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MRCI's Free Historical Futures Prices
Daily Futures Price Listing Thu December 13, 2001
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan02 011213 433.00 436.00 431.50 433.75 +1.25 26,451 66,978 -1,460
Mar02 011213 437.00 439.50 435.00 437.50 +1.00 10,455 45,076 +994
May02 011213 441.50 443.00 439.50 441.50 +0.75 2,399 32,744 -81
Jul02 011213 446.50 448.25 444.75 446.75 +1.50 1,580 23,958 +245
Aug02 011213 446.00 449.00 445.50 446.50 +1.25 21 1,839 -1
Sep02 011213 448.00 448.00 446.50 447.00 +1.50 16 364 -8
Nov02 011213 450.00 453.00 449.50 451.75 +1.25 532 8,162 -35
Total Volume and Open Interest 41,454 179,159 -346
Soybean Meal(CBOT)
Dec01 011213 150.30 153.00 150.20 152.70 +3.00 2,752 1,626 -1,177
Jan02 011213 148.90 150.50 148.40 150.20 +1.50 10,907 28,198 -1,207
Mar02 011213 146.60 147.80 146.30 147.40 +0.70 6,213 36,079 +28
May02 011213 145.60 146.50 145.30 146.50 +0.90 1,842 29,198 +166
Jul02 011213 146.50 147.50 146.20 147.40 +0.90 2,055 27,768 +570
Aug02 011213 147.20 147.60 146.80 147.10 +0.60 233 7,331 +140
Sep02 011213 147.00 147.90 147.00 147.40 +0.40 142 5,592 +33
Oct02 011213 147.00 148.00 147.00 147.50 +1.10 120 3,341 +69
Total Volume and Open Interest 24,595 147,156 -1,379
Soybean Oil(CBOT)
Dec01 011213 15.65 15.85 15.61 15.62 -0.02 1,932 1,170 -670
Jan02 011213 15.78 16.00 15.74 15.75 -0.03 15,415 39,750 -1,208
Mar02 011213 15.99 16.24 15.95 15.97 -0.04 10,239 42,376 -1,802
May02 011213 16.18 16.42 16.17 16.20 -0.02 1,257 33,083 -94
Jul02 011213 16.42 16.65 16.40 16.41 -0.03 777 21,603 +64
Aug02 011213 16.50 16.55 16.50 16.50 -0.04 391 4,976 +169
Sep02 011213 16.60 16.65 16.60 16.60 -0.02 159 3,421 +141
Oct02 011213 16.71 16.71 16.68 16.68 -0.03 39 1,733 +35
Total Volume and Open Interest 30,283 154,845 -3,374
Canola(WCE)
Jan02 011213 337.0 339.7 335.0 338.4 +1.4 4,880 26,534 -46
Mar02 011213 335.0 337.5 333.5 336.2 +1.0 4,562 25,917 +920
May02 011213 334.0 337.1 334.0 336.3 +1.0 675 8,613 -63
Jul02 011213 335.0 337.5 334.5 335.0 +0.5 468 6,383 +11
Total Volume and Open Interest 11,935 72,796 +1,662
Corn(CBOT)
Dec01 011213 206.75 207.50 204.25 207.25 +0.50 2,625 1,683 -536
Jan02 011213 208.00 209.50 207.25 208.75 +0.50 440 1,744 +244
Mar02 011213 216.00 216.75 213.75 216.50 +0.50 41,482 251,825 -3,607
May02 011213 222.50 223.50 220.50 223.25 +0.75 3,268 60,198 +269
Jul02 011213 228.00 229.00 225.75 228.75 +0.75 2,501 47,282 +162
Sep02 011213 232.50 232.75 230.50 232.25 -0.25 240 12,251 +22
Total Volume and Open Interest 52,373 413,385 -3,073
Wheat(CBOT)
Dec01 011213 277.00 277.75 271.75 274.00 -3.00 307 786 -675
Mar02 011213 286.00 287.00 279.25 282.50 -3.50 8,900 76,632 +413
May02 011213 286.50 288.00 280.50 283.50 -3.75 918 9,566 +46
Jul02 011213 287.00 288.00 281.50 284.00 -3.25 1,174 14,975 +120
Sep02 011213 290.00 290.00 286.00 287.50 -3.50 84 972 -3
Total Volume and Open Interest 11,403 105,202 -91
Wheat(KCBT)
Dec01 011213 275.50 278.50 271.50 272.50 -5.00 12 29 -10
Mar02 011213 285.25 288.00 281.50 283.25 -2.50 2,994 47,042 -27
May02 011213 291.00 292.50 287.50 289.00 -1.75 760 9,697 -39
Jul02 011213 296.50 297.75 293.50 294.75 -2.25 769 8,352 -137
Sep02 011213 304.50 304.50 301.50 301.50 -2.50 10 1,918 +10
Total Volume and Open Interest 4,863 68,879 -206
Wheat(MGE)
Dec01 011213 293.00 293.00 293.00 293.00 unch      
Mar02 011213 304.75 305.00 301.00 303.75 unch 2,045 19,351 +226
May02 011213 311.00 311.25 309.00 311.25 unch 366 2,841 +133
Jul02 011213 317.00 318.00 315.00 318.00 +0.25 53 1,587 +47
Sep02 011213 323.50 323.50 323.50 323.50 -0.25 31 974 -26
Total Volume and Open Interest 2,495 25,359 +380
Oats(CBOT)
Dec01 011213 240.00 243.00 240.00 243.00 +3.25 175 254 -140
Mar02 011213 202.00 206.00 201.75 203.50 +2.75 979 6,680 +3
May02 011213 186.75 188.75 186.50 187.00 +1.25 134 2,673 +13
Jul02 011213 169.50 173.00 169.50 172.00 +2.75 105 1,335 +40
Total Volume and Open Interest 1,480 11,962 -37
Rough Rice(MCE)
Jan02 011213 3.77 3.90 3.75 3.89 +0.07 327 3,357 +45
Mar02 011213 4.05 4.12 4.00 4.12 +0.07 210 2,165 +43
May02 011213 4.28 4.34 4.26 4.34 +0.06 28 794 +2
Jul02 011213 4.55 4.55 4.55 4.55 +0.05 0 460 +0
Total Volume and Open Interest 576 6,999 +99
Live Cattle(CME)
Dec01 011213 64.250 64.250 63.525 63.700 -0.850 4,246 9,867 -1,260
Feb02 011213 67.700 67.875 67.150 67.200 -0.775 8,556 43,941 +800
Apr02 011213 70.800 70.850 70.050 70.100 -0.925 3,552 19,333 +355
Jun02 011213 67.575 67.700 67.000 67.025 -0.775 1,323 13,532 +12
Aug02 011213 67.875 67.875 67.350 67.375 -0.600 478 6,033 +50
Oct02 011213 69.950 69.950 69.700 69.775 -0.525 106 1,706 +54
Total Volume and Open Interest 18,535 95,161 +177
Feeder Cattle(CME)
Jan02 011213 82.250 82.400 81.625 81.875 -1.000 1,365 6,439 -230
Mar02 011213 81.350 81.600 80.900 81.000 -0.925 577 4,221 +17
Apr02 011213 81.625 81.625 80.900 80.950 -0.925 230 1,981 +61
May02 011213 81.500 81.500 80.850 80.975 -0.800 150 1,617 +10
Aug02 011213 83.050 83.050 82.250 82.650 -0.700 21 633 -3
Sep02 011213 82.600 82.600 82.600 82.600 -0.750 4 97 -2
Oct02 011213 82.350 82.500 82.300 82.500 -0.850 6 41 +0
Total Volume and Open Interest 2,353 15,034 -147
Lean Hogs(CME)
Dec01 011213 45.300 45.750 45.250 45.700 +0.575 1,798 4,518 -956
Feb02 011213 51.600 52.825 51.600 52.625 +1.275 2,988 15,335 -174
Apr02 011213 55.950 56.750 55.950 56.600 +0.850 512 4,320 -5
Jun02 011213 63.400 64.000 63.400 64.000 +0.750 339 1,513 +74
Jul02 011213 61.550 61.800 61.500 61.800 +0.550 98 615 +62
Aug02 011213 59.750 60.300 59.750 60.300 +0.450 8 315 +6
Oct02 011213 52.400 52.500 52.400 52.500 +0.200 28 420 +21
Dec02 011213 50.200 50.600 50.200 50.600 +0.400 23 131 +9
Total Volume and Open Interest 5,851 28,282 -943
Pork Bellies(CME)
Feb02 011213 73.700 75.675 73.700 75.400 +1.700 455 1,890 -34
Mar02 011213 74.400 75.450 73.900 75.225 +1.825 24 290 +13
May02 011213 75.250 76.900 75.250 76.900 +1.350 16 153 +7
Jul02 011213 77.250 77.250 77.250 77.250 +1.600 1 41 -1
Aug02 011213 77.000 77.000 77.000 77.000 +1.350 2 9 +0
Total Volume and Open Interest 498 2,383 -15
Cocoa(NYBOT)
Dec01 011211 1280 1320 1280 1305 +58 55 277 -97
Mar02 011213 1310 1311 1285 1296 +3 3,890 35,989 -486
May02 011213 1300 1300 1275 1286 +3 398 14,723 +7
Jul02 011213 1285 1285 1273 1277 +3 60 9,626 -1
Sep02 011213 1266 1266 1263 1264 +2 337 5,972 +14
Dec02 011213 1214 1223 1214 1217 -5 189 9,827 +113
Mar03 011213 1218 1220 1194 1203 -8 448 8,305 +164
Total Volume and Open Interest 5,667 92,856 -82
Coffee "C"(NYBOT)
Dec01 011213 44.00 44.15 44.00 44.15 -0.20 102 126 +2
Mar02 011213 47.50 48.00 47.00 47.90 +0.05 5,052 33,582 -462
May02 011213 49.25 49.80 49.10 49.65 unch 860 8,499 +280
Jul02 011213 51.00 51.50 51.00 51.45 unch 390 4,209 -71
Sep02 011213 52.90 53.10 52.65 53.00 -0.05 374 3,753 +95
Dec02 011213 54.90 55.50 54.90 55.15 -0.10 306 2,889 +65
Total Volume and Open Interest 7,152 53,843 -73
Orange Juice(NYBOT)
Jan02 011213 89.50 90.75 89.50 89.85 +0.40 2,609 8,519 -1,643
Mar02 011213 92.10 93.00 92.10 92.20 +0.30 1,915 6,774 +979
May02 011213 93.60 93.60 93.60 93.60 unch 22 1,198 +2
Jul02 011213 96.00 96.00 94.80 94.80 -0.20 14 221 +0
Sep02 011213 96.40 96.40 96.40 96.40 +0.35 0 161 +0
Total Volume and Open Interest 4,583 18,334 -661
Sugar #11(NYBOT)
Mar02 011213 7.33 7.44 7.27 7.40 +0.05 19,044 83,125 -2,787
May02 011213 6.85 6.91 6.78 6.87 +0.02 2,022 25,361 +229
Jul02 011213 6.42 6.46 6.37 6.41 unch 4,722 28,431 -73
Oct02 011213 6.41 6.43 6.37 6.40 -0.01 2,445 16,731 -441
Mar03 011213 6.50 6.50 6.47 6.47 -0.05 471 7,326 +149
Total Volume and Open Interest 29,410 167,231 -2,779
London Cocoa(LCE)
Dec01 011212 969 969 959 963 +10 9,055 4,052 -5,448
Mar02 011213 960 986 960 977 +17 3,172 63,382 -433
May02 011213 971 995 971 987 +17 2,067 34,054 +952
Jul02 011213 985 1009 985 1000 +16 1,426 28,249 +801
Sep02 011213 968 990 968 978 +10 434 12,889 +40
Dec02 011213 936 954 934 938 +5 275 7,617 +129
Mar03 011213 925 939 923 924 +1 199 6,717 +142
Total Volume and Open Interest 8,445 157,620 +1,554
London Coffee(LCE)
Jan02 011213 400.00 401.00 398.00 399.00 -1.00 1,209 27,790 -371
Mar02 011213 410.00 412.00 409.00 410.00 -1.00 1,902 24,646 -149
May02 011213 424.00 424.00 420.00 420.00 -1.00 754 20,053 -181
Jul02 011213 433.00 434.00 432.00 432.00 -1.00 376 15,457 +240
Sep02 011213 443.00 443.00 443.00 443.00 -1.00 0 12,351 +0
Nov02 011213 453.00 453.00 453.00 453.00 -1.00 0 4,698 +0
Total Volume and Open Interest 4,241 105,005 -461
London Sugar(LCE)
Dec01 011115 241.50 248.00 236.50 240.40 -1.10 3,820 4,096 -1,367
Mar02 011213 233.50 235.50 232.20 235.50 +3.30 2,033 22,841 -692
May02 011213 223.70 224.80 222.00 224.80 +3.10 400 9,121 -199
Aug02 011213 211.50 213.30 210.50 213.30 +2.60 381 10,914 +309
Oct02 011213 199.00 200.80 199.00 200.80 +2.10 111 4,787 +71
Total Volume and Open Interest 3,490 49,633 +9
Cotton(NYBOT)
Mar02 011213 35.85 35.90 35.10 35.15 -0.96 4,067 29,329 -405
May02 011213 36.80 37.03 36.50 36.61 -0.89 781 9,852 +58
Jul02 011213 38.00 38.30 37.60 37.80 -0.97 1,018 9,781 +214
Oct02 011213 39.80 40.00 39.80 40.00 -0.80 10 343 +0
Dec02 011213 41.00 41.50 41.00 41.13 -0.77 154 5,532 +28
Mar03 011213 42.60 42.60 42.50 42.53 -0.62 26 789 +16
Total Volume and Open Interest 6,057 56,916 -89
Lumber(CME)
Jan02 011213 222.0 227.4 221.1 227.2 +3.6 586 1,681 +2
Mar02 011213 237.5 241.4 237.5 240.7 +1.3 194 711 +33
May02 011213 250.0 250.0 249.7 249.7 +1.0 42 162 +8
Jul02 011213 257.1 257.1 255.2 255.2 unch 0 22 +0
Total Volume and Open Interest 822 2,578 +43
Crude Oil(NYM)
Jan02 011213 18.00 18.50 17.80 18.12 -0.24 80,615 83,711 -9,888
Feb02 011213 18.20 18.85 18.20 18.53 -0.21 45,967 104,022 +7,023
Mar02 011213 18.50 19.05 18.45 18.77 -0.21 10,232 41,946 -390
Apr02 011213 18.95 19.20 18.80 18.98 -0.20 3,907 26,981 +529
May02 011213 19.05 19.34 19.02 19.17 -0.19 1,152 15,290 +392
Jun02 011213 19.05 19.60 19.00 19.32 -0.18 3,735 28,108 +148
Jul02 011213 19.25 19.60 19.20 19.44 -0.17 586 13,420 -250
Aug02 011213 19.65 19.65 19.50 19.54 -0.16 634 11,668 -58
Sep02 011213 19.75 19.75 19.63 19.63 -0.15 517 12,473 -218
Oct02 011213 19.77 19.83 19.71 19.71 -0.14 607 9,766 +88
Total Volume and Open Interest 153,548 454,122 -2,434
Heating Oil(NYM)
Jan02 011213 49.70 51.60 49.60 51.04 +0.46 19,372 35,800 -3,116
Feb02 011213 51.10 52.80 51.00 52.20 +0.24 8,806 29,164 +471
Mar02 011213 51.80 53.10 51.70 52.65 +0.09 2,309 21,464 +554
Apr02 011213 52.30 53.40 52.20 52.75 -0.06 1,466 16,657 -33
May02 011213 53.25 53.25 52.45 52.45 -0.21 793 7,280 -49
Jun02 011213 52.40 53.40 52.40 52.65 -0.31 654 9,662 -147
Jul02 011213 53.10 54.20 53.10 53.30 -0.31 392 5,048 +66
Aug02 011213 54.60 54.70 54.05 54.05 -0.31 48 3,510 +10
Sep02 011213 55.70 55.70 54.95 54.95 -0.31 297 4,374 +171
Oct02 011213 56.10 56.50 55.85 55.85 -0.31 24 2,652 +23
Total Volume and Open Interest 34,673 151,340 -1,838
Unleaded Gas(NYM)
Jan02 011213 50.70 52.90 50.40 52.08 +0.36 18,250 34,427 +645
Feb02 011213 52.25 54.10 52.10 53.28 +0.05 7,672 21,802 +1,722
Mar02 011213 53.80 54.95 53.80 54.40 -0.16 1,453 14,146 +99
Apr02 011213 61.00 61.00 60.68 60.68 -0.30 808 14,812 +253
May02 011213 61.90 61.90 61.18 61.18 -0.32 735 14,737 -33
Jun02 011213 61.85 61.85 61.28 61.28 -0.37 289 9,983 +10
Jul02 011213 61.75 61.75 61.06 61.06 -0.39 152 6,984 +49
Aug02 011213 60.90 61.00 60.43 60.43 -0.40 56 5,822 -1
Total Volume and Open Interest 29,443 130,028 +2,767
Natural Gas(NYM)
Jan02 011213 2.725 2.770 2.700 2.756 +0.037 33,352 58,697 -3,309
Feb02 011213 2.790 2.830 2.780 2.822 +0.029 12,520 39,102 +3,553
Mar02 011213 2.800 2.830 2.790 2.822 +0.027 6,266 35,471 +1,216
Apr02 011213 2.770 2.800 2.760 2.787 +0.022 4,820 37,377 -269
May02 011213 2.820 2.855 2.810 2.837 +0.019 1,515 17,941 +345
Jun02 011213 2.870 2.900 2.860 2.888 +0.016 590 17,426 -44
Jul02 011213 2.945 2.945 2.900 2.928 +0.011 675 14,526 +163
Aug02 011213 2.965 2.990 2.950 2.972 +0.010 973 13,254 +51
Total Volume and Open Interest 67,536 419,456 +1,603
Brent Crude Oil(IPE)
Jan02 011213 18.09 18.38 17.73 17.80 -0.40 28,731 35,149 -8,163
Feb02 011213 18.18 18.64 17.96 18.17 -0.27 41,045 75,398 +8,499
Mar02 011213 18.39 18.62 18.02 18.23 -0.23 14,556 34,245 +4,592
Apr02 011213 18.55 18.66 18.10 18.26 -0.24 4,069 14,030 +1,622
May02 011213 18.62 18.72 18.25 18.36 -0.25 1,399 8,940 +316
Jun02 011213 18.74 18.90 18.35 18.51 -0.22 2,948 20,216 -8
Jul02 011213 18.84 18.84 18.48 18.62 -0.21 85 6,166 -12
Aug02 011213 18.94 18.94 18.64 18.73 -0.20 113 5,758 +0
Total Volume and Open Interest 94,446 244,518 +7,321
Gas Oil(IPE)
Jan02 011213 154.00 158.50 153.00 155.75 -0.25 19,042 45,965 +1,020
Feb02 011213 157.50 161.00 155.75 159.25 -0.50 4,880 27,603 +119
Mar02 011213 160.25 162.50 158.00 161.00 -0.25 1,285 10,189 +284
Apr02 011213 162.00 164.00 159.50 162.75 -0.25 1,011 6,897 -235
May02 011213 164.50 165.00 164.25 164.25 -0.50 20 3,831 -34
Jun02 011213 166.50 167.00 162.50 166.00 -0.25 1,776 17,172 +39
Jul02 011213 167.75 167.75 167.75 167.75 -0.50 100 2,517 -104
Aug02 011213 169.50 169.50 169.50 169.50 -0.75 0 2,324 +0
Total Volume and Open Interest 37,451 154,401 -5,739
US Dollar Index(NYBOT)
Dec01 011213 115.45 115.90 115.25 115.80 +0.46 501 2,591 -366
Mar02 011213 115.89 116.46 115.73 116.34 +0.46 4,493 4,297 +1,620
Jun02 011213 116.84 116.84 116.84 116.84 +0.42 2,055 2,008 +2,000
Total Volume and Open Interest 7,049 8,898 +3,254
Australian Dollar(IMM)
Dec01 011213 52.00 52.00 51.75 51.87 -0.16 2,485 8,566 -3,713
Mar02 011213 51.76 51.80 51.36 51.58 -0.15 6,216 15,205 +3,173
Jun02 011213 51.50 51.50 51.29 51.29 -0.14 1 344 +1
Total Volume and Open Interest 8,702 24,130 -539
British Pound(IMM)
Dec01 011213 144.60 144.90 144.14 144.20 -0.46 4,332 25,314 -4,957
Mar02 011213 143.92 144.18 143.34 143.44 -0.46 10,321 16,874 +2,861
Jun02 011213 143.00 143.70 142.74 142.74 -0.46 6 33 +5
Total Volume and Open Interest 14,659 42,221 -2,091
Canadian Dollar(IMM)
Dec01 011213 63.82 63.90 63.73 63.80 -0.05 10,491 34,828 -8,530
Mar02 011213 63.77 63.85 63.71 63.76 -0.05 16,610 38,506 +7,761
Jun02 011213 63.78 63.78 63.77 63.77 -0.05 131 2,198 +39
Sep02 011213 63.78 63.79 63.78 63.79 -0.05 7 711 -2
Total Volume and Open Interest 27,315 76,764 -705
Japanese Yen(IMM)
Dec01 011213 79.26 79.35 79.08 79.23 -0.02 10,870 58,899 -8,446
Mar02 011213 79.60 79.72 79.40 79.59 -0.01 19,808 92,817 +7,806
Jun02 011213 79.97 79.97 79.97 79.97 unch 20,004 20,383 +19,754
Total Volume and Open Interest 50,684 172,454 +19,114
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 011213 60.95 61.06 60.48 60.57 -0.34 9,775 35,421 -6,030
Mar02 011213 60.94 61.08 60.43 60.57 -0.34 17,002 23,238 +7,854
Jun02 011213 60.77 60.77 60.61 60.61 -0.34 0 11 +0
Total Volume and Open Interest 26,777 58,693 +1,824
EuroFX(IMM)
Dec01 011213 89.77 89.89 89.24 89.34 -0.46 16,544 0 -65,153
Mar02 011213 89.47 89.59 88.85 89.02 -0.46 23,785 0 -49,022
Jun02 011213 89.33 89.33 88.87 88.78 -0.46 21 0 -351
Total Volume and Open Interest 40,369    
Mexican Peso(IMM)
Dec01 011213 10937.0 10977.0 10922.0 10977.0 +42.0 4,279 15,633 -3,212
Mar02 011213 10747.0 10780.0 10720.0 10777.0 +42.0 5,448 22,106 +3,055
Total Volume and Open Interest 9,727 38,034 -157
30-Year T-Bonds(CBOT)
Dec01 011213 103~06 103~07 101~07 101~20 -0~29 21,164 29,260 -10,172
Mar02 011213 101~11 102~05 100~01 100~15 -0~30 211,530 426,691 +4,419
Jun02 011213 99~18 100~23 99~10 99~10 -0~30 3,013 25,398 +2,857
Total Volume and Open Interest 235,707 481,349 -2,896
Municipal Bonds(CBOT)
Dec01 011213 103~12 103~23 102~19 102~21 -0~21 665 7,796 -210
Mar02 011213 102~12 102~21 101~12 101~22 -0~19 797 5,918 +138
Total Volume and Open Interest 1,462 13,714 -72
10-Year T-Notes(CBOT)
Dec01 011213 106~315 107~020 105~190 105~285 -0~290 13,931 41,146 -19,305
Mar02 011213 105~110 105~270 104~030 104~165 -0~295 258,144 520,081 +7,241
Total Volume and Open Interest 272,213 564,022 -12,064
5-Year T-Notes(CBOT)
Dec01 011213 107~025 107~060 106~175 106~185 -0~210 5,220 0 -85,685
Mar02 011213 105~240 106~000 105~000 105~085 -0~210 60,390 0 -421,609
Jun02 011213 104~125 104~125 104~125 104~125 -0~210 0 200 +0
Total Volume and Open Interest 65,610 200 -507,294
2 Year T-Notes(CBOT)
Dec01 011213 105~060 105~060 105~024 105~026 -0~035 2,365 7,536 -1,316
Mar02 011213 104~052 104~065 104~012 104~034 -0~028 16,076 63,322 +6,315
Total Volume and Open Interest 18,441 70,858 +4,999
3-Mth T-Bills(IMM)
Mar02 011213 98.21 98.22 98.18 98.18 -0.08 1 517 +0
Total Volume and Open Interest 49 2,156 -4
Eurodollars(IMM)
Dec01 011213 98.132 98.137 98.098 98.105 -0.037 108,764 821,855 +2,640
Mar02 011213 98.010 98.025 97.910 97.965 -0.070 150,672 659,079 -7,551
Jun02 011213 97.555 97.605 97.380 97.490 -0.105 174,969 619,264 -15,699
Sep02 011213 96.980 97.045 96.760 96.870 -0.155 175,407 538,217 +2,874
Dec02 011213 96.310 96.390 96.070 96.190 -0.170 135,510 536,760 +11,199
Mar03 011213 95.720 95.780 95.480 95.590 -0.165 68,340 298,309 +5,090
Jun03 011213 95.160 95.240 94.930 95.050 -0.135 38,468 197,050 -4,504
Sep03 011213 94.785 94.830 94.530 94.660 -0.125 28,658 173,388 -3,916
Dec03 011213 94.425 94.480 94.245 94.325 -0.120 20,280 132,471 -1,595
Mar04 011213 94.270 94.325 94.170 94.175 -0.115 16,730 117,528 -621
Jun04 011213 94.100 94.165 93.935 94.000 -0.115 13,215 96,368 +927
Sep04 011213 93.955 94.015 93.790 93.860 -0.110 12,026 95,879 +2,070
Total Volume and Open Interest 990,958 4,887,789 -12,160
3-Mth Euro-Yen(IMM)
Dec01 011213 99.92 99.92 99.91 99.92 unch 267 15,974 -132
Mar02 011213 99.86 99.86 99.86 99.86 unch 990 8,875 +535
Jun02 011213 99.87 99.88 99.87 99.87 unch 72 11,438 -30
Sep02 011213 99.86 99.86 99.86 99.86 unch 4 2,672 +26
Dec02 011213 99.83 99.83 99.83 99.83 +0.01 6 1,245 +1
Mar03 011213 99.79 99.79 99.79 99.79 unch 67 1,038 -42
Jun03 011213 99.77 99.77 99.77 99.77 unch 0 1,166 +0
Sep03 011213 99.72 99.72 99.72 99.72 unch 0 167 +0
Dec03 011213 99.63 99.63 99.63 99.63 unch 0 147 +0
Mar04 011213 99.57 99.57 99.57 99.57 unch 0 347 +0
Total Volume and Open Interest 1,406 43,143 +358
3-Mth Euro-Yen(SIMEX)
Mar02 011213 99.86 99.86 99.86 99.86 unch 2,017 77,977 -656
Jun02 011213 99.88 99.88 99.87 99.87 unch 1,131 80,550 -770
Sep02 011213 99.86 99.86 99.86 99.86 unch 246 27,490 -3
Dec02 011213 99.83 99.83 99.82 99.82 +0.00 27 12,226 -7
Mar03 011213 99.79 99.79 99.79 99.79 +0.00 657 22,019 -134
Jun03 011213 99.78 99.78 99.78 99.78 +0.00 82 20,157 +0
Sep03 011213 99.72 99.73 99.72 99.73 unch 0 10,912 +0
Dec03 011213 99.65 99.66 99.65 99.66 unch 0 3,692 +0
Total Volume and Open Interest 4,971 357,161 -2,104
Euro Notional Bond(MATIF)
Dec01 011213 90.36 90.50 89.99 89.99 -0.27 495 22,310 -1,222
Mar02 011213 90.10 90.29 89.90 89.90 -0.22 131 1,313 +55
Jun02 011213 89.90 89.90 89.90 89.90 -0.32      
Total Volume and Open Interest 626 23,623 -1,167
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 011213 95.76 95.80 95.76 95.76 unch 9,369 84,152 -35,390
Mar02 011213 95.92 95.97 95.88 95.97 +0.06 11,782 147,267 +12,427
Jun02 011213 95.79 95.90 95.77 95.88 +0.10 4,389 52,059 +3,810
Sep02 011213 95.44 95.53 95.40 95.51 +0.10 1,303 25,518 +1,070
Dec02 011213 95.01 95.10 94.98 95.08 +0.10 425 18,825 +412
Mar03 011213 94.71 94.75 94.67 94.73 +0.07 168 11,671 +168
Jun03 011213 94.46 94.48 94.41 94.48 +0.09 75 8,522 +75
Sep03 011213 94.27 94.30 94.26 94.30 +0.10 125 8,469 +123
Dec03 011213 94.14 94.15 94.12 94.15 +0.10 325 3,395 +100
Mar04 011213 94.00 94.07 94.00 94.07 +0.13 11 1,890 +11
Total Volume and Open Interest 27,973 365,045 -17,193
10-Year Aus T-Bonds(SFE)
Dec01 011213 94.19 94.23 94.14 94.21 +0.07 19,750 184,686 +0
Mar02 011213 94.11 94.15 94.06 94.14 +0.07 10,030 16,484 +0
Total Volume and Open Interest 29,780 201,170 +29,550
3-Year Aus T-Bonds(SFE)
Dec01 011213 95.03 95.13 95.00 95.10 +0.10 57,024 487,805 +38,331
Mar02 011213 94.76 94.84 94.73 94.83 +0.09 5,561 21,909 +10,778
Total Volume and Open Interest 62,585 509,714 +49,109
Gold(CMX)
Dec01 011213 273.5 274.4 273.5 273.9 +0.1 79 553 -69
Feb02 011213 274.7 275.0 274.3 274.6 +0.1 12,707 73,787 -458
Apr02 011213 275.2 275.5 275.0 275.2 +0.1 132 6,293 +53
Jun02 011213 275.7 276.0 275.5 275.7 +0.3 346 7,952 +157
Aug02 011213 276.2 276.2 276.2 276.2 +0.3 262 3,506 +208
Oct02 011213 276.8 276.8 276.8 276.8 +0.4 681 2,415 +59
Total Volume and Open Interest 14,905 116,492 +1,007
Silver(CMX)
Dec01 011213 423.5 426.5 423.5 426.5 +2.0 233 235 +133
Mar02 011213 427.0 429.5 426.0 428.0 +1.5 6,655 52,168 -251
May02 011213 428.0 430.5 428.0 428.8 +1.3 106 2,407 -22
Jul02 011213 429.0 431.0 427.5 429.4 +1.1 33 3,213 +12
Sep02 011213 432.5 432.5 430.2 430.2 +0.9 0 1,583 +0
Total Volume and Open Interest 7,191 67,794 -35
Platinum(NYM)
Jan02 011213 465.0 469.5 465.0 468.8 +1.2 434 3,716 -7
Apr02 011213 460.0 460.3 456.0 460.3 +0.7 117 2,142 +105
Jul02 011213 453.8 453.8 453.8 453.8 +0.7 3 64 +3
Oct02 011213 450.8 450.8 450.8 450.8 +0.7 0 32 +0
Total Volume and Open Interest 554 5,954 +101
Palladium(NYME)
Dec01 011213 399.00 399.00 386.25 386.25 +13.35 15 20 +9
Mar02 011213 383.00 394.50 383.00 387.00 +13.35 71 1,230 -7
Jun02 011127 310.00 310.00 310.00 310.00 unch 120 770  
Total Volume and Open Interest 490 1,408  
Copper(CMX)
Dec01 011213 66.60 67.00 66.60 67.00 -0.05 746 3,631 -1,395
Mar02 011213 67.40 68.05 67.25 67.80 -0.10 6,274 32,248 -476
May02 011213 68.00 68.50 67.90 68.40 -0.10 320 4,766 +32
Jul02 011213 68.60 68.95 68.60 68.95 -0.10 211 5,091 -130
Sep02 011213 69.65 69.65 69.50 69.50 -0.10 580 3,423 +432
Total Volume and Open Interest 8,439 66,998 -1,576
DJIA Index(CBOT)
Dec01 011213 9840 9870 9730 9733 -167 16,295 22,743 -560
Mar02 011213 9855 9867 9725 9730 -168 2,606 6,964 +2,008
Jun02 011213 9755 9755 9740 9740 -165 0 322 +0
Sep02 011213 9756 9756 9756 9756 -164 0 75 +0
Total Volume and Open Interest 18,901 30,213 +1,448
S & P 500(CME)
Dec01 011213 1127.50 1131.50 1115.00 1115.70 -22.30 118,655 264,413 -49,286
Mar02 011213 1129.50 1132.50 1116.10 1117.00 -22.30 60,151 279,717 +40,128
Jun02 011213 1129.00 1129.00 1119.30 1119.30 -22.20 657 10,700 +251
Sep02 011213 1123.10 1123.10 1123.10 1123.10 -22.20 60 837 +31
Total Volume and Open Interest 179,528 556,029 -9,871
S & P 500 E-Mini(Globex)
Dec01 011213 1138.00 1138.50 1114.50 1115.75 -22.25 230,980 192,900 -42,839
Mar02 011213 1139.25 1140.25 1115.75 1117.00 -22.25 3,155 3,308 +1,318
Total Volume and Open Interest 234,135 196,208 -41,521
NASDAQ 100(CME)
Dec01 011213 1635.00 1646.00 1597.00 1598.00 -70.00 36,136 0 -61,055
Mar02 011213 1642.00 1653.00 1603.00 1604.50 -70.50 14,340 0 -7,942
Jun02 011213 0.00 0.00 1660.00 1611.00 -71.00      
Total Volume and Open Interest 50,476    
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 011213 571.50 573.00 568.55 568.55 -7.45 1,447 4,378 -831
Mar02 011213 571.50 573.75 568.50 568.75 -7.55 960 2,139 +772
Jun02 011213 568.95 568.95 568.95 568.95 -7.65 10 310 +10
Total Volume and Open Interest 2,417 6,827 -49
S & P Midcap 400(CME)
Dec01 011213 493.00 497.00 486.80 486.80 -8.95 2,790 10,482 -1,222
Mar02 011213 494.00 497.00 487.00 487.75 -8.90 2,048 4,965 +1,720
Jun02 011213 491.75 491.75 491.75 491.75 -8.90      
Total Volume and Open Interest 4,838 15,447 +498
Russell 2000(CME)
Dec01 011213 470.00 474.50 466.75 466.75 -8.50 4,837 16,948 -2,672
Mar02 011213 473.00 475.50 467.50 467.50 -8.45 3,365 11,809 +2,971
Jun02 011213 471.80 471.80 471.80 471.80 -8.45      
Total Volume and Open Interest 8,202 28,757 +299
Value Line(KCBT)
Dec01 011213 1196.75 1207.00 1192.00 1192.00 -19.50 9 318 -2
Total Volume and Open Interest 15 382 +0
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)
Mar02 011213 10710 10710 10440 10465 -315 28,223 61,203 +26,599
Jun02 011213 10425 10425 10425 10425 -315 0 24 +0
Sep02 011213 10415 10415 10415 10415 -315      
Total Volume and Open Interest 59,178 155,914 +24,820
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 011213 5052.5 5103.0 4952.5 4963.0 -100.5 61,763 132,750 -4,591
Mar02 011213 5085.0 5137.5 4989.5 4999.5 -100.0 8,265 43,849 +4,909
Jun02 011213 5159.0 5159.0 5042.0 5042.0 -98.5 1,606 4,943 +552
Total Volume and Open Interest 71,634 181,542 +870
FT-SE 100(LIFFE)
Dec01 011213 5120.00 5143.00 5036.50 5070.50 -49.50 81,153 338,817 -24,274
Mar02 011213 5103.50 5148.00 5048.00 5079.00 -50.00 28,109 134,415 +21,713
Jun02 011213 5090.50 5090.50 5090.50 5090.50 -49.50 7,270 21,109 -210
Total Volume and Open Interest 116,532 494,341 -2,771
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 011213 162.00 162.90 160.70 161.30 -1.20 2,197 6,330 -2,247
Jan02 011213 162.65 165.00 162.65 163.20 -1.30 1,930 10,767 +1,532
Feb02 011213 165.00 165.00 164.90 164.90 -1.60 2 1 +1
Total Volume and Open Interest 4,129 17,098 -714
Bridge CRB Index(NYBOT)
Jan02 011213 189.75 189.90 188.90 189.40 -0.50 12 198 -7
Feb02 011213 190.00 190.25 189.50 189.70 -0.50 4 166 +2
Apr02 011213 190.70 190.70 190.70 190.70 -0.50 0 59 +0
Total Volume and Open Interest 16 430 -5
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

2009 Historical Reports-
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