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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 May 29, 2002
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jul02 020529 497.50 500.25 494.75 496.25 -1.00 31,378 92,256 -785
Aug02 020529 492.00 494.75 489.50 491.00 -0.75 3,132 12,323 +194
Sep02 020529 481.50 484.00 479.00 479.75 -1.50 1,801 9,272 +434
Nov02 020529 474.50 477.00 472.00 473.00 -1.50 9,183 37,441 -585
Jan03 020529 478.00 480.00 475.50 476.00 -2.00 690 6,093 +118
Mar03 020529 478.00 480.75 477.00 477.50 -3.00 318 3,808 +70
May03 020529 480.00 480.50 477.50 478.00 -2.00 228 4,582 +176
Total Volume and Open Interest 46,796 168,789 -144
Soybean Meal(CBOT)
Jul02 020529 163.90 166.80 163.90 165.30 +1.10 15,120 60,013 -71
Aug02 020529 161.10 163.40 160.90 161.80 +0.60 3,199 15,004 +175
Sep02 020529 158.00 160.10 157.60 158.50 +0.50 1,742 12,880 -215
Oct02 020529 154.50 156.30 154.50 155.00 +0.50 511 10,060 +94
Dec02 020529 152.90 154.40 152.60 153.10 +0.20 4,253 28,091 +345
Jan03 020529 152.50 153.70 152.30 152.50 +0.20 212 4,237 +62
Mar03 020529 150.80 151.80 150.50 150.80 +0.10 295 3,174 +44
May03 020529 148.70 149.70 148.10 148.20 unch 516 2,196 +230
Total Volume and Open Interest 26,054 137,691 +832
Soybean Oil(CBOT)
Jul02 020529 18.25 18.26 18.01 18.06 -0.20 24,317 66,538 +843
Aug02 020529 18.35 18.36 18.12 18.16 -0.20 2,692 16,016 -144
Sep02 020529 18.46 18.46 18.22 18.26 -0.21 1,779 10,796 -346
Oct02 020529 18.42 18.42 18.30 18.35 -0.19 1,363 7,741 -105
Dec02 020529 18.75 18.75 18.51 18.59 -0.17 6,856 22,048 -458
Jan03 020529 18.75 18.79 18.65 18.75 -0.15 264 3,085 -65
Mar03 020529 18.95 18.95 18.85 18.90 -0.10 551 1,817 +17
May03 020529 19.05 19.05 19.00 19.03 -0.12 293 1,291 -23
Total Volume and Open Interest 38,418 132,833 -484
Canola(WCE)
Jul02 020529 335.0 335.5 333.0 333.1 -0.4 3,836 21,667 -1,869
Sep02 020529 335.5 335.5 335.5 335.5 unch 0 16 +0
Nov02 020529 338.0 339.4 337.2 337.8 +0.4 2,351 21,335 +619
Jan03 020529 340.0 340.0 339.5 339.5 +0.8 40 1,257 -1
Mar03 020529 339.5 339.5 339.5 339.5 +0.3 0 325 +0
Total Volume and Open Interest 6,227 44,600 -1,251
Corn(CBOT)
Jul02 020529 208.00 212.50 208.00 211.50 +4.00 36,918 198,426 -1,053
Sep02 020529 215.25 219.25 215.00 218.00 +3.75 3,069 52,298 +439
Dec02 020529 225.00 229.25 225.00 228.00 +4.00 8,647 121,241 +988
Mar03 020529 233.00 236.50 232.75 235.75 +3.75 1,007 20,434 +511
May03 020529 237.25 240.25 236.75 239.00 +3.25 394 6,141 +76
Jul03 020529 239.50 242.75 239.50 242.50 +3.50 298 9,372 +145
Total Volume and Open Interest 50,803 422,160 +1,181
Wheat(CBOT)
Jul02 020529 271.00 277.00 270.50 276.25 +4.25 12,102 64,925 -1,423
Sep02 020529 277.00 283.25 277.00 282.75 +5.00 1,074 10,325 +167
Dec02 020529 288.00 293.50 287.25 292.75 +4.50 2,356 16,286 +856
Mar03 020529 291.50 297.25 291.50 297.00 +4.00 70 2,314 +19
May03 020529 293.00 293.00 293.00 293.00 +2.50 0 402 -18
Total Volume and Open Interest 15,648 95,713 -369
Wheat(KCBT)
Jul02 020529 281.00 288.00 281.00 286.50 +5.00 1,789 37,936 -382
Sep02 020529 287.00 293.25 286.75 291.25 +4.25 509 9,165 -3
Dec02 020529 294.75 301.00 294.75 299.00 +4.00 252 10,243 -94
Mar03 020529 299.50 304.50 299.00 303.00 +4.50 31 3,924 +24
May03 020529 301.00 303.00 301.00 303.00 +2.00 0 269 +0
Total Volume and Open Interest 2,581 62,883 -455
Wheat(MGE)
Jul02 020529 294.50 299.75 293.75 297.75 +2.75 1,696 12,918 -578
Sep02 020529 299.00 304.50 298.50 302.50 +3.00 594 4,933 +70
Dec02 020529 308.75 314.00 308.75 311.75 +1.75 62 3,353 +32
Mar03 020529 320.00 324.00 320.00 322.00 +2.00 92 699 +48
May03 020529 330.00 330.00 328.00 328.00 +2.50 0 91 +0
Total Volume and Open Interest 2,444 22,677 -428
Oats(CBOT)
Jul02 020529 169.75 178.75 169.75 178.50 +8.50 898 3,923 -40
Sep02 020529 134.50 138.00 134.50 138.00 +2.75 170 650 +20
Dec02 020529 135.00 136.50 134.75 135.75 +1.25 279 4,353 +67
Mar03 020529 138.50 138.50 138.50 138.50 -2.50 0 96 +0
Total Volume and Open Interest 1,347 9,025 +47
Rough Rice(CBOT)
Jul02 020529 3.94 4.09 3.94 4.08 +0.16 457 4,585 +28
Sep02 020529 4.18 4.29 4.15 4.28 +0.16 67 656 +20
Nov02 020529 4.39 4.48 4.37 4.48 +0.15 39 1,573 +18
Jan03 020529 4.60 4.69 4.60 4.67 +0.18 6 753 +1
Total Volume and Open Interest 576 8,609 +74
Live Cattle(CME)
Jun02 020529 62.675 62.800 62.100 62.275 -0.550 9,074 25,397 -2,336
Aug02 020529 62.650 62.850 62.100 62.300 -0.550 6,078 30,891 +134
Oct02 020529 65.450 65.600 65.025 65.200 -0.400 2,064 26,545 +158
Dec02 020529 67.050 67.100 66.600 66.725 -0.400 1,331 11,693 +405
Feb03 020529 67.850 67.850 67.350 67.450 -0.275 143 3,281 +11
Apr03 020529 69.250 69.250 68.900 69.025 -0.325 98 1,517 +32
Total Volume and Open Interest 18,788 99,324 -1,596
Feeder Cattle(CME)
Aug02 020529 76.400 76.700 75.800 75.850 -0.750 1,317 7,700 +21
Sep02 020529 76.200 76.350 75.500 75.550 -0.725 75 944 -18
Oct02 020529 76.250 76.500 75.600 75.650 -0.675 142 1,520 -44
Nov02 020529 76.800 76.800 76.000 76.000 -0.825 27 688 +1
Jan03 020529 76.450 76.450 76.150 76.150 -0.500 17 373 -6
Mar03 020529 75.650 75.650 75.650 75.650 -0.450 0 13 +0
Apr03 020529 75.850 75.850 75.650 75.650 -0.650 0 29 +0
Total Volume and Open Interest 1,578 11,267 -46
Lean Hogs(CME)
Jun02 020529 46.500 46.900 45.650 46.425 +0.050 2,530 10,025 -930
Jul02 020529 47.050 47.475 46.150 47.050 -0.150 1,715 11,481 +141
Aug02 020529 45.800 46.600 45.400 45.975 -0.225 856 4,738 +145
Oct02 020529 37.900 38.700 37.650 38.450 +0.350 299 3,147 +74
Dec02 020529 36.375 37.150 36.300 36.875 +0.400 317 3,441 +107
Feb03 020529 39.100 39.800 39.100 39.800 +0.450 81 489 +23
Apr03 020529 40.700 40.700 40.700 40.700 +0.500 16 9  
May03 020529 44.400 44.400 44.400 44.400 +0.400 1 1  
Total Volume and Open Interest 5,817 33,333  
Pork Bellies(CME)
Jul02 020529 55.975 58.200 55.900 55.975 unch 428 2,468 +19
Aug02 020529 55.500 57.500 55.500 55.550 +0.275 123 661 +16
Feb03 020529 60.100 60.100 59.600 59.600 -0.300 13 74 +3
Mar03 020529 59.700 59.700 59.700 59.700 unch 4 2 +0
May03 020529 59.300 59.300 59.300 59.300 -0.750 0 1 +0
Total Volume and Open Interest 569 3,208 +38
Cocoa(NYBOT)
Jul02 020529 1581 1594 1580 1589 +24 2,786 34,318 +89
Sep02 020529 1563 1571 1556 1564 +21 959 17,959 -16
Dec02 020529 1509 1512 1501 1506 +16 212 15,083 +181
Mar03 020529 1480 1484 1473 1475 +15 20 12,894 -41
May03 020529 1478 1478 1470 1470 +15 0 5,987 +0
Jul03 020529 1475 1475 1466 1466 +16 0 4,899 +0
Sep03 020529 1464 1464 1464 1464 +16 1 11,466 +1
Total Volume and Open Interest 3,980 109,176 +168
Coffee "C"(NYBOT)
Jul02 020529 50.75 52.10 50.65 51.65 +1.05 3,134 30,892 -197
Sep02 020529 53.20 54.50 53.20 54.10 +0.90 1,628 18,877 +447
Dec02 020529 56.00 57.00 55.95 56.60 +0.60 425 8,498 -15
Mar03 020529 58.00 58.95 58.00 58.60 +0.60 134 5,209 -12
May03 020529 59.90 60.00 59.85 59.85 +0.55 21 2,044 +12
Jul03 020529 61.00 61.75 60.85 60.85 +0.45 3 2,128 +1
Total Volume and Open Interest 5,361 69,057 +226
Orange Juice(NYBOT)
Jul02 020529 91.55 91.55 90.90 91.15 -0.25 1,257 10,898 -122
Sep02 020529 90.20 90.30 89.80 89.90 -0.25 218 4,391 +28
Nov02 020529 89.70 89.70 89.20 89.25 -0.20 21 2,822 +20
Jan03 020529 90.50 90.50 90.10 90.25 -0.20 13 3,717 +1
Mar03 020529 91.35 91.35 90.90 90.90 -0.45 10 2,293 +0
Total Volume and Open Interest 1,749 24,365 +156
Sugar #11(NYBOT)
Jul02 020529 5.70 5.80 5.70 5.77 +0.10 13,197 75,906 -1,201
Oct02 020529 5.57 5.65 5.55 5.61 +0.08 3,571 34,184 +422
Mar03 020529 5.85 5.93 5.85 5.90 +0.07 815 22,985 +195
May03 020529 5.89 5.95 5.89 5.92 +0.07 133 7,816 -28
Jul03 020529 5.82 5.85 5.82 5.85 +0.07 23 12,236 -192
Total Volume and Open Interest 17,748 163,541 -805
London Cocoa(LCE)
May02 020516 1206 1234 1206 1231 +26 1,385 3,663 -1,406
Jul02 020529 1267 1299 1267 1294 +19 1,083 43,481 -121
Sep02 020529 1232 1251 1230 1247 +17 431 36,419 +146
Dec02 020529 1125 1145 1121 1140 +20 755 19,840 -136
Mar03 020529 1106 1122 1103 1119 +17 431 34,340 -45
May03 020529 1117 1140 1117 1130 +18 1,010 5,256 +1,007
Jul03 020529 1126 1149 1126 1141 +19 1,059 6,146 +1,049
Total Volume and Open Interest 4,849 155,730 +1,936
London Coffee(LCE)
May02 020529 500.00 507.00 500.00 507.00 +10.00 25 430 +0
Jul02 020529 519.00 539.00 512.00 529.00 +10.00 1,839 28,437 -491
Sep02 020529 535.00 554.00 532.00 544.00 +9.00 1,254 36,424 +227
Nov02 020529 546.00 562.00 541.00 553.00 +8.00 98 18,258 +10
Jan03 020529 555.00 568.00 553.00 563.00 +9.00 412 11,192 +66
Mar03 020529 563.00 578.00 563.00 573.00 +10.00 49 8,168 +15
Total Volume and Open Interest 3,677 106,197 -173
London Sugar(LCE)
May02 020415 196.00 206.40 196.00 202.20 +6.20 2,385 2,111 -1,111
Aug02 020529 197.00 199.20 197.00 198.20 +0.60 1,354 18,651 +289
Oct02 020529 174.90 175.90 174.20 174.80 +0.70 497 10,965 -42
Dec02 020529 176.00 177.00 175.70 176.20 +0.90 303 2,355 +16
Mar03 020529 179.00 180.00 178.50 179.20 +0.90 230 4,183 +62
Total Volume and Open Interest 2,417 37,881 +325
Cotton(NYBOT)
Jul02 020529 38.50 38.50 37.50 38.15 -0.10 10,406 28,652 -1,879
Oct02 020529 40.50 40.65 39.88 40.43 -0.02 324 2,005 +114
Dec02 020529 42.15 42.45 41.57 42.15 +0.05 4,098 25,925 +936
Mar03 020529 44.10 44.10 43.70 44.05 +0.12 216 4,063 +32
May03 020529 46.33 46.33 46.33 46.33 +0.03 129 2,521 +90
Jul03 020529 47.55 47.55 47.55 47.55 +0.05 18 1,130 +74
Total Volume and Open Interest 15,204 64,911 -628
Lumber(CME)
Jul02 020529 274.6 279.9 272.3 278.8 +5.0 396 1,226 +56
Sep02 020529 279.3 283.8 278.0 281.0 +3.3 77 355 +11
Nov02 020529 278.6 278.6 278.6 278.6 +2.5 13 76 +0
Jan03 020529 290.8 290.8 290.8 290.8 unch 5 13 +2
Total Volume and Open Interest 497 1,676 +71
Crude Oil(NYM)
Jul02 020529 24.97 25.80 24.77 25.76 +0.49 75,323 166,511 -9,714
Aug02 020529 25.15 25.90 24.98 25.87 +0.44 29,176 73,989 -552
Sep02 020529 25.10 25.80 24.95 25.78 +0.40 9,995 37,514 +435
Oct02 020529 24.90 25.61 24.90 25.61 +0.39 1,850 22,296 +463
Nov02 020529 24.88 25.44 24.80 25.44 +0.38 951 12,679 +105
Dec02 020529 24.80 25.27 24.60 25.27 +0.37 9,942 47,215 +490
Jan03 020529 24.60 25.09 24.47 25.09 +0.37 2,147 22,226 +596
Feb03 020529 24.33 24.93 24.33 24.93 +0.37 570 9,206 +407
Mar03 020529 24.30 24.77 24.15 24.77 +0.37 20 8,570 +0
Apr03 020529 24.61 24.61 24.61 24.61 +0.37 50 4,961 +0
Total Volume and Open Interest 137,349 494,583 -7,442
Heating Oil(NYM)
Jun02 020529 63.40 65.45 63.20 65.31 +1.32 16,215 13,067 -4,325
Jul02 020529 64.00 66.10 63.70 65.90 +1.38 18,315 41,482 +1,258
Aug02 020529 64.55 66.90 64.55 66.55 +1.33 3,437 16,673 -343
Sep02 020529 65.30 67.45 65.20 67.35 +1.33 3,766 12,656 +554
Oct02 020529 66.45 68.25 66.45 68.10 +1.28 1,350 8,895 +50
Nov02 020529 67.25 69.00 67.25 68.80 +1.23 345 6,589 +145
Dec02 020529 67.90 69.50 67.70 69.35 +1.23 2,277 15,873 +374
Jan03 020529 68.10 69.80 68.10 69.65 +1.23 392 8,078 +245
Feb03 020529 68.00 69.60 67.90 69.40 +1.23 422 5,755 +148
Mar03 020529 66.90 68.10 66.80 68.10 +1.23 420 4,250 +154
Total Volume and Open Interest 46,967 140,757 -1,718
Unleaded Gas(NYM)
Jun02 020529 75.00 77.30 74.70 77.21 +1.36 19,185 19,711 -5,284
Jul02 020529 75.40 77.90 75.05 77.67 +1.55 21,018 49,060 +2,702
Aug02 020529 75.00 77.22 74.70 77.22 +1.60 4,248 18,861 -283
Sep02 020529 72.80 74.92 72.70 74.92 +1.65 1,020 17,708 -275
Oct02 020529 69.90 71.52 69.80 71.52 +1.70 174 10,558 +24
Nov02 020529 68.10 69.87 68.10 69.87 +1.75 1 1,397 +0
Dec02 020529 67.40 69.22 67.40 69.22 +1.80 289 2,832 +176
Jan03 020529 67.25 69.07 67.25 69.07 +1.80 190 1,687 -10
Total Volume and Open Interest 46,125 124,473 -2,950
Natural Gas(NYM)
Jun02 020529 3.320 3.470 3.305 3.420 +0.140 66,343 30,411 -11,630
Jul02 020529 3.400 3.530 3.380 3.505 +0.132 31,502 61,272 +544
Aug02 020529 3.465 3.580 3.440 3.557 +0.121 7,740 39,891 +860
Sep02 020529 3.500 3.610 3.480 3.582 +0.111 2,205 31,833 +446
Oct02 020529 3.530 3.630 3.520 3.612 +0.108 5,889 48,934 +27
Nov02 020529 3.790 3.867 3.780 3.867 +0.103 4,533 32,364 +1,499
Dec02 020529 4.010 4.100 4.000 4.099 +0.102 1,034 28,489 -30
Jan03 020529 4.105 4.182 4.105 4.182 +0.095 4,626 31,197 +1,261
Total Volume and Open Interest 137,368 552,946 -8,039
Brent Crude Oil(IPE)
Jul02 020529 24.50 25.18 24.40 25.12 +0.36 47,944 64,176 -1,077
Aug02 020529 24.42 25.15 24.35 25.14 +0.37 20,990 49,732 +1,128
Sep02 020529 24.30 25.01 24.25 25.01 +0.38 5,546 20,922 -237
Oct02 020529 24.25 24.84 24.16 24.84 +0.36 767 12,744 -303
Nov02 020529 24.12 24.66 24.06 24.66 +0.34 480 8,905 +88
Dec02 020529 23.87 24.48 23.80 24.48 +0.31 4,639 31,740 -672
Jan03 020529 23.72 24.27 23.70 24.27 +0.32 0 11,757 +0
Feb03 020529 23.56 24.09 23.55 24.09 +0.31 150 4,219 -70
Total Volume and Open Interest 81,616 235,154 -1,168
Gas Oil(IPE)
Jun02 020529 194.00 195.00 192.50 194.00 -4.75 14,433 40,291 +72
Jul02 020529 196.75 197.75 195.50 196.75 -4.50 10,404 36,057 +2,340
Aug02 020529 199.75 200.00 198.75 199.25 -4.75 2,291 10,536 +1,201
Sep02 020529 201.75 202.50 201.50 201.50 -4.75 676 10,243 -164
Oct02 020529 204.25 204.50 202.25 203.75 -4.75 937 12,659 +506
Nov02 020529 205.50 205.50 203.25 204.75 -5.00 341 12,744 +266
Dec02 020529 204.50 206.00 204.50 205.00 -4.75 1,191 30,157 +14
Jan03 020529 205.50 205.50 204.75 204.75 -5.00 280 6,276 +30
Total Volume and Open Interest 30,803 187,237 +4,365
US Dollar Index(NYBOT)
Jun02 020529 111.91 112.12 111.54 111.57 -0.65 1,041 9,294 -112
Sep02 020529 112.47 112.63 112.02 112.08 -0.65 78 3,453 +22
Dec02 020529 112.89 113.07 112.55 112.55 -0.65 13 41 +12
Total Volume and Open Interest 1,132 12,788 -78
Australian Dollar(IMM)
Jun02 020529 56.36 56.45 56.15 56.33 +0.22 4,433 41,374 +1,983
Sep02 020529 55.86 56.05 55.75 55.91 +0.22 671 1,067 +443
Dec02 020529 55.48 55.60 55.48 55.49 +0.22 11 366 +0
Total Volume and Open Interest 5,120 43,033 +2,431
British Pound(IMM)
Jun02 020529 146.02 146.14 145.74 146.08 +0.30 5,386 44,699 +1,759
Sep02 020529 145.22 145.30 145.00 145.24 +0.30 233 1,354 +187
Dec02 020529 144.40 144.40 144.40 144.40 +0.30 0 14 +0
Total Volume and Open Interest 5,619 46,069 +1,946
Canadian Dollar(IMM)
Jun02 020529 65.36 65.38 65.10 65.23 -0.07 4,782 71,882 +310
Sep02 020529 65.22 65.24 64.97 65.10 -0.07 344 12,034 +159
Dec02 020529 65.03 65.03 64.85 64.96 -0.07 317 2,457 +59
Mar03 020529 64.78 64.83 64.78 64.83 -0.07 98 496 +44
Total Volume and Open Interest 5,551 87,172 +576
Japanese Yen(IMM)
Jun02 020529 80.46 80.64 80.41 80.53 +0.09 8,435 91,725 +996
Sep02 020529 80.87 80.97 80.84 80.91 +0.08 103 2,321 +32
Dec02 020529 81.40 81.46 81.39 81.39 +0.08 2 562 +2
Total Volume and Open Interest 8,541 94,948 +1,031
Swiss Franc(IMM)
Jun02 020529 63.55 63.88 63.41 63.87 +0.29 5,414 54,637 -843
Sep02 020529 63.63 64.00 63.55 63.97 +0.29 108 545 +41
Dec02 020529 64.09 64.09 64.09 64.09 +0.29 0 73 +0
Total Volume and Open Interest 5,522 55,255 -802
EuroFX(IMM)
Jun02 020529 93.07 93.62 92.89 93.58 +0.74 12,524 135,276 +1,657
Sep02 020529 92.68 93.24 92.53 93.21 +0.74 832 6,770 +381
Dec02 020529 92.31 92.88 92.22 92.88 +0.74 22 1,040 +7
Total Volume and Open Interest 13,380 143,233 +2,047
Mexican Peso(IMM)
Jun02 020529 10407.5 10407.5 10270.0 10287.5 -117.5 1,861 23,927 +284
Sep02 020529 10230.0 10245.0 10120.0 10125.0 -127.5 205 2,916 +123
Total Volume and Open Interest 2,066 28,343 +407
30-Year T-Bonds(CBOT)
Jun02 020529 101~16 102~05 101~12 102~01 +0~17 274,745 282,806 -52,810
Sep02 020529 100~10 101~01 100~08 100~28 +0~17 107,921 163,982 +52,034
Dec02 020529 99~28 99~31 99~07 99~27 +0~17 1,101 21,528 +15
Total Volume and Open Interest 383,767 468,318 -761
Municipal Bonds(CBOT)
Jun02 020529 103~29 104~15 103~28 104~12 +0~18 259 8,607 -162
Sep02 020529 102~09 102~21 102~09 102~21 +0~16 23 88 +18
Total Volume and Open Interest 282 8,695 -144
10-Year T-Notes(CBOT)
Jun02 020529 106~005 106~175 105~315 106~145 +0~140 380,417 522,250 -111,416
Sep02 020529 104~200 105~040 104~200 105~010 +0~130 158,210 323,663 +70,702
Total Volume and Open Interest 538,627 845,914 -40,714
5-Year T-Notes(CBOT)
Jun02 020529 106~260 107~010 106~230 106~315 +0~090 127,272 479,609 -59,926
Sep02 020529 105~150 105~220 105~135 105~215 +0~095 81,015 210,271 +64,570
Total Volume and Open Interest 208,287 689,880 +4,644
2 Year T-Notes(CBOT)
Jun02 020529 104~094 104~106 104~090 104~103 +0~016 24,746 84,102 -7,789
Sep02 020529 103~120 104~010 103~117 104~004 +0~017 19,201 33,040 +8,365
Total Volume and Open Interest 43,947 117,142 +576
3-Mth T-Bills(IMM)
Jun02 020529 98.26 98.26 98.26 98.26 unch 3 329 +0
Total Volume and Open Interest 4 404 +0
Eurodollars(IMM)
Jun02 020529 98.062 98.070 98.060 98.062 +0.007 70,353 671,998 -5,562
Sep02 020529 97.630 97.665 97.625 97.650 +0.040 92,916 650,772 +8,918
Dec02 020529 97.015 97.065 97.005 97.055 +0.065 167,904 762,193 +3,581
Mar03 020529 96.415 96.480 96.405 96.475 +0.085 78,687 463,599 +6,308
Jun03 020529 95.860 95.920 95.845 95.915 +0.080 28,331 299,965 +3,112
Sep03 020529 95.445 95.510 95.435 95.505 +0.095 17,394 246,185 +1,575
Dec03 020529 95.150 95.220 95.145 95.220 +0.095 15,491 194,396 +2,541
Mar04 020529 95.000 95.070 94.990 95.065 +0.095 13,758 169,521 +1,194
Jun04 020529 94.845 94.900 94.835 94.895 +0.090 5,209 143,947 +1,138
Sep04 020529 94.695 94.750 94.690 94.745 +0.090 4,912 129,309 +62
Dec04 020529 94.520 94.570 94.520 94.570 +0.090 5,156 101,251 +1,295
Mar05 020529 94.450 94.500 94.445 94.500 +0.090 5,206 96,243 +1,438
Total Volume and Open Interest 531,918 4,456,681 +26,144
3-Mth Euro-Yen(IMM)
Jun02 020529 99.92 99.92 99.92 99.92 unch 28 14,411 -3
Sep02 020529 99.90 99.90 99.90 99.90 +0.01 1 5,741 +376
Dec02 020529 99.88 99.88 99.88 99.88 unch 1 3,432 +77
Mar03 020529 99.82 99.82 99.82 99.82 -0.01 3 2,682 +1
Jun03 020529 99.83 99.83 99.83 99.83 +0.01 5 3,296 -269
Sep03 020529 99.78 99.78 99.78 99.78 unch 0 7,048 +71
Dec03 020529 99.72 99.72 99.72 99.72 +0.01 17 1,846 +720
Mar04 020529 99.65 99.65 99.65 99.65 unch 0 680 -5
Jun04 020529 99.60 99.60 99.60 99.60 unch 0 297 +0
Sep04 020529 99.52 99.52 99.52 99.52 unch 0 300 -1
Total Volume and Open Interest 55 40,055 +967
3-Mth Euro-Yen(SIMEX)
Jun02 020529 99.92 99.92 99.92 99.92 unch 619 85,502 +51
Sep02 020529 99.90 99.90 99.90 99.90 unch 2,848 37,467 -23
Dec02 020529 99.88 99.89 99.88 99.88 unch 2,199 34,401 +740
Mar03 020529 99.82 99.83 99.82 99.82 -0.01 1,478 33,275 +393
Jun03 020529 99.83 99.83 99.83 99.83 +0.01 3,517 50,254 +2,603
Sep03 020529 99.78 99.79 99.78 99.78 unch 1,569 32,348 +1,019
Dec03 020529 99.72 99.72 99.72 99.72 unch 948 13,134 +425
Mar04 020529 99.65 99.65 99.65 99.65 unch 110 13,432 +100
Total Volume and Open Interest 13,837 311,476 +5,655
German Euro-Bund(EUREX)
Jun02 020529 105.93 106.15 105.81 105.99 +0.14 668,917 672,948 +142
Sep02 020529 105.59 105.80 105.49 105.66 +0.10 57,719 96,929 +38,926
Dec02 020529 104.95 105.09 104.95 105.09 +0.14 3,817 343 +50
Total Volume and Open Interest 730,453 770,220 +39,118
German Euro-Bobl(EUREX)
Jun02 020529 104.91 105.11 104.85 104.96 +0.08 480,251 502,102 -10,751
Sep02 020529 104.55 104.71 104.48 104.59 +0.08 95,285 103,956 +47,668
Dec02 020529 104.03 104.03 104.03 104.03 +0.07 1,473 354 +0
Total Volume and Open Interest 577,009 606,412 +36,917
Long Gilt(LIFFE)
Jun02 020529 111~15 111~24 111~14 111~21 +0~05 46,390 54,079 -22,983
Sep02 020529 110~21 110~29 110~21 110~27 +0~05 23,540 34,559 +20,294
Total Volume and Open Interest 69,930 88,638 -2,689
3-Mth Short Sterling(LIFFE)
Jun02 020529 95.75 95.79 95.75 95.77 +0.01 29,129 0 +0
Sep02 020529 95.34 95.38 95.32 95.36 +0.03 53,615 0 +0
Dec02 020529 94.94 95.01 94.92 94.97 +0.04 52,600 0 +0
Total Volume and Open Interest 177,641    
3-Mth Euribor(LIFFE)
Jun02 020529 96.460 96.475 96.450 96.465 +0.010 49,093 408,534 -2,244
Sep02 020529 96.170 96.200 96.150 96.180 +0.020 83,183 349,665 -2,650
Dec02 020529 95.805 95.855 95.795 95.830 +0.030 100,451 278,277 +2,123
Total Volume and Open Interest 329,514 1,751,692 +7,037
3-Mth Aus T-Bills(SFE)
Jun02 020529 94.97 94.98 94.96 94.98 +0.02 4,049 235,428 -156
Sep02 020529 94.43 94.45 94.42 94.45 +0.06 8,873 183,080 +5,264
Dec02 020529 94.09 94.12 94.08 94.11 +0.06 2,454 89,641 +1,990
Mar03 020529 93.91 93.94 93.91 93.94 +0.07 754 38,716 +373
Jun03 020529 93.84 93.85 93.83 93.85 +0.07 529 20,400 +149
Sep03 020529 93.78 93.80 93.78 93.80 +0.08 272 12,496 +164
Dec03 020529 93.74 93.75 93.74 93.75 +0.08 430 10,043 +330
Mar04 020529 93.70 93.72 93.70 93.71 +0.09 399 5,493 +389
Jun04 020529 93.68 93.68 93.68 93.68 +0.08 10 2,145 +0
Sep04 020529 93.67 93.67 93.66 93.66 +0.08 0 1,289 +0
Total Volume and Open Interest 17,770 600,021 +8,503
10-Year Aus T-Bonds(SFE)
Jun02 020529 93.73 93.83 93.72 93.82 +0.11 5,694 275,104 +6,906
Sep02 020529 93.68 93.68 93.68 93.68 +0.07 15 25 +15
Total Volume and Open Interest 14,722 268,208 +2,058
3-Year Aus T-Bonds(SFE)
Jun02 020529 94.12 94.14 94.11 94.13 +0.06 32,035 712,803 +18,035
Sep02 020529 94.00 94.00 94.00 94.00 +0.06 0 900 +0
Total Volume and Open Interest 32,035 713,703 +18,035
Gold(CMX)
Jun02 020529 326.5 327.3 323.5 325.5 +1.4 60,780 44,480 -18,232
Aug02 020529 328.2 328.7 324.6 326.8 +1.3 33,530 80,964 +16,678
Oct02 020529 330.4 330.7 325.6 327.9 +1.3 164 5,269 +10
Dec02 020529 331.0 331.5 326.8 328.9 +1.4 6,868 29,577 +2,004
Feb03 020529 331.7 332.0 329.5 329.9 +1.4 1,403 7,696 -39
Apr03 020529 330.0 331.5 330.0 330.9 +1.4 1,004 2,684 +270
Total Volume and Open Interest 103,876 190,444 +277
Silver(CMX)
May02 020529 493.0 498.0 490.0 493.3 +6.3 69 61 +8
Jul02 020529 492.0 498.0 489.0 494.5 +6.3 8,238 76,908 +2,675
Sep02 020529 493.0 501.0 491.0 496.4 +6.3 284 5,612 +62
Dec02 020529 496.0 503.0 495.0 499.1 +6.1 395 9,870 +153
Mar03 020529 501.0 502.0 499.5 501.5 +6.0 7 1,400 +3
Total Volume and Open Interest 9,004 98,766 +2,903
Platinum(NYM)
Jul02 020529 547.0 548.0 543.0 544.3 -0.7 419 6,014 +106
Oct02 020529 536.0 536.8 536.0 536.8 -0.2 20 98 +3
Jan03 020529 535.0 535.0 533.8 533.8 -0.2 0 1 +0
Total Volume and Open Interest 439 6,113 +109
Palladium(NYME)
Jun02 020529 354.00 354.00 352.00 353.50 -2.30 106 310 -96
Sep02 020529 353.00 355.00 352.00 354.00 -1.80 156 1,327 +133
Total Volume and Open Interest 262 1,637 +37
Copper(CMX)
May02 020529 76.05 76.05 74.70 74.75 -0.60 841 1,805 +159
Jul02 020529 76.25 76.55 75.05 75.10 -0.60 16,857 37,614 +1,092
Sep02 020529 76.80 77.00 75.55 75.55 -0.60 1,005 8,041 -350
Dec02 020529 77.45 77.60 76.20 76.20 -0.60 474 9,230 +70
Mar03 020529 78.05 78.05 76.80 76.80 -0.60 71 1,825 +47
Total Volume and Open Interest 20,087 76,389 +1,152
DJIA Index(CBOT)
Jun02 020529 9995 10000 9916 9925 -78 20,809 32,746 +742
Sep02 020529 10010 10010 9924 9927 -79 280 1,279 +151
Dec02 020529 10000 10000 9940 9940 -79 3 182 -1
Mar03 020529 9977 9977 9977 9977 -79 0 1 +0
Total Volume and Open Interest 21,092 34,233 +892
S & P 500(CME)
Jun02 020529 1072.00 1075.30 1066.70 1067.80 -8.80 64,221 461,432 -5,613
Sep02 020529 1073.00 1076.00 1069.00 1069.20 -8.90 12,910 89,394 +10,630
Dec02 020529 1071.70 1071.70 1071.70 1071.70 -9.00 2,490 8,032 +1,833
Mar03 020529 1076.50 1076.50 1076.50 1076.50 -9.00 10 79 +10
Total Volume and Open Interest 79,661 559,083 +6,870
S & P 500 E-Mini(Globex)
Jun02 020529 1076.50 1077.50 1066.75 1067.75 -8.75 358,643 251,578 +742
Sep02 020529 1077.75 1077.75 1069.25 1069.25 -8.75 63 730 +11
Total Volume and Open Interest 358,706 252,308 +753
NASDAQ 100(CME)
Jun02 020529 1234.00 1243.00 1216.00 1218.50 -34.00 14,131 70,078 -1,173
Sep02 020529 1233.00 1234.00 1224.50 1224.50 -34.00 17 184 +17
Dec02 020529 1230.50 1230.50 1230.50 1230.50 -34.00 0 21 +0
Total Volume and Open Interest 14,148 70,283 -1,156
NASDAQ 100 E-Mini(GLOBEX)
Jun02 020529 1253.0 1254.5 1216.0 1218.5 -34.5 170,674 168,076 +129
Sep02 020529 1236.0 1239.0 1223.0 1224.5 -34.0 48 93 +19
Total Volume and Open Interest 170,722 168,169 +148
NYSE Composite(NYBOT)
Jun02 020529 571.00 573.30 570.00 570.00 -3.00 1,156 3,442 +160
Sep02 020529 570.40 570.40 570.40 570.40 -3.30 10 450 +10
Dec02 020529 570.80 570.80 570.80 570.80 -3.60 0 200 +0
Total Volume and Open Interest 1,166 4,092 +170
S & P Midcap 400(CME)
Jun02 020529 530.00 530.25 527.00 528.00 -4.75 1,218 16,550 -55
Sep02 020529 529.50 529.50 529.50 529.50 -4.80 0 2 +0
Dec02 020529 532.65 532.65 532.65 532.65 -4.75      
Total Volume and Open Interest 1,218 16,552 -55
Russell 2000(CME)
Jun02 020529 490.00 490.50 485.00 486.65 -5.35 2,955 27,986 -573
Sep02 020529 487.00 487.65 485.75 487.65 -5.35 0 15 +0
Dec02 020529 489.65 489.65 489.65 489.65 -5.35      
Total Volume and Open Interest 2,955 28,001 -573
Value Line(KCBT)
Jun02 020529 1262.00 1262.00 1252.00 1255.50 -7.50 125 302 +7
Total Volume and Open Interest 125 303 +7
Nikkei 225(CME)
Jun02 020529 11825 11845 11770 11800 -95 2,075 22,472 +172
Sep02 020529 11860 11860 11770 11825 -100 34 100 +21
Total Volume and Open Interest 2,109 22,592 +193
Nikkei 225(SIMEX)
Jun02 020529 11850 11900 11800 11835 -100 9,596 102,113 -336
Sep02 020529 11835 11835 11835 11835 -100 0 3,736 +0
Dec02 020529 11815 11815 11815 11815 -100      
Total Volume and Open Interest 9,596 106,149 -336
CAC 40(MATIF)
May02 020529 4325.0 4354.5 4316.5 4326.5 -11.5 110,086 535,484 +42,111
Jun02 020529 4319.0 4339.5 4301.5 4317.0 -9.0 60,097 203,113 +56,305
Jul02 020529 4334.0 4334.0 4334.0 4334.0 -0.5      
Total Volume and Open Interest 174,386 801,711 +102,597
DAX Index(EUREX)
Jun02 020529 4910.0 4920.0 4864.0 4892.0 -24.0 54,542 243,865 +2,111
Sep02 020529 4948.0 4961.0 4910.0 4935.5 -24.0 343 6,866 +16
Dec02 020529 4977.0 4985.0 4977.0 4985.0 -23.5 235 2,664 +202
Total Volume and Open Interest 55,120 253,395 +2,329
FT-SE 100(LIFFE)
Jun02 020529 5087.00 5090.00 5058.00 5083.50 +3.00 41,368 316,729 +71
Sep02 020529 5100.00 5101.50 5078.00 5097.00 +2.00 2,552 23,508 +2,333
Dec02 020529 5130.00 5137.50 5124.00 5137.50 +2.00 1 9,974 -1
Total Volume and Open Interest 43,926 354,155 +2,403
SPI 200(SFE)
Jun02 020529 3358.0 3376.0 3355.0 3368.0 -2.0 6,350 158,167 +1,218
Sep02 020529 3379.0 3385.0 3379.0 3382.0 -2.0 3 1,723 +1
Dec02 020529 3397.0 3402.0 3396.0 3399.0 -1.0 34 1,227 +24
Total Volume and Open Interest 6,462 162,085 +1,277
GSCI(CME)
Jun02 020529 193.50 197.50 193.30 197.50 +3.20 569 19,574 -419
Jul02 020529 195.00 198.30 195.00 198.30 +2.30 0 1 +0
Aug02 020529 197.60 197.60 197.60 197.60 +2.10      
Total Volume and Open Interest 569 19,575 -419
Bridge CRB Index(NYBOT)
Jun02 020529 203.50 204.50 202.90 204.45 +1.95 25 217 +0
Aug02 020529 205.00 206.20 205.00 206.20 +1.95 12 137 +3
Nov02 020529 207.50 207.95 207.50 207.95 +1.95 0 53 +0
Total Volume and Open Interest 37 407 +3
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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