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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 Mon November 11, 2002
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Nov02 021111 567.00 574.50 565.00 574.00 +10.75 3,765 4,514 -1,025
Jan03 021111 560.50 569.00 559.00 568.25 +9.75 42,834 84,845 -4,265
Mar03 021111 554.50 563.00 553.50 562.25 +9.50 8,131 42,049 +335
May03 021111 547.50 557.00 546.00 556.50 +10.75 3,307 35,206 -152
Jul03 021111 546.00 553.00 544.50 552.00 +8.75 2,636 21,291 +373
Aug03 021111 538.00 545.00 537.00 545.00 +8.50 114 2,132 -18
Sep03 021111 524.50 524.50 524.50 524.50 +4.00 12 267 +9
Total Volume and Open Interest 62,161 202,645 -4,577
Soybean Meal(CBOT)
Dec02 021111 163.70 164.60 162.80 164.40 +0.90 23,311 44,594 -1,884
Jan03 021111 165.00 165.50 163.70 165.40 +1.00 8,825 15,987 +563
Mar03 021111 165.30 165.90 164.00 165.80 +1.00 4,656 21,236 +182
May03 021111 163.50 164.70 162.80 164.60 +1.60 5,373 19,697 -898
Jul03 021111 162.90 164.00 162.20 164.00 +1.60 3,209 17,740 +501
Aug03 021111 162.30 163.20 161.80 162.70 +1.60 555 2,758 +165
Sep03 021111 159.00 160.50 159.00 159.50 +1.20 372 3,084 +183
Oct03 021111 156.40 157.20 156.00 157.00 +2.10 57 2,350 +46
Total Volume and Open Interest 47,249 136,144 -695
Soybean Oil(CBOT)
Dec02 021111 22.02 22.67 22.01 22.66 +0.70 11,995 71,302 -2,555
Jan03 021111 22.04 22.66 22.00 22.65 +0.70 5,806 31,112 +1,619
Mar03 021111 21.88 22.40 21.85 22.38 +0.59 2,418 25,265 -110
May03 021111 21.58 22.09 21.56 22.08 +0.58 1,472 18,588 +764
Jul03 021111 21.32 21.85 21.32 21.84 +0.52 1,298 9,297 +10
Aug03 021111 21.05 21.48 21.05 21.48 +0.58 91 2,399 +28
Sep03 021111 20.65 21.00 20.65 21.00 +0.50 77 1,124 +34
Oct03 021111 20.25 20.40 20.25 20.40 +0.20 2 709 +2
Total Volume and Open Interest 23,876 167,179 +176
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 021111 235.75 236.75 234.00 235.75 unch 59,489 189,078 -4,979
Mar03 021111 239.75 241.50 238.75 240.50 -0.25 24,758 169,302 +3,177
May03 021111 243.00 244.50 242.00 243.25 -0.50 4,190 51,486 +543
Jul03 021111 246.00 246.75 244.75 246.00 -0.25 9,274 48,916 -172
Sep03 021111 244.25 244.50 242.50 242.50 -1.50 1,562 12,634 +980
Dec03 021111 241.00 241.75 241.00 241.00 -0.25 2,862 33,066 +1,418
Total Volume and Open Interest 102,630 508,875 +1,347
Wheat(CBOT)
Dec02 021111 379.00 388.00 377.00 383.50 +1.00 26,354 48,007 -7,373
Mar03 021111 380.00 388.50 378.00 385.00 +0.50 12,564 36,626 +430
May03 021111 357.00 362.00 356.50 360.50 +3.50 745 3,061 +233
Jul03 021111 318.00 322.00 316.00 321.25 +1.75 1,253 13,830 +22
Sep03 021111 322.00 325.50 320.50 325.00 +2.50 40 1,581 +38
Total Volume and Open Interest 40,996 106,468 -6,647
Wheat(KCBT)
Dec02 021111 421.00 427.50 416.00 425.00 -4.25 12,380 26,159 -2,589
Mar03 021111 417.00 422.00 413.00 421.25 -4.50 11,849 25,327 +457
May03 021111 401.50 403.00 396.00 398.75 -6.25 1,047 3,787 +349
Jul03 021111 360.00 364.00 355.00 362.75 +0.75 1,641 9,669 -241
Sep03 021111 359.00 362.00 354.00 360.00 +1.00 64 1,808 +29
Total Volume and Open Interest 26,985 67,624 -1,994
Wheat(MGE)
Dec02 021111 443.00 449.50 438.00 446.25 -2.25 2,853 13,577 +19
Mar03 021111 452.00 456.50 445.00 452.25 -3.75 3,270 12,649 +549
May03 021111 450.00 451.00 442.00 445.00 -7.50 849 3,401 +208
Jul03 021111 436.00 438.00 424.25 433.25 -7.75 131 1,988 -230
Sep03 021111 394.00 400.00 393.00 398.00 -1.25 174 1,090 +4
Total Volume and Open Interest 7,360 33,782 +497
Oats(CBOT)
Dec02 021111 190.75 192.50 190.50 192.25 -3.50 1,093 6,019 -197
Mar03 021111 190.25 191.50 189.50 190.25 -4.25 292 3,171 +58
May03 021111 181.00 183.25 181.00 182.25 -3.75 40 761 +13
Jul03 021111 172.00 172.00 172.00 172.00 -3.00 19 71 +9
Total Volume and Open Interest 1,444 10,039 -117
Rough Rice(CBOT)
Nov02 021111 3.95 3.95 3.95 3.95 -0.07 34 178 +3
Jan03 021111 4.18 4.24 4.11 4.13 -0.07 492 5,178 -66
Mar03 021111 4.40 4.44 4.33 4.35 -0.07 143 1,601 -16
May03 021111 4.62 4.62 4.56 4.56 -0.07 100 1,018 +28
Total Volume and Open Interest 795 8,920 -75
Live Cattle(CME)
Dec02 021111 72.750 72.975 72.250 72.625 -0.025 7,765 47,072 -2,240
Feb03 021111 76.250 76.700 75.900 76.550 +0.150 5,456 32,568 +1,323
Apr03 021111 75.550 76.100 75.350 76.050 +0.275 2,660 23,328 +883
Jun03 021111 70.350 70.400 70.050 70.325 -0.225 997 13,488 +369
Aug03 021111 68.950 69.100 68.800 68.850 -0.350 251 2,220 +186
Oct03 021111 69.800 69.800 69.600 69.600 -0.200 13 562 +12
Total Volume and Open Interest 17,142 119,238 +533
Feeder Cattle(CME)
Nov02 021111 83.650 83.700 83.125 83.350 -0.450 687 3,313 -789
Jan03 021111 83.700 83.700 82.925 83.375 -0.150 1,287 6,961 +318
Mar03 021111 81.400 81.750 80.950 81.400 -0.200 410 2,311 +138
Apr03 021111 80.350 80.500 80.300 80.350 -0.050 382 686 +267
May03 021111 80.450 80.550 80.400 80.450 -0.075 37 395 -20
Aug03 021111 82.450 82.600 82.450 82.500 unch 57 213 +16
Sep03 021111 82.250 82.250 82.250 82.250 +0.400 3 23 +2
Total Volume and Open Interest 2,863 13,903 -68
Lean Hogs(CME)
Dec02 021111 45.500 47.050 45.300 46.825 +0.925 4,556 22,274 -1,195
Feb03 021111 52.700 54.000 52.550 53.850 +1.000 2,708 10,263 +300
Apr03 021111 55.900 57.000 55.800 56.925 +0.925 451 2,728 +134
May03 021111 61.100 61.700 61.100 61.700 +0.600 83 1,099 +22
Jun03 021111 62.950 63.700 62.950 63.700 +0.525 171 1,950 -46
Jul03 021111 60.325 61.100 60.325 61.100 +0.450 42 484 +31
Aug03 021111 57.750 57.750 57.750 57.750 +0.100 5 271 +4
Oct03 021111 52.525 52.600 52.525 52.600 unch 2 53 +0
Total Volume and Open Interest 8,018 39,136 -750
Pork Bellies(CME)
Feb03 021111 82.900 83.125 81.750 82.900 -0.450 238 1,753 +19
Mar03 021111 82.300 82.500 81.400 82.300 -0.200 14 113 +2
May03 021111 83.600 83.800 82.950 83.200 -0.200 6 28 -2
Jul03 021111 82.800 82.800 82.800 82.800 -0.200 3 27 +2
Aug03 021111 80.500 80.500 80.500 80.500 +0.275 3 4 -2
Total Volume and Open Interest 264 1,925 +19
Cocoa(NYBOT)
Dec02 021111 1909 1910 1850 1854 -38 2,953 10,937 -1,480
Mar03 021111 1859 1859 1800 1804 -39 3,913 25,354 +398
May03 021111 1845 1845 1794 1794 -42 95 8,561 -67
Jul03 021111 1790 1798 1784 1784 -43 55 8,796 +17
Sep03 021111 1788 1790 1780 1782 -42 0 9,077 +0
Dec03 021111 1823 1823 1782 1782 -45 162 10,575 -10
Mar04 021111 1784 1784 1784 1784 -51 85 2,708 +85
Total Volume and Open Interest 7,263 84,229 -1,057
Coffee "C"(NYBOT)
Dec02 021111 67.00 67.40 65.90 66.10 -1.75 8,312 30,753 -1,967
Mar03 021111 70.50 70.50 69.00 69.25 -1.75 5,252 24,263 +1,385
May03 021111 72.20 72.20 70.95 71.00 -1.60 273 8,129 +21
Jul03 021111 73.80 73.90 72.75 72.75 -1.35 144 6,458 +19
Sep03 021111 75.20 75.70 74.40 74.40 -1.25 121 4,057 +90
Dec03 021111 77.75 78.00 76.50 76.50 -1.00 95 655 -41
Total Volume and Open Interest 14,294 75,512 -501
Orange Juice(NYBOT)
Nov02 021107 98.00 99.50 98.00 98.95 +1.70 43 294 -3
Jan03 021111 101.20 101.40 99.60 100.25 -0.95 869 12,069 +144
Mar03 021111 103.25 103.40 102.30 102.75 -0.40 187 4,794 -1
May03 021111 104.10 104.10 104.00 104.00 -0.30 9 4,171 +8
Jul03 021111 105.00 105.25 105.00 105.25 unch 34 804 +19
Total Volume and Open Interest 1,100 22,207 -109
Sugar #11(NYBOT)
Mar03 021111 7.45 7.51 7.33 7.34 -0.11 12,540 136,200 -1,242
May03 021111 6.90 6.95 6.83 6.85 -0.09 1,424 26,426 +217
Jul03 021111 6.36 6.44 6.34 6.35 -0.08 2,424 24,234 +391
Oct03 021111 6.24 6.28 6.22 6.22 -0.07 838 16,132 +52
Mar04 021111 6.25 6.26 6.23 6.23 -0.07 617 7,305 +36
Total Volume and Open Interest 18,729 215,614 -100
London Cocoa(LCE)
Dec02 021111 1216 1230 1188 1192 -27 2,284 36,295 -452
Mar03 021111 1243 1257 1213 1218 -28 2,720 64,317 +259
May03 021111 1255 1265 1234 1234 -28 573 25,603 +7
Jul03 021111 1270 1283 1247 1248 -28 225 15,137 +75
Sep03 021111 1287 1296 1260 1262 -28 204 10,698 +67
Dec03 021111 1299 1302 1267 1268 -31 880 13,811 +634
Mar04 021111 1309 1309 1280 1282 -30 80 3,700 +60
Total Volume and Open Interest 6,966 170,037 +650
London Coffee(LCE)
Nov02 021111 758.00 760.00 747.00 747.00 -14.00 90 2,840 -86
Jan03 021111 766.00 771.00 751.00 755.00 -15.00 2,198 57,476 +352
Mar03 021111 780.00 784.00 766.00 769.00 -15.00 1,620 33,024 +562
May03 021111 787.00 795.00 781.00 784.00 -14.00 243 15,659 +24
Jul03 021111 795.00 802.00 795.00 799.00 -14.00 218 14,356 +96
Sep03 021111 815.00 815.00 813.00 813.00 -14.00 89 7,356 +54
Total Volume and Open Interest 4,490 134,666 +1,024
London Sugar(LCE)
Dec02 021111 215.90 220.00 215.50 215.50 -0.50 2,524 8,104 -373
Mar03 021111 201.00 203.00 198.30 199.50 -1.50 1,766 29,120 +678
May03 021111 192.50 193.50 191.00 192.00 -0.50 522 6,921 +171
Aug03 021111 184.00 187.00 184.00 185.00 +1.00 446 6,067 -4
Oct03 021111 173.80 174.50 173.20 174.50 +0.50 21 3,814 -4
Total Volume and Open Interest 5,279 56,868 +468
Cotton(NYBOT)
Dec02 021111 48.65 48.80 47.90 48.42 +0.03 7,316 44,113 -1,511
Mar03 021111 50.75 50.85 49.75 50.36 -0.05 3,741 21,684 +937
May03 021111 53.80 53.80 53.15 53.79 +0.10 705 14,131 +184
Jul03 021111 54.60 54.75 54.00 54.75 +0.26 438 5,219 +89
Oct03 021111 54.45 54.45 54.45 54.45 +0.40 0 222 +0
Dec03 021111 54.80 55.50 54.50 55.50 +0.48 275 2,566 +150
Total Volume and Open Interest 12,528 88,549 -159
Lumber(CME)
Nov02 021111 213.9 214.5 210.1 210.4 -7.0 376 793 -6
Jan03 021111 220.3 226.0 220.3 223.5 -6.8 470 2,142 +58
Mar03 021111 243.3 243.3 238.5 239.1 -5.1 67 333 +21
May03 021111 252.5 252.5 247.0 247.0 -5.7 25 136 +14
Total Volume and Open Interest 938 3,425 +87
Crude Oil(NYM)
Dec02 021111 26.00 26.50 25.68 25.94 +0.16 102,515 116,896 -9,697
Jan03 021111 25.30 25.73 25.05 25.34 +0.22 66,819 89,543 +10,343
Feb03 021111 25.00 25.27 24.68 24.96 +0.19 15,012 29,414 +787
Mar03 021111 24.80 25.02 24.50 24.72 +0.16 7,454 24,858 +649
Apr03 021111 24.55 24.60 24.28 24.50 +0.15 4,048 28,080 +609
May03 021111 24.30 24.50 24.15 24.30 +0.14 1,067 19,193 +315
Jun03 021111 24.18 24.33 23.90 24.12 +0.13 5,751 28,595 -327
Jul03 021111 23.85 24.02 23.85 23.96 +0.12 2,782 17,169 -308
Aug03 021111 23.81 23.81 23.81 23.81 +0.10 50 10,320 +1
Sep03 021111 23.70 23.70 23.60 23.68 +0.10 73 14,700 -17
Total Volume and Open Interest 225,666 492,865 +1,594
Heating Oil(NYM)
Dec02 021111 69.95 70.15 68.50 68.85 -0.03 22,556 54,660 -616
Jan03 021111 70.40 70.60 69.00 69.35 -0.06 11,605 36,691 +456
Feb03 021111 70.00 70.10 68.90 68.90 -0.06 5,951 19,307 -850
Mar03 021111 68.20 68.20 67.10 67.10 +0.04 2,098 12,383 -310
Apr03 021111 66.40 66.40 65.40 65.40 +0.09 1,549 12,971 +329
May03 021111 64.00 64.65 63.65 63.65 +0.14 324 4,758 -74
Jun03 021111 63.90 64.10 63.15 63.15 +0.19 1,119 6,057 +45
Jul03 021111 63.95 63.95 63.05 63.05 +0.19 384 3,717 -61
Aug03 021111 63.95 64.15 63.25 63.25 +0.19 9 2,683 +3
Sep03 021111 64.70 64.80 63.85 63.85 +0.19 12 1,905 +4
Total Volume and Open Interest 46,063 163,463 -1,002
Unleaded Gas(NYM)
Dec02 021111 71.50 72.70 70.50 71.04 -0.24 23,751 40,118 +1,852
Jan03 021111 69.00 69.85 68.50 68.87 +0.20 10,915 23,797 +639
Feb03 021111 69.50 70.00 68.85 69.07 +0.20 1,667 12,296 +350
Mar03 021111 69.65 70.80 69.65 69.82 +0.20 959 8,059 -301
Apr03 021111 76.40 76.85 76.07 76.07 +0.20 926 7,734 -9
May03 021111 77.00 77.00 76.07 76.07 +0.20 448 4,476 +286
Jun03 021111 75.37 75.37 75.37 75.37 +0.20 288 3,295 +147
Jul03 021111 74.17 74.17 74.17 74.17 +0.20 582 1,686 +517
Total Volume and Open Interest 40,241 106,351 +3,775
Natural Gas(NYM)
Dec02 021111 3.850 3.880 3.770 3.778 -0.125 34,231 51,470 +749
Jan03 021111 3.950 4.010 3.905 3.910 -0.122 10,176 41,364 +209
Feb03 021111 3.905 3.945 3.870 3.875 -0.100 5,316 29,257 +1,956
Mar03 021111 3.845 3.890 3.815 3.818 -0.082 4,480 36,750 -370
Apr03 021111 3.760 3.785 3.728 3.728 -0.062 861 18,526 -46
May03 021111 3.720 3.745 3.703 3.703 -0.052 475 14,243 +69
Jun03 021111 3.755 3.770 3.733 3.733 -0.050 153 22,141 -335
Jul03 021111 3.790 3.790 3.768 3.768 -0.043 343 15,775 -28
Total Volume and Open Interest 60,636 402,062 +2,967
Brent Crude Oil(IPE)
Dec02 021111 23.75 24.30 23.65 23.79 +0.21 49,163 62,994 -2,095
Jan03 021111 23.64 24.14 23.54 23.67 +0.18 34,899 74,367 +589
Feb03 021111 23.53 24.02 23.43 23.57 +0.19 11,712 28,016 +4,931
Mar03 021111 23.46 23.70 23.37 23.37 +0.17 3,850 21,576 +218
Apr03 021111 23.26 23.44 23.17 23.17 +0.13 2,275 14,837 +456
May03 021111 23.14 23.16 23.01 23.01 +0.12 1,211 12,431 +50
Jun03 021111 22.92 23.20 22.75 22.87 +0.11 2,693 20,976 +243
Jul03 021111 22.73 22.73 22.73 22.73 +0.10 150 9,104 +100
Total Volume and Open Interest 112,448 298,217 +5,086
Gas Oil(IPE)
Nov02 021111 206.00 208.50 204.50 206.50 +1.00 12,885 25,496 -909
Dec02 021111 206.00 209.00 205.25 207.00 +1.25 17,321 68,999 -134
Jan03 021111 207.00 210.00 206.50 208.25 +1.25 6,795 43,177 -348
Feb03 021111 207.25 209.00 206.00 207.25 +1.75 799 13,454 +387
Mar03 021111 207.00 207.00 204.75 204.75 +1.50 20 9,243 +20
Apr03 021111 201.00 203.50 201.00 201.75 +1.25 22 8,144 -231
May03 021111 201.00 201.00 199.25 199.25 +1.25 11 1,981 +11
Jun03 021111 196.50 199.00 195.00 197.25 +1.25 2,924 20,560 -273
Total Volume and Open Interest 44,842 214,437 -1,184
US Dollar Index(NYBOT)
Dec02 021111 104.80 104.80 104.36 104.75 +0.07 2,949 17,366 +2,146
Mar03 021111 105.30 105.30 105.22 105.30 +0.07 29 2,109 +23
Jun03 021111 105.85 105.85 105.85 105.85 +0.07 2 4 +0
Total Volume and Open Interest 2,980 19,479 +2,169
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 76,547 642,134 -5,609
Mar03 021108 112~075 112~080 112~000 112~080 +0~025 8,687 41,338 +7,935
Total Volume and Open Interest 85,234 683,472 +2,326
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 021111 99.92 99.92 99.92 99.92 unch 140 51,116 -64
Mar03 021111 99.89 99.89 99.89 99.89 unch 621 39,547 +190
Jun03 021111 99.90 99.91 99.90 99.90 unch 5 46,208 -65
Sep03 021111 99.89 99.89 99.89 99.89 unch 27 31,861 -38
Dec03 021111 99.87 99.87 99.87 99.87 +0.01 0 26,140 +0
Mar04 021111 99.83 99.83 99.83 99.83 +0.01 2 20,413 +2
Jun04 021111 99.81 99.82 99.81 99.82 +0.01 0 11,877 +0
Sep04 021111 99.77 99.77 99.77 99.77 unch 0 3,072 +0
Total Volume and Open Interest 795 245,094 +25
German Euro-Bund(EUREX)
Dec02 021108 111.23 111.87 111.16 111.85 +0.76 1,006,495 754,356 +30,517
Mar03 021108 110.88 111.41 110.76 111.41 +0.79 11,932 17,735 +5,286
Jun03 021108 110.95 110.95 110.95 110.95 +0.73 2,183 2 +0
Total Volume and Open Interest 1,020,610 772,093 +35,803
German Euro-Bobl(EUREX)
Dec02 021108 109.09 109.57 109.09 109.54 +0.50 625,847 599,228 +14,819
Mar03 021108 109.10 109.48 109.10 109.48 +0.54 1,093 6,399 -204
Jun03 021108 109.04 109.04 109.04 109.04 +0.50 100 0 +0
Total Volume and Open Interest 627,040 605,627 +14,615
Long Gilt(LIFFE)
Dec02 021108 119~06 119~20 118~31 119~10 +0~15 39,459 80,927 -2,313
Mar03 021108 118~16 118~16 118~16 118~16 +0~15      
Total Volume and Open Interest 39,459 80,927 -2,313
3-Mth Short Sterling(LIFFE)
Dec02 021108 96.12 96.12 96.09 96.12 +0.01 96,255 0 +0
Mar03 021108 96.14 96.16 96.10 96.15 +0.03 79,784 0 +0
Jun03 021108 96.06 96.09 96.01 96.07 +0.04 50,057 0 +0
Total Volume and Open Interest 304,310    
3-Mth Euribor(LIFFE)
Dec02 021108 96.965 97.020 96.960 96.995 +0.055 553,860 586,792 -42,142
Mar03 021108 97.095 97.180 97.095 97.155 +0.090 249,035 499,289 +2,224
Jun03 021108 97.080 97.180 97.080 97.155 +0.105 170,472 333,912 -5,656
Total Volume and Open Interest 1,278,026 2,196,485 -36,044
3-Mth Aus T-Bills(SFE)
Dec02 021111 95.24 95.30 95.22 95.30 +0.06 4,952 325,015 -10,384
Mar03 021111 95.27 95.39 95.25 95.39 +0.11 4,022 102,218 -10,508
Jun03 021111 95.19 95.33 95.18 95.32 +0.12 1,401 46,588 -3,331
Sep03 021111 95.08 95.23 95.08 95.23 +0.14 337 23,179 -1,355
Dec03 021111 95.05 95.12 95.05 95.12 +0.15 74 14,721 -1,578
Mar04 021111 94.94 95.00 94.94 95.00 +0.15 48 9,741 -127
Jun04 021111 94.83 94.89 94.83 94.89 +0.15 10 6,524 -57
Sep04 021111 94.73 94.81 94.73 94.79 +0.14 6 4,621 +6
Dec04 021111 94.74 94.74 94.72 94.72 +0.15 0 2,236 +0
Mar05 021111 94.66 94.66 94.66 94.66 +0.15 0 761 +0
Total Volume and Open Interest 10,852 536,288 -27,334
10-Year Aus T-Bonds(SFE)
Dec02 021111 94.61 94.75 94.58 94.75 +0.16 16,041 262,186 +0
Mar03 021111 94.75 94.75 94.75 94.75 +0.16      
Total Volume and Open Interest 16,041 262,186 +4,538
3-Year Aus T-Bonds(SFE)
Dec02 021111 95.12 95.25 95.08 95.24 +0.14 30,048 609,253 -20,781
Mar03 021111 95.24 95.24 95.24 95.24 +0.14      
Total Volume and Open Interest 30,048 609,253 -20,781
Gold(CMX)
Dec02 021111 321.0 322.2 320.3 321.6 -0.1 33,793 97,910 -2,013
Feb03 021111 322.0 322.9 321.2 322.4 -0.1 2,555 15,277 +1,312
Apr03 021111 323.0 323.9 321.5 322.9 -0.1 60 6,941 +28
Jun03 021111 323.0 324.0 322.1 323.4 unch 244 7,192 +189
Aug03 021111 323.8 323.8 323.8 323.8 unch 2 8,227 +2
Oct03 021111 324.2 324.2 324.2 324.2 unch 0 1,087 +0
Total Volume and Open Interest 37,154 161,304 +833
Silver(CMX)
Dec02 021111 453.5 458.5 452.5 457.2 +4.0 13,451 49,522 -791
Mar03 021111 456.0 461.0 455.0 459.5 +4.0 1,003 18,273 +196
May03 021111 459.0 460.6 459.0 460.6 +4.0 10 2,504 +4
Jul03 021111 459.5 464.0 459.5 461.7 +4.1 143 6,436 +53
Sep03 021111 462.7 462.7 462.7 462.7 +4.1 4 871 +2
Total Volume and Open Interest 14,829 84,891 -368
Platinum(NYM)
Jan03 021111 575.2 576.0 570.0 572.7 -9.7 362 7,266 +54
Apr03 021111 566.2 566.2 566.2 566.2 -8.7 0 55 +0
Jul03 021111 562.7 562.7 562.7 562.7 -8.7 0 4 +0
Total Volume and Open Interest 362 7,325 +54
Palladium(NYME)
Dec02 021111 295.00 295.00 285.20 289.55 -13.70 589 1,451 -199
Mar03 021111 283.00 289.55 283.00 289.55 -14.00 80 241 +73
Total Volume and Open Interest 669 1,692 -126
Copper(CMX)
Dec02 021111 72.30 72.50 72.00 72.10 +0.50 4,485 52,090 -2,332
Mar03 021111 73.05 73.20 72.75 72.90 +0.50 654 10,397 +20
May03 021111 73.30 73.40 73.30 73.40 +0.50 8 4,207 +1
Jul03 021111 73.85 73.90 73.85 73.85 +0.55 220 3,847 +195
Sep03 021111 74.10 74.10 74.10 74.10 +0.40 0 4,182 +0
Total Volume and Open Interest 5,511 90,778 -1,894
DJIA Index(CBOT)
Dec02 021111 8480 8485 8330 8355 -140 18,982 32,877 -1,337
Mar03 021111 8460 8460 8330 8335 -146 59 392 +8
Jun03 021111 8319 8319 8319 8319 -147      
Total Volume and Open Interest 19,041 33,296 -1,329
S & P 500(CME)
Dec02 021111 890.00 890.00 873.00 877.80 -13.60 59,225 548,892 +300,507
Mar03 021111 884.50 886.50 876.50 876.50 -13.70 2,027 72,883 +2,165
Jun03 021111 883.00 883.00 875.80 875.80 -13.90 842 4,494 +192
Sep03 021111 876.50 876.50 876.50 876.50 -13.90 0 38 +0
Total Volume and Open Interest 62,094 626,326 +302,864
S & P 500 E-Mini(Globex)
Dec02 021111 892.00 894.00 873.00 877.75 -13.75 587,172 398,232 -3,297
Mar03 021111 891.00 891.00 872.50 876.50 -13.75 116 161 +59
Total Volume and Open Interest 587,288 398,393 -3,238
NASDAQ 100(CME)
Dec02 021108 1027.00 1042.00 1005.00 1009.00 -20.50 14,011 77,307 -354
Mar03 021108 1013.00 1013.00 1013.00 1013.00 -20.50 0 3,263 +0
Jun03 021108 1016.50 1016.50 1016.50 1016.50 -20.50 0 6 +0
Total Volume and Open Interest 14,011 80,576 -354
NASDAQ 100 E-Mini(GLOBEX)
Dec02 021108 1035.5 1043.5 1005.0 1009.0 -20.5 244,796 144,080 -7,087
Mar03 021108 1042.0 1042.0 1013.0 1013.0 -20.5 19 6 -3
Total Volume and Open Interest 244,815 144,086 -7,090
NYSE Composite(NYBOT)
Dec02 021111 474.50 474.50 467.50 468.25 -7.25 109 1,787 +35
Mar03 021111 467.75 467.75 467.75 467.75 -7.25 0 80 +0
Jun03 021111 467.25 467.25 467.25 467.25 -7.25      
Total Volume and Open Interest 109 1,867 +35
S & P Midcap 400(CME)
Dec02 021111 422.50 423.00 413.75 416.00 -7.00 1,115 14,982 -19
Mar03 021111 416.40 416.40 416.40 416.40 -7.10      
Jun03 021111 417.40 417.40 417.40 417.40 -7.10      
Total Volume and Open Interest 1,115 14,982 -19
Russell 2000(CME)
Dec02 021111 377.75 377.80 368.50 369.65 -8.10 2,022 24,432 -140
Mar03 021111 370.15 370.15 370.15 370.15 -8.10      
Jun03 021111 372.15 372.15 372.15 372.15 -8.10      
Total Volume and Open Interest 2,022 24,432 -140
Value Line(KCBT)
Dec02 021111 997.00 997.00 973.00 975.50 -21.50 85 202 -60
Total Volume and Open Interest 90 226 -65
Nikkei 225(CME)
Dec02 021108 8700 8710 8560 8570 -235 1,035 18,933 -135
Mar03 021108 8580 8580 8580 8580 -235 1 44 +0
Total Volume and Open Interest 1,036 18,980 -135
Nikkei 225(SIMEX)
Dec02 021111 8590 8600 8430 8485 -185 16,759 95,941 -1,145
Mar03 021111 8475 8475 8475 8475 -185 0 441 +0
Jun03 021111 8435 8435 8435 8435 -185      
Total Volume and Open Interest 16,759 96,382 -1,145
CAC 40(MATIF)
Nov02 021108 3104.5 3140.0 3046.5 3061.5 -54.0 82,635 468,569 +22,962
Dec02 021108 3092.0 3132.0 3063.0 3068.0 -54.0 3,392 125,256 +39
Jan03 021108 3075.0 3075.0 3075.0 3075.0 -54.5      
Total Volume and Open Interest 86,027 627,928 +23,001
DAX Index(EUREX)
Dec02 021111 3048.0 3086.0 3018.0 3036.0 -50.5 79,696 224,079 -982
Mar03 021111 3077.0 3090.0 3055.0 3058.0 -51.5 201 12,739 +67
Jun03 021111 3082.0 3109.0 3080.5 3080.5 -52.5 12 1,905 -63
Total Volume and Open Interest 79,909 238,723 -978
FT-SE 100(LIFFE)
Dec02 021111 4025.00 4040.00 3963.50 4024.00 -23.00 56,784 386,779 -7,031
Mar03 021111 3980.00 4006.50 3979.50 4006.50 -24.50 4,233 45,141 +3,110
Jun03 021111 3987.00 4016.50 3987.00 4016.50 -24.50 1,224 22,109 +1,224
Total Volume and Open Interest 62,353 457,473 -2,586
SPI 200(SFE)
Dec02 021108 3033.0 3045.0 3004.0 3009.0 -45.0 13,263 153,954 +3,797
Mar03 021108 3022.0 3022.0 3014.0 3014.0 -45.0 128 2,073 +116
Jun03 021108 3021.0 3021.0 3021.0 3021.0 -44.0 0 1,238 +0
Total Volume and Open Interest 13,391 158,209 +3,913
GSCI(CME)
Nov02 021111 208.60 209.10 206.50 207.50 -0.50 2,978 9,989 -2,835
Dec02 021111 209.10 209.10 207.70 208.05 -0.45 3,105 5,770 +3,203
Jan03 021111 208.00 208.00 208.00 208.00 +1.00      
Total Volume and Open Interest 6,083 15,759 +368
Bridge CRB Index(NYBOT)
Jan03 021111 227.00 227.50 227.00 227.00 +0.40 38 302 +10
Feb03 021111 226.25 226.25 226.25 226.25 +0.40 1 220 +0
Apr03 021111 225.00 225.00 225.00 225.00 +0.40 0 114 +0
Total Volume and Open Interest 31,175 789 +10
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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