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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 November 20, 2002
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan03 021120 574.00 577.50 572.50 575.75 +2.00 39,894 83,842 +2,506
Mar03 021120 569.50 573.50 568.00 571.75 +2.75 5,897 46,250 -616
May03 021120 558.00 564.50 558.00 563.00 +4.75 3,024 37,171 +349
Jul03 021120 553.00 559.00 552.50 558.25 +5.75 1,516 22,491 +39
Aug03 021120 543.50 550.00 543.50 550.00 +6.25 23 2,157 -33
Sep03 021120 528.00 529.50 528.00 529.00 +4.00 2 267 +1
Nov03 021120 507.00 511.50 507.00 510.25 +3.50 592 13,303 +99
Total Volume and Open Interest 50,948 205,644 +2,345
Soybean Meal(CBOT)
Dec02 021120 167.70 168.00 166.20 167.60 +0.60 13,156 36,313 -1,694
Jan03 021120 168.40 168.90 167.20 168.50 +0.80 7,085 17,816 -669
Mar03 021120 168.20 169.00 167.20 168.60 +1.00 1,916 22,077 -603
May03 021120 166.30 167.70 165.50 167.10 +1.20 1,751 25,914 +649
Jul03 021120 165.20 166.30 164.20 166.20 +1.60 1,365 18,330 -27
Aug03 021120 163.50 164.50 163.20 164.20 +1.20 699 3,578 +160
Sep03 021120 160.00 161.00 159.50 160.80 +1.00 203 3,684 -47
Oct03 021120 156.50 156.50 155.60 156.00 +0.70 76 2,712 +7
Total Volume and Open Interest 26,766 139,461 -2,390
Soybean Oil(CBOT)
Dec02 021120 22.42 22.57 22.25 22.34 -0.08 15,670 55,692 -2,135
Jan03 021120 22.42 22.59 22.25 22.33 -0.08 11,128 40,546 +2,122
Mar03 021120 22.32 22.48 22.14 22.21 -0.10 7,232 29,810 +1,412
May03 021120 22.02 22.15 21.85 21.93 -0.05 1,632 19,460 -348
Jul03 021120 21.73 21.82 21.60 21.66 -0.08 804 10,971 +323
Aug03 021120 21.40 21.40 21.26 21.26 -0.01 67 2,907 +25
Sep03 021120 21.05 21.12 20.95 20.95 +0.01 61 1,426 +54
Oct03 021120 20.60 20.60 20.50 20.50 +0.05 51 970 +37
Total Volume and Open Interest 37,109 170,003 +1,735
Canola(WCE)
Nov02 021114 445.0 448.5 445.0 448.5 +6.5 17 162 -16
Jan03 021120 456.0 459.0 455.5 456.6 +1.6 2,072 27,176 -733
Mar03 021120 461.0 463.9 460.5 461.2 +1.5 1,463 15,213 +31
May03 021120 463.8 465.0 463.0 464.4 +2.7 113 7,024 +33
Jul03 021120 462.7 462.7 461.0 462.5 +3.5 105 2,192 +7
Total Volume and Open Interest 4,073 56,450 -312
Corn(CBOT)
Dec02 021120 247.00 249.00 245.25 248.00 +0.50 69,681 137,056 -11,755
Mar03 021120 246.25 249.00 246.00 248.50 +2.00 39,442 197,790 +5,156
May03 021120 248.00 250.75 248.00 250.00 +2.00 6,084 56,366 +703
Jul03 021120 248.50 252.00 248.50 251.25 +2.50 5,215 56,197 +752
Sep03 021120 245.50 246.75 244.75 246.00 +2.25 336 13,459 -110
Dec03 021120 241.50 243.75 241.50 242.50 +1.00 1,520 35,984 +5
Total Volume and Open Interest 122,311 501,812 -5,239
Wheat(CBOT)
Dec02 021120 384.00 384.00 370.50 374.50 -10.50 16,680 29,100 -862
Mar03 021120 379.50 381.00 370.25 373.50 -7.00 11,036 44,976 +288
May03 021120 357.50 359.00 352.50 353.50 -4.50 267 3,657 -10
Jul03 021120 316.00 317.00 312.00 314.75 -2.00 2,297 13,451 -1
Sep03 021120 319.00 320.00 317.50 319.00 -2.00 112 1,792 +26
Total Volume and Open Interest 30,570 96,628 -515
Wheat(KCBT)
Dec02 021120 427.00 427.00 413.00 418.75 -8.25 4,381 17,028 +347
Mar03 021120 418.00 418.00 406.00 412.25 -6.75 5,208 27,519 +793
May03 021120 395.50 396.00 388.00 391.00 -5.00 605 4,918 -41
Jul03 021120 354.50 354.50 348.00 351.75 -2.25 1,332 9,316 +185
Sep03 021120 348.00 349.00 345.00 349.00 -1.00 108 1,982 +43
Total Volume and Open Interest 11,636 61,658 +1,329
Wheat(MGE)
Dec02 021120 437.00 437.50 429.00 431.25 -6.25 2,761 7,785 -731
Mar03 021120 442.50 442.50 434.00 437.00 -5.50 2,047 13,203 +877
May03 021120 433.00 434.25 429.00 431.50 -3.50 894 3,705 +159
Jul03 021120 416.00 416.00 411.50 413.00 -3.00 558 1,911 +133
Sep03 021120 379.00 383.00 379.00 381.50 -0.50 313 1,202 +115
Total Volume and Open Interest 6,656 28,850 +528
Oats(CBOT)
Dec02 021120 206.00 206.00 200.50 201.75 -2.00 1,780 4,404 -821
Mar03 021120 206.75 207.00 203.00 204.75 -1.25 638 3,572 +116
May03 021120 198.00 198.50 194.00 196.00 unch 64 821 +4
Jul03 021120 178.50 178.50 178.50 178.50 +2.00 0 83 -1
Total Volume and Open Interest 2,482 8,897 -702
Rough Rice(CBOT)
Nov02 021119 3.95 3.95 3.89 3.89 -0.02 33 141 +15
Jan03 021120 3.99 4.05 3.98 3.99 -0.04 224 5,222 +44
Mar03 021120 4.21 4.28 4.20 4.22 -0.02 55 1,737 +21
May03 021120 4.46 4.46 4.43 4.43 -0.03 8 991 +4
Total Volume and Open Interest 371 8,936 +38
Live Cattle(CME)
Dec02 021120 73.500 74.250 73.400 74.225 +0.800 8,285 37,161 -2,074
Feb03 021120 77.725 78.000 77.550 77.950 +0.225 7,104 39,854 +1,003
Apr03 021120 77.025 77.150 76.800 77.125 +0.100 2,388 25,811 +340
Jun03 021120 70.700 70.850 70.425 70.825 +0.175 938 14,065 -62
Aug03 021120 68.950 69.075 68.825 69.075 +0.225 657 3,731 +375
Oct03 021120 70.100 70.100 70.050 70.050 +0.150 2 700 +2
Total Volume and Open Interest 19,374 121,322 -416
Feeder Cattle(CME)
Nov02 021120 82.750 82.800 82.700 82.725 unch 181 2,154 -55
Jan03 021120 83.400 83.975 83.250 83.775 +0.400 659 8,082 +32
Mar03 021120 81.300 82.000 81.300 81.950 +0.650 425 2,913 +128
Apr03 021120 80.750 81.450 80.750 81.375 +0.775 47 1,114 +9
May03 021120 81.000 81.600 81.000 81.575 +0.625 15 479 +0
Aug03 021120 83.350 83.650 83.250 83.625 +0.425 47 345 +26
Sep03 021120 83.000 83.500 83.000 83.500 +0.525 2 43 +1
Total Volume and Open Interest 1,376 15,132 +141
Lean Hogs(CME)
Dec02 021120 45.200 46.150 44.700 46.025 +0.400 4,941 19,176 -262
Feb03 021120 53.100 54.050 52.700 53.800 +0.600 2,875 14,717 +489
Apr03 021120 56.950 58.000 56.800 57.975 +0.825 968 4,657 +253
May03 021120 61.600 61.950 61.400 61.950 +0.075 155 1,250 -1
Jun03 021120 64.100 64.500 63.950 64.500 +0.175 395 2,960 +220
Jul03 021120 61.500 61.875 61.475 61.875 +0.125 88 834 +73
Aug03 021120 59.050 59.350 59.050 59.350 +0.100 58 546 +35
Oct03 021120 52.100 52.550 52.100 52.550 +0.150 7 79 +3
Total Volume and Open Interest 9,488 44,237 +810
Pork Bellies(CME)
Feb03 021120 80.350 83.575 79.900 83.575 +3.000 679 1,802 +20
Mar03 021120 79.650 82.500 79.500 82.500 +3.000 32 127 +0
May03 021120 81.150 83.100 81.150 83.100 +2.850 10 46 +7
Jul03 021120 82.500 82.500 82.500 82.500 +2.500 1 27 +0
Aug03 021120 78.200 78.200 78.200 78.200 unch 0 5 +0
Total Volume and Open Interest 722 2,007 +27
Cocoa(NYBOT)
Dec02 021120 1775 1790 1775 1778 -12 178 1,418 -70
Mar03 021120 1730 1748 1728 1738 -10 3,757 29,226 -324
May03 021120 1728 1735 1719 1728 -8 939 10,570 +330
Jul03 021120 1715 1718 1710 1716 -9 75 7,547 -20
Sep03 021120 1714 1714 1714 1714 -9 7 9,087 +0
Dec03 021120 1715 1715 1715 1715 -10 4 10,842 +1
Mar04 021120 1723 1723 1723 1723 -12 140 3,275 +120
Total Volume and Open Interest 5,154 80,125 +24
Coffee "C"(NYBOT)
Dec02 021120 67.75 69.00 67.00 68.10 +1.35 2,487 3,601 -1,936
Mar03 021120 71.75 73.30 71.00 72.40 +1.55 11,982 46,130 +1,233
May03 021120 73.75 75.00 73.00 74.25 +1.45 917 9,055 -171
Jul03 021120 75.00 77.00 75.00 76.05 +1.55 354 7,166 -33
Sep03 021120 76.50 78.20 76.50 77.55 +1.45 108 4,038 +8
Dec03 021120 78.80 80.00 78.80 79.40 +1.40 86 941 +60
Total Volume and Open Interest 15,935 72,272 -838
Orange Juice(NYBOT)
Jan03 021120 102.30 102.50 102.10 102.25 unch 892 12,669 +348
Mar03 021120 104.70 105.00 104.65 104.80 -0.10 283 4,746 +132
May03 021120 106.50 106.50 106.50 106.50 -0.15 47 4,190 +33
Jul03 021120 107.00 107.00 107.00 107.00 -0.15 20 815 +0
Sep03 021120 107.50 107.50 107.50 107.50 -0.25 102 167 +70
Total Volume and Open Interest 1,345 22,927 +583
Sugar #11(NYBOT)
Mar03 021120 7.28 7.44 7.11 7.24 -0.06 24,694 118,405 +944
May03 021120 6.70 6.80 6.61 6.65 -0.10 3,232 27,940 +1,021
Jul03 021120 6.15 6.23 6.08 6.11 -0.09 4,354 23,184 -457
Oct03 021120 6.10 6.19 6.05 6.05 -0.11 2,126 18,086 +498
Mar04 021120 6.08 6.21 6.07 6.07 -0.06 1,619 8,326 +156
Total Volume and Open Interest 36,668 203,282 +2,600
London Cocoa(LCE)
Dec02 021120 1144 1149 1136 1141 -2 1,203 30,585 -522
Mar03 021120 1170 1177 1164 1169 -3 1,778 67,480 +82
May03 021120 1186 1193 1180 1185 -2 295 27,231 +120
Jul03 021120 1200 1207 1194 1200 -1 178 14,281 +48
Sep03 021120 1212 1221 1212 1212 -1 99 10,937 +96
Dec03 021120 1215 1226 1210 1218 -2 163 14,830 +47
Mar04 021120 1230 1230 1230 1230 -2 140 4,088 +3
Total Volume and Open Interest 3,876 169,961 -126
London Coffee(LCE)
Nov02 021120 805.00 830.00 805.00 821.00 +16.00 557 1,557 -123
Jan03 021120 810.00 838.00 809.00 823.00 +18.00 4,588 54,827 -1,279
Mar03 021120 822.00 850.00 822.00 837.00 +17.00 1,888 33,885 +74
May03 021120 840.00 863.00 840.00 852.00 +19.00 764 18,282 +53
Jul03 021120 858.00 877.00 858.00 865.00 +19.00 251 14,872 -1
Sep03 021120 879.00 879.00 878.00 878.00 +19.00 0 7,856 +0
Total Volume and Open Interest 8,352 136,429 -972
London Sugar(LCE)
Dec02 021115 209.50 217.90 209.00 214.00 +4.50 2,590 2,552 -2,069
Mar03 021120 205.20 207.50 202.00 204.90 -1.00 3,520 33,558 -27
May03 021120 196.60 197.20 192.40 194.70 -0.70 1,082 8,790 +132
Aug03 021120 186.00 187.00 182.00 184.50 -1.90 1,251 6,392 +51
Oct03 021120 174.90 177.00 171.00 173.00 -2.90 709 4,254 +324
Total Volume and Open Interest 7,053 56,406 +622
Cotton(NYBOT)
Dec02 021120 46.50 48.00 46.15 47.81 +1.01 10,495 5,457 -8,145
Mar03 021120 49.50 51.30 49.05 51.04 +1.33 12,234 49,278 +3,746
May03 021120 52.85 54.60 52.61 54.30 +1.19 1,759 16,472 +159
Jul03 021120 53.75 55.50 53.75 55.50 +1.40 300 5,565 +82
Oct03 021120 54.10 55.00 54.10 55.00 +1.15 20 249 -2
Dec03 021120 54.10 55.40 53.96 55.25 +1.15 436 3,112 +200
Total Volume and Open Interest 25,244 80,766 -3,960
Lumber(CME)
Jan03 021120 228.5 230.5 227.0 229.1 +0.6 281 2,486 -3
Mar03 021120 243.3 244.5 242.5 242.8 -0.5 86 508 +0
May03 021120 251.8 251.8 249.2 249.5 -2.3 10 180 +4
Jul03 021120 258.0 258.0 258.0 258.0 -1.2 9 45 +2
Total Volume and Open Interest 386 3,221 +3
Crude Oil(NYM)
Dec02 021120 26.60 27.25 26.45 26.98 +0.56 67,210 25,269 -20,288
Jan03 021120 25.65 26.16 25.52 26.09 +0.59 89,146 147,999 -1,199
Feb03 021120 25.47 25.90 25.45 25.89 +0.55 19,091 40,180 +966
Mar03 021120 25.35 25.70 25.24 25.64 +0.52 7,490 31,033 +1,112
Apr03 021120 25.05 25.39 25.05 25.39 +0.49 5,845 27,363 -410
May03 021120 24.90 25.16 24.90 25.16 +0.46 2,083 19,824 +364
Jun03 021120 24.65 24.94 24.60 24.94 +0.43 6,192 29,222 -1,010
Jul03 021120 24.52 24.75 24.48 24.75 +0.40 1,360 17,197 +116
Aug03 021120 24.30 24.57 24.30 24.57 +0.37 1,907 9,812 -961
Sep03 021120 24.17 24.41 24.12 24.41 +0.36 93 15,105 -30
Total Volume and Open Interest 209,575 482,207 -20,830
Heating Oil(NYM)
Dec02 021120 73.00 74.80 72.50 74.51 +2.34 25,044 36,717 -2,716
Jan03 021120 72.90 74.30 72.60 74.17 +1.88 15,409 48,380 +1,369
Feb03 021120 71.90 73.45 71.80 73.17 +1.68 5,051 22,500 +724
Mar03 021120 69.70 71.15 69.65 70.87 +1.43 2,712 16,030 -9
Apr03 021120 67.70 68.77 67.70 68.77 +1.28 3,225 13,883 -67
May03 021120 66.75 67.00 66.40 66.87 +1.13 700 5,657 +141
Jun03 021120 65.40 66.40 65.40 66.17 +1.03 899 6,925 -244
Jul03 021120 66.80 66.80 66.07 66.07 +0.98 350 3,631 -89
Aug03 021120 65.50 66.17 65.50 66.17 +0.93 26 2,498 +1
Sep03 021120 67.00 67.00 66.67 66.67 +0.88 25 2,171 +25
Total Volume and Open Interest 53,869 167,037 -579
Unleaded Gas(NYM)
Dec02 021120 70.50 71.80 69.70 71.29 +1.13 22,789 27,160 -2,461
Jan03 021120 69.40 70.50 69.10 70.39 +1.29 11,824 32,642 +469
Feb03 021120 70.10 70.80 69.85 70.72 +1.29 1,533 13,380 +507
Mar03 021120 70.45 71.32 70.35 71.32 +1.24 1,154 9,877 +135
Apr03 021120 77.40 77.84 77.40 77.84 +1.21 989 8,847 +518
May03 021120 77.30 77.84 77.30 77.84 +1.16 73 4,216 +33
Jun03 021120 77.24 77.24 77.24 77.24 +1.11 183 4,046 +104
Jul03 021120 75.75 76.09 75.75 76.09 +1.06 50 1,935 -25
Total Volume and Open Interest 38,650 107,939 -720
Natural Gas(NYM)
Dec02 021120 4.300 4.325 4.210 4.254 -0.007 44,930 41,537 +2,640
Jan03 021120 4.390 4.420 4.290 4.352 unch 21,791 46,090 +629
Feb03 021120 4.275 4.310 4.210 4.262 unch 5,606 28,408 +422
Mar03 021120 4.170 4.185 4.105 4.147 -0.005 8,098 35,363 -241
Apr03 021120 3.980 3.990 3.930 3.957 -0.012 4,898 18,257 +96
May03 021120 3.920 3.920 3.880 3.897 -0.012 5,002 15,276 +1,041
Jun03 021120 3.905 3.905 3.870 3.892 -0.012 1,664 22,119 -253
Jul03 021120 3.910 3.910 3.885 3.910 -0.009 2,639 15,412 -85
Total Volume and Open Interest 103,951 398,863 +6,726
Brent Crude Oil(IPE)
Jan03 021120 24.15 24.65 24.07 24.53 +0.45 42,911 74,008 -4,500
Feb03 021120 24.16 24.70 24.16 24.69 +0.49 18,890 49,560 +3,013
Mar03 021120 24.13 24.54 24.13 24.53 +0.50 8,119 24,775 +2,277
Apr03 021120 23.92 24.28 23.91 24.28 +0.45 4,468 18,409 +184
May03 021120 23.70 24.06 23.70 24.06 +0.42 2,803 13,360 -379
Jun03 021120 23.58 23.84 23.55 23.84 +0.39 4,119 25,288 +2,799
Jul03 021120 23.41 23.67 23.41 23.67 +0.34 1,710 10,133 +1,092
Aug03 021120 23.35 23.53 23.27 23.53 +0.32 30 5,054 +0
Total Volume and Open Interest 84,845 270,333 +4,086
Gas Oil(IPE)
Dec02 021120 212.50 218.00 212.00 217.00 unch 14,465 61,774 -1,251
Jan03 021120 212.75 217.50 212.25 216.75 unch 12,044 50,301 -23
Feb03 021120 211.25 214.50 211.25 214.25 -0.75 3,096 14,917 -407
Mar03 021120 209.75 211.00 209.75 210.75 -1.00 1,291 10,664 -47
Apr03 021120 207.00 207.25 207.00 207.25 -1.25 950 8,000 -100
May03 021120 202.50 204.25 202.50 204.25 -1.50 450 2,558 +250
Jun03 021120 200.75 202.50 200.25 202.50 -1.25 2,250 19,782 -253
Jul03 021120 202.50 202.50 202.50 202.50 -1.25 0 2,831 +0
Total Volume and Open Interest 35,696 196,146 -1,281
US Dollar Index(NYBOT)
Dec02 021120 105.88 106.21 105.72 106.05 +0.25 2,398 17,973 -1,093
Mar03 021120 106.50 106.70 106.32 106.57 +0.24 79 2,171 +21
Jun03 021120 107.09 107.09 107.09 107.09 +0.23 0 4 +0
Total Volume and Open Interest 2,477 20,148 -1,072
Australian Dollar(CME)
Dec02 021120 55.79 55.92 55.70 55.84 +0.17 5,092 39,560 -3,088
Mar03 021120 55.35 55.39 55.35 55.39 +0.17 19 434 +25
Jun03 021120 54.94 54.94 54.94 54.94 +0.17 0 682 +0
Total Volume and Open Interest 5,111 40,926 -3,063
British Pound(CME)
Dec02 021120 157.06 157.46 156.98 157.02 -0.68 4,180 43,338 -763
Mar03 021120 156.00 156.50 156.00 156.02 -0.68 35 596 +34
Jun03 021120 155.04 155.04 155.04 155.04 -0.68 0 4 +0
Total Volume and Open Interest 4,215 43,939 -729
Canadian Dollar(CME)
Dec02 021120 63.06 63.10 62.92 62.96 -0.09 6,532 48,849 -1,163
Mar03 021120 62.83 62.88 62.70 62.74 -0.09 419 7,420 +185
Jun03 021120 62.65 62.66 62.52 62.54 -0.09 63 3,343 +68
Sep03 021120 62.46 62.46 62.32 62.35 -0.09 19 843 +12
Total Volume and Open Interest 7,075 61,051 -867
Japanese Yen(CME)
Dec02 021120 81.74 81.90 81.57 81.62 -0.32 17,292 73,464 -886
Mar03 021120 82.00 82.07 81.87 81.91 -0.32 273 1,357 +88
Jun03 021120 82.19 82.19 82.19 82.19 -0.32 4 54 +4
Total Volume and Open Interest 17,569 75,092 -794
Swiss Franc(CME)
Dec02 021120 68.29 68.47 68.19 68.22 -0.13 13,654 50,866 -2,784
Mar03 021120 68.43 68.50 68.32 68.34 -0.13 69 948 +2
Jun03 021120 68.48 68.48 68.48 68.48 -0.13 0 8 +0
Total Volume and Open Interest 13,724 51,854 -2,781
EuroFX(CME)
Dec02 021120 100.03 100.32 99.99 100.04 -0.12 18,692 101,210 -2,203
Mar03 021120 99.67 99.90 99.62 99.66 -0.11 213 1,994 +121
Jun03 021120 99.32 99.32 99.32 99.32 -0.11 71 380 +24
Total Volume and Open Interest 18,976 103,629 -2,058
Mexican Peso(CME)
Dec02 021120 9820.0 9855.0 9785.0 9847.0 +57.0 2,750 16,264 -183
Mar03 021120 9640.0 9667.0 9610.0 9667.0 +57.0 164 3,046 +24
Total Volume and Open Interest 2,985 19,783 -227
30-Year T-Bonds(CBOT)
Dec02 021120 112~04 112~23 110~25 111~01 -1~02 212,739 393,237 -4,055
Mar03 021120 110~29 111~14 109~18 109~25 -1~03 17,984 82,058 +5,411
Jun03 021120 109~23 110~04 108~17 108~18 -1~03 32 464 -4
Total Volume and Open Interest 230,755 475,847 +1,352
Municipal Bonds(CBOT)
Dec02 021120 108~18 108~19 107~06 107~14 -0~26 229 3,672 -20
Mar03 021120 102~09 102~09 100~31 101~04 -0~26 2 163 +0
Total Volume and Open Interest 231 3,835 -20
10-Year T-Notes(CBOT)
Dec02 021120 114~050 114~150 113~075 113~105 -0~260 388,224 754,231 -20,624
Mar03 021120 112~270 113~060 111~310 112~020 -0~265 41,127 180,761 +20,831
Total Volume and Open Interest 429,351 935,017 +207
5-Year T-Notes(CBOT)
Dec02 021120 112~285 113~015 112~070 112~080 -0~180 145,873 0 -640,755
Mar03 021120 111~200 111~220 110~305 110~305 -0~180 19,713 0 -106,270
Total Volume and Open Interest 165,586    
2 Year T-Notes(CBOT)
Dec02 021120 107~025 107~029 107~000 107~004 -0~020 9,339 111,680 -2,890
Mar03 021120 106~093 106~096 106~064 106~068 -0~022 1,150 2,813 +1,127
Total Volume and Open Interest 10,489 114,493 -1,763
3-Mth T-Bills(IMM)
Dec02 021120 98.79 98.79 98.79 98.79 unch 1 569 -1
Total Volume and Open Interest 16 588 +14
Eurodollars(CME)
Dec02 021120 98.590 98.595 98.575 98.580 -0.005 63,314 910,589 +8,741
Mar03 021120 98.560 98.580 98.490 98.505 -0.050 93,406 716,069 -3,858
Jun03 021120 98.330 98.350 98.220 98.230 -0.095 95,375 556,932 +1,486
Sep03 021120 98.005 98.030 97.855 97.870 -0.120 111,326 443,764 +12,990
Dec03 021120 97.625 97.650 97.470 97.475 -0.135 50,675 391,297 -3,365
Mar04 021120 97.235 97.250 97.070 97.080 -0.140 24,072 247,303 -670
Jun04 021120 96.885 96.905 96.725 96.740 -0.130 16,142 186,662 -508
Sep04 021120 96.600 96.630 96.450 96.465 -0.125 13,997 166,560 +311
Dec04 021120 96.390 96.405 96.230 96.240 -0.130 7,874 131,458 +753
Mar05 021120 96.235 96.235 96.065 96.070 -0.130 7,310 115,263 -429
Jun05 021120 96.070 96.070 95.895 95.905 -0.125 6,456 94,026 +862
Sep05 021120 95.900 95.920 95.750 95.755 -0.125 6,630 93,830 -43
Total Volume and Open Interest 526,282 4,507,197 -31,251
3-Mth Euro-Yen(CME)
Dec02 021120 99.92 99.92 99.92 99.92 +0.01 0 9,107 +0
Mar03 021120 99.87 99.87 99.87 99.87 unch 508 11,885 +772
Jun03 021120 99.89 99.89 99.89 99.89 unch 0 6,612 +0
Sep03 021120 99.86 99.86 99.86 99.86 -0.01 100 5,895 +83
Dec03 021120 99.84 99.84 99.84 99.84 unch 0 1,735 +0
Mar04 021120 99.79 99.79 99.79 99.79 -0.01 0 824 +0
Jun04 021120 99.78 99.78 99.78 99.78 -0.01 0 630 +0
Sep04 021120 99.73 99.73 99.73 99.73 -0.02 0 1,594 +200
Dec04 021120 99.71 99.71 99.71 99.71 unch 0 262 +0
Mar05 021120 99.65 99.65 99.65 99.65 unch 0 760 +0
Total Volume and Open Interest 608 42,504 +1,055
3-Mth Euro-Yen(SIMEX)
Dec02 021120 99.91 99.91 99.91 99.91 unch 82 58,229 -490
Mar03 021120 99.86 99.87 99.86 99.86 unch 1,789 41,196 +421
Jun03 021120 99.89 99.89 99.88 99.89 unch 1,131 46,618 -286
Sep03 021120 99.87 99.87 99.86 99.87 unch 441 31,028 -232
Dec03 021120 99.84 99.84 99.84 99.84 unch 19 26,655 -4
Mar04 021120 99.80 99.80 99.80 99.80 unch 1,513 21,607 +790
Jun04 021120 99.79 99.79 99.78 99.79 unch 605 12,221 +48
Sep04 021120 99.74 99.75 99.73 99.74 unch 32 2,854 +183
Total Volume and Open Interest 5,612 255,337 +430
German Euro-Bund(EUREX)
Dec02 021119 111.75 111.87 111.62 111.64 +0.05 360,059 725,352 +2,883
Mar03 021119 111.27 111.39 111.20 111.20 +0.07 1,559 24,726 +656
Jun03 021119 110.74 110.74 110.74 110.74 +0.05 165 0 +0
Total Volume and Open Interest 361,783 750,078 +3,539
German Euro-Bobl(EUREX)
Dec02 021119 109.48 109.52 109.37 109.38 +0.02 223,566 604,154 +2,585
Mar03 021119 109.39 109.39 109.33 109.33 +0.03 1,026 11,415 +880
Jun03 021119 108.88 108.88 108.88 108.88 +0.02      
Total Volume and Open Interest 224,592 615,569 +3,465
Long Gilt(LIFFE)
Dec02 021119 119~12 119~19 119~10 119~14 +0~05 17,519 81,868 -135
Mar03 021119 118~23 118~23 118~23 118~23 +0~05 0 19 +0
Total Volume and Open Interest 17,519 81,887 -135
3-Mth Short Sterling(LIFFE)
Dec02 021119 96.04 96.06 96.03 96.04 unch 11,099 0 +0
Mar03 021119 96.05 96.07 96.02 96.04 +0.01 17,796 0 +0
Jun03 021119 95.96 95.98 95.92 95.95 +0.02 9,771 0 +0
Total Volume and Open Interest 52,609    
3-Mth Euribor(LIFFE)
Dec02 021119 97.070 97.085 97.060 97.080 +0.015 55,705 719,470 +118,874
Mar03 021119 97.190 97.195 97.170 97.185 +0.015 41,687 509,704 -10,935
Jun03 021119 97.180 97.185 97.160 97.170 +0.020 26,259 346,053 -2,111
Total Volume and Open Interest 170,896 2,383,692 +109,519
3-Mth Aus T-Bills(SFE)
Dec02 021120 95.23 95.24 95.22 95.23 -0.01 4,376 230,934 -670
Mar03 021120 95.33 95.37 95.33 95.36 +0.02 2,618 108,609 -936
Jun03 021120 95.29 95.32 95.29 95.30 +0.01 1,883 49,686 -330
Sep03 021120 95.23 95.23 95.21 95.22 +0.01 632 25,612 -345
Dec03 021120 95.13 95.13 95.11 95.12 +0.02 588 15,290 +169
Mar04 021120 95.00 95.01 94.99 95.00 +0.02 330 10,181 +3
Jun04 021120 94.88 94.89 94.87 94.89 +0.03 355 6,763 +355
Sep04 021120 94.79 94.80 94.78 94.78 +0.02 187 4,842 +187
Dec04 021120 94.71 94.71 94.69 94.69 +0.01 0 1,956 +0
Mar05 021120 94.61 94.61 94.61 94.61 +0.01 0 541 +0
Total Volume and Open Interest 10,969 455,043 -1,567
10-Year Aus T-Bonds(SFE)
Dec02 021120 94.68 94.72 94.68 94.68 -0.01 9,192 203,373 +0
Mar03 021120 94.68 94.68 94.68 94.68 -0.01      
Total Volume and Open Interest 9,192 203,373 +6,173
3-Year Aus T-Bonds(SFE)
Dec02 021120 95.21 95.23 95.19 95.21 +0.02 26,576 608,233 +15,660
Mar03 021120 95.21 95.21 95.21 95.21 +0.02      
Total Volume and Open Interest 26,576 608,233 +15,660
Gold(CMX)
Dec02 021120 319.4 319.7 317.5 317.6 -1.2 19,552 85,913 -4,749
Feb03 021120 320.5 320.7 318.4 318.6 -1.2 4,842 32,141 +2,007
Apr03 021120 320.5 321.5 319.2 319.2 -1.2 203 7,800 +65
Jun03 021120 321.7 321.7 319.5 319.7 -1.2 421 8,542 +236
Aug03 021120 321.0 321.0 320.1 320.1 -1.2 142 8,280 +139
Oct03 021120 321.8 321.8 320.6 320.6 -1.2 25 1,093 +10
Total Volume and Open Interest 25,575 169,985 -2,106
Silver(CMX)
Dec02 021120 455.0 455.5 452.5 453.5 -1.2 6,841 41,038 -3,098
Mar03 021120 457.5 458.0 455.0 455.9 -1.0 3,450 26,595 +3,309
May03 021120 458.0 458.0 457.3 457.3 -0.8 109 2,911 +109
Jul03 021120 460.0 460.0 458.3 458.3 -0.9 249 7,057 +139
Sep03 021120 459.4 459.4 459.4 459.4 -1.0 0 869 +0
Total Volume and Open Interest 10,852 86,256 +621
Platinum(NYM)
Jan03 021120 591.0 591.5 584.5 586.8 -5.2 462 7,733 +124
Apr03 021120 578.8 578.8 578.8 578.8 -5.2 0 59 +0
Jul03 021120 575.3 575.3 575.3 575.3 -5.2 0 7 +0
Total Volume and Open Interest 462 7,799 +124
Palladium(NYME)
Dec02 021120 278.30 279.50 278.30 279.15 +0.85 431 1,201 -217
Mar03 021120 277.70 278.40 276.30 278.40 +0.70 289 806 +256
Total Volume and Open Interest 720 2,007 +39
Copper(CMX)
Dec02 021120 73.80 74.55 73.70 73.90 +1.20 6,668 44,343 -2,221
Mar03 021120 74.70 75.25 74.55 74.75 +1.20 4,025 16,812 +3,674
May03 021120 75.00 75.20 75.00 75.20 +1.25 203 4,136 +3
Jul03 021120 75.25 75.70 75.25 75.55 +1.25 189 3,718 +69
Sep03 021120 75.90 75.90 75.75 75.75 +1.15 31 4,025 -13
Total Volume and Open Interest 11,856 87,840 +1,276
DJIA Index(CBOT)
Dec02 021120 8470 8675 8435 8672 +187 21,876 34,524 +830
Mar03 021120 8440 8654 8439 8654 +186 45 446 +4
Jun03 021120 8555 8638 8555 8638 +186 3 2 +1
Total Volume and Open Interest 21,924 34,999 +835
S & P 500(CME)
Dec02 021120 894.50 919.00 894.00 918.70 +20.60 60,931 548,601 -231
Mar03 021120 901.00 917.80 901.00 917.80 +20.70 2,337 80,331 +1,455
Jun03 021120 895.50 917.60 895.50 917.60 +20.80 620 4,070 -520
Sep03 021120 918.10 918.10 918.10 918.10 +21.00 0 48 +0
Total Volume and Open Interest 63,888 633,070 +704
S & P 500 E-Mini(Globex)
Dec02 021120 898.25 919.25 893.25 918.75 +20.75 598,001 403,189 +585
Mar03 021120 902.25 917.75 893.75 917.75 +20.75 312 285 +99
Total Volume and Open Interest 598,313 403,474 +684
NASDAQ 100(CME)
Dec02 021120 1028.00 1077.00 1028.00 1076.00 +43.50 17,472 0 -74,796
Mar03 021120 1079.50 1079.50 1079.50 1079.50 +43.50 1 0 -3,264
Jun03 021120 1083.00 1083.00 1083.00 1083.00 +43.50      
Total Volume and Open Interest 17,473    
NASDAQ 100 E-Mini(GLOBEX)
Dec02 021119 1048.5 1052.0 1019.0 1032.5 -17.5 241,952 158,646 -1,078
Mar03 021119 1040.0 1049.0 1030.0 1036.0 -17.5 9 19 +4
Total Volume and Open Interest 241,961 158,665 -1,074
NYSE Composite(NYBOT)
Dec02 021120 476.00 487.25 476.00 487.25 +9.75 67 2,329 +25
Mar03 021120 485.00 486.75 485.00 486.75 +9.75 0 80 +0
Jun03 021120 486.25 486.25 486.25 486.25 +9.75      
Total Volume and Open Interest 67 2,409 +25
S & P Midcap 400(CME)
Dec02 021120 425.00 436.50 425.00 435.50 +9.70 1,176 15,473 -112
Mar03 021120 435.90 435.90 435.90 435.90 +9.75      
Jun03 021120 436.90 436.90 436.90 436.90 +9.75      
Total Volume and Open Interest 1,176 15,473 -112
Russell 2000(CME)
Dec02 021120 379.00 390.50 379.00 390.25 +10.75 2,270 25,527 -78
Mar03 021120 390.15 390.15 390.15 390.15 +10.75 0 140 +0
Jun03 021120 392.15 392.15 392.15 392.15 +10.75      
Total Volume and Open Interest 2,270 25,667 -78
Value Line(KCBT)
Dec02 021120 1027.00 1041.00 1027.00 1041.00 +27.00 25 304 -6
Total Volume and Open Interest 31 331 +0
Nikkei 225(CME)
Dec02 021119 8325 8410 8305 8335 -20 995 19,337 -8
Mar03 021119 8360 8360 8345 8345 -20 6 67 +6
Total Volume and Open Interest 1,011 19,412 -8
Nikkei 225(SIMEX)
Dec02 021120 8350 8530 8345 8465 +105 17,049 102,978 +821
Mar03 021120 8455 8455 8455 8455 +105 0 441 +0
Jun03 021120 8415 8415 8415 8415 +105      
Total Volume and Open Interest 17,049 103,419 +821
CAC 40(MATIF)
Nov02 021119 3183.5 3223.5 3156.5 3180.0 -26.0 50,297 503,615 -1,187
Dec02 021119 3178.0 3197.0 3167.5 3186.5 -26.0 2,466 135,438 +1,602
Jan03 021119 3193.5 3193.5 3193.5 3193.5 -26.0      
Total Volume and Open Interest 52,765 673,832 +415
DAX Index(EUREX)
Dec02 021120 3230.0 3237.0 3125.5 3225.5 -6.5 72,412 219,466 -2,197
Mar03 021120 3257.0 3257.0 3148.0 3248.0 -7.5 126 13,746 +32
Jun03 021120 3241.5 3270.5 3241.5 3270.5 -7.0 4 2,026 +0
Total Volume and Open Interest 72,542 235,238 -2,165
FT-SE 100(LIFFE)
Dec02 021120 4120.00 4135.00 4077.50 4095.00 -18.00 45,423 377,857 -5,433
Mar03 021120 4104.00 4105.00 4071.50 4079.50 -17.50 2,279 47,272 +1,079
Jun03 021120 4095.00 4105.00 4087.00 4087.50 -19.00 3,079 25,480 +2,190
Total Volume and Open Interest 51,256 455,063 -1,931
SPI 200(SFE)
Dec02 021119 3000.0 3008.0 2990.0 2992.0 -20.0 8,120 135,090 +2,209
Mar03 021119 3003.0 3008.0 2995.0 2995.0 -21.0 51 2,918 -56
Jun03 021119 3007.0 3007.0 3001.0 3001.0 -20.0 0 1,247 -38
Total Volume and Open Interest 8,172 141,342 +2,116
GSCI(CME)
Dec02 021120 214.00 215.15 213.50 214.75 +1.85 28 14,754 -214
Jan03 021120 213.50 213.50 213.50 213.50 +1.50      
Feb03 021120 212.00 212.00 212.00 212.00 +1.25      
Total Volume and Open Interest 28 14,754 -214
Bridge CRB Index(NYBOT)
Jan03 021120 229.00 230.50 229.00 230.20 +0.95 32 310 -3
Feb03 021120 229.45 229.45 229.45 229.45 +0.95 0 220 +0
Apr03 021120 226.00 228.20 226.00 228.20 +0.95 3 119 +2
Total Volume and Open Interest 35 650 -1
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions.
Copyright © 2002 Moore Research Center, Inc. All Rights Reserved.
Some data provided by Prophetfinance.com

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Newsflash

For those who "research their trades" via historical daily charts, Research Director Nick Colley wants
to give you a taste of enhancements forthcoming to the Traders Desk
Reference (TDR) section of the MRCI web site.  Click on the following
address and you will be directed to the test section for Soybeans:

http://www.mrci.com/client/tdr/s/index.php

Remember this is only a test section, but it is intended to be the model
for all other futures.  You can use the "mouse-over" function, the table
includes seasonal patterns, weekly and monthly contract continuation
charts, and by clicking on the year in the "History Range" row, a table
will appear with each year in the data base.  Click again and find the
daily chart for that contract for that year.  Enjoy!