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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 Tue September 10, 2002
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Sep02 020910 573.50 582.00 569.00 581.00 +7.50 1,986 4,897 -1,083
Nov02 020910 570.50 578.50 565.00 577.25 +6.25 46,265 101,382 +201
Jan03 020910 573.50 582.00 568.00 580.75 +6.50 4,920 24,358 +809
Mar03 020910 573.50 581.50 569.00 581.00 +6.25 3,322 20,978 +642
May03 020910 570.50 580.00 566.00 579.00 +5.25 3,896 30,840 +505
Jul03 020910 571.50 578.00 567.50 577.50 +4.25 1,593 10,280 +211
Aug03 020910 566.00 570.00 564.50 570.00 +0.50 153 436 +109
Total Volume and Open Interest 63,342 197,922 +1,813
Soybean Meal(CBOT)
Sep02 020910 185.60 187.80 183.30 187.60 +2.00 3,866 4,587 -383
Oct02 020910 181.50 184.00 180.00 183.90 +1.80 6,988 22,556 -37
Dec02 020910 181.20 183.90 179.30 183.70 +2.30 13,123 62,168 +37
Jan03 020910 180.50 183.30 179.00 183.30 +2.50 760 9,586 -48
Mar03 020910 179.30 182.50 177.50 182.50 +3.00 1,816 8,946 -222
May03 020910 177.30 181.00 176.10 180.70 +3.10 1,601 15,065 +357
Jul03 020910 177.30 180.50 175.80 180.50 +3.20 390 8,427 +31
Aug03 020910 174.50 177.10 174.00 177.10 +2.10 56 2,096 -3
Total Volume and Open Interest 28,745 137,666 -270
Soybean Oil(CBOT)
Sep02 020910 20.28 20.40 20.20 20.40 -0.07 551 1,487 -106
Oct02 020910 20.45 20.45 20.20 20.39 -0.11 6,737 21,926 -178
Dec02 020910 20.50 20.53 20.27 20.47 -0.13 10,619 85,995 +585
Jan03 020910 20.59 20.59 20.37 20.54 -0.13 1,894 12,129 +1,285
Mar03 020910 20.69 20.69 20.42 20.61 -0.12 2,304 8,784 +906
May03 020910 20.74 20.75 20.50 20.68 -0.11 1,159 10,686 -146
Jul03 020910 20.80 20.80 20.54 20.73 -0.09 213 5,237 -89
Aug03 020910 20.55 20.55 20.55 20.55 -0.17 153 1,093 -47
Total Volume and Open Interest 24,628 151,597 +2,243
Canola(WCE)
Sep02 020910 430.0 430.0 430.0 430.0 -0.5      
Nov02 020910 435.0 435.0 430.0 432.4 -3.7 4,313 28,446 -675
Jan03 020910 438.7 438.7 435.0 437.7 -3.0 2,774 16,505 +280
Mar03 020910 439.5 439.5 434.0 437.9 -1.6 347 8,562 -50
May03 020910 436.0 436.0 434.0 434.0 -3.5 17 1,961 +17
Total Volume and Open Interest 7,666 56,922 -233
Corn(CBOT)
Sep02 020910 279.75 279.75 274.00 275.25 -3.50 2,083 4,720 -780
Dec02 020910 291.00 291.00 285.00 287.50 -1.75 81,882 341,387 +5,888
Mar03 020910 296.00 296.00 290.25 293.00 -2.00 15,466 82,304 +3,475
May03 020910 296.50 297.00 292.00 294.50 -1.25 2,822 19,735 +494
Jul03 020910 293.50 293.50 290.25 292.25 -0.50 3,237 25,441 +877
Sep03 020910 272.50 273.25 272.00 272.00 -1.00 364 6,029 +123
Total Volume and Open Interest 108,509 504,036 +10,298
Wheat(CBOT)
Sep02 020910 418.00 418.00 404.00 414.00 -1.00 792 719 -428
Dec02 020910 423.00 424.00 408.00 416.00 -6.00 40,520 93,412 -2,143
Mar03 020910 431.00 432.00 411.00 421.50 -8.75 6,162 21,154 +833
May03 020910 408.50 408.50 398.00 400.00 -6.00 218 1,520 +48
Jul03 020910 376.00 376.00 365.00 371.50 -5.00 2,205 10,219 -295
Total Volume and Open Interest 50,016 129,238 -1,933
Wheat(KCBT)
Sep02 020910 486.50 487.00 477.00 477.00 -12.00 6 38 -47
Dec02 020910 490.00 490.00 467.00 476.50 -11.25 15,831 56,738 +1,045
Mar03 020910 484.50 484.50 462.00 474.25 -5.50 5,982 16,521 -321
May03 020910 447.00 447.00 435.00 442.75 -5.75 349 1,796 -2
Jul03 020910 394.00 394.00 381.00 386.50 -8.00 954 5,887 +67
Total Volume and Open Interest 23,232 81,481 +818
Wheat(MGE)
Sep02 020910 506.00 506.00 495.00 495.00 -10.00 17 40 -1
Dec02 020910 518.00 520.00 487.00 502.00 -8.00 6,608 19,649 +209
Mar03 020910 516.00 522.00 489.00 504.75 -3.25 1,279 5,505 -236
May03 020910 480.00 481.00 465.00 471.50 -6.25 73 1,423 +30
Jul03 020910 449.50 449.50 431.00 437.75 -6.25 290 1,476 -70
Total Volume and Open Interest 8,533 29,375 -3
Oats(CBOT)
Sep02 020910 207.25 207.25 204.00 204.25 -1.25 30 35 -67
Dec02 020910 202.25 202.50 199.50 201.25 +0.50 1,100 7,783 +74
Mar03 020910 196.50 196.50 193.50 195.75 +0.75 48 2,001 +29
May03 020910 190.00 191.00 190.00 191.00 +0.50 23 263 +10
Total Volume and Open Interest 1,201 10,083 +46
Rough Rice(CBOT)
Sep02 020910 3.85 3.85 3.85 3.85 +0.06 14 203 -161
Nov02 020910 4.01 4.09 4.01 4.05 +0.06 820 4,264 -147
Jan03 020910 4.30 4.35 4.27 4.28 +0.05 130 1,041 -33
Mar03 020910 4.50 4.54 4.50 4.51 +0.05 12 889 +7
Total Volume and Open Interest 1,005 7,678 -328
Live Cattle(CME)
Oct02 020910 68.175 68.800 68.050 68.550 +0.575 6,075 39,122 -352
Dec02 020910 70.900 71.450 70.900 71.175 +0.300 4,311 33,017 +1,293
Feb03 020910 71.850 72.150 71.800 72.050 +0.225 1,228 18,042 +280
Apr03 020910 72.350 72.650 72.300 72.500 +0.100 807 8,777 +336
Jun03 020910 67.725 68.000 67.700 67.875 +0.225 514 4,650 +230
Aug03 020910 68.450 68.600 68.300 68.550 +0.150 48 257 -6
Total Volume and Open Interest 12,983 103,865 +1,781
Feeder Cattle(CME)
Sep02 020910 78.900 79.500 78.900 79.050 +0.050 148 1,469 -38
Oct02 020910 78.450 79.100 78.450 78.700 +0.225 1,014 5,496 -218
Nov02 020910 78.750 79.200 78.675 78.925 +0.150 485 2,473 +128
Jan03 020910 76.750 77.400 76.700 77.000 +0.125 209 1,667 +75
Mar03 020910 75.750 76.150 75.750 75.875 +0.175 10 227 +7
Apr03 020910 76.050 76.150 75.850 75.850 +0.150 19 185 +10
May03 020910 76.100 76.100 75.875 75.875 +0.100 19 124 +11
Total Volume and Open Interest 1,905 11,643 -24
Lean Hogs(CME)
Oct02 020910 33.000 34.550 32.950 34.550 +2.000 4,856 15,865 -169
Dec02 020910 36.450 38.275 36.400 37.700 +1.425 4,336 15,480 +1,277
Feb03 020910 43.050 44.800 43.000 44.600 +1.625 694 3,685 -18
Apr03 020910 49.350 50.700 49.350 50.250 +1.125 159 1,065 +37
May03 020910 58.150 58.800 58.000 58.800 +0.650 5 453 +2
Jun03 020910 60.150 60.850 60.000 60.400 +0.375 23 631 -1
Jul03 020910 59.150 59.900 59.150 59.150 +0.100 8 169 +5
Aug03 020910 57.000 57.000 57.000 57.000 +0.400 9 66 +4
Total Volume and Open Interest 10,090 37,426 +1,137
Pork Bellies(CME)
Feb03 020910 64.475 67.350 64.475 67.350 +3.000 244 941 +6
Mar03 020910 66.400 66.800 66.400 66.800 +3.000 7 39 +0
May03 020910 68.650 68.650 68.050 68.150 +2.500 1 19 +1
Jul03 020910 68.800 68.800 68.400 68.400 +2.500 0 15 +0
Aug03 020910 66.000 66.000 66.000 66.000 +1.950 0 6 +0
Total Volume and Open Interest 252 1,020 +7
Cocoa(NYBOT)
Sep02 020910 2039 2043 2010 2023 -23 48 570 +7
Dec02 020910 2027 2028 1996 2015 -21 5,257 37,794 -1,156
Mar03 020910 2033 2033 2009 2024 -18 1,072 23,842 +589
May03 020910 2034 2034 2034 2034 -16 74 8,194 -6
Jul03 020910 2040 2040 2030 2039 -16 0 7,107 +0
Sep03 020910 2045 2045 2045 2045 -15 260 11,465 +4
Dec03 020910 2050 2050 2050 2050 -15 20 11,403 -8
Total Volume and Open Interest 6,731 105,349 -570
Coffee "C"(NYBOT)
Sep02 020910 60.00 61.50 58.25 58.25 -1.05 277 510 -312
Dec02 020910 61.30 63.60 59.60 59.95 -1.35 16,464 39,994 +356
Mar03 020910 64.10 66.50 62.50 62.95 -1.20 4,819 14,874 -410
May03 020910 65.45 67.50 64.10 64.45 -1.00 1,195 5,742 +616
Jul03 020910 66.75 68.40 65.70 65.70 -0.95 183 4,633 +8
Sep03 020910 68.00 69.60 66.85 66.85 -0.90 54 3,158 -7
Total Volume and Open Interest 22,997 69,193 +254
Orange Juice(NYBOT)
Sep02 020910 100.40 100.40 98.65 98.65 -0.70 42 51 -52
Nov02 020910 101.75 101.85 101.00 101.35 -0.45 804 16,635 +21
Jan03 020910 104.20 104.35 103.65 103.80 -0.40 436 5,172 -99
Mar03 020910 106.10 106.10 105.35 105.35 -0.70 199 4,049 +139
May03 020910 106.85 106.85 106.85 106.85 -0.45 20 753 +18
Total Volume and Open Interest 1,501 27,255 +27
Sugar #11(NYBOT)
Oct02 020910 6.67 6.71 6.49 6.69 +0.03 27,765 77,006 -910
Mar03 020910 6.28 6.38 6.22 6.36 +0.03 21,765 65,596 +7,404
May03 020910 5.98 6.06 5.96 6.06 +0.03 2,729 13,558 +80
Jul03 020910 5.68 5.75 5.68 5.75 +0.01 1,557 19,944 +12
Oct03 020910 5.71 5.75 5.63 5.71 -0.04 1,006 12,197 +228
Total Volume and Open Interest 55,101 195,453 +6,964
London Cocoa(LCE)
Sep02 020910 1397 1398 1376 1389 -11 720 4,861 -626
Dec02 020910 1418 1418 1398 1412 -10 2,104 59,613 +14
Mar03 020910 1434 1434 1415 1429 -5 405 40,164 +43
May03 020910 1447 1447 1430 1442 -5 162 10,580 -25
Jul03 020910 1453 1454 1443 1454 -2 44 12,018 +0
Sep03 020910 1444 1457 1444 1457 -3 0 9,007 +0
Dec03 020910 1450 1459 1450 1459 -3 20 8,494 +20
Total Volume and Open Interest 3,455 146,685 -574
London Coffee(LCE)
Sep02 020910 627.00 651.00 620.00 629.00 -2.00 316 2,915 -15
Nov02 020910 649.00 672.00 623.00 636.00 -1.00 6,217 44,815 +550
Jan03 020910 663.00 685.00 638.00 650.00 -2.00 2,665 32,363 +264
Mar03 020910 675.00 692.00 651.00 663.00 -1.00 2,041 23,507 +185
May03 020910 669.00 702.00 667.00 676.00 unch 344 11,894 +105
Jul03 020910 683.00 689.00 681.00 689.00 unch 768 10,009 +346
Total Volume and Open Interest 12,653 129,194 +1,441
London Sugar(LCE)
Oct02 020910 199.00 203.00 196.00 198.70 +1.50 8,409 7,793 -3,897
Dec02 020910 191.30 196.60 188.00 190.20 +2.20 4,818 18,086 +410
Mar03 020910 189.80 191.90 186.00 188.10 +1.10 2,159 13,394 +446
May03 020910 189.80 190.90 184.00 185.10 +0.10 131 4,407 +46
Aug03 020910 185.00 189.70 182.10 183.30 +0.30 234 2,962 +168
Total Volume and Open Interest 15,756 48,426 -2,822
Cotton(NYBOT)
Oct02 020910 43.50 43.60 43.06 43.43 +0.04 353 2,227 -107
Dec02 020910 45.40 45.40 44.85 45.21 -0.03 5,350 48,207 -675
Mar03 020910 47.30 47.30 47.00 47.25 +0.05 1,858 8,578 -254
May03 020910 50.35 50.35 50.00 50.31 +0.01 1,649 7,529 +718
Jul03 020910 51.30 51.30 51.30 51.30 unch 116 2,889 +37
Oct03 020910 52.30 52.30 52.30 52.30 +0.20 0 156 +0
Total Volume and Open Interest 9,328 70,787 -281
Lumber(CME)
Sep02 020910 229.0 234.3 229.0 233.7 +4.2 475 595 -199
Nov02 020910 225.0 231.0 224.5 228.5 +2.8 579 1,737 +154
Jan03 020910 240.2 244.9 240.0 244.9 +3.8 35 234 +7
Mar03 020910 252.4 255.1 252.4 252.7 +0.2 15 55 +2
Total Volume and Open Interest 1,106 2,669 -35
Crude Oil(NYM)
Oct02 020910 30.05 30.20 29.62 29.73 unch 71,398 146,083 -7,866
Nov02 020910 30.15 30.25 29.75 29.89 +0.08 40,806 73,205 +4,570
Dec02 020910 29.92 29.98 29.60 29.66 +0.10 20,234 61,438 +2,810
Jan03 020910 29.40 29.50 29.20 29.20 +0.11 4,706 33,088 +584
Feb03 020910 28.92 28.95 28.70 28.72 +0.09 2,880 13,587 +313
Mar03 020910 28.40 28.50 28.20 28.24 +0.07 2,758 18,668 -271
Apr03 020910 27.81 27.95 27.76 27.76 +0.05 1,510 13,561 +253
May03 020910 27.45 27.50 27.30 27.31 +0.03 2,192 8,490 +1,866
Jun03 020910 26.95 27.05 26.75 26.89 +0.01 4,986 23,506 +756
Jul03 020910 26.50 26.50 26.50 26.50 -0.01 1,163 6,106 +928
Total Volume and Open Interest 159,383 495,834 +4,749
Heating Oil(NYM)
Oct02 020910 79.70 80.25 78.95 79.27 +0.65 16,601 50,771 -2,943
Nov02 020910 80.40 81.00 79.85 80.04 +0.42 7,195 24,321 +1,079
Dec02 020910 81.00 81.55 80.40 80.54 +0.37 3,270 20,289 -209
Jan03 020910 81.35 81.60 80.50 80.64 +0.32 1,165 13,188 +230
Feb03 020910 80.20 80.40 79.44 79.44 +0.27 366 9,546 +24
Mar03 020910 77.80 78.00 76.44 76.94 +0.22 604 7,008 -87
Apr03 020910 74.70 75.00 74.09 74.09 +0.12 115 3,783 -55
May03 020910 71.90 72.05 71.24 71.24 +0.02 121 2,618 +7
Jun03 020910 70.50 70.50 69.79 69.79 -0.03 208 3,473 -35
Jul03 020910 69.44 69.44 69.44 69.44 -0.08 8 1,222 -1
Total Volume and Open Interest 29,857 140,504 -1,988
Unleaded Gas(NYM)
Oct02 020910 79.90 81.00 79.70 79.94 +0.94 17,994 50,277 -1,704
Nov02 020910 79.50 80.30 79.20 79.37 +0.58 8,309 19,003 +791
Dec02 020910 79.30 79.80 78.65 78.80 +0.41 2,938 7,987 -628
Jan03 020910 78.70 79.20 78.30 78.41 +0.32 1,404 5,140 +535
Feb03 020910 79.00 79.00 78.38 78.38 +0.24 76 2,747 -3
Mar03 020910 79.00 79.20 78.50 78.50 +0.16 323 2,910 +181
Apr03 020910 83.85 83.85 83.85 83.85 +0.01 438 3,755 +331
May03 020910 83.55 83.55 83.55 83.55 -0.04 777 1,886 +275
Total Volume and Open Interest 32,309 95,742 -222
Natural Gas(NYM)
Oct02 020910 3.420 3.425 3.340 3.356 -0.043 49,939 50,909 -138
Nov02 020910 3.760 3.780 3.720 3.734 -0.010 12,009 34,783 +1,061
Dec02 020910 4.040 4.045 3.990 4.009 -0.010 4,603 32,158 +263
Jan03 020910 4.155 4.160 4.095 4.126 -0.013 2,414 29,113 -486
Feb03 020910 4.090 4.090 4.040 4.054 -0.015 895 23,027 +326
Mar03 020910 3.940 3.985 3.940 3.952 -0.014 1,996 25,092 +288
Apr03 020910 3.840 3.870 3.815 3.827 -0.011 1,975 19,163 -114
May03 020910 3.840 3.840 3.815 3.822 -0.009 708 13,812 -311
Total Volume and Open Interest 78,228 412,450 -323
Brent Crude Oil(IPE)
Oct02 020910 28.57 29.02 28.52 28.58 +0.09 22,797 40,888 -1,648
Nov02 020910 28.60 29.02 28.54 28.65 +0.17 28,566 65,373 +4,138
Dec02 020910 28.45 28.82 28.42 28.48 +0.12 15,370 33,367 +2,104
Jan03 020910 28.10 28.36 28.07 28.09 +0.08 2,863 18,847 +279
Feb03 020910 27.64 27.92 27.61 27.61 +0.02 2,443 8,835 -962
Mar03 020910 27.17 27.38 27.09 27.09 -0.06 3,023 9,882 +931
Apr03 020910 26.75 26.90 26.60 26.60 -0.11 110 6,273 +5
May03 020910 26.35 26.43 26.14 26.14 -0.13 668 5,219 +158
Total Volume and Open Interest 79,590 241,965 +5,873
Gas Oil(IPE)
Sep02 020910 239.25 243.25 238.75 241.75 +3.50 12,950 23,539 -2,543
Oct02 020910 240.75 245.00 240.25 243.00 +3.25 13,835 68,835 +1,032
Nov02 020910 242.25 245.00 241.50 243.75 +3.00 7,291 32,137 +1,699
Dec02 020910 241.50 245.25 241.50 243.50 +2.75 3,837 42,538 -587
Jan03 020910 242.00 243.25 241.00 242.50 +2.50 2,061 15,609 -288
Feb03 020910 238.50 238.50 237.75 237.75 +2.25 400 4,718 -200
Mar03 020910 234.00 234.00 232.00 232.00 +1.75 600 6,238 -350
Apr03 020910 226.50 226.50 225.75 225.75 +1.00 0 2,044 +0
Total Volume and Open Interest 42,952 231,823 -704
US Dollar Index(NYBOT)
Sep02 020910 106.83 107.82 106.83 107.56 +0.38 3,079 2,480 -2,795
Dec02 020910 107.47 108.32 107.39 108.08 +0.38 5,282 7,252 +825
Mar03 020910 108.60 108.60 108.60 108.60 +0.38 2,001 2,007 +1,999
Total Volume and Open Interest 10,362 11,743 +29
Australian Dollar(IMM)
Sep02 020910 54.95 54.95 54.60 54.75 -0.03 2,278 19,592 -1,360
Dec02 020910 54.53 54.54 54.21 54.34 -0.03 2,524 6,510 +2,138
Mar03 020910 53.93 53.93 53.93 53.93 -0.03 0 28 +0
Total Volume and Open Interest 4,802 26,914 +778
British Pound(IMM)
Sep02 020910 155.34 155.50 155.10 155.46 -0.02 8,523 26,346 -5,089
Dec02 020910 154.54 154.74 154.26 154.64 -0.02 8,237 13,269 +7,087
Mar03 020910 153.50 153.74 153.50 153.74 -0.02 97 159 +97
Total Volume and Open Interest 16,857 39,779 +2,095
Canadian Dollar(IMM)
Sep02 020910 63.73 63.77 63.52 63.62 -0.24 10,919 42,916 -5,947
Dec02 020910 63.52 63.58 63.33 63.43 -0.24 9,420 29,841 +7,577
Mar03 020910 63.33 63.37 63.21 63.24 -0.24 446 2,900 +316
Jun03 020910 63.00 63.06 63.00 63.06 -0.24 14 842 -2
Total Volume and Open Interest 20,800 76,987 +1,944
Japanese Yen(IMM)
Sep02 020910 83.86 83.92 83.23 83.44 -0.71 18,261 55,526 -8,709
Dec02 020910 84.26 84.30 83.63 83.82 -0.71 39,891 48,335 +30,928
Mar03 020910 84.30 84.30 84.17 84.17 -0.71 218 649 +166
Total Volume and Open Interest 58,370 104,755 +22,385
Swiss Franc(IMM)
Sep02 020910 66.81 66.84 66.53 66.81 -0.30 13,712 30,147 -3,724
Dec02 020910 67.01 67.10 66.73 66.99 -0.31 16,212 22,014 +12,760
Mar03 020910 67.15 67.16 67.15 67.16 -0.31 350 399 +348
Total Volume and Open Interest 30,274 52,594 +9,384
EuroFX(IMM)
Sep02 020910 97.57 97.60 97.21 97.48 -0.36 29,347 74,239 -15,143
Dec02 020910 97.21 97.25 96.83 97.11 -0.36 29,454 47,138 +26,539
Mar03 020910 96.60 96.76 96.60 96.76 -0.36 162 420 +162
Total Volume and Open Interest 58,965 122,062 +11,557
Mexican Peso(IMM)
Sep02 020910 10060.0 10090.0 9980.0 9995.0 -57.0 7,747 12,722 -1,631
Dec02 020910 9910.0 9925.0 9810.0 9830.0 -60.0 9,409 8,120 +3,761
Total Volume and Open Interest 17,171 21,759 +2,130
30-Year T-Bonds(CBOT)
Sep02 020910 111~23 112~21 111~06 112~13 +0~19 23,936 62,939 -10,562
Dec02 020910 110~18 111~16 109~31 111~07 +0~19 144,261 403,583 +10,437
Mar03 020910 109~09 110~06 109~02 110~02 +0~19 1,338 26,362 +0
Total Volume and Open Interest 169,535 492,972 -125
Municipal Bonds(CBOT)
Sep02 020910 109~07 109~25 109~06 109~17 +0~04 310 2,768 -34
Dec02 020910 108~18 109~04 108~10 108~24 -0~01 423 3,180 +218
Total Volume and Open Interest 733 5,948 +184
10-Year T-Notes(CBOT)
Sep02 020910 114~000 114~150 113~180 114~100 +0~110 41,845 111,235 -25,864
Dec02 020910 112~225 113~065 112~080 113~015 +0~110 298,285 736,686 +4,966
Total Volume and Open Interest 348,783 867,434 -16,716
5-Year T-Notes(CBOT)
Sep02 020910 112~060 112~240 112~045 112~210 +0~055 28,387 73,120 -13,848
Dec02 020910 111~125 111~315 111~095 111~290 +0~075 64,438 577,664 +19,108
Mar03 020910 110~230 110~230 110~230 110~230 +0~070 2 8 +2
Total Volume and Open Interest 92,827 650,792 +5,262
2 Year T-Notes(CBOT)
Sep02 020910 106~100 106~120 106~092 106~117 +0~005 3,946 15,762 -1,340
Dec02 020910 106~048 106~072 106~037 106~068 +0~004 8,586 95,961 +33
Total Volume and Open Interest 12,532 111,723 -1,307
3-Mth T-Bills(IMM)
Dec02 020910 98.46 98.46 98.46 98.46 unch 1 11 +1
Total Volume and Open Interest 3 863 +0
Eurodollars(IMM)
Sep02 020910 98.170 98.190 98.168 98.188 +0.007 85,055 628,687 -15,266
Dec02 020910 98.190 98.240 98.175 98.225 +0.010 98,588 723,154 -19,231
Mar03 020910 98.035 98.115 98.010 98.090 +0.010 128,575 629,380 -3,843
Jun03 020910 97.750 97.845 97.715 97.820 -0.010 102,042 483,039 -13,416
Sep03 020910 97.390 97.485 97.355 97.455 -0.020 55,285 390,971 -3,258
Dec03 020910 97.060 97.130 97.005 97.105 -0.025 32,842 314,923 -6,127
Mar04 020910 96.740 96.800 96.690 96.795 -0.020 17,412 198,894 +2,156
Jun04 020910 96.470 96.560 96.425 96.545 +0.005 11,669 163,672 -15
Sep04 020910 96.260 96.335 96.225 96.330 +0.015 5,884 132,455 -408
Dec04 020910 96.010 96.140 95.985 96.120 +0.030 4,453 134,133 -258
Mar05 020910 95.830 95.965 95.820 95.950 +0.040 3,526 105,235 -262
Jun05 020910 95.660 95.800 95.660 95.790 +0.055 3,573 93,751 +807
Total Volume and Open Interest 569,610 4,542,948 -57,289
3-Mth Euro-Yen(IMM)
Sep02 020910 99.93 99.93 99.93 99.93 unch 9 16,286 +26
Dec02 020910 99.92 99.92 99.92 99.92 unch 0 5,869 +96
Mar03 020910 99.90 99.90 99.89 99.89 -0.01 45 2,865 +95
Jun03 020910 99.91 99.91 99.91 99.91 unch 11 5,176 -230
Sep03 020910 99.90 99.90 99.90 99.90 unch 0 1,791 -4
Dec03 020910 99.87 99.87 99.87 99.87 unch 0 2,126 +0
Mar04 020910 99.83 99.83 99.83 99.83 unch 0 710 +0
Jun04 020910 99.81 99.81 99.81 99.81 unch 0 578 +0
Sep04 020910 99.76 99.76 99.76 99.76 unch 0 910 +0
Dec04 020910 99.69 99.69 99.69 99.69 unch 0 261 +0
Total Volume and Open Interest 65 39,732 -17
3-Mth Euro-Yen(SIMEX)
Dec02 020910 99.92 99.92 99.92 99.92 0.00 1,688 40,200 +597
Mar03 020910 99.89 99.89 99.89 99.89 0.00 3,314 34,423 +1,122
Jun03 020910 99.91 99.91 99.90 99.90 -0.01 337 47,325 -65
Sep03 020910 99.90 99.90 99.89 99.89 -0.01 281 26,356 +106
Dec03 020910 99.87 99.87 99.87 99.87 unch 2 15,029 -2
Mar04 020910 99.83 99.83 99.83 99.83 unch 0 14,780 -5
Jun04 020910 99.81 99.81 99.81 99.81 unch 0 6,800 -5
Sep04 020910 99.76 99.76 99.76 99.76 unch 0 2,294 +0
Total Volume and Open Interest 8,230 241,410 +2,844
German Euro-Bund(EUREX)
Sep02 020906 112.14 112.53 112.14 112.46 +0.23 863,213 68,319 -201,640
Dec02 020910 111.27 111.29 110.80 111.11 -0.33 576,592 696,770 -44,721
Mar03 020910 110.77 110.77 110.77 110.77 -0.29 3,352 325 +58
Total Volume and Open Interest 579,944 697,095 -44,663
German Euro-Bobl(EUREX)
Sep02 020906 109.48 109.85 109.48 109.80 +0.09 451,807 30,881 -194,339
Dec02 020910 108.55 108.59 108.30 108.50 -0.18 421,800 575,359 +2,910
Mar03 020910 108.42 108.42 108.42 108.42 -0.24 1,976 590 +290
Total Volume and Open Interest 423,776 575,949 +3,200
Long Gilt(LIFFE)
Sep02 020910 117~02 117~02 116~22 116~26 -0~15 1,356 19,522 -7
Dec02 020910 119~21 119~24 119~06 119~13 -0~17 20,095 90,804 -1,018
Total Volume and Open Interest 21,451 110,326 -1,025
3-Mth Short Sterling(LIFFE)
Sep02 020910 95.99 96.00 95.98 95.99 -0.01 10,311 0 +0
Dec02 020910 96.02 96.04 95.98 96.01 -0.06 22,090 0 +0
Mar03 020910 95.99 96.00 95.88 95.93 -0.11 27,264 0 +0
Total Volume and Open Interest 90,179    
3-Mth Euribor(LIFFE)
Sep02 020910 96.675 96.700 96.675 96.690 unch 77,831 334,429 -10,582
Dec02 020910 96.810 96.840 96.765 96.800 -0.040 111,747 397,719 -3,340
Mar03 020910 96.860 96.880 96.790 96.830 -0.070 136,620 359,160 +403
Total Volume and Open Interest 496,781 1,938,135 -13,141
3-Mth Aus T-Bills(SFE)
Sep02 020910 95.11 95.11 95.09 95.10 -0.01 7,516 164,388 -2,207
Dec02 020910 95.11 95.12 95.08 95.10 -0.03 8,080 192,147 +3,179
Mar03 020910 94.96 94.98 94.93 94.95 -0.05 2,228 51,042 +1,464
Jun03 020910 94.85 94.86 94.81 94.82 -0.06 844 28,885 -30
Sep03 020910 94.74 94.74 94.71 94.72 -0.05 202 18,250 -258
Dec03 020910 94.61 94.61 94.60 94.60 -0.06 144 14,656 +53
Mar04 020910 94.50 94.50 94.48 94.50 -0.06 207 8,615 +159
Jun04 020910 94.39 94.40 94.39 94.40 -0.06 97 4,969 +147
Sep04 020910 94.31 94.31 94.30 94.31 -0.05 12 1,383 +12
Dec04 020910 94.22 94.22 94.20 94.22 -0.04 0 1,289 +0
Total Volume and Open Interest 19,410 486,459 +2,599
10-Year Aus T-Bonds(SFE)
Sep02 020910 94.54 94.54 94.49 94.50 -0.05 3,072 181,013 -19,449
Dec02 020910 94.51 94.51 94.46 94.46 -0.06 1,416 11,405 +1,804
Total Volume and Open Interest 15,369 210,063 +9,063
3-Year Aus T-Bonds(SFE)
Sep02 020910 94.92 94.93 94.87 94.89 -0.07 24,415 570,278 +9,222
Dec02 020910 94.99 94.99 94.84 94.85 -0.07 4,755 13,083 +4,250
Total Volume and Open Interest 29,170 583,361 +13,472
Gold(CMX)
Oct02 020910 317.5 320.0 317.5 318.3 -3.4 603 11,745 -77
Dec02 020910 319.6 321.5 318.7 319.4 -3.4 29,181 100,910 +6,571
Feb03 020910 320.3 321.7 319.8 320.2 -3.4 268 9,547 +163
Apr03 020910 322.1 322.1 320.9 320.9 -3.4 70 4,615 +49
Jun03 020910 323.0 323.2 321.3 321.5 -3.4 13 6,153 +3
Aug03 020910 323.4 323.4 322.0 322.2 -3.3 0 6,941 +0
Total Volume and Open Interest 30,260 160,683 +6,754
Silver(CMX)
Sep02 020910 457.0 457.0 455.7 455.7 -2.2 52 300 -1
Dec02 020910 456.0 459.5 452.5 457.8 -2.5 6,991 60,820 +612
Mar03 020910 460.0 461.5 455.0 460.2 -2.6 49 5,302 +27
May03 020910 461.3 461.3 461.3 461.3 -2.8 7 2,187 +0
Jul03 020910 462.0 465.0 462.0 462.5 -2.8 9 5,454 +3
Total Volume and Open Interest 7,119 79,684 +647
Platinum(NYM)
Oct02 020910 549.0 551.0 547.0 549.1 -4.3 458 6,268 -59
Jan03 020910 542.0 545.5 542.0 543.4 -4.5 162 535 +101
Apr03 020910 543.4 543.4 543.4 543.4 -4.5 0 2 +0
Total Volume and Open Interest 620 6,805 +42
Palladium(NYME)
Sep02 020910 336.00 336.00 331.00 331.00 -2.70 2 16 -4
Dec02 020910 332.00 332.00 329.00 330.00 -3.20 46 1,885 +7
Total Volume and Open Interest 48 1,901 +3
Copper(CMX)
Sep02 020910 69.70 70.30 69.40 70.05 +1.15 414 917 -220
Dec02 020910 70.50 71.30 70.20 70.90 +1.15 11,688 56,784 -2,856
Mar03 020910 71.20 71.85 71.00 71.65 +1.15 42 6,548 +9
May03 020910 71.95 72.50 71.95 72.20 +1.15 33 3,063 +11
Jul03 020910 72.00 72.65 72.00 72.65 +1.15 10 2,806 +10
Total Volume and Open Interest 12,456 101,049 -2,922
DJIA Index(CBOT)
Sep02 020910 8530 8625 8495 8620 +128 23,663 31,636 -1,458
Dec02 020910 8515 8610 8480 8607 +131 2,174 2,027 +871
Mar03 020910 8500 8596 8500 8596 +128 0 15 -4
Jun03 020910 8589 8589 8589 8589 +128      
Total Volume and Open Interest 25,837 33,705 -591
S & P 500(CME)
Sep02 020910 905.80 912.00 900.10 911.00 +10.40 76,856 457,665 -13,573
Dec02 020910 906.00 912.00 901.00 911.20 +10.50 22,286 152,923 +12,153
Mar03 020910 911.20 911.20 911.20 911.20 +10.50 747 22,030 +1,542
Jun03 020910 911.40 911.40 911.40 911.40 +10.50 11 331 +10
Total Volume and Open Interest 99,900 632,995 -68
S & P 500 E-Mini(Globex)
Sep02 020910 900.25 912.25 898.50 911.00 +10.50 521,686 339,613 +3,091
Dec02 020910 900.25 912.00 898.75 911.25 +10.50 2,180 4,680 +1,296
Total Volume and Open Interest 523,866 344,293 +4,387
NASDAQ 100(CME)
Sep02 020910 936.00 953.00 930.00 951.50 +23.50 13,704 66,740 -197
Dec02 020910 937.00 956.00 935.00 955.50 +23.50 1,708 17,396 +1,512
Mar03 020910 959.50 959.50 959.50 959.50 +23.50 29 470 +29
Total Volume and Open Interest 15,441 84,606 +1,344
NASDAQ 100 E-Mini(GLOBEX)
Sep02 020910 928.5 953.0 926.5 951.5 +23.5 196,539 174,551 -4,977
Dec02 020910 934.0 955.5 930.5 955.5 +23.5 1,500 2,167 +911
Total Volume and Open Interest 198,039 176,718 -4,066
NYSE Composite(NYBOT)
Sep02 020910 490.50 492.50 488.20 492.50 +5.00 490 4,497 +0
Dec02 020910 490.00 492.50 488.50 492.50 +5.00 43 353 +30
Mar03 020910 492.50 492.50 492.50 492.50 +5.00 0 100 +0
Total Volume and Open Interest 533 4,950 +30
S & P Midcap 400(CME)
Sep02 020910 445.00 447.50 441.00 446.00 +3.50 1,301 15,166 -275
Dec02 020910 446.60 446.60 446.60 446.60 +3.50 201 565 +75
Mar03 020910 449.60 449.60 449.60 449.60 +3.50      
Total Volume and Open Interest 1,502 15,731 -200
Russell 2000(CME)
Sep02 020910 393.00 395.50 388.50 393.75 +3.50 2,735 21,022 -137
Dec02 020910 393.50 395.00 390.00 394.00 +3.50 482 3,693 +449
Mar03 020910 396.00 396.00 396.00 396.00 +3.50      
Total Volume and Open Interest 3,217 24,715 +312
Value Line(KCBT)
Sep02 020910 1032.00 1033.00 1013.00 1030.00 +8.00 54 130 +2
Total Volume and Open Interest 66 142 +13
Nikkei 225(CME)
Sep02 020910 9340 9380 9320 9345 +50 6,011 25,697 -486
Dec02 020910 9300 9390 9300 9320 +40 4,737 7,177 +4,280
Total Volume and Open Interest 10,748 32,883 +3,794
Nikkei 225(SIMEX)
Sep02 020910 9315 9460 9265 9335 +25 19,805 90,777 -4,584
Dec02 020910 9290 9425 9235 9300 +25 5,958 16,828 +2,708
Mar03 020910 9295 9295 9295 9295 +25 0 437 +0
Total Volume and Open Interest 25,763 108,042 -1,876
CAC 40(MATIF)
Sep02 020910 3250.0 3314.0 3238.0 3303.0 +101.0 58,656 528,309 +3,463
Oct02 020910 3312.0 3312.0 3312.0 3312.0 +101.0 352 1,181 +302
Nov02 020910 3321.0 3321.0 3321.0 3321.0 +102.0      
Total Volume and Open Interest 59,008 564,481 +3,765
DAX Index(EUREX)
Sep02 020910 3460.0 3524.0 3456.0 3486.0 +58.5 61,429 200,748 -4,275
Dec02 020910 3494.0 3547.0 3494.0 3515.0 +59.0 3,090 19,918 +2,173
Mar03 020910 3562.0 3570.0 3543.0 3543.0 +59.5 310 3,191 +300
Total Volume and Open Interest 64,829 223,857 -1,802
FT-SE 100(LIFFE)
Sep02 020910 4095.00 4182.50 4090.00 4171.50 +112.50 48,227 446,733 -2,774
Dec02 020910 4135.00 4202.00 4114.50 4191.00 +112.50 5,543 44,804 +1,616
Mar03 020910 4137.50 4183.50 4137.50 4179.50 +114.00 1,250 19,418 +1,250
Total Volume and Open Interest 55,020 521,737 +92
SPI 200(SFE)
Sep02 020910 3117.0 3121.0 3098.0 3102.0 -6.0 9,572 137,277 -4,694
Dec02 020910 3117.0 3117.0 3113.0 3113.0 -6.0 1,518 5,911 +1,460
Mar03 020910 3120.0 3120.0 3120.0 3120.0 -5.0 0 1,272 -60
Total Volume and Open Interest 11,100 146,063 -3,381
GSCI(CME)
Sep02 020910 224.60 225.15 223.45 223.70 +0.85 3,124 14,931 -2,664
Oct02 020910 227.95 227.95 226.55 226.55 +1.05 3,095 3,132 +3,045
Nov02 020910 227.25 227.25 227.25 227.25 +0.75      
Total Volume and Open Interest 6,219 18,063 +381
Bridge CRB Index(NYBOT)
Nov02 020910 230.00 231.00 229.40 230.00 +0.25 75 382 +28
Jan03 020910 232.00 232.00 230.50 232.00 +0.25 13 113 +9
Feb03 020910 231.00 232.00 231.00 232.00 +0.25 0 51 +0
Total Volume and Open Interest 90 549 +39
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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