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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 17, 2001
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan02 011217 437.00 438.50 434.50 436.75 +0.50 27,178 65,557 -101
Mar02 011217 441.00 441.50 437.75 439.00 +0.25 9,149 47,884 +1,495
May02 011217 444.00 445.00 441.50 443.00 +0.50 1,850 32,795 -159
Jul02 011217 448.50 449.50 446.25 447.50 +0.50 1,791 24,458 +398
Aug02 011217 449.00 450.00 447.50 447.50 +0.50 9 1,866 +9
Sep02 011217 450.00 450.00 448.00 448.50 +1.00 0 366 +0
Nov02 011217 454.00 455.00 451.50 452.25 +0.50 163 8,295 +56
Total Volume and Open Interest 40,141 181,259 +1,698
Soybean Meal(CBOT)
Jan02 011217 150.20 151.30 150.00 150.90 +0.80 9,966 25,778 -817
Mar02 011217 147.90 148.40 147.20 148.20 +0.90 5,341 36,368 +736
May02 011217 147.00 147.40 146.20 147.00 +0.60 2,221 28,812 -298
Jul02 011217 147.60 148.30 147.00 147.90 +0.70 1,213 27,583 -205
Aug02 011217 148.50 148.60 147.50 148.10 +0.80 20 7,390 -12
Sep02 011217 148.50 148.90 147.70 148.50 +0.80 72 5,712 +38
Oct02 011217 148.80 149.00 147.70 147.70 +0.50 35 3,331 +15
Dec02 011217 150.00 150.50 149.30 150.40 +0.90 226 8,024 +47
Total Volume and Open Interest 19,791 143,192 -1,040
Soybean Oil(CBOT)
Jan02 011217 15.83 15.93 15.62 15.64 -0.21 12,120 36,790 -2,450
Mar02 011217 16.05 16.14 15.83 15.86 -0.22 6,668 46,311 +1,967
May02 011217 16.25 16.33 16.06 16.10 -0.20 1,335 33,035 -29
Jul02 011217 16.48 16.55 16.28 16.28 -0.21 922 21,974 +532
Aug02 011217 16.55 16.55 16.37 16.37 -0.22 155 5,099 +102
Sep02 011217 16.70 16.70 16.47 16.47 -0.23 7 3,426 +0
Oct02 011217 16.78 16.78 16.58 16.58 -0.23 22 1,770 +17
Dec02 011217 16.78 16.78 16.78 16.78 -0.24 31 4,917 +2
Total Volume and Open Interest 21,974 155,595 -85
Canola(WCE)
Jan02 011217 342.5 344.2 338.5 339.6 -2.2 2,150 21,082 -3,535
Mar02 011217 340.5 342.0 336.8 337.7 -2.1 2,592 26,644 +489
May02 011217 341.0 341.5 336.7 337.6 -1.6 689 9,246 +365
Jul02 011217 339.6 339.6 336.7 336.7 -1.4 25 6,473 -20
Total Volume and Open Interest 5,614 68,796 -2,581
Corn(CBOT)
Jan02 011217 209.25 209.25 207.50 208.00 -1.75 488 1,524 +38
Mar02 011217 216.50 216.75 214.50 215.50 -1.25 20,799 246,936 -1,228
May02 011217 223.50 223.50 221.25 222.00 -1.25 1,850 60,595 -198
Jul02 011217 229.00 229.00 226.75 227.75 -1.00 1,958 46,263 -670
Sep02 011217 232.00 232.00 230.50 231.00 -1.50 468 12,199 -67
Total Volume and Open Interest 28,485 408,310 -1,478
Wheat(CBOT)
Mar02 011217 285.75 287.00 283.25 286.25 -0.50 21,487 76,420 -660
May02 011217 286.75 287.50 284.75 286.75 unch 2,490 11,689 +1,998
Jul02 011217 287.00 287.50 285.00 286.25 -0.75 2,192 16,874 +462
Sep02 011217 291.00 291.00 289.50 290.50 -0.50 67 1,189 +28
Dec02 011217 302.00 302.00 299.00 301.00 -1.00 264 2,247 -23
Total Volume and Open Interest 27,005 109,165 +1,861
Wheat(KCBT)
Dec01 011217 278.00 278.00 277.00 277.00 -1.00 3 4 -3
Mar02 011217 285.25 286.00 283.50 285.50 -1.25 4,475 48,107 -320
May02 011217 292.00 292.00 290.00 291.50 -1.00 342 9,734 +23
Jul02 011217 297.00 297.75 295.00 297.00 -1.25 281 9,308 +84
Sep02 011217 303.25 303.75 303.25 303.75 -1.25 42 2,007 +40
Total Volume and Open Interest 5,671 71,517 +197
Wheat(MGE)
Dec01 011217 293.00 293.00 293.00 293.00 unch      
Mar02 011217 305.00 305.00 303.50 305.00 +0.75 1,087 20,027 +131
May02 011217 312.25 312.25 311.50 312.25 +0.75 109 2,934 +17
Jul02 011217 317.00 318.50 317.00 318.50 +0.50 54 1,687 -20
Sep02 011217 323.00 324.25 323.00 324.25 +0.25 10 984 +10
Total Volume and Open Interest 1,343 26,298 +196
Oats(CBOT)
Mar02 011217 200.00 200.00 196.00 197.00 -4.25 1,031 6,531 -169
May02 011217 184.25 184.25 180.00 180.50 -4.50 87 2,725 +23
Jul02 011217 168.00 168.50 165.50 165.50 -3.50 67 1,314 +7
Sep02 011217 143.00 143.00 143.00 143.00 -4.00 6 34 -3
Total Volume and Open Interest 1,517 11,602 -281
Rough Rice(MCE)
Jan02 011217 3.92 3.98 3.92 3.95 +0.05 127 2,873 -426
Mar02 011217 4.15 4.20 4.15 4.17 +0.05 121 2,101 -37
May02 011217 4.39 4.39 4.39 4.39 +0.05 3 807 +0
Jul02 011217 4.60 4.60 4.60 4.60 +0.05 0 443 -17
Total Volume and Open Interest 251 6,457 -480
Live Cattle(CME)
Dec01 011217 63.425 63.650 63.275 63.475 -0.050 3,869 7,606 -1,448
Feb02 011217 67.550 68.250 67.375 68.075 +0.525 8,783 45,061 +650
Apr02 011217 70.450 71.200 70.325 71.000 +0.575 2,423 19,447 +40
Jun02 011217 67.450 68.025 67.350 67.825 +0.425 1,413 13,616 +166
Aug02 011217 67.800 68.175 67.700 67.925 +0.275 365 6,175 +57
Oct02 011217 69.900 70.150 69.850 70.125 +0.250 112 1,825 +47
Total Volume and Open Interest 16,972 94,491 -487
Feeder Cattle(CME)
Jan02 011217 81.900 82.600 81.700 82.300 +0.475 1,362 6,386 -113
Mar02 011217 81.000 81.750 80.800 81.350 +0.500 672 4,502 +73
Apr02 011217 80.900 81.575 80.800 81.250 +0.450 159 2,031 +22
May02 011217 80.850 81.650 80.850 81.325 +0.425 192 1,698 +44
Aug02 011217 82.650 82.900 82.650 82.800 +0.175 28 625 -8
Sep02 011217 82.850 82.850 82.850 82.850 +0.250 3 100 +2
Oct02 011217 82.700 82.800 82.700 82.800 +0.250 6 43 +4
Total Volume and Open Interest 2,426 15,392 +26
Lean Hogs(CME)
Feb02 011217 53.175 53.600 52.950 53.525 +0.325 2,976 14,802 -381
Apr02 011217 56.850 57.200 56.625 57.100 +0.050 705 4,468 +42
Jun02 011217 63.850 64.200 63.800 64.150 -0.200 64 1,546 -9
Jul02 011217 61.750 61.850 61.600 61.650 -0.225 87 681 +48
Aug02 011217 60.550 60.550 60.550 60.550 unch 18 336 +13
Oct02 011217 52.425 52.500 52.300 52.300 -0.325 19 422 +1
Dec02 011217 50.500 50.750 50.500 50.750 +0.050 7 150 +7
Total Volume and Open Interest 4,782 27,341 -625
Pork Bellies(CME)
Feb02 011217 76.350 77.150 75.000 75.950 -0.325 309 1,817 -19
Mar02 011217 76.500 77.000 75.100 75.450 -0.225 11 278 -1
May02 011217 78.200 78.200 77.200 77.200 -0.850 7 163 +4
Jul02 011217 78.600 78.600 78.500 78.500 +0.350 0 41 +0
Aug02 011217 78.400 78.400 78.400 78.400 +0.400 0 9 +0
Total Volume and Open Interest 327 2,308 -16
Cocoa(NYBOT)
Dec01 011211 1280 1320 1280 1305 +58 55 277 -97
Mar02 011217 1334 1338 1319 1324 -10 4,231 35,126 +6
May02 011217 1325 1325 1310 1315 -9 414 14,517 -93
Jul02 011217 1303 1308 1299 1303 -8 213 9,415 -4
Sep02 011217 1300 1300 1291 1291 -9 472 5,794 -180
Dec02 011217 1228 1235 1228 1229 -5 1,245 10,010 -6
Mar03 011217 1205 1216 1205 1205 -4 704 8,584 -25
Total Volume and Open Interest 7,703 91,923 -314
Coffee "C"(NYBOT)
Dec01 011214 43.50 45.00 43.50 43.80 -0.35 91 96 -30
Mar02 011217 47.25 47.25 45.65 46.35 -1.20 6,761 33,398 -360
May02 011217 48.30 48.50 47.60 48.15 -1.15 1,509 8,740 +11
Jul02 011217 50.30 50.30 49.50 49.95 -1.15 445 4,391 +142
Sep02 011217 52.10 52.10 51.30 51.55 -1.15 106 3,810 +61
Dec02 011217 54.25 54.50 53.85 53.85 -1.05 43 2,891 -15
Total Volume and Open Interest 9,007 54,070 -182
Orange Juice(NYBOT)
Jan02 011217 90.10 91.00 90.10 90.90 +0.80 694 7,960 -262
Mar02 011217 92.50 93.40 92.50 93.25 +0.80 474 7,104 +227
May02 011217 94.80 95.30 94.80 95.00 +0.85 0 1,198 +1
Jul02 011217 96.00 96.00 96.00 96.00 +0.60 0 223 +0
Sep02 011217 97.00 97.00 97.00 97.00 +0.35 0 161 +0
Total Volume and Open Interest 1,168 18,107 -34
Sugar #11(NYBOT)
Mar02 011217 7.41 7.42 7.27 7.37 -0.04 10,921 80,939 -1,335
May02 011217 6.88 6.91 6.79 6.88 -0.02 3,297 26,480 +723
Jul02 011217 6.47 6.48 6.40 6.48 unch 1,681 28,268 -138
Oct02 011217 6.47 6.48 6.40 6.46 -0.01 623 17,382 +62
Mar03 011217 6.54 6.54 6.50 6.50 -0.03 20 7,332 +5
Total Volume and Open Interest 16,928 167,025 -420
London Cocoa(LCE)
Dec01 011212 969 969 959 963 +10 9,055 4,052 -5,448
Mar02 011217 986 1000 984 986 -4 2,821 61,574 -569
May02 011217 1002 1010 994 996 -4 1,542 33,946 -79
Jul02 011217 1011 1023 1007 1010 -3 1,060 28,948 +124
Sep02 011217 1001 1001 987 989 -3 757 12,862 -271
Dec02 011217 960 960 946 946 -5 819 7,944 -98
Mar03 011217 930 931 923 928 -7 510 7,188 +135
Total Volume and Open Interest 7,519 153,264 -758
London Coffee(LCE)
Jan02 011217 399.00 399.00 395.00 397.00 unch 1,502 26,755 -787
Mar02 011217 411.00 412.00 408.00 411.00 +1.00 1,476 25,415 +321
May02 011217 421.00 424.00 421.00 423.00 +1.00 733 20,229 +71
Jul02 011217 434.00 435.00 433.00 435.00 +1.00 97 15,481 -44
Sep02 011217 449.00 449.00 445.00 446.00 +1.00 40 12,361 +10
Nov02 011217 457.00 457.00 457.00 457.00 +1.00 11 4,655 -7
Total Volume and Open Interest 3,869 104,952 -426
London Sugar(LCE)
Dec01 011115 241.50 248.00 236.50 240.40 -1.10 3,820 4,096 -1,367
Mar02 011217 235.50 236.50 233.00 233.90 -1.30 1,534 22,913 -329
May02 011217 224.10 224.20 223.20 223.20 -1.30 37 9,075 +31
Aug02 011217 214.20 214.20 211.90 211.90 -1.10 133 10,953 +21
Oct02 011217 199.80 199.80 199.40 199.40 -1.10 106 4,796 +5
Total Volume and Open Interest 1,829 49,777 -262
Cotton(NYBOT)
Mar02 011217 37.00 37.60 36.25 37.45 +0.15 8,943 29,934 +633
May02 011217 38.30 39.00 37.60 38.89 +0.02 1,030 9,686 -60
Jul02 011217 39.65 40.25 39.30 40.20 +0.08 598 9,546 -156
Oct02 011217 41.90 42.00 41.45 42.00 -0.05 2 404 +0
Dec02 011217 42.70 43.10 42.20 42.96 -0.24 599 5,989 +93
Mar03 011217 44.00 44.40 44.00 44.40 -0.10 60 870 +30
Total Volume and Open Interest 11,242 57,768 +545
Lumber(CME)
Jan02 011217 244.2 244.2 237.6 240.3 +3.1 249 1,686 +21
Mar02 011217 251.7 252.3 248.1 249.7 -0.9 288 752 +26
May02 011217 258.4 259.2 258.0 258.4 -0.1 60 187 +11
Jul02 011217 262.1 262.1 262.1 262.1 +3.6 8 24 +1
Total Volume and Open Interest 605 2,651 +59
Crude Oil(NYM)
Jan02 011217 19.20 19.58 19.10 19.22 -0.01 69,865 51,341 -17,332
Feb02 011217 19.40 19.85 19.40 19.52 +0.03 66,719 123,659 +12,594
Mar02 011217 19.60 20.00 19.60 19.70 +0.02 15,137 43,583 +390
Apr02 011217 19.95 20.07 19.80 19.85 +0.01 4,840 28,573 +1,112
May02 011217 20.15 20.15 19.95 19.99 unch 1,537 15,909 +88
Jun02 011217 20.15 20.30 20.11 20.11 -0.01 3,319 28,098 -529
Jul02 011217 20.18 20.38 20.18 20.21 -0.01 318 13,820 +108
Aug02 011217 20.30 20.30 20.30 20.30 -0.01 1,256 11,794 +6
Sep02 011217 20.45 20.45 20.38 20.38 -0.01 744 12,613 +473
Oct02 011217 20.46 20.46 20.46 20.46 -0.01 601 10,066 +246
Total Volume and Open Interest 171,248 447,974 -982
Heating Oil(NYM)
Jan02 011217 53.90 55.15 53.60 53.81 -0.44 23,238 34,117 -1,444
Feb02 011217 55.20 56.10 54.65 54.85 -0.40 16,326 33,698 +2,881
Mar02 011217 55.60 56.00 55.05 55.20 -0.25 5,355 22,203 +1,463
Apr02 011217 55.40 56.00 55.00 55.15 -0.15 2,257 16,397 +60
May02 011217 54.90 55.10 54.50 54.60 -0.10 1,590 7,294 +150
Jun02 011217 55.30 55.35 54.60 54.75 -0.05 2,311 10,280 +301
Jul02 011217 55.40 56.05 55.20 55.40 unch 1,031 5,286 +181
Aug02 011217 56.80 56.80 56.10 56.10 unch 880 3,563 +109
Sep02 011217 57.15 57.65 56.95 56.95 unch 96 4,460 +36
Oct02 011217 58.05 58.45 57.85 57.85 unch 21 2,603 +6
Total Volume and Open Interest 53,969 156,684 +4,407
Unleaded Gas(NYM)
Jan02 011217 55.00 55.85 54.20 54.55 -0.48 22,951 31,838 -3,907
Feb02 011217 56.00 56.70 55.60 55.72 -0.37 13,206 26,561 +3,462
Mar02 011217 57.10 57.60 56.50 56.82 -0.32 3,366 14,018 -447
Apr02 011217 63.15 63.15 62.82 62.82 -0.32 2,666 14,974 +300
May02 011217 63.90 63.90 63.25 63.32 -0.32 1,605 14,880 +348
Jun02 011217 63.50 63.65 63.42 63.42 -0.32 1,368 9,799 +111
Jul02 011217 63.70 63.70 63.17 63.17 -0.32 147 7,115 +13
Aug02 011217 63.00 63.00 62.47 62.47 -0.32 185 6,248 +144
Total Volume and Open Interest 45,639 132,943 +119
Natural Gas(NYM)
Jan02 011217 2.840 2.845 2.675 2.686 -0.160 46,704 60,875 -706
Feb02 011217 2.900 2.900 2.750 2.761 -0.147 12,034 42,931 +1,384
Mar02 011217 2.900 2.900 2.760 2.769 -0.133 7,399 35,353 -892
Apr02 011217 2.800 2.835 2.727 2.727 -0.121 4,943 39,416 +774
May02 011217 2.875 2.875 2.770 2.777 -0.119 2,179 17,747 -159
Jun02 011217 2.920 2.920 2.820 2.832 -0.114 1,555 17,924 +344
Jul02 011217 2.955 2.965 2.860 2.875 -0.109 588 14,313 -148
Aug02 011217 3.000 3.000 2.890 2.918 -0.108 2,043 13,665 +641
Total Volume and Open Interest 91,327 428,753 +2,706
Brent Crude Oil(IPE)
Feb02 011217 19.05 19.38 18.65 19.06 -0.09 56,840 94,522 +7,227
Mar02 011217 18.93 19.30 18.66 19.08 -0.03 14,642 45,268 +3,408
Apr02 011217 18.88 19.26 18.69 19.08 -0.02 4,227 15,231 +740
May02 011217 18.98 19.32 18.86 19.13 -0.06 1,764 10,154 -56
Jun02 011217 19.08 19.36 18.95 19.23 -0.08 1,219 21,224 +49
Jul02 011217 19.18 19.40 19.18 19.33 -0.08 2 6,035 -10
Aug02 011217 19.45 19.45 19.40 19.43 -0.08 15 5,736 +0
Sep02 011217 19.55 19.55 19.52 19.52 -0.09 0 5,153 +0
Total Volume and Open Interest 101,632 243,203 -19,934
Gas Oil(IPE)
Jan02 011217 165.00 167.75 163.00 164.75 unch 13,669 43,676 -1,456
Feb02 011217 167.75 170.00 165.25 167.50 +0.50 7,657 28,168 -1,842
Mar02 011217 167.50 169.25 166.00 168.25 +0.50 1,974 10,649 +209
Apr02 011217 169.25 169.25 169.25 169.25 +0.50 852 6,622 +40
May02 011217 170.00 170.00 170.00 170.00 +0.25 368 4,033 +168
Jun02 011217 171.00 173.50 171.00 171.00 +0.25 1,202 17,705 +211
Jul02 011217 173.00 173.00 172.50 172.50 +0.25 0 2,517 +0
Aug02 011217 174.50 174.50 174.00 174.00 +0.25 0 2,324 +0
Total Volume and Open Interest 26,022 152,976 -2,715
US Dollar Index(NYBOT)
Dec01 011217 114.90 115.08 114.80 114.84 -0.06 318 2,305 -111
Mar02 011217 115.40 115.60 115.31 115.59 +0.15 1,216 4,513 +87
Jun02 011217 116.09 116.09 116.09 116.09 +0.15 2 2,008 +0
Total Volume and Open Interest 1,536 8,828 -24
Australian Dollar(IMM)
Dec01 011217 51.82 51.83 51.80 51.83 -0.09 990 6,617 -866
Mar02 011217 51.53 51.56 51.44 51.46 -0.17 2,346 16,509 +241
Jun02 011217 51.19 51.19 51.19 51.19 -0.15 1 354 +1
Total Volume and Open Interest 3,337 23,495 -624
British Pound(IMM)
Dec01 011217 145.60 145.78 145.58 145.78 +0.34 748 23,119 -541
Mar02 011217 144.88 145.30 144.66 145.20 +0.52 5,724 20,418 +1,875
Jun02 011217 144.60 144.60 144.50 144.50 +0.52 18 50 +9
Total Volume and Open Interest 6,490 43,587 +1,343
Canadian Dollar(IMM)
Dec01 011217 64.05 64.05 63.80 63.89 -0.20 7,453 26,215 -5,065
Mar02 011217 64.03 64.04 63.81 63.85 -0.20 8,955 44,269 +1,981
Jun02 011217 64.04 64.04 63.85 63.86 -0.20 281 2,430 +128
Sep02 011217 63.94 64.00 63.88 63.88 -0.20 12 723 +5
Total Volume and Open Interest 16,701 74,192 -2,920
Japanese Yen(IMM)
Dec01 011217 78.23 78.39 78.23 78.38 -0.19 26,731 34,289 -19,293
Mar02 011217 78.62 78.84 78.60 78.78 -0.15 16,874 105,370 +7,998
Jun02 011217 78.98 79.16 78.98 79.16 -0.15 5 20,382 -1
Total Volume and Open Interest 43,610 160,396 -11,296
Deutsche Mark(IMM)
Dec01 011217 46.28 46.28 46.28 46.28 +0.05 20 194 +0
Total Volume and Open Interest 20 194 +0
Swiss Franc(IMM)
Dec01 011217 61.32 61.34 61.24 61.34 -0.06 2,710 26,752 -1,612
Mar02 011217 61.30 61.40 61.17 61.21 -0.19 19,908 31,901 +6,989
Jun02 011217 61.32 61.32 61.26 61.26 -0.19 7 11 +0
Total Volume and Open Interest 22,625 58,687 +5,377
EuroFX(IMM)
Dec01 011217 90.52 90.56 90.28 90.52 +0.11 13,339 28,757 -10,367
Mar02 011217 90.19 90.24 89.94 89.95 -0.15 23,325 90,725 +13,997
Jun02 011217 89.93 89.93 89.71 89.71 -0.15 193 467 +71
Total Volume and Open Interest 36,866 120,022 +3,707
Mexican Peso(IMM)
Dec01 011217 10955.0 10955.0 10932.5 10945.0 -40.0 2,032 11,789 -1,546
Mar02 011217 10755.0 10840.0 10737.5 10802.5 +17.5 4,793 24,433 +117
Total Volume and Open Interest 6,836 36,529 -1,437
30-Year T-Bonds(CBOT)
Dec01 011217 100~13 100~20 99~08 100~13 -0~16 9,110 19,256 -5,707
Mar02 011217 100~00 100~01 98~01 99~08 -0~15 166,591 428,226 +1,109
Jun02 011217 98~02 98~26 96~31 98~04 -0~15 117 25,434 +45
Total Volume and Open Interest 175,818 472,917 -4,552
Municipal Bonds(CBOT)
Dec01 011217 101~29 101~29 101~15 101~27 -0~10 583 7,003 -339
Mar02 011217 100~30 101~01 100~06 100~23 -0~15 938 6,801 +318
Total Volume and Open Interest 1,521 13,804 -21
10-Year T-Notes(CBOT)
Dec01 011217 104~185 105~125 103~300 105~015 -0~100 8,010 27,575 -4,669
Mar02 011217 104~015 104~050 102~165 103~200 -0~115 199,520 524,307 -6,083
Total Volume and Open Interest 207,621 554,690 -10,740
5-Year T-Notes(CBOT)
Dec01 011217 105~280 106~055 105~225 106~055 -0~035 10,126 64,039 -3,909
Mar02 011217 104~240 104~280 104~015 104~275 -0~035 72,235 454,014 +9,470
Jun02 011217 103~315 103~315 103~315 103~315 -0~035 0 200 +0
Total Volume and Open Interest 82,361 518,253 +5,561
2 Year T-Notes(CBOT)
Dec01 011217 104~124 105~002 104~108 105~002 -0~010 1,206 5,565 -323
Mar02 011217 104~010 104~013 103~102 104~010 -0~010 6,230 67,499 +626
Total Volume and Open Interest 7,436 73,064 +303
3-Mth T-Bills(IMM)
Mar02 011217 98.14 98.14 98.14 98.14 unch 2 517 +2
Total Volume and Open Interest 162 2,277 +36
Eurodollars(IMM)
Dec01 011217 98.098 98.098 98.098 98.098 -0.002 74,380 775,542 -19,283
Mar02 011217 97.925 97.930 97.905 97.920 unch 121,675 661,423 -6,229
Jun02 011217 97.440 97.470 97.395 97.455 unch 109,971 621,192 +397
Sep02 011217 96.785 96.820 96.700 96.810 -0.010 97,609 546,368 +1,025
Dec02 011217 96.085 96.110 95.955 96.085 -0.030 90,890 505,101 -34,738
Mar03 011217 95.465 95.465 95.290 95.420 -0.080 36,446 306,379 +1,869
Jun03 011217 94.910 94.910 94.660 94.815 -0.130 17,624 198,997 +1,422
Sep03 011217 94.505 94.505 94.210 94.380 -0.160 16,920 178,567 +2,921
Dec03 011217 94.150 94.150 93.830 94.000 -0.195 12,557 129,834 -4,836
Mar04 011217 94.005 94.005 93.675 93.855 -0.190 8,324 119,438 +1,749
Jun04 011217 93.825 93.825 93.495 93.675 -0.190 6,072 97,484 +93
Sep04 011217 93.685 93.685 93.355 93.535 -0.190 5,838 97,373 +405
Total Volume and Open Interest 639,045 4,846,656 -50,395
3-Mth Euro-Yen(IMM)
Dec01 011214 99.92 99.92 99.91 99.92 unch 547 15,818 -156
Mar02 011217 99.84 99.84 99.84 99.84 -0.01 845 8,705 +223
Jun02 011217 99.85 99.86 99.85 99.85 -0.01 168 2,930 -8,635
Sep02 011217 99.83 99.84 99.83 99.83 -0.02 168 2,930 +149
Dec02 011217 99.81 99.81 99.81 99.81 unch 150 1,366 +121
Mar03 011217 99.77 99.78 99.77 99.78 unch 5 1,043 +5
Jun03 011217 99.76 99.76 99.76 99.76 unch 0 1,166 +0
Sep03 011217 99.72 99.72 99.72 99.72 unch 10 272 +10
Dec03 011217 99.63 99.63 99.63 99.63 unch 0 147 +0
Mar04 011217 99.57 99.57 99.57 99.57 unch 0 347 +0
Total Volume and Open Interest 2,194 34,640 -8,285
3-Mth Euro-Yen(SIMEX)
Mar02 011217 99.85 99.85 99.83 99.83 -0.01 3,917 78,180 -257
Jun02 011217 99.86 99.86 99.85 99.85 -0.01 1,336 80,941 -124
Sep02 011217 99.85 99.85 99.83 99.83 -0.01 342 27,762 +8
Dec02 011217 99.81 99.81 99.81 99.81 -0.01 380 12,144 +28
Mar03 011217 99.78 99.79 99.77 99.78 unch 427 21,888 +85
Jun03 011217 99.77 99.77 99.76 99.76 -0.01 494 20,372 +213
Sep03 011217 99.71 99.71 99.71 99.71 -0.01 977 11,515 +543
Dec03 011217 99.65 99.65 99.64 99.64 -0.01 0 3,612 +0
Total Volume and Open Interest 8,592 358,386 +334
Euro Notional Bond(MATIF)
Dec01 011217 90.02 90.02 89.50 89.77 -0.27 3,856 22,567 +1,085
Mar02 011217 90.06 90.06 89.00 89.42 -0.42 624 2,433 +599
Jun02 011217 89.40 89.40 89.40 89.40 -0.44      
Total Volume and Open Interest 4,480 25,000 +1,684
3-Month Euribor(MATIF)
Dec01 011217 96.65 96.65 96.65 96.65 unch 0 2,776 +0
Mar02 011217 96.85 96.85 96.85 96.85 unch 0 2,496 +0
Jun02 011217 96.75 96.75 96.75 96.75 +0.15 0 211 +0
Total Volume and Open Interest 0 6,273 +0
German Euro-Bund(EUREX)
Mar02 011217 108.42 108.45 107.57 107.70 -0.92 452,118 510,794 +41,292
Jun02 011217 106.91 106.91 106.91 106.91 -0.93 1,894 4,578 +100
Sep02 011217 105.90 105.90 105.90 105.90 -0.92 245 65 +0
Total Volume and Open Interest 454,257 515,437 +41,392
German Euro-Bobl(EUREX)
Mar02 011217 106.93 106.93 106.35 106.45 -0.57 275,403 343,750 +2,592
Jun02 011217 105.70 105.70 105.70 105.70 -0.57 504 2,279 -92
Sep02 011217 105.21 105.21 105.21 105.21 -0.57      
Total Volume and Open Interest 275,907 346,029 +2,500
Long Gilt(LIFFE)
Dec01 011217 115~07 115~07 114~28 115~01 -0~16 595 7,620 -498
Mar02 011217 114~20 114~21 114~00 114~12 -0~16 15,250 56,137 +1,222
Total Volume and Open Interest 15,845 63,807 +724
3-Mth Short Sterling(LIFFE)
Dec01 011217 95.93 95.96 95.92 95.93 -0.01 13,736 0 +0
Mar02 011217 95.88 95.94 95.88 95.92 -0.01 22,225 0 +0
Jun02 011217 95.62 95.65 95.57 95.59 -0.04 9,484 0 +0
Total Volume and Open Interest 67,224    
3-Mth Euribor(LIFFE)
Dec01 011217 96.655 96.660 96.650 96.650 -0.010 37,841 453,208 -5,010
Mar02 011217 96.850 96.875 96.815 96.830 -0.040 59,370 468,622 +1,879
Jun02 011217 96.825 96.840 96.745 96.770 -0.065 72,337 391,846 +3,017
Total Volume and Open Interest 277,724 2,110,384 +5,516
3-Mth Aus T-Bills(SFE)
Dec01 011213 95.76 95.80 95.76 95.76 unch 9,369 84,152 -35,390
Mar02 011217 95.90 95.92 95.89 95.92 -0.02 8,920 160,363 +5,809
Jun02 011217 95.78 95.81 95.76 95.80 -0.04 3,921 60,035 +4,299
Sep02 011217 95.43 95.44 95.39 95.44 -0.04 1,367 28,908 +1,402
Dec02 011217 95.03 95.03 94.95 94.99 -0.05 912 20,772 +776
Mar03 011217 94.60 94.62 94.59 94.62 -0.06 1,190 13,597 +1,090
Jun03 011217 94.33 94.36 94.32 94.36 -0.07 580 9,437 +521
Sep03 011217 94.13 94.14 94.12 94.14 -0.10 1,281 9,856 +1,212
Dec03 011217 94.00 94.00 94.00 94.00 -0.10 1,570 5,363 +1,395
Mar04 011217 93.92 93.92 93.92 93.92 -0.10 255 2,234 +255
Total Volume and Open Interest 20,336 314,028 +16,695
10-Year Aus T-Bonds(SFE)
Dec01 011217 94.10 94.10 94.06 94.08 -0.08 43,224 222,856 +0
Mar02 011217 94.00 94.00 93.88 93.97 -0.11 3,226 106,723 +24,744
Total Volume and Open Interest 81,079 304,835 +61,302
3-Year Aus T-Bonds(SFE)
Dec01 011217 95.01 95.01 94.92 94.98 -0.08 51,088 585,638 +27,359
Mar02 011217 94.76 94.76 94.65 94.73 -0.05 37,099 160,366 +37,534
Total Volume and Open Interest 88,187 746,004 +64,893
Gold(CMX)
Dec01 011217 277.0 277.7 277.0 277.7 -0.3 44 199 -35
Feb02 011217 278.2 278.6 277.5 278.3 -0.3 44,613 73,840 +561
Apr02 011217 278.4 279.2 278.3 278.9 -0.3 1,025 6,835 +271
Jun02 011217 279.3 279.7 278.8 279.4 -0.3 192 7,947 +59
Aug02 011217 279.9 279.9 279.9 279.9 -0.3 92 3,221 +101
Oct02 011217 280.5 280.5 280.5 280.5 -0.3 0 2,571 +0
Total Volume and Open Interest 46,163 116,216 +836
Silver(CMX)
Dec01 011217 434.0 436.0 434.0 436.0 +0.3 194 198 +0
Mar02 011217 434.5 438.5 432.5 436.5 +0.3 13,340 50,957 -1,443
May02 011217 435.0 439.0 433.0 437.2 +0.4 917 2,681 +268
Jul02 011217 437.0 438.5 435.5 437.5 +0.4 136 3,186 -20
Sep02 011217 437.9 437.9 437.9 437.9 +0.4 0 1,583 +0
Total Volume and Open Interest 14,728 66,905 -1,132
Platinum(NYM)
Jan02 011217 471.0 471.0 463.0 467.6 unch 886 2,883 -594
Apr02 011217 462.0 462.0 455.0 460.6 +2.0 718 2,866 +603
Jul02 011217 454.6 454.6 454.6 454.6 +2.0 0 68 +0
Oct02 011217 451.6 451.6 451.6 451.6 +2.0 0 32 +0
Total Volume and Open Interest 1,604 5,849 +9
Palladium(NYME)
Dec01 011217 407.50 407.50 407.50 407.50 +7.75 1 20 +0
Mar02 011217 408.00 408.00 404.00 408.00 +7.75 35 1,246 +11
Jun02 011127 310.00 310.00 310.00 310.00 unch 120 770  
Total Volume and Open Interest 490 1,408  
Copper(CMX)
Dec01 011217 66.90 67.50 66.85 67.40 +0.30 506 2,339 -702
Mar02 011217 67.50 68.40 67.50 68.20 +0.30 5,851 34,330 +1,117
May02 011217 68.25 68.85 68.00 68.80 +0.30 504 5,119 +352
Jul02 011217 68.90 69.40 68.85 69.40 +0.30 1,348 5,878 +861
Sep02 011217 69.40 69.95 69.40 69.95 +0.30 21 3,453 +19
Total Volume and Open Interest 8,731 69,436 +1,749
DJIA Index(CBOT)
Dec01 011217 9830 9935 9818 9904 +63 2,855 17,388 -1,842
Mar02 011217 9835 9934 9810 9902 +63 15,061 11,791 +1,305
Jun02 011217 9900 9912 9900 9912 +63 16 338 +13
Sep02 011217 9928 9928 9928 9928 +63 0 75 +0
Total Volume and Open Interest 17,933 29,702 -523
S & P 500(CME)
Dec01 011217 1123.50 1138.00 1123.50 1136.70 +11.40 55,143 184,286 -34,875
Mar02 011217 1125.50 1139.20 1124.70 1138.00 +11.40 105,828 363,259 +33,249
Jun02 011217 1140.30 1140.30 1140.30 1140.30 +11.40 534 11,239 +383
Sep02 011217 1144.50 1144.50 1144.50 1144.50 +12.10 64 875 +9
Total Volume and Open Interest 161,569 560,021 -1,234
S & P 500 E-Mini(Globex)
Dec01 011217 1124.25 1138.00 1119.25 1136.75 +11.50 9,597 160,715 -11,949
Mar02 011217 1126.25 1139.25 1121.75 1138.00 +11.50 203,189 31,035 +7,296
Total Volume and Open Interest 212,786 191,750 -4,653
NASDAQ 100(CME)
Dec01 011217 1610.00 1655.00 1607.00 1638.00 +25.50 8,596 44,177 -3,252
Mar02 011217 1615.00 1664.00 1613.00 1645.00 +26.00 22,129 36,049 +4,461
Jun02 011217 1652.00 1652.00 1652.00 1652.00 +26.50 0 2 +0
Total Volume and Open Interest 30,725 80,228 +1,209
NASDAQ 100 E-Mini(GLOBEX)
Dec01 011217 1612.0 1657.0 1603.5 1638.0 +25.5 11,223 133,791 -4,113
Mar02 011217 1618.5 1663.5 1607.0 1645.0 +26.0 153,762 26,755 +6,549
Total Volume and Open Interest 164,985 160,546 +2,436
NYSE Composite(NYBOT)
Dec01 011217 571.50 577.20 571.50 577.20 +4.20 400 3,834 -40
Mar02 011217 571.80 577.80 571.80 577.30 +4.10 3,710 3,603 +1,100
Jun02 011217 577.50 577.50 577.50 577.50 +4.10 0 410 +0
Total Volume and Open Interest 4,110 8,047 +1,060
S & P Midcap 400(CME)
Dec01 011217 494.00 499.05 494.00 499.05 +5.00 2,283 6,474 -1,842
Mar02 011217 494.50 500.00 494.00 500.00 +5.00 3,065 9,137 +2,021
Jun02 011217 504.00 504.00 504.00 504.00 +5.00      
Total Volume and Open Interest 5,348 15,611 +179
Russell 2000(CME)
Dec01 011217 474.50 482.65 473.00 482.65 +10.35 4,047 13,229 -835
Mar02 011217 474.00 484.00 473.00 483.50 +10.40 6,555 20,720 +3,319
Jun02 011217 487.80 487.80 487.80 487.80 +10.40      
Total Volume and Open Interest 10,602 33,949 +2,484
Value Line(KCBT)
Dec01 011217 1208.00 1211.00 1208.00 1211.00 +9.00 12 197 +6
Total Volume and Open Interest 22 403 +13
Nikkei 225(CME)
Mar02 011217 10370 10530 10370 10515 -75 1,010 12,377 +19
Jun02 011217 10515 10515 10515 10515 -75 15 34 +10
Total Volume and Open Interest 1,025 12,411 -12,588
Nikkei 225(SIMEX)
Mar02 011217 10530 10530 10280 10365 -150 17,957 72,294 +54
Jun02 011217 10330 10330 10330 10330 -150 0 24 +0
Sep02 011217 10335 10335 10335 10335 -150      
Total Volume and Open Interest 17,957 72,318 +54
CAC 40(MATIF)
Dec01 011217 4370.0 4503.0 4334.0 4498.0 +151.0 49,497 498,586 -11,653
Jan02 011217 4373.0 4508.0 4373.0 4506.5 +147.5 1,950 52,394 +960
Feb02 011217 4517.0 4517.0 4517.0 4517.0 +147.5 0 5,402 +0
Total Volume and Open Interest 52,697 658,512 -9,607
DAX Index(EUREX)
Dec01 011217 4936.0 5106.5 4906.5 5095.0 +165.0 52,644 115,959 -15,967
Mar02 011217 4970.0 5144.0 4945.0 5132.5 +166.0 12,851 55,039 +8,294
Jun02 011217 5054.0 5175.5 5054.0 5175.5 +168.5 415 5,863 +9
Total Volume and Open Interest 65,910 176,861 -7,664
FT-SE 100(LIFFE)
Dec01 011217 5060.00 5162.50 5043.00 5149.00 +89.00 52,998 298,129 -15,787
Mar02 011217 5087.50 5170.00 5054.00 5158.50 +89.50 26,022 171,341 +19,402
Jun02 011217 5115.00 5170.00 5114.00 5170.00 +89.50 3,065 21,726 +617
Total Volume and Open Interest 82,085 491,196 +4,232
SPI 200(SFE)
Dec01 011217 3297.0 3311.0 3281.0 3282.0 -8.0 10,126 141,551 -2,547
Mar02 011217 3305.0 3318.0 3287.0 3289.0 -7.0 2,622 22,861 +2,273
Jun02 011217 3300.0 3300.0 3300.0 3300.0 -8.0 2 1,602 +0
Total Volume and Open Interest 12,750 166,489 -274
GSCI(CME)
Jan02 011217 169.05 169.05 168.80 168.80 +0.40 4,196 16,686 +3,739
Feb02 011217 171.30 171.30 170.50 170.50 +1.00 0 1 +0
Total Volume and Open Interest 8,363 18,310 +381
Bridge CRB Index(NYBOT)
Jan02 011217 191.50 192.00 191.25 191.25 -0.25 33 178 -6
Feb02 011217 192.00 192.00 191.65 191.65 -0.35 6 173 +3
Apr02 011217 192.65 192.65 192.65 192.65 -0.35 2 59 +0
Total Volume and Open Interest 41 417 -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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Newsflash

For those who "research their trades" via historical daily charts, Research Director Nick Colley wants
to give you a taste of enhancements forthcoming to the Traders Desk
Reference (TDR) section of the MRCI web site.  Click on the following
address and you will be directed to the test section for Soybeans:

http://www.mrci.com/client/tdr/s/index.php

Remember this is only a test section, but it is intended to be the model
for all other futures.  You can use the "mouse-over" function, the table
includes seasonal patterns, weekly and monthly contract continuation
charts, and by clicking on the year in the "History Range" row, a table
will appear with each year in the data base.  Click again and find the
daily chart for that contract for that year.  Enjoy!