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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 11, 2001
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan02 011211 444.00 444.75 435.50 437.50 -5.50 19,482 66,845 -2,924
Mar02 011211 447.00 447.00 439.00 440.75 -5.50 6,214 42,570 -1
May02 011211 451.00 451.00 442.75 444.25 -5.00 2,087 32,579 +296
Jul02 011211 454.50 455.50 447.75 449.50 -4.25 904 23,553 -65
Aug02 011211 455.00 455.00 447.75 449.50 -4.50 126 1,717 +34
Sep02 011211 455.50 455.50 449.00 450.00 -5.00 152 365 +50
Nov02 011211 460.00 460.50 452.75 454.25 -4.75 121 8,162 +14
Total Volume and Open Interest 29,000 175,819 -2,592
Soybean Meal(CBOT)
Dec01 011211 151.60 151.60 149.10 150.10 -1.00 3,640 3,865 -964
Jan02 011211 149.70 150.00 147.60 148.70 -0.50 8,432 30,305 +140
Mar02 011211 148.00 148.20 146.10 146.90 -0.70 2,976 36,443 +129
May02 011211 146.80 147.00 145.40 146.10 -0.70 1,558 29,078 +27
Jul02 011211 147.80 147.80 146.30 147.00 -0.90 1,023 26,890 -114
Aug02 011211 148.00 148.00 146.80 146.90 -0.80 83 7,196 -11
Sep02 011211 148.50 148.50 146.80 146.90 -1.50 128 5,453 -17
Oct02 011211 147.50 148.00 147.00 147.30 -0.20 21 3,260 -8
Total Volume and Open Interest 17,500 150,264 -827
Soybean Oil(CBOT)
Dec01 011211 16.33 16.37 15.87 15.88 -0.42 3,686 2,775 -860
Jan02 011211 16.45 16.54 16.01 16.03 -0.43 10,054 41,934 -1,424
Mar02 011211 16.75 16.75 16.22 16.24 -0.47 3,474 42,879 +451
May02 011211 16.95 16.95 16.43 16.44 -0.46 552 33,318 +68
Jul02 011211 17.15 17.15 16.63 16.64 -0.48 253 21,519 -62
Aug02 011211 17.15 17.15 16.73 16.73 -0.49 50 4,744 +12
Sep02 011211 17.15 17.15 16.83 16.83 -0.48 0 3,272 +0
Oct02 011211 16.88 16.88 16.88 16.88 -0.51 0 1,698 +0
Total Volume and Open Interest 18,000 158,669 -1,816
Canola(WCE)
Jan02 011211 350.5 350.5 344.5 344.8 -4.9 1,078 26,782 -976
Mar02 011211 347.2 347.2 342.5 342.7 -4.1 1,349 23,674 +327
May02 011211 345.0 345.2 343.4 343.4 -3.0 325 8,556 -80
Jul02 011211 345.3 345.3 341.3 341.6 -3.7 130 6,327 -14
Total Volume and Open Interest 3,068 69,471 -762
Corn(CBOT)
Dec01 011211 210.50 210.50 208.25 209.50 +0.50 1,743 2,695 -313
Jan02 011211 211.25 212.25 211.25 211.50 -0.50 72 1,572 -64
Mar02 011211 220.00 220.50 218.00 219.50 unch 21,154 257,343 -2,140
May02 011211 226.50 226.75 224.50 225.75 unch 1,471 59,587 +196
Jul02 011211 232.00 232.00 230.00 231.50 +0.25 873 47,389 +52
Sep02 011211 236.25 236.50 235.00 235.75 unch 265 12,018 +360
Total Volume and Open Interest 26,000 418,596 -1,203
Wheat(CBOT)
Dec01 011211 272.50 278.00 271.50 277.75 +4.00 1,335 2,125 -378
Mar02 011211 283.00 287.00 281.00 286.75 +3.25 12,049 76,379 -1,411
May02 011211 285.00 289.00 284.00 288.50 +2.50 524 9,461 -26
Jul02 011211 286.50 289.00 285.50 288.50 +1.75 1,282 14,602 -28
Sep02 011211 290.50 292.00 290.25 291.50 +1.00 3 968 +0
Total Volume and Open Interest 16,500 105,783 -1,849
Wheat(KCBT)
Dec01 011211 278.00 278.00 278.00 278.00 -1.50 3 70 -29
Mar02 011211 286.00 288.00 285.00 287.75 +0.25 4,939 46,504 -745
May02 011211 291.50 294.00 291.00 293.00 -0.50 112 9,730 -18
Jul02 011211 299.00 300.00 296.00 299.75 +0.25 80 8,055 -56
Sep02 011211 306.00 306.00 306.00 306.00 +0.50 6 1,908 +0
Total Volume and Open Interest 5,180 68,104 -813
Wheat(MGE)
Dec01 011211 290.00 293.00 290.00 293.00 -5.75 0 4 -10
Mar02 011211 306.00 306.50 304.50 304.75 -3.25 1,569 19,029 -295
May02 011211 313.00 313.25 311.50 312.00 -2.50 279 2,676 +17
Jul02 011211 320.00 320.00 318.50 319.00 -1.50 22 1,538 -2
Sep02 011211 325.00 326.00 324.50 325.75 -0.50 5 982 +0
Total Volume and Open Interest 1,879 24,835 -286
Oats(CBOT)
Dec01 011211 237.00 238.00 235.00 235.25 -2.75 330 514 -144
Mar02 011211 193.50 200.00 193.25 198.50 +3.75 1,533 6,716 -329
May02 011211 180.50 186.50 180.00 185.25 +4.25 186 2,626 -44
Jul02 011211 170.00 170.00 167.50 168.00 +2.00 107 1,310 -5
Total Volume and Open Interest 2,250 12,148 -464
Rough Rice(MCE)
Jan02 011211 3.98 4.00 3.60 3.82 -0.28 380 3,115 +49
Mar02 011211 4.25 4.25 3.86 4.06 -0.29 214 1,994 +54
May02 011211 4.50 4.50 4.20 4.28 -0.27 14 739 +10
Jul02 011211 4.70 4.70 4.45 4.50 -0.25 0 402 -5
Total Volume and Open Interest 525 6,424 +108
Live Cattle(CME)
Dec01 011211 65.250 65.475 64.750 65.125 unch 6,292 12,602 +81
Feb02 011211 68.200 68.700 68.150 68.500 +0.300 8,439 42,655 +736
Apr02 011211 70.850 71.275 70.850 71.200 +0.375 3,199 18,974 -747
Jun02 011211 68.100 68.275 67.850 68.100 +0.225 1,545 13,218 +510
Aug02 011211 68.400 68.475 68.100 68.300 +0.075 467 5,803 +510
Oct02 011211 70.650 70.650 70.300 70.450 +0.050 55 1,647 +44
Total Volume and Open Interest 20,017 95,482 +1,141
Feeder Cattle(CME)
Jan02 011211 83.125 83.500 82.700 83.275 +0.125 891 6,828 -40
Mar02 011211 82.000 82.350 81.650 82.275 +0.200 404 4,095 +50
Apr02 011211 82.000 82.350 81.675 82.200 +0.250 89 1,940 +57
May02 011211 81.900 82.200 81.650 82.200 +0.275 157 1,592 -2
Aug02 011211 83.500 83.600 83.450 83.600 +0.100 45 622 +5
Sep02 011211 83.600 83.600 83.600 83.600 +0.100 1 98 +1
Oct02 011211 83.600 83.600 83.600 83.600 +0.300 2 41 +3
Total Volume and Open Interest 1,589 15,221 +74
Lean Hogs(CME)
Dec01 011211 45.600 45.600 44.875 45.150 -0.975 2,450 5,933 -1,296
Feb02 011211 51.125 52.400 51.050 52.050 +0.450 3,892 15,280 -244
Apr02 011211 55.100 56.550 55.100 56.175 +0.350 692 4,244 -44
Jun02 011211 63.100 63.800 63.000 63.600 +0.175 147 1,425 -15
Jul02 011211 61.300 61.650 61.250 61.425 +0.150 37 514 +1
Aug02 011211 60.050 60.400 60.050 60.050 -0.275 4 311 +0
Oct02 011211 52.700 52.700 52.500 52.500 -0.150 28 385 +33
Dec02 011211 50.075 50.075 50.075 50.075 +0.025 41 122 +38
Total Volume and Open Interest 7,340 29,292 -1,529
Pork Bellies(CME)
Feb02 011211 72.800 74.200 72.300 74.000 +0.925 757 1,915 -40
Mar02 011211 72.850 74.100 72.500 73.875 +0.850 62 279 +22
May02 011211 74.750 75.600 74.250 75.600 +0.400 28 130 +11
Jul02 011211 75.600 75.850 75.550 75.550 +0.550 1 42 +0
Aug02 011211 75.500 75.500 75.500 75.500 +0.300 0 9 +0
Total Volume and Open Interest 848 2,375 -7
Cocoa(NYBOT)
Dec01 011211 1280 1320 1280 1305 +58 55 277 -97
Mar02 011211 1241 1295 1241 1290 +69 5,486 37,247 -836
May02 011211 1240 1283 1235 1279 +69 395 14,718 -136
Jul02 011211 1235 1270 1233 1268 +70 19 9,451 -6
Sep02 011211 1235 1258 1235 1258 +72 251 5,561 +118
Dec02 011211 1197 1219 1190 1218 +68 535 9,502 +271
Mar03 011211 1185 1210 1180 1209 +71 240 8,144 +98
Total Volume and Open Interest 7,281 93,021 -288
Coffee "C"(NYBOT)
Dec01 011211 44.40 44.40 43.50 43.90 +0.40 55 146 +3
Mar02 011211 47.40 47.90 46.15 47.80 +0.95 4,622 33,624 -342
May02 011211 49.00 49.80 48.15 49.60 +0.85 876 8,037 +122
Jul02 011211 50.90 51.40 50.30 51.40 +0.80 98 4,322 +9
Sep02 011211 52.50 53.00 51.90 53.00 +0.80 30 3,689 +10
Dec02 011211 54.50 55.25 54.25 55.15 +0.90 69 2,820 +28
Total Volume and Open Interest 5,769 53,405 -170
Orange Juice(NYBOT)
Jan02 011211 90.55 90.80 89.90 89.90 -1.55 1,446 10,818 -637
Mar02 011211 93.30 93.40 92.50 92.50 -1.60 442 5,612 +160
May02 011211 94.50 94.50 94.30 94.30 -0.70 10 1,196 +4
Jul02 011211 95.60 95.60 95.60 95.60 -0.70 1 221 -10
Sep02 011211 96.60 96.60 96.60 96.60 -0.70 0 161 +0
Total Volume and Open Interest 1,899 19,468 -483
Sugar #11(NYBOT)
Mar02 011211 7.55 7.56 7.31 7.35 -0.16 12,509 87,083 -2,028
May02 011211 7.03 7.03 6.84 6.85 -0.15 2,247 26,413 -209
Jul02 011211 6.57 6.57 6.40 6.42 -0.13 2,071 28,679 +10
Oct02 011211 6.50 6.51 6.40 6.42 -0.08 1,003 17,092 +30
Mar03 011211 6.60 6.60 6.50 6.52 -0.08 401 6,983 +76
Total Volume and Open Interest 18,280 172,362 -2,085
London Cocoa(LCE)
Dec01 011211 888 953 888 953 +57 5,124 9,500 -2,247
Mar02 011211 915 975 915 973 +51 4,624 64,573 +199
May02 011211 927 986 927 983 +51 1,036 32,484 +422
Jul02 011211 943 1000 941 996 +51 494 26,859 +232
Sep02 011211 934 985 934 985 +48 327 12,902 +176
Dec02 011211 897 949 897 949 +50 527 7,069 +367
Mar03 011211 885 939 883 939 +52 377 6,290 +9
Total Volume and Open Interest 12,509 160,304 -842
London Coffee(LCE)
Jan02 011211 393.00 409.00 391.00 405.00 +12.00 2,750 28,566 -778
Mar02 011211 403.00 416.00 400.00 412.00 +11.00 2,416 24,727 +29
May02 011211 411.00 420.00 411.00 420.00 +9.00 713 19,928 +420
Jul02 011211 422.00 433.00 422.00 433.00 +11.00 167 15,034 +2
Sep02 011211 440.00 444.00 438.00 444.00 +10.00 145 12,297 +60
Nov02 011211 447.00 454.00 447.00 454.00 +9.00 222 4,702 +178
Total Volume and Open Interest 6,413 105,264 -89
London Sugar(LCE)
Dec01 011115 241.50 248.00 236.50 240.40 -1.10 3,820 4,096 -1,367
Mar02 011211 238.00 238.00 234.50 235.50 -3.10 3,790 23,366 -649
May02 011211 227.40 227.90 224.50 224.50 -3.60 230 9,262 +71
Aug02 011211 216.90 216.90 213.50 213.50 -3.60 240 10,377 +27
Oct02 011211 202.00 202.00 200.20 201.00 -3.10 64 4,693 +23
Total Volume and Open Interest 4,415 48,859 -485
Cotton(NYBOT)
Mar02 011211 37.00 37.20 36.35 37.11 +0.77 5,485 30,133 -1,051
May02 011211 38.10 38.48 37.75 38.48 +0.82 731 9,868 -53
Jul02 011211 39.20 39.60 38.85 39.60 +0.79 497 9,575 +68
Oct02 011211 41.25 41.65 41.20 41.65 +0.70 6 323 +4
Dec02 011211 42.60 42.85 42.10 42.73 +0.73 453 5,481 +140
Mar03 011211 44.00 44.00 44.00 44.00 +0.70 103 773 +59
Total Volume and Open Interest 7,285 57,425 -838
Lumber(CME)
Jan02 011211 232.0 234.5 228.6 229.1 -4.5 458 1,621 -33
Mar02 011211 245.0 246.0 243.2 243.6 -2.5 96 671 +30
May02 011211 252.5 253.0 251.8 251.8 -0.7 7 146 +2
Jul02 011211 251.7 251.7 251.7 251.7 -2.5 0 22 +0
Total Volume and Open Interest 561 2,462 -1
Crude Oil(NYM)
Jan02 011211 18.05 18.40 17.92 18.08 -0.29 61,037 100,251 -4,935
Feb02 011211 18.55 18.75 18.32 18.46 -0.33 36,903 84,661 +8,381
Mar02 011211 18.65 19.05 18.55 18.76 -0.32 7,554 42,639 -549
Apr02 011211 18.85 19.20 18.85 18.99 -0.33 4,269 24,583 +1,382
May02 011211 19.22 19.32 19.19 19.19 -0.33 1,596 15,973 +228
Jun02 011211 19.62 19.62 19.34 19.34 -0.33 2,941 26,383 +386
Jul02 011211 19.62 19.65 19.46 19.46 -0.33 1,200 13,573 -23
Aug02 011211 19.56 19.56 19.56 19.56 -0.33 732 11,836 -18
Sep02 011211 19.80 19.80 19.65 19.65 -0.34 125 12,731 +50
Oct02 011211 19.80 19.80 19.73 19.73 -0.35 105 9,648 +45
Total Volume and Open Interest 118,942 446,412 +4,719
Heating Oil(NYM)
Jan02 011211 49.90 50.70 49.60 49.99 -0.67 18,052 41,489 -914
Feb02 011211 50.90 52.00 50.90 51.45 -0.67 9,428 27,632 +1,858
Mar02 011211 51.90 52.50 51.80 52.05 -0.67 3,480 20,767 +563
Apr02 011211 52.50 52.80 52.35 52.35 -0.72 536 16,667 +123
May02 011211 52.50 52.70 52.25 52.25 -0.77 910 7,463 -84
Jun02 011211 52.75 53.00 52.50 52.60 -0.82 688 9,746 +101
Jul02 011211 53.70 53.70 53.25 53.25 -0.82 131 4,897 +6
Aug02 011211 54.30 54.50 54.00 54.00 -0.82 26 3,425 +4
Sep02 011211 55.10 55.10 54.90 54.90 -0.77 124 4,154 +94
Oct02 011211 56.30 56.30 55.80 55.80 -0.77 39 2,539 +28
Total Volume and Open Interest 33,723 154,252 +1,909
Unleaded Gas(NYM)
Jan02 011211 50.20 51.40 49.90 50.61 -0.48 16,800 35,346 -103
Feb02 011211 51.60 52.80 51.50 52.20 -0.40 6,338 18,945 +2,370
Mar02 011211 53.00 53.80 53.00 53.65 -0.40 738 14,132 +229
Apr02 011211 59.60 60.30 59.60 60.25 -0.40 773 14,116 -183
May02 011211 60.75 60.87 60.60 60.87 -0.38 528 14,492 -29
Jun02 011211 61.20 61.20 61.00 61.10 -0.35 638 9,809 -1
Jul02 011211 60.60 61.00 60.60 61.00 -0.35 433 6,679 +108
Aug02 011211 60.50 60.50 60.45 60.45 -0.35 210 5,645 +50
Total Volume and Open Interest 26,515 126,025 +2,488
Natural Gas(NYM)
Jan02 011211 2.795 2.820 2.670 2.803 +0.056 41,126 63,303 +3,166
Feb02 011211 2.865 2.875 2.750 2.868 +0.041 10,186 34,883 +1,627
Mar02 011211 2.865 2.865 2.750 2.861 +0.036 5,498 34,390 -963
Apr02 011211 2.800 2.830 2.730 2.828 +0.031 5,714 39,067 +788
May02 011211 2.870 2.879 2.810 2.879 +0.027 1,139 17,798 -299
Jun02 011211 2.925 2.933 2.830 2.933 +0.023 1,884 17,493 +674
Jul02 011211 2.970 2.980 2.890 2.978 +0.023 543 14,207 +103
Aug02 011211 3.020 3.023 2.920 3.023 +0.023 1,568 12,356 -134
Total Volume and Open Interest 73,089 417,617 +5,542
Brent Crude Oil(IPE)
Jan02 011211 18.20 18.21 17.80 17.91 -0.26 21,180 39,620 -2,719
Feb02 011211 18.35 18.38 18.00 18.12 -0.24 21,289 59,400 +2,905
Mar02 011211 18.38 18.44 18.12 18.19 -0.29 8,487 26,423 +2,373
Apr02 011211 18.36 18.52 18.22 18.29 -0.29 3,109 10,278 +224
May02 011211 18.49 18.55 18.37 18.42 -0.28 1,627 8,540 +665
Jun02 011211 18.63 18.77 18.50 18.55 -0.28 2,367 20,641 -82
Jul02 011211 18.74 18.81 18.67 18.67 -0.29 640 6,100 -573
Aug02 011211 18.86 18.95 18.76 18.79 -0.30 390 5,759 -103
Total Volume and Open Interest 59,419 220,160 +2,715
Gas Oil(IPE)
Dec01 011211 150.50 151.25 148.25 148.50 -4.00 11,709 15,615 -3,174
Jan02 011211 153.50 154.50 152.25 152.75 -2.75 13,730 42,954 +3,403
Feb02 011211 157.25 157.50 155.75 156.25 -3.00 5,303 24,197 +2,783
Mar02 011211 158.25 159.25 157.75 158.25 -2.50 496 9,964 +35
Apr02 011211 160.00 160.75 159.75 160.00 -2.25 212 6,744 -83
May02 011211 162.00 162.25 162.00 162.00 -2.00 136 3,811 -22
Jun02 011211 164.00 164.75 163.00 164.00 -2.00 1,616 17,300 +1,010
Jul02 011211 166.25 166.25 166.00 166.00 -2.00 0 2,621 +0
Total Volume and Open Interest 34,147 162,062 +4,672
US Dollar Index(NYBOT)
Dec01 011211 116.17 116.33 116.02 116.08 -0.20 864 5,228 -259
Mar02 011211 116.66 116.90 116.55 116.64 -0.20 966 3,370 +486
Jun02 011211 117.20 117.20 117.20 117.20 -0.20 0 8 +0
Total Volume and Open Interest 1,831 8,608 +228
Australian Dollar(IMM)
Dec01 011211 51.38 51.57 51.34 51.57 +0.14 5,633 15,981 -3,522
Mar02 011211 51.11 51.32 51.02 51.27 +0.13 5,121 8,736 +4,063
Jun02 011211 51.05 51.05 50.97 50.97 +0.12 42 325 +46
Total Volume and Open Interest 10,796 25,057 +587
British Pound(IMM)
Dec01 011211 143.48 143.90 143.46 143.70 +0.40 7,755 33,517 -1,763
Mar02 011211 142.72 143.16 142.68 142.94 +0.40 7,104 11,469 +5,303
Jun02 011211 142.24 142.24 142.24 142.24 +0.40 0 28 +0
Total Volume and Open Interest 14,859 45,014 +3,540
Canadian Dollar(IMM)
Dec01 011211 63.35 63.48 63.34 63.46 +0.11 11,672 49,515 -4,008
Mar02 011211 63.33 63.46 63.30 63.42 +0.11 9,315 25,270 +7,124
Jun02 011211 63.28 63.43 63.28 63.43 +0.11 40 2,111 +9
Sep02 011211 63.39 63.45 63.39 63.45 +0.11 2 708 +1
Total Volume and Open Interest 21,034 78,101 +3,124
Japanese Yen(IMM)
Dec01 011211 79.38 79.40 79.20 79.27 -0.02 17,944 80,235 -5,877
Mar02 011211 79.70 79.73 79.55 79.62 -0.03 19,689 65,136 +24,518
Jun02 011211 79.95 79.99 79.95 79.99 -0.04 54 624 +21
Total Volume and Open Interest 37,687 146,350 +18,662
Deutsche Mark(IMM)
Dec01 011210 45.47 45.47 45.47 45.47 unch 1 194 +0
Total Volume and Open Interest 1 194 +0
Swiss Franc(IMM)
Dec01 011211 60.25 60.46 60.17 60.44 +0.33 5,674 43,165 -2,999
Mar02 011211 60.25 60.47 60.11 60.44 +0.33 6,127 12,982 +7,465
Jun02 011211 60.25 60.48 60.25 60.48 +0.33 0 11 +0
Total Volume and Open Interest 11,801 56,181 +4,466
EuroFX(IMM)
Dec01 011210 88.52 88.95 88.39 88.94 unch 18,852 93,948 -5,178
Mar02 011210 88.20 88.63 88.08 88.62 -0.01 6,014 12,551 +4,246
Jun02 011210 88.39 88.39 88.39 88.39 -0.02 3 318 +3
Total Volume and Open Interest 24,874 106,881 -924
Mexican Peso(IMM)
Dec01 011211 10880.0 10937.0 10855.0 10930.0 +60.0 4,514 18,069 -263
Mar02 011211 10682.0 10740.0 10650.0 10727.0 +67.0 3,900 11,757 +3,373
Total Volume and Open Interest 8,414 30,121 +3,110
30-Year T-Bonds(CBOT)
Dec01 011211 101~13 102~08 101~10 101~18 +0~14 23,093 42,667 -16,728
Mar02 011211 100~10 101~05 100~05 100~13 +0~14 219,131 427,858 -755
Jun02 011211 99~08 99~20 99~04 99~08 +0~14 212 22,461 +31
Total Volume and Open Interest 218,000 492,986 -17,452
Municipal Bonds(CBOT)
Dec01 011211 103~10 103~11 103~00 103~01 +0~02 332 8,208 -222
Mar02 011211 102~07 102~12 101~29 101~31 +0~02 859 5,682 +396
Total Volume and Open Interest 1,000 13,890 +174
10-Year T-Notes(CBOT)
Dec01 011211 105~315 106~150 105~230 106~000 +0~140 33,454 68,921 -8,408
Mar02 011211 104~160 105~050 104~115 104~210 +0~140 264,031 508,240 -6,387
Total Volume and Open Interest 282,000 579,956 -14,395
5-Year T-Notes(CBOT)
Dec01 011211 106~255 106~275 106~210 106~275 +0~120 1,542 0 -101,820
Mar02 011211 105~125 105~260 105~110 105~175 +0~115 47,481 0 -403,344
Jun02 011211 104~215 104~215 104~215 104~215 +0~115 200 200 +200
Total Volume and Open Interest 155,000 200 -504,964
2 Year T-Notes(CBOT)
Dec01 011211 105~036 105~052 105~032 105~044 +0~025 2,176 10,239 -1,216
Mar02 011211 104~042 104~060 104~036 104~048 +0~020 5,375 54,366 +606
Total Volume and Open Interest 7,300 64,605 -610
3-Mth T-Bills(IMM)
Mar02 011211 98.29 98.29 98.29 98.29 +0.11 329 512 +437
Total Volume and Open Interest 675 2,185 +383
Eurodollars(IMM)
Dec01 011211 98.122 98.160 98.120 98.140 +0.033 89,670 823,773 -10,146
Mar02 011211 98.025 98.095 98.000 98.055 +0.070 131,816 670,438 -2,351
Jun02 011211 97.555 97.675 97.525 97.585 +0.080 192,766 644,903 -40,178
Sep02 011211 96.885 97.035 96.880 96.965 +0.145 124,948 533,854 +8,288
Dec02 011211 96.170 96.330 96.165 96.260 +0.155 96,883 523,960 +5,583
Mar03 011211 95.575 95.705 95.565 95.645 +0.135 46,921 292,876 +887
Jun03 011211 95.065 95.155 95.040 95.115 +0.120 33,325 202,318 -3,708
Sep03 011211 94.695 94.780 94.670 94.715 +0.085 22,424 173,766 +3,329
Dec03 011211 94.345 94.460 94.335 94.375 +0.080 15,392 133,833 -210
Mar04 011211 94.185 94.280 94.185 94.220 +0.075 11,571 117,613 -301
Jun04 011211 94.030 94.105 94.010 94.040 +0.070 13,067 94,737 -1,040
Sep04 011211 93.870 93.965 93.870 93.895 +0.065 10,280 94,427 +1,461
Total Volume and Open Interest 832,465 4,907,760 -36,819
3-Mth Euro-Yen(IMM)
Dec01 011211 99.92 99.92 99.91 99.91 -0.01 52 15,920 -27
Mar02 011211 99.86 99.86 99.86 99.86 +0.01 545 8,655 -311
Jun02 011211 99.87 99.88 99.87 99.87 unch 22 11,667 -90
Sep02 011211 99.85 99.86 99.85 99.86 +0.01 12 2,622 +38
Dec02 011211 99.82 99.82 99.82 99.82 unch 100 1,281 +262
Mar03 011211 99.79 99.79 99.79 99.79 +0.01 2 1,066 -11
Jun03 011211 99.77 99.77 99.77 99.77 unch 2 1,166 -2
Sep03 011211 99.72 99.72 99.72 99.72 unch 2 167 +2
Dec03 011211 99.63 99.63 99.63 99.63 +0.03 0 147 +0
Mar04 011211 99.57 99.57 99.57 99.57 +0.03 0 347 +0
Total Volume and Open Interest 737 43,112 -139
3-Mth Euro-Yen(SIMEX)
Mar02 011211 99.86 99.86 99.85 99.86 0.00 1,612 77,135 +586
Jun02 011211 99.87 99.87 99.86 99.87 +0.01 7,269 83,260 -1,826
Sep02 011211 99.85 99.86 99.85 99.86 +0.01 1,301 28,265 +812
Dec02 011211 99.82 99.82 99.82 99.82 unch 342 12,359 +144
Mar03 011211 99.79 99.79 99.78 99.78 unch 597 22,178 +380
Jun03 011211 99.77 99.77 99.77 99.77 +0.01 121 19,764 +48
Sep03 011211 99.72 99.72 99.72 99.72 +0.01 190 10,887 +190
Dec03 011211 99.65 99.65 99.65 99.65 +0.01 80 3,692 +80
Total Volume and Open Interest 12,114 360,466 +749
Euro Notional Bond(MATIF)
Dec01 011211 89.65 90.00 89.65 89.80 +0.50 625 23,212 -897
Mar02 011211 89.60 89.60 89.30 89.30 unch 57 1,207 +57
Jun02 011211 89.40 89.40 89.40 89.40 unch      
Total Volume and Open Interest 682 24,419 -840
3-Month Euribor(MATIF)
Dec01 011210 96.65 96.65 96.65 96.65 unch 0 2,776 +0
Mar02 011210 96.90 96.90 96.90 96.90 +0.05 0 2,496 +0
Jun02 011210 96.80 96.80 96.80 96.80 +0.10 0 211 +0
Total Volume and Open Interest 0 6,273 +0
German Euro-Bund(EUREX)
Mar02 011210 107.96 108.31 107.76 108.00 +0.26 802,701 510,314 -8,865
Jun02 011210 107.08 107.30 107.08 107.30 +0.22 4,663 3,589 -87
Sep02 011210 106.01 106.19 106.01 106.19 -0.05 1 1  
Total Volume and Open Interest 807,365 513,904  
German Euro-Bobl(EUREX)
Mar02 011210 106.57 106.80 106.49 106.68 +0.23 512,017 351,479 +3,472
Jun02 011210 105.98 105.98 105.98 105.98 +0.18 1,110 2,471 +0
Sep02 011210 105.38 105.38 105.38 105.38 +0.23      
Total Volume and Open Interest 513,127 353,950  
Long Gilt(LIFFE)
Dec01 011210 114~23 114~28 114~15 114~22 +0~12 2,243 9,909 -1,108
Mar02 011210 113~30 114~09 113~24 114~00 +0~09 40,163 53,910 -664
Total Volume and Open Interest 42,406 63,869 -1,772
3-Mth Short Sterling(LIFFE)
Dec01 011210 95.96 95.98 95.95 95.97 +0.03 20,495 0 +0
Mar02 011210 95.91 95.98 95.91 95.95 +0.06 28,677 0 +0
Jun02 011210 95.56 95.66 95.56 95.62 +0.08 28,755 0 +0
Total Volume and Open Interest 131,191    
3-Mth Euribor(LIFFE)
Dec01 011210 96.655 96.665 96.650 96.660 +0.010 44,113 458,018 -7,990
Mar02 011210 96.845 96.905 96.830 96.885 +0.060 100,712 446,787 +4,917
Jun02 011210 96.735 96.820 96.735 96.795 +0.095 146,825 360,215 +3,712
Total Volume and Open Interest 451,907 2,009,956 +8,118
3-Mth Aus T-Bills(SFE)
Dec01 011211 95.77 95.77 95.75 95.77 +0.01 5,503 126,965 -22,840
Mar02 011211 95.93 95.95 95.92 95.93 +0.02 9,336 133,655 +9,320
Jun02 011211 95.75 95.77 95.72 95.76 +0.05 2,858 48,764 +2,251
Sep02 011211 95.37 95.38 95.35 95.38 +0.05 1,488 24,975 +1,347
Dec02 011211 94.98 94.98 94.96 94.98 +0.04 616 18,292 +399
Mar03 011211 94.66 94.67 94.63 94.67 +0.03 333 11,461 +333
Jun03 011211 94.43 94.43 94.38 94.43 +0.03 109 8,067 +109
Sep03 011211 94.20 94.24 94.19 94.24 +0.03 299 8,105 +256
Dec03 011211 94.06 94.10 94.06 94.10 +0.03 100 3,180 +100
Mar04 011211 93.98 93.98 93.98 93.98 +0.03 75 1,924 +25
Total Volume and Open Interest 20,813 388,747 -8,604
10-Year Aus T-Bonds(SFE)
Dec01 011211 94.17 94.18 94.14 94.18 +0.08 18,618 169,024 +166,428
Mar02 011211 94.10 94.11 94.08 94.11 +2.17 1,003 2,596 -927
Total Volume and Open Interest 19,621 171,620 +14,993
3-Year Aus T-Bonds(SFE)
Dec01 011211 95.01 95.04 94.99 95.03 +0.05 48,575 454,398 +40,427
Mar02 011211 94.73 94.78 94.73 94.78 +0.05 3,481 9,378 +3,236
Total Volume and Open Interest 52,056 463,776 +43,663
Gold(CMX)
Dec01 011211 272.5 272.5 271.5 272.2 unch 478 639 +200
Feb02 011211 272.8 273.4 272.1 272.9 -0.1 31,419 75,180 +5,768
Apr02 011211 273.1 274.2 272.5 273.5 -0.1 174 6,254 +54
Jun02 011211 274.3 274.7 273.0 273.9 -0.2 248 7,769 -39
Aug02 011211 274.4 274.4 274.4 274.4 -0.3 3 3,332 +0
Oct02 011211 274.9 274.9 274.9 274.9 -0.5 0 2,356 +0
Total Volume and Open Interest 23,000 115,712 +6,030
Silver(CMX)
Dec01 011211 423.0 425.7 423.0 425.7 +3.2 48 121 -45
Mar02 011211 424.5 429.5 424.5 427.5 +3.2 3,894 53,371 -459
May02 011211 426.5 430.0 426.5 428.5 +3.2 115 2,406 +103
Jul02 011211 427.0 429.3 427.0 429.3 +3.2 22 3,181 +10
Sep02 011211 432.0 432.0 430.3 430.3 +3.2 0 1,598 +0
Total Volume and Open Interest 6,500 68,669 -369
Platinum(NYM)
Jan02 011211 462.0 464.5 456.0 460.7 -13.7 977 4,211 -125
Apr02 011211 455.0 456.8 448.2 452.7 -12.7 355 1,892 +273
Jul02 011211 446.2 446.2 446.2 446.2 -12.7 0 61 +0
Oct02 011211 443.2 443.2 443.2 443.2 -12.7 11 32 -10
Total Volume and Open Interest 1,343 6,196 +138
Palladium(NYME)
Dec01 011211 398.30 398.30 398.30 398.30 -30.20 4 8 -3
Mar02 011211 410.00 410.00 398.00 399.05 -30.20 71 1,219 +13
Jun02 011127 310.00 310.00 310.00 310.00 unch 120 770  
Total Volume and Open Interest 490 1,408  
Copper(CMX)
Dec01 011211 67.80 68.40 67.70 68.05 +0.45 608 3,954 -246
Mar02 011211 68.75 69.45 68.50 68.90 +0.40 4,591 30,399 -12
May02 011211 69.45 69.90 69.30 69.45 +0.40 46 4,755 +35
Jul02 011211 69.90 70.25 69.70 70.00 +0.45 96 5,219 +2
Sep02 011211 70.45 70.80 70.45 70.50 +0.45 52 2,988 +43
Total Volume and Open Interest 7,000 65,119 -144
DJIA Index(CBOT)
Dec01 011211 9935 10025 9865 9890 -25 12,846 23,765 -498
Mar02 011211 9935 10020 9865 9889 -27 2,384 3,806 +1,267
Jun02 011211 9900 9900 9897 9897 -31 1 321 -119
Sep02 011211 9914 9914 9914 9914 -36 0 75 +0
Total Volume and Open Interest 17,000 28,076 +650
S & P 500(CME)
Dec01 011211 1144.00 1152.00 1133.50 1136.50 -2.80 82,616 330,640 -15,221
Mar02 011211 1145.50 1153.00 1135.00 1137.70 -3.00 19,797 216,567 +14,812
Jun02 011211 1148.00 1148.00 1140.20 1140.20 -2.50 414 10,208 +18
Sep02 011211 1144.20 1144.20 1144.20 1144.20 -2.50 2 767 -3
Total Volume and Open Interest 102,837 558,539 -392
S & P 500 E-Mini(Globex)
Dec01 011211 1139.25 1151.75 1133.50 1136.50 -2.75 184,921 243,860 +3,700
Mar02 011211 1140.00 1153.25 1135.75 1137.75 -3.00 594 1,574 +56
Total Volume and Open Interest 185,515 245,434 +3,756
NASDAQ 100(CME)
Dec01 011210 1661.00 1697.00 1643.00 1647.50 -29.50 19,139 61,861 -1,285
Mar02 011210 1669.00 1677.00 1654.00 1654.00 -29.50 1,806 5,790 +1,528
Jun02 011210 1660.50 1660.50 1660.50 1660.50 -29.50 0 2 +0
Total Volume and Open Interest 20,945 67,653 +243
NASDAQ 100 E-Mini(GLOBEX)
Dec01 011210 1681.0 1697.5 1642.0 1647.5 -29.5 140,005 139,091 +3,180
Mar02 011210 1670.0 1703.0 1650.0 1654.0 -29.5 290 495 +113
Total Volume and Open Interest 140,295 139,586 +3,293
NYSE Composite(NYBOT)
Dec01 011211 580.30 582.50 574.75 575.75 -2.55 910 5,423 -70
Mar02 011211 580.50 581.50 575.75 576.05 -2.65 300 878 +160
Jun02 011211 576.35 576.35 576.35 576.35 -2.65 0 300 +0
Total Volume and Open Interest 121 6,601 +90
S & P Midcap 400(CME)
Dec01 011211 497.50 502.00 496.00 496.50 +0.50 1,244 13,159 -411
Mar02 011211 499.00 502.00 497.45 497.45 +0.45 360 1,819 +424
Jun02 011211 501.45 501.45 501.45 501.45 +0.45      
Total Volume and Open Interest 1,604 14,978 +13
Russell 2000(CME)
Dec01 011211 475.00 479.00 473.00 475.00 +1.50 3,816 21,823 -1,870
Mar02 011211 476.00 479.00 475.25 475.75 +1.50 1,961 5,487 +1,880
Jun02 011211 480.05 480.05 480.05 480.05 +1.50      
Total Volume and Open Interest 5,777 27,310 +10
Value Line(KCBT)
Dec01 011211 1218.00 1225.00 1209.50 1213.00 -0.25 105 319 -2
Total Volume and Open Interest 117 381 +7
Nikkei 225(CME)
Dec01 011210 10570 10630 10485 10485 -290 1,248 16,549 +163
Mar02 011210 10600 10700 10530 10530 -265 377 519 +230
Total Volume and Open Interest 1,625 17,091 +393
Nikkei 225(SIMEX)
Dec01 011211 10540 10615 10460 10545 -60 19,270 102,866 -3,726
Mar02 011211 10520 10620 10480 10555 -55 5,992 14,129 +5,713
Jun02 011211 10515 10515 10515 10515 -55 0 24 +0
Total Volume and Open Interest 25,262 117,019 +1,987
CAC 40(MATIF)
Dec01 011210 4642.0 4642.0 4511.0 4531.0 -122.0 37,992 511,905 -11,017
Jan02 011210 4589.0 4593.5 4571.5 4571.5 -94.5 26 5,690 -12
Feb02 011210 4582.5 4582.5 4582.5 4582.5 -95.0 0 5,002 +0
Total Volume and Open Interest 38,482 616,963 -10,873
DAX Index(EUREX)
Dec01 011211 5132.0 5177.0 5083.0 5143.0 +4.5 44,648 154,235 -2,405
Mar02 011211 5169.0 5210.5 5124.0 5179.5 +4.0 2,559 20,687 +142
Jun02 011211 5180.0 5253.0 5180.0 5222.0 +3.0 156 4,284 +76
Total Volume and Open Interest 47,363 179,206 -2,187
FT-SE 100(LIFFE)
Dec01 011211 5160.00 5200.00 5147.00 5168.00 -26.00 47,124 371,861 -3,928
Mar02 011211 5188.50 5209.00 5160.00 5177.50 -26.00 8,158 96,324 +10,745
Jun02 011211 5202.00 5220.00 5185.00 5189.00 -29.00 147 19,632 +25
Total Volume and Open Interest 55,429 487,817 +6,842
SPI 200(SFE)
Dec01 011210 3358.0 3363.0 3339.0 3349.0 -26.0 15,092 131,116 -12,585
Mar02 011210 3369.0 3369.0 3351.0 3358.0 -25.0 5,090 8,224 +4,622
Jun02 011210 3365.0 3368.0 3365.0 3368.0 -26.0 0 1,546 +0
Total Volume and Open Interest 20,182 141,361 -7,963
GSCI(CME)
Dec01 011211 161.90 162.55 161.40 162.55 unch 2,980 11,889 -3,036
Jan02 011211 164.50 164.50 163.80 164.50 -0.20 2,939 6,216 +3,338
Feb02 011211 166.00 166.00 166.00 166.00 -0.75      
Total Volume and Open Interest 5,919 18,105 +302
Bridge CRB Index(NYBOT)
Jan02 011211 190.80 191.00 190.00 191.00 +0.40 26 209 -6
Feb02 011211 190.45 191.00 190.45 191.00 +0.40 5 164 +3
Apr02 011211 191.50 192.00 191.50 192.00 +0.65 0 9 +0
Total Volume and Open Interest 33 389 -3
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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Monthly Cocoa chart - 1973-2011

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