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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 Thu March 14, 2002
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Mar02 020314 455.50 459.50 455.00 457.50 +1.50 2,388 849 -874
May02 020314 463.00 470.00 462.00 468.50 +5.75 27,409 78,718 -756
Jul02 020314 468.50 476.00 467.50 473.75 +6.00 4,586 52,470 +334
Aug02 020314 468.50 475.00 467.50 473.50 +6.00 403 5,248 -136
Sep02 020314 468.00 475.00 468.00 473.75 +6.00 195 1,998 +60
Nov02 020314 471.50 478.75 471.00 477.00 +5.75 1,880 27,875 +253
Jan03 020314 476.50 482.50 474.50 482.50 +7.50 57 1,755 +20
Total Volume and Open Interest 37,137 170,924 -1,001
Soybean Meal(CBOT)
Mar02 020314 159.80 160.40 157.50 158.20 -1.40 2,021 860 -1,236
May02 020314 156.20 158.30 155.50 157.40 +1.30 15,059 48,211 -1,102
Jul02 020314 156.00 158.30 155.80 157.20 +1.40 4,141 36,217 +333
Aug02 020314 155.50 157.20 155.20 156.50 +1.50 315 9,360 -10
Sep02 020314 154.50 156.00 154.30 155.90 +1.90 532 8,826 -34
Oct02 020314 154.00 155.00 153.80 154.60 +1.40 152 6,424 -19
Dec02 020314 154.00 156.00 153.90 155.50 +1.50 1,595 18,811 -42
Jan03 020314 155.00 155.00 155.00 155.00 +1.50 6 1,973 -16
Total Volume and Open Interest 23,882 132,002 -2,101
Soybean Oil(CBOT)
Mar02 020314 16.35 16.41 16.30 16.41 +0.11 1,418 1,525 -807
May02 020314 16.52 16.90 16.49 16.88 +0.40 9,213 62,312 -603
Jul02 020314 16.76 17.15 16.72 17.11 +0.38 2,685 41,224 -867
Aug02 020314 16.88 17.21 16.88 17.21 +0.36 422 7,567 +50
Sep02 020314 17.10 17.35 17.07 17.33 +0.36 382 8,787 -53
Oct02 020314 17.27 17.46 17.27 17.46 +0.35 3 7,903 +0
Dec02 020314 17.42 17.78 17.40 17.78 +0.42 1,318 15,805 +952
Jan03 020314 17.95 17.95 17.95 17.95 +0.40 1 1,553 +1
Total Volume and Open Interest 15,506 152,471 -1,337
Canola(WCE)
Mar02 020314 338.5 338.5 338.5 338.5 +2.0 0 19 +0
May02 020314 341.5 343.0 339.5 343.0 +1.7 2,563 27,619 -342
Jul02 020314 343.3 345.1 342.3 344.9 +1.3 1,101 11,578 -304
Sep02 020314 338.5 338.5 338.5 338.5 +1.8 0 96 +0
Nov02 020314 338.7 340.0 337.0 339.9 +1.7 1,598 14,766 +224
Total Volume and Open Interest 5,360 54,224 -363
Corn(CBOT)
Mar02 020314 204.00 204.50 201.00 203.00 +0.50 479 1,372 +471
May02 020314 208.75 209.50 207.50 207.75 +0.50 40,751 194,912 +686
Jul02 020314 216.00 216.75 214.50 214.50 +0.25 7,729 113,876 +550
Sep02 020314 222.00 222.50 220.50 220.50 +0.50 1,885 33,683 +418
Dec02 020314 229.50 230.25 228.25 228.50 +0.25 4,207 68,347 +920
Mar03 020314 237.75 238.25 236.50 236.50 +0.25 351 10,233 +40
Total Volume and Open Interest 55,680 431,178 +3,239
Wheat(CBOT)
Mar02 020314 270.00 272.00 270.00 272.00 +2.00 114 119 +26
May02 020314 277.50 280.00 277.00 279.25 +3.00 12,353 64,715 -681
Jul02 020314 282.50 284.50 282.00 283.25 +2.00 5,138 31,672 -424
Sep02 020314 287.25 289.50 287.25 288.50 +2.25 304 6,274 +81
Dec02 020314 298.00 300.00 298.00 299.75 +2.50 239 9,236 -7
Total Volume and Open Interest 18,159 112,791 -998
Wheat(KCBT)
Mar02 020314 281.50 281.50 279.50 279.50 +1.50 21 71 -5
May02 020314 285.50 287.00 284.75 285.25 +0.75 3,221 30,841 -212
Jul02 020314 292.00 293.25 291.25 292.00 +2.00 1,775 19,976 +138
Sep02 020314 298.00 299.25 297.50 298.00 +1.50 20 3,613 -10
Dec02 020314 307.00 308.50 307.00 307.50 +1.25 17 5,140 +4
Total Volume and Open Interest 5,204 61,116 +65
Wheat(MGE)
Mar02 020314 293.00 293.00 293.00 293.00 unch 42 21 -20
May02 020314 299.50 301.50 299.50 301.00 +1.75 1,723 15,009 +103
Jul02 020314 308.25 309.25 307.75 308.50 +1.00 704 4,352 +100
Sep02 020314 315.00 316.00 315.00 316.00 +1.50 6 2,391 +2
Dec02 020314 324.00 325.50 324.00 325.50 +2.00 23 1,327 -1
Total Volume and Open Interest 2,534 23,334 +199
Oats(CBOT)
Mar02 020314 241.50 243.00 233.00 233.00 -9.00 392 69 -188
May02 020314 208.00 211.00 206.00 207.50 +0.25 795 6,672 -54
Jul02 020314 174.50 177.50 174.00 176.50 +1.75 258 1,930 +76
Sep02 020314 146.50 146.50 146.00 146.00 +0.50 9 308 +2
Total Volume and Open Interest 1,469 11,790 -191
Rough Rice(CBOT)
Mar02 020314 3.65 3.65 3.65 3.65 +0.03 1 11 -8
May02 020314 3.82 3.85 3.75 3.81 +0.00 257 4,054 -26
Jul02 020314 4.04 4.08 3.98 4.02 unch 373 934 +70
Sep02 020314 4.28 4.28 4.21 4.25 -0.01 6 216 +2
Total Volume and Open Interest 800 6,777 +178
Live Cattle(CME)
Apr02 020314 74.750 74.850 73.150 73.200 -1.300 15,047 36,213 -1,486
Jun02 020314 69.250 69.300 67.800 68.225 -0.850 7,162 30,887 +1,176
Aug02 020314 68.700 68.825 67.900 68.225 -0.400 2,509 14,814 +217
Oct02 020314 71.200 71.300 70.525 70.800 -0.300 2,174 11,747 +688
Dec02 020314 72.500 72.500 71.600 72.000 -0.275 440 3,601 +286
Feb03 020314 73.300 73.350 72.550 73.200 -0.100 125 1,323 +58
Total Volume and Open Interest 27,472 98,600 +954
Feeder Cattle(CME)
Mar02 020314 81.700 81.750 80.900 81.075 -0.300 1,021 2,265 -14
Apr02 020314 81.050 81.200 80.300 80.625 +0.025 1,873 5,028 -179
May02 020314 81.700 81.750 80.700 80.875 -0.300 1,901 5,315 +423
Aug02 020314 83.750 83.750 82.900 83.025 +0.025 748 2,330 +221
Sep02 020314 83.700 83.800 83.000 83.150 -0.150 30 348 +19
Oct02 020314 83.600 83.700 82.900 83.200 -0.100 192 394 -30
Nov02 020314 84.250 84.250 83.950 83.950 unch 10 193 -1
Total Volume and Open Interest 5,776 15,894 +440
Lean Hogs(CME)
Apr02 020314 57.250 57.250 56.000 56.050 -1.225 5,370 12,711 -794
May02 020314 65.700 65.700 64.700 65.050 -0.625 563 3,068 +12
Jun02 020314 65.875 65.950 64.950 65.000 -0.925 3,891 9,801 +833
Jul02 020314 63.200 63.400 62.500 62.900 -0.250 614 2,110 -28
Aug02 020314 60.175 60.350 59.750 59.975 -0.025 177 1,360 +82
Oct02 020314 51.175 51.250 50.800 50.925 -0.075 62 1,034 -5
Dec02 020314 48.900 48.900 48.575 48.575 -0.025 47 776 +15
Feb03 020314 50.250 50.450 50.250 50.450 +0.200 37 157 +22
Total Volume and Open Interest 10,761 31,017 +137
Pork Bellies(CME)
Mar02 020314 79.200 79.500 78.800 79.200 -1.500 16 156 -29
May02 020314 80.200 81.200 79.350 79.425 -1.225 747 2,473 +46
Jul02 020314 81.400 82.100 80.500 80.550 -1.500 77 289 +19
Aug02 020314 79.150 79.400 78.900 78.900 -0.100 1 27 -1
Feb03 020314 70.050 70.050 70.050 70.050 +0.050 10 18 +10
Total Volume and Open Interest 851 2,964 +45
Cocoa(NYBOT)
Mar02 020314 1577 1598 1570 1588 unch 66 11 -74
May02 020314 1552 1573 1546 1566 +8 3,229 29,459 +21
Jul02 020314 1532 1553 1530 1547 +8 1,002 16,068 +202
Sep02 020314 1515 1533 1514 1527 +8 328 9,415 +93
Dec02 020314 1452 1456 1452 1454 +10 535 12,748 +213
Mar03 020314 1390 1397 1390 1397 +9 388 9,654 -93
May03 020314 1381 1381 1381 1381 +9 0 5,063 +0
Total Volume and Open Interest 6,167 95,672 +472
Coffee "C"(NYBOT)
Mar02 020314 53.50 54.50 53.50 54.30 -0.10 125 372 -102
May02 020314 55.25 56.20 54.55 55.65 -0.10 10,406 34,657 -112
Jul02 020314 57.20 58.05 56.50 57.70 unch 3,169 15,475 +523
Sep02 020314 58.75 59.60 58.25 59.30 unch 1,019 8,517 +62
Dec02 020314 60.25 61.25 60.00 60.95 +0.15 611 5,562 -64
Mar03 020314 61.60 62.45 61.50 62.25 +0.15 269 3,386 +14
Total Volume and Open Interest 15,621 68,706 +336
Orange Juice(NYBOT)
May02 020314 91.40 91.50 91.10 91.30 -0.55 503 11,954 -21
Jul02 020314 91.00 91.00 90.90 90.90 -0.30 31 2,110 +16
Sep02 020314 90.80 90.80 90.30 90.30 -0.30 3 641 +1
Nov02 020314 89.90 90.00 89.70 90.00 -0.55 81 1,581 -36
Jan03 020314 90.20 91.00 90.20 91.00 -0.50 2 742 +2
Total Volume and Open Interest 620 17,079 -38
Sugar #11(NYBOT)
May02 020314 6.19 6.28 6.13 6.27 +0.08 8,652 81,024 -876
Jul02 020314 5.52 5.60 5.50 5.60 +0.06 3,350 46,215 -343
Oct02 020314 5.65 5.68 5.63 5.67 +0.01 1,603 30,723 -477
Mar03 020314 5.99 6.00 5.93 5.98 unch 1,351 13,237 -116
May03 020314 6.03 6.03 6.00 6.02 unch 167 4,448 -30
Total Volume and Open Interest 15,841 190,950 -1,402
London Cocoa(LCE)
Mar02 020313 1193 1194 1181 1188 -6 2,594 1,965 -1,968
May02 020314 1228 1236 1222 1232 +4 2,488 39,954 -153
Jul02 020314 1254 1261 1248 1257 +1 2,566 43,488 +1,592
Sep02 020314 1211 1211 1198 1207 -1 279 28,205 -50
Dec02 020314 1115 1123 1113 1123 +1 200 15,267 +64
Mar03 020314 1081 1083 1074 1077 +1 67 27,507 +49
May03 020314 1072 1075 1072 1073 +4 6 3,610 +1
Total Volume and Open Interest 6,287 165,118 -453
London Coffee(LCE)
Mar02 020314 530.00 530.00 512.00 512.00 -19.00 588 3,559 -627
May02 020314 515.00 515.00 497.00 504.00 -18.00 3,756 40,439 -1,272
Jul02 020314 518.00 518.00 500.00 505.00 -21.00 1,456 26,308 +396
Sep02 020314 522.00 523.00 509.00 512.00 -20.00 791 20,419 -116
Nov02 020314 526.00 529.00 511.00 518.00 -19.00 111 10,439 +75
Jan03 020314 535.00 535.00 520.00 522.00 -18.00 34 3,934 +10
Total Volume and Open Interest 7,064 107,632 -1,210
London Sugar(LCE)
Mar02 020213 234.80 235.80 229.00 233.70 +0.20 6,836 5,583 -2,862
May02 020314 216.70 217.00 215.10 217.00 +0.90 975 14,003 +16
Aug02 020314 197.50 198.20 197.00 198.20 +1.20 213 15,641 -14
Oct02 020314 183.00 183.50 183.00 183.50 +1.00 245 9,081 +43
Dec02 020314 184.50 184.50 184.50 184.50 unch 5 1,919 +0
Total Volume and Open Interest 1,482 44,041 +83
Cotton(NYBOT)
May02 020314 38.53 39.05 38.50 38.81 +0.51 5,581 24,263 -269
Jul02 020314 39.95 40.50 39.90 40.39 +0.69 889 17,275 +21
Oct02 020314 42.00 42.43 42.00 42.43 +0.85 79 590 -2
Dec02 020314 43.02 43.90 43.02 43.72 +0.87 1,072 15,509 +52
Mar03 020314 45.00 45.20 45.00 45.20 +0.90 39 1,544 +1
May03 020314 47.40 47.40 47.40 47.40 +0.90 45 1,261 -4
Total Volume and Open Interest 7,705 61,379 -201
Lumber(CME)
Mar02 020314 297.5 303.8 295.0 297.5 unch 193 209 -102
May02 020314 312.0 320.3 309.8 315.4 +0.8 400 1,760 +23
Jul02 020314 312.0 319.0 309.0 317.3 +0.8 59 299 +4
Sep02 020314 312.9 313.9 312.0 312.0 unch 11 106 +6
Total Volume and Open Interest 666 2,397 -67
Crude Oil(NYM)
Apr02 020314 24.10 24.65 23.82 24.56 +0.40 92,386 78,419 -7,106
May02 020314 24.40 24.99 24.21 24.90 +0.36 68,119 121,159 +10,201
Jun02 020314 24.50 24.97 24.34 24.93 +0.31 34,590 66,026 -207
Jul02 020314 24.50 24.85 24.30 24.82 +0.22 12,175 38,512 +1,428
Aug02 020314 24.39 24.70 24.25 24.66 +0.15 2,850 19,573 +114
Sep02 020314 24.22 24.60 24.10 24.49 +0.10 2,197 22,866 +670
Oct02 020314 24.10 24.32 23.92 24.32 +0.05 658 12,953 -115
Nov02 020314 24.00 24.15 23.75 24.15 unch 227 10,229 +122
Dec02 020314 23.92 23.98 23.62 23.98 -0.04 7,201 42,269 -1,151
Jan03 020314 23.70 23.84 23.67 23.84 -0.06 1,208 12,548 -185
Total Volume and Open Interest 228,628 512,182 +4,862
Heating Oil(NYM)
Apr02 020314 64.40 65.90 63.65 65.70 +0.88 25,471 43,744 -559
May02 020314 64.40 65.50 63.60 65.34 +0.54 14,810 29,981 +28
Jun02 020314 64.50 65.24 63.75 65.24 +0.34 7,874 19,165 +1,414
Jul02 020314 64.30 65.39 64.00 65.39 +0.24 2,352 12,252 +311
Aug02 020314 64.70 65.79 64.70 65.79 +0.19 1,522 11,602 +118
Sep02 020314 65.25 66.49 64.90 66.49 +0.14 1,010 8,858 -83
Oct02 020314 66.10 67.19 66.10 67.19 +0.09 481 6,006 -173
Nov02 020314 66.95 67.79 66.90 67.79 +0.04 371 4,617 -45
Dec02 020314 67.65 68.29 67.20 68.29 -0.01 3,043 9,842 -1,117
Jan03 020314 67.90 68.54 67.70 68.54 -0.01 275 5,544 -143
Total Volume and Open Interest 57,414 163,831 -280
Unleaded Gas(NYM)
Apr02 020314 78.80 80.00 77.40 79.95 +0.75 24,808 37,102 -3,592
May02 020314 79.20 80.40 78.00 80.28 +0.65 13,348 35,406 +2,072
Jun02 020314 78.90 79.70 77.80 79.68 +0.48 4,377 20,062 +875
Jul02 020314 77.60 78.13 76.25 78.13 +0.35 1,471 11,682 -432
Aug02 020314 75.20 75.91 74.60 75.91 +0.28 2,166 12,615 +189
Sep02 020314 73.00 73.20 72.00 73.16 +0.23 333 12,070 +156
Oct02 020314 68.00 69.41 68.00 69.41 +0.23 114 1,240 +7
Nov02 020314 67.00 67.81 67.00 67.81 +0.23 0 936 +29
Total Volume and Open Interest 46,943 132,889 -526
Natural Gas(NYM)
Apr02 020314 2.810 2.930 2.750 2.924 +0.054 53,671 59,944 -3,052
May02 020314 2.860 2.975 2.810 2.964 +0.044 20,418 37,406 +2,259
Jun02 020314 2.890 3.010 2.850 3.004 +0.039 9,420 32,200 -1,583
Jul02 020314 2.940 3.050 2.905 3.041 +0.033 2,438 22,539 +275
Aug02 020314 2.990 3.080 2.950 3.079 +0.028 3,351 37,691 +998
Sep02 020314 2.990 3.080 2.940 3.079 +0.026 2,794 25,012 +1,154
Oct02 020314 3.010 3.104 2.970 3.104 +0.026 7,846 47,624 +228
Nov02 020314 3.250 3.354 3.235 3.354 +0.026 8,938 27,581 +339
Total Volume and Open Interest 129,962 524,388 +4,135
Brent Crude Oil(IPE)
Apr02 020314 23.80 24.23 23.46 24.06 +0.17 21,796 17,954 -7,502
May02 020314 23.89 24.75 23.68 24.67 +0.59 53,671 89,154 +271
Jun02 020314 23.64 24.30 23.48 24.27 +0.44 24,905 65,745 +301
Jul02 020314 23.40 24.02 23.30 24.02 +0.39 3,989 25,090 -1,235
Aug02 020314 23.30 23.83 23.22 23.83 +0.31 2,033 10,667 -216
Sep02 020314 23.20 23.67 23.10 23.67 +0.26 351 7,121 -324
Oct02 020314 23.10 23.51 23.00 23.51 +0.21 176 7,986 -337
Nov02 020314 23.00 23.34 23.00 23.34 +0.15 380 5,603 +120
Total Volume and Open Interest 113,678 287,458 -8,510
Gas Oil(IPE)
Apr02 020314 195.00 196.50 192.25 196.25 -1.00 13,326 45,026 -3,041
May02 020314 196.25 197.75 194.00 197.50 -1.50 5,711 24,333 +2,368
Jun02 020314 196.00 199.00 195.50 198.75 -1.50 1,832 23,799 -589
Jul02 020314 199.00 200.00 199.00 200.00 -1.75 54 6,962 +17
Aug02 020314 200.75 201.25 200.75 201.25 -2.00 0 5,644 +0
Sep02 020314 200.75 202.50 200.75 202.50 -2.25 400 7,861 +200
Oct02 020314 202.00 203.75 202.00 203.75 -2.25 603 7,136 +203
Nov02 020314 203.75 203.75 203.75 203.75 -2.25 0 8,413 +0
Total Volume and Open Interest 24,296 178,496 -171
US Dollar Index(NYBOT)
Mar02 020314 117.59 117.62 117.06 117.34 -0.67 557 2,483 -534
Jun02 020314 118.10 118.15 117.52 117.80 -0.66 978 5,227 +475
Sep02 020314 118.44 118.44 118.05 118.19 -0.66 1 2,026 +1
Total Volume and Open Interest 1,536 9,741 -58
Australian Dollar(IMM)
Mar02 020314 52.15 52.35 52.15 52.34 +0.41 944 8,104 -1,088
Jun02 020314 51.89 52.05 51.87 52.01 +0.38 1,580 31,222 +273
Sep02 020314 51.78 51.78 51.68 51.68 +0.35 0 11 +0
Total Volume and Open Interest 2,526 39,389 -813
British Pound(IMM)
Mar02 020314 141.80 142.22 141.76 142.08 +0.52 3,013 14,143 -2,075
Jun02 020314 141.08 141.54 140.96 141.34 +0.52 7,307 23,613 +292
Sep02 020314 140.80 140.80 140.58 140.58 +0.52 0 359 +0
Total Volume and Open Interest 10,320 38,115 -1,783
Canadian Dollar(IMM)
Mar02 020314 62.69 62.84 62.65 62.83 +0.24 8,194 23,190 -4,497
Jun02 020314 62.62 62.82 62.59 62.78 +0.24 20,229 52,512 +8,628
Sep02 020314 62.58 62.74 62.57 62.74 +0.24 153 2,921 +109
Dec02 020314 62.50 62.71 62.50 62.71 +0.24 22 1,443 +24
Total Volume and Open Interest 28,618 80,405 +4,281
Japanese Yen(IMM)
Mar02 020314 77.73 77.93 77.40 77.45 +0.16 7,791 40,085 -6,762
Jun02 020314 78.12 78.38 77.80 77.83 +0.16 11,910 67,699 +4,570
Sep02 020314 78.55 78.55 78.29 78.29 +0.16 23 448 +4
Total Volume and Open Interest 19,724 108,660 -2,188
Swiss Franc(IMM)
Mar02 020314 60.08 60.53 60.08 60.43 +0.71 3,189 31,287 -2,994
Jun02 020314 60.14 60.59 60.09 60.48 +0.72 6,970 22,525 +2,396
Sep02 020314 60.56 60.56 60.56 60.56 +0.73 1 431 +1
Total Volume and Open Interest 10,160 54,280 -597
EuroFX(IMM)
Mar02 020314 88.06 88.40 88.00 88.24 +0.59 17,232 47,933 -10,323
Jun02 020314 87.78 88.14 87.71 87.93 +0.59 20,443 63,238 +8,707
Sep02 020314 87.75 87.80 87.62 87.69 +0.59 61 935 -4
Total Volume and Open Interest 37,740 112,385 -1,616
Mexican Peso(IMM)
Mar02 020314 10970.0 10972.0 10955.0 10967.0 unch 2,159 13,007 -2,402
Jun02 020314 10805.0 10805.0 10775.0 10787.0 -10.0 7,182 27,331 -161
Total Volume and Open Interest 9,929 43,467 -2,390
30-Year T-Bonds(CBOT)
Mar02 020314 99~31 99~31 98~28 98~31 -1~12 15,343 34,338 -6,263
Jun02 020314 98~26 98~29 97~22 97~26 -1~11 252,714 429,895 +10,516
Sep02 020314 97~08 97~17 96~25 96~25 -1~10 856 29,766 -12
Total Volume and Open Interest 268,914 494,202 +4,242
Municipal Bonds(CBOT)
Mar02 020314 102~17 102~17 101~27 101~27 -0~27 610 2,079 -328
Jun02 020314 100~08 100~13 99~23 99~24 -0~29 791 5,259 +330
Total Volume and Open Interest 1,401 7,338 +2
10-Year T-Notes(CBOT)
Mar02 020314 104~210 104~210 103~230 103~240 -1~010 23,644 37,128 -10,324
Jun02 020314 103~085 103~095 102~075 102~095 -1~020 376,684 628,598 +2,652
Total Volume and Open Interest 400,955 670,344 -7,148
5-Year T-Notes(CBOT)
Mar02 020314 105~120 105~120 105~020 105~020 -0~195 25,310 37,977 -14,999
Jun02 020314 104~105 104~140 103~270 103~280 -0~215 104,543 541,031 +437
Sep02 020314 102~255 102~255 102~255 102~255 -0~215 0 5 +0
Total Volume and Open Interest 129,853 579,013 -14,562
2 Year T-Notes(CBOT)
Mar02 020314 104~056 104~057 104~036 104~036 -0~032 3,365 18,309 -2,245
Jun02 020314 103~061 103~066 103~033 103~036 -0~036 9,966 85,293 +2,115
Total Volume and Open Interest 13,331 103,602 -130
3-Mth T-Bills(IMM)
Jun02 020314 97.83 97.83 97.83 97.83 -0.04 2 35 +0
Total Volume and Open Interest 11 589 -4
Eurodollars(IMM)
Mar02 020314 97.993 97.997 97.985 97.990 -0.010 101,730 662,962 -13,394
Jun02 020314 97.535 97.560 97.485 97.490 -0.085 186,089 726,002 -2,225
Sep02 020314 96.935 96.960 96.835 96.845 -0.135 251,417 663,743 +10,166
Dec02 020314 96.265 96.290 96.140 96.150 -0.165 234,348 734,029 +8,330
Mar03 020314 95.620 95.650 95.505 95.510 -0.165 104,068 450,685 +11,012
Jun03 020314 95.120 95.145 95.015 95.020 -0.155 61,343 290,002 -1,061
Sep03 020314 94.805 94.815 94.690 94.690 -0.165 35,601 226,522 +705
Dec03 020314 94.570 94.585 94.440 94.445 -0.175 27,153 179,185 +1,008
Mar04 020314 94.410 94.420 94.270 94.275 -0.185 14,588 127,371 +1,141
Jun04 020314 94.230 94.240 94.090 94.095 -0.185 18,166 125,762 +156
Sep04 020314 94.085 94.090 93.950 93.950 -0.185 13,401 113,646 -974
Dec04 020314 93.915 93.920 93.785 93.785 -0.180 12,929 90,363 -1,326
Total Volume and Open Interest 1,115,933 4,972,584 +11,386
3-Mth Euro-Yen(IMM)
Mar02 020314 99.87 99.87 99.86 99.87 unch 384 11,154 -706
Jun02 020314 99.88 99.89 99.88 99.88 unch 11 12,576 +887
Sep02 020314 99.87 99.87 99.87 99.87 +0.01 32 3,370 +11
Dec02 020314 99.84 99.84 99.84 99.84 unch 286 2,809 +230
Mar03 020314 99.81 99.81 99.81 99.81 +0.01 10 2,626 -67
Jun03 020314 99.79 99.79 99.79 99.79 +0.01 0 1,274 +0
Sep03 020314 99.73 99.73 99.73 99.73 +0.01 0 3,419 +90
Dec03 020314 99.65 99.65 99.65 99.65 unch 0 148 +0
Mar04 020314 99.57 99.57 99.57 99.57 unch 0 338 +0
Jun04 020314 99.48 99.48 99.48 99.48 unch 0 29 +0
Total Volume and Open Interest 723 37,777 +445
3-Mth Euro-Yen(SIMEX)
Jun02 020314 99.88 99.89 99.88 99.88 unch 4,761 96,269 +3,384
Sep02 020314 99.86 99.87 99.86 99.86 unch 1,061 39,776 -155
Dec02 020314 99.84 99.85 99.84 99.84 unch 566 24,554 +366
Mar03 020314 99.81 99.81 99.81 99.81 +0.00 925 25,428 +433
Jun03 020314 99.79 99.79 99.79 99.79 +0.00 1,154 31,052 +630
Sep03 020314 99.73 99.73 99.73 99.73 unch 298 20,304 +254
Dec03 020314 99.66 99.66 99.66 99.66 unch 0 8,450 +0
Mar04 020314 99.57 99.57 99.57 99.57 unch 0 12,006 +0
Total Volume and Open Interest 12,856 339,239 +3,648
German Euro-Bund(EUREX)
Jun02 020314 105.22 105.38 104.89 105.01 -0.21 797,170 592,185 +17,746
Sep02 020314 104.76 104.76 104.65 104.69 -0.19 3,661 1,993 -153
Dec02 020314 104.55 104.55 104.55 104.55 -0.21      
Total Volume and Open Interest 800,831 594,178  
German Euro-Bobl(EUREX)
Jun02 020314 104.43 104.56 104.24 104.29 -0.12 415,289 450,793 +14,978
Sep02 020314 103.85 103.85 103.85 103.85 -0.12 1,845 1,506 +93
Dec02 020314 103.57 103.57 103.57 103.57 -0.12      
Total Volume and Open Interest 417,134 452,299  
Long Gilt(LIFFE)
Mar02 020314 112~09 112~09 111~31 112~02 -0~10 1,882 13,925 -51
Jun02 020314 111~14 111~16 111~00 111~05 -0~10 27,631 71,225 +2,088
Total Volume and Open Interest 29,513 85,150 +2,037
3-Mth Short Sterling(LIFFE)
Mar02 020314 95.88 95.88 95.85 95.86 unch 10,270 0 +0
Jun02 020314 95.51 95.52 95.47 95.49 +0.01 19,127 0 +0
Sep02 020314 95.11 95.13 95.04 95.06 -0.01 40,356 0 +0
Total Volume and Open Interest 117,502    
3-Mth Euribor(LIFFE)
Mar02 020314 96.615 96.625 96.615 96.615 unch 52,070 532,780 -6,252
Jun02 020314 96.460 96.470 96.430 96.435 -0.015 73,287 548,281 +5,318
Sep02 020314 96.170 96.185 96.115 96.120 -0.035 136,384 413,935 +5,318
Total Volume and Open Interest 471,346 2,428,156 +17,115
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 020314 95.25 95.25 95.16 95.18 -0.02 9,491 193,625 -29,214
Sep02 020314 94.81 94.81 94.74 94.76 unch 2,679 78,883 +1,940
Dec02 020314 94.33 94.36 94.30 94.32 +0.02 1,165 45,562 -117
Mar03 020314 94.00 94.01 93.96 93.98 +0.04 427 18,438 +108
Jun03 020314 93.74 93.74 93.72 93.73 +0.06 130 14,540 +5
Sep03 020314 93.56 93.56 93.55 93.56 +0.08 235 12,145 +167
Dec03 020314 93.45 93.47 93.44 93.45 +0.09 84 7,081 +84
Mar04 020314 93.41 93.43 93.41 93.41 +0.08 50 5,102 -102
Jun04 020314 93.39 93.39 93.34 93.39 +0.10 60 2,627 +60
Total Volume and Open Interest 14,323 380,738 -27,168
10-Year Aus T-Bonds(SFE)
Mar02 020314 93.62 93.64 93.60 93.62 +0.05 5,170 212,849 -22,124
Jun02 020314 93.52 93.54 93.50 93.53 +0.06 6,660 116,755 +36,069
Total Volume and Open Interest 80,109 315,659 +63,772
3-Year Aus T-Bonds(SFE)
Mar02 020314 94.22 94.24 94.15 94.20 +0.05 51,229 535,286 -23,322
Jun02 020314 94.05 94.05 93.97 94.02 +0.05 20,495 110,721 +29,640
Total Volume and Open Interest 71,724 646,007 +6,318
Gold(CMX)
Apr02 020314 293.0 293.2 290.7 291.2 -2.6 12,469 77,590 -2,722
Jun02 020314 294.5 294.5 291.7 292.3 -2.5 2,889 20,336 +939
Aug02 020314 295.0 295.0 292.5 293.1 -2.5 72 4,490 -20
Oct02 020314 293.9 293.9 293.9 293.9 -2.5 14 3,338 +9
Dec02 020314 296.5 297.0 294.3 294.8 -2.5 224 13,174 -43
Feb03 020314 295.8 295.8 295.8 295.8 -2.5 0 5,620 +0
Total Volume and Open Interest 15,867 139,165 -1,813
Silver(CMX)
Mar02 020314 454.0 454.0 448.5 448.9 -2.8 114 310 -22
May02 020314 454.5 455.0 448.5 450.0 -2.8 3,350 44,832 +188
Jul02 020314 457.0 457.0 450.5 451.5 -2.8 76 12,279 +7
Sep02 020314 452.5 452.5 452.5 452.5 -2.8 0 1,871 +0
Dec02 020314 457.0 457.0 453.5 454.2 -2.8 25 7,259 +1
Total Volume and Open Interest 3,568 70,096 +175
Platinum(NYM)
Apr02 020314 509.5 513.0 509.0 509.8 -5.0 733 4,537 -191
Jul02 020314 501.5 505.0 501.2 502.8 -5.0 485 2,798 +345
Oct02 020314 496.8 496.8 496.8 496.8 -5.0 0 60 +0
Total Volume and Open Interest 1,218 7,395 +154
Palladium(NYME)
Mar02 020314 373.00 373.00 373.00 373.00 +3.70 3 20 +0
Jun02 020314 365.00 367.00 365.00 367.00 +3.70 65 975 +30
Sep02 020314 366.00 366.00 366.00 366.00 +3.70 0 19 +0
Total Volume and Open Interest 68 1,014 +30
Copper(CMX)
Mar02 020314 73.50 74.15 73.50 74.00 +0.45 1,907 3,118 +684
May02 020314 73.90 74.85 73.80 74.50 +0.45 6,492 38,811 +1,693
Jul02 020314 74.40 75.35 74.40 75.00 +0.45 265 9,211 +5
Sep02 020314 75.60 75.60 75.50 75.50 +0.45 229 8,775 +86
Dec02 020314 75.75 76.50 75.75 76.25 +0.45 202 7,341 +55
Total Volume and Open Interest 9,582 80,231 +2,799
DJIA Index(CBOT)
Mar02 020314 10535 10555 10480 10524 +22 4,277 19,700 -388
Jun02 020314 10545 10569 10485 10535 +20 25,530 26,431 +1,608
Sep02 020314 10545 10555 10540 10555 +20 30 447 +3
Dec02 020314 10595 10595 10595 10595 +20 0 173 +0
Total Volume and Open Interest 29,837 46,751 +1,223
S & P 500(CME)
Mar02 020314 1154.50 1157.60 1151.00 1153.10 -1.50 58,576 124,969 -29,949
Jun02 020314 1156.30 1161.00 1153.20 1155.60 -1.70 104,015 468,214 +34,985
Sep02 020314 1158.90 1158.90 1158.90 1158.90 -1.70 311 18,580 -44
Dec02 020314 1167.00 1167.00 1164.60 1164.60 -1.20 195 826 +172
Total Volume and Open Interest 163,097 612,789 +5,164
S & P 500 E-Mini(Globex)
Mar02 020314 1151.50 1158.25 1147.25 1153.00 -1.50 3,770 119,774 -1,133
Jun02 020314 1157.50 1161.00 1153.25 1155.50 -1.75 295,071 58,897 +4,743
Total Volume and Open Interest 298,841 178,671 +3,610
NASDAQ 100(CME)
Mar02 020314 1490.00 1500.00 1476.00 1482.50 -7.00 6,114 22,301 -3,381
Jun02 020314 1497.00 1510.00 1483.00 1490.50 -7.00 20,209 39,314 +1,732
Sep02 020314 1498.50 1498.50 1498.50 1498.50 -7.00 1 44 +0
Total Volume and Open Interest 26,324 61,659 -1,649
NASDAQ 100 E-Mini(GLOBEX)
Mar02 020314 1489.0 1502.5 1475.5 1482.5 -7.0 3,202 94,650 -287
Jun02 020314 1497.5 1510.0 1483.5 1490.5 -7.0 184,583 52,547 +11,795
Total Volume and Open Interest 187,785 147,197 +11,508
NYSE Composite(NYBOT)
Mar02 020314 601.00 602.50 599.60 600.25 unch 912 1,525 -170
Jun02 020314 601.00 603.25 600.50 601.25 unch 1,366 3,722 +339
Sep02 020314 602.25 602.25 602.25 602.25 unch 0 410 +0
Total Volume and Open Interest 2,278 5,857 +169
S & P Midcap 400(CME)
Mar02 020314 532.00 536.00 532.00 533.75 +0.80 1,104 3,629 -703
Jun02 020314 533.75 537.00 532.50 535.25 +0.60 1,882 13,225 +840
Sep02 020314 539.25 539.25 539.25 539.25 +0.80      
Total Volume and Open Interest 2,986 16,854 +137
Russell 2000(CME)
Mar02 020314 496.00 498.15 495.00 498.15 +2.90 2,677 5,803 -1,890
Jun02 020314 496.25 500.50 495.25 499.25 +2.80 5,323 25,367 +1,359
Sep02 020314 501.15 501.15 501.15 501.15 +2.90      
Total Volume and Open Interest 8,000 31,170 -531
Value Line(KCBT)
Mar02 020314 1292.00 1294.50 1292.00 1292.50 +4.00 15 56 -36
Total Volume and Open Interest 67 367 -66
Nikkei 225(CME)
Jun02 020314 11545 11610 11545 11575 +195 1,461 16,795 -165
Sep02 020314 11650 11650 11585 11585 +195 0 2 +0
Total Volume and Open Interest 1,461 16,804 -165
Nikkei 225(SIMEX)
Jun02 020314 11360 11545 11285 11515 +135 17,302 84,391 -133
Sep02 020314 11515 11515 11515 11515 +135 0 310 +0
Dec02 020314 11500 11500 11500 11500 +135      
Total Volume and Open Interest 17,302 85,004 -135
CAC 40(MATIF)
Mar02 020314 4545.5 4575.0 4522.0 4553.5 +22.5 60,807 543,034 +10,934
Apr02 020314 4555.0 4569.0 4555.0 4557.0 +22.5 507 22,587 +455
May02 020314 4528.5 4528.5 4528.5 4528.5 +22.5 13 635 +8
Total Volume and Open Interest 64,826 628,498 +14,882
DAX Index(EUREX)
Mar02 020314 5249.0 5294.5 5233.5 5286.0 +50.0 102,612 167,166 +6,001
Jun02 020314 5297.0 5343.0 5284.5 5335.5 +49.5 36,012 144,745 +23,175
Sep02 020314 5372.0 5383.0 5372.0 5383.0 +50.5 193 3,425 +48
Total Volume and Open Interest 138,817 315,336 +29,224
FT-SE 100(LIFFE)
Mar02 020314 5264.00 5278.00 5236.00 5262.50 -5.00 86,750 229,908 -18,614
Jun02 020314 5280.00 5290.50 5247.50 5275.00 -6.00 55,733 304,736 +44,140
Sep02 020314 5280.00 5295.00 5275.00 5294.50 -6.00 11 6,188 +0
Total Volume and Open Interest 142,494 540,832 +25,526
SPI 200(SFE)
Mar02 020314 3432.0 3448.0 3427.0 3445.0 +1.0 11,169 155,441 +2,997
Jun02 020314 3446.0 3463.0 3444.0 3459.0 unch 3,872 19,097 +3,551
Sep02 020314 3471.0 3471.0 3471.0 3471.0 unch 10 802 +10
Total Volume and Open Interest 15,091 176,414 +6,598
GSCI(CME)
Mar02 020314 191.00 194.55 190.70 194.55 +2.15 4,522 6,020 -4,368
Apr02 020314 191.95 195.50 191.95 195.50 +1.90 4,758 15,827 +4,353
May02 020314 195.50 195.50 195.50 195.50 +1.00 0 10 -1
Total Volume and Open Interest 9,280 21,857 -16
Bridge CRB Index(NYBOT)
Apr02 020314 201.00 201.95 200.75 201.95 +0.20 20 255 -11
Jun02 020314 203.70 203.70 203.70 203.70 +0.20 0 134 +0
Aug02 020314 205.45 205.45 205.45 205.45 +0.20 0 50 +0
Total Volume and Open Interest 20 440 -11
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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