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 Thu September 12, 2002
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Sep02 020912 586.00 592.50 578.00 578.00 -13.50 1,748 2,542 -1,084
Nov02 020912 584.00 588.00 577.50 578.25 -10.50 52,424 104,218 +2,417
Jan03 020912 586.00 591.00 580.00 580.50 -11.00 4,657 25,481 +548
Mar03 020912 587.50 591.00 580.00 580.75 -9.75 4,826 22,654 +1,534
May03 020912 581.00 586.00 577.00 577.50 -8.75 4,733 31,642 +418
Jul03 020912 580.00 586.00 576.50 577.00 -7.00 2,733 10,974 +546
Aug03 020912 575.00 575.00 571.00 571.00 -6.00 88 491 +32
Total Volume and Open Interest 72,856 202,866 +4,468
Soybean Meal(CBOT)
Sep02 020912 191.00 192.50 186.00 186.30 -6.20 3,190 2,509 -1,022
Oct02 020912 188.00 189.10 185.20 185.50 -4.00 9,512 21,030 -468
Dec02 020912 187.00 188.70 184.80 184.90 -4.20 16,224 63,864 +1,751
Jan03 020912 187.00 187.90 184.30 184.40 -4.00 1,065 10,026 +298
Mar03 020912 185.20 186.70 183.30 183.40 -3.80 2,682 10,073 +1,016
May03 020912 183.80 184.70 181.70 181.70 -3.20 3,329 14,890 -9
Jul03 020912 183.60 184.50 181.50 181.70 -2.50 1,361 8,882 +584
Aug03 020912 180.50 181.00 178.20 178.20 -2.50 839 2,109 +22
Total Volume and Open Interest 39,059 138,061 +2,339
Soybean Oil(CBOT)
Sep02 020912 20.58 20.58 20.36 20.36 -0.27 65 751 -113
Oct02 020912 20.48 20.58 20.34 20.38 -0.25 5,567 21,315 +209
Dec02 020912 20.53 20.69 20.43 20.48 -0.23 12,100 85,423 -420
Jan03 020912 20.65 20.75 20.52 20.54 -0.23 3,043 12,726 +999
Mar03 020912 20.72 20.82 20.61 20.65 -0.17 1,495 8,428 +251
May03 020912 20.84 20.84 20.67 20.74 -0.13 2,764 10,689 -198
Jul03 020912 20.75 20.85 20.72 20.77 -0.11 1,354 5,211 -110
Aug03 020912 20.66 20.66 20.66 20.66 -0.01 18 1,113 +18
Total Volume and Open Interest 26,659 149,972 +730
Canola(WCE)
Sep02 020912 434.4 434.4 434.4 434.4 unch 0 20 +20
Nov02 020912 436.0 437.0 433.0 434.9 -3.3 3,762 25,964 -1,283
Jan03 020912 443.2 443.2 438.5 439.3 -3.9 2,260 17,145 +185
Mar03 020912 441.0 441.0 438.5 439.5 -3.1 793 8,684 -90
May03 020912 439.0 439.0 438.0 438.3 -1.7 25 1,946 -25
Total Volume and Open Interest 7,490 55,296 -1,393
Corn(CBOT)
Sep02 020912 280.00 280.50 273.00 274.25 -6.75 2,449 2,152 -1,190
Dec02 020912 289.50 291.00 282.25 283.25 -9.25 57,022 341,313 +976
Mar03 020912 294.00 296.75 288.25 289.00 -9.00 12,316 85,905 +2,607
May03 020912 295.00 297.75 290.25 291.00 -8.75 3,232 21,152 +1,045
Jul03 020912 293.00 295.50 287.50 288.00 -8.75 3,233 26,882 +1,269
Sep03 020912 273.50 273.50 269.00 269.00 -6.25 877 6,680 +643
Total Volume and Open Interest 80,939 508,540 +5,545
Wheat(CBOT)
Sep02 020912 416.50 424.00 409.00 409.00 -7.00 198 380 -202
Dec02 020912 414.50 421.00 405.00 406.00 -8.25 22,853 93,742 +857
Mar03 020912 418.00 423.50 409.25 410.75 -7.75 4,841 22,578 +964
May03 020912 400.00 403.00 391.00 391.00 -5.25 251 1,562 -2
Jul03 020912 367.50 374.00 367.50 368.50 -1.75 2,211 10,633 +384
Total Volume and Open Interest 30,691 131,296 +2,128
Wheat(KCBT)
Sep02 020912 463.00 463.00 463.00 463.00 -8.00 7 36 +0
Dec02 020912 472.00 476.00 460.00 462.50 -10.00 10,761 56,563 +382
Mar03 020912 464.50 466.00 453.00 455.00 -9.50 5,950 16,969 +864
May03 020912 437.50 441.00 433.00 433.00 -5.00 204 1,753 -16
Jul03 020912 387.00 394.00 383.00 386.00 -2.25 809 6,405 -47
Total Volume and Open Interest 17,977 82,309 +1,254
Wheat(MGE)
Sep02 020912 504.50 504.50 491.00 491.00 -1.00 2 7 -5
Dec02 020912 503.00 507.00 489.00 489.25 -10.25 5,064 20,764 +840
Mar03 020912 501.00 504.00 486.50 486.50 -9.50 1,548 6,858 +227
May03 020912 471.00 471.50 456.00 456.00 -10.50 145 1,416 -9
Jul03 020912 435.00 436.00 425.00 425.00 -7.50 275 1,456 +21
Total Volume and Open Interest 7,224 31,732 +1,077
Oats(CBOT)
Sep02 020912 206.25 206.25 202.25 202.25 -2.75 10 21 -1
Dec02 020912 201.50 204.75 201.25 202.25 -3.75 1,083 7,721 +90
Mar03 020912 196.25 199.00 196.00 196.75 -3.00 132 2,071 +32
May03 020912 191.00 193.50 191.00 192.00 -3.00 29 272 +12
Total Volume and Open Interest 1,254 10,086 +133
Rough Rice(CBOT)
Sep02 020912 4.00 4.00 3.91 3.91 -0.01 0 198 +0
Nov02 020912 4.14 4.25 4.10 4.10 unch 376 4,325 +51
Jan03 020912 4.40 4.46 4.32 4.32 -0.01 147 1,071 -17
Mar03 020912 4.65 4.66 4.54 4.54 -0.02 60 937 +44
Total Volume and Open Interest 640 7,844 +110
Live Cattle(CME)
Oct02 020912 69.400 69.800 69.400 69.700 +0.550 8,958 36,797 -1,007
Dec02 020912 71.600 71.900 71.500 71.850 +0.375 5,435 36,319 +1,750
Feb03 020912 72.550 72.900 72.450 72.875 +0.525 1,686 18,379 +516
Apr03 020912 72.950 73.375 72.875 73.300 +0.500 707 9,483 +229
Jun03 020912 68.450 68.775 68.400 68.725 +0.450 423 4,844 +145
Aug03 020912 68.950 69.200 68.750 69.200 +0.400 52 298 +20
Total Volume and Open Interest 17,265 106,125 +1,657
Feeder Cattle(CME)
Sep02 020912 79.350 80.250 79.300 80.025 +0.925 163 1,237 -100
Oct02 020912 79.050 80.150 79.000 79.850 +1.100 671 5,227 -62
Nov02 020912 79.150 80.300 79.150 79.950 +0.925 301 2,623 +33
Jan03 020912 77.275 78.475 77.275 78.250 +1.050 268 1,702 +64
Mar03 020912 76.350 77.350 76.350 77.300 +1.175 42 271 +29
Apr03 020912 77.250 77.300 77.200 77.275 +1.225 6 189 +0
May03 020912 76.500 77.350 76.500 77.300 +1.150 7 136 +6
Total Volume and Open Interest 1,462 11,390 -27
Lean Hogs(CME)
Oct02 020912 35.450 35.700 34.700 35.250 +0.175 6,340 14,704 -1,019
Dec02 020912 37.850 38.100 36.850 37.400 -0.500 6,699 16,542 +882
Feb03 020912 44.350 44.450 43.650 43.950 -0.425 801 3,788 +90
Apr03 020912 50.100 50.250 49.750 49.775 -0.375 135 1,151 +34
May03 020912 58.525 58.600 58.500 58.500 -0.200 6 489 +3
Jun03 020912 60.025 60.025 59.900 60.025 -0.100 78 716 +46
Jul03 020912 59.100 59.100 58.800 58.800 -0.250 36 194 +28
Aug03 020912 57.200 57.200 57.200 57.200 +0.100 3 74 +1
Total Volume and Open Interest 14,105 37,674 +67
Pork Bellies(CME)
Feb03 020912 67.150 69.900 67.150 69.075 +1.325 425 943 +40
Mar03 020912 67.800 69.000 67.800 68.500 +1.400 22 47 +9
May03 020912 70.150 70.150 70.150 70.150 +1.050 11 18 -1
Jul03 020912 69.850 69.850 69.850 69.850 +0.850 1 14 -1
Aug03 020912 66.700 66.700 66.700 66.700 unch 0 6 +0
Total Volume and Open Interest 459 1,028 +47
Cocoa(NYBOT)
Sep02 020912 2057 2060 2043 2054 +18 319 319 -237
Dec02 020912 2040 2042 2020 2034 +8 1,132 37,269 -32
Mar03 020912 2046 2049 2032 2044 +11 448 23,818 -84
May03 020912 2048 2053 2048 2053 +10 0 8,149 +0
Jul03 020912 2055 2059 2055 2059 +10 50 7,107 +0
Sep03 020912 2055 2065 2055 2065 +10 3 11,525 +0
Dec03 020912 2068 2070 2060 2070 +10 63 11,352 -56
Total Volume and Open Interest 2,015 104,538 -409
Coffee "C"(NYBOT)
Sep02 020912 58.00 59.00 58.00 58.75 +1.25 40 281 -96
Dec02 020912 60.00 61.90 59.60 61.10 +1.75 4,562 40,819 +223
Mar03 020912 63.10 64.50 62.50 64.00 +1.75 976 14,654 +41
May03 020912 64.50 65.80 64.50 65.50 +1.70 126 5,843 +21
Jul03 020912 65.50 67.25 65.50 66.70 +1.55 156 4,891 +0
Sep03 020912 67.10 67.85 67.00 67.85 +1.60 22 3,185 -2
Total Volume and Open Interest 5,904 69,963 +187
Orange Juice(NYBOT)
Nov02 020912 100.65 101.10 100.30 100.60 +0.05 1,111 16,201 -301
Jan03 020912 103.00 103.50 103.00 103.00 unch 546 4,877 -50
Mar03 020912 104.75 104.75 104.75 104.75 unch 148 4,101 +37
May03 020912 106.25 106.25 106.25 106.25 +0.75 16 769 +16
Jul03 020912 107.75 107.75 107.75 107.75 +1.25 0 591 +0
Total Volume and Open Interest 1,821 26,543 -333
Sugar #11(NYBOT)
Oct02 020912 6.65 6.85 6.64 6.75 +0.10 7,256 70,163 -1,444
Mar03 020912 6.34 6.46 6.32 6.40 +0.07 7,007 72,221 +2,521
May03 020912 6.05 6.13 6.04 6.08 +0.05 840 14,414 +317
Jul03 020912 5.77 5.84 5.75 5.76 +0.01 585 20,047 -64
Oct03 020912 5.75 5.79 5.72 5.72 -0.02 317 11,998 -85
Total Volume and Open Interest 16,033 196,165 +1,267
London Cocoa(LCE)
Sep02 020912 1400 1405 1393 1399 +1 2,853 3,046 -973
Dec02 020912 1420 1430 1416 1424 +4 3,256 62,075 +1,333
Mar03 020912 1433 1446 1433 1440 +2 889 41,224 +461
May03 020912 1449 1455 1445 1452 +3 333 10,851 +259
Jul03 020912 1462 1469 1457 1465 +3 139 12,162 +30
Sep03 020912 1468 1468 1468 1468 +3 19 9,007 +0
Dec03 020912 1467 1471 1466 1471 +4 27 8,843 +0
Total Volume and Open Interest 7,516 149,156 +1,110
London Coffee(LCE)
Sep02 020912 629.00 640.00 617.00 640.00 +21.00 177 2,580 -195
Nov02 020912 626.00 655.00 622.00 652.00 +25.00 3,003 46,044 -60
Jan03 020912 639.00 667.00 639.00 663.00 +23.00 1,224 32,418 +10
Mar03 020912 650.00 677.00 650.00 674.00 +22.00 340 24,001 +143
May03 020912 665.00 687.00 665.00 687.00 +22.00 68 11,958 +30
Jul03 020912 686.00 701.00 684.00 700.00 +22.00 38 10,051 +37
Total Volume and Open Interest 4,854 130,785 -35
London Sugar(LCE)
Oct02 020912 201.00 208.20 201.00 202.50 +2.00 4,106 4,339 -1,677
Dec02 020912 191.50 193.40 188.30 188.60 -1.60 2,009 19,907 +999
Mar03 020912 188.60 189.40 185.50 185.80 -2.10 891 13,817 -220
May03 020912 186.40 186.50 182.80 182.80 -2.30 51 4,502 +0
Aug03 020912 184.80 184.80 180.80 180.80 -2.50 2 3,069 -2
Total Volume and Open Interest 7,068 47,455 -893
Cotton(NYBOT)
Oct02 020912 43.75 44.00 41.60 41.73 -1.48 248 2,160 -29
Dec02 020912 45.90 45.90 43.10 43.49 -1.52 3,097 47,739 -153
Mar03 020912 47.90 47.95 45.51 45.70 -1.43 370 8,354 +23
May03 020912 51.10 51.10 48.60 48.95 -1.40 233 7,808 +34
Jul03 020912 51.00 51.20 49.78 49.93 -1.42 10 2,900 +4
Oct03 020912 51.50 51.50 51.33 51.33 -1.02 0 156 +0
Total Volume and Open Interest 3,969 70,329 -120
Lumber(CME)
Sep02 020912 223.2 227.0 221.7 222.7 -2.3 153 233 -128
Nov02 020912 230.0 234.4 226.1 231.0 +2.7 380 2,007 +66
Jan03 020912 244.9 248.9 242.0 246.7 +3.2 43 286 +15
Mar03 020912 255.5 258.9 255.4 255.8 unch 15 67 +7
Total Volume and Open Interest 594 2,642 -42
Crude Oil(NYM)
Oct02 020912 29.83 29.85 28.64 28.85 -0.92 52,310 124,518 -7,829
Nov02 020912 29.95 30.00 28.80 29.03 -0.87 39,863 93,099 +11,896
Dec02 020912 29.72 29.75 28.60 28.87 -0.83 16,599 60,467 +94
Jan03 020912 29.25 29.25 28.37 28.50 -0.77 7,078 34,853 +1,271
Feb03 020912 27.80 28.10 27.80 28.05 -0.72 1,675 13,872 +516
Mar03 020912 28.15 28.15 27.50 27.60 -0.67 1,987 19,008 +281
Apr03 020912 27.75 27.75 27.05 27.15 -0.62 1,618 13,388 -87
May03 020912 27.20 27.20 26.70 26.72 -0.59 363 8,088 +35
Jun03 020912 26.75 26.80 26.10 26.30 -0.57 5,010 26,588 +2,828
Jul03 020912 26.38 26.38 25.92 25.92 -0.55 2 6,108 +2
Total Volume and Open Interest 133,106 499,817 +9,373
Heating Oil(NYM)
Oct02 020912 78.70 78.80 76.25 76.58 -2.39 14,816 48,393 -1,975
Nov02 020912 79.65 79.75 77.25 77.67 -2.21 6,132 28,176 +1,935
Dec02 020912 80.15 80.20 77.90 78.22 -2.21 3,106 21,364 +616
Jan03 020912 80.10 80.30 78.20 78.42 -2.16 864 13,446 +8
Feb03 020912 79.25 79.30 77.15 77.37 -2.01 614 9,962 -20
Mar03 020912 77.00 77.00 75.00 75.07 -1.86 611 7,084 -39
Apr03 020912 74.10 74.10 72.32 72.32 -1.71 432 3,714 -87
May03 020912 71.30 71.30 69.40 69.57 -1.56 328 2,742 +59
Jun03 020912 69.50 69.50 68.10 68.12 -1.51 380 3,194 -219
Jul03 020912 69.25 69.25 67.72 67.72 -1.46 106 1,221 -1
Total Volume and Open Interest 28,338 144,309 +883
Unleaded Gas(NYM)
Oct02 020912 80.40 81.00 77.80 78.54 -2.01 17,564 46,626 -2,514
Nov02 020912 79.90 80.05 77.25 77.74 -2.12 7,938 20,948 +1,191
Dec02 020912 79.15 79.20 76.65 76.87 -2.24 4,641 9,013 +846
Jan03 020912 78.00 78.00 76.54 76.54 -2.12 1,195 5,938 +358
Feb03 020912 78.00 78.00 76.54 76.54 -2.07 0 2,728 +0
Mar03 020912 78.00 78.00 76.60 76.69 -2.02 0 2,786 +0
Apr03 020912 83.00 83.00 82.09 82.09 -1.92 484 3,803 +42
May03 020912 81.84 81.84 81.84 81.84 -1.87 640 2,001 +30
Total Volume and Open Interest 32,462 95,880 -47
Natural Gas(NYM)
Oct02 020912 3.250 3.375 3.190 3.329 +0.079 29,034 44,516 -2,870
Nov02 020912 3.660 3.750 3.600 3.720 +0.075 11,723 35,401 +578
Dec02 020912 3.940 4.030 3.890 3.995 +0.065 4,508 33,025 -348
Jan03 020912 4.070 4.140 4.010 4.115 +0.065 1,632 29,730 +317
Feb03 020912 4.000 4.060 3.965 4.043 +0.058 1,246 23,157 -161
Mar03 020912 3.915 3.970 3.875 3.940 +0.050 826 24,197 -546
Apr03 020912 3.800 3.840 3.750 3.810 +0.039 717 19,554 +324
May03 020912 3.790 3.820 3.730 3.805 +0.036 592 13,984 +347
Total Volume and Open Interest 54,440 409,853 -1,087
Brent Crude Oil(IPE)
Oct02 020912 28.51 28.59 27.48 27.73 -0.66 22,487 30,171 -4,987
Nov02 020912 28.50 28.77 27.70 27.81 -0.75 38,286 66,991 +3,338
Dec02 020912 28.45 28.62 27.60 27.70 -0.73 17,296 41,536 +4,841
Jan03 020912 28.10 28.28 27.37 27.41 -0.67 5,906 19,804 +91
Feb03 020912 27.77 27.80 26.95 26.97 -0.63 1,130 9,396 +398
Mar03 020912 27.16 27.30 26.48 26.50 -0.60 1,596 10,665 +297
Apr03 020912 26.78 26.78 26.03 26.03 -0.59 39 6,093 -539
May03 020912 26.05 26.05 25.59 25.59 -0.58 21 5,153 -55
Total Volume and Open Interest 89,774 244,728 +4,764
Gas Oil(IPE)
Oct02 020912 241.00 241.50 233.75 235.00 -6.50 16,851 64,748 +1,665
Nov02 020912 241.25 241.75 235.00 235.75 -6.50 4,747 41,645 +2,641
Dec02 020912 241.25 241.50 235.00 235.75 -6.00 2,345 43,321 +735
Jan03 020912 240.00 240.00 234.00 234.75 -6.00 1,514 16,305 +56
Feb03 020912 235.50 236.50 230.50 230.50 -5.75 400 4,208 +100
Mar03 020912 231.50 231.50 224.50 225.00 -5.75 400 6,178 -100
Apr03 020912 220.00 220.00 220.00 220.00 -4.50 0 1,824 +0
May03 020912 219.50 219.50 215.00 215.00 -4.50 0 1,826 +0
Total Volume and Open Interest 43,536 220,717 -6,175
US Dollar Index(NYBOT)
Sep02 020912 107.52 107.77 107.16 107.16 -0.52 296 1,172 -289
Dec02 020912 108.05 108.30 107.67 107.68 -0.52 652 7,704 +118
Mar03 020912 108.20 108.20 108.20 108.20 -0.52 0 2,009 +0
Total Volume and Open Interest 948 10,889 -171
Australian Dollar(IMM)
Sep02 020912 55.24 55.30 55.05 55.26 +0.44 3,835 13,792 -2,885
Dec02 020912 54.84 54.95 54.67 54.84 +0.43 2,805 11,778 +1,719
Mar03 020912 54.42 54.42 54.42 54.42 +0.42 0 78 +0
Total Volume and Open Interest 6,641 26,479 -1,165
British Pound(IMM)
Sep02 020912 155.36 156.06 155.18 156.00 +0.76 1,748 20,384 -1,230
Dec02 020912 154.54 155.26 154.40 155.18 +0.76 5,327 16,265 -1,051
Mar03 020912 154.20 154.28 154.20 154.28 +0.76 37 168 +10
Total Volume and Open Interest 7,112 36,822 -2,271
Canadian Dollar(IMM)
Sep02 020912 63.18 63.29 62.95 62.99 -0.31 4,960 33,890 -3,624
Dec02 020912 63.00 63.10 62.78 62.81 -0.31 7,910 36,364 +2,754
Mar03 020912 62.80 62.84 62.62 62.62 -0.31 396 3,328 +278
Jun03 020912 62.65 62.65 62.42 62.44 -0.31 264 1,015 +123
Total Volume and Open Interest 13,576 75,104 -456
Japanese Yen(IMM)
Sep02 020912 83.19 83.26 82.86 83.26 +0.16 9,671 38,423 -7,504
Dec02 020912 83.59 83.70 83.23 83.64 +0.16 15,435 55,474 +247
Mar03 020912 83.99 83.99 83.99 83.99 +0.16 0 614 -60
Total Volume and Open Interest 25,106 94,756 -7,317
Swiss Franc(IMM)
Sep02 020912 66.49 66.80 66.44 66.79 +0.23 3,369 19,257 -3,938
Dec02 020912 66.72 66.99 66.62 66.98 +0.24 10,732 20,132 -1,787
Mar03 020912 67.16 67.16 67.16 67.16 +0.25 0 399 +0
Total Volume and Open Interest 14,101 39,822 -5,725
EuroFX(IMM)
Sep02 020912 97.44 98.19 97.42 98.15 +0.60 5,900 55,771 -5,595
Dec02 020912 97.10 97.82 97.03 97.79 +0.60 12,495 57,877 +4,343
Mar03 020912 96.75 97.45 96.75 97.45 +0.60 281 653 +196
Total Volume and Open Interest 18,677 114,567 -1,055
Mexican Peso(IMM)
Sep02 020912 9970.0 10050.0 9960.0 10020.0 +13.0 1,946 11,902 -704
Dec02 020912 9800.0 9880.0 9795.0 9857.0 +12.0 4,512 12,981 +418
Total Volume and Open Interest 6,523 25,859 -227
30-Year T-Bonds(CBOT)
Sep02 020912 111~21 112~25 111~21 112~23 +1~01 4,514 40,601 -1,895
Dec02 020912 110~18 111~19 110~11 111~17 +1~01 118,286 419,287 -6,365
Mar03 020912 109~13 110~14 109~10 110~13 +1~01 62 26,509 -5
Total Volume and Open Interest 122,862 486,485 -8,265
Municipal Bonds(CBOT)
Sep02 020912 109~11 109~25 109~11 109~22 +0~18 314 2,331 -213
Dec02 020912 108~11 109~00 108~11 108~26 +0~18 235 3,285 -13
Total Volume and Open Interest 549 5,616 -226
10-Year T-Notes(CBOT)
Sep02 020912 113~255 114~160 113~255 114~150 +0~210 19,030 64,567 -18,027
Dec02 020912 112~190 113~085 112~140 113~065 +0~210 242,583 780,170 +9,179
Total Volume and Open Interest 261,664 866,077 -8,847
5-Year T-Notes(CBOT)
Sep02 020912 112~160 112~235 112~155 112~230 +0~135 13,656 38,053 -14,257
Dec02 020912 111~200 112~000 111~200 111~315 +0~150 45,504 619,614 +10,643
Mar03 020912 110~205 110~265 110~205 110~265 +0~150 0 8 +0
Total Volume and Open Interest 59,160 657,675 -3,614
2 Year T-Notes(CBOT)
Sep02 020912 106~108 106~120 106~108 106~116 +0~015 4,436 12,360 -2,344
Dec02 020912 106~056 106~072 106~056 106~068 +0~018 4,789 97,829 +403
Total Volume and Open Interest 9,225 110,189 -1,941
3-Mth T-Bills(IMM)
Dec02 020912 98.43 98.43 98.43 98.43 unch 2 18 +1
Total Volume and Open Interest 2 870 +1
Eurodollars(IMM)
Sep02 020912 98.173 98.183 98.168 98.177 unch 51,310 598,348 -8,602
Dec02 020912 98.205 98.245 98.200 98.225 +0.030 101,741 730,716 +1,190
Mar03 020912 98.055 98.125 98.050 98.105 +0.075 144,224 621,177 +28
Jun03 020912 97.775 97.855 97.760 97.830 +0.100 118,636 448,751 -22,070
Sep03 020912 97.410 97.495 97.410 97.480 +0.115 47,218 382,442 -722
Dec03 020912 97.065 97.150 97.060 97.140 +0.120 40,553 320,179 +7,756
Mar04 020912 96.750 96.845 96.750 96.840 +0.120 18,704 203,928 +814
Jun04 020912 96.550 96.605 96.520 96.600 +0.130 13,015 163,936 -1,127
Sep04 020912 96.320 96.390 96.310 96.385 +0.125 5,481 133,824 +434
Dec04 020912 96.075 96.190 96.075 96.180 +0.125 5,712 131,564 -2,357
Mar05 020912 95.955 96.025 95.945 96.025 +0.130 3,119 105,660 +57
Jun05 020912 95.765 95.880 95.765 95.875 +0.130 4,706 93,155 -644
Total Volume and Open Interest 571,191 4,484,182 -22,745
3-Mth Euro-Yen(IMM)
Sep02 020912 99.93 99.93 99.93 99.93 unch 459 16,746 +41
Dec02 020912 99.92 99.92 99.92 99.92 unch 0 6,476 +0
Mar03 020912 99.89 99.89 99.89 99.89 unch 332 3,567 +325
Jun03 020912 99.90 99.90 99.90 99.90 unch 62 5,110 +24
Sep03 020912 99.88 99.89 99.88 99.89 unch 13 1,925 -2
Dec03 020912 99.86 99.86 99.86 99.86 unch 0 2,126 +0
Mar04 020912 99.83 99.83 99.83 99.83 unch 0 710 +0
Jun04 020912 99.81 99.81 99.81 99.81 unch 0 578 +0
Sep04 020912 99.76 99.76 99.76 99.76 unch 0 910 +0
Dec04 020912 99.69 99.69 99.69 99.69 unch 0 261 +0
Total Volume and Open Interest 866 41,969 +788
3-Mth Euro-Yen(SIMEX)
Dec02 020912 99.92 99.92 99.92 99.92 unch 1,280 41,315 +418
Mar03 020912 99.89 99.89 99.89 99.89 unch 1,950 35,053 +400
Jun03 020912 99.89 99.90 99.89 99.90 unch 1,644 46,929 -685
Sep03 020912 99.88 99.89 99.88 99.89 unch 1,556 27,467 +627
Dec03 020912 99.86 99.86 99.86 99.86 unch 755 15,351 +393
Mar04 020912 99.81 99.82 99.81 99.82 unch 0 14,780 +0
Jun04 020912 99.80 99.81 99.80 99.81 unch 1 6,800 +0
Sep04 020912 99.75 99.75 99.75 99.75 unch 50 2,344 +50
Total Volume and Open Interest 9,450 243,535 -878
German Euro-Bund(EUREX)
Dec02 020912 110.56 111.23 110.56 111.18 +0.63 751,201 677,507 -24,601
Mar03 020912 110.45 110.85 110.45 110.83 +0.64 2,813 327 +2
Jun03 020912 110.42 110.42 110.42 110.42 +0.63      
Total Volume and Open Interest 754,014 677,834 -24,599
German Euro-Bobl(EUREX)
Dec02 020912 108.15 108.67 108.15 108.60 +0.45 460,452 574,055 -6,773
Mar03 020912 108.53 108.53 108.53 108.53 +0.40 1 590 +0
Jun03 020912 108.07 108.07 108.07 108.07 +0.44      
Total Volume and Open Interest 460,453 574,645 -6,773
Long Gilt(LIFFE)
Sep02 020912 116~17 116~30 116~16 116~27 +0~14 6,856 14,455 -3,836
Dec02 020912 119~05 119~18 119~02 119~15 +0~16 25,307 91,780 +59
Total Volume and Open Interest 32,163 106,235 -3,777
3-Mth Short Sterling(LIFFE)
Sep02 020912 95.99 96.00 95.98 95.99 +0.01 18,438 0 +0
Dec02 020912 95.94 95.99 95.93 95.97 +0.05 40,686 0 +0
Mar03 020912 95.81 95.91 95.80 95.89 +0.10 79,930 0 +0
Total Volume and Open Interest 221,934    
3-Mth Euribor(LIFFE)
Sep02 020912 96.690 96.695 96.675 96.685 +0.005 47,333 327,290 -9,141
Dec02 020912 96.785 96.855 96.775 96.840 +0.070 91,867 415,040 +11,215
Mar03 020912 96.800 96.910 96.790 96.890 +0.110 148,677 358,882 -438
Total Volume and Open Interest 462,492 1,934,164 +1,351
3-Mth Aus T-Bills(SFE)
Sep02 020912 95.07 95.07 95.02 95.02 -0.06 9,441 132,951 -9,355
Dec02 020912 95.05 95.07 94.87 94.90 -0.17 10,352 171,262 -7,859
Mar03 020912 94.90 94.90 94.70 94.73 -0.19 1,921 45,073 -4,667
Jun03 020912 94.76 94.77 94.55 94.58 -0.20 947 25,797 -1,714
Sep03 020912 94.65 94.65 94.46 94.48 -0.19 611 17,683 -661
Dec03 020912 94.54 94.55 94.37 94.38 -0.17 233 13,317 -670
Mar04 020912 94.43 94.45 94.29 94.29 -0.16 164 8,226 -19
Jun04 020912 94.37 94.37 94.20 94.20 -0.17 662 4,818 +107
Sep04 020912 94.30 94.30 94.12 94.13 -0.16 560 1,785 +413
Dec04 020912 94.20 94.20 94.06 94.06 -0.15 475 1,583 +390
Total Volume and Open Interest 25,511 423,254 -24,037
10-Year Aus T-Bonds(SFE)
Sep02 020912 94.49 94.50 94.36 94.40 -0.08 5,182 212,930 +30,626
Dec02 020912 94.46 94.46 94.34 94.36 -0.10 3,900 52,977 +35,081
Total Volume and Open Interest 21,039 200,200 +7,782
3-Year Aus T-Bonds(SFE)
Sep02 020912 94.85 94.85 94.65 94.67 -0.19 41,453 530,219 -12,659
Dec02 020912 94.79 94.79 94.60 94.60 -0.21 14,032 28,185 +11,671
Total Volume and Open Interest 55,485 558,404 -988
Gold(CMX)
Oct02 020912 318.0 320.3 317.7 319.3 +2.3 867 11,958 +10
Dec02 020912 319.7 321.3 318.6 320.4 +2.3 10,198 101,896 +838
Feb03 020912 320.3 322.2 319.9 321.2 +2.3 17 9,562 -1
Apr03 020912 322.9 322.9 320.9 321.9 +2.3 46 4,644 +20
Jun03 020912 321.5 322.6 320.2 322.6 +2.3 18 6,241 +18
Aug03 020912 323.3 323.3 323.3 323.3 +2.3 0 7,047 +0
Total Volume and Open Interest 11,201 162,077 +907
Silver(CMX)
Sep02 020912 462.5 462.5 456.5 458.7 +4.5 26 285 -34
Dec02 020912 457.0 463.5 456.5 460.8 +4.5 2,589 60,906 +104
Mar03 020912 460.0 465.5 460.0 463.3 +4.5 123 5,441 +93
May03 020912 467.5 467.5 464.5 464.5 +4.5 10 2,297 +0
Jul03 020912 471.0 471.0 465.0 465.8 +4.5 0 5,455 +0
Total Volume and Open Interest 2,768 80,192 +183
Platinum(NYM)
Oct02 020912 548.0 554.0 546.2 552.4 +5.6 324 5,943 -105
Jan03 020912 546.0 547.0 545.0 546.9 +5.6 161 666 +88
Apr03 020912 546.9 546.9 546.9 546.9 +5.6 0 2 +0
Total Volume and Open Interest 485 6,611 -17
Palladium(NYME)
Sep02 020912 333.50 333.50 331.50 331.50 -0.50 0 7 +0
Dec02 020912 329.00 332.50 328.00 332.50 +1.50 7 1,871 +6
Total Volume and Open Interest 7 1,878 +6
Copper(CMX)
Sep02 020912 69.50 69.70 69.05 69.70 -0.15 343 975 -232
Dec02 020912 70.25 70.80 69.65 70.50 -0.20 4,491 51,274 -753
Mar03 020912 71.00 71.45 70.70 71.30 -0.15 94 6,691 +17
May03 020912 71.45 71.85 71.45 71.85 -0.15 13 3,024 +0
Jul03 020912 72.30 72.30 72.30 72.30 -0.15 2 2,813 +2
Total Volume and Open Interest 5,218 95,985 -876
DJIA Index(CBOT)
Sep02 020912 8540 8545 8355 8393 -159 16,267 30,552 -1,835
Dec02 020912 8530 8535 8335 8378 -161 1,923 3,683 +728
Mar03 020912 8380 8380 8335 8367 -161 1 159 +2
Jun03 020912 8360 8360 8360 8360 -161      
Total Volume and Open Interest 18,191 34,421 -1,105
S & P 500(CME)
Sep02 020912 903.00 903.00 884.00 889.20 -16.90 81,443 408,013 -26,008
Dec02 020912 902.00 903.00 884.10 889.30 -17.00 44,497 203,895 +28,794
Mar03 020912 889.20 889.20 889.20 889.20 -17.10 37 21,465 -566
Jun03 020912 889.30 889.30 889.30 889.30 -17.20 10 341 +10
Total Volume and Open Interest 125,987 633,760 +2,230
S & P 500 E-Mini(Globex)
Sep02 020912 906.25 908.75 884.25 889.25 -16.75 427,006 341,720 +4,007
Dec02 020912 906.25 909.00 884.00 889.25 -17.00 12,719 14,420 +9,482
Total Volume and Open Interest 439,725 356,140 +13,489
NASDAQ 100(CME)
Sep02 020912 936.00 936.00 916.00 918.50 -24.50 14,470 59,490 -2,709
Dec02 020912 939.00 940.00 918.00 922.50 -24.50 4,717 23,742 +3,162
Mar03 020912 926.50 926.50 926.50 926.50 -24.50 29 470 +0
Total Volume and Open Interest 19,216 83,702 +453
NASDAQ 100 E-Mini(GLOBEX)
Sep02 020912 943.5 946.5 914.5 918.5 -24.5 177,484 179,076 +1,788
Dec02 020912 945.5 950.5 918.0 922.5 -24.5 4,072 5,310 +2,596
Total Volume and Open Interest 181,556 184,386 +4,384
NYSE Composite(NYBOT)
Sep02 020912 485.00 485.00 479.75 482.00 -9.00 510 3,998 -430
Dec02 020912 489.50 489.50 480.25 482.25 -8.75 472 894 +442
Mar03 020912 482.25 482.25 482.25 482.25 -8.75 0 100 +0
Total Volume and Open Interest 982 4,992 +12
S & P Midcap 400(CME)
Sep02 020912 443.00 443.00 433.50 435.30 -10.20 3,400 13,094 -1,181
Dec02 020912 445.00 445.00 434.00 436.00 -10.20 2,943 4,709 +2,925
Mar03 020912 438.90 438.90 438.90 438.90 -10.20      
Total Volume and Open Interest 6,343 17,803 +1,744
Russell 2000(CME)
Sep02 020912 390.00 392.50 386.00 387.45 -3.30 2,228 16,995 -515
Dec02 020912 390.50 392.90 386.00 387.75 -3.30 1,395 8,663 +943
Mar03 020912 389.75 389.75 389.75 389.75 -3.30      
Total Volume and Open Interest 3,623 25,658 +428
Value Line(KCBT)
Sep02 020912 1014.00 1014.00 1004.50 1008.00 -17.00 12 134 +4
Total Volume and Open Interest 13 147 +5
Nikkei 225(CME)
Sep02 020912 9300 9355 9275 9280 -80 3,442 22,701 -1,768
Dec02 020912 9330 9335 9220 9240 -85 3,246 10,738 +1,551
Total Volume and Open Interest 6,688 33,448 -217
Nikkei 225(SIMEX)
Dec02 020912 9335 9400 9215 9380 +45 34,078 68,482 +29,916
Mar03 020912 9375 9375 9375 9375 +45 0 437 +0
Jun03 020912 9335 9335 9335 9335 +45      
Total Volume and Open Interest 75,041 168,389 +30,336
CAC 40(MATIF)
Sep02 020912 3353.0 3372.5 3208.0 3247.0 -154.0 47,094 545,655 +5,922
Oct02 020912 3256.5 3256.5 3256.5 3256.5 -154.0 114 1,241 +9
Nov02 020912 3265.0 3265.0 3265.0 3265.0 -154.0      
Total Volume and Open Interest 48,110 584,765 +6,832
DAX Index(EUREX)
Sep02 020912 3540.0 3567.5 3423.0 3438.0 -140.0 80,767 185,514 -14,840
Dec02 020912 3572.5 3589.0 3464.0 3467.5 -141.0 15,332 33,965 +13,492
Mar03 020912 3615.5 3615.5 3495.0 3495.0 -142.0 1,119 4,512 +1,098
Total Volume and Open Interest 97,218 223,991 -250
FT-SE 100(LIFFE)
Sep02 020912 4160.00 4180.00 4077.00 4080.50 -142.00 74,198 424,437 -21,804
Dec02 020912 4180.00 4192.50 4097.00 4100.00 -142.50 18,335 65,285 +14,973
Mar03 020912 4151.00 4151.00 4088.00 4088.00 -144.50 1,678 19,552 +867
Total Volume and Open Interest 95,476 520,766 -5,229
SPI 200(SFE)
Sep02 020912 3135.0 3144.0 3124.0 3125.0 -10.0 11,541 132,363 -749
Dec02 020912 3147.0 3151.0 3137.0 3137.0 -9.0 438 6,521 +194
Mar03 020912 3156.0 3156.0 3146.0 3146.0 -9.0 10 1,272 +0
Total Volume and Open Interest 12,009 141,739 -580
GSCI(CME)
Sep02 020912 221.55 222.10 219.00 219.20 -4.15 3,094 8,785 -3,233
Oct02 020912 226.30 226.50 221.95 222.00 -4.05 2,946 10,046 +3,486
Nov02 020912 225.40 225.40 224.30 224.30 -2.70      
Total Volume and Open Interest 6,040 18,831 +253
Bridge CRB Index(NYBOT)
Nov02 020912 230.25 231.00 228.50 228.65 -0.35 45 388 -13
Jan03 020912 231.50 232.25 230.00 230.65 -0.35 24 124 +12
Feb03 020912 230.65 230.65 230.65 230.65 -0.35 0 52 +0
Total Volume and Open Interest 69 567 -1
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

Crude oil, gasoline, heating oil, natural gas --- Buy 'em? Sell 'em? When?

MRCI'S 2011 HISTORICAL ENERGY REPORT is complete with seasonal patterns & weekly charts: for each delivery month and several spreads against each; for product spreads; for cash & basis; and for 3/2/1 and 2/1/1 crack spreads.  Better yet, this 284-page volume presents 190 seasonal & spread strategies to anticipate throughout the next 12-months!