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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 October 14, 2002
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Nov02 021014 528.00 535.25 526.00 532.50 +4.00 42,241 75,165 -2,330
Jan03 021014 531.00 540.00 531.00 537.25 +4.00 11,370 40,642 +2,649
Mar03 021014 533.50 542.00 533.00 539.00 +3.50 3,635 29,424 +1,062
May03 021014 535.00 541.50 533.25 539.00 +3.00 1,463 32,827 +34
Jul03 021014 535.00 541.50 533.75 539.00 +3.50 2,310 16,605 +334
Aug03 021014 532.00 535.50 532.00 533.50 +0.50 17 1,084 -1
Sep03 021014 515.00 515.00 515.00 515.00 +2.00 3 233 +2
Total Volume and Open Interest 62,500 205,100 +2,207
Soybean Meal(CBOT)
Oct02 021014 163.00 164.80 162.30 164.50 +1.30 1,774 783 -609
Dec02 021014 165.80 168.50 165.10 167.70 +1.30 13,744 66,249 +677
Jan03 021014 166.50 169.60 166.20 168.70 +0.90 2,259 13,053 -380
Mar03 021014 168.50 170.60 167.50 169.80 +0.80 2,085 14,465 +346
May03 021014 167.50 170.00 166.90 169.10 +1.20 1,447 14,725 -112
Jul03 021014 167.70 169.80 167.00 169.00 +1.30 949 11,606 +24
Aug03 021014 166.00 168.20 166.00 167.60 +1.50 419 2,166 +155
Sep03 021014 163.00 165.30 163.00 164.50 +1.10 347 2,182 +188
Total Volume and Open Interest 23,438 131,130 +377
Soybean Oil(CBOT)
Oct02 021014 19.32 19.56 19.32 19.56 +0.18 192 307 -176
Dec02 021014 19.28 19.69 19.27 19.44 +0.11 13,381 71,711 +1,259
Jan03 021014 19.38 19.72 19.38 19.51 +0.11 1,925 15,295 +604
Mar03 021014 19.47 19.75 19.45 19.57 +0.09 1,675 18,170 +504
May03 021014 19.50 19.75 19.50 19.59 +0.07 590 11,118 -91
Jul03 021014 19.52 19.75 19.52 19.59 +0.05 190 7,838 +47
Aug03 021014 19.45 19.60 19.45 19.45 +0.03 79 1,752 +25
Sep03 021014 19.25 19.25 19.20 19.20 -0.05 65 653 -59
Total Volume and Open Interest 18,542 132,715 +2,238
Canola(WCE)
Nov02 021011 413.0 416.5 412.2 413.2 +3.2 2,109 10,949 -495
Jan03 021011 419.5 424.0 419.0 420.2 +2.7 4,037 19,559 +451
Mar03 021011 424.0 426.8 422.0 422.0 +1.5 1,094 11,460 +654
May03 021011 424.5 428.0 424.0 424.2 +2.5 244 2,924 +140
Jul03 021011 424.0 424.0 424.0 424.0 +2.3 45 676 -45
Total Volume and Open Interest 7,614 48,185 +763
Corn(CBOT)
Dec02 021014 245.00 247.00 243.25 245.50 -1.25 83,169 257,626 -3,570
Mar03 021014 252.00 254.25 250.50 252.75 -1.00 20,487 118,904 +2,731
May03 021014 256.25 258.25 255.00 257.00 -1.00 6,384 35,684 +1,725
Jul03 021014 257.75 260.00 256.50 258.50 -1.25 5,169 37,076 +279
Sep03 021014 249.00 251.00 249.00 249.50 -0.50 351 9,468 +234
Dec03 021014 242.00 244.00 241.50 242.50 +0.25 2,493 28,008 +726
Total Volume and Open Interest 118,078 490,402 +2,121
Wheat(CBOT)
Dec02 021014 366.50 367.50 360.00 363.25 -2.25 19,319 70,847 -490
Mar03 021014 370.50 371.00 365.00 368.00 -1.75 3,227 23,335 +98
May03 021014 357.00 358.00 355.00 355.25 -1.00 317 2,264 +91
Jul03 021014 334.00 334.00 331.50 331.75 -1.50 1,487 14,166 -71
Sep03 021014 335.00 337.00 335.00 336.25 -0.75 88 1,005 +24
Total Volume and Open Interest 24,630 114,480 -212
Wheat(KCBT)
Dec02 021014 466.00 467.00 462.50 465.00 -3.50 9,271 41,739 -171
Mar03 021014 455.50 457.00 453.00 456.00 unch 3,791 20,069 -34
May03 021014 431.00 433.00 429.50 432.50 +3.50 94 2,515 +13
Jul03 021014 382.50 384.00 381.50 382.75 -0.25 336 7,454 +24
Sep03 021014 385.00 385.50 383.50 383.50 -2.50 6 370 +6
Total Volume and Open Interest 13,512 72,706 -153
Wheat(MGE)
Dec02 021014 484.50 486.00 480.75 482.50 -3.00 2,331 16,689 -164
Mar03 021014 489.00 489.00 484.75 486.50 -4.00 1,316 10,315 +467
May03 021014 472.00 475.00 471.00 474.00 +0.75 72 2,052 -2
Jul03 021014 444.00 445.00 442.50 443.00 -1.50 29 1,955 -15
Sep03 021014 412.00 412.00 408.50 410.25 -1.75 19 937 +7
Total Volume and Open Interest 3,772 33,031 +298
Oats(CBOT)
Dec02 021014 191.50 199.00 191.50 195.25 unch 3,372 6,296 -754
Mar03 021014 188.25 196.25 188.25 193.50 +1.75 516 2,507 -12
May03 021014 190.00 194.00 190.00 192.00 +2.50 37 547 +21
Jul03 021014 176.00 177.00 176.00 177.00 +3.00 4 38 +2
Total Volume and Open Interest 3,930 9,400 -743
Rough Rice(CBOT)
Nov02 021014 3.74 3.74 3.65 3.67 -0.07 547 4,164 +178
Jan03 021014 4.00 4.00 3.88 3.90 -0.08 148 1,420 +74
Mar03 021014 4.23 4.23 4.14 4.14 -0.08 24 1,132 +9
May03 021014 4.37 4.37 4.37 4.37 -0.07 11 937 -9
Total Volume and Open Interest 766 8,325 +277
Live Cattle(CME)
Oct02 021014 68.050 68.375 67.800 68.150 -0.325 4,307 8,399 -1,526
Dec02 021014 71.300 71.900 71.225 71.825 +0.225 7,926 52,495 -389
Feb03 021014 72.850 73.550 72.800 73.525 +0.475 1,838 24,177 -111
Apr03 021014 73.100 73.800 73.050 73.775 +0.375 1,830 14,692 +750
Jun03 021014 68.600 69.250 68.500 69.225 +0.500 1,369 8,772 +440
Aug03 021014 68.800 69.475 68.800 69.475 +0.450 6 907 +4
Total Volume and Open Interest 17,288 109,523 -829
Feeder Cattle(CME)
Oct02 021014 80.400 81.350 80.400 81.050 +0.550 377 2,499 -160
Nov02 021014 80.900 81.900 80.800 81.475 +0.600 1,465 4,873 +348
Jan03 021014 80.250 81.150 80.150 80.800 +0.625 596 3,746 +105
Mar03 021014 78.200 78.900 78.150 78.575 +0.425 83 655 +9
Apr03 021014 78.250 78.700 78.250 78.500 +0.550 39 312 +22
May03 021014 78.100 78.700 78.100 78.625 +0.575 42 347 +21
Aug03 021014 80.200 80.500 80.200 80.500 +0.500 16 85 +7
Total Volume and Open Interest 2,618 12,518 +352
Lean Hogs(CME)
Oct02 021014 44.750 45.100 44.750 45.025 +0.125 562 2,323 -119
Dec02 021014 40.250 42.200 39.400 42.100 +1.850 3,925 24,130 +454
Feb03 021014 45.950 47.850 45.250 47.625 +1.500 826 5,191 +265
Apr03 021014 50.600 51.600 50.150 51.525 +0.750 98 1,325 -4
May03 021014 57.550 59.000 57.500 58.150 +0.150 54 737 +3
Jun03 021014 60.500 60.950 60.450 60.850 +0.100 27 1,213 +15
Jul03 021014 58.750 58.950 58.750 58.900 +0.025 13 296 +5
Aug03 021014 56.625 56.625 56.625 56.625 +0.125 0 184 +0
Total Volume and Open Interest 5,506 35,425 +620
Pork Bellies(CME)
Feb03 021014 74.800 76.600 73.925 76.500 +1.050 229 1,096 -27
Mar03 021014 74.500 76.100 74.100 76.000 +1.250 16 49 +3
May03 021014 77.000 77.000 77.000 77.000 unch 0 16 +0
Jul03 021014 76.200 76.200 76.200 76.200 +0.950 0 12 +0
Aug03 021014 74.000 74.000 74.000 74.000 unch 0 5 +0
Total Volume and Open Interest 245 1,178 -24
Cocoa(NYBOT)
Dec02 021014 2354 2357 2330 2338 +13 8,741 34,310 -1,096
Mar03 021014 2355 2355 2330 2335 +10 3,336 28,603 +1,002
May03 021014 2356 2358 2340 2340 +11 108 8,587 -85
Jul03 021014 2356 2356 2341 2341 +11 21 8,827 +2
Sep03 021014 2344 2344 2344 2344 +11 40 9,839 +15
Dec03 021014 2345 2355 2345 2350 +12 13 13,514 -22
Mar04 021014 2355 2358 2355 2356 +13 0 2,560 +0
Total Volume and Open Interest 12,260 114,773 -184
Coffee "C"(NYBOT)
Dec02 021014 58.00 63.10 57.80 62.80 +5.45 2,625 37,462 -454
Mar03 021014 60.90 65.60 60.90 65.55 +5.35 492 16,300 +125
May03 021014 63.20 67.15 63.20 67.15 +5.35 634 6,999 +35
Jul03 021014 66.20 68.65 66.10 68.65 +5.30 531 5,667 +334
Sep03 021014 68.00 69.95 68.00 69.95 +5.20 409 4,595 +277
Dec03 021014 69.50 71.50 69.50 71.50 +5.00 16 323 -6
Total Volume and Open Interest 4,709 71,440 +311
Orange Juice(NYBOT)
Nov02 021014 95.25 95.50 92.75 93.20 -2.10 1,961 9,787 +71
Jan03 021014 98.25 98.30 95.80 95.90 -2.30 905 7,306 +417
Mar03 021014 100.50 100.60 97.80 98.20 -2.05 436 5,074 +30
May03 021014 100.00 100.00 99.70 99.70 -2.25 0 1,363 +0
Jul03 021014 100.70 100.70 100.70 100.70 -2.25 0 750 +0
Total Volume and Open Interest 3,302 24,305 +518
Sugar #11(NYBOT)
Mar03 021014 6.85 7.08 6.81 7.06 +0.15 9,045 139,331 +51
May03 021014 6.45 6.59 6.42 6.59 +0.10 2,178 21,924 +299
Jul03 021014 6.04 6.16 6.02 6.14 +0.08 1,376 22,220 +182
Oct03 021014 5.93 6.05 5.92 6.04 +0.08 771 12,573 +326
Mar04 021014 5.96 6.06 5.96 6.06 +0.10 65 5,349 +0
Total Volume and Open Interest 13,602 204,906 +891
London Cocoa(LCE)
Dec02 021014 1628 1636 1606 1613 +20 8,243 66,285 +3,296
Mar03 021014 1635 1645 1613 1620 +14 1,583 42,231 +314
May03 021014 1646 1659 1625 1631 +9 2,651 21,981 +2,241
Jul03 021014 1655 1660 1638 1640 +7 2,670 14,838 +1,312
Sep03 021014 1666 1666 1649 1649 +4 712 9,450 +170
Dec03 021014 1676 1676 1655 1656 +5 384 11,506 +213
Mar04 021014 1661 1661 1661 1661 +4 14 3,156 +5
Total Volume and Open Interest 16,266 169,491 +7,554
London Coffee(LCE)
Nov02 021014 631.00 653.00 625.00 652.00 +24.00 1,550 28,286 -387
Jan03 021014 646.00 672.00 640.00 670.00 +26.00 1,138 45,016 +467
Mar03 021014 661.00 685.00 657.00 684.00 +26.00 140 31,709 +0
May03 021014 686.00 697.00 686.00 697.00 +25.00 1 14,777 +0
Jul03 021014 711.00 711.00 709.00 710.00 +25.00 54 11,962 +4
Sep03 021014 715.00 723.00 708.00 723.00 +25.00 50 5,694 +0
Total Volume and Open Interest 2,938 139,082 +89
London Sugar(LCE)
Oct02 020913 202.00 210.30 199.10 208.10 +5.60 4,727 1,924 -2,415
Dec02 021014 197.60 201.40 195.50 201.10 +2.50 1,348 17,284 -141
Mar03 021014 191.80 195.10 190.50 195.10 +2.60 426 17,421 -23
May03 021014 186.30 191.60 186.30 191.60 +2.60 85 5,843 +41
Aug03 021014 184.00 186.10 181.90 186.10 +2.60 149 4,041 +108
Total Volume and Open Interest 2,128 48,766 +72
Cotton(NYBOT)
Dec02 021014 42.65 43.45 42.55 42.76 -0.08 4,418 46,177 +228
Mar03 021014 45.35 45.93 45.20 45.22 -0.28 1,661 9,549 +87
May03 021014 48.75 49.20 48.65 48.70 -0.15 1,111 9,867 +459
Jul03 021014 49.80 49.80 49.80 49.80 -0.18 79 4,135 +14
Oct03 021014 50.80 50.80 50.80 50.80 -0.18 4 209 +4
Dec03 021014 52.25 52.25 51.80 51.80 -0.20 139 1,542 +93
Total Volume and Open Interest 7,412 71,731 +885
Lumber(CME)
Nov02 021014 238.0 238.8 232.1 233.9 -1.1 614 2,251 -71
Jan03 021014 252.1 255.4 249.7 251.3 -0.8 202 527 -6
Mar03 021014 265.4 265.4 260.9 260.9 -1.1 17 143 +4
May03 021014 265.9 265.9 265.1 265.1 +2.1 8 50 +0
Total Volume and Open Interest 841 2,977 -73
Crude Oil(NYM)
Nov02 021014 29.20 30.17 29.20 30.03 +0.66 68,090 99,897 -18,516
Dec02 021014 29.30 30.08 29.29 29.97 +0.54 61,095 139,070 +10,803
Jan03 021014 28.83 29.53 28.83 29.44 +0.46 19,315 53,725 +3,378
Feb03 021014 28.45 28.95 28.45 28.90 +0.39 6,628 21,896 -1,125
Mar03 021014 28.00 28.40 27.90 28.33 +0.34 5,243 23,704 +1,079
Apr03 021014 27.74 27.79 27.74 27.79 +0.30 1,483 27,381 +77
May03 021014 27.08 27.26 27.08 27.26 +0.27 313 17,748 -31
Jun03 021014 26.50 26.74 26.48 26.74 +0.24 3,539 31,274 +1,145
Jul03 021014 26.10 26.23 26.10 26.23 +0.22 535 12,623 +175
Aug03 021014 25.63 25.84 25.60 25.84 +0.21 135 8,539 +13
Total Volume and Open Interest 172,690 556,972 -2,600
Heating Oil(NYM)
Nov02 021014 78.80 81.20 78.70 80.89 +1.92 15,687 40,735 -2,697
Dec02 021014 79.50 81.80 79.50 81.47 +1.78 7,844 36,833 -480
Jan03 021014 79.80 81.90 79.80 81.62 +1.68 2,596 19,534 -20
Feb03 021014 78.90 80.25 78.90 80.12 +1.43 297 14,254 +18
Mar03 021014 76.40 77.60 76.40 77.37 +1.18 199 8,996 -16
Apr03 021014 74.60 74.60 74.37 74.37 +0.98 136 5,561 -23
May03 021014 71.00 71.50 71.00 71.22 +0.83 34 3,941 +56
Jun03 021014 69.15 70.20 69.15 69.72 +0.73 125 6,000 -3
Jul03 021014 68.50 68.97 68.50 68.97 +0.68 6 2,880 -4
Aug03 021014 68.35 68.87 68.35 68.87 +0.63 4 2,038 -1
Total Volume and Open Interest 26,945 149,750 -3,108
Unleaded Gas(NYM)
Nov02 021014 81.80 85.10 81.70 84.96 +2.95 20,829 40,198 -2,054
Dec02 021014 79.30 81.40 79.20 81.03 +1.74 13,639 35,665 +2,163
Jan03 021014 77.85 79.60 77.85 79.27 +1.23 2,114 11,145 +48
Feb03 021014 79.00 79.12 79.00 79.12 +1.08 557 2,484 -148
Mar03 021014 78.90 79.32 78.90 79.32 +0.93 732 2,704 +64
Apr03 021014 84.00 84.50 84.00 84.22 +0.83 843 4,774 +329
May03 021014 83.40 83.65 83.35 83.42 +0.58 187 3,558 +9
Jun03 021014 81.60 82.00 81.60 82.00 +0.41 220 1,153 +150
Total Volume and Open Interest 39,261 103,593 +576
Natural Gas(NYM)
Nov02 021014 4.205 4.320 4.165 4.303 +0.157 62,195 50,439 +1,448
Dec02 021014 4.340 4.480 4.340 4.471 +0.135 18,915 45,037 +2,480
Jan03 021014 4.400 4.525 4.400 4.521 +0.125 10,011 3,339 -30,848
Feb03 021014 4.275 4.380 4.275 4.371 +0.105 4,380 26,231 +1,372
Mar03 021014 4.130 4.220 4.120 4.204 +0.095 7,883 34,977 +1,749
Apr03 021014 3.960 4.015 3.950 4.004 +0.070 8,997 19,200 +891
May03 021014 3.895 3.970 3.890 3.944 +0.065 4,601 15,563 +1,716
Jun03 021014 3.910 3.960 3.910 3.957 +0.058 401 20,945 -117
Total Volume and Open Interest 134,175 398,292 -20,854
Brent Crude Oil(IPE)
Nov02 021014 28.06 28.54 27.88 28.50 +0.51 24,096 28,603 -8,251
Dec02 021014 27.92 28.35 27.68 28.24 +0.41 39,702 86,795 -330
Jan03 021014 27.54 28.04 27.41 27.95 +0.39 14,763 39,270 +3,552
Feb03 021014 27.15 27.60 27.07 27.54 +0.34 3,140 17,059 +918
Mar03 021014 26.62 27.08 26.60 27.01 +0.27 1,671 16,544 +257
Apr03 021014 26.20 26.60 26.14 26.48 +0.20 913 11,095 +151
May03 021014 25.72 26.20 25.67 25.99 +0.16 200 10,955 +200
Jun03 021014 25.34 25.63 25.23 25.51 +0.13 1,910 24,693 +7
Total Volume and Open Interest 89,635 290,577 -3,596
Gas Oil(IPE)
Nov02 021014 237.75 244.75 236.25 243.50 +5.75 12,750 62,879 -483
Dec02 021014 238.25 243.50 236.50 243.25 +5.25 7,921 53,704 +3,083
Jan03 021014 237.00 242.50 235.75 242.25 +5.00 3,463 28,139 +2,582
Feb03 021014 238.50 238.50 238.50 238.50 +5.00 800 8,031 -39
Mar03 021014 233.00 233.00 233.00 233.00 +4.50 220 8,508 -180
Apr03 021014 226.50 226.50 226.50 226.50 +4.00 1,600 5,882 +1,550
May03 021014 220.25 220.25 220.25 220.25 +3.50 0 1,956 +0
Jun03 021014 213.25 217.25 213.25 216.25 +2.75 807 19,572 -193
Total Volume and Open Interest 27,561 210,686 +5,156
US Dollar Index(NYBOT)
Dec02 021014 107.46 107.50 107.46 107.50 -0.10 408 7,886 +70
Mar03 021014 108.04 108.04 108.04 108.04 -0.10 0 2,022 +0
Jun03 021014 108.58 108.58 108.58 108.58 -0.10 0 4 +0
Total Volume and Open Interest 408 9,912 +70
Australian Dollar(IMM)
Dec02 021011 54.55 54.69 54.51 54.61 +0.11 1,129 24,030 +214
Mar03 021011 54.18 54.18 54.18 54.18 +0.11 0 106 +0
Jun03 021011 53.75 53.75 53.75 53.75 +0.11 0 685 +0
Total Volume and Open Interest 1,129 25,009 +214
British Pound(IMM)
Dec02 021011 155.44 155.68 155.20 155.52 -0.36 1,968 31,427 -1,346
Mar03 021011 154.58 154.58 154.58 154.58 -0.36 10 196 +4
Jun03 021011 153.68 153.68 153.68 153.68 -0.36 0 4 +0
Total Volume and Open Interest 1,979 31,628 -1,342
Canadian Dollar(IMM)
Dec02 021011 62.86 62.94 62.76 62.88 +0.09 5,210 50,416 +54
Mar03 021011 62.69 62.69 62.64 62.67 +0.09 229 4,681 +33
Jun03 021011 62.42 62.47 62.42 62.47 +0.09 37 2,108 -17
Sep03 021011 62.28 62.28 62.28 62.28 +0.09 0 734 +0
Total Volume and Open Interest 5,481 58,260 +65
Japanese Yen(IMM)
Dec02 021011 80.74 80.95 80.57 80.86 -0.30 4,161 78,304 -110
Mar03 021011 81.11 81.25 81.11 81.19 -0.29 105 767 +65
Jun03 021011 81.51 81.51 81.51 81.51 -0.28 0 40 +0
Total Volume and Open Interest 4,266 79,323 -45
Swiss Franc(IMM)
Dec02 021011 67.47 67.62 67.28 67.52 +0.02 5,853 35,917 +618
Mar03 021011 67.68 67.68 67.68 67.68 +0.02 3 500 +1
Jun03 021011 67.83 67.83 67.83 67.83 +0.02 0 3 +0
Total Volume and Open Interest 5,856 36,452 +619
EuroFX(IMM)
Dec02 021011 98.32 98.50 98.08 98.35 unch 9,311 88,222 -1,627
Mar03 021011 98.00 98.01 98.00 98.01 unch 93 777 -59
Jun03 021011 97.71 97.71 97.71 97.71 unch 0 255 +0
Total Volume and Open Interest 9,404 89,282 -1,686
Mexican Peso(IMM)
Dec02 021011 9702.0 9760.0 9650.0 9752.0 +69.5 3,691 18,503 -192
Mar03 021011 9540.0 9547.0 9540.0 9547.0 +69.5 50 1,786 -3
Total Volume and Open Interest 4,001 20,493 -125
30-Year T-Bonds(CBOT)
Dec02 021011 113~21 113~29 112~00 112~10 -1~14 245,971 446,913 +4,423
Mar03 021011 112~21 112~21 110~29 111~05 -1~14 999 43,761 +359
Jun03 021011 110~01 110~01 110~01 110~01 -1~14 0 233 +0
Total Volume and Open Interest 246,970 490,907 +4,782
Municipal Bonds(CBOT)
Dec02 021011 109~19 109~19 108~16 108~24 -1~01 762 4,950 -33
Total Volume and Open Interest 762 4,950 -33
10-Year T-Notes(CBOT)
Dec02 021011 115~220 115~280 114~195 114~260 -0~285 477,155 973,991 +8,418
Mar03 021011 113~230 114~140 113~230 113~255 -0~295 3,610 37,603 +183
Total Volume and Open Interest 480,765 1,011,619 +8,601
5-Year T-Notes(CBOT)
Dec02 021011 113~315 114~005 113~130 113~155 -0~200 71,679 656,162 -1,894
Mar03 021011 112~245 112~245 112~085 112~085 -0~200 1,901 8,990 +1,725
Total Volume and Open Interest 73,580 665,152 -169
2 Year T-Notes(CBOT)
Dec02 021011 107~053 107~053 107~032 107~036 -0~021 7,355 105,202 -810
Total Volume and Open Interest 7,355 105,202 -810
3-Mth T-Bills(IMM)
Dec02 021011 98.53 98.53 98.53 98.53 -0.05 1 169 +1
Total Volume and Open Interest 1 171 +1
Eurodollars(IMM)
Dec02 021011 98.350 98.380 98.295 98.300 -0.075 122,000 867,064 +1,457
Mar03 021011 98.345 98.385 98.265 98.275 -0.100 178,796 677,765 +8,096
Jun03 021011 98.190 98.240 98.110 98.120 -0.105 157,531 519,280 +12,597
Sep03 021011 97.955 97.990 97.860 97.870 -0.105 112,681 395,712 +1,172
Dec03 021011 97.640 97.660 97.560 97.575 -0.080 66,521 369,619 +4,037
Mar04 021011 97.320 97.360 97.240 97.260 -0.080 27,192 219,646 +3,087
Jun04 021011 97.040 97.050 96.965 96.980 -0.080 17,084 165,525 -320
Sep04 021011 96.800 96.815 96.730 96.745 -0.075 16,873 142,909 -717
Dec04 021011 96.570 96.590 96.510 96.515 -0.075 8,950 120,177 -1,926
Mar05 021011 96.400 96.410 96.320 96.330 -0.080 6,371 108,217 -695
Jun05 021011 96.200 96.220 96.135 96.135 -0.085 6,904 87,508 -2,321
Sep05 021011 96.030 96.030 95.955 95.955 -0.095 6,463 78,931 +723
Total Volume and Open Interest 766,030 4,295,167 +16,275
3-Mth Euro-Yen(IMM)
Dec02 021011 99.92 99.92 99.92 99.92 unch 0 6,628 -274
Mar03 021011 99.90 99.90 99.90 99.90 unch 100 8,590 -258
Jun03 021011 99.91 99.91 99.91 99.91 -0.01 114 6,485 +1,429
Sep03 021011 99.89 99.89 99.89 99.89 unch 99 5,943 +43
Dec03 021011 99.87 99.87 99.87 99.87 +0.01 2 2,199 +2
Mar04 021011 99.83 99.83 99.83 99.83 +0.01 0 801 +0
Jun04 021011 99.81 99.81 99.81 99.81 -0.01 1 593 +1
Sep04 021011 99.77 99.77 99.77 99.77 -0.01 5 1,120 +5
Dec04 021011 99.71 99.71 99.71 99.71 unch 0 261 +0
Mar05 021011 99.62 99.62 99.62 99.62 unch 0 760 +0
Total Volume and Open Interest 321 36,180 +948
3-Mth Euro-Yen(SIMEX)
Dec02 021014 99.92 99.92 99.92 99.92 +0.00 1,428 46,599 +398
Mar03 021014 99.89 99.90 99.89 99.90 +0.01 1,437 35,844 -179
Jun03 021014 99.91 99.91 99.91 99.91 +0.01 1,097 45,311 -583
Sep03 021014 99.89 99.89 99.89 99.89 unch 202 35,450 -15
Dec03 021014 99.86 99.87 99.86 99.87 unch 1,639 29,718 +672
Mar04 021014 99.82 99.82 99.82 99.82 unch 25 20,759 -23
Jun04 021014 99.82 99.82 99.82 99.82 unch 971 11,187 +301
Sep04 021014 99.76 99.76 99.76 99.76 -0.01 4 2,831 +2
Total Volume and Open Interest 7,203 242,197 +973
German Euro-Bund(EUREX)
Dec02 021014 111.33 111.50 111.16 111.35 +0.15 1,094,526 713,268 -17,626
Mar03 021014 110.86 110.97 110.86 110.97 +0.14 4,204 4,838 +19
Jun03 021014 110.60 110.60 110.60 110.60 +0.15      
Total Volume and Open Interest 1,098,730 718,106 -17,607
German Euro-Bobl(EUREX)
Dec02 021014 109.05 109.20 108.99 109.07 +0.12 555,992 614,924 -19,636
Mar03 021014 109.11 109.11 109.01 109.01 +0.08 12 1,685 +11
Jun03 021014 108.62 108.62 108.62 108.62 +0.07      
Total Volume and Open Interest 556,004 616,609 -19,625
Long Gilt(LIFFE)
Dec02 021014 119~03 119~10 118~31 119~05 -0~07 31,394 90,004 -2,968
Mar03 021014 117~17 117~17 117~17 117~17 -0~07      
Total Volume and Open Interest 31,394 90,004 -2,968
3-Mth Short Sterling(LIFFE)
Dec02 021014 96.10 96.13 96.08 96.12 +0.02 37,763 0 +0
Mar03 021014 96.04 96.11 96.04 96.09 +0.03 54,121 0 +0
Jun03 021014 95.93 95.99 95.91 95.97 +0.03 42,270 0 +0
Total Volume and Open Interest 156,390    
3-Mth Euribor(LIFFE)
Dec02 021014 96.920 96.955 96.905 96.940 +0.005 159,310 535,957 +19,954
Mar03 021014 97.010 97.070 97.010 97.050 +0.005 148,464 495,696 -6,091
Jun03 021014 96.950 97.025 96.950 97.000 +0.005 156,609 333,610 -19,428
Total Volume and Open Interest 603,757 2,097,968 -9,461
3-Mth Aus T-Bills(SFE)
Dec02 021014 95.13 95.18 95.13 95.16 unch 8,845 244,588 +439
Mar03 021014 95.07 95.11 95.06 95.10 -0.01 2,525 58,781 -2,041
Jun03 021014 94.94 94.97 94.94 94.96 -0.03 893 36,565 +962
Sep03 021014 94.81 94.84 94.81 94.83 -0.05 670 20,185 -256
Dec03 021014 94.69 94.71 94.69 94.70 -0.06 156 14,803 +1
Mar04 021014 94.58 94.59 94.58 94.59 -0.05 81 8,453 +1
Jun04 021014 94.48 94.49 94.48 94.49 -0.06 60 5,438 +10
Sep04 021014 94.38 94.39 94.38 94.39 -0.07 20 3,516 +20
Dec04 021014 94.29 94.30 94.29 94.30 -0.08 30 1,656 -6
Mar05 021014 94.22 94.23 94.22 94.23 -0.07 30 686 +30
Total Volume and Open Interest 13,323 395,108 -830
10-Year Aus T-Bonds(SFE)
Dec02 021014 94.44 94.46 94.43 94.43 -0.10 939 180,315 +3,917
Mar03 021014 94.43 94.43 94.43 94.43 -0.10      
Total Volume and Open Interest 9,664 176,398 -965
3-Year Aus T-Bonds(SFE)
Dec02 021014 94.84 94.88 94.84 94.87 -0.08 28,055 401,702 +8,718
Mar03 021014 94.87 94.87 94.87 94.87 -0.08      
Total Volume and Open Interest 28,055 401,702 +8,718
Gold(CMX)
Oct02 021014 318.0 318.0 317.8 317.8 +1.5 10 859 +7
Dec02 021014 318.2 319.2 318.0 318.6 +1.4 33,568 114,244 -4,435
Feb03 021014 318.5 320.2 318.5 319.4 +1.4 179 9,599 +32
Apr03 021014 320.0 320.0 320.0 320.0 +1.4 66 5,144 -16
Jun03 021014 320.8 321.3 320.6 320.6 +1.5 357 7,139 +197
Aug03 021014 321.2 321.2 321.2 321.2 +1.6 5 7,101 +0
Total Volume and Open Interest 34,433 165,836 -4,160
Silver(CMX)
Dec02 021014 433.5 434.0 430.5 431.0 -1.0 8,032 64,113 -405
Mar03 021014 436.0 436.5 433.5 433.5 -1.0 479 10,162 -6
May03 021014 434.7 434.7 434.7 434.7 -1.0 0 2,315 +17
Jul03 021014 438.0 438.5 434.5 435.8 -1.0 228 6,440 +70
Sep03 021014 437.0 437.0 437.0 437.0 -1.0 5 820 +0
Total Volume and Open Interest 9,070 89,871 -339
Platinum(NYM)
Oct02 021014 592.4 592.4 592.4 592.4 +0.3 7 35 -8
Jan03 021014 582.0 582.0 577.2 578.4 +0.3 812 7,062 -351
Apr03 021014 570.4 570.4 570.4 570.4 -0.2 0 39 +0
Jul03 021014 566.9 566.9 566.9 566.9 -0.2 0 5 +0
Total Volume and Open Interest 819 7,141 -359
Palladium(NYME)
Dec02 021014 317.50 324.00 317.50 318.50 -2.90 32 1,998 +3
Mar03 021014 318.50 318.50 318.50 318.50 -2.90 0 2 +0
Total Volume and Open Interest 32 2,000 +3
Copper(CMX)
Dec02 021014 67.60 67.70 66.80 67.10 -1.25 11,845 59,795 -1,320
Mar03 021014 68.50 68.50 67.70 67.90 -1.25 615 7,942 -91
May03 021014 68.65 68.65 68.40 68.40 -1.25 335 3,840 +91
Jul03 021014 69.20 69.20 68.85 68.85 -1.25 18 3,350 +18
Sep03 021014 70.00 70.00 69.30 69.30 -1.25 58 4,880 +5
Total Volume and Open Interest 13,754 103,722 -956
DJIA Index(CBOT)
Dec02 021014 7775 7895 7730 7858 -4 32,078 32,392 -1,292
Mar03 021014 7755 7850 7710 7845 -3 47 217 +5
Jun03 021014 7828 7828 7828 7828 -2      
Total Volume and Open Interest 32,125 32,636 -1,287
S & P 500(CME)
Dec02 021014 828.50 845.00 827.90 841.60 +3.10 85,736 563,580 +4,435
Mar03 021014 838.00 840.80 834.00 840.80 +2.90 137 46,692 +95
Jun03 021014 840.80 840.80 840.80 840.80 +3.10 1 4,106 +0
Sep03 021014 841.60 841.60 841.60 841.60 +2.40 0 36 +0
Total Volume and Open Interest 85,875 614,435 +4,530
S & P 500 E-Mini(Globex)
Dec02 021014 836.75 845.00 827.50 841.50 +3.00 733,504 303,227 -40,742
Mar03 021014 834.00 842.50 829.75 840.75 +2.75 24 32 +6
Total Volume and Open Interest 733,528 303,259 -40,736
NASDAQ 100(CME)
Dec02 021014 881.00 908.00 879.00 907.50 +12.00 20,550 70,924 +925
Mar03 021014 911.50 911.50 911.50 911.50 +12.00 1 495 +4
Jun03 021014 917.00 917.00 917.00 917.00 +12.00      
Total Volume and Open Interest 20,551 71,419 +929
NASDAQ 100 E-Mini(GLOBEX)
Dec02 021014 889.5 908.0 879.0 907.5 +12.0 270,208 109,776 +8,353
Mar03 021014 892.0 911.5 892.0 911.5 +12.0 1 9 +0
Total Volume and Open Interest 270,209 109,785 +8,353
NYSE Composite(NYBOT)
Dec02 021014 447.00 453.50 446.30 453.00 +3.00 398 1,388 +62
Mar03 021014 452.80 452.80 452.80 452.80 +3.05 0 20 +0
Jun03 021014 452.50 452.50 452.50 452.50 +3.00      
Total Volume and Open Interest 398 1,408 +62
S & P Midcap 400(CME)
Dec02 021014 399.00 407.00 397.00 407.00 +5.75 976 14,484 -35
Mar03 021014 407.50 407.50 407.50 407.50 +5.75      
Jun03 021014 409.50 409.50 409.50 409.50 +5.75      
Total Volume and Open Interest 976 14,484 -35
Russell 2000(CME)
Dec02 021014 342.00 347.50 342.00 347.25 +1.75 2,182 24,076 +92
Mar03 021014 347.75 347.75 347.75 347.75 +1.75      
Jun03 021014 349.75 349.75 349.75 349.75 +1.75      
Total Volume and Open Interest 2,182 24,076 +92
Value Line(KCBT)
Dec02 021014 888.00 902.00 888.00 900.00 +5.00 46 118 -2
Total Volume and Open Interest 54 138 -3
Nikkei 225(CME)
Dec02 021014 8680 8760 8630 8680 -100 2,084 19,967 +104
Mar03 021014 8730 8730 8680 8680 -100 0 25 +0
Total Volume and Open Interest 2,084 19,995 +104
Nikkei 225(SIMEX)
Dec02 021011 8540 8615 8470 8555 +100 22,665 93,493 +1,396
Mar03 021011 8550 8550 8550 8550 +100 0 438 +0
Jun03 021011 8510 8510 8510 8510 +105      
Total Volume and Open Interest 23,204 93,931 +1,254
CAC 40(MATIF)
Oct02 021014 2913.0 2952.0 2840.0 2890.0 -13.0 97,798 565,455 +22,647
Nov02 021014 2897.5 2897.5 2897.5 2897.5 -12.0 3,182 19,426 +3,182
Dec02 021014 2916.0 2941.0 2875.5 2904.5 -11.5 2,629 96,341 +327
Total Volume and Open Interest 103,609 712,257 +23,156
DAX Index(EUREX)
Dec02 021014 2896.0 2929.5 2806.5 2875.0 -51.5 106,467 229,314 -4,024
Mar03 021014 2930.0 2930.0 2880.0 2896.5 -51.5 353 7,503 +88
Jun03 021014 2918.0 2918.0 2918.0 2918.0 -51.5 140 1,385 +112
Total Volume and Open Interest 106,960 238,202 -3,824
FT-SE 100(LIFFE)
Dec02 021014 3958.50 3998.50 3915.00 3947.50 -3.50 72,649 436,420 +1,630
Mar03 021014 3933.50 3933.50 3921.00 3931.00 -4.00 201 36,657 +118
Jun03 021014 3942.00 3942.00 3940.00 3940.00 -2.00 0 17,230 +0
Total Volume and Open Interest 72,850 490,809 +1,748
SPI 200(SFE)
Dec02 021014 2960.0 2969.0 2948.0 2959.0 +22.0 10,873 139,156 +203
Mar03 021014 2969.0 2969.0 2958.0 2964.0 +22.0 180 1,318 -23
Jun03 021014 2975.0 2975.0 2975.0 2975.0 +22.0 105 1,108 +76
Total Volume and Open Interest 11,322 142,470 +360
GSCI(CME)
Oct02 021014 226.40 227.60 226.40 227.60 +4.10 3,051 2,317 -5,862
Nov02 021014 224.30 227.70 223.90 227.70 +3.55 2,867 16,889 +3,486
Dec02 021014 227.60 227.60 227.60 227.60 +3.10 0 2 +0
Total Volume and Open Interest 5,918 19,208 -2,376
Bridge CRB Index(NYBOT)
Nov02 021014 226.70 228.50 226.70 228.25 +2.25 23 259 -54
Jan03 021014 227.00 229.50 227.00 229.50 +2.00 0 245 +0
Feb03 021014 228.75 228.75 228.75 228.75 +1.75 3 107 +51
Total Volume and Open Interest 26 633 -5
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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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!