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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 Fri December 28, 2001
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan02 011228 427.50 428.00 423.50 424.25 -3.25 22,152 21,921 -7,423
Mar02 011228 429.00 429.50 425.00 425.75 -2.50 21,713 67,971 +4,236
May02 011228 433.50 434.00 428.50 429.25 -3.00 3,636 33,565 +371
Jul02 011228 438.00 438.00 434.00 434.50 -3.00 2,918 25,993 +725
Aug02 011228 436.00 436.75 434.00 434.00 -3.50 101 1,992 +50
Sep02 011228 436.00 437.25 435.00 435.00 -2.00 23 405 +19
Nov02 011228 441.50 442.00 438.00 438.00 -3.00 183 8,780 +91
Total Volume and Open Interest 46,000 160,679 -1,930
Soybean Meal(CBOT)
Jan02 011228 150.00 150.00 147.70 148.30 -1.20 9,781 13,494 -4,637
Mar02 011228 145.90 145.90 144.40 144.70 -0.70 7,168 41,986 +679
May02 011228 144.00 144.00 143.00 143.20 -0.60 2,162 31,669 -362
Jul02 011228 145.20 145.20 144.20 144.30 -0.70 1,440 29,315 +411
Aug02 011228 145.60 145.80 144.60 144.60 -1.00 207 8,023 +57
Sep02 011228 146.20 146.20 144.80 144.90 -1.30 259 6,560 +42
Oct02 011228 145.80 145.80 144.60 144.70 -1.10 70 4,463 +68
Dec02 011228 147.00 147.50 146.30 146.50 -1.00 692 8,868 +302
Total Volume and Open Interest 22,000 144,578 -3,440
Soybean Oil(CBOT)
Jan02 011228 15.40 15.40 15.18 15.19 -0.12 13,005 11,657 -4,734
Mar02 011228 15.62 15.62 15.40 15.41 -0.13 11,258 59,518 +846
May02 011228 15.83 15.83 15.63 15.63 -0.13 1,870 30,362 -214
Jul02 011228 16.02 16.03 15.84 15.84 -0.13 845 22,328 +11
Aug02 011228 16.10 16.10 15.94 15.94 -0.15 66 6,280 +66
Sep02 011228 16.03 16.03 16.03 16.03 -0.15 68 3,572 -42
Oct02 011228 16.31 16.31 16.15 16.15 -0.15 26 2,051 +26
Dec02 011228 16.54 16.54 16.40 16.40 -0.13 62 5,897 -19
Total Volume and Open Interest 26,000 143,568 -3,890
Canola(WCE)
Jan02 011228 336.0 336.8 335.5 335.7 -1.0 3,208 7,594 -1,512
Mar02 011228 335.0 335.0 331.0 331.2 -3.6 3,443 31,222 +33
May02 011228 334.8 334.8 330.7 331.0 -3.8 120 9,558 +21
Jul02 011228 332.0 332.0 329.0 329.0 -4.0 34 6,678 +4
Total Volume and Open Interest 7,212 61,889 -1,154
Corn(CBOT)
Jan02 011228 201.00 201.25 199.75 200.75 +0.25 515 1,448 -397
Mar02 011228 210.50 210.75 209.00 209.75 +0.25 24,282 250,098 -304
May02 011228 217.00 217.50 215.75 216.50 +0.25 2,709 66,426 -30
Jul02 011228 223.50 223.75 222.00 222.75 +0.25 1,638 49,833 -107
Sep02 011228 228.75 228.75 227.50 227.50 +0.50 200 14,240 +18
Total Volume and Open Interest 27,000 424,896 -565
Wheat(CBOT)
Mar02 011228 292.00 293.50 288.00 290.25 -0.75 14,430 70,598 -678
May02 011228 289.50 290.00 286.50 287.25 -0.75 1,089 12,064 +42
Jul02 011228 286.00 286.00 283.50 285.00 -0.75 1,782 16,712 +86
Sep02 011228 289.00 289.00 288.00 288.25 -0.50 87 1,345 +71
Dec02 011228 299.00 299.00 297.50 298.25 -1.75 311 2,845 +209
Total Volume and Open Interest 18,000 103,739 -260
Wheat(KCBT)
Mar02 011228 284.50 286.00 283.00 285.50 +0.75 3,598 46,898 -132
May02 011228 291.00 291.75 289.75 291.50 +0.50 1,254 9,180 -356
Jul02 011228 295.25 297.00 294.50 297.00 +1.00 293 9,379 -123
Sep02 011228 302.00 302.50 302.00 302.00 -1.00 9 2,015 -1
Dec02 011228 313.25 314.50 312.50 314.50 +0.50 102 2,786 +61
Total Volume and Open Interest 5,256 70,258 -551
Wheat(MGE)
Mar02 011228 304.00 304.50 302.50 302.75 -0.25 1,973 19,511 -675
May02 011228 311.00 311.75 309.25 309.75 unch 199 2,850 +35
Jul02 011228 316.00 316.00 315.00 316.00 +0.50 40 1,765 +31
Sep02 011228 322.00 322.50 322.00 322.25 +0.25 5 1,009 +2
Dec02 011228 330.00 331.50 330.00 331.50 +1.00 9 647 +2
Total Volume and Open Interest 2,226 25,805 -605
Oats(CBOT)
Mar02 011228 190.50 192.50 189.25 192.25 +2.25 631 6,198 -5
May02 011228 173.00 175.00 172.00 175.00 +3.00 114 2,659 -22
Jul02 011228 158.00 158.00 158.00 158.00 +1.50 57 1,338 +3
Sep02 011228 136.00 137.00 136.00 137.00 unch 0 32 +0
Total Volume and Open Interest 1,000 11,497 -3
Rough Rice(MCE)
Jan02 011228 3.78 3.78 3.68 3.69 -0.11 1,352 1,530 -330
Mar02 011228 4.00 4.00 3.91 3.91 -0.10 1,302 3,476 +745
May02 011228 4.20 4.20 4.14 4.14 -0.11 23 947 +16
Jul02 011228 4.45 4.45 4.37 4.37 -0.08 7 490 +0
Total Volume and Open Interest 2,700 6,768 +431
Live Cattle(CME)
Dec01 011228 66.300 67.350 66.275 67.300 +1.250 1,955 1,736 -742
Feb02 011228 70.450 70.900 70.375 70.850 +0.700 6,426 47,297 +417
Apr02 011228 73.450 73.900 73.400 73.850 +0.525 1,820 20,907 +214
Jun02 011228 69.975 70.500 69.950 70.450 +0.600 1,198 13,979 -347
Aug02 011228 69.950 70.300 69.850 70.275 +0.500 413 7,680 +313
Oct02 011228 71.850 71.900 71.300 71.550 -0.100 16 2,190 +2
Total Volume and Open Interest 11,843 94,655 -138
Feeder Cattle(CME)
Jan02 011228 85.550 86.100 85.450 86.000 +0.600 690 5,010 -248
Mar02 011228 84.400 85.000 84.400 84.975 +0.525 548 4,854 +53
Apr02 011228 83.950 84.400 83.950 84.400 +0.450 218 2,200 +28
May02 011228 83.600 84.200 83.600 84.100 +0.425 56 1,798 +21
Aug02 011228 84.825 85.200 84.825 85.200 +0.350 8 705 -4
Sep02 011228 84.725 84.825 84.725 84.800 +0.075 2 106 +1
Oct02 011228 84.700 84.850 84.700 84.850 +0.150 0 61 +0
Total Volume and Open Interest 1,522 14,759 -149
Lean Hogs(CME)
Feb02 011228 56.250 56.400 55.625 56.300 +0.175 3,470 15,018 +91
Apr02 011228 59.250 59.300 58.875 59.175 unch 1,445 5,339 +322
Jun02 011228 64.800 64.900 64.150 64.825 -0.150 286 1,974 +120
Jul02 011228 61.750 61.800 61.300 61.425 -0.475 113 845 +76
Aug02 011228 59.700 59.700 59.400 59.675 -0.325 35 359 +5
Oct02 011228 52.175 52.175 52.150 52.150 -0.025 24 478 +19
Dec02 011228 50.500 50.500 50.500 50.500 -0.025 39 220 +36
Total Volume and Open Interest 5,659 25,576 +828
Pork Bellies(CME)
Feb02 011228 80.400 82.600 79.425 81.500 +0.875 706 1,937 +115
Mar02 011228 80.300 81.925 79.300 81.925 +2.000 59 293 +1
May02 011228 81.250 83.000 80.800 83.000 +1.850 20 189 +20
Jul02 011228 82.750 84.250 82.750 84.100 +1.850 0 45 -8
Aug02 011228 82.250 84.250 82.250 84.250 +2.000 0 11 +0
Total Volume and Open Interest 785 2,475 +128
Cocoa(NYBOT)
Mar02 011228 1302 1331 1301 1310 +1 3,598 33,344 -558
May02 011228 1285 1315 1285 1297 +6 466 14,431 +30
Jul02 011228 1276 1294 1276 1280 unch 284 9,795 +7
Sep02 011228 1275 1280 1265 1266 -1 72 6,398 +6
Dec02 011228 1204 1204 1195 1200 -2 10 10,206 +10
Mar03 011228 1180 1180 1165 1165 -5 10 8,886 +8
May03 011228 1150 1150 1150 1150 -4 0 3,187 +0
Total Volume and Open Interest 4,440 91,750 -497
Coffee "C"(NYBOT)
Mar02 011228 47.00 47.10 46.05 46.20 -0.30 4,128 31,646 +61
May02 011228 48.75 49.00 48.10 48.15 -0.35 908 9,697 +243
Jul02 011228 50.75 51.00 50.10 50.10 -0.30 126 5,003 -26
Sep02 011228 52.75 52.75 51.70 51.70 -0.30 202 3,735 -56
Dec02 011228 54.90 54.90 54.00 54.00 -0.30 83 3,153 +21
Mar03 011228 57.00 57.00 56.40 56.40 -0.30 0 877 +0
Total Volume and Open Interest 5,447 54,121 +243
Orange Juice(NYBOT)
Jan02 011228 89.50 90.25 89.10 89.10 -0.85 1,770 2,037 -1,086
Mar02 011228 92.50 93.00 91.00 91.15 -1.65 2,317 12,931 +581
May02 011228 94.15 94.75 92.75 92.75 -1.60 83 1,257 +51
Jul02 011228 96.00 96.00 94.05 94.05 -1.30 0 223 +0
Sep02 011228 95.05 95.05 95.05 95.05 -1.30 0 151 +0
Total Volume and Open Interest 4,170 18,108 -454
Sugar #11(NYBOT)
Mar02 011228 7.32 7.44 7.29 7.39 +0.09 12,080 84,645 +123
May02 011228 6.79 6.83 6.75 6.80 +0.05 853 26,857 +169
Jul02 011228 6.39 6.42 6.36 6.41 +0.06 1,960 27,655 +11
Oct02 011228 6.37 6.40 6.35 6.37 +0.05 620 18,420 -31
Mar03 011228 6.50 6.50 6.47 6.47 +0.03 234 7,753 +50
Total Volume and Open Interest 15,811 173,362 +354
London Cocoa(LCE)
Dec01 011212 969 969 959 963 +10 9,055 4,052 -5,448
Mar02 011228 967 985 962 973 +3 2,197 60,474 -365
May02 011228 976 989 969 978 +3 1,022 34,790 +302
Jul02 011228 990 1002 982 991 +2 552 30,401 +309
Sep02 011228 975 982 970 978 +3 98 13,340 -25
Dec02 011228 919 933 915 925 +6 55 9,185 +20
Mar03 011228 905 907 895 900 +3 195 9,029 +70
Total Volume and Open Interest 4,121 158,278 +313
London Coffee(LCE)
Jan02 011228 363.00 363.00 353.00 361.00 -2.00 4,916 11,012 -3,479
Mar02 011228 380.00 381.00 370.00 380.00 unch 6,851 38,560 +4,381
May02 011228 393.00 395.00 384.00 393.00 unch 1,491 23,084 +407
Jul02 011228 405.00 407.00 397.00 405.00 -1.00 1,137 16,831 +401
Sep02 011228 420.00 420.00 411.00 418.00 -2.00 345 13,680 +232
Nov02 011228 432.00 434.00 424.00 430.00 -2.00 744 5,876 +686
Total Volume and Open Interest 15,568 109,493 +2,657
London Sugar(LCE)
Dec01 011115 241.50 248.00 236.50 240.40 -1.10 3,820 4,096 -1,367
Mar02 011228 238.50 239.60 237.70 239.50 +1.00 1,368 19,924 -25
May02 011228 222.00 222.60 221.20 222.60 +0.60 516 10,383 +102
Aug02 011228 208.00 209.00 208.00 209.00 unch 211 11,456 -33
Oct02 011228 194.90 196.00 194.90 196.00 unch 77 5,442 -42
Total Volume and Open Interest 2,172 49,589 +2
Cotton(NYBOT)
Mar02 011228 35.91 36.20 35.50 35.59 -0.74 1,717 29,794 -96
May02 011228 37.10 37.55 36.91 37.21 -0.53 243 10,472 +32
Jul02 011228 38.70 39.15 38.45 38.65 -0.53 167 9,987 -26
Oct02 011228 40.50 40.50 40.50 40.50 -0.60 30 423 -30
Dec02 011228 41.50 41.85 41.40 41.56 -0.44 167 6,242 -17
Mar03 011228 42.98 42.98 42.98 42.98 -0.47 10 952 +10
Total Volume and Open Interest 2,420 59,290 -110
Lumber(CME)
Jan02 011228 258.0 261.5 252.0 254.0 -6.5 490 1,210 -22
Mar02 011228 271.8 275.4 269.1 271.0 -5.5 311 868 +83
May02 011228 278.9 279.9 275.0 276.5 -4.5 51 203 -5
Jul02 011228 279.0 279.0 276.5 276.5 +7.5 2 27 +0
Total Volume and Open Interest 856 2,311 +57
Crude Oil(NYM)
Feb02 011228 21.22 21.38 20.38 20.41 -0.49 49,650 128,784 -9,509
Mar02 011228 21.53 21.60 20.60 20.66 -0.48 21,806 52,017 +1,960
Apr02 011228 21.64 21.64 20.80 20.80 -0.44 6,161 31,522 +889
May02 011228 21.55 21.55 20.91 20.93 -0.41 2,858 18,221 +64
Jun02 011228 21.72 21.80 21.00 21.00 -0.40 5,981 31,151 -877
Jul02 011228 21.75 21.75 21.01 21.01 -0.40 2,352 14,730 -203
Aug02 011228 21.79 21.79 21.04 21.04 -0.40 678 12,492 +205
Sep02 011228 21.63 21.63 21.07 21.07 -0.40 542 12,834 +265
Oct02 011228 21.10 21.10 21.10 21.10 -0.40 715 10,397 -178
Nov02 011228 21.13 21.13 21.13 21.13 -0.40 150 8,200 +0
Total Volume and Open Interest 95,295 422,501 -7,490
Heating Oil(NYM)
Jan02 011228 58.80 59.00 56.50 56.65 -1.50 19,205 12,525 -5,010
Feb02 011228 59.30 59.60 56.90 57.05 -1.51 14,559 40,724 +2,058
Mar02 011228 59.15 59.25 56.60 56.90 -1.31 2,931 26,275 +522
Apr02 011228 58.10 58.10 56.40 56.40 -1.16 914 18,123 -231
May02 011228 58.10 58.10 55.80 55.80 -1.11 175 8,009 +60
Jun02 011228 57.45 57.45 55.90 55.90 -1.11 380 12,794 +144
Jul02 011228 58.60 58.60 56.40 56.40 -1.11 569 6,145 -110
Aug02 011228 57.40 57.95 57.05 57.05 -1.11 30 4,314 -5
Sep02 011228 59.55 59.55 57.85 57.85 -1.11 21 4,812 -2
Oct02 011228 59.90 59.90 58.70 58.70 -1.11 52 2,738 -19
Total Volume and Open Interest 39,112 154,616 -2,491
Unleaded Gas(NYM)
Jan02 011228 60.50 60.70 57.70 58.56 -0.71 17,462 11,457 -4,548
Feb02 011228 61.20 61.50 58.30 58.83 -0.99 14,355 36,059 +2,258
Mar02 011228 62.10 62.20 59.60 59.83 -0.97 1,567 15,650 +236
Apr02 011228 68.10 68.20 65.88 65.88 -0.92 724 16,976 +194
May02 011228 66.55 66.80 66.28 66.28 -0.92 824 14,019 -19
Jun02 011228 66.35 66.70 66.13 66.13 -0.92 738 10,273 -350
Jul02 011228 67.45 67.45 65.45 65.45 -0.95 198 7,461 -130
Aug02 011228 66.45 66.45 64.50 64.50 -0.95 301 6,502 -110
Total Volume and Open Interest 36,436 126,847 -2,536
Natural Gas(NYM)
Feb02 011228 2.680 2.785 2.680 2.774 +0.155 47,782 56,908 +7,081
Mar02 011228 2.700 2.755 2.695 2.746 +0.116 16,226 37,557 +243
Apr02 011228 2.695 2.730 2.670 2.724 +0.094 10,032 39,073 -1,655
May02 011228 2.700 2.780 2.700 2.769 +0.088 1,959 21,214 -178
Jun02 011228 2.765 2.830 2.765 2.824 +0.084 807 20,045 -119
Jul02 011228 2.820 3.374 2.820 2.870 +0.082 702 16,264 -73
Aug02 011228 2.880 2.916 2.880 2.916 +0.083 1,316 14,264 -69
Sep02 011228 2.930 2.930 2.919 2.919 +0.076 541 14,131 +71
Total Volume and Open Interest 159,862 408,545 -10,959
Brent Crude Oil(IPE)
Feb02 011228 20.78 20.90 20.25 20.30 -0.04 26,854 94,031 -4,599
Mar02 011228 20.39 20.48 19.85 19.89 -0.12 12,227 67,451 +4,191
Apr02 011228 20.28 20.43 19.86 19.88 -0.13 3,360 16,974 +247
May02 011228 20.36 20.41 19.92 19.92 -0.14 626 10,170 -248
Jun02 011228 20.38 20.58 20.01 20.01 -0.15 2,215 23,364 +281
Jul02 011228 20.44 20.44 20.08 20.08 -0.18 52 7,745 +0
Aug02 011228 20.13 20.13 20.13 20.13 -0.19 0 6,184 +0
Sep02 011228 20.64 20.65 20.18 20.18 -0.20 65 5,103 -65
Total Volume and Open Interest 45,924 275,286 -18
Gas Oil(IPE)
Jan02 011228 174.75 177.00 169.00 169.50 -4.50 11,066 33,188 -650
Feb02 011228 175.75 178.00 172.25 172.50 -3.00 4,619 28,982 -279
Mar02 011228 176.25 178.25 172.75 172.75 -3.00 897 13,234 +83
Apr02 011228 177.50 178.00 173.50 173.50 -2.75 40 7,594 +0
May02 011228 175.00 175.00 174.00 174.00 -3.00 435 5,246 +241
Jun02 011228 179.00 179.75 175.00 175.00 -3.25 1,010 18,874 +25
Jul02 011228 176.50 176.50 176.50 176.50 -3.25 0 3,121 +0
Aug02 011228 178.00 178.00 178.00 178.00 -3.25 50 2,474 +45
Total Volume and Open Interest 18,317 149,846 -535
US Dollar Index(NYBOT)
Mar02 011228 118.12 118.34 117.78 117.82 -0.26 615 6,568 +240
Jun02 011228 118.32 118.32 118.32 118.32 -0.25 2 2,021 +1
Sep02 011228 118.82 118.82 118.82 118.82 -0.24 0 2 +0
Total Volume and Open Interest 617 8,591 +241
Australian Dollar(IMM)
Mar02 011228 50.74 50.95 50.67 50.80 +0.34 354 17,788 +126
Jun02 011228 50.43 50.53 50.43 50.53 +0.34 0 383 +0
Sep02 011228 50.26 50.26 50.26 50.26 +0.34      
Total Volume and Open Interest 354 18,191 +126
British Pound(IMM)
Mar02 011228 144.02 144.40 143.76 144.38 -0.06 3,131 23,536 +443
Jun02 011228 143.30 143.64 143.30 143.64 -0.06 0 55 +0
Sep02 011228 142.90 142.90 142.90 142.90 -0.06      
Total Volume and Open Interest 3,131 23,591 +443
Canadian Dollar(IMM)
Mar02 011228 62.55 62.83 62.55 62.81 +0.23 6,742 53,934 -33
Jun02 011228 62.80 62.84 62.58 62.84 +0.23 66 2,829 +45
Sep02 011228 62.65 62.89 62.65 62.89 +0.23 72 841 +8
Dec02 011228 62.83 62.95 62.80 62.95 +0.23 78 697 +36
Total Volume and Open Interest 6,958 58,305 +56
Japanese Yen(IMM)
Mar02 011228 76.68 76.70 76.23 76.56 +0.34 11,926 111,232 +2,079
Jun02 011228 77.00 77.00 76.82 76.94 +0.34 33 20,618 +101
Sep02 011228 77.42 77.42 77.42 77.42 +0.34 0 28 +0
Total Volume and Open Interest 11,959 132,205 +2,180
Deutsche Mark(IMM)
Swiss Franc(IMM)
Mar02 011228 59.42 59.74 59.35 59.72 +0.15 4,394 34,962 -809
Jun02 011228 59.47 59.76 59.47 59.76 +0.15 0 112 +0
Sep02 011228 59.86 59.86 59.86 59.86 +0.15      
Total Volume and Open Interest 4,394 35,097 -809
EuroFX(IMM)
Mar02 011227 87.95 88.44 87.92 88.02 +0.45 5,271 90,179 -1,461
Jun02 011227 87.85 88.10 87.78 87.78 +0.45 7 527 +2
Sep02 011227 87.72 87.72 87.62 87.62 +0.45 0 37 +0
Total Volume and Open Interest 5,278 90,780 -1,459
Mexican Peso(IMM)
Dec01 011217 10955.0 10955.0 10932.0 10945.0 -40.0 2,032 11,789 -1,546
Mar02 011228 10795.0 10810.0 10725.0 10747.0 -35.5 1,468 26,505 +183
Total Volume and Open Interest 1,475 26,902 +183
30-Year T-Bonds(CBOT)
Mar02 011228 101~05 101~07 99~29 100~17 -0~15 67,695 414,702 -609
Jun02 011228 99~14 99~31 98~25 99~11 -0~15 129 31,555 +53
Sep02 011228 98~09 98~09 98~09 98~09 -0~15 0 50 +0
Total Volume and Open Interest 61,000 446,307 -556
Municipal Bonds(CBOT)
Mar02 011228 101~30 102~01 101~18 101~28 -0~04 491 7,479 +105
Jun02 011228 100~30 100~30 100~30 100~30 -0~04 0 1 +0
Total Volume and Open Interest 500 7,480 +105
10-Year T-Notes(CBOT)
Mar02 011228 104~240 104~245 103~300 104~170 -0~025 72,132 533,557 +13
Jun02 011228 103~150 103~150 102~300 103~070 -0~025 10 3,731 -5
Total Volume and Open Interest 71,000 537,288 +8
5-Year T-Notes(CBOT)
Mar02 011228 105~125 105~140 104~310 105~100 -0~005 17,135 0 -449,462
Jun02 011228 104~125 104~125 104~125 104~125 -0~005 0 200 +0
Total Volume and Open Interest 45,000 200 -449,462
2 Year T-Notes(CBOT)
Mar02 011228 104~028 104~040 104~016 104~037 +0~010 3,325 69,592 -424
Total Volume and Open Interest 4,000 73,262 -364
3-Mth T-Bills(IMM)
Mar02 011228 98.22 98.22 98.22 98.22 unch 18 533 +13
Total Volume and Open Interest 18 533 +13
Eurodollars(IMM)
Mar02 011228 97.990 98.020 97.975 98.000 +0.005 20,136 696,417 -4,578
Jun02 011228 97.525 97.550 97.460 97.530 unch 28,817 614,699 +4,099
Sep02 011228 96.940 96.955 96.810 96.930 +0.005 45,074 552,899 -511
Dec02 011228 96.240 96.275 96.155 96.245 +0.010 40,574 529,125 +2,502
Mar03 011228 95.575 95.610 95.500 95.585 +0.010 22,625 339,097 +5,291
Jun03 011228 94.970 94.970 94.860 94.960 +0.005 18,920 207,978 +1,549
Sep03 011228 94.490 94.500 94.420 94.490 +0.010 15,934 181,222 +3,464
Dec03 011228 94.145 94.160 94.100 94.140 +0.005 13,521 132,324 +46
Mar04 011228 94.025 94.030 93.970 94.015 unch 4,647 120,123 +490
Jun04 011228 93.880 93.885 93.800 93.870 unch 3,742 102,987 +302
Sep04 011228 93.760 93.765 93.710 93.750 unch 3,676 93,997 +397
Dec04 011228 93.610 93.630 93.560 93.600 unch 2,624 63,975 -17
Total Volume and Open Interest 238,545 4,222,665 +13,661
3-Mth Euro-Yen(IMM)
Dec01 011214 99.92 99.92 99.91 99.92 unch 547 15,818 -156
Mar02 011228 99.84 99.84 99.84 99.84 unch 12 10,253 -418
Jun02 011228 99.87 99.87 99.87 99.87 +0.01 5 11,681 -1
Sep02 011228 99.85 99.86 99.85 99.86 unch 0 2,825 -103
Dec02 011228 99.84 99.84 99.84 99.84 +0.01 0 1,405 +0
Mar03 011228 99.80 99.80 99.80 99.80 +0.01 0 1,738 -8
Jun03 011228 99.78 99.78 99.78 99.78 unch 0 1,165 -8
Sep03 011228 99.73 99.74 99.73 99.73 unch 0 352 +0
Dec03 011228 99.65 99.65 99.65 99.65 unch 0 238 +0
Mar04 011228 99.57 99.57 99.57 99.57 unch 0 438 +0
Total Volume and Open Interest 17 30,268 -538
3-Mth Euro-Yen(SIMEX)
Mar02 011228 99.84 99.84 99.83 99.84 unch 3,480 78,885 +788
Jun02 011228 99.86 99.87 99.86 99.87 +0.01 1,173 81,297 +136
Sep02 011228 99.86 99.86 99.85 99.86 +0.01 1,049 27,080 -62
Dec02 011228 99.83 99.83 99.83 99.83 +0.00 370 13,134 +271
Mar03 011228 99.79 99.80 99.79 99.79 +0.00 1,021 22,385 +109
Jun03 011228 99.79 99.79 99.78 99.78 unch 744 21,038 +4
Sep03 011228 99.72 99.73 99.72 99.73 +0.01 0 12,153 +0
Dec03 011228 99.66 99.66 99.66 99.66 +0.01 650 3,612 -191
Total Volume and Open Interest 8,487 274,080 +1,055
Euro Notional Bond(MATIF)
Mar02 011228 88.80 88.95 88.40 88.40 -0.50 238 2,316 +119
Jun02 011228 88.27 88.27 88.27 88.27 -0.46      
Sep02 011228 88.09 88.09 88.09 88.09 -0.46      
Total Volume and Open Interest 230 2,316 +119
3-Month Euribor(MATIF)
Mar02 011227 96.85 96.85 96.85 96.85 unch 0 2,496 +0
Jun02 011227 96.80 96.80 96.80 96.80 -0.05 0 211 +0
Sep02 011227 96.55 96.55 96.55 96.55 -0.05 0 358 +0
Total Volume and Open Interest 0 3,497 +0
German Euro-Bund(EUREX)
Mar02 011227 107.40 107.40 107.03 107.11 -0.59 234,390 525,692 +20,443
Jun02 011227 106.36 106.36 106.36 106.36 -0.59 385 4,086 +26
Sep02 011227 105.31 105.31 105.31 105.31 -0.59 0 241 +0
Total Volume and Open Interest 234,775 530,019 +20,469
German Euro-Bobl(EUREX)
Mar02 011227 106.48 106.51 106.30 106.36 -0.29 102,595 366,306 +9,566
Jun02 011227 105.61 105.61 105.61 105.61 -0.29 0 1,959 +0
Sep02 011227 105.12 105.12 105.12 105.12 -0.29      
Total Volume and Open Interest 102,595 368,265 +9,566
Long Gilt(LIFFE)
Mar02 011227 113~29 113~29 113~06 113~12 -1~04 1,886 55,876 +466
Jun02 011227 112~20 112~20 112~20 112~20 -1~01 0 50 +0
Total Volume and Open Interest 1,898 59,313 +460
3-Mth Short Sterling(LIFFE)
Mar02 011227 95.93 95.93 95.87 95.89 -0.04 6,594 0 +0
Jun02 011227 95.52 95.54 95.48 95.52 -0.08 1,256 0 +0
Sep02 011227 95.05 95.10 95.04 95.09 -0.08 2,005 0 +0
Total Volume and Open Interest 11,227    
3-Mth Euribor(LIFFE)
Mar02 011227 96.840 96.875 96.840 96.855 -0.015 18,328 505,807 +6,110
Jun02 011227 96.840 96.840 96.780 96.815 -0.035 5,679 379,929 +121
Sep02 011227 96.575 96.575 96.500 96.540 -0.040 2,250 236,952 -921
Total Volume and Open Interest 27,766 1,705,982 +5,164
3-Mth Aus T-Bills(SFE)
Mar02 011228 95.79 95.87 95.78 95.80 +0.01 30,019 161,187 +12,204
Jun02 011228 95.73 95.78 95.73 95.75 +0.03 9,973 63,122 +4,615
Sep02 011228 95.49 95.52 95.49 95.49 +0.03 2,810 33,720 +1,066
Dec02 011228 95.07 95.12 95.07 95.08 +0.04 2,217 21,332 +1,301
Mar03 011228 94.66 94.66 94.64 94.64 +0.06 468 13,524 +444
Jun03 011228 94.28 94.28 94.27 94.27 +0.06 226 8,808 +197
Sep03 011228 94.00 94.00 94.00 94.00 +0.05 68 8,516 +66
Dec03 011228 93.83 93.84 93.83 93.84 +0.05 150 3,378 -60
Mar04 011228 93.72 93.72 93.72 93.72 +0.03 25 2,122 +25
Jun04 011228 93.63 93.63 93.62 93.62 +0.04 10 1,257 +9
Total Volume and Open Interest 46,028 319,221 +19,927
10-Year Aus T-Bonds(SFE)
Mar02 011228 93.92 93.93 93.88 93.91 +0.07 358 119,641 +119,641
Jun02 011228 93.93 93.93 93.93 93.93 +0.08      
Total Volume and Open Interest 6,729 119,248 +119,248
3-Year Aus T-Bonds(SFE)
Mar02 011228 94.64 94.67 94.63 94.65 +0.06 23,869 246,128 -9,092
Jun02 011228 94.65 94.65 94.65 94.65 +0.06      
Total Volume and Open Interest 23,869 246,128 -9,092
Gold(CMX)
Feb02 011228 277.2 277.6 276.3 276.8 -0.9 12,947 66,698 +2,444
Apr02 011228 277.5 278.2 277.0 277.4 -0.9 482 8,278 +305
Jun02 011228 278.0 278.7 277.5 277.9 -0.9 122 8,010 +54
Aug02 011228 278.4 278.4 278.4 278.4 -0.9 0 3,233 +0
Oct02 011228 278.9 278.9 278.9 278.9 -0.9 0 2,821 +0
Dec02 011228 280.1 280.1 278.3 279.4 -0.9 14 11,846 -1
Total Volume and Open Interest 9,000 113,647 +2,778
Silver(CMX)
Mar02 011228 445.5 450.5 442.0 449.8 +3.0 8,791 44,565 -1,260
May02 011228 446.5 450.4 443.0 450.4 +3.1 1,370 5,489 +1,042
Jul02 011228 446.0 452.0 444.0 450.4 +3.2 45 3,297 +2
Sep02 011228 451.0 451.0 450.7 450.7 +3.2 2 1,581 +0
Dec02 011228 448.0 453.0 442.0 450.9 +3.2 269 5,750 +55
Total Volume and Open Interest 10,000 63,298 -178
Platinum(NYM)
Jan02 011228 485.0 490.0 480.0 486.5 +5.8 585 518 -256
Apr02 011228 479.0 481.0 473.5 480.0 +6.3 850 5,543 +284
Jul02 011228 474.0 474.0 474.0 474.0 +6.3 6 73 +3
Oct02 011228 471.0 471.0 471.0 471.0 +6.3 0 34 +0
Total Volume and Open Interest 1,441 6,168 +31
Palladium(NYME)
Mar02 011228 445.00 449.50 442.00 449.50 +13.50 67 1,249 +21
Jun02 011127 310.00 310.00 310.00 310.00 unch 120 770  
Total Volume and Open Interest 490 1,408  
Copper(CMX)
Mar02 011228 68.20 68.50 67.60 67.75 -0.95 2,932 36,149 -29
May02 011228 68.75 68.90 68.35 68.35 -0.95 36 5,469 +7
Jul02 011228 69.15 69.50 68.90 68.90 -0.95 11 6,083 +0
Sep02 011228 70.20 70.20 69.45 69.45 -0.95 3 3,639 +1
Dec02 011228 70.25 70.25 70.25 70.25 -0.95 0 5,570 +3
Total Volume and Open Interest 10,000 71,269 +616
DJIA Index(CBOT)
Dec01 011220 10050 10075 9990 9990 -92 3,332 12,701 -1,926
Mar02 011228 10140 10185 10105 10110 -23 5,872 20,723 +77
Jun02 011228 10160 10185 10122 10122 -23 13 385 +9
Sep02 011228 10140 10140 10140 10140 -23 0 75 +0
Total Volume and Open Interest 6,300 21,300 +93
S & P 500(CME)
Mar02 011228 1162.00 1166.00 1158.00 1159.30 -0.20 28,061 482,048 -259
Jun02 011228 1161.80 1161.80 1161.80 1161.80 -0.30 2,084 12,745 +4
Sep02 011228 1165.50 1165.50 1165.50 1165.50 -0.40 79 1,946 -52
Dec02 011228 1171.50 1171.50 1171.50 1171.50 -0.40 0 1,603 -4
Total Volume and Open Interest 30,224 498,484 -311
S & P 500 E-Mini(Globex)
Mar02 011228 1159.00 1166.25 1157.75 1159.25 -0.25 73,349 57,212 +531
Jun02 011228 1161.75 1161.75 1161.75 1161.75 -0.25      
Total Volume and Open Interest 73,349 57,212 +531
NASDAQ 100(CME)
Mar02 011227 1604.00 1622.00 1597.00 1613.50 +12.50 7,532 47,715 -366
Jun02 011227 1619.50 1619.50 1619.50 1619.50 +12.50 0 6 +0
Sep02 011227 1625.50 1625.50 1625.50 1625.50 +12.50      
Total Volume and Open Interest 7,532 47,721 -366
NASDAQ 100 E-Mini(GLOBEX)
Mar02 011227 1601.5 1621.5 1597.0 1613.5 +12.5 57,858 43,553 -455
Jun02 011227 1619.5 1619.5 1619.5 1619.5 +12.5      
Total Volume and Open Interest 57,858 43,553  
NYSE Composite(NYBOT)
Mar02 011228 595.00 595.00 592.75 593.15 +0.15 450 4,967 +46
Jun02 011228 593.35 593.35 593.35 593.35 +0.15 0 420 +0
Sep02 011228 593.55 593.55 593.55 593.55 +0.15 0 200 +0
Total Volume and Open Interest 450 5,587 +46
S & P Midcap 400(CME)
Mar02 011228 512.50 515.50 512.00 513.90 +2.65 602 14,780 +131
Jun02 011228 517.90 517.90 517.90 517.90 +2.65      
Sep02 011228 521.90 521.90 521.90 521.90 +2.65      
Total Volume and Open Interest 602 14,780 +131
Russell 2000(CME)
Mar02 011228 494.50 496.75 492.00 494.00 -0.30 1,904 29,725 +337
Jun02 011228 498.30 498.30 498.30 498.30 -0.30      
Sep02 011228 503.30 503.30 503.30 503.30 -0.30      
Total Volume and Open Interest 1,904 29,725 +337
Value Line(KCBT)
Mar02 011228 1256.00 1260.00 1252.00 1259.50 +6.30 52 342 +39
Total Volume and Open Interest 52 342 +39
Nikkei 225(CME)
Mar02 011227 10470 10490 10400 10430 +190 1,064 12,704 +276
Jun02 011227 10430 10430 10430 10430 +190 0 34 +0
Total Volume and Open Interest 1,064 12,738 +276
Nikkei 225(SIMEX)
Mar02 011228 10500 10575 10405 10430 -25 10,885 74,629 +915
Jun02 011228 10385 10385 10385 10385 -25 0 24 +0
Sep02 011228 10390 10390 10390 10390 -25      
Total Volume and Open Interest 10,885 74,653 +915
CAC 40(MATIF)
Dec01 011227 4522.0 4602.0 4503.0 4589.0 +93.0 38,694 500,014 -57,258
Jan02 011228 4615.0 4645.0 4593.0 4637.0 +35.0 81,586 0 -235,274
Feb02 011228 4648.0 4648.0 4648.0 4648.0 +35.0      
Total Volume and Open Interest      
DAX Index(EUREX)
Mar02 011228 5160.0 5211.0 5154.5 5188.5 +28.5 13,058 118,888 -571
Jun02 011228 5228.0 5245.0 5228.0 5233.0 +31.0 185 5,827 -118
Sep02 011228 5279.5 5279.5 5273.0 5273.0        
FT-SE 100(LIFFE)
Mar02 011228 5207.50 5257.00 5207.50 5245.00 +38.00 13,353 331,050 +3,400
Jun02 011228 5258.00 5262.00 5246.50 5258.00 +40.00 0 25,687 +0
Sep02 011228 5282.00 5282.00 5265.50 5279.00 +38.50 103 103 +103
Total Volume and Open Interest 13,456 356,840 +3,503
SPI 200(SFE)
Dec01 011227 3400.0 3425.0 3393.0 3422.0 +23.0 6,833 161,319 -7,057
Mar02 011227 3412.0 3440.0 3406.0 3436.0 +27.0 7,123 92,899 +5,092
Jun02 011227 3448.0 3448.0 3448.0 3448.0 +32.0 0 1,611 +0
Total Volume and Open Interest 13,956 256,279 -1,965
GSCI(CME)
Jan02 011228 175.60 175.60 172.25 172.90 -1.50 1,179 18,921 +2,208
Feb02 011228 174.20 174.40 173.60 174.40 -1.30 0 30 +0
Total Volume and Open Interest 1,179 18,951 +2,208
Bridge CRB Index(NYBOT)
Jan02 011228 193.00 193.10 192.75 192.75 -0.15 2 118 -2
Feb02 011228 193.20 193.45 192.75 192.75 -0.15 15 199 +0
Apr02 011228 193.75 193.75 193.75 193.75 -0.15 0 68 +1
Total Volume and Open Interest 17 392 -1
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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Crude oil, gasoline, heating oil, natural gas --- Buy 'em? Sell 'em? When?

MRCI'S 2011 HISTORICAL ENERGY REPORT is complete with seasonal patterns & weekly charts: for each delivery month and several spreads against each; for product spreads; for cash & basis; and for 3/2/1 and 2/1/1 crack spreads.  Better yet, this 284-page volume presents 190 seasonal & spread strategies to anticipate throughout the next 12-months!