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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 Thu February 07, 2002
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Mar02 020207 428.75 432.00 427.25 431.25 +3.25 30,284 62,918 +1,401
May02 020207 433.00 436.00 432.00 435.75 +3.25 8,607 50,717 +2,027
Jul02 020207 437.00 440.50 436.00 439.75 +3.00 4,522 34,094 +912
Aug02 020207 437.50 441.50 436.50 439.75 +2.75 97 3,809 +38
Sep02 020207 439.00 440.50 438.00 440.50 +1.50 423 1,027 +162
Nov02 020207 442.25 445.25 441.50 444.25 +2.25 1,232 15,327 +27
Jan03 020207 450.50 451.00 449.00 451.00 +1.75 15 1,025 +1
Total Volume and Open Interest 45,280 169,440 +4,578
Soybean Meal(CBOT)
Mar02 020207 148.70 150.50 148.20 149.80 +0.60 15,839 35,734 -561
May02 020207 147.00 147.90 146.20 147.80 +0.70 7,789 34,767 +324
Jul02 020207 146.80 147.80 146.10 147.70 +1.10 4,891 28,423 +1,079
Aug02 020207 146.50 147.30 146.20 147.30 +1.00 667 9,798 +84
Sep02 020207 146.80 147.20 146.00 147.20 +1.20 585 9,152 +80
Oct02 020207 145.70 146.60 145.70 146.60 +1.50 317 5,768 +227
Dec02 020207 146.50 147.70 146.20 147.50 +1.20 1,433 16,162 -283
Jan03 020207 147.00 147.50 147.00 147.30 +1.20 29 1,517 +8
Total Volume and Open Interest 31,704 142,079 +1,089
Soybean Oil(CBOT)
Mar02 020207 15.27 15.39 15.15 15.37 +0.12 11,786 52,295 +117
May02 020207 15.46 15.61 15.37 15.58 +0.12 5,637 43,225 +370
Jul02 020207 15.71 15.84 15.61 15.81 +0.12 2,439 29,554 +233
Aug02 020207 15.83 15.95 15.75 15.90 +0.10 1,036 8,842 +245
Sep02 020207 15.91 16.06 15.86 16.00 +0.09 224 6,005 +14
Oct02 020207 16.08 16.20 15.97 16.09 +0.07 138 3,360 +118
Dec02 020207 16.25 16.45 16.19 16.35 +0.10 246 8,987 -51
Jan03 020207 16.40 16.52 16.40 16.52 +0.09 10 978 -9
Total Volume and Open Interest 21,958 157,604 +1,615
Canola(WCE)
Mar02 020207 334.0 335.0 332.3 334.7 +1.2 6,271 18,871 -1,422
May02 020207 334.0 334.2 332.0 334.2 +1.2 3,751 20,807 +1,620
Jul02 020207 332.5 333.5 332.0 333.5 +1.2 815 7,370 +96
Sep02 020207 321.0 321.0 321.0 321.0 -1.0 0 1 +0
Nov02 020207 318.0 319.5 317.3 319.5 +1.5 1,309 12,429 +515
Total Volume and Open Interest 12,146 59,478 +809
Corn(CBOT)
Mar02 020207 204.25 205.00 203.75 204.50 +0.25 36,576 227,969 +133
May02 020207 211.50 212.00 211.00 211.75 +0.50 9,616 100,692 +1,929
Jul02 020207 218.00 218.75 217.75 218.25 +0.25 3,687 66,715 +303
Sep02 020207 223.50 224.25 223.00 223.50 +0.25 560 22,066 +232
Dec02 020207 231.50 231.75 230.50 231.25 unch 3,274 52,002 +879
Mar03 020207 239.50 239.50 238.50 239.00 unch 524 6,023 +244
Total Volume and Open Interest 54,428 480,716 +3,755
Wheat(CBOT)
Mar02 020207 281.00 284.50 279.00 281.00 +0.75 12,834 66,859 -1,826
May02 020207 286.50 289.50 284.75 287.25 +2.00 4,170 18,283 +948
Jul02 020207 290.00 292.75 288.00 290.25 +1.50 4,272 21,638 -406
Sep02 020207 294.50 296.25 292.75 294.00 +1.00 153 4,551 +31
Dec02 020207 303.50 306.00 302.50 304.00 +1.00 272 6,240 +18
Total Volume and Open Interest 21,703 117,979 -1,235
Wheat(KCBT)
Mar02 020207 284.25 287.00 283.50 285.75 +2.25 3,106 35,590 -690
May02 020207 290.00 293.00 290.00 292.25 +2.25 1,175 12,776 +332
Jul02 020207 296.75 298.75 296.25 297.50 +1.50 1,066 16,186 -10
Sep02 020207 304.00 305.00 304.00 305.00 +2.25 54 2,420 +4
Dec02 020207 314.75 315.50 314.50 314.50 +0.75 239 4,506 +44
Total Volume and Open Interest 5,640 71,575 -320
Wheat(MGE)
Mar02 020207 298.50 302.50 297.00 301.75 +3.75 1,019 13,851 -256
May02 020207 307.50 310.00 305.50 309.25 +2.50 557 5,826 +94
Jul02 020207 314.00 315.75 312.50 315.75 +1.75 48 2,811 +36
Sep02 020207 320.00 322.00 319.25 321.50 +0.50 96 1,447 +28
Dec02 020207 331.00 331.00 328.50 330.75 +0.25 42 920 +13
Total Volume and Open Interest 1,762 24,961 -85
Oats(CBOT)
Mar02 020207 206.75 209.00 204.50 204.75 -2.00 1,076 6,964 -21
May02 020207 189.00 189.75 186.00 187.00 -1.25 457 2,758 -43
Jul02 020207 167.00 167.50 165.00 165.00 -2.00 150 1,257 -14
Sep02 020207 143.00 143.00 141.00 141.00 -1.00 58 155 +16
Total Volume and Open Interest 1,800 13,055 -38
Rough Rice(CBOT)
Mar02 020207 3.66 3.67 3.61 3.62 -0.04 159 4,364 -34
May02 020207 3.85 3.86 3.80 3.80 -0.06 82 1,332 +17
Jul02 020207 4.06 4.06 4.03 4.03 -0.04 5 490 -2
Sep02 020207 4.28 4.28 4.27 4.27 -0.03 10 178 -3
Total Volume and Open Interest 269 6,922 -21
Live Cattle(CME)
Feb02 020207 74.600 74.650 74.225 74.400 -0.200 6,430 12,604 -2,134
Apr02 020207 76.450 76.450 75.950 76.100 -0.175 6,138 39,841 +362
Jun02 020207 71.225 71.225 70.900 71.000 -0.175 2,546 19,279 +238
Aug02 020207 70.925 71.050 70.750 70.975 unch 830 11,944 +338
Oct02 020207 72.600 72.700 72.450 72.575 +0.025 462 5,315 +190
Dec02 020207 73.500 73.800 73.450 73.450 -0.050 349 1,599 +172
Total Volume and Open Interest 16,847 90,794 -765
Feeder Cattle(CME)
Mar02 020207 84.400 84.500 84.000 84.025 -0.250 706 6,424 -29
Apr02 020207 85.075 85.100 84.750 84.875 -0.100 379 2,868 +126
May02 020207 84.875 84.900 84.600 84.675 -0.175 218 2,335 +10
Aug02 020207 86.250 86.300 86.050 86.075 -0.175 132 1,650 +70
Sep02 020207 86.050 86.075 86.000 86.025 -0.125 47 241 +28
Oct02 020207 85.950 86.100 85.950 85.975 -0.125 77 241 +55
Nov02 020207 86.350 86.400 86.350 86.350 -0.150 14 111 +14
Total Volume and Open Interest 1,573 13,872 +274
Lean Hogs(CME)
Feb02 020207 55.750 55.850 55.075 55.200 -0.450 2,787 3,725 -958
Apr02 020207 62.200 62.600 61.000 61.250 -0.725 5,399 21,500 +1,613
May02 020207 67.175 67.400 66.650 67.275 +0.100 143 1,848 +14
Jun02 020207 67.650 68.150 67.050 67.350 -0.425 585 4,281 +125
Jul02 020207 64.000 64.500 63.500 64.225 +0.125 83 1,449 +38
Aug02 020207 62.200 62.500 61.500 61.900 -0.150 35 869 +9
Oct02 020207 53.175 53.500 53.150 53.250 +0.050 46 643 +14
Dec02 020207 50.800 50.950 50.700 50.700 +0.050 15 352 +7
Total Volume and Open Interest 9,093 34,680 +862
Pork Bellies(CME)
Feb02 020207 75.400 76.000 74.900 76.000 +1.000 221 449 -82
Mar02 020207 75.650 76.500 75.250 76.050 +0.400 612 1,292 +47
May02 020207 77.250 77.950 77.200 77.900 +0.550 132 712 +33
Jul02 020207 78.000 78.500 77.925 77.925 +0.725 12 154 +2
Aug02 020207 77.000 77.000 77.000 77.000 +2.000 1 23 +0
Total Volume and Open Interest 978 2,630 +0
Cocoa(NYBOT)
Mar02 020207 1415 1443 1399 1439 +47 5,586 19,218 -2,838
May02 020207 1416 1448 1403 1444 +50 6,897 25,993 +2,210
Jul02 020207 1397 1428 1390 1427 +47 1,020 12,564 +239
Sep02 020207 1380 1405 1370 1404 +44 648 7,617 +175
Dec02 020207 1310 1339 1309 1339 +44 279 10,190 +41
Mar03 020207 1252 1284 1251 1283 +43 1,174 10,599 +412
May03 020207 1271 1271 1271 1271 +41 56 4,220 +50
Total Volume and Open Interest 16,502 102,246 +306
Coffee "C"(NYBOT)
Mar02 020207 45.00 45.50 44.70 44.80 -0.30 3,886 27,881 -399
May02 020207 47.70 47.90 47.40 47.50 -0.25 2,301 16,640 +615
Jul02 020207 50.25 50.60 49.90 50.00 -0.25 874 9,432 +320
Sep02 020207 52.40 52.55 52.05 52.05 -0.25 176 5,574 +13
Dec02 020207 54.90 55.25 54.25 54.25 -0.45 142 4,170 +76
Mar03 020207 57.60 57.60 56.65 56.65 -0.75 47 2,172 +19
Total Volume and Open Interest 7,428 66,022 +646
Orange Juice(NYBOT)
Mar02 020207 86.25 86.90 86.20 86.75 +0.10 879 10,844 +32
May02 020207 87.50 88.20 87.50 88.20 +0.30 327 3,290 +210
Jul02 020207 88.70 89.20 88.70 89.20 +0.30 1 716 +0
Sep02 020207 90.20 90.20 90.20 90.20 +0.35 6 244 +6
Nov02 020207 91.20 91.20 91.20 91.20 +0.35 2 1,430 +1
Total Volume and Open Interest 1,215 16,878 +249
Sugar #11(NYBOT)
Mar02 020207 6.36 6.37 6.26 6.28 -0.11 9,820 69,796 -334
May02 020207 5.83 5.87 5.79 5.82 -0.07 7,338 48,111 +1,117
Jul02 020207 5.43 5.48 5.41 5.42 -0.07 1,802 39,095 +314
Oct02 020207 5.55 5.59 5.51 5.53 -0.06 1,283 27,082 +119
Mar03 020207 5.95 5.97 5.92 5.92 -0.05 471 9,953 -79
Total Volume and Open Interest 20,929 205,419 +1,273
London Cocoa(LCE)
Mar02 020207 1062 1095 1061 1093 +31 1,237 46,117 -1,109
May02 020207 1079 1112 1079 1109 +32 1,872 36,486 +201
Jul02 020207 1092 1129 1083 1126 +33 1,681 35,644 +1,102
Sep02 020207 1083 1117 1080 1113 +33 418 14,130 -28
Dec02 020207 1015 1045 1014 1040 +22 171 12,527 +16
Mar03 020207 975 1006 964 998 +23 572 12,961 -397
May03 020207 998 998 998 998 +23 19 1,571 -4
Total Volume and Open Interest 6,333 163,106 +143
London Coffee(LCE)
Mar02 020207 367.00 369.00 366.00 367.00 unch 4,888 37,224 -1,867
May02 020207 378.00 382.00 378.00 380.00 +2.00 4,204 28,568 +1,841
Jul02 020207 392.00 394.00 392.00 394.00 +2.00 462 20,152 +208
Sep02 020207 406.00 408.00 404.00 407.00 +2.00 691 15,783 +344
Nov02 020207 417.00 420.00 417.00 419.00 +3.00 97 7,521 +15
Jan03 020207 427.00 430.00 427.00 430.00 +3.00 278 2,730 +188
Total Volume and Open Interest 10,745 112,153 +854
London Sugar(LCE)
Mar02 020207 225.50 226.00 225.00 225.50 +0.20 2,856 11,750 +31
May02 020207 210.80 211.50 208.70 209.00 -1.70 2,868 16,556 +948
Aug02 020207 198.20 198.20 195.50 195.50 -1.90 976 15,364 +558
Oct02 020207 181.00 181.20 179.50 180.50 -0.40 248 6,922 +64
Dec02 020207 180.70 180.70 180.70 180.70 -0.40 130 1,913 -97
Total Volume and Open Interest 7,078 54,642 +1,504
Cotton(NYBOT)
Mar02 020207 37.50 38.40 37.40 38.14 +0.77 3,653 22,339 -862
May02 020207 39.14 39.70 39.04 39.68 +0.78 1,794 15,549 +234
Jul02 020207 40.40 40.95 40.40 40.88 +0.63 803 13,122 +281
Oct02 020207 42.25 42.85 42.25 42.85 +0.80 9 464 -4
Dec02 020207 43.40 44.10 43.40 44.04 +0.84 256 10,706 +42
Mar03 020207 45.10 45.65 45.10 45.65 +0.90 0 1,228 +1
Total Volume and Open Interest 6,541 65,123 -306
Lumber(CME)
Mar02 020207 268.6 273.5 266.2 267.5 -2.0 558 1,658 +19
May02 020207 278.1 280.4 275.6 275.8 -2.3 151 444 +11
Jul02 020207 285.5 288.0 285.5 286.0 -1.5 39 77 +1
Sep02 020207 289.1 289.2 285.0 285.0 -2.0 6 9 +2
Total Volume and Open Interest 758 2,194 +35
Crude Oil(NYM)
Mar02 020207 19.50 19.70 19.28 19.64 -0.14 79,320 110,218 +148
Apr02 020207 19.85 20.08 19.65 20.02 -0.12 45,504 75,435 +6,356
May02 020207 20.00 20.20 19.85 20.20 -0.09 13,307 41,843 +921
Jun02 020207 20.15 20.31 20.00 20.31 -0.07 8,153 35,381 -730
Jul02 020207 20.20 20.35 20.15 20.35 -0.05 1,940 19,935 +32
Aug02 020207 20.23 20.37 20.23 20.37 -0.04 688 14,976 +15
Sep02 020207 20.25 20.45 20.20 20.39 -0.03 428 16,509 -14
Oct02 020207 20.25 20.41 20.25 20.41 -0.02 244 11,584 +138
Nov02 020207 20.43 20.43 20.43 20.43 -0.01 259 9,602 +32
Dec02 020207 20.30 20.45 20.30 20.45 unch 2,119 32,517 -432
Total Volume and Open Interest 157,175 458,984 +5,478
Heating Oil(NYM)
Mar02 020207 52.25 52.30 51.00 51.94 -0.85 18,215 48,677 -271
Apr02 020207 52.45 52.70 51.40 52.44 -0.69 5,132 28,848 +1,343
May02 020207 52.50 52.80 52.10 52.74 -0.54 1,706 13,831 +317
Jun02 020207 53.00 53.25 52.40 53.24 -0.34 1,600 19,316 +171
Jul02 020207 53.50 54.00 53.45 53.79 -0.29 863 9,521 +54
Aug02 020207 54.10 54.80 54.10 54.64 -0.24 271 9,362 -64
Sep02 020207 55.00 55.70 55.00 55.54 -0.24 384 6,962 +249
Oct02 020207 56.30 56.60 56.10 56.49 -0.19 142 5,655 +88
Nov02 020207 57.00 57.40 56.90 57.34 -0.14 325 4,083 -79
Dec02 020207 57.80 58.20 57.40 58.14 -0.09 1,102 11,515 +115
Total Volume and Open Interest 30,517 171,457 +2,032
Unleaded Gas(NYM)
Mar02 020207 56.70 57.15 55.70 56.97 -0.13 25,403 42,233 +637
Apr02 020207 63.50 64.40 62.80 64.28 +0.19 10,306 29,700 +1,174
May02 020207 64.20 65.08 63.70 65.08 +0.26 3,199 18,671 +128
Jun02 020207 64.60 65.38 64.00 65.38 +0.36 1,528 16,059 +21
Jul02 020207 63.30 65.02 63.30 65.02 +0.41 631 10,471 +275
Aug02 020207 63.20 64.02 63.15 64.02 +0.41 428 11,689 +83
Sep02 020207 62.32 62.32 62.32 62.32 +0.41 151 11,332 +115
Oct02 020207 59.77 59.77 59.77 59.77 +0.41 1 588 +1
Total Volume and Open Interest 41,775 141,849 +2,470
Natural Gas(NYM)
Mar02 020207 2.125 2.160 2.085 2.150 +0.049 30,935 71,620 -846
Apr02 020207 2.170 2.230 2.160 2.222 +0.054 7,041 42,454 +511
May02 020207 2.245 2.292 2.240 2.292 +0.054 2,728 32,801 +703
Jun02 020207 2.310 2.360 2.305 2.360 +0.052 1,106 29,533 +295
Jul02 020207 2.375 2.420 2.375 2.420 +0.050 1,476 22,550 +671
Aug02 020207 2.435 2.473 2.425 2.473 +0.049 2,576 26,521 +792
Sep02 020207 2.430 2.476 2.428 2.476 +0.048 1,416 20,225 +257
Oct02 020207 2.465 2.502 2.455 2.502 +0.047 1,673 38,542 +369
Total Volume and Open Interest 64,031 489,889 +11,007
Brent Crude Oil(IPE)
Mar02 020207 19.25 19.27 18.85 19.21 -0.10 39,365 48,690 -5,686
Apr02 020207 19.45 19.58 19.16 19.52 -0.10 32,759 62,517 +8,131
May02 020207 19.64 19.75 19.38 19.72 -0.06 11,265 34,009 +2,229
Jun02 020207 19.43 19.60 19.26 19.58 -0.05 5,030 42,768 +283
Jul02 020207 19.43 19.58 19.33 19.58 -0.04 1,158 10,992 +233
Aug02 020207 19.48 19.62 19.40 19.62 -0.02 608 7,244 -91
Sep02 020207 19.53 19.67 19.46 19.67 unch 503 7,015 +350
Oct02 020207 19.57 19.70 19.57 19.70 +0.01 165 6,790 -20
Total Volume and Open Interest 95,418 275,179 +6,019
Gas Oil(IPE)
Feb02 020207 163.50 163.50 159.00 160.00 -6.00 9,380 22,229 -1,076
Mar02 020207 163.50 163.50 158.75 160.00 -6.00 8,132 39,081 +44
Apr02 020207 164.75 165.00 160.75 162.00 -6.00 3,557 15,392 +806
May02 020207 165.00 166.25 163.25 164.00 -5.25 611 8,147 -47
Jun02 020207 167.25 167.25 164.50 166.00 -5.00 906 20,334 +457
Jul02 020207 168.00 168.00 168.00 168.00 -4.75 387 4,583 +345
Aug02 020207 170.00 170.00 170.00 170.00 -4.50 308 4,433 -38
Sep02 020207 172.00 172.00 172.00 172.00 -4.25 81 6,032 +43
Total Volume and Open Interest 24,614 173,646 +859
US Dollar Index(NYBOT)
Mar02 020207 119.88 119.95 119.15 119.27 -0.28 674 9,429 +23
Jun02 020207 120.35 120.42 119.80 119.80 -0.28 18 2,245 +13
Sep02 020207 120.23 120.23 120.23 120.23 -0.28 0 2 +0
Total Volume and Open Interest 692 11,679 +36
Australian Dollar(IMM)
Mar02 020207 50.63 50.80 50.40 50.68 -0.03 1,189 21,427 -120
Jun02 020207 50.32 50.40 50.32 50.40 -0.03 2 500 +22
Sep02 020207 50.12 50.12 50.12 50.12 -0.03 0 3 +0
Total Volume and Open Interest 1,191 21,953 -98
British Pound(IMM)
Mar02 020207 140.50 141.20 140.36 141.08 +0.10 2,663 32,415 -781
Jun02 020207 139.90 140.24 139.70 140.24 +0.10 11 162 +69
Sep02 020207 139.40 139.40 139.40 139.40 +0.10      
Total Volume and Open Interest 2,674 32,577 -712
Canadian Dollar(IMM)
Mar02 020207 62.29 62.59 62.25 62.53 +0.23 6,282 62,967 +1,576
Jun02 020207 62.29 62.55 62.25 62.51 +0.23 300 4,124 +58
Sep02 020207 62.35 62.53 62.33 62.53 +0.23 107 1,457 +54
Dec02 020207 62.30 62.56 62.30 62.56 +0.23 43 1,100 +25
Total Volume and Open Interest 6,732 69,753 +1,713
Japanese Yen(IMM)
Mar02 020207 74.95 75.12 74.84 75.05 +0.03 4,558 107,710 -182
Jun02 020207 75.29 75.40 75.29 75.40 +0.03 162 20,989 +73
Sep02 020207 75.83 75.83 75.83 75.83 +0.03 0 45 +0
Total Volume and Open Interest 4,720 129,162 -109
Swiss Franc(IMM)
Mar02 020207 58.86 59.27 58.74 59.18 +0.15 5,272 44,478 +122
Jun02 020207 58.83 59.21 58.83 59.21 +0.15 3 304 +66
Sep02 020207 59.27 59.27 59.27 59.27 +0.15 1 2 +1
Total Volume and Open Interest 5,276 44,817 +189
EuroFX(IMM)
Mar02 020207 86.49 87.04 86.35 86.97 +0.24 12,657 103,276 -194
Jun02 020207 86.26 86.71 86.25 86.66 +0.23 158 4,114 +100
Sep02 020207 86.23 86.42 86.10 86.42 +0.22 1 88 +0
Total Volume and Open Interest 12,820 107,721 -93
Mexican Peso(IMM)
Mar02 020207 10908.0 10908.0 10810.0 10852.0 -55.0 4,731 31,363 +470
Jun02 020207 10705.0 10705.0 10640.0 10670.0 -55.0 974 2,590 -99
Total Volume and Open Interest 6,187 35,267 +801
30-Year T-Bonds(CBOT)
Mar02 020207 103~25 104~00 102~30 103~10 -0~12 165,600 449,639 -4,852
Jun02 020207 102~00 102~10 101~26 102~04 -0~12 2,435 41,843 +65
Sep02 020207 101~02 101~02 101~02 101~02 -0~12 0 203 +0
Total Volume and Open Interest 168,097 491,837 -4,725
Municipal Bonds(CBOT)
Mar02 020207 104~11 104~17 104~04 104~13 -0~05 497 7,002 -93
Jun02 020207 103~09 103~09 103~09 103~09 -0~05 0 2 +0
Total Volume and Open Interest 497 7,004 -93
10-Year T-Notes(CBOT)
Mar02 020207 106~260 107~010 106~085 106~180 -0~060 288,851 520,294 -7,182
Jun02 020207 105~055 105~090 104~315 105~080 -0~065 5,316 69,833 +2,306
Total Volume and Open Interest 294,167 590,129 -4,876
5-Year T-Notes(CBOT)
Mar02 020207 106~200 106~245 106~155 106~235 -0~010 65,038 523,234 -9,091
Jun02 020207 105~230 105~270 105~215 105~270 -0~010 1,835 34,657 +277
Total Volume and Open Interest 66,873 557,891 -8,814
2 Year T-Notes(CBOT)
Mar02 020207 105~004 105~012 104~124 105~010 -0~002 4,935 101,355 -556
Jun02 020207 104~020 104~040 104~020 104~038 -0~004 0 1 +0
Total Volume and Open Interest 4,935 101,356 -556
3-Mth T-Bills(IMM)
Mar02 020207 98.28 98.28 98.28 98.28 unch 0 754 +0
Total Volume and Open Interest 0 754 +0
Eurodollars(IMM)
Mar02 020207 98.040 98.055 98.030 98.045 -0.010 67,675 757,383 +3,294
Jun02 020207 97.735 97.760 97.710 97.750 -0.010 100,947 691,602 +2,802
Sep02 020207 97.310 97.345 97.270 97.315 -0.025 161,590 622,628 +4,262
Dec02 020207 96.780 96.820 96.740 96.785 -0.025 144,374 720,119 +4,427
Mar03 020207 96.210 96.250 96.170 96.220 -0.025 81,281 413,018 +7,539
Jun03 020207 95.670 95.700 95.640 95.665 -0.040 33,517 266,486 +496
Sep03 020207 95.240 95.275 95.210 95.255 -0.025 26,339 235,095 +1,128
Dec03 020207 94.880 94.920 94.855 94.900 -0.020 21,106 166,061 -2,301
Mar04 020207 94.645 94.680 94.645 94.680 -0.015 11,180 113,025 +656
Jun04 020207 94.405 94.455 94.395 94.445 -0.010 7,537 116,149 +627
Sep04 020207 94.230 94.255 94.205 94.255 -0.005 13,733 106,218 -794
Dec04 020207 94.015 94.050 94.010 94.050 -0.005 7,596 70,677 -278
Total Volume and Open Interest 727,961 4,898,441 +15,031
3-Mth Euro-Yen(IMM)
Mar02 020207 99.88 99.88 99.88 99.88 unch 5 12,599 +5
Jun02 020207 99.88 99.89 99.88 99.88 unch 2,598 12,204 -50
Sep02 020207 99.87 99.87 99.87 99.87 +0.01 0 3,105 -143
Dec02 020207 99.85 99.85 99.85 99.85 +0.01 70 1,866 +0
Mar03 020207 99.81 99.81 99.81 99.81 +0.01 13 1,795 -17
Jun03 020207 99.80 99.80 99.80 99.80 +0.02 0 1,786 +0
Sep03 020207 99.74 99.74 99.73 99.74 +0.01 0 675 +11
Dec03 020207 99.66 99.66 99.66 99.66 unch 0 237 +0
Mar04 020207 99.57 99.57 99.57 99.57 unch 0 382 +0
Jun04 020207 99.49 99.49 99.49 99.49 unch 0 79 +0
Total Volume and Open Interest 2,686 34,762 -194
3-Mth Euro-Yen(SIMEX)
Mar02 020207 99.88 99.88 99.86 99.88 +0.00 7,132 80,413 +1,682
Jun02 020207 99.88 99.88 99.86 99.88 +0.00 1,791 78,379 +1,269
Sep02 020207 99.86 99.86 99.86 99.86 +0.01 1,669 30,462 +372
Dec02 020207 99.84 99.85 99.83 99.85 +0.01 1,013 18,752 +279
Mar03 020207 99.80 99.81 99.80 99.81 +0.01 635 24,528 -160
Jun03 020207 99.79 99.79 99.78 99.79 +0.01 782 28,818 +345
Sep03 020207 99.73 99.74 99.73 99.74 +0.02 190 16,143 -45
Dec03 020207 99.66 99.67 99.66 99.67 +0.02 100 5,794 +100
Total Volume and Open Interest 13,363 299,210 +3,892
German Euro-Bund(EUREX)
Mar02 020207 108.43 108.47 107.51 107.66 -0.75 858,182 736,943 +10,587
Jun02 020207 107.60 107.61 106.90 106.94 -0.74 1,683 16,028 +596
Sep02 020207 106.66 106.66 106.66 106.66 -0.25 7,070 1,183 -525
Total Volume and Open Interest 866,935 754,154 +10,658
German Euro-Bobl(EUREX)
Mar02 020207 106.70 106.77 106.13 106.21 -0.46 588,912 458,013 -10,260
Jun02 020207 105.91 105.91 105.46 105.46 -0.46 3,696 9,382 +320
Sep02 020207 105.21 105.21 105.21 105.21 -0.46 0 760 +0
Total Volume and Open Interest 592,608 468,155 -9,940
Long Gilt(LIFFE)
Mar02 020207 115~06 115~08 114~05 114~08 -1~03 33,613 68,498 +475
Jun02 020207 114~02 114~02 113~13 113~13 -1~03 0 450 +0
Total Volume and Open Interest 33,613 68,948 +475
3-Mth Short Sterling(LIFFE)
Mar02 020207 95.95 95.97 95.89 95.91 -0.03 18,991 0 +0
Jun02 020207 95.70 95.71 95.59 95.61 -0.08 30,716 0 +0
Sep02 020207 95.35 95.35 95.22 95.25 -0.09 40,265 0 +0
Total Volume and Open Interest 137,545    
3-Mth Euribor(LIFFE)
Mar02 020207 96.700 96.710 96.625 96.640 -0.050 95,993 598,310 +12,088
Jun02 020207 96.665 96.670 96.555 96.570 -0.085 112,416 465,879 +47
Sep02 020207 96.465 96.480 96.330 96.345 -0.115 120,327 349,647 +7,288
Total Volume and Open Interest 464,824 2,151,641 +24,841
3-Mth Aus T-Bills(SFE)
Mar02 020207 95.66 95.71 95.66 95.70 +0.03 4,948 151,037 +2,554
Jun02 020207 95.55 95.60 95.53 95.59 +0.04 7,984 112,891 +3,359
Sep02 020207 95.28 95.32 95.24 95.32 +0.05 1,789 44,958 +901
Dec02 020207 94.89 94.97 94.89 94.97 +0.04 902 30,643 +1,053
Mar03 020207 94.56 94.64 94.56 94.64 +0.05 518 13,690 +127
Jun03 020207 94.29 94.36 94.29 94.36 +0.04 465 10,127 +158
Sep03 020207 94.07 94.15 94.07 94.15 +0.03 110 10,193 -305
Dec03 020207 93.97 94.02 93.97 94.01 +0.04 160 5,247 -87
Mar04 020207 93.92 93.92 93.92 93.92 +0.04 0 3,026 -50
Jun04 020207 93.88 93.88 93.88 93.88 +0.05 0 1,783 -131
Total Volume and Open Interest 16,926 386,359 +7,629
10-Year Aus T-Bonds(SFE)
Mar02 020207 94.06 94.12 94.03 94.11 +0.04 15,199 134,654 +3,880
Jun02 020207 94.11 94.11 94.11 94.11 +0.04      
Total Volume and Open Interest 10,702 130,774 +6,369
3-Year Aus T-Bonds(SFE)
Mar02 020207 94.61 94.69 94.58 94.67 +0.05 50,568 394,173 +18,760
Jun02 020207 94.48 94.48 94.48 94.48 +0.05      
Total Volume and Open Interest 50,568 394,173 +18,760
Gold(CMX)
Feb02 020207 299.5 301.5 298.0 299.7 +2.2 1,043 1,493 +174
Apr02 020207 301.0 301.5 299.0 300.6 +2.3 63,384 89,047 +2,659
Jun02 020207 302.0 302.5 299.4 301.2 +2.2 3,035 13,327 +140
Aug02 020207 302.0 302.8 301.0 301.7 +2.2 159 3,485 +75
Oct02 020207 302.3 302.3 302.3 302.3 +2.2 917 3,197 +234
Dec02 020207 301.5 303.9 301.3 302.8 +2.2 1,019 12,983 +253
Total Volume and Open Interest 69,736 141,915 +3,545
Silver(CMX)
Mar02 020207 437.0 439.0 434.0 434.5 -2.0 13,065 32,029 -1,803
May02 020207 440.0 440.0 435.5 436.0 -2.0 906 12,740 +127
Jul02 020207 440.5 441.5 437.2 437.2 -2.0 354 8,227 +62
Sep02 020207 437.0 438.4 437.0 438.4 -2.0 6 1,813 +1
Dec02 020207 440.0 443.0 438.5 439.5 -2.0 215 6,590 +72
Total Volume and Open Interest 14,550 64,224 -1,790
Platinum(NYM)
Apr02 020207 464.0 468.0 461.0 467.9 +11.8 868 5,637 +47
Jul02 020207 458.0 460.9 458.0 460.9 +11.8 0 350 +0
Oct02 020207 455.9 455.9 455.9 455.9 +11.8 0 38 +0
Total Volume and Open Interest 868 6,025 +47
Palladium(NYME)
Mar02 020207 375.00 376.00 372.00 376.00 +5.15 176 995 -102
Jun02 020207 375.75 375.75 375.75 375.75 +5.15 160 173 +147
Sep02 020207 373.75 373.75 373.75 373.75 +5.15 0 12 +0
Total Volume and Open Interest 336 1,180 +45
Copper(CMX)
Mar02 020207 73.00 73.70 72.70 73.70 +0.80 4,312 39,262 +254
May02 020207 73.45 74.25 73.25 74.20 +0.75 328 7,720 +88
Jul02 020207 74.10 74.80 73.95 74.70 +0.75 33 8,140 +50
Sep02 020207 75.10 75.30 74.95 75.20 +0.75 3 7,334 +0
Dec02 020207 75.20 76.00 75.20 75.90 +0.75 12 6,850 +2
Total Volume and Open Interest 4,852 78,697 +609
DJIA Index(CBOT)
Mar02 020207 9660 9735 9586 9593 -52 22,515 28,098 -129
Jun02 020207 9705 9720 9585 9598 -52 45 621 +2
Sep02 020207 9700 9700 9610 9610 -53 0 95 -20
Dec02 020207 9633 9633 9633 9633 -53 0 116 +1
Total Volume and Open Interest 22,560 28,930 -146
S & P 500(CME)
Mar02 020207 1084.00 1094.60 1076.50 1077.00 -6.30 76,042 477,969 +498
Jun02 020207 1085.50 1096.00 1078.90 1078.90 -6.30 1,328 19,201 +863
Sep02 020207 1096.50 1096.50 1081.30 1081.30 -6.30 18 11,029 -14
Dec02 020207 1085.10 1085.10 1085.10 1085.10 -6.30 82 442 +48
Total Volume and Open Interest 77,474 508,814 +1,397
S & P 500 E-Mini(Globex)
Mar02 020207 1086.25 1095.00 1076.25 1077.00 -6.25 344,677 107,268 +1,930
Jun02 020207 1085.25 1093.00 1079.00 1079.00 -6.25 5 33 +2
Total Volume and Open Interest 344,682 107,301 +1,932
NASDAQ 100(CME)
Mar02 020207 1448.00 1464.00 1413.00 1415.00 -36.50 21,071 51,261 -456
Jun02 020207 1444.00 1444.00 1422.00 1422.00 -36.50 1 13 +1
Sep02 020207 1429.00 1429.00 1429.00 1429.00 -36.50      
Total Volume and Open Interest 21,072 51,274 -455
NASDAQ 100 E-Mini(GLOBEX)
Mar02 020207 1461.5 1464.0 1414.0 1415.0 -36.5 222,911 96,040 +861
Jun02 020207 1422.0 1422.0 1422.0 1422.0 -36.5 0 6 +0
Total Volume and Open Interest 222,911 96,046 +861
NYSE Composite(NYBOT)
Mar02 020207 558.00 561.50 555.75 556.00 -1.50 574 3,341 -41
Jun02 020207 556.20 556.20 556.20 556.20 -1.50 0 420 +0
Sep02 020207 556.40 556.40 556.40 556.40 -1.50 0 200 +0
Total Volume and Open Interest 574 3,961 -41
S & P Midcap 400(CME)
Mar02 020207 488.50 490.00 483.00 483.50 -5.00 944 13,671 +36
Jun02 020207 484.70 484.70 484.70 484.70 -4.80      
Sep02 020207 488.70 488.70 488.70 488.70 -4.80      
Total Volume and Open Interest 944 13,671 +36
Russell 2000(CME)
Mar02 020207 463.50 463.50 456.50 457.15 -5.70 2,290 26,190 -58
Jun02 020207 458.00 458.00 458.00 458.00 -5.85 0 5 +0
Sep02 020207 460.00 460.00 460.00 460.00 -5.85      
Total Volume and Open Interest 2,290 26,195 -58
Value Line(KCBT)
Mar02 020207 1177.00 1184.50 1168.00 1168.00 -8.50 60 343 +0
Total Volume and Open Interest 60 343 +0
Nikkei 225(CME)
Mar02 020207 9560 9620 9550 9565 +150 1,624 15,898 -32
Jun02 020207 9590 9590 9555 9555 +150 7 74 +6
Total Volume and Open Interest 1,631 15,975 -26
Nikkei 225(SIMEX)
Mar02 020207 9440 9635 9440 9525 +50 14,726 89,502 -932
Jun02 020207 9480 9480 9480 9480 +50 0 27 +0
Sep02 020207 9475 9475 9475 9475 +50      
Total Volume and Open Interest 14,726 89,829 -932
CAC 40(MATIF)
Feb02 020207 4260.0 4321.0 4236.0 4301.0 +18.0 79,739 403,951 +18,368
Mar02 020207 4279.5 4326.0 4275.0 4311.5 +17.5 867 116,964 -227
Apr02 020207 4331.0 4331.0 4314.5 4318.0 +18.0 14 516 -5
Total Volume and Open Interest 80,967 570,690 +18,148
DAX Index(EUREX)
Mar02 020207 4799.5 4892.0 4744.0 4874.0 +54.0 91,793 158,471 +6,927
Jun02 020207 4817.0 4930.0 4797.0 4918.0 +54.5 1,480 9,584 +1,364
Sep02 020207 4883.0 4960.0 4883.0 4960.0 +56.0 297 2,139 +178
Total Volume and Open Interest 93,570 170,194 +8,469
FT-SE 100(LIFFE)
Mar02 020207 5045.00 5139.50 5021.50 5109.50 +54.50 45,055 405,958 -584
Jun02 020207 5055.50 5120.50 5040.50 5120.50 +54.50 1,025 28,764 +93
Sep02 020207 5051.00 5134.50 5051.00 5134.50 +54.50 558 4,622 -298
Total Volume and Open Interest 46,638 439,344 -789
SPI 200(SFE)
Mar02 020207 3402.0 3416.0 3390.0 3415.0 +6.0 9,185 135,572 +2,398
Jun02 020207 3409.0 3428.0 3405.0 3428.0 +6.0 172 1,964 +60
Sep02 020207 3437.0 3437.0 3437.0 3437.0 +6.0 0 445 +0
Total Volume and Open Interest 9,366 138,502 +2,466
GSCI(CME)
Feb02 020207 165.75 166.15 164.50 166.15 -1.10 47 19,821 -13
Mar02 020207 170.00 170.00 169.40 169.80 -0.45 60 104 +42
Apr02 020207 170.80 170.80 170.80 170.80 -0.20      
Total Volume and Open Interest 107 19,925 +29
Bridge CRB Index(NYBOT)
Apr02 020207 190.25 191.45 189.95 191.25 +1.15 17 282 +2
Jun02 020207 192.50 193.75 192.50 193.75 +1.15 0 63 +0
Aug02 020207 195.75 195.75 195.75 195.75 +1.15      
Total Volume and Open Interest 31 515 -11
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 © 2002 Moore Research Center, Inc. All Rights Reserved.
Some data provided by Prophetfinance.com

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Newsflash

Will the stock market continue its tradition of rallying into the new year?  Will there be another "Santa Claus rally?"

After a frightening decline after Brexit and another overnight in an initial response to Donald Trump's election upset, several US stock indices returned toward their all-time highs --- although some international markets are lagging.  Does that provide incredible opportunity?  But which way and when?

MRCI's  Historical Indices Report, complete with seasonal patterns not only for US futures on S&P500, S&P MidCap 400, NASDAQ 100, Russe ll 2000, and DJIA but also for futures on several major international indices including the FT-SE 100, CAC 40, Nikkei 225, DAX, Euro STOXX 50, Swiss Market Index, SPI 200, and Hang Seng Index.