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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 Fri May 17, 2002
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jul02 020517 486.00 488.00 483.50 487.50 +2.75 42,071 88,484 +1,804
Aug02 020517 480.50 483.50 478.50 482.25 +2.50 3,895 12,410 +1,257
Sep02 020517 473.50 474.50 471.00 473.00 +1.25 2,254 7,900 +617
Nov02 020517 467.00 468.75 465.00 468.00 +1.75 13,270 35,444 -13
Jan03 020517 471.50 472.50 469.50 471.75 +1.50 1,867 4,838 +876
Mar03 020517 472.50 474.50 472.00 474.25 +2.50 622 3,118 +265
May03 020517 473.00 474.50 471.50 474.00 +1.50 209 2,648 +140
Total Volume and Open Interest 64,391 157,144 +4,875
Soybean Meal(CBOT)
Jul02 020517 165.50 165.70 164.10 165.10 unch 18,059 60,361 +16
Aug02 020517 162.00 162.60 160.90 162.10 +0.30 3,362 13,622 +637
Sep02 020517 159.00 159.20 158.00 158.60 unch 1,522 12,015 +296
Oct02 020517 155.80 155.90 154.60 155.40 +0.30 1,591 8,776 +315
Dec02 020517 154.10 154.70 153.60 154.60 +0.20 7,734 25,676 +19
Jan03 020517 154.20 154.30 153.50 154.00 +0.20 972 3,822 +256
Mar03 020517 152.00 152.70 152.00 152.30 +0.30 575 2,375 +210
May03 020517 151.50 151.50 150.00 150.00 +0.20 497 1,442 +41
Total Volume and Open Interest 34,387 129,584 +1,827
Soybean Oil(CBOT)
Jul02 020517 17.02 17.10 16.91 17.07 +0.14 16,709 61,176 -364
Aug02 020517 17.13 17.21 17.03 17.18 +0.14 1,724 12,938 +528
Sep02 020517 17.26 17.31 17.17 17.31 +0.16 706 11,206 +269
Oct02 020517 17.38 17.41 17.28 17.40 +0.15 1,251 7,635 -676
Dec02 020517 17.55 17.65 17.46 17.65 +0.13 4,728 21,904 -909
Jan03 020517 17.75 17.81 17.75 17.81 +0.13 292 2,787 +177
Mar03 020517 17.95 17.97 17.95 17.97 +0.12 217 1,694 -1
May03 020517 18.12 18.12 18.12 18.12 +0.07 100 1,287 +47
Total Volume and Open Interest 25,845 124,344 -1,022
Canola(WCE)
May02 020517 326.0 326.0 326.0 326.0 -0.7 2 1,246 +0
Jul02 020517 329.5 330.5 326.8 328.4 -0.2 6,616 32,215 -952
Sep02 020517 324.0 324.0 324.0 324.0 +2.0 0 16 +0
Nov02 020517 329.1 331.0 328.2 329.8 +0.7 2,334 19,008 -517
Jan03 020517 333.0 333.0 332.7 332.7 +0.7 16 1,196 +1
Total Volume and Open Interest 8,968 53,681 -1,468
Corn(CBOT)
Jul02 020517 212.00 212.00 208.50 209.00 -4.25 42,531 207,317 -3,469
Sep02 020517 218.00 218.25 214.75 215.25 -4.25 2,963 48,420 +242
Dec02 020517 226.75 227.00 223.75 224.25 -4.25 14,025 111,873 +1,469
Mar03 020517 234.00 234.00 231.25 231.50 -4.25 985 18,392 +126
May03 020517 237.50 238.00 235.25 235.25 -4.25 228 5,453 +6
Jul03 020517 240.00 240.25 237.75 238.75 -3.50 613 8,718 +58
Total Volume and Open Interest 62,340 413,443 -1,554
Wheat(CBOT)
Jul02 020517 275.50 275.75 273.00 273.75 -2.75 19,900 64,278 -1,466
Sep02 020517 280.00 280.75 278.25 278.75 -2.50 1,837 9,113 +258
Dec02 020517 291.00 291.00 288.00 289.25 -2.25 2,546 14,611 +70
Mar03 020517 293.50 294.50 293.00 293.50 -2.50 412 2,145 -29
May03 020517 289.50 289.50 289.50 289.50 -2.50 1 282 +0
Total Volume and Open Interest 24,876 91,624 -1,118
Wheat(KCBT)
May02 020517 274.00 274.00 274.00 274.00 -2.50 5 6 +0
Jul02 020517 282.75 283.00 281.00 281.75 -1.75 5,277 39,113 -213
Sep02 020517 289.00 289.00 287.50 288.25 -1.75 1,134 8,823 +523
Dec02 020517 295.50 296.75 295.25 295.50 -2.00 555 10,616 -51
Mar03 020517 299.75 301.50 299.75 300.50 -1.25 73 2,464 -175
Total Volume and Open Interest 7,209 62,449 +184
Wheat(MGE)
May02 020517 288.25 288.25 288.25 288.25 unch      
Jul02 020517 294.00 294.50 292.00 292.75 -1.75 2,215 12,652 +2
Sep02 020517 298.75 299.50 297.50 297.50 -2.25 1,301 4,444 -331
Dec02 020517 308.50 309.50 307.50 307.50 -2.50 129 3,014 +101
Mar03 020517 318.00 318.00 317.50 317.50 -2.00 11 479 +10
Total Volume and Open Interest 3,658 21,290 -218
Oats(CBOT)
Jul02 020517 153.00 156.00 151.00 155.75 +2.25 1,364 4,031 -262
Sep02 020517 128.00 129.50 127.25 127.50 -1.75 42 561 +14
Dec02 020517 128.50 130.25 128.00 129.75 -1.00 386 4,095 +65
Mar03 020517 133.00 133.00 133.00 133.00 +0.50 3 94 +0
Total Volume and Open Interest 1,795 8,782 -183
Rough Rice(CBOT)
May02 020517 3.55 3.55 3.54 3.54 +0.06 3 10 -3
Jul02 020517 3.68 3.74 3.68 3.70 +0.03 176 4,437 -9
Sep02 020517 3.91 3.97 3.91 3.92 +0.04 83 629 -5
Nov02 020517 4.12 4.15 4.12 4.14 +0.04 22 1,427 +2
Total Volume and Open Interest 325 8,030 +1
Live Cattle(CME)
Jun02 020517 62.600 62.725 61.550 61.750 -0.975 3,906 32,549 +180
Aug02 020517 63.350 63.500 62.700 63.000 -0.575 2,000 27,007 +393
Oct02 020517 66.275 66.400 65.600 65.850 -0.450 973 25,850 +306
Dec02 020517 67.700 67.750 67.025 67.425 -0.375 328 10,338 +38
Feb03 020517 68.400 68.500 67.800 68.300 -0.300 73 2,813 +9
Apr03 020517 69.700 69.875 69.500 69.875 -0.275 40 1,331 -14
Total Volume and Open Interest 7,320 99,888 +912
Feeder Cattle(CME)
May02 020517 75.800 75.875 75.450 75.475 -0.375 270 2,540 -63
Aug02 020517 76.500 76.675 76.075 76.425 -0.075 1,090 7,137 +48
Sep02 020517 76.125 76.250 75.800 76.150 +0.025 88 1,080 +30
Oct02 020517 76.200 76.450 75.900 76.300 -0.050 253 1,349 +29
Nov02 020517 76.800 76.900 76.550 76.600 -0.225 23 578 -1
Jan03 020517 76.500 76.500 76.450 76.450 -0.100 0 361 +0
Mar03 020517 76.100 76.100 76.100 76.100 -0.200 0 15 +0
Total Volume and Open Interest 1,732 13,074 +50
Lean Hogs(CME)
Jun02 020517 52.950 53.375 52.450 53.175 +0.350 2,534 13,933 -294
Jul02 020517 53.900 54.350 53.450 53.775 -0.075 1,453 10,385 +279
Aug02 020517 52.450 52.800 52.000 52.425 -0.125 337 3,840 -17
Oct02 020517 43.100 43.250 42.650 42.775 -0.425 149 2,858 +24
Dec02 020517 40.200 40.400 39.900 40.225 -0.050 138 2,712 +62
Feb03 020517 42.600 42.600 42.200 42.200 -0.100 6 464 +3
Total Volume and Open Interest 4,617 34,192 +57
Pork Bellies(CME)
May02 020517 64.800 64.800 64.800 64.800 -0.225 1 21 -1
Jul02 020517 64.600 65.800 64.200 64.300 -0.575 330 2,578 -4
Aug02 020517 64.200 65.000 63.600 63.700 -0.500 32 606 +4
Feb03 020517 66.000 66.000 65.750 65.750 +0.250 11 31 +10
Mar03 020517 65.700 65.700 65.700 65.700 +65.700 0 1 +0
Total Volume and Open Interest 374 3,237 +9
Cocoa(NYBOT)
May02 020515 1548 1557 1530 1532 -21 116 177 -232
Jul02 020517 1598 1601 1579 1588 -7 9,135 33,692 +1,510
Sep02 020517 1558 1571 1549 1560 -2 2,171 16,904 -120
Dec02 020517 1487 1505 1483 1497 unch 193 13,337 +474
Mar03 020517 1445 1459 1445 1453 -2 931 12,638 +298
May03 020517 1445 1445 1445 1445 -2 1 5,977 +0
Jul03 020517 1443 1443 1443 1443 -8 290 4,889 +150
Total Volume and Open Interest 13,423 104,850 +2,403
Coffee "C"(NYBOT)
May02 020517 49.00 49.00 48.40 48.40 unch 6 11 -19
Jul02 020517 50.75 51.00 50.00 50.70 -0.05 4,716 32,392 +471
Sep02 020517 53.40 53.60 52.75 53.25 -0.10 1,126 16,714 +181
Dec02 020517 56.30 56.40 55.70 55.95 unch 471 8,518 +121
Mar03 020517 58.00 58.20 57.70 57.90 unch 134 5,213 +45
May03 020517 59.50 59.50 59.10 59.10 unch 56 1,914 +10
Total Volume and Open Interest 6,539 67,864 +817
Orange Juice(NYBOT)
Jul02 020517 91.10 91.45 90.60 91.05 -0.15 3,440 11,339 -412
Sep02 020517 89.90 90.10 89.40 89.80 -0.30 646 2,901 +331
Nov02 020517 89.25 89.25 89.15 89.15 -0.55 146 2,756 +86
Jan03 020517 90.10 90.10 90.00 90.00 -0.45 21 3,665 -21
Mar03 020517 90.50 90.50 90.50 90.50 -0.40 97 2,228 +42
Total Volume and Open Interest 4,350 22,901 +26
Sugar #11(NYBOT)
Jul02 020517 6.02 6.04 5.83 5.86 -0.12 14,156 74,791 +604
Oct02 020517 5.83 5.84 5.72 5.76 -0.07 4,846 33,972 -532
Mar03 020517 6.01 6.03 5.97 6.00 -0.03 1,530 20,910 +469
May03 020517 6.04 6.05 6.01 6.02 -0.03 355 7,371 -53
Jul03 020517 5.96 5.98 5.94 5.95 -0.03 415 12,244 +137
Total Volume and Open Interest 21,590 159,372 +763
London Cocoa(LCE)
May02 020516 1206 1234 1206 1231 +26 1,385 3,663 -1,406
Jul02 020517 1277 1292 1268 1278 -1 4,643 47,970 +808
Sep02 020517 1234 1245 1226 1234 +1 1,268 32,583 +105
Dec02 020517 1120 1130 1111 1122 +4 1,079 19,987 +186
Mar03 020517 1105 1110 1088 1101 unch 1,299 33,401 +511
May03 020517 1115 1115 1102 1111 -1 60 4,085 +29
Jul03 020517 1113 1124 1109 1118 +2 690 4,714 +244
Total Volume and Open Interest 10,280 155,336 +1,182
London Coffee(LCE)
May02 020517 486.00 490.00 483.00 487.00 +2.00 90 721 -18
Jul02 020517 508.00 515.00 504.00 511.00 +7.00 1,512 31,727 -434
Sep02 020517 520.00 527.00 518.00 525.00 +7.00 1,444 32,879 +287
Nov02 020517 532.00 535.00 530.00 534.00 +7.00 532 18,277 +190
Jan03 020517 540.00 545.00 540.00 543.00 +7.00 256 10,786 +111
Mar03 020517 551.00 556.00 551.00 553.00 +6.00 803 7,897 +615
Total Volume and Open Interest 4,657 104,770 +759
London Sugar(LCE)
May02 020415 196.00 206.40 196.00 202.20 +6.20 2,385 2,111 -1,111
Aug02 020517 203.00 204.80 202.50 204.00 +1.00 1,315 19,845 +509
Oct02 020517 178.20 179.50 178.20 179.10 +1.30 270 10,392 +172
Dec02 020517 179.00 179.20 178.30 179.20 +1.40 64 2,633 +0
Mar03 020517 181.00 182.00 180.70 181.70 +1.40 27 3,982 +2
Total Volume and Open Interest 1,676 38,555 +683
Cotton(NYBOT)
Jul02 020517 35.70 36.10 35.56 35.89 +0.41 5,564 35,629 -464
Oct02 020517 38.10 38.30 38.10 38.30 +0.42 306 1,610 -13
Dec02 020517 39.85 40.15 39.70 40.07 +0.42 2,304 23,227 -100
Mar03 020517 42.08 42.08 42.08 42.08 +0.40 100 3,566 -3
May03 020517 44.55 44.55 44.55 44.55 +0.40 34 2,329 +13
Jul03 020517 45.65 45.65 45.65 45.65 +0.45 0 1,028 +0
Total Volume and Open Interest 8,369 67,874 -552
Lumber(CME)
Jul02 020517 286.0 288.5 283.8 285.8 -2.0 368 985 +36
Sep02 020517 289.2 289.3 286.7 288.8 -1.2 102 329 +21
Nov02 020517 285.7 285.7 284.9 285.6 -1.2 19 71 +8
Jan03 020517 296.7 296.9 296.6 296.9 -0.6 0 8 +0
Total Volume and Open Interest 489 1,397 +62
Crude Oil(NYM)
Jun02 020517 27.50 28.25 27.10 28.18 +0.23 93,916 75,655 -5,514
Jul02 020517 26.50 27.20 26.40 27.15 +0.07 107,527 172,465 +2,180
Aug02 020517 26.50 27.05 26.30 27.00 +0.07 31,391 52,295 -548
Sep02 020517 26.05 26.74 26.05 26.73 +0.07 8,863 34,076 +970
Oct02 020517 26.05 26.53 26.00 26.53 +0.08 2,024 20,252 +537
Nov02 020517 25.90 26.34 25.90 26.34 +0.09 446 12,097 +145
Dec02 020517 25.65 26.15 25.60 26.15 +0.10 9,015 44,105 -762
Jan03 020517 25.91 25.91 25.91 25.91 +0.10 943 20,092 +226
Feb03 020517 25.35 25.68 25.35 25.68 +0.10 541 8,500 +117
Mar03 020517 25.47 25.47 25.47 25.47 +0.10 999 9,570 +204
Total Volume and Open Interest 262,742 543,811 -165
Heating Oil(NYM)
Jun02 020517 67.50 68.70 67.10 68.60 +0.44 17,077 29,371 -1,332
Jul02 020517 68.10 69.25 67.70 69.10 +0.44 10,581 32,365 +330
Aug02 020517 68.80 69.65 68.30 69.65 +0.44 4,414 17,045 +288
Sep02 020517 69.00 70.35 69.00 70.35 +0.44 1,856 11,888 -653
Oct02 020517 70.00 71.05 70.00 71.05 +0.44 1,896 8,882 +1,128
Nov02 020517 70.65 71.65 70.65 71.65 +0.44 267 5,875 +55
Dec02 020517 71.05 72.10 71.05 72.10 +0.44 1,368 14,790 -360
Jan03 020517 71.50 72.70 71.40 72.35 +0.44 94 7,308 +24
Feb03 020517 71.30 71.95 71.30 71.95 +0.44 146 5,456 +70
Mar03 020517 69.50 70.40 69.50 70.40 +0.44 368 3,805 -193
Total Volume and Open Interest 38,153 143,948 -631
Unleaded Gas(NYM)
Jun02 020517 79.00 80.50 78.30 80.38 +0.85 19,447 41,760 -2,481
Jul02 020517 79.70 80.90 79.00 80.74 +0.74 11,671 35,703 +1,439
Aug02 020517 78.90 80.04 78.40 80.04 +0.79 3,889 16,137 +351
Sep02 020517 76.30 77.54 76.30 77.54 +0.61 2,249 17,513 -723
Oct02 020517 73.10 73.74 73.10 73.74 +0.56 1,343 5,594 +1,010
Nov02 020517 71.94 71.94 71.94 71.94 +0.46 167 1,203 +13
Dec02 020517 71.19 71.19 71.19 71.19 +0.41 75 2,285 +62
Jan03 020517 70.94 70.94 70.94 70.94 +0.41 5 807 +5
Total Volume and Open Interest 38,846 121,557 -324
Natural Gas(NYM)
Jun02 020517 3.580 3.645 3.530 3.598 -0.011 60,249 62,445 -975
Jul02 020517 3.665 3.720 3.615 3.681 -0.008 16,164 50,474 +3,252
Aug02 020517 3.725 3.765 3.680 3.727 -0.008 5,204 39,473 -232
Sep02 020517 3.740 3.795 3.710 3.755 -0.001 3,971 31,670 +565
Oct02 020517 3.785 3.830 3.730 3.788 +0.002 9,715 50,064 +1,752
Nov02 020517 4.030 4.075 4.010 4.048 +0.002 5,848 31,453 +3,037
Dec02 020517 4.265 4.300 4.225 4.271 unch 2,984 28,888 +1,449
Jan03 020517 4.355 4.400 4.320 4.366 unch 2,827 31,496 +9
Total Volume and Open Interest 116,186 564,918 +10,473
Brent Crude Oil(IPE)
Jul02 020517 26.64 26.64 25.75 26.36 -0.02 64,814 87,005 +4,030
Aug02 020517 26.39 26.39 25.55 26.12 +0.01 12,694 49,967 +2,441
Sep02 020517 25.90 25.90 25.33 25.89 unch 4,110 20,333 +937
Oct02 020517 25.75 25.75 25.17 25.67 +0.01 1,169 10,969 +21
Nov02 020517 25.38 25.43 25.00 25.43 +0.02 1,057 8,478 -79
Dec02 020517 25.16 25.25 24.70 25.22 +0.04 5,797 35,870 -1,017
Jan03 020517 24.96 24.96 24.96 24.96 +0.04 613 11,880 -400
Feb03 020517 24.85 24.85 24.74 24.74 +0.04 210 3,763 +0
Total Volume and Open Interest 108,748 271,885 +2,378
Gas Oil(IPE)
Jun02 020517 209.75 210.50 205.50 206.75 -1.00 13,117 53,671 +2,087
Jul02 020517 212.00 212.50 207.50 208.50 -2.00 7,939 31,135 +1,420
Aug02 020517 214.00 214.00 209.50 210.75 -1.75 741 8,065 +230
Sep02 020517 214.25 214.25 211.75 212.75 -1.75 260 8,793 +0
Oct02 020517 217.00 217.50 213.75 214.75 -1.50 943 11,397 +396
Nov02 020517 216.00 216.00 215.25 215.25 -1.50 100 12,532 +100
Dec02 020517 218.50 218.50 214.50 215.00 -1.50 1,099 29,440 -490
Jan03 020517 216.00 216.00 213.50 214.25 -1.75 400 6,961 +200
Total Volume and Open Interest 24,999 186,638 +4,143
US Dollar Index(NYBOT)
Jun02 020517 113.94 113.99 113.05 113.18 -1.16 1,000 9,186 -2
Sep02 020517 114.52 114.52 113.56 113.70 -1.16 60 2,966 +41
Dec02 020517 114.54 114.54 114.15 114.17 -1.16 7 19 +6
Total Volume and Open Interest 1,067 12,171 +45
Australian Dollar(IMM)
Jun02 020517 55.00 55.19 54.98 55.10 +0.37 2,601 43,224 -1,787
Sep02 020517 54.70 54.80 54.70 54.70 +0.37 41 432 +23
Dec02 020517 54.30 54.30 54.30 54.30 +0.37 2 318 +0
Total Volume and Open Interest 2,644 44,141 -1,764
British Pound(IMM)
Jun02 020517 145.48 146.04 145.42 145.68 +0.26 2,448 43,888 -845
Sep02 020517 144.60 145.16 144.60 144.84 +0.26 46 1,104 -53
Dec02 020517 144.00 144.00 144.00 144.00 +0.26 0 18 +0
Total Volume and Open Interest 2,494 45,012 -898
Canadian Dollar(IMM)
Jun02 020517 64.50 64.84 64.49 64.64 +0.33 4,847 71,793 -198
Sep02 020517 64.40 64.68 64.40 64.51 +0.33 208 6,594 +71
Dec02 020517 64.25 64.53 64.25 64.40 +0.33 46 2,115 +3
Mar03 020517 64.30 64.35 64.29 64.29 +0.33 43 396 +5
Total Volume and Open Interest 5,144 81,141 -119
Japanese Yen(IMM)
Jun02 020517 79.32 79.77 79.27 79.60 +1.44 7,438 81,179 -354
Sep02 020517 79.68 80.08 79.68 79.99 +1.45 64 1,668 +15
Dec02 020517 80.65 80.65 80.48 80.48 +1.47 0 559 +0
Total Volume and Open Interest 7,502 83,733 -339
Swiss Franc(IMM)
Jun02 020517 62.89 63.41 62.87 63.36 +0.71 4,080 52,416 -601
Sep02 020517 62.96 63.48 62.96 63.46 +0.71 16 542 +29
Dec02 020517 63.58 63.58 63.58 63.58 +0.71 0 46 +0
Total Volume and Open Interest 4,096 53,004 -572
EuroFX(IMM)
Jun02 020517 91.44 92.08 91.43 92.03 +0.97 7,762 130,650 +475
Sep02 020517 91.05 91.70 91.05 91.65 +0.96 693 4,899 +1
Dec02 020517 90.85 91.40 90.80 91.33 +0.95 14 854 +14
Total Volume and Open Interest 8,469 136,523 +490
Mexican Peso(IMM)
Jun02 020517 10550.0 10550.0 10485.0 10510.0 +15.0 2,476 24,926 +657
Sep02 020517 10380.0 10380.0 10355.0 10360.0 +15.0 224 3,314 +42
Total Volume and Open Interest 2,700 29,739 +699
30-Year T-Bonds(CBOT)
Jun02 020517 100~28 100~28 99~30 100~06 -0~22 197,985 407,493 -6,075
Sep02 020517 99~17 99~17 98~25 99~01 -0~21 7,614 48,592 -616
Dec02 020517 98~04 98~04 98~00 98~00 -0~21 1,468 7,166 -199
Total Volume and Open Interest 207,067 463,253 -6,890
Municipal Bonds(CBOT)
Jun02 020517 102~30 102~31 102~17 102~26 -0~10 442 8,846 +64
Sep02 020517 101~04 101~04 101~04 101~04 -0~10 2 2 +1
Total Volume and Open Interest 444 8,848 +65
10-Year T-Notes(CBOT)
Jun02 020517 105~070 105~070 104~200 104~265 -0~135 370,396 678,207 -8,584
Sep02 020517 103~245 103~255 103~090 103~145 -0~135 59,254 136,457 +33,303
Total Volume and Open Interest 429,650 814,665 +24,719
5-Year T-Notes(CBOT)
Jun02 020517 106~010 106~050 105~245 105~290 -0~085 63,593 575,687 +6,532
Sep02 020517 104~245 104~250 104~170 104~190 -0~085 5,155 67,753 +1,781
Total Volume and Open Interest 68,748 643,440 +8,313
2 Year T-Notes(CBOT)
Jun02 020517 104~065 104~072 104~048 104~052 -0~024 5,595 93,059 -413
Sep02 020517 103~080 103~088 103~068 103~070 -0~022 33 625 +503
Total Volume and Open Interest 5,628 93,684 +90
3-Mth T-Bills(IMM)
Jun02 020517 98.22 98.22 98.22 98.22 -0.02 1 329 -4
Total Volume and Open Interest 1 384 -3
Eurodollars(IMM)
Jun02 020517 98.015 98.018 97.975 97.993 -0.030 79,467 677,475 -5,870
Sep02 020517 97.550 97.585 97.490 97.515 -0.080 151,761 639,604 +7,596
Dec02 020517 96.890 96.940 96.800 96.830 -0.110 262,123 781,317 -2,852
Mar03 020517 96.290 96.335 96.180 96.200 -0.125 121,520 450,846 +5,408
Jun03 020517 95.710 95.760 95.610 95.645 -0.100 47,498 292,108 -77
Sep03 020517 95.290 95.325 95.185 95.220 -0.105 24,818 242,760 +1,478
Dec03 020517 94.990 95.025 94.905 94.930 -0.095 24,952 190,255 -605
Mar04 020517 94.825 94.855 94.730 94.765 -0.085 17,012 149,405 +2,028
Jun04 020517 94.640 94.680 94.585 94.600 -0.070 9,044 132,838 -549
Sep04 020517 94.460 94.475 94.450 94.450 -0.065 7,127 127,962 +1,031
Dec04 020517 94.285 94.300 94.285 94.285 -0.055 5,090 92,183 +605
Mar05 020517 94.230 94.235 94.225 94.225 -0.050 8,510 93,924 +2,693
Total Volume and Open Interest 791,740 4,379,701 +15,637
3-Mth Euro-Yen(IMM)
Jun02 020517 99.91 99.92 99.91 99.92 unch 317 14,876 +28
Sep02 020517 99.90 99.90 99.90 99.90 -0.01 1,017 4,663 -1,017
Dec02 020517 99.88 99.88 99.88 99.88 unch 0 3,137 -166
Mar03 020517 99.83 99.83 99.83 99.83 -0.02 2 2,349 +2
Jun03 020517 99.83 99.83 99.83 99.83 -0.02 188 2,182 -448
Sep03 020517 99.79 99.79 99.79 99.79 -0.02 0 6,366 +2
Dec03 020517 99.74 99.74 99.74 99.74 -0.01 235 1,697 +215
Mar04 020517 99.69 99.69 99.69 99.69 unch 0 685 +0
Jun04 020517 99.64 99.64 99.64 99.64 unch 0 297 +0
Sep04 020517 99.55 99.55 99.55 99.55 unch 0 301 +0
Total Volume and Open Interest 1,759 36,874 -1,384
3-Mth Euro-Yen(SIMEX)
Jun02 020517 99.92 99.92 99.92 99.92 0.00 4,911 97,838 +4,325
Sep02 020517 99.90 99.90 99.90 99.90 unch 2,211 38,846 -1,334
Dec02 020517 99.89 99.89 99.88 99.88 unch 285 30,492 -94
Mar03 020517 99.85 99.85 99.83 99.83 -0.02 447 29,343 +218
Jun03 020517 99.85 99.85 99.83 99.83 -0.01 126 41,250 -48
Sep03 020517 99.81 99.81 99.80 99.80 -0.01 473 29,822 +68
Dec03 020517 99.75 99.75 99.74 99.74 -0.01 10 9,540 +0
Mar04 020517 99.68 99.68 99.68 99.68 -0.01 32 13,106 -4
Total Volume and Open Interest 8,495 301,210 +3,131
German Euro-Bund(EUREX)
Jun02 020517 105.22 105.25 104.98 105.12 -0.15 708,258 711,854 -25,076
Sep02 020517 104.78 104.81 104.70 104.80 -0.14 4,145 22,425 +3,829
Dec02 020517 104.19 104.19 104.19 104.19 -0.15 8,456 293 +0
Total Volume and Open Interest 720,859 734,572 -21,247
German Euro-Bobl(EUREX)
Jun02 020517 104.42 104.43 104.25 104.40 -0.06 474,846 569,958 -11,127
Sep02 020517 103.93 104.07 103.93 104.07 -0.06 5,541 21,849 +1,666
Dec02 020517 103.44 103.44 103.44 103.44 -0.06 8,138 354 +0
Total Volume and Open Interest 488,525 592,161 -9,461
Long Gilt(LIFFE)
Jun02 020517 111~00 111~05 110~24 110~29 -0~09 22,915 78,955 -1,918
Sep02 020517 110~12 110~12 110~05 110~05 -0~09 150 490 +150
Total Volume and Open Interest 23,065 79,445 -1,768
3-Mth Short Sterling(LIFFE)
Jun02 020517 95.71 95.71 95.68 95.70 -0.02 17,481 0 +0
Sep02 020517 95.25 95.26 95.21 95.23 -0.04 39,950 0 +0
Dec02 020517 94.79 94.81 94.76 94.78 -0.04 40,762 0 +0
Total Volume and Open Interest 147,050    
3-Mth Euribor(LIFFE)
Jun02 020517 96.390 96.390 96.350 96.385 -0.015 83,743 440,041 -3,663
Sep02 020517 96.085 96.085 96.025 96.055 -0.040 91,187 362,940 -1,796
Dec02 020517 95.710 95.720 95.640 95.675 -0.055 103,103 261,445 +1,636
Total Volume and Open Interest 377,054 1,727,889 +2,026
3-Mth Aus T-Bills(SFE)
Jun02 020517 95.00 95.00 94.98 95.00 +0.01 8,691 257,931 +1,293
Sep02 020517 94.48 94.48 94.44 94.45 unch 7,261 163,985 +3,169
Dec02 020517 94.12 94.13 94.08 94.09 unch 3,344 88,217 +1,361
Mar03 020517 93.91 93.91 93.87 93.87 unch 214 35,555 -71
Jun03 020517 93.79 93.79 93.75 93.77 +0.02 79 20,319 +42
Sep03 020517 93.71 93.71 93.69 93.69 +0.01 0 12,319 +50
Dec03 020517 93.65 93.65 93.63 93.64 +0.02 0 9,525 +0
Mar04 020517 93.62 93.62 93.59 93.59 +0.01 1 5,117 -10
Jun04 020517 93.56 93.57 93.56 93.57 +0.02 52 2,399 +51
Sep04 020517 93.54 93.55 93.54 93.55 +0.04 1 1,280 +1
Total Volume and Open Interest 19,643 597,785 +5,886
10-Year Aus T-Bonds(SFE)
Jun02 020517 93.69 93.69 93.64 93.66 +0.03 3,076 249,436 -17,568
Sep02 020517 93.60 93.60 93.60 93.60 +0.02 0 10 +0
Total Volume and Open Interest 10,556 267,014 +9,810
3-Year Aus T-Bonds(SFE)
Jun02 020517 94.08 94.09 94.03 94.05 +0.02 43,841 684,060 +13,681
Sep02 020517 93.93 93.93 93.93 93.93 +0.02 400 800 +400
Total Volume and Open Interest 44,241 684,860 +14,081
Gold(CMX)
Jun02 020517 310.0 312.4 309.5 310.9 +0.8 27,605 107,375 -3,691
Aug02 020517 311.3 313.6 310.7 312.1 +0.8 4,433 20,635 +1,621
Oct02 020517 312.4 313.5 312.4 313.0 +0.9 136 5,191 -48
Dec02 020517 312.5 315.4 312.5 313.9 +1.0 1,058 21,830 +447
Feb03 020517 315.5 315.5 314.8 314.8 +1.0 201 7,595 +84
Apr03 020517 315.8 315.8 315.8 315.8 +1.0 10 2,536 +0
Total Volume and Open Interest 33,755 184,749 -1,481
Silver(CMX)
May02 020517 469.0 471.0 465.0 465.4 +1.5 16 72 -5
Jul02 020517 464.5 469.0 462.0 466.5 +1.5 4,807 56,375 +294
Sep02 020517 463.0 470.5 463.0 468.0 +1.4 312 4,374 +72
Dec02 020517 469.0 473.0 467.0 470.5 +1.4 64 9,043 +18
Mar03 020517 471.0 472.5 471.0 472.5 +1.4 20 1,358 +0
Total Volume and Open Interest 5,200 75,870 +380
Platinum(NYM)
Jul02 020517 537.0 539.0 534.0 537.7 +1.7 361 5,721 +82
Oct02 020517 530.0 530.0 529.7 529.7 +1.7 0 94 +0
Total Volume and Open Interest 361 5,815 +82
Palladium(NYME)
Jun02 020517 370.00 375.00 368.00 374.50 +4.50 388 1,107 -61
Sep02 020517 374.00 374.75 368.00 374.75 +4.15 55 502 +59
Total Volume and Open Interest 443 1,609 -2
Copper(CMX)
May02 020517 73.00 73.25 72.05 72.40 -1.00 384 1,675 -729
Jul02 020517 73.45 73.70 72.40 72.85 -1.00 6,027 35,565 -733
Sep02 020517 73.90 74.15 73.10 73.35 -0.95 530 8,220 -159
Dec02 020517 74.40 74.40 73.60 73.95 -0.90 553 9,167 +205
Mar03 020517 74.55 74.55 74.55 74.55 -0.90 6 1,820 -2
Total Volume and Open Interest 7,688 73,167 -1,413
DJIA Index(CBOT)
Jun02 020517 10335 10359 10255 10337 +44 15,492 32,403 -891
Sep02 020517 10340 10359 10270 10341 +44 61 981 -11
Dec02 020517 10350 10358 10300 10358 +43 0 180 +0
Mar03 020517 10396 10396 10396 10396 +43 0 1 +0
Total Volume and Open Interest 15,553 33,590 -902
S & P 500(CME)
Jun02 020517 1101.80 1107.90 1097.10 1105.20 +6.10 55,530 473,542 -129
Sep02 020517 1103.00 1108.00 1099.00 1106.80 +6.20 1,170 59,057 +724
Dec02 020517 1105.00 1109.80 1105.00 1109.80 +6.30 100 5,944 +80
Mar03 020517 1115.30 1115.30 1115.30 1115.30 +1115.30 0 69 -3
Total Volume and Open Interest 56,800 538,744 +672
S & P 500 E-Mini(Globex)
Jun02 020517 1099.50 1109.00 1097.00 1105.25 +6.25 349,976 228,069 -3,817
Sep02 020517 1105.50 1109.00 1100.00 1106.75 +6.25 13 204 +0
Total Volume and Open Interest 349,989 228,273 -3,817
NASDAQ 100(CME)
Jun02 020517 1340.00 1346.00 1307.00 1326.00 +2.50 18,617 67,182 +2,697
Sep02 020517 1332.50 1332.50 1332.50 1332.50 +2.50 0 64 +0
Dec02 020517 1339.00 1339.00 1339.00 1339.00 +1339.00 0 20 +0
Total Volume and Open Interest 18,617 67,266 +2,697
NASDAQ 100 E-Mini(GLOBEX)
Jun02 020517 1325.0 1351.0 1307.5 1326.0 +2.5 200,258 161,901 +736
Sep02 020517 1355.0 1355.0 1317.0 1332.5 +2.5 4 21 +0
Total Volume and Open Interest 200,262 161,922 +736
NYSE Composite(NYBOT)
Jun02 020517 582.50 586.25 581.25 585.70 +4.30 1,263 2,888 +120
Sep02 020517 586.70 586.70 586.70 586.70 +4.30 0 410 +0
Dec02 020517 587.70 587.70 587.70 587.70 +4.30 0 200 +0
Total Volume and Open Interest 1,263 3,498 +120
S & P Midcap 400(CME)
Jun02 020517 543.00 547.25 541.70 545.50 +3.00 870 16,636 -7
Sep02 020517 547.20 547.20 547.20 547.20 +547.20 0 2 +0
Dec02 020517 551.30 551.30 551.30 551.30 -3.50      
Total Volume and Open Interest 1,043 16,639 +60
Russell 2000(CME)
Jun02 020517 510.00 511.00 505.50 509.00 +2.35 2,231 29,543 +62
Sep02 020517 510.25 510.25 510.25 510.25 -5.50      
Dec02 020517 512.25 512.25 512.25 512.25 -5.50      
Total Volume and Open Interest 2,565 29,521 +319
Value Line(KCBT)
Jun02 020517 1295.00 1304.50 1288.50 1302.00 +8.00 65 303 -208
Total Volume and Open Interest 65 303 -210
Nikkei 225(CME)
Jun02 020517 11810 11920 11810 11905 +130 1,904 16,755 +63
Sep02 020517 11900 11935 11900 11935 +11935 5 59 +0
Total Volume and Open Interest 1,909 16,827 +63
Nikkei 225(SIMEX)
Jun02 020517 11800 11935 11785 11800 +105 13,835 92,090 -604
Sep02 020517 11880 11880 11800 11800 +11800 0 1,330 +8
Dec02 020517 11780 11780 11780 11780 +405      
Total Volume and Open Interest 14,156 91,525 -678
CAC 40(MATIF)
May02 020517 4460.0 4497.5 4422.5 4437.0 -7.0 44,240 436,973 +3,866
Jun02 020517 4457.0 4482.0 4421.5 4426.0 -7.0 149 102,506 -152
Jul02 020517 4434.5 4434.5 4434.5 4434.5 -7.0      
Total Volume and Open Interest 45,516 588,518 +3,733
DAX Index(EUREX)
Jun02 020517 5103.0 5144.0 5035.0 5042.0 -26.5 54,792 235,227 -3,410
Sep02 020517 5150.0 5189.5 5088.5 5088.5 -25.5 100 5,909 +47
Dec02 020517 5204.5 5204.5 5139.5 5139.5 -25.5 69 2,392 +54
Total Volume and Open Interest 54,961 243,528 -3,309
FT-SE 100(LIFFE)
Jun02 020517 5295.00 5295.00 5216.00 5227.00 -33.00 29,724 316,307 -50
Sep02 020517 5301.50 5310.00 5237.00 5243.00 -33.00 518 17,742 +504
Dec02 020517 5332.00 5332.00 5284.50 5288.00 -32.50 16 9,498 +0
Total Volume and Open Interest 30,364 346,586 +404
SPI 200(SFE)
Jun02 020517 3387.0 3422.0 3387.0 3410.0 +22.0 11,458 154,128 +2,619
Sep02 020517 3427.0 3432.0 3424.0 3424.0 +22.0 11 1,620 +11
Dec02 020517 3437.0 3441.0 3437.0 3441.0 +27.0 10 1,066 +0
Total Volume and Open Interest 11,579 157,666 +2,650
GSCI(CME)
Jun02 020517 202.50 204.10 201.30 204.10 +0.10 191 19,861 +92
Jul02 020517 203.00 203.00 203.00 203.00 unch      
Aug02 020517 203.00 203.00 203.00 203.00        
Bridge CRB Index(NYBOT)
Jun02 020517 203.90 204.50 203.40 204.00 -0.25 29 230 -10
Aug02 020517 204.60 205.10 204.60 205.10 -0.55 2 124 +2
Nov02 020517 206.20 206.20 206.20 206.20 -0.85 0 53 +0
Total Volume and Open Interest 31 407 -8
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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