Moore Research Center, Inc.

  • Increase font size
  • Default font size
  • Decrease font size
Home MRCI Online
Print
New Windows

MRCI's Free Historical Futures Prices for

MRCI Logo
MRCI's Free Historical Futures Prices
Daily Futures Price Listing Fri August 30, 2002
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Sep02 020830 556.50 560.00 553.50 559.00 +3.75 4,741 10,321 -1,800
Nov02 020830 540.00 545.50 539.25 544.75 +5.75 27,110 99,283 -249
Jan03 020830 541.50 546.50 540.50 546.00 +6.25 3,367 22,229 +653
Mar03 020830 541.00 548.00 540.50 547.25 +8.00 2,108 18,498 +945
May03 020830 540.00 546.00 539.00 545.00 +7.00 1,887 29,085 +318
Jul03 020830 539.50 544.00 538.50 543.00 +6.25 1,606 9,790 +458
Aug03 020830 535.00 539.00 535.00 539.00 +7.00 88 393 +61
Total Volume and Open Interest 40,986 193,489 +404
Soybean Meal(CBOT)
Sep02 020830 180.50 182.20 180.00 181.60 +1.40 8,787 9,613 -1,562
Oct02 020830 172.00 173.40 171.30 173.10 +1.40 5,015 23,590 -569
Dec02 020830 169.20 171.10 168.50 170.20 +1.00 8,766 60,341 +964
Jan03 020830 168.00 170.00 167.80 169.50 +0.70 1,018 8,794 +508
Mar03 020830 167.00 168.80 166.50 168.40 +1.40 1,389 8,950 +385
May03 020830 164.70 166.50 164.60 165.70 +1.10 770 13,885 +259
Jul03 020830 164.40 166.50 164.40 166.50 +2.10 283 7,842 +60
Aug03 020830 163.50 165.00 163.50 164.50 +2.00 63 2,024 +32
Total Volume and Open Interest 26,132 139,128 +90
Soybean Oil(CBOT)
Sep02 020830 20.33 20.70 20.31 20.64 +0.43 12,102 8,879 -1,445
Oct02 020830 20.36 20.66 20.33 20.65 +0.40 11,222 22,774 +2,809
Dec02 020830 20.37 20.80 20.33 20.72 +0.45 16,851 83,146 -553
Jan03 020830 20.35 20.75 20.34 20.72 +0.45 1,116 9,329 -230
Mar03 020830 20.35 20.85 20.35 20.82 +0.55 1,426 6,307 -40
May03 020830 20.33 20.85 20.33 20.82 +0.56 1,639 9,818 +448
Jul03 020830 20.35 20.85 20.33 20.82 +0.56 175 5,049 +38
Aug03 020830 20.35 20.65 20.35 20.65 +0.55 52 1,033 +1
Total Volume and Open Interest 44,780 149,733 +1,045
Canola(WCE)
Sep02 020830 417.4 417.4 417.4 417.4 +1.4 0 105 +0
Nov02 020830 422.0 424.6 421.7 424.2 +2.3 5,542 31,747 -730
Jan03 020830 426.0 428.5 425.5 428.3 +2.2 2,234 15,585 -902
Mar03 020830 426.0 428.4 425.8 428.2 +2.2 657 7,786 -140
May03 020830 425.1 428.0 425.0 427.7 +2.2 260 1,898 +145
Total Volume and Open Interest 8,704 57,669 -1,616
Corn(CBOT)
Sep02 020830 257.00 260.25 256.25 259.50 +3.00 39,870 20,083 -13,076
Dec02 020830 267.00 268.75 265.75 268.00 +1.25 80,707 327,340 +6,250
Mar03 020830 273.00 274.50 271.75 273.75 +0.75 10,785 71,669 +2,422
May03 020830 276.00 277.25 274.75 277.00 +1.25 1,661 17,362 +1,055
Jul03 020830 275.25 276.50 273.75 276.00 +1.25 2,461 23,620 +211
Sep03 020830 260.00 261.00 259.50 260.50 +0.50 324 5,441 +230
Total Volume and Open Interest 137,084 488,770 -2,402
Wheat(CBOT)
Sep02 020830 354.50 363.50 353.50 362.25 +7.00 7,922 4,306 -3,167
Dec02 020830 362.50 371.00 362.00 370.00 +6.00 17,848 93,745 -229
Mar03 020830 368.00 378.00 367.50 377.50 +8.25 2,018 18,656 +408
May03 020830 361.00 368.50 361.00 367.75 +7.75 153 1,587 +89
Jul03 020830 341.50 350.00 341.00 349.75 +8.00 733 7,887 +107
Total Volume and Open Interest 28,721 128,122 -2,742
Wheat(KCBT)
Sep02 020830 409.00 425.00 409.00 423.00 +13.00 3,372 1,982 -1,693
Dec02 020830 408.50 416.00 408.50 415.75 +5.75 9,489 55,282 +918
Mar03 020830 405.50 412.00 405.00 412.00 +6.50 2,322 14,335 +349
May03 020830 390.00 396.50 390.00 395.50 +5.00 316 1,540 +180
Jul03 020830 359.50 365.50 359.50 365.25 +3.75 249 4,206 -115
Total Volume and Open Interest 15,748 77,413 -361
Wheat(MGE)
Sep02 020830 433.00 437.75 430.50 435.00 -2.75 1,685 1,710 -1,063
Dec02 020830 432.00 440.00 430.50 437.75 +4.75 5,969 18,119 -688
Mar03 020830 429.00 437.00 429.00 434.00 +4.75 641 4,457 +239
May03 020830 416.00 423.50 416.00 419.25 +3.50 191 1,512 +37
Jul03 020830 393.00 400.00 391.00 397.00 +10.00 242 1,576 +26
Total Volume and Open Interest 8,957 28,417 -1,327
Oats(CBOT)
Sep02 020830 176.50 182.00 176.50 177.50 -3.50 717 480 -225
Dec02 020830 182.00 186.75 182.00 184.25 -1.75 1,656 7,321 +88
Mar03 020830 180.25 182.50 180.25 181.00 -0.50 128 1,842 +41
May03 020830 179.25 179.25 179.25 179.25 +0.25 20 237 +20
Total Volume and Open Interest 2,521 9,881 -76
Rough Rice(CBOT)
Sep02 020830 3.92 3.98 3.92 3.95 0.00 1,000 1,349 +170
Nov02 020830 4.18 4.22 4.15 4.16 -0.04 1,309 4,141 +666
Jan03 020830 4.39 4.42 4.38 4.39 -0.03 69 1,042 +46
Mar03 020830 4.62 4.62 4.62 4.62 -0.03 83 845 +28
Total Volume and Open Interest 2,461 8,377 +910
Live Cattle(CME)
Aug02 020830 65.175 65.500 64.550 64.725 -0.450 581 383 -373
Oct02 020830 67.000 67.700 66.875 67.200 +0.100 3,691 40,978 -89
Dec02 020830 69.700 70.400 69.600 70.175 +0.325 1,941 26,408 +645
Feb03 020830 71.250 71.850 71.200 71.550 +0.100 439 15,924 +125
Apr03 020830 72.050 72.650 71.950 72.425 +0.100 318 7,665 +95
Jun03 020830 67.500 67.900 67.250 67.750 +0.175 475 3,096 +44
Total Volume and Open Interest 7,448 94,558 +448
Feeder Cattle(CME)
Sep02 020830 79.200 79.850 79.125 79.725 +0.175 225 1,791 +31
Oct02 020830 79.350 80.000 79.250 79.675 +0.150 936 5,970 +304
Nov02 020830 79.550 80.075 79.400 79.975 +0.150 257 1,963 +77
Jan03 020830 77.700 78.100 77.700 77.875 +0.025 386 1,229 +147
Mar03 020830 76.700 76.850 76.700 76.775 -0.075 17 178 +6
Apr03 020830 76.700 76.700 76.700 76.700 -0.100 2 137 -1
May03 020830 76.700 76.700 76.700 76.700 unch 38 106 +22
Total Volume and Open Interest 2,087 13,171 +441
Lean Hogs(CME)
Oct02 020830 30.600 31.250 29.950 30.875 +0.225 4,326 17,597 -391
Dec02 020830 34.450 35.400 33.900 35.300 +0.975 2,945 12,709 +538
Feb03 020830 42.175 42.850 41.600 42.725 +0.550 492 3,137 +38
Apr03 020830 48.125 48.700 47.850 48.650 +0.500 118 949 +15
May03 020830 57.200 57.650 57.100 57.650 +0.450 28 275 +11
Jun03 020830 58.950 59.700 58.950 59.550 +0.450 21 314 +8
Jul03 020830 58.975 58.975 58.975 58.975 +0.225 17 148 +0
Aug03 020830 55.750 55.750 55.750 55.750 +0.200 1 45 +0
Total Volume and Open Interest 7,948 35,180 +219
Pork Bellies(CME)
Feb03 020830 61.900 62.200 60.700 61.900 +0.075 262 967 +10
Mar03 020830 61.850 61.850 61.600 61.600 +0.650 0 31 +0
May03 020830 63.250 64.100 62.950 63.475 +0.225 9 11 +9
Jul03 020830 63.000 63.000 63.000 63.000 unch 1 14 +0
Aug03 020830 62.000 62.000 62.000 62.000 +0.650 0 3 +0
Total Volume and Open Interest 272 1,026 +19
Cocoa(NYBOT)
Sep02 020830 2011 2032 2008 2012 -11 125 886 +24
Dec02 020830 2018 2023 1997 2002 -15 4,031 39,028 -363
Mar03 020830 2025 2031 2006 2012 -13 801 21,987 +176
May03 020830 2033 2043 2022 2022 -12 127 7,735 +55
Jul03 020830 2042 2042 2024 2024 -13 112 7,602 -9
Sep03 020830 2034 2034 2028 2028 -13 26 11,389 +24
Dec03 020830 2040 2040 2036 2036 -10 1,190 10,982 +1,101
Total Volume and Open Interest 6,512 104,493 +1,108
Coffee "C"(NYBOT)
Sep02 020830 51.00 51.75 50.25 51.50 +0.75 289 1,686 -243
Dec02 020830 53.00 53.40 52.10 53.20 +0.50 5,449 38,681 -124
Mar03 020830 55.80 56.10 55.10 56.05 +0.50 1,141 12,980 +63
May03 020830 57.60 57.70 56.60 57.50 +0.50 127 4,643 +7
Jul03 020830 59.25 59.25 58.10 58.75 +0.45 163 4,403 +47
Sep03 020830 60.25 60.40 59.75 60.05 +0.55 13 3,071 +2
Total Volume and Open Interest 7,184 65,716 -246
Orange Juice(NYBOT)
Sep02 020830 98.35 99.70 98.15 99.50 +1.15 3,038 2,125 -2,272
Nov02 020830 101.60 102.25 101.15 102.20 +0.70 1,939 17,303 +763
Jan03 020830 103.90 104.75 103.60 104.20 +0.35 299 4,925 -207
Mar03 020830 105.25 105.50 105.00 105.50 +0.25 337 3,610 +226
May03 020830 106.00 106.25 106.00 106.25 +0.25 40 649 +0
Total Volume and Open Interest 5,678 29,103 -1,465
Sugar #11(NYBOT)
Oct02 020830 5.90 6.00 5.82 5.98 +0.12 10,343 87,230 +267
Mar03 020830 5.91 5.97 5.82 5.96 +0.11 3,949 45,007 +577
May03 020830 5.66 5.72 5.62 5.72 +0.10 302 13,579 +117
Jul03 020830 5.42 5.52 5.41 5.50 +0.10 225 18,986 -27
Oct03 020830 5.47 5.58 5.47 5.57 +0.11 188 11,830 +97
Total Volume and Open Interest 15,253 183,499 +1,140
London Cocoa(LCE)
Sep02 020830 1402 1414 1397 1406 +2 671 13,100 -484
Dec02 020830 1424 1436 1417 1425 -1 2,274 55,553 +715
Mar03 020830 1424 1435 1421 1432 +6 475 40,560 -248
May03 020830 1436 1449 1434 1442 +4 172 10,010 +91
Jul03 020830 1446 1456 1443 1452 +4 66 11,490 +47
Sep03 020830 1454 1461 1454 1458 +4 4 8,684 +4
Dec03 020830 1458 1460 1458 1460 +4 1,000 7,902 +0
Total Volume and Open Interest 4,662 149,162 +125
London Coffee(LCE)
Sep02 020830 526.00 534.00 520.00 530.00 +4.00 2,964 7,823 -2,165
Nov02 020830 543.00 553.00 537.00 549.00 +5.00 8,991 42,091 -1,029
Jan03 020830 556.00 566.00 551.00 564.00 +7.00 2,087 31,934 -5
Mar03 020830 569.00 580.00 569.00 577.00 +5.00 1,138 21,629 +477
May03 020830 582.00 592.00 582.00 592.00 +6.00 491 11,359 +171
Jul03 020830 598.00 606.00 596.00 606.00 +6.00 414 9,387 +41
Total Volume and Open Interest 16,226 127,860 -2,498
London Sugar(LCE)
Aug02 020716 195.50 196.00 183.00 186.00 -10.10 2,618 2,258 -977
Oct02 020830 179.20 181.80 179.20 181.30 +1.70 4,108 14,956 -1,652
Dec02 020830 174.00 176.80 174.00 176.30 +1.70 1,631 13,212 +843
Mar03 020830 178.00 178.90 177.30 178.60 +1.50 316 11,460 +223
May03 020830 178.00 178.50 177.80 177.80 +1.50 76 4,193 +76
Total Volume and Open Interest 6,171 47,929 -480
Cotton(NYBOT)
Oct02 020830 44.70 44.85 44.50 44.66 -0.34 189 2,580 -30
Dec02 020830 46.35 46.75 46.25 46.47 -0.31 3,798 48,857 -367
Mar03 020830 48.40 48.75 48.35 48.59 -0.31 367 8,783 -93
May03 020830 51.00 51.30 51.00 51.30 -0.25 335 6,287 +143
Jul03 020830 52.60 52.60 52.60 52.60 +0.03 41 2,441 -8
Oct03 020830 53.40 53.40 53.40 53.40 unch 0 156 +0
Total Volume and Open Interest 4,749 70,244 -357
Lumber(CME)
Sep02 020830 233.8 234.2 227.9 228.3 -5.5 453 1,572 +51
Nov02 020830 238.0 238.5 234.5 234.9 -3.1 391 778 +114
Jan03 020830 251.2 252.2 250.9 251.5 -2.2 65 142 +20
Mar03 020830 260.9 260.9 258.5 258.5 +0.3 12 47 +3
Total Volume and Open Interest 921 2,581 +188
Crude Oil(NYM)
Oct02 020830 28.82 29.08 28.76 28.98 +0.06 74,524 175,141 +5,132
Nov02 020830 28.73 28.90 28.65 28.80 +0.05 38,100 55,541 +1,473
Dec02 020830 28.50 28.65 28.40 28.58 +0.02 22,435 62,300 +2,198
Jan03 020830 28.18 28.33 28.15 28.27 +0.01 4,283 30,517 +1,503
Feb03 020830 27.83 27.90 27.80 27.90 unch 1,686 12,191 +128
Mar03 020830 27.55 27.55 27.40 27.53 -0.01 1,948 16,557 +994
Apr03 020830 27.05 27.16 27.05 27.16 -0.02 815 8,693 +297
May03 020830 26.80 26.80 26.75 26.80 -0.03 651 5,695 +365
Jun03 020830 26.38 26.46 26.32 26.46 -0.04 4,759 20,391 +1,542
Jul03 020830 26.10 26.15 26.10 26.15 -0.05 399 5,235 +259
Total Volume and Open Interest 160,264 489,107 +17,594
Heating Oil(NYM)
Sep02 020830 75.40 75.60 74.50 74.82 -0.57 12,636 7,932 -2,865
Oct02 020830 76.60 76.70 75.85 76.35 -0.10 16,940 60,945 +1,396
Nov02 020830 77.10 77.30 76.80 77.15 -0.10 3,039 20,407 +930
Dec02 020830 77.80 78.00 77.45 77.80 -0.10 3,680 19,786 +256
Jan03 020830 78.00 78.35 77.80 78.10 -0.10 577 12,608 +56
Feb03 020830 77.50 77.50 77.00 77.25 -0.10 247 9,322 +95
Mar03 020830 75.20 75.60 75.10 75.20 -0.10 1,356 6,899 -185
Apr03 020830 73.30 73.30 72.70 72.90 -0.10 209 3,529 +28
May03 020830 70.30 70.55 70.30 70.55 -0.10 65 2,569 +38
Jun03 020830 69.50 69.50 69.50 69.50 -0.10 210 3,283 -90
Total Volume and Open Interest 39,244 151,681 -216
Unleaded Gas(NYM)
Sep02 020830 81.30 83.00 80.60 81.42 +0.10 19,159 9,060 -6,431
Oct02 020830 78.30 79.00 77.60 78.72 +0.49 19,235 58,025 +2,404
Nov02 020830 77.30 77.87 77.10 77.87 +0.62 3,890 14,107 +304
Dec02 020830 76.80 77.24 76.30 77.24 +0.69 1,874 9,537 +137
Jan03 020830 76.00 76.92 76.00 76.92 +0.77 380 3,675 +171
Feb03 020830 76.15 77.09 76.15 77.09 +0.84 57 2,292 +0
Mar03 020830 77.49 77.49 77.49 77.49 +0.84 85 2,382 -35
Apr03 020830 82.00 83.24 82.00 83.24 +0.84 50 1,627 +25
Total Volume and Open Interest 44,759 102,695 -3,401
Natural Gas(NYM)
Oct02 020830 3.290 3.310 3.250 3.296 +0.046 63,652 58,753 -2,696
Nov02 020830 3.590 3.640 3.575 3.626 +0.071 13,085 33,392 +1,590
Dec02 020830 3.860 3.930 3.845 3.901 +0.083 5,639 32,427 -184
Jan03 020830 3.980 4.050 3.975 4.029 +0.086 6,172 30,871 +233
Feb03 020830 3.935 3.980 3.925 3.974 +0.081 1,949 21,818 -186
Mar03 020830 3.870 3.900 3.835 3.894 +0.081 2,973 25,363 +1,167
Apr03 020830 3.750 3.790 3.710 3.781 +0.085 1,325 19,577 +27
May03 020830 3.750 3.790 3.710 3.784 +0.083 731 13,315 +143
Total Volume and Open Interest 106,536 420,140 -3,876
Brent Crude Oil(IPE)
Oct02 020830 27.35 27.64 27.29 27.47 -0.05 30,822 69,544 -1,851
Nov02 020830 27.37 27.63 27.31 27.46 -0.03 16,143 45,421 +1,114
Dec02 020830 27.20 27.43 27.16 27.30 -0.05 10,874 32,194 +1,630
Jan03 020830 26.90 27.12 26.88 27.02 -0.03 1,109 18,658 -445
Feb03 020830 26.64 26.84 26.61 26.71 -0.03 371 8,399 +107
Mar03 020830 26.32 26.42 26.32 26.38 -0.04 390 7,954 +315
Apr03 020830 25.93 26.07 25.93 26.03 -0.06 350 6,459 +200
May03 020830 25.60 25.69 25.60 25.69 -0.07 50 3,903 +0
Total Volume and Open Interest 64,539 238,350 +1,955
Gas Oil(IPE)
Sep02 020830 232.00 234.00 232.00 232.00 +1.75 8,380 39,746 -201
Oct02 020830 232.00 234.25 232.00 233.25 +3.00 6,773 43,149 +1,443
Nov02 020830 233.00 234.50 233.00 234.00 +3.50 869 28,975 +227
Dec02 020830 233.00 235.00 232.50 234.00 +3.25 1,567 43,276 -329
Jan03 020830 232.00 233.75 232.00 233.25 +3.00 100 12,135 +0
Feb03 020830 230.00 230.00 229.50 229.50 +2.75 100 4,830 +89
Mar03 020830 226.00 226.00 225.00 225.00 +2.50 204 6,425 +200
Apr03 020830 220.50 220.50 220.50 220.50 +2.25 400 2,134 +399
Total Volume and Open Interest 18,793 215,851 +1,787
US Dollar Index(NYBOT)
Sep02 020830 106.60 107.20 106.58 107.09 +0.36 1,256 8,314 +388
Dec02 020830 107.05 107.61 107.05 107.61 +0.37 131 2,873 +91
Mar03 020830 108.15 108.15 108.15 108.15 +0.37 0 8 +0
Total Volume and Open Interest 1,387 11,199 +479
Australian Dollar(IMM)
Sep02 020830 55.19 55.25 54.80 55.00 -0.13 940 22,301 +151
Dec02 020830 54.70 54.75 54.57 54.57 -0.13 29 965 +10
Mar03 020830 54.14 54.14 54.14 54.14 -0.13 0 22 +0
Total Volume and Open Interest 969 24,070 +161
British Pound(IMM)
Sep02 020830 154.66 155.06 154.48 154.68 unch 4,184 32,898 +1,289
Dec02 020830 153.94 154.24 153.80 153.82 unch 84 845 +33
Mar03 020830 152.92 152.92 152.92 152.92 unch 4 60 +4
Total Volume and Open Interest 4,272 33,808 +1,326
Canadian Dollar(IMM)
Sep02 020830 64.16 64.22 63.99 64.14 -0.02 3,684 49,721 +28
Dec02 020830 63.95 64.00 63.78 63.94 -0.02 488 8,958 +184
Mar03 020830 63.60 63.74 63.60 63.74 -0.02 168 2,292 +122
Jun03 020830 63.55 63.55 63.55 63.55 -0.02 1 779 +0
Total Volume and Open Interest 4,428 62,187 +354
Japanese Yen(IMM)
Sep02 020830 84.60 84.75 84.23 84.33 -0.30 5,276 70,489 +1,150
Dec02 020830 85.00 85.09 84.66 84.71 -0.30 199 2,207 +138
Mar03 020830 85.09 85.09 85.09 85.09 -0.30 0 411 +0
Total Volume and Open Interest 5,475 73,352 +1,288
Swiss Franc(IMM)
Sep02 020830 66.97 67.13 66.60 66.70 -0.20 6,450 39,258 -621
Dec02 020830 67.12 67.24 66.84 66.87 -0.20 51 1,149 +13
Mar03 020830 67.02 67.02 67.02 67.02 -0.20 1 50 +0
Total Volume and Open Interest 6,502 40,492 -608
EuroFX(IMM)
Sep02 020830 98.26 98.52 97.90 98.02 -0.31 12,610 97,889 +81
Dec02 020830 97.92 98.14 97.55 97.64 -0.31 1,062 5,884 +567
Mar03 020830 97.26 97.26 97.26 97.26 -0.31 0 252 +0
Total Volume and Open Interest 13,672 104,284 +648
Mexican Peso(IMM)
Sep02 020830 10060.0 10090.0 10042.0 10045.0 -22.0 1,636 13,665 -137
Dec02 020830 9912.0 9920.0 9885.0 9885.0 -22.0 57 3,181 +0
Total Volume and Open Interest 1,693 17,291 -137
30-Year T-Bonds(CBOT)
Sep02 020830 110~18 111~02 110~15 110~28 +0~10 128,306 162,528 -61,325
Dec02 020830 109~13 110~00 109~08 109~22 +0~10 271,843 291,465 +55,017
Mar03 020830 108~13 108~23 108~05 108~18 +0~10 11,241 16,786 +4,154
Total Volume and Open Interest 411,390 470,867 -2,154
Municipal Bonds(CBOT)
Sep02 020830 108~00 108~04 107~28 108~01 +0~03 1,269 3,187 -194
Dec02 020830 106~31 107~05 106~26 107~01 +0~10 1,122 1,572 +703
Total Volume and Open Interest 2,391 4,759 +509
10-Year T-Notes(CBOT)
Sep02 020830 113~045 113~170 112~275 113~055 +0~045 313,620 332,034 -123,766
Dec02 020830 111~250 112~050 111~145 111~250 +0~045 461,703 476,563 +92,017
Total Volume and Open Interest 775,365 808,740 -31,727
5-Year T-Notes(CBOT)
Sep02 020830 112~020 112~045 111~275 112~010 +0~050 108,009 286,413 -106,503
Dec02 020830 111~055 111~090 110~305 111~055 +0~055 151,047 368,131 +102,030
Mar03 020830 110~000 110~000 110~000 110~000 +0~030 1 6 +1
Total Volume and Open Interest 259,057 654,550 -4,472
2 Year T-Notes(CBOT)
Sep02 020830 106~112 106~116 106~093 106~101 -0~003 26,119 53,688 -11,920
Dec02 020830 106~053 106~056 106~037 106~044 -0~001 25,843 60,881 +17,491
Total Volume and Open Interest 51,962 114,569 +5,571
3-Mth T-Bills(IMM)
Sep02 020830 98.36 98.36 98.36 98.36 -0.01 10 854 +4
Total Volume and Open Interest 10 862 +4
Eurodollars(IMM)
Sep02 020830 98.202 98.205 98.180 98.188 -0.010 62,743 676,044 -9,009
Dec02 020830 98.245 98.255 98.195 98.220 -0.015 119,474 719,727 -47
Mar03 020830 98.120 98.135 98.025 98.060 -0.035 188,389 607,571 -1,573
Jun03 020830 97.875 97.875 97.760 97.790 -0.030 149,425 437,856 +7,486
Sep03 020830 97.495 97.500 97.385 97.425 -0.020 65,119 367,926 +11,267
Dec03 020830 97.120 97.120 97.025 97.045 -0.025 23,545 299,164 +1,417
Mar04 020830 96.825 96.830 96.735 96.775 +0.005 15,478 181,981 -418
Jun04 020830 96.575 96.575 96.485 96.520 +0.005 11,976 166,567 -398
Sep04 020830 96.315 96.340 96.260 96.300 +0.020 7,501 129,836 +211
Dec04 020830 96.090 96.090 96.020 96.065 +0.025 6,817 122,099 -72
Mar05 020830 95.895 95.915 95.845 95.880 +0.025 6,451 103,409 -38
Jun05 020830 95.680 95.705 95.650 95.675 +0.025 6,070 94,154 +530
Total Volume and Open Interest 691,282 4,451,667 +15,963
3-Mth Euro-Yen(IMM)
Sep02 020830 99.93 99.93 99.93 99.93 unch 58 12,152 +55
Dec02 020830 99.92 99.93 99.92 99.93 unch 40 5,125 +40
Mar03 020830 99.91 99.91 99.91 99.91 unch 40 2,910 +0
Jun03 020830 99.92 99.92 99.92 99.92 unch 420 6,142 -11
Sep03 020830 99.90 99.90 99.90 99.90 +0.01 0 2,269 -2
Dec03 020830 99.88 99.88 99.87 99.87 +0.01 0 2,658 +40
Mar04 020830 99.83 99.83 99.83 99.83 +0.01 0 710 +0
Jun04 020830 99.81 99.81 99.81 99.81 +0.01 1 578 +1
Sep04 020830 99.75 99.75 99.75 99.75 unch 0 910 +0
Dec04 020830 99.69 99.69 99.69 99.69 unch 0 261 +100
Total Volume and Open Interest 559 36,475 +623
3-Mth Euro-Yen(SIMEX)
Sep02 020830 99.93 99.93 99.93 99.93 +0.00 1,213 42,570 -552
Dec02 020830 99.92 99.93 99.92 99.93 +0.01 248 39,620 -179
Mar03 020830 99.90 99.90 99.90 99.90 +0.00 55 33,342 -212
Jun03 020830 99.91 99.92 99.91 99.92 +0.00 261 49,652 -134
Sep03 020830 99.90 99.90 99.90 99.90 +0.01 2 26,595 +0
Dec03 020830 99.87 99.88 99.87 99.88 +0.01 8 16,047 -275
Mar04 020830 99.83 99.83 99.82 99.83 +0.01 10 15,011 -75
Jun04 020830 99.81 99.81 99.81 99.81 +0.01 47 6,882 +38
Total Volume and Open Interest 2,554 240,910 -1,124
German Euro-Bund(EUREX)
Sep02 020830 110.80 111.05 110.56 110.88 +0.16 867,610 717,260 +5,215
Dec02 020830 110.18 110.43 109.97 110.25 +0.15 69,832 157,602 +34,017
Mar03 020830 110.13 110.13 110.13 110.13 +0.16 3,261 0 +0
Total Volume and Open Interest 940,703 874,862 +39,232
German Euro-Bobl(EUREX)
Sep02 020830 108.49 108.66 108.38 108.62 +0.19 542,517 458,080 -42,554
Dec02 020830 107.80 107.95 107.74 107.92 +0.15 71,596 140,492 +39,365
Mar03 020830 107.82 107.87 107.82 107.87 +0.21 2,051 0 +0
Total Volume and Open Interest 616,164 598,572 -3,189
Long Gilt(LIFFE)
Sep02 020830 116~02 116~09 115~29 116~00 -0~02 45,560 51,927 -20,286
Dec02 020830 118~17 118~24 118~11 118~15 -0~04 19,646 59,161 +7,487
Total Volume and Open Interest 65,206 111,088 -12,799
3-Mth Short Sterling(LIFFE)
Sep02 020830 96.01 96.02 96.00 96.01 -0.01 15,516 0 +0
Dec02 020830 96.05 96.08 96.03 96.05 -0.01 33,207 0 +0
Mar03 020830 95.97 96.01 95.93 95.96 -0.02 38,094 0 +0
Total Volume and Open Interest 132,557    
3-Mth Euribor(LIFFE)
Sep02 020830 96.670 96.680 96.655 96.665 -0.005 60,783 355,129 -322
Dec02 020830 96.725 96.745 96.685 96.715 +0.015 107,664 407,573 +4,316
Mar03 020830 96.680 96.730 96.650 96.695 +0.030 132,179 316,347 +6,421
Total Volume and Open Interest 449,130 1,836,070 +27,540
3-Mth Aus T-Bills(SFE)
Sep02 020830 95.00 95.03 94.99 95.02 +0.04 6,751 252,994 -169
Dec02 020830 94.93 94.99 94.93 94.97 +0.08 9,207 239,522 -15,839
Mar03 020830 94.79 94.82 94.77 94.81 +0.07 2,944 77,940 -2,504
Jun03 020830 94.66 94.69 94.65 94.67 +0.06 1,193 37,020 +525
Sep03 020830 94.54 94.56 94.54 94.54 +0.06 222 23,505 -300
Dec03 020830 94.45 94.46 94.42 94.42 +0.05 125 17,711 +122
Mar04 020830 94.34 94.35 94.31 94.31 +0.04 390 11,469 +126
Jun04 020830 94.24 94.24 94.19 94.20 +0.04 425 5,754 +359
Sep04 020830 94.13 94.13 94.10 94.12 +0.07 25 2,095 -15
Dec04 020830 94.05 94.05 94.02 94.03 +0.06 25 1,525 -5
Total Volume and Open Interest 21,332 670,592 -17,695
10-Year Aus T-Bonds(SFE)
Sep02 020830 94.31 94.34 94.29 94.30 +0.05 1,961 261,314 +11,997
Dec02 020830 94.27 94.27 94.27 94.27 +0.04 1 419 +1
Total Volume and Open Interest 6,889 249,735 +2,073
3-Year Aus T-Bonds(SFE)
Sep02 020830 94.73 94.78 94.73 94.75 +0.06 40,429 748,889 -11,177
Dec02 020830 94.72 94.72 94.72 94.72 +0.06 0 1,002 -100
Total Volume and Open Interest 40,429 749,891 -11,277
Gold(CMX)
Oct02 020830 314.0 314.5 312.2 312.8 -0.5 339 11,859 -100
Dec02 020830 314.8 315.6 313.3 313.9 -0.5 23,621 90,471 +2,263
Feb03 020830 316.3 316.3 314.6 314.6 -0.5 9 9,553 +2
Apr03 020830 315.2 315.2 315.2 315.2 -0.5 10 4,339 -6
Jun03 020830 315.8 315.8 315.8 315.8 -0.5 0 6,072 +0
Aug03 020830 316.3 316.3 316.3 316.3 -0.5 0 6,842 +0
Total Volume and Open Interest 24,005 149,809 +2,005
Silver(CMX)
Sep02 020830 453.0 454.0 442.0 443.7 -9.0 4,920 3,459 -2,133
Dec02 020830 457.0 457.0 445.5 446.8 -8.9 9,041 59,406 +2,218
Mar03 020830 459.5 459.5 448.0 449.0 -8.9 224 4,704 +209
May03 020830 456.0 456.0 450.3 450.3 -8.9 1 2,175 +0
Jul03 020830 455.0 455.0 451.4 451.4 -8.9 50 4,550 +50
Total Volume and Open Interest 14,325 79,658 +400
Platinum(NYM)
Oct02 020830 569.0 569.0 562.5 565.8 -2.5 1,146 7,454 +90
Jan03 020830 561.5 561.5 560.3 560.3 -2.0 30 193 -1
Apr03 020830 560.3 560.3 560.3 560.3 -2.0 0 2 +0
Total Volume and Open Interest 1,176 7,649 +89
Palladium(NYME)
Sep02 020830 333.50 333.50 325.00 327.80 -13.30 97 77 -82
Dec02 020830 338.00 338.00 326.25 326.80 -13.80 382 1,913 +5
Total Volume and Open Interest 479 1,990 -77
Copper(CMX)
Sep02 020830 68.50 68.80 68.20 68.70 +0.30 7,404 11,869 -4,022
Dec02 020830 69.45 69.75 69.10 69.55 +0.20 10,181 49,716 +2,967
Mar03 020830 70.35 70.35 70.30 70.30 +0.20 693 5,960 +169
May03 020830 70.90 71.00 70.85 70.85 +0.20 47 2,936 +12
Jul03 020830 71.55 71.55 71.30 71.30 +0.20 196 2,662 +0
Total Volume and Open Interest 19,411 103,430 -588
DJIA Index(CBOT)
Sep02 020830 8635 8780 8590 8633 -20 22,381 30,088 -1,221
Dec02 020830 8620 8765 8590 8622 -19 140 798 +40
Mar03 020830 8617 8617 8617 8617 -19 1 10 +0
Jun03 020830 8613 8613 8613 8613 -19      
Total Volume and Open Interest 22,522 30,923 -1,181
S & P 500(CME)
Sep02 020830 911.30 928.70 909.20 916.10 +0.10 74,023 544,343 -6,980
Dec02 020830 911.50 926.00 909.50 916.40 +0.20 11,202 53,486 +7,902
Mar03 020830 916.50 916.50 916.50 916.50 +0.20 90 20,565 +44
Jun03 020830 917.00 917.00 917.00 917.00 +0.20 35 306 -25
Total Volume and Open Interest 85,350 618,746 +941
S & P 500 E-Mini(Globex)
Sep02 020830 915.50 928.75 909.00 916.00 unch 476,152 353,962 +12,420
Dec02 020830 914.25 928.75 909.75 916.50 +0.25 295 303 +47
Total Volume and Open Interest 476,447 354,265 +12,467
NASDAQ 100(CME)
Sep02 020830 952.00 967.00 941.00 943.50 -14.00 12,845 68,339 -347
Dec02 020830 954.00 961.00 946.00 947.50 -14.00 410 3,165 -100
Mar03 020830 951.50 951.50 951.50 951.50 -14.00      
Total Volume and Open Interest 13,255 71,504 -447
NASDAQ 100 E-Mini(GLOBEX)
Sep02 020830 950.0 966.5 941.5 943.5 -14.0 192,888 178,240 +3,856
Dec02 020830 954.5 967.5 947.0 947.5 -14.0 43 568 +12
Total Volume and Open Interest 192,931 178,808 +3,868
NYSE Composite(NYBOT)
Sep02 020830 492.00 498.50 492.00 495.45 +0.95 260 4,657 -30
Dec02 020830 495.45 495.45 495.45 495.45 +0.95 1 322 +1
Mar03 020830 495.45 495.45 495.45 495.45 +0.95 0 100 +0
Total Volume and Open Interest 261 5,079 -29
S & P Midcap 400(CME)
Sep02 020830 445.00 449.00 442.00 443.60 -1.50 1,129 16,134 +57
Dec02 020830 444.40 444.40 444.40 444.40 -1.50      
Mar03 020830 447.40 447.40 447.40 447.40 -1.50      
Total Volume and Open Interest 1,129 16,134 +57
Russell 2000(CME)
Sep02 020830 393.00 396.50 389.50 391.05 -3.35 2,800 24,688 -38
Dec02 020830 392.00 394.00 391.45 391.45 -3.35 0 17 +0
Mar03 020830 393.45 393.45 393.45 393.45 -3.35      
Total Volume and Open Interest 2,800 24,705 -38
Value Line(KCBT)
Sep02 020830 1027.50 1044.00 1019.00 1028.50 +1.50 113 194 +54
Total Volume and Open Interest 123 196 +56
Nikkei 225(CME)
Sep02 020830 9610 9660 9560 9650 +60 1,360 25,468 -14
Dec02 020830 9580 9650 9580 9645 +60 23 150 +19
Total Volume and Open Interest 1,383 25,625 +5
Nikkei 225(SIMEX)
Sep02 020830 9575 9685 9500 9585 -15 18,936 89,718 +2,658
Dec02 020830 9605 9605 9520 9550 -15 0 199 -1
Mar03 020830 9545 9545 9545 9545 -20 0 300 +0
Total Volume and Open Interest 18,936 90,217 +2,657
CAC 40(MATIF)
Aug02 020829 3420.0 3420.0 3309.5 3355.0 -65.5 168,850 542,529 +22,842
Sep02 020830 3350.0 3411.0 3322.0 3375.0 +7.0 136,621 411,790 +126,159
Oct02 020830 3392.5 3392.5 3384.5 3384.5 +32.0 0 10 +0
Total Volume and Open Interest 341,892 957,665 +95,336
DAX Index(EUREX)
Sep02 020830 3679.0 3729.0 3610.5 3722.5 +44.5 83,112 205,232 +161
Dec02 020830 3679.5 3754.0 3661.0 3754.0 +44.5 1,028 9,066 +952
Mar03 020830 3709.0 3782.5 3709.0 3782.5 +44.0 128 2,207 +99
Total Volume and Open Interest 84,268 216,505 +1,212
FT-SE 100(LIFFE)
Sep02 020830 4224.00 4266.00 4175.50 4240.00 +39.00 46,611 436,728 +3,962
Dec02 020830 4260.00 4287.00 4208.00 4262.00 +41.00 1,288 33,891 -13
Mar03 020830 4254.00 4254.00 4240.50 4250.00 +39.00 512 15,606 +0
Total Volume and Open Interest 48,926 496,381 +3,949
SPI 200(SFE)
Sep02 020830 3128.0 3133.0 3101.0 3104.0 -18.0 7,400 176,639 -933
Dec02 020830 3132.0 3132.0 3116.0 3116.0 -17.0 381 4,006 +297
Mar03 020830 3123.0 3123.0 3123.0 3123.0 -19.0 30 1,157 +25
Total Volume and Open Interest 7,811 183,465 -627
GSCI(CME)
Sep02 020830 214.70 215.30 214.60 214.80 +0.10 9 17,586 -3
Oct02 020830 217.10 217.10 217.10 217.10 +0.85 3 7 +2
Nov02 020830 217.70 217.70 217.70 217.70 +0.95      
Total Volume and Open Interest 12 17,593 -1
Bridge CRB Index(NYBOT)
Nov02 020830 221.20 222.00 220.50 222.00 +1.20 10 250 +1
Jan03 020830 224.00 224.00 224.00 224.00 +1.20 0 103 +0
Feb03 020830 224.00 224.00 224.00 224.00 +1.20 0 50 +0
Total Volume and Open Interest 10 404 +1
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

Banner

Newsflash

An options trader can be right on price direction; but, if he buys high volatility or sells low volatility, he can still lose money.

MRCI volatility charts, updated daily and available to MRCI ONLINE subscribers, overlay current historical and implied volatility
levels onto a graph depicting "normal" levels and seasonal trends throughout the year.

MRCI's Implied Volatility Report, (as shown below) apprises options traders of whether and by how much volatility may be greater or lesser than average.

MRCI ONLINE subscribers & Free Trial Guests can automatically receive a copy of this report via email each night! Join this list!