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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 28, 2002
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Nov02 021028 552.50 554.00 545.00 545.50 -11.50 33,702 48,748 -10,097
Jan03 021028 554.00 554.50 545.50 546.25 -11.00 16,990 64,392 +2,527
Mar03 021028 550.50 553.00 544.00 544.50 -10.50 5,489 37,871 +872
May03 021028 547.50 549.00 541.00 541.75 -10.25 1,625 35,061 -156
Jul03 021028 544.00 546.50 538.00 538.25 -10.50 1,556 18,655 +95
Aug03 021028 537.00 537.00 532.00 532.00 -6.50 160 1,520 +15
Sep03 021028 518.00 518.00 513.00 513.00 -6.00 0 251 +0
Total Volume and Open Interest 60,075 216,834 -6,589
Soybean Meal(CBOT)
Dec02 021028 168.70 169.60 166.90 167.10 -2.80 10,426 56,322 -709
Jan03 021028 169.00 170.10 167.60 167.90 -2.30 2,661 14,017 +474
Mar03 021028 169.20 169.80 167.50 167.70 -2.70 1,939 17,260 +331
May03 021028 168.00 168.80 166.10 166.20 -2.60 1,664 17,179 +89
Jul03 021028 167.00 167.30 165.00 165.10 -2.70 1,070 14,636 +306
Aug03 021028 165.50 165.60 163.30 163.30 -2.70 158 2,362 +23
Sep03 021028 162.00 162.00 160.40 160.40 -1.70 72 2,223 +0
Oct03 021028 157.00 157.20 156.00 156.00 -1.00 49 1,593 +46
Total Volume and Open Interest 18,292 130,858 +690
Soybean Oil(CBOT)
Dec02 021028 21.05 21.08 20.85 20.87 -0.32 14,123 76,481 +774
Jan03 021028 20.99 21.01 20.85 20.85 -0.30 4,250 20,056 +798
Mar03 021028 20.90 20.94 20.74 20.76 -0.30 2,397 20,501 +692
May03 021028 20.79 20.80 20.62 20.65 -0.31 2,817 14,119 +27
Jul03 021028 20.65 20.72 20.50 20.54 -0.32 997 7,295 +184
Aug03 021028 20.53 20.53 20.22 20.22 -0.34 50 2,422 +23
Sep03 021028 20.20 20.20 19.92 19.92 -0.38 5 619 +5
Oct03 021028 19.66 19.66 19.66 19.66 -0.29 6 884 +6
Total Volume and Open Interest 24,995 147,645 +2,608
Canola(WCE)
Nov02 021028 438.0 439.6 431.6 432.6 -9.4 485 6,087 -17
Jan03 021028 446.5 448.8 439.5 440.0 -8.7 5,271 25,992 +1,030
Mar03 021028 448.1 451.0 444.0 444.8 -5.8 627 11,947 +77
May03 021028 449.5 450.9 446.0 446.0 -5.0 205 3,309 +140
Jul03 021028 449.0 449.0 445.0 445.0 -3.5 15 586 +15
Total Volume and Open Interest 7,100 51,245 +1,243
Corn(CBOT)
Dec02 021028 249.25 250.75 247.25 247.50 -2.75 34,241 222,488 -706
Mar03 021028 253.50 254.00 250.50 251.00 -3.00 10,632 141,739 +1,195
May03 021028 255.75 256.75 253.75 254.00 -2.75 1,978 41,206 +592
Jul03 021028 256.50 257.50 254.75 255.00 -2.50 1,843 42,219 +708
Sep03 021028 249.00 249.25 248.50 248.75 unch 70 10,013 +54
Dec03 021028 242.50 243.75 242.00 243.25 +0.50 1,168 28,233 +216
Total Volume and Open Interest 50,058 489,621 +2,045
Wheat(CBOT)
Dec02 021028 412.50 418.00 412.50 415.50 +5.00 12,594 66,734 +227
Mar03 021028 408.00 411.00 407.00 409.50 +4.00 3,719 25,297 -266
May03 021028 380.00 380.00 375.50 375.50 unch 474 2,770 -61
Jul03 021028 328.00 328.50 323.50 325.00 -1.50 1,567 14,023 -85
Sep03 021028 331.00 331.00 327.00 328.00 -1.50 151 1,095 -12
Total Volume and Open Interest 18,867 113,067 -120
Wheat(KCBT)
Dec02 021028 464.50 467.00 460.00 460.50 -5.25 4,277 34,976 -906
Mar03 021028 454.00 456.50 450.50 450.50 -4.75 2,075 22,499 -282
May03 021028 423.00 425.50 420.00 420.00 -2.00 566 2,890 +86
Jul03 021028 362.00 364.00 360.00 360.50 -1.50 1,264 8,145 +60
Sep03 021028 365.00 365.00 361.00 361.00 -3.00 644 1,393 +514
Total Volume and Open Interest 9,049 70,657 -392
Wheat(MGE)
Dec02 021028 473.50 476.00 466.00 466.75 -7.50 2,414 14,767 -74
Mar03 021028 480.00 480.50 472.00 472.25 -7.50 1,257 11,207 -175
May03 021028 473.25 475.00 472.50 472.75 +0.25 679 2,531 +180
Jul03 021028 444.00 446.00 443.00 445.00 +1.25 244 2,042 -90
Sep03 021028 406.00 406.00 404.00 404.50 -0.50 99 1,078 -6
Total Volume and Open Interest 4,705 32,773 -159
Oats(CBOT)
Dec02 021028 202.00 204.00 199.25 204.00 +1.50 2,579 5,748 -221
Mar03 021028 198.25 199.50 196.00 198.00 -0.75 447 2,535 +3
May03 021028 192.00 192.00 192.00 192.00 unch 36 633 -14
Jul03 021028 177.00 179.50 177.00 178.00 +1.00 3 42 +2
Total Volume and Open Interest 3,065 8,975 -230
Rough Rice(CBOT)
Nov02 021028 3.76 3.79 3.68 3.70 -0.06 551 2,294 -304
Jan03 021028 4.01 4.04 3.92 3.96 -0.05 691 2,973 +225
Mar03 021028 4.27 4.27 4.16 4.19 -0.05 72 1,327 +6
May03 021028 4.50 4.50 4.40 4.42 -0.05 10 1,026 +6
Total Volume and Open Interest 1,350 8,367 -51
Live Cattle(CME)
Oct02 021028 69.000 69.475 69.000 69.150 +0.050 856 1,649 -240
Dec02 021028 73.100 73.100 72.650 72.675 -0.250 8,253 54,863 +435
Feb03 021028 75.000 75.250 74.825 75.075 +0.100 2,573 26,755 +517
Apr03 021028 74.575 74.750 74.400 74.700 +0.125 1,029 18,354 +205
Jun03 021028 69.700 69.900 69.500 69.850 +0.075 1,040 11,529 +34
Aug03 021028 69.150 69.150 68.900 69.050 -0.325 115 1,193 +20
Total Volume and Open Interest 13,876 114,658 +979
Feeder Cattle(CME)
Oct02 021028 82.000 82.075 82.000 82.050 unch 336 1,319 -43
Nov02 021028 82.450 82.450 81.950 82.175 unch 326 4,982 +10
Jan03 021028 82.300 82.350 81.925 82.200 unch 449 5,804 +83
Mar03 021028 79.600 79.600 79.250 79.600 unch 76 1,119 +33
Apr03 021028 79.000 79.050 78.950 79.050 -0.125 41 339 +17
May03 021028 79.400 79.400 79.250 79.300 -0.200 15 399 +9
Aug03 021028 81.050 81.200 80.900 81.200 -0.050 3 147 +2
Total Volume and Open Interest 1,247 14,121 +112
Lean Hogs(CME)
Dec02 021028 40.400 41.550 40.200 41.250 +0.650 4,757 24,845 -124
Feb03 021028 47.300 48.850 47.250 48.200 +0.575 974 6,204 +44
Apr03 021028 51.450 52.450 51.400 52.425 +0.875 257 1,668 -15
May03 021028 57.800 58.400 57.800 58.350 +0.475 24 774 -1
Jun03 021028 60.700 61.125 60.700 61.125 +0.425 209 1,428 +108
Jul03 021028 58.850 58.975 58.850 58.975 +0.475 7 332 +6
Aug03 021028 56.550 56.900 56.550 56.650 +0.450 5 213 +1
Oct03 021028 51.750 52.200 51.750 52.200 +0.450 8 39 +5
Total Volume and Open Interest 6,241 35,505 +24
Pork Bellies(CME)
Feb03 021028 76.250 78.500 75.900 78.400 +1.775 342 1,349 +15
Mar03 021028 75.900 78.050 75.900 77.775 +1.975 10 76 +3
May03 021028 79.000 79.000 79.000 79.000 +1.600 0 24 +0
Jul03 021028 77.150 78.000 77.150 78.000 +1.500 0 16 +0
Aug03 021028 75.000 75.000 75.000 75.000 +1.000 0 8 +0
Total Volume and Open Interest 352 1,473 +18
Cocoa(NYBOT)
Dec02 021028 1980 1999 1967 1979 -55 1,978 22,615 -424
Mar03 021028 1976 1994 1965 1972 -59 1,278 28,430 -510
May03 021028 1989 1989 1970 1972 -60 227 8,837 +75
Jul03 021028 1975 1977 1973 1973 -60 451 8,811 -33
Sep03 021028 1978 1985 1974 1974 -60 627 9,611 +170
Dec03 021028 1990 1990 1979 1979 -63 0 10,529 +0
Mar04 021028 1987 1987 1987 1987 -63 4 2,593 -4
Total Volume and Open Interest 4,976 99,776 -694
Coffee "C"(NYBOT)
Dec02 021028 68.00 68.25 64.60 64.70 -3.85 9,579 40,921 +267
Mar03 021028 71.00 71.10 67.50 67.60 -3.85 3,082 18,365 +390
May03 021028 72.10 72.40 69.30 69.30 -3.70 874 7,739 +120
Jul03 021028 74.00 74.00 70.90 70.90 -3.60 511 6,012 +53
Sep03 021028 75.10 75.10 72.30 72.30 -3.50 251 3,809 -81
Dec03 021028 75.00 75.00 74.00 74.00 -3.50 82 514 +18
Total Volume and Open Interest 14,419 78,501 +787
Orange Juice(NYBOT)
Nov02 021028 97.00 98.10 97.00 97.05 -0.75 1,191 4,948 -356
Jan03 021028 98.85 99.15 97.50 97.70 -1.15 1,149 10,336 +120
Mar03 021028 100.00 100.30 99.25 99.40 -0.80 461 4,960 -130
May03 021028 100.50 101.05 100.40 100.40 -0.50 172 1,470 +26
Jul03 021028 101.40 101.40 101.40 101.40 +0.25 12 749 +0
Total Volume and Open Interest 2,995 22,498 -330
Sugar #11(NYBOT)
Mar03 021028 7.05 7.15 7.01 7.13 +0.14 9,358 139,946 -841
May03 021028 6.55 6.65 6.53 6.63 +0.12 1,065 24,093 -26
Jul03 021028 6.09 6.17 6.07 6.17 +0.11 737 23,814 +168
Oct03 021028 5.97 6.04 5.97 6.04 +0.09 804 14,703 +407
Mar04 021028 6.07 6.12 6.07 6.12 +0.08 139 5,889 +2
Total Volume and Open Interest 12,211 212,793 -243
London Cocoa(LCE)
Dec02 021028 1400 1400 1358 1363 -46 1,462 56,035 -365
Mar03 021028 1412 1412 1373 1378 -44 1,210 47,301 -395
May03 021028 1420 1420 1390 1391 -43 391 24,612 +204
Jul03 021028 1420 1422 1398 1400 -42 289 14,607 -276
Sep03 021028 1428 1428 1403 1410 -41 69 9,986 -10
Dec03 021028 1435 1435 1411 1418 -39 382 12,023 +44
Mar04 021028 1429 1429 1422 1426 -41 0 3,126 +0
Total Volume and Open Interest 3,803 167,749 -798
London Coffee(LCE)
Nov02 021028 691.00 700.00 682.00 686.00 -14.00 2,695 16,913 -886
Jan03 021028 707.00 717.00 698.00 702.00 -16.00 4,903 52,256 +1,285
Mar03 021028 727.00 731.00 715.00 718.00 -15.00 1,511 33,248 -76
May03 021028 733.00 745.00 732.00 732.00 -15.00 406 14,737 +175
Jul03 021028 747.00 759.00 745.00 747.00 -15.00 265 13,146 +95
Sep03 021028 769.00 769.00 760.00 760.00 -16.00 182 6,930 +6
Total Volume and Open Interest 9,972 140,217 +602
London Sugar(LCE)
Oct02 020913 202.00 210.30 199.10 208.10 +5.60 4,727 1,924 -2,415
Dec02 021028 198.00 202.00 197.70 201.50 +2.90 2,221 15,590 +610
Mar03 021028 192.80 194.10 192.10 193.50 +1.40 1,841 22,644 +665
May03 021028 187.70 188.50 187.70 188.50 +0.90 585 6,164 +290
Aug03 021028 182.00 183.30 181.20 183.30 +2.00 155 5,059 +74
Total Volume and Open Interest 5,080 54,845 +1,792
Cotton(NYBOT)
Dec02 021028 46.85 46.90 46.25 46.31 -0.32 15,296 41,454 +686
Mar03 021028 48.75 48.80 48.34 48.40 -0.21 3,029 12,129 +863
May03 021028 51.85 51.85 51.55 51.55 -0.28 715 11,998 +103
Jul03 021028 52.75 52.90 52.58 52.58 -0.27 251 4,679 -45
Oct03 021028 53.10 53.10 53.10 53.10 -0.35 2 207 -2
Dec03 021028 54.35 54.40 54.10 54.13 -0.37 392 1,752 +99
Total Volume and Open Interest 19,705 72,499 +1,724
Lumber(CME)
Nov02 021028 225.0 228.5 223.3 223.5 -1.5 149 1,963 -35
Jan03 021028 238.3 240.5 235.8 236.2 -2.4 124 802 +41
Mar03 021028 249.6 249.8 248.5 248.7 -1.5 38 194 +9
May03 021028 258.0 258.0 256.8 256.8 -1.2 9 51 +5
Total Volume and Open Interest 321 3,020 +20
Crude Oil(NYM)
Dec02 021028 27.10 27.43 26.62 27.29 +0.24 140,626 150,395 -10,123
Jan03 021028 26.70 27.00 26.25 26.85 +0.20 38,611 54,733 -2,041
Feb03 021028 26.40 26.60 26.08 26.49 +0.19 12,676 22,847 -242
Mar03 021028 26.00 26.27 25.75 26.19 +0.22 7,133 22,675 +872
Apr03 021028 25.75 26.00 25.40 25.89 +0.25 1,469 27,440 +86
May03 021028 25.22 25.59 25.22 25.59 +0.29 672 18,438 -76
Jun03 021028 25.15 25.38 24.85 25.29 +0.32 3,640 29,741 +505
Jul03 021028 24.68 25.00 24.68 24.99 +0.34 1,189 15,819 -319
Aug03 021028 24.60 24.73 24.60 24.73 +0.37 168 9,654 +106
Sep03 021028 24.35 24.52 24.35 24.52 +0.37 701 14,094 +236
Total Volume and Open Interest 214,114 476,055 -12,460
Heating Oil(NYM)
Nov02 021028 73.00 73.65 71.60 73.08 +0.32 17,419 19,206 -3,502
Dec02 021028 73.70 74.60 72.35 73.85 +0.34 21,565 53,460 +1,658
Jan03 021028 74.10 74.75 72.90 74.30 +0.34 3,963 24,087 -500
Feb03 021028 73.40 74.10 72.00 73.50 +0.39 1,642 14,166 +119
Mar03 021028 71.60 72.20 70.00 71.55 +0.44 871 9,453 -118
Apr03 021028 69.15 70.00 68.00 69.45 +0.49 464 6,296 +101
May03 021028 66.90 67.50 65.60 67.10 +0.59 182 4,331 -41
Jun03 021028 65.35 66.50 64.50 66.05 +0.64 630 6,308 -97
Jul03 021028 65.20 65.65 65.20 65.65 +0.69 639 4,102 -369
Aug03 021028 65.60 65.90 65.60 65.80 +0.74 20 2,381 +4
Total Volume and Open Interest 47,833 152,027 -2,989
Unleaded Gas(NYM)
Nov02 021028 85.30 87.30 83.00 85.30 -0.79 27,650 19,014 -4,388
Dec02 021028 75.00 76.80 73.90 75.20 -0.79 28,461 39,888 +1,452
Jan03 021028 72.90 74.00 71.85 72.50 -1.49 5,277 14,787 +1,637
Feb03 021028 72.50 73.50 72.50 72.50 -1.59 995 7,132 -7
Mar03 021028 73.90 74.30 73.10 73.10 -1.59 351 3,540 +233
Apr03 021028 79.00 79.80 78.65 78.65 -1.59 637 5,657 -3
May03 021028 78.25 78.25 78.25 78.25 -1.59 187 3,371 +71
Jun03 021028 78.24 78.24 77.15 77.15 -1.59 356 2,176 +103
Total Volume and Open Interest 64,920 98,967 -580
Natural Gas(NYM)
Nov02 021028 4.130 4.190 4.085 4.176 +0.148 44,488 34,664 -3,308
Dec02 021028 4.280 4.340 4.250 4.329 +0.141 17,616 54,583 -1,478
Jan03 021028 4.355 4.420 4.325 4.409 +0.131 6,182 34,172 -461
Feb03 021028 4.270 4.319 4.240 4.319 +0.121 2,819 25,942 -275
Mar03 021028 4.140 4.179 4.110 4.179 +0.116 2,657 32,552 -476
Apr03 021028 3.965 3.999 3.960 3.999 +0.091 2,172 20,296 -237
May03 021028 3.910 3.960 3.910 3.954 +0.086 1,610 14,370 -42
Jun03 021028 3.940 3.990 3.935 3.978 +0.085 1,030 21,074 -64
Total Volume and Open Interest 82,752 421,310 -6,678
Brent Crude Oil(IPE)
Dec02 021028 25.60 25.80 25.12 25.68 +0.22 52,420 93,381 +4,980
Jan03 021028 25.53 25.64 25.04 25.58 +0.23 13,839 58,299 +2,681
Feb03 021028 25.25 25.37 24.85 25.31 +0.19 5,473 18,836 +624
Mar03 021028 24.96 25.01 24.57 25.01 +0.19 3,504 20,761 -60
Apr03 021028 24.55 24.80 24.30 24.71 +0.21 425 12,915 +200
May03 021028 24.26 24.51 24.10 24.44 +0.26 1,275 10,919 +225
Jun03 021028 24.09 24.15 23.80 24.15 +0.28 2,586 23,104 -424
Jul03 021028 23.89 23.89 23.89 23.89 +0.29 0 8,256 +0
Total Volume and Open Interest 81,637 295,896 +8,581
Gas Oil(IPE)
Nov02 021028 221.75 222.25 216.00 219.50 -3.75 17,047 44,914 +1,241
Dec02 021028 221.75 222.50 217.00 219.50 -3.75 10,865 65,027 +3,906
Jan03 021028 222.00 222.50 217.75 220.00 -3.50 4,808 33,792 +77
Feb03 021028 217.75 217.75 217.75 217.75 -3.25 2,002 9,790 +2,000
Mar03 021028 216.00 216.00 214.50 214.50 -3.00 1,205 8,723 -54
Apr03 021028 211.50 211.50 210.25 210.25 -2.75 250 7,646 -200
May03 021028 206.25 206.25 206.25 206.25 -2.75 0 1,956 +0
Jun03 021028 204.25 204.25 201.00 203.00 -2.25 290 18,125 -150
Total Volume and Open Interest 36,817 210,860 +6,870
US Dollar Index(NYBOT)
Dec02 021028 108.35 108.43 107.29 107.34 -0.83 344 8,486 -55
Mar03 021028 107.82 107.82 107.82 107.82 -0.84 200 2,026 +0
Jun03 021028 108.30 108.30 108.30 108.30 -0.85 0 4 +0
Total Volume and Open Interest 544 10,516 -55
Australian Dollar(CME)
Dec02 021028 55.46 55.70 55.45 55.66 +0.32 1,126 34,609 -259
Mar03 021028 55.10 55.22 55.10 55.22 +0.31 5 190 +9
Jun03 021028 54.78 54.78 54.78 54.78 +0.30 0 680 +0
Total Volume and Open Interest 1,131 35,665 -250
British Pound(CME)
Dec02 021028 154.20 155.80 154.16 155.48 +0.86 3,370 26,016 -284
Mar03 021028 153.50 154.54 153.40 154.54 +0.86 1 204 -1
Jun03 021028 153.64 153.64 153.64 153.64 +0.86 0 4 +0
Total Volume and Open Interest 3,371 26,225 -285
Canadian Dollar(CME)
Dec02 021028 63.87 64.19 63.87 64.12 +0.44 3,256 50,173 -630
Mar03 021028 63.69 63.99 63.69 63.93 +0.44 150 4,626 -45
Jun03 021028 63.62 63.75 63.62 63.75 +0.44 146 2,352 +76
Sep03 021028 63.52 63.58 63.52 63.58 +0.44 11 757 -3
Total Volume and Open Interest 3,568 58,228 -600
Japanese Yen(CME)
Dec02 021028 80.36 81.20 80.32 81.13 +0.41 9,408 83,684 -622
Mar03 021028 80.73 81.44 80.73 81.44 +0.38 110 1,036 -1
Jun03 021028 81.75 81.75 81.75 81.75 +0.35 0 50 +0
Total Volume and Open Interest 9,518 84,977 -623
Swiss Franc(CME)
Dec02 021028 66.46 67.37 66.44 67.26 +0.56 2,276 35,019 +534
Mar03 021028 67.24 67.52 67.24 67.42 +0.56 6 641 +0
Jun03 021028 67.57 67.57 67.57 67.57 +0.56 0 3 +0
Total Volume and Open Interest 2,282 35,695 +534
EuroFX(CME)
Dec02 021028 97.24 98.27 97.21 98.21 +0.74 5,478 80,147 -630
Mar03 021028 97.00 97.86 97.00 97.86 +0.71 14 928 +11
Jun03 021028 97.50 97.55 97.50 97.55 +0.68 0 255 +0
Total Volume and Open Interest 5,492 81,369 -619
Mexican Peso(CME)
Dec02 021028 9965.0 9975.0 9840.0 9852.5 -89.5 1,872 13,430 -96
Mar03 021028 9670.0 9670.0 9662.5 9662.5 -94.5 0 2,036 +0
Total Volume and Open Interest 1,872 15,737 -96
30-Year T-Bonds(CBOT)
Dec02 021028 109~05 109~12 108~26 108~31 -0~01 171,446 412,700 -3,013
Mar03 021028 108~00 108~05 107~23 107~24 -0~02 2,960 45,550 +1,043
Jun03 021028 106~25 106~25 106~18 106~18 -0~02 16 358 +13
Total Volume and Open Interest 174,422 458,608 -1,957
Municipal Bonds(CBOT)
Dec02 021028 105~29 106~08 105~27 106~01 +0~02 500 3,581 -105
Mar03 021028 99~18 100~01 99~18 100~01 +0~15 4 1  
Total Volume and Open Interest 504 3,582  
10-Year T-Notes(CBOT)
Dec02 021028 113~145 113~190 113~070 113~115 +0~070 446,748 875,524 +20,904
Mar03 021028 112~025 112~115 112~015 112~040 +0~060 14,771 52,900 -104
Total Volume and Open Interest 461,519 928,449 +20,800
5-Year T-Notes(CBOT)
Dec02 021028 112~205 112~260 112~185 112~225 +0~100 157,649 0 -648,211
Mar03 021028 111~130 111~150 111~130 111~150 +0~095 725 15,470 +500
Total Volume and Open Interest 158,374 15,470 -647,711
2 Year T-Notes(CBOT)
Dec02 021028 107~018 107~030 107~017 107~023 +0~021 4,631 109,864 -96
Mar03 021028 106~084 106~084 106~084 106~084 +0~020 2 0  
Total Volume and Open Interest 4,633 109,864  
3-Mth T-Bills(IMM)
Dec02 021028 98.60 98.60 98.60 98.60 +0.09 375 529 +313
Total Volume and Open Interest 375 531 +313
Eurodollars(CME)
Dec02 021028 98.415 98.450 98.395 98.435 +0.080 153,300 864,370 +12,614
Mar03 021028 98.390 98.445 98.375 98.420 +0.100 138,179 683,386 +656
Jun03 021028 98.210 98.265 98.180 98.240 +0.125 133,003 493,627 -6,161
Sep03 021028 97.895 97.955 97.880 97.930 +0.130 123,554 384,870 -1,839
Dec03 021028 97.500 97.565 97.500 97.530 +0.110 63,873 390,155 +1,565
Mar04 021028 97.150 97.160 97.110 97.135 +0.085 27,210 234,016 -1,354
Jun04 021028 96.800 96.800 96.755 96.770 +0.075 24,567 172,829 +2,496
Sep04 021028 96.500 96.515 96.470 96.490 +0.070 19,109 142,239 +660
Dec04 021028 96.240 96.275 96.230 96.245 +0.075 9,397 127,186 +264
Mar05 021028 96.050 96.070 96.040 96.045 +0.060 10,735 112,770 +450
Jun05 021028 95.875 95.890 95.860 95.860 +0.055 7,416 86,101 +930
Sep05 021028 95.705 95.720 95.695 95.695 +0.050 8,899 81,284 -1,743
Total Volume and Open Interest 766,485 4,259,691 +6,695
3-Mth Euro-Yen(CME)
Dec02 021028 99.91 99.91 99.91 99.91 unch 80 8,114 -400
Mar03 021028 99.89 99.89 99.89 99.89 unch 1,333 9,862 -1,402
Jun03 021028 99.90 99.90 99.90 99.90 unch 0 6,433 +0
Sep03 021028 99.88 99.88 99.88 99.88 -0.01 25 5,787 -136
Dec03 021028 99.86 99.86 99.86 99.86 unch 0 1,773 +0
Mar04 021028 99.81 99.81 99.81 99.81 unch 0 811 +0
Jun04 021028 99.80 99.80 99.80 99.80 unch 0 683 +0
Sep04 021028 99.75 99.75 99.75 99.75 unch 0 1,307 +0
Dec04 021028 99.71 99.71 99.71 99.71 unch 0 261 +0
Mar05 021028 99.62 99.62 99.62 99.62 unch 0 760 +0
Total Volume and Open Interest 1,438 38,991 -1,938
3-Mth Euro-Yen(SIMEX)
Dec02 021028 99.92 99.92 99.92 99.92 +0.00 3,979 50,040 -531
Mar03 021028 99.89 99.89 99.89 99.89 unch 22 38,210 -1,609
Jun03 021028 99.90 99.90 99.90 99.90 0.00 77 45,912 -1,294
Sep03 021028 99.89 99.89 99.89 99.89 unch 1,573 32,513 -1,199
Dec03 021028 99.86 99.86 99.86 99.86 unch 341 26,433 +20
Mar04 021028 99.81 99.81 99.81 99.81 unch 10 20,618 -86
Jun04 021028 99.81 99.81 99.81 99.81 unch 38 11,723 +40
Sep04 021028 99.75 99.75 99.75 99.75 -0.01 30 2,867 +24
Total Volume and Open Interest 6,070 243,174 -4,635
German Euro-Bund(EUREX)
Dec02 021028 110.75 110.86 110.57 110.72 +0.24 687,877 708,193 -1,221
Mar03 021028 110.30 110.37 110.17 110.28 +0.26 849 7,250 +138
Jun03 021028 107.83 109.82 107.22 109.82 +0.24 3,159 0 +0
Total Volume and Open Interest 691,885 715,443 -1,083
German Euro-Bobl(EUREX)
Dec02 021028 108.80 108.84 108.65 108.72 +0.19 503,723 580,685 -2,573
Mar03 021028 108.65 108.65 108.62 108.62 +0.22 1,925 2,964 +0
Jun03 021028 108.22 108.22 108.22 108.22 +0.19 602 0 +0
Total Volume and Open Interest 506,250 583,649 -2,573
Long Gilt(LIFFE)
Dec02 021028 118~15 118~21 118~13 118~19 +0~12 20,039 87,398 +1,526
Mar03 021028 117~27 117~27 117~27 117~27 +0~12      
Total Volume and Open Interest 20,039 87,398 +1,526
3-Mth Short Sterling(LIFFE)
Dec02 021028 96.18 96.18 96.16 96.17 +0.03 30,658 0 +0
Mar03 021028 96.20 96.20 96.16 96.18 +0.05 41,779 0 +0
Jun03 021028 96.10 96.14 96.07 96.11 +0.08 42,076 0 +0
Total Volume and Open Interest 166,855    
3-Mth Euribor(LIFFE)
Dec02 021028 96.960 96.980 96.915 96.940 +0.025 155,986 586,902 -1,613
Mar03 021028 97.080 97.105 97.040 97.075 +0.055 150,616 455,926 -15,229
Jun03 021028 97.040 97.080 97.000 97.045 +0.075 112,732 325,429 +2,433
Total Volume and Open Interest 558,305 2,097,956 +3,568
3-Mth Aus T-Bills(SFE)
Dec02 021028 95.14 95.21 95.14 95.21 +0.09 5,944 265,566 -6,790
Mar03 021028 95.07 95.15 95.07 95.15 +0.12 3,516 67,949 -7,120
Jun03 021028 94.96 95.02 94.96 95.02 +0.14 1,729 40,538 -481
Sep03 021028 94.85 94.88 94.84 94.88 +0.15 1,366 21,587 +421
Dec03 021028 94.71 94.74 94.71 94.74 +0.15 377 14,455 +247
Mar04 021028 94.61 94.63 94.60 94.61 +0.15 380 9,053 +364
Jun04 021028 94.48 94.53 94.48 94.52 +0.16 505 6,248 +492
Sep04 021028 94.40 94.44 94.40 94.44 +0.16 230 4,035 +229
Dec04 021028 94.36 94.36 94.36 94.36 +0.15 200 2,171 +200
Mar05 021028 94.30 94.30 94.30 94.30 +0.15 61 761 +60
Total Volume and Open Interest 14,308 432,919 -12,378
10-Year Aus T-Bonds(SFE)
Dec02 021028 94.33 94.35 94.29 94.29 +0.06 187 190,579 +8,208
Mar03 021028 94.33 94.33 94.33 94.33 +0.09      
Total Volume and Open Interest 15,024 182,371 -4,440
3-Year Aus T-Bonds(SFE)
Dec02 021028 94.82 94.92 94.82 94.91 +0.14 25,139 470,584 -37,470
Mar03 021028 94.91 94.91 94.91 94.91 +0.14      
Total Volume and Open Interest 25,139 470,584 -37,470
Gold(CMX)
Oct02 021028 314.1 315.2 314.1 315.2 +1.8 10 46 -50
Dec02 021028 314.3 315.9 314.3 315.6 +1.7 30,371 97,152 -1,802
Feb03 021028 315.5 316.9 315.2 316.5 +1.7 173 9,943 -27
Apr03 021028 316.9 317.2 316.9 317.2 +1.7 10 5,460 +2
Jun03 021028 318.1 318.1 317.2 317.8 +1.7 99 7,156 -36
Aug03 021028 318.5 318.5 318.4 318.4 +1.7 0 7,633 +0
Total Volume and Open Interest 30,782 150,656 -1,812
Silver(CMX)
Dec02 021028 441.5 443.5 441.0 441.2 +0.5 4,926 65,590 -192
Mar03 021028 445.5 446.5 443.5 443.7 +0.5 71 11,448 +51
May03 021028 444.0 444.8 444.0 444.8 +0.4 4 2,470 +1
Jul03 021028 448.5 448.5 445.9 445.9 +0.4 14 6,330 -2
Sep03 021028 448.5 448.5 447.1 447.1 +0.5 0 822 +0
Total Volume and Open Interest 5,024 93,172 -86
Platinum(NYM)
Oct02 021028 598.0 601.8 598.0 601.8 unch 1 12 +0
Jan03 021028 585.0 587.0 585.0 586.8 unch 340 7,191 -33
Apr03 021028 578.3 578.3 578.3 578.3 unch 0 59 +0
Jul03 021028 574.8 574.8 574.8 574.8 unch 0 5 +0
Total Volume and Open Interest 341 7,267 -33
Palladium(NYME)
Dec02 021028 312.00 314.80 310.00 314.00 +2.60 136 1,878 -72
Mar03 021028 314.00 314.00 314.00 314.00 +2.60 0 18 +0
Total Volume and Open Interest 136 1,896 -72
Copper(CMX)
Dec02 021028 71.60 72.05 71.10 71.35 -0.10 14,164 50,527 +105
Mar03 021028 72.45 72.70 71.85 72.05 -0.10 611 8,062 -110
May03 021028 72.85 73.00 72.45 72.45 -0.10 151 4,128 +44
Jul03 021028 73.30 73.30 72.70 72.80 -0.10 294 3,557 +27
Sep03 021028 73.20 73.20 73.20 73.20 -0.10 56 5,099 -48
Total Volume and Open Interest 17,388 92,704 -913
DJIA Index(CBOT)
Dec02 021028 8520 8540 8305 8378 -62 22,652 32,009 +446
Mar03 021028 8505 8505 8368 8368 -62 37 321 +11
Jun03 021028 8355 8355 8355 8355 -63      
Total Volume and Open Interest 22,689 32,357 +457
S & P 500(CME)
Dec02 021028 907.50 908.70 885.00 891.80 -6.90 64,196 559,779 -439
Mar03 021028 907.50 908.00 891.30 891.30 -7.20 1,564 51,649 +842
Jun03 021028 891.50 891.50 891.50 891.50 -7.20 24 4,090 -24
Sep03 021028 892.40 892.40 892.40 892.40 -7.70 0 46 +0
Total Volume and Open Interest 65,784 615,585 +379
S & P 500 E-Mini(Globex)
Dec02 021028 900.25 909.25 885.00 891.75 -7.00 628,869 360,219 +30,866
Mar03 021028 906.50 909.75 888.25 891.25 -7.25 74 54 -9
Total Volume and Open Interest 628,943 360,273 +30,857
NASDAQ 100(CME)
Dec02 021028 1008.00 1010.00 975.00 987.00 -5.50 11,923 73,148 +1,394
Mar03 021028 991.00 991.00 991.00 991.00 -5.50 0 2,227 +0
Jun03 021028 996.50 996.50 996.50 996.50 -5.50      
Total Volume and Open Interest 11,923 75,375 +1,394
NASDAQ 100 E-Mini(GLOBEX)
Dec02 021028 993.5 1014.5 975.0 987.0 -5.5 227,686 123,537 +3,612
Mar03 021028 1004.0 1004.0 991.0 991.0 -5.5 4 8 +0
Total Volume and Open Interest 227,690 123,545 +3,612
NYSE Composite(NYBOT)
Dec02 021028 484.00 484.00 473.30 476.00 -4.00 341 1,435 -59
Mar03 021028 476.00 476.00 476.00 476.00 -4.00 0 80 +0
Jun03 021028 476.00 476.00 476.00 476.00 -4.00      
Total Volume and Open Interest 341 1,515 -59
S & P Midcap 400(CME)
Dec02 021028 433.50 433.50 422.50 424.00 -5.00 720 15,154 +180
Mar03 021028 424.50 424.50 424.50 424.50 -5.00      
Jun03 021028 426.50 426.50 426.50 426.50 -5.00      
Total Volume and Open Interest 720 15,154 +180
Russell 2000(CME)
Dec02 021028 378.00 378.00 368.00 369.75 -3.75 1,485 23,460 +356
Mar03 021028 370.25 370.25 370.25 370.25 -3.75      
Jun03 021028 372.25 372.25 372.25 372.25 -3.75      
Total Volume and Open Interest 1,485 23,460 +356
Value Line(KCBT)
Dec02 021028 998.00 998.00 972.50 981.00 -5.00 52 125 +2
Total Volume and Open Interest 52 145 +2
Nikkei 225(CME)
Dec02 021028 8840 8840 8700 8705 -15 1,049 19,074 -232
Mar03 021028 8705 8705 8705 8705 -15 0 24 +0
Total Volume and Open Interest 1,049 19,101 -232
Nikkei 225(SIMEX)
Dec02 021028 8715 8810 8545 8800 +150 14,402 98,470 -274
Mar03 021028 8790 8790 8790 8790 +150 22 462 +22
Jun03 021028 8755 8755 8755 8755 +150      
Total Volume and Open Interest 14,424 99,432 -252
CAC 40(MATIF)
Oct02 021028 3102.0 3166.0 3094.0 3106.0 +47.0 83,530 701,929 +1,192
Nov02 021028 3139.0 3169.0 3115.0 3123.0 +57.5 25,477 57,426 +14,161
Dec02 021028 3145.0 3171.5 3123.0 3130.0 +57.5 7,058 102,749 +4,179
Total Volume and Open Interest 117,375 894,293 +20,435
DAX Index(EUREX)
Dec02 021028 3161.5 3251.5 3161.5 3189.0 +69.5 69,103 217,853 +161
Mar03 021028 3236.5 3262.5 3197.0 3213.0 +70.0 54 8,558 +46
Jun03 021028 3236.5 3236.5 3236.5 3236.5 +70.5 69 1,853 +28
Total Volume and Open Interest 69,226 228,264 +235
FT-SE 100(LIFFE)
Dec02 021028 4090.00 4163.00 4068.00 4090.00 +29.00 51,054 435,433 +1,231
Mar03 021028 4116.00 4124.50 4058.00 4076.50 +29.50 58 36,609 +3
Jun03 021028 4130.00 4130.00 4080.00 4086.50 +29.50 0 19,415 +0
Total Volume and Open Interest 51,112 491,958 +1,234
SPI 200(SFE)
Dec02 021028 3025.0 3042.0 3023.0 3028.0 +13.0 7,968 140,001 -5,890
Mar03 021028 3030.0 3034.0 3030.0 3032.0 +13.0 6 1,694 +0
Jun03 021028 3043.0 3043.0 3043.0 3043.0 +13.0 0 1,160 +0
Total Volume and Open Interest 7,974 143,793 -5,890
GSCI(CME)
Nov02 021028 216.40 217.50 215.60 217.50 +1.00 34 15,617 +1
Dec02 021028 217.50 217.50 217.50 217.50 +1.00 0 1 +0
Jan03 021028 216.00 216.00 216.00 216.00 +0.50      
Total Volume and Open Interest 34 15,618 +1
Bridge CRB Index(NYBOT)
Nov02 021028 228.50 228.50 227.50 228.00 -0.50 18 306 +1
Jan03 021028 229.50 229.50 228.00 229.00 -0.50 16 276 +6
Feb03 021028 228.00 228.00 228.00 228.00 -0.50 0 109 +0
Total Volume and Open Interest 34 711 +7
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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