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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 18, 2001
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan02 011218 437.50 439.50 431.50 432.00 -4.75 24,828 62,475 -3,082
Mar02 011218 440.00 442.00 433.00 433.75 -5.25 8,063 49,094 +1,210
May02 011218 444.00 445.25 437.50 438.00 -5.00 1,122 32,743 -52
Jul02 011218 448.50 450.00 441.50 441.75 -5.75 1,787 24,871 +413
Aug02 011218 448.00 448.00 441.75 441.75 -5.75 4 1,869 +3
Sep02 011218 443.50 443.50 442.50 442.50 -6.00 1 367 +1
Nov02 011218 452.00 452.75 446.50 446.50 -5.75 172 8,265 -30
Total Volume and Open Interest 35,979 179,724 -1,535
Soybean Meal(CBOT)
Jan02 011218 151.10 151.80 147.60 147.80 -3.10 4,457 25,119 -659
Mar02 011218 148.40 149.40 145.20 145.40 -2.80 3,341 36,294 -74
May02 011218 147.40 148.00 145.00 145.20 -1.80 1,330 28,951 +139
Jul02 011218 148.00 148.90 146.00 146.30 -1.60 1,299 27,803 +220
Aug02 011218 148.60 148.90 146.30 146.50 -1.60 76 7,397 +7
Sep02 011218 148.90 149.30 147.00 147.10 -1.40 118 5,745 +33
Oct02 011218 148.50 149.20 146.30 146.30 -1.40 33 3,356 +25
Dec02 011218 150.80 150.80 149.10 149.20 -1.20 163 8,071 +47
Total Volume and Open Interest 10,817 142,887 -305
Soybean Oil(CBOT)
Jan02 011218 15.57 15.63 15.45 15.50 -0.14 9,204 34,944 -1,846
Mar02 011218 15.78 15.84 15.66 15.69 -0.17 8,387 47,701 +1,390
May02 011218 15.97 16.04 15.90 15.91 -0.19 1,346 33,420 +385
Jul02 011218 16.23 16.24 16.09 16.12 -0.16 676 22,193 +219
Aug02 011218 16.34 16.36 16.21 16.22 -0.15 243 5,313 +214
Sep02 011218 16.41 16.47 16.30 16.31 -0.16 14 3,427 +1
Oct02 011218 16.55 16.58 16.43 16.43 -0.15 2 1,770 +0
Dec02 011218 16.80 16.80 16.65 16.65 -0.13 40 4,937 +20
Total Volume and Open Interest 19,912 156,231 +636
Canola(WCE)
Jan02 011218 339.0 339.5 336.0 336.1 -3.5 3,962 17,552 -3,530
Mar02 011218 337.2 337.7 335.5 335.5 -2.2 4,325 26,521 -123
May02 011218 336.5 336.5 335.0 335.7 -1.9 782 9,436 +190
Jul02 011218 336.0 336.1 335.5 335.5 -1.2 274 6,565 +92
Total Volume and Open Interest 10,320 65,953 -2,843
Corn(CBOT)
Jan02 011218 209.50 209.50 206.00 206.50 -1.50 291 1,656 +132
Mar02 011218 215.75 216.75 213.25 214.00 -1.50 24,432 245,605 -1,331
May02 011218 222.00 223.25 220.00 220.50 -1.50 1,977 61,021 +426
Jul02 011218 227.75 229.00 225.50 226.25 -1.50 2,358 47,040 +777
Sep02 011218 231.50 232.50 230.25 230.50 -0.50 1,103 12,385 +186
Total Volume and Open Interest 34,356 408,245 -65
Wheat(CBOT)
Mar02 011218 286.00 289.00 285.00 285.75 -0.50 8,648 74,844 -1,576
May02 011218 287.00 289.75 286.00 286.50 -0.25 551 11,711 +22
Jul02 011218 287.00 289.00 285.50 286.25 unch 1,351 17,011 +137
Sep02 011218 291.50 292.50 290.50 290.50 unch 11 1,189 +0
Dec02 011218 300.50 302.50 300.50 301.00 unch 186 2,249 +2
Total Volume and Open Interest 10,759 107,115 -2,050
Wheat(KCBT)
Dec01 011218 274.50 274.50 274.50 274.50 -2.50 3 3 -1
Mar02 011218 286.25 287.50 285.00 285.50 unch 2,044 47,831 -276
May02 011218 292.50 293.50 291.00 291.25 -0.25 1,757 9,513 -221
Jul02 011218 298.25 299.00 296.75 297.00 unch 1,617 9,582 +274
Sep02 011218 304.50 304.50 303.00 303.00 -0.75 37 1,972 -35
Total Volume and Open Interest 5,586 71,266 -251
Wheat(MGE)
Dec01 011218 293.00 293.00 293.00 293.00 unch      
Mar02 011218 306.00 306.50 305.00 305.50 +0.50 1,604 19,813 -214
May02 011218 313.00 313.50 312.50 312.75 +0.50 163 2,833 -101
Jul02 011218 319.00 319.25 318.75 319.00 +0.50 112 1,692 +5
Sep02 011218 324.50 324.50 324.50 324.50 +0.25 81 985 +1
Total Volume and Open Interest 1,960 25,989 -309
Oats(CBOT)
Mar02 011218 194.50 195.00 191.25 191.50 -5.50 1,359 6,435 -96
May02 011218 179.00 179.00 175.50 175.50 -5.00 111 2,683 -42
Jul02 011218 163.00 164.00 161.25 162.00 -3.50 62 1,310 -4
Sep02 011218 140.00 140.00 140.00 140.00 -3.00 0 34 +0
Total Volume and Open Interest 1,542 11,467 -135
Rough Rice(MCE)
Jan02 011218 3.95 3.96 3.81 3.85 -0.10 49 2,860 -13
Mar02 011218 4.17 4.19 4.04 4.09 -0.08 94 2,105 +4
May02 011218 4.34 4.34 4.29 4.31 -0.08 2 804 -3
Jul02 011218 4.55 4.55 4.45 4.52 -0.08 0 443 +0
Total Volume and Open Interest 146 6,446 -11
Live Cattle(CME)
Dec01 011218 63.350 64.975 63.100 64.975 +1.500 2,693 6,594 -1,012
Feb02 011218 67.950 69.575 67.650 69.550 +1.475 5,922 44,873 -188
Apr02 011218 70.900 72.500 70.675 72.475 +1.475 1,793 19,669 +222
Jun02 011218 67.800 69.325 67.600 69.075 +1.250 767 13,593 -23
Aug02 011218 67.850 69.425 67.750 69.150 +1.225 209 6,262 +87
Oct02 011218 70.125 71.300 70.125 71.300 +1.175 47 1,859 +34
Total Volume and Open Interest 11,445 93,611 -880
Feeder Cattle(CME)
Jan02 011218 82.200 83.800 81.900 83.800 +1.500 969 6,453 +67
Mar02 011218 81.350 82.850 81.025 82.850 +1.500 684 4,469 -33
Apr02 011218 81.200 82.750 81.050 82.750 +1.500 182 2,055 +24
May02 011218 81.200 82.825 81.000 82.825 +1.500 80 1,721 +23
Aug02 011218 82.500 84.300 82.500 84.300 +1.500 25 632 +7
Sep02 011218 82.650 84.350 82.650 84.350 +1.500 1 101 +1
Oct02 011218 82.600 84.250 82.600 84.250 +1.450 10 43 +0
Total Volume and Open Interest 1,951 15,481 +89
Lean Hogs(CME)
Feb02 011218 53.450 53.500 52.625 53.325 -0.200 2,201 14,850 +48
Apr02 011218 56.900 57.250 56.600 57.150 +0.050 355 4,544 +76
Jun02 011218 63.800 64.400 63.600 64.275 +0.125 183 1,630 +84
Jul02 011218 61.450 61.900 61.300 61.600 -0.050 39 687 +6
Aug02 011218 60.250 60.250 60.250 60.250 -0.300 0 336 +0
Oct02 011218 52.400 52.450 52.325 52.325 +0.025 17 437 +15
Dec02 011218 50.725 50.725 50.725 50.725 -0.025 15 162 +12
Total Volume and Open Interest 2,859 23,766 -3,575
Pork Bellies(CME)
Feb02 011218 74.950 75.950 74.250 75.750 -0.200 481 1,875 +58
Mar02 011218 75.000 75.250 74.400 74.500 -0.950 33 285 +7
May02 011218 76.500 76.950 76.500 76.950 -0.250 19 165 +2
Jul02 011218 77.500 78.000 77.500 77.550 -0.950 1 42 +1
Aug02 011218 77.550 77.550 77.550 77.550 -0.850 0 9 +0
Total Volume and Open Interest 534 2,376 +68
Cocoa(NYBOT)
Mar02 011218 1324 1329 1297 1302 -22 2,442 35,374 +248
May02 011218 1310 1315 1289 1292 -23 448 14,299 -218
Jul02 011218 1298 1298 1280 1280 -23 160 9,426 +11
Sep02 011218 1288 1289 1268 1268 -23 188 5,782 -12
Dec02 011218 1217 1225 1199 1199 -30 47 9,995 -15
Mar03 011218 1200 1205 1175 1175 -30 335 8,586 +2
May03 011218 1163 1163 1163 1163 -29 0 2,979 +0
Total Volume and Open Interest 3,620 91,939 +16
Coffee "C"(NYBOT)
Dec01 011214 43.50 45.00 43.50 43.80 -0.35 91 96 -30
Mar02 011218 45.75 46.20 45.30 46.10 -0.25 6,243 33,450 +52
May02 011218 47.80 48.10 47.40 48.00 -0.15 1,131 9,008 +268
Jul02 011218 49.80 50.00 49.25 49.90 -0.05 206 4,419 +28
Sep02 011218 51.45 51.50 51.25 51.50 -0.05 228 3,729 -81
Dec02 011218 53.75 54.00 53.70 53.85 unch 149 2,948 +57
Total Volume and Open Interest 8,059 54,326 +256
Orange Juice(NYBOT)
Jan02 011218 90.75 92.70 90.75 91.85 +0.95 1,287 7,261 -699
Mar02 011218 93.30 94.80 93.30 94.20 +0.95 1,090 7,817 +713
May02 011218 95.25 96.50 95.25 95.95 +0.95 13 1,195 -3
Jul02 011218 96.95 96.95 96.95 96.95 +0.95 0 223 +0
Sep02 011218 97.95 97.95 97.95 97.95 +0.95 0 161 +0
Total Volume and Open Interest 2,391 18,119 +12
Sugar #11(NYBOT)
Mar02 011218 7.28 7.29 7.02 7.03 -0.34 9,970 81,973 +1,034
May02 011218 6.80 6.81 6.56 6.57 -0.31 2,966 27,259 +779
Jul02 011218 6.40 6.40 6.17 6.17 -0.31 2,936 27,815 -453
Oct02 011218 6.37 6.38 6.17 6.19 -0.27 1,679 18,023 +641
Mar03 011218 6.47 6.47 6.30 6.31 -0.19 66 7,352 +20
Total Volume and Open Interest 17,803 169,132 +2,107
London Cocoa(LCE)
Dec01 011212 969 969 959 963 +10 9,055 4,052 -5,448
Mar02 011218 988 995 977 978 -8 1,564 61,423 -151
May02 011218 998 998 984 984 -12 510 33,855 -91
Jul02 011218 1004 1015 999 999 -11 729 29,177 +229
Sep02 011218 988 993 980 982 -7 112 12,934 +72
Dec02 011218 947 949 930 932 -14 41 7,946 +2
Mar03 011218 922 931 907 907 -21 209 7,263 +75
Total Volume and Open Interest 3,165 153,360 +96
London Coffee(LCE)
Jan02 011218 395.00 395.00 385.00 390.00 -7.00 4,428 23,835 -2,920
Mar02 011218 408.00 409.00 399.00 405.00 -6.00 3,507 26,846 +1,431
May02 011218 420.00 420.00 412.00 418.00 -5.00 315 20,353 +124
Jul02 011218 435.00 435.00 425.00 430.00 -5.00 198 15,523 +42
Sep02 011218 441.00 444.00 439.00 442.00 -4.00 31 12,381 +20
Nov02 011218 455.00 456.00 449.00 453.00 -4.00 0 4,655 +0
Total Volume and Open Interest 8,489 103,659 -1,293
London Sugar(LCE)
Dec01 011115 241.50 248.00 236.50 240.40 -1.10 3,820 4,096 -1,367
Mar02 011218 233.10 233.10 226.50 228.70 -5.20 1,512 22,506 -407
May02 011218 221.90 221.90 217.00 218.40 -4.80 31 9,096 +21
Aug02 011218 211.00 211.00 205.50 206.60 -5.30 25 10,958 +5
Oct02 011218 198.90 198.90 193.50 194.60 -4.80 4 4,800 +4
Total Volume and Open Interest 1,576 49,404 -373
Cotton(NYBOT)
Mar02 011218 37.30 37.40 36.75 36.81 -0.64 5,781 30,265 +331
May02 011218 38.65 38.75 38.15 38.20 -0.69 922 9,942 +256
Jul02 011218 39.80 40.00 39.45 39.45 -0.75 721 9,549 +3
Oct02 011218 41.70 41.75 41.35 41.35 -0.65 7 408 +4
Dec02 011218 42.70 42.80 42.45 42.57 -0.39 449 6,095 +106
Mar03 011218 44.10 44.10 44.10 44.10 -0.30 3 869 -1
Total Volume and Open Interest 7,898 58,465 +697
Lumber(CME)
Jan02 011218 242.9 250.3 241.5 250.3 +10.0 476 1,547 -139
Mar02 011218 252.0 259.7 252.0 259.7 +10.0 224 770 +18
May02 011218 260.0 267.0 260.0 266.7 +8.3 35 197 +10
Jul02 011218 269.8 270.1 269.8 270.1 +8.0 0 24 +0
Total Volume and Open Interest 735 2,540 -111
Crude Oil(NYM)
Jan02 011218 19.25 19.45 19.07 19.36 +0.14 62,709 31,273 -20,068
Feb02 011218 19.50 19.74 19.38 19.60 +0.08 55,210 134,632 +10,973
Mar02 011218 19.65 19.90 19.56 19.79 +0.09 14,814 44,383 +800
Apr02 011218 19.80 20.00 19.73 19.92 +0.07 3,726 27,702 -871
May02 011218 19.90 20.14 19.85 20.05 +0.06 2,683 16,558 +649
Jun02 011218 20.10 20.25 20.00 20.16 +0.05 3,179 28,005 -93
Jul02 011218 20.10 20.30 20.05 20.25 +0.04 629 13,851 +31
Aug02 011218 20.21 20.33 20.21 20.33 +0.03 202 11,870 +76
Sep02 011218 20.30 20.40 20.30 20.40 +0.02 179 12,733 +120
Oct02 011218 20.46 20.47 20.46 20.47 +0.01 343 10,333 +267
Total Volume and Open Interest 146,608 439,961 -8,013
Heating Oil(NYM)
Jan02 011218 54.25 55.75 53.90 54.69 +0.88 19,221 31,633 -2,484
Feb02 011218 55.25 56.35 54.95 55.56 +0.71 10,675 33,761 +63
Mar02 011218 55.60 56.40 55.30 55.66 +0.46 2,688 22,384 +181
Apr02 011218 55.50 56.30 55.36 55.36 +0.21 949 16,424 +27
May02 011218 54.95 55.30 54.76 54.76 +0.16 707 7,240 -54
Jun02 011218 55.25 55.60 54.85 54.86 +0.11 1,128 10,675 +395
Jul02 011218 55.95 56.25 55.46 55.46 +0.06 378 5,403 +117
Aug02 011218 56.60 57.05 56.16 56.16 +0.06 146 3,682 +119
Sep02 011218 57.50 58.00 57.01 57.01 +0.06 127 4,499 +39
Oct02 011218 58.50 58.90 57.91 57.91 +0.06 78 2,575 -28
Total Volume and Open Interest 37,140 155,640 -1,044
Unleaded Gas(NYM)
Jan02 011218 54.60 55.60 54.15 55.04 +0.49 17,034 30,369 -1,469
Feb02 011218 55.70 56.60 55.40 55.91 +0.19 4,472 27,699 +1,138
Mar02 011218 56.60 57.60 56.60 57.01 +0.19 1,344 13,861 -157
Apr02 011218 62.80 63.60 62.70 62.96 +0.14 651 15,348 +374
May02 011218 63.50 64.00 63.10 63.41 +0.09 1,064 14,898 +18
Jun02 011218 63.50 64.05 63.45 63.51 +0.09 858 9,521 -278
Jul02 011218 63.30 63.60 63.16 63.16 -0.01 582 7,441 +326
Aug02 011218 62.41 62.41 62.41 62.41 -0.06 391 6,437 +189
Total Volume and Open Interest 26,472 133,100 +157
Natural Gas(NYM)
Jan02 011218 2.710 2.750 2.635 2.657 -0.029 52,662 60,227 -648
Feb02 011218 2.785 2.805 2.690 2.712 -0.049 15,989 43,749 +818
Mar02 011218 2.790 2.795 2.700 2.719 -0.050 6,057 35,510 +157
Apr02 011218 2.740 2.750 2.675 2.699 -0.028 3,072 39,418 +2
May02 011218 2.785 2.785 2.725 2.751 -0.026 1,197 17,851 +104
Jun02 011218 2.850 2.850 2.800 2.808 -0.024 831 17,861 -63
Jul02 011218 2.885 2.900 2.840 2.852 -0.023 1,814 15,056 +743
Aug02 011218 2.920 2.940 2.880 2.895 -0.023 611 13,738 +73
Total Volume and Open Interest 86,468 430,650 +1,897
Brent Crude Oil(IPE)
Feb02 011218 19.05 19.39 18.86 19.18 +0.12 33,701 94,106 -416
Mar02 011218 18.83 19.30 18.76 19.05 -0.03 15,863 50,612 +5,344
Apr02 011218 19.15 19.28 18.90 19.07 -0.01 6,970 14,974 -257
May02 011218 19.35 19.35 19.02 19.14 +0.01 2,837 10,988 +834
Jun02 011218 19.27 19.44 19.12 19.26 +0.03 3,426 20,061 -1,163
Jul02 011218 19.37 19.46 19.20 19.36 +0.03 970 6,735 +700
Aug02 011218 19.46 19.46 19.31 19.46 +0.03 698 5,679 -57
Sep02 011218 19.54 19.56 19.54 19.56 +0.04 50 5,103 -50
Total Volume and Open Interest 69,604 250,350 +7,147
Gas Oil(IPE)
Jan02 011218 165.00 169.00 164.50 168.25 +3.50 13,248 41,982 -1,694
Feb02 011218 167.25 171.00 166.50 170.50 +3.00 5,468 27,921 -247
Mar02 011218 167.75 171.00 167.75 170.50 +2.25 911 11,144 +495
Apr02 011218 170.00 171.50 170.00 171.00 +1.75 37 6,622 +0
May02 011218 172.50 172.50 170.75 171.50 +1.50 0 4,033 +0
Jun02 011218 171.75 174.00 170.75 172.50 +1.50 822 17,903 +198
Jul02 011218 172.50 175.00 172.50 173.75 +1.25 16 2,517 +0
Aug02 011218 174.00 176.00 174.00 175.25 +1.25 16 2,324 +0
Total Volume and Open Interest 21,368 151,688 -1,288
US Dollar Index(NYBOT)
Dec01 011217 114.90 115.08 114.80 114.84 -0.06 318 2,305 -111
Mar02 011218 115.82 115.95 115.60 115.67 +0.08 400 4,597 +84
Jun02 011218 116.17 116.17 116.17 116.17 +0.08 0 2,008 +0
Total Volume and Open Interest 428 8,787 -41
Australian Dollar(IMM)
Mar02 011218 51.34 51.43 51.12 51.21 -0.25 1,263 16,064 -445
Jun02 011218 51.15 51.15 50.94 50.94 -0.25 0 354 +0
Sep02 011218 50.67 50.67 50.67 50.67 -0.25      
Total Volume and Open Interest 1,350 23,000 -495
British Pound(IMM)
Mar02 011218 144.88 145.12 144.74 144.92 -0.28 6,251 23,269 +2,851
Jun02 011218 144.22 144.22 144.22 144.22 -0.28 3 53 +3
Sep02 011218 143.52 143.52 143.52 143.52 -0.28      
Total Volume and Open Interest 7,724 45,432 +1,845
Canadian Dollar(IMM)
Mar02 011218 63.67 63.67 63.43 63.50 -0.35 8,626 45,869 +1,600
Jun02 011218 63.68 63.68 63.47 63.52 -0.34 74 2,464 +34
Sep02 011218 63.64 63.64 63.55 63.55 -0.33 17 730 +7
Dec02 011218 63.70 63.72 63.59 63.59 -0.32 22 545 -8
Total Volume and Open Interest 11,201 74,444 +252
Japanese Yen(IMM)
Mar02 011218 78.58 78.76 78.40 78.60 -0.18 9,965 105,877 +507
Jun02 011218 78.98 78.98 78.98 78.98 -0.18 20 20,393 +11
Sep02 011218 79.46 79.46 79.46 79.46 -0.18 0 28 +0
Total Volume and Open Interest 11,900 151,658 -8,738
Deutsche Mark(IMM)
Swiss Franc(IMM)
Mar02 011218 61.11 61.30 60.99 61.20 -0.01 7,602 31,838 -63
Jun02 011218 61.18 61.25 61.18 61.25 -0.01 4 14 +3
Sep02 011218 61.36 61.36 61.36 61.36 -0.01      
Total Volume and Open Interest 8,133 58,135 -552
EuroFX(IMM)
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
Sep02 011217 89.55 89.55 89.55 89.55 -0.15 0 35 +0
Total Volume and Open Interest 36,866 120,022 +3,707
Mexican Peso(IMM)
Dec01 011217 10955.0 10955.0 10932.0 10945.0 -40.0 2,032 11,789 -1,546
Mar02 011218 10817.0 10820.0 10777.0 10792.0 -10.0 3,468 25,723 +1,290
Total Volume and Open Interest 3,939 37,473 +944
30-Year T-Bonds(CBOT)
Dec01 011218 101~07 101~22 100~29 101~21 +1~08 5,281 17,955 -1,301
Mar02 011218 99~28 100~20 99~19 100~16 +1~08 249,597 442,070 +13,844
Jun02 011218 99~13 99~13 99~06 99~11 +1~07 607 25,863 +429
Total Volume and Open Interest 255,535 485,938 +13,021
Municipal Bonds(CBOT)
Dec01 011218 102~08 102~09 101~28 102~05 +0~10 808 6,695 -308
Mar02 011218 101~10 101~10 100~27 101~07 +0~16 1,518 7,060 +259
Total Volume and Open Interest 2,326 13,755 -49
10-Year T-Notes(CBOT)
Dec01 011218 105~140 105~260 105~080 105~255 +0~240 12,095 22,827 -4,748
Mar02 011218 104~000 104~145 103~235 104~125 +0~245 311,153 527,808 +3,501
Total Volume and Open Interest 323,310 553,496 -1,194
5-Year T-Notes(CBOT)
Dec01 011218 106~145 106~165 106~100 106~165 +0~110 16,199 59,486 -4,553
Mar02 011218 105~060 105~090 104~280 105~070 +0~115 55,275 0 -454,014
Jun02 011218 104~100 104~100 104~100 104~100 +0~105 0 200 +0
Total Volume and Open Interest 71,474 59,686 -458,567
2 Year T-Notes(CBOT)
Dec01 011218 105~016 105~020 105~008 105~020 +0~019 436 5,077 -488
Mar02 011218 104~024 104~029 104~012 104~028 +0~019 4,939 68,163 +664
Total Volume and Open Interest 5,375 73,240 +176
3-Mth T-Bills(IMM)
Mar02 011218 98.19 98.19 98.19 98.19 +0.05 0 517 +0
Total Volume and Open Interest 54 2,325 +48
Eurodollars(IMM)
Mar02 011218 97.955 97.980 97.925 97.960 +0.040 96,722 676,314 +14,891
Jun02 011218 97.500 97.550 97.480 97.540 +0.085 77,617 614,221 -6,971
Sep02 011218 96.870 96.950 96.825 96.940 +0.130 94,929 550,498 +4,130
Dec02 011218 96.165 96.220 96.110 96.210 +0.125 69,394 520,060 +14,959
Mar03 011218 95.490 95.575 95.460 95.560 +0.140 43,149 319,390 +13,011
Jun03 011218 94.890 94.960 94.870 94.955 +0.140 28,474 202,067 +3,070
Sep03 011218 94.475 94.520 94.405 94.515 +0.135 29,450 181,409 +2,842
Dec03 011218 94.100 94.150 94.030 94.145 +0.145 13,251 130,533 +699
Mar04 011218 93.955 94.015 93.915 94.015 +0.160 8,670 117,147 -2,291
Jun04 011218 93.740 93.840 93.735 93.840 +0.165 11,403 97,796 +312
Sep04 011218 93.620 93.700 93.595 93.700 +0.165 10,410 98,472 +1,099
Dec04 011218 93.390 93.530 93.390 93.530 +0.170 7,422 59,519 -1,187
Total Volume and Open Interest 558,654 4,125,332 -721,324
3-Mth Euro-Yen(IMM)
Dec01 011214 99.92 99.92 99.91 99.92 unch 547 15,818 -156
Mar02 011218 99.84 99.84 99.84 99.84 unch 1,582 9,101 +396
Jun02 011218 99.85 99.86 99.85 99.86 +0.01 592 11,381 +8,451
Sep02 011218 99.83 99.84 99.83 99.84 unch 714 2,897 -33
Dec02 011218 99.81 99.81 99.81 99.81 unch 134 1,348 -18
Mar03 011218 99.78 99.78 99.77 99.78 unch 5 1,048 +5
Jun03 011218 99.76 99.76 99.76 99.76 unch 0 1,166 +0
Sep03 011218 99.71 99.71 99.71 99.71 -0.01 0 282 +10
Dec03 011218 99.64 99.64 99.64 99.64 +0.01 0 147 +0
Mar04 011218 99.57 99.57 99.57 99.57 unch 0 347 +0
Total Volume and Open Interest 3,027 27,791 -6,849
3-Mth Euro-Yen(SIMEX)
Mar02 011218 99.84 99.85 99.84 99.84 +0.00 2,168 77,111 -1,069
Jun02 011218 99.85 99.86 99.85 99.86 +0.01 2,376 80,346 -595
Sep02 011218 99.83 99.83 99.83 99.83 0.00 828 27,222 -540
Dec02 011218 99.81 99.81 99.81 99.81 0.00 18 12,159 +15
Mar03 011218 99.78 99.78 99.78 99.78 unch 175 21,946 +58
Jun03 011218 99.76 99.76 99.76 99.76 unch 226 20,588 +216
Sep03 011218 99.72 99.72 99.72 99.72 unch 5 11,512 -3
Dec03 011218 99.65 99.65 99.65 99.65 unch 100 3,712 +100
Total Volume and Open Interest 6,128 268,197 -90,189
Euro Notional Bond(MATIF)
Mar02 011218 89.46 89.55 89.25 89.52 +0.10 856 3,215 +782
Jun02 011218 89.50 89.50 89.50 89.50 +0.10      
Total Volume and Open Interest 2,324 3,215 -21,785
3-Month Euribor(MATIF)
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
Sep02 011217 96.50 96.50 96.50 96.50 +0.30 0 358 +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)
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
Sep02 011217 96.560 96.565 96.445 96.485 -0.095 55,945 234,517 +1,619
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 011218 95.91 95.92 95.86 95.87 -0.05 4,607 161,741 +1,378
Jun02 011218 95.80 95.82 95.78 95.80 unch 2,296 60,278 +243
Sep02 011218 95.45 95.46 95.43 95.46 +0.02 1,926 30,275 +1,367
Dec02 011218 94.99 95.01 94.98 95.01 +0.02 639 21,222 +450
Mar03 011218 94.61 94.62 94.60 94.61 -0.01 295 13,853 +256
Jun03 011218 94.33 94.36 94.32 94.32 -0.04 362 9,727 +290
Sep03 011218 94.11 94.12 94.10 94.10 -0.04 320 10,116 +260
Dec03 011218 93.96 93.99 93.96 93.96 -0.04 120 5,433 +70
Mar04 011218 93.90 93.92 93.87 93.87 -0.05 0 2,161 -73
Total Volume and Open Interest 10,565 318,069 +4,041
10-Year Aus T-Bonds(SFE)
Mar02 011218 93.97 94.04 93.97 94.02 +0.01 20,738 106,723 +0
Jun02 011218 94.09 94.09 94.09 94.09        
3-Year Aus T-Bonds(SFE)
Mar02 011218 94.72 94.76 94.71 94.73 unch 80,458 237,029 +76,663
Jun02 011218 94.78 94.78 94.78 94.78        
Gold(CMX)
Dec01 011218 278.3 281.3 278.3 280.4 +2.7 51 156 -43
Feb02 011218 279.4 281.4 278.9 280.9 +2.6 15,538 68,759 -5,081
Apr02 011218 280.4 281.6 279.7 281.4 +2.5 940 7,203 +368
Jun02 011218 280.7 282.5 280.0 281.9 +2.5 484 7,821 -126
Aug02 011218 280.5 282.4 280.5 282.4 +2.5 110 3,213 -8
Oct02 011218 281.8 282.9 281.8 282.9 +2.4 100 2,640 +69
Total Volume and Open Interest 18,214 111,555 -4,661
Silver(CMX)
Dec01 011218 437.5 443.0 437.5 441.5 +5.5 26 53 -145
Mar02 011218 438.5 442.5 435.5 442.0 +5.5 5,325 50,854 -103
May02 011218 440.0 442.2 438.0 442.2 +5.0 45 2,662 -19
Jul02 011218 440.0 442.5 439.0 442.5 +5.0 208 3,268 +82
Sep02 011218 442.8 442.8 442.8 442.8 +4.9 0 1,583 +0
Total Volume and Open Interest 5,704 66,691 -214
Platinum(NYM)
Jan02 011218 466.0 466.0 460.0 463.1 -4.5 1,176 2,166 -717
Apr02 011218 456.0 456.5 454.2 455.1 -5.5 911 3,542 +676
Jul02 011218 449.1 449.1 449.1 449.1 -5.5 0 68 +0
Oct02 011218 446.1 446.1 446.1 446.1 -5.5 0 32 +0
Total Volume and Open Interest 2,087 5,808 -41
Palladium(NYME)
Dec01 011218 403.50 403.50 403.50 403.50 -4.00 0 20 +0
Mar02 011218 403.00 404.00 391.00 404.00 -4.00 22 1,254 +8
Jun02 011127 310.00 310.00 310.00 310.00 unch 120 770  
Total Volume and Open Interest 490 1,408  
Copper(CMX)
Dec01 011218 67.90 68.25 67.65 68.25 +0.85 541 2,124 -215
Mar02 011218 68.45 69.30 68.25 69.00 +0.80 4,103 34,778 +448
May02 011218 69.15 69.60 69.00 69.60 +0.80 73 5,140 +21
Jul02 011218 69.60 70.15 69.60 70.15 +0.75 101 5,926 +48
Sep02 011218 70.70 70.70 70.70 70.70 +0.75 42 3,483 +30
Total Volume and Open Interest 5,298 69,785 +349
DJIA Index(CBOT)
Dec01 011218 9930 10020 9930 10013 +109 5,194 15,787 -1,601
Mar02 011218 9925 10020 9920 10012 +110 16,414 14,525 +2,734
Jun02 011218 9995 10030 9970 10022 +110 3 337 -1
Sep02 011218 10038 10038 10038 10038 +110 3 75 +0
Total Volume and Open Interest 21,614 30,833 +1,131
S & P 500(CME)
Dec01 011218 1141.00 1145.50 1138.00 1144.30 +7.60 51,579 163,594 -20,692
Mar02 011218 1142.00 1147.50 1139.20 1145.70 +7.70 108,590 396,068 +32,809
Jun02 011218 1148.20 1148.20 1148.20 1148.20 +7.90 476 11,450 +211
Sep02 011218 1152.20 1152.20 1152.20 1152.20 +7.70 26 883 +8
Total Volume and Open Interest 160,731 572,357 +12,336
S & P 500 E-Mini(Globex)
Dec01 011218 1138.75 1145.75 1134.50 1144.25 +7.50 5,185 158,626 -2,089
Mar02 011218 1137.75 1147.25 1135.25 1145.75 +7.75 182,600 37,552 +6,517
Total Volume and Open Interest 187,785 196,178 +4,428
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 011218 579.50 581.75 578.50 581.55 +4.40 284 3,710 -124
Mar02 011218 578.50 581.75 578.50 581.75 +4.40 2,294 4,865 +1,262
Jun02 011218 581.95 581.95 581.95 581.95 +4.40 0 410 +0
Total Volume and Open Interest 2,578 9,185 +1,138
S & P Midcap 400(CME)
Dec01 011218 499.50 503.00 499.25 503.00 +3.95 2,996 4,409 -2,065
Mar02 011218 500.00 504.50 500.00 504.00 +4.00 3,524 11,662 +2,525
Jun02 011218 508.00 508.00 508.00 508.00 +4.00      
Total Volume and Open Interest 6,520 16,071 +460
Russell 2000(CME)
Dec01 011218 485.00 486.00 482.50 484.35 +1.70 2,289 12,277 -952
Mar02 011218 486.00 487.00 483.00 485.25 +1.75 5,407 23,757 +3,037
Jun02 011218 489.55 489.55 489.55 489.55 +1.75      
Total Volume and Open Interest 7,696 36,034 +2,085
Value Line(KCBT)
Dec01 011218 1221.00 1225.00 1221.00 1224.50 +13.50 5 192 -5
Total Volume and Open Interest 83 441 +38
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 011218 10460 10590 10325 10415 +50 12,369 73,160 +866
Jun02 011218 10380 10380 10380 10380 +50 0 24 +0
Sep02 011218 10385 10385 10385 10385 +50      
Total Volume and Open Interest 12,369 73,184 +866
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 011218 5090.0 5120.5 5036.0 5042.0 -53.0 59,493 106,401 -9,558
Mar02 011218 5130.0 5157.0 5073.5 5079.5 -53.0 17,287 65,849 +10,810
Jun02 011218 5157.5 5189.5 5122.5 5122.5 -53.0 372 5,963 +100
Total Volume and Open Interest 77,152 178,213 +1,352
FT-SE 100(LIFFE)
Dec01 011218 5149.00 5182.50 5119.50 5162.00 +13.00 84,538 269,535 -28,594
Mar02 011218 5170.00 5193.00 5133.00 5172.50 +14.00 46,281 203,692 +32,351
Jun02 011218 5175.00 5200.00 5175.00 5183.50 +13.50 2,801 23,949 +2,223
Total Volume and Open Interest 133,620 497,176 +5,980
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 011218 167.90 169.00 167.75 169.00 +0.20 21 16,703 +17
Feb02 011218 170.00 170.00 170.00 170.00 -0.50 1 1 +0
Total Volume and Open Interest 39 18,327 +17
Bridge CRB Index(NYBOT)
Jan02 011218 192.00 192.00 191.00 191.50 +0.25 13 171 -7
Feb02 011218 191.75 192.00 191.50 191.90 +0.25 7 178 +5
Apr02 011218 192.90 192.90 192.90 192.90 +0.25 0 59 +0
Total Volume and Open Interest 20 415 -2
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!