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 November 21, 2002
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan03 021121 573.00 576.00 568.50 569.50 -6.25 36,695 84,214 +372
Mar03 021121 569.00 572.25 565.25 565.75 -6.00 7,699 46,761 +511
May03 021121 562.00 564.00 556.50 557.50 -5.50 4,895 37,739 +568
Jul03 021121 555.00 559.00 552.00 552.50 -5.75 2,415 22,948 +457
Aug03 021121 549.00 549.00 543.50 543.50 -6.50 219 2,150 -7
Sep03 021121 525.50 525.50 525.50 525.50 -3.50 1 267 +0
Nov03 021121 509.50 511.50 508.00 508.75 -1.50 558 13,255 -48
Total Volume and Open Interest 52,483 207,497 +1,853
Soybean Meal(CBOT)
Dec02 021121 166.60 169.00 166.50 166.90 -0.70 12,818 34,240 -2,073
Jan03 021121 167.80 169.90 167.30 167.90 -0.60 8,745 19,460 +1,644
Mar03 021121 168.20 169.90 167.40 167.90 -0.70 4,102 22,911 +834
May03 021121 166.80 168.40 166.50 166.80 -0.30 2,899 26,273 +359
Jul03 021121 165.80 167.20 165.50 165.70 -0.50 2,401 18,611 +281
Aug03 021121 164.00 165.20 163.90 164.00 -0.20 462 3,679 +101
Sep03 021121 160.50 161.00 160.00 160.30 -0.50 167 3,735 +51
Oct03 021121 156.00 156.50 155.50 155.60 -0.40 40 2,735 +23
Total Volume and Open Interest 31,711 140,744 +1,283
Soybean Oil(CBOT)
Dec02 021121 22.23 22.28 21.91 21.92 -0.42 10,327 53,050 -2,642
Jan03 021121 22.20 22.23 21.92 21.94 -0.39 8,161 42,427 +1,881
Mar03 021121 22.06 22.13 21.83 21.84 -0.37 3,332 30,826 +1,016
May03 021121 21.78 21.83 21.56 21.57 -0.36 1,865 19,511 +51
Jul03 021121 21.60 21.60 21.35 21.38 -0.28 1,638 11,336 +365
Aug03 021121 21.30 21.35 21.00 21.00 -0.26 354 2,926 +19
Sep03 021121 20.90 20.95 20.71 20.72 -0.23 165 1,534 +108
Oct03 021121 20.60 20.60 20.30 20.34 -0.16 1 971 +1
Total Volume and Open Interest 26,253 171,025 +1,022
Canola(WCE)
Nov02 021114 445.0 448.5 445.0 448.5 +6.5 17 162 -16
Jan03 021121 455.5 457.0 453.5 453.9 -2.7 1,622 27,660 +484
Mar03 021121 460.5 462.0 458.1 458.9 -2.3 3,736 16,227 +1,014
May03 021121 463.5 463.5 460.1 460.1 -4.3 325 7,114 +90
Jul03 021121 461.0 461.0 457.1 457.1 -5.4 217 2,337 +145
Total Volume and Open Interest 6,673 58,602 +2,152
Corn(CBOT)
Dec02 021121 247.00 249.00 246.00 246.50 -1.50 55,765 127,471 -9,585
Mar03 021121 248.00 249.25 246.50 246.75 -1.75 37,383 203,063 +5,273
May03 021121 249.50 250.75 248.00 248.50 -1.50 6,718 57,964 +1,598
Jul03 021121 250.25 252.50 249.50 250.00 -1.25 5,932 57,724 +1,527
Sep03 021121 245.75 247.00 245.00 245.00 -1.00 512 13,496 +37
Dec03 021121 241.75 243.00 241.50 242.00 -0.50 1,096 35,911 -73
Total Volume and Open Interest 107,421 500,588 -1,224
Wheat(CBOT)
Dec02 021121 373.50 378.50 367.75 374.25 -0.25 14,919 27,357 -1,743
Mar03 021121 372.50 377.50 368.00 374.50 +1.00 12,043 46,726 +1,750
May03 021121 352.50 357.50 352.00 355.25 +1.75 481 3,710 +53
Jul03 021121 313.50 317.75 312.50 316.75 +2.00 1,648 13,308 -143
Sep03 021121 319.00 322.00 319.00 321.00 +2.00 75 1,808 +16
Total Volume and Open Interest 29,685 96,512 -116
Wheat(KCBT)
Dec02 021121 418.00 421.00 413.00 418.75 unch 3,617 15,931 -1,097
Mar03 021121 411.00 414.00 407.50 410.00 -2.25 5,280 27,500 -19
May03 021121 390.00 393.50 388.00 389.00 -2.00 347 4,864 -54
Jul03 021121 350.50 353.50 349.00 349.50 -2.25 448 9,381 +65
Sep03 021121 346.00 347.50 346.00 347.50 -1.50 26 1,987 +5
Total Volume and Open Interest 9,719 60,558 -1,100
Wheat(MGE)
Dec02 021121 431.00 433.00 425.00 427.25 -4.00 2,028 7,428 -357
Mar03 021121 437.50 438.50 431.00 433.50 -3.50 1,644 13,131 -72
May03 021121 430.00 432.00 429.00 429.25 -2.25 317 3,645 -60
Jul03 021121 413.00 414.00 411.50 412.50 -0.50 97 1,813 -98
Sep03 021121 380.00 382.00 379.00 380.00 -1.50 39 1,132 -70
Total Volume and Open Interest 4,199 28,142 -708
Oats(CBOT)
Dec02 021121 201.25 202.50 199.50 199.75 -2.00 593 4,104 -300
Mar03 021121 204.75 205.00 202.25 202.50 -2.25 553 3,585 +13
May03 021121 198.00 198.00 194.00 195.00 -1.00 98 831 +10
Jul03 021121 176.50 176.50 176.50 176.50 -2.00 0 83 +0
Total Volume and Open Interest 1,244 8,620 -277
Rough Rice(CBOT)
Jan03 021121 3.98 4.00 3.97 3.97 -0.02 476 5,248 +26
Mar03 021121 4.20 4.23 4.19 4.19 -0.03 338 1,757 +20
May03 021121 4.41 4.41 4.41 4.41 -0.02 11 1,001 +10
Jul03 021121 4.58 4.58 4.58 4.58 -0.02 3 879 +1
Total Volume and Open Interest 828 8,885 -51
Live Cattle(CME)
Dec02 021121 74.000 74.375 73.925 74.225 unch 9,382 35,475 -1,686
Feb03 021121 77.900 78.250 77.650 78.200 +0.250 6,348 41,133 +1,279
Apr03 021121 77.050 77.150 76.750 77.125 unch 2,803 26,374 +563
Jun03 021121 70.725 70.950 70.400 70.925 +0.100 979 14,410 +345
Aug03 021121 69.000 69.250 68.800 69.200 +0.125 541 3,977 +246
Oct03 021121 70.050 70.100 69.950 70.100 +0.050 4 703 +3
Total Volume and Open Interest 20,057 122,072 +750
Feeder Cattle(CME)
Nov02 021121 82.775 82.775 82.725 82.750 +0.025 250 1,974 -180
Jan03 021121 83.700 83.800 83.475 83.625 -0.150 1,076 7,939 -143
Mar03 021121 81.900 81.900 81.650 81.800 -0.150 458 2,987 +74
Apr03 021121 81.425 81.550 81.200 81.325 -0.050 115 1,144 +30
May03 021121 81.550 81.650 81.400 81.500 -0.075 73 517 +38
Aug03 021121 83.500 83.650 83.425 83.650 +0.025 41 373 +28
Sep03 021121 83.400 83.600 83.400 83.600 +0.100 10 47 +4
Total Volume and Open Interest 2,031 14,988 -144
Lean Hogs(CME)
Dec02 021121 46.100 46.150 44.850 44.900 -1.125 5,171 18,927 -249
Feb03 021121 53.850 54.400 52.700 52.750 -1.050 3,167 15,198 +481
Apr03 021121 57.900 58.350 57.100 57.150 -0.825 875 5,045 +388
May03 021121 61.850 61.975 61.500 61.900 -0.050 134 1,365 +115
Jun03 021121 64.500 64.675 64.100 64.325 -0.175 448 3,284 +324
Jul03 021121 61.875 61.950 61.450 61.750 -0.125 102 884 +50
Aug03 021121 59.500 59.700 59.250 59.250 -0.100 3 548 +2
Oct03 021121 52.300 52.700 52.150 52.150 -0.400 10 82 +3
Total Volume and Open Interest 9,910 45,351 +1,114
Pork Bellies(CME)
Feb03 021121 83.700 84.300 82.450 82.500 -1.075 1,018 1,970 +168
Mar03 021121 83.050 83.500 81.800 81.800 -0.700 64 137 +10
May03 021121 84.500 84.800 82.600 82.600 -0.500 5 49 +3
Jul03 021121 83.550 85.500 83.550 84.625 +2.125 0 27 +0
Aug03 021121 80.000 81.200 80.000 81.200 +3.000 0 5 +0
Total Volume and Open Interest 1,087 2,188 +181
Cocoa(NYBOT)
Dec02 021121 1770 1805 1765 1780 +2 215 1,358 -60
Mar03 021121 1725 1758 1718 1741 +3 3,187 29,057 -169
May03 021121 1711 1745 1710 1730 +2 403 10,551 -19
Jul03 021121 1700 1730 1700 1718 +2 1,513 7,525 -22
Sep03 021121 1709 1716 1706 1716 +2 2,194 7,244 -1,843
Dec03 021121 1717 1717 1717 1717 +2 8 10,847 +5
Mar04 021121 1723 1723 1723 1723 unch 12 3,275 +0
Total Volume and Open Interest 8,042 78,527 -1,598
Coffee "C"(NYBOT)
Dec02 021121 67.25 68.00 66.80 67.30 -0.80 1,138 2,641 -960
Mar03 021121 71.00 72.70 70.80 71.80 -0.60 7,561 47,196 +1,066
May03 021121 73.55 74.50 73.25 73.70 -0.55 846 9,097 +42
Jul03 021121 75.50 76.30 75.25 75.50 -0.55 324 7,179 +13
Sep03 021121 77.25 78.00 77.00 77.00 -0.55 71 4,025 -13
Dec03 021121 78.75 79.90 78.75 78.85 -0.55 20 943 +2
Total Volume and Open Interest 9,981 72,432 +160
Orange Juice(NYBOT)
Jan03 021121 101.95 102.45 100.25 102.30 +0.05 671 12,915 +246
Mar03 021121 104.60 104.90 104.60 104.85 +0.05 389 4,827 +81
May03 021121 106.40 106.50 106.40 106.50 unch 6 4,192 +2
Jul03 021121 107.00 107.00 107.00 107.00 unch 0 815 +0
Sep03 021121 107.25 107.25 107.25 107.25 -0.25 40 207 +40
Total Volume and Open Interest 1,106 23,296 +369
Sugar #11(NYBOT)
Mar03 021121 7.20 7.48 7.20 7.43 +0.19 19,174 115,355 -3,050
May03 021121 6.69 6.79 6.67 6.75 +0.10 2,793 27,483 -457
Jul03 021121 6.16 6.23 6.12 6.21 +0.10 2,676 23,229 +45
Oct03 021121 6.09 6.17 6.05 6.14 +0.09 2,408 18,300 +214
Mar04 021121 6.15 6.16 6.10 6.16 +0.09 1,517 8,168 -158
Total Volume and Open Interest 29,002 199,978 -3,304
London Cocoa(LCE)
Dec02 021121 1141 1146 1123 1139 -2 4,585 26,839 -3,746
Mar03 021121 1168 1173 1150 1167 -2 5,141 67,880 +400
May03 021121 1183 1187 1171 1183 -2 591 27,494 +263
Jul03 021121 1199 1201 1186 1198 -2 2,051 14,068 -213
Sep03 021121 1200 1214 1200 1211 -1 1,738 10,707 -230
Dec03 021121 1215 1218 1205 1216 -2 217 14,966 +136
Mar04 021121 1220 1228 1217 1228 -2 0 4,088 +0
Total Volume and Open Interest 14,343 166,591 -3,370
London Coffee(LCE)
Nov02 021121 811.00 811.00 795.00 802.00 -19.00 99 1,304 -253
Jan03 021121 821.00 821.00 798.00 808.00 -15.00 3,785 53,898 -929
Mar03 021121 833.00 833.00 814.00 823.00 -14.00 2,225 33,766 -119
May03 021121 848.00 849.00 827.00 838.00 -14.00 1,043 18,858 +576
Jul03 021121 858.00 858.00 842.00 851.00 -14.00 371 14,934 +62
Sep03 021121 864.00 864.00 864.00 864.00 -14.00 1 7,856 +0
Total Volume and Open Interest 7,530 135,766 -663
London Sugar(LCE)
Dec02 021115 209.50 217.90 209.00 214.00 +4.50 2,590 2,552 -2,069
Mar03 021121 204.40 211.50 204.40 208.90 +4.00 1,864 33,481 -77
May03 021121 194.40 198.00 194.20 196.40 +1.70 548 8,729 -61
Aug03 021121 184.00 186.30 184.00 185.40 +0.90 569 6,520 +128
Oct03 021121 174.30 174.30 172.20 172.90 -0.10 390 4,186 -68
Total Volume and Open Interest 3,646 56,330 -76
Cotton(NYBOT)
Dec02 021121 47.70 47.80 47.20 47.29 -0.52 6,354 1,890 -3,567
Mar03 021121 50.90 51.24 50.45 50.58 -0.46 14,242 50,605 +1,327
May03 021121 54.30 54.30 53.90 54.00 -0.30 4,137 17,083 +611
Jul03 021121 55.20 55.40 55.00 55.15 -0.35 494 5,897 +332
Oct03 021121 54.85 54.85 54.85 54.85 -0.15 76 279 +30
Dec03 021121 55.25 55.30 55.00 55.25 unch 951 3,631 +519
Total Volume and Open Interest 26,254 80,018 -748
Lumber(CME)
Jan03 021121 228.2 230.0 227.1 227.8 -1.3 189 2,485 -1
Mar03 021121 242.8 243.0 242.1 242.6 -0.2 84 540 +32
May03 021121 249.2 249.8 247.1 249.8 +0.3 28 195 +15
Jul03 021121 258.0 258.0 256.2 256.2 -1.8 0 45 +0
Total Volume and Open Interest 301 3,267 +46
Crude Oil(NYM)
Jan03 021121 26.40 26.55 26.20 26.35 +0.26 107,495 145,706 -2,293
Feb03 021121 26.22 26.35 26.05 26.20 +0.31 22,530 38,440 -1,740
Mar03 021121 25.92 26.05 25.80 25.92 +0.28 6,754 31,703 +670
Apr03 021121 25.60 25.70 25.55 25.62 +0.23 3,716 27,909 +546
May03 021121 25.30 25.40 25.25 25.34 +0.18 2,463 19,563 -261
Jun03 021121 25.20 25.20 25.04 25.08 +0.14 5,364 29,979 +757
Jul03 021121 24.83 24.86 24.83 24.86 +0.11 847 17,354 +157
Aug03 021121 24.65 24.66 24.65 24.66 +0.09 434 9,888 +76
Sep03 021121 24.38 24.48 24.35 24.48 +0.07 268 15,256 +151
Oct03 021121 24.22 24.30 24.22 24.30 +0.05 130 8,611 +86
Total Volume and Open Interest 200,609 463,628 -18,579
Heating Oil(NYM)
Dec02 021121 75.30 75.30 73.80 74.93 +0.42 32,693 32,756 -3,961
Jan03 021121 74.90 74.90 73.80 74.59 +0.42 24,553 49,739 +1,359
Feb03 021121 73.75 73.90 73.00 73.59 +0.42 7,089 23,619 +1,119
Mar03 021121 71.20 71.50 71.00 71.24 +0.37 4,666 16,258 +228
Apr03 021121 68.65 69.40 68.65 69.09 +0.32 1,392 13,752 -131
May03 021121 67.15 67.60 67.14 67.14 +0.27 763 5,903 +246
Jun03 021121 66.44 66.44 66.44 66.44 +0.27 300 6,985 +60
Jul03 021121 66.20 66.34 66.20 66.34 +0.27 452 3,716 +85
Aug03 021121 66.60 67.00 66.44 66.44 +0.27 563 2,896 +398
Sep03 021121 66.94 66.94 66.94 66.94 +0.27 132 2,193 +22
Total Volume and Open Interest 73,015 166,640 -397
Unleaded Gas(NYM)
Dec02 021121 71.75 72.60 70.80 72.42 +1.13 19,322 25,091 -2,069
Jan03 021121 70.70 71.45 70.40 71.23 +0.84 11,941 33,857 +1,215
Feb03 021121 71.50 71.75 71.00 71.59 +0.87 3,003 14,011 +631
Mar03 021121 72.00 72.19 71.60 72.19 +0.87 1,491 10,230 +353
Apr03 021121 78.50 78.80 78.50 78.65 +0.81 929 8,498 -349
May03 021121 78.30 78.60 78.30 78.60 +0.76 475 4,241 +25
Jun03 021121 78.00 78.00 77.95 77.95 +0.71 510 3,571 -475
Jul03 021121 76.80 76.80 76.75 76.75 +0.66 226 1,909 -26
Total Volume and Open Interest 38,499 107,640 -299
Natural Gas(NYM)
Dec02 021121 4.235 4.400 4.200 4.351 +0.097 39,644 39,939 -1,598
Jan03 021121 4.340 4.480 4.310 4.439 +0.087 16,515 47,014 +924
Feb03 021121 4.245 4.370 4.225 4.342 +0.080 7,088 29,295 +887
Mar03 021121 4.125 4.240 4.115 4.207 +0.060 4,905 34,822 -541
Apr03 021121 3.950 4.020 3.930 3.979 +0.022 2,359 17,677 -580
May03 021121 3.880 3.940 3.870 3.914 +0.017 1,917 15,007 -269
Jun03 021121 3.880 3.940 3.880 3.914 +0.022 431 22,116 -3
Jul03 021121 3.910 3.950 3.890 3.934 +0.024 436 15,362 -50
Total Volume and Open Interest 78,435 397,527 -1,336
Brent Crude Oil(IPE)
Jan03 021121 24.65 25.06 24.65 24.83 +0.30 42,786 72,589 -1,419
Feb03 021121 24.87 25.07 24.79 24.82 +0.13 16,100 52,761 +3,201
Mar03 021121 24.73 24.88 24.63 24.63 +0.10 8,200 24,538 -237
Apr03 021121 24.45 24.53 24.35 24.35 +0.07 4,751 18,617 +208
May03 021121 24.26 24.27 24.08 24.08 +0.02 1,510 13,100 -260
Jun03 021121 24.00 24.02 23.81 23.81 -0.03 5,268 25,202 -86
Jul03 021121 23.80 23.82 23.61 23.61 -0.06 1,816 9,197 -936
Aug03 021121 23.63 23.63 23.44 23.44 -0.09 1,270 4,989 -65
Total Volume and Open Interest 84,686 270,255 -78
Gas Oil(IPE)
Dec02 021121 220.00 222.75 217.75 219.75 +2.75 23,483 62,223 +449
Jan03 021121 219.00 221.75 217.75 219.75 +3.00 18,431 51,653 +1,352
Feb03 021121 217.00 218.50 215.25 217.00 +2.75 3,353 14,612 -305
Mar03 021121 213.50 213.50 211.50 213.25 +2.50 1,358 9,969 -695
Apr03 021121 209.50 209.50 207.50 209.25 +2.00 50 8,050 +50
May03 021121 206.25 206.25 205.75 206.00 +1.75 2,004 4,558 +2,000
Jun03 021121 204.75 205.00 202.50 204.00 +1.50 3,343 17,912 -1,870
Jul03 021121 204.00 204.00 204.00 204.00 +1.50 0 2,831 +0
Total Volume and Open Interest 52,072 197,177 +1,031
US Dollar Index(NYBOT)
Dec02 021121 105.90 106.24 105.74 105.93 -0.12 878 17,612 -361
Mar03 021121 106.28 106.73 106.27 106.45 -0.12 48 2,193 +22
Jun03 021121 106.97 106.97 106.97 106.97 -0.12 0 4 +0
Total Volume and Open Interest 926 19,809 -339
Australian Dollar(CME)
Dec02 021121 56.13 56.18 56.04 56.15 +0.31 1,692 39,327 -233
Mar03 021121 55.70 55.70 55.70 55.70 +0.31 23 474 +40
Jun03 021121 55.25 55.25 55.25 55.25 +0.31 0 682 +0
Total Volume and Open Interest 1,715 40,733 -193
British Pound(CME)
Dec02 021121 157.56 157.92 157.24 157.64 +0.62 3,334 41,385 -1,953
Mar03 021121 156.60 156.80 156.36 156.64 +0.62 43 628 +32
Jun03 021121 155.66 155.66 155.66 155.66 +0.62 0 4 +0
Total Volume and Open Interest 3,377 42,018 -1,921
Canadian Dollar(CME)
Dec02 021121 63.17 63.34 63.17 63.32 +0.36 5,141 47,852 -997
Mar03 021121 62.97 63.12 62.97 63.10 +0.36 919 7,747 +327
Jun03 021121 62.81 62.90 62.80 62.90 +0.36 69 3,382 +39
Sep03 021121 62.60 62.71 62.60 62.71 +0.36 9 846 +3
Total Volume and Open Interest 6,183 60,431 -620
Japanese Yen(CME)
Dec02 021121 81.79 81.80 81.38 81.54 -0.08 6,062 71,425 -2,039
Mar03 021121 82.05 82.05 81.68 81.83 -0.08 86 1,413 +56
Jun03 021121 81.96 82.11 81.96 82.11 -0.08 0 54 +0
Total Volume and Open Interest 6,148 73,109 -1,983
Swiss Franc(CME)
Dec02 021121 68.31 68.38 67.95 68.14 -0.08 3,027 50,325 -541
Mar03 021121 68.36 68.45 68.08 68.26 -0.08 39 950 +2
Jun03 021121 68.40 68.40 68.40 68.40 -0.08 0 8 +0
Total Volume and Open Interest 3,066 51,315 -539
EuroFX(CME)
Dec02 021121 100.15 100.26 99.67 99.98 -0.06 7,369 101,461 +251
Mar03 021121 99.67 99.70 99.33 99.60 -0.06 244 2,081 +87
Jun03 021121 99.26 99.26 99.26 99.26 -0.06 0 380 +0
Total Volume and Open Interest 7,613 103,967 +338
Mexican Peso(CME)
Dec02 021121 9850.0 9895.0 9835.0 9842.0 -5.0 3,506 15,970 -294
Mar03 021121 9675.0 9705.0 9662.0 9662.0 -5.0 266 3,173 +127
Total Volume and Open Interest 4,022 19,865 +82
30-Year T-Bonds(CBOT)
Dec02 021121 111~03 111~10 109~21 110~04 -0~29 267,298 381,381 -11,856
Mar03 021121 109~24 110~00 108~16 108~28 -0~29 39,709 100,311 +18,253
Jun03 021121 108~17 108~20 107~09 107~22 -0~28 338 529 +65
Total Volume and Open Interest 307,345 482,309 +6,462
Municipal Bonds(CBOT)
Dec02 021121 107~11 107~12 106~23 106~30 -0~16 245 3,655 -17
Mar03 021121 100~31 100~31 100~19 100~20 -0~16 9 166 +3
Total Volume and Open Interest 254 3,821 -14
10-Year T-Notes(CBOT)
Dec02 021121 113~145 113~175 112~165 112~275 -0~150 509,969 743,518 -10,713
Mar03 021121 112~040 112~065 111~065 111~175 -0~165 60,216 199,311 +18,550
Total Volume and Open Interest 571,698 944,232 +9,215
5-Year T-Notes(CBOT)
Dec02 021121 112~100 112~100 111~230 111~300 -0~100 172,269 0 +0
Mar03 021121 110~315 110~315 110~130 110~200 -0~105 12,669 0 +0
Total Volume and Open Interest 184,938    
2 Year T-Notes(CBOT)
Dec02 021121 107~008 107~008 106~109 106~116 -0~016 11,662 112,991 +1,311
Mar03 021121 106~072 106~072 106~044 106~049 -0~019 3,628 5,690 +2,877
Total Volume and Open Interest 15,290 118,681 +4,188
3-Mth T-Bills(IMM)
Dec02 021121 98.78 98.78 98.78 98.78 -0.01 0 569 +0
Total Volume and Open Interest 1 588 +0
Eurodollars(CME)
Dec02 021121 98.588 98.588 98.565 98.573 -0.007 67,188 901,075 -9,514
Mar03 021121 98.525 98.530 98.470 98.485 -0.020 114,999 707,371 -8,698
Jun03 021121 98.255 98.260 98.160 98.185 -0.045 121,842 553,532 -3,400
Sep03 021121 97.895 97.900 97.780 97.800 -0.070 103,904 428,991 -14,773
Dec03 021121 97.500 97.510 97.370 97.390 -0.085 57,785 387,087 -4,210
Mar04 021121 97.100 97.110 96.970 96.990 -0.090 26,426 242,225 -5,078
Jun04 021121 96.755 96.765 96.615 96.635 -0.105 17,884 185,870 -792
Sep04 021121 96.480 96.485 96.325 96.350 -0.115 16,977 168,406 +1,846
Dec04 021121 96.265 96.265 96.110 96.130 -0.110 9,763 129,137 -2,321
Mar05 021121 96.095 96.095 95.940 95.965 -0.105 5,964 115,186 -77
Jun05 021121 95.925 95.930 95.770 95.805 -0.100 5,408 93,390 -636
Sep05 021121 95.770 95.770 95.630 95.660 -0.095 7,586 94,295 +465
Total Volume and Open Interest 579,709 4,460,668 -46,529
3-Mth Euro-Yen(CME)
Dec02 021121 99.92 99.92 99.92 99.92 unch 1 9,094 -13
Mar03 021121 99.87 99.87 99.86 99.86 -0.01 50 11,880 -5
Jun03 021121 99.88 99.88 99.88 99.88 -0.01 0 6,411 -201
Sep03 021121 99.86 99.86 99.86 99.86 unch 52 5,856 -39
Dec03 021121 99.83 99.83 99.83 99.83 -0.01 1 1,736 +1
Mar04 021121 99.78 99.78 99.78 99.78 -0.01 0 824 +0
Jun04 021121 99.77 99.78 99.77 99.78 unch 30 670 +40
Sep04 021121 99.73 99.73 99.73 99.73 unch 120 1,437 -157
Dec04 021121 99.71 99.71 99.71 99.71 unch 0 262 +0
Mar05 021121 99.65 99.65 99.65 99.65 unch 0 760 +0
Total Volume and Open Interest 254 42,130 -374
3-Mth Euro-Yen(SIMEX)
Dec02 021121 99.91 99.91 99.91 99.91 unch 886 59,017 +788
Mar03 021121 99.86 99.86 99.86 99.86 unch 2,653 40,268 -928
Jun03 021121 99.89 99.89 99.88 99.88 -0.01 5,760 49,574 +2,956
Sep03 021121 99.87 99.87 99.85 99.86 -0.01 1,187 31,086 +58
Dec03 021121 99.84 99.84 99.83 99.84 unch 1,417 27,554 +899
Mar04 021121 99.79 99.79 99.77 99.79 -0.01 716 21,602 -5
Jun04 021121 99.78 99.78 99.78 99.78 -0.01 319 12,116 -105
Sep04 021121 99.73 99.74 99.73 99.73 -0.01 168 2,797 -57
Total Volume and Open Interest 13,206 259,043 +3,706
German Euro-Bund(EUREX)
Dec02 021119 111.75 111.87 111.62 111.64 +0.05 360,059 725,352 +2,883
Mar03 021119 111.27 111.39 111.20 111.20 +0.07 1,559 24,726 +656
Jun03 021119 110.74 110.74 110.74 110.74 +0.05 165 0 +0
Total Volume and Open Interest 361,783 750,078 +3,539
German Euro-Bobl(EUREX)
Dec02 021119 109.48 109.52 109.37 109.38 +0.02 223,566 604,154 +2,585
Mar03 021119 109.39 109.39 109.33 109.33 +0.03 1,026 11,415 +880
Jun03 021119 108.88 108.88 108.88 108.88 +0.02      
Total Volume and Open Interest 224,592 615,569 +3,465
Long Gilt(LIFFE)
Dec02 021119 119~12 119~19 119~10 119~14 +0~05 17,519 81,868 -135
Mar03 021119 118~23 118~23 118~23 118~23 +0~05 0 19 +0
Total Volume and Open Interest 17,519 81,887 -135
3-Mth Short Sterling(LIFFE)
Dec02 021119 96.04 96.06 96.03 96.04 unch 11,099 0 +0
Mar03 021119 96.05 96.07 96.02 96.04 +0.01 17,796 0 +0
Jun03 021119 95.96 95.98 95.92 95.95 +0.02 9,771 0 +0
Total Volume and Open Interest 52,609    
3-Mth Euribor(LIFFE)
Dec02 021119 97.070 97.085 97.060 97.080 +0.015 55,705 719,470 +118,874
Mar03 021119 97.190 97.195 97.170 97.185 +0.015 41,687 509,704 -10,935
Jun03 021119 97.180 97.185 97.160 97.170 +0.020 26,259 346,053 -2,111
Total Volume and Open Interest 170,896 2,383,692 +109,519
3-Mth Aus T-Bills(SFE)
Dec02 021121 95.22 95.22 95.17 95.19 -0.04 4,383 225,370 -5,564
Mar03 021121 95.32 95.33 95.27 95.28 -0.08 7,106 112,779 +4,170
Jun03 021121 95.24 95.26 95.20 95.23 -0.07 1,220 50,196 +510
Sep03 021121 95.16 95.16 95.10 95.14 -0.08 1,071 26,028 +416
Dec03 021121 95.04 95.05 94.98 95.01 -0.11 426 15,613 +323
Mar04 021121 94.92 94.94 94.84 94.88 -0.12 1,338 11,369 +1,188
Jun04 021121 94.82 94.82 94.75 94.76 -0.13 427 7,120 +357
Sep04 021121 94.71 94.71 94.64 94.64 -0.14 301 5,042 +200
Dec04 021121 94.61 94.61 94.55 94.55 -0.14 301 2,206 +250
Mar05 021121 94.47 94.47 94.47 94.47 -0.14 0 541 +0
Total Volume and Open Interest 16,573 456,893 +1,850
10-Year Aus T-Bonds(SFE)
Dec02 021121 94.62 94.62 94.53 94.56 -0.12 5,406 179,347 -24,026
Mar03 021121 94.56 94.56 94.56 94.56 -0.12      
Total Volume and Open Interest 5,406 179,347 -24,026
3-Year Aus T-Bonds(SFE)
Dec02 021121 95.12 95.14 95.04 95.08 -0.13 25,562 461,016 -147,217
Mar03 021121 95.08 95.08 95.08 95.08 -0.13      
Total Volume and Open Interest 25,562 461,016 -147,217
Gold(CMX)
Dec02 021121 318.3 318.5 317.2 317.6 unch 21,837 83,289 -2,624
Feb03 021121 319.5 319.6 318.1 318.5 -0.1 3,726 33,466 +1,325
Apr03 021121 320.3 321.0 319.0 319.2 unch 553 8,054 +254
Jun03 021121 320.5 320.6 319.5 319.8 +0.1 532 8,613 +71
Aug03 021121 320.3 320.3 320.3 320.3 +0.2 6 8,280 +0
Oct03 021121 320.9 320.9 320.9 320.9 +0.3 1 1,094 +1
Total Volume and Open Interest 27,202 169,228 -757
Silver(CMX)
Dec02 021121 453.5 455.0 443.0 446.8 -6.7 13,879 37,514 -3,524
Mar03 021121 456.0 457.0 446.0 449.3 -6.6 9,608 31,469 +4,874
May03 021121 455.5 455.5 447.0 450.6 -6.7 669 3,284 +373
Jul03 021121 452.0 453.0 450.0 451.7 -6.6 369 7,207 +150
Sep03 021121 452.8 452.8 452.8 452.8 -6.6 0 869 +0
Total Volume and Open Interest 25,032 88,257 +2,001
Platinum(NYM)
Jan03 021121 587.5 590.0 586.0 588.4 +1.6 497 7,787 +54
Apr03 021121 580.4 580.4 580.4 580.4 +1.6 0 59 +0
Jul03 021121 576.9 576.9 576.9 576.9 +1.6 0 7 +0
Total Volume and Open Interest 497 7,853 +54
Palladium(NYME)
Dec02 021121 280.00 283.00 277.50 279.80 +0.65 288 1,069 -132
Mar03 021121 279.80 280.50 275.20 278.80 +0.40 258 956 +150
Total Volume and Open Interest 546 2,025 +18
Copper(CMX)
Dec02 021121 73.70 74.25 73.55 73.95 +0.05 13,758 41,831 -2,512
Mar03 021121 74.55 75.10 74.45 74.80 +0.05 5,483 19,324 +2,512
May03 021121 74.95 75.25 74.95 75.25 +0.05 441 4,221 +85
Jul03 021121 75.55 75.75 75.35 75.60 +0.05 302 3,721 +3
Sep03 021121 76.05 76.05 75.85 75.85 +0.10 42 4,026 +1
Total Volume and Open Interest 20,837 88,085 +245
DJIA Index(CBOT)
Dec02 021121 8665 8864 8660 8859 +187 25,636 33,913 -611
Mar03 021121 8690 8845 8675 8842 +188 103 485 +39
Jun03 021121 8826 8826 8826 8826 +188 2 3 +1
Total Volume and Open Interest 25,741 34,428 -571
S & P 500(CME)
Dec02 021121 921.00 936.50 919.00 935.50 +16.80 66,789 554,723 +6,122
Mar03 021121 920.50 934.70 920.50 934.70 +16.90 466 80,696 +365
Jun03 021121 920.00 934.60 920.00 934.60 +17.00 83 4,108 +38
Sep03 021121 934.60 934.60 934.60 934.60 +16.50 5 48 +0
Total Volume and Open Interest 67,343 639,604 +6,534
S & P 500 E-Mini(Globex)
Dec02 021121 919.00 936.75 916.50 935.50 +16.75 620,615 445,576 +42,387
Mar03 021121 920.00 935.50 919.50 934.75 +17.00 310 301 +16
Total Volume and Open Interest 620,925 445,877 +42,403
NASDAQ 100(CME)
Dec02 021121 1083.00 1122.00 1081.00 1117.50 +41.50      
Mar03 021121 1087.00 1121.00 1087.00 1121.00 +41.50      
Jun03 021121 1124.50 1124.50 1124.50 1124.50 +41.50      
Total Volume and Open Interest      
NASDAQ 100 E-Mini(GLOBEX)
Dec02 021119 1048.5 1052.0 1019.0 1032.5 -17.5 241,952 158,646 -1,078
Mar03 021119 1040.0 1049.0 1030.0 1036.0 -17.5 9 19 +4
Total Volume and Open Interest 241,961 158,665 -1,074
NYSE Composite(NYBOT)
Dec02 021121 487.50 494.25 487.50 494.25 +7.00 370 2,412 +83
Mar03 021121 490.00 493.75 490.00 493.75 +7.00 20 80 +0
Jun03 021121 493.25 493.25 493.25 493.25 +7.00      
Total Volume and Open Interest 390 2,492 +83
S & P Midcap 400(CME)
Dec02 021121 437.00 445.50 435.50 445.00 +9.50 1,328 15,830 +357
Mar03 021121 445.40 445.40 445.40 445.40 +9.50      
Jun03 021121 446.40 446.40 446.40 446.40 +9.50      
Total Volume and Open Interest 1,328 15,830 +357
Russell 2000(CME)
Dec02 021121 392.00 398.50 389.50 397.65 +7.40 2,243 26,044 +517
Mar03 021121 397.65 397.65 397.65 397.65 +7.50 0 140 +0
Jun03 021121 399.65 399.65 399.65 399.65 +7.50      
Total Volume and Open Interest 2,243 26,184 +517
Value Line(KCBT)
Dec02 021121 1047.00 1069.00 1047.00 1069.00 +28.00 79 323 +19
Total Volume and Open Interest 81 350 +19
Nikkei 225(CME)
Dec02 021119 8325 8410 8305 8335 -20 995 19,337 -8
Mar03 021119 8360 8360 8345 8345 -20 6 67 +6
Total Volume and Open Interest 1,011 19,412 -8
Nikkei 225(SIMEX)
Dec02 021121 8550 8690 8535 8660 +195 16,270 101,511 -1,467
Mar03 021121 8650 8650 8650 8650 +195 0 441 +0
Jun03 021121 8610 8610 8610 8610 +195      
Total Volume and Open Interest 16,270 101,952 -1,467
CAC 40(MATIF)
Nov02 021119 3183.5 3223.5 3156.5 3180.0 -26.0 50,297 503,615 -1,187
Dec02 021119 3178.0 3197.0 3167.5 3186.5 -26.0 2,466 135,438 +1,602
Jan03 021119 3193.5 3193.5 3193.5 3193.5 -26.0      
Total Volume and Open Interest 52,765 673,832 +415
DAX Index(EUREX)
Dec02 021121 3265.0 3314.0 3236.5 3303.0 +77.5 81,838 221,722 +2,256
Mar03 021121 3298.0 3329.5 3268.0 3326.5 +78.5 121 13,813 +67
Jun03 021121 3350.0 3350.0 3350.0 3350.0 +79.5 8 2,021 -5
Total Volume and Open Interest 81,967 237,556 +2,318
FT-SE 100(LIFFE)
Dec02 021121 4151.00 4209.50 4147.00 4208.00 +113.00 48,612 376,350 -1,507
Mar03 021121 4145.50 4192.50 4134.00 4192.50 +113.00 1,512 47,114 -158
Jun03 021121 4179.50 4202.00 4153.00 4202.00 +114.50 982 25,452 -28
Total Volume and Open Interest 51,326 453,200 -1,863
SPI 200(SFE)
Dec02 021119 3000.0 3008.0 2990.0 2992.0 -20.0 8,120 135,090 +2,209
Mar03 021119 3003.0 3008.0 2995.0 2995.0 -21.0 51 2,918 -56
Jun03 021119 3007.0 3007.0 3001.0 3001.0 -20.0 0 1,247 -38
Total Volume and Open Interest 8,172 141,342 +2,116
GSCI(CME)
Dec02 021121 217.00 217.00 216.00 216.80 +2.05 33 14,742 -12
Jan03 021121 215.50 215.50 215.50 215.50 +2.00      
Feb03 021121 213.50 213.50 213.50 213.50 +1.50      
Total Volume and Open Interest 33 14,742 -12
Bridge CRB Index(NYBOT)
Jan03 021121 231.15 231.20 230.00 230.25 +0.05 31 308 -2
Feb03 021121 229.50 229.50 229.50 229.50 +0.05 0 220 +0
Apr03 021121 227.50 228.25 227.50 228.25 +0.05 6 120 +1
Total Volume and Open Interest 37 649 -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

Newsflash

Let MRCI introduce you to our brand new Futures Highlight!

The focus on a single market each month can provide you more in-depth knowledge of how it trades. What if you knew such things as ...
(1) average daily ranges by day of week
(2)  how often it tends to close higher/lower by day of week
(3)  how often it tends to gap up/down
(4)  historical summary of daily % of price change

FREE for a limited time!!!