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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 Thu December 05, 2002
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan03 021205 564.00 568.50 556.50 562.00 -4.25 34,515 80,350 -1,618
Mar03 021205 560.00 564.50 552.75 558.75 -4.00 7,193 49,334 -1,866
May03 021205 552.00 556.50 545.75 550.75 -3.25 3,766 39,777 -459
Jul03 021205 548.50 552.50 543.00 547.25 -3.00 3,560 25,295 -510
Aug03 021205 541.50 543.00 535.50 537.50 -3.50 106 2,207 +58
Sep03 021205 525.00 525.00 521.50 521.50 -3.50 5 301 +1
Nov03 021205 509.00 511.00 503.50 505.00 -4.00 1,773 16,558 +368
Total Volume and Open Interest 50,920 214,000 -4,024
Soybean Meal(CBOT)
Dec02 021205 164.50 164.70 162.00 163.00 -2.10 5,225 6,293 -1,363
Jan03 021205 165.80 166.20 163.10 164.30 -2.10 13,871 35,604 -130
Mar03 021205 165.10 165.70 163.00 164.40 -1.60 4,894 27,535 +678
May03 021205 164.00 164.30 161.90 163.20 -1.30 2,411 27,459 +1,075
Jul03 021205 162.80 163.00 161.30 162.60 -0.80 1,092 19,214 +90
Aug03 021205 160.50 160.50 158.50 159.90 -0.80 467 5,369 +235
Sep03 021205 156.50 157.00 156.00 156.10 -1.20 149 3,991 +45
Oct03 021205 153.00 153.50 152.50 152.70 -0.80 116 3,215 +93
Total Volume and Open Interest 28,708 139,854 +893
Soybean Oil(CBOT)
Dec02 021205 21.80 22.10 21.40 22.03 +0.13 3,479 4,626 -485
Jan03 021205 21.93 22.20 21.41 22.01 +0.04 15,923 61,242 -1,024
Mar03 021205 21.88 22.14 21.35 21.99 +0.07 7,599 46,152 -686
May03 021205 21.55 21.77 21.05 21.61 +0.04 2,398 25,228 +328
Jul03 021205 21.35 21.57 20.90 21.40 unch 1,985 14,526 -35
Aug03 021205 21.13 21.30 20.85 21.10 unch 78 3,330 -3
Sep03 021205 20.95 20.95 20.52 20.80 -0.05 9 1,676 -3
Oct03 021205 20.50 20.50 20.20 20.38 -0.02 8 1,035 +4
Total Volume and Open Interest 32,339 166,766 -1,810
Canola(WCE)
Jan03 021205 442.1 442.1 430.0 433.5 -10.5 3,135 24,234 -911
Mar03 021205 446.9 446.9 435.0 438.2 -10.6 3,369 17,687 -754
May03 021205 449.0 450.0 440.0 441.0 -12.0 1,986 8,399 +970
Jul03 021205 448.0 448.0 438.7 439.3 -9.9 683 2,702 +79
Sep03 021205 388.5 388.5 388.5 388.5 +0.5 0 200 +0
Total Volume and Open Interest 10,147 62,667 -90
Corn(CBOT)
Dec02 021205 237.00 237.50 233.25 234.00 -3.75 10,017 19,723 -4,443
Mar03 021205 239.00 239.25 235.00 236.00 -3.25 48,218 249,131 -2,729
May03 021205 240.75 241.00 237.25 238.25 -2.75 4,491 65,584 +550
Jul03 021205 243.00 243.25 240.00 240.75 -2.75 5,959 64,224 +533
Sep03 021205 241.25 242.00 239.25 240.00 -2.50 929 14,574 +150
Dec03 021205 241.00 241.25 238.75 239.00 -3.25 3,957 42,476 +1,588
Total Volume and Open Interest 73,650 461,125 -4,299
Wheat(CBOT)
Dec02 021205 354.50 355.00 343.00 347.00 -9.75 1,367 1,761 -635
Mar03 021205 359.00 360.00 351.50 353.00 -8.75 15,969 58,838 +407
May03 021205 344.50 346.50 339.00 339.50 -7.50 721 4,338 +32
Jul03 021205 311.00 315.00 305.50 306.50 -6.25 2,139 12,946 -271
Sep03 021205 314.00 314.00 310.50 310.50 -6.00 134 2,148 +22
Total Volume and Open Interest 20,637 83,723 -479
Wheat(KCBT)
Dec02 021205 410.00 410.50 396.00 400.25 -13.25 577 884 -477
Mar03 021205 393.00 394.00 383.50 387.75 -9.00 5,364 34,965 +691
May03 021205 371.50 375.00 366.50 367.75 -7.75 1,177 5,642 -109
Jul03 021205 347.00 349.50 343.00 343.75 -6.25 1,211 8,967 -12
Sep03 021205 341.00 342.00 341.00 342.00 -6.00 21 2,119 +9
Total Volume and Open Interest 8,365 53,729 +111
Wheat(MGE)
Dec02 021205 391.00 391.00 390.00 390.00 -13.00 15 33 -31
Mar03 021205 412.00 412.00 400.00 400.75 -13.50 2,324 15,442 -86
May03 021205 407.50 407.50 394.50 394.75 -14.25 732 4,142 +144
Jul03 021205 395.00 395.00 384.50 384.50 -13.50 316 1,986 -30
Sep03 021205 370.00 370.00 359.00 359.00 -12.50 285 1,375 +10
Total Volume and Open Interest 3,673 23,984 +7
Oats(CBOT)
Dec02 021205 204.00 204.00 198.50 199.00 -3.75 196 383 -6
Mar03 021205 205.00 205.00 201.25 203.25 -1.50 789 4,893 +57
May03 021205 198.00 198.00 194.50 195.00 -2.50 72 891 +5
Jul03 021205 180.00 180.00 179.25 179.25 -0.75 3 135 +2
Total Volume and Open Interest 1,060 6,367 +58
Rough Rice(CBOT)
Jan03 021205 4.05 4.07 4.01 4.03 -0.03 208 4,740 -157
Mar03 021205 4.29 4.30 4.24 4.28 0.00 168 2,183 +71
May03 021205 4.48 4.50 4.48 4.50 -0.01 14 1,107 +10
Jul03 021205 4.65 4.65 4.61 4.63 +0.01 97 801 -83
Total Volume and Open Interest 487 8,840 -159
Live Cattle(CME)
Dec02 021205 75.450 75.750 75.375 75.625 unch 5,539 19,588 -1,734
Feb03 021205 79.225 79.650 79.075 79.525 +0.200 6,935 55,409 +1,545
Apr03 021205 78.300 78.650 78.200 78.625 +0.025 2,543 29,442 +926
Jun03 021205 72.500 72.850 72.350 72.825 +0.075 1,212 17,710 +386
Aug03 021205 71.300 71.400 71.000 71.300 unch 476 5,257 +235
Oct03 021205 72.300 72.700 72.300 72.500 +0.200 11 687 -2
Total Volume and Open Interest 16,716 128,093 +1,356
Feeder Cattle(CME)
Jan03 021205 85.350 85.600 85.150 85.350 -0.100 935 7,158 -42
Mar03 021205 83.800 83.950 83.500 83.900 +0.025 474 3,734 +136
Apr03 021205 83.450 83.500 83.175 83.350 -0.050 112 1,472 +12
May03 021205 83.600 83.750 83.500 83.550 -0.100 75 770 +8
Aug03 021205 85.550 85.700 85.500 85.650 unch 44 690 +22
Sep03 021205 85.250 85.300 85.100 85.300 -0.050 4 77 +2
Oct03 021205 85.200 85.300 85.200 85.250 -0.050 3 15 +2
Total Volume and Open Interest 1,647 13,916 +140
Lean Hogs(CME)
Dec02 021205 46.400 46.600 45.950 46.425 +0.050 5,069 13,573 -356
Feb03 021205 54.600 54.950 54.025 54.800 +0.275 5,854 24,009 +1,709
Apr03 021205 59.500 60.125 59.000 59.875 +0.625 1,030 7,021 +125
May03 021205 62.500 63.000 62.450 62.875 +0.400 66 1,744 +10
Jun03 021205 66.225 66.750 66.150 66.750 +0.475 146 3,846 +31
Jul03 021205 63.550 63.800 63.350 63.800 +0.475 43 1,178 +10
Aug03 021205 60.550 61.200 60.300 61.075 +0.650 14 762 +4
Oct03 021205 52.500 52.725 52.450 52.725 +0.175 2 127 +2
Total Volume and Open Interest 12,224 52,285 +1,535
Pork Bellies(CME)
Feb03 021205 85.200 85.875 84.650 85.800 +1.000 416 1,980 -32
Mar03 021205 84.250 84.750 84.150 84.750 +1.250 26 205 +3
May03 021205 85.000 85.400 85.000 85.300 +0.800 2 68 +0
Jul03 021205 86.800 87.050 86.050 86.650 +0.100 7 99 +0
Aug03 021205 85.300 85.300 85.300 85.300 +0.300 0 13 +0
Total Volume and Open Interest 451 2,365 -29
Cocoa(NYBOT)
Dec02 021205 1928 1955 1927 1955 +55 36 778 -48
Mar03 021205 1838 1908 1838 1895 +47 4,516 33,116 +316
May03 021205 1825 1886 1825 1878 +44 622 11,030 +93
Jul03 021205 1809 1863 1809 1859 +41 474 7,870 -10
Sep03 021205 1830 1851 1830 1851 +36 103 7,488 -16
Dec03 021205 1805 1852 1805 1845 +32 199 9,253 +159
Mar04 021205 1805 1845 1805 1845 +32 190 3,361 +117
Total Volume and Open Interest 6,241 81,576 +611
Coffee "C"(NYBOT)
Dec02 021205 66.60 67.20 66.50 66.90 +1.10 112 459 -22
Mar03 021205 70.80 72.00 70.40 71.10 +1.00 6,938 48,552 -461
May03 021205 73.20 74.00 72.75 73.35 +1.00 873 9,476 +227
Jul03 021205 75.25 76.20 75.10 75.55 +1.00 248 7,340 +3
Sep03 021205 77.00 77.50 77.00 77.25 +1.00 23 4,204 +7
Dec03 021205 79.00 79.50 79.00 79.00 +0.95 18 990 -4
Total Volume and Open Interest 8,230 72,447 -240
Orange Juice(NYBOT)
Jan03 021205 98.55 98.80 97.25 97.30 -1.35 791 11,457 -264
Mar03 021205 101.40 101.50 99.90 100.00 -1.60 513 6,814 +276
May03 021205 103.25 103.25 102.05 102.05 -1.50 63 4,205 -2
Jul03 021205 104.00 104.00 103.25 103.30 -1.25 11 904 +0
Sep03 021205 104.30 104.30 104.30 104.30 -1.25 0 256 +0
Total Volume and Open Interest 1,378 23,976 +10
Sugar #11(NYBOT)
Mar03 021205 7.55 7.57 7.44 7.54 -0.08 12,540 124,670 -1,294
May03 021205 6.80 6.85 6.76 6.85 -0.05 1,890 28,280 -1,086
Jul03 021205 6.19 6.23 6.15 6.22 -0.05 2,459 24,332 -123
Oct03 021205 6.07 6.16 6.07 6.13 -0.03 1,450 21,417 +173
Mar04 021205 6.10 6.13 6.07 6.12 -0.02 959 9,074 +64
Total Volume and Open Interest 19,763 215,816 -2,129
London Cocoa(LCE)
Dec02 021205 1191 1223 1185 1214 +21 1,492 20,959 -1,114
Mar03 021205 1220 1255 1213 1246 +23 2,927 71,070 +527
May03 021205 1237 1267 1227 1260 +23 687 29,601 -56
Jul03 021205 1245 1274 1245 1270 +23 256 15,274 -76
Sep03 021205 1270 1286 1269 1282 +24 259 11,245 +41
Dec03 021205 1259 1297 1259 1291 +24 164 13,327 -2
Mar04 021205 1281 1306 1281 1300 +22 200 4,920 +200
Total Volume and Open Interest 5,985 167,022 -480
London Coffee(LCE)
Jan03 021205 795.00 813.00 795.00 806.00 +11.00 3,180 44,235 -2,173
Mar03 021205 815.00 832.00 812.00 825.00 +12.00 1,911 39,157 +937
May03 021205 830.00 842.00 827.00 838.00 +11.00 290 19,736 +110
Jul03 021205 854.00 855.00 852.00 852.00 +11.00 122 15,447 +45
Sep03 021205 855.00 870.00 855.00 866.00 +11.00 0 8,272 +0
Nov03 021205 881.00 881.00 879.00 879.00 +11.00 51 4,369 +26
Total Volume and Open Interest 5,554 132,396 -1,055
London Sugar(LCE)
Dec02 021115 209.50 217.90 209.00 214.00 +4.50 2,590 2,552 -2,069
Mar03 021205 215.00 215.00 211.50 212.60 -1.30 3,431 34,853 -39
May03 021205 202.50 202.60 201.00 201.30 -0.20 1,501 10,381 +227
Aug03 021205 187.90 188.50 187.60 188.10 -0.40 1,235 9,000 +827
Oct03 021205 174.10 174.50 174.00 174.50 +0.40 240 5,028 +83
Total Volume and Open Interest 6,497 63,301 +1,130
Cotton(NYBOT)
Dec02 021205 46.10 46.30 45.75 46.15 +0.50 44 47 -41
Mar03 021205 48.70 48.85 48.20 48.80 +0.60 7,477 45,434 -2,503
May03 021205 52.60 52.70 52.20 52.70 +0.57 1,304 16,455 -168
Jul03 021205 53.60 53.80 53.40 53.80 +0.45 399 6,089 -98
Oct03 021205 54.10 54.25 54.10 54.25 +0.30 105 607 +105
Dec03 021205 54.60 54.85 54.35 54.85 +0.35 316 3,851 +55
Total Volume and Open Interest 9,645 73,117 -2,650
Lumber(CME)
Jan03 021205 233.5 238.4 233.2 236.3 -1.6 566 2,068 -82
Mar03 021205 248.0 250.1 246.6 248.0 -1.2 133 585 -2
May03 021205 255.9 257.0 254.7 255.2 -1.6 38 236 +6
Jul03 021205 264.0 264.0 261.2 261.2 -0.9 4 49 +1
Total Volume and Open Interest 744 2,942 -76
Crude Oil(NYM)
Jan03 021205 27.01 27.45 26.88 27.29 +0.58 113,979 133,435 -1,868
Feb03 021205 26.95 27.32 26.82 27.17 +0.58 53,565 61,354 +3,964
Mar03 021205 26.65 26.95 26.53 26.80 +0.52 10,727 36,871 -192
Apr03 021205 26.33 26.55 26.25 26.47 +0.52 4,587 31,487 -718
May03 021205 25.90 26.20 25.90 26.14 +0.51 2,610 21,175 +1,043
Jun03 021205 25.55 25.84 25.55 25.81 +0.50 11,519 29,089 -1,054
Jul03 021205 25.35 25.48 25.30 25.48 +0.48 3,298 18,481 +1,072
Aug03 021205 25.00 25.18 25.00 25.18 +0.46 476 10,863 -122
Sep03 021205 24.68 24.92 24.68 24.92 +0.44 804 16,779 +116
Oct03 021205 24.68 24.68 24.68 24.68 +0.43 533 8,590 +334
Total Volume and Open Interest 208,735 483,356 +4,059
Heating Oil(NYM)
Jan03 021205 75.70 76.40 74.65 75.62 +1.08 38,583 52,356 -3,216
Feb03 021205 75.00 75.90 74.30 75.19 +1.22 15,969 27,859 +850
Mar03 021205 72.60 73.40 72.07 72.84 +1.22 5,359 16,278 +930
Apr03 021205 69.75 71.20 69.75 70.59 +1.32 1,828 14,244 -206
May03 021205 68.20 69.10 68.20 68.54 +1.32 1,386 7,883 +840
Jun03 021205 67.70 67.90 67.54 67.64 +1.32 810 6,268 +42
Jul03 021205 67.39 67.39 67.39 67.39 +1.32 674 4,380 +164
Aug03 021205 67.15 67.50 67.15 67.39 +1.32 109 3,165 +55
Sep03 021205 67.37 67.79 67.37 67.79 +1.32 252 2,615 +105
Oct03 021205 68.25 68.25 68.24 68.24 +1.32 104 1,322 +1
Total Volume and Open Interest 65,697 144,969 -481
Unleaded Gas(NYM)
Jan03 021205 73.80 75.70 73.65 75.27 +2.34 25,556 42,615 -767
Feb03 021205 74.30 75.65 73.90 75.04 +1.96 8,426 15,240 +1,081
Mar03 021205 74.40 75.75 74.40 75.29 +1.81 3,210 10,746 -99
Apr03 021205 81.50 81.69 81.50 81.69 +1.68 1,637 10,392 +73
May03 021205 81.50 81.50 81.39 81.39 +1.63 538 5,019 +124
Jun03 021205 80.80 80.80 80.37 80.37 +1.58 123 4,312 -42
Jul03 021205 78.77 78.77 78.77 78.77 +1.53 200 2,004 +85
Aug03 021205 76.67 76.67 76.67 76.67 +1.48 100 2,511 +0
Total Volume and Open Interest 39,960 97,021 +478
Natural Gas(NYM)
Jan03 021205 4.320 4.410 4.240 4.406 +0.108 53,705 55,516 +2,891
Feb03 021205 4.260 4.365 4.200 4.359 +0.116 10,752 34,073 +920
Mar03 021205 4.160 4.280 4.120 4.263 +0.119 6,158 35,873 +601
Apr03 021205 4.020 4.130 3.960 4.115 +0.116 2,780 17,948 +129
May03 021205 3.980 4.075 3.965 4.055 +0.106 1,305 15,090 +16
Jun03 021205 3.975 4.060 3.970 4.060 +0.106 1,556 21,601 -460
Jul03 021205 3.990 4.080 3.990 4.080 +0.103 2,229 16,204 +849
Aug03 021205 4.010 4.095 3.990 4.095 +0.101 608 11,841 -162
Total Volume and Open Interest 92,164 377,377 +6,780
Brent Crude Oil(IPE)
Jan03 021205 25.32 25.90 25.20 25.80 +0.62 38,644 55,474 -2,468
Feb03 021205 25.10 25.60 24.97 25.51 +0.54 24,937 69,395 +2,091
Mar03 021205 24.99 25.40 24.83 25.32 +0.51 6,187 29,684 -489
Apr03 021205 24.70 25.09 24.60 25.06 +0.49 3,529 18,282 -503
May03 021205 24.47 24.81 24.40 24.80 +0.48 1,221 13,230 -118
Jun03 021205 24.25 24.60 24.20 24.54 +0.47 5,491 23,413 -190
Jul03 021205 23.95 24.30 23.95 24.30 +0.48 1,291 9,544 +155
Aug03 021205 23.80 24.07 23.80 24.07 +0.45 250 6,257 -100
Total Volume and Open Interest 84,700 274,356 -1,369
Gas Oil(IPE)
Dec02 021205 220.00 226.00 219.50 224.50 +2.00 19,876 43,033 +702
Jan03 021205 219.50 225.00 219.25 224.00 +1.50 21,498 64,273 +1,818
Feb03 021205 219.00 222.75 217.75 222.00 +1.25 2,785 23,260 +1,551
Mar03 021205 215.75 218.25 215.75 218.25 +1.25 517 11,469 +176
Apr03 021205 213.25 214.00 213.25 214.00 +1.25 800 8,270 +150
May03 021205 209.25 210.00 209.25 210.00 +1.50 505 6,103 +305
Jun03 021205 204.75 208.00 204.75 208.00 +1.75 3,175 17,149 +770
Jul03 021205 207.50 207.50 207.50 207.50 +1.75 500 3,002 +86
Total Volume and Open Interest 49,806 204,115 +5,708
US Dollar Index(NYBOT)
Dec02 021205 106.18 106.45 106.00 106.19 -0.05 1,171 11,743 -399
Mar03 021205 106.62 106.96 106.58 106.66 -0.07 342 2,853 +255
Jun03 021205 107.13 107.13 107.13 107.13 -0.09 0 8 +0
Total Volume and Open Interest 1,513 14,605 -144
Australian Dollar(CME)
Dec02 021205 56.08 56.19 56.01 56.07 +0.13 4,137 31,105 -3,357
Mar03 021205 55.66 55.72 55.60 55.61 +0.13 3,035 4,791 +2,835
Jun03 021205 55.15 55.15 55.15 55.15 +0.13 0 682 +0
Total Volume and Open Interest 7,173 36,839 -521
British Pound(CME)
Dec02 021205 156.94 157.20 156.72 157.00 +0.30 4,492 30,000 -1,686
Mar03 021205 155.96 156.24 155.72 156.00 +0.30 2,101 3,779 +1,803
Jun03 021205 155.02 155.02 155.02 155.02 +0.30 0 18 +0
Total Volume and Open Interest 6,593 33,798 +117
Canadian Dollar(CME)
Dec02 021205 64.14 64.20 63.96 64.06 -0.01 4,885 46,908 -358
Mar03 021205 63.93 63.96 63.72 63.84 -0.01 1,966 12,993 +932
Jun03 021205 63.70 63.73 63.52 63.64 -0.01 147 3,763 -27
Sep03 021205 63.41 63.45 63.41 63.45 -0.01 23 944 +8
Total Volume and Open Interest 7,040 65,285 +563
Japanese Yen(CME)
Dec02 021205 79.84 80.18 79.63 80.03 -0.19 8,514 73,873 +1,335
Mar03 021205 80.12 80.48 79.93 80.32 -0.19 1,285 7,615 +1,992
Jun03 021205 80.25 80.61 80.25 80.61 -0.19 2 55 +1
Total Volume and Open Interest 9,801 81,761 +3,328
Swiss Franc(CME)
Dec02 021205 67.88 68.03 67.73 67.99 +0.08 3,981 38,349 -1,188
Mar03 021205 68.03 68.15 67.89 68.12 +0.09 456 1,904 +209
Jun03 021205 68.26 68.26 68.26 68.26 +0.09 0 8 +0
Total Volume and Open Interest 4,437 40,318 -979
EuroFX(CME)
Dec02 021205 99.90 100.09 99.67 100.00 +0.08 8,671 93,764 +1,170
Mar03 021205 99.55 99.72 99.30 99.63 +0.09 1,763 6,600 +1,294
Jun03 021205 99.18 99.29 99.18 99.29 +0.09 80 416 -21
Total Volume and Open Interest 10,517 100,829 +2,444
Mexican Peso(CME)
Dec02 021205 9712.0 9770.0 9682.0 9705.0 +5.0 7,961 17,160 +55
Mar03 021205 9525.0 9590.0 9490.0 9525.0 +10.0 1,120 4,070 +627
Total Volume and Open Interest 9,081 21,963 +682
30-Year T-Bonds(CBOT)
Dec02 021205 110~03 110~22 109~03 110~15 +0~22 73,368 102,456 -11,865
Mar03 021205 108~24 109~13 107~24 109~06 +0~21 259,610 328,818 +42,106
Jun03 021205 107~17 108~01 106~18 107~30 +0~21 166 13,767 -3
Total Volume and Open Interest 333,145 445,129 +30,238
Municipal Bonds(CBOT)
Dec02 021205 107~14 108~02 107~03 107~31 +0~14 505 2,882 -93
Mar03 021205 101~08 101~22 100~29 101~18 +0~06 508 980 +164
Total Volume and Open Interest 1,013 3,862 +71
10-Year T-Notes(CBOT)
Dec02 021205 112~315 113~085 112~080 113~065 +0~140 96,653 173,234 -48,662
Mar03 021205 111~170 111~300 110~265 111~265 +0~140 475,078 657,457 +51,847
Total Volume and Open Interest 572,561 833,903 +3,980
5-Year T-Notes(CBOT)
Dec02 021205 111~260 112~080 111~245 112~080 +0~085 15,727 0 -222,834
Mar03 021205 110~155 110~315 110~080 110~290 +0~085 126,866 0 -490,823
Total Volume and Open Interest 142,593    
2 Year T-Notes(CBOT)
Dec02 021205 107~000 107~021 106~120 107~017 +0~008 15,679 30,091 -9,062
Mar03 021205 106~053 106~076 106~044 106~072 +0~010 14,208 89,337 +7,323
Total Volume and Open Interest 29,887 119,428 -1,739
3-Mth T-Bills(IMM)
Mar03 021205 98.79 98.79 98.79 98.79 unch 16 31 +8
Total Volume and Open Interest 37 586 -4
Eurodollars(CME)
Dec02 021205 98.588 98.595 98.580 98.592 +0.007 58,988 831,444 -2,179
Mar03 021205 98.520 98.545 98.490 98.535 +0.010 100,729 720,586 -2,982
Jun03 021205 98.270 98.325 98.210 98.315 +0.025 141,018 552,835 +4,670
Sep03 021205 97.915 98.005 97.855 97.985 +0.040 136,150 422,186 +2,879
Dec03 021205 97.490 97.605 97.430 97.585 +0.060 75,712 371,354 -184
Mar04 021205 97.065 97.190 97.000 97.180 +0.095 32,786 249,928 -2,568
Jun04 021205 96.645 96.805 96.590 96.785 +0.100 19,529 196,906 +758
Sep04 021205 96.285 96.445 96.265 96.445 +0.100 20,758 170,826 -1,015
Dec04 021205 96.030 96.180 96.005 96.175 +0.085 8,945 123,172 +4,289
Mar05 021205 95.860 95.995 95.860 95.990 +0.080 10,630 113,682 +3,563
Jun05 021205 95.660 95.825 95.660 95.820 +0.080 10,484 94,077 +3,931
Sep05 021205 95.535 95.680 95.530 95.670 +0.075 9,126 96,056 +2,357
Total Volume and Open Interest 656,140 4,394,174 +10,147
3-Mth Euro-Yen(CME)
Dec02 021205 99.92 99.92 99.92 99.92 unch 10 8,889 -6
Mar03 021205 99.87 99.87 99.87 99.87 unch 0 12,477 -111
Jun03 021205 99.89 99.89 99.89 99.89 unch 1 5,606 -84
Sep03 021205 99.87 99.87 99.87 99.87 unch 36 5,901 -2
Dec03 021205 99.84 99.84 99.84 99.84 -0.01 0 1,551 +0
Mar04 021205 99.78 99.78 99.78 99.78 -0.02 0 2,382 -2
Jun04 021205 99.79 99.79 99.79 99.79 -0.01 0 690 +0
Sep04 021205 99.74 99.74 99.74 99.74 -0.01 0 1,431 -20
Dec04 021205 99.71 99.71 99.71 99.71 unch 0 262 +0
Mar05 021205 99.65 99.65 99.65 99.65 unch 0 760 +0
Total Volume and Open Interest 47 43,149 -225
3-Mth Euro-Yen(SIMEX)
Dec02 021205 99.92 99.92 99.92 99.92 unch 1,419 60,583 +593
Mar03 021205 99.87 99.87 99.86 99.86 -0.01 1,910 45,787 -6,747
Jun03 021205 99.89 99.89 99.88 99.89 unch 3,876 55,491 -1,608
Sep03 021205 99.87 99.87 99.87 99.87 unch 1,966 30,572 +1,290
Dec03 021205 99.84 99.84 99.84 99.84 -0.01 38 27,018 -16
Mar04 021205 99.79 99.79 99.78 99.79 unch 41 23,943 +3
Jun04 021205 99.78 99.78 99.78 99.78 -0.01 0 12,754 +0
Sep04 021205 99.73 99.74 99.73 99.74 -0.01 0 2,979 -20
Total Volume and Open Interest 9,250 274,126 -6,505
German Euro-Bund(EUREX)
Dec02 021204 111.60 111.75 111.32 111.57 +0.03 965,239 360,800 -159,445
Mar03 021204 111.23 111.35 110.90 111.17 +0.02 312,477 329,369 +128,725
Jun03 021204 110.41 110.41 110.41 110.41 +0.03 3,683 2,696 +383
Total Volume and Open Interest 1,281,399 692,865 -30,337
German Euro-Bobl(EUREX)
Dec02 021204 109.32 109.43 109.08 109.21 -0.08 556,434 346,629 -94,562
Mar03 021204 109.27 109.35 109.04 109.18 -0.05 130,107 249,907 +68,043
Jun03 021204 108.29 108.29 108.29 108.29 -0.05 2,150 0 +0
Total Volume and Open Interest 688,691 596,536 -26,519
Long Gilt(LIFFE)
Dec02 021204 118~06 118~14 118~06 118~14 +0~06 7,754 22,633 -4,200
Mar03 021204 117~19 117~23 117~12 117~21 +0~06 47,386 68,038 +2,756
Total Volume and Open Interest 55,140 90,671 -1,444
3-Mth Short Sterling(LIFFE)
Dec02 021204 95.99 96.00 95.98 95.99 unch 15,976 0 +0
Mar03 021204 95.95 95.97 95.93 95.95 unch 25,085 0 +0
Jun03 021204 95.80 95.82 95.77 95.79 unch 47,954 0 +0
Total Volume and Open Interest 126,113    
3-Mth Euribor(LIFFE)
Dec02 021204 97.085 97.085 97.055 97.065 -0.015 130,450 598,444 -14,309
Mar03 021204 97.175 97.185 97.135 97.155 -0.015 109,247 530,071 +8,028
Jun03 021204 97.140 97.150 97.095 97.115 -0.015 88,719 373,219 +1,081
Total Volume and Open Interest 519,971 2,330,526 +22,343
3-Mth Aus T-Bills(SFE)
Dec02 021205 95.17 95.18 95.17 95.18 +0.01 14,902 190,024 -9,928
Mar03 021205 95.30 95.32 95.29 95.32 +0.04 14,974 129,169 -17,550
Jun03 021205 95.23 95.24 95.22 95.24 +0.04 2,162 48,929 -4,164
Sep03 021205 95.12 95.13 95.12 95.12 +0.04 698 25,181 -2,821
Dec03 021205 95.01 95.01 95.00 95.00 +0.04 532 16,386 -655
Mar04 021205 94.89 94.89 94.89 94.89 +0.05 390 12,233 -35
Jun04 021205 94.77 94.78 94.77 94.78 +0.05 445 7,047 -235
Sep04 021205 94.66 94.67 94.66 94.66 +0.05 110 5,354 -166
Dec04 021205 94.57 94.57 94.57 94.57 +0.06 4 1,928 -59
Mar05 021205 94.50 94.50 94.50 94.50 +0.06 1 624 -80
Total Volume and Open Interest 34,218 437,526 -35,697
10-Year Aus T-Bonds(SFE)
Dec02 021205 94.50 94.54 94.50 94.54 +0.06 20,711 187,083 +0
Mar03 021205 94.40 94.42 94.40 94.40 +0.06 1,503 5,031 +0
Total Volume and Open Interest 22,214 192,114 -40,000
3-Year Aus T-Bonds(SFE)
Dec02 021205 95.08 95.13 95.08 95.12 +0.06 40,637 452,143 -52,558
Mar03 021205 94.89 94.91 94.89 94.91 +0.07 413 1,455 +235
Total Volume and Open Interest 41,050 453,598 -52,323
Gold(CMX)
Dec02 021205 321.8 324.8 321.0 324.8 +2.6 628 1,767 -211
Feb03 021205 322.5 325.8 322.0 325.6 +2.5 34,662 100,439 +4,710
Apr03 021205 323.5 326.7 322.9 326.4 +2.5 504 11,493 -53
Jun03 021205 323.9 327.4 323.5 327.0 +2.5 2,619 13,152 +233
Aug03 021205 325.0 327.6 325.0 327.6 +2.5 2 8,369 +0
Oct03 021205 328.2 328.2 328.2 328.2 +2.5 10 1,327 +5
Total Volume and Open Interest 38,725 163,218 +4,785
Silver(CMX)
Dec02 021205 458.0 465.0 458.0 462.2 +6.3 95 1,501 -96
Mar03 021205 461.0 467.0 459.5 464.0 +6.3 10,766 55,037 -1,794
May03 021205 465.0 467.0 464.0 465.4 +6.3 39 3,551 +6
Jul03 021205 464.0 469.0 464.0 466.8 +6.3 93 7,441 -30
Sep03 021205 466.5 467.9 466.5 467.9 +6.3 0 875 +0
Total Volume and Open Interest 11,065 77,376 -1,807
Platinum(NYM)
Jan03 021205 595.5 595.5 590.2 594.7 +2.2 265 7,861 +23
Apr03 021205 588.5 588.5 588.2 588.2 +2.2 65 175 +61
Jul03 021205 585.0 585.0 584.7 584.7 +2.2 0 7 +0
Total Volume and Open Interest 330 8,043 +84
Palladium(NYME)
Dec02 021205 246.45 246.45 246.45 246.45 -6.55 4 163 -5
Mar03 021205 251.50 253.00 243.50 248.20 -6.80 83 1,914 -6
Total Volume and Open Interest 87 2,077 -11
Copper(CMX)
Dec02 021205 75.30 75.35 73.90 74.00 -1.30 379 3,853 -300
Mar03 021205 76.10 76.35 74.70 74.80 -1.35 3,657 50,933 +447
May03 021205 76.65 76.65 75.20 75.20 -1.35 26 4,313 +18
Jul03 021205 76.85 76.85 75.60 75.60 -1.30 20 3,928 +13
Sep03 021205 75.95 75.95 75.95 75.95 -1.25 7 4,089 +4
Total Volume and Open Interest 4,623 85,555 +185
DJIA Index(CBOT)
Dec02 021205 8785 8818 8605 8640 -103 28,595 32,349 +560
Mar03 021205 8765 8788 8595 8625 -103 253 1,269 +21
Jun03 021205 8611 8611 8611 8611 -103 1 4 +1
Total Volume and Open Interest 28,861 33,661 +594
S & P 500(CME)
Dec02 021205 922.00 922.00 905.30 908.50 -10.50 102,337 494,913 -18,472
Mar03 021205 921.00 921.00 905.20 907.70 -10.50 27,053 139,444 +17,337
Jun03 021205 907.50 907.50 907.50 907.50 -10.60 555 7,079 +272
Sep03 021205 907.50 907.50 907.50 907.50 -10.60 28 626 -24
Total Volume and Open Interest 129,976 642,082 -888
S & P 500 E-Mini(Globex)
Dec02 021205 919.25 926.25 905.25 908.50 -10.50 758,699 439,560 +6,773
Mar03 021205 917.50 925.50 905.00 907.75 -10.50 2,486 2,179 +1,341
Total Volume and Open Interest 761,185 441,739 +8,114
NASDAQ 100(CME)
Dec02 021205 1084.00 1086.00 1051.00 1056.00 -15.00 16,803 0 -71,135
Mar03 021205 1065.00 1065.00 1058.00 1059.00 -15.00 350 0 -4,172
Jun03 021205 1062.00 1062.00 1061.00 1062.00 -15.00      
Total Volume and Open Interest 17,153    
NASDAQ 100 E-Mini(GLOBEX)
Dec02 021204 1094.0 1094.5 1055.0 1071.0 -23.5 267,762 151,807 -11,290
Mar03 021204 1087.0 1087.0 1059.0 1074.0 -24.0 342 208 +144
Total Volume and Open Interest 268,104 152,015 -11,146
NYSE Composite(NYBOT)
Dec02 021205 485.75 485.75 482.00 483.25 -4.50 170 2,483 +0
Mar03 021205 483.75 483.75 482.75 482.75 -4.50 0 80 +0
Jun03 021205 482.25 482.25 482.25 482.25 -4.50      
Total Volume and Open Interest 170 2,563 +0
S & P Midcap 400(CME)
Dec02 021205 443.55 443.55 436.25 439.00 -2.00 1,125 15,360 -284
Mar03 021205 439.25 439.25 439.25 439.25 -1.95 256 466 +250
Jun03 021205 440.25 440.25 440.25 440.25 -1.95      
Total Volume and Open Interest 1,381 15,826 -34
Russell 2000(CME)
Dec02 021205 399.85 399.85 393.25 394.25 -4.00 3,330 26,251 -827
Mar03 021205 394.00 394.15 392.50 394.15 -4.00 1,084 1,243 +859
Jun03 021205 396.15 396.15 396.15 396.15 -4.00      
Total Volume and Open Interest 4,414 27,494 +32
Value Line(KCBT)
Dec02 021205 1061.50 1061.50 1053.75 1059.00 -11.00 58 310 -5
Total Volume and Open Interest 65 370 -1
Nikkei 225(CME)
Dec02 021204 8965 9060 8925 8995 -145 1,660 18,382 -414
Mar03 021204 8980 9020 8980 9000 -145 200 400 +144
Total Volume and Open Interest 1,860 18,789 -270
Nikkei 225(SIMEX)
Dec02 021205 8970 9030 8890 8895 -85 17,339 96,699 +21
Mar03 021205 8960 9010 8885 8885 -85 375 992 +215
Jun03 021205 8845 8845 8845 8845 -85      
Total Volume and Open Interest 17,714 97,733 +236
CAC 40(MATIF)
Dec02 021204 3195.0 3216.0 3195.0 3216.0 -18.5 70,987 513,431 +19,882
Jan03 021204 3221.5 3221.5 3221.5 3221.5 -18.5 16 2,446 +8
Total Volume and Open Interest 71,104 562,596 +19,905
DAX Index(EUREX)
Dec02 021205 3342.0 3394.5 3191.0 3230.0 -101.5 94,870 219,180 +2,382
Mar03 021205 3363.0 3416.0 3215.5 3253.0 -102.0 1,911 20,120 +1,397
Jun03 021205 3290.0 3429.0 3250.0 3276.0 -103.0 419 3,051 +315
Total Volume and Open Interest 97,200 242,351 +4,094
FT-SE 100(LIFFE)
Dec02 021205 4057.50 4118.50 4025.00 4039.50 -11.50 80,514 363,771 -12,746
Mar03 021205 4044.50 4102.00 4012.00 4026.00 -11.50 5,530 70,845 +4,320
Jun03 021205 4088.00 4100.00 4021.00 4034.00 -11.50 609 27,300 +243
Total Volume and Open Interest 86,745 468,315 -8,178
SPI 200(SFE)
Dec02 021204 3052.0 3060.0 3027.0 3037.0 -47.0 18,323 174,023 +9,648
Mar03 021204 3058.0 3062.0 3031.0 3040.0 -48.0 3,567 10,768 +4,076
Jun03 021204 3046.0 3046.0 3046.0 3046.0 -47.0 0 1,515 +0
Total Volume and Open Interest 21,890 188,855 +13,724
GSCI(CME)
Dec02 021205 218.35 219.40 218.25 219.00 +2.15 140 14,891 +69
Jan03 021205 218.00 218.00 218.00 218.00 +2.25 0 55 +0
Feb03 021205 216.50 216.50 216.50 216.50 +1.75      
Total Volume and Open Interest 140 14,946 +69
Bridge CRB Index(NYBOT)
Jan03 021205 232.00 232.20 231.75 232.00 +0.50 13 361 -1
Feb03 021205 231.00 231.00 230.75 230.75 +0.50 0 222 +0
Apr03 021205 228.25 229.00 228.00 229.00 +0.50 4 128 +0
Total Volume and Open Interest 17 713 -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

Will the stock market continue its tradition of rallying into the new year?  Will there be another "Santa Claus rally?"

After a frightening decline after Brexit and another overnight in an initial response to Donald Trump's election upset, several US stock indices returned toward their all-time highs --- although some international markets are lagging.  Does that provide incredible opportunity?  But which way and when?

MRCI's  Historical Indices Report, complete with seasonal patterns not only for US futures on S&P500, S&P MidCap 400, NASDAQ 100, Russe ll 2000, and DJIA but also for futures on several major international indices including the FT-SE 100, CAC 40, Nikkei 225, DAX, Euro STOXX 50, Swiss Market Index, SPI 200, and Hang Seng Index.