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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 March 27, 2002
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
May02 020327 468.50 473.50 467.25 472.75 +5.00 24,064 72,672 -1,431
Jul02 020327 471.00 476.00 470.25 475.25 +4.75 7,340 57,313 +528
Aug02 020327 470.50 475.00 469.00 474.50 +4.25 867 6,342 +398
Sep02 020327 467.00 472.00 466.50 472.00 +5.25 347 2,665 +146
Nov02 020327 469.50 475.00 467.75 474.25 +5.50 5,428 28,867 +221
Jan03 020327 473.00 477.00 473.00 477.00 +4.25 449 2,142 +199
Mar03 020327 477.50 482.00 477.50 481.25 +3.75 11 1,473 +1
Total Volume and Open Interest 38,515 172,367 +65
Soybean Meal(CBOT)
May02 020327 162.40 162.70 160.60 162.50 +0.50 13,162 51,646 +2,384
Jul02 020327 160.80 161.50 159.20 161.40 +0.80 4,499 38,534 +668
Aug02 020327 159.20 160.50 158.10 160.30 +0.80 1,074 9,553 +169
Sep02 020327 157.70 159.00 156.40 158.80 +1.20 816 9,135 -128
Oct02 020327 156.00 157.40 155.50 157.20 +0.80 108 6,605 +32
Dec02 020327 157.00 158.40 156.00 158.10 +1.20 3,523 19,903 -184
Jan03 020327 156.50 158.00 156.50 157.80 +1.60 20 2,193 +12
Mar03 020327 157.00 157.00 156.40 156.40 +0.90 3 965 +2
Total Volume and Open Interest 23,205 139,164 +2,955
Soybean Oil(CBOT)
May02 020327 16.08 16.15 15.99 16.09 +0.14 11,731 50,625 -3,350
Jul02 020327 16.25 16.40 16.24 16.34 +0.16 3,074 41,957 +3
Aug02 020327 16.42 16.51 16.40 16.47 +0.16 688 7,643 +68
Sep02 020327 16.52 16.61 16.52 16.58 +0.15 258 9,855 -61
Oct02 020327 16.70 16.71 16.70 16.70 +0.13 58 8,048 -31
Dec02 020327 17.00 17.04 16.92 17.01 +0.14 1,410 17,265 -254
Jan03 020327 17.18 17.18 17.18 17.18 +0.15 13 1,878 +13
Mar03 020327 17.30 17.35 17.30 17.35 +0.12 4 1,408 +4
Total Volume and Open Interest 17,240 143,125 -3,604
Canola(WCE)
May02 020327 329.0 330.0 327.7 329.8 +1.5 2,529 21,581 -1,453
Jul02 020327 331.5 332.7 331.2 332.6 +1.4 1,662 18,961 +233
Sep02 020327 324.7 324.7 324.7 324.7 unch 0 21 +0
Nov02 020327 328.0 329.0 327.3 328.3 +1.6 1,048 12,625 +358
Jan03 020327 331.3 331.3 331.3 331.3 +1.5 13 233 +3
Total Volume and Open Interest 5,252 53,421 -859
Corn(CBOT)
May02 020327 205.25 206.50 204.75 206.25 +1.75 24,495 185,329 -2,198
Jul02 020327 212.00 213.00 211.50 212.75 +1.50 5,325 119,057 +354
Sep02 020327 218.25 219.00 217.75 218.75 +1.00 841 38,248 +282
Dec02 020327 226.50 227.25 226.00 226.75 +1.25 4,318 72,784 +145
Mar03 020327 234.50 235.00 234.25 234.75 +1.00 493 11,964 +176
May03 020327 239.75 240.25 239.50 240.25 +1.00 77 1,295 +44
Total Volume and Open Interest 35,761 437,776 -1,151
Wheat(CBOT)
May02 020327 289.00 295.00 287.50 294.25 +7.00 13,446 59,855 -2,465
Jul02 020327 291.50 297.00 290.50 296.25 +6.75 5,489 36,311 +265
Sep02 020327 297.00 301.00 295.75 300.00 +5.75 590 7,496 +258
Dec02 020327 305.50 311.50 305.00 310.25 +5.75 311 10,099 +111
Mar03 020327 309.00 316.00 309.00 315.00 +6.00 73 616 +43
Total Volume and Open Interest 19,909 114,772 -1,790
Wheat(KCBT)
May02 020327 287.50 293.00 287.50 293.00 +6.00 4,474 28,966 -448
Jul02 020327 294.00 299.50 294.00 299.25 +6.25 1,616 21,936 +106
Sep02 020327 299.00 305.00 299.00 305.00 +7.00 351 4,009 +118
Dec02 020327 309.50 313.00 308.75 313.00 +5.50 148 5,453 +73
Mar03 020327 311.00 318.00 311.00 318.00 +6.00 106 1,568 +105
Total Volume and Open Interest 6,796 62,620 +55
Wheat(MGE)
May02 020327 302.00 307.00 301.75 306.25 +4.50 3,473 14,311 -115
Jul02 020327 308.75 313.50 308.75 313.00 +4.25 971 4,486 +402
Sep02 020327 317.00 319.50 317.00 319.50 +3.75 156 2,615 +15
Dec02 020327 325.00 329.00 325.00 329.00 +4.00 49 1,612 +38
Mar03 020327 336.00 336.50 335.50 336.50 +2.50 51 219 +29
Total Volume and Open Interest 4,700 23,283 +369
Oats(CBOT)
May02 020327 199.25 201.00 198.00 200.50 -1.25 816 6,067 -286
Jul02 020327 170.00 172.00 169.50 171.50 -0.50 67 2,073 -14
Sep02 020327 145.00 146.50 145.00 145.00 +1.00 0 324 +0
Dec02 020327 144.00 145.00 144.00 145.00 +0.50 5 2,949 +0
Total Volume and Open Interest 888 11,415 -300
Rough Rice(CBOT)
May02 020327 3.75 3.77 3.71 3.77 +0.04 214 3,942 -2
Jul02 020327 3.98 4.00 3.94 3.98 +0.01 105 1,115 +18
Sep02 020327 4.21 4.21 4.19 4.21 +0.01 1 258 +1
Nov02 020327 4.41 4.43 4.40 4.43 unch 1 806 +0
Total Volume and Open Interest 372 7,230 +68
Live Cattle(CME)
Apr02 020327 70.675 71.200 69.550 69.900 -0.475 10,025 26,989 -1,851
Jun02 020327 66.300 66.575 65.350 65.475 -0.675 9,274 35,751 +1,324
Aug02 020327 66.100 66.250 65.300 65.400 -0.450 4,167 18,135 +1,203
Oct02 020327 68.825 69.200 68.275 68.325 -0.350 1,352 14,113 -19
Dec02 020327 70.375 70.650 69.800 69.825 -0.250 776 5,328 +110
Feb03 020327 71.550 71.750 71.100 71.100 -0.250 54 1,903 +31
Total Volume and Open Interest 25,670 102,531 +802
Feeder Cattle(CME)
Mar02 020327 79.300 79.300 79.000 79.050 -0.200 240 1,338 -72
Apr02 020327 79.300 79.475 78.450 78.500 -0.375 915 3,986 -83
May02 020327 79.350 79.500 78.350 78.475 -0.525 1,597 6,671 +133
Aug02 020327 82.000 82.200 81.425 81.475 -0.250 512 3,157 -5
Sep02 020327 81.700 82.000 81.500 81.500 -0.125 46 463 -15
Oct02 020327 81.950 82.150 81.400 81.450 -0.225 24 737 +9
Nov02 020327 82.250 82.700 82.250 82.300 unch 10 215 +4
Total Volume and Open Interest 3,345 16,604 -29
Lean Hogs(CME)
Apr02 020327 52.500 53.050 52.350 52.550 -0.350 5,563 10,223 -1,626
May02 020327 61.175 61.400 60.500 60.750 -0.625 476 3,558 -1
Jun02 020327 61.100 61.475 60.600 60.825 -0.350 4,924 15,750 +803
Jul02 020327 59.800 59.900 58.725 59.100 -0.750 338 2,648 +7
Aug02 020327 57.550 57.700 56.550 56.900 -0.700 120 1,468 +36
Oct02 020327 48.600 48.700 47.650 48.000 -0.725 72 1,262 +23
Dec02 020327 46.300 46.450 45.300 45.400 -0.950 93 1,002 +30
Feb03 020327 48.350 48.350 47.300 47.300 -1.025 13 313 +6
Total Volume and Open Interest 11,599 36,224 -722
Pork Bellies(CME)
May02 020327 76.300 77.000 75.850 76.275 -0.050 529 1,993 +0
Jul02 020327 77.300 77.700 77.100 77.400 +0.050 68 451 +33
Aug02 020327 76.000 76.000 76.000 76.000 unch 2 68 +0
Feb03 020327 70.250 70.250 70.250 70.250 unch 0 4 +0
Mar03 020327 70.250 70.250 70.250 70.250 unch 0 1 +0
Total Volume and Open Interest 599 2,517 +31
Cocoa(NYBOT)
May02 020327 1477 1505 1476 1504 +34 4,921 27,337 -745
Jul02 020327 1468 1492 1468 1492 +32 1,770 16,980 -134
Sep02 020327 1450 1474 1447 1474 +34 765 10,209 +293
Dec02 020327 1382 1406 1379 1405 +31 805 12,944 +244
Mar03 020327 1335 1352 1333 1352 +30 114 9,603 -11
May03 020327 1336 1336 1336 1336 +32 150 5,609 +150
Jul03 020327 1327 1327 1327 1327 +35 0 3,367 +0
Total Volume and Open Interest 9,128 97,604 +254
Coffee "C"(NYBOT)
May02 020327 55.75 57.10 54.60 55.95 +0.90 4,341 33,902 -113
Jul02 020327 57.25 58.80 56.50 57.80 +0.95 2,222 15,739 -239
Sep02 020327 58.50 60.00 58.00 59.30 +1.10 658 8,072 +20
Dec02 020327 59.90 60.70 59.00 60.30 +1.00 808 5,681 +72
Mar03 020327 60.00 61.20 59.60 60.70 +1.10 371 3,744 +137
May03 020327 60.50 61.50 59.90 60.70 +1.20 65 792 +25
Total Volume and Open Interest 8,582 68,227 -7
Orange Juice(NYBOT)
May02 020327 93.10 93.40 92.90 93.10 unch 512 14,572 +187
Jul02 020327 93.00 93.25 92.85 93.15 +0.15 517 3,969 +312
Sep02 020327 92.70 92.70 92.70 92.70 -0.10 21 1,153 +10
Nov02 020327 91.80 92.60 91.80 92.60 +0.40 0 1,683 +0
Jan03 020327 92.80 92.95 92.80 92.95 +0.15 31 1,306 +25
Total Volume and Open Interest 1,081 22,777 +534
Sugar #11(NYBOT)
May02 020327 6.09 6.17 5.98 6.00 -0.08 7,595 83,854 -182
Jul02 020327 5.40 5.46 5.31 5.32 -0.07 2,937 48,746 +252
Oct02 020327 5.45 5.51 5.38 5.38 -0.05 1,145 31,947 +77
Mar03 020327 5.80 5.82 5.70 5.70 -0.04 740 13,983 -252
May03 020327 5.72 5.72 5.72 5.72 -0.04 16 4,908 +0
Total Volume and Open Interest 12,619 199,673 -70
London Cocoa(LCE)
Mar02 020313 1193 1194 1181 1188 -6 2,594 1,965 -1,968
May02 020327 1170 1194 1167 1190 +20 1,450 34,317 -396
Jul02 020327 1197 1220 1194 1216 +19 943 43,435 +26
Sep02 020327 1150 1167 1150 1161 +18 192 28,255 +16
Dec02 020327 1067 1090 1067 1083 +17 243 15,777 +81
Mar03 020327 1031 1046 1028 1036 +13 264 28,451 +234
May03 020327 1020 1033 1020 1033 +14 27 3,969 +22
Total Volume and Open Interest 3,461 161,944 +110
London Coffee(LCE)
Mar02 020327 523.00 532.00 523.00 527.00 +16.00 270 1,766 -102
May02 020327 511.00 528.00 511.00 518.00 +9.00 2,607 30,699 -750
Jul02 020327 512.00 527.00 512.00 520.00 +12.00 1,990 27,607 -501
Sep02 020327 512.00 528.00 510.00 520.00 +11.00 1,997 22,905 +366
Nov02 020327 515.00 531.00 515.00 523.00 +11.00 192 11,460 -95
Jan03 020327 527.00 528.00 525.00 527.00 +11.00 479 4,266 +136
Total Volume and Open Interest 7,537 101,467 -947
London Sugar(LCE)
Mar02 020213 234.80 235.80 229.00 233.70 +0.20 6,836 5,583 -2,862
May02 020327 212.50 213.00 209.50 209.60 -2.80 2,065 13,067 -958
Aug02 020327 194.30 194.50 191.00 191.00 -3.10 2,097 16,925 +255
Oct02 020327 180.00 180.10 176.60 176.60 -3.40 174 9,488 +38
Dec02 020327 181.00 181.00 177.60 177.60 -3.40 39 2,217 +38
Total Volume and Open Interest 4,432 45,401 -590
Cotton(NYBOT)
May02 020327 38.14 39.45 38.11 39.39 +1.23 3,940 24,299 -1,235
Jul02 020327 39.70 40.95 39.70 40.88 +1.19 1,235 19,886 -262
Oct02 020327 42.60 42.64 42.60 42.62 +1.02 0 726 +0
Dec02 020327 42.95 44.05 42.95 44.02 +1.13 629 16,314 -83
Mar03 020327 44.40 45.40 44.40 45.40 +1.05 0 1,668 +0
May03 020327 47.55 47.70 47.55 47.70 +1.15 0 1,309 +0
Total Volume and Open Interest 5,847 65,216 -1,556
Lumber(CME)
May02 020327 298.2 301.8 292.5 293.3 -6.6 736 1,649 -158
Jul02 020327 306.9 307.5 302.5 304.7 -3.0 232 520 +25
Sep02 020327 308.0 308.0 304.9 304.9 -4.3 49 144 +10
Nov02 020327 301.9 302.0 299.9 299.9 -2.1 36 49 +4
Total Volume and Open Interest 1,053 2,362 -119
Crude Oil(NYM)
May02 020327 25.55 25.95 25.45 25.87 +0.51 68,558 153,391 -2,369
Jun02 020327 25.70 26.04 25.62 25.97 +0.48 36,126 77,664 -2,776
Jul02 020327 25.72 26.00 25.68 25.95 +0.44 11,661 42,034 +1,349
Aug02 020327 25.60 25.80 25.50 25.80 +0.39 4,247 22,329 +342
Sep02 020327 25.37 25.61 25.37 25.61 +0.35 2,640 23,778 -584
Oct02 020327 25.19 25.40 25.19 25.40 +0.31 1,472 13,422 +83
Nov02 020327 25.06 25.20 25.02 25.20 +0.29 1,225 11,345 +230
Dec02 020327 24.80 24.99 24.80 24.99 +0.26 6,559 41,797 +590
Jan03 020327 24.55 24.78 24.55 24.78 +0.23 3,615 11,226 -1,388
Feb03 020327 24.58 24.58 24.58 24.58 +0.21 160 6,593 +43
Total Volume and Open Interest 139,540 487,813 -3,444
Heating Oil(NYM)
Apr02 020327 66.20 67.00 65.90 66.72 +1.04 15,861 13,470 -5,399
May02 020327 66.25 67.20 66.10 67.04 +1.04 15,453 45,893 +1,933
Jun02 020327 66.50 67.30 66.25 67.19 +0.99 3,784 17,359 +455
Jul02 020327 66.80 67.75 66.80 67.59 +0.94 1,280 13,131 -61
Aug02 020327 67.80 68.20 67.60 68.09 +0.84 841 12,415 -47
Sep02 020327 68.60 68.85 68.30 68.79 +0.79 592 8,325 -294
Oct02 020327 69.10 69.44 68.95 69.44 +0.74 138 5,959 -76
Nov02 020327 69.90 70.09 69.70 70.09 +0.69 268 4,928 +42
Dec02 020327 70.40 70.65 70.40 70.64 +0.64 1,156 11,400 -89
Jan03 020327 70.30 70.90 70.30 70.89 +0.59 428 5,930 +207
Total Volume and Open Interest 40,187 151,018 -3,305
Unleaded Gas(NYM)
Apr02 020327 80.90 82.20 80.60 82.05 +1.97 26,676 16,759 -4,191
May02 020327 81.30 82.60 81.10 82.51 +1.73 16,697 56,989 +2,447
Jun02 020327 81.10 82.00 81.10 81.81 +1.41 4,260 22,822 -463
Jul02 020327 79.70 80.40 79.60 80.31 +1.26 2,095 13,889 +867
Aug02 020327 78.00 78.50 77.85 78.31 +1.06 798 12,115 +143
Sep02 020327 75.85 76.00 75.70 75.76 +0.91 288 11,867 -161
Oct02 020327 71.75 72.00 71.75 71.86 +0.71 190 1,360 +103
Nov02 020327 70.40 70.60 70.36 70.36 +0.56 1 876 +1
Total Volume and Open Interest 51,050 138,937 -1,210
Natural Gas(NYM)
Apr02 020326 3.490 3.560 3.350 3.472 +0.015 80,863 33,736 -14,182
May02 020327 3.280 3.350 3.210 3.290 -0.084 50,333 61,973 +4,087
Jun02 020327 3.330 3.360 3.260 3.315 -0.079 7,263 32,759 +669
Jul02 020327 3.360 3.395 3.300 3.353 -0.071 6,137 24,735 -358
Aug02 020327 3.390 3.405 3.340 3.386 -0.068 5,622 34,680 -1,755
Sep02 020327 3.400 3.405 3.370 3.391 -0.068 4,809 25,406 -283
Oct02 020327 3.420 3.420 3.350 3.404 -0.070 10,890 47,294 +991
Nov02 020327 3.670 3.690 3.635 3.651 -0.065 2,966 32,048 +231
Total Volume and Open Interest 185,489 527,272 -20,191
Brent Crude Oil(IPE)
May02 020327 25.65 25.72 25.32 25.44 +0.13 39,735 80,783 +3,074
Jun02 020327 25.34 25.44 25.10 25.25 +0.25 31,990 71,448 +1,552
Jul02 020327 25.05 25.18 24.90 25.04 +0.28 7,492 30,055 +1,634
Aug02 020327 24.90 24.90 24.77 24.86 +0.25 3,020 12,549 +139
Sep02 020327 24.75 24.76 24.60 24.68 +0.23 2,347 8,907 +588
Oct02 020327 24.60 24.60 24.49 24.51 +0.21 636 8,971 +263
Nov02 020327 24.45 24.48 24.26 24.34 +0.19 233 5,620 +0
Dec02 020327 24.22 24.24 24.08 24.17 +0.17 4,718 27,094 +463
Total Volume and Open Interest 96,367 278,972 +9,418
Gas Oil(IPE)
Apr02 020327 202.00 202.50 199.75 200.50 +2.75 9,877 41,518 -2,100
May02 020327 204.25 204.50 201.50 202.25 +2.50 6,064 29,439 -280
Jun02 020327 206.00 206.00 203.50 204.00 +2.75 1,974 24,966 +223
Jul02 020327 207.50 207.50 205.75 205.75 +2.75 502 9,574 +248
Aug02 020327 207.25 207.25 207.25 207.25 +2.50 368 7,145 +268
Sep02 020327 208.75 208.75 208.75 208.75 +2.25 613 9,092 +203
Oct02 020327 211.75 211.75 210.00 210.00 +2.00 20 7,655 +10
Nov02 020327 211.75 211.75 210.25 210.25 +1.50 10 7,968 +0
Total Volume and Open Interest 22,046 193,611 +309
US Dollar Index(NYBOT)
Jun02 020327 118.63 119.00 118.63 118.91 +0.30 663 5,702 +67
Sep02 020327 119.06 119.36 119.06 119.33 +0.31 0 2,037 +0
Dec02 020327 119.52 119.52 119.52 119.52 +0.13 3 8 +3
Total Volume and Open Interest 666 7,747 +70
Australian Dollar(IMM)
Jun02 020327 52.46 52.55 52.42 52.47 unch 933 40,494 +276
Sep02 020327 52.13 52.13 52.13 52.13 unch 0 42 +0
Dec02 020327 51.79 51.79 51.79 51.79 unch 0 47 +0
Total Volume and Open Interest 933 40,611 +276
British Pound(IMM)
Jun02 020327 141.78 141.92 141.48 141.82 -0.16 8,769 28,475 +3,946
Sep02 020327 141.00 141.04 141.00 141.04 -0.16 0 935 -1
Dec02 020327 140.26 140.26 140.26 140.26 -0.16      
Total Volume and Open Interest 8,769 29,410 +3,945
Canadian Dollar(IMM)
Jun02 020327 62.89 62.89 62.57 62.66 -0.09 9,036 57,007 +462
Sep02 020327 62.80 62.80 62.50 62.59 -0.09 104 3,837 +162
Dec02 020327 62.56 62.60 62.47 62.53 -0.09 186 1,523 +77
Mar03 020327 62.53 62.53 62.46 62.47 -0.09 5 224 -1
Total Volume and Open Interest 9,331 62,741 +700
Japanese Yen(IMM)
Jun02 020327 75.76 75.84 75.62 75.66 +0.07 5,490 71,357 -1,055
Sep02 020327 76.19 76.19 76.13 76.13 +0.07 44 590 +40
Dec02 020327 76.74 76.74 76.74 76.74 +0.07 0 260 +0
Total Volume and Open Interest 5,534 72,383 -1,015
Swiss Franc(IMM)
Jun02 020327 59.70 59.80 59.56 59.65 -0.34 10,640 33,158 +1,917
Sep02 020327 59.84 59.84 59.75 59.75 -0.34 0 365 +0
Dec02 020327 59.88 59.88 59.88 59.88 -0.34 0 35 +0
Total Volume and Open Interest 10,640 33,558 +1,917
EuroFX(IMM)
Jun02 020327 87.16 87.27 86.92 87.00 -0.39 15,448 103,549 +1,306
Sep02 020327 87.02 87.06 86.72 86.77 -0.39 4 1,202 -115
Dec02 020327 86.61 86.61 86.61 86.61 -0.39 0 289 +0
Total Volume and Open Interest 15,452 105,052 +1,191
Mexican Peso(IMM)
Mar02 020318 11020.0 11027.0 11020.0 11027.0 +5.0 3,190 10,731 -1,583
Jun02 020327 10932.0 10972.0 10930.0 10970.0 +43.0 1,703 36,881 -336
Total Volume and Open Interest 1,958 40,122 -356
30-Year T-Bonds(CBOT)
Jun02 020327 99~00 99~10 98~25 99~00 +0~01 225,712 413,145 +735
Sep02 020327 97~31 98~07 97~26 97~31 +0~01 278 30,659 +3
Dec02 020327 97~04 97~04 97~04 97~04 +0~01 1 266 -1
Total Volume and Open Interest 225,991 444,070 +737
Municipal Bonds(CBOT)
Jun02 020327 101~21 101~26 101~15 101~18 +0~01 604 7,793 +27
Total Volume and Open Interest 604 7,793 +27
10-Year T-Notes(CBOT)
Jun02 020327 102~275 103~020 102~220 102~295 +0~025 295,558 663,831 -3,134
Sep02 020327 101~220 101~250 101~195 101~235 +0~025 671 6,518 +545
Total Volume and Open Interest 296,229 670,350 -2,589
5-Year T-Notes(CBOT)
Jun02 020327 104~000 104~015 103~285 103~315 +0~020 78,675 617,152 +8,505
Sep02 020327 102~295 102~295 102~295 102~295 +0~025 0 9 +0
Total Volume and Open Interest 78,675 617,161 +8,505
2 Year T-Notes(CBOT)
Jun02 020327 103~040 103~049 103~036 103~048 +0~015 14,563 88,716 -4,101
Total Volume and Open Interest 16,385 97,848 -5,447
3-Mth T-Bills(IMM)
Jun02 020327 97.80 97.81 97.79 97.81 +0.01 20 280 +3
Total Volume and Open Interest 20 280 +3
Eurodollars(IMM)
Jun02 020327 97.480 97.495 97.465 97.480 +0.015 144,768 759,731 +30,083
Sep02 020327 96.785 96.810 96.760 96.795 +0.015 174,081 659,705 +13,265
Dec02 020327 96.130 96.155 96.100 96.145 +0.030 201,167 766,387 +22,766
Mar03 020327 95.525 95.560 95.500 95.550 +0.045 104,413 416,359 +3,754
Jun03 020327 95.060 95.080 95.020 95.075 +0.045 68,623 316,108 +5,767
Sep03 020327 94.725 94.735 94.690 94.735 +0.040 36,753 234,852 +2,584
Dec03 020327 94.495 94.505 94.470 94.500 +0.030 33,289 187,636 +2,784
Mar04 020327 94.335 94.350 94.310 94.340 +0.030 26,229 134,731 +3,573
Jun04 020327 94.175 94.200 94.160 94.180 +0.025 14,584 123,006 +296
Sep04 020327 94.045 94.060 94.025 94.040 +0.015 8,945 111,539 +2,339
Dec04 020327 93.890 93.905 93.870 93.880 +0.010 9,557 88,117 -211
Mar05 020327 93.840 93.855 93.805 93.825 +0.005 9,672 83,030 -385
Total Volume and Open Interest 883,062 4,434,102 +90,630
3-Mth Euro-Yen(IMM)
Mar02 020318 99.86 99.86 99.86 99.86 -0.01 467 11,171 +0
Jun02 020327 99.90 99.91 99.90 99.90 unch 3,539 17,202 +3,224
Sep02 020327 99.88 99.88 99.88 99.88 unch 343 4,079 +325
Dec02 020327 99.86 99.86 99.86 99.86 +0.01 161 2,649 +270
Mar03 020327 99.82 99.82 99.82 99.82 +0.01 3 2,360 -15
Jun03 020327 99.82 99.82 99.81 99.81 unch 33 1,416 +25
Sep03 020327 99.76 99.76 99.76 99.76 +0.01 4 3,240 -11
Dec03 020327 99.69 99.69 99.69 99.69 unch 0 171 +0
Mar04 020327 99.60 99.60 99.60 99.60 +0.01 0 358 +0
Jun04 020327 99.53 99.53 99.53 99.53 unch 0 49 +0
Total Volume and Open Interest 4,083 31,558 +3,818
3-Mth Euro-Yen(SIMEX)
Jun02 020327 99.90 99.90 99.89 99.90 +0.01 4,056 101,498 +2,839
Sep02 020327 99.88 99.88 99.88 99.88 unch 3,103 39,356 -302
Dec02 020327 99.85 99.86 99.85 99.86 unch 646 25,602 +372
Mar03 020327 99.82 99.82 99.82 99.82 +0.00 663 26,608 +52
Jun03 020327 99.81 99.82 99.81 99.82 +0.01 895 31,439 +514
Sep03 020327 99.77 99.77 99.77 99.77 +0.02 14 21,840 -12
Dec03 020327 99.70 99.70 99.70 99.70 +0.01 0 8,443 +0
Mar04 020327 99.61 99.61 99.61 99.61 +0.01 0 12,002 +0
Total Volume and Open Interest 9,377 272,363 +3,463
German Euro-Bund(EUREX)
Jun02 020327 105.02 105.22 104.93 105.03 +0.03 749,375 610,917 -25,427
Sep02 020327 104.67 104.76 104.67 104.71 +0.04 4,565 6,278 +400
Dec02 020327 104.57 104.57 104.57 104.57 +0.03      
Total Volume and Open Interest 753,940 617,195 -25,027
German Euro-Bobl(EUREX)
Jun02 020327 104.12 104.26 104.09 104.16 +0.04 485,918 499,128 -12,511
Sep02 020327 103.73 103.87 103.73 103.82 +0.10 347 2,191 +0
Dec02 020327 103.44 103.44 103.44 103.44 +0.04      
Total Volume and Open Interest 486,265 501,319 -12,511
Long Gilt(LIFFE)
Mar02 020326 111~22 111~25 111~22 111~23 +0~05 415 9,902 -973
Jun02 020327 111~00 111~17 110~31 111~13 +0~15 31,740 80,467 +45
Total Volume and Open Interest 31,968 90,344 +20
3-Mth Short Sterling(LIFFE)
Jun02 020327 95.49 95.52 95.48 95.52 +0.04 26,532 0 +0
Sep02 020327 95.02 95.08 95.00 95.07 +0.07 37,859 0 +0
Dec02 020327 94.60 94.67 94.58 94.66 +0.08 24,673 0 +0
Total Volume and Open Interest 109,077    
3-Mth Euribor(LIFFE)
Jun02 020327 96.335 96.380 96.335 96.360 +0.020 126,585 545,767 -9,091
Sep02 020327 95.985 96.045 95.985 96.020 +0.030 146,628 405,913 +6,927
Dec02 020327 95.620 95.665 95.610 95.640 +0.035 124,823 373,987 +2,560
Total Volume and Open Interest 528,793 1,972,395 +11,690
3-Mth Aus T-Bills(SFE)
Jun02 020327 94.87 94.89 94.86 94.88 +0.04 9,370 216,984 -2,857
Sep02 020327 94.44 94.47 94.44 94.46 +0.06 2,599 89,655 -251
Dec02 020327 94.13 94.15 94.11 94.14 +0.08 2,914 54,785 +2,732
Mar03 020327 93.88 93.91 93.87 93.91 +0.10 1,135 24,217 +1,039
Jun03 020327 93.70 93.74 93.70 93.74 +0.11 261 16,198 +229
Sep03 020327 93.59 93.62 93.59 93.62 +0.10 120 13,447 +40
Dec03 020327 93.54 93.54 93.53 93.54 +0.10 145 9,168 +63
Mar04 020327 93.49 93.50 93.49 93.50 +0.09 85 5,433 +60
Jun04 020327 93.47 93.47 93.47 93.47 +0.09 10 2,681 +5
Sep04 020327 93.45 93.45 93.44 93.44 +0.09 0 1,406 +0
Total Volume and Open Interest 16,639 435,585 +1,060
10-Year Aus T-Bonds(SFE)
Jun02 020327 93.56 93.60 93.55 93.58 +0.10 393 192,271 +6,158
Sep02 020327 93.52 93.52 93.52 93.52 +0.09      
Total Volume and Open Interest 8,997 186,113 +2,342
3-Year Aus T-Bonds(SFE)
Jun02 020327 93.97 94.00 93.96 93.99 +0.08 35,811 401,839 +3,389
Sep02 020327 93.89 93.89 93.89 93.89 +0.08      
Total Volume and Open Interest 35,811 401,839 +3,389
Gold(CMX)
Apr02 020327 297.6 303.1 297.5 302.2 +5.4 31,660 21,254 -11,322
Jun02 020327 299.0 304.4 298.5 303.3 +5.3 26,366 83,573 +16,221
Aug02 020327 300.0 305.6 300.0 304.2 +5.4 994 5,088 +434
Oct02 020327 305.1 305.1 305.1 305.1 +5.4 212 3,776 +191
Dec02 020327 301.8 307.0 301.0 306.1 +5.4 709 12,990 +419
Feb03 020327 304.8 307.2 304.3 307.2 +5.4 223 5,997 +106
Total Volume and Open Interest 60,851 148,479 +6,692
Silver(CMX)
Mar02 020327 459.0 459.0 459.0 459.0 +1.1 54 160 -18
May02 020327 464.5 469.0 464.0 468.0 +9.5 5,032 48,792 +302
Jul02 020327 467.5 471.0 465.5 469.5 +9.2 632 12,291 +127
Sep02 020327 471.5 471.5 468.0 470.5 +9.1 1 1,882 -1
Dec02 020327 472.0 474.5 468.0 472.0 +9.0 25 7,350 +11
Total Volume and Open Interest 5,755 74,477 +422
Platinum(NYM)
Apr02 020327 513.0 517.6 512.0 517.6 +6.4 1,139 764 -585
Jul02 020327 512.0 515.5 509.0 513.6 +5.4 1,142 5,956 +618
Oct02 020327 507.6 507.6 507.6 507.6 +5.4 0 60 +0
Total Volume and Open Interest 2,282 6,781 +34
Palladium(NYME)
Jun02 020327 394.50 395.00 386.00 388.50 -3.90 201 1,053 +43
Sep02 020327 387.50 387.50 387.50 387.50 -3.90 0 20 +0
Total Volume and Open Interest 201 1,073 +43
Copper(CMX)
Mar02 020326 74.00 74.30 73.95 74.15 +0.80 277 659 -156
May02 020327 74.80 75.45 74.70 75.15 +0.60 6,711 41,095 -1,009
Jul02 020327 75.40 75.95 75.35 75.75 +0.65 182 9,675 +13
Sep02 020327 76.00 76.35 76.00 76.25 +0.65 26 9,094 +7
Dec02 020327 76.80 76.95 76.60 76.95 +0.60 91 7,399 -48
Total Volume and Open Interest 8,076 81,357 -944
DJIA Index(CBOT)
Mar02 020314 10535 10555 10480 10524 +22 4,277 19,700 -388
Jun02 020327 10368 10465 10345 10430 +46 20,064 26,617 +300
Sep02 020327 10435 10452 10435 10452 +46 4 406 +10
Dec02 020327 10492 10492 10492 10492 +46 4 175 -1
Total Volume and Open Interest 20,072 27,198 +309
S & P 500(CME)
Jun02 020327 1139.50 1149.50 1137.00 1145.00 +2.90 62,595 475,802 +2,273
Sep02 020327 1150.50 1150.50 1145.50 1148.50 +2.90 997 19,602 +550
Dec02 020327 1154.10 1154.10 1154.10 1154.10 +4.70 40 915 +15
Mar03 020327 1161.90 1161.90 1161.90 1161.90 +4.70 0 82 +0
Total Volume and Open Interest 63,632 496,523 +2,838
S & P 500 E-Mini(Globex)
Jun02 020327 1142.00 1149.25 1136.75 1145.00 +3.00 289,497 110,798 +1,568
Sep02 020327 1141.25 1155.50 1141.25 1148.50 +3.00 2 8 +2
Total Volume and Open Interest 289,499 110,806 +1,570
NASDAQ 100(CME)
Jun02 020327 1438.00 1454.00 1430.00 1438.00 -9.50 15,053 45,366 +236
Sep02 020327 1448.00 1448.00 1448.00 1448.00 -9.50 11 28 -11
Dec02 020327 1458.00 1458.00 1458.00 1458.00 -9.50 0 5 +0
Total Volume and Open Interest 15,064 45,399 +225
NASDAQ 100 E-Mini(GLOBEX)
Jun02 020327 1449.0 1454.0 1430.0 1438.0 -9.5 188,024 71,246 +36
Sep02 020327 1453.0 1459.5 1442.5 1448.0 -9.5 4 2 +0
Total Volume and Open Interest 188,028 71,248 +36
NYSE Composite(NYBOT)
Jun02 020327 596.50 601.25 595.75 600.50 +2.90 1,510 4,618 -150
Sep02 020327 601.50 601.50 601.50 601.50 +2.90 0 410 +0
Dec02 020327 602.50 602.50 602.50 602.50 +2.90 0 200 +0
Total Volume and Open Interest 1,510 5,228 -150
S & P Midcap 400(CME)
Jun02 020327 534.00 541.00 534.00 539.50 +4.00 917 13,744 +182
Sep02 020327 543.50 543.50 543.50 543.50 +4.00      
Dec02 020327 547.50 547.50 547.50 547.50 +4.00      
Total Volume and Open Interest 917 13,744 +182
Russell 2000(CME)
Jun02 020327 502.20 507.00 501.50 505.75 +3.25 2,434 27,460 +115
Sep02 020327 507.65 507.65 507.65 507.65 +3.25      
Dec02 020327 509.65 509.65 509.65 509.65 +3.25      
Total Volume and Open Interest 2,434 27,460 +115
Value Line(KCBT)
Jun02 020327 1298.00 1312.00 1298.00 1309.50 +9.25 32 292 +1
Total Volume and Open Interest 32 292 +1
Nikkei 225(CME)
Jun02 020327 11260 11395 11260 11265 +65 957 16,030 -10
Sep02 020327 11290 11290 11290 11290 +65 0 3 +0
Total Volume and Open Interest 957 16,042 -10
Nikkei 225(SIMEX)
Jun02 020327 11180 11425 11180 11285 +125 18,713 87,664 +712
Sep02 020327 11285 11285 11285 11285 +125 0 346 +0
Dec02 020327 11260 11260 11260 11260 +125      
Total Volume and Open Interest 18,713 88,313 +712
CAC 40(MATIF)
Mar02 020327 4642.0 4647.0 4604.0 4636.5 +4.5 157,770 556,465 -17,460
Apr02 020327 4638.0 4647.0 4607.0 4615.0 -20.5 88,779 178,952 +84,357
May02 020327 4586.5 4586.5 4586.5 4586.5 -19.5 1,000 1,683 +1,000
Total Volume and Open Interest 255,851 835,115 +73,315
DAX Index(EUREX)
Jun02 020327 5425.5 5434.5 5377.0 5392.0 -35.5 55,170 183,135 +2,705
Sep02 020327 5466.0 5466.5 5442.5 5442.5 -36.5 76 3,445 +17
Dec02 020327 5513.0 5520.0 5496.0 5496.0 -38.0 174 515 +124
Total Volume and Open Interest 55,420 187,095 +2,846
FT-SE 100(LIFFE)
Jun02 020327 5232.00 5255.00 5210.00 5238.00 +28.00 37,877 350,594 -791
Sep02 020327 5236.00 5265.50 5234.50 5256.50 +27.50 241 6,463 +34
Dec02 020327 5285.00 5310.00 5282.50 5304.00 +26.50 45 5,574 +1
Total Volume and Open Interest 38,354 363,236 -734
SPI 200(SFE)
Mar02 020327 3401.0 3421.0 3398.0 3415.0 +21.0 44,021 152,453 +14,362
Jun02 020327 3417.0 3432.0 3416.0 3430.0 +18.0 37,795 93,023 +35,350
Sep02 020327 3444.0 3444.0 3444.0 3444.0 +18.0 0 1,097 +0
Total Volume and Open Interest 81,816 247,660 +49,712
GSCI(CME)
Apr02 020327 199.80 200.75 198.95 200.75 +2.75 25 21,315 +9
May02 020327 200.80 200.80 200.80 200.80 +2.30 0 14 +0
Jun02 020327 201.30 201.30 201.30 201.30 +2.30      
Total Volume and Open Interest 25 21,329 +9
Bridge CRB Index(NYBOT)
Apr02 020327 204.25 204.25 203.60 204.25 +1.55 28 231 -3
Jun02 020327 205.00 205.65 205.00 205.65 +1.55 4 147 +2
Aug02 020327 205.50 207.05 205.50 207.05 +1.55 0 51 +0
Total Volume and Open Interest 32 430 -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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