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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 Mon February 04, 2002
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Mar02 020204 427.00 434.50 426.75 434.00 +7.25 21,466 62,715 -1,129
May02 020204 431.50 438.00 431.00 437.25 +7.25 7,009 47,415 +1,052
Jul02 020204 435.00 442.00 434.50 441.25 +7.00 3,170 32,871 +269
Aug02 020204 435.50 441.50 435.50 441.50 +6.50 439 3,701 -84
Sep02 020204 438.50 440.50 438.00 440.50 +5.00 51 779 +19
Nov02 020204 440.50 446.00 440.50 445.25 +5.50 1,596 15,321 +615
Jan03 020204 448.00 452.25 448.00 452.25 +5.25 14 1,031 +2
Total Volume and Open Interest 33,748 164,056 +714
Soybean Meal(CBOT)
Mar02 020204 149.10 151.20 149.10 150.90 +1.80 9,226 39,837 -1,053
May02 020204 146.20 148.40 146.10 148.10 +2.00 4,924 35,352 +613
Jul02 020204 146.00 148.30 146.00 148.10 +2.20 2,197 27,543 +91
Aug02 020204 146.00 147.80 146.00 147.50 +1.70 135 9,759 +4
Sep02 020204 145.60 147.30 145.60 147.30 +1.70 101 9,017 +18
Oct02 020204 145.00 146.60 145.00 146.60 +2.10 139 5,531 +151
Dec02 020204 146.00 147.50 145.80 147.40 +1.90 476 16,371 +136
Jan03 020204 146.50 147.30 146.10 147.20 +1.60 25 1,501 -4
Total Volume and Open Interest 17,248 145,277 -24
Soybean Oil(CBOT)
Mar02 020204 15.26 15.50 15.25 15.47 +0.28 8,931 58,409 -1,984
May02 020204 15.46 15.70 15.45 15.69 +0.28 7,070 42,760 -1,006
Jul02 020204 15.69 15.93 15.69 15.91 +0.26 2,985 28,950 +979
Aug02 020204 15.78 16.02 15.78 16.01 +0.28 335 8,577 +30
Sep02 020204 15.92 16.12 15.92 16.12 +0.29 189 6,022 +65
Oct02 020204 16.10 16.20 16.10 16.20 +0.28 198 3,246 +125
Dec02 020204 16.37 16.47 16.34 16.47 +0.27 193 11,460 -56
Jan03 020204 16.65 16.65 16.65 16.65 +0.30 0 987 +0
Total Volume and Open Interest 19,913 164,169 -1,835
Canola(WCE)
Mar02 020204 337.5 337.8 336.9 337.8 +0.9 4,366 23,435 +572
May02 020204 337.0 338.2 336.9 337.9 +1.3 1,984 17,537 +322
Jul02 020204 336.0 337.0 336.0 336.8 +1.3 758 7,108 -191
Sep02 020204 322.4 322.4 322.4 322.4 -0.1 0 1 +0
Nov02 020204 320.5 322.0 320.5 321.1 +0.6 1,079 12,336 -136
Total Volume and Open Interest 8,187 60,417 +567
Corn(CBOT)
Mar02 020204 204.50 206.50 204.25 206.00 +1.50 40,159 231,046 -2,376
May02 020204 211.75 213.25 211.25 213.00 +1.50 6,933 94,496 +1,962
Jul02 020204 218.00 220.00 217.75 219.50 +1.50 4,973 65,633 +876
Sep02 020204 224.50 226.00 224.50 225.50 +1.25 1,167 21,528 +727
Dec02 020204 232.75 234.50 232.50 233.75 +1.25 2,860 50,689 +280
Mar03 020204 240.25 241.75 240.25 241.50 +1.25 404 5,531 +169
Total Volume and Open Interest 56,709 473,964 +1,680
Wheat(CBOT)
Mar02 020204 285.50 286.75 280.00 280.75 -6.25 10,066 65,314 -610
May02 020204 290.00 291.00 285.50 286.25 -4.75 3,142 13,560 -653
Jul02 020204 294.00 295.00 289.50 290.25 -4.50 4,991 21,591 +1,301
Sep02 020204 298.50 298.50 294.50 295.00 -4.00 39 4,378 +1
Dec02 020204 307.50 308.00 305.00 305.50 -4.00 84 5,969 +4
Total Volume and Open Interest 18,354 111,197 +60
Wheat(KCBT)
Mar02 020204 286.25 286.75 282.50 283.75 -2.50 3,445 37,744 -494
May02 020204 292.75 292.75 288.75 289.75 -3.00 1,475 12,348 -59
Jul02 020204 299.50 299.50 294.50 295.75 -2.75 1,272 16,045 +62
Sep02 020204 305.25 305.25 303.00 303.00 -2.75 102 2,294 -41
Dec02 020204 315.00 315.25 312.25 312.75 -3.75 32 4,267 -13
Total Volume and Open Interest 6,356 72,784 -515
Wheat(MGE)
Mar02 020204 301.00 301.50 297.00 297.50 -3.25 1,474 14,464 -454
May02 020204 309.00 309.00 305.50 306.50 -2.50 1,143 5,747 +782
Jul02 020204 316.25 316.25 312.75 313.75 -2.00 325 2,584 +153
Sep02 020204 321.25 321.25 320.00 320.00 -2.50 64 1,407 +13
Dec02 020204 332.00 332.00 329.00 329.50 -2.50 17 848 +9
Total Volume and Open Interest 3,025 25,156 +504
Oats(CBOT)
Mar02 020204 197.50 201.75 197.50 201.75 +3.00 1,257 6,915 +43
May02 020204 182.00 185.50 182.00 185.00 +3.00 326 2,744 -74
Jul02 020204 163.00 166.50 162.50 165.25 +1.25 61 1,306 +1
Sep02 020204 143.50 143.50 143.50 143.50 +2.00 2 142 +2
Total Volume and Open Interest 1,963 12,983 +61
Rough Rice(CBOT)
Mar02 020204 3.69 3.70 3.66 3.69 +0.04 272 4,448 +3
May02 020204 3.90 3.92 3.88 3.90 +0.04 212 1,267 +64
Jul02 020204 4.12 4.12 4.12 4.12 +0.04 117 497 -73
Sep02 020204 4.32 4.32 4.32 4.32 +0.01 25 183 -16
Total Volume and Open Interest 690 6,952 +33
Live Cattle(CME)
Feb02 020204 73.375 74.050 73.350 73.900 +0.775 8,628 15,905 -6,360
Apr02 020204 75.700 76.250 75.525 75.625 +0.250 6,246 37,435 +959
Jun02 020204 70.850 71.250 70.775 70.900 +0.125 3,113 18,580 +758
Aug02 020204 70.700 71.100 70.600 70.675 unch 793 11,324 +184
Oct02 020204 72.250 72.700 72.250 72.250 unch 380 5,009 +157
Dec02 020204 72.775 73.100 72.775 73.000 +0.225 134 1,373 +42
Total Volume and Open Interest 19,305 89,744 -4,249
Feeder Cattle(CME)
Mar02 020204 84.150 84.800 84.100 84.325 +0.150 919 6,585 -28
Apr02 020204 84.600 85.400 84.550 84.900 +0.200 317 2,669 +29
May02 020204 84.650 85.350 84.650 84.800 +0.150 222 2,207 +75
Aug02 020204 85.875 86.350 85.875 86.050 +0.175 83 1,404 +39
Sep02 020204 85.750 86.150 85.750 85.850 +0.150 26 187 +15
Oct02 020204 85.550 86.150 85.550 85.750 +0.100 13 148 +10
Nov02 020204 85.950 86.300 85.950 86.200 +0.250 5 90 +3
Total Volume and Open Interest 1,585 13,290 +143
Lean Hogs(CME)
Feb02 020204 56.675 56.675 56.075 56.225 -0.500 1,620 5,344 +51
Apr02 020204 62.150 62.550 61.700 61.850 -0.250 4,375 17,151 +1,475
May02 020204 67.350 67.350 66.650 67.025 -0.325 117 1,824 +58
Jun02 020204 67.550 67.600 67.000 67.325 -0.375 412 4,002 +101
Jul02 020204 64.100 64.100 63.300 63.900 -0.375 89 1,270 +51
Aug02 020204 61.900 62.000 61.300 61.575 -0.825 93 857 +53
Oct02 020204 53.125 53.125 53.000 53.100 -0.300 47 595 -1
Dec02 020204 50.950 50.950 50.600 50.700 -0.275 13 329 +3
Total Volume and Open Interest 6,766 31,385 +1,791
Pork Bellies(CME)
Feb02 020204 75.950 76.100 74.775 75.750 +0.400 634 754 -98
Mar02 020204 76.650 76.900 75.450 76.300 +0.200 483 1,089 +169
May02 020204 77.800 78.500 77.250 78.050 +0.550 59 527 +21
Jul02 020204 78.100 78.100 78.100 78.100 unch 27 152 +3
Aug02 020204 76.000 76.000 76.000 76.000 unch 0 23 +0
Total Volume and Open Interest 1,203 2,545 +95
Cocoa(NYBOT)
Mar02 020204 1355 1410 1348 1400 +50 3,788 25,428 +267
May02 020204 1357 1403 1350 1396 +46 1,658 20,339 +938
Jul02 020204 1345 1390 1345 1385 +46 291 12,222 +37
Sep02 020204 1330 1365 1330 1364 +45 129 7,359 +54
Dec02 020204 1300 1300 1296 1298 +39 24 10,008 -4
Mar03 020204 1214 1239 1214 1239 +35 471 10,190 -188
May03 020204 1200 1231 1200 1231 +36 250 4,238 +0
Total Volume and Open Interest 6,666 101,415 +1,154
Coffee "C"(NYBOT)
Mar02 020204 45.75 46.20 45.25 45.50 +0.05 4,889 29,265 -76
May02 020204 48.50 48.60 47.80 48.05 unch 2,685 14,846 +448
Jul02 020204 50.75 51.00 50.30 50.45 -0.05 936 8,809 +50
Sep02 020204 53.00 53.00 52.50 52.50 -0.10 617 5,337 +283
Dec02 020204 55.50 55.55 55.00 55.00 -0.20 159 4,015 +73
Mar03 020204 58.00 58.00 57.75 57.75 -0.25 93 2,164 +9
Total Volume and Open Interest 9,385 64,582 +792
Orange Juice(NYBOT)
Mar02 020204 88.50 88.85 88.00 88.20 +0.25 1,383 11,466 +113
May02 020204 89.60 89.80 89.10 89.45 +0.35 316 2,396 +145
Jul02 020204 91.00 91.00 90.65 90.65 +0.30 44 657 +33
Sep02 020204 91.40 91.40 91.40 91.40 +0.80 2 238 +0
Nov02 020204 92.40 92.40 92.40 92.40 +0.90 16 1,429 +0
Total Volume and Open Interest 1,762 16,540 +292
Sugar #11(NYBOT)
Mar02 020204 6.45 6.54 6.21 6.24 -0.11 12,104 68,854 -102
May02 020204 5.90 5.95 5.71 5.73 -0.05 5,195 44,016 +713
Jul02 020204 5.61 5.63 5.40 5.41 -0.06 3,538 37,471 -642
Oct02 020204 5.70 5.72 5.52 5.54 -0.06 1,668 26,314 +403
Mar03 020204 6.05 6.05 5.92 5.92 -0.07 917 10,141 +74
Total Volume and Open Interest 24,051 197,738 +759
London Cocoa(LCE)
Mar02 020204 1024 1062 1022 1059 +35 1,360 47,726 -476
May02 020204 1035 1074 1035 1071 +34 501 35,020 -96
Jul02 020204 1050 1085 1050 1082 +31 425 34,344 +70
Sep02 020204 1046 1071 1044 1070 +29 234 14,210 +159
Dec02 020204 989 1015 989 1014 +26 317 12,608 +15
Mar03 020204 950 975 946 972 +27 1,207 13,347 +235
May03 020204 950 972 950 972 +27 20 1,475 +10
Total Volume and Open Interest 4,839 161,803 +642
London Coffee(LCE)
Mar02 020204 372.00 375.00 371.00 373.00 +1.00 2,176 39,487 -1,400
May02 020204 381.00 385.00 381.00 384.00 +2.00 1,003 26,402 +96
Jul02 020204 395.00 400.00 395.00 398.00 +2.00 469 19,397 +186
Sep02 020204 412.00 412.00 409.00 411.00 +2.00 484 15,459 +315
Nov02 020204 424.00 425.00 423.00 423.00 +3.00 110 7,383 +80
Jan03 020204 437.00 437.00 434.00 434.00 +3.00 2 2,482 +2
Total Volume and Open Interest 4,244 110,610 -721
London Sugar(LCE)
Mar02 020204 226.90 230.50 223.00 223.50 -3.10 2,358 12,176 -970
May02 020204 214.40 217.00 210.50 211.50 -2.50 2,726 14,087 -17
Aug02 020204 199.90 201.50 196.50 196.50 -3.00 1,685 14,563 +602
Oct02 020204 186.70 186.70 181.00 181.00 -3.00 438 6,765 +125
Dec02 020204 186.00 187.00 182.00 182.00 -3.50 41 1,745 +1
Total Volume and Open Interest 7,293 51,451 -242
Cotton(NYBOT)
Mar02 020204 37.40 38.10 37.05 37.83 +0.38 11,984 24,582 -2,404
May02 020204 38.80 39.25 38.60 39.10 +0.12 2,877 14,643 +700
Jul02 020204 40.00 40.40 39.80 40.24 +0.14 1,120 12,658 +130
Oct02 020204 42.15 42.15 42.15 42.15 +0.15 4 468 +2
Dec02 020204 42.80 43.40 42.70 43.24 +0.09 948 10,585 +148
Mar03 020204 44.75 44.75 44.75 44.75 +0.05 0 1,207 -1
Total Volume and Open Interest 16,943 65,854 -1,415
Lumber(CME)
Mar02 020204 272.0 272.3 267.5 268.8 -4.7 404 1,691 +58
May02 020204 280.5 281.1 277.4 278.0 -3.1 123 450 +8
Jul02 020204 286.0 286.1 286.0 286.1 +1.1 3 68 +1
Sep02 020204 288.2 288.2 288.2 288.2 +6.2 1 7 +1
Total Volume and Open Interest 531 2,220 +68
Crude Oil(NYM)
Mar02 020204 20.30 20.35 19.93 20.07 -0.31 122,999 123,354 +2,007
Apr02 020204 20.60 20.60 20.24 20.36 -0.27 45,919 65,748 +2,401
May02 020204 20.80 20.80 20.40 20.56 -0.28 13,313 39,665 +1,533
Jun02 020204 20.86 20.86 20.60 20.67 -0.29 10,450 35,643 +2,890
Jul02 020204 20.77 20.80 20.60 20.68 -0.29 2,396 19,152 +38
Aug02 020204 20.90 20.90 20.69 20.69 -0.29 1,574 15,097 -219
Sep02 020204 20.74 20.80 20.70 20.70 -0.29 1,314 15,932 -288
Oct02 020204 20.75 20.80 20.60 20.71 -0.29 340 11,598 +293
Nov02 020204 20.76 20.76 20.68 20.72 -0.29 17 8,921 +15
Dec02 020204 20.90 20.92 20.68 20.73 -0.29 3,907 31,707 +610
Total Volume and Open Interest 207,838 459,383 +8,640
Heating Oil(NYM)
Mar02 020204 54.80 55.10 53.60 53.81 -1.50 29,562 54,997 -2,314
Apr02 020204 55.00 55.15 53.90 54.11 -1.41 7,867 26,006 +432
May02 020204 54.90 54.90 54.05 54.26 -1.31 2,203 13,035 +317
Jun02 020204 55.00 55.20 54.49 54.61 -1.21 4,000 20,376 +900
Jul02 020204 55.90 55.90 54.75 55.16 -1.16 1,675 9,091 +597
Aug02 020204 56.60 56.60 55.96 55.96 -1.11 459 9,687 +15
Sep02 020204 57.00 57.00 56.86 56.86 -1.06 239 7,058 +120
Oct02 020204 57.76 57.76 57.76 57.76 -1.01 143 5,387 -24
Nov02 020204 59.30 59.30 58.56 58.56 -1.01 4 4,154 +6
Dec02 020204 59.70 59.70 59.31 59.31 -1.01 1,065 11,111 -38
Total Volume and Open Interest 47,419 174,323 -2,320
Unleaded Gas(NYM)
Mar02 020204 60.00 60.20 58.60 59.31 -1.03 25,737 44,265 +473
Apr02 020204 66.30 66.40 65.35 65.64 -0.98 11,479 25,797 +749
May02 020204 66.80 66.90 66.00 66.26 -0.86 2,468 17,820 +452
Jun02 020204 66.30 66.50 66.10 66.33 -0.79 1,277 15,173 +874
Jul02 020204 65.80 65.83 65.50 65.83 -0.74 580 9,280 +332
Aug02 020204 64.80 64.80 64.35 64.76 -0.71 492 11,320 +88
Sep02 020204 62.96 62.96 62.96 62.96 -0.66 572 11,009 -214
Oct02 020204 60.36 60.36 60.36 60.36 -0.61 1 593 +1
Total Volume and Open Interest 42,661 136,310 -116
Natural Gas(NYM)
Mar02 020204 2.110 2.150 2.080 2.117 -0.021 28,386 71,451 +1,169
Apr02 020204 2.175 2.215 2.150 2.184 -0.014 6,782 41,879 -673
May02 020204 2.240 2.270 2.220 2.252 -0.014 2,853 32,406 -175
Jun02 020204 2.315 2.330 2.296 2.317 -0.014 1,156 28,927 +430
Jul02 020204 2.370 2.400 2.365 2.377 -0.014 1,787 21,822 +411
Aug02 020204 2.425 2.450 2.420 2.432 -0.014 1,270 24,334 +143
Sep02 020204 2.420 2.450 2.420 2.432 -0.014 1,360 19,552 +120
Oct02 020204 2.450 2.475 2.440 2.459 -0.011 2,160 37,241 +134
Total Volume and Open Interest 53,974 471,875 +3,533
Brent Crude Oil(IPE)
Mar02 020204 19.80 19.92 19.60 19.81 -0.17 55,581 60,688 -4,613
Apr02 020204 19.97 20.13 19.82 20.02 -0.18 22,225 55,370 -698
May02 020204 19.95 20.16 19.88 20.07 -0.21 7,130 30,579 +1,828
Jun02 020204 19.85 20.03 19.80 19.91 -0.27 7,268 43,784 +406
Jul02 020204 19.85 19.93 19.76 19.89 -0.28 1,481 10,621 -589
Aug02 020204 19.91 19.91 19.91 19.91 -0.29 0 7,382 +0
Sep02 020204 19.91 19.93 19.88 19.93 -0.30 749 6,870 +427
Oct02 020204 19.93 19.95 19.93 19.95 -0.31 642 7,245 +642
Total Volume and Open Interest 99,132 278,061 -2,843
Gas Oil(IPE)
Feb02 020204 166.00 168.25 164.50 166.50 -0.75 16,355 28,768 -2,602
Mar02 020204 165.50 168.25 164.75 166.50 -0.75 14,887 36,227 -95
Apr02 020204 166.25 169.25 166.25 168.00 -0.75 3,633 13,443 +894
May02 020204 168.00 170.75 168.00 169.50 -0.25 988 7,659 +735
Jun02 020204 170.00 172.75 169.75 171.25 -0.25 1,526 21,407 -3
Jul02 020204 173.00 173.25 173.00 173.25 unch 0 4,127 +0
Aug02 020204 175.00 175.00 175.00 175.00 +0.25 0 4,396 -100
Sep02 020204 176.75 176.75 176.75 176.75 +0.25 41 5,989 +0
Total Volume and Open Interest 37,934 174,639 -851
US Dollar Index(NYBOT)
Mar02 020204 120.03 120.08 118.96 119.09 -0.89 839 10,065 -107
Jun02 020204 120.27 120.30 119.52 119.62 -0.90 2 2,212 +2
Sep02 020204 120.05 120.05 120.05 120.05 -0.90 0 2 +0
Total Volume and Open Interest 841 12,282 -105
Australian Dollar(IMM)
Mar02 020204 50.81 51.02 50.75 50.98 +0.31 1,615 21,597 -522
Jun02 020204 50.70 50.70 50.70 50.70 +0.31 4 456 +4
Sep02 020204 50.42 50.42 50.42 50.42 +0.31 0 3 +0
Total Volume and Open Interest 1,619 22,079 -518
British Pound(IMM)
Mar02 020204 141.34 142.06 141.12 141.86 +0.58 3,092 33,978 -172
Jun02 020204 140.66 141.20 140.66 141.02 +0.58 15 89 -2
Sep02 020204 140.18 140.18 140.18 140.18 +0.58      
Total Volume and Open Interest 3,107 34,067 -174
Canadian Dollar(IMM)
Mar02 020204 62.82 62.87 62.64 62.66 -0.16 5,516 60,355 -714
Jun02 020204 62.82 62.85 62.64 62.64 -0.16 173 3,952 +34
Sep02 020204 62.65 62.82 62.65 62.66 -0.16 53 1,331 +21
Dec02 020204 62.74 62.74 62.65 62.69 -0.16 10 1,075 +7
Total Volume and Open Interest 5,752 66,818 -652
Japanese Yen(IMM)
Mar02 020204 75.21 76.00 75.19 75.76 +0.50 18,149 105,563 -1,378
Jun02 020204 75.51 76.19 75.51 76.11 +0.50 136 20,834 +25
Sep02 020204 76.54 76.54 76.54 76.54 +0.50 1 45 +1
Total Volume and Open Interest 18,286 126,860 -1,352
Swiss Franc(IMM)
Mar02 020204 58.36 59.02 58.35 58.92 +0.61 5,118 47,600 -590
Jun02 020204 58.66 59.06 58.61 58.95 +0.61 8 238 +3
Sep02 020204 58.99 59.01 58.99 59.01 +0.61      
Total Volume and Open Interest 5,126 47,871 -587
EuroFX(IMM)
Mar02 020204 86.22 86.94 86.20 86.86 +0.85 10,120 103,910 -922
Jun02 020204 85.97 86.63 85.94 86.57 +0.85 379 1,492 +256
Sep02 020204 86.37 86.37 86.34 86.34 +0.85 0 86 +0
Total Volume and Open Interest 10,653 105,729 -560
Mexican Peso(IMM)
Mar02 020204 10845.0 10850.0 10810.0 10835.0 +5.0 2,300 28,070 +558
Jun02 020204 10645.0 10645.0 10645.0 10645.0 +10.0 123 1,509 +68
Total Volume and Open Interest 2,423 30,163 +626
30-Year T-Bonds(CBOT)
Mar02 020204 103~11 104~08 103~11 104~05 +0~26 190,409 457,263 +10,327
Jun02 020204 102~17 103~02 102~14 103~00 +0~26 3,129 41,817 +522
Sep02 020204 102~00 102~00 101~30 101~30 +0~25 50 190 +50
Total Volume and Open Interest 193,638 499,310 +10,880
Municipal Bonds(CBOT)
Mar02 020204 104~20 105~07 104~17 105~01 +0~19 939 7,190 -37
Jun02 020204 103~18 103~29 103~18 103~29 +0~19 0 1 +0
Total Volume and Open Interest 939 7,191 -37
10-Year T-Notes(CBOT)
Mar02 020204 106~090 106~310 106~080 106~285 +0~205 268,124 532,232 +530
Jun02 020204 105~070 105~205 105~040 105~190 +0~205 4,762 61,297 +648
Total Volume and Open Interest 272,886 593,529 +1,178
5-Year T-Notes(CBOT)
Mar02 020204 106~195 106~270 106~155 106~250 +0~125 68,965 531,946 +1,047
Jun02 020204 105~230 105~290 105~230 105~290 +0~140 2,342 30,569 +1,291
Total Volume and Open Interest 71,307 562,515 +2,338
2 Year T-Notes(CBOT)
Mar02 020204 104~120 105~008 104~116 105~008 +0~027 11,295 104,180 +858
Total Volume and Open Interest 11,295 104,180 +858
3-Mth T-Bills(IMM)
Mar02 020204 98.26 98.26 98.26 98.26 +0.01 3 749 -10
Total Volume and Open Interest 3 749 -10
Eurodollars(IMM)
Mar02 020204 98.025 98.050 98.020 98.040 +0.020 142,620 758,791 +6,647
Jun02 020204 97.700 97.745 97.690 97.735 +0.065 222,514 684,053 +33,357
Sep02 020204 97.245 97.300 97.215 97.285 +0.095 305,043 629,125 +15,890
Dec02 020204 96.645 96.740 96.635 96.720 +0.125 207,379 709,233 +1,673
Mar03 020204 96.070 96.155 96.070 96.140 +0.125 73,481 399,549 +7,699
Jun03 020204 95.595 95.660 95.575 95.640 +0.110 45,304 260,328 +4,416
Sep03 020204 95.200 95.265 95.195 95.260 +0.110 43,172 232,148 +613
Dec03 020204 94.850 94.910 94.845 94.905 +0.100 24,059 168,299 +2,138
Mar04 020204 94.645 94.705 94.630 94.690 +0.095 9,763 112,715 +1,265
Jun04 020204 94.420 94.475 94.405 94.460 +0.090 8,813 116,246 +1,204
Sep04 020204 94.235 94.285 94.220 94.275 +0.090 8,653 109,477 +2,681
Dec04 020204 94.035 94.075 94.020 94.075 +0.090 8,604 70,835 +2,539
Total Volume and Open Interest 1,133,122 4,864,582 +85,457
3-Mth Euro-Yen(IMM)
Mar02 020204 99.88 99.89 99.88 99.89 +0.01 338 14,032 +111
Jun02 020204 99.88 99.89 99.88 99.89 +0.01 888 11,532 -190
Sep02 020204 99.87 99.87 99.87 99.87 +0.01 89 2,504 -25
Dec02 020204 99.84 99.84 99.84 99.84 +0.01 200 1,849 +313
Mar03 020204 99.81 99.81 99.81 99.81 +0.02 59 1,256 -180
Jun03 020204 99.78 99.78 99.78 99.78 +0.02 474 1,644 +512
Sep03 020204 99.72 99.72 99.72 99.72 +0.02 59 657 +18
Dec03 020204 99.64 99.64 99.64 99.64 unch 0 227 +0
Mar04 020204 99.57 99.57 99.57 99.57 unch 0 438 +0
Jun04 020204 99.49 99.49 99.49 99.49 unch 0 129 +0
Total Volume and Open Interest 2,107 34,312 +559
3-Mth Euro-Yen(SIMEX)
Mar02 020204 99.88 99.88 99.88 99.88 +0.01 3,138 78,781 +815
Jun02 020204 99.88 99.89 99.88 99.89 +0.01 3,776 77,924 +1,135
Sep02 020204 99.86 99.86 99.86 99.86 +0.01 1,523 29,571 +3
Dec02 020204 99.83 99.84 99.83 99.83 +0.01 2,459 18,597 +666
Mar03 020204 99.79 99.80 99.79 99.80 +0.02 627 23,899 -97
Jun03 020204 99.77 99.78 99.77 99.78 +0.03 693 27,227 -192
Sep03 020204 99.71 99.72 99.71 99.72 +0.02 117 15,958 +35
Dec03 020204 99.65 99.65 99.65 99.65 +0.03 2,609 6,199 +1,901
Total Volume and Open Interest 14,942 293,900 +4,201
German Euro-Bund(EUREX)
Mar02 020204 107.98 108.50 107.98 108.46 +0.41 684,601 730,036 +14,292
Jun02 020204 107.49 107.73 107.42 107.73 +0.40 1,146 15,040 +426
Sep02 020204 106.96 106.96 106.96 106.96 +0.41 5,878 2,003 +789
Total Volume and Open Interest 691,625 747,079 +15,507
German Euro-Bobl(EUREX)
Mar02 020204 106.19 106.69 106.19 106.62 +0.35 479,363 491,974 +17,746
Jun02 020204 105.68 105.87 105.68 105.87 +0.34 802 8,498 +450
Sep02 020204 105.62 105.62 105.62 105.62 +0.35 820 453 +0
Total Volume and Open Interest 480,985 500,925 +18,196
Long Gilt(LIFFE)
Mar02 020204 115~01 115~12 114~31 115~10 +0~12 30,568 68,191 +24
Jun02 020204 114~15 114~15 114~15 114~15 +0~12 249 450 +200
Total Volume and Open Interest 30,817 68,641 +224
3-Mth Short Sterling(LIFFE)
Mar02 020204 95.92 95.95 95.92 95.94 +0.03 21,085 0 +0
Jun02 020204 95.60 95.68 95.59 95.66 +0.09 26,954 0 +0
Sep02 020204 95.21 95.30 95.19 95.28 +0.10 50,647 0 +0
Total Volume and Open Interest 137,803    
3-Mth Euribor(LIFFE)
Mar02 020204 96.650 96.690 96.650 96.665 +0.020 60,693 588,038 +274
Jun02 020204 96.555 96.630 96.555 96.595 +0.040 85,427 473,069 +1,339
Sep02 020204 96.315 96.425 96.315 96.385 +0.065 98,624 340,237 -180
Total Volume and Open Interest 348,659 2,131,928 -746
3-Mth Aus T-Bills(SFE)
Mar02 020204 95.67 95.67 95.64 95.65 +0.02 11,184 158,048 +10,405
Jun02 020204 95.51 95.51 95.47 95.49 +0.04 11,244 110,043 +9,567
Sep02 020204 95.21 95.22 95.17 95.19 +0.05 3,260 43,369 +2,736
Dec02 020204 94.84 94.84 94.78 94.80 +0.05 1,310 28,802 +983
Mar03 020204 94.45 94.45 94.43 94.44 +0.06 222 13,543 +149
Jun03 020204 94.16 94.16 94.14 94.14 +0.05 317 10,040 +264
Sep03 020204 93.92 93.93 93.92 93.93 +0.07 592 9,582 +569
Dec03 020204 93.78 93.80 93.77 93.79 +0.08 274 4,936 +274
Mar04 020204 93.69 93.69 93.69 93.69 +0.10 0 2,981 +0
Jun04 020204 93.63 93.63 93.62 93.62 +0.09 0 1,704 +0
Total Volume and Open Interest 28,403 385,537 +24,947
10-Year Aus T-Bonds(SFE)
Mar02 020204 94.00 94.00 93.95 93.97 +0.06 2,957 129,123 +3,085
Jun02 020204 93.97 93.97 93.97 93.97 +0.06      
Total Volume and Open Interest 10,312 126,038 +6,398
3-Year Aus T-Bonds(SFE)
Mar02 020204 94.51 94.52 94.46 94.49 +0.08 59,972 386,194 +50,350
Jun02 020204 94.30 94.30 94.30 94.30 -0.11      
Total Volume and Open Interest 59,972 386,194 +50,350
Gold(CMX)
Feb02 020204 286.1 290.0 286.0 289.3 +3.3 1,082 1,612 -2,772
Apr02 020204 287.1 290.5 286.8 290.1 +3.3 30,042 67,838 +3,901
Jun02 020204 287.6 291.2 287.5 290.8 +3.3 1,847 13,134 -500
Aug02 020204 288.0 291.3 288.0 291.3 +3.3 804 3,400 +469
Oct02 020204 292.0 292.0 292.0 292.0 +3.3 0 2,964 +13
Dec02 020204 290.0 293.3 289.3 292.6 +3.3 211 12,587 +7
Total Volume and Open Interest 34,086 119,504 +1,118
Silver(CMX)
Mar02 020204 429.0 431.5 425.5 429.5 -1.8 13,421 33,816 +36
May02 020204 430.5 433.0 428.0 431.0 -1.7 1,156 12,296 +546
Jul02 020204 435.0 435.5 429.0 432.0 -1.6 982 8,310 -590
Sep02 020204 431.0 433.1 431.0 433.1 -1.5 25 1,821 +3
Dec02 020204 434.5 437.5 432.0 434.3 -1.5 124 6,478 +5
Total Volume and Open Interest 15,710 65,481 +1
Platinum(NYM)
Apr02 020204 453.5 455.0 448.2 451.3 +1.2 552 5,836 -48
Jul02 020204 449.0 449.0 440.0 443.3 +1.2 80 235 -9
Oct02 020204 438.3 438.3 438.3 438.3 +1.2 0 38 +0
Total Volume and Open Interest 632 6,109 -57
Palladium(NYME)
Mar02 020204 369.00 375.00 369.00 374.00 +4.00 74 1,102 -9
Jun02 020204 374.00 374.00 374.00 374.00 +4.00 0 25 +0
Sep02 020204 372.00 372.00 372.00 372.00 +4.00 0 12 +0
Total Volume and Open Interest 74 1,139 -9
Copper(CMX)
Mar02 020204 73.45 74.10 72.80 72.85 -0.80 10,831 37,816 +540
May02 020204 74.00 74.60 73.30 73.40 -0.80 866 7,451 +212
Jul02 020204 74.70 74.70 73.85 73.90 -0.80 468 7,922 -125
Sep02 020204 74.75 74.80 74.40 74.40 -0.80 14 7,187 +6
Dec02 020204 75.80 75.90 75.10 75.10 -0.85 78 6,815 +0
Total Volume and Open Interest 12,653 78,238 +80
DJIA Index(CBOT)
Mar02 020204 9860 9894 9655 9683 -224 15,142 27,474 +817
Jun02 020204 9865 9890 9680 9688 -228 36 589 +5
Sep02 020204 9702 9702 9702 9702 -229 0 75 +0
Dec02 020204 9725 9725 9725 9725 -232 3 116 +0
Total Volume and Open Interest 15,181 28,254 +822
S & P 500(CME)
Mar02 020204 1118.50 1118.70 1091.00 1095.30 -28.10 60,689 474,811 -971
Jun02 020204 1119.50 1119.50 1096.50 1097.30 -28.30 992 17,224 +274
Sep02 020204 1099.90 1099.90 1099.90 1099.90 -28.80 7 10,118 -3
Dec02 020204 1115.80 1115.80 1103.90 1103.90 -29.30 1 304 -1
Total Volume and Open Interest 61,690 502,626 -701
S & P 500 E-Mini(Globex)
Mar02 020204 1123.25 1124.00 1091.00 1095.25 -28.25 193,618 100,297 -4,790
Jun02 020204 1107.50 1110.00 1093.00 1097.25 -28.25 2 26 -1
Total Volume and Open Interest 193,620 100,323 -4,791
NASDAQ 100(CME)
Mar02 020204 1529.00 1532.00 1473.00 1487.00 -48.00 16,709 51,803 +763
Jun02 020204 1493.00 1494.00 1493.00 1494.00 -48.00 0 9 +0
Sep02 020204 1501.00 1501.00 1501.00 1501.00 -48.00      
Total Volume and Open Interest 16,709 51,812 +763
NASDAQ 100 E-Mini(GLOBEX)
Mar02 020204 1529.0 1535.5 1473.5 1487.0 -48.0 151,515 95,770 +4,714
Jun02 020204 1494.0 1494.0 1494.0 1494.0 -48.0 0 7 +0
Total Volume and Open Interest 151,515 95,777 +4,714
NYSE Composite(NYBOT)
Mar02 020204 573.50 573.50 561.00 562.50 -13.10 1,021 3,648 -209
Jun02 020204 562.70 562.70 562.70 562.70 -13.10 0 420 +0
Sep02 020204 562.90 562.90 562.90 562.90 -13.10 0 200 +0
Total Volume and Open Interest 1,021 4,268 -209
S & P Midcap 400(CME)
Mar02 020204 502.70 504.00 492.75 493.95 -10.95 1,101 13,453 -207
Jun02 020204 494.95 494.95 494.95 494.95 -10.95      
Sep02 020204 498.95 498.95 498.95 498.95 -10.95      
Total Volume and Open Interest 1,101 13,453 -207
Russell 2000(CME)
Mar02 020204 478.50 480.00 468.50 470.50 -10.25 3,071 26,509 -267
Jun02 020204 471.50 471.50 471.50 471.50 -10.25 0 5 +0
Sep02 020204 473.50 473.50 473.50 473.50 -10.25      
Total Volume and Open Interest 3,071 26,514 -267
Value Line(KCBT)
Mar02 020204 1225.00 1225.00 1198.00 1198.00 -34.50 12 366 +6
Total Volume and Open Interest 12 366 +6
Nikkei 225(CME)
Mar02 020204 9690 9700 9560 9580 -130 2,100 15,750 -17
Jun02 020204 9570 9570 9570 9570 -135 0 66 +0
Total Volume and Open Interest 2,100 15,817 -17
Nikkei 225(SIMEX)
Mar02 020204 9720 9800 9615 9680 -125 17,411 90,758 +2,782
Jun02 020204 9635 9635 9635 9635 -125 0 27 +0
Sep02 020204 9630 9630 9630 9630 -125      
Total Volume and Open Interest 17,411 91,085 +2,782
CAC 40(MATIF)
Feb02 020204 4466.0 4479.0 4351.0 4408.0 -57.0 45,866 359,040 +10,979
Mar02 020204 4478.0 4478.0 4403.0 4419.0 -57.0 1,160 117,483 +707
Apr02 020204 0.0 0.0 0.0 0.0 unch 501 501  
Total Volume and Open Interest 47,563 526,258  
DAX Index(EUREX)
Mar02 020204 5115.0 5115.0 5009.0 5025.0 -93.0 44,157 145,445 -365
Jun02 020204 5123.0 5123.0 5066.0 5070.5 -94.0 64 7,970 +15
Sep02 020204 5114.0 5114.0 5114.0 5114.0 -95.0 17 1,961 -12
Total Volume and Open Interest 44,238 155,376 -362
FT-SE 100(LIFFE)
Mar02 020204 5160.00 5175.00 5122.00 5155.00 -8.00 41,886 402,380 +4,809
Jun02 020204 5177.00 5177.00 5138.50 5166.50 -8.50 165 28,396 +13
Sep02 020204 5164.00 5183.50 5164.00 5183.50 -9.50 11 4,923 +2
Total Volume and Open Interest 42,062 435,699 +4,824
SPI 200(SFE)
Mar02 020204 3443.0 3463.0 3441.0 3458.0 +17.0 12,817 138,126 +6,793
Jun02 020204 3459.0 3472.0 3459.0 3471.0 +18.0 7 1,899 -70
Sep02 020204 3480.0 3480.0 3480.0 3480.0 +18.0 0 445 +0
Total Volume and Open Interest 12,824 140,944 +6,723
GSCI(CME)
Feb02 020204 169.20 169.50 167.80 168.10 -1.60 27 20,909 -4
Mar02 020204 172.25 172.25 171.20 171.20 -1.60 2 62 +0
Apr02 020204 172.00 172.00 172.00 172.00 -1.50      
Total Volume and Open Interest 29 20,971 -4
Bridge CRB Index(NYBOT)
Feb02 020204 190.25 190.25 189.15 189.20 +0.20 18 205 -10
Apr02 020204 191.50 191.50 190.50 190.70 +0.20 20 221 +15
Jun02 020204 192.75 193.20 192.00 193.20 +0.20 17 63 +4
Total Volume and Open Interest 55 489 +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

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