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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 Wed July 31, 2002
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Aug02 020731 562.00 578.50 559.00 567.50 +23.00 16,766 10,545 -4,620
Sep02 020731 550.00 564.50 548.50 554.00 +22.50 14,598 26,219 -475
Nov02 020731 538.00 545.50 535.50 536.50 +18.50 48,671 100,173 +301
Jan03 020731 540.00 546.00 536.50 538.00 +17.75 1,364 17,313 -106
Mar03 020731 539.00 543.50 536.00 537.50 +14.00 2,379 14,838 -603
May03 020731 539.00 541.00 534.50 534.75 +11.50 1,949 27,533 +77
Jul03 020731 539.00 540.00 532.00 532.00 +9.50 504 6,378 -6
Total Volume and Open Interest 86,512 205,510 -5,429
Soybean Meal(CBOT)
Aug02 020731 180.00 186.20 179.00 182.30 +7.50 12,457 10,598 -2,235
Sep02 020731 176.50 180.70 175.00 176.40 +5.60 9,963 23,019 -807
Oct02 020731 170.50 173.50 169.50 169.50 +3.90 3,128 18,965 +410
Dec02 020731 168.50 171.20 166.50 166.70 +2.60 14,526 52,542 +147
Jan03 020731 170.00 170.20 166.80 166.80 +2.60 944 6,741 +37
Mar03 020731 170.00 170.50 166.50 166.60 +2.60 2,810 6,348 +835
May03 020731 168.00 169.50 164.00 164.00 +0.60 1,830 7,000 +132
Jul03 020731 168.00 168.00 164.00 164.20 +0.70 622 4,755 +141
Total Volume and Open Interest 46,514 133,232 -1,287
Soybean Oil(CBOT)
Aug02 020731 20.15 20.40 20.10 20.21 +0.51 14,768 8,453 -847
Sep02 020731 20.25 20.51 20.15 20.24 +0.48 12,089 29,527 +2,073
Oct02 020731 20.46 20.60 20.30 20.31 +0.48 5,438 12,141 +208
Dec02 020731 20.60 20.82 20.43 20.46 +0.44 14,096 62,018 +1,485
Jan03 020731 20.65 20.82 20.48 20.48 +0.39 696 6,141 -216
Mar03 020731 20.62 20.75 20.50 20.50 +0.38 1,005 4,677 +266
May03 020731 20.65 20.80 20.48 20.49 +0.30 820 10,474 +57
Jul03 020731 20.65 20.75 20.48 20.48 +0.28 392 4,092 +108
Total Volume and Open Interest 49,692 140,021 +3,238
Canola(WCE)
Sep02 020731 408.0 408.0 408.0 408.0 +11.0 0 111 +0
Nov02 020731 412.0 414.9 409.0 410.2 +7.7 4,325 44,732 +334
Jan03 020731 412.0 413.0 409.0 409.2 +7.9 629 4,099 +254
Mar03 020731 408.0 408.5 406.0 408.0 +11.2 200 1,326 +35
May03 020731 405.5 405.5 404.8 404.8 +8.7 0 275 +0
Total Volume and Open Interest 5,235 50,717 +704
Corn(CBOT)
Sep02 020731 243.00 248.00 243.00 247.25 +11.25 16,358 144,042 -1,629
Dec02 020731 253.00 257.75 253.00 256.50 +10.75 40,837 239,149 +928
Mar03 020731 258.00 263.00 257.75 261.75 +10.25 3,984 41,564 -145
May03 020731 263.00 267.00 262.50 266.00 +9.50 719 10,432 +14
Jul03 020731 265.00 268.75 264.50 268.25 +9.00 867 16,703 -100
Sep03 020731 254.50 259.00 254.00 255.50 +6.50 240 2,641 +128
Total Volume and Open Interest 64,772 472,321 -1,196
Wheat(CBOT)
Sep02 020731 331.50 335.50 330.50 334.00 +8.00 9,206 43,224 -1,422
Dec02 020731 341.00 345.50 340.50 344.00 +8.00 14,729 61,711 -121
Mar03 020731 346.00 350.50 346.00 350.00 +8.00 759 9,820 +48
May03 020731 340.00 342.00 339.00 340.75 +6.75 55 564 +35
Jul03 020731 325.50 330.50 325.50 328.25 +4.50 529 5,826 +10
Total Volume and Open Interest 25,304 121,731 -1,457
Wheat(KCBT)
Sep02 020731 367.00 371.00 367.00 368.50 +7.25 5,584 34,023 -1,511
Dec02 020731 371.00 375.00 371.00 373.50 +8.00 4,686 32,076 -1,572
Mar03 020731 371.00 373.00 370.00 371.00 +7.00 1,056 7,676 +124
May03 020731 357.00 359.75 355.00 356.50 +6.50 57 706 +25
Jul03 020731 342.00 343.00 339.50 339.75 +3.75 337 2,708 +109
Total Volume and Open Interest 11,720 77,197 -2,825
Wheat(MGE)
Sep02 020731 371.00 379.00 371.00 376.25 +7.75 3,027 12,472 -566
Dec02 020731 378.00 383.50 377.00 381.00 +8.00 1,770 8,076 -241
Mar03 020731 379.00 383.50 379.00 381.25 +7.25 97 2,347 -22
May03 020731 376.00 378.00 376.00 376.00 +7.75 15 888 -8
Jul03 020731 370.00 372.00 370.00 370.00 +6.50 95 869 +41
Total Volume and Open Interest 5,047 24,925 -759
Oats(CBOT)
Sep02 020731 176.00 182.00 175.75 178.50 +7.75 375 2,564 -31
Dec02 020731 173.00 174.50 169.50 170.75 +4.50 631 6,774 +19
Mar03 020731 170.00 172.00 167.25 169.25 +2.50 167 963 +95
May03 020731 171.00 171.00 170.50 170.50 +2.50 3 136 +2
Total Volume and Open Interest 1,176 10,437 +85
Rough Rice(CBOT)
Sep02 020731 4.64 4.66 4.62 4.64 +0.05 141 3,259 -101
Nov02 020731 4.80 4.88 4.80 4.86 +0.09 155 2,587 +42
Jan03 020731 5.05 5.07 5.05 5.07 +0.07 9 868 +7
Mar03 020731 5.25 5.27 5.25 5.27 +0.07 5 653 +1
Total Volume and Open Interest 369 8,011 -24
Live Cattle(CME)
Aug02 020731 64.700 65.150 64.600 65.000 +0.100 4,972 17,256 -2,936
Oct02 020731 67.600 68.050 67.400 67.750 +0.075 3,168 39,535 +842
Dec02 020731 68.650 69.050 68.600 68.825 unch 2,280 21,441 +821
Feb03 020731 69.500 69.900 69.450 69.500 -0.150 1,484 9,537 +314
Apr03 020731 70.050 70.200 70.000 70.100 -0.025 199 4,145 +73
Jun03 020731 66.100 66.100 65.950 66.025 +0.025 17 1,279 +8
Total Volume and Open Interest 12,122 93,216 -878
Feeder Cattle(CME)
Aug02 020731 77.300 77.400 76.875 76.975 -0.575 755 4,402 -108
Sep02 020731 77.000 77.050 76.450 76.525 -0.775 354 2,972 +22
Oct02 020731 77.300 77.350 76.800 76.850 -0.850 310 2,218 -51
Nov02 020731 77.600 77.600 77.150 77.200 -0.625 112 1,103 +20
Jan03 020731 76.550 76.600 76.100 76.125 -0.500 47 772 +15
Mar03 020731 75.950 75.950 75.600 75.600 -0.400 0 62 +0
Apr03 020731 75.550 75.550 75.500 75.500 -0.200 1 78 +1
Total Volume and Open Interest 1,579 11,614 -101
Lean Hogs(CME)
Aug02 020731 52.000 52.200 51.375 51.775 +0.225 3,436 7,085 -729
Oct02 020731 42.050 42.200 41.500 41.700 -0.100 3,260 13,236 +549
Dec02 020731 40.175 40.300 39.900 40.050 -0.125 457 7,415 +6
Feb03 020731 44.800 44.800 44.400 44.475 -0.275 151 1,257 +86
Apr03 020731 49.050 49.250 48.900 49.200 +0.350 37 239 +14
May03 020731 55.950 56.400 55.950 56.400 +0.425 0 56 +0
Jun03 020731 57.450 57.800 57.450 57.800 +0.300 7 135 +0
Jul03 020731 57.250 57.600 57.250 57.600 +0.325 5 52 +4
Total Volume and Open Interest 7,353 29,482 -70
Pork Bellies(CME)
Aug02 020731 62.900 63.950 61.950 63.150 -1.000 503 854 -205
Feb03 020731 64.550 64.550 63.300 63.925 -1.475 153 437 +70
Mar03 020731 64.150 64.150 63.300 63.300 -0.700 0 5 +0
May03 020731 64.600 64.600 64.600 64.600 -0.650 0 2 +0
Jul03 020731 64.150 64.375 64.150 64.375        
Cocoa(NYBOT)
Sep02 020731 1762 1805 1760 1787 +16 3,453 29,850 -552
Dec02 020731 1785 1823 1785 1806 +18 1,945 22,672 +49
Mar03 020731 1769 1800 1769 1789 +16 768 17,961 +126
May03 020731 1778 1789 1778 1789 +16 117 7,049 -4
Jul03 020731 1774 1787 1773 1787 +15 0 6,788 +0
Sep03 020731 1775 1791 1774 1791 +15 29 10,904 +0
Dec03 020731 1790 1794 1790 1794 +16 409 9,558 +169
Total Volume and Open Interest 6,722 106,517 -212
Coffee "C"(NYBOT)
Sep02 020731 46.85 47.05 46.50 46.80 -0.25 3,919 35,502 -734
Dec02 020731 50.15 50.30 49.85 50.10 -0.30 2,179 17,637 +1,058
Mar03 020731 53.25 53.40 52.90 53.20 -0.25 1,583 9,079 -14
May03 020731 55.00 55.30 54.60 54.85 -0.35 1,257 4,144 +247
Jul03 020731 56.80 56.90 56.40 56.40 -0.40 589 3,342 +135
Sep03 020731 58.25 58.30 57.80 57.80 -0.45 6 2,208 +6
Total Volume and Open Interest 9,537 72,013 +699
Orange Juice(NYBOT)
Sep02 020731 99.90 102.10 99.70 101.50 +1.70 613 18,688 +157
Nov02 020731 100.85 102.90 100.65 102.50 +1.65 297 7,254 +195
Jan03 020731 100.75 103.25 100.60 102.50 +1.90 70 4,341 +1
Mar03 020731 100.85 103.75 100.85 103.30 +1.95 40 2,409 +8
May03 020731 101.65 104.10 101.65 104.10 +1.95 22 359 +3
Total Volume and Open Interest 1,042 33,053 +364
Sugar #11(NYBOT)
Oct02 020731 5.75 5.94 5.75 5.80 +0.13 17,072 80,355 -1,950
Mar03 020731 5.87 6.00 5.80 5.85 +0.10 4,874 33,963 +1,137
May03 020731 5.75 5.80 5.70 5.70 +0.07 756 10,263 +114
Jul03 020731 5.52 5.58 5.47 5.47 +0.06 622 16,266 +64
Oct03 020731 5.57 5.62 5.54 5.54 +0.07 63 10,381 -20
Total Volume and Open Interest 23,732 155,396 -500
London Cocoa(LCE)
Jul02 020716 1430 1451 1425 1449 +26 6,526 20,606 -310
Sep02 020731 1380 1409 1378 1403 +23 1,311 50,075 -509
Dec02 020731 1269 1297 1269 1294 +25 545 26,156 +43
Mar03 020731 1237 1258 1237 1253 +22 75 38,234 +7
May03 020731 1250 1266 1250 1265 +22 743 9,945 +715
Jul03 020731 1255 1270 1255 1270 +20 109 8,557 +75
Sep03 020731 1265 1275 1265 1275 +18 0 6,102 +0
Total Volume and Open Interest 2,783 147,429 +331
London Coffee(LCE)
Jul02 020731 468.00 470.00 468.00 468.00 unch 122 171 +114
Sep02 020731 492.00 495.00 486.00 492.00 -2.00 4,988 32,993 -559
Nov02 020731 510.00 513.00 505.00 510.00 -3.00 4,756 39,208 +2,380
Jan03 020731 531.00 531.00 523.00 527.00 -3.00 2,463 25,358 +1,226
Mar03 020731 545.00 547.00 540.00 543.00 -4.00 944 13,187 +463
May03 020731 560.00 563.00 558.00 559.00 -4.00 406 9,566 +333
Total Volume and Open Interest 14,712 126,203 +4,541
London Sugar(LCE)
Aug02 020716 195.50 196.00 183.00 186.00 -10.10 2,618 2,258 -977
Oct02 020731 178.20 181.00 177.00 177.90 +0.40 2,952 19,823 -744
Dec02 020731 175.70 178.80 175.70 176.20 +0.50 336 5,556 +50
Mar03 020731 178.00 181.20 177.70 178.20 +0.20 596 7,810 +150
May03 020731 178.00 181.20 177.80 177.80 +0.30 181 3,205 +45
Total Volume and Open Interest 4,205 37,812 -484
Cotton(NYBOT)
Oct02 020731 47.25 47.63 46.60 46.95 -0.08 403 3,214 +16
Dec02 020731 48.80 49.15 48.00 48.49 -0.11 5,747 55,435 +278
Mar03 020731 50.40 50.80 49.90 50.25 -0.05 231 8,783 +65
May03 020731 52.95 52.95 52.90 52.90 unch 50 4,788 +4
Jul03 020731 53.80 54.25 53.70 53.78 +0.03 13 2,117 +3
Oct03 020731 54.95 54.95 54.95 54.95 +0.05 0 110 +0
Total Volume and Open Interest 6,458 75,497 +375
Lumber(CME)
Sep02 020731 256.1 258.3 254.1 258.1 +6.7 286 1,649 +2
Nov02 020731 255.4 259.4 255.4 259.4 +5.5 93 325 +19
Jan03 020731 263.5 267.4 263.5 267.4 +4.0 5 64 -2
Mar03 020731 273.0 273.0 273.0 273.0 +3.0 1 11 +0
Total Volume and Open Interest 385 2,076 +19
Crude Oil(NYM)
Sep02 020731 27.45 27.67 26.92 27.02 -0.34 99,519 134,361 +1,477
Oct02 020731 26.90 27.15 26.40 26.47 -0.35 42,860 64,136 +2,315
Nov02 020731 26.63 26.85 26.20 26.23 -0.36 11,729 25,119 +363
Dec02 020731 26.50 26.62 26.03 26.03 -0.37 12,188 50,229 -1,375
Jan03 020731 26.20 26.32 25.78 25.78 -0.37 4,554 21,611 +875
Feb03 020731 26.03 26.05 25.55 25.55 -0.37 2,115 9,440 -570
Mar03 020731 25.80 25.80 25.34 25.34 -0.37 1,777 8,585 +94
Apr03 020731 25.58 25.58 25.14 25.14 -0.37 252 6,850 +212
May03 020731 24.94 24.94 24.94 24.94 -0.37 430 4,215 +399
Jun03 020731 25.10 25.20 24.74 24.74 -0.37 928 14,796 -127
Total Volume and Open Interest 183,055 430,325 +2,733
Heating Oil(NYM)
Aug02 020731 69.00 69.75 67.00 67.64 -1.23 12,540 8,859 -3,868
Sep02 020731 69.90 70.70 68.30 68.62 -1.13 26,319 43,521 +4,444
Oct02 020731 70.60 71.20 69.40 69.47 -0.93 3,483 14,461 +494
Nov02 020731 71.30 71.80 70.20 70.22 -0.83 572 9,229 +33
Dec02 020731 72.15 72.40 70.87 70.87 -0.78 2,727 17,295 +413
Jan03 020731 72.30 72.80 71.32 71.32 -0.78 983 9,807 -147
Feb03 020731 72.00 72.50 70.92 70.92 -0.88 300 8,596 -33
Mar03 020731 71.00 71.00 69.52 69.52 -0.88 643 5,861 -117
Apr03 020731 67.77 67.77 67.77 67.77 -0.88 57 2,919 +6
May03 020731 66.02 66.02 66.02 66.02 -0.88 111 1,861 +83
Total Volume and Open Interest 48,127 128,447 +1,400
Unleaded Gas(NYM)
Aug02 020731 86.00 86.40 79.00 83.03 -2.58 20,157 13,054 -5,694
Sep02 020731 80.10 80.70 78.60 78.93 -0.99 23,133 49,930 +4,560
Oct02 020731 75.30 75.80 74.40 74.68 -0.49 4,176 19,214 +116
Nov02 020731 74.00 74.00 72.93 72.93 -0.44 617 6,055 +15
Dec02 020731 72.30 72.50 71.80 71.83 -0.39 1,329 4,359 -248
Jan03 020731 71.53 71.53 71.53 71.53 -0.37 318 2,589 +100
Feb03 020731 71.90 71.90 71.68 71.68 -0.37 470 1,032 +43
Mar03 020731 72.38 72.38 72.38 72.38 -0.34 910 1,943 -585
Total Volume and Open Interest 51,118 101,295 -1,690
Natural Gas(NYM)
Sep02 020731 2.960 3.040 2.935 2.954 +0.063 40,139 59,221 -271
Oct02 020731 2.980 3.050 2.960 2.971 +0.055 9,082 38,096 -1,420
Nov02 020731 3.270 3.335 3.250 3.261 +0.050 4,486 29,298 -131
Dec02 020731 3.520 3.580 3.500 3.521 +0.045 7,112 33,832 +1,302
Jan03 020731 3.670 3.745 3.655 3.669 +0.048 3,867 32,830 +175
Feb03 020731 3.650 3.695 3.642 3.642 +0.044 1,791 21,335 +27
Mar03 020731 3.605 3.660 3.590 3.602 +0.044 5,820 20,879 -1,204
Apr03 020731 3.510 3.560 3.510 3.518 +0.036 3,958 15,843 -238
Total Volume and Open Interest 89,892 448,418 -6,568
Brent Crude Oil(IPE)
Sep02 020731 25.82 26.01 25.40 25.44 -0.24 39,895 61,184 +1,278
Oct02 020731 25.64 25.82 25.24 25.27 -0.28 14,951 48,235 +238
Nov02 020731 25.56 25.69 25.12 25.18 -0.27 3,592 14,510 +183
Dec02 020731 25.40 25.53 25.06 25.06 -0.24 9,267 29,705 -2,315
Jan03 020731 25.20 25.30 24.86 24.86 -0.24 1,728 19,309 +797
Feb03 020731 24.98 25.00 24.65 24.65 -0.24 550 5,621 -375
Mar03 020731 24.68 24.68 24.44 24.44 -0.24 0 3,518 +0
Apr03 020731 24.61 24.61 24.24 24.24 -0.24 300 2,275 +0
Total Volume and Open Interest 74,678 220,262 +1,916
Gas Oil(IPE)
Aug02 020731 215.50 217.25 213.00 213.50 -1.50 15,197 36,346 +695
Sep02 020731 215.50 217.00 213.25 213.75 -1.25 13,799 40,362 +1,782
Oct02 020731 216.50 217.50 214.50 214.50 -1.25 4,726 18,438 +1,114
Nov02 020731 217.75 218.00 215.50 215.50 -0.50 1,423 20,732 +194
Dec02 020731 217.75 218.25 215.75 215.75 -0.50 3,338 44,711 +180
Jan03 020731 217.75 217.75 215.75 215.75 -0.50 595 10,070 +125
Feb03 020731 215.25 216.00 213.50 213.50 -0.75 0 4,411 +0
Mar03 020731 210.00 210.00 210.00 210.00 -1.00 100 6,216 +0
Total Volume and Open Interest 39,953 211,272 +4,038
US Dollar Index(NYBOT)
Sep02 020731 107.30 107.80 107.18 107.70 +0.55 506 8,672 -37
Dec02 020731 108.30 108.32 107.90 108.27 +0.55 55 2,560 +18
Mar03 020731 108.87 108.87 108.87 108.87 +0.55 0 2 +0
Total Volume and Open Interest 561 11,236 -19
Australian Dollar(IMM)
Sep02 020731 54.45 54.55 53.90 53.97 -0.14 2,418 26,008 +469
Dec02 020731 53.60 53.60 53.53 53.53 -0.14 22 749 -2
Mar03 020731 53.09 53.09 53.09 53.09 -0.14 0 16 +0
Total Volume and Open Interest 2,442 27,496 +469
British Pound(IMM)
Sep02 020731 155.84 156.18 155.22 155.82 -1.02 2,194 35,360 +171
Dec02 020731 155.00 155.30 154.60 154.94 -1.02 25 542 +11
Mar03 020731 154.04 154.04 154.04 154.04 -1.02 0 35 +0
Total Volume and Open Interest 2,219 35,941 +182
Canadian Dollar(IMM)
Sep02 020731 63.31 63.46 62.91 62.96 -0.43 5,082 54,891 -2,323
Dec02 020731 63.10 63.30 62.73 62.78 -0.44 270 6,293 +122
Mar03 020731 63.00 63.00 62.61 62.61 -0.45 73 1,176 +9
Jun03 020731 62.65 62.67 62.40 62.46 -0.46 3 560 +0
Total Volume and Open Interest 5,430 63,134 -2,193
Japanese Yen(IMM)
Sep02 020731 83.49 83.85 83.40 83.68 +0.27 7,115 71,798 -916
Dec02 020731 83.90 84.08 83.90 84.05 +0.27 73 1,696 +23
Mar03 020731 84.44 84.44 84.44 84.44 +0.27 15 228 +0
Total Volume and Open Interest 7,203 73,947 -893
Swiss Franc(IMM)
Sep02 020731 67.33 67.75 67.23 67.31 -0.26 5,399 37,391 -728
Dec02 020731 67.46 67.78 67.46 67.46 -0.26 14 736 +3
Mar03 020731 67.60 67.60 67.60 67.60 -0.26 1 40 +1
Total Volume and Open Interest 5,414 38,202 -724
EuroFX(IMM)
Sep02 020731 97.64 98.14 97.44 97.49 -0.72 9,280 105,322 +1,221
Dec02 020731 97.22 97.71 97.05 97.10 -0.72 107 4,029 -71
Mar03 020731 97.05 97.05 96.72 96.72 -0.72 0 172 +0
Total Volume and Open Interest 9,387 109,782 +1,150
Mexican Peso(IMM)
Sep02 020731 10180.0 10195.0 10030.0 10055.0 -122.0 1,694 13,497 -236
Dec02 020731 9900.0 9900.0 9877.0 9877.0 -125.0 120 1,563 +85
Total Volume and Open Interest 1,816 15,513 -151
30-Year T-Bonds(CBOT)
Sep02 020731 104~19 106~07 104~17 105~30 +1~08 230,562 401,638 -3,748
Dec02 020731 103~24 105~00 103~13 104~24 +1~08 3,543 34,366 -263
Mar03 020731 103~20 103~20 103~20 103~20 +1~08 3 32 -1
Total Volume and Open Interest 234,108 436,036 -4,012
Municipal Bonds(CBOT)
Sep02 020731 104~22 105~20 104~22 105~16 +0~24 461 4,132 +49
Total Volume and Open Interest 461 4,132 +49
10-Year T-Notes(CBOT)
Sep02 020731 109~205 110~240 109~185 110~195 +0~280 441,821 890,433 -24,484
Dec02 020731 108~075 109~100 108~075 109~075 +0~285 11,982 74,636 +989
Total Volume and Open Interest 453,803 965,069 -23,495
5-Year T-Notes(CBOT)
Sep02 020731 109~190 110~130 109~170 110~105 +0~225 57,058 586,791 +2,005
Dec02 020731 108~180 109~120 108~180 109~115 +0~235 1,635 8,858 +914
Total Volume and Open Interest 58,693 595,649 +2,919
2 Year T-Notes(CBOT)
Sep02 020731 106~022 106~068 106~021 106~064 +0~040 6,645 102,369 +2,061
Total Volume and Open Interest 6,645 102,369 +2,061
3-Mth T-Bills(IMM)
Sep02 020731 98.38 98.39 98.38 98.38 +0.03 1 648 +0
Total Volume and Open Interest 1 648 +0
Eurodollars(IMM)
Sep02 020731 98.170 98.230 98.165 98.210 +0.040 105,287 691,378 -3,899
Dec02 020731 98.035 98.150 98.030 98.140 +0.105 188,834 654,825 +10,886
Mar03 020731 97.730 97.940 97.720 97.930 +0.220 280,677 585,664 -841
Jun03 020731 97.310 97.565 97.300 97.545 +0.245 203,002 410,781 -12,992
Sep03 020731 96.825 97.090 96.810 97.075 +0.260 77,481 348,866 -2,606
Dec03 020731 96.370 96.640 96.355 96.620 +0.255 36,002 279,186 -2,731
Mar04 020731 95.985 96.265 95.980 96.250 +0.265 32,591 188,933 +3,445
Jun04 020731 95.665 95.945 95.660 95.930 +0.265 19,586 155,920 +1,975
Sep04 020731 95.405 95.660 95.400 95.640 +0.235 7,443 127,693 +288
Dec04 020731 95.160 95.380 95.160 95.375 +0.215 5,454 110,945 +634
Mar05 020731 95.005 95.200 95.005 95.200 +0.195 6,233 95,570 -530
Jun05 020731 94.885 95.035 94.885 95.020 +0.175 5,456 86,007 +7
Total Volume and Open Interest 1,003,006 4,281,487 -437
3-Mth Euro-Yen(IMM)
Sep02 020731 99.92 99.92 99.92 99.92 unch 162 9,984 +75
Dec02 020731 99.91 99.91 99.91 99.91 unch 148 5,064 -291
Mar03 020731 99.88 99.88 99.88 99.88 +0.01 0 2,052 +0
Jun03 020731 99.89 99.89 99.89 99.89 +0.01 35 4,878 -56
Sep03 020731 99.85 99.85 99.85 99.85 +0.01 1,234 5,691 -42
Dec03 020731 99.80 99.80 99.80 99.80 unch 7 2,059 -3
Mar04 020731 99.75 99.75 99.75 99.75 +0.01 0 719 +0
Jun04 020731 99.72 99.72 99.72 99.72 unch 0 277 +0
Sep04 020731 99.66 99.66 99.66 99.66 unch 115 800 +80
Dec04 020731 99.58 99.58 99.58 99.58 unch 0 162 +0
Total Volume and Open Interest 1,701 33,246 -237
3-Mth Euro-Yen(SIMEX)
Sep02 020731 99.92 99.92 99.92 99.92 +0.00 2,578 42,374 +1,682
Dec02 020731 99.91 99.92 99.91 99.92 +0.00 2,798 37,491 -573
Mar03 020731 99.87 99.89 99.87 99.89 +0.02 141 36,148 -24
Jun03 020731 99.88 99.89 99.88 99.89 +0.01 499 50,262 +92
Sep03 020731 99.85 99.86 99.85 99.86 +0.02 366 28,207 +181
Dec03 020731 99.81 99.81 99.81 99.81 +0.01 0 17,449 +0
Mar04 020731 99.75 99.76 99.75 99.76 +0.01 59 15,164 +32
Jun04 020731 99.73 99.73 99.73 99.73 +0.01 0 6,224 +0
Total Volume and Open Interest 6,441 241,199 +1,390
German Euro-Bund(EUREX)
Sep02 020731 108.73 109.36 108.66 109.24 +0.49 730,748 827,533 -23,106
Dec02 020731 108.11 108.60 108.05 108.60 +0.49 2,828 31,092 +1,729
Mar03 020731 108.54 108.54 108.54 108.54 +0.49 2,178 0 +0
Total Volume and Open Interest 735,754 858,625 -21,377
German Euro-Bobl(EUREX)
Sep02 020731 107.15 107.55 107.11 107.51 +0.36 358,128 572,125 -2,419
Dec02 020731 106.55 106.84 106.55 106.84 +0.35 3,199 19,577 +568
Mar03 020731 106.81 106.81 106.81 106.81 +0.34 3,871 0 +0
Total Volume and Open Interest 365,198 591,702 -1,851
Long Gilt(LIFFE)
Sep02 020731 113~22 114~05 113~15 114~04 +0~09 24,896 111,174 -917
Dec02 020731 116~07 116~07 116~07 116~07 +0~09      
Total Volume and Open Interest 24,896 111,174 -917
3-Mth Short Sterling(LIFFE)
Sep02 020731 95.98 96.04 95.98 96.03 +0.03 14,335 0 +0
Dec02 020731 95.85 95.97 95.83 95.94 +0.07 33,659 0 +0
Mar03 020731 95.64 95.78 95.62 95.74 +0.07 31,908 0 +0
Total Volume and Open Interest 108,461    
3-Mth Euribor(LIFFE)
Sep02 020731 96.625 96.660 96.625 96.660 +0.020 67,871 396,081 +2,704
Dec02 020731 96.545 96.630 96.540 96.620 +0.050 103,822 351,682 -8,756
Mar03 020731 96.460 96.590 96.455 96.570 +0.080 141,076 398,604 +24,929
Total Volume and Open Interest 413,184 1,791,152 +22,702
3-Mth Aus T-Bills(SFE)
Sep02 020731 95.10 95.12 95.04 95.09 -0.03 13,440 290,241 +7,199
Dec02 020731 94.91 94.91 94.85 94.91 -0.02 12,885 176,427 +10,784
Mar03 020731 94.69 94.70 94.66 94.69 -0.04 4,514 68,163 +3,829
Jun03 020731 94.54 94.54 94.51 94.53 -0.04 1,386 29,741 +1,095
Sep03 020731 94.37 94.39 94.36 94.38 -0.05 64 18,359 +64
Dec03 020731 94.25 94.26 94.23 94.24 -0.06 104 14,888 +54
Mar04 020731 94.14 94.14 94.12 94.12 -0.06 103 9,875 -162
Jun04 020731 94.02 94.02 94.01 94.01 -0.07 191 4,559 +180
Sep04 020731 93.92 93.92 93.89 93.89 -0.09 20 1,931 +20
Dec04 020731 93.80 93.80 93.80 93.80 -0.10 0 1,335 +0
Total Volume and Open Interest 32,707 616,509 +23,063
10-Year Aus T-Bonds(SFE)
Sep02 020731 94.11 94.12 94.07 94.11 -0.01 4,008 220,809 +10,763
Dec02 020731 94.11 94.11 94.11 94.11 -0.01      
Total Volume and Open Interest 12,736 210,046 +9,131
3-Year Aus T-Bonds(SFE)
Sep02 020731 94.60 94.61 94.54 94.60 -0.03 47,582 620,333 +37,007
Dec02 020731 94.60 94.60 94.60 94.60 -0.03      
Total Volume and Open Interest 47,582 620,333 +37,007
Gold(CMX)
Aug02 020731 304.0 305.3 301.8 303.2 -0.5 23,830 12,277 -9,998
Oct02 020731 305.8 306.3 302.7 304.2 -0.8 4,715 12,071 +1,399
Dec02 020731 306.8 307.5 303.8 305.2 -0.8 38,555 79,249 +6,833
Feb03 020731 307.6 307.6 305.0 305.9 -0.8 248 8,629 +193
Apr03 020731 306.6 306.6 306.6 306.6 -0.8 190 4,244 -109
Jun03 020731 308.8 308.8 306.2 307.3 -0.8 656 5,545 -418
Total Volume and Open Interest 69,262 147,221 -2,251
Silver(CMX)
Sep02 020731 466.0 466.5 457.0 459.8 -6.0 8,487 46,030 -378
Dec02 020731 468.0 470.0 460.0 462.6 -6.0 1,233 24,173 -221
Mar03 020731 471.0 471.0 462.0 464.3 -6.5 126 2,137 +51
May03 020731 465.5 465.5 465.5 465.5 -6.5 0 1,872 +0
Jul03 020731 470.5 470.5 466.3 466.3 -6.7 0 4,433 +0
Total Volume and Open Interest 9,890 83,102 -799
Platinum(NYM)
Oct02 020731 521.5 526.0 521.5 524.6 +1.4 298 4,990 +5
Jan03 020731 516.0 518.6 516.0 518.6 +1.4 0 66 +0
Total Volume and Open Interest 298 5,056 +5
Palladium(NYME)
Sep02 020731 319.00 324.00 318.50 319.45 +0.15 183 1,992 +15
Dec02 020731 320.45 320.45 320.45 320.45 +0.15 0 141 +0
Total Volume and Open Interest 183 2,133 +15
Copper(CMX)
Sep02 020731 69.25 69.65 68.00 68.10 -1.15 6,341 47,635 +1,296
Dec02 020731 70.15 70.45 68.80 68.95 -1.15 476 14,107 +212
Mar03 020731 71.45 71.45 69.70 69.80 -1.15 66 3,200 +33
May03 020731 71.60 71.90 70.30 70.30 -1.15 26 2,738 +20
Jul03 020731 71.35 71.35 70.70 70.70 -1.15 46 2,135 +24
Total Volume and Open Interest 8,265 95,907 +259
DJIA Index(CBOT)
Sep02 020731 8735 8755 8520 8705 +11 32,856 31,302 -1,251
Dec02 020731 8645 8693 8535 8693 +11 76 534 -13
Mar03 020731 8693 8693 8693 8693 +11 0 1 +1
Jun03 020731 8698 8698 8698 8698 +11      
Total Volume and Open Interest 32,932 31,864 -1,264
S & P 500(CME)
Sep02 020731 901.00 911.50 888.70 911.50 +6.00 83,208 586,625 -2,664
Dec02 020731 897.00 911.70 890.50 911.70 +5.90 8,922 20,083 -462
Mar03 020731 896.00 911.90 896.00 911.90 +5.70 6,754 18,851 +3,848
Jun03 020731 913.00 913.00 913.00 913.00 +5.80 0 369 -10
Total Volume and Open Interest 98,884 625,967 +712
S & P 500 E-Mini(Globex)
Sep02 020731 904.50 916.00 888.75 911.50 +6.00 697,449 359,697 -10,492
Dec02 020731 910.00 914.75 905.00 911.75 +6.00 37 49 +4
Total Volume and Open Interest 697,486 359,746 -10,488
NASDAQ 100(CME)
Sep02 020731 968.00 974.00 942.00 964.50 -16.00 15,224 64,547 +320
Dec02 020731 968.50 968.50 968.50 968.50 -16.00 0 61 +0
Mar03 020731 972.50 972.50 972.50 972.50 -16.00 0 2 +0
Total Volume and Open Interest 15,224 64,610 +320
NASDAQ 100 E-Mini(GLOBEX)
Sep02 020731 975.0 988.5 941.0 964.5 -16.0 244,738 164,153 +406
Dec02 020731 959.5 968.5 959.5 968.5 -16.0 4 10 +2
Total Volume and Open Interest 244,742 164,163 +408
NYSE Composite(NYBOT)
Sep02 020731 483.00 491.10 480.50 491.10 +5.10 170 6,759 -130
Dec02 020731 491.10 491.10 491.10 491.10 +5.10 0 510 +0
Mar03 020731 491.10 491.10 491.10 491.10 +5.10 0 200 +0
Total Volume and Open Interest 170 7,469 -130
S & P Midcap 400(CME)
Sep02 020731 441.50 443.00 436.00 441.95 -1.05 1,959 16,024 +24
Dec02 020731 442.75 442.75 442.75 442.75 -1.05      
Mar03 020731 445.75 445.75 445.75 445.75 -1.05      
Total Volume and Open Interest 1,959 16,024 +24
Russell 2000(CME)
Sep02 020731 400.00 401.00 391.00 392.65 -8.85 4,325 25,592 +291
Dec02 020731 393.40 393.40 393.40 393.40 -8.85 0 1 +0
Mar03 020731 395.40 395.40 395.40 395.40 -8.85      
Total Volume and Open Interest 4,325 25,593 +291
Value Line(KCBT)
Sep02 020731 1028.00 1028.00 1008.00 1023.00 -9.00 147 182 -55
Total Volume and Open Interest 148 187 -56
Nikkei 225(CME)
Sep02 020731 9870 9945 9860 9900 -130 1,346 25,589 -372
Dec02 020731 9900 9900 9895 9895 -130 0 45 +0
Total Volume and Open Interest 1,346 25,638 -372
Nikkei 225(SIMEX)
Sep02 020731 10005 10005 9820 9895 -110 14,668 84,551 +175
Dec02 020731 9865 9865 9865 9865 -110 0 151 +0
Mar03 020731 9865 9865 9865 9865 -110 0 300 +0
Total Volume and Open Interest 14,668 85,502 +175
CAC 40(MATIF)
Jul02 020730 3440.0 3449.5 3345.0 3385.0 -5.0 197,765 653,604 -1,356
Aug02 020731 3393.0 3525.5 3323.5 3385.0 -9.0 127,295 284,802 +106,920
Sep02 020731 3435.0 3530.0 3338.0 3386.5 -15.5 3,341 127,244 -104
Total Volume and Open Interest 328,695 1,052,144 +68,881
DAX Index(EUREX)
Sep02 020731 3851.0 3965.0 3715.0 3719.5 -168.0 78,465 197,974 -279
Dec02 020731 3890.0 3989.0 3750.0 3753.0 -168.0 162 5,456 +40
Mar03 020731 3897.5 3897.5 3785.0 3785.0 -168.0 156 1,168 +111
Total Volume and Open Interest 78,783 204,598 -128
FT-SE 100(LIFFE)
Sep02 020731 4201.00 4297.00 4148.00 4227.50 +73.50 68,211 462,411 -2,626
Dec02 020731 4235.00 4308.00 4177.50 4250.50 +76.50 81 30,383 -9
Mar03 020731 4190.50 4241.50 4190.50 4241.50 +73.50 300 15,450 +0
Total Volume and Open Interest 68,592 511,019 -2,635
SPI 200(SFE)
Sep02 020731 3076.0 3092.0 3066.0 3082.0 +3.0 13,878 153,518 +3,417
Dec02 020731 3100.0 3100.0 3081.0 3089.0 +2.0 65 1,943 +33
Mar03 020731 3100.0 3100.0 3100.0 3100.0 +2.0 60 985 -60
Total Volume and Open Interest 14,003 157,555 +3,390
GSCI(CME)
Aug02 020731 205.00 206.25 203.50 203.50 -0.15 49 18,637 +31
Sep02 020731 204.50 204.50 203.00 203.00 +0.50 0 26 +0
Oct02 020731 204.25 204.25 204.25 204.25 +1.00      
Total Volume and Open Interest 49 18,663 +31
Bridge CRB Index(NYBOT)
Aug02 020731 211.50 212.25 211.25 211.50 +1.50 51 196 -14
Nov02 020731 215.00 215.50 214.25 215.00 +1.50 34 180 +10
Jan03 020731 218.00 218.00 218.00 218.00 +1.50 0 53 +0
Total Volume and Open Interest 85 429 -4
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions.
Copyright © 2002 Moore Research Center, Inc. All Rights Reserved.
Some data provided by Prophetfinance.com

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Newsflash

Will the stock market continue its tradition of rallying into the new year?  Will there be another "Santa Claus rally?"

After a frightening decline after Brexit and another overnight in an initial response to Donald Trump's election upset, several US stock indices returned toward their all-time highs --- although some international markets are lagging.  Does that provide incredible opportunity?  But which way and when?

MRCI's  Historical Indices Report, complete with seasonal patterns not only for US futures on S&P500, S&P MidCap 400, NASDAQ 100, Russe ll 2000, and DJIA but also for futures on several major international indices including the FT-SE 100, CAC 40, Nikkei 225, DAX, Euro STOXX 50, Swiss Market Index, SPI 200, and Hang Seng Index.