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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 10, 2001
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan02 011210 444.75 445.75 441.50 443.00 -2.25 33,427 69,769 +696
Mar02 011210 447.50 448.25 444.50 446.25 -2.00 7,945 42,571 +901
May02 011210 451.00 451.75 448.00 449.25 -2.00 3,234 32,283 +50
Jul02 011210 456.00 457.00 452.50 453.75 -2.25 2,261 23,618 +38
Aug02 011210 456.50 456.50 453.50 454.00 -1.00 76 1,683 +3
Sep02 011210 455.50 457.50 455.00 455.00 unch 78 315 +53
Nov02 011210 460.00 462.00 458.00 459.00 -2.00 60 8,148 +28
Total Volume and Open Interest 47,087 178,411 +1,770
Soybean Meal(CBOT)
Dec01 011210 152.00 152.90 150.30 151.10 -2.00 4,268 4,829 -1,611
Jan02 011210 149.80 150.40 148.60 149.20 -1.20 13,903 30,165 -477
Mar02 011210 148.10 149.00 147.10 147.60 -1.10 6,849 36,314 +272
May02 011210 147.30 147.80 146.50 146.80 -0.90 3,236 29,051 +845
Jul02 011210 147.80 148.70 147.50 147.90 -0.50 1,721 27,004 -70
Aug02 011210 149.00 149.00 147.70 147.70 -0.30 64 7,207 +12
Sep02 011210 148.50 149.60 148.10 148.40 +0.10 240 5,470 -58
Oct02 011210 148.50 148.50 147.50 147.50 -0.50 99 3,268 -23
Total Volume and Open Interest 30,760 151,091 -836
Soybean Oil(CBOT)
Dec01 011210 16.47 16.47 16.28 16.30 -0.09 5,081 3,635 -487
Jan02 011210 16.62 16.63 16.44 16.46 -0.10 17,787 43,358 -2,125
Mar02 011210 16.84 16.84 16.68 16.71 -0.10 5,049 42,428 +497
May02 011210 16.97 16.99 16.87 16.90 -0.13 2,435 33,250 -304
Jul02 011210 17.10 17.23 17.10 17.12 -0.11 729 21,581 +19
Aug02 011210 17.31 17.31 17.20 17.22 -0.10 29 4,732 -23
Sep02 011210 17.31 17.31 17.31 17.31 -0.09 28 3,272 -25
Oct02 011210 17.39 17.39 17.39 17.39 -0.09 30 1,698 -23
Total Volume and Open Interest 31,473 160,485 -2,402
Canola(WCE)
Jan02 011210 348.9 350.5 348.0 349.7 +0.8 3,577 27,758 -2,382
Mar02 011210 346.4 347.7 345.9 346.8 +0.3 3,582 23,347 -603
May02 011210 346.0 346.5 346.0 346.4 -0.1 68 8,636 +0
Jul02 011210 346.2 346.5 345.3 345.3 +0.3 723 6,341 +322
Total Volume and Open Interest 8,013 70,233 -2,617
Corn(CBOT)
Dec01 011210 209.50 210.00 208.50 209.00 +0.75 2,039 3,008 -351
Jan02 011210 211.25 212.25 211.25 212.00 +0.75 432 1,636 -25
Mar02 011210 219.50 220.25 218.75 219.50 +0.50 60,787 259,483 +5,751
May02 011210 226.00 226.50 225.25 225.75 +0.25 3,847 59,391 -48
Jul02 011210 231.50 231.75 230.50 231.25 +0.25 2,790 47,337 +710
Sep02 011210 235.25 236.25 235.00 235.75 +0.50 400 11,658 +191
Total Volume and Open Interest 72,459 419,799 +6,769
Wheat(CBOT)
Dec01 011210 275.00 278.50 273.00 273.75 -1.75 931 2,503 -174
Mar02 011210 283.00 287.50 281.50 283.50 -0.50 22,784 77,790 +3,760
May02 011210 285.50 290.00 284.50 286.00 -0.50 1,294 9,487 +492
Jul02 011210 287.00 290.00 286.00 286.75 unch 2,049 14,630 +736
Sep02 011210 293.00 293.00 290.50 290.50 -0.50 147 968 +138
Total Volume and Open Interest 27,322 107,632 +4,970
Wheat(KCBT)
Dec01 011210 279.50 279.50 279.50 279.50 -2.50 84 99 +0
Mar02 011210 289.50 291.00 287.00 287.50 -2.00 4,077 47,249 +403
May02 011210 295.00 295.50 292.50 293.50 -0.75 693 9,748 -105
Jul02 011210 299.00 301.75 298.75 299.50 -1.00 519 8,111 -34
Sep02 011210 306.75 306.75 305.50 305.50 -2.00 24 1,908 +4
Total Volume and Open Interest 5,532 68,917 +301
Wheat(MGE)
Dec01 011210 298.75 298.75 298.75 298.75 unch 0 14 -12
Mar02 011210 310.50 312.00 308.00 308.00 -2.50 2,485 19,324 -57
May02 011210 316.50 318.25 314.25 314.50 -2.50 349 2,659 +72
Jul02 011210 322.00 323.75 320.50 320.50 -2.50 46 1,540 +26
Sep02 011210 328.75 328.75 326.25 326.25 -2.50 12 982 -2
Total Volume and Open Interest 2,894 25,121 +27
Oats(CBOT)
Dec01 011210 235.50 238.00 232.50 238.00 +3.25 284 658 -80
Mar02 011210 192.50 195.00 190.00 194.75 -1.25 3,646 7,045 -354
May02 011210 179.50 181.00 176.75 181.00 -1.25 308 2,670 +40
Jul02 011210 163.50 166.00 163.00 166.00 -1.50 139 1,315 +69
Total Volume and Open Interest 4,469 12,612 -329
Rough Rice(MCE)
Jan02 011210 4.12 4.15 4.08 4.10 -0.07 248 3,066 -44
Mar02 011210 4.37 4.37 4.31 4.35 -0.05 144 1,940 +33
May02 011210 4.55 4.57 4.55 4.55 -0.05 2 729 +0
Jul02 011210 4.75 4.75 4.75 4.75 -0.05 22 407 +1
Total Volume and Open Interest 421 6,316 -10
Live Cattle(CME)
Dec01 011210 65.650 65.650 65.100 65.125 -0.825 8,585 12,521 -2,963
Feb02 011210 68.400 68.600 68.100 68.200 -0.400 8,495 41,919 -97
Apr02 011210 70.800 71.000 70.575 70.825 -0.225 3,649 19,721 +160
Jun02 011210 67.925 68.175 67.750 67.875 -0.175 1,538 12,708 +102
Aug02 011210 68.250 68.425 68.125 68.225 -0.100 576 5,293 +168
Oct02 011210 70.100 70.450 70.100 70.400 -0.350 72 1,603 +27
Total Volume and Open Interest 22,983 94,341 -2,574
Feeder Cattle(CME)
Jan02 011210 83.350 83.350 82.950 83.150 -0.550 1,238 6,868 +115
Mar02 011210 82.400 82.400 81.900 82.075 -0.650 558 4,045 +107
Apr02 011210 82.350 82.350 81.900 81.950 -0.675 183 1,883 +25
May02 011210 82.100 82.200 81.850 81.925 -0.475 183 1,594 +10
Aug02 011210 83.350 83.500 83.350 83.500 -0.350 23 617 +8
Sep02 011210 83.500 83.500 83.500 83.500 -0.275 6 97 +2
Oct02 011210 83.050 83.300 83.000 83.300 -0.200 1 38 +0
Total Volume and Open Interest 2,192 15,147 +267
Lean Hogs(CME)
Dec01 011210 47.200 47.300 46.025 46.125 -1.900 3,121 7,229 -758
Feb02 011210 52.000 52.250 51.150 51.600 -1.300 4,335 15,524 -12
Apr02 011210 56.600 56.600 55.450 55.825 -1.400 587 4,288 +48
Jun02 011210 63.950 63.950 63.000 63.425 -0.775 110 1,440 +28
Jul02 011210 61.750 61.750 61.250 61.275 -0.700 17 513 +7
Aug02 011210 60.325 60.325 60.325 60.325 -0.675 11 311 +10
Oct02 011210 52.850 52.850 52.650 52.650 -0.350 0 352 +0
Dec02 011210 49.875 50.050 49.850 50.050 -0.125 1 84 +0
Total Volume and Open Interest 8,205 30,821 -672
Pork Bellies(CME)
Feb02 011210 74.750 74.750 72.550 73.075 -1.775 471 1,955 -29
Mar02 011210 74.200 74.250 72.850 73.025 -1.550 20 257 +3
May02 011210 74.750 75.200 74.750 75.200 -1.300 17 119 +2
Jul02 011210 75.500 75.500 75.000 75.000 -1.400 2 42 +2
Aug02 011210 75.200 75.200 75.200 75.200 -1.400 0 9 +0
Total Volume and Open Interest 510 2,382 -22
Cocoa(NYBOT)
Dec01 011210 1259 1259 1235 1247 -22 33 374 -4
Mar02 011210 1226 1240 1212 1221 -25 6,715 38,083 +96
May02 011210 1223 1227 1205 1210 -26 966 14,854 +112
Jul02 011210 1200 1200 1192 1198 -26 239 9,457 +27
Sep02 011210 1209 1209 1186 1186 -26 152 5,443 +22
Dec02 011210 1166 1168 1146 1150 -26 593 9,231 +460
Mar03 011210 1160 1160 1135 1138 -28 674 8,046 -4
Total Volume and Open Interest 9,473 93,309 +775
Coffee "C"(NYBOT)
Dec01 011210 43.50 43.50 43.25 43.50 +0.50 28 143 -26
Mar02 011210 47.50 47.90 46.30 46.85 +0.10 2,861 33,966 +67
May02 011210 49.70 50.00 48.30 48.75 +0.05 160 7,915 -13
Jul02 011210 51.60 51.80 50.30 50.60 unch 230 4,313 +1
Sep02 011210 53.35 53.35 52.00 52.20 +0.10 53 3,679 +21
Dec02 011210 54.25 54.50 54.00 54.25 +0.05 23 2,792 +39
Total Volume and Open Interest 3,377 53,575 +89
Orange Juice(NYBOT)
Jan02 011210 90.00 91.50 89.95 91.45 +1.35 2,180 11,455 -1,352
Mar02 011210 92.60 94.20 92.60 94.10 +1.35 1,612 5,452 +624
May02 011210 94.10 95.00 94.10 95.00 +0.45 35 1,192 +14
Jul02 011210 96.00 96.30 96.00 96.30 +0.55 4 231 +12
Sep02 011210 97.30 97.30 97.30 97.30 +0.55 0 161 -40
Total Volume and Open Interest 3,832 19,951 -741
Sugar #11(NYBOT)
Mar02 011210 7.68 7.68 7.50 7.51 -0.24 9,030 89,111 +55
May02 011210 7.07 7.11 6.99 7.00 -0.17 1,837 26,622 +491
Jul02 011210 6.60 6.67 6.55 6.55 -0.15 1,337 28,669 +84
Oct02 011210 6.53 6.58 6.50 6.50 -0.09 873 17,062 -83
Mar03 011210 6.60 6.65 6.60 6.60 -0.05 124 6,907 +98
Total Volume and Open Interest 13,244 174,447 +677
London Cocoa(LCE)
Dec01 011210 910 910 890 896 -24 4,444 11,747 -536
Mar02 011210 940 940 915 922 -22 6,081 64,374 -3,631
May02 011210 950 951 925 932 -22 1,249 32,062 +159
Jul02 011210 965 965 940 945 -23 1,709 26,627 +543
Sep02 011210 960 960 932 937 -24 123 12,726 +61
Dec02 011210 920 920 893 899 -25 273 6,702 +149
Mar03 011210 900 902 885 887 -27 50 6,281 +6
Total Volume and Open Interest 13,929 161,146 -3,249
London Coffee(LCE)
Jan02 011210 393.00 405.00 391.00 393.00 -1.00 725 29,344 -298
Mar02 011210 402.00 410.00 400.00 401.00 unch 685 24,698 +251
May02 011210 415.00 418.00 411.00 411.00 -1.00 277 19,508 +9
Jul02 011210 425.00 430.00 422.00 422.00 unch 194 15,032 +45
Sep02 011210 436.00 442.00 434.00 434.00 unch 170 12,237 +70
Nov02 011210 450.00 454.00 445.00 445.00 unch 33 4,524 +7
Total Volume and Open Interest 2,084 105,353 +84
London Sugar(LCE)
Dec01 011115 241.50 248.00 236.50 240.40 -1.10 3,820 4,096 -1,367
Mar02 011210 240.00 240.00 234.50 238.60 -1.50 1,841 24,015 +35
May02 011210 229.20 229.20 225.00 228.10 -1.10 395 9,191 +158
Aug02 011210 215.90 217.10 214.70 217.10 +0.10 275 10,350 +129
Oct02 011210 201.20 204.10 201.20 204.10 +2.10 111 4,670 +59
Total Volume and Open Interest 2,629 49,344 +376
Cotton(NYBOT)
Mar02 011210 37.50 37.50 36.10 36.34 -1.00 4,177 31,184 -177
May02 011210 38.50 38.50 37.50 37.66 -1.00 809 9,921 -12
Jul02 011210 39.40 39.50 38.65 38.81 -1.03 405 9,507 +13
Oct02 011210 41.00 41.00 40.95 40.95 -1.03 15 319 +0
Dec02 011210 42.40 42.50 41.75 42.00 -0.91 291 5,341 +130
Mar03 011210 43.50 43.50 43.20 43.30 -1.10 1 714 +0
Total Volume and Open Interest 5,738 58,263 -26
Lumber(CME)
Jan02 011210 239.5 240.7 233.6 233.6 -5.4 615 1,654 -129
Mar02 011210 250.5 251.3 245.8 246.1 -4.2 242 641 +31
May02 011210 255.5 255.5 252.5 252.5 -3.0 36 144 +5
Jul02 011210 254.2 254.2 254.2 254.2 +1.0 6 22 +5
Total Volume and Open Interest 899 2,463 -88
Crude Oil(NYM)
Jan02 011210 18.68 18.80 18.15 18.37 -0.67 73,257 105,186 -7,540
Feb02 011210 19.00 19.15 18.57 18.79 -0.66 36,364 76,280 +79
Mar02 011210 19.30 19.33 18.90 19.08 -0.65 14,408 43,188 +2,476
Apr02 011210 19.58 19.58 19.18 19.32 -0.64 5,039 23,201 +1,169
May02 011210 19.45 19.52 19.45 19.52 -0.62 2,094 15,745 +65
Jun02 011210 19.80 20.00 19.60 19.67 -0.62 5,253 25,997 -66
Jul02 011210 19.79 19.79 19.79 19.79 -0.62 160 13,596 +60
Aug02 011210 19.89 19.89 19.89 19.89 -0.62 111 11,854 -9
Sep02 011210 19.99 19.99 19.99 19.99 -0.61 464 12,681 -155
Oct02 011210 20.25 20.25 20.08 20.08 -0.60 61 9,603 +16
Total Volume and Open Interest 141,284 441,693 -2,010
Heating Oil(NYM)
Jan02 011210 51.00 52.00 50.10 50.66 -1.02 21,064 42,403 +588
Feb02 011210 52.35 52.90 51.55 52.12 -0.98 14,240 25,774 +337
Mar02 011210 52.80 53.30 52.30 52.72 -1.03 5,451 20,204 -832
Apr02 011210 53.00 53.70 52.80 53.07 -1.03 3,007 16,544 +67
May02 011210 53.30 53.80 53.02 53.02 -1.03 1,861 7,547 +350
Jun02 011210 53.90 54.10 53.40 53.42 -1.03 1,864 9,645 -423
Jul02 011210 54.35 54.50 54.07 54.07 -1.03 214 4,891 +41
Aug02 011210 55.35 55.40 54.82 54.82 -1.03 192 3,421 -23
Sep02 011210 56.00 56.10 55.67 55.67 -1.08 175 4,060 +113
Oct02 011210 57.00 57.10 56.57 56.57 -1.08 94 2,511 +42
Total Volume and Open Interest 48,974 152,343 +429
Unleaded Gas(NYM)
Jan02 011210 51.90 52.25 50.90 51.09 -1.41 15,348 35,449 -282
Feb02 011210 53.30 53.50 52.35 52.60 -1.35 7,920 16,575 +1,705
Mar02 011210 54.80 54.80 53.90 54.05 -1.35 1,560 13,903 -8
Apr02 011210 61.40 61.40 60.65 60.65 -1.40 797 14,299 +178
May02 011210 62.00 62.00 61.25 61.25 -1.50 709 14,521 +259
Jun02 011210 61.90 62.90 61.45 61.45 -1.50 655 9,810 +315
Jul02 011210 61.60 62.80 61.35 61.35 -1.50 78 6,571 +25
Aug02 011210 60.80 60.80 60.80 60.80 -1.50 144 5,595 -31
Total Volume and Open Interest 27,776 123,537 +2,646
Natural Gas(NYM)
Jan02 011210 2.650 2.755 2.640 2.747 +0.179 32,564 60,137 +1,273
Feb02 011210 2.760 2.835 2.730 2.827 +0.146 8,014 33,256 +2,738
Mar02 011210 2.780 2.830 2.745 2.825 +0.132 5,246 35,353 -367
Apr02 011210 2.775 2.797 2.735 2.797 +0.111 2,618 38,279 -199
May02 011210 2.820 2.852 2.780 2.852 +0.109 1,398 18,097 -239
Jun02 011210 2.860 2.910 2.830 2.910 +0.109 720 16,819 -192
Jul02 011210 2.910 2.955 2.900 2.955 +0.107 1,052 14,104 +305
Aug02 011210 2.950 3.000 2.930 3.000 +0.107 2,762 12,490 +140
Total Volume and Open Interest 65,069 412,075 +4,673
Brent Crude Oil(IPE)
Jan02 011210 18.70 18.70 18.10 18.17 -0.86 32,532 42,339 -7,058
Feb02 011210 18.80 18.80 18.31 18.36 -0.79 28,413 56,495 -2,045
Mar02 011210 18.60 18.80 18.41 18.48 -0.76 11,809 24,050 +2,975
Apr02 011210 18.82 18.84 18.53 18.58 -0.76 1,151 10,054 +137
May02 011210 18.86 18.95 18.70 18.70 -0.77 302 7,875 +51
Jun02 011210 19.11 19.12 18.80 18.83 -0.77 2,891 20,723 +756
Jul02 011210 19.13 19.16 18.96 18.96 -0.73 238 6,673 +122
Aug02 011210 19.22 19.29 19.08 19.09 -0.69 292 5,862 -126
Total Volume and Open Interest 78,590 217,445 -4,313
Gas Oil(IPE)
Dec01 011210 155.00 155.50 150.50 152.50 +1.00 9,273 18,789 -1,631
Jan02 011210 158.50 158.50 154.00 155.50 +0.25 14,405 39,551 +3,926
Feb02 011210 161.50 161.50 157.25 159.25 +0.25 7,021 21,414 +3,614
Mar02 011210 162.00 162.00 159.75 160.75 unch 887 9,929 +546
Apr02 011210 163.50 163.50 161.50 162.25 +0.25 1 6,827 +1
May02 011210 165.00 165.00 163.25 164.00 +0.75 1 3,833 +0
Jun02 011210 166.50 167.00 165.00 166.00 +1.25 591 16,290 +296
Jul02 011210 168.00 168.00 168.00 168.00 +1.25 665 2,621 +165
Total Volume and Open Interest 34,759 157,390 +7,904
US Dollar Index(NYBOT)
Dec01 011210 116.10 116.80 116.10 116.28 +0.13 923 5,487 -80
Mar02 011210 116.58 117.36 116.58 116.84 +0.18 563 2,884 +302
Jun02 011210 117.40 117.40 117.40 117.40 +0.23 2 8 -1
Total Volume and Open Interest 1,488 8,380 +221
Australian Dollar(IMM)
Dec01 011210 51.40 51.55 51.38 51.43 -0.04 4,103 19,503 -877
Mar02 011210 51.15 51.28 51.10 51.14 -0.05 2,001 4,673 +1,582
Jun02 011210 51.00 51.00 50.85 50.85 -0.06 6 279 +6
Total Volume and Open Interest 6,110 24,470 +711
British Pound(IMM)
Dec01 011210 142.84 143.50 142.78 143.30 +0.04 9,084 35,280 -4,818
Mar02 011210 142.04 142.74 142.04 142.54 unch 1,798 6,166 +857
Jun02 011210 141.84 141.84 141.84 141.84 -0.04 25 28 +24
Total Volume and Open Interest 10,907 41,474 -3,937
Canadian Dollar(IMM)
Dec01 011210 63.40 63.49 63.31 63.35 -0.18 11,435 53,523 -4,647
Mar02 011210 63.37 63.45 63.26 63.31 -0.19 7,217 18,146 +5,029
Jun02 011210 63.40 63.43 63.26 63.32 -0.19 88 2,102 +34
Sep02 011210 63.25 63.34 63.25 63.34 -0.19 15 707 +0
Total Volume and Open Interest 18,760 74,977 +417
Japanese Yen(IMM)
Dec01 011210 79.20 79.42 79.18 79.29 -0.38 31,569 86,112 -7,664
Mar02 011210 79.54 79.78 79.52 79.65 -0.39 13,842 40,618 +7,488
Jun02 011210 80.02 80.03 80.02 80.03 -0.42 20 603 +16
Total Volume and Open Interest 45,431 127,688 -160
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 011210 59.77 60.11 59.73 60.11 -0.17 12,734 46,164 -3,272
Mar02 011210 59.79 60.12 59.73 60.11 -0.17 3,194 5,517 +987
Jun02 011210 60.15 60.15 60.15 60.15 -0.17 0 11 +0
Total Volume and Open Interest 15,928 51,715 -2,285
EuroFX(IMM)
Dec01 011210 88.52 88.95 88.39 88.94 unch 18,704 0 -99,126
Mar02 011210 88.20 88.63 88.08 88.62 -0.01 4,876 0 -8,305
Jun02 011210 88.39 88.39 88.39 88.39 -0.02 3 0 -315
Total Volume and Open Interest 23,588    
Mexican Peso(IMM)
Dec01 011210 10880.0 10900.0 10855.0 10870.0 +8.0 4,575 18,332 -584
Mar02 011210 10660.0 10690.0 10655.0 10660.0 +18.0 4,704 8,384 +4,020
Total Volume and Open Interest 9,300 27,011 +3,456
30-Year T-Bonds(CBOT)
Dec01 011210 100~21 101~24 100~21 101~04 +0~18 28,299 59,395 -11,869
Mar02 011210 99~15 100~21 99~15 99~31 +0~16 384,731 428,613 +32,840
Jun02 011210 98~11 99~05 98~11 98~26 +0~15 1,226 22,430 +334
Total Volume and Open Interest 414,256 510,438 +21,305
Municipal Bonds(CBOT)
Dec01 011210 103~01 103~07 102~23 102~31 +0~06 673 8,430 -129
Mar02 011210 102~00 102~08 101~20 101~29 +0~06 3,219 5,286 +952
Total Volume and Open Interest 3,892 13,716 +823
10-Year T-Notes(CBOT)
Dec01 011210 105~195 105~290 105~035 105~180 +0~090 17,739 77,329 -14,175
Mar02 011210 103~280 104~205 103~210 104~070 +0~085 385,237 514,627 +30,007
Total Volume and Open Interest 405,581 594,351 +17,927
5-Year T-Notes(CBOT)
Dec01 011210 106~165 106~175 106~085 106~155 +0~095 3,773 0 -116,485
Mar02 011210 105~055 105~110 104~240 105~060 +0~090 63,431 0 -381,908
Jun02 011210 104~040 104~100 104~040 104~100 +0~050      
Total Volume and Open Interest 67,204    
2 Year T-Notes(CBOT)
Dec01 011210 105~017 105~020 105~000 105~018 +0~026 2,208 11,455 -2,167
Mar02 011210 104~022 104~036 104~008 104~028 +0~019 6,622 53,760 +549
Total Volume and Open Interest 8,830 65,215 -1,618
3-Mth T-Bills(IMM)
Mar02 011210 98.17 98.20 98.17 98.18 +0.06 5 75 +5
Total Volume and Open Interest 54 1,802 -23
Eurodollars(IMM)
Dec01 011210 98.100 98.118 98.100 98.107 +0.040 163,865 833,919 +2,308
Mar02 011210 97.960 98.010 97.940 97.985 +0.095 223,414 672,789 +5,162
Jun02 011210 97.460 97.520 97.420 97.505 +0.130 336,276 685,081 +45,753
Sep02 011210 96.735 96.840 96.720 96.820 +0.190 231,670 525,566 +19,264
Dec02 011210 96.020 96.120 96.000 96.105 +0.195 152,142 518,377 +5,873
Mar03 011210 95.490 95.560 95.410 95.510 +0.130 59,218 291,989 +483
Jun03 011210 95.005 95.080 94.900 94.995 +0.070 37,624 206,026 -2,341
Sep03 011210 94.685 94.740 94.590 94.630 +0.015 29,955 170,437 -737
Dec03 011210 94.360 94.405 94.260 94.295 -0.005 12,137 134,043 +874
Mar04 011210 94.245 94.245 94.115 94.145 -0.015 9,242 117,914 -65
Jun04 011210 94.060 94.080 93.935 93.970 -0.025 9,733 95,777 -131
Sep04 011210 93.920 93.930 93.800 93.830 -0.030 8,799 92,966 +670
Total Volume and Open Interest 1,321,781 4,944,579 +81,683
3-Mth Euro-Yen(IMM)
Dec01 011210 99.92 99.92 99.92 99.92 +0.01 98 15,947 -124
Mar02 011210 99.86 99.86 99.85 99.85 unch 99 8,966 -123
Jun02 011210 99.87 99.87 99.87 99.87 +0.02 79 11,757 -892
Sep02 011210 99.85 99.85 99.85 99.85 +0.02 47 2,584 -46
Dec02 011210 99.82 99.82 99.82 99.82 +0.01 42 1,019 +79
Mar03 011210 99.78 99.78 99.78 99.78 +0.01 0 1,077 -105
Jun03 011210 99.77 99.77 99.77 99.77 +0.02 0 1,168 +0
Sep03 011210 99.72 99.72 99.72 99.72 +0.03 0 165 +0
Dec03 011210 99.60 99.60 99.60 99.60 unch 0 147 +0
Mar04 011210 99.55 99.55 99.55 99.55 unch 0 347 +0
Total Volume and Open Interest 365 43,251 -1,211
3-Mth Euro-Yen(SIMEX)
Dec01 011210 99.91 99.92 99.91 99.92 unch 285 89,507 +1,032
Mar02 011210 99.85 99.86 99.85 99.86 +0.01 3,817 76,549 -2,211
Jun02 011210 99.86 99.87 99.86 99.86 +0.00 1,802 85,086 -21
Sep02 011210 99.83 99.85 99.83 99.85 +0.01 993 27,453 -7
Dec02 011210 99.80 99.82 99.80 99.82 +0.01 300 12,215 +10
Mar03 011210 99.76 99.78 99.76 99.78 +0.01 201 21,798 -195
Jun03 011210 99.75 99.76 99.75 99.76 +0.01 224 19,716 +6
Sep03 011210 99.70 99.71 99.70 99.71 +0.01 2,850 10,697 +2,850
Total Volume and Open Interest 10,473 359,717 +1,463
Euro Notional Bond(MATIF)
Dec01 011210 89.18 89.87 89.18 89.30 +0.08 955 24,109 -668
Mar02 011210 89.12 89.54 89.12 89.30 +0.18 14 1,150 -16
Jun02 011210 89.40 89.40 89.40 89.40 +0.08      
Total Volume and Open Interest 969 25,259 -684
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 011210 95.74 95.77 95.73 95.76 -0.01 6,971 149,805 +23,647
Mar02 011210 95.84 95.92 95.84 95.91 +0.04 7,834 124,335 -244
Jun02 011210 95.65 95.72 95.65 95.71 +0.03 3,315 46,513 -1,212
Sep02 011210 95.29 95.33 95.29 95.33 unch 1,231 23,628 -304
Dec02 011210 94.94 94.94 94.91 94.94 -0.04 453 17,893 -135
Mar03 011210 94.62 94.64 94.60 94.64 -0.04 414 11,128 -75
Jun03 011210 94.40 94.40 94.35 94.40 -0.06 230 7,958 -122
Sep03 011210 94.20 94.21 94.16 94.21 -0.06 472 7,849 +173
Dec03 011210 94.03 94.07 94.03 94.07 -0.05 457 3,080 +100
Mar04 011210 93.93 93.95 93.93 93.95 -0.06 75 1,899 -22
Total Volume and Open Interest 21,452 397,351 +21,806
10-Year Aus T-Bonds(SFE)
Dec01 011210 94.11 94.17 94.11 94.16 -0.10 14,818 154,856 +0
Mar02 011210 94.04 94.09 94.04 94.09 -0.10 281 1,771 +0
Total Volume and Open Interest 15,099 156,627 -1,767
3-Year Aus T-Bonds(SFE)
Dec01 011210 94.92 94.99 94.92 94.98 -0.03 37,910 413,971 +10,825
Mar02 011210 94.68 94.73 94.68 94.73 -0.04 1,071 6,142 +1,056
Total Volume and Open Interest 38,981 420,113 +11,881
Gold(CMX)
Dec01 011210 272.5 273.2 271.2 272.2 -1.7 73 439 -130
Feb02 011210 273.5 273.7 271.7 273.0 -1.7 14,514 69,412 +1,899
Apr02 011210 273.8 274.1 272.7 273.6 -1.7 147 6,200 +24
Jun02 011210 275.0 275.0 272.5 274.1 -1.7 126 7,808 -7
Aug02 011210 275.5 275.5 274.7 274.7 -1.7 10 3,332 +0
Oct02 011210 275.4 275.4 275.4 275.4 -1.7 0 2,356 +0
Total Volume and Open Interest 15,486 109,682 +2,321
Silver(CMX)
Dec01 011210 422.0 423.5 420.0 422.5 -2.5 89 166 -24
Mar02 011210 423.0 424.5 422.0 424.3 -2.5 8,208 53,830 -2,240
May02 011210 423.5 426.5 423.5 425.3 -2.5 76 2,303 -20
Jul02 011210 424.0 427.0 423.5 426.1 -2.5 208 3,171 +84
Sep02 011210 427.1 427.1 427.1 427.1 -2.5 0 1,598 +0
Total Volume and Open Interest 8,701 69,038 -2,194
Platinum(NYM)
Jan02 011210 469.0 476.0 469.0 474.4 +4.4 927 4,336 -296
Apr02 011210 463.0 468.0 463.0 465.4 +3.9 527 1,619 +425
Jul02 011210 458.9 458.9 458.9 458.9 +3.9 1 61 -1
Oct02 011210 456.0 456.0 455.9 455.9 +3.9 0 42 +0
Total Volume and Open Interest 1,455 6,058 +128
Palladium(NYME)
Dec01 011210 428.50 428.50 428.50 428.50 +11.25 4 11 -5
Mar02 011210 424.00 429.50 422.00 429.25 +11.25 101 1,206 +15
Jun02 011127 310.00 310.00 310.00 310.00 unch 120 770  
Total Volume and Open Interest 490 1,408  
Copper(CMX)
Dec01 011210 67.50 67.65 67.15 67.60 -0.05 424 4,200 -481
Mar02 011210 68.20 68.70 67.85 68.50 -0.05 9,192 30,411 -1,788
May02 011210 68.70 69.10 68.50 69.05 -0.05 366 4,720 -18
Jul02 011210 69.35 69.75 69.20 69.55 -0.05 1,175 5,217 +1,011
Sep02 011210 69.95 70.05 69.95 70.05 unch 13 2,945 +5
Total Volume and Open Interest 11,411 65,263 -1,173
DJIA Index(CBOT)
Dec01 011210 10040 10085 9911 9915 -158 13,489 24,263 -1,934
Mar02 011210 10040 10075 9915 9916 -158 1,034 2,539 +499
Jun02 011210 10090 10090 9928 9928 -158 125 440 +122
Sep02 011210 9950 9950 9950 9950 -158 0 75 +0
Total Volume and Open Interest 14,649 27,426 -1,312
S & P 500(CME)
Dec01 011210 1152.50 1158.80 1138.50 1139.30 -21.20 75,601 345,861 -14,193
Mar02 011210 1154.00 1158.50 1139.80 1140.70 -21.30 24,105 201,755 +13,887
Jun02 011210 1142.70 1142.70 1142.70 1142.70 -22.00 147 10,190 +19
Sep02 011210 1150.00 1150.00 1146.70 1146.70 -22.80 48 770 -10
Total Volume and Open Interest 99,913 558,931 -300
S & P 500 E-Mini(Globex)
Dec01 011210 1160.50 1162.50 1138.50 1139.25 -21.25 178,238 240,160 -5,707
Mar02 011210 1157.50 1159.00 1139.75 1140.75 -21.25 593 1,518 +322
Total Volume and Open Interest 178,831 241,678 -5,385
NASDAQ 100(CME)
Dec01 011210 1660.00 1697.00 1643.00 1647.50 -29.50 21,958 0 -63,146
Mar02 011210 1669.00 1700.00 1652.00 1654.00 -29.50 1,820 0 -4,262
Jun02 011210 1660.50 1660.50 1660.00 1660.50 -29.50      
Total Volume and Open Interest 23,778    
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 011210 585.00 586.50 578.00 578.25 -9.40 171 5,493 -130
Mar02 011210 584.50 585.50 578.00 578.65 -9.50 0 718 +0
Jun02 011210 579.05 579.05 579.05 579.05 -9.60 0 300 +0
Total Volume and Open Interest 171 6,511 -130
S & P Midcap 400(CME)
Dec01 011210 502.00 503.50 495.55 496.00 -8.00 1,285 13,570 -241
Mar02 011210 502.50 502.50 497.00 497.00 -8.00 719 1,395 +553
Jun02 011210 501.00 501.00 501.00 501.00 -8.00      
Total Volume and Open Interest 2,004 14,965 +312
Russell 2000(CME)
Dec01 011210 478.50 482.50 473.00 473.50 -7.50 3,846 23,693 -1,984
Mar02 011210 480.00 481.00 474.00 474.25 -7.45 1,864 3,607 +1,419
Jun02 011210 478.55 478.55 478.55 478.55 -7.45      
Total Volume and Open Interest 5,710 27,300 -565
Value Line(KCBT)
Dec01 011210 1225.50 1225.50 1209.75 1213.25 -16.25 21 321 +5
Total Volume and Open Interest 21 374 +5
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 011210 10750 10760 10570 10605 -205 18,449 106,592 -63
Mar02 011210 10770 10770 10585 10610 -205 6,611 8,416 +6,680
Jun02 011210 10570 10570 10570 10570 -205 0 24 +0
Total Volume and Open Interest 25,060 115,032 +6,617
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 011210 5210.0 5221.0 5116.5 5138.5 -88.5 44,561 156,640 -738
Mar02 011210 5242.0 5250.5 5158.0 5175.5 -89.0 1,009 20,545 +478
Jun02 011210 5257.0 5257.0 5203.0 5219.0 -89.0 134 4,208 +115
Total Volume and Open Interest 45,704 181,393 -145
FT-SE 100(LIFFE)
Dec01 011210 5250.00 5273.00 5169.00 5194.00 -83.00 58,542 375,789 -2,469
Mar02 011210 5265.50 5283.00 5180.00 5203.50 -83.50 11,056 85,579 +5,630
Jun02 011210 5295.00 5295.00 5204.50 5218.00 -84.00 2,156 19,607 -792
Total Volume and Open Interest 71,754 480,975 +2,369
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 011210 163.00 163.55 161.80 162.55 -2.20 3,083 14,925 -2,192
Jan02 011210 164.45 164.70 164.20 164.70 -2.30 3,045 2,878 +2,797
Feb02 011210 166.75 166.75 166.75 166.75 -2.25      
Total Volume and Open Interest 6,128 17,803 +605
Bridge CRB Index(NYBOT)
Jan02 011210 191.00 191.00 190.25 190.60 -1.15 23 215 -6
Feb02 011210 191.00 191.50 190.60 190.60 -1.15 18 161 +12
Apr02 011210 191.35 191.35 191.35 191.35 -1.15 0 9 +0
Total Volume and Open Interest 41 392 +6
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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Cotton prices exceeded $2.20/pound a few weeks ago --- about twice as high as it had ever traded in at least the last 40 years?  Increased volatility in the cotton commodity markets means increased opportunity ---but only for those familiar with these futures markets.

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