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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 Tue March 12, 2002
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Mar02 020312 457.00 460.50 455.00 456.75 -1.25 3,548 2,081 -656
May02 020312 463.50 467.50 461.50 463.25 -1.50 33,644 80,616 +717
Jul02 020312 469.00 473.00 467.00 468.50 -1.25 6,271 51,471 +680
Aug02 020312 470.00 472.50 467.00 468.00 -1.75 601 5,121 +408
Sep02 020312 470.00 471.00 467.00 468.00 -2.50 62 1,888 +29
Nov02 020312 473.00 476.00 470.00 471.50 -2.00 2,881 27,436 +290
Jan03 020312 479.00 479.50 475.50 475.50 -2.00 109 1,740 +83
Total Volume and Open Interest 47,384 172,253 +1,665
Soybean Meal(CBOT)
Mar02 020312 158.70 159.80 158.10 158.90 +0.20 2,067 2,863 -975
May02 020312 155.80 157.00 154.90 155.70 -0.40 8,436 49,294 +42
Jul02 020312 156.50 157.20 155.00 155.90 -0.50 3,194 36,108 +637
Aug02 020312 155.70 156.20 154.30 155.50 unch 349 9,409 -176
Sep02 020312 154.40 155.00 153.50 154.40 -0.30 326 8,914 +30
Oct02 020312 153.50 153.90 152.80 153.40 -0.40 35 6,376 +12
Dec02 020312 154.70 155.10 153.40 154.00 -0.50 647 19,253 +167
Jan03 020312 154.00 154.00 154.00 154.00 unch 38 1,938 -46
Total Volume and Open Interest 15,093 135,448 -309
Soybean Oil(CBOT)
Mar02 020312 16.20 16.43 16.20 16.35 +0.10 3,733 3,222 +130
May02 020312 16.45 16.70 16.39 16.56 +0.10 7,302 58,945 -275
Jul02 020312 16.68 16.94 16.65 16.82 +0.12 6,121 41,066 +140
Aug02 020312 16.90 17.08 16.86 16.93 +0.10 55 7,564 -15
Sep02 020312 16.95 17.19 16.92 17.07 +0.12 347 8,818 +169
Oct02 020312 17.20 17.20 17.20 17.20 +0.12 11 7,893 +0
Dec02 020312 17.40 17.61 17.36 17.49 +0.09 553 14,633 +164
Jan03 020312 17.65 17.65 17.65 17.65 +0.08 0 1,552 +0
Total Volume and Open Interest 18,162 148,998 +315
Canola(WCE)
Mar02 020312 338.5 339.5 338.5 339.5 +1.1 215 28 -199
May02 020312 343.0 344.8 342.1 344.3 +1.0 1,790 26,397 -147
Jul02 020312 346.0 347.0 345.0 346.5 +0.5 1,759 11,764 +156
Sep02 020312 337.5 339.2 337.5 339.2 +1.8 0 106 +0
Nov02 020312 338.0 341.5 337.0 340.7 +2.5 1,431 13,873 +216
Total Volume and Open Interest 5,205 52,211 +26
Corn(CBOT)
Mar02 020312 205.50 206.50 204.00 204.75 +0.75 2,416 1,416 -910
May02 020312 210.25 212.25 209.50 210.50 +1.00 26,030 195,310 -1,021
Jul02 020312 218.00 219.50 216.75 217.50 +1.00 7,597 111,683 +755
Sep02 020312 224.25 225.00 223.00 223.25 +1.00 1,013 33,283 +348
Dec02 020312 231.25 233.00 231.00 231.00 +0.50 3,124 67,412 +81
Mar03 020312 240.00 240.75 238.75 239.00 +0.25 212 9,808 +146
Total Volume and Open Interest 40,573 427,164 -480
Wheat(CBOT)
Mar02 020312 267.25 270.50 266.00 268.00 +0.75 352 312 -29
May02 020312 276.00 277.00 272.75 276.25 +2.25 25,203 65,128 +1,634
Jul02 020312 281.25 282.50 279.00 282.25 +2.50 11,818 31,661 +2,848
Sep02 020312 288.00 288.25 285.25 288.00 +2.50 731 6,133 +64
Dec02 020312 297.50 299.50 296.25 299.25 +2.00 1,155 9,144 +131
Total Volume and Open Interest 39,277 113,127 +4,707
Wheat(KCBT)
Mar02 020312 279.00 279.00 279.00 279.00 +3.00 11 77 -5
May02 020312 282.00 285.00 282.00 284.00 +1.25 3,420 31,276 -255
Jul02 020312 289.50 291.50 289.50 290.25 +1.50 2,764 19,671 -407
Sep02 020312 296.75 297.00 296.00 296.00 +1.00 210 3,587 +101
Dec02 020312 306.00 306.00 305.25 305.25 -0.25 1,020 5,151 +77
Total Volume and Open Interest 7,456 61,087 -490
Wheat(MGE)
Mar02 020312 292.00 292.50 292.00 292.50 +2.50 119 124 -15
May02 020312 298.00 299.00 297.00 299.00 +2.25 1,955 14,652 +238
Jul02 020312 305.00 307.00 305.00 307.00 +2.75 556 4,235 -170
Sep02 020312 313.00 313.50 312.75 313.50 +1.75 31 2,390 +7
Dec02 020312 322.50 323.00 321.75 323.00 +2.50 45 1,312 +33
Total Volume and Open Interest 2,706 22,932 +93
Oats(CBOT)
Mar02 020312 243.25 244.50 241.00 244.25 +1.00 312 386 -132
May02 020312 211.00 212.50 208.00 210.50 +1.00 1,390 6,721 -7
Jul02 020312 177.50 177.50 174.00 177.00 +1.25 209 1,843 +58
Sep02 020312 145.00 147.00 145.00 146.50 +1.00 15 301 +5
Total Volume and Open Interest 2,131 12,078 -88
Rough Rice(CBOT)
Mar02 020312 3.66 3.66 3.63 3.63 +0.03 2 42 -7
May02 020312 3.76 3.84 3.76 3.84 +0.06 92 4,181 +13
Jul02 020312 4.00 4.07 4.00 4.04 +0.03 37 848 -5
Sep02 020312 4.27 4.27 4.24 4.24 +0.03 3 212 +3
Total Volume and Open Interest 134 6,687 +4
Live Cattle(CME)
Apr02 020312 75.700 75.800 75.375 75.625 -0.100 4,552 37,831 -185
Jun02 020312 70.250 70.300 69.875 70.150 -0.300 3,374 28,484 +642
Aug02 020312 69.850 69.850 69.300 69.425 -0.425 975 14,899 +265
Oct02 020312 72.025 72.100 71.700 71.900 -0.275 537 10,347 +225
Dec02 020312 73.050 73.050 72.800 72.950 -0.175 115 3,214 +47
Feb03 020312 73.750 73.850 73.625 73.850 -0.200 108 1,264 +49
Total Volume and Open Interest 9,661 96,039 +1,043
Feeder Cattle(CME)
Mar02 020312 82.225 82.325 82.000 82.125 -0.250 342 2,573 -384
Apr02 020312 82.350 82.400 81.850 82.025 -0.450 815 5,620 -62
May02 020312 83.100 83.100 82.600 82.675 -0.600 718 4,748 +270
Aug02 020312 84.900 84.975 84.450 84.475 -0.675 160 2,092 +26
Sep02 020312 84.750 84.750 84.400 84.500 -0.550 19 327 +5
Oct02 020312 84.700 84.700 84.450 84.500 -0.500 10 423 +9
Nov02 020312 85.100 85.100 85.075 85.075 -0.475 5 194 +5
Total Volume and Open Interest 2,069 15,995 -131
Lean Hogs(CME)
Apr02 020312 57.400 57.650 57.200 57.225 -0.375 3,540 13,722 -1,050
May02 020312 65.800 66.075 65.600 65.875 -0.300 305 2,986 +81
Jun02 020312 65.650 66.000 65.550 65.800 -0.175 2,825 7,862 +557
Jul02 020312 62.950 63.350 62.850 63.250 +0.050 211 2,171 +24
Aug02 020312 59.900 60.275 59.850 60.250 -0.050 103 1,187 +44
Oct02 020312 51.000 51.200 50.675 51.200 +0.200 69 1,038 +19
Dec02 020312 48.600 48.800 48.300 48.775 +0.175 98 724 +40
Feb03 020312 50.500 50.500 50.500 50.500 -0.200 25 125 +22
Total Volume and Open Interest 7,176 29,815 -263
Pork Bellies(CME)
Mar02 020312 78.100 79.150 77.850 78.900 +0.300 133 236 -99
May02 020312 79.550 80.450 79.075 79.750 +0.325 857 2,473 -167
Jul02 020312 80.175 81.200 80.175 80.750 +0.175 59 267 -4
Aug02 020312 78.750 78.750 78.750 78.750 +0.350 2 28 +0
Feb03 020312 70.000 70.000 70.000 70.000 unch 0 8 +0
Total Volume and Open Interest 1,051 3,013 -270
Cocoa(NYBOT)
Mar02 020312 1590 1595 1575 1587 +5 108 146 -93
May02 020312 1554 1562 1541 1552 +2 3,833 29,625 -929
Jul02 020312 1531 1539 1520 1531 +2 1,094 15,875 +439
Sep02 020312 1511 1518 1500 1512 +3 558 9,276 -17
Dec02 020312 1441 1443 1435 1440 +2 165 12,236 -39
Mar03 020312 1380 1386 1375 1383 +2 465 9,758 +100
May03 020312 1370 1370 1366 1366 -1 499 5,058 +241
Total Volume and Open Interest 7,122 95,066 -99
Coffee "C"(NYBOT)
Mar02 020312 52.50 55.40 52.50 55.40 +2.55 54 528 -36
May02 020312 54.00 57.80 53.30 56.75 +2.60 18,482 33,004 +1,952
Jul02 020312 55.90 59.60 55.00 58.65 +2.65 4,661 13,925 -446
Sep02 020312 57.60 61.00 57.00 60.30 +2.55 700 8,359 -26
Dec02 020312 59.40 62.50 59.00 61.80 +2.40 781 5,421 +11
Mar03 020312 60.90 63.75 60.00 63.10 +2.45 166 3,332 +18
Total Volume and Open Interest 24,882 65,236 +1,493
Orange Juice(NYBOT)
May02 020312 92.60 92.60 91.60 91.65 -1.15 1,646 12,049 +909
Jul02 020312 91.80 91.80 90.90 91.20 -0.80 406 2,021 +132
Sep02 020312 91.20 91.20 90.60 90.60 -0.90 152 640 -3
Nov02 020312 90.80 90.90 90.45 90.45 -0.10 11 1,589 +11
Jan03 020312 91.50 91.50 90.90 91.00 unch 58 715 +10
Total Volume and Open Interest 2,274 17,065 +669
Sugar #11(NYBOT)
May02 020312 6.18 6.19 6.01 6.09 -0.12 9,117 81,971 -1,571
Jul02 020312 5.50 5.50 5.38 5.46 -0.08 3,309 46,859 +511
Oct02 020312 5.63 5.65 5.53 5.58 -0.07 1,009 31,023 +80
Mar03 020312 5.98 6.00 5.85 5.90 -0.08 394 13,180 +72
May03 020312 5.94 5.94 5.94 5.94 -0.09 72 4,478 +0
Total Volume and Open Interest 14,094 192,243 -765
London Cocoa(LCE)
Mar02 020312 1177 1202 1170 1194 +17 14,647 3,933 -13,590
May02 020312 1210 1229 1207 1223 +13 7,374 40,363 +1,374
Jul02 020312 1232 1254 1231 1248 +13 3,741 42,083 +2,500
Sep02 020312 1195 1209 1195 1206 +9 3,286 28,271 +2,290
Dec02 020312 1114 1129 1112 1120 +6 906 14,881 +118
Mar03 020312 1075 1085 1075 1076 +2 193 27,543 +12
May03 020312 1071 1075 1071 1072 +2 155 3,598 +155
Total Volume and Open Interest 30,457 167,740 -6,986
London Coffee(LCE)
Mar02 020312 530.00 565.00 530.00 557.00 +13.00 173 4,284 -282
May02 020312 533.00 559.00 525.00 548.00 +13.00 6,104 42,297 -10
Jul02 020312 540.00 559.00 528.00 550.00 +13.00 2,774 24,792 +659
Sep02 020312 549.00 565.00 537.00 557.00 +13.00 1,020 20,245 +203
Nov02 020312 550.00 572.00 540.00 562.00 +16.00 201 10,318 -22
Jan03 020312 543.00 572.00 543.00 565.00 +16.00 181 3,931 +14
Total Volume and Open Interest 10,453 107,557 +562
London Sugar(LCE)
Mar02 020213 234.80 235.80 229.00 233.70 +0.20 6,836 5,583 -2,862
May02 020312 219.00 219.80 216.00 216.30 -2.80 789 14,218 +102
Aug02 020312 200.00 200.00 196.50 196.50 -3.10 154 15,652 +38
Oct02 020312 184.00 184.00 181.00 181.00 -2.90 61 9,000 -33
Dec02 020312 183.00 183.00 183.00 183.00 -1.70 0 1,919 +0
Total Volume and Open Interest 1,039 44,152 +132
Cotton(NYBOT)
May02 020312 38.30 38.39 37.40 37.55 -0.57 2,886 24,316 +87
Jul02 020312 39.78 39.85 38.90 39.00 -0.58 1,043 17,065 +35
Oct02 020312 41.70 41.70 41.05 41.05 -0.55 37 586 -12
Dec02 020312 43.05 43.15 42.25 42.34 -0.58 432 15,486 -134
Mar03 020312 44.10 44.10 44.00 44.00 -0.40 0 1,543 +0
May03 020312 46.08 46.08 46.08 46.08 -0.47 20 1,265 -20
Total Volume and Open Interest 4,428 61,198 -44
Lumber(CME)
Mar02 020312 307.0 307.9 302.2 305.9 -4.0 192 380 -60
May02 020312 316.5 318.3 313.5 318.3 -0.8 445 1,751 +35
Jul02 020312 319.8 319.8 316.1 319.8 -2.0 68 319 +4
Sep02 020312 315.1 316.5 315.0 316.5 -0.4 16 98 -5
Total Volume and Open Interest 722 2,570 -25
Crude Oil(NYM)
Apr02 020312 24.00 24.30 23.65 24.20 -0.11 72,020 96,676 -9,101
May02 020312 24.30 24.63 24.01 24.55 -0.09 49,805 104,163 +9,288
Jun02 020312 24.40 24.65 24.15 24.63 -0.10 26,774 63,847 -743
Jul02 020312 24.35 24.62 24.20 24.62 -0.07 7,253 35,243 +868
Aug02 020312 24.50 24.54 24.15 24.54 -0.06 3,694 19,215 -264
Sep02 020312 24.20 24.55 24.15 24.44 -0.06 8,749 19,594 +764
Oct02 020312 24.20 24.34 24.18 24.34 -0.06 996 12,918 -260
Nov02 020312 24.08 24.24 23.85 24.24 -0.06 386 10,414 -42
Dec02 020312 24.00 24.13 23.70 24.13 -0.07 5,635 42,938 +46
Jan03 020312 23.85 24.02 23.85 24.02 -0.07 646 13,127 +136
Total Volume and Open Interest 178,737 505,686 +755
Heating Oil(NYM)
Apr02 020312 62.70 63.80 62.40 63.49 +0.04 17,678 46,936 -3,377
May02 020312 62.90 63.90 62.60 63.71 +0.01 6,313 27,986 +738
Jun02 020312 63.20 64.00 62.90 63.91 +0.01 2,342 18,041 -139
Jul02 020312 64.10 64.26 63.60 64.26 +0.01 1,223 11,002 -125
Aug02 020312 64.65 64.76 63.85 64.76 +0.01 732 11,326 -80
Sep02 020312 65.30 65.56 64.80 65.56 +0.01 717 8,744 +283
Oct02 020312 66.00 66.36 65.75 66.36 +0.01 383 6,100 +3
Nov02 020312 66.65 67.06 66.25 67.06 +0.01 285 4,655 +56
Dec02 020312 67.50 67.90 66.80 67.66 +0.01 751 11,123 +126
Jan03 020312 67.85 68.30 67.30 68.01 +0.01 30 5,683 +35
Total Volume and Open Interest 30,745 163,766 -2,462
Unleaded Gas(NYM)
Apr02 020312 78.00 79.10 77.30 78.54 -0.56 22,505 43,579 -1,998
May02 020312 78.40 79.50 77.70 79.18 -0.43 10,748 29,614 +1,095
Jun02 020312 78.05 78.90 77.80 78.76 -0.48 4,049 18,227 -105
Jul02 020312 76.80 77.50 76.70 77.44 -0.47 2,678 11,148 -521
Aug02 020312 74.90 75.34 74.50 75.34 -0.47 1,030 12,638 +19
Sep02 020312 72.20 72.74 72.20 72.74 -0.47 304 11,932 -99
Oct02 020312 68.70 69.04 68.70 69.04 -0.47 16 1,233 +8
Nov02 020312 68.30 68.30 67.54 67.54 -0.47 2 1,086 +30
Total Volume and Open Interest 41,336 130,989 -1,510
Natural Gas(NYM)
Apr02 020312 2.930 3.030 2.860 3.018 -0.003 54,087 66,179 -1,951
May02 020312 2.970 3.075 2.920 3.063 -0.005 16,483 34,046 +2,155
Jun02 020312 3.030 3.106 2.960 3.106 -0.012 5,968 33,766 -302
Jul02 020312 3.060 3.160 3.010 3.149 -0.012 5,286 22,773 +84
Aug02 020312 3.095 3.195 3.055 3.192 -0.009 5,408 36,554 +367
Sep02 020312 3.110 3.200 3.050 3.197 -0.009 1,513 24,120 -559
Oct02 020312 3.140 3.225 3.080 3.225 -0.008 4,462 46,553 +1,076
Nov02 020312 3.365 3.475 3.320 3.475 -0.003 2,694 27,789 +1,042
Total Volume and Open Interest 111,423 520,730 +1,312
Brent Crude Oil(IPE)
Apr02 020312 23.67 23.90 23.37 23.70 -0.19 23,143 27,958 -4,655
May02 020312 24.00 24.22 23.68 24.05 -0.19 39,374 84,395 +3,519
Jun02 020312 23.77 23.99 23.52 23.88 -0.19 18,665 59,248 +4,745
Jul02 020312 23.55 23.85 23.43 23.74 -0.18 5,898 24,177 +726
Aug02 020312 23.50 23.62 23.32 23.62 -0.18 2,110 10,817 +1,112
Sep02 020312 23.33 23.60 23.29 23.52 -0.17 1,045 7,314 +98
Oct02 020312 23.22 23.45 23.15 23.42 -0.17 798 8,312 +157
Nov02 020312 23.11 23.33 23.06 23.33 -0.16 130 5,248 +60
Total Volume and Open Interest 96,754 283,296 +6,142
Gas Oil(IPE)
Mar02 020312 191.25 192.75 188.00 192.75 unch 14,112 15,655 -2,724
Apr02 020312 193.50 194.00 190.50 191.50 -3.75 16,576 41,010 +1,619
May02 020312 194.50 195.50 192.50 193.50 -3.50 3,935 19,988 +1,437
Jun02 020312 195.00 196.50 194.25 195.25 -3.00 456 23,936 +27
Jul02 020312 196.25 197.00 196.25 197.00 -2.75 633 6,647 +85
Aug02 020312 198.50 198.50 198.50 198.50 -2.75 55 5,644 +0
Sep02 020312 200.25 200.25 200.25 200.25 -2.50 0 7,661 +0
Oct02 020312 202.50 203.00 201.50 202.00 -2.25 0 7,165 +0
Total Volume and Open Interest 37,548 183,054 +1,411
US Dollar Index(NYBOT)
Mar02 020312 117.90 118.42 117.83 117.83 +0.04 961 3,858 -761
Jun02 020312 118.25 118.92 118.25 118.29 +0.05 1,207 3,817 +694
Sep02 020312 118.67 118.67 118.67 118.67 +0.05 7 2,028 +12
Total Volume and Open Interest 2,175 9,708 -55
Australian Dollar(IMM)
Mar02 020312 51.98 52.08 51.88 52.05 -0.13 7,296 16,531 -4,362
Jun02 020312 51.64 51.77 51.58 51.75 -0.13 8,342 26,402 +5,710
Sep02 020312 51.45 51.45 51.45 51.45 -0.13 4 11 +4
Total Volume and Open Interest 15,642 42,992 +1,352
British Pound(IMM)
Mar02 020312 141.30 141.56 140.80 141.54 -0.44 7,355 22,391 -4,260
Jun02 020312 140.56 140.88 140.10 140.80 -0.42 8,166 11,644 +5,693
Sep02 020312 140.04 140.04 140.04 140.04 -0.42 0 359 +0
Total Volume and Open Interest 15,521 34,394 +1,433
Canadian Dollar(IMM)
Mar02 020312 63.14 63.14 62.99 63.10 -0.04 15,040 33,548 -8,393
Jun02 020312 63.08 63.10 62.98 63.06 -0.04 17,593 36,916 +11,928
Sep02 020312 63.03 63.04 63.00 63.02 -0.06 27 2,790 +2
Dec02 020312 63.07 63.07 62.97 62.99 -0.07 25 1,419 -1
Total Volume and Open Interest 32,695 74,986 +3,536
Japanese Yen(IMM)
Mar02 020312 77.73 77.76 77.43 77.74 -0.31 16,973 55,113 -8,704
Jun02 020312 78.10 78.19 77.83 78.12 -0.32 27,137 56,089 +4,739
Sep02 020312 78.44 78.58 78.44 78.58 -0.33 0 443 +0
Total Volume and Open Interest 44,110 112,093 -3,965
Swiss Franc(IMM)
Mar02 020312 59.50 59.64 59.35 59.63 +0.08 11,695 39,045 -3,082
Jun02 020312 59.52 59.70 59.36 59.67 +0.08 12,955 16,661 +6,959
Sep02 020312 59.74 59.74 59.74 59.74 +0.08 0 430 +0
Total Volume and Open Interest 24,650 56,173 +3,877
EuroFX(IMM)
Mar02 020312 87.32 87.60 87.03 87.59 +0.06 16,377 75,078 -12,500
Jun02 020312 86.99 87.31 86.72 87.29 +0.06 19,426 40,675 +12,886
Sep02 020312 87.04 87.05 87.04 87.05 +0.07 330 937 +307
Total Volume and Open Interest 36,136 116,964 +694
Mexican Peso(IMM)
Mar02 020312 11010.0 11017.0 10960.0 10967.0 -48.0 10,452 20,232 -7,464
Jun02 020312 10860.0 10860.0 10800.0 10805.0 -57.0 10,382 25,125 +7,301
Total Volume and Open Interest 21,051 48,122 -117
30-Year T-Bonds(CBOT)
Mar02 020312 100~11 100~22 99~28 100~02 +0~01 5,746 41,573 -4,746
Jun02 020312 98~29 99~18 98~22 98~29 +0~01 142,124 415,363 -3,963
Sep02 020312 97~29 98~13 97~26 97~28 +0~01 86 29,616 +27
Total Volume and Open Interest 147,966 486,749 -8,672
Municipal Bonds(CBOT)
Mar02 020312 103~02 103~02 102~18 102~22 -0~01 850 2,652 -431
Jun02 020312 101~01 101~09 100~21 100~26 -0~01 806 4,526 +495
Total Volume and Open Interest 1,656 7,178 +64
10-Year T-Notes(CBOT)
Mar02 020312 104~090 104~245 104~090 104~120 +0~045 22,660 55,662 -18,735
Jun02 020312 102~280 103~125 102~270 102~305 +0~040 213,111 614,269 +3,074
Total Volume and Open Interest 236,701 674,019 -15,642
5-Year T-Notes(CBOT)
Mar02 020312 105~175 105~195 105~130 105~135 +0~050 11,028 57,644 -12,252
Jun02 020312 104~100 104~155 104~050 104~075 +0~055 61,310 540,566 +8,015
Sep02 020312 103~050 103~050 103~050 103~050 +0~050 0 5 +0
Total Volume and Open Interest 72,338 598,215 -4,237
2 Year T-Notes(CBOT)
Mar02 020312 104~056 104~061 104~045 104~049 +0~008 2,554 21,812 -2,399
Jun02 020312 103~060 103~069 103~048 103~053 +0~008 8,041 83,700 -446
Total Volume and Open Interest 10,595 105,512 -2,845
3-Mth T-Bills(IMM)
Jun02 020312 97.89 97.89 97.89 97.89 +0.03 5 16 +1
Total Volume and Open Interest 24 769 -14
Eurodollars(IMM)
Mar02 020312 97.985 97.990 97.975 97.980 +0.007 80,886 685,461 -15,756
Jun02 020312 97.550 97.570 97.520 97.530 +0.015 126,551 739,409 -8,263
Sep02 020312 96.895 96.930 96.855 96.875 +0.025 122,992 652,295 -11,316
Dec02 020312 96.200 96.245 96.150 96.175 +0.035 116,718 740,330 -47,250
Mar03 020312 95.565 95.620 95.515 95.540 +0.035 80,232 439,106 -17,368
Jun03 020312 95.080 95.125 95.030 95.055 +0.030 50,687 288,450 -1,718
Sep03 020312 94.760 94.805 94.725 94.740 +0.035 27,686 228,295 -2,321
Dec03 020312 94.540 94.580 94.505 94.520 +0.040 20,409 180,510 -466
Mar04 020312 94.385 94.430 94.355 94.375 +0.040 10,532 125,242 +1,395
Jun04 020312 94.210 94.250 94.185 94.205 +0.045 7,777 124,534 -32
Sep04 020312 94.070 94.110 94.045 94.065 +0.045 10,084 113,697 +67
Dec04 020312 93.900 93.940 93.875 93.900 +0.050 4,430 91,049 -13
Total Volume and Open Interest 713,077 4,992,107 -111,131
3-Mth Euro-Yen(IMM)
Mar02 020312 99.87 99.87 99.86 99.86 unch 315 12,646 -234
Jun02 020312 99.88 99.88 99.88 99.88 unch 16 11,519 -27
Sep02 020312 99.86 99.86 99.86 99.86 +0.01 157 3,504 -240
Dec02 020312 99.84 99.84 99.84 99.84 +0.01 12 2,582 -58
Mar03 020312 99.80 99.80 99.80 99.80 +0.01 0 2,654 +594
Jun03 020312 99.78 99.78 99.78 99.78 +0.01 1 1,555 +201
Sep03 020312 99.72 99.72 99.72 99.72 +0.01 25 3,402 -95
Dec03 020312 99.64 99.64 99.64 99.64 unch 0 148 +0
Mar04 020312 99.57 99.57 99.57 99.57 unch 0 338 +0
Jun04 020312 99.48 99.48 99.48 99.48 unch 0 29 +0
Total Volume and Open Interest 526 38,411 +141
3-Mth Euro-Yen(SIMEX)
Jun02 020312 99.88 99.88 99.88 99.88 unch 588 92,626 -466
Sep02 020312 99.85 99.86 99.85 99.86 unch 860 39,960 -715
Dec02 020312 99.82 99.83 99.82 99.83 +0.00 682 23,680 -377
Mar03 020312 99.79 99.80 99.79 99.80 +0.01 399 24,449 -53
Jun03 020312 99.78 99.79 99.78 99.79 +0.01 515 30,713 +250
Sep03 020312 99.72 99.73 99.72 99.73 +0.01 56 19,370 +4
Dec03 020312 99.65 99.65 99.65 99.65 +0.01 0 8,450 +0
Mar04 020312 99.56 99.56 99.56 99.56 +0.01 0 12,006 +0
Total Volume and Open Interest 9,766 334,915 -1,925
German Euro-Bund(EUREX)
Jun02 020312 105.35 105.62 105.26 105.34 -0.03 481,740 579,833 -42,174
Sep02 020312 105.20 105.20 105.00 105.00 -0.02 1,901 2,041 -501
Total Volume and Open Interest 483,641 581,874 -42,675
German Euro-Bobl(EUREX)
Jun02 020312 104.36 104.60 104.35 104.43 +0.06 271,452 440,375 -13,119
Sep02 020312 104.09 104.09 104.09 104.09 +0.09 0 1,413 +0
Total Volume and Open Interest 271,452 441,788 -13,119
Long Gilt(LIFFE)
Mar02 020312 113~00 113~00 112~18 112~20 -0~02 3,499 15,167 -1,413
Jun02 020312 111~25 111~30 111~17 111~22 -0~02 16,670 67,362 -968
Total Volume and Open Interest 20,169 82,529 -2,381
3-Mth Short Sterling(LIFFE)
Mar02 020312 95.87 95.88 95.86 95.87 unch 10,320 0 +0
Jun02 020312 95.46 95.52 95.46 95.49 +0.02 18,423 0 +0
Sep02 020312 95.03 95.12 95.03 95.08 +0.04 25,675 0 +0
Total Volume and Open Interest 74,761    
3-Mth Euribor(LIFFE)
Mar02 020312 96.620 96.620 96.615 96.615 unch 20,298 538,442 -745
Jun02 020312 96.445 96.470 96.445 96.455 +0.005 37,137 541,726 +3,359
Sep02 020312 96.155 96.195 96.155 96.165 +0.005 43,930 402,336 +5,565
Total Volume and Open Interest 194,368 2,389,389 +12,401
3-Mth Aus T-Bills(SFE)
Mar02 020307 95.68 95.71 95.64 95.65 -0.03 14,549 82,988 -23,674
Jun02 020312 95.25 95.25 95.21 95.25 +0.01 10,431 234,339 +8,088
Sep02 020312 94.80 94.81 94.76 94.81 +0.01 2,948 75,899 +3,903
Dec02 020312 94.33 94.36 94.30 94.35 +0.01 1,983 46,119 +1,516
Mar03 020312 93.97 93.99 93.95 93.99 +0.01 467 17,976 +476
Jun03 020312 93.68 93.72 93.68 93.72 +0.01 295 14,293 +95
Sep03 020312 93.50 93.54 93.48 93.53 +0.01 58 11,853 +58
Dec03 020312 93.37 93.42 93.37 93.41 +0.01 23 6,908 +23
Mar04 020312 93.31 93.37 93.31 93.37 +0.02 258 5,044 -421
Jun04 020312 93.27 93.34 93.27 93.34 +0.03 33 2,366 +33
Total Volume and Open Interest 16,514 417,551 +13,789
10-Year Aus T-Bonds(SFE)
Mar02 020312 93.60 93.64 93.57 93.63 +0.05 9,294 205,323 +10,222
Jun02 020312 93.49 93.53 93.46 93.53 +0.04 8,071 46,564 +34,157
Total Volume and Open Interest 20,414 207,508 +3,199
3-Year Aus T-Bonds(SFE)
Mar02 020312 94.17 94.20 94.13 94.20 +0.03 69,309 649,664 +31,015
Jun02 020312 93.98 94.00 93.94 94.00 +0.03 23,199 53,633 +23,693
Total Volume and Open Interest 92,508 703,297 +54,708
Gold(CMX)
Apr02 020312 292.8 295.0 292.7 293.8 +2.5 11,437 81,662 -441
Jun02 020312 293.9 295.9 293.8 294.8 +2.6 1,511 16,256 +14
Aug02 020312 296.0 296.0 295.6 295.6 +2.6 99 4,502 +30
Oct02 020312 296.4 296.4 296.4 296.4 +2.6 55 3,329 +3
Dec02 020312 297.7 298.5 296.9 297.3 +2.6 53 13,075 +6
Feb03 020312 298.3 298.3 298.3 298.3 +2.7 0 5,742 -22
Total Volume and Open Interest 13,215 139,036 -406
Silver(CMX)
Mar02 020312 449.0 451.0 448.0 448.5 +1.3 12 337 -41
May02 020312 450.0 454.5 448.0 449.8 +1.3 4,672 43,802 +188
Jul02 020312 454.0 456.0 450.0 451.3 +1.3 127 12,243 +20
Sep02 020312 452.3 452.3 452.3 452.3 +1.3 0 1,887 -4
Dec02 020312 454.0 459.0 453.0 454.0 +1.3 142 7,247 +16
Total Volume and Open Interest 4,954 69,058 +185
Platinum(NYM)
Apr02 020312 517.0 521.0 517.0 518.0 -7.5 589 5,213 -108
Jul02 020312 514.0 514.0 510.0 511.0 -7.0 240 2,151 +115
Oct02 020312 505.0 505.0 505.0 505.0 -7.0 0 60 +0
Total Volume and Open Interest 829 7,424 +7
Palladium(NYME)
Mar02 020312 377.50 377.50 377.50 377.50 -3.65 4 20 -2
Jun02 020312 370.00 373.00 370.00 371.50 -3.65 34 943 -14
Sep02 020312 370.50 370.50 370.50 370.50 -3.65 6 20 +1
Total Volume and Open Interest 44 983 -15
Copper(CMX)
Mar02 020312 73.80 74.10 73.55 73.60 -0.45 192 2,312 -1,113
May02 020312 74.35 74.50 73.90 74.15 -0.45 3,331 36,863 +245
Jul02 020312 74.75 75.00 74.40 74.65 -0.45 105 9,094 -5
Sep02 020312 75.05 75.25 75.05 75.15 -0.45 50 8,578 -16
Dec02 020312 75.95 76.25 75.90 75.90 -0.45 7 7,186 +14
Total Volume and Open Interest 3,783 76,621 -849
DJIA Index(CBOT)
Mar02 020312 10525 10650 10490 10645 +55 4,780 24,623 -2,925
Jun02 020312 10530 10660 10501 10657 +54 20,546 23,854 +2,874
Sep02 020312 10535 10677 10535 10677 +54 84 131 +35
Dec02 020312 10660 10717 10660 10717 +54 52 173 +26
Total Volume and Open Interest 25,462 48,781 +10
S & P 500(CME)
Mar02 020312 1155.00 1167.00 1154.00 1166.70 +0.50 90,159 187,188 -46,017
Jun02 020312 1158.00 1170.00 1156.80 1169.50 +0.50 128,821 390,285 +63,511
Sep02 020312 1172.90 1172.90 1172.90 1172.90 +0.30 509 19,236 +519
Dec02 020312 1178.50 1178.50 1178.50 1178.50 -0.30 33 651 +24
Total Volume and Open Interest 219,529 597,557 +18,040
S & P 500 E-Mini(Globex)
Mar02 020312 1165.25 1167.25 1153.75 1166.75 +0.50 6,534 124,822 -17,228
Jun02 020312 1169.00 1170.00 1156.75 1169.50 +0.50 232,076 46,271 +6,008
Total Volume and Open Interest 238,610 171,093 -11,220
NASDAQ 100(CME)
Mar02 020312 1509.00 1526.00 1501.00 1526.00 -22.00 7,178 29,369 -4,473
Jun02 020312 1518.00 1535.00 1508.00 1534.00 -22.00 22,518 31,325 +5,765
Sep02 020312 1542.00 1542.00 1542.00 1542.00 -22.00 0 44 +0
Total Volume and Open Interest 29,696 60,738 +1,292
NASDAQ 100 E-Mini(GLOBEX)
Mar02 020312 1548.0 1564.0 1500.0 1526.0 -22.0 5,380 96,662 -2,362
Jun02 020312 1557.0 1560.0 1508.0 1534.0 -22.0 173,179 34,742 +1,547
Total Volume and Open Interest 178,559 131,404 -815
NYSE Composite(NYBOT)
Mar02 020312 599.10 605.10 599.10 605.10 +2.25 1,114 1,736 -1,044
Jun02 020312 598.00 606.00 597.50 606.00 +2.25 2,019 3,270 +1,415
Sep02 020312 606.90 606.90 606.90 606.90 +2.25 0 410 +0
Total Volume and Open Interest 3,133 5,616 +371
S & P Midcap 400(CME)
Mar02 020312 532.00 538.25 531.00 535.80 -0.75 3,054 6,407 -2,395
Jun02 020312 534.00 539.50 532.00 537.50 -0.70 3,294 10,233 +2,166
Sep02 020312 541.30 541.30 541.30 541.30 -0.75      
Total Volume and Open Interest 6,348 16,640 -229
Russell 2000(CME)
Mar02 020312 496.00 499.75 496.00 499.15 -0.25 3,986 11,741 -4,130
Jun02 020312 496.50 502.00 495.50 500.50 -0.25 5,640 19,465 +4,756
Sep02 020312 502.15 502.15 502.15 502.15 -0.25      
Total Volume and Open Interest 9,626 31,206 +626
Value Line(KCBT)
Mar02 020312 1290.00 1301.25 1289.75 1301.25 -6.50 2 136 +0
Total Volume and Open Interest 11 404 +2
Nikkei 225(CME)
Jun02 020312 11580 11645 11555 11635 -325 1,995 16,382 +507
Sep02 020312 11645 11645 11645 11645 -325 0 2 +0
Total Volume and Open Interest 1,995 16,391 +507
Nikkei 225(SIMEX)
Mar02 020307 11580 11750 11505 11740 +355 58,480 98,077 -3,752
Jun02 020312 11880 11890 11605 11655 -280 17,551 83,731 +533
Sep02 020312 11760 11760 11620 11655 -280 2 311 +2
Total Volume and Open Interest 17,572 84,348 +540
CAC 40(MATIF)
Mar02 020312 4594.5 4599.0 4526.0 4559.0 -39.0 48,763 515,122 -12,260
Apr02 020312 4599.5 4599.5 4543.5 4562.5 -39.0 5 20,995 -10
May02 020312 4528.0 4535.0 4522.0 4535.0 -39.0 15 641 +15
Total Volume and Open Interest 48,984 594,394 -12,599
DAX Index(EUREX)
Mar02 020312 5332.0 5340.0 5247.0 5294.0 -69.0 81,106 161,876 -4,919
Jun02 020312 5384.0 5386.0 5296.5 5344.0 -69.0 17,521 102,475 +11,822
Sep02 020312 5375.0 5404.0 5347.5 5391.5 -69.0 15 3,221 +15
Total Volume and Open Interest 98,642 267,572 +6,918
FT-SE 100(LIFFE)
Mar02 020312 5225.00 5265.00 5193.00 5250.50 -0.50 85,689 296,656 -39,042
Jun02 020312 5259.50 5278.00 5207.00 5263.50 -0.50 57,257 197,172 +39,756
Sep02 020312 5282.50 5282.50 5282.50 5282.50 -0.50 1,614 6,188 +0
Total Volume and Open Interest 144,560 500,016 +714
SPI 200(SFE)
Mar02 020312 3470.0 3470.0 3453.0 3463.0 -6.0 9,412 144,973 +1,664
Jun02 020312 3486.0 3486.0 3471.0 3480.0 -5.0 1,638 9,470 +1,515
Sep02 020312 3493.0 3493.0 3493.0 3493.0 -1.0 0 792 -9
Total Volume and Open Interest 11,050 156,269 +3,170
GSCI(CME)
Mar02 020312 191.55 192.70 190.25 192.70 -0.50 4,460 13,283 -3,796
Apr02 020312 193.45 193.90 192.40 193.90 -0.50 4,433 8,355 +3,698
May02 020312 195.50 195.50 195.50 195.50 unch 2 11 +1
Total Volume and Open Interest 8,895 21,649 -97
Bridge CRB Index(NYBOT)
Apr02 020312 201.50 202.00 199.75 202.00 -0.25 83 307 -12
Jun02 020312 202.50 203.75 202.50 203.75 -0.50 12 134 -1
Aug02 020312 205.50 205.50 205.50 205.50 -0.75 0 50 +0
Total Volume and Open Interest 95 492 -13
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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