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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 October 07, 2002
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Nov02 021007 538.50 543.75 535.00 539.75 +0.25 32,143 89,486 -59
Jan03 021007 542.50 548.50 540.00 544.75 +0.75 6,182 31,786 +274
Mar03 021007 545.00 550.50 542.75 546.75 +0.25 2,595 26,361 -330
May03 021007 544.50 550.50 543.00 547.25 +0.50 1,346 31,233 +324
Jul03 021007 545.00 551.00 543.50 547.00 unch 1,999 15,092 +100
Aug03 021007 539.50 544.00 539.50 542.25 +0.75 221 980 +16
Sep03 021007 525.00 525.00 525.00 525.00 -2.00 42 222 +0
Total Volume and Open Interest 45,110 202,482 +439
Soybean Meal(CBOT)
Oct02 021007 166.80 169.30 166.10 167.80 +0.70 4,855 3,532 -946
Dec02 021007 170.00 172.50 169.10 171.00 +0.60 15,566 65,950 -298
Jan03 021007 170.80 173.30 170.10 172.00 +0.40 1,698 14,444 +297
Mar03 021007 172.50 174.20 171.50 172.80 -0.10 2,555 12,852 +756
May03 021007 172.50 173.80 171.50 172.40 -0.20 2,608 15,277 +527
Jul03 021007 172.60 173.80 171.60 172.80 -0.10 1,799 10,749 +96
Aug03 021007 170.70 172.00 170.10 171.10 unch 477 2,233 +28
Sep03 021007 168.30 169.30 167.80 168.20 -0.30 331 1,925 -92
Total Volume and Open Interest 30,120 132,019 +500
Soybean Oil(CBOT)
Oct02 021007 19.49 19.53 19.37 19.41 -0.07 1,509 2,616 -519
Dec02 021007 19.46 19.62 19.40 19.50 +0.03 12,350 74,970 +339
Jan03 021007 19.48 19.66 19.44 19.55 +0.07 2,074 14,458 -21
Mar03 021007 19.57 19.72 19.50 19.62 +0.06 2,015 16,765 +780
May03 021007 19.56 19.71 19.56 19.64 +0.08 527 11,252 -35
Jul03 021007 19.55 19.68 19.52 19.64 +0.09 527 7,236 -48
Aug03 021007 19.58 19.60 19.55 19.55 +0.10 8 1,415 +8
Sep03 021007 19.45 19.45 19.40 19.40 +0.14 9 732 +12
Total Volume and Open Interest 19,297 134,853 +557
Canola(WCE)
Nov02 021007 418.8 419.3 417.4 418.4 -0.4 1,903 13,138 -1,216
Jan03 021007 423.8 424.5 422.9 423.6 -0.3 1,972 18,625 -345
Mar03 021007 425.8 425.8 425.0 425.5 -0.4 1,105 10,076 +393
May03 021007 425.0 425.0 424.8 424.8 -0.9 314 2,679 +10
Jul03 021007 423.0 423.0 423.0 423.0 unch 3 671 -3
Total Volume and Open Interest 5,354 47,741 -1,106
Corn(CBOT)
Dec02 021007 257.50 261.75 256.50 260.00 +2.25 38,580 269,341 -893
Mar03 021007 263.50 267.50 262.50 265.75 +2.00 8,314 109,126 +324
May03 021007 265.75 270.50 265.75 269.25 +2.25 991 31,146 +296
Jul03 021007 267.25 271.50 266.75 269.75 +2.50 2,188 33,408 +97
Sep03 021007 255.50 258.75 255.25 258.00 +2.75 133 8,258 +80
Dec03 021007 244.00 248.75 243.75 247.50 +3.00 1,552 26,129 +221
Total Volume and Open Interest 51,863 480,984 +139
Wheat(CBOT)
Dec02 021007 378.00 385.00 376.00 381.75 +5.50 18,001 76,744 +217
Mar03 021007 381.00 388.00 380.00 385.75 +6.25 3,160 22,836 -312
May03 021007 366.00 370.00 364.00 367.50 +4.50 417 2,238 +35
Jul03 021007 338.50 343.50 336.00 341.75 +3.25 1,365 13,994 +180
Sep03 021007 341.50 345.50 340.00 345.00 +4.50 38 957 -6
Total Volume and Open Interest 23,344 119,405 +252
Wheat(KCBT)
Dec02 021007 467.00 472.00 465.00 467.75 +1.25 8,270 41,710 +652
Mar03 021007 454.00 458.00 452.50 455.25 +1.75 2,232 18,346 -987
May03 021007 429.00 432.50 428.50 428.75 +0.75 429 2,347 +38
Jul03 021007 379.50 384.00 377.00 381.75 +2.75 1,265 7,429 +751
Sep03 021007 382.00 383.00 381.50 381.50 +1.50 17 349 +14
Total Volume and Open Interest 12,254 70,692 +474
Wheat(MGE)
Dec02 021007 493.00 495.50 488.75 493.75 +1.25 3,483 19,073 -68
Mar03 021007 492.00 493.50 488.00 492.75 +0.25 2,302 9,752 +574
May03 021007 475.00 475.00 472.00 473.00 -1.00 109 2,105 +29
Jul03 021007 443.00 443.50 439.50 440.75 -2.25 356 1,908 +79
Sep03 021007 406.00 408.00 406.00 408.00 -1.50 103 874 +61
Total Volume and Open Interest 6,367 34,796 +684
Oats(CBOT)
Dec02 021007 214.00 214.25 212.50 213.75 +1.25 454 7,217 +44
Mar03 021007 207.25 208.00 206.00 207.50 +1.50 221 2,504 +60
May03 021007 201.00 201.00 200.50 200.50 +1.00 16 503 +8
Jul03 021007 194.50 194.50 194.50 194.50 unch 0 11 +0
Total Volume and Open Interest 691 10,243 +112
Rough Rice(CBOT)
Nov02 021007 3.85 3.87 3.83 3.85 -0.02 1,277 4,640 +168
Jan03 021007 4.10 4.11 4.08 4.08 -0.02 743 1,188 -39
Mar03 021007 4.32 4.35 4.32 4.32 -0.05 82 1,096 -18
May03 021007 4.55 4.55 4.55 4.55 -0.05 1 968 +0
Total Volume and Open Interest 2,221 8,448 +219
Live Cattle(CME)
Oct02 021007 66.600 66.875 66.500 66.525 -0.300 6,014 12,067 -2,549
Dec02 021007 69.700 70.150 69.650 69.850 -0.075 6,205 49,778 +586
Feb03 021007 71.550 71.900 71.500 71.550 -0.225 1,302 23,566 -22
Apr03 021007 71.800 72.100 71.750 71.975 -0.100 454 12,439 +142
Jun03 021007 67.350 67.600 67.250 67.400 -0.075 175 8,461 -55
Aug03 021007 67.650 67.750 67.550 67.700 -0.100 6 637 +1
Total Volume and Open Interest 14,156 107,007 -1,897
Feeder Cattle(CME)
Oct02 021007 79.900 79.900 79.450 79.475 -0.425 572 3,671 -33
Nov02 021007 79.500 79.775 79.050 79.100 -0.500 896 4,340 -40
Jan03 021007 78.350 78.525 78.000 78.150 -0.300 314 2,707 +87
Mar03 021007 76.500 76.550 76.075 76.075 -0.400 88 553 +41
Apr03 021007 75.900 75.900 75.900 75.900 -0.500 25 276 +5
May03 021007 76.475 76.475 76.100 76.150 -0.350 24 262 +7
Aug03 021007 78.300 78.300 77.900 77.900 -0.350 2 54 +1
Total Volume and Open Interest 1,921 11,864 +68
Lean Hogs(CME)
Oct02 021007 42.750 42.750 41.350 41.450 -1.250 2,096 3,562 -935
Dec02 021007 39.750 39.750 38.325 38.425 -1.175 5,396 22,453 +475
Feb03 021007 46.500 46.500 45.000 45.200 -1.400 1,668 5,026 +222
Apr03 021007 51.750 51.750 50.350 50.350 -1.600 98 1,295 +6
May03 021007 59.425 59.425 57.875 57.875 -1.625 9 719 -1
Jun03 021007 61.750 61.750 60.300 60.300 -1.650 36 1,116 -2
Jul03 021007 59.700 59.700 59.000 59.000 -1.150 6 272 +2
Aug03 021007 57.500 57.500 56.400 56.475 -1.075 10 164 +9
Total Volume and Open Interest 9,319 34,630 -224
Pork Bellies(CME)
Feb03 021007 74.300 74.300 71.800 72.250 -2.275 434 1,233 -13
Mar03 021007 73.600 73.600 71.600 71.600 -2.400 20 40 -3
May03 021007 74.050 74.050 74.050 74.050 -2.550 0 17 +0
Jul03 021007 73.250 73.250 73.250 73.250 -2.750 0 12 +0
Aug03 021007 72.250 72.250 72.250 72.250 -1.750 0 5 +0
Total Volume and Open Interest 454 1,307 -16
Cocoa(NYBOT)
Dec02 021007 2245 2254 2242 2250 +26 5,219 36,711 -1,370
Mar03 021007 2250 2258 2247 2256 +27 1,742 26,485 +921
May03 021007 2255 2267 2255 2264 +27 61 9,294 -9
Jul03 021007 2266 2275 2266 2271 +27 0 8,604 +0
Sep03 021007 2273 2278 2273 2278 +27 1,650 10,526 -1,520
Dec03 021007 2280 2286 2280 2286 +26 5 13,438 +1
Mar04 021007 2297 2297 2290 2294 +25 0 2,545 +0
Total Volume and Open Interest 10,327 115,031 -327
Coffee "C"(NYBOT)
Dec02 021007 55.50 58.60 55.40 57.75 +1.75 2,688 37,254 -197
Mar03 021007 58.50 61.40 58.40 60.60 +1.65 545 15,954 +50
May03 021007 60.10 63.00 60.10 62.25 +1.60 169 6,938 +43
Jul03 021007 61.75 64.25 61.50 63.55 +1.50 124 5,311 -46
Sep03 021007 63.25 65.25 63.25 64.85 +1.40 124 4,117 -21
Dec03 021007 65.20 67.00 65.20 66.75 +1.50 0 310 +0
Total Volume and Open Interest 3,650 69,975 -171
Orange Juice(NYBOT)
Nov02 021007 93.45 94.10 92.40 92.50 -0.95 1,558 12,367 -275
Jan03 021007 96.30 96.95 95.40 95.45 -0.95 936 5,393 +122
Mar03 021007 99.00 99.00 98.00 98.00 -0.70 37 4,728 -11
May03 021007 100.75 100.75 99.60 99.60 -0.75 198 1,238 +105
Jul03 021007 100.60 100.60 100.60 100.60 -0.75 0 750 +0
Total Volume and Open Interest 2,730 24,502 -58
Sugar #11(NYBOT)
Mar03 021007 6.78 6.89 6.68 6.88 +0.15 15,977 137,257 +471
May03 021007 6.39 6.49 6.33 6.48 +0.12 3,565 20,185 +981
Jul03 021007 5.97 6.08 5.94 6.07 +0.13 3,285 21,594 -862
Oct03 021007 5.84 5.97 5.84 5.97 +0.13 738 11,835 -287
Mar04 021007 5.92 6.02 5.92 6.02 +0.10 945 5,205 +461
Total Volume and Open Interest 24,677 198,920 +864
London Cocoa(LCE)
Dec02 021007 1540 1555 1538 1540 +10 6,997 62,040 -3,361
Mar03 021007 1550 1569 1550 1555 +10 2,328 42,088 -30
May03 021007 1565 1584 1565 1571 +10 3,299 13,781 +2,447
Jul03 021007 1580 1598 1580 1582 +8 438 13,622 -36
Sep03 021007 1609 1609 1592 1592 +8 0 9,298 +0
Dec03 021007 1603 1603 1599 1599 +8 321 11,137 +304
Mar04 021007 1609 1609 1609 1609 +8 0 2,838 +0
Total Volume and Open Interest 13,389 154,840 -675
London Coffee(LCE)
Nov02 021007 617.00 620.00 597.00 612.00 -9.00 2,153 34,635 -441
Jan03 021007 633.00 635.00 612.00 627.00 -9.00 3,605 38,564 +98
Mar03 021007 645.00 646.00 627.00 640.00 -8.00 373 30,778 -17
May03 021007 659.00 660.00 642.00 654.00 -8.00 330 14,396 +303
Jul03 021007 664.00 670.00 655.00 667.00 -7.00 304 11,841 +269
Sep03 021007 680.00 680.00 667.00 680.00 -7.00 588 4,407 +420
Total Volume and Open Interest 7,359 135,644 +632
London Sugar(LCE)
Oct02 020913 202.00 210.30 199.10 208.10 +5.60 4,727 1,924 -2,415
Dec02 021007 196.50 200.90 195.70 200.10 +4.40 1,197 18,208 -516
Mar03 021007 190.30 194.60 189.90 193.80 +4.10 1,476 16,417 +252
May03 021007 184.90 189.00 184.90 188.80 +4.10 103 5,270 +20
Aug03 021007 181.50 184.80 181.50 184.80 +4.10 120 3,571 +83
Total Volume and Open Interest 2,986 47,130 -121
Cotton(NYBOT)
Oct02 021007 40.50 41.10 40.50 41.10 +0.50 34 175 +0
Dec02 021007 42.50 42.85 42.00 42.77 +0.33 15,877 43,737 -1,373
Mar03 021007 45.25 45.55 44.80 45.42 +0.29 2,970 9,173 -116
May03 021007 48.65 48.91 48.25 48.90 +0.25 1,054 9,289 +48
Jul03 021007 49.60 50.10 49.40 49.93 +0.23 289 3,672 +116
Oct03 021007 51.70 51.70 51.00 51.40 +0.33 26 189 +14
Total Volume and Open Interest 20,287 67,816 -1,287
Lumber(CME)
Nov02 021007 229.9 231.5 226.1 228.6 -1.4 357 2,299 -20
Jan03 021007 242.6 245.4 242.0 243.6 -0.4 107 509 +25
Mar03 021007 253.9 253.9 253.9 253.9 -0.2 7 130 +3
May03 021007 262.0 262.1 262.0 262.1 +1.0 0 47 +0
Total Volume and Open Interest 472 2,991 +7
Crude Oil(NYM)
Nov02 021007 29.90 29.92 29.40 29.64 +0.02 87,634 158,878 -11,136
Dec02 021007 29.80 29.83 29.34 29.64 +0.12 61,210 95,219 +8,800
Jan03 021007 29.46 29.46 29.05 29.30 +0.09 14,262 46,707 +471
Feb03 021007 28.95 29.05 28.65 28.86 +0.08 7,974 21,120 +1,180
Mar03 021007 28.40 28.40 28.07 28.30 +0.07 5,508 20,130 -61
Apr03 021007 27.90 27.90 27.65 27.72 +0.06 2,856 26,185 -125
May03 021007 27.00 27.14 27.00 27.14 +0.05 297 17,333 +58
Jun03 021007 26.48 26.56 26.45 26.56 +0.04 8,713 30,647 +1,099
Jul03 021007 25.90 26.03 25.90 26.03 +0.04 3,175 11,709 +1,493
Aug03 021007 25.45 25.61 25.45 25.61 +0.04 1,952 8,266 +1,209
Total Volume and Open Interest 207,056 552,882 +1,039
Heating Oil(NYM)
Nov02 021007 79.90 80.00 78.40 79.16 -0.03 19,312 54,309 -1,494
Dec02 021007 80.55 80.65 79.20 79.96 +0.09 6,858 29,306 +1,114
Jan03 021007 80.85 80.85 79.65 80.31 +0.09 2,634 18,042 +227
Feb03 021007 79.55 79.55 78.60 79.16 +0.14 2,103 12,380 +543
Mar03 021007 77.00 77.10 76.35 76.61 +0.14 560 8,651 +115
Apr03 021007 74.00 74.00 73.45 73.66 +0.14 644 5,589 +331
May03 021007 70.20 70.70 70.20 70.56 +0.14 108 3,446 +79
Jun03 021007 69.10 69.10 69.06 69.06 +0.19 737 5,723 -102
Jul03 021007 68.20 68.31 68.20 68.31 +0.19 36 2,631 +1
Aug03 021007 68.40 68.40 68.20 68.21 +0.19 137 1,712 +81
Total Volume and Open Interest 33,344 150,555 +1,043
Unleaded Gas(NYM)
Nov02 021007 80.20 80.70 78.50 80.47 +0.75 23,182 49,417 -1,314
Dec02 021007 79.15 79.30 77.80 79.12 +0.55 8,089 21,634 +1,017
Jan03 021007 78.35 78.35 77.50 78.32 +0.35 1,911 8,670 -287
Feb03 021007 78.25 78.25 78.22 78.22 +0.25 630 2,521 -206
Mar03 021007 78.25 78.42 78.25 78.42 +0.20 66 2,931 +20
Apr03 021007 83.10 83.42 83.10 83.42 +0.20 237 4,141 +207
May03 021007 82.82 82.82 82.82 82.82 +0.15 1 3,519 +1
Jun03 021007 81.62 81.62 81.62 81.62 +0.15 1 1,003 +0
Total Volume and Open Interest 34,143 95,681 -562
Natural Gas(NYM)
Nov02 021007 3.765 3.770 3.670 3.740 +0.001 45,069 49,676 -3,962
Dec02 021007 3.980 4.000 3.910 3.990 +0.021 10,326 37,782 -90
Jan03 021007 4.100 4.130 4.040 4.115 +0.029 5,825 34,036 +239
Feb03 021007 4.020 4.050 3.980 4.035 +0.026 3,834 22,228 +396
Mar03 021007 3.890 3.930 3.865 3.910 +0.021 3,515 29,289 +175
Apr03 021007 3.770 3.805 3.750 3.780 +0.021 1,638 18,150 -128
May03 021007 3.730 3.770 3.710 3.760 +0.026 1,479 12,953 +174
Jun03 021007 3.765 3.810 3.760 3.790 +0.026 1,254 20,435 -220
Total Volume and Open Interest 77,372 403,093 -3,099
Brent Crude Oil(IPE)
Nov02 021007 28.50 28.60 28.02 28.23 +0.11 34,685 58,997 -2,845
Dec02 021007 28.42 28.54 27.94 28.15 +0.09 34,063 84,154 +3,261
Jan03 021007 28.12 28.14 27.77 28.00 +0.09 6,784 29,644 -201
Feb03 021007 27.89 27.89 27.50 27.66 +0.10 2,371 17,952 -173
Mar03 021007 27.28 27.29 26.94 27.09 +0.12 2,835 12,697 -1,857
Apr03 021007 26.61 26.63 26.32 26.51 +0.14 1,430 11,211 +895
May03 021007 26.02 26.02 25.75 25.94 +0.17 1,775 10,933 +928
Jun03 021007 25.50 25.50 25.32 25.43 +0.17 4,223 22,654 +1,205
Total Volume and Open Interest 91,151 303,484 +1,537
Gas Oil(IPE)
Oct02 021007 244.25 245.00 240.50 240.50 -1.75 13,188 33,731 -3,709
Nov02 021007 243.75 244.00 239.75 240.00 -1.75 11,294 70,020 -2,067
Dec02 021007 242.00 242.50 239.00 239.25 -1.50 3,954 46,321 +88
Jan03 021007 240.75 241.00 238.00 238.00 -1.50 2,565 19,824 +101
Feb03 021007 236.50 236.50 233.75 233.75 -1.25 10 7,398 -10
Mar03 021007 230.50 230.50 228.25 228.25 -0.75 25 8,229 +7
Apr03 021007 221.25 221.25 221.25 221.25 -0.75 140 3,664 +140
May03 021007 216.00 216.00 216.00 216.00 -0.75 0 1,956 +0
Total Volume and Open Interest 31,430 231,809 -5,196
US Dollar Index(NYBOT)
Dec02 021007 108.12 108.14 107.88 107.90 -0.12 1,056 8,201 +75
Mar03 021007 108.44 108.44 108.44 108.44 -0.12 0 2,022 +0
Jun03 021007 108.98 108.98 108.98 108.98 -0.12 0 4 +0
Total Volume and Open Interest 1,056 10,227 +75
Australian Dollar(IMM)
Dec02 021007 54.69 54.75 54.57 54.61 +0.27 1,528 19,579 -13
Mar03 021007 54.18 54.18 54.18 54.18 +0.27 0 106 +10
Jun03 021007 53.75 53.75 53.75 53.75 +0.27 0 685 +0
Total Volume and Open Interest 1,528 20,558 -3
British Pound(IMM)
Dec02 021007 155.88 156.10 155.70 155.80 -0.18 2,741 29,703 -331
Mar03 021007 154.86 154.86 154.86 154.86 -0.18 0 192 +6
Jun03 021007 153.92 153.92 153.92 153.92 -0.18 0 4 +0
Total Volume and Open Interest 2,741 29,900 -325
Canadian Dollar(IMM)
Dec02 021007 62.67 62.78 62.60 62.63 +0.02 5,009 48,265 +825
Mar03 021007 62.48 62.52 62.40 62.43 +0.04 110 4,389 +90
Jun03 021007 62.27 62.27 62.21 62.24 +0.04 124 1,634 +89
Sep03 021007 62.05 62.05 62.05 62.05 +0.03 78 554 +36
Total Volume and Open Interest 5,327 55,156 +1,044
Japanese Yen(IMM)
Dec02 021007 80.70 80.87 80.61 80.78 -0.65 4,415 73,861 +3,605
Mar03 021007 80.96 81.09 80.96 81.09 -0.65 18 618 -7
Jun03 021007 81.39 81.39 81.39 81.39 -0.65 0 40 +0
Total Volume and Open Interest 4,433 74,731 +3,598
Swiss Franc(IMM)
Dec02 021007 67.18 67.38 67.17 67.29 +0.13 12,282 33,038 -2,123
Mar03 021007 67.46 67.46 67.43 67.45 +0.13 1 499 +89
Jun03 021007 67.60 67.60 67.60 67.60 +0.13 0 3 +0
Total Volume and Open Interest 12,283 33,572 -2,034
EuroFX(IMM)
Dec02 021007 97.77 98.01 97.72 97.93 +0.24 17,152 83,194 -784
Mar03 021007 97.57 97.69 97.56 97.59 +0.25 6 775 +13
Jun03 021007 97.29 97.29 97.29 97.29 +0.26 0 255 +0
Total Volume and Open Interest 17,158 84,249 -771
Mexican Peso(IMM)
Dec02 021007 9680.0 9685.0 9620.0 9670.0 unch 2,389 16,860 -196
Mar03 021007 9435.0 9465.0 9415.0 9465.0 unch 444 1,195 -50
Total Volume and Open Interest 2,833 18,249 -186
30-Year T-Bonds(CBOT)
Dec02 021007 114~00 114~14 113~22 113~30 +0~10 294,384 436,480 +418
Mar03 021007 112~22 113~05 112~22 112~24 +0~10 8,228 43,274 -393
Jun03 021007 111~20 111~20 111~20 111~20 +0~09 130 183 +90
Total Volume and Open Interest 302,742 479,937 +115
Municipal Bonds(CBOT)
Dec02 021007 110~08 110~23 110~03 110~06 +0~07 439 5,000 -74
Total Volume and Open Interest 439 5,000 -74
10-Year T-Notes(CBOT)
Dec02 021007 115~175 115~315 115~155 115~235 +0~110 587,279 958,863 +17,797
Mar03 021007 114~250 114~260 114~160 114~235 +0~110 3,640 33,876 +392
Total Volume and Open Interest 590,919 992,764 +18,189
5-Year T-Notes(CBOT)
Dec02 021007 114~030 114~055 113~285 114~010 +0~075 237,793 0 -638,069
Mar03 021007 112~290 112~290 112~260 112~260 +0~075 2,372 7,014 +2,120
Total Volume and Open Interest 240,165 7,014 -635,949
2 Year T-Notes(CBOT)
Dec02 021007 107~054 107~056 107~040 107~048 +0~008 7,523 104,655 +38
Total Volume and Open Interest 7,523 104,655 +38
3-Mth T-Bills(IMM)
Dec02 021007 98.60 98.60 98.60 98.60 unch 0 167 +0
Total Volume and Open Interest 0 169 +0
Eurodollars(IMM)
Dec02 021007 98.440 98.440 98.390 98.400 -0.005 295,720 867,328 -10,223
Mar03 021007 98.425 98.435 98.370 98.385 +0.005 287,154 654,780 -984
Jun03 021007 98.235 98.245 98.180 98.205 +0.030 278,751 500,741 -2,252
Sep03 021007 97.930 97.960 97.895 97.920 +0.040 190,690 379,520 +143
Dec03 021007 97.605 97.620 97.565 97.590 +0.035 111,059 360,362 +6,640
Mar04 021007 97.280 97.300 97.245 97.265 +0.030 33,831 216,444 +1,720
Jun04 021007 96.995 97.010 96.975 96.980 +0.030 28,628 165,805 +3,961
Sep04 021007 96.750 96.760 96.730 96.735 +0.030 22,444 143,987 +1,796
Dec04 021007 96.535 96.540 96.510 96.530 +0.040 9,450 125,183 +1,257
Mar05 021007 96.360 96.375 96.340 96.360 +0.045 8,302 108,795 +1,432
Jun05 021007 96.180 96.185 96.160 96.180 +0.045 7,129 91,159 +75
Sep05 021007 96.020 96.025 96.000 96.020 +0.045 5,501 78,114 -672
Total Volume and Open Interest 1,338,138 4,236,734 +8,166
3-Mth Euro-Yen(IMM)
Dec02 021007 99.92 99.92 99.92 99.92 unch 0 7,503 +38
Mar03 021007 99.90 99.90 99.90 99.90 unch 0 8,864 -94
Jun03 021007 99.90 99.91 99.90 99.91 unch 0 5,970 +0
Sep03 021007 99.88 99.88 99.88 99.88 unch 0 5,889 -5
Dec03 021007 99.85 99.85 99.85 99.85 unch 0 2,171 +0
Mar04 021007 99.81 99.81 99.81 99.81 unch 0 801 +0
Jun04 021007 99.80 99.80 99.79 99.79 -0.02 0 593 +0
Sep04 021007 99.75 99.75 99.75 99.75 unch 0 1,115 +0
Dec04 021007 99.70 99.70 99.70 99.70 unch 0 261 +0
Mar05 021007 99.62 99.62 99.62 99.62 unch 0 760 +0
Total Volume and Open Interest 0 36,727 -61
3-Mth Euro-Yen(SIMEX)
Dec02 021007 99.92 99.92 99.92 99.92 unch 132 46,659 -311
Mar03 021007 99.90 99.90 99.89 99.89 -0.01 258 36,527 +55
Jun03 021007 99.90 99.90 99.90 99.90 -0.01 260 46,501 +140
Sep03 021007 99.88 99.88 99.88 99.88 -0.01 59 35,557 -1,931
Dec03 021007 99.86 99.86 99.85 99.85 -0.01 51 28,148 -188
Mar04 021007 99.81 99.81 99.81 99.81 -0.01 144 21,076 -42
Jun04 021007 99.81 99.81 99.80 99.81 unch 253 9,976 +96
Sep04 021007 99.75 99.75 99.75 99.75 -0.01 0 2,818 -50
Total Volume and Open Interest 1,157 240,810 -2,231
German Euro-Bund(EUREX)
Dec02 021007 112.46 112.57 112.28 112.38 +0.18 971,411 751,561 +34,821
Mar03 021007 112.10 112.10 112.00 112.00 +0.18 4,050 4,960 +395
Jun03 021007 111.58 111.58 111.58 111.58 +0.15 638 238 +238
Total Volume and Open Interest 976,099 756,759 +35,454
German Euro-Bobl(EUREX)
Dec02 021007 109.91 109.99 109.71 109.76 -0.05 570,332 602,722 -6,267
Mar03 021007 109.72 109.72 109.72 109.72 -0.05 2,325 919 +0
Jun03 021007 109.36 109.36 109.36 109.36 -0.05 1,402 0 +0
Total Volume and Open Interest 574,059 603,641 -6,267
Long Gilt(LIFFE)
Dec02 021007 119~31 120~12 119~26 120~09 +0~20 22,704 88,529 -295
Mar03 021007 118~20 118~20 118~20 118~20 +0~20      
Total Volume and Open Interest 22,704 88,529 -295
3-Mth Short Sterling(LIFFE)
Dec02 021007 96.19 96.22 96.16 96.21 +0.05 40,911 0 +0
Mar03 021007 96.18 96.23 96.16 96.21 +0.07 51,461 0 +0
Jun03 021007 96.08 96.14 96.06 96.13 +0.10 43,092 0 +0
Total Volume and Open Interest 176,408    
3-Mth Euribor(LIFFE)
Dec02 021007 97.095 97.100 97.030 97.055 +0.005 159,415 501,060 +12,444
Mar03 021007 97.240 97.250 97.165 97.205 +0.015 176,643 486,274 +12,484
Jun03 021007 97.205 97.225 97.130 97.180 +0.035 123,120 340,516 -4,066
Total Volume and Open Interest 695,954 2,026,225 +30,961
3-Mth Aus T-Bills(SFE)
Dec02 021007 95.16 95.20 95.15 95.19 +0.01 7,043 232,349 +159
Mar03 021007 95.05 95.14 95.05 95.14 +0.04 1,232 56,150 -2
Jun03 021007 94.97 95.03 94.97 95.02 +0.03 651 34,057 +202
Sep03 021007 94.85 94.91 94.85 94.90 +0.02 49 18,770 +18
Dec03 021007 94.74 94.78 94.74 94.78 +0.01 0 14,449 -129
Mar04 021007 94.64 94.67 94.64 94.67 +0.01 76 8,420 +0
Jun04 021007 94.55 94.58 94.55 94.58 +0.01 100 5,328 +0
Sep04 021007 94.50 94.50 94.50 94.50 +0.03 0 3,462 +0
Dec04 021007 94.41 94.41 94.41 94.41 +0.04 0 1,642 +0
Mar05 021007 94.34 94.34 94.34 94.34 +0.04 0 608 +0
Total Volume and Open Interest 9,151 375,662 +248
10-Year Aus T-Bonds(SFE)
Dec02 021007 94.56 94.61 94.55 94.60 +0.03 1,972 150,773 +3,507
Mar03 021007 94.57 94.57 94.57 94.57 unch      
Total Volume and Open Interest 6,079 147,266 -2,042
3-Year Aus T-Bonds(SFE)
Dec02 021007 94.95 95.00 94.93 94.99 +0.02 17,171 299,671 -3,438
Mar03 021007 94.99 94.99 94.99 94.99 +0.02      
Total Volume and Open Interest 17,171 299,671 -3,438
Gold(CMX)
Oct02 021007 322.0 322.2 321.9 321.9 -0.2 9 857 +0
Dec02 021007 323.0 323.6 322.2 323.1 -0.2 32,144 127,732 +880
Feb03 021007 323.7 324.1 323.0 323.9 -0.2 443 9,521 +73
Apr03 021007 324.0 324.6 324.0 324.6 -0.2 2 4,715 +0
Jun03 021007 324.3 325.5 324.3 325.2 -0.2 415 6,721 +208
Aug03 021007 325.8 325.8 325.8 325.8 -0.2 0 7,062 +0
Total Volume and Open Interest 33,036 177,899 +1,180
Silver(CMX)
Dec02 021007 448.0 449.0 444.5 445.0 -4.0 6,611 59,121 +2,190
Mar03 021007 450.0 452.0 447.0 447.6 -4.0 119 9,598 -6
May03 021007 451.0 451.0 448.9 448.9 -4.0 39 2,233 -31
Jul03 021007 453.5 453.5 450.0 450.0 -4.0 305 6,369 -31
Sep03 021007 451.3 451.3 451.3 451.3 -3.9 34 819 +34
Total Volume and Open Interest 7,229 83,918 +2,172
Platinum(NYM)
Oct02 021007 563.0 563.5 562.0 563.5 +2.6 2 55 -14
Jan03 021007 556.0 556.5 554.0 556.5 -0.4 132 6,881 +24
Apr03 021007 553.0 553.0 551.5 551.5 -0.4 0 16 +0
Jul03 021007 548.0 548.0 548.0 548.0 -0.4 0 5 +0
Total Volume and Open Interest 134 6,957 +10
Palladium(NYME)
Dec02 021007 316.00 316.00 312.00 315.50 -0.50 54 1,953 +9
Mar03 021007 315.50 315.50 315.50 315.50 -0.50 0 2 +0
Total Volume and Open Interest 54 1,955 +9
Copper(CMX)
Dec02 021007 65.75 66.70 65.70 66.50 +0.30 4,343 62,146 +561
Mar03 021007 66.80 67.50 66.75 67.30 +0.30 162 7,639 +108
May03 021007 67.45 68.05 67.45 67.85 +0.30 63 3,741 +51
Jul03 021007 67.80 68.40 67.65 68.30 +0.30 85 3,226 +9
Sep03 021007 68.20 69.00 68.20 68.75 +0.30 101 4,655 +78
Total Volume and Open Interest 5,052 104,474 +843
DJIA Index(CBOT)
Dec02 021007 7490 7625 7385 7443 -107 36,103 31,296 +1,678
Mar03 021007 7480 7580 7400 7427 -106 27 193 +0
Jun03 021007 7515 7515 7385 7408 -108      
Total Volume and Open Interest 36,131 31,517 +1,679
S & P 500(CME)
Dec02 021007 797.00 808.50 782.00 788.50 -17.30 80,491 546,020 +3,511
Mar03 021007 802.50 808.50 787.60 787.60 -17.30 647 43,493 +132
Jun03 021007 787.20 787.20 787.20 787.20 -17.30 130 4,024 +100
Sep03 021007 788.70 788.70 788.70 788.70 -17.30 0 36 +0
Total Volume and Open Interest 81,268 593,594 +3,743
S & P 500 E-Mini(Globex)
Dec02 021007 804.75 808.75 782.00 788.50 -17.25 850,508 254,476 +24,056
Mar03 021007 797.25 802.00 783.75 787.50 -17.50 12 20 +5
Total Volume and Open Interest 850,520 254,496 +24,061
NASDAQ 100(CME)
Dec02 021007 817.00 831.00 801.00 813.00 -8.00 15,393 70,794 -1,093
Mar03 021007 817.00 817.00 817.00 817.00 -8.00 2 490 +0
Jun03 021007 822.50 822.50 822.50 822.50 -8.00      
Total Volume and Open Interest 15,393 71,284 -1,093
NASDAQ 100 E-Mini(GLOBEX)
Dec02 021007 820.5 830.5 800.5 813.0 -8.0 293,184 103,226 +8,483
Mar03 021007 817.0 817.0 817.0 817.0 -8.0 2 4 -2
Total Volume and Open Interest 293,186 103,230 +8,481
NYSE Composite(NYBOT)
Dec02 021007 433.00 438.80 431.00 431.30 -5.70 640 1,621 -130
Mar03 021007 431.00 431.00 431.00 431.00 -5.75 0 20 +0
Jun03 021007 430.80 430.80 430.80 430.80 -5.70      
Total Volume and Open Interest 640 1,641 -130
S & P Midcap 400(CME)
Dec02 021007 387.00 390.00 378.25 380.50 -9.50 1,443 14,206 -73
Mar03 021007 381.00 381.00 381.00 381.00 -9.50      
Jun03 021007 383.00 383.00 383.00 383.00 -9.50      
Total Volume and Open Interest 1,443 14,206 -73
Russell 2000(CME)
Dec02 021007 346.50 349.00 337.00 339.00 -11.50 2,690 24,418 +319
Mar03 021007 339.50 339.50 339.50 339.50 -11.50      
Jun03 021007 341.50 341.50 341.50 341.50 -11.50      
Total Volume and Open Interest 2,690 24,418 +319
Value Line(KCBT)
Dec02 021007 878.50 881.00 854.00 855.00 -28.00 41 57 +9
Total Volume and Open Interest 41 59 +9
Nikkei 225(CME)
Dec02 021007 8700 8735 8615 8630 -195 2,058 19,214 +240
Mar03 021007 8630 8630 8630 8630 -195 1 22 +0
Total Volume and Open Interest 2,058 19,239 +240
Nikkei 225(SIMEX)
Dec02 021007 8830 8865 8635 8680 -280 15,635 89,319 -920
Mar03 021007 8675 8675 8675 8675 -280 1 438 +0
Jun03 021007 8630 8630 8630 8630 -280      
Total Volume and Open Interest 15,636 89,887 -920
CAC 40(MATIF)
Oct02 021007 2767.5 2783.0 2701.0 2701.0 -74.0 91,178 478,674 +7,762
Nov02 021007 2743.0 2743.0 2743.0 2743.0 -38.5 225 10,263 +225
Dec02 021007 2746.0 2789.5 2719.0 2749.5 -38.5 1,289 96,270 +606
Total Volume and Open Interest 92,692 615,182 +8,593
DAX Index(EUREX)
Dec02 021007 2697.0 2732.0 2641.0 2696.0 -14.0 94,775 225,028 +4,182
Mar03 021007 2720.0 2739.0 2666.5 2715.0 -14.5 277 7,186 +219
Jun03 021007 2738.0 2745.0 2728.5 2734.0 -16.0 76 1,017 +71
Total Volume and Open Interest 95,128 233,231 +4,472
FT-SE 100(LIFFE)
Dec02 021007 3762.00 3831.00 3740.00 3792.00 -19.00 65,747 412,417 -10,604
Mar03 021007 3724.50 3801.50 3724.50 3775.00 -19.50 1,787 30,900 +1,173
Jun03 021007 3754.50 3788.50 3754.50 3780.00 -22.00 51 16,738 +0
Total Volume and Open Interest 67,585 460,057 -9,431
SPI 200(SFE)
Dec02 021007 2975.0 2975.0 2935.0 2938.0 -49.0 6,414 127,147 -5,221
Mar03 021007 2965.0 2965.0 2945.0 2945.0 -49.0 61 1,342 -60
Jun03 021007 2959.0 2959.0 2959.0 2959.0 -49.0 70 1,078 +70
Total Volume and Open Interest 6,545 130,339 -5,211
GSCI(CME)
Oct02 021007 222.50 222.75 221.25 222.75 +1.45 84 17,758 -32
Nov02 021007 223.40 223.80 222.25 223.80 +1.30 92 126 +70
Dec02 021007 224.50 224.50 224.50 224.50 +0.75 0 2 +0
Total Volume and Open Interest 176 17,886 +38
Bridge CRB Index(NYBOT)
Nov02 021007 224.10 225.00 224.10 224.80 +0.20 37 316 -4
Jan03 021007 225.50 226.50 225.50 226.30 -0.05 5 137 -2
Feb03 021007 224.50 225.80 224.50 225.80 -0.30 0 55 +0
Total Volume and Open Interest 42 520 -6
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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