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 Wed November 06, 2002
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Nov02 021106 574.00 585.00 573.00 580.50 +2.25 10,268 8,392 -3,239
Jan03 021106 566.00 578.50 565.75 575.00 +2.25 50,246 88,332 -1,193
Mar03 021106 562.00 572.50 560.25 570.50 +3.25 6,943 41,413 +237
May03 021106 553.00 565.50 552.50 562.75 +2.25 4,770 35,016 -991
Jul03 021106 552.00 560.00 550.00 558.00 +1.75 3,487 20,895 -157
Aug03 021106 544.00 550.00 543.00 549.00 +1.00 242 2,110 +84
Sep03 021106 525.00 525.00 525.00 525.00 -3.25 4 251 +1
Total Volume and Open Interest 77,999 208,129 -4,901
Soybean Meal(CBOT)
Dec02 021106 169.00 170.00 167.30 169.70 -1.00 23,769 50,223 +2,108
Jan03 021106 168.70 170.30 167.80 170.20 -0.70 7,258 16,110 +515
Mar03 021106 168.10 169.90 167.60 169.80 -0.30 5,380 20,701 +629
May03 021106 167.00 167.80 166.00 167.40 -0.70 3,741 20,161 +683
Jul03 021106 165.50 166.30 164.50 166.00 -0.50 2,032 16,600 +251
Aug03 021106 163.80 164.20 162.50 163.90 -0.40 185 2,511 -6
Sep03 021106 160.50 160.50 159.50 160.20 -0.60 411 2,692 +181
Oct03 021106 155.50 155.50 154.80 155.10 -0.10 200 2,062 +170
Total Volume and Open Interest 44,482 138,756 +5,136
Soybean Oil(CBOT)
Dec02 021106 22.00 22.49 21.85 22.23 +0.17 10,676 76,822 -987
Jan03 021106 22.00 22.46 21.85 22.24 +0.19 6,583 27,243 +1,065
Mar03 021106 21.90 22.35 21.72 22.14 +0.22 3,244 24,507 +503
May03 021106 21.68 22.05 21.55 21.93 +0.19 1,811 15,761 -429
Jul03 021106 21.54 21.95 21.45 21.77 +0.20 1,006 8,758 +31
Aug03 021106 21.25 21.40 21.25 21.40 +0.13 253 2,368 -204
Sep03 021106 20.93 21.20 20.93 21.12 +0.14 148 1,077 +77
Oct03 021106 20.67 20.67 20.67 20.67 +0.17 25 705 +0
Total Volume and Open Interest 24,934 163,893 +221
Canola(WCE)
Nov02 021106 441.4 447.0 441.2 446.5 +3.0 501 681 -187
Jan03 021106 448.5 454.5 444.5 452.8 +2.6 1,895 29,595 +377
Mar03 021106 454.0 459.7 450.7 457.7 +1.3 1,292 13,384 +358
May03 021106 457.0 460.3 453.5 458.5 -1.7 295 4,329 +122
Jul03 021106 456.7 456.7 456.7 456.7 -1.6 243 925 +132
Total Volume and Open Interest 5,132 52,423 +627
Corn(CBOT)
Dec02 021106 242.00 245.25 240.50 243.00 +1.00 48,118 202,322 -1,986
Mar03 021106 245.50 249.50 244.75 247.25 +1.25 27,028 159,710 +3,160
May03 021106 249.25 252.50 248.00 250.25 +1.00 5,700 49,484 +1,945
Jul03 021106 251.25 254.50 250.25 252.25 +1.00 5,149 49,159 +1,117
Sep03 021106 246.50 248.00 246.00 246.50 +0.25 671 11,542 +538
Dec03 021106 242.25 243.50 242.00 242.75 +0.50 3,671 30,796 +1,561
Total Volume and Open Interest 90,431 506,970 +6,333
Wheat(CBOT)
Dec02 021106 397.00 399.00 394.00 394.50 -6.25 16,041 59,942 -1,925
Mar03 021106 398.00 398.50 394.00 395.50 -5.50 6,609 32,662 +470
May03 021106 366.50 368.00 362.50 362.75 -4.75 246 2,841 +56
Jul03 021106 328.50 329.00 325.00 326.25 -2.75 1,282 13,956 +28
Sep03 021106 331.50 331.50 329.00 329.50 -2.75 6 1,500 +0
Total Volume and Open Interest 24,210 114,256 -1,362
Wheat(KCBT)
Dec02 021106 460.50 464.00 456.00 457.00 -9.00 4,274 30,690 -1,472
Mar03 021106 456.50 457.50 451.00 451.50 -8.50 2,938 23,131 +298
May03 021106 426.00 430.00 422.50 422.75 -7.75 240 3,380 +24
Jul03 021106 372.00 374.00 372.00 372.50 -2.50 836 9,917 +139
Sep03 021106 371.00 371.00 369.00 369.00 -3.00 17 1,779 +1
Total Volume and Open Interest 8,362 69,773 -953
Wheat(MGE)
Dec02 021106 468.50 469.00 464.00 464.50 -5.00 1,430 14,214 +9
Mar03 021106 475.00 475.00 470.00 470.25 -5.50 965 12,038 +152
May03 021106 474.00 474.00 470.00 470.00 -4.50 122 3,033 +8
Jul03 021106 447.50 449.00 445.00 447.75 -0.50 164 2,172 +15
Sep03 021106 404.00 405.00 401.00 403.00 -1.00 64 1,047 +9
Total Volume and Open Interest 2,754 33,612 +194
Oats(CBOT)
Dec02 021106 199.00 205.00 198.00 204.75 -0.25 560 6,233 +180
Mar03 021106 193.50 199.75 193.50 199.50 +0.50 208 2,959 +74
May03 021106 187.50 190.50 187.50 190.50 -0.50 9 733 +5
Jul03 021106 177.00 177.00 177.00 177.00 unch 0 62 +0
Total Volume and Open Interest 777 10,004 +259
Rough Rice(CBOT)
Nov02 021106 3.90 3.90 3.88 3.88 +0.01 29 192 +0
Jan03 021106 4.09 4.11 4.06 4.10 +0.01 436 5,108 +7
Mar03 021106 4.31 4.31 4.29 4.31 unch 91 1,633 +69
May03 021106 4.54 4.54 4.54 4.54 unch 21 1,076 +1
Total Volume and Open Interest 591 8,816 +86
Live Cattle(CME)
Dec02 021106 72.675 73.000 72.450 72.850 +0.300 5,177 50,577 -636
Feb03 021106 76.000 76.150 75.750 76.125 +0.225 4,011 30,543 +1,299
Apr03 021106 74.800 75.100 74.700 75.075 +0.300 1,417 20,762 +138
Jun03 021106 69.600 70.000 69.575 69.975 +0.300 462 12,820 -32
Aug03 021106 68.450 68.800 68.450 68.775 +0.325 66 1,673 +46
Oct03 021106 69.550 69.600 69.450 69.450 +0.275 9 464 +0
Total Volume and Open Interest 11,142 116,839 +815
Feeder Cattle(CME)
Nov02 021106 82.400 82.850 82.400 82.700 +0.425 645 4,597 -83
Jan03 021106 82.400 82.875 82.300 82.775 +0.475 783 6,246 +24
Mar03 021106 79.900 80.500 79.900 80.350 +0.575 560 1,705 +368
Apr03 021106 78.900 79.750 78.900 79.450 +0.500 68 401 +14
May03 021106 79.500 79.825 79.450 79.800 +0.400 17 426 -4
Aug03 021106 81.200 81.750 81.200 81.750 +0.600 31 169 +16
Sep03 021106 81.100 81.500 81.100 81.500 +0.450 1 16 +1
Total Volume and Open Interest 2,106 13,561 +337
Lean Hogs(CME)
Dec02 021106 44.825 45.450 44.350 45.000 +0.175 6,502 23,878 -421
Feb03 021106 51.500 52.000 51.100 51.900 +0.300 3,204 8,043 +717
Apr03 021106 55.700 55.700 55.200 55.375 -0.350 886 2,265 +210
May03 021106 60.300 60.500 60.150 60.500 -0.250 160 1,034 +58
Jun03 021106 62.125 62.250 61.900 62.225 -0.225 373 1,881 +311
Jul03 021106 59.600 59.900 59.500 59.900 +0.025 87 438 +29
Aug03 021106 57.250 57.250 57.000 57.000 -0.200 37 258 +17
Oct03 021106 52.200 52.200 52.025 52.025 -0.275 3 49 -2
Total Volume and Open Interest 11,253 37,857 +919
Pork Bellies(CME)
Feb03 021106 81.300 81.850 80.550 81.650 +0.425 559 1,607 +75
Mar03 021106 80.900 81.300 80.025 80.700 unch 20 74 -8
May03 021106 82.400 82.400 81.900 81.900 -0.050 14 31 +6
Jul03 021106 81.800 82.000 81.550 82.000 +0.200 5 23 +0
Aug03 021106 79.000 79.000 79.000 79.000 +0.200 2 6 -2
Total Volume and Open Interest 600 1,741 +71
Cocoa(NYBOT)
Dec02 021106 1788 1900 1788 1890 +81 3,976 15,562 -1,973
Mar03 021106 1777 1875 1773 1864 +67 3,618 24,893 -280
May03 021106 1778 1860 1776 1856 +59 414 8,536 -130
Jul03 021106 1780 1846 1780 1846 +50 479 8,818 -142
Sep03 021106 1780 1843 1780 1843 +47 60 9,706 +30
Dec03 021106 1793 1845 1793 1845 +49 10 10,638 +27
Mar04 021106 1850 1850 1850 1850 +53 295 2,610 +249
Total Volume and Open Interest 8,963 88,434 -2,310
Coffee "C"(NYBOT)
Dec02 021106 65.50 66.50 64.30 66.15 +0.25 4,796 34,065 -628
Mar03 021106 68.50 69.40 67.50 69.25 +0.30 2,793 21,595 +577
May03 021106 70.50 71.25 69.50 71.00 +0.30 482 8,072 -133
Jul03 021106 72.00 72.70 71.30 72.55 +0.30 245 6,378 +139
Sep03 021106 73.50 74.30 73.50 74.10 +0.30 31 3,961 -6
Dec03 021106 75.10 76.75 75.10 76.40 +0.30 20 785 +13
Total Volume and Open Interest 8,367 76,052 -38
Orange Juice(NYBOT)
Nov02 021106 97.40 97.40 97.10 97.25 +0.40 156 297 -26
Jan03 021106 100.00 100.25 100.00 100.25 +0.45 884 11,393 +134
Mar03 021106 102.00 102.10 101.95 102.05 +0.50 106 4,752 -77
May03 021106 103.25 103.25 103.00 103.05 +0.50 30 4,159 -20
Jul03 021106 103.80 104.05 103.80 104.05 +0.50 3 745 -1
Total Volume and Open Interest 1,179 21,714 +10
Sugar #11(NYBOT)
Mar03 021106 7.65 7.77 7.62 7.72 +0.08 16,562 138,295 -1,144
May03 021106 6.96 7.09 6.96 7.08 +0.12 3,717 26,336 +472
Jul03 021106 6.37 6.55 6.37 6.53 +0.16 3,481 24,273 +397
Oct03 021106 6.22 6.35 6.21 6.35 +0.15 3,272 16,383 -29
Mar04 021106 6.22 6.38 6.21 6.35 +0.16 1,333 6,996 +894
Total Volume and Open Interest 28,410 216,762 +623
London Cocoa(LCE)
Dec02 021106 1197 1264 1184 1259 +53 4,088 38,711 -1,167
Mar03 021106 1226 1286 1210 1284 +52 3,062 63,666 -386
May03 021106 1240 1303 1225 1299 +51 563 25,391 +152
Jul03 021106 1250 1313 1240 1313 +52 275 15,027 -76
Sep03 021106 1265 1326 1256 1326 +51 97 10,641 +70
Dec03 021106 1274 1336 1274 1336 +50 105 13,102 +14
Mar04 021106 1287 1348 1280 1348 +50 260 3,628 +7
Total Volume and Open Interest 8,500 170,612 -1,336
London Coffee(LCE)
Nov02 021106 713.00 722.00 710.00 722.00 +12.00 277 3,509 -284
Jan03 021106 718.00 732.00 717.00 731.00 +11.00 2,308 57,585 +235
Mar03 021106 734.00 746.00 731.00 745.00 +12.00 737 32,126 +143
May03 021106 749.00 758.00 745.00 758.00 +11.00 450 15,575 +47
Jul03 021106 762.00 773.00 760.00 773.00 +11.00 282 14,271 +83
Sep03 021106 774.00 785.00 774.00 785.00 +11.00 41 7,234 -41
Total Volume and Open Interest 4,173 134,233 +183
London Sugar(LCE)
Dec02 021106 219.00 228.50 218.60 220.50 +0.90 3,763 10,962 -666
Mar03 021106 205.00 209.00 204.00 207.00 +1.90 4,780 26,314 +935
May03 021106 197.40 198.30 195.50 197.00 +0.10 333 6,789 +25
Aug03 021106 187.10 189.70 186.00 188.40 -0.50 483 5,923 -19
Oct03 021106 178.90 179.90 178.20 178.40 -0.50 243 3,524 +170
Total Volume and Open Interest 9,818 56,344 +490
Cotton(NYBOT)
Dec02 021106 48.80 48.80 47.60 47.69 -0.26 21,545 46,741 +3,415
Mar03 021106 50.10 50.10 49.45 49.64 +0.07 5,991 18,427 +1,136
May03 021106 52.80 52.90 52.35 52.57 +0.27 2,339 13,502 +476
Jul03 021106 53.50 53.50 53.25 53.48 +0.28 619 5,065 +99
Oct03 021106 53.65 53.65 53.65 53.65 +0.35 15 222 +15
Dec03 021106 54.60 54.75 54.50 54.75 +0.35 306 2,310 +124
Total Volume and Open Interest 30,897 86,889 +5,335
Lumber(CME)
Nov02 021106 221.5 226.1 220.1 223.3 +1.8 953 982 -310
Jan03 021106 230.2 238.2 230.1 236.3 +4.9 1,057 1,869 +359
Mar03 021106 244.0 249.6 244.0 247.7 +4.4 49 290 +23
May03 021106 251.2 256.5 251.2 256.5 +4.0 80 116 +37
Total Volume and Open Interest 2,145 3,275 +111
Crude Oil(NYM)
Dec02 021106 26.25 26.34 25.55 25.77 -0.37 99,398 133,971 +4,121
Jan03 021106 25.72 25.75 25.05 25.28 -0.37 48,750 71,369 +8,266
Feb03 021106 25.35 25.45 24.85 25.00 -0.33 10,334 28,045 +1,266
Mar03 021106 25.17 25.25 24.65 24.82 -0.29 4,302 23,499 -2,257
Apr03 021106 25.00 25.00 24.50 24.64 -0.25 4,966 27,675 -1,098
May03 021106 24.70 24.80 24.30 24.46 -0.21 1,248 18,963 -521
Jun03 021106 24.55 24.55 24.10 24.28 -0.17 3,924 30,964 -418
Jul03 021106 24.35 24.35 24.10 24.10 -0.15 2,101 17,561 +724
Aug03 021106 23.92 23.92 23.92 23.92 -0.15 825 10,025 +206
Sep03 021106 23.77 23.77 23.77 23.77 -0.14 565 14,726 -248
Total Volume and Open Interest 183,417 486,357 +8,953
Heating Oil(NYM)
Dec02 021106 71.70 72.25 70.10 70.79 -1.01 30,437 58,731 -1,741
Jan03 021106 72.20 72.35 70.45 71.08 -1.05 10,875 30,714 +1,142
Feb03 021106 71.30 71.60 69.90 70.43 -0.95 6,044 18,898 +1,196
Mar03 021106 69.30 69.30 68.00 68.38 -0.85 2,892 12,989 +1,606
Apr03 021106 67.25 67.40 66.20 66.48 -0.75 1,719 11,408 +705
May03 021106 65.50 65.50 64.50 64.53 -0.55 341 4,742 -3
Jun03 021106 64.70 64.90 63.50 63.83 -0.40 619 6,331 +21
Jul03 021106 64.60 64.60 63.20 63.68 -0.30 317 3,875 -7
Aug03 021106 64.80 65.00 63.88 63.88 -0.25 99 2,558 -13
Sep03 021106 65.40 65.40 64.48 64.48 -0.20 110 1,875 +42
Total Volume and Open Interest 53,903 159,725 +3,186
Unleaded Gas(NYM)
Dec02 021106 74.20 74.80 71.05 71.78 -2.29 34,232 45,217 -1,404
Jan03 021106 70.60 70.80 68.20 69.08 -0.94 10,582 20,913 +1,530
Feb03 021106 70.50 70.50 68.60 69.36 -0.61 4,580 11,071 -312
Mar03 021106 70.50 70.50 69.50 70.16 -0.61 2,385 6,806 +1,568
Apr03 021106 76.50 76.80 76.00 76.41 -0.31 873 7,499 +416
May03 021106 76.30 76.36 76.30 76.36 -0.01 361 3,853 +124
Jun03 021106 76.50 76.50 75.10 75.61 +0.24 402 3,075 +248
Jul03 021106 74.36 74.36 74.36 74.36 +0.44 69 936 -56
Total Volume and Open Interest 53,885 103,578 +2,526
Natural Gas(NYM)
Dec02 021106 3.920 3.935 3.800 3.854 -0.029 36,984 52,284 -180
Jan03 021106 4.030 4.040 3.915 3.971 -0.022 11,074 38,436 +683
Feb03 021106 3.990 4.010 3.890 3.936 -0.017 4,956 27,586 +860
Mar03 021106 3.920 3.935 3.840 3.881 -0.009 5,394 34,491 +439
Apr03 021106 3.820 3.830 3.750 3.786 -0.002 3,621 21,188 +214
May03 021106 3.800 3.800 3.730 3.761 +0.003 2,274 14,004 -674
Jun03 021106 3.835 3.835 3.765 3.796 +0.003 2,250 22,180 +638
Jul03 021106 3.860 3.860 3.805 3.831 +0.006 990 15,302 +114
Total Volume and Open Interest 75,290 397,025 +2,105
Brent Crude Oil(IPE)
Dec02 021106 24.03 24.39 23.60 23.70 -0.42 45,834 74,062 -4,981
Jan03 021106 24.06 24.29 23.55 23.72 -0.34 28,031 62,853 +2,290
Feb03 021106 23.94 24.15 23.47 23.64 -0.30 6,159 19,678 +288
Mar03 021106 23.90 23.96 23.29 23.48 -0.27 906 21,733 +188
Apr03 021106 23.70 23.77 23.30 23.32 -0.24 809 14,780 +335
May03 021106 23.53 23.60 23.12 23.16 -0.20 215 12,698 -127
Jun03 021106 23.20 23.41 22.94 23.00 -0.16 2,676 20,029 +384
Jul03 021106 23.20 23.30 22.83 22.88 -0.10 1,206 8,731 +215
Total Volume and Open Interest 89,317 284,625 -1,389
Gas Oil(IPE)
Nov02 021106 210.75 212.00 206.50 207.50 -5.00 12,319 30,098 -1,324
Dec02 021106 211.00 212.50 207.00 208.00 -5.00 13,154 67,379 -746
Jan03 021106 211.00 212.75 207.75 209.00 -4.50 4,173 41,871 -374
Feb03 021106 209.00 211.25 206.50 207.25 -4.50 1,432 12,376 +597
Mar03 021106 208.50 208.50 204.00 205.00 -4.00 17 9,178 +0
Apr03 021106 204.75 204.75 201.00 201.75 -4.00 293 8,113 +117
May03 021106 201.75 201.75 199.25 199.25 -3.50 4 1,950 -3
Jun03 021106 199.00 200.00 195.75 197.25 -3.25 738 19,269 -248
Total Volume and Open Interest 35,530 212,764 -401
US Dollar Index(NYBOT)
Dec02 021106 106.47 106.50 105.70 105.78 -0.25 1,234 14,276 +465
Mar03 021106 106.79 106.86 106.30 106.30 -0.24 91 2,067 +21
Jun03 021106 106.82 106.82 106.82 106.82 -0.23 0 4 +0
Total Volume and Open Interest 1,325 16,347 +486
Australian Dollar(CME)
Dec02 021106 55.93 56.25 55.90 56.13 +0.17 2,757 41,281 +1,309
Mar03 021106 55.42 55.68 55.42 55.68 +0.16 15 312 +8
Jun03 021106 55.23 55.23 55.23 55.23 +0.15 0 680 +0
Total Volume and Open Interest 2,772 42,461 +1,317
British Pound(CME)
Dec02 021106 155.34 156.10 155.20 156.04 +0.18 7,892 36,816 +1,437
Mar03 021106 154.70 155.08 154.70 155.08 +0.18 18 208 -5
Jun03 021106 154.12 154.12 154.12 154.12 +0.18 0 4 +0
Total Volume and Open Interest 7,910 37,029 +1,432
Canadian Dollar(CME)
Dec02 021106 64.12 64.25 64.05 64.19 +0.05 3,438 52,760 -548
Mar03 021106 63.91 64.04 63.85 63.98 +0.04 84 4,959 +44
Jun03 021106 63.67 63.78 63.67 63.78 +0.03 10 2,351 +6
Sep03 021106 63.54 63.59 63.45 63.59 +0.02 2 754 +0
Total Volume and Open Interest 3,534 61,231 -498
Japanese Yen(CME)
Dec02 021106 81.90 82.38 81.86 82.25 +0.01 10,455 73,903 +117
Mar03 021106 82.22 82.56 82.22 82.55 +0.01 11 1,098 +9
Jun03 021106 82.84 82.84 82.84 82.84 +0.01 0 50 +0
Total Volume and Open Interest 10,466 75,258 +126
Swiss Franc(CME)
Dec02 021106 68.14 68.72 68.10 68.68 +0.29 16,052 45,761 +3,377
Mar03 021106 68.24 68.82 68.24 68.82 +0.28 14 658 +2
Jun03 021106 68.96 68.96 68.96 68.96 +0.28 4 7 +4
Total Volume and Open Interest 16,070 46,457 +3,383
EuroFX(CME)
Dec02 021106 99.39 100.13 99.33 100.08 +0.31 13,883 100,729 -561
Mar03 021106 99.00 99.70 99.00 99.70 +0.31 36 1,124 +47
Jun03 021106 99.36 99.36 99.36 99.36 +0.31 5 265 +5
Total Volume and Open Interest 13,925 102,158 -509
Mexican Peso(CME)
Dec02 021106 9750.0 9780.0 9710.0 9725.0 -10.0 2,581 13,717 +525
Mar03 021106 9575.0 9575.0 9537.5 9537.5 -9.5 0 1,893 +0
Total Volume and Open Interest 2,581 16,046 +525
30-Year T-Bonds(CBOT)
Dec02 021106 109~18 110~23 108~20 109~29 +0~15 134,140 396,840 -1,036
Mar03 021106 108~09 109~10 107~21 108~20 +0~14 705 49,771 +261
Jun03 021106 107~11 107~11 107~11 107~11 +0~13 50 458 -3
Total Volume and Open Interest 134,895 447,071 -778
Municipal Bonds(CBOT)
Dec02 021106 106~02 107~10 106~02 106~19 +0~06 339 3,484 -71
Mar03 021106 100~25 101~06 100~25 101~06 +0~04 51 97 +5
Total Volume and Open Interest 390 3,581 -66
10-Year T-Notes(CBOT)
Dec02 021106 113~215 114~155 113~045 113~270 +0~070 333,336 893,141 -6,355
Mar03 021106 112~015 113~035 111~295 112~160 +0~060 4,585 72,963 +916
Total Volume and Open Interest 337,921 966,129 -5,439
5-Year T-Notes(CBOT)
Dec02 021106 112~215 113~160 112~195 112~315 +0~030 131,842 0 -648,026
Mar03 021106 111~165 111~225 111~165 111~225 +0~025 728 20,854 +115
Total Volume and Open Interest 132,570 20,854 -647,911
2 Year T-Notes(CBOT)
Dec02 021106 107~030 107~072 107~026 107~037 -0~001 8,774 104,921 +948
Mar03 021106 106~104 106~113 106~100 106~113 unch      
Total Volume and Open Interest 8,774 104,921 +948
3-Mth T-Bills(IMM)
Dec02 021106 98.82 98.82 98.82 98.82 +0.12 0 554 +0
Total Volume and Open Interest 1 558 +1
Eurodollars(CME)
Dec02 021106 98.535 98.700 98.530 98.635 +0.095 98,441 925,944 +4,270
Mar03 021106 98.530 98.700 98.525 98.615 +0.075 78,374 693,545 +2,232
Jun03 021106 98.350 98.500 98.330 98.395 +0.020 88,405 557,790 +13,455
Sep03 021106 98.065 98.250 98.040 98.065 -0.035 86,895 470,142 +15,246
Dec03 021106 97.695 97.850 97.665 97.690 -0.035 57,925 401,609 +1,672
Mar04 021106 97.250 97.380 97.230 97.250 -0.055 35,422 257,751 +3,903
Jun04 021106 96.860 96.990 96.830 96.870 -0.030 24,734 189,946 -112
Sep04 021106 96.545 96.700 96.510 96.565 -0.020 20,446 157,133 +1,174
Dec04 021106 96.305 96.475 96.280 96.360 +0.015 8,806 131,284 +1,702
Mar05 021106 96.100 96.275 96.085 96.170 +0.025 7,619 114,978 +960
Jun05 021106 95.905 96.070 95.880 95.980 +0.040 7,221 92,651 +1,975
Sep05 021106 95.735 95.895 95.715 95.820 +0.055 7,360 86,288 +931
Total Volume and Open Interest 564,531 4,589,960 +53,175
3-Mth Euro-Yen(CME)
Dec02 021106 99.92 99.92 99.92 99.92 unch 24 7,457 -17
Mar03 021106 99.89 99.89 99.89 99.89 unch 100 10,252 +62
Jun03 021106 99.91 99.91 99.91 99.91 unch 2 6,488 -203
Sep03 021106 99.89 99.89 99.89 99.89 unch 0 5,781 +18
Dec03 021106 99.86 99.86 99.86 99.86 -0.01 1 1,735 +0
Mar04 021106 99.82 99.82 99.82 99.82 -0.01 0 824 -4
Jun04 021106 99.82 99.82 99.82 99.82 unch 0 663 +0
Sep04 021106 99.77 99.77 99.77 99.77 unch 4 1,355 +4
Dec04 021106 99.71 99.71 99.71 99.71 unch 1 262 +1
Mar05 021106 99.62 99.62 99.62 99.62 unch 0 760 +0
Total Volume and Open Interest 132 38,777 -139
3-Mth Euro-Yen(SIMEX)
Dec02 021106 99.92 99.92 99.92 99.92 +0.00 998 52,213 -29
Mar03 021106 99.89 99.89 99.89 99.89 0.00 1,272 39,776 +5
Jun03 021106 99.91 99.91 99.91 99.91 unch 2,667 46,654 +279
Sep03 021106 99.89 99.89 99.89 99.89 unch 10 33,021 +195
Dec03 021106 99.86 99.86 99.86 99.86 -0.01 758 26,312 +464
Mar04 021106 99.82 99.82 99.82 99.82 -0.01 1 20,408 +0
Jun04 021106 99.82 99.82 99.82 99.82 unch 25 11,892 -85
Sep04 021106 99.77 99.77 99.77 99.77 -0.01 0 2,817 -50
Total Volume and Open Interest 5,731 247,951 +779
German Euro-Bund(EUREX)
Dec02 021106 110.24 110.43 109.96 110.41 +0.08 690,103 723,746 -10,195
Mar03 021106 109.72 109.92 109.54 109.92 +0.07 7,595 9,349 +1,724
Jun03 021106 109.51 109.51 109.51 109.51 +0.08 3,245 2 -1
Total Volume and Open Interest 700,943 733,097 -8,472
German Euro-Bobl(EUREX)
Dec02 021106 108.71 108.77 108.48 108.74 +0.03 414,455 605,683 +6,920
Mar03 021106 108.52 108.64 108.40 108.62 unch 2,195 6,302 +399
Jun03 021106 108.24 108.24 108.24 108.24 +0.03 1,222 0 +0
Total Volume and Open Interest 417,872 611,985 +7,319
Long Gilt(LIFFE)
Dec02 021106 117~30 118~08 117~24 118~04 -0~01 32,923 84,251 +3,744
Mar03 021106 117~10 117~10 117~10 117~10 -0~01      
Total Volume and Open Interest 32,923 84,251 +3,744
3-Mth Short Sterling(LIFFE)
Dec02 021106 96.17 96.21 96.16 96.19 +0.02 29,063 0 +0
Mar03 021106 96.16 96.21 96.15 96.19 +0.01 34,259 0 +0
Jun03 021106 96.07 96.13 96.05 96.09 +0.01 21,363 0 +0
Total Volume and Open Interest 112,261    
3-Mth Euribor(LIFFE)
Dec02 021106 96.965 96.980 96.955 96.970 unch 160,026 624,065 -5,891
Mar03 021106 97.070 97.080 97.045 97.065 -0.015 114,006 495,014 +5,351
Jun03 021106 97.045 97.050 97.005 97.035 -0.015 92,554 340,636 +1,502
Total Volume and Open Interest 507,818 2,216,932 +4,647
3-Mth Aus T-Bills(SFE)
Dec02 021106 95.23 95.24 95.21 95.22 -0.01 5,966 311,489 +89
Mar03 021106 95.22 95.25 95.21 95.23 -0.01 2,143 89,502 +1,369
Jun03 021106 95.14 95.18 95.13 95.14 -0.02 881 44,985 -106
Sep03 021106 95.06 95.07 95.02 95.02 -0.02 389 22,681 +396
Dec03 021106 94.93 94.94 94.89 94.89 -0.02 404 14,453 +162
Mar04 021106 94.82 94.82 94.77 94.77 -0.03 54 9,548 -363
Jun04 021106 94.66 94.66 94.66 94.66 -0.05 108 6,531 -173
Sep04 021106 94.59 94.60 94.55 94.57 -0.04 170 4,695 +60
Dec04 021106 94.50 94.51 94.46 94.48 -0.04 0 2,256 +0
Mar05 021106 94.42 94.43 94.41 94.41 -0.04 0 760 +0
Total Volume and Open Interest 10,115 507,584 +1,434
10-Year Aus T-Bonds(SFE)
Dec02 021106 94.39 94.53 94.37 94.44 0.00 1,112 236,920 +11,602
Mar03 021106 94.40 94.40 94.40 94.40 -0.04      
Total Volume and Open Interest 6,524 225,318 -4,219
3-Year Aus T-Bonds(SFE)
Dec02 021106 95.03 95.06 95.01 95.01 -0.03 13,036 516,495 -25,598
Mar03 021106 95.01 95.01 95.01 95.01 -0.03      
Total Volume and Open Interest 13,036 516,495 -25,598
Gold(CMX)
Dec02 021106 317.2 318.3 317.2 317.9 -0.7 15,194 96,506 -838
Feb03 021106 318.5 319.2 318.0 318.7 -0.7 1,251 11,263 +348
Apr03 021106 319.0 319.9 318.8 319.3 -0.7 127 6,731 +24
Jun03 021106 319.9 320.0 319.2 319.7 -0.7 228 6,859 -85
Aug03 021106 320.1 320.1 320.1 320.1 -0.7 0 8,219 +0
Oct03 021106 320.5 320.5 320.5 320.5 -0.7 0 1,087 +0
Total Volume and Open Interest 17,010 152,269 -585
Silver(CMX)
Dec02 021106 447.5 449.5 446.5 448.3 -1.2 4,741 53,219 -995
Mar03 021106 451.0 451.5 449.0 450.7 -1.2 918 15,706 +519
May03 021106 451.9 451.9 451.9 451.9 -1.1 0 2,477 +0
Jul03 021106 454.5 454.5 452.0 453.0 -1.1 4 6,353 -1
Sep03 021106 454.0 454.0 454.0 454.0 -1.1 3 869 -2
Total Volume and Open Interest 5,672 85,603 -498
Platinum(NYM)
Jan03 021106 580.5 585.0 580.0 581.0 unch 327 6,814 +112
Apr03 021106 573.0 573.0 573.0 573.0 unch 0 55 +0
Jul03 021106 569.5 569.5 569.5 569.5 unch 1 4 -1
Total Volume and Open Interest 328 6,873 +111
Palladium(NYME)
Dec02 021106 313.00 315.00 311.80 313.00 -2.00 33 1,755 +6
Mar03 021106 314.50 314.50 313.65 313.65 -2.00 5 151 +4
Total Volume and Open Interest 38 1,906 +10
Copper(CMX)
Dec02 021106 72.85 73.10 72.50 73.05 +0.50 7,661 54,424 +399
Mar03 021106 73.60 73.85 73.40 73.75 +0.50 1,869 9,278 +570
May03 021106 73.95 74.20 73.95 74.15 +0.50 11 4,206 +0
Jul03 021106 74.60 74.60 74.45 74.55 +0.50 33 3,665 +3
Sep03 021106 75.00 75.00 74.95 74.95 +0.50 21 4,198 -14
Total Volume and Open Interest 10,675 91,462 +56
DJIA Index(CBOT)
Dec02 021106 8715 8777 8560 8767 +119 21,789 33,405 +101
Mar03 021106 8715 8755 8550 8755 +119 22 378 -8
Jun03 021106 8741 8741 8741 8741 +119 1 0 -1
Total Volume and Open Interest 21,812 33,810 +91
S & P 500(CME)
Dec02 021106 920.50 926.50 903.00 925.70 +11.70 46,501 553,984 -1,543
Mar03 021106 918.00 924.80 905.50 924.80 +11.50 462 62,610 +16
Jun03 021106 924.80 924.80 924.80 924.80 +11.80 80 4,367 +48
Sep03 021106 925.50 925.50 925.50 925.50 +11.50 1 43 -1
Total Volume and Open Interest 47,044 621,023 -1,485
S & P 500 E-Mini(Globex)
Dec02 021106 915.25 926.50 903.50 925.75 +11.75 517,610 397,602 +11,546
Mar03 021106 923.00 924.75 908.50 924.75 +11.50 40 96 +10
Total Volume and Open Interest 517,650 397,698 +11,556
NASDAQ 100(CME)
Dec02 021106 1059.00 1072.00 1033.00 1069.00 +17.50 14,156 77,066 +1,417
Mar03 021106 1072.50 1072.50 1072.50 1072.50 +17.50 2 3,291 -2
Jun03 021106 1076.00 1076.00 1076.00 1076.00 +17.50 1 6 +1
Total Volume and Open Interest 14,159 80,363 +1,416
NASDAQ 100 E-Mini(GLOBEX)
Dec02 021106 1053.5 1073.0 1033.0 1069.0 +17.5 252,561 150,274 +3,052
Mar03 021106 1072.0 1072.5 1050.5 1072.5 +17.5 4 9 -2
Total Volume and Open Interest 252,565 150,283 +3,050
NYSE Composite(NYBOT)
Dec02 021106 487.00 490.50 483.30 490.50 +5.50 294 1,810 +143
Mar03 021106 490.00 490.00 490.00 490.00 +5.50 0 80 +0
Jun03 021106 489.50 489.50 489.50 489.50 +5.50      
Total Volume and Open Interest 294 1,890 +143
S & P Midcap 400(CME)
Dec02 021106 437.50 440.50 433.10 440.25 +5.25 783 15,150 +84
Mar03 021106 440.75 440.75 440.75 440.75 +5.25      
Jun03 021106 441.75 441.75 441.75 441.75 +5.25      
Total Volume and Open Interest 783 15,150 +84
Russell 2000(CME)
Dec02 021106 389.00 393.50 386.00 393.25 +6.40 1,388 24,484 +0
Mar03 021106 393.75 393.75 393.75 393.75 +6.40      
Jun03 021106 395.75 395.75 395.75 395.75 +6.40      
Total Volume and Open Interest 1,388 24,484 +0
Value Line(KCBT)
Dec02 021106 1025.00 1044.50 1021.00 1044.00 +23.50 49 129 -13
Total Volume and Open Interest 49 158 -13
Nikkei 225(CME)
Dec02 021106 8990 9070 8950 9040 +60 1,180 19,419 -42
Mar03 021106 9050 9050 9050 9050 +60 0 44 +0
Total Volume and Open Interest 1,180 19,466 -42
Nikkei 225(SIMEX)
Dec02 021106 8990 9100 8910 8990 +20 22,420 97,630 +1,631
Mar03 021106 8980 8980 8980 8980 +20 0 441 +0
Jun03 021106 8945 8945 8945 8945 +20      
Total Volume and Open Interest 22,420 98,581 +1,631
CAC 40(MATIF)
Nov02 021106 3261.0 3308.5 3198.0 3220.5 -34.5 62,778 427,007 +16,479
Dec02 021106 3295.0 3310.0 3215.5 3227.5 -34.5 2,949 123,072 +342
Jan03 021106 3234.5 3234.5 3234.5 3234.5 -34.5      
Total Volume and Open Interest 66,027 583,182 +17,121
DAX Index(EUREX)
Dec02 021106 3432.0 3459.5 3292.5 3316.5 -61.0 82,406 222,675 +2,307
Mar03 021106 3464.5 3464.5 3325.0 3342.0 -60.5 875 11,434 +455
Jun03 021106 3479.0 3479.0 3363.0 3367.0 -61.0 56 1,864 +0
Total Volume and Open Interest 83,337 235,973 +2,762
FT-SE 100(LIFFE)
Dec02 021106 4167.00 4203.50 4091.00 4114.50 -35.50 154,151 406,715 +1,234
Mar03 021106 4144.00 4155.50 4082.00 4099.50 -36.50 782 40,747 +224
Jun03 021106 4125.00 4125.00 4093.50 4109.50 -36.00 151 20,802 +149
Total Volume and Open Interest 155,146 470,182 +1,645
SPI 200(SFE)
Dec02 021106 3076.0 3084.0 3068.0 3076.0 +14.0 10,002 149,570 +2,416
Mar03 021106 3081.0 3083.0 3081.0 3083.0 +17.0 7 1,952 -9
Jun03 021106 3088.0 3088.0 3088.0 3088.0 +15.0 0 1,238 +0
Total Volume and Open Interest 10,009 153,698 +2,407
GSCI(CME)
Nov02 021106 211.20 211.50 208.20 209.50 -2.00 75 15,358 +29
Dec02 021106 212.00 212.30 210.00 210.00 -1.50 3 58 +2
Jan03 021106 208.75 208.75 208.75 208.75 -1.75      
Total Volume and Open Interest 78 15,416 +31
Bridge CRB Index(NYBOT)
Jan03 021106 228.50 229.00 228.00 228.25 -0.25 90 268 -15
Feb03 021106 227.50 227.50 227.50 227.50 unch 43 219 +28
Apr03 021106 226.00 226.25 226.00 226.25 +0.25 25 111 +25
Total Volume and Open Interest 234 772 +9
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

Did You Know?

Did you know cocoa prices reached a more than 32-year high just a couple months ago --- and then fell 20%!

Monthly Cocoa chart - 1973-2011

Is there an opportunity?  If so, when?

Let MRCI help you with your cocoa commodity research with our brand new 2011 Softs Report!

Order NOW for the best value! MRCI's 2012 Softs Report does not come out until April 2012!