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 November 29, 2002
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan03 021129 580.00 581.50 577.25 578.75 +1.50 30,692 88,142 +2,071
Mar03 021129 576.50 577.00 573.00 574.00 +1.25 4,722 47,615 +419
May03 021129 565.00 566.00 563.00 564.25 +2.00 2,290 39,731 +218
Jul03 021129 559.50 559.75 558.00 558.25 +1.50 3,149 24,227 +429
Aug03 021129 551.00 551.00 548.00 548.50 +1.50 130 2,083 +73
Sep03 021129 532.00 532.00 532.00 532.00 +2.75 0 290 +0
Nov03 021129 510.25 510.75 510.00 510.00 +2.25 993 15,096 +124
Total Volume and Open Interest 41,977 217,355 +3,335
Soybean Meal(CBOT)
Dec02 021129 167.70 168.00 166.00 166.10 -1.00 19,892 12,094 -4,598
Jan03 021129 169.10 169.10 167.30 167.40 -1.00 14,897 30,275 +3,002
Mar03 021129 168.80 168.90 166.80 166.90 -1.20 5,661 25,967 +49
May03 021129 166.30 166.50 165.30 165.40 -0.30 3,182 26,470 +446
Jul03 021129 165.00 165.20 164.00 164.10 -0.60 1,040 18,632 -253
Aug03 021129 162.20 162.20 161.00 161.50 unch 482 4,834 +328
Sep03 021129 158.50 158.50 157.50 157.80 unch 122 3,983 +45
Oct03 021129 153.50 154.50 152.80 152.90 +0.60 89 3,158 +89
Total Volume and Open Interest 46,864 136,127 -436
Soybean Oil(CBOT)
Dec02 021129 22.75 22.88 22.68 22.82 +0.18 13,470 13,664 -3,337
Jan03 021129 22.80 22.93 22.73 22.77 +0.10 18,203 70,300 +5,230
Mar03 021129 22.65 22.80 22.63 22.65 +0.12 6,676 44,996 +1,757
May03 021129 22.18 22.30 22.18 22.25 +0.19 2,657 22,368 +503
Jul03 021129 21.85 21.95 21.80 21.87 +0.13 609 13,658 +136
Aug03 021129 21.55 21.60 21.50 21.50 +0.10 46 3,525 +45
Sep03 021129 21.20 21.20 21.15 21.15 +0.10 1 1,801 +0
Oct03 021129 20.72 20.72 20.65 20.65 +0.08 25 1,018 +25
Total Volume and Open Interest 41,993 180,163 +4,412
Canola(WCE)
Jan03 021129 456.0 456.0 449.5 451.7 -4.1      
Mar03 021129 459.7 460.5 455.0 456.9 -3.3      
May03 021129 463.0 463.0 458.0 458.0 -4.0      
Jul03 021129 456.2 457.4 454.5 455.1 -3.6      
Sep03 021129 389.0 389.0 389.0 389.0 -3.0      
Total Volume and Open Interest      
Corn(CBOT)
Dec02 021129 242.00 243.25 240.00 240.25 -0.50 53,466 38,594 -17,467
Mar03 021129 244.75 245.25 241.25 241.50 -2.75 46,276 246,552 +11,162
May03 021129 246.00 246.25 243.00 243.25 -2.25 4,092 64,188 +955
Jul03 021129 248.00 248.25 244.75 245.00 -2.00 3,662 62,525 +933
Sep03 021129 243.75 244.50 242.50 242.75 -0.50 188 13,989 +2
Dec03 021129 241.25 241.50 240.00 240.25 -0.50 1,568 38,034 +391
Total Volume and Open Interest 109,416 468,918 -4,014
Wheat(CBOT)
Dec02 021129 375.50 377.50 371.50 373.00 -7.50 7,814 7,921 -2,022
Mar03 021129 380.50 382.50 376.25 379.75 -4.00 11,670 59,119 +2,087
May03 021129 362.00 365.00 359.00 360.50 -3.25 609 4,238 +278
Jul03 021129 320.00 322.00 319.00 321.50 -2.25 967 13,319 +24
Sep03 021129 325.00 325.00 323.50 324.50 -2.50 184 2,178 +286
Total Volume and Open Interest 21,431 90,589 +767
Wheat(KCBT)
Dec02 021129 428.50 433.00 427.00 432.75 +3.00 3,817 3,874 -1,815
Mar03 021129 418.50 420.00 414.00 419.50 -0.25 4,588 33,406 +393
May03 021129 395.50 397.00 393.00 393.00 -2.50 399 5,104 +81
Jul03 021129 358.00 359.00 357.00 357.50 -1.25 727 8,727 -349
Sep03 021129 356.50 356.50 356.50 356.50 -2.50 148 2,095 +24
Total Volume and Open Interest 9,786 54,251 -1,565
Wheat(MGE)
Dec02 021129 415.00 420.00 415.00 416.00 -3.25 3,879 2,204 -1,039
Mar03 021129 431.00 433.25 429.00 430.75 -1.25 4,068 14,392 -525
May03 021129 427.50 429.50 425.00 426.75 -1.50 665 3,731 +286
Jul03 021129 412.00 413.00 411.50 413.00 -1.00 24 1,890 -1
Sep03 021129 380.00 380.00 379.00 379.50 -1.50 54 1,220 +28
Total Volume and Open Interest 8,701 24,430 -1,251
Oats(CBOT)
Dec02 021129 193.25 206.50 193.25 204.00 +10.00 1,327 1,072 -579
Mar03 021129 200.50 209.00 200.50 206.00 +5.25 1,141 4,882 +266
May03 021129 197.00 198.00 195.50 198.00 +3.50 217 891 +67
Jul03 021129 179.50 179.50 179.50 179.50 +0.25 20 106 +5
Total Volume and Open Interest 2,705 7,016 -241
Rough Rice(CBOT)
Jan03 021129 4.04 4.08 4.04 4.08 +0.05 110 4,868 -9
Mar03 021129 4.28 4.31 4.28 4.31 +0.06 42 1,972 +22
May03 021129 4.50 4.52 4.50 4.52 +0.06 0 994 +0
Jul03 021129 4.68 4.68 4.68 4.68 +0.05 2 881 -2
Total Volume and Open Interest 158 8,723 +15
Live Cattle(CME)
Dec02 021129 74.900 74.975 74.650 74.775 -0.200 5,922 26,032 -1,722
Feb03 021129 78.700 78.750 78.350 78.475 -0.225 3,703 52,125 +126
Apr03 021129 77.850 78.000 77.650 77.975 -0.050 2,470 28,181 +107
Jun03 021129 72.100 72.175 71.900 72.050 -0.175 1,485 16,679 +288
Aug03 021129 70.500 70.625 70.250 70.400 -0.100 775 4,915 +463
Oct03 021129 71.500 71.775 71.500 71.525 -0.050 38 670 -2
Total Volume and Open Interest 14,393 128,602 -740
Feeder Cattle(CME)
Jan03 021129 85.200 85.225 84.150 84.625 -0.450 760 7,887 +10
Mar03 021129 83.200 83.250 82.350 82.850 -0.325 317 3,348 -2
Apr03 021129 82.700 82.700 82.050 82.425 -0.275 84 1,422 -17
May03 021129 82.350 82.850 82.350 82.850 -0.100 58 707 +19
Aug03 021129 84.900 84.950 84.350 84.900 -0.050 75 568 +50
Sep03 021129 84.500 84.750 84.250 84.750 unch 14 65 +5
Oct03 021129 84.500 84.500 84.500 84.500 unch 0 7 +0
Total Volume and Open Interest 1,308 14,004 +65
Lean Hogs(CME)
Dec02 021129 46.550 46.950 46.100 46.550 -0.200 3,112 16,614 -85
Feb03 021129 54.500 54.650 53.675 54.200 +0.100 2,471 18,549 +724
Apr03 021129 59.000 59.300 58.500 58.975 unch 1,028 6,074 +301
May03 021129 62.050 62.250 61.650 62.225 +0.025 185 1,604 +117
Jun03 021129 65.800 65.975 65.500 65.975 +0.150 178 3,699 +112
Jul03 021129 62.950 63.000 62.825 62.825 -0.125 86 1,039 +40
Aug03 021129 60.250 60.250 60.025 60.100 -0.250 27 555 +7
Oct03 021129 52.600 52.700 52.550 52.550 -0.250 44 111 +24
Total Volume and Open Interest 7,135 48,268 +1,243
Pork Bellies(CME)
Feb03 021129 86.300 86.750 85.100 85.850 -0.275 479 2,028 +21
Mar03 021129 85.400 85.400 84.500 85.000 -0.050 37 172 +15
May03 021129 86.400 86.400 85.900 85.900 -0.100 6 63 +0
Jul03 021129 88.000 88.000 87.750 87.750 -0.250 3 94 +3
Aug03 021129 85.250 85.250 85.250 85.250 -0.750 2 11 +1
Total Volume and Open Interest 527 2,368 +40
Cocoa(NYBOT)
Dec02 021127 1745 1794 1735 1750 +10 36 1,005 -25
Mar03 021127 1701 1780 1695 1703 +12 5,303 30,560 +463
May03 021127 1700 1763 1690 1693 +11 243 10,556 +84
Jul03 021127 1694 1717 1679 1679 +10 622 7,462 -113
Sep03 021127 1710 1720 1677 1677 +8 240 7,325 -7
Dec03 021127 1752 1752 1673 1676 +7 380 8,924 +60
Mar04 021127 1674 1674 1674 1674 +10 192 3,249 +66
Total Volume and Open Interest 7,085 77,751 +515
Coffee "C"(NYBOT)
Dec02 021127 66.75 67.00 66.00 66.60 +0.60 162 1,265 -52
Mar03 021127 71.00 71.40 70.00 70.60 +0.10 5,630 47,223 -262
May03 021127 73.10 73.50 72.40 72.85 +0.15 1,209 9,150 +66
Jul03 021127 75.40 75.50 74.90 74.95 +0.15 349 7,346 +110
Sep03 021127 77.20 77.20 76.65 76.75 +0.25 208 4,085 +26
Dec03 021127 79.00 79.50 78.75 78.75 +0.25 47 988 -14
Total Volume and Open Interest 7,608 71,478 -126
Orange Juice(NYBOT)
Jan03 021127 102.05 102.15 101.60 102.05 unch 910 12,775 -197
Mar03 021127 104.55 104.75 104.30 104.70 -0.10 724 5,829 +418
May03 021127 106.50 106.80 106.50 106.70 -0.05 0 4,230 +6
Jul03 021127 106.85 106.85 106.85 106.85 -0.15 52 906 +42
Sep03 021127 107.00 107.00 107.00 107.00 -0.25 0 246 +0
Total Volume and Open Interest 1,686 24,326 +269
Sugar #11(NYBOT)
Mar03 021127 7.35 7.43 7.34 7.41 +0.03 8,591 116,171 -678
May03 021127 6.78 6.78 6.72 6.75 -0.02 2,078 28,408 +425
Jul03 021127 6.19 6.19 6.12 6.14 -0.02 1,360 24,363 +61
Oct03 021127 6.08 6.08 6.03 6.07 -0.01 1,116 19,178 +361
Mar04 021127 6.07 6.07 6.07 6.07 unch 522 8,720 -11
Total Volume and Open Interest 13,843 204,586 +169
London Cocoa(LCE)
Dec02 021129 1154 1179 1143 1173 +24 1,335 0 -24,896
Mar03 021129 1177 1206 1170 1200 +26 1,812 0 -71,030
May03 021129 1190 1219 1184 1213 +26 489 0 -29,201
Jul03 021129 1202 1229 1197 1224 +24 298 0 -15,040
Sep03 021129 1210 1238 1209 1233 +23 37 0 -10,880
Dec03 021129 1218 1246 1216 1240 +23      
Mar04 021129 1252 1252 1252 1252 +24      
Total Volume and Open Interest 4,021    
London Coffee(LCE)
Nov02 021129 805.00 805.00 799.00 800.00 unch 312 0 -466
Jan03 021129 813.00 821.00 812.00 821.00 +8.00 2,271 0 -50,860
Mar03 021129 829.00 840.00 829.00 838.00 +9.00 1,086 0 -35,514
May03 021129 844.00 852.00 843.00 852.00 +8.00 311 0 -19,046
Jul03 021129 856.00 865.00 856.00 865.00 +9.00 11 0 -14,944
Sep03 021129 870.00 879.00 870.00 879.00 +9.00      
Total Volume and Open Interest 3,991    
London Sugar(LCE)
Dec02 021115 209.50 217.90 209.00 214.00 +4.50 2,590 2,552 -2,069
Mar03 021129 207.00 211.50 206.50 210.50 +2.50 1,184 0 -34,966
May03 021129 195.90 199.30 195.60 197.50 +1.50 747 0 -10,110
Aug03 021129 185.50 185.50 184.00 184.90 +0.70 198 0 -7,041
Oct03 021129 172.50 172.50 170.50 171.30 -0.20 106 0 -4,514
Total Volume and Open Interest 2,448    
Cotton(NYBOT)
Dec02 021127 47.20 47.70 47.15 47.50 +0.30 55 210 -202
Mar03 021127 49.95 50.50 49.85 50.18 unch 3,624 51,156 -97
May03 021127 53.50 54.00 53.50 53.83 +0.13 759 16,882 -34
Jul03 021127 54.65 55.30 54.65 55.00 +0.15 200 5,979 +45
Oct03 021127 54.75 54.90 53.90 54.90 +0.10 47 309 +25
Dec03 021127 55.25 55.60 55.25 55.50 +0.15 100 3,852 +39
Total Volume and Open Interest 4,785 79,022 -224
Lumber(CME)
Jan03 021129 238.5 238.5 235.8 236.5 +0.1 476 2,394 -39
Mar03 021129 249.0 250.8 248.9 249.5 +1.2 105 556 +12
May03 021129 256.3 257.5 254.1 254.1 -0.7 31 255 +9
Jul03 021129 263.3 263.3 263.3 263.3 +1.9 5 49 +2
Total Volume and Open Interest 617 3,256 -16
Crude Oil(NYM)
Jan03 021127 26.70 26.96 26.65 26.89 +0.49 58,893 137,464 -674
Feb03 021127 26.65 26.80 26.53 26.71 +0.44 22,158 41,829 +1,285
Mar03 021127 26.40 26.50 26.33 26.44 +0.37 11,789 35,412 +1,711
Apr03 021127 26.15 26.20 26.00 26.13 +0.31 4,777 29,831 +960
May03 021127 25.75 25.86 25.72 25.81 +0.28 1,122 19,745 +77
Jun03 021127 25.50 25.55 25.40 25.49 +0.24 3,334 30,861 +440
Jul03 021127 25.17 25.20 25.12 25.18 +0.20 406 17,555 +116
Aug03 021127 24.85 24.90 24.83 24.90 +0.17 472 9,952 +121
Sep03 021127 24.65 24.66 24.65 24.66 +0.14 137 16,203 -4
Oct03 021127 24.43 24.45 24.40 24.44 +0.12 960 7,930 -523
Total Volume and Open Interest 106,846 458,022 +3,336
Heating Oil(NYM)
Dec02 021127 77.00 77.20 75.20 75.71 -0.04 25,345 12,387 -7,453
Jan03 021127 76.40 76.80 75.80 75.98 +0.74 26,953 51,789 +189
Feb03 021127 75.70 75.70 74.80 74.93 +0.64 6,347 24,673 +572
Mar03 021127 72.80 72.80 72.00 72.28 +0.44 3,166 15,640 +256
Apr03 021127 70.30 70.30 69.88 69.88 +0.24 2,084 13,525 -359
May03 021127 68.60 68.60 67.73 67.73 +0.19 325 6,289 +73
Jun03 021127 67.30 67.30 66.78 66.78 +0.14 804 6,504 +14
Jul03 021127 67.20 67.20 66.58 66.58 +0.14 245 3,945 +3
Aug03 021127 67.00 67.20 66.63 66.63 +0.14 37 2,936 +7
Sep03 021127 67.60 67.60 67.08 67.08 +0.14 23 2,261 +18
Total Volume and Open Interest 65,567 149,598 -6,694
Unleaded Gas(NYM)
Dec02 021127 72.70 74.00 71.85 73.43 +0.90 24,151 6,405 -7,081
Jan03 021127 72.20 72.50 71.60 72.29 +0.77 20,596 45,013 +2,156
Feb03 021127 72.80 73.00 72.15 72.79 +0.84 2,492 13,701 -64
Mar03 021127 73.50 73.50 73.10 73.41 +0.86 2,822 10,501 +512
Apr03 021127 80.00 80.35 80.00 80.24 +0.89 2,459 9,814 +773
May03 021127 80.20 80.35 80.10 80.10 +0.85 1,929 4,253 -45
Jun03 021127 79.20 79.20 79.20 79.20 +0.80 1,479 4,329 +625
Jul03 021127 77.80 77.80 77.80 77.80 +0.80 85 1,894 +31
Total Volume and Open Interest 56,067 102,383 -3,086
Natural Gas(NYM)
Jan03 021127 4.210 4.225 4.185 4.200 -0.036 30,875 51,447 +818
Feb03 021127 4.160 4.165 4.130 4.145 -0.041 7,396 33,003 +353
Mar03 021127 4.060 4.075 4.030 4.048 -0.038 5,053 33,298 -988
Apr03 021127 3.940 3.940 3.908 3.908 -0.033 1,679 17,665 -158
May03 021127 3.880 3.900 3.858 3.858 -0.033 699 15,258 +192
Jun03 021127 3.895 3.900 3.868 3.868 -0.033 386 22,000 -85
Jul03 021127 3.920 3.920 3.891 3.891 -0.033 361 15,510 -380
Aug03 021127 3.945 3.945 3.910 3.913 -0.034 136 11,940 -3
Total Volume and Open Interest 102,410 367,802 -20,205
Brent Crude Oil(IPE)
Jan03 021129 25.08 25.25 24.95 25.16 +0.15 15,382 0 -60,827
Feb03 021129 24.98 25.05 24.81 24.98 +0.06 7,063 0 -65,958
Mar03 021129 24.70 24.79 24.65 24.77 +0.04 4,760 0 -28,372
Apr03 021129 24.44 24.54 24.44 24.51 +0.03 1,673 0 -17,855
May03 021129 24.27 24.27 24.13 24.25 +0.03 104 0 -13,754
Jun03 021129 24.04 24.04 23.92 23.99 +0.04 802 0 -25,256
Jul03 021129 23.76 23.79 23.76 23.79 +0.06      
Aug03 021129 23.60 23.60 23.60 23.60 +0.07 175 0 -6,223
Total Volume and Open Interest 30,558    
Gas Oil(IPE)
Dec02 021129 224.00 225.00 223.00 224.50 +1.25 8,178 0 -49,774
Jan03 021129 222.25 223.50 222.00 222.75 +0.75 6,753 0 -61,212
Feb03 021129 218.25 220.50 218.25 219.25 +0.50 2,838 0 -19,271
Mar03 021129 213.50 215.75 213.50 215.00 -0.50 13 0 -11,068
Apr03 021129 211.00 211.00 210.75 210.75 -0.75      
May03 021129 207.25 207.50 206.75 206.75 -0.75      
Jun03 021129 204.25 205.00 204.25 204.50 -1.00 600 0 -17,355
Jul03 021129 204.25 204.25 204.25 204.25 -1.00      
Total Volume and Open Interest 18,382    
US Dollar Index(NYBOT)
Dec02 021129 106.71 106.73 106.35 106.50 -0.39 1,596 14,335 -811
Mar03 021129 107.10 107.17 106.85 107.01 -0.39 70 2,306 +24
Jun03 021129 107.52 107.52 107.52 107.52 -0.39 0 8 +0
Total Volume and Open Interest 1,666 16,650 -787
Australian Dollar(CME)
Dec02 021129 55.82 56.10 55.82 55.92 +0.38 3,343 36,172 -1,902
Mar03 021129 55.32 55.63 55.32 55.47 +0.38 80 1,089 +61
Jun03 021129 55.00 55.02 55.00 55.02 +0.38 0 682 +0
Total Volume and Open Interest 3,433 38,203 -1,831
British Pound(CME)
Dec02 021129 154.96 155.50 154.96 155.40 +1.08 9,525 31,748 -5,656
Mar03 021129 154.10 154.50 153.96 154.40 +1.08 446 1,309 +35
Jun03 021129 153.42 153.42 153.42 153.42 +1.08 9 14 +6
Total Volume and Open Interest 9,980 33,072 -5,615
Canadian Dollar(CME)
Dec02 021129 63.64 63.95 63.62 63.91 +0.51 2,616 45,022 -239
Mar03 021129 63.45 63.71 63.42 63.69 +0.51 304 8,662 +18
Jun03 021129 63.25 63.55 63.25 63.49 +0.51 66 3,615 +23
Sep03 021129 63.07 63.30 63.07 63.30 +0.51 112 917 +63
Total Volume and Open Interest 3,117 58,869 -133
Japanese Yen(CME)
Dec02 021129 81.68 81.76 81.49 81.59 -0.23 6,814 69,481 -277
Mar03 021129 81.95 82.02 81.81 81.89 -0.23 429 1,743 -88
Jun03 021129 82.18 82.18 82.18 82.18 -0.23 0 54 +0
Total Volume and Open Interest 7,243 71,496 -365
Swiss Franc(CME)
Dec02 021129 67.27 67.48 67.25 67.39 +0.18 6,804 36,445 -1,589
Mar03 021129 67.38 67.58 67.38 67.51 +0.18 153 1,122 +83
Jun03 021129 67.65 67.65 67.65 67.65 +0.18 0 8 +0
Total Volume and Open Interest 6,957 37,607 -1,506
EuroFX(CME)
Dec02 021129 99.15 99.48 99.11 99.35 +0.35 10,907 92,856 -3,441
Mar03 021129 98.80 99.09 98.76 98.98 +0.35 1,084 3,288 +540
Jun03 021129 98.64 98.64 98.64 98.64 +0.35 10 396 +0
Total Volume and Open Interest 12,001 96,586 -2,901
Mexican Peso(CME)
Dec02 021129 9840.0 9870.0 9812.0 9830.0 -15.0 4,075 17,478 -400
Mar03 021129 9650.0 9650.0 9650.0 9650.0 -15.0 93 3,239 +29
Total Volume and Open Interest 4,183 21,450 -356
30-Year T-Bonds(CBOT)
Dec02 021129 108~24 109~11 108~21 109~06 +0~15 149,604 184,726 -51,409
Mar03 021129 107~11 108~04 107~11 107~30 +0~15 234,004 241,234 +52,343
Jun03 021129 106~10 106~27 106~08 106~22 +0~15 7,546 13,480 +6,291
Total Volume and Open Interest 391,154 439,528 +7,225
Municipal Bonds(CBOT)
Dec02 021129 106~25 107~05 106~22 106~25 +0~07 641 3,237 -306
Mar03 021129 100~13 100~16 100~09 100~11 +0~06 472 535 +265
Total Volume and Open Interest 1,113 3,772 -41
10-Year T-Notes(CBOT)
Dec02 021129 112~095 112~180 112~065 112~165 +0~110 331,394 344,875 -134,883
Mar03 021129 110~250 111~060 110~250 111~035 +0~105 518,446 522,017 +82,192
Total Volume and Open Interest 849,850 868,295 -52,691
5-Year T-Notes(CBOT)
Dec02 021129 111~215 111~265 111~185 111~250 +0~085 62,419 0 -389,856
Mar03 021129 110~110 110~160 110~075 110~145 +0~090 152,902 0 -372,018
Total Volume and Open Interest 215,321    
2 Year T-Notes(CBOT)
Dec02 021129 106~113 106~122 106~112 106~121 +0~015 18,275 60,795 -7,837
Mar03 021129 106~040 106~048 106~036 106~048 +0~016 24,043 63,011 +10,785
Total Volume and Open Interest 42,318 123,806 +2,948
3-Mth T-Bills(IMM)
Dec02 021129 98.78 98.78 98.78 98.78 unch 0 570 +0
Total Volume and Open Interest 2 591 +1
Eurodollars(CME)
Dec02 021129 98.575 98.582 98.575 98.580 +0.005 64,595 859,987 -13,615
Mar03 021129 98.500 98.530 98.495 98.520 +0.035 140,740 724,786 +1,158
Jun03 021129 98.200 98.260 98.200 98.255 +0.070 150,078 547,318 -1,646
Sep03 021129 97.805 97.865 97.805 97.855 +0.075 156,544 420,455 -8,178
Dec03 021129 97.355 97.430 97.355 97.415 +0.085 87,414 379,042 -7,689
Mar04 021129 96.955 96.995 96.935 96.990 +0.090 34,054 248,825 -1,234
Jun04 021129 96.525 96.600 96.525 96.590 +0.110 20,841 194,943 +1,674
Sep04 021129 96.200 96.255 96.200 96.255 +0.100 19,144 184,182 +2,748
Dec04 021129 95.980 96.020 95.980 96.020 +0.070 7,221 127,994 -651
Mar05 021129 95.840 95.855 95.820 95.855 +0.065 6,209 117,339 -294
Jun05 021129 95.690 95.700 95.660 95.700 +0.060 5,660 95,461 +104
Sep05 021129 95.550 95.555 95.515 95.555 +0.055 7,216 99,097 +1,690
Total Volume and Open Interest 716,178 4,455,776 -28,248
3-Mth Euro-Yen(CME)
Dec02 021129 99.92 99.92 99.92 99.92 unch 1,068 8,297 +47
Mar03 021129 99.87 99.87 99.87 99.87 unch 0 12,631 -20
Jun03 021129 99.90 99.90 99.90 99.90 unch 4 6,653 +4
Sep03 021129 99.89 99.89 99.89 99.89 +0.01 0 5,883 +33
Dec03 021129 99.85 99.85 99.85 99.85 unch 0 1,487 +0
Mar04 021129 99.80 99.80 99.80 99.80 unch 0 2,384 +100
Jun04 021129 99.80 99.80 99.80 99.80 unch 0 730 +0
Sep04 021129 99.75 99.75 99.75 99.75 unch 0 1,429 +0
Dec04 021129 99.71 99.71 99.71 99.71 unch 0 262 +0
Mar05 021129 99.65 99.65 99.65 99.65 unch 0 760 +0
Total Volume and Open Interest 1,072 43,716 +164
3-Mth Euro-Yen(SIMEX)
Dec02 021129 99.92 99.92 99.92 99.92 unch 371 0 -60,249
Mar03 021129 99.87 99.88 99.86 99.87 +0.01 3,456 0 -48,901
Jun03 021129 99.89 99.89 99.89 99.89 +0.00 2,215 0 -49,448
Sep03 021129 99.88 99.88 99.88 99.88 unch 1,700 0 -30,628
Dec03 021129 99.86 99.86 99.86 99.86 +0.01 199 0 -27,187
Mar04 021129 99.81 99.81 99.80 99.80 +0.01 86 0 -24,205
Jun04 021129 99.80 99.80 99.80 99.80 +0.01 51 0 -12,746
Sep04 021129 99.76 99.76 99.76 99.76 +0.01 57 0 -2,942
Total Volume and Open Interest 8,135    
German Euro-Bund(EUREX)
Dec02 021128 110.88 111.17 110.85 111.09 +0.09 788,537 630,345 -36,412
Mar03 021128 110.46 110.73 110.43 110.67 +0.11 47,050 94,905 +27,731
Jun03 021128 110.02 110.02 110.02 110.02 +0.14 1,613 601 +1
Total Volume and Open Interest 837,200 725,851 -8,680
German Euro-Bobl(EUREX)
Dec02 021128 108.95 109.16 108.93 109.07 +0.08 548,307 542,204 -46,945
Mar03 021128 108.90 109.07 108.88 109.02 +0.10 56,886 101,825 +27,314
Jun03 021128 108.10 108.12 108.10 108.12 +0.08 4,188 900 +0
Total Volume and Open Interest 609,381 644,929 -19,631
Long Gilt(LIFFE)
Dec02 021128 118~06 118~09 117~31 118~07 -0~01 60,504 39,972 -23,242
Mar03 021128 117~15 117~17 117~08 117~15 -0~01 33,754 42,587 +24,628
Total Volume and Open Interest 94,258 82,559 +1,386
3-Mth Short Sterling(LIFFE)
Dec02 021128 95.97 95.99 95.96 95.98 unch 28,045 0 +0
Mar03 021128 95.87 95.92 95.86 95.91 +0.01 44,592 0 +0
Jun03 021128 95.69 95.75 95.68 95.73 -0.03 62,951 0 +0
Total Volume and Open Interest 189,726    
3-Mth Euribor(LIFFE)
Dec02 021128 97.045 97.075 97.040 97.070 +0.020 143,063 667,563 -15,028
Mar03 021128 97.115 97.155 97.100 97.145 +0.020 135,616 515,546 +10,402
Jun03 021128 97.055 97.100 97.045 97.085 +0.005 110,435 357,317 -2,800
Total Volume and Open Interest 535,063 2,328,895 +3,706
3-Mth Aus T-Bills(SFE)
Dec02 021129 95.18 95.19 95.18 95.19 +0.01 3,825 0 -191,941
Mar03 021129 95.24 95.28 95.23 95.25 +0.01 14,832 0 -127,518
Jun03 021129 95.17 95.21 95.17 95.17 unch 1,592 0 -51,434
Sep03 021129 95.06 95.10 95.06 95.07 +0.01 614 0 -26,665
Dec03 021129 94.94 94.97 94.94 94.94 unch 287 0 -16,355
Mar04 021129 94.83 94.83 94.81 94.82 unch 217 0 -11,295
Jun04 021129 94.72 94.72 94.69 94.69 -0.01 87 0 -7,025
Sep04 021129 94.61 94.61 94.57 94.57 -0.02 2 0 -5,460
Dec04 021129 94.51 94.51 94.48 94.48 -0.01 3 0 -1,912
Mar05 021129 94.43 94.43 94.41 94.41 unch 12 0 -622
Total Volume and Open Interest 21,474    
10-Year Aus T-Bonds(SFE)
Dec02 021129 94.40 94.43 94.38 94.39 -0.03      
Mar03 021129 94.26 94.26 94.26 94.26 -0.02      
Total Volume and Open Interest      
3-Year Aus T-Bonds(SFE)
Dec02 021129 95.00 95.03 94.98 95.00 unch 34,115 0 -449,626
Mar03 021129 94.80 94.80 94.80 94.80 unch      
Total Volume and Open Interest 34,115    
Gold(CMX)
Dec02 021127 317.8 318.3 316.7 316.8 -0.9 50,896 16,735 -27,328
Feb03 021127 319.2 319.5 317.7 317.8 -0.9 46,168 91,568 +25,914
Apr03 021127 319.6 320.0 318.6 318.6 -0.9 3,707 10,435 +601
Jun03 021127 321.2 321.2 319.2 319.2 -0.8 2,724 10,967 +1,135
Aug03 021127 320.8 320.8 319.8 319.8 -0.7 125 8,353 +36
Oct03 021127 320.4 320.4 320.4 320.4 -0.6 228 1,322 +228
Total Volume and Open Interest 104,570 166,371 +856
Silver(CMX)
Dec02 021127 442.0 444.0 440.5 441.4 -1.9 13,830 8,559 -7,226
Mar03 021127 444.5 446.0 443.0 443.5 -1.5 16,328 54,374 +5,488
May03 021127 446.0 446.0 444.0 444.8 -1.5 185 3,484 +142
Jul03 021127 448.0 448.5 445.5 446.1 -1.5 648 7,528 +258
Sep03 021127 447.2 447.2 447.2 447.2 -1.4 8 871 +2
Total Volume and Open Interest 31,410 83,456 -1,038
Platinum(NYM)
Jan03 021127 584.5 584.5 581.5 581.9 -3.1 700 7,482 -263
Apr03 021127 573.9 573.9 573.9 573.9 -3.1 0 60 +0
Jul03 021127 570.4 570.4 570.4 570.4 -3.1 0 7 +0
Total Volume and Open Interest 700 7,549 -263
Palladium(NYME)
Dec02 021127 269.00 269.00 265.00 266.00 unch 238 253 -115
Mar03 021127 266.50 268.00 264.50 266.00 unch 302 1,790 +96
Total Volume and Open Interest 540 2,043 -19
Copper(CMX)
Dec02 021127 72.95 74.95 72.75 74.95 +2.10 16,530 10,260 -9,503
Mar03 021127 73.80 75.80 73.65 75.75 +2.00 18,982 45,797 +10,890
May03 021127 74.80 76.15 74.80 76.15 +1.90 70 4,317 +32
Jul03 021127 75.40 76.50 75.40 76.50 +1.90 235 3,895 -94
Sep03 021127 75.75 76.85 75.75 76.85 +1.90 0 4,073 +0
Total Volume and Open Interest 36,968 86,622 +1,402
DJIA Index(CBOT)
Dec02 021129 8940 8962 8861 8870 -57 19,445 32,669 -73
Mar03 021129 8930 8935 8848 8855 -58 692 1,158 +437
Jun03 021129 8910 8910 8841 8841 -58 1 2 +0
Total Volume and Open Interest 20,138 33,856 +364
S & P 500(CME)
Dec02 021129 941.00 942.00 931.70 936.00 -2.00 56,279 530,918 -4,741
Mar03 021129 940.00 940.50 933.50 935.30 -1.90 1,799 107,430 +830
Jun03 021129 938.00 938.00 935.30 935.30 -2.00 16 4,122 +3
Sep03 021129 938.10 938.10 935.60 935.60 -2.00 0 402 +0
Total Volume and Open Interest 58,094 642,892 -3,908
S & P 500 E-Mini(Globex)
Dec02 021129 939.25 942.50 930.75 936.00 -2.00 430,465 445,600 +2,284
Mar03 021129 937.25 940.00 935.00 935.25 -2.00 187 507 -3
Total Volume and Open Interest 430,652 446,107 +2,281
NASDAQ 100(CME)
Dec02 021127 1110.00 1135.00 1106.00 1124.00 +35.50 16,022 74,025 +449
Mar03 021127 1115.00 1133.50 1115.00 1127.50 +35.50 1 3,267 +1
Jun03 021127 1131.00 1131.00 1131.00 1131.00 +35.50 0 6 +0
Total Volume and Open Interest 16,023 77,298 +450
NASDAQ 100 E-Mini(GLOBEX)
Dec02 021127 1092.0 1145.0 1088.5 1124.0 +35.5 219,653 163,004 -11,442
Mar03 021127 1108.5 1136.5 1108.5 1127.5 +35.5 46 42 +10
Total Volume and Open Interest 219,699 163,046 -11,432
NYSE Composite(NYBOT)
Dec02 021129 496.00 496.25 495.15 495.15 -0.85 212 2,455 -27
Mar03 021129 494.65 494.65 494.65 494.65 -0.85 70 80 +40
Jun03 021129 494.15 494.15 494.15 494.15 -0.85      
Total Volume and Open Interest 282 2,535 +13
S & P Midcap 400(CME)
Dec02 021129 452.00 453.00 447.00 448.75 -0.75 912 15,675 +152
Mar03 021129 449.15 449.15 449.15 449.15 -0.75      
Jun03 021129 450.15 450.15 450.15 450.15 -0.75      
Total Volume and Open Interest 912 15,675 +152
Russell 2000(CME)
Dec02 021129 411.00 412.00 404.50 406.40 -2.70 2,819 28,214 +832
Mar03 021129 406.40 406.40 406.40 406.40 -2.70 2 121 -2
Jun03 021129 408.40 408.40 408.40 408.40 -2.70      
Total Volume and Open Interest 2,821 28,335 +830
Value Line(KCBT)
Dec02 021129 1102.00 1102.00 1094.00 1094.00 -7.00 57 352 +21
Total Volume and Open Interest 61 386 +25
Nikkei 225(CME)
Dec02 021127 8925 9080 8925 9055 +290 1,339 19,355 +47
Mar03 021127 8900 9065 8900 9065 +290 8 133 +4
Total Volume and Open Interest 1,347 19,495 +51
Nikkei 225(SIMEX)
Dec02 021129 9200 9300 9125 9155 -55 17,461 0 -97,486
Mar03 021129 9200 9210 9145 9145 -55 3 0 -453
Jun03 021129 9105 9105 9105 9105 -55      
Total Volume and Open Interest 17,464    
CAC 40(MATIF)
Nov02 021128 3325.0 3357.0 3304.0 3340.0 +16.0 226,771 592,669 +1,596
Dec02 021128 3334.0 3364.5 3311.0 3337.5 +12.5 147,958 355,467 +132,211
Jan03 021128 3345.0 3348.5 3344.0 3344.0 +20.0 1,972 1,972 +1,972
Total Volume and Open Interest 377,383 996,851 +136,452
DAX Index(EUREX)
Dec02 021129 3379.0 3412.0 3343.0 3358.5 -21.0      
Mar03 021129 3423.0 3429.5 3372.5 3382.0 -21.5      
Jun03 021129 3417.0 3417.0 3407.0 3407.0 -21.0      
Total Volume and Open Interest 34,171    
FT-SE 100(LIFFE)
Dec02 021129 4218.00 4218.00 4135.50 4170.00 -30.50 38,519 0 -377,608
Mar03 021129 4192.00 4199.50 4127.00 4156.50 -30.00 4,435 0 -57,191
Jun03 021129 4164.00 4164.00 4164.00 4164.00 -30.50 1,175 0 -26,628
Total Volume and Open Interest 44,659    
SPI 200(SFE)
Dec02 021128 3038.0 3064.0 3034.0 3064.0 +50.0 9,614 152,710 +3,458
Mar03 021128 3043.0 3067.0 3043.0 3067.0 +50.0 136 4,740 +72
Jun03 021128 3049.0 3072.0 3045.0 3072.0 +49.0 17 1,449 +11
Total Volume and Open Interest 9,767 161,448 +3,541
GSCI(CME)
Dec02 021129 218.10 218.20 216.50 217.60 -0.60 52 14,746 -5
Jan03 021129 217.40 217.40 217.40 217.40 +0.40      
Feb03 021129 215.00 215.00 215.00 215.00 -0.50      
Total Volume and Open Interest 52 14,746 -5
Bridge CRB Index(NYBOT)
Jan03 021127 229.80 231.50 229.80 231.25 +1.75 10 324 -1
Feb03 021127 230.00 230.00 230.00 230.00 +1.75 0 220 +0
Apr03 021127 226.25 228.25 226.25 228.25 +1.75 3 123 +1
Total Volume and Open Interest 13 668 +0
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

Amid explosive interest in China, MRCI will now update charts of the Shanghai and Shenzen stock indices daily! http://www.mrci.com/client/hilite/hl001.php