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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 Wed October 02, 2002
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Nov02 021002 544.00 546.00 536.00 537.50 -4.50 43,807 92,641 -3,311
Jan03 021002 548.50 550.50 540.00 541.50 -4.50 6,610 31,477 +385
Mar03 021002 551.00 552.50 542.50 544.25 -4.25 2,620 27,103 +402
May03 021002 550.50 552.00 543.00 545.25 -3.25 2,161 31,033 +146
Jul03 021002 551.00 551.00 544.00 545.00 -3.50 1,276 14,474 +302
Aug03 021002 543.00 543.00 539.00 539.00 -4.00 60 939 +4
Sep03 021002 531.00 531.00 524.00 524.00 -4.00 1 221 -22
Total Volume and Open Interest 57,348 204,804 -1,857
Soybean Meal(CBOT)
Oct02 021002 168.50 169.00 166.00 166.90 -1.40 8,620 6,548 -2,161
Dec02 021002 171.70 172.20 168.80 169.60 -1.40 24,981 66,156 -1,710
Jan03 021002 172.80 173.00 169.50 170.60 -1.40 3,148 13,421 +247
Mar03 021002 173.50 173.50 171.00 171.70 -1.10 3,635 12,128 +146
May03 021002 172.80 173.50 170.50 171.20 -0.30 3,568 14,042 -825
Jul03 021002 173.30 173.30 170.90 171.60 +0.10 1,907 10,104 +74
Aug03 021002 171.00 171.30 169.50 169.90 +0.20 34 2,343 +4
Sep03 021002 169.50 169.50 167.50 167.50 +0.30 109 1,954 -7
Total Volume and Open Interest 46,085 131,123 -4,171
Soybean Oil(CBOT)
Oct02 021002 19.73 19.75 19.45 19.46 -0.19 1,956 4,389 -1,012
Dec02 021002 19.78 19.80 19.48 19.50 -0.18 13,161 78,620 -236
Jan03 021002 19.85 19.85 19.53 19.55 -0.17 1,442 15,945 +26
Mar03 021002 19.94 19.94 19.63 19.65 -0.14 2,244 16,486 +556
May03 021002 19.89 19.91 19.64 19.67 -0.15 1,029 10,966 +150
Jul03 021002 19.88 19.90 19.63 19.66 -0.18 522 6,600 +248
Aug03 021002 19.70 19.70 19.48 19.48 -0.22 26 1,327 +26
Sep03 021002 19.50 19.50 19.25 19.25 -0.25 10 694 +10
Total Volume and Open Interest 21,327 140,248 -476
Canola(WCE)
Nov02 021002 421.0 422.0 415.8 416.0 -3.6 1,350 16,709 -171
Jan03 021002 427.0 427.5 421.2 421.2 -4.2 3,123 19,428 -974
Mar03 021002 428.3 428.3 423.0 423.2 -2.6 498 9,116 +13
May03 021002 425.5 425.5 423.0 423.0 -1.1 60 2,213 +60
Jul03 021002 425.5 425.5 422.5 422.5 -1.0 80 728 +30
Total Volume and Open Interest 5,113 50,648 -1,040
Corn(CBOT)
Dec02 021002 257.00 258.50 255.75 257.00 +1.25 56,715 274,297 -8,125
Mar03 021002 263.50 265.25 262.75 263.25 +0.75 13,138 108,470 -709
May03 021002 267.00 268.25 265.50 266.00 unch 3,558 30,654 +1,082
Jul03 021002 268.50 269.50 265.50 266.25 -0.50 4,135 33,767 +262
Sep03 021002 255.00 256.00 253.50 253.75 -0.25 415 8,012 +179
Dec03 021002 245.25 245.50 242.25 243.25 -1.25 2,033 25,828 +100
Total Volume and Open Interest 79,999 484,617 -7,213
Wheat(CBOT)
Dec02 021002 400.00 401.50 382.50 383.50 -13.00 18,707 81,985 -1,287
Mar03 021002 403.00 404.00 386.50 387.75 -12.00 3,838 23,651 +218
May03 021002 378.00 378.50 369.00 369.50 -6.50 407 2,102 -41
Jul03 021002 347.00 347.50 341.50 342.25 -4.50 1,692 13,460 +51
Sep03 021002 348.00 349.50 345.00 345.50 -3.50 117 930 +58
Total Volume and Open Interest 24,779 124,420 -1,013
Wheat(KCBT)
Dec02 021002 484.50 485.00 473.00 473.50 -8.00 8,057 47,224 +1,189
Mar03 021002 470.00 470.00 459.00 459.25 -6.75 2,478 21,068 +1,248
May03 021002 435.00 437.00 430.00 430.00 -4.00 476 2,379 +359
Jul03 021002 385.50 386.50 377.50 378.00 -7.75 762 7,004 -348
Sep03 021002 383.50 383.50 379.00 379.00 -7.50 21 314 -1
Total Volume and Open Interest 11,824 78,466 +2,477
Wheat(MGE)
Dec02 021002 517.00 517.00 504.50 504.75 -10.50 4,882 20,032 +501
Mar03 021002 509.00 511.50 503.00 503.75 -5.50 1,374 8,378 +150
May03 021002 490.00 490.00 482.00 482.00 -4.00 169 1,784 +51
Jul03 021002 453.00 453.50 448.00 448.00 -3.00 267 1,606 +34
Sep03 021002 413.00 414.00 409.00 412.50 -0.75 151 710 +53
Total Volume and Open Interest 6,902 33,486 +815
Oats(CBOT)
Dec02 021002 215.75 216.00 210.75 211.00 -3.50 805 7,483 +99
Mar03 021002 210.25 210.50 206.00 206.25 -2.75 34 2,393 +10
May03 021002 203.00 203.50 200.00 200.50 -1.00 134 459 +55
Jul03 021002 195.25 195.25 194.50 194.50 -0.50 10 6 +5
Total Volume and Open Interest 983 10,343 +169
Rough Rice(CBOT)
Nov02 021002 4.05 4.17 4.05 4.08 +0.01 198 4,482 +4
Jan03 021002 4.29 4.40 4.29 4.31 +0.01 81 1,093 +14
Mar03 021002 4.54 4.63 4.53 4.53 +0.01 1 1,107 +0
May03 021002 4.79 4.81 4.75 4.75 unch 17 959 +17
Total Volume and Open Interest 297 8,089 +35
Live Cattle(CME)
Oct02 021002 66.900 67.300 66.800 67.000 -0.325 3,693 16,346 -767
Dec02 021002 69.500 70.125 69.500 69.650 -0.525 6,388 47,938 -213
Feb03 021002 71.650 71.950 71.500 71.575 -0.250 1,569 23,713 +166
Apr03 021002 71.950 72.075 71.750 71.825 -0.250 717 11,914 +169
Jun03 021002 67.500 67.600 67.300 67.400 -0.225 159 7,519 +111
Aug03 021002 67.700 67.700 67.300 67.700 -0.250 8 631 +8
Total Volume and Open Interest 12,534 108,120 -526
Feeder Cattle(CME)
Oct02 021002 80.150 80.200 79.450 79.500 -0.700 417 4,295 -212
Nov02 021002 79.300 79.725 79.150 79.200 -0.475 1,082 4,235 -41
Jan03 021002 78.350 78.550 78.025 78.050 -0.525 387 2,350 +36
Mar03 021002 76.600 76.600 76.000 76.025 -0.550 62 446 -1
Apr03 021002 76.400 76.400 75.900 75.900 -0.500 20 243 +1
May03 021002 76.500 76.500 76.050 76.050 -0.450 30 229 +28
Aug03 021002 78.025 78.025 77.900 77.900 -0.175 6 47 +4
Total Volume and Open Interest 2,004 11,845 -185
Lean Hogs(CME)
Oct02 021002 40.950 42.375 40.650 42.300 +1.925 2,950 5,500 -396
Dec02 021002 39.450 41.100 39.100 40.700 +1.250 5,231 21,004 +342
Feb03 021002 46.500 47.800 46.200 47.525 +1.000 1,937 4,691 -8
Apr03 021002 51.900 52.750 51.600 52.750 +0.800 157 1,303 +3
May03 021002 59.600 60.900 59.600 60.550 +0.600 55 708 +23
Jun03 021002 62.000 62.800 61.650 62.800 +0.750 103 1,060 +53
Jul03 021002 59.900 60.825 59.900 60.825 +0.825 3 233 -4
Aug03 021002 58.000 58.000 57.800 57.800 +0.400 8 153 +6
Total Volume and Open Interest 10,444 34,675 +19
Pork Bellies(CME)
Feb03 021002 76.300 77.800 75.800 77.725 +2.200 333 1,141 +8
Mar03 021002 75.850 77.100 75.850 77.100 +2.200 12 40 -5
May03 021002 76.900 76.900 76.900 76.900 +0.150 2 17 -2
Jul03 021002 76.150 76.150 76.150 76.150 unch 0 12 +0
Aug03 021002 74.500 74.500 74.500 74.500 unch 0 5 +0
Total Volume and Open Interest 347 1,215 +1
Cocoa(NYBOT)
Dec02 021002 2180 2210 2178 2200 +5 2,651 39,214 -225
Mar03 021002 2195 2215 2188 2207 +1 658 25,699 +16
May03 021002 2204 2216 2199 2216 -1 224 9,264 +0
Jul03 021002 2220 2225 2220 2224 -1 88 8,614 +60
Sep03 021002 2220 2232 2220 2232 -1 60 12,504 +31
Dec03 021002 2231 2242 2231 2239 -3 22 13,082 -11
Mar04 021002 2251 2251 2250 2250 -3 35 2,445 +30
Total Volume and Open Interest 3,738 115,380 -99
Coffee "C"(NYBOT)
Dec02 021002 56.50 58.00 56.30 56.95 +0.40 7,704 38,515 +438
Mar03 021002 59.60 60.90 59.60 59.85 +0.35 1,240 15,334 +328
May03 021002 61.35 62.25 61.20 61.50 +0.30 340 6,759 -91
Jul03 021002 62.70 64.00 62.70 62.75 +0.30 240 4,847 -52
Sep03 021002 64.00 64.50 63.95 63.95 +0.40 130 3,599 +80
Dec03 021002 65.50 65.50 65.50 65.50 +0.50 4 298 +2
Total Volume and Open Interest 9,658 69,442 +705
Orange Juice(NYBOT)
Nov02 021002 95.00 95.60 93.50 93.80 -0.75 2,811 13,542 -693
Jan03 021002 98.00 98.50 96.30 96.95 -0.65 783 5,406 +150
Mar03 021002 100.00 100.80 99.30 99.30 -0.70 163 4,550 +128
May03 021002 102.00 102.00 101.00 101.00 -0.75 0 1,057 +0
Jul03 021002 103.00 103.00 102.00 102.00 -0.75 0 740 +0
Total Volume and Open Interest 3,758 25,320 -415
Sugar #11(NYBOT)
Mar03 021002 6.55 6.71 6.54 6.69 +0.20 9,015 135,380 -312
May03 021002 6.27 6.38 6.26 6.36 +0.14 1,105 18,295 +387
Jul03 021002 5.92 5.99 5.91 5.98 +0.11 601 21,975 +62
Oct03 021002 5.84 5.90 5.84 5.88 +0.08 399 11,975 +149
Mar04 021002 5.95 5.95 5.93 5.95 +0.07 338 4,639 +123
Total Volume and Open Interest 11,544 195,007 -4,864
London Cocoa(LCE)
Dec02 021002 1516 1518 1504 1518 +3 1,721 64,976 -212
Mar03 021002 1524 1529 1516 1529 +2 1,002 42,016 +89
May03 021002 1543 1545 1535 1545 +2 317 11,369 -26
Jul03 021002 1556 1557 1544 1557 +2 166 13,571 +23
Sep03 021002 1560 1568 1560 1568 +2 15 9,296 +10
Dec03 021002 1572 1575 1568 1575 +1 60 10,766 +10
Mar04 021002 1574 1585 1574 1585 +1 0 2,798 +0
Total Volume and Open Interest 3,281 154,827 -106
London Coffee(LCE)
Nov02 021002 651.00 664.00 646.00 657.00 +8.00 2,332 36,708 +762
Jan03 021002 667.00 679.00 660.00 671.00 +7.00 2,798 38,337 +1,090
Mar03 021002 676.00 690.00 674.00 684.00 +8.00 1,625 30,483 +898
May03 021002 689.00 702.00 687.00 697.00 +8.00 1,080 13,373 +1,021
Jul03 021002 701.00 718.00 701.00 710.00 +7.00 141 11,157 +116
Sep03 021002 719.00 730.00 710.00 723.00 +7.00 0 3,186 +0
Total Volume and Open Interest 7,976 134,262 +3,887
London Sugar(LCE)
Oct02 020913 202.00 210.30 199.10 208.10 +5.60 4,727 1,924 -2,415
Dec02 021002 193.50 199.00 193.50 195.60 +1.10 1,677 19,241 -372
Mar03 021002 188.00 191.20 188.00 189.10 +1.60 1,401 15,016 +307
May03 021002 184.60 185.60 183.60 183.60 -0.90 688 5,110 +102
Aug03 021002 181.80 182.30 180.60 180.60 -0.90 275 3,388 -55
Total Volume and Open Interest 4,292 45,774 +81
Cotton(NYBOT)
Oct02 021002 43.85 44.20 43.80 44.20 +0.81 33 176 -17
Dec02 021002 45.90 46.10 45.55 45.99 +0.50 7,901 45,833 -407
Mar03 021002 48.40 48.60 48.12 48.50 +0.42 725 9,199 +44
May03 021002 51.60 51.75 51.30 51.75 +0.45 164 9,003 -27
Jul03 021002 52.50 52.73 52.40 52.73 +0.35 42 3,450 -5
Oct03 021002 53.35 53.35 53.35 53.35 +0.20 0 172 +0
Total Volume and Open Interest 8,965 69,166 -435
Lumber(CME)
Nov02 021002 228.0 232.0 224.1 226.9 +4.4 319 2,243 +28
Jan03 021002 240.5 245.5 239.6 241.9 +4.8 50 449 +11
Mar03 021002 253.0 253.0 250.5 250.8 +2.7 16 133 +7
May03 021002 257.0 259.0 256.5 256.5 +2.5 1 44 +0
Total Volume and Open Interest 386 2,875 +46
Crude Oil(NYM)
Nov02 021002 30.75 30.78 30.20 30.49 -0.34 97,932 176,783 +5,062
Dec02 021002 30.43 30.46 30.00 30.28 -0.20 44,219 81,178 -3,759
Jan03 021002 29.90 29.96 29.58 29.80 -0.17 16,079 48,745 +2,823
Feb03 021002 29.25 29.35 29.10 29.19 -0.15 9,184 19,532 +138
Mar03 021002 28.50 28.70 28.37 28.49 -0.12 5,977 18,940 -725
Apr03 021002 27.84 28.01 27.81 27.81 -0.08 3,648 25,431 +257
May03 021002 27.12 27.16 27.12 27.16 -0.03 1,861 15,445 +639
Jun03 021002 26.60 26.60 26.30 26.54 unch 4,883 27,622 -89
Jul03 021002 26.00 26.05 25.98 25.98 -0.01 2,860 9,813 +902
Aug03 021002 25.54 25.54 25.54 25.54 -0.02 1,629 6,747 +1,569
Total Volume and Open Interest 204,631 548,155 +8,070
Heating Oil(NYM)
Nov02 021002 82.00 82.35 80.70 81.35 -0.69 22,178 62,768 +2,413
Dec02 021002 82.40 82.80 81.40 81.91 -0.68 5,398 27,203 +981
Jan03 021002 82.50 82.95 81.80 82.06 -0.63 3,504 16,627 +709
Feb03 021002 81.20 81.50 80.50 80.51 -0.58 1,621 11,120 +39
Mar03 021002 77.90 78.00 77.46 77.46 -0.53 2,159 8,407 +220
Apr03 021002 74.50 74.60 74.06 74.06 -0.48 345 5,405 +41
May03 021002 71.05 71.45 70.71 70.71 -0.43 323 3,250 +43
Jun03 021002 69.20 69.20 68.91 68.91 -0.33 1,597 4,577 +936
Jul03 021002 68.06 68.06 68.06 68.06 -0.28 13 2,372 +1
Aug03 021002 67.91 67.91 67.91 67.91 -0.23 21 1,382 +1
Total Volume and Open Interest 38,457 151,724 +1,727
Unleaded Gas(NYM)
Nov02 021002 83.25 83.40 82.00 82.50 -0.21 30,035 50,457 +3,205
Dec02 021002 81.00 81.30 80.10 80.52 -0.44 9,460 18,028 +1,407
Jan03 021002 80.00 80.25 79.25 79.47 -0.42 4,489 8,975 -515
Feb03 021002 79.50 79.50 79.12 79.12 -0.35 608 2,822 -380
Mar03 021002 79.05 79.12 79.05 79.12 -0.33 713 2,885 -206
Apr03 021002 83.82 83.82 83.82 83.82 -0.28 275 3,883 +102
May03 021002 83.22 83.22 83.22 83.22 -0.28 289 3,403 +35
Jun03 021002 81.87 81.87 81.87 81.87 -0.38 264 664 +79
Total Volume and Open Interest 46,228 92,862 +1,406
Natural Gas(NYM)
Nov02 021002 4.000 4.200 3.955 4.160 +0.093 52,932 57,820 -1,331
Dec02 021002 4.180 4.340 4.145 4.315 +0.075 12,461 35,964 -402
Jan03 021002 4.260 4.420 4.240 4.398 +0.068 7,324 34,551 +481
Feb03 021002 4.160 4.300 4.150 4.283 +0.061 2,204 21,647 +330
Mar03 021002 4.000 4.115 3.980 4.103 +0.050 3,910 29,015 +425
Apr03 021002 3.825 3.910 3.810 3.909 +0.039 4,827 17,357 +69
May03 021002 3.800 3.870 3.780 3.864 +0.034 3,119 12,766 +216
Jun03 021002 3.820 3.882 3.800 3.882 +0.034 1,518 20,191 +371
Total Volume and Open Interest 96,989 405,183 +1,775
Brent Crude Oil(IPE)
Nov02 021002 28.98 29.24 28.73 28.82 -0.19 37,892 72,131 -2,984
Dec02 021002 29.06 29.16 28.65 28.74 -0.17 33,294 73,800 -12
Jan03 021002 28.84 28.93 28.44 28.54 -0.12 11,818 27,421 +3,035
Feb03 021002 28.37 28.41 28.00 28.10 -0.10 8,461 16,397 +2,326
Mar03 021002 27.59 27.66 27.30 27.37 -0.08 2,490 13,623 +74
Apr03 021002 26.85 26.90 26.55 26.64 -0.06 734 10,391 +714
May03 021002 26.13 26.17 25.94 25.94 -0.04 2,478 9,689 +1,455
Jun03 021002 25.48 25.54 25.25 25.34 +0.03 3,487 20,322 +780
Total Volume and Open Interest 102,954 298,488 +5,869
Gas Oil(IPE)
Oct02 021002 249.25 250.75 247.00 248.00 -1.75 13,020 44,942 -2,276
Nov02 021002 249.50 250.00 246.50 247.25 -1.75 12,869 62,345 +2,357
Dec02 021002 247.50 248.25 244.75 245.75 -1.75 5,511 44,933 -1,279
Jan03 021002 245.50 246.50 243.75 244.25 -1.50 1,785 19,183 +307
Feb03 021002 240.50 240.50 239.00 239.00 -1.75 981 7,584 -172
Mar03 021002 234.00 234.00 232.25 232.25 -1.75 81 6,712 +49
Apr03 021002 224.75 224.75 224.75 224.75 -1.50 45 3,524 +20
May03 021002 218.50 218.50 218.50 218.50 -1.25 0 1,956 +0
Total Volume and Open Interest 34,815 231,486 -1,014
US Dollar Index(NYBOT)
Dec02 021002 107.65 107.72 107.40 107.54 +0.06 593 8,224 -61
Mar03 021002 107.97 108.07 107.97 108.07 +0.07 14 2,020 +3
Jun03 021002 108.60 108.60 108.60 108.60 +0.08 0 4 +0
Total Volume and Open Interest 607 10,248 -58
Australian Dollar(IMM)
Dec02 021002 54.08 54.18 53.99 53.99 -0.05 2,603 18,370 +172
Mar03 021002 53.56 53.56 53.56 53.56 -0.05 0 95 +0
Jun03 021002 53.13 53.13 53.13 53.13 -0.05 0 685 +0
Total Volume and Open Interest 2,603 19,336 +172
British Pound(IMM)
Dec02 021002 155.90 156.22 155.78 155.98 +0.04 4,274 28,481 -115
Mar03 021002 155.04 155.04 155.04 155.04 unch 1 167 +0
Jun03 021002 154.10 154.10 154.10 154.10 -0.04 0 4 +0
Total Volume and Open Interest 4,275 28,653 -115
Canadian Dollar(IMM)
Dec02 021002 63.07 63.10 62.82 62.87 -0.33 8,004 46,097 -563
Mar03 021002 62.75 62.76 62.63 62.65 -0.33 52 4,170 +8
Jun03 021002 62.63 62.63 62.43 62.46 -0.33 34 1,475 +8
Sep03 021002 62.40 62.40 62.28 62.28 -0.33 0 469 +2
Total Volume and Open Interest 8,109 52,448 -533
Japanese Yen(IMM)
Dec02 021002 81.58 81.82 81.35 81.58 -0.32 8,773 70,218 +397
Mar03 021002 81.75 81.90 81.66 81.90 -0.32 17 585 +11
Jun03 021002 82.21 82.21 82.21 82.21 -0.32 0 40 +0
Total Volume and Open Interest 8,790 71,055 +408
Swiss Franc(IMM)
Dec02 021002 67.47 67.75 67.46 67.62 +0.06 5,390 34,377 -885
Mar03 021002 67.80 67.80 67.78 67.78 +0.06 1 409 +1
Jun03 021002 67.93 67.93 67.93 67.93 +0.06 0 3 +0
Total Volume and Open Interest 5,391 34,820 -884
EuroFX(IMM)
Dec02 021002 98.03 98.29 98.00 98.15 unch 10,035 84,786 -1,730
Mar03 021002 97.80 97.88 97.77 97.80 unch 8 734 +16
Jun03 021002 97.49 97.49 97.49 97.49 -0.01 0 257 +0
Total Volume and Open Interest 10,043 85,802 -1,714
Mexican Peso(IMM)
Dec02 021002 9725.0 9800.0 9710.0 9757.5 +20.5 4,390 18,355 -551
Mar03 021002 9530.0 9565.0 9530.0 9560.0 +20.0 62 1,321 +20
Total Volume and Open Interest 4,452 19,810 -531
30-Year T-Bonds(CBOT)
Dec02 021002 113~02 113~24 112~23 113~17 +0~07 260,364 445,768 -11,987
Mar03 021002 111~28 112~13 111~26 112~11 +0~07 16,156 43,074 +8,401
Jun03 021002 111~07 111~07 111~07 111~07 +0~07 0 93 +0
Total Volume and Open Interest 276,520 488,935 -3,586
Municipal Bonds(CBOT)
Dec02 021002 110~05 110~13 109~16 110~05 unch 528 4,914 +33
Total Volume and Open Interest 528 4,914 +33
10-Year T-Notes(CBOT)
Dec02 021002 115~025 115~170 114~235 115~085 +0~015 507,461 927,895 +10,610
Mar03 021002 113~300 114~080 113~235 114~075 +0~015 2,558 31,349 -176
Total Volume and Open Interest 510,019 959,244 +10,434
5-Year T-Notes(CBOT)
Dec02 021002 113~190 113~240 113~110 113~225 -0~015 183,448 0 -640,833
Mar03 021002 112~130 112~155 112~130 112~155 -0~015 19 2,244 +0
Total Volume and Open Interest 183,467 2,244 -640,833
2 Year T-Notes(CBOT)
Dec02 021002 107~038 107~049 107~028 107~046 +0~006 12,439 105,433 -1,699
Total Volume and Open Interest 12,439 105,433 -1,699
3-Mth T-Bills(IMM)
Dec02 021002 98.65 98.65 98.65 98.65 unch 5 166 -1
Total Volume and Open Interest 5 168 -1
Eurodollars(IMM)
Dec02 021002 98.445 98.480 98.430 98.475 unch 142,348 886,741 +7,073
Mar03 021002 98.420 98.445 98.385 98.440 unch 170,771 656,706 +14
Jun03 021002 98.240 98.265 98.165 98.260 +0.015 180,104 506,259 +12,321
Sep03 021002 97.930 97.970 97.840 97.965 +0.025 89,090 381,231 +4,638
Dec03 021002 97.550 97.600 97.490 97.590 +0.025 57,293 349,302 +5,415
Mar04 021002 97.210 97.250 97.155 97.250 +0.030 19,646 218,908 +661
Jun04 021002 96.920 96.955 96.865 96.950 +0.025 13,596 162,795 +1,732
Sep04 021002 96.665 96.705 96.610 96.705 +0.030 13,772 143,940 +595
Dec04 021002 96.445 96.470 96.405 96.470 -0.005 6,844 124,828 +453
Mar05 021002 96.300 96.300 96.235 96.295 -0.010 5,365 106,882 +875
Jun05 021002 96.120 96.125 96.060 96.120 -0.015 3,745 90,394 -57
Sep05 021002 95.975 95.975 95.905 95.960 -0.020 4,004 79,805 +1,247
Total Volume and Open Interest 738,076 4,246,598 +37,448
3-Mth Euro-Yen(IMM)
Dec02 021002 99.92 99.92 99.92 99.92 unch 553 7,849 -575
Mar03 021002 99.90 99.90 99.90 99.90 unch 547 8,345 -477
Jun03 021002 99.90 99.90 99.90 99.90 unch 0 6,299 +0
Sep03 021002 99.87 99.87 99.87 99.87 -0.01 38 5,868 -1
Dec03 021002 99.84 99.84 99.84 99.84 unch 40 2,181 -10
Mar04 021002 99.79 99.79 99.79 99.79 unch 0 801 +0
Jun04 021002 99.79 99.79 99.79 99.79 unch 0 593 +0
Sep04 021002 99.72 99.72 99.72 99.72 unch 0 910 +0
Dec04 021002 99.68 99.68 99.68 99.68 unch 0 261 +0
Mar05 021002 99.62 99.62 99.62 99.62 unch 0 760 +0
Total Volume and Open Interest 1,178 36,667 -1,063
3-Mth Euro-Yen(SIMEX)
Dec02 021002 99.92 99.92 99.92 99.92 unch 860 46,375 -1,081
Mar03 021002 99.90 99.90 99.89 99.90 unch 718 36,717 +397
Jun03 021002 99.90 99.90 99.90 99.90 0.00 689 46,472 +499
Sep03 021002 99.88 99.88 99.87 99.87 -0.01 492 36,619 -61
Dec03 021002 99.85 99.85 99.84 99.84 -0.01 976 24,474 -107
Mar04 021002 99.79 99.79 99.79 99.79 -0.01 73 21,300 +0
Jun04 021002 99.78 99.78 99.78 99.78 -0.01 236 9,886 -14
Sep04 021002 99.72 99.72 99.72 99.72 -0.01 0 2,688 +0
Total Volume and Open Interest 4,044 237,229 -367
German Euro-Bund(EUREX)
Dec02 021002 112.26 112.26 111.63 111.76 -0.66 985,658 717,431 +581
Mar03 021002 111.79 111.79 111.41 111.41 -0.69 9,112 4,435 +1,079
Jun03 021002 110.99 110.99 110.99 110.99 -0.66      
Total Volume and Open Interest 994,770 721,866 +1,660
German Euro-Bobl(EUREX)
Dec02 021002 109.60 109.60 109.26 109.41 -0.31 580,690 612,251 +2,774
Mar03 021002 109.52 109.52 109.41 109.41 -0.31 5,358 890 +2
Jun03 021002 109.00 109.00 109.00 109.00 -0.31      
Total Volume and Open Interest 586,048 613,141 +2,776
Long Gilt(LIFFE)
Dec02 021002 120~07 120~09 119~22 120~02 -0~15 32,538 88,230 -2,594
Mar03 021002 118~13 118~13 118~13 118~13 -0~15      
Total Volume and Open Interest 32,538 88,230 -2,594
3-Mth Short Sterling(LIFFE)
Dec02 021002 96.20 96.21 96.15 96.19 -0.04 33,196 0 +0
Mar03 021002 96.21 96.22 96.13 96.19 -0.07 37,435 0 +0
Jun03 021002 96.11 96.14 96.02 96.09 -0.09 25,685 0 +0
Total Volume and Open Interest 125,290    
3-Mth Euribor(LIFFE)
Dec02 021002 96.985 97.010 96.955 96.995 -0.010 137,896 468,928 -6,373
Mar03 021002 97.130 97.145 97.085 97.140 -0.025 140,749 457,849 +3,315
Jun03 021002 97.095 97.105 97.040 97.100 -0.035 102,587 336,703 -936
Total Volume and Open Interest 518,998 1,952,334 -10,606
3-Mth Aus T-Bills(SFE)
Dec02 021002 95.12 95.15 95.11 95.14 -0.04 18,134 244,886 +14,369
Mar03 021002 95.05 95.07 95.01 95.06 -0.06 6,966 61,416 +5,930
Jun03 021002 94.92 94.95 94.90 94.95 -0.06 3,564 34,987 +3,710
Sep03 021002 94.82 94.84 94.80 94.84 -0.07 387 19,109 +399
Dec03 021002 94.70 94.71 94.68 94.71 -0.08 286 14,979 +555
Mar04 021002 94.57 94.61 94.57 94.61 -0.08 88 8,531 +182
Jun04 021002 94.49 94.52 94.49 94.52 -0.09 151 5,369 +251
Sep04 021002 94.41 94.44 94.41 94.44 -0.09 2 3,899 +0
Dec04 021002 94.30 94.37 94.30 94.37 -0.08 2 1,657 +0
Mar05 021002 94.25 94.30 94.25 94.30 -0.10 1 616 +1
Total Volume and Open Interest 29,581 395,876 +25,397
10-Year Aus T-Bonds(SFE)
Dec02 021002 94.57 94.62 94.52 94.60 -0.09 3,429 149,292 +10,558
Mar03 021002 94.57 94.57 94.57 94.57 -0.12      
Total Volume and Open Interest 9,307 138,734 +7,072
3-Year Aus T-Bonds(SFE)
Dec02 021002 94.91 94.94 94.87 94.93 -0.11 50,027 357,477 +54,296
Mar03 021002 94.93 94.93 94.93 94.93 -0.11      
Total Volume and Open Interest 50,027 357,477 +54,296
Gold(CMX)
Oct02 021002 321.5 321.5 321.5 321.5 +0.6 43 909 -241
Dec02 021002 321.6 323.6 321.5 322.8 +0.6 25,371 128,500 -2,006
Feb03 021002 323.0 324.6 322.3 323.6 +0.6 676 9,396 +13
Apr03 021002 322.5 324.6 322.5 324.3 +0.6 124 4,712 -58
Jun03 021002 324.2 325.5 324.2 324.9 +0.6 81 6,386 +38
Aug03 021002 324.7 325.5 324.7 325.5 +0.7 0 7,062 +0
Total Volume and Open Interest 26,357 178,261 -2,246
Silver(CMX)
Dec02 021002 449.0 451.5 447.5 448.5 -0.3 8,738 57,123 +229
Mar03 021002 451.5 453.0 450.0 451.1 -0.3 101 9,589 +30
May03 021002 452.0 452.4 452.0 452.4 -0.4 0 2,253 +0
Jul03 021002 455.5 456.0 453.5 453.5 -0.4 49 6,343 +1
Sep03 021002 454.6 454.6 454.6 454.6 -0.4 0 785 +0
Total Volume and Open Interest 9,371 81,743 +573
Platinum(NYM)
Oct02 021002 567.0 570.0 567.0 570.0 -2.1 285 167 -209
Jan03 021002 562.0 565.5 562.0 563.0 +0.9 671 6,742 +145
Apr03 021002 558.0 558.0 558.0 558.0 +0.9 6 10 +4
Jul03 021002 556.0 556.0 556.0 556.0 +0.9 0 4 +0
Total Volume and Open Interest 962 6,923 -60
Palladium(NYME)
Dec02 021002 318.50 329.00 318.50 326.25 +7.75 23 1,934 +31
Mar03 021002 326.25 326.25 326.25 326.25 +7.75 0 2 +0
Total Volume and Open Interest 23 1,936 +31
Copper(CMX)
Dec02 021002 67.85 67.90 67.20 67.60 +0.55 5,944 60,896 +664
Mar03 021002 68.70 68.70 68.20 68.40 +0.55 95 7,483 +68
May03 021002 69.35 69.35 68.75 68.95 +0.55 109 3,666 +75
Jul03 021002 69.40 69.40 69.35 69.35 +0.55 157 3,207 +156
Sep03 021002 69.80 69.80 69.80 69.80 +0.55 62 4,612 +33
Total Volume and Open Interest 6,605 104,452 +1,007
DJIA Index(CBOT)
Dec02 021002 7895 7955 7710 7765 -207 35,127 29,334 +483
Mar03 021002 7875 7885 7710 7750 -207 51 200 +7
Jun03 021002 7731 7731 7731 7731 -207      
Total Volume and Open Interest 35,178 29,561 +490
S & P 500(CME)
Dec02 021002 843.50 852.20 823.00 830.50 -23.60 90,415 545,265 -2,139
Mar03 021002 843.00 845.00 829.70 829.70 -23.60 1,847 43,370 -981
Jun03 021002 829.30 829.30 829.30 829.30 -23.80 1,850 2,171 +1,090
Sep03 021002 830.80 830.80 830.80 830.80 -23.80 14 36 +1
Total Volume and Open Interest 94,126 590,863 -2,029
S & P 500 E-Mini(Globex)
Dec02 021002 853.75 854.75 823.00 830.50 -23.50 746,897 222,936 -2,534
Mar03 021002 840.75 847.00 828.25 829.75 -23.50 14 15 -1
Total Volume and Open Interest 746,911 222,951 -2,535
NASDAQ 100(CME)
Dec02 021002 867.00 887.00 846.00 858.00 -28.50 16,789 70,308 +353
Mar03 021002 862.00 862.00 862.00 862.00 -28.50 0 493 +0
Jun03 021002 867.50 867.50 867.50 867.50 -28.50      
Total Volume and Open Interest 16,789 70,801 +353
NASDAQ 100 E-Mini(GLOBEX)
Dec02 021002 887.0 889.5 846.5 858.0 -28.5 297,036 90,036 +4,281
Mar03 021002 870.0 874.5 860.5 862.0 -28.5 4 5 +2
Total Volume and Open Interest 297,040 90,041 +4,283
NYSE Composite(NYBOT)
Dec02 021002 459.50 460.50 449.30 451.30 -12.20 611 1,685 +86
Mar03 021002 451.00 451.00 451.00 451.00 -12.25      
Jun03 021002 450.80 450.80 450.80 450.80 -12.20      
Total Volume and Open Interest 611 1,685 +86
S & P Midcap 400(CME)
Dec02 021002 415.00 418.00 404.50 406.75 -13.75 1,381 14,395 +114
Mar03 021002 407.25 407.25 407.25 407.25 -13.95      
Jun03 021002 409.25 409.25 409.25 409.25 -14.95      
Total Volume and Open Interest 1,381 14,395 +114
Russell 2000(CME)
Dec02 021002 367.00 370.50 360.50 362.75 -8.35 3,044 23,798 +312
Mar03 021002 363.25 363.25 363.25 363.25 -8.85      
Jun03 021002 365.25 365.25 365.25 365.25 -8.85      
Total Volume and Open Interest 3,044 23,798 +312
Value Line(KCBT)
Dec02 021002 937.00 944.00 915.00 919.00 -26.00 65 132 +31
Total Volume and Open Interest 65 135 +31
Nikkei 225(CME)
Dec02 021002 9080 9100 8930 8975 -345 2,790 19,851 +1,139
Mar03 021002 9100 9100 8975 8975 -345 1 8 +1
Total Volume and Open Interest 2,791 19,862 +1,140
Nikkei 225(SIMEX)
Dec02 021002 9270 9285 9045 9105 -5 14,911 88,062 +1,183
Mar03 021002 9100 9100 9100 9100 -5 0 437 +0
Jun03 021002 9055 9055 9055 9055 -5      
Total Volume and Open Interest 14,911 88,629 +1,183
CAC 40(MATIF)
Oct02 021002 2921.5 3000.0 2867.0 2948.0 +118.0 80,897 434,923 +29,761
Nov02 021002 2954.5 2954.5 2954.5 2954.5 +118.0 7 10,007 +5
Dec02 021002 2945.0 2996.5 2893.0 2961.5 +118.0 5,909 98,385 +3,335
Total Volume and Open Interest 86,813 573,290 +33,101
DAX Index(EUREX)
Dec02 021002 2954.5 2999.0 2838.5 2938.0 +46.5 102,848 219,818 +629
Mar03 021002 2961.5 3017.0 2869.0 2959.5 +47.0 572 6,919 +309
Jun03 021002 2920.5 3041.0 2893.0 2980.5 +47.5 519 529 +499
Total Volume and Open Interest 103,939 227,266 +1,437
FT-SE 100(LIFFE)
Dec02 021002 3923.50 3949.00 3853.50 3928.00 +127.00 110,496 421,460 -19,886
Mar03 021002 3900.50 3911.00 3845.50 3911.00 +127.50 269 26,121 +120
Jun03 021002 3917.00 3918.00 3856.00 3918.00 +129.50 32 14,710 -5
Total Volume and Open Interest 110,797 462,293 -19,771
SPI 200(SFE)
Dec02 021002 3028.0 3029.0 2997.0 3004.0 +10.0 14,469 129,355 +6,399
Mar03 021002 3009.0 3011.0 3009.0 3011.0 +10.0 74 1,448 +70
Jun03 021002 3018.0 3025.0 3018.0 3025.0 +10.0 0 952 +0
Total Volume and Open Interest 14,543 132,527 +6,469
GSCI(CME)
Oct02 021002 228.80 229.70 227.80 227.80 -1.60 114 18,109 +39
Nov02 021002 227.50 228.20 227.50 228.20 -0.60 6 57 +1
Dec02 021002 228.75 228.75 228.75 228.75 -0.25 0 2 +0
Total Volume and Open Interest 120 18,168 +40
Bridge CRB Index(NYBOT)
Nov02 021002 227.85 228.95 227.85 228.30 +0.55 5 427 -1
Jan03 021002 230.05 230.05 230.05 230.05 +0.55 0 140 +0
Feb03 021002 229.80 229.80 229.80 229.80 +0.55 0 55 +0
Total Volume and Open Interest 5 634 -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

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