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MRCI's Free Historical Futures Prices for

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MRCI's Free Historical Futures Prices
Daily Futures Price Listing Tue July 16, 2002
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Aug02 020716 576.00 580.50 571.50 579.75 +9.75 17,012 40,906 -175
Sep02 020716 555.00 556.50 548.00 555.00 +7.50 5,426 18,854 +255
Nov02 020716 540.00 541.50 533.50 538.75 +5.50 38,440 103,545 +4,329
Jan03 020716 538.00 540.00 533.00 538.25 +6.25 1,346 15,702 +167
Mar03 020716 538.00 538.00 532.00 535.50 +4.75 1,932 13,271 +965
May03 020716 533.00 535.00 530.00 534.00 +5.25 3,685 23,220 +1,482
Jul03 020716 533.00 534.50 530.00 532.00 +5.00 1,689 5,377 +522
Total Volume and Open Interest 69,989 222,958 +7,630
Soybean Meal(CBOT)
Aug02 020716 188.70 190.20 188.00 189.80 +2.60 7,862 26,253 -248
Sep02 020716 181.00 181.90 180.40 181.70 +2.10 2,456 19,355 +372
Oct02 020716 173.50 175.00 173.50 174.50 +2.00 1,769 15,862 +123
Dec02 020716 171.50 173.00 171.40 172.30 +1.70 9,069 57,857 +409
Jan03 020716 169.80 171.00 169.80 170.80 +2.10 337 5,544 -49
Mar03 020716 167.80 169.00 167.50 168.50 +2.30 382 5,287 +29
May03 020716 165.50 167.20 165.20 166.60 +2.60 2,283 7,783 +625
Jul03 020716 165.50 166.80 164.80 166.10 +2.40 771 2,681 +248
Total Volume and Open Interest 25,171 143,198 +1,246
Soybean Oil(CBOT)
Aug02 020716 19.87 19.96 19.50 19.78 -0.13 10,041 30,430 -1,557
Sep02 020716 19.94 19.97 19.61 19.92 -0.07 2,827 22,237 +260
Oct02 020716 20.03 20.06 19.75 20.03 -0.04 676 8,531 -110
Dec02 020716 20.28 20.32 19.94 20.28 -0.02 13,727 51,838 +1,094
Jan03 020716 20.40 20.40 20.10 20.40 -0.02 219 5,604 +142
Mar03 020716 20.40 20.50 20.22 20.48 -0.04 879 4,036 -74
May03 020716 20.45 20.58 20.25 20.58 -0.01 1,248 7,752 +162
Jul03 020716 20.55 20.65 20.40 20.63 -0.06 760 2,816 +212
Total Volume and Open Interest 30,397 135,136 -148
Canola(WCE)
Jul02 020716 400.0 400.0 400.0 400.0 -2.0 0 101 +0
Sep02 020716 398.5 398.5 398.5 398.5 -4.3 8 114 -2
Nov02 020716 395.0 400.0 387.0 397.7 +2.7 5,862 45,131 -90
Jan03 020716 393.5 395.2 386.0 395.2 +1.7 424 2,168 +108
Mar03 020716 392.5 393.7 385.0 393.7 +1.2 70 933 +60
Total Volume and Open Interest 6,364 48,462 +76
Corn(CBOT)
Sep02 020716 232.00 235.00 231.75 234.75 +7.50 15,904 153,413 +53
Dec02 020716 242.00 245.00 241.50 244.50 +7.25 37,516 212,549 +4,543
Mar03 020716 249.00 251.00 248.25 250.75 +7.00 1,827 36,347 +310
May03 020716 252.00 254.75 251.50 254.25 +6.00 691 8,795 +118
Jul03 020716 255.00 257.00 254.50 256.50 +5.25 615 13,815 -136
Sep03 020716 249.50 250.00 247.00 247.25 +1.75 31 1,528 +7
Total Volume and Open Interest 57,955 444,946 +4,226
Wheat(CBOT)
Sep02 020716 326.50 335.00 325.75 334.00 +10.25 7,824 48,270 -386
Dec02 020716 337.50 343.00 334.50 342.50 +10.00 12,963 53,835 +2,212
Mar03 020716 340.50 347.00 339.00 346.75 +9.75 589 6,933 +50
May03 020716 334.00 340.00 332.00 340.00 +10.00 31 341 +29
Jul03 020716 325.00 334.00 323.00 332.75 +8.75 356 4,669 -38
Total Volume and Open Interest 21,812 114,467 +1,868
Wheat(KCBT)
Jul02 020716 356.00 356.50 356.00 356.50 +7.50 0 208 -2
Sep02 020716 354.00 360.50 352.50 360.25 +10.25 5,898 37,692 -1,241
Dec02 020716 355.50 363.50 354.25 362.50 +10.50 3,177 32,899 +85
Mar03 020716 354.00 360.00 352.50 360.00 +10.50 1,107 7,472 +11
May03 020716 349.00 352.00 345.50 352.00 +9.75 15 568 -9
Total Volume and Open Interest 10,975 80,634 -1,371
Wheat(MGE)
Jul02 020716 368.00 368.00 368.00 368.00 +16.00      
Sep02 020716 369.00 378.75 368.00 377.50 +14.00 3,169 13,144 +970
Dec02 020716 372.00 383.00 370.00 382.00 +16.25 1,290 6,669 +195
Mar03 020716 372.00 384.50 372.00 383.25 +17.25 186 2,055 +53
May03 020716 369.00 378.25 369.00 378.25 +15.75 25 756 +5
Total Volume and Open Interest 4,720 23,657 +1,228
Oats(CBOT)
Sep02 020716 173.00 177.50 172.00 176.25 +5.50 1,029 2,831 +243
Dec02 020716 167.25 172.75 166.00 171.00 +6.50 733 7,012 +49
Mar03 020716 170.00 172.50 169.00 172.25 +5.25 63 351 +39
May03 020716 172.25 172.25 172.25 172.25 +5.25 0 10 +0
Total Volume and Open Interest 1,825 10,204 +331
Rough Rice(CBOT)
Jul02 020716 4.29 4.29 4.29 4.29 +0.09 15 226 -30
Sep02 020716 4.40 4.47 4.34 4.47 +0.08 72 2,917 +19
Nov02 020716 4.59 4.65 4.52 4.65 +0.07 60 2,142 -4
Jan03 020716 4.82 4.82 4.82 4.82 +0.07 0 737 +0
Total Volume and Open Interest 147 7,250 -15
Live Cattle(CME)
Aug02 020716 65.500 65.700 65.275 65.350 -0.500 8,105 29,867 -1,371
Oct02 020716 67.500 67.675 67.400 67.500 -0.200 3,782 35,102 +674
Dec02 020716 68.500 68.700 68.350 68.425 -0.250 1,895 18,867 +256
Feb03 020716 69.550 69.650 69.350 69.375 -0.375 734 6,678 +252
Apr03 020716 69.950 70.100 69.850 70.050 unch 364 3,298 +138
Jun03 020716 65.800 65.900 65.725 65.750 -0.075 118 898 +91
Total Volume and Open Interest 14,998 94,714 +41
Feeder Cattle(CME)
Aug02 020716 77.650 77.700 77.125 77.425 -0.600 1,307 5,911 -69
Sep02 020716 77.725 77.725 77.100 77.375 -0.700 356 2,523 +75
Oct02 020716 77.600 77.600 77.200 77.550 -0.450 503 1,983 +136
Nov02 020716 78.150 78.150 77.550 77.900 -0.400 111 983 +39
Jan03 020716 77.050 77.100 76.850 76.875 -0.550 71 574 +46
Mar03 020716 76.500 76.500 76.200 76.200 -0.600 1 39 +0
Apr03 020716 76.300 76.300 75.900 75.900 -0.600 2 87 +1
Total Volume and Open Interest 2,351 12,102 +228
Lean Hogs(CME)
Aug02 020716 52.600 52.650 50.400 50.850 -1.550 3,912 10,397 -307
Oct02 020716 43.550 43.650 42.100 42.375 -1.275 2,166 11,534 +532
Dec02 020716 41.000 41.000 40.050 40.500 -0.550 851 6,620 +571
Feb03 020716 43.500 44.000 43.500 43.750 +0.275 85 906 +36
Apr03 020716 46.300 46.300 46.200 46.200 +0.100 9 130 +1
May03 020716 53.600 53.650 53.600 53.650 +0.150 4 23 +4
Jun03 020716 55.500 55.500 55.500 55.500 +0.125 11 93 +9
Jul03 020716 55.300 55.450 55.300 55.450 +0.200 4 21 +0
Total Volume and Open Interest 7,264 31,052 +779
Pork Bellies(CME)
Jul02 020716 75.850 75.850 74.875 75.400 -2.475 35 240 -25
Aug02 020716 75.400 75.400 72.200 72.400 -2.800 508 1,532 -36
Feb03 020716 65.200 65.400 63.100 63.600 -1.500 37 219 +14
Mar03 020716 63.500 63.800 63.500 63.500 -0.600 4 6 +1
May03 020716 64.800 64.800 64.800 64.800 +0.800 0 3 +0
Total Volume and Open Interest 584 2,000 -46
Cocoa(NYBOT)
Jul02 020716 1790 1812 1790 1800 +2 44 54 -44
Sep02 020716 1810 1821 1787 1815 +11 4,328 35,144 -211
Dec02 020716 1794 1802 1773 1799 +16 1,782 22,845 +179
Mar03 020716 1756 1764 1748 1764 +14 949 17,395 -196
May03 020716 1764 1766 1764 1764 +14 216 7,034 +28
Jul03 020716 1767 1767 1767 1767 +7 685 6,669 +600
Sep03 020716 1750 1768 1750 1768 +15 60 11,386 +110
Total Volume and Open Interest 8,064 109,697 +467
Coffee "C"(NYBOT)
Jul02 020716 49.50 49.75 49.30 49.30 +0.30 13 163 -9
Sep02 020716 51.10 51.40 50.50 50.65 -0.10 3,361 37,812 -503
Dec02 020716 54.10 54.40 53.70 53.75 -0.05 1,818 14,785 +202
Mar03 020716 57.00 57.25 56.65 56.65 -0.05 283 7,336 -53
May03 020716 58.75 58.75 58.20 58.20 -0.05 165 3,413 +19
Jul03 020716 60.25 60.25 59.55 59.55 -0.05 107 2,751 +49
Total Volume and Open Interest 5,780 68,128 -272
Orange Juice(NYBOT)
Sep02 020716 94.70 96.00 94.50 95.85 +1.65 2,423 14,599 +726
Nov02 020716 94.45 95.65 94.35 95.65 +1.70 642 3,735 +253
Jan03 020716 94.50 95.40 94.25 95.35 +1.60 41 4,164 +4
Mar03 020716 96.00 96.70 95.90 96.70 +1.75 73 2,311 -40
May03 020716 96.65 97.80 96.65 97.80 +1.65 0 346 +0
Total Volume and Open Interest 3,179 25,157 +943
Sugar #11(NYBOT)
Oct02 020716 5.72 5.85 5.68 5.81 +0.10 14,548 74,230 -448
Mar03 020716 5.80 5.93 5.78 5.91 +0.10 3,974 29,919 +460
May03 020716 5.68 5.80 5.66 5.79 +0.09 536 10,223 +214
Jul03 020716 5.51 5.62 5.51 5.62 +0.08 740 15,362 +341
Oct03 020716 5.59 5.70 5.59 5.70 +0.08 422 10,138 +83
Total Volume and Open Interest 20,229 143,354 +642
London Cocoa(LCE)
Jul02 020716 1430 1451 1425 1449 +26 6,526 20,606 -310
Sep02 020716 1397 1403 1383 1395 +3 8,241 53,297 +6,963
Dec02 020716 1281 1288 1269 1279 +1 854 24,179 -97
Mar03 020716 1235 1243 1223 1232 -2 435 37,194 +87
May03 020716 1249 1249 1235 1239 -3 147 8,800 +18
Jul03 020716 1264 1264 1254 1254 unch 330 7,128 +211
Sep03 020716 1255 1263 1254 1256 unch 115 4,714 +89
Total Volume and Open Interest 16,649 164,020 +6,961
London Coffee(LCE)
Jul02 020716 490.00 510.00 490.00 509.00 +19.00 415 597 -176
Sep02 020716 508.00 532.00 508.00 527.00 +16.00 9,520 43,259 -2,695
Nov02 020716 525.00 550.00 525.00 544.00 +16.00 1,915 30,888 +1,119
Jan03 020716 540.00 562.00 540.00 558.00 +18.00 1,641 17,259 +1,297
Mar03 020716 552.00 577.00 552.00 572.00 +20.00 355 10,263 +320
May03 020716 584.00 586.00 584.00 586.00 +21.00 65 8,340 +12
Total Volume and Open Interest 13,964 111,680 -70
London Sugar(LCE)
Aug02 020716 195.50 196.00 183.00 186.00 -10.10 2,618 2,258 -977
Oct02 020716 177.00 179.00 175.10 179.00 +2.40 2,532 18,666 +385
Dec02 020716 175.90 178.40 175.00 178.40 +3.30 270 4,799 +3
Mar03 020716 179.50 181.50 177.50 180.90 +2.50 265 6,726 +151
May03 020716 179.00 181.50 179.00 180.90 +1.90 0 2,513 +0
Total Volume and Open Interest 5,715 35,766 -408
Cotton(NYBOT)
Oct02 020716 43.55 44.10 43.20 43.38 -0.11 1,221 3,498 -178
Dec02 020716 45.10 45.59 44.75 44.94 +0.04 13,422 53,145 -4,226
Mar03 020716 46.85 47.35 46.65 46.88 +0.06 1,491 8,527 +407
May03 020716 49.65 49.90 49.50 49.70 unch 576 4,279 +4
Jul03 020716 50.50 50.50 50.30 50.45 +0.05 71 1,941 +7
Oct03 020716 51.60 51.60 51.50 51.50 -0.10 0 106 +0
Total Volume and Open Interest 16,801 72,436 -4,001
Lumber(CME)
Sep02 020716 262.0 264.0 256.0 256.0 -10.0 393 1,321 +23
Nov02 020716 268.0 268.0 258.4 259.8 -8.6 36 172 +2
Jan03 020716 279.1 279.1 271.0 273.2 -7.5 6 50 -2
Mar03 020716 282.5 285.0 282.5 283.7 -2.1 2 13 +2
Total Volume and Open Interest 628 1,632 -64
Crude Oil(NYM)
Aug02 020716 27.05 27.83 26.90 27.75 +0.68 82,132 87,600 -7,307
Sep02 020716 27.02 27.83 26.91 27.76 +0.72 53,640 122,683 +15,065
Oct02 020716 26.75 27.40 26.62 27.39 +0.69 11,088 40,938 +2,736
Nov02 020716 26.60 27.11 26.60 27.11 +0.67 3,887 18,238 +1,001
Dec02 020716 26.30 26.90 26.15 26.85 +0.66 10,815 51,023 +261
Jan03 020716 25.95 26.60 25.95 26.59 +0.66 1,457 20,240 +672
Feb03 020716 25.90 26.33 25.88 26.33 +0.64 769 9,667 +103
Mar03 020716 25.70 26.08 25.70 26.08 +0.61 924 8,982 +142
Apr03 020716 25.50 25.84 25.50 25.84 +0.58 147 6,216 -403
May03 020716 25.60 25.60 25.60 25.60 +0.55 5 3,247 +70
Total Volume and Open Interest 170,216 473,648 +14,747
Heating Oil(NYM)
Aug02 020716 69.60 71.30 68.85 71.09 +1.54 19,603 36,020 -118
Sep02 020716 70.20 71.90 69.60 71.78 +1.51 7,173 30,593 +1,500
Oct02 020716 70.75 72.28 70.10 72.28 +1.51 2,012 11,035 +272
Nov02 020716 71.10 72.78 71.10 72.78 +1.51 578 9,149 +165
Dec02 020716 71.60 73.23 71.10 73.23 +1.51 2,006 18,464 +112
Jan03 020716 72.05 73.60 71.60 73.53 +1.51 725 9,550 +218
Feb03 020716 71.55 73.13 71.55 73.13 +1.51 27 7,849 +42
Mar03 020716 70.25 71.58 70.25 71.58 +1.46 65 5,447 +298
Apr03 020716 68.40 69.70 68.40 69.68 +1.41 160 2,755 -18
May03 020716 66.85 67.83 66.85 67.83 +1.41 7 1,543 +8
Total Volume and Open Interest 32,514 138,577 +2,534
Unleaded Gas(NYM)
Aug02 020716 80.80 85.00 80.50 84.53 +3.68 27,949 7 -42,355
Sep02 020716 79.00 82.00 78.75 81.67 +2.71 10,892 36,932 +1,217
Oct02 020716 75.00 77.20 74.90 77.20 +2.39 2,229 16,286 +1
Nov02 020716 73.35 75.32 73.35 75.32 +2.27 341 4,610 +82
Dec02 020716 72.30 74.04 72.00 74.04 +2.23 413 3,355 -78
Jan03 020716 71.60 73.62 71.60 73.62 +2.15 110 2,460 +26
Feb03 020716 72.25 73.62 72.25 73.62 +2.10 10 449 +0
Mar03 020716 74.14 74.14 74.14 74.14 +1.99 0 1,784 +0
Total Volume and Open Interest 42,009 111,048 +1,189
Natural Gas(NYM)
Aug02 020716 2.860 2.920 2.835 2.863 +0.079 33,853 55,268 -128
Sep02 020716 2.900 2.940 2.870 2.892 +0.067 8,092 49,968 +975
Oct02 020716 2.930 2.980 2.915 2.930 +0.057 5,890 49,110 -633
Nov02 020716 3.340 3.340 3.300 3.300 +0.042 3,009 32,744 +1,078
Dec02 020716 3.620 3.640 3.580 3.600 +0.037 3,425 34,577 +1,213
Jan03 020716 3.760 3.770 3.730 3.740 +0.040 5,084 30,953 +1,197
Feb03 020716 3.730 3.750 3.700 3.712 +0.042 1,403 21,019 +1,028
Mar03 020716 3.700 3.700 3.670 3.672 +0.042 1,135 25,130 +1,102
Total Volume and Open Interest 71,596 513,853 +4,330
Brent Crude Oil(IPE)
Aug02 020716 26.14 26.41 25.90 26.28 +0.22 41,234 16,132 -20,426
Sep02 020716 26.02 26.35 25.58 26.30 +0.56 72,879 71,063 +4,719
Oct02 020716 25.71 26.18 25.44 26.14 +0.55 12,153 46,120 +2,142
Nov02 020716 25.52 25.99 25.34 25.99 +0.55 4,153 13,831 +470
Dec02 020716 25.30 25.77 25.15 25.77 +0.56 7,415 30,036 -526
Jan03 020716 25.05 25.51 25.01 25.51 +0.55 660 16,664 +79
Feb03 020716 24.84 25.29 24.80 25.29 +0.56 481 5,618 +79
Mar03 020716 24.64 25.06 24.55 25.06 +0.56 21 3,532 +0
Total Volume and Open Interest 141,671 235,766 -12,423
Gas Oil(IPE)
Aug02 020716 215.50 215.50 211.50 215.00 -2.00 16,132 50,406 -374
Sep02 020716 216.00 216.50 212.75 216.50 -1.25 8,240 26,708 +1,752
Oct02 020716 216.75 217.50 215.00 217.50 -1.00 1,878 19,477 -1,132
Nov02 020716 216.25 218.75 216.25 218.75 -0.50 1,640 19,609 -40
Dec02 020716 217.00 219.25 216.00 219.00 -0.50 2,406 40,594 +429
Jan03 020716 217.00 219.00 216.00 219.00 unch 400 8,003 +150
Feb03 020716 216.25 216.25 216.25 216.25 unch 0 4,390 +0
Mar03 020716 213.00 213.00 213.00 213.00 +0.25 100 5,616 -50
Total Volume and Open Interest 31,296 199,849 +635
US Dollar Index(NYBOT)
Sep02 020716 105.09 105.10 104.35 104.85 -0.20 1,794 9,944 -132
Dec02 020716 105.50 105.50 105.14 105.46 -0.20 26 2,341 +12
Mar03 020716 106.06 106.06 106.06 106.06 -0.20 0 2 +0
Total Volume and Open Interest 1,820 12,288 -120
Australian Dollar(IMM)
Sep02 020716 55.77 55.85 55.24 55.34 -0.29 1,014 31,737 -65
Dec02 020716 55.28 55.40 54.89 54.89 -0.29 2 718 -2
Mar03 020716 54.44 54.44 54.44 54.44 -0.29 0 16 +0
Total Volume and Open Interest 1,016 33,171 -67
British Pound(IMM)
Sep02 020716 156.76 156.92 156.34 156.54 unch 4,904 38,023 -744
Dec02 020716 155.58 155.70 155.58 155.58 unch 4 378 -19
Mar03 020716 154.68 154.68 154.68 154.68 unch 0 33 +0
Total Volume and Open Interest 4,908 38,438 -763
Canadian Dollar(IMM)
Sep02 020716 64.91 65.20 64.87 65.01 +0.11 10,214 72,206 -1,261
Dec02 020716 64.76 65.00 64.72 64.83 +0.12 363 4,161 +70
Mar03 020716 64.57 64.78 64.57 64.67 +0.14 33 782 +29
Jun03 020716 64.50 64.52 64.50 64.52 +0.16 3 426 +4
Total Volume and Open Interest 10,624 77,748 -1,162
Japanese Yen(IMM)
Sep02 020716 86.69 86.83 86.33 86.44 +0.13 7,892 78,007 +1,001
Dec02 020716 87.02 87.02 86.83 86.83 +0.13 6 1,536 +43
Mar03 020716 87.26 87.26 87.26 87.26 +0.13 0 168 +0
Total Volume and Open Interest 7,898 79,936 +1,044
Swiss Franc(IMM)
Sep02 020716 69.06 69.22 68.62 68.78 +0.10 6,925 44,783 +2,275
Dec02 020716 69.20 69.20 68.89 68.89 +0.10 12 496 -15
Mar03 020716 69.00 69.00 69.00 69.00 +0.10 0 39 +0
Total Volume and Open Interest 6,937 45,324 +2,260
EuroFX(IMM)
Sep02 020716 100.96 101.20 100.28 100.52 +0.23 16,889 114,996 +4,569
Dec02 020716 100.58 100.58 99.90 100.12 +0.23 736 3,552 +658
Mar03 020716 100.10 100.10 99.75 99.75 +0.23 1 170 +0
Total Volume and Open Interest 17,626 118,964 +5,227
Mexican Peso(IMM)
Sep02 020716 10130.0 10230.0 10130.0 10220.0 +85.0 3,199 15,170 +789
Dec02 020716 10035.0 10035.0 10035.0 10035.0 +85.0 0 1,529 +6
Total Volume and Open Interest 3,199 17,042 +795
30-Year T-Bonds(CBOT)
Sep02 020716 104~18 105~04 103~19 103~25 -1~02 205,507 393,415 +613
Dec02 020716 102~26 103~23 102~13 102~19 -1~02 3,927 30,323 +1,888
Mar03 020716 101~18 101~18 101~17 101~17 -1~02 0 14 +0
Total Volume and Open Interest 209,434 423,752 +2,501
Municipal Bonds(CBOT)
Sep02 020716 105~18 105~21 104~19 104~26 -0~23 315 4,080 -5
Total Volume and Open Interest 315 4,080 -5
10-Year T-Notes(CBOT)
Sep02 020716 108~255 109~095 108~085 108~115 -0~185 367,222 818,557 +4,648
Dec02 020716 107~260 107~260 106~300 106~315 -0~190 5,404 43,856 +3,229
Total Volume and Open Interest 372,626 862,413 +7,877
5-Year T-Notes(CBOT)
Sep02 020716 108~275 108~285 108~100 108~115 -0~145 54,591 534,537 -4,034
Dec02 020716 107~090 107~090 107~090 107~090 -0~155 2 3,404 +0
Total Volume and Open Interest 54,593 537,941 -4,034
2 Year T-Notes(CBOT)
Sep02 020716 105~101 105~104 105~069 105~072 -0~032 5,557 100,397 -424
Total Volume and Open Interest 5,557 100,397 -424
3-Mth T-Bills(IMM)
Sep02 020716 98.35 98.35 98.35 98.35 unch 2 135 +2
Total Volume and Open Interest 2 135 +2
Eurodollars(IMM)
Sep02 020716 98.165 98.170 98.125 98.130 -0.035 127,327 665,451 +17,804
Dec02 020716 97.980 97.990 97.890 97.895 -0.080 207,234 648,856 +4,563
Mar03 020716 97.735 97.735 97.570 97.580 -0.150 256,101 567,460 -470
Jun03 020716 97.280 97.285 97.080 97.090 -0.195 161,782 385,038 -6,497
Sep03 020716 96.760 96.760 96.535 96.540 -0.215 93,271 314,209 +13,893
Dec03 020716 96.270 96.270 96.035 96.045 -0.220 69,410 244,244 +10,219
Mar04 020716 95.850 95.850 95.670 95.675 -0.195 30,589 170,494 +705
Jun04 020716 95.570 95.570 95.400 95.405 -0.175 23,594 149,000 +1,922
Sep04 020716 95.350 95.350 95.190 95.195 -0.165 28,281 127,632 -8,166
Dec04 020716 95.125 95.125 94.975 94.975 -0.155 21,484 104,091 +4,827
Mar05 020716 94.990 94.990 94.845 94.845 -0.150 11,306 102,101 -1,288
Jun05 020716 94.835 94.835 94.690 94.700 -0.140 15,148 81,831 +155
Total Volume and Open Interest 1,101,945 4,110,323 +53,676
3-Mth Euro-Yen(IMM)
Sep02 020716 99.92 99.92 99.92 99.92 +0.01 2,832 9,529 +2,342
Dec02 020716 99.91 99.91 99.91 99.91 +0.01 0 5,552 +284
Mar03 020716 99.86 99.86 99.86 99.86 unch 0 1,918 +0
Jun03 020716 99.87 99.87 99.87 99.87 unch 34 4,850 -207
Sep03 020716 99.83 99.83 99.83 99.83 unch 51 6,193 +47
Dec03 020716 99.79 99.79 99.79 99.79 +0.01 0 2,063 +284
Mar04 020716 99.73 99.73 99.73 99.73 unch 1 714 +6
Jun04 020716 99.70 99.70 99.70 99.70 unch 0 287 -40
Sep04 020716 99.63 99.63 99.63 99.63 unch 0 730 +0
Dec04 020716 99.54 99.54 99.54 99.54 unch 0 162 +0
Total Volume and Open Interest 2,918 33,558 +3,116
3-Mth Euro-Yen(SIMEX)
Sep02 020716 99.90 99.92 99.90 99.92 +0.00 118 40,550 +113
Dec02 020716 99.90 99.90 99.90 99.90 +0.00 1,100 38,848 -279
Mar03 020716 99.86 99.86 99.86 99.86 +0.00 857 35,194 +329
Jun03 020716 99.86 99.87 99.86 99.87 +0.01 113 52,403 +63
Sep03 020716 99.83 99.83 99.83 99.83 unch 0 28,974 -62
Dec03 020716 99.78 99.79 99.78 99.79 +0.01 352 16,499 +196
Mar04 020716 99.73 99.73 99.73 99.73 unch 27 15,194 -33
Jun04 020716 99.71 99.71 99.71 99.71 +0.01 60 5,802 +18
Total Volume and Open Interest 3,027 241,325 +545
German Euro-Bund(EUREX)
Sep02 020716 108.30 108.70 108.03 108.05 -0.41 709,822 798,472 -5,162
Dec02 020716 107.62 108.05 107.44 107.44 -0.40 5,830 18,819 +1,404
Mar03 020716 107.35 107.35 107.35 107.35 -0.41      
Total Volume and Open Interest 715,652 817,291 -3,758
German Euro-Bobl(EUREX)
Sep02 020716 106.70 106.95 106.49 106.52 -0.27 327,208 581,323 -5,256
Dec02 020716 106.10 106.10 105.87 105.87 -0.25 5,193 14,924 +250
Mar03 020716 105.82 105.82 105.82 105.82 -0.27      
Total Volume and Open Interest 332,401 596,247 -5,006
Long Gilt(LIFFE)
Sep02 020716 113~12 113~29 113~09 113~18 -0~01 27,374 105,311 +805
Dec02 020716 115~20 115~20 115~20 115~20 -0~01      
Total Volume and Open Interest 27,374 105,311 +805
3-Mth Short Sterling(LIFFE)
Sep02 020716 95.82 95.95 95.80 95.87 +0.05 39,889 0 +0
Dec02 020716 95.56 95.76 95.54 95.65 +0.08 35,576 0 +0
Mar03 020716 95.28 95.54 95.27 95.40 +0.09 23,102 0 +0
Total Volume and Open Interest 124,416    
3-Mth Euribor(LIFFE)
Sep02 020716 96.535 96.590 96.530 96.560 +0.015 98,076 419,637 -6,556
Dec02 020716 96.415 96.500 96.380 96.410 -0.030 93,852 347,965 -6,940
Mar03 020716 96.335 96.400 96.255 96.300 -0.040 71,478 358,299 -1,900
Total Volume and Open Interest 353,450 1,785,783 +156
3-Mth Aus T-Bills(SFE)
Sep02 020716 95.02 95.04 95.00 95.02 -0.02 18,931 253,458 +7,693
Dec02 020716 94.84 94.86 94.81 94.82 -0.06 6,277 136,549 +399
Mar03 020716 94.65 94.67 94.63 94.65 -0.05 2,459 54,390 -277
Jun03 020716 94.50 94.50 94.48 94.49 -0.05 820 27,999 -1,370
Sep03 020716 94.34 94.36 94.33 94.34 -0.05 254 17,665 -209
Dec03 020716 94.22 94.24 94.21 94.21 -0.06 4 14,048 -218
Mar04 020716 94.14 94.14 94.10 94.10 -0.06 0 8,900 -95
Jun04 020716 94.00 94.00 94.00 94.00 -0.06 43 4,135 +36
Sep04 020716 93.91 93.91 93.91 93.91 -0.07 0 1,889 +0
Dec04 020716 93.83 93.83 93.83 93.83 -0.07 0 1,325 -45
Total Volume and Open Interest 28,788 521,248 +5,900
10-Year Aus T-Bonds(SFE)
Sep02 020716 94.10 94.11 94.07 94.09 -0.07 13,979 181,711 +0
Dec02 020716 94.09 94.09 94.09 94.09 -0.07      
Total Volume and Open Interest 13,979 181,711 +8,151
3-Year Aus T-Bonds(SFE)
Sep02 020716 94.53 94.55 94.51 94.53 -0.06 69,997 448,574 +28,253
Dec02 020716 94.53 94.53 94.53 94.53 -0.06      
Total Volume and Open Interest 69,997 448,574 +28,253
Gold(CMX)
Aug02 020716 319.8 319.9 316.8 317.5 -2.4 37,161 83,505 +721
Oct02 020716 321.0 321.4 318.5 318.8 -2.4 370 6,763 +70
Dec02 020716 322.5 323.0 319.0 319.8 -2.4 8,277 42,930 +1,883
Feb03 020716 323.5 323.5 320.5 320.6 -2.4 27 8,159 +7
Apr03 020716 321.4 321.4 321.4 321.4 -2.3 58 3,798 +18
Jun03 020716 323.0 323.5 322.3 322.3 -2.3 5 5,747 -2
Total Volume and Open Interest 46,025 173,996 +2,788
Silver(CMX)
Jul02 020716 505.0 505.0 500.0 501.8 -8.3 28 372 -1
Sep02 020716 511.0 512.0 501.0 503.3 -8.5 10,097 69,806 +992
Dec02 020716 514.0 515.0 503.0 506.1 -8.5 1,693 20,034 +446
Mar03 020716 517.0 517.0 505.5 508.1 -8.2 22 1,808 +7
May03 020716 510.0 510.0 509.7 509.7 -7.9 3 1,639 +1
Total Volume and Open Interest 11,867 102,284 +1,469
Platinum(NYM)
Jul02 020716 530.1 530.1 525.0 529.9 -4.0 46 119 -39
Oct02 020716 526.5 527.5 519.0 522.4 -4.5 277 5,511 -29
Jan03 020716 516.4 516.4 516.4 516.4 -4.5 0 19 +0
Total Volume and Open Interest 323 5,649 -68
Palladium(NYME)
Sep02 020716 320.00 325.00 320.00 322.50 +4.00 26 2,079 -13
Total Volume and Open Interest 26 2,079 -13
Copper(CMX)
Jul02 020716 73.40 73.90 73.40 73.85 +0.50 503 2,268 -121
Sep02 020716 73.95 74.50 73.90 74.35 +0.45 8,960 39,207 +1,267
Dec02 020716 74.70 75.20 74.70 75.10 +0.45 500 10,814 +168
Mar03 020716 75.55 75.75 75.55 75.75 +0.40 56 2,025 +3
May03 020716 76.15 76.15 76.15 76.15 +0.35 40 2,029 -40
Total Volume and Open Interest 10,500 73,211 +1,190
DJIA Index(CBOT)
Sep02 020716 8510 8630 8395 8473 -189 61,163 32,771 +876
Dec02 020716 8495 8610 8385 8463 -191 201 508 +58
Mar03 020716 8470 8470 8470 8470 -191 0 1 +0
Jun03 020716 8488 8488 8488 8488 -191      
Total Volume and Open Interest 61,364 33,305 +934
S & P 500(CME)
Sep02 020716 908.00 920.00 896.00 903.30 -17.30 111,959 553,879 +5,894
Dec02 020716 913.00 914.00 900.50 903.60 -17.30 92 19,970 +71
Mar03 020716 902.00 904.50 902.00 904.50 -16.90 0 14,727 +0
Jun03 020716 906.50 906.50 906.50 906.50 -16.90 10 368 +10
Total Volume and Open Interest 112,063 588,986 +5,977
S & P 500 E-Mini(Globex)
Sep02 020716 920.50 924.00 894.75 903.25 -17.25 806,721 272,713 +35,471
Dec02 020716 910.00 911.00 903.50 903.50 -17.50 41 39 +13
Total Volume and Open Interest 806,762 272,752 +35,484
NASDAQ 100(CME)
Sep02 020716 1018.00 1050.00 1005.00 1016.00 -14.00 18,542 58,054 +374
Dec02 020716 1021.00 1021.00 1021.00 1021.00 -14.00 0 61 +0
Mar03 020716 1026.00 1026.00 1026.00 1026.00 -14.00      
Total Volume and Open Interest 18,542 58,115 +374
NASDAQ 100 E-Mini(GLOBEX)
Sep02 020716 1031.5 1049.5 1004.5 1016.0 -14.0 353,239 125,945 +10,441
Dec02 020716 1041.0 1049.0 1021.0 1021.0 -14.0 3 8 +1
Total Volume and Open Interest 353,242 125,953 +10,442
NYSE Composite(NYBOT)
Sep02 020716 485.55 490.00 480.25 482.50 -10.35 825 3,905 +1,396
Dec02 020716 482.00 482.75 482.00 482.75 -10.35 0 450 +0
Mar03 020716 483.00 483.00 483.00 483.00 -10.35 0 200 +0
Total Volume and Open Interest 825 4,555 +1,396
S & P Midcap 400(CME)
Sep02 020716 438.00 446.95 437.00 442.00 +0.25 1,350 14,831 +346
Dec02 020716 443.25 443.25 443.25 443.25 +0.25      
Mar03 020716 446.25 446.25 446.25 446.25 +0.25      
Total Volume and Open Interest 1,350 14,831 +346
Russell 2000(CME)
Sep02 020716 403.50 414.50 403.50 408.00 -0.65 2,950 24,134 -148
Dec02 020716 409.00 409.00 409.00 409.00 -0.65 0 2 +0
Mar03 020716 411.00 411.00 411.00 411.00 -0.65      
Total Volume and Open Interest 2,950 24,136 -148
Value Line(KCBT)
Sep02 020716 1041.50 1058.00 1033.00 1043.00 -12.00 158 199 +37
Total Volume and Open Interest 158 204 +37
Nikkei 225(CME)
Sep02 020716 10180 10310 10130 10195 -205 3,313 23,848 +946
Dec02 020716 10185 10185 10185 10185 -205 0 43 +0
Total Volume and Open Interest 3,313 23,893 +946
Nikkei 225(SIMEX)
Sep02 020716 10370 10500 10210 10240 -190 13,220 72,490 -299
Dec02 020716 10210 10210 10210 10210 -190 0 151 +0
Mar03 020716 10210 10210 10210 10210 -190 0 300 +0
Total Volume and Open Interest 13,220 72,942 -299
CAC 40(MATIF)
Jul02 020716 3412.0 3435.0 3203.0 3293.5 -36.5 86,253 500,851 +25,374
Aug02 020716 3339.5 3339.5 3339.5 3339.5 unch 1,465 1,694 +1,465
Sep02 020716 3450.0 3450.0 3258.0 3310.5 -37.0 636 109,262 +276
Total Volume and Open Interest 88,496 635,525 +27,189
DAX Index(EUREX)
Sep02 020716 4077.0 4079.0 3847.0 3990.0 +24.0 86,104 181,004 +3,561
Dec02 020716 4032.0 4113.0 3910.0 4025.5 +25.5 289 4,730 +50
Mar03 020716 4178.0 4178.0 3946.0 4060.5 +27.0 87 422 +0
Total Volume and Open Interest 86,480 186,156 +3,611
FT-SE 100(LIFFE)
Sep02 020716 4060.00 4076.00 3835.00 3987.00 -0.50 123,992 400,944 +18,892
Dec02 020716 4090.00 4090.00 3870.00 4009.00 +3.00 173 12,048 +29
Mar03 020716 3894.00 4002.00 3881.50 4002.00 -13.50 0 7,415 +0
Total Volume and Open Interest 124,165 421,707 +18,921
SPI 200(SFE)
Sep02 020716 3178.0 3180.0 3146.0 3151.0 -29.0 6,194 117,354 -3,771
Dec02 020716 3175.0 3175.0 3162.0 3162.0 -29.0 20 1,803 +5
Mar03 020716 3195.0 3195.0 3177.0 3177.0 -29.0 33 1,078 +20
Total Volume and Open Interest 6,289 121,151 -3,810
GSCI(CME)
Aug02 020716 204.30 207.20 203.40 207.20 +3.70 660 19,468 +238
Sep02 020716 204.00 206.20 204.00 206.20 +2.95 0 1 +0
Total Volume and Open Interest 1,108 20,348 -102
Bridge CRB Index(NYBOT)
Aug02 020716 213.75 214.00 212.40 214.00 +2.00 32 323 +3
Nov02 020716 215.50 217.00 215.50 217.00 +2.00 4 118 +3
Jan03 020716 219.50 219.50 219.50 219.50 +2.00 0 51 +0
Total Volume and Open Interest 36 492 +6
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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