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 Wed November 14, 2001
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Nov01 011114 444.00 449.00 443.50 448.00 +5.75 1,159 629 -611
Jan02 011114 446.50 449.75 445.50 447.25 +2.00 20,706 78,362 +308
Mar02 011114 452.00 454.75 450.75 452.25 +2.50 3,953 35,093 -919
May02 011114 456.00 459.25 455.50 456.75 +2.75 1,966 27,898 +87
Jul02 011114 462.00 464.00 460.50 461.50 +2.00 1,344 22,217 -84
Aug02 011114 462.50 462.50 460.25 460.25 +2.25 18 1,290 -6
Sep02 011114 459.00 459.00 459.00 459.00 +2.00 1 318 +1
Total Volume and Open Interest 29,990 173,378 -1,023
Soybean Meal(CBOT)
Dec01 011114 162.30 165.20 161.60 164.10 +2.30 8,534 30,139 -415
Jan02 011114 158.00 160.30 157.60 158.80 +1.20 5,018 25,690 +220
Mar02 011114 154.70 156.40 154.10 155.10 +0.90 2,438 25,229 -134
May02 011114 151.30 153.20 151.20 152.00 +0.80 2,046 23,494 +235
Jul02 011114 151.40 153.20 151.30 152.10 +0.80 1,043 21,244 +67
Aug02 011114 150.70 152.80 150.70 151.20 +1.00 55 5,644 +3
Sep02 011114 150.30 152.40 150.30 151.00 +1.10 53 5,324 +13
Oct02 011114 151.50 151.50 150.00 150.00 +1.50 15 2,508 +15
Total Volume and Open Interest 20,041 144,830 +232
Soybean Oil(CBOT)
Dec01 011114 16.30 16.34 16.06 16.09 -0.10 8,027 51,375 -953
Jan02 011114 16.45 16.49 16.23 16.27 -0.08 5,554 33,031 +1,246
Mar02 011114 16.68 16.72 16.47 16.51 -0.07 2,167 25,262 +123
May02 011114 16.91 16.91 16.67 16.70 -0.10 595 30,520 +196
Jul02 011114 17.15 17.15 16.90 16.90 -0.10 920 17,903 +131
Aug02 011114 17.20 17.20 16.98 16.98 -0.08 26 3,543 +12
Sep02 011114 17.16 17.16 17.08 17.08 -0.09 13 3,078 +0
Oct02 011114 17.25 17.25 17.18 17.18 -0.07 16 1,586 +16
Total Volume and Open Interest 17,714 171,297 +866
Canola(WCE)
Nov01 011114 357.5 357.5 357.5 357.5 +9.5 0 503 +0
Jan02 011114 353.0 358.0 353.0 357.6 +5.9 5,663 35,908 -875
Mar02 011114 352.0 356.9 352.0 356.5 +5.7 1,102 12,886 +279
May02 011114 352.5 357.0 352.5 356.7 +5.9 1,364 6,070 +1,083
Jul02 011114 356.6 356.6 355.5 355.6 +3.6 525 3,826 +105
Total Volume and Open Interest 8,814 63,700 +704
Corn(CBOT)
Nov01 011114 204.00 204.00 204.00 204.00 unch 0 1 +0
Dec01 011114 205.50 207.75 205.00 206.50 +1.50 34,078 186,685 -6,975
Jan02 011114 210.50 212.25 210.50 210.75 +1.25 17 887 +11
Mar02 011114 218.00 220.00 217.50 218.75 +1.25 17,348 159,852 +3,917
May02 011114 224.75 227.50 224.75 226.25 +1.25 2,223 46,695 +296
Jul02 011114 231.25 233.25 231.00 232.50 +1.50 2,538 42,258 +60
Total Volume and Open Interest 58,379 470,781 -1,539
Wheat(CBOT)
Dec01 011114 278.50 281.75 277.50 280.75 +2.75 25,431 47,617 -4,618
Mar02 011114 287.50 291.50 287.00 290.25 +3.00 13,057 46,964 +557
May02 011114 290.50 294.75 290.25 292.75 +2.25 802 6,675 +28
Jul02 011114 292.00 296.50 292.00 295.25 +2.75 3,470 10,517 +1,013
Sep02 011114 296.75 300.00 296.75 299.50 +3.00 0 464 +0
Total Volume and Open Interest 42,762 113,843 -3,036
Wheat(KCBT)
Dec01 011114 282.00 284.25 281.50 282.75 +0.50 7,293 30,116 -240
Mar02 011114 291.00 293.50 290.50 292.50 +1.00 7,135 33,828 +1,848
May02 011114 297.00 298.75 296.00 298.00 +1.50 620 7,266 -124
Jul02 011114 301.75 304.00 301.25 303.50 +1.50 1,094 6,317 -430
Sep02 011114 310.50 310.50 309.50 309.50 +1.50 20 1,833 +10
Total Volume and Open Interest 16,162 80,203 +1,064
Wheat(MGE)
Dec01 011114 305.25 305.50 303.50 304.50 -1.00 4,619 14,349 -167
Mar02 011114 315.00 315.25 313.75 315.00 -0.75 2,786 9,553 +1,356
May02 011114 323.50 323.75 322.75 323.00 -0.75 53 1,851 +34
Jul02 011114 331.00 331.50 330.50 331.25 +0.25 63 864 +0
Sep02 011114 338.00 339.00 337.75 337.75 unch 5 460 +0
Total Volume and Open Interest 7,536 27,203 +1,213
Oats(CBOT)
Dec01 011114 210.25 213.75 210.25 213.50 +3.75 1,430 5,880 +34
Mar02 011114 196.25 200.50 196.00 200.00 +4.50 820 5,977 +206
May02 011114 185.50 188.25 185.50 188.25 +4.25 151 2,001 +34
Jul02 011114 171.25 173.00 171.00 173.00 +3.50 216 866 +50
Total Volume and Open Interest 2,643 14,845 +344
Rough Rice(MCE)
Nov01 011114 3.67 3.75 3.67 3.69 +0.03 6 79 +4
Jan02 011114 3.84 3.93 3.84 3.87 +0.03 238 2,857 +79
Mar02 011114 4.13 4.16 4.10 4.10 +0.04 60 1,466 +4
May02 011114 4.35 4.36 4.31 4.31 +0.03 0 629 +0
Total Volume and Open Interest 304 5,559 +87
Live Cattle(CME)
Dec01 011114 62.750 63.250 61.925 63.200 +0.425 8,641 36,828 -1,592
Feb02 011114 66.350 67.150 65.850 67.125 +0.500 5,737 34,264 +1,832
Apr02 011114 68.600 69.600 68.200 69.400 +0.650 2,162 19,676 -170
Jun02 011114 65.600 66.575 65.150 66.525 +0.725 1,710 13,943 +21
Aug02 011114 65.800 66.700 65.400 66.600 +0.700 428 3,881 +120
Oct02 011114 68.350 68.750 67.750 68.750 +0.500 172 915 +94
Total Volume and Open Interest 18,877 109,635 +325
Feeder Cattle(CME)
Nov01 011114 83.850 83.850 83.350 83.550 -0.375 571 2,430 +85
Jan02 011114 79.650 80.300 78.825 80.250 +0.650 984 8,050 -139
Mar02 011114 78.800 79.500 78.150 79.325 +0.675 263 3,466 -29
Apr02 011114 78.900 79.150 78.150 79.000 +0.450 138 1,608 +4
May02 011114 78.950 79.150 78.200 79.075 +0.625 60 1,474 +2
Aug02 011114 80.875 81.100 80.200 80.950 +0.475 53 480 +4
Sep02 011114 80.650 81.200 80.150 81.200 +0.950 8 73 +1
Total Volume and Open Interest 2,078 17,594 -72
Lean Hogs(CME)
Dec01 011114 48.000 48.750 47.500 48.675 +0.275 6,122 16,728 -208
Feb02 011114 52.800 53.250 52.100 53.075 -0.100 3,961 9,688 +379
Apr02 011114 55.550 56.400 55.150 55.600 -0.150 651 3,400 +13
Jun02 011114 61.825 62.325 61.600 62.250 +0.250 110 984 +51
Jul02 011114 60.825 60.825 60.825 60.825 +0.125 10 425 +0
Aug02 011114 59.700 59.700 59.700 59.700 -0.150 3 239 -1
Oct02 011114 53.400 53.450 53.400 53.450 -0.100 12 264 +0
Dec02 011114 50.600 50.600 50.600 50.600 -0.100 12 8 +0
Total Volume and Open Interest 10,923 32,589 +226
Pork Bellies(CME)
Feb02 011114 70.500 72.650 69.800 72.475 +2.800 921 1,971 +8
Mar02 011114 69.500 72.000 69.500 71.500 +2.500 25 267 -2
May02 011114 71.500 72.550 71.500 72.550 +1.550 1 99 +1
Jul02 011114 72.500 72.500 72.500 72.500 +2.500 3 29 -1
Aug02 011114 73.250 73.250 73.250 73.250 +2.000 0 6 +0
Total Volume and Open Interest 950 2,372 +6
Cocoa(NYBOT)
Dec01 011114 1205 1241 1175 1200 -6 5,404 5,523 -2,605
Mar02 011114 1211 1245 1181 1202 -13 10,932 37,666 +323
May02 011114 1210 1243 1185 1200 -15 3,174 12,856 +2,273
Jul02 011114 1206 1225 1199 1199 -16 495 7,692 +168
Sep02 011114 1201 1211 1180 1196 -15 185 4,719 +16
Dec02 011114 1195 1208 1172 1185 -20 712 8,669 -591
Mar03 011114 1200 1200 1190 1190 -20 1 8,934 +1
Total Volume and Open Interest 20,903 93,242 -415
Coffee "C"(NYBOT)
Dec01 011114 44.75 50.00 44.60 49.70 +4.85 6,487 19,283 +19,283
Mar02 011114 48.00 53.00 47.90 52.80 +4.80 4,611 23,376 +23,376
May02 011114 49.95 54.50 49.90 54.20 +4.50 435 5,284 +5,284
Jul02 011114 51.70 55.50 51.40 55.50 +4.40 484 3,796 +3,796
Sep02 011114 53.00 56.75 52.90 56.75 +4.40 53 2,674 +2,674
Dec02 011114 54.75 58.25 54.50 58.25 +4.30 46 2,525 +2,525
Total Volume and Open Interest 12,122 57,491 +57,491
Orange Juice(NYBOT)
Jan02 011114 94.10 94.10 92.60 92.90 -0.80 933 15,938 +15,938
Mar02 011114 95.30 95.30 94.00 94.55 -0.65 151 2,940 +2,940
May02 011114 95.80 96.00 94.75 95.55 -0.40 17 1,117 +1,117
Jul02 011114 96.50 96.55 96.50 96.55 -0.15 1 146 +146
Sep02 011114 97.55 97.55 97.55 97.55 -0.15 0 181 +181
Total Volume and Open Interest 1,102 21,710 +21,710
Sugar #11(NYBOT)
Mar02 011114 7.28 7.46 7.27 7.40 +0.16 10,065 87,988 -430
May02 011114 6.78 6.85 6.76 6.80 +0.06 1,847 22,843 +246
Jul02 011114 6.35 6.38 6.32 6.33 +0.01 2,281 25,401 +279
Oct02 011114 6.45 6.45 6.40 6.42 +0.01 507 15,913 -202
Mar03 011114 6.60 6.60 6.55 6.57 -0.01 53 5,725 -37
Total Volume and Open Interest 14,909 162,784 -97
London Cocoa(LCE)
Dec01 011114 890 912 866 884 -4 3,633 26,353 -32
Mar02 011114 912 935 889 906 -5 2,974 62,914 +553
May02 011114 926 941 897 915 -6 801 31,646 +150
Jul02 011114 935 947 905 921 -6 268 20,045 +1
Sep02 011114 929 947 902 921 unch 186 10,766 +171
Dec02 011114 913 928 888 905 +5 68 4,340 -18
Mar03 011114 912 933 899 909 +5 0 3,867 +0
Total Volume and Open Interest 7,950 160,511 +830
London Coffee(LCE)
Nov01 011114 367.00 370.00 365.00 370.00 unch 98 989 -103
Jan02 011114 369.00 369.00 362.00 369.00 unch 3,188 38,541 +1,080
Mar02 011114 380.00 380.00 375.00 380.00 -1.00 2,194 21,780 -497
May02 011114 393.00 393.00 388.00 393.00 -1.00 1,447 17,760 +135
Jul02 011114 406.00 407.00 404.00 407.00 -1.00 520 13,808 +108
Sep02 011114 420.00 420.00 413.00 419.00 -1.00 195 11,208 +110
Total Volume and Open Interest 7,828 107,114 +1,019
London Sugar(LCE)
Dec01 011114 240.80 243.20 239.30 241.50 +1.20 2,491 5,463 -1,414
Mar02 011114 238.00 239.20 236.00 237.50 unch 3,166 20,247 +804
May02 011114 228.50 228.80 225.70 227.00 -0.70 216 7,764 -24
Aug02 011114 218.00 218.00 214.80 216.00 -1.50 808 9,106 +418
Oct02 011114 202.90 202.90 201.00 201.00 -2.00 130 4,132 -17
Total Volume and Open Interest 6,831 47,470 -233
Cotton(NYBOT)
Dec01 011114 35.25 35.60 34.60 35.44 +0.23 11,645 17,733 +17,733
Mar02 011114 37.20 37.40 36.25 36.85 -0.04 12,186 20,244 +20,244
May02 011114 38.70 38.80 37.50 37.93 -0.32 2,613 6,888 +6,888
Jul02 011114 39.40 39.50 38.44 38.90 -0.29 2,132 7,518 +7,518
Oct02 011114 42.00 42.00 40.90 41.15 -0.50 23 266 +266
Dec02 011114 42.80 43.00 42.00 42.33 -0.47 647 4,075 +4,075
Total Volume and Open Interest 29,297 57,696 +57,696
Lumber(CME)
Nov01 011114 237.0 238.0 228.1 228.1 -7.9 147 262 -49
Jan02 011114 227.7 232.3 225.1 226.3 +0.5 377 1,519 +72
Mar02 011114 237.0 242.3 236.9 238.4 +0.2 110 261 +25
May02 011114 248.0 248.0 243.5 243.8 +0.8 15 100 +3
Total Volume and Open Interest 649 2,158 +52
Crude Oil(NYM)
Dec01 011114 20.00 20.40 19.55 19.74 -1.93 89,422 91,691 -11,649
Jan02 011114 20.20 20.60 19.85 20.01 -1.89 53,160 104,754 +10,255
Feb02 011114 20.30 20.73 20.00 20.15 -1.82 19,532 40,008 +5,388
Mar02 011114 20.40 20.70 20.10 20.22 -1.75 3,719 24,973 +387
Apr02 011114 20.50 20.60 20.16 20.27 -1.66 1,982 20,126 +127
May02 011114 20.25 20.70 20.25 20.30 -1.58 1,079 13,726 -273
Jun02 011114 20.40 20.72 20.20 20.32 -1.51 5,039 27,973 -298
Jul02 011114 20.40 20.60 20.34 20.34 -1.44 932 12,090 +308
Aug02 011114 20.50 20.65 20.36 20.36 -1.38 728 12,043 -74
Sep02 011114 20.45 20.45 20.38 20.38 -1.33 446 12,073 +95
Total Volume and Open Interest 183,768 461,248 +4,333
Heating Oil(NYM)
Dec01 011114 57.15 57.80 56.00 56.12 -4.81 20,025 42,080 -2,841
Jan02 011114 57.90 58.80 57.00 57.13 -4.70 9,813 35,839 +1,553
Feb02 011114 58.50 59.00 57.50 57.53 -4.50 1,590 16,803 -354
Mar02 011114 58.10 58.10 56.60 56.83 -4.30 1,110 19,736 -115
Apr02 011114 57.10 57.70 55.80 56.13 -4.00 1,784 14,143 +736
May02 011114 56.20 56.75 55.28 55.28 -3.75 420 6,329 +237
Jun02 011114 56.20 56.40 55.33 55.33 -3.50 893 8,685 +341
Jul02 011114 57.50 57.50 55.88 55.88 -3.40 491 4,207 +225
Aug02 011114 57.40 58.00 56.53 56.53 -3.30 337 2,920 +4
Sep02 011114 58.40 58.80 57.33 57.33 -3.20 133 2,866 +52
Total Volume and Open Interest 37,240 164,849 +39
Unleaded Gas(NYM)
Dec01 011114 53.50 55.50 53.20 53.37 -4.64 20,693 29,625 -2,368
Jan02 011114 55.20 56.20 54.20 54.36 -4.52 7,158 18,067 +1,025
Feb02 011114 56.20 56.90 55.30 55.41 -4.42 1,196 7,923 +66
Mar02 011114 57.50 57.55 56.56 56.56 -4.32 1,032 10,733 -800
Apr02 011114 63.55 63.70 62.51 62.51 -4.17 1,060 11,775 -615
May02 011114 63.50 64.00 62.96 62.96 -4.14 817 11,830 +91
Jun02 011114 63.90 64.10 63.01 63.01 -3.99 687 8,203 -427
Jul02 011114 62.66 62.66 62.66 62.66 -3.91 660 5,224 +408
Total Volume and Open Interest 33,696 110,437 -2,619
Natural Gas(NYM)
Dec01 011114 2.710 2.725 2.635 2.676 -0.122 32,210 51,844 -2,042
Jan02 011114 2.920 2.920 2.850 2.884 -0.108 15,207 48,702 +3,723
Feb02 011114 2.950 2.955 2.900 2.932 -0.100 4,255 27,880 -155
Mar02 011114 2.940 2.955 2.900 2.924 -0.096 1,741 25,645 -60
Apr02 011114 2.920 2.920 2.880 2.904 -0.086 1,712 29,502 +155
May02 011114 2.970 2.970 2.925 2.946 -0.084 1,547 20,937 -704
Jun02 011114 3.020 3.020 2.960 2.996 -0.079 1,549 15,281 -395
Jul02 011114 3.030 3.050 3.015 3.041 -0.074 2,453 12,535 +141
Total Volume and Open Interest 76,724 455,750 +1,757
Brent Crude Oil(IPE)
Dec01 011114 20.32 20.32 18.65 18.75 -2.06 28,251 31,339 -11,199
Jan02 011114 20.52 20.52 19.00 19.17 -1.82 43,845 75,839 +1,194
Feb02 011114 20.40 20.40 19.15 19.29 -1.69 10,369 27,953 +648
Mar02 011114 20.32 20.36 19.33 19.33 -1.62 2,305 14,775 +761
Apr02 011114 20.20 20.34 19.37 19.37 -1.55 1,481 10,168 -398
May02 011114 19.90 19.90 19.41 19.41 -1.48 486 6,075 +65
Jun02 011114 20.20 20.35 19.43 19.43 -1.43 2,615 16,955 +141
Jul02 011114 20.30 20.30 19.46 19.46 -1.37 100 4,371 -5
Total Volume and Open Interest 92,261 227,034 -7,106
Gas Oil(IPE)
Dec01 011114 184.00 184.00 171.75 172.75 -14.25 13,077 46,220 -2,058
Jan02 011114 184.00 184.00 172.50 173.00 -14.75 6,551 28,675 +142
Feb02 011114 181.00 181.50 172.25 172.50 -13.50 1,258 8,565 +231
Mar02 011114 180.25 180.25 171.25 171.50 -13.00 570 8,811 +340
Apr02 011114 177.75 177.75 170.25 170.25 -12.75 325 4,760 +0
May02 011114 172.25 174.00 169.75 169.75 -12.50 0 3,366 +0
Jun02 011114 177.25 177.25 170.25 170.25 -12.25 710 14,301 -105
Jul02 011114 172.50 172.50 171.75 171.75 -12.00 600 1,689 +500
Total Volume and Open Interest 23,691 126,753 -350
US Dollar Index(NYBOT)
Dec01 011114 116.72 117.05 116.30 116.40 -0.22 11,424 12,793 +8,402
Mar02 011114 117.25 117.50 116.85 116.91 -0.23 38 2,074 +28
Jun02 011114 117.66 117.80 117.42 117.42 -0.24 3 9 +1
Total Volume and Open Interest 11,465 14,877 +8,431
Australian Dollar(IMM)
Dec01 011114 52.13 52.30 51.76 51.86 -0.04 5,713 23,930 +2,199
Mar02 011114 51.95 51.95 51.61 51.61 -0.04 277 509 +187
Jun02 011114 51.36 51.36 51.36 51.36 -0.04 0 12 +0
Total Volume and Open Interest 5,990 24,463 +2,386
British Pound(IMM)
Dec01 011114 143.52 144.28 143.26 143.92 -0.16 7,824 38,600 +1,793
Mar02 011114 142.80 143.30 142.80 143.16 -0.16 94 284 +78
Jun02 011114 142.40 142.40 142.40 142.40 -0.16 0 1 +0
Total Volume and Open Interest 7,918 38,885 +1,871
Canadian Dollar(IMM)
Dec01 011114 62.87 62.97 62.74 62.77 +0.07 7,281 75,893 -1,029
Mar02 011114 62.86 62.97 62.70 62.76 +0.07 843 4,875 +652
Jun02 011114 62.91 62.91 62.75 62.75 +0.07 434 1,748 +225
Sep02 011114 62.91 62.91 62.73 62.76 +0.07 49 552 +17
Total Volume and Open Interest 8,672 83,277 -90
Japanese Yen(IMM)
Dec01 011114 82.29 82.52 82.12 82.43 unch 18,305 91,872 +4,878
Mar02 011114 82.64 82.82 82.64 82.82 unch 170 573 +97
Jun02 011114 83.01 83.21 83.01 83.21 unch 0 25 +0
Total Volume and Open Interest 18,475 92,819 +4,975
Deutsche Mark(IMM)
Dec01 011114 45.11 45.11 45.11 45.11 +0.11 12 202 +0
Total Volume and Open Interest 12 202 +0
Swiss Franc(IMM)
Dec01 011114 59.87 60.26 59.62 60.14 +0.26 27,320 55,587 +1,795
Mar02 011114 59.87 60.19 59.81 60.16 +0.26 181 240 +126
Jun02 011114 60.21 60.21 60.21 60.21 +0.26 0 4 +0
Total Volume and Open Interest 27,524 55,854 +1,944
EuroFX(IMM)
Dec01 011114 87.92 88.32 87.61 88.22 +0.20 29,784 107,028 +9,281
Mar02 011114 87.60 87.97 87.40 87.94 +0.20 373 1,502 +237
Jun02 011114 87.73 87.73 87.73 87.73 +0.20 3 212 +1
Total Volume and Open Interest 30,162 108,807 +9,518
Mexican Peso(IMM)
Dec01 011114 10755.0 10820.0 10740.0 10817.5 +85.5 1,722 22,734 +295
Mar02 011114 10520.0 10572.5 10520.0 10572.5 +85.5 4 1,492 +4
Total Volume and Open Interest 1,893 25,407 +341
30-Year T-Bonds(CBOT)
Dec01 011114 109~28 109~31 108~14 108~17 -1~09 165,244 550,807 -7,615
Mar02 011114 108~06 108~16 107~13 107~16 -1~08 5,846 52,394 +1,756
Jun02 011114 107~02 107~02 106~14 106~14 -1~07 2 710 -9
Total Volume and Open Interest 171,092 603,911 -5,868
Municipal Bonds(CBOT)
Dec01 011114 107~25 107~27 107~01 107~02 -0~30 587 11,878 +36
Mar02 011114 106~16 106~16 105~30 106~00 -1~01 13 1,073 +5
Total Volume and Open Interest 600 12,951 +41
10-Year T-Notes(CBOT)
Dec01 011114 110~200 110~235 109~145 109~185 -1~005 206,792 605,380 +1,998
Mar02 011114 109~175 109~175 108~110 108~140 -1~000 4,567 59,992 +728
Total Volume and Open Interest 211,359 665,374 +2,726
5-Year T-Notes(CBOT)
Dec01 011114 109~045 109~045 108~210 108~220 -0~225 48,143 507,008 -2,358
Mar02 011114 108~005 108~005 107~175 107~180 -0~220 1,681 50,403 +962
Total Volume and Open Interest 49,824 557,411 -1,396
2 Year T-Notes(CBOT)
Dec01 011114 105~106 105~106 105~077 105~079 -0~042 6,241 73,316 -777
Mar02 011114 105~028 105~036 105~011 105~011 -0~049 23 32 +8
Total Volume and Open Interest 6,264 73,348 -769
3-Mth T-Bills(IMM)
Dec01 011114 98.19 98.21 98.18 98.19 -0.03 9 1,636 +1,636
Total Volume and Open Interest 11 1,643 +1,643
Eurodollars(IMM)
Dec01 011114 98.015 98.030 97.965 97.990 -0.050 107,324 907,798 +907,798
Mar02 011114 97.975 98.000 97.910 97.925 -0.115 162,609 715,601 +715,601
Jun02 011114 97.630 97.660 97.570 97.575 -0.155 146,475 627,586 +627,586
Sep02 011114 97.225 97.230 97.100 97.110 -0.210 99,435 465,977 +465,977
Dec02 011114 96.740 96.740 96.580 96.585 -0.245 64,351 429,262 +429,262
Mar03 011114 96.340 96.340 96.190 96.190 -0.250 43,903 289,907 +289,907
Jun03 011114 95.960 95.965 95.805 95.810 -0.240 20,913 204,111 +204,111
Sep03 011114 95.640 95.640 95.500 95.505 -0.215 14,912 180,873 +180,873
Dec03 011114 95.310 95.310 95.190 95.190 -0.195 11,079 163,378 +163,378
Mar04 011114 95.145 95.155 95.030 95.040 -0.185 9,318 143,117 +143,117
Jun04 011114 94.940 94.950 94.860 94.860 -0.175 8,752 116,109 +116,109
Sep04 011114 94.795 94.795 94.715 94.715 -0.160 7,044 105,830 +105,830
Total Volume and Open Interest 733,054 4,994,003 +4,994,003
3-Mth Euro-Yen(IMM)
Dec01 011114 99.91 99.91 99.90 99.90 -0.01 212 16,915 -310
Mar02 011114 99.87 99.88 99.87 99.87 -0.01 100 9,398 -115
Jun02 011114 99.89 99.89 99.88 99.88 -0.01 321 8,960 +159
Sep02 011114 99.86 99.86 99.86 99.86 -0.01 108 2,356 -135
Dec02 011114 99.81 99.81 99.81 99.81 -0.01 0 904 +0
Mar03 011114 99.79 99.79 99.79 99.79 unch 0 1,088 +0
Jun03 011114 99.76 99.76 99.76 99.76 -0.01 0 159 +0
Sep03 011114 99.71 99.71 99.71 99.71 unch 0 15 +0
Dec03 011114 99.63 99.63 99.63 99.63 unch 0 2 +0
Mar04 011114 99.57 99.57 99.57 99.57 unch 0 220 +0
Total Volume and Open Interest 741 40,017 -401
3-Mth Euro-Yen(SIMEX)
Dec01 011114 99.90 99.90 99.90 99.90 -0.01 971 90,870 -83
Mar02 011114 99.87 99.87 99.87 99.87 0.00 116 72,943 -138
Jun02 011114 99.89 99.89 99.88 99.88 -0.01 133 56,535 +56
Sep02 011114 99.86 99.86 99.86 99.86 0.00 357 26,138 -161
Dec02 011114 99.82 99.82 99.82 99.82 unch 15 9,126 -9
Mar03 011114 99.79 99.79 99.78 99.78 -0.01 64 16,257 +6
Jun03 011114 99.76 99.76 99.76 99.76 0.00 18 15,736 -7
Sep03 011114 99.71 99.71 99.71 99.71 -0.01 144 7,219 +129
Total Volume and Open Interest 1,818 309,283 -209
Euro Notional Bond(MATIF)
Dec01 011114 92.00 92.00 91.42 91.68 -0.52 462 25,168 +226
Mar02 011114 91.78 91.78 91.78 91.78 -0.52      
Jun02 011114 91.88 91.88 91.88 91.88 -0.52      
Total Volume and Open Interest 462 25,168 +226
3-Month Euribor(MATIF)
Dec01 011114 96.80 96.80 96.80 96.80 unch 0 2,776 +0
Mar02 011114 97.05 97.05 97.05 97.05 -0.05 0 2,496 +0
Jun02 011114 97.05 97.05 97.05 97.05 -0.10 0 211 +0
Total Volume and Open Interest 0 6,273 +0
German Euro-Bund(EUREX)
Dec01 011114 111.65 111.70 110.87 110.94 -0.72 982,626 776,035 -139,351
Mar02 011114 111.46 111.46 110.80 110.83 -0.75 6,872 51,163 +1,865
Jun02 011114 109.88 109.88 109.88 109.88 -0.72 5,061 1,733 -150
Total Volume and Open Interest 994,559 828,931 -137,636
German Euro-Bobl(EUREX)
Dec01 011114 109.58 109.58 108.99 109.06 -0.52 562,870 595,793 -51,399
Mar02 011114 109.08 109.08 108.61 108.65 -0.54 8,671 37,745 +2,606
Jun02 011114 108.29 108.29 108.29 108.29 -0.52 1,660 814 +0
Total Volume and Open Interest 573,201 634,352 -48,793
Long Gilt(LIFFE)
Dec01 011114 118~02 118~03 117~08 117~19 -0~19 33,417 70,808 -4,751
Mar02 011114 117~17 117~17 117~03 117~03 -0~19 0 160 +0
Total Volume and Open Interest 33,417 70,968 -4,751
3-Mth Short Sterling(LIFFE)
Dec01 011114 96.11 96.13 96.00 96.06 -0.05 29,097 0 +0
Mar02 011114 96.24 96.25 96.06 96.14 -0.11 55,597 0 +0
Jun02 011114 96.17 96.18 95.95 96.03 -0.15 47,683 0 +0
Total Volume and Open Interest 191,013    
3-Mth Euribor(LIFFE)
Dec01 011114 96.795 96.805 96.765 96.780 -0.015 97,235 446,403 -8,950
Mar02 011114 97.085 97.090 96.990 97.040 -0.055 120,360 425,831 -4,609
Jun02 011114 97.130 97.140 96.990 97.060 -0.085 80,144 332,557 -8,084
Total Volume and Open Interest 448,934 2,016,933 -36,274
3-Mth Aus T-Bills(SFE)
Dec01 011114 95.84 95.86 95.83 95.84 -0.04 15,201 198,570 -2,371
Mar02 011114 96.02 96.06 96.00 96.03 -0.08 10,694 130,578 +4,016
Jun02 011114 96.00 96.01 95.96 95.98 -0.10 2,391 42,149 +529
Sep02 011114 95.81 95.83 95.80 95.82 -0.10 341 21,459 -35
Dec02 011114 95.58 95.61 95.58 95.61 -0.09 274 14,943 -56
Mar03 011114 95.40 95.40 95.40 95.40 -0.09 483 10,220 +251
Jun03 011114 95.23 95.23 95.21 95.23 -0.09 27 7,642 -26
Sep03 011114 95.07 95.07 95.07 95.07 -0.10 179 6,664 +152
Dec03 011114 94.94 94.94 94.94 94.94 -0.11 50 2,844 +32
Mar04 011114 94.84 94.84 94.84 94.84 -0.11 10 1,950 +10
Total Volume and Open Interest 29,690 440,322 +2,542
10-Year Aus T-Bonds(SFE)
Dec01 011114 94.74 94.74 94.54 94.57 -0.24 1,884 178,587 +75
Mar02 011114 94.81 94.81 94.81 94.81 unch      
Total Volume and Open Interest 12,621 178,512 +5,509
3-Year Aus T-Bonds(SFE)
Dec01 011114 95.55 95.61 95.55 95.57 -0.11 46,831 434,745 +13,446
Mar02 011114 95.42 95.42 95.42 95.42 -0.11      
Total Volume and Open Interest 46,831 434,745 +13,446
Gold(CMX)
Dec01 011114 279.0 279.1 277.6 278.0 unch 25,190 66,193 -5,138
Feb02 011114 280.5 280.5 278.3 278.7 unch 5,426 16,891 +621
Apr02 011114 280.4 280.4 279.1 279.3 +0.1 322 3,773 +11
Jun02 011114 281.5 281.5 279.5 279.9 +0.2 314 5,711 +126
Aug02 011114 281.3 281.3 280.4 280.4 +0.3 522 3,803 +510
Oct02 011114 280.8 280.8 280.8 280.8 +0.3 0 2,174 +0
Total Volume and Open Interest 32,255 111,255 -3,749
Silver(CMX)
Dec01 011114 415.5 417.5 413.5 414.3 +0.3 7,833 36,220 -2,138
Mar02 011114 419.5 420.5 416.5 417.4 +0.4 2,213 25,518 -388
May02 011114 421.5 421.5 417.0 419.1 +0.4 32 1,420 +3
Jul02 011114 420.0 420.6 420.0 420.6 +0.6 8 1,974 +1
Sep02 011114 421.9 421.9 421.9 421.9 +0.6 0 1,428 +0
Total Volume and Open Interest 10,241 73,671 -2,354
Platinum(NYM)
Jan02 011114 427.0 428.0 422.0 425.4 +5.7 1,628 6,024 +73
Apr02 011114 419.0 419.9 419.0 419.9 +5.7 112 97 +61
Jul02 011114 413.4 413.4 413.4 413.4 +5.7 0 54 +0
Oct02 011114 410.4 410.4 410.4 410.4 +5.7 10 55 +10
Total Volume and Open Interest 1,750 6,230 +144
Palladium(NYME)
Dec01 011114 315.00 320.00 310.00 319.00 +4.00 115 1,101 +1
Mar02 011114 319.80 320.25 319.80 320.25 +3.90 25 494 +21
Total Volume and Open Interest 140 1,595 +22
Copper(CMX)
Dec01 011114 68.50 69.60 67.35 67.70 unch 23,437 34,982 -3,549
Mar02 011114 69.25 70.20 68.00 68.45 +0.10 3,938 18,908 +367
May02 011114 69.30 70.30 68.80 68.90 +0.10 84 4,906 +40
Jul02 011114 70.65 70.70 69.40 69.40 +0.10 374 4,006 +281
Sep02 011114 69.85 69.85 69.85 69.85 +0.10 904 2,726 -481
Total Volume and Open Interest 31,653 85,025 -1,442
DJIA Index(CBOT)
Dec01 011114 9795 9855 9736 9840 +76 18,853 29,549 +532
Mar02 011114 9780 9855 9750 9841 +78 81 704 +10
Jun02 011114 9780 9850 9780 9850 +79 0 305 +8
Sep02 011114 9865 9865 9865 9865 +82 0 20 +0
Total Volume and Open Interest 18,934 30,584 +550
S & P 500(CME)
Dec01 011114 1148.50 1150.50 1133.80 1143.50 +1.80 66,544 503,983 +278
Mar02 011114 1150.00 1150.00 1144.00 1145.00 +1.90 4,923 44,291 +2,221
Jun02 011114 1147.00 1147.80 1147.00 1147.80 +2.10 2,230 4,416 +1,332
Sep02 011114 1151.60 1151.60 1151.60 1151.60 +2.40 52 411 +5
Total Volume and Open Interest 73,793 553,470 +3,871
S & P 500 E-Mini(Globex)
Dec01 011114 1141.50 1152.25 1133.75 1143.50 +1.75 229,310 225,764 +8,823
Mar02 011114 1150.00 1158.00 1141.50 1145.00 +2.00 35 42 +9
Total Volume and Open Interest 229,345 225,806 +8,832
NASDAQ 100(CME)
Dec01 011114 1609.00 1619.00 1560.00 1595.50 +12.50 20,204 61,834 -1,308
Mar02 011114 1602.50 1602.50 1602.50 1602.50 +12.50 0 8 +0
Jun02 011114 1609.50 1609.50 1609.50 1609.50 +12.50 0 2 +0
Total Volume and Open Interest 20,204 61,844 -1,308
NASDAQ 100 E-Mini(GLOBEX)
Dec01 011114 1584.0 1623.0 1559.0 1595.5 +12.5 162,827 115,913 -1,546
Mar02 011114 1602.5 1602.5 1602.5 1602.5 +12.5 2 5 -2
Total Volume and Open Interest 162,829 115,918 -1,548
NYSE Composite(NYBOT)
Dec01 011114 583.00 583.00 576.30 581.00 +1.25 1,333 6,036 -26
Mar02 011114 581.50 581.50 581.50 581.50 +1.25 10 700 -10
Jun02 011114 582.00 582.00 582.00 582.00 +1.25 0 300 +0
Total Volume and Open Interest 1,343 7,036 -36
S & P Midcap 400(CME)
Dec01 011114 483.00 484.25 478.00 482.00 +1.30 633 15,488 -131
Mar02 011114 483.00 483.00 483.00 483.00 +1.30      
Jun02 011114 487.00 487.00 487.00 487.00 +1.30      
Total Volume and Open Interest 633 15,488 -131
Russell 2000(CME)
Dec01 011114 454.00 455.25 449.50 455.10 +5.85 1,518 24,019 +482
Mar02 011114 455.80 455.80 455.80 455.80 +5.85      
Jun02 011114 459.80 459.80 459.80 459.80 +5.85      
Total Volume and Open Interest 1,518 24,019 +482
Value Line(KCBT)
Dec01 011114 1151.00 1167.00 1151.00 1167.00 +12.00 79 241 +29
Total Volume and Open Interest 79 241 +29
Nikkei 225(CME)
Dec01 011114 10260 10270 10120 10185 -55 1,402 16,086 +264
Mar02 011114 10215 10215 10215 10215 -55 21 40 +19
Total Volume and Open Interest 1,423 16,149 +283
Nikkei 225(SIMEX)
Dec01 011114 10235 10250 10070 10180 +40 21,033 107,515 -631
Mar02 011114 10175 10175 10175 10175 +40 0 430 +0
Jun02 011114 10130 10130 10130 10130 +40 0 24 +0
Total Volume and Open Interest 21,033 107,969 -631
CAC 40(MATIF)
Nov01 011114 4582.0 4650.0 4546.5 4582.0 +8.0 67,642 409,492 +1,443
Dec01 011114 4598.0 4652.0 4564.0 4588.0 +3.0 5,673 170,558 +4,297
Jan02 011114 4601.0 4601.0 4601.0 4601.0 +3.0 17 19 -4
Total Volume and Open Interest 73,632 667,148 +5,935
DAX Index(EUREX)
Dec01 011114 4976.0 5067.5 4957.0 4969.0 -4.0 52,032 155,119 -1,191
Mar02 011114 5021.0 5087.0 4997.5 5003.5 -3.5 96 13,945 +15
Jun02 011114 5075.5 5127.0 5038.5 5043.5 -3.0 59 2,716 +9
Total Volume and Open Interest 52,187 171,780 -1,167
FT-SE 100(LIFFE)
Dec01 011114 5315.00 5387.00 5226.00 5253.00 -34.00 47,389 325,326 +203
Mar02 011114 5357.50 5384.00 5239.50 5262.50 -33.00 643 28,103 +214
Jun02 011114 5368.00 5398.00 5276.00 5279.50 -31.00 2,220 14,274 +1,914
Total Volume and Open Interest 50,252 367,703 +2,331
SPI 200(SFE)
Dec01 011114 3312.0 3352.0 3312.0 3352.0 +61.0 8,067 146,058 +2,550
Mar02 011114 3327.0 3356.0 3327.0 3356.0 +60.0 295 2,309 +156
Jun02 011114 3362.0 3362.0 3362.0 3362.0 +60.0 53 1,532 +3
Total Volume and Open Interest 8,415 150,388 +2,709
GSCI(CME)
Nov01 011114 168.40 168.40 166.50 166.75 -7.75 3,116 6,468 -2,960
Dec01 011114 172.75 173.00 171.00 171.20 -7.60 3,268 10,757 +2,904
Jan02 011114 172.00 172.00 172.00 172.00 -7.00      
Total Volume and Open Interest 6,384 17,225 -56
Bridge CRB Index(NYBOT)
Jan02 011114 192.00 192.00 191.25 192.00 unch 19 150 +5
Feb02 011114 191.50 192.25 191.50 192.00 unch 2 130 +1
Apr02 011114 193.00 193.00 193.00 193.00 unch 0 4 +0
Total Volume and Open Interest 21 284 +6
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

For those who "research their trades" via historical daily charts, Research Director Nick Colley wants
to give you a taste of enhancements forthcoming to the Traders Desk
Reference (TDR) section of the MRCI web site.  Click on the following
address and you will be directed to the test section for Soybeans:

http://www.mrci.com/client/tdr/s/index.php

Remember this is only a test section, but it is intended to be the model
for all other futures.  You can use the "mouse-over" function, the table
includes seasonal patterns, weekly and monthly contract continuation
charts, and by clicking on the year in the "History Range" row, a table
will appear with each year in the data base.  Click again and find the
daily chart for that contract for that year.  Enjoy!