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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 December 20, 2002
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan03 021220 566.50 573.00 566.00 572.00 +8.25 20,780 45,114 -6,685
Mar03 021220 561.50 568.00 560.75 567.00 +7.75 28,033 69,811 +4,006
May03 021220 555.00 557.50 553.25 557.00 +4.75 4,144 45,704 +78
Jul03 021220 552.00 554.50 550.00 554.00 +4.75 4,836 29,944 +687
Aug03 021220 543.00 545.00 541.50 544.50 +3.25 68 3,250 +31
Sep03 021220 526.00 526.00 526.00 526.00 +1.00 4 596 +2
Nov03 021220 511.50 512.00 507.00 511.25 +1.25 3,561 21,420 +981
Total Volume and Open Interest 61,428 216,095 -898
Soybean Meal(CBOT)
Jan03 021220 164.70 165.80 164.20 165.70 +1.70 8,750 22,801 -3,044
Mar03 021220 164.10 165.00 163.50 164.90 +1.40 7,875 36,407 +1,807
May03 021220 163.50 164.00 162.60 163.80 +0.80 2,677 29,909 -301
Jul03 021220 162.80 163.50 162.40 163.30 +0.70 2,513 23,647 +332
Aug03 021220 161.00 161.00 160.00 160.90 +0.60 973 8,329 +465
Sep03 021220 158.50 158.50 157.50 157.50 -0.50 494 4,984 +153
Oct03 021220 154.50 154.50 153.60 153.60 unch 221 3,814 -35
Dec03 021220 153.80 153.80 152.80 153.50 +0.10 1,523 11,812 +353
Total Volume and Open Interest 25,267 143,095 -204
Soybean Oil(CBOT)
Jan03 021220 21.55 21.90 21.55 21.89 +0.34 10,143 31,363 -5,409
Mar03 021220 21.67 21.94 21.65 21.92 +0.28 12,561 59,337 +4,853
May03 021220 21.50 21.70 21.50 21.64 +0.19 2,685 27,180 +475
Jul03 021220 21.28 21.47 21.28 21.37 +0.09 2,185 17,072 +579
Aug03 021220 21.08 21.20 21.08 21.10 +0.05 198 3,892 +27
Sep03 021220 20.89 20.90 20.87 20.87 +0.09 17 1,632 -5
Oct03 021220 20.40 20.40 20.40 20.40 -0.08 20 1,139 +16
Dec03 021220 20.30 20.35 20.10 20.17 -0.03 716 8,026 -198
Total Volume and Open Interest 28,700 150,226 +421
Canola(WCE)
Jan03 021220 423.0 428.3 423.0 427.9 +7.5 3,986 11,114 -1,178
Mar03 021220 427.0 433.0 427.0 432.7 +6.5 5,988 24,252 +2,168
May03 021220 433.0 437.0 433.0 436.3 +6.2 956 9,715 -48
Jul03 021220 434.0 434.0 434.0 434.0 +6.6 483 3,337 +256
Sep03 021220 380.0 380.0 380.0 380.0 unch 0 200 +0
Total Volume and Open Interest 11,689 59,838 +1,348
Corn(CBOT)
Mar03 021220 239.50 240.00 238.50 239.25 -0.50 24,012 246,529 -1,145
May03 021220 242.50 243.00 241.25 242.00 -0.50 4,223 66,358 +127
Jul03 021220 244.50 245.50 244.00 244.75 -0.25 2,778 67,542 +406
Sep03 021220 243.00 243.50 242.00 242.00 -0.25 324 16,197 +215
Dec03 021220 240.75 242.00 240.50 240.75 -0.50 1,466 43,562 +400
Mar04 021220 247.25 247.75 246.00 246.25 -0.50 82 3,443 +9
Total Volume and Open Interest 32,911 445,947 +29
Wheat(CBOT)
Mar03 021220 348.00 349.50 340.50 342.75 -7.50 9,662 56,389 -889
May03 021220 338.50 339.00 333.00 333.00 -6.50 745 5,316 +52
Jul03 021220 308.50 309.00 304.00 304.50 -5.25 1,329 13,960 +200
Sep03 021220 312.50 312.50 308.00 308.00 -5.00 6 2,219 +4
Dec03 021220 322.50 322.50 318.00 318.00 -5.00 127 3,516 +75
Total Volume and Open Interest 11,869 81,587 -558
Wheat(KCBT)
Dec02 021219 396.50 396.50 396.50 396.50 -2.50 42 40 +18
Mar03 021220 385.00 387.00 372.00 377.25 -11.75 4,308 35,659 -196
May03 021220 366.00 366.50 352.00 355.00 -12.00 1,325 8,278 +610
Jul03 021220 332.50 333.50 325.00 325.00 -9.00 898 8,834 -223
Sep03 021220 331.50 331.50 325.00 327.50 -5.50 44 2,508 -41
Total Volume and Open Interest 6,581 56,496 +115
Wheat(MGE)
Dec02 021219 394.00 394.00 394.00 394.00 unch 4 4 -4
Mar03 021220 401.00 402.50 393.00 397.00 -7.25 1,823 17,094 +241
May03 021220 397.00 397.00 389.00 392.75 -5.25 355 5,277 +208
Jul03 021220 379.00 379.00 373.50 374.00 -6.00 91 2,110 +77
Sep03 021220 355.25 355.25 350.00 351.25 -5.25 36 1,716 +7
Total Volume and Open Interest 2,347 27,277 +548
Oats(CBOT)
Mar03 021220 206.75 209.00 204.75 205.00 -2.75 1,002 4,711 +144
May03 021220 196.50 197.50 196.00 196.00 -2.00 222 1,021 +28
Jul03 021220 179.00 179.00 177.25 177.25 -1.00 56 177 +25
Sep03 021220 155.00 155.00 155.00 155.00 +1.00 0 7 +0
Total Volume and Open Interest 1,284 5,985 +199
Rough Rice(CBOT)
Jan03 021220 3.87 3.99 3.85 3.98 +0.12 384 3,843 -138
Mar03 021220 4.11 4.20 4.10 4.19 +0.10 388 3,627 +88
May03 021220 4.32 4.42 4.32 4.42 +0.10 48 1,133 -11
Jul03 021220 4.52 4.55 4.52 4.55 +0.04 75 839 +32
Total Volume and Open Interest 971 9,685 +47
Live Cattle(CME)
Dec02 021220 74.150 75.200 74.150 75.100 +1.000 1,702 4,993 -705
Feb03 021220 78.700 79.525 78.700 78.975 +0.400 5,217 51,558 -124
Apr03 021220 77.850 78.500 77.800 78.350 +0.650 2,045 29,790 +423
Jun03 021220 71.850 72.200 71.800 72.100 +0.300 2,108 18,159 +427
Aug03 021220 70.025 70.325 70.025 70.150 +0.175 265 5,459 +108
Oct03 021220 71.200 71.800 71.200 71.400 +0.375 22 1,055 +2
Total Volume and Open Interest 11,359 111,014 +131
Feeder Cattle(CME)
Jan03 021220 83.350 83.900 83.350 83.525 +0.225 1,060 4,823 -255
Mar03 021220 81.850 82.550 81.850 82.125 +0.350 968 4,392 +244
Apr03 021220 81.750 82.225 81.750 81.950 +0.400 155 1,717 -58
May03 021220 82.200 82.700 82.200 82.550 +0.450 50 1,055 -4
Aug03 021220 84.000 84.650 84.000 84.475 +0.425 22 911 +11
Sep03 021220 84.200 84.500 84.200 84.400 +0.100 6 85 +1
Oct03 021220 84.400 84.400 84.350 84.350 +0.500 5 35 +2
Total Volume and Open Interest 2,269 13,022 -56
Lean Hogs(CME)
Feb03 021220 51.600 52.450 51.550 51.800 -0.100 2,565 20,561 +369
Apr03 021220 56.900 57.850 56.900 57.800 +0.725 950 7,493 -39
May03 021220 61.250 62.200 61.250 62.200 +0.600 93 1,994 +2
Jun03 021220 64.100 64.850 64.100 64.800 +0.450 193 4,610 -6
Jul03 021220 61.400 61.875 61.400 61.875 +0.550 27 1,442 +4
Aug03 021220 59.000 59.350 59.000 59.300 +0.300 71 1,014 +46
Oct03 021220 52.425 52.500 52.425 52.500 +0.200 1 240 +1
Dec03 021220 51.075 51.075 51.075 51.075 +0.050 0 68 +0
Total Volume and Open Interest 3,900 37,422 +377
Pork Bellies(CME)
Feb03 021220 85.900 86.550 85.100 85.625 -0.125 618 2,140 +85
Mar03 021220 84.500 84.900 83.800 84.250 +0.200 48 253 +10
May03 021220 85.950 86.000 85.250 85.500 -0.050 16 113 +6
Jul03 021220 86.100 86.100 85.750 86.000 -0.100 31 129 +20
Aug03 021220 84.950 84.950 84.950 84.950 -0.050 0 13 +0
Total Volume and Open Interest 713 2,648 +121
Cocoa(NYBOT)
Mar03 021220 2070 2079 2061 2070 -4 2,960 32,790 -516
May03 021220 2048 2062 2048 2057 -1 350 12,212 +99
Jul03 021220 2032 2042 2025 2036 -4 505 8,911 +259
Sep03 021220 2024 2030 2020 2025 -5 300 7,697 +290
Dec03 021220 2019 2019 2019 2019 -4 18 9,494 -22
Mar04 021220 2018 2018 2018 2018 -4 0 3,918 +0
May04 021220 2018 2018 2018 2018 -4 0 1,412 +0
Total Volume and Open Interest 4,143 83,684 +110
Coffee "C"(NYBOT)
Dec02 021217 59.25 59.70 58.90 58.90 +0.90 6 84 -17
Mar03 021220 61.60 62.50 61.05 62.20 +0.65 4,791 39,391 -20
May03 021220 63.60 64.80 63.50 64.50 +0.55 538 10,537 -22
Jul03 021220 66.00 67.60 65.70 66.80 +0.50 247 7,889 -12
Sep03 021220 68.00 69.10 68.00 68.80 +0.50 542 5,258 -186
Dec03 021220 71.25 71.25 71.10 71.10 +0.30 191 2,188 -3
Total Volume and Open Interest 6,844 67,447 -25
Orange Juice(NYBOT)
Jan03 021220 99.10 99.50 99.00 99.00 unch 962 7,006 -473
Mar03 021220 101.75 102.00 101.40 101.50 -0.10 1,316 10,187 +359
May03 021220 103.75 103.75 103.70 103.70 -0.05 10 4,305 +0
Jul03 021220 104.50 104.70 104.50 104.70 -0.05 6 993 +0
Sep03 021220 105.00 105.70 105.00 105.70 -0.05 0 256 +0
Total Volume and Open Interest 2,294 23,087 -114
Sugar #11(NYBOT)
Mar03 021220 7.57 7.62 7.49 7.51 -0.09 14,148 124,262 +2,284
May03 021220 6.90 6.92 6.81 6.83 -0.11 1,760 29,678 +259
Jul03 021220 6.25 6.30 6.23 6.23 -0.07 2,029 23,975 -352
Oct03 021220 6.10 6.15 6.07 6.07 -0.05 844 24,236 +264
Mar04 021220 6.10 6.12 6.05 6.05 -0.06 236 9,515 +100
Total Volume and Open Interest 19,309 221,333 +2,640
London Cocoa(LCE)
Dec02 021212 1300 1321 1300 1307 +2 1,367 1,829 -712
Mar03 021220 1340 1342 1333 1334 -6 3,114 76,355 +298
May03 021220 1353 1355 1346 1348 -5 698 30,888 -274
Jul03 021220 1364 1365 1358 1359 -5 992 16,494 +240
Sep03 021220 1378 1378 1370 1371 -6 266 11,967 +112
Dec03 021220 1387 1389 1382 1383 -5 608 17,719 +237
Mar04 021220 1395 1395 1392 1392 -4 50 5,573 +0
Total Volume and Open Interest 5,728 160,557 +613
London Coffee(LCE)
Jan03 021220 760.00 770.00 757.00 760.00 -7.00 5,858 19,222 -4,033
Mar03 021220 792.00 792.00 776.00 781.00 -7.00 4,678 50,080 +1,305
May03 021220 799.00 801.00 792.00 797.00 -7.00 1,703 25,391 +860
Jul03 021220 810.00 816.00 806.00 811.00 -8.00 569 16,377 +114
Sep03 021220 828.00 831.00 825.00 825.00 -8.00 205 9,139 +195
Nov03 021220 842.00 842.00 839.00 839.00 -8.00 330 5,900 +210
Total Volume and Open Interest 13,343 127,671 -1,349
London Sugar(LCE)
Dec02 021115 209.50 217.90 209.00 214.00 +4.50 2,590 2,552 -2,069
Mar03 021220 213.50 214.00 210.40 211.90 -1.60 1,771 32,538 -201
May03 021220 203.70 203.70 201.50 202.90 -1.30 788 11,329 -148
Aug03 021220 193.40 193.40 191.40 191.90 -1.90 240 10,427 +94
Oct03 021220 178.20 178.20 175.90 176.90 -1.90 265 6,094 +105
Total Volume and Open Interest 3,204 64,913 -108
Cotton(NYBOT)
Mar03 021220 50.90 51.60 50.32 51.45 +1.13 3,932 43,669 -40
May03 021220 54.80 54.85 54.10 54.76 +0.51 1,626 17,009 -185
Jul03 021220 55.90 55.90 55.05 55.80 +0.40 340 6,768 +64
Oct03 021220 56.25 56.50 56.25 56.50 +0.25 48 733 +29
Dec03 021220 56.90 57.35 56.75 57.35 +0.35 94 4,637 +16
Mar04 021220 59.15 59.55 59.15 59.55 +0.35 0 534 +0
Total Volume and Open Interest 6,040 73,878 -116
Lumber(CME)
Jan03 021220 216.0 217.8 212.2 216.2 -0.6 948 2,115 +81
Mar03 021220 229.0 230.0 226.1 226.6 -3.5 804 1,140 +318
May03 021220 240.8 241.0 237.9 238.3 -3.0 107 308 +41
Jul03 021220 251.5 251.5 246.1 246.2 -3.9 27 68 +8
Total Volume and Open Interest 1,895 3,638 +447
Crude Oil(NYM)
Feb03 021220 30.05 30.40 29.86 30.30 +0.11 115,159 172,460 +14,208
Mar03 021220 29.70 29.90 29.35 29.63 +0.03 51,241 71,408 +2,848
Apr03 021220 29.00 29.25 28.75 28.86 -0.01 20,388 37,546 +241
May03 021220 28.30 28.45 28.00 28.13 -0.02 11,518 31,627 +1,398
Jun03 021220 27.50 27.75 27.35 27.40 -0.08 18,915 39,294 +1,674
Jul03 021220 26.80 26.90 26.70 26.74 -0.12 4,221 25,802 +1,542
Aug03 021220 26.28 26.30 26.19 26.19 -0.17 2,276 13,847 +403
Sep03 021220 25.80 25.80 25.70 25.74 -0.19 2,514 20,352 +1,241
Oct03 021220 25.55 25.65 25.35 25.35 -0.21 1,182 10,250 +404
Nov03 021220 25.02 25.10 25.01 25.01 -0.21 360 11,174 +210
Total Volume and Open Interest 272,698 568,178 +8,062
Heating Oil(NYM)
Jan03 021220 86.30 86.80 85.20 85.95 -0.11 27,798 31,498 -3,497
Feb03 021220 86.10 86.50 84.80 85.62 -0.32 19,737 56,308 +5,087
Mar03 021220 82.20 82.40 81.35 81.72 -0.22 8,159 19,459 +422
Apr03 021220 78.40 78.40 76.40 77.47 -0.17 3,464 12,819 +757
May03 021220 73.75 74.10 73.30 73.32 -0.17 1,457 9,234 +109
Jun03 021220 71.60 72.15 71.15 71.17 -0.17 2,122 7,333 +194
Jul03 021220 71.00 71.30 70.17 70.17 -0.17 1,014 7,286 +115
Aug03 021220 70.05 70.05 69.87 69.87 -0.17 130 3,488 -7
Sep03 021220 70.12 70.12 70.12 70.12 -0.17 334 3,115 +236
Oct03 021220 70.50 70.50 70.42 70.42 -0.17 151 1,175 -111
Total Volume and Open Interest 65,479 164,550 +4,132
Unleaded Gas(NYM)
Jan03 021220 87.80 88.30 86.00 87.92 +0.11 16,856 29,813 -3,409
Feb03 021220 86.70 87.50 85.80 86.98 +0.02 13,507 44,124 +2,832
Mar03 021220 85.50 85.55 84.70 85.34 +0.08 4,117 11,639 -949
Apr03 021220 90.30 90.40 89.50 89.93 +0.02 1,788 12,158 +251
May03 021220 88.60 88.60 88.15 88.44 -0.07 1,612 7,480 +489
Jun03 021220 87.00 87.00 86.34 86.34 -0.12 224 4,427 +41
Jul03 021220 83.69 83.69 83.69 83.69 -0.32 50 2,320 +9
Aug03 021220 80.69 80.69 80.69 80.69 -0.47 65 2,263 -5
Total Volume and Open Interest 38,314 118,823 -711
Natural Gas(NYM)
Jan03 021220 5.160 5.195 5.070 5.183 +0.136 53,302 44,573 -7,301
Feb03 021220 5.170 5.220 5.100 5.203 +0.130 30,120 50,118 +1,481
Mar03 021220 4.940 5.000 4.905 5.000 +0.132 12,331 35,612 +1,069
Apr03 021220 4.470 4.545 4.470 4.545 +0.097 5,936 19,049 +147
May03 021220 4.360 4.400 4.330 4.400 +0.087 1,349 16,723 +245
Jun03 021220 4.355 4.388 4.320 4.388 +0.085 1,338 24,066 -7
Jul03 021220 4.370 4.405 4.330 4.405 +0.082 2,207 16,017 -373
Aug03 021220 4.385 4.415 4.350 4.415 +0.072 1,561 11,866 +241
Total Volume and Open Interest 119,813 403,881 +102
Brent Crude Oil(IPE)
Feb03 021220 28.15 28.51 28.08 28.34 +0.12 50,950 80,104 -3,477
Mar03 021220 27.60 27.85 27.50 27.64 -0.11 27,391 51,572 -2,448
Apr03 021220 27.05 27.30 26.96 27.12 -0.08 11,457 22,732 +1,238
May03 021220 26.46 26.73 26.46 26.58 -0.07 4,825 16,501 +177
Jun03 021220 26.04 26.20 25.90 26.04 -0.09 9,255 24,699 -375
Jul03 021220 25.55 25.58 25.55 25.55 -0.10 1,498 11,324 +391
Aug03 021220 25.26 25.26 25.09 25.09 -0.13 650 6,402 +110
Sep03 021220 24.82 24.82 24.68 24.68 -0.14 605 7,347 +100
Total Volume and Open Interest 112,170 271,574 -3,329
Gas Oil(IPE)
Jan03 021220 255.00 255.00 252.00 252.50 -5.75 12,403 58,570 -4,571
Feb03 021220 248.00 248.00 245.25 245.50 -5.50 7,177 43,360 +787
Mar03 021220 238.00 240.75 238.00 238.25 -4.75 8,060 12,411 -1,759
Apr03 021220 230.75 230.75 230.75 230.75 -4.25 3,723 8,968 +2,225
May03 021220 223.50 223.50 223.50 223.50 -3.50 1,126 7,399 -234
Jun03 021220 219.50 219.75 218.75 218.75 -3.00 2,547 17,628 -910
Jul03 021220 216.50 216.50 216.50 216.50 -2.75 733 4,171 +18
Aug03 021220 216.00 216.50 215.25 215.25 -2.25 8 1,354 +8
Total Volume and Open Interest 38,709 183,797 -3,235
US Dollar Index(NYBOT)
Mar03 021220 104.03 104.12 103.90 104.00 +0.02 1,180 21,183 +19
Jun03 021220 104.55 104.55 104.55 104.55 +0.01 4 2,008 +3
Sep03 021220 105.10 105.10 105.10 105.10 unch 0 1 +0
Total Volume and Open Interest 1,184 23,192 +22
Australian Dollar(CME)
Mar03 021220 56.05 56.10 55.52 55.71 -0.33 1,084 36,616 +55
Jun03 021220 55.25 55.25 55.25 55.25 -0.33 0 722 +10
Sep03 021220 54.79 54.79 54.79 54.79 -0.33 0 29 +0
Total Volume and Open Interest 1,084 37,630 +65
British Pound(CME)
Mar03 021220 159.38 159.60 159.12 159.38 -0.02 2,772 34,157 +599
Jun03 021220 158.54 158.54 158.36 158.36 -0.02 0 421 +72
Sep03 021220 157.56 157.56 157.56 157.56 -0.02 0 1 +0
Total Volume and Open Interest 2,772 34,579 +671
Canadian Dollar(CME)
Mar03 021220 64.30 64.32 64.06 64.22 -0.12 4,497 60,586 +276
Jun03 021220 64.08 64.09 63.84 64.00 -0.12 30 4,856 -25
Sep03 021220 63.55 63.79 63.55 63.79 -0.12 4 1,113 -4
Dec03 021220 63.47 63.58 63.45 63.58 -0.12 9 917 +5
Total Volume and Open Interest 4,549 67,639 +260
Japanese Yen(CME)
Mar03 021220 83.17 83.38 83.03 83.35 +0.12 4,399 66,093 -690
Jun03 021220 83.60 83.64 83.60 83.64 +0.12 1 20,136 -25
Sep03 021220 83.93 83.93 83.93 83.93 +0.12 0 193 +0
Total Volume and Open Interest 4,400 86,448 -715
Swiss Franc(CME)
Mar03 021220 70.31 70.43 70.20 70.35 -0.04 5,989 48,163 +592
Jun03 021220 70.45 70.48 70.45 70.48 -0.04 0 478 -10
Sep03 021220 70.62 70.62 70.62 70.62 -0.04 0 31 +0
Total Volume and Open Interest 5,989 48,696 +582
EuroFX(CME)
Mar03 021220 102.21 102.39 102.17 102.31 +0.01 8,116 98,347 -954
Jun03 021220 101.89 102.04 101.89 101.97 +0.01 20 928 +83
Sep03 021220 101.70 101.70 101.70 101.70 +0.01 2 26 +2
Total Volume and Open Interest 8,139 99,336 -868
Mexican Peso(CME)
Dec02 021216 9830.0 9835.0 9815.0 9815.0 -7.0 969 9,699 -371
Mar03 021220 9667.0 9685.0 9630.0 9632.0 -25.0 4,996 11,084 -755
Total Volume and Open Interest 5,178 12,383 -654
30-Year T-Bonds(CBOT)
Dec02 021219 111~03 111~31 111~00 111~29 +0~23 12,744 34,354 -6,530
Mar03 021220 110~26 111~05 110~15 110~31 +0~03 150,964 383,548 -546
Jun03 021220 109~11 109~25 109~07 109~21 +0~03 952 23,424 +19
Total Volume and Open Interest 171,942 431,429 -10,591
Municipal Bonds(CBOT)
Dec02 021219 108~20 108~20 108~14 108~18 +0~04 35 1,996 +344
Mar03 021220 101~28 102~00 101~20 101~24 -0~11 453 2,248 +13
Total Volume and Open Interest 515 4,194 -37
10-Year T-Notes(CBOT)
Dec02 021219 114~200 114~300 114~160 114~300 +0~190 19,040 19,338 -10,351
Mar03 021220 113~245 113~255 113~135 113~250 +0~010 301,134 687,581 -1,740
Total Volume and Open Interest 318,617 704,532 -10,294
5-Year T-Notes(CBOT)
Dec02 021219 113~140 113~195 113~125 113~195 +0~115 13,997 36,744 -8,178
Mar03 021220 112~090 112~135 112~055 112~135 -0~005 102,283 0 -657,781
Jun03 021220 111~200 111~230 111~200 111~230 +0~020 0 1 +0
Total Volume and Open Interest 105,607 1 -694,525
2 Year T-Notes(CBOT)
Dec02 021220 107~090 107~090 107~084 107~089 -0~005 1,467 7,606 -787
Mar03 021220 107~028 107~032 107~016 107~029 -0~003 7,199 103,349 -179
Total Volume and Open Interest 8,666 110,955 -966
3-Mth T-Bills(IMM)
Mar03 021220 98.87 98.87 98.87 98.87 unch 1 94 -1
Total Volume and Open Interest 1 94 -1
Eurodollars(CME)
Mar03 021220 98.630 98.630 98.620 98.630 -0.010 71,902 753,704 -4,302
Jun03 021220 98.535 98.540 98.510 98.535 -0.010 81,446 561,404 -1,839
Sep03 021220 98.295 98.305 98.255 98.290 -0.015 87,548 511,153 +605
Dec03 021220 97.970 97.970 97.900 97.960 -0.015 68,185 356,169 -2,329
Mar04 021220 97.595 97.610 97.530 97.605 -0.005 42,996 255,994 -357
Jun04 021220 97.195 97.215 97.125 97.210 +0.010 26,194 192,650 -1,251
Sep04 021220 96.835 96.855 96.770 96.850 +0.010 15,042 167,850 -124
Dec04 021220 96.555 96.570 96.500 96.570 +0.010 9,581 118,508 -1,225
Mar05 021220 96.335 96.350 96.270 96.345 unch 9,494 122,548 +2,212
Jun05 021220 96.130 96.170 96.090 96.170 +0.010 7,161 88,461 -1,561
Sep05 021220 95.970 96.020 95.955 96.020 +0.015 4,876 98,669 +743
Dec05 021220 95.820 95.865 95.800 95.865 +0.020 3,988 64,424 +465
Total Volume and Open Interest 462,006 3,731,556 -11,950
3-Mth Euro-Yen(CME)
Dec02 021216 99.92 99.92 99.92 99.92 unch 1,958 8,555 +213
Mar03 021220 99.88 99.88 99.88 99.88 unch 462 9,523 -88
Jun03 021220 99.90 99.90 99.90 99.90 unch 30 5,337 +336
Sep03 021220 99.89 99.89 99.89 99.89 unch 25 1,392 +15
Dec03 021220 99.87 99.87 99.87 99.87 unch 121 1,991 +77
Mar04 021220 99.81 99.81 99.81 99.81 unch 0 2,166 +1
Jun04 021220 99.81 99.81 99.81 99.81 unch 0 699 +2
Sep04 021220 99.77 99.77 99.77 99.77 unch 0 1,235 +0
Dec04 021220 99.71 99.71 99.71 99.71 unch 0 262 +0
Mar05 021220 99.65 99.65 99.65 99.65 unch 0 770 +0
Total Volume and Open Interest 638 26,575 +343
3-Mth Euro-Yen(SIMEX)
Mar03 021220 99.88 99.88 99.88 99.88 +0.00 884 48,632 +114
Jun03 021220 99.90 99.90 99.89 99.90 +0.01 2,323 54,523 +980
Sep03 021220 99.89 99.89 99.89 99.89 unch 273 30,776 -27
Dec03 021220 99.87 99.87 99.87 99.87 unch 360 25,971 +333
Mar04 021220 99.81 99.82 99.81 99.82 unch 41 23,672 +2
Jun04 021220 99.81 99.81 99.81 99.81 unch 2 15,474 +0
Sep04 021220 99.77 99.77 99.76 99.76 -0.01 0 3,033 +0
Dec04 021220 99.72 99.72 99.72 99.72 -0.01 0 4,787 +0
Total Volume and Open Interest 3,883 217,147 +1,402
German Euro-Bund(EUREX)
Mar03 021219 112.71 112.97 112.58 112.85 +0.13 414,166 646,631 +11,489
Jun03 021219 111.91 112.07 111.89 112.07 +0.13 1,799 5,054 +3
Sep03 021219 111.85 111.85 111.85 111.85 +0.13 2,282 0 +0
Total Volume and Open Interest 418,247 651,685 +11,492
German Euro-Bobl(EUREX)
Mar03 021219 110.55 110.70 110.44 110.61 +0.04 266,823 512,295 +516
Jun03 021219 109.76 109.76 109.76 109.76 +0.06 2,772 2,636 +0
Sep03 021219 109.74 109.74 109.74 109.74 +0.04      
Total Volume and Open Interest 269,595 514,931 +516
Long Gilt(LIFFE)
Dec02 021219 120~00 120~06 120~00 120~05 +0~04 4,860 8,502 -1,486
Mar03 021219 119~10 119~18 119~06 119~14 +0~04 24,539 78,319 +2,474
Total Volume and Open Interest 29,399 86,821 +988
3-Mth Short Sterling(LIFFE)
Mar03 021219 96.08 96.11 96.07 96.10 +0.02 30,751 0 +0
Jun03 021219 96.08 96.11 96.05 96.09 +0.02 19,970 0 +0
Sep03 021219 95.93 95.98 95.92 95.96 +0.03 10,460 0 +0
Total Volume and Open Interest 78,702    
3-Mth Euribor(LIFFE)
Mar03 021219 97.280 97.290 97.265 97.275 -0.010 72,907 510,459 -1,430
Jun03 021219 97.400 97.410 97.350 97.385 -0.005 50,712 388,208 +1,942
Sep03 021219 97.395 97.400 97.345 97.370 -0.015 63,989 346,854 +122
Total Volume and Open Interest 334,937 1,995,102 +21,638
3-Mth Aus T-Bills(SFE)
Mar03 021220 95.43 95.45 95.41 95.43 unch 38,829 252,925 +35,292
Jun03 021220 95.42 95.44 95.41 95.43 +0.01 7,008 66,123 +2,931
Sep03 021220 95.36 95.37 95.34 95.35 unch 1,749 27,727 +21
Dec03 021220 95.27 95.27 95.25 95.26 +0.01 1,105 19,285 +273
Mar04 021220 95.19 95.19 95.16 95.16 -0.01 419 14,391 +433
Jun04 021220 95.08 95.08 95.08 95.08 +0.01 318 8,253 +208
Sep04 021220 95.03 95.03 95.00 95.01 +0.02 346 6,379 +180
Dec04 021220 94.97 94.97 94.96 94.96 +0.01 282 2,670 +192
Mar05 021220 94.93 94.93 94.92 94.92 unch 20 1,131 +0
Jun05 021220 94.90 94.90 94.90 94.90 +0.02 0 619 +0
Total Volume and Open Interest 50,076 399,835 +39,530
10-Year Aus T-Bonds(SFE)
Mar03 021220 94.75 94.79 94.75 94.76 +0.06 13,517 114,066 +0
Jun03 021220 94.76 94.76 94.76 94.76 +0.06      
Total Volume and Open Interest 13,517 114,066 +6,863
3-Year Aus T-Bonds(SFE)
Mar03 021220 95.30 95.31 95.27 95.29 +0.02 42,510 217,603 +33,140
Jun03 021220 95.29 95.29 95.29 95.29 +0.02      
Total Volume and Open Interest 42,510 217,603 +33,140
Gold(CMX)
Dec02 021220 343.0 343.0 340.0 340.5 -5.4 84 345 +12
Feb03 021220 343.0 343.4 339.0 341.0 -5.5 55,579 129,673 -6,288
Apr03 021220 343.5 344.4 339.8 341.7 -5.5 1,784 12,462 +332
Jun03 021220 345.0 345.0 340.5 342.4 -5.6 9,437 19,753 +1,644
Aug03 021220 344.5 344.5 342.5 342.9 -5.6 223 9,086 +164
Oct03 021220 343.3 343.3 343.3 343.3 -5.5 0 1,323 +0
Total Volume and Open Interest 68,903 202,930 -3,231
Silver(CMX)
Dec02 021220 461.0 463.0 461.0 463.0 -9.5 464 516 -389
Mar03 021220 466.5 467.5 460.5 463.2 -9.3 12,035 56,577 +425
May03 021220 468.0 468.0 462.0 464.5 -9.3 143 3,669 +39
Jul03 021220 467.0 468.5 464.0 465.9 -9.3 86 7,597 -24
Sep03 021220 466.9 466.9 466.9 466.9 -9.3 0 903 +6
Total Volume and Open Interest 12,924 78,373 +72
Platinum(NYM)
Jan03 021220 593.0 595.0 581.0 586.5 -8.9 2,109 5,935 -1,486
Apr03 021220 588.0 588.0 573.0 579.5 -8.9 1,308 2,734 +699
Jul03 021220 573.5 573.5 573.5 573.5 -8.9 4 16 +1
Total Volume and Open Interest 3,421 8,685 -786
Palladium(NYME)
Dec02 021220 229.70 229.70 229.70 229.70 -9.90 17 17 +17
Mar03 021220 234.00 235.50 226.00 229.70 -9.90 97 1,997 -17
Total Volume and Open Interest 114 2,014 +0
Copper(CMX)
Dec02 021220 71.20 71.35 71.10 71.10 -0.25 219 1,781 -93
Mar03 021220 71.90 72.20 71.75 71.80 -0.25 7,122 38,661 -1,568
May03 021220 72.50 72.70 72.25 72.35 -0.25 126 4,484 +101
Jul03 021220 73.10 73.10 72.85 72.85 -0.20 135 3,984 +10
Sep03 021220 73.40 73.40 73.20 73.20 -0.15 2 4,118 +1
Total Volume and Open Interest 7,886 72,556 -1,655
DJIA Index(CBOT)
Dec02 021219 8415 8500 8325 8375 -79 5,022 19,394 -1,610
Mar03 021220 8410 8519 8405 8512 +157 23,859 24,459 +4,316
Jun03 021220 8400 8493 8400 8493 +158 9 154 +7
Total Volume and Open Interest 31,677 39,952 +241
S & P 500(CME)
Mar03 021220 890.00 897.20 889.00 896.70 +11.90 84,050 559,720 +10,224
Jun03 021220 891.00 896.10 889.00 896.10 +12.10 1,028 10,255 +89
Sep03 021220 896.00 896.00 896.00 896.00 +12.30 189 1,102 +61
Dec03 021220 896.80 896.80 896.80 896.80 +12.30 0 924 +0
Total Volume and Open Interest 118,262 729,966 +6,483
S & P 500 E-Mini(Globex)
Mar03 021220 884.50 897.25 884.25 896.75 +12.00 543,007 125,222 +8,955
Jun03 021220 896.00 896.00 896.00 896.00        
NASDAQ 100(CME)
Mar03 021220 1023.00 1026.50 1011.00 1023.50 +11.00 20,802 0 -57,744
Jun03 021220 1026.50 1026.50 1026.50 1026.50 +11.00 21 0 -32
Total Volume and Open Interest 25,165    
NASDAQ 100 E-Mini(GLOBEX)
Mar03 021219 1024.5 1039.5 1002.0 1012.5 -11.5 193,852 87,727 +16,365
Total Volume and Open Interest 200,148 210,425 +12,333
NYSE Composite(NYBOT)
Mar03 021220 476.00 479.00 476.00 479.00 +6.75 435 1,141 +275
Jun03 021220 478.30 478.30 478.30 478.30 +6.75 0 20 +0
Sep03 021220 477.60 477.60 477.60 477.60 +6.75 0 10 +0
Total Volume and Open Interest 740 2,583 +27
S & P Midcap 400(CME)
Mar03 021220 430.50 434.25 430.00 433.35 +4.60 1,873 14,221 +555
Jun03 021220 433.55 433.55 433.55 433.55 +3.75      
Sep03 021220 434.05 434.05 434.05 434.05 +2.25      
Total Volume and Open Interest 2,726 18,840 -216
Russell 2000(CME)
Mar03 021220 385.50 388.50 383.50 387.25 +4.50 3,419 26,245 +829
Jun03 021220 387.15 387.15 387.15 387.15 +2.40      
Sep03 021220 388.15 388.15 388.15 388.15 +1.40      
Total Volume and Open Interest 4,625 31,503 -1,280
Value Line(KCBT)
Dec02 021220 1034.25 1034.25 1034.25 1034.25 +4.50 45 37 -18
Total Volume and Open Interest 102 420 +4
Nikkei 225(CME)
Mar03 021219 8350 8420 8285 8325 +70 1,932 11,999 +133
Jun03 021219 8300 8300 8300 8300 +70 0 28 +0
Total Volume and Open Interest 1,932 12,027 +133
Nikkei 225(SIMEX)
Mar03 021220 8350 8420 8285 8390 -5 11,621 72,009 -1,214
Jun03 021220 8345 8345 8345 8345 -5 0 164 +0
Sep03 021220 8345 8345 8345 8345 -10      
Total Volume and Open Interest 11,621 72,173 -1,214
CAC 40(MATIF)
Dec02 021219 3088.5 3140.0 3019.0 3035.0 -45.5 89,774 613,853 +8,015
Jan03 021219 3114.0 3144.0 3026.0 3031.0 -55.0 41,450 88,252 +37,251
Feb03 021219 3068.5 3068.5 3068.5 3068.5 -23.0      
Total Volume and Open Interest 134,350 759,059 +48,359
DAX Index(EUREX)
Dec02 021220 2994.0 3022.0 2947.0 2957.5 +2.5 146,483 84,593 -15,160
Mar03 021220 3019.0 3063.5 2967.0 3058.0 +82.5 63,055 198,652 +17,234
Jun03 021220 3012.0 3078.5 2993.0 3078.0 +82.5 939 5,140 +843
Total Volume and Open Interest 210,477 288,385 +2,917
FT-SE 100(LIFFE)
Dec02 021220 3854.00 3897.00 3841.00 3897.00 +68.50 85,042 93,112 -8,393
Mar03 021220 3858.00 3904.00 3826.50 3885.00 +71.00 62,508 381,350 +32,782
Jun03 021220 3851.50 3900.00 3851.50 3887.50 +69.00 10 29,016 +0
Total Volume and Open Interest 147,595 509,810 +24,373
SPI 200(SFE)
Dec02 021219 2963.0 2980.0 2960.0 2980.0 -13.0 31,939 136,353 +1,286
Mar03 021219 2970.0 3001.0 2968.0 2977.0 -20.0 28,036 121,225 +24,464
Jun03 021219 2983.0 2983.0 2983.0 2983.0 -19.0 14 1,666 -14
Total Volume and Open Interest 60,099 262,050 +25,846
GSCI(CME)
Jan03 021220 235.80 236.00 234.90 235.70 +0.40 64 15,634 -4
Feb03 021220 231.90 232.00 231.60 232.00 -2.00      
Mar03 021220 227.50 227.50 227.50 227.50 -2.00      
Total Volume and Open Interest 64 15,634 -4
Bridge CRB Index(NYBOT)
Jan03 021220 236.00 236.00 235.05 235.40 -1.10 7 331 +1
Feb03 021220 234.00 234.00 233.40 233.40 -1.10 10 243 +4
Apr03 021220 231.50 231.50 230.25 230.90 -1.10 0 154 +0
Total Volume and Open Interest 17 734 +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 © 2002 Moore Research Center, Inc. All Rights Reserved.
Some data provided by Prophetfinance.com

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Crude oil, gasoline, heating oil, natural gas --- Buy 'em? Sell 'em? When?

MRCI'S 2011 HISTORICAL ENERGY REPORT is complete with seasonal patterns & weekly charts: for each delivery month and several spreads against each; for product spreads; for cash & basis; and for 3/2/1 and 2/1/1 crack spreads.  Better yet, this 284-page volume presents 190 seasonal & spread strategies to anticipate throughout the next 12-months!