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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 Thu July 11, 2002
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jul02 020711 589.00 590.00 573.00 576.50 -8.00 3,226 1,334 -1,636
Aug02 020711 556.00 557.50 543.00 554.75 +3.50 28,771 41,663 +1,790
Sep02 020711 533.50 534.00 521.50 532.50 +3.50 4,978 18,252 +584
Nov02 020711 519.50 521.00 508.50 519.00 +3.75 38,781 98,194 +1,125
Jan03 020711 520.50 520.50 511.00 519.75 +3.25 1,226 15,007 +157
Mar03 020711 520.00 521.00 513.00 520.00 +3.25 920 11,826 +277
May03 020711 518.50 519.75 512.00 519.25 +2.50 962 19,980 +146
Total Volume and Open Interest 79,289 212,618 +2,605
Soybean Meal(CBOT)
Jul02 020711 190.00 192.00 187.30 191.50 +2.30 5,005 3,745 -2,365
Aug02 020711 184.40 185.30 181.30 184.80 +1.40 13,689 25,883 -211
Sep02 020711 177.00 178.20 174.00 177.40 +1.80 4,378 17,908 -804
Oct02 020711 170.80 171.30 167.50 170.60 +1.40 4,101 16,003 +897
Dec02 020711 168.50 170.30 165.70 169.10 +1.50 12,600 57,506 +863
Jan03 020711 166.00 168.60 165.80 167.80 +1.50 598 5,304 +117
Mar03 020711 165.50 166.80 164.00 166.10 +0.80 404 5,024 +7
May03 020711 163.00 165.50 163.00 164.50 +1.30 1,344 7,033 +52
Total Volume and Open Interest 42,468 143,222 -1,465
Soybean Oil(CBOT)
Jul02 020711 18.80 18.80 18.48 18.78 +0.13 1,442 1,023 -597
Aug02 020711 18.78 18.88 18.51 18.83 +0.13 10,456 31,827 +1,054
Sep02 020711 18.91 18.99 18.65 18.97 +0.14 4,455 21,707 +732
Oct02 020711 19.00 19.06 18.79 19.06 +0.14 2,223 8,836 +53
Dec02 020711 19.27 19.35 18.97 19.26 +0.10 7,337 47,486 +1,501
Jan03 020711 19.12 19.40 19.12 19.38 +0.12 10 5,432 +1
Mar03 020711 19.40 19.55 19.22 19.50 +0.10 29 4,163 -26
May03 020711 19.45 19.64 19.45 19.64 +0.20 392 7,401 +168
Total Volume and Open Interest 26,638 132,019 +2,935
Canola(WCE)
Jul02 020711 380.0 384.0 380.0 384.0 +6.4 10 199 -10
Sep02 020711 385.5 385.5 385.5 385.5 +7.0 0 116 +0
Nov02 020711 383.0 388.0 380.5 385.8 +7.4 5,694 45,578 -288
Jan03 020711 384.0 386.0 380.0 385.4 +7.0 457 1,512 +31
Mar03 020711 383.0 383.0 383.0 383.0 +5.0 5 855 +0
Total Volume and Open Interest 6,166 48,275 -267
Corn(CBOT)
Jul02 020711 220.75 220.75 214.75 216.00 -6.00 3,924 1,955 -1,158
Sep02 020711 227.75 227.75 222.50 223.75 -5.00 23,556 154,595 -1,212
Dec02 020711 237.00 237.50 232.25 233.75 -4.75 49,838 209,667 +1,163
Mar03 020711 243.00 243.50 238.75 240.50 -4.25 4,671 36,298 -26
May03 020711 247.00 247.25 243.00 244.25 -3.75 654 8,493 -17
Jul03 020711 249.50 249.50 246.25 247.50 -3.25 1,481 13,404 +212
Total Volume and Open Interest 85,258 443,461 -1,067
Wheat(CBOT)
Jul02 020711 325.00 328.00 320.00 326.00 +6.50 135 193 -400
Sep02 020711 328.00 331.75 321.00 323.25 -1.50 8,193 49,497 -657
Dec02 020711 338.00 340.00 330.00 332.00 -1.75 13,655 52,122 +725
Mar03 020711 339.00 343.50 336.00 338.00 +0.75 853 5,846 +91
May03 020711 331.00 331.50 329.00 330.00 +2.00 160 288 -158
Total Volume and Open Interest 23,424 112,936 -350
Wheat(KCBT)
Jul02 020711 349.00 350.00 348.00 350.00 +2.00 271 210 -129
Sep02 020711 348.00 351.00 343.00 348.00 +0.50 7,742 41,439 -838
Dec02 020711 354.00 355.50 348.00 352.50 -0.25 5,834 31,658 +564
Mar03 020711 350.50 353.00 346.50 352.00 +1.75 453 6,681 -44
May03 020711 343.00 345.50 342.00 344.00 +0.50 9 697 -12
Total Volume and Open Interest 14,396 82,640 -418
Wheat(MGE)
Jul02 020711 350.00 350.00 350.00 350.00 +6.00 0 2 -2
Sep02 020711 355.50 359.50 352.00 357.00 +4.00 2,791 12,541 +67
Dec02 020711 359.00 361.00 354.00 358.00 +2.00 642 6,130 +6
Mar03 020711 360.00 361.00 355.00 359.00 +1.25 32 1,903 -41
May03 020711 352.00 358.00 351.50 356.50 +5.00 28 754 +2
Total Volume and Open Interest 3,561 22,374 +57
Oats(CBOT)
Jul02 020711 219.00 220.00 215.00 219.00 +1.75 278 135 -132
Sep02 020711 160.25 160.50 152.00 158.25 -1.50 853 2,274 -58
Dec02 020711 159.75 159.75 151.00 155.75 -2.50 742 6,765 +35
Mar03 020711 158.00 159.00 158.00 158.75 -4.25 25 254 +8
Total Volume and Open Interest 1,901 9,438 -147
Rough Rice(CBOT)
Jul02 020711 4.22 4.25 4.22 4.25 +0.02 119 312 +74
Sep02 020711 4.44 4.47 4.42 4.45 +0.01 187 2,935 -13
Nov02 020711 4.64 4.68 4.62 4.64 unch 25 2,214 -8
Jan03 020711 4.83 4.83 4.80 4.80 unch 0 725 +0
Total Volume and Open Interest 331 7,405 +53
Live Cattle(CME)
Aug02 020711 63.875 65.350 63.875 65.275 +1.425 8,173 32,950 +291
Oct02 020711 66.500 67.900 66.500 67.700 +1.200 4,099 30,945 +1,739
Dec02 020711 67.575 68.650 67.575 68.600 +1.075 1,079 17,855 -30
Feb03 020711 68.750 69.850 68.750 69.800 +1.000 344 5,738 +109
Apr03 020711 69.400 70.250 69.400 70.225 +0.800 121 2,880 +81
Jun03 020711 65.300 65.950 65.300 65.850 +0.650 24 550 +19
Total Volume and Open Interest 13,840 90,921 +2,209
Feeder Cattle(CME)
Aug02 020711 76.425 77.925 76.375 77.925 +1.500 988 6,512 -130
Sep02 020711 76.800 78.400 76.750 78.400 +1.500 407 1,653 +226
Oct02 020711 76.700 78.200 76.650 78.200 +1.500 288 1,685 +18
Nov02 020711 77.100 78.600 77.100 78.600 +1.500 23 829 -5
Jan03 020711 76.700 77.950 76.600 77.950 +1.500 20 455 +3
Mar03 020711 76.500 77.000 76.500 77.000 +1.500 0 35 +0
Apr03 020711 75.300 76.200 75.300 76.200 +1.500 1 79 +1
Total Volume and Open Interest 1,727 11,250 +113
Lean Hogs(CME)
Jul02 020711 53.900 54.300 53.850 53.950 +0.075 1,041 1,815 -165
Aug02 020711 51.400 51.875 51.000 51.425 +0.575 4,804 11,100 -254
Oct02 020711 42.850 43.700 42.850 43.600 +1.000 2,447 8,370 +1,286
Dec02 020711 39.425 40.450 39.425 40.375 +1.075 525 5,854 +62
Feb03 020711 42.300 43.000 42.250 43.000 +0.750 28 827 +4
Apr03 020711 45.150 45.500 45.150 45.500 +0.350 7 122 -1
May03 020711 52.850 52.850 52.850 52.850 +0.150 1 19 +1
Jun03 020711 55.250 55.400 55.250 55.300 +0.200 1 79 +0
Total Volume and Open Interest 8,855 28,206 +934
Pork Bellies(CME)
Jul02 020711 76.700 78.750 76.600 78.150 +1.250 268 368 -73
Aug02 020711 73.100 75.400 73.050 74.575 +1.800 920 1,481 +91
Feb03 020711 64.500 65.400 64.500 64.900 +0.400 12 179 -10
Mar03 020711 63.500 63.500 63.500 63.500 +1.000 0 3 +0
May03 020711 63.500 63.500 63.500 63.500 +2.000 0 3 +0
Total Volume and Open Interest 1,200 2,034 +8
Cocoa(NYBOT)
Jul02 020711 1778 1810 1778 1808 +30 75 159 -69
Sep02 020711 1780 1825 1765 1818 +30 5,175 33,980 +574
Dec02 020711 1758 1805 1752 1797 +29 3,694 22,070 -611
Mar03 020711 1714 1758 1707 1750 +28 1,400 16,678 +194
May03 020711 1710 1746 1710 1746 +26 11 6,911 -48
Jul03 020711 1715 1753 1715 1750 +28 45 5,893 +10
Sep03 020711 1732 1753 1732 1753 +25 128 11,281 -62
Total Volume and Open Interest 11,508 105,909 +567
Coffee "C"(NYBOT)
Jul02 020711 50.40 51.90 50.40 51.90 +1.90 36 287 -172
Sep02 020711 52.00 54.20 52.00 53.70 +1.90 3,931 39,819 -203
Dec02 020711 55.20 57.00 55.00 56.70 +1.95 2,163 13,716 -533
Mar03 020711 58.25 59.70 58.20 59.50 +1.75 479 7,337 +220
May03 020711 59.70 61.50 59.50 60.90 +1.70 51 3,336 +26
Jul03 020711 61.00 63.00 61.00 62.15 +1.70 59 2,685 +39
Total Volume and Open Interest 6,738 69,001 -613
Orange Juice(NYBOT)
Jul02 020711 92.45 92.45 90.90 90.90 -1.00 28 35 -289
Sep02 020711 91.95 91.95 91.40 91.50 -0.10 2,299 13,825 +339
Nov02 020711 91.75 91.95 91.45 91.50 -0.10 542 3,483 -15
Jan03 020711 92.00 92.05 91.65 91.65 -0.05 95 4,117 +47
Mar03 020711 92.50 92.85 92.50 92.85 +0.35 99 2,352 -23
Total Volume and Open Interest 3,063 24,160 +59
Sugar #11(NYBOT)
Oct02 020711 5.84 6.01 5.80 5.99 +0.13 25,146 73,225 +403
Mar03 020711 5.92 6.08 5.89 6.07 +0.11 7,380 27,633 +468
May03 020711 5.78 5.93 5.78 5.93 +0.12 959 9,913 -50
Jul03 020711 5.55 5.74 5.54 5.72 +0.13 1,269 14,954 +160
Oct03 020711 5.65 5.80 5.65 5.80 +0.11 349 10,040 +5
Total Volume and Open Interest 35,598 139,175 +1,045
London Cocoa(LCE)
Jul02 020711 1450 1475 1445 1468 +18 1,037 22,419 -702
Sep02 020711 1395 1408 1383 1404 +10 1,915 45,469 +176
Dec02 020711 1285 1299 1277 1296 +11 887 25,302 +144
Mar03 020711 1240 1256 1232 1251 +9 1,331 37,767 -87
May03 020711 1246 1262 1242 1259 +9 1,011 8,675 +1,002
Jul03 020711 1261 1278 1255 1272 +9 166 6,554 -29
Sep03 020711 1266 1277 1265 1277 +9 20 4,580 +19
Total Volume and Open Interest 6,454 158,573 +538
London Coffee(LCE)
Jul02 020711 517.00 534.00 517.00 534.00 +19.00 130 889 -53
Sep02 020711 535.00 563.00 535.00 563.00 +30.00 2,942 45,711 +190
Nov02 020711 549.00 576.00 549.00 576.00 +29.00 2,489 28,928 +345
Jan03 020711 559.00 587.00 559.00 587.00 +31.00 742 15,683 +502
Mar03 020711 573.00 598.00 573.00 598.00 +30.00 289 8,957 +13
May03 020711 583.00 609.00 583.00 609.00 +30.00 967 8,099 +907
Total Volume and Open Interest 7,569 108,913 +1,914
London Sugar(LCE)
Aug02 020711 205.00 206.40 203.00 204.00 +0.90 5,277 6,188 -2,179
Oct02 020711 178.00 181.20 176.00 180.00 +3.90 3,557 17,424 +360
Dec02 020711 177.00 179.00 175.00 179.00 +3.70 586 4,538 +224
Mar03 020711 180.30 183.00 178.50 182.00 +3.40 795 6,391 +453
May03 020711 183.90 185.00 183.80 184.00 +2.50 120 2,542 +0
Total Volume and Open Interest 10,349 37,823 -1,128
Cotton(NYBOT)
Oct02 020711 47.00 48.20 45.85 46.06 -1.89 405 3,697 -49
Dec02 020711 48.80 49.80 47.60 47.75 -1.83 7,869 58,567 +1,381
Mar03 020711 50.80 51.70 49.50 49.55 -1.75 584 7,657 +48
May03 020711 53.60 54.20 52.33 52.33 -1.72 263 4,107 -48
Jul03 020711 53.03 53.03 53.03 53.03 -1.67 61 1,916 +70
Oct03 020711 54.00 54.00 54.00 54.00 -1.50 0 106 +0
Total Volume and Open Interest 9,183 76,992 +1,297
Lumber(CME)
Jul02 020711 278.0 279.7 273.6 274.3 -3.9 250 294 -100
Sep02 020711 273.0 275.5 270.9 272.2 -2.2 408 1,197 +109
Nov02 020711 274.6 277.5 272.7 273.2 -2.7 37 151 +8
Jan03 020711 284.0 284.3 282.8 284.3 +0.3 18 58 +8
Total Volume and Open Interest 714 1,721 +24
Crude Oil(NYM)
Aug02 020711 26.65 27.00 26.62 26.83 +0.06 97,914 113,936 -7,759
Sep02 020711 26.65 27.00 26.62 26.84 +0.08 62,691 87,348 +7,402
Oct02 020711 26.35 26.62 26.35 26.52 +0.05 10,029 35,901 +2,563
Nov02 020711 26.22 26.40 26.22 26.29 +0.04 3,218 17,061 -710
Dec02 020711 25.95 26.20 25.90 26.06 +0.03 9,935 51,246 -1,486
Jan03 020711 25.80 25.95 25.76 25.83 +0.02 652 21,102 +141
Feb03 020711 25.55 25.61 25.55 25.61 +0.01 149 9,440 +55
Mar03 020711 25.35 25.40 25.35 25.40 +0.01 714 8,621 +12
Apr03 020711 25.21 25.21 25.21 25.21 unch 656 6,268 -497
May03 020711 25.05 25.05 24.96 25.02 -0.01 10 3,082 +0
Total Volume and Open Interest 192,174 453,663 +699
Heating Oil(NYM)
Aug02 020711 68.55 69.50 68.35 69.01 +0.34 31,323 35,847 -1,420
Sep02 020711 69.20 70.20 69.05 69.69 +0.31 12,076 22,872 +1,303
Oct02 020711 69.80 70.65 69.80 70.29 +0.31 1,498 10,322 +289
Nov02 020711 70.75 71.40 70.60 70.89 +0.26 1,327 8,771 -11
Dec02 020711 71.20 71.85 71.15 71.34 +0.21 2,916 18,120 -615
Jan03 020711 71.50 72.20 71.45 71.64 +0.16 1,396 9,094 +256
Feb03 020711 71.15 72.00 71.15 71.29 +0.16 1,452 8,160 -77
Mar03 020711 70.70 70.70 69.84 69.84 +0.16 81 5,289 +20
Apr03 020711 68.20 68.50 67.90 68.04 +0.11 1 2,741 +0
May03 020711 66.45 66.45 66.24 66.24 +0.11 0 1,535 +2
Total Volume and Open Interest 52,095 128,865 -261
Unleaded Gas(NYM)
Aug02 020711 78.90 80.80 78.50 79.83 +0.84 37,730 46,378 -1,561
Sep02 020711 77.50 79.10 75.10 78.22 +0.39 14,634 28,471 +2,082
Oct02 020711 73.60 75.60 73.60 74.40 +0.27 4,447 15,679 +1,694
Nov02 020711 72.15 73.00 72.15 72.50 +0.20 1,229 3,980 +410
Dec02 020711 70.80 71.50 70.80 71.35 +0.15 119 3,546 +8
Jan03 020711 71.20 71.30 71.05 71.05 +0.05 71 2,344 +22
Feb03 020711 71.15 71.15 71.15 71.15 +0.05 34 317 +33
Mar03 020711 71.80 71.80 71.80 71.80 +0.05 16 1,716 -5
Total Volume and Open Interest 58,703 105,141 +3,062
Natural Gas(NYM)
Aug02 020711 2.830 2.870 2.760 2.830 -0.034 69,356 55,092 +4,296
Sep02 020711 2.880 2.910 2.810 2.869 -0.033 18,881 44,351 +680
Oct02 020711 2.920 2.940 2.845 2.911 -0.029 14,340 49,176 +1,399
Nov02 020711 3.310 3.335 3.260 3.298 -0.020 4,111 31,830 +287
Dec02 020711 3.605 3.630 3.560 3.606 -0.020 5,442 33,991 +161
Jan03 020711 3.725 3.731 3.680 3.731 -0.004 3,690 29,121 +549
Feb03 020711 3.690 3.710 3.660 3.701 +0.004 2,931 20,668 -152
Mar03 020711 3.640 3.670 3.610 3.661 +0.009 1,575 22,963 +122
Total Volume and Open Interest 130,128 503,276 +9,769
Brent Crude Oil(IPE)
Aug02 020711 25.72 26.07 25.70 25.96 +0.03 37,084 50,466 -6,672
Sep02 020711 25.52 25.79 25.47 25.63 -0.03 59,354 62,977 +3,902
Oct02 020711 25.52 25.67 25.36 25.53 -0.04 16,652 31,139 +4,757
Nov02 020711 25.32 25.46 25.28 25.39 -0.04 1,886 11,372 -201
Dec02 020711 25.13 25.26 25.08 25.19 -0.04 5,050 30,696 +586
Jan03 020711 24.90 24.97 24.90 24.97 -0.04 239 14,710 +25
Feb03 020711 24.73 24.77 24.73 24.77 -0.04 302 5,644 -100
Mar03 020711 24.50 24.57 24.50 24.57 -0.06 0 3,951 +0
Total Volume and Open Interest 121,967 240,347 +2,362
Gas Oil(IPE)
Aug02 020711 210.75 214.00 210.25 213.00 +1.00 22,955 51,257 +5,324
Sep02 020711 211.75 215.00 211.75 214.00 +1.00 6,883 23,459 +2,959
Oct02 020711 214.00 215.50 213.00 215.00 +1.00 3,319 20,009 +765
Nov02 020711 215.00 216.00 214.00 215.75 +0.75 2,075 19,432 +1,009
Dec02 020711 215.75 216.75 214.50 216.00 +0.75 3,387 39,892 -1,025
Jan03 020711 215.00 215.75 215.00 215.75 +0.75 200 7,353 -22
Feb03 020711 213.25 213.25 213.25 213.25 +0.25 0 4,390 +0
Mar03 020711 209.25 211.25 209.25 210.25 +0.25 200 4,854 -100
Total Volume and Open Interest 56,217 201,362 +2,220
US Dollar Index(NYBOT)
Sep02 020711 106.57 106.90 105.90 106.19 -0.38 716 10,183 -82
Dec02 020711 107.48 107.48 106.60 106.80 -0.38 32 2,318 +11
Mar03 020711 107.40 107.40 107.40 107.40 -0.38 0 2 +0
Total Volume and Open Interest 748 12,504 -71
Australian Dollar(IMM)
Sep02 020711 55.40 55.63 55.15 55.52 -0.70 1,408 32,399 -248
Dec02 020711 55.00 55.10 54.95 55.07 -0.70 11 659 +13
Mar03 020711 54.62 54.62 54.62 54.62 -0.70 0 16 +0
Total Volume and Open Interest 1,434 33,769 -220
British Pound(IMM)
Sep02 020711 153.72 155.20 153.70 155.16 +1.08 3,659 40,520 +905
Dec02 020711 153.08 154.20 152.90 154.20 +1.08 7 333 -13
Mar03 020711 153.30 153.30 153.30 153.30 +1.08 0 33 +0
Total Volume and Open Interest 3,666 40,890 +892
Canadian Dollar(IMM)
Sep02 020711 65.50 65.71 65.36 65.61 -0.12 5,898 73,286 -2,554
Dec02 020711 65.25 65.50 65.20 65.42 -0.12 280 4,004 +49
Mar03 020711 65.15 65.28 65.08 65.24 -0.12 15 742 +3
Jun03 020711 65.07 65.07 65.07 65.07 -0.12 10 422 +7
Total Volume and Open Interest 6,208 78,588 -2,490
Japanese Yen(IMM)
Sep02 020711 85.51 86.12 85.49 85.90 +0.60 4,144 75,730 -440
Dec02 020711 86.00 86.40 86.00 86.30 +0.60 106 1,493 -13
Mar03 020711 86.85 86.85 86.75 86.75 +0.60 3 165 -3
Total Volume and Open Interest 4,253 77,613 -456
Swiss Franc(IMM)
Sep02 020711 67.16 67.80 67.12 67.69 +0.41 5,109 40,583 +825
Dec02 020711 67.40 67.80 67.39 67.80 +0.41 0 504 +1
Mar03 020711 67.91 67.91 67.91 67.91 +0.41 0 39 +0
Total Volume and Open Interest 5,115 41,132 +826
EuroFX(IMM)
Sep02 020711 98.14 99.12 98.13 98.82 +0.27 13,550 110,722 +1,312
Dec02 020711 97.75 98.71 97.75 98.43 +0.27 87 2,868 -1
Mar03 020711 98.06 98.06 98.06 98.06 +0.27 1 72 -28
Total Volume and Open Interest 13,640 113,898 +1,284
Mexican Peso(IMM)
Sep02 020711 10095.0 10120.0 10055.0 10115.0 +60.0 3,443 17,783 -505
Dec02 020711 9910.0 9930.0 9890.0 9930.0 +60.0 249 1,530 -82
Total Volume and Open Interest 3,816 19,644 -593
30-Year T-Bonds(CBOT)
Sep02 020711 104~27 105~30 104~21 105~03 +0~10 273,290 392,945 -2,626
Dec02 020711 103~31 104~25 103~20 103~30 +0~10 4,697 28,322 -1,729
Mar03 020711 102~28 102~28 102~28 102~28 +0~10 1 14 +0
Total Volume and Open Interest 277,988 421,281 -4,355
Municipal Bonds(CBOT)
Sep02 020711 105~24 106~11 105~19 105~21 +0~04 958 4,003 +143
Total Volume and Open Interest 958 4,003 +143
10-Year T-Notes(CBOT)
Sep02 020711 108~220 109~100 108~185 108~270 +0~060 481,507 809,305 +21,046
Dec02 020711 107~125 107~300 107~120 107~160 +0~065 5,953 38,609 +2,664
Total Volume and Open Interest 487,462 847,915 +23,711
5-Year T-Notes(CBOT)
Sep02 020711 108~225 109~010 108~190 108~225 +0~015 101,237 530,782 +4,579
Dec02 020711 107~210 107~215 107~210 107~215 +0~030 2,963 2,745 +2,675
Total Volume and Open Interest 104,200 533,527 +7,254
2 Year T-Notes(CBOT)
Sep02 020711 105~082 105~104 105~081 105~088 +0~006 7,808 98,092 -773
Total Volume and Open Interest 7,808 98,092 -773
3-Mth T-Bills(IMM)
Sep02 020711 98.29 98.29 98.29 98.29 unch 20 133 +12
Total Volume and Open Interest 20 133 +12
Eurodollars(IMM)
Sep02 020711 98.105 98.130 98.095 98.110 +0.005 145,445 661,101 -23,670
Dec02 020711 97.890 97.940 97.875 97.885 unch 245,337 655,609 -21,806
Mar03 020711 97.585 97.690 97.575 97.605 +0.025 300,113 556,995 +21,818
Jun03 020711 97.095 97.235 97.070 97.135 +0.045 201,211 375,857 +22,397
Sep03 020711 96.550 96.715 96.540 96.595 +0.055 103,434 310,307 +587
Dec03 020711 96.105 96.260 96.095 96.155 +0.060 63,154 219,722 +9,853
Mar04 020711 95.775 95.935 95.775 95.815 +0.030 27,521 174,683 -295
Jun04 020711 95.525 95.660 95.525 95.550 +0.030 26,400 147,019 +1,282
Sep04 020711 95.340 95.445 95.325 95.355 +0.030 10,906 135,848 +581
Dec04 020711 95.130 95.235 95.115 95.145 +0.030 10,993 98,669 -3,252
Mar05 020711 95.010 95.125 95.000 95.030 +0.030 12,609 106,770 -2,768
Jun05 020711 94.865 94.980 94.855 94.885 +0.030 8,905 80,758 -1,158
Total Volume and Open Interest 1,188,990 4,053,994 +5,391
3-Mth Euro-Yen(IMM)
Sep02 020711 99.91 99.92 99.91 99.91 unch 1 7,078 -17
Dec02 020711 99.90 99.90 99.90 99.90 unch 538 4,924 +472
Mar03 020711 99.85 99.85 99.85 99.85 unch 182 2,100 +22
Jun03 020711 99.86 99.86 99.86 99.86 unch 11 4,407 +411
Sep03 020711 99.83 99.83 99.83 99.83 unch 10 6,212 +5
Dec03 020711 99.78 99.78 99.78 99.78 unch 0 1,563 +0
Mar04 020711 99.72 99.72 99.72 99.72 +0.01 0 708 +0
Jun04 020711 99.71 99.71 99.70 99.70 +0.01 0 327 +0
Sep04 020711 99.63 99.63 99.63 99.63 unch 0 630 +0
Dec04 020711 99.54 99.54 99.54 99.54 unch 0 162 +0
Total Volume and Open Interest 742 28,771 +893
3-Mth Euro-Yen(SIMEX)
Sep02 020711 99.91 99.91 99.90 99.91 +0.01 666 40,048 +477
Dec02 020711 99.90 99.90 99.89 99.90 +0.01 1,495 39,420 +578
Mar03 020711 99.86 99.86 99.85 99.86 +0.01 818 35,685 +158
Jun03 020711 99.86 99.86 99.86 99.86 +0.00 653 52,293 +264
Sep03 020711 99.83 99.83 99.83 99.83 +0.01 301 29,806 +165
Dec03 020711 99.78 99.78 99.78 99.78 unch 366 16,571 -288
Mar04 020711 99.72 99.73 99.72 99.72 +0.01 691 15,276 +340
Jun04 020711 99.71 99.71 99.70 99.70 +0.01 546 5,521 -83
Total Volume and Open Interest 5,936 242,119 +1,811
German Euro-Bund(EUREX)
Sep02 020711 107.90 108.17 107.81 107.94 +0.31 820,606 783,343 +39,590
Dec02 020711 107.25 107.50 107.25 107.29 +0.29 9,643 17,583 +127
Mar03 020711 107.24 107.24 107.24 107.24 +0.31      
Total Volume and Open Interest 830,249 800,926 +39,717
German Euro-Bobl(EUREX)
Sep02 020711 106.50 106.62 106.41 106.50 +0.19 454,420 572,646 +21,968
Dec02 020711 105.87 105.87 105.85 105.85 +0.19 514 14,758 +10
Mar03 020711 105.80 105.80 105.80 105.80 +0.19      
Total Volume and Open Interest 454,934 587,404 +21,978
Long Gilt(LIFFE)
Sep02 020711 112~28 113~12 112~26 113~02 +0~18 34,840 100,761 +4,191
Dec02 020711 115~04 115~04 115~04 115~04 +0~18      
Total Volume and Open Interest 34,840 100,761 +4,191
3-Mth Short Sterling(LIFFE)
Sep02 020711 95.73 95.78 95.71 95.73 +0.03 31,325 0 +0
Dec02 020711 95.44 95.50 95.42 95.45 +0.05 42,880 0 +0
Mar03 020711 95.15 95.22 95.14 95.17 +0.07 40,630 0 +0
Total Volume and Open Interest 145,465    
3-Mth Euribor(LIFFE)
Sep02 020711 96.515 96.530 96.505 96.510 +0.015 87,757 428,765 -1,111
Dec02 020711 96.365 96.400 96.350 96.365 +0.050 143,443 353,926 +4,950
Mar03 020711 96.230 96.270 96.215 96.240 +0.075 144,106 325,235 +19,444
Total Volume and Open Interest 516,260 1,734,189 +40,023
3-Mth Aus T-Bills(SFE)
Sep02 020711 94.92 94.99 94.88 94.97 +0.10 20,082 241,510 +8,290
Dec02 020711 94.74 94.83 94.71 94.81 +0.14 5,806 127,004 +4,786
Mar03 020711 94.55 94.64 94.51 94.62 +0.15 1,881 53,840 +1,066
Jun03 020711 94.38 94.49 94.35 94.46 +0.14 1,204 26,584 +1,239
Sep03 020711 94.24 94.33 94.23 94.31 +0.13 50 16,488 -483
Dec03 020711 94.12 94.21 94.11 94.19 +0.13 126 14,177 +48
Mar04 020711 94.02 94.10 94.02 94.08 +0.11 91 9,019 +17
Jun04 020711 93.93 94.00 93.93 93.99 +0.10 106 4,070 +60
Sep04 020711 93.91 93.91 93.91 93.91 +0.10 175 1,974 +70
Dec04 020711 93.78 93.83 93.78 93.83 +0.10 350 1,815 +345
Total Volume and Open Interest 29,871 497,336 +15,438
10-Year Aus T-Bonds(SFE)
Sep02 020711 94.15 94.19 94.12 94.17 +0.10 5,205 199,720 +17,452
Dec02 020711 94.17 94.17 94.17 94.17 +0.10      
Total Volume and Open Interest 16,192 182,268 +11,684
3-Year Aus T-Bonds(SFE)
Sep02 020711 94.49 94.56 94.44 94.52 +0.12 46,100 410,551 +21,552
Dec02 020711 94.52 94.52 94.52 94.52 +0.12      
Total Volume and Open Interest 46,100 410,551 +21,552
Gold(CMX)
Aug02 020711 313.9 318.3 313.7 317.6 +2.5 33,357 87,836 -2,271
Oct02 020711 314.8 319.5 314.8 318.9 +2.6 553 6,496 +3
Dec02 020711 316.5 320.7 315.6 319.9 +2.6 4,467 34,567 +1,691
Feb03 020711 317.5 321.3 317.0 320.7 +2.6 326 8,142 -21
Apr03 020711 322.0 322.0 321.4 321.4 +2.5 0 3,780 +0
Jun03 020711 322.3 322.3 322.3 322.3 +2.4 27 5,725 -11
Total Volume and Open Interest 38,779 169,202 -635
Silver(CMX)
Jul02 020711 504.0 511.0 504.0 507.2 +4.2 24 384 -12
Sep02 020711 505.0 513.0 504.0 509.2 +4.2 9,419 66,722 +971
Dec02 020711 508.0 516.0 507.0 511.9 +4.0 696 19,216 +48
Mar03 020711 511.0 517.0 511.0 513.8 +4.0 42 1,801 +6
May03 020711 515.2 515.2 515.2 515.2 +4.0 0 1,633 +0
Total Volume and Open Interest 10,217 98,190 +1,021
Platinum(NYM)
Jul02 020711 529.0 533.0 529.0 529.3 +4.6 6 177 -10
Oct02 020711 520.0 522.5 518.0 522.3 +6.6 746 5,636 +77
Jan03 020711 516.3 516.3 516.3 516.3 +5.6 0 19 +0
Total Volume and Open Interest 752 5,832 +67
Palladium(NYME)
Sep02 020711 326.00 327.00 323.00 327.00 unch 66 2,037 -26
Total Volume and Open Interest 66 2,037 -26
Copper(CMX)
Jul02 020711 74.50 74.70 74.30 74.55 -0.70 392 3,067 -169
Sep02 020711 75.10 75.45 74.70 75.10 -0.75 4,152 40,483 -889
Dec02 020711 75.90 76.05 75.40 75.85 -0.70 79 10,232 -25
Mar03 020711 76.50 76.55 76.30 76.55 -0.70 3 1,982 +10
May03 020711 77.10 77.10 77.00 77.00 -0.65 0 2,053 +0
Total Volume and Open Interest 4,665 74,735 -1,066
DJIA Index(CBOT)
Sep02 020711 8810 8855 8595 8797 +2 37,890 31,040 +1,606
Dec02 020711 8800 8850 8595 8790 +2 87 454 -5
Mar03 020711 8799 8799 8799 8799 +2 0 1 +0
Jun03 020711 8819 8819 8819 8819 +2      
Total Volume and Open Interest 37,977 31,520 +1,601
S & P 500(CME)
Sep02 020711 914.00 930.50 900.50 926.90 +7.90 99,910 553,183 +4,987
Dec02 020711 914.20 930.50 910.00 927.30 +7.80 1,569 20,220 +415
Mar03 020711 928.30 928.30 928.30 928.30 +7.80 694 14,080 +44
Jun03 020711 930.90 930.90 930.90 930.90 +8.10 105 270 +102
Total Volume and Open Interest 102,283 587,790 +5,548
S & P 500 E-Mini(Globex)
Sep02 020711 919.75 930.50 900.50 927.00 +8.00 716,068 241,155 +26,105
Dec02 020711 915.25 927.25 906.00 927.25 +7.75 19 25 +4
Total Volume and Open Interest 716,087 241,180 +26,109
NASDAQ 100(CME)
Sep02 020711 959.00 1005.00 949.00 998.50 +35.50 19,228 56,404 +510
Dec02 020711 1003.50 1003.50 1003.50 1003.50 +35.50 0 61 +0
Mar03 020711 1008.50 1008.50 1008.50 1008.50 +35.50      
Total Volume and Open Interest 19,228 56,465 +510
NASDAQ 100 E-Mini(GLOBEX)
Sep02 020711 966.5 1004.5 948.5 998.5 +35.5 295,692 104,946 +7,524
Dec02 020711 1003.5 1003.5 1003.5 1003.5 +35.5 2 7 +0
Total Volume and Open Interest 295,694 104,953 +7,524
NYSE Composite(NYBOT)
Sep02 020711 494.25 498.50 486.10 498.00 +1.50 744 2,380 +92
Dec02 020711 498.25 498.25 498.25 498.25 +1.35 0 480 +0
Mar03 020711 498.65 498.65 498.65 498.65 +1.35 0 200 +0
Total Volume and Open Interest 744 3,060 +92
S & P Midcap 400(CME)
Sep02 020711 445.00 449.50 435.50 447.75 +0.25 1,098 14,400 +68
Dec02 020711 449.00 449.00 449.00 449.00 +0.25      
Mar03 020711 452.00 452.00 452.00 452.00 +0.25      
Total Volume and Open Interest 1,098 14,400 +68
Russell 2000(CME)
Sep02 020711 417.00 418.00 408.00 415.25 -5.25 2,389 24,716 -104
Dec02 020711 421.00 421.00 416.65 416.65 -5.25      
Mar03 020711 418.65 418.65 418.65 418.65 -5.25      
Total Volume and Open Interest 2,389 24,716 -104
Value Line(KCBT)
Sep02 020711 1067.50 1072.50 1046.00 1068.00 +1.00 38 87 -20
Total Volume and Open Interest 44 87 -20
Nikkei 225(CME)
Sep02 020711 10480 10540 10355 10515 -60 2,147 22,858 +46
Dec02 020711 10505 10505 10505 10505 -60 0 43 +0
Total Volume and Open Interest 2,147 22,903 +46
Nikkei 225(SIMEX)
Sep02 020711 10610 10625 10440 10530 -195 16,822 71,931 -61
Dec02 020711 10500 10500 10500 10500 -195 0 150 +0
Mar03 020711 10500 10500 10500 10500 -195 0 300 +0
Total Volume and Open Interest 16,841 72,669 -55
CAC 40(MATIF)
Jul02 020711 3598.0 3612.5 3506.0 3519.0 -141.0 79,356 458,917 +27,639
Aug02 020711 3670.0 3670.0 3670.0 3670.0 unch 3 105 -10
Sep02 020711 3595.0 3612.0 3538.0 3538.0 -142.0 1,873 109,119 +896
Total Volume and Open Interest 81,451 591,492 +28,742
DAX Index(EUREX)
Sep02 020711 4173.0 4209.5 4065.0 4179.5 -50.0 86,539 175,399 +4,698
Dec02 020711 4201.0 4228.5 4117.0 4217.0 -51.0 88 4,642 +15
Mar03 020711 4246.5 4265.0 4192.0 4254.0 -53.5 6 258 +4
Total Volume and Open Interest 86,633 180,299 +4,717
FT-SE 100(LIFFE)
Sep02 020711 4356.50 4372.50 4194.00 4240.00 -183.50 82,692 367,160 +8,869
Dec02 020711 4366.50 4366.50 4256.50 4268.00 -185.50 1,204 11,853 +427
Mar03 020711 4349.50 4366.00 4269.00 4269.00 -185.50 19 7,315 +0
Total Volume and Open Interest 83,915 387,628 +9,296
SPI 200(SFE)
Sep02 020711 3192.0 3203.0 3174.0 3181.0 -42.0 10,135 114,106 +629
Dec02 020711 3193.0 3193.0 3193.0 3193.0 -43.0 75 1,776 +52
Mar03 020711 3207.0 3207.0 3207.0 3207.0 -43.0 30 1,054 +30
Total Volume and Open Interest 10,242 117,816 +713
GSCI(CME)
Jul02 020711 202.80 203.60 202.20 203.30 +0.50 4,420 8,765 -4,140
Aug02 020711 202.70 203.75 201.95 203.10 +0.50 4,294 11,432 +4,090
Sep02 020711 202.50 202.50 202.50 202.50 +0.50      
Total Volume and Open Interest 8,714 20,197 -50
Bridge CRB Index(NYBOT)
Aug02 020711 212.50 213.10 212.35 213.00 +0.85 30 329 +0
Nov02 020711 215.50 216.00 215.50 216.00 +0.85 2 110 +1
Jan03 020711 218.50 218.50 218.50 218.50 +0.85 0 51 +0
Total Volume and Open Interest 32 490 +1
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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