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 Thu July 18, 2002
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Aug02 020718 576.00 584.00 574.00 577.50 +0.75 19,241 41,282 -566
Sep02 020718 549.00 557.50 547.50 551.50 +2.25 7,796 20,534 +1,340
Nov02 020718 530.50 540.00 529.00 534.50 +4.00 41,663 107,128 +968
Jan03 020718 531.00 538.00 528.50 534.00 +4.00 2,411 16,654 +753
Mar03 020718 528.00 536.50 528.00 532.50 +4.50 1,019 14,159 +446
May03 020718 528.00 533.00 525.50 531.00 +4.00 1,468 23,890 -122
Jul03 020718 528.50 532.50 524.50 529.50 +4.00 839 5,240 -245
Total Volume and Open Interest 74,740 230,860 +2,504
Soybean Meal(CBOT)
Aug02 020718 187.00 188.40 186.00 186.10 -0.60 9,258 25,549 +800
Sep02 020718 179.20 180.50 177.90 178.00 -0.90 2,975 19,015 -244
Oct02 020718 172.30 173.30 170.90 171.50 -0.10 2,361 16,916 +1,032
Dec02 020718 170.20 171.90 168.80 169.40 -0.40 8,515 58,318 +331
Jan03 020718 168.50 170.20 168.00 168.50 unch 978 5,779 -145
Mar03 020718 166.90 169.00 166.50 167.40 +0.50 694 4,913 -297
May03 020718 166.00 167.70 164.80 165.30 +0.40 1,314 8,341 +72
Jul03 020718 165.50 167.50 164.40 165.50 +1.00 507 3,140 +221
Total Volume and Open Interest 26,922 144,664 +1,836
Soybean Oil(CBOT)
Aug02 020718 19.50 19.83 19.45 19.68 +0.18 10,097 28,334 -715
Sep02 020718 19.67 19.95 19.53 19.78 +0.15 3,039 22,754 +489
Oct02 020718 19.82 20.03 19.69 19.88 +0.14 2,016 9,062 +512
Dec02 020718 20.04 20.32 19.90 20.13 +0.16 8,576 54,805 +886
Jan03 020718 20.05 20.34 20.05 20.19 +0.14 130 5,696 +75
Mar03 020718 20.25 20.50 20.18 20.30 +0.14 466 4,140 +153
May03 020718 20.27 20.50 20.20 20.35 +0.14 1,681 8,335 +239
Jul03 020718 20.40 20.60 20.25 20.35 +0.12 610 3,108 +178
Total Volume and Open Interest 27,091 138,373 +2,059
Canola(WCE)
Jul02 020718 393.0 393.0 393.0 393.0 -0.5 0 101 +0
Sep02 020718 396.0 396.0 396.0 396.0 +3.0 0 111 -3
Nov02 020718 391.0 396.9 391.0 395.7 +4.3 3,309 45,169 -521
Jan03 020718 388.5 394.7 388.5 394.0 +4.7 337 2,508 +80
Mar03 020718 390.0 392.7 390.0 392.5 +3.5 34 951 +3
Total Volume and Open Interest 3,690 48,865 -431
Corn(CBOT)
Sep02 020718 231.25 233.50 229.75 232.75 +1.25 19,630 151,716 -569
Dec02 020718 241.00 243.50 239.50 242.50 +1.00 41,118 217,757 +1,780
Mar03 020718 247.00 249.00 245.50 248.25 +0.50 2,921 36,899 +200
May03 020718 251.00 252.25 250.00 251.25 +0.25 314 8,685 -27
Jul03 020718 253.00 254.25 252.00 253.50 +0.25 788 14,064 +49
Sep03 020718 246.00 247.00 246.00 247.00 +0.50 35 1,585 +26
Total Volume and Open Interest 65,894 449,900 +1,463
Wheat(CBOT)
Sep02 020718 334.50 337.00 332.00 333.25 -1.75 9,703 47,810 -771
Dec02 020718 343.00 347.00 340.50 342.75 -1.50 16,939 58,870 +2,955
Mar03 020718 347.50 350.50 345.50 347.00 -1.50 1,363 7,862 +635
May03 020718 340.00 340.50 339.00 340.00 -1.00 36 369 -7
Jul03 020718 330.50 331.00 329.00 330.00 -1.50 405 5,070 +105
Total Volume and Open Interest 28,544 120,443 +2,947
Wheat(KCBT)
Jul02 020718 360.50 360.50 360.50 360.50 -0.50 0 5 +0
Sep02 020718 361.00 363.50 358.50 360.25 -1.00 7,630 37,456 -565
Dec02 020718 364.00 365.50 361.50 363.25 -0.25 5,617 33,497 +1,933
Mar03 020718 360.00 363.50 360.00 361.50 +0.50 1,103 7,778 +452
May03 020718 353.00 354.00 352.00 352.00 -1.00 142 595 +33
Total Volume and Open Interest 14,707 81,086 +1,853
Wheat(MGE)
Jul02 020718 368.00 368.00 368.00 368.00 unch      
Sep02 020718 375.50 377.00 371.75 372.50 -3.00 3,233 12,837 +187
Dec02 020718 379.00 380.50 376.00 376.75 -1.25 2,679 7,018 +325
Mar03 020718 378.00 380.00 377.50 377.75 -0.50 579 2,226 +114
May03 020718 374.00 375.00 373.00 373.00 -0.50 127 831 +61
Total Volume and Open Interest 6,777 23,936 +699
Oats(CBOT)
Sep02 020718 179.25 181.00 174.00 176.00 -4.25 799 2,934 +48
Dec02 020718 175.25 177.00 171.00 173.25 -2.00 915 7,187 +58
Mar03 020718 176.00 176.00 172.50 173.50 -1.25 114 407 +55
May03 020718 173.00 173.00 173.00 173.00 +0.50 10 15 +5
Total Volume and Open Interest 1,838 10,543 +166
Rough Rice(CBOT)
Jul02 020718 4.45 4.46 4.45 4.46 +0.08 14 216 +0
Sep02 020718 4.62 4.67 4.56 4.65 +0.07 446 3,050 +139
Nov02 020718 4.80 4.85 4.78 4.84 +0.08 255 2,174 +36
Jan03 020718 5.00 5.03 4.99 5.03 +0.12 10 731 -6
Total Volume and Open Interest 725 7,402 +169
Live Cattle(CME)
Aug02 020718 65.550 65.900 65.050 65.875 +0.150 6,046 28,388 -482
Oct02 020718 67.700 68.150 67.300 68.125 +0.250 4,536 36,830 +1,403
Dec02 020718 68.750 69.000 68.400 68.975 +0.225 1,319 19,557 +247
Feb03 020718 69.700 69.950 69.400 69.900 +0.100 756 7,445 +251
Apr03 020718 70.250 70.400 70.000 70.400 +0.075 300 3,597 +156
Jun03 020718 66.100 66.225 65.900 66.175 +0.050 150 966 +33
Total Volume and Open Interest 13,109 96,791 +1,610
Feeder Cattle(CME)
Aug02 020718 78.250 78.250 77.500 78.125 +0.025 947 5,640 -84
Sep02 020718 78.150 78.150 77.400 77.775 -0.225 293 2,694 +100
Oct02 020718 78.350 78.350 77.600 78.125 -0.125 221 1,947 +24
Nov02 020718 78.150 78.500 77.950 78.500 +0.075 80 1,002 +19
Jan03 020718 77.400 77.400 77.050 77.300 +0.025 71 619 +31
Mar03 020718 76.250 76.250 76.250 76.250 -0.300 4 43 +3
Apr03 020718 76.150 76.200 76.000 76.000 -0.100 2 87 +1
Total Volume and Open Interest 1,618 12,034 +94
Lean Hogs(CME)
Aug02 020718 50.050 51.500 50.050 51.300 +1.500 4,580 9,547 -318
Oct02 020718 42.000 43.300 42.000 42.950 +1.075 2,718 12,341 +315
Dec02 020718 40.650 41.100 40.550 40.550 -0.100 1,035 7,165 -32
Feb03 020718 44.300 44.700 44.100 44.575 +0.275 132 1,003 +22
Apr03 020718 46.700 48.000 46.700 47.550 +0.700 71 154 +21
May03 020718 54.700 54.700 54.700 54.700 +0.550 0 23 +0
Jun03 020718 56.000 56.600 56.000 56.600 +0.700 12 103 +10
Jul03 020718 56.100 56.500 56.100 56.500 +0.500 8 27 +3
Total Volume and Open Interest 8,556 30,364 +21
Pork Bellies(CME)
Jul02 020718 72.000 76.200 72.000 76.200 +3.000 8 188 -24
Aug02 020718 70.725 73.725 70.725 73.725 +3.000 636 1,595 +30
Feb03 020718 63.500 66.400 63.400 66.250 +2.850 52 220 +0
Mar03 020718 65.000 65.000 65.000 65.000 +2.000 0 7 +0
May03 020718 64.000 65.600 64.000 65.600 +1.750 0 5 +0
Total Volume and Open Interest 696 2,015 +6
Cocoa(NYBOT)
Sep02 020718 1775 1786 1748 1751 -22 4,724 35,560 +30
Dec02 020718 1760 1766 1733 1737 -19 1,146 23,654 +428
Mar03 020718 1732 1732 1706 1710 -14 360 17,533 +115
May03 020718 1721 1721 1712 1712 -12 0 7,020 -250
Jul03 020718 1727 1730 1720 1720 -7 0 6,609 -60
Sep03 020718 1732 1732 1723 1723 -7 78 11,309 -35
Dec03 020718 1720 1722 1720 1722 -12 0 8,542 +0
Total Volume and Open Interest 6,308 111,105 +216
Coffee "C"(NYBOT)
Jul02 020718 50.50 50.50 47.25 47.60 -2.15 62 103 -52
Sep02 020718 51.00 51.25 48.05 48.80 -1.95 2,383 37,228 -365
Dec02 020718 54.10 54.30 51.60 52.05 -1.80 992 14,537 +43
Mar03 020718 57.15 57.20 54.75 55.00 -1.75 193 7,429 +53
May03 020718 59.00 59.00 56.50 56.60 -1.70 151 3,464 +51
Jul03 020718 60.30 60.30 58.00 58.00 -1.65 87 2,935 +59
Total Volume and Open Interest 3,952 67,635 -147
Orange Juice(NYBOT)
Sep02 020718 95.20 96.50 95.20 96.30 +1.15 1,785 15,797 +187
Nov02 020718 95.25 96.40 95.25 96.25 +1.00 368 4,393 +96
Jan03 020718 95.75 96.25 95.75 96.25 +1.20 14 4,159 -8
Mar03 020718 96.00 97.50 96.00 97.45 +1.20 18 2,310 -3
May03 020718 97.50 98.65 97.50 98.65 +1.20 0 346 +0
Total Volume and Open Interest 2,185 27,007 +272
Sugar #11(NYBOT)
Oct02 020718 5.76 6.05 5.74 6.03 +0.30 8,373 74,592 -17
Mar03 020718 5.90 6.09 5.90 6.07 +0.19 2,761 30,435 +182
May03 020718 5.80 5.92 5.80 5.92 +0.14 289 10,057 +2
Jul03 020718 5.63 5.72 5.63 5.72 +0.11 239 15,293 -216
Oct03 020718 5.73 5.80 5.71 5.80 +0.12 155 10,232 -111
Total Volume and Open Interest 12,036 144,063 -189
London Cocoa(LCE)
Jul02 020716 1430 1451 1425 1449 +26 6,526 20,606 -310
Sep02 020718 1370 1379 1359 1366 -4 18,427 51,292 -647
Dec02 020718 1255 1261 1243 1249 -6 676 24,565 +119
Mar03 020718 1210 1214 1200 1206 -4 240 37,101 -45
May03 020718 1219 1221 1212 1216 -2 5 8,808 -2
Jul03 020718 1232 1234 1225 1228 -4 175 7,317 +175
Sep03 020718 1238 1238 1230 1230 -4 325 5,574 +325
Total Volume and Open Interest 19,848 142,759 -20,513
London Coffee(LCE)
Jul02 020718 510.00 510.00 503.00 503.00 -6.00 7 585 -9
Sep02 020718 528.00 536.00 523.00 523.00 -6.00 1,670 40,209 -604
Nov02 020718 549.00 552.00 541.00 541.00 -5.00 1,023 31,790 +84
Jan03 020718 564.00 567.00 556.00 556.00 -5.00 919 19,010 +321
Mar03 020718 575.00 582.00 571.00 571.00 -5.00 460 11,196 +198
May03 020718 593.00 593.00 588.00 588.00 -3.00 0 8,465 +0
Total Volume and Open Interest 4,604 112,682 +93
London Sugar(LCE)
Aug02 020716 195.50 196.00 183.00 186.00 -10.10 2,618 2,258 -977
Oct02 020718 176.30 182.50 176.30 182.50 +6.50 1,114 19,658 +417
Dec02 020718 176.50 179.90 175.60 179.90 +4.20 271 4,837 -219
Mar03 020718 179.00 182.00 178.90 181.90 +3.70 23 6,880 +23
May03 020718 180.40 182.30 180.10 181.90 +3.70 7 2,523 +5
Total Volume and Open Interest 1,430 34,707 +231
Cotton(NYBOT)
Oct02 020718 44.90 47.10 44.65 46.94 +1.84 553 3,319 +5
Dec02 020718 46.20 48.60 46.10 48.54 +2.00 5,694 53,506 +140
Mar03 020718 48.15 50.40 48.15 50.38 +1.98 379 8,448 -121
May03 020718 52.10 53.00 52.10 52.94 +1.70 329 4,499 +119
Jul03 020718 52.90 53.70 52.50 53.70 +1.70 94 1,991 -15
Oct03 020718 54.75 54.75 54.75 54.75 +1.70 0 110 +0
Total Volume and Open Interest 7,050 72,840 +128
Lumber(CME)
Sep02 020718 257.5 267.0 255.7 261.9 +2.7 335 1,646 +51
Nov02 020718 261.5 265.0 260.0 263.0 +2.5 57 204 +9
Jan03 020718 272.9 275.6 272.9 274.4 +0.5 4 51 -1
Mar03 020718 282.8 282.8 282.8 282.8 -0.1 0 13 +0
Total Volume and Open Interest 397 1,936 +60
Crude Oil(NYM)
Aug02 020718 27.80 27.80 27.42 27.57 -0.31 95,724 57,796 -21,093
Sep02 020718 27.85 27.95 27.55 27.66 -0.35 101,477 149,193 +14,048
Oct02 020718 27.38 27.48 27.20 27.26 -0.28 28,239 51,360 +3,822
Nov02 020718 27.00 27.12 26.98 27.00 -0.22 5,354 19,225 -146
Dec02 020718 26.80 26.90 26.65 26.73 -0.19 10,889 50,730 -70
Jan03 020718 26.35 26.55 26.35 26.45 -0.19 2,905 21,245 +790
Feb03 020718 26.18 26.23 26.18 26.19 -0.19 495 10,029 +313
Mar03 020718 25.98 25.98 25.94 25.94 -0.19 848 8,657 +62
Apr03 020718 25.75 25.75 25.71 25.71 -0.18 798 6,323 +115
May03 020718 25.55 25.55 25.40 25.48 -0.17 20 3,667 +20
Total Volume and Open Interest 254,316 484,982 -1,198
Heating Oil(NYM)
Aug02 020718 70.55 70.90 70.00 70.18 -0.80 18,366 33,386 -100
Sep02 020718 71.50 71.50 70.65 70.89 -0.67 12,803 32,054 -84
Oct02 020718 71.80 71.80 71.20 71.44 -0.67 3,766 11,867 +687
Nov02 020718 72.20 72.45 71.85 72.04 -0.67 968 8,455 -254
Dec02 020718 72.65 72.90 72.40 72.59 -0.62 3,203 18,286 +73
Jan03 020718 73.05 73.40 72.75 72.94 -0.57 575 9,740 +310
Feb03 020718 73.00 73.10 72.54 72.54 -0.57 146 7,780 +3
Mar03 020718 71.15 71.50 70.94 70.94 -0.57 70 5,684 +45
Apr03 020718 69.30 69.55 68.99 68.99 -0.57 89 2,771 +5
May03 020718 67.30 67.30 67.09 67.09 -0.57 8 1,549 +2
Total Volume and Open Interest 40,101 137,826 +769
Unleaded Gas(NYM)
Aug02 020718 84.40 84.40 82.60 83.35 -1.49 30,018 39,404 -1,217
Sep02 020718 81.10 81.30 80.10 80.65 -1.09 15,539 40,805 +1,651
Oct02 020718 76.80 76.80 76.10 76.37 -0.79 4,860 15,493 -976
Nov02 020718 74.50 74.50 74.49 74.49 -0.67 419 4,857 +243
Dec02 020718 73.10 73.50 72.50 73.27 -0.59 392 3,626 -17
Jan03 020718 72.80 73.00 72.60 72.84 -0.52 36 2,516 +33
Feb03 020718 72.65 72.84 72.65 72.84 -0.52 0 459 +0
Mar03 020718 73.39 73.39 73.39 73.39 -0.42 136 2,137 +46
Total Volume and Open Interest 51,400 112,192 -237
Natural Gas(NYM)
Aug02 020718 2.830 2.965 2.800 2.943 +0.102 59,932 52,001 +1,455
Sep02 020718 2.845 2.975 2.825 2.950 +0.088 16,879 51,845 +2,343
Oct02 020718 2.885 3.010 2.860 2.985 +0.084 10,760 48,809 +1,270
Nov02 020718 3.245 3.330 3.220 3.309 +0.048 4,317 33,451 +150
Dec02 020718 3.540 3.630 3.510 3.596 +0.035 5,542 33,712 +1,127
Jan03 020718 3.680 3.760 3.660 3.741 +0.035 2,810 31,218 +47
Feb03 020718 3.660 3.725 3.655 3.716 +0.035 2,935 22,041 +936
Mar03 020718 3.630 3.700 3.600 3.676 +0.035 2,577 23,525 -562
Total Volume and Open Interest 115,337 515,811 +9,216
Brent Crude Oil(IPE)
Sep02 020718 26.30 26.40 26.16 26.28 -0.16 38,021 76,299 +1,744
Oct02 020718 26.04 26.21 26.01 26.10 -0.16 9,626 54,086 +2,540
Nov02 020718 25.88 26.05 25.88 25.95 -0.15 2,434 14,256 +251
Dec02 020718 25.70 25.80 25.64 25.72 -0.15 4,138 29,374 +165
Jan03 020718 25.45 25.50 25.38 25.45 -0.15 665 16,818 +269
Feb03 020718 25.22 25.24 25.14 25.22 -0.15 161 5,748 +5
Mar03 020718 25.00 25.00 24.99 24.99 -0.15 10 3,532 +0
Apr03 020718 24.80 24.80 24.78 24.78 -0.15 10 1,050 +0
Total Volume and Open Interest 56,535 233,643 -6,074
Gas Oil(IPE)
Aug02 020718 214.25 216.25 214.00 216.00 +1.75 14,646 42,075 -3,566
Sep02 020718 215.75 217.75 215.75 217.50 +1.25 7,659 28,904 +569
Oct02 020718 217.50 219.00 217.25 219.00 +1.50 2,357 18,506 -662
Nov02 020718 218.50 219.50 218.50 219.50 +1.00 403 19,618 +155
Dec02 020718 219.00 220.00 218.50 219.75 +0.75 2,957 41,240 +1,078
Jan03 020718 219.00 220.00 218.75 220.00 +1.25 400 9,038 +300
Feb03 020718 216.50 217.50 216.50 217.50 +1.25 0 4,390 +0
Mar03 020718 214.00 214.00 214.00 214.00 +1.25 0 5,616 +0
Total Volume and Open Interest 29,222 198,863 -1,826
US Dollar Index(NYBOT)
Sep02 020718 104.90 105.35 104.82 104.85 +0.07 1,174 9,936 -60
Dec02 020718 105.78 105.78 105.46 105.46 +0.07 24 2,378 +13
Mar03 020718 106.06 106.06 106.06 106.06 +0.07 0 2 +0
Total Volume and Open Interest 1,198 12,317 -47
Australian Dollar(IMM)
Sep02 020718 54.94 55.02 54.77 54.99 +0.21 3,178 30,945 -384
Dec02 020718 54.47 54.55 54.47 54.55 +0.21 20 705 -2
Mar03 020718 54.11 54.11 54.11 54.11 +0.21 0 16 +0
Total Volume and Open Interest 3,209 32,365 -387
British Pound(IMM)
Sep02 020718 156.02 156.66 155.98 156.64 -0.02 3,355 36,888 +128
Dec02 020718 155.70 155.70 155.70 155.70 -0.02 36 465 +31
Mar03 020718 154.80 154.80 154.80 154.80 -0.02 0 33 +0
Total Volume and Open Interest 3,391 37,390 +159
Canadian Dollar(IMM)
Sep02 020718 64.75 64.76 64.57 64.66 -0.09 4,019 70,513 -1,143
Dec02 020718 64.56 64.57 64.39 64.48 -0.09 285 4,776 +56
Mar03 020718 64.35 64.35 64.29 64.32 -0.09 47 883 +22
Jun03 020718 64.15 64.17 64.15 64.17 -0.09 14 464 +7
Total Volume and Open Interest 4,368 76,812 -1,056
Japanese Yen(IMM)
Sep02 020718 85.62 86.02 85.56 86.00 -0.29 3,983 75,864 -737
Dec02 020718 86.04 86.39 86.00 86.39 -0.29 13 1,567 +13
Mar03 020718 86.82 86.82 86.82 86.82 -0.29 0 170 +0
Total Volume and Open Interest 3,996 77,826 -724
Swiss Franc(IMM)
Sep02 020718 68.77 69.05 68.70 69.02 +0.07 4,972 43,986 +1,024
Dec02 020718 69.03 69.13 68.90 69.13 +0.07 12 493 -7
Mar03 020718 69.24 69.24 69.24 69.24 +0.07 0 39 +0
Total Volume and Open Interest 4,987 44,524 +1,020
EuroFX(IMM)
Sep02 020718 100.33 100.75 100.25 100.73 +0.05 11,612 109,253 -2,131
Dec02 020718 99.97 100.33 99.97 100.33 +0.05 330 3,834 +236
Mar03 020718 99.70 99.96 99.70 99.96 +0.05 0 170 +0
Total Volume and Open Interest 11,942 113,511 -1,895
Mexican Peso(IMM)
Sep02 020718 10257.0 10285.0 10210.0 10235.0 +40.0 6,458 13,297 -973
Dec02 020718 10085.0 10085.0 10050.0 10050.0 +40.0 215 1,645 +116
Total Volume and Open Interest 6,773 15,385 -757
30-Year T-Bonds(CBOT)
Sep02 020718 104~03 104~25 103~22 104~18 +0~11 268,541 392,493 -6,529
Dec02 020718 102~20 103~13 102~18 103~13 +0~12 2,983 29,555 -323
Mar03 020718 102~11 102~11 102~11 102~11 +0~12 0 15 +0
Total Volume and Open Interest 271,524 422,063 -6,852
Municipal Bonds(CBOT)
Sep02 020718 104~29 105~16 104~25 105~15 +0~12 481 3,697 -46
Total Volume and Open Interest 481 3,697 -46
10-Year T-Notes(CBOT)
Sep02 020718 108~220 109~090 108~145 109~055 +0~125 443,043 829,012 +9,505
Dec02 020718 107~090 107~260 107~060 107~255 +0~125 8,413 46,619 +3,014
Total Volume and Open Interest 451,456 875,631 +12,519
5-Year T-Notes(CBOT)
Sep02 020718 108~180 109~000 108~150 108~310 +0~095 50,876 539,885 -3,315
Dec02 020718 107~120 107~275 107~120 107~275 +0~090 202 3,654 +200
Total Volume and Open Interest 51,078 543,539 -3,115
2 Year T-Notes(CBOT)
Sep02 020718 105~080 105~108 105~073 105~108 +0~022 6,174 99,945 -1,311
Total Volume and Open Interest 6,174 99,945 -1,311
3-Mth T-Bills(IMM)
Sep02 020718 98.33 98.33 98.33 98.33 unch 8 136 +1
Total Volume and Open Interest 8 136 +1
Eurodollars(IMM)
Sep02 020718 98.115 98.135 98.110 98.130 +0.005 98,035 680,694 +3,155
Dec02 020718 97.900 97.960 97.890 97.950 +0.010 179,844 662,658 +10,949
Mar03 020718 97.595 97.700 97.565 97.680 +0.040 242,995 554,704 +5,881
Jun03 020718 97.105 97.245 97.080 97.235 +0.075 215,920 410,599 +7,324
Sep03 020718 96.555 96.710 96.520 96.685 +0.080 87,627 328,513 -2,472
Dec03 020718 96.050 96.190 96.025 96.175 +0.080 59,335 238,644 -7,001
Mar04 020718 95.705 95.850 95.690 95.830 +0.085 25,585 177,104 +3,075
Jun04 020718 95.455 95.600 95.440 95.585 +0.095 21,656 154,367 +1,102
Sep04 020718 95.260 95.370 95.260 95.370 +0.090 10,660 127,333 -776
Dec04 020718 95.070 95.160 95.050 95.155 +0.090 12,402 111,449 +2,749
Mar05 020718 94.930 95.020 94.920 95.015 +0.090 6,157 102,245 -1,391
Jun05 020718 94.755 94.870 94.750 94.865 +0.090 4,850 84,568 -136
Total Volume and Open Interest 999,005 4,144,688 +26,515
3-Mth Euro-Yen(IMM)
Sep02 020718 99.91 99.91 99.91 99.91 -0.01 1,553 9,158 -541
Dec02 020718 99.91 99.91 99.91 99.91 unch 0 5,151 +0
Mar03 020718 99.86 99.86 99.86 99.86 unch 0 2,182 +238
Jun03 020718 99.87 99.87 99.87 99.87 unch 0 5,467 +619
Sep03 020718 99.83 99.83 99.83 99.83 unch 0 6,196 +0
Dec03 020718 99.79 99.79 99.79 99.79 unch 0 2,063 +0
Mar04 020718 99.73 99.73 99.73 99.73 unch 0 714 +0
Jun04 020718 99.70 99.70 99.70 99.70 unch 0 277 +0
Sep04 020718 99.65 99.65 99.65 99.65 unch 0 720 +0
Dec04 020718 99.58 99.58 99.58 99.58 unch 0 162 +0
Total Volume and Open Interest 1,553 33,650 +316
3-Mth Euro-Yen(SIMEX)
Sep02 020718 99.92 99.92 99.92 99.92 unch 60 42,052 -58
Dec02 020718 99.90 99.90 99.90 99.90 unch 62 38,239 +55
Mar03 020718 99.86 99.86 99.86 99.86 unch 274 34,999 +108
Jun03 020718 99.87 99.87 99.87 99.87 unch 164 52,853 +567
Sep03 020718 99.83 99.83 99.83 99.83 unch 110 29,076 +103
Dec03 020718 99.79 99.79 99.79 99.79 unch 110 16,013 +107
Mar04 020718 99.73 99.73 99.73 99.73 unch 120 15,221 +48
Jun04 020718 99.71 99.71 99.71 99.71 unch 192 6,226 +110
Total Volume and Open Interest 1,092 242,559 +1,040
German Euro-Bund(EUREX)
Sep02 020718 108.14 108.25 107.83 108.11 -0.02 858,783 825,338 +38,176
Dec02 020718 107.32 107.50 107.32 107.50 -0.01 5,574 19,978 +499
Mar03 020718 107.41 107.41 107.41 107.41 -0.02 1,512 0 +0
Total Volume and Open Interest 865,869 845,316 +38,675
German Euro-Bobl(EUREX)
Sep02 020718 106.55 106.64 106.36 106.56 -0.03 500,357 591,984 +3,913
Dec02 020718 105.75 105.93 105.75 105.93 -0.07 2,122 16,072 +830
Mar03 020718 105.86 105.86 105.86 105.86 -0.03      
Total Volume and Open Interest 502,479 608,056 +4,743
Long Gilt(LIFFE)
Sep02 020718 113~03 113~13 112~31 113~08 +0~04 27,766 105,697 -2,636
Dec02 020718 115~09 115~09 115~09 115~09 +0~04      
Total Volume and Open Interest 27,766 105,697 -2,636
3-Mth Short Sterling(LIFFE)
Sep02 020718 95.86 95.88 95.84 95.86 unch 28,504 0 +0
Dec02 020718 95.63 95.66 95.58 95.62 -0.01 44,963 0 +0
Mar03 020718 95.34 95.36 95.29 95.33 -0.01 43,881 0 +0
Total Volume and Open Interest 153,994    
3-Mth Euribor(LIFFE)
Sep02 020718 96.545 96.550 96.515 96.540 +0.005 66,802 412,506 +4,516
Dec02 020718 96.400 96.415 96.335 96.385 +0.010 113,216 331,979 -7,794
Mar03 020718 96.285 96.295 96.205 96.265 +0.010 138,363 359,316 -955
Total Volume and Open Interest 445,996 1,713,155 -12,700
3-Mth Aus T-Bills(SFE)
Sep02 020718 95.00 95.00 94.96 94.99 unch 15,259 261,444 +7,458
Dec02 020718 94.79 94.79 94.74 94.78 unch 4,812 142,494 -1,534
Mar03 020718 94.59 94.62 94.58 94.61 unch 2,273 56,479 +1,363
Jun03 020718 94.43 94.49 94.43 94.46 unch 282 27,512 -596
Sep03 020718 94.31 94.35 94.30 94.33 unch 1 17,611 -103
Dec03 020718 94.22 94.22 94.22 94.22 +0.01 214 14,249 -36
Mar04 020718 94.10 94.14 94.10 94.13 +0.03 19 8,902 -18
Jun04 020718 94.01 94.06 94.01 94.06 +0.05 0 4,120 +0
Sep04 020718 93.95 93.99 93.95 93.97 +0.03 0 1,889 +0
Dec04 020718 93.90 93.90 93.89 93.89 +0.04 0 1,325 +0
Total Volume and Open Interest 22,860 536,915 +6,534
10-Year Aus T-Bonds(SFE)
Sep02 020718 94.08 94.11 94.07 94.09 unch 3,134 195,850 +7,685
Dec02 020718 94.09 94.09 94.09 94.09 unch      
Total Volume and Open Interest 15,440 188,165 +4,789
3-Year Aus T-Bonds(SFE)
Sep02 020718 94.52 94.56 94.50 94.53 +0.01 47,848 446,698 +2,118
Dec02 020718 94.53 94.53 94.53 94.53 +0.01      
Total Volume and Open Interest 47,848 446,698 +2,118
Gold(CMX)
Aug02 020718 317.0 318.1 316.7 317.1 -0.6 26,623 77,827 -3,850
Oct02 020718 318.4 319.0 317.8 318.3 -0.6 920 7,139 +273
Dec02 020718 319.8 320.2 318.9 319.3 -0.6 2,719 43,041 -61
Feb03 020718 320.1 320.1 320.1 320.1 -0.6 504 8,147 -101
Apr03 020718 320.9 320.9 320.9 320.9 -0.6 403 3,697 -201
Jun03 020718 321.8 321.8 321.8 321.8 -0.6 32 5,761 +23
Total Volume and Open Interest 31,216 169,329 -3,912
Silver(CMX)
Jul02 020718 497.0 502.5 497.0 499.0 unch 253 451 +72
Sep02 020718 501.0 502.0 499.5 500.5 unch 9,998 66,534 -1,144
Dec02 020718 504.5 505.0 503.0 503.3 unch 1,719 20,327 -15
Mar03 020718 507.5 507.5 505.4 505.4 -0.1 58 1,752 -8
May03 020718 507.1 507.1 507.1 507.1 unch 0 1,638 +0
Total Volume and Open Interest 12,038 99,328 -1,100
Platinum(NYM)
Jul02 020718 530.0 530.0 530.0 530.0 +4.3 27 87 -24
Oct02 020718 516.5 521.0 516.0 521.0 +2.8 434 5,411 +91
Jan03 020718 515.0 515.0 515.0 515.0 +2.8 4 62 +2
Total Volume and Open Interest 465 5,560 +69
Palladium(NYME)
Sep02 020718 323.00 326.00 323.00 323.50 +1.50 55 2,069 -10
Dec02 020718 324.50 324.50 324.50 324.50 +1.50 25 25  
Total Volume and Open Interest 80 2,094  
Copper(CMX)
Jul02 020718 73.00 73.05 72.55 72.75 -0.35 375 2,035 +67
Sep02 020718 73.30 73.60 72.90 73.25 -0.30 10,932 40,226 -21
Dec02 020718 74.00 74.35 73.80 74.10 -0.20 1,726 11,326 +422
Mar03 020718 74.90 74.95 74.75 74.90 -0.10 72 2,024 -56
May03 020718 75.25 75.40 75.25 75.35 -0.10 4 2,043 +14
Total Volume and Open Interest 13,353 74,784 +533
DJIA Index(CBOT)
Sep02 020718 8525 8615 8351 8365 -160 38,093 31,496 -253
Dec02 020718 8560 8600 8350 8350 -164 192 557 -4
Mar03 020718 8352 8352 8352 8352 -169 0 1 +0
Jun03 020718 8362 8362 8362 8362 -177      
Total Volume and Open Interest 38,285 32,079 -257
S & P 500(CME)
Sep02 020718 904.50 907.50 874.00 875.50 -29.50 91,473 552,905 -897
Dec02 020718 905.00 905.00 875.00 875.60 -29.80 527 19,790 -95
Mar03 020718 902.00 902.00 876.30 876.30 -29.80 51 14,766 +40
Jun03 020718 878.50 878.50 878.50 878.50 -29.60 0 368 +0
Total Volume and Open Interest 92,057 587,869 -951
S & P 500 E-Mini(Globex)
Sep02 020718 906.50 918.75 874.25 875.50 -29.50 698,809 314,274 -3,598
Dec02 020718 901.00 901.00 875.50 875.50 -30.00 34 39 +1
Total Volume and Open Interest 698,843 314,313 -3,597
NASDAQ 100(CME)
Sep02 020718 1023.00 1030.00 995.00 998.00 -35.50 20,896 60,743 +1,786
Dec02 020718 1003.00 1003.00 1003.00 1003.00 -35.50 0 61 +0
Mar03 020718 1008.00 1008.00 1008.00 1008.00 -35.50      
Total Volume and Open Interest 20,896 60,804 +1,786
NASDAQ 100 E-Mini(GLOBEX)
Sep02 020718 1037.0 1049.0 995.0 998.0 -35.5 315,051 137,133 +5,494
Dec02 020718 1003.0 1003.0 1003.0 1003.0 -35.5 4 7 +0
Total Volume and Open Interest 315,055 137,140 +5,494
NYSE Composite(NYBOT)
Sep02 020718 483.75 484.75 470.00 470.00 -14.00 714 3,589 -11
Dec02 020718 470.25 470.25 470.25 470.25 -14.00 0 490 +10
Mar03 020718 470.50 470.50 470.50 470.50 -14.00 0 200 +0
Total Volume and Open Interest 714 4,279 -1
S & P Midcap 400(CME)
Sep02 020718 444.00 445.50 430.25 430.25 -15.50 2,220 15,380 +267
Dec02 020718 431.50 431.50 431.50 431.50 -15.50      
Mar03 020718 434.50 434.50 434.50 434.50 -15.50      
Total Volume and Open Interest 2,220 15,380 +267
Russell 2000(CME)
Sep02 020718 410.00 411.50 396.50 397.75 -14.50 4,195 24,326 +263
Dec02 020718 404.50 404.50 398.75 398.75 -14.50 0 2 +0
Mar03 020718 400.75 400.75 400.75 400.75 -14.50      
Total Volume and Open Interest 4,195 24,328 +263
Value Line(KCBT)
Sep02 020718 1048.00 1048.00 1018.00 1018.00 -28.00 102 134 +10
Total Volume and Open Interest 104 141 +12
Nikkei 225(CME)
Sep02 020718 10450 10450 10300 10310 -40 2,245 23,916 -184
Dec02 020718 10300 10300 10300 10300 -40 1 44 +1
Total Volume and Open Interest 2,246 23,962 -183
Nikkei 225(SIMEX)
Sep02 020718 10390 10510 10330 10415 +130 15,795 72,901 +338
Dec02 020718 10385 10385 10385 10385 +130 0 152 +0
Mar03 020718 10385 10385 10385 10385 +130 0 300 +0
Total Volume and Open Interest 15,796 73,355 +339
CAC 40(MATIF)
Jul02 020718 3450.0 3562.0 3430.0 3514.0 +68.5 94,269 537,151 +16,536
Aug02 020718 3510.0 3524.0 3510.0 3523.5 +68.5 332 5,655 -178
Sep02 020718 3488.0 3577.5 3458.5 3532.5 +69.0 1,799 109,616 -307
Total Volume and Open Interest 96,502 676,146 +16,057
DAX Index(EUREX)
Sep02 020718 4080.0 4179.5 4056.5 4119.5 +26.5 91,122 186,284 +278
Dec02 020718 4110.0 4213.0 4102.5 4156.5 +26.5 267 4,830 +61
Mar03 020718 4244.0 4249.0 4138.0 4192.0 +27.0 203 546 +29
Total Volume and Open Interest 91,592 191,660 +368
FT-SE 100(LIFFE)
Sep02 020718 4165.50 4310.00 4155.00 4267.00 +95.00 122,267 440,269 +10,355
Dec02 020718 4180.00 4335.50 4180.00 4292.50 +95.00 1,567 13,558 +18
Mar03 020718 4221.50 4308.00 4217.50 4286.00 +94.50 216 9,523 +0
Total Volume and Open Interest 124,300 464,850 +10,573
SPI 200(SFE)
Sep02 020718 3130.0 3152.0 3129.0 3150.0 +32.0 11,708 125,352 +2,675
Dec02 020718 3157.0 3162.0 3157.0 3162.0 +32.0 45 1,826 -39
Mar03 020718 3157.0 3173.0 3157.0 3173.0 +28.0 52 1,091 +44
Total Volume and Open Interest 11,877 129,241 +2,734
GSCI(CME)
Aug02 020718 206.90 207.80 206.45 207.45 +0.25 236 19,453 -65
Sep02 020718 206.25 206.25 206.25 206.25 +0.05 0 1 +0
Oct02 020718 206.75 206.75 206.75 206.75 +0.05      
Total Volume and Open Interest 236 19,454  
Bridge CRB Index(NYBOT)
Aug02 020718 212.00 214.00 212.00 214.00 +1.00 17 337 +2
Nov02 020718 215.25 217.00 215.25 217.00 +1.00 2 121 +1
Jan03 020718 219.50 219.50 219.50 219.50 +1.00 0 51 +0
Total Volume and Open Interest 19 509 +3
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

For example...

Did you know that July Lean Hogs have closed higher on March 1st than on January 27th in 14 of the last 15 years?
See the facts: http://bit.ly/2iBaFU2

More historical LEAN HOG Facts are available in MRCI'S LEAN HOG/CATTLE-HOG Report! http://bit.ly/2jHG4B9

If you have ANY questions on this historical trading strategy, please just let us know - we are happy to help. (541) 933-5340!