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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 May 28, 2002
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jul02 020528 488.50 497.75 488.00 497.25 +6.25 33,681 93,041 +102
Aug02 020528 484.00 492.00 483.00 491.75 +6.00 4,036 12,129 +19
Sep02 020528 472.50 481.50 472.50 481.25 +7.00 2,104 8,838 -154
Nov02 020528 466.00 475.00 466.00 474.50 +6.25 10,422 38,026 +511
Jan03 020528 472.50 478.00 472.00 478.00 +6.50 205 5,975 +137
Mar03 020528 476.00 481.00 476.00 480.50 +6.50 472 3,738 -36
May03 020528 475.00 480.00 475.00 480.00 +5.50 758 4,406 +11
Total Volume and Open Interest 52,099 168,933 +628
Soybean Meal(CBOT)
Jul02 020528 162.70 165.00 162.30 164.20 +0.50 14,691 60,084 -667
Aug02 020528 159.70 161.80 159.70 161.20 +0.50 4,384 14,829 +920
Sep02 020528 156.70 158.40 156.60 158.00 +0.60 1,910 13,095 +517
Oct02 020528 153.30 154.80 153.20 154.50 +0.70 929 9,966 +213
Dec02 020528 151.70 153.40 151.30 152.90 +0.70 6,436 27,746 +794
Jan03 020528 151.50 152.50 151.00 152.30 +0.80 78 4,175 +1
Mar03 020528 150.00 151.20 149.80 150.70 +0.70 598 3,130 +358
May03 020528 147.80 149.00 147.80 148.20 +0.70 148 1,966 +39
Total Volume and Open Interest 29,323 136,859 +2,287
Soybean Oil(CBOT)
Jul02 020528 17.80 18.27 17.80 18.26 +0.56 16,573 65,695 -1,748
Aug02 020528 17.94 18.36 17.94 18.36 +0.55 3,678 16,160 +1,136
Sep02 020528 18.06 18.47 18.05 18.47 +0.56 1,010 11,142 +143
Oct02 020528 18.16 18.55 18.15 18.54 +0.55 900 7,846 +36
Dec02 020528 18.40 18.78 18.35 18.76 +0.54 4,593 22,506 -684
Jan03 020528 18.50 18.90 18.50 18.90 +0.55 197 3,150 -66
Mar03 020528 18.65 19.00 18.65 19.00 +0.52 117 1,800 +102
May03 020528 18.80 19.15 18.60 19.15 +0.52 152 1,314 -56
Total Volume and Open Interest 27,714 133,317 -1,383
Canola(WCE)
Jul02 020528 328.8 335.0 328.8 333.5 +4.4 2,571 23,536 -557
Sep02 020528 335.5 335.5 335.5 335.5 +7.5 0 16 +0
Nov02 020528 332.0 338.2 332.0 337.4 +4.9 1,999 20,716 +374
Jan03 020528 338.5 338.7 338.5 338.7 +5.1 0 1,258 +0
Mar03 020528 339.2 339.2 339.2 339.2 +4.2 0 325 +0
Total Volume and Open Interest 4,570 45,851 -183
Corn(CBOT)
Jul02 020528 204.50 208.50 204.25 207.50 +2.50 27,782 199,479 -1,040
Sep02 020528 210.50 215.00 210.50 214.25 +2.75 2,589 51,859 +705
Dec02 020528 220.50 224.50 220.50 224.00 +2.75 9,947 120,253 +1,132
Mar03 020528 228.25 232.25 228.25 232.00 +3.00 954 19,923 +209
May03 020528 232.75 236.25 232.50 235.75 +3.00 385 6,065 +92
Jul03 020528 235.50 239.25 235.50 239.00 +3.00 424 9,227 -38
Total Volume and Open Interest 43,065 420,979 +1,189
Wheat(CBOT)
Jul02 020528 268.75 273.50 268.75 272.00 +2.75 9,197 66,348 +988
Sep02 020528 274.00 279.25 274.00 277.75 +3.00 440 10,158 +97
Dec02 020528 284.00 289.00 284.00 288.25 +2.75 1,102 15,430 -169
Mar03 020528 289.50 293.50 289.50 293.00 +2.50 57 2,295 +36
May03 020528 290.50 290.50 290.50 290.50 +2.50 21 420 +21
Total Volume and Open Interest 11,077 96,082 +1,049
Wheat(KCBT)
Jul02 020528 279.75 284.00 279.75 281.50 +0.75 3,666 38,318 +163
Sep02 020528 286.00 289.00 286.00 287.00 -0.25 1,008 9,168 +251
Dec02 020528 293.50 296.00 293.00 295.00 +0.50 995 10,337 +115
Mar03 020528 300.00 300.00 298.50 298.50 +1.00 1,078 3,900 +732
May03 020528 301.00 301.00 301.00 301.00 +1.50 18 269 +18
Total Volume and Open Interest 6,766 63,338 +1,269
Wheat(MGE)
Jul02 020528 292.50 295.50 292.50 295.00 +1.25 1,598 13,496 +150
Sep02 020528 296.50 299.75 296.50 299.50 +2.75 198 4,863 +29
Dec02 020528 306.75 310.00 306.75 310.00 +3.50 71 3,321 +24
Mar03 020528 318.00 320.00 318.00 320.00 +3.50 87 651 +50
May03 020528 325.50 325.50 325.50 325.50 +2.00 0 91 +0
Total Volume and Open Interest 1,960 23,105 +259
Oats(CBOT)
Jul02 020528 164.00 170.00 163.50 170.00 +6.50 755 3,963 +8
Sep02 020528 133.25 135.25 133.25 135.25 +1.75 60 630 +8
Dec02 020528 134.00 134.50 134.00 134.50 unch 266 4,286 +77
Mar03 020528 141.00 141.00 141.00 141.00 +1.00 10 96 +0
Total Volume and Open Interest 1,091 8,978 +93
Rough Rice(CBOT)
Jul02 020528 3.85 3.93 3.82 3.91 +0.03 214 4,557 -90
Sep02 020528 4.07 4.16 4.05 4.12 +0.04 24 636 +0
Nov02 020528 4.30 4.36 4.27 4.33 +0.03 61 1,555 +19
Jan03 020528 4.50 4.50 4.48 4.49 +0.04 25 752 +0
Total Volume and Open Interest 358 8,535 -61
Live Cattle(CME)
Jun02 020528 62.350 62.950 61.950 62.825 +0.750 7,041 27,733 -1,164
Aug02 020528 62.550 63.125 62.100 62.850 +0.375 5,042 30,757 +228
Oct02 020528 65.750 65.950 65.150 65.600 +0.075 1,945 26,387 +75
Dec02 020528 67.450 67.550 66.950 67.125 -0.325 902 11,288 +223
Feb03 020528 67.700 68.000 67.350 67.725 +0.075 207 3,270 -24
Apr03 020528 69.000 69.350 68.850 69.350 -0.150 61 1,485 +7
Total Volume and Open Interest 15,198 100,920 -655
Feeder Cattle(CME)
Aug02 020528 76.500 77.175 76.150 76.600 +0.150 1,185 7,679 -77
Sep02 020528 76.250 76.850 76.000 76.275 -0.075 86 962 -4
Oct02 020528 76.500 76.950 76.275 76.325 -0.075 169 1,564 -32
Nov02 020528 76.800 77.400 76.800 76.825 -0.125 71 687 +28
Jan03 020528 76.750 77.050 76.500 76.650 +0.050 7 379 +2
Mar03 020528 76.100 76.100 76.100 76.100 unch 0 13 +0
Apr03 020528 76.300 76.300 76.300 76.300 -0.200 2 29 +1
Total Volume and Open Interest 1,520 11,313 -1,872
Lean Hogs(CME)
Jun02 020528 47.700 47.700 46.375 46.375 -2.000 2,824 10,955 -703
Jul02 020528 48.400 48.400 47.200 47.200 -2.000 1,822 11,340 +379
Aug02 020528 47.600 47.600 46.200 46.200 -2.000 909 4,593 +106
Oct02 020528 39.000 39.000 37.600 38.100 -1.250 113 3,073 +10
Dec02 020528 37.100 37.100 36.025 36.475 -0.725 335 3,334 +89
Feb03 020528 39.950 39.950 39.025 39.350 -0.600 17 466 +8
Apr03 020528 40.000 40.200 40.000 40.200        
May03 020528 43.050 44.000 43.050 44.000        
Pork Bellies(CME)
Jul02 020528 58.000 58.000 55.975 55.975 -3.000 199 2,449 -11
Aug02 020528 57.300 57.300 55.225 55.275 -2.950 52 645 +5
Feb03 020528 60.500 60.500 59.900 59.900 -1.200 7 71 +0
Mar03 020528 61.000 61.000 59.700 59.700 -1.300 0 2 +0
May03 020528 60.050 60.050 60.050 60.050 -0.950 0 1 +0
Total Volume and Open Interest 260 3,170 -7
Cocoa(NYBOT)
Jul02 020528 1551 1574 1541 1565 +16 3,607 34,229 -807
Sep02 020528 1530 1554 1520 1543 +13 1,717 17,975 +323
Dec02 020528 1485 1495 1478 1490 +13 1,068 14,902 +332
Mar03 020528 1465 1467 1460 1460 +13 34 12,935 +0
May03 020528 1455 1455 1455 1455 +11 25 5,987 +10
Jul03 020528 1450 1450 1450 1450 +12 21 4,899 +0
Sep03 020528 1448 1448 1448 1448 +12 66 11,465 +31
Total Volume and Open Interest 6,590 109,008 -68
Coffee "C"(NYBOT)
Jul02 020528 51.25 51.25 50.35 50.60 -0.80 2,631 31,089 +219
Sep02 020528 53.50 53.70 53.10 53.20 -0.80 1,051 18,430 +270
Dec02 020528 56.40 56.60 56.00 56.00 -0.70 372 8,513 -28
Mar03 020528 58.50 58.70 58.00 58.00 -0.80 82 5,221 +29
May03 020528 59.90 60.00 59.30 59.30 -0.80 32 2,032 +13
Jul03 020528 61.00 61.00 60.40 60.40 -0.70 16 2,127 +24
Total Volume and Open Interest 4,184 68,831 +557
Orange Juice(NYBOT)
Jul02 020528 92.00 92.00 91.25 91.40 -0.10 1,357 11,020 -138
Sep02 020528 90.50 90.65 90.10 90.15 -0.10 467 4,363 +226
Nov02 020528 89.75 89.75 89.20 89.45 -0.05 2 2,802 +1
Jan03 020528 90.25 90.45 90.20 90.45 +0.20 0 3,716 +0
Mar03 020528 91.25 91.35 91.25 91.35 +0.20 34 2,293 +0
Total Volume and Open Interest 1,829 24,209 +92
Sugar #11(NYBOT)
Jul02 020528 5.62 5.68 5.46 5.67 +0.02 6,518 77,107 +898
Oct02 020528 5.52 5.54 5.40 5.53 -0.03 1,805 33,762 -269
Mar03 020528 5.83 5.84 5.75 5.83 -0.02 652 22,790 +138
May03 020528 5.84 5.85 5.78 5.85 unch 29 7,844 +8
Jul03 020528 5.79 5.79 5.72 5.78 -0.01 36 12,428 +7
Total Volume and Open Interest 9,040 164,346 +782
London Cocoa(LCE)
May02 020516 1206 1234 1206 1231 +26 1,385 3,663 -1,406
Jul02 020528 1259 1278 1257 1275 +17 998 43,602 -25
Sep02 020528 1218 1234 1217 1230 +12 559 36,273 -45
Dec02 020528 1110 1124 1109 1120 +7 289 19,976 +2
Mar03 020528 1092 1106 1089 1102 +7 235 34,385 +167
May03 020528 1105 1112 1103 1112 +7 10 4,249 +10
Jul03 020528 1113 1126 1113 1122 +8 20 5,097 +20
Total Volume and Open Interest 2,111 153,794 +129
London Coffee(LCE)
May02 020528 495.00 498.00 491.00 497.00 +2.00 35 430 +16
Jul02 020528 517.00 520.00 513.00 519.00 +2.00 486 28,928 -206
Sep02 020528 533.00 536.00 528.00 535.00 +3.00 565 36,197 -315
Nov02 020528 540.00 545.00 540.00 545.00 +4.00 65 18,248 -7
Jan03 020528 550.00 554.00 546.00 554.00 +4.00 0 11,126 +0
Mar03 020528 558.00 563.00 558.00 563.00 +4.00 107 8,153 +103
Total Volume and Open Interest 1,258 106,370 -409
London Sugar(LCE)
May02 020415 196.00 206.40 196.00 202.20 +6.20 2,385 2,111 -1,111
Aug02 020528 197.00 197.70 194.30 197.60 -0.20 335 18,362 +67
Oct02 020528 172.80 174.60 172.00 174.10 +1.00 222 11,007 +167
Dec02 020528 174.70 175.90 174.20 175.30 +1.50 11 2,339 +0
Mar03 020528 176.60 178.50 176.40 178.30 +1.70 11 4,121 +2
Total Volume and Open Interest 583 37,556 +234
Cotton(NYBOT)
Jul02 020528 37.05 38.35 37.05 38.25 +1.31 4,478 30,531 -949
Oct02 020528 39.60 40.45 39.60 40.45 +1.15 131 1,891 +47
Dec02 020528 41.30 42.20 41.20 42.10 +1.18 3,064 24,989 +275
Mar03 020528 43.50 44.10 43.50 43.93 +0.93 467 4,031 +126
May03 020528 45.70 46.30 45.70 46.30 +0.95 136 2,431 +92
Jul03 020528 47.00 47.50 47.00 47.50 +0.90 138 1,056 +0
Total Volume and Open Interest 8,501 65,539 -402
Lumber(CME)
Jul02 020528 273.0 278.3 272.3 273.8 -1.7 325 1,170 +21
Sep02 020528 278.6 282.0 276.7 277.7 -1.8 92 344 +4
Nov02 020528 277.5 279.0 276.1 276.1 +0.6 8 76 +0
Jan03 020528 291.0 292.0 289.0 290.8 -1.6 2 11 -1
Total Volume and Open Interest 427 1,605 +24
Crude Oil(NYM)
Jul02 020528 25.65 25.83 25.17 25.27 -0.61 75,877 176,225 -3,733
Aug02 020528 25.75 25.94 25.35 25.43 -0.55 29,418 74,541 +3,637
Sep02 020528 25.72 25.86 25.30 25.38 -0.57 10,262 37,079 +735
Oct02 020528 25.48 25.69 25.15 25.22 -0.57 4,773 21,833 +335
Nov02 020528 25.35 25.50 25.05 25.06 -0.57 626 12,574 -32
Dec02 020528 25.25 25.35 24.90 24.90 -0.57 7,673 46,725 +57
Jan03 020528 25.00 25.12 24.72 24.72 -0.55 1,969 21,630 +150
Feb03 020528 24.56 24.56 24.56 24.56 -0.53 500 8,799 +254
Mar03 020528 24.40 24.40 24.40 24.40 -0.52 400 8,570 +102
Apr03 020528 24.24 24.24 24.24 24.24 -0.51 100 4,961 -11
Total Volume and Open Interest 135,091 502,025 +1,451
Heating Oil(NYM)
Jun02 020528 65.25 65.65 63.75 63.99 -1.96 11,291 17,392 -1,987
Jul02 020528 66.00 66.20 64.30 64.52 -1.96 9,473 40,224 +573
Aug02 020528 66.55 66.85 65.10 65.22 -1.86 2,717 17,016 -295
Sep02 020528 67.10 67.55 66.02 66.02 -1.81 1,252 12,102 +171
Oct02 020528 67.70 68.40 66.82 66.82 -1.81 631 8,845 +171
Nov02 020528 68.70 69.20 67.50 67.57 -1.76 87 6,444 +22
Dec02 020528 68.80 69.75 68.12 68.12 -1.71 515 15,499 +142
Jan03 020528 69.70 70.15 68.42 68.42 -1.71 185 7,833 +29
Feb03 020528 69.45 69.90 68.17 68.17 -1.66 330 5,607 +125
Mar03 020528 68.00 68.75 66.87 66.87 -1.56 186 4,096 -109
Total Volume and Open Interest 26,720 142,475 -1,127
Unleaded Gas(NYM)
Jun02 020528 78.50 78.60 75.70 75.85 -3.16 13,926 24,995 -2,535
Jul02 020528 78.40 78.90 76.00 76.12 -2.91 14,468 46,358 +2,068
Aug02 020528 77.75 78.15 75.30 75.62 -2.71 3,445 19,144 +542
Sep02 020528 75.10 75.35 72.75 73.27 -2.51 1,511 17,983 +632
Oct02 020528 71.20 71.60 69.82 69.82 -2.31 743 10,534 +577
Nov02 020528 68.12 68.12 68.12 68.12 -2.26 72 1,397 -4
Dec02 020528 67.30 67.42 67.30 67.42 -2.21 92 2,656 -21
Jan03 020528 67.27 67.27 67.27 67.27 -2.16 147 1,697 -39
Total Volume and Open Interest 34,406 127,423 +1,222
Natural Gas(NYM)
Jun02 020528 3.270 3.340 3.255 3.280 -0.067 33,758 42,041 -2,776
Jul02 020528 3.380 3.430 3.340 3.373 -0.073 15,767 60,728 +2,360
Aug02 020528 3.435 3.490 3.415 3.436 -0.070 3,219 39,031 +186
Sep02 020528 3.470 3.520 3.450 3.471 -0.063 1,148 31,387 +247
Oct02 020528 3.520 3.550 3.480 3.504 -0.062 3,338 48,907 +29
Nov02 020528 3.770 3.810 3.750 3.764 -0.064 1,562 30,865 -34
Dec02 020528 3.990 4.040 3.985 3.997 -0.061 1,426 28,519 +51
Jan03 020528 4.080 4.130 4.070 4.087 -0.064 2,582 29,936 +571
Total Volume and Open Interest 72,857 560,985 +6,304
Brent Crude Oil(IPE)
Jul02 020528 24.95 25.30 24.75 24.76 -0.18 20,605 65,253 -4,054
Aug02 020528 25.00 25.16 24.73 24.77 -0.18 6,271 48,604 -2,853
Sep02 020528 24.80 24.99 24.63 24.63 -0.20 1,112 21,159 -303
Oct02 020528 24.55 24.64 24.48 24.48 -0.19 439 13,047 +315
Nov02 020528 24.34 24.65 24.32 24.32 -0.18 383 8,817 -36
Dec02 020528 24.45 24.50 24.12 24.17 -0.16 1,572 32,412 -421
Jan03 020528 23.95 23.95 23.95 23.95 -0.15 0 11,757 +0
Feb03 020528 23.83 23.83 23.78 23.78 -0.14 0 4,289 +0
Total Volume and Open Interest 30,387 236,322 -7,352
Gas Oil(IPE)
Jun02 020528 199.00 200.00 196.00 198.75 +0.25 10,673 40,219 -1,798
Jul02 020528 203.00 203.00 198.75 201.25 unch 4,230 33,717 +931
Aug02 020528 205.25 205.25 201.25 204.00 +0.75 1,049 9,335 +591
Sep02 020528 207.50 207.50 204.25 206.25 +0.75 250 10,407 +217
Oct02 020528 209.75 209.75 206.25 208.50 +1.00 252 12,153 +162
Nov02 020528 210.75 210.75 207.25 209.75 +1.25 0 12,478 +0
Dec02 020528 208.50 209.75 207.25 209.75 +1.25 335 30,143 -110
Jan03 020528 207.25 209.75 207.25 209.75 +1.50 0 6,246 +0
Total Volume and Open Interest 16,789 182,872 -7
US Dollar Index(NYBOT)
Jun02 020528 112.50 112.57 112.02 112.22 -0.67 1 9,406 +47
Sep02 020528 112.97 113.01 112.54 112.73 -0.68 2 3,431 +17
Dec02 020528 113.50 113.50 113.10 113.20 -0.68 10 29 -9
Total Volume and Open Interest 3 12,866 +55
Australian Dollar(IMM)
Jun02 020528 56.00 56.22 55.92 56.11 +0.65 1,598 39,391 -958
Sep02 020528 55.65 55.81 55.54 55.69 +0.63 22 624 +26
Dec02 020528 55.35 55.35 55.27 55.27 +0.61 53 366 +49
Total Volume and Open Interest 1,677 40,602 -879
British Pound(IMM)
Jun02 020528 145.80 146.24 145.68 145.78 +0.22 6,308 42,940 -1,351
Sep02 020528 144.92 145.36 144.92 144.94 +0.22 88 1,167 +12
Dec02 020528 144.10 144.10 144.10 144.10 +0.22 0 14 +0
Total Volume and Open Interest 6,396 44,123 -1,339
Canadian Dollar(IMM)
Jun02 020528 65.29 65.39 65.23 65.30 +0.17 3,994 71,572 +1,092
Sep02 020528 65.15 65.26 65.10 65.17 +0.17 387 11,875 +122
Dec02 020528 65.00 65.06 64.98 65.03 +0.17 37 2,398 +11
Mar03 020528 64.88 64.90 64.87 64.90 +0.17 11 452 -4
Total Volume and Open Interest 4,433 86,596 +1,225
Japanese Yen(IMM)
Jun02 020528 80.36 80.53 80.19 80.44 +0.12 2,844 90,729 -665
Sep02 020528 80.77 80.88 80.62 80.83 +0.12 46 2,289 +50
Dec02 020528 81.32 81.32 81.31 81.31 +0.12 2 560 +1
Total Volume and Open Interest 2,892 93,917 -614
Swiss Franc(IMM)
Jun02 020528 63.34 63.73 63.29 63.58 +0.40 6,773 55,480 +1,710
Sep02 020528 63.44 63.80 63.44 63.68 +0.39 44 504 +5
Dec02 020528 63.80 63.80 63.80 63.80 +0.38 3 73 -1
Total Volume and Open Interest 6,820 56,057 +1,714
EuroFX(IMM)
Jun02 020528 92.54 92.98 92.45 92.84 +0.82 9,569 133,619 +2,025
Sep02 020528 92.19 92.59 92.09 92.47 +0.82 436 6,389 +297
Dec02 020528 91.90 92.30 91.75 92.14 +0.82 39 1,033 +24
Total Volume and Open Interest 10,062 141,186 +2,364
Mexican Peso(IMM)
Jun02 020528 10420.0 10450.0 10400.0 10405.0 unch 1,705 23,643 +0
Sep02 020528 10250.0 10282.5 10250.0 10252.5 unch 158 2,793 +21
Total Volume and Open Interest 1,863 27,936 +21
30-Year T-Bonds(CBOT)
Jun02 020528 101~05 101~26 101~00 101~16 -0~01 160,779 335,616 -23,562
Sep02 020528 100~02 100~22 99~28 100~11 -0~01 40,338 111,948 +18,303
Dec02 020528 99~10 99~19 98~29 99~10 -0~01 4,101 21,513 +3,008
Total Volume and Open Interest 205,218 469,079 -2,251
Municipal Bonds(CBOT)
Jun02 020528 103~26 104~09 103~20 103~26 -0~06 273 8,769 -85
Sep02 020528 102~00 102~05 102~00 102~05 -0~06 2 70 +0
Total Volume and Open Interest 275 8,839 -85
10-Year T-Notes(CBOT)
Jun02 020528 105~220 106~025 105~165 106~005 +0~025 246,406 633,666 -19,132
Sep02 020528 104~090 104~215 104~050 104~200 +0~010 62,743 252,961 +32,451
Total Volume and Open Interest 309,149 886,628 +13,319
5-Year T-Notes(CBOT)
Jun02 020528 106~125 106~235 106~120 106~225 +0~020 48,968 539,535 +5,198
Sep02 020528 105~020 105~125 105~015 105~120 +0~010 14,966 145,701 +9,535
Total Volume and Open Interest 63,934 685,236 +14,733
2 Year T-Notes(CBOT)
Jun02 020528 104~073 104~089 104~071 104~087 -0~001 7,239 91,891 -456
Sep02 020528 103~100 103~119 103~099 103~115 -0~001 4,859 24,675 +2,137
Total Volume and Open Interest 12,098 116,566 +1,681
3-Mth T-Bills(IMM)
Jun02 020528 98.27 98.27 98.26 98.26 -0.01 0 329 +0
Total Volume and Open Interest 0 404 +0
Eurodollars(IMM)
Jun02 020528 98.037 98.060 98.035 98.055 +0.015 65,086 677,560 +6,271
Sep02 020528 97.550 97.620 97.545 97.610 +0.005 89,443 641,854 -12,667
Dec02 020528 96.915 97.000 96.905 96.990 +0.005 118,875 758,612 -6,873
Mar03 020528 96.315 96.395 96.305 96.390 unch 63,606 457,291 -8,476
Jun03 020528 95.755 95.835 95.750 95.835 +0.005 23,080 296,853 -1,511
Sep03 020528 95.350 95.420 95.340 95.410 unch 17,570 244,610 -5,325
Dec03 020528 95.050 95.135 95.050 95.125 +0.005 14,053 191,855 -1,306
Mar04 020528 94.895 94.980 94.895 94.970 +0.010 12,991 168,327 +191
Jun04 020528 94.745 94.815 94.740 94.805 +0.010 6,193 142,809 +104
Sep04 020528 94.595 94.665 94.595 94.655 +0.015 3,088 129,247 -796
Dec04 020528 94.425 94.490 94.425 94.480 +0.015 5,160 99,956 -1,542
Mar05 020528 94.355 94.420 94.355 94.410 +0.015 4,954 94,805 -2,637
Total Volume and Open Interest 454,601 4,430,537 -30,895
3-Mth Euro-Yen(IMM)
Jun02 020528 99.92 99.92 99.92 99.92 unch 52 14,414 -270
Sep02 020528 99.89 99.89 99.89 99.89 unch 25 5,365 -2,161
Dec02 020528 99.88 99.88 99.88 99.88 unch 18 3,355 -116
Mar03 020528 99.83 99.83 99.83 99.83 +0.01 5 2,681 -88
Jun03 020528 99.82 99.82 99.82 99.82 unch 14 3,565 +302
Sep03 020528 99.78 99.78 99.78 99.78 +0.02 4 6,977 -103
Dec03 020528 99.71 99.71 99.71 99.71 +0.01 0 1,126 -938
Mar04 020528 99.65 99.65 99.65 99.65 unch 0 685 +0
Jun04 020528 99.60 99.60 99.60 99.60 unch 0 297 +0
Sep04 020528 99.52 99.52 99.52 99.52 unch 0 301 +0
Total Volume and Open Interest 118 39,088 -3,374
3-Mth Euro-Yen(SIMEX)
Jun02 020528 99.92 99.92 99.92 99.92 unch 1,639 85,451 -675
Sep02 020528 99.90 99.90 99.90 99.90 unch 870 37,490 -319
Dec02 020528 99.88 99.88 99.88 99.88 unch 561 33,661 +473
Mar03 020528 99.82 99.83 99.82 99.83 +0.01 29 32,882 -32
Jun03 020528 99.82 99.83 99.82 99.82 unch 42 47,651 -110
Sep03 020528 99.78 99.78 99.78 99.78 +0.01 296 31,329 +255
Dec03 020528 99.71 99.72 99.71 99.72 +0.01 285 12,709 +855
Mar04 020528 99.64 99.65 99.64 99.65 +0.01 173 13,332 +26
Total Volume and Open Interest 4,095 305,821 +673
German Euro-Bund(EUREX)
Jun02 020528 105.67 105.92 105.50 105.85 +0.16 328,467 672,806 -45,485
Sep02 020528 105.24 105.58 105.20 105.56 +0.18 32,862 58,003 +20,997
Dec02 020528 104.95 104.95 104.95 104.95 +0.18 555 293 +0
Total Volume and Open Interest 361,884 731,102 -24,488
German Euro-Bobl(EUREX)
Jun02 020528 104.76 104.92 104.61 104.88 +0.13 165,776 512,853 -16,682
Sep02 020528 104.35 104.53 104.24 104.51 +0.13 9,165 56,288 +997
Dec02 020528 103.96 103.96 103.96 103.96 +0.14 146 354 +0
Total Volume and Open Interest 175,087 569,495 -15,685
Long Gilt(LIFFE)
Jun02 020528 111~09 111~18 111~04 111~16 +0~07 38,976 77,062 -1,354
Sep02 020528 110~12 110~23 110~12 110~21 +0~06 10,209 14,265 +7,892
Total Volume and Open Interest 49,185 91,327 +6,538
3-Mth Short Sterling(LIFFE)
Jun02 020528 95.71 95.77 95.70 95.76 +0.04 7,412 0 +0
Sep02 020528 95.25 95.35 95.21 95.33 +0.07 8,602 0 +0
Dec02 020528 94.83 94.94 94.79 94.93 +0.08 9,168 0 +0
Total Volume and Open Interest 37,611    
3-Mth Euribor(LIFFE)
Jun02 020528 96.430 96.460 96.430 96.455 unch 24,364 410,778 -2,431
Sep02 020528 96.135 96.170 96.115 96.160 +0.010 33,959 352,315 -2,932
Dec02 020528 95.770 95.810 95.740 95.800 +0.010 41,967 276,154 -2,980
Total Volume and Open Interest 143,298 1,744,655 -377
3-Mth Aus T-Bills(SFE)
Jun02 020528 94.96 94.96 94.94 94.96 unch 5,651 235,584 -8,244
Sep02 020528 94.41 94.41 94.38 94.39 -0.03 6,821 177,816 -4,821
Dec02 020528 94.06 94.07 94.04 94.05 -0.03 1,719 87,651 -2,274
Mar03 020528 93.87 93.88 93.86 93.87 -0.03 263 38,343 -289
Jun03 020528 93.77 93.78 93.77 93.78 -0.03 347 20,251 +4
Sep03 020528 93.73 93.73 93.71 93.72 -0.04 211 12,332 +103
Dec03 020528 93.67 93.67 93.67 93.67 -0.04 150 9,713 +65
Mar04 020528 93.63 93.63 93.62 93.62 -0.05 26 5,104 -84
Jun04 020528 93.60 93.60 93.60 93.60 -0.05 10 2,145 -17
Sep04 020528 93.58 93.58 93.58 93.58 -0.05 0 1,289 -45
Total Volume and Open Interest 15,198 591,518 -15,644
10-Year Aus T-Bonds(SFE)
Jun02 020528 93.67 93.72 93.65 93.71 +0.01 2,562 268,198 +8,232
Sep02 020528 93.61 93.61 93.61 93.61 -0.03 0 10 +0
Total Volume and Open Interest 11,563 266,150 +7,053
3-Year Aus T-Bonds(SFE)
Jun02 020528 94.08 94.08 94.05 94.07 -0.04 20,666 694,768 -101,496
Sep02 020528 93.94 93.94 93.94 93.94 -0.04 0 900 +0
Total Volume and Open Interest 20,666 695,668 -101,496
Gold(CMX)
Jun02 020528 321.8 325.8 319.8 324.1 +3.4 40,909 62,712 -18,229
Aug02 020528 323.5 327.3 321.5 325.5 +3.5 19,523 64,286 +12,384
Oct02 020528 323.7 328.2 323.7 326.6 +3.5 55 5,259 -5
Dec02 020528 325.5 329.4 323.0 327.5 +3.4 3,861 27,573 +898
Feb03 020528 325.5 329.7 324.5 328.5 +3.4 16 7,735 +11
Apr03 020528 330.0 330.0 329.5 329.5 +3.5 32 2,414 +0
Total Volume and Open Interest 64,900 190,167 -4,740
Silver(CMX)
May02 020528 489.0 489.0 484.0 487.0 +1.3 5 53 -3
Jul02 020528 485.5 490.5 482.0 488.2 +1.0 6,052 74,233 +1,431
Sep02 020528 485.5 492.0 484.0 490.1 +1.1 231 5,550 +115
Dec02 020528 491.0 495.5 486.0 493.0 +1.2 306 9,717 +21
Mar03 020528 495.5 496.0 495.5 495.5 +1.2 24 1,397 +0
Total Volume and Open Interest 6,662 95,863 +1,577
Platinum(NYM)
Jul02 020528 540.0 546.5 540.0 545.0 +7.5 248 5,908 -47
Oct02 020528 538.0 538.0 537.0 537.0 +7.5 2 95 +0
Jan03 020528 534.0 534.0 534.0 534.0 +7.5 0 1 +0
Total Volume and Open Interest 248 6,004 -47
Palladium(NYME)
Jun02 020528 352.00 356.00 349.00 355.80 +4.80 327 406 -167
Sep02 020528 350.20 355.80 349.00 355.80 +4.80 346 1,194 +222
Total Volume and Open Interest 673 1,600 +55
Copper(CMX)
May02 020528 74.50 75.70 74.50 75.35 +1.85 1,323 1,646 +950
Jul02 020528 74.90 76.00 74.90 75.70 +1.80 8,827 36,522 -226
Sep02 020528 75.40 76.30 75.40 76.15 +1.80 193 8,391 -56
Dec02 020528 76.00 76.90 76.00 76.80 +1.75 62 9,160 -1
Mar03 020528 77.40 77.40 77.40 77.40 +1.70 490 1,778 +0
Total Volume and Open Interest 10,624 75,237 +726
DJIA Index(CBOT)
Jun02 020528 10125 10140 9961 10003 -90 15,180 32,004 -290
Sep02 020528 10130 10140 9965 10006 -90 116 1,128 +41
Dec02 020528 10100 10100 10019 10019 -90 0 183 +0
Mar03 020528 10056 10056 10056 10056 -90 0 1 +0
Total Volume and Open Interest 15,296 33,341 -249
S & P 500(CME)
Jun02 020528 1086.00 1086.80 1070.10 1076.60 -5.80 49,686 467,045 -812
Sep02 020528 1083.50 1083.50 1073.00 1078.10 -5.80 7,430 78,764 +3,538
Dec02 020528 1089.70 1089.70 1080.70 1080.70 -5.70 66 6,199 +50
Mar03 020528 1085.50 1085.50 1085.50 1085.50 -5.90 0 69 +0
Total Volume and Open Interest 57,186 552,213 +2,778
S & P 500 E-Mini(Globex)
Jun02 020528 1083.25 1090.00 1070.00 1076.50 -6.00 248,708 250,836 +2,670
Sep02 020528 1087.00 1089.00 1073.50 1078.00 -6.00 90 719 -1
Total Volume and Open Interest 248,798 251,555 +2,669
NASDAQ 100(CME)
Jun02 020528 1266.50 1269.00 1227.00 1252.50 -5.00 11,725 71,251 -50
Sep02 020528 1274.00 1274.00 1258.50 1258.50 -5.00 0 167 +0
Dec02 020528 1264.50 1264.50 1264.50 1264.50 -5.00 0 21 +0
Total Volume and Open Interest 11,725 71,439 -50
NASDAQ 100 E-Mini(GLOBEX)
Jun02 020528 1255.0 1270.0 1227.0 1253.0 -4.5 129,661 167,947 -2,029
Sep02 020528 1298.5 1298.5 1235.0 1258.5 -5.0 35 74 +10
Total Volume and Open Interest 129,696 168,021 -2,019
NYSE Composite(NYBOT)
Jun02 020528 578.50 578.50 570.80 573.00 -2.80 903 3,282 +72
Sep02 020528 579.30 579.30 573.70 573.70 -2.80 0 440 +0
Dec02 020528 574.40 574.40 574.40 574.40 -2.80 0 200 +0
Total Volume and Open Interest 903 3,922 +72
S & P Midcap 400(CME)
Jun02 020528 535.00 536.00 527.10 532.75 -0.05 852 16,605 +34
Sep02 020528 534.30 534.30 534.30 534.30 -0.05 0 2 +0
Dec02 020528 537.40 537.40 537.40 537.40 -0.05      
Total Volume and Open Interest 852 16,607 +34
Russell 2000(CME)
Jun02 020528 495.00 495.25 486.95 492.00 -1.90 2,281 28,559 -365
Sep02 020528 493.00 493.00 493.00 493.00 -1.90 1 15 +1
Dec02 020528 495.00 495.00 495.00 495.00 -1.90      
Total Volume and Open Interest 2,282 28,574 -364
Value Line(KCBT)
Jun02 020528 1274.00 1274.00 1252.00 1263.00 -5.00 33 295 +21
Total Volume and Open Interest 34 296 +22
Nikkei 225(CME)
Jun02 020528 11985 12000 11835 11895 -150 2,613 22,300 +1,724
Sep02 020528 12030 12030 11825 11925 -150 12 79 -8
Total Volume and Open Interest 2,631 22,399 +1,722
Nikkei 225(SIMEX)
Jun02 020528 11950 11960 11885 11935 -25 12,679 102,449 +1,160
Sep02 020528 11935 11935 11935 11935 -25 0 3,736 +1,800
Dec02 020528 11915 11915 11915 11915 -25      
Total Volume and Open Interest 12,679 106,485 +2,960
CAC 40(MATIF)
May02 020528 4380.0 4420.0 4320.5 4338.0 -27.0 48,323 493,373 +945
Jun02 020528 4367.5 4403.0 4311.0 4326.0 -27.0 18,990 146,808 +15,262
Jul02 020528 4334.5 4334.5 4334.5 4334.5 -26.5      
Total Volume and Open Interest 67,565 699,114 +16,422
DAX Index(EUREX)
Jun02 020528 4975.0 5030.5 4904.5 4916.0 -49.0 24,990 241,754 -1,980
Sep02 020528 5044.5 5074.5 4959.5 4959.5 -49.5 255 6,850 +38
Dec02 020528 5083.0 5083.0 5008.5 5008.5 -50.0 30 2,462 +0
Total Volume and Open Interest 25,275 251,066 -1,942
FT-SE 100(LIFFE)
Jun02 020528 5177.00 5180.50 5065.50 5080.50 -64.50 16,594 316,658 +788
Sep02 020528 5178.50 5191.50 5082.00 5095.00 -64.50 634 21,175 +624
Dec02 020528 5182.50 5182.50 5135.50 5135.50 -65.50 0 9,975 +0
Total Volume and Open Interest 17,233 351,752 +1,412
SPI 200(SFE)
Jun02 020528 3373.0 3380.0 3362.0 3370.0 +4.0 9,121 156,949 +909
Sep02 020528 3386.0 3391.0 3384.0 3384.0 +3.0 85 1,722 -39
Dec02 020528 3400.0 3405.0 3400.0 3400.0 -4.0 61 1,203 +55
Total Volume and Open Interest 9,293 160,808 +845
GSCI(CME)
Jun02 020528 195.40 197.00 194.30 194.30 -3.40 180 19,993 +162
Jul02 020528 196.00 196.00 196.00 196.00 -3.00 1 1 +1
Aug02 020528 195.50 195.50 195.50 195.50 -2.50      
Total Volume and Open Interest 181 19,994 +163
Bridge CRB Index(NYBOT)
Jun02 020528 201.00 203.00 201.00 202.50 +0.15 15 217 +7
Aug02 020528 202.50 204.50 202.50 204.25 +0.40 1 134 +0
Nov02 020528 206.00 206.00 206.00 206.00 +0.65 1 53 +0
Total Volume and Open Interest 16 404 +7
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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Newsflash

MRCI Editor Jerry Toepke submitted an article to the fall edition of TraderPlanet Digital Journal, an online newsletter with a subscription list of over 300,000 traders.  Entitled "The Metal Fit for a King," it discussed the seasonal relationship of Platinum/Gold from November through March and included several highly reliable spread strategies.  This article is available nowhere else, but a link to the entire magazine is http://www.traderplanet.com/journal/issue/7/ and one to the article itself is http://www.traderplanet.com/journal/issue/7/page/19/.