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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 Fri November 08, 2002
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Nov02 021108 575.50 575.50 562.50 563.25 -10.75 1,972 5,539 -446
Jan03 021108 568.00 568.50 558.00 558.50 -9.75 38,879 89,110 -719
Mar03 021108 563.00 563.00 552.50 552.75 -11.00 7,531 41,714 -2,535
May03 021108 555.00 555.50 545.50 545.75 -10.75 4,559 35,358 +167
Jul03 021108 550.50 551.00 543.00 543.25 -9.00 2,639 20,918 -154
Aug03 021108 542.00 542.00 536.50 536.50 -7.75 8 2,150 -5
Sep03 021108 526.00 526.50 520.50 520.50 -4.00 7 258 +6
Total Volume and Open Interest 56,869 207,222 -3,407
Soybean Meal(CBOT)
Dec02 021108 167.70 167.80 163.00 163.50 -4.40 12,039 46,478 -935
Jan03 021108 168.30 168.40 164.20 164.40 -4.20 6,151 15,424 -196
Mar03 021108 167.80 168.20 164.30 164.80 -3.00 2,577 21,054 -18
May03 021108 165.70 166.00 162.50 163.00 -2.70 3,714 20,595 +296
Jul03 021108 164.50 164.70 161.50 162.40 -2.10 2,448 17,239 +350
Aug03 021108 163.00 163.30 161.00 161.10 -2.00 128 2,593 +12
Sep03 021108 160.00 160.60 158.30 158.30 -1.70 164 2,901 +121
Oct03 021108 155.70 156.30 154.80 154.90 -0.20 72 2,304 +61
Total Volume and Open Interest 27,845 136,839 -159
Soybean Oil(CBOT)
Dec02 021108 22.08 22.18 21.93 21.96 -0.23 12,595 73,857 -2,722
Jan03 021108 22.10 22.18 21.92 21.95 -0.25 6,349 29,493 +1,207
Mar03 021108 21.96 22.05 21.75 21.79 -0.27 3,060 25,375 +301
May03 021108 21.72 21.79 21.45 21.50 -0.33 2,294 17,824 +922
Jul03 021108 21.55 21.62 21.30 21.32 -0.33 1,394 9,287 +127
Aug03 021108 21.30 21.30 20.90 20.90 -0.36 2 2,371 +1
Sep03 021108 20.98 20.98 20.50 20.50 -0.46 22 1,090 +21
Oct03 021108 20.50 20.50 20.20 20.20 -0.33 2 707 +2
Total Volume and Open Interest 26,634 167,003 +108
Canola(WCE)
Nov02 021108 442.5 442.9 440.5 440.5 -1.8 100 397 +0
Jan03 021108 448.5 450.0 446.5 446.6 -3.0 3,043 29,284 -552
Mar03 021108 454.5 455.5 452.8 453.0 -2.5 781 13,521 -49
May03 021108 456.0 458.5 456.0 456.5 -0.5 1,322 5,606 +972
Jul03 021108 456.5 456.5 456.0 456.0 -1.0 300 1,180 +255
Total Volume and Open Interest 5,881 53,833 +903
Corn(CBOT)
Dec02 021108 240.50 240.50 235.50 235.75 -5.25 37,078 194,057 -3,859
Mar03 021108 244.25 244.75 240.50 240.75 -4.75 19,668 166,125 +4,165
May03 021108 248.00 248.25 243.50 243.75 -5.00 3,911 50,943 +666
Jul03 021108 250.25 250.25 246.00 246.25 -4.75 4,325 49,088 -593
Sep03 021108 246.00 246.00 244.00 244.00 -2.00 82 11,654 +28
Dec03 021108 242.00 242.75 241.00 241.25 -0.75 1,425 31,648 +566
Total Volume and Open Interest 66,597 507,528 +1,001
Wheat(CBOT)
Dec02 021108 395.00 396.00 382.00 382.50 -14.50 21,766 55,380 -1,795
Mar03 021108 396.00 396.50 383.50 384.50 -13.50 11,775 36,196 +3,241
May03 021108 364.00 365.50 356.00 357.00 -8.00 366 2,828 +2
Jul03 021108 326.00 326.00 318.00 319.50 -6.50 1,133 13,808 -128
Sep03 021108 326.50 326.50 322.50 322.50 -6.75 33 1,543 +16
Total Volume and Open Interest 35,134 113,115 +1,366
Wheat(KCBT)
Dec02 021108 446.50 448.50 428.00 429.25 -21.75 7,817 28,748 -1,882
Mar03 021108 444.00 444.00 424.50 425.75 -20.75 6,738 24,870 +973
May03 021108 416.50 416.50 405.00 405.00 -13.50 338 3,438 +68
Jul03 021108 368.00 368.50 360.00 362.00 -7.00 866 9,910 +111
Sep03 021108 361.00 361.00 359.00 359.00 -8.50 0 1,779 +0
Total Volume and Open Interest 15,761 69,618 -730
Wheat(MGE)
Dec02 021108 465.50 465.50 448.00 448.50 -18.25 3,457 13,558 -515
Mar03 021108 471.00 471.00 456.00 456.00 -16.25 2,745 12,100 -39
May03 021108 464.50 464.75 451.00 452.50 -15.50 899 3,193 +249
Jul03 021108 444.50 444.50 438.00 441.00 -8.75 375 2,218 +93
Sep03 021108 400.25 401.00 395.00 399.25 -6.00 49 1,086 +40
Total Volume and Open Interest 7,617 33,285 -161
Oats(CBOT)
Dec02 021108 200.00 200.00 195.75 195.75 -4.50 540 6,216 -89
Mar03 021108 198.25 198.25 194.50 194.50 -3.75 200 3,113 +57
May03 021108 190.50 190.75 186.00 186.00 -5.00 9 748 +9
Jul03 021108 179.00 179.00 175.00 175.00 -2.00 0 62 +0
Total Volume and Open Interest 749 10,156 -23
Rough Rice(CBOT)
Nov02 021108 4.07 4.07 3.98 4.02 +0.02 8 175 -2
Jan03 021108 4.23 4.30 4.16 4.20 +0.00 656 5,244 +144
Mar03 021108 4.48 4.53 4.41 4.42 unch 285 1,617 -25
May03 021108 4.70 4.70 4.62 4.63 unch 193 990 -84
Total Volume and Open Interest 1,349 8,995 +193
Live Cattle(CME)
Dec02 021108 73.075 73.075 72.500 72.650 -0.475 5,508 49,312 -844
Feb03 021108 76.500 76.500 75.950 76.400 -0.150 4,008 31,245 +309
Apr03 021108 75.600 75.800 75.350 75.775 +0.150 3,544 22,445 +1,260
Jun03 021108 70.450 70.600 70.125 70.550 +0.025 1,416 13,119 +116
Aug03 021108 69.050 69.250 68.825 69.200 +0.025 260 2,034 +37
Oct03 021108 69.825 70.000 69.750 69.800 unch 0 550 +0
Total Volume and Open Interest 14,736 118,705 +878
Feeder Cattle(CME)
Nov02 021108 83.475 83.825 83.100 83.800 +0.425 499 4,102 -209
Jan03 021108 83.475 83.600 83.000 83.525 +0.125 795 6,643 +114
Mar03 021108 81.100 81.625 80.750 81.600 +0.500 416 2,173 +221
Apr03 021108 80.100 80.800 79.950 80.400 +0.300 77 419 +19
May03 021108 80.100 80.650 80.100 80.525 +0.325 40 415 -1
Aug03 021108 82.200 82.500 82.200 82.500 +0.250 38 197 +24
Sep03 021108 82.000 82.000 81.850 81.850 -0.150 9 21 +3
Total Volume and Open Interest 1,874 13,971 +171
Lean Hogs(CME)
Dec02 021108 46.100 46.425 45.550 45.900 -0.025 6,526 23,469 -429
Feb03 021108 52.350 53.200 52.125 52.850 +0.550 3,828 9,963 +1,332
Apr03 021108 55.900 56.100 55.500 56.000 unch 849 2,594 +252
May03 021108 61.000 61.250 60.750 61.100 +0.175 62 1,077 +39
Jun03 021108 62.500 63.175 62.500 63.175 +0.725 159 1,996 +94
Jul03 021108 60.200 60.700 60.200 60.650 +0.450 8 453 +3
Aug03 021108 57.600 57.800 57.600 57.650 +0.300 20 267 +1
Oct03 021108 52.450 52.600 52.450 52.600 +0.200 2 53 +1
Total Volume and Open Interest 11,455 39,886 +1,294
Pork Bellies(CME)
Feb03 021108 82.875 83.500 82.150 83.350 +0.475 393 1,734 +73
Mar03 021108 81.700 82.650 81.700 82.500 +0.300 59 111 +17
May03 021108 83.900 83.900 83.400 83.400 +0.600 10 30 +2
Jul03 021108 83.150 83.150 83.000 83.000 +0.200 0 25 +0
Aug03 021108 80.200 80.225 80.200 80.225 +0.375 1 6 +0
Total Volume and Open Interest 463 1,906 +92
Cocoa(NYBOT)
Dec02 021108 1900 1922 1880 1892 -22 6,368 12,417 -2,335
Mar03 021108 1860 1877 1840 1843 -36 4,183 24,956 -211
May03 021108 1856 1863 1836 1836 -37 201 8,628 +105
Jul03 021108 1851 1855 1822 1827 -37 180 8,779 -99
Sep03 021108 1824 1824 1824 1824 -37 627 9,077 -601
Dec03 021108 1827 1827 1827 1827 -37 158 10,585 -53
Mar04 021108 1848 1852 1835 1835 -30 13 2,623 +13
Total Volume and Open Interest 12,350 85,286 -2,606
Coffee "C"(NYBOT)
Dec02 021108 66.00 68.10 65.60 67.85 +1.30 6,931 32,720 -1,330
Mar03 021108 68.80 71.00 68.80 71.00 +1.30 3,694 22,878 +1,015
May03 021108 71.00 73.50 70.50 72.60 +1.20 323 8,108 -26
Jul03 021108 72.75 74.10 72.40 74.10 +1.15 139 6,439 -28
Sep03 021108 74.00 76.50 74.00 75.65 +1.30 27 3,967 +1
Dec03 021108 76.30 77.50 76.30 77.50 +0.90 31 696 +12
Total Volume and Open Interest 11,149 76,013 -352
Orange Juice(NYBOT)
Nov02 021107 98.00 99.50 98.00 98.95 +1.70 43 294 -3
Jan03 021108 101.50 101.75 101.00 101.20 unch 913 11,925 +294
Mar03 021108 103.40 103.50 103.00 103.15 +0.20 297 4,795 +26
May03 021108 104.50 104.50 104.30 104.30 +0.35 23 4,163 +2
Jul03 021108 105.25 105.25 105.25 105.25 +0.35 20 785 +20
Total Volume and Open Interest 1,280 22,316 +328
Sugar #11(NYBOT)
Mar03 021108 7.58 7.65 7.38 7.45 -0.10 13,861 137,442 -89
May03 021108 6.99 7.03 6.89 6.94 -0.03 2,260 26,209 -30
Jul03 021108 6.46 6.49 6.39 6.43 -0.01 1,721 23,843 +50
Oct03 021108 6.32 6.33 6.25 6.29 +0.01 627 16,080 -64
Mar04 021108 6.33 6.33 6.29 6.30 +0.01 610 7,269 -70
Total Volume and Open Interest 19,433 215,714 +104
London Cocoa(LCE)
Dec02 021108 1244 1244 1215 1219 -28 5,884 36,747 -1,404
Mar03 021108 1267 1267 1243 1246 -27 2,043 64,058 -318
May03 021108 1274 1278 1259 1262 -26 498 25,596 +73
Jul03 021108 1290 1290 1275 1276 -25 1,170 15,062 +20
Sep03 021108 1289 1306 1289 1290 -24 60 10,631 +46
Dec03 021108 1306 1307 1298 1299 -25 188 13,177 +27
Mar04 021108 1316 1316 1308 1312 -24 25 3,640 -5
Total Volume and Open Interest 9,868 169,387 -1,561
London Coffee(LCE)
Nov02 021108 738.00 761.00 735.00 761.00 +23.00 321 2,926 -251
Jan03 021108 747.00 781.00 741.00 770.00 +24.00 3,851 57,124 -335
Mar03 021108 760.00 793.00 756.00 784.00 +24.00 1,441 32,462 +476
May03 021108 775.00 800.00 770.00 798.00 +24.00 282 15,635 +131
Jul03 021108 789.00 819.00 784.00 813.00 +25.00 313 14,260 +63
Sep03 021108 802.00 827.00 801.00 827.00 +25.00 100 7,302 +70
Total Volume and Open Interest 6,308 133,642 +154
London Sugar(LCE)
Dec02 021108 215.40 217.90 215.40 216.00 -0.70 3,112 8,477 -1,859
Mar03 021108 204.30 204.70 200.70 201.00 -4.20 2,825 28,442 +993
May03 021108 195.50 197.00 192.50 192.50 -4.70 476 6,750 -114
Aug03 021108 188.80 189.00 184.00 184.00 -3.70 490 6,071 +73
Oct03 021108 177.70 177.70 174.00 174.00 -3.00 133 3,818 +29
Total Volume and Open Interest 7,036 56,400 -878
Cotton(NYBOT)
Dec02 021108 48.49 48.70 48.10 48.39 +0.16 6,358 45,624 -1,911
Mar03 021108 50.30 50.70 50.12 50.41 +0.19 3,819 20,747 +1,434
May03 021108 53.25 53.75 53.20 53.69 +0.43 944 13,947 +313
Jul03 021108 54.05 54.50 54.00 54.49 +0.41 374 5,130 +75
Oct03 021108 54.05 54.05 54.05 54.05 +0.05 0 222 +0
Dec03 021108 55.00 55.35 54.90 55.02 -0.08 219 2,416 +124
Total Volume and Open Interest 11,714 88,708 +35
Lumber(CME)
Nov02 021108 219.3 220.3 214.8 217.4 -2.4 272 799 -90
Jan03 021108 232.5 235.5 230.1 230.3 -4.4 458 2,084 +93
Mar03 021108 246.9 247.8 244.2 244.2 -0.9 77 312 +17
May03 021108 254.0 254.0 252.5 252.7 -2.5 20 122 +8
Total Volume and Open Interest 834 3,338 +28
Crude Oil(NYM)
Dec02 021108 25.40 25.95 25.16 25.78 +0.40 102,204 126,593 -6,617
Jan03 021108 24.95 25.30 24.75 25.12 +0.19 60,926 79,200 +2,815
Feb03 021108 24.63 24.95 24.57 24.77 +0.14 12,411 28,627 +136
Mar03 021108 24.51 24.85 24.40 24.56 +0.10 6,090 24,209 +859
Apr03 021108 24.30 24.60 24.20 24.35 +0.06 2,638 27,471 -346
May03 021108 24.25 24.35 24.10 24.16 +0.03 1,373 18,878 +156
Jun03 021108 24.00 24.20 23.85 23.99 +0.02 6,520 28,922 -981
Jul03 021108 23.70 23.84 23.70 23.84 +0.02 2,910 17,477 +29
Aug03 021108 23.71 23.71 23.71 23.71 +0.04 708 10,319 +359
Sep03 021108 23.55 23.58 23.55 23.58 +0.04 217 14,717 -47
Total Volume and Open Interest 202,001 491,271 -3,098
Heating Oil(NYM)
Dec02 021108 69.50 70.30 68.75 68.88 -0.74 27,871 55,276 -4,973
Jan03 021108 69.90 70.70 69.30 69.41 -0.55 13,188 36,235 +3,569
Feb03 021108 69.25 70.30 68.96 68.96 -0.40 3,325 20,157 +477
Mar03 021108 67.50 68.20 67.06 67.06 -0.30 2,175 12,693 -106
Apr03 021108 65.65 66.50 65.31 65.31 -0.20 2,007 12,642 +393
May03 021108 63.75 64.50 63.51 63.51 -0.10 278 4,832 +36
Jun03 021108 63.45 64.10 62.96 62.96 unch 861 6,012 +150
Jul03 021108 63.15 64.20 62.70 62.86 +0.05 379 3,778 -53
Aug03 021108 64.25 64.40 63.06 63.06 +0.05 115 2,680 +110
Sep03 021108 63.80 65.10 63.66 63.66 +0.05 6 1,901 -1
Total Volume and Open Interest 51,413 164,465 +200
Unleaded Gas(NYM)
Dec02 021108 70.50 71.70 69.60 71.28 +1.14 27,542 38,266 -3,701
Jan03 021108 68.20 69.00 67.60 68.67 +0.76 9,533 23,158 +817
Feb03 021108 68.00 69.00 67.90 68.87 +0.71 2,167 11,946 +76
Mar03 021108 69.10 69.62 69.10 69.62 +0.71 951 8,360 +312
Apr03 021108 75.00 75.87 75.00 75.87 +0.71 501 7,743 -53
May03 021108 76.15 76.15 75.87 75.87 +0.71 664 4,190 +90
Jun03 021108 74.60 75.17 74.60 75.17 +0.71 364 3,148 +155
Jul03 021108 73.75 73.97 73.75 73.97 +0.71 474 1,169 +297
Total Volume and Open Interest 42,667 102,576 -1,829
Natural Gas(NYM)
Dec02 021108 3.810 3.950 3.795 3.903 +0.072 53,594 50,721 -2,815
Jan03 021108 3.945 4.060 3.930 4.032 +0.061 17,496 41,155 +1,185
Feb03 021108 3.910 4.000 3.905 3.975 +0.039 7,983 27,301 -341
Mar03 021108 3.855 3.920 3.840 3.900 +0.024 6,011 37,120 +1,840
Apr03 021108 3.765 3.810 3.760 3.790 +0.010 1,768 18,572 +136
May03 021108 3.720 3.780 3.720 3.755 +0.005 691 14,174 +167
Jun03 021108 3.780 3.810 3.780 3.783 +0.001 688 22,476 -34
Jul03 021108 3.805 3.840 3.805 3.811 -0.006 477 15,803 +88
Total Volume and Open Interest 93,031 399,095 +699
Brent Crude Oil(IPE)
Dec02 021108 23.66 23.92 23.32 23.58 +0.10 64,121 65,089 -814
Jan03 021108 23.55 23.77 23.24 23.49 +0.12 46,941 73,778 +7,407
Feb03 021108 23.48 23.64 23.17 23.38 +0.10 18,796 23,085 +4,022
Mar03 021108 23.15 23.55 23.04 23.20 +0.08 3,638 21,358 -8
Apr03 021108 22.93 23.35 22.93 23.04 +0.06 2,357 14,381 +208
May03 021108 22.80 23.23 22.80 22.89 +0.06 2,148 12,381 -365
Jun03 021108 22.90 23.10 22.65 22.76 +0.08 4,112 20,733 +1,064
Jul03 021108 22.77 22.77 22.63 22.63 +0.08 700 9,004 +0
Total Volume and Open Interest 147,463 293,131 +11,647
Gas Oil(IPE)
Nov02 021108 206.75 207.50 203.50 205.50 -3.75 12,300 26,405 -1,066
Dec02 021108 206.75 207.50 204.25 205.75 -3.25 19,577 69,133 +2,165
Jan03 021108 207.50 208.00 205.00 207.00 -3.00 10,510 43,525 +1,738
Feb03 021108 205.50 206.50 203.75 205.50 -2.75 2,479 13,067 +347
Mar03 021108 202.25 203.25 202.25 203.25 -2.50 580 9,223 +30
Apr03 021108 199.25 200.50 199.25 200.50 -2.00 1,266 8,375 +286
May03 021108 197.25 198.00 197.25 198.00 -1.50 15 1,970 +15
Jun03 021108 195.00 196.25 194.00 196.00 -1.00 3,414 20,833 +1,284
Total Volume and Open Interest 50,761 215,621 +4,859
US Dollar Index(NYBOT)
Dec02 021108 105.08 105.15 104.51 104.68 -0.45 2,573 15,220 +881
Mar03 021108 105.47 105.65 105.07 105.23 -0.44 34 2,086 +18
Jun03 021108 106.28 106.28 105.78 105.78 -0.43 1 4 +0
Total Volume and Open Interest 2,608 17,310 +899
Australian Dollar(CME)
Dec02 021108 56.44 56.55 56.25 56.35 -0.06 1,994 43,078 +569
Mar03 021108 55.89 55.89 55.89 55.89 -0.07 6 317 +3
Jun03 021108 55.43 55.43 55.43 55.43 -0.08 0 680 +0
Total Volume and Open Interest 2,000 44,263 +572
British Pound(CME)
Dec02 021108 158.18 158.94 157.94 158.60 +0.90 10,790 42,744 +6,001
Mar03 021108 157.40 158.00 157.30 157.62 +0.88 12 221 +15
Jun03 021108 156.64 156.64 156.64 156.64 +0.86 0 4 +0
Total Volume and Open Interest 10,802 42,970 +6,016
Canadian Dollar(CME)
Dec02 021108 64.08 64.10 63.72 63.82 -0.35 5,913 55,072 +665
Mar03 021108 63.87 63.87 63.50 63.60 -0.36 188 5,251 +35
Jun03 021108 63.50 63.55 63.33 63.40 -0.36 35 2,376 +22
Sep03 021108 63.30 63.30 63.10 63.21 -0.36 5 756 +0
Total Volume and Open Interest 6,153 63,867 +727
Japanese Yen(CME)
Dec02 021108 83.04 83.80 82.99 83.64 +1.05 6,927 71,795 -547
Mar03 021108 83.36 84.04 83.36 83.94 +1.05 139 1,089 -72
Jun03 021108 84.23 84.23 84.23 84.23 +1.05 0 50 +0
Total Volume and Open Interest 7,066 73,141 -619
Swiss Franc(CME)
Dec02 021108 69.05 69.45 68.95 69.32 +0.31 9,609 53,229 +406
Mar03 021108 69.41 69.48 69.41 69.45 +0.31 1,110 771 +106
Jun03 021108 69.59 69.59 69.59 69.59 +0.31 1 8 +1
Total Volume and Open Interest 10,720 54,039 +513
EuroFX(CME)
Dec02 021108 100.79 101.30 100.67 101.12 +0.39 12,550 106,028 +3,186
Mar03 021108 100.40 100.82 100.35 100.71 +0.39 224 1,289 +144
Jun03 021108 100.10 100.49 100.10 100.35 +0.39 18 339 +6
Total Volume and Open Interest 12,792 107,697 +3,336
Mexican Peso(CME)
Dec02 021108 9690.0 9705.0 9600.0 9607.0 -68.0 4,634 14,346 +658
Mar03 021108 9490.0 9490.0 9417.0 9417.0 -68.0 703 2,451 +553
Total Volume and Open Interest 5,337 17,234 +1,211
30-Year T-Bonds(CBOT)
Dec02 021108 111~28 113~06 111~28 112~31 +1~01 302,574 411,112 +10,488
Mar03 021108 111~01 111~28 110~31 111~23 +1~01 7,250 53,480 +2,201
Jun03 021108 110~11 110~14 110~11 110~14 +1~01 0 463 +0
Total Volume and Open Interest 309,824 465,057 +12,689
Municipal Bonds(CBOT)
Dec02 021108 108~20 109~10 108~20 109~01 +0~23 905 3,505 +7
Mar03 021108 103~03 103~14 103~02 103~04 +0~14 8 92 -5
Total Volume and Open Interest 913 3,597 +2
10-Year T-Notes(CBOT)
Dec02 021108 114~245 115~055 114~225 115~015 +0~085 541,195 867,638 -10,195
Mar03 021108 113~265 113~285 113~165 113~275 +0~110 24,949 87,054 +3,101
Total Volume and Open Interest 566,144 954,717 -7,094
5-Year T-Notes(CBOT)
Dec02 021108 113~155 113~195 113~085 113~170 +0~025 198,749 0 -647,743
Mar03 021108 112~075 112~080 112~000 112~080 +0~025 375 0 -33,403
Total Volume and Open Interest 199,124    
2 Year T-Notes(CBOT)
Dec02 021108 107~030 107~036 107~020 107~034 +0~005 11,432 110,399 +2,190
Mar03 021108 106~108 106~108 106~108 106~108 +0~006 0 1,310 +0
Total Volume and Open Interest 11,432 111,709 +2,190
3-Mth T-Bills(IMM)
Dec02 021108 98.79 98.82 98.79 98.82 +0.01 0 568 +0
Total Volume and Open Interest 0 572 +0
Eurodollars(CME)
Dec02 021108 98.625 98.630 98.620 98.625 unch 230,581 947,204 +15,707
Mar03 021108 98.605 98.610 98.585 98.600 -0.005 187,906 711,977 +3,575
Jun03 021108 98.375 98.385 98.350 98.375 -0.010 177,745 556,736 -9,493
Sep03 021108 98.070 98.080 98.040 98.060 -0.005 160,161 481,047 -5,438
Dec03 021108 97.680 97.700 97.640 97.695 +0.020 114,562 424,214 +18,125
Mar04 021108 97.260 97.295 97.225 97.290 +0.035 42,382 264,504 +2,337
Jun04 021108 96.905 96.930 96.855 96.925 +0.035 32,348 193,736 +425
Sep04 021108 96.650 96.685 96.605 96.675 +0.050 27,818 164,420 +3,942
Dec04 021108 96.490 96.495 96.440 96.470 +0.020 18,208 133,253 +2,334
Mar05 021108 96.340 96.340 96.295 96.305 +0.010 8,437 115,132 +14
Jun05 021108 96.180 96.180 96.140 96.150 +0.010 7,565 95,150 +199
Sep05 021108 96.055 96.055 96.010 96.020 +0.005 11,797 91,795 +3,714
Total Volume and Open Interest 1,068,883 4,708,750 +46,578
3-Mth Euro-Yen(CME)
Dec02 021108 99.92 99.92 99.92 99.92 unch 1,742 8,908 +1,445
Mar03 021108 99.90 99.90 99.90 99.90 +0.01 0 10,240 +0
Jun03 021108 99.91 99.91 99.91 99.91 unch 293 6,708 +222
Sep03 021108 99.89 99.89 99.89 99.89 unch 1 5,774 -19
Dec03 021108 99.87 99.87 99.87 99.87 unch 0 1,735 +0
Mar04 021108 99.83 99.83 99.83 99.83 unch 0 824 -7
Jun04 021108 99.82 99.82 99.82 99.82 unch 1 630 +1
Sep04 021108 99.77 99.77 99.77 99.77 unch 0 1,356 +0
Dec04 021108 99.71 99.71 99.71 99.71 unch 0 262 +0
Mar05 021108 99.62 99.62 99.62 99.62 unch 0 760 +0
Total Volume and Open Interest 2,037 40,397 +1,642
3-Mth Euro-Yen(SIMEX)
Dec02 021108 99.92 99.92 99.92 99.92 unch 500 51,180 -457
Mar03 021108 99.89 99.89 99.89 99.89 0.00 505 39,357 +296
Jun03 021108 99.90 99.90 99.90 99.90 -0.01 130 46,273 -358
Sep03 021108 99.89 99.89 99.89 99.89 unch 241 31,899 -116
Dec03 021108 99.86 99.86 99.86 99.86 -0.01 62 26,140 -16
Mar04 021108 99.82 99.82 99.82 99.82 -0.01 0 20,411 +0
Jun04 021108 99.81 99.81 99.81 99.81 -0.01 0 11,877 +0
Sep04 021108 99.77 99.77 99.77 99.77 unch 0 3,072 +1
Total Volume and Open Interest 1,438 245,069 -650
German Euro-Bund(EUREX)
Dec02 021107 110.72 111.14 110.45 111.09 +0.68 848,428 723,839 +93
Mar03 021107 110.06 110.63 110.03 110.62 +0.70 14,186 12,449 +3,100
Jun03 021107 110.22 110.22 110.22 110.22 +0.71 1,934 2 +0
Total Volume and Open Interest 864,548 736,290 +3,193
German Euro-Bobl(EUREX)
Dec02 021107 109.05 109.09 108.54 109.04 +0.30 408,695 584,409 -21,274
Mar03 021107 108.87 108.94 108.75 108.94 +0.32 3,063 6,603 +301
Jun03 021107 108.54 108.54 108.54 108.54 +0.30      
Total Volume and Open Interest 411,758 591,012 -20,973
Long Gilt(LIFFE)
Dec02 021107 118~12 119~01 118~02 118~27 +0~23 37,174 83,240 -1,011
Mar03 021107 118~01 118~01 118~01 118~01 +0~23      
Total Volume and Open Interest 37,174 83,240 -1,011
3-Mth Short Sterling(LIFFE)
Dec02 021107 96.25 96.27 96.07 96.11 -0.08 28,614 0 +0
Mar03 021107 96.26 96.28 95.90 96.12 -0.07 26,339 0 +0
Jun03 021107 96.16 96.20 95.79 96.03 -0.06 16,358 0 +0
Total Volume and Open Interest 109,871    
3-Mth Euribor(LIFFE)
Dec02 021107 97.040 97.045 96.885 96.940 -0.030 104,579 628,934 +4,869
Mar03 021107 97.125 97.140 96.975 97.065 unch 100,144 497,065 +2,051
Jun03 021107 97.075 97.110 96.940 97.050 +0.015 68,882 339,568 -1,068
Total Volume and Open Interest 394,583 2,232,529 +15,597
3-Mth Aus T-Bills(SFE)
Dec02 021108 95.24 95.25 95.22 95.24 +0.01 14,684 335,399 +16,959
Mar03 021108 95.28 95.29 95.26 95.28 +0.01 16,337 112,726 +18,791
Jun03 021108 95.19 95.21 95.18 95.20 +0.02 4,372 49,919 +4,445
Sep03 021108 95.07 95.11 95.07 95.09 +0.02 1,969 24,534 +2,016
Dec03 021108 94.94 95.00 94.94 94.97 +0.03 1,388 16,299 +1,381
Mar04 021108 94.83 94.86 94.83 94.85 +0.04 247 9,868 +226
Jun04 021108 94.74 94.74 94.74 94.74 +0.03 61 6,581 +60
Sep04 021108 94.64 94.65 94.64 94.65 +0.04 10 4,615 +0
Dec04 021108 94.57 94.57 94.57 94.57 +0.04 0 2,236 +0
Mar05 021108 94.51 94.51 94.51 94.51 +0.05 0 761 +0
Total Volume and Open Interest 39,068 563,622 +43,878
10-Year Aus T-Bonds(SFE)
Dec02 021108 94.58 94.61 94.57 94.59 +0.08 18,976 257,648 +0
Mar03 021108 94.59 94.59 94.59 94.59 +0.08      
Total Volume and Open Interest 18,976 257,648 +20,728
3-Year Aus T-Bonds(SFE)
Dec02 021108 95.10 95.12 95.08 95.10 +0.03 75,712 630,034 +96,118
Mar03 021108 95.10 95.10 95.10 95.10 +0.03      
Total Volume and Open Interest 75,712 630,034 +96,118
Gold(CMX)
Dec02 021108 322.8 323.3 320.6 321.7 +0.8 45,938 99,923 +3,475
Feb03 021108 324.0 324.3 321.7 322.5 +0.8 5,639 13,965 +2,439
Apr03 021108 324.5 325.0 322.0 323.0 +0.8 194 6,913 +128
Jun03 021108 324.0 325.0 323.3 323.4 +0.8 323 7,003 +122
Aug03 021108 324.0 324.0 323.8 323.8 +0.8 13 8,225 +6
Oct03 021108 324.2 324.2 324.2 324.2 +0.8 0 1,087 +0
Total Volume and Open Interest 56,637 160,471 +7,913
Silver(CMX)
Dec02 021108 458.0 460.5 452.0 453.2 -1.8 16,581 50,313 -2,536
Mar03 021108 461.5 463.0 454.0 455.5 -1.8 4,523 18,077 +2,267
May03 021108 462.0 463.0 456.0 456.6 -1.8 40 2,500 +24
Jul03 021108 462.0 465.0 457.6 457.6 -1.9 49 6,383 +25
Sep03 021108 461.0 461.0 458.6 458.6 -1.9 0 869 +0
Total Volume and Open Interest 21,547 85,259 -84
Platinum(NYM)
Jan03 021108 585.5 586.8 579.0 582.4 -1.6 511 7,212 +175
Apr03 021108 574.9 574.9 574.9 574.9 -1.1 1 55 +0
Jul03 021108 571.4 571.4 571.4 571.4 -1.1 0 4 +0
Total Volume and Open Interest 512 7,271 +175
Palladium(NYME)
Dec02 021108 305.00 306.00 297.50 303.25 -5.50 34 1,650 +1
Mar03 021108 307.00 307.00 303.00 303.55 -5.85 7 168 +0
Total Volume and Open Interest 41 1,818 +1
Copper(CMX)
Dec02 021108 71.80 72.15 71.40 71.60 +0.05 11,509 54,422 -1,024
Mar03 021108 72.60 72.80 72.20 72.40 +0.10 902 10,377 +579
May03 021108 73.00 73.00 72.90 72.90 +0.20 3 4,206 +2
Jul03 021108 73.60 73.60 73.30 73.30 +0.20 12 3,652 +0
Sep03 021108 73.70 73.70 73.70 73.70 +0.20 4 4,182 +1
Total Volume and Open Interest 13,202 92,672 -285
DJIA Index(CBOT)
Dec02 021108 8590 8655 8475 8495 -79 22,811 34,214 -279
Mar03 021108 8555 8620 8465 8481 -79 22 384 +4
Jun03 021108 8466 8466 8466 8466 -79      
Total Volume and Open Interest 22,833 34,625 -275
S & P 500(CME)
Dec02 021108 900.20 910.50 890.50 891.40 -11.00 67,535 248,385 -302,737
Mar03 021108 901.00 908.00 890.20 890.20 -11.20 1,715 70,718 +1,384
Jun03 021108 889.70 889.70 889.70 889.70 -11.70 0 4,302 +0
Sep03 021108 890.40 890.40 890.40 890.40 -11.70 0 38 +0
Total Volume and Open Interest 69,250 323,462 -301,353
S & P 500 E-Mini(Globex)
Dec02 021108 905.75 910.75 890.50 891.50 -11.00 634,244 401,529 -8,256
Mar03 021108 903.75 908.25 890.00 890.25 -11.25 48 102 +17
Total Volume and Open Interest 634,292 401,631 -8,239
NASDAQ 100(CME)
Dec02 021108 1028.00 1042.00 1005.00 1009.00 -20.50 15,616 0 -77,661
Mar03 021108 1013.00 1013.00 1013.50 1013.00 -20.50      
Jun03 021108 1016.50 1016.50 1017.00 1016.50 -20.50      
Total Volume and Open Interest 15,616    
NASDAQ 100 E-Mini(GLOBEX)
Dec02 021107 1071.0 1074.5 1020.0 1029.5 -39.5 309,938 151,167 +893
Mar03 021107 1049.5 1072.5 1025.0 1033.5 -39.0 6 9 +0
Total Volume and Open Interest 309,944 151,176 +893
NYSE Composite(NYBOT)
Dec02 021108 479.50 483.00 475.50 475.50 -4.50 105 1,752 -19
Mar03 021108 475.00 475.00 475.00 475.00 -4.50 0 80 +0
Jun03 021108 474.50 474.50 474.50 474.50 -4.50      
Total Volume and Open Interest 105 1,832 -19
S & P Midcap 400(CME)
Dec02 021108 428.50 430.50 422.15 423.00 -6.00 1,800 15,001 -200
Mar03 021108 423.50 423.50 423.50 423.50 -6.00      
Jun03 021108 424.50 424.50 424.50 424.50 -6.00      
Total Volume and Open Interest 1,800 15,001 -200
Russell 2000(CME)
Dec02 021108 382.50 386.50 377.00 377.75 -4.25 2,061 24,572 -560
Mar03 021108 378.25 378.25 378.25 378.25 -4.25      
Jun03 021108 380.25 380.25 380.25 380.25 -4.25      
Total Volume and Open Interest 2,061 24,572 -560
Value Line(KCBT)
Dec02 021108 1012.00 1018.00 997.00 997.00 -16.00 91 262 -17
Total Volume and Open Interest 91 291 -17
Nikkei 225(CME)
Dec02 021107 8900 8900 8785 8805 -235 1,852 19,068 -351
Mar03 021107 8885 8885 8815 8815 -235 0 44 +0
Total Volume and Open Interest 1,852 19,115 -351
Nikkei 225(SIMEX)
Dec02 021108 8820 8820 8650 8670 -215 16,060 97,086 -816
Mar03 021108 8660 8660 8660 8660 -215 0 441 +0
Jun03 021108 8620 8620 8620 8620 -220      
Total Volume and Open Interest 16,082 97,527 -1,326
CAC 40(MATIF)
Nov02 021107 3225.0 3256.0 3086.0 3115.5 -105.0 68,018 445,607 +18,600
Dec02 021107 3228.0 3262.0 3115.0 3122.0 -105.5 5,598 125,217 +2,145
Jan03 021107 3129.5 3129.5 3129.5 3129.5 -105.0      
Total Volume and Open Interest 74,616 604,927 +21,745
DAX Index(EUREX)
Dec02 021108 3141.5 3189.5 3086.0 3086.5 -101.5 110,281 225,061 +255
Mar03 021108 3140.0 3194.5 3109.5 3109.5 -102.5 1,435 12,672 +1,157
Jun03 021108 3194.5 3194.5 3133.0 3133.0 -103.0 101 1,968 +65
Total Volume and Open Interest 111,817 239,701 +1,477
FT-SE 100(LIFFE)
Dec02 021108 4063.00 4102.50 4025.00 4047.00 -28.00 57,077 393,810 -5,327
Mar03 021108 4081.00 4081.00 4019.00 4031.00 -28.50 613 42,031 +21
Jun03 021108 4087.50 4087.50 4029.00 4041.00 -29.00 365 20,885 -14
Total Volume and Open Interest 58,644 460,059 -4,801
SPI 200(SFE)
Dec02 021107 3071.0 3071.0 3031.0 3054.0 -22.0 8,922 150,157 +587
Mar03 021107 3050.0 3059.0 3049.0 3059.0 -24.0 5 1,957 +5
Jun03 021107 3065.0 3065.0 3065.0 3065.0 -23.0 0 1,238 +0
Total Volume and Open Interest 8,959 154,296 +598
GSCI(CME)
Nov02 021108 207.00 208.40 206.70 208.00 +1.00 2,849 12,824 -2,517
Dec02 021108 207.70 208.50 207.70 208.50 +0.70 2,660 2,567 +2,504
Jan03 021108 207.00 207.00 207.00 207.00 unch      
Total Volume and Open Interest 5,509 15,391 -13
Bridge CRB Index(NYBOT)
Jan03 021108 228.00 228.25 226.55 226.60 -2.10 41 292 +20
Feb03 021108 225.85 225.85 225.85 225.85 -2.10 1 220 +1
Apr03 021108 224.60 224.60 224.60 224.60 -2.10 0 114 +0
Total Volume and Open Interest 84 779 +9
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!