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MRCI's Free Historical Futures Prices for

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MRCI's Free Historical Futures Prices
Daily Futures Price Listing Fri February 01, 2002
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Mar02 020201 428.00 430.25 426.00 426.75 -3.50 34,837 63,844 +1,506
May02 020201 432.50 434.00 429.50 430.00 -4.00 10,069 46,363 +1,494
Jul02 020201 435.50 438.00 433.75 434.25 -3.00 4,912 32,602 +209
Aug02 020201 436.00 438.50 434.75 435.00 -4.50 368 3,785 +245
Sep02 020201 437.50 437.50 435.00 435.50 -1.00 57 760 +15
Nov02 020201 441.00 442.00 439.50 439.75 -3.50 2,839 14,706 +241
Jan03 020201 448.00 448.00 446.00 447.00 -3.00 3 1,029 +1
Total Volume and Open Interest 53,115 163,342 +3,741
Soybean Meal(CBOT)
Mar02 020201 151.00 151.20 148.70 149.10 -2.60 16,541 40,890 +277
May02 020201 147.60 148.30 145.80 146.10 -2.60 8,922 34,739 +1,339
Jul02 020201 147.70 148.00 145.80 145.90 -2.00 4,746 27,452 -680
Aug02 020201 147.50 147.50 145.80 145.80 -1.30 777 9,755 -366
Sep02 020201 147.00 147.00 145.50 145.60 -0.80 542 8,999 +299
Oct02 020201 146.50 146.50 144.50 144.50 -1.40 128 5,380 -9
Dec02 020201 146.90 147.00 145.40 145.50 -1.40 865 16,235 +397
Jan03 020201 146.60 146.60 145.60 145.60 -1.00 88 1,505 +64
Total Volume and Open Interest 32,666 145,301 +1,368
Soybean Oil(CBOT)
Mar02 020201 15.11 15.28 15.06 15.19 +0.05 15,784 60,393 -1,846
May02 020201 15.33 15.48 15.27 15.41 +0.06 7,832 43,766 +3,481
Jul02 020201 15.57 15.70 15.48 15.65 +0.05 2,197 27,971 +593
Aug02 020201 15.70 15.76 15.62 15.73 +0.04 268 8,547 +249
Sep02 020201 15.80 15.90 15.73 15.83 +0.03 293 5,957 +127
Oct02 020201 15.92 15.97 15.90 15.92 +0.01 168 3,121 +2
Dec02 020201 16.15 16.24 16.12 16.20 +0.08 566 11,516 -21
Jan03 020201 16.35 16.35 16.35 16.35 +0.05 50 987 +50
Total Volume and Open Interest 27,425 166,004 +2,833
Canola(WCE)
Mar02 020201 340.5 340.5 336.7 336.9 -3.7 4,408 22,863 -1,417
May02 020201 338.1 339.0 336.4 336.6 -3.0 2,506 17,215 +521
Jul02 020201 338.0 338.0 335.5 335.5 -3.4 1,098 7,299 -536
Sep02 020201 322.5 322.5 322.5 322.5 -2.5 0 1 +0
Nov02 020201 323.0 323.5 320.5 320.5 -3.5 1,650 12,472 +820
Total Volume and Open Interest 9,662 59,850 -612
Corn(CBOT)
Mar02 020201 205.50 206.00 204.25 204.50 -1.50 34,883 233,422 -4,909
May02 020201 212.50 212.50 211.25 211.50 -1.50 8,429 92,534 +3,189
Jul02 020201 219.25 219.50 217.75 218.00 -1.75 2,052 64,757 +108
Sep02 020201 225.00 225.25 224.00 224.25 -1.00 407 20,801 +263
Dec02 020201 233.00 233.50 232.25 232.50 -1.25 3,236 50,409 +494
Mar03 020201 241.00 241.00 240.00 240.25 -1.00 550 5,362 +421
Total Volume and Open Interest 49,965 472,284 -244
Wheat(CBOT)
Mar02 020201 285.00 288.25 285.00 287.00 +1.00 15,682 65,924 -2,260
May02 020201 289.50 291.50 289.25 291.00 +1.25 5,910 14,213 +1,961
Jul02 020201 292.50 295.50 292.50 294.75 +1.50 5,765 20,290 +43
Sep02 020201 298.50 299.50 298.00 299.00 +1.75 290 4,377 +113
Dec02 020201 307.00 309.50 307.00 309.50 +2.00 167 5,965 -4
Total Volume and Open Interest 27,860 111,137 -122
Wheat(KCBT)
Mar02 020201 286.00 288.00 285.00 286.25 +0.75 4,600 38,238 -40
May02 020201 292.25 293.50 291.00 292.75 +1.25 1,522 12,407 -151
Jul02 020201 299.50 300.00 297.75 298.50 +0.75 1,477 15,983 +72
Sep02 020201 305.00 305.75 305.00 305.75 +1.25 111 2,335 +57
Dec02 020201 315.50 316.50 315.50 316.50 +1.25 222 4,280 -25
Total Volume and Open Interest 7,932 73,299 -87
Wheat(MGE)
Mar02 020201 298.50 301.00 297.00 300.75 +2.25 2,018 14,918 -414
May02 020201 306.00 309.00 305.50 309.00 +2.50 589 4,965 +220
Jul02 020201 313.75 316.50 313.75 315.75 +2.75 147 2,431 +93
Sep02 020201 321.25 322.50 321.25 322.50 +2.25 17 1,394 +3
Dec02 020201 330.50 332.00 330.50 332.00 +2.00 37 839 +25
Total Volume and Open Interest 2,816 24,652 -65
Oats(CBOT)
Mar02 020201 203.00 203.00 197.25 198.75 -1.50 2,574 6,872 -155
May02 020201 187.00 187.00 181.50 182.00 -3.25 537 2,818 -73
Jul02 020201 166.50 166.50 162.50 164.00 -1.50 126 1,305 -84
Sep02 020201 141.50 141.50 141.50 141.50 -3.50 5 140 +2
Total Volume and Open Interest 3,286 12,922 -287
Rough Rice(CBOT)
Mar02 020201 3.72 3.73 3.65 3.65 -0.07 189 4,445 -45
May02 020201 3.93 3.93 3.86 3.86 -0.07 70 1,203 +38
Jul02 020201 4.12 4.12 4.08 4.08 -0.07 9 570 -4
Sep02 020201 4.32 4.32 4.31 4.31 -0.06 1 199 -1
Total Volume and Open Interest 321 6,919 +31
Live Cattle(CME)
Feb02 020201 73.400 73.650 73.075 73.125 -0.625 5,728 22,265 -27
Apr02 020201 75.100 75.875 75.000 75.375 -0.150 5,276 36,476 +643
Jun02 020201 70.450 71.100 70.400 70.775 +0.050 1,886 17,822 +237
Aug02 020201 70.550 70.950 70.400 70.675 +0.050 789 11,140 +347
Oct02 020201 72.100 72.750 72.075 72.250 +0.025 296 4,852 +231
Dec02 020201 72.725 73.400 72.725 72.775 unch 33 1,331 +18
Total Volume and Open Interest 14,014 93,993 +1,453
Feeder Cattle(CME)
Mar02 020201 83.800 84.500 83.800 84.175 -0.150 1,310 6,613 +14
Apr02 020201 84.525 84.975 84.450 84.700 -0.175 432 2,640 +116
May02 020201 84.600 84.800 84.450 84.650 -0.125 191 2,132 -6
Aug02 020201 85.550 85.900 85.550 85.875 +0.050 60 1,365 +25
Sep02 020201 85.600 85.700 85.600 85.700 +0.075 19 172 +6
Oct02 020201 85.400 85.650 85.400 85.650 +0.200 6 138 +0
Nov02 020201 85.750 85.950 85.750 85.950 +0.100 8 87 +4
Total Volume and Open Interest 2,026 13,147 -1,093
Lean Hogs(CME)
Feb02 020201 56.200 56.750 56.150 56.725 +0.475 2,381 5,293 -303
Apr02 020201 61.300 62.200 60.850 62.100 +1.200 3,239 15,676 -156
May02 020201 66.450 67.400 66.350 67.350 +0.700 92 1,766 +17
Jun02 020201 67.000 67.700 66.900 67.700 +0.600 386 3,901 -10
Jul02 020201 63.600 64.350 63.550 64.275 +0.675 53 1,219 +20
Aug02 020201 61.350 62.400 61.300 62.400 +1.025 45 804 +12
Oct02 020201 52.625 53.650 52.600 53.400 +0.575 18 596 +14
Dec02 020201 50.725 51.000 50.725 50.975 +0.275 2 326 +1
Total Volume and Open Interest 6,216 29,594 -405
Pork Bellies(CME)
Feb02 020201 74.750 76.450 74.750 75.350 +0.350 466 852 -114
Mar02 020201 75.500 77.050 75.400 76.100 +0.650 240 920 +61
May02 020201 77.000 78.450 76.900 77.500 +0.650 73 506 +46
Jul02 020201 77.900 79.000 77.900 78.100 +0.425 31 149 +0
Aug02 020201 76.000 76.000 76.000 76.000 unch 0 23 +0
Total Volume and Open Interest 810 2,450 -7
Cocoa(NYBOT)
Mar02 020201 1342 1361 1337 1350 +6 3,498 25,161 -873
May02 020201 1344 1358 1343 1350 +8 793 19,401 +427
Jul02 020201 1337 1346 1335 1339 +7 454 12,185 +313
Sep02 020201 1316 1323 1316 1319 +7 49 7,305 -5
Dec02 020201 1263 1263 1259 1259 +7 169 10,012 -69
Mar03 020201 1197 1207 1197 1204 +11 230 10,378 +75
May03 020201 1195 1195 1195 1195 +12 34 4,238 +0
Total Volume and Open Interest 5,450 100,261 -29
Coffee "C"(NYBOT)
Mar02 020201 44.25 45.50 44.00 45.45 +0.35 5,668 29,341 -999
May02 020201 46.75 48.10 46.75 48.05 +0.40 3,741 14,398 +442
Jul02 020201 49.60 50.70 49.40 50.50 +0.45 2,387 8,759 +1,429
Sep02 020201 51.90 52.60 51.70 52.60 +0.45 450 5,054 +244
Dec02 020201 54.10 55.50 54.10 55.20 +0.45 209 3,942 -15
Mar03 020201 57.10 58.00 57.10 58.00 +0.45 49 2,155 +51
Total Volume and Open Interest 12,504 63,790 +1,152
Orange Juice(NYBOT)
Mar02 020201 87.00 88.00 86.90 87.95 +1.55 1,321 11,353 +219
May02 020201 88.10 89.10 88.10 89.10 +1.50 228 2,251 +164
Jul02 020201 89.50 90.35 89.50 90.35 +1.45 100 624 -4
Sep02 020201 90.80 90.80 90.60 90.60 +0.70 3 238 +3
Nov02 020201 91.20 91.50 91.20 91.50 +0.60 0 1,429 +0
Total Volume and Open Interest 1,652 16,248 +382
Sugar #11(NYBOT)
Mar02 020201 6.33 6.45 6.31 6.35 -0.03 26,673 68,956 -3,123
May02 020201 5.79 5.83 5.72 5.78 +0.02 13,358 43,303 +4,328
Jul02 020201 5.49 5.53 5.42 5.47 +0.01 5,764 38,113 +855
Oct02 020201 5.64 5.67 5.58 5.60 unch 2,690 25,911 +990
Mar03 020201 6.02 6.03 5.96 5.99 +0.04 438 10,067 +121
Total Volume and Open Interest 49,283 196,979 +3,440
London Cocoa(LCE)
Mar02 020201 1023 1030 1017 1024 unch 1,851 48,202 -998
May02 020201 1035 1043 1030 1037 unch 1,169 35,116 +273
Jul02 020201 1046 1055 1045 1051 +1 671 34,274 +396
Sep02 020201 1037 1048 1037 1041 +1 349 14,051 -79
Dec02 020201 983 994 983 988 unch 689 12,593 +418
Mar03 020201 943 950 943 945 -2 126 13,112 +29
May03 020201 943 945 941 945 -2 6 1,465 +0
Total Volume and Open Interest 4,867 161,161 +39
London Coffee(LCE)
Mar02 020201 375.00 375.00 371.00 372.00 -3.00 1,697 40,887 -138
May02 020201 384.00 384.00 381.00 382.00 -3.00 2,052 26,306 +157
Jul02 020201 396.00 397.00 395.00 396.00 -3.00 978 19,211 +495
Sep02 020201 408.00 410.00 408.00 409.00 -3.00 365 15,144 -6
Nov02 020201 421.00 421.00 420.00 420.00 -2.00 380 7,303 +200
Jan03 020201 431.00 431.00 431.00 431.00 -2.00 207 2,480 +86
Total Volume and Open Interest 5,679 111,331 -385
London Sugar(LCE)
Mar02 020201 225.40 227.90 223.00 226.60 +2.30 4,719 13,146 -2,868
May02 020201 211.00 214.20 210.00 214.00 +2.80 2,625 14,104 +1,047
Aug02 020201 198.50 200.00 196.20 199.50 +2.30 769 13,961 +141
Oct02 020201 184.40 184.70 180.80 184.00 +1.60 302 6,640 +53
Dec02 020201 185.00 186.00 184.00 185.50 +1.60 48 1,744 +32
Total Volume and Open Interest 8,542 51,693 -1,526
Cotton(NYBOT)
Mar02 020201 35.90 37.50 35.85 37.45 +1.97 8,002 26,986 -1,100
May02 020201 37.65 39.10 37.50 38.98 +1.96 3,617 13,943 +1,081
Jul02 020201 39.20 40.20 39.20 40.10 +1.72 793 12,528 -6
Oct02 020201 41.30 42.00 41.30 42.00 +1.55 1 466 -1
Dec02 020201 42.30 43.20 42.30 43.15 +1.45 1,279 10,437 +559
Mar03 020201 44.70 44.70 44.70 44.70 +1.40 2 1,208 +1
Total Volume and Open Interest 13,699 67,269 +539
Lumber(CME)
Mar02 020201 268.0 274.0 266.9 273.5 +4.8 341 1,633 +11
May02 020201 276.0 281.5 275.9 281.1 +4.7 63 442 +11
Jul02 020201 286.8 289.0 285.0 285.0 -1.8 10 67 -1
Sep02 020201 282.0 282.0 282.0 282.0 -0.5 0 6 +0
Total Volume and Open Interest 415 2,152 +21
Crude Oil(NYM)
Mar02 020201 19.30 20.55 19.15 20.38 +0.90 73,520 121,347 -8,288
Apr02 020201 19.60 20.80 19.52 20.63 +0.82 22,832 63,347 +160
May02 020201 19.75 20.95 19.75 20.84 +0.77 10,482 38,132 -609
Jun02 020201 20.00 21.00 19.95 20.96 +0.73 8,805 32,753 -1,113
Jul02 020201 20.00 21.03 20.00 20.97 +0.67 2,254 19,114 +112
Aug02 020201 20.28 20.98 20.28 20.98 +0.63 935 15,316 -28
Sep02 020201 20.36 21.15 20.36 20.99 +0.60 1,660 16,220 +76
Oct02 020201 20.99 21.00 20.99 21.00 +0.57 697 11,305 +242
Nov02 020201 21.00 21.01 21.00 21.01 +0.54 528 8,906 +14
Dec02 020201 20.45 21.02 20.45 21.02 +0.51 5,012 31,097 +824
Total Volume and Open Interest 132,100 450,743 -7,549
Heating Oil(NYM)
Mar02 020201 52.65 55.70 52.30 55.31 +2.15 36,635 57,311 -801
Apr02 020201 52.70 55.70 52.45 55.52 +2.21 5,849 25,574 -12
May02 020201 53.05 55.70 53.05 55.57 +2.01 2,410 12,718 +485
Jun02 020201 53.20 55.82 53.20 55.82 +1.86 4,456 19,476 +381
Jul02 020201 55.60 56.32 55.60 56.32 +1.76 898 8,494 +240
Aug02 020201 55.15 57.15 55.15 57.07 +1.71 350 9,672 +126
Sep02 020201 56.86 57.92 56.86 57.92 +1.66 587 6,938 -66
Oct02 020201 57.85 58.77 57.85 58.77 +1.61 296 5,411 +182
Nov02 020201 59.57 59.57 59.57 59.57 +1.61 19 4,148 +16
Dec02 020201 59.40 60.32 59.40 60.32 +1.61 1,428 11,149 +256
Total Volume and Open Interest 72,755 176,643 -6,442
Unleaded Gas(NYM)
Mar02 020201 56.40 60.70 56.40 60.34 +2.92 24,073 43,792 +1,776
Apr02 020201 63.60 66.90 63.45 66.62 +2.25 5,980 25,048 +38
May02 020201 64.30 67.40 64.30 67.12 +2.10 1,994 17,368 -444
Jun02 020201 64.50 67.25 64.50 67.12 +1.93 2,261 14,299 +250
Jul02 020201 64.95 66.57 64.95 66.57 +1.83 283 8,948 -204
Aug02 020201 65.25 65.47 65.25 65.47 +1.81 109 11,232 +84
Sep02 020201 63.62 63.62 63.62 63.62 +1.81 337 11,223 +127
Oct02 020201 60.97 60.97 60.97 60.97 +1.81 126 592 +125
Total Volume and Open Interest 48,821 136,426 -2,796
Natural Gas(NYM)
Mar02 020201 2.140 2.165 2.100 2.138 unch 31,239 70,282 -1,114
Apr02 020201 2.180 2.220 2.160 2.198 +0.008 11,175 42,552 +947
May02 020201 2.255 2.280 2.240 2.266 +0.008 4,559 32,581 +6
Jun02 020201 2.330 2.350 2.310 2.331 +0.005 3,411 28,497 +474
Jul02 020201 2.390 2.410 2.385 2.391 unch 2,139 21,411 -9
Aug02 020201 2.425 2.460 2.425 2.446 -0.002 5,355 24,191 +1,923
Sep02 020201 2.430 2.460 2.430 2.446 -0.002 2,964 19,432 +467
Oct02 020201 2.460 2.480 2.440 2.470 -0.002 1,932 37,107 +458
Total Volume and Open Interest 76,168 468,342 +3,083
Brent Crude Oil(IPE)
Mar02 020201 19.36 20.03 18.80 19.98 +0.80 34,514 65,301 +159
Apr02 020201 19.55 20.20 19.03 20.20 +0.79 14,288 56,068 +438
May02 020201 19.66 20.31 19.15 20.28 +0.74 6,609 28,751 +1,800
Jun02 020201 19.45 20.18 19.10 20.18 +0.70 4,886 43,378 +879
Jul02 020201 19.45 20.17 19.16 20.17 +0.66 963 11,210 +314
Aug02 020201 20.20 20.20 20.20 20.20 +0.64 387 7,382 -8
Sep02 020201 19.62 20.23 19.31 20.23 +0.62 364 6,443 +113
Oct02 020201 19.65 20.26 19.46 20.26 +0.61 0 6,603 +0
Total Volume and Open Interest 68,505 280,904 +4,082
Gas Oil(IPE)
Feb02 020201 166.25 170.50 159.75 167.25 +6.50 14,072 31,370 -2,062
Mar02 020201 165.75 169.50 159.75 167.25 +6.50 12,170 36,322 +2,251
Apr02 020201 165.25 169.50 161.50 168.75 +7.00 2,218 12,549 -128
May02 020201 166.00 169.75 164.00 169.75 +6.00 1,578 6,924 -497
Jun02 020201 167.50 171.50 165.00 171.50 +6.00 1,673 21,410 +448
Jul02 020201 173.25 173.25 173.25 173.25 +6.00 250 4,127 +0
Aug02 020201 174.75 174.75 174.75 174.75 +5.50 502 4,496 +320
Sep02 020201 176.00 176.50 176.00 176.50 +5.25 271 5,989 +117
Total Volume and Open Interest 33,453 175,490 +593
US Dollar Index(NYBOT)
Mar02 020201 120.55 120.55 119.85 119.98 -0.61 1,034 10,172 +103
Jun02 020201 120.74 120.74 120.52 120.52 -0.62 15 2,210 +5
Sep02 020201 120.95 120.95 120.95 120.95 -0.62 0 2 +0
Total Volume and Open Interest 1,049 12,387 +108
Australian Dollar(IMM)
Mar02 020201 50.80 50.90 50.58 50.67 +0.18 3,241 22,119 -221
Jun02 020201 50.45 50.45 50.39 50.39 +0.18 9 452 -2
Sep02 020201 50.11 50.11 50.11 50.11 +0.18 0 3 +0
Total Volume and Open Interest 3,251 22,597 -222
British Pound(IMM)
Mar02 020201 141.12 141.38 140.82 141.28 +0.62 2,860 34,150 +175
Jun02 020201 140.40 140.70 140.28 140.44 +0.62 0 91 +0
Sep02 020201 139.60 139.60 139.60 139.60 +0.62      
Total Volume and Open Interest 2,860 34,241 +175
Canadian Dollar(IMM)
Mar02 020201 62.94 62.98 62.73 62.82 -0.24 11,245 61,069 -1,535
Jun02 020201 62.85 62.95 62.70 62.80 -0.25 226 3,918 -38
Sep02 020201 62.94 62.94 62.70 62.82 -0.25 9 1,310 -4
Dec02 020201 62.87 62.87 62.70 62.85 -0.25 28 1,068 +2
Total Volume and Open Interest 11,526 67,470 -1,557
Japanese Yen(IMM)
Mar02 020201 74.88 75.32 74.70 75.26 +0.90 13,501 106,941 +2,179
Jun02 020201 75.25 75.64 75.25 75.61 +0.90 58 20,809 +2
Sep02 020201 75.95 76.04 75.95 76.04 +0.90 0 44 +0
Total Volume and Open Interest 13,559 128,212 +2,181
Swiss Franc(IMM)
Mar02 020201 58.43 58.52 58.11 58.31 +0.20 7,965 48,190 +1,714
Jun02 020201 58.50 58.50 58.34 58.34 +0.20 27 235 +23
Sep02 020201 58.40 58.40 58.40 58.40 +0.20      
Total Volume and Open Interest 7,992 48,458 +1,737
EuroFX(IMM)
Mar02 020201 86.15 86.28 85.79 86.01 +0.33 12,324 104,832 -155
Jun02 020201 85.88 85.92 85.55 85.72 +0.35 94 1,236 +39
Sep02 020201 85.49 85.49 85.49 85.49 +0.35 0 86 +0
Total Volume and Open Interest 12,502 106,289 -58
Mexican Peso(IMM)
Mar02 020201 10850.0 10870.0 10810.0 10830.0 unch 3,552 27,512 -248
Jun02 020201 10650.0 10650.0 10635.0 10635.0 unch 267 1,441 +119
Total Volume and Open Interest 3,825 29,537 -124
30-Year T-Bonds(CBOT)
Mar02 020201 102~25 103~19 102~13 103~11 +0~16 206,122 446,936 -5,564
Jun02 020201 101~18 102~13 101~12 102~06 +0~16 1,237 41,295 +751
Sep02 020201 101~05 101~05 101~05 101~05 +0~15 0 140 +0
Total Volume and Open Interest 207,369 488,430 -4,803
Municipal Bonds(CBOT)
Mar02 020201 104~02 104~18 103~27 104~14 +0~10 1,406 7,227 +150
Jun02 020201 103~10 103~10 103~10 103~10 +0~10 0 1 +0
Total Volume and Open Interest 1,406 7,228 +150
10-Year T-Notes(CBOT)
Mar02 020201 105~270 106~135 105~165 106~080 +0~120 282,565 531,702 -16,328
Jun02 020201 104~135 105~025 104~120 104~305 +0~125 5,741 60,649 +247
Total Volume and Open Interest 288,306 592,351 -16,081
5-Year T-Notes(CBOT)
Mar02 020201 105~315 106~145 105~280 106~125 +0~100 82,719 530,899 -993
Jun02 020201 105~000 105~150 105~000 105~150 +0~105 2,332 29,278 +1,037
Total Volume and Open Interest 85,051 560,177 +44
2 Year T-Notes(CBOT)
Mar02 020201 104~082 104~112 104~076 104~109 +0~021 15,404 103,322 +4,121
Total Volume and Open Interest 15,404 103,322 +4,121
3-Mth T-Bills(IMM)
Mar02 020201 98.18 98.25 98.18 98.25 +0.01 1 759 +0
Total Volume and Open Interest 1 759 +0
Eurodollars(IMM)
Mar02 020201 97.970 98.025 97.955 98.020 +0.025 86,948 752,144 +6,691
Jun02 020201 97.550 97.685 97.510 97.670 +0.085 144,388 650,696 +1,487
Sep02 020201 97.035 97.195 96.985 97.190 +0.140 235,575 613,235 +1,583
Dec02 020201 96.430 96.605 96.400 96.595 +0.130 180,288 707,560 +90
Mar03 020201 95.885 96.035 95.810 96.015 +0.105 64,923 391,850 +1,111
Jun03 020201 95.390 95.555 95.350 95.530 +0.105 44,646 255,912 -2,940
Sep03 020201 95.040 95.180 94.990 95.150 +0.090 44,785 231,535 +718
Dec03 020201 94.710 94.835 94.670 94.805 +0.080 21,108 166,161 -2,469
Mar04 020201 94.505 94.610 94.480 94.595 +0.060 16,101 111,450 +1,904
Jun04 020201 94.285 94.385 94.285 94.370 +0.055 16,174 115,042 -1,874
Sep04 020201 94.155 94.200 94.125 94.185 +0.055 18,763 106,796 -2,611
Dec04 020201 93.930 94.000 93.920 93.985 +0.055 10,450 68,296 -1,547
Total Volume and Open Interest 933,476 4,779,125 +7,694
3-Mth Euro-Yen(IMM)
Mar02 020201 99.87 99.88 99.87 99.88 -0.01 538 13,921 +917
Jun02 020201 99.88 99.89 99.88 99.88 -0.01 48 11,722 -92
Sep02 020201 99.86 99.86 99.86 99.86 -0.01 25 2,529 -496
Dec02 020201 99.83 99.83 99.83 99.83 -0.01 30 1,536 +10
Mar03 020201 99.78 99.79 99.78 99.79 -0.01 16 1,436 -7
Jun03 020201 99.76 99.76 99.76 99.76 -0.01 61 1,132 -19
Sep03 020201 99.70 99.70 99.69 99.70 -0.01 128 639 +2
Dec03 020201 99.64 99.64 99.64 99.64 unch 0 227 +0
Mar04 020201 99.57 99.57 99.57 99.57 unch 0 438 +0
Jun04 020201 99.49 99.49 99.49 99.49 unch 0 129 +0
Total Volume and Open Interest 846 33,753 +315
3-Mth Euro-Yen(SIMEX)
Mar02 020201 99.89 99.89 99.87 99.87 -0.01 976 77,966 +162
Jun02 020201 99.89 99.89 99.88 99.88 -0.01 2,841 76,789 +1,355
Sep02 020201 99.86 99.86 99.86 99.86 -0.01 1,313 29,568 +762
Dec02 020201 99.84 99.84 99.82 99.82 -0.01 1,310 17,931 +435
Mar03 020201 99.79 99.79 99.78 99.78 -0.01 3,805 23,996 +991
Jun03 020201 99.77 99.78 99.75 99.75 -0.01 2,656 27,419 +2,226
Sep03 020201 99.71 99.72 99.70 99.70 -0.01 494 15,923 +59
Dec03 020201 99.63 99.64 99.62 99.62 -0.02 169 4,298 -14
Total Volume and Open Interest 13,779 289,699 +6,057
German Euro-Bund(EUREX)
Mar02 020201 107.65 108.09 107.51 108.05 +0.16 928,070 715,744 +3,466
Jun02 020201 106.94 107.33 106.80 107.33 +0.16 920 14,614 -158
Sep02 020201 106.55 106.55 106.55 106.55 +0.16 3,021 1,214 +430
Total Volume and Open Interest 932,011 731,572 +3,738
German Euro-Bobl(EUREX)
Mar02 020201 105.91 106.31 105.84 106.27 +0.16 469,558 474,228 +2,802
Jun02 020201 105.20 105.53 105.20 105.53 +0.16 1,861 8,048 +114
Sep02 020201 105.27 105.27 105.27 105.27 +0.16 0 453 +0
Total Volume and Open Interest 471,419 482,729 +2,916
Long Gilt(LIFFE)
Mar02 020201 114~18 115~00 114~15 114~29 +0~05 35,301 68,167 -3,357
Jun02 020201 113~22 114~03 113~22 114~03 +0~05 1 250 +0
Total Volume and Open Interest 35,302 68,417 -3,357
3-Mth Short Sterling(LIFFE)
Mar02 020201 95.88 95.94 95.87 95.91 +0.01 19,003 0 +0
Jun02 020201 95.51 95.61 95.49 95.57 +0.01 19,888 0 +0
Sep02 020201 95.11 95.22 95.07 95.18 +0.02 29,530 0 +0
Total Volume and Open Interest 101,779    
3-Mth Euribor(LIFFE)
Mar02 020201 96.630 96.665 96.620 96.645 -0.005 64,658 587,764 -4,490
Jun02 020201 96.520 96.580 96.490 96.555 -0.010 89,056 471,730 +3,478
Sep02 020201 96.250 96.350 96.225 96.320 +0.005 82,947 340,417 +4,037
Total Volume and Open Interest 348,288 2,132,674 +8,722
3-Mth Aus T-Bills(SFE)
Mar02 020201 95.60 95.65 95.60 95.63 -0.01 17,291 147,643 -529
Jun02 020201 95.41 95.47 95.40 95.45 -0.02 8,298 100,476 +476
Sep02 020201 95.09 95.14 95.09 95.14 -0.03 1,900 40,633 -30
Dec02 020201 94.70 94.75 94.69 94.75 -0.03 1,909 27,819 +914
Mar03 020201 94.33 94.38 94.33 94.38 -0.04 412 13,394 +223
Jun03 020201 94.03 94.09 94.03 94.09 -0.03 690 9,776 +505
Sep03 020201 93.83 93.86 93.83 93.86 -0.02 284 9,013 +206
Dec03 020201 93.67 93.71 93.67 93.71 -0.01 67 4,662 -88
Mar04 020201 93.59 93.59 93.59 93.59 -0.03 0 2,981 -23
Jun04 020201 93.53 93.53 93.53 93.53 -0.03 0 1,704 -10
Total Volume and Open Interest 30,851 360,590 +1,644
10-Year Aus T-Bonds(SFE)
Mar02 020201 93.89 93.91 93.87 93.91 -0.01 2,004 126,038 +6,398
Jun02 020201 93.91 93.91 93.91 93.91 -0.01      
Total Volume and Open Interest 13,475 119,640 -1,305
3-Year Aus T-Bonds(SFE)
Mar02 020201 94.33 94.41 94.33 94.41 -0.02 41,485 335,844 -2,445
Jun02 020201 94.41 94.41 94.41 94.41 -0.02      
Total Volume and Open Interest 41,485 335,844 -2,445
Gold(CMX)
Feb02 020201 282.2 287.5 282.2 286.0 +3.9 3,680 4,384 -4,874
Apr02 020201 283.3 287.9 283.2 286.8 +3.9 16,765 63,937 +2,247
Jun02 020201 283.9 288.9 283.7 287.5 +3.9 637 13,634 +449
Aug02 020201 284.8 288.0 284.8 288.0 +3.8 58 2,931 +91
Oct02 020201 288.7 288.7 288.7 288.7 +3.8 343 2,951 +35
Dec02 020201 286.9 290.3 286.8 289.3 +3.8 186 12,580 +32
Total Volume and Open Interest 21,920 118,386 -2,069
Silver(CMX)
Mar02 020201 423.5 433.5 423.0 431.3 +9.0 11,680 33,780 -825
May02 020201 425.0 435.0 425.0 432.7 +8.9 1,620 11,750 +804
Jul02 020201 424.0 436.0 424.0 433.6 +8.6 2,156 8,900 +896
Sep02 020201 431.5 438.0 431.5 434.6 +8.6 12 1,818 +0
Dec02 020201 428.0 439.0 428.0 435.8 +8.5 81 6,473 +25
Total Volume and Open Interest 15,551 65,480 +901
Platinum(NYM)
Apr02 020201 447.2 452.0 445.2 450.1 +1.9 921 5,884 -152
Jul02 020201 439.0 442.1 438.0 442.1 +1.9 16 244 +15
Oct02 020201 437.1 437.1 437.1 437.1 +1.9 0 38 +0
Total Volume and Open Interest 937 6,166 -137
Palladium(NYME)
Mar02 020201 363.00 380.00 363.00 370.00 +1.00 36 1,111 +15
Jun02 020201 370.00 370.00 370.00 370.00 +1.00 3 25 +3
Sep02 020201 368.00 368.00 368.00 368.00 +1.00 0 12 +0
Total Volume and Open Interest 39 1,148 +18
Copper(CMX)
Mar02 020201 73.70 74.35 73.10 73.65 +0.30 21,646 37,276 +1,860
May02 020201 74.25 74.60 73.70 74.20 +0.35 1,030 7,239 +370
Jul02 020201 74.90 75.20 74.30 74.70 +0.35 1,933 8,047 +1,003
Sep02 020201 75.20 75.20 75.20 75.20 +0.35 34 7,181 +17
Dec02 020201 75.95 75.95 75.95 75.95 +0.35 234 6,815 +158
Total Volume and Open Interest 27,723 78,158 +4,597
DJIA Index(CBOT)
Mar02 020201 9910 9935 9845 9907 unch 16,114 26,657 -549
Jun02 020201 9920 9925 9885 9916 unch 90 584 -3
Sep02 020201 9931 9931 9931 9931 unch 0 75 +0
Dec02 020201 9885 9957 9885 9957 unch 0 116 +0
Total Volume and Open Interest 16,204 27,432 -552
S & P 500(CME)
Mar02 020201 1129.00 1129.70 1118.50 1123.40 -7.00 71,678 475,782 -695
Jun02 020201 1128.50 1130.00 1125.60 1125.60 -6.90 551 16,950 -72
Sep02 020201 1128.70 1128.70 1128.70 1128.70 -7.10 13 10,121 +7
Dec02 020201 1133.20 1133.20 1133.20 1133.20 -7.10 3 305 -1
Total Volume and Open Interest 72,247 503,327 -760
S & P 500 E-Mini(Globex)
Mar02 020201 1128.75 1132.25 1118.50 1123.50 -7.00 232,762 105,087 +6,793
Jun02 020201 1129.00 1129.00 1125.50 1125.50 -7.00 7 27 +7
Total Volume and Open Interest 232,769 105,114 +6,800
NASDAQ 100(CME)
Mar02 020201 1545.00 1566.00 1517.00 1535.00 -18.50 15,598 51,040 +404
Jun02 020201 1542.00 1542.00 1542.00 1542.00 -18.50 0 9 +0
Sep02 020201 1549.00 1549.00 1549.00 1549.00 -18.50      
Total Volume and Open Interest 15,598 51,049 +404
NASDAQ 100 E-Mini(GLOBEX)
Mar02 020201 1549.5 1565.5 1517.0 1535.0 -18.5 182,993 91,056 +729
Jun02 020201 1542.0 1542.0 1542.0 1542.0 -18.5 0 7 +0
Total Volume and Open Interest 182,993 91,063 +729
NYSE Composite(NYBOT)
Mar02 020201 579.00 579.00 575.00 575.60 -2.70 920 3,857 -433
Jun02 020201 575.80 575.80 575.80 575.80 -2.70 0 420 +0
Sep02 020201 576.00 576.00 576.00 576.00 -2.70 0 200 +0
Total Volume and Open Interest 920 4,477 -433
S & P Midcap 400(CME)
Mar02 020201 506.00 509.00 502.75 504.90 -0.70 726 13,660 -29
Jun02 020201 505.90 505.90 505.90 505.90 -0.70      
Sep02 020201 509.90 509.90 509.90 509.90 -0.70      
Total Volume and Open Interest 726 13,660 -29
Russell 2000(CME)
Mar02 020201 481.50 485.50 479.00 480.75 -2.65 2,945 26,776 -421
Jun02 020201 481.75 481.75 481.75 481.75 -2.65 0 5 +0
Sep02 020201 483.75 483.75 483.75 483.75 -2.65      
Total Volume and Open Interest 2,945 26,781 -421
Value Line(KCBT)
Mar02 020201 1231.00 1238.00 1226.00 1232.50 -5.50 56 360 +15
Total Volume and Open Interest 56 360 +15
Nikkei 225(CME)
Mar02 020201 9755 9805 9685 9710 -255 1,206 15,767 -56
Jun02 020201 9705 9705 9705 9705 -255 0 66 +0
Total Volume and Open Interest 1,206 15,834 -56
Nikkei 225(SIMEX)
Mar02 020201 9960 10025 9720 9805 -125 12,147 87,976 -545
Jun02 020201 9760 9760 9760 9760 -125 0 27 +0
Sep02 020201 9755 9755 9755 9755 -130      
Total Volume and Open Interest 12,147 88,303 -545
CAC 40(MATIF)
Feb02 020201 4508.0 4510.5 4454.0 4465.0 -8.0 79,852 348,061 +47,263
Mar02 020201 4503.0 4518.0 4470.0 4476.0 -8.0 1,707 116,776 -174
Apr02 020201 0.0 0.0 0.0 0.0        
DAX Index(EUREX)
Mar02 020201 5145.0 5186.0 5096.0 5118.0 -16.5 47,124 145,810 +368
Jun02 020201 5183.0 5216.0 5164.5 5164.5 -16.5 279 7,955 +45
Sep02 020201 5265.5 5265.5 5209.0 5209.0 -15.5 256 1,973 +220
Total Volume and Open Interest 47,659 155,738 +633
FT-SE 100(LIFFE)
Mar02 020201 5185.00 5220.00 5153.50 5163.00 +34.00 41,157 397,571 +2,719
Jun02 020201 5181.00 5228.00 5170.50 5175.00 +34.00 1,586 28,383 +575
Sep02 020201 5241.00 5241.00 5193.00 5193.00 +37.00 5 4,921 +0
Total Volume and Open Interest 42,748 430,875 +3,294
SPI 200(SFE)
Mar02 020201 3472.0 3481.0 3434.0 3441.0 -16.0 10,924 131,333 -841
Jun02 020201 3476.0 3481.0 3448.0 3453.0 -16.0 239 1,969 +62
Sep02 020201 3462.0 3462.0 3462.0 3462.0 -16.0 0 445 -35
Total Volume and Open Interest 11,163 134,221 -814
GSCI(CME)
Feb02 020201 166.00 170.90 165.25 169.70 +3.10 300 20,913 -37
Mar02 020201 168.95 172.80 168.95 172.80 +3.60 70 62 +60
Apr02 020201 173.50 173.50 173.50 173.50 +3.50      
Total Volume and Open Interest 370 20,975 +23
Bridge CRB Index(NYBOT)
Feb02 020201 187.40 189.50 187.40 189.00 +2.00 32 215 -8
Apr02 020201 189.00 190.50 189.00 190.50 +2.00 37 206 +10
Jun02 020201 191.25 193.00 190.90 193.00 +2.00 1 59 +0
Total Volume and Open Interest 70 480 +2
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

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