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 Mon December 31, 2001
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan02 011231 423.50 424.00 419.50 421.00 -3.25 25,664 13,232 -8,689
Mar02 011231 424.50 425.50 421.00 422.25 -3.50 25,832 73,076 +5,105
May02 011231 428.00 429.00 424.25 426.25 -3.00 4,865 34,109 +544
Jul02 011231 433.00 434.50 429.25 431.00 -3.50 2,253 26,206 +213
Aug02 011231 434.00 434.00 430.00 432.00 -2.00 185 2,054 +62
Sep02 011231 433.50 434.00 431.00 432.00 -3.00 58 402 -3
Nov02 011231 437.50 438.00 433.00 435.25 -2.75 497 8,933 +153
Total Volume and Open Interest 59,369 158,067 -2,612
Soybean Meal(CBOT)
Jan02 011231 148.00 148.80 145.80 147.10 -1.20 12,544 9,749 -3,745
Mar02 011231 143.70 145.20 142.10 143.80 -0.90 11,000 44,057 +2,071
May02 011231 142.50 143.20 141.10 142.50 -0.70 2,815 31,694 +25
Jul02 011231 143.80 144.20 142.50 143.20 -1.10 2,046 29,156 -159
Aug02 011231 144.50 144.80 142.90 143.50 -1.10 625 8,023 +0
Sep02 011231 144.50 145.00 143.40 143.70 -1.20 239 6,586 +26
Oct02 011231 144.50 144.80 143.20 143.20 -1.50 56 4,519 +56
Dec02 011231 145.80 146.10 144.80 144.90 -1.60 759 9,256 +388
Total Volume and Open Interest 30,149 143,301 -1,277
Soybean Oil(CBOT)
Jan02 011231 15.22 15.31 15.12 15.27 +0.08 9,393 9,241 -2,416
Mar02 011231 15.40 15.50 15.32 15.47 +0.06 11,348 61,267 +1,749
May02 011231 15.63 15.70 15.56 15.69 +0.06 1,894 30,639 +277
Jul02 011231 15.84 15.91 15.78 15.91 +0.07 962 21,825 -503
Aug02 011231 15.98 16.05 15.90 16.05 +0.11 45 6,325 +45
Sep02 011231 16.08 16.17 16.00 16.17 +0.14 1 3,573 +1
Oct02 011231 16.20 16.30 16.15 16.30 +0.15 20 2,033 -18
Dec02 011231 16.48 16.50 16.35 16.50 +0.10 519 6,120 +223
Total Volume and Open Interest 24,392 143,136 -432
Canola(WCE)
Jan02 011231 335.7 335.7 331.0 331.0 -4.7 1,618 6,483 -1,111
Mar02 011231 331.1 331.1 327.5 329.2 -2.0 6,045 31,604 +382
May02 011231 330.0 330.0 326.0 326.0 -5.0 278 9,723 +165
Jul02 011231 329.0 329.0 322.5 323.2 -5.8 112 6,651 -27
Total Volume and Open Interest 8,395 61,361 -528
Corn(CBOT)
Jan02 011231 199.25 199.75 199.25 199.75 -1.00 995 1,025 -423
Mar02 011231 209.00 209.50 208.25 209.00 -0.75 25,966 248,258 -1,840
May02 011231 215.75 216.25 215.00 215.50 -1.00 4,117 67,142 +716
Jul02 011231 222.25 222.25 221.00 221.75 -1.00 2,761 50,259 +426
Sep02 011231 227.00 227.50 226.75 227.50 unch 724 14,654 +414
Total Volume and Open Interest 35,851 424,501 -395
Wheat(CBOT)
Mar02 011231 290.25 290.75 288.00 289.00 -1.25 9,537 71,133 +535
May02 011231 286.75 287.75 285.50 286.00 -1.25 640 12,081 +17
Jul02 011231 285.00 286.00 283.25 284.75 -0.25 1,444 16,843 +131
Sep02 011231 289.00 289.00 289.00 289.00 +0.75 98 1,370 +25
Dec02 011231 298.00 298.00 296.00 296.00 -2.25 241 2,917 +72
Total Volume and Open Interest 11,969 104,528 +789
Wheat(KCBT)
Mar02 011231 284.00 285.00 282.00 284.00 -1.50 3,177 46,895 -3
May02 011231 290.50 290.50 288.00 288.50 -3.00 690 9,189 +9
Jul02 011231 294.00 296.00 293.50 296.00 -1.00 465 9,495 +116
Sep02 011231 302.00 302.00 301.00 301.50 -0.50 113 2,026 +11
Dec02 011231 312.50 313.00 311.50 313.00 -1.50 41 2,797 +11
Total Volume and Open Interest 4,486 70,402 +144
Wheat(MGE)
Mar02 011231 302.00 302.50 299.50 300.00 -2.75 1,305 19,214 -297
May02 011231 309.00 309.25 308.00 308.50 -1.25 133 2,875 +25
Jul02 011231 315.00 315.00 314.25 314.50 -1.50 9 1,767 +2
Sep02 011231 320.00 320.50 320.00 320.50 -1.75 2 1,009 +0
Dec02 011231 330.00 330.00 330.00 330.00 -1.50 3 647 +0
Total Volume and Open Interest 1,457 25,540 -265
Oats(CBOT)
Mar02 011231 192.00 199.00 191.75 195.75 +3.50 476 6,190 -8
May02 011231 175.00 180.50 174.75 179.00 +4.00 83 2,656 -3
Jul02 011231 158.50 162.25 158.50 162.00 +4.00 2 1,337 -1
Sep02 011231 140.00 140.00 140.00 140.00 +3.00 1 31 -1
Total Volume and Open Interest 696 11,532 +35
Rough Rice(MCE)
Jan02 011231 3.72 3.76 3.69 3.69 unch 485 987 -543
Mar02 011231 3.91 3.97 3.91 3.91 unch 559 3,672 +196
May02 011231 4.17 4.21 4.14 4.14 unch 70 999 +52
Jul02 011231 4.40 4.41 4.38 4.38 +0.01 15 484 -6
Total Volume and Open Interest 1,149 6,477 -291
Live Cattle(CME)
Dec01 011231 67.500 68.300 67.000 68.175 +0.875 1,562 643 -1,093
Feb02 011231 71.150 71.150 70.625 70.700 -0.150 5,568 46,682 -615
Apr02 011231 73.975 74.000 73.500 73.675 -0.175 1,628 21,066 +159
Jun02 011231 70.600 70.625 69.950 70.275 -0.175 850 14,131 +152
Aug02 011231 70.500 70.500 70.000 70.275 unch 418 7,755 +75
Oct02 011231 71.750 71.750 71.450 71.475 -0.075 110 2,250 +60
Total Volume and Open Interest 10,144 93,393 -1,262
Feeder Cattle(CME)
Jan02 011231 86.400 86.400 85.950 86.025 +0.025 824 4,980 -30
Mar02 011231 85.300 85.450 84.900 84.950 -0.025 724 5,069 +215
Apr02 011231 84.600 84.600 84.050 84.050 -0.350 206 2,172 -28
May02 011231 84.300 84.450 84.050 84.075 -0.025 196 1,847 +49
Aug02 011231 85.100 85.150 84.900 85.100 -0.100 45 731 +26
Sep02 011231 84.900 84.900 84.900 84.900 +0.100 7 106 +0
Oct02 011231 84.850 84.850 84.850 84.850 unch 3 62 +1
Total Volume and Open Interest 2,005 14,992 +233
Lean Hogs(CME)
Feb02 011231 57.300 57.300 56.300 57.050 +0.750 2,723 14,599 -419
Apr02 011231 59.500 60.100 59.500 60.050 +0.875 866 5,461 +122
Jun02 011231 64.600 64.900 64.250 64.575 -0.250 330 2,039 +65
Jul02 011231 61.300 61.300 60.850 60.875 -0.550 80 852 +7
Aug02 011231 59.500 59.500 58.950 59.350 -0.325 47 382 +23
Oct02 011231 52.175 52.200 52.150 52.175 +0.025 25 483 +5
Dec02 011231 50.500 50.500 50.500 50.500 unch 47 246 +26
Total Volume and Open Interest 4,308 25,506 -70
Pork Bellies(CME)
Feb02 011231 81.750 82.300 80.600 81.425 -0.075 802 2,027 +90
Mar02 011231 81.900 81.925 80.600 81.250 -0.675 82 296 +3
May02 011231 83.000 83.100 83.000 83.050 +0.050 70 222 +33
Jul02 011231 83.400 83.400 83.400 83.400 -0.700 7 40 -5
Aug02 011231 83.250 83.250 83.250 83.250 -1.000 1 11 +0
Total Volume and Open Interest 962 2,596 +121
Cocoa(NYBOT)
Mar02 011228 1302 1331 1301 1310 +1 3,598 33,344 -558
May02 011228 1285 1315 1285 1297 +6 466 14,431 +30
Jul02 011228 1276 1294 1276 1280 unch 284 9,795 +7
Sep02 011228 1275 1280 1265 1266 -1 72 6,398 +6
Dec02 011228 1204 1204 1195 1200 -2 10 10,206 +10
Mar03 011228 1180 1180 1165 1165 -5 10 8,886 +8
May03 011228 1150 1150 1150 1150 -4 0 3,187 +0
Total Volume and Open Interest 4,440 91,750 -497
Coffee "C"(NYBOT)
Mar02 011228 47.00 47.10 46.05 46.20 -0.30 4,128 31,646 +61
May02 011228 48.75 49.00 48.10 48.15 -0.35 908 9,697 +243
Jul02 011228 50.75 51.00 50.10 50.10 -0.30 126 5,003 -26
Sep02 011228 52.75 52.75 51.70 51.70 -0.30 202 3,735 -56
Dec02 011228 54.90 54.90 54.00 54.00 -0.30 83 3,153 +21
Mar03 011228 57.00 57.00 56.40 56.40 -0.30 0 877 +0
Total Volume and Open Interest 5,447 54,121 +243
Orange Juice(NYBOT)
Jan02 011228 89.50 90.25 89.10 89.10 -0.85 1,770 2,037 -1,086
Mar02 011228 92.50 93.00 91.00 91.15 -1.65 2,317 12,931 +581
May02 011228 94.15 94.75 92.75 92.75 -1.60 83 1,257 +51
Jul02 011228 96.00 96.00 94.05 94.05 -1.30 0 223 +0
Sep02 011228 95.05 95.05 95.05 95.05 -1.30 0 151 +0
Total Volume and Open Interest 4,170 18,108 -454
Sugar #11(NYBOT)
Mar02 011228 7.32 7.44 7.29 7.39 +0.09 12,080 84,645 +123
May02 011228 6.79 6.83 6.75 6.80 +0.05 853 26,857 +169
Jul02 011228 6.39 6.42 6.36 6.41 +0.06 1,960 27,655 +11
Oct02 011228 6.37 6.40 6.35 6.37 +0.05 620 18,420 -31
Mar03 011228 6.50 6.50 6.47 6.47 +0.03 234 7,753 +50
Total Volume and Open Interest 15,811 173,362 +354
London Cocoa(LCE)
Dec01 011212 969 969 959 963 +10 9,055 4,052 -5,448
Mar02 011228 967 985 962 973 +3 2,197 60,474 -365
May02 011228 976 989 969 978 +3 1,022 34,790 +302
Jul02 011228 990 1002 982 991 +2 552 30,401 +309
Sep02 011228 975 982 970 978 +3 98 13,340 -25
Dec02 011228 919 933 915 925 +6 55 9,185 +20
Mar03 011228 905 907 895 900 +3 195 9,029 +70
Total Volume and Open Interest 4,121 158,278 +313
London Coffee(LCE)
Jan02 011228 363.00 363.00 353.00 361.00 -2.00 4,916 11,012 -3,479
Mar02 011228 380.00 381.00 370.00 380.00 unch 6,851 38,560 +4,381
May02 011228 393.00 395.00 384.00 393.00 unch 1,491 23,084 +407
Jul02 011228 405.00 407.00 397.00 405.00 -1.00 1,137 16,831 +401
Sep02 011228 420.00 420.00 411.00 418.00 -2.00 345 13,680 +232
Nov02 011228 432.00 434.00 424.00 430.00 -2.00 744 5,876 +686
Total Volume and Open Interest 15,568 109,493 +2,657
London Sugar(LCE)
Dec01 011115 241.50 248.00 236.50 240.40 -1.10 3,820 4,096 -1,367
Mar02 011228 238.50 239.60 237.70 239.50 +1.00 1,368 19,924 -25
May02 011228 222.00 222.60 221.20 222.60 +0.60 516 10,383 +102
Aug02 011228 208.00 209.00 208.00 209.00 unch 211 11,456 -33
Oct02 011228 194.90 196.00 194.90 196.00 unch 77 5,442 -42
Total Volume and Open Interest 2,172 49,589 +2
Cotton(NYBOT)
Mar02 011228 35.91 36.20 35.50 35.59 -0.74 1,717 29,794 -96
May02 011228 37.10 37.55 36.91 37.21 -0.53 243 10,472 +32
Jul02 011228 38.70 39.15 38.45 38.65 -0.53 167 9,987 -26
Oct02 011228 40.50 40.50 40.50 40.50 -0.60 30 423 -30
Dec02 011228 41.50 41.85 41.40 41.56 -0.44 167 6,242 -17
Mar03 011228 42.98 42.98 42.98 42.98 -0.47 10 952 +10
Total Volume and Open Interest 2,420 59,290 -110
Lumber(CME)
Jan02 011231 255.4 255.4 244.0 245.1 -8.9 332 1,087 -123
Mar02 011231 272.5 272.5 261.1 262.5 -8.5 236 903 +35
May02 011231 276.9 276.9 269.5 270.5 -6.0 48 192 -11
Jul02 011231 276.9 276.9 276.2 276.2 -0.3 2 27 +0
Total Volume and Open Interest 618 2,212 -99
Crude Oil(NYM)
Feb02 011231 20.30 20.43 19.66 19.84 -0.57 58,326 125,969 -2,815
Mar02 011231 20.70 20.70 19.95 20.11 -0.55 28,013 52,844 +827
Apr02 011231 20.75 20.80 20.10 20.27 -0.53 11,232 31,214 -308
May02 011231 20.90 21.05 20.30 20.41 -0.52 5,367 18,736 +515
Jun02 011231 20.90 20.90 20.45 20.49 -0.51 5,322 31,721 +570
Jul02 011231 20.53 20.53 20.53 20.53 -0.48 1,653 13,971 -759
Aug02 011231 21.07 21.07 20.57 20.57 -0.47 109 12,324 -168
Sep02 011231 20.97 20.97 20.61 20.61 -0.46 198 12,866 +32
Oct02 011231 20.65 20.65 20.65 20.65 -0.45 52 10,427 +30
Nov02 011231 20.69 20.69 20.69 20.69 -0.44 102 8,152 -48
Total Volume and Open Interest 112,760 420,988 -1,513
Heating Oil(NYM)
Jan02 011231 56.50 56.90 54.30 55.07 -1.58 18,629 8,302 -4,223
Feb02 011231 56.90 57.35 55.20 55.33 -1.72 16,251 42,869 +2,145
Mar02 011231 56.50 57.10 55.10 55.18 -1.72 3,263 26,441 +166
Apr02 011231 56.05 56.50 54.73 54.73 -1.67 945 18,176 +53
May02 011231 56.00 56.00 54.13 54.13 -1.67 845 8,041 +32
Jun02 011231 55.50 55.70 54.23 54.23 -1.67 1,052 12,768 -26
Jul02 011231 56.00 56.20 54.50 54.73 -1.67 235 6,234 +89
Aug02 011231 57.40 57.50 55.38 55.38 -1.67 260 4,389 +75
Sep02 011231 57.60 57.60 56.18 56.18 -1.67 406 4,921 +109
Oct02 011231 58.40 58.40 57.03 57.03 -1.67 9 2,744 +6
Total Volume and Open Interest 42,480 152,980 -1,636
Unleaded Gas(NYM)
Jan02 011231 58.40 58.60 56.50 57.25 -1.31 18,168 6,813 -4,644
Feb02 011231 58.70 59.10 57.20 57.59 -1.24 14,380 37,217 +1,158
Mar02 011231 59.90 60.00 58.20 58.78 -1.05 2,344 15,993 +343
Apr02 011231 65.90 65.90 64.75 64.83 -1.05 1,586 16,629 -347
May02 011231 65.70 65.70 65.28 65.28 -1.00 262 14,098 +79
Jun02 011231 66.30 66.30 65.13 65.13 -1.00 446 10,167 -106
Jul02 011231 65.75 65.75 64.48 64.48 -0.97 650 7,754 +293
Aug02 011231 65.00 65.00 63.53 63.53 -0.97 63 6,521 +19
Total Volume and Open Interest 38,657 124,018 -2,829
Natural Gas(NYM)
Feb02 011231 2.740 2.740 2.545 2.570 -0.204 29,245 57,845 +937
Mar02 011231 2.720 2.720 2.535 2.560 -0.186 6,419 36,905 -652
Apr02 011231 2.700 2.700 2.550 2.565 -0.159 3,082 40,290 +1,217
May02 011231 2.730 2.730 2.610 2.618 -0.151 1,663 21,092 -122
Jun02 011231 2.800 2.800 2.683 2.683 -0.141 1,703 19,880 -165
Jul02 011231 2.850 2.850 2.730 2.730 -0.140 1,419 16,982 +718
Aug02 011231 2.890 2.890 2.777 2.777 -0.139 581 14,416 +152
Sep02 011231 2.900 2.900 2.787 2.787 -0.132 152 14,122 -9
Total Volume and Open Interest 48,865 400,200 -8,345
Brent Crude Oil(IPE)
Feb02 011231 20.20 20.23 19.85 19.90 -0.40 25,668 94,390 +359
Mar02 011231 19.80 19.80 19.50 19.50 -0.39 16,763 71,280 +3,829
Apr02 011231 19.80 19.80 19.49 19.49 -0.39 4,016 18,200 +1,226
May02 011231 19.53 19.53 19.53 19.53 -0.39 2,449 9,397 -773
Jun02 011231 19.90 19.90 19.64 19.64 -0.37 3,872 23,742 +378
Jul02 011231 19.72 19.72 19.72 19.72 -0.36 103 7,745 +0
Aug02 011231 19.85 19.85 19.78 19.78 -0.35 0 6,184 +0
Sep02 011231 19.84 19.84 19.84 19.84 -0.34 250 5,103 +0
Total Volume and Open Interest 54,101 280,507 +5,221
Gas Oil(IPE)
Jan02 011231 170.00 171.25 167.75 168.50 -1.00 11,203 32,293 -895
Feb02 011231 172.00 172.00 169.00 169.25 -3.25 5,231 29,804 +822
Mar02 011231 172.50 172.50 168.75 168.75 -4.00 1,473 13,189 -45
Apr02 011231 169.25 169.25 169.25 169.25 -4.25 185 7,502 -92
May02 011231 169.75 169.75 169.75 169.75 -4.25 10 5,246 +0
Jun02 011231 172.50 172.50 170.75 170.75 -4.25 976 19,245 +371
Jul02 011231 172.25 172.25 172.25 172.25 -4.25 0 3,121 +0
Aug02 011231 173.75 173.75 173.75 173.75 -4.25 0 2,474 +0
Total Volume and Open Interest 20,543 150,398 +552
US Dollar Index(NYBOT)
Mar02 011231 117.74 117.75 116.98 117.21 -0.61 320 6,621 +53
Jun02 011231 117.71 117.71 117.71 117.71 -0.61 0 2,021 +0
Sep02 011231 118.21 118.21 118.21 118.21 -0.61 0 2 +0
Total Volume and Open Interest 320 8,644 +53
Australian Dollar(IMM)
Mar02 011231 50.74 50.98 50.72 50.74 -0.06 1,826 17,936 +148
Jun02 011231 50.47 50.47 50.47 50.47 -0.06 1 382 -1
Sep02 011231 50.20 50.20 50.20 50.20 -0.06      
Total Volume and Open Interest 1,827 18,338 +147
British Pound(IMM)
Mar02 011231 144.60 144.98 144.48 144.86 +0.48 1,655 22,460 -1,076
Jun02 011231 144.12 144.12 144.12 144.12 +0.48 5 55 +0
Sep02 011231 143.38 143.38 143.38 143.38 +0.48      
Total Volume and Open Interest 1,660 22,515 -1,076
Canadian Dollar(IMM)
Mar02 011231 62.84 62.85 62.55 62.76 -0.05 4,440 55,085 +1,151
Jun02 011231 62.90 62.90 62.70 62.79 -0.05 33 2,823 -6
Sep02 011231 62.95 62.95 62.70 62.84 -0.05 16 849 +8
Dec02 011231 62.85 62.90 62.85 62.90 -0.05 4 699 +2
Total Volume and Open Interest 4,493 59,460 +1,155
Japanese Yen(IMM)
Mar02 011231 76.50 76.80 76.25 76.29 -0.27 12,523 109,792 -1,440
Jun02 011231 76.66 76.66 76.66 76.66 -0.28 11 20,621 +3
Sep02 011231 77.12 77.12 77.12 77.12 -0.30 0 28 +0
Total Volume and Open Interest 12,534 130,768 -1,437
Deutsche Mark(IMM)
Swiss Franc(IMM)
Mar02 011231 59.78 60.55 59.70 60.20 +0.48 1,867 34,719 -243
Jun02 011231 59.76 60.40 59.76 60.24 +0.48 2 113 +1
Sep02 011231 60.34 60.34 60.34 60.34 +0.48      
Total Volume and Open Interest 1,869 34,855 -242
EuroFX(IMM)
Mar02 011231 88.34 88.95 88.19 88.78 +88.78 9,095 88,099 +88,099
Jun02 011231 88.60 88.60 88.54 88.54 +88.54 76 557 +557
Sep02 011231 88.38 88.38 88.38 88.38 +88.38 6 45 +45
Total Volume and Open Interest 9,178 88,738 +88,738
Mexican Peso(IMM)
Dec01 011217 10955.0 10955.0 10932.0 10945.0 -40.0 2,032 11,789 -1,546
Mar02 011231 10785.0 10795.0 10725.0 10782.0 +35.0 4,315 24,685 -1,820
Total Volume and Open Interest 4,343 25,076 -1,826
30-Year T-Bonds(CBOT)
Mar02 011231 100~17 101~19 100~17 101~17 +1~00 84,611 418,017 +3,315
Jun02 011231 99~16 100~13 99~15 100~12 +1~01 1,072 32,522 +967
Sep02 011231 99~10 99~10 99~10 99~10 +1~01 20 65 +15
Total Volume and Open Interest 85,703 450,604 +4,297
Municipal Bonds(CBOT)
Mar02 011231 101~29 102~29 101~29 102~24 +0~28 764 7,736 +257
Jun02 011231 101~26 101~26 101~26 101~26 +0~28 0 1 +0
Total Volume and Open Interest 764 7,737 +257
10-Year T-Notes(CBOT)
Mar02 011231 104~195 105~115 104~165 105~045 +0~195 73,563 538,391 +4,834
Jun02 011231 104~010 104~010 103~220 103~230 +0~160 3 3,733 +2
Total Volume and Open Interest 73,566 542,124 +4,836
5-Year T-Notes(CBOT)
Mar02 011231 105~095 106~000 105~095 105~265 +0~165 17,876 447,337 +447,337
Jun02 011231 104~290 104~290 104~290 104~290 +0~165 0 200 +0
Total Volume and Open Interest 17,876 447,537 +447,337
2 Year T-Notes(CBOT)
Mar02 011231 104~036 104~069 104~036 104~062 +0~025 1,909 69,559 -33
Total Volume and Open Interest 1,909 69,559 -3,703
3-Mth T-Bills(IMM)
Mar02 011231 98.23 98.23 98.23 98.23 +0.01 1 533 +0
Total Volume and Open Interest 1 533 +0
Eurodollars(IMM)
Mar02 011231 97.995 98.030 97.990 98.025 +0.025 45,636 694,422 -1,995
Jun02 011231 97.520 97.670 97.500 97.660 +0.130 48,725 612,903 -1,796
Sep02 011231 96.900 97.080 96.900 97.070 +0.140 66,206 553,409 +510
Dec02 011231 96.240 96.385 96.235 96.345 +0.100 39,088 531,153 +2,028
Mar03 011231 95.570 95.715 95.565 95.690 +0.105 19,586 338,323 -774
Jun03 011231 94.945 95.075 94.945 95.065 +0.105 12,689 209,159 +1,181
Sep03 011231 94.475 94.615 94.475 94.600 +0.110 10,280 182,327 +1,105
Dec03 011231 94.130 94.270 94.130 94.255 +0.115 8,617 136,098 +3,774
Mar04 011231 94.095 94.150 94.095 94.130 +0.115 6,518 121,272 +1,149
Jun04 011231 93.895 94.000 93.895 93.990 +0.120 5,028 103,622 +635
Sep04 011231 93.865 93.890 93.855 93.875 +0.125 2,701 93,997 +0
Dec04 011231 93.670 93.740 93.670 93.725 +0.125 5,298 63,981 +6
Total Volume and Open Interest 286,349 4,229,780 +7,115
3-Mth Euro-Yen(IMM)
Dec01 011214 99.92 99.92 99.91 99.92 unch 547 15,818 -156
Mar02 011231 99.84 99.84 99.84 99.84 unch 874 10,046 -207
Jun02 011231 99.87 99.87 99.86 99.86 -0.01 3 11,648 -33
Sep02 011231 99.85 99.85 99.85 99.85 -0.01 36 2,811 -14
Dec02 011231 99.83 99.83 99.83 99.83 -0.01 0 1,512 +107
Mar03 011231 99.78 99.79 99.78 99.79 -0.01 0 1,761 +23
Jun03 011231 99.78 99.78 99.78 99.78 unch 0 1,165 +0
Sep03 011231 99.74 99.74 99.73 99.74 +0.01 69 415 +63
Dec03 011231 99.65 99.65 99.65 99.65 unch 0 238 +0
Mar04 011231 99.57 99.57 99.57 99.57 unch 0 438 +0
Total Volume and Open Interest 982 30,207 -61
3-Mth Euro-Yen(SIMEX)
Mar02 011231 99.84 99.84 99.84 99.84 unch 1,270 79,087 +202
Jun02 011231 99.87 99.87 99.86 99.87 unch 2,449 83,221 +1,924
Sep02 011231 99.86 99.86 99.86 99.86 unch 300 27,012 -68
Dec02 011231 99.83 99.83 99.83 99.83 unch 525 13,162 +28
Mar03 011231 99.79 99.79 99.79 99.79 unch 1,550 21,816 -569
Jun03 011231 99.78 99.78 99.78 99.78 unch 790 20,860 -178
Sep03 011231 99.73 99.73 99.72 99.73 unch 21 12,151 -2
Dec03 011231 99.66 99.66 99.66 99.66 unch 0 3,612 +0
Total Volume and Open Interest 6,905 275,417 +1,337
Euro Notional Bond(MATIF)
Mar02 011228 88.80 88.95 88.40 88.40 -0.50 238 2,316 +119
Jun02 011228 88.27 88.27 88.27 88.27 -0.46      
Sep02 011228 88.09 88.09 88.09 88.09 -0.46      
Total Volume and Open Interest 230 2,316 +119
3-Month Euribor(MATIF)
Mar02 011228 0.00 0.00 0.00 0.00 -96.85      
Jun02 011228 0.00 0.00 0.00 0.00 -96.80      
Sep02 011228 0.00 0.00 0.00 0.00 -96.55      
Total Volume and Open Interest      
German Euro-Bund(EUREX)
Mar02 011228 0.00 0.00 0.00 0.00 -107.11 98,936 0 -525,692
Jun02 011228 0.00 0.00 0.00 0.00 -106.36 95 0 -4,086
Sep02 011228 0.00 0.00 0.00 0.00 -105.31      
Total Volume and Open Interest 99,031    
German Euro-Bobl(EUREX)
Mar02 011228 0.00 0.00 0.00 0.00 -106.36 50,281 0 -366,306
Jun02 011228 0.00 0.00 0.00 0.00 -105.61      
Sep02 011227 105.12 105.12 105.12 105.12 -0.29      
Total Volume and Open Interest 102,595 368,265 +9,566
Long Gilt(LIFFE)
Mar02 011231 113~02 113~16 112~22 112~26 +112~26 6,796 58,147 +58,147
Jun02 011231 111~30 111~30 111~30 111~30 +111~30 0 50 +50
Total Volume and Open Interest 6,796 58,197 +58,197
3-Mth Short Sterling(LIFFE)
Mar02 011231 95.88 95.91 95.86 95.88 -0.01 8,799 0 +0
Jun02 011231 95.50 95.52 95.48 95.49 -0.03 7,307 0 +0
Sep02 011231 95.07 95.08 95.02 95.03 -0.06 4,478 0 +0
Total Volume and Open Interest 25,165    
3-Mth Euribor(LIFFE)
Mar02 011231 96.870 96.885 96.850 96.855 +96.855 25,215 512,117 +512,117
Jun02 011231 96.830 96.835 96.780 96.800 +96.800 14,025 381,247 +381,247
Sep02 011231 96.530 96.550 96.500 96.520 +96.520 9,142 239,393 +239,393
Total Volume and Open Interest 69,620 1,714,847 +1,714,847
3-Mth Aus T-Bills(SFE)
Mar02 011231 95.81 95.83 95.79 95.83 +0.03 7,172 152,219 -8,968
Jun02 011231 95.74 95.77 95.73 95.76 +0.01 1,532 61,694 -1,428
Sep02 011231 95.46 95.51 95.46 95.51 +0.02 974 34,030 +310
Dec02 011231 95.11 95.11 95.11 95.11 +0.03 377 21,682 +350
Mar03 011231 94.65 94.67 94.65 94.67 +0.03 45 13,564 +40
Jun03 011231 94.29 94.29 94.29 94.29 +0.02 60 8,868 +60
Sep03 011231 93.96 94.03 93.96 94.03 +0.03 25 8,541 +25
Dec03 011231 93.85 93.85 93.85 93.85 +0.01 66 3,439 +61
Mar04 011231 93.72 93.72 93.72 93.72 unch 50 2,172 +50
Jun04 011231 93.62 93.62 93.62 93.62 unch 10 1,269 +12
Total Volume and Open Interest 10,311 309,683 -9,538
10-Year Aus T-Bonds(SFE)
Mar02 011228 93.90 93.96 93.90 93.93 +0.08 358 119,641 +119,641
Jun02 011231 93.92 93.92 93.92 93.92 -0.01      
Total Volume and Open Interest 4,776 119,641 +393
3-Year Aus T-Bonds(SFE)
Mar02 011231 94.62 94.65 94.59 94.65 unch 7,962 244,485 -1,643
Jun02 011231 94.65 94.65 94.65 94.65 unch      
Total Volume and Open Interest 7,962 244,485 -1,643
Gold(CMX)
Feb02 011231 277.0 279.5 276.5 279.0 +2.2 11,407 66,595 -103
Apr02 011231 277.2 280.2 277.1 279.6 +2.2 196 8,275 -3
Jun02 011231 277.4 280.9 277.4 280.2 +2.3 140 8,051 +41
Aug02 011231 280.7 280.7 280.7 280.7 +2.3 159 3,298 +65
Oct02 011231 281.2 281.2 281.2 281.2 +2.3 0 2,821 +0
Dec02 011231 278.8 281.8 278.8 281.7 +2.3 312 11,689 -157
Total Volume and Open Interest 12,414 113,672 +25
Silver(CMX)
Mar02 011231 448.0 463.5 447.0 458.8 +9.0 6,430 44,608 +43
May02 011231 450.0 462.0 448.0 458.8 +8.4 76 5,476 -13
Jul02 011231 451.0 465.0 449.5 458.8 +8.4 19 3,302 +5
Sep02 011231 450.0 459.1 450.0 459.1 +8.4 53 1,535 -46
Dec02 011231 452.0 462.0 450.0 459.3 +8.4 101 5,751 +1
Total Volume and Open Interest 6,709 63,260 -38
Platinum(NYM)
Jan02 011231 483.0 493.0 483.0 493.0 +6.5 298 419 -99
Apr02 011231 484.5 489.0 480.0 485.0 +5.0 465 5,695 +152
Jul02 011231 479.0 479.0 479.0 479.0 +5.0 0 73 +0
Oct02 011231 476.0 476.0 476.0 476.0 +5.0 1 35 +1
Total Volume and Open Interest 764 6,222 +54
Palladium(NYME)
Mar02 011231 444.50 448.00 444.50 448.00 -1.50 127 1,239 -10
Jun02 011127 310.00 310.00 310.00 310.00        
Sep02 011231 446.00 446.00 446.00 446.00 -1.50 10 10  
Total Volume and Open Interest 137 1,249  
Copper(CMX)
Mar02 011231 67.25 67.40 65.90 65.90 -1.85 4,715 37,452 +1,303
May02 011231 67.00 67.00 66.30 66.50 -1.85 96 5,476 +7
Jul02 011231 68.20 68.20 67.10 67.10 -1.80 23 6,093 +10
Sep02 011231 68.30 68.30 67.70 67.70 -1.75 2 3,640 +1
Dec02 011231 69.45 69.45 68.50 68.50 -1.75 220 5,350 -220
Total Volume and Open Interest 7,205 71,408 +139
DJIA Index(CBOT)
Dec01 011220 10050 10075 9990 9990 -92 3,332 12,701 -1,926
Mar02 011231 10125 10135 9960 9968 -142 5,945 20,244 -479
Jun02 011231 10110 10110 9979 9979 -143 33 388 +3
Sep02 011231 9997 9997 9997 9997 -143 0 75 +0
Total Volume and Open Interest 5,979 20,818 -482
S & P 500(CME)
Mar02 011231 1160.00 1162.50 1141.00 1149.20 -10.10 32,595 479,906 -2,142
Jun02 011231 1151.40 1151.40 1151.40 1151.40 -10.40 783 12,645 -100
Sep02 011231 1150.00 1154.70 1150.00 1154.70 -10.80 682 2,144 +198
Dec02 011231 1159.70 1159.70 1159.70 1159.70 -11.80 5 1,597 -6
Total Volume and Open Interest 34,065 496,439 -2,045
S & P 500 E-Mini(Globex)
Mar02 011231 1159.25 1163.00 1141.25 1149.25 -10.00 81,393 53,715 -3,497
Jun02 011231 1151.50 1151.50 1151.50 1151.50 -10.25      
Total Volume and Open Interest 81,393 53,715 -3,497
NASDAQ 100(CME)
Mar02 011231 1625.00 1631.00 1568.00 1583.50 +1583.50 7,481 47,668 +47,668
Jun02 011231 1589.50 1589.50 1589.50 1589.50 +1589.50 0 6 +6
Sep02 011231 1595.50 1595.50 1595.50 1595.50 -30.00      
Total Volume and Open Interest 7,885    
NASDAQ 100 E-Mini(GLOBEX)
Mar02 011231 1625.0 1630.5 1568.5 1583.5 +1583.5 60,554 43,553 +43,553
Jun02 011231 1613.0 1613.0 1589.5 1589.5 -30.0      
Total Volume and Open Interest 52,867    
NYSE Composite(NYBOT)
Mar02 011231 593.50 594.50 585.75 590.05 -3.10 674 4,907 -60
Jun02 011231 590.25 590.25 590.25 590.25 -3.10 0 420 +0
Sep02 011231 590.45 590.45 590.45 590.45 -3.10 0 200 +0
Total Volume and Open Interest 674 5,527 -60
S & P Midcap 400(CME)
Mar02 011231 514.00 514.50 506.50 509.10 -4.80 604 14,774 -6
Jun02 011231 513.10 513.10 513.10 513.10 -4.80      
Sep02 011231 517.10 517.10 517.10 517.10 -4.80      
Total Volume and Open Interest 604 14,774 -6
Russell 2000(CME)
Mar02 011231 494.50 495.70 486.00 489.30 -4.70 1,846 29,025 -700
Jun02 011231 493.60 493.60 493.60 493.60 -4.70      
Sep02 011231 498.60 498.60 498.60 498.60 -4.70      
Total Volume and Open Interest 1,846 29,025 -700
Value Line(KCBT)
Mar02 011231 1259.50 1261.00 1246.00 1248.75 -10.75 21 348 +6
Total Volume and Open Interest 21 348 +6
Nikkei 225(CME)
Mar02 011231 10590 10590 10390 10395 +10395 1,167 13,059 +13,059
Jun02 011231 10390 10390 10390 10390 +10390 0 34 +34
Total Volume and Open Interest 1,167 13,093 +13,093
Nikkei 225(SIMEX)
Mar02 011228 10500 10575 10405 10430 -25 10,885 74,629 +915
Jun02 011228 10385 10385 10385 10385 -25 0 24 +0
Sep02 011228 10390 10390 10390 10390 -25      
Total Volume and Open Interest 10,885 74,653 +915
CAC 40(MATIF)
Dec01 011227 4522.0 4602.0 4503.0 4589.0 +93.0 38,694 500,014 -57,258
Jan02 011228 4615.0 4645.0 4593.0 4637.0 +35.0 81,586 0 -235,274
Feb02 011228 4648.0 4648.0 4648.0 4648.0 +35.0      
Total Volume and Open Interest      
DAX Index(EUREX)
Mar02 011228 5160.0 5211.0 5154.5 5188.5 +28.5 13,058 118,888 -571
Jun02 011228 5228.0 5245.0 5228.0 5233.0 +31.0 185 5,827 -118
Sep02 011228 5279.5 5279.5 5273.0 5273.0        
FT-SE 100(LIFFE)
Mar02 011231 5226.00 5240.00 5197.50 5211.00 -34.00 16,624 331,911 +861
Jun02 011231 5246.00 5246.00 5223.50 5223.50 -34.50 5,198 25,550 -137
Sep02 011231 5245.00 5245.00 5245.00 5245.00 -34.00 100 166 +63
Total Volume and Open Interest 21,922 357,627 +787
SPI 200(SFE)
Dec01 011231 3445.0 3446.0 3426.0 3430.0 +3430.0 9,650 65,894 +65,894
Mar02 011231 3452.0 3454.0 3414.0 3417.0 +3417.0 11,999 114,229 +114,229
Jun02 011231 3426.0 3426.0 3426.0 3426.0 +3426.0 0 1,612 +1,612
Total Volume and Open Interest 21,649 182,185 +182,185
GSCI(CME)
Jan02 011231 172.30 172.30 168.70 168.75 -4.15 111 18,970 +49
Feb02 011231 169.95 169.95 169.95 169.95 -4.45 30 55 +25
Total Volume and Open Interest 141 19,025 +74
Bridge CRB Index(NYBOT)
Jan02 011231 191.00 192.50 190.80 192.50 -0.25 9 115 -3
Feb02 011231 192.00 192.75 191.30 192.75 unch 12 204 +5
Apr02 011231 193.00 193.75 191.50 193.75 unch 0 68 +0
Total Volume and Open Interest 21 394 +2
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions.
Copyright © 2002 Moore Research Center, Inc. All Rights Reserved.
Some data provided by Prophetfinance.com

Banner

Login

Main Menu

MRCI Online

Free Links

Newsflash

48 Unique Charts! Each chart exhibits two seasonal patterns: the most recent 15 years and up to the last 40 years, depending on how long the contract has actually traded. Each market is represented by its nearby contract (until rollover). Just $39! Order Now!