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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 August 01, 2002
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Aug02 020801 578.00 587.00 558.00 568.50 +1.00 10,611 7,162 -3,383
Sep02 020801 565.00 575.50 550.00 558.75 +4.75 14,128 26,753 +534
Nov02 020801 546.00 556.50 532.00 541.50 +5.00 54,892 100,306 +133
Jan03 020801 545.50 555.50 532.00 541.00 +3.00 2,393 17,604 +291
Mar03 020801 546.00 553.00 530.00 541.25 +3.75 1,618 14,696 -142
May03 020801 540.50 548.00 527.00 536.50 +1.75 3,000 27,911 +378
Jul03 020801 540.00 547.00 527.50 534.00 +2.00 791 6,548 +170
Total Volume and Open Interest 88,282 203,580 -1,930
Soybean Meal(CBOT)
Aug02 020801 187.00 190.50 180.00 182.90 +0.60 8,646 8,625 -1,973
Sep02 020801 180.70 185.50 176.40 178.60 +2.20 10,542 22,119 -900
Oct02 020801 173.50 178.30 169.30 171.70 +2.20 2,652 19,019 +54
Dec02 020801 170.20 175.50 166.70 169.00 +2.30 19,710 50,512 -2,030
Jan03 020801 169.50 174.00 166.70 168.40 +1.60 1,331 6,996 +255
Mar03 020801 170.00 172.20 165.00 167.30 +0.70 1,948 6,080 -268
May03 020801 167.70 169.80 163.00 164.90 +0.90 2,003 7,073 +73
Jul03 020801 167.50 169.50 163.00 165.00 +0.80 1,094 5,391 +636
Total Volume and Open Interest 48,594 129,310 -3,922
Soybean Oil(CBOT)
Aug02 020801 20.55 20.64 20.00 20.31 +0.10 9,799 5,786 -2,667
Sep02 020801 20.60 20.70 20.04 20.36 +0.12 14,691 31,427 +1,900
Oct02 020801 20.65 20.75 20.15 20.45 +0.14 1,828 12,424 +283
Dec02 020801 20.75 20.94 20.28 20.63 +0.17 16,881 64,843 +2,825
Jan03 020801 20.77 20.90 20.30 20.63 +0.15 801 6,339 +198
Mar03 020801 20.77 20.83 20.45 20.61 +0.11 392 4,840 +163
May03 020801 20.75 20.85 20.50 20.65 +0.16 1,300 10,866 +392
Jul03 020801 20.73 20.85 20.50 20.65 +0.17 600 4,285 +193
Total Volume and Open Interest 46,561 143,378 +3,357
Canola(WCE)
Sep02 020801 408.0 408.0 408.0 408.0 unch 0 111 +0
Nov02 020801 414.0 414.5 403.0 409.2 -1.0 6,739 44,854 +122
Jan03 020801 412.0 413.7 407.5 408.5 -0.7 2,010 5,385 +1,286
Mar03 020801 410.5 410.5 402.0 405.7 -2.3 572 1,488 +162
May03 020801 407.0 408.5 402.5 402.5 -2.3 5 280 +5
Total Volume and Open Interest 9,336 52,302 +1,585
Corn(CBOT)
Sep02 020801 252.50 255.75 245.00 249.25 +2.00 28,149 147,000 +2,958
Dec02 020801 262.00 265.50 254.00 258.75 +2.25 64,758 244,547 +5,398
Mar03 020801 267.00 270.00 259.00 263.25 +1.50 4,367 42,341 +777
May03 020801 269.50 272.50 263.00 267.00 +1.00 1,739 10,725 +293
Jul03 020801 270.50 273.50 267.00 269.00 +0.75 2,649 17,420 +717
Sep03 020801 259.00 259.00 254.00 255.00 -0.50 1,025 3,295 +654
Total Volume and Open Interest 105,731 483,924 +11,603
Wheat(CBOT)
Sep02 020801 342.00 345.00 333.50 334.75 +0.75 6,714 43,160 -64
Dec02 020801 353.00 355.00 344.00 345.25 +1.25 16,458 62,298 +587
Mar03 020801 355.50 360.00 351.00 352.75 +2.75 937 10,252 +432
May03 020801 345.00 350.50 343.00 344.00 +3.25 49 595 +31
Jul03 020801 332.50 336.00 330.00 330.50 +2.25 1,352 6,223 +397
Total Volume and Open Interest 25,517 123,122 +1,391
Wheat(KCBT)
Sep02 020801 375.00 379.50 371.00 374.00 +5.50 5,844 33,469 -554
Dec02 020801 379.00 383.50 375.00 378.25 +4.75 6,002 33,169 +1,093
Mar03 020801 378.00 381.50 374.00 375.50 +4.50 746 7,781 +105
May03 020801 363.00 367.00 360.00 361.00 +4.50 37 727 +21
Jul03 020801 344.00 351.00 343.00 348.50 +8.75 101 2,764 +56
Total Volume and Open Interest 12,730 77,918 +721
Wheat(MGE)
Sep02 020801 379.00 386.25 376.00 380.00 +3.75 4,097 12,232 -240
Dec02 020801 385.00 392.00 383.00 385.50 +4.50 1,807 8,126 +50
Mar03 020801 389.00 392.50 384.00 386.50 +5.25 73 2,370 +23
May03 020801 384.00 387.00 379.00 380.00 +4.00 12 889 +1
Jul03 020801 379.00 382.00 373.00 374.00 +4.00 14 879 +10
Total Volume and Open Interest 6,029 24,778 -147
Oats(CBOT)
Sep02 020801 182.50 186.00 175.00 178.00 -0.50 1,005 2,829 +265
Dec02 020801 175.50 178.00 168.50 170.00 -0.75 1,018 6,764 -10
Mar03 020801 173.50 173.50 166.00 168.50 -0.75 333 1,164 +201
May03 020801 171.00 171.00 167.00 167.00 -3.50 28 140 +4
Total Volume and Open Interest 2,384 10,897 +460
Rough Rice(CBOT)
Sep02 020801 4.69 4.69 4.64 4.65 +0.01 100 3,224 -35
Nov02 020801 4.90 4.92 4.86 4.86 unch 173 2,589 +2
Jan03 020801 5.07 5.07 5.07 5.07 unch 7 870 +2
Mar03 020801 5.27 5.27 5.27 5.27 unch 1 653 +0
Total Volume and Open Interest 288 7,986 -25
Live Cattle(CME)
Aug02 020801 64.900 64.900 64.250 64.450 -0.550 6,482 15,475 -1,781
Oct02 020801 67.500 67.600 66.825 67.075 -0.675 5,729 40,591 +1,056
Dec02 020801 68.775 68.800 68.300 68.525 -0.300 1,699 21,673 +232
Feb03 020801 69.500 69.550 69.200 69.475 -0.025 780 9,780 +243
Apr03 020801 70.050 70.075 69.825 70.050 -0.050 390 4,414 +269
Jun03 020801 66.000 66.050 65.850 65.975 -0.050 30 1,304 +25
Total Volume and Open Interest 15,111 93,260 +44
Feeder Cattle(CME)
Aug02 020801 76.700 76.750 75.475 76.525 -0.450 895 4,558 +156
Sep02 020801 76.100 76.300 75.025 76.150 -0.375 695 2,972 +0
Oct02 020801 76.400 76.550 75.350 76.475 -0.375 615 2,448 +230
Nov02 020801 76.800 76.800 75.775 76.800 -0.400 102 1,120 +17
Jan03 020801 75.750 75.800 75.000 75.675 -0.450 52 798 +26
Mar03 020801 75.300 75.400 75.000 75.200 -0.400 16 77 +15
Apr03 020801 75.300 75.350 75.050 75.075 -0.425 2 79 +1
Total Volume and Open Interest 2,377 12,059 +445
Lean Hogs(CME)
Aug02 020801 51.450 51.500 49.950 50.150 -1.625 2,457 7,325 +240
Oct02 020801 40.850 41.200 39.700 39.775 -1.925 2,684 13,892 +656
Dec02 020801 39.500 39.750 38.850 39.075 -0.975 586 7,506 +91
Feb03 020801 44.000 44.150 43.700 43.900 -0.575 105 1,271 +14
Apr03 020801 48.700 49.100 48.600 48.750 -0.450 26 247 +8
May03 020801 55.900 56.150 55.800 56.150 -0.250 3 59 +3
Jun03 020801 57.500 57.700 57.400 57.700 -0.100 7 132 -3
Jul03 020801 57.200 57.550 57.200 57.550 -0.050 4 55 +3
Total Volume and Open Interest 5,872 30,494 +1,012
Pork Bellies(CME)
Aug02 020801 62.400 62.400 60.150 60.150 -3.000 392 780 -74
Feb03 020801 63.400 63.500 60.925 60.925 -3.000 212 435 -2
Mar03 020801 60.300 60.300 60.300 60.300 -3.000 1 6 +1
May03 020801 61.600 61.600 61.600 61.600 -3.000 0 2 +0
Jul03 020801 61.375 61.375 61.375 61.375 -3.000 1 1  
Total Volume and Open Interest 606 1,224  
Cocoa(NYBOT)
Sep02 020801 1782 1785 1736 1745 -42 3,219 29,123 -727
Dec02 020801 1800 1803 1756 1765 -41 1,777 23,065 +393
Mar03 020801 1785 1786 1745 1750 -39 920 18,118 +157
May03 020801 1781 1781 1749 1750 -39 82 6,989 -60
Jul03 020801 1778 1778 1748 1748 -39 160 6,798 +10
Sep03 020801 1783 1783 1752 1752 -39 195 10,914 +10
Dec03 020801 1755 1755 1755 1755 -39 37 9,559 +1
Total Volume and Open Interest 6,890 106,801 +284
Coffee "C"(NYBOT)
Sep02 020801 46.50 47.75 46.50 47.50 +0.70 5,530 34,256 -1,246
Dec02 020801 50.10 51.00 50.10 50.90 +0.80 4,565 18,216 +579
Mar03 020801 53.20 54.00 53.15 54.00 +0.80 1,438 9,760 +681
May03 020801 55.00 55.70 55.00 55.70 +0.85 1,120 3,908 -236
Jul03 020801 56.60 57.30 56.60 57.30 +0.90 698 3,708 +366
Sep03 020801 58.00 58.60 58.00 58.60 +0.80 98 2,237 +29
Total Volume and Open Interest 13,471 72,187 +174
Orange Juice(NYBOT)
Sep02 020801 100.50 101.50 99.75 100.25 -1.25 1,503 18,900 +212
Nov02 020801 101.70 102.30 101.10 102.00 -0.50 891 7,613 +359
Jan03 020801 101.50 102.45 101.50 102.20 -0.30 58 4,347 +6
Mar03 020801 102.75 102.85 102.60 102.85 -0.45 108 2,467 +58
May03 020801 103.25 103.35 103.25 103.35 -0.75 100 342 -17
Total Volume and Open Interest 2,730 33,741 +688
Sugar #11(NYBOT)
Oct02 020801 5.72 5.82 5.69 5.81 +0.01 28,459 81,277 +922
Mar03 020801 5.78 5.87 5.75 5.87 +0.02 5,800 34,185 +222
May03 020801 5.65 5.72 5.63 5.72 +0.02 574 10,367 +104
Jul03 020801 5.43 5.50 5.43 5.49 +0.02 719 16,379 +113
Oct03 020801 5.48 5.57 5.48 5.55 +0.01 336 10,439 +58
Total Volume and Open Interest 36,024 156,864 +1,468
London Cocoa(LCE)
Sep02 020801 1398 1409 1370 1378 -25 1,050 49,981 -94
Dec02 020801 1289 1299 1268 1274 -20 895 26,708 +552
Mar03 020801 1250 1261 1232 1237 -16 273 38,310 +76
May03 020801 1266 1271 1244 1248 -17 579 9,824 -121
Jul03 020801 1270 1277 1251 1253 -17 407 8,738 +181
Sep03 020801 1275 1282 1258 1258 -17 350 6,436 +334
Dec03 020801 1258 1258 1258 1258 -17 5 6,761 +0
Total Volume and Open Interest 3,559 148,357 +928
London Coffee(LCE)
Sep02 020801 492.00 497.00 488.00 496.00 +4.00 4,045 31,144 -1,849
Nov02 020801 508.00 514.00 506.00 513.00 +3.00 3,769 39,666 +458
Jan03 020801 527.00 530.00 523.00 529.00 +2.00 2,912 26,292 +934
Mar03 020801 544.00 547.00 541.00 545.00 +2.00 947 13,261 +74
May03 020801 564.00 564.00 560.00 561.00 +2.00 333 9,772 +206
Jul03 020801 575.00 578.00 570.00 575.00 +2.00 1,043 6,491 +771
Total Volume and Open Interest 13,049 126,626 +423
London Sugar(LCE)
Aug02 020716 195.50 196.00 183.00 186.00 -10.10 2,618 2,258 -977
Oct02 020801 177.00 178.00 176.00 177.20 -0.70 2,413 20,475 +652
Dec02 020801 175.70 176.00 174.50 175.40 -0.80 254 5,603 +47
Mar03 020801 178.80 178.80 176.00 177.50 -0.70 313 7,904 +94
May03 020801 176.40 177.80 176.00 177.20 -0.60 139 3,205 +0
Total Volume and Open Interest 3,254 38,713 +901
Cotton(NYBOT)
Oct02 020801 46.75 47.35 46.55 47.26 +0.31 279 3,237 +23
Dec02 020801 48.15 49.00 48.05 48.89 +0.40 4,579 55,751 +316
Mar03 020801 50.10 50.65 49.91 50.65 +0.40 190 8,775 -8
May03 020801 52.55 53.25 52.45 53.19 +0.29 52 4,814 +26
Jul03 020801 54.10 54.10 54.10 54.10 +0.32 152 2,174 +57
Oct03 020801 55.20 55.20 55.20 55.20 +0.25 0 110 +0
Total Volume and Open Interest 5,295 75,943 +446
Lumber(CME)
Sep02 020801 268.1 268.1 258.7 260.5 +2.4 424 1,592 -57
Nov02 020801 264.9 266.2 259.8 260.2 +0.8 97 346 +21
Jan03 020801 269.8 270.3 266.6 267.8 +0.4 27 75 +11
Mar03 020801 273.5 273.5 272.5 272.5 -0.5 0 11 +0
Total Volume and Open Interest 548 2,051 -25
Crude Oil(NYM)
Sep02 020801 27.10 27.20 26.42 26.47 -0.55 80,323 134,070 -291
Oct02 020801 26.57 26.70 26.00 26.06 -0.41 41,527 69,193 +5,057
Nov02 020801 26.40 26.45 25.82 25.84 -0.39 8,144 24,411 -708
Dec02 020801 26.20 26.25 25.60 25.66 -0.37 12,540 48,545 -1,684
Jan03 020801 25.95 25.95 25.44 25.44 -0.34 2,784 22,141 +530
Feb03 020801 25.70 25.70 25.24 25.24 -0.31 1,427 9,857 +417
Mar03 020801 25.52 25.52 25.05 25.05 -0.29 1,022 8,382 -203
Apr03 020801 25.05 25.05 24.86 24.86 -0.28 646 6,736 -114
May03 020801 24.68 24.68 24.68 24.68 -0.26 390 4,142 -73
Jun03 020801 24.90 24.90 24.50 24.50 -0.24 2,085 13,966 -830
Total Volume and Open Interest 160,363 432,664 +2,339
Heating Oil(NYM)
Sep02 020801 69.00 69.20 67.05 67.20 -1.42 28,836 44,240 +719
Oct02 020801 69.80 69.85 68.10 68.23 -1.24 4,146 14,510 +49
Nov02 020801 70.25 70.25 69.00 69.08 -1.14 1,401 9,244 +15
Dec02 020801 71.10 71.35 69.70 69.83 -1.04 4,388 18,021 +726
Jan03 020801 71.60 71.60 70.30 70.33 -0.99 2,189 10,623 +816
Feb03 020801 71.15 71.15 69.98 69.98 -0.94 1,336 8,975 +379
Mar03 020801 69.50 69.60 68.63 68.63 -0.89 368 6,020 +159
Apr03 020801 67.95 67.95 66.98 66.98 -0.79 73 2,935 +16
May03 020801 66.20 66.30 65.33 65.33 -0.69 25 1,865 +4
Jun03 020801 65.55 65.65 64.73 64.73 -0.64 21 2,939 +13
Total Volume and Open Interest 55,982 124,017 -4,430
Unleaded Gas(NYM)
Sep02 020801 79.20 79.20 75.70 76.22 -2.71 29,475 50,147 +217
Oct02 020801 74.80 74.80 72.20 72.68 -2.00 5,839 18,497 -717
Nov02 020801 71.90 71.90 71.10 71.10 -1.83 756 6,125 +70
Dec02 020801 71.70 71.80 70.20 70.20 -1.63 2,160 5,242 +883
Jan03 020801 71.20 71.20 70.00 70.00 -1.53 167 2,620 +31
Feb03 020801 70.18 70.18 70.18 70.18 -1.50 77 1,107 +75
Mar03 020801 70.90 70.90 70.90 70.90 -1.48 0 1,943 +0
Apr03 020801 76.90 76.90 76.90 76.90 -1.48 12 1,395 +13
Total Volume and Open Interest 55,802 93,425 -7,870
Natural Gas(NYM)
Sep02 020801 2.990 3.005 2.825 2.842 -0.112 48,837 58,373 -848
Oct02 020801 3.015 3.015 2.860 2.874 -0.097 12,105 37,463 -633
Nov02 020801 3.300 3.300 3.170 3.179 -0.082 3,416 28,724 -574
Dec02 020801 3.560 3.560 3.440 3.449 -0.072 6,002 33,887 +55
Jan03 020801 3.700 3.710 3.600 3.607 -0.062 6,407 33,207 +377
Feb03 020801 3.695 3.695 3.587 3.587 -0.055 3,038 21,816 +481
Mar03 020801 3.655 3.655 3.555 3.555 -0.047 3,617 20,731 -148
Apr03 020801 3.550 3.550 3.470 3.485 -0.033 2,158 15,714 -129
Total Volume and Open Interest 98,630 444,157 -4,261
Brent Crude Oil(IPE)
Sep02 020801 25.35 25.63 24.99 25.01 -0.43 38,702 57,982 -3,202
Oct02 020801 25.20 25.45 24.85 24.88 -0.39 16,184 51,601 +3,366
Nov02 020801 25.21 25.35 24.82 24.82 -0.36 4,015 15,433 +923
Dec02 020801 25.10 25.22 24.70 24.73 -0.33 5,629 30,107 +402
Jan03 020801 25.00 25.00 24.55 24.55 -0.31 1,655 20,233 +924
Feb03 020801 24.84 24.84 24.35 24.36 -0.29 370 5,891 +270
Mar03 020801 24.17 24.17 24.17 24.17 -0.27 200 3,718 +200
Apr03 020801 23.99 23.99 23.99 23.99 -0.25 600 2,375 +100
Total Volume and Open Interest 69,990 224,235 +3,973
Gas Oil(IPE)
Aug02 020801 211.25 213.25 209.25 209.50 -4.00 12,618 34,412 -1,934
Sep02 020801 212.00 213.50 209.75 209.75 -4.00 14,731 43,182 +2,820
Oct02 020801 212.50 214.00 210.75 211.25 -3.25 3,404 18,613 +175
Nov02 020801 214.25 215.25 212.00 212.00 -3.50 1,810 20,498 -234
Dec02 020801 214.50 216.00 212.50 212.50 -3.25 2,065 44,424 -287
Jan03 020801 214.75 215.50 212.50 212.50 -3.25 870 9,805 -265
Feb03 020801 210.50 210.50 210.50 210.50 -3.00 400 4,511 +100
Mar03 020801 207.25 207.25 207.25 207.25 -2.75 0 6,216 +0
Total Volume and Open Interest 38,348 212,547 +1,275
US Dollar Index(NYBOT)
Sep02 020801 107.82 108.15 107.03 107.25 -0.45 966 8,863 +191
Dec02 020801 108.66 108.66 107.65 107.82 -0.45 24 2,548 -12
Mar03 020801 108.42 108.42 108.42 108.42 -0.45 0 2 +0
Total Volume and Open Interest 990 11,415 +179
Australian Dollar(IMM)
Sep02 020801 53.70 53.97 53.50 53.78 -0.19 964 25,999 -9
Dec02 020801 53.35 53.40 53.30 53.34 -0.19 6 750 +1
Mar03 020801 52.90 52.90 52.90 52.90 -0.19 0 16 +0
Total Volume and Open Interest 975 27,493 -3
British Pound(IMM)
Sep02 020801 155.00 155.62 154.32 155.56 -0.26 4,194 35,392 +32
Dec02 020801 154.00 154.66 153.40 154.66 -0.28 39 576 +34
Mar03 020801 153.76 153.76 153.76 153.76 -0.28 0 35 +0
Total Volume and Open Interest 4,233 36,007 +66
Canadian Dollar(IMM)
Sep02 020801 63.02 63.15 62.72 62.75 -0.21 6,661 54,720 -171
Dec02 020801 62.83 62.95 62.57 62.57 -0.21 273 6,434 +141
Mar03 020801 62.69 62.69 62.40 62.40 -0.21 62 1,225 +49
Jun03 020801 62.45 62.50 62.25 62.25 -0.21 14 554 -6
Total Volume and Open Interest 7,017 63,154 +20
Japanese Yen(IMM)
Sep02 020801 83.60 84.20 83.43 83.98 +0.30 4,090 70,759 -1,039
Dec02 020801 83.96 84.54 83.88 84.35 +0.30 91 1,738 +42
Mar03 020801 84.72 84.72 84.72 84.72 +0.28 0 228 +0
Total Volume and Open Interest 4,181 72,950 -997
Swiss Franc(IMM)
Sep02 020801 67.35 68.19 67.20 67.95 +0.64 3,836 37,167 -224
Dec02 020801 67.39 68.36 67.39 68.10 +0.64 128 852 +116
Mar03 020801 68.00 68.24 68.00 68.24 +0.64 0 40 +0
Total Volume and Open Interest 3,964 38,094 -108
EuroFX(IMM)
Sep02 020801 97.38 98.38 97.18 98.17 +0.68 11,271 103,013 -2,309
Dec02 020801 97.00 97.88 96.80 97.78 +0.68 232 3,931 -98
Mar03 020801 97.40 97.40 97.40 97.40 +0.68 1 172 +0
Total Volume and Open Interest 11,504 107,375 -2,407
Mexican Peso(IMM)
Sep02 020801 10055.0 10110.0 10010.0 10102.0 +47.0 7,842 12,586 -911
Dec02 020801 9877.0 9927.0 9855.0 9927.0 +50.0 32 1,558 -5
Total Volume and Open Interest 7,884 14,587 -926
30-Year T-Bonds(CBOT)
Sep02 020801 105~29 106~14 105~21 106~08 +0~10 258,188 406,280 +4,642
Dec02 020801 104~24 105~06 104~16 105~02 +0~10 8,693 38,019 +3,653
Mar03 020801 103~16 103~30 103~15 103~30 +0~10 10 41 +9
Total Volume and Open Interest 266,891 444,340 +8,304
Municipal Bonds(CBOT)
Sep02 020801 105~15 105~30 105~10 105~23 +0~07 307 4,172 +40
Total Volume and Open Interest 307 4,172 +40
10-Year T-Notes(CBOT)
Sep02 020801 110~195 111~045 110~170 111~015 +0~140 501,583 890,584 +151
Dec02 020801 109~210 109~225 109~060 109~215 +0~140 12,533 78,881 +4,245
Total Volume and Open Interest 514,116 969,465 +4,396
5-Year T-Notes(CBOT)
Sep02 020801 110~145 110~270 110~130 110~250 +0~145 65,755 592,293 +5,502
Dec02 020801 109~145 109~260 109~145 109~260 +0~145 1,478 9,308 +450
Total Volume and Open Interest 67,233 601,601 +5,952
2 Year T-Notes(CBOT)
Sep02 020801 106~070 106~098 106~069 106~088 +0~024 7,007 103,599 +1,230
Total Volume and Open Interest 7,007 103,599 +1,230
3-Mth T-Bills(IMM)
Sep02 020801 98.40 98.41 98.40 98.41 +0.03 62 665 +17
Total Volume and Open Interest 62 665 +17
Eurodollars(IMM)
Sep02 020801 98.220 98.260 98.210 98.245 +0.035 124,911 708,896 +17,518
Dec02 020801 98.165 98.220 98.140 98.195 +0.055 184,128 676,979 +22,154
Mar03 020801 97.950 98.065 97.935 98.000 +0.070 260,236 594,835 +9,171
Jun03 020801 97.575 97.720 97.555 97.655 +0.110 181,890 422,517 +11,736
Sep03 020801 97.115 97.290 97.095 97.215 +0.140 76,464 341,718 -7,148
Dec03 020801 96.660 96.820 96.650 96.755 +0.135 44,011 286,808 +7,622
Mar04 020801 96.290 96.445 96.275 96.355 +0.105 35,449 187,724 -1,209
Jun04 020801 95.965 96.110 95.960 96.010 +0.080 24,915 158,726 +2,806
Sep04 020801 95.680 95.800 95.675 95.720 +0.080 10,267 127,941 +248
Dec04 020801 95.405 95.510 95.405 95.450 +0.075 7,115 111,800 +855
Mar05 020801 95.240 95.300 95.230 95.265 +0.065 6,875 96,343 +773
Jun05 020801 95.065 95.130 95.045 95.075 +0.055 10,300 87,430 +1,423
Total Volume and Open Interest 1,011,575 4,347,503 +66,016
3-Mth Euro-Yen(IMM)
Sep02 020801 99.92 99.92 99.92 99.92 unch 165 9,722 -262
Dec02 020801 99.91 99.91 99.91 99.91 unch 19 5,041 -23
Mar03 020801 99.89 99.89 99.89 99.89 +0.01 20 2,086 +34
Jun03 020801 99.89 99.89 99.89 99.89 unch 1 4,932 +54
Sep03 020801 99.85 99.85 99.85 99.85 unch 0 5,691 +0
Dec03 020801 99.81 99.81 99.81 99.81 +0.01 3 2,082 +23
Mar04 020801 99.76 99.76 99.76 99.76 +0.01 1 720 +1
Jun04 020801 99.72 99.72 99.72 99.72 unch 0 277 +0
Sep04 020801 99.66 99.66 99.66 99.66 unch 0 900 +100
Dec04 020801 99.58 99.58 99.58 99.58 unch 0 162 +0
Total Volume and Open Interest 209 33,173 -73
3-Mth Euro-Yen(SIMEX)
Sep02 020801 99.92 99.92 99.92 99.92 unch 64 41,180 -1,194
Dec02 020801 99.92 99.92 99.91 99.92 unch 804 37,257 -234
Mar03 020801 99.89 99.89 99.88 99.89 unch 3,279 36,758 +610
Jun03 020801 99.89 99.89 99.89 99.89 unch 1,211 49,321 -941
Sep03 020801 99.86 99.86 99.86 99.86 unch 98 28,350 +143
Dec03 020801 99.81 99.81 99.81 99.81 unch 37 17,479 +30
Mar04 020801 99.77 99.77 99.76 99.76 unch 25 15,155 -9
Jun04 020801 99.74 99.74 99.74 99.74 +0.01 20 6,222 -2
Total Volume and Open Interest 5,538 239,702 -1,497
German Euro-Bund(EUREX)
Sep02 020801 109.40 109.78 109.26 109.68 +0.44 856,671 814,597 -12,936
Dec02 020801 108.72 109.08 108.68 109.03 +0.43 4,216 34,125 +3,033
Mar03 020801 108.98 108.98 108.98 108.98 +0.44 3,209 0 +0
Total Volume and Open Interest 864,096 848,722 -9,903
German Euro-Bobl(EUREX)
Sep02 020801 107.66 107.86 107.51 107.83 +0.32 455,579 576,943 +4,818
Dec02 020801 106.89 107.15 106.89 107.15 +0.31 3,052 22,326 +2,749
Mar03 020801 107.13 107.13 107.13 107.13 +0.32 994 0 +0
Total Volume and Open Interest 459,625 599,269 +7,567
Long Gilt(LIFFE)
Sep02 020801 114~05 114~21 114~04 114~17 +0~14 29,948 111,415 +241
Dec02 020801 116~20 116~20 116~20 116~20 +0~14      
Total Volume and Open Interest 29,948 111,415 +241
3-Mth Short Sterling(LIFFE)
Sep02 020801 96.03 96.09 96.03 96.07 +0.04 17,297 0 +0
Dec02 020801 95.94 96.04 95.93 96.01 +0.07 37,820 0 +0
Mar03 020801 95.73 95.88 95.73 95.84 +0.10 38,692 0 +0
Total Volume and Open Interest 132,998    
3-Mth Euribor(LIFFE)
Sep02 020801 96.675 96.680 96.645 96.670 +0.010 69,558 396,101 +20
Dec02 020801 96.640 96.675 96.615 96.650 +0.030 113,782 359,038 +7,356
Mar03 020801 96.600 96.620 96.560 96.600 +0.030 153,070 408,337 +9,733
Total Volume and Open Interest 468,174 1,812,800 +21,648
3-Mth Aus T-Bills(SFE)
Sep02 020801 95.09 95.11 95.08 95.10 +0.01 23,013 297,624 +7,383
Dec02 020801 94.94 94.95 94.93 94.95 +0.04 14,133 180,807 +4,380
Mar03 020801 94.74 94.75 94.71 94.74 +0.05 3,705 68,581 +418
Jun03 020801 94.57 94.60 94.57 94.59 +0.06 978 29,769 +28
Sep03 020801 94.43 94.46 94.43 94.45 +0.07 81 18,427 +68
Dec03 020801 94.32 94.32 94.31 94.31 +0.07 754 15,472 +584
Mar04 020801 94.17 94.20 94.17 94.20 +0.08 145 9,841 -34
Jun04 020801 94.08 94.09 94.08 94.09 +0.08 100 4,559 +0
Sep04 020801 93.98 93.98 93.98 93.98 +0.09 111 2,001 +70
Dec04 020801 93.89 93.89 93.89 93.89 +0.09 0 1,335 +0
Total Volume and Open Interest 43,020 629,406 +12,897
10-Year Aus T-Bonds(SFE)
Sep02 020801 94.16 94.19 94.14 94.18 +0.07 2,490 221,271 +462
Dec02 020801 94.18 94.18 94.18 94.18 +0.07      
Total Volume and Open Interest 14,247 220,809 +10,763
3-Year Aus T-Bonds(SFE)
Sep02 020801 94.66 94.69 94.63 94.66 +0.06 75,909 676,454 +56,121
Dec02 020801 94.66 94.66 94.66 94.66 +0.06      
Total Volume and Open Interest 75,909 676,454 +56,121
Gold(CMX)
Aug02 020801 299.0 304.8 298.0 304.0 +0.8 3,224 5,586 -6,691
Oct02 020801 301.5 306.0 299.5 305.0 +0.8 941 12,115 +44
Dec02 020801 302.0 306.8 300.3 306.0 +0.8 24,029 81,790 +2,541
Feb03 020801 303.0 307.2 301.0 306.7 +0.8 6 8,628 -1
Apr03 020801 303.0 307.3 302.0 307.3 +0.7 0 4,244 +0
Jun03 020801 305.0 308.0 302.5 308.0 +0.7 312 5,853 +308
Total Volume and Open Interest 28,907 143,725 -3,496
Silver(CMX)
Sep02 020801 455.0 461.5 455.0 458.3 -1.5 9,926 43,819 -2,211
Dec02 020801 458.0 464.5 457.5 461.1 -1.5 2,483 25,078 +905
Mar03 020801 461.0 465.5 460.0 462.9 -1.4 350 2,454 +317
May03 020801 464.1 464.1 464.1 464.1 -1.4 200 2,072 +200
Jul03 020801 471.0 471.0 464.0 464.7 -1.6 31 4,430 -3
Total Volume and Open Interest 13,094 82,413 -689
Platinum(NYM)
Oct02 020801 519.0 520.0 516.0 517.0 -7.6 244 5,067 +77
Jan03 020801 509.0 511.0 509.0 511.0 -7.6 6 70 +4
Total Volume and Open Interest 250 5,137 +81
Palladium(NYME)
Sep02 020801 318.00 318.00 315.25 316.65 -2.80 267 2,082 +90
Dec02 020801 320.00 320.00 317.65 317.65 -2.80 3 143 +2
Total Volume and Open Interest 270 2,225 +92
Copper(CMX)
Sep02 020801 67.50 68.75 67.40 68.50 +0.40 12,085 49,072 +1,437
Dec02 020801 68.35 69.60 68.30 69.30 +0.35 3,099 15,187 +1,080
Mar03 020801 69.35 70.20 69.15 70.10 +0.30 435 3,477 +277
May03 020801 70.10 70.80 70.10 70.60 +0.30 82 2,803 +65
Jul03 020801 70.60 71.00 70.60 71.00 +0.30 21 2,150 +15
Total Volume and Open Interest 17,796 95,569 -338
DJIA Index(CBOT)
Sep02 020801 8660 8705 8460 8478 -227 26,052 31,953 +651
Dec02 020801 8650 8650 8445 8465 -228 18 539 +5
Mar03 020801 8463 8463 8463 8463 -230 0 1 +0
Jun03 020801 8465 8465 8465 8465 -233      
Total Volume and Open Interest 26,070 32,520 +656
S & P 500(CME)
Sep02 020801 905.00 909.00 880.00 884.00 -27.50 84,431 589,967 +3,342
Dec02 020801 906.90 908.50 883.10 884.00 -27.70 2,361 21,147 +1,064
Mar03 020801 884.00 884.00 884.00 884.00 -27.90 1,014 19,896 +1,045
Jun03 020801 885.00 885.00 885.00 885.00 -28.00 60 319 -50
Total Volume and Open Interest 87,870 631,372 +5,405
S & P 500 E-Mini(Globex)
Sep02 020801 909.25 911.50 879.00 884.00 -27.50 570,156 347,937 -11,760
Dec02 020801 901.00 908.50 882.25 884.00 -27.75 11 49 +0
Total Volume and Open Interest 570,167 347,986 -11,760
NASDAQ 100(CME)
Sep02 020801 955.00 963.00 913.00 917.00 -47.50 12,995 64,524 -23
Dec02 020801 921.00 921.00 921.00 921.00 -47.50 0 61 +0
Mar03 020801 925.00 925.00 925.00 925.00 -47.50 0 2 +0
Total Volume and Open Interest 12,995 64,587 -23
NASDAQ 100 E-Mini(GLOBEX)
Sep02 020801 958.5 964.5 913.0 917.0 -47.5 208,315 163,069 -1,084
Dec02 020801 940.0 940.0 918.5 921.0 -47.5 2 9 -1
Total Volume and Open Interest 208,317 163,078 -1,085
NYSE Composite(NYBOT)
Sep02 020801 488.00 489.00 477.00 479.50 -11.60 530 6,679 -80
Dec02 020801 479.50 479.50 479.50 479.50 -11.60 0 510 +0
Mar03 020801 479.50 479.50 479.50 479.50 -11.60 0 200 +0
Total Volume and Open Interest 530 7,389 -80
S & P Midcap 400(CME)
Sep02 020801 439.00 442.00 431.00 433.50 -8.45 1,166 15,987 -37
Dec02 020801 434.30 434.30 434.30 434.30 -8.45      
Mar03 020801 437.30 437.30 437.30 437.30 -8.45      
Total Volume and Open Interest 1,166 15,987 -37
Russell 2000(CME)
Sep02 020801 388.50 395.50 387.00 388.65 -4.00 3,176 24,835 -757
Dec02 020801 389.40 389.40 389.40 389.40 -4.00 0 1 +0
Mar03 020801 391.40 391.40 391.40 391.40 -4.00      
Total Volume and Open Interest 3,176 24,836 -757
Value Line(KCBT)
Sep02 020801 1020.00 1020.00 995.50 1001.00 -22.00 49 143 -39
Total Volume and Open Interest 49 148 -39
Nikkei 225(CME)
Sep02 020801 9775 9780 9630 9665 -235 1,183 25,237 -352
Dec02 020801 9705 9705 9675 9675 -220 1 46 +1
Total Volume and Open Interest 1,184 25,287 -351
Nikkei 225(SIMEX)
Sep02 020801 9920 9945 9725 9795 -100 15,520 85,047 +496
Dec02 020801 9765 9765 9765 9765 -100 0 151 +0
Mar03 020801 9765 9765 9765 9765 -100 0 300 +0
Total Volume and Open Interest 15,524 86,002 +500
CAC 40(MATIF)
Aug02 020801 3381.5 3471.0 3231.0 3246.0 -139.0 111,398 345,365 +60,563
Sep02 020801 3409.0 3465.0 3236.0 3254.0 -132.5 5,638 128,932 +1,688
Oct02 020801 3264.0 3264.0 3264.0 3264.0        
DAX Index(EUREX)
Sep02 020801 3700.0 3828.5 3561.0 3628.0 -91.5 101,753 197,841 -133
Dec02 020801 3736.0 3830.0 3598.5 3659.5 -93.5 159 5,439 -17
Mar03 020801 3689.0 3689.0 3689.0 3689.0 -96.0 6 1,168 +0
Total Volume and Open Interest 101,918 204,448 -150
FT-SE 100(LIFFE)
Sep02 020801 4210.00 4274.50 4020.00 4028.50 -199.00 110,299 448,953 -13,458
Dec02 020801 4211.00 4284.00 4048.00 4048.00 -202.50 519 30,374 -9
Mar03 020801 4128.50 4128.50 4038.00 4038.00 -203.50 600 15,600 +150
Total Volume and Open Interest 111,418 497,702 -13,317
SPI 200(SFE)
Sep02 020801 3071.0 3083.0 3059.0 3063.0 -19.0 13,598 160,228 +6,710
Dec02 020801 3071.0 3075.0 3071.0 3071.0 -18.0 34 1,971 +28
Mar03 020801 3085.0 3085.0 3080.0 3080.0 -20.0 0 985 +0
Total Volume and Open Interest 13,723 164,353 +6,798
GSCI(CME)
Aug02 020801 204.10 204.10 200.10 200.10 -3.40 252 18,711 +74
Sep02 020801 199.70 199.70 199.70 199.70 -3.30 74 71 +45
Oct02 020801 201.25 201.25 201.25 201.25 -3.00      
Total Volume and Open Interest 326 18,782 +119
Bridge CRB Index(NYBOT)
Aug02 020801 211.50 211.50 210.25 210.25 -1.25 45 203 +7
Nov02 020801 215.00 215.00 213.75 213.75 -1.25 13 187 +7
Jan03 020801 216.75 216.75 216.75 216.75 -1.25 0 53 +0
Total Volume and Open Interest 58 443 +14
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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