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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 Thu March 07, 2002
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Mar02 020307 452.50 458.00 450.00 451.50 +4.25 4,339 4,583 -1,051
May02 020307 461.00 466.50 458.00 459.50 +5.00 28,527 74,429 +798
Jul02 020307 467.00 472.00 463.75 465.25 +5.25 5,852 45,047 -637
Aug02 020307 467.50 471.50 464.00 464.50 +4.25 533 4,856 +177
Sep02 020307 467.00 470.50 464.00 466.00 +5.50 124 2,011 +24
Nov02 020307 472.50 476.00 467.50 470.50 +5.00 2,208 23,409 +217
Jan03 020307 477.00 480.00 474.00 475.00 +3.50 211 1,240 +50
Total Volume and Open Interest 41,981 156,717 -354
Soybean Meal(CBOT)
Mar02 020307 157.80 157.80 155.70 155.90 +1.00 3,193 5,384 -1,050
May02 020307 155.40 156.00 153.60 154.20 +1.20 9,480 47,438 -557
Jul02 020307 155.80 156.50 154.50 154.70 +1.20 3,085 33,480 +218
Aug02 020307 155.40 156.20 154.20 154.20 +1.20 468 9,710 -5
Sep02 020307 154.50 155.30 153.10 153.70 +1.30 298 8,914 -8
Oct02 020307 154.20 154.80 152.50 152.80 +1.00 82 6,197 +51
Dec02 020307 154.50 155.40 153.00 153.60 +1.00 589 19,221 +46
Jan03 020307 155.00 155.00 153.50 153.60 +0.90 163 1,852 -19
Total Volume and Open Interest 17,402 133,408 -1,295
Soybean Oil(CBOT)
Mar02 020307 16.20 16.32 16.02 16.08 +0.10 6,604 4,427 -360
May02 020307 16.40 16.56 16.22 16.32 +0.16 13,910 62,634 -1,553
Jul02 020307 16.60 16.76 16.44 16.58 +0.21 2,862 40,796 +273
Aug02 020307 16.69 16.89 16.60 16.68 +0.21 197 7,919 -45
Sep02 020307 16.85 16.95 16.72 16.82 +0.20 84 8,569 +36
Oct02 020307 17.00 17.10 16.80 16.98 +0.23 7 7,100 +3
Dec02 020307 17.25 17.41 17.12 17.25 +0.22 367 13,985 +35
Jan03 020307 17.55 17.55 17.42 17.42 +0.27 27 1,462 +27
Total Volume and Open Interest 24,230 152,195 -1,548
Canola(WCE)
Mar02 020307 337.5 337.5 337.5 337.5 +2.0 850 883 +850
May02 020307 343.0 344.0 341.5 342.0 +1.0 4,960 28,500 -65
Jul02 020307 344.0 346.0 344.0 344.5 +2.4 3,122 10,786 +1,208
Sep02 020307 334.1 334.1 334.1 334.1 +2.0 0 106 +0
Nov02 020307 332.5 335.0 332.5 334.0 +2.9 2,284 13,281 -124
Total Volume and Open Interest 11,232 53,565 +1,877
Corn(CBOT)
Mar02 020307 204.00 204.00 200.50 200.75 -0.75 5,759 3,342 -737
May02 020307 210.00 210.25 207.50 207.75 -0.50 28,140 199,508 +42
Jul02 020307 216.75 217.25 214.50 214.75 -0.50 4,668 110,558 +292
Sep02 020307 223.75 223.75 220.50 220.75 -1.00 906 32,187 +276
Dec02 020307 231.25 231.75 228.75 229.25 -0.75 2,902 66,497 +763
Mar03 020307 239.75 240.25 237.00 237.25 -1.00 333 9,247 +127
Total Volume and Open Interest 43,158 428,896 +876
Wheat(CBOT)
Mar02 020307 277.00 279.00 272.50 272.50 -2.00 937 957 -1,026
May02 020307 284.75 287.00 279.50 279.75 -2.25 11,444 62,985 +253
Jul02 020307 292.00 293.00 285.00 285.25 -3.00 3,798 29,336 -274
Sep02 020307 295.00 297.50 290.00 290.25 -2.50 133 5,984 +42
Dec02 020307 304.00 307.00 300.50 300.75 -2.25 244 9,173 +70
Total Volume and Open Interest 16,599 109,093 -913
Wheat(KCBT)
Mar02 020307 285.00 285.00 282.00 282.00 -3.00 117 269 -155
May02 020307 291.00 292.50 287.00 287.50 -2.00 3,793 31,330 -793
Jul02 020307 298.00 298.75 294.00 294.25 -1.50 917 19,563 +60
Sep02 020307 304.25 304.50 299.50 299.50 -2.50 134 3,380 +68
Dec02 020307 314.00 314.00 309.50 309.50 -2.50 143 5,170 +23
Total Volume and Open Interest 5,124 60,928 -796
Wheat(MGE)
Mar02 020307 296.50 297.00 293.00 293.00 unch 20 148 -17
May02 020307 302.50 304.50 299.50 300.25 -1.00 1,311 14,146 +89
Jul02 020307 310.25 312.00 307.50 308.00 -1.25 170 4,158 +51
Sep02 020307 317.25 318.50 314.50 314.50 -1.75 74 2,359 -53
Dec02 020307 325.25 325.50 324.25 324.25 -1.25 16 1,263 +14
Total Volume and Open Interest 1,672 22,293 +150
Oats(CBOT)
Mar02 020307 240.50 242.25 240.50 241.25 +1.50 87 713 -42
May02 020307 209.00 211.00 208.50 210.75 +3.00 655 6,528 +68
Jul02 020307 178.50 181.00 178.00 180.00 +2.00 83 1,788 -18
Sep02 020307 148.00 148.25 147.00 148.25 -0.75 6 289 +0
Total Volume and Open Interest 1,247 12,085 +193
Rough Rice(CBOT)
Mar02 020307 3.55 3.55 3.51 3.51 +0.04 93 113 +5
May02 020307 3.74 3.78 3.70 3.72 +0.03 176 4,088 -110
Jul02 020307 3.95 3.98 3.91 3.93 +0.01 45 830 -17
Sep02 020307 4.20 4.20 4.15 4.15 +0.03 3 207 +3
Total Volume and Open Interest 340 6,617 -102
Live Cattle(CME)
Apr02 020307 75.250 75.600 75.250 75.425 +0.250 9,438 40,609 -625
Jun02 020307 70.350 70.750 70.250 70.525 +0.025 4,896 26,324 +1,532
Aug02 020307 70.050 70.250 69.800 70.075 -0.050 1,166 14,333 +445
Oct02 020307 72.050 72.200 71.875 72.075 -0.075 565 9,422 +290
Dec02 020307 72.825 73.000 72.800 72.975 +0.025 394 2,924 +202
Feb03 020307 73.750 73.875 73.600 73.875 -0.050 107 1,101 +84
Total Volume and Open Interest 16,566 94,713 +1,928
Feeder Cattle(CME)
Mar02 020307 82.050 82.250 82.000 82.050 +0.075 832 3,004 -435
Apr02 020307 82.000 82.450 81.975 82.225 +0.300 1,029 5,888 -204
May02 020307 83.000 83.300 82.975 83.125 +0.150 759 4,248 +94
Aug02 020307 84.900 85.200 84.900 85.100 +0.250 339 1,984 -37
Sep02 020307 84.900 85.100 84.850 85.075 +0.225 32 341 -5
Oct02 020307 84.950 85.150 84.850 85.100 +0.250 39 378 +37
Nov02 020307 85.250 85.550 85.250 85.550 +0.150 9 179 +1
Total Volume and Open Interest 3,041 16,037 -547
Lean Hogs(CME)
Apr02 020307 58.100 58.650 58.050 58.325 +0.350 5,997 15,815 -546
May02 020307 66.050 67.150 66.000 67.075 +1.175 233 2,620 -12
Jun02 020307 66.300 67.150 66.250 67.075 +0.875 1,607 6,132 +233
Jul02 020307 62.750 63.700 62.750 63.700 +1.000 328 1,965 -135
Aug02 020307 59.800 60.850 59.800 60.850 +0.775 61 1,042 +1
Oct02 020307 51.350 51.825 51.350 51.775 +0.250 39 1,013 +19
Dec02 020307 49.050 49.400 49.050 49.300 +0.300 26 663 +8
Feb03 020307 51.150 51.150 51.150 51.150 +0.050 17 95 +14
Total Volume and Open Interest 8,308 29,345 -418
Pork Bellies(CME)
Mar02 020307 80.100 83.000 80.100 82.300 +1.825 131 493 -104
May02 020307 81.500 84.200 81.500 83.250 +1.725 695 2,582 +0
Jul02 020307 82.500 84.800 82.500 84.200 +1.400 33 250 +4
Aug02 020307 81.000 82.000 81.000 81.200 +1.000 0 28 +0
Feb03 020307 73.600 73.600 73.600 73.600 -0.150 0 5 +0
Total Volume and Open Interest 859 3,359 -100
Cocoa(NYBOT)
Mar02 020307 1533 1553 1515 1552 +44 79 350 -68
May02 020307 1505 1524 1501 1521 +33 7,077 31,362 -1,448
Jul02 020307 1490 1500 1482 1498 +26 1,294 15,475 +332
Sep02 020307 1466 1477 1465 1475 +23 941 9,777 +485
Dec02 020307 1400 1410 1400 1410 +21 46 10,940 +15
Mar03 020307 1360 1362 1357 1357 +21 256 10,138 -80
May03 020307 1335 1339 1335 1339 +19 10 4,684 +0
Total Volume and Open Interest 9,716 95,610 -762
Coffee "C"(NYBOT)
Mar02 020307 49.00 49.00 47.10 47.40 -0.85 88 824 -77
May02 020307 49.90 50.40 48.40 48.60 -0.95 6,358 31,061 -814
Jul02 020307 52.00 52.30 50.50 50.60 -1.00 1,342 13,685 -52
Sep02 020307 53.90 54.20 52.40 52.50 -0.95 605 8,377 -385
Dec02 020307 55.85 56.00 54.45 54.45 -0.90 309 5,440 -22
Mar03 020307 57.40 57.45 55.90 55.95 -0.80 93 3,300 +49
Total Volume and Open Interest 8,803 63,322 -1,295
Orange Juice(NYBOT)
Mar02 020307 93.00 93.75 93.00 93.55 +1.05 142 530 -114
May02 020307 92.00 92.75 91.85 92.70 +1.00 733 10,385 -66
Jul02 020307 90.70 91.50 90.30 91.50 +0.90 145 1,943 +69
Sep02 020307 90.85 91.10 90.85 91.10 +0.90 81 666 +41
Nov02 020307 90.25 90.60 90.25 90.55 +0.90 0 1,514 +0
Total Volume and Open Interest 1,147 15,790 -32
Sugar #11(NYBOT)
May02 020307 6.04 6.24 6.00 6.06 +0.06 11,703 83,920 -590
Jul02 020307 5.50 5.55 5.40 5.43 +0.06 4,476 46,223 -160
Oct02 020307 5.60 5.67 5.52 5.56 +0.05 1,660 30,448 +54
Mar03 020307 6.00 6.07 5.92 5.97 +0.05 220 13,058 -3
May03 020307 6.08 6.13 6.02 6.02 +0.05 45 4,201 +16
Total Volume and Open Interest 18,299 190,457 -573
London Cocoa(LCE)
Mar02 020307 1136 1159 1134 1159 +25 3,091 31,105 -1,819
May02 020307 1160 1183 1156 1183 +26 4,595 39,521 -1,148
Jul02 020307 1177 1204 1176 1204 +27 999 37,907 +9
Sep02 020307 1150 1170 1142 1170 +26 188 14,646 -71
Dec02 020307 1075 1094 1075 1094 +20 357 14,672 +320
Mar03 020307 1046 1060 1038 1054 +18 403 14,975 +240
May03 020307 1050 1050 1050 1050 +18 0 3,098 +0
Total Volume and Open Interest 9,643 162,324 -2,459
London Coffee(LCE)
Mar02 020307 497.00 497.00 486.00 491.00 +14.00 107 4,937 -24
May02 020307 477.00 492.00 477.00 486.00 +13.00 3,376 43,290 +177
Jul02 020307 485.00 498.00 485.00 493.00 +13.00 1,156 24,003 +380
Sep02 020307 499.00 504.00 493.00 502.00 +12.00 460 19,626 +185
Nov02 020307 512.00 512.00 505.00 508.00 +12.00 318 10,291 +150
Jan03 020307 517.00 517.00 513.00 514.00 +9.00 7 3,938 +3
Total Volume and Open Interest 5,424 107,775 +871
London Sugar(LCE)
Mar02 020213 234.80 235.80 229.00 233.70 +0.20 6,836 5,583 -2,862
May02 020307 216.50 220.80 216.00 217.00 +0.90 3,548 14,325 -930
Aug02 020307 196.10 200.90 196.10 197.50 +0.50 2,542 15,606 -806
Oct02 020307 182.50 185.50 181.50 182.00 unch 284 8,972 +68
Dec02 020307 184.00 184.00 183.00 183.00 unch 51 1,919 +36
Total Volume and Open Interest 6,534 44,151 -1,633
Cotton(NYBOT)
Mar02 020307 34.00 35.15 35.15 34.95 unch 2 7 -1
May02 020307 36.80 38.60 36.80 38.45 +1.97 2,170 27,017 +171
Jul02 020307 38.50 40.05 38.35 39.98 +1.97 419 16,301 +26
Oct02 020307 41.50 42.00 41.50 42.00 +1.70 26 613 +6
Dec02 020307 42.05 43.40 41.95 43.25 +1.68 487 15,768 +81
Mar03 020307 44.75 44.75 44.75 44.75 +1.65 0 1,524 +0
Total Volume and Open Interest 3,104 63,468 +283
Lumber(CME)
Mar02 020307 300.5 307.8 299.6 306.5 +5.2 506 626 -273
May02 020307 309.5 319.5 307.3 317.5 +8.0 574 1,438 +129
Jul02 020307 312.0 320.0 311.2 318.0 +6.7 134 256 +45
Sep02 020307 307.5 314.4 307.5 313.7 +5.5 25 94 -1
Total Volume and Open Interest 1,241 2,430 -99
Crude Oil(NYM)
Apr02 020307 23.70 24.75 23.46 23.71 +0.56 81,722 110,754 -5,021
May02 020307 24.00 24.95 23.75 24.00 +0.55 48,578 82,746 +3,653
Jun02 020307 24.02 24.90 23.80 24.04 +0.53 28,111 60,773 +4,966
Jul02 020307 23.95 24.80 23.80 23.95 +0.52 7,556 28,906 +2,920
Aug02 020307 23.65 24.45 23.65 23.85 +0.51 3,208 18,681 -462
Sep02 020307 23.75 24.60 23.55 23.75 +0.51 2,154 18,605 +330
Oct02 020307 23.58 24.12 23.58 23.65 +0.49 854 13,250 -99
Nov02 020307 24.00 24.15 23.55 23.55 +0.47 236 10,322 +105
Dec02 020307 23.35 24.12 23.30 23.45 +0.44 7,197 43,762 +1,783
Jan03 020307 23.25 23.80 23.25 23.36 +0.42 1,372 12,644 -89
Total Volume and Open Interest 184,952 487,302 +8,354
Heating Oil(NYM)
Apr02 020307 61.00 64.50 60.85 61.89 +1.96 19,876 51,742 -1,131
May02 020307 61.30 64.60 61.10 62.07 +1.86 8,729 24,634 +1,744
Jun02 020307 61.60 64.55 61.40 62.27 +1.81 2,902 19,417 -607
Jul02 020307 62.10 65.00 62.10 62.62 +1.76 2,006 10,620 +709
Aug02 020307 62.50 65.40 62.50 63.17 +1.71 330 11,242 +82
Sep02 020307 65.50 66.50 63.97 63.97 +1.71 822 8,486 +121
Oct02 020307 64.30 65.30 64.30 64.77 +1.66 201 5,874 +9
Nov02 020307 65.10 66.90 65.10 65.47 +1.61 45 4,625 -13
Dec02 020307 65.40 67.60 65.40 66.07 +1.56 430 11,042 +90
Jan03 020307 65.80 68.00 65.80 66.42 +1.51 72 5,859 +7
Total Volume and Open Interest 35,656 165,467 +1,176
Unleaded Gas(NYM)
Apr02 020307 76.00 79.40 75.20 76.38 +2.35 22,655 47,077 -1,161
May02 020307 76.00 79.90 75.50 77.19 +2.58 11,609 24,769 +1,066
Jun02 020307 75.80 79.30 75.50 76.97 +2.34 2,852 18,726 -487
Jul02 020307 74.50 78.20 74.50 75.87 +2.07 1,377 12,181 +488
Aug02 020307 73.00 77.20 73.00 74.02 +1.74 1,216 12,529 -997
Sep02 020307 74.90 74.90 71.67 71.67 +1.52 752 12,133 -540
Oct02 020307 68.17 68.17 68.17 68.17 +1.27 7 742 +0
Nov02 020307 66.72 66.72 66.72 66.72 +1.07 7 393 +5
Total Volume and Open Interest 40,549 129,899 -1,595
Natural Gas(NYM)
Apr02 020307 2.625 2.820 2.615 2.756 +0.190 43,608 70,935 -128
May02 020307 2.670 2.870 2.660 2.801 +0.191 8,322 30,139 -885
Jun02 020307 2.710 2.910 2.710 2.851 +0.191 4,053 31,680 +1,219
Jul02 020307 2.770 2.945 2.760 2.901 +0.191 2,296 21,674 +149
Aug02 020307 2.820 3.000 2.810 2.949 +0.189 1,970 35,508 +126
Sep02 020307 2.825 2.990 2.820 2.955 +0.186 1,087 24,190 -58
Oct02 020307 2.860 3.010 2.850 2.986 +0.179 2,863 45,773 +480
Nov02 020307 3.110 3.245 3.110 3.231 +0.169 2,379 26,578 +809
Total Volume and Open Interest 79,752 512,963 +3,213
Brent Crude Oil(IPE)
Apr02 020307 23.10 24.15 22.90 23.30 +0.58 36,551 49,238 -415
May02 020307 23.10 24.34 23.04 23.45 +0.62 31,662 71,770 +5,472
Jun02 020307 22.87 23.91 22.80 23.25 +0.64 14,185 48,774 -578
Jul02 020307 22.73 24.35 22.73 23.08 +0.59 1,620 18,796 +373
Aug02 020307 22.70 23.55 22.69 22.96 +0.54 309 8,709 +13
Sep02 020307 22.62 23.60 22.62 22.84 +0.49 657 8,496 +159
Oct02 020307 22.52 23.26 22.52 22.74 +0.46 420 7,324 -125
Nov02 020307 22.45 22.64 22.39 22.64 +0.43 353 4,097 +257
Total Volume and Open Interest 90,691 276,423 +5,272
Gas Oil(IPE)
Mar02 020307 183.50 194.50 183.25 191.75 +11.50 15,792 26,565 -892
Apr02 020307 185.75 196.25 185.50 193.50 +11.00 11,544 34,370 +1,029
May02 020307 188.50 197.50 187.50 195.00 +11.00 4,101 17,723 +659
Jun02 020307 190.00 198.00 189.00 196.00 +10.00 2,110 24,038 +188
Jul02 020307 193.00 197.50 192.25 197.50 +9.75 100 5,914 +51
Aug02 020307 193.00 199.00 193.00 199.00 +9.50 725 5,684 +431
Sep02 020307 195.00 200.50 195.00 200.50 +9.25 0 6,110 +0
Oct02 020307 196.50 202.00 195.75 202.00 +9.00 395 6,622 +133
Total Volume and Open Interest 36,678 177,721 +2,721
US Dollar Index(NYBOT)
Mar02 020307 117.35 118.03 116.80 116.80 -1.20 3,091 6,685 -808
Jun02 020307 117.88 118.50 117.25 117.28 -1.19 295 2,605 +71
Sep02 020307 118.75 118.75 117.72 117.72 -1.19 4 27 +2
Total Volume and Open Interest 3,393 9,325 -734
Australian Dollar(IMM)
Mar02 020307 52.38 52.65 52.38 52.52 +0.25 3,342 23,068 +27
Jun02 020307 52.10 52.34 52.05 52.22 +0.25 1,733 7,556 +1,865
Sep02 020307 51.92 51.92 51.92 51.92 +0.25 0 4 +0
Total Volume and Open Interest 5,075 30,668 +1,892
British Pound(IMM)
Mar02 020307 142.08 142.96 141.78 142.74 +0.62 2,709 24,500 -383
Jun02 020307 141.28 142.20 141.10 142.04 +0.62 315 3,070 +141
Sep02 020307 141.28 141.28 141.28 141.28 +0.62 0 2 +0
Total Volume and Open Interest 3,024 27,572 -242
Canadian Dollar(IMM)
Mar02 020307 63.26 63.40 63.12 63.19 -0.07 12,703 55,737 -1,165
Jun02 020307 63.23 63.40 63.08 63.15 -0.07 4,334 13,626 +2,595
Sep02 020307 63.20 63.35 63.10 63.13 -0.07 86 2,130 +36
Dec02 020307 63.20 63.25 63.08 63.11 -0.07 56 1,444 +18
Total Volume and Open Interest 17,234 73,260 +1,538
Japanese Yen(IMM)
Mar02 020307 77.60 79.20 77.46 78.84 +2.36 14,859 78,033 -1,077
Jun02 020307 77.99 79.55 77.85 79.21 +2.37 3,038 26,513 +1,216
Sep02 020307 78.70 79.67 78.70 79.67 +2.40 22 141 +20
Total Volume and Open Interest 17,919 105,135 +159
Swiss Franc(IMM)
Mar02 020307 59.50 60.06 59.39 59.99 +0.57 14,494 41,670 +303
Jun02 020307 59.50 60.08 59.40 60.02 +0.58 1,688 5,266 +1,047
Sep02 020307 60.08 60.08 60.08 60.08 +0.59 0 19 +0
Total Volume and Open Interest 16,183 46,992 +1,351
EuroFX(IMM)
Mar02 020307 87.57 88.36 87.37 88.32 +0.74 18,503 106,396 -175
Jun02 020307 87.28 88.07 87.10 88.01 +0.74 3,683 14,609 +2,723
Sep02 020307 87.20 87.77 87.20 87.77 +0.74 7 223 +0
Total Volume and Open Interest 22,193 121,483 +2,548
Mexican Peso(IMM)
Mar02 020307 11007.0 11017.0 10990.0 11000.0 +5.0 972 31,624 -341
Jun02 020307 10860.0 10860.0 10830.0 10840.0 +5.0 448 7,617 +0
Total Volume and Open Interest 1,562 41,413 -250
30-Year T-Bonds(CBOT)
Mar02 020307 102~11 102~14 100~25 100~28 -1~21 22,149 78,792 -13,883
Jun02 020307 101~08 101~11 99~17 99~22 -1~21 223,132 391,971 +13,244
Sep02 020307 99~14 100~00 98~21 98~21 -1~20 542 29,203 +2
Total Volume and Open Interest 245,823 500,153 -637
Municipal Bonds(CBOT)
Mar02 020307 103~28 103~29 102~29 103~02 -1~00 643 3,867 -439
Jun02 020307 102~17 102~18 101~12 101~18 -1~04 371 2,973 +85
Total Volume and Open Interest 1,014 6,840 -354
10-Year T-Notes(CBOT)
Mar02 020307 105~300 106~020 104~265 104~285 -1~070 68,621 108,442 -44,045
Jun02 020307 104~220 104~240 103~130 103~170 -1~075 382,959 558,313 +56,056
Total Volume and Open Interest 451,580 670,260 +12,011
5-Year T-Notes(CBOT)
Mar02 020307 106~155 106~155 105~235 105~235 -0~270 9,023 0 -127,406
Jun02 020307 105~140 105~150 104~200 104~205 -0~295 105,580 0 -408,888
Sep02 020307 103~300 103~300 103~185 103~185 -0~275 0 1 +0
Total Volume and Open Interest 114,603 1 -536,294
2 Year T-Notes(CBOT)
Mar02 020307 104~108 104~109 104~072 104~072 -0~041 6,107 27,266 -1,938
Jun02 020307 103~126 104~000 103~081 103~082 -0~048 9,350 79,628 +2,489
Total Volume and Open Interest 15,457 106,894 +551
3-Mth T-Bills(IMM)
Jun02 020307 97.89 97.89 97.89 97.89 -0.12 0 15 +0
Total Volume and Open Interest 0 780 +0
Eurodollars(IMM)
Mar02 020307 98.043 98.045 98.003 98.005 -0.045 64,695 728,997 -2,606
Jun02 020307 97.705 97.715 97.585 97.590 -0.130 137,881 719,002 +17,251
Sep02 020307 97.140 97.155 96.960 96.965 -0.205 175,786 641,517 -2,769
Dec02 020307 96.500 96.510 96.310 96.315 -0.210 162,449 757,327 -2,254
Mar03 020307 95.900 95.905 95.700 95.705 -0.230 62,273 409,898 -135
Jun03 020307 95.405 95.420 95.210 95.220 -0.225 38,707 282,334 +3,959
Sep03 020307 95.060 95.080 94.890 94.890 -0.210 26,632 227,473 -1,692
Dec03 020307 94.810 94.820 94.650 94.655 -0.185 28,700 173,152 -3,631
Mar04 020307 94.650 94.650 94.495 94.495 -0.175 11,920 122,554 -1,396
Jun04 020307 94.470 94.470 94.300 94.315 -0.175 11,625 122,928 -302
Sep04 020307 94.325 94.325 94.165 94.165 -0.180 10,954 108,719 +578
Dec04 020307 94.155 94.155 93.995 93.995 -0.180 9,717 87,592 -5,609
Total Volume and Open Interest 801,286 4,956,042 +50
3-Mth Euro-Yen(IMM)
Mar02 020307 99.87 99.87 99.87 99.87 unch 21 12,095 -379
Jun02 020307 99.89 99.89 99.89 99.89 unch 80 11,838 +198
Sep02 020307 99.86 99.86 99.86 99.86 unch 5 3,612 +184
Dec02 020307 99.84 99.84 99.84 99.84 unch 289 1,916 -530
Mar03 020307 99.80 99.80 99.80 99.80 unch 48 1,509 -28
Jun03 020307 99.79 99.79 99.78 99.78 -0.01 21 1,279 -365
Sep03 020307 99.73 99.73 99.73 99.73 +0.01 333 1,682 +334
Dec03 020307 99.65 99.65 99.65 99.65 unch 0 148 +0
Mar04 020307 99.57 99.57 99.57 99.57 unch 100 438 +100
Jun04 020307 99.48 99.48 99.48 99.48 unch 0 29 +0
Total Volume and Open Interest 897 34,580 -486
3-Mth Euro-Yen(SIMEX)
Mar02 020307 99.86 99.87 99.86 99.86 unch 1,276 79,188 +275
Jun02 020307 99.89 99.89 99.89 99.89 unch 3,880 93,270 -2,794
Sep02 020307 99.86 99.87 99.86 99.86 unch 1,290 40,947 -711
Dec02 020307 99.84 99.84 99.84 99.84 unch 2,601 22,954 +1,343
Mar03 020307 99.80 99.81 99.80 99.80 unch 948 25,125 -828
Jun03 020307 99.79 99.79 99.79 99.79 unch 1,261 30,722 +587
Sep03 020307 99.72 99.73 99.72 99.73 unch 36 17,478 +15
Dec03 020307 99.65 99.66 99.65 99.66 unch 143 8,600 +0
Total Volume and Open Interest 11,535 335,003 -2,113
German Euro-Bund(EUREX)
Mar02 020307 106.08 106.34 106.00 106.28 +0.09 876,480 173,236 -153,368
Jun02 020307 105.45 105.68 105.18 105.27 -0.26 817,718 630,262 +220,399
Sep02 020307 105.35 105.35 104.93 104.93 -0.25 4,794 1,066 +11
Total Volume and Open Interest 1,698,992 804,564 +67,042
German Euro-Bobl(EUREX)
Mar02 020307 105.41 105.45 105.29 105.41 -0.02 462,670 65,122 -162,884
Jun02 020307 104.67 104.78 104.32 104.36 -0.34 584,225 486,843 +122,285
Sep02 020307 104.18 104.18 104.09 104.09 -0.34 1,693 860 +0
Total Volume and Open Interest 1,048,588 552,825 -40,599
Long Gilt(LIFFE)
Mar02 020307 112~25 112~31 112~14 112~15 -0~14 6,024 19,004 -3,981
Jun02 020307 111~23 112~02 111~12 111~16 -0~13 35,055 70,214 +5,200
Total Volume and Open Interest 41,079 89,218 +1,219
3-Mth Short Sterling(LIFFE)
Mar02 020307 95.89 95.91 95.87 95.88 -0.02 21,135 0 +0
Jun02 020307 95.56 95.57 95.48 95.50 -0.08 22,257 0 +0
Sep02 020307 95.15 95.17 95.03 95.06 -0.12 24,184 0 +0
Total Volume and Open Interest 107,482    
3-Mth Euribor(LIFFE)
Mar02 020307 96.635 96.640 96.600 96.610 -0.020 36,558 544,029 -5,080
Jun02 020307 96.500 96.520 96.440 96.455 -0.055 75,375 527,082 +8,968
Sep02 020307 96.250 96.265 96.165 96.185 -0.075 79,052 387,544 +5,097
Total Volume and Open Interest 381,826 2,303,334 +19,704
3-Mth Aus T-Bills(SFE)
Mar02 020307 95.68 95.71 95.64 95.65 -0.03 14,549 82,988 -23,674
Jun02 020307 95.37 95.39 95.27 95.32 -0.07 38,557 190,156 +25,935
Sep02 020307 94.98 94.99 94.86 94.89 -0.11 9,181 61,272 +4,329
Dec02 020307 94.58 94.58 94.44 94.47 -0.13 2,952 39,375 +654
Mar03 020307 94.20 94.20 94.11 94.12 -0.13 1,161 17,055 +761
Jun03 020307 93.93 93.93 93.86 93.86 -0.13 756 12,746 +709
Sep03 020307 93.75 93.75 93.67 93.67 -0.14 367 12,079 +147
Dec03 020307 93.55 93.55 93.54 93.54 -0.14 171 6,765 +10
Mar04 020307 93.57 93.57 93.48 93.48 -0.14 1,120 4,863 +985
Jun04 020307 93.46 93.46 93.45 93.45 -0.14 85 2,013 +75
Total Volume and Open Interest 68,959 431,845 +9,991
10-Year Aus T-Bonds(SFE)
Mar02 020307 93.79 93.80 93.68 93.71 -0.12 12,886 164,897 +0
Jun02 020307 93.68 93.68 93.60 93.62 -0.13 343 1,847 +0
Total Volume and Open Interest 13,229 166,744 +4,988
3-Year Aus T-Bonds(SFE)
Mar02 020307 94.37 94.37 94.22 94.28 -0.12 74,799 504,150 +16,572
Jun02 020307 94.18 94.18 94.05 94.10 -0.13 1,918 8,334 +1,820
Total Volume and Open Interest 76,717 512,484 +18,392
Gold(CMX)
Apr02 020307 292.0 292.8 289.5 290.5 -3.4 18,001 87,967 -240
Jun02 020307 293.1 293.7 290.6 291.4 -3.4 836 15,713 +353
Aug02 020307 294.0 294.0 291.5 292.1 -3.3 445 4,745 +305
Oct02 020307 294.0 294.0 292.8 292.8 -3.3 1 3,294 +0
Dec02 020307 296.0 296.2 292.5 293.6 -3.2 227 13,086 -2
Feb03 020307 294.5 294.5 294.5 294.5 -3.1 76 5,643 +20
Total Volume and Open Interest 19,586 144,590 +436
Silver(CMX)
Mar02 020307 448.0 448.0 446.0 446.6 -5.0 37 382 -65
May02 020307 449.5 450.0 445.5 448.0 -5.0 6,920 42,430 +548
Jul02 020307 453.0 453.0 448.0 449.5 -4.9 536 12,209 +61
Sep02 020307 452.5 452.5 450.0 450.5 -4.8 6 1,873 +5
Dec02 020307 453.0 455.5 450.5 452.2 -4.7 249 7,262 +110
Total Volume and Open Interest 7,922 67,687 +794
Platinum(NYM)
Apr02 020307 508.0 510.0 505.0 509.6 -0.7 520 5,425 -299
Jul02 020307 498.0 502.1 498.0 502.1 -1.2 335 1,707 +310
Oct02 020307 498.5 498.5 496.1 496.1 -2.2 0 45 +0
Total Volume and Open Interest 855 7,177 +11
Palladium(NYME)
Mar02 020307 364.00 367.15 364.00 367.15 +1.65 21 37 -7
Jun02 020307 361.00 367.50 361.00 363.65 +1.65 42 935 -1
Sep02 020307 362.15 362.15 362.15 362.15 +1.65 0 19 +0
Total Volume and Open Interest 63 991 -8
Copper(CMX)
Mar02 020307 75.15 75.30 74.15 74.25 -0.20 491 2,022 -443
May02 020307 75.75 75.90 74.60 74.80 -0.25 7,400 35,702 +1,435
Jul02 020307 76.10 76.30 75.10 75.30 -0.20 219 9,122 -30
Sep02 020307 76.80 76.80 75.70 75.75 -0.20 35 8,603 +7
Dec02 020307 76.95 77.20 76.45 76.45 -0.20 157 7,168 -89
Total Volume and Open Interest 8,664 75,062 +1,016
DJIA Index(CBOT)
Mar02 020307 10590 10639 10470 10542 -28 27,088 36,052 -1,813
Jun02 020307 10605 10645 10480 10555 -28 3,058 10,390 +1,271
Sep02 020307 10505 10585 10505 10573 -28 5 96 +0
Dec02 020307 10572 10604 10570 10604 -27 2 128 +0
Total Volume and Open Interest 30,153 46,666 -542
S & P 500(CME)
Mar02 020307 1167.50 1168.00 1150.00 1159.30 -3.20 112,826 345,790 -15,947
Jun02 020307 1170.00 1171.00 1153.00 1162.00 -3.00 48,668 202,750 +31,668
Sep02 020307 1172.70 1172.70 1165.10 1165.10 -2.90 459 17,370 +236
Dec02 020307 1176.00 1176.00 1170.00 1170.10 -2.50 0 587 -1
Total Volume and Open Interest 161,959 566,691 +15,953
S & P 500 E-Mini(Globex)
Mar02 020307 1162.25 1168.75 1150.25 1159.25 -3.25 360,072 159,622 +9,614
Jun02 020307 1165.00 1171.50 1152.75 1162.00 -3.00 7,716 6,588 +5,986
Total Volume and Open Interest 367,788 166,210 +15,600
NASDAQ 100(CME)
Mar02 020307 1530.00 1540.00 1488.00 1511.50 -1.00 23,313 47,552 -3,123
Jun02 020307 1540.00 1548.00 1495.00 1519.50 -0.50 3,817 6,647 +3,100
Sep02 020307 1527.50 1527.50 1527.50 1527.50 +19.00      
Total Volume and Open Interest 25,964 54,744 -294
NASDAQ 100 E-Mini(GLOBEX)
Mar02 020307 1513.5 1540.5 1487.5 1511.5 -1.0 258,676 105,411 +2,129
Jun02 020307 1520.0 1547.5 1495.5 1519.5 -0.5 2,135 1,462 +914
Total Volume and Open Interest 260,811 106,873 +3,043
NYSE Composite(NYBOT)
Mar02 020307 604.50 605.50 598.00 601.15 -2.10 1,600 3,592 -321
Jun02 020307 605.75 605.75 600.00 602.00 -2.00 75 1,065 +34
Sep02 020307 602.85 602.85 602.85 602.85 -1.90 0 210 +0
Total Volume and Open Interest 1,675 4,867 -287
S & P Midcap 400(CME)
Mar02 020307 537.00 540.00 533.50 533.95 -0.55 1,403 13,088 -323
Jun02 020307 539.00 540.50 533.50 535.50 -0.50 399 2,190 +388
Sep02 020307 539.45 539.45 539.45 539.45 -0.55      
Total Volume and Open Interest 1,802 15,278 +211
Russell 2000(CME)
Mar02 020307 496.50 498.50 493.00 496.15 +1.40 6,705 23,416 -2,099
Jun02 020307 499.00 500.50 494.00 497.25 +1.45 4,006 5,117 +3,686
Sep02 020307 499.15 499.15 499.15 499.15 +1.40      
Total Volume and Open Interest 10,711 28,533 +1,572
Value Line(KCBT)
Mar02 020307 1291.00 1297.00 1283.50 1286.75 +1.75 39 334 -61
Total Volume and Open Interest 42 403 -60
Nikkei 225(CME)
Mar02 020307 11740 11830 11620 11765 +185 2,536 12,742 -956
Jun02 020307 11770 11820 11600 11755 +200 2,688 13,187 +1,201
Total Volume and Open Interest 5,224 25,935 +245
Nikkei 225(SIMEX)
Mar02 020307 11580 11750 11505 11740 +355 58,480 98,077 -3,752
Jun02 020307 11570 11720 11465 11705 +360 39,139 70,930 +38,024
Sep02 020307 11720 11720 11720 11720 +360      
Total Volume and Open Interest 97,619 169,307 +45,638
CAC 40(MATIF)
Mar02 020307 4636.5 4686.0 4587.0 4626.0 +21.0 71,075 494,846 +27,670
Apr02 020307 4660.0 4675.0 4629.0 4629.0 +21.5 7,407 19,338 +5,533
May02 020307 4606.5 4606.5 4593.5 4602.5 +20.0 1 11 +0
Total Volume and Open Interest 85,238 571,205 +39,881
DAX Index(EUREX)
Mar02 020307 5336.0 5374.0 5268.5 5282.0 -14.0 79,098 182,460 +14,857
Jun02 020307 5383.0 5421.0 5320.0 5331.5 -13.5 19,906 55,836 +18,916
Sep02 020307 5439.5 5462.0 5378.5 5378.5 -13.0 59 3,232 +42
Total Volume and Open Interest 99,063 241,528 +33,815
FT-SE 100(LIFFE)
Mar02 020307 5260.00 5318.50 5255.50 5284.00 +35.50 62,630 387,520 -16,041
Jun02 020307 5262.50 5331.00 5262.50 5297.00 +36.50 26,261 102,445 +20,693
Sep02 020307 5334.00 5347.50 5302.50 5317.00 +37.50 49 5,968 +0
Total Volume and Open Interest 88,940 495,933 +4,652
SPI 200(SFE)
Mar02 020307 3457.0 3500.0 3456.0 3496.0 +47.0 10,376 150,131 +5,664
Jun02 020307 3475.0 3516.0 3474.0 3512.0 +48.0 1,046 5,333 +2,009
Sep02 020307 3521.0 3521.0 3521.0 3521.0 +48.0 0 765 +0
Total Volume and Open Interest 11,519 157,243 +7,743
GSCI(CME)
Mar02 020307 188.20 194.05 187.65 189.30 +4.30 74 21,242 -158
Apr02 020307 189.50 195.00 189.50 190.40 +4.40 14 166 +1
May02 020307 191.00 191.00 191.00 191.00 +4.00 10 10 +10
Total Volume and Open Interest 98 21,418 -75
Bridge CRB Index(NYBOT)
Apr02 020307 198.50 199.50 198.40 198.75 +2.35 47 308 -31
Jun02 020307 201.00 201.00 200.50 200.55 +2.35 7 128 +0
Aug02 020307 202.35 202.35 202.35 202.35 +2.35 0 50 +0
Total Volume and Open Interest 54 487 -31
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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