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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 26, 2002
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Sep02 020826 555.00 556.00 550.00 553.75 +1.75 7,247 15,516 -3,982
Nov02 020826 544.75 545.00 538.00 539.00 -1.50 33,737 97,702 +198
Jan03 020826 547.00 548.00 541.50 542.00 -1.25 2,347 21,010 +109
Mar03 020826 549.00 549.00 542.50 542.75 -1.75 1,053 17,398 -67
May03 020826 546.50 547.50 541.50 542.00 -1.50 1,502 28,350 -206
Jul03 020826 546.00 547.50 540.00 540.00 -2.00 1,794 9,109 -10
Aug03 020826 544.00 544.00 538.00 538.00 -0.50 3 262 -3
Total Volume and Open Interest 48,299 193,101 -4,164
Soybean Meal(CBOT)
Sep02 020826 176.00 177.10 175.10 176.20 +0.40 6,844 14,271 -1,539
Oct02 020826 169.50 171.00 169.50 170.10 +0.80 3,503 22,364 +1,150
Dec02 020826 169.00 170.00 168.30 169.10 +0.90 13,619 56,846 -407
Jan03 020826 169.20 169.80 168.20 168.90 +0.60 1,474 8,669 +323
Mar03 020826 168.30 168.50 167.00 167.70 +0.30 1,139 7,974 +210
May03 020826 166.30 167.50 165.80 166.30 +0.10 1,141 13,089 +391
Jul03 020826 167.00 167.70 166.00 166.20 -0.20 997 7,689 +168
Aug03 020826 167.00 167.00 165.20 165.20 unch 45 1,945 +24
Total Volume and Open Interest 28,830 136,757 +349
Soybean Oil(CBOT)
Sep02 020826 21.32 21.32 20.89 20.91 -0.35 9,684 18,312 +657
Oct02 020826 21.28 21.29 20.89 20.90 -0.34 4,591 18,167 +1,063
Dec02 020826 21.26 21.31 20.90 20.94 -0.28 16,786 83,117 +3,121
Jan03 020826 21.24 21.24 20.87 20.88 -0.23 1,384 9,028 +693
Mar03 020826 21.13 21.13 20.86 20.88 -0.17 1,520 6,848 +53
May03 020826 21.00 21.00 20.82 20.84 -0.12 3,191 8,365 -599
Jul03 020826 20.88 20.92 20.70 20.82 -0.03 792 4,930 -132
Aug03 020826 20.68 20.70 20.65 20.69 -0.01 27 933 +26
Total Volume and Open Interest 38,316 153,008 +5,120
Canola(WCE)
Sep02 020826 427.0 427.0 427.0 427.0 -0.1 0 105 -2
Nov02 020826 439.0 439.0 432.3 432.9 -3.6 4,645 32,892 -479
Jan03 020826 442.0 442.0 435.5 436.0 -4.0 1,911 15,568 -355
Mar03 020826 440.0 440.5 435.3 435.5 -2.5 978 7,326 +580
May03 020826 432.5 432.5 432.5 432.5 -3.0 185 1,739 +45
Total Volume and Open Interest 7,804 58,171 -126
Corn(CBOT)
Sep02 020826 263.75 265.00 262.00 263.25 +0.75 26,455 65,634 -2,168
Dec02 020826 275.00 276.25 273.00 274.75 +1.25 47,581 318,663 -514
Mar03 020826 281.00 282.25 279.00 280.50 +1.25 10,227 66,007 +3,171
May03 020826 282.50 283.50 281.00 282.25 +1.75 882 15,598 -29
Jul03 020826 282.50 283.50 280.50 281.75 +1.00 1,560 23,448 +39
Sep03 020826 266.50 267.00 264.00 264.00 unch 68 4,998 +4
Total Volume and Open Interest 87,649 516,822 +670
Wheat(CBOT)
Sep02 020826 350.00 355.00 350.00 353.50 +5.75 5,171 16,027 -325
Dec02 020826 363.00 367.50 362.50 365.25 +6.25 23,149 90,293 +1,517
Mar03 020826 369.00 373.50 369.00 372.25 +6.75 2,333 15,891 +471
May03 020826 366.00 367.50 363.50 365.00 +3.50 96 1,397 +7
Jul03 020826 345.50 347.00 343.00 346.25 +1.50 963 7,386 +90
Total Volume and Open Interest 31,978 132,567 +1,776
Wheat(KCBT)
Sep02 020826 393.00 405.00 392.50 403.50 +12.50 5,392 12,019 -1,606
Dec02 020826 401.00 407.50 400.00 406.50 +10.50 8,736 50,672 +963
Mar03 020826 401.50 408.00 401.50 407.00 +9.25 1,117 12,358 +609
May03 020826 391.50 394.50 391.00 394.00 +7.00 31 1,063 -9
Jul03 020826 369.00 370.00 367.00 369.50 +2.50 771 4,129 +468
Total Volume and Open Interest 16,048 80,306 +426
Wheat(MGE)
Sep02 020826 412.00 422.00 411.75 421.25 +11.50 2,783 6,801 -451
Dec02 020826 416.00 423.00 415.50 422.75 +9.50 4,340 14,941 +1,398
Mar03 020826 417.50 424.00 417.50 423.75 +10.25 804 3,657 +165
May03 020826 411.00 411.00 409.00 410.00 +7.75 147 1,483 +14
Jul03 020826 389.50 393.50 389.00 392.50 +8.00 182 1,195 +86
Total Volume and Open Interest 8,376 28,828 +1,270
Oats(CBOT)
Sep02 020826 182.00 185.00 182.00 185.00 +4.25 625 2,380 +137
Dec02 020826 184.50 187.00 184.25 187.00 +4.50 892 6,995 +35
Mar03 020826 181.50 183.25 181.25 182.50 +2.50 37 1,752 +2
May03 020826 179.00 179.00 179.00 179.00 unch 0 214 +0
Total Volume and Open Interest 1,554 11,342 +174
Rough Rice(CBOT)
Sep02 020826 4.13 4.23 4.13 4.22 +0.10 90 1,618 +57
Nov02 020826 4.40 4.48 4.40 4.47 +0.10 195 2,923 +70
Jan03 020826 4.70 4.70 4.65 4.70 +0.10 27 919 +16
Mar03 020826 4.92 4.92 4.92 4.92 +0.10 3 787 +3
Total Volume and Open Interest 320 7,202 +151
Live Cattle(CME)
Aug02 020826 64.950 65.100 64.525 64.750 -0.300 997 1,563 -463
Oct02 020826 67.125 67.375 66.900 67.075 -0.150 9,452 43,505 -479
Dec02 020826 69.525 69.925 69.400 69.875 +0.225 3,304 24,445 +144
Feb03 020826 70.975 71.350 70.850 71.325 +0.200 2,203 15,364 +531
Apr03 020826 72.150 72.400 71.900 72.300 +0.050 1,129 7,278 -18
Jun03 020826 67.550 67.600 67.225 67.525 -0.150 766 2,748 +39
Total Volume and Open Interest 17,912 94,988 -234
Feeder Cattle(CME)
Aug02 020826 79.150 79.350 79.050 79.300 +0.075 566 2,165 -185
Sep02 020826 79.000 79.200 78.650 78.950 -0.175 449 1,840 -117
Oct02 020826 78.700 79.200 78.425 78.800 -0.250 1,626 5,229 +290
Nov02 020826 79.000 79.500 78.700 79.150 -0.250 440 1,792 +87
Jan03 020826 77.500 78.050 77.300 77.625 -0.250 175 1,079 +41
Mar03 020826 76.450 76.475 76.450 76.475 -0.050 7 170 +6
Apr03 020826 76.500 76.500 76.500 76.500 -0.100 35 119 -9
Total Volume and Open Interest 3,309 12,439 +122
Lean Hogs(CME)
Oct02 020826 33.600 33.800 32.550 32.625 -1.925 3,560 18,274 +67
Dec02 020826 34.400 34.500 33.300 33.550 -1.300 2,255 10,429 +312
Feb03 020826 42.550 42.550 41.600 41.800 -0.900 290 2,151 +48
Apr03 020826 49.050 49.050 48.150 48.275 -1.075 152 708 +57
May03 020826 56.400 56.550 56.100 56.450 -0.750 37 173 +9
Jun03 020826 58.150 58.225 58.000 58.225 -0.525 29 252 +10
Jul03 020826 57.900 58.050 57.800 58.050 -0.525 6 109 +2
Aug03 020826 55.450 55.450 55.050 55.050 -0.575 0 40 +0
Total Volume and Open Interest 6,329 32,138 +505
Pork Bellies(CME)
Aug02 020826 69.925 73.000 69.925 73.000 +2.850 6 14 -7
Feb03 020826 61.200 61.900 59.950 60.800 +0.125 284 937 +4
Mar03 020826 60.100 60.100 60.100 60.100 unch 5 30 +1
May03 020826 61.700 61.700 61.700 61.700 unch 0 1 +0
Jul03 020826 61.975 61.975 61.975 61.975 -0.025 1 11 +0
Total Volume and Open Interest 296 996 -2
Cocoa(NYBOT)
Sep02 020826 1950 1950 1920 1937 -18 432 1,585 -199
Dec02 020826 1953 1953 1923 1940 -18 3,638 39,210 -477
Mar03 020826 1955 1955 1932 1950 -11 1,480 20,821 -62
May03 020826 1965 1965 1943 1960 -5 634 7,454 +252
Jul03 020826 1964 1964 1964 1964 -6 155 7,391 +34
Sep03 020826 1963 1969 1959 1969 +4 52 11,440 +49
Dec03 020826 1963 1972 1963 1972 +1 270 9,800 +120
Total Volume and Open Interest 7,091 102,236 +167
Coffee "C"(NYBOT)
Sep02 020826 49.05 49.20 48.00 48.35 -0.85 743 2,946 -407
Dec02 020826 51.70 51.75 49.90 50.60 -1.25 6,489 38,876 -911
Mar03 020826 54.40 54.40 52.95 53.45 -1.15 971 12,634 -1
May03 020826 55.70 56.00 54.75 54.95 -1.05 402 4,335 -125
Jul03 020826 57.40 57.40 56.20 56.35 -0.95 204 4,257 +4
Sep03 020826 58.95 58.95 57.30 57.75 -0.85 51 2,888 +70
Total Volume and Open Interest 8,864 66,175 -1,369
Orange Juice(NYBOT)
Sep02 020826 99.60 100.50 99.50 99.55 +0.25 1,525 7,660 -941
Nov02 020826 102.80 103.75 102.65 102.80 +0.35 1,160 15,338 -59
Jan03 020826 105.00 105.25 104.60 104.90 +0.40 326 4,702 +115
Mar03 020826 104.70 105.80 104.70 105.80 +0.30 94 3,327 -29
May03 020826 106.00 106.80 106.00 106.80 +0.30 16 623 +10
Total Volume and Open Interest 3,131 32,105 -894
Sugar #11(NYBOT)
Oct02 020826 5.72 5.79 5.65 5.76 -0.02 5,474 86,630 -972
Mar03 020826 5.70 5.78 5.67 5.75 -0.01 2,332 42,429 +688
May03 020826 5.49 5.54 5.48 5.54 -0.01 675 13,026 +318
Jul03 020826 5.28 5.34 5.27 5.32 +0.01 969 18,262 +358
Oct03 020826 5.38 5.45 5.38 5.43 +0.03 785 11,718 +116
Total Volume and Open Interest 10,235 178,512 +508
London Cocoa(LCE)
Sep02 020823 1410 1416 1388 1400 -10 860 15,542 -565
Dec02 020823 1414 1424 1397 1413 -1 2,142 54,406 +47
Mar03 020823 1416 1420 1403 1414 +2 1,224 39,370 +352
May03 020823 1421 1426 1415 1425 +4 377 9,994 +247
Jul03 020823 1431 1437 1422 1437 +8 99 11,071 +51
Sep03 020823 1432 1438 1429 1438 +5 288 8,593 +89
Dec03 020823 1435 1440 1429 1440 +5 28 7,909 +20
Total Volume and Open Interest 5,018 148,748 +241
London Coffee(LCE)
Sep02 020823 500.00 503.00 498.00 500.00 +3.00 1,316 17,542 -827
Nov02 020823 515.00 519.00 515.00 517.00 +2.00 2,182 42,032 +835
Jan03 020823 531.00 534.00 531.00 533.00 +2.00 292 30,301 +37
Mar03 020823 549.00 551.00 548.00 548.00 unch 339 19,186 +186
May03 020823 565.00 566.00 562.00 563.00 unch 284 10,540 -3
Jul03 020823 579.00 580.00 578.00 578.00 unch 304 8,619 +291
Total Volume and Open Interest 5,581 131,180 +1,246
London Sugar(LCE)
Aug02 020716 195.50 196.00 183.00 186.00 -10.10 2,618 2,258 -977
Oct02 020823 181.70 182.50 179.00 179.00 -2.00 2,236 18,254 +327
Dec02 020823 177.30 177.30 173.30 173.50 -2.50 636 10,658 +254
Mar03 020823 179.00 179.80 176.20 176.20 -1.80 14 11,007 -8
May03 020823 174.80 175.20 174.80 175.20 -1.80 10 4,024 +5
Total Volume and Open Interest 3,086 47,978 +768
Cotton(NYBOT)
Oct02 020826 43.92 43.92 43.05 43.20 -0.60 211 2,762 -54
Dec02 020826 45.10 45.60 44.65 44.83 -0.42 3,774 49,550 -111
Mar03 020826 47.10 47.15 46.70 46.87 -0.51 225 8,688 -33
May03 020826 49.80 49.80 49.50 49.60 -0.66 102 5,878 +15
Jul03 020826 50.85 50.85 50.65 50.65 -0.40 62 2,386 +7
Oct03 020826 51.50 51.50 51.50 51.50 -0.55 0 156 +0
Total Volume and Open Interest 4,381 70,560 -169
Lumber(CME)
Sep02 020826 247.9 251.5 246.0 247.4 -1.1 240 1,583 +9
Nov02 020826 248.0 249.9 248.0 248.2 -0.1 111 625 +35
Jan03 020826 259.1 259.3 259.1 259.3 -0.1 8 103 +2
Mar03 020826 266.5 266.5 266.5 266.5 +0.1 5 23 +3
Total Volume and Open Interest 365 2,370 +50
Crude Oil(NYM)
Oct02 020826 28.65 29.49 28.65 29.28 +0.65 68,064 172,169 -3,868
Nov02 020826 28.35 29.05 28.26 28.91 +0.70 22,157 42,492 +1,737
Dec02 020826 28.00 28.70 28.00 28.54 +0.63 19,825 53,884 -1,294
Jan03 020826 27.60 28.20 27.60 28.12 +0.57 1,807 25,842 -143
Feb03 020826 27.27 27.75 27.27 27.70 +0.51 949 11,745 +201
Mar03 020826 26.86 27.40 26.86 27.31 +0.45 2,601 14,973 +950
Apr03 020826 27.00 27.00 26.95 26.95 +0.40 525 8,006 +116
May03 020826 26.62 26.62 26.60 26.62 +0.36 279 5,244 +108
Jun03 020826 26.18 26.32 26.18 26.32 +0.33 1,272 18,143 +534
Jul03 020826 25.85 26.06 25.85 26.06 +0.30 51 5,948 +51
Total Volume and Open Interest 122,883 450,883 -1,579
Heating Oil(NYM)
Sep02 020826 74.30 75.65 73.80 75.11 +1.21 15,472 21,230 -1,996
Oct02 020826 75.20 76.80 74.90 76.38 +1.44 14,721 52,232 +212
Nov02 020826 75.85 77.50 75.70 77.08 +1.44 2,915 17,678 +678
Dec02 020826 76.30 78.00 76.20 77.63 +1.49 4,270 18,615 -189
Jan03 020826 76.80 78.15 76.80 77.83 +1.49 1,667 12,030 +301
Feb03 020826 76.20 77.20 76.20 76.98 +1.39 330 9,496 -100
Mar03 020826 74.20 75.00 74.20 74.88 +1.29 420 6,594 +10
Apr03 020826 72.90 73.00 72.53 72.53 +1.19 135 3,640 -81
May03 020826 70.75 70.75 70.18 70.18 +1.09 54 2,178 +52
Jun03 020826 69.13 69.13 69.13 69.13 +0.99 318 3,527 +105
Total Volume and Open Interest 40,439 151,252 -981
Unleaded Gas(NYM)
Sep02 020826 79.80 82.30 79.50 82.11 +2.59 18,352 22,555 -1,556
Oct02 020826 77.80 79.80 77.50 79.60 +2.26 10,695 49,991 +67
Nov02 020826 76.50 78.40 76.50 78.30 +2.06 2,358 11,075 +375
Dec02 020826 75.90 77.50 75.70 77.35 +1.86 1,627 8,866 -67
Jan03 020826 75.25 76.80 75.25 76.75 +1.66 72 3,329 -20
Feb03 020826 76.75 76.75 76.75 76.75 +1.61 440 2,101 +235
Mar03 020826 75.90 77.10 75.90 77.10 +1.51 165 2,217 -17
Apr03 020826 82.95 82.95 82.95 82.95 +1.36 80 1,517 +15
Total Volume and Open Interest 33,789 103,597 -968
Natural Gas(NYM)
Sep02 020826 3.530 3.630 3.460 3.617 +0.130 41,193 35,509 -8,393
Oct02 020826 3.590 3.685 3.500 3.676 +0.133 29,996 53,797 +1,071
Nov02 020826 3.850 3.930 3.770 3.919 +0.134 10,423 29,195 +723
Dec02 020826 4.065 4.160 4.000 4.151 +0.136 7,896 31,141 -1,348
Jan03 020826 4.170 4.270 4.130 4.261 +0.131 4,363 29,821 +499
Feb03 020826 4.130 4.206 4.080 4.206 +0.126 1,712 21,431 +362
Mar03 020826 4.030 4.121 3.980 4.121 +0.121 3,044 24,943 +1,298
Apr03 020826 3.850 3.976 3.850 3.976 +0.116 2,049 18,299 +560
Total Volume and Open Interest 107,213 436,448 -4,705
Brent Crude Oil(IPE)
Oct02 020823 26.96 27.10 26.79 26.99 -0.03 33,662 72,140 +303
Nov02 020823 26.85 27.00 26.72 26.88 -0.06 16,164 40,571 +1,149
Dec02 020823 26.65 26.81 26.56 26.68 unch 13,897 32,499 -157
Jan03 020823 26.30 26.45 26.26 26.40 +0.04 2,136 19,419 -369
Feb03 020823 25.96 26.17 25.96 26.12 +0.07 308 6,347 +222
Mar03 020823 25.73 25.81 25.70 25.81 +0.09 250 6,518 +100
Apr03 020823 25.39 25.51 25.39 25.50 +0.11 550 6,219 -640
May03 020823 25.24 25.24 25.24 25.24 +0.16 250 3,637 +84
Total Volume and Open Interest 72,612 230,310 +1,162
Gas Oil(IPE)
Sep02 020823 229.00 230.00 226.50 229.50 unch 10,494 42,013 -2,189
Oct02 020823 229.25 230.50 227.25 230.25 +0.25 8,037 38,000 +2,968
Nov02 020823 229.50 230.75 228.25 230.75 +0.25 2,093 28,154 +715
Dec02 020823 229.00 230.75 228.25 230.75 +0.25 2,643 41,027 +403
Jan03 020823 228.25 230.50 228.25 230.50 +0.50 1,146 11,799 -312
Feb03 020823 227.00 227.00 227.00 227.00 +0.75 0 4,596 +0
Mar03 020823 223.00 223.00 223.00 223.00 +0.75 100 6,229 +4
Apr03 020823 219.00 219.00 219.00 219.00 +0.75 0 1,712 -100
Total Volume and Open Interest 25,563 205,887 +1,039
US Dollar Index(NYBOT)
Sep02 020826 108.26 108.30 107.85 107.95 -0.18 585 7,622 -167
Dec02 020826 108.85 108.85 108.42 108.48 -0.18 40 2,677 -6
Mar03 020826 109.02 109.02 109.02 109.02 -0.18 0 2 +0
Total Volume and Open Interest 625 10,305 -173
Australian Dollar(IMM)
Sep02 020826 54.27 54.33 54.10 54.23 +0.01 1,023 21,530 +99
Dec02 020826 53.85 53.90 53.70 53.80 +0.01 4 887 +11
Mar03 020826 53.37 53.37 53.37 53.37 +0.01 0 20 +0
Total Volume and Open Interest 1,027 23,218 +110
British Pound(IMM)
Sep02 020826 151.80 152.24 151.76 151.98 +0.30 2,345 28,136 -447
Dec02 020826 151.00 151.50 151.00 151.10 +0.30 73 763 +42
Mar03 020826 150.20 150.20 150.20 150.20 +0.30 0 55 +0
Total Volume and Open Interest 2,418 28,959 -405
Canadian Dollar(IMM)
Sep02 020826 64.23 64.28 64.02 64.26 +0.04 1,370 51,021 +528
Dec02 020826 64.03 64.07 63.85 64.07 +0.04 155 8,627 +8
Mar03 020826 63.75 63.87 63.74 63.87 +0.04 11 2,172 +7
Jun03 020826 63.68 63.68 63.68 63.68 +0.04 3 779 +2
Total Volume and Open Interest 1,539 63,012 +543
Japanese Yen(IMM)
Sep02 020826 83.59 83.80 83.53 83.68 +0.05 3,681 67,454 -603
Dec02 020826 83.97 84.08 83.97 84.04 +0.05 172 1,993 +25
Mar03 020826 84.40 84.40 84.40 84.40 +0.05 0 411 +0
Total Volume and Open Interest 3,853 70,103 -578
Swiss Franc(IMM)
Sep02 020826 66.03 66.21 65.95 66.14 +0.08 5,198 35,174 -2,828
Dec02 020826 66.22 66.35 66.15 66.30 +0.09 62 1,073 +15
Mar03 020826 66.44 66.44 66.44 66.44 +0.10 0 44 +0
Total Volume and Open Interest 5,260 36,326 -2,813
EuroFX(IMM)
Sep02 020826 96.91 97.26 96.81 97.14 +0.03 9,609 94,925 -1,439
Dec02 020826 96.55 96.84 96.49 96.75 +0.03 242 5,233 +72
Mar03 020826 96.36 96.36 96.36 96.36 +0.03 1 250 -1
Total Volume and Open Interest 9,852 100,667 -1,368
Mexican Peso(IMM)
Sep02 020826 10155.0 10170.0 10130.0 10130.0 +3.0 2,033 12,437 -50
Dec02 020826 9982.5 9995.0 9967.5 9967.5 +7.5 99 2,560 +84
Total Volume and Open Interest 2,132 15,443 +34
30-Year T-Bonds(CBOT)
Sep02 020826 109~24 110~09 109~12 110~04 +0~06 179,730 368,640 +7,192
Dec02 020826 108~17 109~04 108~07 108~30 +0~06 25,677 140,341 +8,769
Mar03 020826 107~10 107~31 107~07 107~26 +0~06 72 105 +0
Total Volume and Open Interest 205,479 509,087 +15,961
Municipal Bonds(CBOT)
Sep02 020826 107~20 108~00 107~18 107~31 unch 241 3,909 +11
Dec02 020826 106~05 106~14 106~05 106~14 -0~01 16 400 +5
Total Volume and Open Interest 257 4,309 +16
10-Year T-Notes(CBOT)
Sep02 020826 112~140 112~285 112~050 112~230 +0~070 294,158 788,890 +51,652
Dec02 020826 111~020 111~160 110~255 111~115 +0~080 52,077 262,993 +20,953
Total Volume and Open Interest 346,355 1,052,004 +72,725
5-Year T-Notes(CBOT)
Sep02 020826 111~095 111~240 111~090 111~190 +0~045 55,383 603,285 +4,150
Dec02 020826 110~150 110~290 110~145 110~240 +0~040 21,640 126,912 +15,248
Mar03 020826 109~260 109~260 109~260 109~260        
2 Year T-Notes(CBOT)
Sep02 020826 106~077 106~097 106~077 106~093 +0~005 5,139 99,986 -1,780
Dec02 020826 106~019 106~040 106~019 106~035 +0~007 721 6,001 +703
Total Volume and Open Interest 5,860 105,987 -1,077
3-Mth T-Bills(IMM)
Sep02 020826 98.42 98.42 98.42 98.42 unch 0 863 +0
Total Volume and Open Interest 0 863 +0
Eurodollars(IMM)
Sep02 020826 98.190 98.205 98.188 98.198 -0.007 50,100 683,386 -9,718
Dec02 020826 98.200 98.240 98.195 98.225 unch 53,716 713,921 +1,994
Mar03 020826 98.020 98.090 98.015 98.065 +0.010 80,205 606,870 -5,661
Jun03 020826 97.705 97.790 97.695 97.755 +0.025 64,480 412,757 -10,192
Sep03 020826 97.320 97.415 97.315 97.370 +0.015 24,491 357,370 -2,732
Dec03 020826 96.940 97.050 96.935 96.995 +0.020 15,412 294,372 +1,478
Mar04 020826 96.625 96.720 96.615 96.670 +0.015 18,459 186,483 +691
Jun04 020826 96.345 96.440 96.345 96.405 +0.025 15,772 166,074 -3,131
Sep04 020826 96.085 96.180 96.085 96.155 +0.030 4,787 129,848 +579
Dec04 020826 95.840 95.935 95.835 95.915 +0.035 5,908 123,204 -380
Mar05 020826 95.640 95.765 95.640 95.725 +0.045 3,629 104,137 -993
Jun05 020826 95.435 95.560 95.435 95.525 +0.050 3,827 94,389 -609
Total Volume and Open Interest 353,585 4,402,521 -28,055
3-Mth Euro-Yen(IMM)
Sep02 020826 99.93 99.93 99.93 99.93 unch 12 12,552 +35
Dec02 020826 99.93 99.93 99.93 99.93 unch 0 5,045 +0
Mar03 020826 99.90 99.90 99.90 99.90 unch 12 2,922 +10
Jun03 020826 99.90 99.90 99.90 99.90 -0.01 5 6,348 +3
Sep03 020826 99.89 99.89 99.89 99.89 unch 0 2,271 +0
Dec03 020826 99.86 99.86 99.86 99.86 +0.01 0 2,577 -100
Mar04 020826 99.81 99.81 99.81 99.81 +0.01 0 720 +0
Jun04 020826 99.79 99.79 99.79 99.79 +0.01 0 577 +0
Sep04 020826 99.75 99.75 99.75 99.75 +0.05 0 800 +0
Dec04 020826 99.65 99.65 99.65 99.65 unch 0 161 +0
Total Volume and Open Interest 29 35,533 -52
3-Mth Euro-Yen(SIMEX)
Sep02 020826 99.93 99.93 99.93 99.93 +0.00 21 43,513 +40
Dec02 020826 99.92 99.92 99.92 99.92 unch 257 39,351 -94
Mar03 020826 99.90 99.90 99.90 99.90 +0.01 379 34,130 -696
Jun03 020826 99.91 99.91 99.91 99.91 +0.01 599 50,025 +331
Sep03 020826 99.89 99.89 99.89 99.89 unch 11 26,712 -10
Dec03 020826 99.86 99.86 99.86 99.86 unch 114 16,393 -2
Mar04 020826 99.81 99.82 99.81 99.82 +0.01 2 15,561 +0
Jun04 020826 99.79 99.79 99.79 99.79 unch 57 6,614 +7
Total Volume and Open Interest 1,440 241,803 -424
German Euro-Bund(EUREX)
Sep02 020826 109.97 110.14 109.74 110.09 +0.03 635,691 890,922 +63,449
Dec02 020826 109.30 109.45 109.11 109.44 +0.04 13,937 77,477 +9,202
Mar03 020826 108.80 109.39 108.80 109.39 +0.03 1,965 0 +0
Total Volume and Open Interest 651,593 968,399 +72,651
German Euro-Bobl(EUREX)
Sep02 020826 107.89 108.03 107.75 108.00 +0.05 380,298 566,198 +983
Dec02 020826 107.20 107.30 107.08 107.30 +0.04 17,569 60,899 +4,451
Mar03 020826 107.00 107.20 107.00 107.20 +0.05 2,490 0 +0
Total Volume and Open Interest 400,357 627,097 +5,434
Long Gilt(LIFFE)
Sep02 020823 114~21 115~10 114~21 115~05 +0~10 38,391 98,015 -1,310
Dec02 020823 117~10 117~24 117~10 117~20 +0~08 781 1,246 +768
Total Volume and Open Interest 39,172 99,261 -542
3-Mth Short Sterling(LIFFE)
Sep02 020823 95.98 96.01 95.97 96.00 +0.02 13,528 0 +0
Dec02 020823 95.92 96.01 95.92 95.99 +0.05 26,135 0 +0
Mar03 020823 95.75 95.87 95.74 95.84 +0.07 36,306 0 +0
Total Volume and Open Interest 117,652    
3-Mth Euribor(LIFFE)
Sep02 020826 96.635 96.640 96.625 96.635 +0.005 34,584 352,617 +2,159
Dec02 020826 96.605 96.625 96.580 96.610 +0.005 60,405 401,516 +5,495
Mar03 020826 96.525 96.560 96.485 96.540 +0.020 92,939 300,119 -6,826
Total Volume and Open Interest 295,863 1,774,069 +23,501
3-Mth Aus T-Bills(SFE)
Sep02 020826 95.01 95.01 94.99 95.00 unch 7,865 253,934 +1,130
Dec02 020826 94.93 94.93 94.91 94.92 +0.01 9,239 220,178 +5,706
Mar03 020826 94.75 94.75 94.73 94.74 +0.01 3,344 79,259 +1,550
Jun03 020826 94.62 94.62 94.60 94.60 +0.01 2,540 35,861 +2,340
Sep03 020826 94.49 94.49 94.47 94.47 +0.01 2,060 23,497 +1,460
Dec03 020826 94.36 94.36 94.34 94.34 +0.02 644 17,924 +607
Mar04 020826 94.25 94.26 94.22 94.22 +0.01 597 11,340 +436
Jun04 020826 94.14 94.14 94.11 94.12 +0.03 138 5,365 +128
Sep04 020826 94.02 94.02 94.02 94.02 +0.02 0 2,025 +0
Dec04 020826 93.94 93.94 93.94 93.94 +0.04 4 1,425 +0
Total Volume and Open Interest 26,431 651,820 +13,357
10-Year Aus T-Bonds(SFE)
Sep02 020826 94.22 94.25 94.19 94.22 0.00 1,282 241,739 +2,787
Dec02 020826 94.21 94.21 94.21 94.21 +0.00 0 400 +0
Total Volume and Open Interest 12,315 239,352 +5,153
3-Year Aus T-Bonds(SFE)
Sep02 020826 94.69 94.70 94.66 94.67 +0.02 44,385 723,933 +23,657
Dec02 020826 94.63 94.63 94.63 94.63 +0.02 0 1,000 +0
Total Volume and Open Interest 44,385 724,933 +23,657
Gold(CMX)
Aug02 020826 310.5 310.5 309.4 309.4 +2.7 378 421 +83
Oct02 020826 307.6 311.0 307.6 309.9 +2.7 585 12,069 +118
Dec02 020826 308.3 312.0 308.2 311.0 +2.7 16,780 88,853 +939
Feb03 020826 309.5 313.2 309.2 311.7 +2.7 185 9,518 -18
Apr03 020826 312.3 312.3 312.3 312.3 +2.7 64 4,337 +4
Jun03 020826 310.2 312.9 310.2 312.9 +2.7 0 6,163 +0
Total Volume and Open Interest 18,017 148,796 +1,126
Silver(CMX)
Sep02 020826 443.0 445.5 443.0 443.8 +1.5 9,327 18,879 -2,216
Dec02 020826 446.0 448.5 445.0 446.3 +1.4 6,001 49,515 +1,207
Mar03 020826 448.0 451.0 448.0 448.3 +1.4 777 4,379 +493
May03 020826 449.4 449.4 449.4 449.4 +1.4 0 2,125 +0
Jul03 020826 450.5 450.5 450.5 450.5 +1.4 30 4,450 +25
Total Volume and Open Interest 16,237 84,475 -453
Platinum(NYM)
Oct02 020826 544.0 551.0 544.0 549.8 +3.6 431 6,853 +60
Jan03 020826 543.8 543.8 543.8 543.8 +3.6 0 162 +0
Apr03 020826 543.8 543.8 543.8 543.8 +3.6 0 2 +0
Total Volume and Open Interest 431 7,017 +60
Palladium(NYME)
Sep02 020826 324.00 334.35 323.00 334.35 +12.35 345 790 -284
Dec02 020826 323.00 335.00 323.00 334.75 +12.00 319 1,605 +253
Total Volume and Open Interest 664 2,395 -31
Copper(CMX)
Sep02 020826 69.00 69.50 68.75 68.85 +0.30 10,929 30,761 -3,039
Dec02 020826 69.70 70.15 69.50 69.55 +0.30 7,024 33,638 +1,162
Mar03 020826 70.90 70.90 70.30 70.30 +0.30 263 5,663 +121
May03 020826 71.00 71.00 70.85 70.85 +0.30 5 2,901 +4
Jul03 020826 71.50 71.50 71.30 71.30 +0.30 5 2,604 +5
Total Volume and Open Interest 18,624 105,572 -1,860
DJIA Index(CBOT)
Sep02 020826 8915 8955 8751 8910 +42 17,086 30,743 -320
Dec02 020826 8910 8940 8735 8900 +42 75 736 -3
Mar03 020826 8765 8895 8765 8895 +42 0 6 +0
Jun03 020826 8891 8891 8891 8891 +42      
Total Volume and Open Interest 17,161 31,512 -323
S & P 500(CME)
Sep02 020826 944.00 951.30 930.00 947.50 +6.50 52,744 560,913 -5,180
Dec02 020826 944.50 950.00 932.00 947.80 +6.60 1,588 32,042 +1,106
Mar03 020826 948.00 948.00 948.00 948.00 +6.70 560 20,360 +450
Jun03 020826 948.50 948.50 948.50 948.50 +6.70 0 326 +0
Total Volume and Open Interest 54,892 613,687 -3,624
S & P 500 E-Mini(Globex)
Sep02 020826 940.25 951.50 929.75 947.50 +6.50 344,364 346,062 -3,263
Dec02 020826 943.50 949.50 930.25 947.75 +6.50 74 196 +12
Total Volume and Open Interest 344,438 346,258 -3,251
NASDAQ 100(CME)
Sep02 020826 1019.00 1023.00 991.00 1016.50 +2.50 12,684 65,850 +413
Dec02 020826 1024.00 1024.00 1010.00 1021.00 +2.50 603 2,809 +598
Mar03 020826 1025.50 1025.50 1025.50 1025.50 +2.50      
Total Volume and Open Interest 13,287 68,659 +1,011
NASDAQ 100 E-Mini(GLOBEX)
Sep02 020826 1011.5 1029.5 991.5 1016.5 +2.5 154,999 180,324 -5,217
Dec02 020826 1020.0 1031.0 999.0 1021.0 +2.5 49 55 +20
Total Volume and Open Interest 155,048 180,379 -5,197
NYSE Composite(NYBOT)
Sep02 020826 506.50 510.30 502.30 508.50 +4.00 290 4,757 +0
Dec02 020826 508.50 508.50 508.50 508.50 +4.00 0 310 +0
Mar03 020826 508.50 508.50 508.50 508.50 +4.00 0 100 +0
Total Volume and Open Interest 290 5,167 +0
S & P Midcap 400(CME)
Sep02 020826 456.00 461.00 451.25 459.50 +4.50 1,340 15,861 -210
Dec02 020826 460.40 460.40 460.40 460.40 +4.50      
Mar03 020826 463.40 463.40 463.40 463.40 +4.50      
Total Volume and Open Interest 1,340 15,861 -210
Russell 2000(CME)
Sep02 020826 402.00 407.25 396.50 405.75 +6.50 2,127 25,396 -199
Dec02 020826 407.50 407.50 406.25 406.25 +6.50 0 12 +0
Mar03 020826 408.25 408.25 408.25 408.25 +6.50      
Total Volume and Open Interest 2,127 25,408 -199
Value Line(KCBT)
Sep02 020826 1056.00 1076.00 1044.50 1076.00 +22.00 69 154 -17
Total Volume and Open Interest 69 155 -17
Nikkei 225(CME)
Sep02 020826 10090 10140 9990 10120 +345 1,499 24,820 +219
Dec02 020826 10020 10115 10020 10115 +345 3 95 +3
Total Volume and Open Interest 1,502 24,920 +222
Nikkei 225(SIMEX)
Sep02 020826 9795 10170 9765 10075 +205 16,681 87,033 +470
Dec02 020826 10040 10040 10040 10040 +205 0 164 +0
Mar03 020826 10040 10040 10040 10040 +205 0 300 +0
Total Volume and Open Interest 16,681 87,497 +470
CAC 40(MATIF)
Aug02 020826 3512.0 3557.5 3459.0 3470.0 -58.0 52,373 482,776 -341
Sep02 020826 3519.0 3565.0 3448.0 3478.5 -58.5 4,371 145,950 +2,232
Oct02 020826 3489.0 3489.0 3489.0 3489.0 -59.0 0 10 +0
Total Volume and Open Interest 56,744 656,677 +1,890
DAX Index(EUREX)
Sep02 020826 3854.0 3910.0 3755.0 3801.0 -30.0 53,435 204,321 +1,202
Dec02 020826 3899.0 3942.0 3793.5 3834.0 -30.0 568 7,440 +474
Mar03 020826 3953.5 3953.5 3826.0 3866.0 -30.0 91 1,870 +85
Total Volume and Open Interest 54,094 213,631 +1,761
FT-SE 100(LIFFE)
Sep02 020823 4459.50 4459.50 4368.50 4396.00 -48.00 63,767 435,045 -4,501
Dec02 020823 4475.00 4475.00 4400.00 4420.50 -47.50 10,016 33,956 -135
Mar03 020823 4411.50 4411.50 4411.50 4411.50 -48.00 0 15,454 +0
Total Volume and Open Interest 73,798 494,556 -4,651
SPI 200(SFE)
Sep02 020826 3160.0 3175.0 3148.0 3174.0 -1.0 8,606 173,998 +1,481
Dec02 020826 3163.0 3187.0 3163.0 3187.0 unch 37 3,331 +15
Mar03 020826 3197.0 3197.0 3197.0 3197.0 unch 0 1,107 +0
Total Volume and Open Interest 8,643 179,915 +1,402
GSCI(CME)
Sep02 020826 215.55 218.00 214.55 217.60 +3.10 65 18,038 +53
Oct02 020826 218.00 218.00 218.00 218.00 +3.00 0 5 +0
Nov02 020826 218.00 218.00 218.00 218.00 +2.75      
Total Volume and Open Interest 65 18,043 +53
Bridge CRB Index(NYBOT)
Nov02 020826 220.00 220.00 219.50 219.50 -0.50 9 239 +2
Jan03 020826 221.50 221.50 221.50 221.50 -0.50 0 103 +0
Feb03 020826 221.50 221.50 221.50 221.50 -0.50 0 50 +0
Total Volume and Open Interest 9 392 +2
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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