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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 Mon August 05, 2002
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Aug02 020805 544.00 562.00 542.50 559.25 -2.00 4,144 4,766 -1,148
Sep02 020805 535.00 553.50 535.00 549.00 -6.00 9,071 26,412 -437
Nov02 020805 522.00 538.50 521.00 535.00 -6.25 33,728 102,651 -1,969
Jan03 020805 525.00 539.00 522.00 535.75 -6.25 1,345 17,764 -174
Mar03 020805 526.00 539.00 524.00 534.50 -5.00 1,229 14,897 +46
May03 020805 521.00 535.00 519.00 534.25 -3.50 1,895 27,696 -72
Jul03 020805 520.00 534.00 520.00 533.00 -3.00 675 6,490 +58
Total Volume and Open Interest 52,517 203,414 -3,672
Soybean Meal(CBOT)
Aug02 020805 178.30 183.00 177.50 182.30 +0.50 3,944 6,769 -1,012
Sep02 020805 174.00 178.50 172.50 177.30 -0.10 6,605 20,784 -1,021
Oct02 020805 165.50 172.00 165.50 170.40 -0.90 1,873 19,535 -13
Dec02 020805 164.50 170.50 163.80 168.50 -1.10 9,892 51,061 -649
Jan03 020805 163.80 169.50 163.80 167.80 -1.10 815 7,082 -192
Mar03 020805 162.00 168.20 162.00 166.70 -1.10 649 6,371 +143
May03 020805 160.10 166.50 160.10 164.90 -0.20 1,887 7,451 -202
Jul03 020805 160.00 166.00 160.00 164.80 unch 353 5,422 +91
Total Volume and Open Interest 26,361 128,390 -2,680
Soybean Oil(CBOT)
Aug02 020805 20.00 20.00 19.75 19.91 -0.39 1,177 3,614 -734
Sep02 020805 20.00 20.02 19.80 19.95 -0.39 5,697 30,039 -752
Oct02 020805 20.04 20.07 19.90 20.05 -0.38 1,412 13,679 +526
Dec02 020805 20.25 20.32 20.10 20.26 -0.41 8,725 65,901 +342
Jan03 020805 20.25 20.35 20.16 20.31 -0.37 80 5,725 -30
Mar03 020805 20.30 20.40 20.22 20.37 -0.37 294 3,827 -38
May03 020805 20.27 20.43 20.20 20.42 -0.36 1,085 9,796 -231
Jul03 020805 20.33 20.45 20.30 20.45 -0.28 258 4,563 +74
Total Volume and Open Interest 18,825 139,760 -836
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 020805 246.00 254.50 245.50 253.50 +0.75 21,700 149,499 -226
Dec02 020805 256.00 264.75 255.00 263.75 +0.75 58,645 260,413 +7,585
Mar03 020805 260.00 269.00 260.00 268.00 +1.00 6,295 45,028 +1,505
May03 020805 264.00 271.75 264.00 270.75 +0.75 876 11,375 +227
Jul03 020805 266.00 272.75 265.00 272.00 +0.25 1,258 17,596 +382
Sep03 020805 253.00 256.50 253.00 256.50 -1.00 222 3,438 +77
Total Volume and Open Interest 90,935 506,488 +9,693
Wheat(CBOT)
Sep02 020805 334.00 339.50 332.00 338.00 +1.00 3,996 41,839 -898
Dec02 020805 344.00 350.50 343.00 349.25 +1.75 11,657 67,156 +1,767
Mar03 020805 349.50 355.75 349.00 355.25 +1.50 777 10,580 -11
May03 020805 346.00 348.00 345.50 347.50 +2.50 34 554 -1
Jul03 020805 330.00 333.00 330.00 332.75 +1.00 430 6,367 +22
Total Volume and Open Interest 16,953 127,140 +923
Wheat(KCBT)
Sep02 020805 369.00 377.00 369.00 376.75 +1.25 4,186 30,839 -2,068
Dec02 020805 375.00 381.75 374.50 381.50 +1.25 3,464 33,160 -320
Mar03 020805 372.00 381.00 372.00 381.00 +2.50 801 7,819 -53
May03 020805 361.00 367.00 361.00 365.00 +0.50 36 814 +12
Jul03 020805 350.00 355.50 350.00 354.50 +1.50 178 2,996 +102
Total Volume and Open Interest 8,666 75,638 -2,327
Wheat(MGE)
Sep02 020805 375.00 380.00 375.00 379.00 -3.00 2,331 12,106 +18
Dec02 020805 381.00 385.50 381.00 384.25 -2.75 1,547 8,386 -4
Mar03 020805 382.00 386.50 382.00 385.75 -0.75 402 2,263 -138
May03 020805 377.00 379.50 376.50 376.75 -1.25 103 905 +16
Jul03 020805 372.00 373.50 371.00 371.00 -2.00 77 855 -24
Total Volume and Open Interest 4,568 24,867 -81
Oats(CBOT)
Sep02 020805 175.75 180.00 175.25 177.75 -0.25 385 2,783 -68
Dec02 020805 169.00 174.50 168.00 172.25 +2.00 455 6,964 +0
Mar03 020805 166.00 170.50 166.00 167.75 -1.25 40 1,215 +28
May03 020805 167.00 167.00 165.50 165.50 -1.00 0 163 +0
Total Volume and Open Interest 880 11,126 -40
Rough Rice(CBOT)
Sep02 020805 4.50 4.50 4.36 4.40 -0.13 333 3,136 -120
Nov02 020805 4.73 4.73 4.58 4.62 -0.12 233 2,683 +82
Jan03 020805 4.85 4.86 4.81 4.86 -0.11 3 870 +0
Mar03 020805 5.04 5.07 5.04 5.07 -0.11 0 653 +0
Total Volume and Open Interest 576 7,996 -36
Live Cattle(CME)
Aug02 020805 64.750 64.900 64.300 64.325 -0.375 5,589 11,777 -3,372
Oct02 020805 67.350 67.650 66.950 67.000 -0.200 4,847 40,604 +268
Dec02 020805 68.750 68.900 68.550 68.625 -0.125 1,539 21,487 -256
Feb03 020805 69.625 69.900 69.550 69.600 -0.175 781 10,372 +229
Apr03 020805 70.275 70.400 70.200 70.200 -0.050 178 4,500 +69
Jun03 020805 66.250 66.475 66.075 66.075 -0.150 38 1,362 +28
Total Volume and Open Interest 12,973 90,125 -3,034
Feeder Cattle(CME)
Aug02 020805 77.350 77.500 76.750 77.050 +0.525 781 4,478 -63
Sep02 020805 76.700 76.900 76.150 76.450 +0.375 522 2,862 -29
Oct02 020805 77.100 77.650 76.500 76.925 +0.500 440 2,622 +70
Nov02 020805 77.300 77.650 76.850 77.025 +0.225 155 1,183 -6
Jan03 020805 76.500 76.550 75.850 75.925 +0.175 46 842 +8
Mar03 020805 75.500 75.500 75.400 75.400 +0.200 5 107 +0
Apr03 020805 75.300 75.300 75.300 75.300 +0.300 3 85 -1
Total Volume and Open Interest 1,952 12,186 -21
Lean Hogs(CME)
Aug02 020805 49.450 49.575 48.500 48.500 -1.275 2,318 5,841 -398
Oct02 020805 38.700 38.800 38.000 38.250 -0.750 3,585 14,182 +287
Dec02 020805 38.200 38.300 37.500 37.775 -0.800 1,372 8,362 +339
Feb03 020805 43.600 43.750 43.050 43.400 -0.600 236 1,425 +94
Apr03 020805 48.600 48.600 48.050 48.050 -0.550 61 284 +3
May03 020805 55.600 55.700 55.600 55.650 -0.450 4 63 +4
Jun03 020805 57.250 57.250 57.200 57.225 -0.275 22 141 +2
Jul03 020805 57.000 57.000 56.725 56.800 -0.375 15 60 +4
Total Volume and Open Interest 7,617 30,372 +335
Pork Bellies(CME)
Aug02 020805 53.500 56.000 53.075 55.150 -2.000 244 600 -129
Feb03 020805 59.600 61.275 59.600 60.350 +0.400 354 583 +79
Mar03 020805 59.100 59.800 59.100 59.800 +0.150 25 22 +16
May03 020805 60.900 60.900 60.900 60.900 unch 0 2 +0
Jul03 020805 62.600 62.600 62.600 62.600 +1.225 0 2 +0
Total Volume and Open Interest 623 1,209 -34
Cocoa(NYBOT)
Sep02 020805 1700 1729 1700 1712 +10 7,626 27,958 -488
Dec02 020805 1724 1749 1722 1732 +10 3,472 23,595 +152
Mar03 020805 1720 1736 1720 1725 +9 724 18,707 -260
May03 020805 1733 1743 1727 1727 +9 281 7,169 +196
Jul03 020805 1740 1745 1729 1729 +13 264 6,758 -95
Sep03 020805 1740 1745 1731 1731 +11 130 10,875 -75
Dec03 020805 1735 1735 1725 1729 +9 328 9,487 -90
Total Volume and Open Interest 12,830 107,359 -660
Coffee "C"(NYBOT)
Sep02 020805 48.30 48.30 46.80 47.15 -0.95 4,286 33,651 -167
Dec02 020805 51.60 51.60 50.30 50.65 -0.95 2,037 18,778 +296
Mar03 020805 54.50 54.70 53.50 53.70 -1.00 542 9,964 +175
May03 020805 56.20 56.20 55.10 55.35 -1.00 264 3,601 -107
Jul03 020805 57.70 57.70 56.85 56.90 -1.00 110 3,540 -20
Sep03 020805 59.10 59.10 58.15 58.15 -1.15 85 2,265 +21
Total Volume and Open Interest 7,330 71,903 +198
Orange Juice(NYBOT)
Sep02 020805 100.90 100.90 99.10 99.60 -0.40 2,021 17,837 -544
Nov02 020805 102.25 102.25 101.20 101.50 -0.40 622 7,991 +44
Jan03 020805 102.60 102.75 102.10 102.10 -0.50 159 4,374 +8
Mar03 020805 102.80 102.80 102.80 102.80 -0.60 15 2,565 +4
May03 020805 103.40 103.40 103.40 103.40 -0.60 40 354 +5
Total Volume and Open Interest 2,857 33,193 -483
Sugar #11(NYBOT)
Oct02 020805 5.79 5.85 5.73 5.79 +0.01 5,260 81,527 +111
Mar03 020805 5.82 5.90 5.80 5.83 -0.01 1,464 33,582 -280
May03 020805 5.67 5.72 5.67 5.68 -0.01 438 10,830 +90
Jul03 020805 5.47 5.49 5.45 5.46 -0.01 211 16,684 +23
Oct03 020805 5.51 5.53 5.50 5.50 -0.02 227 10,448 +26
Total Volume and Open Interest 7,890 157,582 +225
London Cocoa(LCE)
Sep02 020805 1310 1323 1297 1311 +2 5,456 47,305 -2,050
Dec02 020805 1233 1250 1231 1240 +5 3,311 27,383 +381
Mar03 020805 1210 1226 1208 1215 +5 1,759 38,140 -76
May03 020805 1225 1240 1224 1229 +4 542 9,977 +167
Jul03 020805 1232 1247 1232 1239 +7 423 8,759 -37
Sep03 020805 1252 1252 1245 1245 +5 353 6,685 +149
Dec03 020805 1252 1253 1245 1245 +5 100 6,861 +100
Total Volume and Open Interest 11,950 146,709 -1,366
London Coffee(LCE)
Sep02 020805 506.00 506.00 499.00 501.00 -4.00 2,441 27,951 -1,163
Nov02 020805 522.00 523.00 516.00 518.00 -3.00 2,329 39,757 -319
Jan03 020805 535.00 535.00 531.00 533.00 -3.00 357 26,562 -10
Mar03 020805 552.00 552.00 547.00 549.00 -3.00 291 13,672 +221
May03 020805 566.00 566.00 562.00 564.00 -3.00 421 9,969 +53
Jul03 020805 581.00 581.00 577.00 578.00 -3.00 236 7,001 +97
Total Volume and Open Interest 6,096 125,486 -1,100
London Sugar(LCE)
Aug02 020716 195.50 196.00 183.00 186.00 -10.10 2,618 2,258 -977
Oct02 020805 178.00 178.00 176.60 177.50 +0.40 2,194 20,597 +29
Dec02 020805 174.50 175.20 174.00 175.00 +0.40 1,178 6,766 +976
Mar03 020805 177.30 177.80 176.10 177.50 +0.60 330 8,182 +123
May03 020805 177.50 177.80 176.90 177.50 +0.90 140 3,671 +95
Total Volume and Open Interest 4,057 41,128 +1,283
Cotton(NYBOT)
Oct02 020805 46.20 46.20 44.10 44.22 -2.26 214 3,204 +27
Dec02 020805 47.80 47.80 45.65 45.79 -2.39 3,568 56,526 +278
Mar03 020805 49.55 49.55 47.60 47.75 -2.25 105 8,742 +19
May03 020805 52.16 52.16 50.05 50.20 -2.45 129 4,973 +64
Jul03 020805 52.60 52.60 51.15 51.25 -2.40 90 2,174 -75
Oct03 020805 52.50 52.50 52.50 52.50 -2.10 0 110 +0
Total Volume and Open Interest 4,138 76,851 +338
Lumber(CME)
Sep02 020805 261.0 261.0 251.1 251.5 -8.7 242 1,457 -80
Nov02 020805 259.9 260.7 252.5 252.9 -6.9 76 387 +13
Jan03 020805 265.5 265.5 262.2 263.0 -4.8 3 84 +1
Mar03 020805 269.2 269.2 269.2 269.2 -3.3 0 12 +0
Total Volume and Open Interest 321 1,967 -66
Crude Oil(NYM)
Sep02 020805 26.53 26.78 26.32 26.58 -0.26 86,753 118,813 -5,002
Oct02 020805 26.05 26.23 25.80 26.03 -0.31 47,988 72,964 +1,076
Nov02 020805 25.85 25.87 25.65 25.81 -0.31 5,526 23,368 -105
Dec02 020805 25.75 25.80 25.51 25.67 -0.29 7,587 48,912 +482
Jan03 020805 25.39 25.50 25.35 25.47 -0.28 2,060 22,147 +131
Feb03 020805 25.28 25.29 25.22 25.29 -0.27 337 9,348 -147
Mar03 020805 25.12 25.15 25.10 25.12 -0.26 344 8,817 +78
Apr03 020805 25.00 25.00 24.95 24.95 -0.25 275 7,027 -2
May03 020805 24.76 24.78 24.76 24.78 -0.24 52 4,152 +1
Jun03 020805 24.68 24.68 24.55 24.61 -0.23 1,058 15,098 +624
Total Volume and Open Interest 155,920 420,452 -2,328
Heating Oil(NYM)
Sep02 020805 66.80 67.30 66.20 66.64 -1.02 22,836 42,668 -1,156
Oct02 020805 67.80 68.15 67.30 67.67 -1.00 5,913 16,263 +945
Nov02 020805 68.70 69.00 68.30 68.62 -0.95 1,245 9,848 +350
Dec02 020805 69.30 69.90 69.10 69.42 -0.90 2,154 18,630 +389
Jan03 020805 69.80 70.40 69.75 70.02 -0.85 389 10,746 +93
Feb03 020805 70.00 70.15 69.60 69.82 -0.75 449 9,560 +142
Mar03 020805 68.80 69.00 68.60 68.62 -0.65 285 6,103 +79
Apr03 020805 67.40 67.40 66.90 67.12 -0.55 186 2,962 +27
May03 020805 66.00 66.00 65.62 65.62 -0.45 161 1,956 +113
Jun03 020805 64.90 65.40 64.90 65.12 -0.40 112 2,968 +28
Total Volume and Open Interest 33,762 124,880 +1,049
Unleaded Gas(NYM)
Sep02 020805 76.70 77.55 76.10 76.82 -0.66 30,555 44,012 -3,062
Oct02 020805 73.20 73.45 72.10 72.79 -0.99 6,662 17,627 -23
Nov02 020805 71.40 71.65 71.00 71.14 -1.04 1,737 6,583 +1
Dec02 020805 71.00 71.00 70.29 70.29 -1.04 381 5,333 -48
Jan03 020805 70.35 70.35 70.09 70.09 -1.04 312 2,625 +15
Feb03 020805 70.70 70.70 70.24 70.24 -1.04 0 1,107 +0
Mar03 020805 70.94 70.94 70.94 70.94 -1.04 0 2,030 +0
Apr03 020805 77.15 77.15 77.04 77.04 -0.94 30 1,410 +0
Total Volume and Open Interest 39,677 82,489 -3,117
Natural Gas(NYM)
Sep02 020805 2.760 2.760 2.665 2.678 -0.180 27,666 61,444 +1,962
Oct02 020805 2.770 2.790 2.710 2.720 -0.165 9,321 35,032 -2,147
Nov02 020805 3.090 3.130 3.055 3.065 -0.130 4,978 29,131 -38
Dec02 020805 3.360 3.400 3.350 3.360 -0.105 4,773 33,993 +289
Jan03 020805 3.530 3.580 3.525 3.532 -0.093 3,871 32,198 -578
Feb03 020805 3.550 3.560 3.515 3.517 -0.088 1,435 21,301 -544
Mar03 020805 3.530 3.540 3.492 3.492 -0.083 1,808 19,822 +106
Apr03 020805 3.460 3.470 3.430 3.430 -0.075 1,067 15,929 +83
Total Volume and Open Interest 58,544 442,766 -547
Brent Crude Oil(IPE)
Sep02 020805 25.35 25.45 24.73 24.89 -0.42 40,282 57,949 -587
Oct02 020805 25.20 25.22 24.64 24.88 -0.23 24,711 52,923 +1,600
Nov02 020805 25.13 25.13 24.60 24.82 -0.24 5,361 16,628 +419
Dec02 020805 25.08 25.08 24.48 24.71 -0.24 8,459 30,013 -781
Jan03 020805 24.58 24.58 24.54 24.54 -0.23 315 20,286 +103
Feb03 020805 24.41 24.41 24.20 24.38 -0.21 358 6,147 -20
Mar03 020805 24.20 24.22 24.20 24.22 -0.19 400 3,718 +0
Apr03 020805 24.06 24.06 24.06 24.06 -0.18 500 2,675 +300
Total Volume and Open Interest 85,013 227,620 +1,210
Gas Oil(IPE)
Aug02 020805 210.50 210.50 206.00 206.75 unch 11,045 31,358 -2,112
Sep02 020805 210.00 210.50 206.25 206.75 -0.50 16,469 43,320 -1,490
Oct02 020805 211.00 211.50 207.50 208.00 -0.50 4,117 19,734 +736
Nov02 020805 211.00 211.50 208.75 209.00 -0.25 1,584 21,703 +932
Dec02 020805 213.00 213.00 209.25 209.75 -0.25 2,997 44,481 -401
Jan03 020805 209.75 209.75 209.75 209.75 -0.25 750 9,630 -175
Feb03 020805 208.00 208.00 208.00 208.00 -0.25 0 4,511 +0
Mar03 020805 205.25 205.25 205.25 205.25 -0.25 0 6,216 +0
Total Volume and Open Interest 37,312 211,589 -2,660
US Dollar Index(NYBOT)
Sep02 020805 107.16 107.58 106.90 107.58 +0.62 518 8,563 +16
Dec02 020805 107.78 108.18 107.53 108.11 +0.60 34 2,550 +2
Mar03 020805 108.67 108.67 108.67 108.67 +0.60 0 2 +0
Total Volume and Open Interest 552 11,117 +18
Australian Dollar(IMM)
Sep02 020805 53.38 53.45 52.55 52.57 -1.11 1,080 24,974 -232
Dec02 020805 53.10 53.10 52.13 52.13 -1.11 0 749 +0
Mar03 020805 51.69 51.69 51.69 51.69 -1.11 0 16 +0
Total Volume and Open Interest 1,080 26,479 -232
British Pound(IMM)
Sep02 020805 155.86 156.44 155.66 155.74 -0.78 4,431 34,310 +215
Dec02 020805 155.04 155.40 154.84 154.84 -0.78 25 567 -2
Mar03 020805 153.94 153.94 153.94 153.94 -0.78 0 35 +0
Total Volume and Open Interest 4,456 34,916 +213
Canadian Dollar(IMM)
Sep02 020805 62.91 62.91 62.50 62.54 -0.41 4,781 55,097 -916
Dec02 020805 62.73 62.73 62.32 62.37 -0.41 672 7,169 +526
Mar03 020805 62.50 62.50 62.13 62.21 -0.41 521 1,732 +448
Jun03 020805 62.30 62.30 62.05 62.06 -0.41 205 637 +77
Total Volume and Open Interest 6,188 64,854 +134
Japanese Yen(IMM)
Sep02 020805 84.16 84.31 83.65 83.71 -0.46 4,514 70,075 -1,347
Dec02 020805 84.48 84.60 84.05 84.05 -0.47 195 1,848 +101
Mar03 020805 84.39 84.39 84.39 84.39 -0.49 0 228 +0
Total Volume and Open Interest 4,709 72,376 -1,246
Swiss Franc(IMM)
Sep02 020805 67.70 68.00 67.50 67.54 -0.54 5,466 37,737 -708
Dec02 020805 67.83 68.11 67.69 67.69 -0.54 38 858 +7
Mar03 020805 67.83 67.83 67.83 67.83 -0.54 0 41 +0
Total Volume and Open Interest 5,504 38,671 -701
EuroFX(IMM)
Sep02 020805 98.18 98.58 97.88 97.90 -0.58 11,367 101,065 -1,797
Dec02 020805 97.80 98.11 97.49 97.51 -0.58 216 3,908 +49
Mar03 020805 97.50 97.60 97.13 97.13 -0.58 33 142 -30
Total Volume and Open Interest 11,618 105,374 -1,778
Mexican Peso(IMM)
Sep02 020805 10145.0 10170.0 10110.0 10142.5 +35.5 2,092 13,488 +233
Dec02 020805 9980.0 9980.0 9967.5 9967.5 +35.5 0 1,550 -6
Total Volume and Open Interest 2,092 15,481 +227
30-Year T-Bonds(CBOT)
Sep02 020805 107~13 108~10 107~12 107~30 +0~07 252,918 407,643 +5,671
Dec02 020805 106~19 107~00 106~10 106~23 +0~07 10,495 45,268 +4,573
Mar03 020805 105~18 105~18 105~18 105~18 +0~07 0 49 +0
Total Volume and Open Interest 263,413 452,960 +10,244
Municipal Bonds(CBOT)
Sep02 020805 106~13 106~28 106~13 106~18 +0~04 407 4,199 +67
Total Volume and Open Interest 407 4,199 +67
10-Year T-Notes(CBOT)
Sep02 020805 112~000 112~200 111~295 112~125 +0~080 455,736 894,863 +9,521
Dec02 020805 110~260 111~055 110~220 111~000 +0~075 17,247 95,948 +10,884
Total Volume and Open Interest 472,983 990,811 +20,405
5-Year T-Notes(CBOT)
Sep02 020805 111~180 111~280 111~170 111~260 +0~090 88,493 603,563 +6,618
Dec02 020805 110~200 110~290 110~200 110~290 +0~095 800 10,826 +315
Total Volume and Open Interest 89,293 614,389 +6,933
2 Year T-Notes(CBOT)
Sep02 020805 107~004 107~018 107~004 107~017 +0~015 12,988 107,497 +1,601
Total Volume and Open Interest 12,988 107,497 +1,601
3-Mth T-Bills(IMM)
Sep02 020805 98.50 98.50 98.50 98.50 +0.01 3 667 +1
Total Volume and Open Interest 3 667 +1
Eurodollars(IMM)
Sep02 020805 98.330 98.340 98.310 98.330 +0.025 150,130 730,933 +9,017
Dec02 020805 98.325 98.365 98.315 98.340 +0.035 258,091 692,934 +14,726
Mar03 020805 98.195 98.235 98.185 98.225 +0.055 298,490 619,311 +16,507
Jun03 020805 97.920 97.975 97.900 97.965 +0.085 192,891 432,639 +4,085
Sep03 020805 97.510 97.565 97.495 97.560 +0.100 119,780 370,844 +7,850
Dec03 020805 97.020 97.105 97.015 97.105 +0.130 51,823 288,678 +3,086
Mar04 020805 96.565 96.675 96.565 96.665 +0.130 34,489 190,713 +820
Jun04 020805 96.215 96.290 96.190 96.290 +0.120 30,906 161,137 +1,222
Sep04 020805 95.905 96.005 95.895 95.990 +0.125 10,271 127,746 -255
Dec04 020805 95.635 95.720 95.625 95.710 +0.120 7,931 112,663 +549
Mar05 020805 95.440 95.510 95.425 95.500 +0.100 6,062 97,298 -109
Jun05 020805 95.245 95.315 95.225 95.290 +0.085 5,621 86,470 -134
Total Volume and Open Interest 1,203,778 4,464,441 +55,946
3-Mth Euro-Yen(IMM)
Sep02 020805 99.93 99.93 99.93 99.93 +0.01 0 9,731 +15
Dec02 020805 99.92 99.92 99.92 99.92 unch 54 5,128 +90
Mar03 020805 99.89 99.89 99.89 99.89 unch 1,950 3,368 +1,642
Jun03 020805 99.89 99.89 99.89 99.89 unch 55 4,830 +38
Sep03 020805 99.88 99.88 99.88 99.88 +0.01 50 5,694 +3
Dec03 020805 99.83 99.84 99.83 99.84 +0.02 1 2,083 +1
Mar04 020805 99.78 99.78 99.78 99.78 +0.02 0 720 +0
Jun04 020805 99.74 99.74 99.74 99.74 +0.02 0 377 +100
Sep04 020805 99.67 99.67 99.67 99.67 +0.01 0 900 +0
Dec04 020805 99.62 99.62 99.62 99.62 +0.04 0 162 +0
Total Volume and Open Interest 2,110 34,553 +1,889
3-Mth Euro-Yen(SIMEX)
Sep02 020805 99.92 99.93 99.92 99.93 +0.01 58 41,153 -120
Dec02 020805 99.92 99.92 99.92 99.92 +0.00 299 37,499 -75
Mar03 020805 99.89 99.90 99.89 99.89 +0.00 1,118 35,855 -433
Jun03 020805 99.89 99.90 99.89 99.90 +0.01 1,181 49,301 -549
Sep03 020805 99.87 99.88 99.87 99.88 +0.01 68 28,278 -7
Dec03 020805 99.83 99.83 99.83 99.83 +0.01 20 17,479 +0
Mar04 020805 99.77 99.78 99.77 99.78 +0.01 501 15,600 +425
Jun04 020805 99.76 99.76 99.76 99.76 +0.01 112 6,422 +100
Total Volume and Open Interest 3,557 239,672 -459
German Euro-Bund(EUREX)
Sep02 020805 110.31 110.87 110.22 110.78 +0.42 868,948 846,989 +39,446
Dec02 020805 109.77 110.13 109.75 110.13 +0.43 7,387 40,351 +2,742
Mar03 020805 110.08 110.08 110.08 110.08 +0.42 6,728 0 +0
Total Volume and Open Interest 883,063 887,340 +42,188
German Euro-Bobl(EUREX)
Sep02 020805 108.33 108.71 108.28 108.68 +0.28 474,950 597,961 +5,725
Dec02 020805 107.86 107.94 107.70 107.94 +0.25 3,563 25,194 +2,464
Mar03 020805 107.93 107.93 107.93 107.93 +0.24 3,050 0 +0
Total Volume and Open Interest 481,563 623,155 +8,189
Long Gilt(LIFFE)
Sep02 020805 115~02 115~26 115~01 115~17 +0~22 25,800 109,535 -192
Dec02 020805 117~27 117~27 117~27 117~27 +0~28      
Total Volume and Open Interest 25,800 109,535 -192
3-Mth Short Sterling(LIFFE)
Sep02 020805 96.11 96.15 96.09 96.13 +0.07 17,545 0 +0
Dec02 020805 96.08 96.16 96.08 96.13 +0.11 33,591 0 +0
Mar03 020805 95.95 96.04 95.93 96.00 +0.13 32,728 0 +0
Total Volume and Open Interest 130,256    
3-Mth Euribor(LIFFE)
Sep02 020805 96.730 96.755 96.710 96.740 +0.040 86,930 383,519 -3,909
Dec02 020805 96.770 96.835 96.755 96.805 +0.090 128,790 380,548 +13,171
Mar03 020805 96.770 96.830 96.735 96.800 +0.125 155,551 392,533 +2,613
Total Volume and Open Interest 550,267 1,820,694 +25,201
3-Mth Aus T-Bills(SFE)
Sep02 020805 95.18 95.20 95.18 95.19 +0.04 11,178 284,983 -3,230
Dec02 020805 95.09 95.15 95.09 95.14 +0.10 9,511 174,938 -2,014
Mar03 020805 94.96 95.02 94.96 95.00 +0.13 2,721 67,180 -763
Jun03 020805 94.81 94.87 94.81 94.87 +0.14 1,033 30,242 +360
Sep03 020805 94.71 94.73 94.70 94.72 +0.14 167 18,548 +162
Dec03 020805 94.58 94.59 94.56 94.59 +0.14 265 15,063 +265
Mar04 020805 94.44 94.47 94.44 94.47 +0.14 128 9,845 +128
Jun04 020805 94.37 94.37 94.37 94.37 +0.16 268 4,904 +368
Sep04 020805 94.21 94.26 94.21 94.26 +0.16 60 2,040 +60
Dec04 020805 94.17 94.17 94.17 94.17 +0.17 50 1,385 +50
Total Volume and Open Interest 25,481 610,219 -4,514
10-Year Aus T-Bonds(SFE)
Sep02 020805 94.39 94.46 94.38 94.45 +0.14 4,539 220,767 -4,100
Dec02 020805 94.39 94.39 94.39 94.39 +0.08      
Total Volume and Open Interest 13,286 224,867 +3,596
3-Year Aus T-Bonds(SFE)
Sep02 020805 94.89 94.94 94.88 94.92 +0.13 42,587 618,523 -60,972
Dec02 020805 94.92 94.92 94.92 94.92 +0.13      
Total Volume and Open Interest 42,587 618,523 -60,972
Gold(CMX)
Aug02 020805 306.5 309.6 306.5 307.8 +0.8 217 3,417 -209
Oct02 020805 308.0 310.5 307.7 308.7 +0.7 1,409 12,733 +388
Dec02 020805 308.8 311.5 308.5 309.6 +0.6 23,218 83,101 -2,084
Feb03 020805 310.5 312.5 310.0 310.2 +0.6 9 8,636 -49
Apr03 020805 310.7 310.7 310.7 310.7 +0.5 7 4,252 +1
Jun03 020805 310.8 313.0 310.8 311.2 +0.4 4 5,873 +0
Total Volume and Open Interest 24,942 143,633 -1,991
Silver(CMX)
Sep02 020805 461.5 467.5 460.5 463.3 +4.0 10,381 42,932 -1,870
Dec02 020805 464.5 470.5 464.0 466.2 +4.1 3,954 27,017 +2,861
Mar03 020805 473.0 473.0 468.1 468.1 +4.2 35 2,487 +27
May03 020805 469.1 469.1 469.1 469.1 +4.2 0 2,072 +0
Jul03 020805 475.0 475.0 470.1 470.1 +4.2 1 4,431 +1
Total Volume and Open Interest 14,394 83,489 +1,103
Platinum(NYM)
Oct02 020805 521.8 522.8 519.5 522.6 +2.9 285 5,007 -19
Jan03 020805 516.6 516.6 516.6 516.6 +2.9 0 65 +0
Total Volume and Open Interest 285 5,072 -19
Palladium(NYME)
Sep02 020805 316.00 321.80 316.00 321.80 +4.50 225 2,184 +79
Dec02 020805 317.00 323.00 317.00 322.80 +4.50 4 146 +1
Total Volume and Open Interest 229 2,330 +80
Copper(CMX)
Sep02 020805 67.45 67.70 66.75 67.20 -1.00 4,580 45,994 -543
Dec02 020805 68.35 68.60 67.65 68.05 -0.95 1,671 15,232 +90
Mar03 020805 69.45 69.45 68.60 68.90 -0.90 658 3,944 +353
May03 020805 69.95 69.95 69.15 69.50 -0.80 56 2,794 -30
Jul03 020805 70.60 70.60 69.75 70.00 -0.75 55 2,230 +26
Total Volume and Open Interest 7,421 95,123 -741
DJIA Index(CBOT)
Sep02 020805 8280 8300 8010 8037 -263 24,675 33,028 +430
Dec02 020805 8260 8265 7995 8022 -263 68 535 +10
Mar03 020805 8019 8019 8019 8019 -263 0 1 +0
Jun03 020805 8017 8017 8017 8017 -263      
Total Volume and Open Interest 24,743 33,591 +440
S & P 500(CME)
Sep02 020805 861.00 864.50 831.20 834.00 -31.00 69,819 587,790 -3,121
Dec02 020805 863.00 863.00 832.00 833.50 -31.20 589 20,930 -316
Mar03 020805 833.00 833.00 833.00 833.00 -31.40 5 19,507 -325
Jun03 020805 833.50 833.50 833.50 833.50 -31.40 0 324 +0
Total Volume and Open Interest 70,413 628,595 -3,762
S & P 500 E-Mini(Globex)
Sep02 020805 865.00 867.75 831.50 834.00 -31.00 534,536 372,172 +3,007
Dec02 020805 855.00 863.50 833.00 833.50 -31.25 23 92 +9
Total Volume and Open Interest 534,559 372,264 +3,016
NASDAQ 100(CME)
Sep02 020805 891.00 899.00 858.00 865.00 -31.00 13,290 66,506 -441
Dec02 020805 868.50 868.50 868.50 868.50 -31.50 1 61 +0
Mar03 020805 872.00 872.00 872.00 872.00 -32.00 0 2 +0
Total Volume and Open Interest 13,291 66,569 -441
NASDAQ 100 E-Mini(GLOBEX)
Sep02 020805 894.5 899.5 858.0 865.0 -31.0 177,512 160,553 -1,735
Dec02 020805 893.0 900.0 861.5 868.5 -31.5 3 27 +0
Total Volume and Open Interest 177,515 160,580 -1,735
NYSE Composite(NYBOT)
Sep02 020805 466.50 468.50 451.80 453.00 -14.50 1,691 6,218 -291
Dec02 020805 461.00 461.00 453.00 453.00 -14.50 0 510 +0
Mar03 020805 461.00 461.00 453.00 453.00 -14.50 0 200 +0
Total Volume and Open Interest 1,691 6,928 -291
S & P Midcap 400(CME)
Sep02 020805 419.00 420.00 406.50 407.75 -13.25 1,122 15,986 -69
Dec02 020805 408.55 408.55 408.55 408.55 -13.25      
Mar03 020805 411.55 411.55 411.55 411.55 -13.25      
Total Volume and Open Interest 1,122 15,986 -69
Russell 2000(CME)
Sep02 020805 376.00 378.50 366.00 366.50 -9.50 2,248 24,684 -427
Dec02 020805 367.25 367.25 367.25 367.25 -9.50 0 1 +0
Mar03 020805 369.25 369.25 369.25 369.25 -9.50      
Total Volume and Open Interest 2,248 24,685 -427
Value Line(KCBT)
Sep02 020805 966.00 971.50 936.00 940.50 -31.50 41 119 +2
Total Volume and Open Interest 42 122 +1
Nikkei 225(CME)
Sep02 020805 9680 9710 9590 9595 -25 1,091 25,968 +214
Dec02 020805 9595 9595 9595 9595 -25 5 55 +5
Total Volume and Open Interest 1,096 26,027 +219
Nikkei 225(SIMEX)
Sep02 020805 9625 9780 9600 9725 +10 14,361 83,149 -237
Dec02 020805 9695 9695 9695 9695 +10 0 151 +0
Mar03 020805 9695 9695 9695 9695 +10 0 300 +0
Total Volume and Open Interest 14,361 84,108 -237
CAC 40(MATIF)
Aug02 020805 3230.0 3279.0 3075.5 3148.5 -105.5 71,394 396,643 +24,167
Sep02 020805 3288.0 3288.0 3108.5 3156.5 -106.0 3,872 129,296 +650
Oct02 020805 3165.5 3165.5 3165.5 3165.5 -106.5      
Total Volume and Open Interest 75,266 550,630 +24,817
DAX Index(EUREX)
Sep02 020805 3550.0 3550.0 3340.0 3358.0 -168.0 76,784 202,402 +4,229
Dec02 020805 3496.5 3509.0 3381.5 3386.0 -170.0 516 5,610 +282
Mar03 020805 3521.0 3521.0 3408.5 3413.0 -173.0 102 1,243 +75
Total Volume and Open Interest 77,402 209,255 +4,586
FT-SE 100(LIFFE)
Sep02 020805 4048.00 4049.00 3929.00 3995.00 -57.00 62,414 452,790 +356
Dec02 020805 4017.50 4037.00 3962.00 4013.00 -58.50 85 30,334 -33
Mar03 020805 4010.00 4010.00 4010.00 4010.00 -51.50 0 15,153 +0
Total Volume and Open Interest 62,499 501,052 +323
SPI 200(SFE)
Sep02 020805 3011.0 3029.0 2989.0 2992.0 -47.0 10,913 163,180 +3,281
Dec02 020805 3030.0 3030.0 3000.0 3000.0 -47.0 8 2,038 +8
Mar03 020805 3008.0 3008.0 3008.0 3008.0 -49.0 0 945 +0
Total Volume and Open Interest 10,921 167,287 +3,275
GSCI(CME)
Aug02 020805 199.70 199.70 198.40 198.80 -2.70 162 18,604 -104
Sep02 020805 198.00 198.00 198.00 198.00 -2.80 0 71 +0
Oct02 020805 200.00 200.00 200.00 200.00 -2.00      
Total Volume and Open Interest 162 18,675 -104
Bridge CRB Index(NYBOT)
Nov02 020805 212.00 213.50 211.70 212.75 -1.00 21 192 +4
Jan03 020805 216.25 216.25 216.25 216.25 -0.50 0 53 +0
Feb03 020805 216.25 216.25 216.25 216.25 -0.50      
Total Volume and Open Interest 41 435 -5
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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