Moore Research Center, Inc.

  • Increase font size
  • Default font size
  • Decrease font size
Home MRCI Online
Print
New Windows

MRCI's Free Historical Futures Prices for

MRCI Logo
MRCI's Free Historical Futures Prices
Daily Futures Price Listing Fri June 21, 2002
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jul02 020621 489.00 499.50 487.50 495.00 +7.50 30,127 57,480 -7,761
Aug02 020621 485.50 493.50 483.50 489.00 +5.25 8,243 27,568 +1,788
Sep02 020621 476.00 483.00 473.50 478.50 +4.75 2,312 13,290 +1,287
Nov02 020621 468.25 476.00 467.00 470.75 +3.50 13,081 59,865 +3,020
Jan03 020621 472.00 478.00 471.00 473.00 +3.00 317 9,267 +165
Mar03 020621 474.50 479.00 474.00 475.75 +2.75 322 7,000 +154
May03 020621 473.50 480.50 473.50 477.00 +3.50 1,040 9,985 +463
Total Volume and Open Interest 55,678 189,129 -789
Soybean Meal(CBOT)
Jul02 020621 165.00 167.50 164.60 166.40 +1.80 13,296 36,714 -2,452
Aug02 020621 162.30 164.50 161.80 163.40 +1.80 4,131 22,555 +393
Sep02 020621 158.80 160.80 158.30 159.60 +1.30 3,210 17,998 +1,121
Oct02 020621 154.80 156.70 154.60 155.70 +1.20 513 12,083 +107
Dec02 020621 153.80 155.00 153.10 153.70 +0.40 4,576 34,196 +708
Jan03 020621 153.50 154.30 152.20 153.40 +0.90 80 4,812 +4
Mar03 020621 150.80 152.40 150.80 151.10 unch 274 4,585 +136
May03 020621 149.70 151.30 149.50 149.50 -0.20 483 5,313 +223
Total Volume and Open Interest 26,746 142,223 +308
Soybean Oil(CBOT)
Jul02 020621 17.64 18.02 17.63 17.73 +0.07 12,244 39,141 -2,814
Aug02 020621 17.77 18.10 17.76 17.84 +0.07 4,074 22,399 +578
Sep02 020621 17.88 18.23 17.88 17.97 +0.08 1,735 12,094 +298
Oct02 020621 17.99 18.26 17.99 18.08 +0.09 608 7,812 +149
Dec02 020621 18.18 18.57 18.18 18.30 +0.09 4,568 26,841 +655
Jan03 020621 18.35 18.55 18.33 18.45 +0.10 323 3,843 +44
Mar03 020621 18.47 18.75 18.47 18.60 +0.02 287 2,946 +84
May03 020621 18.60 19.00 18.60 18.75 +0.09 250 4,071 +139
Total Volume and Open Interest 24,363 122,035 -662
Canola(WCE)
Jul02 020621 335.5 338.9 335.5 337.7 +3.4 599 6,989 -438
Sep02 020621 341.2 341.2 341.2 341.2 +4.2 0 116 +0
Nov02 020621 344.0 345.4 343.1 345.1 +4.3 1,510 26,832 +275
Jan03 020621 347.7 348.9 347.7 348.9 +5.1 5 1,407 +0
Mar03 020621 349.2 349.2 349.2 349.2 +5.2 0 455 +0
Total Volume and Open Interest 2,114 35,814 -163
Corn(CBOT)
Jul02 020621 211.00 211.25 209.75 210.25 +0.25 41,113 116,899 -14,545
Sep02 020621 218.00 218.25 217.00 217.25 +0.25 15,026 107,330 +5,785
Dec02 020621 227.25 227.75 226.25 226.75 +0.50 16,581 146,362 +2,471
Mar03 020621 235.25 235.75 234.25 235.00 +0.50 1,898 23,552 +480
May03 020621 238.50 238.75 237.75 237.75 unch 258 7,685 -25
Jul03 020621 241.00 241.25 240.25 240.50 unch 786 11,792 +170
Total Volume and Open Interest 76,627 431,565 -4,780
Wheat(CBOT)
Jul02 020621 291.50 292.00 286.50 287.25 -4.00 11,788 31,599 -3,010
Sep02 020621 298.50 299.00 295.00 295.25 -3.25 6,994 34,868 +2,309
Dec02 020621 306.75 307.00 302.50 303.25 -3.25 6,419 26,813 +1,128
Mar03 020621 307.50 307.50 304.50 304.50 -3.25 365 3,739 +166
May03 020621 299.75 300.00 299.75 299.75 -2.25 107 571 +24
Total Volume and Open Interest 25,906 100,800 +701
Wheat(KCBT)
Jul02 020621 311.50 313.50 310.00 311.25 -1.00 6,516 19,230 -1,410
Sep02 020621 314.50 316.00 313.00 313.25 -1.75 4,527 25,852 +1,264
Dec02 020621 318.75 320.00 317.00 317.25 -1.00 3,308 20,558 +823
Mar03 020621 317.00 318.00 315.00 315.00 -1.50 360 4,749 +112
May03 020621 314.00 315.00 311.50 311.50 -3.00 47 420 +46
Total Volume and Open Interest 14,859 72,591 +926
Wheat(MGE)
Jul02 020621 305.00 308.25 303.50 307.00 +1.75 5,155 7,577 -587
Sep02 020621 305.50 307.00 303.25 305.75 +0.25 5,097 8,200 +1,416
Dec02 020621 310.00 311.00 307.75 310.00 +1.25 628 4,170 +4
Mar03 020621 313.50 313.50 311.00 313.00 +0.50 87 2,026 +4
May03 020621 314.50 315.00 313.00 314.50 +0.25 81 746 +50
Total Volume and Open Interest 11,055 23,727 +890
Oats(CBOT)
Jul02 020621 183.00 185.50 181.00 183.25 -2.00 1,062 3,895 -172
Sep02 020621 148.50 152.00 148.25 149.75 +1.00 212 1,158 +49
Dec02 020621 142.25 144.75 142.25 144.75 +3.25 316 5,344 +90
Mar03 020621 148.50 148.50 148.50 148.50 +2.50 0 190 +0
Total Volume and Open Interest 1,590 10,595 -33
Rough Rice(CBOT)
Jul02 020621 4.01 4.01 3.93 3.94 -0.06 259 2,399 -112
Sep02 020621 4.28 4.28 4.20 4.21 -0.06 247 1,672 +49
Nov02 020621 4.49 4.49 4.42 4.43 -0.05 60 2,004 +52
Jan03 020621 4.65 4.65 4.63 4.63 -0.05 0 935 +0
Total Volume and Open Interest 571 8,223 -6
Live Cattle(CME)
Jun02 020621 63.975 64.125 63.450 63.725 -0.350 1,973 3,459 -844
Aug02 020621 63.750 63.825 63.300 63.700 -0.025 5,008 37,349 -175
Oct02 020621 65.500 65.525 65.150 65.375 -0.100 774 25,167 +74
Dec02 020621 66.950 66.975 66.650 66.800 -0.100 812 14,238 +232
Feb03 020621 68.325 68.400 68.025 68.100 -0.300 212 4,091 +94
Apr03 020621 69.450 69.500 69.100 69.500 -0.100 111 2,085 +37
Total Volume and Open Interest 8,894 86,400 -579
Feeder Cattle(CME)
Aug02 020621 77.650 77.700 77.150 77.450 -0.150 1,171 7,129 -6
Sep02 020621 77.350 77.350 76.950 77.300 -0.150 59 870 +20
Oct02 020621 77.575 77.575 77.050 77.400 -0.200 172 1,499 +31
Nov02 020621 77.900 77.950 77.550 77.800 -0.200 28 663 +2
Jan03 020621 77.200 77.550 77.200 77.450 -0.150 2 417 +2
Mar03 020621 76.450 76.450 76.450 76.450 -0.100 1 24 -1
Apr03 020621 76.500 76.500 76.500 76.500 unch 2 70 +2
Total Volume and Open Interest 1,435 10,672 +50
Lean Hogs(CME)
Jul02 020621 51.500 51.625 50.650 51.475 -0.100 3,404 8,435 -448
Aug02 020621 48.800 48.950 47.750 48.325 -0.850 2,322 11,636 +379
Oct02 020621 39.400 39.600 38.600 39.200 -0.850 342 4,115 +31
Dec02 020621 37.550 37.550 36.550 36.675 -1.125 561 3,768 +61
Feb03 020621 40.400 40.800 40.025 40.025 -1.225 64 651 +20
Apr03 020621 42.400 42.400 42.250 42.325 -0.425 3 85 +0
May03 020621 47.725 47.725 47.725 47.725 -0.025 0 3 +0
Jun03 020621 51.700 51.700 51.700 51.700 -0.050 1 23 +0
Total Volume and Open Interest 6,697 28,716 +43
Pork Bellies(CME)
Jul02 020621 65.000 65.200 62.750 64.400 -0.700 560 1,584 -153
Aug02 020621 64.500 64.500 61.900 63.500 -0.950 296 1,013 -13
Feb03 020621 62.500 62.500 60.700 60.700 -1.850 9 112 +5
Mar03 020621 60.500 60.500 60.500 60.500 unch 0 3 +0
May03 020621 59.750 59.750 59.750 59.750 unch 0 3 +0
Total Volume and Open Interest 865 2,715 -161
Cocoa(NYBOT)
Jul02 020621 1575 1600 1545 1598 +53 342 760 -141
Sep02 020621 1580 1624 1565 1616 +43 7,302 29,013 -5
Dec02 020621 1556 1605 1550 1589 +36 977 19,672 -151
Mar03 020621 1537 1578 1532 1569 +31 513 14,518 -298
May03 020621 1566 1566 1566 1566 +28 753 6,679 +183
Jul03 020621 1566 1566 1566 1566 +33 400 5,068 -163
Sep03 020621 1584 1584 1576 1576 +30 292 11,746 -30
Total Volume and Open Interest 10,715 94,574 -500
Coffee "C"(NYBOT)
Jul02 020621 47.25 47.90 46.60 47.10 -0.70 1,235 1,660 -923
Sep02 020621 50.25 50.40 49.15 49.60 -0.75 5,689 43,376 -261
Dec02 020621 53.35 53.90 52.30 52.70 -0.80 1,513 11,849 +313
Mar03 020621 55.80 56.00 55.05 55.25 -0.55 691 6,105 +226
May03 020621 57.30 57.50 56.60 56.70 -0.40 61 2,351 +29
Jul03 020621 58.75 58.75 58.05 58.05 -0.25 136 2,469 +64
Total Volume and Open Interest 9,447 69,452 -538
Orange Juice(NYBOT)
Jul02 020621 92.80 93.25 92.40 93.25 +0.50 1,158 7,093 -238
Sep02 020621 92.25 92.40 91.60 92.40 +0.70 1,888 11,375 +1,160
Nov02 020621 91.40 91.70 91.20 91.70 +0.50 41 3,135 -3
Jan03 020621 92.45 92.50 92.20 92.50 +0.50 59 3,815 +54
Mar03 020621 93.00 93.05 93.00 93.05 +0.30 5 2,372 +0
Total Volume and Open Interest 3,151 28,140 +973
Sugar #11(NYBOT)
Jul02 020621 5.00 5.10 4.97 4.99 -0.03 13,299 28,964 -2,473
Oct02 020621 4.93 5.01 4.82 4.83 -0.11 13,798 70,895 +2,829
Mar03 020621 5.31 5.35 5.20 5.21 -0.09 2,716 22,918 -61
May03 020621 5.33 5.33 5.20 5.20 -0.08 1,235 8,128 +270
Jul03 020621 5.18 5.19 5.08 5.08 -0.07 498 13,222 +268
Total Volume and Open Interest 31,945 155,598 +898
London Cocoa(LCE)
Jul02 020621 1302 1322 1302 1316 +16 960 34,431 -221
Sep02 020621 1280 1299 1280 1296 +17 2,434 44,788 +810
Dec02 020621 1184 1195 1172 1190 +17 529 19,273 +108
Mar03 020621 1160 1169 1153 1165 +14 731 37,416 +343
May03 020621 1166 1174 1166 1172 +12 77 6,884 +43
Jul03 020621 1185 1185 1185 1185 +11 10 6,615 +0
Sep03 020621 1189 1189 1189 1189 +14 0 4,365 +0
Total Volume and Open Interest 4,741 161,183 +1,083
London Coffee(LCE)
Jul02 020621 510.00 512.00 508.00 509.00 unch 1,623 16,723 -914
Sep02 020621 525.00 530.00 525.00 527.00 +2.00 1,429 43,075 -31
Nov02 020621 538.00 543.00 538.00 540.00 +2.00 925 21,587 +17
Jan03 020621 550.00 554.00 550.00 551.00 +4.00 602 12,627 +113
Mar03 020621 561.00 561.00 560.00 560.00 +4.00 26 8,357 -1
May03 020621 570.00 570.00 570.00 570.00 +4.00 156 4,710 +46
Total Volume and Open Interest 4,767 107,260 -764
London Sugar(LCE)
Aug02 020621 187.00 188.00 186.80 187.50 +0.30 1,426 17,712 -38
Oct02 020621 164.50 166.30 163.00 163.50 -0.80 1,511 13,267 +370
Dec02 020621 167.00 167.00 164.00 164.50 -0.30 123 3,475 +38
Mar03 020621 168.20 168.20 167.20 167.50 -0.70 69 4,790 +18
May03 020621 171.00 172.00 170.50 170.50 -0.70 102 2,314 +84
Total Volume and Open Interest 3,233 41,596 +474
Cotton(NYBOT)
Jul02 020621 42.35 43.95 42.00 43.09 +0.24 5,735 2,907 -2,166
Oct02 020621 45.20 46.35 44.80 45.10 -0.37 1,305 3,355 +163
Dec02 020621 46.99 48.20 46.75 47.10 -0.14 14,036 45,272 +3,607
Mar03 020621 48.80 49.55 48.50 49.00 -0.16 672 5,630 +9
May03 020621 51.50 52.30 51.00 51.80 -0.40 262 2,916 -1
Jul03 020621 52.60 53.10 52.20 52.85 -0.55 146 1,405 +77
Total Volume and Open Interest 22,161 62,186 +1,689
Lumber(CME)
Jul02 020621 277.5 279.4 274.2 278.9 +2.7 336 1,445 -35
Sep02 020621 281.0 282.9 279.6 281.5 +1.8 110 585 -5
Nov02 020621 280.9 281.0 279.3 279.3 +0.1 8 120 +1
Jan03 020621 297.1 297.1 297.1 297.1 +4.8 6 53 +6
Total Volume and Open Interest 460 2,225 -33
Crude Oil(NYM)
Aug02 020621 25.95 26.40 25.21 25.82 -0.13 100,391 157,428 +10,942
Sep02 020621 26.02 26.23 25.20 25.72 -0.18 24,416 59,356 +2,692
Oct02 020621 25.93 26.02 25.20 25.62 -0.19 6,168 27,684 +845
Nov02 020621 25.75 25.87 25.05 25.52 -0.19 3,707 16,060 +328
Dec02 020621 25.70 25.75 25.00 25.40 -0.19 7,172 53,939 -47
Jan03 020621 24.90 25.22 24.85 25.22 -0.18 1,919 19,722 -238
Feb03 020621 25.26 25.26 24.70 25.05 -0.18 485 9,681 -129
Mar03 020621 25.10 25.10 24.80 24.89 -0.17 383 8,585 +147
Apr03 020621 24.74 24.74 24.74 24.74 -0.17 10 5,523 +10
May03 020621 24.60 24.60 24.60 24.60 -0.16 50 2,897 +50
Total Volume and Open Interest 185,222 468,484 +347
Heating Oil(NYM)
Jul02 020621 66.45 66.90 64.00 64.89 -1.14 13,304 21,433 -584
Aug02 020621 67.25 67.40 64.65 65.57 -1.04 5,497 32,402 -438
Sep02 020621 67.95 68.00 65.70 66.37 -1.04 1,145 14,048 -52
Oct02 020621 68.80 68.80 66.50 67.22 -1.04 571 9,552 +54
Nov02 020621 69.65 69.65 67.40 68.07 -1.04 242 8,149 +148
Dec02 020621 70.35 70.45 68.10 68.72 -1.04 658 18,109 -112
Jan03 020621 70.60 70.90 68.70 69.07 -1.04 975 8,612 +154
Feb03 020621 70.60 70.60 68.70 68.92 -0.99 307 7,941 +54
Mar03 020621 67.75 68.00 67.50 67.72 -0.94 116 5,215 +100
Apr03 020621 66.25 66.70 66.00 66.12 -0.89 185 2,522 +22
Total Volume and Open Interest 23,179 135,248 -554
Unleaded Gas(NYM)
Jul02 020621 77.50 78.00 74.80 75.57 -1.39 19,816 32,875 -3,661
Aug02 020621 78.10 78.30 75.30 76.16 -1.17 17,778 41,657 +1,516
Sep02 020621 76.90 77.00 74.60 75.16 -1.02 4,135 18,184 +548
Oct02 020621 73.35 73.40 72.06 72.06 -0.97 1,563 12,714 +303
Nov02 020621 71.40 71.40 70.05 70.46 -0.87 381 1,672 -139
Dec02 020621 70.60 70.60 69.15 69.71 -0.82 293 3,481 -89
Jan03 020621 69.00 69.66 69.00 69.66 -0.77 152 2,161 +95
Feb03 020621 69.91 69.91 69.91 69.91 -0.72 25 272 +0
Total Volume and Open Interest 44,143 116,959 -1,427
Natural Gas(NYM)
Jul02 020621 3.230 3.250 3.160 3.237 +0.021 59,700 41,190 -1,215
Aug02 020621 3.285 3.310 3.220 3.294 +0.018 18,678 48,951 +2,172
Sep02 020621 3.330 3.330 3.250 3.324 +0.017 6,117 31,784 +1,024
Oct02 020621 3.370 3.375 3.300 3.361 +0.012 6,497 46,954 -1,107
Nov02 020621 3.655 3.665 3.595 3.661 +0.017 2,953 32,961 +454
Dec02 020621 3.920 3.926 3.850 3.926 +0.022 3,976 31,111 -516
Jan03 020621 4.010 4.026 3.955 4.026 +0.022 1,161 28,953 -36
Feb03 020621 3.965 3.990 3.920 3.973 +0.022 1,339 23,814 -81
Total Volume and Open Interest 115,842 524,875 +1,959
Brent Crude Oil(IPE)
Aug02 020621 25.15 25.40 24.35 24.75 -0.32 42,934 67,377 -5,100
Sep02 020621 25.06 25.35 24.37 24.78 -0.29 18,776 47,708 -1,048
Oct02 020621 24.89 25.18 24.34 24.68 -0.31 6,662 21,703 +944
Nov02 020621 24.75 24.97 24.32 24.58 -0.29 2,805 9,129 +553
Dec02 020621 24.73 24.90 24.10 24.48 -0.28 5,532 33,207 -119
Jan03 020621 24.50 24.72 23.90 24.30 -0.27 151 11,890 -20
Feb03 020621 24.53 24.53 23.76 24.16 -0.25 25 5,331 +55
Mar03 020621 23.61 24.02 23.61 24.02 -0.23 20 3,951 +0
Total Volume and Open Interest 77,655 225,981 -5,240
Gas Oil(IPE)
Jul02 020621 203.00 204.50 196.50 196.75 -3.25 12,875 38,705 -4,334
Aug02 020621 204.75 206.25 198.50 199.25 -2.25 6,809 28,085 +333
Sep02 020621 205.75 207.50 200.75 201.00 -2.50 2,244 12,865 +1,115
Oct02 020621 209.00 209.00 203.00 203.00 -2.50 597 15,794 +69
Nov02 020621 204.75 204.75 204.75 204.75 -2.25 180 15,426 +0
Dec02 020621 210.00 210.75 204.75 204.75 -2.25 1,109 38,260 +739
Jan03 020621 204.75 204.75 204.75 204.75 -2.25 200 7,574 -100
Feb03 020621 203.25 203.25 203.25 203.25 -2.25 0 4,240 +0
Total Volume and Open Interest 24,114 189,476 -2,128
US Dollar Index(NYBOT)
Sep02 020621 109.30 109.40 108.51 108.70 -0.78 1,747 10,308 -626
Dec02 020621 109.88 109.90 109.10 109.26 -0.78 36 2,010 +0
Mar03 020621 109.82 109.82 109.82 109.82 -0.78 0 1 +0
Total Volume and Open Interest 1,783 12,319 -626
Australian Dollar(IMM)
Sep02 020621 56.84 57.08 56.80 56.92 +0.25 1,614 33,624 +819
Dec02 020621 56.50 56.55 56.47 56.47 +0.25 10 542 +0
Mar03 020621 56.02 56.02 56.02 56.02 +0.25 0 5 +0
Total Volume and Open Interest 1,626 34,834 +821
British Pound(IMM)
Sep02 020621 148.76 149.36 148.74 148.86 -0.22 3,022 44,600 -622
Dec02 020621 148.16 148.20 147.94 147.94 -0.22 6 253 +4
Mar03 020621 147.04 147.04 147.04 147.04 -0.22      
Total Volume and Open Interest 3,028 44,853 -618
Canadian Dollar(IMM)
Sep02 020621 65.25 65.69 65.18 65.62 +0.41 9,510 70,841 +1,833
Dec02 020621 65.07 65.50 64.99 65.45 +0.41 85 3,530 +27
Mar03 020621 65.25 65.29 65.25 65.29 +0.41 98 662 +42
Jun03 020621 64.72 65.13 64.72 65.13 +0.41 7 384 +0
Total Volume and Open Interest 9,700 75,520 +1,902
Japanese Yen(IMM)
Sep02 020621 82.07 83.12 82.04 82.71 +1.36 5,579 69,149 +773
Dec02 020621 82.51 83.40 82.48 83.12 +1.37 154 872 -18
Mar03 020621 83.61 83.61 83.61 83.61 +1.38 0 164 +0
Total Volume and Open Interest 5,733 70,410 +755
Swiss Franc(IMM)
Sep02 020621 65.66 66.38 65.60 66.22 +0.62 8,457 44,026 +74
Dec02 020621 65.95 66.32 65.95 66.32 +0.62 5 148 +4
Mar03 020621 66.43 66.43 66.43 66.43 +0.62 0 39 +0
Total Volume and Open Interest 8,464 44,215 +80
EuroFX(IMM)
Sep02 020621 95.99 96.82 95.96 96.65 +0.64 17,014 109,876 +351
Dec02 020621 95.65 96.43 95.60 96.27 +0.64 82 1,456 +47
Mar03 020621 96.02 96.02 95.93 95.93 +0.64 17 30 +0
Total Volume and Open Interest 17,156 111,550 +400
Mexican Peso(IMM)
Jun02 020617 10390.0 10405.0 10385.0 10385.0 +23.0 571 16,425 +70
Sep02 020621 9945.0 9960.0 9820.0 9900.0 -82.0 7,715 17,840 +1,840
Total Volume and Open Interest 7,762 19,840 +1,877
30-Year T-Bonds(CBOT)
Sep02 020621 103~23 104~07 103~12 104~04 +0~26 243,530 398,659 -910
Dec02 020621 102~23 103~02 102~09 103~00 +0~26 2,207 32,318 -85
Mar03 020621 102~01 102~01 102~01 102~01 +0~25 0 2 +0
Total Volume and Open Interest 245,737 430,979 -16,476
Municipal Bonds(CBOT)
Sep02 020621 104~07 104~28 104~07 104~27 +0~22 811 4,135 -17
Total Volume and Open Interest 811 4,135 -4,843
10-Year T-Notes(CBOT)
Sep02 020621 107~125 107~215 107~035 107~195 +0~185 414,688 743,002 +12,762
Dec02 020621 105~290 106~095 105~270 106~095 +0~185 3,770 5,361 +2,995
Total Volume and Open Interest 418,458 748,363 -25,422
5-Year T-Notes(CBOT)
Sep02 020621 107~085 107~175 107~080 107~170 +0~100 63,818 553,853 -5,649
Dec02 020621 106~065 106~150 106~065 106~150 +0~110 3 1  
Total Volume and Open Interest 63,821 553,854  
2 Year T-Notes(CBOT)
Sep02 020621 104~108 104~124 104~104 104~122 +0~018 5,937 93,908 -346
Total Volume and Open Interest 6,097 104,340 -570
3-Mth T-Bills(IMM)
Sep02 020621 98.20 98.20 98.20 98.20 +0.02 1 177 +1
Total Volume and Open Interest 1 177 +1
Eurodollars(IMM)
Sep02 020621 97.930 97.965 97.920 97.950 +0.035 168,944 653,766 -22,600
Dec02 020621 97.545 97.645 97.540 97.625 +0.085 259,993 746,465 +17,231
Mar03 020621 97.045 97.155 97.040 97.145 +0.115 260,936 531,982 -11,929
Jun03 020621 96.455 96.570 96.450 96.565 +0.125 160,959 326,368 +13,520
Sep03 020621 95.975 96.060 95.965 96.045 +0.090 75,495 279,277 -6,615
Dec03 020621 95.605 95.685 95.605 95.675 +0.085 52,072 211,053 +4,737
Mar04 020621 95.340 95.415 95.340 95.410 +0.085 30,496 173,510 -4,273
Jun04 020621 95.125 95.190 95.125 95.185 +0.080 22,633 142,102 -1,981
Sep04 020621 94.945 95.020 94.940 95.015 +0.075 15,072 137,098 +1,643
Dec04 020621 94.780 94.850 94.775 94.845 +0.075 10,200 107,751 -1,111
Mar05 020621 94.700 94.775 94.700 94.765 +0.070 10,198 105,281 -2,360
Jun05 020621 94.595 94.660 94.595 94.660 +0.070 10,435 67,039 +412
Total Volume and Open Interest 1,127,364 4,014,767 -10,768
3-Mth Euro-Yen(IMM)
Jun02 020617 99.93 99.93 99.93 99.93 unch 2,789 20,410 +2,097
Sep02 020621 99.92 99.92 99.92 99.92 +0.01 0 6,304 -29
Dec02 020621 99.90 99.90 99.90 99.90 +0.01 11 3,895 +5
Mar03 020621 99.86 99.86 99.86 99.86 unch 12 2,943 -2
Jun03 020621 99.86 99.86 99.86 99.86 unch 10 3,484 +5
Sep03 020621 99.83 99.83 99.83 99.83 +0.01 5 6,966 -3
Dec03 020621 99.79 99.79 99.79 99.79 +0.02 0 1,565 -2
Mar04 020621 99.71 99.71 99.71 99.71 unch 0 698 +0
Jun04 020621 99.70 99.70 99.70 99.70 +0.02 0 327 +0
Sep04 020621 99.62 99.62 99.62 99.62 unch 0 530 +0
Total Volume and Open Interest 38 27,434 -26
3-Mth Euro-Yen(SIMEX)
Sep02 020621 99.91 99.91 99.91 99.91 unch 1,040 39,649 +361
Dec02 020621 99.89 99.89 99.89 99.89 unch 682 36,738 -1,369
Mar03 020621 99.85 99.85 99.85 99.85 unch 1,458 34,061 -92
Jun03 020621 99.86 99.86 99.86 99.86 unch 169 49,800 -44
Sep03 020621 99.82 99.82 99.82 99.82 unch 6 31,366 -36
Dec03 020621 99.78 99.78 99.78 99.78 +0.01 2 15,456 -42
Mar04 020621 99.72 99.72 99.72 99.72 +0.01 376 13,867 +214
Jun04 020621 99.70 99.70 99.70 99.70 +0.01 0 5,044 -30
Total Volume and Open Interest 3,733 232,964 -1,038
German Euro-Bund(EUREX)
Sep02 020621 107.18 107.43 107.01 107.38 +0.25 1,029,403 706,508 +1,907
Dec02 020621 106.80 106.80 106.80 106.80 +0.23 4,076 5,050 +538
Mar03 020621 106.73 106.73 106.73 106.73 +0.22 1,159 0 +0
Total Volume and Open Interest 1,034,638 711,558 +2,445
German Euro-Bobl(EUREX)
Sep02 020621 105.75 105.93 105.61 105.85 +0.12 530,030 511,489 -5,568
Dec02 020621 105.26 105.26 105.26 105.26 +0.12 2,474 8,179 +532
Mar03 020621 105.15 105.15 105.15 105.15 +0.12 3,348 0 +0
Total Volume and Open Interest 535,852 519,668 -5,036
Long Gilt(LIFFE)
Jun02 020621 113~17 113~17 113~09 113~11 -0~04 3,508 19,058 +2,118
Sep02 020621 112~24 112~30 112~15 112~20 -0~03 55,798 100,530 -1,466
Total Volume and Open Interest 59,306 119,588 +652
3-Mth Short Sterling(LIFFE)
Sep02 020621 95.54 95.56 95.51 95.53 unch 41,941 0 +0
Dec02 020621 95.20 95.22 95.18 95.20 unch 58,832 0 +0
Mar03 020621 94.93 94.96 94.91 94.93 unch 22,830 0 +0
Total Volume and Open Interest 145,912    
3-Mth Euribor(LIFFE)
Sep02 020621 96.365 96.400 96.355 96.370 +0.010 184,907 388,536 +39,806
Dec02 020621 96.120 96.165 96.095 96.125 +0.005 179,334 308,377 +11,465
Mar03 020621 95.945 96.000 95.910 95.940 -0.010 108,961 261,829 +16,948
Total Volume and Open Interest 604,066 1,509,281 +69,882
3-Mth Aus T-Bills(SFE)
Sep02 020621 94.69 94.70 94.67 94.69 -0.04 18,647 220,087 -16,617
Dec02 020621 94.39 94.42 94.37 94.40 -0.04 8,175 110,017 -493
Mar03 020621 94.24 94.25 94.21 94.24 -0.05 2,933 49,561 -255
Jun03 020621 94.12 94.15 94.12 94.14 -0.05 538 23,595 +23
Sep03 020621 94.05 94.06 94.05 94.06 -0.04 512 16,054 +303
Dec03 020621 93.98 93.99 93.97 93.99 -0.05 515 14,086 +207
Mar04 020621 93.95 93.95 93.91 93.93 -0.05 95 7,195 -41
Jun04 020621 93.88 93.90 93.87 93.88 -0.05 73 2,815 +73
Sep04 020621 93.84 93.84 93.84 93.84 -0.06 496 2,084 +496
Dec04 020621 93.81 93.81 93.81 93.81 -0.05 35 1,393 +35
Total Volume and Open Interest 32,054 447,617 -16,234
10-Year Aus T-Bonds(SFE)
Sep02 020621 94.03 94.06 94.01 94.04 -0.04 1,134 147,192 -998
Dec02 020621 94.04 94.04 94.04 94.04 -0.04      
Total Volume and Open Interest 14,502 148,190 -7,547
3-Year Aus T-Bonds(SFE)
Sep02 020621 94.32 94.35 94.30 94.34 -0.05 66,544 297,842 +29,679
Dec02 020621 94.34 94.34 94.34 94.34 -0.05      
Total Volume and Open Interest 66,544 297,842 +29,679
Gold(CMX)
Jun02 020621 322.8 325.2 322.2 324.6 +1.4 116 487 +2
Aug02 020621 323.8 325.8 322.8 325.1 +1.4 39,500 104,799 +3,764
Oct02 020621 324.4 326.7 324.2 326.2 +1.4 88 5,662 +12
Dec02 020621 326.0 327.8 324.5 327.1 +1.4 2,600 25,697 -757
Feb03 020621 326.7 328.5 326.7 328.1 +1.5 149 7,661 -56
Apr03 020621 329.0 329.0 329.0 329.0 +1.5 0 2,738 +0
Total Volume and Open Interest 42,783 172,068 +3,170
Silver(CMX)
Jul02 020621 487.0 489.0 482.5 485.5 -1.5 10,912 50,688 -3,349
Sep02 020621 489.5 491.0 485.0 487.8 -1.5 4,440 24,355 +1,791
Dec02 020621 492.5 493.5 487.0 490.4 -1.5 1,044 14,912 +697
Mar03 020621 494.0 494.0 492.3 492.3 -1.5 10 1,744 +2
May03 020621 493.6 493.6 493.6 493.6 -1.5 0 1,439 +0
Total Volume and Open Interest 16,533 101,139 -769
Platinum(NYM)
Jul02 020621 566.0 568.0 562.5 562.7 -6.4 1,077 4,755 -724
Oct02 020621 564.0 564.0 556.0 557.0 -6.1 917 2,617 +725
Jan03 020621 551.0 554.0 551.0 554.0 -6.1 0 8 -2
Total Volume and Open Interest 1,994 7,380 -1
Palladium(NYME)
Jun02 020621 328.00 328.00 328.00 328.00 -4.65 2 2 +0
Sep02 020621 330.50 332.00 328.00 328.00 -4.65 32 1,899 +17
Total Volume and Open Interest 34 1,901 +17
Copper(CMX)
Jul02 020621 74.95 75.15 73.90 74.30 -0.85 8,690 42,307 -3,136
Sep02 020621 75.70 75.80 74.70 75.00 -0.85 3,106 11,279 +1,264
Dec02 020621 76.35 76.35 75.45 75.65 -0.80 527 9,418 +211
Mar03 020621 76.35 76.35 76.25 76.25 -0.80 0 1,946 +0
May03 020621 76.65 76.65 76.65 76.65 -0.80 0 1,998 +0
Total Volume and Open Interest 15,190 78,310 -4,381
DJIA Index(CBOT)
Jun02 020620 9535 9580 9420 9423 -140 3,562 19,606 -2,369
Sep02 020621 9450 9460 9207 9267 -161 33,729 25,352 +4,134
Dec02 020621 9440 9440 9225 9267 -162 21 388 +8
Mar03 020621 9287 9287 9287 9287 -162 0 1 +0
Total Volume and Open Interest 42,174 41,568 +338
S & P 500(CME)
Sep02 020621 1002.00 1007.50 985.00 992.00 -15.80 97,330 510,737 +14,917
Dec02 020621 1002.50 1003.50 992.00 993.30 -15.90 4,103 22,997 +3,780
Mar03 020621 996.90 996.90 996.90 996.90 -15.90 5 144 +0
Jun03 020621 1000.70 1000.70 1000.70 1000.70 -16.30 0 147 +0
Total Volume and Open Interest 136,949 654,479 -6,853
S & P 500 E-Mini(Globex)
Sep02 020621 1007.50 1013.75 985.00 992.00 -15.75 506,469 108,803 -2,625
Total Volume and Open Interest 519,184 307,624 -6,653
NASDAQ 100(CME)
Sep02 020621 1065.00 1081.00 1035.00 1041.50 -28.00 22,433 51,274 +3,662
Dec02 020621 1046.50 1046.50 1046.50 1046.50 -28.00 2 63 +2
Total Volume and Open Interest 29,413 95,720 +2,330
NASDAQ 100 E-Mini(GLOBEX)
Sep02 020621 1069.5 1083.0 1035.5 1041.5 -28.0 214,675 66,382 +6,240
Total Volume and Open Interest 220,226 226,503 +5,602
NYSE Composite(NYBOT)
Sep02 020621 540.50 542.00 534.00 535.25 -7.00 1,322 1,726 +396
Dec02 020621 535.65 535.65 535.65 535.65 -7.00 0 400 +0
Mar03 020621 536.05 536.05 536.05 536.05 -7.00 0 200 +0
Total Volume and Open Interest 1,522 3,449 +396
S & P Midcap 400(CME)
Sep02 020621 497.50 499.25 490.00 491.50 -8.00 1,828 13,719 +283
Dec02 020621 494.65 494.65 494.65 494.65 -8.00      
Mar03 020621 497.65 497.65 497.65 497.65 -8.00      
Total Volume and Open Interest 2,743 19,197 -166
Russell 2000(CME)
Sep02 020621 461.00 466.50 458.50 461.75 -1.15 5,263 23,841 +1,162
Dec02 020621 463.75 463.75 463.75 463.75 -1.15      
Mar03 020621 465.75 465.75 465.75 465.75 -1.15      
Total Volume and Open Interest 7,219 30,770 -628
Value Line(KCBT)
Jun02 020621 1160.20 1160.20 1160.20 1160.20 -1.30 20 159 -20
Total Volume and Open Interest 47 235 -32
Nikkei 225(CME)
Sep02 020621 10360 10395 10180 10195 -235 1,984 21,215 +210
Dec02 020621 10185 10185 10185 10185 -235 0 47 +0
Total Volume and Open Interest 1,984 21,263 +210
Nikkei 225(SIMEX)
Sep02 020621 10440 10450 10300 10320 -250 20,608 69,904 -509
Dec02 020621 10290 10290 10290 10290 -255 0 149 +0
Mar03 020621 10290 10290 10290 10290 -250 0 300 +0
Total Volume and Open Interest 20,608 70,356 -509
CAC 40(MATIF)
Jun02 020621 3781.0 3890.0 3732.5 3794.5 -1.5 102,320 547,391 +7
Jul02 020621 3792.5 3865.5 3742.5 3800.5 -35.0 2,300 6,221 +1,818
Aug02 020621 3811.5 3811.5 3811.5 3811.5 -34.5      
Total Volume and Open Interest 107,356 633,294 +4,178
DAX Index(EUREX)
Jun02 020621 4205.0 4302.0 4151.5 4254.5 +6.5 124,031 135,992 -31,423
Sep02 020621 4242.0 4353.0 4187.5 4265.5 -20.0 49,135 137,464 +19,840
Dec02 020621 4285.0 4385.0 4250.0 4305.0 -20.5 104 3,647 -42
Total Volume and Open Interest 173,270 277,103 -11,625
FT-SE 100(LIFFE)
Jun02 020621 4530.00 4590.00 4502.50 4589.50 +5.50 99,660 133,737 -31,569
Sep02 020621 4520.50 4648.00 4506.00 4605.00 +17.00 65,416 267,998 +16,339
Dec02 020621 4610.50 4637.00 4610.50 4637.00 +14.00 100 11,913 +100
Total Volume and Open Interest 165,426 418,209 -14,880
SPI 200(SFE)
Jun02 020621 3255.0 3260.0 3234.0 3243.0 -31.0 10,986 143,348 +1,368
Sep02 020621 3270.0 3271.0 3245.0 3255.0 -31.0 2,969 28,812 +2,515
Dec02 020621 3259.0 3267.0 3259.0 3267.0 -32.0 474 1,828 +465
Total Volume and Open Interest 14,489 175,480 +4,408
GSCI(CME)
Jul02 020621 196.30 197.05 195.75 196.80 -1.50 39 19,493 -17
Aug02 020621 196.25 196.25 196.25 196.25 -1.25      
Sep02 020621 196.75 196.75 196.75 196.75 -1.25      
Total Volume and Open Interest 39 19,493 -17
Bridge CRB Index(NYBOT)
Aug02 020621 206.10 206.10 204.50 205.25 -0.50 27 262 +7
Nov02 020621 208.00 208.25 208.00 208.25 -0.50 0 104 +0
Jan03 020621 210.75 210.75 210.75 210.75 -0.50 0 50 +0
Total Volume and Open Interest 27 416 +7
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions.
Copyright © 2002 Moore Research Center, Inc. All Rights Reserved.
Some data provided by Prophetfinance.com

Banner

Newsflash

MRCI's Spread Expert, Jerry Toepke is now offering a 14-Day FREE trial to his Weekly Spread Commentary!

Check out the Hypothetical Performance of Jerry's trading strategies....