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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 April 01, 2002
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
May02 020401 476.75 477.00 472.00 475.75 -0.50 42,805 71,970 -1,073
Jul02 020401 479.50 480.00 475.50 479.75 -0.75 16,020 59,345 +1,819
Aug02 020401 479.00 480.00 475.50 478.50 -2.00 359 6,509 +165
Sep02 020401 475.00 477.50 474.00 477.50 +0.25 317 2,795 +68
Nov02 020401 480.50 481.00 475.50 480.00 -0.50 9,306 29,359 +334
Jan03 020401 482.50 484.50 480.00 484.25 -0.75 284 2,412 +95
Mar03 020401 485.00 488.00 485.00 488.00 +1.75 460 1,939 +351
Total Volume and Open Interest 69,971 175,563 +2,005
Soybean Meal(CBOT)
May02 020401 160.60 160.80 158.60 160.60 +0.30 18,152 50,040 -2,110
Jul02 020401 160.40 160.70 157.90 160.00 -0.30 10,587 39,251 +587
Aug02 020401 159.00 159.00 157.00 159.00 +0.40 582 9,495 -20
Sep02 020401 157.20 158.20 155.80 158.10 +1.10 552 9,194 +151
Oct02 020401 156.20 157.00 155.20 157.00 +0.50 391 6,593 +30
Dec02 020401 157.00 158.00 155.50 157.80 +0.80 3,886 21,589 +1,065
Jan03 020401 157.00 157.10 156.20 157.10 -0.40 147 2,166 -4
Mar03 020401 155.00 155.50 155.00 155.30 -0.70 0 918 -1
Total Volume and Open Interest 34,302 139,877 -301
Soybean Oil(CBOT)
May02 020401 16.40 16.73 16.37 16.63 +0.17 15,597 47,548 -609
Jul02 020401 16.68 16.95 16.62 16.86 +0.18 7,727 44,239 +1,735
Aug02 020401 16.83 17.08 16.80 16.98 +0.19 566 7,902 +259
Sep02 020401 16.97 17.21 16.97 17.11 +0.21 270 9,627 -142
Oct02 020401 17.10 17.25 17.10 17.24 +0.24 57 8,020 -27
Dec02 020401 17.36 17.62 17.33 17.56 +0.27 2,451 18,084 +949
Jan03 020401 17.68 17.70 17.68 17.70 +0.28 24 1,890 -11
Mar03 020401 18.00 18.00 17.92 17.92 +0.32 31 1,422 +0
Total Volume and Open Interest 26,764 143,179 +2,135
Canola(WCE)
May02 020401 335.0 336.5 333.1 335.0 unch 2,894 19,387 -756
Jul02 020401 337.5 339.0 336.8 337.6 -0.4 2,507 20,157 +698
Sep02 020401 331.0 331.0 331.0 331.0 +3.0 0 21 +0
Nov02 020401 333.0 334.2 332.0 333.9 +0.9 864 12,957 -20
Jan03 020401 336.2 336.8 336.2 336.8 +0.3 260 480 +247
Total Volume and Open Interest 6,525 53,002 +169
Corn(CBOT)
May02 020401 202.25 204.25 202.00 203.50 +1.00 54,295 181,508 -165
Jul02 020401 208.50 210.50 208.50 209.75 +0.75 18,309 118,264 -368
Sep02 020401 215.00 216.75 215.00 216.25 +1.00 2,118 38,554 +999
Dec02 020401 224.00 225.50 223.75 224.50 +0.50 17,247 78,848 +5,763
Mar03 020401 232.00 233.50 232.00 232.50 +0.50 1,133 12,831 +616
May03 020401 237.25 238.50 237.25 238.00 +0.50 252 1,470 +149
Total Volume and Open Interest 94,206 440,932 +7,286
Wheat(CBOT)
May02 020401 284.50 287.00 284.00 285.25 +0.25 34,091 53,725 -2,177
Jul02 020401 288.00 291.50 287.50 289.50 +0.50 17,829 38,658 +2,869
Sep02 020401 294.00 296.25 294.00 294.75 +0.50 1,110 7,698 +230
Dec02 020401 304.00 306.25 304.00 305.00 +0.50 801 10,604 -37
Mar03 020401 310.00 310.00 310.00 310.00 +0.50 79 677 +25
Total Volume and Open Interest 53,930 112,043 +917
Wheat(KCBT)
May02 020401 289.00 296.50 289.00 296.00 +6.00 10,949 26,392 -1,207
Jul02 020401 296.50 303.75 296.50 303.50 +4.75 8,976 26,944 +4,684
Sep02 020401 305.50 308.00 305.50 308.00 +4.50 325 4,263 +66
Dec02 020401 314.50 317.75 313.50 317.75 +4.75 330 5,523 +1
Mar03 020401 319.00 322.00 319.00 322.00 +5.50 71 1,598 +30
Total Volume and Open Interest 20,651 65,528 +3,574
Wheat(MGE)
May02 020401 302.50 306.50 302.50 306.25 +3.25 5,060 14,556 +177
Jul02 020401 309.25 313.00 309.25 312.75 +2.75 1,668 5,264 +690
Sep02 020401 316.00 319.50 315.00 319.50 +2.00 346 2,792 +154
Dec02 020401 327.00 328.50 327.00 328.25 +2.25 307 1,925 +297
Mar03 020401 336.00 336.00 336.00 336.00 +2.50 70 259 +47
Total Volume and Open Interest 7,452 24,836 +1,365
Oats(CBOT)
May02 020401 199.25 204.00 199.25 203.75 +4.75 878 6,107 -7
Jul02 020401 172.00 174.25 172.00 174.00 +2.75 210 2,121 +67
Sep02 020401 145.00 145.00 144.00 144.50 +0.50 19 353 +8
Dec02 020401 143.50 144.75 143.50 144.50 +0.75 18 2,968 +7
Total Volume and Open Interest 1,125 11,551 +75
Rough Rice(CBOT)
May02 020401 3.73 3.74 3.69 3.73 +0.01 539 4,061 +99
Jul02 020401 3.95 3.98 3.94 3.95 unch 230 1,216 +92
Sep02 020401 4.18 4.18 4.16 4.16 unch 24 265 +5
Nov02 020401 4.34 4.40 4.34 4.37 +0.01 25 808 +2
Total Volume and Open Interest 835 7,462 +198
Live Cattle(CME)
Apr02 020401 71.600 71.925 71.600 71.925 +1.500 6,921 24,001 -1,637
Jun02 020401 66.500 67.100 66.500 67.025 +1.225 5,430 35,805 -291
Aug02 020401 66.200 66.600 66.150 66.550 +1.050 2,043 19,350 +428
Oct02 020401 68.750 69.300 68.750 69.275 +0.925 1,075 14,428 +68
Dec02 020401 70.000 70.800 70.000 70.625 +0.925 702 5,571 +169
Feb03 020401 71.350 71.950 71.350 71.700 +0.700 154 1,863 -49
Total Volume and Open Interest 16,394 101,403 -1,272
Feeder Cattle(CME)
Apr02 020401 79.200 80.100 79.200 79.925 +1.175 793 3,781 -52
May02 020401 79.050 80.150 79.050 79.950 +1.250 1,459 6,616 +36
Aug02 020401 82.200 82.950 82.150 82.900 +1.150 370 3,308 +63
Sep02 020401 81.900 82.750 81.900 82.675 +0.875 108 560 +67
Oct02 020401 81.950 82.700 81.950 82.600 +1.150 68 778 +5
Nov02 020401 82.100 83.050 82.100 83.050 +0.950 9 219 -4
Jan03 020401 82.600 83.100 82.600 83.100 +0.700 0 40 +0
Total Volume and Open Interest 2,807 15,302 -1,142
Lean Hogs(CME)
Apr02 020401 51.700 52.450 50.900 51.050 -0.825 2,913 7,966 -1,232
May02 020401 60.100 61.100 60.100 60.400 -0.125 217 3,522 +21
Jun02 020401 60.400 61.300 60.300 60.750 +0.250 2,351 16,125 +323
Jul02 020401 58.750 59.350 58.600 58.950 +0.050 268 2,722 +44
Aug02 020401 56.375 57.050 56.375 56.625 +0.075 152 1,677 +101
Oct02 020401 47.525 47.950 47.400 47.650 -0.150 64 1,248 +6
Dec02 020401 45.250 45.600 45.200 45.300 unch 47 1,080 +24
Feb03 020401 47.400 47.500 47.400 47.500 +0.100 78 372 +54
Total Volume and Open Interest 6,090 34,712 -659
Pork Bellies(CME)
May02 020401 75.500 76.275 73.300 73.400 -2.425 439 1,873 -66
Jul02 020401 76.550 77.400 74.700 74.725 -2.125 140 568 +62
Aug02 020401 75.250 75.600 74.000 74.000 -1.550 3 73 +1
Feb03 020401 70.000 70.000 69.000 69.000 -1.250 0 4 +0
Mar03 020401 69.000 69.000 69.000 69.000 -1.250 0 1 +0
Total Volume and Open Interest 582 2,519 -3
Cocoa(NYBOT)
May02 020401 1500 1508 1495 1504 +10 3,320 26,588 -398
Jul02 020401 1490 1494 1482 1492 +10 1,255 17,967 +265
Sep02 020401 1473 1473 1465 1472 +10 189 10,045 -39
Dec02 020401 1404 1404 1400 1400 +6 687 12,891 -4
Mar03 020401 1353 1353 1348 1348 +7 228 9,822 +91
May03 020401 1331 1331 1331 1331 +7 0 5,609 +0
Jul03 020401 1324 1324 1324 1324 +10 0 3,507 +0
Total Volume and Open Interest 6,153 98,518 +289
Coffee "C"(NYBOT)
May02 020401 56.50 58.70 56.50 58.50 +1.30 6,340 33,859 +58
Jul02 020401 59.00 60.70 58.75 60.60 +1.40 2,632 15,694 +80
Sep02 020401 60.60 62.25 60.00 62.20 +1.60 1,020 8,737 +476
Dec02 020401 61.75 63.25 61.65 63.25 +1.65 420 5,603 +229
Mar03 020401 63.00 64.00 62.50 63.75 +1.65 61 3,807 +41
May03 020401 63.25 64.00 63.25 64.00 +1.90 40 853 +30
Total Volume and Open Interest 10,537 68,871 +914
Orange Juice(NYBOT)
May02 020401 92.55 92.55 91.80 91.85 -0.65 630 14,433 -184
Jul02 020401 92.40 92.40 91.90 92.00 -0.45 317 4,452 +190
Sep02 020401 91.80 91.85 91.65 91.70 -0.80 15 1,138 -15
Nov02 020401 91.45 91.45 91.45 91.45 -0.80 15 1,692 +10
Jan03 020401 91.90 91.90 91.90 91.90 -0.80 71 1,421 +5
Total Volume and Open Interest 1,048 23,230 +6
Sugar #11(NYBOT)
May02 020401 5.90 5.90 5.75 5.77 -0.16 16,931 78,976 -3,102
Jul02 020401 5.20 5.23 5.10 5.16 -0.09 10,522 51,390 +2,707
Oct02 020401 5.25 5.30 5.22 5.23 -0.08 1,879 32,143 -213
Mar03 020401 5.64 5.66 5.60 5.60 -0.05 558 14,699 +235
May03 020401 5.64 5.64 5.62 5.62 -0.05 54 4,951 +17
Total Volume and Open Interest 30,168 198,871 -299
London Cocoa(LCE)
May02 020328 1194 1202 1186 1191 +1 1,124 34,249 -68
Jul02 020328 1220 1227 1211 1216 unch 603 43,322 -113
Sep02 020328 1170 1172 1156 1162 +1 195 28,149 -106
Dec02 020328 1097 1097 1080 1085 +2 202 16,104 +327
Mar03 020328 1056 1056 1033 1040 +4 417 28,624 +173
May03 020328 1042 1043 1034 1037 +4 5 3,969 +0
Jul03 020328 1037 1037 1037 1037 +3 0 2,323 +0
Total Volume and Open Interest 2,895 162,405 +461
London Coffee(LCE)
May02 020328 525.00 536.00 520.00 535.00 +17.00 1,814 30,243 -456
Jul02 020328 520.00 535.00 520.00 535.00 +15.00 1,595 28,094 +487
Sep02 020328 520.00 535.00 520.00 535.00 +15.00 1,788 23,163 +258
Nov02 020328 529.00 539.00 528.00 539.00 +16.00 1,457 12,369 +909
Jan03 020328 537.00 542.00 536.00 542.00 +15.00 197 4,421 +155
Mar03 020328 540.00 545.00 538.00 545.00 +14.00 144 2,771 +7
Total Volume and Open Interest 7,180 102,976 +1,509
London Sugar(LCE)
May02 020328 209.50 209.50 206.30 207.50 -2.10 3,024 11,849 -1,218
Aug02 020328 190.20 191.00 188.00 189.00 -2.00 1,807 17,938 +1,013
Oct02 020328 175.00 176.00 175.00 175.00 -1.60 158 9,488 +0
Dec02 020328 175.00 176.50 175.00 176.50 -1.10 262 2,476 +259
Mar03 020328 178.50 178.50 178.50 178.50 -2.10 0 2,506 +0
Total Volume and Open Interest 5,251 45,455 +54
Cotton(NYBOT)
May02 020401 38.16 38.45 37.82 38.41 +0.25 9,337 22,403 -1,618
Jul02 020401 39.45 39.99 39.35 39.95 +0.31 4,034 21,078 +989
Oct02 020401 41.50 42.00 41.50 42.00 +0.30 7 727 +1
Dec02 020401 42.95 43.25 42.85 43.25 +0.17 1,208 16,640 +343
Mar03 020401 44.55 44.80 44.55 44.80 +0.30 0 1,681 +0
May03 020401 47.00 47.00 47.00 47.00 +0.30 0 1,313 +0
Total Volume and Open Interest 14,586 64,856 -285
Lumber(CME)
May02 020401 294.0 297.5 292.0 295.7 +0.5 352 1,495 -87
Jul02 020401 305.5 307.0 303.5 307.0 +0.7 118 475 -11
Sep02 020401 305.4 306.5 305.4 306.5 +1.0 16 154 +8
Nov02 020401 299.0 299.0 299.0 299.0 +2.3 2 50 +0
Total Volume and Open Interest 488 2,174 -90
Crude Oil(NYM)
May02 020401 26.85 27.05 26.66 26.88 +0.57 94,042 151,561 -623
Jun02 020401 26.90 27.10 26.79 27.01 +0.64 62,962 81,925 -2,450
Jul02 020401 26.85 27.10 26.70 26.91 +0.59 17,969 45,462 +1,852
Aug02 020401 26.70 26.70 26.50 26.64 +0.51 4,602 22,588 +62
Sep02 020401 26.40 26.50 26.25 26.37 +0.45 2,163 23,129 -394
Oct02 020401 26.20 26.20 26.00 26.09 +0.40 1,009 13,637 +149
Nov02 020401 25.85 25.85 25.72 25.81 +0.35 1,644 11,259 -177
Dec02 020401 25.62 25.62 25.45 25.53 +0.30 14,445 40,828 -1,706
Jan03 020401 25.17 25.26 25.17 25.26 +0.27 1,719 11,697 +296
Feb03 020401 25.05 25.05 24.95 24.99 +0.22 197 6,498 +58
Total Volume and Open Interest 208,829 491,548 -4,072
Heating Oil(NYM)
May02 020401 69.00 69.50 68.20 68.69 +1.36 24,966 48,789 +811
Jun02 020401 69.20 69.40 68.50 68.94 +1.41 6,392 18,053 -269
Jul02 020401 69.20 69.60 69.10 69.24 +1.31 2,352 14,340 -133
Aug02 020401 69.60 70.00 69.50 69.59 +1.21 485 12,498 +128
Sep02 020401 70.80 70.80 70.05 70.24 +1.16 447 8,432 +105
Oct02 020401 71.00 71.30 70.80 70.84 +1.11 183 5,815 +0
Nov02 020401 72.20 72.20 71.13 71.44 +1.06 148 4,967 -21
Dec02 020401 72.70 72.70 71.68 71.94 +1.01 1,090 12,867 +601
Jan03 020401 73.00 73.00 71.93 72.09 +0.91 220 5,665 -208
Feb03 020401 72.60 72.60 71.48 71.54 +0.81 63 3,606 -32
Total Volume and Open Interest 52,492 145,406 -5,021
Unleaded Gas(NYM)
May02 020401 84.90 85.05 84.10 84.90 +1.64 25,525 60,236 +1,592
Jun02 020401 84.00 84.50 83.60 84.37 +1.52 9,056 24,829 +710
Jul02 020401 82.90 82.90 82.00 82.62 +1.37 1,808 15,120 +834
Aug02 020401 81.00 81.00 80.00 80.27 +1.17 725 12,795 +66
Sep02 020401 77.60 77.60 77.10 77.42 +1.02 538 11,848 -44
Oct02 020401 73.15 73.37 73.15 73.37 +0.92 372 1,398 +37
Nov02 020401 71.40 71.77 71.40 71.77 +0.87 53 922 +47
Dec02 020401 71.25 71.25 71.07 71.07 +0.82 112 1,959 +104
Total Volume and Open Interest 55,158 132,370 -1,561
Natural Gas(NYM)
May02 020401 3.335 3.550 3.325 3.531 +0.248 37,878 63,650 -800
Jun02 020401 3.370 3.560 3.360 3.549 +0.240 7,843 34,133 +1,399
Jul02 020401 3.405 3.585 3.405 3.574 +0.227 2,824 27,201 +800
Aug02 020401 3.440 3.605 3.440 3.600 +0.218 3,519 35,285 -13
Sep02 020401 3.465 3.600 3.445 3.598 +0.211 1,902 25,756 -149
Oct02 020401 3.460 3.620 3.460 3.603 +0.202 3,040 46,947 -504
Nov02 020401 3.695 3.830 3.685 3.818 +0.172 2,340 32,572 -726
Dec02 020401 3.930 4.040 3.930 4.023 +0.152 3,195 27,813 +339
Total Volume and Open Interest 72,072 526,819 -520
Brent Crude Oil(IPE)
May02 020328 25.62 25.95 25.30 25.92 +0.48 31,896 83,053 +2,270
Jun02 020328 25.35 25.65 25.08 25.57 +0.32 24,834 72,182 +734
Jul02 020328 25.00 25.40 24.90 25.31 +0.27 5,656 30,792 +737
Aug02 020328 24.73 25.20 24.72 25.14 +0.28 850 12,709 +160
Sep02 020328 24.57 24.97 24.57 24.97 +0.29 423 8,601 -306
Oct02 020328 24.43 24.80 24.36 24.80 +0.29 134 8,949 -22
Nov02 020328 24.27 24.63 24.20 24.63 +0.29 418 5,566 -54
Dec02 020328 24.15 24.46 24.00 24.46 +0.29 4,274 26,847 -247
Total Volume and Open Interest 70,430 282,681 +3,709
Gas Oil(IPE)
Apr02 020328 201.00 203.50 199.50 201.50 +1.00 9,209 40,433 -1,085
May02 020328 202.75 205.00 201.50 203.25 +1.00 4,084 29,032 -407
Jun02 020328 204.25 206.75 203.75 205.25 +1.25 2,282 23,925 -1,041
Jul02 020328 206.50 207.75 206.00 207.00 +1.25 272 9,651 +77
Aug02 020328 208.50 208.50 208.50 208.50 +1.25 0 7,145 +0
Sep02 020328 210.00 210.00 210.00 210.00 +1.25 0 8,189 -903
Oct02 020328 210.50 211.25 210.50 211.25 +1.25 25 7,655 +0
Nov02 020328 211.50 211.50 211.50 211.50 +1.25 1 7,968 +0
Total Volume and Open Interest 15,926 190,680 -2,931
US Dollar Index(NYBOT)
Jun02 020401 118.95 118.95 117.96 118.19 -0.87 758 5,893 -19
Sep02 020401 118.61 118.61 118.61 118.61 -0.87 1 2,045 +1
Dec02 020401 118.85 118.90 118.85 118.90 -0.87 0 8 +0
Total Volume and Open Interest 759 7,946 -18
Australian Dollar(IMM)
Jun02 020401 53.16 53.27 53.00 53.07 -0.02 2,809 43,060 +1,617
Sep02 020401 52.80 52.80 52.73 52.73 -0.02 0 42 +0
Dec02 020401 52.39 52.39 52.39 52.39 -0.02 0 47 +0
Total Volume and Open Interest 2,809 43,177 +1,617
British Pound(IMM)
Jun02 020401 142.14 143.70 142.10 143.48 +1.58 3,582 24,827 +580
Sep02 020401 141.60 142.70 141.60 142.70 +1.58 5 939 +5
Dec02 020401 140.70 141.92 140.70 141.92 +1.58      
Total Volume and Open Interest 3,587 25,766 +585
Canadian Dollar(IMM)
Jun02 020401 62.53 62.55 62.35 62.50 -0.19 6,392 56,518 -349
Sep02 020401 62.46 62.50 62.25 62.43 -0.19 71 3,906 +25
Dec02 020401 62.40 62.40 62.25 62.37 -0.19 36 1,633 +5
Mar03 020401 62.30 62.31 62.30 62.31 -0.19 46 264 +36
Total Volume and Open Interest 6,547 62,476 -281
Japanese Yen(IMM)
Jun02 020401 75.05 75.44 75.01 75.25 -0.42 5,420 70,188 -5
Sep02 020401 75.66 75.72 75.66 75.72 -0.42 2 592 +1
Dec02 020401 76.33 76.33 76.33 76.33 -0.42 0 260 +0
Total Volume and Open Interest 5,422 71,216 -4
Swiss Franc(IMM)
Jun02 020401 59.71 60.37 59.69 60.24 +0.81 7,623 29,140 -2,084
Sep02 020401 60.00 60.34 60.00 60.34 +0.81 10 347 -19
Dec02 020401 60.47 60.47 60.47 60.47 +0.81 0 35 +0
Total Volume and Open Interest 7,633 29,522 -2,103
EuroFX(IMM)
Jun02 020401 87.13 87.95 87.09 87.80 +0.98 7,818 101,125 +395
Sep02 020401 87.45 87.67 87.45 87.56 +0.97 31 1,274 +38
Dec02 020401 87.39 87.39 87.39 87.39 +0.96 0 289 +0
Total Volume and Open Interest 7,852 102,703 +436
Mexican Peso(IMM)
Jun02 020401 10980.0 10992.0 10950.0 10972.0 +5.0 1,565 37,702 -702
Sep02 020401 10820.0 10820.0 10807.0 10817.0 +5.0 51 2,300 +0
Total Volume and Open Interest 1,618 40,983 -700
30-Year T-Bonds(CBOT)
Jun02 020401 98~05 98~24 97~31 98~08 +0~03 149,528 427,260 +19,396
Sep02 020401 97~15 97~22 97~00 97~07 +0~03 380 30,469 -231
Dec02 020401 96~12 96~12 96~12 96~12 +0~03 6 272 +6
Total Volume and Open Interest 149,914 458,001 +19,171
Municipal Bonds(CBOT)
Jun02 020401 100~31 101~08 100~25 101~02 +0~01 493 8,137 +10
Total Volume and Open Interest 493 8,137 +10
10-Year T-Notes(CBOT)
Jun02 020401 102~150 102~280 102~095 102~150 +0~005 194,912 684,209 +22,540
Sep02 020401 101~150 101~150 101~050 101~085 +0~005 199 6,580 +61
Total Volume and Open Interest 195,111 690,790 +22,601
5-Year T-Notes(CBOT)
Jun02 020401 103~270 104~025 103~185 103~215 -0~020 52,968 634,166 +13,582
Sep02 020401 102~195 102~195 102~195 102~195 -0~020 7 342 +3
Total Volume and Open Interest 52,975 634,508 +13,585
2 Year T-Notes(CBOT)
Jun02 020401 103~046 103~058 103~032 103~036 -0~001 7,283 91,608 +2,548
Total Volume and Open Interest 7,283 91,608 -5,215
3-Mth T-Bills(IMM)
Jun02 020401 97.80 97.81 97.80 97.81 +0.01 1 280 +0
Total Volume and Open Interest 1 280 +0
Eurodollars(IMM)
Jun02 020401 97.490 97.510 97.455 97.465 -0.005 100,215 753,935 +4,292
Sep02 020401 96.755 96.795 96.710 96.735 unch 155,569 649,599 -2,247
Dec02 020401 96.110 96.155 96.065 96.085 unch 143,825 757,380 +141
Mar03 020401 95.510 95.570 95.465 95.485 unch 69,936 414,911 +1,510
Jun03 020401 95.025 95.090 94.985 95.000 -0.005 46,771 316,960 -37
Sep03 020401 94.690 94.740 94.645 94.650 -0.015 20,786 231,905 -5,241
Dec03 020401 94.440 94.495 94.405 94.410 -0.010 14,416 184,393 -4,293
Mar04 020401 94.295 94.335 94.250 94.250 -0.020 14,528 129,824 -7,985
Jun04 020401 94.130 94.165 94.075 94.085 -0.020 8,447 118,113 -6,391
Sep04 020401 93.985 93.995 93.930 93.940 -0.020 4,319 112,628 -2,352
Dec04 020401 93.840 93.845 93.765 93.775 -0.020 5,192 88,991 -2,891
Mar05 020401 93.765 93.785 93.715 93.715 -0.025 3,705 83,691 -1,883
Total Volume and Open Interest 622,341 4,385,444 -49,032
3-Mth Euro-Yen(IMM)
Jun02 020401 99.90 99.90 99.90 99.90 unch 413 16,907 -185
Sep02 020401 99.88 99.88 99.88 99.88 unch 349 3,983 -855
Dec02 020401 99.85 99.85 99.85 99.85 unch 394 2,769 +120
Mar03 020401 99.83 99.83 99.83 99.83 unch 96 2,451 -10
Jun03 020401 99.82 99.82 99.82 99.82 unch 112 1,383 -14
Sep03 020401 99.76 99.76 99.76 99.76 unch 23 3,243 -3
Dec03 020401 99.69 99.69 99.69 99.69 unch 0 171 +0
Mar04 020401 99.64 99.64 99.64 99.64 +0.01 1 359 +1
Jun04 020401 99.53 99.53 99.53 99.53 unch 0 49 +0
Sep04 020401 99.41 99.41 99.41 99.41 unch 0 33 +0
Total Volume and Open Interest 1,388 31,349 -946
3-Mth Euro-Yen(SIMEX)
Jun02 020401 99.89 99.90 99.89 99.89 +0.00 1,502 104,776 -631
Sep02 020401 99.87 99.88 99.87 99.88 0.00 850 37,590 -733
Dec02 020401 99.86 99.86 99.86 99.86 0.00 246 25,622 +139
Mar03 020401 99.82 99.82 99.82 99.82 unch 51 26,330 -21
Jun03 020401 99.82 99.82 99.82 99.82 +0.00 17 32,452 +30
Sep03 020401 99.77 99.77 99.77 99.77 unch 9 21,922 +29
Dec03 020401 99.70 99.71 99.70 99.71 unch 0 8,409 +0
Mar04 020401 99.62 99.62 99.62 99.62 +0.01 1 12,003 +1
Total Volume and Open Interest 2,676 276,014 -1,186
German Euro-Bund(EUREX)
Jun02 020328 105.08 105.25 104.65 104.78 -0.25 618,223 622,367 +11,450
Sep02 020328 104.80 104.82 104.46 104.46 -0.25 2,153 7,297 +1,019
Dec02 020328 104.32 104.32 104.32 104.32 -0.25 1,459 1,077 +1,077
Total Volume and Open Interest 621,835 630,741 +13,546
German Euro-Bobl(EUREX)
Jun02 020328 104.19 104.31 103.94 103.98 -0.18 308,868 508,528 +9,400
Sep02 020328 103.85 103.85 103.64 103.64 -0.18 602 2,546 +355
Dec02 020328 103.26 103.26 103.26 103.26 -0.18      
Total Volume and Open Interest 309,470 511,074 +9,755
Long Gilt(LIFFE)
Jun02 020328 111~10 111~17 110~26 110~30 -0~14 53,117 80,414 -53
Sep02 020328 110~12 110~12 110~12 110~12 -0~14      
Total Volume and Open Interest 53,117 80,414 -9,930
3-Mth Short Sterling(LIFFE)
Jun02 020328 95.52 95.55 95.49 95.52 unch 19,908 0 +0
Sep02 020328 95.07 95.12 95.01 95.05 -0.02 24,564 0 +0
Dec02 020328 94.66 94.72 94.60 94.64 -0.02 19,039 0 +0
Total Volume and Open Interest 88,012    
3-Mth Euribor(LIFFE)
Jun02 020328 96.360 96.395 96.345 96.360 unch 68,259 535,137 -10,630
Sep02 020328 96.010 96.055 95.980 96.005 -0.015 68,532 405,054 -859
Dec02 020328 95.635 95.675 95.585 95.625 -0.015 60,929 371,978 -2,009
Total Volume and Open Interest 275,413 1,963,684 -8,711
3-Mth Aus T-Bills(SFE)
Jun02 020328 94.88 94.89 94.86 94.88 unch 10,029 224,409 +7,425
Sep02 020328 94.45 94.49 94.44 94.48 +0.02 3,865 91,684 +2,029
Dec02 020328 94.14 94.17 94.13 94.17 +0.03 1,841 55,832 +1,047
Mar03 020328 93.92 93.96 93.92 93.95 +0.04 667 24,465 +248
Jun03 020328 93.74 93.78 93.74 93.78 +0.04 520 16,653 +455
Sep03 020328 93.61 93.65 93.61 93.65 +0.03 871 13,921 +474
Dec03 020328 93.53 93.57 93.53 93.57 +0.03 38 9,206 +38
Mar04 020328 93.54 93.55 93.52 93.52 +0.02 47 5,480 +47
Jun04 020328 93.50 93.50 93.49 93.49 +0.02 0 2,681 +0
Sep04 020328 93.46 93.46 93.46 93.46 +0.02 43 1,406 +0
Total Volume and Open Interest 17,921 447,348 +11,763
10-Year Aus T-Bonds(SFE)
Jun02 020401 93.58 93.60 93.57 93.58 -0.01 1,203 192,271 +0
Sep02 020401 93.53 93.53 93.53 93.53 unch      
Total Volume and Open Interest 9,284 192,271 +0
3-Year Aus T-Bonds(SFE)
Jun02 020328 93.97 93.99 93.96 93.99 unch 36,712 436,051 +34,212
Sep02 020328 93.89 93.89 93.89 93.89 unch      
Total Volume and Open Interest 36,712 436,051 +34,212
Gold(CMX)
Apr02 020401 302.5 303.2 300.7 303.2 +0.6 4,104 2,159 -6,575
Jun02 020401 303.5 304.3 301.9 304.2 +0.5 29,316 101,022 +2,906
Aug02 020401 305.0 305.3 303.5 305.1 +0.5 869 5,258 +169
Oct02 020401 304.5 306.1 304.5 306.1 +0.6 22 3,798 +22
Dec02 020401 306.7 307.8 305.0 307.3 +0.7 407 13,125 +77
Feb03 020401 308.5 308.5 308.5 308.5 +0.8 21 6,019 +21
Total Volume and Open Interest 34,770 146,980 -3,410
Silver(CMX)
May02 020401 467.0 470.5 465.5 470.0 +5.0 9,634 50,032 +540
Jul02 020401 469.0 472.5 467.0 471.8 +5.2 1,355 13,917 +576
Sep02 020401 472.0 472.8 471.0 472.8 +5.2 1 1,885 +0
Dec02 020401 474.0 475.0 470.0 474.3 +5.2 127 7,426 +22
Mar03 020401 476.4 476.4 476.4 476.4 +5.1 12 1,177 -2
Total Volume and Open Interest 11,389 77,425 +1,290
Platinum(NYM)
Apr02 020401 517.0 524.5 517.0 523.7 +2.0 383 382 -159
Jul02 020401 521.5 524.0 520.0 521.7 +3.0 528 6,429 +109
Oct02 020401 515.7 515.7 515.7 515.7 +3.0 0 61 +0
Total Volume and Open Interest 912 6,874 -49
Palladium(NYME)
Jun02 020401 394.00 394.00 388.00 390.65 +1.75 76 1,086 +12
Sep02 020401 389.65 389.65 389.65 389.65 +1.75 0 50 +0
Total Volume and Open Interest 76 1,136 +12
Copper(CMX)
May02 020401 76.30 76.50 76.05 76.45 +0.10 8,246 42,032 +820
Jul02 020401 76.90 77.15 76.70 77.10 +0.10 4,569 10,225 +879
Sep02 020401 77.45 77.65 77.30 77.60 +0.10 96 7,276 +59
Dec02 020401 78.15 78.30 78.10 78.30 +0.10 39 7,383 -13
Mar03 020401 78.90 78.90 78.90 78.90 +0.10 2 1,589 -2
Total Volume and Open Interest 13,647 79,975 +1,267
DJIA Index(CBOT)
Jun02 020401 10355 10385 10265 10345 -29 11,531 26,427 -267
Sep02 020401 10308 10390 10292 10367 -29 9 417 +15
Dec02 020401 10405 10405 10405 10405 -31 1 177 +2
Total Volume and Open Interest 11,541 27,021 -250
S & P 500(CME)
Jun02 020401 1141.50 1149.90 1134.20 1144.50 -4.70 49,694 473,688 -2,102
Sep02 020401 1141.00 1148.00 1141.00 1148.00 -4.70 534 19,992 +132
Dec02 020401 1153.70 1153.70 1153.70 1153.70 -4.70 63 1,977 +63
Mar03 020401 1161.50 1161.50 1161.50 1161.50 -4.70 0 82 +0
Total Volume and Open Interest 50,291 495,861 -1,907
S & P 500 E-Mini(Globex)
Jun02 020401 1145.25 1150.00 1134.25 1144.50 -4.75 190,233 119,622 +4,397
Sep02 020401 1126.50 1151.75 1126.50 1148.00 -4.75 12 10 +2
Total Volume and Open Interest 190,245 119,632 +4,399
NASDAQ 100(CME)
Jun02 020401 1444.00 1490.00 1430.00 1483.50 +24.00 8,345 45,363 -359
Sep02 020401 1493.50 1493.50 1493.50 1493.50 +24.00 0 28 +0
Dec02 020401 1458.00 1503.50 1458.00 1503.50 +24.00 0 5 +0
Total Volume and Open Interest 8,345 45,396 -359
NASDAQ 100 E-Mini(GLOBEX)
Jun02 020401 1454.0 1489.5 1430.5 1483.5 +24.0 103,311 75,190 -601
Sep02 020401 1465.0 1493.5 1465.0 1493.5 +24.0 0 2 +0
Total Volume and Open Interest 103,311 75,192 -601
NYSE Composite(NYBOT)
Jun02 020401 597.25 599.25 593.75 597.65 -3.35 472 4,658 +31
Sep02 020401 598.65 598.65 598.65 598.65 -3.35 0 410 +0
Dec02 020401 599.65 599.65 599.65 599.65 -3.35 0 200 +0
Total Volume and Open Interest 472 5,268 +31
S & P Midcap 400(CME)
Jun02 020401 540.00 543.50 533.50 541.00 -1.45 484 13,567 -45
Sep02 020401 545.00 545.00 545.00 545.00 -1.45      
Dec02 020401 549.00 549.00 549.00 549.00 -1.45      
Total Volume and Open Interest 484 13,567 -45
Russell 2000(CME)
Jun02 020401 504.50 508.00 498.75 503.75 -3.75 3,187 26,732 -908
Sep02 020401 505.65 505.65 505.65 505.65 -3.75      
Dec02 020401 507.65 507.65 507.65 507.65 -3.75      
Total Volume and Open Interest 3,187 26,732 -908
Value Line(KCBT)
Jun02 020401 1309.00 1316.50 1292.00 1312.00 unch 30 374 +11
Total Volume and Open Interest 30 374 +11
Nikkei 225(CME)
Jun02 020401 11110 11150 11030 11105 -255 807 16,203 +80
Sep02 020401 11130 11130 11130 11130 -255 0 3 +0
Total Volume and Open Interest 807 16,215 +80
Nikkei 225(SIMEX)
Jun02 020401 11130 11180 11005 11060 -25 11,188 85,423 -196
Sep02 020401 11060 11060 11060 11060 -25 0 275 +0
Dec02 020401 11040 11040 11040 11040 -25      
Total Volume and Open Interest 11,188 86,001 -196
CAC 40(MATIF)
Apr02 020328 4628.5 4701.0 4600.0 4685.0 +70.0 151,990 325,025 +146,073
May02 020328 4656.0 4656.0 4656.0 4656.0 +69.5 0 1,683 +0
Jun02 020328 4610.0 4666.5 4587.0 4645.0 +69.5 11,464 73,851 +9,609
Total Volume and Open Interest 391,625 986,245 +151,130
DAX Index(EUREX)
Jun02 020328 5396.0 5470.0 5395.0 5396.0 +4.0 43,162 182,707 -428
Sep02 020328 5490.0 5509.0 5445.5 5445.5 +3.0 126 3,536 +91
Dec02 020328 5552.5 5552.5 5500.0 5500.0 +4.0 68 572 +57
Total Volume and Open Interest 43,356 186,815 -280
FT-SE 100(LIFFE)
Jun02 020328 5250.00 5308.00 5241.00 5276.00 +38.00 31,850 352,732 +2,138
Sep02 020328 5268.00 5322.50 5267.00 5295.50 +39.00 89 6,500 +37
Dec02 020328 5321.00 5360.50 5321.00 5344.50 +40.50 311 5,574 +0
Total Volume and Open Interest 32,266 365,397 +2,161
SPI 200(SFE)
Jun02 020328 3440.0 3440.0 3403.0 3412.0 -18.0 30,822 121,630 +28,607
Sep02 020328 3426.0 3426.0 3426.0 3426.0 -18.0 0 1,097 +0
Dec02 020328 3441.0 3441.0 3441.0 3441.0 -18.0 0 783 +0
Total Volume and Open Interest 67,954 250,563 +2,903
GSCI(CME)
Apr02 020401 204.60 205.50 204.00 204.70 +3.10 319 21,390 +82
May02 020401 204.75 205.50 204.75 205.30 +3.00 50 64 +50
Jun02 020401 204.80 204.80 204.80 204.80 +2.00      
Total Volume and Open Interest 369 21,454 +132
Bridge CRB Index(NYBOT)
Apr02 020401 205.20 206.50 205.00 206.10 +2.10 27 230 -9
Jun02 020401 206.50 207.60 206.00 207.60 +2.20 2 150 +2
Aug02 020401 209.10 209.10 209.10 209.10 +2.30 1 52 +1
Total Volume and Open Interest 30 433 -6
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.