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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 Wed December 12, 2001
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan02 011212 436.50 437.00 432.00 432.50 -5.00 34,811 68,438 +1,593
Mar02 011212 439.00 439.75 435.50 436.50 -4.25 10,565 44,082 +1,512
May02 011212 443.50 443.50 439.50 440.75 -3.50 2,323 32,825 +246
Jul02 011212 448.00 448.50 444.00 445.25 -4.25 1,865 23,713 +160
Aug02 011212 445.50 445.50 445.25 445.25 -4.25 126 1,840 +123
Sep02 011212 450.00 450.00 444.50 445.50 -4.50 13 372 +7
Nov02 011212 453.00 453.00 449.50 450.50 -3.75 213 8,197 +35
Total Volume and Open Interest 49,929 179,505 +3,686
Soybean Meal(CBOT)
Dec01 011212 150.00 150.40 149.30 149.70 -0.40 3,553 2,803 -1,062
Jan02 011212 148.70 149.00 148.00 148.70 unch 12,940 29,405 -900
Mar02 011212 146.80 147.10 146.20 146.70 -0.20 5,920 36,051 -392
May02 011212 145.90 145.90 145.10 145.60 -0.50 2,179 29,032 -46
Jul02 011212 146.70 146.80 145.80 146.50 -0.50 2,302 27,198 +308
Aug02 011212 147.30 147.50 146.20 146.50 -0.40 216 7,191 -5
Sep02 011212 147.70 147.70 146.40 147.00 +0.10 439 5,559 +106
Oct02 011212 148.00 148.00 146.30 146.40 -0.90 11 3,272 +12
Total Volume and Open Interest 27,941 148,535 -1,729
Soybean Oil(CBOT)
Dec01 011212 15.82 15.82 15.62 15.64 -0.24 3,093 1,840 -935
Jan02 011212 15.95 15.97 15.73 15.78 -0.25 13,192 40,958 -976
Mar02 011212 16.18 16.20 15.96 16.01 -0.23 8,636 44,178 +1,299
May02 011212 16.35 16.40 16.19 16.22 -0.22 1,258 33,177 -141
Jul02 011212 16.60 16.60 16.40 16.44 -0.20 515 21,539 +20
Aug02 011212 16.70 16.70 16.52 16.54 -0.19 171 4,807 +63
Sep02 011212 16.80 16.80 16.60 16.62 -0.21 40 3,280 +8
Oct02 011212 16.90 16.90 16.71 16.71 -0.17 9 1,698 +0
Total Volume and Open Interest 27,353 158,219 -450
Canola(WCE)
Jan02 011212 341.0 342.0 336.3 337.0 -7.8 3,932 26,580 -202
Mar02 011212 340.0 340.5 334.7 335.2 -7.5 4,102 24,997 +1,323
May02 011212 340.0 340.0 334.8 335.3 -8.1 272 8,676 +120
Jul02 011212 340.5 340.5 334.5 334.5 -7.1 263 6,372 +45
Total Volume and Open Interest 9,191 71,134 +1,663
Corn(CBOT)
Dec01 011212 208.50 208.50 205.75 206.75 -2.75 2,006 2,219 -476
Jan02 011212 210.00 210.00 208.25 208.25 -3.25 113 1,500 -72
Mar02 011212 218.75 218.75 215.50 216.00 -3.50 27,398 255,432 -1,911
May02 011212 224.75 225.00 222.25 222.50 -3.25 1,769 59,929 +342
Jul02 011212 230.50 230.50 227.75 228.00 -3.50 2,118 47,120 -269
Sep02 011212 235.00 235.00 232.25 232.50 -3.25 378 12,229 +211
Total Volume and Open Interest 36,441 416,458 -2,138
Wheat(CBOT)
Dec01 011212 276.50 277.50 274.50 277.00 -0.75 1,117 1,461 -664
Mar02 011212 285.50 286.75 284.00 286.00 -0.75 12,714 76,219 -160
May02 011212 287.25 287.75 285.50 287.25 -1.25 528 9,520 +59
Jul02 011212 288.00 288.50 286.50 287.25 -1.25 2,058 14,855 +253
Sep02 011212 291.00 291.50 290.50 291.00 -0.50 13 975 +7
Total Volume and Open Interest 16,466 105,293 -490
Wheat(KCBT)
Dec01 011212 277.50 277.50 277.50 277.50 -0.50 1 39 -31
Mar02 011212 286.75 287.00 285.25 285.75 -2.00 4,180 47,069 +565
May02 011212 292.00 292.50 290.50 290.75 -2.25 834 9,736 +6
Jul02 011212 299.00 299.00 296.50 297.00 -2.75 1,058 8,489 +434
Sep02 011212 305.00 305.00 304.00 304.00 -2.00 5 1,908 +0
Total Volume and Open Interest 6,093 69,085 +981
Wheat(MGE)
Dec01 011212 293.00 293.00 293.00 293.00 unch 4 4 +0
Mar02 011212 304.25 304.75 303.25 303.75 -1.00 1,968 19,125 +96
May02 011212 312.00 312.25 311.00 311.25 -0.75 196 2,708 +32
Jul02 011212 317.50 318.25 317.50 317.75 -1.25 61 1,540 +2
Sep02 011212 324.50 324.50 323.75 323.75 -2.00 34 1,000 +18
Total Volume and Open Interest 2,266 24,979 +144
Oats(CBOT)
Dec01 011212 238.50 240.00 236.75 239.75 +4.50 104 394 -120
Mar02 011212 199.25 201.50 197.50 200.75 +2.25 1,110 6,677 -39
May02 011212 186.25 187.50 185.50 185.75 +0.50 204 2,660 +34
Jul02 011212 169.25 170.00 168.00 169.25 +1.25 16 1,295 -15
Total Volume and Open Interest 1,447 11,999 -149
Rough Rice(MCE)
Jan02 011212 3.79 3.84 3.75 3.82 +0.00 1,314 3,312 +197
Mar02 011212 4.02 4.10 3.99 4.05 -0.01 851 2,122 +128
May02 011212 4.23 4.32 4.20 4.28 unch 94 792 +53
Jul02 011212 4.50 4.50 4.50 4.50 unch 96 460 +58
Total Volume and Open Interest 2,395 6,900 +476
Live Cattle(CME)
Dec01 011212 64.850 65.325 64.500 64.550 -0.575 5,177 11,127 -1,475
Feb02 011212 68.450 68.850 67.700 67.975 -0.525 7,285 43,141 +486
Apr02 011212 71.200 71.675 70.675 71.025 -0.175 1,741 18,978 +4
Jun02 011212 68.150 68.450 67.550 67.800 -0.300 1,168 13,520 +302
Aug02 011212 68.325 68.550 67.825 67.975 -0.325 297 5,983 +180
Oct02 011212 70.450 70.650 70.000 70.300 -0.150 16 1,652 +5
Total Volume and Open Interest 15,684 94,984 -498
Feeder Cattle(CME)
Jan02 011212 83.400 83.775 82.725 82.875 -0.400 1,131 6,669 -159
Mar02 011212 82.400 82.900 81.875 81.925 -0.350 470 4,204 +109
Apr02 011212 82.250 82.700 81.775 81.875 -0.325 174 1,920 -20
May02 011212 82.100 82.425 81.750 81.775 -0.425 94 1,607 +15
Aug02 011212 83.575 83.700 83.250 83.350 -0.250 25 636 +14
Sep02 011212 83.600 83.600 83.350 83.350 -0.250 1 99 +1
Oct02 011212 83.350 83.350 83.350 83.350 -0.250 0 41 +0
Total Volume and Open Interest 1,895 15,181 -40
Lean Hogs(CME)
Dec01 011212 44.950 45.125 44.850 45.125 -0.025 3,309 5,474 -459
Feb02 011212 51.400 51.900 51.000 51.350 -0.700 5,781 15,509 +229
Apr02 011212 55.950 56.150 55.575 55.750 -0.425 909 4,325 +81
Jun02 011212 63.500 63.600 62.950 63.250 -0.350 310 1,439 +14
Jul02 011212 61.400 61.400 61.250 61.250 -0.175 77 553 +39
Aug02 011212 59.700 59.850 59.700 59.850 -0.200 5 309 -2
Oct02 011212 52.550 52.550 52.300 52.300 -0.200 35 399 +14
Dec02 011212 50.100 50.200 50.000 50.200 +0.125 5 122 +0
Total Volume and Open Interest 10,526 29,225 -67
Pork Bellies(CME)
Feb02 011212 74.050 74.400 73.000 73.700 -0.300 566 1,924 +9
Mar02 011212 74.050 74.400 73.275 73.400 -0.475 52 277 -2
May02 011212 75.600 75.650 74.750 75.550 -0.050 27 146 +16
Jul02 011212 75.650 75.650 75.650 75.650 +0.100 2 42 +0
Aug02 011212 75.500 75.650 75.500 75.650 +0.150 0 9 +0
Total Volume and Open Interest 647 2,398 +23
Cocoa(NYBOT)
Dec01 011211 1280 1320 1280 1305 +58 55 277 -97
Mar02 011212 1320 1328 1285 1293 +3 8,077 36,475 -772
May02 011212 1310 1315 1282 1283 +4 606 14,716 -2
Jul02 011212 1300 1300 1274 1274 +6 886 9,627 +176
Sep02 011212 1290 1290 1262 1262 +4 999 5,958 +397
Dec02 011212 1250 1255 1222 1222 +4 483 9,714 +212
Mar03 011212 1242 1244 1211 1211 +2 576 8,141 -3
Total Volume and Open Interest 12,309 92,938 -83
Coffee "C"(NYBOT)
Dec01 011212 44.00 44.75 43.60 44.35 +0.45 20 124 -22
Mar02 011212 47.80 48.40 47.30 47.85 +0.05 3,523 34,044 +420
May02 011212 49.90 50.25 49.30 49.65 +0.05 688 8,219 +182
Jul02 011212 51.95 52.00 51.25 51.45 +0.05 282 4,280 -42
Sep02 011212 53.25 53.90 52.90 53.05 +0.05 201 3,658 -31
Dec02 011212 55.65 56.20 55.00 55.25 +0.10 214 2,824 +4
Total Volume and Open Interest 4,981 53,916 +511
Orange Juice(NYBOT)
Jan02 011212 89.80 90.00 89.25 89.45 -0.45 1,346 10,162 -656
Mar02 011212 92.40 92.50 91.85 91.90 -0.60 625 5,795 +183
May02 011212 94.00 94.00 93.60 93.60 -0.70 14 1,196 +0
Jul02 011212 95.50 95.50 95.00 95.00 -0.60 1 221 +0
Sep02 011212 96.05 96.05 96.05 96.05 -0.55 0 161 +0
Total Volume and Open Interest 1,985 18,995 -473
Sugar #11(NYBOT)
Mar02 011212 7.28 7.39 7.18 7.35 unch 20,656 85,912 -1,171
May02 011212 6.81 6.90 6.74 6.85 unch 3,562 25,132 -1,281
Jul02 011212 6.35 6.43 6.34 6.41 -0.01 3,202 28,504 -175
Oct02 011212 6.35 6.42 6.33 6.41 -0.01 2,159 17,172 +80
Mar03 011212 6.45 6.52 6.45 6.52 unch 411 7,177 +194
Total Volume and Open Interest 30,458 170,010 -2,352
London Cocoa(LCE)
Dec01 011212 969 969 959 963 +10 9,055 4,052 -5,448
Mar02 011212 977 996 955 960 -13 8,232 63,815 -758
May02 011212 990 1006 969 970 -13 2,837 33,102 +618
Jul02 011212 1014 1018 984 984 -12 971 27,448 +589
Sep02 011212 998 1003 964 968 -17 185 12,849 -53
Dec02 011212 965 968 929 933 -16 634 7,488 +419
Mar03 011212 956 957 919 923 -16 565 6,575 +285
Total Volume and Open Interest 22,603 156,066 -4,238
London Coffee(LCE)
Jan02 011212 408.00 408.00 400.00 400.00 -5.00 1,579 28,161 -405
Mar02 011212 413.00 416.00 411.00 411.00 -1.00 1,910 24,795 +68
May02 011212 420.00 425.00 420.00 421.00 +1.00 835 20,234 +306
Jul02 011212 435.00 437.00 433.00 433.00 unch 328 15,217 +183
Sep02 011212 444.00 444.00 444.00 444.00 unch 170 12,351 +54
Nov02 011212 454.00 454.00 454.00 454.00 unch 4 4,698 -4
Total Volume and Open Interest 4,826 105,466 +202
London Sugar(LCE)
Dec01 011115 241.50 248.00 236.50 240.40 -1.10 3,820 4,096 -1,367
Mar02 011212 235.00 235.20 231.50 232.20 -3.30 1,640 23,533 +167
May02 011212 224.50 224.50 221.40 221.70 -2.80 331 9,320 +58
Aug02 011212 213.50 214.00 210.50 210.70 -2.80 481 10,605 +228
Oct02 011212 201.40 201.50 198.70 198.70 -2.30 105 4,716 +23
Total Volume and Open Interest 2,927 49,624 +765
Cotton(NYBOT)
Mar02 011212 37.05 37.30 36.05 36.11 -1.00 4,562 29,734 -399
May02 011212 38.63 38.63 37.50 37.50 -0.98 573 9,794 -74
Jul02 011212 39.75 39.78 38.75 38.77 -0.83 499 9,567 -8
Oct02 011212 41.45 41.45 40.80 40.80 -0.85 31 343 +20
Dec02 011212 42.75 42.75 41.90 41.90 -0.83 202 5,504 +23
Mar03 011212 43.25 43.30 43.15 43.15 -0.85 103 773 +0
Total Volume and Open Interest 5,907 57,005 -420
Lumber(CME)
Jan02 011212 229.1 229.6 219.1 223.6 -5.5 294 1,679 +58
Mar02 011212 243.2 244.2 238.0 239.4 -4.2 119 678 +7
May02 011212 251.5 251.9 248.7 248.7 -3.1 27 154 +8
Jul02 011212 255.2 255.2 255.2 255.2 +3.5 0 22 +0
Total Volume and Open Interest 440 2,535 +73
Crude Oil(NYM)
Jan02 011212 18.45 18.85 18.30 18.36 +0.28 66,894 93,599 -6,652
Feb02 011212 18.75 19.15 18.65 18.74 +0.28 48,130 96,999 +12,338
Mar02 011212 19.00 19.34 18.95 18.98 +0.22 9,542 42,336 -303
Apr02 011212 19.30 19.50 19.18 19.18 +0.19 7,652 26,452 +1,869
May02 011212 19.35 19.67 19.35 19.36 +0.17 3,674 14,898 -1,075
Jun02 011212 19.55 19.80 19.50 19.50 +0.16 6,301 27,960 +1,577
Jul02 011212 19.61 19.61 19.61 19.61 +0.15 508 13,670 +97
Aug02 011212 19.90 19.95 19.70 19.70 +0.14 365 11,726 -110
Sep02 011212 19.90 20.00 19.78 19.78 +0.13 80 12,691 -40
Oct02 011212 19.85 19.85 19.85 19.85 +0.12 120 9,678 +30
Total Volume and Open Interest 149,219 456,556 +10,144
Heating Oil(NYM)
Jan02 011212 50.30 51.95 50.30 50.58 +0.59 17,772 38,916 -2,573
Feb02 011212 51.80 53.20 51.70 51.96 +0.51 8,012 28,693 +1,061
Mar02 011212 52.40 53.60 52.40 52.56 +0.51 2,370 20,910 +143
Apr02 011212 52.60 54.00 52.60 52.81 +0.46 1,296 16,690 +23
May02 011212 53.40 53.90 52.66 52.66 +0.41 558 7,329 -134
Jun02 011212 53.75 54.25 52.96 52.96 +0.36 744 9,809 +63
Jul02 011212 54.00 55.00 53.61 53.61 +0.36 409 4,982 +85
Aug02 011212 54.60 55.80 54.36 54.36 +0.36 226 3,500 +75
Sep02 011212 55.45 56.45 55.26 55.26 +0.36 399 4,203 +49
Oct02 011212 56.40 57.25 56.16 56.16 +0.36 168 2,629 +90
Total Volume and Open Interest 32,475 153,178 -1,074
Unleaded Gas(NYM)
Jan02 011212 51.40 53.00 51.00 51.72 +1.11 15,425 33,782 -1,564
Feb02 011212 52.80 54.20 52.40 53.23 +1.03 5,997 20,080 +1,135
Mar02 011212 54.30 55.40 53.80 54.56 +0.91 1,894 14,047 -85
Apr02 011212 61.00 61.75 60.98 60.98 +0.73 1,549 14,559 +443
May02 011212 61.70 62.15 61.50 61.50 +0.63 716 14,770 +278
Jun02 011212 62.00 62.60 61.65 61.65 +0.55 340 9,973 +164
Jul02 011212 62.20 62.20 61.45 61.45 +0.45 1,048 6,935 +256
Aug02 011212 60.83 60.83 60.83 60.83 +0.38 777 5,823 +178
Total Volume and Open Interest 28,669 127,261 +1,236
Natural Gas(NYM)
Jan02 011212 2.760 2.780 2.645 2.719 -0.084 51,698 62,006 -1,297
Feb02 011212 2.820 2.840 2.730 2.793 -0.075 15,904 35,549 +666
Mar02 011212 2.810 2.825 2.750 2.795 -0.066 7,628 34,255 -135
Apr02 011212 2.775 2.790 2.740 2.765 -0.063 5,620 37,646 -1,421
May02 011212 2.820 2.835 2.780 2.818 -0.061 1,658 17,596 -202
Jun02 011212 2.890 2.890 2.860 2.872 -0.061 1,980 17,470 -23
Jul02 011212 2.950 2.950 2.917 2.917 -0.061 1,134 14,363 +156
Aug02 011212 2.980 2.980 2.945 2.962 -0.061 3,692 13,203 +847
Total Volume and Open Interest 98,546 417,853 +236
Brent Crude Oil(IPE)
Jan02 011212 17.85 18.55 17.70 18.20 +0.29 32,853 43,312 +3,692
Feb02 011212 18.11 18.77 17.89 18.44 +0.32 34,569 66,899 +7,499
Mar02 011212 18.00 18.78 17.99 18.46 +0.27 12,893 29,653 +3,230
Apr02 011212 18.27 18.78 18.16 18.50 +0.21 4,622 12,408 +2,130
May02 011212 18.27 18.90 18.27 18.61 +0.19 1,704 8,624 +84
Jun02 011212 18.41 19.02 18.41 18.73 +0.18 2,139 20,224 -417
Jul02 011212 18.54 19.10 18.54 18.83 +0.16 441 6,178 +78
Aug02 011212 18.67 19.19 18.67 18.93 +0.14 242 5,758 -1
Total Volume and Open Interest 90,590 237,197 +17,037
Gas Oil(IPE)
Dec01 011212 148.00 148.50 145.00 148.50 unch 11,876 7,758 -7,857
Jan02 011212 151.00 157.25 150.00 156.00 +3.25 18,688 44,945 +1,991
Feb02 011212 154.00 160.00 153.75 159.75 +3.50 6,742 27,484 +3,287
Mar02 011212 156.25 161.75 155.75 161.25 +3.00 1,596 9,905 -59
Apr02 011212 158.50 163.50 158.00 163.00 +3.00 520 7,132 +388
May02 011212 163.25 164.75 163.25 164.75 +2.75 124 3,865 +54
Jun02 011212 161.00 166.75 161.00 166.25 +2.25 1,345 17,133 -167
Jul02 011212 167.50 168.25 167.50 168.25 +2.25 8 2,621 +0
Total Volume and Open Interest 41,535 160,140 -1,922
US Dollar Index(NYBOT)
Dec01 011212 115.77 115.78 115.33 115.34 -0.74 2,866 2,957 -2,271
Mar02 011212 116.27 116.35 115.81 115.88 -0.76 2,922 2,677 -693
Jun02 011212 116.42 116.42 116.42 116.42 -0.78 0 8 +0
Total Volume and Open Interest 5,788 5,644 -2,964
Australian Dollar(IMM)
Dec01 011212 51.80 52.15 51.80 52.03 +0.46 4,845 12,279 -3,702
Mar02 011212 51.58 51.81 51.50 51.73 +0.46 4,468 12,032 +3,296
Jun02 011212 51.43 51.43 51.43 51.43 +0.46 18 343 +18
Total Volume and Open Interest 9,331 24,669 -388
British Pound(IMM)
Dec01 011212 143.92 144.76 143.92 144.66 +0.96 5,911 30,271 -3,246
Mar02 011212 143.18 144.02 143.18 143.90 +0.96 6,755 14,013 +2,544
Jun02 011212 142.50 143.20 142.50 143.20 +0.96 0 28 +0
Total Volume and Open Interest 12,666 44,312 -702
Canadian Dollar(IMM)
Dec01 011212 63.85 63.94 63.79 63.85 +0.39 10,801 43,358 -6,157
Mar02 011212 63.80 63.90 63.74 63.81 +0.39 11,770 30,745 +5,475
Jun02 011212 63.78 63.84 63.78 63.82 +0.39 65 2,159 +48
Sep02 011212 63.80 63.84 63.80 63.84 +0.39 5 713 +5
Total Volume and Open Interest 22,666 77,469 -632
Japanese Yen(IMM)
Dec01 011212 79.41 79.60 79.05 79.25 -0.02 18,408 67,345 -12,890
Mar02 011212 79.76 79.96 79.36 79.60 -0.02 26,533 85,011 +19,875
Jun02 011212 80.05 80.05 79.86 79.97 -0.02 10 629 +5
Total Volume and Open Interest 44,951 153,340 +6,990
Deutsche Mark(IMM)
Dec01 011212 45.80 45.91 45.48 45.91 +0.34 0 194 +0
Total Volume and Open Interest 0 194 +0
Swiss Franc(IMM)
Dec01 011212 60.63 60.98 60.57 60.91 +0.47 8,742 41,451 -1,714
Mar02 011212 60.63 60.98 60.54 60.91 +0.47 10,542 15,384 +2,402
Jun02 011212 60.95 60.95 60.95 60.95 +0.47 2 11 +0
Total Volume and Open Interest 19,286 56,869 +688
EuroFX(IMM)
Dec01 011212 89.37 89.86 89.32 89.80 +0.67 31,529 65,153 -22,438
Mar02 011212 89.02 89.55 89.00 89.48 +0.67 38,510 49,022 +26,726
Jun02 011212 88.94 89.25 88.90 89.24 +0.67 20 351 +20
Total Volume and Open Interest 70,059 114,593 +4,308
Mexican Peso(IMM)
Dec01 011212 10930.0 10940.0 10905.0 10935.0 +5.0 5,767 18,845 +776
Mar02 011212 10740.0 10750.0 10705.0 10735.0 +7.5 9,919 19,051 +7,294
Total Volume and Open Interest 15,686 38,191 +8,070
30-Year T-Bonds(CBOT)
Dec01 011212 101~23 102~19 101~21 102~17 +0~31 7,620 39,432 -3,235
Mar02 011212 100~14 101~16 100~13 101~13 +1~00 214,874 422,272 -5,586
Jun02 011212 99~29 100~10 99~24 100~08 +1~00 794 22,541 +80
Total Volume and Open Interest 223,288 484,245 -8,741
Municipal Bonds(CBOT)
Dec01 011212 103~08 103~12 103~02 103~10 +0~09 304 8,006 -202
Mar02 011212 102~08 102~11 101~29 102~09 +0~10 765 5,780 +98
Total Volume and Open Interest 1,069 13,786 -104
10-Year T-Notes(CBOT)
Dec01 011212 106~075 106~280 106~075 106~255 +0~255 24,194 60,451 -8,470
Mar02 011212 104~240 105~175 104~225 105~140 +0~250 313,957 512,840 +4,600
Total Volume and Open Interest 338,151 576,086 -3,870
5-Year T-Notes(CBOT)
Dec01 011212 107~055 107~100 107~030 107~075 +0~120 30,201 85,685 -10,522
Mar02 011212 105~270 106~010 105~235 105~295 +0~120 77,593 421,609 +16,371
Jun02 011212 105~015 105~015 105~015 105~015 +0~120 200 200 +0
Total Volume and Open Interest 107,794 507,494 +5,849
2 Year T-Notes(CBOT)
Dec01 011212 105~056 105~069 105~056 105~062 +0~018 4,678 8,852 -1,387
Mar02 011212 104~064 104~074 104~055 104~063 +0~015 9,562 57,007 +2,641
Total Volume and Open Interest 14,240 65,859 +1,254
3-Mth T-Bills(IMM)
Mar02 011212 98.26 98.26 98.26 98.26 -0.02 10 517 +5
Total Volume and Open Interest 101 2,160 -25
Eurodollars(IMM)
Dec01 011212 98.147 98.155 98.140 98.143 +0.003 143,968 819,215 -4,558
Mar02 011212 98.050 98.075 98.025 98.035 -0.020 188,520 666,630 -3,808
Jun02 011212 97.605 97.680 97.580 97.595 +0.010 194,298 634,963 -9,940
Sep02 011212 97.000 97.115 96.995 97.025 +0.060 161,783 535,343 +1,489
Dec02 011212 96.320 96.440 96.320 96.360 +0.100 119,612 525,561 +1,601
Mar03 011212 95.715 95.835 95.715 95.755 +0.110 53,880 293,219 +343
Jun03 011212 95.195 95.260 95.145 95.185 +0.070 34,454 201,554 -764
Sep03 011212 94.785 94.830 94.750 94.785 +0.070 29,614 177,304 +3,538
Dec03 011212 94.455 94.505 94.410 94.445 +0.070 18,652 134,066 +233
Mar04 011212 94.300 94.335 94.270 94.290 +0.070 12,879 118,149 +536
Jun04 011212 94.120 94.155 94.090 94.115 +0.075 10,763 95,441 +704
Sep04 011212 93.985 94.010 93.945 93.970 +0.075 12,078 93,809 -618
Total Volume and Open Interest 1,035,348 4,899,949 -7,811
3-Mth Euro-Yen(IMM)
Dec01 011212 99.92 99.92 99.91 99.92 +0.01 531 16,106 +186
Mar02 011212 99.86 99.86 99.85 99.86 unch 249 8,340 -315
Jun02 011212 99.87 99.88 99.87 99.87 unch 47 11,468 -199
Sep02 011212 99.85 99.86 99.85 99.86 unch 70 2,646 +24
Dec02 011212 99.82 99.82 99.82 99.82 unch 3 1,244 -37
Mar03 011212 99.79 99.79 99.79 99.79 unch 1 1,080 +14
Jun03 011212 99.77 99.77 99.77 99.77 unch 0 1,166 +0
Sep03 011212 99.72 99.72 99.72 99.72 unch 0 167 +0
Dec03 011212 99.63 99.63 99.63 99.63 unch 0 147 +0
Mar04 011212 99.57 99.57 99.57 99.57 unch 0 347 +0
Total Volume and Open Interest 901 42,785 -327
3-Mth Euro-Yen(SIMEX)
Mar02 011212 99.86 99.86 99.86 99.86 unch 5,096 78,633 +1,498
Jun02 011212 99.88 99.88 99.87 99.87 unch 1,535 81,320 -1,940
Sep02 011212 99.86 99.86 99.86 99.86 unch 137 27,493 -772
Dec02 011212 99.82 99.82 99.82 99.82 unch 163 12,233 -126
Mar03 011212 99.79 99.79 99.79 99.79 +0.01 963 22,153 -25
Jun03 011212 99.78 99.78 99.78 99.78 +0.01 527 20,157 +393
Sep03 011212 99.72 99.72 99.72 99.72 unch 242 10,912 +25
Dec03 011212 99.65 99.65 99.65 99.65 unch 0 3,692 +0
Total Volume and Open Interest 10,242 359,265 -1,201
Euro Notional Bond(MATIF)
Dec01 011212 89.91 90.35 89.84 90.26 +0.46 710 23,532 +320
Mar02 011212 89.90 90.22 89.55 90.12 +0.82 52 1,258 +51
Jun02 011212 90.22 90.22 90.22 90.22 +0.82      
Total Volume and Open Interest 762 24,790 +371
3-Month Euribor(MATIF)
Dec01 011212 96.65 96.65 96.65 96.65 unch 0 2,776 +0
Mar02 011212 96.95 96.95 96.95 96.95 +0.05 0 2,496 +0
Jun02 011212 96.90 96.90 96.90 96.90 +0.05 0 211 +0
Total Volume and Open Interest 0 6,273 +0
German Euro-Bund(EUREX)
Mar02 011212 108.45 109.04 108.36 109.00 +0.73 616,098 456,276 -24,582
Jun02 011212 108.08 108.25 108.08 108.25 +0.74 1,957 4,671 +1,168
Sep02 011212 107.19 107.19 107.19 107.19 +0.73 2,597 0 +0
Total Volume and Open Interest 620,652 460,947 -23,414
German Euro-Bobl(EUREX)
Mar02 011212 107.00 107.43 106.96 107.39 +0.51 341,628 338,597 +393
Jun02 011212 106.64 106.64 106.64 106.64 +0.46 2,565 2,471 +0
Sep02 011212 106.15 106.15 106.15 106.15 +0.55 810 0 +0
Total Volume and Open Interest 345,003 341,068 +393
Long Gilt(LIFFE)
Dec01 011212 115~06 115~30 115~06 115~28 +0~28 985 8,300 -521
Mar02 011212 114~08 115~08 114~08 115~05 +0~28 22,489 54,697 +2,262
Total Volume and Open Interest 23,474 63,047 +1,741
3-Mth Short Sterling(LIFFE)
Dec01 011212 95.99 96.01 95.98 96.00 +0.01 16,568 0 +0
Mar02 011212 96.01 96.08 96.01 96.07 +0.07 29,894 0 +0
Jun02 011212 95.71 95.82 95.71 95.79 +0.09 20,574 0 +0
Total Volume and Open Interest 107,362    
3-Mth Euribor(LIFFE)
Dec01 011212 96.680 96.680 96.660 96.670 unch 36,887 459,432 +4,903
Mar02 011212 96.915 96.950 96.895 96.940 +0.040 73,429 467,576 +11,943
Jun02 011212 96.865 96.930 96.840 96.920 +0.080 76,288 380,154 +12,564
Total Volume and Open Interest 327,901 2,067,892 +39,064
3-Mth Aus T-Bills(SFE)
Dec01 011212 95.76 95.76 95.75 95.76 -0.01 5,239 119,542 -7,423
Mar02 011212 95.94 95.94 95.88 95.91 -0.02 10,922 134,840 +1,185
Jun02 011212 95.79 95.79 95.73 95.78 +0.02 3,403 48,249 -515
Sep02 011212 95.38 95.41 95.35 95.41 +0.03 1,038 24,448 -527
Dec02 011212 94.96 94.98 94.96 94.98 unch 398 18,413 +121
Mar03 011212 94.64 94.66 94.64 94.66 -0.01 395 11,503 +42
Jun03 011212 94.39 94.39 94.39 94.39 -0.04 505 8,447 +380
Sep03 011212 94.19 94.20 94.19 94.20 -0.04 348 8,346 +241
Dec03 011212 94.04 94.05 94.04 94.05 -0.05 200 3,295 +115
Mar04 011212 93.93 93.94 93.93 93.94 -0.04 50 1,879 -45
Total Volume and Open Interest 22,571 382,238 -6,509
10-Year Aus T-Bonds(SFE)
Dec01 011212 94.15 94.22 94.15 94.18 +0.02 3,690 184,686 +16,147
Mar02 011212 94.08 94.14 94.08 94.11 +0.02 3,129 16,484 +12,706
Total Volume and Open Interest 19,621 171,620 +0
3-Year Aus T-Bonds(SFE)
Dec01 011212 95.04 95.05 94.95 95.00 -0.03 41,987 449,474 -4,924
Mar02 011212 94.77 94.77 94.71 94.74 -0.04 1,813 11,131 +1,753
Total Volume and Open Interest 43,800 460,605 -3,171
Gold(CMX)
Dec01 011212 273.5 273.8 272.5 273.8 +1.6 357 622 -17
Feb02 011212 274.0 274.8 273.6 274.5 +1.6 14,067 74,245 -935
Apr02 011212 274.8 275.1 274.5 275.1 +1.6 198 6,240 -14
Jun02 011212 274.6 275.6 274.6 275.4 +1.5 444 7,795 +26
Aug02 011212 275.9 275.9 275.9 275.9 +1.5 421 3,298 -34
Oct02 011212 276.4 276.4 276.4 276.4 +1.5 14 2,356 +0
Total Volume and Open Interest 17,657 115,485 -227
Silver(CMX)
Dec01 011212 425.0 428.0 424.5 424.5 -1.2 80 102 -19
Mar02 011212 430.0 431.0 425.5 426.5 -1.0 5,485 52,419 -952
May02 011212 430.0 433.0 427.5 427.5 -1.0 133 2,429 +23
Jul02 011212 433.0 433.0 428.3 428.3 -1.0 81 3,201 +20
Sep02 011212 429.3 429.3 429.3 429.3 -1.0 17 1,583 -15
Total Volume and Open Interest 6,166 67,829 -840
Platinum(NYM)
Jan02 011212 463.0 469.0 463.0 467.6 +6.9 1,044 3,723 -488
Apr02 011212 457.8 459.6 456.0 459.6 +6.9 299 2,037 +145
Jul02 011212 451.0 453.1 451.0 453.1 +6.9 0 61 +0
Oct02 011212 450.1 450.1 450.1 450.1 +6.9 11 32 +0
Total Volume and Open Interest 1,343 5,853 -343
Palladium(NYME)
Dec01 011212 372.90 372.90 372.90 372.90 -25.40 6 11 +3
Mar02 011212 392.00 400.00 370.50 373.65 -25.40 124 1,237 +18
Jun02 011127 310.00 310.00 310.00 310.00 unch 120 770  
Total Volume and Open Interest 490 1,408  
Copper(CMX)
Dec01 011212 67.55 67.55 66.95 67.05 -1.00 2,116 5,026 +1,072
Mar02 011212 68.30 68.45 67.60 67.90 -1.00 5,865 32,724 +2,325
May02 011212 68.70 68.70 68.35 68.50 -0.95 76 4,734 -21
Jul02 011212 70.50 70.50 68.95 69.05 -0.95 53 5,221 +2
Sep02 011212 70.10 70.10 69.50 69.60 -0.90 6 2,991 +3
Total Volume and Open Interest 8,500 68,574 +3,455
DJIA Index(CBOT)
Dec01 011212 9920 9931 9805 9900 +10 16,845 23,303 -462
Mar02 011212 9925 9929 9800 9898 +9 3,014 4,956 +1,150
Jun02 011212 9905 9905 9905 9905 +8 3 322 +1
Sep02 011212 9920 9920 9920 9920 +6 0 75 +0
Total Volume and Open Interest 19,862 28,765 +689
S & P 500(CME)
Dec01 011212 1139.50 1142.30 1126.00 1138.00 +1.50 87,168 313,699 -16,941
Mar02 011212 1141.00 1143.00 1127.50 1139.30 +1.60 32,930 239,589 +23,022
Jun02 011212 1130.00 1141.50 1130.00 1141.50 +1.30 352 10,449 +241
Sep02 011212 1139.00 1145.30 1139.00 1145.30 +1.10 54 806 +39
Total Volume and Open Interest 120,507 565,900 +7,361
S & P 500 E-Mini(Globex)
Dec01 011212 1136.75 1143.50 1125.75 1138.00 +1.50 201,757 235,739 -8,121
Mar02 011212 1137.75 1144.00 1127.50 1139.25 +1.50 965 1,990 +416
Total Volume and Open Interest 202,722 237,729 -7,705
NASDAQ 100(CME)
Dec01 011212 1666.00 1685.00 1630.00 1668.00 +12.50 18,567 61,055 -655
Mar02 011212 1670.00 1690.00 1642.00 1675.00 +13.00 1,777 7,942 +1,377
Jun02 011212 1682.00 1682.00 1682.00 1682.00 +13.50 0 2 +0
Total Volume and Open Interest 20,344 68,999 +722
NASDAQ 100 E-Mini(GLOBEX)
Dec01 011212 1661.0 1685.0 1631.5 1668.0 +12.5 156,765 141,878 +2,451
Mar02 011212 1672.0 1690.0 1639.0 1675.0 +13.0 257 791 +135
Total Volume and Open Interest 157,022 142,669 +2,586
NYSE Composite(NYBOT)
Dec01 011212 577.80 577.80 572.00 576.00 +0.20 1,817 5,209 -214
Mar02 011212 578.00 578.00 572.00 576.30 +0.30 803 1,367 +489
Jun02 011212 573.30 576.60 573.30 576.60 +0.30 0 300 +0
Total Volume and Open Interest 2,620 6,876 +275
S & P Midcap 400(CME)
Dec01 011212 496.75 497.90 490.50 495.75 -0.75 2,512 11,704 -1,455
Mar02 011212 498.50 498.50 492.50 496.65 -0.80 1,428 3,245 +1,426
Jun02 011212 500.65 500.65 500.65 500.65 -0.80      
Total Volume and Open Interest 3,940 14,949 -29
Russell 2000(CME)
Dec01 011212 476.50 477.75 470.50 475.25 +0.25 5,551 19,620 -2,203
Mar02 011212 477.00 478.25 472.00 475.95 +0.20 3,431 8,838 +3,351
Jun02 011212 480.25 480.25 480.25 480.25 +0.20      
Total Volume and Open Interest 8,982 28,458 +1,148
Value Line(KCBT)
Dec01 011212 1217.00 1217.00 1206.00 1211.50 -1.50 6 320 +1
Total Volume and Open Interest 7 382 +1
Nikkei 225(CME)
Dec01 011212 10730 10740 10615 10720 +175 7,558 14,895 -1,047
Mar02 011212 10710 10765 10625 10750 +160 5,670 7,631 +4,847
Total Volume and Open Interest 13,228 22,549 +3,800
Nikkei 225(SIMEX)
Dec01 011212 10515 10835 10500 10770 +225 34,271 96,466 -6,400
Mar02 011212 10540 10850 10510 10780 +225 24,139 34,604 +20,475
Jun02 011212 10740 10740 10740 10740 +225 0 24 +0
Total Volume and Open Interest 58,410 131,094 +14,075
CAC 40(MATIF)
Dec01 011212 4570.0 4597.0 4487.0 4517.0 -41.0 50,086 522,801 +1,205
Jan02 011212 4606.0 4606.0 4529.5 4529.5 -41.0 132 13,763 +50
Feb02 011212 4540.5 4540.5 4540.5 4540.5 -41.5 0 5,002 +0
Total Volume and Open Interest 51,240 637,369 +2,258
DAX Index(EUREX)
Dec01 011212 5158.0 5201.5 5033.0 5063.5 -79.5 65,663 137,341 -16,894
Mar02 011212 5199.5 5236.0 5075.5 5099.5 -80.0 21,400 38,940 +18,253
Jun02 011212 5230.5 5235.0 5117.5 5140.5 -81.5 1,104 4,391 +107
Total Volume and Open Interest 88,167 180,672 +1,466
FT-SE 100(LIFFE)
Dec01 011212 5168.00 5192.50 5102.00 5120.00 -48.00 62,354 363,091 -8,770
Mar02 011212 5165.00 5198.00 5112.00 5129.00 -48.50 20,376 112,702 +16,378
Jun02 011212 5194.50 5194.50 5137.00 5140.00 -49.00 7,737 21,319 +1,687
Total Volume and Open Interest 90,467 497,112 +9,295
SPI 200(SFE)
Dec01 011212 3350.0 3355.0 3310.0 3328.0 -13.0 11,429 137,324 -4,000
Mar02 011212 3358.0 3362.0 3321.0 3336.0 -15.0 3,632 13,542 +2,931
Jun02 011212 3347.0 3347.0 3347.0 3347.0 -14.0 50 1,602 -25
Total Volume and Open Interest 15,111 152,943 -1,094
GSCI(CME)
Dec01 011212 162.50 164.30 161.80 162.50 -0.05 3,476 8,577 -3,312
Jan02 011212 165.50 165.50 164.00 164.50 unch 3,356 9,235 +3,019
Feb02 011212 166.00 166.50 166.00 166.50 +0.50      
Total Volume and Open Interest 6,832 17,812 -293
Bridge CRB Index(NYBOT)
Jan02 011212 191.00 191.00 189.80 189.90 -1.10 61 205 -4
Feb02 011212 190.75 190.75 190.20 190.20 -0.80 7 164 +0
Apr02 011212 191.20 191.20 191.20 191.20 -0.80 50 59 +50
Total Volume and Open Interest 118 435 +46
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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