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 September 27, 2002
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Nov02 020927 566.00 568.00 559.50 560.25 -5.25 28,151 98,232 -476
Jan03 020927 569.50 571.00 563.50 564.00 -4.50 3,471 29,769 +86
Mar03 020927 570.50 572.50 565.50 566.00 -4.25 2,447 25,516 -7
May03 020927 568.50 570.50 563.50 564.25 -4.25 1,848 30,906 +646
Jul03 020927 568.00 570.50 563.50 564.25 -4.00 546 13,961 +77
Aug03 020927 560.00 560.00 558.00 558.00 -2.00 6 850 +0
Sep03 020927 540.00 540.00 540.00 540.00 +3.00 0 113 +0
Total Volume and Open Interest 36,922 205,829 +253
Soybean Meal(CBOT)
Oct02 020927 177.40 178.50 175.10 175.40 -2.00 10,159 12,667 -1,652
Dec02 020927 178.50 179.30 176.50 176.90 -1.40 13,653 66,761 +740
Jan03 020927 178.80 179.20 176.80 177.00 -1.80 2,005 12,469 -228
Mar03 020927 179.00 179.00 177.00 177.10 -1.80 2,094 11,635 +112
May03 020927 178.00 178.00 176.30 176.70 -1.10 2,113 15,161 -119
Jul03 020927 177.30 177.50 176.20 176.40 -1.10 351 9,892 +126
Aug03 020927 174.80 175.50 174.00 174.00 -0.70 5 2,291 +2
Sep03 020927 171.50 172.00 170.00 170.50 unch 173 1,849 +69
Total Volume and Open Interest 30,822 136,969 -957
Soybean Oil(CBOT)
Oct02 020927 20.18 20.18 19.90 19.97 -0.15 11,456 8,791 -1,884
Dec02 020927 20.30 20.31 20.03 20.09 -0.17 19,925 78,755 +61
Jan03 020927 20.35 20.35 20.09 20.17 -0.13 1,662 15,000 +533
Mar03 020927 20.41 20.44 20.21 20.23 -0.16 1,222 15,140 +177
May03 020927 20.41 20.42 20.22 20.29 -0.11 2,138 10,822 -196
Jul03 020927 20.43 20.43 20.22 20.30 -0.13 272 6,530 +100
Aug03 020927 20.28 20.28 20.18 20.18 -0.07 6 1,259 +2
Sep03 020927 20.35 20.35 20.00 20.00 -0.10 6 666 +6
Total Volume and Open Interest 37,158 141,512 -1,454
Canola(WCE)
Nov02 020927 426.2 427.2 424.5 425.1 +0.1 2,218 17,286 -1,585
Jan03 020927 431.3 432.0 429.4 429.7 -0.1 1,745 20,078 -284
Mar03 020927 430.0 431.0 429.5 429.5 -0.2 591 8,568 +48
May03 020927 431.0 431.0 429.0 429.0 -0.2 117 2,016 +37
Jul03 020927 429.0 429.0 427.7 427.7 -1.6 10 654 +10
Total Volume and Open Interest 4,807 50,823 -1,653
Corn(CBOT)
Dec02 020927 261.00 261.00 257.50 258.75 -1.75 29,601 296,574 -2,431
Mar03 020927 268.00 268.25 264.75 266.00 -1.75 5,529 107,076 +362
May03 020927 271.75 271.75 268.75 270.25 -1.75 1,060 28,621 +248
Jul03 020927 272.50 272.50 269.75 271.00 -1.50 795 32,984 +74
Sep03 020927 258.50 258.50 256.75 258.00 +0.25 137 7,262 +41
Dec03 020927 247.50 248.00 246.25 247.75 unch 909 23,514 +70
Total Volume and Open Interest 38,052 499,568 -1,643
Wheat(CBOT)
Dec02 020927 403.50 405.50 396.00 402.50 +0.25 16,239 85,611 -137
Mar03 020927 404.00 407.00 397.00 404.00 +3.00 2,649 23,028 +93
May03 020927 384.00 384.00 378.00 382.00 unch 28 2,011 -118
Jul03 020927 352.00 354.00 348.00 353.50 +1.00 524 12,375 -304
Sep03 020927 354.50 356.00 351.00 356.00 +1.00 12 816 -4
Total Volume and Open Interest 19,472 125,935 -461
Wheat(KCBT)
Dec02 020927 469.00 472.00 462.00 471.00 +6.00 4,549 46,864 -55
Mar03 020927 452.00 457.00 448.00 454.00 +4.00 1,612 19,791 -214
May03 020927 420.00 424.00 417.00 422.00 +4.00 94 2,003 +23
Jul03 020927 380.00 383.00 377.00 382.50 +3.75 244 6,857 +27
Sep03 020927 381.00 383.00 381.00 383.00 +3.00 1 301 -6
Total Volume and Open Interest 6,500 76,218 -225
Wheat(MGE)
Dec02 020927 500.00 503.00 493.00 502.50 +3.50 4,279 19,113 +530
Mar03 020927 491.50 496.00 486.50 494.50 +4.50 1,710 7,561 +209
May03 020927 467.00 470.00 465.00 470.00 +4.00 135 1,783 +35
Jul03 020927 432.00 436.00 431.00 435.25 +4.25 80 1,605 +52
Sep03 020927 393.00 397.00 392.00 397.00 +3.00 146 625 +20
Total Volume and Open Interest 6,398 31,621 +883
Oats(CBOT)
Dec02 020927 213.75 214.00 209.00 211.25 -2.25 695 7,325 +154
Mar03 020927 207.00 207.00 203.50 205.50 -1.00 89 2,263 -15
May03 020927 199.00 199.50 198.50 199.00 -2.00 35 394 +26
Jul03 020927 193.50 193.50 193.50 193.50 -2.00 0 1 +0
Total Volume and Open Interest 820 9,985 +166
Rough Rice(CBOT)
Nov02 020927 4.05 4.09 4.02 4.08 +0.03 324 4,474 -37
Jan03 020927 4.28 4.30 4.25 4.30 +0.02 128 1,152 -29
Mar03 020927 4.50 4.52 4.50 4.52 +0.02 7 1,096 +7
May03 020927 4.74 4.74 4.74 4.74 +0.02 0 942 +0
Total Volume and Open Interest 459 8,112 -59
Live Cattle(CME)
Oct02 020927 68.100 68.125 67.150 67.375 -0.900 8,659 21,761 -3,148
Dec02 020927 70.550 70.575 69.975 70.400 -0.375 7,408 48,182 -154
Feb03 020927 72.300 72.300 71.850 72.225 -0.100 2,090 22,264 +117
Apr03 020927 72.200 72.600 72.075 72.500 +0.150 1,179 11,505 +252
Jun03 020927 67.800 68.050 67.750 68.025 +0.025 617 6,836 +114
Aug03 020927 68.000 68.300 67.750 68.250 +0.100 57 561 +47
Total Volume and Open Interest 20,010 111,166 -2,772
Feeder Cattle(CME)
Oct02 020927 80.550 80.750 80.350 80.675 +0.125 712 4,805 -213
Nov02 020927 80.300 80.650 80.225 80.575 +0.150 1,112 4,166 -418
Jan03 020927 78.700 79.025 78.600 79.000 +0.100 345 2,167 +26
Mar03 020927 76.900 77.000 76.800 76.850 -0.050 35 420 +15
Apr03 020927 76.750 76.750 76.750 76.750 -0.100 45 266 +12
May03 020927 76.900 76.900 76.750 76.750 -0.200 26 209 +21
Aug03 020927 79.000 79.000 79.000 79.000 -0.250 7 39 +0
Total Volume and Open Interest 2,451 12,716 -667
Lean Hogs(CME)
Oct02 020927 39.450 39.450 38.600 39.075 -0.150 2,480 6,223 -592
Dec02 020927 38.950 39.000 38.300 38.875 -0.125 4,956 19,815 -193
Feb03 020927 44.200 45.250 44.050 45.025 +0.525 633 4,567 +86
Apr03 020927 49.600 50.250 49.600 50.175 -0.150 123 1,232 -6
May03 020927 58.700 58.800 58.500 58.600 -0.200 20 648 +2
Jun03 020927 60.550 61.000 60.500 60.975 -0.100 92 936 +34
Jul03 020927 59.000 59.150 59.000 59.100 -0.150 12 223 -3
Aug03 020927 57.500 57.500 57.200 57.250 +0.050 6 140 +3
Total Volume and Open Interest 8,322 33,808 -669
Pork Bellies(CME)
Feb03 020927 74.900 74.900 73.000 73.775 -0.975 530 1,109 -31
Mar03 020927 74.000 74.000 73.000 73.000 -1.600 18 41 +9
May03 020927 75.400 75.400 75.000 75.000 -0.500 7 19 +0
Jul03 020927 74.300 74.300 74.300 74.300 +0.050 0 18 +0
Aug03 020927 72.550 72.550 72.550 72.550 +0.050 0 5 +0
Total Volume and Open Interest 555 1,192 -22
Cocoa(NYBOT)
Dec02 020927 2160 2174 2148 2151 -1 4,427 37,778 -148
Mar03 020927 2166 2181 2160 2161 -1 1,063 24,360 +336
May03 020927 2189 2192 2171 2171 -2 247 9,077 -350
Jul03 020927 2200 2205 2181 2181 -2 17 8,416 -17
Sep03 020927 2191 2191 2191 2191 -2 3 11,783 -1
Dec03 020927 2205 2205 2202 2202 -2 60 13,088 -4
Mar04 020927 2212 2212 2212 2212 -2 10 2,370 +0
Total Volume and Open Interest 5,837 111,330 -179
Coffee "C"(NYBOT)
Dec02 020927 54.60 55.85 54.25 55.65 +0.45 4,907 37,964 -563
Mar03 020927 57.40 58.70 57.25 58.55 +0.45 1,807 14,566 -60
May03 020927 59.40 60.35 59.25 60.25 +0.45 440 6,912 +57
Jul03 020927 60.60 61.55 60.60 61.55 +0.45 228 4,700 +9
Sep03 020927 62.00 62.75 62.00 62.75 +0.45 71 3,417 +19
Dec03 020927 64.10 65.00 64.10 65.00 +0.70 7 271 +4
Total Volume and Open Interest 7,461 67,918 -533
Orange Juice(NYBOT)
Nov02 020927 100.00 100.60 99.90 99.95 +0.05 1,815 16,085 -835
Jan03 020927 102.50 103.15 102.50 102.65 +0.10 555 5,089 +16
Mar03 020927 105.00 105.00 104.65 104.65 +0.15 15 4,331 +0
May03 020927 105.65 105.65 105.65 105.65 +0.15 1 1,057 -1
Jul03 020927 106.65 106.65 106.65 106.65 +0.15 0 740 +0
Total Volume and Open Interest 2,386 27,327 -820
Sugar #11(NYBOT)
Oct02 020927 7.05 7.17 6.90 7.12 +0.20 10,443 13,896 -3,459
Mar03 020927 6.55 6.64 6.41 6.60 +0.14 13,878 132,456 +839
May03 020927 6.25 6.33 6.17 6.31 +0.11 2,725 17,377 +919
Jul03 020927 5.89 5.92 5.78 5.92 +0.11 1,705 21,961 +152
Oct03 020927 5.82 5.85 5.73 5.84 +0.08 386 12,198 -97
Total Volume and Open Interest 29,156 205,245 -1,638
London Cocoa(LCE)
Sep02 020913 1394 1397 1381 1385 -14 1,120 2,401 -645
Dec02 020927 1499 1520 1499 1510 +11 5,192 64,961 +2,794
Mar03 020927 1509 1531 1509 1520 +11 1,356 41,366 -293
May03 020927 1529 1545 1529 1535 +11 302 11,473 +189
Jul03 020927 1543 1558 1542 1548 +11 106 13,734 -62
Sep03 020927 1553 1564 1553 1560 +12 51 9,284 -3
Dec03 020927 1568 1568 1568 1568 +11 33 10,759 +20
Total Volume and Open Interest 7,040 154,360 +2,645
London Coffee(LCE)
Sep02 020927 615.00 624.00 613.00 618.00 +3.00 18 967 -78
Nov02 020927 632.00 639.00 622.00 635.00 +2.00 2,537 37,925 -514
Jan03 020927 647.00 652.00 638.00 649.00 +2.00 1,691 35,684 +730
Mar03 020927 659.00 664.00 650.00 663.00 +3.00 1,160 27,362 +705
May03 020927 672.00 676.00 667.00 676.00 +3.00 156 12,372 +94
Jul03 020927 685.00 689.00 677.00 689.00 +4.00 16 10,881 -8
Total Volume and Open Interest 5,578 129,395 +929
London Sugar(LCE)
Oct02 020913 202.00 210.30 199.10 208.10 +5.60 4,727 1,924 -2,415
Dec02 020927 186.90 191.50 186.50 190.50 +4.00 1,786 20,669 -534
Mar03 020927 184.50 187.30 184.50 186.50 +2.20 742 14,140 +170
May03 020927 182.50 183.70 182.50 183.40 +2.20 292 4,857 +84
Aug03 020927 178.80 181.40 178.80 181.40 +1.90 557 3,356 +74
Total Volume and Open Interest 3,499 45,521 -156
Cotton(NYBOT)
Oct02 020927 42.15 42.30 42.15 42.30 +0.60 130 206 -131
Dec02 020927 43.80 44.65 43.78 44.34 +0.56 4,777 46,494 -138
Mar03 020927 47.30 47.40 46.60 47.00 +0.48 1,324 8,819 +161
May03 020927 50.70 50.80 50.20 50.44 +0.44 173 8,898 +51
Jul03 020927 51.80 52.00 51.30 51.55 +0.40 26 3,407 -5
Oct03 020927 52.30 52.30 52.30 52.30 +0.40 2 172 +0
Total Volume and Open Interest 6,492 69,348 -47
Lumber(CME)
Nov02 020927 224.8 227.5 222.8 224.4 +2.7 838 2,207 +73
Jan03 020927 239.0 241.0 238.0 238.0 +1.0 122 397 -2
Mar03 020927 249.5 251.5 248.5 249.0 +1.5 27 111 +3
May03 020927 255.0 258.0 255.0 257.0 +2.9 2 45 +0
Total Volume and Open Interest 989 2,766 +74
Crude Oil(NYM)
Nov02 020927 30.50 30.75 30.16 30.54 +0.13 76,279 170,449 +589
Dec02 020927 30.27 30.50 29.95 30.28 +0.07 45,343 82,342 -234
Jan03 020927 29.90 30.03 29.50 29.78 +0.02 12,440 46,085 +539
Feb03 020927 29.22 29.28 28.90 29.13 unch 5,765 19,798 +849
Mar03 020927 28.50 28.57 28.16 28.37 -0.02 3,465 19,191 +35
Apr03 020927 27.73 27.77 27.45 27.61 -0.04 4,271 25,185 -301
May03 020927 26.95 27.05 26.80 26.90 -0.07 1,702 13,339 +353
Jun03 020927 26.55 26.55 26.20 26.25 -0.09 5,254 28,516 -395
Jul03 020927 25.80 25.90 25.71 25.71 -0.10 2,152 8,530 +749
Aug03 020927 25.29 25.29 25.29 25.29 -0.11 196 5,103 +0
Total Volume and Open Interest 174,936 533,481 +2,938
Heating Oil(NYM)
Oct02 020927 80.60 81.10 79.60 80.38 -0.02 16,506 14,060 -3,417
Nov02 020927 81.60 82.10 80.60 81.33 -0.07 17,151 54,252 +1,121
Dec02 020927 82.30 82.60 81.25 81.88 -0.07 5,799 25,946 +525
Jan03 020927 82.35 82.80 81.70 82.03 -0.07 1,406 15,390 -20
Feb03 020927 80.70 81.00 80.05 80.48 -0.07 864 11,038 +122
Mar03 020927 78.05 78.05 77.20 77.43 -0.12 362 7,634 +167
Apr03 020927 74.50 74.50 73.80 73.93 -0.17 231 5,251 +96
May03 020927 70.55 70.80 70.45 70.48 -0.22 94 3,210 +26
Jun03 020927 68.90 69.00 68.48 68.48 -0.27 420 3,672 +177
Jul03 020927 68.15 68.15 67.58 67.58 -0.32 14 2,336 +11
Total Volume and Open Interest 43,052 152,126 -1,229
Unleaded Gas(NYM)
Oct02 020927 81.10 82.50 81.00 81.43 +0.62 23,530 13,373 -4,974
Nov02 020927 80.60 81.80 80.40 80.82 +0.46 21,819 45,144 +3,654
Dec02 020927 79.80 80.60 79.40 79.67 +0.20 4,966 16,154 +1,524
Jan03 020927 79.10 79.55 78.92 78.92 +0.02 3,104 9,495 +310
Feb03 020927 79.00 79.00 78.65 78.65 unch 180 3,238 +37
Mar03 020927 78.80 78.85 78.62 78.62 unch 9 3,118 +0
Apr03 020927 83.30 83.45 83.30 83.37 unch 9 3,562 -9
May03 020927 82.82 82.82 82.82 82.82 unch 150 3,367 +100
Total Volume and Open Interest 53,817 99,763 +681
Natural Gas(NYM)
Nov02 020927 3.940 4.095 3.910 4.041 +0.152 49,846 56,817 +4,203
Dec02 020927 4.110 4.280 4.110 4.245 +0.131 9,405 35,559 -1,180
Jan03 020927 4.225 4.355 4.220 4.330 +0.114 5,765 33,998 -2,273
Feb03 020927 4.155 4.250 4.155 4.225 +0.099 1,968 22,478 +177
Mar03 020927 4.005 4.100 4.005 4.070 +0.084 5,147 28,870 +564
Apr03 020927 3.850 3.930 3.850 3.895 +0.063 2,594 17,163 -619
May03 020927 3.850 3.895 3.825 3.855 +0.050 567 12,627 +94
Jun03 020927 3.840 3.910 3.840 3.875 +0.048 2,148 20,020 +789
Total Volume and Open Interest 147,435 407,338 -22,662
Brent Crude Oil(IPE)
Nov02 020927 28.91 29.15 28.66 28.88 -0.01 25,378 79,490 -3,573
Dec02 020927 28.75 29.01 28.55 28.78 +0.02 18,885 71,056 -1,187
Jan03 020927 28.48 28.74 28.33 28.51 +0.01 5,361 22,311 -164
Feb03 020927 27.98 28.24 27.87 28.02 +0.01 5,257 13,851 +884
Mar03 020927 27.22 27.47 27.20 27.26 -0.03 2,050 12,694 +370
Apr03 020927 26.55 26.80 26.53 26.53 -0.07 3,035 10,019 +1,359
May03 020927 25.90 25.97 25.85 25.85 -0.07 626 8,756 +150
Jun03 020927 25.29 25.42 25.12 25.22 -0.10 1,132 19,578 +317
Total Volume and Open Interest 64,574 287,733 -1,024
Gas Oil(IPE)
Oct02 020927 244.50 247.50 243.75 244.25 +0.25 10,333 48,902 +182
Nov02 020927 244.25 247.25 243.50 244.50 +0.75 7,194 54,588 +926
Dec02 020927 243.00 245.50 242.00 242.75 +0.75 4,002 46,794 -139
Jan03 020927 242.00 243.75 241.00 241.25 +0.75 2,724 18,651 -53
Feb03 020927 236.25 237.25 236.25 236.25 +0.75 1,234 7,748 +309
Mar03 020927 229.75 229.75 229.75 229.75 +0.50 640 6,663 -210
Apr03 020927 223.00 223.00 222.25 222.25 unch 29 3,504 +29
May03 020927 217.00 217.00 216.25 216.25 +1.00 0 1,956 +0
Total Volume and Open Interest 27,491 229,030 +1,754
US Dollar Index(NYBOT)
Dec02 020927 108.07 108.39 107.90 107.95 -0.20 508 8,036 +13
Mar03 020927 108.47 108.47 108.47 108.47 -0.20 0 2,016 +0
Jun03 020927 108.99 108.99 108.99 108.99 -0.20 0 4 +0
Total Volume and Open Interest 508 10,056 +13
Australian Dollar(IMM)
Dec02 020927 54.14 54.20 53.94 53.96 -0.09 1,339 18,277 -180
Mar03 020927 53.70 53.70 53.53 53.53 -0.09 0 93 +0
Jun03 020927 53.10 53.10 53.10 53.10 -0.09 0 685 +0
Total Volume and Open Interest 1,339 19,240 -180
British Pound(IMM)
Dec02 020927 154.92 155.42 154.50 155.32 +0.24 1,349 24,389 +228
Mar03 020927 154.42 154.42 154.42 154.42 +0.24 1 165 +1
Jun03 020927 153.52 153.52 153.52 153.52 +0.24 0 4 +0
Total Volume and Open Interest 1,350 24,559 +229
Canadian Dollar(IMM)
Dec02 020927 63.32 63.38 63.21 63.25 unch 4,843 43,697 -790
Mar03 020927 63.10 63.10 63.01 63.03 unch 52 4,172 +10
Jun03 020927 62.89 62.89 62.83 62.84 unch 94 1,436 +29
Sep03 020927 62.65 62.66 62.65 62.66 unch 38 440 +4
Total Volume and Open Interest 5,032 49,970 -742
Japanese Yen(IMM)
Dec02 020927 81.88 81.88 81.45 81.73 -0.14 5,751 69,173 -333
Mar03 020927 82.09 82.11 82.06 82.06 -0.15 0 587 +0
Jun03 020927 82.39 82.39 82.39 82.39 -0.17 0 40 +0
Total Volume and Open Interest 5,751 70,012 -333
Swiss Franc(IMM)
Dec02 020927 66.81 67.04 66.60 66.99 +0.19 8,874 27,933 -1,137
Mar03 020927 67.17 67.17 67.17 67.17 +0.19 0 406 +0
Jun03 020927 67.33 67.33 67.33 67.33 +0.19 0 3 +0
Total Volume and Open Interest 8,874 28,373 -1,137
EuroFX(IMM)
Dec02 020927 97.44 97.70 97.17 97.62 +0.20 10,643 80,199 -1,360
Mar03 020927 97.02 97.28 96.94 97.28 +0.20 23 775 +7
Jun03 020927 96.99 96.99 96.99 96.99 +0.20 3 257 +0
Total Volume and Open Interest 10,669 81,256 -1,353
Mexican Peso(IMM)
Sep02 020916 10040.0 10040.0 10040.0 10040.0 +10.0 324 9,651 -446
Dec02 020927 9675.0 9677.5 9620.0 9637.5 -67.5 3,227 18,573 -157
Total Volume and Open Interest 3,379 20,038 -113
30-Year T-Bonds(CBOT)
Dec02 020927 113~01 113~30 112~22 113~23 +0~23 271,932 463,405 -9,427
Mar03 020927 112~20 112~20 111~27 112~18 +0~23 2,509 32,648 +1,668
Jun03 020927 111~15 111~15 111~15 111~15 +0~23 0 93 +0
Total Volume and Open Interest 274,441 496,146 -7,759
Municipal Bonds(CBOT)
Dec02 020927 110~05 110~26 110~04 110~21 +0~19 562 4,765 +94
Total Volume and Open Interest 562 4,765 +94
10-Year T-Notes(CBOT)
Dec02 020927 114~230 115~165 114~175 115~090 +0~185 560,030 891,671 +8,740
Mar03 020927 113~300 114~105 113~290 114~095 +0~185 1,493 28,866 +400
Total Volume and Open Interest 561,523 920,537 +9,140
5-Year T-Notes(CBOT)
Dec02 020927 113~100 113~220 113~065 113~205 +0~165 195,286 0 -642,062
Mar03 020927 112~040 112~140 112~040 112~140 +0~165 42 2,244 +37
Total Volume and Open Interest 195,328 2,244 -642,025
2 Year T-Notes(CBOT)
Dec02 020927 107~007 107~028 107~004 107~027 +0~034 6,271 102,493 +445
Total Volume and Open Interest 6,321 109,800 +445
3-Mth T-Bills(IMM)
Dec02 020927 98.62 98.62 98.62 98.62 +0.05 0 43 +0
Total Volume and Open Interest 0 44 +0
Eurodollars(IMM)
Dec02 020927 98.370 98.420 98.360 98.410 +0.055 99,004 840,459 -725
Mar03 020927 98.315 98.415 98.310 98.410 +0.110 193,573 655,471 -6,029
Jun03 020927 98.125 98.245 98.105 98.235 +0.145 146,862 469,246 +6,434
Sep03 020927 97.775 97.930 97.760 97.915 +0.170 89,920 365,765 +2,776
Dec03 020927 97.385 97.530 97.380 97.525 +0.160 52,160 334,506 -1,159
Mar04 020927 97.045 97.175 97.025 97.170 +0.160 23,896 212,152 -1,709
Jun04 020927 96.770 96.890 96.755 96.885 +0.165 19,854 164,417 +302
Sep04 020927 96.555 96.670 96.545 96.665 +0.145 18,670 141,133 -1,737
Dec04 020927 96.365 96.460 96.355 96.460 +0.125 10,159 125,928 +830
Mar05 020927 96.220 96.295 96.200 96.295 +0.105 6,045 105,651 -1,676
Jun05 020927 96.075 96.140 96.045 96.130 +0.085 5,973 90,857 -361
Sep05 020927 95.930 95.990 95.900 95.975 +0.075 4,667 78,969 -664
Total Volume and Open Interest 709,564 4,111,932 -3,536
3-Mth Euro-Yen(IMM)
Sep02 020913 99.93 99.93 99.93 99.93 unch 97 16,881 +135
Dec02 020927 99.92 99.92 99.92 99.92 unch 248 8,850 -104
Mar03 020927 99.89 99.89 99.89 99.89 unch 338 8,963 +818
Jun03 020927 99.89 99.89 99.89 99.89 unch 300 6,313 +268
Sep03 020927 99.86 99.86 99.86 99.86 unch 302 6,161 +264
Dec03 020927 99.82 99.82 99.82 99.82 unch 2 2,291 +0
Mar04 020927 99.77 99.77 99.77 99.77 unch 0 726 +0
Jun04 020927 99.75 99.75 99.75 99.75 -0.01 0 593 -1
Sep04 020927 99.70 99.70 99.70 99.70 unch 50 940 +25
Dec04 020927 99.68 99.68 99.68 99.68 unch 0 261 +0
Total Volume and Open Interest 1,240 38,658 +1,270
3-Mth Euro-Yen(SIMEX)
Dec02 020927 99.91 99.92 99.91 99.92 +0.00 4,707 50,475 +2,718
Mar03 020927 99.89 99.89 99.89 99.89 0.00 1,745 36,724 -569
Jun03 020927 99.89 99.89 99.89 99.89 0.00 908 46,206 -341
Sep03 020927 99.86 99.86 99.86 99.86 unch 802 35,354 +257
Dec03 020927 99.82 99.82 99.82 99.82 unch 704 24,539 +206
Mar04 020927 99.78 99.78 99.77 99.77 unch 217 21,000 +146
Jun04 020927 99.76 99.76 99.76 99.76 unch 156 9,929 +69
Sep04 020927 99.71 99.71 99.71 99.71 unch 210 2,645 +200
Total Volume and Open Interest 9,449 239,570 +2,686
German Euro-Bund(EUREX)
Dec02 020927 112.18 112.36 112.01 112.25 +0.13 1,099,499 748,005 -1,061
Mar03 020927 111.92 111.94 111.72 111.94 +0.13 13,274 2,657 +2
Jun03 020927 111.48 111.48 111.48 111.48 +0.13 504 0 +0
Total Volume and Open Interest 1,113,277 750,662 -1,059
German Euro-Bobl(EUREX)
Dec02 020927 109.38 109.51 109.31 109.47 +0.14 555,764 605,699 -33,962
Mar03 020927 109.50 109.50 109.47 109.47 +0.13 4,277 888 +0
Jun03 020927 109.04 109.04 109.04 109.04 +0.14      
Total Volume and Open Interest 560,041 606,587 -33,962
Long Gilt(LIFFE)
Dec02 020927 120~07 120~15 120~02 120~04 -0~01 39,191 92,501 +929
Mar03 020927 118~22 118~22 118~22 118~22 -0~01      
Total Volume and Open Interest 39,349 100,180 +805
3-Mth Short Sterling(LIFFE)
Dec02 020927 96.16 96.18 96.14 96.16 +0.01 20,732 0 +0
Mar03 020927 96.15 96.19 96.14 96.16 +0.01 32,577 0 +0
Jun03 020927 96.06 96.10 96.04 96.07 +0.01 28,758 0 +0
Total Volume and Open Interest 146,419    
3-Mth Euribor(LIFFE)
Dec02 020927 96.930 96.950 96.920 96.930 -0.005 115,132 467,902 -5,379
Mar03 020927 97.035 97.080 97.025 97.055 +0.025 127,631 426,531 +208
Jun03 020927 96.995 97.035 96.980 97.005 +0.025 107,109 315,724 +2,197
Total Volume and Open Interest 464,055 1,895,375 +2,654
3-Mth Aus T-Bills(SFE)
Dec02 020927 95.11 95.17 95.11 95.15 +0.02 9,145 229,978 +7,426
Mar03 020927 95.00 95.03 94.99 95.02 +0.01 3,710 60,161 +3,624
Jun03 020927 94.89 94.89 94.87 94.88 -0.01 2,709 33,727 +2,802
Sep03 020927 94.78 94.78 94.77 94.78 unch 1,617 19,475 +1,013
Dec03 020927 94.67 94.68 94.67 94.68 unch 472 14,749 +369
Mar04 020927 94.59 94.59 94.58 94.58 -0.01 255 8,350 +245
Jun04 020927 94.50 94.50 94.49 94.49 -0.03 274 5,417 +274
Sep04 020927 94.42 94.42 94.40 94.40 -0.04 468 3,999 +467
Dec04 020927 94.31 94.31 94.31 94.31 -0.04 212 1,821 +212
Mar05 020927 94.25 94.25 94.25 94.25 -0.04 173 1,011 +173
Total Volume and Open Interest 19,204 379,180 +16,774
10-Year Aus T-Bonds(SFE)
Dec02 020927 94.59 94.69 94.58 94.68 +0.08 2,800 126,591 -9,314
Mar03 020927 94.58 94.58 94.58 94.58 -0.02      
Total Volume and Open Interest 18,989 135,905 +17,136
3-Year Aus T-Bonds(SFE)
Dec02 020927 94.91 94.91 94.87 94.89 -0.02 49,720 309,215 +47,866
Mar03 020927 94.89 94.89 94.89 94.89 -0.02      
Total Volume and Open Interest 49,720 309,215 +47,866
Gold(CMX)
Oct02 020927 319.8 321.2 319.0 319.7 -0.7 2,528 5,942 -1,163
Dec02 020927 321.0 323.1 320.1 321.1 -0.6 40,760 129,571 -2,407
Feb03 020927 322.0 323.5 321.0 322.0 -0.6 402 9,402 -45
Apr03 020927 322.8 323.0 322.7 322.7 -0.6 131 4,723 +44
Jun03 020927 323.0 324.0 323.0 323.3 -0.6 140 6,437 +21
Aug03 020927 324.0 324.0 323.3 323.9 -0.6 0 7,062 +0
Total Volume and Open Interest 44,027 184,067 -3,506
Silver(CMX)
Dec02 020927 452.5 454.5 449.0 450.5 -2.0 14,428 56,759 -2,390
Mar03 020927 454.5 457.0 452.0 453.2 -2.0 1,805 9,513 +1,131
May03 020927 454.6 454.6 454.6 454.6 -2.0 5 2,152 +1
Jul03 020927 455.8 455.8 455.8 455.8 -2.0 12 6,328 +0
Sep03 020927 456.9 456.9 456.9 456.9 -2.0 0 785 +0
Total Volume and Open Interest 16,664 80,990 -939
Platinum(NYM)
Oct02 020927 559.0 563.0 556.0 559.0 +0.6 2,377 1,304 -1,618
Jan03 020927 552.7 554.5 550.0 553.0 +0.3 2,509 5,904 +1,813
Apr03 020927 550.0 550.0 550.0 550.0 +0.3 0 6 +0
Jul03 020927 548.0 548.0 548.0 548.0 +0.3 0 4 +0
Total Volume and Open Interest 4,886 7,218 +195
Palladium(NYME)
Dec02 020927 317.50 318.20 314.20 315.10 -4.30 143 1,890 +19
Mar03 020927 315.10 315.10 315.10 315.10 -4.30 1 2 +1
Total Volume and Open Interest 144 1,892 +20
Copper(CMX)
Dec02 020927 67.70 67.75 66.70 66.70 -1.20 4,176 57,742 +254
Mar03 020927 68.30 68.30 67.55 67.55 -1.15 88 7,178 +33
May03 020927 68.75 68.75 68.10 68.10 -1.15 4 3,371 +3
Jul03 020927 69.00 69.25 68.50 68.50 -1.15 6 3,011 +2
Sep03 020927 69.40 69.65 68.95 68.95 -1.10 6 4,462 +2
Total Volume and Open Interest 5,183 102,281 +81
DJIA Index(CBOT)
Sep02 020919 8035 8115 7925 7931 -180 7,950 19,986 -1,017
Dec02 020927 7895 7915 7656 7663 -289 29,319 27,361 -755
Mar03 020927 7865 7865 7648 7648 -288 29 175 +2
Jun03 020927 7630 7630 7630 7630 -287      
Total Volume and Open Interest 29,354 27,563 -753
S & P 500(CME)
Dec02 020927 846.00 852.80 824.50 825.30 -29.20 77,464 556,010 +1,587
Mar03 020927 845.00 845.00 824.60 824.60 -29.40 171 33,761 +106
Jun03 020927 824.30 824.30 824.30 824.30 -29.70 25 421 +0
Sep03 020927 825.80 825.80 825.80 825.80 -30.20 0 35 +0
Total Volume and Open Interest 77,660 590,248 +1,693
S & P 500 E-Mini(Globex)
Dec02 020927 853.00 857.00 824.25 825.25 -29.25 700,147 188,363 +4,207
Mar03 020927 844.25 848.50 824.50 824.50 -29.50 15 16 +8
Total Volume and Open Interest 700,162 188,379 +4,215
NASDAQ 100(CME)
Dec02 020927 870.00 896.00 861.00 861.50 -10.50 16,377 71,358 +1,577
Mar03 020927 865.50 865.50 865.50 865.50 -10.50 3 493 +3
Jun03 020927 871.00 871.00 871.00 871.00 -10.50      
Total Volume and Open Interest 16,380 71,851 +1,580
NASDAQ 100 E-Mini(GLOBEX)
Dec02 020927 871.5 896.0 861.0 861.5 -10.5 276,446 86,377 +1,248
Mar03 020927 876.0 876.0 876.0 876.0 unch 0 3 +0
Total Volume and Open Interest 276,446 86,380 +1,248
NYSE Composite(NYBOT)
Dec02 020927 460.00 461.80 449.00 449.00 -15.25 142 1,624 -28
Mar03 020927 448.80 448.80 448.80 448.80 -15.20      
Jun03 020927 448.50 448.50 448.50 448.50 -15.25      
Total Volume and Open Interest 142 1,624 -28
S & P Midcap 400(CME)
Dec02 020927 418.00 423.50 410.00 410.10 -12.40 848 14,561 +210
Mar03 020927 410.80 410.80 410.80 410.80 -12.40      
Jun03 020927 413.80 413.80 413.80 413.80 -12.40      
Total Volume and Open Interest 848 14,561 +210
Russell 2000(CME)
Dec02 020927 367.00 372.00 361.00 361.15 -10.20 2,450 23,183 +593
Mar03 020927 362.15 362.15 362.15 362.15 -10.20      
Jun03 020927 364.15 364.15 364.15 364.15 -10.20      
Total Volume and Open Interest 2,450 23,183 +593
Value Line(KCBT)
Dec02 020927 951.00 957.00 926.00 930.00 -29.50 33 90 +9
Total Volume and Open Interest 33 91 +9
Nikkei 225(CME)
Dec02 020927 9540 9560 9365 9410 -35 3,059 19,597 +941
Mar03 020927 9410 9410 9410 9410 -35 0 7 +0
Total Volume and Open Interest 3,059 19,607 +941
Nikkei 225(SIMEX)
Dec02 020927 9400 9580 9390 9560 +245 12,008 86,436 -413
Mar03 020927 9555 9555 9555 9555 +245 0 437 +0
Jun03 020927 9510 9510 9510 9510 +245      
Total Volume and Open Interest 12,008 87,003 -413
CAC 40(MATIF)
Sep02 020927 2940.0 2978.0 2851.0 2948.5 -9.5 219,369 636,104 -61,893
Oct02 020927 2945.0 2984.5 2865.5 2956.5 -9.0 109,469 213,546 +99,471
Nov02 020927 2963.5 2963.5 2963.5 2963.5 -9.5 2 10,002 +0
Total Volume and Open Interest 355,753 976,080 +62,955
DAX Index(EUREX)
Dec02 020927 3050.0 3079.5 2906.0 2906.5 -130.5 109,631 214,042 -10,109
Mar03 020927 3066.5 3089.5 2929.0 2929.0 -131.0 26 6,367 +12
Jun03 020927 3074.5 3074.5 2951.5 2951.5 -133.0 16 28 +15
Total Volume and Open Interest 109,673 220,437 -10,082
FT-SE 100(LIFFE)
Dec02 020927 3865.00 3936.00 3830.00 3918.50 +53.50 94,004 407,545 -4,663
Mar03 020927 3828.50 3903.50 3828.50 3902.00 +53.50 3,004 25,449 +3,002
Jun03 020927 3883.00 3911.00 3874.50 3911.00 +55.50 2,100 14,265 +1,516
Total Volume and Open Interest 99,192 447,343 -61
SPI 200(SFE)
Sep02 020927 3015.0 3030.0 2999.0 3018.0 +19.0 42,696 126,875 -6,149
Dec02 020927 3030.0 3037.0 3005.0 3025.0 +18.0 39,763 102,040 +33,396
Mar03 020927 3026.0 3034.0 3026.0 3034.0 +19.0 59 1,361 +19
Total Volume and Open Interest 82,531 231,986 +27,279
GSCI(CME)
Oct02 020927 227.45 228.00 226.60 228.00 +1.00 69 18,142 -24
Nov02 020927 228.70 228.70 228.70 228.70 +1.70 2 4 +0
Dec02 020927 227.50 229.00 227.50 229.00 +1.50 0 2 +0
Total Volume and Open Interest 71 18,148 -24
Bridge CRB Index(NYBOT)
Nov02 020927 227.00 227.50 226.90 227.25 +0.35 66 428 -5
Jan03 020927 228.00 229.00 228.00 229.00 +0.35 12 139 +0
Feb03 020927 227.50 228.75 227.50 228.75 +0.35 0 54 +0
Total Volume and Open Interest 78 631 -5
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

Newsflash

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

From crude oil at an all-time high above $145/barrel --- collapsing down to $35. A run back up to almost $115, a three-year churn, and a plunge from $107 to barely $42 in only nine months. Sellers above $60 eventually drove prices down to barely $26! Major producers are trying to support prices, currently in a range of $40-55. Can seasonal influences be muted for long?

Know the seasonal trends with MRCI's new 2017 Energy Report! https://goo.gl/08atzl