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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 Mon June 17, 2002
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jul02 020617 495.00 502.00 492.75 498.75 +1.75 29,441 74,582 -2,053
Aug02 020617 490.00 496.00 487.50 493.00 +2.00 7,244 21,131 +1,171
Sep02 020617 477.50 484.00 476.00 480.75 +1.50 1,928 12,083 +339
Nov02 020617 469.00 477.00 468.25 473.75 +1.50 8,489 50,748 -432
Jan03 020617 473.00 479.00 472.00 476.75 +2.25 1,054 8,514 +83
Mar03 020617 476.00 482.00 475.50 479.50 +2.00 671 6,877 +254
May03 020617 478.50 482.50 478.50 479.75 +0.75 233 8,920 +0
Total Volume and Open Interest 49,093 187,336 -656
Soybean Meal(CBOT)
Jul02 020617 164.00 166.60 163.60 165.90 +1.20 20,972 44,471 -6,928
Aug02 020617 161.30 163.60 160.80 163.00 +0.90 5,127 20,917 +796
Sep02 020617 158.10 160.00 157.70 159.20 +0.60 3,088 16,526 +908
Oct02 020617 154.20 156.10 153.80 155.30 +0.80 1,079 11,786 +400
Dec02 020617 152.60 154.60 152.40 153.80 +0.70 5,222 30,740 +817
Jan03 020617 152.00 153.90 151.90 153.30 +0.70 405 4,674 +154
Mar03 020617 150.80 152.00 150.70 151.50 -0.30 331 4,102 +59
May03 020617 149.30 150.00 149.30 149.60 -0.20 986 4,110 +225
Total Volume and Open Interest 37,411 140,995 -3,464
Soybean Oil(CBOT)
Jul02 020617 18.20 18.24 18.00 18.13 -0.07 13,851 52,013 -1,851
Aug02 020617 18.25 18.33 18.09 18.23 -0.05 5,647 19,966 +426
Sep02 020617 18.35 18.43 18.19 18.33 -0.04 1,544 11,905 +244
Oct02 020617 18.43 18.50 18.27 18.40 -0.04 297 7,210 +97
Dec02 020617 18.61 18.70 18.46 18.60 -0.05 3,176 25,514 +394
Jan03 020617 18.60 18.72 18.60 18.72 -0.06 665 3,818 -403
Mar03 020617 18.89 18.89 18.89 18.89 -0.04 99 2,842 +23
May03 020617 18.90 19.03 18.90 19.03 -0.02 542 3,407 +222
Total Volume and Open Interest 25,822 129,448 -847
Canola(WCE)
Jul02 020617 338.5 340.2 336.7 338.7 -0.3 1,254 9,467 -1,415
Sep02 020617 343.5 343.5 343.5 343.5 -0.7 195 116 +99
Nov02 020617 346.3 347.6 345.0 346.7 -0.8 3,613 26,256 +1,192
Jan03 020617 348.2 349.6 348.2 349.6 -0.7 13 1,389 +5
Mar03 020617 349.8 349.8 349.8 349.8 -0.9 210 450 +85
Total Volume and Open Interest 5,285 37,688 -34
Corn(CBOT)
Jul02 020617 208.25 209.25 207.25 208.00 -1.25 39,930 150,466 -5,618
Sep02 020617 215.00 216.50 214.25 215.25 -0.75 10,733 84,274 +1,950
Dec02 020617 224.50 226.00 223.75 224.50 -1.00 15,515 141,399 +2,359
Mar03 020617 232.75 234.00 232.00 232.75 -0.75 1,006 22,936 -74
May03 020617 235.75 237.00 235.75 236.00 -0.50 407 7,484 +48
Jul03 020617 238.50 239.75 238.00 239.00 -0.50 826 11,584 +494
Total Volume and Open Interest 69,127 434,983 -806
Wheat(CBOT)
Jul02 020617 294.00 294.50 288.50 289.25 -5.00 22,278 41,853 -1,771
Sep02 020617 299.50 300.50 295.50 296.25 -4.50 8,287 27,294 +1,970
Dec02 020617 308.00 308.00 304.50 304.75 -4.00 6,126 25,448 +1,060
Mar03 020617 309.00 309.00 305.75 306.50 -3.50 1,025 3,347 -67
May03 020617 301.00 301.00 301.00 301.00 -2.00 1 512 -1
Total Volume and Open Interest 38,004 101,445 +1,196
Wheat(KCBT)
Jul02 020617 312.50 312.50 306.50 308.00 -5.25 8,101 28,912 -4,575
Sep02 020617 316.50 316.50 310.50 311.50 -5.25 5,106 19,823 +369
Dec02 020617 318.50 319.00 314.00 315.25 -4.00 1,437 15,659 +145
Mar03 020617 316.50 316.50 313.75 314.50 -2.50 123 4,287 +22
May03 020617 316.00 316.00 315.00 315.00 -2.00 0 305 +0
Total Volume and Open Interest 14,945 70,655 -3,933
Wheat(MGE)
Jul02 020617 304.00 304.50 299.75 300.25 -5.00 2,423 8,515 -488
Sep02 020617 306.25 306.25 302.00 302.00 -4.50 1,434 6,425 +580
Dec02 020617 311.00 311.50 308.00 308.00 -3.00 425 3,969 +133
Mar03 020617 317.00 317.00 314.00 314.00 -2.50 374 1,683 +181
May03 020617 317.00 318.00 316.00 316.50 -0.50 80 663 +53
Total Volume and Open Interest 4,834 22,284 +448
Oats(CBOT)
Jul02 020617 181.50 183.00 179.75 182.00 -1.75 486 4,380 -15
Sep02 020617 145.75 150.00 145.00 149.75 +2.75 147 962 +10
Dec02 020617 140.25 140.50 139.75 140.50 -1.00 155 4,929 +63
Mar03 020617 143.00 143.00 143.00 143.00 -1.50 20 150 -5
Total Volume and Open Interest 823 10,429 +58
Rough Rice(CBOT)
Jul02 020617 3.97 4.02 3.92 3.98 +0.03 147 2,837 -92
Sep02 020617 4.23 4.30 4.19 4.22 +0.02 89 1,457 -20
Nov02 020617 4.44 4.50 4.38 4.42 +0.01 198 1,931 +22
Jan03 020617 4.62 4.62 4.62 4.62 +0.02 4 935 -1
Total Volume and Open Interest 458 8,358 -94
Live Cattle(CME)
Jun02 020617 63.150 63.800 62.800 63.750 +0.900 3,744 7,013 -1,381
Aug02 020617 62.750 63.750 62.600 63.650 +1.125 6,665 39,050 -578
Oct02 020617 64.750 65.500 64.700 65.400 +0.825 1,851 25,839 -300
Dec02 020617 66.350 66.900 66.350 66.825 +0.475 688 13,129 +146
Feb03 020617 67.900 68.250 67.850 68.150 +0.325 215 4,013 -16
Apr03 020617 69.100 69.500 68.900 69.450 +0.500 115 1,975 +10
Total Volume and Open Interest 13,281 91,023 -2,116
Feeder Cattle(CME)
Aug02 020617 76.700 77.650 76.450 77.400 +1.050 963 7,187 -3
Sep02 020617 76.200 77.200 76.150 77.075 +1.275 266 936 -43
Oct02 020617 76.450 77.450 76.450 77.250 +1.000 246 1,481 -23
Nov02 020617 77.300 78.000 77.150 77.900 +0.950 110 644 -30
Jan03 020617 77.000 77.550 77.000 77.250 +0.750 11 405 +3
Mar03 020617 76.150 76.600 76.150 76.600 +0.400 6 23 +5
Apr03 020617 76.500 76.500 76.500 76.500 +0.500 8 66 +3
Total Volume and Open Interest 1,610 10,742 -88
Lean Hogs(CME)
Jul02 020617 49.700 50.450 49.500 49.850 +0.775 2,875 9,242 -251
Aug02 020617 47.550 48.500 47.400 47.700 +0.500 1,490 10,215 +210
Oct02 020617 38.700 39.300 38.500 39.075 +0.375 245 3,603 +32
Dec02 020617 36.600 37.000 36.450 36.825 +0.475 301 3,972 +46
Feb03 020617 39.800 40.300 39.800 39.900 +0.100 11 655 +6
Apr03 020617 41.700 41.950 41.500 41.500 +0.250 8 73 +8
May03 020617 47.200 47.350 46.800 46.800 +0.275      
Jun03 020617 51.600 51.600 51.000 51.000 unch 6 19 +4
Total Volume and Open Interest 5,277 29,578 +322
Pork Bellies(CME)
Jul02 020617 61.100 63.200 60.800 62.725 +2.150 506 2,004 +4
Aug02 020617 60.800 62.700 60.800 62.175 +1.975 211 969 +66
Feb03 020617 61.800 61.900 61.800 61.900 +0.200 38 97 +6
Mar03 020617 60.500 60.500 60.500 60.500 unch 0 2 +0
May03 020617 59.750 59.750 59.750 59.750 unch 0 3 +0
Total Volume and Open Interest 755 3,075 +76
Cocoa(NYBOT)
Jul02 020617 1445 1480 1435 1474 +18 5,824 2,491 -2,999
Sep02 020617 1467 1503 1461 1492 +8 6,688 31,965 +984
Dec02 020617 1461 1492 1453 1479 +3 2,119 18,798 +476
Mar03 020617 1455 1480 1455 1469 +4 425 13,760 +106
May03 020617 1472 1472 1472 1472 +4 0 6,123 +0
Jul03 020617 1475 1475 1475 1475 +3 206 5,231 +67
Sep03 020617 1482 1482 1482 1482 +4 50 11,950 +50
Total Volume and Open Interest 15,379 97,226 -1,294
Coffee "C"(NYBOT)
Jul02 020617 46.25 47.25 46.25 47.10 +0.65 8,333 12,187 -4,247
Sep02 020617 49.10 49.90 48.90 49.75 +0.70 10,943 33,904 +3,009
Dec02 020617 52.15 53.15 52.10 52.90 +0.75 2,454 10,404 +691
Mar03 020617 54.90 55.80 54.90 55.40 +0.75 590 5,734 +38
May03 020617 56.50 57.25 56.50 56.80 +0.80 135 2,293 -16
Jul03 020617 57.80 58.70 57.80 58.20 +0.90 85 2,301 +37
Total Volume and Open Interest 22,572 68,333 -462
Orange Juice(NYBOT)
Jul02 020617 91.35 91.45 90.90 91.05 -0.40 864 9,562 +161
Sep02 020617 90.85 90.90 90.40 90.40 -0.45 674 7,870 +340
Nov02 020617 90.30 90.50 89.80 89.80 -0.40 169 3,100 -29
Jan03 020617 90.75 90.75 90.75 90.75 -0.45 0 3,758 +0
Mar03 020617 91.45 91.45 91.45 91.45 -0.50 65 2,337 +24
Total Volume and Open Interest 1,772 26,977 +496
Sugar #11(NYBOT)
Jul02 020617 5.17 5.19 5.02 5.03 -0.23 20,991 42,331 -4,488
Oct02 020617 5.12 5.16 5.01 5.02 -0.23 9,115 58,052 +3,070
Mar03 020617 5.40 5.49 5.38 5.38 -0.19 2,110 22,701 +127
May03 020617 5.42 5.46 5.37 5.37 -0.18 168 7,777 +36
Jul03 020617 5.30 5.34 5.24 5.24 -0.17 371 12,496 +13
Total Volume and Open Interest 33,653 154,459 -1,337
London Cocoa(LCE)
Jul02 020617 1253 1271 1240 1265 +12 2,204 35,856 -1,400
Sep02 020617 1232 1245 1214 1240 +8 2,939 43,199 -41
Dec02 020617 1138 1144 1122 1140 +2 427 19,336 +42
Mar03 020617 1112 1122 1109 1120 -2 591 36,209 -148
May03 020617 1125 1133 1123 1131 -3 195 6,822 +19
Jul03 020617 1136 1145 1136 1144 -3 45 6,601 -28
Sep03 020617 1145 1145 1145 1145 -3 0 4,365 +0
Total Volume and Open Interest 6,411 159,799 -1,546
London Coffee(LCE)
Jul02 020617 504.00 510.00 495.00 510.00 +4.00 2,846 19,007 -1,642
Sep02 020617 515.00 527.00 512.00 527.00 +7.00 3,698 42,911 +574
Nov02 020617 528.00 539.00 523.00 538.00 +6.00 1,894 20,472 +986
Jan03 020617 540.00 548.00 533.00 548.00 +6.00 1,624 12,349 +412
Mar03 020617 545.00 557.00 545.00 557.00 +6.00 124 8,293 +80
May03 020617 555.00 566.00 553.00 566.00 +7.00 319 4,351 +231
Total Volume and Open Interest 10,601 107,546 +686
London Sugar(LCE)
Aug02 020617 193.40 193.50 189.20 189.60 -3.90 1,845 17,422 -599
Oct02 020617 172.00 173.00 167.00 167.20 -4.50 639 12,275 +318
Dec02 020617 171.90 171.90 167.80 167.80 -4.50 394 3,194 +67
Mar03 020617 175.10 175.20 170.60 170.60 -4.70 316 4,640 +144
May03 020617 178.00 178.00 173.00 173.60 -4.70 0 2,107 +0
Total Volume and Open Interest 3,194 39,638 -70
Cotton(NYBOT)
Jul02 020617 38.99 40.00 38.95 39.76 +0.77 5,083 13,483 -3,589
Oct02 020617 41.30 42.30 41.20 42.23 +0.78 308 3,150 -9
Dec02 020617 43.10 44.20 43.10 43.99 +0.81 4,668 37,405 +458
Mar03 020617 45.05 46.20 45.05 45.95 +0.95 322 4,758 +84
May03 020617 47.50 48.33 47.50 48.33 +0.86 304 2,967 +129
Jul03 020617 49.60 49.60 49.60 49.60 +0.95 67 1,298 +27
Total Volume and Open Interest 10,769 63,714 -2,904
Lumber(CME)
Jul02 020617 267.8 268.0 264.0 267.8 +2.6 400 1,559 -22
Sep02 020617 270.8 270.9 269.2 269.9 +0.1 117 561 -3
Nov02 020617 270.6 270.9 269.4 269.4 +0.2 28 112 +5
Jan03 020617 282.9 283.5 282.9 283.5 +0.6 6 36 +2
Total Volume and Open Interest 551 2,281 -18
Crude Oil(NYM)
Jul02 020617 26.20 26.50 26.05 26.09 +0.15 77,902 71,964 -6,909
Aug02 020617 26.35 26.72 26.30 26.34 +0.20 63,913 119,241 +6,555
Sep02 020617 26.28 26.50 26.10 26.14 +0.04 16,914 47,726 +2,234
Oct02 020617 26.12 26.30 25.99 25.99 +0.02 4,948 27,540 +262
Nov02 020617 26.10 26.10 25.84 25.84 -0.01 1,193 16,341 -180
Dec02 020617 25.85 26.02 25.69 25.69 -0.04 6,223 51,675 +578
Jan03 020617 25.68 25.84 25.48 25.48 -0.06 735 20,284 +195
Feb03 020617 25.47 25.48 25.28 25.28 -0.08 225 9,866 -145
Mar03 020617 25.30 25.30 25.08 25.08 -0.10 556 8,967 -20
Apr03 020617 25.15 25.15 24.92 24.92 -0.11 93 5,927 +83
Total Volume and Open Interest 177,897 476,285 +3,820
Heating Oil(NYM)
Jul02 020617 66.80 67.50 66.40 66.49 +0.09 16,866 27,893 -1,926
Aug02 020617 67.70 68.10 67.10 67.21 +0.10 6,310 32,264 +514
Sep02 020617 68.40 68.75 67.80 67.96 unch 2,840 14,186 -110
Oct02 020617 69.25 69.45 68.76 68.76 -0.05 1,274 9,867 -22
Nov02 020617 70.00 70.35 69.56 69.56 -0.10 381 7,918 +226
Dec02 020617 70.50 70.95 70.16 70.16 -0.15 1,298 18,001 +481
Jan03 020617 70.80 71.30 70.41 70.41 -0.20 948 8,753 -95
Feb03 020617 70.80 71.00 70.11 70.11 -0.25 283 8,010 +75
Mar03 020617 69.50 69.80 68.81 68.81 -0.40 116 5,108 +110
Apr03 020617 67.90 68.20 67.11 67.11 -0.50 53 2,559 +1
Total Volume and Open Interest 30,393 141,323 -754
Unleaded Gas(NYM)
Jul02 020617 79.20 80.40 79.00 79.10 +0.40 21,412 41,246 -314
Aug02 020617 79.50 80.60 79.25 79.40 +0.42 12,418 38,673 +2,330
Sep02 020617 77.70 78.80 77.50 77.55 +0.39 3,713 16,775 +540
Oct02 020617 74.20 74.50 73.80 73.80 +0.24 325 12,223 +11
Nov02 020617 72.10 72.30 71.95 71.95 +0.09 71 1,691 -2
Dec02 020617 71.20 71.40 71.05 71.05 -0.01 538 3,250 -44
Jan03 020617 71.50 71.50 70.95 70.95 -0.11 210 1,876 +117
Feb03 020617 71.20 71.20 71.20 71.20 -0.21 60 272 -50
Total Volume and Open Interest 38,747 119,057 +2,588
Natural Gas(NYM)
Jul02 020617 3.440 3.470 3.370 3.377 +0.035 49,822 48,435 -3,760
Aug02 020617 3.485 3.535 3.440 3.447 +0.039 11,222 42,154 +268
Sep02 020617 3.520 3.555 3.470 3.472 +0.037 3,659 32,449 +107
Oct02 020617 3.545 3.580 3.490 3.502 +0.037 5,550 51,035 -1,679
Nov02 020617 3.820 3.865 3.770 3.777 +0.035 1,475 33,030 +180
Dec02 020617 4.070 4.100 4.022 4.022 +0.035 1,884 33,416 -189
Jan03 020617 4.160 4.180 4.106 4.106 +0.035 3,143 30,701 +388
Feb03 020617 4.080 4.140 4.040 4.040 +0.031 802 23,358 -170
Total Volume and Open Interest 86,240 528,184 -3,036
Brent Crude Oil(IPE)
Aug02 020617 25.28 25.64 25.05 25.24 +0.25 39,114 67,362 -50
Sep02 020617 25.29 25.61 25.15 25.30 +0.12 9,599 40,038 +785
Oct02 020617 25.17 25.46 25.10 25.20 +0.10 2,173 17,679 +55
Nov02 020617 24.96 25.30 24.96 25.04 +0.04 384 8,295 +275
Dec02 020617 25.00 25.17 24.84 24.92 +0.02 3,864 32,116 -556
Jan03 020617 24.70 24.94 24.70 24.71 -0.01 396 12,310 +44
Feb03 020617 24.54 24.54 24.54 24.54 -0.02 100 5,081 +0
Mar03 020617 24.36 24.36 24.36 24.36 -0.03 100 3,931 -100
Total Volume and Open Interest 56,330 213,232 -30,275
Gas Oil(IPE)
Jul02 020617 205.00 207.00 203.50 205.50 +3.50 17,415 44,543 -4,467
Aug02 020617 207.00 209.00 205.25 207.75 +3.75 8,617 26,779 +2,296
Sep02 020617 209.00 210.50 208.00 209.50 +3.50 1,330 11,013 +405
Oct02 020617 211.00 211.25 211.00 211.25 +3.25 2,055 16,538 +354
Nov02 020617 212.50 212.50 212.50 212.50 +3.00 1,068 15,592 +853
Dec02 020617 211.25 214.00 211.25 212.75 +3.00 773 37,687 +139
Jan03 020617 212.00 213.00 212.00 212.75 +3.00 550 7,605 +550
Feb03 020617 210.75 210.75 210.75 210.75 +2.50 0 2,240 +0
Total Volume and Open Interest 32,358 189,374 +280
US Dollar Index(NYBOT)
Jun02 020617 110.97 111.16 110.94 111.00 +0.20 237 1,356 -148
Sep02 020617 111.38 111.68 111.30 111.40 +0.05 2,425 11,458 -868
Dec02 020617 111.96 111.96 111.96 111.96 +0.05 3 2,017 +0
Total Volume and Open Interest 2,665 14,832 -1,016
Australian Dollar(IMM)
Jun02 020617 55.75 55.75 55.60 55.60 -0.44 1,257 12,699 -2,469
Sep02 020617 55.30 55.42 55.10 55.30 -0.29 4,876 33,375 -617
Dec02 020617 54.75 54.85 54.75 54.85 -0.29 1 494 +0
Total Volume and Open Interest 6,136 47,229 -3,084
British Pound(IMM)
Jun02 020617 147.58 147.86 147.56 147.74 +0.08 2,229 13,695 -1,283
Sep02 020617 146.74 147.16 146.66 147.10 +0.26 6,020 43,725 +1,459
Dec02 020617 146.18 146.18 146.18 146.18 +0.24 4 189 +1
Total Volume and Open Interest 8,253 57,609 +177
Canadian Dollar(IMM)
Jun02 020617 64.57 64.66 64.52 64.61 -0.06 5,915 23,028 -1,710
Sep02 020617 64.42 64.52 64.37 64.46 -0.06 16,990 69,265 +2,190
Dec02 020617 64.26 64.35 64.23 64.30 -0.06 329 3,455 +167
Mar03 020617 64.10 64.15 64.10 64.15 -0.06 5 620 +5
Total Volume and Open Interest 23,276 96,853 +658
Japanese Yen(IMM)
Jun02 020617 80.47 80.47 80.37 80.37 -0.23 8,851 25,026 -8,141
Sep02 020617 80.86 80.86 80.67 80.74 -0.23 10,957 66,435 +3,505
Dec02 020617 81.14 81.14 81.14 81.14 -0.23 8 870 +4
Total Volume and Open Interest 19,816 92,709 -4,632
Swiss Franc(IMM)
Jun02 020617 63.84 63.84 63.76 63.81 -0.28 2,199 31,837 -953
Sep02 020617 63.95 64.15 63.85 64.07 -0.12 14,302 39,123 +2,298
Dec02 020617 64.17 64.17 64.17 64.17 -0.13 1 134 +0
Total Volume and Open Interest 16,502 71,095 +1,345
EuroFX(IMM)
Jun02 020617 94.16 94.34 94.12 94.29 -0.25 8,108 47,779 -5,401
Sep02 020617 93.86 94.13 93.73 94.04 -0.12 25,698 106,859 +10,055
Dec02 020617 93.65 93.74 93.61 93.67 -0.12 56 1,264 +2
Total Volume and Open Interest 33,871 156,109 +4,664
Mexican Peso(IMM)
Jun02 020617 10390.0 10405.0 10385.0 10385.0 +23.0 571 16,425 +70
Sep02 020617 10225.0 10270.0 10215.0 10245.0 +48.0 3,472 16,748 -1,044
Total Volume and Open Interest 4,255 35,101 -868
30-Year T-Bonds(CBOT)
Jun02 020617 105~02 105~05 104~07 104~10 -0~24 9,984 35,424 -5,687
Sep02 020617 103~28 104~01 103~01 103~04 -0~24 251,121 393,728 +5,245
Dec02 020617 102~26 102~26 102~01 102~01 -0~24 2,044 30,688 +981
Total Volume and Open Interest 263,149 459,842 +539
Municipal Bonds(CBOT)
Jun02 020617 106~03 106~03 105~21 105~21 -0~11 361 5,274 +3
Sep02 020617 104~29 105~04 104~11 104~11 -0~14 677 3,438 +168
Total Volume and Open Interest 1,038 8,712 +171
10-Year T-Notes(CBOT)
Jun02 020617 108~210 108~220 108~050 108~070 -0~125 18,063 92,835 -4,934
Sep02 020617 107~080 107~115 106~240 106~270 -0~130 341,849 708,712 -520
Total Volume and Open Interest 360,328 802,559 -5,082
5-Year T-Notes(CBOT)
Jun02 020617 108~100 108~100 108~060 108~090 -0~060 11,007 40,699 -7,837
Sep02 020617 107~030 107~035 106~280 106~315 -0~065 68,412 559,079 +3,903
Total Volume and Open Interest 79,419 599,778 -3,934
2 Year T-Notes(CBOT)
Jun02 020617 105~060 105~064 105~057 105~061 -0~004 1,395 11,579 -304
Sep02 020617 104~097 104~100 104~089 104~094 -0~007 9,428 96,892 +970
Total Volume and Open Interest 10,823 108,471 +666
3-Mth T-Bills(IMM)
Sep02 020617 98.21 98.21 98.17 98.17 -0.04 46 164 +41
Total Volume and Open Interest 91 441 +38
Eurodollars(IMM)
Jun02 020617 98.120 98.120 98.120 98.120 -0.002 64,228 585,206 -6,040
Sep02 020617 97.905 97.910 97.890 97.895 -0.020 198,769 672,592 +3,595
Dec02 020617 97.505 97.505 97.460 97.505 -0.010 275,887 741,480 -6,944
Mar03 020617 96.955 96.955 96.900 96.945 -0.020 207,444 549,469 +12,486
Jun03 020617 96.370 96.370 96.315 96.365 -0.015 97,611 297,363 -41,497
Sep03 020617 95.890 95.895 95.845 95.880 -0.015 49,822 282,091 +3,928
Dec03 020617 95.525 95.525 95.470 95.505 -0.015 31,043 211,073 +3,199
Mar04 020617 95.310 95.310 95.245 95.280 -0.035 20,307 175,955 +615
Jun04 020617 95.120 95.120 95.055 95.080 -0.050 11,093 141,023 -9,405
Sep04 020617 94.960 94.960 94.900 94.920 -0.055 9,009 133,708 -1,475
Dec04 020617 94.770 94.770 94.720 94.750 -0.055 8,584 106,094 -1,755
Mar05 020617 94.715 94.715 94.645 94.675 -0.055 6,473 110,954 +2,343
Total Volume and Open Interest 1,032,646 4,587,157 -31,230
3-Mth Euro-Yen(IMM)
Jun02 020617 99.93 99.93 99.93 99.93 unch 2,789 20,410 +2,097
Sep02 020617 99.91 99.91 99.90 99.90 -0.01 161 5,046 +36
Dec02 020617 99.89 99.89 99.89 99.89 -0.01 53 3,901 +252
Mar03 020617 99.85 99.85 99.85 99.85 -0.01 2 2,697 -206
Jun03 020617 99.85 99.85 99.85 99.85 unch 10 3,293 +1
Sep03 020617 99.82 99.82 99.82 99.82 unch 1,285 7,886 -80
Dec03 020617 99.76 99.76 99.76 99.76 unch 0 1,627 +0
Mar04 020617 99.70 99.70 99.70 99.70 unch 0 693 +0
Jun04 020617 99.65 99.65 99.65 99.65 unch 0 327 +0
Sep04 020617 99.56 99.56 99.56 99.56 unch 0 530 +100
Total Volume and Open Interest 4,300 47,132 +2,300
3-Mth Euro-Yen(SIMEX)
Sep02 020617 99.91 99.91 99.90 99.90 -0.01 4,297 39,215 +1,896
Dec02 020617 99.89 99.89 99.89 99.89 -0.01 1,323 36,566 +105
Mar03 020617 99.86 99.86 99.85 99.85 0.00 1,351 34,714 -227
Jun03 020617 99.86 99.86 99.85 99.85 -0.01 632 49,509 -78
Sep03 020617 99.81 99.81 99.81 99.81 unch 1,602 32,300 -506
Dec03 020617 99.76 99.76 99.76 99.76 unch 17 13,482 +0
Mar04 020617 99.70 99.70 99.69 99.69 -0.01 517 13,623 +97
Jun04 020617 99.67 99.67 99.66 99.66 -0.01 15 5,174 +15
Total Volume and Open Interest 11,626 305,739 +4,251
German Euro-Bund(EUREX)
Sep02 020617 107.15 107.15 106.83 106.87 -0.28 761,558 677,799 -17,977
Dec02 020617 106.41 106.41 106.29 106.29 -0.27 4,853 3,246 +11
Mar03 020617 106.25 106.25 106.25 106.25 -0.28      
Total Volume and Open Interest 766,411 681,045 -17,966
German Euro-Bobl(EUREX)
Sep02 020617 105.87 105.87 105.62 105.67 -0.19 542,119 489,650 +9,973
Dec02 020617 105.05 105.08 105.05 105.08 -0.18 2,059 4,217 +200
Mar03 020617 104.77 104.77 104.77 104.77 -0.19      
Total Volume and Open Interest 544,178 493,867 +10,173
Long Gilt(LIFFE)
Jun02 020617 113~14 113~17 113~09 113~12 -0~02 981 17,824 -221
Sep02 020617 112~21 112~28 112~15 112~19 -0~02 53,455 96,120 +5,937
Total Volume and Open Interest 54,436 113,944 +5,716
3-Mth Short Sterling(LIFFE)
Jun02 020617 95.81 95.82 95.79 95.80 -0.01 19,664 0 +0
Sep02 020617 95.44 95.46 95.40 95.42 -0.03 51,906 0 +0
Dec02 020617 95.08 95.10 95.02 95.05 -0.03 69,027 0 +0
Total Volume and Open Interest 217,308    
3-Mth Euribor(LIFFE)
Jun02 020617 96.535 96.540 96.530 96.535 unch 60,412 296,824 -28,895
Sep02 020617 96.360 96.360 96.310 96.320 -0.030 136,876 331,378 -5,071
Dec02 020617 96.115 96.115 96.055 96.070 -0.035 153,618 280,458 +677
Total Volume and Open Interest 541,212 1,674,536 -32,265
3-Mth Aus T-Bills(SFE)
Jun02 020613 94.98 94.98 94.92 94.94 -0.05 17,536 74,918 -60,651
Sep02 020617 94.67 94.70 94.65 94.70 +0.07 25,867 232,104 +15,361
Dec02 020617 94.34 94.36 94.31 94.35 +0.07 9,402 102,730 +6,335
Mar03 020617 94.14 94.18 94.14 94.18 +0.07 2,289 44,025 +1,479
Jun03 020617 94.04 94.10 94.04 94.10 +0.09 526 22,175 +537
Sep03 020617 93.98 94.04 93.98 94.03 +0.08 326 14,479 +305
Dec03 020617 93.93 93.98 93.93 93.97 +0.08 1,456 13,174 +1,436
Mar04 020617 93.89 93.96 93.89 93.95 +0.08 357 7,303 +332
Jun04 020617 93.91 93.95 93.91 93.93 +0.07 266 2,814 +266
Sep04 020617 93.93 93.93 93.93 93.93 +0.09 215 1,834 +205
Total Volume and Open Interest 41,054 442,904 +25,920
10-Year Aus T-Bonds(SFE)
Jun02 020617 94.13 94.15 94.09 94.10 +0.02 30,220 267,175 +0
Sep02 020617 94.08 94.11 94.04 94.07 +0.03 3,357 145,735 +33,533
Total Volume and Open Interest 60,777 379,377 +379,377
3-Year Aus T-Bonds(SFE)
Jun02 020617 94.45 94.46 94.40 94.42 +0.03 103,584 557,074 -37,097
Sep02 020617 94.35 94.35 94.29 94.34 +0.06 78,994 164,009 +83,692
Total Volume and Open Interest 182,578 721,083 +46,595
Gold(CMX)
Jun02 020617 317.3 318.8 317.3 317.4 -1.7 67 935 -39
Aug02 020617 318.5 319.5 317.7 318.1 -1.7 30,161 99,669 -1,422
Oct02 020617 319.0 320.0 318.8 319.1 -1.7 129 5,448 -11
Dec02 020617 320.4 321.4 319.5 320.0 -1.7 2,572 26,346 +373
Feb03 020617 320.5 321.5 320.5 320.9 -1.7 6 7,726 -2
Apr03 020617 322.0 322.0 321.5 321.8 -1.6 0 2,764 +0
Total Volume and Open Interest 34,022 167,322 -292
Silver(CMX)
Jul02 020617 483.0 485.0 480.0 482.3 -2.7 8,581 60,049 -967
Sep02 020617 486.0 487.5 483.0 484.3 -2.7 950 19,078 +255
Dec02 020617 489.0 489.0 485.0 486.7 -2.7 684 12,853 +287
Mar03 020617 489.0 489.0 488.6 488.6 -2.7 124 1,679 +20
May03 020617 490.0 490.0 490.0 490.0 -2.7 8 1,439 -4
Total Volume and Open Interest 10,418 102,937 -817
Platinum(NYM)
Jul02 020617 562.0 563.5 556.0 562.3 -0.4 619 6,085 +100
Oct02 020617 557.0 558.5 554.8 554.8 -0.4 212 748 +176
Jan03 020617 551.8 551.8 551.8 551.8 -0.4 0 8 +2
Total Volume and Open Interest 831 6,841 +278
Palladium(NYME)
Jun02 020617 334.00 334.00 334.00 334.00 -0.25 0 4 -1
Sep02 020617 334.25 336.50 333.00 334.00 -0.25 90 1,845 +27
Total Volume and Open Interest 90 1,849 +26
Copper(CMX)
Jul02 020617 76.25 76.50 75.80 76.10 -0.40 8,415 47,851 -880
Sep02 020617 77.00 77.10 76.40 76.75 -0.40 750 9,925 +77
Dec02 020617 77.40 77.50 77.20 77.35 -0.40 236 9,320 +46
Mar03 020617 77.85 77.95 77.85 77.95 -0.40 94 1,921 +18
May03 020617 78.30 78.35 78.25 78.35 -0.40 21 1,984 +20
Total Volume and Open Interest 9,909 85,482 -823
DJIA Index(CBOT)
Jun02 020617 9515 9695 9515 9681 +198 3,661 25,615 -1,680
Sep02 020617 9523 9698 9510 9680 +200 32,554 12,687 +1,259
Dec02 020617 9530 9681 9530 9681 +200 96 365 +25
Mar03 020617 9711 9711 9711 9711 +195 0 1 +0
Total Volume and Open Interest 36,311 38,693 -396
S & P 500(CME)
Jun02 020617 1014.00 1037.50 1013.50 1035.60 +26.50 76,700 249,787 -40,238
Sep02 020617 1015.00 1039.00 1014.50 1036.60 +26.60 133,054 354,771 +55,680
Dec02 020617 1020.00 1038.40 1020.00 1038.40 +27.00 44 17,164 +8
Mar03 020617 1042.30 1042.30 1042.30 1042.30 +27.40 0 134 +0
Total Volume and Open Interest 209,798 622,029 +15,450
S & P 500 E-Mini(Globex)
Jun02 020617 1010.75 1037.75 1003.50 1035.50 +26.50 27,686 224,680 -7,805
Sep02 020617 1009.00 1038.75 1008.25 1036.50 +26.50 479,809 76,131 +30,117
Total Volume and Open Interest 507,495 300,811 +22,312
NASDAQ 100(CME)
Jun02 020617 1125.00 1154.00 1125.00 1149.00 +37.50 12,037 51,219 -10,412
Sep02 020617 1130.00 1160.00 1127.00 1154.00 +37.50 26,331 32,261 +7,146
Dec02 020617 1159.00 1159.00 1159.00 1159.00 +37.50 2 55 +0
Total Volume and Open Interest 38,370 83,535 -3,266
NASDAQ 100 E-Mini(GLOBEX)
Jun02 020617 1110.0 1156.0 1108.5 1149.0 +37.5 12,665 178,397 -32,622
Sep02 020617 1117.0 1160.5 1113.5 1154.0 +37.5 245,137 50,675 +17,204
Total Volume and Open Interest 257,802 229,072 -15,418
NYSE Composite(NYBOT)
Jun02 020617 544.00 555.00 544.00 554.65 +14.35 720 1,323 -100
Sep02 020617 543.25 555.25 543.25 554.95 +14.45 1,294 1,341 +298
Dec02 020617 556.00 556.00 555.35 555.35 +14.65 0 400 +0
Total Volume and Open Interest 2,014 3,264 +198
S & P Midcap 400(CME)
Jun02 020617 498.00 509.85 498.00 509.85 +14.25 3,617 10,206 -1,447
Sep02 020617 500.50 511.50 500.50 511.00 +14.25 5,036 9,356 +3,579
Dec02 020617 514.15 514.15 514.15 514.15 +14.25      
Total Volume and Open Interest 8,653 19,562 +2,132
Russell 2000(CME)
Jun02 020617 460.00 471.50 460.00 470.90 +13.00 3,456 16,033 -854
Sep02 020617 462.00 472.00 461.50 471.50 +13.00 5,471 14,251 +1,847
Dec02 020617 473.50 473.50 473.50 473.50 +13.00      
Total Volume and Open Interest 8,927 30,284 +993
Value Line(KCBT)
Jun02 020617 1181.00 1197.00 1181.00 1197.00 +29.50 21 200 -5
Total Volume and Open Interest 119 273 +11
Nikkei 225(CME)
Sep02 020617 10760 10880 10760 10860 -15 3,170 20,139 +323
Dec02 020617 10850 10850 10850 10850 -25 0 47 +0
Total Volume and Open Interest 3,170 20,186 -17,216
Nikkei 225(SIMEX)
Sep02 020617 10875 10890 10570 10705 -185 16,277 74,162 +720
Dec02 020617 10680 10680 10680 10680 -185 0 149 +0
Mar03 020617 10675 10675 10675 10675 -185 0 300 +0
Total Volume and Open Interest 16,277 74,613 +720
CAC 40(MATIF)
Jun02 020617 3871.5 4045.0 3870.0 4016.5 +166.5 88,314 507,157 +10,038
Jul02 020617 3945.0 4023.5 3945.0 4023.5 +167.0 1,544 2,360 +1,647
Aug02 020617 4034.5 4034.5 4034.5 4034.5 +167.5      
Total Volume and Open Interest 91,378 582,266 +12,143
DAX Index(EUREX)
Jun02 020617 4350.0 4488.5 4338.5 4486.0 +181.0 110,710 220,483 -13,191
Sep02 020617 4386.0 4526.0 4380.0 4524.5 +181.0 24,897 54,467 +17,113
Dec02 020617 4428.0 4567.0 4428.0 4567.0 +184.0 375 3,819 +204
Total Volume and Open Interest 135,982 278,769 +4,126
FT-SE 100(LIFFE)
Jun02 020617 4652.00 4772.50 4631.00 4764.00 +137.00 138,995 289,769 -5,241
Sep02 020617 4680.50 4781.00 4640.00 4772.50 +137.50 49,746 98,928 +24,628
Dec02 020617 4772.50 4809.00 4772.50 4809.00 +139.00 25 11,717 +20
Total Volume and Open Interest 189,319 404,725 +19,436
SPI 200(SFE)
Jun02 020617 3280.0 3303.0 3280.0 3296.0 +11.0 13,257 140,577 +1,317
Sep02 020617 3297.0 3314.0 3295.0 3308.0 +11.0 3,762 17,395 +2,946
Dec02 020617 3326.0 3326.0 3322.0 3322.0 +10.0 133 1,456 +74
Total Volume and Open Interest 17,379 160,905 +4,543
GSCI(CME)
Jul02 020617 201.50 202.80 201.10 201.10 +1.05 683 19,474 +217
Aug02 020617 200.50 200.50 199.75 199.75 +0.75 0 3 +0
Total Volume and Open Interest 961 20,098 -3,005
Bridge CRB Index(NYBOT)
Aug02 020617 204.50 205.25 204.50 204.75 +0.25 37 255 +17
Nov02 020617 207.75 207.75 207.75 207.75 +0.25 1 104 +0
Jan03 020617 210.25 210.25 210.25 210.25 +2.15 0 50 +0
Total Volume and Open Interest 62 452 +9
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

Crude oil, gasoline, heating oil, natural gas --- Buy 'em?  Sell 'em?  When?

From crude oil at an all-time high above $145/barrel --- collapsing down to $35. A run back up to almost $115, a three-year churn, and a plunge from $107 to barely $42 in only nine months. Sellers above $60 eventually drove prices down to barely $26! Major producers are trying to support prices, currently in a range of $40-55. Can seasonal influences be muted for long?

Know the seasonal trends with MRCI's new 2017 Energy Report! https://goo.gl/08atzl