Moore Research Center, Inc.

  • Increase font size
  • Default font size
  • Decrease font size
Home MRCI Online
Print
New Windows

MRCI's Free Historical Futures Prices for

MRCI Logo
MRCI's Free Historical Futures Prices
Daily Futures Price Listing Tue November 06, 2001
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Nov01 011106 435.00 437.25 431.50 432.00 -3.50 6,107 7,151 -2,069
Jan02 011106 440.00 442.25 435.50 436.00 -5.25 24,443 81,849 +989
Mar02 011106 445.50 446.75 440.50 440.75 -5.50 3,573 34,238 +822
May02 011106 449.50 450.75 443.50 444.25 -6.00 1,809 25,996 +328
Jul02 011106 454.00 454.50 448.00 448.50 -6.00 2,449 21,616 -711
Aug02 011106 455.00 455.00 448.00 448.00 -5.75 41 1,196 +34
Sep02 011106 456.50 456.50 449.00 449.00 -5.00 0 309 +0
Total Volume and Open Interest 38,509 178,771 -415
Soybean Meal(CBOT)
Dec01 011106 162.60 163.60 161.90 162.10 -0.90 8,384 35,872 -1,511
Jan02 011106 158.50 159.50 157.80 158.20 -0.50 3,514 24,734 +444
Mar02 011106 154.60 155.00 153.50 153.60 -1.00 3,941 21,331 +867
May02 011106 150.60 151.00 149.60 149.70 -1.10 1,899 22,003 +81
Jul02 011106 150.30 150.60 149.10 149.30 -1.00 1,441 19,515 +410
Aug02 011106 149.80 150.10 148.10 148.30 -1.00 57 5,202 +53
Sep02 011106 149.50 149.50 148.00 148.00 -1.50 169 4,887 +103
Oct02 011106 148.50 149.00 147.20 147.20 -1.60 39 2,286 +39
Total Volume and Open Interest 19,630 140,427 +624
Soybean Oil(CBOT)
Dec01 011106 16.15 16.22 15.82 15.84 -0.29 11,113 55,940 -1,126
Jan02 011106 16.34 16.42 16.01 16.03 -0.28 4,759 30,336 -444
Mar02 011106 16.59 16.61 16.25 16.26 -0.27 1,927 24,508 -258
May02 011106 16.80 16.85 16.47 16.48 -0.29 1,974 28,790 -62
Jul02 011106 17.03 17.07 16.71 16.72 -0.29 1,084 17,338 +294
Aug02 011106 17.10 17.10 16.80 16.80 -0.32 119 3,496 +32
Sep02 011106 17.25 17.25 16.91 16.91 -0.29 81 3,013 +0
Oct02 011106 17.30 17.30 17.00 17.00 -0.37 0 1,518 +0
Total Volume and Open Interest 21,271 169,432 -1,563
Canola(WCE)
Nov01 011106 344.0 344.0 340.6 340.6 -3.9 525 673 -493
Jan02 011106 345.8 346.3 341.5 341.5 -4.3 6,062 38,033 +1,444
Mar02 011106 345.5 345.5 341.1 341.3 -4.5 1,139 13,095 -248
May02 011106 340.7 340.7 340.7 340.7 -4.8 211 4,735 -20
Jul02 011106 345.5 345.5 341.7 341.7 -3.8 365 4,095 -30
Total Volume and Open Interest 8,850 64,687 +596
Corn(CBOT)
Nov01 011106 198.50 198.50 198.50 198.50 unch 0 10 -5
Dec01 011106 202.25 204.75 202.25 202.50 -0.25 26,843 209,417 -1,060
Jan02 011106 207.75 209.25 206.75 206.75 -0.75 148 912 +43
Mar02 011106 215.25 217.50 214.75 215.00 -0.50 7,524 138,152 +2,286
May02 011106 223.00 224.75 222.50 222.75 -0.75 1,949 44,087 +397
Jul02 011106 228.75 230.75 228.50 229.00 -0.25 1,198 39,426 -79
Total Volume and Open Interest 39,030 461,621 +2,023
Wheat(CBOT)
Dec01 011106 284.50 287.00 283.50 285.50 +1.25 15,174 64,724 -2,326
Mar02 011106 294.00 295.75 293.00 294.75 +1.00 5,555 41,540 +821
May02 011106 296.75 298.00 296.25 296.25 +0.75 545 6,063 -108
Jul02 011106 299.25 301.00 298.00 299.50 +1.25 2,246 9,801 -66
Sep02 011106 305.00 305.50 303.00 303.50 +1.00 0 461 +0
Total Volume and Open Interest 23,558 124,096 -1,679
Wheat(KCBT)
Dec01 011106 293.25 294.50 292.00 292.75 +0.50 3,200 34,269 -1,303
Mar02 011106 301.50 303.00 300.50 301.75 +0.75 2,489 26,579 +976
May02 011106 308.50 309.25 307.75 308.00 +0.50 640 7,175 +521
Jul02 011106 313.00 314.00 312.50 313.50 +1.00 598 5,656 +1
Sep02 011106 319.00 319.00 319.00 319.00 +1.00 101 1,832 +100
Total Volume and Open Interest 7,128 76,325 +295
Wheat(MGE)
Dec01 011106 312.50 316.00 311.25 315.25 +3.00 1,068 17,088 -79
Mar02 011106 323.75 326.25 322.00 325.25 +2.50 568 7,279 +43
May02 011106 331.50 334.00 331.50 334.00 +3.50 29 1,724 -7
Jul02 011106 340.25 340.25 340.25 340.25 +2.75 1 810 -23
Sep02 011106 346.50 346.50 346.50 346.50 +2.75 1 459 +1
Total Volume and Open Interest 1,675 27,452 -57
Oats(CBOT)
Dec01 011106 210.00 210.00 198.50 200.25 -9.50 1,487 5,936 +39
Mar02 011106 192.25 192.75 185.75 186.25 -6.00 768 5,635 +35
May02 011106 179.25 179.25 174.25 174.25 -5.25 177 1,571 +81
Jul02 011106 163.00 163.00 160.25 160.25 -2.75 44 731 +6
Total Volume and Open Interest 2,479 13,959 +162
Rough Rice(MCE)
Nov01 011106 3.55 3.55 3.50 3.50 -0.05 68 152 -47
Jan02 011106 3.70 3.70 3.64 3.67 -0.06 178 2,674 +74
Mar02 011106 3.94 3.94 3.88 3.88 -0.09 41 1,436 +1
May02 011106 4.15 4.15 4.11 4.11 -0.07 19 616 +11
Total Volume and Open Interest 334 5,338 +51
Live Cattle(CME)
Dec01 011106 66.150 66.250 65.000 65.175 -1.250 8,667 41,297 -884
Feb02 011106 70.000 70.175 68.775 68.825 -1.450 4,070 31,850 +662
Apr02 011106 72.100 72.250 70.875 70.925 -1.450 2,741 16,973 +69
Jun02 011106 67.850 67.900 66.750 66.900 -1.100 1,179 14,316 +248
Aug02 011106 67.600 67.600 66.500 66.525 -1.125 170 3,210 +64
Oct02 011106 69.300 69.300 68.100 68.100 -1.450 137 708 +110
Total Volume and Open Interest 16,969 108,434 +269
Feeder Cattle(CME)
Nov01 011106 85.500 85.500 84.675 84.850 -0.750 1,217 3,202 -584
Jan02 011106 82.900 82.975 81.675 81.675 -1.500 1,818 6,730 +558
Mar02 011106 82.300 82.300 80.900 80.900 -1.500 303 2,323 +58
Apr02 011106 82.250 82.250 80.925 80.975 -1.450 170 1,099 +58
May02 011106 81.800 81.900 80.475 80.475 -1.500 178 1,063 +45
Aug02 011106 83.250 83.250 82.050 82.075 -1.425 36 323 +23
Sep02 011106 82.300 82.300 81.850 82.000 -1.200 9 61 +7
Total Volume and Open Interest 3,731 14,807 +165
Lean Hogs(CME)
Dec01 011106 52.300 52.300 50.825 51.025 -1.800 5,071 19,255 -593
Feb02 011106 54.400 54.400 53.025 53.500 -1.350 2,474 6,818 +281
Apr02 011106 55.525 55.600 54.675 55.075 -0.875 713 3,270 -143
Jun02 011106 63.250 63.250 62.050 62.125 -1.375 110 865 -8
Jul02 011106 61.025 61.025 60.400 60.800 -1.000 49 404 +13
Aug02 011106 59.875 59.875 59.875 59.875 -0.925 8 214 +5
Oct02 011106 53.100 53.200 53.100 53.200 -0.200 1 234 -1
Dec02 011106 51.000 51.000 51.000 51.000 -0.350 0 4 +0
Total Volume and Open Interest 8,464 31,870 -445
Pork Bellies(CME)
Feb02 011106 73.550 73.550 71.050 71.150 -2.850 674 1,980 -58
Mar02 011106 72.700 72.700 70.525 70.525 -2.675 16 228 +6
May02 011106 72.900 72.900 72.400 72.500 -2.750 14 94 +6
Jul02 011106 72.500 72.500 72.000 72.000 -2.850 0 29 +0
Aug02 011106 72.500 72.500 72.500 72.500 -2.300 0 6 +0
Total Volume and Open Interest 704 2,337 -46
Cocoa(NYBOT)
Dec01 011106 990 996 985 990 -3 5,946 15,635 -2,906
Mar02 011106 994 1000 991 997 -2 5,410 30,177 +2,945
May02 011106 998 1004 997 1001 -4 418 10,592 +360
Jul02 011106 1000 1005 1000 1005 -1 145 7,284 +26
Sep02 011106 1004 1007 1003 1007 -3 9 4,606 -3
Dec02 011106 1013 1015 1011 1011 -3 473 10,786 -181
Mar03 011106 1021 1021 1021 1021 -2 0 8,887 +0
Total Volume and Open Interest 12,701 94,831 +541
Coffee "C"(NYBOT)
Dec01 011106 47.50 48.20 46.50 48.00 +1.15 6,838 27,238 -1,565
Mar02 011106 50.25 50.90 49.35 50.70 +1.20 2,887 18,058 +735
May02 011106 51.75 52.25 50.90 52.25 +1.20 247 5,283 +91
Jul02 011106 53.25 53.50 52.50 53.50 +1.10 149 3,503 -23
Sep02 011106 54.15 55.00 53.30 54.75 +1.40 50 2,508 +14
Dec02 011106 56.25 56.50 55.75 56.50 +1.25 18 2,456 +2
Total Volume and Open Interest 10,253 59,538 -703
Orange Juice(NYBOT)
Nov01 011106 92.30 93.25 92.30 93.25 +1.60 4 454 -4
Jan02 011106 96.00 96.00 94.85 95.75 +2.10 938 15,302 +279
Mar02 011106 95.00 96.50 95.00 96.50 +1.85 71 2,819 +26
May02 011106 95.50 96.50 95.50 96.50 +1.85 0 1,052 +0
Jul02 011106 95.50 96.30 95.50 96.30 +1.35 0 97 +0
Total Volume and Open Interest 1,013 21,272 +301
Sugar #11(NYBOT)
Mar02 011106 6.87 7.07 6.85 7.05 +0.20 14,544 95,616 +1,092
May02 011106 6.61 6.73 6.57 6.72 +0.17 3,532 20,873 +1,658
Jul02 011106 6.21 6.30 6.17 6.30 +0.13 3,945 24,079 +700
Oct02 011106 6.35 6.40 6.29 6.40 +0.10 1,143 14,328 +323
Mar03 011106 6.50 6.57 6.49 6.57 +0.09 83 5,141 +29
Total Volume and Open Interest 23,396 163,674 +3,916
London Cocoa(LCE)
Dec01 011106 727 731 726 730 -1 1,854 29,502 -379
Mar02 011106 747 751 747 750 unch 1,253 61,033 +23
May02 011106 762 764 760 763 unch 241 30,376 +89
Jul02 011106 771 774 768 771 -1 139 19,710 +16
Sep02 011106 775 775 770 773 -1 22 10,056 +22
Dec02 011106 776 776 773 774 -2 2 4,090 -2
Mar03 011106 779 780 776 780 -1 1 2,859 +0
Total Volume and Open Interest 3,512 158,144 -231
London Coffee(LCE)
Nov01 011106 385.00 394.00 380.00 394.00 +10.00 298 2,511 -242
Jan02 011106 386.00 397.00 385.00 394.00 +8.00 1,240 37,234 -32
Mar02 011106 404.00 410.00 402.00 408.00 +7.00 645 21,635 +384
May02 011106 417.00 425.00 417.00 423.00 +8.00 316 16,709 +146
Jul02 011106 434.00 438.00 430.00 436.00 +7.00 84 13,444 -14
Sep02 011106 447.00 450.00 443.00 449.00 +7.00 106 10,631 +30
Total Volume and Open Interest 2,743 104,105 +293
London Sugar(LCE)
Dec01 011106 229.70 231.70 229.00 231.70 +2.70 1,588 9,971 -1,394
Mar02 011106 227.00 229.00 225.60 229.00 +3.00 1,964 17,378 -390
May02 011106 220.00 221.80 219.40 221.80 +2.50 485 7,647 +20
Aug02 011106 209.50 211.80 209.50 211.80 +2.50 857 7,959 +122
Oct02 011106 198.80 201.00 198.80 201.00 +2.20 790 3,766 +444
Total Volume and Open Interest 5,704 47,351 -1,194
Cotton(NYBOT)
Dec01 011106 30.85 30.95 30.45 30.81 +0.23 3,151 26,755 -710
Mar02 011106 32.49 32.70 32.33 32.64 +0.31 2,022 15,395 +171
May02 011106 33.70 33.85 33.50 33.78 +0.33 497 5,587 -116
Jul02 011106 34.85 35.00 34.55 34.92 +0.29 433 6,383 -11
Oct02 011106 36.85 37.00 36.55 37.00 +0.65 3 222 -37
Dec02 011106 37.80 38.00 37.55 37.92 +0.57 324 4,079 +31
Total Volume and Open Interest 6,480 59,333 -622
Lumber(CME)
Nov01 011106 233.0 240.5 232.0 236.9 +7.6 247 883 -197
Jan02 011106 232.0 232.3 228.2 230.9 -0.9 307 997 +34
Mar02 011106 243.0 243.0 240.1 240.8 -3.2 58 198 +0
May02 011106 249.0 249.0 248.6 248.6 -0.4 9 76 +1
Total Volume and Open Interest 621 2,165 -162
Crude Oil(NYM)
Dec01 011106 20.03 20.05 19.55 19.92 -0.10 54,896 136,728 -2,947
Jan02 011106 19.95 20.23 19.77 20.11 -0.13 28,945 68,000 +813
Feb02 011106 20.20 20.35 19.95 20.25 -0.15 7,469 27,515 -283
Mar02 011106 20.30 20.50 20.18 20.37 -0.17 5,583 20,944 +406
Apr02 011106 20.38 20.59 20.36 20.45 -0.18 3,065 17,951 -863
May02 011106 20.43 20.54 20.43 20.50 -0.18 1,316 14,092 +288
Jun02 011106 20.50 20.64 20.45 20.53 -0.18 5,077 28,896 +1,166
Jul02 011106 20.50 20.56 20.50 20.55 -0.18 363 10,673 -3
Aug02 011106 20.63 20.63 20.56 20.56 -0.18 295 11,677 -175
Sep02 011106 20.50 20.61 20.50 20.57 -0.18 491 11,627 +91
Total Volume and Open Interest 111,406 446,132 -1,736
Heating Oil(NYM)
Dec01 011106 57.30 57.70 56.50 57.13 -0.43 15,646 48,125 -1,417
Jan02 011106 57.80 58.50 57.40 57.95 -0.47 3,743 29,391 +112
Feb02 011106 58.40 58.75 57.80 58.25 -0.42 928 16,714 -221
Mar02 011106 57.75 57.95 57.40 57.50 -0.42 852 18,964 -140
Apr02 011106 56.90 57.10 56.25 56.75 -0.42 934 12,268 +522
May02 011106 56.00 56.30 55.74 55.80 -0.42 695 5,623 -114
Jun02 011106 55.74 56.50 55.70 55.80 -0.37 1,221 8,234 +480
Jul02 011106 56.65 56.90 56.30 56.30 -0.37 196 3,619 -80
Aug02 011106 57.25 57.25 57.00 57.00 -0.32 149 2,844 -103
Sep02 011106 58.15 58.20 57.80 57.80 -0.27 443 2,485 +216
Total Volume and Open Interest 25,599 158,399 -244
Unleaded Gas(NYM)
Dec01 011106 53.20 54.20 52.70 53.92 +0.13 11,414 37,572 -90
Jan02 011106 54.30 55.05 54.00 54.88 +0.04 3,534 12,595 +541
Feb02 011106 54.95 56.00 54.95 55.93 +0.02 532 7,176 -213
Mar02 011106 56.65 57.15 56.65 57.08 -0.01 747 11,484 -52
Apr02 011106 63.08 63.08 63.08 63.08 -0.06 628 11,176 -14
May02 011106 63.68 63.68 63.68 63.68 -0.06 135 10,951 -5
Jun02 011106 63.70 63.83 63.70 63.83 -0.03 182 8,180 -150
Jul02 011106 63.63 63.63 63.63 63.63 -0.03 368 4,766 +0
Total Volume and Open Interest 17,894 109,323 -62
Natural Gas(NYM)
Dec01 011106 2.880 2.890 2.785 2.880 -0.042 43,992 60,770 +661
Jan02 011106 3.030 3.060 2.960 3.054 -0.038 14,137 47,428 +534
Feb02 011106 3.050 3.080 2.970 3.072 -0.038 4,671 28,679 -518
Mar02 011106 3.000 3.032 2.940 3.032 -0.033 2,960 24,868 +29
Apr02 011106 2.920 2.972 2.890 2.972 -0.013 3,103 27,295 -3,999
May02 011106 2.980 3.007 2.930 3.007 -0.013 626 20,031 +172
Jun02 011106 3.000 3.052 2.970 3.052 -0.013 1,008 15,485 -357
Jul02 011106 3.050 3.100 3.030 3.095 -0.013 242 12,502 -19
Total Volume and Open Interest 77,070 447,347 -2,050
Brent Crude Oil(IPE)
Dec01 011106 19.45 19.46 18.81 19.07 -0.37 26,326 65,618 -882
Jan02 011106 19.45 19.45 18.97 19.21 -0.24 17,844 68,902 +2,876
Feb02 011106 19.40 19.44 19.10 19.34 -0.23 4,019 19,429 +153
Mar02 011106 19.52 19.55 19.25 19.46 -0.22 2,088 12,239 +1,353
Apr02 011106 19.50 19.62 19.40 19.54 -0.20 205 9,634 +166
May02 011106 19.56 19.70 19.48 19.61 -0.19 276 5,956 -15
Jun02 011106 19.58 19.66 19.46 19.66 -0.19 324 16,273 -54
Jul02 011106 19.58 19.80 19.58 19.70 -0.18 125 4,391 -19
Total Volume and Open Interest 52,176 236,907 +3,349
Gas Oil(IPE)
Nov01 011106 179.50 180.00 175.50 178.00 -1.00 11,249 22,500 -2,576
Dec01 011106 176.75 177.00 173.25 175.50 -1.25 10,872 44,614 -255
Jan02 011106 177.00 177.00 174.25 176.25 -1.00 5,055 25,420 +880
Feb02 011106 174.50 175.50 174.50 175.50 -1.00 718 8,507 +451
Mar02 011106 174.75 174.75 174.50 174.50 -1.00 563 8,195 +531
Apr02 011106 173.00 173.50 173.00 173.50 -1.00 231 3,818 +136
May02 011106 172.75 173.25 172.75 173.25 -0.75 133 3,306 +100
Jun02 011106 173.00 173.50 171.50 173.50 -1.00 1,138 14,260 +458
Total Volume and Open Interest 30,859 139,522 +125
US Dollar Index(NYBOT)
Dec01 011106 115.25 115.28 114.90 115.03 -0.22 284 4,368 -15
Mar02 011106 115.75 115.75 115.56 115.58 -0.17 13 2,036 +3
Jun02 011106 116.13 116.13 116.13 116.13 -0.12 0 6 +0
Total Volume and Open Interest 297 6,411 -12
Australian Dollar(IMM)
Dec01 011106 51.24 51.40 51.12 51.35 +0.60 387 21,581 -56
Mar02 011106 51.13 51.13 51.13 51.13 +0.60 0 322 +0
Jun02 011106 51.00 51.00 50.91 50.91 +0.60 12 10 +8
Total Volume and Open Interest 399 21,925 -48
British Pound(IMM)
Dec01 011106 145.36 145.84 145.28 145.72 +0.06 2,921 36,652 -315
Mar02 011106 144.86 144.94 144.86 144.94 +0.04 11 209 +9
Jun02 011106 144.16 144.16 144.16 144.16 +0.02 0 1 +0
Total Volume and Open Interest 2,932 36,862 -306
Canadian Dollar(IMM)
Dec01 011106 62.71 62.88 62.58 62.79 +0.08 4,242 73,234 +854
Mar02 011106 62.69 62.85 62.55 62.77 +0.08 178 3,472 +72
Jun02 011106 62.62 62.75 62.62 62.75 +0.08 86 1,415 +23
Sep02 011106 62.63 62.75 62.63 62.75 +0.08 8 377 +0
Total Volume and Open Interest 4,514 78,612 +949
Japanese Yen(IMM)
Dec01 011106 82.85 82.88 82.69 82.80 +0.49 10,484 85,752 +4,229
Mar02 011106 83.13 83.22 83.13 83.20 +0.47 3 396 +0
Jun02 011106 83.60 83.60 83.60 83.60 +0.45 0 25 +0
Total Volume and Open Interest 7,698    
Deutsche Mark(IMM)
Dec01 011106 45.81 45.81 45.81 45.81 unch 1 202 +0
Total Volume and Open Interest 1 202 +0
Swiss Franc(IMM)
Dec01 011106 60.89 61.08 60.86 61.02 +0.08 5,108 53,630 -267
Mar02 011106 60.97 61.11 60.97 61.06 +0.08 8 119 +1
Jun02 011106 61.13 61.13 61.13 61.13 +0.08 0 3 +0
Total Volume and Open Interest 5,116 53,752 -266
EuroFX(IMM)
Dec01 011106 89.47 89.74 89.41 89.59 unch 9,501 100,794 -1,139
Mar02 011106 89.29 89.42 89.26 89.32 unch 19 1,186 +6
Jun02 011106 89.12 89.12 89.12 89.12 unch 1 208 +1
Total Volume and Open Interest 9,522 102,255 -1,131
Mexican Peso(IMM)
Dec01 011106 10790.0 10800.0 10730.0 10757.5 -4.5 7,344 20,046 +2,682
Mar02 011106 10540.0 10540.0 10505.0 10507.5 -2.5 5 1,476 +2
Total Volume and Open Interest 7,350 22,668 +2,684
30-Year T-Bonds(CBOT)
Dec01 011106 110~05 110~29 109~29 110~11 +0~05 162,184 571,680 -21,494
Mar02 011106 109~21 109~25 109~03 109~09 +0~04 8,444 43,290 +2,839
Jun02 011106 108~22 108~22 108~05 108~05 +0~02 102 666 -54
Total Volume and Open Interest 170,730 615,636 -18,709
Municipal Bonds(CBOT)
Dec01 011106 108~16 108~27 108~13 108~16 -0~01 249 11,697 -58
Mar02 011106 107~27 107~27 107~18 107~18 -0~01 1 12 +1
Total Volume and Open Interest 250 11,709 -57
10-Year T-Notes(CBOT)
Dec01 011106 111~050 111~220 111~010 111~140 +0~065 133,955 608,060 -796
Mar02 011106 109~310 110~170 109~310 110~095 +0~060 2,719 40,523 +1,327
Total Volume and Open Interest 136,675 648,585 +532
5-Year T-Notes(CBOT)
Dec01 011106 109~205 110~000 109~120 109~290 +0~065 58,588 487,634 +157
Mar02 011106 108~180 108~255 108~155 108~255 +0~055 3,170 38,895 +2,395
Total Volume and Open Interest 61,758 526,529 +2,552
2 Year T-Notes(CBOT)
Dec01 011106 106~006 106~028 105~108 106~025 +0~017 5,121 69,189 +65
Mar02 011106 105~062 105~072 105~062 105~072 +0~003      
Total Volume and Open Interest 5,121 69,189 +65
3-Mth T-Bills(IMM)
Dec01 011106 98.11 98.28 98.11 98.28 +0.15 202 1,634 +1
Total Volume and Open Interest 202 1,634 +1
Eurodollars(IMM)
Dec01 011106 97.935 98.090 97.900 98.085 +0.145 98,013 848,061 -3,065
Mar02 011106 97.940 98.095 97.850 98.090 +0.145 105,044 703,749 -1,607
Jun02 011106 97.695 97.865 97.600 97.850 +0.140 78,269 615,667 +2,826
Sep02 011106 97.330 97.520 97.295 97.505 +0.155 56,654 442,591 +707
Dec02 011106 96.865 97.040 96.820 97.020 +0.145 52,463 406,100 -4,460
Mar03 011106 96.495 96.635 96.450 96.630 +0.135 32,570 282,482 -1,363
Jun03 011106 96.100 96.230 96.050 96.225 +0.120 21,824 198,006 +1,672
Sep03 011106 95.765 95.885 95.725 95.870 +0.100 18,868 176,327 +536
Dec03 011106 95.410 95.520 95.400 95.515 +0.095 16,674 160,145 +5,433
Mar04 011106 95.245 95.350 95.240 95.345 +0.090 9,933 141,012 -632
Jun04 011106 95.045 95.180 95.045 95.135 +0.080 11,403 113,309 +969
Sep04 011106 94.875 94.960 94.875 94.960 +0.075 8,155 99,379 -482
Total Volume and Open Interest 567,180 4,814,836 +172
3-Mth Euro-Yen(IMM)
Dec01 011106 99.91 99.91 99.90 99.91 unch 212 17,378 -645
Mar02 011106 99.88 99.88 99.87 99.87 unch 254 9,409 +110
Jun02 011106 99.89 99.89 99.88 99.88 -0.01 401 9,264 -252
Sep02 011106 99.86 99.86 99.86 99.86 -0.01 422 2,780 +180
Dec02 011106 99.82 99.82 99.82 99.82 unch 0 909 +0
Mar03 011106 99.78 99.78 99.78 99.78 -0.01 0 1,087 +0
Jun03 011106 99.76 99.76 99.76 99.76 -0.01 0 159 +0
Sep03 011106 99.71 99.71 99.71 99.71 unch 0 15 +0
Dec03 011106 99.63 99.63 99.63 99.63 unch 0 2 +0
Mar04 011106 99.56 99.56 99.56 99.56 unch 0 220 +0
Total Volume and Open Interest 1,289 41,223 -607
3-Mth Euro-Yen(SIMEX)
Dec01 011106 99.90 99.90 99.90 99.90 0.00 222 90,718 -711
Mar02 011106 99.87 99.87 99.87 99.87 unch 1,227 71,281 +792
Jun02 011106 99.89 99.89 99.88 99.88 -0.01 119 57,189 -180
Sep02 011106 99.86 99.86 99.86 99.86 0.00 872 27,365 +53
Dec02 011106 99.82 99.82 99.82 99.82 unch 156 9,510 +15
Mar03 011106 99.79 99.79 99.78 99.78 -0.01 59 16,063 +38
Jun03 011106 99.75 99.75 99.75 99.75 -0.01 0 15,220 +0
Sep03 011106 99.69 99.69 99.69 99.69 -0.01 0 7,066 +0
Total Volume and Open Interest 2,655 307,787 +7
Euro Notional Bond(MATIF)
Dec01 011106 92.90 92.90 92.62 92.65 -0.11 389 24,729 -2,011
Mar02 011106 92.75 92.75 92.75 92.75 -0.11      
Jun02 011106 92.85 92.85 92.85 92.85 -0.11      
Total Volume and Open Interest 389 24,729 -2,011
3-Month Euribor(MATIF)
Dec01 011106 96.75 96.75 96.75 96.75 unch 0 2,776 +0
Mar02 011106 97.10 97.10 97.10 97.10 +0.05 0 2,496 +0
Jun02 011106 97.20 97.20 97.20 97.20 +0.05 0 211 +0
Total Volume and Open Interest 0 6,273 +0
German Euro-Bund(EUREX)
Dec01 011106 112.47 112.60 112.20 112.26 -0.12 634,153 809,003 +7,536
Mar02 011106 112.47 112.50 112.18 112.21 -0.10 5,111 38,232 +1,892
Jun02 011106 111.20 111.20 111.20 111.20 -0.12 2,267 2,584 +270
Total Volume and Open Interest 641,531 849,819 +9,698
German Euro-Bobl(EUREX)
Dec01 011106 110.22 110.33 110.08 110.13 -0.07 278,140 560,370 +10,337
Mar02 011106 109.87 109.91 109.79 109.79 -0.09 4,914 22,993 +3,648
Jun02 011106 109.36 109.36 109.36 109.36 -0.07 46 814 +0
Total Volume and Open Interest 283,100 584,177 +13,985
Long Gilt(LIFFE)
Dec01 011106 118~24 118~29 118~17 118~25 +0~01 24,600 77,079 +3,277
Mar02 011106 118~08 118~10 118~08 118~10 +0~01 150 150 +150
Total Volume and Open Interest 24,750 77,229 +77,229
3-Mth Short Sterling(LIFFE)
Dec01 011106 96.00 96.02 95.97 95.99 unch 32,429 0 +0
Mar02 011106 96.18 96.18 96.13 96.14 -0.01 46,002 0 +0
Jun02 011106 96.11 96.11 96.05 96.08 unch 28,225 0 +0
Total Volume and Open Interest 153,375    
3-Mth Euribor(LIFFE)
Dec01 011106 96.740 96.785 96.735 96.765 +0.040 88,445 444,964 -4,319
Mar02 011106 97.060 97.110 97.060 97.090 +0.040 71,047 446,346 +2,653
Jun02 011106 97.175 97.215 97.175 97.185 +0.030 51,569 339,662 +3,098
Total Volume and Open Interest 318,749 2,021,348 +9,659
3-Mth Aus T-Bills(SFE)
Dec01 011106 95.97 95.98 95.96 95.98 +0.01 7,597 174,790 -2,045
Mar02 011106 96.16 96.19 96.14 96.17 +0.02 3,850 99,837 -4,152
Jun02 011106 96.08 96.10 96.06 96.07 +0.01 615 37,129 -585
Sep02 011106 95.89 95.91 95.88 95.89 +0.02 454 22,278 +118
Dec02 011106 95.66 95.68 95.65 95.66 +0.02 223 14,173 +153
Mar03 011106 95.46 95.48 95.46 95.47 +0.03 67 9,634 +60
Jun03 011106 95.30 95.30 95.30 95.30 +0.03 63 7,172 +60
Sep03 011106 95.14 95.14 95.14 95.14 +0.03 23 5,685 +23
Dec03 011106 95.03 95.04 95.03 95.04 +0.04 0 2,444 +0
Mar04 011106 94.94 94.94 94.94 94.94 +0.04 10 1,915 +10
Total Volume and Open Interest 12,912 378,270 -6,348
10-Year Aus T-Bonds(SFE)
Dec01 011106 94.88 94.94 94.86 94.91 +0.08 2,767 160,843 -3,410
Mar02 011106 94.88 94.88 94.88 94.88 +0.04      
Total Volume and Open Interest 6,704 164,253 -2,518
3-Year Aus T-Bonds(SFE)
Dec01 011106 95.73 95.76 95.73 95.75 +0.04 19,002 326,601 -13,724
Mar02 011106 95.60 95.60 95.60 95.60 +0.04      
Total Volume and Open Interest 19,002 326,601 -13,724
Gold(CMX)
Dec01 011106 279.7 280.7 279.0 280.2 +0.7 10,494 76,030 -1,020
Feb02 011106 280.6 281.1 279.6 280.8 +0.7 250 13,170 +46
Apr02 011106 280.8 281.6 280.5 281.2 +0.7 382 3,797 +14
Jun02 011106 281.7 282.1 280.0 281.7 +0.7 25 5,379 -2
Aug02 011106 282.0 282.0 282.0 282.0 +0.6 11 3,200 +2
Oct02 011106 282.4 282.4 282.4 282.4 +0.7 0 2,174 +0
Total Volume and Open Interest 11,283 115,709 -941
Silver(CMX)
Dec01 011106 411.0 414.0 410.5 411.8 +2.0 7,021 38,222 +158
Mar02 011106 414.5 417.0 413.0 414.8 +2.1 1,241 23,745 +520
May02 011106 414.5 417.5 414.5 416.4 +2.0 18 1,305 +9
Jul02 011106 417.0 420.5 417.0 417.7 +2.0 21 1,940 +2
Sep02 011106 418.9 418.9 418.9 418.9 +2.0 0 1,338 +0
Total Volume and Open Interest 8,334 72,827 +705
Platinum(NYM)
Jan02 011106 421.0 422.0 417.0 417.1 -5.9 228 5,880 +41
Apr02 011106 412.1 412.1 412.1 412.1 -5.9 1 35 +0
Jul02 011106 405.6 405.6 405.6 405.6 -5.9 0 52 +0
Oct02 011106 407.5 407.5 402.6 402.6 -5.9 0 44 +0
Total Volume and Open Interest 229 6,011 +41
Palladium(NYME)
Dec01 011106 325.00 327.00 325.00 325.25 -2.40 11 1,239 -5
Mar02 011106 326.25 326.25 326.25 326.25 -2.40 7 189 +4
Total Volume and Open Interest 18 1,428 -1
Copper(CMX)
Dec01 011106 62.10 62.40 61.60 61.60 unch 4,815 49,496 -1,038
Mar02 011106 62.95 63.10 62.30 62.30 -0.05 397 13,667 +249
May02 011106 63.20 63.35 62.80 62.80 -0.05 277 4,847 -208
Jul02 011106 63.35 63.35 63.35 63.35 -0.05 276 3,543 +121
Sep02 011106 64.05 64.05 63.85 63.85 -0.05 85 3,087 +20
Total Volume and Open Interest 6,417 91,690 -790
DJIA Index(CBOT)
Dec01 011106 9450 9600 9370 9595 +160 12,359 30,362 -406
Mar02 011106 9411 9595 9370 9595 +161 21 660 -11
Jun02 011106 9440 9606 9440 9606 +161 1 296 +0
Sep02 011106 9622 9622 9622 9622 +161 0 20 +0
Total Volume and Open Interest 12,381 31,344 -417
S & P 500(CME)
Dec01 011106 1101.00 1121.50 1096.00 1121.00 +17.30 58,764 509,811 +2,459
Mar02 011106 1102.00 1122.40 1099.00 1122.40 +17.10 864 26,387 +614
Jun02 011106 1124.80 1124.80 1124.80 1124.80 +17.00 20 2,179 +20
Sep02 011106 1128.60 1128.60 1128.60 1128.60 +17.00 0 360 +0
Total Volume and Open Interest 59,648 539,018 +3,093
S & P 500 E-Mini(Globex)
Dec01 011106 1106.00 1121.75 1095.25 1121.00 +17.25 183,836 190,039 +19,847
Mar02 011106 1101.00 1123.50 1101.00 1122.50 +17.25 2 20 -1
Total Volume and Open Interest 183,838 190,059 +19,846
NASDAQ 100(CME)
Dec01 011106 1472.00 1538.00 1465.00 1537.00 +58.00 17,112 58,872 +561
Mar02 011106 1544.50 1544.50 1544.50 1544.50 +58.00 0 8 +0
Jun02 011106 1552.00 1552.00 1552.00 1552.00 +58.00 0 1 +0
Total Volume and Open Interest 17,112 58,881 +561
NASDAQ 100 E-Mini(GLOBEX)
Dec01 011106 1491.0 1537.5 1465.0 1537.0 +58.0 111,472 104,603 -3,089
Mar02 011106 1544.5 1544.5 1544.5 1544.5 +58.0 0 6 +0
Total Volume and Open Interest 111,472 104,609 -3,089
NYSE Composite(NYBOT)
Dec01 011106 562.50 571.50 561.40 571.50 +6.50 974 5,731 -117
Mar02 011106 572.30 572.30 572.30 572.30 +6.55 20 710 +10
Jun02 011106 573.00 573.00 573.00 573.00 +6.50 0 300 +0
Total Volume and Open Interest 994 6,741 -107
S & P Midcap 400(CME)
Dec01 011106 464.50 473.50 464.00 473.50 +8.00 328 14,918 +33
Mar02 011106 474.50 474.50 474.50 474.50 +8.00      
Jun02 011106 478.50 478.50 478.50 478.50 +8.00      
Total Volume and Open Interest 328 14,918 +33
Russell 2000(CME)
Dec01 011106 436.25 445.50 436.00 444.75 +7.00 1,998 23,049 +169
Mar02 011106 445.45 445.45 445.45 445.45 +7.00      
Jun02 011106 449.45 449.45 449.45 449.45 +7.00      
Total Volume and Open Interest 1,998 23,049 +169
Value Line(KCBT)
Dec01 011106 1113.00 1128.00 1108.50 1128.00 +15.00 11 188 -3
Total Volume and Open Interest 11 188 -3
Nikkei 225(CME)
Dec01 011106 10650 10800 10520 10760 +150 1,016 14,688 -211
Mar02 011106 10700 10785 10700 10785 +150 0 17 +0
Total Volume and Open Interest 1,016 14,728 -211
Nikkei 225(SIMEX)
Dec01 011106 10530 10655 10490 10645 +200 7,859 103,109 +206
Mar02 011106 10640 10640 10640 10640 +200 1 430 +0
Jun02 011106 10595 10595 10595 10595 +200 0 24 +0
Total Volume and Open Interest 7,860 103,563 +206
CAC 40(MATIF)
Dec01 011106 4520.0 4557.5 4466.0 4484.5 -22.5 8,731 156,913 +6,242
Mar02 011106 4581.0 4581.0 4515.0 4520.0 -22.0 20 36,257 +0
Jun02 011106 4481.0 4481.0 4481.0 4481.0 -23.0 0 17,660 -400
Total Volume and Open Interest 66,000 592,802 +4,125
DAX Index(EUREX)
Dec01 011106 4795.0 4842.0 4735.0 4742.0 -37.5 51,525 154,390 +1,105
Mar02 011106 4850.0 4870.0 4775.5 4775.5 -36.5 473 13,045 +241
Jun02 011106 4898.0 4908.0 4812.5 4812.5 -37.5 197 1,691 +0
Total Volume and Open Interest 52,195 169,126 +1,346
FT-SE 100(LIFFE)
Dec01 011106 5235.00 5294.00 5196.50 5233.00 +5.50 46,833 315,797 -1,252
Mar02 011106 5291.00 5297.00 5216.50 5243.00 +5.50 496 27,741 +167
Jun02 011106 5313.00 5313.00 5242.00 5260.00 +3.50 151 12,073 +55
Total Volume and Open Interest 47,480 355,611 -1,030
SPI 200(SFE)
Dec01 011106 3240.0 3295.0 3240.0 3295.0 +59.0 7,450 134,979 -1,535
Mar02 011106 3286.0 3300.0 3285.0 3300.0 +59.0 12 1,911 -2
Jun02 011106 3299.0 3307.0 3299.0 3307.0 +59.0 0 1,390 +0
Total Volume and Open Interest 7,462 138,737 -1,537
GSCI(CME)
Nov01 011106 166.80 167.40 166.00 167.40 -1.10 130 16,677 +10
Dec01 011106 171.00 171.20 170.60 171.20 -0.80 1 26 +1
Jan02 011106 171.50 171.50 171.50 171.50 -1.00      
Total Volume and Open Interest 131 16,703 +11
Bridge CRB Index(NYBOT)
Jan02 011106 187.25 187.25 186.70 186.85 +0.35 15 170 +5
Feb02 011106 187.50 187.50 186.60 186.60 +0.60 1 117 +0
Apr02 011106 187.50 187.50 187.50 187.50 +0.50 0 3 +0
Total Volume and Open Interest 33 426 +0
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

Banner

Login

Main Menu

MRCI Online

Free Links

Newsflash

MRCI's Special Spread Charts has two new additions!
Seasonal AVERAGE charts for both Live Cattle & Lean Hogs. Being able to see at what average spread different
delivery months trade --- and when --- can help producers better hedge their livestock and traders to find spread value.
Updated daily for MRCI Online subscribers!