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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 May 06, 2002
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
May02 020506 456.00 462.75 455.75 460.75 +1.75 3,011 3,518 -1,669
Jul02 020506 458.50 465.25 458.00 462.75 +1.50 34,148 81,820 +10
Aug02 020506 456.00 462.00 456.00 459.75 +1.25 1,037 10,485 -283
Sep02 020506 452.00 456.50 451.50 453.50 unch 365 6,574 +155
Nov02 020506 451.00 455.75 450.50 452.75 -0.75 5,227 32,262 +530
Jan03 020506 459.00 460.50 458.00 458.25 -0.50 194 3,128 -63
Mar03 020506 461.50 464.50 461.50 463.00 -0.50 19 2,492 +2
Total Volume and Open Interest 44,135 142,780 -1,217
Soybean Meal(CBOT)
May02 020506 158.50 160.40 158.00 160.10 +0.60 5,026 7,504 -696
Jul02 020506 156.00 157.90 155.30 157.50 +0.60 12,750 58,870 -729
Aug02 020506 154.30 155.50 153.60 155.20 +0.50 807 12,639 -2
Sep02 020506 152.30 153.40 151.60 153.00 +0.40 755 11,246 -15
Oct02 020506 150.90 151.40 149.90 151.10 +0.20 536 7,739 +175
Dec02 020506 150.30 150.90 149.60 150.50 -0.10 2,131 25,896 +403
Jan03 020506 150.00 151.00 149.80 150.60 unch 346 2,780 -12
Mar03 020506 149.30 150.50 149.30 149.50 +0.40 181 2,267 -8
Total Volume and Open Interest 22,748 131,252 -739
Soybean Oil(CBOT)
May02 020506 15.96 16.06 15.95 15.98 -0.10 5,917 3,560 -897
Jul02 020506 16.15 16.29 16.13 16.14 -0.12 9,463 62,204 +290
Aug02 020506 16.33 16.42 16.27 16.27 -0.12 5,591 11,987 +445
Sep02 020506 16.46 16.54 16.39 16.39 -0.13 492 10,256 +261
Oct02 020506 16.60 16.60 16.50 16.50 -0.13 1,028 7,748 +783
Dec02 020506 16.83 16.89 16.76 16.76 -0.12 1,197 21,510 +133
Jan03 020506 16.95 16.95 16.95 16.95 -0.13 0 1,874 +0
Mar03 020506 17.20 17.20 17.16 17.16 -0.12 33 1,745 -17
Total Volume and Open Interest 23,721 125,636 +1,016
Canola(WCE)
May02 020506 314.5 314.5 314.5 314.5 +0.5 253 1,664 -48
Jul02 020506 316.0 318.0 315.5 316.9 -0.3 4,249 33,823 -1,083
Sep02 020506 317.2 317.2 317.2 317.2 +0.2 0 16 +0
Nov02 020506 320.0 320.1 318.6 320.0 -0.5 1,659 18,855 +814
Jan03 020506 323.0 323.0 323.0 323.0 -0.5 0 1,179 +0
Total Volume and Open Interest 6,161 55,537 -317
Corn(CBOT)
May02 020506 193.00 194.25 191.50 194.00 -0.75 7,556 6,675 -3,793
Jul02 020506 199.25 201.00 198.00 200.50 -0.50 25,117 213,424 +1,703
Sep02 020506 205.75 207.75 205.25 207.25 -0.50 2,836 47,637 +185
Dec02 020506 216.25 218.00 215.00 217.50 -0.25 5,098 92,294 +6
Mar03 020506 225.25 226.50 224.00 226.25 unch 463 15,087 +215
May03 020506 231.00 231.50 229.25 231.50 unch 66 3,932 +28
Total Volume and Open Interest 42,785 394,109 -1,101
Wheat(CBOT)
May02 020506 260.00 263.50 260.00 263.00 +2.75 165 701 -20
Jul02 020506 267.75 272.50 267.75 271.50 +3.00 7,349 72,950 -1,979
Sep02 020506 275.00 278.75 274.50 277.75 +2.50 637 9,440 +80
Dec02 020506 285.00 290.00 285.00 289.00 +2.50 1,218 13,220 +450
Mar03 020506 294.00 296.00 293.25 296.00 +1.75 124 2,118 +28
Total Volume and Open Interest 9,568 99,656 -1,446
Wheat(KCBT)
May02 020506 273.50 275.75 273.50 275.75 +1.25 58 93 -221
Jul02 020506 282.75 284.50 281.00 284.00 +1.25 2,899 38,850 +44
Sep02 020506 290.00 290.50 288.25 290.25 +0.50 550 8,968 +55
Dec02 020506 297.00 298.00 295.25 298.00 +1.00 257 10,614 -69
Mar03 020506 302.00 304.00 301.50 303.25 +0.75 19 2,286 +10
Total Volume and Open Interest 3,804 61,876 -161
Wheat(MGE)
May02 020506 302.00 302.00 294.00 294.00 -7.75 322 693 -317
Jul02 020506 292.50 292.75 290.50 292.75 +0.25 1,725 13,752 +120
Sep02 020506 298.50 299.00 297.50 299.00 +0.50 228 4,331 +27
Dec02 020506 308.50 309.25 308.00 309.00 +1.00 2 2,852 -1
Mar03 020506 318.50 318.50 318.50 318.50 +0.50 10 407 +0
Total Volume and Open Interest 2,287 22,724 -171
Oats(CBOT)
May02 020506 176.00 177.50 176.00 176.00 +0.50 667 947 -279
Jul02 020506 134.00 138.00 134.00 137.75 +4.00 685 3,700 -26
Sep02 020506 119.00 121.75 119.00 120.00 +1.00 92 546 +20
Dec02 020506 125.50 127.00 125.00 125.00 +0.50 458 3,716 -113
Total Volume and Open Interest 1,912 8,954 -388
Rough Rice(CBOT)
May02 020506 3.45 3.45 3.43 3.43 -0.02 9 43 +0
Jul02 020506 3.63 3.67 3.62 3.63 -0.04 158 4,173 -13
Sep02 020506 3.89 3.89 3.86 3.86 -0.03 10 538 -2
Nov02 020506 4.12 4.12 4.09 4.09 -0.04 210 1,244 +36
Total Volume and Open Interest 446 7,484 +68
Live Cattle(CME)
Jun02 020506 63.350 63.625 63.100 63.625 +1.500 7,003 37,874 -305
Aug02 020506 63.950 64.350 63.800 64.350 +1.500 3,399 21,536 +360
Oct02 020506 67.275 67.275 66.650 67.175 +1.400 1,446 23,896 +133
Dec02 020506 68.050 68.800 67.800 68.775 +1.425 460 9,911 +54
Feb03 020506 68.900 69.525 68.850 69.500 +1.125 100 2,476 +59
Apr03 020506 69.700 70.725 69.700 70.725 +1.325 78 1,107 +29
Total Volume and Open Interest 12,486 96,800 +330
Feeder Cattle(CME)
May02 020506 76.500 77.000 76.500 77.000 +1.500 734 3,906 -161
Aug02 020506 78.600 78.975 78.600 78.975 +1.500 1,076 6,921 -25
Sep02 020506 78.000 78.600 77.950 78.600 +1.500 54 1,048 +6
Oct02 020506 78.000 78.750 78.000 78.750 +1.500 112 1,226 +22
Nov02 020506 79.200 79.200 78.650 79.200 +1.500 25 480 -6
Jan03 020506 78.600 79.100 78.600 79.050 +1.450 8 345 +1
Mar03 020506 78.000 78.000 78.000 78.000 +1.500 0 8 +0
Total Volume and Open Interest 2,009 13,936 -163
Lean Hogs(CME)
May02 020506 47.300 47.500 46.600 46.825 -0.150 926 1,831 -459
Jun02 020506 54.000 54.000 52.800 53.625 +0.375 5,160 16,580 -623
Jul02 020506 54.200 54.800 53.750 54.525 +0.825 1,759 4,446 +195
Aug02 020506 52.550 52.650 51.750 52.550 +0.400 545 2,935 +12
Oct02 020506 43.700 43.700 43.050 43.350 -0.100 81 2,440 +18
Dec02 020506 40.700 40.800 40.350 40.525 +0.025 68 2,294 +20
Feb03 020506 43.400 43.400 42.800 42.800 -0.225 10 436 +4
Total Volume and Open Interest 8,549 30,962 -833
Pork Bellies(CME)
May02 020506 67.000 67.300 66.150 66.200 -0.200 313 402 -320
Jul02 020506 67.800 68.325 66.900 67.125 -0.325 668 2,334 +226
Aug02 020506 67.900 67.900 66.700 66.825 -0.050 26 461 +9
Feb03 020506 66.000 66.000 65.500 65.500 -0.500 0 9 +0
Mar03 020506 65.500 65.500 65.500 65.500 unch 0 1 +0
Total Volume and Open Interest 1,007 3,207 -85
Cocoa(NYBOT)
May02 020506 1480 1488 1477 1487 -13 109 911 -131
Jul02 020506 1478 1478 1451 1455 -27 8,630 31,490 +497
Sep02 020506 1450 1450 1435 1439 -21 2,181 16,167 +541
Dec02 020506 1410 1410 1396 1399 -16 724 12,165 -194
Mar03 020506 1370 1370 1359 1359 -14 445 11,016 +81
May03 020506 1348 1348 1348 1348 -13 100 6,027 -24
Jul03 020506 1338 1338 1338 1338 -11 0 4,489 +0
Total Volume and Open Interest 12,832 99,667 +1,361
Coffee "C"(NYBOT)
May02 020506 48.75 49.25 48.10 48.80 -0.20 38 168 -48
Jul02 020506 50.50 52.10 50.10 50.90 -0.15 5,085 31,334 -356
Sep02 020506 53.20 54.50 53.05 53.45 -0.15 1,893 14,061 -184
Dec02 020506 56.00 57.20 55.75 56.15 -0.15 1,165 7,668 +420
Mar03 020506 58.10 59.00 57.90 57.90 unch 70 4,581 +27
May03 020506 59.75 59.75 58.50 58.50 unch 35 1,622 +24
Total Volume and Open Interest 9,069 62,178 +332
Orange Juice(NYBOT)
May02 020506 91.15 91.25 91.00 91.25 -0.40 182 357 -137
Jul02 020506 88.30 88.40 87.80 87.85 -0.80 1,745 11,512 +130
Sep02 020506 88.40 88.40 87.80 87.80 -0.70 186 1,730 +105
Nov02 020506 88.25 88.25 87.50 87.50 -1.00 145 2,652 +84
Jan03 020506 88.25 88.25 88.10 88.20 -0.55 157 3,767 +81
Total Volume and Open Interest 2,466 22,314 +307
Sugar #11(NYBOT)
Jul02 020506 5.40 5.50 5.32 5.47 +0.11 10,250 71,206 +57
Oct02 020506 5.32 5.42 5.26 5.39 +0.09 1,524 33,127 -123
Mar03 020506 5.60 5.65 5.56 5.62 +0.06 517 19,706 +73
May03 020506 5.64 5.65 5.58 5.65 +0.05 4 6,634 +9
Jul03 020506 5.54 5.59 5.53 5.57 +0.03 57 12,060 +17
Total Volume and Open Interest 12,432 149,993 +90
London Cocoa(LCE)
May02 020503 1179 1186 1159 1182 -2 387 21,699 -94
Jul02 020503 1202 1210 1182 1207 -1 553 46,028 +12
Sep02 020503 1164 1168 1145 1166 -2 235 30,270 +113
Dec02 020503 1058 1068 1047 1066 +3 125 19,761 -33
Mar03 020503 1040 1050 1033 1050 +5 69 30,302 -10
May03 020503 1040 1054 1038 1054 +8 0 4,400 +0
Jul03 020503 1056 1056 1056 1056 +9 25 3,795 +25
Total Volume and Open Interest 1,589 164,910 +143
London Coffee(LCE)
May02 020503 502.00 502.00 495.00 500.00 -2.00 826 1,509 -560
Jul02 020503 524.00 524.00 517.00 520.00 -5.00 2,877 37,059 -670
Sep02 020503 532.00 533.00 528.00 530.00 -5.00 1,267 30,612 +244
Nov02 020503 538.00 541.00 538.00 540.00 -3.00 696 16,786 +141
Jan03 020503 542.00 546.00 542.00 546.00 -2.00 161 7,084 +28
Mar03 020503 549.00 553.00 549.00 553.00 -2.00 25 5,104 +5
Total Volume and Open Interest 5,852 100,225 -812
London Sugar(LCE)
May02 020415 196.00 206.40 196.00 202.20 +6.20 2,385 2,111 -1,111
Aug02 020503 192.00 193.00 188.90 193.00 +1.20 1,459 21,735 -662
Oct02 020503 171.60 172.50 169.00 172.00 +0.70 404 11,207 +33
Dec02 020503 173.10 173.50 171.50 173.00 +0.70 262 2,782 +192
Mar03 020503 176.20 177.00 175.00 176.30 +0.50 170 3,614 +71
Total Volume and Open Interest 2,343 40,916 -366
Cotton(NYBOT)
May02 020506 31.90 32.05 31.90 32.05 +0.15 6 13 +0
Jul02 020506 33.32 33.90 33.05 33.65 +0.13 6,347 39,247 -22
Oct02 020506 35.75 35.80 35.20 35.80 -0.05 234 1,290 +13
Dec02 020506 37.40 37.60 36.80 37.30 -0.03 2,991 21,778 +349
Mar03 020506 39.15 39.15 38.85 39.15 unch 385 3,225 +186
May03 020506 41.40 41.95 41.25 41.95 +0.43 134 2,089 +72
Total Volume and Open Interest 10,119 69,065 +610
Lumber(CME)
May02 020506 302.0 307.0 299.1 306.9 +5.0 334 366 -142
Jul02 020506 309.0 310.3 305.5 307.5 +0.7 556 787 -18
Sep02 020506 300.9 303.3 300.0 302.0 +2.2 92 227 -20
Nov02 020506 291.9 293.0 291.9 292.1 +2.6 7 58 +0
Total Volume and Open Interest 993 1,442 -178
Crude Oil(NYM)
Jun02 020506 26.00 26.15 25.62 26.12 -0.50 77,340 140,618 -3,566
Jul02 020506 25.60 25.80 25.32 25.75 -0.52 41,378 82,957 +1,028
Aug02 020506 25.35 25.58 25.15 25.55 -0.46 13,139 34,974 +1,462
Sep02 020506 25.20 25.36 25.10 25.35 -0.42 5,357 30,405 +477
Oct02 020506 24.85 25.17 24.85 25.17 -0.37 2,216 18,920 +993
Nov02 020506 24.85 25.00 24.70 25.00 -0.34 1,374 12,139 +121
Dec02 020506 24.62 24.83 24.50 24.83 -0.31 6,009 43,921 +1,005
Jan03 020506 24.30 24.64 24.30 24.64 -0.30 1,503 15,935 +724
Feb03 020506 24.10 24.47 24.10 24.47 -0.27 525 8,518 +213
Mar03 020506 23.90 24.30 23.90 24.30 -0.25 980 9,608 -25
Total Volume and Open Interest 156,306 492,708 +4,438
Heating Oil(NYM)
Jun02 020506 65.00 65.20 64.40 64.98 -1.55 14,804 39,021 -1,424
Jul02 020506 65.50 65.60 64.80 65.49 -1.50 4,496 17,688 -124
Aug02 020506 65.90 66.09 65.65 66.09 -1.45 2,232 14,499 +388
Sep02 020506 66.70 67.00 66.40 66.84 -1.40 1,571 11,367 -108
Oct02 020506 67.35 67.70 67.30 67.59 -1.35 1,602 7,025 +491
Nov02 020506 68.20 68.35 67.80 68.19 -1.35 271 5,573 +87
Dec02 020506 68.70 68.90 68.50 68.74 -1.30 868 16,378 -114
Jan03 020506 69.00 69.20 68.50 69.04 -1.30 312 7,148 +49
Feb03 020506 68.50 69.05 68.40 68.74 -1.25 195 4,621 +128
Mar03 020506 66.80 67.60 66.50 67.24 -1.10 5 3,715 +2
Total Volume and Open Interest 26,543 133,283 -670
Unleaded Gas(NYM)
Jun02 020506 77.30 77.60 76.30 77.45 -1.32 19,688 55,828 +342
Jul02 020506 76.80 77.40 76.10 77.26 -1.09 7,299 19,900 -224
Aug02 020506 75.80 76.45 75.30 76.31 -0.99 3,211 13,218 +156
Sep02 020506 73.90 74.41 73.90 74.41 -1.09 1,995 16,675 +69
Oct02 020506 71.01 71.01 71.01 71.01 -1.19 293 3,012 +209
Nov02 020506 69.50 69.50 69.41 69.41 -1.24 100 1,461 +90
Dec02 020506 68.86 68.86 68.86 68.86 -1.24 230 2,335 -180
Jan03 020506 68.61 68.61 68.61 68.61 -1.24 90 705 +90
Total Volume and Open Interest 32,906 113,588 +552
Natural Gas(NYM)
Jun02 020506 3.610 3.625 3.530 3.595 -0.150 45,440 62,767 -166
Jul02 020506 3.640 3.665 3.585 3.639 -0.148 9,500 31,866 -861
Aug02 020506 3.675 3.705 3.630 3.680 -0.145 3,000 33,365 +275
Sep02 020506 3.690 3.705 3.650 3.685 -0.140 1,169 30,414 +189
Oct02 020506 3.705 3.710 3.650 3.695 -0.135 3,441 50,674 -112
Nov02 020506 3.940 3.960 3.910 3.947 -0.118 931 34,188 +279
Dec02 020506 4.180 4.180 4.110 4.160 -0.110 1,410 35,420 +681
Jan03 020506 4.260 4.260 4.200 4.251 -0.099 1,866 36,330 -215
Total Volume and Open Interest 76,361 552,312 +290
Brent Crude Oil(IPE)
Jun02 020503 25.54 25.78 24.88 25.75 +0.32 52,149 82,511 -5,675
Jul02 020503 25.48 25.65 24.98 25.64 +0.41 32,452 55,777 -3,667
Aug02 020503 25.10 25.34 24.75 25.34 +0.42 8,103 17,409 +1,605
Sep02 020503 24.88 25.13 24.63 25.13 +0.42 2,142 14,216 -38
Oct02 020503 24.65 24.90 24.42 24.90 +0.40 650 10,061 +23
Nov02 020503 24.43 24.70 24.22 24.70 +0.40 91 8,292 -81
Dec02 020503 24.18 24.50 23.97 24.50 +0.40 9,271 31,460 +1,054
Jan03 020503 24.00 24.26 23.96 24.26 +0.38 1,195 12,152 -200
Total Volume and Open Interest 107,903 260,971 -6,798
Gas Oil(IPE)
May02 020503 201.50 202.50 198.25 199.00 +1.25 15,222 26,942 +223
Jun02 020503 203.50 204.25 200.00 201.25 +1.50 13,488 44,679 +2,989
Jul02 020503 205.50 205.50 202.00 203.25 +2.00 2,248 14,615 +792
Aug02 020503 203.75 205.00 203.75 205.00 +2.00 0 6,623 +0
Sep02 020503 208.00 208.00 205.75 206.75 +2.00 50 9,481 +5
Oct02 020503 210.00 210.00 207.50 208.50 +2.00 1,380 10,119 +159
Nov02 020503 210.25 210.25 208.75 209.25 +2.25 525 11,600 +445
Dec02 020503 210.00 210.50 208.75 209.25 +2.50 2,247 28,757 +231
Total Volume and Open Interest 37,560 185,184 +6,844
US Dollar Index(NYBOT)
Jun02 020506 114.08 114.18 113.85 113.87 unch 1,978 11,501 -757
Sep02 020506 114.55 114.55 114.39 114.39 +0.01 40 2,542 +6
Dec02 020506 114.81 114.81 114.81 114.81 +0.01 0 10 +0
Total Volume and Open Interest 2,018 14,053 -751
Australian Dollar(IMM)
Jun02 020506 53.66 53.81 53.56 53.77 -0.02 1,597 48,219 +240
Sep02 020506 53.25 53.40 53.20 53.40 -0.02 53 231 +36
Dec02 020506 53.15 53.15 53.03 53.03 -0.02 5 60 +5
Total Volume and Open Interest 1,655 48,616 +281
British Pound(IMM)
Jun02 020506 146.44 146.48 146.24 146.46 +0.08 4,412 46,331 +54
Sep02 020506 145.72 145.72 145.64 145.64 +0.08 8 935 -17
Dec02 020506 145.20 145.20 144.36 144.82 +0.08 0 11 +0
Total Volume and Open Interest 4,420 47,277 +37
Canadian Dollar(IMM)
Jun02 020506 63.88 63.89 63.67 63.76 -0.19 9,506 67,970 -160
Sep02 020506 63.78 63.78 63.60 63.65 -0.19 139 5,733 +90
Dec02 020506 63.55 63.60 63.50 63.56 -0.19 22 1,926 -3
Mar03 020506 63.47 63.47 63.47 63.47 -0.19 11 269 +1
Total Volume and Open Interest 9,678 76,080 -72
Japanese Yen(IMM)
Jun02 020506 78.75 78.78 78.58 78.72 -0.17 8,061 81,033 +500
Sep02 020506 79.07 79.11 79.01 79.11 -0.17 12 1,387 +54
Dec02 020506 79.48 79.59 79.45 79.59 -0.17 0 270 +1
Total Volume and Open Interest 8,073 83,017 +555
Swiss Franc(IMM)
Jun02 020506 62.83 63.00 62.76 62.99 -0.03 11,619 57,470 +1,194
Sep02 020506 62.92 63.13 62.92 63.10 -0.03 43 425 +22
Dec02 020506 63.22 63.22 63.22 63.22 -0.03 1 42 +0
Total Volume and Open Interest 11,663 57,937 +1,216
EuroFX(IMM)
Jun02 020506 91.30 91.52 91.20 91.50 unch 21,340 128,704 -300
Sep02 020506 90.98 91.19 90.89 91.15 unch 750 1,788 -183
Dec02 020506 90.75 90.90 90.68 90.88 -0.01 47 564 +34
Total Volume and Open Interest 22,137 131,078 -449
Mexican Peso(IMM)
Jun02 020506 10512.0 10512.0 10445.0 10465.0 -47.0 4,973 23,816 -98
Sep02 020506 10360.0 10360.0 10310.0 10315.0 -57.0 755 3,088 -272
Total Volume and Open Interest 5,728 28,340 -370
30-Year T-Bonds(CBOT)
Jun02 020506 102~25 102~26 102~15 102~20 -0~03 194,622 436,914 -7,893
Sep02 020506 101~15 101~21 101~13 101~15 -0~03 2,461 48,216 +642
Dec02 020506 100~15 100~15 100~15 100~15 -0~03 31 244 -1
Total Volume and Open Interest 197,114 485,375 -7,252
Municipal Bonds(CBOT)
Jun02 020506 104~12 104~20 104~09 104~18 +0~03 514 9,755 +190
Sep02 020506 102~28 102~28 102~28 102~28 +0~03 0 1 +0
Total Volume and Open Interest 514 9,756 +190
10-Year T-Notes(CBOT)
Jun02 020506 105~295 105~295 105~205 105~230 -0~040 294,293 701,401 +4,000
Sep02 020506 104~130 104~175 104~105 104~130 -0~040 11,203 78,288 +5,886
Total Volume and Open Interest 305,515 779,690 +9,877
5-Year T-Notes(CBOT)
Jun02 020506 106~090 106~110 106~070 106~085 -0~030 75,242 606,211 -1,210
Sep02 020506 105~015 105~015 105~005 105~005 -0~030 3,909 51,558 +2,679
Total Volume and Open Interest 79,151 657,769 +1,469
2 Year T-Notes(CBOT)
Jun02 020506 104~088 104~093 104~084 104~088 -0~002 7,979 91,744 -753
Total Volume and Open Interest 7,979 91,744 -753
3-Mth T-Bills(IMM)
Jun02 020506 98.27 98.27 98.27 98.27 -0.01 2 333 +0
Total Volume and Open Interest 2 383 +0
Eurodollars(IMM)
Jun02 020506 97.990 97.995 97.985 97.990 unch 180,516 671,329 -5,431
Sep02 020506 97.555 97.580 97.545 97.565 unch 244,387 644,951 +12,446
Dec02 020506 96.960 96.980 96.950 96.970 +0.005 275,528 819,925 +8,641
Mar03 020506 96.370 96.395 96.360 96.380 -0.005 170,411 442,473 +4,354
Jun03 020506 95.825 95.845 95.810 95.825 -0.010 85,650 318,435 -311
Sep03 020506 95.395 95.410 95.375 95.390 -0.020 45,222 252,270 +1,327
Dec03 020506 95.090 95.095 95.070 95.075 -0.030 33,567 186,588 -793
Mar04 020506 94.890 94.890 94.870 94.875 -0.030 22,960 141,450 +1,490
Jun04 020506 94.690 94.695 94.675 94.680 -0.035 9,505 134,698 +2,495
Sep04 020506 94.510 94.525 94.510 94.515 -0.035 9,330 126,756 +1,614
Dec04 020506 94.330 94.345 94.330 94.335 -0.035 7,301 90,808 +1,318
Mar05 020506 94.270 94.275 94.260 94.260 -0.040 9,521 88,680 -1,724
Total Volume and Open Interest 1,137,363 4,437,981 +25,567
3-Mth Euro-Yen(IMM)
Jun02 020506 99.92 99.92 99.92 99.92 unch 9 14,189 -75
Sep02 020506 99.90 99.90 99.90 99.90 unch 0 4,598 -310
Dec02 020506 99.88 99.88 99.88 99.88 unch 0 3,009 +0
Mar03 020506 99.84 99.84 99.84 99.84 unch 10 2,346 +0
Jun03 020506 99.84 99.84 99.84 99.84 unch 0 2,045 +0
Sep03 020506 99.80 99.80 99.80 99.80 unch 0 6,283 +0
Dec03 020506 99.74 99.74 99.74 99.74 unch 0 1,383 +0
Mar04 020506 99.67 99.67 99.67 99.67 unch 0 673 +0
Jun04 020506 99.62 99.62 99.62 99.62 unch 0 287 +10
Sep04 020506 99.55 99.55 99.55 99.55 unch 0 59 +0
Total Volume and Open Interest 19 34,883 -375
3-Mth Euro-Yen(SIMEX)
Jun02 020506 99.91 99.91 99.91 99.91 unch 0 95,685 -62
Sep02 020506 99.90 99.90 99.89 99.89 unch 90 37,434 -1
Dec02 020506 99.89 99.89 99.88 99.88 unch 0 29,805 +0
Mar03 020506 99.84 99.84 99.84 99.84 unch 0 28,402 +0
Jun03 020506 99.84 99.84 99.84 99.84 unch 0 36,498 -210
Sep03 020506 99.80 99.80 99.80 99.80 unch 0 29,061 +0
Dec03 020506 99.74 99.74 99.74 99.74 unch 0 9,142 +0
Mar04 020506 99.67 99.67 99.67 99.67 unch 0 12,572 +0
Total Volume and Open Interest 90 288,719 -263
German Euro-Bund(EUREX)
Jun02 020506 106.21 106.26 106.07 106.11 -0.17 636,504 666,771 +96
Sep02 020506 105.88 105.88 105.75 105.78 -0.18 1,100 14,123 +250
Dec02 020506 105.20 105.20 105.20 105.20 -0.17 1,718 243 +0
Total Volume and Open Interest 639,322 681,137 +346
German Euro-Bobl(EUREX)
Jun02 020506 105.14 105.14 105.02 105.05 -0.11 468,694 515,531 -20,763
Sep02 020506 104.68 104.68 104.68 104.68 -0.11 1,092 13,531 -1
Dec02 020506 104.18 104.18 104.18 104.18 -0.11 193 154 +0
Total Volume and Open Interest 469,979 529,216 -20,764
Long Gilt(LIFFE)
Jun02 020503 111~23 112~12 111~22 112~04 +0~13 34,389 79,051 +4,061
Sep02 020503 111~12 111~12 111~12 111~12 +0~13 0 106 +0
Total Volume and Open Interest 34,389 79,157 +4,061
3-Mth Short Sterling(LIFFE)
Jun02 020506 95.77 95.78 95.76 95.77 unch 34,132 0 +0
Sep02 020506 95.42 95.44 95.41 95.43 +0.03 30,806 0 +0
Dec02 020506 95.01 95.04 95.00 95.03 +0.05 41,516 0 +0
Total Volume and Open Interest 152,283    
3-Mth Euribor(LIFFE)
Jun02 020506 96.510 96.510 96.490 96.495 -0.015 99,507 460,255 -4,317
Sep02 020506 96.300 96.300 96.265 96.275 -0.015 129,212 396,319 +12,605
Dec02 020506 95.995 96.000 95.955 95.970 -0.005 155,247 306,779 +5,268
Total Volume and Open Interest 540,536 1,806,794 +19,589
3-Mth Aus T-Bills(SFE)
Jun02 020506 95.11 95.13 95.10 95.13 -0.01 14,437 253,868 -8,764
Sep02 020506 94.79 94.79 94.74 94.79 unch 5,412 139,367 -1,295
Dec02 020506 94.45 94.45 94.39 94.45 +0.01 2,100 75,785 +64
Mar03 020506 94.18 94.21 94.18 94.21 unch 285 35,375 -57
Jun03 020506 94.07 94.07 94.03 94.07 -0.01 272 19,990 +253
Sep03 020506 93.97 93.98 93.97 93.98 unch 107 13,490 -23
Dec03 020506 93.91 93.91 93.89 93.91 unch 272 9,349 -74
Mar04 020506 93.86 93.87 93.86 93.87 unch 75 5,957 +75
Jun04 020506 93.85 93.85 93.85 93.85 -0.01 0 2,422 +0
Sep04 020506 93.82 93.82 93.82 93.82 -0.02 0 1,519 +0
Total Volume and Open Interest 22,960 558,565 -9,821
10-Year Aus T-Bonds(SFE)
Jun02 020506 93.89 93.89 93.85 93.86 -0.02 659 215,998 -27,830
Sep02 020506 93.79 93.79 93.79 93.79 +0.03      
Total Volume and Open Interest 8,142 243,828 -7,843
3-Year Aus T-Bonds(SFE)
Jun02 020506 94.37 94.37 94.31 94.34 unch 53,253 610,451 -16,281
Sep02 020506 94.24 94.24 94.24 94.24 unch      
Total Volume and Open Interest 53,253 610,451 -16,281
Gold(CMX)
Jun02 020506 311.7 312.3 310.9 311.5 -1.0 31,556 131,440 +4,346
Aug02 020506 313.0 313.0 312.0 312.5 -1.0 495 8,543 +145
Oct02 020506 313.9 314.3 313.3 313.4 -1.0 38 4,748 -17
Dec02 020506 314.9 315.4 313.8 314.3 -0.9 1,258 18,243 +474
Feb03 020506 316.1 316.1 315.2 315.2 -0.9 20 7,464 -5
Apr03 020506 317.0 317.0 316.1 316.1 -0.9 0 2,540 +0
Total Volume and Open Interest 33,410 189,735 +4,958
Silver(CMX)
May02 020506 460.0 460.5 458.0 459.6 -0.1 122 1,269 -176
Jul02 020506 460.0 462.0 458.5 461.2 -0.3 6,479 56,708 +781
Sep02 020506 462.5 465.5 461.0 463.2 -0.3 30 2,593 +2
Dec02 020506 465.0 466.5 463.0 465.6 -0.3 146 8,265 +30
Mar03 020506 468.0 468.0 467.6 467.6 -0.2 0 1,344 +0
Total Volume and Open Interest 6,846 74,374 +646
Platinum(NYM)
Jul02 020506 518.0 520.0 515.0 515.8 -1.2 805 6,239 -77
Oct02 020506 507.8 507.8 507.8 507.8 -1.2 0 92 +0
Total Volume and Open Interest 805 6,331 -77
Palladium(NYME)
Jun02 020506 350.00 356.00 350.00 355.00 +3.95 98 1,270 -14
Sep02 020506 355.00 355.75 355.00 355.75 +3.95 20 224 +20
Total Volume and Open Interest 118 1,494 +6
Copper(CMX)
May02 020506 71.60 71.60 70.75 71.00 -0.90 966 2,283 -291
Jul02 020506 72.10 72.25 71.25 71.50 -0.90 9,273 37,487 +1,008
Sep02 020506 72.50 72.50 71.90 72.00 -0.90 444 8,558 +185
Dec02 020506 73.25 73.25 72.40 72.60 -0.80 109 8,833 +68
Mar03 020506 73.75 73.75 73.10 73.15 -0.80 7 1,725 +0
Total Volume and Open Interest 11,402 71,431 +1,145
DJIA Index(CBOT)
Jun02 020506 9995 10015 9780 9790 -196 20,105 28,309 +299
Sep02 020506 9995 9995 9794 9794 -198 23 772 +11
Dec02 020506 10020 10020 9795 9807 -201 5 175 +0
Mar03 020506 9845 9845 9845 9845 -206      
Total Volume and Open Interest 20,133 29,281 +310
S & P 500(CME)
Jun02 020506 1072.80 1076.30 1050.10 1051.80 -21.20 58,979 474,779 -1,510
Sep02 020506 1074.50 1075.00 1053.00 1053.20 -21.30 1,859 55,578 +820
Dec02 020506 1055.90 1055.90 1055.90 1055.90 -21.50 19 3,755 -35
Mar03 020506 1060.90 1060.90 1060.90 1060.90 -22.00 0 77 +0
Total Volume and Open Interest 60,857 534,319 -725
S & P 500 E-Mini(Globex)
Jun02 020506 1073.75 1076.50 1050.00 1051.75 -21.25 312,252 197,535 +2,745
Sep02 020506 1064.00 1064.00 1052.25 1053.25 -21.25 21 88 -9
Total Volume and Open Interest 312,273 197,623 +2,736
NASDAQ 100(CME)
Jun02 020506 1193.00 1208.00 1163.00 1165.50 -32.00 20,445 60,220 +2,536
Sep02 020506 1171.50 1171.50 1171.50 1171.50 -32.50 1 63 -1
Dec02 020506 1177.50 1177.50 1177.50 1177.50 -33.00 0 15 +0
Total Volume and Open Interest 20,446 60,298 +2,535
NASDAQ 100 E-Mini(GLOBEX)
Jun02 020506 1200.5 1208.0 1162.5 1165.5 -32.0 185,071 134,073 +1,224
Sep02 020506 1205.5 1206.0 1171.5 1171.5 -32.5 3 21 +1
Total Volume and Open Interest 185,074 134,094 +1,225
NYSE Composite(NYBOT)
Jun02 020506 577.75 578.50 566.25 566.40 -10.40 950 2,473 -50
Sep02 020506 567.40 567.40 567.40 567.40 -10.40 0 410 +0
Dec02 020506 568.40 568.40 568.40 568.40 -10.40 0 200 +0
Total Volume and Open Interest 950 3,083 -50
S & P Midcap 400(CME)
Jun02 020506 535.50 538.00 526.50 526.50 -9.00 958 15,867 -105
Sep02 020506 528.30 528.30 528.30 528.30 -9.00      
Dec02 020506 533.80 533.80 533.80 533.80 -9.00      
Total Volume and Open Interest 958 15,867 -105
Russell 2000(CME)
Jun02 020506 513.00 514.50 501.50 501.75 -9.75 2,505 29,710 +354
Sep02 020506 503.00 503.00 503.00 503.00 -9.75      
Dec02 020506 505.00 505.00 505.00 505.00 -9.75      
Total Volume and Open Interest 2,505 29,710 +354
Value Line(KCBT)
Jun02 020506 1280.00 1286.00 1256.00 1256.00 -27.00 80 414 -22
Total Volume and Open Interest 85 419 -17
Nikkei 225(CME)
Jun02 020506 11515 11540 11470 11490 -15 1,181 15,463 +278
Sep02 020506 11515 11515 11515 11515 -15 0 9 +0
Total Volume and Open Interest 1,181 15,483 +278
Nikkei 225(SIMEX)
Jun02 020502 11530 11640 11520 11540 +20 5,141 83,883 -241
Sep02 020502 11540 11540 11540 11540 +20 0 1,282 +0
Dec02 020502 11520 11520 11520 11520 +20      
Total Volume and Open Interest 5,141 85,465 -241
CAC 40(MATIF)
May02 020506 4324.0 4362.0 4303.0 4305.0 -10.0 17 386,040 +23,915
Jun02 020506 4323.0 4348.0 4295.0 4327.0 -20.0 1,506 98,684 -613
Jul02 020506 4335.0 4335.0 4335.0 4335.0        
DAX Index(EUREX)
Jun02 020506 4919.0 4949.0 4898.0 4920.0 +11.0 65,749 241,414 -1,314
Sep02 020506 4950.0 4978.5 4950.0 4963.0 +11.0 19 4,420 +16
Dec02 020506 4999.0 5010.0 4999.0 5010.0 +10.0 0 2,023 +0
Total Volume and Open Interest 65,768 247,857 -1,298
FT-SE 100(LIFFE)
Jun02 020503 5160.00 5249.50 5155.00 5219.00 +29.00 44,184 331,999 -479
Sep02 020503 5188.50 5260.00 5188.50 5234.50 +29.50 631 12,163 +588
Dec02 020503 5297.50 5298.00 5269.50 5277.00 +32.00 13 8,698 +12
Total Volume and Open Interest 44,828 354,558 +121
SPI 200(SFE)
Jun02 020506 3354.0 3358.0 3338.0 3358.0 -6.0 4,784 121,901 -13,476
Sep02 020506 3371.0 3371.0 3371.0 3371.0 -6.0 22 1,771 -20
Dec02 020506 3386.0 3386.0 3386.0 3386.0 -6.0 32 960 +30
Total Volume and Open Interest 4,838 125,403 -13,466
GSCI(CME)
May02 020506 195.90 198.00 195.10 197.50 -2.25 119 15,840 +15
Jun02 020506 197.00 197.00 197.00 197.00 -2.20 0 56 +0
Jul02 020506 197.00 197.00 197.00 197.00 -2.00      
Total Volume and Open Interest 119 15,896 +15
Bridge CRB Index(NYBOT)
Jun02 020506 198.00 198.50 198.00 198.50 -0.50 52 224 -1
Aug02 020506 199.50 200.25 199.50 200.25 -0.50 1 104 +1
Nov02 020506 202.00 202.00 202.00 202.00 -0.50 0 50 +0
Total Volume and Open Interest 53 378 +0
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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