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 Fri November 16, 2001
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan02 011116 445.50 453.00 445.25 452.50 +5.75 19,101 77,776 -396
Mar02 011116 449.75 455.50 449.00 454.75 +4.25 4,471 35,506 +20
May02 011116 453.00 459.25 452.50 458.75 +4.50 1,742 27,677 -204
Jul02 011116 457.50 463.75 457.00 463.00 +4.50 1,632 22,414 +203
Aug02 011116 456.00 462.00 456.00 461.00 +4.00 125 1,273 -110
Sep02 011116 456.00 460.00 456.00 460.00 +4.00 0 318 +0
Nov02 011116 460.00 465.50 459.00 464.50 +4.25 188 7,646 +103
Total Volume and Open Interest 27,262 172,622 -581
Soybean Meal(CBOT)
Dec01 011116 165.30 167.00 164.70 165.60 unch 8,364 28,732 -102
Jan02 011116 159.30 161.50 159.30 160.60 +0.80 5,906 26,836 +155
Mar02 011116 155.50 157.40 155.40 156.60 +1.30 2,687 26,036 +285
May02 011116 152.50 154.20 152.30 154.10 +1.90 2,813 24,268 +432
Jul02 011116 152.60 154.40 152.50 154.10 +2.00 1,433 21,718 +366
Aug02 011116 152.30 154.00 152.30 153.60 +2.10 214 5,627 +73
Sep02 011116 152.00 153.50 152.00 153.50 +2.20 80 5,255 -46
Oct02 011116 152.80 152.80 151.50 152.00 +2.10 94 2,586 +94
Total Volume and Open Interest 22,071 146,696 +1,427
Soybean Oil(CBOT)
Dec01 011116 15.90 16.06 15.82 15.87 -0.05 6,171 48,748 -1,797
Jan02 011116 16.08 16.23 16.00 16.08 -0.04 6,317 36,159 +887
Mar02 011116 16.35 16.50 16.26 16.32 -0.06 2,820 25,139 -167
May02 011116 16.56 16.70 16.47 16.54 -0.06 802 30,639 +32
Jul02 011116 16.75 16.90 16.69 16.75 -0.05 726 17,896 -34
Aug02 011116 16.83 16.92 16.82 16.82 -0.05 2 3,551 +2
Sep02 011116 16.88 16.88 16.88 16.88 -0.12 9 3,081 +2
Oct02 011116 16.90 16.90 16.90 16.90 -0.20 6 1,595 +6
Total Volume and Open Interest 16,924 171,801 -1,069
Canola(WCE)
Nov01 011116 352.3 352.3 352.3 352.3 -1.6 12 14 -5
Jan02 011116 353.5 355.8 352.1 353.6 -0.6 4,639 35,910 -466
Mar02 011116 353.0 353.9 351.0 352.0 -1.6 403 12,404 -451
May02 011116 354.0 354.0 352.1 352.1 -2.7 232 6,185 -96
Jul02 011116 352.5 353.7 352.0 353.0 -0.5 148 3,891 +69
Total Volume and Open Interest 5,473 62,965 -969
Corn(CBOT)
Dec01 011116 205.25 207.50 205.00 207.25 +1.25 37,765 177,952 -5,551
Jan02 011116 210.25 211.50 210.25 211.50 +1.50 73 915 +19
Mar02 011116 217.25 219.00 217.00 218.75 +1.00 22,434 170,103 +3,774
May02 011116 224.50 226.25 224.25 226.00 +1.00 3,659 47,451 +325
Jul02 011116 230.50 232.50 230.50 232.25 +1.00 2,422 42,898 -38
Sep02 011116 236.75 237.75 236.50 237.50 +0.50 181 8,072 +143
Total Volume and Open Interest 67,475 474,693 -1,048
Wheat(CBOT)
Dec01 011116 279.25 290.00 277.75 289.25 +9.00 16,329 43,279 -3,061
Mar02 011116 289.00 297.50 287.25 297.00 +6.50 8,221 46,794 -426
May02 011116 291.50 298.00 290.75 297.50 +4.75 614 6,541 -20
Jul02 011116 294.00 300.00 292.25 299.25 +4.00 852 10,467 -8
Sep02 011116 302.50 302.50 302.50 302.50 +3.00 0 484 +0
Total Volume and Open Interest 26,137 109,205 -3,477
Wheat(KCBT)
Dec01 011116 283.25 290.00 282.50 289.50 +5.75 5,622 28,087 -1,147
Mar02 011116 293.00 299.00 292.00 298.75 +5.50 4,728 35,016 +277
May02 011116 298.50 304.50 298.50 304.50 +5.50 243 7,439 +81
Jul02 011116 304.00 310.50 304.00 310.25 +6.00 330 6,449 +110
Sep02 011116 311.00 316.00 311.00 316.00 +6.00 0 2,033 +0
Total Volume and Open Interest 10,923 79,937 -679
Wheat(MGE)
Dec01 011116 302.00 306.00 300.75 305.75 +3.50 3,528 13,433 -759
Mar02 011116 314.50 318.50 313.00 317.00 +2.00 2,902 11,355 +553
May02 011116 321.50 327.00 321.50 326.75 +4.00 661 2,237 +307
Jul02 011116 329.00 333.00 328.75 333.00 +3.50 448 1,042 +162
Sep02 011116 335.50 339.00 335.50 339.00 +2.75 157 657 +50
Total Volume and Open Interest 8,089 29,140 +583
Oats(CBOT)
Dec01 011116 220.25 222.50 217.00 221.50 +1.25 1,674 5,565 -304
Mar02 011116 207.25 209.25 204.00 207.00 +0.25 1,196 6,221 +94
May02 011116 195.25 197.00 192.25 194.50 -0.25 91 2,013 +12
Jul02 011116 176.00 177.50 176.00 176.75 -0.25 238 935 +58
Total Volume and Open Interest 3,320 14,941 -73
Rough Rice(MCE)
Nov01 011116 3.80 3.80 3.79 3.79 -0.04 22 88 +5
Jan02 011116 4.00 4.00 3.88 3.94 -0.07 528 3,042 +100
Mar02 011116 4.22 4.22 4.12 4.16 -0.09 108 1,574 +50
May02 011116 4.44 4.44 4.37 4.37 -0.07 15 643 +2
Total Volume and Open Interest 722 5,888 +166
Live Cattle(CME)
Dec01 011116 64.400 65.425 64.200 64.950 +0.400 10,967 35,767 -188
Feb02 011116 67.900 68.850 67.850 68.575 +0.425 7,022 37,439 +1,232
Apr02 011116 70.350 71.125 70.250 70.825 +0.375 3,245 20,389 +419
Jun02 011116 67.250 67.550 67.000 67.325 +0.075 3,130 13,944 -780
Aug02 011116 67.200 67.500 66.975 67.150 -0.050 916 4,140 +106
Oct02 011116 69.400 69.575 69.400 69.400 unch 98 1,050 +77
Total Volume and Open Interest 25,552 113,003 +867
Feeder Cattle(CME)
Jan02 011116 81.700 82.650 81.550 82.425 +0.675 1,732 7,697 -325
Mar02 011116 80.750 81.700 80.750 81.125 +0.300 847 3,215 -260
Apr02 011116 80.500 81.600 80.500 81.050 +0.550 276 1,655 -9
May02 011116 80.800 81.400 80.700 81.025 +0.450 175 1,452 -42
Aug02 011116 82.250 82.900 82.250 82.825 +0.375 120 488 +4
Sep02 011116 82.300 82.800 82.300 82.800 +0.350 10 72 +4
Oct02 011116 82.625 82.625 82.625 82.625 +0.125 7 21 +6
Total Volume and Open Interest 3,532 16,692 -789
Lean Hogs(CME)
Dec01 011116 49.475 49.475 47.475 48.050 -1.425 4,560 16,897 +249
Feb02 011116 54.400 54.400 52.750 53.800 -0.400 3,413 10,940 +390
Apr02 011116 57.150 57.600 56.200 57.200 +0.125 563 3,574 +33
Jun02 011116 63.750 64.400 63.400 64.000 +0.175 177 1,028 -5
Jul02 011116 61.800 62.400 61.800 62.350 +0.050 62 398 -33
Aug02 011116 60.900 61.375 60.750 61.375 +0.175 4 242 +3
Oct02 011116 53.425 53.800 53.300 53.800 -0.050 17 276 +11
Dec02 011116 50.775 50.775 50.775 50.775 +0.175 5 11 +3
Total Volume and Open Interest 8,858 34,262 +670
Pork Bellies(CME)
Feb02 011116 75.250 75.750 73.500 74.350 -0.900 1,126 2,041 +54
Mar02 011116 74.850 74.900 73.150 73.600 -0.800 50 268 -2
May02 011116 76.000 76.000 75.200 75.200 +0.600 4 100 -2
Jul02 011116 74.500 74.500 74.500 74.500 -1.000 2 29 +0
Aug02 011116 76.250 76.250 76.250 76.250 unch 0 6 +0
Total Volume and Open Interest 1,182 2,444 +50
Cocoa(NYBOT)
Dec01 011116 1260 1300 1252 1285 +49 619 1,895 -24
Mar02 011116 1255 1293 1247 1275 +43 7,917 37,805 -623
May02 011116 1250 1281 1245 1267 +42 1,344 13,236 -104
Jul02 011116 1245 1268 1240 1262 +39 594 8,125 +232
Sep02 011116 1258 1258 1258 1258 +35 214 4,667 -200
Dec02 011116 1245 1245 1245 1245 +33 792 8,795 +6
Mar03 011116 1245 1245 1245 1245 +33 1,181 7,768 -1,181
Total Volume and Open Interest 12,661 89,474 -1,894
Coffee "C"(NYBOT)
Dec01 011116 47.65 49.50 47.00 48.65 +0.25 11,080 12,156 -4,715
Mar02 011116 51.50 52.70 50.00 51.85 +0.25 10,935 26,640 +1,318
May02 011116 53.40 54.25 52.00 53.45 +0.35 988 5,421 +10
Jul02 011116 54.75 55.30 53.30 54.75 +0.35 356 4,034 +206
Sep02 011116 55.80 56.50 55.00 56.00 +0.35 172 2,800 +111
Dec02 011116 57.50 57.75 57.00 57.35 +0.35 2 2,523 -13
Total Volume and Open Interest 23,539 54,120 -3,078
Orange Juice(NYBOT)
Jan02 011116 93.00 95.00 92.90 93.50 +0.45 984 15,360 -195
Mar02 011116 94.90 96.50 94.70 95.20 +0.30 333 3,067 +87
May02 011116 95.75 96.20 95.75 96.20 +0.20 0 1,130 +3
Jul02 011116 97.20 97.20 97.20 97.20 +0.20 0 146 -1
Sep02 011116 98.20 98.20 98.20 98.20 +0.20 0 181 +0
Total Volume and Open Interest 1,317 21,272 -106
Sugar #11(NYBOT)
Mar02 011116 7.30 7.35 7.28 7.31 -0.05 10,502 86,515 -1,124
May02 011116 6.78 6.85 6.78 6.81 -0.01 1,639 22,948 +152
Jul02 011116 6.35 6.39 6.34 6.38 unch 3,778 25,676 +454
Oct02 011116 6.42 6.46 6.42 6.45 +0.01 890 16,018 +46
Mar03 011116 6.59 6.59 6.58 6.58 +0.01 341 5,767 +28
Total Volume and Open Interest 17,341 161,957 -318
London Cocoa(LCE)
Dec01 011116 906 941 900 928 +22 1,588 24,712 -879
Mar02 011116 929 965 921 952 +23 2,273 64,143 +983
May02 011116 937 974 933 960 +22 1,417 31,937 +488
Jul02 011116 940 977 939 967 +23 24 20,105 +0
Sep02 011116 938 980 938 960 +16 152 11,137 -15
Dec02 011116 926 962 922 949 +15 188 4,870 +24
Mar03 011116 930 966 930 952 +14 0 3,872 +0
Total Volume and Open Interest 5,642 161,356 +601
London Coffee(LCE)
Nov01 011116 376.00 376.00 374.00 375.00 -2.00 119 740 -199
Jan02 011116 374.00 379.00 368.00 376.00 +2.00 2,320 37,703 -589
Mar02 011116 387.00 391.00 380.00 388.00 +3.00 1,782 22,061 +94
May02 011116 397.00 405.00 395.00 401.00 +4.00 562 18,113 +101
Jul02 011116 412.00 417.00 407.00 414.00 +4.00 232 13,937 +120
Sep02 011116 422.00 428.00 417.00 426.00 +4.00 60 11,320 +53
Total Volume and Open Interest 5,521 107,274 -197
London Sugar(LCE)
Dec01 011115 241.50 248.00 236.50 240.40 -1.10 3,820 4,096 -1,367
Mar02 011116 236.40 236.50 235.40 235.70 -0.30 3,001 21,530 +518
May02 011116 227.40 227.50 226.00 226.20 +0.20 131 7,706 -38
Aug02 011116 216.50 217.20 216.00 216.50 +0.50 448 9,381 -23
Oct02 011116 202.10 202.50 201.10 202.50 +0.50 432 4,174 -48
Total Volume and Open Interest 7,295 48,631 +1,395
Cotton(NYBOT)
Dec01 011116 34.35 36.71 34.35 36.71 +2.45 4,796 13,657 -1,664
Mar02 011116 36.30 37.10 35.90 36.25 +0.48 6,071 23,911 +1,383
May02 011116 37.50 38.00 37.15 37.25 +0.45 841 7,051 +47
Jul02 011116 38.80 39.00 38.20 38.25 +0.45 938 7,439 +33
Oct02 011116 41.10 41.10 40.20 40.20 +0.30 30 360 +34
Dec02 011116 42.00 42.00 41.30 41.30 +0.30 539 4,583 +130
Total Volume and Open Interest 13,303 58,206 +32
Lumber(CME)
Jan02 011116 232.0 233.5 229.1 231.2 -1.5 533 1,568 +14
Mar02 011116 242.7 242.9 239.0 240.0 -2.2 84 287 +4
May02 011116 246.2 250.0 246.0 246.0 +0.7 5 104 +0
Jul02 011116 246.0 246.0 246.0 246.0 +5.0 0 13 +0
Total Volume and Open Interest 715 2,072 -48
Crude Oil(NYM)
Dec01 011116 17.55 18.15 17.30 18.03 +0.58 86,459 52,446 -11,584
Jan02 011116 17.90 18.50 17.71 18.37 +0.53 120,240 120,732 +9,630
Feb02 011116 18.20 18.75 18.00 18.59 +0.53 23,225 48,136 +3,231
Mar02 011116 18.40 18.80 18.27 18.79 +0.52 8,385 27,473 +2,230
Apr02 011116 18.45 18.96 18.45 18.96 +0.52 5,503 21,443 +839
May02 011116 18.60 19.12 18.60 19.12 +0.52 1,879 14,072 +495
Jun02 011116 18.95 19.37 18.76 19.28 +0.52 6,732 28,118 -900
Jul02 011116 19.25 19.42 19.05 19.42 +0.51 994 12,733 +466
Aug02 011116 19.20 19.53 19.20 19.53 +0.49 277 12,063 +34
Sep02 011116 19.55 19.64 19.40 19.64 +0.47 762 12,419 -90
Total Volume and Open Interest 262,771 452,978 +5,715
Heating Oil(NYM)
Dec01 011116 51.40 52.95 50.80 52.18 +1.09 25,236 35,678 -5,560
Jan02 011116 52.40 53.90 51.90 53.16 +1.04 14,676 36,494 -1,363
Feb02 011116 52.80 54.40 52.40 53.66 +1.09 5,353 17,785 +504
Mar02 011116 52.30 53.90 52.20 53.21 +1.19 2,153 19,663 -144
Apr02 011116 52.15 53.50 51.80 52.81 +1.29 1,962 14,272 +235
May02 011116 52.00 53.10 51.85 52.26 +1.39 1,157 6,070 -40
Jun02 011116 51.55 53.50 51.55 52.56 +1.44 3,659 9,054 +126
Jul02 011116 52.39 54.10 52.39 53.21 +1.44 1,314 4,015 -201
Aug02 011116 53.75 55.00 53.40 53.96 +1.44 741 3,062 +65
Sep02 011116 53.90 56.00 53.90 54.86 +1.49 325 3,050 +187
Total Volume and Open Interest 60,677 162,274 -4,436
Unleaded Gas(NYM)
Dec01 011116 48.80 50.75 48.40 50.22 +1.38 17,485 30,665 -2,208
Jan02 011116 49.60 51.80 49.40 51.10 +1.35 9,294 20,199 +830
Feb02 011116 50.80 52.70 50.50 52.13 +1.23 1,234 8,319 +178
Mar02 011116 51.90 53.90 51.90 53.38 +1.25 758 10,804 +203
Apr02 011116 58.30 59.75 58.30 59.48 +1.25 1,501 11,897 +310
May02 011116 58.90 60.50 58.90 60.08 +1.25 2,819 12,762 +503
Jun02 011116 59.90 60.60 59.80 60.23 +1.25 1,425 7,979 -211
Jul02 011116 60.20 60.80 60.03 60.03 +1.25 702 5,984 +665
Total Volume and Open Interest 36,549 116,837 +1,307
Natural Gas(NYM)
Dec01 011116 2.510 2.650 2.500 2.637 +0.086 34,041 50,854 -1,075
Jan02 011116 2.730 2.865 2.730 2.850 +0.083 21,240 54,171 +2,518
Feb02 011116 2.800 2.925 2.790 2.903 +0.078 8,142 27,837 -424
Mar02 011116 2.810 2.905 2.790 2.898 +0.076 6,531 29,452 +2,359
Apr02 011116 2.780 2.900 2.780 2.878 +0.069 5,620 33,177 +2,346
May02 011116 2.830 2.940 2.830 2.921 +0.069 1,639 20,833 -89
Jun02 011116 2.900 2.970 2.900 2.966 +0.064 723 15,430 +383
Jul02 011116 2.940 3.010 2.930 3.009 +0.062 946 12,871 +298
Total Volume and Open Interest 85,886 470,987 +8,507
Brent Crude Oil(IPE)
Jan02 011116 17.63 18.10 17.25 17.75 +0.42 79,407 76,175 -3,518
Feb02 011116 17.97 18.17 17.39 17.88 +0.37 16,430 34,064 +2,890
Mar02 011116 18.18 18.25 17.60 17.99 +0.38 5,331 15,785 +946
Apr02 011116 18.20 18.40 17.70 18.12 +0.39 1,736 10,305 +30
May02 011116 18.34 18.34 17.96 18.28 +0.42 859 6,264 +67
Jun02 011116 18.46 18.46 18.05 18.43 +0.45 3,031 18,076 +750
Jul02 011116 18.58 18.58 18.13 18.54 +0.50 1,231 5,332 +949
Aug02 011116 18.48 18.66 18.48 18.66 +0.55 0 6,300 +0
Total Volume and Open Interest 132,012 222,560 +3,131
Gas Oil(IPE)
Dec01 011116 161.50 165.25 158.50 160.50 +0.50 15,068 43,972 -1,416
Jan02 011116 163.00 166.25 159.75 162.50 +0.75 12,858 31,998 +2,211
Feb02 011116 163.50 165.25 159.50 161.75 +0.50 2,830 9,566 +211
Mar02 011116 164.25 164.75 159.00 161.25 +0.25 1,372 7,747 -798
Apr02 011116 161.75 163.75 159.25 160.50 +0.25 1,680 6,057 +473
May02 011116 163.25 164.00 161.00 161.00 +0.75 100 3,570 +0
Jun02 011116 163.75 163.75 160.00 162.00 +0.75 2,347 13,275 -488
Jul02 011116 163.75 163.75 162.50 163.75 +0.75 110 1,592 -97
Total Volume and Open Interest 54,133 145,382 +17,131
US Dollar Index(NYBOT)
Dec01 011116 116.48 116.64 116.32 116.53 -0.21 548 12,368 -284
Mar02 011116 117.06 117.08 116.87 117.04 -0.21 19 2,087 +10
Jun02 011116 117.40 117.55 117.40 117.55 -0.21 0 11 +0
Total Volume and Open Interest 567 14,467 -274
Australian Dollar(IMM)
Dec01 011116 52.36 52.36 51.92 52.13 +0.38 1,318 23,836 -103
Mar02 011116 51.75 51.88 51.75 51.88 +0.38 18 461 -34
Jun02 011116 51.63 51.63 51.63 51.63 +0.38 0 12 +0
Total Volume and Open Interest 1,336 24,321 -137
British Pound(IMM)
Dec01 011116 143.12 143.16 142.44 142.62 -0.38 4,779 39,391 +919
Mar02 011116 142.50 142.50 141.86 141.86 -0.38 53 329 +41
Jun02 011116 141.10 141.10 141.10 141.10 -0.38 0 1 +0
Total Volume and Open Interest 4,832 39,721 +960
Canadian Dollar(IMM)
Dec01 011116 62.83 63.02 62.75 62.89 -0.09 9,280 74,142 -2,887
Mar02 011116 62.80 63.01 62.75 62.87 -0.09 303 5,387 +142
Jun02 011116 62.90 62.90 62.86 62.86 -0.09 30 1,768 +20
Sep02 011116 62.80 62.91 62.76 62.87 -0.09 86 622 +43
Total Volume and Open Interest 9,717 82,136 -2,676
Japanese Yen(IMM)
Dec01 011116 81.64 81.72 81.46 81.51 -0.31 15,226 94,465 +2,400
Mar02 011116 82.10 82.10 81.88 81.93 -0.31 764 1,088 +474
Jun02 011116 82.38 82.38 82.38 82.38 -0.29 16 72 +15
Total Volume and Open Interest 16,006 95,974 +2,889
Deutsche Mark(IMM)
Dec01 011116 45.18 45.18 45.18 45.18 +0.16 0 202 +0
Total Volume and Open Interest 0 202 +0
Swiss Franc(IMM)
Dec01 011116 60.29 60.45 60.20 60.34 +0.19 6,764 53,668 -759
Mar02 011116 60.31 60.37 60.28 60.35 +0.19 43 266 -2
Jun02 011116 60.39 60.39 60.39 60.39 +0.19 0 4 +0
Total Volume and Open Interest 6,807 53,961 -761
EuroFX(IMM)
Dec01 011116 88.37 88.56 88.26 88.37 +0.32 7,434 110,046 -1,047
Mar02 011116 88.07 88.21 88.07 88.10 +0.33 107 1,676 -4
Jun02 011116 87.91 87.91 87.91 87.91 +0.34 26 203 -9
Total Volume and Open Interest 7,568 112,020 -1,011
Mexican Peso(IMM)
Dec01 011116 10780.0 10820.0 10770.0 10805.0 +15.0 1,976 24,206 -543
Mar02 011116 10560.0 10580.0 10560.0 10570.0 +15.0 25 1,490 -2
Total Volume and Open Interest 2,001 26,881 -545
30-Year T-Bonds(CBOT)
Dec01 011116 106~00 106~24 104~21 104~30 -1~11 384,175 541,767 -14,003
Mar02 011116 105~03 105~19 103~22 103~29 -1~11 17,721 61,007 +4,466
Jun02 011116 102~24 102~27 102~24 102~27 -1~12 118 701 -27
Total Volume and Open Interest 402,014 603,475 -9,564
Municipal Bonds(CBOT)
Dec01 011116 105~24 105~28 104~28 104~28 -0~23 3,504 11,109 -908
Mar02 011116 104~20 104~20 103~20 103~24 -0~25 35 1,101 +1
Total Volume and Open Interest 3,539 12,210 -907
10-Year T-Notes(CBOT)
Dec01 011116 107~250 108~145 106~250 106~290 -1~010 464,395 615,755 +6,242
Mar02 011116 106~195 107~015 105~220 105~240 -1~010 39,909 76,670 +3,437
Total Volume and Open Interest 504,307 692,426 +9,678
5-Year T-Notes(CBOT)
Dec01 011116 107~230 107~245 106~255 106~270 -0~230 165,302 502,913 +126
Mar02 011116 106~185 106~200 105~230 105~230 -0~220 14,917 59,186 +4,807
Total Volume and Open Interest 180,219 562,099 +4,933
2 Year T-Notes(CBOT)
Dec01 011116 105~022 105~026 104~106 104~112 -0~028 7,813 71,359 +815
Mar02 011116 104~068 104~074 104~030 104~030 -0~034 8 228 +2
Total Volume and Open Interest 7,821 71,587 +817
3-Mth T-Bills(IMM)
Dec01 011116 98.12 98.13 98.03 98.04 -0.15 26 1,661 +15
Total Volume and Open Interest 36 1,663 +9
Eurodollars(IMM)
Dec01 011116 97.905 97.960 97.815 97.860 -0.040 218,800 924,689 +24,711
Mar02 011116 97.735 97.745 97.525 97.630 -0.095 370,683 712,896 -11,437
Jun02 011116 97.300 97.350 97.100 97.185 -0.125 379,647 642,358 +4,579
Sep02 011116 96.800 96.860 96.585 96.665 -0.110 257,651 498,815 +12,709
Dec02 011116 96.270 96.285 96.060 96.145 -0.085 175,511 431,985 +1,420
Mar03 011116 95.830 95.880 95.650 95.705 -0.100 88,713 288,666 -429
Jun03 011116 95.460 95.510 95.270 95.325 -0.110 44,982 199,685 -3,895
Sep03 011116 95.160 95.230 94.985 95.030 -0.100 37,339 173,125 -1,456
Dec03 011116 94.870 94.910 94.670 94.715 -0.125 14,821 166,788 -1,314
Mar04 011116 94.740 94.770 94.530 94.565 -0.135 17,570 142,728 +1,065
Jun04 011116 94.560 94.600 94.370 94.390 -0.140 13,874 117,125 -385
Sep04 011116 94.425 94.450 94.225 94.245 -0.150 11,695 111,931 +1,658
Total Volume and Open Interest 1,679,521 5,048,650 +19,767
3-Mth Euro-Yen(IMM)
Dec01 011116 99.90 99.90 99.89 99.90 -0.01 270 16,977 +32
Mar02 011116 99.86 99.86 99.86 99.86 -0.01 266 9,056 +41
Jun02 011116 99.88 99.88 99.87 99.87 -0.01 100 8,751 +29
Sep02 011116 99.85 99.85 99.85 99.85 -0.01 120 2,538 +110
Dec02 011116 99.81 99.81 99.81 99.81 unch 95 975 +70
Mar03 011116 99.77 99.77 99.77 99.77 -0.01 79 1,088 +0
Jun03 011116 99.76 99.76 99.76 99.76 -0.01 0 159 +0
Sep03 011116 99.71 99.71 99.71 99.71 unch 0 15 +0
Dec03 011116 99.63 99.63 99.63 99.63 unch 0 2 +0
Mar04 011116 99.57 99.57 99.57 99.57 unch 0 220 +0
Total Volume and Open Interest 930 39,781 +282
3-Mth Euro-Yen(SIMEX)
Dec01 011116 99.90 99.90 99.90 99.90 unch 600 89,429 -858
Mar02 011116 99.86 99.87 99.86 99.86 0.00 1,868 76,855 +249
Jun02 011116 99.89 99.89 99.88 99.88 unch 1,010 56,290 -411
Sep02 011116 99.86 99.86 99.86 99.86 unch 478 26,253 -145
Dec02 011116 99.81 99.81 99.81 99.81 unch 482 9,175 +99
Mar03 011116 99.78 99.78 99.77 99.77 -0.01 146 16,262 -15
Jun03 011116 99.75 99.75 99.75 99.75 -0.01 31 15,954 +18
Sep03 011116 99.71 99.71 99.71 99.71 unch 12 7,171 -29
Total Volume and Open Interest 4,627 311,848 -1,092
Euro Notional Bond(MATIF)
Dec01 011116 90.48 91.27 90.48 90.96 -0.22 578 25,315 -97
Mar02 011116 91.06 91.06 91.06 91.06 -0.22      
Jun02 011116 91.16 91.16 91.16 91.16 -0.22      
Total Volume and Open Interest 578 25,315 -97
3-Month Euribor(MATIF)
Dec01 011116 96.70 96.70 96.70 96.70 unch 0 2,776 +0
Mar02 011116 96.85 96.85 96.85 96.85 unch 0 2,496 +0
Jun02 011116 96.75 96.75 96.75 96.75 -0.10 0 211 +0
Total Volume and Open Interest 0 6,273 +0
German Euro-Bund(EUREX)
Dec01 011116 109.96 110.64 109.84 109.87 -0.51 1,208,706 712,554 -31,203
Mar02 011116 110.25 110.42 109.74 109.74 -0.52 6,039 54,454 +1,935
Jun02 011116 108.81 108.81 108.81 108.81 -0.51 5,452 1,343 -455
Total Volume and Open Interest 1,220,197 768,351 -29,723
German Euro-Bobl(EUREX)
Dec01 011116 108.23 108.84 108.11 108.13 -0.46 828,146 515,552 -91,556
Mar02 011116 107.73 108.32 107.61 107.61 -0.52 6,371 42,901 +3,201
Jun02 011116 107.36 107.36 107.36 107.36 -0.46 1,986 814 +0
Total Volume and Open Interest 836,503 559,267 -88,355
Long Gilt(LIFFE)
Dec01 011116 116~04 116~30 116~04 116~21 -0~03 36,176 64,244 -3,437
Mar02 011116 116~05 116~05 116~05 116~05 -0~03 3 162 +0
Total Volume and Open Interest 36,179 64,406 -3,437
3-Mth Short Sterling(LIFFE)
Dec01 011116 95.98 96.04 95.95 96.00 unch 62,502 0 +0
Mar02 011116 95.92 96.04 95.88 95.96 -0.02 100,897 0 +0
Jun02 011116 95.73 95.87 95.66 95.78 -0.02 80,356 0 +0
Total Volume and Open Interest 351,041    
3-Mth Euribor(LIFFE)
Dec01 011116 96.675 96.720 96.650 96.685 -0.010 170,443 446,792 +2,279
Mar02 011116 96.755 97.010 96.735 96.830 -0.020 298,076 446,703 +20,485
Jun02 011116 96.750 96.910 96.665 96.770 -0.060 214,885 317,695 -4,932
Total Volume and Open Interest 971,039 1,969,027 +78
3-Mth Aus T-Bills(SFE)
Dec01 011116 95.66 95.72 95.66 95.71 -0.03 32,596 201,826 +5,552
Mar02 011116 95.63 95.74 95.63 95.71 -0.13 31,039 125,737 -1,322
Jun02 011116 95.53 95.58 95.44 95.53 -0.20 7,107 43,609 +1,335
Sep02 011116 95.34 95.38 95.25 95.32 -0.22 2,586 21,236 -311
Dec02 011116 95.12 95.13 95.02 95.09 -0.24 1,795 15,224 +259
Mar03 011116 94.90 94.92 94.82 94.89 -0.25 1,033 10,654 +434
Jun03 011116 94.72 94.77 94.68 94.72 -0.26 692 7,867 +225
Sep03 011116 94.62 94.62 94.57 94.57 -0.26 482 6,779 +115
Dec03 011116 94.40 94.44 94.40 94.44 -0.26 60 2,834 -10
Mar04 011116 94.30 94.32 94.30 94.32 -0.28 5 1,955 +5
Total Volume and Open Interest 77,550 441,130 +6,387
10-Year Aus T-Bonds(SFE)
Dec01 011116 94.37 94.44 94.25 94.25 -0.30 4,846 209,156 +19,839
Mar02 011116 94.36 94.36 94.36 94.36 -0.20      
Total Volume and Open Interest 31,239 189,317 +10,730
3-Year Aus T-Bonds(SFE)
Dec01 011116 95.12 95.16 95.05 95.15 -0.20 122,380 553,807 +95,219
Mar02 011116 95.00 95.00 95.00 95.00 -0.20      
Total Volume and Open Interest 122,380 553,807 +95,219
Gold(CMX)
Dec01 011116 274.4 275.2 273.8 274.9 -0.4 26,445 63,028 -1,997
Feb02 011116 275.5 276.0 274.5 275.7 -0.4 6,674 21,044 +3,171
Apr02 011116 276.0 276.8 276.0 276.4 -0.4 48 3,777 +8
Jun02 011116 277.2 277.5 276.2 277.1 -0.4 337 5,993 +182
Aug02 011116 277.8 277.8 277.8 277.8 -0.3 110 3,908 +105
Oct02 011116 278.5 278.5 278.5 278.5 -0.1 0 2,174 +0
Total Volume and Open Interest 35,045 113,545 +2,086
Silver(CMX)
Dec01 011116 408.5 412.0 408.5 409.5 -1.3 4,283 35,773 +68
Mar02 011116 411.5 415.0 411.5 412.8 -1.2 1,367 27,497 +2,136
May02 011116 415.0 415.0 414.5 414.5 -1.2 45 1,431 +12
Jul02 011116 417.5 417.5 416.3 416.3 -1.1 110 2,036 +9
Sep02 011116 418.0 418.0 418.0 418.0 -0.8 0 1,452 +0
Total Volume and Open Interest 5,993 75,186 +2,194
Platinum(NYM)
Jan02 011116 426.0 428.5 425.0 427.9 +4.9 169 5,900 -24
Apr02 011116 421.0 422.9 421.0 422.9 +4.9 50 148 +49
Jul02 011116 416.4 416.4 416.4 416.4 +4.9 0 54 +0
Oct02 011116 413.4 413.4 413.4 413.4 +4.9 0 55 +0
Total Volume and Open Interest 219 6,157 +25
Palladium(NYME)
Dec01 011116 330.00 342.00 330.00 342.00 +16.05 72 1,006 -14
Mar02 011116 334.80 343.10 334.80 343.10 +15.90 42 545 +31
Total Volume and Open Interest 114 1,551 +17
Copper(CMX)
Dec01 011116 68.10 68.60 66.75 68.20 +0.95 7,352 31,903 -213
Mar02 011116 68.90 69.40 67.75 69.05 +0.95 1,446 20,435 +223
May02 011116 68.70 69.70 68.70 69.50 +0.95 82 4,916 +5
Jul02 011116 70.00 70.00 70.00 70.00 +0.95 80 4,031 +21
Sep02 011116 70.70 70.70 70.45 70.45 +0.95 113 3,733 -14
Total Volume and Open Interest 9,785 84,974 -309
DJIA Index(CBOT)
Dec01 011116 9920 9930 9795 9870 -15 16,680 30,271 -464
Mar02 011116 9920 9920 9796 9873 -14 71 722 +9
Jun02 011116 9889 9889 9889 9889 -10 0 315 +0
Sep02 011116 9910 9910 9910 9910 -10 100 75 +55
Total Volume and Open Interest 16,871 31,409 -380
S & P 500(CME)
Dec01 011116 1146.50 1146.50 1130.50 1140.00 -5.20 75,093 497,956 -7,181
Mar02 011116 1141.90 1141.90 1141.90 1141.90 -5.00 10,726 53,755 +8,627
Jun02 011116 1145.70 1145.70 1145.70 1145.70 -4.50 1,281 5,302 +882
Sep02 011116 1150.20 1150.20 1150.20 1150.20 -4.50 2 413 +2
Total Volume and Open Interest 87,102 557,793 +2,330
S & P 500 E-Mini(Globex)
Dec01 011116 1145.50 1151.50 1130.25 1140.00 -5.25 230,883 237,765 +4,210
Mar02 011116 1143.75 1143.75 1142.00 1142.00 -5.00 1 42 +0
Total Volume and Open Interest 230,884 237,807 +4,210
NASDAQ 100(CME)
Dec01 011116 1588.00 1596.00 1565.00 1585.00 -3.00 18,132 60,544 -1,933
Mar02 011116 1592.00 1592.00 1592.00 1592.00 -3.00 0 8 +0
Jun02 011116 1599.00 1599.00 1599.00 1599.00 -3.00 0 2 +0
Total Volume and Open Interest 18,132 60,554 -1,933
NASDAQ 100 E-Mini(GLOBEX)
Dec01 011116 1586.5 1598.0 1566.0 1585.0 -3.0 175,038 115,787 +726
Mar02 011116 1592.0 1592.0 1592.0 1592.0 -3.0 0 5 +0
Total Volume and Open Interest 175,038 115,792 +726
NYSE Composite(NYBOT)
Dec01 011116 581.50 581.50 575.50 579.00 -1.65 780 5,676 +45
Mar02 011116 579.50 579.50 579.50 579.50 -1.65 0 700 +0
Jun02 011116 580.00 580.00 580.00 580.00 -1.65 0 300 +0
Total Volume and Open Interest 780 6,676 +45
S & P Midcap 400(CME)
Dec01 011116 478.25 479.50 476.00 477.75 -0.75 791 15,786 +114
Mar02 011116 478.75 478.75 478.75 478.75 -0.75      
Jun02 011116 482.75 482.75 482.75 482.75 -0.75      
Total Volume and Open Interest 791 15,786 +114
Russell 2000(CME)
Dec01 011116 452.00 453.25 449.50 452.40 -0.35 2,181 24,973 +58
Mar02 011116 453.10 453.10 453.10 453.10 -0.35      
Jun02 011116 457.10 457.10 457.10 457.10 -0.35      
Total Volume and Open Interest 2,181 24,973 +58
Value Line(KCBT)
Dec01 011116 1163.00 1171.00 1162.00 1170.50 +7.50 16 244 +2
Total Volume and Open Interest 16 244 +2
Nikkei 225(CME)
Dec01 011116 10600 10650 10500 10580 +55 1,999 16,247 +34
Mar02 011116 10595 10595 10595 10595 +55 1 43 -1
Total Volume and Open Interest 2,000 16,313 +33
Nikkei 225(SIMEX)
Dec01 011116 10520 10855 10440 10565 +35 18,070 107,196 -1,552
Mar02 011116 10560 10560 10560 10560 +35 0 430 +0
Jun02 011116 10515 10515 10515 10515 +35 0 24 +0
Total Volume and Open Interest 18,070 107,650 -1,552
CAC 40(MATIF)
Nov01 011116 4595.5 4615.0 4550.0 4589.0 -1.0 68,847 426,792 +1,645
Dec01 011116 4615.0 4618.0 4568.0 4600.0 -1.5 628 176,153 -866
Jan02 011116 4613.5 4613.5 4613.5 4613.5 -1.0 11 19 +0
Total Volume and Open Interest 69,486 691,043 +779
DAX Index(EUREX)
Dec01 011116 5035.5 5136.0 5007.5 5058.5 +12.0 72,027 162,002 +3,081
Mar02 011116 5075.0 5169.0 5070.0 5095.5 +13.0 742 14,181 +121
Jun02 011116 5171.0 5193.0 5138.0 5138.0 +13.0 175 2,659 -21
Total Volume and Open Interest 72,944 178,842 +3,181
FT-SE 100(LIFFE)
Dec01 011116 5270.00 5334.50 5233.00 5310.50 +51.50 57,122 329,282 +4,425
Mar02 011116 5249.50 5335.00 5246.50 5321.00 +52.00 236 28,461 +10
Jun02 011116 5278.00 5354.00 5278.00 5338.50 +52.50 1,592 15,450 +963
Total Volume and Open Interest 58,950 373,193 +5,398
SPI 200(SFE)
Dec01 011116 3349.0 3349.0 3325.0 3341.0 -11.0 10,092 149,684 -7
Mar02 011116 3348.0 3349.0 3331.0 3346.0 -11.0 97 2,175 -74
Jun02 011116 3352.0 3352.0 3352.0 3352.0 -11.0 12 1,540 +8
Total Volume and Open Interest 10,205 153,842 -73
GSCI(CME)
Dec01 011116 162.90 165.65 162.40 165.65 +2.85 2,237 16,299 +1,986
Jan02 011116 165.50 165.50 165.50 165.50 +2.10      
Feb02 011116 165.00 167.00 165.00 167.00        
Bridge CRB Index(NYBOT)
Jan02 011116 190.00 191.75 189.50 191.25 +1.65 34 156 +3
Feb02 011116 191.25 191.25 191.25 191.25 +1.65 10 137 +5
Apr02 011116 192.25 192.25 192.25 192.25 +1.65 1 8 -1
Total Volume and Open Interest 45 306 +7
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

Learn More about MRCI research by visiting our NEW Tutorials!