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 23, 2001
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan02 011123 453.00 454.00 451.00 451.25 +1.25 18,338 74,898 -1,749
Mar02 011123 455.50 456.75 454.00 454.25 +1.50 4,252 36,802 +89
May02 011123 460.00 461.00 458.25 458.50 +1.75 2,884 28,874 +98
Jul02 011123 464.50 465.50 463.50 463.50 +2.25 1,076 22,363 +132
Aug02 011123 465.00 465.00 463.00 463.00 +2.00 3 1,307 +0
Sep02 011123 461.50 461.50 461.50 461.50 +2.00 0 317 +0
Nov02 011123 468.00 468.00 466.25 466.50 +2.00 876 7,675 +20
Total Volume and Open Interest 27,429 172,258 -1,410
Soybean Meal(CBOT)
Dec01 011123 163.90 163.90 162.10 162.40 -0.90 7,609 26,732 -419
Jan02 011123 159.30 159.40 157.50 157.70 -1.20 4,764 26,458 -264
Mar02 011123 154.80 155.20 153.50 154.00 -0.30 3,454 26,777 -120
May02 011123 151.70 151.70 150.70 151.10 -0.20 2,756 25,065 +310
Jul02 011123 151.80 152.00 151.00 151.10 -0.30 1,951 22,915 +342
Aug02 011123 151.00 151.00 150.70 150.70 -0.10 145 5,954 +41
Sep02 011123 151.20 151.50 150.00 150.30 -0.50 48 5,396 -30
Oct02 011123 150.50 150.50 149.60 149.60 -0.30 26 2,745 +26
Total Volume and Open Interest 20,902 147,829 -115
Soybean Oil(CBOT)
Dec01 011123 16.45 16.61 16.40 16.53 +0.23 12,478 39,139 -3,169
Jan02 011123 16.66 16.78 16.58 16.72 +0.26 8,940 37,670 +465
Mar02 011123 16.95 16.98 16.80 16.97 +0.30 4,576 28,158 +1,396
May02 011123 17.12 17.18 16.96 17.17 +0.30 2,285 30,948 +540
Jul02 011123 17.18 17.38 17.18 17.38 +0.28 1,487 18,714 +923
Aug02 011123 17.40 17.45 17.28 17.45 +0.28 69 3,730 +17
Sep02 011123 17.45 17.54 17.36 17.54 +0.24 101 3,152 +35
Oct02 011123 17.60 17.60 17.60 17.60 +0.28 65 1,698 +63
Total Volume and Open Interest 30,175 169,107 +277
Canola(WCE)
Jan02 011123 360.0 361.0 357.0 357.9 +0.6 2,554 37,517 +1,103
Mar02 011123 358.0 358.9 355.5 355.6 +0.2 314 14,603 +28
May02 011123 357.0 357.8 355.2 355.4 +1.3 25 6,485 -15
Jul02 011123 357.5 357.5 354.5 354.5 unch 15 4,550 +10
Total Volume and Open Interest 2,953 68,065 +1,136
Corn(CBOT)
Dec01 011123 209.00 209.25 207.75 208.25 -0.50 29,918 151,041 -6,085
Jan02 011123 213.00 213.25 212.25 212.25 -0.50 173 1,015 +39
Mar02 011123 221.00 221.50 220.00 220.25 -0.25 18,488 191,513 +5,428
May02 011123 228.00 228.50 227.25 227.50 -0.25 1,850 48,828 +112
Jul02 011123 234.25 234.50 233.50 233.75 -0.25 1,303 43,880 -7
Sep02 011123 240.00 240.00 239.25 239.25 -0.25 48 8,497 +22
Total Volume and Open Interest 52,498 473,210 -110
Wheat(CBOT)
Dec01 011123 288.00 290.50 287.50 289.00 +2.00 8,481 38,994 -1,154
Mar02 011123 297.50 299.00 296.00 296.25 +0.75 5,787 51,687 +936
May02 011123 300.50 300.50 297.50 297.75 +1.25 516 6,271 -320
Jul02 011123 300.00 301.50 298.50 299.00 +0.25 1,018 11,127 +18
Sep02 011123 302.50 302.50 302.50 302.50 -0.50 5 506 +0
Total Volume and Open Interest 15,933 110,313 -513
Wheat(KCBT)
Dec01 011123 290.00 292.00 288.00 289.50 +0.50 3,519 24,673 -859
Mar02 011123 298.50 299.50 297.50 298.50 +2.00 3,207 37,368 +741
May02 011123 304.00 305.50 303.50 304.00 +1.50 75 7,800 +34
Jul02 011123 310.00 310.75 309.25 310.00 +1.25 262 6,920 +166
Sep02 011123 316.00 316.00 316.00 316.00 +3.00 0 2,037 +0
Total Volume and Open Interest 7,113 79,780 +76
Wheat(MGE)
Dec01 011123 304.00 305.50 303.50 304.00 +0.50 1,851 11,293 -1,342
Mar02 011123 317.50 318.00 316.00 316.25 +0.25 1,109 13,334 +424
May02 011123 324.00 325.00 324.00 325.00 +0.75 6 2,311 -6
Jul02 011123 330.25 331.00 330.25 330.50 +1.00 36 1,192 +31
Sep02 011123 335.00 335.00 335.00 335.00 -1.50 0 732 +0
Total Volume and Open Interest 3,002 29,311 -893
Oats(CBOT)
Dec01 011123 211.00 212.25 209.00 210.00 -1.75 1,002 4,993 -192
Mar02 011123 201.25 203.00 199.00 199.50 -1.50 926 6,449 -88
May02 011123 191.50 192.00 189.00 189.00 -0.75 236 2,366 +141
Jul02 011123 171.75 173.00 171.75 171.75 -0.50 60 1,015 +19
Total Volume and Open Interest 2,229 15,037 -115
Rough Rice(MCE)
Jan02 011123 3.94 4.06 3.94 4.04 +0.10 236 3,140 +63
Mar02 011123 4.19 4.30 4.18 4.28 +0.11 102 1,565 +5
May02 011123 4.49 4.49 4.49 4.49 +0.11 65 701 +60
Jul02 011123 4.70 4.70 4.70 4.70 +0.11 45 388 +10
Total Volume and Open Interest 448 5,962 +80
Live Cattle(CME)
Dec01 011123 67.000 67.850 66.950 67.725 +0.775 6,921 29,863 -702
Feb02 011123 69.500 70.150 69.400 70.100 +0.600 4,773 39,519 +271
Apr02 011123 71.650 72.200 71.500 72.100 +0.550 1,415 20,141 -136
Jun02 011123 68.150 68.800 68.050 68.750 +0.625 1,263 14,837 -167
Aug02 011123 68.050 68.750 68.050 68.575 +0.550 90 4,737 -4
Oct02 011123 70.350 70.850 70.350 70.850 +0.500 27 1,332 +24
Total Volume and Open Interest 14,524 110,773 -689
Feeder Cattle(CME)
Jan02 011123 83.650 84.550 83.450 84.300 +0.700 1,442 7,866 +177
Mar02 011123 82.450 83.200 82.250 83.000 +0.700 492 3,559 -6
Apr02 011123 82.500 83.100 82.200 83.100 +0.850 234 1,819 +49
May02 011123 82.250 83.000 82.250 82.700 +0.450 56 1,473 -5
Aug02 011123 84.150 84.550 84.150 84.425 +0.375 51 558 +20
Sep02 011123 84.150 84.300 84.150 84.300 +0.300 12 93 +10
Oct02 011123 84.200 84.200 84.200 84.200 +0.450 2 36 +1
Total Volume and Open Interest 2,289 15,404 +246
Lean Hogs(CME)
Dec01 011123 50.500 50.650 50.050 50.625 +1.050 3,382 15,935 +19
Feb02 011123 54.100 54.350 53.900 54.225 +0.625 2,275 11,631 +151
Apr02 011123 56.900 57.400 56.900 57.325 +0.725 373 3,683 +99
Jun02 011123 64.150 64.350 63.875 63.875 +0.450 122 1,149 +78
Jul02 011123 62.375 62.600 62.250 62.400 +0.175 7 403 +3
Aug02 011123 61.625 61.700 61.300 61.700 +0.350 5 268 +5
Oct02 011123 53.250 53.825 53.250 53.825 +0.125 14 292 +10
Dec02 011123 50.700 50.700 50.700 50.700 -0.050 16 21 +11
Total Volume and Open Interest 6,215 34,280 +384
Pork Bellies(CME)
Feb02 011123 74.100 75.100 73.900 74.475 +1.525 894 2,093 -71
Mar02 011123 72.950 74.250 72.950 74.000 +1.850 8 269 -1
May02 011123 75.050 75.050 75.050 75.050 +1.750 7 98 -3
Jul02 011123 76.000 76.000 76.000 76.000 +1.500 7 29 +0
Aug02 011123 76.000 76.000 76.000 76.000 +1.000 0 6 +0
Total Volume and Open Interest 916 2,495 -75
Cocoa(NYBOT)
Dec01 011121 1273 1293 1270 1279 -10 161 1,335 -103
Mar02 011121 1259 1284 1253 1267 -5 5,041 39,538 +520
May02 011121 1251 1275 1248 1263 -3 707 14,266 +227
Jul02 011121 1246 1268 1246 1255 -5 383 8,857 +305
Sep02 011121 1248 1249 1248 1249 -5 0 4,907 +0
Dec02 011121 1239 1243 1234 1234 -5 1 8,804 +0
Mar03 011121 1232 1232 1232 1232 -5 8 7,704 +0
Total Volume and Open Interest 6,302 92,511 +950
Coffee "C"(NYBOT)
Dec01 011121 46.00 47.00 45.60 46.40 +0.25 2,809 1,857 -2,196
Mar02 011121 50.50 51.10 49.70 50.35 +0.25 5,858 32,689 +1,094
May02 011121 52.30 52.90 51.70 52.25 +0.35 704 6,536 +217
Jul02 011121 54.00 54.45 53.40 53.85 +0.45 224 4,252 +47
Sep02 011121 55.60 55.90 54.75 55.35 +0.70 24 2,838 +6
Dec02 011121 57.25 58.00 57.25 57.50 +0.85 118 2,597 +50
Total Volume and Open Interest 9,765 51,327 -774
Orange Juice(NYBOT)
Jan02 011123 94.20 94.20 94.20 94.20 unch 508 14,926 +0
Mar02 011123 96.00 96.00 96.00 96.00 unch 81 3,181 +0
May02 011123 97.40 97.40 97.40 97.40 unch 18 1,127 +0
Jul02 011123 98.40 98.40 98.40 98.40 unch 15 151 +0
Sep02 011123 99.40 99.40 99.40 99.40 unch 0 181 +0
Total Volume and Open Interest 622 20,954 +0
Sugar #11(NYBOT)
Mar02 011121 7.33 7.53 7.28 7.52 +0.18 8,226 84,701 -448
May02 011121 6.88 7.02 6.85 7.02 +0.13 1,713 22,915 -95
Jul02 011121 6.43 6.54 6.39 6.53 +0.09 0 27,418 +161
Oct02 011121 6.40 6.46 6.39 6.45 +0.02 1,755 16,604 -267
Mar03 011121 6.49 6.57 6.49 6.57 +0.03 298 6,205 -185
Total Volume and Open Interest 12,067 163,107 -765
London Cocoa(LCE)
Dec01 011123 932 941 927 936 +1 991 22,742 -447
Mar02 011123 957 968 951 962 +2 1,406 65,741 -95
May02 011123 965 974 959 970 +2 114 32,234 +19
Jul02 011123 968 981 966 977 +2 72 21,100 +15
Sep02 011123 972 973 970 970 unch 450 11,850 +389
Dec02 011123 945 948 944 945 +1 56 5,268 +14
Mar03 011123 950 950 950 950 +1 0 5,312 +0
Total Volume and Open Interest 3,089 164,832 -105
London Coffee(LCE)
Nov01 011123 380.00 387.00 380.00 387.00 +8.00 0 390 +0
Jan02 011123 379.00 389.00 378.00 388.00 +8.00 969 36,517 -180
Mar02 011123 388.00 397.00 387.00 396.00 +7.00 437 22,576 +231
May02 011123 401.00 408.00 401.00 408.00 +6.00 23 18,580 +16
Jul02 011123 414.00 420.00 414.00 420.00 +6.00 117 14,090 +99
Sep02 011123 426.00 432.00 426.00 432.00 +6.00 143 11,834 +122
Total Volume and Open Interest 1,721 107,810 +288
London Sugar(LCE)
Dec01 011115 241.50 248.00 236.50 240.40 -1.10 3,820 4,096 -1,367
Mar02 011123 242.00 243.00 239.00 239.50 -1.10 2,072 22,875 -374
May02 011123 231.50 231.50 228.50 228.50 -1.80 34 8,034 +4
Aug02 011123 221.00 221.20 217.50 217.50 -1.80 48 9,484 +14
Oct02 011123 202.90 202.90 201.00 201.00 -1.50 0 4,498 +0
Total Volume and Open Interest 2,154 45,732 -356
Cotton(NYBOT)
Dec01 011123 33.82 33.82 33.82 33.82 unch 5,545 5,712 +0
Mar02 011123 36.13 36.13 36.13 36.13 unch 6,184 28,110 +0
May02 011123 37.40 37.40 37.40 37.40 unch 613 7,098 +0
Jul02 011123 38.57 38.57 38.57 38.57 unch 411 7,371 +0
Oct02 011123 40.60 40.60 40.60 40.60 unch 10 339 +0
Dec02 011123 41.75 41.75 41.75 41.75 unch 91 4,705 +0
Total Volume and Open Interest 12,864 54,565 +0
Lumber(CME)
Jan02 011123 225.0 226.4 220.8 226.1 +2.3 247 1,671 +22
Mar02 011123 236.0 238.4 236.0 237.3 -0.1 68 356 +21
May02 011123 241.5 243.9 241.5 243.9 +1.0 8 141 -2
Jul02 011123 245.2 245.2 245.2 245.2 -0.9 0 13 +0
Total Volume and Open Interest 323 2,183 +41
Crude Oil(NYM)
Jan02 011121 19.40 19.42 18.80 18.96 -0.19 77,042 125,646 -1,748
Feb02 011121 19.55 19.65 19.05 19.19 -0.18 22,947 52,765 +2,036
Mar02 011121 19.67 19.73 19.27 19.33 -0.18 7,806 32,468 +2,293
Apr02 011121 19.80 19.80 19.46 19.46 -0.19 3,324 21,269 -431
May02 011121 19.85 19.85 19.59 19.59 -0.20 765 13,919 +90
Jun02 011121 19.90 19.95 19.70 19.72 -0.21 6,395 26,503 -136
Jul02 011121 20.05 20.05 19.80 19.83 -0.21 1,064 12,047 -115
Aug02 011121 19.80 20.00 19.80 19.93 -0.21 219 11,996 -10
Sep02 011121 20.20 20.20 20.03 20.03 -0.20 2,269 11,113 -549
Oct02 011121 20.12 20.12 20.12 20.12 -0.21 2 8,352 +0
Total Volume and Open Interest 129,905 409,044 -10,297
Heating Oil(NYM)
Dec01 011121 54.50 54.80 53.20 53.42 -0.34 16,428 30,374 -3,297
Jan02 011121 55.20 55.70 54.20 54.35 -0.37 9,485 39,054 +348
Feb02 011121 55.70 55.80 54.60 54.85 -0.32 1,874 18,899 +541
Mar02 011121 55.40 55.40 54.10 54.45 -0.32 3,784 20,625 +1,319
Apr02 011121 55.25 55.25 53.95 53.95 -0.37 3,240 15,688 +54
May02 011121 54.60 54.60 53.35 53.35 -0.42 563 6,970 +139
Jun02 011121 55.25 55.25 53.55 53.55 -0.47 1,304 9,309 -100
Jul02 011121 55.75 55.75 54.20 54.20 -0.47 256 4,046 +77
Aug02 011121 56.40 56.40 54.95 54.95 -0.47 96 2,853 +223
Sep02 011121 56.75 56.95 55.85 55.85 -0.47 44 3,056 -24
Total Volume and Open Interest 38,436 165,562 -130
Unleaded Gas(NYM)
Dec01 011121 53.20 53.70 52.25 52.73 -0.08 15,674 24,907 -3,075
Jan02 011121 53.70 54.10 53.10 53.26 -0.18 9,888 25,206 +1,931
Feb02 011121 54.50 54.75 53.90 54.14 -0.22 993 9,279 +146
Mar02 011121 55.25 55.40 54.90 55.24 -0.24 1,532 11,812 +426
Apr02 011121 61.90 61.90 61.29 61.29 -0.24 1,561 13,156 +883
May02 011121 62.20 62.20 61.79 61.79 -0.24 861 13,062 +248
Jun02 011121 61.94 61.94 61.94 61.94 -0.24 472 8,949 +270
Jul02 011121 62.40 62.40 61.74 61.74 -0.24 304 6,293 +150
Total Volume and Open Interest 31,903 121,000 +487
Natural Gas(NYM)
Dec01 011121 2.820 2.880 2.735 2.813 -0.039 49,672 47,983 -148
Jan02 011121 3.010 3.050 2.920 2.991 -0.050 16,568 58,972 -24
Feb02 011121 3.045 3.090 3.000 3.036 -0.045 6,800 28,214 -330
Mar02 011121 3.010 3.080 2.970 3.005 -0.061 8,818 32,117 +1,951
Apr02 011121 2.970 3.025 2.910 2.945 -0.081 9,292 32,824 -855
May02 011121 3.020 3.060 2.960 2.983 -0.085 1,653 20,995 -20
Jun02 011121 3.075 3.080 3.020 3.023 -0.085 477 15,365 -326
Jul02 011121 3.120 3.120 3.060 3.060 -0.086 189 13,045 -66
Total Volume and Open Interest 101,312 482,729 +3,107
Brent Crude Oil(IPE)
Jan02 011123 19.90 20.02 18.60 19.28 -0.62 41,563 79,958 +1,367
Feb02 011123 19.90 19.95 18.58 19.23 -0.60 15,682 39,217 +178
Mar02 011123 19.25 19.30 18.80 19.21 -0.55 5,358 19,675 +1,767
Apr02 011123 19.25 19.25 18.85 19.23 -0.53 1,847 9,833 -37
May02 011123 18.88 19.30 18.88 19.30 -0.50 1,252 7,565 +169
Jun02 011123 19.16 19.37 19.15 19.37 -0.48 1,306 18,121 -482
Jul02 011123 19.25 19.44 19.25 19.44 -0.47 510 6,036 +500
Aug02 011123 19.34 19.51 19.34 19.51 -0.46 0 6,665 -43
Total Volume and Open Interest 68,943 227,553 +3,919
Gas Oil(IPE)
Dec01 011123 175.00 175.75 165.00 167.75 -5.25 11,892 38,611 +757
Jan02 011123 177.00 177.50 167.00 169.75 -5.25 8,955 30,665 +2,406
Feb02 011123 177.00 177.00 168.50 170.25 -4.75 1,462 11,073 +709
Mar02 011123 169.50 170.75 169.50 170.75 -4.25 62 7,233 -20
Apr02 011123 169.50 170.50 169.50 170.50 -3.75 105 6,572 +100
May02 011123 169.75 171.00 169.75 171.00 -3.50 0 3,806 +0
Jun02 011123 172.00 172.00 172.00 172.00 -3.00 452 14,913 +215
Jul02 011123 173.50 173.50 173.50 173.50 -3.00 90 1,580 +90
Total Volume and Open Interest 23,536 145,970 +4,659
US Dollar Index(NYBOT)
Dec01 011123 117.26 117.98 117.13 117.47 +0.13 529 12,063 +0
Mar02 011123 117.56 118.27 117.52 117.97 +0.15 9 2,098 +0
Jun02 011123 118.47 118.47 118.47 118.47 +0.17 0 11 +0
Total Volume and Open Interest 538 14,173 +0
Australian Dollar(IMM)
Dec01 011123 51.65 51.78 51.58 51.63 +0.08 1,244 22,790 -801
Mar02 011123 51.52 51.52 51.38 51.38 +0.08 6 480 +0
Jun02 011123 51.13 51.13 51.13 51.13 +0.08 0 12 +0
Total Volume and Open Interest 1,250 23,294 -801
British Pound(IMM)
Dec01 011123 141.26 141.56 140.46 140.92 -0.44 3,771 43,851 +785
Mar02 011123 140.82 140.82 140.00 140.18 -0.44 136 572 +99
Jun02 011123 139.44 139.44 139.44 139.44 -0.44 0 1 +0
Total Volume and Open Interest 3,907 44,424 +884
Canadian Dollar(IMM)
Dec01 011123 62.58 62.65 62.50 62.55 +0.13 5,555 75,838 +1,275
Mar02 011123 62.58 62.65 62.50 62.54 +0.14 481 6,224 +209
Jun02 011123 62.60 62.63 62.54 62.54 +0.15 58 1,822 +30
Sep02 011123 62.63 62.63 62.52 62.55 +0.15 20 631 +1
Total Volume and Open Interest 6,130 84,758 +1,527
Japanese Yen(IMM)
Dec01 011123 80.67 80.77 80.42 80.51 -0.79 7,860 102,180 +1,294
Mar02 011123 81.06 81.15 80.87 80.93 -0.79 527 1,300 +116
Jun02 011123 81.38 81.38 81.38 81.38 -0.79 0 72 +0
Total Volume and Open Interest 8,387 103,901 +1,410
Deutsche Mark(IMM)
Dec01 011123 44.77 44.88 44.76 44.88 +0.02 18 198 +0
Total Volume and Open Interest 18 198 +0
Swiss Franc(IMM)
Dec01 011123 60.17 60.28 59.70 60.00 -0.39 10,129 49,530 -1,941
Mar02 011123 60.14 60.14 59.94 60.01 -0.39 34 311 +9
Jun02 011123 60.05 60.05 60.05 60.05 -0.39 3 6 +2
Total Volume and Open Interest 10,166 49,870 -1,930
EuroFX(IMM)
Dec01 011123 87.90 88.06 87.30 87.77 +0.04 8,932 110,690 -1,165
Mar02 011123 87.69 87.69 87.08 87.51 +0.04 188 1,965 +111
Jun02 011123 87.33 87.33 87.33 87.33 +0.04 18 212 +11
Total Volume and Open Interest 9,138 112,963 -1,043
Mexican Peso(IMM)
Dec01 011123 10885.0 10905.0 10860.0 10872.5 -12.5 1,988 25,224 +745
Mar02 011123 10665.0 10670.0 10652.5 10652.5 -12.5 42 1,681 +25
Total Volume and Open Interest 2,030 27,094 +770
30-Year T-Bonds(CBOT)
Dec01 011123 103~29 104~20 103~11 103~15 -0~15 268,061 503,432 -14,289
Mar02 011123 102~29 103~17 102~09 102~13 -0~15 29,531 93,700 +7,622
Jun02 011123 102~00 102~09 101~13 101~13 -0~14 1,959 5,490 +1,051
Total Volume and Open Interest 299,551 602,622 -5,616
Municipal Bonds(CBOT)
Dec01 011123 104~20 104~26 104~08 104~10 -0~07 957 11,030 +0
Mar02 011123 103~20 103~21 103~06 103~06 -0~07 249 1,378 +87
Total Volume and Open Interest 1,206 12,408 +87
10-Year T-Notes(CBOT)
Dec01 011123 106~125 106~260 105~315 106~025 -0~110 323,459 566,817 -8,604
Mar02 011123 105~160 105~200 104~260 104~285 -0~110 42,191 101,951 +11,787
Total Volume and Open Interest 365,650 668,769 +3,183
5-Year T-Notes(CBOT)
Dec01 011123 106~265 106~285 106~110 106~140 -0~090 85,734 494,538 +494,538
Mar02 011123 105~215 105~230 105~080 105~090 -0~090 9,976 78,814 +78,814
Total Volume and Open Interest 95,710 573,352 +573,352
2 Year T-Notes(CBOT)
Dec01 011123 104~113 104~118 104~090 104~094 -0~014 6,551 70,892 -192
Mar02 011123 104~024 104~025 103~124 104~004 -0~014 2,551 2,458 +1,268
Total Volume and Open Interest 9,102 73,350 +1,076
3-Mth T-Bills(IMM)
Dec01 011123 98.10 98.10 98.10 98.10 -0.01 11 1,651 -8
Total Volume and Open Interest 11 1,653 -8
Eurodollars(IMM)
Dec01 011123 97.895 97.902 97.880 97.885 -0.012 104,125 888,723 +727
Mar02 011123 97.650 97.665 97.580 97.625 -0.015 188,354 710,241 +9,538
Jun02 011123 97.165 97.175 97.045 97.085 -0.070 250,075 645,268 +16,530
Sep02 011123 96.650 96.665 96.510 96.555 -0.085 198,548 504,557 +8,936
Dec02 011123 96.125 96.135 95.975 96.000 -0.115 108,023 480,040 +2,929
Mar03 011123 95.690 95.700 95.535 95.580 -0.100 42,819 290,190 -4,720
Jun03 011123 95.300 95.300 95.135 95.180 -0.100 30,936 204,994 +502
Sep03 011123 94.975 94.985 94.835 94.885 -0.080 25,437 176,425 +284
Dec03 011123 94.630 94.650 94.535 94.545 -0.070 7,625 157,792 +44
Mar04 011123 94.470 94.485 94.390 94.395 -0.060 7,599 134,817 -703
Jun04 011123 94.295 94.295 94.200 94.215 -0.055 9,881 112,407 -3,093
Sep04 011123 94.140 94.155 94.060 94.075 -0.045 10,637 108,697 -3,553
Total Volume and Open Interest 1,018,672 5,011,039 +25,919
3-Mth Euro-Yen(IMM)
Dec01 011123 99.90 99.90 99.90 99.90 -0.01 0 17,213 -112
Mar02 011123 99.86 99.86 99.86 99.86 unch 1 8,568 +51
Jun02 011123 99.87 99.87 99.87 99.87 -0.01 11 9,331 -112
Sep02 011123 99.85 99.85 99.85 99.85 -0.01 48 2,434 -85
Dec02 011123 99.81 99.81 99.81 99.81 unch 0 804 +0
Mar03 011123 99.76 99.76 99.76 99.76 -0.01 0 859 +0
Jun03 011123 99.75 99.75 99.75 99.75 -0.01 0 159 +0
Sep03 011123 99.69 99.69 99.69 99.69 -0.01 0 27 +0
Dec03 011123 99.63 99.63 99.63 99.63 unch 0 2 +0
Mar04 011123 99.57 99.57 99.57 99.57 unch 0 220 +0
Total Volume and Open Interest 60 39,617 -258
3-Mth Euro-Yen(SIMEX)
Dec01 011123 99.90 99.90 99.90 99.90 unch 1,439 91,755 +308
Mar02 011123 99.86 99.86 99.86 99.86 unch 675 77,125 +55
Jun02 011123 99.88 99.88 99.87 99.87 -0.01 2,307 55,760 +748
Sep02 011123 99.85 99.85 99.85 99.85 unch 246 26,281 +37
Dec02 011123 99.80 99.80 99.80 99.80 -0.01 0 10,875 -5
Mar03 011123 99.76 99.76 99.76 99.76 -0.01 571 16,943 +179
Jun03 011123 99.75 99.75 99.75 99.75 unch 200 16,194 +190
Sep03 011123 99.70 99.70 99.70 99.70 -0.01 0 7,181 +0
Total Volume and Open Interest 5,438 316,673 +1,512
Euro Notional Bond(MATIF)
Dec01 011123 90.40 91.10 90.40 90.70 +0.20 1,942 27,453 -207
Mar02 011123 90.80 90.80 90.80 90.80 +0.20      
Jun02 011123 90.90 90.90 90.90 90.90 +0.20      
Total Volume and Open Interest 1,942 27,453 -207
3-Month Euribor(MATIF)
Dec01 011123 96.65 96.65 96.65 96.65 unch 0 2,776 +0
Mar02 011123 96.85 96.85 96.85 96.85 unch 0 2,496 +0
Jun02 011123 96.80 96.80 96.80 96.80 +0.05 0 211 +0
Total Volume and Open Interest 0 6,273 +0
German Euro-Bund(EUREX)
Dec01 011123 109.76 110.45 109.76 110.00 +0.23 411,353 731,730 -66,397
Mar02 011123 109.68 110.18 109.68 109.77 +0.20 8,268 60,550 -1,057
Jun02 011123 109.05 109.05 109.05 109.05 +0.23 5,799 1,590 +165
Total Volume and Open Interest 425,420 793,870 -67,289
German Euro-Bobl(EUREX)
Dec01 011123 107.82 108.24 107.81 108.00 +0.16 327,343 535,017 -52,021
Mar02 011123 107.50 107.81 107.50 107.60 +0.21 8,855 52,529 +1,628
Jun02 011123 107.02 107.02 107.02 107.02 -0.05 2,406 1,297 +0
Total Volume and Open Interest 338,604 588,843 -50,393
Long Gilt(LIFFE)
Dec01 011123 116~08 116~25 116~07 116~10 +0~04 19,072 59,062 +154
Mar02 011123 116~07 116~08 115~30 115~30 +0~06 0 205 +0
Total Volume and Open Interest 19,072 59,267 +154
3-Mth Short Sterling(LIFFE)
Dec01 011123 96.03 96.05 96.02 96.03 +0.01 19,469 0 +0
Mar02 011123 96.01 96.06 96.01 96.03 +0.02 22,271 0 +0
Jun02 011123 95.79 95.86 95.79 95.83 +0.04 16,750 0 +0
Total Volume and Open Interest 85,957    
3-Mth Euribor(LIFFE)
Dec01 011123 96.660 96.680 96.660 96.665 unch 48,157 451,231 -9,244
Mar02 011123 96.820 96.900 96.820 96.860 +0.025 68,549 426,329 -11,034
Jun02 011123 96.760 96.845 96.760 96.795 +0.035 60,396 304,543 -7,051
Total Volume and Open Interest 284,895 1,871,125 -39,186
3-Mth Aus T-Bills(SFE)
Dec01 011123 95.68 95.68 95.65 95.66 -0.04 8,283 170,853 -783
Mar02 011123 95.67 95.67 95.60 95.64 -0.04 14,465 118,859 +2,196
Jun02 011123 95.45 95.46 95.41 95.43 -0.05 3,520 43,964 +1,663
Sep02 011123 95.16 95.16 95.13 95.16 -0.04 1,278 22,324 +510
Dec02 011123 94.89 94.89 94.86 94.89 -0.03 868 16,815 +199
Mar03 011123 94.64 94.65 94.64 94.65 -0.04 933 10,899 +374
Jun03 011123 94.44 94.47 94.44 94.47 -0.04 331 7,937 +55
Sep03 011123 94.28 94.31 94.28 94.31 -0.05 206 6,869 +35
Dec03 011123 94.15 94.16 94.15 94.15 -0.09 148 2,697 +10
Mar04 011123 94.07 94.07 94.07 94.07 -0.08 70 1,965 +0
Total Volume and Open Interest 30,102 406,336 +4,259
10-Year Aus T-Bonds(SFE)
Dec01 011123 94.10 94.16 94.04 94.06 -0.06 2,748 223,620 -947
Mar02 011123 94.06 94.06 94.06 94.06 -0.03      
Total Volume and Open Interest      
3-Year Aus T-Bonds(SFE)
Dec01 011123 94.94 94.96 94.87 94.89 -0.08 95,185 569,353 +43,475
Mar02 011123 94.69 94.69 94.69 94.69 -0.13 0 65 +0
Total Volume and Open Interest 95,185 569,418 +43,475
Gold(CMX)
Dec01 011121 272.5 273.4 271.9 273.1 -0.1 19,446 56,361 -4,196
Feb02 011121 273.5 274.4 272.9 274.0 unch 7,318 29,174 +3,810
Apr02 011121 274.1 274.8 274.0 274.7 unch 447 3,965 +107
Jun02 011121 275.0 276.0 274.0 275.3 unch 287 6,126 -20
Aug02 011121 276.0 276.0 276.0 276.0 unch 361 3,521 -267
Oct02 011121 276.7 276.7 276.7 276.7 unch 0 2,174 +0
Total Volume and Open Interest 28,823 115,326 -435
Silver(CMX)
Dec01 011121 404.5 405.0 401.5 403.5 -1.5 5,581 33,707 -1,323
Mar02 011121 407.5 408.0 405.0 406.8 -1.6 4,229 29,441 +1,407
May02 011121 409.0 410.0 407.0 408.6 -1.5 86 1,504 +42
Jul02 011121 413.0 413.0 409.5 410.5 -1.5 12 2,123 +1
Sep02 011121 412.5 412.5 412.3 412.3 -1.5 0 1,452 +0
Total Volume and Open Interest 10,471 75,468 +445
Platinum(NYM)
Jan02 011121 441.0 445.0 441.0 442.0 +2.7 644 5,806 -31
Apr02 011121 440.0 440.0 436.5 436.5 +2.7 56 201 +37
Jul02 011121 430.0 430.0 430.0 430.0 +2.7 2 60 +2
Oct02 011121 427.0 427.0 427.0 427.0 +2.7 0 55 +0
Total Volume and Open Interest 702 6,122 +8
Palladium(NYME)
Dec01 011121 332.00 335.00 332.00 335.00 +4.90 92 830 -60
Mar02 011121 333.00 336.00 333.00 336.00 +4.65 70 613 +38
Total Volume and Open Interest 162 1,443 -22
Copper(CMX)
Dec01 011121 67.80 68.30 67.40 67.70 +0.40 5,142 28,898 -562
Mar02 011121 68.70 69.10 68.40 68.55 +0.40 1,083 20,939 -41
May02 011121 69.20 69.45 69.05 69.05 +0.40 72 4,952 +26
Jul02 011121 69.60 70.00 69.55 69.55 +0.40 174 4,158 +82
Sep02 011121 70.30 70.30 70.00 70.00 +0.40 41 3,743 +16
Total Volume and Open Interest 7,267 83,020 -490
DJIA Index(CBOT)
Dec01 011123 9795 9985 9790 9982 +149 11,012 28,666 -257
Mar02 011123 9800 9990 9800 9985 +149 61 798 +5
Jun02 011123 10001 10001 10001 10001 +149 1 316 +0
Sep02 011123 10023 10023 10023 10023 +149 0 75 +0
Total Volume and Open Interest 11,075 29,963 -252
S & P 500(CME)
Dec01 011123 1136.50 1153.50 1136.00 1153.00 +16.00 43,359 473,418 -2,659
Mar02 011123 1141.00 1155.00 1141.00 1154.90 +16.10 4,322 70,739 +3,679
Jun02 011123 1158.50 1158.50 1158.50 1158.50 +16.40 300 5,993 +300
Sep02 011123 1160.30 1163.50 1160.30 1163.50 +16.70 2 439 +0
Total Volume and Open Interest 47,983 550,916 +1,320
S & P 500 E-Mini(Globex)
Dec01 011123 1140.75 1153.75 1131.50 1153.00 +16.00 136,856 242,109 -638
Mar02 011123 1155.00 1155.00 1155.00 1155.00 +16.25 7 105 +6
Total Volume and Open Interest 136,863 242,214 -632
NASDAQ 100(CME)
Dec01 011123 1558.00 1586.00 1550.00 1579.50 +26.50 14,789 59,800 -2,350
Mar02 011123 1567.00 1590.00 1560.00 1586.00 +26.50 400 408 +399
Jun02 011123 1593.00 1593.00 1593.00 1593.00 +26.50 0 2 +0
Total Volume and Open Interest 15,189 60,210 -1,951
NASDAQ 100 E-Mini(GLOBEX)
Dec01 011123 1567.5 1592.5 1543.5 1579.5 +26.5 122,483 116,149 -3,190
Mar02 011123 1586.0 1586.0 1586.0 1586.0 +26.5 0 5 +0
Total Volume and Open Interest 122,483 116,154 -3,190
NYSE Composite(NYBOT)
Dec01 011123 579.00 588.30 579.00 588.20 +8.95 1,210 5,864 +0
Mar02 011123 588.70 588.70 588.70 588.70 +8.95 0 640 +0
Jun02 011123 589.20 589.20 589.20 589.20 +8.95 0 300 +0
Total Volume and Open Interest 1,210 6,804 +0
S & P Midcap 400(CME)
Dec01 011123 478.00 485.00 478.00 484.00 +5.75 1,146 15,318 -405
Mar02 011123 485.00 485.00 485.00 485.00 +5.75      
Jun02 011123 489.00 489.00 489.00 489.00 +5.75      
Total Volume and Open Interest 1,146 15,318 -405
Russell 2000(CME)
Dec01 011123 454.00 460.50 452.50 460.35 +7.85 1,413 25,234 -294
Mar02 011123 461.05 461.05 461.05 461.05 +7.85      
Jun02 011123 465.05 465.05 465.05 465.05 +7.85      
Total Volume and Open Interest 1,413 25,234 -294
Value Line(KCBT)
Dec01 011123 1166.50 1186.50 1166.50 1185.00 +17.50 63 269 +0
Total Volume and Open Interest 63 269 +0
Nikkei 225(CME)
Dec01 011123 10710 10865 10665 10825 +175 1,057 15,723 -48
Mar02 011123 10825 10840 10825 10840 +175 1 44 +0
Total Volume and Open Interest 1,058 15,790 -48
Nikkei 225(SIMEX)
Dec01 011122 10615 10715 10520 10685 +35 12,479 105,687 +519
Mar02 011122 10680 10680 10680 10680 +35 70 500 +70
Jun02 011122 10635 10635 10635 10635 +35 0 24 +0
Total Volume and Open Interest 12,549 106,211 +589
CAC 40(MATIF)
Nov01 011123 4603.0 4637.5 4535.0 4579.0 -24.5 30,253 426,720 -5,799
Dec01 011123 4614.0 4649.0 4552.0 4590.5 -24.0 387 178,025 -278
Jan02 011123 4603.0 4603.0 4603.0 4603.0 -24.5 1,150 1,329 +1,150
Total Volume and Open Interest 31,790 694,858 -4,927
DAX Index(EUREX)
Dec01 011123 5150.0 5175.0 5026.0 5169.0 +37.5 19,874 156,018 -3,191
Mar02 011123 5193.0 5206.5 5084.5 5206.5 +38.0 612 14,847 +353
Jun02 011123 5214.0 5251.0 5121.0 5251.0 +38.5 308 2,827 +164
Total Volume and Open Interest 20,794 173,692 -2,674
FT-SE 100(LIFFE)
Dec01 011123 5375.00 5379.50 5230.00 5302.50 -61.50 24,242 329,733 -823
Mar02 011123 5373.00 5377.00 5245.50 5312.50 -61.50 1,711 27,477 -1,194
Jun02 011123 5368.00 5368.00 5278.00 5330.50 -62.50 11 17,359 -11
Total Volume and Open Interest 25,964 374,569 -2,028
SPI 200(SFE)
Dec01 011123 3336.0 3357.0 3334.0 3348.0 +14.0 5,422 144,156 +1,165
Mar02 011123 3348.0 3353.0 3348.0 3353.0 +14.0 55 2,183 +38
Jun02 011123 3361.0 3361.0 3361.0 3361.0 +14.0 0 1,539 +0
Total Volume and Open Interest 5,523 148,321 +1,203
GSCI(CME)
Dec01 011123 169.00 170.00 169.00 170.00 +1.30 27 16,315 +7
Jan02 011123 170.00 170.00 170.00 170.00 +1.30      
Feb02 011123 170.00 170.00 170.00 170.00 +1.30      
Total Volume and Open Interest 27 16,315 +7
Bridge CRB Index(NYBOT)
Jan02 011123 193.05 193.05 193.05 193.05 unch 62 203 +0
Feb02 011123 193.05 193.05 193.05 193.05 unch 1 139 +0
Apr02 011123 194.55 194.55 194.55 194.55 unch 0 8 +0
Total Volume and Open Interest 63 355 +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

An options trader can be right on price direction; but, if he buys high volatility or sells low volatility, he can still lose money.

MRCI volatility charts, updated daily and available to MRCI ONLINE subscribers, overlay current historical and implied volatility
levels onto a graph depicting "normal" levels and seasonal trends throughout the year.

MRCI's Implied Volatility Report, (as shown below) apprises options traders of whether and by how much volatility may be greater or lesser than average.

MRCI ONLINE subscribers & Free Trial Guests can automatically receive a copy of this report via email each night! Join this list!