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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 Wed October 30, 2002
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Nov02 021030 557.50 563.50 555.75 557.00 unch 39,162 28,890 -11,887
Jan03 021030 560.00 565.50 556.75 558.25 -1.00 51,528 77,827 +9,716
Mar03 021030 558.00 560.50 551.75 552.75 -3.75 6,292 39,894 +961
May03 021030 551.50 552.00 545.00 546.25 -3.50 2,665 34,557 -382
Jul03 021030 548.50 548.50 541.00 542.75 -3.75 2,489 18,806 -72
Aug03 021030 538.50 538.50 535.00 535.00 -3.00 216 1,630 +101
Sep03 021030 518.00 518.00 518.00 518.00 -2.00 38 251 +0
Total Volume and Open Interest 103,656 212,590 -1,480
Soybean Meal(CBOT)
Dec02 021030 169.20 169.50 167.50 168.10 -0.50 17,929 55,358 -38
Jan03 021030 169.60 169.80 168.00 169.00 -0.10 4,269 13,631 -160
Mar03 021030 169.50 169.50 167.70 168.60 -0.10 3,253 17,337 -371
May03 021030 167.50 167.70 165.80 166.50 -0.50 1,667 17,283 -399
Jul03 021030 166.60 166.60 164.30 165.30 -0.60 2,230 15,805 +957
Aug03 021030 165.50 165.50 163.30 163.60 -1.10 352 2,481 +76
Sep03 021030 162.00 162.00 160.20 160.30 -1.20 164 2,347 +62
Oct03 021030 158.50 158.50 156.50 156.50 -1.20 87 1,667 +40
Total Volume and Open Interest 30,674 131,793 +584
Soybean Oil(CBOT)
Dec02 021030 22.10 22.19 21.60 21.68 -0.13 24,434 81,551 +4,980
Jan03 021030 21.98 22.17 21.60 21.65 -0.08 6,599 20,409 +467
Mar03 021030 21.65 21.92 21.40 21.40 -0.07 3,667 20,875 +454
May03 021030 21.40 21.60 21.12 21.16 -0.07 2,571 14,240 -269
Jul03 021030 21.22 21.38 20.90 20.95 -0.12 2,733 8,191 +514
Aug03 021030 20.85 21.05 20.58 20.58 -0.07 15 2,616 +65
Sep03 021030 20.55 20.70 20.25 20.25 -0.05 19 877 -29
Oct03 021030 19.90 19.90 19.90 19.90 unch 29 893 +9
Total Volume and Open Interest 41,867 155,864 +6,745
Canola(WCE)
Nov02 021030 445.0 450.6 443.5 443.5 +0.6 2,145 4,739 -1,460
Jan03 021030 452.0 458.6 449.5 449.7 -1.0 5,601 26,721 -886
Mar03 021030 456.5 461.7 453.0 453.1 -0.7 1,248 12,341 +71
May03 021030 457.5 459.5 454.5 454.5 unch 377 3,692 +243
Jul03 021030 456.0 456.0 452.0 452.0 +0.2 40 691 +5
Total Volume and Open Interest 9,997 51,553 -1,982
Corn(CBOT)
Dec02 021030 248.75 250.50 245.75 246.00 -3.00 40,815 216,117 -2,650
Mar03 021030 253.00 254.25 249.75 250.00 -2.50 14,970 146,108 +2,505
May03 021030 256.00 257.00 252.50 252.75 -2.25 4,016 43,333 +598
Jul03 021030 256.50 258.00 254.00 254.50 -1.50 3,434 43,608 +724
Sep03 021030 251.50 251.75 248.75 248.75 unch 208 10,135 +74
Dec03 021030 245.50 245.50 243.50 244.75 +0.75 2,110 28,374 -128
Total Volume and Open Interest 65,606 491,432 +1,155
Wheat(CBOT)
Dec02 021030 414.50 418.75 405.00 406.75 -9.00 27,970 65,676 -314
Mar03 021030 409.50 414.00 401.50 403.00 -8.50 7,112 27,477 +2,023
May03 021030 378.00 379.50 371.00 371.00 -6.00 607 2,669 -120
Jul03 021030 323.00 326.00 320.50 325.50 +2.25 3,053 13,540 -282
Sep03 021030 328.00 329.00 324.00 329.00 +2.50 112 1,127 +41
Total Volume and Open Interest 39,193 113,585 +1,307
Wheat(KCBT)
Dec02 021030 464.50 466.00 458.50 462.00 -1.50 8,528 35,402 +411
Mar03 021030 455.00 457.00 450.00 452.25 -0.75 5,158 22,725 +611
May03 021030 423.50 426.50 423.25 424.00 +1.50 348 3,088 +49
Jul03 021030 365.00 367.00 363.50 366.25 +2.25 1,046 8,700 +315
Sep03 021030 366.50 367.00 366.50 366.50 +1.50 175 1,407 +13
Total Volume and Open Interest 15,366 72,133 +1,429
Wheat(MGE)
Dec02 021030 470.00 470.75 466.00 466.25 -1.50 3,030 15,450 -290
Mar03 021030 475.00 475.75 472.50 473.25 -0.25 3,624 11,740 -322
May03 021030 471.00 473.00 470.00 470.75 -0.25 653 2,810 +152
Jul03 021030 445.00 445.00 441.50 444.75 +0.25 210 2,106 +47
Sep03 021030 401.00 403.00 399.00 402.75 unch 101 1,103 +14
Total Volume and Open Interest 7,734 34,319 -443
Oats(CBOT)
Dec02 021030 206.00 206.00 201.50 205.00 +0.50 867 5,676 -29
Mar03 021030 200.00 200.50 196.50 198.75 -0.25 212 2,658 +73
May03 021030 191.50 191.50 189.50 190.50 -0.50 7 641 +5
Jul03 021030 180.00 180.00 177.50 177.50 -0.50 0 52 +0
Total Volume and Open Interest 1,086 9,044 +49
Rough Rice(CBOT)
Nov02 021030 3.73 3.78 3.70 3.76 +0.03 1,222 1,296 -561
Jan03 021030 3.96 4.03 3.95 4.00 +0.03 1,171 3,716 +490
Mar03 021030 4.19 4.23 4.19 4.21 +0.02 118 1,429 +53
May03 021030 4.45 4.46 4.45 4.45 +0.02 11 1,028 +0
Total Volume and Open Interest 2,537 8,242 -13
Live Cattle(CME)
Oct02 021030 68.650 69.400 68.550 69.375 +0.675 676 975 -372
Dec02 021030 72.000 72.400 71.650 72.375 +0.450 7,456 54,492 +28
Feb03 021030 74.575 75.250 74.450 75.150 +0.575 3,008 27,384 +44
Apr03 021030 73.950 74.500 73.900 74.475 +0.300 1,301 19,833 +221
Jun03 021030 69.050 69.450 68.950 69.425 +0.200 903 11,821 +280
Aug03 021030 68.300 68.475 67.900 68.475 +0.175 281 1,215 +61
Total Volume and Open Interest 13,681 116,101 +317
Feeder Cattle(CME)
Oct02 021030 82.275 82.400 82.275 82.400 +0.250 290 1,236 -50
Nov02 021030 81.500 82.050 81.200 81.800 +0.425 690 4,888 -118
Jan03 021030 81.250 81.850 81.000 81.725 +0.400 846 5,784 +79
Mar03 021030 78.950 79.400 78.950 79.300 +0.350 69 1,153 +28
Apr03 021030 78.500 78.750 78.500 78.650 +0.350 35 354 +13
May03 021030 78.550 79.050 78.550 79.025 +0.375 28 425 +20
Aug03 021030 80.850 81.100 80.850 81.100 +0.350 3 150 +0
Total Volume and Open Interest 1,963 14,004 -27
Lean Hogs(CME)
Dec02 021030 40.750 42.100 40.700 42.100 +2.000 3,674 24,931 -62
Feb03 021030 47.975 49.350 47.900 49.250 +1.650 1,241 6,500 +275
Apr03 021030 51.650 52.850 51.650 52.625 +1.050 204 1,732 +50
May03 021030 58.550 58.700 58.500 58.700 +0.825 2 788 +0
Jun03 021030 60.600 61.250 60.600 61.250 +0.675 48 1,475 +34
Jul03 021030 58.750 59.125 58.700 59.100 +0.575 13 340 +8
Aug03 021030 56.600 56.625 56.600 56.625 +0.375 1 226 +1
Oct03 021030 51.850 52.025 51.850 52.025 +0.275 2 44 +2
Total Volume and Open Interest 5,185 36,041 +308
Pork Bellies(CME)
Feb03 021030 77.000 78.800 76.500 78.250 +0.750 275 1,370 +28
Mar03 021030 77.500 78.000 77.300 77.300 +0.650 3 73 +0
May03 021030 78.900 79.350 78.900 79.350 +1.100 2 25 +1
Jul03 021030 78.500 78.500 78.500 78.500 +0.750 0 19 +0
Aug03 021030 75.250 75.250 75.250 75.250 +0.250 0 8 +0
Total Volume and Open Interest 280 1,495 +29
Class III Milk(CME)
Oct02 021030 10.70 10.70 10.70 10.70 +0.05 0 3,089 +0
Nov02 021030 9.60 9.60 9.59 9.60 unch 32 2,637 -3
Dec02 021030 9.70 9.70 9.69 9.69 -0.05 82 2,048 +60
Jan03 021030 10.11 10.17 10.10 10.17 +0.07 7 1,328 +2
Feb03 021030 10.45 10.47 10.44 10.47 +0.06 5 1,016 +4
Total Volume and Open Interest 215 15,982 +94
Cocoa(ICE)
Dec02 021030 1888 1950 1888 1927 +34 5,748 21,459 -460
Mar03 021030 1895 1935 1895 1910 +21 3,351 28,121 -123
May03 021030 1905 1920 1905 1907 +17 549 8,610 +40
Jul03 021030 1908 1908 1907 1907 +16 54 8,822 +5
Sep03 021030 1908 1908 1908 1908 +15 126 9,673 +58
Dec03 021030 1925 1925 1913 1913 +14 94 10,554 +17
Mar04 021030 1918 1918 1918 1918 +10 0 2,593 +0
Total Volume and Open Interest 9,932 98,192 -453
Coffee "C"(ICE)
Dec02 021030 62.25 63.30 61.35 63.00 +0.10 11,075 37,508 -2,059
Mar03 021030 65.00 66.15 64.35 65.90 +0.05 4,163 19,051 +1,013
May03 021030 66.80 68.00 66.50 67.65 +0.15 345 7,878 -66
Jul03 021030 68.75 69.50 68.00 69.40 +0.30 235 6,060 +3
Sep03 021030 69.75 71.50 69.75 70.90 +0.40 114 3,868 +52
Dec03 021030 71.75 72.80 71.50 72.80 +0.55 34 549 +27
Total Volume and Open Interest 15,975 76,095 -1,021
Orange Juice(ICE)
Nov02 021030 99.70 99.90 99.00 99.40 +0.35 661 3,712 -399
Jan03 021030 99.50 99.85 99.40 99.45 +0.30 1,144 10,841 +201
Mar03 021030 101.25 101.25 100.85 100.85 +0.35 161 4,988 +2
May03 021030 102.00 102.00 101.75 101.75 +0.50 35 1,500 +10
Jul03 021030 102.50 102.50 102.50 102.50 +0.50 0 749 +0
Sep03 021030 103.25 103.25 103.25 103.25 +0.50 0 30 +0
Total Volume and Open Interest 2,001 21,825 -186
Sugar #11(ICE)
Mar03 021030 7.25 7.26 7.14 7.18 -0.09 15,232 139,264 -826
May03 021030 6.74 6.74 6.65 6.68 -0.09 2,110 24,499 +268
Jul03 021030 6.28 6.28 6.18 6.21 -0.08 1,198 23,640 -157
Oct03 021030 6.14 6.14 6.06 6.09 -0.06 689 14,885 -11
Mar04 021030 6.15 6.15 6.15 6.15 -0.07 312 5,924 +55
Total Volume and Open Interest 19,673 212,630 -599
Sugar #14(ICE)
Jan03 021030 22.22 22.35 22.22 22.35 +0.17 206 2,519 +4
Mar03 021030 22.18 22.27 22.18 22.27 +0.07 193 3,758 +123
May03 021030 22.10 22.19 22.10 22.19 +0.09 5 2,433 +2
Jul03 021030 22.04 22.13 22.04 22.13 +0.08 36 1,626 +31
Sep03 021030 22.04 22.12 22.04 22.12 +0.09 21 1,103 +19
Total Volume and Open Interest 461 12,303 +179
London Cocoa(LCE)
Dec02 021030 1305 1329 1295 1309 +5 2,232 55,362 -229
Mar03 021030 1317 1347 1310 1326 +6 2,998 47,771 +654
May03 021030 1333 1361 1333 1341 +5 632 24,672 +91
Jul03 021030 1360 1360 1349 1349 +4 127 14,635 -1
Sep03 021030 1359 1359 1359 1359 +5 225 10,090 +23
Dec03 021030 1369 1380 1360 1368 +4 747 12,548 +382
Mar04 021030 1375 1382 1375 1379 +4 5 3,142 +0
Total Volume and Open Interest 6,968 168,281 +922
London Coffee(LCE)
Nov02 021030 670.00 677.00 664.00 670.00 unch 3,341 14,491 -1,625
Jan03 021030 690.00 695.00 681.00 688.00 +1.00 4,799 52,227 +44
Mar03 021030 702.00 711.00 697.00 703.00 +1.00 1,968 33,496 +261
May03 021030 716.00 725.00 713.00 718.00 +1.00 634 14,852 +74
Jul03 021030 740.00 740.00 729.00 733.00 +1.00 288 13,411 +186
Sep03 021030 748.00 750.00 745.00 747.00 +1.00 21 6,931 +21
Total Volume and Open Interest 11,052 138,395 -1,039
London Sugar(LCE)
Dec02 021030 203.00 204.70 201.50 203.30 +0.30 2,901 14,464 -298
Mar03 021030 195.90 196.40 193.50 195.30 +0.30 1,921 24,039 +733
May03 021030 189.90 189.90 189.90 189.90 +0.40 311 6,379 +175
Aug03 021030 183.50 184.40 182.70 184.40 +0.40 217 5,268 +107
Oct03 021030 175.40 175.40 175.40 175.40 +0.40 267 3,191 +219
Total Volume and Open Interest 5,657 56,026 +961
Cotton(ICE)
Dec02 021030 46.45 46.60 46.05 46.10 -0.12 4,235 41,490 +19
Mar03 021030 48.45 48.50 48.12 48.18 -0.04 927 12,705 +128
May03 021030 51.70 51.70 51.45 51.48 -0.02 442 12,240 +140
Jul03 021030 52.50 52.50 52.50 52.50 unch 130 4,755 +58
Oct03 021030 52.95 52.95 52.95 52.95 -0.10 2 207 +0
Dec03 021030 54.15 54.15 54.10 54.10 -0.05 402 2,001 +120
Total Volume and Open Interest 6,490 73,856 +643
Lumber(CME)
Nov02 021030 220.0 222.9 217.6 218.5 -1.8 561 1,824 -92
Jan03 021030 229.1 234.5 229.1 232.5 +1.5 416 1,020 +134
Mar03 021030 244.0 247.1 243.6 244.3 -0.2 59 228 +21
May03 021030 253.7 254.4 252.8 252.8 -1.2 24 62 +7
Total Volume and Open Interest 1,063 3,146 +72
Crude Oil(NYM)
Dec02 021030 27.10 27.29 26.53 26.81 -0.05 70,205 151,093 -2,252
Jan03 021030 26.77 26.95 26.31 26.56 +0.03 27,508 57,287 +1,871
Feb03 021030 26.42 26.45 26.10 26.25 +0.08 10,142 23,788 -327
Mar03 021030 26.10 26.25 25.80 25.95 +0.09 5,093 22,585 -374
Apr03 021030 25.85 25.85 25.55 25.65 +0.10 3,934 27,519 -139
May03 021030 25.20 25.35 25.20 25.35 +0.11 5,501 17,900 -378
Jun03 021030 25.10 25.30 24.90 25.06 +0.13 7,929 30,666 +1,532
Jul03 021030 24.85 24.85 24.79 24.79 +0.15 1,031 16,502 +750
Aug03 021030 24.50 24.54 24.50 24.54 +0.16 822 9,655 -126
Sep03 021030 24.30 24.39 24.15 24.33 +0.16 728 14,783 +369
Oct03 021030 24.10 24.13 24.10 24.13 +0.16 508 7,640 +30
Nov03 021030 23.98 24.02 23.87 23.94 +0.16 322 6,645 +81
Dec03 021030 23.80 23.80 23.60 23.76 +0.17 4,551 32,805 +165
Jan04 021030 23.50 23.60 23.50 23.60 +0.18 413 5,955 +40
Feb04 021030 23.48 23.48 23.48 23.48 +0.20 759 2,817 +547
Mar04 021030 23.38 23.38 23.37 23.37 +0.21 44 1,784 +43
Total Volume and Open Interest 140,813 481,858 +2,000
e-miNY Crude Oil(NYM)
Oct02 020920 29.500 29.900 29.450 29.600 +0.100 18 92 -17
Nov02 021023 28.125 28.225 27.500 27.925 unch 114 55 -111
Dec02 021030 27.100 27.300 26.525 26.800 -0.050 1,504 745 +147
Total Volume and Open Interest 1,504 745 +147
Heating Oil(NYM)
Nov02 021030 72.50 73.80 71.90 72.77 +1.22 15,647 11,256 -4,635
Dec02 021030 73.35 74.50 72.50 73.46 +0.95 22,383 59,045 +2,473
Jan03 021030 73.90 74.85 73.00 73.86 +0.90 6,270 26,941 +522
Feb03 021030 73.30 74.10 72.40 73.06 +0.85 2,783 15,178 +144
Mar03 021030 70.90 71.90 70.75 71.06 +0.75 2,378 9,629 -123
Apr03 021030 69.80 69.80 68.65 68.96 +0.70 2,539 8,158 +1,151
May03 021030 66.85 67.00 66.50 66.66 +0.65 221 4,395 +49
Jun03 021030 65.90 66.00 65.66 65.66 +0.60 510 6,697 +41
Jul03 021030 65.50 65.70 65.31 65.31 +0.60 366 4,145 +21
Aug03 021030 65.70 65.90 65.46 65.46 +0.60 147 2,537 +11
Sep03 021030 66.30 66.40 65.96 65.96 +0.60 159 1,527 +48
Oct03 021030 66.70 66.80 66.46 66.46 +0.60 160 846 +33
Total Volume and Open Interest 54,420 156,668 -75
Gasoline(NYMEX)
Nov02 021030 83.00 83.90 80.70 82.83 +0.56 22,687 10,008 -5,461
Dec02 021030 74.50 75.40 72.50 73.76 -0.13 22,274 45,041 +2,792
Jan03 021030 72.50 72.95 71.00 71.76 +0.04 7,543 16,479 +608
Feb03 021030 73.00 73.00 71.30 72.00 +0.08 622 8,385 +509
Mar03 021030 73.10 73.15 72.30 72.85 +0.13 310 3,763 +189
Apr03 021030 78.65 78.65 78.65 78.65 +0.13 527 5,975 +211
May03 021030 78.35 78.35 78.35 78.35 +0.13 2 3,389 -2
Jun03 021030 77.40 77.40 77.40 77.40 +0.18 303 2,571 +172
Jul03 021030 76.00 76.00 75.80 75.80 +0.18 26 865 +1
Aug03 021030 73.75 73.75 73.75 73.75 +0.23 75 751 +50
Total Volume and Open Interest      
e-miNY RBOB Gasoline(NYM)
Natural Gas(NYM)
Dec02 021030 4.360 4.440 4.330 4.389 +0.128 30,305 57,622 +1,416
Jan03 021030 4.445 4.500 4.410 4.457 +0.111 7,866 36,397 +1,687
Feb03 021030 4.340 4.380 4.325 4.349 +0.093 2,641 25,599 -90
Mar03 021030 4.210 4.220 4.175 4.199 +0.083 3,042 32,265 -762
Apr03 021030 4.025 4.055 3.990 4.003 +0.057 1,879 20,213 +415
May03 021030 3.970 4.000 3.950 3.953 +0.047 1,333 13,518 -294
Jun03 021030 3.990 4.010 3.966 3.966 +0.036 607 21,231 +80
Jul03 021030 4.000 4.015 3.980 3.996 +0.035 443 14,349 -148
Aug03 021030 4.005 4.030 3.990 4.008 +0.033 522 11,241 +131
Sep03 021030 4.000 4.010 3.975 3.990 +0.030 240 13,334 +11
Oct03 021030 4.030 4.030 3.980 3.993 +0.028 205 14,668 -48
Nov03 021030 4.190 4.190 4.135 4.166 +0.031 361 10,812 +124
Dec03 021030 4.335 4.335 4.290 4.323 +0.033 509 11,739 -1
Jan04 021030 4.390 4.390 4.350 4.385 +0.035 231 11,676 +172
Feb04 021030 4.240 4.250 4.240 4.250 +0.020 337 6,614 +172
Mar04 021030 4.080 4.080 4.070 4.072 +0.007 452 10,583 +358
Total Volume and Open Interest 101,098 393,923 -13,431
Brent Crude Oil(ICE)
Dec02 021030 25.36 25.70 25.05 25.30 -0.01 23,475 75,972 -5,199
Jan03 021030 25.23 25.59 25.01 25.23 +0.03 7,639 53,232 -1,124
Feb03 021030 25.16 25.33 24.84 25.02 +0.04 3,443 19,285 -184
Mar03 021030 24.80 24.94 24.55 24.75 +0.07 1,622 20,420 -552
Apr03 021030 24.53 24.60 24.40 24.48 +0.09 1,543 12,605 +91
May03 021030 24.39 24.39 24.12 24.20 +0.10 616 12,828 +291
Jun03 021030 23.95 24.15 23.84 23.93 +0.12 2,758 20,676 +72
Jul03 021030 23.73 23.73 23.70 23.70 +0.13 100 8,356 +100
Aug03 021030 23.47 23.51 23.47 23.51 +0.15 1,050 4,784 -150
Sep03 021030 23.40 23.55 23.19 23.33 +0.14 0 5,864 +0
Oct03 021030 23.17 23.17 23.17 23.17 +0.13 250 1,550 +0
Nov03 021030 23.03 23.03 22.90 23.01 +0.11 200 200 +149
Dec03 021030 22.91 23.10 22.80 22.85 +0.09 1,440 25,475 -395
Total Volume and Open Interest 44,361 271,978 -7,076
Gas Oil(ICE)
Nov02 021030 218.00 221.00 215.50 215.75 -2.75 9,349 35,175 -6,745
Dec02 021030 218.75 221.25 216.50 216.50 -2.50 7,075 62,121 -3,633
Jan03 021030 219.50 221.25 216.75 216.75 -2.75 5,117 38,482 +1,322
Feb03 021030 217.75 218.25 215.50 215.50 -2.00 1,250 10,890 +1,100
Mar03 021030 214.00 214.75 212.50 212.50 -2.00 3 8,726 +0
Apr03 021030 210.25 210.50 208.50 208.50 -2.00 781 8,051 +155
May03 021030 204.50 204.50 204.50 204.50 -2.00 3 1,953 -3
Jun03 021030 203.50 205.25 201.75 201.75 -1.75 727 18,717 +482
Jul03 021030 203.75 204.00 202.00 202.00 -1.75 550 1,066 -35
Aug03 021030 202.25 202.25 202.25 202.25 -1.75 300 1,125 +0
Total Volume and Open Interest 26,020 205,117 -7,457
Ethanol(CBOT)
US Dollar Index(ICE)
Dec02 021030 107.400 107.550 107.220 107.320 +0.030 2,654 10,245 -24
Mar03 021030 107.800 107.800 107.800 107.800 +0.030 3 2,029 +3
Jun03 021030 108.280 108.280 108.280 108.280 +0.030 0 4 +0
Total Volume and Open Interest 2,657 12,278 -21
Australian Dollar(CME)
Dec02 021030 55.15 55.15 54.87 55.09 -0.33 2,187 36,059 -49
Mar03 021030 54.60 54.65 54.45 54.65 -0.33 18 221 +23
Jun03 021030 54.21 54.21 54.21 54.21 -0.33 1 680 +0
Total Volume and Open Interest 2,208 37,148 -24
British Pound(CME)
Dec02 021030 155.12 155.46 155.08 155.38 -0.06 3,378 32,087 -1,535
Mar03 021030 154.06 154.44 154.06 154.44 -0.06 4 205 +1
Jun03 021030 153.54 153.54 153.54 153.54 -0.06 0 4 +0
Total Volume and Open Interest 3,382 32,297 -1,534
Canadian Dollar(CME)
Dec02 021030 63.86 63.91 63.65 63.83 +0.06 8,316 49,603 -5,281
Mar03 021030 63.68 63.69 63.46 63.63 +0.06 141 4,717 +31
Jun03 021030 63.40 63.44 63.35 63.44 +0.06 46 2,317 -4
Sep03 021030 63.05 63.26 63.05 63.26 +0.06 9 757 +0
Total Volume and Open Interest 8,512 57,794 -5,254
Japanese Yen(CME)
Dec02 021030 81.66 81.74 81.38 81.58 -0.10 13,846 78,168 -1,070
Mar03 021030 81.90 81.90 81.72 81.88 -0.10 191 1,044 +38
Jun03 021030 82.17 82.17 82.17 82.17 -0.10 0 50 +0
Total Volume and Open Interest 14,037 79,469 -1,032
Swiss Franc(CME)
Dec02 021030 67.13 67.38 67.11 67.30 -0.06 6,327 39,045 -1,971
Mar03 021030 67.30 67.45 67.30 67.45 -0.06 18 647 +4
Jun03 021030 67.59 67.59 67.59 67.59 -0.06 0 3 +0
Total Volume and Open Interest 6,346 39,726 -1,968
EuroFX(CME)
Dec02 021030 98.06 98.34 98.02 98.26 unch 10,045 82,355 -1,197
Mar03 021030 97.92 97.92 97.90 97.90 unch 19 990 +5
Jun03 021030 97.58 97.58 97.58 97.58 unch 0 255 +0
Total Volume and Open Interest 10,071 83,640 -1,191
Mexican Peso(CME)
Nov02 021030 977.5 977.5 976.8 977.5 +0.8 0 166 +0
Dec02 021030 974.2 976.5 964.0 972.0 +0.8 9,138 13,582 -277
Total Volume and Open Interest 9,281 15,891 -275
30-Year T-Bonds(CBOT)
Dec02 021030 110~060 110~240 109~290 110~070 -0~110 291,766 404,551 +1,234
Mar03 021030 109~050 109~150 108~250 109~000 -0~110 6,179 48,474 +1,909
Jun03 021030 107~240 107~240 107~240 107~240 -0~120 80 434 +75
Total Volume and Open Interest 298,028 453,462 +3,221
10-Year T-Notes(CBOT)
Dec02 021030 114~080 114~195 113~310 114~085 -0~040 632,989 895,520 +15,277
Mar03 021030 113~010 113~115 112~240 113~010 -0~040 22,475 54,464 -2,002
Jun03 021030 111~240 111~240 111~240 111~240 -0~040 0 25 +0
Total Volume and Open Interest 655,464 950,009 +13,275
5-Year T-Notes(CBOT)
Dec02 021030 113~026 113~082 113~018 113~060 unch 65,983 642,824 -8,702
Mar03 021030 112~026 112~026 112~026 112~026 +0~002 2,765 17,007 +986
Total Volume and Open Interest 68,748 659,831 -7,716
2 Year T-Notes(CBOT)
Dec02 021030 107~042 107~065 107~041 107~060 +0~004 6,140 109,241 -250
Mar03 021030 106~121 106~121 106~121 106~121 +0~005      
Total Volume and Open Interest 6,140 109,241 -250
Eurodollars(CME)
Dec02 021030 98.505 98.530 98.500 98.525 unch 262,096 907,829 +20,486
Mar03 021030 98.505 98.550 98.495 98.545 +0.005 237,355 697,485 +5,313
Jun03 021030 98.335 98.410 98.325 98.400 +0.015 201,251 529,603 +17,420
Sep03 021030 98.040 98.145 98.025 98.140 +0.055 149,579 411,164 +417
Dec03 021030 97.655 97.780 97.640 97.765 +0.065 86,613 382,715 +1,447
Mar04 021030 97.275 97.390 97.250 97.375 +0.070 35,161 236,504 +344
Jun04 021030 96.930 97.020 96.900 97.010 +0.060 24,848 180,146 +4,976
Sep04 021030 96.650 96.730 96.620 96.730 +0.060 26,575 145,721 +3,523
Dec04 021030 96.390 96.480 96.390 96.480 +0.050 10,628 127,941 +1,781
Mar05 021030 96.190 96.285 96.190 96.275 +0.045 12,189 114,798 +743
Jun05 021030 96.005 96.095 96.005 96.080 +0.035 10,200 87,648 +1,425
Sep05 021030 95.840 95.920 95.840 95.905 +0.025 10,577 83,941 +241
Dec05 021030 95.685 95.730 95.665 95.730 +0.015 5,071 55,233 +734
Mar06 021030 95.530 95.570 95.525 95.570 +0.010 5,494 58,568 +464
Jun06 021030 95.365 95.405 95.360 95.405 +0.005 4,689 58,185 +1,099
Sep06 021030 95.265 95.265 95.255 95.255 unch 5,035 49,849 +622
Dec06 021030 95.080 95.110 95.080 95.110 unch 3,797 36,351 +615
Mar07 021030 94.950 94.980 94.950 94.975 -0.005 3,909 33,946 -128
Total Volume and Open Interest 1,118,877 4,401,382 +63,994
30 Day Federal Funds(CBOT)
Oct02 021030 98.245 98.250 98.245 98.250 unch 1,472 67,484 -584
Nov02 021030 98.420 98.425 98.400 98.420 unch 21,646 79,948 +2,838
Dec02 021030 98.560 98.580 98.535 98.575 +0.010 8,045 63,890 +955
Jan03 021030 98.615 98.635 98.610 98.630 unch 5,736 11,310 +1,186
Feb03 021030 98.680 98.695 98.675 98.690 -0.005 2,473 15,278 -567
Mar03 021030 98.675 98.700 98.670 98.695 unch 614 6,410 +237
Total Volume and Open Interest 41,061 252,877 +4,256
30 Day Fed Funds(e-CBOT)
Oct02 021030 98.245 98.245 98.245 98.245 unch 1,000 0 +0
Nov02 021030 98.420 98.425 98.410 98.420 unch 1,653 0 +0
Dec02 021029 98.500 98.560 98.495 98.560 +0.090 500 0 +0
Jan03 021030 98.615 98.615 98.615 98.615 +0.065 500 0 +0
Feb03 021028 98.560 98.560 98.560 98.560 +0.130 200 0 +0
Mar03 021029 98.600 98.600 98.600 98.600 +0.190 3 0 +0
Total Volume and Open Interest 2,022    
3-Mth Euro-Yen(CME)
Dec02 021030 99.91 99.91 99.91 99.91 -0.01 261 8,203 +43
Mar03 021030 99.89 99.89 99.89 99.89 unch 1,403 10,532 +709
Jun03 021030 99.91 99.91 99.91 99.91 unch 252 6,635 +200
Sep03 021030 99.89 99.89 99.89 99.89 unch 150 5,771 +4
Dec03 021030 99.87 99.87 99.87 99.87 unch 18 1,775 +2
Mar04 021030 99.82 99.82 99.82 99.82 unch 5 811 +0
Jun04 021030 99.81 99.81 99.81 99.81 unch 0 663 +0
Sep04 021030 99.76 99.76 99.76 99.76 +0.01 0 1,346 +99
Dec04 021030 99.71 99.71 99.71 99.71 unch 0 261 +0
Mar05 021030 99.62 99.62 99.62 99.62 unch 0 760 +0
Total Volume and Open Interest 2,089 39,957 +1,057
3-Mth Euro-Yen(SGX)
Dec02 021030 99.92 99.92 99.92 99.92 +0.00 1,391 51,676 -4
Mar03 021030 99.89 99.89 99.89 99.89 +0.00 442 38,073 +80
Jun03 021030 99.90 99.91 99.90 99.91 +0.01 767 45,854 -58
Sep03 021030 99.89 99.89 99.89 99.89 +0.00 51 32,450 -28
Dec03 021030 99.86 99.86 99.86 99.86 +0.00 190 26,388 -45
Mar04 021030 99.82 99.82 99.82 99.82 +0.00 21 20,418 +0
Jun04 021030 99.81 99.82 99.81 99.82 +0.01 2 11,683 +0
Sep04 021030 99.76 99.76 99.76 99.76 +0.00 126 2,867 +0
Total Volume and Open Interest 2,990 244,267 -55
Japanese Gov't Bonds(SGX)
Dec02 021030 141.77 141.79 141.40 141.64 -0.06 1,602 12,315 -16
Mar03 021030 141.04 141.04 141.04 141.04 -0.06      
Jun03 021030 141.42 141.42 141.42 141.42 +0.32      
Total Volume and Open Interest 1,602 12,315 -16
Euro-Bund(EUREX)
Dec02 021030 111.16 111.26 110.67 110.88 -0.35 713,275 710,734 +13,266
Mar03 021030 110.78 110.78 110.42 110.42 -0.37 4,000 7,497 +87
Jun03 021030 111.37 111.37 110.03 110.03 -0.35 650 1 -2
Total Volume and Open Interest 717,925 718,232 +13,351
Euro-Bobl(EUREX)
Dec02 021030 109.10 109.17 108.84 108.97 -0.16 464,398 620,333 +20,566
Mar03 021030 109.03 109.03 108.89 108.89 -0.16 2,396 4,435 +855
Jun03 021030 108.47 108.47 108.47 108.47 -0.16 36 0 +0
Total Volume and Open Interest 466,830 624,768 +21,421
3-Mth Euribor(EUREX)
Dec02 021030 96.980 96.990 96.930 96.930 -0.065 1,498 8,992 -46
Mar03 021030 97.125 97.125 97.075 97.075 -0.065 122 7,479 -245
Jun03 021030 97.100 97.110 97.100 97.100 -0.020 56 3,124 +2
Total Volume and Open Interest 1,722 25,155 -265
Long Gilt(LIFFE)
Dec02 021030 118~30 119~03 118~19 118~26 -0~06 28,691 87,154 -1,338
Mar03 021030 118~01 118~01 118~01 118~01 -0~08      
Total Volume and Open Interest 28,691 87,154 -1,338
3-Mth Short Sterling(LIFFE)
Dec02 021030 96.19 96.22 96.18 96.19 -0.01 37,386 186,619 +6,474
Mar03 021030 96.21 96.24 96.18 96.19 -0.04 51,918 139,697 -695
Jun03 021030 96.14 96.18 96.11 96.12 -0.05 52,251 160,557 +5,837
Sep03 021030 95.96 96.00 95.93 95.94 -0.06 23,626 128,524 +7,086
Dec03 021030 95.75 95.78 95.69 95.71 -0.06 8,360 109,004 +521
Mar04 021030 95.55 95.57 95.49 95.51 -0.06 4,416 61,826 +1,393
Total Volume and Open Interest 185,345 903,000 +21,482
3-Mth Euribor(LIFFE)
Dec02 021030 96.990 96.995 96.920 96.930 -0.065 137,976 604,503 -6,590
Mar03 021030 97.130 97.140 97.055 97.060 -0.085 115,482 464,550 +5,697
Jun03 021030 97.110 97.120 97.040 97.045 -0.080 96,690 335,839 +10,948
Total Volume and Open Interest 457,364 2,135,026 +13,152
3-Mth Aus T-Bills(SFE)
Dec02 021030 95.21 95.26 95.19 95.22 +0.01 22,299 312,504 +9,690
Mar03 021030 95.17 95.26 95.15 95.21 +0.05 10,995 83,794 +3,597
Jun03 021030 95.05 95.15 95.04 95.10 +0.06 3,302 43,611 +572
Sep03 021030 95.02 95.03 94.98 94.98 +0.08 1,117 21,574 -278
Dec03 021030 94.90 94.90 94.85 94.85 +0.08 322 14,117 -322
Mar04 021030 94.80 94.80 94.73 94.74 +0.09 450 9,264 +256
Jun04 021030 94.64 94.65 94.64 94.65 +0.09 161 6,493 +49
Sep04 021030 94.57 94.57 94.55 94.56 +0.09 116 4,455 +15
Dec04 021030 94.53 94.53 94.49 94.49 +0.09 251 2,256 +49
Mar05 021030 94.46 94.46 94.43 94.43 +0.09 51 784 +24
Total Volume and Open Interest 39,119 499,536 +13,702
10-Year Aus T-Bonds(SFE)
Dec02 021030 94.35 94.48 94.33 94.43 +0.08 21,546 195,685 -531
Mar03 021030 94.43 94.43 94.43 94.43 +0.08      
Total Volume and Open Interest 21,546 195,685 -531
3-Year Aus T-Bonds(SFE)
Dec02 021030 94.94 95.10 94.94 95.00 +0.06 94,632 501,718 +53,151
Mar03 021030 95.00 95.00 95.00 95.00 +0.06      
Total Volume and Open Interest 94,632 501,718 +53,151
Gold(CMX)
Dec02 021030 317.0 317.7 316.4 316.9 -1.2 32,783 98,493 +279
Feb03 021030 318.0 318.7 317.4 317.8 -1.2 1,214 10,131 +129
Apr03 021030 318.6 319.0 318.1 318.5 -1.2 153 5,475 +12
Jun03 021030 320.0 320.0 318.6 319.0 -1.2 531 7,296 +137
Aug03 021030 319.5 319.5 319.5 319.5 -1.2 265 7,645 +29
Oct03 021030 320.0 320.0 320.0 320.0 -1.2 15 1,084 -8
Dec03 021030 321.0 321.5 320.0 320.6 -1.2 224 10,319 -74
Feb04 021030 321.2 321.2 321.2 321.2 -1.2 0 15 +0
Apr04 021030 321.8 321.8 321.8 321.8 -1.2 0 110 +0
Jun04 021030 322.6 322.6 322.6 322.6 -1.2 8 4,355 -4
Aug04 021030 323.3 323.3 323.3 323.3 -1.2      
Total Volume and Open Interest 35,395 152,205 +335
Silver(CMX)
Dec02 021030 449.0 454.0 445.5 448.5 -2.5 18,909 59,466 -5,583
Mar03 021030 452.0 456.5 449.0 451.1 -2.5 1,663 13,139 +1,389
May03 021030 455.0 455.0 452.2 452.2 -2.5 0 2,470 +0
Jul03 021030 456.0 456.0 453.0 453.3 -2.4 54 6,351 +12
Sep03 021030 454.3 454.3 454.3 454.3 -2.4 41 850 +26
Dec03 021030 459.0 459.0 455.8 455.8 -2.4 493 4,153 +202
Mar04 021030 457.6 457.6 457.6 457.6 -2.4 0 226 +0
Total Volume and Open Interest 21,162 89,063 -3,952
Platinum(NYMEX)
Jan03 021030 586.0 588.0 584.0 586.9 -1.8 338 7,234 +17
Apr03 021030 578.9 578.9 578.9 578.9 -1.8 1 58 -1
Jul03 021030 575.4 575.4 575.4 575.4 -1.8 0 5 +0
Total Volume and Open Interest 339 7,297 +9
Palladium(NYMEX)
Dec02 021030 312.00 314.00 311.50 312.50 -3.50 58 1,890 +23
Mar03 021030 314.00 314.00 312.50 312.50 -3.50 10 27 +9
Total Volume and Open Interest 68 1,917 +32
Copper(CMX)
Dec02 021030 70.70 70.80 70.30 70.35 -0.05 11,453 48,711 +140
Mar03 021030 71.50 71.60 71.10 71.10 -0.05 1,350 7,810 -178
May03 021030 71.95 72.00 71.50 71.50 -0.10 95 4,234 -15
Jul03 021030 72.15 72.35 71.90 71.90 -0.10 33 3,570 +22
Sep03 021030 72.80 72.80 72.30 72.30 -0.10 148 4,214 +24
Total Volume and Open Interest 14,959 90,078 -29
Aluminum(CMX)
Nov02 021030 63.45 63.45 63.45 63.45 +0.10 290 1,230 +235
Dec02 021030 63.60 63.60 63.55 63.55 +0.10 35 950 +6
Jan03 021030 63.70 63.70 63.65 63.65 +0.10 5 432 +0
Feb03 021030 63.70 63.70 63.70 63.70 +0.10 39 942 +23
Mar03 021030 63.90 63.90 63.90 63.90 +0.10 5 250 +5
Apr03 021030 64.10 64.10 64.10 64.10 +0.10 5 153 +5
Total Volume and Open Interest 419 6,149 +290
DJIA Index(CBOT)
Dec02 021030 8350 8449 8290 8410 +64 29,686 33,074 +1,513
Mar03 021030 8350 8429 8292 8398 +62 78 303 -23
Jun03 021030 8384 8384 8384 8384 +61      
Total Volume and Open Interest 29,764 33,404 +1,490
S & P 500(CME)
Dec02 021030 882.50 895.50 878.00 889.70 +8.20 78,502 558,747 +1,990
Mar03 021030 882.40 892.50 882.40 889.00 +8.20 1,819 55,382 +1,321
Jun03 021030 889.00 889.00 889.00 889.00 +8.40 233 4,298 +177
Sep03 021030 890.00 890.00 890.00 890.00 +8.90 5 46 +0
Total Volume and Open Interest 80,563 618,494 +3,488
S & P 500 E-Mini(Globex)
Dec02 021030 881.50 895.75 877.00 889.75 +8.25 742,826 367,087 +16,508
Mar03 021030 879.00 894.25 878.50 889.00 +8.25 48 64 +17
Total Volume and Open Interest 742,874 367,151 +16,525
NASDAQ 100(CME)
Dec02 021030 970.00 999.00 962.00 991.00 +27.50 16,652 71,773 -132
Mar03 021030 994.50 994.50 994.50 994.50 +27.50 201 2,377 +150
Jun03 021030 1000.00 1000.00 1000.00 1000.00 +27.50      
Total Volume and Open Interest 16,853 74,150 +18
NASDAQ 100 E-Mini(Globex)
Dec02 021030 963.00 998.50 957.00 991.00 +27.50 282,676 123,179 +672
Mar03 021030 970.00 995.50 970.00 994.50 +27.50 7 9 +1
Total Volume and Open Interest 282,683 123,188 +673
S & P Midcap 400(CME)
Dec02 021030 421.00 426.40 419.75 425.25 +4.75 978 15,015 +6
Mar03 021030 426.00 426.00 425.75 425.75 +4.75      
Jun03 021030 428.00 428.00 427.75 427.75 +4.75      
Total Volume and Open Interest 978 15,015 +6
Russell 2000(CME)
Dec02 021030 370.00 375.50 368.00 375.50 +6.85 1,886 23,277 +48
Mar03 021030 376.00 376.00 376.00 376.00 +6.85      
Jun03 021030 378.00 378.00 378.00 378.00 +6.85      
Total Volume and Open Interest 1,886 23,277 +48
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Dec02 021030 8675 8845 8580 8770 +85 18,175 98,118 -820
Mar03 021030 8760 8760 8760 8760 +85 0 462 +0
Total Volume and Open Interest 18,175 99,080 -820
Nikkei 225(SGX)
Dec02 021030 8675 8845 8580 8770 +85 18,175 98,118 -820
Mar03 021030 8760 8760 8760 8760 +85 0 462 +0
Jun03 021030 8725 8725 8725 8725 +85      
Total Volume and Open Interest 18,175 99,080 -820
CAC 40(EURONEXT)
Nov02 021030 2995.5 3105.0 2972.0 3084.5 +113.0      
Dec02 021030 3018.0 3105.0 3011.0 3091.0 +113.0      
Total Volume and Open Interest 320,493    
Hang Seng Index(HKFE)
Oct02 021030 9640 9661 9562 9582 -58 4,365 17,544 -15,099
Nov02 021030 9601 9672 9533 9553 -87 17,104 47,015 +18,745
Dec02 021030 9640 9680 9549 9558 -87 104 756 +26
Total Volume and Open Interest 21,624 65,796 +3,670
DAX(EUREX)
Dec02 021030 3095.0 3157.5 3012.5 3149.0 +108.5 78,594 225,020 +7,153
Mar03 021030 3101.0 3177.5 3039.0 3172.5 +108.5 208 8,889 +246
Jun03 021030 3178.0 3195.5 3172.5 3195.5 +110.0 8 1,853 +0
Total Volume and Open Interest 78,810 235,762 +7,399
FT-SE 100(EURONEXT)
Dec02 021030 3988.00 4011.50 3942.50 4001.00 +53.00 73,431 438,857 +2,293
Mar03 021030 3947.50 3994.00 3947.50 3985.50 +53.50 2,789 40,163 +2,732
Jun03 021030 3953.50 3994.00 3953.50 3994.00 +53.50 1,837 20,553 +1,138
Total Volume and Open Interest 78,108 500,128 +6,213
SPI 200(SFE)
Dec02 021030 3010.0 3014.0 2993.0 3014.0 -3.0 6,269 143,179 +1,471
Mar03 021030 3005.0 3019.0 3003.0 3019.0 -3.0 132 1,829 +97
Jun03 021030 3025.0 3025.0 3025.0 3025.0 -7.0 20 1,174 +20
Total Volume and Open Interest 6,421 147,120 +1,588
GSCI(CME)
Nov02 021030 216.70 218.40 215.40 215.40 +0.40 59 15,587 -27
Dec02 021030 216.50 216.50 216.50 216.50 +1.00 0 1 +0
Jan03 021030 215.00 215.00 215.00 215.00 +0.50      
Total Volume and Open Interest 59 15,588 -27
Reuters CCI(ICE)
Nov02 021030 228.50 228.75 227.40 227.85 +0.10 76 252 -33
Jan03 021030 228.40 228.60 228.00 228.60 +0.10 68 316 +28
Feb03 021030 227.00 227.35 227.00 227.35 +0.10 0 111 +0
Total Volume and Open Interest 144 699 -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 © 1989- 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!