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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 Fri August 02, 2002
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Aug02 020802 570.00 570.00 558.00 561.25 -7.25 6,569 5,914 -1,248
Sep02 020802 566.00 566.00 554.00 555.00 -3.75 16,647 26,849 +96
Nov02 020802 546.50 547.00 539.00 541.25 -0.25 68,913 104,620 +4,314
Jan03 020802 547.00 547.00 538.00 542.00 +1.00 3,013 17,938 +334
Mar03 020802 544.00 545.00 537.00 539.50 -1.75 1,692 14,851 +155
May03 020802 537.00 539.50 534.00 537.75 +1.25 1,620 27,768 -143
Jul03 020802 535.00 538.00 532.00 536.00 +2.00 1,469 6,432 -116
Total Volume and Open Interest 100,129 207,086 +3,506
Soybean Meal(CBOT)
Aug02 020802 184.80 184.90 181.00 181.80 -1.10 6,635 7,781 -844
Sep02 020802 180.50 180.50 177.30 177.40 -1.20 9,825 21,805 -314
Oct02 020802 173.50 174.40 171.20 171.30 -0.40 3,033 19,548 +529
Dec02 020802 170.90 172.00 169.50 169.60 +0.60 16,547 51,710 +1,198
Jan03 020802 170.50 171.20 168.80 168.90 +0.50 855 7,274 +278
Mar03 020802 168.50 170.00 167.50 167.80 +0.50 1,952 6,228 +148
May03 020802 165.80 167.30 164.90 165.10 +0.20 1,911 7,653 +580
Jul03 020802 166.80 167.00 164.80 164.80 -0.20 827 5,331 -60
Total Volume and Open Interest 41,877 131,070 +1,760
Soybean Oil(CBOT)
Aug02 020802 20.40 20.40 20.15 20.30 -0.01 4,174 4,348 -1,438
Sep02 020802 20.45 20.45 20.18 20.34 -0.02 10,929 30,791 -636
Oct02 020802 20.53 20.53 20.28 20.43 -0.02 2,582 13,153 +729
Dec02 020802 20.70 20.72 20.45 20.67 +0.04 15,804 65,559 +716
Jan03 020802 20.65 20.68 20.52 20.68 +0.05 1,801 5,755 -584
Mar03 020802 20.61 20.74 20.48 20.74 +0.13 2,157 3,865 -975
May03 020802 20.65 20.78 20.46 20.78 +0.13 1,883 10,027 -839
Jul03 020802 20.55 20.73 20.54 20.73 +0.08 390 4,489 +204
Total Volume and Open Interest 39,771 140,596 -2,782
Canola(WCE)
Sep02 020802 398.9 398.9 398.9 398.9 -9.1 0 111 +0
Nov02 020802 409.0 409.0 401.0 401.9 -7.3 8,442 42,199 -2,655
Jan03 020802 405.0 405.0 402.3 403.6 -4.9 2,287 6,505 +1,120
Mar03 020802 405.0 405.0 400.0 401.0 -4.7 152 1,509 +21
May03 020802 402.0 402.0 397.0 397.0 -5.5 140 346 +66
Total Volume and Open Interest 11,051 50,864 -1,438
Corn(CBOT)
Sep02 020802 252.00 255.00 250.00 252.75 +3.50 32,557 149,725 +2,725
Dec02 020802 262.00 264.75 259.50 263.00 +4.25 86,489 252,828 +8,281
Mar03 020802 269.00 269.00 264.00 267.00 +3.75 7,947 43,523 +1,182
May03 020802 268.50 272.50 268.50 270.00 +3.00 2,167 11,148 +423
Jul03 020802 270.00 273.50 269.00 271.75 +2.75 2,761 17,214 -206
Sep03 020802 258.00 259.00 257.50 257.50 +2.50 226 3,361 +66
Total Volume and Open Interest 135,358 496,795 +12,871
Wheat(CBOT)
Sep02 020802 335.00 338.75 335.00 337.00 +2.25 8,086 42,737 -423
Dec02 020802 347.00 349.75 346.00 347.50 +2.25 22,602 65,389 +3,091
Mar03 020802 352.00 355.00 352.00 353.75 +1.00 1,162 10,591 +339
May03 020802 347.00 347.00 345.00 345.00 +1.00 113 555 -40
Jul03 020802 330.00 332.50 329.00 331.75 +1.25 489 6,345 +122
Total Volume and Open Interest 32,478 126,217 +3,095
Wheat(KCBT)
Sep02 020802 375.00 378.00 374.00 375.50 +1.50 6,228 32,907 -562
Dec02 020802 380.50 382.50 378.25 380.25 +2.00 6,354 33,480 +311
Mar03 020802 377.00 380.25 376.00 378.50 +3.00 1,176 7,872 +91
May03 020802 365.00 368.00 364.50 364.50 +3.50 98 802 +75
Jul03 020802 350.00 354.00 349.00 353.00 +4.50 558 2,894 +130
Total Volume and Open Interest 14,418 77,965 +47
Wheat(MGE)
Sep02 020802 380.00 383.50 378.75 382.00 +2.00 3,314 12,088 -144
Dec02 020802 387.00 388.75 384.50 387.00 +1.50 2,026 8,390 +264
Mar03 020802 387.00 389.25 386.00 386.50 unch 192 2,401 +31
May03 020802 382.50 382.50 378.00 378.00 -2.00 45 889 +0
Jul03 020802 376.00 376.00 373.00 373.00 -1.00 90 879 +0
Total Volume and Open Interest 5,712 24,948 +170
Oats(CBOT)
Sep02 020802 178.75 180.00 174.50 178.00 unch 919 2,851 +22
Dec02 020802 171.00 172.50 167.50 170.25 +0.25 1,100 6,964 +200
Mar03 020802 166.00 169.50 166.00 169.00 +0.50 179 1,187 +23
May03 020802 166.50 166.50 166.50 166.50 -0.50 57 163 +23
Total Volume and Open Interest 2,256 11,166 +269
Rough Rice(CBOT)
Sep02 020802 4.62 4.62 4.53 4.53 -0.12 176 3,256 +32
Nov02 020802 4.86 4.86 4.74 4.74 -0.12 156 2,601 +12
Jan03 020802 5.04 5.04 4.97 4.97 -0.10 0 870 +0
Mar03 020802 5.18 5.18 5.18 5.18 -0.09 0 653 +0
Total Volume and Open Interest 335 8,032 +46
Live Cattle(CME)
Aug02 020802 64.550 64.875 64.300 64.700 +0.250 5,155 15,149 -326
Oct02 020802 67.300 67.400 66.925 67.200 +0.125 5,800 40,336 -255
Dec02 020802 68.500 68.900 68.400 68.750 +0.225 1,941 21,743 +70
Feb03 020802 69.425 69.800 69.400 69.775 +0.300 680 10,143 +363
Apr03 020802 70.000 70.350 69.975 70.250 +0.200 313 4,431 +17
Jun03 020802 66.050 66.250 65.900 66.225 +0.250 47 1,334 +30
Total Volume and Open Interest 13,939 93,159 -101
Feeder Cattle(CME)
Aug02 020802 76.500 76.700 76.050 76.525 unch 1,244 4,541 -17
Sep02 020802 76.150 76.300 75.650 76.075 -0.075 1,502 2,891 -81
Oct02 020802 76.400 76.525 75.900 76.425 -0.050 866 2,552 +104
Nov02 020802 76.800 76.900 76.350 76.800 unch 279 1,189 +69
Jan03 020802 75.850 76.000 75.450 75.750 +0.075 115 834 +36
Mar03 020802 75.250 75.300 75.200 75.200 unch 68 107 +30
Apr03 020802 75.000 75.000 75.000 75.000 -0.075 14 86 +7
Total Volume and Open Interest 4,088 12,207 +148
Lean Hogs(CME)
Aug02 020802 49.950 50.175 49.500 49.775 -0.375 3,439 6,239 -1,086
Oct02 020802 39.400 39.550 38.550 39.000 -0.775 4,203 13,895 +3
Dec02 020802 38.600 38.900 38.125 38.575 -0.500 1,417 8,023 +517
Feb03 020802 43.800 44.100 43.350 44.000 +0.100 276 1,331 +60
Apr03 020802 48.800 48.800 48.400 48.600 -0.150 78 281 +34
May03 020802 55.900 56.100 55.800 56.100 -0.050 2 59 +0
Jun03 020802 57.100 57.500 57.100 57.500 -0.200 13 139 +7
Jul03 020802 57.250 57.250 57.000 57.175 -0.375 7 56 +1
Total Volume and Open Interest 9,444 30,037 -457
Pork Bellies(CME)
Aug02 020802 57.150 57.700 57.150 57.150 -3.000 327 729 -51
Feb03 020802 57.925 60.250 57.925 59.950 -0.975 233 504 +69
Mar03 020802 58.400 59.900 58.400 59.650 -0.650 0 6 +0
May03 020802 60.900 60.900 60.900 60.900 -0.700 0 2 +0
Jul03 020802 61.375 61.375 61.375 61.375 unch 1 2 +1
Total Volume and Open Interest 561 1,243 +19
Cocoa(NYBOT)
Sep02 020802 1695 1722 1695 1702 -43 5,631 28,446 -677
Dec02 020802 1720 1742 1713 1722 -43 2,722 23,443 +378
Mar03 020802 1720 1730 1710 1716 -34 2,265 18,967 +849
May03 020802 1724 1732 1718 1718 -32 246 6,973 -16
Jul03 020802 1730 1732 1716 1716 -32 70 6,853 +55
Sep03 020802 1720 1720 1720 1720 -32 356 10,950 +36
Dec03 020802 1725 1727 1719 1720 -35 33 9,577 +18
Total Volume and Open Interest 12,006 108,019 +1,218
Coffee "C"(NYBOT)
Sep02 020802 48.10 48.75 47.80 48.10 +0.60 5,490 33,818 -438
Dec02 020802 51.60 52.00 51.20 51.60 +0.70 2,763 18,482 +266
Mar03 020802 55.00 55.20 54.30 54.70 +0.70 2,168 9,789 +29
May03 020802 56.70 56.70 56.00 56.35 +0.65 1,140 3,708 -200
Jul03 020802 58.45 58.45 57.90 57.90 +0.60 1,120 3,560 -148
Sep03 020802 59.75 59.75 59.30 59.30 +0.70 22 2,244 +7
Total Volume and Open Interest 12,705 71,705 -482
Orange Juice(NYBOT)
Sep02 020802 100.90 100.90 98.00 100.00 -0.25 1,724 18,381 -519
Nov02 020802 102.40 102.50 99.75 101.90 -0.10 583 7,947 +334
Jan03 020802 102.40 102.60 101.70 102.60 +0.40 120 4,366 +19
Mar03 020802 102.80 103.40 102.60 103.40 +0.55 168 2,561 +94
May03 020802 103.00 104.00 103.00 104.00 +0.65 10 349 +7
Total Volume and Open Interest 2,605 33,676 -65
Sugar #11(NYBOT)
Oct02 020802 5.83 5.86 5.74 5.78 -0.03 7,976 81,416 +139
Mar03 020802 5.90 5.90 5.82 5.84 -0.03 2,654 33,862 -323
May03 020802 5.75 5.75 5.68 5.69 -0.03 793 10,740 +373
Jul03 020802 5.51 5.53 5.46 5.47 -0.02 637 16,661 +282
Oct03 020802 5.55 5.55 5.51 5.52 -0.03 223 10,422 -17
Total Volume and Open Interest 12,430 157,357 +493
London Cocoa(LCE)
Sep02 020802 1373 1373 1290 1309 -69 1,504 49,355 -626
Dec02 020802 1268 1268 1223 1235 -39 905 27,002 +294
Mar03 020802 1229 1235 1194 1210 -27 348 38,216 -94
May03 020802 1239 1240 1211 1225 -23 37 9,810 -14
Jul03 020802 1245 1250 1210 1232 -21 75 8,796 +58
Sep03 020802 1245 1245 1213 1240 -18 107 6,536 +100
Dec03 020802 1245 1245 1240 1240 -18 0 6,761 +0
Total Volume and Open Interest 2,976 148,075 -282
London Coffee(LCE)
Sep02 020802 500.00 511.00 500.00 505.00 +9.00 3,341 29,114 -2,030
Nov02 020802 517.00 528.00 517.00 521.00 +8.00 1,566 40,076 +410
Jan03 020802 536.00 545.00 531.00 536.00 +7.00 1,102 26,572 +280
Mar03 020802 561.00 562.00 552.00 552.00 +7.00 1,481 13,451 +190
May03 020802 565.00 577.00 563.00 567.00 +6.00 155 9,916 +144
Jul03 020802 584.00 593.00 581.00 581.00 +6.00 916 6,904 +413
Total Volume and Open Interest 9,114 126,586 -40
London Sugar(LCE)
Aug02 020716 195.50 196.00 183.00 186.00 -10.10 2,618 2,258 -977
Oct02 020802 176.50 178.50 176.40 177.10 -0.10 1,682 20,568 +93
Dec02 020802 175.00 176.50 174.50 174.60 -0.80 334 5,790 +187
Mar03 020802 177.20 178.50 176.10 176.90 -0.60 567 8,059 +155
May03 020802 178.00 178.00 176.00 176.60 -0.60 508 3,576 +371
Total Volume and Open Interest 3,439 39,845 +1,132
Cotton(NYBOT)
Oct02 020802 47.20 47.30 46.35 46.48 -0.78 222 3,177 -60
Dec02 020802 48.40 49.10 48.00 48.18 -0.71 3,587 56,248 +497
Mar03 020802 50.25 50.75 50.00 50.00 -0.65 343 8,723 -52
May03 020802 53.00 53.19 52.65 52.65 -0.54 248 4,909 +95
Jul03 020802 54.00 54.40 53.65 53.65 -0.45 85 2,249 +75
Oct03 020802 54.60 54.60 54.60 54.60 -0.60 0 110 +0
Total Volume and Open Interest 4,503 76,513 +570
Lumber(CME)
Sep02 020802 261.0 262.8 258.6 260.2 -0.3 602 1,537 -55
Nov02 020802 261.5 262.0 259.2 259.8 -0.4 207 374 +28
Jan03 020802 268.0 268.0 266.9 267.8 unch 34 83 +8
Mar03 020802 272.5 272.5 272.5 272.5 unch 1 12 +1
Total Volume and Open Interest 844 2,033 -18
Crude Oil(NYM)
Sep02 020802 26.28 26.95 26.00 26.84 +0.37 90,196 123,815 -10,255
Oct02 020802 25.90 26.43 25.65 26.34 +0.28 37,397 71,888 +2,695
Nov02 020802 25.60 26.15 25.60 26.12 +0.28 3,967 23,473 -938
Dec02 020802 25.50 26.02 25.32 25.96 +0.30 8,420 48,430 -115
Jan03 020802 25.25 25.75 25.25 25.75 +0.31 1,074 22,016 -125
Feb03 020802 25.45 25.56 25.35 25.56 +0.32 1,287 9,495 -362
Mar03 020802 24.92 25.38 24.90 25.38 +0.33 1,045 8,739 +357
Apr03 020802 25.20 25.20 25.20 25.20 +0.34 1,058 7,029 +293
May03 020802 24.90 25.02 24.90 25.02 +0.34 306 4,151 +9
Jun03 020802 24.40 24.84 24.40 24.84 +0.34 1,916 14,474 +508
Total Volume and Open Interest 149,990 422,780 -9,884
Heating Oil(NYM)
Sep02 020802 66.65 68.00 65.60 67.66 +0.46 26,626 43,824 -416
Oct02 020802 67.70 68.90 66.60 68.67 +0.44 8,204 15,318 +808
Nov02 020802 68.35 69.75 68.00 69.57 +0.49 1,707 9,498 +254
Dec02 020802 69.10 70.50 68.50 70.32 +0.49 3,014 18,241 +220
Jan03 020802 69.70 71.10 69.25 70.87 +0.54 1,400 10,653 +30
Feb03 020802 69.65 70.75 69.30 70.57 +0.59 988 9,418 +443
Mar03 020802 68.30 69.50 68.20 69.27 +0.64 243 6,024 +4
Apr03 020802 66.70 67.90 66.70 67.67 +0.69 41 2,935 +0
May03 020802 65.40 66.25 65.30 66.07 +0.74 31 1,843 -22
Jun03 020802 64.60 65.70 64.60 65.52 +0.79 3 2,940 +1
Total Volume and Open Interest 42,304 123,831 -186
Unleaded Gas(NYM)
Sep02 020802 75.40 77.80 74.80 77.48 +1.26 34,100 47,074 -3,073
Oct02 020802 72.30 74.00 71.50 73.78 +1.10 9,500 17,650 -847
Nov02 020802 70.40 72.18 70.30 72.18 +1.08 1,653 6,582 +457
Dec02 020802 69.40 71.33 69.40 71.33 +1.13 1,245 5,381 +139
Jan03 020802 69.50 71.13 69.50 71.13 +1.13 2 2,610 -10
Feb03 020802 71.28 71.28 71.28 71.28 +1.10 0 1,107 +0
Mar03 020802 71.98 71.98 71.98 71.98 +1.08 120 2,030 +87
Apr03 020802 76.70 77.98 76.70 77.98 +1.08 20 1,410 +15
Total Volume and Open Interest 46,690 85,606 -7,819
Natural Gas(NYM)
Sep02 020802 2.845 2.900 2.825 2.858 +0.016 54,768 59,482 +1,109
Oct02 020802 2.875 2.930 2.865 2.885 +0.011 15,128 37,179 -284
Nov02 020802 3.190 3.230 3.175 3.195 +0.016 6,092 29,169 +445
Dec02 020802 3.460 3.495 3.440 3.465 +0.016 8,650 33,704 -183
Jan03 020802 3.615 3.670 3.610 3.625 +0.018 5,249 32,776 -431
Feb03 020802 3.590 3.640 3.590 3.605 +0.018 1,879 21,845 +29
Mar03 020802 3.565 3.610 3.565 3.575 +0.020 2,708 19,716 -1,015
Apr03 020802 3.480 3.530 3.480 3.505 +0.020 2,464 15,846 +132
Total Volume and Open Interest 106,202 443,313 -844
Brent Crude Oil(IPE)
Sep02 020802 24.90 25.33 24.65 25.31 +0.30 34,787 58,536 +554
Oct02 020802 24.82 25.12 24.55 25.11 +0.23 17,338 51,323 -278
Nov02 020802 24.65 25.06 24.50 25.06 +0.24 4,998 16,209 +776
Dec02 020802 24.58 24.95 24.42 24.95 +0.22 4,790 30,794 +687
Jan03 020802 24.40 24.77 24.32 24.77 +0.22 159 20,183 -50
Feb03 020802 24.15 24.59 24.12 24.59 +0.23 404 6,167 +276
Mar03 020802 24.05 24.41 24.00 24.41 +0.24 0 3,718 +0
Apr03 020802 23.84 24.24 23.84 24.24 +0.25 0 2,375 +0
Total Volume and Open Interest 65,226 226,410 +2,175
Gas Oil(IPE)
Aug02 020802 207.50 207.75 205.00 206.75 -2.75 10,234 33,470 -942
Sep02 020802 207.75 208.00 205.25 207.25 -2.50 9,808 44,810 +1,628
Oct02 020802 208.00 209.00 206.75 208.50 -2.75 1,434 18,998 +385
Nov02 020802 209.50 210.00 208.00 209.25 -2.75 471 20,771 +273
Dec02 020802 210.00 210.50 208.50 210.00 -2.50 1,397 44,882 +458
Jan03 020802 210.00 210.25 209.00 210.00 -2.50 350 9,805 +0
Feb03 020802 208.25 208.25 208.25 208.25 -2.25 0 4,511 +0
Mar03 020802 205.50 205.50 205.50 205.50 -1.75 0 6,216 +0
Total Volume and Open Interest 23,994 214,249 +1,702
US Dollar Index(NYBOT)
Sep02 020802 107.05 107.20 106.55 106.96 -0.29 1,041 8,547 -316
Dec02 020802 107.67 107.75 107.41 107.51 -0.31 15 2,548 +0
Mar03 020802 108.07 108.07 108.07 108.07 -0.35 0 2 +0
Total Volume and Open Interest 1,056 11,099 -316
Australian Dollar(IMM)
Sep02 020802 53.82 53.83 53.50 53.68 -0.10 1,674 25,206 -793
Dec02 020802 53.24 53.24 53.24 53.24 -0.10 23 749 -1
Mar03 020802 52.80 52.80 52.80 52.80 -0.10 0 16 +0
Total Volume and Open Interest 1,709 26,711 -782
British Pound(IMM)
Sep02 020802 156.48 157.00 156.16 156.52 +0.96 5,640 34,095 -1,297
Dec02 020802 155.60 155.90 155.60 155.62 +0.96 24 569 -7
Mar03 020802 154.72 154.72 154.72 154.72 +0.96 0 35 +0
Total Volume and Open Interest 5,664 34,703 -1,304
Canadian Dollar(IMM)
Sep02 020802 62.90 63.03 62.75 62.95 +0.20 6,916 56,013 +1,293
Dec02 020802 62.72 62.85 62.60 62.78 +0.21 534 6,643 +209
Mar03 020802 62.55 62.65 62.45 62.62 +0.22 197 1,284 +59
Jun03 020802 62.30 62.60 62.30 62.47 +0.22 24 560 +6
Total Volume and Open Interest 7,675 64,720 +1,566
Japanese Yen(IMM)
Sep02 020802 84.10 84.35 83.94 84.17 +0.19 6,507 71,422 +663
Dec02 020802 84.68 84.68 84.42 84.52 +0.17 134 1,747 +9
Mar03 020802 84.88 84.88 84.88 84.88 +0.16 0 228 +0
Total Volume and Open Interest 6,641 73,622 +672
Swiss Franc(IMM)
Sep02 020802 68.16 68.37 67.82 68.08 +0.13 5,741 38,445 +1,278
Dec02 020802 68.34 68.34 68.23 68.23 +0.13 25 851 -1
Mar03 020802 68.37 68.37 68.37 68.37 +0.13 2 41 +1
Total Volume and Open Interest 5,768 39,372 +1,278
EuroFX(IMM)
Sep02 020802 98.56 98.85 98.20 98.48 +0.31 11,705 102,862 -151
Dec02 020802 98.20 98.30 97.96 98.09 +0.31 406 3,859 -72
Mar03 020802 97.90 97.90 97.71 97.71 +0.31 0 172 +0
Total Volume and Open Interest 12,111 107,152 -223
Mexican Peso(IMM)
Sep02 020802 10095.0 10130.0 10060.0 10107.0 +5.0 2,627 13,255 +669
Dec02 020802 9932.0 9932.0 9932.0 9932.0 +5.0 41 1,556 -2
Total Volume and Open Interest 2,668 15,254 +667
30-Year T-Bonds(CBOT)
Sep02 020802 106~12 107~28 106~10 107~23 +1~15 181,542 401,972 -4,308
Dec02 020802 105~08 106~20 105~05 106~16 +1~14 5,860 40,695 +2,676
Mar03 020802 105~11 105~11 105~11 105~11 +1~13 21 49 +8
Total Volume and Open Interest 187,423 442,716 -1,624
Municipal Bonds(CBOT)
Sep02 020802 105~31 106~16 105~25 106~14 +0~23 277 4,132 -40
Total Volume and Open Interest 277 4,132 -40
10-Year T-Notes(CBOT)
Sep02 020802 111~060 112~080 111~045 112~045 +1~030 390,174 885,342 -5,242
Dec02 020802 110~000 110~270 109~270 110~245 +1~030 18,422 85,064 +6,183
Total Volume and Open Interest 408,596 970,406 +941
5-Year T-Notes(CBOT)
Sep02 020802 110~300 111~195 110~280 111~170 +0~240 62,368 596,945 +4,652
Dec02 020802 110~020 110~195 110~020 110~195 +0~255 1,200 10,511 +1,203
Total Volume and Open Interest 63,568 607,456 +5,855
2 Year T-Notes(CBOT)
Sep02 020802 106~096 107~005 106~094 107~002 +0~042 11,742 105,896 +2,297
Total Volume and Open Interest 11,742 105,896 +2,297
3-Mth T-Bills(IMM)
Sep02 020802 98.41 98.49 98.41 98.49 +0.08 2 666 +1
Total Volume and Open Interest 2 666 +1
Eurodollars(IMM)
Sep02 020802 98.255 98.330 98.255 98.305 +0.060 129,098 721,916 +13,020
Dec02 020802 98.210 98.340 98.205 98.305 +0.110 176,553 678,208 +1,229
Mar03 020802 98.025 98.220 98.015 98.170 +0.170 242,803 602,804 +7,969
Jun03 020802 97.695 97.910 97.685 97.880 +0.225 170,852 428,554 +6,037
Sep03 020802 97.275 97.480 97.270 97.460 +0.245 102,846 362,994 +21,276
Dec03 020802 96.810 97.000 96.810 96.975 +0.220 49,648 285,592 -1,216
Mar04 020802 96.415 96.545 96.395 96.535 +0.180 27,196 189,893 +2,169
Jun04 020802 96.070 96.170 96.040 96.170 +0.160 21,026 159,915 +1,189
Sep04 020802 95.780 95.885 95.755 95.865 +0.145 14,452 128,001 +60
Dec04 020802 95.510 95.600 95.490 95.590 +0.140 11,137 112,114 +314
Mar05 020802 95.315 95.405 95.295 95.400 +0.135 11,405 97,407 +1,064
Jun05 020802 95.125 95.205 95.105 95.205 +0.130 13,092 86,604 -826
Total Volume and Open Interest 1,018,586 4,408,495 +60,992
3-Mth Euro-Yen(IMM)
Sep02 020802 99.92 99.92 99.92 99.92 unch 0 9,716 -6
Dec02 020802 99.91 99.92 99.91 99.92 +0.01 0 5,038 -3
Mar03 020802 99.89 99.89 99.89 99.89 unch 56 1,726 -360
Jun03 020802 99.89 99.89 99.89 99.89 unch 8 4,792 -140
Sep03 020802 99.87 99.87 99.87 99.87 +0.02 0 5,691 +0
Dec03 020802 99.82 99.82 99.82 99.82 +0.01 0 2,082 +0
Mar04 020802 99.76 99.76 99.76 99.76 unch 0 720 +0
Jun04 020802 99.72 99.72 99.72 99.72 unch 0 277 +0
Sep04 020802 99.66 99.66 99.66 99.66 unch 0 900 +0
Dec04 020802 99.58 99.58 99.58 99.58 unch 0 162 +0
Total Volume and Open Interest 64 32,664 -509
3-Mth Euro-Yen(SIMEX)
Sep02 020802 99.92 99.92 99.92 99.92 unch 298 41,273 +93
Dec02 020802 99.92 99.92 99.91 99.92 unch 510 37,574 +317
Mar03 020802 99.89 99.89 99.89 99.89 unch 1,462 36,288 -470
Jun03 020802 99.89 99.89 99.89 99.89 unch 1,197 49,850 +529
Sep03 020802 99.86 99.87 99.86 99.87 +0.01 124 28,285 -65
Dec03 020802 99.82 99.82 99.82 99.82 +0.01 0 17,479 +0
Mar04 020802 99.77 99.77 99.77 99.77 +0.01 25 15,175 +20
Jun04 020802 99.74 99.75 99.74 99.75 +0.01 102 6,322 +100
Total Volume and Open Interest 3,718 240,131 +429
German Euro-Bund(EUREX)
Sep02 020802 109.78 110.41 109.70 110.36 +0.68 787,865 807,543 -7,054
Dec02 020802 109.13 109.70 109.11 109.70 +0.67 10,828 37,609 +3,484
Mar03 020802 109.66 109.66 109.66 109.66 +0.68 4,249 0 +0
Total Volume and Open Interest 802,942 845,152 -3,570
German Euro-Bobl(EUREX)
Sep02 020802 107.90 108.44 107.84 108.40 +0.57 417,895 592,236 +15,293
Dec02 020802 107.28 107.69 107.28 107.69 +0.54 906 22,730 +404
Mar03 020802 107.69 107.69 107.69 107.69 +0.56 6,647 0 +0
Total Volume and Open Interest 425,448 614,966 +15,697
Long Gilt(LIFFE)
Sep02 020802 114~20 115~06 114~16 114~27 +0~10 28,435 109,727 -1,688
Dec02 020802 116~30 116~30 116~30 116~30 +0~10      
Total Volume and Open Interest 28,435 109,727 -1,688
3-Mth Short Sterling(LIFFE)
Sep02 020802 96.08 96.14 96.05 96.06 -0.01 33,585 0 +0
Dec02 020802 96.02 96.13 95.99 96.02 +0.01 54,807 0 +0
Mar03 020802 95.86 95.98 95.83 95.87 +0.03 47,529 0 +0
Total Volume and Open Interest 196,171    
3-Mth Euribor(LIFFE)
Sep02 020802 96.685 96.745 96.670 96.700 +0.030 110,698 387,428 -8,673
Dec02 020802 96.665 96.805 96.660 96.715 +0.065 142,316 367,377 +8,339
Mar03 020802 96.620 96.785 96.605 96.675 +0.075 168,864 389,920 -18,417
Total Volume and Open Interest 591,807 1,795,493 -17,307
3-Mth Aus T-Bills(SFE)
Sep02 020802 95.12 95.16 95.12 95.15 +0.05 8,923 288,213 -9,411
Dec02 020802 95.01 95.05 94.99 95.04 +0.09 6,872 176,952 -3,855
Mar03 020802 94.80 94.87 94.80 94.87 +0.13 2,299 67,943 -638
Jun03 020802 94.66 94.73 94.66 94.73 +0.14 848 29,882 +113
Sep03 020802 94.54 94.59 94.54 94.58 +0.13 80 18,386 -41
Dec03 020802 94.44 94.46 94.44 94.45 +0.14 70 14,798 -674
Mar04 020802 94.33 94.34 94.33 94.33 +0.13 70 9,717 -124
Jun04 020802 94.18 94.23 94.18 94.21 +0.12 20 4,536 -23
Sep04 020802 94.08 94.12 94.08 94.10 +0.12 5 1,980 -21
Dec04 020802 94.00 94.00 94.00 94.00 +0.11 0 1,335 +0
Total Volume and Open Interest 19,188 614,733 -14,673
10-Year Aus T-Bonds(SFE)
Sep02 020802 94.21 94.33 94.21 94.31 +0.12 3,820 224,867 +3,596
Dec02 020802 94.31 94.31 94.31 94.31 +0.12      
Total Volume and Open Interest 12,074 221,271 +462
3-Year Aus T-Bonds(SFE)
Sep02 020802 94.72 94.81 94.72 94.79 +0.13 39,951 679,495 +3,041
Dec02 020802 94.79 94.79 94.79 94.79 +0.13      
Total Volume and Open Interest 39,951 679,495 +3,041
Gold(CMX)
Aug02 020802 304.5 307.9 304.5 307.0 +3.0 965 3,626 -1,960
Oct02 020802 306.3 309.0 305.1 308.0 +3.0 1,038 12,345 +230
Dec02 020802 306.8 309.8 306.2 309.0 +3.0 37,178 85,185 +3,395
Feb03 020802 308.3 309.8 307.0 309.6 +2.9 82 8,685 +57
Apr03 020802 309.5 310.2 309.5 310.2 +2.9 19 4,251 +7
Jun03 020802 309.0 310.8 309.0 310.8 +2.8 280 5,873 +20
Total Volume and Open Interest 39,848 145,624 +1,899
Silver(CMX)
Sep02 020802 460.0 462.5 457.5 459.3 +1.0 10,439 44,802 +983
Dec02 020802 463.5 466.0 460.5 462.1 +1.0 2,197 24,156 -922
Mar03 020802 463.0 463.9 463.0 463.9 +1.0 163 2,460 +6
May03 020802 464.9 464.9 464.9 464.9 +0.8 0 2,072 +0
Jul03 020802 465.0 465.9 465.0 465.9 +1.2 6 4,430 +0
Total Volume and Open Interest 12,809 82,386 -27
Platinum(NYM)
Oct02 020802 520.0 523.0 518.2 519.7 +2.7 478 5,026 -41
Jan03 020802 513.7 513.7 513.7 513.7 +2.7 6 65 -5
Total Volume and Open Interest 484 5,091 -46
Palladium(NYME)
Sep02 020802 316.65 317.50 313.00 317.30 +0.65 104 2,105 +23
Dec02 020802 318.30 318.30 318.30 318.30 +0.65 4 145 +2
Total Volume and Open Interest 108 2,250 +25
Copper(CMX)
Sep02 020802 68.15 68.50 67.80 68.20 -0.30 9,569 46,537 -2,535
Dec02 020802 69.00 69.20 68.65 69.00 -0.30 999 15,142 -45
Mar03 020802 69.85 70.10 69.65 69.80 -0.30 272 3,591 +114
May03 020802 70.35 70.35 70.30 70.30 -0.30 31 2,824 +21
Jul03 020802 70.75 70.90 70.75 70.75 -0.25 72 2,204 +54
Total Volume and Open Interest 14,812 95,864 +295
DJIA Index(CBOT)
Sep02 020802 8490 8490 8180 8300 -178 27,683 32,598 +645
Dec02 020802 8460 8460 8175 8285 -180 45 525 -14
Mar03 020802 8282 8282 8282 8282 -181 0 1 +0
Jun03 020802 8280 8280 8280 8280 -185      
Total Volume and Open Interest 27,729 33,151 +631
S & P 500(CME)
Sep02 020802 881.50 885.00 852.50 865.00 -19.00 90,044 590,911 +944
Dec02 020802 881.00 881.00 862.00 864.70 -19.30 1,242 21,246 +99
Mar03 020802 864.40 864.40 864.40 864.40 -19.60 238 19,832 -64
Jun03 020802 864.90 864.90 864.90 864.90 -20.10 5 324 +5
Total Volume and Open Interest 91,529 632,357 +985
S & P 500 E-Mini(Globex)
Sep02 020802 883.50 885.50 852.50 865.00 -19.00 652,038 369,165 +21,228
Dec02 020802 883.00 883.50 860.00 864.75 -19.25 68 83 +34
Total Volume and Open Interest 652,106 369,248 +21,262
NASDAQ 100(CME)
Sep02 020802 917.50 920.00 879.00 896.00 -21.00 18,429 66,947 +2,423
Dec02 020802 906.00 906.00 900.00 900.00 -21.00 0 61 +0
Mar03 020802 904.00 904.00 904.00 904.00 -21.00 0 2 +0
Total Volume and Open Interest 18,429 67,010 +2,423
NASDAQ 100 E-Mini(GLOBEX)
Sep02 020802 916.5 919.5 879.5 896.0 -21.0 188,111 162,288 -781
Dec02 020802 891.5 901.0 891.5 900.0 -21.0 23 27 +18
Total Volume and Open Interest 188,134 162,315 -763
NYSE Composite(NYBOT)
Sep02 020802 478.00 479.00 462.75 467.50 -12.00 500 6,509 -170
Dec02 020802 467.50 467.50 467.50 467.50 -12.00 0 510 +0
Mar03 020802 467.50 467.50 467.50 467.50 -12.00 0 200 +0
Total Volume and Open Interest 500 7,219 -170
S & P Midcap 400(CME)
Sep02 020802 431.00 432.00 417.00 421.00 -12.50 1,206 16,055 +68
Dec02 020802 421.80 421.80 421.80 421.80 -12.50      
Mar03 020802 424.80 424.80 424.80 424.80 -12.50      
Total Volume and Open Interest 1,206 16,055 +68
Russell 2000(CME)
Sep02 020802 389.00 389.00 375.50 376.00 -12.65 2,259 25,111 +276
Dec02 020802 376.75 376.75 376.75 376.75 -12.65 0 1 +0
Mar03 020802 378.75 378.75 378.75 378.75 -12.65      
Total Volume and Open Interest 2,259 25,112 +276
Value Line(KCBT)
Sep02 020802 997.00 997.00 966.00 972.00 -29.00 28 117 -26
Total Volume and Open Interest 29 121 -27
Nikkei 225(CME)
Sep02 020802 9640 9690 9605 9620 -45 1,589 25,754 +517
Dec02 020802 9750 9750 9620 9620 -55 4 50 +4
Total Volume and Open Interest 1,593 25,808 +521
Nikkei 225(SIMEX)
Sep02 020802 9660 9790 9610 9715 -80 11,561 83,386 -1,661
Dec02 020802 9685 9685 9685 9685 -80 0 151 +0
Mar03 020802 9685 9685 9685 9685 -80 0 300 +0
Total Volume and Open Interest 11,565 84,345 -1,657
CAC 40(MATIF)
Aug02 020802 3212.0 3289.0 3207.0 3254.0 +8.0 75,324 372,476 +27,111
Sep02 020802 3244.0 3296.0 3225.0 3262.5 +8.5 1,578 128,646 -286
Oct02 020802 3272.0 3272.0 3272.0 3272.0 +8.0      
Total Volume and Open Interest 77,402 525,813  
DAX Index(EUREX)
Sep02 020802 3611.0 3643.0 3511.5 3526.0 -102.0 94,445 198,173 +332
Dec02 020802 3638.0 3665.0 3556.0 3556.0 -103.5 322 5,328 -111
Mar03 020802 3691.5 3691.5 3586.0 3586.0 -103.0 0 1,168 +0
Total Volume and Open Interest 94,767 204,669 +221
FT-SE 100(LIFFE)
Sep02 020802 4040.00 4090.50 4004.50 4052.00 +23.50 70,493 452,434 +3,481
Dec02 020802 4042.00 4101.00 4029.50 4071.50 +23.50 421 30,367 -7
Mar03 020802 4061.50 4061.50 4061.50 4061.50 +23.50 505 15,153 -447
Total Volume and Open Interest 71,419 500,729 +3,027
SPI 200(SFE)
Sep02 020802 3031.0 3044.0 3026.0 3039.0 -24.0 8,601 159,899 -329
Dec02 020802 3038.0 3047.0 3038.0 3047.0 -24.0 70 2,030 +59
Mar03 020802 3057.0 3057.0 3057.0 3057.0 -23.0 41 945 -40
Total Volume and Open Interest 8,717 164,012 -341
GSCI(CME)
Aug02 020802 199.40 201.50 198.15 201.50 +1.40 7 18,708 -3
Sep02 020802 200.80 200.80 200.80 200.80 +1.10 0 71 +0
Oct02 020802 202.00 202.00 202.00 202.00 +0.75      
Total Volume and Open Interest 7 18,779 -3
Bridge CRB Index(NYBOT)
Aug02 020802 209.75 210.25 209.50 210.25 unch 11 199 -4
Nov02 020802 213.50 214.50 213.50 213.75 unch 1 188 +1
Jan03 020802 216.75 216.75 216.75 216.75 unch 0 53 +0
Total Volume and Open Interest 12 440 -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

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