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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 December 11, 2002
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan03 021211 564.50 568.50 563.50 568.00 +4.00 31,939 68,696 -2,561
Mar03 021211 561.50 565.25 560.50 564.75 +4.25 11,066 53,822 +1,722
May03 021211 552.00 556.00 551.00 555.75 +3.50 2,827 42,373 +411
Jul03 021211 549.00 553.00 548.50 552.50 +4.25 4,031 27,887 +349
Aug03 021211 543.00 544.00 543.00 544.00 +4.50 298 3,002 +490
Sep03 021211 525.00 527.00 525.00 527.00 +6.50 51 377 +51
Nov03 021211 507.00 510.50 507.00 510.25 +4.75 1,389 18,552 +629
Total Volume and Open Interest 51,603 214,901 +1,093
Soybean Meal(CBOT)
Dec02 021211 162.40 163.80 162.00 163.60 +1.70 3,388 2,609 -215
Jan03 021211 163.00 164.80 162.80 164.10 +1.40 12,457 32,865 -744
Mar03 021211 163.70 165.40 163.50 165.10 +1.40 6,372 30,709 +153
May03 021211 162.80 164.60 162.80 164.30 +1.10 4,571 29,562 +1,047
Jul03 021211 162.70 164.10 162.70 163.80 +1.10 2,171 21,264 +80
Aug03 021211 161.00 161.70 160.80 161.40 +1.00 625 6,134 +320
Sep03 021211 157.50 159.20 157.50 158.50 +1.00 446 4,407 +7
Oct03 021211 153.80 155.20 153.80 154.70 +1.70 98 3,276 +83
Total Volume and Open Interest 31,424 142,741 +1,130
Soybean Oil(CBOT)
Dec02 021211 21.80 21.82 21.70 21.75 -0.05 3,078 1,902 -943
Jan03 021211 21.90 21.92 21.74 21.80 -0.01 16,248 54,681 -2,869
Mar03 021211 21.89 21.92 21.75 21.79 -0.03 7,825 44,108 -371
May03 021211 21.58 21.58 21.43 21.47 -0.04 2,183 26,119 +414
Jul03 021211 21.28 21.30 21.15 21.22 unch 2,681 14,892 -299
Aug03 021211 21.00 21.00 20.95 20.95 +0.08 111 3,443 -15
Sep03 021211 20.68 20.68 20.68 20.68 +0.08 18 1,697 +18
Oct03 021211 20.26 20.30 20.26 20.28 +0.13 1 1,160 +0
Total Volume and Open Interest 32,967 156,754 -3,972
Canola(WCE)
Jan03 021211 426.0 428.3 425.0 428.0 +2.8 5,288 17,151 -2,053
Mar03 021211 431.8 434.7 431.0 434.5 +3.1 3,146 19,208 -77
May03 021211 436.0 439.0 434.5 438.5 +2.8 979 8,942 +385
Jul03 021211 434.0 437.5 434.0 437.0 +3.3 130 2,820 +10
Sep03 021211 384.0 384.0 384.0 384.0 unch 0 200 +0
Total Volume and Open Interest 10,216 57,921 -1,610
Corn(CBOT)
Dec02 021211 235.25 238.25 235.00 237.75 +3.25 3,577 5,789 -1,900
Mar03 021211 238.75 241.00 238.75 240.50 +2.25 24,866 253,856 -1,206
May03 021211 241.25 242.75 241.25 242.25 +1.75 2,779 65,409 +114
Jul03 021211 243.75 245.00 243.75 244.50 +1.50 1,859 66,335 +296
Sep03 021211 241.25 242.00 241.25 241.50 +0.75 323 15,149 +147
Dec03 021211 238.75 240.00 238.00 239.25 +0.75 1,681 43,520 -307
Total Volume and Open Interest 35,490 455,381 -3,000
Wheat(CBOT)
Dec02 021211 338.00 348.00 338.00 347.50 +8.00 1,447 1,164 +670
Mar03 021211 348.50 357.50 347.50 354.75 +5.25 18,282 56,779 +362
May03 021211 340.00 346.00 339.00 344.00 +4.75 962 4,560 +138
Jul03 021211 308.00 312.50 308.00 310.50 +1.75 1,749 13,046 +81
Sep03 021211 312.00 315.00 312.00 314.50 +2.00 10 2,109 -92
Total Volume and Open Interest 22,495 81,205 +1,159
Wheat(KCBT)
Dec02 021211 392.00 398.00 392.00 395.50 +5.00 67 206 -71
Mar03 021211 380.00 385.00 379.50 384.25 +3.25 9,155 37,476 +1,488
May03 021211 364.00 368.00 363.50 366.00 +3.00 1,624 5,806 +181
Jul03 021211 338.50 342.50 338.25 342.50 +4.25 702 9,275 +128
Sep03 021211 336.75 340.00 336.75 340.00 +2.50 46 2,134 +1
Total Volume and Open Interest 11,628 56,108 +1,715
Wheat(MGE)
Dec02 021211 384.00 387.00 384.00 387.00 +2.00 0 2 +0
Mar03 021211 396.00 400.75 393.00 400.50 +5.25 2,070 16,078 +142
May03 021211 393.00 396.75 389.25 396.75 +4.50 721 4,266 +80
Jul03 021211 380.00 384.00 377.50 382.50 +2.50 274 2,067 +80
Sep03 021211 356.00 359.50 355.00 359.00 +3.00 146 1,554 +46
Total Volume and Open Interest 3,251 24,970 +364
Oats(CBOT)
Dec02 021211 201.00 203.75 200.00 200.00 unch 43 217 -8
Mar03 021211 200.25 202.75 200.00 201.75 +1.50 787 4,659 -9
May03 021211 195.50 196.50 195.50 196.00 +1.50 79 948 +30
Jul03 021211 178.00 179.25 178.00 179.25 +1.25 6 140 +2
Total Volume and Open Interest 925 6,035 +20
Rough Rice(CBOT)
Jan03 021211 4.04 4.05 4.00 4.02 -0.02 134 4,433 -69
Mar03 021211 4.27 4.28 4.24 4.26 -0.01 93 2,477 +34
May03 021211 4.48 4.48 4.48 4.48 -0.01 74 1,159 +15
Jul03 021211 4.63 4.63 4.63 4.63 -0.03 1 786 +1
Total Volume and Open Interest 367 8,948 +42
Live Cattle(CME)
Dec02 021211 74.550 74.575 73.725 73.825 -0.950 2,937 13,072 -793
Feb03 021211 78.100 78.200 77.650 77.925 -0.300 7,573 52,495 +283
Apr03 021211 77.350 77.450 77.075 77.375 -0.075 2,983 29,111 -242
Jun03 021211 71.850 71.950 71.600 71.850 -0.200 1,204 17,898 +54
Aug03 021211 70.400 70.500 70.250 70.350 -0.175 366 5,396 -51
Oct03 021211 71.700 71.750 71.500 71.500 -0.225 97 991 +33
Total Volume and Open Interest 15,160 118,963 -716
Feeder Cattle(CME)
Jan03 021211 84.000 84.000 83.300 83.575 -0.300 1,448 6,031 -252
Mar03 021211 82.600 82.650 81.850 82.375 -0.300 1,128 4,022 +34
Apr03 021211 82.450 82.450 81.700 82.050 -0.450 228 1,527 -12
May03 021211 82.750 82.750 82.050 82.525 -0.275 162 883 +67
Aug03 021211 84.600 84.600 84.100 84.550 -0.150 45 797 -4
Sep03 021211 84.350 84.450 84.100 84.400 -0.250 14 86 +1
Oct03 021211 84.250 84.250 84.200 84.200 -0.550 0 32 +0
Total Volume and Open Interest 3,025 13,379 -166
Lean Hogs(CME)
Dec02 021211 42.800 43.500 42.750 43.250 +0.775 5,005 9,334 -1,201
Feb03 021211 51.050 52.450 50.875 52.450 +2.000 9,457 21,399 -1,749
Apr03 021211 56.400 58.150 56.400 57.950 +1.800 1,772 7,528 +79
May03 021211 60.400 62.050 60.350 62.025 +1.950 351 1,925 +26
Jun03 021211 64.100 65.925 64.100 65.850 +1.800 299 4,201 +19
Jul03 021211 61.050 63.050 61.050 63.050 +2.000 119 1,319 +9
Aug03 021211 58.750 60.250 58.750 60.250 +1.925 82 892 +36
Oct03 021211 52.500 52.700 52.500 52.700 +1.350 24 221 +15
Total Volume and Open Interest 17,121 46,875 -2,758
Pork Bellies(CME)
Feb03 021211 81.700 84.550 81.700 84.550 +3.000 637 1,829 -1
Mar03 021211 80.650 83.250 80.650 83.250 +3.000 62 222 +1
May03 021211 81.850 84.500 81.850 84.500 +3.000 14 80 -8
Jul03 021211 84.475 86.100 84.475 86.100 +3.000 4 131 -4
Aug03 021211 85.300 85.300 85.300 85.300 +3.000 0 13 +0
Total Volume and Open Interest 717 2,275 -12
Cocoa(NYBOT)
Dec02 021211 2073 2083 2053 2055 -71 24 653 -50
Mar03 021211 2050 2053 2008 2019 -67 6,791 31,604 -582
May03 021211 2036 2037 2000 2006 -67 332 11,251 -57
Jul03 021211 2014 2014 1985 1990 -67 276 7,767 +42
Sep03 021211 1995 1995 1982 1982 -65 13 7,138 +11
Dec03 021211 2000 2000 1974 1974 -67 139 9,631 +64
Mar04 021211 2001 2001 1974 1974 -67 57 3,750 +16
Total Volume and Open Interest 8,659 80,460 -558
Coffee "C"(NYBOT)
Dec02 021211 61.50 61.50 58.25 58.25 -3.65 36 214 -35
Mar03 021211 64.75 65.00 61.40 61.75 -3.90 5,457 47,588 +2,399
May03 021211 67.25 67.40 64.00 64.20 -3.85 830 11,179 +1,278
Jul03 021211 69.50 69.50 66.40 66.50 -3.75 153 8,137 +843
Sep03 021211 71.60 71.60 68.45 68.45 -3.60 271 4,509 +23
Dec03 021211 73.75 73.90 70.75 70.75 -3.45 95 1,421 +112
Total Volume and Open Interest 6,879 74,501 +4,625
Orange Juice(NYBOT)
Jan03 021211 97.40 99.60 97.40 99.40 +1.95 1,388 10,076 -514
Mar03 021211 100.00 102.10 100.00 101.85 +1.90 1,218 8,413 +466
May03 021211 103.65 103.95 103.60 103.95 +1.80 0 4,192 -50
Jul03 021211 105.10 105.50 105.10 105.30 +1.15 0 909 +0
Sep03 021211 106.30 106.30 106.30 106.30 +1.15 0 256 +0
Total Volume and Open Interest 2,606 24,186 -98
Sugar #11(NYBOT)
Mar03 021211 7.50 7.54 7.38 7.49 +0.04 15,388 122,825 -1,506
May03 021211 6.88 6.91 6.80 6.88 +0.03 3,772 29,313 +750
Jul03 021211 6.27 6.30 6.21 6.26 +0.02 1,716 24,948 -702
Oct03 021211 6.14 6.15 6.08 6.12 -0.01 943 22,194 +28
Mar04 021211 6.13 6.13 6.08 6.09 -0.02 456 9,040 -74
Total Volume and Open Interest 23,011 216,836 -1,381
London Cocoa(LCE)
Dec02 021211 1333 1333 1294 1305 -35 5,978 2,541 -4,145
Mar03 021211 1370 1370 1321 1335 -40 7,786 77,777 -300
May03 021211 1378 1381 1335 1348 -38 1,036 30,299 +403
Jul03 021211 1388 1388 1345 1358 -38 315 15,451 +24
Sep03 021211 1400 1400 1362 1370 -38 111 11,645 -1
Dec03 021211 1409 1409 1370 1381 -38 1,826 15,114 +566
Mar04 021211 1391 1391 1391 1391 -38 0 5,317 +0
Total Volume and Open Interest 17,052 159,020 -3,453
London Coffee(LCE)
Jan03 021211 788.00 789.00 755.00 759.00 -29.00 3,870 36,186 -2,153
Mar03 021211 808.00 808.00 772.00 777.00 -30.00 3,943 44,858 +1,561
May03 021211 823.00 823.00 790.00 792.00 -30.00 819 20,451 +196
Jul03 021211 834.00 834.00 805.00 807.00 -29.00 11 15,564 -1
Sep03 021211 820.00 820.00 820.00 820.00 -30.00 0 8,397 +0
Nov03 021211 862.00 862.00 833.00 834.00 -30.00 300 4,747 +80
Total Volume and Open Interest 8,943 131,383 -317
London Sugar(LCE)
Dec02 021115 209.50 217.90 209.00 214.00 +4.50 2,590 2,552 -2,069
Mar03 021211 211.00 212.50 209.00 209.00 -1.60 1,593 33,132 -662
May03 021211 202.30 203.20 200.00 200.00 -1.10 427 10,124 -413
Aug03 021211 191.90 192.50 189.30 189.30 -0.80 214 9,341 -39
Oct03 021211 177.90 179.00 175.80 175.80 -0.80 107 5,142 -60
Total Volume and Open Interest 2,493 62,101 -1,086
Cotton(NYBOT)
Mar03 021211 50.20 50.50 49.95 50.31 -0.32 8,759 45,788 +906
May03 021211 54.20 54.35 53.90 54.20 -0.26 1,763 16,222 +118
Jul03 021211 55.30 55.35 55.05 55.23 -0.23 662 6,117 +29
Oct03 021211 55.60 55.60 55.60 55.60 +0.40 0 706 +0
Dec03 021211 55.75 56.25 55.75 56.21 +0.39 348 4,129 +48
Mar04 021211 58.50 58.50 58.50 58.50 +0.40 0 433 +0
Total Volume and Open Interest 11,532 73,861 +1,101
Lumber(CME)
Jan03 021211 239.2 239.5 237.1 238.7 -2.5 357 1,975 +31
Mar03 021211 251.1 252.5 249.9 251.2 -1.8 118 640 +12
May03 021211 259.1 260.0 258.5 259.2 -1.3 30 241 +0
Jul03 021211 265.0 265.0 264.0 264.0 -1.1 3 53 +1
Total Volume and Open Interest 510 2,914 +45
Crude Oil(NYM)
Jan03 021211 27.68 27.97 27.30 27.40 -0.34 128,672 108,324 -5,237
Feb03 021211 27.70 27.95 27.30 27.42 -0.35 72,005 90,835 +14,893
Mar03 021211 27.32 27.55 26.95 27.04 -0.36 23,374 48,325 +1,146
Apr03 021211 26.98 27.05 26.63 26.65 -0.38 5,976 32,064 +1,280
May03 021211 26.65 26.65 26.27 26.27 -0.39 4,030 22,484 +842
Jun03 021211 26.25 26.30 25.82 25.89 -0.40 7,231 29,657 +188
Jul03 021211 25.85 25.85 25.52 25.52 -0.41 2,283 19,593 +907
Aug03 021211 25.20 25.20 25.20 25.20 -0.41 433 11,302 +38
Sep03 021211 24.92 24.92 24.92 24.92 -0.41 1,387 17,617 +345
Oct03 021211 24.67 24.67 24.67 24.67 -0.41 596 8,967 +370
Total Volume and Open Interest 253,810 507,537 +15,593
Heating Oil(NYM)
Jan03 021211 77.00 78.10 76.50 76.87 -0.32 36,432 48,460 +797
Feb03 021211 77.05 77.70 76.35 76.73 -0.36 19,980 33,101 +1,359
Mar03 021211 74.80 75.10 74.10 74.23 -0.61 7,368 18,521 +112
Apr03 021211 72.50 72.50 71.63 71.63 -0.71 2,247 14,387 +710
May03 021211 70.15 70.15 69.20 69.23 -0.81 126 8,076 -37
Jun03 021211 68.90 68.90 68.13 68.13 -0.86 547 6,324 +10
Jul03 021211 68.50 68.60 67.73 67.73 -0.91 235 4,786 +125
Aug03 021211 68.40 68.50 67.63 67.63 -0.96 36 3,234 +26
Sep03 021211 68.75 68.75 67.98 67.98 -1.01 232 2,727 +102
Oct03 021211 68.90 68.90 68.38 68.38 -1.01 25 1,331 +0
Total Volume and Open Interest 67,330 149,490 +3,239
Unleaded Gas(NYM)
Jan03 021211 79.00 79.90 77.00 77.39 -1.48 30,837 38,914 -474
Feb03 021211 78.40 78.45 76.40 76.96 -1.15 17,659 23,156 +1,908
Mar03 021211 78.25 78.30 76.60 77.01 -1.10 7,403 13,114 -506
Apr03 021211 83.75 83.90 83.16 83.16 -0.95 2,254 11,208 +743
May03 021211 83.75 83.75 82.50 82.71 -0.98 932 5,490 +374
Jun03 021211 82.00 82.00 81.10 81.56 -0.98 55 4,550 +29
Jul03 021211 79.86 79.86 79.86 79.86 -0.98 53 2,021 -125
Aug03 021211 77.70 77.70 77.66 77.66 -0.98 25 2,555 +25
Total Volume and Open Interest 59,368 105,182 +1,974
Natural Gas(NYM)
Jan03 021211 4.620 4.770 4.610 4.709 +0.073 64,731 51,493 +4,923
Feb03 021211 4.595 4.730 4.590 4.675 +0.081 17,170 37,897 +2,531
Mar03 021211 4.495 4.580 4.480 4.539 +0.055 10,957 38,491 +1,650
Apr03 021211 4.290 4.390 4.290 4.324 +0.030 5,997 19,224 +323
May03 021211 4.210 4.270 4.200 4.232 +0.020 3,574 15,845 -136
Jun03 021211 4.200 4.250 4.200 4.217 +0.010 1,729 22,501 +769
Jul03 021211 4.205 4.250 4.160 4.224 +0.009 2,028 16,512 +240
Aug03 021211 4.225 4.270 4.205 4.234 +0.009 869 12,236 +263
Total Volume and Open Interest 115,128 390,067 +10,803
Brent Crude Oil(IPE)
Jan03 021211 26.35 26.72 26.10 26.25 -0.17 37,330 44,168 -2,362
Feb03 021211 25.96 26.21 25.61 25.74 -0.29 43,990 71,907 +5,945
Mar03 021211 25.75 25.88 25.35 25.49 -0.40 16,130 33,568 +674
Apr03 021211 25.43 25.59 25.21 25.23 -0.41 4,007 17,080 -1,654
May03 021211 25.19 25.20 24.95 24.95 -0.42 3,723 13,044 -226
Jun03 021211 24.92 25.00 24.64 24.66 -0.45 4,053 25,890 +1,687
Jul03 021211 24.51 24.51 24.41 24.41 -0.46 100 9,731 -10
Aug03 021211 24.16 24.16 24.16 24.16 -0.46 500 6,392 +0
Total Volume and Open Interest 112,183 273,070 +5,256
Gas Oil(IPE)
Dec02 021211 235.00 235.00 231.00 233.00 +3.25 12,843 27,934 -4,023
Jan03 021211 231.75 231.75 227.50 228.50 +2.00 19,216 58,677 -278
Feb03 021211 228.50 228.50 224.50 225.75 +1.75 6,365 30,554 +1,962
Mar03 021211 224.25 224.25 221.00 221.00 +1.00 879 11,459 -144
Apr03 021211 219.75 219.75 216.50 216.50 +0.75 0 7,913 +0
May03 021211 215.50 215.50 212.00 212.00 +0.25 40 6,397 +0
Jun03 021211 210.00 211.00 209.50 209.50 unch 1,248 17,408 +390
Jul03 021211 210.25 210.25 209.00 209.00 -0.25 40 3,186 +0
Total Volume and Open Interest 40,731 191,284 -2,093
US Dollar Index(NYBOT)
Dec02 021211 105.45 105.56 105.27 105.37 -0.03 2,935 4,723 -2,949
Mar03 021211 105.86 106.11 105.72 105.85 -0.03 2,488 11,353 +2,215
Jun03 021211 106.43 106.43 106.43 106.43 +0.10 1 2,001 +1
Total Volume and Open Interest 5,424 18,078 -733
Australian Dollar(CME)
Dec02 021211 55.98 56.10 55.98 56.03 +0.13 8,499 19,137 -4,628
Mar03 021211 55.54 55.65 55.52 55.57 +0.13 8,811 23,537 +5,575
Jun03 021211 55.11 55.11 55.11 55.11 +0.13 1,030 699 +20
Total Volume and Open Interest 18,340 43,658 +967
British Pound(CME)
Dec02 021211 157.12 157.70 157.06 157.64 +0.50 5,765 22,589 -2,947
Mar03 021211 156.18 156.76 156.02 156.64 +0.50 8,021 17,617 +4,086
Jun03 021211 155.66 155.66 155.66 155.66 +0.50 4 240 +3
Total Volume and Open Interest 13,790 40,447 +1,142
Canadian Dollar(CME)
Dec02 021211 64.15 64.38 64.14 64.28 +0.22 14,940 31,862 -5,787
Mar03 021211 63.93 64.16 63.90 64.05 +0.22 17,531 39,653 +12,307
Jun03 021211 63.68 63.90 63.68 63.84 +0.22 361 4,637 +251
Sep03 021211 63.49 63.67 63.49 63.64 +0.22 10 931 +6
Total Volume and Open Interest 32,845 77,910 +6,778
Japanese Yen(CME)
Dec02 021211 81.12 81.13 80.88 80.91 +0.02 12,562 44,848 -15,774
Mar03 021211 81.41 81.43 81.16 81.21 +0.02 12,896 54,523 +10,021
Jun03 021211 81.51 81.51 81.51 81.51 +0.02 0 20,091 +0
Total Volume and Open Interest 25,458 119,680 -5,753
Swiss Franc(CME)
Dec02 021211 68.32 68.54 68.27 68.41 -0.10 7,066 28,453 -2,935
Mar03 021211 68.45 68.68 68.41 68.54 -0.10 7,767 27,562 +4,625
Jun03 021211 68.84 68.84 68.68 68.68 -0.10 1 368 +1
Total Volume and Open Interest 14,834 56,438 +1,691
EuroFX(CME)
Dec02 021211 100.66 100.94 100.63 100.78 -0.11 18,595 55,063 -15,029
Mar03 021211 100.30 100.60 100.24 100.40 -0.11 22,010 65,690 +13,776
Jun03 021211 100.10 100.12 100.06 100.06 -0.11 239 781 +229
Total Volume and Open Interest 40,848 121,589 -1,022
Mexican Peso(CME)
Dec02 021211 9850.0 9860.0 9780.0 9817.0 -8.0 3,184 11,965 -2,484
Mar03 021211 9655.0 9670.0 9615.0 9640.0 -2.0 4,798 9,733 +183
Total Volume and Open Interest 8,004 22,598 -2,297
30-Year T-Bonds(CBOT)
Dec02 021211 111~16 112~10 111~13 112~07 +0~25 29,867 62,487 -5,534
Mar03 021211 110~02 111~02 110~00 110~28 +0~25 164,371 381,811 +11,033
Jun03 021211 108~28 109~22 108~27 109~19 +0~25 76 23,522 -284
Total Volume and Open Interest 194,316 467,912 +5,215
Municipal Bonds(CBOT)
Dec02 021211 108~24 109~03 108~20 109~00 +0~10 173 2,416 -47
Mar03 021211 102~06 102~24 102~03 102~20 +0~15 295 1,460 -27
Total Volume and Open Interest 468 3,876 -74
10-Year T-Notes(CBOT)
Dec02 021211 114~005 114~175 113~300 114~130 +0~135 43,998 105,394 -13,431
Mar03 021211 112~205 113~065 112~170 113~020 +0~135 320,115 671,678 -3,568
Total Volume and Open Interest 364,113 780,346 -16,999
5-Year T-Notes(CBOT)
Dec02 021211 113~005 113~055 112~300 113~025 +0~085 7,708 0 +0
Mar03 021211 111~150 111~280 111~145 111~240 +0~085 106,954 0 +0
Jun03 021211 111~030 111~030 111~030 111~030 +0~085      
Total Volume and Open Interest 114,662    
2 Year T-Notes(CBOT)
Dec02 021211 107~040 107~056 107~040 107~052 +0~012 2,462 16,412 -1,800
Mar03 021211 106~101 106~120 106~100 106~116 +0~015 9,526 100,199 +1,670
Total Volume and Open Interest 11,988 116,611 -130
3-Mth T-Bills(IMM)
Mar03 021211 98.85 98.85 98.85 98.85 +0.01 3 35 +3
Total Volume and Open Interest 4 584 +3
Eurodollars(CME)
Dec02 021211 98.598 98.603 98.592 98.595 -0.005 50,272 808,919 -14,133
Mar03 021211 98.570 98.595 98.570 98.585 +0.005 65,050 711,507 +5,158
Jun03 021211 98.390 98.435 98.385 98.420 +0.035 75,866 547,500 -3,467
Sep03 021211 98.090 98.170 98.090 98.150 +0.065 79,660 452,787 +5,828
Dec03 021211 97.725 97.810 97.725 97.795 +0.075 47,521 369,703 +28
Mar04 021211 97.335 97.425 97.335 97.410 +0.080 32,985 242,647 -1,519
Jun04 021211 96.960 97.030 96.960 97.020 +0.070 23,364 186,783 -1,997
Sep04 021211 96.640 96.700 96.640 96.695 +0.065 14,353 164,425 +1,198
Dec04 021211 96.375 96.430 96.370 96.425 +0.065 11,784 127,197 +508
Mar05 021211 96.180 96.235 96.180 96.230 +0.065 15,428 113,986 -354
Jun05 021211 96.010 96.055 96.010 96.055 +0.060 11,448 89,644 -1,201
Sep05 021211 95.860 95.915 95.860 95.910 +0.060 12,512 97,522 +3,833
Total Volume and Open Interest 461,749 4,373,387 -163
3-Mth Euro-Yen(CME)
Dec02 021211 99.93 99.93 99.92 99.92 unch 56 8,638 -84
Mar03 021211 99.88 99.88 99.88 99.88 unch 184 8,593 -21
Jun03 021211 99.90 99.90 99.90 99.90 unch 136 5,438 -68
Sep03 021211 99.89 99.89 99.89 99.89 +0.01 229 1,629 -59
Dec03 021211 99.86 99.86 99.86 99.86 -0.01 130 1,539 -55
Mar04 021211 99.82 99.82 99.82 99.82 unch 127 2,291 -10
Jun04 021211 99.82 99.82 99.82 99.82 unch 3 692 +1
Sep04 021211 99.76 99.76 99.76 99.76 unch 5 1,236 +5
Dec04 021211 99.71 99.71 99.71 99.71 unch 0 262 +0
Mar05 021211 99.65 99.65 99.65 99.65 unch 0 760 +0
Total Volume and Open Interest 870 34,278 -291
3-Mth Euro-Yen(SIMEX)
Mar03 021211 99.88 99.88 99.88 99.88 +0.00 304 44,811 -87
Jun03 021211 99.89 99.90 99.89 99.90 +0.01 1,648 55,640 +826
Sep03 021211 99.89 99.89 99.88 99.89 unch 411 29,691 +63
Dec03 021211 99.86 99.87 99.86 99.87 +0.01 462 27,159 +131
Mar04 021211 99.81 99.82 99.81 99.82 +0.01 440 23,860 -163
Jun04 021211 99.81 99.81 99.81 99.81 unch 5 13,239 -5
Sep04 021211 99.77 99.77 99.76 99.77 +0.01 19 2,979 +12
Dec04 021211 99.73 99.73 99.73 99.73 +0.01 0 4,752 +0
Total Volume and Open Interest 3,493 273,118 +857
German Euro-Bund(EUREX)
Mar03 021206 111.38 111.99 111.30 111.60 +0.19 778,828 571,797 +158,166
Jun03 021206 110.58 111.02 110.55 110.81 +0.15 5,642 2 +1
Total Volume and Open Interest 1,506,316 614,557 -42,508
German Euro-Bobl(EUREX)
Mar03 021206 109.34 109.68 109.24 109.57 +0.26 528,275 430,296 +91,021
Jun03 021206 108.62 108.62 108.62 108.62 +0.28 2,903 2,435 +0
Total Volume and Open Interest 971,026 485,297 -107,591
Long Gilt(LIFFE)
Dec02 021206 118~27 119~16 118~27 119~06 +0~11 1,812 19,564 -1,136
Mar03 021206 118~01 118~26 118~01 118~14 +0~11 28,850 75,328 +160
Total Volume and Open Interest 30,662 94,892 -976
3-Mth Short Sterling(LIFFE)
Dec02 021206 95.98 96.01 95.98 95.99 unch 24,857 0 +0
Mar03 021206 95.98 96.10 95.98 96.05 +0.06 36,388 0 +0
Jun03 021206 95.86 95.97 95.84 95.94 +0.09 45,692 0 +0
Total Volume and Open Interest 151,775    
3-Mth Euribor(LIFFE)
Dec02 021206 97.125 97.130 97.115 97.120 -0.010 381,639 571,175 -8,429
Mar03 021206 97.195 97.230 97.180 97.210 +0.015 258,488 547,308 +21,318
Jun03 021206 97.160 97.215 97.140 97.195 +0.040 172,584 372,402 +5,162
Total Volume and Open Interest 1,119,255 2,350,762 +23,798
3-Mth Aus T-Bills(SFE)
Dec02 021211 95.17 95.17 95.16 95.17 -0.01 11,056 187,817 -3,311
Mar03 021211 95.37 95.37 95.34 95.37 unch 15,400 172,828 +13,344
Jun03 021211 95.28 95.31 95.27 95.31 +0.01 3,495 54,721 +3,020
Sep03 021211 95.17 95.20 95.16 95.20 +0.01 690 25,679 +375
Dec03 021211 95.05 95.08 95.05 95.08 +0.01 670 16,965 +385
Mar04 021211 94.93 94.96 94.93 94.96 unch 540 12,828 +485
Jun04 021211 94.82 94.85 94.82 94.85 +0.01 406 7,572 +408
Sep04 021211 94.72 94.75 94.72 94.75 unch 348 5,697 +343
Dec04 021211 94.68 94.68 94.68 94.68 unch 1 2,003 +0
Mar05 021211 94.62 94.62 94.62 94.62 unch 2 698 +1
Total Volume and Open Interest 32,609 487,510 +15,051
10-Year Aus T-Bonds(SFE)
Dec02 021211 94.60 94.63 94.57 94.63 +0.03 24,859 208,930 +12,137
Mar03 021211 94.48 94.50 94.45 94.50 +0.03 10,670 17,128 +10,354
Total Volume and Open Interest 35,529 226,058 +22,491
3-Year Aus T-Bonds(SFE)
Dec02 021211 95.20 95.23 95.17 95.23 +0.01 43,211 535,992 +30,259
Mar03 021211 95.01 95.02 94.99 95.02 -0.01 5,876 10,802 +6,811
Total Volume and Open Interest 49,087 546,794 +37,070
Gold(CMX)
Dec02 021211 323.3 325.0 323.3 324.8 +1.3 124 738 -128
Feb03 021211 324.6 326.0 324.3 325.5 +1.3 34,046 118,897 -1,027
Apr03 021211 325.2 326.8 325.1 326.2 +1.3 622 11,825 +18
Jun03 021211 326.0 327.5 325.7 326.8 +1.3 2,108 13,595 +122
Aug03 021211 327.4 327.4 327.4 327.4 +1.3 17 8,382 -14
Oct03 021211 327.9 327.9 327.9 327.9 +1.2 120 1,281 -48
Total Volume and Open Interest 39,894 180,754 -2,726
Silver(CMX)
Dec02 021211 460.5 466.0 460.5 463.4 +2.6 43 1,207 -6
Mar03 021211 463.5 466.5 463.0 464.5 +2.2 8,236 54,603 +183
May03 021211 465.0 466.5 465.0 465.9 +2.2 16 3,553 -5
Jul03 021211 465.5 469.0 465.0 467.3 +2.3 21 7,470 +4
Sep03 021211 468.3 468.3 468.3 468.3 +2.3 0 873 +0
Total Volume and Open Interest 8,331 76,695 +172
Platinum(NYM)
Jan03 021211 594.5 595.0 592.5 594.9 -0.9 1,095 8,109 -134
Apr03 021211 586.5 587.4 586.5 587.4 -0.7 530 677 +353
Jul03 021211 583.9 583.9 583.9 583.9 -0.7 0 12 +0
Total Volume and Open Interest 1,625 8,798 +219
Palladium(NYME)
Dec02 021211 244.00 244.00 244.00 244.00 -3.15 18 43 -32
Mar03 021211 245.00 246.00 243.25 245.00 -3.15 68 2,001 -18
Total Volume and Open Interest 86 2,044 -50
Copper(CMX)
Dec02 021211 73.45 73.60 73.25 73.60 -0.10 393 2,957 -185
Mar03 021211 74.15 74.70 73.80 74.40 -0.10 6,388 47,505 -1,276
May03 021211 74.80 75.00 74.80 74.85 -0.10 24 4,335 +8
Jul03 021211 75.10 75.40 75.10 75.30 -0.10 28 3,966 +7
Sep03 021211 75.55 75.55 75.55 75.55 -0.15 19 4,084 -7
Total Volume and Open Interest 7,069 81,384 -1,403
DJIA Index(CBOT)
Dec02 021211 8535 8625 8480 8570 +15 14,135 31,601 -259
Mar03 021211 8515 8610 8470 8554 +16 1,028 1,817 +328
Jun03 021211 8555 8555 8536 8536 +18 116 120 +114
Total Volume and Open Interest 15,279 33,565 +178
S & P 500(CME)
Dec02 021211 897.50 910.20 895.70 902.20 +0.20 96,489 421,154 -26,726
Mar03 021211 897.50 909.00 895.00 901.30 +0.10 46,598 223,006 +33,393
Jun03 021211 901.00 901.00 901.00 901.00 +0.10 408 8,919 +40
Sep03 021211 895.50 900.90 895.50 900.90 +0.10 2 846 +0
Total Volume and Open Interest 143,497 653,958 +6,707
S & P 500 E-Mini(Globex)
Dec02 021211 902.25 910.25 895.50 902.25 +0.25 536,345 444,213 -1,197
Mar03 021211 901.00 909.00 895.00 901.25 unch 2,975 5,664 +559
Total Volume and Open Interest 539,320 449,877 -638
NASDAQ 100(CME)
Dec02 021211 1023.00 1048.50 1019.00 1035.50 +4.50      
Mar03 021211 1023.00 1051.00 1023.00 1038.50 +4.50      
Jun03 021211 1042.00 1042.50 1042.00 1042.00 +4.50      
Total Volume and Open Interest      
NASDAQ 100 E-Mini(GLOBEX)
Dec02 021206 1062.0 1075.0 1030.0 1067.0 +11.0 331,456 157,652 +5,692
Mar03 021206 1065.0 1077.0 1033.0 1070.5 +11.5 628 1,250 +909
Total Volume and Open Interest 332,084 158,902 +6,601
NYSE Composite(NYBOT)
Dec02 021211 479.90 482.75 479.90 482.00 -0.25 542 2,394 -162
Mar03 021211 479.00 481.25 479.00 481.25 -0.25 130 140 +60
Jun03 021211 480.50 480.50 480.50 480.50 -0.25      
Total Volume and Open Interest 672 2,534 -102
S & P Midcap 400(CME)
Dec02 021211 433.00 438.00 432.00 436.00 +0.75 1,819 14,002 -642
Mar03 021211 435.50 437.00 435.50 436.20 +0.75 841 2,405 +675
Jun03 021211 437.25 437.25 437.25 437.25 +0.75      
Total Volume and Open Interest 2,660 16,407 +33
Russell 2000(CME)
Dec02 021211 392.00 396.50 391.00 393.65 -0.10 2,616 24,678 -208
Mar03 021211 392.00 396.00 391.50 393.55 -0.10 650 2,883 +573
Jun03 021211 395.55 395.55 395.55 395.55 -0.10      
Total Volume and Open Interest 3,266 27,561 +365
Value Line(KCBT)
Dec02 021211 1054.50 1063.00 1053.50 1056.00 -1.00 40 295 +15
Total Volume and Open Interest 176 460 +113
Nikkei 225(CME)
Dec02 021206 8850 8895 8820 8890 +5 1,265 18,220 -32
Mar03 021206 8860 8905 8860 8895 +5 173 698 +159
Total Volume and Open Interest 1,438 18,925 +127
Nikkei 225(SIMEX)
Dec02 021211 8865 8880 8685 8695 -120 30,764 88,860 -6,873
Mar03 021211 8840 8890 8680 8690 -115 14,670 25,986 +11,792
Jun03 021211 8645 8645 8645 8645 -115 0 104 +0
Total Volume and Open Interest 45,434 114,950 +4,919
CAC 40(MATIF)
Dec02 021206 3200.0 3200.0 3200.0 3200.0 +31.0 75,226 543,834 +18,258
Jan03 021206 3205.5 3205.5 3205.5 3205.5 +29.5 3 2,604 +0
Total Volume and Open Interest 76,240 594,161 +19,261
DAX Index(EUREX)
Dec02 021211 3153.0 3217.5 3137.0 3188.0 +25.5 98,548 178,335 -21,206
Mar03 021211 3175.0 3238.0 3164.5 3211.0 +26.0 21,764 58,744 +20,264
Jun03 021211 3245.5 3251.0 3233.0 3233.0 +26.0 64 3,960 +9
Total Volume and Open Interest 120,376 241,039 -933
FT-SE 100(LIFFE)
Dec02 021211 3930.00 4002.00 3916.00 3978.00 +55.00 96,873 329,274 -7,021
Mar03 021211 3917.00 3985.50 3902.00 3963.00 +55.50 24,367 127,976 +16,437
Jun03 021211 3946.00 3984.50 3946.00 3968.50 +55.00 143 27,313 +60
Total Volume and Open Interest 121,883 490,813 +9,476
SPI 200(SFE)
Dec02 021206 3022.0 3040.0 3021.0 3037.0 -5.0 8,995 132,315 -43,665
Mar03 021206 3034.0 3040.0 3026.0 3040.0 -5.0 1,183 15,031 +1,059
Jun03 021206 3044.0 3044.0 3044.0 3044.0 -6.0 55 1,510 -5
Total Volume and Open Interest 10,311 151,480 -42,557
GSCI(CME)
Dec02 021211 222.20 223.30 221.85 221.85 +0.05 4,142 6,179 -3,705
Jan03 021211 221.70 222.40 221.30 221.30 +0.20 3,663 8,780 +3,336
Feb03 021211 219.00 219.00 219.00 219.00 -0.50      
Total Volume and Open Interest 7,805 14,959 -369
Bridge CRB Index(NYBOT)
Jan03 021211 231.80 232.75 231.80 232.35 unch 14 353 -1
Feb03 021211 231.10 231.10 231.10 231.10 unch 0 223 +0
Apr03 021211 228.00 229.35 228.00 229.35 unch 6 127 +2
Total Volume and Open Interest 20 705 +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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