.600 52.900 -0.150 5,882 15,536 +932
Apr02 011207 57.300 57.950 57.000 57.225 -0.150 1,340 4,240 +248
Jun02 011207 64.125 64.750 64.050 64.200 -0.050 148 1,412 +29
Jul02 011207 62.000 62.350 61.975 61.975 +0.075 42 506 +22
Aug02 011207 60.975 61.000 60.975 61.000 +0.050 17 301 -16
Oct02 011207 53.000 53.000 53.000 53.000 -0.100 3 352 +1
Dec02 011207 50.050 50.175 50.050 50.175 +0.175 20 84 +15
Total Volume and Open Interest 11,614 31,493 +576
Pork Bellies(CME)
Feb02 011207 74.700 76.100 74.600 74.850 -0.325 639 1,984 -14
Mar02 011207 74.650 76.000 74.575 74.575 -0.575 31 254 -5
May02 011207 77.400 77.400 76.500 76.500 -0.275 1 117 -1
Jul02 011207 77.500 77.500 76.400 76.400 -0.700 3 40 +3
Aug02 011207 76.600 76.600 76.600 76.600 -0.600 2 9 +2
Total Volume and Open Interest 676 2,404 -15
Cocoa(NYBOT)
Dec01 011207 1275 1280 1252 1269 -31 103 378 -56
Mar02 011207 1247 1265 1230 1246 -32 3,269 37,987 +43
May02 011207 1233 1251 1230 1236 -30 500 14,742 +20
Jul02 011207 1244 1244 1222 1224 -30 10 9,430 +5
Sep02 011207 1215 1215 1212 1212 -32 68 5,421 +43
Dec02 011207 1185 1195 1176 1176 -36 209 8,771 -92
Mar03 011207 1185 1185 1166 1166 -35 59 8,050 -35
Total Volume and Open Interest 4,311 92,534 -47
Coffee "C"(NYBOT)
Dec01 011207 43.00 43.00 42.80 43.00 +1.00 59 169 -16
Mar02 011207 45.60 47.00 45.60 46.75 +0.95 5,241 33,899 +61
May02 011207 47.90 48.90 47.80 48.70 +0.85 469 7,928 +23
Jul02 011207 49.95 50.80 49.85 50.60 +0.75 381 4,312 +5
Sep02 011207 51.75 52.30 51.60 52.10 +0.50 49 3,658 +1
Dec02 011207 53.90 54.55 53.90 54.20 +0.50 95 2,753 -14
Total Volume and Open Interest 6,329 53,486 +81
Orange Juice(NYBOT)
Jan02 011207 90.45 90.80 90.10 90.10 -1.05 4,354 12,807 -2,007
Mar02 011207 92.95 93.30 92.60 92.75 -0.85 1,442 4,828 +471
May02 011207 94.30 95.00 94.30 94.55 -0.55 33 1,178 +13
Jul02 011207 96.00 96.00 95.75 95.75 -0.35 10 219 +9
Sep02 011207 96.75 96.75 96.75 96.75 -0.35 0 201 +0
Total Volume and Open Interest 5,839 20,692 -1,514
Sugar #11(NYBOT)
Mar02 011207 7.81 7.84 7.71 7.75 -0.09 14,396 89,056 +2,463
May02 011207 7.14 7.21 7.14 7.17 -0.03 3,473 26,131 +1,190
Jul02 011207 6.68 6.74 6.68 6.70 unch 2,199 28,585 +236
Oct02 011207 6.57 6.61 6.56 6.59 +0.02 868 17,145 +120
Mar03 011207 6.64 6.69 6.64 6.65 unch 111 6,809 +108
Total Volume and Open Interest 21,049 173,770 +4,119
London Cocoa(LCE)
Dec01 011207 940 940 918 920 -30 1,485 12,283 -734
Mar02 011207 972 973 940 944 -30 3,051 68,005 +526
May02 011207 985 985 952 954 -32 1,150 31,903 +459
Jul02 011207 995 996 967 968 -31 1,478 26,084 +421
Sep02 011207 988 988 960 961 -30 401 12,665 +216
Dec02 011207 941 941 920 924 -30 570 6,553 +123
Mar03 011207 942 942 914 914 -29 275 6,275 +250
Total Volume and Open Interest 8,410 164,395 +1,261
London Coffee(LCE)
Jan02 011207 393.00 395.00 392.00 394.00 -1.00 1,360 29,642 -412
Mar02 011207 400.00 402.00 398.00 401.00 -2.00 1,798 24,447 +447
May02 011207 410.00 412.00 408.00 412.00 -2.00 635 19,499 +142
Jul02 011207 422.00 424.00 421.00 422.00 -3.00 474 14,987 +48
Sep02 011207 434.00 435.00 433.00 434.00 -2.00 103 12,167 +86
Nov02 011207 445.00 449.00 445.00 445.00 -2.00 212 4,517 +0
Total Volume and Open Interest 4,585 105,269 +313
London Sugar(LCE)
Dec01 011115 241.50 248.00 236.50 240.40 -1.10 3,820 4,096 -1,367
Mar02 011207 244.50 244.50 240.00 240.10 -4.40 1,179 23,980 +181
May02 011207 231.70 232.20 229.20 229.20 -3.40 468 9,033 +237
Aug02 011207 219.00 219.00 217.00 217.00 -3.00 326 10,221 -14
Oct02 011207 202.50 202.50 201.60 202.00 -2.90 0 4,611 +0
Total Volume and Open Interest 1,973 48,968 +404
Cotton(NYBOT)
Dec01 011204 35.10 35.10 34.45 34.71 -0.70 81 104 -27
Mar02 011207 38.70 38.75 37.25 37.34 -0.59 6,331 31,361 +782
May02 011207 39.80 39.90 38.65 38.66 -0.55 755 9,933 +189
Jul02 011207 40.95 41.00 39.80 39.84 -0.56 735 9,494 +156
Oct02 011207 41.98 41.98 41.98 41.98 -0.37 5 319 -1
Dec02 011207 43.75 43.80 42.80 42.91 -0.37 536 5,211 +260
Total Volume and Open Interest 8,375 58,289 +1,386
Lumber(CME)
Jan02 011207 240.0 241.4 235.0 239.0 +4.5 428 1,783 +31
Mar02 011207 251.4 252.9 247.1 250.3 -1.0 373 610 +128
May02 011207 256.0 256.9 253.1 255.5 +1.5 16 139 -4
Jul02 011207 253.2 253.2 253.2 253.2 unch 0 17 +0
Total Volume and Open Interest 817 2,551 +155
Crude Oil(NYM)
Jan02 011207 18.55 19.15 17.92 19.04 +0.50 80,176 112,726 +6,450
Feb02 011207 18.80 19.55 18.30 19.45 +0.52 27,968 76,201 +2,370
Mar02 011207 19.05 19.75 18.65 19.73 +0.56 6,578 40,712 -509
Apr02 011207 19.24 19.96 19.00 19.96 +0.58 2,502 22,032 -168
May02 011207 19.25 20.14 19.20 20.14 +0.60 1,416 15,680 -404
Jun02 011207 19.55 20.35 19.32 20.29 +0.62 5,281 26,063 -632
Jul02 011207 20.41 20.41 20.41 20.41 +0.64 877 13,536 +262
Aug02 011207 20.51 20.51 20.51 20.51 +0.65 300 11,863 +166
Sep02 011207 20.15 20.60 20.15 20.60 +0.66 149 12,836 +3
Oct02 011207 20.68 20.68 20.68 20.68 +0.66 344 9,587 +194
Total Volume and Open Interest 135,764 443,703 +7,931
Heating Oil(NYM)
Jan02 011207 50.15 52.25 49.30 51.68 +1.02 27,076 41,815 -1,248
Feb02 011207 51.50 53.40 50.70 53.10 +1.04 13,439 25,437 +1,781
Mar02 011207 52.10 54.00 51.40 53.75 +1.09 3,625 21,036 +12
Apr02 011207 52.50 54.10 52.05 54.10 +1.19 2,464 16,477 +183
May02 011207 52.90 54.05 52.00 54.05 +1.24 581 7,197 -76
Jun02 011207 53.10 54.45 53.10 54.45 +1.24 1,460 10,068 +38
Jul02 011207 53.80 55.10 53.50 55.10 +1.24 462 4,850 +159
Aug02 011207 54.50 55.85 54.20 55.85 +1.24 222 3,444 +58
Sep02 011207 55.40 56.75 55.20 56.75 +1.24 412 3,947 +92
Oct02 011207 56.30 57.80 56.00 57.65 +1.24 59 2,469 +15
Total Volume and Open Interest 50,889 151,914 +1,332
Unleaded Gas(NYM)
Jan02 011207 51.20 52.90 50.00 52.50 +0.75 18,027 35,731 +368
Feb02 011207 52.50 54.10 51.60 53.95 +0.97 5,053 14,870 +1,390
Mar02 011207 53.50 55.40 53.30 55.40 +1.10 1,527 13,911 +361
Apr02 011207 60.00 62.05 60.00 62.05 +1.38 1,102 14,121 +251
May02 011207 60.90 62.75 60.85 62.75 +1.53 863 14,262 +207
Jun02 011207 61.25 62.95 61.25 62.95 +1.58 522 9,495 +66
Jul02 011207 62.10 62.85 62.10 62.85 +1.63 215 6,546 -19
Aug02 011207 60.50 62.30 60.50 62.30 +1.63 1 5,626 +0
Total Volume and Open Interest 28,065 120,891 +3,044
Natural Gas(NYM)
Jan02 011207 2.620 2.620 2.490 2.568 +0.003 39,190 58,864 -374
Feb02 011207 2.700 2.715 2.605 2.681 +0.006 14,923 30,518 +754
Mar02 011207 2.700 2.715 2.620 2.693 +0.010 9,134 35,720 +1,648
Apr02 011207 2.670 2.690 2.600 2.686 +0.021 7,266 38,478 +369
May02 011207 2.740 2.745 2.640 2.743 +0.033 3,724 18,336 -482
Jun02 011207 2.790 2.820 2.720 2.801 +0.041 2,272 17,011 -20
Jul02 011207 2.840 2.865 2.770 2.848 +0.046 1,568 13,799 +237
Aug02 011207 2.860 2.920 2.800 2.893 +0.051 2,683 12,350 -358
Total Volume and Open Interest 90,246 407,402 +2,618
Brent Crude Oil(IPE)
Jan02 011207 18.47 19.20 17.75 19.03 +0.64 32,161 49,397 -2,675
Feb02 011207 18.65 19.30 17.98 19.15 +0.60 23,896 58,540 +1,240
Mar02 011207 18.74 19.24 18.15 19.24 +0.61 7,302 21,075 -1,389
Apr02 011207 18.75 19.34 18.31 19.34 +0.66 1,698 9,917 +309
May02 011207 18.84 19.47 18.40 19.47 +0.72 851 7,824 +40
Jun02 011207 18.92 19.60 18.51 19.60 +0.77 1,986 19,967 -140
Jul02 011207 18.97 19.69 18.61 19.69 +0.79 160 6,551 +45
Aug02 011207 18.97 19.78 18.70 19.78 +0.81 855 5,988 +205
Total Volume and Open Interest 71,194 221,758 -2,619
Gas Oil(IPE)
Dec01 011207 158.50 158.50 150.00 151.50 -6.75 9,220 20,420 -1,436
Jan02 011207 161.00 161.00 153.25 155.25 -6.00 13,602 35,625 +395
Feb02 011207 161.75 161.75 156.50 159.00 -5.00 6,002 17,800 +1,404
Mar02 011207 162.00 162.25 159.25 160.75 -4.00 1,519 9,383 -211
Apr02 011207 161.00 162.00 161.00 162.00 -3.75 250 6,826 +0
May02 011207 163.50 163.50 163.25 163.25 -3.25 150 3,833 +0
Jun02 011207 164.00 165.25 164.00 164.75 -3.00 1,160 15,994 +300
Jul02 011207 167.00 167.50 166.25 166.75 -3.00 600 2,456 +202
Total Volume and Open Interest 36,948 149,486 +2,410
US Dollar Index(NYBOT)
Dec01 011207 116.11 116.28 115.77 116.15 +0.48 1,957 5,567 -1,204
Mar02 011207 116.60 116.82 116.22 116.66 +0.49 354 2,582 +261
Jun02 011207 117.17 117.17 117.17 117.17 +0.50 0 9 +0
Total Volume and Open Interest 2,311 8,159 -943
Australian Dollar(IMM)
Dec01 011207 51.62 51.67 51.40 51.47 -0.45 2,414 20,380 +175
Mar02 011207 51.37 51.37 51.10 51.19 -0.45 807 3,091 +326
Jun02 011207 51.05 51.05 50.91 50.91 -0.45 44 273 +31
Total Volume and Open Interest 3,266 23,759 +533
British Pound(IMM)
Dec01 011207 142.74 143.32 142.72 143.26 +0.50 7,860 40,098 +97
Mar02 011207 142.06 142.60 142.04 142.54 +0.48 1,560 5,309 +1,043
Jun02 011207 141.88 141.88 141.88 141.88 +0.48 2 4 -2
Total Volume and Open Interest 9,422 45,411 +1,138
Canadian Dollar(IMM)
Dec01 011207 63.44 63.64 63.44 63.53 -0.06 8,698 58,170 -1,762
Mar02 011207 63.41 63.61 63.41 63.50 -0.06 4,076 13,117 +2,018
Jun02 011207 63.48 63.57 63.48 63.51 -0.06 226 2,068 +119
Sep02 011207 63.59 63.60 63.51 63.53 -0.06 9 707 +5
Total Volume and Open Interest 13,028 74,560 +386
Japanese Yen(IMM)
Dec01 011207 79.94 80.12 79.54 79.67 -0.53 20,754 93,776 -3,865
Mar02 011207 80.32 80.49 79.91 80.04 -0.55 9,952 33,130 +8,071
Jun02 011207 80.45 80.45 80.45 80.45 -0.57 484 587 +482
Total Volume and Open Interest 31,190 127,848 +4,688
Deutsche Mark(IMM)
Dec01 011207 45.50 45.50 45.47 45.47 -0.28 0 194 +0
Total Volume and Open Interest 0 194 +0
Swiss Franc(IMM)
Dec01 011207 60.26 60.50 60.07 60.28 -0.42 10,561 49,436 -213
Mar02 011207 60.29 60.50 60.10 60.28 -0.43 2,388 4,530 +1,005
Jun02 011207 60.32 60.32 60.32 60.32 -0.43 0 11 +0
Total Volume and Open Interest 12,949 54,000 +792
EuroFX(IMM)
Dec01 011207 89.06 89.42 88.82 88.94 -0.54 17,601 99,126 +91
Mar02 011207 88.77 89.10 88.51 88.63 -0.55 3,177 8,305 +1,172
Jun02 011207 88.45 88.45 88.41 88.41 -0.56 3 315 -1
Total Volume and Open Interest 20,781 107,805 +1,262
Mexican Peso(IMM)
Dec01 011207 10830.0 10870.0 10800.0 10862.5 +60.5 1,814 18,916 +62
Mar02 011207 10610.0 10655.0 10580.0 10642.5 +65.5 91 4,364 +1
Total Volume and Open Interest 1,993 23,555 +102
30-Year T-Bonds(CBOT)
Dec01 011207 102~23 103~07 100~16 100~18 -2~02 28,377 71,264 -21,157
Mar02 011207 101~20 102~06 99~11 99~15 -2~02 255,547 395,773 +16,079
Jun02 011207 98~11 100~30 98~10 98~11 -2~04 145 22,096 -110
Total Volume and Open Interest 284,069 489,133 -5,188
Municipal Bonds(CBOT)
Dec01 011207 103~31 104~05 102~25 102~25 -1~07 1,043 8,559 -440
Mar02 011207 102~24 103~03 101~18 101~23 -1~05 1,474 4,334 +564
Total Volume and Open Interest 2,517 12,893 +124
10-Year T-Notes(CBOT)
Dec01 011207 106~145 106~280 104~310 105~090 -1~010 46,204 91,504 -25,077
Mar02 011207 104~315 105~195 103~200 103~305 -1~020 336,987 484,620 +23,486
Total Volume and Open Interest 383,771 576,424 -1,371
5-Year T-Notes(CBOT)
Dec01 011207 106~235 107~020 105~305 106~060 -0~140 32,919 116,485 -21,327
Mar02 011207 105~165 105~280 104~205 104~290 -0~150 136,398 381,908 +36,352
Jun02 011207 104~050 104~050 104~050 104~050 -0~150      
Total Volume and Open Interest 169,317 498,393 +15,025
2 Year T-Notes(CBOT)
Dec01 011207 105~012 105~016 104~108 104~120 -0~005 3,155 13,622 -2,117
Mar02 011207 104~025 104~056 103~126 104~010 -0~011 12,522 53,211 -1,224
Total Volume and Open Interest 15,677 66,833 -3,341
3-Mth T-Bills(IMM)
Mar02 011207 98.20 98.20 98.12 98.12 +0.02 1 70 +1
Total Volume and Open Interest 958 1,825 -550
Eurodollars(IMM)
Dec01 011207 98.030 98.105 98.025 98.067 +0.060 125,252 831,611 -5,434
Mar02 011207 97.825 97.960 97.825 97.890 +0.110 170,755 667,627 +3,907
Jun02 011207 97.285 97.445 97.255 97.375 +0.145 218,318 639,328 +20,533
Sep02 011207 96.610 96.780 96.550 96.630 +0.075 188,393 506,302 -8,412
Dec02 011207 95.960 96.110 95.850 95.910 -0.015 136,788 512,504 +7,100
Mar03 011207 95.480 95.620 95.320 95.380 -0.065 48,162 291,506 +3,891
Jun03 011207 95.080 95.210 94.880 94.925 -0.115 37,537 208,367 +5,283
Sep03 011207 94.760 94.910 94.550 94.615 -0.125 28,925 171,174 +5,987
Dec03 011207 94.485 94.605 94.255 94.300 -0.145 11,850 133,169 +1,186
Mar04 011207 94.355 94.475 94.135 94.160 -0.155 11,470 117,979 -174
Jun04 011207 94.195 94.275 93.965 93.995 -0.160 7,582 95,908 -58
Sep04 011207 94.050 94.150 93.840 93.860 -0.170 7,575 92,296 +757
Total Volume and Open Interest 1,030,855 4,862,896 +37,525
3-Mth Euro-Yen(IMM)
Dec01 011207 99.92 99.92 99.91 99.91 -0.01 51 16,071 -98
Mar02 011207 99.85 99.85 99.85 99.85 +0.01 795 9,089 -1,085
Jun02 011207 99.85 99.86 99.85 99.85 -0.01 41 12,649 +242
Sep02 011207 99.84 99.84 99.83 99.83 -0.01 35 2,630 +13
Dec02 011207 99.80 99.81 99.80 99.81 +0.01 165 940 +162
Mar03 011207 99.76 99.76 99.76 99.76 unch 30 1,182 +30
Jun03 011207 99.75 99.75 99.75 99.75 +0.01 20 1,168 +0
Sep03 011207 99.69 99.69 99.69 99.69 +0.01 0 165 +0
Dec03 011207 99.60 99.60 99.60 99.60 unch 0 147 +0
Mar04 011207 99.54 99.54 99.54 99.54 unch 0 347 +0
Total Volume and Open Interest 1,137 44,462 -736
3-Mth Euro-Yen(SIMEX)
Dec01 011207 99.91 99.92 99.91 99.92 +0.00 157 88,475 -313
Mar02 011207 99.85 99.85 99.85 99.85 +0.00 2,094 78,760 +849
Jun02 011207 99.86 99.86 99.86 99.86 +0.00 2,318 85,107 +447
Sep02 011207 99.83 99.84 99.83 99.84 +0.01 2,909 27,460 +560
Dec02 011207 99.80 99.81 99.80 99.81 +0.01 213 12,205 +103
Mar03 011207 99.76 99.76 99.76 99.76 +0.01 642 21,993 +298
Jun03 011207 99.75 99.75 99.75 99.75 +0.00 33 19,710 -67
Sep03 011207 99.70 99.70 99.70 99.70 +0.01 179 7,847 +161
Total Volume and Open Interest 8,644 358,254 +2,071
Euro Notional Bond(MATIF)
Dec01 011207 89.67 89.90 89.05 89.22 -0.65 1,700 24,777 +1,396
Mar02 011207 89.50 89.64 89.12 89.12 -0.58 1,142 1,166 +1,142
Jun02 011207 89.32 89.32 89.32 89.32 -0.48      
Total Volume and Open Interest 2,842 25,943 +2,538
3-Month Euribor(MATIF)
Dec01 011207 96.65 96.65 96.65 96.65 unch 0 2,776 +0
Mar02 011207 96.85 96.85 96.85 96.85 +0.05 0 2,496 +0
Jun02 011207 96.70 96.70 96.70 96.70 unch 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 45,827 -271,681
Mar02 011207 108.51 108.85 107.69 107.74 -0.86 900,679 519,179 +55,683
Jun02 011207 107.85 107.85 107.08 107.08 -0.81 5,458 3,676 -180
Total Volume and Open Interest 986,801 522,855 +9,676
German Euro-Bobl(EUREX)
Dec01 011206 107.84 107.87 107.50 107.68 -0.15 371,995 36,397 -175,874
Mar02 011207 106.77 106.98 106.35 106.45 -0.37 555,234 348,007 +29,165
Jun02 011207 105.80 105.80 105.80 105.80 -0.49 1,501 2,471 -20
Total Volume and Open Interest 594,819 350,478 -7,252
Long Gilt(LIFFE)
Dec01 011207 115~13 115~14 114~08 114~10 -1~03 3,504 11,017 -1,534
Mar02 011207 114~26 114~26 113~19 113~23 -1~01 47,263 54,574 -2,420
Total Volume and Open Interest 50,767 65,641 -3,954
3-Mth Short Sterling(LIFFE)
Dec01 011207 95.95 95.97 95.94 95.94 -0.01 21,888 0 +0
Mar02 011207 95.87 95.96 95.86 95.89 unch 52,389 0 +0
Jun02 011207 95.58 95.63 95.53 95.54 -0.04 65,324 0 +0
Total Volume and Open Interest 223,877    
3-Mth Euribor(LIFFE)
Dec01 011207 96.650 96.665 96.630 96.650 unch 143,823 466,008 -1,630
Mar02 011207 96.820 96.890 96.790 96.825 +0.015 170,243 441,870 +1,111
Jun02 011207 96.710 96.775 96.680 96.700 -0.010 175,054 356,503 +1,715
Total Volume and Open Interest 786,204 2,001,838 +9,534
3-Mth Aus T-Bills(SFE)
Dec01 011207 95.74 95.77 95.74 95.77 +0.03 11,143 126,158 -4,625
Mar02 011207 95.82 95.87 95.82 95.87 +0.05 17,344 124,579 -1,202
Jun02 011207 95.62 95.68 95.61 95.68 +0.07 5,147 47,725 +601
Sep02 011207 95.25 95.33 95.25 95.33 +0.07 1,964 23,932 +513
Dec02 011207 94.90 94.98 94.90 94.98 +0.08 1,688 18,028 +530
Mar03 011207 94.64 94.68 94.64 94.68 +0.07 1,644 11,203 +480
Jun03 011207 94.42 94.46 94.42 94.46 +0.07 1,955 8,080 -51
Sep03 011207 94.21 94.27 94.20 94.27 +0.08 1,630 7,676 +419
Dec03 011207 94.06 94.12 94.06 94.12 +0.06 327 2,980 +30
Mar04 011207 93.93 94.01 93.93 94.01 +0.08 100 1,921 -56
Total Volume and Open Interest 43,202 375,545 -3,302
10-Year Aus T-Bonds(SFE)
Dec01 011207 94.26 94.33 94.11 94.14 -0.09 3,387 154,856 -2,007
Mar02 011207 94.21 94.26 94.05 94.05 -0.11 75 1,771 +240
Total Volume and Open Interest 13,798 158,394 +72
3-Year Aus T-Bonds(SFE)
Dec01 011207 94.89 95.01 94.89 95.01 +0.07 63,352 403,146 -5,076
Mar02 011207 94.68 94.77 94.67 94.77 +0.06 2,159 5,086 +2,478
Total Volume and Open Interest 65,511 408,232 -2,598
Gold(CMX)
Dec01 011207 274.0 274.4 273.3 273.9 -0.3 198 569 -36
Feb02 011207 275.5 275.5 274.1 274.7 -0.3 11,503 67,513 +455
Apr02 011207 276.0 276.0 275.0 275.3 -0.3 147 6,176 -49
Jun02 011207 275.6 276.1 275.4 275.8 -0.4 69 7,815 +7
Aug02 011207 276.4 276.4 276.4 276.4 -0.4 50 3,332 -20
Oct02 011207 277.1 277.1 277.1 277.1 -0.4 0 2,356 +0
Total Volume and Open Interest 12,098 107,361 +441
Silver(CMX)
Dec01 011207 423.0 426.0 422.0 425.0 +3.3 94 190 -69
Mar02 011207 425.0 429.0 423.5 426.8 +3.0 9,212 56,070 +83
May02 011207 427.0 430.0 427.0 427.8 +2.5 249 2,323 +157
Jul02 011207 428.0 430.0 426.0 428.6 +2.0 49 3,087 -11
Sep02 011207 429.6 429.6 429.6 429.6 +1.9 0 1,598 +0
Total Volume and Open Interest 9,782 71,232 +286
Platinum(NYM)
Jan02 011207 468.0 472.0 466.0 470.0 +6.7 939 4,632 -211
Apr02 011207 459.8 462.8 459.8 461.5 +6.2 307 1,194 +184
Jul02 011207 452.0 455.0 452.0 455.0 +6.2 0 62 +0
Oct02 011207 452.0 452.0 452.0 452.0 +6.2 2 42 +0
Total Volume and Open Interest 1,248 5,930 -27
Palladium(NYME)
Dec01 011207 421.00 421.00 417.25 417.25 +24.35 0 16 -2
Mar02 011207 419.80 429.80 409.00 418.00 +24.35 81 1,191 +17
Jun02 011127 310.00 310.00 310.00 310.00 unch 120 770  
Total Volume and Open Interest 490 1,408  
Copper(CMX)
Dec01 011207 69.10 69.10 67.40 67.65 -1.10 798 4,681 -317
Mar02 011207 69.90 70.10 68.20 68.55 -1.10 6,362 32,199 +2,169
May02 011207 70.60 70.60 68.95 69.10 -1.05 27 4,738 -2,143
Jul02 011207 69.65 69.80 69.40 69.60 -1.05 753 4,206 +535
Sep02 011207 70.20 70.40 69.90 70.05 -1.05 33 2,940 +20
Total Volume and Open Interest 8,353 66,436 +74
DJIA Index(CBOT)
Dec01 011207 10110 10110 10005 10073 -35 15,640 26,197 -318
Mar02 011207 10105 10109 10005 10074 -37 586 2,040 +163
Jun02 011207 10100 10110 10040 10086 -40 3 318 +2
Sep02 011207 10108 10108 10108 10108 -43 0 75 +0
Total Volume and Open Interest 16,229 28,738 -154
S & P 500(CME)
Dec01 011207 1163.70 1165.50 1152.50 1160.50 -8.00 73,583 360,054 -6,253
Mar02 011207 1164.50 1166.80 1154.00 1162.00 -8.20 16,596 187,868 +9,541
Jun02 011207 1164.70 1164.70 1164.70 1164.70 -8.80 594 10,171 +168
Sep02 011207 1169.50 1169.50 1169.50 1169.50 -9.20 206 780 +66
Total Volume and Open Interest 90,996 559,231 +3,532
S & P 500 E-Mini(Globex)
Dec01 011207 1168.75 1170.50 1152.25 1160.50 -8.00 203,750 245,867 +115
Mar02 011207 1170.00 1170.00 1155.25 1162.00 -8.25 545 1,196 -19
Total Volume and Open Interest 204,295 247,063 +96
NASDAQ 100(CME)
Dec01 011207 1709.00 1711.00 1653.00 1677.00 -47.00 17,584 63,146 -1,936
Mar02 011207 1708.00 1708.00 1670.00 1683.50 -47.50 2,009 4,262 +1,761
Jun02 011207 1690.00 1690.00 1690.00 1690.00 -48.00 0 2 +0
Total Volume and Open Interest 19,593 67,410 -175
NASDAQ 100 E-Mini(GLOBEX)
Dec01 011207 1731.0 1735.0 1652.5 1677.0 -47.0 171,204 135,911 +1,709
Mar02 011207 1733.5 1736.0 1660.0 1683.5 -47.5 139 382 +41
Total Volume and Open Interest 171,343 136,293 +1,750
NYSE Composite(NYBOT)
Dec01 011207 587.80 588.00 586.50 587.70 -1.90 2,131 5,623 +59
Mar02 011207 588.20 588.20 588.20 588.20 -1.90 119 718 +78
Jun02 011207 588.70 588.70 588.70 588.70 -1.90 0 300 +0
Total Volume and Open Interest 2,250 6,641 +137
S & P Midcap 400(CME)
Dec01 011207 504.50 505.50 501.75 504.00 -3.00 1,066 13,811 -254
Mar02 011207 504.00 505.50 503.00 505.00 -3.00 209 842 +272
Jun02 011207 509.00 509.00 509.00 509.00 -3.00      
Total Volume and Open Interest 1,275 14,653 +18
Russell 2000(CME)
Dec01 011207 481.50 484.50 480.00 481.00 -3.60 3,809 25,677 -1,071
Mar02 011207 484.50 484.50 481.70 481.70 -3.65 1,410 2,188 +1,348
Jun02 011207 486.00 486.00 486.00 486.00 -3.35      
Total Volume and Open Interest 5,219 27,865 +277
Value Line(KCBT)
Dec01 011207 1235.00 1235.00 1225.50 1229.50 -8.50 27 316 -6
Total Volume and Open Interest 32 369 -4
Nikkei 225(CME)
Dec01 011207 10810 10860 10770 10775 -100 1,684 16,386 -88
Mar02 011207 10850 10870 10795 10795 -95 111 289 +70
Total Volume and Open Interest 1,795 16,698 -18
Nikkei 225(SIMEX)
Dec01 011207 10835 10935 10765 10810 -25 18,175 106,655 +211
Mar02 011207 10855 10900 10780 10815 -10 796 1,736 +801
Jun02 011207 10775 10775 10775 10775 -10 0 24 +0
Total Volume and Open Interest 18,971 108,415 +1,012
CAC 40(MATIF)
Dec01 011207 4685.0 4696.5 4621.0 4653.0 -37.0 61,983 522,922 +10,905
Jan02 011207 4695.0 4696.0 4652.0 4666.0 -36.5 141 5,702 +40
Feb02 011207 4677.5 4677.5 4677.5 4677.5 -37.0 0 5,002 +0
Total Volume and Open Interest 62,805 627,836 +11,495
DAX Index(EUREX)
Dec01 011207 5293.0 5312.0 5214.5 5227.0 -52.0 60,793 157,378 +573
Mar02 011207 5334.0 5337.0 5264.0 5264.5 -52.0 2,111 20,067 +1,012
Jun02 011207 5351.0 5351.0 5308.0 5308.0 -52.5 444 4,093 +20
Total Volume and Open Interest 63,348 181,538 +1,605
FT-SE 100(LIFFE)
Dec01 011207 5355.00 5376.50 5240.00 5277.00 -103.00 116,999 378,258 +11,362
Mar02 011207 5383.50 5383.50 5255.50 5287.00 -103.50 43,009 79,949 +40,999
Jun02 011207 5394.00 5394.00 5302.00 5302.00 -105.00 1,983 20,399 +127
Total Volume and Open Interest 161,991 478,606 +52,488
SPI 200(SFE)
Dec01 011207 3360.0 3386.0 3355.0 3375.0 +15.0 14,920 143,701 +9,446
Mar02 011207 3365.0 3392.0 3363.0 3383.0 +16.0 797 3,602 +686
Jun02 011207 3394.0 3394.0 3394.0 3394.0 +16.0 13 1,546 +0
Total Volume and Open Interest 15,730 149,324 +10,132
GSCI(CME)
Dec01 011207 163.40 164.75 161.00 164.75 +0.85 19 17,117 -1
Jan02 011207 165.00 167.00 163.20 167.00 +1.05 17 81 +2
Feb02 011207 169.00 169.00 169.00 169.00 +2.00      
Total Volume and Open Interest 36 17,198 +1
Bridge CRB Index(NYBOT)
Jan02 011207 191.25 192.00 190.25 191.75 unch 39 221 +12
Feb02 011207 191.25 192.00 190.45 191.75 unch 7 149 +4
Apr02 011207 192.50 192.50 192.50 192.50 unch 0 9 +0
Total Volume and Open Interest 46 386 +16
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!