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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 June 11, 2002
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jul02 020611 502.00 503.25 496.75 500.50 unch 27,558 81,109 -2,264
Aug02 020611 494.00 496.50 489.50 494.50 +1.50 2,682 16,043 +228
Sep02 020611 481.50 483.25 477.75 481.00 +1.00 926 11,286 -209
Nov02 020611 474.50 477.50 471.00 475.50 +1.25 10,888 47,445 +884
Jan03 020611 477.50 480.00 474.75 478.50 +1.75 364 8,446 -14
Mar03 020611 477.75 482.00 477.75 480.75 +0.75 724 6,319 +112
May03 020611 479.50 483.50 479.50 482.50 +1.00 749 8,393 +95
Total Volume and Open Interest 44,112 183,350 -1,152
Soybean Meal(CBOT)
Jul02 020611 167.00 167.50 165.50 166.60 -0.40 12,868 54,452 -628
Aug02 020611 163.20 164.20 162.20 163.20 unch 2,803 19,118 -111
Sep02 020611 159.50 160.50 158.60 159.80 +0.30 1,293 14,745 +247
Oct02 020611 156.00 156.80 155.00 155.80 +0.10 647 10,909 -52
Dec02 020611 154.30 155.50 153.50 154.70 +0.40 4,468 28,353 +660
Jan03 020611 153.30 154.80 152.90 154.40 +0.70 368 4,171 -154
Mar03 020611 152.20 153.30 151.80 153.10 +0.70 487 3,910 +55
May03 020611 150.10 151.70 150.10 151.10 +1.00 368 3,297 +139
Total Volume and Open Interest 23,637 142,369 +377
Soybean Oil(CBOT)
Jul02 020611 18.07 18.15 17.92 18.04 +0.08 14,977 61,150 -2,519
Aug02 020611 18.15 18.25 18.02 18.14 +0.08 3,753 18,235 +7
Sep02 020611 18.25 18.35 18.12 18.23 +0.07 971 11,069 +107
Oct02 020611 18.32 18.39 18.20 18.29 +0.05 177 7,266 +38
Dec02 020611 18.50 18.60 18.38 18.51 +0.06 2,876 24,876 -706
Jan03 020611 18.55 18.64 18.48 18.63 +0.06 62 3,700 -43
Mar03 020611 18.65 18.78 18.65 18.78 +0.04 154 2,472 +85
May03 020611 18.85 18.95 18.83 18.95 +0.07 181 3,143 -3
Total Volume and Open Interest 23,151 134,606 -3,034
Canola(WCE)
Jul02 020611 330.0 332.7 329.0 330.9 +2.7 4,379 15,442 +351
Sep02 020611 335.0 335.0 335.0 335.0 +2.5 3 19 +2
Nov02 020611 338.5 339.7 336.0 339.2 +4.7 5,896 27,338 +591
Jan03 020611 340.0 342.0 340.0 342.0 +4.5 57 1,379 +38
Mar03 020611 342.0 342.0 342.0 342.0 +5.0 0 365 +0
Total Volume and Open Interest 10,335 44,553 +982
Corn(CBOT)
Jul02 020611 206.00 206.00 204.00 204.25 -2.50 37,634 178,462 -4,661
Sep02 020611 213.00 213.75 211.25 211.50 -2.50 7,499 64,845 +2,603
Dec02 020611 221.75 222.25 219.75 220.00 -3.00 9,050 133,096 +1,558
Mar03 020611 230.50 230.50 228.25 228.50 -3.00 690 22,143 +118
May03 020611 233.75 233.75 232.25 232.25 -2.50 405 7,147 +195
Jul03 020611 237.75 237.75 235.50 236.00 -2.50 510 10,448 +48
Total Volume and Open Interest 56,101 432,110 -26
Wheat(CBOT)
Jul02 020611 277.50 281.00 276.75 279.50 +1.25 19,123 49,987 -511
Sep02 020611 285.50 288.75 285.00 287.00 +0.50 3,997 16,717 +1,839
Dec02 020611 295.00 298.00 294.25 296.50 +1.00 4,048 23,093 +921
Mar03 020611 298.00 301.00 298.00 300.00 +1.00 516 3,019 +118
May03 020611 296.50 296.50 296.50 296.50 +2.00 0 448 +0
Total Volume and Open Interest 28,328 95,686 +2,678
Wheat(KCBT)
Jul02 020611 298.00 300.00 296.75 299.25 +1.75 3,654 36,892 -1,648
Sep02 020611 303.25 305.25 302.00 304.50 +1.50 1,658 15,064 +1,131
Dec02 020611 307.00 309.50 306.75 308.75 +1.75 1,043 14,886 +294
Mar03 020611 310.00 311.50 309.25 311.00 +2.50 4 4,239 -3
May03 020611 311.00 311.00 311.00 311.00 +2.50 0 290 +0
Total Volume and Open Interest 6,359 72,838 -226
Wheat(MGE)
Jul02 020611 299.00 300.50 298.50 299.50 -0.25 1,251 9,662 -2,278
Sep02 020611 303.75 303.75 301.00 302.25 -0.25 540 5,352 +158
Dec02 020611 310.50 310.50 308.25 309.50 +0.25 67 3,709 -9
Mar03 020611 317.00 317.75 316.50 317.50 -0.50 49 1,313 -14
May03 020611 322.50 323.00 322.00 322.25 +1.75 80 454 +77
Total Volume and Open Interest 2,036 21,274 -2,025
Oats(CBOT)
Jul02 020611 176.00 185.00 176.00 182.50 +1.75 1,638 4,640 -235
Sep02 020611 137.25 146.00 137.00 143.25 +3.00 490 917 +32
Dec02 020611 134.00 137.50 133.50 137.50 +4.00 918 5,058 +9
Mar03 020611 136.50 142.50 136.50 141.00 +2.25 0 153 +0
Total Volume and Open Interest 3,046 10,771 -194
Rough Rice(CBOT)
Jul02 020611 3.60 3.89 3.53 3.88 +0.02 755 3,891 -88
Sep02 020611 3.95 4.14 3.95 4.14 +0.01 472 1,509 +343
Nov02 020611 4.25 4.39 4.25 4.39 +0.01 111 1,645 -131
Jan03 020611 4.55 4.61 4.49 4.61 unch 111 844 +63
Total Volume and Open Interest 1,517 9,005 +254
Live Cattle(CME)
Jun02 020611 61.400 62.350 61.300 61.925 +0.800 4,592 12,070 -366
Aug02 020611 62.150 63.100 61.900 62.750 +1.025 4,337 40,025 +533
Oct02 020611 64.400 65.225 64.225 64.875 +0.650 1,114 26,696 -26
Dec02 020611 66.150 66.950 66.100 66.675 +0.625 419 12,704 +126
Feb03 020611 67.450 68.125 67.450 67.950 +0.875 145 3,844 +18
Apr03 020611 68.450 69.000 68.450 69.000 +0.550 81 1,768 +27
Total Volume and Open Interest 10,690 97,108 +313
Feeder Cattle(CME)
Aug02 020611 75.950 76.975 75.800 76.975 +1.500 753 7,735 +24
Sep02 020611 75.600 76.800 75.550 76.800 +1.500 142 964 +7
Oct02 020611 75.750 76.900 75.750 76.900 +1.500 139 1,487 -29
Nov02 020611 76.300 77.350 76.300 77.200 +1.350 44 701 +17
Jan03 020611 76.400 77.000 76.400 76.950 +1.050 3 387 +0
Mar03 020611 75.750 75.975 75.750 75.975 +0.925 2 15 +1
Apr03 020611 75.750 75.975 75.750 75.975 +0.975 4 60 +3
Total Volume and Open Interest 1,087 11,349 +23
Lean Hogs(CME)
Jun02 020611 48.750 49.100 48.250 48.725 -0.125 1,370 2,590 -308
Jul02 020611 47.100 47.875 46.650 47.000 +0.150 4,639 10,147 -1,168
Aug02 020611 45.800 46.750 45.600 46.025 -0.075 3,004 7,282 +291
Oct02 020611 37.300 38.000 36.850 37.575 +0.200 198 3,302 +8
Dec02 020611 35.500 36.000 35.200 35.550 +0.225 1,165 3,772 +592
Feb03 020611 38.650 39.375 38.500 39.150 +0.300 171 580 +60
Apr03 020611 40.900 41.000 40.900 41.000 +0.075 29 63 +25
May03 020611 46.200 46.200 46.200 46.200 +0.175      
Total Volume and Open Interest 10,584 27,746 -498
Pork Bellies(CME)
Jul02 020611 52.300 54.825 52.100 54.825 +3.000 533 2,054 -46
Aug02 020611 52.300 54.700 52.100 54.700 +3.000 186 878 +57
Feb03 020611 58.500 60.550 58.500 60.550 +2.050 12 81 +1
Mar03 020611 59.550 59.550 59.550 59.550 +1.675 0 2 +0
May03 020611 59.750 59.750 59.750 59.750 unch 2 3 +2
Total Volume and Open Interest 733 3,018 +14
Cocoa(NYBOT)
Jul02 020611 1440 1463 1428 1462 +18 11,922 18,717 -6,279
Sep02 020611 1442 1470 1429 1466 +22 8,759 25,617 +1,384
Dec02 020611 1418 1455 1416 1452 +29 1,553 16,250 +514
Mar03 020611 1404 1440 1404 1439 +33 242 12,870 -3
May03 020611 1415 1445 1415 1437 +35 40 6,101 +15
Jul03 020611 1415 1435 1415 1435 +35 0 5,088 +0
Sep03 020611 1420 1442 1400 1442 +43 105 11,965 +27
Total Volume and Open Interest 22,623 103,243 -4,342
Coffee "C"(NYBOT)
Jul02 020611 49.35 49.70 49.10 49.35 -0.15 3,466 22,246 -976
Sep02 020611 52.00 52.35 51.85 52.00 -0.25 2,942 24,786 +746
Dec02 020611 54.90 55.35 54.80 54.85 -0.40 505 9,057 -33
Mar03 020611 57.40 57.70 57.10 57.10 -0.40 140 5,639 +22
May03 020611 59.00 59.25 58.50 58.50 -0.30 93 2,159 +43
Jul03 020611 60.40 60.40 59.60 59.60 -0.30 4 2,173 +1
Total Volume and Open Interest 7,150 67,514 -197
Orange Juice(NYBOT)
Jul02 020611 90.40 90.80 90.35 90.60 +0.40 899 9,905 -258
Sep02 020611 89.70 90.20 89.70 90.05 +0.35 650 6,197 +318
Nov02 020611 88.70 89.15 88.70 89.15 +0.25 3 3,147 -2
Jan03 020611 89.80 89.95 89.80 89.95 +0.05 1 3,766 -1
Mar03 020611 90.60 90.75 90.60 90.75 unch 20 2,313 +0
Total Volume and Open Interest 1,573 25,678 +57
Sugar #11(NYBOT)
Jul02 020611 5.49 5.58 5.38 5.39 -0.16 14,807 60,812 -4,404
Oct02 020611 5.48 5.54 5.36 5.37 -0.14 7,545 48,835 +2,563
Mar03 020611 5.78 5.80 5.65 5.67 -0.13 859 21,966 -164
May03 020611 5.76 5.76 5.62 5.65 -0.13 155 7,958 -96
Jul03 020611 5.65 5.65 5.53 5.53 -0.12 6 12,374 -1
Total Volume and Open Interest 23,375 162,680 -2,099
London Cocoa(LCE)
Jul02 020611 1225 1238 1212 1237 +13 5,106 38,396 -1,928
Sep02 020611 1201 1215 1186 1212 +15 6,589 42,240 +3,087
Dec02 020611 1116 1123 1098 1121 +10 1,652 19,452 +217
Mar03 020611 1099 1106 1080 1106 +12 896 35,637 +420
May03 020611 1112 1119 1094 1119 +12 518 6,724 +156
Jul03 020611 1119 1135 1108 1135 +15 22 6,694 +17
Sep03 020611 1119 1135 1110 1135 +15 45 4,175 +35
Total Volume and Open Interest 14,828 160,492 +2,004
London Coffee(LCE)
Jul02 020611 524.00 525.00 520.00 522.00 -2.00 1,272 25,017 -387
Sep02 020611 537.00 542.00 537.00 540.00 +1.00 1,719 40,522 +463
Nov02 020611 550.00 550.00 548.00 550.00 +1.00 429 19,286 +225
Jan03 020611 558.00 560.00 558.00 559.00 +1.00 8 11,970 +7
Mar03 020611 565.00 568.00 565.00 568.00 +1.00 0 8,240 +0
May03 020611 577.00 577.00 577.00 577.00 +1.00 0 3,642 +0
Total Volume and Open Interest 3,435 108,692 +315
London Sugar(LCE)
Aug02 020611 199.40 199.40 196.00 197.00 -2.80 2,559 19,331 -4
Oct02 020611 176.20 176.20 173.20 174.00 -2.60 1,347 11,272 +806
Dec02 020611 176.70 176.70 174.40 174.70 -2.70 95 3,050 +14
Mar03 020611 179.30 179.30 177.90 177.90 -2.90 54 4,459 +42
May03 020611 180.90 180.90 180.90 180.90 -2.90 21 2,044 +12
Total Volume and Open Interest 4,076 40,156 +870
Cotton(NYBOT)
Jul02 020611 38.61 39.05 38.40 38.95 +0.24 5,281 21,711 -1,235
Oct02 020611 40.75 41.52 40.70 41.45 +0.42 517 2,860 +103
Dec02 020611 42.70 43.35 42.65 43.30 +0.40 4,045 31,721 +1,095
Mar03 020611 44.50 44.88 44.50 44.88 +0.30 146 4,410 +52
May03 020611 46.80 47.20 46.75 46.97 +0.02 30 2,809 +10
Jul03 020611 48.00 48.10 48.00 48.10 +0.17 33 1,214 +18
Total Volume and Open Interest 10,062 65,382 +43
Lumber(CME)
Jul02 020611 260.0 265.3 258.2 262.5 +0.5 314 1,605 +0
Sep02 020611 266.9 271.2 266.1 268.9 -0.4 73 521 +12
Nov02 020611 270.9 271.4 269.0 269.7 -0.8 8 108 +2
Jan03 020611 283.4 283.4 283.4 283.4 -0.3 3 33 +2
Total Volume and Open Interest 398 2,280 +16
Crude Oil(NYM)
Jul02 020611 24.05 24.25 23.80 24.12 -0.17 64,609 122,113 -10,247
Aug02 020611 24.25 24.50 24.10 24.43 -0.13 38,235 78,234 +8,039
Sep02 020611 24.35 24.55 24.30 24.50 -0.12 8,765 42,021 +1,304
Oct02 020611 24.35 24.55 24.35 24.52 -0.12 4,176 27,035 -958
Nov02 020611 24.25 24.55 24.25 24.49 -0.09 1,252 15,797 -56
Dec02 020611 24.25 24.50 24.20 24.44 -0.06 5,641 48,897 +87
Jan03 020611 24.25 24.36 24.25 24.32 -0.04 893 21,779 -268
Feb03 020611 24.20 24.20 24.20 24.20 -0.03 112 9,832 +0
Mar03 020611 24.08 24.08 24.08 24.08 -0.02 177 8,651 -123
Apr03 020611 23.95 23.97 23.95 23.97 -0.01 250 5,208 -45
Total Volume and Open Interest 126,640 474,547 -2,212
Heating Oil(NYM)
Jul02 020611 61.50 62.30 61.40 61.86 -0.47 16,772 37,891 -710
Aug02 020611 62.40 63.20 62.35 62.77 -0.50 7,559 24,379 +1,908
Sep02 020611 63.40 63.95 63.40 63.77 -0.45 879 13,784 +39
Oct02 020611 64.40 65.10 64.40 64.77 -0.40 347 10,389 +9
Nov02 020611 65.50 66.20 65.30 65.77 -0.35 181 7,923 +93
Dec02 020611 66.25 66.95 66.00 66.52 -0.35 2,666 16,346 +299
Jan03 020611 67.00 67.40 66.60 66.92 -0.35 1,624 8,934 +194
Feb03 020611 67.00 67.40 66.82 66.82 -0.30 665 6,970 +214
Mar03 020611 65.80 66.40 65.80 65.87 -0.20 174 4,763 +54
Apr03 020611 64.65 65.00 64.47 64.47 -0.15 57 2,621 +48
Total Volume and Open Interest 31,161 139,852 +2,223
Unleaded Gas(NYM)
Jul02 020611 72.90 73.50 72.20 73.29 -0.50 18,424 47,233 -1,831
Aug02 020611 73.00 73.90 72.70 73.63 -0.62 7,545 28,255 +1,125
Sep02 020611 71.50 72.30 71.20 72.17 -0.38 1,719 17,125 -445
Oct02 020611 69.22 69.22 69.22 69.22 -0.20 540 11,951 -201
Nov02 020611 67.00 67.82 67.00 67.82 -0.15 195 1,562 -104
Dec02 020611 66.90 67.27 66.90 67.27 -0.15 308 3,509 -62
Jan03 020611 67.32 67.32 67.32 67.32 -0.15 39 1,786 -37
Feb03 020611 67.72 67.72 67.72 67.72 -0.15 28 303 +16
Total Volume and Open Interest 28,854 114,534 -1,517
Natural Gas(NYM)
Jul02 020611 3.110 3.180 3.085 3.132 -0.003 41,535 61,462 -4,298
Aug02 020611 3.175 3.240 3.150 3.197 -0.006 15,933 35,983 -5,545
Sep02 020611 3.200 3.270 3.190 3.228 -0.007 5,110 33,711 -1,201
Oct02 020611 3.240 3.300 3.230 3.264 -0.004 4,608 54,038 -1,186
Nov02 020611 3.505 3.570 3.505 3.533 -0.005 3,048 33,540 -751
Dec02 020611 3.755 3.815 3.750 3.772 -0.005 3,275 32,917 +505
Jan03 020611 3.850 3.905 3.840 3.859 -0.008 1,291 31,566 +113
Feb03 020611 3.800 3.835 3.780 3.799 -0.011 461 23,251 +28
Total Volume and Open Interest 81,482 548,129 -12,559
Brent Crude Oil(IPE)
Jul02 020611 23.65 23.74 23.22 23.30 -0.36 31,050 44,513 -3,266
Aug02 020611 23.88 23.95 23.50 23.55 -0.34 31,078 46,725 -670
Sep02 020611 23.98 24.02 23.67 23.71 -0.27 11,640 27,191 +486
Oct02 020611 23.96 23.96 23.70 23.70 -0.22 2,864 14,876 +891
Nov02 020611 23.81 23.81 23.64 23.64 -0.18 757 8,653 -275
Dec02 020611 23.76 23.80 23.56 23.58 -0.15 3,631 32,951 +1,155
Jan03 020611 23.62 23.62 23.46 23.46 -0.13 444 11,896 +244
Feb03 020611 23.49 23.49 23.35 23.35 -0.12 97 4,568 +0
Total Volume and Open Interest 83,366 222,333 -1,765
Gas Oil(IPE)
Jun02 020611 188.25 189.25 186.75 187.25 -2.25 14,829 19,484 -3,837
Jul02 020611 190.50 191.00 188.50 189.00 -2.50 23,921 47,334 +5,254
Aug02 020611 193.00 193.50 191.25 191.25 -3.00 7,522 19,702 +1,415
Sep02 020611 195.50 196.00 193.75 194.25 -2.50 3,005 10,620 -507
Oct02 020611 198.75 198.75 196.25 196.75 -2.50 2,649 15,634 +1,375
Nov02 020611 200.25 200.25 198.50 198.50 -2.25 729 13,397 +106
Dec02 020611 200.75 201.00 199.00 199.25 -2.00 3,162 34,692 -264
Jan03 020611 200.75 200.75 199.75 199.75 -1.75 488 6,920 +85
Total Volume and Open Interest 56,405 197,197 +3,487
US Dollar Index(NYBOT)
Jun02 020611 111.06 111.47 110.81 110.81 -0.31 2,240 2,428 -1,534
Sep02 020611 111.60 111.98 111.30 111.30 -0.34 2,448 9,488 +224
Dec02 020611 111.82 111.82 111.82 111.82 -0.34 6 76 +6
Total Volume and Open Interest 4,694 11,992 -1,304
Australian Dollar(IMM)
Jun02 020611 56.63 56.85 56.62 56.83 -0.17 6,515 29,450 -3,063
Sep02 020611 56.19 56.45 56.19 56.39 -0.17 6,481 20,966 +6,274
Dec02 020611 55.75 55.95 55.75 55.95 -0.17 2 476 +0
Total Volume and Open Interest 13,011 51,535 +3,223
British Pound(IMM)
Jun02 020611 146.44 147.24 146.32 147.14 +1.22 10,755 31,122 -4,303
Sep02 020611 145.64 146.40 145.52 146.32 +1.22 10,324 17,804 +8,635
Dec02 020611 145.00 145.48 145.00 145.48 +1.22 3 173 +2
Total Volume and Open Interest 21,082 49,099 +4,334
Canadian Dollar(IMM)
Jun02 020611 64.92 65.12 64.85 64.99 +0.05 9,605 44,133 -4,501
Sep02 020611 64.78 64.97 64.72 64.84 +0.04 8,977 44,799 +6,925
Dec02 020611 64.60 64.80 64.55 64.68 +0.02 123 3,114 +57
Mar03 020611 64.50 64.53 64.50 64.53 unch 47 599 +16
Total Volume and Open Interest 18,758 93,130 +2,499
Japanese Yen(IMM)
Jun02 020611 79.75 79.86 79.52 79.83 -0.40 21,757 60,903 -6,283
Sep02 020611 80.13 80.22 79.89 80.20 -0.41 32,503 43,984 +18,097
Dec02 020611 80.53 80.65 80.53 80.65 -0.42 3 840 +9
Total Volume and Open Interest 54,267 106,107 +11,823
Swiss Franc(IMM)
Jun02 020611 63.86 64.25 63.71 64.25 +0.14 9,781 40,063 -6,979
Sep02 020611 63.98 64.38 63.80 64.35 +0.14 7,954 19,123 +6,881
Dec02 020611 64.45 64.45 64.45 64.45 +0.14 10 134 +5
Total Volume and Open Interest 17,745 59,321 -93
EuroFX(IMM)
Jun02 020611 94.19 94.72 94.04 94.70 +0.38 22,566 103,863 -7,532
Sep02 020611 93.83 94.34 93.66 94.33 +0.38 19,844 43,038 +18,420
Dec02 020611 93.52 93.98 93.35 93.98 +0.38 65 1,308 +35
Total Volume and Open Interest 42,486 148,386 +10,934
Mexican Peso(IMM)
Jun02 020611 10320.0 10365.0 10305.0 10305.0 +3.0 4,711 22,513 -1,151
Sep02 020611 10155.0 10200.0 10132.0 10135.0 unch 4,350 12,466 +2,668
Total Volume and Open Interest 9,099 36,788 +1,552
30-Year T-Bonds(CBOT)
Jun02 020611 102~12 103~03 101~31 103~00 +0~20 18,400 58,836 -9,850
Sep02 020611 101~07 101~30 100~24 101~26 +0~20 172,278 374,695 +2,088
Dec02 020611 100~05 100~26 99~23 100~23 +0~20 1,284 30,205 -24
Total Volume and Open Interest 191,962 463,738 -7,786
Municipal Bonds(CBOT)
Jun02 020611 104~19 105~05 104~18 105~05 +0~13 209 6,380 -96
Sep02 020611 103~09 103~28 103~05 103~28 +0~14 280 2,384 +126
Total Volume and Open Interest 489 8,764 +30
10-Year T-Notes(CBOT)
Jun02 020611 107~020 107~135 106~240 107~100 +0~110 47,825 118,117 -22,459
Sep02 020611 105~175 105~315 105~085 105~275 +0~115 250,211 678,492 +11,149
Total Volume and Open Interest 298,306 796,911 -11,294
5-Year T-Notes(CBOT)
Jun02 020611 107~100 107~210 107~095 107~205 +0~080 28,470 99,132 -13,263
Sep02 020611 106~010 106~105 105~300 106~100 +0~085 45,745 520,272 +12,635
Total Volume and Open Interest 74,215 619,404 -628
2 Year T-Notes(CBOT)
Jun02 020611 105~008 105~026 105~004 105~026 +0~018 5,855 15,794 -16
Sep02 020611 104~032 104~050 104~028 104~050 +0~018 9,369 90,745 +2,416
Total Volume and Open Interest 15,224 106,539 +2,400
3-Mth T-Bills(IMM)
Sep02 020611 98.09 98.09 98.09 98.09 +0.05 13 127 +9
Total Volume and Open Interest 25 420 +3
Eurodollars(IMM)
Jun02 020611 98.092 98.100 98.092 98.098 +0.008 52,784 622,218 -2,454
Sep02 020611 97.770 97.840 97.760 97.835 +0.065 86,203 666,395 +10,923
Dec02 020611 97.225 97.315 97.200 97.310 +0.090 132,896 748,766 +6,185
Mar03 020611 96.615 96.710 96.590 96.705 +0.090 88,069 516,842 -772
Jun03 020611 96.035 96.135 96.015 96.130 +0.095 40,650 304,484 +1,967
Sep03 020611 95.595 95.680 95.570 95.675 +0.085 30,518 257,441 +3,104
Dec03 020611 95.260 95.335 95.225 95.330 +0.075 21,292 197,566 +733
Mar04 020611 95.060 95.140 95.040 95.135 +0.075 28,241 176,854 -1,886
Jun04 020611 94.890 94.965 94.880 94.965 +0.075 11,032 144,423 +475
Sep04 020611 94.740 94.815 94.730 94.815 +0.075 8,572 133,034 -519
Dec04 020611 94.580 94.645 94.565 94.645 +0.075 7,915 106,142 +279
Mar05 020611 94.510 94.570 94.490 94.570 +0.070 7,602 101,240 -221
Total Volume and Open Interest 557,198 4,537,994 +20,802
3-Mth Euro-Yen(IMM)
Jun02 020611 99.93 99.93 99.93 99.93 unch 610 12,807 +185
Sep02 020611 99.91 99.92 99.91 99.92 +0.01 418 5,545 +599
Dec02 020611 99.89 99.90 99.89 99.90 unch 13 3,451 -293
Mar03 020611 99.85 99.85 99.85 99.85 unch 135 2,792 +81
Jun03 020611 99.85 99.85 99.85 99.85 unch 3 3,324 +0
Sep03 020611 99.81 99.81 99.81 99.81 unch 239 7,939 +98
Dec03 020611 99.76 99.76 99.76 99.76 unch 50 1,671 +50
Mar04 020611 99.68 99.68 99.68 99.68 unch 0 703 +10
Jun04 020611 99.65 99.65 99.65 99.65 +0.01 0 327 +40
Sep04 020611 99.56 99.56 99.56 99.56 unch 0 430 +0
Total Volume and Open Interest 1,468 39,611 +840
3-Mth Euro-Yen(SIMEX)
Sep02 020611 99.92 99.92 99.91 99.91 unch 2,435 38,119 +468
Dec02 020611 99.89 99.89 99.89 99.89 unch 2,513 36,025 -212
Mar03 020611 99.85 99.85 99.85 99.85 unch 2,497 35,054 +1,410
Jun03 020611 99.85 99.85 99.85 99.85 unch 413 49,704 +106
Sep03 020611 99.81 99.81 99.81 99.81 unch 126 32,785 +44
Dec03 020611 99.75 99.75 99.75 99.75 unch 510 13,407 +514
Mar04 020611 99.69 99.69 99.69 99.69 unch 0 13,529 +10
Jun04 020611 99.66 99.66 99.66 99.66 unch 6 5,159 +40
Total Volume and Open Interest 10,263 303,394 +171
German Euro-Bund(EUREX)
Sep02 020611 106.12 106.13 105.76 106.08 +0.02 400,298 618,787 -8,038
Dec02 020611 105.31 105.52 105.31 105.52 +0.01 3,914 880 +0
Mar03 020611 105.46 105.46 105.46 105.46 +0.02      
Total Volume and Open Interest 404,212 619,667 -8,038
German Euro-Bobl(EUREX)
Sep02 020611 105.09 105.10 104.88 105.08 +0.02 288,192 456,011 -2,213
Dec02 020611 104.50 104.50 104.50 104.50 +0.02 4,483 2,856 +2,501
Mar03 020611 104.18 104.18 104.18 104.18 +0.02      
Total Volume and Open Interest 292,675 458,867 +288
Long Gilt(LIFFE)
Jun02 020611 112~04 112~04 111~26 111~30 -0~04 2,447 19,943 -1,057
Sep02 020611 111~09 111~12 110~31 111~04 -0~04 12,867 79,828 +1,534
Total Volume and Open Interest 15,314 99,771 +477
3-Mth Short Sterling(LIFFE)
Jun02 020611 95.79 95.80 95.77 95.78 -0.01 15,063 0 +0
Sep02 020611 95.38 95.40 95.32 95.33 -0.05 23,798 0 +0
Dec02 020611 95.01 95.02 94.91 94.93 -0.07 25,218 0 +0
Total Volume and Open Interest 93,723    
3-Mth Euribor(LIFFE)
Jun02 020611 96.530 96.535 96.520 96.530 +0.005 37,207 371,874 -18,177
Sep02 020611 96.260 96.270 96.235 96.250 -0.010 61,144 360,017 -13,782
Dec02 020611 95.965 95.965 95.915 95.935 -0.015 79,595 298,245 -1,977
Total Volume and Open Interest 282,008 1,788,763 -36,829
3-Mth Aus T-Bills(SFE)
Jun02 020611 94.98 94.99 94.97 94.98 unch 1,209 144,696 -49,417
Sep02 020611 94.40 94.43 94.39 94.42 +0.03 2,367 201,044 +3,097
Dec02 020611 94.05 94.09 94.05 94.07 +0.03 736 97,558 +298
Mar03 020611 93.90 93.92 93.90 93.90 +0.02 3 42,380 +64
Jun03 020611 93.81 93.84 93.79 93.79 unch 0 21,655 -49
Sep03 020611 93.74 93.74 93.70 93.70 -0.03 1 14,337 +2
Dec03 020611 93.67 93.67 93.65 93.65 -0.02 0 11,450 -55
Mar04 020611 93.64 93.64 93.61 93.61 -0.03 0 5,922 +0
Jun04 020611 93.59 93.59 93.58 93.58 -0.02 0 2,038 +0
Sep04 020611 93.55 93.56 93.55 93.56 unch 0 1,308 +0
Total Volume and Open Interest 4,316 543,954 -46,060
10-Year Aus T-Bonds(SFE)
Jun02 020611 93.87 93.89 93.85 93.87 +0.05 1,303 3,420 +1,860
Sep02 020611 93.82 93.84 93.81 93.82 +0.04 1,340 1,381 -617
Total Volume and Open Interest 24,975 281,818 +1,384
3-Year Aus T-Bonds(SFE)
Jun02 020611 94.15 94.18 94.13 94.16 +0.04 4,157 724,489 -15,874
Sep02 020611 94.02 94.04 94.02 94.03 +0.04 12 15,905 -853
Total Volume and Open Interest 4,169 740,394 -16,727
Gold(CMX)
Jun02 020611 318.0 319.7 316.0 319.7 +1.0 237 1,981 -312
Aug02 020611 318.8 320.9 316.6 320.5 +1.0 44,652 106,631 -3,708
Oct02 020611 319.7 321.5 317.5 321.5 +1.0 296 5,426 -13
Dec02 020611 320.0 323.2 318.2 322.3 +0.9 2,938 26,900 -373
Feb03 020611 321.0 323.3 319.4 323.3 +0.9 11 7,805 +40
Apr03 020611 324.2 324.2 324.2 324.2 +0.9 73 2,663 -58
Total Volume and Open Interest 48,725 174,302 -4,332
Silver(CMX)
Jul02 020611 488.5 489.5 479.0 488.2 -3.0 9,209 69,162 +175
Sep02 020611 490.0 492.5 482.0 490.1 -3.0 566 10,139 +86
Dec02 020611 492.0 494.0 483.0 492.4 -2.7 920 11,017 +219
Mar03 020611 493.0 495.0 488.0 494.1 -2.6 19 1,651 -1
May03 020611 492.5 495.4 492.5 495.4 -2.4 105 1,334 +100
Total Volume and Open Interest 10,862 100,647 +568
Platinum(NYM)
Jul02 020611 553.5 558.0 552.5 556.4 +2.4 312 6,320 -87
Oct02 020611 546.0 550.0 546.0 549.4 +2.4 83 294 +57
Jan03 020611 546.4 546.4 546.4 546.4 +2.4 0 3 +0
Total Volume and Open Interest 395 6,617 -30
Palladium(NYME)
Jun02 020611 343.50 343.50 343.50 343.50 -5.00 0 3 -2
Sep02 020611 345.00 347.00 341.00 343.50 -5.00 4 1,590 -19
Total Volume and Open Interest 4 1,593 -21
Copper(CMX)
Jul02 020611 76.80 77.20 76.20 76.50 -1.55 4,656 50,873 +100
Sep02 020611 77.40 77.80 76.90 77.15 -1.50 834 9,236 +59
Dec02 020611 78.10 78.15 77.65 77.70 -1.50 179 9,311 +17
Mar03 020611 78.55 78.60 78.25 78.25 -1.50 41 1,913 -8
May03 020611 79.00 79.00 78.65 78.65 -1.50 29 1,962 +25
Total Volume and Open Interest 6,060 87,258 +222
DJIA Index(CBOT)
Jun02 020611 9670 9763 9502 9525 -129 19,714 32,311 -845
Sep02 020611 9675 9762 9505 9525 -129 1,162 2,824 +339
Dec02 020611 9725 9725 9528 9528 -129 167 345 +148
Mar03 020611 9563 9563 9563 9563 -129 0 1 +0
Total Volume and Open Interest 21,043 35,506 -358
S & P 500(CME)
Jun02 020611 1036.00 1040.20 1012.10 1014.20 -17.90 72,095 383,080 -4,914
Sep02 020611 1037.50 1041.00 1013.00 1015.20 -18.00 23,140 182,996 +21,020
Dec02 020611 1037.60 1037.60 1017.00 1017.00 -18.20 185 14,642 -32
Mar03 020611 1020.70 1020.70 1020.70 1020.70 -18.50 5 100 +0
Total Volume and Open Interest 95,425 580,991 +16,074
S & P 500 E-Mini(Globex)
Jun02 020611 1031.75 1045.00 1012.00 1014.25 -17.75 319,397 240,529 +2,729
Sep02 020611 1033.75 1043.50 1013.00 1015.25 -18.00 1,605 10,362 -39
Total Volume and Open Interest 321,002 250,891 +2,690
NASDAQ 100(CME)
Jun02 020611 1150.00 1153.00 1100.00 1104.00 -33.00 14,336 66,956 -1,018
Sep02 020611 1153.00 1156.00 1107.00 1109.00 -33.00 227 2,811 +158
Dec02 020611 1115.00 1115.00 1115.00 1115.00 -33.00 11 50 +0
Total Volume and Open Interest 14,574 69,817 -860
NASDAQ 100 E-Mini(GLOBEX)
Jun02 020611 1138.5 1163.0 1100.5 1104.0 -33.0 178,652 194,301 -1,401
Sep02 020611 1143.0 1169.5 1105.5 1109.0 -33.0 466 508 +139
Total Volume and Open Interest 179,118 194,809 -1,262
NYSE Composite(NYBOT)
Jun02 020611 555.75 556.00 544.50 545.00 -8.25 350 2,716 -40
Sep02 020611 555.90 556.25 545.00 545.40 -8.60 230 600 +90
Dec02 020611 545.80 545.80 545.80 545.80 -8.60 0 200 +0
Total Volume and Open Interest 580 3,516 +50
S & P Midcap 400(CME)
Jun02 020611 512.50 512.50 498.00 500.00 -10.75 1,100 14,781 -25
Sep02 020611 512.50 512.50 499.50 501.20 -10.75 404 1,452 +388
Dec02 020611 504.35 504.35 504.35 504.35 -10.75      
Total Volume and Open Interest 1,504 16,233 +363
Russell 2000(CME)
Jun02 020611 472.50 472.50 461.50 462.10 -7.20 2,625 25,354 -196
Sep02 020611 471.00 471.00 462.50 462.70 -7.25 663 1,048 +585
Dec02 020611 464.70 464.70 464.70 464.70 -7.25      
Total Volume and Open Interest 3,288 26,402 +389
Value Line(KCBT)
Jun02 020611 1209.50 1209.50 1175.50 1177.00 -22.00 11 287 +6
Total Volume and Open Interest 11 307 +3
Nikkei 225(CME)
Jun02 020611 11460 11540 11380 11385 -25 9,484 23,298 +1,818
Sep02 020611 11470 11570 11385 11400 -35 8,708 7,635 +6,408
Total Volume and Open Interest 18,192 30,967 +8,226
Nikkei 225(SIMEX)
Jun02 020611 11380 11505 11380 11460 +55 12,198 96,524 -1,556
Sep02 020611 11390 11500 11380 11455 +55 3,384 10,041 +2,453
Dec02 020611 11430 11430 11430 11430 +55 0 149 +0
Total Volume and Open Interest 15,582 107,015 +897
CAC 40(MATIF)
Jun02 020611 4022.0 4123.0 4016.0 4114.0 +90.0 51,118 458,920 +5,059
Jul02 020611 4121.0 4121.0 4121.0 4121.0 +90.0 0 513 +0
Aug02 020611 4133.0 4133.0 4133.0 4133.0 +91.0      
Total Volume and Open Interest 51,403 524,990 +5,344
DAX Index(EUREX)
Jun02 020611 4597.0 4694.0 4560.0 4634.0 +40.0 57,557 247,689 +552
Sep02 020611 4634.0 4728.0 4606.0 4674.5 +40.0 1,252 14,465 +773
Dec02 020611 4680.0 4772.0 4674.0 4720.0 +43.0 88 3,318 -8
Total Volume and Open Interest 58,897 265,472 +1,317
FT-SE 100(LIFFE)
Jun02 020611 4925.00 4948.50 4891.00 4936.00 +12.00 32,143 321,879 +445
Sep02 020611 4938.00 4955.00 4907.50 4947.00 +12.50 2,849 32,344 +907
Dec02 020611 4990.00 4990.00 4987.00 4987.00 +12.50 0 10,342 +0
Total Volume and Open Interest 34,992 368,828 +1,352
SPI 200(SFE)
Jun02 020611 3315.0 3351.0 3314.0 3328.0 +15.0 2,232 129,102 -36,020
Sep02 020611 3330.0 3364.0 3329.0 3342.0 +15.0 46 7,203 -153
Dec02 020611 3379.0 3379.0 3359.0 3359.0 +15.0 0 1,408 -12
Total Volume and Open Interest 2,278 138,924 -36,200
GSCI(CME)
Jun02 020611 188.95 188.95 188.10 188.45 -1.15 4,437 12,286 -4,672
Jul02 020611 190.40 190.70 190.20 190.65 -1.10 4,287 7,980 +3,839
Aug02 020611 190.70 190.70 190.70 190.70 unch 2 3 -2
Total Volume and Open Interest 8,726 20,269 -835
Bridge CRB Index(NYBOT)
Aug02 020611 201.50 202.25 201.25 202.05 -0.20 55 201 +5
Nov02 020611 204.35 204.35 204.35 204.35 +0.35 0 54 +0
Jan03 020611 206.65 206.65 206.65 206.65 +0.90      
Total Volume and Open Interest 140 361 -33
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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