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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 October 17, 2001
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Nov01 011017 432.00 435.50 427.75 434.00 +3.50 29,594 82,061 -1,783
Jan02 011017 435.75 439.25 431.50 438.25 +3.50 11,985 42,521 +2,054
Mar02 011017 441.00 443.25 434.50 441.75 +3.00 5,763 27,163 +947
May02 011017 444.00 447.00 439.00 446.25 +3.00 2,284 22,321 +547
Jul02 011017 449.00 451.00 444.00 450.50 +3.00 1,927 18,615 +584
Aug02 011017 448.00 449.00 444.50 449.00 +1.75 55 583 +16
Sep02 011017 451.00 451.00 451.00 451.00 +2.00 4 151 +3
Total Volume and Open Interest 51,763 198,588 +2,399
Soybean Meal(CBOT)
Dec01 011017 158.10 159.50 156.90 158.40 +0.60 14,939 50,194 +224
Jan02 011017 157.20 157.60 155.50 156.80 +0.40 4,914 19,114 +1,074
Mar02 011017 154.80 154.90 153.00 153.90 -0.30 3,352 14,021 +450
May02 011017 152.70 153.00 150.80 151.40 -0.60 2,226 17,147 +683
Jul02 011017 153.00 153.00 150.90 151.30 -0.50 1,987 12,578 +780
Aug02 011017 152.50 152.50 150.60 150.70 -0.50 923 3,636 +200
Sep02 011017 152.00 152.00 150.50 150.70 -0.80 503 3,041 +271
Oct02 011017 151.00 151.00 149.60 149.70 -0.30 266 1,087 +169
Total Volume and Open Interest 29,483 122,501 +4,070
Soybean Oil(CBOT)
Dec01 011017 14.94 15.28 14.84 15.24 +0.33 10,293 66,507 -1,717
Jan02 011017 15.13 15.46 15.03 15.45 +0.36 4,202 25,993 -648
Mar02 011017 15.42 15.74 15.32 15.72 +0.35 1,762 22,759 -87
May02 011017 15.67 15.97 15.56 15.97 +0.34 2,312 22,607 +49
Jul02 011017 15.93 16.23 15.83 16.22 +0.33 2,024 16,040 -414
Aug02 011017 16.02 16.35 15.96 16.28 +0.31 703 3,192 +119
Sep02 011017 16.16 16.47 16.10 16.37 +0.30 481 2,600 +8
Oct02 011017 16.23 16.60 16.23 16.47 +0.30 36 1,219 -14
Total Volume and Open Interest 21,936 163,428 -2,647
Canola(WCE)
Nov01 011017 322.5 325.0 319.4 325.0 +3.2 2,401 22,583 -990
Jan02 011017 323.0 325.8 319.5 325.6 +3.6 2,871 33,115 +1,049
Mar02 011017 322.5 325.5 320.0 325.5 +3.3 684 9,410 +195
May02 011017 321.0 326.4 321.0 326.0 +3.7 77 1,746 -43
Jul02 011017 326.0 326.0 326.0 326.0 +3.0 303 3,393 +273
Total Volume and Open Interest 6,657 74,238 +751
Corn(CBOT)
Nov01 011017 201.00 203.00 200.00 202.75 +1.00 554 2,497 -91
Dec01 011017 206.75 208.25 204.75 207.75 +1.00 32,714 215,809 -3,677
Jan02 011017 211.25 211.75 210.00 211.75 +0.75 12 635 +10
Mar02 011017 219.25 221.00 217.25 220.00 +0.75 5,726 102,442 +495
May02 011017 226.75 228.25 225.25 228.00 +1.25 4,312 35,867 +233
Jul02 011017 232.00 233.25 230.25 232.75 +0.75 1,906 31,419 +150
Total Volume and Open Interest 46,796 413,994 -2,626
Wheat(CBOT)
Dec01 011017 277.00 285.00 274.00 284.75 +7.00 14,735 80,616 +179
Mar02 011017 285.50 291.50 282.50 291.00 +5.50 4,273 29,479 +416
May02 011017 287.00 291.50 283.75 290.50 +4.25 1,133 5,604 +298
Jul02 011017 286.75 291.00 285.00 290.00 +3.00 1,244 7,876 -21
Sep02 011017 294.00 294.00 293.00 293.00 +2.00 54 241 +54
Total Volume and Open Interest 21,682 124,913 +929
Wheat(KCBT)
Dec01 011017 288.50 295.00 285.50 295.00 +7.00 5,019 45,700 -544
Mar02 011017 296.50 302.50 293.75 301.75 +5.50 2,210 21,274 +335
May02 011017 301.50 306.00 299.75 306.00 +5.50 290 6,284 +12
Jul02 011017 304.00 310.00 303.00 310.00 +4.75 96 4,176 -61
Sep02 011017 310.00 315.00 310.00 315.00 +3.50 15 1,564 +0
Total Volume and Open Interest 7,631 79,420 -258
Wheat(MGE)
Dec01 011017 307.00 315.00 305.75 313.50 +6.00 2,488 20,437 -403
Mar02 011017 317.00 323.00 315.00 321.25 +4.50 1,449 6,956 -340
May02 011017 322.50 329.25 322.00 328.00 +4.75 85 1,306 +13
Jul02 011017 329.50 335.50 329.00 335.00 +5.00 142 813 +90
Sep02 011017 338.00 340.00 338.00 340.00 +4.50 2 413 +0
Total Volume and Open Interest 4,166 30,028 -640
Oats(CBOT)
Dec01 011017 189.00 189.75 185.50 188.00 -2.25 1,378 5,706 -2
Mar02 011017 176.25 176.25 172.50 175.50 -0.50 771 4,471 +222
May02 011017 169.00 169.00 165.00 166.50 -1.50 164 1,170 +39
Jul02 011017 154.00 154.00 152.50 153.00 -2.50 6 739 +6
Total Volume and Open Interest 2,319 12,100 +265
Rough Rice(MCE)
Nov01 011017 3.98 3.99 3.93 3.96 -0.01 258 2,925 +51
Jan02 011017 4.21 4.22 4.17 4.21 unch 60 1,318 +1
Mar02 011017 4.45 4.46 4.42 4.45 +0.01 162 964 +53
May02 011017 4.68 4.69 4.66 4.69 +0.03 1 348 +0
Total Volume and Open Interest 528 5,719 +143
Live Cattle(CME)
Oct01 011017 67.200 67.400 66.300 66.850 -0.325 1,465 4,156 -83
Dec01 011017 67.750 67.850 66.300 67.150 -0.275 7,898 45,469 +326
Feb02 011017 71.800 71.800 70.175 71.000 -0.350 3,172 28,059 +3
Apr02 011017 73.750 73.750 72.100 72.975 -0.550 2,464 13,686 +201
Jun02 011017 69.150 69.200 68.050 68.875 -0.475 725 12,554 -189
Aug02 011017 69.000 69.250 68.350 69.025 -0.450 166 2,616 -32
Total Volume and Open Interest 15,891 106,923 +226
Feeder Cattle(CME)
Oct01 011017 88.900 88.900 88.050 88.300 -0.300 511 2,149 -172
Nov01 011017 87.000 87.000 85.550 86.450 unch 1,706 5,339 +169
Jan02 011017 85.400 85.600 83.800 84.450 -0.800 1,317 4,413 +130
Mar02 011017 85.100 85.250 83.700 84.100 -0.650 252 1,963 -19
Apr02 011017 84.900 85.000 83.700 84.125 -0.625 115 754 +24
May02 011017 84.500 84.750 83.800 83.900 -0.600 176 963 -101
Aug02 011017 86.000 86.000 84.950 85.200 -0.600 21 229 +8
Total Volume and Open Interest 4,102 15,831 +42
Lean Hogs(CME)
Dec01 011017 49.950 50.700 49.950 50.375 +0.150 6,002 19,930 -354
Feb02 011017 51.500 51.900 51.350 51.725 +0.100 1,775 6,087 +165
Apr02 011017 52.950 53.300 52.750 52.900 +0.200 577 2,895 -18
Jun02 011017 61.650 61.650 61.200 61.350 -0.425 109 740 +31
Jul02 011017 59.650 59.875 59.600 59.750 -0.150 33 263 +20
Aug02 011017 58.675 58.675 58.525 58.525 -0.175 37 141 +0
Oct02 011017 53.250 53.450 53.250 53.325 -0.050 8 187 +6
Total Volume and Open Interest 8,656 31,076 -127
Pork Bellies(CME)
Feb02 011017 71.625 72.000 69.950 71.075 +0.575 688 2,130 -74
Mar02 011017 71.000 71.100 69.600 70.600 +0.600 23 173 -2
May02 011017 73.000 73.000 72.250 72.300 -0.200 0 64 +0
Jul02 011017 72.150 72.150 72.150 72.150 +0.400 1 21 +0
Aug02 011017 72.700 72.700 72.700 72.700 unch 0 4 +0
Total Volume and Open Interest 712 2,392 -76
Cocoa(NYBOT)
Dec01 011017 1040 1069 1040 1066 +27 5,035 27,335 +381
Mar02 011017 1037 1062 1037 1060 +24 1,197 24,520 +145
May02 011017 1043 1065 1043 1063 +22 51 9,555 -1
Jul02 011017 1048 1067 1048 1067 +21 62 6,414 +44
Sep02 011017 1073 1073 1073 1073 +22 5 4,354 +5
Dec02 011017 1064 1083 1064 1083 +21 120 11,551 -40
Mar03 011017 1095 1095 1095 1095 +21 0 8,772 +0
Total Volume and Open Interest 6,470 95,941 +534
Coffee "C"(NYBOT)
Dec01 011017 44.50 45.40 44.40 44.75 +0.85 3,277 33,458 -470
Mar02 011017 47.10 48.00 47.05 47.40 +0.85 966 12,512 +124
May02 011017 48.70 49.40 48.70 48.80 +0.70 206 4,276 +59
Jul02 011017 50.10 50.90 50.10 50.10 +0.55 301 3,335 +91
Sep02 011017 51.30 51.80 51.10 51.10 +0.40 285 2,044 +151
Dec02 011017 53.50 54.00 53.00 53.00 +0.40 85 1,985 +41
Total Volume and Open Interest 5,148 57,732 +19
Orange Juice(NYBOT)
Nov01 011017 85.85 86.25 85.65 85.85 -0.25 1,374 9,831 -277
Jan02 011017 88.25 88.35 87.90 88.20 -0.15 938 4,001 +203
Mar02 011017 91.00 91.00 90.80 90.85 -0.65 78 2,172 +16
May02 011017 92.85 92.85 92.85 92.85 -0.20 22 845 +11
Jul02 011017 94.65 94.65 94.65 94.65 unch 0 98 +0
Total Volume and Open Interest 2,413 17,171 -46
Sugar #11(NYBOT)
Mar02 011017 6.68 6.72 6.61 6.63 +0.01 12,849 93,802 -792
May02 011017 6.48 6.52 6.44 6.45 +0.02 1,053 15,274 +102
Jul02 011017 6.28 6.31 6.23 6.24 +0.01 2,125 20,163 +450
Oct02 011017 6.38 6.40 6.35 6.36 +0.01 1,066 10,440 +488
Mar03 011017 6.61 6.64 6.59 6.59 +0.02 100 3,772 +0
Total Volume and Open Interest 17,288 146,044 +303
London Cocoa(LCE)
Dec01 011017 757 786 757 781 +22 2,006 35,028 -507
Mar02 011017 776 806 776 800 +21 627 58,656 -25
May02 011017 792 816 792 813 +22 429 28,454 +16
Jul02 011017 810 821 810 821 +22 78 18,519 -7
Sep02 011017 810 829 810 826 +21 15 9,886 -7
Dec02 011017 830 832 830 832 +21 103 3,652 -10
Mar03 011017 840 840 840 840 +21 0 2,621 +0
Total Volume and Open Interest 3,258 157,344 -540
London Coffee(LCE)
Nov01 011017 375.00 384.00 372.00 384.00 +10.00 3,250 20,223 -451
Jan02 011017 383.00 394.00 380.00 392.00 +10.00 1,827 32,330 +354
Mar02 011017 397.00 407.00 393.00 405.00 +9.00 1,082 18,733 +201
May02 011017 409.00 421.00 407.00 419.00 +10.00 205 14,210 -18
Jul02 011017 423.00 434.00 420.00 433.00 +10.00 212 9,894 +124
Sep02 011017 437.00 447.00 435.00 446.00 +10.00 218 7,021 +84
Total Volume and Open Interest 6,848 104,078 +339
London Sugar(LCE)
Oct01 010914 220.00 231.50 219.60 230.00 +9.80 3,557 4,459 -1,314
Dec01 011017 219.00 223.20 218.50 219.00 unch 2,017 17,275 +85
Mar02 011017 214.20 217.50 213.00 213.00 -1.20 1,345 14,009 +27
May02 011017 209.20 211.00 207.00 207.00 -1.40 94 6,432 +31
Aug02 011017 200.00 201.50 198.00 198.00 -1.40 359 5,462 +61
Total Volume and Open Interest 4,126 46,583 +365
Cotton(NYBOT)
Dec01 011017 31.54 31.70 31.25 31.53 +0.06 4,662 33,248 -450
Mar02 011017 33.20 33.35 32.95 33.23 +0.03 1,933 11,382 +102
May02 011017 34.20 34.40 34.05 34.28 +0.03 388 5,798 +17
Jul02 011017 35.20 35.45 35.05 35.35 +0.05 451 4,991 +54
Oct02 011017 37.15 37.15 37.15 37.15 -0.12 8 183 +6
Dec02 011017 37.75 38.00 37.75 37.93 +0.08 272 3,634 -27
Total Volume and Open Interest 7,739 59,964 -283
Lumber(CME)
Nov01 011017 225.0 225.0 216.0 219.4 +2.4 290 1,404 +33
Jan02 011017 238.9 239.8 233.5 237.7 +2.2 189 645 +12
Mar02 011017 250.0 250.0 244.0 249.5 +1.1 22 79 +4
May02 011017 250.5 250.5 250.4 250.5 -1.7 7 34 -2
Total Volume and Open Interest 510 2,164 +49
Crude Oil(NYM)
Nov01 011017 22.18 22.20 21.55 21.81 -0.19 46,494 67,607 -8,332
Dec01 011017 22.35 22.40 21.87 22.10 -0.16 39,587 117,947 +2,344
Jan02 011017 22.45 22.50 22.03 22.25 -0.14 13,897 42,830 +937
Feb02 011017 22.60 22.60 22.15 22.33 -0.13 1,908 19,539 +423
Mar02 011017 22.56 22.56 22.17 22.40 -0.11 2,414 17,797 +259
Apr02 011017 22.50 22.52 22.20 22.43 -0.09 1,567 17,054 +325
May02 011017 22.45 22.47 22.30 22.42 -0.05 487 11,540 +178
Jun02 011017 22.40 22.40 22.23 22.38 -0.03 823 26,220 -323
Jul02 011017 22.33 22.33 22.33 22.33 -0.02 51 9,701 -23
Aug02 011017 22.26 22.26 22.26 22.26 -0.02 81 11,758 +45
Total Volume and Open Interest 109,906 446,401 -3,790
Heating Oil(NYM)
Nov01 011017 62.10 62.70 61.40 62.10 -0.57 15,142 27,450 -1,651
Dec01 011017 63.00 63.50 62.25 62.90 -0.53 8,787 41,205 +898
Jan02 011017 63.80 64.20 63.00 63.60 -0.48 3,230 23,804 -96
Feb02 011017 63.50 64.00 63.00 63.50 -0.43 1,549 14,614 +15
Mar02 011017 62.70 62.90 62.10 62.50 -0.33 1,256 15,471 +120
Apr02 011017 61.70 61.90 61.35 61.50 -0.18 570 8,059 +209
May02 011017 60.50 61.00 60.30 60.35 -0.13 146 4,187 +73
Jun02 011017 60.00 60.70 60.00 60.10 -0.03 286 7,202 +89
Jul02 011017 61.00 61.00 60.50 60.50 +0.02 84 2,234 +50
Aug02 011017 61.10 61.50 61.10 61.10 +0.07 50 2,315 -15
Total Volume and Open Interest 31,439 154,496 -154
Unleaded Gas(NYM)
Nov01 011017 58.90 59.00 57.50 58.02 -1.00 10,981 27,535 -1,072
Dec01 011017 59.20 59.30 58.00 58.63 -1.01 6,464 22,759 +564
Jan02 011017 60.00 60.20 59.30 59.53 -0.96 1,332 10,537 +43
Feb02 011017 61.00 61.00 60.53 60.53 -0.91 705 5,695 +238
Mar02 011017 61.30 61.75 61.25 61.58 -0.91 1,019 9,274 +493
Apr02 011017 67.73 67.73 67.73 67.73 -0.96 1,390 10,066 +183
May02 011017 68.30 68.30 68.28 68.28 -0.91 365 8,011 +50
Jun02 011017 68.08 68.08 68.08 68.08 -0.86 574 5,631 +276
Total Volume and Open Interest 23,540 106,612 +1,114
Natural Gas(NYM)
Nov01 011017 2.690 2.690 2.410 2.418 -0.174 43,529 57,322 -1,136
Dec01 011017 2.935 2.935 2.690 2.703 -0.149 19,573 51,279 +3,155
Jan02 011017 3.120 3.120 2.898 2.898 -0.139 13,547 50,109 +2,185
Feb02 011017 3.115 3.115 2.900 2.901 -0.131 2,885 29,242 -11
Mar02 011017 3.040 3.050 2.866 2.866 -0.116 2,340 30,109 -4
Apr02 011017 2.930 2.940 2.786 2.786 -0.103 3,557 37,617 +1,458
May02 011017 2.910 2.950 2.816 2.816 -0.095 348 19,449 +207
Jun02 011017 2.960 3.015 2.860 2.866 -0.090 361 14,656 +82
Total Volume and Open Interest 90,644 513,791 +5,495
Brent Crude Oil(IPE)
Dec01 011017 21.70 21.70 20.80 20.99 -0.37 34,260 77,664 +5,335
Jan02 011017 21.84 21.84 21.13 21.21 -0.36 7,730 37,410 -6
Feb02 011017 21.83 21.89 21.25 21.30 -0.32 3,046 16,998 +305
Mar02 011017 21.70 21.85 21.30 21.30 -0.30 1,066 10,193 +195
Apr02 011017 21.65 21.84 21.27 21.27 -0.29 1,588 8,476 +496
May02 011017 21.60 21.77 21.24 21.24 -0.27 422 5,737 +102
Jun02 011017 21.61 21.73 21.15 21.22 -0.25 1,366 17,773 -308
Jul02 011017 21.44 21.44 21.19 21.19 -0.24 100 3,466 +100
Total Volume and Open Interest 62,212 208,504 -11,443
Gas Oil(IPE)
Nov01 011017 197.75 198.00 191.50 191.75 -7.00 17,077 37,447 -3,707
Dec01 011017 196.00 196.00 189.00 189.25 -7.25 12,037 38,823 +2,058
Jan02 011017 193.25 194.00 189.00 189.00 -7.00 4,583 15,766 -413
Feb02 011017 192.25 193.00 188.50 188.50 -7.00 691 8,494 +87
Mar02 011017 191.25 191.75 187.00 187.00 -6.75 20 5,385 -55
Apr02 011017 186.00 186.00 185.25 185.25 -6.75 60 2,944 +60
May02 011017 189.25 189.25 184.75 184.75 -6.25 20 1,994 +0
Jun02 011017 188.50 189.25 184.50 184.50 -6.00 1,156 11,055 +421
Total Volume and Open Interest 36,244 126,088 -1,249
US Dollar Index(NYBOT)
Dec01 011017 114.89 114.91 114.10 114.78 +0.56 366 5,230 +19
Mar02 011017 115.30 115.30 114.95 115.28 +0.56 0 2,021 -2
Jun02 011017 115.78 115.78 115.78 115.78 +0.56 0 4 +0
Total Volume and Open Interest 366 7,256 +17
Australian Dollar(IMM)
Dec01 011017 51.03 51.34 51.02 51.22 +0.20 2,781 21,589 -569
Mar02 011017 51.00 51.00 51.00 51.00 +0.20 0 321 +0
Jun02 011017 50.78 50.78 50.78 50.78 +0.20 0 2 +0
Total Volume and Open Interest 2,781 21,924 -569
British Pound(IMM)
Dec01 011017 144.02 144.78 144.02 144.24 -0.06 3,143 37,844 -122
Mar02 011017 143.90 143.90 143.50 143.50 -0.06 11 60 +3
Jun02 011017 142.76 142.76 142.76 142.76 -0.06 0 1 +0
Total Volume and Open Interest 3,154 37,905 -119
Canadian Dollar(IMM)
Dec01 011017 63.83 63.93 63.60 63.63 -0.24 6,981 63,881 +1,331
Mar02 011017 63.77 63.84 63.50 63.56 -0.24 83 2,835 +17
Jun02 011017 63.75 63.76 63.50 63.51 -0.24 6 1,064 +6
Sep02 011017 63.60 63.60 63.49 63.49 -0.24 4 190 +2
Total Volume and Open Interest 7,076 68,069 +1,358
Japanese Yen(IMM)
Dec01 011017 82.67 83.15 82.65 82.81 +0.04 10,039 74,046 +601
Mar02 011017 83.26 83.26 83.26 83.26 +0.03 13 237 +1
Jun02 011017 83.72 83.72 83.72 83.72 +0.02 0 16 +0
Total Volume and Open Interest 12,446    
Deutsche Mark(IMM)
Dec01 011017 46.25 46.25 46.07 46.07 -0.28 0 200 +0
Total Volume and Open Interest 0 200 +0
Swiss Franc(IMM)
Dec01 011017 60.81 61.36 60.80 61.01 -0.24 6,298 47,743 -359
Mar02 011017 61.05 61.05 61.05 61.05 -0.24 3 93 +0
Jun02 011017 61.12 61.12 61.12 61.12 -0.24 0 3 +0
Total Volume and Open Interest 6,301 47,839 -359
EuroFX(IMM)
Dec01 011017 90.03 90.72 89.90 90.10 -0.56 8,925 105,485 -723
Mar02 011017 89.84 90.10 89.84 89.85 -0.56 21 941 +2
Jun02 011017 89.67 89.67 89.67 89.67 -0.56 5 180 +0
Total Volume and Open Interest 8,951 106,649 -721
Mexican Peso(IMM)
Dec01 011017 10720.0 10725.0 10635.0 10707.5 +12.5 4,062 12,184 +848
Mar02 011017 10460.0 10460.0 10380.0 10452.5 +12.5 174 1,462 -6
Total Volume and Open Interest 4,261 14,763 +862
30-Year T-Bonds(CBOT)
Dec01 011017 106~10 107~00 106~02 106~23 +0~12 128,385 521,815 -1,378
Mar02 011017 105~11 105~31 105~03 105~23 +0~12 966 28,633 +16
Jun02 011017 104~24 104~24 104~24 104~24 +0~12 1 556 +0
Total Volume and Open Interest 129,352 551,004 -1,362
Municipal Bonds(CBOT)
Dec01 011017 106~26 107~02 106~14 106~28 +0~05 330 10,058 +64
Total Volume and Open Interest 330 10,058 +64
10-Year T-Notes(CBOT)
Dec01 011017 109~110 109~160 108~275 109~100 +0~010 139,735 564,844 -4,857
Mar02 011017 108~020 108~130 107~280 108~075 +0~010 1,534 14,375 +90
Total Volume and Open Interest 141,269 579,219 -4,767
5-Year T-Notes(CBOT)
Dec01 011017 108~115 108~180 108~055 108~130 -0~020 41,945 442,400 -4,067
Mar02 011017 107~115 107~115 107~115 107~115 -0~020 2,284 2,741 +2,284
Total Volume and Open Interest 44,229 445,141 -1,783
2 Year T-Notes(CBOT)
Dec01 011017 105~032 105~049 105~024 105~039 -0~003 4,401 64,010 +541
Total Volume and Open Interest 4,401 64,010 +541
3-Mth T-Bills(IMM)
Dec01 011017 97.95 97.97 97.94 97.97 +0.01 66 1,279 +15
Total Volume and Open Interest 66 1,279 +15
Eurodollars(IMM)
Dec01 011017 97.690 97.730 97.670 97.710 +0.005 82,203 817,524 -4,562
Mar02 011017 97.595 97.645 97.540 97.610 unch 99,090 603,853 -2,747
Jun02 011017 97.245 97.300 97.185 97.250 -0.020 104,561 587,348 +12,628
Sep02 011017 96.825 96.880 96.770 96.815 -0.030 62,317 394,304 +695
Dec02 011017 96.335 96.385 96.290 96.325 -0.025 54,529 362,898 +8,504
Mar03 011017 96.000 96.050 95.965 95.995 -0.025 24,758 234,116 -905
Jun03 011017 95.635 95.690 95.605 95.635 -0.020 22,585 175,732 +5,380
Sep03 011017 95.335 95.390 95.300 95.345 -0.010 21,107 172,524 -3,279
Dec03 011017 95.050 95.080 95.020 95.050 -0.005 11,932 144,559 -2,653
Mar04 011017 94.905 94.965 94.900 94.930 -0.005 9,302 144,787 -1,368
Jun04 011017 94.770 94.805 94.740 94.775 unch 10,731 116,198 +494
Sep04 011017 94.615 94.665 94.600 94.640 +0.005 8,387 91,864 +578
Total Volume and Open Interest 569,725 4,440,219 -1,556
3-Mth Euro-Yen(IMM)
Dec01 011017 99.90 99.90 99.90 99.90 -0.01 320 18,124 +71
Mar02 011017 99.88 99.88 99.88 99.88 unch 5 8,596 -12
Jun02 011017 99.89 99.89 99.88 99.88 -0.01 249 10,403 +250
Sep02 011017 99.85 99.86 99.85 99.86 -0.01 3 2,694 -18
Dec02 011017 99.81 99.81 99.81 99.81 -0.01 0 870 +0
Mar03 011017 99.79 99.79 99.79 99.79 unch 0 617 +0
Jun03 011017 99.76 99.76 99.76 99.76 -0.01 0 98 +0
Sep03 011017 99.71 99.71 99.71 99.71 unch 0 15 +0
Dec03 011017 99.61 99.61 99.61 99.61 -0.01 0 2 +0
Mar04 011017 99.53 99.53 99.53 99.53 unch 0 220 +0
Total Volume and Open Interest 577 41,639 +291
3-Mth Euro-Yen(SIMEX)
Dec01 011017 99.90 99.90 99.89 99.89 -0.01 663 91,289 -299
Mar02 011017 99.88 99.88 99.88 99.88 -0.01 2,513 60,598 +321
Jun02 011017 99.89 99.89 99.88 99.88 -0.01 2,030 61,757 -495
Sep02 011017 99.86 99.86 99.86 99.86 0.00 227 25,661 +132
Dec02 011017 99.82 99.82 99.82 99.82 unch 473 10,210 +332
Mar03 011017 99.79 99.79 99.78 99.79 unch 62 14,052 -50
Jun03 011017 99.76 99.76 99.76 99.76 -0.01 124 14,944 +106
Sep03 011017 99.69 99.69 99.69 99.69 -0.02 425 7,327 +137
Total Volume and Open Interest 6,517 299,138 +184
Euro Notional Bond(MATIF)
Dec01 011017 90.30 90.48 90.12 90.25 -0.20 705 25,526 +173
Mar02 011017 90.35 90.35 90.35 90.35 -0.20      
Jun02 011017 90.51 90.51 90.51 90.51 -0.14      
Total Volume and Open Interest 705 25,526 +173
3-Month Euribor(MATIF)
Dec01 011017 96.60 96.60 96.60 96.60 unch 0 2,776 +0
Mar02 011017 96.80 96.80 96.80 96.80 unch 0 2,496 +0
Jun02 011017 96.75 96.75 96.75 96.75 -0.05 0 211 +0
Total Volume and Open Interest 0 6,273 +0
German Euro-Bund(EUREX)
Dec01 011017 109.93 109.97 109.58 109.93 +0.05 601,662 810,636 +27,854
Mar02 011017 109.40 109.64 109.40 109.64 +0.04 2,383 10,126 +1,480
Jun02 011017 109.08 109.08 109.08 109.08 +0.07 1,323 505 +100
Total Volume and Open Interest 605,368 821,267 +29,434
German Euro-Bobl(EUREX)
Dec01 011017 108.62 108.63 108.37 108.55 -0.06 378,245 570,197 +25,414
Mar02 011017 108.15 108.15 108.06 108.07 -0.05 2,516 7,962 +1,011
Jun02 011017 107.83 107.83 107.83 107.83 -0.11 70 814 +0
Total Volume and Open Interest 380,831 578,973 +26,425
Long Gilt(LIFFE)
Dec01 011017 115~18 115~21 115~10 115~15 -0~04 20,179 64,758 -1,492
Mar02 011017 115~08 115~08 115~08 115~08 -0~04      
Total Volume and Open Interest 20,179 64,758 -1,492
3-Mth Short Sterling(LIFFE)
Dec01 011017 95.70 95.75 95.69 95.72 +0.03 37,940 0 +0
Mar02 011017 95.69 95.74 95.68 95.71 +0.06 34,173 0 +0
Jun02 011017 95.49 95.54 95.48 95.51 +0.06 32,962 0 +0
Total Volume and Open Interest 140,947    
3-Mth Euribor(LIFFE)
Dec01 011017 96.620 96.625 96.585 96.600 -0.025 75,209 449,377 -3,117
Mar02 011017 96.815 96.820 96.760 96.780 -0.030 61,132 373,627 +192
Jun02 011017 96.805 96.810 96.740 96.765 -0.030 52,789 282,285 +6,495
Total Volume and Open Interest 274,523 1,806,394 -54,282
3-Mth Aus T-Bills(SFE)
Dec01 011017 95.83 95.84 95.82 95.84 +0.01 6,971 185,686 -4,035
Mar02 011017 95.89 95.91 95.88 95.91 +0.01 6,600 92,123 +204
Jun02 011017 95.77 95.79 95.76 95.78 +0.01 2,190 37,171 +1,467
Sep02 011017 95.56 95.57 95.55 95.57 +0.01 540 20,823 +90
Dec02 011017 95.29 95.31 95.29 95.31 +0.01 441 13,479 +90
Mar03 011017 95.11 95.11 95.10 95.11 +0.01 246 9,599 +100
Jun03 011017 94.95 94.96 94.95 94.96 +0.01 420 6,616 +172
Sep03 011017 94.81 94.82 94.81 94.82 +0.01 183 5,020 +111
Dec03 011017 94.70 94.71 94.70 94.71 +0.02 90 2,474 +39
Mar04 011017 94.61 94.61 94.61 94.61 +0.01 25 1,820 +25
Total Volume and Open Interest 17,877 377,923 -1,623
10-Year Aus T-Bonds(SFE)
Dec01 011017 94.57 94.58 94.50 94.58 +0.04 5,687 150,993 +10,265
Mar02 011017 94.56 94.56 94.56 94.56 +0.01      
Total Volume and Open Interest 8,671 140,728 +423
3-Year Aus T-Bonds(SFE)
Dec01 011017 95.43 95.45 95.42 95.44 unch 24,457 270,821 -19,493
Mar02 011017 95.29 95.29 95.29 95.29 unch      
Total Volume and Open Interest 24,457 270,821 -19,493
Gold(CMX)
Oct01 011017 282.2 283.4 282.2 283.4 +1.1 140 82 -65
Dec01 011017 282.7 284.8 282.4 284.0 +1.1 12,101 88,781 -1,074
Feb02 011017 283.5 285.0 283.5 284.4 +1.1 65 13,049 -1
Apr02 011017 283.0 285.6 283.0 284.9 +1.1 6 4,143 -9
Jun02 011017 283.5 286.3 283.5 285.5 +1.1 9 5,311 +2
Aug02 011017 286.1 286.1 286.1 286.1 +1.1 0 2,904 +0
Total Volume and Open Interest 12,452 126,767 -1,061
Silver(CMX)
Dec01 011017 436.5 440.0 435.0 437.0 +2.5 6,943 39,928 -1,596
Mar02 011017 440.0 444.0 438.5 439.7 +2.5 849 15,358 +172
May02 011017 443.0 443.0 441.3 441.3 +2.5 58 973 -52
Jul02 011017 442.6 442.6 442.6 442.6 +2.5 208 1,956 +47
Sep02 011017 444.1 444.1 444.1 444.1 +2.5 0 1,301 +0
Total Volume and Open Interest 8,210 65,557 -1,437
Platinum(NYM)
Oct01 011017 445.0 445.0 438.9 438.9 -6.3 0 19 -12
Jan02 011017 425.5 426.5 422.0 424.9 -2.3 465 5,249 -65
Apr02 011017 417.4 417.4 417.4 417.4 -0.8 0 8 +0
Jul02 011017 410.9 410.9 410.9 410.9 -1.3 50 50 +45
Total Volume and Open Interest 517 5,369 -30
Palladium(NYME)
Dec01 011017 335.00 335.00 329.00 333.00 -5.00 113 1,289 +44
Mar02 011017 335.00 335.00 335.00 335.00 -5.00 0 43 +0
Total Volume and Open Interest 113 1,332 +44
Copper(CMX)
Dec01 011017 64.95 65.20 63.90 63.90 -0.50 4,957 50,760 -191
Mar02 011017 65.80 65.80 64.70 64.70 -0.45 77 10,004 +5
May02 011017 65.65 65.65 65.20 65.20 -0.45 45 4,112 +45
Jul02 011017 66.30 66.30 65.70 65.70 -0.45 6 2,531 +6
Sep02 011017 66.90 66.90 66.20 66.20 -0.45 5 2,753 +4
Total Volume and Open Interest 6,547 88,101 +704
DJIA Index(CBOT)
Dec01 011017 9465 9500 9185 9190 -190 19,365 31,362 +485
Mar02 011017 9470 9505 9196 9196 -190 19 672 +0
Jun02 011017 9400 9400 9213 9213 -190 0 65 +0
Total Volume and Open Interest 19,384 32,105 +485
S & P 500(CME)
Dec01 011017 1109.50 1110.50 1075.50 1076.00 -23.50 63,843 520,330 +757
Mar02 011017 1111.50 1112.00 1078.10 1078.10 -23.60 221 12,288 +61
Jun02 011017 1082.10 1082.10 1082.10 1082.10 -23.60 0 1,004 +0
Sep02 011017 1086.60 1086.60 1086.60 1086.60 -23.60 4 293 +49
Total Volume and Open Interest 64,068 534,196 +867
S & P 500 E-Mini(Globex)
Dec01 011017 1097.50 1114.50 1075.50 1076.00 -23.50 226,480 143,465 +11,569
Mar02 011017 1078.00 1078.00 1078.00 1078.00 -23.75 1 17 +0
Total Volume and Open Interest 226,481 143,482 +11,569
NASDAQ 100(CME)
Dec01 011017 1445.00 1447.00 1307.00 1308.50 -103.00 16,692 52,244 +120
Mar02 011017 1315.50 1315.50 1315.50 1315.50 -103.00 0 6 +0
Jun02 011017 1322.50 1322.50 1322.50 1322.50 -103.00 0 1 +0
Total Volume and Open Interest 16,692 52,251 +120
NASDAQ 100 E-Mini(GLOBEX)
Dec01 011017 1405.0 1464.0 1308.0 1308.5 -103.0 170,211 80,818 +2,761
Mar02 011017 1315.5 1315.5 1315.5 1315.5 -103.0      
Total Volume and Open Interest 170,211 80,818 +2,761
NYSE Composite(NYBOT)
Dec01 011017 572.00 572.00 555.00 555.70 -11.55 1,063 5,240 -59
Mar02 011017 556.70 556.70 556.70 556.70 -11.55 0 680 +0
Jun02 011017 557.70 557.70 557.70 557.70 -11.55 0 300 +0
Total Volume and Open Interest 1,063 6,220 -59
S & P Midcap 400(CME)
Dec01 011017 464.00 464.50 445.50 445.90 -13.95 1,060 15,618 +370
Mar02 011017 448.75 448.75 448.75 448.75 -13.95      
Jun02 011017 452.75 452.75 452.75 452.75 -13.95      
Total Volume and Open Interest 1,060 15,618 +370
Russell 2000(CME)
Dec01 011017 439.00 439.50 422.50 422.50 -13.50 2,149 21,628 +410
Mar02 011017 424.65 424.65 424.65 424.65 -13.50      
Jun02 011017 428.65 428.65 428.65 428.65 -13.50      
Total Volume and Open Interest 2,149 21,628 +410
Value Line(KCBT)
Dec01 011017 1117.00 1117.00 1080.00 1080.00 -24.00 74 109 -6
Total Volume and Open Interest 74 109 -6
Nikkei 225(CME)
Dec01 011017 10865 10910 10570 10585 -95 1,285 13,684 -116
Mar02 011017 10610 10610 10610 10610 -95 0 18 -3
Total Volume and Open Interest 1,285 13,725 -119
Nikkei 225(SIMEX)
Dec01 011017 10680 10790 10555 10745 +140 12,548 99,253 +920
Mar02 011017 10740 10740 10740 10740 +140 0 425 +0
Jun02 011017 10700 10700 10700 10700 +140 0 24 +0
Total Volume and Open Interest 12,548 99,702 +920
CAC 40(MATIF)
Dec01 011017 4406.0 4477.0 4404.0 4441.5 +109.5 391 135,745 +131
Mar02 011017 4477.5 4477.5 4477.5 4477.5 +111.0 0 35,156 +0
Jun02 011017 4440.5 4443.0 4439.0 4441.0 +114.5 5,000 9,260 +0
Total Volume and Open Interest 64,821 703,595 +15,744
DAX Index(EUREX)
Dec01 011017 4720.0 4815.0 4638.0 4660.0 -15.0 62,623 139,694 +1,747
Mar02 011017 4770.5 4843.5 4694.0 4694.0 -14.5 285 11,224 +110
Jun02 011017 4870.5 4871.0 4735.0 4735.0 -13.5 126 1,187 -3
Total Volume and Open Interest 63,034 152,105 +1,854
FT-SE 100(LIFFE)
Dec01 011017 5150.00 5260.50 5143.00 5229.00 +132.00 48,104 318,214 -2,340
Mar02 011017 5177.00 5269.00 5170.50 5242.50 +133.50 883 22,413 -4
Jun02 011017 5243.00 5289.00 5195.50 5267.00 +134.00 300 8,208 +150
Total Volume and Open Interest 49,287 348,835 -2,194
SPI 200(SFE)
Dec01 011017 3241.0 3254.0 3224.0 3245.0 +27.0 7,226 129,695 -6,366
Mar02 011017 3244.0 3251.0 3244.0 3251.0 +27.0 57 1,721 +35
Jun02 011017 3260.0 3260.0 3260.0 3260.0 +27.0 50 1,216 +30
Total Volume and Open Interest 7,358 132,758 -6,301
GSCI(CME)
Nov01 011017 178.70 178.70 176.00 176.00 -2.00 178 16,659 -39
Dec01 011017 179.70 179.70 179.70 179.70 -1.80      
Total Volume and Open Interest 178 16,659 -1,478
Bridge CRB Index(NYBOT)
Nov01 011017 186.80 187.50 186.80 187.00 +0.20 24 244 -3
Jan02 011017 189.00 189.75 189.00 189.75 +0.20 6 224 +5
Feb02 011017 189.50 190.00 189.50 190.00 +0.20 0 154 +0
Total Volume and Open Interest 30 624 +2
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 © 2001 Moore Research Center, Inc. All Rights Reserved.
Some data provided by Prophetfinance.com

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