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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 September 26, 2002
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Nov02 020926 562.00 566.50 559.75 565.50 +6.75 28,667 98,708 +124
Jan03 020926 564.50 569.75 563.25 568.50 +6.25 3,070 29,683 +498
Mar03 020926 565.50 571.25 564.25 570.25 +7.00 1,969 25,523 +56
May03 020926 563.00 569.00 562.00 568.50 +7.00 3,064 30,260 -238
Jul03 020926 563.50 568.50 560.50 568.25 +8.75 1,597 13,884 +719
Aug03 020926 558.00 560.00 557.00 560.00 +8.00 54 850 +36
Sep03 020926 537.00 537.00 537.00 537.00 +3.75 72 113 +68
Total Volume and Open Interest 39,633 205,576 +1,483
Soybean Meal(CBOT)
Oct02 020926 178.00 178.70 176.10 177.40 -0.10 7,567 14,319 -1,179
Dec02 020926 178.90 179.60 177.00 178.30 +0.30 16,745 66,021 -637
Jan03 020926 178.70 179.60 177.30 178.80 +1.10 3,086 12,697 +604
Mar03 020926 178.50 179.50 177.10 178.90 +1.20 1,857 11,523 +35
May03 020926 177.00 178.50 176.00 177.80 +1.30 1,482 15,280 +145
Jul03 020926 176.00 178.00 175.80 177.50 +1.70 424 9,766 +89
Aug03 020926 174.50 174.70 173.50 174.70 +2.10 48 2,289 +23
Sep03 020926 169.50 171.50 169.00 170.50 +2.00 187 1,780 +84
Total Volume and Open Interest 31,871 137,926 -663
Soybean Oil(CBOT)
Oct02 020926 19.95 20.27 19.95 20.12 +0.23 8,098 10,675 -2,202
Dec02 020926 20.10 20.35 20.05 20.26 +0.28 14,007 78,694 +1,092
Jan03 020926 20.14 20.35 20.14 20.30 +0.26 2,282 14,467 +74
Mar03 020926 20.21 20.43 20.20 20.39 +0.28 1,586 14,963 -642
May03 020926 20.24 20.46 20.22 20.40 +0.21 1,186 11,018 -276
Jul03 020926 20.24 20.48 20.24 20.43 +0.24 401 6,430 +27
Aug03 020926 20.20 20.25 20.17 20.25 +0.21 16 1,257 +15
Sep03 020926 20.05 20.10 20.05 20.10 +0.19 30 660 -25
Total Volume and Open Interest 28,596 142,966 -1,665
Canola(WCE)
Nov02 020926 422.5 425.5 422.5 425.0 +3.5 4,419 18,871 -2,112
Jan03 020926 429.0 430.7 428.4 429.8 +3.1 3,638 20,362 +928
Mar03 020926 428.0 430.0 428.0 429.7 +3.0 1,591 8,520 -28
May03 020926 429.0 429.2 429.0 429.2 +2.7 355 1,979 -150
Jul03 020926 429.3 429.3 429.3 429.3 +3.6 823 644 +187
Total Volume and Open Interest 11,689 52,476 -892
Corn(CBOT)
Dec02 020926 259.50 261.00 258.50 260.50 +2.00 49,423 299,005 -1,433
Mar03 020926 266.75 268.50 266.00 267.75 +2.00 10,535 106,714 +1,646
May03 020926 270.75 272.25 270.00 272.00 +2.00 1,378 28,373 +99
Jul03 020926 271.75 273.00 271.00 272.50 +1.75 2,122 32,910 -35
Sep03 020926 258.00 259.00 257.50 257.75 +0.75 209 7,221 +146
Dec03 020926 247.50 248.50 247.00 247.75 +0.75 1,977 23,444 -519
Total Volume and Open Interest 65,735 501,211 -76
Wheat(CBOT)
Dec02 020926 394.00 404.00 394.00 402.25 +11.25 33,144 85,748 -1,479
Mar03 020926 395.50 404.50 395.50 401.00 +7.50 5,470 22,935 -353
May03 020926 378.50 382.50 378.00 382.00 +7.50 301 2,129 +157
Jul03 020926 351.00 353.00 349.50 352.50 +3.00 2,381 12,679 +660
Sep03 020926 353.00 355.00 352.00 355.00 +3.00 104 820 +82
Total Volume and Open Interest 41,565 126,396 -850
Wheat(KCBT)
Dec02 020926 459.00 466.00 459.00 465.00 +8.50 7,544 46,919 -1,533
Mar03 020926 446.00 450.00 445.00 450.00 +8.00 3,066 20,005 +336
May03 020926 413.00 420.00 413.00 418.00 +7.75 191 1,980 +35
Jul03 020926 377.00 380.00 377.00 378.75 +3.75 473 6,830 -92
Sep03 020926 380.00 380.00 380.00 380.00 +2.00 1 307 +0
Total Volume and Open Interest 11,276 76,443 -1,254
Wheat(MGE)
Dec02 020926 496.00 499.50 492.50 499.00 +6.00 3,988 18,583 -622
Mar03 020926 488.00 490.25 485.25 490.00 +6.25 1,759 7,352 +496
May03 020926 467.00 467.50 463.00 466.00 +4.50 123 1,748 +28
Jul03 020926 427.00 432.00 425.50 431.00 +4.25 118 1,553 +19
Sep03 020926 393.00 394.00 392.00 394.00 +2.00 59 605 -3
Total Volume and Open Interest 6,066 30,738 -89
Oats(CBOT)
Dec02 020926 211.00 214.75 211.00 213.50 +2.75 1,256 7,171 +24
Mar03 020926 206.00 207.75 206.00 206.50 +1.25 152 2,278 +25
May03 020926 201.75 202.00 201.00 201.00 unch 54 368 +28
Jul03 020926 195.50 195.50 195.50 195.50 unch 0 1 +0
Total Volume and Open Interest 1,462 9,819 +77
Rough Rice(CBOT)
Nov02 020926 4.16 4.16 4.05 4.05 -0.10 653 4,511 +36
Jan03 020926 4.38 4.38 4.27 4.28 -0.10 170 1,181 +95
Mar03 020926 4.51 4.51 4.50 4.50 -0.10 20 1,089 +5
May03 020926 4.72 4.72 4.72 4.72 -0.10 16 942 +10
Total Volume and Open Interest 859 8,171 +146
Live Cattle(CME)
Oct02 020926 69.200 69.200 68.200 68.275 -1.125 4,706 24,909 -1,520
Dec02 020926 71.550 71.700 70.650 70.775 -0.975 6,128 48,336 +835
Feb03 020926 72.850 72.950 72.200 72.325 -0.725 1,957 22,147 +552
Apr03 020926 72.775 72.925 72.200 72.350 -0.725 380 11,253 +118
Jun03 020926 68.600 68.600 67.850 68.000 -0.725 368 6,722 +234
Aug03 020926 68.450 68.450 68.000 68.150 -0.775 33 514 -3
Total Volume and Open Interest 13,572 113,938 +216
Feeder Cattle(CME)
Sep02 020926 81.700 81.700 81.625 81.675 +0.125 158 754 -83
Oct02 020926 81.350 81.350 80.300 80.550 -0.775 775 5,018 -25
Nov02 020926 81.450 81.450 80.300 80.425 -1.075 601 4,584 +85
Jan03 020926 79.700 79.700 78.800 78.900 -0.900 267 2,141 +80
Mar03 020926 77.600 77.600 76.850 76.900 -0.800 29 405 +5
Apr03 020926 77.450 77.450 76.800 76.850 -0.900 16 254 +2
May03 020926 77.500 77.500 76.950 76.950 -0.825 7 188 +6
Total Volume and Open Interest 1,855 13,383 +71
Lean Hogs(CME)
Oct02 020926 38.600 39.625 38.500 39.225 +1.000 2,405 6,815 -364
Dec02 020926 39.000 39.550 38.275 39.000 +0.500 4,776 20,008 -568
Feb03 020926 44.800 45.100 44.200 44.500 +0.050 707 4,481 -42
Apr03 020926 50.200 50.500 50.000 50.325 +0.175 230 1,238 -92
May03 020926 58.750 58.800 58.350 58.800 +0.200 47 646 +14
Jun03 020926 60.900 61.150 60.550 61.075 +0.325 28 902 +10
Jul03 020926 59.000 59.250 59.000 59.250 +0.200 23 226 -9
Aug03 020926 57.100 57.350 57.100 57.200 +0.200 12 137 +9
Total Volume and Open Interest 8,228 34,477 -1,042
Pork Bellies(CME)
Feb03 020926 73.200 74.800 73.000 74.750 +1.850 371 1,140 +54
Mar03 020926 73.500 74.600 73.000 74.600 +1.800 5 32 -4
May03 020926 74.100 75.500 74.100 75.500 +2.500 9 19 +1
Jul03 020926 74.250 74.250 74.250 74.250 +2.050 2 18 +1
Aug03 020926 72.500 72.500 72.500 72.500 +2.000 2 5 +1
Total Volume and Open Interest 389 1,214 +53
Cocoa(NYBOT)
Dec02 020926 2147 2157 2129 2152 -5 4,873 37,926 +534
Mar03 020926 2157 2164 2140 2162 -3 2,252 24,024 +305
May03 020926 2168 2173 2160 2173 -3 906 9,427 +396
Jul03 020926 2163 2183 2163 2183 -3 132 8,433 +105
Sep03 020926 2175 2193 2175 2193 -3 65 11,784 -6
Dec03 020926 2202 2204 2202 2204 -3 562 13,092 +264
Mar04 020926 2214 2214 2214 2214 -3 0 2,370 +0
Total Volume and Open Interest 8,891 111,509 +1,699
Coffee "C"(NYBOT)
Dec02 020926 56.20 56.40 54.90 55.20 -0.95 5,105 38,527 +29
Mar03 020926 58.95 59.10 57.85 58.10 -0.85 1,698 14,626 -25
May03 020926 60.50 60.60 59.60 59.80 -0.85 283 6,855 +95
Jul03 020926 61.90 62.00 61.10 61.10 -0.85 252 4,691 -21
Sep03 020926 63.20 63.30 62.30 62.30 -0.90 277 3,398 -26
Dec03 020926 65.50 65.50 64.25 64.30 -0.90 42 267 -1
Total Volume and Open Interest 7,665 68,451 +52
Orange Juice(NYBOT)
Nov02 020926 102.25 102.25 99.50 99.90 -2.30 2,622 16,920 +157
Jan03 020926 104.80 104.80 102.00 102.55 -2.25 2,619 5,073 +10
Mar03 020926 106.55 106.55 104.00 104.50 -2.05 118 4,331 +0
May03 020926 106.95 106.95 105.50 105.50 -1.75 1 1,058 +1
Jul03 020926 106.50 106.50 106.50 106.50 -1.20 10 740 +0
Total Volume and Open Interest 5,380 28,147 +178
Sugar #11(NYBOT)
Oct02 020926 6.90 6.98 6.83 6.92 -0.02 13,888 17,355 -3,605
Mar03 020926 6.40 6.50 6.38 6.46 unch 21,504 131,617 +1,275
May03 020926 6.18 6.24 6.14 6.20 -0.01 2,559 16,458 +625
Jul03 020926 5.89 5.91 5.80 5.81 -0.10 2,081 21,809 +592
Oct03 020926 5.85 5.85 5.75 5.76 -0.09 393 12,295 -113
Total Volume and Open Interest 40,840 206,883 -1,104
London Cocoa(LCE)
Sep02 020913 1394 1397 1381 1385 -14 1,120 2,401 -645
Dec02 020926 1488 1499 1480 1499 +6 5,022 62,167 +19
Mar03 020926 1501 1509 1489 1509 +5 2,192 41,659 -96
May03 020926 1511 1524 1507 1524 +5 1,167 11,284 -61
Jul03 020926 1528 1537 1520 1537 +5 846 13,796 +230
Sep03 020926 1544 1548 1531 1548 +4 15 9,287 +5
Dec03 020926 1546 1557 1542 1557 +5 466 10,739 +306
Total Volume and Open Interest 10,008 151,715 +703
London Coffee(LCE)
Sep02 020926 620.00 625.00 615.00 615.00 +6.00 342 1,045 -392
Nov02 020926 634.00 642.00 617.00 633.00 +4.00 2,356 38,439 -548
Jan03 020926 649.00 655.00 631.00 647.00 +5.00 1,077 34,954 -1
Mar03 020926 662.00 666.00 644.00 660.00 +4.00 1,039 26,657 +674
May03 020926 675.00 680.00 657.00 673.00 +5.00 143 12,278 +6
Jul03 020926 671.00 685.00 671.00 685.00 +4.00 18 10,889 +3
Total Volume and Open Interest 4,977 128,466 -256
London Sugar(LCE)
Oct02 020913 202.00 210.30 199.10 208.10 +5.60 4,727 1,924 -2,415
Dec02 020926 185.00 188.00 184.10 186.50 +1.00 2,162 21,203 +310
Mar03 020926 184.00 185.00 182.30 184.30 +0.80 1,509 13,970 +50
May03 020926 180.50 183.60 179.50 181.20 +1.30 237 4,773 +63
Aug03 020926 179.20 179.60 177.20 179.50 +1.10 2 3,282 +2
Total Volume and Open Interest 3,960 45,677 +435
Cotton(NYBOT)
Oct02 020926 41.30 41.70 41.10 41.70 -0.10 39 337 -35
Dec02 020926 43.65 43.95 43.21 43.78 -0.01 3,580 46,632 +186
Mar03 020926 46.30 46.65 45.95 46.52 +0.04 599 8,658 +175
May03 020926 49.60 50.00 49.40 50.00 +0.15 661 8,847 +207
Jul03 020926 50.70 51.15 50.70 51.15 +0.15 186 3,412 -5
Oct03 020926 51.90 51.90 51.90 51.90 -0.05 27 172 +16
Total Volume and Open Interest 5,092 69,395 +544
Lumber(CME)
Nov02 020926 223.2 228.2 219.1 221.7 +3.5 231 2,134 -13
Jan03 020926 235.4 243.5 234.5 237.0 +3.5 50 399 +13
Mar03 020926 244.8 252.3 244.8 247.5 +4.9 28 108 +17
May03 020926 254.5 254.5 254.1 254.1 +3.9 1 45 -1
Total Volume and Open Interest 310 2,692 +16
Crude Oil(NYM)
Nov02 020926 30.75 30.80 30.06 30.41 -0.23 80,282 169,860 +2,648
Dec02 020926 30.45 30.47 29.80 30.21 -0.08 58,527 82,576 +4,449
Jan03 020926 29.95 29.95 29.41 29.76 -0.03 22,496 45,546 +2,252
Feb03 020926 29.15 29.15 28.80 29.13 +0.05 10,520 18,949 -779
Mar03 020926 28.35 28.39 28.05 28.39 +0.08 3,319 19,156 +1,056
Apr03 020926 27.40 27.65 27.40 27.65 +0.11 4,014 25,486 +707
May03 020926 26.70 26.97 26.65 26.97 +0.13 2,968 12,986 +933
Jun03 020926 26.15 26.34 26.05 26.34 +0.15 7,988 28,911 +115
Jul03 020926 25.55 25.81 25.55 25.81 +0.16 7,628 7,781 +318
Aug03 020926 25.40 25.40 25.40 25.40 +0.17 4,763 5,103 -881
Total Volume and Open Interest 211,409 530,543 +12,076
Heating Oil(NYM)
Oct02 020926 80.75 80.80 79.10 80.40 -0.23 19,127 17,477 -4,722
Nov02 020926 81.80 81.80 80.00 81.40 -0.21 16,767 53,131 +4,866
Dec02 020926 82.15 82.15 80.65 81.95 -0.21 4,329 25,421 +1,110
Jan03 020926 82.30 82.40 80.70 82.10 -0.16 2,019 15,410 +366
Feb03 020926 80.60 80.60 79.60 80.55 -0.11 359 10,916 +140
Mar03 020926 77.70 77.70 76.60 77.55 -0.06 209 7,467 +88
Apr03 020926 73.60 74.20 73.60 74.10 -0.01 447 5,155 +139
May03 020926 70.30 70.70 70.00 70.70 +0.04 330 3,184 +186
Jun03 020926 68.10 68.75 68.10 68.75 +0.09 429 3,495 -49
Jul03 020926 67.65 67.90 67.65 67.90 +0.09 177 2,325 +64
Total Volume and Open Interest 44,991 153,355 +2,377
Unleaded Gas(NYM)
Oct02 020926 81.80 82.00 80.00 80.81 -0.88 23,011 18,347 -3,793
Nov02 020926 80.75 80.90 79.50 80.36 -0.29 22,156 41,490 +4,269
Dec02 020926 79.50 79.70 78.90 79.47 -0.28 4,541 14,630 +1,308
Jan03 020926 79.00 79.10 78.50 78.90 -0.28 1,430 9,185 +165
Feb03 020926 78.65 78.65 78.65 78.65 -0.28 268 3,201 +58
Mar03 020926 78.62 78.62 78.62 78.62 -0.28 75 3,118 -3
Apr03 020926 83.37 83.37 83.37 83.37 -0.28 395 3,571 -153
May03 020926 82.82 82.82 82.82 82.82 -0.28 210 3,267 +10
Total Volume and Open Interest 52,151 99,082 +1,886
Natural Gas(NYM)
Oct02 020926 3.530 3.760 3.500 3.686 +0.192 69,016 31,399 -6,445
Nov02 020926 3.850 3.990 3.835 3.889 +0.096 35,189 52,614 +41
Dec02 020926 4.080 4.180 4.060 4.114 +0.086 13,094 36,739 -1,680
Jan03 020926 4.180 4.290 4.175 4.216 +0.083 6,382 36,271 +1,038
Feb03 020926 4.090 4.180 4.090 4.126 +0.078 2,869 22,301 +669
Mar03 020926 3.960 4.060 3.960 3.986 +0.068 5,854 28,306 +3,043
Apr03 020926 3.820 3.900 3.820 3.832 +0.051 3,251 17,782 -711
May03 020926 3.770 3.880 3.770 3.805 +0.044 837 12,533 +97
Total Volume and Open Interest 157,246 430,000 +602
Brent Crude Oil(IPE)
Nov02 020926 29.10 29.20 28.66 28.89 -0.17 28,924 83,063 -135
Dec02 020926 28.94 29.03 28.50 28.76 -0.09 15,938 72,243 +1,743
Jan03 020926 28.64 28.72 28.24 28.50 -0.05 4,238 22,475 -55
Feb03 020926 28.09 28.15 27.80 28.01 +0.02 2,661 12,967 -935
Mar03 020926 27.32 27.38 27.10 27.29 +0.07 2,854 12,324 +301
Apr03 020926 26.54 26.60 26.28 26.60 +0.10 2,391 8,660 +493
May03 020926 25.83 25.92 25.74 25.92 +0.11 1,225 8,606 -49
Jun03 020926 25.33 25.34 25.08 25.32 +0.14 3,630 19,261 +688
Total Volume and Open Interest 62,991 288,757 +1,921
Gas Oil(IPE)
Oct02 020926 247.25 247.50 242.75 244.00 -1.25 13,536 48,720 -2,154
Nov02 020926 247.00 247.25 242.50 243.75 -1.25 9,472 53,662 +2,786
Dec02 020926 245.00 245.25 241.00 242.00 -1.25 6,989 46,933 -222
Jan03 020926 242.50 243.25 239.75 240.50 -1.50 4,679 18,704 +120
Feb03 020926 238.75 238.75 234.75 235.50 -1.25 2,201 7,439 +1,630
Mar03 020926 230.50 230.50 229.25 229.25 -1.25 2,450 6,873 -674
Apr03 020926 223.00 223.00 222.25 222.25 -1.00 900 3,475 +401
May03 020926 215.25 215.25 215.25 215.25 -1.75 100 1,956 +100
Total Volume and Open Interest 42,177 227,276 +1,987
US Dollar Index(NYBOT)
Dec02 020926 108.04 108.53 107.85 108.15 -0.12 596 8,023 -62
Mar03 020926 108.67 108.67 108.67 108.67 -0.12 2 2,016 +2
Jun03 020926 109.19 109.19 109.19 109.19 -0.12 0 4 +0
Total Volume and Open Interest 598 10,043 -60
Australian Dollar(IMM)
Dec02 020926 53.99 54.16 53.95 54.05 -0.16 766 18,457 -387
Mar03 020926 53.62 53.62 53.62 53.62 -0.16 0 93 +0
Jun03 020926 53.19 53.19 53.19 53.19 -0.16 0 685 +0
Total Volume and Open Interest 766 19,420 -387
British Pound(IMM)
Dec02 020926 155.40 155.46 154.76 155.08 -0.04 3,351 24,161 +932
Mar03 020926 154.10 154.18 154.10 154.18 -0.04 0 164 +0
Jun03 020926 153.28 153.28 153.28 153.28 -0.04 0 4 +0
Total Volume and Open Interest 3,351 24,330 +932
Canadian Dollar(IMM)
Dec02 020926 63.14 63.39 63.14 63.25 +0.08 4,819 44,487 -1,320
Mar03 020926 63.03 63.18 63.01 63.03 +0.08 70 4,162 +40
Jun03 020926 62.88 62.93 62.81 62.84 +0.08 86 1,407 +20
Sep03 020926 62.66 62.66 62.66 62.66 +0.08 40 436 +0
Total Volume and Open Interest 5,015 50,712 -1,260
Japanese Yen(IMM)
Dec02 020926 81.78 82.18 81.59 81.87 +0.15 4,359 69,506 -84
Mar03 020926 82.21 82.21 82.21 82.21 +0.15 110 587 -40
Jun03 020926 82.56 82.56 82.56 82.56 +0.15 0 40 +0
Total Volume and Open Interest 4,469 70,345 -124
Swiss Franc(IMM)
Dec02 020926 67.01 67.08 66.47 66.80 -0.04 8,134 29,070 -468
Mar03 020926 66.98 66.98 66.98 66.98 -0.04 1 406 +0
Jun03 020926 67.14 67.14 67.14 67.14 -0.04 0 3 +0
Total Volume and Open Interest 8,135 29,510 -468
EuroFX(IMM)
Dec02 020926 97.59 97.78 96.96 97.42 +0.13 8,314 81,559 -246
Mar03 020926 97.03 97.08 96.87 97.08 +0.13 52 768 -41
Jun03 020926 96.79 96.79 96.79 96.79 +0.13 1 257 +0
Total Volume and Open Interest 8,369 82,609 -287
Mexican Peso(IMM)
Sep02 020916 10040.0 10040.0 10040.0 10040.0 +10.0 324 9,651 -446
Dec02 020926 9630.0 9720.0 9610.0 9705.0 +103.0 2,762 18,730 +196
Total Volume and Open Interest 3,106 20,151 +377
30-Year T-Bonds(CBOT)
Dec02 020926 113~04 113~11 112~04 113~00 -0~02 232,190 472,832 +465
Mar03 020926 112~01 112~06 111~02 111~27 -0~02 3,576 30,980 +2,523
Jun03 020926 110~24 110~24 110~24 110~24 -0~02 0 93 +0
Total Volume and Open Interest 235,766 503,905 +2,988
Municipal Bonds(CBOT)
Dec02 020926 110~09 110~09 109~14 110~02 -0~03 554 4,671 -109
Total Volume and Open Interest 554 4,671 -109
10-Year T-Notes(CBOT)
Dec02 020926 114~265 115~000 114~030 114~225 +0~005 479,033 882,931 +17,582
Mar03 020926 113~300 113~300 113~040 113~230 unch 2,225 28,466 +383
Total Volume and Open Interest 481,258 911,397 +17,965
5-Year T-Notes(CBOT)
Dec02 020926 113~115 113~125 112~235 113~040 -0~020 186,630 0 -653,230
Mar03 020926 111~270 111~295 111~270 111~295 -0~025 2,003 2,207 +1,950
Total Volume and Open Interest 188,633 2,207 -651,280
2 Year T-Notes(CBOT)
Dec02 020926 106~123 107~001 106~104 106~122 +0~009 5,153 102,048 +879
Total Volume and Open Interest 5,191 109,355 +841
3-Mth T-Bills(IMM)
Dec02 020926 98.57 98.57 98.57 98.57 unch 1 43 +0
Total Volume and Open Interest 1 44 +0
Eurodollars(IMM)
Dec02 020926 98.360 98.375 98.330 98.355 +0.020 120,854 841,184 +7,148
Mar03 020926 98.300 98.315 98.240 98.300 +0.050 163,672 661,500 -2,622
Jun03 020926 98.080 98.105 98.010 98.090 +0.065 140,903 462,812 +4,906
Sep03 020926 97.740 97.770 97.660 97.745 +0.060 90,810 362,989 -506
Dec03 020926 97.355 97.380 97.280 97.365 +0.055 48,151 335,665 +5,557
Mar04 020926 97.015 97.020 96.915 97.010 +0.045 29,561 213,861 -579
Jun04 020926 96.730 96.730 96.620 96.720 +0.030 30,033 164,115 +1,802
Sep04 020926 96.505 96.530 96.405 96.520 +0.045 24,006 142,870 +1,088
Dec04 020926 96.360 96.360 96.240 96.335 +0.015 11,330 125,098 -1,050
Mar05 020926 96.220 96.220 96.095 96.190 +0.005 10,454 107,327 -1,150
Jun05 020926 96.080 96.085 95.950 96.045 -0.005 8,135 91,218 -704
Sep05 020926 95.885 95.910 95.800 95.900 -0.015 9,199 79,633 +1,652
Total Volume and Open Interest 732,605 4,115,468 +13,411
3-Mth Euro-Yen(IMM)
Sep02 020913 99.93 99.93 99.93 99.93 unch 97 16,881 +135
Dec02 020926 99.92 99.92 99.92 99.92 unch 195 8,954 +77
Mar03 020926 99.89 99.89 99.89 99.89 unch 0 8,145 +2,227
Jun03 020926 99.89 99.89 99.89 99.89 -0.01 32 6,045 -56
Sep03 020926 99.86 99.86 99.86 99.86 +0.01 0 5,897 +1,750
Dec03 020926 99.82 99.82 99.82 99.82 unch 0 2,291 +2
Mar04 020926 99.77 99.77 99.77 99.77 unch 0 726 -100
Jun04 020926 99.75 99.75 99.75 99.75 unch 2 594 -65
Sep04 020926 99.71 99.71 99.70 99.70 unch 0 915 -695
Dec04 020926 99.68 99.68 99.68 99.68 unch 0 261 +0
Total Volume and Open Interest 229 37,388 +3,140
3-Mth Euro-Yen(SIMEX)
Dec02 020926 99.92 99.92 99.92 99.92 +0.00 556 47,757 -1,637
Mar03 020926 99.89 99.89 99.89 99.89 0.00 2,900 37,293 -589
Jun03 020926 99.89 99.89 99.89 99.89 0.00 2,576 46,547 -924
Sep03 020926 99.86 99.86 99.86 99.86 unch 3,339 35,097 +978
Dec03 020926 99.82 99.82 99.82 99.82 unch 1,059 24,333 +496
Mar04 020926 99.77 99.77 99.77 99.77 +0.01 290 20,854 +34
Jun04 020926 99.76 99.76 99.76 99.76 unch 1,746 9,860 -26
Sep04 020926 99.71 99.71 99.71 99.71 +0.01 130 2,445 -695
Total Volume and Open Interest 12,596 236,884 -2,363
German Euro-Bund(EUREX)
Dec02 020926 112.02 112.37 111.87 112.12 -0.13 1,128,943 749,066 -43,486
Mar03 020926 112.05 112.05 111.81 111.81 -0.13 6,107 2,655 +1,596
Jun03 020926 111.35 111.35 111.35 111.35 -0.13 234 0 +0
Total Volume and Open Interest 1,135,284 751,721 -41,890
German Euro-Bobl(EUREX)
Dec02 020926 109.35 109.62 109.21 109.33 -0.18 694,387 639,661 -30,462
Mar03 020926 109.48 109.48 109.34 109.34 -0.17 1,149 888 +0
Jun03 020926 108.90 108.90 108.90 108.90 -0.19 162 0 +0
Total Volume and Open Interest 695,698 640,549 -30,462
Long Gilt(LIFFE)
Sep02 020926 117~09 117~18 117~09 117~17 -0~04 128 7,803 -3
Dec02 020926 120~02 120~13 119~29 120~05 -0~08 41,391 91,572 +1,106
Total Volume and Open Interest 41,519 99,375 +1,103
3-Mth Short Sterling(LIFFE)
Dec02 020926 96.13 96.17 96.12 96.15 -0.01 31,353 0 +0
Mar03 020926 96.11 96.18 96.10 96.15 -0.01 43,994 0 +0
Jun03 020926 96.02 96.10 96.00 96.06 -0.02 29,440 0 +0
Total Volume and Open Interest 148,598    
3-Mth Euribor(LIFFE)
Dec02 020926 96.930 96.960 96.910 96.935 -0.020 134,559 473,281 -7,892
Mar03 020926 97.030 97.070 97.010 97.030 -0.035 195,332 426,323 -791
Jun03 020926 96.980 97.025 96.950 96.980 -0.045 154,176 313,527 +4,271
Total Volume and Open Interest 650,308 1,892,721 -13,027
3-Mth Aus T-Bills(SFE)
Dec02 020926 95.12 95.13 95.09 95.13 -0.04 10,540 222,552 +5,458
Mar03 020926 95.01 95.02 94.97 95.01 -0.07 4,128 56,537 +3,210
Jun03 020926 94.91 94.91 94.86 94.89 -0.09 2,545 30,925 +1,197
Sep03 020926 94.81 94.81 94.77 94.78 -0.12 1,412 18,462 +626
Dec03 020926 94.70 94.70 94.67 94.68 -0.12 880 14,380 +517
Mar04 020926 94.61 94.61 94.57 94.59 -0.13 268 8,105 -3
Jun04 020926 94.51 94.52 94.51 94.52 -0.13 252 5,143 +100
Sep04 020926 94.44 94.44 94.43 94.44 -0.14 470 3,532 +320
Dec04 020926 94.35 94.35 94.34 94.35 -0.15 9 1,609 +0
Mar05 020926 94.30 94.31 94.29 94.29 -0.17 395 838 +376
Total Volume and Open Interest 20,899 362,406 +11,801
10-Year Aus T-Bonds(SFE)
Dec02 020926 94.61 94.63 94.54 94.60 -0.17 4,330 135,905 +17,136
Mar03 020926 94.61 94.61 94.61 94.61 -0.16      
Total Volume and Open Interest 11,598 118,769 +5,639
3-Year Aus T-Bonds(SFE)
Dec02 020926 94.91 94.94 94.89 94.91 -0.14 40,386 261,349 +29,246
Mar03 020926 94.91 94.91 94.91 94.91 -0.14      
Total Volume and Open Interest 40,386 261,349 +29,246
Gold(CMX)
Oct02 020926 321.0 321.0 318.5 320.4 -1.9 1,700 7,105 -992
Dec02 020926 323.4 323.4 319.8 321.7 -1.9 30,485 131,978 +6,498
Feb03 020926 324.0 324.0 320.9 322.6 -1.8 612 9,447 +44
Apr03 020926 325.0 325.0 322.4 323.3 -1.8 624 4,679 -20
Jun03 020926 325.4 325.4 322.0 323.9 -1.8 30 6,416 +38
Aug03 020926 324.5 324.5 324.5 324.5 -1.8 0 7,062 +0
Total Volume and Open Interest 33,805 187,573 +5,556
Silver(CMX)
Sep02 020926 453.0 453.0 448.5 450.5 -7.4 4 2 -1
Dec02 020926 457.5 458.5 450.0 452.5 -7.5 10,566 59,149 +364
Mar03 020926 461.0 461.0 454.0 455.2 -7.5 535 8,382 +382
May03 020926 460.0 462.0 456.6 456.6 -7.4 9 2,151 +2
Jul03 020926 462.0 464.0 457.8 457.8 -7.4 0 6,328 +3
Total Volume and Open Interest 11,140 81,929 +769
Platinum(NYM)
Oct02 020926 561.0 561.0 558.0 558.4 -1.2 1,226 2,922 -884
Jan03 020926 555.0 556.0 552.0 552.7 -0.9 1,102 4,091 +641
Apr03 020926 549.7 549.7 549.7 549.7 -0.9 2 6 +2
Jul03 020926 547.7 547.7 547.7 547.7 -0.9 0 4 +0
Total Volume and Open Interest 2,330 7,023 -241
Palladium(NYME)
Dec02 020926 320.50 323.00 319.00 319.40 -5.70 33 1,871 +3
Mar03 020926 321.00 321.00 319.40 319.40 -5.70 1 1 +0
Total Volume and Open Interest 34 1,872 +3
Copper(CMX)
Sep02 020926 67.25 67.50 67.15 67.20 +0.20 825 1,165 +415
Dec02 020926 67.90 68.20 67.70 67.90 +0.20 4,465 57,488 +1,711
Mar03 020926 68.65 69.10 68.65 68.70 +0.20 69 7,145 +71
May03 020926 69.35 69.35 69.25 69.25 +0.20 41 3,368 +16
Jul03 020926 69.90 69.95 69.65 69.65 +0.20 21 3,009 +64
Total Volume and Open Interest 6,365 102,200 +2,561
DJIA Index(CBOT)
Sep02 020919 8035 8115 7925 7931 -180 7,950 19,986 -1,017
Dec02 020926 7865 7991 7841 7952 +105 31,307 28,116 -1,767
Mar03 020926 7900 7970 7885 7936 +101 33 173 +6
Jun03 020926 7917 7917 7917 7917 +95      
Total Volume and Open Interest 31,340 28,316 -1,761
S & P 500(CME)
Dec02 020926 848.00 857.00 842.00 854.50 +13.30 88,606 554,423 -4,229
Mar03 020926 845.00 854.80 842.20 854.00 +13.40 1,768 33,655 +1,063
Jun03 020926 854.00 854.00 854.00 854.00 +13.50 12 421 +0
Sep03 020926 856.00 856.00 856.00 856.00 +13.50 0 35 +0
Total Volume and Open Interest 90,386 588,555 -3,166
S & P 500 E-Mini(Globex)
Dec02 020926 842.75 857.25 837.25 854.50 +13.25 715,420 184,156 -15,284
Mar03 020926 850.00 854.00 846.50 854.00 +13.50 13 8 +5
Total Volume and Open Interest 715,433 184,164 -15,279
NASDAQ 100(CME)
Dec02 020926 895.00 901.00 863.00 872.00 -10.50 15,630 69,781 -289
Mar03 020926 895.00 895.00 876.00 876.00 -10.50 0 490 +0
Jun03 020926 881.50 881.50 881.50 881.50 -10.50      
Total Volume and Open Interest 15,630 70,271 -289
NASDAQ 100 E-Mini(GLOBEX)
Dec02 020926 884.5 901.0 863.0 872.0 -10.5 263,257 85,129 +5,420
Mar03 020926 876.0 876.0 876.0 876.0 -10.5 0 3 +0
Total Volume and Open Interest 263,257 85,132 +5,420
NYSE Composite(NYBOT)
Dec02 020926 460.00 464.30 460.00 464.30 +8.30 595 1,652 -52
Mar03 020926 464.00 464.00 464.00 464.00 +8.25      
Jun03 020926 463.80 463.80 463.80 463.80 +8.30      
Total Volume and Open Interest 595 1,652 -52
S & P Midcap 400(CME)
Dec02 020926 415.50 423.50 415.50 422.50 +8.00 1,045 14,351 +134
Mar03 020926 423.20 423.20 423.20 423.20 +7.70      
Jun03 020926 426.20 426.20 426.20 426.20 +7.70      
Total Volume and Open Interest 1,045 14,351 +134
Russell 2000(CME)
Dec02 020926 369.25 372.50 369.00 371.35 +5.35 2,882 22,590 -37
Mar03 020926 372.35 372.35 372.35 372.35 +5.35      
Jun03 020926 374.35 374.35 374.35 374.35 +5.35      
Total Volume and Open Interest 2,882 22,590 -37
Value Line(KCBT)
Dec02 020926 948.00 959.50 939.50 959.50 +15.50 84 81 +46
Total Volume and Open Interest 85 82 +47
Nikkei 225(CME)
Dec02 020926 9370 9470 9360 9445 +160 3,056 18,656 +512
Mar03 020926 9445 9445 9445 9445 +160 0 7 +0
Total Volume and Open Interest 3,056 18,666 +512
Nikkei 225(SIMEX)
Dec02 020926 9280 9400 9270 9315 +120 17,015 86,849 +543
Mar03 020926 9310 9310 9310 9310 +120 0 437 -35
Jun03 020926 9265 9265 9265 9265 +120      
Total Volume and Open Interest 17,140 87,416 +601
CAC 40(MATIF)
Sep02 020926 2838.5 2959.0 2822.5 2958.0 +170.0 177,765 697,997 +57,451
Oct02 020926 2855.0 2968.0 2812.0 2965.5 +170.0 54,923 114,075 +52,934
Nov02 020926 2973.0 2973.0 2973.0 2973.0 +171.0 10,003 10,002 +10,002
Total Volume and Open Interest 257,489 913,125 +134,561
DAX Index(EUREX)
Dec02 020926 3000.0 3093.0 2952.0 3037.0 +49.0 116,729 224,151 +2,365
Mar03 020926 3001.0 3060.0 3001.0 3060.0 +50.0 479 6,355 +339
Jun03 020926 3017.5 3100.0 3017.5 3084.5 +52.5 0 13 +0
Total Volume and Open Interest 117,208 230,519 +2,704
FT-SE 100(LIFFE)
Dec02 020926 3745.00 3881.00 3729.50 3865.00 +164.00 97,651 412,208 -697
Mar03 020926 3787.50 3848.50 3787.50 3848.50 +165.00 2,000 22,447 +1,000
Jun03 020926 3798.00 3855.50 3768.00 3855.50 +165.00 1,300 12,749 +722
Total Volume and Open Interest 100,951 447,404 +1,025
SPI 200(SFE)
Sep02 020926 3017.0 3017.0 2987.0 2999.0 +6.0 32,969 133,024 +10,729
Dec02 020926 3024.0 3026.0 2992.0 3007.0 +5.0 27,539 68,644 +24,833
Mar03 020926 3015.0 3015.0 3015.0 3015.0 +5.0 0 1,342 +0
Total Volume and Open Interest 60,508 204,707 +35,562
GSCI(CME)
Oct02 020926 227.15 227.15 225.85 227.00 +0.10 76 18,166 -8
Nov02 020926 227.00 227.00 227.00 227.00 unch 0 4 +0
Dec02 020926 227.50 227.50 227.50 227.50 unch 0 2 +0
Total Volume and Open Interest 76 18,172 -8
Bridge CRB Index(NYBOT)
Nov02 020926 226.75 227.50 225.90 226.90 -0.30 14 433 -2
Jan03 020926 228.00 228.65 227.00 228.65 -0.30 1 139 +1
Feb03 020926 228.40 228.40 228.40 228.40 -0.30 0 54 +0
Total Volume and Open Interest 15 636 -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 © 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.