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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 21, 2002
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Nov02 021021 550.50 554.25 548.50 551.00 +5.00 29,224 66,964 -1,988
Jan03 021021 552.00 557.00 551.25 553.50 +5.00 9,638 50,984 +1,676
Mar03 021021 554.00 558.50 552.50 555.50 +6.00 4,713 33,945 +1,219
May03 021021 551.50 556.00 551.50 553.75 +5.50 1,926 34,025 +408
Jul03 021021 551.50 555.00 550.50 552.50 +5.50 1,211 18,209 +61
Aug03 021021 545.00 549.50 545.00 548.50 +6.00 216 1,309 +42
Sep03 021021 530.00 530.00 530.00 530.00 +4.00 1 243 +1
Total Volume and Open Interest 47,366 215,261 +1,526
Soybean Meal(CBOT)
Dec02 021021 171.30 172.80 170.90 172.40 +1.70 15,091 63,653 -392
Jan03 021021 171.90 173.50 171.40 172.80 +1.70 3,046 12,819 +151
Mar03 021021 172.40 174.00 171.80 173.40 +1.50 2,556 15,958 +97
May03 021021 172.00 172.90 171.00 172.30 +1.30 2,949 16,533 +1,105
Jul03 021021 171.50 172.20 170.70 172.10 +1.20 738 12,544 +146
Aug03 021021 169.50 170.80 169.00 170.50 +1.50 18 2,228 +15
Sep03 021021 166.30 167.00 166.30 167.00 +1.30 26 2,121 +6
Oct03 021021 161.50 162.00 161.10 161.10 +1.00 8 1,434 +4
Total Volume and Open Interest 24,586 132,121 +1,148
Soybean Oil(CBOT)
Dec02 021021 20.35 20.69 20.35 20.41 +0.14 9,532 70,439 +234
Jan03 021021 20.40 20.71 20.40 20.44 +0.12 2,097 16,350 +334
Mar03 021021 20.45 20.73 20.45 20.45 +0.12 1,294 19,851 +208
May03 021021 20.45 20.67 20.41 20.42 +0.12 488 12,331 +287
Jul03 021021 20.47 20.62 20.35 20.36 +0.08 287 8,061 +15
Aug03 021021 20.40 20.45 20.15 20.15 +0.09 70 2,224 +45
Sep03 021021 19.77 19.77 19.77 19.77 +0.01 25 651 +25
Oct03 021021 19.70 19.70 19.70 19.70 +0.06 0 898 +0
Total Volume and Open Interest 13,821 135,891 +1,136
Canola(WCE)
Nov02 021021 429.5 435.0 429.0 433.5 +4.0 4,193 9,432 -1,805
Jan03 021021 436.0 441.5 436.0 441.3 +6.1 5,564 22,300 -469
Mar03 021021 439.5 444.3 439.5 444.0 +5.7 172 12,013 +2
May03 021021 440.1 444.5 440.1 443.3 +6.8 35 3,016 -25
Jul03 021021 438.0 440.6 438.0 440.6 +6.5 10 561 -10
Total Volume and Open Interest 10,180 50,490 -2,217
Corn(CBOT)
Dec02 021021 255.00 257.50 254.00 254.25 unch 25,392 226,049 -1,838
Mar03 021021 260.75 262.75 259.50 259.75 -0.25 7,727 133,393 +738
May03 021021 263.25 264.75 262.00 262.25 -0.25 1,644 38,318 +277
Jul03 021021 264.00 265.50 262.00 262.25 unch 2,671 39,554 +723
Sep03 021021 254.50 255.00 252.00 252.00 -0.50 197 9,623 +41
Dec03 021021 246.00 246.75 245.00 245.25 +0.25 1,136 27,110 +177
Total Volume and Open Interest 38,879 477,743 +145
Wheat(CBOT)
Dec02 021021 413.00 415.50 407.50 408.75 -4.25 15,307 65,912 +526
Mar03 021021 406.00 409.00 403.00 403.50 -4.00 5,061 23,056 +610
May03 021021 382.50 385.00 379.00 379.00 -3.50 331 2,773 -63
Jul03 021021 339.00 341.00 332.50 337.00 -1.00 1,425 13,944 -24
Sep03 021021 339.00 339.00 339.00 339.00 -2.00 27 1,077 +0
Total Volume and Open Interest 22,167 109,884 +1,018
Wheat(KCBT)
Dec02 021021 482.00 482.00 476.50 479.25 -0.25 3,497 38,735 -310
Mar03 021021 468.25 468.25 463.00 466.00 +0.25 2,208 21,728 -86
May03 021021 435.00 435.50 432.00 432.00 -1.00 363 2,787 +72
Jul03 021021 375.50 376.00 370.25 371.00 -2.50 519 8,127 -148
Sep03 021021 375.00 375.00 370.00 370.00 -4.00 120 488 +35
Total Volume and Open Interest 6,707 72,438 -437
Wheat(MGE)
Dec02 021021 495.50 495.50 492.00 492.75 -1.25 2,393 15,999 -320
Mar03 021021 495.00 496.00 493.00 494.00 -0.50 1,512 10,604 -151
May03 021021 481.00 481.50 480.00 480.50 +2.50 186 2,072 +10
Jul03 021021 449.00 451.00 449.00 450.75 +1.00 91 2,093 +20
Sep03 021021 414.00 415.00 413.50 415.00 -2.00 92 1,035 -5
Total Volume and Open Interest 4,277 32,932 -445
Oats(CBOT)
Dec02 021021 192.75 194.75 191.00 191.50 -1.00 1,446 6,024 -4
Mar03 021021 191.50 193.00 190.00 190.00 -1.00 303 2,519 -21
May03 021021 189.50 189.50 189.50 189.50 -0.25 60 596 +28
Jul03 021021 175.00 175.00 175.00 175.00 unch 2 40 +1
Total Volume and Open Interest 1,811 9,193 +4
Rough Rice(CBOT)
Nov02 021021 3.69 3.76 3.67 3.67 -0.03 392 3,370 -174
Jan03 021021 3.96 4.01 3.91 3.92 -0.04 355 1,904 +152
Mar03 021021 4.20 4.24 4.16 4.16 -0.03 29 1,212 +10
May03 021021 4.45 4.45 4.38 4.38 -0.03 10 947 +6
Total Volume and Open Interest 786 8,091 -6
Live Cattle(CME)
Oct02 021021 69.100 69.300 68.575 68.600 +0.600 4,030 4,079 -863
Dec02 021021 72.000 72.200 71.800 71.925 +1.225 9,016 53,992 -1,416
Feb03 021021 74.100 74.350 73.800 74.125 +1.275 2,343 25,533 +252
Apr03 021021 74.150 74.700 74.150 74.425 +1.075 1,144 16,107 +579
Jun03 021021 69.500 69.950 69.400 69.625 +0.700 464 9,623 +107
Aug03 021021 69.300 69.600 69.100 69.275 +0.375 334 1,392 +178
Total Volume and Open Interest 17,346 110,813 -1,157
Feeder Cattle(CME)
Oct02 021021 82.150 82.400 81.800 81.950 +0.850 167 1,642 -80
Nov02 021021 82.000 82.400 82.000 82.150 +1.250 897 5,124 -278
Jan03 021021 81.775 81.775 81.475 81.575 +1.300 873 5,149 +197
Mar03 021021 79.100 79.600 79.100 79.400 +1.300 40 829 -1
Apr03 021021 79.250 79.250 79.050 79.050 +1.300 21 296 +4
May03 021021 79.100 79.400 79.100 79.150 +1.225 19 359 +3
Aug03 021021 80.500 81.000 80.500 80.775 +0.700 6 109 +1
Total Volume and Open Interest 2,023 13,517 -154
Lean Hogs(CME)
Dec02 021021 41.550 41.550 40.100 40.150 -0.975 3,787 24,619 +227
Feb03 021021 47.600 47.600 46.650 47.100 -0.350 905 5,687 +80
Apr03 021021 51.200 51.200 50.600 50.625 -0.350 103 1,502 +16
May03 021021 58.150 58.150 57.300 57.350 -0.750 27 750 +5
Jun03 021021 60.750 60.750 60.450 60.450 -0.350 67 1,271 +28
Jul03 021021 58.700 58.700 58.450 58.600 -0.200 12 325 +10
Aug03 021021 56.375 56.375 56.275 56.275 -0.100 7 203 +6
Oct03 021021 51.900 51.900 51.900 51.900 +0.050 1 33 +1
Total Volume and Open Interest 4,909 34,391 +373
Pork Bellies(CME)
Feb03 021021 75.000 76.950 74.600 76.100 +1.900 285 1,244 +25
Mar03 021021 74.800 76.000 74.800 75.250 +2.250 9 83 +7
May03 021021 76.050 76.050 75.600 76.000 +1.400 1 23 +0
Jul03 021021 76.000 76.000 76.000 76.000 +2.250 1 14 +0
Aug03 021021 72.600 72.600 72.600 72.600 +0.100 0 8 +0
Total Volume and Open Interest 296 1,372 +32
Cocoa(NYBOT)
Dec02 021021 1855 1982 1842 1924 +14 12,090 25,935 -4,373
Mar03 021021 1856 1980 1856 1930 +14 4,762 29,263 +194
May03 021021 1880 1980 1880 1937 +15 282 8,721 +0
Jul03 021021 1895 1970 1895 1944 +15 43 8,866 +29
Sep03 021021 1970 1977 1950 1952 +16 119 9,874 +37
Dec03 021021 1970 1990 1960 1962 +18 6 13,527 +4
Mar04 021021 1980 1980 1970 1970 +16 16 2,570 +15
Total Volume and Open Interest 17,319 107,189 -4,051
Coffee "C"(NYBOT)
Dec02 021021 64.00 65.90 63.50 65.30 +2.70 9,446 40,714 -607
Mar03 021021 66.90 68.50 66.30 68.10 +2.60 2,682 17,011 +100
May03 021021 68.50 70.25 68.25 69.60 +2.50 148 7,017 +8
Jul03 021021 69.60 71.50 69.50 71.00 +2.40 77 5,575 +8
Sep03 021021 71.50 72.75 71.50 72.30 +2.40 14 4,423 -3
Dec03 021021 73.25 74.50 73.25 74.00 +2.00 26 478 +11
Total Volume and Open Interest 12,414 75,321 -479
Orange Juice(NYBOT)
Nov02 021021 95.10 97.20 95.00 96.40 +1.65 942 7,932 -1,469
Jan03 021021 96.55 98.50 96.55 97.60 +1.15 1,037 8,883 +272
Mar03 021021 99.50 100.50 99.40 99.75 +0.95 115 5,096 +40
May03 021021 100.40 100.40 100.40 100.40 +0.65 1 1,376 +1
Jul03 021021 101.50 101.50 100.90 100.90 +0.55 1 749 -1
Total Volume and Open Interest 2,096 24,061 -1,157
Sugar #11(NYBOT)
Mar03 021021 7.30 7.30 7.12 7.13 -0.16 17,317 144,177 +1,457
May03 021021 6.78 6.80 6.63 6.64 -0.16 3,766 22,816 +536
Jul03 021021 6.29 6.30 6.15 6.15 -0.16 2,981 22,763 -345
Oct03 021021 6.14 6.14 6.04 6.04 -0.11 1,740 14,177 +391
Mar04 021021 6.20 6.20 6.10 6.10 -0.10 454 5,733 +3
Total Volume and Open Interest 26,307 213,663 +2,080
London Cocoa(LCE)
Dec02 021021 1349 1366 1312 1348 -2 10,189 57,940 -1,539
Mar03 021021 1365 1390 1330 1370 +5 7,985 46,718 +2,639
May03 021021 1370 1400 1346 1386 +5 1,816 24,251 +152
Jul03 021021 1360 1412 1360 1398 +3 640 14,843 +55
Sep03 021021 1375 1421 1375 1409 +3 710 9,863 +454
Dec03 021021 1397 1425 1397 1417 +3 402 11,911 +199
Mar04 021021 1402 1427 1402 1427 +3 70 3,096 -15
Total Volume and Open Interest 21,815 168,679 +1,948
London Coffee(LCE)
Nov02 021021 635.00 660.00 635.00 650.00 +7.00 3,029 21,843 -2,139
Jan03 021021 655.00 683.00 653.00 669.00 +7.00 4,371 50,734 +783
Mar03 021021 670.00 697.00 670.00 686.00 +9.00 1,446 32,594 +74
May03 021021 686.00 702.00 686.00 700.00 +9.00 282 14,495 +88
Jul03 021021 715.00 715.00 714.00 714.00 +9.00 416 12,305 +205
Sep03 021021 725.00 732.00 725.00 728.00 +9.00 480 6,771 +398
Total Volume and Open Interest 10,534 141,410 -260
London Sugar(LCE)
Oct02 020913 202.00 210.30 199.10 208.10 +5.60 4,727 1,924 -2,415
Dec02 021021 201.00 201.80 199.20 200.20 -1.00 871 16,445 -78
Mar03 021021 196.50 197.00 193.90 194.70 -1.50 1,051 19,170 +377
May03 021021 192.80 192.80 191.20 191.70 -1.50 97 5,893 +87
Aug03 021021 187.00 187.00 185.00 185.70 -1.50 210 4,400 +38
Total Volume and Open Interest 2,299 50,593 +464
Cotton(NYBOT)
Dec02 021021 44.40 45.15 44.31 44.40 -0.05 4,800 44,937 -565
Mar03 021021 46.95 47.45 46.65 46.76 +0.04 1,509 10,192 +370
May03 021021 50.40 50.75 50.05 50.10 unch 1,346 11,349 +491
Jul03 021021 51.35 51.85 51.10 51.15 +0.01 702 4,561 +389
Oct03 021021 52.15 52.15 52.15 52.15 unch 0 209 +0
Dec03 021021 53.80 53.80 53.20 53.20 unch 86 1,639 +38
Total Volume and Open Interest 8,443 73,139 +723
Lumber(CME)
Nov02 021021 232.5 232.5 224.0 227.0 -7.0 250 2,042 -23
Jan03 021021 250.5 250.5 241.9 243.8 -8.1 81 644 +16
Mar03 021021 261.6 261.6 251.7 255.1 -6.6 22 149 +3
May03 021021 266.6 266.6 261.5 262.0 -5.6 2 43 -1
Total Volume and Open Interest 355 2,883 -5
Crude Oil(NYM)
Nov02 021021 29.13 29.13 28.22 28.37 -1.23 45,144 38,680 -16,269
Dec02 021021 29.10 29.10 28.20 28.34 -1.26 65,224 172,158 +5,245
Jan03 021021 28.65 28.65 27.85 27.96 -1.22 17,842 56,964 -380
Feb03 021021 28.15 28.25 27.50 27.55 -1.11 5,183 21,851 -37
Mar03 021021 27.75 27.75 27.05 27.15 -0.98 3,168 22,749 -672
Apr03 021021 27.20 27.20 26.74 26.74 -0.87 4,628 26,811 -2,066
May03 021021 26.40 26.40 26.33 26.33 -0.77 3,704 19,943 +1,476
Jun03 021021 26.15 26.19 25.90 25.92 -0.67 2,753 28,490 -119
Jul03 021021 25.51 25.51 25.51 25.51 -0.59 1,140 15,881 +60
Aug03 021021 25.12 25.17 25.12 25.17 -0.55 350 9,297 +298
Total Volume and Open Interest 154,227 539,746 -11,387
Heating Oil(NYM)
Nov02 021021 79.00 79.00 76.00 76.29 -4.06 14,622 33,697 +1,208
Dec02 021021 79.15 79.25 76.70 77.01 -3.86 9,038 46,931 +1,232
Jan03 021021 79.45 79.45 77.20 77.26 -3.71 2,671 23,225 +1,124
Feb03 021021 78.30 78.30 76.15 76.16 -3.36 456 13,363 +134
Mar03 021021 75.70 75.70 73.80 73.86 -2.91 599 9,281 +26
Apr03 021021 72.25 72.25 71.36 71.36 -2.41 91 5,291 +2
May03 021021 69.30 69.40 68.56 68.56 -2.16 341 4,269 -20
Jun03 021021 68.40 68.40 67.21 67.21 -2.01 560 6,099 +107
Jul03 021021 67.30 67.50 66.61 66.61 -1.91 135 4,646 +73
Aug03 021021 67.25 67.50 66.66 66.66 -1.81 179 2,166 +119
Total Volume and Open Interest 29,042 157,388 +4,020
Unleaded Gas(NYM)
Nov02 021021 84.00 84.20 80.60 81.03 -4.14 17,431 33,332 -301
Dec02 021021 78.90 79.15 75.75 76.11 -4.16 10,285 38,371 -54
Jan03 021021 77.00 77.20 74.40 74.61 -3.91 2,073 12,573 +567
Feb03 021021 77.00 77.00 74.76 74.76 -3.71 823 5,224 +639
Mar03 021021 76.00 76.00 75.21 75.21 -3.61 84 3,108 +2
Apr03 021021 82.60 82.60 80.56 80.56 -3.36 110 4,957 +40
May03 021021 79.96 79.96 79.96 79.96 -3.31 1 3,600 +2
Jun03 021021 78.81 78.81 78.81 78.81 -3.21 1 1,304 +1
Total Volume and Open Interest 30,808 104,421 +895
Natural Gas(NYM)
Nov02 021021 4.285 4.420 4.157 4.157 -0.082 32,519 46,216 -1,774
Dec02 021021 4.510 4.610 4.378 4.378 -0.084 8,325 49,015 +1,124
Jan03 021021 4.610 4.660 4.460 4.460 -0.082 5,698 33,402 +332
Feb03 021021 4.460 4.500 4.325 4.325 -0.077 2,637 24,818 +98
Mar03 021021 4.310 4.320 4.165 4.165 -0.072 2,866 32,959 -39
Apr03 021021 4.070 4.100 3.965 3.965 -0.062 2,294 20,848 +307
May03 021021 4.010 4.035 3.905 3.905 -0.057 1,457 14,470 +188
Jun03 021021 4.020 4.050 3.918 3.918 -0.059 1,753 20,950 +434
Total Volume and Open Interest 69,397 427,887 +1,857
Brent Crude Oil(IPE)
Dec02 021021 27.72 27.75 26.52 26.59 -1.25 32,575 97,261 +1,038
Jan03 021021 27.50 27.50 26.38 26.45 -1.19 10,711 47,176 -388
Feb03 021021 27.00 27.02 26.12 26.17 -1.11 5,472 16,990 -397
Mar03 021021 26.59 26.60 25.78 25.79 -1.01 2,157 19,924 +678
Apr03 021021 26.00 26.00 25.35 25.42 -0.90 660 12,533 +303
May03 021021 25.57 25.57 25.04 25.06 -0.78 658 11,116 -404
Jun03 021021 25.28 25.28 24.60 24.71 -0.65 2,706 22,983 -886
Jul03 021021 24.40 24.40 24.37 24.37 -0.58 598 8,406 +1
Total Volume and Open Interest 56,689 287,660 +138
Gas Oil(IPE)
Nov02 021021 240.75 240.75 230.75 231.25 -9.50 9,804 53,282 +1,089
Dec02 021021 240.00 240.00 230.00 230.25 -9.75 6,745 58,637 +1,398
Jan03 021021 238.00 238.00 229.50 229.50 -9.25 3,218 28,927 +292
Feb03 021021 234.00 234.00 226.00 226.00 -8.75 558 7,756 +0
Mar03 021021 226.00 226.50 221.25 221.25 -8.00 400 8,388 +100
Apr03 021021 221.00 221.00 216.00 216.00 -7.25 400 6,271 +350
May03 021021 211.25 211.25 211.25 211.25 -6.75 0 1,956 +0
Jun03 021021 211.25 211.25 207.50 207.50 -6.25 415 19,117 -255
Total Volume and Open Interest 21,655 206,621 +2,974
US Dollar Index(NYBOT)
Dec02 021021 108.39 108.67 108.33 108.54 -0.33 604 9,496 +32
Mar03 021021 109.02 109.05 109.02 109.05 -0.33 112 2,018 +8
Jun03 021021 109.56 109.56 109.56 109.56 -0.33 0 4 +0
Total Volume and Open Interest 716 11,518 +38
Australian Dollar(CME)
Dec02 021021 55.13 55.25 55.06 55.22 +0.44 2,748 27,882 +2,225
Mar03 021021 54.75 54.79 54.75 54.79 +0.44 0 107 +0
Jun03 021021 54.36 54.36 54.36 54.36 +0.44 0 680 +0
Total Volume and Open Interest 2,748 28,856 +2,225
British Pound(CME)
Dec02 021021 154.20 154.28 153.62 153.86 -0.22 4,438 27,850 +849
Mar03 021021 152.80 152.92 152.80 152.92 -0.22 6 203 +1
Jun03 021021 152.02 152.02 152.02 152.02 -0.22 0 4 +0
Total Volume and Open Interest 4,444 28,058 +850
Canadian Dollar(CME)
Dec02 021021 63.64 63.83 63.58 63.80 +0.38 5,669 46,718 -3,394
Mar03 021021 63.41 63.60 63.41 63.60 +0.38 198 4,705 +1
Jun03 021021 63.24 63.41 63.24 63.41 +0.38 26 2,246 -12
Sep03 021021 63.15 63.23 63.15 63.23 +0.38 0 755 +0
Total Volume and Open Interest 5,893 54,744 -3,405
Japanese Yen(CME)
Dec02 021021 80.43 80.57 80.30 80.30 +0.38 5,682 83,128 -586
Mar03 021021 80.70 80.75 80.65 80.65 +0.38 1 1,028 -1
Jun03 021021 81.00 81.00 81.00 81.00 +0.38 0 50 +0
Total Volume and Open Interest 5,683 84,413 -587
Swiss Franc(CME)
Dec02 021021 66.41 66.54 66.25 66.35 +0.13 4,771 34,912 -196
Mar03 021021 66.65 66.65 66.51 66.51 +0.13 4 508 +3
Jun03 021021 66.66 66.66 66.66 66.66 +0.13 0 3 +0
Total Volume and Open Interest 4,775 35,455 -193
EuroFX(CME)
Dec02 021021 97.22 97.36 97.00 97.18 +0.24 6,508 84,764 -2,119
Mar03 021021 96.83 96.86 96.73 96.86 +0.25 60 886 -17
Jun03 021021 96.57 96.57 96.57 96.57 +0.26 0 255 +0
Total Volume and Open Interest 6,568 85,934 -2,136
Mexican Peso(CME)
Dec02 021021 9925.0 9980.0 9925.0 9957.5 +35.5 5,271 13,380 +65
Mar03 021021 9770.0 9800.0 9767.5 9767.5 +35.5 8 2,015 +3
Total Volume and Open Interest 5,279 15,609 +68
30-Year T-Bonds(CBOT)
Dec02 021021 108~28 109~07 107~25 108~02 -0~20 291,775 411,291 -2,233
Mar03 021021 107~24 108~02 106~24 106~29 -0~20 4,128 44,621 +111
Jun03 021021 105~25 105~25 105~25 105~25 -0~20 5 335 +5
Total Volume and Open Interest 295,908 456,247 -2,117
Municipal Bonds(CBOT)
Dec02 021021 105~26 105~29 104~22 104~25 -1~01 886 4,147 -134
Total Volume and Open Interest 886 4,147 -134
10-Year T-Notes(CBOT)
Dec02 021021 112~265 112~310 111~285 112~045 -0~175 614,402 917,951 -22,148
Mar03 021021 111~125 111~125 110~260 110~285 -0~175 6,820 50,759 +1,144
Total Volume and Open Interest 621,222 968,735 -21,004
5-Year T-Notes(CBOT)
Dec02 021021 111~300 112~000 111~110 111~150 -0~135 195,577 0 -658,564
Mar03 021021 110~060 110~090 110~060 110~090 -0~125 150 9,627 +100
Total Volume and Open Interest 195,727 9,627 -658,464
2 Year T-Notes(CBOT)
Dec02 021021 106~094 106~094 106~058 106~066 -0~027 5,149 110,417 +475
Total Volume and Open Interest 5,149 110,417 +475
3-Mth T-Bills(IMM)
Dec02 021021 98.42 98.42 98.40 98.40 -0.03 0 168 +0
Total Volume and Open Interest 0 170 +0
Eurodollars(CME)
Dec02 021021 98.250 98.265 98.220 98.225 -0.030 97,674 849,357 +10,572
Mar03 021021 98.175 98.190 98.100 98.105 -0.060 127,019 659,834 -5,417
Jun03 021021 97.955 97.960 97.815 97.820 -0.105 156,630 489,931 -8,441
Sep03 021021 97.635 97.640 97.465 97.470 -0.135 103,855 376,555 +2,822
Dec03 021021 97.285 97.290 97.100 97.105 -0.145 69,854 385,999 -17,702
Mar04 021021 96.890 96.910 96.725 96.730 -0.155 37,608 235,209 +8,307
Jun04 021021 96.580 96.580 96.400 96.405 -0.160 24,826 169,352 -307
Sep04 021021 96.330 96.335 96.150 96.155 -0.155 23,310 140,785 +1,528
Dec04 021021 96.095 96.115 95.940 95.940 -0.145 17,527 123,974 -1,220
Mar05 021021 95.905 95.940 95.765 95.765 -0.135 11,270 109,770 +392
Jun05 021021 95.720 95.745 95.590 95.590 -0.120 11,058 84,951 -1,018
Sep05 021021 95.570 95.570 95.430 95.430 -0.105 11,226 83,867 +1,058
Total Volume and Open Interest 779,967 4,202,560 +13,136
3-Mth Euro-Yen(CME)
Dec02 021021 99.92 99.92 99.92 99.92 unch 2,015 8,690 +1,642
Mar03 021021 99.89 99.89 99.89 99.89 unch 157 9,646 -278
Jun03 021021 99.90 99.90 99.90 99.90 unch 0 6,428 +0
Sep03 021021 99.88 99.89 99.88 99.89 +0.01 33 5,871 -173
Dec03 021021 99.86 99.86 99.86 99.86 unch 10 1,772 +1
Mar04 021021 99.82 99.82 99.82 99.82 +0.01 0 801 +0
Jun04 021021 99.81 99.81 99.81 99.81 +0.01 1 694 +1
Sep04 021021 99.75 99.75 99.75 99.75 unch 0 1,120 +0
Dec04 021021 99.71 99.71 99.71 99.71 unch 0 261 +0
Mar05 021021 99.62 99.62 99.62 99.62 unch 0 760 +0
Total Volume and Open Interest 2,216 39,243 +1,193
3-Mth Euro-Yen(SIMEX)
Dec02 021021 99.92 99.92 99.92 99.92 +0.00 5,509 58,424 +3,896
Mar03 021021 99.89 99.89 99.89 99.89 unch 1,153 36,927 +232
Jun03 021021 99.90 99.90 99.90 99.90 unch 333 45,979 +14
Sep03 021021 99.88 99.89 99.88 99.88 unch 548 34,756 +17
Dec03 021021 99.86 99.86 99.86 99.86 unch 538 26,571 +0
Mar04 021021 99.81 99.81 99.81 99.81 unch 91 20,742 +81
Jun04 021021 99.80 99.81 99.80 99.81 +0.01 33 11,187 +28
Sep04 021021 99.75 99.75 99.75 99.75 +0.01 0 2,828 -100
Total Volume and Open Interest 8,205 252,262 +4,168
German Euro-Bund(EUREX)
Dec02 021021 110.42 110.57 109.79 109.93 -0.38 931,373 747,965 -87,697
Mar03 021021 109.90 109.90 109.49 109.49 -0.37 8,810 8,997 +2,713
Jun03 021021 109.03 109.03 109.03 109.03 -0.38      
Total Volume and Open Interest 940,183 756,962 -84,984
German Euro-Bobl(EUREX)
Dec02 021021 108.47 108.58 108.07 108.12 -0.26 603,548 586,781 -58,738
Mar03 021021 108.35 108.40 108.00 108.00 -0.27 772 2,705 +7
Jun03 021021 107.62 107.62 107.62 107.62 -0.26      
Total Volume and Open Interest 604,320 589,486 -58,731
Long Gilt(LIFFE)
Dec02 021021 118~12 118~12 117~20 118~03 -0~01 34,413 82,939 +907
Mar03 021021 117~11 117~11 117~11 117~11 -0~01      
Total Volume and Open Interest 34,413 82,939 +907
3-Mth Short Sterling(LIFFE)
Dec02 021021 96.08 96.10 96.04 96.08 +0.02 21,140 0 +0
Mar03 021021 96.03 96.05 95.96 96.02 +0.02 35,349 0 +0
Jun03 021021 95.92 95.92 95.81 95.89 +0.03 30,630 0 +0
Total Volume and Open Interest 112,306    
3-Mth Euribor(LIFFE)
Dec02 021021 96.990 96.990 96.935 96.965 +0.020 119,756 566,345 -4,734
Mar03 021021 97.040 97.075 96.985 97.040 +0.030 148,154 461,093 +2,032
Jun03 021021 96.960 97.000 96.895 96.965 +0.040 133,663 310,679 -3,189
Total Volume and Open Interest 533,431 2,036,807 +11
3-Mth Aus T-Bills(SFE)
Dec02 021021 95.06 95.09 95.06 95.08 +0.01 9,927 272,523 -11,333
Mar03 021021 94.98 94.99 94.93 94.97 +0.03 5,501 68,463 +364
Jun03 021021 94.82 94.85 94.79 94.83 +0.04 3,016 39,946 +325
Sep03 021021 94.68 94.70 94.67 94.69 +0.05 572 20,609 +18
Dec03 021021 94.53 94.56 94.53 94.55 +0.06 112 14,598 -304
Mar04 021021 94.40 94.43 94.38 94.42 +0.06 210 8,493 -5
Jun04 021021 94.27 94.33 94.27 94.31 +0.06 85 5,494 -39
Sep04 021021 94.24 94.24 94.22 94.22 +0.05 1 3,721 +1
Dec04 021021 94.13 94.13 94.13 94.13 +0.05 62 1,736 +1
Mar05 021021 94.07 94.07 94.07 94.07 +0.05 60 624 -60
Total Volume and Open Interest 19,549 436,681 -11,035
10-Year Aus T-Bonds(SFE)
Dec02 021021 94.20 94.21 94.08 94.09 -0.07 2,680 166,214 +5,896
Mar03 021021 94.20 94.20 94.20 94.20 +0.04      
Total Volume and Open Interest 18,153 160,318 -4,817
3-Year Aus T-Bonds(SFE)
Dec02 021021 94.72 94.76 94.70 94.74 +0.06 43,957 368,023 -145,897
Mar03 021021 94.74 94.74 94.74 94.74 +0.06      
Total Volume and Open Interest 43,957 368,023 -145,897
Gold(CMX)
Oct02 021021 313.0 313.0 310.9 310.9 -1.8 17 123 -780
Dec02 021021 313.9 314.1 310.9 311.5 -1.8 19,551 102,435 -1,057
Feb03 021021 314.6 314.8 311.8 312.4 -1.8 87 9,627 -20
Apr03 021021 315.0 315.0 313.0 313.1 -1.8 62 5,397 +17
Jun03 021021 316.2 316.2 313.7 313.7 -1.8 82 7,223 -52
Aug03 021021 314.4 314.4 314.4 314.4 -1.7 4 7,833 +4
Total Volume and Open Interest 21,295 154,944 -1,521
Silver(CMX)
Dec02 021021 437.0 437.5 431.5 435.2 -0.8 3,060 66,367 +425
Mar03 021021 440.0 440.5 435.5 437.6 -0.9 128 9,836 +46
May03 021021 441.5 441.5 437.5 438.7 -1.0 152 2,469 +148
Jul03 021021 440.0 440.5 439.7 439.7 -1.3 113 6,352 -105
Sep03 021021 441.0 441.0 440.9 440.9 -1.3 0 820 +0
Total Volume and Open Interest 3,848 92,216 +654
Platinum(NYM)
Oct02 021021 594.5 594.5 590.1 590.1 -8.8 1 16 +0
Jan03 021021 578.5 579.5 574.0 575.1 -8.8 96 7,379 +41
Apr03 021021 571.0 571.0 566.6 566.6 -8.8 0 56 +0
Jul03 021021 563.1 563.1 563.1 563.1 -8.8 0 5 +0
Total Volume and Open Interest 97 7,456 +41
Palladium(NYME)
Dec02 021021 317.00 324.50 317.00 321.35 +2.35 42 2,025 +0
Mar03 021021 321.35 321.35 321.35 321.35 +2.35 0 6 +0
Total Volume and Open Interest 42 2,031 +0
Copper(CMX)
Dec02 021021 69.20 70.50 69.15 70.35 +1.10 7,932 54,026 -1,489
Mar03 021021 70.10 71.20 70.00 71.10 +1.10 80 8,294 +87
May03 021021 70.85 71.60 70.85 71.50 +1.00 45 3,859 -43
Jul03 021021 71.10 72.20 71.10 71.90 +1.00 102 3,505 +95
Sep03 021021 72.30 72.30 72.30 72.30 +1.00 5 5,157 +5
Total Volume and Open Interest 8,522 98,315 -1,249
DJIA Index(CBOT)
Dec02 021021 8240 8545 8210 8515 +220 21,584 32,085 +440
Mar03 021021 8325 8515 8325 8505 +220 22 258 +3
Jun03 021021 8493 8493 8493 8493 +221 0 1 +1
Total Volume and Open Interest 21,606 32,371 +441
S & P 500(CME)
Dec02 021021 878.00 901.80 872.50 898.70 +15.50 64,420 552,678 -4,051
Mar03 021021 883.00 898.70 883.00 898.70 +15.70 157 50,164 +102
Jun03 021021 876.50 899.30 876.00 899.30 +16.00 0 4,106 +0
Sep03 021021 900.80 900.80 900.80 900.80 +16.00 1 42 +1
Total Volume and Open Interest 64,578 607,011 -3,948
S & P 500 E-Mini(Globex)
Dec02 021021 882.00 901.75 872.50 898.75 +15.50 609,515 345,736 -42
Mar03 021021 876.50 898.75 876.50 898.75 +15.75 12 44 -4
Total Volume and Open Interest 609,527 345,780 -46
NASDAQ 100(CME)
Dec02 021021 948.00 986.00 939.00 980.00 +19.50 12,137 69,205 -2,885
Mar03 021021 984.00 984.00 984.00 984.00 +19.50 0 491 +0
Jun03 021021 989.50 989.50 989.50 989.50 +19.50      
Total Volume and Open Interest 12,137 69,696 -2,885
NASDAQ 100 E-Mini(GLOBEX)
Dec02 021021 956.0 986.0 939.5 980.0 +19.5 224,567 106,832 -5,337
Mar03 021021 984.0 984.0 984.0 984.0 +19.5 0 8 +0
Total Volume and Open Interest 224,567 106,840 -5,337
NYSE Composite(NYBOT)
Dec02 021021 470.00 481.30 468.00 481.30 +8.35 228 1,517 -2
Mar03 021021 481.50 481.50 481.50 481.50 +8.30 20 60 +20
Jun03 021021 481.80 481.80 481.80 481.80 +8.35      
Total Volume and Open Interest 248 1,577 +18
S & P Midcap 400(CME)
Dec02 021021 422.00 431.25 418.00 430.00 +6.75 877 14,993 +75
Mar03 021021 430.50 430.50 430.50 430.50 +6.75      
Jun03 021021 432.50 432.50 432.50 432.50 +6.75      
Total Volume and Open Interest 877 14,993 +75
Russell 2000(CME)
Dec02 021021 362.00 369.40 360.00 367.75 +3.75 1,746 23,546 -114
Mar03 021021 368.25 368.25 368.25 368.25 +3.75      
Jun03 021021 370.25 370.25 370.25 370.25 +3.75      
Total Volume and Open Interest 1,746 23,546 -114
Value Line(KCBT)
Dec02 021021 943.00 968.00 936.00 968.00 +20.00 32 121 -10
Total Volume and Open Interest 33 142 -10
Nikkei 225(CME)
Dec02 021021 8975 9045 8880 9015 -40 1,038 20,018 +197
Mar03 021021 9015 9015 9015 9015 -40 0 23 +0
Total Volume and Open Interest 1,038 20,044 +197
Nikkei 225(SIMEX)
Dec02 021021 9100 9120 8910 8940 -155 12,682 94,692 +458
Mar03 021021 8930 8930 8930 8930 -155 0 440 +0
Jun03 021021 8895 8895 8895 8895 -155      
Total Volume and Open Interest 12,682 95,132 +458
CAC 40(MATIF)
Oct02 021021 3149.5 3228.0 3112.0 3154.0 unch 87,027 641,211 +8,994
Nov02 021021 3173.0 3173.0 3135.0 3161.0 -0.5 775 26,429 +328
Dec02 021021 3149.0 3220.0 3138.0 3168.5 +0.5 3,009 99,766 +1,625
Total Volume and Open Interest 90,812 798,442 +10,947
DAX Index(EUREX)
Dec02 021021 3157.5 3287.5 3113.0 3285.0 +102.5 89,987 219,345 -3,466
Mar03 021021 3167.0 3309.5 3167.0 3309.5 +103.0 492 8,147 +317
Jun03 021021 3201.0 3335.5 3186.0 3335.5 +104.5 1 1,488 +1
Total Volume and Open Interest 90,480 228,980 -3,148
FT-SE 100(LIFFE)
Dec02 021021 4144.50 4190.50 4092.00 4131.00 +4.50 62,031 437,640 -335
Mar03 021021 4105.00 4137.50 4105.00 4118.00 +5.50 32 36,725 +24
Jun03 021021 4120.50 4128.00 4110.00 4128.00 +4.50 627 18,332 +627
Total Volume and Open Interest 62,690 493,199 +316
SPI 200(SFE)
Dec02 021021 3013.0 3018.0 2989.0 2999.0 -18.0 15,683 148,406 +2,027
Mar03 021021 3013.0 3015.0 3006.0 3006.0 -16.0 81 1,602 -13
Jun03 021021 3016.0 3016.0 3016.0 3016.0 -16.0 18 1,104 -98
Total Volume and Open Interest 15,782 152,000 +1,916
GSCI(CME)
Nov02 021021 226.50 226.50 222.00 222.00 -6.15 9 17,667 -14
Dec02 021021 222.50 222.50 222.50 222.50 -5.30 0 1 +0
Jan03 021021 221.00 221.00 221.00 221.00 -4.20      
Total Volume and Open Interest 9 17,668 -14
Bridge CRB Index(NYBOT)
Nov02 021021 228.50 229.00 228.40 228.40 -0.30 22 312 -5
Jan03 021021 229.75 229.75 229.15 229.40 -0.30 9 261 +4
Feb03 021021 228.40 228.40 228.40 228.40 -0.30 3 106 -1
Total Volume and Open Interest 35 698 -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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MRCI 2012 Lumber Report is ready to go! 58 pgs of seasonal analysis & 22 historically reliable futures & spreads trading ideas!