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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 12, 2002
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Aug02 020812 620.00 625.00 589.00 590.50 +22.50 1,085 1,769 -595
Sep02 020812 597.00 598.00 580.00 581.75 +27.00 12,183 28,629 +298
Nov02 020812 570.00 571.00 551.50 552.75 +27.50 29,030 99,559 -706
Jan03 020812 569.50 569.50 552.00 552.75 +26.50 974 18,757 +65
Mar03 020812 565.00 565.00 550.50 552.00 +26.50 909 15,353 +29
May03 020812 550.00 556.00 546.00 546.50 +21.75 1,505 26,948 -331
Jul03 020812 555.00 555.00 544.00 545.00 +21.00 423 6,821 -1
Total Volume and Open Interest 46,389 200,996 -1,206
Soybean Meal(CBOT)
Aug02 020812 205.00 205.00 191.30 192.30 +8.30 2,468 3,214 -833
Sep02 020812 189.00 191.00 185.10 185.40 +7.90 6,901 19,493 -80
Oct02 020812 183.00 183.00 176.00 176.50 +8.50 3,752 20,837 +126
Dec02 020812 180.00 181.00 173.60 174.00 +8.10 8,381 50,177 +185
Jan03 020812 180.00 180.00 173.00 173.70 +8.20 694 6,939 +47
Mar03 020812 180.00 180.00 171.70 171.70 +6.70 1,290 7,263 +354
May03 020812 175.00 177.70 168.80 169.00 +6.30 1,750 7,613 +313
Jul03 020812 178.00 178.00 168.30 168.30 +5.90 185 5,704 +9
Total Volume and Open Interest 25,701 125,467 +139
Soybean Oil(CBOT)
Aug02 020812 21.00 21.00 20.55 20.55 +0.67 906 661 -672
Sep02 020812 21.00 21.00 20.52 20.57 +0.66 7,002 24,977 -836
Oct02 020812 21.10 21.10 20.56 20.58 +0.63 3,226 14,685 +235
Dec02 020812 21.20 21.30 20.65 20.69 +0.66 10,399 68,708 +1,182
Jan03 020812 21.20 21.20 20.67 20.67 +0.63 613 6,067 +128
Mar03 020812 21.10 21.20 20.65 20.69 +0.67 588 4,373 +233
May03 020812 21.15 21.15 20.68 20.70 +0.66 1,576 8,148 -469
Jul03 020812 21.04 21.04 20.63 20.69 +0.65 153 4,543 -41
Total Volume and Open Interest 24,736 135,005 -181
Canola(WCE)
Sep02 020812 416.0 416.0 416.0 416.0 +11.8 6 105 -6
Nov02 020812 423.0 426.5 421.5 421.6 +8.0 6,763 37,080 +186
Jan03 020812 425.0 426.5 422.0 422.0 +9.0 1,185 9,737 +252
Mar03 020812 423.0 423.5 420.0 420.7 +9.7 452 1,973 +52
May03 020812 420.0 421.1 420.0 420.2 +10.9 156 436 +80
Total Volume and Open Interest 8,562 49,526 +559
Corn(CBOT)
Sep02 020812 268.00 268.00 260.50 260.75 +10.50 24,524 118,578 -4,404
Dec02 020812 278.00 279.00 272.00 272.25 +10.75 42,687 282,322 +3,417
Mar03 020812 285.00 285.00 276.25 276.25 +10.00 6,280 46,939 +467
May03 020812 283.00 283.50 277.75 278.00 +9.25 1,121 12,075 +162
Jul03 020812 284.00 284.50 278.00 278.25 +7.75 1,901 18,050 +34
Sep03 020812 265.00 265.00 261.50 261.50 +5.50 128 3,604 +89
Total Volume and Open Interest 78,451 500,581 +417
Wheat(CBOT)
Sep02 020812 363.00 363.00 351.50 351.75 +7.25 8,621 31,396 -2,318
Dec02 020812 375.00 375.00 362.50 362.75 +6.75 18,556 79,001 +4,160
Mar03 020812 374.00 375.00 368.50 368.75 +6.00 1,519 12,576 +481
May03 020812 364.75 366.00 361.00 361.50 +6.50 176 701 +86
Jul03 020812 345.00 345.00 340.00 341.75 +4.75 1,094 6,019 -141
Total Volume and Open Interest 30,033 130,737 +2,218
Wheat(KCBT)
Sep02 020812 395.00 398.00 389.00 390.00 +8.25 4,072 27,306 -1,793
Dec02 020812 404.00 405.00 394.50 396.25 +7.25 7,327 41,004 +1,298
Mar03 020812 401.00 402.00 394.50 396.00 +7.00 1,850 9,745 +753
May03 020812 385.00 387.00 384.00 384.50 +7.50 136 819 -55
Jul03 020812 376.00 376.00 368.00 370.00 +5.25 237 3,451 +125
Total Volume and Open Interest 13,622 82,371 +328
Wheat(MGE)
Sep02 020812 405.00 410.00 400.50 406.75 +13.75 2,116 11,417 +146
Dec02 020812 416.00 416.00 403.00 409.25 +14.00 3,160 10,669 +513
Mar03 020812 411.00 411.00 402.00 405.25 +10.25 248 2,644 +140
May03 020812 400.00 401.00 393.00 393.00 +6.00 19 945 -1
Jul03 020812 388.00 388.00 378.50 379.50 +0.50 26 860 -47
Total Volume and Open Interest 5,584 26,984 +752
Oats(CBOT)
Sep02 020812 188.62 188.75 182.25 183.00 +4.25 139 2,715 -34
Dec02 020812 185.50 185.50 179.50 180.75 +5.25 656 7,033 +28
Mar03 020812 180.50 180.50 175.25 175.25 +3.25 116 1,311 +52
May03 020812 170.00 170.00 170.00 170.00 +3.00 0 169 +0
Total Volume and Open Interest 911 11,229 +46
Rough Rice(CBOT)
Sep02 020812 4.04 4.18 4.04 4.11 +0.09 126 2,089 -144
Nov02 020812 4.31 4.43 4.30 4.36 +0.09 219 2,555 -16
Jan03 020812 4.55 4.63 4.55 4.60 +0.09 43 906 -20
Mar03 020812 4.76 4.85 4.76 4.83 +0.09 3 725 +3
Total Volume and Open Interest 401 7,165 -172
Live Cattle(CME)
Aug02 020812 64.650 64.925 64.500 64.525 -0.700 4,537 6,833 -835
Oct02 020812 68.400 69.025 68.300 68.525 -0.275 9,979 43,360 +531
Dec02 020812 70.000 70.650 69.900 70.475 -0.050 2,716 22,241 +431
Feb03 020812 71.000 71.700 71.000 71.600 +0.350 1,432 12,334 +624
Apr03 020812 71.500 72.300 71.400 72.200 +0.400 459 5,103 +184
Jun03 020812 66.825 67.675 66.825 67.600 +0.775 126 1,585 +45
Total Volume and Open Interest 19,255 91,482 +983
Feeder Cattle(CME)
Aug02 020812 77.250 77.850 77.250 77.575 -1.125 1,221 3,224 -405
Sep02 020812 77.000 77.500 77.000 77.200 -1.300 890 2,513 +42
Oct02 020812 77.450 77.775 77.450 77.700 -1.250 961 3,363 +229
Nov02 020812 77.000 77.650 77.000 77.600 -0.450 146 1,281 +33
Jan03 020812 76.000 76.550 76.000 76.250 -0.800 60 903 -4
Mar03 020812 75.250 75.800 75.250 75.800 -0.450 3 113 +1
Apr03 020812 75.900 76.000 75.900 75.900 -0.550 6 94 +5
Total Volume and Open Interest 3,288 11,501 -98
Lean Hogs(CME)
Aug02 020812 48.800 49.100 48.025 48.275 -0.600 746 3,358 -281
Oct02 020812 38.700 39.100 37.450 37.650 -1.800 1,351 14,938 -49
Dec02 020812 38.500 38.800 37.150 37.575 -1.125 466 8,991 +74
Feb03 020812 43.900 44.250 43.150 43.325 -0.575 97 1,759 +45
Apr03 020812 48.600 49.000 48.025 48.025 -0.475 11 317 +7
May03 020812 55.400 55.700 55.375 55.375 -0.075 7 82 +5
Jun03 020812 57.525 57.625 57.300 57.300 -0.175 7 143 -3
Jul03 020812 57.400 57.500 57.125 57.125 -0.175 3 71 +1
Total Volume and Open Interest 2,692 29,674 -201
Pork Bellies(CME)
Aug02 020812 65.200 65.200 62.200 62.200 -3.000 75 149 -27
Feb03 020812 62.000 62.700 59.700 60.600 -1.625 196 738 +18
Mar03 020812 62.500 62.500 59.850 59.850 -1.700 6 26 +0
May03 020812 62.100 62.100 62.100 62.100 -1.650 1 1 -1
Jul03 020812 63.500 63.500 63.500 63.500 -1.650 0 2 +0
Total Volume and Open Interest 278 916 -10
Cocoa(NYBOT)
Sep02 020812 1770 1800 1770 1786 +3 5,444 16,358 -2,717
Dec02 020812 1800 1824 1798 1811 unch 5,538 28,887 +1,758
Mar03 020812 1793 1812 1793 1801 -2 861 18,507 +183
May03 020812 1801 1801 1801 1801 -2 0 6,869 +0
Jul03 020812 1798 1808 1798 1802 unch 291 6,744 +241
Sep03 020812 1802 1808 1802 1805 +3 367 10,197 +64
Dec03 020812 1785 1804 1785 1804 +1 250 9,684 +10
Total Volume and Open Interest 12,751 100,556 -461
Coffee "C"(NYBOT)
Sep02 020812 47.25 48.50 47.10 48.45 +0.90 3,834 28,251 -2,795
Dec02 020812 50.90 52.10 50.80 52.00 +0.80 2,237 21,729 +695
Mar03 020812 54.25 55.00 54.00 54.90 +0.55 256 10,318 +6
May03 020812 55.75 56.40 55.60 56.40 +0.50 181 3,523 +28
Jul03 020812 57.30 57.80 57.25 57.80 +0.40 106 3,697 -27
Sep03 020812 58.80 59.00 58.80 59.00 +0.30 46 2,307 +34
Total Volume and Open Interest 6,660 69,965 -2,059
Orange Juice(NYBOT)
Sep02 020812 103.75 105.60 103.75 104.60 +1.10 1,637 16,601 -365
Nov02 020812 105.80 107.75 105.80 107.10 +1.40 1,353 9,904 +755
Jan03 020812 107.25 109.50 107.25 108.70 +1.70 127 4,458 -43
Mar03 020812 108.00 110.00 108.00 109.10 +1.55 187 2,947 +158
May03 020812 109.00 109.50 109.00 109.25 +1.55 108 516 +60
Total Volume and Open Interest 3,474 34,691 +626
Sugar #11(NYBOT)
Oct02 020812 5.76 5.83 5.69 5.70 -0.19 10,665 83,990 +24
Mar03 020812 5.80 5.84 5.73 5.73 -0.16 4,608 36,578 +1,187
May03 020812 5.67 5.68 5.60 5.60 -0.15 1,407 11,856 +373
Jul03 020812 5.47 5.47 5.38 5.38 -0.14 1,039 16,651 +11
Oct03 020812 5.51 5.51 5.45 5.45 -0.13 144 11,005 +91
Total Volume and Open Interest 18,115 165,848 +1,766
London Cocoa(LCE)
Sep02 020812 1354 1365 1348 1358 +1 1,994 42,881 -506
Dec02 020812 1319 1321 1310 1318 -2 4,654 30,976 +1,725
Mar03 020812 1290 1296 1284 1290 unch 2,875 36,984 -1,011
May03 020812 1303 1304 1303 1304 +1 1,291 10,172 +66
Jul03 020812 1318 1319 1312 1318 +1 433 9,418 +391
Sep03 020812 1325 1325 1318 1323 unch 355 7,083 +351
Dec03 020812 1323 1323 1323 1323 unch 225 7,415 +223
Total Volume and Open Interest 12,027 146,760 +1,439
London Coffee(LCE)
Sep02 020812 505.00 507.00 503.00 506.00 +3.00 1,908 24,749 -744
Nov02 020812 516.00 524.00 516.00 523.00 +5.00 1,902 40,420 +980
Jan03 020812 534.00 537.00 533.00 536.00 +3.00 615 27,810 +377
Mar03 020812 547.00 553.00 547.00 552.00 +3.00 436 14,914 +180
May03 020812 566.00 567.00 566.00 566.00 +2.00 116 10,344 +30
Jul03 020812 580.00 580.00 579.00 579.00 +1.00 316 7,849 +250
Total Volume and Open Interest 5,293 126,737 +1,073
London Sugar(LCE)
Aug02 020716 195.50 196.00 183.00 186.00 -10.10 2,618 2,258 -977
Oct02 020812 179.00 179.00 176.20 176.50 -2.00 1,518 19,878 -119
Dec02 020812 174.50 174.50 171.80 172.50 -1.80 611 8,340 +181
Mar03 020812 175.70 176.50 174.50 175.00 -2.10 530 9,581 +293
May03 020812 176.50 176.50 173.70 174.10 -2.30 102 3,820 +102
Total Volume and Open Interest 2,821 44,424 +505
Cotton(NYBOT)
Oct02 020812 43.80 47.29 43.76 45.43 +1.14 292 2,979 -73
Dec02 020812 45.33 48.25 45.10 46.92 +1.29 6,134 52,213 -745
Mar03 020812 47.00 49.80 46.95 48.70 +1.30 2,271 8,671 -91
May03 020812 49.60 51.95 49.60 51.20 +1.28 162 5,276 +26
Jul03 020812 50.65 52.90 50.65 52.20 +1.30 32 2,222 +15
Oct03 020812 52.20 53.30 52.20 53.30 +1.00 0 123 +0
Total Volume and Open Interest 8,891 72,570 -868
Lumber(CME)
Sep02 020812 243.6 243.7 240.3 241.0 -3.2 192 1,594 -18
Nov02 020812 247.0 247.0 244.6 245.0 -3.3 83 461 +18
Jan03 020812 258.4 258.4 256.2 256.7 -4.0 2 81 +0
Mar03 020812 263.5 263.5 261.2 261.2 -3.4 0 12 +0
Total Volume and Open Interest 278 2,178 +1
Crude Oil(NYM)
Sep02 020812 26.65 27.96 26.48 27.86 +1.00 63,831 95,303 -4,852
Oct02 020812 26.13 27.20 26.01 27.15 +0.78 40,293 105,089 +10,879
Nov02 020812 25.85 26.90 25.73 26.79 +0.72 7,278 28,507 +2,595
Dec02 020812 25.75 26.60 25.65 26.60 +0.69 8,542 51,095 +1,353
Jan03 020812 25.50 26.35 25.50 26.35 +0.66 2,593 22,017 +213
Feb03 020812 25.54 26.13 25.54 26.13 +0.63 395 9,702 -64
Mar03 020812 25.20 25.91 25.10 25.91 +0.60 406 9,390 +20
Apr03 020812 25.20 25.71 25.17 25.71 +0.57 217 7,236 +152
May03 020812 25.10 25.52 25.10 25.52 +0.55 342 4,117 +127
Jun03 020812 25.34 25.34 25.34 25.34 +0.53 231 16,053 -26
Total Volume and Open Interest 126,422 441,287 +9,737
Heating Oil(NYM)
Sep02 020812 66.80 69.70 66.20 69.46 +2.28 12,474 36,699 -2,660
Oct02 020812 67.70 70.60 67.25 70.52 +2.30 7,146 24,173 +1,348
Nov02 020812 68.65 71.40 68.25 71.32 +2.25 1,730 11,069 -41
Dec02 020812 69.40 71.97 69.10 71.97 +2.20 1,689 19,001 -121
Jan03 020812 69.95 72.42 69.50 72.42 +2.15 982 11,733 -17
Feb03 020812 69.75 72.12 69.60 72.12 +2.10 223 9,971 +3
Mar03 020812 68.40 70.82 67.50 70.82 +2.05 186 6,646 +21
Apr03 020812 67.00 69.27 66.90 69.27 +2.00 78 3,081 +57
May03 020812 65.45 67.72 65.45 67.72 +1.95 4 1,964 -1
Jun03 020812 66.75 67.17 66.75 67.17 +1.90 2 2,998 -2
Total Volume and Open Interest 24,536 130,737 -1,404
Unleaded Gas(NYM)
Sep02 020812 74.70 78.10 74.55 77.75 +2.25 20,130 38,517 -1,617
Oct02 020812 72.20 75.15 72.10 74.97 +1.81 7,907 21,369 +1,609
Nov02 020812 71.10 73.60 70.90 73.37 +1.66 1,032 7,911 +393
Dec02 020812 71.10 72.42 71.00 72.42 +1.51 195 5,997 +91
Jan03 020812 72.15 72.15 72.15 72.15 +1.39 29 2,561 -149
Feb03 020812 72.30 72.30 72.30 72.30 +1.34 4 1,068 +1
Mar03 020812 72.90 72.90 72.90 72.90 +1.29 12 2,066 +1
Apr03 020812 79.00 79.00 79.00 79.00 +1.24 42 1,453 +37
Total Volume and Open Interest 29,361 82,762 +374
Natural Gas(NYM)
Sep02 020812 2.840 2.970 2.830 2.965 +0.204 23,867 56,613 -2,767
Oct02 020812 2.870 3.010 2.865 3.001 +0.197 8,982 38,344 -1,065
Nov02 020812 3.200 3.330 3.195 3.316 +0.170 4,261 31,365 +150
Dec02 020812 3.500 3.610 3.490 3.606 +0.160 3,880 31,383 -126
Jan03 020812 3.660 3.770 3.650 3.759 +0.148 1,723 29,209 +482
Feb03 020812 3.635 3.740 3.635 3.729 +0.135 625 21,089 +31
Mar03 020812 3.610 3.700 3.610 3.689 +0.121 207 20,432 +67
Apr03 020812 3.530 3.620 3.530 3.604 +0.106 200 16,758 +160
Total Volume and Open Interest 47,682 440,416 -2,563
Brent Crude Oil(IPE)
Sep02 020812 25.30 26.05 25.00 26.04 +0.70 21,894 41,414 -3,687
Oct02 020812 25.15 25.78 24.83 25.75 +0.57 22,168 48,693 -2,217
Nov02 020812 25.13 25.65 24.78 25.65 +0.50 8,020 24,541 +3,529
Dec02 020812 25.00 25.49 24.67 25.49 +0.46 3,788 28,168 +492
Jan03 020812 24.80 25.28 24.61 25.28 +0.42 100 20,744 +100
Feb03 020812 24.57 25.09 24.57 25.09 +0.40 0 7,152 +0
Mar03 020812 24.90 24.90 24.90 24.90 +0.38 50 4,017 +0
Apr03 020812 24.50 24.71 24.50 24.71 +0.36 375 2,305 -320
Total Volume and Open Interest 57,330 216,885 -2,396
Gas Oil(IPE)
Aug02 020812 211.75 211.75 208.25 210.75 unch 14,724 10,941 -9,246
Sep02 020812 211.50 211.50 206.50 208.50 -1.75 20,119 45,850 +2,237
Oct02 020812 210.75 211.75 208.25 210.00 -1.50 5,642 26,285 +593
Nov02 020812 211.50 211.50 210.00 211.00 -1.75 2,041 23,448 +1,110
Dec02 020812 213.50 213.50 210.25 211.50 -1.75 807 44,791 -14
Jan03 020812 210.75 211.75 210.50 211.75 -1.75 0 9,230 +0
Feb03 020812 210.00 210.00 210.00 210.00 -2.00 0 4,511 +0
Mar03 020812 207.50 207.50 207.50 207.50 -1.75 121 6,337 +121
Total Volume and Open Interest 43,454 202,587 -5,449
US Dollar Index(NYBOT)
Sep02 020812 107.90 108.20 107.48 107.61 -0.81 228 8,169 +31
Dec02 020812 108.58 108.58 108.16 108.16 -0.81 13 2,627 +6
Mar03 020812 108.72 108.72 108.72 108.72 -0.81 0 2 +0
Total Volume and Open Interest 241 10,802 +37
Australian Dollar(IMM)
Sep02 020812 53.92 53.98 53.72 53.88 +0.44 1,314 23,038 +114
Dec02 020812 53.50 53.60 53.25 53.45 +0.44 29 737 -5
Mar03 020812 53.02 53.02 53.02 53.02 +0.44 0 16 +0
Total Volume and Open Interest 1,343 24,570 +109
British Pound(IMM)
Sep02 020812 152.78 153.02 152.50 152.82 +0.76 3,734 29,942 -1,152
Dec02 020812 151.80 152.10 151.64 151.94 +0.76 59 624 +28
Mar03 020812 151.04 151.04 151.04 151.04 +0.76 0 35 +0
Total Volume and Open Interest 3,793 30,606 -1,124
Canadian Dollar(IMM)
Sep02 020812 63.56 63.60 63.33 63.40 -0.07 3,712 51,637 -931
Dec02 020812 63.43 63.43 63.15 63.23 -0.07 775 7,734 +283
Mar03 020812 63.00 63.20 63.00 63.07 -0.07 28 1,793 +4
Jun03 020812 63.10 63.10 62.85 62.92 -0.07 10 644 +2
Total Volume and Open Interest 4,531 62,166 -638
Japanese Yen(IMM)
Sep02 020812 84.15 84.35 84.08 84.20 +0.82 4,452 67,463 -448
Dec02 020812 84.48 84.68 84.48 84.54 +0.82 88 1,758 +5
Mar03 020812 84.88 84.88 84.88 84.88 +0.82 0 228 +0
Total Volume and Open Interest 4,540 69,674 -443
Swiss Franc(IMM)
Sep02 020812 66.97 67.11 66.83 66.98 +0.40 5,146 34,732 -1,252
Dec02 020812 67.09 67.16 67.09 67.12 +0.40 30 905 -8
Mar03 020812 67.25 67.25 67.25 67.25 +0.40 2 42 +1
Total Volume and Open Interest 5,178 35,714 -1,259
EuroFX(IMM)
Sep02 020812 97.70 97.85 97.48 97.74 +0.84 8,566 93,138 -3,297
Dec02 020812 97.30 97.41 97.10 97.35 +0.84 122 4,524 -33
Mar03 020812 96.97 96.97 96.97 96.97 +0.84 5 151 +0
Total Volume and Open Interest 8,693 98,072 -3,330
Mexican Peso(IMM)
Sep02 020812 10137.0 10145.0 10020.0 10035.0 -130.0 1,507 13,974 +479
Dec02 020812 9870.0 9870.0 9870.0 9870.0 -125.0 1 1,520 -1
Total Volume and Open Interest 1,508 15,937 +478
30-Year T-Bonds(CBOT)
Sep02 020812 108~24 109~23 108~16 109~10 +0~22 246,917 397,542 +6,232
Dec02 020812 107~19 108~15 107~19 108~04 +0~22 12,295 54,764 +4,319
Mar03 020812 107~07 107~07 106~31 106~31 +0~23 7 83 -99
Total Volume and Open Interest 259,219 452,389 +10,452
Municipal Bonds(CBOT)
Sep02 020812 107~05 107~10 107~00 107~05 +0~12 653 4,163 +139
Dec02 020812 106~00 106~00 105~29 105~29 +0~12 1 1 +0
Total Volume and Open Interest 654 4,164 +139
10-Year T-Notes(CBOT)
Sep02 020812 112~170 113~010 112~115 112~220 +0~070 385,857 836,680 -1,974
Dec02 020812 111~140 111~195 111~080 111~100 +0~070 18,929 170,276 +7,149
Total Volume and Open Interest 404,786 1,006,959 +5,175
5-Year T-Notes(CBOT)
Sep02 020812 111~245 111~280 111~180 111~215 +0~025 56,367 613,829 -2,758
Dec02 020812 110~270 110~295 110~200 110~250 +0~045 8,169 17,580 +1,557
Total Volume and Open Interest 64,536 631,409 -1,201
2 Year T-Notes(CBOT)
Sep02 020812 106~105 106~112 106~093 106~104 unch 10,294 108,574 +1,552
Total Volume and Open Interest 10,294 108,574 +1,552
3-Mth T-Bills(IMM)
Sep02 020812 98.48 98.48 98.41 98.41 -0.07 0 674 +0
Total Volume and Open Interest 0 674 +0
Eurodollars(IMM)
Sep02 020812 98.305 98.310 98.285 98.295 -0.010 92,566 741,739 -1,349
Dec02 020812 98.335 98.340 98.295 98.315 -0.015 123,751 700,292 +4,901
Mar03 020812 98.185 98.195 98.120 98.150 -0.035 160,382 622,436 +3,351
Jun03 020812 97.845 97.850 97.775 97.815 -0.015 113,764 428,953 -4,204
Sep03 020812 97.400 97.400 97.330 97.390 +0.015 55,721 375,958 +1,525
Dec03 020812 96.945 96.950 96.890 96.935 +0.010 26,424 282,912 -1,762
Mar04 020812 96.540 96.560 96.490 96.550 +0.030 29,766 180,953 +212
Jun04 020812 96.240 96.265 96.195 96.250 +0.055 19,029 163,662 -556
Sep04 020812 95.975 96.045 95.965 96.015 +0.060 13,015 127,860 -661
Dec04 020812 95.750 95.805 95.740 95.780 +0.070 13,677 111,147 -28
Mar05 020812 95.580 95.625 95.570 95.600 +0.075 13,111 103,103 +408
Jun05 020812 95.400 95.445 95.390 95.425 +0.085 13,645 91,029 +697
Total Volume and Open Interest 726,252 4,494,105 +2,986
3-Mth Euro-Yen(IMM)
Sep02 020812 99.93 99.93 99.93 99.93 unch 69 10,869 +25
Dec02 020812 99.92 99.92 99.91 99.92 unch 71 5,245 +0
Mar03 020812 99.90 99.90 99.90 99.90 unch 300 3,141 +230
Jun03 020812 99.90 99.90 99.90 99.90 unch 7 5,265 +52
Sep03 020812 99.88 99.88 99.88 99.88 +0.01 0 5,679 -275
Dec03 020812 99.85 99.85 99.84 99.84 unch 0 3,658 -501
Mar04 020812 99.78 99.78 99.78 99.78 unch 0 720 +0
Jun04 020812 99.75 99.75 99.75 99.75 unch 0 379 +0
Sep04 020812 99.68 99.68 99.68 99.68 +0.01 0 900 +0
Dec04 020812 99.65 99.65 99.65 99.65 unch 0 161 +0
Total Volume and Open Interest 447 37,577 -469
3-Mth Euro-Yen(SIMEX)
Sep02 020812 99.93 99.93 99.93 99.93 unch 2,030 42,749 -51
Dec02 020812 99.92 99.92 99.92 99.92 0.00 1,013 39,330 +778
Mar03 020812 99.89 99.89 99.89 99.89 0.00 1,036 35,528 +65
Jun03 020812 99.90 99.90 99.90 99.90 0.00 281 50,044 +135
Sep03 020812 99.87 99.87 99.87 99.87 -0.01 95 29,466 +79
Dec03 020812 99.84 99.84 99.84 99.84 unch 5 16,630 -500
Mar04 020812 99.79 99.79 99.79 99.79 +0.01 18 15,252 -115
Jun04 020812 99.76 99.77 99.76 99.77 +0.01 0 6,558 +0
Total Volume and Open Interest 4,728 244,230 +641
German Euro-Bund(EUREX)
Sep02 020812 110.80 111.03 110.72 110.98 +0.25 610,659 824,469 +7,024
Dec02 020812 110.24 110.34 110.24 110.32 +0.24 1,929 44,027 +811
Mar03 020812 110.28 110.28 110.28 110.28 +0.24 4,274 0 +0
Total Volume and Open Interest 616,862 868,496 +7,835
German Euro-Bobl(EUREX)
Sep02 020812 108.41 108.53 108.37 108.48 +0.10 395,888 599,820 -5,697
Dec02 020812 107.73 107.78 107.73 107.77 +0.11 2,500 34,974 +1,019
Mar03 020812 107.68 107.68 107.68 107.68 +0.10 3,135 0 +0
Total Volume and Open Interest 401,523 634,794 -4,678
Long Gilt(LIFFE)
Sep02 020812 115~20 116~02 115~20 115~29 +0~07 26,218 111,733 +683
Dec02 020812 118~08 118~08 118~08 118~08 +0~07      
Total Volume and Open Interest 26,218 111,733 +683
3-Mth Short Sterling(LIFFE)
Sep02 020812 96.08 96.10 96.07 96.08 -0.01 12,201 0 +0
Dec02 020812 96.11 96.14 96.09 96.12 unch 24,738 0 +0
Mar03 020812 95.96 96.00 95.95 95.97 unch 18,800 0 +0
Total Volume and Open Interest 74,120    
3-Mth Euribor(LIFFE)
Sep02 020812 96.685 96.690 96.670 96.680 -0.005 64,950 379,320 -5,659
Dec02 020812 96.730 96.735 96.690 96.705 -0.015 94,881 379,762 -4,555
Mar03 020812 96.730 96.730 96.670 96.685 -0.020 79,400 375,399 -2,279
Total Volume and Open Interest 352,350 1,815,567 -13,482
3-Mth Aus T-Bills(SFE)
Sep02 020812 95.13 95.15 95.07 95.09 -0.04 13,290 289,139 -691
Dec02 020812 95.13 95.14 95.02 95.07 -0.04 16,234 204,927 +1,536
Mar03 020812 94.97 94.97 94.88 94.95 -0.01 3,442 74,005 -1,014
Jun03 020812 94.83 94.83 94.74 94.80 unch 746 32,472 -643
Sep03 020812 94.69 94.69 94.63 94.66 unch 498 20,384 -692
Dec03 020812 94.53 94.54 94.50 94.54 +0.02 517 15,926 -1,019
Mar04 020812 94.40 94.40 94.37 94.40 +0.02 313 10,176 -135
Jun04 020812 94.30 94.31 94.24 94.31 +0.03 250 4,997 -117
Sep04 020812 94.18 94.22 94.18 94.22 +0.03 150 2,158 -48
Dec04 020812 94.07 94.12 94.07 94.12 +0.04 50 1,475 +37
Total Volume and Open Interest 35,641 656,772 -2,784
10-Year Aus T-Bonds(SFE)
Sep02 020812 94.43 94.45 94.39 94.42 +0.06 1,983 223,636 -4,421
Dec02 020812 94.39 94.39 94.39 94.39 +0.03      
Total Volume and Open Interest 16,956 228,563 +506
3-Year Aus T-Bonds(SFE)
Sep02 020812 94.93 94.93 94.83 94.88 unch 62,142 666,493 +24,248
Dec02 020812 94.83 94.83 94.83 94.83 unch      
Total Volume and Open Interest 62,142 666,493 +24,248
Gold(CMX)
Aug02 020812 318.0 318.0 314.0 314.1 -0.1 86 579 -27
Oct02 020812 317.5 318.8 313.7 314.8 -0.2 1,106 12,964 -529
Dec02 020812 318.7 319.7 315.0 315.8 -0.2 25,984 85,290 +1,988
Feb03 020812 320.5 321.0 316.5 316.5 -0.2 11 9,498 +13
Apr03 020812 320.0 320.0 317.0 317.1 -0.1 1 4,283 +4
Jun03 020812 320.0 320.0 317.6 317.6 -0.1 12 5,861 -1
Total Volume and Open Interest 27,868 144,407 +1,256
Silver(CMX)
Sep02 020812 471.5 473.5 458.0 459.3 -7.7 5,314 39,600 -2,624
Dec02 020812 473.5 477.0 460.5 462.2 -7.7 952 28,337 +318
Mar03 020812 475.0 475.0 464.1 464.1 -7.7 26 2,501 -1
May03 020812 465.2 465.2 465.2 465.2 -7.7 0 2,072 +0
Jul03 020812 478.0 478.0 464.0 466.5 -7.5 1 4,333 +0
Total Volume and Open Interest 6,293 81,633 -2,334
Platinum(NYM)
Oct02 020812 550.5 553.5 548.0 548.0 +2.5 985 5,818 +242
Jan03 020812 547.0 548.0 543.0 543.0 +2.5 0 64 -1
Total Volume and Open Interest 985 5,882 +241
Palladium(NYME)
Sep02 020812 325.80 325.80 322.00 323.50 +2.40 69 2,015 +3
Dec02 020812 326.50 326.50 324.30 324.30 +2.40 12 315 +12
Total Volume and Open Interest 81 2,330 +15
Copper(CMX)
Sep02 020812 66.95 68.10 66.80 67.85 +0.05 7,601 45,899 -212
Dec02 020812 67.60 68.85 67.55 68.60 +0.05 2,878 18,390 +1,882
Mar03 020812 68.90 69.75 68.70 69.35 +0.05 87 4,444 +45
May03 020812 69.25 69.90 69.25 69.90 +0.05 1 2,921 +1
Jul03 020812 70.35 70.35 70.35 70.35 +0.05 23 2,379 +23
Total Volume and Open Interest 11,679 100,236 +2,434
DJIA Index(CBOT)
Sep02 020812 8635 8720 8575 8670 -55 23,379 31,637 -1,327
Dec02 020812 8615 8700 8560 8656 -55 95 632 +9
Mar03 020812 8648 8648 8648 8648 -55 0 1 +0
Jun03 020812 8640 8640 8640 8640 -55 0 10 +10
Total Volume and Open Interest 23,474 32,307 -1,308
S & P 500(CME)
Sep02 020812 896.00 908.50 891.50 902.50 -5.30 56,609 580,921 -1,243
Dec02 020812 895.50 908.00 895.50 902.40 -5.30 1,441 25,403 +1,207
Mar03 020812 902.40 902.40 902.40 902.40 -5.20 0 19,716 +0
Jun03 020812 902.60 902.60 902.60 902.60 -5.20 10 320 +0
Total Volume and Open Interest 58,060 626,404 -36
S & P 500 E-Mini(Globex)
Sep02 020812 906.50 908.25 891.25 902.50 -5.25 494,097 344,981 -2,071
Dec02 020812 907.75 907.75 890.50 902.50 -5.25 31 111 +9
Total Volume and Open Interest 494,128 345,092 -2,062
NASDAQ 100(CME)
Sep02 020812 928.00 946.00 923.00 943.50 +4.50 11,798 67,396 +30
Dec02 020812 947.00 947.00 947.00 947.00 +4.50 0 60 +0
Mar03 020812 950.50 950.50 950.50 950.50 +4.50 0 2 +0
Total Volume and Open Interest 11,798 67,458 +30
NASDAQ 100 E-Mini(GLOBEX)
Sep02 020812 937.5 946.0 922.5 943.5 +4.5 165,451 169,453 -5,475
Dec02 020812 942.5 947.0 936.5 947.0 +4.5 5 24 +0
Total Volume and Open Interest 165,456 169,477 -5,475
NYSE Composite(NYBOT)
Sep02 020812 484.00 490.00 483.00 487.25 -2.75 620 5,818 +100
Dec02 020812 487.25 487.25 487.25 487.25 -2.75 20 310 -10
Mar03 020812 487.25 487.25 487.25 487.25 -2.75 0 100 +0
Total Volume and Open Interest 640 6,228 +90
S & P Midcap 400(CME)
Sep02 020812 432.00 439.00 429.50 436.00 +1.00 703 16,359 +15
Dec02 020812 436.80 436.80 436.80 436.80 +1.00      
Mar03 020812 439.80 439.80 439.80 439.80 +1.00      
Total Volume and Open Interest 703 16,359 +15
Russell 2000(CME)
Sep02 020812 381.00 390.00 381.00 387.75 +1.00 2,126 25,415 -23
Dec02 020812 388.50 388.50 388.50 388.50 +1.00 0 1 +0
Mar03 020812 390.50 390.50 390.50 390.50 +1.00      
Total Volume and Open Interest 2,126 25,416 -23
Value Line(KCBT)
Sep02 020812 986.50 1008.50 986.00 998.00 -5.00 20 184 -10
Total Volume and Open Interest 20 185 -10
Nikkei 225(CME)
Sep02 020812 9740 9770 9530 9555 -395 1,200 24,911 -213
Dec02 020812 9715 9715 9550 9550 -395 1 55 -1
Total Volume and Open Interest 1,201 24,970 -214
Nikkei 225(SIMEX)
Sep02 020812 9870 9920 9710 9725 -250 18,605 86,664 +296
Dec02 020812 9695 9695 9695 9695 -250 0 151 +0
Mar03 020812 9695 9695 9695 9695 -250 0 300 +0
Total Volume and Open Interest 18,605 87,115 +296
CAC 40(MATIF)
Aug02 020812 3437.0 3444.0 3345.0 3370.0 -82.0 56,741 440,348 +2,651
Sep02 020812 3426.0 3444.0 3365.0 3378.5 -82.5 458 132,734 -10
Oct02 020812 3388.5 3388.5 3388.5 3388.5 -83.0 0 10 +0
Total Volume and Open Interest 57,199 597,783 +2,641
DAX Index(EUREX)
Sep02 020812 3699.0 3729.0 3651.0 3685.0 -63.0 74,945 206,774 -130
Dec02 020812 3720.0 3748.0 3714.0 3716.0 -63.5 66 6,119 +6
Mar03 020812 3755.5 3755.5 3746.5 3746.5 -64.5 168 1,396 +53
Total Volume and Open Interest 75,179 214,289 -71
FT-SE 100(LIFFE)
Sep02 020812 4288.00 4295.00 4180.00 4209.00 -99.50 53,088 456,246 +1,795
Dec02 020812 4266.00 4266.00 4230.00 4230.00 -100.50 466 31,287 +94
Mar03 020812 4220.00 4228.00 4218.00 4218.50 -104.00 250 15,653 +0
Total Volume and Open Interest 53,829 507,961 +1,889
SPI 200(SFE)
Sep02 020812 3099.0 3106.0 3086.0 3095.0 -3.0 12,356 171,276 +199
Dec02 020812 3113.0 3113.0 3102.0 3102.0 -3.0 98 2,283 +59
Mar03 020812 3109.0 3109.0 3109.0 3109.0 -2.0 222 1,152 +102
Total Volume and Open Interest 12,814 175,956 +406
GSCI(CME)
Aug02 020812 202.10 206.40 202.10 206.40 +4.90 1,805 10,065 -1,357
Sep02 020812 202.90 205.80 202.00 205.80 +4.25 2,876 9,570 +2,440
Oct02 020812 206.50 206.50 206.50 206.50 +4.25      
Total Volume and Open Interest 4,681 19,635 +1,083
Bridge CRB Index(NYBOT)
Nov02 020812 220.00 222.50 217.25 218.75 +2.75 22 191 +9
Jan03 020812 220.75 220.75 220.75 220.75 +2.75 5 102 -2
Feb03 020812 220.75 220.75 220.75 220.75 +2.75 1 50 +0
Total Volume and Open Interest 67 433 -26
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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