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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 Wed June 12, 2002
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jul02 020612 500.50 501.50 492.50 493.25 -7.25 33,684 78,871 -2,238
Aug02 020612 494.00 495.50 487.00 487.25 -7.25 5,901 17,818 +1,775
Sep02 020612 482.00 482.50 475.25 475.25 -5.75 1,791 11,182 -104
Nov02 020612 476.00 477.50 469.50 470.25 -5.25 13,834 48,506 +1,061
Jan03 020612 480.00 480.50 473.00 473.00 -5.50 1,045 8,406 -40
Mar03 020612 482.50 482.50 476.00 476.00 -4.75 214 6,296 -23
May03 020612 483.50 483.50 476.00 477.75 -4.75 164 8,501 +108
Total Volume and Open Interest 56,720 183,910 +560
Soybean Meal(CBOT)
Jul02 020612 166.70 167.20 164.90 165.40 -1.20 13,663 52,406 -2,046
Aug02 020612 163.50 164.10 161.80 162.40 -0.80 2,993 18,922 -196
Sep02 020612 159.80 160.20 158.60 159.00 -0.80 1,950 15,108 +363
Oct02 020612 156.50 156.50 155.00 155.00 -0.80 617 11,234 +325
Dec02 020612 154.80 155.20 153.30 153.90 -0.80 5,226 28,926 +573
Jan03 020612 154.50 154.70 153.00 153.40 -1.00 650 4,444 +273
Mar03 020612 153.10 153.30 151.60 152.00 -1.10 187 3,874 -36
May03 020612 151.00 151.50 149.90 150.00 -1.10 270 3,369 +72
Total Volume and Open Interest 25,605 141,715 -654
Soybean Oil(CBOT)
Jul02 020612 18.05 18.05 17.71 17.72 -0.32 11,043 60,420 -730
Aug02 020612 18.14 18.14 17.82 17.82 -0.32 2,242 18,451 +216
Sep02 020612 18.23 18.23 17.91 17.91 -0.32 1,599 11,487 +418
Oct02 020612 18.28 18.28 17.98 17.98 -0.31 215 7,191 -75
Dec02 020612 18.46 18.50 18.20 18.21 -0.30 3,644 25,468 +592
Jan03 020612 18.51 18.52 18.35 18.35 -0.28 398 3,971 +271
Mar03 020612 18.65 18.66 18.45 18.45 -0.33 97 2,499 +27
May03 020612 18.80 18.83 18.60 18.60 -0.35 346 2,963 -180
Total Volume and Open Interest 19,674 135,220 +614
Canola(WCE)
Jul02 020612 331.5 335.0 331.5 332.3 +1.4 3,385 15,701 +259
Sep02 020612 336.3 336.3 336.3 336.3 +1.3 0 18 -1
Nov02 020612 340.0 342.0 338.3 338.4 -0.8 3,827 27,017 -321
Jan03 020612 342.0 343.0 341.2 341.2 -0.8 6 1,384 +5
Mar03 020612 341.5 341.5 341.5 341.5 -0.5 0 365 +0
Total Volume and Open Interest 7,218 44,495 -58
Corn(CBOT)
Jul02 020612 206.75 209.00 205.50 206.75 +2.50 45,238 167,976 -10,486
Sep02 020612 214.50 216.00 213.00 214.25 +2.75 7,735 68,537 +3,692
Dec02 020612 223.00 225.00 221.75 223.00 +3.00 14,014 135,496 +2,400
Mar03 020612 230.50 233.25 230.25 231.50 +3.00 599 22,243 +100
May03 020612 234.25 236.25 233.50 234.75 +2.50 216 7,187 +40
Jul03 020612 238.25 239.50 236.50 238.50 +2.50 1,125 10,567 +119
Total Volume and Open Interest 69,747 428,006 -4,104
Wheat(CBOT)
Jul02 020612 283.00 287.00 280.50 283.50 +4.00 15,115 48,005 -1,982
Sep02 020612 291.50 294.50 288.25 291.50 +4.50 4,255 18,662 +1,945
Dec02 020612 300.00 303.50 297.50 300.25 +3.75 3,179 23,446 +353
Mar03 020612 303.00 306.50 300.50 304.50 +4.50 419 3,192 +173
May03 020612 299.00 302.00 299.00 300.00 +3.50 0 453 +5
Total Volume and Open Interest 23,297 96,267 +581
Wheat(KCBT)
Jul02 020612 302.25 306.75 300.50 305.00 +5.75 4,188 34,970 -1,922
Sep02 020612 309.00 310.75 305.50 309.75 +5.25 2,416 15,819 +755
Dec02 020612 312.50 315.00 309.75 313.50 +4.75 615 14,821 -65
Mar03 020612 312.00 316.00 311.50 315.00 +4.00 203 4,157 -82
May03 020612 314.00 315.25 314.00 315.25 +4.25 5 290 +0
Total Volume and Open Interest 7,440 71,537 -1,301
Wheat(MGE)
Jul02 020612 301.00 303.00 298.75 301.75 +2.25 1,542 9,396 -266
Sep02 020612 304.75 305.50 301.50 304.25 +2.00 1,224 5,285 -67
Dec02 020612 310.00 312.50 309.00 311.25 +1.75 163 3,705 -4
Mar03 020612 317.75 319.00 315.75 318.50 +1.00 50 1,345 +32
May03 020612 322.00 323.00 320.50 322.00 -0.25 59 509 +55
Total Volume and Open Interest 3,064 21,042 -232
Oats(CBOT)
Jul02 020612 183.00 189.50 183.00 186.75 +4.25 859 4,590 -50
Sep02 020612 144.75 151.50 144.00 147.25 +4.00 255 932 +15
Dec02 020612 139.00 141.75 138.00 140.75 +3.25 618 4,970 -88
Mar03 020612 142.00 142.00 142.00 142.00 +1.00 21 155 +2
Total Volume and Open Interest 1,753 10,650 -121
Rough Rice(CBOT)
Jul02 020612 3.84 3.92 3.78 3.91 +0.03 1,800 3,274 -617
Sep02 020612 4.12 4.16 4.05 4.16 +0.02 496 1,572 +63
Nov02 020612 4.37 4.40 4.28 4.40 +0.01 424 1,889 +244
Jan03 020612 4.50 4.60 4.50 4.60 -0.01 107 931 +87
Total Volume and Open Interest 3,031 8,817 -188
Live Cattle(CME)
Jun02 020612 61.825 62.850 61.650 62.575 +0.650 3,724 10,743 -1,327
Aug02 020612 62.800 63.250 62.300 62.700 -0.050 8,019 38,737 -1,288
Oct02 020612 64.900 65.200 64.525 64.750 -0.125 1,957 26,831 +135
Dec02 020612 66.575 66.850 66.325 66.650 -0.025 1,314 12,571 -133
Feb03 020612 67.850 68.200 67.650 67.850 -0.100 190 3,837 -7
Apr03 020612 68.750 69.000 68.600 68.975 -0.025 273 1,891 +123
Total Volume and Open Interest 15,477 94,611 -2,497
Feeder Cattle(CME)
Aug02 020612 76.950 77.350 76.250 76.700 -0.275 1,438 7,501 -234
Sep02 020612 76.600 76.900 76.100 76.350 -0.450 186 953 -11
Oct02 020612 76.850 77.050 76.300 76.700 -0.200 213 1,463 -24
Nov02 020612 76.950 77.350 76.750 77.125 -0.075 51 703 +2
Jan03 020612 76.900 77.100 76.500 76.800 -0.150 25 394 +7
Mar03 020612 76.300 76.300 76.300 76.300 +0.325 1 16 +1
Apr03 020612 76.300 76.300 76.100 76.100 +0.125 1 61 +1
Total Volume and Open Interest 1,915 11,091 -258
Lean Hogs(CME)
Jun02 020612 48.600 48.700 48.150 48.250 -0.475 1,174 2,185 -405
Jul02 020612 47.000 48.200 46.800 47.550 +0.550 5,168 9,982 -165
Aug02 020612 46.000 46.700 45.800 46.200 +0.175 3,661 8,397 +1,115
Oct02 020612 37.500 38.050 37.325 37.700 +0.125 367 3,424 +122
Dec02 020612 35.600 36.200 35.600 35.800 +0.250 329 3,896 +124
Feb03 020612 39.200 39.450 39.200 39.300 +0.150 100 639 +59
Apr03 020612 41.300 41.300 41.300 41.300 +0.300 13 63 +0
May03 020612 46.250 46.250 46.250 46.250 +0.050      
Total Volume and Open Interest 10,812 28,596 +850
Pork Bellies(CME)
Jul02 020612 55.800 57.100 55.000 56.225 +1.400 674 2,000 -54
Aug02 020612 56.000 57.150 55.250 56.175 +1.475 171 883 +5
Feb03 020612 60.550 60.550 60.550 60.550 unch 8 88 +7
Mar03 020612 59.550 59.550 59.550 59.550 unch 0 2 +0
May03 020612 59.750 59.750 59.750 59.750 unch 0 3 +0
Total Volume and Open Interest 853 2,976 -42
Cocoa(NYBOT)
Jul02 020612 1485 1495 1465 1475 +13 8,559 12,930 -5,787
Sep02 020612 1505 1510 1478 1491 +25 10,386 27,167 +1,550
Dec02 020612 1486 1486 1468 1476 +24 3,621 17,551 +1,301
Mar03 020612 1460 1468 1455 1461 +22 491 12,953 +83
May03 020612 1461 1461 1461 1461 +24 29 6,123 +22
Jul03 020612 1458 1458 1458 1458 +23 325 5,183 +95
Sep03 020612 1463 1463 1463 1463 +21 423 11,974 +9
Total Volume and Open Interest 23,959 100,572 -2,671
Coffee "C"(NYBOT)
Jul02 020612 48.90 49.10 48.75 48.90 -0.45 4,242 20,393 -1,853
Sep02 020612 51.90 51.90 51.50 51.70 -0.30 3,871 25,497 +711
Dec02 020612 54.50 54.80 54.40 54.70 -0.15 1,777 9,389 +332
Mar03 020612 57.00 57.10 56.80 57.00 -0.10 148 5,641 +2
May03 020612 58.40 58.75 58.35 58.35 -0.15 36 2,171 +12
Jul03 020612 59.85 59.85 59.50 59.50 -0.10 15 2,175 +2
Total Volume and Open Interest 10,106 66,736 -778
Orange Juice(NYBOT)
Jul02 020612 90.75 91.00 90.75 90.90 +0.30 1,199 9,698 -207
Sep02 020612 90.30 90.50 90.20 90.45 +0.40 746 6,526 +329
Nov02 020612 89.90 89.90 89.90 89.90 +0.75 32 3,127 -20
Jan03 020612 90.70 90.70 90.70 90.70 +0.75 1 3,766 +0
Mar03 020612 91.45 91.45 91.45 91.45 +0.70 1 2,313 +0
Total Volume and Open Interest 1,979 25,780 +102
Sugar #11(NYBOT)
Jul02 020612 5.32 5.36 5.24 5.25 -0.14 19,969 57,300 -3,512
Oct02 020612 5.31 5.33 5.23 5.24 -0.13 10,009 50,442 +1,607
Mar03 020612 5.60 5.64 5.56 5.57 -0.10 969 22,178 +212
May03 020612 5.60 5.65 5.56 5.56 -0.09 96 7,953 -5
Jul03 020612 5.50 5.57 5.47 5.47 -0.06 17 12,388 +14
Total Volume and Open Interest 31,321 161,273 -1,407
London Cocoa(LCE)
Jul02 020612 1240 1270 1240 1260 +23 1,860 37,975 -421
Sep02 020612 1220 1245 1220 1234 +22 4,050 42,511 +271
Dec02 020612 1135 1145 1125 1139 +18 1,660 19,335 -117
Mar03 020612 1116 1127 1105 1120 +14 1,235 36,006 +369
May03 020612 1133 1133 1133 1133 +14 244 6,835 +111
Jul03 020612 1144 1148 1139 1148 +13 432 6,656 -38
Sep03 020612 1147 1150 1147 1150 +15 473 4,365 +190
Total Volume and Open Interest 10,043 160,886 +394
London Coffee(LCE)
Jul02 020612 520.00 524.00 518.00 523.00 +1.00 2,440 23,465 -1,552
Sep02 020612 539.00 542.00 536.00 541.00 +1.00 2,275 41,131 +609
Nov02 020612 546.00 551.00 546.00 551.00 +1.00 149 19,312 +26
Jan03 020612 556.00 560.00 556.00 560.00 +1.00 40 11,965 -5
Mar03 020612 568.00 569.00 567.00 569.00 +1.00 3 8,240 +0
May03 020612 577.00 578.00 575.00 578.00 +1.00 0 3,642 +0
Total Volume and Open Interest 4,907 107,770 -922
London Sugar(LCE)
Aug02 020612 196.20 196.50 194.00 194.30 -2.70 2,062 18,930 -401
Oct02 020612 173.00 173.00 171.50 171.70 -2.30 620 11,581 +309
Dec02 020612 173.60 173.60 172.00 172.50 -2.20 101 3,069 +19
Mar03 020612 177.00 177.00 175.00 175.50 -2.40 17 4,458 -1
May03 020612 179.60 179.60 177.80 178.50 -2.40 0 2,044 +0
Total Volume and Open Interest 2,800 40,082 -74
Cotton(NYBOT)
Jul02 020612 38.95 40.24 38.92 40.07 +1.12 3,869 20,609 -1,102
Oct02 020612 41.60 42.60 41.50 42.43 +0.98 247 2,913 +53
Dec02 020612 43.35 44.25 43.30 44.23 +0.93 3,226 32,640 +919
Mar03 020612 45.05 46.00 45.05 45.85 +0.97 69 4,435 +25
May03 020612 47.30 48.00 47.30 48.00 +1.03 187 2,910 +101
Jul03 020612 49.10 49.10 49.10 49.10 +1.00 127 1,264 +50
Total Volume and Open Interest 7,725 65,428 +46
Lumber(CME)
Jul02 020612 260.5 261.5 257.8 259.8 -2.7 328 1,624 +19
Sep02 020612 268.0 268.0 265.0 266.2 -2.7 118 540 +19
Nov02 020612 266.7 267.1 265.9 267.1 -2.6 17 108 +0
Jan03 020612 280.5 280.5 280.5 280.5 -2.9 0 33 +0
Total Volume and Open Interest 463 2,318 +38
Crude Oil(NYM)
Jul02 020612 24.35 24.82 24.30 24.64 +0.52 78,478 105,015 -17,098
Aug02 020612 24.65 25.04 24.60 24.87 +0.44 49,968 87,722 +9,488
Sep02 020612 24.70 25.02 24.65 24.90 +0.40 12,226 41,243 -778
Oct02 020612 24.65 24.95 24.65 24.88 +0.36 4,463 27,396 +361
Nov02 020612 24.65 24.90 24.56 24.83 +0.34 1,401 16,051 +254
Dec02 020612 24.63 24.85 24.55 24.76 +0.32 12,276 51,000 +2,103
Jan03 020612 24.45 24.61 24.45 24.61 +0.29 1,106 21,514 -265
Feb03 020612 24.45 24.47 24.45 24.47 +0.27 176 9,766 -66
Mar03 020612 24.32 24.33 24.32 24.33 +0.25 531 8,845 +194
Apr03 020612 24.21 24.21 24.21 24.21 +0.24 976 5,774 +566
Total Volume and Open Interest 170,353 469,933 -4,614
Heating Oil(NYM)
Jul02 020612 62.40 63.75 62.35 63.07 +1.21 20,816 35,417 -2,474
Aug02 020612 63.15 64.40 63.15 64.06 +1.29 9,514 26,288 +1,909
Sep02 020612 64.15 65.25 64.15 65.01 +1.24 2,630 14,832 +1,048
Oct02 020612 65.40 66.30 65.20 65.96 +1.19 1,650 10,482 +93
Nov02 020612 66.40 67.20 66.30 66.91 +1.14 790 7,913 -10
Dec02 020612 66.90 68.00 66.90 67.61 +1.09 3,154 17,033 +687
Jan03 020612 67.40 68.40 67.40 67.96 +1.04 821 8,988 +54
Feb03 020612 67.25 68.20 67.25 67.81 +0.99 838 7,498 +528
Mar03 020612 66.50 67.00 66.50 66.76 +0.89 661 4,931 +168
Apr03 020612 65.50 65.50 65.31 65.31 +0.84 364 2,666 +45
Total Volume and Open Interest 43,125 142,714 +2,862
Unleaded Gas(NYM)
Jul02 020612 73.70 75.50 73.70 75.10 +1.81 24,718 44,009 -3,224
Aug02 020612 74.20 75.75 74.20 75.50 +1.87 12,590 31,542 +3,287
Sep02 020612 72.60 74.00 72.60 73.92 +1.75 3,488 17,011 -114
Oct02 020612 69.85 70.72 69.85 70.72 +1.50 816 12,203 +252
Nov02 020612 69.00 69.17 68.50 69.17 +1.35 17 1,576 +14
Dec02 020612 67.45 68.52 67.45 68.52 +1.25 608 3,405 -104
Jan03 020612 68.52 68.52 68.52 68.52 +1.20 75 1,776 -10
Feb03 020612 68.92 68.92 68.92 68.92 +1.20 20 322 +19
Total Volume and Open Interest 42,607 114,748 +214
Natural Gas(NYM)
Jul02 020612 3.150 3.170 3.050 3.057 -0.075 41,630 60,667 -795
Aug02 020612 3.203 3.230 3.115 3.124 -0.073 11,767 38,668 +2,685
Sep02 020612 3.245 3.255 3.150 3.153 -0.075 7,793 32,090 -1,621
Oct02 020612 3.275 3.290 3.185 3.189 -0.075 10,136 51,565 -2,473
Nov02 020612 3.555 3.555 3.464 3.464 -0.069 2,214 33,394 -146
Dec02 020612 3.790 3.795 3.709 3.709 -0.063 1,125 33,380 +463
Jan03 020612 3.875 3.885 3.800 3.800 -0.059 3,046 30,479 -1,087
Feb03 020612 3.815 3.820 3.745 3.745 -0.054 1,744 23,316 +65
Total Volume and Open Interest 89,895 544,737 -3,392
Brent Crude Oil(IPE)
Jul02 020612 23.40 23.70 23.24 23.51 +0.21 38,948 36,495 -8,018
Aug02 020612 23.67 24.15 23.67 23.86 +0.31 47,754 48,910 +2,185
Sep02 020612 23.88 24.27 23.80 24.01 +0.30 17,589 31,564 +4,373
Oct02 020612 23.82 24.20 23.82 23.99 +0.29 3,521 15,995 +1,119
Nov02 020612 23.94 24.05 23.80 23.92 +0.28 464 8,729 +76
Dec02 020612 23.72 24.09 23.72 23.85 +0.27 6,802 32,385 -566
Jan03 020612 23.91 23.91 23.71 23.71 +0.25 955 12,111 +215
Feb03 020612 23.61 23.72 23.57 23.57 +0.22 5 4,568 +0
Total Volume and Open Interest 118,574 221,157 -1,176
Gas Oil(IPE)
Jun02 020612 188.50 190.75 187.25 187.25 unch 15,913 9,100 -10,384
Jul02 020612 190.50 195.00 189.75 194.50 +5.50 20,842 49,424 +2,090
Aug02 020612 192.25 197.00 192.25 197.00 +5.75 6,522 20,708 +1,006
Sep02 020612 195.00 199.00 195.00 199.00 +4.75 1,265 10,489 -131
Oct02 020612 197.25 201.25 197.25 201.00 +4.25 6,163 18,207 +2,573
Nov02 020612 200.50 202.75 200.50 202.75 +4.25 1,540 14,541 +1,144
Dec02 020612 200.00 203.50 200.00 203.25 +4.00 6,720 36,443 +1,751
Jan03 020612 201.00 203.75 201.00 203.75 +4.00 550 6,920 +0
Total Volume and Open Interest 60,445 195,376 -1,821
US Dollar Index(NYBOT)
Jun02 020612 110.81 111.10 110.78 111.10 +0.29 1,013 1,845 -583
Sep02 020612 111.28 111.68 111.09 111.60 +0.30 3,497 12,075 +2,587
Dec02 020612 112.16 112.16 112.16 112.16 +0.34 2,020 2,015 +1,939
Total Volume and Open Interest 6,530 15,935 +3,943
Australian Dollar(IMM)
Jun02 020612 56.90 57.15 56.90 57.14 +0.31 11,673 18,940 -10,510
Sep02 020612 56.52 56.80 56.46 56.70 +0.31 10,937 31,960 +10,994
Dec02 020612 56.15 56.26 56.15 56.26 +0.31 15 473 -3
Total Volume and Open Interest 22,625 52,016 +481
British Pound(IMM)
Jun02 020612 146.92 147.18 146.80 147.02 -0.12 12,660 22,186 -8,936
Sep02 020612 146.14 146.36 145.90 146.20 -0.12 19,407 33,198 +15,394
Dec02 020612 145.36 145.36 145.36 145.36 -0.12 15 188 +15
Total Volume and Open Interest 32,082 55,572 +6,473
Canadian Dollar(IMM)
Jun02 020612 65.00 65.11 64.99 65.09 +0.10 15,082 35,525 -8,608
Sep02 020612 64.85 64.99 64.84 64.94 +0.10 16,775 55,495 +10,696
Dec02 020612 64.70 64.80 64.70 64.78 +0.10 134 3,212 +98
Mar03 020612 64.55 64.65 64.55 64.63 +0.10 28 597 -2
Total Volume and Open Interest 32,030 95,310 +2,180
Japanese Yen(IMM)
Jun02 020612 79.63 79.72 79.45 79.60 -0.23 28,506 48,413 -12,490
Sep02 020612 80.01 80.10 79.81 79.97 -0.23 35,010 55,491 +11,507
Dec02 020612 80.36 80.49 80.36 80.41 -0.24 6 839 -1
Total Volume and Open Interest 63,522 105,123 -984
Swiss Franc(IMM)
Jun02 020612 64.01 64.17 63.86 63.90 -0.35 9,129 36,937 -3,126
Sep02 020612 64.10 64.28 63.95 64.00 -0.35 10,703 24,699 +5,576
Dec02 020612 64.10 64.10 64.10 64.10 -0.35 0 134 +0
Total Volume and Open Interest 19,832 61,771 +2,450
EuroFX(IMM)
Jun02 020612 94.56 94.78 94.34 94.44 -0.26 36,928 80,172 -23,691
Sep02 020612 94.17 94.43 93.96 94.07 -0.26 42,152 65,196 +22,158
Dec02 020612 93.88 94.00 93.71 93.71 -0.27 47 1,307 -1
Total Volume and Open Interest 79,150 146,872 -1,514
Mexican Peso(IMM)
Jun02 020612 10285.0 10330.0 10280.0 10312.0 +7.0 2,660 21,856 -657
Sep02 020612 10125.0 10170.0 10100.0 10142.0 +7.0 3,492 13,194 +728
Total Volume and Open Interest 6,152 36,859 +71
30-Year T-Bonds(CBOT)
Jun02 020612 103~02 103~17 102~26 103~12 +0~12 12,089 52,241 -6,595
Sep02 020612 101~27 102~10 101~19 102~06 +0~12 186,662 382,035 +7,340
Dec02 020612 100~25 101~05 100~19 101~03 +0~12 1,862 30,120 -85
Total Volume and Open Interest 200,613 464,398 +660
Municipal Bonds(CBOT)
Jun02 020612 105~05 105~05 104~27 105~00 -0~05 625 6,163 -217
Sep02 020612 103~27 104~00 103~19 103~24 -0~04 753 2,740 +356
Total Volume and Open Interest 1,378 8,903 +139
10-Year T-Notes(CBOT)
Jun02 020612 107~115 107~205 107~100 107~185 +0~085 28,503 110,030 -8,087
Sep02 020612 106~000 106~065 105~250 106~040 +0~085 259,483 694,328 +15,836
Total Volume and Open Interest 287,990 804,661 +7,750
5-Year T-Notes(CBOT)
Jun02 020612 107~215 107~250 107~215 107~250 +0~045 35,027 74,459 -24,673
Sep02 020612 106~110 106~180 106~105 106~155 +0~055 67,207 542,818 +22,546
Total Volume and Open Interest 102,234 617,277 -2,127
2 Year T-Notes(CBOT)
Jun02 020612 105~028 105~037 105~026 105~036 +0~010 4,528 13,363 -2,431
Sep02 020612 104~050 104~068 104~048 104~064 +0~014 6,562 94,345 +3,600
Total Volume and Open Interest 11,090 107,708 +1,169
3-Mth T-Bills(IMM)
Sep02 020612 98.10 98.10 98.10 98.10 +0.01 4 123 -4
Total Volume and Open Interest 9 407 -13
Eurodollars(IMM)
Jun02 020612 98.103 98.110 98.103 98.103 +0.005 60,819 608,891 -13,327
Sep02 020612 97.835 97.860 97.825 97.840 +0.005 132,103 660,122 -6,273
Dec02 020612 97.300 97.380 97.300 97.350 +0.040 194,943 754,006 +5,240
Mar03 020612 96.705 96.780 96.700 96.750 +0.045 114,146 518,740 +1,898
Jun03 020612 96.120 96.190 96.120 96.165 +0.035 50,335 312,281 +7,797
Sep03 020612 95.675 95.730 95.670 95.700 +0.025 27,399 260,341 +2,900
Dec03 020612 95.325 95.375 95.320 95.350 +0.020 26,461 197,602 +36
Mar04 020612 95.130 95.175 95.120 95.155 +0.020 18,621 175,630 -1,224
Jun04 020612 94.965 95.000 94.955 94.985 +0.020 9,020 144,511 +88
Sep04 020612 94.815 94.845 94.805 94.835 +0.020 10,743 134,096 +1,062
Dec04 020612 94.645 94.675 94.635 94.665 +0.020 6,877 106,192 +50
Mar05 020612 94.570 94.595 94.560 94.590 +0.020 6,473 102,103 +863
Total Volume and Open Interest 701,086 4,550,419 +12,425
3-Mth Euro-Yen(IMM)
Jun02 020612 99.93 99.93 99.93 99.93 unch 69 12,845 +38
Sep02 020612 99.92 99.92 99.91 99.91 -0.01 32 5,016 -529
Dec02 020612 99.89 99.90 99.89 99.90 unch 319 3,461 +10
Mar03 020612 99.85 99.85 99.85 99.85 unch 230 2,936 +144
Jun03 020612 99.85 99.85 99.85 99.85 unch 60 3,311 -13
Sep03 020612 99.81 99.81 99.81 99.81 unch 10 7,909 -30
Dec03 020612 99.76 99.76 99.76 99.76 unch 0 1,627 -44
Mar04 020612 99.68 99.68 99.68 99.68 unch 0 693 -10
Jun04 020612 99.65 99.65 99.65 99.65 unch 0 327 +0
Sep04 020612 99.56 99.56 99.56 99.56 unch 0 430 +0
Total Volume and Open Interest 720 39,177 -434
3-Mth Euro-Yen(SIMEX)
Sep02 020612 99.92 99.92 99.91 99.91 unch 783 37,718 -401
Dec02 020612 99.89 99.89 99.89 99.89 unch 353 35,775 -250
Mar03 020612 99.85 99.85 99.85 99.85 unch 721 35,273 +219
Jun03 020612 99.85 99.85 99.85 99.85 unch 34 49,697 -7
Sep03 020612 99.81 99.81 99.81 99.81 unch 61 32,781 -4
Dec03 020612 99.75 99.75 99.75 99.75 unch 3 13,407 +0
Mar04 020612 99.69 99.69 99.69 99.69 unch 0 13,529 +0
Jun04 020612 99.66 99.66 99.66 99.66 unch 0 5,159 +0
Total Volume and Open Interest 2,396 301,467 -1,927
German Euro-Bund(EUREX)
Sep02 020612 106.20 106.39 106.08 106.35 +0.27 457,865 617,228 -1,559
Dec02 020612 105.63 105.78 105.63 105.78 +0.26 2,429 1,709 +829
Mar03 020612 105.73 105.73 105.73 105.73 +0.27 2,250 0 +0
Total Volume and Open Interest 462,544 618,937 -730
German Euro-Bobl(EUREX)
Sep02 020612 105.11 105.29 105.10 105.25 +0.17 303,609 455,603 -408
Dec02 020612 104.67 104.67 104.67 104.67 +0.17 3,542 3,497 +641
Mar03 020612 104.35 104.35 104.35 104.35 +0.17      
Total Volume and Open Interest 307,151 459,100 +233
Long Gilt(LIFFE)
Jun02 020612 112~04 112~07 112~03 112~03 +0~04 1,802 20,006 +63
Sep02 020612 111~12 111~15 111~07 111~09 +0~04 20,217 81,740 +1,912
Total Volume and Open Interest 22,019 101,746 +1,975
3-Mth Short Sterling(LIFFE)
Jun02 020612 95.79 95.80 95.78 95.79 +0.01 25,005 0 +0
Sep02 020612 95.37 95.38 95.33 95.35 +0.02 42,458 0 +0
Dec02 020612 94.98 95.00 94.94 94.96 +0.03 46,067 0 +0
Total Volume and Open Interest 162,062    
3-Mth Euribor(LIFFE)
Jun02 020612 96.535 96.535 96.530 96.530 unch 34,696 362,051 -9,823
Sep02 020612 96.275 96.300 96.265 96.280 +0.030 59,794 355,584 -4,433
Dec02 020612 95.980 96.010 95.970 95.985 +0.050 65,828 293,290 -4,955
Total Volume and Open Interest 250,590 1,767,603 -21,160
3-Mth Aus T-Bills(SFE)
Jun02 020612 95.00 95.00 94.96 94.99 +0.01 15,785 135,569 -9,127
Sep02 020612 94.49 94.53 94.49 94.53 +0.11 13,335 208,764 +7,720
Dec02 020612 94.14 94.19 94.14 94.17 +0.10 3,271 98,062 +504
Mar03 020612 93.99 94.01 93.98 93.98 +0.08 1,795 44,025 +1,645
Jun03 020612 93.89 93.91 93.88 93.88 +0.09 168 21,786 +131
Sep03 020612 93.81 93.81 93.81 93.81 +0.11 419 14,624 +287
Dec03 020612 93.76 93.76 93.74 93.74 +0.09 646 12,194 +744
Mar04 020612 93.72 93.72 93.71 93.71 +0.10 291 6,211 +289
Jun04 020612 93.70 93.70 93.68 93.68 +0.10 51 2,088 +50
Sep04 020612 93.67 93.67 93.66 93.66 +0.10 137 1,424 +116
Total Volume and Open Interest 35,898 546,313 +2,359
10-Year Aus T-Bonds(SFE)
Jun02 020612 93.94 93.98 93.94 93.94 +0.07 17,865 251,379 +247,959
Sep02 020612 93.89 93.93 93.89 93.90 +0.08 13,293 14,879 +13,498
Total Volume and Open Interest 1,377 280,082 -1,736
3-Year Aus T-Bonds(SFE)
Jun02 020612 94.25 94.29 94.24 94.25 +0.09 39,387 728,600 +4,111
Sep02 020612 94.13 94.16 94.12 94.14 +0.11 4,388 20,162 +4,257
Total Volume and Open Interest 43,775 748,762 +8,368
Gold(CMX)
Jun02 020612 320.0 322.3 318.8 320.3 +0.6 171 1,432 -549
Aug02 020612 320.0 322.7 319.6 321.1 +0.6 41,634 104,842 -1,789
Oct02 020612 320.6 323.8 320.6 322.1 +0.6 371 5,474 +48
Dec02 020612 322.0 324.5 321.5 323.0 +0.7 2,718 26,283 -617
Feb03 020612 324.1 325.0 324.0 324.0 +0.7 33 7,814 +9
Apr03 020612 324.9 324.9 324.9 324.9 +0.7 0 2,663 +0
Total Volume and Open Interest 45,065 171,476 -2,826
Silver(CMX)
Jul02 020612 487.5 495.5 487.0 491.5 +3.3 22,357 65,071 -4,091
Sep02 020612 491.0 497.0 488.5 493.5 +3.4 4,995 14,204 +4,065
Dec02 020612 493.0 499.5 491.5 495.8 +3.4 1,971 11,635 +618
Mar03 020612 504.0 504.0 497.5 497.5 +3.4 21 1,652 +1
May03 020612 502.0 502.0 498.8 498.8 +3.4 111 1,433 +99
Total Volume and Open Interest 29,981 101,564 +917
Platinum(NYM)
Jul02 020612 557.0 559.5 554.5 555.9 -0.5 291 6,352 +32
Oct02 020612 553.0 553.0 549.2 549.2 -0.2 20 313 +19
Jan03 020612 546.4 546.4 546.2 546.2 -0.2 0 3 +0
Total Volume and Open Interest 311 6,668 +51
Palladium(NYME)
Jun02 020612 339.00 339.00 333.75 333.75 -9.75 0 3 +0
Sep02 020612 339.00 341.00 332.50 333.75 -9.75 41 1,577 -13
Total Volume and Open Interest 41 1,580 -13
Copper(CMX)
Jul02 020612 76.40 76.75 76.00 76.40 -0.10 8,682 49,759 -1,114
Sep02 020612 77.00 77.40 76.70 77.05 -0.10 1,547 9,825 +589
Dec02 020612 77.70 77.85 77.25 77.65 -0.05 116 9,323 +12
Mar03 020612 78.25 78.25 78.25 78.25 unch 35 1,908 -5
May03 020612 78.65 78.65 78.65 78.65 unch 2 1,963 +1
Total Volume and Open Interest 10,570 86,641 -617
DJIA Index(CBOT)
Jun02 020612 9530 9635 9445 9622 +97 26,454 33,016 +705
Sep02 020612 9535 9630 9450 9620 +95 1,368 3,181 +357
Dec02 020612 9505 9623 9480 9623 +95 6 344 -1
Mar03 020612 9658 9658 9658 9658 +95 0 1 +0
Total Volume and Open Interest 27,828 36,567 +1,061
S & P 500(CME)
Jun02 020612 1011.50 1022.80 1002.50 1020.20 +6.00 105,765 357,527 -25,553
Sep02 020612 1011.50 1023.80 1003.50 1021.20 +6.00 44,709 215,458 +32,462
Dec02 020612 1014.00 1023.00 1014.00 1023.00 +6.00 2,515 17,142 +2,500
Mar03 020612 1026.70 1026.70 1026.70 1026.70 +6.00 5 110 +10
Total Volume and Open Interest 152,994 590,410 +9,419
S & P 500 E-Mini(Globex)
Jun02 020612 1014.00 1022.75 1002.50 1020.25 +6.00 445,770 244,365 +3,836
Sep02 020612 1015.25 1023.75 1003.50 1021.25 +6.00 3,095 11,253 +891
Total Volume and Open Interest 448,865 255,618 +4,727
NASDAQ 100(CME)
Jun02 020612 1097.00 1124.00 1079.00 1121.00 +17.00 15,660 65,346 -1,610
Sep02 020612 1102.00 1129.00 1088.00 1126.00 +17.00 1,805 4,596 +1,785
Dec02 020612 1110.00 1132.00 1110.00 1132.00 +17.00 0 50 +0
Total Volume and Open Interest 17,465 69,992 +175
NASDAQ 100 E-Mini(GLOBEX)
Jun02 020612 1102.0 1124.5 1079.0 1121.0 +17.0 202,782 202,161 +7,860
Sep02 020612 1110.0 1129.5 1084.0 1126.0 +17.0 1,311 1,514 +1,006
Total Volume and Open Interest 204,093 203,675 +8,866
NYSE Composite(NYBOT)
Jun02 020612 543.75 547.25 540.00 546.50 +1.50 1,094 2,615 -101
Sep02 020612 544.60 547.00 540.00 546.70 +1.30 880 1,000 +400
Dec02 020612 546.90 546.90 546.90 546.90 +1.10 0 200 +0
Total Volume and Open Interest 1,974 3,815 +299
S & P Midcap 400(CME)
Jun02 020612 499.00 499.75 492.50 499.00 -1.00 1,203 14,534 -247
Sep02 020612 500.00 500.15 494.50 500.15 -1.05 267 1,773 +321
Dec02 020612 503.30 503.30 503.30 503.30 -1.05      
Total Volume and Open Interest 1,470 16,307 +74
Russell 2000(CME)
Jun02 020612 461.00 464.50 456.50 461.50 -0.60 3,004 25,125 -229
Sep02 020612 460.50 463.75 459.00 462.10 -0.60 620 1,697 +649
Dec02 020612 464.10 464.10 464.10 464.10 -0.60      
Total Volume and Open Interest 3,624 26,822 +420
Value Line(KCBT)
Jun02 020612 1175.00 1180.00 1162.50 1177.00 unch 110 263 -24
Total Volume and Open Interest 121 294 -13
Nikkei 225(CME)
Jun02 020612 11315 11345 11235 11320 -65 12,537 19,090 -4,208
Sep02 020612 11300 11350 11250 11330 -70 11,839 16,002 +8,367
Total Volume and Open Interest 24,376 35,126 +4,159
Nikkei 225(SIMEX)
Jun02 020612 11380 11400 11255 11325 -135 43,148 94,448 -2,076
Sep02 020612 11390 11410 11260 11325 -130 35,009 43,137 +33,096
Dec02 020612 11300 11300 11300 11300 -130 0 149 +0
Total Volume and Open Interest 78,157 138,035 +31,020
CAC 40(MATIF)
Jun02 020612 4052.0 4054.0 3970.0 4007.0 -107.0 55,051 471,858 +12,938
Jul02 020612 4014.0 4014.0 4014.0 4014.0 -107.0 0 513 +0
Aug02 020612 4025.0 4025.0 4025.0 4025.0 -108.0      
Total Volume and Open Interest 55,088 537,965 +12,975
DAX Index(EUREX)
Jun02 020612 4566.0 4579.0 4482.0 4526.5 -107.5 65,633 244,091 -3,598
Sep02 020612 4606.5 4617.0 4530.0 4566.0 -108.5 3,223 17,013 +2,548
Dec02 020612 4640.0 4657.5 4585.0 4607.5 -112.5 188 3,457 +139
Total Volume and Open Interest 69,044 264,561 -911
FT-SE 100(LIFFE)
Jun02 020612 4873.00 4896.00 4821.00 4862.00 -74.00 50,218 323,607 +1,728
Sep02 020612 4884.00 4905.00 4832.00 4873.00 -74.00 3,590 33,558 +1,214
Dec02 020612 4904.50 4916.50 4904.50 4911.50 -75.50 750 10,582 +240
Total Volume and Open Interest 54,558 372,010 +3,182
SPI 200(SFE)
Jun02 020612 3319.0 3337.0 3317.0 3333.0 +5.0 13,672 133,664 +4,562
Sep02 020612 3335.0 3351.0 3332.0 3347.0 +5.0 1,739 9,497 +2,294
Dec02 020612 3365.0 3365.0 3365.0 3365.0 +6.0 27 1,435 +27
Total Volume and Open Interest 15,438 145,807 +6,883
GSCI(CME)
Jun02 020612 190.00 191.50 190.00 190.75 +2.30 4,156 8,672 -3,614
Jul02 020612 192.20 192.80 192.20 192.80 +2.15 4,277 11,634 +3,654
Aug02 020612 192.40 192.40 192.40 192.40 +1.70 0 3 +0
Total Volume and Open Interest 8,433 20,309 +40
Bridge CRB Index(NYBOT)
Aug02 020612 202.40 203.50 202.20 202.75 +0.70 21 214 +13
Nov02 020612 206.50 206.50 205.00 205.00 +0.65 0 54 +0
Jan03 020612 206.75 206.75 206.75 206.75 +0.10      
Total Volume and Open Interest 42 371 +10
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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