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MRCI's Free Historical Futures Prices for

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MRCI's Free Historical Futures Prices
Daily Futures Price Listing Fri May 31, 2002
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jul02 020531 504.00 510.75 503.00 508.75 +7.50 30,244 92,111 +993
Aug02 020531 498.00 505.00 497.50 503.50 +8.25 2,896 12,750 +524
Sep02 020531 487.50 495.00 487.00 493.00 +7.75 1,523 10,069 +184
Nov02 020531 481.50 488.00 481.00 487.00 +7.75 9,950 37,710 +228
Jan03 020531 485.00 490.50 484.50 489.50 +7.25 328 6,291 +65
Mar03 020531 485.50 490.00 485.50 489.50 +5.75 173 4,086 +99
May03 020531 486.00 489.50 485.50 489.50 +5.50 401 5,008 +182
Total Volume and Open Interest 45,579 171,217 +2,319
Soybean Meal(CBOT)
Jul02 020531 167.70 169.60 167.40 168.70 +1.60 13,922 59,454 -629
Aug02 020531 164.50 166.40 164.00 165.30 +1.70 2,902 15,690 +384
Sep02 020531 161.50 163.20 161.00 162.30 +1.80 909 13,008 +84
Oct02 020531 157.90 159.30 157.30 158.30 +1.40 573 10,072 -90
Dec02 020531 156.00 157.40 155.50 156.70 +1.40 3,611 26,909 -207
Jan03 020531 155.30 156.50 154.60 156.00 +1.40 225 4,274 +2
Mar03 020531 153.00 154.20 152.50 154.20 +1.10 207 3,400 +73
May03 020531 151.00 151.90 150.80 151.00 +1.10 260 2,389 +32
Total Volume and Open Interest 22,859 137,445 -227
Soybean Oil(CBOT)
Jul02 020531 18.32 18.72 18.32 18.69 +0.56 12,273 65,730 -1,078
Aug02 020531 18.45 18.79 18.43 18.78 +0.53 3,020 17,612 +664
Sep02 020531 18.55 18.90 18.54 18.88 +0.54 426 11,005 +18
Oct02 020531 18.63 18.98 18.60 18.96 +0.55 738 7,913 -267
Dec02 020531 18.85 19.34 18.82 19.27 +0.62 2,171 22,945 -57
Jan03 020531 18.95 19.43 18.95 19.43 +0.62 114 3,120 -8
Mar03 020531 19.05 19.65 19.05 19.60 +0.63 67 1,825 +4
May03 020531 19.30 19.80 19.29 19.80 +0.70 130 1,396 +52
Total Volume and Open Interest 19,154 134,742 -873
Canola(WCE)
Jul02 020531 337.0 345.0 337.0 344.6 +8.8 1,517 18,961 -3,339
Sep02 020531 341.0 341.0 341.0 341.0 +5.5 0 16 +0
Nov02 020531 341.5 347.2 341.5 346.8 +6.6 1,850 21,284 +526
Jan03 020531 345.0 348.8 345.0 348.8 +7.0 11 1,263 -2
Mar03 020531 349.5 349.5 348.0 348.6 +6.8 68 325 +0
Total Volume and Open Interest 3,446 41,849 -2,815
Corn(CBOT)
Jul02 020531 211.75 214.50 211.75 214.00 +1.50 32,582 198,334 +92
Sep02 020531 219.00 221.25 218.75 220.50 +1.25 3,636 53,115 +344
Dec02 020531 229.25 231.00 228.75 230.00 +0.50 13,277 121,547 +614
Mar03 020531 236.50 238.00 236.25 237.25 +0.25 1,475 20,573 +38
May03 020531 241.00 241.25 239.25 240.25 unch 286 6,336 +82
Jul03 020531 243.00 244.00 242.00 243.25 -0.25 299 9,743 +155
Total Volume and Open Interest 52,771 424,869 +1,766
Wheat(CBOT)
Jul02 020531 277.50 283.00 276.75 282.25 +5.75 14,129 63,548 -958
Sep02 020531 283.75 289.50 283.50 288.50 +5.75 1,847 10,790 +401
Dec02 020531 294.00 299.50 293.25 298.75 +6.00 3,078 17,069 +499
Mar03 020531 298.00 303.00 298.00 302.75 +5.00 359 2,434 +86
May03 020531 298.00 298.00 298.00 298.00 +3.50 0 402 +0
Total Volume and Open Interest 19,576 95,716 +31
Wheat(KCBT)
Jul02 020531 287.50 293.75 286.25 293.00 +6.25 2,902 38,052 -590
Sep02 020531 293.00 299.00 291.75 298.25 +6.50 491 9,807 -62
Dec02 020531 300.50 306.00 299.25 305.00 +5.75 929 10,515 +58
Mar03 020531 306.50 309.00 306.50 309.00 +5.50 84 3,788 -57
May03 020531 310.50 310.50 310.50 310.50 +5.50 0 273 +0
Total Volume and Open Interest 4,411 63,791 -651
Wheat(MGE)
Jul02 020531 299.00 304.50 298.00 304.00 +5.50 2,248 12,913 -366
Sep02 020531 303.50 308.25 303.00 306.25 +4.00 552 5,068 -47
Dec02 020531 313.00 317.25 313.00 315.75 +4.00 153 3,555 -4
Mar03 020531 323.25 326.50 323.25 326.00 +4.00 1 753 +0
May03 020531 332.00 332.00 332.00 332.00 +3.50 50 107 +15
Total Volume and Open Interest 3,007 23,087 -399
Oats(CBOT)
Jul02 020531 185.75 186.50 180.50 185.00 +0.25 1,709 4,209 +275
Sep02 020531 145.25 151.00 145.00 149.75 +5.00 304 775 +27
Dec02 020531 137.50 141.00 137.50 140.50 +3.25 516 4,648 +156
Mar03 020531 139.00 141.75 139.00 141.75 +1.75 0 112 +1
Total Volume and Open Interest 2,529 9,747 +459
Rough Rice(CBOT)
Jul02 020531 4.23 4.39 4.06 4.28 +0.08 1,514 4,298 -143
Sep02 020531 4.43 4.57 4.27 4.48 +0.05 182 750 +15
Nov02 020531 4.63 4.78 4.46 4.68 +0.08 264 1,622 +4
Jan03 020531 4.66 4.85 4.66 4.80 +0.05 25 759 +1
Total Volume and Open Interest 2,057 8,531 -94
Live Cattle(CME)
Jun02 020531 60.350 61.050 60.050 60.475 -0.300 6,636 23,462 -598
Aug02 020531 60.500 61.250 60.300 60.950 +0.150 5,954 31,443 +341
Oct02 020531 63.750 64.650 63.550 64.400 +0.450 1,824 26,945 +300
Dec02 020531 65.600 66.200 65.300 66.100 +0.325 2,095 11,175 -189
Feb03 020531 66.525 67.000 66.150 66.950 +0.325 529 3,369 +121
Apr03 020531 68.000 68.500 67.950 68.500 +0.300 59 1,518 -3
Total Volume and Open Interest 17,097 97,912 -28
Feeder Cattle(CME)
Aug02 020531 74.200 74.800 73.800 74.475 +0.125 1,659 7,569 +3
Sep02 020531 73.900 74.500 73.650 74.100 +0.050 194 951 +11
Oct02 020531 74.000 74.550 73.750 74.275 +0.075 312 1,569 +26
Nov02 020531 74.500 75.200 74.400 74.800 -0.050 148 703 +15
Jan03 020531 74.500 74.950 74.500 74.700 -0.075 24 371 -2
Mar03 020531 74.450 74.450 74.450 74.450 -0.050 2 13 +0
Apr03 020531 74.450 74.450 74.450 74.450 -0.250 38 53 +24
Total Volume and Open Interest 2,377 11,229 +77
Lean Hogs(CME)
Jun02 020531 46.300 46.975 46.150 46.750 +0.600 4,264 7,423 -1,333
Jul02 020531 46.700 47.975 46.550 47.775 +1.100 4,080 11,402 -29
Aug02 020531 46.000 47.200 46.000 46.875 +0.950 1,636 5,369 +199
Oct02 020531 39.000 39.700 38.950 39.600 +0.275 333 3,142 -3
Dec02 020531 37.300 37.750 37.200 37.575 +0.400 498 3,438 +8
Feb03 020531 40.600 40.650 40.600 40.650 +0.425 16 497 +7
Apr03 020531 41.500 41.500 41.500 41.500 +0.300 5 13 +4
May03 020531 45.500 45.500 45.500 45.500 +0.500 0 1 +0
Total Volume and Open Interest 10,832 31,288 -1,147
Pork Bellies(CME)
Jul02 020531 56.000 57.950 56.000 57.850 +1.625 464 2,296 -72
Aug02 020531 55.600 57.600 55.600 57.375 +1.575 96 696 +14
Feb03 020531 60.300 60.300 60.300 60.300 +0.300 1 74 +0
Mar03 020531 59.700 59.700 59.700 59.700 unch 0 2 +0
May03 020531 60.050 60.050 60.050 60.050 unch 0 1 +0
Total Volume and Open Interest 561 3,069 -58
Cocoa(NYBOT)
Jul02 020531 1615 1620 1594 1598 -10 5,734 33,809 -226
Sep02 020531 1591 1600 1575 1578 -7 2,050 18,529 +702
Dec02 020531 1532 1544 1524 1524 -5 428 15,089 -166
Mar03 020531 1498 1512 1493 1493 -5 163 13,204 +125
May03 020531 1498 1502 1488 1488 -5 0 5,992 +0
Jul03 020531 1505 1505 1486 1486 -3 0 4,924 +0
Sep03 020531 1483 1483 1483 1483 -4 6 11,472 +6
Total Volume and Open Interest 8,476 109,634 +486
Coffee "C"(NYBOT)
Jul02 020531 51.80 52.40 51.40 51.90 +0.30 2,797 29,737 -807
Sep02 020531 54.25 55.00 54.20 54.35 +0.20 1,819 18,982 -34
Dec02 020531 56.85 57.30 56.60 56.85 +0.25 515 8,625 -29
Mar03 020531 59.00 59.45 58.75 58.95 +0.30 58 5,334 -1
May03 020531 60.50 60.90 60.25 60.25 +0.35 11 2,062 -4
Jul03 020531 62.00 62.00 61.35 61.35 +0.35 25 2,157 +20
Total Volume and Open Interest 5,256 68,322 -830
Orange Juice(NYBOT)
Jul02 020531 91.85 92.20 91.75 91.80 +0.05 776 10,956 +30
Sep02 020531 90.35 90.65 90.30 90.50 +0.05 131 4,543 +64
Nov02 020531 89.60 89.70 89.50 89.50 +0.05 10 2,764 -10
Jan03 020531 90.50 90.50 90.30 90.50 +0.05 32 3,742 +23
Mar03 020531 91.10 91.15 91.10 91.15 +0.05 0 2,298 +0
Total Volume and Open Interest 1,059 24,651 +211
Sugar #11(NYBOT)
Jul02 020531 5.79 5.97 5.77 5.90 +0.12 8,341 75,773 -306
Oct02 020531 5.60 5.81 5.60 5.78 +0.18 4,301 35,482 +582
Mar03 020531 5.88 6.05 5.88 6.02 +0.13 1,011 22,793 -130
May03 020531 5.94 6.05 5.94 6.01 +0.10 101 7,998 +9
Jul03 020531 5.84 5.92 5.82 5.92 +0.08 75 12,321 +52
Total Volume and Open Interest 13,896 164,817 +222
London Cocoa(LCE)
May02 020516 1206 1234 1206 1231 +26 1,385 3,663 -1,406
Jul02 020531 1306 1318 1295 1298 -6 1,758 42,818 -144
Sep02 020531 1258 1273 1250 1253 -3 922 37,052 +368
Dec02 020531 1149 1166 1148 1150 +3 257 19,430 -88
Mar03 020531 1129 1142 1123 1125 -1 75 34,588 -24
May03 020531 1140 1149 1132 1135 -2 5 6,302 +1
Jul03 020531 1157 1160 1148 1148 -2 45 6,694 +20
Total Volume and Open Interest 3,403 157,598 +453
London Coffee(LCE)
May02 020531 509.00 509.00 509.00 509.00 unch 92 433 +35
Jul02 020531 531.00 538.00 529.00 536.00 +3.00 1,726 28,000 +28
Sep02 020531 547.00 553.00 545.00 553.00 +5.00 1,996 37,747 +413
Nov02 020531 555.00 563.00 555.00 562.00 +4.00 496 18,249 +6
Jan03 020531 569.00 572.00 568.00 572.00 +5.00 50 11,187 -19
Mar03 020531 578.00 581.00 578.00 581.00 +6.00 242 8,200 -8
Total Volume and Open Interest 4,813 107,356 +663
London Sugar(LCE)
May02 020415 196.00 206.40 196.00 202.20 +6.20 2,385 2,111 -1,111
Aug02 020531 199.80 201.90 199.40 200.10 +1.00 1,018 19,014 +163
Oct02 020531 176.30 178.50 176.00 177.20 +1.30 903 11,279 +209
Dec02 020531 177.50 178.70 177.00 177.90 +1.00 444 2,619 +200
Mar03 020531 180.50 182.00 180.00 180.90 +1.00 334 4,209 -39
Total Volume and Open Interest 2,837 38,991 +572
Cotton(NYBOT)
Jul02 020531 38.70 39.50 38.70 39.47 +1.23 4,486 26,920 -617
Oct02 020531 41.00 41.65 40.90 41.60 +0.95 298 2,185 +105
Dec02 020531 42.85 43.45 42.65 43.40 +1.05 2,404 26,739 +514
Mar03 020531 44.60 45.25 44.55 45.10 +1.00 290 4,124 +92
May03 020531 47.35 47.40 47.27 47.27 +0.97 146 2,549 +28
Jul03 020531 48.40 48.70 48.40 48.45 +0.90 118 1,179 +3
Total Volume and Open Interest 7,748 64,314 +127
Lumber(CME)
Jul02 020531 279.5 283.5 277.3 281.0 +2.6 472 1,334 +41
Sep02 020531 281.9 284.7 280.2 282.8 +1.2 156 354 -16
Nov02 020531 280.0 282.5 280.0 281.1 +1.5 27 85 +9
Jan03 020531 292.9 292.9 292.1 292.8 -0.2 0 13 +0
Total Volume and Open Interest 656 1,793 +35
Crude Oil(NYM)
Jul02 020531 24.90 25.48 24.78 25.31 +0.64 93,622 165,483 +1,461
Aug02 020531 25.05 25.60 24.90 25.39 +0.54 41,762 78,451 +1,789
Sep02 020531 24.95 25.42 24.85 25.24 +0.45 12,147 39,110 +777
Oct02 020531 24.80 25.20 24.80 25.07 +0.42 6,428 24,208 +1,643
Nov02 020531 24.55 25.02 24.55 24.90 +0.39 1,781 15,071 +1,164
Dec02 020531 24.45 24.85 24.45 24.73 +0.36 15,297 57,786 +10,143
Jan03 020531 24.48 24.55 24.48 24.55 +0.35 2,487 25,549 +2,909
Feb03 020531 24.40 24.40 24.40 24.40 +0.34 232 9,564 +370
Mar03 020531 24.10 24.25 24.10 24.25 +0.33 331 8,848 +52
Apr03 020531 24.10 24.10 24.10 24.10 +0.32 431 5,171 +13
Total Volume and Open Interest 185,730 533,739 +34,755
Heating Oil(NYM)
Jun02 020531 62.50 64.10 61.80 62.97 +0.82 16,321 6,122 -4,586
Jul02 020531 63.20 64.75 62.80 64.11 +1.31 27,119 42,554 +245
Aug02 020531 63.95 65.35 63.75 64.81 +1.26 5,414 17,658 +37
Sep02 020531 64.90 66.15 64.40 65.61 +1.21 4,576 12,600 +93
Oct02 020531 66.15 66.85 65.80 66.46 +1.21 1,560 8,890 -97
Nov02 020531 66.85 67.65 66.50 67.21 +1.21 676 6,807 +122
Dec02 020531 67.25 68.50 67.25 67.81 +1.21 5,044 16,021 +584
Jan03 020531 67.55 68.85 67.50 68.16 +1.16 1,368 8,461 +193
Feb03 020531 67.40 68.60 67.30 67.96 +1.11 703 6,122 +319
Mar03 020531 66.70 67.20 66.60 66.76 +1.06 734 4,327 +117
Total Volume and Open Interest 64,389 137,201 -2,889
Unleaded Gas(NYM)
Jun02 020531 73.60 75.00 72.70 73.83 +0.47 21,116 9,307 -3,772
Jul02 020531 74.30 75.85 73.75 74.85 +1.00 32,843 50,798 -1,607
Aug02 020531 74.30 75.75 73.90 74.87 +1.14 11,647 20,589 +902
Sep02 020531 72.30 73.70 72.30 72.97 +1.14 5,582 17,283 -59
Oct02 020531 69.72 69.72 69.72 69.72 +1.14 1,284 11,975 +474
Nov02 020531 68.22 68.22 68.22 68.22 +1.14 0 1,408 +0
Dec02 020531 67.50 67.90 67.50 67.67 +1.14 860 3,452 +458
Jan03 020531 67.57 67.57 67.57 67.57 +1.14 35 1,718 +30
Total Volume and Open Interest 73,377 119,384 -3,580
Natural Gas(NYM)
Jul02 020531 3.240 3.290 3.200 3.217 -0.005 45 64,298 +29
Aug02 020531 3.320 3.350 3.265 3.280 -0.010 345 41,098 +1,713
Sep02 020531 3.350 3.380 3.280 3.309 -0.016 788 31,011 -685
Oct02 020531 3.390 3.415 3.320 3.345 -0.017 1,831 51,893 +2,030
Nov02 020531 3.660 3.685 3.615 3.615 -0.017 873 32,323 -112
Dec02 020531 3.910 3.930 3.855 3.855 -0.022 732 29,640 +786
Jan03 020531 4.000 4.015 3.945 3.945 -0.025 4,489 32,610 +628
Feb03 020531 3.950 3.960 3.890 3.890 -0.030 1,766 22,895 +432
Total Volume and Open Interest 22,591 536,099 +1,118
Brent Crude Oil(IPE)
Jul02 020531 24.30 24.80 24.10 24.45 +0.40 45,456 54,394 -13,502
Aug02 020531 24.43 24.90 24.28 24.51 +0.36 26,720 49,845 -1,876
Sep02 020531 24.33 24.75 24.24 24.39 +0.34 7,314 21,735 +126
Oct02 020531 24.10 24.33 24.08 24.20 +0.29 2,836 12,892 -596
Nov02 020531 24.00 24.17 23.98 24.01 +0.25 580 8,937 -57
Dec02 020531 23.86 24.15 23.79 23.83 +0.22 4,114 31,423 -806
Jan03 020531 23.64 23.75 23.61 23.62 +0.20 698 11,539 +50
Feb03 020531 23.47 23.47 23.46 23.46 +0.18 100 4,531 +50
Total Volume and Open Interest 89,598 226,961 -16,605
Gas Oil(IPE)
Jun02 020531 191.50 194.50 191.50 193.50 +1.50 12,780 34,548 -5,153
Jul02 020531 195.25 197.25 194.50 196.25 +1.00 9,585 36,795 -576
Aug02 020531 198.00 199.00 197.25 198.75 +1.25 1,892 11,471 +504
Sep02 020531 200.25 201.50 199.50 201.25 +1.25 1,341 10,790 +520
Oct02 020531 202.50 203.75 202.50 203.50 +1.25 949 12,816 +411
Nov02 020531 203.25 204.75 203.25 204.75 +1.25 431 12,994 +100
Dec02 020531 204.50 205.00 203.50 205.00 +1.25 2,202 30,634 -93
Jan03 020531 203.50 205.00 203.50 205.00 +1.25 380 6,845 +369
Total Volume and Open Interest 30,125 185,832 -3,773
US Dollar Index(NYBOT)
Jun02 020531 111.35 112.27 111.33 111.91 +0.63 2,654 7,831 -1,385
Sep02 020531 111.87 112.77 111.87 112.41 +0.61 1,033 4,825 +796
Dec02 020531 112.90 112.98 112.88 112.88 +0.61 4 49 +2
Total Volume and Open Interest 3,691 12,705 -587
Australian Dollar(IMM)
Jun02 020531 56.77 56.80 56.35 56.65 +0.32 1,138 41,051 -358
Sep02 020531 56.30 56.30 55.93 56.21 +0.30 154 2,141 +140
Dec02 020531 55.77 55.77 55.77 55.77 +0.28 5 466 +0
Total Volume and Open Interest 1,297 43,939 -218
British Pound(IMM)
Jun02 020531 146.46 146.48 145.22 145.48 -0.92 5,190 44,963 +648
Sep02 020531 145.30 145.40 144.30 144.64 -0.92 81 1,436 +20
Dec02 020531 143.80 143.80 143.80 143.80 -0.92 0 14 +0
Total Volume and Open Interest 5,271 46,415 +668
Canadian Dollar(IMM)
Jun02 020531 65.26 65.52 65.24 65.45 +0.32 3,620 70,325 -1,262
Sep02 020531 65.08 65.37 65.08 65.31 +0.32 939 12,718 +352
Dec02 020531 65.09 65.18 65.08 65.17 +0.32 104 2,593 +28
Mar03 020531 64.98 65.04 64.98 65.04 +0.32 0 514 +1
Total Volume and Open Interest 4,663 86,464 -881
Japanese Yen(IMM)
Jun02 020531 80.67 80.86 80.40 80.54 -0.69 12,026 93,901 +2,701
Sep02 020531 81.07 81.17 80.80 80.92 -0.69 412 2,615 +240
Dec02 020531 81.57 81.57 81.40 81.40 -0.69 142 629 +65
Total Volume and Open Interest 12,584 97,485 +3,006
Swiss Franc(IMM)
Jun02 020531 64.10 64.12 63.38 63.73 -0.42 6,737 53,783 -798
Sep02 020531 64.18 64.21 63.48 63.84 -0.42 262 912 +181
Dec02 020531 64.20 64.20 63.96 63.96 -0.42 1 74 +1
Total Volume and Open Interest 7,000 54,769 -616
EuroFX(IMM)
Jun02 020531 93.81 93.83 92.76 93.17 -0.64 15,393 130,836 -2,778
Sep02 020531 93.45 93.45 92.42 92.80 -0.64 1,567 9,451 +1,149
Dec02 020531 93.00 93.00 92.30 92.46 -0.64 233 1,300 +11
Total Volume and Open Interest 17,193 141,738 -1,618
Mexican Peso(IMM)
Jun02 020531 10287.5 10380.0 10255.0 10347.5 +50.5 3,953 24,628 -137
Sep02 020531 10120.0 10200.0 10105.0 10187.5 +50.5 652 4,581 +123
Total Volume and Open Interest 4,815 30,708 -15
30-Year T-Bonds(CBOT)
Jun02 020531 102~18 102~28 101~25 102~09 -0~05 276,892 186,429 -40,458
Sep02 020531 101~13 101~22 100~19 101~04 -0~05 79,591 264,069 +33,728
Dec02 020531 100~13 100~20 99~19 100~02 -0~05 1,597 24,612 +80
Total Volume and Open Interest 358,080 475,112 -6,650
Municipal Bonds(CBOT)
Jun02 020531 104~27 105~01 104~14 104~21 -0~03 2,949 7,588 -845
Sep02 020531 103~03 103~07 102~22 102~30 -0~01 1,211 1,255 +961
Total Volume and Open Interest 4,160 8,843 +116
10-Year T-Notes(CBOT)
Jun02 020531 106~280 107~010 106~130 106~235 -0~030 482,228 350,066 -72,660
Sep02 020531 105~140 105~180 104~305 105~090 -0~035 214,620 487,626 +69,244
Total Volume and Open Interest 696,848 837,693 -3,416
5-Year T-Notes(CBOT)
Jun02 020531 107~080 107~115 106~315 107~065 -0~010 122,816 319,231 -89,651
Sep02 020531 105~285 106~005 105~200 105~280 -0~010 83,673 346,310 +60,112
Total Volume and Open Interest 206,489 665,541 -29,539
2 Year T-Notes(CBOT)
Jun02 020531 104~121 105~000 104~106 104~115 -0~005 36,468 48,559 -22,317
Sep02 020531 104~022 104~027 103~125 104~010 -0~010 34,288 65,137 +16,707
Total Volume and Open Interest 70,756 113,696 -5,610
3-Mth T-Bills(IMM)
Jun02 020531 98.27 98.27 98.27 98.27 unch 4 328 -1
Total Volume and Open Interest 6 405 +0
Eurodollars(IMM)
Jun02 020531 98.065 98.080 98.060 98.073 unch 80,577 667,496 -1,867
Sep02 020531 97.690 97.725 97.640 97.680 -0.015 217,044 666,866 +6,478
Dec02 020531 97.125 97.185 97.040 97.090 -0.050 275,054 789,249 +30,957
Mar03 020531 96.540 96.615 96.455 96.500 -0.055 164,376 493,440 +22,289
Jun03 020531 95.995 96.060 95.910 95.965 -0.035 72,990 306,717 +8,610
Sep03 020531 95.590 95.650 95.505 95.565 -0.025 47,227 254,981 +4,965
Dec03 020531 95.290 95.330 95.205 95.260 -0.030 22,986 193,702 +6
Mar04 020531 95.110 95.145 95.030 95.085 -0.030 25,124 170,925 -236
Jun04 020531 94.975 94.975 94.865 94.915 -0.030 16,174 143,625 -409
Sep04 020531 94.800 94.820 94.710 94.760 -0.030 12,995 129,024 +834
Dec04 020531 94.620 94.640 94.530 94.580 -0.030 8,530 102,698 +1,644
Mar05 020531 94.545 94.565 94.455 94.505 -0.030 9,387 97,904 +1,198
Total Volume and Open Interest 984,820 4,556,229 +80,703
3-Mth Euro-Yen(IMM)
Jun02 020531 99.93 99.93 99.93 99.93 +0.01 395 13,837 -76
Sep02 020531 99.90 99.90 99.90 99.90 -0.01 265 5,918 -234
Dec02 020531 99.89 99.89 99.88 99.88 unch 0 3,860 +187
Mar03 020531 99.83 99.83 99.83 99.83 -0.01 48 2,707 +35
Jun03 020531 99.83 99.83 99.83 99.83 -0.01 3 3,266 -15
Sep03 020531 99.79 99.79 99.79 99.79 unch 0 7,758 +0
Dec03 020531 99.74 99.74 99.74 99.74 unch 5 1,559 +0
Mar04 020531 99.67 99.67 99.67 99.67 unch 0 678 +0
Jun04 020531 99.60 99.60 99.60 99.60 unch 0 297 +0
Sep04 020531 99.52 99.52 99.52 99.52 unch 0 400 +100
Total Volume and Open Interest 716 40,702 +97
3-Mth Euro-Yen(SIMEX)
Jun02 020531 99.92 99.93 99.92 99.93 +0.01 5,644 84,322 -950
Sep02 020531 99.90 99.90 99.90 99.90 0.00 2,021 37,556 +554
Dec02 020531 99.89 99.89 99.89 99.89 +0.00 1,467 34,214 -260
Mar03 020531 99.84 99.84 99.83 99.83 0.00 1,125 32,761 +276
Jun03 020531 99.83 99.84 99.83 99.84 unch 1,030 50,395 +451
Sep03 020531 99.80 99.80 99.79 99.79 -0.01 203 32,756 +64
Dec03 020531 99.74 99.74 99.74 99.74 unch 190 13,213 +16
Mar04 020531 99.68 99.68 99.67 99.68 unch 50 13,432 +15
Total Volume and Open Interest 11,930 310,412 +266
German Euro-Bund(EUREX)
Jun02 020531 106.25 106.33 105.71 105.76 -0.41 664,846 561,593 -35,809
Sep02 020531 105.91 105.97 105.42 105.46 -0.39 90,300 211,531 +46,865
Dec02 020531 104.86 104.86 104.86 104.86 -0.41 4,470 783 +439
Total Volume and Open Interest 759,616 773,907 +11,495
German Euro-Bobl(EUREX)
Jun02 020531 105.11 105.19 104.80 104.82 -0.26 428,866 429,691 -56,929
Sep02 020531 104.85 104.85 104.49 104.50 -0.26 80,517 163,398 +41,928
Dec02 020531 103.92 103.92 103.92 103.92 -0.24 609 355 +1
Total Volume and Open Interest 509,992 593,444 -15,000
Long Gilt(LIFFE)
Jun02 020531 111~31 111~31 111~15 111~20 -0~04 29,913 29,664 -3,392
Sep02 020531 111~05 111~06 110~21 110~26 -0~04 15,836 67,331 +8,518
Total Volume and Open Interest 45,749 96,995 +5,126
3-Mth Short Sterling(LIFFE)
Jun02 020531 95.74 95.75 95.71 95.72 -0.03 21,859 0 +0
Sep02 020531 95.36 95.37 95.29 95.30 -0.05 26,667 0 +0
Dec02 020531 94.98 94.99 94.89 94.91 -0.05 38,393 0 +0
Total Volume and Open Interest 127,421    
3-Mth Euribor(LIFFE)
Jun02 020531 96.490 96.500 96.470 96.480 -0.005 76,922 409,696 +8,491
Sep02 020531 96.235 96.240 96.180 96.195 -0.015 98,295 355,247 +3,205
Dec02 020531 95.910 95.915 95.820 95.840 -0.035 103,169 280,964 +1,566
Total Volume and Open Interest 422,125 1,797,201 +17,711
3-Mth Aus T-Bills(SFE)
Jun02 020531 95.01 95.01 94.86 94.91 -0.06 5,874 231,389 -2,445
Sep02 020531 94.50 94.50 94.29 94.31 -0.12 10,237 188,392 +4,071
Dec02 020531 94.17 94.17 93.96 93.99 -0.11 3,939 92,665 +2,456
Mar03 020531 94.00 94.00 93.83 93.85 -0.10 1,125 39,804 +1,204
Jun03 020531 93.91 93.92 93.77 93.79 -0.08 126 19,934 -172
Sep03 020531 93.86 93.87 93.75 93.75 -0.07 55 12,759 +93
Dec03 020531 93.80 93.81 93.69 93.70 -0.06 70 9,804 -39
Mar04 020531 93.77 93.78 93.66 93.67 -0.06 75 5,428 -30
Jun04 020531 93.75 93.75 93.64 93.65 -0.06 5 2,150 +5
Sep04 020531 93.63 93.63 93.63 93.63 -0.06 0 1,299 +0
Total Volume and Open Interest 21,606 605,033 +5,243
10-Year Aus T-Bonds(SFE)
Jun02 020531 93.73 93.83 93.72 93.82 +0.04 5,694 275,104 -9,806
Sep02 020531 93.68 93.68 93.68 93.68 -0.03 15 25 +0
Total Volume and Open Interest      
3-Year Aus T-Bonds(SFE)
Jun02 020531 94.19 94.19 94.02 94.07 -0.07 50,860 753,288 +19,364
Sep02 020531 93.93 93.94 93.93 93.94 -0.07 600 1,500 +600
Total Volume and Open Interest 51,460 754,788 +19,964
Gold(CMX)
Jun02 020531 327.2 328.0 324.5 326.5 +1.0 22,051 13,850 -10,615
Aug02 020531 328.7 328.9 325.4 327.5 +0.8 41,615 111,616 +12,124
Oct02 020531 330.0 330.5 327.2 328.6 +0.8 214 5,347 +119
Dec02 020531 332.0 332.0 327.0 329.6 +0.9 3,973 31,700 +926
Feb03 020531 331.4 331.6 330.1 330.6 +0.9 34 7,731 +5
Apr03 020531 332.5 332.5 331.1 331.6 +0.9 2 2,684 +0
Total Volume and Open Interest 67,973 193,214 +2,567
Silver(CMX)
Jul02 020531 503.0 507.5 497.5 504.2 +5.7 8,914 76,461 -332
Sep02 020531 504.0 509.5 501.0 506.2 +5.8 496 5,915 +110
Dec02 020531 510.0 513.0 502.5 508.8 +5.6 770 10,103 +108
Mar03 020531 507.5 511.5 507.5 510.8 +5.2 90 1,426 +26
May03 020531 513.0 516.0 507.0 511.9 +5.0 2 1,131 +2
Total Volume and Open Interest 10,332 98,853 -227
Platinum(NYM)
Jul02 020531 551.0 552.0 544.2 545.9 -4.1 973 6,427 +446
Oct02 020531 541.0 541.0 538.4 538.4 -4.1 17 110 +14
Jan03 020531 535.4 535.4 535.4 535.4 -4.1 0 3 +0
Total Volume and Open Interest 990 6,540 +460
Palladium(NYME)
Jun02 020531 348.00 348.50 343.00 347.40 -4.85 110 142 -69
Sep02 020531 352.00 352.60 347.00 348.15 -4.60 109 1,496 +58
Total Volume and Open Interest 219 1,638 -11
Copper(CMX)
Jul02 020531 75.65 76.40 75.55 76.40 +1.20 9,344 43,141 +3,755
Sep02 020531 76.20 77.00 76.20 77.00 +1.30 315 7,929 -231
Dec02 020531 77.00 77.70 77.00 77.60 +1.25 109 9,203 -2
Mar03 020531 77.60 78.20 77.60 78.20 +1.25 8 1,823 -7
May03 020531 78.55 78.55 78.55 78.55 +1.25 1 1,859 +0
Total Volume and Open Interest 13,567 79,017 +1,093
DJIA Index(CBOT)
Jun02 020531 9955 10045 9900 9905 -16 26,378 32,852 +831
Sep02 020531 9950 10045 9905 9907 -15 290 1,401 +57
Dec02 020531 10050 10050 9917 9917 -15 20 196 +12
Mar03 020531 9954 9954 9954 9954 -15 0 1 +0
Total Volume and Open Interest 26,688 34,475 +900
S & P 500(CME)
Jun02 020531 1070.00 1080.90 1063.50 1067.50 +1.70 86,799 442,132 -13,658
Sep02 020531 1071.50 1077.50 1066.00 1068.90 +1.70 23,310 112,693 +17,762
Dec02 020531 1071.40 1071.40 1071.40 1071.40 +1.80 244 8,221 +89
Mar03 020531 1075.90 1075.90 1075.90 1075.90 +1.50 0 79 +0
Total Volume and Open Interest 110,353 563,281 +4,193
S & P 500 E-Mini(Globex)
Jun02 020531 1065.50 1080.75 1062.75 1067.50 +1.75 395,294 268,582 +16,018
Sep02 020531 1067.75 1081.25 1065.00 1069.00 +1.75 390 1,050 -226
Total Volume and Open Interest 395,684 269,632 +15,792
NASDAQ 100(CME)
Jun02 020531 1238.00 1249.00 1207.00 1209.50 -20.50 16,195 69,085 -671
Sep02 020531 1215.50 1215.50 1215.50 1215.50 -20.50 4 218 +2
Dec02 020531 1221.50 1221.50 1221.50 1221.50 -20.50 0 21 +0
Total Volume and Open Interest 16,199 69,324 -669
NASDAQ 100 E-Mini(GLOBEX)
Jun02 020531 1231.0 1248.5 1205.5 1209.5 -20.5 202,477 165,465 -4,524
Sep02 020531 1240.5 1251.0 1212.5 1215.5 -20.5 62 90 -11
Total Volume and Open Interest 202,539 165,555 -4,535
NYSE Composite(NYBOT)
Jun02 020531 569.80 575.30 569.50 570.80 +2.80 1,165 3,338 -196
Sep02 020531 570.30 571.20 570.30 571.20 +2.80 30 500 +10
Dec02 020531 571.60 571.60 571.60 571.60 +2.80 0 200 +0
Total Volume and Open Interest 1,195 4,038 -186
S & P Midcap 400(CME)
Jun02 020531 530.00 533.50 525.50 528.85 +0.60 1,193 16,348 -120
Sep02 020531 529.85 529.85 529.85 529.85 -0.40 0 2 +0
Dec02 020531 534.00 534.00 534.00 534.00 +0.60      
Total Volume and Open Interest 1,193 16,350 -120
Russell 2000(CME)
Jun02 020531 489.50 493.00 484.00 487.60 -0.25 2,753 27,747 -206
Sep02 020531 492.50 493.00 488.60 488.60 -0.25 3 15 +0
Dec02 020531 490.60 490.60 490.60 490.60 -0.25      
Total Volume and Open Interest 2,756 27,762 -206
Value Line(KCBT)
Jun02 020531 1256.00 1264.00 1248.00 1249.50 +0.50 23 233 -16
Total Volume and Open Interest 25 235 -16
Nikkei 225(CME)
Jun02 020531 11790 11900 11780 11795 +40 1,503 21,874 -398
Sep02 020531 11770 11920 11770 11815 +35 17 168 +6
Total Volume and Open Interest 1,520 22,062 -392
Nikkei 225(SIMEX)
Jun02 020531 11770 11920 11740 11765 -20 12,765 99,728 -645
Sep02 020531 11825 11825 11765 11765 -20 39 3,776 +37
Dec02 020531 11740 11740 11740 11740 -25 2 1 +1
Total Volume and Open Interest 12,806 103,806 -607
CAC 40(MATIF)
May02 020531 4325.0 4354.5 4316.5 4326.5 +68.5 175,519 487,756 +9,314
Jun02 020531 4319.0 4339.5 4301.5 4317.0 +71.5 123,770 346,398 +89,480
Jul02 020531 4334.0 4334.0 4334.0 4334.0 +80.5      
Total Volume and Open Interest 305,429 899,266 +100,790
DAX Index(EUREX)
Jun02 020531 4793.0 4869.0 4778.0 4810.0 +51.0 55,858 247,555 +6,162
Sep02 020531 4838.5 4910.0 4824.0 4852.5 +51.5 564 7,375 +271
Dec02 020531 4875.0 4937.5 4875.0 4901.0 +52.0 198 2,767 +79
Total Volume and Open Interest 56,620 257,697 +6,512
FT-SE 100(LIFFE)
Jun02 020531 5012.50 5096.50 5012.50 5064.00 +24.00 36,919 323,706 +4,668
Sep02 020531 5038.00 5102.00 5038.00 5077.50 +24.00 226 23,865 +196
Dec02 020531 5118.00 5118.00 5118.00 5118.00 +24.00 0 10,315 +0
Total Volume and Open Interest 37,145 362,380 +4,864
SPI 200(SFE)
Jun02 020531 3359.0 3375.0 3339.0 3359.0 -15.0 7,601 159,449 -2,026
Sep02 020531 3388.0 3388.0 3358.0 3374.0 -15.0 779 2,483 +759
Dec02 020531 3395.0 3395.0 3386.0 3390.0 -14.0 0 1,269 +0
Total Volume and Open Interest 8,380 164,216 -1,267
GSCI(CME)
Jun02 020531 191.60 194.80 191.60 194.10 +2.25 60 19,569 -11
Jul02 020531 193.80 195.90 193.80 195.00 +2.60 0 3 +0
Aug02 020531 194.50 194.50 194.50 194.50 +2.40      
Total Volume and Open Interest 60 19,572 -11
Bridge CRB Index(NYBOT)
Jun02 020531 203.00 205.00 203.00 204.75 +2.25 50 200 -15
Aug02 020531 205.25 207.00 205.25 206.75 +2.25 17 155 +8
Nov02 020531 208.75 208.75 208.75 208.75 +2.25 1 54 +1
Total Volume and Open Interest 68 409 -6
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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